Current performance may be lower or higher than the quoted past performance, which cannot guarantee future results. Share price, principal value, and return will vary, and you may have a gain or loss when you sell your shares. Performance assumes reinvestment of distributions and does not account for taxes. The "before sales charge" performance does not reflect the current maximum sales charges, which we explain below. If performance did reflect the charges, it would be lower. The "after sales charge" performance (or returns at public offering price) varies by share class and fund. For class A and class M shares, the current maximum initial sales charges are 5.75% and 3.50% for equity funds and 4.00% and 3.25% for income funds, respectively (with these exceptions: 2.25% for class A of Putnam Floating Rate Income Fund, Short-Term Municipal Income, Short Duration Bond Fund, and Fixed Income Absolute Return Fund). Class B share performance reflects the applicable contingent deferred sales charge (CDSC), which is 5% in the first year, declines to 1% in the sixth year, and is eliminated thereafter (except for Putnam Floating Rate Income Fund, Putnam Short Duration Bond Fund, Putnam Fixed Income Absolute Return Fund, and Putnam Short-Term Municipal Income Fund; for these funds, the CDSC is 1% in the first year, declines to 0.5% in the second year, and is eliminated thereafter). Class C share performance reflects a 1% CDSC the first year that is eliminated thereafter. Performance for class B, C, M, N, R, and Y shares prior to their inception is derived from the historical performance of class A shares by adjusting for the applicable sales charge (or CDSC) and, except for class Y shares, the higher operating expenses for such shares (note, for two funds — Putnam Tax-Free High Yield Fund and Putnam Strategic Intermediate Municipal Fund performance prior to inception is based on the historical performance of class B shares). Performance for class A, C, R6, and Y shares of Putnam Mortgage Opportunities Fund before their inception is derived from the historical performance of class I shares, which has been adjusted for the applicable sales charge (or CDSC) and the higher operating expenses for such shares. The "after sales charge" performance (at public offering price) for class N shares reflects the current maximum initial sales charge of 1.50%. Class R, R3, R4, R5, and R6 shares, which are available to qualified employee-benefit plans only, are sold without an initial sales charge and have no CDSC. Class Y shares are generally only available for corporate and institutional clients and have no initial sales charge. Performance for class R3 and R4 shares prior to their inception is derived from the historical performance of class Y shares by adjusting for the higher operating expenses for such shares. Performance for class R5 shares before their inception is derived from the historical performance of class Y shares, which has not been adjusted for the lower expenses; had it been adjusted, performance would be higher (with the exception of the RetirementReady Maturity, 2025, 2030, 2035, and 2040 Funds, for which performance is derived from the historical performance of class R6 shares and has been adjusted for the higher operating expenses for such shares; and the RetirementReady 2045, 2050, 2055, and 2060 Funds, for which performance is derived from the historical performance of class R6 shares and has not been adjusted for the lower expenses; had it been adjusted, performance would be higher). Performance for class R6 shares before their inception is derived from the historical performance of class Y shares, which has not been adjusted for the lower operating expenses; had it been adjusted, performance would be higher. For a portion of the period, some funds had expenses limitations or had been sold on a limited basis with limited assets and expenses. Had these limits not been in place, performance would be lower.
Active Allocation
Dynamic Asset Allocation Growth Fund (Class Y) (PAGYX)
A globally diversified fund pursuing growth
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Favoring asset classes that can benefit from the cyclical recovery
- Overweight to equities
- Moving to a high yield overweight
- Maintaining commodities overweight
Highlights
Objective
The fund seeks capital appreciation.
Strategy and process
- Global benchmarkThe fund starts with a globally diversified benchmark with more efficient exposures relative to a typical 80/20 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 |
$22.03
0.32% | $0.07 |
$22.23
09/03/21 |
$16.86
10/30/20 |
Fund facts as of 09/30/21
Total net assets
$3,069.69M
$3,069.69M
Turnover (fiscal year end)
194%
194%
Dividend frequency
Annually
Annually
Number of holdings
2065
2065
Fiscal year-end
September
September
CUSIP / Fund code
746444702 / 1843
746444702 / 1843
Inception date
07/14/94
07/14/94
Category
Asset Allocation
Asset Allocation
Open to new investors
Ticker
PAGYX
PAGYX
Management team
Co-Chief Investment Officer, Global Asset Allocation
Co-Chief Investment Officer, Global Asset Allocation
Portfolio Manager
Co-Head of Global Asset Allocation
Co-Head of Global Asset Allocation
Literature
Fund documents |
| Prospectuses/SAI |
| Fact Sheet (YA share) (PDF) |
| Annual Fund Report (PDF) |
| Semiannual Fund Report (PDF) |
| Brochure (PDF) |
| Quarterly commentary (PDF) |
| Benefit of diversifying with a single fund. (PDF) |
At the crossroads of pandemic, policy, disruption, and inflation
Strains on supply chains, rising prices, slowing growth, and shifting policies have pushed up volatility and changed our tactical stance.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.
20.56%
Best 5-year annualized return
(for period ending 12/31/99)
-3.41%
Worst 5-year annualized return
(for period ending 03/31/09)
7.58%
Average 5-year annualized return
Total return (%) as of 09/30/21
Annual performance as of 09/30/21
Annualized Total return (%) as of 09/30/21
| Annualized performance | 1 yr. | 3 yrs. | 5 yrs. | 10 yrs. |
|---|---|---|---|---|
| Before sales charge | 24.27% | 10.17% | 11.52% | 12.24% |
| After sales charge | N/A | N/A | N/A | N/A |
| Russell 3000 Index | 31.88% | 16.00% | 16.85% | 16.60% |
| Putnam Growth Blended Benchmark | 24.03% | 12.58% | 12.81% | 12.42% |
Performance snapshot
| Before sales charge | After sales charge | ||
|---|---|---|---|
| 1 mt. as of 09/30/21 | -3.89% | - | |
| YTD as of 10/20/21 | 15.28% | - | |
Risk-adjusted performance as of 09/30/21
| Sharpe ratio (3 yrs.) | 0.58 |
|---|
Volatility as of 09/30/21
| Standard deviation (3 yrs.) | 15.82% |
|---|
Fixed income statistics as of 09/30/21
| Average effective duration | 0.33 yrs. |
|---|
Lipper rankings as of 09/30/21
| Time period | Rank/Funds in category | Percentile ranking |
|---|---|---|
| 1 yr. | 88/455 | 20% |
| 3 yrs. | 260/434 | 60% |
| 5 yrs. | 80/407 | 20% |
| 10 yrs. | 16/292 | 6% |
Morningstar Ratings™ as of 09/30/21
| Time period | Funds in category | Morningstar Rating™ |
|---|---|---|
| Overall | 288 | |
| 3 yrs. | 288 | |
| 5 yrs. | 262 | |
| 10 yrs. | 188 |
Distributions
| Record/Ex dividend date | 12/17/20 |
|---|---|
| Payable date | 12/21/20 |
| Income | $0.131 |
| Extra income | -- |
| Short-term cap. gain | -- |
| Long-term cap. gain | -- |
Lipper rankings are based on total return without sales charge relative to all share classes of funds with similar objectives as determined by Lipper. Past performance is not indicative of future results.
The Morningstar RatingTM for funds, or "star rating", is calculated for managed products (including mutual funds, variable annuity and variable life subaccounts, exchange-traded funds, closed-end funds, and separate accounts) with at least a three-year history. Exchange-traded funds and open-ended mutual funds are considered a single population for comparative purposes. It is calculated based on a Morningstar Risk-Adjusted Return measure that accounts for variation in a managed product's monthly excess performance, placing more emphasis on downward variations and rewarding consistent performance. The top 10% of products in each product category receive 5 stars, the next 22.5% receive 4 stars, the next 35% receive 3 stars, the next 22.5% receive 2 stars, and the bottom 10% receive 1 star. The Overall Morningstar Rating for a managed product is derived from a weighted average of the performance figures associated with its three-, five-, and 10-year (if applicable) Morningstar Rating metrics. The weights are: 100% three-year rating for 36-59 months of total returns, 60% five-year rating/40% three-year rating for 60-119 months of total returns, and 50% 10-year rating/30% five-year rating/20% three-year rating for 120 or more months of total returns. While the 10-year overall star rating formula seems to give the most weight to the 10-year period, the most recent three-year period actually has the greatest impact because it is included in all three rating periods.
The up-market capture ratio is used to evaluate how well an investment manager performed relative to an index during periods when that index has risen. The ratio is calculated by dividing the manager’s returns by the returns of the index during the up-market, and multiplying that factor by 100. The down-market capture ratio is used to evaluate how well an investment manager performed relative to an index during periods when that index has dropped. The ratio is calculated by dividing the manager’s returns by the returns of the index during the down-market and multiplying that factor by 100.
Holdings
| Apple Inc Sedol 2046251 | 2.83% |
|---|---|
| Microsoft Corp Sedol 2588173 | 2.73% |
| Amazon.Com Inc Sedol 2000019 | 1.99% |
| Jpmorgan Chase & Co Sedol 2190385 | 1.20% |
| Nvidia Corp Sedol 2379504 | 1.17% |
| Citigroup Inc Sedol 2297907 | 0.92% |
| Adobe Inc Sedol 2008154 | 0.85% |
| Fnma Fn30 Tba Umbs 03.5000 10/01/2051 | 0.79% |
| Intuit Inc Sedol 2459020 | 0.77% |
| Alphabet Inc-Cl C Sedol Byy88y7 | 0.76% |
| Top 10 holdings, percent of portfolio | 14.01% |
| Top 10 holdings as of 09/30/21 | |
|---|---|
| Apple Inc Sedol 2046251 | |
| Microsoft Corp Sedol 2588173 | |
| Amazon.Com Inc Sedol 2000019 | |
| Jpmorgan Chase & Co Sedol 2190385 | |
| Nvidia Corp Sedol 2379504 | |
| Citigroup Inc Sedol 2297907 | |
| Adobe Inc Sedol 2008154 | |
| Fnma Fn30 Tba Umbs 03.5000 10/01/2051 | |
| Intuit Inc Sedol 2459020 | |
| Alphabet Inc-Cl C Sedol Byy88y7 | |
| Holdings represent 14.01% of portfolio | |
| Top 10 holdings as of 08/31/21 | |
|---|---|
| Apple Inc Sedol 2046251 | |
| Microsoft Corp Sedol 2588173 | |
| Amazon.Com Inc Sedol 2000019 | |
| Alphabet Inc-Cl A Sedol Byvy8g0 | |
| Nvidia Corp Sedol 2379504 | |
| Jpmorgan Chase & Co Sedol 2190385 | |
| Adobe Inc Sedol 2008154 | |
| Citigroup Inc Sedol 2297907 | |
| Alphabet Inc-Cl C Sedol Byy88y7 | |
| Intuit Inc Sedol 2459020 | |
| Holdings represent 15.26% of portfolio | |
| Top 10 holdings as of 07/31/21 | |
|---|---|
| Apple Inc Sedol 2046251 | |
| Microsoft Corp Sedol 2588173 | |
| Amazon.Com Inc Sedol 2000019 | |
| Alphabet Inc-Cl A Sedol Byvy8g0 | |
| S&P Gsci Light Energy Er | |
| Nvidia Corp Sedol 2379504 | |
| Jpmorgan Chase & Co Sedol 2190385 | |
| Adobe Inc Sedol 2008154 | |
| Citigroup Inc Sedol 2297907 | |
| Qualcomm Inc Sedol 2714923 | |
| Holdings represent 15.68% of portfolio | |
| Top 10 holdings as of 06/30/21 | |
|---|---|
| Apple Inc Sedol 2046251 | |
| Microsoft Corp Sedol 2588173 | |
| Amazon.Com Inc Sedol 2000019 | |
| Alphabet Inc-Cl A Sedol Byvy8g0 | |
| S&P Gsci Light Energy Er | |
| Nvidia Corp Sedol 2379504 | |
| Jpmorgan Chase & Co Sedol 2190385 | |
| Adobe Inc Sedol 2008154 | |
| Citigroup Inc Sedol 2297907 | |
| Qualcomm Inc Sedol 2714923 | |
| Holdings represent 15.32% of portfolio | |
| E-MINI RUSS 2000 DEC21 RTYZ1 | 4.88% |
|---|---|
| GSGLPWDL R US0001M P 12/15/25 GS | 4.01% |
| APPLE INC SEDOL 2046251 | 2.83% |
| MICROSOFT CORP SEDOL 2588173 | 2.75% |
| AMAZON.COM INC SEDOL 2000019 | 1.99% |
| ALPHABET INC-CL A SEDOL BYVY8G0 | 1.56% |
| MSCI EAFE DEC21 MFSZ1 | 1.32% |
| RU10VATR R US0001M P 02/05/22 JP | 1.26% |
| JPMORGAN CHASE & CO SEDOL 2190385 | 1.20% |
| NVIDIA CORP SEDOL 2379504 | 1.17% |
| US 10YR NOTE (CBT)DEC21 TYZ1 | 1.11% |
| US ULTRA BOND CBT DEC21 WNZ1 | 1.02% |
| CITIGROUP INC SEDOL 2297907 | 0.92% |
| ADOBE INC SEDOL 2008154 | 0.85% |
| FNMA FN30 TBA UMBS 03.5000 10/01/2051 | 0.79% |
| INTUIT INC SEDOL 2459020 | 0.77% |
| ALPHABET INC-CL C SEDOL BYY88Y7 | 0.76% |
| FNMA FN15 TBA UMBS 02.5000 10/01/2036 | 0.75% |
| GOLDMAN SACHS GROUP INC SEDOL 2407966 | 0.72% |
| WALMART INC SEDOL 2936921 | 0.70% |
| QUALCOMM INC SEDOL 2714923 | 0.69% |
| FACEBOOK INC-CLASS A SEDOL B7TL820 | 0.64% |
| GNMA GII30 TBA 03.0000 10/01/2051 | 0.54% |
| US LONG BOND(CBT) DEC21 USZ1 | 0.53% |
| PAYPAL HOLDINGS INC SEDOL BYW36M8 | 0.52% |
| TJX COMPANIES INC SEDOL 2989301 | 0.51% |
| ANTHEM INC SEDOL BSPHGL4 | 0.51% |
| ACCENTURE PLC-CL A SEDOL B4BNMY3 | 0.50% |
| O'REILLY AUTOMOTIVE INC SEDOL B65LWX6 | 0.50% |
| FNMA FN30 TBA UMBS 02.5000 11/01/2051 | 0.50% |
| TAIWAN SEMICONDUCTOR MANUFAC SEDOL 6889106 | 0.50% |
| BARCLAYS BANK, PLC 06742XTL1 DCP 11/12/2021 | 0.49% |
| NATIONWIDE BUILDING SOCIETY 6385E0X81 DCP 10/08/2021 | 0.49% |
| NRW BANK 62939LX87 DCP 10/08/2021 | 0.49% |
| SOCIETE GENERALE SA 83369BYC4 DCP 11/12/2021 | 0.49% |
| SWEDBANK AB 87019RX68 DCP 10/06/2021 | 0.49% |
| MERCK & CO. INC. SEDOL 2778844 | 0.48% |
| BRISTOL-MYERS SQUIBB CO SEDOL 2126335 | 0.48% |
| PROCTER & GAMBLE CO/THE SEDOL 2704407 | 0.46% |
| NATIONAL AUSTRALIA BANK LTD 63254EZ11 DCP 12/01/2021 | 0.46% |
| TARGET CORP SEDOL 2259101 | 0.46% |
| BANK OF AMERICA CORP SEDOL 2295677 | 0.45% |
| VERIZON COMMUNICATIONS INC SEDOL 2090571 | 0.44% |
| NASDAQ 100 E-MINI DEC21 NQZ1 | 0.42% |
| PEPSICO INC SEDOL 2681511 | 0.42% |
| MCKESSON CORP SEDOL 2378534 | 0.39% |
| UNION PACIFIC CORP SEDOL 2914734 | 0.39% |
| REGENERON PHARMACEUTICALS SEDOL 2730190 | 0.38% |
| FORD MOTOR CO SEDOL 2615468 | 0.37% |
| CADENCE DESIGN SYS INC SEDOL 2302232 | 0.37% |
| LOCKHEED MARTIN CORP SEDOL 2522096 | 0.37% |
| EXELON CORP SEDOL 2670519 | 0.35% |
| VISA INC-CLASS A SHARES SEDOL B2PZN04 | 0.34% |
| JOHNSON & JOHNSON SEDOL 2475833 | 0.34% |
| CHARTER COMMUNICATIONS INC-A SEDOL BZ6VT82 | 0.34% |
| COMCAST CORP-CLASS A SEDOL 2044545 | 0.34% |
| JOHNSON CONTROLS INTERNATION SEDOL BY7QL61 | 0.34% |
| TREASURY BILL 00.0000 03/17/2022 | 0.34% |
| DANAHER CORP SEDOL 2250870 | 0.33% |
| TENCENT HOLDINGS LTD SEDOL BMMV2K8 | 0.33% |
| DEERE & CO SEDOL 2261203 | 0.33% |
| NESTLE FINANCE INTERNATIONAL 64106GXC2 DCP 10/12/2021 | 0.33% |
| ABBVIE INC SEDOL B92SR70 | 0.32% |
| FIDELITY NATIONAL INFO SERV SEDOL 2769796 | 0.32% |
| ROYAL DUTCH SHELL PLC-B SHS SEDOL B03MM40 | 0.32% |
| ALIGN TECHNOLOGY INC SEDOL 2679204 | 0.32% |
| CISCO SYSTEMS INC SEDOL 2198163 | 0.32% |
| SONY GROUP CORP SEDOL 6821506 | 0.32% |
| MASTERCARD INC - A SEDOL B121557 | 0.31% |
| METLIFE INC SEDOL 2573209 | 0.31% |
| FORTINET INC SEDOL B5B2106 | 0.30% |
| CRH PLC SEDOL 4182249 | 0.30% |
| SAMSUNG ELECTRONICS CO LTD SEDOL 6771720 | 0.30% |
| AMERICAN TOWER CORP SEDOL B7FBFL2 | 0.30% |
| ROCHE HOLDING AG-GENUSSCHEIN SEDOL 7110388 | 0.29% |
| DUPONT DE NEMOURS INC SEDOL BK0VN47 | 0.28% |
| PINTEREST INC- CLASS A SEDOL BJ2Z0H2 | 0.28% |
| MODERNA INC SEDOL BGSXTS3 | 0.28% |
| ALIBABA GROUP HOLDING LTD SEDOL BK6YZP5 | 0.28% |
| TESLA INC SEDOL B616C79 | 0.27% |
| TATA CONSULTANCY SVS LTD SEDOL B01NPJ1 | 0.27% |
| DOCUSIGN INC SEDOL BFYT7B7 | 0.27% |
| COLGATE-PALMOLIVE CO SEDOL 2209106 | 0.26% |
| EDWARDS LIFESCIENCES CORP SEDOL 2567116 | 0.26% |
| MCDONALD'S CORP SEDOL 2550707 | 0.26% |
| AMERICAN ELECTRIC POWER SEDOL 2026242 | 0.26% |
| HOYA CORP SEDOL 6441506 | 0.25% |
| LONZA GROUP AG-REG SEDOL 7333378 | 0.25% |
| GNMA GII30 MA6766 03.0000 07/20/2050 | 0.25% |
| TREASURY BILL 00.0000 10/05/2021 | 0.24% |
| DEUTSCHE POST AG-REG SEDOL 4617859 | 0.24% |
| FNMA FN30 CA8525 UMBS 02.5000 12/01/2050 | 0.24% |
| AIA GROUP LTD SEDOL B4TX8S1 | 0.24% |
| ROKU INC SEDOL BZ1LFG7 | 0.24% |
| MARRIOTT INTERNATIONAL -CL A SEDOL 2210614 | 0.24% |
| ABBOTT LABORATORIES SEDOL 2002305 | 0.24% |
| NORTHROP GRUMMAN CORP SEDOL 2648806 | 0.24% |
| SERVICENOW INC SEDOL B80NXX8 | 0.23% |
| GENERAL MOTORS CO SEDOL B665KZ5 | 0.23% |
| VERTEX PHARMACEUTICALS INC SEDOL 2931034 | 0.23% |
| MSCI EMGMKT DEC21 MESZ1 | 0.23% |
| CSX CORP SEDOL 2160753 | 0.22% |
| KDDI CORP SEDOL 6248990 | 0.22% |
| MERCK KGAA SEDOL 4741844 | 0.22% |
| HALLIBURTON CO SEDOL 2405302 | 0.22% |
| MEDTRONIC PLC SEDOL BTN1Y11 | 0.22% |
| VEEVA SYSTEMS INC-CLASS A SEDOL BFH3N85 | 0.22% |
| HONEYWELL INTERNATIONAL INC SEDOL 2020459 | 0.22% |
| CONOCOPHILLIPS | 0.22% |
| PARKER HANNIFIN CORP SEDOL 2671501 | 0.21% |
| AXA SA SEDOL 7088429 | 0.21% |
| NIKE INC -CL B SEDOL 2640147 | 0.21% |
| COMPAGNIE DE SAINT-GOBAIN SEDOL 7380482 | 0.21% |
| SOUTHWEST AIRLINES CO SEDOL 2831543 | 0.20% |
| GAMING AND LEISURE PROPERTIE SEDOL BFPK4S5 | 0.20% |
| SOUTHERN CO/THE SEDOL 2829601 | 0.20% |
| FHLMC FR30 ZS4750 UMBS 03.0000 01/01/2048 | 0.20% |
| ASTRAZENECA PLC-SPONS ADR SEDOL 2989044 | 0.20% |
| MERCADOLIBRE INC SEDOL B23X1H3 | 0.20% |
| NRG ENERGY INC SEDOL 2212922 | 0.20% |
| SYNCHRONY FINANCIAL SEDOL BP96PS6 | 0.19% |
| UNITED RENTALS INC SEDOL 2134781 | 0.19% |
| ELI LILLY & CO SEDOL 2516152 | 0.19% |
| FREEPORT-MCMORAN INC SEDOL 2352118 | 0.19% |
| NOVARTIS AG-REG SEDOL 7103065 | 0.19% |
| PNC FINANCIAL SERVICES GROUP SEDOL 2692665 | 0.19% |
| NOVO NORDISK A/S-B SEDOL BHC8X90 | 0.19% |
| IQVIA HOLDINGS INC SEDOL BDR73G1 | 0.19% |
| GARTNER INC SEDOL 2372763 | 0.18% |
| DOW INC SEDOL BHXCF84 | 0.18% |
| BJ'S WHOLESALE CLUB HOLDINGS SEDOL BFZNZF8 | 0.18% |
| FNMA FN30 TBA UMBS 06.0000 10/01/2051 | 0.18% |
| TREASURY BILL 00.0000 10/14/2021 | 0.18% |
| WEYERHAEUSER CO SEDOL 2958936 | 0.18% |
| BIOGEN INC SEDOL 2455965 | 0.18% |
| SBERBANK PJSC -SPONSORED ADR SEDOL B5SC091 | 0.18% |
| SHERWIN-WILLIAMS CO/THE SEDOL 2804211 | 0.18% |
| GNMA GII30 MA6932 03.0000 10/20/2050 | 0.17% |
| CUMMINS INC SEDOL 2240202 | 0.17% |
| AMERIPRISE FINANCIAL INC SEDOL B0J7D57 | 0.17% |
| CORTEVA INC SEDOL BK73B42 | 0.17% |
| ASML HOLDING NV SEDOL B929F46 | 0.17% |
| ROYAL DUTCH SHELL PLC-A SHS SEDOL B09CBL4 | 0.16% |
| AIRBNB INC-CLASS A SEDOL BMGYYH4 | 0.16% |
| CNH INDUSTRIAL NV SEDOL BDSV2V0 | 0.16% |
| UBER TECHNOLOGIES INC SEDOL BK6N347 | 0.16% |
| COSTAR GROUP INC SEDOL 2262864 | 0.16% |
| ZOZO INC SEDOL B292RC1 | 0.16% |
| CAPITAL ONE FINANCIAL CORP SEDOL 2654461 | 0.16% |
| RELIANCE INDUSTRIES LTD SEDOL 6099626 | 0.16% |
| VALERO ENERGY CORP SEDOL 2041364 | 0.16% |
| ACTIVISION BLIZZARD INC SEDOL 2575818 | 0.15% |
| ALLY FINANCIAL INC SEDOL B72XK05 | 0.15% |
| APPLIED MATERIALS INC SEDOL 2046552 | 0.15% |
| THERMO FISHER SCIENTIFIC INC SEDOL 2886907 | 0.15% |
| LULULEMON ATHLETICA INC SEDOL B23FN39 | 0.15% |
| L OREAL SEDOL 4057808 | 0.15% |
| ORACLE CORP SEDOL 2661568 | 0.15% |
| CONSTELLATION BRANDS INC-A SEDOL 2170473 | 0.15% |
| UNITEDHEALTH GROUP INC SEDOL 2917766 | 0.15% |
| HCA HEALTHCARE INC SEDOL B4MGBG6 | 0.15% |
| ASSURED GUARANTY LTD SEDOL B00V7H8 | 0.15% |
| FNMA FN30 FM4328 UMBS 02.5000 09/01/2050 | 0.15% |
| LIVE NATION ENTERTAINMENT IN SEDOL B0T7YX2 | 0.14% |
| ASTRAZENECA PLC SEDOL 0989529 | 0.14% |
| DEXCOM INC SEDOL B0796X4 | 0.14% |
| ESTEE LAUDER COMPANIES-CL A SEDOL 2320524 | 0.14% |
| DIAGEO PLC SEDOL 0237400 | 0.14% |
| PULTEGROUP INC SEDOL 2708841 | 0.14% |
| ALLIANZ SE-REG SEDOL 5231485 | 0.14% |
| S&P GLOBAL INC SEDOL BYV2325 | 0.14% |
| CHIPOTLE MEXICAN GRILL INC SEDOL B0X7DZ3 | 0.14% |
| EATON CORP PLC SEDOL B8KQN82 | 0.13% |
| HILTON WORLDWIDE HOLDINGS IN SEDOL BYVMW06 | 0.13% |
| IDEXX LABORATORIES INC SEDOL 2459202 | 0.13% |
| CBRE GROUP INC - A SEDOL B6WVMH3 | 0.13% |
| DEUTSCHE TELEKOM AG-REG SEDOL 5842359 | 0.13% |
| GNMA GII30 MA6820 03.0000 08/20/2050 | 0.13% |
| MONDELEZ INTERNATIONAL INC-A SEDOL B8CKK03 | 0.13% |
| KOHLS CORP SEDOL 2496113 | 0.13% |
| CHEVRON CORP | 0.13% |
| HOME DEPOT INC SEDOL 2434209 | 0.13% |
| ISHARES CORE MSCI EMERGING SEDOL B8NDCB6 | 0.13% |
| AUTODESK INC SEDOL 2065159 | 0.13% |
| NINTENDO CO LTD SEDOL 6639550 | 0.13% |
| SYNOPSYS INC SEDOL 2867719 | 0.13% |
| EQUINOR ASA SEDOL 7133608 | 0.13% |
| RAYTHEON TECHNOLOGIES CORP SEDOL BM5M5Y3 | 0.13% |
| WALT DISNEY CO/THE SEDOL 2270726 | 0.12% |
| BOSTON PROPERTIES INC SEDOL 2019479 | 0.12% |
| NESTLE SA-REG SEDOL 7123870 | 0.12% |
| RELIANC-GDR 144A 144A SEDOL B16CYP9 | 0.12% |
| BRENNTAG SE SEDOL B4YVF56 | 0.12% |
| EXXON MOBIL CORP SEDOL 2326618 | 0.12% |
| KONINKLIJKE AHOLD DELHAIZE N SEDOL BD0Q398 | 0.12% |
| WASTE MANAGEMENT INC SEDOL 2937667 | 0.12% |
| DBS GROUP HOLDINGS LTD SEDOL 6175203 | 0.12% |
| ADVANCED MICRO DEVICES SEDOL 2007849 | 0.12% |
| AMERICAN INTERNATIONAL GROUP SEDOL 2027342 | 0.12% |
| LIBERTY GLOBAL PLC- C SEDOL B8W67B1 | 0.12% |
| MITSUBISHI UFJ FINANCIAL GRO SEDOL 6335171 | 0.12% |
| STELLANTIS NV SEDOL BMD8F98 | 0.12% |
| SUMITOMO MITSUI FINANCIAL GR SEDOL 6563024 | 0.12% |
| APOLLO HOSPITALS ENTERPRISE SEDOL 6273583 | 0.12% |
| BANCO BILBAO VIZCAYA ARGENTA SEDOL 5501906 | 0.12% |
| WESFARMERS LTD SEDOL 6948836 | 0.12% |
| RENESAS ELECTRONICS CORP SEDOL 6635677 | 0.12% |
| RIO TINTO PLC SEDOL 0718875 | 0.12% |
| SYSCO CORP SEDOL 2868165 | 0.12% |
| WALMART DE MEXICO SAB DE CV SEDOL BW1YVH8 | 0.12% |
| US 2YR NOTE (CBT) DEC21 TUZ1 | 0.12% |
| BNP PARIBAS SEDOL 7309681 | 0.11% |
| STARBUCKS CORP SEDOL 2842255 | 0.11% |
| TREASURY BILL 00.0000 03/24/2022 | 0.11% |
| HERMES INTERNATIONAL SEDOL 5253973 | 0.11% |
| MICHELIN (CGDE) SEDOL 4588364 | 0.11% |
| ITOCHU CORP SEDOL 6467803 | 0.11% |
| JD.COM INC-ADR SEDOL BMM27D9 | 0.11% |
| SANOFI SEDOL 5671735 | 0.11% |
| MARATHON PETROLEUM CORP SEDOL B3K3L40 | 0.11% |
| TWILIO INC - A SEDOL BD6P5Q0 | 0.11% |
| YAMAHA MOTOR CO LTD SEDOL 6985264 | 0.11% |
| PARTNERS GROUP HOLDING AG SEDOL B119QG0 | 0.11% |
| COCA-COLA HBC AG-DI SEDOL B9895B7 | 0.11% |
| GOODMAN GROUP SEDOL B03FYZ4 | 0.11% |
| FERGUSON PLC SEDOL BJVNSS4 | 0.11% |
| WUXI APPTEC CO LTD-H SEDOL BGHH0L6 | 0.11% |
| HANA FINANCIAL GROUP SEDOL B0RNRF5 | 0.11% |
| LEGRAND SA SEDOL B11ZRK9 | 0.11% |
| RADIAN GROUP INC SEDOL 2173911 | 0.11% |
| APOLLO GLOBAL MANAGEMENT INC SEDOL BKRLVD5 | 0.10% |
| DRAFTKINGS INC - CL A SEDOL BMYML02 | 0.10% |
| SEA LTD-ADR SEDOL BYWD7L4 | 0.10% |
| EDP-ENERGIAS DE PORTUGAL SA SEDOL 4103596 | 0.10% |
| NITORI HOLDINGS CO LTD SEDOL 6644800 | 0.10% |
| ZEBRA TECHNOLOGIES CORP-CL A SEDOL 2989356 | 0.10% |
| THALES SA SEDOL 4162791 | 0.10% |
| DARDEN RESTAURANTS INC SEDOL 2289874 | 0.10% |
| SONOVA HOLDING AG-REG SEDOL 7156036 | 0.10% |
| T-MOBILE US INC P/P 144A 05.2500 CV PFD | 0.10% |
| BP PLC SEDOL 0798059 | 0.10% |
| NAVER CORP SEDOL 6560393 | 0.10% |
| HDFC BANK LIMITED SEDOL BK1N461 | 0.10% |
| MINEBEA CO LTD SEDOL 6642406 | 0.10% |
| OTIS WORLDWIDE CORP SEDOL BK531S8 | 0.10% |
| YANDEX NV-A SEDOL B5BSZB3 | 0.10% |
| T-MOBILE US INC SEDOL B94Q9V0 | 0.10% |
| TECHTRONIC INDUSTRIES CO LTD SEDOL B0190C7 | 0.10% |
| VONTIER CORP SEDOL BH4GV32 | 0.10% |
| TEXAS INSTRUMENTS INC SEDOL 2885409 | 0.10% |
| DYNATRACE INC SEDOL BJV2RD9 | 0.10% |
| TOTVS SA SEDOL B10LQP6 | 0.10% |
| VOLVO AB-B SHS SEDOL B1QH830 | 0.10% |
| COVESTRO AG SEDOL BYTBWY9 | 0.10% |
| GODADDY INC - CLASS A SEDOL BWFRFC6 | 0.10% |
| SK TELECOM SEDOL 6224871 | 0.10% |
| 10X GENOMICS INC-CLASS A SEDOL BKS3RS7 | 0.09% |
| ABB LTD-REG SEDOL 7108899 | 0.09% |
| BANK OF IRELAND GROUP PLC SEDOL BD1RP61 | 0.09% |
| LINDE PLC SEDOL BYWD9S5 | 0.09% |
| TCS GROUP HOLDING-GDR REG S SEDOL BF233S0 | 0.09% |
| INTERPUBLIC GROUP OF COS INC SEDOL 2466321 | 0.09% |
| INVESTOR AB-B SHS SEDOL BMV7PQ4 | 0.09% |
| LI NING CO LTD SEDOL B01JCK9 | 0.09% |
| SANDVIK AB SEDOL B1VQ252 | 0.09% |
| CK ASSET HOLDINGS LTD SEDOL BYZQ077 | 0.09% |
| FUJITSU LTD SEDOL 6356945 | 0.09% |
| COCA-COLA EUROPACIFIC PARTNE SEDOL BYQQ3P5 | 0.09% |
| SCHNEIDER ELECTRIC SE SEDOL 4834108 | 0.09% |
| DANAHER CORP 05.0000 CV PFD | 0.09% |
| NIPPON YUSEN KABUSHIKI KAISH SEDOL 6643960 | 0.09% |
| SAMSUNG ELECTRONICS-PREF SEDOL 6773812 | 0.09% |
| ANGLO AMERICAN PLC SEDOL B1XZS82 | 0.09% |
| ASAHI GROUP HOLDINGS LTD SEDOL 6054409 | 0.09% |
| BHP GROUP PLC SEDOL BH0P3Z9 | 0.09% |
| FLUTTER ENTERTAINMENT PLC-DI SEDOL BWXC0Z1 | 0.09% |
| MEDIATEK INC SEDOL 6372480 | 0.09% |
| NEXI SPA SEDOL BJ1F880 | 0.09% |
| 3M CO | 0.09% |
| DAIKIN INDUSTRIES LTD SEDOL 6250724 | 0.09% |
| STATE STREET CORP SEDOL 2842040 | 0.09% |
| ALLSTATE CORP SEDOL 2019952 | 0.09% |
| CAIXABANK SA SEDOL B283W97 | 0.09% |
| FNMA FN30 MA3563 UMBS 04.0000 01/01/2049 | 0.09% |
| AMERISOURCEBERGEN CORP | 0.09% |
| COLES GROUP LTD SEDOL BYWR0T5 | 0.08% |
| EQUITABLE HOLDINGS INC SEDOL BKRMR96 | 0.08% |
| ALLEGION PLC SEDOL BFRT3W7 | 0.08% |
| AVIVA PLC SEDOL 0216238 | 0.08% |
| ENTAIN PLC SEDOL B5VQMV6 | 0.08% |
| HINDUSTAN UNILEVER LTD SEDOL 6261674 | 0.08% |
| KINDER MORGAN INC SEDOL B3NQ4P8 | 0.08% |
| NOMURA RESEARCH INSTITUTE LT SEDOL 6390921 | 0.08% |
| AMETEK INC SEDOL 2089212 | 0.08% |
| NXP SEMICONDUCTORS NV SEDOL B505PN7 | 0.08% |
| SOFTBANK GROUP CORP SEDOL 6770620 | 0.08% |
| YUM CHINA HOLDINGS INC SEDOL BN2BD13 | 0.08% |
| FNMA FN30 BQ1269 UMBS 02.5000 08/01/2050 | 0.08% |
| FORTUM OYJ SEDOL 5579550 | 0.08% |
| FORTUNE BRANDS HOME & SECURI SEDOL B3MC7D6 | 0.08% |
| AGCO CORP SEDOL 2010278 | 0.08% |
| IMPERIAL BRANDS PLC SEDOL 0454492 | 0.08% |
| MORGAN STANLEY | 0.08% |
| BANK LEUMI LE-ISRAEL SEDOL 6076425 | 0.08% |
| PRUDENTIAL PLC SEDOL 0709954 | 0.08% |
| AMEREN CORPORATION SEDOL 2050832 | 0.08% |
| DEUTSCHE BOERSE AG SEDOL 7021963 | 0.08% |
| KEURIG DR PEPPER INC SEDOL BD3W133 | 0.08% |
| LONDON STOCK EXCHANGE GROUP SEDOL B0SWJX3 | 0.08% |
| ARAMARK SEDOL BH3XG17 | 0.08% |
| CARLSBERG AS-B SEDOL 4169219 | 0.08% |
| SSE PLC SEDOL 0790873 | 0.08% |
| EDISON INTERNATIONAL SEDOL 2829515 | 0.08% |
| SHENZHEN INOVANCE TECHNOLO-A SEDOL BD5CMN8 | 0.08% |
| SONIC HEALTHCARE LTD SEDOL 6821120 | 0.08% |
| ZALANDO SE SEDOL BQV0SV7 | 0.08% |
| SIG COMBIBLOC GROUP AG SEDOL BD5GN60 | 0.08% |
| ENTERPRISE PRODUCTS PARTNERS SEDOL 2285388 | 0.08% |
| TARGA RESOURCES CORP SEDOL B55PZY3 | 0.08% |
| ASIAN PAINTS LTD SEDOL BCRWL65 | 0.07% |
| AT&T INC SEDOL 2831811 | 0.07% |
| HOLCIM LTD SEDOL 7110753 | 0.07% |
| MOLINA HEALTHCARE INC SEDOL 2212706 | 0.07% |
| NETFLIX INC SEDOL 2857817 | 0.07% |
| ORSTED A/S SEDOL BYT16L4 | 0.07% |
| PRINCIPAL FINANCIAL GROUP SEDOL 2803014 | 0.07% |
| ASPEED TECHNOLOGY INC SEDOL B80VKP3 | 0.07% |
| CAPGEMINI SE SEDOL 4163437 | 0.07% |
| FNMA FN30 FM1741 UMBS 04.0000 04/01/2049 | 0.07% |
| WAT US R US0001M P 12/15/25 GS | 0.07% |
| AFLAC INC SEDOL 2026361 | 0.07% |
| AKZO NOBEL N.V. SEDOL BJ2KSG2 | 0.07% |
| CLP HOLDINGS LTD SEDOL 6097017 | 0.07% |
| JONES LANG LASALLE INC SEDOL 2040640 | 0.07% |
| COGNIZANT TECH SOLUTIONS-A SEDOL 2257019 | 0.07% |
| DAIWA HOUSE INDUSTRY CO LTD SEDOL 6251363 | 0.07% |
| MRK GR R US0001M P 12/15/25 GS | 0.07% |
| NETWORK INTERNATIONAL HOLDIN SEDOL BH3VJ78 | 0.07% |
| EASTMAN CHEMICAL CO SEDOL 2298386 | 0.07% |
| SKANDINAVISKA ENSKILDA BAN-A SEDOL 4813345 | 0.07% |
| ALLFUNDS GROUP PLC SEDOL BNTJ354 | 0.07% |
| EVOLUTION AB SEDOL BJXSCH4 | 0.07% |
| FNMA FN30 BT7180 UMBS 02.5000 08/01/2051 | 0.07% |
| PORSCHE AUTOMOBIL HLDG-PRF SEDOL 7101069 | 0.07% |
| SHIN-ETSU CHEMICAL CO LTD SEDOL 6804585 | 0.07% |
| TEMPUR SEALY INTERNATIONAL I SEDOL 2216991 | 0.07% |
| ARISTOCRAT LEISURE LTD SEDOL 6253983 | 0.07% |
| FNMA FN30 FM7985 UMBS 02.5000 07/01/2051 | 0.07% |
| A US R US0001M P 12/15/25 GS | 0.07% |
| FNMA FN30 FM7741 UMBS 02.5000 05/01/2051 | 0.07% |
| SGS SA-REG SEDOL 4824778 | 0.07% |
| CROWN HOLDINGS INC | 0.06% |
| FNMA FN30 AL9859 UMBS 03.0000 03/01/2047 | 0.06% |
| PKI US R US0001M P 12/15/25 GS | 0.06% |
| IQV US R US0001M P 12/15/25 GS | 0.06% |
| MTD US R US0001M P 12/15/25 GS | 0.06% |
| OPAP SA SEDOL 7107250 | 0.06% |
| TRANSDIGM GROUP INC SEDOL B11FJK3 | 0.06% |
| ATHENE HOLDING LTD-CLASS A SEDOL BZ13MZ1 | 0.06% |
| BRUNSWICK CORP SEDOL 2149309 | 0.06% |
| FNMA FN30 FM1521 UMBS 04.0000 05/01/2049 | 0.06% |
| ADYEN NV SEDOL BZ1HM42 | 0.06% |
| KEYCORP SEDOL 2490911 | 0.06% |
| DAI-ICHI LIFE HOLDINGS INC SEDOL B601QS4 | 0.06% |
| ICICI BANK LTD SEDOL BSZ2BY7 | 0.06% |
| ICON PLC SEDOL B94G471 | 0.06% |
| PFIZER INC SEDOL 2684703 | 0.06% |
| STACR 2016-DNA2 M3 04.7360 10/25/2028 | 0.06% |
| BF0101 03.5000 06/01/2056 | 0.06% |
| CENTRE TESTING INTL GROUP-A SEDOL BD5C7D3 | 0.06% |
| CONTEMPORARY AMPEREX TECHN-A SEDOL BHQPSY7 | 0.06% |
| SAGE GROUP PLC/THE SEDOL B8C3BL0 | 0.06% |
| TMO US R US0001M P 12/15/25 GS | 0.06% |
| DINO POLSKA SA SEDOL BD0YVN2 | 0.06% |
| FNMA FN30 MA2737 UMBS 03.0000 09/01/2046 | 0.06% |
| AMADEUS IT GROUP SA SEDOL B3MSM28 | 0.06% |
| JUBILANT FOODWORKS LTD SEDOL B3PRM66 | 0.06% |
| OMRON CORP SEDOL 6659428 | 0.06% |
| 3I GROUP PLC SEDOL B1YW440 | 0.06% |
| SLM CORP | 0.06% |
| TEXTRON INC SEDOL 2885937 | 0.06% |
| ABCAM PLC SEDOL B677469 | 0.06% |
| CDX CDX.NA.IG.37 100.0 12/20/2026 | 0.06% |
| EUROFINS SCIENTIFIC SEDOL BNDPYV1 | 0.06% |
| INCYTE CORP | 0.06% |
| JPMORGAN CHASE & CO 03.9640 11/15/2048 | 0.06% |
| REPUBLIC SERVICES INC SEDOL 2262530 | 0.06% |
| THOMSON REUTERS CORP SEDOL BFXPTB0 | 0.06% |
| UNITED OVERSEAS BANK LTD SEDOL 6916781 | 0.06% |
| ABBVIE INC 03.2000 11/21/2029 | 0.06% |
| AXALTA COATING SYSTEMS LTD SEDOL BSFWCF5 | 0.06% |
| PANDORA A/S SEDOL B44XTX8 | 0.06% |
| PARADE TECHNOLOGIES LTD SEDOL B6RV676 | 0.06% |
| SARTORIUS STEDIM BIOTECH SEDOL BYZ2QP5 | 0.06% |
| TREASURY BILL 00.0000 03/03/2022 | 0.06% |
| COMMONWEALTH BANK OF AUSTRAL SEDOL 6215035 | 0.05% |
| KONINKLIJKE KPN NV SEDOL 5956078 | 0.05% |
| TOKYO ELECTRON LTD SEDOL 6895675 | 0.05% |
| EDF SEDOL B0NJJ17 | 0.05% |
| UNITED PARCEL SERVICE-CL B SEDOL 2517382 | 0.05% |
| ZTS US R US0001M P 12/15/25 GS | 0.05% |
| CITIGROUP INC 03.6680 07/24/2028 | 0.05% |
| FNMA FN30 BQ0329 UMBS 02.5000 07/01/2050 | 0.05% |
| MORGAN STANLEY 03.1250 01/23/2023 | 0.05% |
| BLUESCOPE STEEL LTD SEDOL 6533232 | 0.05% |
| KOITO MANUFACTURING CO LTD SEDOL 6496324 | 0.05% |
| AIRTAC INTERNATIONAL GROUP SEDOL B52J816 | 0.05% |
| CCO HOLDINGS LLC P/P 144A 05.3750 06/01/2029 | 0.05% |
| GLAXOSMITHKLINE PLC SEDOL 0925288 | 0.05% |
| LAMAR ADVERTISING CO-A SEDOL BSPHGN6 | 0.05% |
| MARVELL TECHNOLOGY INC SEDOL BNKJSM5 | 0.05% |
| MEDICAL PROPERTIES TRUST INC SEDOL B0JL5L9 | 0.05% |
| MORGAN STANLEY 03.7720 01/24/2029 | 0.05% |
| PFE US R US0001M P 12/15/25 GS | 0.05% |
| TREASURY BILL 00.0000 02/10/2022 | 0.05% |
| FHR 5080 DI IO 04.0000 03/25/2051 | 0.05% |
| JPMORGAN CHASE & CO 03.6250 12/01/2027 | 0.05% |
| UNIVERSAL MUSIC GROUP NV SEDOL BNZGVV1 | 0.05% |
| FHR 5117 CI IO 05.0000 06/25/2051 | 0.05% |
| MANHATTAN ASSOCIATES INC SEDOL 2239471 | 0.05% |
| NOVATEK MICROELECTRONICS COR SEDOL 6346333 | 0.05% |
| VERIZON COMM 04.3290 09/21/2028 | 0.05% |
| GOLDMAN SACHS GROUP INC 03.8500 01/26/2027 | 0.05% |
| HONG KONG EXCHANGES & CLEAR SEDOL 6267359 | 0.05% |
| PHILIP MORRIS INTERNATIONAL SEDOL B2PKRQ3 | 0.05% |
| SHIMADZU CORP SEDOL 6804369 | 0.05% |
| AT&T INC 03.5500 09/15/2055 | 0.04% |
| BANK OF AMERICA CORP 06.1100 01/29/2037 | 0.04% |
| BRAMBLES LTD SEDOL B1FJ0C0 | 0.04% |
| COPA HOLDINGS SA-CLASS A SEDOL B0TNJH9 | 0.04% |
| MONCLER SPA SEDOL BGLP232 | 0.04% |
| SUMITOMO MITSUI TRUST HOLDIN SEDOL 6431897 | 0.04% |
| CVS HEALTH CORP 04.7800 03/25/2038 | 0.04% |
| EIFFAGE SEDOL B13X013 | 0.04% |
| NEW YORK LIFE INS P/P 144A 01.1000 05/05/2023 | 0.04% |
| POLARIS INC SEDOL 2692933 | 0.04% |
| ENERGY TRANSFER LP 06.6250 02/15/2028 | 0.04% |
| IPN FP R US0001M P 12/15/25 GS | 0.04% |
| ORACLE CORP JAPAN SEDOL 6141680 | 0.04% |
| ILMN US R US0001M P 12/15/25 GS | 0.04% |
| INDUSTRIA DE DISENO TEXTIL SEDOL BP9DL90 | 0.04% |
| MANPOWERGROUP INC SEDOL 2562490 | 0.04% |
| SHENZHEN MINDRAY BIO-MEDIC-A SEDOL BHQK864 | 0.04% |
| UBS GROUP AG P/P 144A 03.4910 05/23/2023 | 0.04% |
| ARKEMA SEDOL B0Z5YZ2 | 0.04% |
| AT&T INC 02.5500 12/01/2033 | 0.04% |
| BOC HONG KONG HOLDINGS LTD SEDOL 6536112 | 0.04% |
| CAPCOM CO LTD SEDOL 6173694 | 0.04% |
| EOG RESOURCES INC SEDOL 2318024 | 0.04% |
| FNMA FN30 BM1172 UMBS 03.0000 03/01/2047 | 0.04% |
| GENTEX CORP SEDOL 2366799 | 0.04% |
| ISRAEL DISCOUNT BANK -A SEDOL 6451271 | 0.04% |
| LVMH MOET HENNESSY LOUIS VUI SEDOL 4061412 | 0.04% |
| UNITED MEXICAN STATES USD 05.5500 01/21/2045 | 0.04% |
| CAS 2016-C04 1M2 04.3360 01/25/2029 | 0.04% |
| DIRECT LINE INSURANCE GROUP SEDOL BY9D0Y1 | 0.04% |
| JPMORGAN CHASE & CO 03.3750 05/01/2023 | 0.04% |
| YAMATO HOLDINGS CO LTD SEDOL 6985565 | 0.04% |
| DBUBS 2011-LC3A D 144A 05.5454 08/10/2044 | 0.04% |
| DNB BANK ASA P/P 144A 02.1500 12/02/2022 | 0.04% |
| FNR 2021-67 DI IO 04.0000 10/25/2051 | 0.04% |
| TENET HEALTHCARE P/P 144A 04.8750 01/01/2026 | 0.04% |
| YAKULT HONSHA CO LTD SEDOL 6985112 | 0.04% |
| BANK OF AMERICA CORP 03.2480 10/21/2027 | 0.04% |
| KAKAO CORP SEDOL 6194037 | 0.04% |
| ONEMAIN HOLDINGS INC SEDOL BYSZB89 | 0.04% |
| PALO ALTO NETWORKS INC SEDOL B87ZMX0 | 0.04% |
| PEARL ABYSS CORP SEDOL BYX56S9 | 0.04% |
| SPRINT CAPITAL CORPORATION 06.8750 11/15/2028 | 0.04% |
| SUN HUNG KAI PROPERTIES SEDOL 6859927 | 0.04% |
| ATLASSIAN CORP PLC-CLASS A SEDOL BZ09BD1 | 0.04% |
| CF INDUSTRIES HOLDINGS INC SEDOL B0G4K50 | 0.04% |
| FNMA FN30 BM5024 UMBS 03.0000 11/01/2048 | 0.04% |
| JNJ US R US0001M P 12/15/25 GS | 0.04% |
| MRK US R US0001M P 12/15/25 GS | 0.04% |
| ORACLE CORP 02.5000 10/15/2022 | 0.04% |
| XIAOMI CORP-CLASS B SEDOL BG0ZMJ9 | 0.04% |
| BRISTOL-MYERS 03.2500 02/20/2023 | 0.04% |
| COCA-COLA CO/THE SEDOL 2206657 | 0.04% |
| DISCOVER FINANCIAL SERVICES SEDOL B1YLC43 | 0.04% |
| FNMA FN30 TBA UMBS 04.0000 10/01/2051 | 0.04% |
| IHS MARKIT LTD P/P 144A 04.7500 02/15/2025 | 0.04% |
| LNSTR 2015-3 B P/P 144A 03.3169 04/20/2048 | 0.04% |
| OSHKOSH CORP SEDOL 2663520 | 0.04% |
| PETROLEOS MEXICANOS USD 06.8400 01/23/2030 | 0.04% |
| RYDER SYSTEM INC SEDOL 2760669 | 0.04% |
| TORONTO-DOMINION BANK USD 01.9000 12/01/2022 | 0.04% |
| ALLIANCE DATA SYSTEMS CORP SEDOL 2762030 | 0.03% |
| CK HUTCHISON HOLDINGS LTD SEDOL BW9P816 | 0.03% |
| DIM FP R US0001M P 12/15/25 GS | 0.03% |
| FHLMC FR30 QC4957 UMBS 02.5000 08/01/2051 | 0.03% |
| GARMIN LTD SEDOL B3Z5T14 | 0.03% |
| LINCOLN NATIONAL CORP SEDOL 2516378 | 0.03% |
| PACIFIC GAS & ELECTRIC 01.3670 03/10/2023 | 0.03% |
| REPUBLIC OF INDONESIA REGS 04.7500 01/08/2026 | 0.03% |
| ROSS STORES INC SEDOL 2746711 | 0.03% |
| TRAVEL + LEISURE CO SEDOL BMXYT16 | 0.03% |
| UNUM GROUP SEDOL 2433842 | 0.03% |
| AZN US US0001M 12/15/25 GS | 0.03% |
| CENOVUS ENERGY INC SEDOL B57FG04 | 0.03% |
| FHLMC FR30 QC1327 UMBS 02.5000 05/01/2051 | 0.03% |
| FHR 5094 AI IO 03.0000 04/25/2041 | 0.03% |
| GINKGO BIOWORKS HOLDINGS INC SEDOL BN6KXF0 | 0.03% |
| GSK LN R US0001M P 12/15/25 GS | 0.03% |
| HIKMA PHARMACEUTICALS PLC SEDOL B0LCW08 | 0.03% |
| NIELSEN HOLDINGS PLC SEDOL BWFY550 | 0.03% |
| SEAGEN INC SEDOL BLPK4D2 | 0.03% |
| THOUGHTWORKS HOLDING INC SEDOL BMYR6Y6 | 0.03% |
| TYSON FOODS INC-CL A SEDOL 2909730 | 0.03% |
| WYNDHAM HOTELS & RESORTS INC SEDOL BF108P4 | 0.03% |
| ZURICH INSURANCE GROUP AG SEDOL 5983816 | 0.03% |
| ABBV US R US0001M P 12/15/25 GS | 0.03% |
| CIRRUS LOGIC INC SEDOL 2197308 | 0.03% |
| FHR 5138 YI IO 04.5000 12/25/2049 | 0.03% |
| KINGFISHER PLC SEDOL 3319521 | 0.03% |
| MICROSOFT CORP 02.4000 08/08/2026 | 0.03% |
| NESTLE HOLDINGS INC P/P 144A 00.3750 01/15/2024 | 0.03% |
| PUBLICIS GROUPE SEDOL 4380429 | 0.03% |
| TELEFONICA EMISIONES SAU USD 04.8950 03/06/2048 | 0.03% |
| TORO CO SEDOL 2897040 | 0.03% |
| WORKDAY INC-CLASS A SEDOL B8K6ZD1 | 0.03% |
| 4506 JP R US0001M P 12/15/25 GS | 0.03% |
| AMERICAN TOWER CORP 02.7000 04/15/2031 | 0.03% |
| APPLE INC 00.7500 05/11/2023 | 0.03% |
| BROTHER INDUSTRIES LTD SEDOL 6146500 | 0.03% |
| ELECTRONIC ARTS INC SEDOL 2310194 | 0.03% |
| FHR 5127 AI IO 03.0000 06/25/2051 | 0.03% |
| FIDELITY NATIONAL FINANCIAL SEDOL BNBRDD4 | 0.03% |
| FLEETCOR TECHNOLOGIES INC SEDOL B4R28B3 | 0.03% |
| FNR 2020-67 JI IO 04.0000 09/25/2050 | 0.03% |
| LG CHEM LTD SEDOL 6346913 | 0.03% |
| PRGO US R US0001M P 12/15/25 GS | 0.03% |
| REPUBLIC OF SENEGAL REGS 06.2500 05/23/2033 | 0.03% |
| SAN FP R US0001M P 12/15/25 GS | 0.03% |
| SPRINT CORP 07.8750 09/15/2023 | 0.03% |
| WESTROCK CO SEDOL BYR0914 | 0.03% |
| AUTO1 GROUP SE 144A SEDOL BL5C4C7 | 0.03% |
| AVERY DENNISON CORP SEDOL 2066408 | 0.03% |
| CAPITAL ONE FINANCIAL CO 02.3590 07/29/2032 | 0.03% |
| DEXUS/AU SEDOL B033YN6 | 0.03% |
| FHR 5152 IE IO 03.5000 10/25/2051 | 0.03% |
| FIRST INDUSTRIAL REALTY TR SEDOL 2360757 | 0.03% |
| GENPACT LTD SEDOL B23DBK6 | 0.03% |
| INTEL CORP SEDOL 2463247 | 0.03% |
| INTL BUSINESS MACHINES CORP SEDOL 2005973 | 0.03% |
| IPSEN SEDOL B0R7JF1 | 0.03% |
| OMNICOM GROUP SEDOL 2279303 | 0.03% |
| AVALONBAY COMMUNITIES INC SEDOL 2131179 | 0.03% |
| BOSTON SCIENTIFIC CORP SEDOL 2113434 | 0.03% |
| BRIXMOR PROPERTY GROUP INC SEDOL BFTDJL8 | 0.03% |
| CAS 2015-C04 2M2 05.6360 04/25/2028 | 0.03% |
| DUKE REALTY CORP SEDOL 2284084 | 0.03% |
| EQUITY LIFESTYLE PROPERTIES SEDOL 2563125 | 0.03% |
| INTERNATIONAL PAPER CO SEDOL 2465254 | 0.03% |
| OSAKA GAS CO LTD SEDOL 6661768 | 0.03% |
| PUBLIC STORAGE SEDOL 2852533 | 0.03% |
| TRANSDIGM INC. P/P 144A 06.2500 03/15/2026 | 0.03% |
| TRANSUNION SEDOL BYMWL86 | 0.03% |
| VTRS US R US0001M P 12/15/25 GS | 0.03% |
| AES CORP SEDOL 2002479 | 0.03% |
| CATERPILLAR INC SEDOL 2180201 | 0.03% |
| CHECK POINT SOFTWARE TECH SEDOL 2181334 | 0.03% |
| ENTERPRISE PRODUCTS OPER 04.2500 02/15/2048 | 0.03% |
| EQUINIX INC. 02.9000 11/18/2026 | 0.03% |
| FHR 4326 GS IO 05.9663 04/15/2044 | 0.03% |
| FIRSTENERGY CORP SEDOL 2100920 | 0.03% |
| FNMA FN30 BC1155 UMBS 03.0000 06/01/2046 | 0.03% |
| FNR 2017-69 SG IO 06.0640 09/25/2047 | 0.03% |
| FNR 2021-28 GI IO 04.0000 05/25/2051 | 0.03% |
| GNR 2016-H16 LI IO 02.1039 07/20/2066 | 0.03% |
| GOLDMAN SACHS GROUP INC 04.2230 05/01/2029 | 0.03% |
| INVITATION HOMES INC SEDOL BD81GW9 | 0.03% |
| LABORATORY CRP OF AMER HLDGS SEDOL 2586122 | 0.03% |
| NORFOLK SOUTHERN CORP SEDOL 2641894 | 0.03% |
| PUBLIC SERVICE ENTERPRISE GP SEDOL 2707677 | 0.03% |
| SIRIUS XM RADIO INC P/P 144A 05.0000 08/01/2027 | 0.03% |
| T-MOBILE USA INC 03.7500 04/15/2027 | 0.03% |
| TOKYO GAS CO LTD SEDOL 6895448 | 0.03% |
| WESTLAKE CHEMICAL CORP 03.1250 08/15/2051 | 0.03% |
| WHIRLPOOL CORP SEDOL 2960384 | 0.03% |
| ALLISON TRANSMISSION HOLDING SEDOL B4PZ892 | 0.03% |
| CAS 2016-C01 1M2 06.8360 08/25/2028 | 0.03% |
| CHOCOLADEFABRIKEN LINDT-REG SEDOL 5962309 | 0.03% |
| CROWN CASTLE INTL CORP SEDOL BTGQCX1 | 0.03% |
| DEUTSCHE BANK NY 01.6860 03/19/2026 | 0.03% |
| DOVER CORP SEDOL 2278407 | 0.03% |
| GNR 2021-117 MI IO 03.5000 05/20/2042 | 0.03% |
| IVORY COAST REGS 06.1250 06/15/2033 | 0.03% |
| LOGITECH INTERNATIONAL-REG SEDOL B18ZRK2 | 0.03% |
| MICROSOFT CORP 02.9210 03/17/2052 | 0.03% |
| MSC 2007-IQ15 C 144A 06.3816 06/11/2049 | 0.03% |
| OWENS CORNING SEDOL B1FW7Q2 | 0.03% |
| SERVICE CORP INTERNATIONAL SEDOL 2797560 | 0.03% |
| TRNTS 2021-16A A1 144A 01.3143 07/20/2034 | 0.03% |
| UNITEDHEALTH GROUP INC 03.8500 06/15/2028 | 0.03% |
| YUM BRANDS INC SEDOL 2098876 | 0.03% |
| AMGEN INC SEDOL 2023607 | 0.03% |
| AP MOLLER-MAERSK A/S-B SEDOL 4253048 | 0.03% |
| APPLE INC 04.2500 02/09/2047 | 0.03% |
| AZN LN R US0001M P 12/15/25 GS | 0.03% |
| BERKELEY GROUP HOLDINGS/THE SEDOL BLJNXL8 | 0.03% |
| BIIB US R US0001M P 12/15/25 GS | 0.03% |
| CLEAN HARBORS INC SEDOL 2202473 | 0.03% |
| ECOLAB INC 02.7000 11/01/2026 | 0.03% |
| FHR 5036 IK IO 04.0000 04/25/2050 | 0.03% |
| GENERAL ELECTRIC CO SEDOL BL59CR9 | 0.03% |
| INTERPUBLIC GRP 04.6500 10/01/2028 | 0.03% |
| MRAIT 2020-2 A2 | 0.03% |
| NOVARTIS CAPITAL CORP 04.0000 11/20/2045 | 0.03% |
| ORACLE CORP 04.0000 11/15/2047 | 0.03% |
| PERSIMMON PLC SEDOL 0682538 | 0.03% |
| POSTE ITALIANE SPA SEDOL BYYN701 | 0.03% |
| SUMITOMO TR&BK P/P 144A 00.8000 09/12/2023 | 0.03% |
| TABCORP HOLDINGS LTD SEDOL 6873262 | 0.03% |
| AMAZON.COM INC 03.1500 08/22/2027 | 0.02% |
| ANZ NEW ZEALAND INT P/P 144A 02.8750 01/25/2022 | 0.02% |
| BAYN GR R US0001M P 12/15/25 GS | 0.02% |
| BROADCOM CRP / CAYM 03.5000 01/15/2028 | 0.02% |
| FHR 5024 HI IO 04.5000 10/25/2050 | 0.02% |
| FHR 5121 KI IO 04.0000 06/25/2051 | 0.02% |
| MRAIT 2021-8 A1X 01.2360 10/15/2021 | 0.02% |
| REP OF INDONESIA P/P 144A 04.3500 01/08/2027 | 0.02% |
| 4581 JP R US0001M P 12/15/25 GS | 0.02% |
| CHARTER COMM OPT LLC 06.4840 10/23/2045 | 0.02% |
| CWALT 2006-OA10 4A1 00.4660 08/25/2046 | 0.02% |
| DANSKE BANK A/S P/P 144A 02.7000 03/02/2022 | 0.02% |
| FNR 2019-43 SC IO 06.0140 08/25/2049 | 0.02% |
| FNR 2020-96 JI IO 03.0000 01/25/2051 | 0.02% |
| NH FOODS LTD SEDOL 6640767 | 0.02% |
| SEI INVESTMENTS COMPANY SEDOL 2793610 | 0.02% |
| VOLKSWAGEN AG PFD SEDOL 5497168 | 0.02% |
| BMY US R US0001M P 12/15/25 GS | 0.02% |
| CAS 2015-C04 1M2 05.7860 04/25/2028 | 0.02% |
| CF INDUSTRIES INC P/P 144A 04.5000 12/01/2026 | 0.02% |
| E.ON SE SEDOL 4942904 | 0.02% |
| FNMA FN40 BF0171 UMBS 04.0000 01/01/2057 | 0.02% |
| MSBAM 2014-C17 C 04.6375 08/15/2047 | 0.02% |
| SIRIUS XM RADIO INC P/P 144A 03.8750 09/01/2031 | 0.02% |
| STACR 2018-HRP2 M3AS 01.0860 02/25/2047 | 0.02% |
| TREASURY BILL 00.0000 10/07/2021 | 0.02% |
| UNILEVER PLC SEDOL B10RZP7 | 0.02% |
| AUD/USD 10/20/2021 GSFX | 0.02% |
| CALPINE CORP P/P 144A 04.5000 02/15/2028 | 0.02% |
| COMM 2010-C1 D 144A 05.9851 07/10/2046 | 0.02% |
| CSL AU R US0001M P 12/15/25 GS | 0.02% |
| ENERGY TRANSFER LP 03.7500 05/15/2030 | 0.02% |
| EUR/USD 12/15/2021 RBSF | 0.02% |
| FNR 2021-28 NI IO 03.0000 05/25/2041 | 0.02% |
| FNR 2021-45 MI IO 02.5000 02/25/2049 | 0.02% |
| GENERAL MOTORS FINL CO 04.0000 10/06/2026 | 0.02% |
| GSMS 2014-GC22 C 04.8455 06/10/2047 | 0.02% |
| LANXESS AG SEDOL B05M8B7 | 0.02% |
| RECORDATI INDUSTRIA CHIMICA SEDOL B07DRZ5 | 0.02% |
| REMITLY GLOBAL INC SEDOL BNZJHH8 | 0.02% |
| REPUBLIC OF KAZAKHSTAN REGS 04.8750 10/14/2044 | 0.02% |
| ROCHE HOLDINGS INC P/P 144A 04.0000 11/28/2044 | 0.02% |
| UBSCM 2012-C1 C 144A 05.7344 05/10/2045 | 0.02% |
| VERIZON COMMUNICATIONS 03.7000 03/22/2061 | 0.02% |
| VERTIV TLB L+275 02.8303 03/02/2027 | 0.02% |
| ALBERTSONS COS/SAFE P/P 144A 04.6250 01/15/2027 | 0.02% |
| APID 2015-23A AR 144A 01.3461 04/15/2033 | 0.02% |
| AT&T INC 04.7500 05/15/2046 | 0.02% |
| CAS 2017-C01 1M2 03.6360 07/25/2029 | 0.02% |
| CAS 2020-R01 1M2 02.1360 01/25/2040 | 0.02% |
| COMCAST CORP 03.9690 11/01/2047 | 0.02% |
| COMMONWEALTH BK AUST P/P 144A 03.1500 09/19/2027 | 0.02% |
| CREDIT SUISSE NEW YORK 02.8000 04/08/2022 | 0.02% |
| DIGITAL REALTY TRUST LP 04.7500 10/01/2025 | 0.02% |
| FHR 5079 BI IO 05.5000 02/25/2051 | 0.02% |
| MRAIT 2021-11 A1X 01.2338 01/25/2022 | 0.02% |
| MRAIT 2021-EBO4 A1X 01.8360 02/16/2022 | 0.02% |
| ONO PHARMACEUTICAL CO LTD SEDOL 6660107 | 0.02% |
| SPST 2021-10 A 00.8543 08/08/2022 | 0.02% |
| SPST 2021-6 A 00.8833 04/25/2022 | 0.02% |
| STACR 2017-DNA2 M2 03.5360 10/25/2029 | 0.02% |
| WATCO COS LLC/FI P/P 144A 06.5000 06/15/2027 | 0.02% |
| WFCM 2019-C49 AS 04.2440 03/15/2052 | 0.02% |
| GEA GROUP AG SEDOL 4557104 | 0.02% |
| GILD US R US0001M P 12/15/25 GS | 0.02% |
| LA FRANCAISE DES JE SEDOL BG0SC10 | 0.02% |
| MAJORDRIVE HLDG IV L P/P 144A 06.3750 06/01/2029 | 0.02% |
| MRAIT 2021-14 A1X 01.2431 02/15/2022 | 0.02% |
| ORACLE CORP 02.5000 05/15/2022 | 0.02% |
| SHELL INTERNATIONAL FIN USD 02.8750 05/10/2026 | 0.02% |
| TEVA US R US0001M P 12/15/25 GS | 0.02% |
| TREASURY BILL 00.0000 04/21/2022 | 0.02% |
| ABBSL 2020-1A A1A 144A 01.6261 01/15/2033 | 0.02% |
| AMAZON.COM INC. 02.5000 11/29/2022 | 0.02% |
| AMERICAN ELECTRIC POWER 04.3000 12/01/2028 | 0.02% |
| ANHEUSER-BUSCH INBEV WOR 04.6000 04/15/2048 | 0.02% |
| ASHTEAD CAPITAL INC P/P 144A 04.3750 08/15/2027 | 0.02% |
| BOBA 2020-1A A 144A 01.4843 01/20/2032 | 0.02% |
| CAS 2016-C02 1M2 06.0860 09/25/2028 | 0.02% |
| CREDIT SUISSE GRP AG P/P 144A 02.1930 06/05/2026 | 0.02% |
| D.R. HORTON INC 01.3000 10/15/2026 | 0.02% |
| DCC PLC SEDOL 0242493 | 0.02% |
| DOMINICAN REPUBLIC REGS 05.9500 01/25/2027 | 0.02% |
| ENDEAVOUR GROUP LTD/AUSTRALI SEDOL BNVS144 | 0.02% |
| FISERV INC 04.2000 10/01/2028 | 0.02% |
| GENTING SINGAPORE LTD SEDOL BDRTVP2 | 0.02% |
| JPMORGAN CHASE & CO 04.6000 02/01/2025 | 0.02% |
| LAMB WESTON HOLDINGS P/P 144A 04.8750 11/01/2026 | 0.02% |
| LLY US R US0001M P 12/15/25 GS | 0.02% |
| MORGAN STANLEY 04.3750 01/22/2047 | 0.02% |
| MORGN 2019-5A A1 144A 01.5161 01/15/2033 | 0.02% |
| NORTHROP GRUMMAN CORP 03.2500 01/15/2028 | 0.02% |
| SQUARE INC P/P 144A 03.5000 06/01/2031 | 0.02% |
| T-MOBILE USA INC 02.2500 11/15/2031 | 0.02% |
| US BANCORP 02.6250 01/24/2022 | 0.02% |
| AIR LEASE CORP 03.2500 10/01/2029 | 0.02% |
| AMGN US R US0001M P 12/15/25 GS | 0.02% |
| ATLAS COPCO AB-A SHS SEDOL BD97BN2 | 0.02% |
| BBCMS 2019-C5 AS 03.3660 11/15/2052 | 0.02% |
| BOEING CO 05.9300 05/01/2060 | 0.02% |
| BRISTOL-MYERS 03.2500 08/15/2022 | 0.02% |
| CAS 2016-C05 2M2 04.5360 01/25/2029 | 0.02% |
| CEDF 2013-1A ARR 144A 01.2143 04/20/2034 | 0.02% |
| CENTENE CORP 04.6250 12/15/2029 | 0.02% |
| CFCRE 2011-C2 E P/P 144A 05.8868 12/15/2047 | 0.02% |
| COMM 2013-CR13 C 05.0446 11/10/2046 | 0.02% |
| CSC HOLDINGS LLC 05.2500 06/01/2024 | 0.02% |
| CWALT 2006-OA7 1A2 01.0321 06/25/2046 | 0.02% |
| FNMA FN30 AS7003 UMBS 03.0000 04/01/2046 | 0.02% |
| GLENCORE FUNDING LLC P/P 144A 02.5000 09/01/2030 | 0.02% |
| JPMBB 2014-C19 C 04.8109 04/15/2047 | 0.02% |
| KEURIG DR PEPPER INC 02.2500 03/15/2031 | 0.02% |
| KRAFT HEINZ FOODS CO 04.8750 10/01/2049 | 0.02% |
| MRAIT 2020-11 A1X 01.7838 04/22/2022 | 0.02% |
| MRAIT 2021-NA1 A1X 01.5860 03/08/2022 | 0.02% |
| NITTO DENKO CORP SEDOL 6641801 | 0.02% |
| NVENT ELECTRIC PLC SEDOL BDVJJQ5 | 0.02% |
| OZLM 2014-9A A1AR 144A 01.4143 10/20/2031 | 0.02% |
| OZLM 2015-11A A1R 144A 01.3785 10/30/2030 | 0.02% |
| SCSK CORP SEDOL 6858474 | 0.02% |
| STAPLES INC P/P 144A 07.5000 04/15/2026 | 0.02% |
| SUMITOMO REALTY & DEVELOPMEN SEDOL 6858902 | 0.02% |
| THE BANK OF NOVA SCOTIA USD 02.7000 03/07/2022 | 0.02% |
| ZAIS 2019-13A A1A 144A 01.6161 07/15/2032 | 0.02% |
| AMERICAN TOWER CORPORATION 02.7500 01/15/2027 | 0.02% |
| BRISTOL-MYERS 02.9000 07/26/2024 | 0.02% |
| BXMT 2021-FL4 A P/P 144A 01.1338 05/15/2038 | 0.02% |
| CIT GROUP INC. 05.2500 03/07/2025 | 0.02% |
| DIVERSIFIED HEALTHCARE T 09.7500 06/15/2025 | 0.02% |
| FAIRFAX FINL HLDGS USD 04.8500 04/17/2028 | 0.02% |
| FHR 5010 IA IO 03.5000 09/25/2050 | 0.02% |
| FISHER PAYKEL SEDOL 6340250 | 0.02% |
| GLOBAL PAYMENTS INC 04.0000 06/01/2023 | 0.02% |
| HLSY 2020-3A A1A 144A 01.5785 11/30/2032 | 0.02% |
| INTESA SANPAOLO SPA P/P 144A 04.1980 06/01/2032 | 0.02% |
| LEVEL 3 FIN INC P/P 144A 04.6250 09/15/2027 | 0.02% |
| MOODY'S CORPORATION 02.0000 08/19/2031 | 0.02% |
| NETFLIX INC P/P 144A 05.3750 11/15/2029 | 0.02% |
| NOVELIS CORP P/P 144A 04.7500 01/30/2030 | 0.02% |
| S&P MID 400 EMINI DEC21 FAZ1 | 0.02% |
| SAMI 2007-AR7 1A1 00.9360 05/25/2047 | 0.02% |
| SEB SA SEDOL 4792132 | 0.02% |
| SHRP 2020-1 NOTE 03.0253 07/25/2024 | 0.02% |
| AIR LEASE CORP 04.6250 10/01/2028 | 0.02% |
| ALLY FINANCIAL INC 08.0000 11/01/2031 | 0.02% |
| AMERICAN EXPRESS COMPANY 02.6500 12/02/2022 | 0.02% |
| ARES 2016-41A AR2 144A 01.1961 04/15/2034 | 0.02% |
| AWPT 2014-2A A1R 144A 01.3561 10/15/2029 | 0.02% |
| BECTON DICKINSON AND CO 01.9570 02/11/2031 | 0.02% |
| BIOGEN INC 03.6250 09/15/2022 | 0.02% |
| BROADCOM INC 04.1500 11/15/2030 | 0.02% |
| CSAIL 2015-C1 D 144A 03.9041 04/15/2050 | 0.02% |
| CSAIL 2020-C19 XA IO 01.2372 03/15/2053 | 0.02% |
| DEUTSCHE BANK NY 03.7290 01/14/2032 | 0.02% |
| DUKE ENERGY CORP 03.1500 08/15/2027 | 0.02% |
| FIRST QUANTUM MINERA P/P 144A 07.5000 04/01/2025 | 0.02% |
| FNMA FN30 BC2733 UMBS 03.0000 05/01/2046 | 0.02% |
| FNR 2021-65 LI IO 03.5000 10/25/2051 | 0.02% |
| GCP APPLIED TECH P/P 144A 05.5000 04/15/2026 | 0.02% |
| GLOBAL MEDICAL RESPONS L+475 05.7500 10/05/2025 | 0.02% |
| GWOLF 2015-1A A1R 144A 01.2853 01/27/2031 | 0.02% |
| IHEARTCOMMUNICATIONS INC 08.3750 05/01/2027 | 0.02% |
| KRAFT HEINZ CO/THE SEDOL BYRY499 | 0.02% |
| MATCH GRP HLD II LLC P/P 144A 04.6250 06/01/2028 | 0.02% |
| MONDELEZ INT HOLD NE P/P 144A 02.1250 09/19/2022 | 0.02% |
| MRAIT 2021-EBO1 A1X 01.8338 02/16/2022 | 0.02% |
| OCCIDENTAL PETROLEUM COR 06.4500 09/15/2036 | 0.02% |
| PROLOGIS INC SEDOL B44WZD7 | 0.02% |
| RAYTHEON TECH CORP 04.1250 11/16/2028 | 0.02% |
| SCHLUMBERGER LTD SEDOL 2779201 | 0.02% |
| SIMON PROPERTY GROUP INC SEDOL 2812452 | 0.02% |
| SOUTHWESTERN ENERGY P/P 144A 05.3750 02/01/2029 | 0.02% |
| STELLANTIS FIN US IN P/P 144A 02.6910 09/15/2031 | 0.02% |
| TENET HEALTHCARE COR P/P 144A 05.1250 11/01/2027 | 0.02% |
| TORONTO-DOMINION BANK USD 03.6250 09/15/2031 | 0.02% |
| UBS AG LONDON P/P 144A 01.7500 04/21/2022 | 0.02% |
| BERRY GLOBAL INC P/P 144A 01.5700 01/15/2026 | 0.02% |
| CGCMT 2014-GC21 AS 04.0260 05/10/2047 | 0.02% |
| COMCAST CORPORATION 03.3750 02/15/2025 | 0.02% |
| CSC HOLDINGS LLC P/P 144A 07.5000 04/01/2028 | 0.02% |
| FNMA FN30 AS8056 UMBS 03.0000 10/01/2046 | 0.02% |
| GSMS 2012-GCJ9 C 144A 04.4480 11/10/2045 | 0.02% |
| GSMS 2015-GC32 AS 04.0180 07/10/2048 | 0.02% |
| JPMBB 2014-C22 C 04.7046 09/15/2047 | 0.02% |
| MERCK & CO INC 03.7000 02/10/2045 | 0.02% |
| MET LIFE GLOB P/P 144A 02.4000 06/17/2022 | 0.02% |
| MSBAM 2012-C6 D 144A 04.7566 11/15/2045 | 0.02% |
| NETFLIX INC. 05.8750 11/15/2028 | 0.02% |
| NRG P/P 144A 03.7500 06/15/2024 | 0.02% |
| ONCOR ELECTRIC DELIV 03.7500 04/01/2045 | 0.02% |
| PULTEGROUP INC. 07.8750 06/15/2032 | 0.02% |
| RAYMOND JAMES FINANCIAL INC SEDOL 2718992 | 0.02% |
| REPUBLIC OF COLOMBIA USD 03.8750 04/25/2027 | 0.02% |
| SOCIETE GENERALE P/P 144A 05.3750 11/18/2050 | 0.02% |
| STACR 2016-DNA3 M3 05.0860 12/25/2028 | 0.02% |
| STACR 2021-DNA2 M2 02.3500 08/25/2033 | 0.02% |
| VIFN SW R US0001M P 12/15/25 GS | 0.02% |
| WASTE PRO USA INC P/P 144A 05.5000 02/15/2026 | 0.02% |
| WFRBS 2013-C11 AS 03.3110 03/15/2045 | 0.02% |
| AGL 2021-13A A1 P/P 144A 01.2923 10/20/2034 | 0.01% |
| ARD FINANCE SA P/P 144A 06.5000 06/30/2027 | 0.01% |
| ATHENE GLOBAL FU P/P 144A 01.9850 08/19/2028 | 0.01% |
| BP CAPITAL MARKETS PLC USD 03.2790 09/19/2027 | 0.01% |
| BRAND ENERGY & INFRAST L+425 05.2500 06/21/2024 | 0.01% |
| CITIGROUP INC 03.8750 02/18/2051 | 0.01% |
| CITIGROUP INC 04.5000 01/14/2022 | 0.01% |
| COMM 2013-CR13 AM 04.4490 11/10/2046 | 0.01% |
| DUKE ENERGY OHIO INC 03.6500 02/01/2029 | 0.01% |
| EOG RESOURCES INC 02.6250 03/15/2023 | 0.01% |
| EUR/USD PUT 1.1615 20211027 JPMCB | 0.01% |
| FNMA FN30 BJ9256 UMBS 04.0000 06/01/2048 | 0.01% |
| GJENSIDIGE FORSIKRING ASA SEDOL B4PH0C5 | 0.01% |
| HCA INC 03.5000 07/15/2051 | 0.01% |
| HOME DEPOT INC 02.6250 06/01/2022 | 0.01% |
| IMOLA MERGER CORP P/P 144A 04.7500 05/15/2029 | 0.01% |
| JPMCC 2012-C6 E 144A 05.3102 05/15/2045 | 0.01% |
| LENNAR CORP 04.7500 11/29/2027 | 0.01% |
| OMNICOM GP/OMNICOM CAP 03.6000 04/15/2026 | 0.01% |
| PERTAMINA PERSERO PT P/P 144A 04.3000 05/20/2023 | 0.01% |
| PNC BANK NA 02.0280 12/09/2022 | 0.01% |
| PSTAT 2021-4A A1 144A 00.9280 10/15/2029 | 0.01% |
| SENSATA TECH INC P/P 144A 03.7500 02/15/2031 | 0.01% |
| THE AES CORPORATION 02.4500 01/15/2031 | 0.01% |
| TPAT 2018-SL1 A 144A 00.6860 01/25/2046 | 0.01% |
| WALT DISNEY COMPANY 07.7500 12/01/2045 | 0.01% |
| WESTLAKE CHEMICAL CORP 02.8750 08/15/2041 | 0.01% |
| WESTROCK MWV LLC 08.2000 01/15/2030 | 0.01% |
| WFCM 2016-LC25 AS 04.0930 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% |
| AMERICAN BATH GROUP TL L+375 04.2500 11/23/2027 | 0.01% |
| ARCELORMITTAL USD 07.0000 10/15/2039 | 0.01% |
| AREIT 2021-CRE5 A 144A 01.1800 07/17/2026 | 0.01% |
| ASHTEAD CAPITAL INC P/P 144A 02.4500 08/12/2031 | 0.01% |
| BNP PARIBAS P/P 144A 02.5880 08/12/2035 | 0.01% |
| BRAVO 2021-C A1 01.6195 03/01/2061 | 0.01% |
| CD 2017-CD6 AM 03.7090 11/13/2050 | 0.01% |
| CGMS C17A A1AR 144A 01.1585 04/30/2031 | 0.01% |
| CLUB CAR TL L+400 04.5000 06/01/2028 | 0.01% |
| COMM 2015-LC21 B 04.4782 07/10/2048 | 0.01% |
| DCP MIDSTREAM P/P 144A 06.7500 09/15/2037 | 0.01% |
| DELTA/SKYMILES P/P 144A 04.7500 10/20/2028 | 0.01% |
| DIAMOND 1 FIN/DIAM 06.0200 06/15/2026 | 0.01% |
| DUKE ENERGY CORP 04.2000 06/15/2049 | 0.01% |
| ENBRIDGE INC USD 04.5000 06/10/2044 | 0.01% |
| ENDEAVOR ENERGY P/P 144A 05.7500 01/30/2028 | 0.01% |
| FAIRFAX US INC P/P 144A 04.8750 08/13/2024 | 0.01% |
| FHLMC FR30 ZS4703 UMBS 03.0000 02/01/2047 | 0.01% |
| FHMS K131 X1 IO 00.7295 07/25/2031 | 0.01% |
| FIRST QUANTUM MINERA P/P 144A 06.8750 03/01/2026 | 0.01% |
| GALXY 2016-22A ARR 144A 01.3264 04/16/2034 | 0.01% |
| GNR 2020-138 AI IO 03.0000 09/20/2050 | 0.01% |
| GOLDEN NUGGET INC P/P 144A 06.7500 10/15/2024 | 0.01% |
| IBM CORP 01.8750 08/01/2022 | 0.01% |
| INTERCONTINENTALEXCHANGE 02.6500 09/15/2040 | 0.01% |
| LBMLT 2004-1 A2 00.8860 02/25/2034 | 0.01% |
| MET LIFE GLOB P/P 144A 01.9500 01/13/2023 | 0.01% |
| MWST 2021-2 A 00.8360 04/25/2055 | 0.01% |
| NIPPON EXPRESS CO LTD SEDOL 6642127 | 0.01% |
| OASIS PETROLEUM INC SEDOL BLDDYB1 | 0.01% |
| PM GENERAL PURCHASER P/P 144A 09.5000 10/01/2028 | 0.01% |
| POMEGRANATE MERGER S P/P 144A 09.7500 05/01/2023 | 0.01% |
| PPSI 2004-WCW2 M3 01.1360 10/25/2034 | 0.01% |
| SAUDI INTERNATIONAL BOND REGS 02.9000 10/22/2025 | 0.01% |
| SCIENTIFIC GAMES P/P 144A 07.2500 11/15/2029 | 0.01% |
| SOFINA SEDOL 4820301 | 0.01% |
| SOLENIS 1STL L+400 04.0841 06/26/2025 | 0.01% |
| SPST 2021-WL1 A 00.7360 01/26/2054 | 0.01% |
| SPST 2021-WL2 A 00.7860 03/25/2054 | 0.01% |
| STACR 2015-DNA3 M3 04.7860 04/25/2028 | 0.01% |
| STAR 2020-3 A3 02.5910 04/25/2065 | 0.01% |
| TOWNSQUARE MEDIA INC P/P 144A 06.8750 02/01/2026 | 0.01% |
| VERIZON COMMUNICATIONS 04.4000 11/01/2034 | 0.01% |
| VERIZON COMMUNICATIONS 05.2500 03/16/2037 | 0.01% |
| VIBR 2018-8A A1A 144A 01.2743 01/20/2031 | 0.01% |
| 4523 JP R US0001M P 12/15/25 GS | 0.01% |
| ALLISON TRANSMISSION P/P 144A 04.7500 10/01/2027 | 0.01% |
| ALTICE FRANCE P/P 144A 06.0000 02/15/2028 | 0.01% |
| AMGEN INC 02.6000 08/19/2026 | 0.01% |
| APPLE INC 03.8500 05/04/2043 | 0.01% |
| BCPE ULYSSES P/P 144A 07.7500 04/01/2027 | 0.01% |
| BEASLEY MEZZANIN P/P 144A 08.6250 02/01/2026 | 0.01% |
| BERKSHIRE HATHAWAY FIN 02.8500 10/15/2050 | 0.01% |
| BMW US CAPITAL LLC P/P 144A 03.9500 08/14/2028 | 0.01% |
| BPCE SA P/P 144A 04.5000 03/15/2025 | 0.01% |
| CAS 2016-C06 1M2 04.3360 04/25/2029 | 0.01% |
| CITIGROUP INC 03.8870 01/10/2028 | 0.01% |
| COMM 2014-CR18 C 04.9142 07/15/2047 | 0.01% |
| COMM 2014-LC15 AM 04.1980 04/10/2047 | 0.01% |
| COMPASS MIN INTL P/P 144A 06.7500 12/01/2027 | 0.01% |
| CROWN CASTLE INTL CORP 03.7000 06/15/2026 | 0.01% |
| CWALT 2005-59 1A1 00.7435 11/20/2035 | 0.01% |
| EUR/USD PUT 1.155 20211112 GSFX | 0.01% |
| FORD MOTOR COMPANY 09.0000 04/22/2025 | 0.01% |
| FRONTIER COMM P/P 144A 06.7500 05/01/2029 | 0.01% |
| GBP/USD 12/15/2021 CSI-FX | 0.01% |
| GBP/USD 12/15/2021 SSBT | 0.01% |
| GBP/USD PUT 1.332 20211112 BANKAM | 0.01% |
| GOOGLE INC 03.3750 02/25/2024 | 0.01% |
| GSMS 2017-GS7 AS 03.6630 08/10/2050 | 0.01% |
| HOWMET AEROSPACE INC 03.0000 01/15/2029 | 0.01% |
| HUNTINGTON BANCSHARE P/P 144A 02.4870 08/15/2036 | 0.01% |
| HYATT HOTELS CORP 04.8500 03/15/2026 | 0.01% |
| IVORY COAST REGS 05.3750 07/23/2024 | 0.01% |
| JPMCC 2014-C20 AS 04.0432 07/15/2047 | 0.01% |
| KRAFT HEINZ FOODS CO 05.0000 07/15/2035 | 0.01% |
| KRW/USD 11/17/2021 JPMCB | 0.01% |
| NUTRIEN LTD USD 04.1250 03/15/2035 | 0.01% |
| PHH MORTGAGE CORP P/P 144A 07.8750 03/15/2026 | 0.01% |
| REPUBLIC OF KAZAKHSTAN REGS 05.1250 07/21/2025 | 0.01% |
| REPUBLIC OF SOUTH AFRICA USD 04.8500 09/27/2027 | 0.01% |
| REPUBLICA ORIENT URUGUAY USD 07.6250 03/21/2036 | 0.01% |
| RRAM 2020-12A AAR2 144A 01.4861 01/15/2036 | 0.01% |
| SIRIUS XM RADIO INC P/P 144A 04.0000 07/15/2028 | 0.01% |
| SNDPT 2021-1A A 144A 01.2100 04/25/2034 | 0.01% |
| STACR 2018-DNA3 M2 02.1860 09/25/2048 | 0.01% |
| STEVENS HLDG CO INC P/P 144A 06.1250 10/01/2026 | 0.01% |
| TERRIER MEDIA BU P/P 144A 08.8750 12/15/2027 | 0.01% |
| TRANSCANADA TRUST USD 05.3000 03/15/2077 | 0.01% |
| WAMU 2005-AR12 1A8 02.8080 10/25/2035 | 0.01% |
| WFCM 2013-LC12 C 04.4429 07/15/2046 | 0.01% |
| WFRBS 2011-C3 D 144A 05.5133 03/15/2044 | 0.01% |
| WFRBS 2014-C22 XA IO 00.9415 09/15/2057 | 0.01% |
| ZI TECH/ZI FIN P/P 144A 03.8750 02/01/2029 | 0.01% |
| ZOETIS INC 03.9000 08/20/2028 | 0.01% |
| 4530 JP R US0001M P 12/15/25 GS | 0.01% |
| ANCESTRY.COM 1L TL L+325 03.7500 12/06/2027 | 0.01% |
| APPLE INC 04.3750 05/13/2045 | 0.01% |
| BANK OF AMERICA CORP 06.1000 03/17/2025 | 0.01% |
| BOMBARDIER INC P/P 144A 07.8750 04/15/2027 | 0.01% |
| CAS 2016-C03 2M2 05.9860 10/25/2028 | 0.01% |
| CITIGROUP INC 02.9000 12/08/2021 | 0.01% |
| CLUBCORP HLDG INC P/P 144A 08.5000 09/15/2025 | 0.01% |
| CROWN CASTLE INTL CORP 03.6500 09/01/2027 | 0.01% |
| ELMW4 2020-1A A 144A 01.3661 04/15/2033 | 0.01% |
| ENLINK MIDSTREAM LLC P/P 144A 05.6250 01/15/2028 | 0.01% |
| ERAC USA FINANCE LLC P/P 144A 04.5000 02/15/2045 | 0.01% |
| FORD MOTOR CREDIT CO LLC 04.0000 11/13/2030 | 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% |
| HUNTSMAN INTERNATIONAL LLC 04.5000 05/01/2029 | 0.01% |
| HUSKY INJECTION MOLDIN L+300 03.1666 03/28/2025 | 0.01% |
| ISTAR INC 04.7500 10/01/2024 | 0.01% |
| JDE PEET'S NV P/P 144A 01.3750 01/15/2027 | 0.01% |
| JOHNSON CONTROLS INTL PL 04.9500 07/02/2064 | 0.01% |
| KRAFT HEINZ FOODS CO 03.0000 06/01/2026 | 0.01% |
| LIONS GATE CAP HOLD P/P 144A 05.5000 04/15/2029 | 0.01% |
| LMAT 2019-GS7 A1 03.2500 11/25/2059 | 0.01% |
| LMAT 2020-GS1 A1 02.8820 10/25/2059 | 0.01% |
| MATTAMY GROUP CORP P/P 144A 05.2500 12/15/2027 | 0.01% |
| MDPK 2018-30A A 144A 00.8761 04/15/2029 | 0.01% |
| MSBAM 2013-C8 B 03.6592 12/15/2048 | 0.01% |
| NN GROUP NV SEDOL BNG8PQ9 | 0.01% |
| OCCIDENTAL PETROLEUM COR 06.2000 03/15/2040 | 0.01% |
| PARK-OHIO INDUSTRIES INC 06.6250 04/15/2027 | 0.01% |
| PETROBRAS GLOBAL FINANCE USD 05.6000 01/03/2031 | 0.01% |
| PFIZER INC 03.0000 12/15/2026 | 0.01% |
| PRECISION DRILL P/P 144A 07.1250 01/15/2026 | 0.01% |
| QUORUM HEALTH EXT TL L+700 08.0000 04/29/2025 | 0.01% |
| ROYAL BANK OF CANADA USD 04.6500 01/27/2026 | 0.01% |
| SABRE GLBL INC P/P 144A 09.2500 04/15/2025 | 0.01% |
| SALESFORCE.COM INC 03.0500 07/15/2061 | 0.01% |
| SCOTTS MIRACLE-GRO 04.5000 10/15/2029 | 0.01% |
| SERVICE CORP INTL 05.1250 06/01/2029 | 0.01% |
| SNDPT 2013-1A A1R 144A 01.1953 01/26/2031 | 0.01% |
| SNDPT 2018-1A A 144A 01.1261 04/15/2031 | 0.01% |
| SPEAK 2020-8A A 144A 01.4043 04/20/2033 | 0.01% |
| STACR 2016-HQA2 M3 05.2360 11/25/2028 | 0.01% |
| STAR 2020-2 M1E 03.0000 04/25/2060 | 0.01% |
| TEVA PHARMACEUTICALS NE USD 06.7500 03/01/2028 | 0.01% |
| UBS GROUP AG P/P 144A 04.1250 04/15/2026 | 0.01% |
| VERIZON COMMUNICATIONS 02.5500 03/21/2031 | 0.01% |
| VIDEOTRON LTD / LTEE P/P 144A 05.1250 04/15/2027 | 0.01% |
| VISTRA CORP P/P 144A 04.3000 07/15/2029 | 0.01% |
| WERNER FINCO LP/INC P/P 144A 08.7500 07/15/2025 | 0.01% |
| WFCM 2013-LC12 AS 04.4429 07/15/2046 | 0.01% |
| WFCM 2019-C52 XA IO 01.7408 08/15/2052 | 0.01% |
| WFRBS 2011-C5 D 144A 05.9650 11/15/2044 | 0.01% |
| WFRBS 2013-C11 C 04.3250 03/15/2045 | 0.01% |
| YCLO 2016-2A A1R 144A 01.2243 04/20/2032 | 0.01% |
| ABBVIE INC 03.8000 03/15/2025 | 0.01% |
| AIMCO 2021-14A A 144A 01.1879 04/20/2034 | 0.01% |
| ALLIANT HOLDINGS P/P 144A 06.7500 10/15/2027 | 0.01% |
| ALPHABET INC 01.9980 08/15/2026 | 0.01% |
| ARETEC ESCROW P/P 144A 07.5000 04/01/2029 | 0.01% |
| BP CAP MARKETS AMERICA 03.1190 05/04/2026 | 0.01% |
| CAS 2016-C01 2M2 07.0360 08/25/2028 | 0.01% |
| CF INDUSTRIES INC 04.9500 06/01/2043 | 0.01% |
| CHARTER COMM OPT LLC/CAP 02.2500 01/15/2029 | 0.01% |
| CISCO SYSTEMS INC 02.5000 09/20/2026 | 0.01% |
| CITIGROUP INC 04.4500 09/29/2027 | 0.01% |
| CITIGROUP INC 04.7500 05/18/2046 | 0.01% |
| COMM 2014-CR17 C 04.9457 05/10/2047 | 0.01% |
| COMM 2015-DC1 AM 03.7240 02/10/2048 | 0.01% |
| CONTINENTAL RES 04.5000 04/15/2023 | 0.01% |
| CONTINENTAL RESO P/P 144A 05.7500 01/15/2031 | 0.01% |
| CREDIT SUISSE GRP AG P/P 144A 03.8690 01/12/2029 | 0.01% |
| CREDIT SUISSE GRP AG P/P 144A 06.2500 12/18/2024 | 0.01% |
| DISH DBS CORPORATION 07.7500 07/01/2026 | 0.01% |
| DOMINICAN REPUBLIC REGS 06.4000 06/05/2049 | 0.01% |
| ELANCO ANIMAL HEALTH 05.9000 08/28/2028 | 0.01% |
| ELMW2 2019-2A AR 144A 01.2843 04/20/2034 | 0.01% |
| EMBARQ CORPORATION 07.9950 06/01/2036 | 0.01% |
| ENCINO ACQ PARTN P/P 144A 08.5000 05/01/2028 | 0.01% |
| ERAC USA FINANCE LLC P/P 144A 05.6250 03/15/2042 | 0.01% |
| EUR/USD 12/15/2021 JPMCB | 0.01% |
| FHMS K099 X1 IO 01.0047 09/25/2029 | 0.01% |
| FNMA FN30 AS7154 UMBS 03.0000 05/01/2046 | 0.01% |
| GOLDMAN SACHS GROUP INC 05.7500 01/24/2022 | 0.01% |
| HIK LN R US0001M P 12/15/25 GS | 0.01% |
| HUB INTL LTD P/P 144A 07.0000 05/01/2026 | 0.01% |
| HUSKY III HLDG LTD P/P 144A 13.0000 02/15/2025 | 0.01% |
| JPMCC 2012-C8 D 144A 04.8277 10/15/2045 | 0.01% |
| KEURIG DR PEPPER INC 04.5970 05/25/2028 | 0.01% |
| KINGDOM OF BAHRAIN REGS 05.2500 01/25/2033 | 0.01% |
| MCAS 2019-01 M7 144A 01.7860 10/15/2049 | 0.01% |
| MSBAM 2014-C14 C 05.2178 02/15/2047 | 0.01% |
| NZD/USD PUT 0.678 20211112 UBS | 0.01% |
| OAKCL 2021-1A A1 144A 01.2918 07/15/2034 | 0.01% |
| ORACLE CORP 03.6500 03/25/2041 | 0.01% |
| PROVIDENT FDG/PFG FI P/P 144A 06.3750 06/15/2025 | 0.01% |
| REG18 2021-1A A1 144A 01.2261 01/15/2034 | 0.01% |
| REP OF INDONESIA P/P 144A 03.3750 04/15/2023 | 0.01% |
| ROCKET SOFTWARE INC P/P 144A 06.5000 02/15/2029 | 0.01% |
| SALESFORCE.COM INC 02.9000 07/15/2051 | 0.01% |
| SANTANDER UK GROUP H P/P 144A 04.7500 09/15/2025 | 0.01% |
| SERVICENOW INC 01.4000 09/01/2030 | 0.01% |
| SHACK 2017-11A AR 144A 01.2148 08/15/2030 | 0.01% |
| SNDPT 2020-1A AR 144A 01.2980 07/20/2034 | 0.01% |
| SPRINT CORP 07.6250 03/01/2026 | 0.01% |
| SWISS RE TREAS P/P 144A 04.2500 12/06/2042 | 0.01% |
| TENET HEALTHCARE P/P 144A 04.2500 06/01/2029 | 0.01% |
| TMS INTL CORP P/P 144A 06.2500 04/15/2029 | 0.01% |
| TRANSDIGM INC 05.5000 11/15/2027 | 0.01% |
| VIATRIS INC P/P 144A 02.3000 06/22/2027 | 0.01% |
| VISTRA OPERATION P/P 144A 05.5000 09/01/2026 | 0.01% |
| WFCM 2013-LC12 D 144A 04.4429 07/15/2046 | 0.01% |
| WYNN LAS VEGAS P/P 144A 05.2500 05/15/2027 | 0.01% |
| WYNN RESORTS FIN LLC P/P 144A 05.1250 10/01/2029 | 0.01% |
| ADECCO GROUP AG-REG SEDOL 7110720 | 0.01% |
| ALIMENTATION COUCHE-TARD 3.550000 07/26/2027 | 0.01% |
| ALLEGHENY TECHNOLOGIES INC 07.8750 08/15/2023 | 0.01% |
| ALTICE FRANCE P/P 144A 10.5000 05/15/2027 | 0.01% |
| AMGEN INC 04.6630 06/15/2051 | 0.01% |
| AMMST 2020-MF1 XA IO 144A 01.0861 05/15/2053 | 0.01% |
| ANALOG DEVICES INC 03.9000 12/15/2025 | 0.01% |
| ANHEUSER-BUSCH INBEV WOR 04.7500 01/23/2029 | 0.01% |
| ANHEUSER-BUSCH INBEV WOR 05.5500 01/23/2049 | 0.01% |
| APPLE INC 02.8500 05/11/2024 | 0.01% |
| ASCEND LEARNING LLC P/P 144A 06.8750 08/01/2025 | 0.01% |
| BATH & BODY WORKS INC 07.5000 06/15/2029 | 0.01% |
| BAUSCH HLTH AMERICAS P/P 144A 08.5000 01/31/2027 | 0.01% |
| BAUSCH HLTH COS INC P/P 144A 06.1250 04/15/2025 | 0.01% |
| BBCMS 2021-C11 D 144A 02.0000 09/15/2054 | 0.01% |
| BHLD 2020-1 A2 02.6000 02/25/2055 | 0.01% |
| BLACKSTONE CQP HOLDCO L+375 04.2500 06/04/2028 | 0.01% |
| BMARK 2019-B11 AS 03.7840 05/15/2052 | 0.01% |
| BMARK 2019-B13 AM 03.1830 08/15/2057 | 0.01% |
| CALLON PETROLEUM CO 06.1250 10/01/2024 | 0.01% |
| CARVL 2019-1A ANR 144A 01.2443 04/20/2032 | 0.01% |
| CAS 2016-C07 2M2 04.4360 05/25/2029 | 0.01% |
| CAS 2018-C04 2M2 02.6360 12/25/2030 | 0.01% |
| CDX CDX.NA.HY.37 500.0 12/20/2026 | 0.01% |
| CENGAGE LEARNING INC P/P 144A 09.5000 06/15/2024 | 0.01% |
| CENOVUS ENERGY INC USD 06.7500 11/15/2039 | 0.01% |
| CENTENNIAL RESOURCE P/P 144A 06.8750 04/01/2027 | 0.01% |
| CGCMT 2014-GC19 D 144A 05.2598 03/10/2047 | 0.01% |
| COMCAST CORP 02.3500 01/15/2027 | 0.01% |
| COX COMM INC P/P 144A 02.9500 10/01/2050 | 0.01% |
| CROWN CASTLE INTL CORP 03.8000 02/15/2028 | 0.01% |
| CSAIL 2019-C15 B 04.4757 03/15/2052 | 0.01% |
| CSX CORP 04.1000 03/15/2044 | 0.01% |
| DEN17 2018-1A AR 144A 01.1861 10/15/2031 | 0.01% |
| DEUTSCHE TELEKOM INT FIN USD 08.7500 06/15/2030 | 0.01% |
| ERAC USA FINANCE LLC P/P 144A 07.0000 10/15/2037 | 0.01% |
| FHMS K087 X1 IO 00.5098 12/25/2028 | 0.01% |
| FREEPORT-MCMORAN INC 04.3750 08/01/2028 | 0.01% |
| GBP/USD 12/15/2021 UBS | 0.01% |
| GSMS 2013-GCJ14 B P/P 144A 04.8966 08/10/2046 | 0.01% |
| HCA INC. 05.3750 09/01/2026 | 0.01% |
| HESS MIDSTREAM P P/P 144A 05.6250 02/15/2026 | 0.01% |
| INTL FLAVOR & FRAGRANCES 04.4500 09/26/2028 | 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% |
| JPMBB 2013-C12 B 04.2352 07/15/2045 | 0.01% |
| JPMCC 2013-C16 C 05.1889 12/15/2046 | 0.01% |
| LEVI STRAUSS & CO P/P 144A 03.5000 03/01/2031 | 0.01% |
| MITSUBISHI UFJ FIN GRP USD 03.8500 03/01/2026 | 0.01% |
| ONE CALL TLB L+550 06.2500 04/22/2027 | 0.01% |
| OVINTIV INC 07.3750 11/01/2031 | 0.01% |
| OWENS & MINOR INC P/P 144A 04.5000 03/31/2029 | 0.01% |
| PANTHER BF AGGRE 2 P/P 144A 08.5000 05/15/2027 | 0.01% |
| PENN NATIONAL GAMING P/P 144A 05.6250 01/15/2027 | 0.01% |
| PFWST 2021-1 A 00.7860 02/25/2055 | 0.01% |
| RBS GLOBAL/REXNO P/P 144A 04.8750 12/15/2025 | 0.01% |
| SHERWIN-WILLIAMS CO 03.4500 06/01/2027 | 0.01% |
| SLH TL B 1L USD L+400 04.5000 06/03/2028 | 0.01% |
| STACR 2018-HQA1 M2 02.3860 09/25/2030 | 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% |
| TCI COMMUNICATIONS INC 07.1250 02/15/2028 | 0.01% |
| TEVA PHARMACEUTICALS NE USD 06.0000 04/15/2024 | 0.01% |
| TOYOTA MOTOR CORP SEDOL 6900643 | 0.01% |
| TR OP / TR FIN P/P 144A 05.1250 04/01/2029 | 0.01% |
| TRK 2019-1 A1 04.5351 03/25/2022 | 0.01% |
| TRUIST BANK 02.6360 09/17/2029 | 0.01% |
| UNITEDHEALTH GROUP INC 03.9500 10/15/2042 | 0.01% |
| UNIVAR SOLUTIONS P/P 144A 05.1250 12/01/2027 | 0.01% |
| VISTRA OPERATION P/P 144A 03.5500 07/15/2024 | 0.01% |
| VMWARE INC 02.2000 08/15/2031 | 0.01% |
| WAMU 2007-HY2 1A1 02.9928 12/25/2036 | 0.01% |
| WASTE CONNECTIONS INC 03.5000 05/01/2029 | 0.01% |
| WESTPAC BANKING CORP USD 02.9630 11/16/2040 | 0.01% |
| 4503 JP R US0001M P 12/15/25 GS | 0.01% |
| ABBSL 2021-2A A 144A 01.2301 04/15/2034 | 0.01% |
| AHEAD DB HLDG LLC P/P 144A 06.6250 05/01/2028 | 0.01% |
| AHM 2007-1 GA1C 00.2760 05/25/2047 | 0.01% |
| AIR METHODS CORP P/P 144A 08.0000 05/15/2025 | 0.01% |
| ALPHABET INC 02.2500 08/15/2060 | 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% |
| APID 2021-35A A 144A 01.2486 04/20/2034 | 0.01% |
| ARDAGH PKG FIN/HLDGS P/P 144A 04.1250 08/15/2026 | 0.01% |
| ARES 2021-60A A 144A 01.2549 07/18/2034 | 0.01% |
| ARES CAPITAL CORP 03.8750 01/15/2026 | 0.01% |
| AUST & NZ BANKING GR P/P 144A 06.7500 06/15/2026 | 0.01% |
| BAFC 2005-B 3M1 00.7624 04/20/2035 | 0.01% |
| BANK 2019-BN20 XA IO 00.9584 09/15/2062 | 0.01% |
| BMARK 2018-B8 AS 04.5324 01/15/2052 | 0.01% |
| BMIR 2019-4A M1C 144A 02.5860 10/25/2029 | 0.01% |
| BOYD GAMING CORP P/P 144A 04.7500 06/15/2031 | 0.01% |
| BROOKFIELD RESID P/P 144A 05.0000 06/15/2029 | 0.01% |
| BSP 2018-5BA A1A 144A 01.2243 04/20/2031 | 0.01% |
| CANYC 2019-2A A 144A 01.4961 10/15/2032 | 0.01% |
| CAS 2018-C05 1M2 02.4360 01/25/2031 | 0.01% |
| CENTENNIAL RESOURCE P/P 144A 05.3750 01/15/2026 | 0.01% |
| CGMS 2017-1A A1R 144A 01.1343 04/20/2031 | 0.01% |
| CHARTER COMM OPT LLC/CAP 04.8000 03/01/2050 | 0.01% |
| CHF/USD 12/15/2021 UBS | 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% |
| CIGNA CORP 03.7500 07/15/2023 | 0.01% |
| CINEMARK USA INC P/P 144A 05.2500 07/15/2028 | 0.01% |
| CINEMARK USA INC P/P 144A 05.8750 03/15/2026 | 0.01% |
| CISCO SYSTEMS INC 05.9000 02/15/2039 | 0.01% |
| CLARIV SCI HLD CORP P/P 144A 04.8750 07/01/2029 | 0.01% |
| CNH/USD 11/17/2021 GSFX | 0.01% |
| CNO FINANCIAL GROUP INC 05.2500 05/30/2025 | 0.01% |
| CNO FINANCIAL GROUP INC 05.2500 05/30/2029 | 0.01% |
| COMCAST CORP 03.4500 02/01/2050 | 0.01% |
| COMM 2014-LC15 B 04.5990 04/10/2047 | 0.01% |
| COMSTOCK RE INC P/P 144A 05.8750 01/15/2030 | 0.01% |
| CONSTELLIUM SE P/P 144A 05.8750 02/15/2026 | 0.01% |
| CWALT 2006-OA19 A1 00.2674 02/20/2047 | 0.01% |
| DEERE & COMPANY 02.6000 06/08/2022 | 0.01% |
| DEVON ENERGY CORPORATION 07.9500 04/15/2032 | 0.01% |
| DIEBOLD NIXDORF INC 08.5000 04/15/2024 | 0.01% |
| DIGITAL REALTY TRUST LP 04.4500 07/15/2028 | 0.01% |
| DIRECTV FINANCING TL L+500 05.7500 07/22/2027 | 0.01% |
| DISH DBS CORP 05.1250 06/01/2029 | 0.01% |
| DOLLAR GENERAL CORP 03.2500 04/15/2023 | 0.01% |
| ELMW5 2020-2A AR P/P 144A 01.2665 10/20/2034 | 0.01% |
| ENBRIDGE INC USD 04.2500 12/01/2026 | 0.01% |
| ENDEAVOR ENERGY P/P 144A 06.6250 07/15/2025 | 0.01% |
| ENTERCOM MEDIA CORP P/P 144A 06.7500 03/31/2029 | 0.01% |
| FIVE CORNERS FUNDING P/P 144A 04.4190 11/15/2023 | 0.01% |
| FNMA FN30 AS8074 UMBS 03.0000 10/01/2046 | 0.01% |
| FORD MOTOR CREDIT CO LLC 04.2710 01/09/2027 | 0.01% |
| FORD MOTOR CREDIT CO LLC 05.1130 05/03/2029 | 0.01% |
| FULL HOUSE RESOR P/P 144A 08.2500 02/15/2028 | 0.01% |
| GARTNER INC P/P 144A 03.7500 10/01/2030 | 0.01% |
| GCBSL 2020-48A A1 144A 01.4439 04/17/2033 | 0.01% |
| GFL ENVIRON INC P/P 144A 05.1250 12/15/2026 | 0.01% |
| GLM 2019-5A A 144A 01.4343 10/20/2032 | 0.01% |
| GNR 2015-H25 BI IO 01.8749 10/20/2065 | 0.01% |
| GRANITE US HLDG CORP P/P 144A 11.0000 10/01/2027 | 0.01% |
| GUGG4 2016-1A A1S1 144A 01.3561 10/15/2031 | 0.01% |
| INGIM 2013-2A A1R 144A 01.0953 04/25/2031 | 0.01% |
| ISTAR INC. 04.2500 08/01/2025 | 0.01% |
| JOHNSON CONTROLS INTL PL 04.5000 02/15/2047 | 0.01% |
| KAYNE 2019-6A A1 144A 01.5143 01/20/2033 | 0.01% |
| KRATON POLYMERS LLC/ P/P 144A 04.2500 12/15/2025 | 0.01% |
| L3HARRIS TECH INC 03.8500 12/15/2026 | 0.01% |
| L3HARRIS TECH INC 04.4000 06/15/2028 | 0.01% |
| LEVEL 3 FIN INC P/P 144A 04.2500 07/01/2028 | 0.01% |
| LINK REIT SEDOL B0PB4M7 | 0.01% |
| LLOYDS BANKING GROUP PLC USD 04.6500 03/24/2026 | 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% |
| MARSH & MCLENNAN COS INC 04.3750 03/15/2029 | 0.01% |
| MARSH & MCLENNAN COS INC 04.9000 03/15/2049 | 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% |
| MORGN 2021-7A A 144A 01.2701 04/23/2034 | 0.01% |
| MSBAM 2015-C24 B 04.4881 05/15/2048 | 0.01% |
| MSC 2011-C3 D 144A 05.4666 07/15/2049 | 0.01% |
| MWST 2020-1 A 00.9860 10/25/2053 | 0.01% |
| NABORS IND CV 00.7500 01/15/2024 | 0.01% |
| NATIONAL AUSTRALIA BK/NY 02.8750 04/12/2023 | 0.01% |
| NATWEST GROUP PLC USD 04.8920 05/18/2029 | 0.01% |
| NCC 2019-IA ANAR P/P 144A 01.4818 04/15/2031 | 0.01% |
| NESCO HLDG II INC P/P 144A 05.5000 04/15/2029 | 0.01% |
| NETFLIX INC 04.8750 04/15/2028 | 0.01% |
| NEWELL BRANDS INC 04.7000 04/01/2026 | 0.01% |
| NRG ENERGY INC P/P 144A 03.8750 02/15/2032 | 0.01% |
| OCP 2020-19A AR 144A 01.2843 10/20/2034 | 0.01% |
| OLYMPUS WTR US HLDG P/P 144A 06.2500 10/01/2029 | 0.01% |
| ONEMAIN FINANCE CORP 05.3750 11/15/2029 | 0.01% |
| ORGANON & CO/ORG P/P 144A 04.1250 04/30/2028 | 0.01% |
| OSAT 2020-RPL1 A1 03.0719 12/26/2059 | 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% |
| POYA INTERNATIONAL CO LTD SEDOL 6541826 | 0.01% |
| PRIME SECURITY SVCS P/P 144A 06.2500 01/15/2028 | 0.01% |
| REPUBLIC OF PARAGUAY REGS 04.7000 03/27/2027 | 0.01% |
| REPUBLIC OF PARAGUAY REGS 04.9500 04/28/2031 | 0.01% |
| ROGERS COMMUNICATIONS IN USD 08.7500 05/01/2032 | 0.01% |
| RSRVA 2016-3A ARR 144A 01.1939 01/18/2034 | 0.01% |
| SENSATA TECH BV P/P 144A 04.0000 04/15/2029 | 0.01% |
| SHIFT4 PAYMENTS LLC P/P 144A 04.6250 11/01/2026 | 0.01% |
| SIX FLAGS THEME PARK P/P 144A 07.0000 07/01/2025 | 0.01% |
| SOUTHWESTERN ENERGY CO 05.3750 03/15/2030 | 0.01% |
| TRANSDIGM INC 04.8750 05/01/2029 | 0.01% |
| TWILIO INC 03.6250 03/15/2029 | 0.01% |
| UBS GROUP AG REGS 06.8750 12/29/2049 | 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% |
| UNITEDHEALTH GROUP INC 02.7500 02/15/2023 | 0.01% |
| UNIVISION COMM P/P 144A 06.6250 06/01/2027 | 0.01% |
| US BANCORP 02.9500 07/15/2022 | 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% |
| WAMU 2004-AR12 A2B 01.0060 10/25/2044 | 0.01% |
| WELF 2018-2A A1 144A 01.3343 10/20/2031 | 0.01% |
| WESCO DISTRIBUT P/P 144A 07.2500 06/15/2028 | 0.01% |
| WFRBS 2013-C15 D 144A 04.6496 08/15/2046 | 0.01% |
| WOODS 2018-17A A 144A 01.1983 04/22/2031 | 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% |
| ADIENT GLOBAL HLDG P/P 144A 04.8750 08/15/2026 | 0.01% |
| ADT SEC CORP P/P 144A 04.1250 08/01/2029 | 0.01% |
| 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% |
| ALTICE FRANCE SA P/P 144A 05.5000 01/15/2028 | 0.01% |
| AMC ENT INC TLB L+300 03.0829 04/22/2026 | 0.01% |
| APPLE INC 02.8000 02/08/2061 | 0.01% |
| ARDAGH METAL PAC P/P 144A 04.0000 09/01/2029 | 0.01% |
| BANCO SANTANDER SA USD 04.3790 04/12/2028 | 0.01% |
| BANCO SANTANDER SA USD 05.1790 11/19/2025 | 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% |
| BRISTOL-MYERS 03.4000 07/26/2029 | 0.01% |
| BRISTOL-MYERS SQUIBB CO 01.4500 11/13/2030 | 0.01% |
| BWAY HOLDING CO P/P 144A 07.2500 04/15/2025 | 0.01% |
| CAMDEN PROPERTY TRUST 04.8750 06/15/2023 | 0.01% |
| CANPACK SA EASTERN L P/P 144A 03.1250 11/01/2025 | 0.01% |
| CFCRE 2017-C8 B 04.1985 06/15/2050 | 0.01% |
| CGCMT 2018-C6 AS 04.6420 11/10/2051 | 0.01% |
| CHARTER COMM OPT LLC/CAP 03.7000 04/01/2051 | 0.01% |
| CHARTER COMM OPT LLC/CAP 03.7500 02/15/2028 | 0.01% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 CS | 0.01% |
| CMLTI 2005-2 1A2A 02.7514 05/25/2035 | 0.01% |
| COMSTOCK RE INC P/P 144A 06.7500 03/01/2029 | 0.01% |
| CONTINENTAL RESOURCES 04.3750 01/15/2028 | 0.01% |
| COX COMM INC P/P 144A 03.5000 08/15/2027 | 0.01% |
| CROWDSTRIKE HOLDINGS INC 03.0000 02/15/2029 | 0.01% |
| CROWN CORK & SEAL CO INC 07.3750 12/15/2026 | 0.01% |
| CROWNROCK LP/CR P/P 144A 05.0000 05/01/2029 | 0.01% |
| CSAIL 2019-C17 AS 03.2783 09/15/2052 | 0.01% |
| CSMC 2021-RPL4 A1 01.7956 12/27/2060 | 0.01% |
| CSMC 2021-RPL7 A1 01.9260 09/01/2051 | 0.01% |
| DIRECTV HLDGS/FN P/P 144A 05.8750 08/15/2027 | 0.01% |
| EMIR 2018-1 M1 01.7860 11/25/2028 | 0.01% |
| FHLMC FR30 ZS9547 UMBS 04.0000 09/01/2045 | 0.01% |
| FHMS K740 X1 00.8448 09/25/2027 | 0.01% |
| GLP CAPITAL LP / FIN II 05.2500 06/01/2025 | 0.01% |
| GLPG NA R US0001M P 12/15/25 GS | 0.01% |
| GOLDEN NUGGET INC P/P 144A 08.7500 10/01/2025 | 0.01% |
| GOLDMAN SACHS GROUP INC 03.6500 07/28/2051 | 0.01% |
| HERENS HOLDCO SARL P/P 144A 04.7500 05/15/2028 | 0.01% |
| HESS MIDSTREAM P P/P 144A 05.1250 06/15/2028 | 0.01% |
| HILTON WORLDWIDE FIN LLC 04.8750 04/01/2027 | 0.01% |
| ICAHN ENTER/FIN 06.2500 05/15/2026 | 0.01% |
| IHEARTCOMMUNICATIONS INC 06.3750 05/01/2026 | 0.01% |
| JAZZ SECURITIES DAC P/P 144A 04.3750 01/15/2029 | 0.01% |
| KINDER MORGAN INC/DELAWA 07.7500 01/15/2032 | 0.01% |
| KKR GROUP FIN CO III P/P 144A 05.1250 06/01/2044 | 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% |
| LUN DC R US0001M P 12/15/25 GS | 0.01% |
| MSBAM 2014-C15 B 04.5650 04/15/2047 | 0.01% |
| MSC 2016-UB12 AS 03.7780 12/15/2049 | 0.01% |
| NEWZ 2021-1 A 00.8360 05/25/2055 | 0.01% |
| NSTAR ELECTRIC CO 02.3750 10/15/2022 | 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% |
| PENSKE TRUCK LEASING P/P 144A 03.9000 02/01/2024 | 0.01% |
| REALOGY GRP / CO P/P 144A 05.7500 01/15/2029 | 0.01% |
| SABINE PASS LIQUEFACTION 04.2000 03/15/2028 | 0.01% |
| SCIH SALT TLB L+400 04.7500 03/16/2027 | 0.01% |
| SINCLAIR TELE P/P 144A 05.5000 03/01/2030 | 0.01% |
| SM ENERGY CO 06.5000 07/15/2028 | 0.01% |
| SPECTRA ENERGY PARTNERS 03.3750 10/15/2026 | 0.01% |
| SPECTRUM BRANDS INC P/P 144A 03.8750 03/15/2031 | 0.01% |
| STACR 2016-DNA1 M3 05.6360 07/25/2028 | 0.01% |
| STACR 2016-HQA1 M3 06.4360 09/25/2028 | 0.01% |
| STATION CASINOS LLC P/P 144A 04.5000 02/15/2028 | 0.01% |
| SUGAR HSP GAMING P/P 144A 05.8750 05/15/2025 | 0.01% |
| T-MOBILE USA INC 02.5500 02/15/2031 | 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% |
| TK ELEV HOLDCO P/P 144A 07.6250 07/15/2028 | 0.01% |
| TRANSOCEAN INC P/P 144A 11.5000 01/30/2027 | 0.01% |
| TRIPADVISOR INC P/P 144A 07.0000 07/15/2025 | 0.01% |
| UBSCM 2018-C8 XA IO 01.0222 02/15/2051 | 0.01% |
| UCB BB R US0001M P 12/15/25 GS | 0.01% |
| VMC 2021-FL4 A P/P 144A 01.1874 06/16/2036 | 0.01% |
| WAMU 2005-AR11 A1B3 00.8860 08/25/2045 | 0.01% |
| WFCM 2014-LC16 XA IO 01.2432 08/15/2050 | 0.01% |
| WFCM 2015-NXS3 AS 03.9720 09/15/2057 | 0.01% |
| WHITE CAP BUYER LLC P/P 144A 06.8750 10/15/2028 | 0.01% |
| 0.95 R ISWP FWD US0003M P 12/15/2026 | 0.01% |
| ADIENT TLB L+350 03.5841 04/01/2028 | 0.01% |
| AIR LEASE CORP 02.1000 09/01/2028 | 0.01% |
| ALTICE FRANCE SA P/P 144A 05.1250 07/15/2029 | 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% |
| AUD/USD 10/20/2021 WPAC | 0.01% |
| AUST & NZ BANKING GR P/P 144A 02.5700 11/25/2035 | 0.01% |
| BANCO SANTANDER SA USD 01.7220 09/14/2027 | 0.01% |
| BANK OF AMERICA CORP 02.4960 02/13/2031 | 0.01% |
| BERRY GLOBAL INC P/P 144A 01.6500 01/15/2027 | 0.01% |
| BLACK KNIGHT INFOSER P/P 144A 03.6250 09/01/2028 | 0.01% |
| BOISE CASCADE CO P/P 144A 04.8750 07/01/2030 | 0.01% |
| BOXER PARENT CO INC P/P 144A 09.1250 03/01/2026 | 0.01% |
| BUILDERS FIRSTSOURCE P/P 144A 06.7500 06/01/2027 | 0.01% |
| CAD/USD 10/20/2021 SSBT | 0.01% |
| CANTOR FITZGERALD LP P/P 144A 06.5000 06/17/2022 | 0.01% |
| CAS 2017-C01 1EB1 01.3360 07/25/2029 | 0.01% |
| CCO HLDGS LLC/CAP C P/P 144A 05.5000 05/01/2026 | 0.01% |
| CCO HOLDINGS LLC P/P 144A 04.7500 03/01/2030 | 0.01% |
| CHENIERE ENERGYP P/P 144A 04.0000 03/01/2031 | 0.01% |
| CHF/USD 12/15/2021 BCAP-FX | 0.01% |
| CITIGROUP INC 04.6000 03/09/2026 | 0.01% |
| CLEAR CHANNEL OU P/P 144A 07.5000 06/01/2029 | 0.01% |
| CLEAR CHANNEL OU P/P 144A 07.7500 04/15/2028 | 0.01% |
| COMMONWEALTH BK AUST P/P 144A 02.6880 03/11/2031 | 0.01% |
| COMMSCOPE INC P/P 144A 08.2500 03/01/2027 | 0.01% |
| CONTINENTAL RESOURCES 04.9000 06/01/2044 | 0.01% |
| DEVON ENERGY CORPORATION 07.8750 09/30/2031 | 0.01% |
| DIAMOND SPORTS P/P 144A 05.3750 08/15/2026 | 0.01% |
| DIAMONDBACK ENERGY INC 03.2500 12/01/2026 | 0.01% |
| DISH DBS CORP 05.8750 11/15/2024 | 0.01% |
| DUKE ENERGY PROGRESS LLC 03.3750 09/01/2023 | 0.01% |
| ENERGY TRANSFER LP 05.8750 01/15/2024 | 0.01% |
| ENTERCOM MEDIA CORP P/P 144A 06.5000 05/01/2027 | 0.01% |
| EPICOR SOFTWARE/EAGLE L+325 04.0000 07/30/2027 | 0.01% |
| ERF FP R US0001M P 12/15/25 GS | 0.01% |
| FISERV INC 03.5000 07/01/2029 | 0.01% |
| FREEDOM MTGE CORP P/P 144A 08.1250 11/15/2024 | 0.01% |
| FREEPORT-MCMORAN INC 05.4500 03/15/2043 | 0.01% |
| GBP/USD 12/15/2021 CITI | 0.01% |
| GENERAL MOTORS CO 05.9500 04/01/2049 | 0.01% |
| GENESYS TELECOMMUNICAT L+400 04.7500 12/01/2027 | 0.01% |
| GOLDMAN SACHS GROUP INC 06.7500 10/01/2037 | 0.01% |
| GSMS 2010-C1 D 144A 06.1868 08/10/2043 | 0.01% |
| GSMS 2012-GC6 AS P/P 144A 04.9480 01/10/2045 | 0.01% |
| HONEYWELL INTL 03.8120 11/21/2047 | 0.01% |
| 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% |
| INTERCONTINENTALEXCHANGE 01.8500 09/15/2032 | 0.01% |
| ISTAR INC 05.5000 02/15/2026 | 0.01% |
| LAMB WESTON HLD P/P 144A 04.8750 05/15/2028 | 0.01% |
| LBM ACQUISITION LLC P/P 144A 06.2500 01/15/2029 | 0.01% |
| MATTEL INC. P/P 144A 03.7500 04/01/2029 | 0.01% |
| MERCER INTL INC USD 05.1250 02/01/2029 | 0.01% |
| MEREDITH CORP 06.8750 02/01/2026 | 0.01% |
| MICROCHIP TECH INC 04.3330 06/01/2023 | 0.01% |
| NATIONSTAR MTG HLD I P/P 144A 05.5000 08/15/2028 | 0.01% |
| NEUBERGER BERMAN GRP P/P 144A 04.8750 04/15/2045 | 0.01% |
| NEWS CORP P/P 144A 03.8750 05/15/2029 | 0.01% |
| NIELSEN CO LUXEM P/P 144A 05.0000 02/01/2025 | 0.01% |
| NIELSEN FIN LLC/CO P/P 144A 05.6250 10/01/2028 | 0.01% |
| NORTHRIVER MIDSTREAM P/P 144A 05.6250 02/15/2026 | 0.01% |
| NRG ENERGY INC P/P 144A 04.4500 06/15/2029 | 0.01% |
| OCCIDENTAL PETROLEUM COR 06.6250 09/01/2030 | 0.01% |
| ONEMAIN FINANCE CORP 06.8750 03/15/2025 | 0.01% |
| ORGANON & CO SEDOL BLDC8J4 | 0.01% |
| ORTHO-CLINICAL DIAGNOS L+300 03.0833 06/30/2025 | 0.01% |
| PETROBRAS GLOBAL FINANCE USD 06.2500 03/17/2024 | 0.01% |
| QORVO INC P/P 144A 03.3750 04/01/2031 | 0.01% |
| RATTLER MIDSTREAM LP P/P 144A 05.6250 07/15/2025 | 0.01% |
| RITE AID CORP P/P 144A 08.0000 11/15/2026 | 0.01% |
| RMLT 2020-2 A2 02.5080 05/25/2060 | 0.01% |
| SABINE PASS LIQUEFAC 05.7500 05/15/2024 | 0.01% |
| SM ENERGY CO 06.7500 09/15/2026 | 0.01% |
| SPANISH BROADCAS P/P 144A 09.7500 03/01/2026 | 0.01% |
| STACR 2018-HRP2 M3 02.4860 02/25/2047 | 0.01% |
| STANDARD IND INC P/P 144A 05.0000 02/15/2027 | 0.01% |
| STARWOOD PROP TR 04.7500 03/15/2025 | 0.01% |
| TPMT 2016-5 M2 144A 03.3750 10/25/2056 | 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% |
| UBSCM 2017-C7 XA IO 01.1724 12/15/2050 | 0.01% |
| UNITED MEXICAN STATES USD 02.6590 05/24/2031 | 0.01% |
| URBAN ONE INC P/P 144A 07.3750 02/01/2028 | 0.01% |
| WELLS FARGO & COMPANY 05.8750 06/15/2025 | 0.01% |
| WFRBS 2014-C24 XA IO 00.9973 11/15/2047 | 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% |
| 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 | 0.00% |
| 1011778 BC ULC / P/P 144A 04.3750 01/15/2028 | 0.00% |
| ALIMEN COUCHE P/P 144A 02.9500 01/25/2030 | 0.00% |
| AMERICAN TOWER CORP 02.9000 01/15/2030 | 0.00% |
| ANTERO MIDSTREAM P/P 144A 07.8750 05/15/2026 | 0.00% |
| ANTERO RESOURCES P/P 144A 07.6250 02/01/2029 | 0.00% |
| APACHE CORP 04.3750 10/15/2028 | 0.00% |
| APACHE CORP 05.1000 09/01/2040 | 0.00% |
| ARRW 2019-3 A3 03.4160 10/25/2048 | 0.00% |
| ASURION CORP 2N TLB4 L+525 05.3341 01/30/2029 | 0.00% |
| ATOTECH DEUTSCHLAND GM L+250 03.0000 03/05/2028 | 0.00% |
| AUTONATION INC 02.4000 08/01/2031 | 0.00% |
| BATH & BODY WORKS INC 06.7500 07/01/2036 | 0.00% |
| BAUSCH HLTH COS INC P/P 144A 06.2500 02/15/2029 | 0.00% |
| BOMBARDIER INC P/P 144A 07.1250 06/15/2026 | 0.00% |
| BROADCOM INC P/P 144A 03.7500 02/15/2051 | 0.00% |
| BWAY CORP TLB L+325 03.3341 04/03/2024 | 0.00% |
| CALLON PETROLEUM P/P 144A 08.0000 08/01/2028 | 0.00% |
| CCO HOLDINGS LLC 04.5000 05/01/2032 | 0.00% |
| CECLO 2020-29A A1N 144A 01.8343 07/20/2031 | 0.00% |
| CELANESE US HOLDINGS LLC 01.4000 08/05/2026 | 0.00% |
| CENTERFIELD MEDI P/P 144A 06.6250 08/01/2026 | 0.00% |
| CFCRE 2011-C2 D 144A 05.8868 12/15/2047 | 0.00% |
| CHENIERE CORP CHRIST 05.1250 06/30/2027 | 0.00% |
| CHF/USD 12/15/2021 JPMCB | 0.00% |
| CHS/COMMUNITY P/P 144A 06.8750 04/01/2028 | 0.00% |
| CLARIOS GLOBAL L+325 03.3425 04/30/2026 | 0.00% |
| CLARIOS GLOBAL LP P/P 144A 06.7500 05/15/2025 | 0.00% |
| CLEAR CHANNEL WORLDW P/P 144A 05.1250 08/15/2027 | 0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS | 0.00% |
| CNH/USD 11/17/2021 HSBCB | 0.00% |
| COEUR MINING INC P/P 144A 05.1250 02/15/2029 | 0.00% |
| COMCAST CORP 03.9990 11/01/2049 | 0.00% |
| CON EDISON CO OF NY INC 04.2000 03/15/2042 | 0.00% |
| CONOCOPHILLIPS P/P 144A 03.7500 10/01/2027 | 0.00% |
| CSC HOLDINGS LLC 06.7500 11/15/2021 | 0.00% |
| CVS PASS-THROUGH P/P 144A 04.7040 01/10/2036 | 0.00% |
| DEVON ENERGY CORP P/P 144A 05.2500 10/15/2027 | 0.00% |
| DH EUROPE FINANCE II USD 03.4000 11/15/2049 | 0.00% |
| DRESDNER FDG TRST I P/P 144A 08.1510 06/30/2031 | 0.00% |
| ENTERPRISE PRODUCTS OPER 02.8000 01/31/2030 | 0.00% |
| EQT CORP 07.5000 02/01/2030 | 0.00% |
| EQUINIX INC 03.2000 11/18/2029 | 0.00% |
| EQUINOR ASA USD 05.1000 08/17/2040 | 0.00% |
| FREEDOM MTGE CORP P/P 144A 08.2500 04/15/2025 | 0.00% |
| GARDA WORLD SECURITY P/P 144A 06.0000 06/01/2029 | 0.00% |
| GBP/USD 12/15/2021 HSBCB | 0.00% |
| GENERAL MOTORS FINL CO 04.3000 07/13/2025 | 0.00% |
| GFL ENVIRON INC P/P 144A 03.5000 09/01/2028 | 0.00% |
| GLOBAL PAYMENTS INC 02.9000 05/15/2030 | 0.00% |
| GNR 2017-162 QI IO 05.0000 10/11/2047 | 0.00% |
| GOEASY LTD P/P 144A 04.3750 05/01/2026 | 0.00% |
| GRAPHIC PACKAGIN P/P 144A 03.5000 03/01/2029 | 0.00% |
| GREAT LAKES DREDGE&D P/P 144A 05.2500 06/01/2029 | 0.00% |
| HANESBRANDS INC P/P 144A 04.6250 05/15/2024 | 0.00% |
| ICAHN ENTER/FIN 06.7500 02/01/2024 | 0.00% |
| IHEARTCOMMUNICATI L+325 03.7500 05/01/2026 | 0.00% |
| INCY US R US0001M P 12/15/25 GS | 0.00% |
| INTEL PKG HOLDCO P/P 144A 09.0000 01/15/2026 | 0.00% |
| INTELSAT JACKSON HLD P/P 144A 09.7500 07/15/2025 | 0.00% |
| INTERNATIONAL LEASE FIN CORP 05.8750 08/15/2022 | 0.00% |
| IPALCO ENTPRS IN 04.2500 05/01/2030 | 0.00% |
| JPMCC 2010-C2 C 144A 05.8722 11/15/2043 | 0.00% |
| JPMCC 2013-LC11 X IO 01.3765 04/15/2046 | 0.00% |
| KFC HLD/PIZZA HUT/TA P/P 144A 04.7500 06/01/2027 | 0.00% |
| KINDER MORGAN ENER PART 03.4500 02/15/2023 | 0.00% |
| KINDER MORGAN ENER PART 05.4000 09/01/2044 | 0.00% |
| KLOECKNER PENTAPLAST L+475 05.2500 02/09/2026 | 0.00% |
| LIVE NATION ENTERTAI P/P 144A 05.6250 03/15/2026 | 0.00% |
| LMAT 2020-GS5 A1 03.2500 06/25/2060 | 0.00% |
| MET LIFE GLOB FUND P/P 144A 03.0000 01/10/2023 | 0.00% |
| MICROSOFT CORP 02.4000 02/06/2022 | 0.00% |
| MOODY'S CORPORATION 02.5500 08/18/2060 | 0.00% |
| MSRR 2015-R4 CB1 00.9100 08/26/2047 | 0.00% |
| MWST 2020-2 A 00.8860 11/25/2053 | 0.00% |
| NCHET 2003-4 M1 01.2110 10/25/2033 | 0.00% |
| NETFLIX INC 04.3750 11/15/2026 | 0.00% |
| NEWELL BRANDS INC 04.8750 06/01/2025 | 0.00% |
| NMSG3 2021-1 A 00.8360 06/25/2054 | 0.00% |
| NOURYON USA TLB L+300 02.8318 10/01/2025 | 0.00% |
| NUTRIEN LTD. USD 04.2000 04/01/2029 | 0.00% |
| NZD/USD 10/20/2021 RBSF | 0.00% |
| OSHKOSH CORP 04.6000 05/15/2028 | 0.00% |
| OTIS WORLDWIDE CORP 02.5650 02/15/2030 | 0.00% |
| PACKAGING CORP OF AMERIC 04.5000 11/01/2023 | 0.00% |
| PETROLEOS MEXICANOS USD 07.6900 01/23/2050 | 0.00% |
| PNC FINANCIAL SERVICES 03.3000 03/08/2022 | 0.00% |
| PRUDENTIAL FINANCIAL INC 05.2000 03/15/2044 | 0.00% |
| ROBERTSHAW CONTROLS CO L+800 09.0000 02/28/2026 | 0.00% |
| SCIH SALT HLDG INC P/P 144A 06.6250 05/01/2029 | 0.00% |
| SCRIPPS ESCROW P/P 144A 05.3750 01/15/2031 | 0.00% |
| SERVICE CORP INTL 03.3750 08/15/2030 | 0.00% |
| SERVICE CORPORATION INTL 04.6250 12/15/2027 | 0.00% |
| SIX FLAGS ENT P/P 144A 05.5000 04/15/2027 | 0.00% |
| SOLENIS 2NDL L+850 08.5841 06/26/2026 | 0.00% |
| T-MOBILE USA INC 02.8750 02/15/2031 | 0.00% |
| TRANSDIGM INC 04.6250 01/15/2029 | 0.00% |
| TRI POINTE GROUP / HOMES 05.8750 06/15/2024 | 0.00% |
| TRK 2021-1 A1 02.2395 06/25/2024 | 0.00% |
| TRUIST FINANCIAL CORP 04.8000 09/01/2024 | 0.00% |
| UNIVISION COMM P/P 144A 09.5000 05/01/2025 | 0.00% |
| VALVOLINE INC P/P 144A 04.2500 02/15/2030 | 0.00% |
| VICTORIA'S SECRET & P/P 144A 04.6250 07/15/2029 | 0.00% |
| VIDEOTRON LTD P/P 144A 03.6250 06/15/2029 | 0.00% |
| VISTRA CORP P/P 144A 05.0000 07/31/2027 | 0.00% |
| VISTRA OPERATION P/P 144A 05.6250 02/15/2027 | 0.00% |
| WESTERN DIGITAL CORPORATION 04.7500 02/15/2026 | 0.00% |
| WESTROCK MWV LLC 07.9500 02/15/2031 | 0.00% |
| WEYERHAEUSER CO 07.3750 03/15/2032 | 0.00% |
| WR GRACE HOLDING LLC P/P 144A 05.6250 08/15/2029 | 0.00% |
| ZIGGO BV P/P 144A 05.5000 01/15/2027 | 0.00% |
| ZOETIS INC 02.0000 05/15/2030 | 0.00% |
| AADVANTAGE 1L TL L+475 05.5000 04/20/2028 | 0.00% |
| ABC SUPPLY CO INC P/P 144A 03.8750 11/15/2029 | 0.00% |
| ABC SUPPLY CO INC P/P 144A 04.0000 01/15/2028 | 0.00% |
| ALLISON TRANSMISSION P/P 144A 03.7500 01/30/2031 | 0.00% |
| ANTERO RESOURCES P/P 144A 05.3750 03/01/2030 | 0.00% |
| 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 10/20/2021 SSBT | 0.00% |
| BATH & BODY WORKS IN P/P 144A 06.6250 10/01/2030 | 0.00% |
| BAUSCH HLTH COS INC. P/P 144A 07.0000 01/15/2028 | 0.00% |
| BERKSHIRE HATHAWAY FIN 04.3000 05/15/2043 | 0.00% |
| BLACKSTONE HLDG FINA P/P 144A 01.6000 03/30/2031 | 0.00% |
| BLACKSTONE MTGE TR P/P 144A 03.7500 01/15/2027 | 0.00% |
| BOYD GAMING CORP 04.7500 12/01/2027 | 0.00% |
| BOYD GAMING CORP P/P 144A 08.6250 06/01/2025 | 0.00% |
| BROOKFIELD RESID P/P 144A 06.2500 09/15/2027 | 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% |
| CAS 2014-C04 1M2 04.9860 11/25/2024 | 0.00% |
| CCO HOLDINGS LLC P/P 144A 04.5000 08/15/2030 | 0.00% |
| CENTENE CORP 03.0000 10/15/2030 | 0.00% |
| CHAMPIONX CORP 06.3750 05/01/2026 | 0.00% |
| CHARLES RIVER LA P/P 144A 03.7500 03/15/2029 | 0.00% |
| CHARLES RIVER LA P/P 144A 04.0000 03/15/2031 | 0.00% |
| CHENIERE ENERGY PART P/P 144A 03.2500 01/31/2032 | 0.00% |
| CHS/COMMUNITY HEALTH P/P 144A 08.0000 03/15/2026 | 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% |
| COMCAST CORP 04.0490 11/01/2052 | 0.00% |
| COMM 2014-CR17 XA IO 01.1220 05/10/2047 | 0.00% |
| COMM 2014-UBS6 XA IO 01.0252 12/10/2047 | 0.00% |
| COMMSCOPE INC P/P 144A 06.0000 03/01/2026 | 0.00% |
| DCP MIDSTREAM OPERATING 05.6250 07/15/2027 | 0.00% |
| DEVON ENERGY CORPORATION 05.6000 07/15/2041 | 0.00% |
| DIAMOND 1 FIN/DIAMON 08.3500 07/15/2046 | 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% |
| DUKE ENERGY INDIANA LLC 06.4500 04/01/2039 | 0.00% |
| ENDO DAC/ENDO FI P/P 144A 06.0000 06/30/2028 | 0.00% |
| EPICOR SOFTWARE/EAGLE L+775 08.7500 07/30/2028 | 0.00% |
| FIDELITY NATIONAL INFORMATION 02.2500 03/01/2031 | 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 TDBK | 0.00% |
| GENERAL ELECTRIC CO 03.4460 12/29/2049 | 0.00% |
| GLOBAL MEDICAL RESPO P/P 144A 06.5000 10/01/2025 | 0.00% |
| GNMA GII30 BB0107 04.7000 08/20/2067 | 0.00% |
| GNR 2015-H26 EI IO 01.7205 10/20/2065 | 0.00% |
| GNR 2016-123 LI IO 03.5000 03/20/2044 | 0.00% |
| GOLDMAN SACHS GROUP INC 02.6000 02/07/2030 | 0.00% |
| GRF SM R US0001M P 12/15/25 GS | 0.00% |
| GSMS 2014-GC22 XA IO 01.1039 06/10/2047 | 0.00% |
| HCA INC 03.5000 09/01/2030 | 0.00% |
| HCA INC 04.1250 06/15/2029 | 0.00% |
| HUNTSMAN INTERNATIONAL L 02.9500 06/15/2031 | 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% |
| IRON MOUNTAIN INC P/P 144A 05.2500 03/15/2028 | 0.00% |
| JELD-WEN INC P/P 144A 04.8750 12/15/2027 | 0.00% |
| JPY/USD 11/17/2021 SSBT | 0.00% |
| LADDER CAP FINAN P/P 144A 04.7500 06/15/2029 | 0.00% |
| LEVEL 3 FINANCING IN P/P 144A 03.6250 01/15/2029 | 0.00% |
| 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% |
| MERCK & CO. INC. 02.7500 02/10/2025 | 0.00% |
| MEREDITH CORP 06.5000 07/01/2025 | 0.00% |
| MLMI 2005-A2 A2 02.8240 02/25/2035 | 0.00% |
| NABORS INDUSTRIES INC. 05.7500 02/01/2025 | 0.00% |
| NATIONSTAR MTG P/P 144A 06.0000 01/15/2027 | 0.00% |
| NEXSTAR MEDIA INC P/P 144A 04.7500 11/01/2028 | 0.00% |
| NEXSTAR MEDIA INC P/P 144A 05.6250 07/15/2027 | 0.00% |
| NIELSEN FIN LLC/CO P/P 144A 04.5000 07/15/2029 | 0.00% |
| NIELSEN FIN LLC/CO P/P 144A 04.7500 07/15/2031 | 0.00% |
| NOK/USD 12/15/2021 GSFX | 0.00% |
| NOVA CHEMICALS CORP P/P 144A 04.2500 05/15/2029 | 0.00% |
| NZD/USD 10/20/2021 BANKAM | 0.00% |
| NZD/USD 10/20/2021 CITI | 0.00% |
| NZD/USD 10/20/2021 SSBT | 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% |
| PENSKE TRUCK LE P/P 144A 03.4000 11/15/2026 | 0.00% |
| PRIME SEC/FIN P/P 144A 03.3750 08/31/2027 | 0.00% |
| PROLOGIS LP 02.2500 04/15/2030 | 0.00% |
| REGN US R US0001M P 12/15/25 GS | 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% |
| SCIENTIFIC GAMES P/P 144A 07.0000 05/15/2028 | 0.00% |
| SCOTTS MIRACLE-GRO C P/P 144A 04.3750 02/01/2032 | 0.00% |
| SCRIPPS ESCROW II IN P/P 144A 03.8750 01/15/2029 | 0.00% |
| SERVICE CORP INTL 04.0000 05/15/2031 | 0.00% |
| SINCLAIR TELE P/P 144A 04.1250 12/01/2030 | 0.00% |
| 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 2019-DNA1 M2 02.7360 01/25/2049 | 0.00% |
| STACR 2020-HQA1 M2 01.9860 01/25/2050 | 0.00% |
| T-MOBILE USA INC 02.6250 02/15/2029 | 0.00% |
| T-MOBILE USA INC 03.8750 04/15/2030 | 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% |
| TWILIO INC 03.8750 03/15/2031 | 0.00% |
| UNITEDHEALTH GROUP INC 02.8750 03/15/2022 | 0.00% |
| UNIVISION COMM P/P 144A 04.5000 05/01/2029 | 0.00% |
| USA COM PART/USA COM 06.8750 09/01/2027 | 0.00% |
| VIACOMCBS INC 02.9000 01/15/2027 | 0.00% |
| VIACOMCBS INC 04.2000 06/01/2029 | 0.00% |
| WAMU 2005-AR9 A1C3 01.0460 07/25/2045 | 0.00% |
| WFCM 2016-LC25 XA IO 01.1061 12/15/2059 | 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% |
| 4568 JP R US0001M P 12/15/25 GS | 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% |
| ANTERO RESOURCES P/P 144A 08.3750 07/15/2026 | 0.00% |
| APACHE CORP 04.6250 11/15/2025 | 0.00% |
| ARRW 2019-1 A3 04.0549 01/25/2049 | 0.00% |
| ASURION CORP TLB9 L+325 03.3341 07/31/2027 | 0.00% |
| BAUSCH HLTH COS INC P/P 144A 05.0000 02/15/2029 | 0.00% |
| BEACON ROOFING S P/P 144A 04.1250 05/15/2029 | 0.00% |
| BEACON ROOFING SUPPL P/P 144A 04.5000 11/15/2026 | 0.00% |
| BECTON DICKINSON AND COMPANY 02.8230 05/20/2030 | 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 2014-C03 2M2 02.9860 07/25/2024 | 0.00% |
| CAS 2019-HRP1 M2 02.2360 11/25/2039 | 0.00% |
| CGCMT 2014-GC21 X IO 01.3200 05/10/2047 | 0.00% |
| CHF/USD 12/15/2021 SSBT | 0.00% |
| CHS/COMMUNITY HEALTH P/P 144A 05.6250 03/15/2027 | 0.00% |
| CIT GROUP INC. 05.0000 08/15/2022 | 0.00% |
| COMCAST CORP P/P 144A 02.9870 11/01/2063 | 0.00% |
| COMM 2013-CR11 XA IO 01.0775 08/10/2050 | 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% |
| DRMT 2020-2 A1 01.6920 05/25/2065 | 0.00% |
| DT MIDSTREAM INC P/P 144A 04.3750 06/15/2031 | 0.00% |
| EMPIRE COMMUNITIES C P/P 144A 07.0000 12/15/2025 | 0.00% |
| ENDO DAC/ENDO FI P/P 144A 09.5000 07/31/2027 | 0.00% |
| ENDO LUX FIN CO I SA P/P 144A 06.1250 04/01/2029 | 0.00% |
| ENERGY TRANSFER LP 02.9000 05/15/2025 | 0.00% |
| ENERGY TRANSFER LP 06.1250 12/15/2045 | 0.00% |
| EUR/USD 12/15/2021 CSI-FX | 0.00% |
| FIFTH THIRD BANCORP 05.1000 06/30/2023 | 0.00% |
| FUBOTV INC P/P 144A CV 03.2500 02/15/2026 | 0.00% |
| GENERAL DYNAMICS CORP 02.2500 11/15/2022 | 0.00% |
| GNMA GII30 AY2298 04.7000 05/20/2067 | 0.00% |
| GNMA GII30 AY4779 04.4800 03/20/2067 | 0.00% |
| GNMA GII30 BA7681 04.6420 06/20/2067 | 0.00% |
| GNMA GII30 BL6161 06.0000 12/20/2048 | 0.00% |
| GNMA GII30 BL6217 06.0000 03/20/2049 | 0.00% |
| HANESBRANDS INC P/P 144A 05.3750 05/15/2025 | 0.00% |
| HCA INC. 05.5000 06/15/2047 | 0.00% |
| HESS MIDSTREAM OPERA P/P 144A 04.2500 02/15/2030 | 0.00% |
| HMIR 2018-1 M1 144A 01.6860 10/25/2028 | 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% |
| JELD-WEN INC P/P 144A 06.2500 05/15/2025 | 0.00% |
| JPMORGAN CHASE & CO 01.1248 05/15/2047 | 0.00% |
| JPMORGAN CHASE & CO 02.9560 05/13/2031 | 0.00% |
| JPMORGAN CHASE & CO 06.1000 10/01/2024 | 0.00% |
| JPY/USD 11/17/2021 JPMCB | 0.00% |
| LIVE NATION ENT P/P 144A 04.8750 11/01/2024 | 0.00% |
| MASONITE INTL C P/P 144A 05.3750 02/01/2028 | 0.00% |
| MATCH GRP HLD II LLC P/P 144A 03.6250 10/01/2031 | 0.00% |
| MAUSER PACKAGING P/P 144A 08.5000 04/15/2024 | 0.00% |
| NABORS IND LTD P/P 144A 07.2500 01/15/2026 | 0.00% |
| NETFLIX INC. P/P 144A 04.8750 06/15/2030 | 0.00% |
| NOK/USD 12/15/2021 UBS | 0.00% |
| NOVN SW R US0001M P 12/15/25 GS | 0.00% |
| NRG ENERGY INC P/P 144A 05.2500 06/15/2029 | 0.00% |
| NUTRIEN LTD USD 05.2500 01/15/2045 | 0.00% |
| NUTRITION & BIO P/P 144A 02.3000 11/01/2030 | 0.00% |
| OVINTIV INC 06.5000 08/15/2034 | 0.00% |
| OVINTIV INC 06.6250 08/15/2037 | 0.00% |
| OVINTIV INC. 08.1250 09/15/2030 | 0.00% |
| PUBLIC SERVICE ELECTRIC 05.5000 03/01/2040 | 0.00% |
| PULTEGROUP INC 05.5000 03/01/2026 | 0.00% |
| RAYTHEON TECH CORP P/P 04.8750 10/15/2040 | 0.00% |
| RENEWABLE ENERGY GRO P/P 144A 05.8750 06/01/2028 | 0.00% |
| REPUBLIC OF VENEZUELA REGS 08.2500 10/13/2024 | 0.00% |
| ROCKCLIFF ENERGY II P/P 144A 05.5000 10/15/2029 | 0.00% |
| S&P GLOBAL INC 01.2500 08/15/2030 | 0.00% |
| SCIH SALT HLDG INC P/P 144A 04.8750 05/01/2028 | 0.00% |
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| SM ENERGY CO 06.6250 01/15/2027 | 0.00% |
| STACR 2017-DNA2 M1 01.2860 10/25/2029 | 0.00% |
| STACR 2019-HQA1 M2 02.4360 02/25/2049 | 0.00% |
| STACR 2021-HQA3 M1 00.9000 09/25/2041 | 0.00% |
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| TARGA RESOURCES PART 06.8750 01/15/2029 | 0.00% |
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| 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% |
| WELLS FARGO & COMPANY 03.9000 03/15/2026 | 0.00% |
| ALBERTSONS COS P/P 144A 04.8750 02/15/2030 | 0.00% |
| AMAZON.COM INC 01.5000 06/03/2030 | 0.00% |
| AUD/USD 10/20/2021 BCAP-FX | 0.00% |
| BAYTEX ENERGY CORP P/P 144A 05.6250 06/01/2024 | 0.00% |
| BOXER PARENT CO INC P/P 144A 07.1250 10/02/2025 | 0.00% |
| BUCKEYE PARTNERS LP 03.9500 12/01/2026 | 0.00% |
| CAD/USD 10/20/2021 GSFX | 0.00% |
| CAD/USD 10/20/2021 MSCIL | 0.00% |
| CAD/USD 10/20/2021 RBSF | 0.00% |
| CAS 2015-C01 1M2 04.3860 02/25/2025 | 0.00% |
| CAS 2015-C02 1M2 04.0860 05/25/2025 | 0.00% |
| CAS 2015-C03 2M2 05.0860 07/25/2025 | 0.00% |
| CHF/USD 12/15/2021 CITI | 0.00% |
| CHF/USD 12/15/2021 GSFX | 0.00% |
| CHF/USD 12/15/2021 HSBCB | 0.00% |
| CINEMARK USA INC P/P 144A 08.7500 05/01/2025 | 0.00% |
| CIT GROUP INC 05.0000 08/01/2023 | 0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CS | 0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 JP | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP | 0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 JP | 0.00% |
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| 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% |
| 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% |
| ENRGY TRANS LP/REG FIN 04.5000 11/01/2023 | 0.00% |
| FHR 3072 SM 04.2533 11/15/2035 | 0.00% |
| GARTNER INC P/P 144A 03.6250 06/15/2029 | 0.00% |
| GENERAL MOTORS CO 05.2000 04/01/2045 | 0.00% |
| GENERAL MOTORS FINL CO 04.0000 01/15/2025 | 0.00% |
| GFL ENVIRON INC P/P 144A 04.7500 06/15/2029 | 0.00% |
| GFL ENVIRONMENTAL IN P/P 144A 04.0000 08/01/2028 | 0.00% |
| GNMA GII30 BL6216 06.0000 03/20/2049 | 0.00% |
| GNMA GII30 BL6219 06.0000 03/20/2049 | 0.00% |
| GNMA GII30 BL6235 06.0000 04/20/2049 | 0.00% |
| GOEASY LTD P/P 144A 05.3750 12/01/2024 | 0.00% |
| GSMS 2013-GC10 XA IO 01.6252 02/10/2046 | 0.00% |
| HILCORP ENERGY I P/P 144A 05.7500 02/01/2029 | 0.00% |
| HILCORP ENERGY I P/P 144A 06.0000 02/01/2031 | 0.00% |
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| LADDER CAP FIN LLLP P/P 144A 05.2500 10/01/2025 | 0.00% |
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| 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% |
| MICROSOFT CORP 02.5250 06/01/2050 | 0.00% |
| MSAC 2004-HE6 M1 00.9110 08/25/2034 | 0.00% |
| MSBAM 2014-C17 XA IO 01.2137 08/15/2047 | 0.00% |
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| NOVELIS CORP P/P 144A 03.2500 11/15/2026 | 0.00% |
| NOVELIS CORP P/P 144A 03.8750 08/15/2031 | 0.00% |
| NUTRITION & BIO P/P 144A 03.4680 12/01/2050 | 0.00% |
| NZD/USD 10/20/2021 TDBK | 0.00% |
| OCCIDENTAL PETROLEUM COR 06.1250 01/01/2031 | 0.00% |
| OGN US R US0001M P 12/15/25 GS | 0.00% |
| ONCOR ELECTRIC DELIVERY 05.3000 06/01/2042 | 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 02.1000 08/01/2027 | 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% |
| PROLOGIS L.P. 02.1250 04/15/2027 | 0.00% |
| PRUDENTIAL FINANCIAL INC 05.6250 06/15/2043 | 0.00% |
| QUEBECOR MEDIA INC USD 05.7500 01/15/2023 | 0.00% |
| RAPTOR ACQ CORP P/P 144A 04.8750 11/01/2026 | 0.00% |
| REC IM R US0001M P 12/15/25 GS | 0.00% |
| 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% |
| SABINE PASS LIQUEF 05.0000 03/15/2027 | 0.00% |
| SEK/USD 12/15/2021 SSBT | 0.00% |
| STACR 2018-HQA2 M2 02.3860 10/25/2048 | 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% |
| TARGA RESOURCES PARTNERS LP 05.5000 03/01/2030 | 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% |
| UBSBB 2012-C4 XA IO 144A 01.7277 12/10/2045 | 0.00% |
| VIACOMCBS INC 04.0000 01/15/2026 | 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% |
| AIR CANADA P/P 144A 03.8750 08/15/2026 | 0.00% |
| AUD/USD 10/20/2021 UBS | 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% |
| BP CAP MARKETS AMERICA 03.9370 09/21/2028 | 0.00% |
| CAD/USD 10/20/2021 BANKAM | 0.00% |
| CAD/USD 10/20/2021 BCAP-FX | 0.00% |
| CAD/USD 10/20/2021 CSI-FX | 0.00% |
| CALPINE CORP P/P 144A 04.6250 02/01/2029 | 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 2015-C02 2M2 04.0860 05/25/2025 | 0.00% |
| CDW LLC/CDW FINANCE 03.2500 02/15/2029 | 0.00% |
| CGCMT 2012-GC8 XA IO 144A 01.8920 09/10/2045 | 0.00% |
| CHF/USD 12/15/2021 BANKAM | 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.BB.10 2059-11-17 500.0 11/17/2059 CG | 0.00% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CS | 0.00% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CS | 0.00% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 ML | 0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CS | 0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS | 0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS | 0.00% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 CG | 0.00% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 GS | 0.00% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 GS | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | 0.00% |
| COMCAST CORP 03.1500 03/01/2026 | 0.00% |
| COMCAST CORP P/P 144A 02.8870 11/01/2051 | 0.00% |
| CVS HEALTH CORP 03.7000 03/09/2023 | 0.00% |
| DKK/USD 12/15/2021 CITI | 0.00% |
| EQT CORP 05.0000 01/15/2029 | 0.00% |
| FHR 2990 LB 16.7316 06/15/2034 | 0.00% |
| FHR 3065 DC 19.6088 03/15/2035 | 0.00% |
| FNMA FN30 971053 04.5000 02/01/2039 | 0.00% |
| FNR 2006-62 PS 39.3840 07/25/2036 | 0.00% |
| FNR 2006-8 HP 24.2513 03/25/2036 | 0.00% |
| FNR 2007-53 SP 23.8847 06/25/2037 | 0.00% |
| GLOBAL PART/GLP FIN 06.8750 01/15/2029 | 0.00% |
| GNMA GII30 BJ9611 04.5000 05/20/2049 | 0.00% |
| GNMA GII30 BL6016 06.0000 02/20/2049 | 0.00% |
| GNMA GII30 BL6184 06.0000 02/20/2049 | 0.00% |
| GNMA GII30 BL6185 06.0000 01/20/2049 | 0.00% |
| GNMA GII30 BL6218 06.0000 02/20/2049 | 0.00% |
| GNMA GII30 BM1953 06.0000 03/20/2049 | 0.00% |
| GNMA GII30 BM4196 06.0000 04/20/2049 | 0.00% |
| GNMA GII30 BN1506 04.5000 05/20/2049 | 0.00% |
| GNMA GII30 BN1509 05.0000 05/20/2049 | 0.00% |
| GNMA GII30 BN2618 04.5000 05/20/2049 | 0.00% |
| GNR 2010-9 UI IO 05.0000 01/20/2040 | 0.00% |
| IHEARTMEDIA INC - CLASS A SEDOL BJVR9Y9 | 0.00% |
| JPMBB 2013-C17 XA IO 00.8898 01/15/2047 | 0.00% |
| JPMORGAN CHASE & CO 03.6500 06/01/2026 | 0.00% |
| JPY/USD 11/17/2021 RBSF | 0.00% |
| L BRANDS INC P/P 144A 09.3750 07/01/2025 | 0.00% |
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| MERCK & CO INC 02.9000 03/07/2024 | 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% |
| 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% |
| S&P GLOBAL INC 02.5000 12/01/2029 | 0.00% |
| STACR 2014-HQ3 M3 04.8360 10/25/2024 | 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% |
| TITAN ACQ LTD P/P 144A 07.7500 04/15/2026 | 0.00% |
| TXU TCEH RIGHTS | 0.00% |
| VRTX US R US0001M P 12/15/25 GS | 0.00% |
| WFRBS 2012-C10 XA IO 144A 01.6347 12/15/2045 | 0.00% |
| WFRBS 2012-C9 XA IO 144A 02.0173 11/15/2045 | 0.00% |
| AUD/USD 10/20/2021 CSI-FX | 0.00% |
| BACM 2007-1 XW IO 00.5078 01/15/2049 | 0.00% |
| BSCMS 06-PW14 X1 IO P/P 144A 00.7631 12/11/2038 | 0.00% |
| CAD/USD 10/20/2021 TDBK | 0.00% |
| CAD/USD 10/20/2021 UBS | 0.00% |
| CAD/USD 10/20/2021 WPAC | 0.00% |
| CAS 2017-C05 1M2A 02.2860 01/25/2030 | 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 CG | 0.00% |
| CMB CMBX.NA.A.13 2072-12-16 200.0 12/16/2072 JP | 0.00% |
| CMB CMBX.NA.A.13 2072-12-16 200.0 12/16/2072 MS | 0.00% |
| CMB CMBX.NA.A.13 2072-12-16 200.0 12/16/2072 MS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 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.6 2063-05-11 200.0 05/11/2063 MS | 0.00% |
| CMB CMBX.NA.A.7 2047-01-17 200.0 01/17/2047 CG | 0.00% |
| CMB CMBX.NA.A.7 2047-01-17 200.0 01/17/2047 CS | 0.00% |
| CMB CMBX.NA.A.7 2047-01-17 200.0 01/17/2047 JP | 0.00% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CG | 0.00% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 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 GS | 0.00% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 JP | 0.00% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 MS | 0.00% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 MS | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.00% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 JP | 0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 MS | 0.00% |
| CMB CMBX.NA.BB.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 JP | 0.00% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 MS | 0.00% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 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 GS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 ML | 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 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 CG | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 JP | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 MS | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 MS | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 MS | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 MS | 0.00% |
| CMB CMBX.NA.BBB-.14 2072-12-16 300.0 12/16/2072 GS | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 BA | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 BA | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 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 CS | 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% |
| 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% |
| COMCAST CORP 06.5000 11/15/2035 | 0.00% |
| CSMC 2007-C1 AX IO 144A 00.7531 02/15/2040 | 0.00% |
| CSMC 2007-C2 AX IO 144A 00.0483 01/15/2049 | 0.00% |
| CVS PASS-THROUGH TRUST 06.0360 12/10/2028 | 0.00% |
| EUR/USD 12/15/2021 WPAC | 0.00% |
| FNMA FN30 935058 04.5000 04/01/2039 | 0.00% |
| FNR 2001-50 BI IO 00.3802 10/25/2041 | 0.00% |
| FNR 2001-79 BI IO 00.2635 03/25/2045 | 0.00% |
| FNR 2003-34 P1 PO 00.0000 04/25/2043 | 0.00% |
| FNW 2002-W8 IO1 IO 00.2978 06/25/2042 | 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% |
| GNR 2018-127 IB IO 04.5000 06/20/2045 | 0.00% |
| HC BRILLANT SERVICES GMBH P/P | 0.00% |
| HKD/USD 11/17/2021 BANKAM | 0.00% |
| HKD/USD 11/17/2021 BCAP-FX | 0.00% |
| HKD/USD 11/17/2021 CITI | 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 TDBK | 0.00% |
| HKD/USD 11/17/2021 UBS | 0.00% |
| HKD/USD 11/17/2021 WPAC | 0.00% |
| JPMCC 2006-CB17 X IO 01.1442 12/12/2043 | 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 HSBCB | 0.00% |
| LBUBS 2006-C6 XCL IO 144A 00.7750 09/15/2039 | 0.00% |
| LBUBS 2007-C2 XW IO 00.2530 02/15/2040 | 0.00% |
| MEZZ 2006-C4 X IO P/P 144A 06.1099 07/15/2045 | 0.00% |
| MWO HOLDINGS LLC | 0.00% |
| NOK/USD 12/15/2021 MSCIL | 0.00% |
| NOK/USD 12/15/2021 RBSF | 0.00% |
| NOK/USD 12/15/2021 SSBT | 0.00% |
| NZD/USD 10/20/2021 GSFX | 0.00% |
| SEK/USD 12/15/2021 TDBK | 0.00% |
| SGD/USD 11/17/2021 JPMCB | 0.00% |
| STACR 2019-DNA2 M2 02.5360 03/25/2049 | 0.00% |
| TEXAS COHLD TCEH ESCROW 11.5000 10/01/2021 | 0.00% |
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| WBCMT 2006-C29 IO IO 00.4526 11/15/2048 | 0.00% |
| CAD/USD 10/20/2021 CITI | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 MS | -0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 BA | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| EUR/USD 12/15/2021 BCAP-FX | -0.00% |
| EUR/USD 12/15/2021 TDBK | -0.00% |
| GBP/USD 12/15/2021 WPAC | -0.00% |
| NZD/USD 10/20/2021 MSCIL | -0.00% |
| SEK/USD 12/15/2021 JPMCB | -0.00% |
| SEK/USD 12/15/2021 RBSF | -0.00% |
| SEK/USD 12/15/2021 UBS | -0.00% |
| CAD/USD 10/20/2021 HSBCB | -0.00% |
| CAD/USD 10/20/2021 JPMCB | -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-.7 2047-01-17 300.0 01/17/2047 GS | -0.00% |
| CNH/USD 11/17/2021 CITI | -0.00% |
| JPY/USD 11/17/2021 CITI | -0.00% |
| JPY/USD 11/17/2021 MSCIL | -0.00% |
| NOK/USD 12/15/2021 JPMCB | -0.00% |
| SEK/USD 12/15/2021 BANKAM | -0.00% |
| SEK/USD 12/15/2021 BCAP-FX | -0.00% |
| 0.40 R ISWP FWD US0003M P 12/15/2023 | -0.00% |
| AUD/USD 10/20/2021 TDBK | -0.00% |
| EUR/USD PUT 1.135 20211112 GSFX | -0.00% |
| GBP/USD 12/15/2021 RBSF | -0.00% |
| GBP/USD PUT 1.30 20211112 BANKAM | -0.00% |
| NZD/USD 10/20/2021 CSI-FX | -0.00% |
| NZD/USD PUT 0.66 20211112 UBS | -0.00% |
| AUD/USD 10/20/2021 HSBCB | -0.00% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 CG | -0.00% |
| GBP/USD 12/15/2021 BANKAM | -0.00% |
| JPY/USD 11/17/2021 BANKAM | -0.00% |
| JPY/USD 11/17/2021 TDBK | -0.00% |
| JPY/USD 11/17/2021 UBS | -0.00% |
| JPY/USD 11/17/2021 WPAC | -0.00% |
| NOK/USD 12/15/2021 TDBK | -0.00% |
| AUD/USD 10/20/2021 CITI | -0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CG | -0.00% |
| CNH/USD 11/17/2021 SSBT | -0.00% |
| CNH/USD 11/17/2021 TDBK | -0.00% |
| EUR/USD PUT 1.149 20211027 JPMCB | -0.00% |
| EUR/USD 12/15/2021 HSBCB | -0.01% |
| EUR/USD 12/15/2021 UBS | -0.01% |
| NZD/USD 10/20/2021 JPMCB | -0.01% |
| SEK/USD 12/15/2021 GSFX | -0.01% |
| 1.65 R ISWP FWD US0003M P 12/15/2051 | -0.01% |
| AUD/USD 10/20/2021 BANKAM | -0.01% |
| AUD/USD 10/20/2021 JPMCB | -0.01% |
| AUD/USD 10/20/2021 MSCIL | -0.01% |
| AUD/USD 10/20/2021 RBSF | -0.01% |
| GBP/USD 12/15/2021 JPMCB | -0.01% |
| EUR/USD 12/15/2021 CITI | -0.01% |
| EUR/USD 12/15/2021 MSCIL | -0.01% |
| CPURNSA P 2.7375 R 09/13/26 | -0.01% |
| CPURNSA P 2.78 R 01/15/32 | -0.01% |
| EUR/USD 12/15/2021 SSBT | -0.01% |
| JPY/USD 11/17/2021 GSFX | -0.01% |
| SEK/USD 12/15/2021 MSCIL | -0.01% |
| 1.57 R ISWP US0003M P 04/20/2031 | -0.01% |
| EUR/USD 12/15/2021 BANKAM | -0.01% |
| GBP/USD 12/15/2021 MSCIL | -0.02% |
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| GBP/USD 12/15/2021 GSFX | -0.03% |
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| E-MINI RUSS 2000 SEP21 RTYU1 | 4.84% |
|---|---|
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| RELIANCE INDUSTRIES LTD SEDOL 6099626 | 0.14% |
| DRAFTKINGS INC - CL A SEDOL BMYML02 | 0.14% |
| GNMA GII30 MA6820 03.0000 08/20/2050 | 0.14% |
| MONDELEZ INTERNATIONAL INC-A SEDOL B8CKK03 | 0.14% |
| SYNOPSYS INC SEDOL 2867719 | 0.14% |
| AUTODESK INC SEDOL 2065159 | 0.13% |
| JD.COM INC-ADR SEDOL BMM27D9 | 0.13% |
| DEUTSCHE TELEKOM AG-REG SEDOL 5842359 | 0.13% |
| DIAGEO PLC SEDOL 0237400 | 0.13% |
| SCHNEIDER ELECTRIC SE SEDOL 4834108 | 0.13% |
| HERMES INTERNATIONAL SEDOL 5253973 | 0.13% |
| NAVER CORP SEDOL 6560393 | 0.13% |
| WALT DISNEY CO/THE SEDOL 2270726 | 0.13% |
| APOLLO HOSPITALS ENTERPRISE SEDOL 6273583 | 0.13% |
| STELLANTIS NV SEDOL BMD8F98 | 0.13% |
| CBRE GROUP INC - A SEDOL B6WVMH3 | 0.13% |
| RIO TINTO PLC SEDOL 0718875 | 0.12% |
| BOSTON PROPERTIES INC SEDOL 2019479 | 0.12% |
| HOME DEPOT INC SEDOL 2434209 | 0.12% |
| WESFARMERS LTD SEDOL 6948836 | 0.12% |
| FERGUSON PLC SEDOL BJVNSS4 | 0.12% |
| GOODMAN GROUP SEDOL B03FYZ4 | 0.12% |
| DBS GROUP HOLDINGS LTD SEDOL 6175203 | 0.12% |
| LI NING CO LTD SEDOL B01JCK9 | 0.12% |
| CHEVRON CORP | 0.12% |
| RAYTHEON TECHNOLOGIES CORP SEDOL BM5M5Y3 | 0.12% |
| WASTE MANAGEMENT INC SEDOL 2937667 | 0.12% |
| LEGRAND SA SEDOL B11ZRK9 | 0.12% |
| SANOFI SEDOL 5671735 | 0.11% |
| ZEBRA TECHNOLOGIES CORP-CL A SEDOL 2989356 | 0.11% |
| BRENNTAG SE SEDOL B4YVF56 | 0.11% |
| MICHELIN (CGDE) SEDOL 4588364 | 0.11% |
| SYSCO CORP SEDOL 2868165 | 0.11% |
| AMERICAN INTERNATIONAL GROUP SEDOL 2027342 | 0.11% |
| LIBERTY GLOBAL PLC- C SEDOL B8W67B1 | 0.11% |
| THALES SA SEDOL 4162791 | 0.11% |
| BANCO BILBAO VIZCAYA ARGENTA SEDOL 5501906 | 0.11% |
| SUMITOMO MITSUI FINANCIAL GR SEDOL 6563024 | 0.11% |
| ABB LTD-REG SEDOL 7108899 | 0.11% |
| WALMART DE MEXICO SAB DE CV SEDOL BW1YVH8 | 0.11% |
| 10X GENOMICS INC-CLASS A SEDOL BKS3RS7 | 0.11% |
| COCA-COLA HBC AG-DI SEDOL B9895B7 | 0.11% |
| ITOCHU CORP SEDOL 6467803 | 0.11% |
| NIPPON YUSEN KABUSHIKI KAISH SEDOL 6643960 | 0.11% |
| WOOLWORTHS GROUP LTD SEDOL 6981239 | 0.11% |
| EXXON MOBIL CORP SEDOL 2326618 | 0.11% |
| MORGAN STANLEY | 0.11% |
| RELIANC-GDR 144A 144A SEDOL B16CYP9 | 0.11% |
| TOTVS SA SEDOL B10LQP6 | 0.11% |
| OTIS WORLDWIDE CORP SEDOL BK531S8 | 0.11% |
| RADIAN GROUP INC SEDOL 2173911 | 0.11% |
| TECHTRONIC INDUSTRIES CO LTD SEDOL B0190C7 | 0.11% |
| ANGLO AMERICAN PLC SEDOL B1XZS82 | 0.10% |
| EDP-ENERGIAS DE PORTUGAL SA SEDOL 4103596 | 0.10% |
| NINTENDO CO LTD SEDOL 6639550 | 0.10% |
| ISHARES CORE MSCI EMERGING SEDOL B8NDCB6 | 0.10% |
| NITORI HOLDINGS CO LTD SEDOL 6644800 | 0.10% |
| ZOZO INC SEDOL B292RC1 | 0.10% |
| ASTRAZENECA PLC SEDOL 0989529 | 0.10% |
| T-MOBILE US INC P/P 144A 05.2500 CV PFD | 0.10% |
| VONTIER CORP SEDOL BH4GV32 | 0.10% |
| EQUINOR ASA SEDOL 7133608 | 0.10% |
| MARATHON PETROLEUM CORP SEDOL B3K3L40 | 0.10% |
| IMPERIAL BRANDS PLC SEDOL 0454492 | 0.10% |
| SANDVIK AB SEDOL B1VQ252 | 0.10% |
| ZALANDO SE SEDOL BQV0SV7 | 0.10% |
| CAPGEMINI SE SEDOL 4163437 | 0.10% |
| GODADDY INC - CLASS A SEDOL BWFRFC6 | 0.10% |
| SONOVA HOLDING AG-REG SEDOL 7156036 | 0.10% |
| TWILIO INC - A SEDOL BD6P5Q0 | 0.10% |
| DAIKIN INDUSTRIES LTD SEDOL 6250724 | 0.10% |
| SEA LTD-ADR SEDOL BYWD7L4 | 0.10% |
| APOLLO GLOBAL MANAGEMENT INC SEDOL BKRLVD5 | 0.10% |
| DARDEN RESTAURANTS INC SEDOL 2289874 | 0.10% |
| PRUDENTIAL PLC SEDOL 0709954 | 0.10% |
| NEXI SPA SEDOL BJ1F880 | 0.10% |
| ASAHI GROUP HOLDINGS LTD SEDOL 6054409 | 0.09% |
| BNP PARIBAS SEDOL 7309681 | 0.09% |
| EVOLUTION AB SEDOL BJXSCH4 | 0.09% |
| VOLVO AB-B SHS SEDOL B1QH830 | 0.09% |
| DANAHER CORP 05.0000 CV PFD | 0.09% |
| STATE STREET CORP SEDOL 2842040 | 0.09% |
| TEXAS INSTRUMENTS INC SEDOL 2885409 | 0.09% |
| YANDEX NV-A SEDOL B5BSZB3 | 0.09% |
| TOKYO ELECTRON LTD SEDOL 6895675 | 0.09% |
| ORSTED A/S SEDOL BYT16L4 | 0.09% |
| SAMSUNG ELECTRONICS-PREF SEDOL 6773812 | 0.09% |
| YAMAHA MOTOR CO LTD SEDOL 6985264 | 0.09% |
| BOOZ ALLEN HAMILTON HOLDINGS SEDOL B5367T7 | 0.09% |
| COMMONWEALTH BANK OF AUSTRAL SEDOL 6215035 | 0.09% |
| FORTUM OYJ SEDOL 5579550 | 0.09% |
| FUJITSU LTD SEDOL 6356945 | 0.09% |
| HDFC BANK LIMITED SEDOL BK1N461 | 0.09% |
| LINDE PLC SEDOL BYWD9S5 | 0.09% |
| ALLEGION PLC SEDOL BFRT3W7 | 0.09% |
| ALLSTATE CORP SEDOL 2019952 | 0.09% |
| BANK OF IRELAND GROUP PLC SEDOL BD1RP61 | 0.09% |
| FNMA FN30 MA3563 UMBS 04.0000 01/01/2049 | 0.09% |
| TCS GROUP HOLDING-GDR REG S SEDOL BF233S0 | 0.09% |
| AGCO CORP SEDOL 2010278 | 0.09% |
| AMETEK INC SEDOL 2089212 | 0.09% |
| HANA FINANCIAL GROUP SEDOL B0RNRF5 | 0.09% |
| NOMURA RESEARCH INSTITUTE LT SEDOL 6390921 | 0.09% |
| NXP SEMICONDUCTORS NV SEDOL B505PN7 | 0.09% |
| WUXI APPTEC CO LTD-H SEDOL BGHH0L6 | 0.09% |
| BP PLC SEDOL 0798059 | 0.09% |
| COVESTRO AG SEDOL BYTBWY9 | 0.09% |
| EQUITABLE HOLDINGS INC SEDOL BKRMR96 | 0.09% |
| FORTUNE BRANDS HOME & SECURI SEDOL B3MC7D6 | 0.09% |
| KAKAO CORP SEDOL 6194037 | 0.09% |
| KONINKLIJKE AHOLD DELHAIZE N SEDOL BD0Q398 | 0.09% |
| MEDIATEK INC SEDOL 6372480 | 0.09% |
| SK TELECOM SEDOL 6224871 | 0.09% |
| TRANSDIGM GROUP INC SEDOL B11FJK3 | 0.09% |
| NOMURA HOLDINGS INC SEDOL 6643108 | 0.08% |
| SIG COMBIBLOC GROUP AG SEDOL BD5GN60 | 0.08% |
| AMERISOURCEBERGEN CORP | 0.08% |
| AVIVA PLC SEDOL 0216238 | 0.08% |
| FLUTTER ENTERTAINMENT PLC-DI SEDOL BWXC0Z1 | 0.08% |
| MITSUBISHI UFJ FINANCIAL GRO SEDOL 6335171 | 0.08% |
| HINDUSTAN UNILEVER LTD SEDOL 6261674 | 0.08% |
| LONDON STOCK EXCHANGE GROUP SEDOL B0SWJX3 | 0.08% |
| SHENZHEN INOVANCE TECHNOLO-A SEDOL BD5CMN8 | 0.08% |
| YUM CHINA HOLDINGS INC SEDOL BN2BD13 | 0.08% |
| AMEREN CORPORATION SEDOL 2050832 | 0.08% |
| CLP HOLDINGS LTD SEDOL 6097017 | 0.08% |
| CONSTELLATION BRANDS INC-A SEDOL 2170473 | 0.08% |
| FNMA FN30 BQ1269 UMBS 02.5000 08/01/2050 | 0.08% |
| MINEBEA CO LTD SEDOL 6642406 | 0.08% |
| RENESAS ELECTRONICS CORP SEDOL 6635677 | 0.08% |
| AKZO NOBEL N.V. SEDOL BJ2KSG2 | 0.08% |
| DEUTSCHE BOERSE AG SEDOL 7021963 | 0.08% |
| WAT US R US0001M P 12/15/25 GS | 0.08% |
| ARAMARK SEDOL BH3XG17 | 0.08% |
| BHP GROUP LTD SEDOL 6144690 | 0.08% |
| CAIXABANK SA SEDOL B283W97 | 0.08% |
| DYNATRACE INC SEDOL BJV2RD9 | 0.08% |
| KEURIG DR PEPPER INC SEDOL BD3W133 | 0.08% |
| KINDER MORGAN INC SEDOL B3NQ4P8 | 0.08% |
| EDISON INTERNATIONAL SEDOL 2829515 | 0.08% |
| SARTORIUS STEDIM BIOTECH SEDOL BYZ2QP5 | 0.08% |
| COCA-COLA EUROPACIFIC PARTNE SEDOL BYQQ3P5 | 0.08% |
| AFLAC INC SEDOL 2026361 | 0.07% |
| EASTMAN CHEMICAL CO SEDOL 2298386 | 0.07% |
| ENTERPRISE PRODUCTS PARTNERS SEDOL 2285388 | 0.07% |
| FNMA FN30 FM1741 UMBS 04.0000 04/01/2049 | 0.07% |
| HOLCIM LTD SEDOL 7110753 | 0.07% |
| LEIDOS HOLDINGS INC SEDOL BDV82B8 | 0.07% |
| MRK GR R US0001M P 12/15/25 GS | 0.07% |
| PRINCIPAL FINANCIAL GROUP SEDOL 2803014 | 0.07% |
| ASIAN PAINTS LTD SEDOL BCRWL65 | 0.07% |
| AT&T INC SEDOL 2831811 | 0.07% |
| ASML HOLDING NV SEDOL B929F46 | 0.07% |
| NETWORK INTERNATIONAL HOLDIN SEDOL BH3VJ78 | 0.07% |
| PARADE TECHNOLOGIES LTD SEDOL B6RV676 | 0.07% |
| A US R US0001M P 12/15/25 GS | 0.07% |
| AUTO1 GROUP SE 144A SEDOL BL5C4C7 | 0.07% |
| CARLSBERG AS-B SEDOL 4169219 | 0.07% |
| MOLINA HEALTHCARE INC SEDOL 2212706 | 0.07% |
| ADYEN NV SEDOL BZ1HM42 | 0.07% |
| COGNIZANT TECH SOLUTIONS-A SEDOL 2257019 | 0.07% |
| MTD US R US0001M P 12/15/25 GS | 0.07% |
| CROWN HOLDINGS INC | 0.07% |
| NITTO DENKO CORP SEDOL 6641801 | 0.07% |
| IQV US R US0001M P 12/15/25 GS | 0.07% |
| PKI US R US0001M P 12/15/25 GS | 0.07% |
| PORSCHE AUTOMOBIL HLDG-PRF SEDOL 7101069 | 0.07% |
| FNMA FN30 AL9859 UMBS 03.0000 03/01/2047 | 0.06% |
| FNMA FN30 BT7180 UMBS 02.5000 08/01/2051 | 0.06% |
| FNMA FN30 FM7741 UMBS 02.5000 05/01/2051 | 0.06% |
| FNMA FN30 FM7985 UMBS 02.5000 07/01/2051 | 0.06% |
| MEDICAL PROPERTIES TRUST INC SEDOL B0JL5L9 | 0.06% |
| 3I GROUP PLC SEDOL B1YW440 | 0.06% |
| ARISTOCRAT LEISURE LTD SEDOL 6253983 | 0.06% |
| BANK LEUMI LE-ISRAEL SEDOL 6076425 | 0.06% |
| CDX CDX.NA.HY.36 500.0 06/20/2026 | 0.06% |
| FNMA FN30 FM1521 UMBS 04.0000 05/01/2049 | 0.06% |
| SHIN-ETSU CHEMICAL CO LTD SEDOL 6804585 | 0.06% |
| TARGA RESOURCES CORP SEDOL B55PZY3 | 0.06% |
| BHP GROUP PLC SEDOL BH0P3Z9 | 0.06% |
| PFIZER INC SEDOL 2684703 | 0.06% |
| SKANDINAVISKA ENSKILDA BAN-A SEDOL 4813345 | 0.06% |
| SONIC HEALTHCARE LTD SEDOL 6821120 | 0.06% |
| TEMPUR SEALY INTERNATIONAL I SEDOL 2216991 | 0.06% |
| FORTESCUE METALS GROUP LTD SEDOL B2B2B49 | 0.06% |
| OPAP SA SEDOL 7107250 | 0.06% |
| STACR 2016-DNA2 M3 04.7344 10/25/2028 | 0.06% |
| BRUNSWICK CORP SEDOL 2149309 | 0.06% |
| CDX CDX.NA.IG.36 100.0 06/20/2026 | 0.06% |
| DAIWA HOUSE INDUSTRY CO LTD SEDOL 6251363 | 0.06% |
| ICICI BANK LTD SEDOL BSZ2BY7 | 0.06% |
| JONES LANG LASALLE INC SEDOL 2040640 | 0.06% |
| MONCLER SPA SEDOL BGLP232 | 0.06% |
| CENTRE TESTING INTL GROUP-A SEDOL BD5C7D3 | 0.06% |
| ONO PHARMACEUTICAL CO LTD SEDOL 6660107 | 0.06% |
| ALLFUNDS GROUP PLC SEDOL BNTJ354 | 0.06% |
| ATHENE HOLDING LTD-CLASS A SEDOL BZ13MZ1 | 0.06% |
| ENTERGY CORP SEDOL 2317087 | 0.06% |
| EUROFINS SCIENTIFIC SEDOL BNDPYV1 | 0.06% |
| FNMA FN30 MA2737 UMBS 03.0000 09/01/2046 | 0.06% |
| INCYTE CORP | 0.06% |
| ABCAM PLC SEDOL B677469 | 0.06% |
| BF0101 03.5000 06/01/2056 | 0.06% |
| KOITO MANUFACTURING CO LTD SEDOL 6496324 | 0.06% |
| NIPPON TELEGRAPH & TELEPHONE SEDOL 6641373 | 0.06% |
| SLM CORP | 0.06% |
| WH GROUP LTD SEDOL BLLHKZ1 | 0.06% |
| XIAOMI CORP-CLASS B SEDOL BG0ZMJ9 | 0.06% |
| DINO POLSKA SA SEDOL BD0YVN2 | 0.06% |
| SSE PLC SEDOL 0790873 | 0.06% |
| BOOKING HOLDINGS INC SEDOL BDRXDB4 | 0.06% |
| JUBILANT FOODWORKS LTD SEDOL B3PRM66 | 0.06% |
| KEYCORP SEDOL 2490911 | 0.06% |
| THOMSON REUTERS CORP SEDOL BFXPTB0 | 0.06% |
| AXALTA COATING SYSTEMS LTD SEDOL BSFWCF5 | 0.06% |
| HONG KONG EXCHANGES & CLEAR SEDOL 6267359 | 0.06% |
| JPMORGAN CHASE & CO 03.9640 11/15/2048 | 0.06% |
| REPUBLIC SERVICES INC SEDOL 2262530 | 0.06% |
| TMO US R US0001M P 12/15/25 GS | 0.06% |
| ABBVIE INC 03.2000 11/21/2029 | 0.05% |
| EDF SEDOL B0NJJ17 | 0.05% |
| GARMIN LTD SEDOL B3Z5T14 | 0.05% |
| JEFFERIES FINANCIAL GROUP IN SEDOL BG0Q4Z2 | 0.05% |
| KNORR-BREMSE AG SEDOL BD2P9X9 | 0.05% |
| UNITED OVERSEAS BANK LTD SEDOL 6916781 | 0.05% |
| UNITED PARCEL SERVICE-CL B SEDOL 2517382 | 0.05% |
| NIPPON EXPRESS CO LTD SEDOL 6642127 | 0.05% |
| OMRON CORP SEDOL 6659428 | 0.05% |
| ZTS US R US0001M P 12/15/25 GS | 0.05% |
| AIRTAC INTERNATIONAL GROUP SEDOL B52J816 | 0.05% |
| KONINKLIJKE KPN NV SEDOL 5956078 | 0.05% |
| PANDORA A/S SEDOL B44XTX8 | 0.05% |
| FNMA FN30 BQ0329 UMBS 02.5000 07/01/2050 | 0.05% |
| GLAXOSMITHKLINE PLC SEDOL 0925288 | 0.05% |
| NOVATEK MICROELECTRONICS COR SEDOL 6346333 | 0.05% |
| PFE US R US0001M P 12/15/25 GS | 0.05% |
| SAGE GROUP PLC/THE SEDOL B8C3BL0 | 0.05% |
| BRAMBLES LTD SEDOL B1FJ0C0 | 0.05% |
| CITIGROUP INC 03.6680 07/24/2028 | 0.05% |
| MORGAN STANLEY 03.1250 01/23/2023 | 0.05% |
| ASPEED TECHNOLOGY INC SEDOL B80VKP3 | 0.05% |
| CCO HOLDINGS LLC P/P 144A 05.3750 06/01/2029 | 0.05% |
| MANHATTAN ASSOCIATES INC SEDOL 2239471 | 0.05% |
| MORGAN STANLEY 03.7720 01/24/2029 | 0.05% |
| PHILIP MORRIS INTERNATIONAL SEDOL B2PKRQ3 | 0.05% |
| LAMAR ADVERTISING CO-A SEDOL BSPHGN6 | 0.05% |
| FHR 5080 DI IO 04.0000 03/25/2051 | 0.05% |
| FHR 5117 CI IO 05.0000 06/25/2051 | 0.05% |
| JPMORGAN CHASE & CO 03.6250 12/01/2027 | 0.05% |
| KINGFISHER PLC SEDOL 3319521 | 0.05% |
| VERIZON COMM 04.3290 09/21/2028 | 0.05% |
| ADECCO GROUP AG-REG SEDOL 7110720 | 0.04% |
| HIKMA PHARMACEUTICALS PLC SEDOL B0LCW08 | 0.04% |
| LASERTEC CORP SEDOL 6506267 | 0.04% |
| AT&T INC P/P 144A 03.5500 09/15/2055 | 0.04% |
| BANK OF AMERICA CORP 06.1100 01/29/2037 | 0.04% |
| EIFFAGE SEDOL B13X013 | 0.04% |
| GOLDMAN SACHS GROUP INC 03.8500 01/26/2027 | 0.04% |
| ILMN US R US0001M P 12/15/25 GS | 0.04% |
| MANPOWERGROUP INC SEDOL 2562490 | 0.04% |
| CVS HEALTH CORP 04.7800 03/25/2038 | 0.04% |
| IPN FP R US0001M P 12/15/25 GS | 0.04% |
| LOGITECH INTERNATIONAL-REG SEDOL B18ZRK2 | 0.04% |
| NEW YORK LIFE INS P/P 144A 01.1000 05/05/2023 | 0.04% |
| PEARL ABYSS CORP SEDOL BYX56S9 | 0.04% |
| POLARIS INC SEDOL 2692933 | 0.04% |
| 1.65 R ISWP FWD US0003M P 09/15/2031 | 0.04% |
| DIRECT LINE INSURANCE GROUP SEDOL BY9D0Y1 | 0.04% |
| SUMITOMO MITSUI TRUST HOLDIN SEDOL 6431897 | 0.04% |
| AP MOLLER-MAERSK A/S-B SEDOL 4253048 | 0.04% |
| COPA HOLDINGS SA-CLASS A SEDOL B0TNJH9 | 0.04% |
| ENERGY TRANSFER LP 06.6250 02/15/2028 | 0.04% |
| FNMA FN30 BM1172 UMBS 03.0000 03/01/2047 | 0.04% |
| LG CHEM LTD SEDOL 6346913 | 0.04% |
| SUN HUNG KAI PROPERTIES SEDOL 6859927 | 0.04% |
| UBS GROUP AG P/P 144A 03.4910 05/23/2023 | 0.04% |
| UNITED MEXICAN STATES USD 05.5500 01/21/2045 | 0.04% |
| AT&T INC P/P 144A 02.5500 12/01/2033 | 0.04% |
| BOC HONG KONG HOLDINGS LTD SEDOL 6536112 | 0.04% |
| LVMH MOET HENNESSY LOUIS VUI SEDOL 4061412 | 0.04% |
| ISRAEL DISCOUNT BANK -A SEDOL 6451271 | 0.04% |
| OSHKOSH CORP SEDOL 2663520 | 0.04% |
| INDUSTRIA DE DISENO TEXTIL SEDOL BP9DL90 | 0.04% |
| JNJ US R US0001M P 12/15/25 GS | 0.04% |
| JPMORGAN CHASE & CO 03.3750 05/01/2023 | 0.04% |
| BANK OF AMERICA CORP 03.2480 10/21/2027 | 0.04% |
| BIOGEN INC SEDOL 2455965 | 0.04% |
| CK HUTCHISON HOLDINGS LTD SEDOL BW9P816 | 0.04% |
| COCA-COLA CO/THE SEDOL 2206657 | 0.04% |
| DBUBS 2011-LC3A D 144A 05.5573 08/10/2044 | 0.04% |
| DNB BANK ASA P/P 144A 02.1500 12/02/2022 | 0.04% |
| FNMA FN30 BM5024 UMBS 03.0000 11/01/2048 | 0.04% |
| GENTEX CORP SEDOL 2366799 | 0.04% |
| ROSS STORES INC SEDOL 2746711 | 0.04% |
| SPRINT CAPITAL CORPORATION 06.8750 11/15/2028 | 0.04% |
| TENET HEALTHCARE P/P 144A 04.8750 01/01/2026 | 0.04% |
| ABBV US R US0001M P 12/15/25 GS | 0.04% |
| DIM FP R US0001M P 12/15/25 GS | 0.04% |
| DISCOVER FINANCIAL SERVICES SEDOL B1YLC43 | 0.04% |
| MAGNE 2020-26A A 144A 01.8761 07/15/2030 | 0.04% |
| MRK US R US0001M P 12/15/25 GS | 0.04% |
| ORACLE CORP 02.5000 10/15/2022 | 0.04% |
| PALO ALTO NETWORKS INC SEDOL B87ZMX0 | 0.04% |
| UNUM GROUP SEDOL 2433842 | 0.04% |
| ZURICH INSURANCE GROUP AG SEDOL 5983816 | 0.04% |
| CAS 2016-C04 1M2 04.3344 01/25/2029 | 0.03% |
| CASH MGMT BILL 00.0000 11/16/2021 | 0.03% |
| GSK LN R US0001M P 12/15/25 GS | 0.03% |
| IHS MARKIT LTD P/P 144A 04.7500 02/15/2025 | 0.03% |
| PETROLEOS MEXICANOS USD 06.8400 01/23/2030 | 0.03% |
| SHENZHEN MINDRAY BIO-MEDIC-A SEDOL BHQK864 | 0.03% |
| TORO CO SEDOL 2897040 | 0.03% |
| TORONTO-DOMINION BANK USD 01.9000 12/01/2022 | 0.03% |
| BRISTOL-MYERS 03.2500 02/20/2023 | 0.03% |
| FHLMC FR30 QC1327 UMBS 02.5000 05/01/2051 | 0.03% |
| FHLMC FR30 QC4957 UMBS 02.5000 08/01/2051 | 0.03% |
| FNMA FN30 TBA UMBS 04.0000 09/01/2051 | 0.03% |
| LNSTR 2015-3 B P/P 144A 03.3319 04/20/2048 | 0.03% |
| M3 INC SEDOL B02K2M3 | 0.03% |
| PACIFIC GAS & ELECTRIC 01.3670 03/10/2023 | 0.03% |
| REPUBLIC OF INDONESIA REGS 04.7500 01/08/2026 | 0.03% |
| TRAVEL + LEISURE CO SEDOL BMXYT16 | 0.03% |
| WORKDAY INC-CLASS A SEDOL B8K6ZD1 | 0.03% |
| ATLASSIAN CORP PLC-CLASS A SEDOL BZ09BD1 | 0.03% |
| EOG RESOURCES INC SEDOL 2318024 | 0.03% |
| FIDELITY NATIONAL FINANCIAL SEDOL BNBRDD4 | 0.03% |
| LINCOLN NATIONAL CORP SEDOL 2516378 | 0.03% |
| OLD DOMINION FREIGHT LINE SEDOL 2656423 | 0.03% |
| RYDER SYSTEM INC SEDOL 2760669 | 0.03% |
| SAN FP R US0001M P 12/15/25 GS | 0.03% |
| TYSON FOODS INC-CL A SEDOL 2909730 | 0.03% |
| ALLIANCE DATA SYSTEMS CORP SEDOL 2762030 | 0.03% |
| AVERY DENNISON CORP SEDOL 2066408 | 0.03% |
| AZN US US0001M 12/15/25 GS | 0.03% |
| BERKELEY GROUP HOLDINGS/THE SEDOL B02L3W3 | 0.03% |
| CENOVUS ENERGY INC SEDOL B57FG04 | 0.03% |
| CIRRUS LOGIC INC SEDOL 2197308 | 0.03% |
| DUKE REALTY CORP SEDOL 2284084 | 0.03% |
| FIRST INDUSTRIAL REALTY TR SEDOL 2360757 | 0.03% |
| GENPACT LTD SEDOL B23DBK6 | 0.03% |
| MICROSOFT CORP 02.4000 08/08/2026 | 0.03% |
| NESTLE HOLDINGS INC P/P 144A 00.3750 01/15/2024 | 0.03% |
| SEAGEN INC SEDOL BLPK4D2 | 0.03% |
| SPRINT CORP 07.8750 09/15/2023 | 0.03% |
| TELEFONICA EMISIONES SAU USD 04.8950 03/06/2048 | 0.03% |
| WESTROCK CO SEDOL BYR0914 | 0.03% |
| 4506 JP R US0001M P 12/15/25 GS | 0.03% |
| AMERICAN TOWER CORP 02.7000 04/15/2031 | 0.03% |
| APPLE INC 00.7500 05/11/2023 | 0.03% |
| BIIB US R US0001M P 12/15/25 GS | 0.03% |
| BRIXMOR PROPERTY GROUP INC SEDOL BFTDJL8 | 0.03% |
| CATERPILLAR INC SEDOL 2180201 | 0.03% |
| ELECTRONIC ARTS INC SEDOL 2310194 | 0.03% |
| EQUITY LIFESTYLE PROPERTIES SEDOL 2563125 | 0.03% |
| FLEETCOR TECHNOLOGIES INC SEDOL B4R28B3 | 0.03% |
| FNR 2020-67 JI IO 04.0000 09/25/2050 | 0.03% |
| INTERNATIONAL PAPER CO SEDOL 2465254 | 0.03% |
| MCCORMICK & CO-NON VTG SHRS SEDOL 2550161 | 0.03% |
| PUBLIC STORAGE SEDOL 2852533 | 0.03% |
| PUBLICIS GROUPE SEDOL 4380429 | 0.03% |
| REPUBLIC OF SENEGAL REGS 06.2500 05/23/2033 | 0.03% |
| STRYKER CORP SEDOL 2853688 | 0.03% |
| TEXTRON INC SEDOL 2885937 | 0.03% |
| TRANSUNION SEDOL BYMWL86 | 0.03% |
| VTRS US R US0001M P 12/15/25 GS | 0.03% |
| WYNDHAM HOTELS & RESORTS INC SEDOL BF108P4 | 0.03% |
| ADVANCED MICRO DEVICES SEDOL 2007849 | 0.03% |
| AVALONBAY COMMUNITIES INC SEDOL 2131179 | 0.03% |
| BOSTON SCIENTIFIC CORP SEDOL 2113434 | 0.03% |
| BT GROUP PLC SEDOL 3091357 | 0.03% |
| CAPITAL ONE FINANCIAL CO 02.3590 07/29/2032 | 0.03% |
| CHECK POINT SOFTWARE TECH SEDOL 2181334 | 0.03% |
| COLES GROUP LTD SEDOL BYWR0T5 | 0.03% |
| CROWN CASTLE INTL CORP SEDOL BTGQCX1 | 0.03% |
| DOVER CORP SEDOL 2278407 | 0.03% |
| FIRSTENERGY CORP SEDOL 2100920 | 0.03% |
| HENDERSON LAND DEVELOPMENT SEDOL 6420538 | 0.03% |
| INTEL CORP SEDOL 2463247 | 0.03% |
| INTL BUSINESS MACHINES CORP SEDOL 2005973 | 0.03% |
| INVITATION HOMES INC SEDOL BD81GW9 | 0.03% |
| LABORATORY CRP OF AMER HLDGS SEDOL 2586122 | 0.03% |
| NORFOLK SOUTHERN CORP SEDOL 2641894 | 0.03% |
| OMNICOM GROUP SEDOL 2279303 | 0.03% |
| OWENS CORNING SEDOL B1FW7Q2 | 0.03% |
| STARBUCKS CORP SEDOL 2842255 | 0.03% |
| WHIRLPOOL CORP SEDOL 2960384 | 0.03% |
| YAMATO HOLDINGS CO LTD SEDOL 6985565 | 0.03% |
| 3M CO | 0.03% |
| AES CORP SEDOL 2002479 | 0.03% |
| ALLISON TRANSMISSION HOLDING SEDOL B4PZ892 | 0.03% |
| BROTHER INDUSTRIES LTD SEDOL 6146500 | 0.03% |
| CAS 2015-C04 2M2 05.6344 04/25/2028 | 0.03% |
| CF INDUSTRIES HOLDINGS INC SEDOL B0G4K50 | 0.03% |
| CONTEMPORARY AMPEREX TECHN-A SEDOL BHQPSY7 | 0.03% |
| FHR 5138 YI IO 04.5000 12/25/2049 | 0.03% |
| FNMA FN30 BC1155 UMBS 03.0000 06/01/2046 | 0.03% |
| ITT INC SEDOL BZBY209 | 0.03% |
| PERSIMMON PLC SEDOL 0682538 | 0.03% |
| PUBLIC SERVICE ENTERPRISE GP SEDOL 2707677 | 0.03% |
| TOKYO GAS CO LTD SEDOL 6895448 | 0.03% |
| TRANSDIGM INC. P/P 144A 06.2500 03/15/2026 | 0.03% |
| WESTLAKE CHEMICAL CORP 03.1250 08/15/2051 | 0.03% |
| WILLIAMS COS INC SEDOL 2967181 | 0.03% |
| ALTICE USA INC- A SEDOL BDRY7P9 | 0.03% |
| AMGEN INC SEDOL 2023607 | 0.03% |
| AUTO TRADER GROUP PLC SEDOL BVYVFW2 | 0.03% |
| ENTERPRISE PRODUCTS OPER 04.2500 02/15/2048 | 0.03% |
| EQUINIX INC. 02.9000 11/18/2026 | 0.03% |
| FHR 4326 GS IO 05.9545 04/15/2044 | 0.03% |
| GOLDMAN SACHS GROUP INC 04.2230 05/01/2029 | 0.03% |
| IVORY COAST REGS 06.1250 06/15/2033 | 0.03% |
| KRAFT HEINZ CO/THE SEDOL BYRY499 | 0.03% |
| MICROSOFT CORP 02.9210 03/17/2052 | 0.03% |
| NIELSEN HOLDINGS PLC SEDOL BWFY550 | 0.03% |
| ONEMAIN HOLDINGS INC SEDOL BYSZB89 | 0.03% |
| SERVICE CORP INTERNATIONAL SEDOL 2797560 | 0.03% |
| SIRIUS XM RADIO INC P/P 144A 05.0000 08/01/2027 | 0.03% |
| SOARING EAGLE ACQU - CL A SEDOL BNQP3R7 | 0.03% |
| T-MOBILE USA INC 03.7500 04/15/2027 | 0.03% |
| YUM BRANDS INC SEDOL 2098876 | 0.03% |
| APPLE INC 04.2500 02/09/2047 | 0.03% |
| CAS 2016-C01 1M2 06.8344 08/25/2028 | 0.03% |
| CIGNA CORP SEDOL BHJ0775 | 0.03% |
| DEUTSCHE BANK NY 01.6860 03/19/2026 | 0.03% |
| GENERAL ELECTRIC CO SEDOL BL59CR9 | 0.03% |
| GNR 2021-117 MI IO 03.5000 05/20/2042 | 0.03% |
| INTERPUBLIC GRP 04.6500 10/01/2028 | 0.03% |
| PRGO US R US0001M P 12/15/25 GS | 0.03% |
| TRNTS 2021-16A A1 144A 01.3143 07/20/2034 | 0.03% |
| UNITEDHEALTH GROUP INC 03.8500 06/15/2028 | 0.03% |
| AMAZON.COM INC 03.1500 08/22/2027 | 0.02% |
| BAIDU INC - SPON ADR SEDOL B0FXT17 | 0.02% |
| BMY US R US0001M P 12/15/25 GS | 0.02% |
| CLEAN HARBORS INC SEDOL 2202473 | 0.02% |
| ECOLAB INC 02.7000 11/01/2026 | 0.02% |
| NOVARTIS CAPITAL CORP 04.0000 11/20/2045 | 0.02% |
| ORACLE CORP 04.0000 11/15/2047 | 0.02% |
| POSTE ITALIANE SPA SEDOL BYYN701 | 0.02% |
| REP OF INDONESIA P/P 144A 04.3500 01/08/2027 | 0.02% |
| SCSK CORP SEDOL 6858474 | 0.02% |
| SUMITOMO TR&BK P/P 144A 00.8000 09/12/2023 | 0.02% |
| TABCORP HOLDINGS LTD SEDOL 6873262 | 0.02% |
| TOTALENERGIES SE SEDOL B15C557 | 0.02% |
| ANZ NEW ZEALAND INT P/P 144A 02.8750 01/25/2022 | 0.02% |
| AZN LN R US0001M P 12/15/25 GS | 0.02% |
| BAYN GR R US0001M P 12/15/25 GS | 0.02% |
| BROADCOM CRP / CAYM 03.5000 01/15/2028 | 0.02% |
| CHARTER COMM OPT LLC 06.4840 10/23/2045 | 0.02% |
| CWALT 2006-OA10 4A1 00.4644 08/25/2046 | 0.02% |
| E.ON SE SEDOL 4942904 | 0.02% |
| FHR 5024 HI IO 04.5000 10/25/2050 | 0.02% |
| FHR 5036 IK IO 04.0000 04/25/2050 | 0.02% |
| MRAIT 2020-2 A2 | 0.02% |
| MRAIT 2021-8 A1X 01.2458 10/15/2021 | 0.02% |
| SEI INVESTMENTS COMPANY SEDOL 2793610 | 0.02% |
| VOLKSWAGEN AG PFD SEDOL 5497168 | 0.02% |
| 4581 JP R US0001M P 12/15/25 GS | 0.02% |
| CF INDUSTRIES INC P/P 144A 04.5000 12/01/2026 | 0.02% |
| CSL AU R US0001M P 12/15/25 GS | 0.02% |
| DANSKE BANK A/S P/P 144A 02.7000 03/02/2022 | 0.02% |
| FHR 5121 KI IO 04.0000 06/25/2051 | 0.02% |
| FNR 2020-96 JI IO 03.0000 01/25/2051 | 0.02% |
| NETFLIX INC SEDOL 2857817 | 0.02% |
| NH FOODS LTD SEDOL 6640767 | 0.02% |
| BOLLORE SEDOL 4572709 | 0.02% |
| CAS 2015-C04 1M2 05.7844 04/25/2028 | 0.02% |
| CAS 2020-R01 1M2 02.1344 01/25/2040 | 0.02% |
| FNMA FN40 BF0171 UMBS 04.0000 01/01/2057 | 0.02% |
| GENERAL MOTORS FINL CO 04.0000 10/06/2026 | 0.02% |
| GJENSIDIGE FORSIKRING ASA SEDOL B4PH0C5 | 0.02% |
| IPSEN SEDOL B0R7JF1 | 0.02% |
| MSBAM 2014-C17 C 04.6324 08/15/2047 | 0.02% |
| ROCHE HOLDINGS INC P/P 144A 04.0000 11/28/2044 | 0.02% |
| SIRIUS XM RADIO INC P/P 144A 03.8750 09/01/2031 | 0.02% |
| TREASURY BILL 00.0000 09/07/2021 | 0.02% |
| TREASURY BILL 00.0000 10/07/2021 | 0.02% |
| UNILEVER PLC SEDOL B10RZP7 | 0.02% |
| VERIZON COMMUNICATIONS 03.7000 03/22/2061 | 0.02% |
| AT&T INC 04.7500 05/15/2046 | 0.02% |
| CALPINE CORP P/P 144A 04.5000 02/15/2028 | 0.02% |
| COMCAST CORP 03.9690 11/01/2047 | 0.02% |
| COMM 2010-C1 D 144A 05.9851 07/10/2046 | 0.02% |
| ENERGY TRANSFER LP 03.7500 05/15/2030 | 0.02% |
| FHR 5079 BI IO 05.5000 02/25/2051 | 0.02% |
| GSMS 2014-GC22 C 04.8455 06/10/2047 | 0.02% |
| REPUBLIC OF KAZAKHSTAN REGS 04.8750 10/14/2044 | 0.02% |
| VERTIV TLB L+275 02.8325 03/02/2027 | 0.02% |
| WATCO COS LLC/FI P/P 144A 06.5000 06/15/2027 | 0.02% |
| WFCM 2019-C49 AS 04.2440 03/15/2052 | 0.02% |
| ALBERTSONS COS/SAFE P/P 144A 04.6250 01/15/2027 | 0.02% |
| APID 2015-23A AR 144A 01.3461 04/15/2033 | 0.02% |
| CAS 2017-C01 1M2 03.6344 07/25/2029 | 0.02% |
| COMMONWEALTH BK AUST P/P 144A 03.1500 09/19/2027 | 0.02% |
| CREDIT SUISSE NEW YORK 02.8000 04/08/2022 | 0.02% |
| DIGITAL REALTY TRUST LP 04.7500 10/01/2025 | 0.02% |
| GILD US R US0001M P 12/15/25 GS | 0.02% |
| LLY US R US0001M P 12/15/25 GS | 0.02% |
| MRAIT 2021-11 A1X 01.2455 01/25/2022 | 0.02% |
| MRAIT 2021-EBO4 A1X 01.8458 02/16/2022 | 0.02% |
| ORACLE CORP 02.5000 05/15/2022 | 0.02% |
| SANY HEAVY INDUSTRY CO LTD-A SEDOL BP3R3H0 | 0.02% |
| SPST 2021-10 A 00.8543 08/08/2022 | 0.02% |
| SPST 2021-6 A 00.8859 04/25/2022 | 0.02% |
| STACR 2017-DNA2 M2 03.5344 10/25/2029 | 0.02% |
| ABBSL 2020-1A A1A 144A 01.6261 01/15/2033 | 0.02% |
| AGL ENERGY LTD SEDOL BSS7GP5 | 0.02% |
| ANHEUSER-BUSCH INBEV WOR 04.6000 04/15/2048 | 0.02% |
| ATLAS COPCO AB-A SHS SEDOL BD97BN2 | 0.02% |
| BOBA 2020-1A A 144A 01.4843 01/20/2032 | 0.02% |
| CREDIT SUISSE GRP AG P/P 144A 02.1930 06/05/2026 | 0.02% |
| ENDEAVOUR GROUP LTD/AUSTRALI SEDOL BNVS144 | 0.02% |
| GENTING SINGAPORE LTD SEDOL BDRTVP2 | 0.02% |
| ICL GROUP LTD SEDOL 6455530 | 0.02% |
| LA FRANCAISE DES JE SEDOL BG0SC10 | 0.02% |
| MAJORDRIVE HLDG IV L P/P 144A 06.3750 06/01/2029 | 0.02% |
| MORGAN STANLEY 04.3750 01/22/2047 | 0.02% |
| MORGN 2019-5A A1 144A 01.5161 01/15/2033 | 0.02% |
| MRAIT 2021-14 A1X 01.2431 02/15/2022 | 0.02% |
| SEB SA SEDOL 4792132 | 0.02% |
| SHELL INTERNATIONAL FIN USD 02.8750 05/10/2026 | 0.02% |
| SQUARE INC P/P 144A 03.5000 06/01/2031 | 0.02% |
| T-MOBILE USA INC 02.2500 11/15/2031 | 0.02% |
| AMAZON.COM INC. 02.5000 11/29/2022 | 0.02% |
| AMERICAN ELECTRIC POWER 04.3000 12/01/2028 | 0.02% |
| AMGN US R US0001M P 12/15/25 GS | 0.02% |
| ASHTEAD CAPITAL INC P/P 144A 04.3750 08/15/2027 | 0.02% |
| CAS 2016-C02 1M2 06.0844 09/25/2028 | 0.02% |
| D.R. HORTON INC 01.3000 10/15/2026 | 0.02% |
| DOMINICAN REPUBLIC REGS 05.9500 01/25/2027 | 0.02% |
| FISERV INC 04.2000 10/01/2028 | 0.02% |
| FISHER PAYKEL SEDOL 6340250 | 0.02% |
| FNMA FN30 AS7003 UMBS 03.0000 04/01/2046 | 0.02% |
| GLENCORE FUNDING LLC P/P 144A 02.5000 09/01/2030 | 0.02% |
| JPMBB 2014-C19 C 04.8112 04/15/2047 | 0.02% |
| JPMORGAN CHASE & CO 04.6000 02/01/2025 | 0.02% |
| KEURIG DR PEPPER INC 02.2500 03/15/2031 | 0.02% |
| KRAFT HEINZ FOODS CO 04.8750 10/01/2049 | 0.02% |
| LAMB WESTON HOLDINGS P/P 144A 04.8750 11/01/2026 | 0.02% |
| NORTHROP GRUMMAN CORP 03.2500 01/15/2028 | 0.02% |
| NZD/USD 10/20/2021 SSBT | 0.02% |
| OZLM 2014-9A A1AR 144A 01.4143 10/20/2031 | 0.02% |
| POYA INTERNATIONAL CO LTD SEDOL 6541826 | 0.02% |
| RYOHIN KEIKAKU CO LTD SEDOL 6758455 | 0.02% |
| TEVA US R US0001M P 12/15/25 GS | 0.02% |
| THE BANK OF NOVA SCOTIA USD 02.7000 03/07/2022 | 0.02% |
| US BANCORP 02.6250 01/24/2022 | 0.02% |
| AIR LEASE CORP 03.2500 10/01/2029 | 0.02% |
| AMERICAN TOWER CORPORATION 02.7500 01/15/2027 | 0.02% |
| BBCMS 2019-C5 AS 03.3660 11/15/2052 | 0.02% |
| BOEING CO 05.9300 05/01/2060 | 0.02% |
| BRISTOL-MYERS 02.9000 07/26/2024 | 0.02% |
| BRISTOL-MYERS 03.2500 08/15/2022 | 0.02% |
| BXMT 2021-FL4 A P/P 144A 01.1455 05/15/2038 | 0.02% |
| CAS 2016-C05 2M2 04.5344 01/25/2029 | 0.02% |
| CEDF 2013-1A ARR 144A 01.2143 04/20/2034 | 0.02% |
| CENTENE CORP 04.6250 12/15/2029 | 0.02% |
| CFCRE 2011-C2 E P/P 144A 05.9555 12/15/2047 | 0.02% |
| COMM 2013-CR13 C 05.0449 11/10/2046 | 0.02% |
| CSC HOLDINGS LLC 05.2500 06/01/2024 | 0.02% |
| CWALT 2006-OA7 1A2 01.0379 06/25/2046 | 0.02% |
| FAIRFAX FINL HLDGS USD 04.8500 04/17/2028 | 0.02% |
| GLOBAL PAYMENTS INC 04.0000 06/01/2023 | 0.02% |
| INTESA SANPAOLO SPA P/P 144A 04.1980 06/01/2032 | 0.02% |
| MRAIT 2020-11 A1X 01.7955 04/22/2022 | 0.02% |
| MRAIT 2021-NA1 A1X 01.5958 03/08/2022 | 0.02% |
| NETFLIX INC P/P 144A 05.3750 11/15/2029 | 0.02% |
| OZLM 2015-11A A1R 144A 01.3785 10/30/2030 | 0.02% |
| RECORDATI INDUSTRIA CHIMICA SEDOL B07DRZ5 | 0.02% |
| S&P MID 400 EMINI SEP21 FAU1 | 0.02% |
| SAMI 2007-AR7 1A1 00.9344 05/25/2047 | 0.02% |
| STAPLES INC P/P 144A 07.5000 04/15/2026 | 0.02% |
| ZAIS 2019-13A A1A 144A 01.6161 07/15/2032 | 0.02% |
| AMERICAN EXPRESS COMPANY 02.6500 12/02/2022 | 0.02% |
| AWPT 2014-2A A1R 144A 01.3561 10/15/2029 | 0.02% |
| BROADCOM INC 04.1500 11/15/2030 | 0.02% |
| CIT GROUP INC. 05.2500 03/07/2025 | 0.02% |
| CSAIL 2020-C19 XA IO 01.2377 03/15/2053 | 0.02% |
| DAITO TRUST CONSTRUCT CO LTD SEDOL 6250508 | 0.02% |
| DEUTSCHE BANK NY 03.7290 01/14/2032 | 0.02% |
| DIVERSIFIED HEALTHCARE T 09.7500 06/15/2025 | 0.02% |
| FNMA FN30 BC2733 UMBS 03.0000 05/01/2046 | 0.02% |
| GCP APPLIED TECH P/P 144A 05.5000 04/15/2026 | 0.02% |
| GWOLF 2015-1A A1R 144A 01.2853 01/27/2031 | 0.02% |
| HARGREAVES LANSDOWN PLC SEDOL B1VZ0M2 | 0.02% |
| JPMCC 2012-C6 E 144A 05.3103 05/15/2045 | 0.02% |
| LEVEL 3 FIN INC P/P 144A 04.6250 09/15/2027 | 0.02% |
| MOODY'S CORPORATION 02.0000 08/19/2031 | 0.02% |
| NOVELIS CORP P/P 144A 04.7500 01/30/2030 | 0.02% |
| PROLOGIS INC SEDOL B44WZD7 | 0.02% |
| RAYTHEON TECH CORP 04.1250 11/16/2028 | 0.02% |
| SHRP 2020-1 NOTE 03.0253 07/25/2024 | 0.02% |
| SIMON PROPERTY GROUP INC SEDOL 2812452 | 0.02% |
| VIFN SW R US0001M P 12/15/25 GS | 0.02% |
| AIR LEASE CORP 04.6250 10/01/2028 | 0.02% |
| ALLY FINANCIAL INC 08.0000 11/01/2031 | 0.02% |
| BECTON DICKINSON AND CO 01.9570 02/11/2031 | 0.02% |
| BERRY GLOBAL INC P/P 144A 01.5700 01/15/2026 | 0.02% |
| BIOGEN INC 03.6250 09/15/2022 | 0.02% |
| CGMS C17A A1AR 144A 01.1585 04/30/2031 | 0.02% |
| CSAIL 2015-C1 D 144A 03.9043 04/15/2050 | 0.02% |
| DUKE ENERGY CORP 03.1500 08/15/2027 | 0.02% |
| FIRST QUANTUM MINERA P/P 144A 07.5000 04/01/2025 | 0.02% |
| FNMA FN30 AS8056 UMBS 03.0000 10/01/2046 | 0.02% |
| GLOBAL MEDICAL RESPONS L+475 05.7500 10/05/2025 | 0.02% |
| IHEARTCOMMUNICATIONS INC 08.3750 05/01/2027 | 0.02% |
| INDIGO NATURAL RES L P/P 144A 05.3750 02/01/2029 | 0.02% |
| JPMBB 2014-C22 C 04.7047 09/15/2047 | 0.02% |
| MATCH GRP HLD II LLC P/P 144A 04.6250 06/01/2028 | 0.02% |
| MONDELEZ INT HOLD NE P/P 144A 02.1250 09/19/2022 | 0.02% |
| MRAIT 2021-EBO1 A1X 01.8455 02/16/2022 | 0.02% |
| NETFLIX INC. 05.8750 11/15/2028 | 0.02% |
| NRG P/P 144A 03.7500 06/15/2024 | 0.02% |
| OCCIDENTAL PETROLEUM COR 06.4500 09/15/2036 | 0.02% |
| ONCOR ELECTRIC DELIV 03.7500 04/01/2045 | 0.02% |
| RAYMOND JAMES FINANCIAL INC SEDOL 2718992 | 0.02% |
| REPUBLIC OF COLOMBIA USD 03.8750 04/25/2027 | 0.02% |
| SOCIETE GENERALE P/P 144A 05.3750 11/18/2050 | 0.02% |
| SUMITOMO REALTY & DEVELOPMEN SEDOL 6858902 | 0.02% |
| TENET HEALTHCARE COR P/P 144A 05.1250 11/01/2027 | 0.02% |
| TORONTO-DOMINION BANK USD 03.6250 09/15/2031 | 0.02% |
| UBS AG LONDON P/P 144A 01.7500 04/21/2022 | 0.02% |
| UBSCM 2012-C1 C 144A 05.7355 05/10/2045 | 0.02% |
| WFRBS 2013-C11 AS 03.3110 03/15/2045 | 0.02% |
| BP CAPITAL MARKETS PLC USD 03.2790 09/19/2027 | 0.01% |
| CGCMT 2014-GC21 AS 04.0260 05/10/2047 | 0.01% |
| CITIGROUP INC 04.5000 01/14/2022 | 0.01% |
| COMCAST CORPORATION 03.3750 02/15/2025 | 0.01% |
| COMM 2013-CR13 AM 04.4490 11/10/2046 | 0.01% |
| CSC HOLDINGS LLC P/P 144A 07.5000 04/01/2028 | 0.01% |
| FNMA FN30 BJ9256 UMBS 04.0000 06/01/2048 | 0.01% |
| GSMS 2012-GCJ9 C 144A 04.4480 11/10/2045 | 0.01% |
| GSMS 2015-GC32 AS 04.0180 07/10/2048 | 0.01% |
| HCA INC 03.5000 07/15/2051 | 0.01% |
| HESS MIDSTREAM P P/P 144A 05.6250 02/15/2026 | 0.01% |
| LENNAR CORP 04.7500 11/29/2027 | 0.01% |
| MERCK & CO INC 03.7000 02/10/2045 | 0.01% |
| MET LIFE GLOB P/P 144A 02.4000 06/17/2022 | 0.01% |
| MSBAM 2012-C6 D 144A 04.7568 11/15/2045 | 0.01% |
| ORACLE CORP 01.9000 09/15/2021 | 0.01% |
| PNC BANK NA 02.0280 12/09/2022 | 0.01% |
| PULTEGROUP INC. 07.8750 06/15/2032 | 0.01% |
| RELIANCE STEEL & ALUMINUM SEDOL 2729068 | 0.01% |
| SCHLUMBERGER LTD SEDOL 2779201 | 0.01% |
| TPAT 2018-SL1 A 144A 00.6844 01/25/2046 | 0.01% |
| WALT DISNEY COMPANY 07.7500 12/01/2045 | 0.01% |
| WASTE PRO USA INC P/P 144A 05.5000 02/15/2026 | 0.01% |
| WESTLAKE CHEMICAL CORP 02.8750 08/15/2041 | 0.01% |
| WESTROCK MWV LLC 08.2000 01/15/2030 | 0.01% |
| WFCM 2016-LC25 AS 04.0932 12/15/2059 | 0.01% |
| 4502 JP R US0001M P 12/15/25 GS | 0.01% |
| 4523 JP R US0001M P 12/15/25 GS | 0.01% |
| ARCELORMITTAL USD 07.0000 10/15/2039 | 0.01% |
| ARD FINANCE SA P/P 144A 06.5000 06/30/2027 | 0.01% |
| BERKSHIRE HATHAWAY INC-CL B SEDOL 2073390 | 0.01% |
| BNP PARIBAS P/P 144A 02.5880 08/12/2035 | 0.01% |
| BRAND ENERGY & INFRAST L+425 05.2500 06/21/2024 | 0.01% |
| CD 2017-CD6 AM 03.7090 11/13/2050 | 0.01% |
| CITIGROUP INC 03.8750 02/18/2051 | 0.01% |
| CLUB CAR TL L+400 04.5000 06/01/2028 | 0.01% |
| DUKE ENERGY CORP 04.2000 06/15/2049 | 0.01% |
| DUKE ENERGY OHIO INC 03.6500 02/01/2029 | 0.01% |
| ENBRIDGE INC USD 04.5000 06/10/2044 | 0.01% |
| ENDEAVOR ENERGY P/P 144A 05.7500 01/30/2028 | 0.01% |
| EOG RESOURCES INC 02.6250 03/15/2023 | 0.01% |
| EUR/USD 09/15/2021 RBSF | 0.01% |
| FHLMC FR30 ZS4703 UMBS 03.0000 02/01/2047 | 0.01% |
| FIRST QUANTUM MINERA P/P 144A 06.8750 03/01/2026 | 0.01% |
| FUJIFILM HOLDINGS CORP SEDOL 6356525 | 0.01% |
| GNR 2020-138 AI IO 03.0000 09/20/2050 | 0.01% |
| GOLDEN NUGGET INC P/P 144A 06.7500 10/15/2024 | 0.01% |
| HOME DEPOT INC 02.6250 06/01/2022 | 0.01% |
| IMOLA MERGER CORP P/P 144A 04.7500 05/15/2029 | 0.01% |
| LBMLT 2004-1 A2 00.8844 02/25/2034 | 0.01% |
| MET LIFE GLOB P/P 144A 01.9500 01/13/2023 | 0.01% |
| NZD/USD 10/20/2021 JPMCB | 0.01% |
| OMNICOM GP/OMNICOM CAP 03.6000 04/15/2026 | 0.01% |
| PERTAMINA PERSERO PT P/P 144A 04.3000 05/20/2023 | 0.01% |
| PM GENERAL PURCHASER P/P 144A 09.5000 10/01/2028 | 0.01% |
| PPSI 2004-WCW2 M3 01.1344 10/25/2034 | 0.01% |
| SCIENTIFIC GAMES P/P 144A 07.2500 11/15/2029 | 0.01% |
| SENSATA TECH INC P/P 144A 03.7500 02/15/2031 | 0.01% |
| SPST 2021-WL1 A 00.7393 01/26/2054 | 0.01% |
| SPST 2021-WL2 A 00.7844 03/25/2054 | 0.01% |
| STACR 2015-DNA3 M3 04.7844 04/25/2028 | 0.01% |
| STAR 2020-3 A3 02.5910 04/25/2065 | 0.01% |
| THE AES CORPORATION 02.4500 01/15/2031 | 0.01% |
| TOWNSQUARE MEDIA INC P/P 144A 06.8750 02/01/2026 | 0.01% |
| VERIZON COMMUNICATIONS 04.4000 11/01/2034 | 0.01% |
| VERIZON COMMUNICATIONS 05.2500 03/16/2037 | 0.01% |
| 4507 JP R US0001M P 12/15/25 GS | 0.01% |
| ALLISON TRANSMISSION P/P 144A 04.7500 10/01/2027 | 0.01% |
| AMERICAN BATH GROUP TL L+375 04.2500 11/23/2027 | 0.01% |
| AMGEN INC 02.6000 08/19/2026 | 0.01% |
| APPLE INC 03.8500 05/04/2043 | 0.01% |
| ASHTEAD CAPITAL INC P/P 144A 02.4500 08/12/2031 | 0.01% |
| BERKSHIRE HATHAWAY FIN 02.8500 10/15/2050 | 0.01% |
| COMPASS MIN INTL P/P 144A 06.7500 12/01/2027 | 0.01% |
| CRC ESCROW ISSUER LL P/P 144A 05.2500 10/15/2025 | 0.01% |
| CROWN CASTLE INTL CORP 03.7000 06/15/2026 | 0.01% |
| DCP MIDSTREAM P/P 144A 06.7500 09/15/2037 | 0.01% |
| DELTA/SKYMILES P/P 144A 04.7500 10/20/2028 | 0.01% |
| DIAMOND 1 FIN/DIAM 06.0200 06/15/2026 | 0.01% |
| EUR/USD 09/15/2021 JPMCB | 0.01% |
| FAIRFAX US INC P/P 144A 04.8750 08/13/2024 | 0.01% |
| FORD MOTOR COMPANY 09.0000 04/22/2025 | 0.01% |
| GALXY 2016-22A ARR 144A 01.3264 04/16/2034 | 0.01% |
| GSMS 2017-GS7 AS 03.6630 08/10/2050 | 0.01% |
| GSMS 2019-GC42 AS 03.2117 09/01/2052 | 0.01% |
| HYATT HOTELS CORP 04.8500 03/15/2026 | 0.01% |
| IBM CORP 01.8750 08/01/2022 | 0.01% |
| INTERCONTINENTALEXCHANGE 02.6500 09/15/2040 | 0.01% |
| IVORY COAST REGS 05.3750 07/23/2024 | 0.01% |
| JPMCC 2014-C20 AS 04.0432 07/15/2047 | 0.01% |
| KRAFT HEINZ FOODS CO 05.0000 07/15/2035 | 0.01% |
| MWST 2021-2 A 00.8344 04/25/2055 | 0.01% |
| NUTRIEN LTD USD 04.1250 03/15/2035 | 0.01% |
| POMEGRANATE MERGER S P/P 144A 09.7500 05/01/2023 | 0.01% |
| REPUBLIC OF KAZAKHSTAN REGS 05.1250 07/21/2025 | 0.01% |
| REPUBLIC OF SOUTH AFRICA USD 04.8500 09/27/2027 | 0.01% |
| SAUDI INTERNATIONAL BOND REGS 02.9000 10/22/2025 | 0.01% |
| SIRIUS XM RADIO INC P/P 144A 04.0000 07/15/2028 | 0.01% |
| SOLENIS 1STL L+400 04.0846 06/26/2025 | 0.01% |
| SPRINT CORP 07.2500 09/15/2021 | 0.01% |
| STACR 2016-HQA2 M3 05.2344 11/25/2028 | 0.01% |
| VIBR 2018-8A A1A 144A 01.2743 01/20/2031 | 0.01% |
| WFRBS 2011-C3 D 144A 05.5133 03/15/2044 | 0.01% |
| WFRBS 2014-C22 XA IO 00.9443 09/15/2057 | 0.01% |
| ZI TECH/ZI FIN P/P 144A 03.8750 02/01/2029 | 0.01% |
| ZOETIS INC 03.9000 08/20/2028 | 0.01% |
| 4530 JP R US0001M P 12/15/25 GS | 0.01% |
| ALTICE FRANCE P/P 144A 06.0000 02/15/2028 | 0.01% |
| BCPE ULYSSES P/P 144A 07.7500 04/01/2027 | 0.01% |
| BEASLEY MEZZANIN P/P 144A 08.6250 02/01/2026 | 0.01% |
| BMW US CAPITAL LLC P/P 144A 03.9500 08/14/2028 | 0.01% |
| BOMBARDIER INC P/P 144A 07.8750 04/15/2027 | 0.01% |
| BPCE SA P/P 144A 04.5000 03/15/2025 | 0.01% |
| CAS 2016-C03 2M2 05.9844 10/25/2028 | 0.01% |
| CAS 2016-C06 1M2 04.3344 04/25/2029 | 0.01% |
| CITIGROUP INC 02.9000 12/08/2021 | 0.01% |
| CITIGROUP INC 03.8870 01/10/2028 | 0.01% |
| CLUBCORP HLDG INC P/P 144A 08.5000 09/15/2025 | 0.01% |
| COMM 2014-CR18 C 04.9143 07/15/2047 | 0.01% |
| CROWN CASTLE INTL CORP 03.6500 09/01/2027 | 0.01% |
| CWALT 2005-59 1A1 00.7484 11/20/2035 | 0.01% |
| ELMW4 2020-1A A 144A 01.3661 04/15/2033 | 0.01% |
| FORD MOTOR CREDIT CO LLC 04.0000 11/13/2030 | 0.01% |
| FRONTIER COMM P/P 144A 06.7500 05/01/2029 | 0.01% |
| GOOGLE INC 03.3750 02/25/2024 | 0.01% |
| HOWMET AEROSPACE INC 03.0000 01/15/2029 | 0.01% |
| HUNTINGTON BANCSHARES 04.3500 02/04/2023 | 0.01% |
| JOHNSON CONTROLS INTL PL 04.9500 07/02/2064 | 0.01% |
| KRAFT HEINZ FOODS CO 03.0000 06/01/2026 | 0.01% |
| LIONS GATE CAP HOLD P/P 144A 05.5000 04/15/2029 | 0.01% |
| LMAT 2019-GS7 A1 03.2500 11/25/2059 | 0.01% |
| MDPK 2018-30A A 144A 00.8761 04/15/2029 | 0.01% |
| MORGN 2020-6A A 144A 01.4779 10/23/2033 | 0.01% |
| MSBAM 2013-C8 B 03.6592 12/15/2048 | 0.01% |
| OASIS PETROLEUM INC SEDOL BLDDYB1 | 0.01% |
| OCCIDENTAL PETROLEUM COR 06.2000 03/15/2040 | 0.01% |
| PARK-OHIO INDUSTRIES INC 06.6250 04/15/2027 | 0.01% |
| PETROBRAS GLOBAL FINANCE USD 05.6000 01/03/2031 | 0.01% |
| PHH MORTGAGE CORP P/P 144A 07.8750 03/15/2026 | 0.01% |
| PRECISION DRILL P/P 144A 07.1250 01/15/2026 | 0.01% |
| QUORUM HEALTH EXT TL L+650 07.5000 04/29/2025 | 0.01% |
| REPUBLICA ORIENT URUGUAY USD 07.6250 03/21/2036 | 0.01% |
| RRAM 2020-12A AAR2 144A 01.4861 01/15/2036 | 0.01% |
| SCOTTS MIRACLE-GRO 04.5000 10/15/2029 | 0.01% |
| SERVICE CORP INTL 05.1250 06/01/2029 | 0.01% |
| SPEAK 2020-8A A 144A 01.4043 04/20/2033 | 0.01% |
| STEVENS HLDG CO INC P/P 144A 06.1250 10/01/2026 | 0.01% |
| TERRIER MEDIA BU P/P 144A 08.8750 12/15/2027 | 0.01% |
| TEVA PHARMACEUTICALS NE USD 06.7500 03/01/2028 | 0.01% |
| TRANSCANADA TRUST USD 05.3000 03/15/2077 | 0.01% |
| UBS GROUP AG P/P 144A 04.1250 04/15/2026 | 0.01% |
| VIDEOTRON LTD / LTEE P/P 144A 05.1250 04/15/2027 | 0.01% |
| VISTRA CORP P/P 144A 04.3000 07/15/2029 | 0.01% |
| WAMU 2005-AR12 1A8 02.8801 10/25/2035 | 0.01% |
| WFCM 2013-LC12 C 04.4431 07/15/2046 | 0.01% |
| WFCM 2019-C52 XA IO 01.7589 08/15/2052 | 0.01% |
| WFRBS 2011-C5 D 144A 05.9613 11/15/2044 | 0.01% |
| WFRBS 2013-C11 C 04.3252 03/15/2045 | 0.01% |
| YCLO 2016-2A A1R 144A 01.2243 04/20/2032 | 0.01% |
| 2.00 R ISWP FWD US0003M P 09/15/2051 | 0.01% |
| ALPHABET INC 01.9980 08/15/2026 | 0.01% |
| ANCESTRY.COM 1L TL L+325 03.7500 12/06/2027 | 0.01% |
| APPLE INC 04.3750 05/13/2045 | 0.01% |
| BANK OF AMERICA CORP 06.1000 12/29/2049 | 0.01% |
| CF INDUSTRIES INC 04.9500 06/01/2043 | 0.01% |
| CISCO SYSTEMS INC 02.5000 09/20/2026 | 0.01% |
| CITIGROUP INC 04.4500 09/29/2027 | 0.01% |
| CITIGROUP INC 04.7500 05/18/2046 | 0.01% |
| COMM 2014-CR17 C 04.9458 05/10/2047 | 0.01% |
| CONTINENTAL RES 04.5000 04/15/2023 | 0.01% |
| CONTINENTAL RESO P/P 144A 05.7500 01/15/2031 | 0.01% |
| CREDIT SUISSE GRP AG P/P 144A 03.8690 01/12/2029 | 0.01% |
| CREDIT SUISSE GRP AG P/P 144A 06.2500 12/18/2024 | 0.01% |
| DISH DBS CORPORATION 07.7500 07/01/2026 | 0.01% |
| DOMINICAN REPUBLIC REGS 06.4000 06/05/2049 | 0.01% |
| ELMW2 2019-2A AR 144A 01.2843 04/20/2034 | 0.01% |
| ENLINK MIDSTREAM LLC P/P 144A 05.6250 01/15/2028 | 0.01% |
| ERAC USA FINANCE LLC P/P 144A 04.5000 02/15/2045 | 0.01% |
| ERAC USA FINANCE LLC P/P 144A 05.6250 03/15/2042 | 0.01% |
| FHMS K099 X1 IO 01.0047 09/25/2029 | 0.01% |
| FNMA FN30 AS7154 UMBS 03.0000 05/01/2046 | 0.01% |
| GOLDMAN SACHS GROUP INC 05.7500 01/24/2022 | 0.01% |
| GW B-CR SECURITY P/P 144A 09.5000 11/01/2027 | 0.01% |
| HIK LN R US0001M P 12/15/25 GS | 0.01% |
| HOLLY PAR/FIN P/P 144A 05.0000 02/01/2028 | 0.01% |
| HUNTSMAN INTERNATIONAL LLC 04.5000 05/01/2029 | 0.01% |
| HUSKY III HLDG LTD P/P 144A 13.0000 02/15/2025 | 0.01% |
| HUSKY INJECTION MOLDIN L+300 03.1666 03/28/2025 | 0.01% |
| ISTAR INC 04.7500 10/01/2024 | 0.01% |
| JPMCC 2012-C8 D 144A 04.8278 10/15/2045 | 0.01% |
| KEURIG DR PEPPER INC 04.5970 05/25/2028 | 0.01% |
| KINGDOM OF BAHRAIN REGS 05.2500 01/25/2033 | 0.01% |
| LMAT 2020-GS1 A1 02.8820 10/25/2059 | 0.01% |
| MATTAMY GROUP CORP P/P 144A 05.2500 12/15/2027 | 0.01% |
| MCAS 2019-01 M7 144A 01.7844 10/15/2049 | 0.01% |
| MSBAM 2014-C14 C 05.2179 02/15/2047 | 0.01% |
| MSC 2011-C3 B 144A 05.4601 07/15/2049 | 0.01% |
| NN GROUP NV SEDOL BNG8PQ9 | 0.01% |
| ORACLE CORP 03.6500 03/25/2041 | 0.01% |
| PFIZER INC 03.0000 12/15/2026 | 0.01% |
| REG18 2021-1A A1 144A 01.2261 01/15/2034 | 0.01% |
| ROYAL BANK OF CANADA USD 04.6500 01/27/2026 | 0.01% |
| SABRE GLBL INC P/P 144A 09.2500 04/15/2025 | 0.01% |
| SALESFORCE.COM INC 02.9000 07/15/2051 | 0.01% |
| SALESFORCE.COM INC 03.0500 07/15/2061 | 0.01% |
| SANTANDER UK GROUP H P/P 144A 04.7500 09/15/2025 | 0.01% |
| SHACK 2017-11A AR 144A 01.2148 08/15/2030 | 0.01% |
| SNDPT 2018-1A A 144A 01.1261 04/15/2031 | 0.01% |
| SPRINT CORP 07.6250 03/01/2026 | 0.01% |
| STAR 2020-2 M1E 03.0000 04/25/2060 | 0.01% |
| SWISS RE TREAS P/P 144A 04.2500 12/06/2042 | 0.01% |
| TRANSDIGM INC 05.5000 11/15/2027 | 0.01% |
| TRK 2019-1 A1 04.5351 03/25/2022 | 0.01% |
| VERIZON COMMUNICATIONS 02.5500 03/21/2031 | 0.01% |
| WERNER FINCO LP/INC P/P 144A 08.7500 07/15/2025 | 0.01% |
| WFCM 2013-LC12 AS 04.4431 07/15/2046 | 0.01% |
| WYNN LAS VEGAS P/P 144A 05.2500 05/15/2027 | 0.01% |
| ABBVIE INC P/P 03.8000 03/15/2025 | 0.01% |
| ALLEGHENY TECHNOLOGIES INC 07.8750 08/15/2023 | 0.01% |
| ALLIANT HOLDINGS P/P 144A 06.7500 10/15/2027 | 0.01% |
| ALTICE FRANCE P/P 144A 10.5000 05/15/2027 | 0.01% |
| AMGEN INC 04.6630 06/15/2051 | 0.01% |
| ANALOG DEVICES INC 03.9000 12/15/2025 | 0.01% |
| ANHEUSER-BUSCH INBEV WOR 04.7500 01/23/2029 | 0.01% |
| ANHEUSER-BUSCH INBEV WOR 05.5500 01/23/2049 | 0.01% |
| APPLE INC 02.8500 05/11/2024 | 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% |
| BATH & BODY WORKS INC 07.5000 06/15/2029 | 0.01% |
| BAUSCH HLTH AMERICAS P/P 144A 08.5000 01/31/2027 | 0.01% |
| BAUSCH HLTH COS INC P/P 144A 06.1250 04/15/2025 | 0.01% |
| BHLD 2020-1 A2 02.6000 02/25/2055 | 0.01% |
| BLACKSTONE CQP HOLDCO L+375 04.2500 06/04/2028 | 0.01% |
| BMARK 2019-B11 AS 03.7840 05/15/2052 | 0.01% |
| BP CAP MARKETS AMERICA 03.1190 05/04/2026 | 0.01% |
| CAD/USD 10/20/2021 SSBT | 0.01% |
| CALLON PETROLEUM CO 06.1250 10/01/2024 | 0.01% |
| CARVL 2019-1A ANR 144A 01.2443 04/20/2032 | 0.01% |
| CAS 2016-C01 2M2 07.0344 08/25/2028 | 0.01% |
| CAS 2018-C04 2M2 02.6344 12/25/2030 | 0.01% |
| CENGAGE LEARNING INC P/P 144A 09.5000 06/15/2024 | 0.01% |
| CGCMT 2014-GC19 D 144A 05.2599 03/10/2047 | 0.01% |
| COMCAST CORP 02.3500 01/15/2027 | 0.01% |
| COMM 2014-LC15 AM 04.1980 04/10/2047 | 0.01% |
| COMM 2015-DC1 AM 03.7240 02/10/2048 | 0.01% |
| COX COMM INC P/P 144A 02.9500 10/01/2050 | 0.01% |
| CROWN CASTLE INTL CORP 03.8000 02/15/2028 | 0.01% |
| CSX CORP 04.1000 03/15/2044 | 0.01% |
| DEN14 2016-1A A1R 144A 01.4179 10/23/2031 | 0.01% |
| DEN17 2018-1A AR 144A 01.1861 10/15/2031 | 0.01% |
| DEUTSCHE TELEKOM INT FIN USD 08.7500 06/15/2030 | 0.01% |
| ELANCO ANIMAL HEALTH 05.9000 08/28/2028 | 0.01% |
| EMBARQ CORPORATION 07.9950 06/01/2036 | 0.01% |
| ENCINO ACQ PARTN P/P 144A 08.5000 05/01/2028 | 0.01% |
| ERAC USA FINANCE LLC P/P 144A 07.0000 10/15/2037 | 0.01% |
| FHMS K087 X1 IO 00.5098 12/25/2028 | 0.01% |
| FREEPORT-MCMORAN INC 04.3750 08/01/2028 | 0.01% |
| HCA INC. 05.3750 09/01/2026 | 0.01% |
| HLSY 2020-3A A1A 144A 01.5785 11/30/2032 | 0.01% |
| HUB INTL LTD P/P 144A 07.0000 05/01/2026 | 0.01% |
| INTL FLAVOR & FRAGRANCES 04.4500 09/26/2028 | 0.01% |
| LEVI STRAUSS & CO P/P 144A 03.5000 03/01/2031 | 0.01% |
| MITSUBISHI UFJ FIN GRP USD 03.8500 03/01/2026 | 0.01% |
| OVINTIV INC 07.3750 11/01/2031 | 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% |
| PROVIDENT FDG/PFG FI P/P 144A 06.3750 06/15/2025 | 0.01% |
| REP OF INDONESIA P/P 144A 03.3750 04/15/2023 | 0.01% |
| ROCKET SOFTWARE INC P/P 144A 06.5000 02/15/2029 | 0.01% |
| SEK/USD 09/15/2021 SSBT | 0.01% |
| SERVICENOW INC 01.4000 09/01/2030 | 0.01% |
| SHERWIN-WILLIAMS CO 03.4500 06/01/2027 | 0.01% |
| SLH TL B 1L USD L+400 04.5000 06/03/2028 | 0.01% |
| STACR 2018-HQA1 M2 02.3844 09/25/2030 | 0.01% |
| STARWOOD PROP TR 04.7500 03/15/2025 | 0.01% |
| T-MOBILE USA INC. 04.7500 02/01/2028 | 0.01% |
| TCI COMMUNICATIONS INC 07.1250 02/15/2028 | 0.01% |
| TENET HEALTHCARE P/P 144A 04.2500 06/01/2029 | 0.01% |
| TEVA PHARMACEUTICALS NE USD 06.0000 04/15/2024 | 0.01% |
| TMS INTL CORP P/P 144A 06.2500 04/15/2029 | 0.01% |
| TREASURY BILL 00.0000 09/14/2021 | 0.01% |
| UNITEDHEALTH GROUP INC 03.9500 10/15/2042 | 0.01% |
| UNIVAR SOLUTIONS P/P 144A 05.1250 12/01/2027 | 0.01% |
| VIATRIS INC P/P 144A 02.3000 06/22/2027 | 0.01% |
| VISTRA OPERATION P/P 144A 03.5500 07/15/2024 | 0.01% |
| VISTRA OPERATION P/P 144A 05.5000 09/01/2026 | 0.01% |
| VMWARE INC 02.2000 08/15/2031 | 0.01% |
| WAMU 2007-HY2 1A1 02.9850 12/25/2036 | 0.01% |
| WASTE CONNECTIONS INC 03.5000 05/01/2029 | 0.01% |
| WESTPAC BANKING CORP USD 02.9630 11/16/2040 | 0.01% |
| WYNN RESORTS FIN LLC P/P 144A 05.1250 10/01/2029 | 0.01% |
| 4503 JP R US0001M P 12/15/25 GS | 0.01% |
| AHEAD DB HLDG LLC P/P 144A 06.6250 05/01/2028 | 0.01% |
| AIR METHODS CORP P/P 144A 08.0000 05/15/2025 | 0.01% |
| ALIMENTATION COUCHE-TARD 3.550000 07/26/2027 | 0.01% |
| ALPHABET INC 02.2500 08/15/2060 | 0.01% |
| AMERICAN AIRLINE P/P 144A 05.5000 04/20/2026 | 0.01% |
| AMERICAN AIRLINE P/P 144A 05.7500 04/20/2029 | 0.01% |
| ARDAGH PKG FIN/HLDGS P/P 144A 04.1250 08/15/2026 | 0.01% |
| ARES 2021-60A A 144A 01.2549 07/18/2034 | 0.01% |
| BAFC 2005-B 3M1 00.7634 04/20/2035 | 0.01% |
| BANK 2019-BN20 XA IO 00.9588 09/15/2062 | 0.01% |
| BMARK 2018-B8 AS 04.5324 01/15/2052 | 0.01% |
| BMARK 2019-B13 AM 03.1830 08/15/2057 | 0.01% |
| BMIR 2019-4A M1C 144A 02.5844 10/25/2029 | 0.01% |
| BOYD GAMING CORP P/P 144A 04.7500 06/15/2031 | 0.01% |
| BROOKFIELD RESID P/P 144A 05.0000 06/15/2029 | 0.01% |
| BSP 2018-5BA A1A 144A 01.2243 04/20/2031 | 0.01% |
| CANYC 2019-2A A 144A 01.4961 10/15/2032 | 0.01% |
| CBAM 2019-9A A 144A 01.4061 02/12/2030 | 0.01% |
| CENOVUS ENERGY INC USD 06.7500 11/15/2039 | 0.01% |
| CENTENNIAL RESOURCE P/P 144A 05.3750 01/15/2026 | 0.01% |
| CGMS 2017-1A A1R 144A 01.1343 04/20/2031 | 0.01% |
| CGMS 2017-4A A1 144A 01.3061 01/15/2030 | 0.01% |
| CHARTER COMM OPT LLC/CAP 04.8000 03/01/2050 | 0.01% |
| CHS/COMMUNITY P/P 144A 06.8750 04/15/2029 | 0.01% |
| CIGNA CORP 03.7500 07/15/2023 | 0.01% |
| CINEMARK USA INC P/P 144A 05.2500 07/15/2028 | 0.01% |
| CISCO SYSTEMS INC 05.9000 02/15/2039 | 0.01% |
| CLARIV SCI HLD CORP P/P 144A 04.8750 07/01/2029 | 0.01% |
| CNO FINANCIAL GROUP INC 05.2500 05/30/2029 | 0.01% |
| COMCAST CORP 03.4500 02/01/2050 | 0.01% |
| COMM 2014-LC15 B 04.5990 04/10/2047 | 0.01% |
| COMSTOCK RE INC P/P 144A 05.8750 01/15/2030 | 0.01% |
| CONSTELLIUM SE P/P 144A 05.8750 02/15/2026 | 0.01% |
| CSAIL 2019-C15 B 04.4757 03/15/2052 | 0.01% |
| DEVON ENERGY CORPORATION 07.9500 04/15/2032 | 0.01% |
| DIEBOLD NIXDORF INC 08.5000 04/15/2024 | 0.01% |
| DIGITAL REALTY TRUST LP 04.4500 07/15/2028 | 0.01% |
| DOLLAR GENERAL CORP 03.2500 04/15/2023 | 0.01% |
| ENDEAVOR ENERGY P/P 144A 06.6250 07/15/2025 | 0.01% |
| EUR/USD 09/15/2021 BCAP-FX | 0.01% |
| FIVE CORNERS FUNDING P/P 144A 04.4190 11/15/2023 | 0.01% |
| FNMA FN30 AS8074 UMBS 03.0000 10/01/2046 | 0.01% |
| FORD MOTOR CREDIT CO LLC 04.2710 01/09/2027 | 0.01% |
| FORD MOTOR CREDIT CO LLC 05.1130 05/03/2029 | 0.01% |
| GARTNER INC P/P 144A 03.7500 10/01/2030 | 0.01% |
| GCBSL 2020-48A A1 144A 01.4439 04/17/2033 | 0.01% |
| GLM 2019-5A A 144A 01.4343 10/20/2032 | 0.01% |
| GNR 2015-H25 BI IO 01.9776 10/20/2065 | 0.01% |
| GRANITE US HLDG CORP P/P 144A 11.0000 10/01/2027 | 0.01% |
| GSMS 2012-GC6 AS P/P 144A 04.9480 01/10/2045 | 0.01% |
| GSMS 2013-GCJ14 B P/P 144A 04.8969 08/10/2046 | 0.01% |
| GUGG4 2016-1A A1S1 144A 01.3561 10/15/2031 | 0.01% |
| INTELSAT JACKSON HLD P/P 144A 09.7500 07/15/2025 | 0.01% |
| ISTAR INC. 04.2500 08/01/2025 | 0.01% |
| ITT HOLDINGS LLC P/P 144A 06.5000 08/01/2029 | 0.01% |
| JAZZ PHARMA TLB L+350 04.0000 04/22/2028 | 0.01% |
| JOHNSON CONTROLS INTL PL 04.5000 02/15/2047 | 0.01% |
| JPMBB 2013-C12 B 04.2353 07/15/2045 | 0.01% |
| JPMCC 2010-C2 C 144A 05.8722 11/15/2043 | 0.01% |
| KAYNE 2019-6A A1 144A 01.5143 01/20/2033 | 0.01% |
| KRATON POLYMERS LLC/ P/P 144A 04.2500 12/15/2025 | 0.01% |
| L3HARRIS TECH INC 03.8500 12/15/2026 | 0.01% |
| L3HARRIS TECH INC 04.4000 06/15/2028 | 0.01% |
| LEVEL 3 FIN INC P/P 144A 04.2500 07/01/2028 | 0.01% |
| LINK REIT SEDOL B0PB4M7 | 0.01% |
| LLOYDS BANKING GROUP PLC USD 04.6500 03/24/2026 | 0.01% |
| LNSTR 2017-5 AS 144A 04.0210 03/10/2050 | 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% |
| MARSH & MCLENNAN COS INC 04.3750 03/15/2029 | 0.01% |
| MARSH & MCLENNAN COS INC 04.9000 03/15/2049 | 0.01% |
| MATCH GRP HLD II LLC P/P 144A 05.0000 12/15/2027 | 0.01% |
| MATTAMY GROUP CORP P/P 144A 04.6250 03/01/2030 | 0.01% |
| MAV ACQUISITION CORP P/P 144A 08.0000 08/01/2029 | 0.01% |
| MICROCHIP TECH INC 04.2500 09/01/2025 | 0.01% |
| MSBAM 2015-C24 B 04.4883 05/15/2048 | 0.01% |
| MWST 2020-1 A 00.9844 10/25/2053 | 0.01% |
| NATIONAL AUSTRALIA BK/NY 02.8750 04/12/2023 | 0.01% |
| NATWEST GROUP PLC USD 04.8920 05/18/2029 | 0.01% |
| NESCO HLDG II INC P/P 144A 05.5000 04/15/2029 | 0.01% |
| NETFLIX INC 04.8750 04/15/2028 | 0.01% |
| NEWELL BRANDS INC 04.7000 04/01/2026 | 0.01% |
| NRG ENERGY INC P/P 144A 03.8750 02/15/2032 | 0.01% |
| ONE CALL TLB L+550 06.2500 04/22/2027 | 0.01% |
| ONEMAIN FINANCE CORP 05.3750 11/15/2029 | 0.01% |
| ORGANON & CO/ORG P/P 144A 04.1250 04/30/2028 | 0.01% |
| OSAT 2020-RPL1 A1 03.0719 12/26/2059 | 0.01% |
| OWENS & MINOR INC P/P 144A 04.5000 03/31/2029 | 0.01% |
| PANTHER BF AGGRE 2 P/P 144A 08.5000 05/15/2027 | 0.01% |
| PFWST 2021-1 A 00.7844 02/25/2055 | 0.01% |
| PLMRS 2018-2A A1A 144A 01.2264 07/16/2031 | 0.01% |
| RBS GLOBAL/REXNO P/P 144A 04.8750 12/15/2025 | 0.01% |
| REPUBLIC OF PARAGUAY REGS 04.7000 03/27/2027 | 0.01% |
| REPUBLIC OF PARAGUAY REGS 04.9500 04/28/2031 | 0.01% |
| ROGERS COMMUNICATIONS IN USD 08.7500 05/01/2032 | 0.01% |
| RRAM 2018-3A A1R2 144A 01.2161 01/15/2030 | 0.01% |
| SENSATA TECH BV P/P 144A 04.0000 04/15/2029 | 0.01% |
| SHIFT4 PAYMENTS LLC P/P 144A 04.6250 11/01/2026 | 0.01% |
| SIX FLAGS THEME PARK P/P 144A 07.0000 07/01/2025 | 0.01% |
| SOUTHWESTERN ENERGY CO 05.3750 03/15/2030 | 0.01% |
| STACR 2016-HQA3 M3 03.9344 03/25/2029 | 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% |
| TRUIST BANK 02.6360 09/17/2029 | 0.01% |
| UNITED STATES STEEL CORP 06.8750 03/01/2029 | 0.01% |
| UNITEDHEALTH GROUP INC 02.7500 02/15/2023 | 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% |
| WAMU 2004-AR12 A2B 01.0044 10/25/2044 | 0.01% |
| WELF 2018-2A A1 144A 01.3343 10/20/2031 | 0.01% |
| WESCO DISTRIBUT P/P 144A 07.2500 06/15/2028 | 0.01% |
| WFCM 2013-LC12 D 144A 04.4431 07/15/2046 | 0.01% |
| WFRBS 2013-C15 D 144A 04.6451 08/15/2046 | 0.01% |
| WOODS 2018-17A A 144A 01.1983 04/22/2031 | 0.01% |
| AG ISSUER LLC P/P 144A 06.2500 03/01/2028 | 0.01% |
| AHM 2007-1 GA1C 00.2744 05/25/2047 | 0.01% |
| ALBERTSONS COS LLC P/P 144A 07.5000 03/15/2026 | 0.01% |
| APPLE INC 02.8000 02/08/2061 | 0.01% |
| ARES CAPITAL CORP 03.8750 01/15/2026 | 0.01% |
| AUST & NZ BANKING GR P/P 144A 06.7500 06/15/2026 | 0.01% |
| BANCO SANTANDER SA USD 04.3790 04/12/2028 | 0.01% |
| BANCO SANTANDER SA USD 05.1790 11/19/2025 | 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% |
| BRISTOL-MYERS SQUIBB CO 01.4500 11/13/2030 | 0.01% |
| CAS 2016-C07 2M2 04.4344 05/25/2029 | 0.01% |
| CAS 2018-C05 1M2 02.4344 01/25/2031 | 0.01% |
| CFCRE 2017-C8 B 04.1985 06/15/2050 | 0.01% |
| CGCMT 2018-C6 AS 04.6420 11/10/2051 | 0.01% |
| CHAMPIONX CORP 06.3750 05/01/2026 | 0.01% |
| CHARTER COMM OPT LLC/CAP 03.7500 02/15/2028 | 0.01% |
| CHENIERE CORP CHRIST 05.1250 06/30/2027 | 0.01% |
| CHF/USD 09/15/2021 SSBT | 0.01% |
| CHS/COMMUNITY P/P 144A 06.6250 02/15/2025 | 0.01% |
| CINEMARK USA INC P/P 144A 05.8750 03/15/2026 | 0.01% |
| CK ASSET HOLDINGS LTD SEDOL BYZQ077 | 0.01% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 CS | 0.01% |
| CMLTI 2005-2 1A2A 02.7641 05/25/2035 | 0.01% |
| CNO FINANCIAL GROUP INC 05.2500 05/30/2025 | 0.01% |
| COMSTOCK RE INC P/P 144A 06.7500 03/01/2029 | 0.01% |
| CONTINENTAL RESOURCES 04.3750 01/15/2028 | 0.01% |
| COX COMM INC P/P 144A 03.5000 08/15/2027 | 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% |
| CSAIL 2019-C17 AS 03.2783 09/15/2052 | 0.01% |
| CSC HOLDINGS LLC P/P 144A 05.7500 01/15/2030 | 0.01% |
| CSMC 2021-RPL4 A1 01.7956 12/27/2060 | 0.01% |
| CWALT 2006-OA19 A1 00.2684 02/20/2047 | 0.01% |
| DEERE & COMPANY 02.6000 06/08/2022 | 0.01% |
| DIRECTV FINANCING TL L+500 05.1214 07/22/2027 | 0.01% |
| DISH DBS CORP 05.1250 06/01/2029 | 0.01% |
| EMIR 2018-1 M1 01.7844 11/25/2028 | 0.01% |
| ENBRIDGE INC USD 04.2500 12/01/2026 | 0.01% |
| ENTERCOM MEDIA CORP P/P 144A 06.7500 03/31/2029 | 0.01% |
| ERF FP R US0001M P 12/15/25 GS | 0.01% |
| FHLMC FR30 ZS9547 UMBS 04.0000 09/01/2045 | 0.01% |
| FHMS K740 X1 00.8450 09/25/2027 | 0.01% |
| FULL HOUSE RESOR P/P 144A 08.2500 02/15/2028 | 0.01% |
| GBP/USD 09/15/2021 CITI | 0.01% |
| GBP/USD 09/15/2021 CSI-FX | 0.01% |
| GFL ENVIRON INC P/P 144A 05.1250 12/15/2026 | 0.01% |
| GLP CAPITAL LP / FIN II 05.2500 06/01/2025 | 0.01% |
| GLPG NA R US0001M P 12/15/25 GS | 0.01% |
| HESS MIDSTREAM P P/P 144A 05.1250 06/15/2028 | 0.01% |
| ICAHN ENTER/FIN 06.2500 05/15/2026 | 0.01% |
| IHEARTCOMMUNICATIONS INC 06.3750 05/01/2026 | 0.01% |
| KINDER MORGAN INC/DELAWA 07.7500 01/15/2032 | 0.01% |
| KKR GROUP FIN CO III P/P 144A 05.1250 06/01/2044 | 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% |
| LUN DC R US0001M P 12/15/25 GS | 0.01% |
| MAV ACQUISITION CORP P/P 144A 05.7500 08/01/2028 | 0.01% |
| MERCER INTL INC USD 05.5000 01/15/2026 | 0.01% |
| MSBAM 2014-C15 B 04.5650 04/15/2047 | 0.01% |
| MSC 2011-C3 D 144A 05.4601 07/15/2049 | 0.01% |
| MSC 2016-UB12 AS 03.7780 12/15/2049 | 0.01% |
| NABORS IND CV 00.7500 01/15/2024 | 0.01% |
| NEWZ 2021-1 A 00.8344 05/25/2055 | 0.01% |
| NSTAR ELECTRIC CO 02.3750 10/15/2022 | 0.01% |
| PACIFIC GAS & ELECTRIC 02.9500 03/01/2026 | 0.01% |
| PENNYMAC FIN SVCS IN P/P 144A 05.3750 10/15/2025 | 0.01% |
| PENSKE TRUCK LEASING P/P 144A 03.9000 02/01/2024 | 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% |
| SCIH SALT TLB L+400 04.7500 03/16/2027 | 0.01% |
| SINCLAIR TELE P/P 144A 05.5000 03/01/2030 | 0.01% |
| SPECTRUM BRANDS INC P/P 144A 03.8750 03/15/2031 | 0.01% |
| STACR 2016-DNA1 M3 05.6344 07/25/2028 | 0.01% |
| STACR 2016-HQA1 M3 06.4344 09/25/2028 | 0.01% |
| STACR 2017-DNA1 M2 03.3344 07/25/2029 | 0.01% |
| STATION CASINOS LLC P/P 144A 04.5000 02/15/2028 | 0.01% |
| STORA ENSO OYJ-R SHS SEDOL 5072673 | 0.01% |
| SUGAR HSP GAMING P/P 144A 05.8750 05/15/2025 | 0.01% |
| T-MOBILE USA INC 02.5500 02/15/2031 | 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% |
| TRANSDIGM INC P/P 144A 04.8750 05/01/2029 | 0.01% |
| TRIPADVISOR INC P/P 144A 07.0000 07/15/2025 | 0.01% |
| TWILIO INC 03.6250 03/15/2029 | 0.01% |
| UBS GROUP AG REGS 06.8750 12/29/2049 | 0.01% |
| UCB BB R US0001M P 12/15/25 GS | 0.01% |
| UNITED CONTINENTAL HOL L+375 04.5000 04/21/2028 | 0.01% |
| US BANCORP 02.9500 07/15/2022 | 0.01% |
| USA COMPRESSION PART 06.8750 04/01/2026 | 0.01% |
| VERTICAL HOLDCO GMBH P/P 144A 07.6250 07/15/2028 | 0.01% |
| WAMU 2005-AR11 A1B3 00.8844 08/25/2045 | 0.01% |
| WFCM 2014-LC16 XA IO 01.2438 08/15/2050 | 0.01% |
| WFCM 2015-NXS3 AS 03.9720 09/15/2057 | 0.01% |
| WHITE CAP BUYER LLC P/P 144A 06.8750 10/15/2028 | 0.01% |
| WR GRACE & CO-CONN P/P 144A 05.6250 10/01/2024 | 0.01% |
| 1011778 BC / NEW RED P/P 144A 03.8750 01/15/2028 | 0.01% |
| ADIENT GLOBAL HLDG P/P 144A 04.8750 08/15/2026 | 0.01% |
| ADT SEC CORP P/P 144A 04.1250 08/01/2029 | 0.01% |
| AIR LEASE CORP 02.1000 09/01/2028 | 0.01% |
| ALTICE FRANCE P/P 144A 07.3750 05/01/2026 | 0.01% |
| ALTICE FRANCE SA P/P 144A 05.1250 07/15/2029 | 0.01% |
| ALTICE FRANCE SA P/P 144A 05.5000 01/15/2028 | 0.01% |
| AMC ENT INC TLB L+300 03.0893 04/22/2026 | 0.01% |
| AMSTED INDUSTRIES P/P 144A 05.6250 07/01/2027 | 0.01% |
| ARDAGH METAL PAC P/P 144A 04.0000 09/01/2029 | 0.01% |
| AUST & NZ BANKING GR P/P 144A 02.5700 11/25/2035 | 0.01% |
| BANFF MERGER SUB INC P/P 144A 09.7500 09/01/2026 | 0.01% |
| BANK OF AMERICA CORP 02.4960 02/13/2031 | 0.01% |
| BAUSCH HLTH COS INC P/P 144A 04.8750 06/01/2028 | 0.01% |
| BERRY GLOBAL INC P/P 144A 01.6500 01/15/2027 | 0.01% |
| BLACK KNIGHT INFOSER P/P 144A 03.6250 09/01/2028 | 0.01% |
| BOISE CASCADE CO P/P 144A 04.8750 07/01/2030 | 0.01% |
| BOXER PARENT CO INC P/P 144A 09.1250 03/01/2026 | 0.01% |
| BRISTOL-MYERS 03.4000 07/26/2029 | 0.01% |
| BUILDERS FIRSTSOURCE P/P 144A 06.7500 06/01/2027 | 0.01% |
| BWAY HOLDING CO P/P 144A 07.2500 04/15/2025 | 0.01% |
| CAD/USD 10/20/2021 GSFX | 0.01% |
| CAMDEN PROPERTY TRUST 04.8750 06/15/2023 | 0.01% |
| CANPACK SA EASTERN L P/P 144A 03.1250 11/01/2025 | 0.01% |
| CANTOR FITZGERALD LP P/P 144A 06.5000 06/17/2022 | 0.01% |
| CAS 2017-C01 1EB1 01.3344 07/25/2029 | 0.01% |
| CASH MGMT BILL 00.0000 11/09/2021 | 0.01% |
| CCO HOLDINGS LLC P/P 144A 04.7500 03/01/2030 | 0.01% |
| CHARTER COMM OPT LLC/CAP 03.7000 04/01/2051 | 0.01% |
| CHENIERE ENERGYP P/P 144A 04.0000 03/01/2031 | 0.01% |
| CHF/USD 09/15/2021 JPMCB | 0.01% |
| CIFC 2018-2A A1 144A 01.1743 04/20/2031 | 0.01% |
| CITIGROUP INC 04.6000 03/09/2026 | 0.01% |
| CLARIOS GLOBAL L+325 03.3425 04/30/2026 | 0.01% |
| CLEAR CHANNEL OU P/P 144A 07.5000 06/01/2029 | 0.01% |
| CLEAR CHANNEL OU P/P 144A 07.7500 04/15/2028 | 0.01% |
| COMMONWEALTH BK AUST P/P 144A 02.6880 03/11/2031 | 0.01% |
| COMMSCOPE INC P/P 144A 08.2500 03/01/2027 | 0.01% |
| CONTINENTAL RESOURCES 04.9000 06/01/2044 | 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% |
| DIAMONDBACK ENERGY INC 03.2500 12/01/2026 | 0.01% |
| DIRECTV HLDGS/FN P/P 144A 05.8750 08/15/2027 | 0.01% |
| DISH DBS CORP 05.8750 11/15/2024 | 0.01% |
| DUKE ENERGY PROGRESS LLC 03.3750 09/01/2023 | 0.01% |
| ENERGY TRANSFER LP 05.8750 01/15/2024 | 0.01% |
| ENTERCOM MEDIA CORP P/P 144A 06.5000 05/01/2027 | 0.01% |
| EPICOR SOFTWARE/EAGLE L+325 04.0000 07/30/2027 | 0.01% |
| FISERV INC 03.5000 07/01/2029 | 0.01% |
| FREEDOM MTGE CORP P/P 144A 08.1250 11/15/2024 | 0.01% |
| FREEPORT-MCMORAN INC 05.4500 03/15/2043 | 0.01% |
| GBP/USD PUT 1.3645 20210930 BANKAM | 0.01% |
| GENERAL MOTORS CO 05.9500 04/01/2049 | 0.01% |
| GENESYS TELECOMMUNICAT L+400 04.7500 12/01/2027 | 0.01% |
| GOLDEN NUGGET INC P/P 144A 08.7500 10/01/2025 | 0.01% |
| GOLDMAN SACHS GROUP INC 03.6500 07/28/2051 | 0.01% |
| GOLDMAN SACHS GROUP INC 06.7500 10/01/2037 | 0.01% |
| GSMS 2010-C1 D 144A 06.1862 08/10/2043 | 0.01% |
| HERENS HOLDCO SARL P/P 144A 04.7500 05/15/2028 | 0.01% |
| HILTON WORLDWIDE FIN LLC 04.8750 04/01/2027 | 0.01% |
| HONEYWELL INTL 03.8120 11/21/2047 | 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% |
| INTERCONTINENTALEXCHANGE 01.8500 09/15/2032 | 0.01% |
| ISTAR INC 05.5000 02/15/2026 | 0.01% |
| JAZZ SECURITIES DAC P/P 144A 04.3750 01/15/2029 | 0.01% |
| KRW/USD 11/17/2021 JPMCB | 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% |
| MONDELEZ INTL HLDING P/P 144A 02.0000 10/28/2021 | 0.01% |
| NATIONSTAR MTG HLD I P/P 144A 05.5000 08/15/2028 | 0.01% |
| NEUBERGER BERMAN GRP P/P 144A 04.8750 04/15/2045 | 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% |
| NRG ENERGY INC P/P 144A 04.4500 06/15/2029 | 0.01% |
| OCCIDENTAL PETROLEUM COR 06.6250 09/01/2030 | 0.01% |
| ONEMAIN FINANCE CORP 06.8750 03/15/2025 | 0.01% |
| ORGANON & CO SEDOL BLDC8J4 | 0.01% |
| ORTHO-CLINICAL DIAGNOS L+300 03.0905 06/30/2025 | 0.01% |
| PBF HOLDING CO LLC P/P 144A 09.2500 05/15/2025 | 0.01% |
| PETROBRAS GLOBAL FINANCE USD 06.2500 03/17/2024 | 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% |
| RMLT 2020-2 A2 02.5080 05/25/2060 | 0.01% |
| SABINE PASS LIQUEFACTION 04.2000 03/15/2028 | 0.01% |
| SM ENERGY CO 06.5000 07/15/2028 | 0.01% |
| SM ENERGY CO 06.7500 09/15/2026 | 0.01% |
| SPANISH BROADCAS P/P 144A 09.7500 03/01/2026 | 0.01% |
| SPECTRA ENERGY PARTNERS 03.3750 10/15/2026 | 0.01% |
| STACR 2015-HQA2 M3 04.8844 05/25/2028 | 0.01% |
| STACR 2018-HRP2 M3 02.4844 02/25/2047 | 0.01% |
| TPMT 2016-5 M2 144A 03.3750 10/25/2056 | 0.01% |
| TRANSDIGM INC. 06.3750 06/15/2026 | 0.01% |
| TRANSOCEAN INC P/P 144A 11.5000 01/30/2027 | 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% |
| UBSCM 2017-C7 XA IO 01.1739 12/15/2050 | 0.01% |
| UBSCM 2018-C8 XA IO 01.0232 02/15/2051 | 0.01% |
| UNITED MEXICAN STATES USD 02.6590 05/24/2031 | 0.01% |
| URBAN ONE INC P/P 144A 07.3750 02/01/2028 | 0.01% |
| VMC 2021-FL4 A P/P 144A 01.1885 06/16/2036 | 0.01% |
| WELLS FARGO & COMPANY 05.8750 06/15/2025 | 0.01% |
| WFRBS 2014-C24 XA IO 00.9977 11/15/2047 | 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 / NEW RED P/P 144A 04.0000 10/15/2030 | 0.00% |
| 1011778 BC ULC / P/P 144A 04.3750 01/15/2028 | 0.00% |
| ADIENT TLB L+350 03.5846 04/01/2028 | 0.00% |
| AKZO NOBEL CHEMICALS T L+300 03.1330 10/01/2025 | 0.00% |
| ALIMEN COUCHE P/P 144A 02.9500 01/25/2030 | 0.00% |
| AMERICAN TOWER CORP 02.9000 01/15/2030 | 0.00% |
| AMSTED INDUSTRIES P/P 144A 04.6250 05/15/2030 | 0.00% |
| APACHE CORP 04.3750 10/15/2028 | 0.00% |
| ARRW 2019-3 A3 03.4160 10/25/2048 | 0.00% |
| AUTONATION INC 02.4000 08/01/2031 | 0.00% |
| BATH & BODY WORKS INC 06.7500 07/01/2036 | 0.00% |
| BAUSCH HLTH COS INC P/P 144A 06.2500 02/15/2029 | 0.00% |
| BROADCOM INC P/P 144A 03.7500 02/15/2051 | 0.00% |
| BWAY CORP TLB L+325 03.3360 04/03/2024 | 0.00% |
| CCO HLDGS LLC/CAP C P/P 144A 05.5000 05/01/2026 | 0.00% |
| CCO HOLDINGS LLC 04.5000 05/01/2032 | 0.00% |
| CECLO 2020-29A A1N 144A 01.8343 07/20/2031 | 0.00% |
| CELANESE US HOLDINGS LLC 01.4000 08/05/2026 | 0.00% |
| CENTENNIAL RESOURCE P/P 144A 06.8750 04/01/2027 | 0.00% |
| CENTERFIELD MEDI P/P 144A 06.6250 08/01/2026 | 0.00% |
| CFCRE 2011-C2 D 144A 05.9555 12/15/2047 | 0.00% |
| CHS/COMMUNITY P/P 144A 06.8750 04/01/2028 | 0.00% |
| CLARIOS GLOBAL LP P/P 144A 06.7500 05/15/2025 | 0.00% |
| CLEAR CHANNEL WORLDW P/P 144A 05.1250 08/15/2027 | 0.00% |
| COEUR MINING INC P/P 144A 05.1250 02/15/2029 | 0.00% |
| COMCAST CORP 03.9990 11/01/2049 | 0.00% |
| CON EDISON CO OF NY INC 04.2000 03/15/2042 | 0.00% |
| CONOCOPHILLIPS P/P 144A 03.7500 10/01/2027 | 0.00% |
| CVS PASS-THROUGH P/P 144A 04.7040 01/10/2036 | 0.00% |
| DEVON ENERGY CORPORATION 07.8750 09/30/2031 | 0.00% |
| DH EUROPE FINANCE II USD 03.4000 11/15/2049 | 0.00% |
| DRESDNER FDG TRST I P/P 144A 08.1510 06/30/2031 | 0.00% |
| ENTERPRISE PRODUCTS OPER 02.8000 01/31/2030 | 0.00% |
| EQT CORP 07.5000 02/01/2030 | 0.00% |
| EQUINIX INC 03.2000 11/18/2029 | 0.00% |
| EQUINOR ASA USD 05.1000 08/17/2040 | 0.00% |
| FMG RES AUG 2006 P/P 144A 04.3750 04/01/2031 | 0.00% |
| FREEDOM MTGE CORP P/P 144A 08.2500 04/15/2025 | 0.00% |
| GARDA WORLD SECURITY P/P 144A 06.0000 06/01/2029 | 0.00% |
| GBP/USD 09/15/2021 TDBK | 0.00% |
| GENERAL MOTORS FINL CO 04.3000 07/13/2025 | 0.00% |
| GFL ENVIRON INC P/P 144A 03.5000 09/01/2028 | 0.00% |
| GLOBAL PAYMENTS INC 02.9000 05/15/2030 | 0.00% |
| GNR 2017-162 QI IO 05.0000 10/11/2047 | 0.00% |
| GRAPHIC PACKAGIN P/P 144A 03.5000 03/01/2029 | 0.00% |
| GREAT LAKES DREDGE&D P/P 144A 05.2500 06/01/2029 | 0.00% |
| HANESBRANDS INC P/P 144A 04.6250 05/15/2024 | 0.00% |
| ICAHN ENTER/FIN 06.7500 02/01/2024 | 0.00% |
| IHEARTCOMMUNICATI L+325 03.7500 05/01/2026 | 0.00% |
| INCY US R US0001M P 12/15/25 GS | 0.00% |
| INTERNATIONAL LEASE FIN CORP 05.8750 08/15/2022 | 0.00% |
| IPALCO ENTPRS IN 04.2500 05/01/2030 | 0.00% |
| JPMCC 2013-LC11 X IO 01.3776 04/15/2046 | 0.00% |
| KFC HLD/PIZZA HUT/TA P/P 144A 04.7500 06/01/2027 | 0.00% |
| KINDER MORGAN ENER PART 03.4500 02/15/2023 | 0.00% |
| KINDER MORGAN ENER PART 05.4000 09/01/2044 | 0.00% |
| KLOECKNER PENTAPLAST L+475 05.2500 02/09/2026 | 0.00% |
| LBM ACQUISITION LLC P/P 144A 06.2500 01/15/2029 | 0.00% |
| LIVE NATION ENTERTAI P/P 144A 05.6250 03/15/2026 | 0.00% |
| LMAT 2020-GS5 A1 03.2500 06/25/2060 | 0.00% |
| MET LIFE GLOB FUND P/P 144A 03.0000 01/10/2023 | 0.00% |
| MICROCHIP TECH INC 04.3330 06/01/2023 | 0.00% |
| MICROSOFT CORP 02.4000 02/06/2022 | 0.00% |
| MOODY'S CORPORATION 02.5500 08/18/2060 | 0.00% |
| MSRR 2015-R4 CB1 00.9149 08/26/2047 | 0.00% |
| MWST 2020-2 A 00.8844 11/25/2053 | 0.00% |
| NCHET 2003-4 M1 01.2094 10/25/2033 | 0.00% |
| NETFLIX INC 04.3750 11/15/2026 | 0.00% |
| NEWELL BRANDS INC 04.8750 06/01/2025 | 0.00% |
| NIELSEN FIN LLC/CO P/P 144A 05.6250 10/01/2028 | 0.00% |
| NMSG3 2021-1 A 00.8410 06/25/2054 | 0.00% |
| NUTRIEN LTD. USD 04.2000 04/01/2029 | 0.00% |
| OSHKOSH CORP 04.6000 05/15/2028 | 0.00% |
| OTIS WORLDWIDE CORP 02.5650 02/15/2030 | 0.00% |
| PACKAGING CORP OF AMERIC 04.5000 11/01/2023 | 0.00% |
| PETROLEOS MEXICANOS USD 07.6900 01/23/2050 | 0.00% |
| PRUDENTIAL FINANCIAL INC 05.2000 03/15/2044 | 0.00% |
| RATTLER MIDSTREAM LP P/P 144A 05.6250 07/15/2025 | 0.00% |
| ROBERTSHAW CONTROLS CO L+800 09.0000 02/28/2026 | 0.00% |
| SABINE PASS LIQUEFAC 05.7500 05/15/2024 | 0.00% |
| SCIH SALT HLDG INC P/P 144A 06.6250 05/01/2029 | 0.00% |
| SERVICE CORP INTL 03.3750 08/15/2030 | 0.00% |
| SERVICE CORPORATION INTL 04.6250 12/15/2027 | 0.00% |
| SIX FLAGS ENT P/P 144A 05.5000 04/15/2027 | 0.00% |
| SOLENIS 2NDL L+850 08.5846 06/26/2026 | 0.00% |
| STACR 2014-HQ2 M3 03.8344 09/25/2024 | 0.00% |
| STANDARD IND INC P/P 144A 05.0000 02/15/2027 | 0.00% |
| T-MOBILE USA INC 02.8750 02/15/2031 | 0.00% |
| TRANSDIGM INC P/P 144A 04.6250 01/15/2029 | 0.00% |
| TRANSOCEAN POSEIDON P/P 144A 06.8750 02/01/2027 | 0.00% |
| TRI POINTE GROUP / HOMES 05.8750 06/15/2024 | 0.00% |
| TRK 2021-1 A1 02.2395 06/25/2024 | 0.00% |
| TRUIST FINANCIAL CORP 04.8000 09/01/2024 | 0.00% |
| VALVOLINE INC P/P 144A 04.2500 02/15/2030 | 0.00% |
| VIDEOTRON LTD P/P 144A 03.6250 06/15/2029 | 0.00% |
| VISTRA CORP P/P 144A 05.0000 07/31/2027 | 0.00% |
| WESTROCK MWV LLC 07.9500 02/15/2031 | 0.00% |
| WEYERHAEUSER CO 07.3750 03/15/2032 | 0.00% |
| WR GRACE & CO-CONN P/P 144A 04.8750 06/15/2027 | 0.00% |
| WR GRACE HOLDING LLC P/P 144A 05.6250 08/15/2029 | 0.00% |
| ZIGGO BV P/P 144A 05.5000 01/15/2027 | 0.00% |
| ZOETIS INC 02.0000 05/15/2030 | 0.00% |
| AADVANTAGE 1L TL L+475 05.5000 04/20/2028 | 0.00% |
| ABC SUPPLY CO INC P/P 144A 04.0000 01/15/2028 | 0.00% |
| ALLISON TRANSMISSION P/P 144A 03.7500 01/30/2031 | 0.00% |
| ANTERO MIDSTREAM P/P 144A 07.8750 05/15/2026 | 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% |
| APACHE CORP 05.1000 09/01/2040 | 0.00% |
| ASCEND LEARNING LLC P/P 144A 06.8750 08/01/2025 | 0.00% |
| ASURION CORPORATION 2N L+525 05.3346 01/30/2029 | 0.00% |
| ATOTECH DEUTSCHLAND GM L+250 03.0000 03/05/2028 | 0.00% |
| AUD/USD 10/20/2021 WPAC | 0.00% |
| BERKSHIRE HATHAWAY FIN 04.3000 05/15/2043 | 0.00% |
| BLACKSTONE HLDG FINA P/P 144A 01.6000 03/30/2031 | 0.00% |
| BOMBARDIER INC P/P 144A 07.1250 06/15/2026 | 0.00% |
| BOYD GAMING CORP 04.7500 12/01/2027 | 0.00% |
| BOYD GAMING CORP P/P 144A 08.6250 06/01/2025 | 0.00% |
| BUILDERS FIRSTSOURCE P/P 144A 04.2500 02/01/2032 | 0.00% |
| CALLON PETROLEUM P/P 144A 08.0000 08/01/2028 | 0.00% |
| CALLON PETROLEUM CO P/P 144A 09.0000 04/01/2025 | 0.00% |
| CAS 2014-C04 1M2 04.9844 11/25/2024 | 0.00% |
| CCO HOLDINGS LLC P/P 144A 04.5000 08/15/2030 | 0.00% |
| CENTENE CORP 03.0000 10/15/2030 | 0.00% |
| CHARLES RIVER LA P/P 144A 04.0000 03/15/2031 | 0.00% |
| CHS/COMMUNITY HEALTH P/P 144A 08.0000 03/15/2026 | 0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS | 0.00% |
| CNH/USD 11/17/2021 GSFX | 0.00% |
| COMM 2014-CR17 XA IO 01.1226 05/10/2047 | 0.00% |
| COMM 2014-UBS6 XA IO 01.0257 12/10/2047 | 0.00% |
| CSC HOLDINGS LLC 06.7500 11/15/2021 | 0.00% |
| DCP MIDSTREAM OPERATING 05.6250 07/15/2027 | 0.00% |
| DEVON ENERGY CORP P/P 144A 05.2500 10/15/2027 | 0.00% |
| DEVON ENERGY CORPORATION 05.6000 07/15/2041 | 0.00% |
| DIAMOND 1 FIN/DIAMON 08.3500 07/15/2046 | 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% |
| DIVERSEY TL L+300 03.0846 09/06/2024 | 0.00% |
| DUKE ENERGY INDIANA LLC 06.4500 04/01/2039 | 0.00% |
| EPICOR SOFTWARE/EAGLE L+775 08.7500 07/30/2028 | 0.00% |
| EUR/USD 09/15/2021 CSI-FX | 0.00% |
| EUR/USD 09/15/2021 TDBK | 0.00% |
| FIDELITY NATIONAL INFORMATION 02.2500 03/01/2031 | 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% |
| GENERAL ELECTRIC CO 03.4489 12/29/2049 | 0.00% |
| GLOBAL MEDICAL RESPO P/P 144A 06.5000 10/01/2025 | 0.00% |
| GNMA GII30 BB0107 04.7000 08/20/2067 | 0.00% |
| GNR 2015-H26 EI IO 01.7237 10/20/2065 | 0.00% |
| GNR 2016-123 LI IO 03.5000 03/20/2044 | 0.00% |
| GOEASY LTD P/P 144A 04.3750 05/01/2026 | 0.00% |
| GOLDMAN SACHS GROUP INC 02.6000 02/07/2030 | 0.00% |
| GRF SM R US0001M P 12/15/25 GS | 0.00% |
| GSMS 2014-GC22 XA IO 01.1044 06/10/2047 | 0.00% |
| HCA INC 03.5000 09/01/2030 | 0.00% |
| HCA INC 04.1250 06/15/2029 | 0.00% |
| HUNTSMAN INTERNATIONAL L 02.9500 06/15/2031 | 0.00% |
| ICAHN ENTERPRISES/FI 04.3750 02/01/2029 | 0.00% |
| IHS MARKIT LTD USD 04.7500 08/01/2028 | 0.00% |
| INTEL PKG HOLDCO P/P 144A 09.0000 01/15/2026 | 0.00% |
| IRB HOLDING CORP P/P 144A 07.0000 06/15/2025 | 0.00% |
| JELD-WEN INC P/P 144A 04.8750 12/15/2027 | 0.00% |
| LADDER CAP FINAN P/P 144A 04.7500 06/15/2029 | 0.00% |
| LEVEL 3 FINANCING IN P/P 144A 03.6250 01/15/2029 | 0.00% |
| 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% |
| MEG ENERGY CORP P/P 144A 06.5000 01/15/2025 | 0.00% |
| MERCK & CO. INC. 02.7500 02/10/2025 | 0.00% |
| MEREDITH CORP P/P 144A 06.5000 07/01/2025 | 0.00% |
| MLMI 2005-A2 A2 02.8185 02/25/2035 | 0.00% |
| NABORS INDUSTRIES INC. 05.7500 02/01/2025 | 0.00% |
| NATIONSTAR MTG P/P 144A 06.0000 01/15/2027 | 0.00% |
| NEXSTAR MEDIA INC P/P 144A 04.7500 11/01/2028 | 0.00% |
| NEXSTAR MEDIA INC P/P 144A 05.6250 07/15/2027 | 0.00% |
| NIELSEN FIN LLC/CO P/P 144A 04.5000 07/15/2029 | 0.00% |
| NIELSEN FIN LLC/CO P/P 144A 04.7500 07/15/2031 | 0.00% |
| OASIS PETROLEUM INC P/P 144A 06.3750 06/01/2026 | 0.00% |
| ONEMAIN FINANCE CORP 04.0000 09/15/2030 | 0.00% |
| ONEMAIN FINANCE CORP 06.6250 01/15/2028 | 0.00% |
| ONEMAIN FINANCE CORP 07.1250 03/15/2026 | 0.00% |
| P/P 144A 06.6250 10/01/2030 | 0.00% |
| PENSKE TRUCK LE P/P 144A 03.4000 11/15/2026 | 0.00% |
| PNC FINANCIAL SERVICES 03.3000 03/08/2022 | 0.00% |
| PRIME SEC/FIN P/P 144A 03.3750 08/31/2027 | 0.00% |
| PROLOGIS LP 02.2500 04/15/2030 | 0.00% |
| REGN US R US0001M P 12/15/25 GS | 0.00% |
| RITE AID CORP P/P 144A 07.5000 07/01/2025 | 0.00% |
| ROCKET SOFTWARE INC. L+425 04.7500 11/28/2025 | 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 P/P 144A 05.3750 01/15/2031 | 0.00% |
| SCRIPPS ESCROW II IN P/P 144A 03.8750 01/15/2029 | 0.00% |
| SERVICE CORP INTL 04.0000 05/15/2031 | 0.00% |
| SINCLAIR TELE P/P 144A 04.1250 12/01/2030 | 0.00% |
| SPECTRUM BRANDS INC P/P 144A 05.0000 10/01/2029 | 0.00% |
| STACR 2019-DNA1 M2 02.7344 01/25/2049 | 0.00% |
| STACR 2020-HQA1 M2 01.9844 01/25/2050 | 0.00% |
| T-MOBILE USA INC 02.6250 02/15/2029 | 0.00% |
| T-MOBILE USA INC 03.8750 04/15/2030 | 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% |
| 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% |
| VIACOMCBS INC 02.9000 01/15/2027 | 0.00% |
| VIACOMCBS INC 04.2000 06/01/2029 | 0.00% |
| VICTORIA'S SECRET & P/P 144A 04.6250 07/15/2029 | 0.00% |
| VISTRA OPERATION P/P 144A 05.6250 02/15/2027 | 0.00% |
| WAMU 2005-AR9 A1C3 01.0444 07/25/2045 | 0.00% |
| WESTERN DIGITAL CORPORATION 04.7500 02/15/2026 | 0.00% |
| WFCM 2016-LC25 XA IO 01.1071 12/15/2059 | 0.00% |
| YUM! BRANDS INC 03.6250 03/15/2031 | 0.00% |
| YUM! BRANDS INC P/P 144A 04.7500 01/15/2030 | 0.00% |
| ABC SUPPLY CO INC P/P 144A 03.8750 11/15/2029 | 0.00% |
| AMC ENT HLDGS P/P 144A 10.5000 04/15/2025 | 0.00% |
| AMWINS GROUP INC P/P 144A 04.8750 06/30/2029 | 0.00% |
| ANTERO RESOURCES P/P 144A 08.3750 07/15/2026 | 0.00% |
| APACHE CORP 04.6250 11/15/2025 | 0.00% |
| APACHE CORPORATION 04.8750 11/15/2027 | 0.00% |
| ARCHES BUYER INC P/P 144A 04.2500 06/01/2028 | 0.00% |
| ARRW 2019-1 A3 04.0905 01/25/2049 | 0.00% |
| ASURION LLC TLB9 L+325 03.3391 07/31/2027 | 0.00% |
| AUD/USD PUT 0.70 20211008 CITI | 0.00% |
| BAUSCH HLTH COS INC P/P 144A 05.0000 02/15/2029 | 0.00% |
| BAUSCH HLTH COS INC. P/P 144A 07.0000 01/15/2028 | 0.00% |
| BAYTEX ENERGY CORP P/P 144A 05.6250 06/01/2024 | 0.00% |
| BEACON ROOFING S P/P 144A 04.1250 05/15/2029 | 0.00% |
| BEACON ROOFING SUPPL P/P 144A 04.5000 11/15/2026 | 0.00% |
| BECTON DICKINSON AND COMPANY 02.8230 05/20/2030 | 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% |
| BROOKFIELD RESID P/P 144A 06.2500 09/15/2027 | 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% |
| BY CROWN/BY BOND P/P 144A 04.2500 01/31/2026 | 0.00% |
| CALPINE CORP P/P 144A 05.2500 06/01/2026 | 0.00% |
| CARRIAGE SVCS INC P/P 144A 04.2500 05/15/2029 | 0.00% |
| CAS 2014-C03 2M2 02.9844 07/25/2024 | 0.00% |
| CGCMT 2014-GC21 X IO 01.3208 05/10/2047 | 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% |
| CIT GROUP INC. 05.0000 08/15/2022 | 0.00% |
| CNH/USD 11/17/2021 HSBCB | 0.00% |
| COMCAST CORP 04.0490 11/01/2052 | 0.00% |
| COMCAST CORP P/P 144A 02.9870 11/01/2063 | 0.00% |
| COMM 2013-CR11 XA IO 01.0784 08/10/2050 | 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% |
| DRMT 2020-2 A1 01.6920 05/25/2065 | 0.00% |
| DT MIDSTREAM INC P/P 144A 04.3750 06/15/2031 | 0.00% |
| EMPIRE COMMUNITIES C P/P 144A 07.0000 12/15/2025 | 0.00% |
| ENDO DAC/ENDO FI P/P 144A 06.0000 06/30/2028 | 0.00% |
| ENDO DAC/ENDO FI P/P 144A 09.5000 07/31/2027 | 0.00% |
| ENDO LUX FIN CO I SA P/P 144A 06.1250 04/01/2029 | 0.00% |
| ENERGY TRANSFER LP 02.9000 05/15/2025 | 0.00% |
| ENERGY TRANSFER LP 06.1250 12/15/2045 | 0.00% |
| EUR/USD PUT 1.16 20211008 GSFX | 0.00% |
| FIFTH THIRD BANCORP 05.1000 06/30/2023 | 0.00% |
| FUBOTV INC P/P 144A CV 03.2500 02/15/2026 | 0.00% |
| GBP/USD 09/15/2021 UBS | 0.00% |
| GENERAL DYNAMICS CORP 02.2500 11/15/2022 | 0.00% |
| GNMA GII30 AY4779 04.4870 03/20/2067 | 0.00% |
| GNMA GII30 BA7681 04.6420 06/20/2067 | 0.00% |
| GNMA GII30 BL6161 06.0000 12/20/2048 | 0.00% |
| GNMA GII30 BL6216 06.0000 03/20/2049 | 0.00% |
| GNMA GII30 BL6217 06.0000 03/20/2049 | 0.00% |
| GNMA GII30 BL6235 06.0000 04/20/2049 | 0.00% |
| HANESBRANDS INC P/P 144A 05.3750 05/15/2025 | 0.00% |
| HCA INC. 05.5000 06/15/2047 | 0.00% |
| HESS MIDSTREAM OPERA P/P 144A 04.2500 02/15/2030 | 0.00% |
| HMIR 2018-1 M1 144A 01.6844 10/25/2028 | 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% |
| 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% |
| JPMORGAN CHASE & CO 01.1248 05/15/2047 | 0.00% |
| JPMORGAN CHASE & CO 02.9560 05/13/2031 | 0.00% |
| JPMORGAN CHASE & CO 06.1000 10/01/2024 | 0.00% |
| LIVE NATION ENT P/P 144A 04.8750 11/01/2024 | 0.00% |
| MASONITE INTL C P/P 144A 05.3750 02/01/2028 | 0.00% |
| NABORS IND LTD P/P 144A 07.2500 01/15/2026 | 0.00% |
| NETFLIX INC. P/P 144A 04.8750 06/15/2030 | 0.00% |
| NOVA CHEMICALS CORP P/P 144A 04.2500 05/15/2029 | 0.00% |
| NOVN SW R US0001M P 12/15/25 GS | 0.00% |
| NRG ENERGY INC P/P 144A 05.2500 06/15/2029 | 0.00% |
| NUTRIEN LTD USD 05.2500 01/15/2045 | 0.00% |
| NUTRITION & BIO P/P 144A 02.3000 11/01/2030 | 0.00% |
| OVINTIV INC 06.5000 08/15/2034 | 0.00% |
| OVINTIV INC 06.6250 08/15/2037 | 0.00% |
| OVINTIV INC. 08.1250 09/15/2030 | 0.00% |
| PUBLIC SERVICE ELECTRIC 05.5000 03/01/2040 | 0.00% |
| PULTEGROUP INC 05.5000 03/01/2026 | 0.00% |
| RAYTHEON TECH CORP P/P 04.8750 10/15/2040 | 0.00% |
| RENEWABLE ENERGY GRO P/P 144A 05.8750 06/01/2028 | 0.00% |
| ROBERTSHAW US HOLDING L+350 04.5000 02/28/2025 | 0.00% |
| S&P GLOBAL INC 01.2500 08/15/2030 | 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% |
| SM ENERGY CO P/P 144A 10.0000 01/15/2025 | 0.00% |
| STACR 2017-DNA2 M1 01.2844 10/25/2029 | 0.00% |
| STACR 2019-HQA1 M2 02.4344 02/25/2049 | 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% |
| UNITEDHEALTH GROUP INC 02.8750 03/15/2022 | 0.00% |
| VICTORS MERGER CORP P/P 144A 06.3750 05/15/2029 | 0.00% |
| WELLS FARGO & COMPANY 03.9000 03/15/2026 | 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% |
| AMAZON.COM INC 01.5000 06/03/2030 | 0.00% |
| BOXER PARENT CO INC P/P 144A 07.1250 10/02/2025 | 0.00% |
| BUCKEYE PARTNERS LP 03.9500 12/01/2026 | 0.00% |
| CAS 2015-C01 1M2 04.3844 02/25/2025 | 0.00% |
| CAS 2015-C02 1M2 04.0844 05/25/2025 | 0.00% |
| CAS 2015-C03 2M2 05.0844 07/25/2025 | 0.00% |
| CAS 2019-HRP1 M2 02.2344 11/25/2039 | 0.00% |
| CCO HLDGS LLC/CAP CO P/P 144A 05.7500 02/15/2026 | 0.00% |
| CHF/USD 09/15/2021 MSCIL | 0.00% |
| CINEMARK USA INC P/P 144A 08.7500 05/01/2025 | 0.00% |
| CIT GROUP INC 05.0000 08/01/2023 | 0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CS | 0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 JP | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP | 0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 JP | 0.00% |
| COLT 2020-2 A1 01.8530 03/25/2065 | 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% |
| DIAMOND 1 FIN/DIAMON P/P 144A 07.1250 06/15/2024 | 0.00% |
| DKK/USD 09/15/2021 CITI | 0.00% |
| DT MIDSTREAM INC P/P 144A 04.1250 06/15/2029 | 0.00% |
| ENRGY TRANS LP/REG FIN 04.5000 11/01/2023 | 0.00% |
| FHR 3072 SM 04.2533 11/15/2035 | 0.00% |
| GARTNER INC P/P 144A 03.6250 06/15/2029 | 0.00% |
| GBP/USD 09/15/2021 HSBCB | 0.00% |
| GENERAL MOTORS CO 05.2000 04/01/2045 | 0.00% |
| GENERAL MOTORS FINL CO 04.0000 01/15/2025 | 0.00% |
| GFL ENVIRON INC P/P 144A 04.7500 06/15/2029 | 0.00% |
| GFL ENVIRONMENTAL IN P/P 144A 04.0000 08/01/2028 | 0.00% |
| GNMA GII30 AY2298 04.7000 05/20/2067 | 0.00% |
| GNMA GII30 BL6184 06.0000 02/20/2049 | 0.00% |
| GNMA GII30 BL6219 06.0000 03/20/2049 | 0.00% |
| GOEASY LTD P/P 144A 05.3750 12/01/2024 | 0.00% |
| GSMS 2013-GC10 XA IO 01.6264 02/10/2046 | 0.00% |
| HILCORP ENERGY I P/P 144A 05.7500 02/01/2029 | 0.00% |
| HILCORP ENERGY I P/P 144A 06.0000 02/01/2031 | 0.00% |
| HUDBAY MINERALS INC P/P 144A 06.1250 04/01/2029 | 0.00% |
| IPALCO ENTPRS IN 03.7000 09/01/2024 | 0.00% |
| JPY/USD 11/17/2021 TDBK | 0.00% |
| JPY/USD 11/17/2021 WPAC | 0.00% |
| L3HARRIS TECH INC 01.8000 01/15/2031 | 0.00% |
| LADDER CAP FIN LLLP P/P 144A 05.2500 10/01/2025 | 0.00% |
| LAMB WESTON HOLDINGS P/P 144A 04.6250 11/01/2024 | 0.00% |
| MATCH GRP HLD II LLC P/P 144A 04.1250 08/01/2030 | 0.00% |
| MAUSER PACKAGING P/P 144A 08.5000 04/15/2024 | 0.00% |
| MAUSER PACKAGING SOL P/P 144A 05.5000 04/15/2024 | 0.00% |
| MICROSOFT CORP 02.5250 06/01/2050 | 0.00% |
| MSAC 2004-HE6 M1 00.9094 08/25/2034 | 0.00% |
| MSBAM 2014-C17 XA IO 01.2171 08/15/2047 | 0.00% |
| NABORS IND INC P/P 144A 09.0000 02/01/2025 | 0.00% |
| NATIONSTAR MTG P/P 144A 05.1250 12/15/2030 | 0.00% |
| NOVELIS CORP P/P 144A 03.2500 11/15/2026 | 0.00% |
| NOVELIS CORP P/P 144A 03.8750 08/15/2031 | 0.00% |
| NUTRITION & BIO P/P 144A 03.4680 12/01/2050 | 0.00% |
| NZD/USD 10/20/2021 TDBK | 0.00% |
| OCCIDENTAL PETROLEUM COR 06.1250 01/01/2031 | 0.00% |
| OGN US R US0001M P 12/15/25 GS | 0.00% |
| ONCOR ELECTRIC DELIVERY 05.3000 06/01/2042 | 0.00% |
| ONEMAIN FINANCE CORP 08.8750 06/01/2025 | 0.00% |
| ORTHO-CLINICAL P/P 144A 07.3750 06/01/2025 | 0.00% |
| P/P 144A 09.3750 07/01/2025 | 0.00% |
| PACIFIC GAS & ELECTRIC 02.1000 08/01/2027 | 0.00% |
| PACIFIC GAS & ELECTRIC 03.3000 03/15/2027 | 0.00% |
| PENNYMAC FIN SVC P/P 144A 04.2500 02/15/2029 | 0.00% |
| PRECISION DRILL P/P 144A 06.8750 01/15/2029 | 0.00% |
| PROLOGIS L.P. 02.1250 04/15/2027 | 0.00% |
| PRUDENTIAL FINANCIAL INC 05.6250 06/15/2043 | 0.00% |
| QUEBECOR MEDIA INC USD 05.7500 01/15/2023 | 0.00% |
| RAPTOR ACQ CORP P/P 144A 04.8750 11/01/2026 | 0.00% |
| REC IM R US0001M P 12/15/25 GS | 0.00% |
| REPUBLIC OF VENEZUELA REGS 08.2500 10/13/2024 | 0.00% |
| REPUBLIC OF VENEZUELA REGS 09.0000 05/07/2023 | 0.00% |
| SABINE PASS LIQUEF 05.0000 03/15/2027 | 0.00% |
| STACR 2018-HQA2 M2 02.3844 10/25/2048 | 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% |
| TARGA RESOURCES PART 06.8750 01/15/2029 | 0.00% |
| TARGA RESOURCES PARTNERS LP 05.5000 03/01/2030 | 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% |
| UBSBB 2012-C4 XA IO 144A 01.7290 12/10/2045 | 0.00% |
| VIACOMCBS INC 04.0000 01/15/2026 | 0.00% |
| VIPER ENERGY P/P 144A 05.3750 11/01/2027 | 0.00% |
| WFRBS 2012-C9 XB IO 144A 00.8735 11/15/2045 | 0.00% |
| WYNN RESORTS FIN LLC P/P 144A 07.7500 04/15/2025 | 0.00% |
| 0.727 R ISWP US0003M P 07/22/2026 | 0.00% |
| 1.154 R ISWP US0003M P 08/06/2031 | 0.00% |
| AIR CANADA P/P 144A 03.8750 08/15/2026 | 0.00% |
| ARCHES BUYER INC P/P 144A 06.1250 12/01/2028 | 0.00% |
| BANK OF AMERICA CORP 06.5000 10/29/2049 | 0.00% |
| BOMBARDIER INC P/P 144A 07.5000 12/01/2024 | 0.00% |
| BP CAP MARKETS AMERICA 03.9370 09/21/2028 | 0.00% |
| CAD/USD 10/20/2021 BANKAM | 0.00% |
| CAD/USD 10/20/2021 CSI-FX | 0.00% |
| CAD/USD 10/20/2021 MSCIL | 0.00% |
| CAD/USD 10/20/2021 RBSF | 0.00% |
| CAD/USD 10/20/2021 UBS | 0.00% |
| CALPINE CORP P/P 144A 04.6250 02/01/2029 | 0.00% |
| CALPINE CORP P/P 144A 05.0000 02/01/2031 | 0.00% |
| CAS 2014-C04 2M2 05.0844 11/25/2024 | 0.00% |
| CAS 2015-C02 2M2 04.0844 05/25/2025 | 0.00% |
| CDW LLC/CDW FINANCE 03.2500 02/15/2029 | 0.00% |
| CGCMT 2012-GC8 XA IO 144A 01.8932 09/10/2045 | 0.00% |
| CHF/USD 09/15/2021 BCAP-FX | 0.00% |
| CHS/COMMUNITY HEALTH P/P 144A 06.0000 01/15/2029 | 0.00% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CG | 0.00% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 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.7 2047-01-17 500.0 01/17/2047 CS | 0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS | 0.00% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 CG | 0.00% |
| CMB CMBX.NA.BB.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-.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 MS | 0.00% |
| COMCAST CORP 03.1500 03/01/2026 | 0.00% |
| COMCAST CORP P/P 144A 02.8870 11/01/2051 | 0.00% |
| CVS HEALTH CORP 03.7000 03/09/2023 | 0.00% |
| EQT CORP 05.0000 01/15/2029 | 0.00% |
| EUR/USD 09/15/2021 WPAC | 0.00% |
| FHR 2990 LB 16.7016 06/15/2034 | 0.00% |
| FHR 3065 DC 19.5735 03/15/2035 | 0.00% |
| FNMA FN30 971053 04.5000 02/01/2039 | 0.00% |
| FNR 2006-62 PS 39.3937 07/25/2036 | 0.00% |
| FNR 2006-8 HP 24.2573 03/25/2036 | 0.00% |
| FNR 2007-53 SP 23.8906 06/25/2037 | 0.00% |
| GLOBAL PART/GLP FIN 06.8750 01/15/2029 | 0.00% |
| GNMA GII30 BJ9611 04.5000 05/20/2049 | 0.00% |
| GNMA GII30 BL6016 06.0000 02/20/2049 | 0.00% |
| GNMA GII30 BL6185 06.0000 01/20/2049 | 0.00% |
| GNMA GII30 BL6218 06.0000 02/20/2049 | 0.00% |
| GNMA GII30 BM1953 06.0000 03/20/2049 | 0.00% |
| GNMA GII30 BM4196 06.0000 04/20/2049 | 0.00% |
| GNMA GII30 BN1506 04.5000 05/20/2049 | 0.00% |
| GNMA GII30 BN1509 05.0000 05/20/2049 | 0.00% |
| GNMA GII30 BN2618 04.5000 05/20/2049 | 0.00% |
| GNR 2010-9 UI IO 05.0000 01/20/2040 | 0.00% |
| IHEARTMEDIA INC - CLASS A SEDOL BJVR9Y9 | 0.00% |
| IOS.FN30.400.10 R USL1M P 01/12/41 BC | 0.00% |
| JPMBB 2013-C17 XA IO 00.8910 01/15/2047 | 0.00% |
| JPMORGAN CHASE & CO 03.6500 06/01/2026 | 0.00% |
| JPY/USD 11/17/2021 BANKAM | 0.00% |
| MATTEL INC P/P 144A 03.3750 04/01/2026 | 0.00% |
| MEG ENERGY CORP P/P 144A 05.8750 02/01/2029 | 0.00% |
| MERCK & CO INC 02.9000 03/07/2024 | 0.00% |
| NRG ENERGY INC 06.6250 01/15/2027 | 0.00% |
| NZD/USD 10/20/2021 CITI | 0.00% |
| ORNBV FH R US0001M P 12/15/25 GS | 0.00% |
| PETROLEOS DE VENEZUELA S REGS 06.0000 11/15/2026 | 0.00% |
| S&P GLOBAL INC 02.5000 12/01/2029 | 0.00% |
| STACR 2014-HQ3 M3 04.8344 10/25/2024 | 0.00% |
| STANDARD IND INC P/P 144A 04.7500 01/15/2028 | 0.00% |
| THUNGELA RESOURCES LTD-DI SEDOL BMV3M27 | 0.00% |
| TITAN ACQ LTD P/P 144A 07.7500 04/15/2026 | 0.00% |
| VRTX US R US0001M P 12/15/25 GS | 0.00% |
| WFRBS 2012-C10 XA IO 144A 01.6362 12/15/2045 | 0.00% |
| WFRBS 2012-C9 XA IO 144A 02.0191 11/15/2045 | 0.00% |
| 0.30 R ISWP FWD US0003M P 09/15/2023 | 0.00% |
| 0.3025 R ISWP US0003M P 08/19/2023 | 0.00% |
| 0.3045 R ISWP US0003M P 08/23/2023 | 0.00% |
| 0.3045 R ISWP US0003M P 09/01/2023 | 0.00% |
| 0.305 R ISWP US0003M P 08/17/2023 | 0.00% |
| 0.306 R ISWP US0003M P 08/17/2023 | 0.00% |
| 1.2531 R ISWP US0003M P 08/23/2031 | 0.00% |
| 1.2635 R ISWP US0003M P 08/19/2031 | 0.00% |
| 1.30378 R ISWP US0003M P 08/17/2031 | 0.00% |
| 1.30409 R ISWP US0003M P 08/17/2031 | 0.00% |
| 1.3231 R ISWP US0003M P 09/01/2031 | 0.00% |
| AUD/USD 10/20/2021 CSI-FX | 0.00% |
| BACM 2007-1 XW IO 00.6207 01/15/2049 | 0.00% |
| BSCMS 06-PW14 X1 IO P/P 144A 00.7627 12/11/2038 | 0.00% |
| CAD/USD 10/20/2021 BCAP-FX | 0.00% |
| CAD/USD 10/20/2021 CITI | 0.00% |
| CAD/USD 10/20/2021 TDBK | 0.00% |
| CAD/USD 10/20/2021 WPAC | 0.00% |
| CAS 2017-C05 1M2A 02.2844 01/25/2030 | 0.00% |
| CGCMT 2006-C5 XC IO 144A 00.6074 10/15/2049 | 0.00% |
| CHF/USD 09/15/2021 GSFX | 0.00% |
| CHF/USD 09/15/2021 HSBCB | 0.00% |
| CMB CMBX.NA.A.13 2072-12-16 200.0 12/16/2072 CG | 0.00% |
| CMB CMBX.NA.A.13 2072-12-16 200.0 12/16/2072 JP | 0.00% |
| CMB CMBX.NA.A.13 2072-12-16 200.0 12/16/2072 MS | 0.00% |
| CMB CMBX.NA.A.13 2072-12-16 200.0 12/16/2072 MS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 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.6 2063-05-11 200.0 05/11/2063 MS | 0.00% |
| CMB CMBX.NA.A.7 2047-01-17 200.0 01/17/2047 CG | 0.00% |
| CMB CMBX.NA.A.7 2047-01-17 200.0 01/17/2047 CS | 0.00% |
| CMB CMBX.NA.A.7 2047-01-17 200.0 01/17/2047 JP | 0.00% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CG | 0.00% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 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 JP | 0.00% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 MS | 0.00% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 MS | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 JP | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 MS | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 MS | 0.00% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 JP | 0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS | 0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 MS | 0.00% |
| CMB CMBX.NA.BB.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 JP | 0.00% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 MS | 0.00% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.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 JP | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 ML | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 JP | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 MS | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 MS | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 MS | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 MS | 0.00% |
| CMB CMBX.NA.BBB-.14 2072-12-16 300.0 12/16/2072 GS | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 BA | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 BA | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 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 CS | 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-.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% |
| COMCAST CORP 06.5000 11/15/2035 | 0.00% |
| CSMC 2007-C1 AX IO 144A 00.7531 02/15/2040 | 0.00% |
| CSMC 2007-C2 AX IO 144A 00.0484 01/15/2049 | 0.00% |
| CVS PASS-THROUGH TRUST 06.0360 12/10/2028 | 0.00% |
| FNMA FN30 935058 04.5000 04/01/2039 | 0.00% |
| FNR 2001-50 BI IO 00.3805 10/25/2041 | 0.00% |
| FNR 2001-79 BI IO 00.2686 03/25/2045 | 0.00% |
| FNR 2003-34 P1 PO 00.0000 04/25/2043 | 0.00% |
| FNW 2002-W8 IO1 IO 00.2958 06/25/2042 | 0.00% |
| GMAC CAPITAL TRUST I PCT 05.9097 | 0.00% |
| GNR 2010-9 QI IO 04.5000 01/20/2040 | 0.00% |
| GNR 2012-141 WI IO 03.5000 11/20/2041 | 0.00% |
| GNR 2015-124 NI IO 03.5000 06/20/2039 | 0.00% |
| GNR 2018-127 IB IO 04.5000 06/20/2045 | 0.00% |
| HC BRILLANT SERVICES GMBH P/P | 0.00% |
| HKD/USD 11/17/2021 BANKAM | 0.00% |
| HKD/USD 11/17/2021 BCAP-FX | 0.00% |
| HKD/USD 11/17/2021 CITI | 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 TDBK | 0.00% |
| HKD/USD 11/17/2021 UBS | 0.00% |
| HKD/USD 11/17/2021 WPAC | 0.00% |
| INTELSAT JACKSON HLD P/P 144A 08.0000 02/15/2024 | 0.00% |
| IOS.FN30.350.12 R USL1M P 01/12/43 BC | 0.00% |
| IOS.FN30.400.11 P USL1M R 01/12/42 JP | 0.00% |
| IOS.FN30.400.11 R USL1M P 01/12/42 BC | 0.00% |
| IOS.FN30.400.11 R USL1M P 01/12/42 GS | 0.00% |
| IOS.FN30.400.11 R USL1M P 01/12/42 GS | 0.00% |
| IOS.FN30.500.10 P USL1M R 01/12/41 BC | 0.00% |
| IOS.FN30.600.08 R USL1M P 01/12/39 GS | 0.00% |
| IOS.FN30.650.67 R USL1M P 01/12/38 BC | 0.00% |
| IOS.FN30.650.67 R USL1M P 01/12/38 GS | 0.00% |
| JPMCC 2006-CB17 X IO 01.1442 12/12/2043 | 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 MSCIL | 0.00% |
| JPY/USD 11/17/2021 RBSF | 0.00% |
| LBUBS 2006-C6 XCL IO 144A 00.7753 09/15/2039 | 0.00% |
| LBUBS 2007-C2 XW IO 00.2641 02/15/2040 | 0.00% |
| MEZZ 2006-C4 X IO P/P 144A 06.1099 07/15/2045 | 0.00% |
| MWO HOLDINGS LLC | 0.00% |
| NZD/USD 10/20/2021 MSCIL | 0.00% |
| OCCIDENTAL PETROLEUM -CW27 SEDOL BMVF784 | 0.00% |
| SEK/USD 09/15/2021 BANKAM | 0.00% |
| SGD/USD 11/17/2021 JPMCB | 0.00% |
| STACR 2019-DNA2 M2 02.5344 03/25/2049 | 0.00% |
| STACR 2020-DNA5 M1 01.3500 10/25/2050 | 0.00% |
| T-MOBILE USA INC 05.3750 04/15/2027 | 0.00% |
| TEXAS COHLD TCEH ESCROW 11.5000 10/01/2021 | 0.00% |
| THE SHERWIN-WILLIAMS COMPANY 02.7500 06/01/2022 | 0.00% |
| TPMT 2015-1 A2 144A 03.2500 10/25/2053 | 0.00% |
| TXU TCEH RIGHTS | 0.00% |
| WBCMT 2006-C29 IO IO 00.4528 11/15/2048 | 0.00% |
| AUD/USD 10/20/2021 TDBK | -0.00% |
| CAD/USD 10/20/2021 HSBCB | -0.00% |
| CAD/USD 10/20/2021 JPMCB | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 MS | -0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 BA | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CNH/USD 11/17/2021 CITI | -0.00% |
| GBP/USD 09/15/2021 WPAC | -0.00% |
| IOS.FN30.400.10 P USL1M R 01/12/41 JP | -0.00% |
| NZD/USD 10/20/2021 BANKAM | -0.00% |
| SEK/USD 09/15/2021 TDBK | -0.00% |
| CHF/USD 09/15/2021 UBS | -0.00% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 MS | -0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 GS | -0.00% |
| EUR/USD 09/15/2021 UBS | -0.00% |
| GBP/USD 09/15/2021 BCAP-FX | -0.00% |
| JPY/USD 11/17/2021 JPMCB | -0.00% |
| NZD/USD 10/20/2021 GSFX | -0.00% |
| NZD/USD 10/20/2021 HSBCB | -0.00% |
| NZD/USD 10/20/2021 RBSF | -0.00% |
| 0.95 R ISWP FWD US0003M P 09/15/2026 | -0.00% |
| AUD/USD 10/20/2021 BCAP-FX | -0.00% |
| AUD/USD 10/20/2021 HSBCB | -0.00% |
| AUD/USD 10/20/2021 UBS | -0.00% |
| CHF/USD 09/15/2021 CITI | -0.00% |
| CHF/USD 09/15/2021 RBSF | -0.00% |
| CNH/USD 11/17/2021 SSBT | -0.00% |
| CNH/USD 11/17/2021 TDBK | -0.00% |
| JPY/USD 11/17/2021 UBS | -0.00% |
| NZD/USD 10/20/2021 UBS | -0.00% |
| NZD/USD 10/20/2021 WPAC | -0.00% |
| SEK/USD 09/15/2021 RBSF | -0.00% |
| AUD/USD 10/20/2021 JPMCB | -0.00% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 CG | -0.00% |
| GBP/USD 09/15/2021 BANKAM | -0.00% |
| GBP/USD 09/15/2021 SSBT | -0.00% |
| JPY/USD 11/17/2021 GSFX | -0.00% |
| AUD/USD 10/20/2021 RBSF | -0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CG | -0.00% |
| EUR/USD 09/15/2021 CITI | -0.00% |
| EUR/USD CALL 1.195 20211008 GSFX | -0.00% |
| GBP/USD 09/15/2021 RBSF | -0.00% |
| SEK/USD 09/15/2021 BCAP-FX | -0.00% |
| AUD/USD 10/20/2021 CITI | -0.01% |
| EUR/USD 09/15/2021 MSCIL | -0.01% |
| SEK/USD 09/15/2021 JPMCB | -0.01% |
| AUD/USD 10/20/2021 GSFX | -0.01% |
| NOK/USD 09/15/2021 SSBT | -0.01% |
| AUD/USD 10/20/2021 MSCIL | -0.01% |
| EUR/USD 09/15/2021 HSBCB | -0.01% |
| SEK/USD 09/15/2021 UBS | -0.01% |
| JPY/USD 11/17/2021 SSBT | -0.01% |
| AUD/USD 10/20/2021 SSBT | -0.01% |
| AUD/USD 10/20/2021 BANKAM | -0.01% |
| NOK/USD 09/15/2021 GSFX | -0.02% |
| CPURNSA P 2.686 R 04/01/31 | -0.02% |
| NOK/USD 09/15/2021 JPMCB | -0.02% |
| GBP/USD 09/15/2021 JPMCB | -0.02% |
| AUD/USD CALL 0.7335 20211008 CITI | -0.02% |
| NOK/USD 09/15/2021 UBS | -0.02% |
| EUR/USD 09/15/2021 GSFX | -0.02% |
| EUR/USD 09/15/2021 SSBT | -0.02% |
| EUR/USD 09/15/2021 BANKAM | -0.03% |
| GBP/USD 09/15/2021 MSCIL | -0.03% |
| SEK/USD 09/15/2021 GSFX | -0.03% |
| SEK/USD 09/15/2021 MSCIL | -0.03% |
| GBP/USD 09/15/2021 GSFX | -0.04% |
| 1.57 R ISWP US0003M P 04/20/2031 | -0.06% |
| US 2YR NOTE (CBT) DEC21 TUZ1 | -0.10% |
| CPURNSA P 2.79 R 04/15/26 | -0.11% |
| FNMA FN30 TBA UMBS 03.0000 09/01/2051 | -0.23% |
| FNMA FN30 TBA UMBS 02.0000 09/01/2051 | -0.92% |
| S&P500 EMINI FUT SEP21 ESU1 | -1.51% |
| US 10YR ULTRA FUT DEC21 UXYZ1 | -2.94% |
| GSGLPWDS P US0001M R 12/15/25 GS | -3.85% |
| US 5YR NOTE (CBT) DEC21 FVZ1 | -6.32% |
| E-MINI RUSS 2000 SEP21 RTYU1 | 5.23% |
|---|---|
| GSGLPWDL R US0001M P 12/15/25 GS | 3.99% |
| APPLE INC SEDOL 2046251 | 2.93% |
| MICROSOFT CORP SEDOL 2588173 | 2.71% |
| RU10VATR R US0001M P 02/05/22 JP | 2.31% |
| AMAZON.COM INC SEDOL 2000019 | 2.12% |
| ALPHABET INC-CL A SEDOL BYVY8G0 | 1.64% |
| S&P GSCI LIGHT ENERGY ER | 1.52% |
| MSCI EAFE SEP21 MFSU1 | 1.45% |
| MSCI EMGMKT SEP21 MESU1 | 1.33% |
| NVIDIA CORP SEDOL 2379504 | 1.13% |
| JPMORGAN CHASE & CO SEDOL 2190385 | 1.11% |
| US 10YR NOTE (CBT)SEP21 TYU1 | 1.07% |
| US ULTRA BOND CBT SEP21 WNU1 | 0.99% |
| NASDAQ 100 E-MINI SEP21 NQU1 | 0.96% |
| ADOBE INC SEDOL 2008154 | 0.95% |
| CITIGROUP INC SEDOL 2297907 | 0.80% |
| QUALCOMM INC SEDOL 2714923 | 0.78% |
| ALPHABET INC-CL C SEDOL BYY88Y7 | 0.75% |
| INTUIT INC SEDOL 2459020 | 0.69% |
| FNMA FN30 TBA UMBS 03.5000 09/01/2051 | 0.67% |
| FACEBOOK INC-CLASS A SEDOL B7TL820 | 0.64% |
| GOLDMAN SACHS GROUP INC SEDOL 2407966 | 0.61% |
| FNMA FN15 TBA UMBS 02.5000 08/01/2036 | 0.60% |
| PAYPAL HOLDINGS INC SEDOL BYW36M8 | 0.57% |
| WALMART INC SEDOL 2936921 | 0.56% |
| BRISTOL-MYERS SQUIBB CO SEDOL 2126335 | 0.56% |
| TJX COMPANIES INC SEDOL 2989301 | 0.53% |
| US LONG BOND(CBT) SEP21 USU1 | 0.52% |
| ANTHEM INC SEDOL BSPHGL4 | 0.52% |
| ACCENTURE PLC-CL A SEDOL B4BNMY3 | 0.50% |
| TAIWAN SEMICONDUCTOR MANUFAC SEDOL 6889106 | 0.49% |
| O'REILLY AUTOMOTIVE INC SEDOL B65LWX6 | 0.48% |
| LLOYDS BANK PLC 53943RVD8 DCP 08/13/2021 | 0.48% |
| NATIONWIDE BUILDING SOCIETY 6385E0VG5 DCP 08/16/2021 | 0.48% |
| PROCTER & GAMBLE CO/THE SEDOL 2704407 | 0.46% |
| MERCK & CO. INC. SEDOL 2778844 | 0.46% |
| VERIZON COMMUNICATIONS INC SEDOL 2090571 | 0.46% |
| UNION PACIFIC CORP SEDOL 2914734 | 0.46% |
| PEPSICO INC SEDOL 2681511 | 0.43% |
| ALIBABA GROUP HOLDING LTD SEDOL BK6YZP5 | 0.42% |
| HONEYWELL INTERNATIONAL INC SEDOL 2020459 | 0.42% |
| MODERNA INC SEDOL BGSXTS3 | 0.41% |
| LOCKHEED MARTIN CORP SEDOL 2522096 | 0.40% |
| BANK OF AMERICA CORP SEDOL 2295677 | 0.40% |
| FIDELITY NATIONAL INFO SERV SEDOL 2769796 | 0.39% |
| MCKESSON CORP SEDOL 2378534 | 0.39% |
| VISA INC-CLASS A SHARES SEDOL B2PZN04 | 0.38% |
| TENCENT HOLDINGS LTD SEDOL BMMV2K8 | 0.37% |
| DEERE & CO SEDOL 2261203 | 0.36% |
| MASTERCARD INC - A SEDOL B121557 | 0.36% |
| TREASURY BILL 00.0000 09/21/2021 | 0.36% |
| JOHNSON & JOHNSON SEDOL 2475833 | 0.36% |
| COMCAST CORP-CLASS A SEDOL 2044545 | 0.35% |
| ABBVIE INC SEDOL B92SR70 | 0.34% |
| CHARTER COMMUNICATIONS INC-A SEDOL BZ6VT82 | 0.34% |
| ALIGN TECHNOLOGY INC SEDOL 2679204 | 0.34% |
| CADENCE DESIGN SYS INC SEDOL 2302232 | 0.34% |
| EXELON CORP SEDOL 2670519 | 0.33% |
| GNMA GII30 TBA 03.0000 08/01/2051 | 0.33% |
| PINTEREST INC- CLASS A SEDOL BJ2Z0H2 | 0.33% |
| FNMA FN30 TBA UMBS 02.5000 08/01/2051 | 0.33% |
| FORD MOTOR CO SEDOL 2615468 | 0.33% |
| CISCO SYSTEMS INC SEDOL 2198163 | 0.33% |
| DANAHER CORP SEDOL 2250870 | 0.32% |
| DUPONT DE NEMOURS INC SEDOL BK0VN47 | 0.32% |
| CRH PLC SEDOL 4182249 | 0.31% |
| ROCHE HOLDING AG-GENUSSCHEIN SEDOL 7110388 | 0.31% |
| TREASURY BILL 00.0000 09/02/2021 | 0.31% |
| ROKU INC SEDOL BZ1LFG7 | 0.31% |
| AUTODESK INC SEDOL 2065159 | 0.31% |
| AIA GROUP LTD SEDOL B4TX8S1 | 0.30% |
| JOHNSON CONTROLS INTERNATION SEDOL BY7QL61 | 0.30% |
| DOCUSIGN INC SEDOL BFYT7B7 | 0.30% |
| SAMSUNG ELECTRONICS CO LTD SEDOL 6771720 | 0.30% |
| FORTINET INC SEDOL B5B2106 | 0.30% |
| SONY GROUP CORP SEDOL 6821506 | 0.30% |
| METLIFE INC SEDOL 2573209 | 0.29% |
| APPLIED MATERIALS INC SEDOL 2046552 | 0.29% |
| LONZA GROUP AG-REG SEDOL 7333378 | 0.29% |
| AMERICAN TOWER CORP SEDOL B7FBFL2 | 0.28% |
| AMERICAN ELECTRIC POWER SEDOL 2026242 | 0.28% |
| HILTON WORLDWIDE HOLDINGS IN SEDOL BYVMW06 | 0.27% |
| GNMA GII30 MA6766 03.0000 07/20/2050 | 0.27% |
| ROYAL DUTCH SHELL PLC-B SHS SEDOL B03MM40 | 0.27% |
| MCDONALD'S CORP SEDOL 2550707 | 0.26% |
| EDWARDS LIFESCIENCES CORP SEDOL 2567116 | 0.26% |
| VERTEX PHARMACEUTICALS INC SEDOL 2931034 | 0.26% |
| COLGATE-PALMOLIVE CO SEDOL 2209106 | 0.26% |
| TREASURY BILL 00.0000 09/28/2021 | 0.25% |
| FNMA FN30 CA8525 UMBS 02.5000 12/01/2050 | 0.25% |
| DEUTSCHE POST AG-REG SEDOL 4617859 | 0.25% |
| ABBOTT LABORATORIES SEDOL 2002305 | 0.25% |
| CSX CORP SEDOL 2160753 | 0.24% |
| GENERAL MOTORS CO SEDOL B665KZ5 | 0.24% |
| MARRIOTT INTERNATIONAL -CL A SEDOL 2210614 | 0.24% |
| TREASURY BILL 00.0000 10/05/2021 | 0.24% |
| MEDTRONIC PLC SEDOL BTN1Y11 | 0.23% |
| REGENERON PHARMACEUTICALS SEDOL 2730190 | 0.23% |
| MERCK KGAA SEDOL 4741844 | 0.23% |
| HOYA CORP SEDOL 6441506 | 0.22% |
| NIKE INC -CL B SEDOL 2640147 | 0.22% |
| ELI LILLY & CO SEDOL 2516152 | 0.22% |
| FREEPORT-MCMORAN INC SEDOL 2352118 | 0.22% |
| ALTRIA GROUP INC | 0.21% |
| FHLMC FR30 ZS4750 UMBS 03.0000 01/01/2048 | 0.21% |
| SOUTHERN CO/THE SEDOL 2829601 | 0.21% |
| COMPAGNIE DE SAINT-GOBAIN SEDOL 7380482 | 0.21% |
| HALLIBURTON CO SEDOL 2405302 | 0.21% |
| NOVARTIS AG-REG SEDOL 7103065 | 0.21% |
| TARGET CORP SEDOL 2259101 | 0.21% |
| GAMING AND LEISURE PROPERTIE SEDOL BFPK4S5 | 0.20% |
| NORTHROP GRUMMAN CORP SEDOL 2648806 | 0.20% |
| MERCADOLIBRE INC SEDOL B23X1H3 | 0.20% |
| SERVICENOW INC SEDOL B80NXX8 | 0.20% |
| TESLA INC SEDOL B616C79 | 0.20% |
| T-MOBILE US INC SEDOL B94Q9V0 | 0.20% |
| TATA CONSULTANCY SVS LTD SEDOL B01NPJ1 | 0.20% |
| SOUTHWEST AIRLINES CO SEDOL 2831543 | 0.20% |
| IDEXX LABORATORIES INC SEDOL 2459202 | 0.19% |
| NRG ENERGY INC SEDOL 2212922 | 0.19% |
| DOW INC SEDOL BHXCF84 | 0.19% |
| GNMA GII30 MA6932 03.0000 10/20/2050 | 0.19% |
| PARKER HANNIFIN CORP SEDOL 2671501 | 0.19% |
| SYNCHRONY FINANCIAL SEDOL BP96PS6 | 0.19% |
| OLD DOMINION FREIGHT LINE SEDOL 2656423 | 0.19% |
| ASTRAZENECA PLC-SPONS ADR SEDOL 2989044 | 0.19% |
| AXA SA SEDOL 7088429 | 0.19% |
| SHERWIN-WILLIAMS CO/THE SEDOL 2804211 | 0.19% |
| NOVO NORDISK A/S-B SEDOL BHC8X90 | 0.18% |
| WEYERHAEUSER CO SEDOL 2958936 | 0.18% |
| BEST BUY CO INC SEDOL 2094670 | 0.18% |
| NESTLE SA-REG SEDOL 7123870 | 0.18% |
| CUMMINS INC SEDOL 2240202 | 0.18% |
| FNMA FN30 TBA UMBS 06.0000 08/01/2051 | 0.18% |
| ISHARES CORE MSCI EMERGING SEDOL B8NDCB6 | 0.18% |
| TREASURY BILL 00.0000 10/14/2021 | 0.18% |
| UNITED RENTALS INC SEDOL 2134781 | 0.18% |
| CONOCOPHILLIPS | 0.17% |
| PNC FINANCIAL SERVICES GROUP SEDOL 2692665 | 0.17% |
| VEEVA SYSTEMS INC-CLASS A SEDOL BFH3N85 | 0.17% |
| AMERIPRISE FINANCIAL INC SEDOL B0J7D57 | 0.17% |
| KDDI CORP SEDOL 6248990 | 0.17% |
| S&P GLOBAL INC SEDOL BYV2325 | 0.17% |
| ACTIVISION BLIZZARD INC SEDOL 2575818 | 0.17% |
| PULTEGROUP INC SEDOL 2708841 | 0.16% |
| BJ'S WHOLESALE CLUB HOLDINGS SEDOL BFZNZF8 | 0.16% |
| DEXCOM INC SEDOL B0796X4 | 0.16% |
| ESTEE LAUDER COMPANIES-CL A SEDOL 2320524 | 0.16% |
| UNITEDHEALTH GROUP INC SEDOL 2917766 | 0.16% |
| COSTAR GROUP INC SEDOL 2262864 | 0.16% |
| L OREAL SEDOL 4057808 | 0.16% |
| GARTNER INC SEDOL 2372763 | 0.16% |
| LULULEMON ATHLETICA INC SEDOL B23FN39 | 0.16% |
| ALLY FINANCIAL INC SEDOL B72XK05 | 0.16% |
| CNH INDUSTRIAL NV SEDOL BDSV2V0 | 0.16% |
| DIAGEO PLC SEDOL 0237400 | 0.15% |
| ALLIANZ SE-REG SEDOL 5231485 | 0.15% |
| IQVIA HOLDINGS INC SEDOL BDR73G1 | 0.15% |
| FNMA FN30 FM4328 UMBS 02.5000 09/01/2050 | 0.15% |
| UBER TECHNOLOGIES INC SEDOL BK6N347 | 0.15% |
| LOWES COMPANIES INC | 0.15% |
| ORACLE CORP SEDOL 2661568 | 0.15% |
| RIO TINTO PLC SEDOL 0718875 | 0.15% |
| ROYAL DUTCH SHELL PLC-A SHS SEDOL B09CBL4 | 0.15% |
| ASSURED GUARANTY LTD SEDOL B00V7H8 | 0.14% |
| GNMA GII30 MA6820 03.0000 08/20/2050 | 0.14% |
| MONDELEZ INTERNATIONAL INC-A SEDOL B8CKK03 | 0.14% |
| VALERO ENERGY CORP SEDOL 2041364 | 0.14% |
| AIRBNB INC-CLASS A SEDOL BMGYYH4 | 0.14% |
| CAPITAL ONE FINANCIAL CORP SEDOL 2654461 | 0.14% |
| CORTEVA INC SEDOL BK73B42 | 0.14% |
| THERMO FISHER SCIENTIFIC INC SEDOL 2886907 | 0.14% |
| COSTCO WHOLESALE CORP SEDOL 2701271 | 0.14% |
| EATON CORP PLC SEDOL B8KQN82 | 0.14% |
| HERMES INTERNATIONAL SEDOL 5253973 | 0.14% |
| CHIPOTLE MEXICAN GRILL INC SEDOL B0X7DZ3 | 0.14% |
| LG CHEM LTD SEDOL 6346913 | 0.14% |
| PARTNERS GROUP HOLDING AG SEDOL B119QG0 | 0.13% |
| SBERBANK PJSC -SPONSORED ADR SEDOL B5SC091 | 0.13% |
| CBRE GROUP INC - A SEDOL B6WVMH3 | 0.13% |
| CHEVRON CORP | 0.13% |
| COCA-COLA HBC AG-DI SEDOL B9895B7 | 0.13% |
| DEUTSCHE TELEKOM AG-REG SEDOL 5842359 | 0.13% |
| BOSTON PROPERTIES INC SEDOL 2019479 | 0.13% |
| LIVE NATION ENTERTAINMENT IN SEDOL B0T7YX2 | 0.13% |
| DRAFTKINGS INC - CL A SEDOL BMYML02 | 0.13% |
| WALT DISNEY CO/THE SEDOL 2270726 | 0.13% |
| WESFARMERS LTD SEDOL 6948836 | 0.13% |
| HOME DEPOT INC SEDOL 2434209 | 0.13% |
| NAVER CORP SEDOL 6560393 | 0.13% |
| SCHNEIDER ELECTRIC SE SEDOL 4834108 | 0.13% |
| MORGAN STANLEY | 0.12% |
| RELIANCE INDUSTRIES LTD SEDOL 6099626 | 0.12% |
| RAYTHEON TECHNOLOGIES CORP SEDOL BM5M5Y3 | 0.12% |
| STELLANTIS NV SEDOL BMD8F98 | 0.12% |
| DBS GROUP HOLDINGS LTD SEDOL 6175203 | 0.12% |
| SYNOPSYS INC SEDOL 2867719 | 0.12% |
| GOODMAN GROUP SEDOL B03FYZ4 | 0.12% |
| FERGUSON PLC SEDOL BJVNSS4 | 0.12% |
| WASTE MANAGEMENT INC SEDOL 2937667 | 0.12% |
| 10X GENOMICS INC-CLASS A SEDOL BKS3RS7 | 0.12% |
| GODADDY INC - CLASS A SEDOL BWFRFC6 | 0.12% |
| THALES SA SEDOL 4162791 | 0.12% |
| MICHELIN (CGDE) SEDOL 4588364 | 0.12% |
| COGNIZANT TECH SOLUTIONS-A SEDOL 2257019 | 0.12% |
| EXXON MOBIL CORP SEDOL 2326618 | 0.12% |
| LEGRAND SA SEDOL B11ZRK9 | 0.12% |
| SANOFI SEDOL 5671735 | 0.12% |
| NINTENDO CO LTD SEDOL 6639550 | 0.11% |
| BRENNTAG SE SEDOL B4YVF56 | 0.11% |
| ANGLO AMERICAN PLC SEDOL B1XZS82 | 0.11% |
| ZEBRA TECHNOLOGIES CORP-CL A SEDOL 2989356 | 0.11% |
| BANCO BILBAO VIZCAYA ARGENTA SEDOL 5501906 | 0.11% |
| NEXI SPA SEDOL BJ1F880 | 0.11% |
| SUMITOMO MITSUI FINANCIAL GR SEDOL 6563024 | 0.11% |
| ABB LTD-REG SEDOL 7108899 | 0.11% |
| ITOCHU CORP SEDOL 6467803 | 0.11% |
| JD.COM INC-ADR SEDOL BMM27D9 | 0.11% |
| SYSCO CORP SEDOL 2868165 | 0.11% |
| BOOKING HOLDINGS INC SEDOL BDRXDB4 | 0.11% |
| CDX CDX.NA.HY.36 500.0 06/20/2026 | 0.11% |
| T-MOBILE US INC P/P 144A 05.2500 CV PFD | 0.11% |
| ASAHI GROUP HOLDINGS LTD SEDOL 6054409 | 0.11% |
| NITORI HOLDINGS CO LTD SEDOL 6644800 | 0.11% |
| LIBERTY GLOBAL PLC- C SEDOL B8W67B1 | 0.10% |
| OTIS WORLDWIDE CORP SEDOL BK531S8 | 0.10% |
| SANDVIK AB SEDOL B1VQ252 | 0.10% |
| WOOLWORTHS GROUP LTD SEDOL 6981239 | 0.10% |
| AFLAC INC SEDOL 2026361 | 0.10% |
| IMPERIAL BRANDS PLC SEDOL 0454492 | 0.10% |
| RADIAN GROUP INC SEDOL 2173911 | 0.10% |
| ASTRAZENECA PLC SEDOL 0989529 | 0.10% |
| BNP PARIBAS SEDOL 7309681 | 0.10% |
| LABORATORY CRP OF AMER HLDGS SEDOL 2586122 | 0.10% |
| RELIANC-GDR 144A 144A SEDOL B16CYP9 | 0.10% |
| SONOVA HOLDING AG-REG SEDOL 7156036 | 0.10% |
| APOLLO HOSPITALS ENTERPRISE SEDOL 6273583 | 0.10% |
| WALMART DE MEXICO SAB DE CV SEDOL BW1YVH8 | 0.10% |
| AMERICAN INTERNATIONAL GROUP SEDOL 2027342 | 0.10% |
| DARDEN RESTAURANTS INC SEDOL 2289874 | 0.10% |
| TRANSDIGM GROUP INC SEDOL B11FJK3 | 0.10% |
| BOOZ ALLEN HAMILTON HOLDINGS SEDOL B5367T7 | 0.10% |
| MARATHON PETROLEUM CORP SEDOL B3K3L40 | 0.10% |
| VOLVO AB-B SHS SEDOL B1QH830 | 0.10% |
| APOLLO GLOBAL MANAGEMENT INC SEDOL BKRLVD5 | 0.10% |
| CAPGEMINI SE SEDOL 4163437 | 0.10% |
| AMETEK INC SEDOL 2089212 | 0.09% |
| BHP GROUP LTD SEDOL 6144690 | 0.09% |
| EDP-ENERGIAS DE PORTUGAL SA SEDOL 4103596 | 0.09% |
| EQUINOR ASA SEDOL 7133608 | 0.09% |
| FNMA FN30 MA3563 UMBS 04.0000 01/01/2049 | 0.09% |
| AUTO1 GROUP SE 144A SEDOL BL5C4C7 | 0.09% |
| TEXAS INSTRUMENTS INC SEDOL 2885409 | 0.09% |
| TOTVS SA SEDOL B10LQP6 | 0.09% |
| VONTIER CORP SEDOL BH4GV32 | 0.09% |
| RENESAS ELECTRONICS CORP SEDOL 6635677 | 0.09% |
| COMMONWEALTH BANK OF AUSTRAL SEDOL 6215035 | 0.09% |
| EQUITABLE HOLDINGS INC SEDOL BKRMR96 | 0.09% |
| SHENZHEN INOVANCE TECHNOLO-A SEDOL BD5CMN8 | 0.09% |
| YAMAHA MOTOR CO LTD SEDOL 6985264 | 0.09% |
| ALLSTATE CORP SEDOL 2019952 | 0.09% |
| NOMURA HOLDINGS INC SEDOL 6643108 | 0.09% |
| SK TELECOM SEDOL 6224871 | 0.09% |
| TOKYO ELECTRON LTD SEDOL 6895675 | 0.09% |
| WUXI APPTEC CO LTD-H SEDOL BGHH0L6 | 0.09% |
| ZALANDO SE SEDOL BQV0SV7 | 0.09% |
| AGCO CORP SEDOL 2010278 | 0.09% |
| AMERISOURCEBERGEN CORP | 0.09% |
| FORTUNE BRANDS HOME & SECURI SEDOL B3MC7D6 | 0.09% |
| KINDER MORGAN INC SEDOL B3NQ4P8 | 0.09% |
| STATE STREET CORP SEDOL 2842040 | 0.09% |
| ALLEGION PLC SEDOL BFRT3W7 | 0.09% |
| COVESTRO AG SEDOL BYTBWY9 | 0.09% |
| LI NING CO LTD SEDOL B01JCK9 | 0.09% |
| LINDE PLC SEDOL BYWD9S5 | 0.09% |
| MINEBEA CO LTD SEDOL 6642406 | 0.09% |
| BP PLC SEDOL 0798059 | 0.09% |
| CLP HOLDINGS LTD SEDOL 6097017 | 0.09% |
| DANAHER CORP 05.0000 CV PFD | 0.09% |
| ORSTED A/S SEDOL BYT16L4 | 0.09% |
| PUBLIC SERVICE ENTERPRISE GP SEDOL 2707677 | 0.09% |
| FNMA FN30 BQ1269 UMBS 02.5000 08/01/2050 | 0.08% |
| MEDIATEK INC SEDOL 6372480 | 0.08% |
| NXP SEMICONDUCTORS NV SEDOL B505PN7 | 0.08% |
| FUJITSU LTD SEDOL 6356945 | 0.08% |
| POLARIS INC SEDOL 2692933 | 0.08% |
| TWILIO INC - A SEDOL BD6P5Q0 | 0.08% |
| AVIVA PLC SEDOL 0216238 | 0.08% |
| DAIKIN INDUSTRIES LTD SEDOL 6250724 | 0.08% |
| LEIDOS HOLDINGS INC SEDOL BDV82B8 | 0.08% |
| SAMSUNG ELECTRONICS-PREF SEDOL 6773812 | 0.08% |
| SIG COMBIBLOC GROUP AG SEDOL BD5GN60 | 0.08% |
| SK HYNIX INC SEDOL 6450267 | 0.08% |
| AKZO NOBEL N.V. SEDOL BJ2KSG2 | 0.08% |
| CAIXABANK SA SEDOL B283W97 | 0.08% |
| COCA-COLA EUROPACIFIC PARTNE SEDOL BYQQ3P5 | 0.08% |
| FORTUM OYJ SEDOL 5579550 | 0.08% |
| TECHTRONIC INDUSTRIES CO LTD SEDOL B0190C7 | 0.08% |
| ARAMARK SEDOL BH3XG17 | 0.08% |
| HANA FINANCIAL GROUP SEDOL B0RNRF5 | 0.08% |
| SEA LTD-ADR SEDOL BYWD7L4 | 0.08% |
| TCS GROUP HOLDING-GDR REG S SEDOL BF233S0 | 0.08% |
| YUM CHINA HOLDINGS INC SEDOL BN2BD13 | 0.08% |
| ZOZO INC SEDOL B292RC1 | 0.08% |
| KONINKLIJKE AHOLD DELHAIZE N SEDOL BD0Q398 | 0.08% |
| LONDON STOCK EXCHANGE GROUP SEDOL B0SWJX3 | 0.08% |
| TAIWAN SEMICONDUCTOR-SP ADR SEDOL 2113382 | 0.08% |
| YANDEX NV-A SEDOL B5BSZB3 | 0.08% |
| AMEREN CORPORATION SEDOL 2050832 | 0.08% |
| CENOVUS ENERGY INC SEDOL B57FG04 | 0.08% |
| DEUTSCHE BOERSE AG SEDOL 7021963 | 0.08% |
| EVOLUTION AB SEDOL BJXSCH4 | 0.08% |
| KEURIG DR PEPPER INC SEDOL BD3W133 | 0.08% |
| AP MOLLER-MAERSK A/S-B SEDOL 4253048 | 0.08% |
| EASTMAN CHEMICAL CO SEDOL 2298386 | 0.08% |
| FNMA FN30 FM1741 UMBS 04.0000 04/01/2049 | 0.08% |
| BANK OF IRELAND GROUP PLC SEDOL BD1RP61 | 0.08% |
| EDISON INTERNATIONAL SEDOL 2829515 | 0.08% |
| ENTERPRISE PRODUCTS PARTNERS SEDOL 2285388 | 0.08% |
| FORTESCUE METALS GROUP LTD SEDOL B2B2B49 | 0.08% |
| HOLCIM LTD SEDOL 7110753 | 0.08% |
| WAT US R US0001M P 12/15/25 GS | 0.08% |
| CARLSBERG AS-B SEDOL 4169219 | 0.08% |
| DYNATRACE INC SEDOL BJV2RD9 | 0.08% |
| MOLINA HEALTHCARE INC SEDOL 2212706 | 0.08% |
| NOMURA RESEARCH INSTITUTE LT SEDOL 6390921 | 0.08% |
| NIPPON YUSEN KABUSHIKI KAISH SEDOL 6643960 | 0.07% |
| FLUTTER ENTERTAINMENT PLC-DI SEDOL BWXC0Z1 | 0.07% |
| SARTORIUS STEDIM BIOTECH SEDOL BYZ2QP5 | 0.07% |
| PORSCHE AUTOMOBIL HLDG-PRF SEDOL 7101069 | 0.07% |
| XIAOMI CORP-CLASS B SEDOL BG0ZMJ9 | 0.07% |
| HDFC BANK LIMITED SEDOL BK1N461 | 0.07% |
| PRINCIPAL FINANCIAL GROUP SEDOL 2803014 | 0.07% |
| PRUDENTIAL PLC SEDOL 0709954 | 0.07% |
| KAKAO CORP SEDOL 6194037 | 0.07% |
| MEDICAL PROPERTIES TRUST INC SEDOL B0JL5L9 | 0.07% |
| MITSUBISHI UFJ FINANCIAL GRO SEDOL 6335171 | 0.07% |
| AT&T INC SEDOL 2831811 | 0.07% |
| BRUNSWICK CORP SEDOL 2149309 | 0.07% |
| FNMA FN30 AL9859 UMBS 03.0000 03/01/2047 | 0.07% |
| FNMA FN30 FM1521 UMBS 04.0000 05/01/2049 | 0.07% |
| HINDUSTAN UNILEVER LTD SEDOL 6261674 | 0.07% |
| PARADE TECHNOLOGIES LTD SEDOL B6RV676 | 0.07% |
| FNMA FN30 FM7985 UMBS 02.5000 07/01/2051 | 0.07% |
| MTD US R US0001M P 12/15/25 GS | 0.07% |
| NITTO DENKO CORP SEDOL 6641801 | 0.07% |
| PKI US R US0001M P 12/15/25 GS | 0.07% |
| BHP GROUP PLC SEDOL BH0P3Z9 | 0.07% |
| FNMA FN30 FM7741 UMBS 02.5000 05/01/2051 | 0.07% |
| MONCLER SPA SEDOL BGLP232 | 0.07% |
| ASML HOLDING NV SEDOL B929F46 | 0.06% |
| CROWN HOLDINGS INC | 0.06% |
| TARGA RESOURCES CORP SEDOL B55PZY3 | 0.06% |
| IQV US R US0001M P 12/15/25 GS | 0.06% |
| MRK GR R US0001M P 12/15/25 GS | 0.06% |
| SHIN-ETSU CHEMICAL CO LTD SEDOL 6804585 | 0.06% |
| SKANDINAVISKA ENSKILDA BAN-A SEDOL 4813345 | 0.06% |
| TEMPUR SEALY INTERNATIONAL I SEDOL 2216991 | 0.06% |
| CENTRE TESTING INTL GROUP-A SEDOL BD5C7D3 | 0.06% |
| DAIWA HOUSE INDUSTRY CO LTD SEDOL 6251363 | 0.06% |
| FNMA FN30 MA2737 UMBS 03.0000 09/01/2046 | 0.06% |
| INCYTE CORP | 0.06% |
| JEFFERIES FINANCIAL GROUP IN SEDOL BG0Q4Z2 | 0.06% |
| NETWORK INTERNATIONAL HOLDIN SEDOL BH3VJ78 | 0.06% |
| STACR 2016-DNA2 M3 04.7393 10/25/2028 | 0.06% |
| 3I GROUP PLC SEDOL B1YW440 | 0.06% |
| A US R US0001M P 12/15/25 GS | 0.06% |
| REPUBLIC SERVICES INC SEDOL 2262530 | 0.06% |
| CDX CDX.NA.IG.36 100.0 06/20/2026 | 0.06% |
| SLM CORP | 0.06% |
| ARISTOCRAT LEISURE LTD SEDOL 6253983 | 0.06% |
| ATHENE HOLDING LTD-CLASS A SEDOL BZ13MZ1 | 0.06% |
| AVALONBAY COMMUNITIES INC SEDOL 2131179 | 0.06% |
| BANK LEUMI LE-ISRAEL SEDOL 6076425 | 0.06% |
| BF0101 03.5000 06/01/2056 | 0.06% |
| KINGFISHER PLC SEDOL 3319521 | 0.06% |
| ADYEN NV SEDOL BZ1HM42 | 0.06% |
| JONES LANG LASALLE INC SEDOL 2040640 | 0.06% |
| KOITO MANUFACTURING CO LTD SEDOL 6496324 | 0.06% |
| PFIZER INC SEDOL 2684703 | 0.06% |
| SONIC HEALTHCARE LTD SEDOL 6821120 | 0.06% |
| ASIAN PAINTS LTD SEDOL BCRWL65 | 0.06% |
| ENTERGY CORP SEDOL 2317087 | 0.06% |
| NIPPON EXPRESS CO LTD SEDOL 6642127 | 0.06% |
| ONO PHARMACEUTICAL CO LTD SEDOL 6660107 | 0.06% |
| AXALTA COATING SYSTEMS LTD SEDOL BSFWCF5 | 0.06% |
| PANDORA A/S SEDOL B44XTX8 | 0.06% |
| JPMORGAN CHASE & CO 03.9640 11/15/2048 | 0.06% |
| NIPPON TELEGRAPH & TELEPHONE SEDOL 6641373 | 0.06% |
| SHENZHEN MINDRAY BIO-MEDIC-A SEDOL BHQK864 | 0.06% |
| UNITED OVERSEAS BANK LTD SEDOL 6916781 | 0.06% |
| WH GROUP LTD SEDOL BLLHKZ1 | 0.06% |
| ABBVIE INC 03.2000 11/21/2029 | 0.06% |
| ALLFUNDS GROUP PLC SEDOL BNTJ354 | 0.06% |
| B3 SA-BRASIL BOLSA BALCAO SEDOL BG36ZK1 | 0.06% |
| KEYCORP SEDOL 2490911 | 0.06% |
| TMO US R US0001M P 12/15/25 GS | 0.06% |
| UNITED PARCEL SERVICE-CL B SEDOL 2517382 | 0.06% |
| AIRTAC INTERNATIONAL GROUP SEDOL B52J816 | 0.05% |
| KONINKLIJKE KPN NV SEDOL 5956078 | 0.05% |
| DINO POLSKA SA SEDOL BD0YVN2 | 0.05% |
| ZTS US R US0001M P 12/15/25 GS | 0.05% |
| ABCAM PLC SEDOL B677469 | 0.05% |
| FNMA FN30 BQ0329 UMBS 02.5000 07/01/2050 | 0.05% |
| KNORR-BREMSE AG SEDOL BD2P9X9 | 0.05% |
| OPAP SA SEDOL 7107250 | 0.05% |
| 1.65 R ISWP FWD US0003M P 09/15/2031 | 0.05% |
| EUROFINS SCIENTIFIC SEDOL BNDPYV1 | 0.05% |
| GARMIN LTD SEDOL B3Z5T14 | 0.05% |
| JUBILANT FOODWORKS LTD SEDOL B3PRM66 | 0.05% |
| BAIDU INC - SPON ADR SEDOL B0FXT17 | 0.05% |
| CITIGROUP INC 03.6680 07/24/2028 | 0.05% |
| GLAXOSMITHKLINE PLC SEDOL 0925288 | 0.05% |
| LITE-ON TECHNOLOGY CORP SEDOL 6519481 | 0.05% |
| MORGAN STANLEY 03.1250 01/23/2023 | 0.05% |
| ADECCO GROUP AG-REG SEDOL 7110720 | 0.05% |
| EDF SEDOL B0NJJ17 | 0.05% |
| ILMN US R US0001M P 12/15/25 GS | 0.05% |
| MANHATTAN ASSOCIATES INC SEDOL 2239471 | 0.05% |
| MEITUAN-CLASS B SEDOL BGJW376 | 0.05% |
| MORGAN STANLEY 03.7720 01/24/2029 | 0.05% |
| OMRON CORP SEDOL 6659428 | 0.05% |
| SAGE GROUP PLC/THE SEDOL B8C3BL0 | 0.05% |
| BRAMBLES LTD SEDOL B1FJ0C0 | 0.05% |
| FHR 5117 CI IO 05.0000 06/25/2051 | 0.05% |
| HIKMA PHARMACEUTICALS PLC SEDOL B0LCW08 | 0.05% |
| FIRST INDUSTRIAL REALTY TR SEDOL 2360757 | 0.05% |
| ICICI BANK LTD SEDOL BSZ2BY7 | 0.05% |
| JPMORGAN CHASE & CO 03.6250 12/01/2027 | 0.05% |
| LOGITECH INTERNATIONAL-REG SEDOL B18ZRK2 | 0.05% |
| PFE US R US0001M P 12/15/25 GS | 0.05% |
| VERIZON COMM 04.3290 09/21/2028 | 0.05% |
| ALLIANCE DATA SYSTEMS CORP SEDOL 2762030 | 0.05% |
| AT&T INC P/P 144A 03.5500 09/15/2055 | 0.05% |
| IPN FP R US0001M P 12/15/25 GS | 0.05% |
| LAMAR ADVERTISING CO-A SEDOL BSPHGN6 | 0.05% |
| BANK OF AMERICA CORP 06.1100 01/29/2037 | 0.04% |
| GOLDMAN SACHS GROUP INC 03.8500 01/26/2027 | 0.04% |
| MANPOWERGROUP INC SEDOL 2562490 | 0.04% |
| CVS HEALTH CORP 04.7800 03/25/2038 | 0.04% |
| EIFFAGE SEDOL B13X013 | 0.04% |
| HONG KONG EXCHANGES & CLEAR SEDOL 6267359 | 0.04% |
| LVMH MOET HENNESSY LOUIS VUI SEDOL 4061412 | 0.04% |
| NEW YORK LIFE INS P/P 144A 01.1000 05/05/2023 | 0.04% |
| PEARL ABYSS CORP SEDOL BYX56S9 | 0.04% |
| TORO CO SEDOL 2897040 | 0.04% |
| BOC HONG KONG HOLDINGS LTD SEDOL 6536112 | 0.04% |
| ENERGY TRANSFER LP 06.6250 02/15/2028 | 0.04% |
| SUMITOMO MITSUI TRUST HOLDIN SEDOL 6431897 | 0.04% |
| DIRECT LINE INSURANCE GROUP SEDOL BY9D0Y1 | 0.04% |
| FNMA FN30 BM1172 UMBS 03.0000 03/01/2047 | 0.04% |
| GENTEX CORP SEDOL 2366799 | 0.04% |
| OSHKOSH CORP SEDOL 2663520 | 0.04% |
| SPX 20220121 C 4350.00CITI | 0.04% |
| SUN HUNG KAI PROPERTIES SEDOL 6859927 | 0.04% |
| UNITED MEXICAN STATES USD 05.5500 01/21/2045 | 0.04% |
| AT&T INC P/P 144A 02.5500 12/01/2033 | 0.04% |
| UBS GROUP AG P/P 144A 03.4910 05/23/2023 | 0.04% |
| LASERTEC CORP SEDOL 6506267 | 0.04% |
| RELIANCE STEEL & ALUMINUM SEDOL 2729068 | 0.04% |
| ROSS STORES INC SEDOL 2746711 | 0.04% |
| COCA-COLA CO/THE SEDOL 2206657 | 0.04% |
| FNMA FN30 BM5024 UMBS 03.0000 11/01/2048 | 0.04% |
| JPMORGAN CHASE & CO 03.3750 05/01/2023 | 0.04% |
| SERVICE CORP INTERNATIONAL SEDOL 2797560 | 0.04% |
| UNUM GROUP SEDOL 2433842 | 0.04% |
| CK HUTCHISON HOLDINGS LTD SEDOL BW9P816 | 0.04% |
| COPA HOLDINGS SA-CLASS A SEDOL B0TNJH9 | 0.04% |
| DBUBS 2011-LC3A D 144A 05.4201 08/10/2044 | 0.04% |
| DNB BANK ASA P/P 144A 02.1500 12/02/2022 | 0.04% |
| INDUSTRIA DE DISENO TEXTIL SEDOL BP9DL90 | 0.04% |
| JNJ US R US0001M P 12/15/25 GS | 0.04% |
| SANY HEAVY INDUSTRY CO LTD-A SEDOL BP3R3H0 | 0.04% |
| BANK OF AMERICA CORP 03.2480 10/21/2027 | 0.04% |
| BIOGEN INC SEDOL 2455965 | 0.04% |
| DISCOVER FINANCIAL SERVICES SEDOL B1YLC43 | 0.04% |
| EOG RESOURCES INC SEDOL 2318024 | 0.04% |
| HCA HEALTHCARE INC SEDOL B4MGBG6 | 0.04% |
| MRK US R US0001M P 12/15/25 GS | 0.04% |
| CAS 2016-C04 1M2 04.3393 01/25/2029 | 0.04% |
| DUKE REALTY CORP SEDOL 2284084 | 0.04% |
| IHS MARKIT LTD P/P 144A 04.7500 02/15/2025 | 0.04% |
| ISRAEL DISCOUNT BANK -A SEDOL 6451271 | 0.04% |
| ORACLE CORP 02.5000 10/15/2022 | 0.04% |
| ABBV US R US0001M P 12/15/25 GS | 0.03% |
| ALLISON TRANSMISSION HOLDING SEDOL B4PZ892 | 0.03% |
| BRISTOL-MYERS 03.2500 02/20/2023 | 0.03% |
| CASH MGMT BILL 00.0000 11/16/2021 | 0.03% |
| DIM FP R US0001M P 12/15/25 GS | 0.03% |
| EQUITY LIFESTYLE PROPERTIES SEDOL 2563125 | 0.03% |
| FNMA FN30 TBA UMBS 04.0000 08/01/2051 | 0.03% |
| GSK LN R US0001M P 12/15/25 GS | 0.03% |
| INVITATION HOMES INC SEDOL BD81GW9 | 0.03% |
| ITT INC SEDOL BZBY209 | 0.03% |
| LNSTR 2015-3 B P/P 144A 03.1831 04/20/2048 | 0.03% |
| PACIFIC GAS & ELECTRIC 01.3670 03/10/2023 | 0.03% |
| PETROLEOS MEXICANOS USD 06.8400 01/23/2030 | 0.03% |
| REPUBLIC OF INDONESIA REGS 04.7500 01/08/2026 | 0.03% |
| TORONTO-DOMINION BANK USD 01.9000 12/01/2022 | 0.03% |
| YAMATO HOLDINGS CO LTD SEDOL 6985565 | 0.03% |
| DOVER CORP SEDOL 2278407 | 0.03% |
| FHLMC FR30 QC1327 UMBS 02.5000 05/01/2051 | 0.03% |
| M3 INC SEDOL B02K2M3 | 0.03% |
| NOVATEK MICROELECTRONICS COR SEDOL 6346333 | 0.03% |
| ALTICE USA INC- A SEDOL BDRY7P9 | 0.03% |
| BERKELEY GROUP HOLDINGS/THE SEDOL B02L3W3 | 0.03% |
| CONSTELLATION BRANDS INC-A SEDOL 2170473 | 0.03% |
| MICROSOFT CORP 02.4000 08/08/2026 | 0.03% |
| PALO ALTO NETWORKS INC SEDOL B87ZMX0 | 0.03% |
| RYDER SYSTEM INC SEDOL 2760669 | 0.03% |
| SAN FP R US0001M P 12/15/25 GS | 0.03% |
| SPRINT CAPITAL CORPORATION 06.8750 11/15/2028 | 0.03% |
| TELEFONICA EMISIONES SAU USD 04.8950 03/06/2048 | 0.03% |
| ZURICH INSURANCE GROUP AG SEDOL 5983816 | 0.03% |
| APPLE INC 00.7500 05/11/2023 | 0.03% |
| BT GROUP PLC SEDOL 3091357 | 0.03% |
| NESTLE HOLDINGS INC P/P 144A 00.3750 01/15/2024 | 0.03% |
| PRGO US R US0001M P 12/15/25 GS | 0.03% |
| SPRINT CORP 07.8750 09/15/2023 | 0.03% |
| ADVANCED MICRO DEVICES SEDOL 2007849 | 0.03% |
| AMERICAN TOWER CORP 02.7000 04/15/2031 | 0.03% |
| AZN US US0001M 12/15/25 GS | 0.03% |
| CHECK POINT SOFTWARE TECH SEDOL 2181334 | 0.03% |
| POYA INTERNATIONAL CO LTD SEDOL 6541826 | 0.03% |
| PUBLICIS GROUPE SEDOL 4380429 | 0.03% |
| RAYONIER INC SEDOL 2473138 | 0.03% |
| REPUBLIC OF SENEGAL REGS 06.2500 05/23/2033 | 0.03% |
| 4506 JP R US0001M P 12/15/25 GS | 0.03% |
| AUTO TRADER GROUP PLC SEDOL BVYVFW2 | 0.03% |
| BIIB US R US0001M P 12/15/25 GS | 0.03% |
| CAS 2015-C04 2M2 05.6393 04/25/2028 | 0.03% |
| COLES GROUP LTD SEDOL BYWR0T5 | 0.03% |
| FNMA FN30 BC1155 UMBS 03.0000 06/01/2046 | 0.03% |
| HENDERSON LAND DEVELOPMENT SEDOL 6420538 | 0.03% |
| PERSIMMON PLC SEDOL 0682538 | 0.03% |
| TRANSDIGM INC. P/P 144A 06.2500 03/15/2026 | 0.03% |
| VTRS US R US0001M P 12/15/25 GS | 0.03% |
| WILLIAMS COS INC SEDOL 2967181 | 0.03% |
| YUM BRANDS INC SEDOL 2098876 | 0.03% |
| BROTHER INDUSTRIES LTD SEDOL 6146500 | 0.03% |
| ENTERPRISE PRODUCTS OPER 04.2500 02/15/2048 | 0.03% |
| EQUINIX INC. 02.9000 11/18/2026 | 0.03% |
| FHR 4326 GS IO 05.9569 04/15/2044 | 0.03% |
| FIDELITY NATIONAL FINANCIAL SEDOL BNBRDD4 | 0.03% |
| SIRIUS XM RADIO INC P/P 144A 05.0000 08/01/2027 | 0.03% |
| T-MOBILE USA INC 03.7500 04/15/2027 | 0.03% |
| TOKYO GAS CO LTD SEDOL 6895448 | 0.03% |
| APPLE INC 04.2500 02/09/2047 | 0.03% |
| CAS 2016-C01 1M2 06.8393 08/25/2028 | 0.03% |
| DEUTSCHE BANK NY 01.6860 03/19/2026 | 0.03% |
| GOLDMAN SACHS GROUP INC 04.2230 05/01/2029 | 0.03% |
| INTL BUSINESS MACHINES CORP SEDOL 2005973 | 0.03% |
| IVORY COAST REGS 06.1250 06/15/2033 | 0.03% |
| MICROSOFT CORP 02.9210 03/17/2052 | 0.03% |
| SOARING EAGLE ACQU - CL A SEDOL BNQP3R7 | 0.03% |
| UNITEDHEALTH GROUP INC 03.8500 06/15/2028 | 0.03% |
| BAYN GR R US0001M P 12/15/25 GS | 0.03% |
| BMY US R US0001M P 12/15/25 GS | 0.03% |
| ECOLAB INC 02.7000 11/01/2026 | 0.03% |
| INTERPUBLIC GRP 04.6500 10/01/2028 | 0.03% |
| NOVARTIS CAPITAL CORP 04.0000 11/20/2045 | 0.03% |
| ORACLE CORP 04.0000 11/15/2047 | 0.03% |
| SUMITOMO TR&BK P/P 144A 00.8000 09/12/2023 | 0.03% |
| TABCORP HOLDINGS LTD SEDOL 6873262 | 0.03% |
| TRAVEL + LEISURE CO SEDOL BMXYT16 | 0.03% |
| AMAZON.COM INC 03.1500 08/22/2027 | 0.02% |
| ANZ NEW ZEALAND INT P/P 144A 02.8750 01/25/2022 | 0.02% |
| BROADCOM CRP / CAYM 03.5000 01/15/2028 | 0.02% |
| FLEETCOR TECHNOLOGIES INC SEDOL B4R28B3 | 0.02% |
| GENERAL ELECTRIC CO SEDOL BL59CR9 | 0.02% |
| MRAIT 2020-2 A2 | 0.02% |
| MRAIT 2021-8 A1X 01.2503 10/15/2021 | 0.02% |
| NH FOODS LTD SEDOL 6640767 | 0.02% |
| POSTE ITALIANE SPA SEDOL BYYN701 | 0.02% |
| REP OF INDONESIA P/P 144A 04.3500 01/08/2027 | 0.02% |
| SCSK CORP SEDOL 6858474 | 0.02% |
| SEI INVESTMENTS COMPANY SEDOL 2793610 | 0.02% |
| TOTALENERGIES SE SEDOL B15C557 | 0.02% |
| VOLKSWAGEN AG PFD SEDOL 5497168 | 0.02% |
| AZN LN R US0001M P 12/15/25 GS | 0.02% |
| CAS 2020-R01 1M2 02.1393 01/25/2040 | 0.02% |
| CCO HOLDINGS LLC P/P 144A 05.3750 06/01/2029 | 0.02% |
| CHARTER COMM OPT LLC 06.4840 10/23/2045 | 0.02% |
| CLEAN HARBORS INC SEDOL 2202473 | 0.02% |
| CWALT 2006-OA10 4A1 00.4693 08/25/2046 | 0.02% |
| FHR 5024 HI IO 04.5000 10/25/2050 | 0.02% |
| IPSEN SEDOL B0R7JF1 | 0.02% |
| CF INDUSTRIES INC P/P 144A 04.5000 12/01/2026 | 0.02% |
| DANSKE BANK A/S P/P 144A 02.7000 03/02/2022 | 0.02% |
| E.ON SE SEDOL 4942904 | 0.02% |
| FHR 5121 KI IO 04.0000 06/25/2051 | 0.02% |
| FNMA FN40 BF0171 UMBS 04.0000 01/01/2057 | 0.02% |
| UNILEVER PLC SEDOL B10RZP7 | 0.02% |
| VERIZON COMMUNICATIONS 03.7000 03/22/2061 | 0.02% |
| 4581 JP R US0001M P 12/15/25 GS | 0.02% |
| AGL ENERGY LTD SEDOL BSS7GP5 | 0.02% |
| CALPINE CORP P/P 144A 04.5000 02/15/2028 | 0.02% |
| CAS 2015-C04 1M2 05.7893 04/25/2028 | 0.02% |
| CSL AU R US0001M P 12/15/25 GS | 0.02% |
| ENERGY TRANSFER LP 03.7500 05/15/2030 | 0.02% |
| GENERAL MOTORS FINL CO 04.0000 10/06/2026 | 0.02% |
| GJENSIDIGE FORSIKRING ASA SEDOL B4PH0C5 | 0.02% |
| GSMS 2014-GC22 C 04.6893 06/10/2047 | 0.02% |
| MSBAM 2014-C17 C 04.4767 08/15/2047 | 0.02% |
| REPUBLIC OF KAZAKHSTAN REGS 04.8750 10/14/2044 | 0.02% |
| ROCHE HOLDINGS INC P/P 144A 04.0000 11/28/2044 | 0.02% |
| TREASURY BILL 00.0000 09/07/2021 | 0.02% |
| APID 2015-23A AR 144A 01.3461 04/15/2033 | 0.02% |
| AT&T INC 04.7500 05/15/2046 | 0.02% |
| BOLLORE SEDOL 4572709 | 0.02% |
| CAS 2017-C01 1M2 03.6393 07/25/2029 | 0.02% |
| COMCAST CORP 03.9690 11/01/2047 | 0.02% |
| COMM 2010-C1 D 144A 05.7920 07/10/2046 | 0.02% |
| DIGITAL REALTY TRUST LP 04.7500 10/01/2025 | 0.02% |
| FHR 5079 BI IO 05.5000 02/25/2051 | 0.02% |
| GENTING SINGAPORE LTD SEDOL BDRTVP2 | 0.02% |
| LINCOLN NATIONAL CORP SEDOL 2516378 | 0.02% |
| NETFLIX INC SEDOL 2857817 | 0.02% |
| SPST 2021-10 A 00.8543 08/08/2022 | 0.02% |
| SPST 2021-6 A 00.8893 04/25/2022 | 0.02% |
| STACR 2017-DNA2 M2 03.5393 10/25/2029 | 0.02% |
| VERTIV TLB L+275 02.8458 03/02/2027 | 0.02% |
| WATCO COS LLC/FI P/P 144A 06.5000 06/15/2027 | 0.02% |
| WFCM 2019-C49 AS 04.2440 03/15/2052 | 0.02% |
| ALBERTSONS COS/SAFE P/P 144A 04.6250 01/15/2027 | 0.02% |
| AMGN US R US0001M P 12/15/25 GS | 0.02% |
| COMMONWEALTH BK AUST P/P 144A 03.1500 09/19/2027 | 0.02% |
| CREDIT SUISSE NEW YORK 02.8000 04/08/2022 | 0.02% |
| LA FRANCAISE DES JE SEDOL BG0SC10 | 0.02% |
| MAGNE 2020-26A A 144A 01.8761 07/15/2030 | 0.02% |
| MRAIT 2021-11 A1X 01.2431 01/25/2022 | 0.02% |
| MRAIT 2021-14 A1X 01.2431 02/15/2022 | 0.02% |
| MRAIT 2021-EBO4 A1X 01.8421 02/16/2022 | 0.02% |
| ORACLE CORP 02.5000 05/15/2022 | 0.02% |
| SEB SA SEDOL 4792132 | 0.02% |
| SHELL INTERNATIONAL FIN USD 02.8750 05/10/2026 | 0.02% |
| AMERICAN ELECTRIC POWER 04.3000 12/01/2028 | 0.02% |
| ANHEUSER-BUSCH INBEV WOR 04.6000 04/15/2048 | 0.02% |
| ATLAS COPCO AB-A SHS SEDOL BD97BN2 | 0.02% |
| CAPITAL ONE FINANCIAL CO 02.3590 07/29/2032 | 0.02% |
| CAS 2016-C02 1M2 06.0893 09/25/2028 | 0.02% |
| CREDIT SUISSE GRP AG P/P 144A 02.1930 06/05/2026 | 0.02% |
| D.R. HORTON INC 01.3000 10/15/2026 | 0.02% |
| FISERV INC 04.2000 10/01/2028 | 0.02% |
| FNMA FN30 AS7003 UMBS 03.0000 04/01/2046 | 0.02% |
| GILD US R US0001M P 12/15/25 GS | 0.02% |
| ICL GROUP LTD SEDOL 6455530 | 0.02% |
| LAMB WESTON HOLDINGS P/P 144A 04.8750 11/01/2026 | 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% |
| MORGAN STANLEY 04.3750 01/22/2047 | 0.02% |
| NORTHROP GRUMMAN CORP 03.2500 01/15/2028 | 0.02% |
| RRAM 2018-3A A1R2 144A 01.2161 01/15/2030 | 0.02% |
| SQUARE INC P/P 144A 03.5000 06/01/2031 | 0.02% |
| T-MOBILE USA INC 02.2500 11/15/2031 | 0.02% |
| TEVA US R US0001M P 12/15/25 GS | 0.02% |
| TRANSUNION SEDOL BYMWL86 | 0.02% |
| AMAZON.COM INC. 02.5000 11/29/2022 | 0.02% |
| ASHTEAD CAPITAL INC P/P 144A 04.3750 08/15/2027 | 0.02% |
| BBCMS 2019-C5 AS 03.3660 11/15/2052 | 0.02% |
| CAS 2016-C05 2M2 04.5393 01/25/2029 | 0.02% |
| CENTENE CORP 04.6250 12/15/2029 | 0.02% |
| CFCRE 2011-C2 E P/P 144A 05.7758 12/15/2047 | 0.02% |
| CSC HOLDINGS LLC 05.2500 06/01/2024 | 0.02% |
| CWALT 2006-OA7 1A2 01.0471 06/25/2046 | 0.02% |
| DOMINICAN REPUBLIC REGS 05.9500 01/25/2027 | 0.02% |
| ENDEAVOUR GROUP LTD/AUSTRALI SEDOL BNVS144 | 0.02% |
| GLENCORE FUNDING LLC P/P 144A 02.5000 09/01/2030 | 0.02% |
| HARGREAVES LANSDOWN PLC SEDOL B1VZ0M2 | 0.02% |
| JPMBB 2014-C19 C 04.6563 04/15/2047 | 0.02% |
| JPMORGAN CHASE & CO 04.6000 02/01/2025 | 0.02% |
| KEURIG DR PEPPER INC 02.2500 03/15/2031 | 0.02% |
| KRAFT HEINZ FOODS CO 04.8750 10/01/2049 | 0.02% |
| MRAIT 2020-11 A1X 01.7931 04/22/2022 | 0.02% |
| ONEMAIN HOLDINGS INC SEDOL BYSZB89 | 0.02% |
| RAYTHEON TECH CORP 02.5000 12/15/2022 | 0.02% |
| SAMI 2007-AR7 1A1 00.9393 05/25/2047 | 0.02% |
| SPST 2020-15 A 01.4593 12/10/2021 | 0.02% |
| THE BANK OF NOVA SCOTIA USD 02.7000 03/07/2022 | 0.02% |
| US BANCORP 02.6250 01/24/2022 | 0.02% |
| AIR LEASE CORP 03.2500 10/01/2029 | 0.02% |
| AMERICAN TOWER CORPORATION 02.7500 01/15/2027 | 0.02% |
| BOEING CO 05.9300 05/01/2060 | 0.02% |
| BRISTOL-MYERS 02.9000 07/26/2024 | 0.02% |
| BRISTOL-MYERS 03.2500 08/15/2022 | 0.02% |
| BXMT 2021-FL4 A P/P 144A 01.1431 05/15/2038 | 0.02% |
| CEDF 2013-1A ARR 144A 01.2143 04/20/2034 | 0.02% |
| CIT GROUP INC. 05.2500 03/07/2025 | 0.02% |
| COMM 2013-CR13 C 04.8825 11/10/2046 | 0.02% |
| DAITO TRUST CONSTRUCT CO LTD SEDOL 6250508 | 0.02% |
| FAIRFAX FINL HLDGS USD 04.8500 04/17/2028 | 0.02% |
| FISHER PAYKEL SEDOL 6340250 | 0.02% |
| FNMA FN30 BC2733 UMBS 03.0000 05/01/2046 | 0.02% |
| GLOBAL PAYMENTS INC 04.0000 06/01/2023 | 0.02% |
| INTESA SANPAOLO SPA P/P 144A 04.1980 06/01/2032 | 0.02% |
| MGIC INVESTMENT CORP SEDOL 2548616 | 0.02% |
| MRAIT 2021-NA1 A1X 01.5908 03/08/2022 | 0.02% |
| NETFLIX INC P/P 144A 05.3750 11/15/2029 | 0.02% |
| RYOHIN KEIKAKU CO LTD SEDOL 6758455 | 0.02% |
| STAPLES INC P/P 144A 07.5000 04/15/2026 | 0.02% |
| STONECO LTD-A SEDOL BGKG6M3 | 0.02% |
| AIR LEASE CORP 04.6250 10/01/2028 | 0.02% |
| ALLY FINANCIAL INC 08.0000 11/01/2031 | 0.02% |
| AMERICAN EXPRESS COMPANY 02.6500 12/02/2022 | 0.02% |
| AWPT 2014-2A A1R 144A 01.3561 10/15/2029 | 0.02% |
| BECTON DICKINSON AND CO 01.9570 02/11/2031 | 0.02% |
| BROADCOM INC 04.1500 11/15/2030 | 0.02% |
| CGMS C17A A1AR 144A 01.1585 04/30/2031 | 0.02% |
| CSAIL 2020-C19 XA IO 01.1177 03/15/2053 | 0.02% |
| DEUTSCHE BANK NY 03.7290 01/14/2032 | 0.02% |
| DIVERSIFIED HEALTHCARE T 09.7500 06/15/2025 | 0.02% |
| FNMA FN30 AS8056 UMBS 03.0000 10/01/2046 | 0.02% |
| GCP APPLIED TECH P/P 144A 05.5000 04/15/2026 | 0.02% |
| GENPACT LTD SEDOL B23DBK6 | 0.02% |
| KRW/USD 08/18/2021 JPMCB | 0.02% |
| LEVEL 3 FIN INC P/P 144A 04.6250 09/15/2027 | 0.02% |
| MONDELEZ INT HOLD NE P/P 144A 02.1250 09/19/2022 | 0.02% |
| NOVELIS CORP P/P 144A 04.7500 01/30/2030 | 0.02% |
| PROLOGIS INC SEDOL B44WZD7 | 0.02% |
| RAYTHEON TECH CORP 04.1250 11/16/2028 | 0.02% |
| SHRP 2020-1 NOTE 03.0253 07/25/2024 | 0.02% |
| SPECTRUM BRANDS HOLDINGS INC SEDOL BDRYFB1 | 0.02% |
| VIFN SW R US0001M P 12/15/25 GS | 0.02% |
| AES CORP SEDOL 2002479 | 0.02% |
| BERRY GLOBAL INC P/P 144A 01.5700 01/15/2026 | 0.02% |
| BIOGEN INC 03.6250 09/15/2022 | 0.02% |
| CGCMT 2014-GC21 AS 04.0260 05/10/2047 | 0.02% |
| CSAIL 2015-C1 D 144A 03.7625 04/15/2050 | 0.02% |
| CSC HOLDINGS LLC P/P 144A 07.5000 04/01/2028 | 0.02% |
| DUKE ENERGY CORP 03.1500 08/15/2027 | 0.02% |
| FIRST QUANTUM MINERA P/P 144A 07.5000 04/01/2025 | 0.02% |
| FNMA FN30 BJ9256 UMBS 04.0000 06/01/2048 | 0.02% |
| GLOBAL MEDICAL RESPONS L+475 05.7500 10/05/2025 | 0.02% |
| HESS MIDSTREAM P P/P 144A 05.6250 02/15/2026 | 0.02% |
| IHEARTCOMMUNICATIONS INC 08.3750 05/01/2027 | 0.02% |
| INDIGO NATURAL RES L P/P 144A 05.3750 02/01/2029 | 0.02% |
| JPMCC 2012-C6 E 144A 05.1412 05/15/2045 | 0.02% |
| MERCK & CO INC 03.7000 02/10/2045 | 0.02% |
| MET LIFE GLOB P/P 144A 02.4000 06/17/2022 | 0.02% |
| MRAIT 2021-EBO1 A1X 01.8503 10/08/2021 | 0.02% |
| NETFLIX INC. 05.8750 11/15/2028 | 0.02% |
| NRG P/P 144A 03.7500 06/15/2024 | 0.02% |
| OCCIDENTAL PETROLEUM COR 06.4500 09/15/2036 | 0.02% |
| ONCOR ELECTRIC DELIV 03.7500 04/01/2045 | 0.02% |
| REPUBLIC OF COLOMBIA USD 03.8750 04/25/2027 | 0.02% |
| SIMON PROPERTY GROUP INC SEDOL 2812452 | 0.02% |
| SOCIETE GENERALE P/P 144A 05.3750 11/18/2050 | 0.02% |
| SUMITOMO REALTY & DEVELOPMEN SEDOL 6858902 | 0.02% |
| TENET HEALTHCARE P/P 144A 04.8750 01/01/2026 | 0.02% |
| TENET HEALTHCARE COR P/P 144A 05.1250 11/01/2027 | 0.02% |
| TORONTO-DOMINION BANK USD 03.6250 09/15/2031 | 0.02% |
| TPAT 2018-SL1 A 144A 00.6893 01/25/2046 | 0.02% |
| UBS AG LONDON P/P 144A 01.7500 04/21/2022 | 0.02% |
| UBSCM 2012-C1 C 144A 05.5506 05/10/2045 | 0.02% |
| WFRBS 2013-C11 AS 03.3110 03/15/2045 | 0.02% |
| WORKDAY INC-CLASS A SEDOL B8K6ZD1 | 0.02% |
| BP CAPITAL MARKETS PLC USD 03.2790 09/19/2027 | 0.01% |
| CITIGROUP INC 03.8750 02/18/2051 | 0.01% |
| CITIGROUP INC 04.5000 01/14/2022 | 0.01% |
| COMCAST CORPORATION 03.3750 02/15/2025 | 0.01% |
| COMM 2013-CR13 AM 04.4490 11/10/2046 | 0.01% |
| DUKE ENERGY OHIO INC 03.6500 02/01/2029 | 0.01% |
| ENBRIDGE INC USD 04.5000 06/10/2044 | 0.01% |
| EOG RESOURCES INC 02.6250 03/15/2023 | 0.01% |
| FHLMC FR30 ZS4703 UMBS 03.0000 02/01/2047 | 0.01% |
| HCA INC 03.5000 07/15/2051 | 0.01% |
| JPMBB 2014-C22 C 04.5529 09/15/2047 | 0.01% |
| JPMCC 2012-C8 D 144A 04.6694 10/15/2045 | 0.01% |
| LENNAR CORP 04.7500 11/29/2027 | 0.01% |
| MATCH GRP HLD II LLC P/P 144A 04.6250 06/01/2028 | 0.01% |
| MSBAM 2012-C6 D 144A 04.6035 11/15/2045 | 0.01% |
| NOVELIS CORP P/P 144A 05.8750 09/30/2026 | 0.01% |
| OMNICOM GP/OMNICOM CAP 03.6000 04/15/2026 | 0.01% |
| ORACLE CORP 01.9000 09/15/2021 | 0.01% |
| PNC BANK NA 02.0280 12/09/2022 | 0.01% |
| PULTEGROUP INC. 07.8750 06/15/2032 | 0.01% |
| RAYMOND JAMES FINANCIAL INC SEDOL 2718992 | 0.01% |
| SENSATA TECH INC P/P 144A 03.7500 02/15/2031 | 0.01% |
| STACR 2015-DNA3 M3 04.7893 04/25/2028 | 0.01% |
| THE AES CORPORATION P/P 144A 02.4500 01/15/2031 | 0.01% |
| WALT DISNEY COMPANY 07.7500 12/01/2045 | 0.01% |
| WASTE PRO USA INC P/P 144A 05.5000 02/15/2026 | 0.01% |
| WESTROCK MWV LLC 08.2000 01/15/2030 | 0.01% |
| WFCM 2016-LC25 AS 03.9462 12/15/2059 | 0.01% |
| 4502 JP R US0001M P 12/15/25 GS | 0.01% |
| 4523 JP R US0001M P 12/15/25 GS | 0.01% |
| ARCELORMITTAL USD 07.2500 10/15/2039 | 0.01% |
| ARD FINANCE SA P/P 144A 06.5000 06/30/2027 | 0.01% |
| BERKSHIRE HATHAWAY INC-CL B SEDOL 2073390 | 0.01% |
| BNP PARIBAS P/P 144A 02.5880 08/12/2035 | 0.01% |
| BRAND ENERGY & INFRAST L+425 05.2500 06/21/2024 | 0.01% |
| CD 2017-CD6 AM 03.7090 11/13/2050 | 0.01% |
| CLUB CAR TL L+400 04.5000 05/12/2028 | 0.01% |
| DIAMOND 1 FIN/DIAM 06.0200 06/15/2026 | 0.01% |
| DUKE ENERGY CORP 04.2000 06/15/2049 | 0.01% |
| ENDEAVOR ENERGY P/P 144A 05.7500 01/30/2028 | 0.01% |
| FAIRFAX US INC P/P 144A 04.8750 08/13/2024 | 0.01% |
| FIRST QUANTUM MINERA P/P 144A 06.8750 03/01/2026 | 0.01% |
| GNR 2020-138 AI IO 03.0000 09/20/2050 | 0.01% |
| GOLDEN NUGGET INC P/P 144A 06.7500 10/15/2024 | 0.01% |
| HOME DEPOT INC 02.6250 06/01/2022 | 0.01% |
| IBM CORP 01.8750 08/01/2022 | 0.01% |
| IMOLA MERGER CORP P/P 144A 04.7500 05/15/2029 | 0.01% |
| INTERCONTINENTALEXCHANGE 02.6500 09/15/2040 | 0.01% |
| LBMLT 2004-1 A2 00.8893 02/25/2034 | 0.01% |
| MET LIFE GLOB P/P 144A 01.9500 01/13/2023 | 0.01% |
| MSC 2011-C3 B 144A 05.2837 07/15/2049 | 0.01% |
| PERTAMINA PERSERO PT P/P 144A 04.3000 05/20/2023 | 0.01% |
| POMEGRANATE MERGER S P/P 144A 09.7500 05/01/2023 | 0.01% |
| PPSI 2004-WCW2 M3 01.1393 10/25/2034 | 0.01% |
| SAUDI INTERNATIONAL BOND REGS 02.9000 10/22/2025 | 0.01% |
| SCIENTIFIC GAMES P/P 144A 07.2500 11/15/2029 | 0.01% |
| SOLENIS 1STL L+400 04.1350 06/26/2025 | 0.01% |
| SPST 2021-WL1 A 00.7393 01/26/2054 | 0.01% |
| SPST 2021-WL2 A 00.7893 03/25/2054 | 0.01% |
| STAR 2020-3 A3 02.5910 04/25/2065 | 0.01% |
| TOWNSQUARE MEDIA INC P/P 144A 06.8750 02/01/2026 | 0.01% |
| VERIZON COMMUNICATIONS 04.4000 11/01/2034 | 0.01% |
| VERIZON COMMUNICATIONS 05.2500 03/16/2037 | 0.01% |
| WFRBS 2014-C22 XA IO 00.7963 09/15/2057 | 0.01% |
| 2.00 R ISWP FWD US0003M P 09/15/2051 | 0.01% |
| 4530 JP R US0001M P 12/15/25 GS | 0.01% |
| ALLISON TRANSMISSION P/P 144A 04.7500 10/01/2027 | 0.01% |
| ALTICE FRANCE P/P 144A 06.0000 02/15/2028 | 0.01% |
| AMERICAN BATH GROUP TL L+375 04.2500 11/23/2027 | 0.01% |
| AMGEN INC 02.6000 08/19/2026 | 0.01% |
| APPLE INC 03.8500 05/04/2043 | 0.01% |
| BEASLEY MEZZANIN P/P 144A 08.6250 02/01/2026 | 0.01% |
| BERKSHIRE HATHAWAY FIN 02.8500 10/15/2050 | 0.01% |
| BMW US CAPITAL LLC P/P 144A 03.9500 08/14/2028 | 0.01% |
| BPCE SA P/P 144A 04.5000 03/15/2025 | 0.01% |
| CAS 2016-C06 1M2 04.3393 04/25/2029 | 0.01% |
| COMM 2014-CR18 C 04.7559 07/15/2047 | 0.01% |
| COMPASS MIN INTL P/P 144A 06.7500 12/01/2027 | 0.01% |
| CRC ESCROW ISSUER LL P/P 144A 05.2500 10/15/2025 | 0.01% |
| CROWN CASTLE INTL CORP 03.7000 06/15/2026 | 0.01% |
| CWALT 2005-59 1A1 00.7436 11/20/2035 | 0.01% |
| DCP MIDSTREAM P/P 144A 06.7500 09/15/2037 | 0.01% |
| DELTA/SKYMILES P/P 144A 04.7500 10/20/2028 | 0.01% |
| FORD MOTOR COMPANY 09.0000 04/22/2025 | 0.01% |
| FUJIFILM HOLDINGS CORP SEDOL 6356525 | 0.01% |
| GSMS 2017-GS7 AS 03.6630 08/10/2050 | 0.01% |
| GSMS 2019-GC42 AS 03.2117 09/01/2052 | 0.01% |
| HUNTINGTON BANCSHARES 04.3500 02/04/2023 | 0.01% |
| HYATT HOTELS CORP 04.8500 03/15/2026 | 0.01% |
| INGIM 2013-2A A1R 144A 01.0953 04/25/2031 | 0.01% |
| IRON MOUNTAIN INC P/P 144A 04.8750 09/15/2027 | 0.01% |
| IVORY COAST REGS 05.3750 07/23/2024 | 0.01% |
| JPMCC 2014-C20 AS 04.0432 07/15/2047 | 0.01% |
| KRAFT HEINZ FOODS CO 05.0000 07/15/2035 | 0.01% |
| MWST 2021-2 A 00.8393 04/25/2055 | 0.01% |
| NUTRIEN LTD USD 04.1250 03/15/2035 | 0.01% |
| OASIS PETROLEUM INC SEDOL BLDDYB1 | 0.01% |
| PHH MORTGAGE CORP P/P 144A 07.8750 03/15/2026 | 0.01% |
| PM GENERAL PURCHASER P/P 144A 09.5000 10/01/2028 | 0.01% |
| REPUBLIC OF KAZAKHSTAN REGS 05.1250 07/21/2025 | 0.01% |
| REPUBLIC OF SOUTH AFRICA USD 04.8500 09/27/2027 | 0.01% |
| REPUBLICA ORIENT URUGUAY USD 07.6250 03/21/2036 | 0.01% |
| RRAM 2020-12A AAR2 144A 01.4861 01/15/2036 | 0.01% |
| SCHLUMBERGER LTD SEDOL 2779201 | 0.01% |
| SIRIUS XM RADIO INC P/P 144A 04.0000 07/15/2028 | 0.01% |
| SPRINT CORP 07.2500 09/15/2021 | 0.01% |
| STACR 2016-HQA2 M3 05.2393 11/25/2028 | 0.01% |
| TERRIER MEDIA BU P/P 144A 08.8750 12/15/2027 | 0.01% |
| TRANSCANADA TRUST USD 05.3000 03/15/2077 | 0.01% |
| WAMU 2005-AR12 1A8 02.9020 10/25/2035 | 0.01% |
| WFCM 2019-C52 XA IO 01.6136 08/15/2052 | 0.01% |
| WFRBS 2011-C3 D 144A 05.4246 03/15/2044 | 0.01% |
| ZI TECH/ZI FIN P/P 144A 03.8750 02/01/2029 | 0.01% |
| ZOETIS INC 03.9000 08/20/2028 | 0.01% |
| APPLE INC 04.3750 05/13/2045 | 0.01% |
| BCPE ULYSSES P/P 144A 07.7500 04/01/2027 | 0.01% |
| BOMBARDIER INC P/P 144A 07.8750 04/15/2027 | 0.01% |
| CAS 2016-C03 2M2 05.9893 10/25/2028 | 0.01% |
| CCO HLDGS LLC/CAP C P/P 144A 05.5000 05/01/2026 | 0.01% |
| CEDF 2016-5A A1R 144A 01.2339 07/17/2031 | 0.01% |
| CITIGROUP INC 02.9000 12/08/2021 | 0.01% |
| CITIGROUP INC 03.8870 01/10/2028 | 0.01% |
| CLUBCORP HLDG INC P/P 144A 08.5000 09/15/2025 | 0.01% |
| CROWN CASTLE INTL CORP 03.6500 09/01/2027 | 0.01% |
| ERAC USA FINANCE LLC P/P 144A 04.5000 02/15/2045 | 0.01% |
| FHMS K099 X1 IO 00.8855 09/25/2029 | 0.01% |
| FNMA FN30 AS7154 UMBS 03.0000 05/01/2046 | 0.01% |
| FORD MOTOR CREDIT CO LLC 04.0000 11/13/2030 | 0.01% |
| FRONTIER COMM P/P 144A 06.7500 05/01/2029 | 0.01% |
| GOOGLE INC 03.3750 02/25/2024 | 0.01% |
| GSMS 2015-GC32 AS 04.0180 07/10/2048 | 0.01% |
| ISTAR INC 04.7500 10/01/2024 | 0.01% |
| JOHNSON CONTROLS INTL PL 04.9500 07/02/2064 | 0.01% |
| KRAFT HEINZ FOODS CO 03.0000 06/01/2026 | 0.01% |
| LIONS GATE CAP HOLD P/P 144A 05.5000 04/15/2029 | 0.01% |
| LMAT 2019-GS7 A1 03.2500 11/25/2059 | 0.01% |
| LMAT 2020-GS1 A1 02.8820 10/25/2059 | 0.01% |
| MATTAMY GROUP CORP P/P 144A 05.2500 12/15/2027 | 0.01% |
| MCAS 2019-01 M7 144A 01.7893 10/15/2049 | 0.01% |
| MDPK 2018-30A A 144A 00.8761 04/15/2029 | 0.01% |
| MSBAM 2013-C8 B 03.5585 12/15/2048 | 0.01% |
| OCCIDENTAL PETROLEUM COR 06.2000 03/15/2040 | 0.01% |
| ORACLE CORP 03.6500 03/25/2041 | 0.01% |
| PARK-OHIO INDUSTRIES INC 06.6250 04/15/2027 | 0.01% |
| PETROBRAS GLOBAL FINANCE USD 05.6000 01/03/2031 | 0.01% |
| PFIZER INC 03.0000 12/15/2026 | 0.01% |
| PRECISION DRILL P/P 144A 07.1250 01/15/2026 | 0.01% |
| QUORUM HEALTH EXT TL L+825 09.2500 04/29/2025 | 0.01% |
| SABRE GLBL INC P/P 144A 09.2500 04/15/2025 | 0.01% |
| SALESFORCE.COM INC 03.0500 07/15/2061 | 0.01% |
| SCOTTS MIRACLE-GRO 04.5000 10/15/2029 | 0.01% |
| SERVICE CORP INTL 05.1250 06/01/2029 | 0.01% |
| SNDPT 2018-1A A 144A 01.1261 04/15/2031 | 0.01% |
| STEVENS HLDG CO INC P/P 144A 06.1250 10/01/2026 | 0.01% |
| TEVA PHARMACEUTICALS NE USD 06.7500 03/01/2028 | 0.01% |
| TRK 2019-1 A1 04.5351 03/25/2022 | 0.01% |
| UBS GROUP AG P/P 144A 04.1250 04/15/2026 | 0.01% |
| VERIZON COMMUNICATIONS 02.5500 03/21/2031 | 0.01% |
| VIDEOTRON LTD / LTEE P/P 144A 05.1250 04/15/2027 | 0.01% |
| VISTRA CORP P/P 144A 04.3000 07/15/2029 | 0.01% |
| WFCM 2013-LC12 C 04.3081 07/15/2046 | 0.01% |
| WFRBS 2011-C5 D 144A 05.6789 11/15/2044 | 0.01% |
| WFRBS 2013-C11 C 04.1840 03/15/2045 | 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% |
| ALPHABET INC 01.9980 08/15/2026 | 0.01% |
| AMGEN INC 04.6630 06/15/2051 | 0.01% |
| ANCESTRY.COM 1L TL L+325 03.7500 12/06/2027 | 0.01% |
| ARETEC ESCROW P/P 144A 07.5000 04/01/2029 | 0.01% |
| BANK OF AMERICA CORP 06.1000 12/29/2049 | 0.01% |
| BAUSCH HLTH COS INC P/P 144A 06.1250 04/15/2025 | 0.01% |
| CF INDUSTRIES INC 04.9500 06/01/2043 | 0.01% |
| CISCO SYSTEMS INC 02.5000 09/20/2026 | 0.01% |
| CITIGROUP INC 04.4500 09/29/2027 | 0.01% |
| CITIGROUP INC 04.7500 05/18/2046 | 0.01% |
| COMM 2014-CR17 C 04.7843 05/10/2047 | 0.01% |
| CONTINENTAL RES 04.5000 04/15/2023 | 0.01% |
| CONTINENTAL RESO P/P 144A 05.7500 01/15/2031 | 0.01% |
| CREDIT SUISSE GRP AG P/P 144A 03.8690 01/12/2029 | 0.01% |
| CREDIT SUISSE GRP AG P/P 144A 06.2500 12/18/2024 | 0.01% |
| DISH DBS CORPORATION 07.7500 07/01/2026 | 0.01% |
| DOMINICAN REPUBLIC REGS 06.4000 06/05/2049 | 0.01% |
| ELANCO ANIMAL HEALTH 05.9000 08/28/2028 | 0.01% |
| ELMW2 2019-2A AR 144A 01.2843 04/20/2034 | 0.01% |
| ENLINK MIDSTREAM LLC P/P 144A 05.6250 01/15/2028 | 0.01% |
| ERAC USA FINANCE LLC P/P 144A 05.6250 03/15/2042 | 0.01% |
| FHMS K087 X1 IO 00.3624 12/25/2028 | 0.01% |
| GOLDMAN SACHS GROUP INC 05.7500 01/24/2022 | 0.01% |
| GW B-CR SECURITY P/P 144A 09.5000 11/01/2027 | 0.01% |
| HIK LN R US0001M P 12/15/25 GS | 0.01% |
| HUB INTL LTD P/P 144A 07.0000 05/01/2026 | 0.01% |
| HUNTSMAN INTERNATIONAL LLC 04.5000 05/01/2029 | 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% |
| KEURIG DR PEPPER INC 04.5970 05/25/2028 | 0.01% |
| KINGDOM OF BAHRAIN REGS 05.2500 01/25/2033 | 0.01% |
| MSBAM 2014-C14 C 05.0496 02/15/2047 | 0.01% |
| NN GROUP NV SEDOL BNG8PQ9 | 0.01% |
| PROVIDENT FDG/PFG FI P/P 144A 06.3750 06/15/2025 | 0.01% |
| REG18 2021-1A A1 144A 01.2261 01/15/2034 | 0.01% |
| ROCKET SOFTWARE INC P/P 144A 06.5000 02/15/2029 | 0.01% |
| ROYAL BANK OF CANADA USD 04.6500 01/27/2026 | 0.01% |
| SALESFORCE.COM INC 02.9000 07/15/2051 | 0.01% |
| SANTANDER UK GROUP H P/P 144A 04.7500 09/15/2025 | 0.01% |
| SERVICENOW INC 01.4000 09/01/2030 | 0.01% |
| SPRINT CORP 07.6250 03/01/2026 | 0.01% |
| STAR 2020-2 M1E 03.0000 04/25/2060 | 0.01% |
| SWISS RE TREAS P/P 144A 04.2500 12/06/2042 | 0.01% |
| TRANSDIGM INC 05.5000 11/15/2027 | 0.01% |
| TREASURY BILL 00.0000 09/14/2021 | 0.01% |
| VISTRA OPERATION P/P 144A 05.5000 09/01/2026 | 0.01% |
| WERNER FINCO LP/INC P/P 144A 08.7500 07/15/2025 | 0.01% |
| WFCM 2013-LC12 AS 04.3081 07/15/2046 | 0.01% |
| WYNN LAS VEGAS P/P 144A 05.2500 05/15/2027 | 0.01% |
| WYNN RESORTS FIN LLC P/P 144A 05.1250 10/01/2029 | 0.01% |
| ABBVIE INC P/P 03.8000 03/15/2025 | 0.01% |
| ALLEGHENY TECHNOLOGIES INC 07.8750 08/15/2023 | 0.01% |
| ALTICE FRANCE P/P 144A 10.5000 05/15/2027 | 0.01% |
| ANALOG DEVICES INC 03.9000 12/15/2025 | 0.01% |
| ANHEUSER-BUSCH INBEV WOR 04.7500 01/23/2029 | 0.01% |
| ANHEUSER-BUSCH INBEV WOR 05.5500 01/23/2049 | 0.01% |
| APPLE INC 02.8500 05/11/2024 | 0.01% |
| ASCEND LEARNING LLC P/P 144A 06.8750 08/01/2025 | 0.01% |
| BAFC 2005-B 3M1 00.7586 04/20/2035 | 0.01% |
| BANFF MERGER SUB INC P/P 144A 09.7500 09/01/2026 | 0.01% |
| BATH & BODY WORKS INC 07.5000 06/15/2029 | 0.01% |
| BAUSCH HLTH AMERICAS P/P 144A 08.5000 01/31/2027 | 0.01% |
| BLACKSTONE CQP HOLDCO L+375 04.2500 06/04/2028 | 0.01% |
| BMARK 2019-B11 AS 03.7840 05/15/2052 | 0.01% |
| BMARK 2019-B13 AM 03.1830 08/15/2057 | 0.01% |
| BP CAP MARKETS AMERICA 03.1190 05/04/2026 | 0.01% |
| CALLON PETROLEUM CO 06.1250 10/01/2024 | 0.01% |
| CAS 2016-C01 2M2 07.0393 08/25/2028 | 0.01% |
| CENGAGE LEARNING INC P/P 144A 09.5000 06/15/2024 | 0.01% |
| CGCMT 2014-GC19 D 144A 05.0919 03/10/2047 | 0.01% |
| CHF/USD 09/15/2021 GSFX | 0.01% |
| CHF/USD 09/15/2021 SSBT | 0.01% |
| CIFC 2016-1A A1R 144A 01.4843 10/21/2031 | 0.01% |
| COMCAST CORP 02.3500 01/15/2027 | 0.01% |
| COMM 2014-LC15 AM 04.1980 04/10/2047 | 0.01% |
| COX COMM INC P/P 144A 02.9500 10/01/2050 | 0.01% |
| CROWN CASTLE INTL CORP 03.8000 02/15/2028 | 0.01% |
| CSX CORP 04.1000 03/15/2044 | 0.01% |
| DEN14 2016-1A A1R 144A 01.4179 10/23/2031 | 0.01% |
| DEUTSCHE TELEKOM INT FIN USD 08.7500 06/15/2030 | 0.01% |
| ENCINO ACQ PARTN P/P 144A 08.5000 05/01/2028 | 0.01% |
| ERAC USA FINANCE LLC P/P 144A 07.0000 10/15/2037 | 0.01% |
| EUR/USD 09/15/2021 JPMCB | 0.01% |
| EUR/USD 09/15/2021 RBSF | 0.01% |
| FNMA FN30 AS8074 UMBS 03.0000 10/01/2046 | 0.01% |
| FREEPORT-MCMORAN INC 04.3750 08/01/2028 | 0.01% |
| GNR 2015-H25 BI IO 01.9695 10/20/2065 | 0.01% |
| HCA INC. 05.3750 09/01/2026 | 0.01% |
| HOLLY PAR/FIN P/P 144A 05.0000 02/01/2028 | 0.01% |
| INTELSAT JACKSON HLD P/P 144A 09.7500 07/15/2025 | 0.01% |
| INTL FLAVOR & FRAGRANCES 04.4500 09/26/2028 | 0.01% |
| JPMCC 2013-LC11 C 03.9582 04/15/2046 | 0.01% |
| LEVI STRAUSS & CO P/P 144A 03.5000 03/01/2031 | 0.01% |
| LINK REIT SEDOL B0PB4M7 | 0.01% |
| MITSUBISHI UFJ FIN GRP USD 03.8500 03/01/2026 | 0.01% |
| ONE CALL TLB L+550 06.2500 04/22/2027 | 0.01% |
| OVINTIV INC 07.3750 11/01/2031 | 0.01% |
| OWENS & MINOR INC P/P 144A 04.5000 03/31/2029 | 0.01% |
| PANTHER BF AGGRE 2 P/P 144A 08.5000 05/15/2027 | 0.01% |
| PENN NATIONAL GAMING P/P 144A 05.6250 01/15/2027 | 0.01% |
| PFWST 2021-1 A 00.7893 02/25/2055 | 0.01% |
| PLANTRONICS INC P/P 144A 04.7500 03/01/2029 | 0.01% |
| REP OF INDONESIA P/P 144A 03.3750 04/15/2023 | 0.01% |
| S&P MID 400 EMINI SEP21 FAU1 | 0.01% |
| SHERWIN-WILLIAMS CO 03.4500 06/01/2027 | 0.01% |
| SLH TL B 1L USD L+400 04.5000 06/03/2028 | 0.01% |
| STARWOOD PROP TR 04.7500 03/15/2025 | 0.01% |
| T-MOBILE USA INC. 04.7500 02/01/2028 | 0.01% |
| TALLGRASS NRG PRTNR P/P 144A 05.5000 01/15/2028 | 0.01% |
| TCI COMMUNICATIONS INC 07.1250 02/15/2028 | 0.01% |
| TENET HEALTHCARE P/P 144A 04.2500 06/01/2029 | 0.01% |
| TEVA PHARMACEUTICALS NE USD 06.0000 04/15/2024 | 0.01% |
| TMS INTL CORP P/P 144A 06.2500 04/15/2029 | 0.01% |
| UNITEDHEALTH GROUP INC 03.9500 10/15/2042 | 0.01% |
| UNIVAR SOLUTIONS P/P 144A 05.1250 12/01/2027 | 0.01% |
| VIATRIS INC P/P 144A 02.3000 06/22/2027 | 0.01% |
| VISTRA OPERATION P/P 144A 03.5500 07/15/2024 | 0.01% |
| VMWARE INC 02.2000 08/15/2031 | 0.01% |
| WAMU 2007-HY2 1A1 02.9961 12/25/2036 | 0.01% |
| WASTE CONNECTIONS INC 03.5000 05/01/2029 | 0.01% |
| WESTPAC BANKING CORP USD 02.9630 11/16/2040 | 0.01% |
| AHEAD DB HLDG LLC P/P 144A 06.6250 05/01/2028 | 0.01% |
| AHM 2007-1 GA1C 00.2793 05/25/2047 | 0.01% |
| AIR METHODS CORP P/P 144A 08.0000 05/15/2025 | 0.01% |
| ALIMENTATION COUCHE-TARD 3.550000 07/26/2027 | 0.01% |
| ALPHABET INC 02.2500 08/15/2060 | 0.01% |
| AMERICAN AIRLINE P/P 144A 05.5000 04/20/2026 | 0.01% |
| AMERICAN AIRLINE P/P 144A 05.7500 04/20/2029 | 0.01% |
| APPLE INC 02.8000 02/08/2061 | 0.01% |
| ARDAGH PKG FIN/HLDGS P/P 144A 04.1250 08/15/2026 | 0.01% |
| BANK 2019-BN20 XA IO 00.8355 09/15/2062 | 0.01% |
| BCC 2019-3A A 144A 01.4743 10/21/2032 | 0.01% |
| BIG RVR STL/FIN P/P 144A 06.6250 01/31/2029 | 0.01% |
| BMARK 2018-B8 AS 04.5324 01/15/2052 | 0.01% |
| BMIR 2019-4A M1C 144A 02.5893 10/25/2029 | 0.01% |
| BOYD GAMING CORP P/P 144A 04.7500 06/15/2031 | 0.01% |
| BROOKFIELD RESID P/P 144A 05.0000 06/15/2029 | 0.01% |
| BSP 2018-5BA A1A 144A 01.2243 04/20/2031 | 0.01% |
| CALRIV SCI HLD CORP P/P 144A 04.8750 06/30/2029 | 0.01% |
| CANYC 2019-2A A 144A 01.4961 10/15/2032 | 0.01% |
| CBAM 2019-9A A 144A 01.4061 02/12/2030 | 0.01% |
| CENOVUS ENERGY INC USD 06.7500 11/15/2039 | 0.01% |
| CENTENNIAL RESOURCE P/P 144A 05.3750 01/15/2026 | 0.01% |
| CGMS 2017-1A A1R 144A 01.1343 04/20/2031 | 0.01% |
| CHARTER COMM OPT LLC/CAP 04.8000 03/01/2050 | 0.01% |
| CHS/COMMUNITY P/P 144A 06.8750 04/15/2029 | 0.01% |
| CIGNA CORP 03.7500 07/15/2023 | 0.01% |
| CINEMARK USA INC P/P 144A 05.2500 07/15/2028 | 0.01% |
| CISCO SYSTEMS INC 05.9000 02/15/2039 | 0.01% |
| CNO FINANCIAL GROUP INC 05.2500 05/30/2029 | 0.01% |
| COMCAST CORP 03.4500 02/01/2050 | 0.01% |
| COMM 2014-LC15 B 04.5990 04/10/2047 | 0.01% |
| COMSTOCK RE INC P/P 144A 05.8750 01/15/2030 | 0.01% |
| CONSTELLIUM SE P/P 144A 05.8750 02/15/2026 | 0.01% |
| CSAIL 2019-C15 B 04.4757 03/15/2052 | 0.01% |
| CWALT 2006-OA19 A1 00.2636 02/20/2047 | 0.01% |
| DEERE & COMPANY 02.6000 06/08/2022 | 0.01% |
| DEVON ENERGY CORPORATION 07.9500 04/15/2032 | 0.01% |
| DIEBOLD NIXDORF INC 08.5000 04/15/2024 | 0.01% |
| DIGITAL REALTY TRUST LP 04.4500 07/15/2028 | 0.01% |
| DIRECTV FINANCING TL L+500 05.7500 07/22/2027 | 0.01% |
| DOLLAR GENERAL CORP 03.2500 04/15/2023 | 0.01% |
| ENBRIDGE INC USD 04.2500 12/01/2026 | 0.01% |
| ENDEAVOR ENERGY P/P 144A 06.6250 07/15/2025 | 0.01% |
| FIVE CORNERS FUNDING P/P 144A 04.4190 11/15/2023 | 0.01% |
| FMG RES AUG 2006 P/P 144A 04.3750 04/01/2031 | 0.01% |
| FORD MOTOR CREDIT CO LLC 04.2710 01/09/2027 | 0.01% |
| FORD MOTOR CREDIT CO LLC 05.1130 05/03/2029 | 0.01% |
| GARTNER INC P/P 144A 03.7500 10/01/2030 | 0.01% |
| GFL ENVIRON INC P/P 144A 05.1250 12/15/2026 | 0.01% |
| GLM 2019-5A A 144A 01.4343 10/20/2032 | 0.01% |
| GLPG NA R US0001M P 12/15/25 GS | 0.01% |
| GRANITE US HLDG CORP P/P 144A 11.0000 10/01/2027 | 0.01% |
| GSMS 2012-GC6 AS P/P 144A 04.9480 01/10/2045 | 0.01% |
| GSMS 2013-GCJ14 B P/P 144A 04.7413 08/10/2046 | 0.01% |
| ISTAR INC. 04.2500 08/01/2025 | 0.01% |
| ITT HOLDINGS LLC P/P 144A 06.5000 08/01/2029 | 0.01% |
| JAZZ PHARMA TLB L+350 04.0000 04/22/2028 | 0.01% |
| JOHNSON CONTROLS INTL PL 04.5000 02/15/2047 | 0.01% |
| JPMBB 2013-C12 B 04.0988 07/15/2045 | 0.01% |
| JPMCC 2010-C2 C 144A 05.6830 11/15/2043 | 0.01% |
| KAYNE 2019-6A A1 144A 01.5143 01/20/2033 | 0.01% |
| KRATON POLYMERS LLC/ P/P 144A 04.2500 12/15/2025 | 0.01% |
| L3HARRIS TECH INC 03.8500 12/15/2026 | 0.01% |
| L3HARRIS TECH INC 04.4000 06/15/2028 | 0.01% |
| LEVEL 3 FIN INC P/P 144A 04.2500 07/01/2028 | 0.01% |
| LLOYDS BANKING GROUP PLC USD 04.6500 03/24/2026 | 0.01% |
| LNSTR 2017-5 AS 144A 04.0210 03/10/2050 | 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% |
| MARSH & MCLENNAN COS INC 04.3750 03/15/2029 | 0.01% |
| MARSH & MCLENNAN COS INC 04.9000 03/15/2049 | 0.01% |
| MATCH GRP HLD II LLC P/P 144A 05.0000 12/15/2027 | 0.01% |
| MATTAMY GROUP CORP P/P 144A 04.6250 03/01/2030 | 0.01% |
| MAV ACQUISITION CORP P/P 144A 05.7500 08/01/2028 | 0.01% |
| MAV ACQUISITION CORP P/P 144A 08.0000 08/01/2029 | 0.01% |
| MICROCHIP TECH INC 04.2500 09/01/2025 | 0.01% |
| MP3 2013-1A AR 144A 01.3843 10/20/2030 | 0.01% |
| MSBAM 2015-C24 B 04.3438 05/15/2048 | 0.01% |
| MVEW 2017-2A A 144A 01.3364 01/16/2031 | 0.01% |
| MWST 2020-1 A 00.9893 10/25/2053 | 0.01% |
| NABORS IND CV 00.7500 01/15/2024 | 0.01% |
| NATIONAL AUSTRALIA BK/NY 02.8750 04/12/2023 | 0.01% |
| NATWEST GROUP PLC USD 04.8920 05/18/2029 | 0.01% |
| NESCO HLDG II INC P/P 144A 05.5000 04/15/2029 | 0.01% |
| NETFLIX INC 04.8750 04/15/2028 | 0.01% |
| NEWELL BRANDS INC 04.7000 04/01/2026 | 0.01% |
| OCT29 2016-1A AR 144A 01.3053 01/24/2033 | 0.01% |
| ONEMAIN FINANCE CORP 05.3750 11/15/2029 | 0.01% |
| ORGANON & CO/ORG P/P 144A 04.1250 04/30/2028 | 0.01% |
| OSAT 2020-RPL1 A1 03.0719 12/26/2059 | 0.01% |
| OZLM 2015-11A A1R 144A 01.3785 10/30/2030 | 0.01% |
| PLMRS 2018-2A A1A 144A 01.2264 07/16/2031 | 0.01% |
| RBS GLOBAL/REXNO P/P 144A 04.8750 12/15/2025 | 0.01% |
| REPUBLIC OF PARAGUAY REGS 04.7000 03/27/2027 | 0.01% |
| REPUBLIC OF PARAGUAY REGS 04.9500 04/28/2031 | 0.01% |
| ROGERS COMMUNICATIONS IN USD 08.7500 05/01/2032 | 0.01% |
| SEK/USD 09/15/2021 SSBT | 0.01% |
| SENSATA TECH BV P/P 144A 04.0000 04/15/2029 | 0.01% |
| SHIFT4 PAYMENTS LLC P/P 144A 04.6250 11/01/2026 | 0.01% |
| SIX FLAGS THEME PARK P/P 144A 07.0000 07/01/2025 | 0.01% |
| SPEAK 2017-4A A 144A 01.3353 10/26/2029 | 0.01% |
| STACR 2016-HQA3 M3 03.9393 03/25/2029 | 0.01% |
| STACR 2017-DNA1 M2 03.3393 07/25/2029 | 0.01% |
| TR OP / TR FIN P/P 144A 05.1250 04/01/2029 | 0.01% |
| TRANSDIGM INC P/P 144A 04.8750 05/01/2029 | 0.01% |
| TRUIST BANK 02.6360 09/17/2029 | 0.01% |
| UNITED STATES STEEL CORP 06.8750 03/01/2029 | 0.01% |
| UNITEDHEALTH GROUP INC 02.7500 02/15/2023 | 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% |
| WAMU 2004-AR12 A2B 01.0093 10/25/2044 | 0.01% |
| WELF 2018-2A A1 144A 01.3343 10/20/2031 | 0.01% |
| WESCO DISTRIBUT P/P 144A 07.2500 06/15/2028 | 0.01% |
| WESTPAC BANKING CORP USD 02.0000 08/19/2021 | 0.01% |
| WFCM 2013-LC12 D 144A 04.3081 07/15/2046 | 0.01% |
| WFCM 2014-LC16 XA IO 01.0846 08/15/2050 | 0.01% |
| WFRBS 2013-C15 D 144A 04.4955 08/15/2046 | 0.01% |
| WINDR 2014-2A AR 144A 01.2661 01/15/2031 | 0.01% |
| WR GRACE & CO-CONN P/P 144A 05.6250 10/01/2024 | 0.01% |
| 4503 JP R US0001M P 12/15/25 GS | 0.01% |
| 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% |
| ALBERTSONS COS LLC P/P 144A 07.5000 03/15/2026 | 0.01% |
| ALTICE FRANCE P/P 144A 07.3750 05/01/2026 | 0.01% |
| ALTICE FRANCE SA P/P 144A 05.5000 01/15/2028 | 0.01% |
| ARES CAPITAL CORP 03.8750 01/15/2026 | 0.01% |
| AUD/USD 10/20/2021 SSBT | 0.01% |
| AUST & NZ BANKING GR P/P 144A 06.7500 06/15/2026 | 0.01% |
| BANCO SANTANDER SA USD 04.3790 04/12/2028 | 0.01% |
| BANCO SANTANDER SA USD 05.1790 11/19/2025 | 0.01% |
| BAUSCH HLTH COS INC P/P 144A 07.2500 05/30/2029 | 0.01% |
| BRISTOL-MYERS 03.4000 07/26/2029 | 0.01% |
| BRISTOL-MYERS SQUIBB CO 01.4500 11/13/2030 | 0.01% |
| BWAY HOLDING CO P/P 144A 07.2500 04/15/2025 | 0.01% |
| CAS 2016-C07 2M2 04.4393 05/25/2029 | 0.01% |
| CFCRE 2017-C8 B 04.1985 06/15/2050 | 0.01% |
| CGCMT 2018-C6 AS 04.6420 11/10/2051 | 0.01% |
| CHAMPIONX CORP 06.3750 05/01/2026 | 0.01% |
| CHARTER COMM OPT LLC/CAP 03.7000 04/01/2051 | 0.01% |
| CHARTER COMM OPT LLC/CAP 03.7500 02/15/2028 | 0.01% |
| CHENIERE CORP CHRIST 05.1250 06/30/2027 | 0.01% |
| CHS/COMMUNITY P/P 144A 06.6250 02/15/2025 | 0.01% |
| CINEMARK USA INC P/P 144A 05.8750 03/15/2026 | 0.01% |
| CK ASSET HOLDINGS LTD SEDOL BYZQ077 | 0.01% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 CS | 0.01% |
| CMLTI 2005-2 1A2A 02.7917 05/25/2035 | 0.01% |
| CNO FINANCIAL GROUP INC 05.2500 05/30/2025 | 0.01% |
| COMCAST CORP 04.0490 11/01/2052 | 0.01% |
| COMSTOCK RE INC P/P 144A 06.7500 03/01/2029 | 0.01% |
| CONTINENTAL RESOURCES 04.3750 01/15/2028 | 0.01% |
| COX COMM INC P/P 144A 03.5000 08/15/2027 | 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% |
| CSC HOLDINGS LLC P/P 144A 05.7500 01/15/2030 | 0.01% |
| CSMC 2021-RPL4 A1 01.7956 12/27/2060 | 0.01% |
| DISH DBS CORP P/P 144A 05.1250 06/01/2029 | 0.01% |
| EMIR 2018-1 M1 01.7893 11/25/2028 | 0.01% |
| ENTERCOM MEDIA CORP P/P 144A 06.7500 03/31/2029 | 0.01% |
| EUR/USD 09/15/2021 BCAP-FX | 0.01% |
| FHLMC FR30 ZS9547 UMBS 04.0000 09/01/2045 | 0.01% |
| FHMS K740 X1 00.7591 09/25/2027 | 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% |
| GOLDEN NUGGET INC P/P 144A 08.7500 10/01/2025 | 0.01% |
| GSMS 2011-GC3 D 144A 05.4059 03/10/2044 | 0.01% |
| HESS MIDSTREAM P P/P 144A 05.1250 06/15/2028 | 0.01% |
| ICAHN ENTER/FIN 06.2500 05/15/2026 | 0.01% |
| IHEARTCOMMUNICATIONS INC 06.3750 05/01/2026 | 0.01% |
| JAZZ SECURITIES DAC P/P 144A 04.3750 01/15/2029 | 0.01% |
| KINDER MORGAN INC/DELAWA 07.7500 01/15/2032 | 0.01% |
| KKR GROUP FIN CO III P/P 144A 05.1250 06/01/2044 | 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% |
| LUN DC R US0001M P 12/15/25 GS | 0.01% |
| MERCER INTL INC USD 05.5000 01/15/2026 | 0.01% |
| MSBAM 2014-C15 B 04.5650 04/15/2047 | 0.01% |
| MSC 2011-C3 D 144A 05.2837 07/15/2049 | 0.01% |
| MSC 2016-UB12 AS 03.7780 12/15/2049 | 0.01% |
| NEWZ 2021-1 A 00.8393 05/25/2055 | 0.01% |
| NSTAR ELECTRIC CO 02.3750 10/15/2022 | 0.01% |
| PACIFIC GAS & ELECTRIC 02.9500 03/01/2026 | 0.01% |
| PENNYMAC FIN SVCS IN P/P 144A 05.3750 10/15/2025 | 0.01% |
| PENSKE TRUCK LEASING P/P 144A 03.9000 02/01/2024 | 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% |
| SABINE PASS LIQUEFACTION 04.2000 03/15/2028 | 0.01% |
| SCIH SALT TLB L+400 04.7500 03/16/2027 | 0.01% |
| SINCLAIR TELE P/P 144A 05.5000 03/01/2030 | 0.01% |
| SPECTRA ENERGY PARTNERS 03.3750 10/15/2026 | 0.01% |
| SPECTRUM BRANDS INC P/P 144A 03.8750 03/15/2031 | 0.01% |
| STACR 2015-HQA2 M3 04.8893 05/25/2028 | 0.01% |
| STACR 2016-DNA1 M3 05.6415 07/25/2028 | 0.01% |
| STACR 2016-HQA1 M3 06.4393 09/25/2028 | 0.01% |
| STATION CASINOS LLC P/P 144A 04.5000 02/15/2028 | 0.01% |
| STORA ENSO OYJ-R SHS SEDOL 5072673 | 0.01% |
| SUGAR HSP GAMING P/P 144A 05.8750 05/15/2025 | 0.01% |
| T-MOBILE USA INC 02.5500 02/15/2031 | 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% |
| TWILIO INC 03.6250 03/15/2029 | 0.01% |
| UBS GROUP AG REGS 06.8750 12/29/2049 | 0.01% |
| UBSCM 2018-C8 XA IO 00.8674 02/15/2051 | 0.01% |
| UCB BB R US0001M P 12/15/25 GS | 0.01% |
| UNITED CONTINENTAL HOL L+375 04.5000 04/14/2028 | 0.01% |
| US 2YR NOTE (CBT) SEP21 TUU1 | 0.01% |
| US BANCORP 02.9500 07/15/2022 | 0.01% |
| USA COMPRESSION PART 06.8750 04/01/2026 | 0.01% |
| VERTICAL HOLDCO GMBH P/P 144A 07.6250 07/15/2028 | 0.01% |
| VMC 2021-FL4 A P/P 144A 01.1891 06/16/2036 | 0.01% |
| WAMU 2005-AR11 A1B3 00.8893 08/25/2045 | 0.01% |
| WFCM 2015-NXS3 AS 03.9720 09/15/2057 | 0.01% |
| WFRBS 2014-C24 XA IO 00.8519 11/15/2047 | 0.01% |
| 1011778 BC / NEW RED P/P 144A 03.8750 01/15/2028 | 0.01% |
| ADIENT GLOBAL HLDG P/P 144A 04.8750 08/15/2026 | 0.01% |
| ALTICE FRANCE SA P/P 144A 05.1250 07/15/2029 | 0.01% |
| AMC ENT INC TLB L+300 03.0893 04/22/2026 | 0.01% |
| AMSTED INDUSTRIES P/P 144A 05.6250 07/01/2027 | 0.01% |
| ARDAGH METAL PAC P/P 144A 04.0000 09/01/2029 | 0.01% |
| AUST & NZ BANKING GR P/P 144A 02.5700 11/25/2035 | 0.01% |
| BANK OF AMERICA CORP 02.4960 02/13/2031 | 0.01% |
| BAUSCH HLTH COS INC P/P 144A 04.8750 06/01/2028 | 0.01% |
| BERRY GLOBAL INC P/P 144A 01.6500 01/15/2027 | 0.01% |
| BLACK KNIGHT INFOSER P/P 144A 03.6250 09/01/2028 | 0.01% |
| BOISE CASCADE CO P/P 144A 04.8750 07/01/2030 | 0.01% |
| BOXER PARENT CO INC P/P 144A 09.1250 03/01/2026 | 0.01% |
| BRISTOL-MYERS 02.2500 08/15/2021 | 0.01% |
| BUILDERS FIRSTSOURCE P/P 144A 06.7500 06/01/2027 | 0.01% |
| CAMDEN PROPERTY TRUST 04.8750 06/15/2023 | 0.01% |
| CANPACK SA EASTERN L P/P 144A 03.1250 11/01/2025 | 0.01% |
| CANTOR FITZGERALD LP P/P 144A 06.5000 06/17/2022 | 0.01% |
| CAS 2017-C01 1EB1 01.3393 07/25/2029 | 0.01% |
| CASH MGMT BILL 00.0000 11/09/2021 | 0.01% |
| CCO HOLDINGS LLC P/P 144A 04.7500 03/01/2030 | 0.01% |
| CENTENE CORP P/P 144A 05.3750 08/15/2026 | 0.01% |
| CHENIERE ENERGYP P/P 144A 04.0000 03/01/2031 | 0.01% |
| CITIGROUP INC 04.6000 03/09/2026 | 0.01% |
| CLARIOS GLOBAL L+325 03.3425 04/30/2026 | 0.01% |
| CLEAR CHANNEL OU P/P 144A 07.5000 06/01/2029 | 0.01% |
| CLEAR CHANNEL OU P/P 144A 07.7500 04/15/2028 | 0.01% |
| COMMONWEALTH BK AUST P/P 144A 02.6880 03/11/2031 | 0.01% |
| COMMSCOPE INC P/P 144A 08.2500 03/01/2027 | 0.01% |
| CONTINENTAL RESOURCES 04.9000 06/01/2044 | 0.01% |
| CROWN CORK & SEAL CO INC 07.3750 12/15/2026 | 0.01% |
| DH EUROPE FINANCE II USD 03.4000 11/15/2049 | 0.01% |
| DIAMONDBACK ENERGY INC 03.2500 12/01/2026 | 0.01% |
| DIRECTV HLDGS/FN P/P 144A 05.8750 08/15/2027 | 0.01% |
| DISH DBS CORP 05.8750 11/15/2024 | 0.01% |
| DUKE ENERGY PROGRESS LLC 03.3750 09/01/2023 | 0.01% |
| ENERGY TRANSFER LP 05.8750 01/15/2024 | 0.01% |
| ENTERCOM MEDIA CORP P/P 144A 06.5000 05/01/2027 | 0.01% |
| EPICOR SOFTWARE/EAGLE L+325 04.0000 07/30/2027 | 0.01% |
| ERF FP R US0001M P 12/15/25 GS | 0.01% |
| FISERV INC 03.5000 07/01/2029 | 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 CO 05.9500 04/01/2049 | 0.01% |
| GENESYS TELECOMMUNICAT L+400 04.7500 10/08/2027 | 0.01% |
| GOLDMAN SACHS GROUP INC 03.6500 07/28/2051 | 0.01% |
| GOLDMAN SACHS GROUP INC 06.7500 10/01/2037 | 0.01% |
| GSMS 2010-C1 D 144A 05.9861 08/10/2043 | 0.01% |
| HERENS HOLDCO SARL P/P 144A 04.7500 05/15/2028 | 0.01% |
| HILTON WORLDWIDE FIN LLC 04.8750 04/01/2027 | 0.01% |
| HONEYWELL INTL 03.8120 11/21/2047 | 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% |
| INTERCONTINENTALEXCHANGE 01.8500 09/15/2032 | 0.01% |
| ISTAR INC 05.5000 02/15/2026 | 0.01% |
| JPMCC 2013-LC11 X IO 01.2398 04/15/2046 | 0.01% |
| JPY/USD 08/18/2021 SSBT | 0.01% |
| LAMB WESTON HLD P/P 144A 04.8750 05/15/2028 | 0.01% |
| LBM ACQUISITION LLC P/P 144A 06.2500 01/15/2029 | 0.01% |
| MATTEL INC. P/P 144A 03.7500 04/01/2029 | 0.01% |
| MERCER INTL INC USD 05.1250 02/01/2029 | 0.01% |
| MEREDITH CORP 06.8750 02/01/2026 | 0.01% |
| MICROCHIP TECH INC 04.3330 06/01/2023 | 0.01% |
| MONDELEZ INTL HLDING P/P 144A 02.0000 10/28/2021 | 0.01% |
| MOODY'S CORPORATION 02.5500 08/18/2060 | 0.01% |
| NATIONSTAR MTG HLD I P/P 144A 05.5000 08/15/2028 | 0.01% |
| NEUBERGER BERMAN GRP P/P 144A 04.8750 04/15/2045 | 0.01% |
| NEWS CORP P/P 144A 03.8750 05/15/2029 | 0.01% |
| NIELSEN CO LUXEM P/P 144A 05.0000 02/01/2025 | 0.01% |
| NIELSEN FIN LLC/CO P/P 144A 05.6250 10/01/2028 | 0.01% |
| NORTHRIVER MIDSTREAM P/P 144A 05.6250 02/15/2026 | 0.01% |
| NRG ENERGY INC P/P 144A 04.4500 06/15/2029 | 0.01% |
| NRG ENERGY INC. 07.2500 05/15/2026 | 0.01% |
| OCCIDENTAL PETROLEUM COR 06.6250 09/01/2030 | 0.01% |
| ONEMAIN FINANCE CORP 06.8750 03/15/2025 | 0.01% |
| ORTHO-CLINICAL DIAGNOS L+300 03.0905 06/30/2025 | 0.01% |
| PBF HOLDING CO LLC P/P 144A 09.2500 05/15/2025 | 0.01% |
| PETROBRAS GLOBAL FINANCE USD 06.2500 03/17/2024 | 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% |
| RMLT 2020-2 A2 02.5080 05/25/2060 | 0.01% |
| SABINE PASS LIQUEFAC 05.7500 05/15/2024 | 0.01% |
| SM ENERGY CO 06.5000 07/15/2028 | 0.01% |
| SM ENERGY CO 06.7500 09/15/2026 | 0.01% |
| SPANISH BROADCAS P/P 144A 09.7500 03/01/2026 | 0.01% |
| STACR 2018-HRP2 M3 02.4893 02/25/2047 | 0.01% |
| TPMT 2016-5 M2 144A 03.3750 10/25/2056 | 0.01% |
| TRANSDIGM INC. 06.3750 06/15/2026 | 0.01% |
| TRANSOCEAN INC P/P 144A 11.5000 01/30/2027 | 0.01% |
| TREASURY BILL 00.0000 08/03/2021 | 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% |
| UBSCM 2017-C7 XA IO 01.0229 12/15/2050 | 0.01% |
| UNITED MEXICAN STATES USD 02.6590 05/24/2031 | 0.01% |
| URBAN ONE INC P/P 144A 07.3750 02/01/2028 | 0.01% |
| WELLS FARGO & COMPANY 05.8750 06/15/2025 | 0.01% |
| WHITE CAP BUYER LLC P/P 144A 06.8750 10/15/2028 | 0.01% |
| WHITE CAP TLB L+400 04.5000 10/19/2027 | 0.01% |
| WR GRACE & CO-CONN P/P 144A 04.8750 06/15/2027 | 0.01% |
| 1011778 BC / NEW RED P/P 144A 04.0000 10/15/2030 | 0.00% |
| 1011778 BC ULC / P/P 144A 04.3750 01/15/2028 | 0.00% |
| 21VIANET GROUP INC-ADR SEDOL B3Q0VS9 | 0.00% |
| ADIENT TLB L+350 03.5920 04/08/2028 | 0.00% |
| AKZO NOBEL CHEMICALS T L+300 03.1330 10/01/2025 | 0.00% |
| ALIMEN COUCHE P/P 144A 02.9500 01/25/2030 | 0.00% |
| AMERICAN TOWER CORP 02.9000 01/15/2030 | 0.00% |
| AMSTED INDUSTRIES P/P 144A 04.6250 05/15/2030 | 0.00% |
| ANTERO MIDSTREAM P/P 144A 07.8750 05/15/2026 | 0.00% |
| ANTERO RESOURCES P/P 144A 07.6250 02/01/2029 | 0.00% |
| APACHE CORP 04.3750 10/15/2028 | 0.00% |
| ARRW 2019-3 A3 03.4160 10/25/2048 | 0.00% |
| AUTONATION INC 02.4000 08/01/2031 | 0.00% |
| BATH & BODY WORKS INC 06.7500 07/01/2036 | 0.00% |
| BAUSCH HLTH COS INC P/P 144A 06.2500 02/15/2029 | 0.00% |
| BROADCOM INC P/P 144A 03.7500 02/15/2051 | 0.00% |
| BWAY CORP TLB L+325 03.3420 04/03/2024 | 0.00% |
| CCO HOLDINGS LLC 04.5000 05/01/2032 | 0.00% |
| CECLO 2020-29A A1N 144A 01.8343 07/20/2031 | 0.00% |
| CELANESE US HOLDINGS LLC 01.4000 08/05/2026 | 0.00% |
| CENTENE ESCROW I CO P/P 144A 05.3750 06/01/2026 | 0.00% |
| CENTENNIAL RESOURCE P/P 144A 06.8750 04/01/2027 | 0.00% |
| CENTERFIELD MEDI P/P 144A 06.6250 08/01/2026 | 0.00% |
| CFCRE 2011-C2 D 144A 05.7758 12/15/2047 | 0.00% |
| CHF/USD 09/15/2021 JPMCB | 0.00% |
| CHF/USD 09/15/2021 MSCIL | 0.00% |
| CHS/COMMUNITY P/P 144A 06.8750 04/01/2028 | 0.00% |
| CLARIOS GLOBAL LP P/P 144A 06.7500 05/15/2025 | 0.00% |
| CLEAR CHANNEL WORLDW P/P 144A 05.1250 08/15/2027 | 0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS | 0.00% |
| COEUR MINING INC P/P 144A 05.1250 02/15/2029 | 0.00% |
| COMCAST CORP 03.9990 11/01/2049 | 0.00% |
| CON EDISON CO OF NY INC 04.2000 03/15/2042 | 0.00% |
| CONOCOPHILLIPS P/P 144A 03.7500 10/01/2027 | 0.00% |
| CVS PASS-THROUGH P/P 144A 04.7040 01/10/2036 | 0.00% |
| DEVON ENERGY CORPORATION 07.8750 09/30/2031 | 0.00% |
| DIAMOND SPORTS P/P 144A 05.3750 08/15/2026 | 0.00% |
| DIVERSEY TL L+300 03.0920 09/06/2024 | 0.00% |
| DRESDNER FDG TRST I P/P 144A 08.1510 06/30/2031 | 0.00% |
| ENTERPRISE PRODUCTS OPER 02.8000 01/31/2030 | 0.00% |
| EQT CORP 07.5000 02/01/2030 | 0.00% |
| EQUINIX INC 03.2000 11/18/2029 | 0.00% |
| EQUINOR ASA USD 05.1000 08/17/2040 | 0.00% |
| EUR/USD PUT 1.18 20210823 GSFX | 0.00% |
| FREEDOM MTGE CORP P/P 144A 08.2500 04/15/2025 | 0.00% |
| GARDA WORLD SECURITY P/P 144A 06.0000 06/01/2029 | 0.00% |
| GENERAL MOTORS FINL CO 04.3000 07/13/2025 | 0.00% |
| GFL ENVIRON INC P/P 144A 03.5000 09/01/2028 | 0.00% |
| GLOBAL PAYMENTS INC 02.9000 05/15/2030 | 0.00% |
| GNR 2017-162 QI IO 05.0000 10/11/2047 | 0.00% |
| GRAPHIC PACKAGIN P/P 144A 03.5000 03/01/2029 | 0.00% |
| GREAT LAKES DREDGE&D P/P 144A 05.2500 06/01/2029 | 0.00% |
| GRF SM R US0001M P 12/15/25 GS | 0.00% |
| HANESBRANDS INC P/P 144A 04.6250 05/15/2024 | 0.00% |
| ICAHN ENTER/FIN 06.7500 02/01/2024 | 0.00% |
| IHEARTCOMMUNICATI L+325 03.7500 05/01/2026 | 0.00% |
| INCY US R US0001M P 12/15/25 GS | 0.00% |
| INTERNATIONAL LEASE FIN CORP 05.8750 08/15/2022 | 0.00% |
| IPALCO ENTPRS IN 04.2500 05/01/2030 | 0.00% |
| KFC HLD/PIZZA HUT/TA P/P 144A 04.7500 06/01/2027 | 0.00% |
| KINDER MORGAN ENER PART 03.4500 02/15/2023 | 0.00% |
| KINDER MORGAN ENER PART 05.4000 09/01/2044 | 0.00% |
| KLOECKNER PENTAPLAST L+475 05.2500 02/09/2026 | 0.00% |
| LIVE NATION ENTERTAI P/P 144A 05.6250 03/15/2026 | 0.00% |
| LMAT 2020-GS5 A1 03.2500 06/25/2060 | 0.00% |
| MEG ENERGY CORP P/P 144A 06.5000 01/15/2025 | 0.00% |
| MET LIFE GLOB FUND P/P 144A 03.0000 01/10/2023 | 0.00% |
| MICROSOFT CORP 02.4000 02/06/2022 | 0.00% |
| MSRR 2015-R4 CB1 00.9172 08/26/2047 | 0.00% |
| MWST 2020-2 A 00.8893 11/25/2053 | 0.00% |
| NCHET 2003-4 M1 01.2143 10/25/2033 | 0.00% |
| NETFLIX INC 04.3750 11/15/2026 | 0.00% |
| NEWELL BRANDS INC 04.8750 06/01/2025 | 0.00% |
| NMSG3 2021-1 A 00.8410 06/25/2054 | 0.00% |
| NUTRIEN LTD. USD 04.2000 04/01/2029 | 0.00% |
| ORGANON & CO SEDOL BLDC8J4 | 0.00% |
| OSHKOSH CORP 04.6000 05/15/2028 | 0.00% |
| OTIS WORLDWIDE CORP 02.5650 02/15/2030 | 0.00% |
| PACKAGING CORP OF AMERIC 04.5000 11/01/2023 | 0.00% |
| PETROLEOS MEXICANOS USD 07.6900 01/23/2050 | 0.00% |
| PRUDENTIAL FINANCIAL INC 05.2000 03/15/2044 | 0.00% |
| RATTLER MIDSTREAM LP P/P 144A 05.6250 07/15/2025 | 0.00% |
| ROBERTSHAW CONTROLS CO L+800 09.0000 02/28/2026 | 0.00% |
| SCIH SALT HLDG INC P/P 144A 06.6250 05/01/2029 | 0.00% |
| SCRIPPS ESCROW P/P 144A 05.3750 01/15/2031 | 0.00% |
| SERVICE CORP INTL 03.3750 08/15/2030 | 0.00% |
| SERVICE CORPORATION INTL 04.6250 12/15/2027 | 0.00% |
| SIX FLAGS ENT P/P 144A 05.5000 04/15/2027 | 0.00% |
| SOLENIS 2NDL L+850 08.6350 06/26/2026 | 0.00% |
| STACR 2014-HQ2 M3 03.8393 09/25/2024 | 0.00% |
| STANDARD IND INC P/P 144A 05.0000 02/15/2027 | 0.00% |
| T-MOBILE USA INC 02.8750 02/15/2031 | 0.00% |
| TENET HEALTHCARE 04.6250 07/15/2024 | 0.00% |
| TRANSDIGM INC P/P 144A 04.6250 01/15/2029 | 0.00% |
| TRANSOCEAN POSEIDON P/P 144A 06.8750 02/01/2027 | 0.00% |
| TRI POINTE GROUP / HOMES 05.8750 06/15/2024 | 0.00% |
| TRK 2021-1 A1 02.2395 06/25/2024 | 0.00% |
| TRUIST FINANCIAL CORP 04.8000 09/01/2024 | 0.00% |
| UNIVISION COMM P/P 144A 09.5000 05/01/2025 | 0.00% |
| VALVOLINE INC P/P 144A 04.2500 02/15/2030 | 0.00% |
| VIDEOTRON LTD P/P 144A 03.6250 06/15/2029 | 0.00% |
| VISTRA CORP P/P 144A 05.0000 07/31/2027 | 0.00% |
| WESTROCK MWV LLC 07.9500 02/15/2031 | 0.00% |
| WEYERHAEUSER CO 07.3750 03/15/2032 | 0.00% |
| WOLVERINE WORLD WIDE P/P 144A 05.0000 09/01/2026 | 0.00% |
| WOLVERINE WORLD WIDE P/P 144A 06.3750 05/15/2025 | 0.00% |
| ZIGGO BV P/P 144A 05.5000 01/15/2027 | 0.00% |
| ZOETIS INC 02.0000 05/15/2030 | 0.00% |
| AADVANTAGE 1L TL L+475 05.5000 04/20/2028 | 0.00% |
| ABC SUPPLY CO INC P/P 144A 04.0000 01/15/2028 | 0.00% |
| ALLISON TRANSMISSION P/P 144A 03.7500 01/30/2031 | 0.00% |
| ANTERO RESOURCES P/P 144A 05.3750 03/01/2030 | 0.00% |
| APACHE CORP 05.1000 09/01/2040 | 0.00% |
| ARRW 2019-1 A3 04.1201 01/25/2049 | 0.00% |
| ASCEND LEARNING LLC P/P 144A 06.8750 08/01/2025 | 0.00% |
| ASURION LLC 2L TLB4 L+525 05.3391 01/14/2029 | 0.00% |
| ATOTECH DEUTSCHLAND GM L+250 03.0000 03/18/2028 | 0.00% |
| BERKSHIRE HATHAWAY FIN 04.3000 05/15/2043 | 0.00% |
| BLACKSTONE HLDG FINA P/P 144A 01.6000 03/30/2031 | 0.00% |
| BOMBARDIER INC P/P 144A 07.1250 06/15/2026 | 0.00% |
| BOYD GAMING CORP 04.7500 12/01/2027 | 0.00% |
| BOYD GAMING CORP P/P 144A 08.6250 06/01/2025 | 0.00% |
| BROOKFIELD RESID P/P 144A 06.2500 09/15/2027 | 0.00% |
| BUILDERS FIRSTSOURCE P/P 144A 04.2500 02/01/2032 | 0.00% |
| CALLON PETROLEUM P/P 144A 08.0000 08/01/2028 | 0.00% |
| CALLON PETROLEUM CO P/P 144A 09.0000 04/01/2025 | 0.00% |
| CAS 2014-C04 1M2 04.9893 11/25/2024 | 0.00% |
| CCO HOLDINGS LLC P/P 144A 04.5000 08/15/2030 | 0.00% |
| CENTENE CORP 03.0000 10/15/2030 | 0.00% |
| CHARLES RIVER LA P/P 144A 04.0000 03/15/2031 | 0.00% |
| CHS/COMMUNITY HEALTH P/P 144A 08.0000 03/15/2026 | 0.00% |
| COMM 2013-CR11 XA IO 00.9138 08/10/2050 | 0.00% |
| COMM 2014-CR17 XA IO 00.9617 05/10/2047 | 0.00% |
| COMM 2014-UBS6 XA IO 00.8781 12/10/2047 | 0.00% |
| CSC HOLDINGS LLC 06.7500 11/15/2021 | 0.00% |
| DCP MIDSTREAM OPERATING 05.6250 07/15/2027 | 0.00% |
| DEVON ENERGY CORP P/P 144A 05.2500 10/15/2027 | 0.00% |
| DEVON ENERGY CORPORATION 05.6000 07/15/2041 | 0.00% |
| DIAMOND 1 FIN/DIAMON 08.3500 07/15/2046 | 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% |
| DRMT 2020-2 A1 01.6920 05/25/2065 | 0.00% |
| DUKE ENERGY INDIANA LLC 06.4500 04/01/2039 | 0.00% |
| EPICOR SOFTWARE/EAGLE L+775 08.7500 07/30/2028 | 0.00% |
| EUR/USD 09/15/2021 CSI-FX | 0.00% |
| FIDELITY NATIONAL INFORMATION 02.2500 03/01/2031 | 0.00% |
| FREEDOM MORTGAGE P/P 144A 06.6250 01/15/2027 | 0.00% |
| FREEPORT-MCMORAN INC 04.6250 08/01/2030 | 0.00% |
| FRONTIER COMM P/P 144A 05.8750 10/15/2027 | 0.00% |
| GBP/USD 09/15/2021 CITI | 0.00% |
| GENERAL ELECTRIC CO 03.4489 12/29/2049 | 0.00% |
| GLOBAL MEDICAL RESPO P/P 144A 06.5000 10/01/2025 | 0.00% |
| GNMA GII30 BB0107 04.7000 08/20/2067 | 0.00% |
| GNR 2015-H26 EI IO 01.7280 10/20/2065 | 0.00% |
| GNR 2016-123 LI IO 03.5000 03/20/2044 | 0.00% |
| GOEASY LTD P/P 144A 04.3750 05/01/2026 | 0.00% |
| GOLDMAN SACHS GROUP INC 02.6000 02/07/2030 | 0.00% |
| GSMS 2014-GC22 XA IO 00.9486 06/10/2047 | 0.00% |
| HCA INC 03.5000 09/01/2030 | 0.00% |
| HCA INC 04.1250 06/15/2029 | 0.00% |
| HUNTSMAN INTERNATIONAL L 02.9500 06/15/2031 | 0.00% |
| ICAHN ENTERPRISES/FI 04.3750 02/01/2029 | 0.00% |
| IHS MARKIT LTD USD 04.7500 08/01/2028 | 0.00% |
| INTEL PKG HOLDCO P/P 144A 09.0000 01/15/2026 | 0.00% |
| IRB HOLDING CORP P/P 144A 07.0000 06/15/2025 | 0.00% |
| JELD-WEN INC P/P 144A 04.8750 12/15/2027 | 0.00% |
| LADDER CAP FINAN P/P 144A 04.7500 06/15/2029 | 0.00% |
| LEVEL 3 FINANCING IN P/P 144A 03.6250 01/15/2029 | 0.00% |
| 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% |
| MERCK & CO. INC. 02.7500 02/10/2025 | 0.00% |
| MEREDITH CORP P/P 144A 06.5000 07/01/2025 | 0.00% |
| MLMI 2005-A2 A2 02.8157 02/25/2035 | 0.00% |
| NABORS INDUSTRIES INC. 05.7500 02/01/2025 | 0.00% |
| NATIONSTAR MTG P/P 144A 06.0000 01/15/2027 | 0.00% |
| NEXSTAR MEDIA INC P/P 144A 04.7500 11/01/2028 | 0.00% |
| NEXSTAR MEDIA INC P/P 144A 05.6250 07/15/2027 | 0.00% |
| NIELSEN FIN LLC/CO P/P 144A 04.5000 07/15/2029 | 0.00% |
| NIELSEN FIN LLC/CO P/P 144A 04.7500 07/15/2031 | 0.00% |
| NOVA CHEMICALS CORP P/P 144A 04.2500 05/15/2029 | 0.00% |
| OASIS PETROLEUM INC P/P 144A 06.3750 06/01/2026 | 0.00% |
| ONEMAIN FINANCE CORP 04.0000 09/15/2030 | 0.00% |
| ONEMAIN FINANCE CORP 06.6250 01/15/2028 | 0.00% |
| ONEMAIN FINANCE CORP 07.1250 03/15/2026 | 0.00% |
| P/P 144A 06.6250 10/01/2030 | 0.00% |
| PENSKE TRUCK LE P/P 144A 03.4000 11/15/2026 | 0.00% |
| PNC FINANCIAL SERVICES 03.3000 03/08/2022 | 0.00% |
| PRIME SEC/FIN P/P 144A 03.3750 08/31/2027 | 0.00% |
| PROLOGIS LP 02.2500 04/15/2030 | 0.00% |
| REGN US R US0001M P 12/15/25 GS | 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% |
| SCIENTIFIC GAMES P/P 144A 07.0000 05/15/2028 | 0.00% |
| SCRIPPS ESCROW II IN P/P 144A 03.8750 01/15/2029 | 0.00% |
| SERVICE CORP INTL 04.0000 05/15/2031 | 0.00% |
| SINCLAIR TELE P/P 144A 04.1250 12/01/2030 | 0.00% |
| SM ENERGY CO P/P 144A 10.0000 01/15/2025 | 0.00% |
| SPECTRUM BRANDS INC P/P 144A 05.0000 10/01/2029 | 0.00% |
| STACR 2019-DNA1 M2 02.7393 01/25/2049 | 0.00% |
| STACR 2020-HQA1 M2 01.9893 01/25/2050 | 0.00% |
| T-MOBILE USA INC 02.6250 02/15/2029 | 0.00% |
| T-MOBILE USA INC 03.8750 04/15/2030 | 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% |
| TK ELEVATOR TLB L+350 04.0000 07/31/2027 | 0.00% |
| TWILIO INC 03.8750 03/15/2031 | 0.00% |
| UNITEDHEALTH GROUP INC 02.8750 03/15/2022 | 0.00% |
| UNIVISION COMM P/P 144A 04.5000 05/01/2029 | 0.00% |
| USA COM PART/USA COM 06.8750 09/01/2027 | 0.00% |
| VIACOMCBS INC 02.9000 01/15/2027 | 0.00% |
| VIACOMCBS INC 04.2000 06/01/2029 | 0.00% |
| VICTORIA'S SECRET & P/P 144A 04.6250 07/15/2029 | 0.00% |
| VICTORS MERGER CORP P/P 144A 06.3750 05/15/2029 | 0.00% |
| VISTRA CORP P/P 144A 05.6250 02/15/2027 | 0.00% |
| WAMU 2005-AR9 A1C3 01.0493 07/25/2045 | 0.00% |
| WESTERN DIGITAL CORPORATION 04.7500 02/15/2026 | 0.00% |
| WFCM 2016-LC25 XA IO 00.9609 12/15/2059 | 0.00% |
| YUM! BRANDS INC 03.6250 03/15/2031 | 0.00% |
| YUM! BRANDS INC P/P 144A 04.7500 01/15/2030 | 0.00% |
| ABC SUPPLY CO INC P/P 144A 03.8750 11/15/2029 | 0.00% |
| AMC ENT HLDGS P/P 144A 10.5000 04/15/2025 | 0.00% |
| AMWINS GROUP INC P/P 144A 04.8750 06/30/2029 | 0.00% |
| ANTERO RESOURCES P/P 144A 08.3750 07/15/2026 | 0.00% |
| APACHE CORP 04.6250 11/15/2025 | 0.00% |
| APACHE CORPORATION 04.8750 11/15/2027 | 0.00% |
| ARCHES BUYER INC P/P 144A 04.2500 06/01/2028 | 0.00% |
| ASURION LLC TLB9 L+325 03.3391 07/31/2027 | 0.00% |
| AUD/USD 10/20/2021 GSFX | 0.00% |
| AUD/USD 10/20/2021 WPAC | 0.00% |
| BAUSCH HLTH COS INC P/P 144A 05.0000 02/15/2029 | 0.00% |
| BAUSCH HLTH COS INC. P/P 144A 07.0000 01/15/2028 | 0.00% |
| BAYTEX ENERGY CORP P/P 144A 05.6250 06/01/2024 | 0.00% |
| BEACON ROOFING S P/P 144A 04.1250 05/15/2029 | 0.00% |
| BEACON ROOFING SUPPL P/P 144A 04.5000 11/15/2026 | 0.00% |
| BECTON DICKINSON AND COMPANY 02.8230 05/20/2030 | 0.00% |
| BMW US CAPITAL LLC P/P 144A 03.4000 08/13/2021 | 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% |
| BY CROWN/BY BOND P/P 144A 04.2500 01/31/2026 | 0.00% |
| CALPINE CORP P/P 144A 05.2500 06/01/2026 | 0.00% |
| CARRIAGE SVCS INC P/P 144A 04.2500 05/15/2029 | 0.00% |
| CAS 2014-C03 2M2 02.9893 07/25/2024 | 0.00% |
| CAS 2015-C03 2M2 05.0893 07/25/2025 | 0.00% |
| CGCMT 2014-GC21 X IO 01.1567 05/10/2047 | 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% |
| CIT GROUP INC. 05.0000 08/15/2022 | 0.00% |
| CNH/USD 08/18/2021 HSBCB | 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% |
| 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 DAC/ENDO FI P/P 144A 06.0000 06/30/2028 | 0.00% |
| ENDO DAC/ENDO FI P/P 144A 09.5000 07/31/2027 | 0.00% |
| ENDO LUX FIN CO I SA P/P 144A 06.1250 04/01/2029 | 0.00% |
| ENERGY TRANSFER LP 02.9000 05/15/2025 | 0.00% |
| ENERGY TRANSFER LP 06.1250 12/15/2045 | 0.00% |
| EUR/USD 09/15/2021 TDBK | 0.00% |
| FIFTH THIRD BANCORP 05.1000 06/30/2023 | 0.00% |
| FUBOTV INC P/P 144A CV 03.2500 02/15/2026 | 0.00% |
| GBP/USD 09/15/2021 CSI-FX | 0.00% |
| GBP/USD 09/15/2021 TDBK | 0.00% |
| GENERAL DYNAMICS CORP 02.2500 11/15/2022 | 0.00% |
| GNMA GII30 AY2298 04.7000 05/20/2067 | 0.00% |
| GNMA GII30 AY4779 04.4870 03/20/2067 | 0.00% |
| GNMA GII30 BA7681 04.6420 06/20/2067 | 0.00% |
| GNMA GII30 BL6161 06.0000 12/20/2048 | 0.00% |
| GNMA GII30 BL6216 06.0000 03/20/2049 | 0.00% |
| GNMA GII30 BL6217 06.0000 03/20/2049 | 0.00% |
| GNMA GII30 BL6235 06.0000 04/20/2049 | 0.00% |
| HANESBRANDS INC P/P 144A 05.3750 05/15/2025 | 0.00% |
| HCA INC. 05.5000 06/15/2047 | 0.00% |
| HMIR 2018-1 M1 144A 01.6893 10/25/2028 | 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% |
| 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% |
| JPMORGAN CHASE & CO 01.1559 05/15/2047 | 0.00% |
| JPMORGAN CHASE & CO 02.9560 05/13/2031 | 0.00% |
| JPMORGAN CHASE & CO 06.1000 10/01/2024 | 0.00% |
| JPY/USD 08/18/2021 GSFX | 0.00% |
| KAKAOBANK CORP SEDOL BNXKTM2 | 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% |
| MSBAM 2014-C17 XA IO 01.0647 08/15/2047 | 0.00% |
| NABORS IND LTD P/P 144A 07.2500 01/15/2026 | 0.00% |
| NETFLIX INC. P/P 144A 04.8750 06/15/2030 | 0.00% |
| NOVN SW R US0001M P 12/15/25 GS | 0.00% |
| NRG ENERGY INC P/P 144A 05.2500 06/15/2029 | 0.00% |
| NUTRIEN LTD USD 05.2500 01/15/2045 | 0.00% |
| NUTRITION & BIO P/P 144A 02.3000 11/01/2030 | 0.00% |
| OVINTIV INC 06.5000 08/15/2034 | 0.00% |
| OVINTIV INC 06.6250 08/15/2037 | 0.00% |
| OVINTIV INC. 08.1250 09/15/2030 | 0.00% |
| PUBLIC SERVICE ELECTRIC 05.5000 03/01/2040 | 0.00% |
| PULTEGROUP INC 05.5000 03/01/2026 | 0.00% |
| RAYTHEON TECH CORP P/P 04.8750 10/15/2040 | 0.00% |
| RENEWABLE ENERGY GRO P/P 144A 05.8750 06/01/2028 | 0.00% |
| S&P GLOBAL INC 01.2500 08/15/2030 | 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% |
| SIRIUS XM RADIO INC. P/P 144A 05.5000 07/01/2029 | 0.00% |
| SM ENERGY CO 06.6250 01/15/2027 | 0.00% |
| STACR 2017-DNA2 M1 01.2893 10/25/2029 | 0.00% |
| STACR 2019-HQA1 M2 02.4393 02/25/2049 | 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% |
| TWDC ENTERPRISES 18 CORP 02.7500 08/16/2021 | 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% |
| WELLS FARGO & COMPANY 03.9000 03/15/2026 | 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% |
| AMAZON.COM INC 01.5000 06/03/2030 | 0.00% |
| BOMBARDIER INC P/P 144A 07.5000 03/15/2025 | 0.00% |
| BOXER PARENT CO INC P/P 144A 07.1250 10/02/2025 | 0.00% |
| BUCKEYE PARTNERS LP 03.9500 12/01/2026 | 0.00% |
| CAS 2015-C01 1M2 04.3893 02/25/2025 | 0.00% |
| CAS 2015-C02 1M2 04.0893 05/25/2025 | 0.00% |
| CAS 2015-C02 2M2 04.0893 05/25/2025 | 0.00% |
| CAS 2019-HRP1 M2 02.2393 11/25/2039 | 0.00% |
| CCO HLDGS LLC/CAP CO P/P 144A 05.7500 02/15/2026 | 0.00% |
| CINEMARK USA INC P/P 144A 08.7500 05/01/2025 | 0.00% |
| CIT GROUP INC 05.0000 08/01/2023 | 0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CS | 0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 JP | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CS | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP | 0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 JP | 0.00% |
| COMCAST CORP 06.5000 11/15/2035 | 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% |
| DIAMOND 1 FIN/DIAMON P/P 144A 07.1250 06/15/2024 | 0.00% |
| DT MIDSTREAM INC P/P 144A 04.1250 06/15/2029 | 0.00% |
| ENRGY TRANS LP/REG FIN 04.5000 11/01/2023 | 0.00% |
| FHR 3072 SM 04.2533 11/15/2035 | 0.00% |
| GARTNER INC P/P 144A 03.6250 06/15/2029 | 0.00% |
| GBP/USD PUT 1.37 20210823 MSCIL | 0.00% |
| GENERAL MOTORS CO 05.2000 04/01/2045 | 0.00% |
| GENERAL MOTORS FINL CO 04.0000 01/15/2025 | 0.00% |
| GFL ENVIRON INC P/P 144A 04.7500 06/15/2029 | 0.00% |
| GFL ENVIRONMENTAL IN P/P 144A 04.0000 08/01/2028 | 0.00% |
| GNMA GII30 BL6184 06.0000 02/20/2049 | 0.00% |
| GNMA GII30 BL6185 06.0000 01/20/2049 | 0.00% |
| GNMA GII30 BL6219 06.0000 03/20/2049 | 0.00% |
| GOEASY LTD P/P 144A 05.3750 12/01/2024 | 0.00% |
| GSMS 2013-GC10 XA IO 01.4809 02/10/2046 | 0.00% |
| HILCORP ENERGY I P/P 144A 05.7500 02/01/2029 | 0.00% |
| HILCORP ENERGY I P/P 144A 06.0000 02/01/2031 | 0.00% |
| HUDBAY MINERALS INC P/P 144A 06.1250 04/01/2029 | 0.00% |
| IPALCO ENTPRS IN 03.7000 09/01/2024 | 0.00% |
| L3HARRIS TECH INC 01.8000 01/15/2031 | 0.00% |
| LADDER CAP FIN LLLP P/P 144A 05.2500 10/01/2025 | 0.00% |
| LAMB WESTON HOLDINGS P/P 144A 04.6250 11/01/2024 | 0.00% |
| MATCH GRP HLD II LLC P/P 144A 04.1250 08/01/2030 | 0.00% |
| MAUSER PACKAGING P/P 144A 08.5000 04/15/2024 | 0.00% |
| MAUSER PACKAGING SOL P/P 144A 05.5000 04/15/2024 | 0.00% |
| MICROSOFT CORP 02.5250 06/01/2050 | 0.00% |
| MSAC 2004-HE6 M1 00.9143 08/25/2034 | 0.00% |
| 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% |
| NOVELIS CORP P/P 144A 03.2500 11/15/2026 | 0.00% |
| NOVELIS CORP P/P 144A 03.8750 08/15/2031 | 0.00% |
| NRG ENERGY INC 06.6250 01/15/2027 | 0.00% |
| NUTRITION & BIO P/P 144A 03.4680 12/01/2050 | 0.00% |
| OCCIDENTAL PETROLEUM COR 06.1250 01/01/2031 | 0.00% |
| ONCOR ELECTRIC DELIVERY 05.3000 06/01/2042 | 0.00% |
| ONEMAIN FINANCE CORP 08.8750 06/01/2025 | 0.00% |
| ORTHO-CLINICAL P/P 144A 07.3750 06/01/2025 | 0.00% |
| P/P 144A 09.3750 07/01/2025 | 0.00% |
| PACIFIC GAS & ELECTRIC 02.1000 08/01/2027 | 0.00% |
| PACIFIC GAS & ELECTRIC 03.3000 03/15/2027 | 0.00% |
| PANTHER BF AGGREGA P/P 144A 06.2500 05/15/2026 | 0.00% |
| PENNYMAC FIN SVC P/P 144A 04.2500 02/15/2029 | 0.00% |
| PRECISION DRILL P/P 144A 06.8750 01/15/2029 | 0.00% |
| PROLOGIS L.P. 02.1250 04/15/2027 | 0.00% |
| PRUDENTIAL FINANCIAL INC 05.6250 06/15/2043 | 0.00% |
| QUEBECOR MEDIA INC USD 05.7500 01/15/2023 | 0.00% |
| RAPTOR ACQ CORP P/P 144A 04.8750 11/01/2026 | 0.00% |
| REC IM R US0001M P 12/15/25 GS | 0.00% |
| REPUBLIC OF VENEZUELA REGS 08.2500 10/13/2024 | 0.00% |
| SABINE PASS LIQUEF 05.0000 03/15/2027 | 0.00% |
| STACR 2018-HQA2 M2 02.3893 10/25/2048 | 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% |
| TARGA RESOURCES PART 06.8750 01/15/2029 | 0.00% |
| TARGA RESOURCES PARTNERS LP 05.5000 03/01/2030 | 0.00% |
| TAYLOR MORRISON COMM P/P 144A 05.1250 08/01/2030 | 0.00% |
| TENET HEALTHCARE P/P 144A 06.2500 02/01/2027 | 0.00% |
| TENET HEALTHCARE P/P 144A 07.5000 04/01/2025 | 0.00% |
| UBSBB 2012-C4 XA IO 144A 01.5816 12/10/2045 | 0.00% |
| VIACOMCBS INC 04.0000 01/15/2026 | 0.00% |
| VIPER ENERGY P/P 144A 05.3750 11/01/2027 | 0.00% |
| WFRBS 2012-C9 XA IO 144A 01.8630 11/15/2045 | 0.00% |
| WFRBS 2012-C9 XB IO 144A 00.7134 11/15/2045 | 0.00% |
| WYNN RESORTS FIN LLC P/P 144A 07.7500 04/15/2025 | 0.00% |
| AIR CANADA P/P 144A 03.8750 08/15/2026 | 0.00% |
| ARCHES BUYER INC P/P 144A 06.1250 12/01/2028 | 0.00% |
| AUD/USD 10/20/2021 CSI-FX | 0.00% |
| AUD/USD 10/20/2021 MSCIL | 0.00% |
| BANK OF AMERICA CORP 06.5000 10/29/2049 | 0.00% |
| BOMBARDIER INC P/P 144A 07.5000 12/01/2024 | 0.00% |
| BP CAP MARKETS AMERICA 03.9370 09/21/2028 | 0.00% |
| CALPINE CORP P/P 144A 04.6250 02/01/2029 | 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% |
| CDW LLC/CDW FINANCE 03.2500 02/15/2029 | 0.00% |
| CGCMT 2012-GC8 XA IO 144A 01.7325 09/10/2045 | 0.00% |
| CHS/COMMUNITY HEALTH P/P 144A 06.0000 01/15/2029 | 0.00% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CG | 0.00% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 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.7 2047-01-17 500.0 01/17/2047 CS | 0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS | 0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS | 0.00% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 CG | 0.00% |
| CMB CMBX.NA.BB.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 ML | 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 MS | 0.00% |
| COMCAST CORP 03.1500 03/01/2026 | 0.00% |
| CVS HEALTH CORP 03.7000 03/09/2023 | 0.00% |
| DKK/USD 09/15/2021 CITI | 0.00% |
| EQT CORP 05.0000 01/15/2029 | 0.00% |
| EUR/USD 09/15/2021 WPAC | 0.00% |
| FHR 2990 LB 16.7077 06/15/2034 | 0.00% |
| FHR 3065 DC 19.5806 03/15/2035 | 0.00% |
| FNMA FN30 971053 04.5000 02/01/2039 | 0.00% |
| FNR 2006-62 PS 39.3645 07/25/2036 | 0.00% |
| FNR 2006-8 HP 24.2394 03/25/2036 | 0.00% |
| FNR 2007-53 SP 23.8728 06/25/2037 | 0.00% |
| GBP/USD 09/15/2021 HSBCB | 0.00% |
| GLOBAL PART/GLP FIN 06.8750 01/15/2029 | 0.00% |
| GNMA GII30 BJ9611 04.5000 05/20/2049 | 0.00% |
| GNMA GII30 BL6016 06.0000 02/20/2049 | 0.00% |
| GNMA GII30 BL6218 06.0000 02/20/2049 | 0.00% |
| GNMA GII30 BM1953 06.0000 03/20/2049 | 0.00% |
| GNMA GII30 BM4196 06.0000 04/20/2049 | 0.00% |
| GNMA GII30 BN1506 04.5000 05/20/2049 | 0.00% |
| GNMA GII30 BN1509 05.0000 05/20/2049 | 0.00% |
| GNMA GII30 BN2618 04.5000 05/20/2049 | 0.00% |
| GNR 2010-9 UI IO 05.0000 01/20/2040 | 0.00% |
| IHEARTMEDIA INC - CLASS A SEDOL BJVR9Y9 | 0.00% |
| IOS.FN30.400.10 R USL1M P 01/12/41 BC | 0.00% |
| JPMBB 2013-C17 XA IO 00.7294 01/15/2047 | 0.00% |
| JPMORGAN CHASE & CO 03.6500 06/01/2026 | 0.00% |
| MATTEL INC P/P 144A 03.3750 04/01/2026 | 0.00% |
| MEG ENERGY CORP P/P 144A 05.8750 02/01/2029 | 0.00% |
| MERCK & CO INC 02.9000 03/07/2024 | 0.00% |
| OGN US R US0001M P 12/15/25 GS | 0.00% |
| ORNBV FH R US0001M P 12/15/25 GS | 0.00% |
| PETROLEOS DE VENEZUELA S REGS 06.0000 11/15/2026 | 0.00% |
| REPUBLIC OF VENEZUELA REGS 09.0000 05/07/2023 | 0.00% |
| S&P GLOBAL INC 02.5000 12/01/2029 | 0.00% |
| STACR 2014-HQ3 M3 04.8415 10/25/2024 | 0.00% |
| STANDARD IND INC P/P 144A 04.7500 01/15/2028 | 0.00% |
| T-MOBILE USA INC 04.5000 02/01/2026 | 0.00% |
| T-MOBILE USA INC 05.3750 04/15/2027 | 0.00% |
| THUNGELA RESOURCES LTD-DI SEDOL BMV3M27 | 0.00% |
| TITAN ACQ LTD P/P 144A 07.7500 04/15/2026 | 0.00% |
| VENTURE GLOBAL CALCA P/P 144A 03.8750 08/15/2029 | 0.00% |
| VENTURE GLOBAL CALCA P/P 144A 04.1250 08/15/2031 | 0.00% |
| VRTX US R US0001M P 12/15/25 GS | 0.00% |
| WFRBS 2012-C10 XA IO 144A 01.5128 12/15/2045 | 0.00% |
| 0.30 R ISWP FWD US0003M P 09/15/2023 | 0.00% |
| 0.727 R ISWP US0003M P 07/22/2026 | 0.00% |
| AUD/USD 10/20/2021 JPMCB | 0.00% |
| AUD/USD 10/20/2021 TDBK | 0.00% |
| BACM 2007-1 XW IO 00.4228 01/15/2049 | 0.00% |
| BSCMS 06-PW14 X1 IO P/P 144A 00.5632 12/11/2038 | 0.00% |
| CAD/USD 10/20/2021 BCAP-FX | 0.00% |
| CAD/USD 10/20/2021 CSI-FX | 0.00% |
| CAD/USD 10/20/2021 HSBCB | 0.00% |
| CAD/USD 10/20/2021 JPMCB | 0.00% |
| CAD/USD 10/20/2021 MSCIL | 0.00% |
| CAD/USD 10/20/2021 TDBK | 0.00% |
| CAD/USD 10/20/2021 UBS | 0.00% |
| CAD/USD 10/20/2021 WPAC | 0.00% |
| CAS 2017-C05 1M2A 02.2893 01/25/2030 | 0.00% |
| CGCMT 2006-C5 XC IO 144A 00.4090 10/15/2049 | 0.00% |
| CHF/USD 09/15/2021 HSBCB | 0.00% |
| CMB CMBX.NA.A.13 2072-12-16 200.0 12/16/2072 CG | 0.00% |
| CMB CMBX.NA.A.13 2072-12-16 200.0 12/16/2072 JP | 0.00% |
| CMB CMBX.NA.A.13 2072-12-16 200.0 12/16/2072 MS | 0.00% |
| CMB CMBX.NA.A.13 2072-12-16 200.0 12/16/2072 MS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 MS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 MS | 0.00% |
| CMB CMBX.NA.A.7 2047-01-17 200.0 01/17/2047 CG | 0.00% |
| CMB CMBX.NA.A.7 2047-01-17 200.0 01/17/2047 CS | 0.00% |
| CMB CMBX.NA.A.7 2047-01-17 200.0 01/17/2047 JP | 0.00% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CG | 0.00% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 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 JP | 0.00% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 MS | 0.00% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 MS | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 JP | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 MS | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 MS | 0.00% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 JP | 0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 MS | 0.00% |
| CMB CMBX.NA.BB.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 JP | 0.00% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 MS | 0.00% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 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 JP | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 ML | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 JP | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 MS | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 MS | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 MS | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 MS | 0.00% |
| CMB CMBX.NA.BBB-.14 2072-12-16 300.0 12/16/2072 GS | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 BA | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 BA | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 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 CS | 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-.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 08/18/2021 GSFX | 0.00% |
| CSMC 2007-C1 AX IO 144A 00.5528 02/15/2040 | 0.00% |
| CSMC 2007-C2 AX IO 144A 00.0155 01/15/2049 | 0.00% |
| CVS PASS-THROUGH TRUST 06.0360 12/10/2028 | 0.00% |
| EUR/USD 09/15/2021 UBS | 0.00% |
| FNMA FN30 935058 04.5000 04/01/2039 | 0.00% |
| FNR 2001-50 BI IO 00.3794 10/25/2041 | 0.00% |
| FNR 2001-79 BI IO 00.2683 03/25/2045 | 0.00% |
| FNR 2003-34 P1 PO 00.0000 04/25/2043 | 0.00% |
| FNW 2002-W8 IO1 IO 00.3003 06/25/2042 | 0.00% |
| GBP/USD 09/15/2021 UBS | 0.00% |
| GMAC CAPITAL TRUST I PCT 05.9408 | 0.00% |
| GNR 2010-9 QI IO 04.5000 01/20/2040 | 0.00% |
| GNR 2012-141 WI IO 03.5000 11/20/2041 | 0.00% |
| GNR 2015-124 NI IO 03.5000 06/20/2039 | 0.00% |
| GNR 2018-127 IB IO 04.5000 06/20/2045 | 0.00% |
| HC BRILLANT SERVICES GMBH P/P | 0.00% |
| HKD/USD 08/18/2021 BANKAM | 0.00% |
| HKD/USD 08/18/2021 BCAP-FX | 0.00% |
| HKD/USD 08/18/2021 CITI | 0.00% |
| HKD/USD 08/18/2021 GSFX | 0.00% |
| HKD/USD 08/18/2021 HSBCB | 0.00% |
| HKD/USD 08/18/2021 RBSF | 0.00% |
| HKD/USD 08/18/2021 SSBT | 0.00% |
| HKD/USD 08/18/2021 TDBK | 0.00% |
| HKD/USD 08/18/2021 UBS | 0.00% |
| HKD/USD 08/18/2021 WPAC | 0.00% |
| INTELSAT JACKSON HLD P/P 144A 08.0000 02/15/2024 | 0.00% |
| IOS.FN30.350.12 R USL1M P 01/12/43 BC | 0.00% |
| IOS.FN30.400.11 R USL1M P 01/12/42 BC | 0.00% |
| IOS.FN30.400.11 R USL1M P 01/12/42 GS | 0.00% |
| IOS.FN30.400.11 R USL1M P 01/12/42 GS | 0.00% |
| IOS.FN30.500.10 P USL1M R 01/12/41 BC | 0.00% |
| IOS.FN30.600.08 R USL1M P 01/12/39 GS | 0.00% |
| IOS.FN30.650.67 R USL1M P 01/12/38 BC | 0.00% |
| IOS.FN30.650.67 R USL1M P 01/12/38 GS | 0.00% |
| JPMCC 2006-CB17 X IO 00.9302 12/12/2043 | 0.00% |
| JPMCC 2006-LDP8 X IO 00.2958 05/15/2045 | 0.00% |
| JPY/USD 08/18/2021 JPMCB | 0.00% |
| JPY/USD 08/18/2021 RBSF | 0.00% |
| LBUBS 2006-C6 XCL IO 144A 00.6869 09/15/2039 | 0.00% |
| LBUBS 2007-C2 XW IO 00.1330 02/15/2040 | 0.00% |
| MEZZ 2006-C4 X IO P/P 144A 05.6942 07/15/2045 | 0.00% |
| MWO HOLDINGS LLC | 0.00% |
| NZD/USD 10/20/2021 BANKAM | 0.00% |
| NZD/USD 10/20/2021 CITI | 0.00% |
| NZD/USD 10/20/2021 HSBCB | 0.00% |
| NZD/USD 10/20/2021 MSCIL | 0.00% |
| NZD/USD 10/20/2021 RBSF | 0.00% |
| OCCIDENTAL PETROLEUM -CW27 SEDOL BMVF784 | 0.00% |
| SEK/USD 09/15/2021 BANKAM | 0.00% |
| SPRINT SPECTRUM P/P 144A 03.3600 09/20/2021 | 0.00% |
| STACR 2019-DNA2 M2 02.5393 03/25/2049 | 0.00% |
| STACR 2020-DNA5 M1 01.3500 10/25/2050 | 0.00% |
| TEXAS COHLD TCEH ESCROW 11.5000 10/01/2021 | 0.00% |
| THE SHERWIN-WILLIAMS COMPANY 02.7500 06/01/2022 | 0.00% |
| TPMT 2015-1 A2 144A 03.2500 10/25/2053 | 0.00% |
| TXU TCEH RIGHTS | 0.00% |
| WBCMT 2006-C29 IO IO 00.2604 11/15/2048 | 0.00% |
| XINYI SOLAR HOLDINGS LTD SEDOL BGQYNN1 | 0.00% |
| CAD/USD 10/20/2021 BANKAM | -0.00% |
| CAD/USD 10/20/2021 RBSF | -0.00% |
| CAD/USD 10/20/2021 SSBT | -0.00% |
| CHF/USD 09/15/2021 BCAP-FX | -0.00% |
| CHF/USD 09/15/2021 CITI | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 MS | -0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 BA | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CNH/USD 08/18/2021 CITI | -0.00% |
| GBP/USD 09/15/2021 WPAC | -0.00% |
| IOS.FN30.400.10 P USL1M R 01/12/41 JP | -0.00% |
| IOS.FN30.400.11 P USL1M R 01/12/42 JP | -0.00% |
| JPY/USD 08/18/2021 BANKAM | -0.00% |
| JPY/USD 08/18/2021 BCAP-FX | -0.00% |
| JPY/USD 08/18/2021 CITI | -0.00% |
| JPY/USD 08/18/2021 HSBCB | -0.00% |
| JPY/USD 08/18/2021 TDBK | -0.00% |
| NZD/USD 10/20/2021 TDBK | -0.00% |
| NZD/USD 10/20/2021 UBS | -0.00% |
| NZD/USD 10/20/2021 WPAC | -0.00% |
| SEK/USD 09/15/2021 TDBK | -0.00% |
| SGD/USD 08/18/2021 JPMCB | -0.00% |
| AUD/USD 10/20/2021 CITI | -0.00% |
| AUD/USD 10/20/2021 HSBCB | -0.00% |
| CAD/USD 10/20/2021 CITI | -0.00% |
| CAD/USD 10/20/2021 GSFX | -0.00% |
| CHF/USD 09/15/2021 UBS | -0.00% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 MS | -0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 GS | -0.00% |
| GBP/USD 09/15/2021 BANKAM | -0.00% |
| GBP/USD 09/15/2021 BCAP-FX | -0.00% |
| JPY/USD 08/18/2021 MSCIL | -0.00% |
| NZD/USD 10/20/2021 SSBT | -0.00% |
| AUD/USD 10/20/2021 BCAP-FX | -0.00% |
| AUD/USD 10/20/2021 RBSF | -0.00% |
| AUD/USD 10/20/2021 UBS | -0.00% |
| CNH/USD 08/18/2021 TDBK | -0.00% |
| GBP/USD 09/15/2021 RBSF | -0.00% |
| JPY/USD 08/18/2021 WPAC | -0.00% |
| NZD/USD 10/20/2021 GSFX | -0.00% |
| NZD/USD 10/20/2021 JPMCB | -0.00% |
| SEK/USD 09/15/2021 RBSF | -0.00% |
| CHF/USD 09/15/2021 RBSF | -0.00% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 CG | -0.00% |
| CNH/USD 08/18/2021 SSBT | -0.00% |
| EUR/USD 09/15/2021 CITI | -0.00% |
| 0.95 R ISWP FWD US0003M P 09/15/2026 | -0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CG | -0.00% |
| SEK/USD 09/15/2021 BCAP-FX | -0.00% |
| EUR/USD 09/15/2021 MSCIL | -0.01% |
| GBP/USD 09/15/2021 SSBT | -0.01% |
| SEK/USD 09/15/2021 JPMCB | -0.01% |
| SEK/USD 09/15/2021 UBS | -0.01% |
| EUR/USD 09/15/2021 HSBCB | -0.01% |
| JPY/USD 08/18/2021 UBS | -0.01% |
| NOK/USD 09/15/2021 MSCIL | -0.01% |
| NOK/USD 09/15/2021 SSBT | -0.01% |
| EUR/USD 09/15/2021 GSFX | -0.01% |
| NOK/USD 09/15/2021 GSFX | -0.01% |
| SPX 20220121 C 4700.00CITI | -0.01% |
| GBP/USD 09/15/2021 JPMCB | -0.01% |
| CPURNSA P 2.686 R 04/01/31 | -0.01% |
| NOK/USD 09/15/2021 JPMCB | -0.01% |
| NOK/USD 09/15/2021 UBS | -0.01% |
| GBP/USD 09/15/2021 MSCIL | -0.02% |
| EUR/USD 09/15/2021 SSBT | -0.02% |
| NOK/USD 09/15/2021 TDBK | -0.02% |
| EUR/USD 09/15/2021 BANKAM | -0.02% |
| SEK/USD 09/15/2021 GSFX | -0.02% |
| GBP/USD 09/15/2021 GSFX | -0.03% |
| SEK/USD 09/15/2021 MSCIL | -0.03% |
| 1.57 R ISWP US0003M P 04/20/2031 | -0.07% |
| CPURNSA P 2.79 R 04/15/26 | -0.10% |
| S&P500 EMINI FUT SEP21 ESU1 | -0.10% |
| FNMA FN30 TBA UMBS 03.0000 09/01/2051 | -0.23% |
| FNMA FN30 TBA UMBS 02.0000 09/01/2051 | -0.68% |
| US 10YR ULTRA FUT SEP21 UXYU1 | -3.03% |
| GSGLPWDS P US0001M R 12/15/25 GS | -3.88% |
| US 5YR NOTE (CBT) SEP21 FVU1 | -6.45% |
| E-MINI RUSS 2000 SEP21 RTYU1 | 5.47% |
|---|---|
| GSGLPWDL R US0001M P 12/15/25 GS | 3.92% |
| APPLE INC SEDOL 2046251 | 2.76% |
| MICROSOFT CORP SEDOL 2588173 | 2.56% |
| RU10VATR R US0001M P 02/05/22 JP | 2.28% |
| AMAZON.COM INC SEDOL 2000019 | 2.19% |
| ALPHABET INC-CL A SEDOL BYVY8G0 | 1.50% |
| S&P GSCI LIGHT ENERGY ER | 1.49% |
| MSCI EAFE SEP21 MFSU1 | 1.48% |
| MSCI EMGMKT SEP21 MESU1 | 1.41% |
| GSGLPHCL R US0001M P 12/15/25 GS | 1.25% |
| S&P MID 400 EMINI SEP21 FAU1 | 1.22% |
| NVIDIA CORP SEDOL 2379504 | 1.20% |
| JPMORGAN CHASE & CO SEDOL 2190385 | 1.14% |
| US 10YR NOTE (CBT)SEP21 TYU1 | 1.05% |
| US ULTRA BOND CBT SEP21 WNU1 | 0.95% |
| NASDAQ 100 E-MINI SEP21 NQU1 | 0.93% |
| ADOBE INC SEDOL 2008154 | 0.89% |
| CITIGROUP INC SEDOL 2297907 | 0.84% |
| QUALCOMM INC SEDOL 2714923 | 0.76% |
| ALPHABET INC-CL C SEDOL BYY88Y7 | 0.68% |
| FNMA FN30 TBA UMBS 03.5000 07/01/2051 | 0.67% |
| PROCTER & GAMBLE CO/THE SEDOL 2704407 | 0.65% |
| MERCK & CO. INC. SEDOL 2778844 | 0.63% |
| FACEBOOK INC-CLASS A SEDOL B7TL820 | 0.62% |
| PAYPAL HOLDINGS INC SEDOL BYW36M8 | 0.62% |
| FNMA FN15 TBA UMBS 02.5000 07/01/2036 | 0.60% |
| INTUIT INC SEDOL 2459020 | 0.56% |
| WALMART INC SEDOL 2936921 | 0.56% |
| BRISTOL-MYERS SQUIBB CO SEDOL 2126335 | 0.54% |
| GOLDMAN SACHS GROUP INC SEDOL 2407966 | 0.53% |
| PINTEREST INC- CLASS A SEDOL BJ2Z0H2 | 0.51% |
| TJX COMPANIES INC SEDOL 2989301 | 0.51% |
| US LONG BOND(CBT) SEP21 USU1 | 0.50% |
| TAIWAN SEMICONDUCTOR MANUFAC SEDOL 6889106 | 0.50% |
| ALIBABA GROUP HOLDING LTD SEDOL BK6YZP5 | 0.48% |
| DNB BANK ASA 2332K0U67 DCP 07/06/2021 | 0.48% |
| LLOYDS BANK PLC 53943RVD8 DCP 08/13/2021 | 0.48% |
| NRW BANK 62939LUN7 DCP 07/22/2021 | 0.48% |
| VICTORY RECEIVABLES CORP 92646KUM2 DCP 07/21/2021 | 0.48% |
| ACCENTURE PLC-CL A SEDOL B4BNMY3 | 0.47% |
| VERIZON COMMUNICATIONS INC SEDOL 2090571 | 0.46% |
| UNION PACIFIC CORP SEDOL 2914734 | 0.46% |
| O'REILLY AUTOMOTIVE INC SEDOL B65LWX6 | 0.45% |
| COMCAST CORP-CLASS A SEDOL 2044545 | 0.43% |
| BANK OF AMERICA CORP SEDOL 2295677 | 0.42% |
| TENCENT HOLDINGS LTD SEDOL BMMV2K8 | 0.42% |
| PEPSICO INC SEDOL 2681511 | 0.41% |
| LOCKHEED MARTIN CORP SEDOL 2522096 | 0.40% |
| JOHNSON & JOHNSON SEDOL 2475833 | 0.40% |
| ELI LILLY & CO SEDOL 2516152 | 0.39% |
| HONEYWELL INTERNATIONAL INC SEDOL 2020459 | 0.39% |
| FIDELITY NATIONAL INFO SERV SEDOL 2769796 | 0.37% |
| VISA INC-CLASS A SHARES SEDOL B2PZN04 | 0.36% |
| CASH MGMT BILL 00.0000 09/21/2021 | 0.36% |
| MASTERCARD INC - A SEDOL B121557 | 0.34% |
| DEERE & CO SEDOL 2261203 | 0.34% |
| ABBVIE INC SEDOL B92SR70 | 0.33% |
| GNMA GII30 TBA 03.0000 07/01/2051 | 0.33% |
| ROKU INC SEDOL BZ1LFG7 | 0.33% |
| FNMA FN30 TBA UMBS 02.5000 07/01/2051 | 0.33% |
| CHARTER COMMUNICATIONS INC-A SEDOL BZ6VT82 | 0.33% |
| AIA GROUP LTD SEDOL B4TX8S1 | 0.33% |
| DUPONT DE NEMOURS INC SEDOL BK0VN47 | 0.32% |
| CRH PLC SEDOL 4182249 | 0.32% |
| CISCO SYSTEMS INC SEDOL 2198163 | 0.32% |
| EXELON CORP SEDOL 2670519 | 0.32% |
| SAMSUNG ELECTRONICS CO LTD SEDOL 6771720 | 0.31% |
| TREASURY BILL 00.0000 09/02/2021 | 0.31% |
| CADENCE DESIGN SYS INC SEDOL 2302232 | 0.31% |
| APPLIED MATERIALS INC SEDOL 2046552 | 0.31% |
| METLIFE INC SEDOL 2573209 | 0.30% |
| FORD MOTOR CO SEDOL 2615468 | 0.30% |
| ALIGN TECHNOLOGY INC SEDOL 2679204 | 0.29% |
| DANAHER CORP SEDOL 2250870 | 0.28% |
| GNMA GII30 MA6766 03.0000 07/20/2050 | 0.28% |
| NRG ENERGY INC SEDOL 2212922 | 0.28% |
| AUTODESK INC SEDOL 2065159 | 0.28% |
| SONY GROUP CORP SEDOL 6821506 | 0.28% |
| JOHNSON CONTROLS INTERNATION SEDOL BY7QL61 | 0.27% |
| AMERICAN TOWER CORP SEDOL B7FBFL2 | 0.27% |
| AMERICAN ELECTRIC POWER SEDOL 2026242 | 0.27% |
| LONZA GROUP AG-REG SEDOL 7333378 | 0.26% |
| ROYAL DUTCH SHELL PLC-B SHS SEDOL B03MM40 | 0.26% |
| VERTEX PHARMACEUTICALS INC SEDOL 2931034 | 0.26% |
| FNMA FN30 CA8525 UMBS 02.5000 12/01/2050 | 0.26% |
| FORTINET INC SEDOL B5B2106 | 0.26% |
| CASH MGMT BILL 00.0000 09/28/2021 | 0.25% |
| GENERAL MOTORS CO SEDOL B665KZ5 | 0.25% |
| MCDONALD'S CORP SEDOL 2550707 | 0.25% |
| HILTON WORLDWIDE HOLDINGS IN SEDOL BYVMW06 | 0.25% |
| CSX CORP SEDOL 2160753 | 0.24% |
| EDWARDS LIFESCIENCES CORP SEDOL 2567116 | 0.24% |
| CASH MGMT BILL 00.0000 10/05/2021 | 0.24% |
| DEUTSCHE POST AG-REG SEDOL 4617859 | 0.24% |
| ABBOTT LABORATORIES SEDOL 2002305 | 0.24% |
| HALLIBURTON CO SEDOL 2405302 | 0.24% |
| ACTIVISION BLIZZARD INC SEDOL 2575818 | 0.24% |
| DOCUSIGN INC SEDOL BFYT7B7 | 0.23% |
| MEDTRONIC PLC SEDOL BTN1Y11 | 0.23% |
| REGENERON PHARMACEUTICALS SEDOL 2730190 | 0.23% |
| FHLMC FR30 ZS4750 UMBS 03.0000 01/01/2048 | 0.22% |
| T-MOBILE US INC SEDOL B94Q9V0 | 0.22% |
| MARRIOTT INTERNATIONAL -CL A SEDOL 2210614 | 0.22% |
| MERCK KGAA SEDOL 4741844 | 0.21% |
| ROCHE HOLDING AG-GENUSSCHEIN SEDOL 7110388 | 0.21% |
| FREEPORT-MCMORAN INC SEDOL 2352118 | 0.21% |
| ALTRIA GROUP INC | 0.21% |
| TATA CONSULTANCY SVS LTD SEDOL B01NPJ1 | 0.21% |
| HOYA CORP SEDOL 6441506 | 0.21% |
| NOVARTIS AG-REG SEDOL 7103065 | 0.21% |
| TESLA INC SEDOL B616C79 | 0.21% |
| GNMA GII30 MA6932 03.0000 10/20/2050 | 0.21% |
| SOUTHWEST AIRLINES CO SEDOL 2831543 | 0.21% |
| NORTHROP GRUMMAN CORP SEDOL 2648806 | 0.20% |
| ANTHEM INC SEDOL BSPHGL4 | 0.20% |
| NIKE INC -CL B SEDOL 2640147 | 0.20% |
| LG CHEM LTD SEDOL 6346913 | 0.20% |
| COMPAGNIE DE SAINT-GOBAIN SEDOL 7380482 | 0.20% |
| SOUTHERN CO/THE SEDOL 2829601 | 0.20% |
| GAMING AND LEISURE PROPERTIE SEDOL BFPK4S5 | 0.20% |
| UNITEDHEALTH GROUP INC SEDOL 2917766 | 0.20% |
| DOW INC SEDOL BHXCF84 | 0.19% |
| SYNCHRONY FINANCIAL SEDOL BP96PS6 | 0.19% |
| TARGET CORP SEDOL 2259101 | 0.19% |
| SERVICENOW INC SEDOL B80NXX8 | 0.19% |
| CONOCOPHILLIPS | 0.19% |
| CUMMINS INC SEDOL 2240202 | 0.19% |
| PARKER HANNIFIN CORP SEDOL 2671501 | 0.19% |
| WEYERHAEUSER CO SEDOL 2958936 | 0.19% |
| BEST BUY CO INC SEDOL 2094670 | 0.19% |
| MERCADOLIBRE INC SEDOL B23X1H3 | 0.18% |
| AXA SA SEDOL 7088429 | 0.18% |
| IDEXX LABORATORIES INC SEDOL 2459202 | 0.18% |
| PNC FINANCIAL SERVICES GROUP SEDOL 2692665 | 0.18% |
| FNMA FN30 TBA UMBS 06.0000 07/01/2051 | 0.18% |
| NESTLE SA-REG SEDOL 7123870 | 0.18% |
| TREASURY BILL 00.0000 10/14/2021 | 0.18% |
| OLD DOMINION FREIGHT LINE SEDOL 2656423 | 0.18% |
| SHERWIN-WILLIAMS CO/THE SEDOL 2804211 | 0.17% |
| HUMANA INC SEDOL 2445063 | 0.17% |
| UNITED RENTALS INC SEDOL 2134781 | 0.17% |
| NOVO NORDISK A/S-B SEDOL BHC8X90 | 0.17% |
| VALERO ENERGY CORP SEDOL 2041364 | 0.17% |
| PULTEGROUP INC SEDOL 2708841 | 0.16% |
| AMERIPRISE FINANCIAL INC SEDOL B0J7D57 | 0.16% |
| S&P GLOBAL INC SEDOL BYV2325 | 0.16% |
| HP INC SEDOL BYX4D52 | 0.16% |
| UBER TECHNOLOGIES INC SEDOL BK6N347 | 0.16% |
| L OREAL SEDOL 4057808 | 0.16% |
| CDX CDX.NA.HY.36 500.0 06/20/2026 | 0.16% |
| ESTEE LAUDER COMPANIES-CL A SEDOL 2320524 | 0.16% |
| GNMA GII30 MA6820 03.0000 08/20/2050 | 0.15% |
| BJ'S WHOLESALE CLUB HOLDINGS SEDOL BFZNZF8 | 0.15% |
| CNH INDUSTRIAL NV SEDOL BDSV2V0 | 0.15% |
| ALLY FINANCIAL INC SEDOL B72XK05 | 0.15% |
| LULULEMON ATHLETICA INC SEDOL B23FN39 | 0.15% |
| MCKESSON CORP SEDOL 2378534 | 0.15% |
| ALLIANZ SE-REG SEDOL 5231485 | 0.15% |
| FNMA FN30 FM4328 UMBS 02.5000 09/01/2050 | 0.15% |
| LOWES COMPANIES INC | 0.15% |
| US 2YR NOTE (CBT) SEP21 TUU1 | 0.15% |
| CORTEVA INC SEDOL BK73B42 | 0.14% |
| ROYAL DUTCH SHELL PLC-A SHS SEDOL B09CBL4 | 0.14% |
| ASSURED GUARANTY LTD SEDOL B00V7H8 | 0.14% |
| DEXCOM INC SEDOL B0796X4 | 0.14% |
| DIAGEO PLC SEDOL 0237400 | 0.14% |
| IQVIA HOLDINGS INC SEDOL BDR73G1 | 0.14% |
| COSTAR GROUP INC SEDOL 2262864 | 0.14% |
| MONDELEZ INTERNATIONAL INC-A SEDOL B8CKK03 | 0.14% |
| RIO TINTO PLC SEDOL 0718875 | 0.14% |
| COCA-COLA HBC AG-DI SEDOL B9895B7 | 0.14% |
| VEEVA SYSTEMS INC-CLASS A SEDOL BFH3N85 | 0.14% |
| CAPITAL ONE FINANCIAL CORP SEDOL 2654461 | 0.14% |
| CHEVRON CORP | 0.14% |
| RELIANCE INDUSTRIES LTD SEDOL 6099626 | 0.14% |
| WALT DISNEY CO/THE SEDOL 2270726 | 0.14% |
| AIRBNB INC-CLASS A SEDOL BMGYYH4 | 0.13% |
| DEUTSCHE TELEKOM AG-REG SEDOL 5842359 | 0.13% |
| LIVE NATION ENTERTAINMENT IN SEDOL B0T7YX2 | 0.13% |
| SBERBANK PJSC -SPONSORED ADR SEDOL B5SC091 | 0.13% |
| THERMO FISHER SCIENTIFIC INC SEDOL 2886907 | 0.13% |
| ASTRAZENECA PLC-SPONS ADR SEDOL 2989044 | 0.13% |
| ORACLE CORP SEDOL 2661568 | 0.13% |
| EATON CORP PLC SEDOL B8KQN82 | 0.13% |
| HERMES INTERNATIONAL SEDOL 5253973 | 0.13% |
| NINTENDO CO LTD SEDOL 6639550 | 0.13% |
| COSTCO WHOLESALE CORP SEDOL 2701271 | 0.13% |
| 10X GENOMICS INC-CLASS A SEDOL BKS3RS7 | 0.13% |
| BOSTON PROPERTIES INC SEDOL 2019479 | 0.13% |
| JD.COM INC-ADR SEDOL BMM27D9 | 0.13% |
| STELLANTIS NV SEDOL BMD8F98 | 0.13% |
| EXXON MOBIL CORP SEDOL 2326618 | 0.12% |
| WESFARMERS LTD SEDOL 6948836 | 0.12% |
| GARTNER INC SEDOL 2372763 | 0.12% |
| NEXI SPA SEDOL BJ1F880 | 0.12% |
| DRAFTKINGS INC - CL A SEDOL BMYML02 | 0.12% |
| GODADDY INC - CLASS A SEDOL BWFRFC6 | 0.12% |
| HDFC BANK LIMITED SEDOL BK1N461 | 0.12% |
| DBS GROUP HOLDINGS LTD SEDOL 6175203 | 0.12% |
| HOME DEPOT INC SEDOL 2434209 | 0.12% |
| RAYTHEON TECHNOLOGIES CORP SEDOL BM5M5Y3 | 0.12% |
| CHIPOTLE MEXICAN GRILL INC SEDOL B0X7DZ3 | 0.12% |
| FERGUSON PLC SEDOL BJVNSS4 | 0.12% |
| MORGAN STANLEY | 0.12% |
| NAVER CORP SEDOL 6560393 | 0.12% |
| PARTNERS GROUP HOLDING AG SEDOL B119QG0 | 0.12% |
| SCHNEIDER ELECTRIC SE SEDOL 4834108 | 0.12% |
| CBRE GROUP INC - A SEDOL B6WVMH3 | 0.12% |
| KDDI CORP SEDOL 6248990 | 0.12% |
| SANOFI SEDOL 5671735 | 0.12% |
| SYNOPSYS INC SEDOL 2867719 | 0.12% |
| SYSCO CORP SEDOL 2868165 | 0.12% |
| GOODMAN GROUP SEDOL B03FYZ4 | 0.12% |
| THALES SA SEDOL 4162791 | 0.11% |
| MICHELIN (CGDE) SEDOL 4588364 | 0.11% |
| SUMITOMO MITSUI FINANCIAL GR SEDOL 6563024 | 0.11% |
| WASTE MANAGEMENT INC SEDOL 2937667 | 0.11% |
| ASAHI GROUP HOLDINGS LTD SEDOL 6054409 | 0.11% |
| BOOKING HOLDINGS INC SEDOL BDRXDB4 | 0.11% |
| MEITUAN-CLASS B SEDOL BGJW376 | 0.11% |
| T-MOBILE US INC P/P 144A 05.2500 CV PFD | 0.11% |
| COGNIZANT TECH SOLUTIONS-A SEDOL 2257019 | 0.11% |
| LEGRAND SA SEDOL B11ZRK9 | 0.11% |
| LI NING CO LTD SEDOL B01JCK9 | 0.11% |
| MARATHON PETROLEUM CORP SEDOL B3K3L40 | 0.11% |
| SK HYNIX INC SEDOL 6450267 | 0.11% |
| ZALANDO SE SEDOL BQV0SV7 | 0.11% |
| BANCO BILBAO VIZCAYA ARGENTA SEDOL 5501906 | 0.11% |
| ITOCHU CORP SEDOL 6467803 | 0.11% |
| BHP GROUP LTD SEDOL 6144690 | 0.10% |
| BNP PARIBAS SEDOL 7309681 | 0.10% |
| BRENNTAG SE SEDOL B4YVF56 | 0.10% |
| IMPERIAL BRANDS PLC SEDOL 0454492 | 0.10% |
| RELIANC-GDR 144A 144A SEDOL B16CYP9 | 0.10% |
| TOTVS SA SEDOL B10LQP6 | 0.10% |
| WOOLWORTHS GROUP LTD SEDOL 6981239 | 0.10% |
| APOLLO GLOBAL MANAGEMENT INC SEDOL BKRLVD5 | 0.10% |
| ABB LTD-REG SEDOL 7108899 | 0.10% |
| EQUINOR ASA SEDOL 7133608 | 0.10% |
| SANDVIK AB SEDOL B1VQ252 | 0.10% |
| AP MOLLER-MAERSK A/S-B SEDOL 4253048 | 0.10% |
| FNMA FN30 MA3563 UMBS 04.0000 01/01/2049 | 0.10% |
| ORSTED A/S SEDOL BYT16L4 | 0.10% |
| RADIAN GROUP INC SEDOL 2173911 | 0.10% |
| AFLAC INC SEDOL 2026361 | 0.10% |
| ANGLO AMERICAN PLC SEDOL B1XZS82 | 0.10% |
| BOOZ ALLEN HAMILTON HOLDINGS SEDOL B5367T7 | 0.10% |
| ISHARES CORE MSCI EMERGING SEDOL B8NDCB6 | 0.10% |
| NITORI HOLDINGS CO LTD SEDOL 6644800 | 0.10% |
| TRANSDIGM GROUP INC SEDOL B11FJK3 | 0.10% |
| VOLVO AB-B SHS SEDOL B1QH830 | 0.10% |
| AMERICAN INTERNATIONAL GROUP SEDOL 2027342 | 0.10% |
| LIBERTY GLOBAL PLC- C SEDOL B8W67B1 | 0.10% |
| MONCLER SPA SEDOL BGLP232 | 0.10% |
| SONOVA HOLDING AG-REG SEDOL 7156036 | 0.10% |
| YAMAHA MOTOR CO LTD SEDOL 6985264 | 0.10% |
| SK TELECOM SEDOL 6224871 | 0.10% |
| OTIS WORLDWIDE CORP SEDOL BK531S8 | 0.10% |
| WALMART DE MEXICO SAB DE CV SEDOL BW1YVH8 | 0.10% |
| LABORATORY CRP OF AMER HLDGS SEDOL 2586122 | 0.10% |
| TECHTRONIC INDUSTRIES CO LTD SEDOL B0190C7 | 0.09% |
| TEXAS INSTRUMENTS INC SEDOL 2885409 | 0.09% |
| BP PLC SEDOL 0798059 | 0.09% |
| TOKYO ELECTRON LTD SEDOL 6895675 | 0.09% |
| VONTIER CORP SEDOL BH4GV32 | 0.09% |
| COMMONWEALTH BANK OF AUSTRAL SEDOL 6215035 | 0.09% |
| FUJITSU LTD SEDOL 6356945 | 0.09% |
| KINDER MORGAN INC SEDOL B3NQ4P8 | 0.09% |
| CENOVUS ENERGY INC SEDOL B57FG04 | 0.09% |
| KAKAO CORP SEDOL 6194037 | 0.09% |
| NOMURA HOLDINGS INC SEDOL 6643108 | 0.09% |
| RENESAS ELECTRONICS CORP SEDOL 6635677 | 0.09% |
| EDP-ENERGIAS DE PORTUGAL SA SEDOL 4103596 | 0.09% |
| MEDIATEK INC SEDOL 6372480 | 0.09% |
| ALLEGION PLC SEDOL BFRT3W7 | 0.09% |
| ALLSTATE CORP SEDOL 2019952 | 0.09% |
| APOLLO HOSPITALS ENTERPRISE SEDOL 6273583 | 0.09% |
| FORTUNE BRANDS HOME & SECURI SEDOL B3MC7D6 | 0.09% |
| SEA LTD-ADR SEDOL BYWD7L4 | 0.09% |
| ASTRAZENECA PLC SEDOL 0989529 | 0.09% |
| EQUITABLE HOLDINGS INC SEDOL BKRMR96 | 0.09% |
| POLARIS INC SEDOL 2692933 | 0.09% |
| TWILIO INC - A SEDOL BD6P5Q0 | 0.09% |
| WUXI APPTEC CO LTD-H SEDOL BGHH0L6 | 0.09% |
| AGCO CORP SEDOL 2010278 | 0.09% |
| AMETEK INC SEDOL 2089212 | 0.09% |
| COVESTRO AG SEDOL BYTBWY9 | 0.09% |
| FNMA FN30 BQ1269 UMBS 02.5000 08/01/2050 | 0.09% |
| HANA FINANCIAL GROUP SEDOL B0RNRF5 | 0.09% |
| ARAMARK SEDOL BH3XG17 | 0.09% |
| AVIVA PLC SEDOL 0216238 | 0.09% |
| CAPGEMINI SE SEDOL 4163437 | 0.09% |
| MINEBEA CO LTD SEDOL 6642406 | 0.09% |
| SAMSUNG ELECTRONICS-PREF SEDOL 6773812 | 0.09% |
| SHENZHEN INOVANCE TECHNOLO-A SEDOL BD5CMN8 | 0.09% |
| YUM CHINA HOLDINGS INC SEDOL BN2BD13 | 0.09% |
| ABIOMED INC SEDOL 2003698 | 0.08% |
| CAIXABANK SA SEDOL B283W97 | 0.08% |
| LONDON STOCK EXCHANGE GROUP SEDOL B0SWJX3 | 0.08% |
| NXP SEMICONDUCTORS NV SEDOL B505PN7 | 0.08% |
| TCS GROUP HOLDING-GDR REG S SEDOL BF233S0 | 0.08% |
| AUTO1 GROUP SE 144A SEDOL BL5C4C7 | 0.08% |
| CLP HOLDINGS LTD SEDOL 6097017 | 0.08% |
| DEUTSCHE BOERSE AG SEDOL 7021963 | 0.08% |
| STATE STREET CORP SEDOL 2842040 | 0.08% |
| TAIWAN SEMICONDUCTOR-SP ADR SEDOL 2113382 | 0.08% |
| AKZO NOBEL N.V. SEDOL BJ2KSG2 | 0.08% |
| AMERISOURCEBERGEN CORP | 0.08% |
| ENTERPRISE PRODUCTS PARTNERS SEDOL 2285388 | 0.08% |
| FORTUM OYJ SEDOL 5579550 | 0.08% |
| PUBLIC SERVICE ENTERPRISE GP SEDOL 2707677 | 0.08% |
| FNMA FN30 FM1741 UMBS 04.0000 04/01/2049 | 0.08% |
| EASTMAN CHEMICAL CO SEDOL 2298386 | 0.08% |
| EDISON INTERNATIONAL SEDOL 2829515 | 0.08% |
| DANAHER CORP 05.0000 CV PFD | 0.08% |
| KEURIG DR PEPPER INC SEDOL BD3W133 | 0.08% |
| LEIDOS HOLDINGS INC SEDOL BDV82B8 | 0.08% |
| COCA-COLA EUROPACIFIC PARTNE SEDOL BYQQ3P5 | 0.08% |
| HOLCIM LTD SEDOL 7110753 | 0.08% |
| YANDEX NV-A SEDOL B5BSZB3 | 0.08% |
| FLUTTER ENTERTAINMENT PLC-DI SEDOL BWXC0Z1 | 0.08% |
| KONINKLIJKE AHOLD DELHAIZE N SEDOL BD0Q398 | 0.08% |
| LINDE PLC SEDOL BYWD9S5 | 0.08% |
| NOMURA RESEARCH INSTITUTE LT SEDOL 6390921 | 0.08% |
| AMEREN CORPORATION SEDOL 2050832 | 0.08% |
| CARLSBERG AS-B SEDOL 4169219 | 0.08% |
| SIG COMBIBLOC GROUP AG SEDOL BD5GN60 | 0.08% |
| BAIDU INC - SPON ADR SEDOL B0FXT17 | 0.08% |
| CENTRE TESTING INTL GROUP-A SEDOL BD5C7D3 | 0.07% |
| DAIKIN INDUSTRIES LTD SEDOL 6250724 | 0.07% |
| AIRTAC INTERNATIONAL GROUP SEDOL B52J816 | 0.07% |
| FORTESCUE METALS GROUP LTD SEDOL B2B2B49 | 0.07% |
| FNMA FN30 FM1521 UMBS 04.0000 05/01/2049 | 0.07% |
| HINDUSTAN UNILEVER LTD SEDOL 6261674 | 0.07% |
| PRINCIPAL FINANCIAL GROUP SEDOL 2803014 | 0.07% |
| EVOLUTION AB SEDOL BJXSCH4 | 0.07% |
| FNMA FN30 AL9859 UMBS 03.0000 03/01/2047 | 0.07% |
| MITSUBISHI UFJ FINANCIAL GRO SEDOL 6335171 | 0.07% |
| PORSCHE AUTOMOBIL HLDG-PRF SEDOL 7101069 | 0.07% |
| PRUDENTIAL PLC SEDOL 0709954 | 0.07% |
| AT&T INC SEDOL 2831811 | 0.07% |
| NIPPON YUSEN KABUSHIKI KAISH SEDOL 6643960 | 0.07% |
| QIAGEN N.V. SEDOL BYXS699 | 0.07% |
| INCYTE CORP | 0.07% |
| SHENZHEN MINDRAY BIO-MEDIC-A SEDOL BHQK864 | 0.07% |
| XIAOMI CORP-CLASS B SEDOL BG0ZMJ9 | 0.07% |
| DYNATRACE INC SEDOL BJV2RD9 | 0.07% |
| SLM CORP | 0.07% |
| BANK OF IRELAND GROUP PLC SEDOL BD1RP61 | 0.07% |
| CROWN HOLDINGS INC | 0.07% |
| MEDICAL PROPERTIES TRUST INC SEDOL B0JL5L9 | 0.07% |
| NITTO DENKO CORP SEDOL 6641801 | 0.07% |
| ZOZO INC SEDOL B292RC1 | 0.07% |
| BRUNSWICK CORP SEDOL 2149309 | 0.07% |
| FNMA FN30 FM7741 UMBS 02.5000 05/01/2051 | 0.07% |
| MOLINA HEALTHCARE INC SEDOL 2212706 | 0.07% |
| SHIN-ETSU CHEMICAL CO LTD SEDOL 6804585 | 0.07% |
| B3 SA-BRASIL BOLSA BALCAO SEDOL BG36ZK1 | 0.06% |
| CDX CDX.NA.IG.36 100.0 06/20/2026 | 0.06% |
| FNMA FN30 MA2737 UMBS 03.0000 09/01/2046 | 0.06% |
| JEFFERIES FINANCIAL GROUP IN SEDOL BG0Q4Z2 | 0.06% |
| NETWORK INTERNATIONAL HOLDIN SEDOL BH3VJ78 | 0.06% |
| TARGA RESOURCES CORP SEDOL B55PZY3 | 0.06% |
| JAPAN EXCHANGE GROUP INC SEDOL 6743882 | 0.06% |
| STACR 2016-DNA2 M3 04.7415 10/25/2028 | 0.06% |
| ARISTOCRAT LEISURE LTD SEDOL 6253983 | 0.06% |
| BF0101 03.5000 06/01/2056 | 0.06% |
| DAIWA HOUSE INDUSTRY CO LTD SEDOL 6251363 | 0.06% |
| SKANDINAVISKA ENSKILDA BAN-A SEDOL 4813345 | 0.06% |
| WH GROUP LTD SEDOL BLLHKZ1 | 0.06% |
| BHP GROUP PLC SEDOL BH0P3Z9 | 0.06% |
| KOITO MANUFACTURING CO LTD SEDOL 6496324 | 0.06% |
| NIPPON EXPRESS CO LTD SEDOL 6642127 | 0.06% |
| SARTORIUS STEDIM BIOTECH SEDOL BYZ2QP5 | 0.06% |
| UNITED PARCEL SERVICE-CL B SEDOL 2517382 | 0.06% |
| ASIAN PAINTS LTD SEDOL BCRWL65 | 0.06% |
| ASML HOLDING NV SEDOL B929F46 | 0.06% |
| BANK LEUMI LE-ISRAEL SEDOL 6076425 | 0.06% |
| KINGFISHER PLC SEDOL 3319521 | 0.06% |
| PANDORA A/S SEDOL B44XTX8 | 0.06% |
| KEYCORP SEDOL 2490911 | 0.06% |
| SONIC HEALTHCARE LTD SEDOL 6821120 | 0.06% |
| 3I GROUP PLC SEDOL B1YW440 | 0.06% |
| AXALTA COATING SYSTEMS LTD SEDOL BSFWCF5 | 0.06% |
| NIPPON TELEGRAPH & TELEPHONE SEDOL 6641373 | 0.06% |
| REPUBLIC SERVICES INC SEDOL 2262530 | 0.06% |
| TEMPUR SEALY INTERNATIONAL I SEDOL 2216991 | 0.06% |
| ADECCO GROUP AG-REG SEDOL 7110720 | 0.06% |
| ENTERGY CORP SEDOL 2317087 | 0.06% |
| GSGLPHCL R US0001M P 12/15/25 GS | 0.06% |
| NOVATEK MICROELECTRONICS COR SEDOL 6346333 | 0.06% |
| ONO PHARMACEUTICAL CO LTD SEDOL 6660107 | 0.06% |
| AVALONBAY COMMUNITIES INC SEDOL 2131179 | 0.06% |
| EDF SEDOL B0NJJ17 | 0.06% |
| JPMORGAN CHASE & CO 03.9640 11/15/2048 | 0.06% |
| PARADE TECHNOLOGIES LTD SEDOL B6RV676 | 0.06% |
| UNITED OVERSEAS BANK LTD SEDOL 6916781 | 0.06% |
| ABBVIE INC 03.2000 11/21/2029 | 0.05% |
| OPAP SA SEDOL 7107250 | 0.05% |
| PFIZER INC SEDOL 2684703 | 0.05% |
| ABCAM PLC SEDOL B677469 | 0.05% |
| ADYEN NV SEDOL BZ1HM42 | 0.05% |
| KNORR-BREMSE AG SEDOL BD2P9X9 | 0.05% |
| ALLIANCE DATA SYSTEMS CORP SEDOL 2762030 | 0.05% |
| FNMA FN30 BQ0329 UMBS 02.5000 07/01/2050 | 0.05% |
| KONINKLIJKE KPN NV SEDOL 5956078 | 0.05% |
| LOGITECH INTERNATIONAL-REG SEDOL B18ZRK2 | 0.05% |
| ALLFUNDS GROUP PLC SEDOL BNTJ354 | 0.05% |
| AT&T INC P/P 144A 03.5500 09/15/2055 | 0.05% |
| JONES LANG LASALLE INC SEDOL 2040640 | 0.05% |
| CITIGROUP INC 03.6680 07/24/2028 | 0.05% |
| MORGAN STANLEY 03.1250 01/23/2023 | 0.05% |
| VERIZON COMM 04.3290 09/21/2028 | 0.05% |
| DINO POLSKA SA SEDOL BD0YVN2 | 0.05% |
| FHR 5117 CI IO 05.0000 06/25/2051 | 0.05% |
| GLAXOSMITHKLINE PLC SEDOL 0925288 | 0.05% |
| MORGAN STANLEY 03.7720 01/24/2029 | 0.05% |
| BRAMBLES LTD SEDOL B1FJ0C0 | 0.05% |
| EUROFINS SCIENTIFIC SEDOL BNDPYV1 | 0.05% |
| GARMIN LTD SEDOL B3Z5T14 | 0.05% |
| JPMORGAN CHASE & CO 03.6250 12/01/2027 | 0.05% |
| SAGE GROUP PLC/THE SEDOL B8C3BL0 | 0.05% |
| BANK OF AMERICA CORP 06.1100 01/29/2037 | 0.04% |
| DNB NOR ASA SEDOL 4263304 | 0.04% |
| FIRST INDUSTRIAL REALTY TR SEDOL 2360757 | 0.04% |
| GOLDMAN SACHS GROUP INC 03.8500 01/26/2027 | 0.04% |
| LAMAR ADVERTISING CO-A SEDOL BSPHGN6 | 0.04% |
| MANHATTAN ASSOCIATES INC SEDOL 2239471 | 0.04% |
| MANPOWERGROUP INC SEDOL 2562490 | 0.04% |
| OMRON CORP SEDOL 6659428 | 0.04% |
| BOC HONG KONG HOLDINGS LTD SEDOL 6536112 | 0.04% |
| COLGATE-PALMOLIVE CO SEDOL 2209106 | 0.04% |
| HIKMA PHARMACEUTICALS PLC SEDOL B0LCW08 | 0.04% |
| BERKSHIRE HATHAWAY INC-CL B SEDOL 2073390 | 0.04% |
| CVS HEALTH CORP 04.7800 03/25/2038 | 0.04% |
| EIFFAGE SEDOL B13X013 | 0.04% |
| OSHKOSH CORP SEDOL 2663520 | 0.04% |
| SUN HUNG KAI PROPERTIES SEDOL 6859927 | 0.04% |
| COPA HOLDINGS SA-CLASS A SEDOL B0TNJH9 | 0.04% |
| ENERGY TRANSFER LP 06.6250 02/15/2028 | 0.04% |
| LVMH MOET HENNESSY LOUIS VUI SEDOL 4061412 | 0.04% |
| MICROSOFT CORP 01.5500 08/08/2021 | 0.04% |
| NEW YORK LIFE INS P/P 144A 01.1000 05/05/2023 | 0.04% |
| TORO CO SEDOL 2897040 | 0.04% |
| EOG RESOURCES INC SEDOL 2318024 | 0.04% |
| FNMA FN30 BM1172 UMBS 03.0000 03/01/2047 | 0.04% |
| IHS MARKIT LTD P/P 144A 04.7500 02/15/2025 | 0.04% |
| JUBILANT FOODWORKS LTD SEDOL B3PRM66 | 0.04% |
| LASERTEC CORP SEDOL 6506267 | 0.04% |
| UBS GROUP AG P/P 144A 03.4910 05/23/2023 | 0.04% |
| FNMA FN30 BM5024 UMBS 03.0000 11/01/2048 | 0.04% |
| GENTEX CORP SEDOL 2366799 | 0.04% |
| SUMITOMO MITSUI TRUST HOLDIN SEDOL 6431897 | 0.04% |
| UNITED MEXICAN STATES USD 05.5500 01/21/2045 | 0.04% |
| AMERICAN TOWER CORP 02.7000 04/15/2031 | 0.04% |
| AT&T INC P/P 144A 02.5500 12/01/2033 | 0.04% |
| CK HUTCHISON HOLDINGS LTD SEDOL BW9P816 | 0.04% |
| DIRECT LINE INSURANCE GROUP SEDOL BY9D0Y1 | 0.04% |
| LITE-ON TECHNOLOGY CORP SEDOL 6519481 | 0.04% |
| UNUM GROUP SEDOL 2433842 | 0.04% |
| BIOGEN INC SEDOL 2455965 | 0.04% |
| INDUSTRIA DE DISENO TEXTIL SEDOL BP9DL90 | 0.04% |
| JPMORGAN CHASE & CO 03.3750 05/01/2023 | 0.04% |
| RELIANCE STEEL & ALUMINUM SEDOL 2729068 | 0.04% |
| SANY HEAVY INDUSTRY CO LTD-A SEDOL BP3R3H0 | 0.04% |
| DNB BANK ASA P/P 144A 02.1500 12/02/2022 | 0.04% |
| M3 INC SEDOL B02K2M3 | 0.04% |
| POYA INTERNATIONAL CO LTD SEDOL 6541826 | 0.04% |
| BANK OF AMERICA CORP 03.2480 10/21/2027 | 0.04% |
| COCA-COLA CO/THE SEDOL 2206657 | 0.04% |
| DBUBS 2011-LC3A D 144A 05.6054 08/10/2044 | 0.04% |
| STONECO LTD-A SEDOL BGKG6M3 | 0.04% |
| ALTICE USA INC- A SEDOL BDRY7P9 | 0.04% |
| CAS 2016-C04 1M2 04.3415 01/25/2029 | 0.04% |
| ISRAEL DISCOUNT BANK -A SEDOL 6451271 | 0.04% |
| ORACLE CORP 02.5000 10/15/2022 | 0.04% |
| ALLISON TRANSMISSION HOLDING SEDOL B4PZ892 | 0.03% |
| BRISTOL-MYERS 03.2500 02/20/2023 | 0.03% |
| BT GROUP PLC SEDOL 3091357 | 0.03% |
| DISCOVER FINANCIAL SERVICES SEDOL B1YLC43 | 0.03% |
| FNMA FN30 TBA UMBS 04.0000 07/01/2051 | 0.03% |
| HONG KONG EXCHANGES & CLEAR SEDOL 6267359 | 0.03% |
| LNSTR 2015-3 B P/P 144A 03.3670 04/20/2048 | 0.03% |
| PACIFIC GAS & ELECTRIC 01.3670 03/10/2023 | 0.03% |
| PETROLEOS MEXICANOS USD 06.8400 01/23/2030 | 0.03% |
| TORONTO-DOMINION BANK USD 01.9000 12/01/2022 | 0.03% |
| CONSTELLATION BRANDS INC-A SEDOL 2170473 | 0.03% |
| FHLMC FR30 QC1327 UMBS 02.5000 05/01/2051 | 0.03% |
| REPUBLIC OF INDONESIA REGS 04.7500 01/08/2026 | 0.03% |
| YAMATO HOLDINGS CO LTD SEDOL 6985565 | 0.03% |
| CELANESE CORP SEDOL B05MZT4 | 0.03% |
| DUKE REALTY CORP SEDOL 2284084 | 0.03% |
| INTERPUBLIC GRP 04.6500 10/01/2028 | 0.03% |
| RYDER SYSTEM INC SEDOL 2760669 | 0.03% |
| SERVICE CORP INTERNATIONAL SEDOL 2797560 | 0.03% |
| T-MOBILE USA INC 03.7500 04/15/2027 | 0.03% |
| ZURICH INSURANCE GROUP AG SEDOL 5983816 | 0.03% |
| APPLE INC 00.7500 05/11/2023 | 0.03% |
| HENDERSON LAND DEVELOPMENT SEDOL 6420538 | 0.03% |
| INVITATION HOMES INC SEDOL BD81GW9 | 0.03% |
| MICROSOFT CORP 02.4000 08/08/2026 | 0.03% |
| NESTLE HOLDINGS INC P/P 144A 00.3750 01/15/2024 | 0.03% |
| PROSUS NV SEDOL BJDS7L3 | 0.03% |
| SALESFORCE.COM INC 03.7000 04/11/2028 | 0.03% |
| SPRINT CAPITAL CORPORATION 06.8750 11/15/2028 | 0.03% |
| SPRINT CORP 07.8750 09/15/2023 | 0.03% |
| TELEFONICA EMISIONES SAU USD 04.8950 03/06/2048 | 0.03% |
| WILLIAMS COS INC SEDOL 2967181 | 0.03% |
| BERKELEY GROUP HOLDINGS/THE SEDOL B02L3W3 | 0.03% |
| CF INDUSTRIES INC P/P 144A 04.5000 12/01/2026 | 0.03% |
| DOVER CORP SEDOL 2278407 | 0.03% |
| EQUITY LIFESTYLE PROPERTIES SEDOL 2563125 | 0.03% |
| FHR 4326 GS IO 05.9771 04/15/2044 | 0.03% |
| FNMA FN30 BC1155 UMBS 03.0000 06/01/2046 | 0.03% |
| HCA HEALTHCARE INC SEDOL B4MGBG6 | 0.03% |
| PUBLICIS GROUPE SEDOL 4380429 | 0.03% |
| REPUBLIC OF SENEGAL REGS 06.2500 05/23/2033 | 0.03% |
| SPX 20220121 C 4350.00CITI | 0.03% |
| CAS 2015-C04 2M2 05.6415 04/25/2028 | 0.03% |
| COLES GROUP LTD SEDOL BYWR0T5 | 0.03% |
| PALO ALTO NETWORKS INC SEDOL B87ZMX0 | 0.03% |
| PERSIMMON PLC SEDOL 0682538 | 0.03% |
| RAYONIER INC SEDOL 2473138 | 0.03% |
| TRANSDIGM INC. P/P 144A 06.2500 03/15/2026 | 0.03% |
| AUTO TRADER GROUP PLC SEDOL BVYVFW2 | 0.03% |
| BROTHER INDUSTRIES LTD SEDOL 6146500 | 0.03% |
| CHARTER COMM OPT LLC 06.4840 10/23/2045 | 0.03% |
| CHECK POINT SOFTWARE TECH SEDOL 2181334 | 0.03% |
| ENTERPRISE PRODUCTS OPER 04.2500 02/15/2048 | 0.03% |
| EQUINIX INC. 02.9000 11/18/2026 | 0.03% |
| INTL BUSINESS MACHINES CORP SEDOL 2005973 | 0.03% |
| ITT INC SEDOL BZBY209 | 0.03% |
| NORFOLK SOUTHERN CORP SEDOL 2641894 | 0.03% |
| SIRIUS XM RADIO INC P/P 144A 05.0000 08/01/2027 | 0.03% |
| TABCORP HOLDINGS LTD SEDOL 6873262 | 0.03% |
| TOKYO GAS CO LTD SEDOL 6895448 | 0.03% |
| ALKERMES PLC SEDOL B3P6D26 | 0.03% |
| CAD/USD 07/21/2021 GSFX | 0.03% |
| CAS 2016-C01 1M2 06.8415 08/25/2028 | 0.03% |
| CAS 2016-C02 1M2 06.0915 09/25/2028 | 0.03% |
| DARDEN RESTAURANTS INC SEDOL 2289874 | 0.03% |
| DEUTSCHE BANK NY 01.6860 03/19/2026 | 0.03% |
| FIDELITY NATIONAL FINANCIAL SEDOL BNBRDD4 | 0.03% |
| GOLDMAN SACHS GROUP INC 04.2230 05/01/2029 | 0.03% |
| MICROSOFT CORP 02.9210 03/17/2052 | 0.03% |
| SOARING EAGLE ACQU - CL A SEDOL BNQP3R7 | 0.03% |
| UNITEDHEALTH GROUP INC 03.8500 06/15/2028 | 0.03% |
| ADVANCED MICRO DEVICES SEDOL 2007849 | 0.03% |
| AGL ENERGY LTD SEDOL BSS7GP5 | 0.03% |
| APPLE INC 04.2500 02/09/2047 | 0.03% |
| FHR 5024 HI IO 04.5000 10/25/2050 | 0.03% |
| GENERAL ELECTRIC CO SEDOL 2380498 | 0.03% |
| IVORY COAST REGS 06.1250 06/15/2033 | 0.03% |
| JPY/USD 08/18/2021 SSBT | 0.03% |
| SUMITOMO TR&BK P/P 144A 00.8000 09/12/2023 | 0.03% |
| TOTALENERGIES SE SEDOL B15C557 | 0.03% |
| VOLKSWAGEN AG PFD SEDOL 5497168 | 0.03% |
| AMAZON.COM INC 03.1500 08/22/2027 | 0.02% |
| ANZ NEW ZEALAND INT P/P 144A 02.8750 01/25/2022 | 0.02% |
| ASHTEAD CAPITAL INC P/P 144A 04.3750 08/15/2027 | 0.02% |
| BROADCOM CRP / CAYM 03.5000 01/15/2028 | 0.02% |
| BROADCOM INC 04.1500 11/15/2030 | 0.02% |
| CAS 2020-R01 1M2 02.1415 01/25/2040 | 0.02% |
| CPURNSA P 2.686 R 04/01/31 | 0.02% |
| ECOLAB INC 02.7000 11/01/2026 | 0.02% |
| FHR 5121 KI IO 04.0000 06/25/2051 | 0.02% |
| MRAIT 2020-2 A2 | 0.02% |
| MRAIT 2021-8 A1X 01.2601 10/15/2021 | 0.02% |
| NOVARTIS CAPITAL CORP 04.0000 11/20/2045 | 0.02% |
| ORACLE CORP 04.0000 11/15/2047 | 0.02% |
| POSTE ITALIANE SPA SEDOL BYYN701 | 0.02% |
| REP OF INDONESIA P/P 144A 04.3500 01/08/2027 | 0.02% |
| SEI INVESTMENTS COMPANY SEDOL 2793610 | 0.02% |
| VERIZON COMMUNICATIONS 03.7000 03/22/2061 | 0.02% |
| YUM BRANDS INC SEDOL 2098876 | 0.02% |
| ZIMMER BIOMET HOLDINGS INC SEDOL 2783815 | 0.02% |
| CCO HOLDINGS LLC P/P 144A 05.3750 06/01/2029 | 0.02% |
| CWALT 2006-OA10 4A1 00.4715 08/25/2046 | 0.02% |
| FLEETCOR TECHNOLOGIES INC SEDOL B4R28B3 | 0.02% |
| FNMA FN40 BF0171 UMBS 04.0000 01/01/2057 | 0.02% |
| JPMORGAN CHASE & CO 04.6000 02/01/2025 | 0.02% |
| MRAIT 2020-12 A1X 01.4229 07/15/2021 | 0.02% |
| NH FOODS LTD SEDOL 6640767 | 0.02% |
| SCSK CORP SEDOL 6858474 | 0.02% |
| UNILEVER PLC SEDOL B10RZP7 | 0.02% |
| CIT GROUP INC. 05.2500 03/07/2025 | 0.02% |
| DANSKE BANK A/S P/P 144A 02.7000 03/02/2022 | 0.02% |
| GENERAL MOTORS FINL CO 04.0000 10/06/2026 | 0.02% |
| IPSEN SEDOL B0R7JF1 | 0.02% |
| 1.65 R ISWP FWD US0003M P 09/15/2031 | 0.02% |
| AIR LEASE CORP 04.6250 10/01/2028 | 0.02% |
| CAS 2015-C04 1M2 05.7915 04/25/2028 | 0.02% |
| CASH MGMT BILL 00.0000 09/07/2021 | 0.02% |
| CORPORATE OFFICE PROPERTIES SEDOL 2756152 | 0.02% |
| E.ON SE SEDOL 4942904 | 0.02% |
| ENERGY TRANSFER LP 03.7500 05/15/2030 | 0.02% |
| FAIRFAX FINL HLDGS USD 04.8500 04/17/2028 | 0.02% |
| FHR 5079 BI IO 05.5000 02/25/2051 | 0.02% |
| GLENCORE FUNDING LLC P/P 144A 02.5000 09/01/2030 | 0.02% |
| GSMS 2014-GC22 C 04.8457 06/10/2047 | 0.02% |
| LA FRANCAISE DES JE SEDOL BG0SC10 | 0.02% |
| LINCOLN NATIONAL CORP SEDOL 2516378 | 0.02% |
| MSBAM 2014-C17 C 04.6369 08/15/2047 | 0.02% |
| NETFLIX INC SEDOL 2857817 | 0.02% |
| SEB SA SEDOL 4792132 | 0.02% |
| TEMPO ACQ LLC/FI P/P 144A 06.7500 06/01/2025 | 0.02% |
| APID 2015-23A AR 144A 01.4038 04/15/2033 | 0.02% |
| AT&T INC 04.7500 05/15/2046 | 0.02% |
| CALPINE CORP P/P 144A 04.5000 02/15/2028 | 0.02% |
| CAS 2017-C01 1M2 03.6415 07/25/2029 | 0.02% |
| COMCAST CORP 03.9690 11/01/2047 | 0.02% |
| COMM 2010-C1 D 144A 05.9372 07/10/2046 | 0.02% |
| DIGITAL REALTY TRUST LP 04.7500 10/01/2025 | 0.02% |
| GENTING SINGAPORE LTD SEDOL BDRTVP2 | 0.02% |
| GJENSIDIGE FORSIKRING ASA SEDOL B4PH0C5 | 0.02% |
| KEURIG DR PEPPER INC 02.2500 03/15/2031 | 0.02% |
| REPUBLIC OF KAZAKHSTAN REGS 04.8750 10/14/2044 | 0.02% |
| ROCHE HOLDINGS INC P/P 144A 04.0000 11/28/2044 | 0.02% |
| STACR 2017-DNA2 M2 03.5415 10/25/2029 | 0.02% |
| VERTIV TLB L+275 02.8505 03/02/2027 | 0.02% |
| WATCO COS LLC/FI P/P 144A 06.5000 06/15/2027 | 0.02% |
| WFCM 2019-C49 AS 04.2440 03/15/2052 | 0.02% |
| ALBERTSONS COS/SAFE P/P 144A 04.6250 01/15/2027 | 0.02% |
| BOLLORE SEDOL 4572709 | 0.02% |
| COMMONWEALTH BK AUST P/P 144A 03.1500 09/19/2027 | 0.02% |
| CREDIT SUISSE NEW YORK 02.8000 04/08/2022 | 0.02% |
| FNMA FN30 AS7003 UMBS 03.0000 04/01/2046 | 0.02% |
| MAGNE 2020-26A A 144A 01.9338 07/15/2030 | 0.02% |
| MAJORDRIVE HLDG IV L P/P 144A 06.3750 06/01/2029 | 0.02% |
| MRAIT 2021-11 A1X 01.2355 01/25/2022 | 0.02% |
| MRAIT 2021-EBO4 A1X 01.8421 02/16/2022 | 0.02% |
| ORACLE CORP 02.5000 05/15/2022 | 0.02% |
| SPST 2021-6 A 00.8908 04/25/2022 | 0.02% |
| AMERICAN ELECTRIC POWER 04.3000 12/01/2028 | 0.02% |
| ANHEUSER-BUSCH INBEV WOR 04.6000 04/15/2048 | 0.02% |
| BOEING CO 05.9300 05/01/2060 | 0.02% |
| CREDIT SUISSE GRP AG P/P 144A 02.1930 06/05/2026 | 0.02% |
| FISERV INC 04.2000 10/01/2028 | 0.02% |
| LAMB WESTON HOLDINGS P/P 144A 04.8750 11/01/2026 | 0.02% |
| MORGAN STANLEY 04.3750 01/22/2047 | 0.02% |
| NORTHROP GRUMMAN CORP 03.2500 01/15/2028 | 0.02% |
| RRAM 2018-3A A1R2 144A 01.2738 01/15/2030 | 0.02% |
| SHELL INTERNATIONAL FIN USD 02.8750 05/10/2026 | 0.02% |
| SQUARE INC P/P 144A 03.5000 06/01/2031 | 0.02% |
| T-MOBILE USA INC 02.2500 11/15/2031 | 0.02% |
| AIR LEASE CORP 03.2500 10/01/2029 | 0.02% |
| AMAZON.COM INC. 02.5000 11/29/2022 | 0.02% |
| BBCMS 2019-C5 AS 03.3660 11/15/2052 | 0.02% |
| CAD/USD 07/21/2021 SSBT | 0.02% |
| CAS 2016-C05 2M2 04.5415 01/25/2029 | 0.02% |
| CENTENE CORP 04.6250 12/15/2029 | 0.02% |
| CFCRE 2011-C2 E P/P 144A 05.9710 12/15/2047 | 0.02% |
| CLEAN HARBORS INC SEDOL 2202473 | 0.02% |
| COMM 2014-CR19 AM 04.0800 08/10/2047 | 0.02% |
| CSC HOLDINGS LLC 05.2500 06/01/2024 | 0.02% |
| CWALT 2006-OA7 1A2 01.0563 06/25/2046 | 0.02% |
| DOMINICAN REPUBLIC REGS 05.9500 01/25/2027 | 0.02% |
| FNMA FN30 BC2733 UMBS 03.0000 05/01/2046 | 0.02% |
| ICL GROUP LTD SEDOL 6455530 | 0.02% |
| JPMBB 2014-C19 C 04.8207 04/15/2047 | 0.02% |
| JPMBB 2015-C29 B 04.1180 05/15/2048 | 0.02% |
| MRAIT 2020-11 A1X 01.7729 04/22/2022 | 0.02% |
| RAYTHEON TECH CORP 02.5000 12/15/2022 | 0.02% |
| RYOHIN KEIKAKU CO LTD SEDOL 6758455 | 0.02% |
| SAMI 2007-AR7 1A1 00.9415 05/25/2047 | 0.02% |
| SPST 2020-15 A 01.4608 12/10/2021 | 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% |
| US BANCORP 02.6250 01/24/2022 | 0.02% |
| AMERICAN TOWER CORPORATION 02.7500 01/15/2027 | 0.02% |
| ATLAS COPCO AB-A SHS SEDOL BD97BN2 | 0.02% |
| BANK OF AMERICA CORP 06.1000 12/29/2049 | 0.02% |
| BRISTOL-MYERS 02.9000 07/26/2024 | 0.02% |
| BRISTOL-MYERS 03.2500 08/15/2022 | 0.02% |
| BXMT 2021-FL4 A P/P 144A 01.1229 05/15/2038 | 0.02% |
| CEDF 2013-1A ARR 144A 01.2638 04/20/2034 | 0.02% |
| COMM 2013-CR13 C 05.0456 11/10/2046 | 0.02% |
| CREDIT SUISSE GRP AG P/P 144A 06.2500 12/18/2024 | 0.02% |
| ENDEAVOUR GROUP LTD/AUSTRALI SEDOL BNVS144 | 0.02% |
| FISHER PAYKEL SEDOL 6340250 | 0.02% |
| GLOBAL PAYMENTS INC 04.0000 06/01/2023 | 0.02% |
| HARGREAVES LANSDOWN PLC SEDOL B1VZ0M2 | 0.02% |
| INTESA SANPAOLO SPA P/P 144A 04.1980 06/01/2032 | 0.02% |
| MRAIT 2021-NA1 A1X 01.5908 03/08/2022 | 0.02% |
| NETFLIX INC P/P 144A 05.3750 11/15/2029 | 0.02% |
| NRG P/P 144A 03.7500 06/15/2024 | 0.02% |
| SUMITOMO REALTY & DEVELOPMEN SEDOL 6858902 | 0.02% |
| THE AES CORPORATION P/P 144A 02.4500 01/15/2031 | 0.02% |
| TRANSUNION SEDOL BYMWL86 | 0.02% |
| AES CORP SEDOL 2002479 | 0.02% |
| ALEXION PHARMACEUTICALS INC SEDOL 2036070 | 0.02% |
| AMERICAN EXPRESS COMPANY 02.6500 12/02/2022 | 0.02% |
| AWPT 2014-2A A1R 144A 01.4138 10/15/2029 | 0.02% |
| CABOT CORP SEDOL 2162500 | 0.02% |
| CGMS C17A A1AR 144A 01.2350 04/30/2031 | 0.02% |
| CSAIL 2020-C19 XA IO 01.2386 03/15/2053 | 0.02% |
| DAITO TRUST CONSTRUCT CO LTD SEDOL 6250508 | 0.02% |
| DEUTSCHE BANK NY 03.7290 01/14/2032 | 0.02% |
| DIVERSIFIED HEALTHCARE T 09.7500 06/15/2025 | 0.02% |
| FNMA FN30 AS8056 UMBS 03.0000 10/01/2046 | 0.02% |
| FNMA FN30 BJ9256 UMBS 04.0000 06/01/2048 | 0.02% |
| GCP APPLIED TECH P/P 144A 05.5000 04/15/2026 | 0.02% |
| HUNTSMAN INTERNATIONAL LLC 04.5000 05/01/2029 | 0.02% |
| JAZZ PHARMA TLB L+350 04.0000 04/22/2028 | 0.02% |
| LEVEL 3 FIN INC P/P 144A 04.6250 09/15/2027 | 0.02% |
| MGIC INVESTMENT CORP SEDOL 2548616 | 0.02% |
| MONDELEZ INT HOLD NE P/P 144A 02.1250 09/19/2022 | 0.02% |
| NOVELIS CORP P/P 144A 04.7500 01/30/2030 | 0.02% |
| RAYTHEON TECH CORP 04.1250 11/16/2028 | 0.02% |
| SHRP 2020-1 NOTE 03.0470 07/25/2024 | 0.02% |
| SIMON PROPERTY GROUP INC SEDOL 2812452 | 0.02% |
| ALLY FINANCIAL INC 08.0000 11/01/2031 | 0.02% |
| BECTON DICKINSON AND CO 01.9570 02/11/2031 | 0.02% |
| BERRY GLOBAL INC P/P 144A 01.5700 01/15/2026 | 0.02% |
| BIOGEN INC 03.6250 09/15/2022 | 0.02% |
| CGCMT 2014-GC21 AS 04.0260 05/10/2047 | 0.02% |
| CSAIL 2015-C1 D 144A 03.9048 04/15/2050 | 0.02% |
| CSC HOLDINGS LLC P/P 144A 07.5000 04/01/2028 | 0.02% |
| DUKE ENERGY CORP 03.1500 08/15/2027 | 0.02% |
| FIRST QUANTUM MINERA P/P 144A 07.5000 04/01/2025 | 0.02% |
| GLOBAL MEDICAL RESPONS L+475 05.7500 10/05/2025 | 0.02% |
| HESS MIDSTREAM P P/P 144A 05.6250 02/15/2026 | 0.02% |
| IHEARTCOMMUNICATIONS INC 08.3750 05/01/2027 | 0.02% |
| INDIGO NATURAL RES L P/P 144A 05.3750 02/01/2029 | 0.02% |
| JPMCC 2012-C6 E 144A 05.3126 05/15/2045 | 0.02% |
| MET LIFE GLOB P/P 144A 02.4000 06/17/2022 | 0.02% |
| MRAIT 2021-EBO1 A1X 01.8421 10/08/2021 | 0.02% |
| NAVISTAR INTERNATIONAL L+350 03.6000 11/06/2024 | 0.02% |
| NETFLIX INC. 05.8750 11/15/2028 | 0.02% |
| OCCIDENTAL PETROLEUM COR 06.4500 09/15/2036 | 0.02% |
| ONCOR ELECTRIC DELIV 03.7500 04/01/2045 | 0.02% |
| REPUBLIC OF COLOMBIA USD 03.8750 04/25/2027 | 0.02% |
| SOCIETE GENERALE P/P 144A 05.3750 11/18/2050 | 0.02% |
| SPECTRUM BRANDS HOLDINGS INC SEDOL BDRYFB1 | 0.02% |
| STACR 2015-DNA3 M3 04.7915 04/25/2028 | 0.02% |
| TENET HEALTHCARE P/P 144A 04.8750 01/01/2026 | 0.02% |
| TENET HEALTHCARE COR P/P 144A 05.1250 11/01/2027 | 0.02% |
| TORONTO-DOMINION BANK USD 03.6250 09/15/2031 | 0.02% |
| TPAT 2018-SL1 A 144A 00.6916 01/25/2046 | 0.02% |
| UBS AG LONDON P/P 144A 01.7500 04/21/2022 | 0.02% |
| UBSCM 2012-C1 C 144A 05.7542 05/10/2045 | 0.02% |
| WALT DISNEY COMPANY 07.7500 12/01/2045 | 0.02% |
| WASTE PRO USA INC P/P 144A 05.5000 02/15/2026 | 0.02% |
| WFRBS 2013-C11 AS 03.3110 03/15/2045 | 0.02% |
| WORKDAY INC-CLASS A SEDOL B8K6ZD1 | 0.02% |
| BP CAPITAL MARKETS PLC USD 03.2790 09/19/2027 | 0.01% |
| CITIGROUP INC 03.8750 02/18/2051 | 0.01% |
| CITIGROUP INC 04.5000 01/14/2022 | 0.01% |
| COMCAST CORPORATION 03.3750 02/15/2025 | 0.01% |
| COMM 2013-CR13 AM 04.4490 11/10/2046 | 0.01% |
| DUKE ENERGY OHIO INC 03.6500 02/01/2029 | 0.01% |
| EOG RESOURCES INC 02.6250 03/15/2023 | 0.01% |
| FEDEX CORP SEDOL 2142784 | 0.01% |
| FHLMC FR30 ZS4703 UMBS 03.0000 02/01/2047 | 0.01% |
| FMC CORP SEDOL 2328603 | 0.01% |
| HCA INC 03.5000 07/15/2051 | 0.01% |
| INTERCONTINENTALEXCHANGE 02.6500 09/15/2040 | 0.01% |
| JPMBB 2014-C22 C 04.7047 09/15/2047 | 0.01% |
| KRAFT HEINZ FOODS CO 03.0000 06/01/2026 | 0.01% |
| LBMLT 2004-1 A2 00.8915 02/25/2034 | 0.01% |
| LENNAR CORP 04.7500 11/29/2027 | 0.01% |
| MATCH GRP HLD II LLC P/P 144A 04.6250 06/01/2028 | 0.01% |
| MERCK & CO INC 03.7000 02/10/2045 | 0.01% |
| MSBAM 2012-C6 D 144A 04.7545 11/15/2045 | 0.01% |
| NOVELIS CORP P/P 144A 05.8750 09/30/2026 | 0.01% |
| OMNICOM GP/OMNICOM CAP 03.6000 04/15/2026 | 0.01% |
| ORACLE CORP 01.9000 09/15/2021 | 0.01% |
| PNC BANK NA 02.0280 12/09/2022 | 0.01% |
| PULTEGROUP INC. 07.8750 06/15/2032 | 0.01% |
| RAYMOND JAMES FINANCIAL INC SEDOL 2718992 | 0.01% |
| SCHLUMBERGER LTD SEDOL 2779201 | 0.01% |
| WESTROCK MWV LLC 08.2000 01/15/2030 | 0.01% |
| WFCM 2016-LC25 AS 04.0936 12/15/2059 | 0.01% |
| ARCELORMITTAL USD 07.2500 10/15/2039 | 0.01% |
| ARD FINANCE SA P/P 144A 06.5000 06/30/2027 | 0.01% |
| BNP PARIBAS P/P 144A 02.5880 08/12/2035 | 0.01% |
| BRAND ENERGY & INFRAST L+425 05.2500 06/21/2024 | 0.01% |
| CAMPBELL SOUP CO SEDOL 2162845 | 0.01% |
| CLUB CAR TL L+400 04.5000 05/12/2028 | 0.01% |
| DIAMOND 1 FIN/DIAM 06.0200 06/15/2026 | 0.01% |
| DUKE ENERGY CORP 04.2000 06/15/2049 | 0.01% |
| ENBRIDGE INC USD 04.5000 06/10/2044 | 0.01% |
| ENDEAVOR ENERGY P/P 144A 05.7500 01/30/2028 | 0.01% |
| ERAC USA FINANCE LLC P/P 144A 04.5000 02/15/2045 | 0.01% |
| FAIRFAX US INC P/P 144A 04.8750 08/13/2024 | 0.01% |
| FIRST QUANTUM MINERA P/P 144A 06.8750 03/01/2026 | 0.01% |
| GNR 2020-138 AI IO 03.0000 09/20/2050 | 0.01% |
| GOLDEN NUGGET INC P/P 144A 06.7500 10/15/2024 | 0.01% |
| HOME DEPOT INC 02.6250 06/01/2022 | 0.01% |
| IBM CORP 01.8750 08/01/2022 | 0.01% |
| JPMCC 2012-C8 D 144A 04.8251 10/15/2045 | 0.01% |
| MEREDITH CORP 06.8750 02/01/2026 | 0.01% |
| MET LIFE GLOB P/P 144A 01.9500 01/13/2023 | 0.01% |
| MSC 2011-C3 B 144A 05.4752 07/15/2049 | 0.01% |
| OASIS PETROLEUM INC SEDOL BLDDYB1 | 0.01% |
| PERTAMINA PERSERO PT P/P 144A 04.3000 05/20/2023 | 0.01% |
| PM GENERAL PURCHASER P/P 144A 09.5000 10/01/2028 | 0.01% |
| POMEGRANATE MERGER S P/P 144A 09.7500 05/01/2023 | 0.01% |
| PPSI 2004-WCW2 M3 01.1415 10/25/2034 | 0.01% |
| SAUDI INTERNATIONAL BOND REGS 02.9000 10/22/2025 | 0.01% |
| SCIENTIFIC GAMES P/P 144A 07.2500 11/15/2029 | 0.01% |
| SENSATA TECH INC P/P 144A 03.7500 02/15/2031 | 0.01% |
| SOLENIS 1STL L+400 04.1350 06/26/2025 | 0.01% |
| SPST 2021-WL1 A 00.7416 01/26/2054 | 0.01% |
| SPST 2021-WL2 A 00.7915 03/25/2054 | 0.01% |
| STAR 2020-3 A3 02.5910 04/25/2065 | 0.01% |
| T-MOBILE USA INC 03.8750 04/15/2030 | 0.01% |
| TOWNSQUARE MEDIA INC P/P 144A 06.8750 02/01/2026 | 0.01% |
| TRK 2019-1 A1 04.5351 03/25/2022 | 0.01% |
| VERIZON COMMUNICATIONS 04.4000 11/01/2034 | 0.01% |
| VERIZON COMMUNICATIONS 05.2500 03/16/2037 | 0.01% |
| WAMU 2005-AR12 1A8 02.9086 10/25/2035 | 0.01% |
| WFRBS 2014-C22 XA IO 00.9488 09/15/2057 | 0.01% |
| ALLISON TRANSMISSION P/P 144A 04.7500 10/01/2027 | 0.01% |
| ALTICE FRANCE P/P 144A 06.0000 02/15/2028 | 0.01% |
| AMERICAN BATH GROUP TL L+375 04.2500 11/23/2027 | 0.01% |
| AMGEN INC 02.6000 08/19/2026 | 0.01% |
| APPLE INC 03.8500 05/04/2043 | 0.01% |
| BCPE ULYSSES P/P 144A 07.7500 04/01/2027 | 0.01% |
| BEASLEY MEZZANIN P/P 144A 08.6250 02/01/2026 | 0.01% |
| BERKSHIRE HATHAWAY FIN 02.8500 10/15/2050 | 0.01% |
| BMW US CAPITAL LLC P/P 144A 03.9500 08/14/2028 | 0.01% |
| CAD/USD 07/21/2021 MSCIL | 0.01% |
| CAS 2016-C06 1M2 04.3415 04/25/2029 | 0.01% |
| COMPASS MIN INTL P/P 144A 06.7500 12/01/2027 | 0.01% |
| CRC ESCROW ISSUER LL P/P 144A 05.2500 10/15/2025 | 0.01% |
| CROWN CASTLE INTL CORP 03.7000 06/15/2026 | 0.01% |
| CWALT 2005-59 1A1 00.7510 11/20/2035 | 0.01% |
| DCP MIDSTREAM P/P 144A 06.7500 09/15/2037 | 0.01% |
| DELTA/SKYMILES P/P 144A 04.7500 10/20/2028 | 0.01% |
| DIGITAL REALTY TRUST LP 04.4500 07/15/2028 | 0.01% |
| FORD MOTOR COMPANY 09.0000 04/22/2025 | 0.01% |
| FUJIFILM HOLDINGS CORP SEDOL 6356525 | 0.01% |
| GSMS 2017-GS7 AS 03.6630 08/10/2050 | 0.01% |
| GSMS 2019-GC42 AS 03.2117 09/01/2052 | 0.01% |
| HUNTINGTON BANCSHARES 04.3500 02/04/2023 | 0.01% |
| HYATT HOTELS CORP 04.8500 03/15/2026 | 0.01% |
| INGIM 2013-2A A1R 144A 01.1458 04/25/2031 | 0.01% |
| IRON MOUNTAIN INC P/P 144A 04.8750 09/15/2027 | 0.01% |
| IVORY COAST REGS 05.3750 07/23/2024 | 0.01% |
| JOHNSON CONTROLS INTL PL 04.5000 02/15/2047 | 0.01% |
| JPMCC 2014-C20 AS 04.0432 07/15/2047 | 0.01% |
| JPY/USD 08/18/2021 GSFX | 0.01% |
| KEURIG DR PEPPER INC 04.5970 05/25/2028 | 0.01% |
| KRAFT HEINZ FOODS CO 05.0000 07/15/2035 | 0.01% |
| MBX.FN30.500.10 R USL1M P 01/12/41 BC | 0.01% |
| MWST 2021-2 A 00.8415 04/25/2055 | 0.01% |
| NUTRIEN LTD USD 04.1250 03/15/2035 | 0.01% |
| PHH MORTGAGE CORP P/P 144A 07.8750 03/15/2026 | 0.01% |
| REPUBLIC OF KAZAKHSTAN REGS 05.1250 07/21/2025 | 0.01% |
| REPUBLIC OF SOUTH AFRICA USD 04.8500 09/27/2027 | 0.01% |
| REPUBLICA ORIENT URUGUAY USD 07.6250 03/21/2036 | 0.01% |
| RRAM 2020-12A AAR2 144A 01.5438 01/15/2036 | 0.01% |
| SIRIUS XM RADIO INC P/P 144A 04.0000 07/15/2028 | 0.01% |
| SPRINT CORP 07.2500 09/15/2021 | 0.01% |
| STACR 2016-HQA2 M3 05.2415 11/25/2028 | 0.01% |
| TERRIER MEDIA BU P/P 144A 08.8750 12/15/2027 | 0.01% |
| VERIZON COMMUNICATIONS 02.5500 03/21/2031 | 0.01% |
| VIDEOTRON LTD USD 05.0000 07/15/2022 | 0.01% |
| WFCM 2019-C52 XA IO 01.7602 08/15/2052 | 0.01% |
| WFRBS 2011-C3 D 144A 05.5199 03/15/2044 | 0.01% |
| ZI TECH/ZI FIN P/P 144A 03.8750 02/01/2029 | 0.01% |
| ZOETIS INC 03.9000 08/20/2028 | 0.01% |
| APPLE INC 04.3750 05/13/2045 | 0.01% |
| ARES CAPITAL CORP 03.8750 01/15/2026 | 0.01% |
| BAUSCH HLTH COS INC P/P 144A 06.1250 04/15/2025 | 0.01% |
| BPCE SA P/P 144A 04.5000 03/15/2025 | 0.01% |
| CAS 2016-C03 2M2 05.9915 10/25/2028 | 0.01% |
| CCO HLDGS LLC/CAP C P/P 144A 05.5000 05/01/2026 | 0.01% |
| CEDF 2016-5A A1R 144A 01.2898 07/17/2031 | 0.01% |
| CHENIERE CORP CHRIST 05.1250 06/30/2027 | 0.01% |
| CITIGROUP INC 02.9000 12/08/2021 | 0.01% |
| CITIGROUP INC 03.8870 01/10/2028 | 0.01% |
| CLUBCORP HLDG INC P/P 144A 08.5000 09/15/2025 | 0.01% |
| COMM 2014-CR18 C 04.9146 07/15/2047 | 0.01% |
| COX COMM INC P/P 144A 02.9500 10/01/2050 | 0.01% |
| CROWN CASTLE INTL CORP 03.6500 09/01/2027 | 0.01% |
| EUR/USD PUT 1.18 20210823 GSFX | 0.01% |
| FHMS K099 X1 IO 01.0049 09/25/2029 | 0.01% |
| FNMA FN30 AS7154 UMBS 03.0000 05/01/2046 | 0.01% |
| FORD MOTOR CREDIT CO LLC 04.0000 11/13/2030 | 0.01% |
| FRONTIER COMM P/P 144A 06.7500 05/01/2029 | 0.01% |
| GOOGLE INC 03.3750 02/25/2024 | 0.01% |
| GSMS 2015-GC32 AS 04.0180 07/10/2048 | 0.01% |
| ISTAR INC 04.7500 10/01/2024 | 0.01% |
| JOHNSON CONTROLS INTL PL 04.9500 07/02/2064 | 0.01% |
| LIONS GATE CAP HOLD P/P 144A 05.5000 04/15/2029 | 0.01% |
| LMAT 2019-GS7 A1 03.2500 11/25/2059 | 0.01% |
| LMAT 2020-GS1 A1 02.8820 10/25/2059 | 0.01% |
| MATTAMY GROUP CORP P/P 144A 05.2500 12/15/2027 | 0.01% |
| MCAS 2019-01 M7 144A 01.7915 10/15/2049 | 0.01% |
| MDPK 2018-30A A 144A 00.9338 04/15/2029 | 0.01% |
| MSBAM 2013-C8 B 03.6937 12/15/2048 | 0.01% |
| OCCIDENTAL PETROLEUM COR 06.2000 03/15/2040 | 0.01% |
| PARK-OHIO INDUSTRIES INC 06.6250 04/15/2027 | 0.01% |
| PETROBRAS GLOBAL FINANCE USD 05.6000 01/03/2031 | 0.01% |
| PFIZER INC 03.0000 12/15/2026 | 0.01% |
| PRECISION DRILL P/P 144A 07.1250 01/15/2026 | 0.01% |
| SABRE GLBL INC P/P 144A 09.2500 04/15/2025 | 0.01% |
| SCOTTS MIRACLE-GRO 04.5000 10/15/2029 | 0.01% |
| SERVICE CORP INTL 05.1250 06/01/2029 | 0.01% |
| SNDPT 2018-1A A 144A 01.1838 04/15/2031 | 0.01% |
| STEVENS HLDG CO INC P/P 144A 06.1250 10/01/2026 | 0.01% |
| UBS GROUP AG P/P 144A 04.1250 04/15/2026 | 0.01% |
| VIATRIS INC P/P 144A 02.3000 06/22/2027 | 0.01% |
| VIDEOTRON LTD / LTEE P/P 144A 05.1250 04/15/2027 | 0.01% |
| VISTRA CORP P/P 144A 04.3000 07/15/2029 | 0.01% |
| WESTPAC BANKING CORP USD 02.9630 11/16/2040 | 0.01% |
| WFCM 2013-LC12 C 04.4350 07/15/2046 | 0.01% |
| WFRBS 2011-C5 D 144A 05.9014 11/15/2044 | 0.01% |
| WFRBS 2013-C11 C 04.3268 03/15/2045 | 0.01% |
| WFRBS 2013-C12 AS 03.5600 03/15/2048 | 0.01% |
| 2.00 R ISWP FWD US0003M P 09/15/2051 | 0.01% |
| ALLIANT HOLDINGS P/P 144A 06.7500 10/15/2027 | 0.01% |
| ALPHABET INC 01.9980 08/15/2026 | 0.01% |
| ANCESTRY.COM 1L TL L+325 03.7500 12/06/2027 | 0.01% |
| BOMBARDIER INC P/P 144A 07.8750 04/15/2027 | 0.01% |
| CANTOR FITZGERALD LP P/P 144A 06.5000 06/17/2022 | 0.01% |
| CASH MGMT BILL 00.0000 09/14/2021 | 0.01% |
| CF INDUSTRIES INC 04.9500 06/01/2043 | 0.01% |
| CISCO SYSTEMS INC 02.5000 09/20/2026 | 0.01% |
| CITIGROUP INC 04.4500 09/29/2027 | 0.01% |
| CITIGROUP INC 04.7500 05/18/2046 | 0.01% |
| COMM 2014-CR17 C 04.9460 05/10/2047 | 0.01% |
| CONTINENTAL RES 04.5000 04/15/2023 | 0.01% |
| CREDIT SUISSE GRP AG P/P 144A 03.8690 01/12/2029 | 0.01% |
| DISH DBS CORPORATION 07.7500 07/01/2026 | 0.01% |
| DOMINICAN REPUBLIC REGS 06.5000 02/15/2048 | 0.01% |
| ELMW2 2019-2A AR 144A 01.3383 04/20/2034 | 0.01% |
| ENCINO ACQ PARTN P/P 144A 08.5000 05/01/2028 | 0.01% |
| ENERGY TRANSFER LP 05.8750 01/15/2024 | 0.01% |
| ENLINK MIDSTREAM LLC P/P 144A 05.6250 01/15/2028 | 0.01% |
| ERAC USA FINANCE LLC P/P 144A 05.6250 03/15/2042 | 0.01% |
| FHMS K087 X1 IO 00.5099 12/25/2028 | 0.01% |
| FHMS K105 X1 IO 01.6448 03/25/2053 | 0.01% |
| GOLDMAN SACHS GROUP INC 05.7500 01/24/2022 | 0.01% |
| GW B-CR SECURITY P/P 144A 09.5000 11/01/2027 | 0.01% |
| HOLLY PAR/FIN P/P 144A 05.0000 02/01/2028 | 0.01% |
| HUB INTL LTD P/P 144A 07.0000 05/01/2026 | 0.01% |
| HUSKY 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% |
| INTL FLAVOR & FRAGRANCES 04.4500 09/26/2028 | 0.01% |
| JPMCC 2013-C16 AS 04.5169 12/15/2046 | 0.01% |
| KINGDOM OF BAHRAIN REGS 05.2500 01/25/2033 | 0.01% |
| MORGAN STANLEY 05.5000 07/28/2021 | 0.01% |
| MSBAM 2014-C14 C 05.2181 02/15/2047 | 0.01% |
| ORACLE CORP 03.6500 03/25/2041 | 0.01% |
| PLANTRONICS INC P/P 144A 04.7500 03/01/2029 | 0.01% |
| REG18 2021-1A A1 144A 01.1911 01/15/2034 | 0.01% |
| ROCKET SOFTWARE INC P/P 144A 06.5000 02/15/2029 | 0.01% |
| ROYAL BANK OF CANADA USD 04.6500 01/27/2026 | 0.01% |
| SALESFORCE.COM INC 02.9000 07/15/2051 | 0.01% |
| SALESFORCE.COM INC 03.0500 07/15/2061 | 0.01% |
| SANTANDER UK GROUP H P/P 144A 04.7500 09/15/2025 | 0.01% |
| SPRINT CORP 07.6250 03/01/2026 | 0.01% |
| STAR 2020-2 M1E 03.0000 04/25/2060 | 0.01% |
| SWISS RE TREAS P/P 144A 04.2500 12/06/2042 | 0.01% |
| TEVA PHARMACEUTICALS NE USD 06.7500 03/01/2028 | 0.01% |
| TRANSDIGM INC 05.5000 11/15/2027 | 0.01% |
| VISTRA OPERATION P/P 144A 03.5500 07/15/2024 | 0.01% |
| VISTRA OPERATION P/P 144A 05.5000 09/01/2026 | 0.01% |
| WERNER FINCO LP/INC P/P 144A 08.7500 07/15/2025 | 0.01% |
| WFCM 2013-LC12 AS 04.4350 07/15/2046 | 0.01% |
| WFCM 2013-LC12 D 144A 04.4350 07/15/2046 | 0.01% |
| WYNN LAS VEGAS P/P 144A 05.2500 05/15/2027 | 0.01% |
| WYNN RESORTS FIN LLC P/P 144A 05.1250 10/01/2029 | 0.01% |
| ABBVIE INC P/P 03.8000 03/15/2025 | 0.01% |
| ALLEGHENY TECHNOLOGIES INC 07.8750 08/15/2023 | 0.01% |
| ALTICE FRANCE P/P 144A 10.5000 05/15/2027 | 0.01% |
| AMGEN INC 04.6630 06/15/2051 | 0.01% |
| ANALOG DEVICES INC 03.9000 12/15/2025 | 0.01% |
| ANHEUSER-BUSCH INBEV WOR 04.7500 01/23/2029 | 0.01% |
| ANHEUSER-BUSCH INBEV WOR 05.5500 01/23/2049 | 0.01% |
| APPLE INC 02.8500 05/11/2024 | 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% |
| BAFC 2005-B 3M1 00.7684 04/20/2035 | 0.01% |
| BANFF MERGER SUB INC P/P 144A 09.7500 09/01/2026 | 0.01% |
| BAUSCH HLTH AMERICAS P/P 144A 08.5000 01/31/2027 | 0.01% |
| BBCMS 2019-C3 B 04.0960 05/15/2052 | 0.01% |
| BERRY GLOBAL INC P/P 144A 01.6500 01/15/2027 | 0.01% |
| BLACKSTONE CQP HOLDCO L+375 04.2500 05/27/2028 | 0.01% |
| BMARK 2019-B11 AS 03.7840 05/15/2052 | 0.01% |
| BP CAP MARKETS AMERICA 03.1190 05/04/2026 | 0.01% |
| CALLON PETROLEUM CO 06.1250 10/01/2024 | 0.01% |
| CAS 2016-C01 2M2 07.0415 08/25/2028 | 0.01% |
| CENGAGE LEARNING INC P/P 144A 09.5000 06/15/2024 | 0.01% |
| CGCMT 2014-GC19 AS 04.3450 03/10/2047 | 0.01% |
| CGCMT 2014-GC19 D 144A 05.2617 03/10/2047 | 0.01% |
| CHF/USD 09/15/2021 SSBT | 0.01% |
| CIFC 2016-1A A1R 144A 01.5360 10/21/2031 | 0.01% |
| COMCAST CORP 02.3500 01/15/2027 | 0.01% |
| COMM 2014-LC15 AM 04.1980 04/10/2047 | 0.01% |
| CONTINENTAL RESO P/P 144A 05.7500 01/15/2031 | 0.01% |
| CROWN CASTLE INTL CORP 03.8000 02/15/2028 | 0.01% |
| CSX CORP 04.1000 03/15/2044 | 0.01% |
| DEN14 2016-1A A1R 144A 01.4529 10/23/2031 | 0.01% |
| DEUTSCHE TELEKOM INT FIN USD 08.7500 06/15/2030 | 0.01% |
| ELANCO ANIMAL HEALTH 05.9000 08/28/2028 | 0.01% |
| ERAC USA FINANCE LLC P/P 144A 07.0000 10/15/2037 | 0.01% |
| EUR/USD 09/15/2021 JPMCB | 0.01% |
| FNMA FN30 AS8074 UMBS 03.0000 10/01/2046 | 0.01% |
| FREEPORT-MCMORAN INC 04.3750 08/01/2028 | 0.01% |
| GNR 2015-H25 BI IO 01.9644 10/20/2065 | 0.01% |
| HCA INC. 05.3750 09/01/2026 | 0.01% |
| INTELSAT JACKSON HLD P/P 144A 09.7500 07/15/2025 | 0.01% |
| JPMCC 2013-LC11 C 03.9582 04/15/2046 | 0.01% |
| L BRANDS INC 07.5000 06/15/2029 | 0.01% |
| L3HARRIS TECH INC 04.4000 06/15/2028 | 0.01% |
| LEVI STRAUSS & CO P/P 144A 03.5000 03/01/2031 | 0.01% |
| LINK REIT SEDOL B0PB4M7 | 0.01% |
| MITSUBISHI UFJ FIN GRP USD 03.5350 07/26/2021 | 0.01% |
| MITSUBISHI UFJ FIN GRP USD 03.8500 03/01/2026 | 0.01% |
| NAVISTAR INTL CORP P/P 144A 06.6250 11/01/2025 | 0.01% |
| NN GROUP NV SEDOL BNG8PQ9 | 0.01% |
| NOURYON HOLDING BV P/P 144A 08.0000 10/01/2026 | 0.01% |
| ONE CALL TLB L+550 06.2500 04/07/2027 | 0.01% |
| OVINTIV INC 07.3750 11/01/2031 | 0.01% |
| OWENS & MINOR INC P/P 144A 04.5000 03/31/2029 | 0.01% |
| PANTHER BF AGGRE 2 P/P 144A 08.5000 05/15/2027 | 0.01% |
| PENN NATIONAL GAMING P/P 144A 05.6250 01/15/2027 | 0.01% |
| PFWST 2021-1 A 00.7916 02/25/2055 | 0.01% |
| PROVIDENT FDG/PFG FI P/P 144A 06.3750 06/15/2025 | 0.01% |
| QUORUM HEALTH EXT TL L+825 09.2500 04/29/2025 | 0.01% |
| REP OF INDONESIA P/P 144A 03.3750 04/15/2023 | 0.01% |
| SCIH SALT TLB L+400 04.7500 03/16/2027 | 0.01% |
| SERVICENOW INC 01.4000 09/01/2030 | 0.01% |
| SHERWIN-WILLIAMS CO 03.4500 06/01/2027 | 0.01% |
| SLH TL B 1L USD L+400 04.5000 06/03/2028 | 0.01% |
| STARWOOD PROP TR 04.7500 03/15/2025 | 0.01% |
| T-MOBILE USA INC. 04.7500 02/01/2028 | 0.01% |
| TALLGRASS NRG PRTNR P/P 144A 05.5000 01/15/2028 | 0.01% |
| TCI COMMUNICATIONS INC 07.1250 02/15/2028 | 0.01% |
| TENET HEALTHCARE P/P 144A 04.2500 06/01/2029 | 0.01% |
| TEVA PHARMACEUTICALS NE USD 06.0000 04/15/2024 | 0.01% |
| TMS INTL CORP P/P 144A 06.2500 04/15/2029 | 0.01% |
| UNITEDHEALTH GROUP INC 03.9500 10/15/2042 | 0.01% |
| UNIVAR SOLUTIONS P/P 144A 05.1250 12/01/2027 | 0.01% |
| WAMU 2007-HY2 1A1 03.0500 12/25/2036 | 0.01% |
| WASTE CONNECTIONS INC 03.5000 05/01/2029 | 0.01% |
| WELLS FARGO & COMPANY 05.8750 06/15/2025 | 0.01% |
| AHEAD DB HLDG LLC P/P 144A 06.6250 05/01/2028 | 0.01% |
| AIR METHODS CORP P/P 144A 08.0000 05/15/2025 | 0.01% |
| ALIMENTATION COUCHE-TARD 3.550000 07/26/2027 | 0.01% |
| ALPHABET INC 02.2500 08/15/2060 | 0.01% |
| AMERICAN AIRLINE P/P 144A 05.5000 04/20/2026 | 0.01% |
| AMERICAN AIRLINE P/P 144A 05.7500 04/20/2029 | 0.01% |
| ARDAGH PKG FIN/HLDGS P/P 144A 04.1250 08/15/2026 | 0.01% |
| BANK 2019-BN20 XA IO 00.9595 09/15/2062 | 0.01% |
| BCC 2019-3A A 144A 01.5260 10/21/2032 | 0.01% |
| BIG RVR STL/FIN P/P 144A 06.6250 01/31/2029 | 0.01% |
| BMARK 2018-B8 AS 04.5324 01/15/2052 | 0.01% |
| BMARK 2019-B13 AM 03.1830 08/15/2057 | 0.01% |
| BMIR 2019-4A M1C 144A 02.5915 10/25/2029 | 0.01% |
| BOYD GAMING CORP P/P 144A 04.7500 06/15/2031 | 0.01% |
| BROOKFIELD RESID P/P 144A 05.0000 06/15/2029 | 0.01% |
| BSP 2018-5BA A1A 144A 01.2783 04/20/2031 | 0.01% |
| CANYC 2019-2A A 144A 01.5538 10/15/2032 | 0.01% |
| CBAM 2019-9A A 144A 01.4638 02/12/2030 | 0.01% |
| CD 2017-CD6 AM 03.7090 11/13/2050 | 0.01% |
| CENOVUS ENERGY INC USD 06.7500 11/15/2039 | 0.01% |
| CENTENNIAL RESOURCE P/P 144A 05.3750 01/15/2026 | 0.01% |
| CGMS 2017-1A A1A 144A 01.4883 04/20/2031 | 0.01% |
| CHARTER COMM OPT LLC/CAP 04.8000 03/01/2050 | 0.01% |
| CHF/USD 09/15/2021 JPMCB | 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% |
| CIGNA CORP 03.7500 07/15/2023 | 0.01% |
| CINEMARK USA INC P/P 144A 05.2500 07/15/2028 | 0.01% |
| CINEMARK USA INC P/P 144A 05.8750 03/15/2026 | 0.01% |
| CISCO SYSTEMS INC 05.9000 02/15/2039 | 0.01% |
| CNO FINANCIAL GROUP INC 05.2500 05/30/2029 | 0.01% |
| COMCAST CORP 03.4500 02/01/2050 | 0.01% |
| COMM 2014-LC15 B 04.5990 04/10/2047 | 0.01% |
| COMSTOCK RE INC P/P 144A 05.8750 01/15/2030 | 0.01% |
| CONSTELLIUM SE P/P 144A 05.8750 02/15/2026 | 0.01% |
| CSAIL 2019-C15 B 04.4757 03/15/2052 | 0.01% |
| CWALT 2006-OA19 A1 00.2734 02/20/2047 | 0.01% |
| DEERE & COMPANY 02.6000 06/08/2022 | 0.01% |
| DEVON ENERGY CORPORATION 07.9500 04/15/2032 | 0.01% |
| DIEBOLD NIXDORF INC 08.5000 04/15/2024 | 0.01% |
| DOLLAR GENERAL CORP 03.2500 04/15/2023 | 0.01% |
| ENDEAVOR ENERGY P/P 144A 06.6250 07/15/2025 | 0.01% |
| ENTERCOM MEDIA CORP P/P 144A 06.7500 03/31/2029 | 0.01% |
| EUR/USD 09/15/2021 RBSF | 0.01% |
| FHLMC FR30 ZS9547 UMBS 04.0000 09/01/2045 | 0.01% |
| FIVE CORNERS FUNDING P/P 144A 04.4190 11/15/2023 | 0.01% |
| FMG RES AUG 2006 P/P 144A 04.3750 04/01/2031 | 0.01% |
| FORD MOTOR CREDIT CO LLC 04.2710 01/09/2027 | 0.01% |
| FORD MOTOR CREDIT CO LLC 05.1130 05/03/2029 | 0.01% |
| GARTNER INC P/P 144A 03.7500 10/01/2030 | 0.01% |
| GFL ENVIRON INC P/P 144A 05.1250 12/15/2026 | 0.01% |
| GLM 2019-5A A 144A 01.4883 10/20/2032 | 0.01% |
| GLOBAL PAYMENTS INC 02.9000 05/15/2030 | 0.01% |
| GRANITE US HLDG CORP P/P 144A 11.0000 10/01/2027 | 0.01% |
| GSMS 2012-GC6 AS P/P 144A 04.9480 01/10/2045 | 0.01% |
| GSMS 2013-GCJ14 B P/P 144A 04.8996 08/10/2046 | 0.01% |
| IMOLA MERGER CORP P/P 144A 04.7500 05/15/2029 | 0.01% |
| IPALCO ENTPRS IN 04.2500 05/01/2030 | 0.01% |
| ISTAR INC. 04.2500 08/01/2025 | 0.01% |
| ITT HOLDINGS LLC P/P 144A 06.5000 08/01/2029 | 0.01% |
| JPMBB 2013-C12 B 04.2355 07/15/2045 | 0.01% |
| JPMCC 2010-C2 C 144A 05.8736 11/15/2043 | 0.01% |
| KAYNE 2019-6A A1 144A 01.5683 01/20/2033 | 0.01% |
| KRATON POLYMERS LLC/ P/P 144A 04.2500 12/15/2025 | 0.01% |
| L3HARRIS TECH INC 03.8500 12/15/2026 | 0.01% |
| LEVEL 3 FIN INC P/P 144A 04.2500 07/01/2028 | 0.01% |
| LLOYDS BANKING GROUP PLC USD 04.6500 03/24/2026 | 0.01% |
| LNSTR 2017-5 AS 144A 04.0210 03/10/2050 | 0.01% |
| MADISON IAQ LLC P/P 144A 05.8750 06/30/2029 | 0.01% |
| MAGNE 2012-7A A1R2 144A 00.9838 01/15/2028 | 0.01% |
| MALLINCKRODT FIN/SB P/P 144A 10.0000 04/15/2025 | 0.01% |
| MARSH & MCLENNAN COS INC 04.3750 03/15/2029 | 0.01% |
| MARSH & MCLENNAN COS INC 04.9000 03/15/2049 | 0.01% |
| MATCH GRP HLD II LLC P/P 144A 05.0000 12/15/2027 | 0.01% |
| MATTAMY GROUP CORP P/P 144A 04.6250 03/01/2030 | 0.01% |
| MICROCHIP TECH INC 04.2500 09/01/2025 | 0.01% |
| MP3 2013-1A AR 144A 01.4383 10/20/2030 | 0.01% |
| MSBAM 2015-C24 B 04.4888 05/15/2048 | 0.01% |
| MVEW 2017-2A A 144A 01.3936 01/16/2031 | 0.01% |
| MWST 2020-1 A 00.9915 10/25/2053 | 0.01% |
| NABORS IND CV 00.7500 01/15/2024 | 0.01% |
| NATIONAL AUSTRALIA BK/NY 02.8750 04/12/2023 | 0.01% |
| NATWEST GROUP PLC USD 04.8920 05/18/2029 | 0.01% |
| NESCO HLDG II INC P/P 144A 05.5000 04/15/2029 | 0.01% |
| NETFLIX INC 04.8750 04/15/2028 | 0.01% |
| NEWELL BRANDS INC 04.7000 04/01/2026 | 0.01% |
| NZD/USD 07/21/2021 GSFX | 0.01% |
| ONEMAIN FINANCE CORP 05.3750 11/15/2029 | 0.01% |
| ORGANON & CO/ORG P/P 144A 04.1250 04/30/2028 | 0.01% |
| OSAT 2020-RPL1 A1 03.0719 12/26/2059 | 0.01% |
| OSHKOSH CORP 04.6000 05/15/2028 | 0.01% |
| OZLM 2015-11A A1R 144A 01.4355 10/30/2030 | 0.01% |
| PENNYMAC FIN SVCS IN P/P 144A 05.3750 10/15/2025 | 0.01% |
| PLMRS 2018-2A A1A 144A 01.2836 07/16/2031 | 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% |
| RBS GLOBAL/REXNO P/P 144A 04.8750 12/15/2025 | 0.01% |
| REPUBLIC OF PARAGUAY REGS 04.7000 03/27/2027 | 0.01% |
| REPUBLIC OF PARAGUAY REGS 04.9500 04/28/2031 | 0.01% |
| ROGERS COMMUNICATIONS IN USD 08.7500 05/01/2032 | 0.01% |
| SENSATA TECH BV P/P 144A 04.0000 04/15/2029 | 0.01% |
| SHIFT4 PAYMENTS LLC P/P 144A 04.6250 11/01/2026 | 0.01% |
| SIX FLAGS THEME PARK P/P 144A 07.0000 07/01/2025 | 0.01% |
| SPEAK 2017-4A A 144A 01.3858 10/26/2029 | 0.01% |
| STACR 2016-DNA1 M3 05.6416 07/25/2028 | 0.01% |
| STACR 2016-HQA3 M3 03.9415 03/25/2029 | 0.01% |
| STACR 2017-DNA1 M2 03.3415 07/25/2029 | 0.01% |
| TR OP / TR FIN P/P 144A 05.1250 04/01/2029 | 0.01% |
| TRANSDIGM INC P/P 144A 04.8750 05/01/2029 | 0.01% |
| TRUIST BANK 02.6360 09/17/2029 | 0.01% |
| TRUIST FINANCIAL CORP 04.8000 09/01/2024 | 0.01% |
| UNITED STATES STEEL CORP 06.8750 03/01/2029 | 0.01% |
| UNITEDHEALTH GROUP INC 02.7500 02/15/2023 | 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% |
| WAMU 2004-AR12 A2B 01.0115 10/25/2044 | 0.01% |
| WAMU 2005-AR11 A1B3 00.8915 08/25/2045 | 0.01% |
| WESCO DISTRIBUT P/P 144A 07.2500 06/15/2028 | 0.01% |
| WESTPAC BANKING CORP USD 02.0000 08/19/2021 | 0.01% |
| WFCM 2014-LC16 XA IO 01.2451 08/15/2050 | 0.01% |
| WINDR 2014-2A AR 144A 01.3238 01/15/2031 | 0.01% |
| WR GRACE & CO-CONN P/P 144A 05.6250 10/01/2024 | 0.01% |
| ZOETIS INC 02.0000 05/15/2030 | 0.01% |
| ADIENT GLOBAL HLDG P/P 144A 04.8750 08/15/2026 | 0.01% |
| AG ISSUER LLC P/P 144A 06.2500 03/01/2028 | 0.01% |
| AHM 2007-1 GA1C 00.2815 05/25/2047 | 0.01% |
| ALBERTSONS COS LLC P/P 144A 07.5000 03/15/2026 | 0.01% |
| ALTICE FRANCE P/P 144A 07.3750 05/01/2026 | 0.01% |
| ALTICE FRANCE SA P/P 144A 05.5000 01/15/2028 | 0.01% |
| AMC ENT INC TLB L+300 03.0855 04/22/2026 | 0.01% |
| APPLE INC 02.8000 02/08/2061 | 0.01% |
| AUST & NZ BANKING GR P/P 144A 06.7500 06/15/2026 | 0.01% |
| BANCO SANTANDER SA USD 04.3790 04/12/2028 | 0.01% |
| BANCO SANTANDER SA USD 05.1790 11/19/2025 | 0.01% |
| BAUSCH HLTH COS INC P/P 144A 07.2500 05/30/2029 | 0.01% |
| BRISTOL-MYERS 03.4000 07/26/2029 | 0.01% |
| BRISTOL-MYERS SQUIBB CO 01.4500 11/13/2030 | 0.01% |
| BWAY HOLDING CO P/P 144A 07.2500 04/15/2025 | 0.01% |
| CAS 2016-C07 2M2 04.4415 05/25/2029 | 0.01% |
| CFCRE 2017-C8 B 04.1985 06/15/2050 | 0.01% |
| CHAMPIONX CORP 06.3750 05/01/2026 | 0.01% |
| CHARTER COMM OPT LLC/CAP 03.7500 02/15/2028 | 0.01% |
| CK ASSET HOLDINGS LTD SEDOL BYZQ077 | 0.01% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 CS | 0.01% |
| CMLTI 2005-2 1A2A 02.8005 05/25/2035 | 0.01% |
| CNO FINANCIAL GROUP INC 05.2500 05/30/2025 | 0.01% |
| COEUR MINING INC P/P 144A 05.1250 02/15/2029 | 0.01% |
| COMCAST CORP 04.0490 11/01/2052 | 0.01% |
| COMSTOCK RE INC P/P 144A 06.7500 03/01/2029 | 0.01% |
| CONTINENTAL RESOURCES 04.3750 01/15/2028 | 0.01% |
| COX COMM INC P/P 144A 03.5000 08/15/2027 | 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% |
| CSC HOLDINGS LLC P/P 144A 05.7500 01/15/2030 | 0.01% |
| CSMC 2021-RPL4 A1 01.7956 12/27/2060 | 0.01% |
| DISH DBS CORP P/P 144A 05.1250 06/01/2029 | 0.01% |
| EMIR 2018-1 M1 01.7915 11/25/2028 | 0.01% |
| ENBRIDGE INC USD 04.2500 12/01/2026 | 0.01% |
| EQUINIX INC 03.2000 11/18/2029 | 0.01% |
| EUR/USD 09/15/2021 BCAP-FX | 0.01% |
| FHMS K740 X1 00.8452 09/25/2027 | 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% |
| GOLDEN NUGGET INC P/P 144A 08.7500 10/01/2025 | 0.01% |
| GSMS 2011-GC3 D 144A 05.5850 03/10/2044 | 0.01% |
| HESS MIDSTREAM P P/P 144A 05.1250 06/15/2028 | 0.01% |
| ICAHN ENTER/FIN 06.2500 05/15/2026 | 0.01% |
| IHEARTCOMMUNICATIONS INC 06.3750 05/01/2026 | 0.01% |
| INTERCONTINENTALEXCHANGE 01.8500 09/15/2032 | 0.01% |
| JAZZ SECURITIES DAC P/P 144A 04.3750 01/15/2029 | 0.01% |
| KINDER MORGAN INC/DELAWA 07.7500 01/15/2032 | 0.01% |
| KKR GROUP FIN CO III P/P 144A 05.1250 06/01/2044 | 0.01% |
| LADDER CAP FINAN P/P 144A 04.2500 02/01/2027 | 0.01% |
| LOUISIANA-PACIFIC CO P/P 144A 03.6250 03/15/2029 | 0.01% |
| MEG ENERGY CORP P/P 144A 06.5000 01/15/2025 | 0.01% |
| MERCER INTL INC USD 05.5000 01/15/2026 | 0.01% |
| MSBAM 2014-C15 B 04.5650 04/15/2047 | 0.01% |
| MSC 2011-C3 D 144A 05.4752 07/15/2049 | 0.01% |
| MSC 2016-UB12 AS 03.7780 12/15/2049 | 0.01% |
| NEWZ 2021-1 A 00.8415 05/25/2055 | 0.01% |
| NSTAR ELECTRIC CO 02.3750 10/15/2022 | 0.01% |
| NUTRIEN LTD. USD 04.2000 04/01/2029 | 0.01% |
| PACIFIC GAS & ELECTRIC 02.9500 03/01/2026 | 0.01% |
| PENSKE TRUCK LEASING P/P 144A 03.9000 02/01/2024 | 0.01% |
| REALOGY GRP / CO P/P 144A 05.7500 01/15/2029 | 0.01% |
| SABINE PASS LIQUEFACTION 04.2000 03/15/2028 | 0.01% |
| SEK/USD 09/15/2021 SSBT | 0.01% |
| SINCLAIR TELE P/P 144A 05.5000 03/01/2030 | 0.01% |
| SPECTRA ENERGY PARTNERS 03.3750 10/15/2026 | 0.01% |
| SPECTRUM BRANDS INC P/P 144A 03.8750 03/15/2031 | 0.01% |
| STACR 2015-HQA2 M3 04.8915 05/25/2028 | 0.01% |
| STACR 2016-HQA1 M3 06.4415 09/25/2028 | 0.01% |
| STATION CASINOS LLC P/P 144A 04.5000 02/15/2028 | 0.01% |
| SUGAR HSP GAMING P/P 144A 05.8750 05/15/2025 | 0.01% |
| TALLGRASS NRG PRTNR P/P 144A 06.0000 12/31/2030 | 0.01% |
| 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% |
| TWILIO INC 03.6250 03/15/2029 | 0.01% |
| UBS GROUP AG REGS 06.8750 12/29/2049 | 0.01% |
| UBSCM 2018-C8 XA IO 01.0251 02/15/2051 | 0.01% |
| UNITED CONTINENTAL HOL L+375 04.5000 04/14/2028 | 0.01% |
| US BANCORP 02.9500 07/15/2022 | 0.01% |
| USA COMPRESSION PART 06.8750 04/01/2026 | 0.01% |
| VERTICAL HOLDCO GMBH P/P 144A 07.6250 07/15/2028 | 0.01% |
| VMC 2021-FL4 A P/P 144A 01.1825 06/16/2036 | 0.01% |
| WEYERHAEUSER CO 07.3750 03/15/2032 | 0.01% |
| WFCM 2015-NXS3 AS 03.9720 09/15/2057 | 0.01% |
| WFRBS 2013-C15 D 144A 04.6455 08/15/2046 | 0.01% |
| WFRBS 2014-C24 XA IO 00.9987 11/15/2047 | 0.01% |
| 1011778 BC / NEW RED P/P 144A 03.8750 01/15/2028 | 0.01% |
| AKZO NOBEL CHEMICALS T L+300 03.1330 10/01/2025 | 0.01% |
| ALTICE FRANCE SA P/P 144A 05.1250 07/15/2029 | 0.01% |
| AMSTED INDUSTRIES P/P 144A 05.6250 07/01/2027 | 0.01% |
| ARDAGH METAL PAC P/P 144A 04.0000 09/01/2029 | 0.01% |
| AUST & NZ BANKING GR P/P 144A 02.5700 11/25/2035 | 0.01% |
| BANK OF AMERICA CORP 02.4960 02/13/2031 | 0.01% |
| BAUSCH HLTH COS INC P/P 144A 04.8750 06/01/2028 | 0.01% |
| BLACK KNIGHT INFOSER P/P 144A 03.6250 09/01/2028 | 0.01% |
| BOISE CASCADE CO P/P 144A 04.8750 07/01/2030 | 0.01% |
| BOXER PARENT CO INC P/P 144A 09.1250 03/01/2026 | 0.01% |
| BRISTOL-MYERS 02.2500 08/15/2021 | 0.01% |
| BROADCOM INC P/P 144A 03.7500 02/15/2051 | 0.01% |
| BUILDERS FIRSTSOURCE P/P 144A 06.7500 06/01/2027 | 0.01% |
| CALRIV SCI HLD CORP P/P 144A 04.8750 06/30/2029 | 0.01% |
| CAMDEN PROPERTY TRUST 04.8750 06/15/2023 | 0.01% |
| CANPACK SA EASTERN L P/P 144A 03.1250 11/01/2025 | 0.01% |
| CAS 2017-C01 1EB1 01.3415 07/25/2029 | 0.01% |
| CCO HOLDINGS LLC P/P 144A 04.7500 03/01/2030 | 0.01% |
| CENTENE CORP P/P 144A 05.3750 08/15/2026 | 0.01% |
| CENTENNIAL RESOURCE P/P 144A 06.8750 04/01/2027 | 0.01% |
| CHARTER COMM OPT LLC/CAP 03.7000 04/01/2051 | 0.01% |
| CHENIERE ENERGYP P/P 144A 04.0000 03/01/2031 | 0.01% |
| CITIGROUP INC 04.6000 03/09/2026 | 0.01% |
| CLARIOS GLOBAL L+325 03.3425 04/30/2026 | 0.01% |
| CLEAR CHANNEL OU P/P 144A 07.5000 06/01/2029 | 0.01% |
| CLEAR CHANNEL OU P/P 144A 07.7500 04/15/2028 | 0.01% |
| COMMONWEALTH BK AUST P/P 144A 02.6880 03/11/2031 | 0.01% |
| COMMSCOPE INC P/P 144A 08.2500 03/01/2027 | 0.01% |
| CONTINENTAL RESOURCES 04.9000 06/01/2044 | 0.01% |
| CROWN CORK & SEAL CO INC 07.3750 12/15/2026 | 0.01% |
| DIAMOND 1 FIN/DIAMON 08.3500 07/15/2046 | 0.01% |
| DIAMOND SPORTS P/P 144A 05.3750 08/15/2026 | 0.01% |
| DIAMONDBACK ENERGY INC 03.2500 12/01/2026 | 0.01% |
| DISH DBS CORP 05.8750 11/15/2024 | 0.01% |
| DUKE ENERGY PROGRESS LLC 03.3750 09/01/2023 | 0.01% |
| ENTERCOM MEDIA CORP P/P 144A 06.5000 05/01/2027 | 0.01% |
| EPICOR SOFTWARE/EAGLE L+325 04.0000 07/30/2027 | 0.01% |
| ESH HOSPITALITY INC P/P 144A 05.2500 05/01/2025 | 0.01% |
| FISERV INC 03.5000 07/01/2029 | 0.01% |
| FREEDOM MTGE CORP P/P 144A 08.1250 11/15/2024 | 0.01% |
| FREEDOM MTGE CORP P/P 144A 08.2500 04/15/2025 | 0.01% |
| FREEPORT-MCMORAN INC 05.4500 03/15/2043 | 0.01% |
| GBP/USD 09/15/2021 CITI | 0.01% |
| GBP/USD PUT 1.37 20210823 MSCIL | 0.01% |
| GENERAL ELECTRIC CO 03.4489 12/29/2049 | 0.01% |
| GENERAL MOTORS CO 05.9500 04/01/2049 | 0.01% |
| GENESYS TELECOMMUNICAT L+400 04.7500 10/08/2027 | 0.01% |
| GOLDMAN SACHS GROUP INC 06.7500 10/01/2037 | 0.01% |
| GSMS 2010-C1 D 144A 06.1851 08/10/2043 | 0.01% |
| HCA INC 04.1250 06/15/2029 | 0.01% |
| HERENS HOLDCO SARL P/P 144A 04.7500 05/15/2028 | 0.01% |
| HILTON WORLDWIDE FIN LLC 04.8750 04/01/2027 | 0.01% |
| HONEYWELL INTL 03.8120 11/21/2047 | 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% |
| JPMCC 2013-LC11 X IO 01.3798 04/15/2046 | 0.01% |
| LAMB WESTON HLD P/P 144A 04.8750 05/15/2028 | 0.01% |
| LBM ACQUISITION LLC P/P 144A 06.2500 01/15/2029 | 0.01% |
| MATTEL INC P/P 144A 03.7500 04/01/2029 | 0.01% |
| MICROCHIP TECH INC 04.3330 06/01/2023 | 0.01% |
| MONDELEZ INTL HLDING P/P 144A 02.0000 10/28/2021 | 0.01% |
| NATIONSTAR MTG HLD I P/P 144A 05.5000 08/15/2028 | 0.01% |
| NEUBERGER BERMAN GRP P/P 144A 04.8750 04/15/2045 | 0.01% |
| NEWS CORP P/P 144A 03.8750 05/15/2029 | 0.01% |
| NIELSEN CO LUXEM P/P 144A 05.0000 02/01/2025 | 0.01% |
| NIELSEN FIN LLC/CO P/P 144A 05.6250 10/01/2028 | 0.01% |
| NORTHRIVER MIDSTREAM P/P 144A 05.6250 02/15/2026 | 0.01% |
| NRG ENERGY INC P/P 144A 04.4500 06/15/2029 | 0.01% |
| NRG ENERGY INC. 07.2500 05/15/2026 | 0.01% |
| OCCIDENTAL PETROLEUM COR 06.6250 09/01/2030 | 0.01% |
| ONEMAIN FINANCE CORP 06.8750 03/15/2025 | 0.01% |
| ORTHO-CLINICAL DIAGNOS L+300 03.0888 06/30/2025 | 0.01% |
| PBF HOLDING CO LLC P/P 144A 09.2500 05/15/2025 | 0.01% |
| PETROBRAS GLOBAL FINANCE USD 06.2500 03/17/2024 | 0.01% |
| PPL CAPITAL FUNDING INC 04.2000 06/15/2022 | 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% |
| RMLT 2020-2 A2 02.5080 05/25/2060 | 0.01% |
| SABINE PASS LIQUEFAC 05.7500 05/15/2024 | 0.01% |
| SCIH SALT HLDG INC P/P 144A 06.6250 05/01/2029 | 0.01% |
| SM ENERGY CO 06.5000 07/15/2028 | 0.01% |
| SM ENERGY CO 06.7500 09/15/2026 | 0.01% |
| SPANISH BROADCAS P/P 144A 09.7500 03/01/2026 | 0.01% |
| STACR 2014-HQ2 M3 03.8415 09/25/2024 | 0.01% |
| STACR 2018-HRP2 M3 02.4915 02/25/2047 | 0.01% |
| STORA ENSO OYJ-R SHS SEDOL 5072673 | 0.01% |
| TPMT 2016-5 M2 144A 03.3750 10/25/2056 | 0.01% |
| TRANSDIGM INC. 06.3750 06/15/2026 | 0.01% |
| TRANSOCEAN POSEIDON P/P 144A 06.8750 02/01/2027 | 0.01% |
| TREASURY BILL 00.0000 08/03/2021 | 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% |
| UBSCM 2017-C7 XA IO 01.1773 12/15/2050 | 0.01% |
| UNITED MEXICAN STATES USD 02.6590 05/24/2031 | 0.01% |
| URBAN ONE INC P/P 144A 07.3750 02/01/2028 | 0.01% |
| WESTROCK MWV LLC 07.9500 02/15/2031 | 0.01% |
| WHITE CAP BUYER LLC P/P 144A 06.8750 10/15/2028 | 0.01% |
| WHITE CAP TLB L+400 04.5000 10/19/2027 | 0.01% |
| WR GRACE & CO-CONN P/P 144A 04.8750 06/15/2027 | 0.01% |
| 1011778 BC / NEW RED P/P 144A 04.0000 10/15/2030 | 0.00% |
| 1011778 BC ULC / P/P 144A 04.3750 01/15/2028 | 0.00% |
| ALIMEN COUCHE P/P 144A 02.9500 01/25/2030 | 0.00% |
| AMERICAN TOWER CORP 02.9000 01/15/2030 | 0.00% |
| AMSTED INDUSTRIES P/P 144A 04.6250 05/15/2030 | 0.00% |
| ANTERO MIDSTREAM P/P 144A 07.8750 05/15/2026 | 0.00% |
| ANTERO RESOURCES P/P 144A 07.6250 02/01/2029 | 0.00% |
| ANTERO RESOURCES P/P 144A 08.3750 07/15/2026 | 0.00% |
| APACHE CORP 04.3750 10/15/2028 | 0.00% |
| ARRW 2019-3 A3 03.4160 10/25/2048 | 0.00% |
| BAUSCH HLTH COS INC P/P 144A 06.2500 02/15/2029 | 0.00% |
| BECTON DICKINSON AND COMPANY 02.8230 05/20/2030 | 0.00% |
| BWAY CORP TLB L+325 03.3543 04/03/2024 | 0.00% |
| CCO HOLDINGS LLC 04.5000 05/01/2032 | 0.00% |
| CECLO 2020-29A A1N 144A 01.8883 07/20/2031 | 0.00% |
| CENTENE ESCROW I CO P/P 144A 05.3750 06/01/2026 | 0.00% |
| CFCRE 2011-C2 D 144A 05.9710 12/15/2047 | 0.00% |
| CHF/USD 09/15/2021 GSFX | 0.00% |
| CHF/USD 09/15/2021 MSCIL | 0.00% |
| CHS/COMMUNITY P/P 144A 06.8750 04/01/2028 | 0.00% |
| CLARIOS GLOBAL LP P/P 144A 06.7500 05/15/2025 | 0.00% |
| CLEAR CHANNEL WORLDW P/P 144A 05.1250 08/15/2027 | 0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS | 0.00% |
| COMCAST CORP 03.9990 11/01/2049 | 0.00% |
| CON EDISON CO OF NY INC 04.2000 03/15/2042 | 0.00% |
| CONOCOPHILLIPS P/P 144A 03.7500 10/01/2027 | 0.00% |
| CVS PASS-THROUGH P/P 144A 04.7040 01/10/2036 | 0.00% |
| DEVON ENERGY CORPORATION 07.8750 09/30/2031 | 0.00% |
| DH EUROPE FINANCE II USD 03.4000 11/15/2049 | 0.00% |
| DIVERSEY TL L+300 03.1855 09/06/2024 | 0.00% |
| DRESDNER FDG TRST I P/P 144A 08.1510 06/30/2031 | 0.00% |
| ENERGY TRANSFER LP 06.1250 12/15/2045 | 0.00% |
| ENTERPRISE PRODUCTS OPER 02.8000 01/31/2030 | 0.00% |
| EQT CORP 08.5000 02/01/2030 | 0.00% |
| EQUINOR ASA USD 05.1000 08/17/2040 | 0.00% |
| GARDA WORLD SECURITY P/P 144A 06.0000 06/01/2029 | 0.00% |
| GBP/USD 09/15/2021 CSI-FX | 0.00% |
| GENERAL MOTORS FINL CO 04.3000 07/13/2025 | 0.00% |
| GFL ENVIRON INC P/P 144A 03.5000 09/01/2028 | 0.00% |
| GNR 2013-99 AS IO 05.9566 06/20/2043 | 0.00% |
| GNR 2017-162 QI IO 05.0000 10/11/2047 | 0.00% |
| GRAPHIC PACKAGIN P/P 144A 03.5000 03/01/2029 | 0.00% |
| HANESBRANDS INC P/P 144A 04.6250 05/15/2024 | 0.00% |
| ICAHN ENTER/FIN 06.7500 02/01/2024 | 0.00% |
| IHEARTCOMMUNICATI L+400 04.7500 05/01/2026 | 0.00% |
| INTERNATIONAL LEASE FIN CORP 05.8750 08/15/2022 | 0.00% |
| KFC HLD/PIZZA HUT/TA P/P 144A 04.7500 06/01/2027 | 0.00% |
| KINDER MORGAN ENER PART 03.4500 02/15/2023 | 0.00% |
| KINDER MORGAN ENER PART 05.4000 09/01/2044 | 0.00% |
| KLOECKNER PENTAPLAST L+475 05.2500 02/09/2026 | 0.00% |
| L BRANDS INC 06.7500 07/01/2036 | 0.00% |
| LIVE NATION ENTERTAI P/P 144A 05.6250 03/15/2026 | 0.00% |
| LMAT 2020-GS5 A1 03.2500 06/25/2060 | 0.00% |
| MBX.FN30.500.10 R USL1M P 01/12/41 CI | 0.00% |
| MET LIFE GLOB FUND P/P 144A 03.0000 01/10/2023 | 0.00% |
| MICROSOFT CORP 02.4000 02/06/2022 | 0.00% |
| MOODY'S CORPORATION 02.5500 08/18/2060 | 0.00% |
| MSRR 2015-R4 CB1 00.9173 08/26/2047 | 0.00% |
| MWST 2020-2 A 00.8915 11/25/2053 | 0.00% |
| NCHET 2003-4 M1 01.2165 10/25/2033 | 0.00% |
| NETFLIX INC 04.3750 11/15/2026 | 0.00% |
| NETFLIX INC. 06.3750 05/15/2029 | 0.00% |
| NEWELL BRANDS INC 04.8750 06/01/2025 | 0.00% |
| NMSG3 2021-1 A 00.8410 06/25/2054 | 0.00% |
| ORGANON & CO SEDOL BLDC8J4 | 0.00% |
| OTIS WORLDWIDE CORP 02.5650 02/15/2030 | 0.00% |
| PACIFIC GAS & ELECTRIC 03.3000 03/15/2027 | 0.00% |
| PACKAGING CORP OF AMERIC 04.5000 11/01/2023 | 0.00% |
| PETROLEOS MEXICANOS USD 07.6900 01/23/2050 | 0.00% |
| PULTEGROUP INC 05.5000 03/01/2026 | 0.00% |
| RATTLER MIDSTREAM LP P/P 144A 05.6250 07/15/2025 | 0.00% |
| ROBERTSHAW CONTROLS CO L+800 09.0000 02/28/2026 | 0.00% |
| SCRIPPS ESCROW P/P 144A 05.3750 01/15/2031 | 0.00% |
| SERVICE CORP INTL 03.3750 08/15/2030 | 0.00% |
| SERVICE CORPORATION INTL 04.6250 12/15/2027 | 0.00% |
| SIX FLAGS ENT P/P 144A 05.5000 04/15/2027 | 0.00% |
| SOLENIS 2NDL L+850 08.6350 06/26/2026 | 0.00% |
| STACR 2020-HQA1 M2 01.9915 01/25/2050 | 0.00% |
| STANDARD IND INC P/P 144A 05.0000 02/15/2027 | 0.00% |
| T-MOBILE USA INC 02.8750 02/15/2031 | 0.00% |
| TENET HEALTHCARE 04.6250 07/15/2024 | 0.00% |
| TRANSDIGM INC P/P 144A 04.6250 01/15/2029 | 0.00% |
| TRANSOCEAN INC P/P 144A 11.5000 01/30/2027 | 0.00% |
| TRI POINTE GROUP / HOMES 05.8750 06/15/2024 | 0.00% |
| TRK 2021-1 A1 02.2395 06/25/2024 | 0.00% |
| UNIVISION COMM P/P 144A 09.5000 05/01/2025 | 0.00% |
| VALVOLINE INC P/P 144A 04.2500 02/15/2030 | 0.00% |
| VIDEOTRON LTD P/P 144A 03.6250 06/15/2029 | 0.00% |
| VISTRA CORP P/P 144A 05.0000 07/31/2027 | 0.00% |
| WAMU 2005-AR9 A1C3 01.0515 07/25/2045 | 0.00% |
| WELLS FARGO & COMPANY 03.9000 03/15/2026 | 0.00% |
| WFCM 2016-LC25 XA IO 01.1090 12/15/2059 | 0.00% |
| WOLVERINE WORLD WIDE P/P 144A 05.0000 09/01/2026 | 0.00% |
| WOLVERINE WORLD WIDE P/P 144A 06.3750 05/15/2025 | 0.00% |
| ZIGGO BV P/P 144A 05.5000 01/15/2027 | 0.00% |
| AADVANTAGE 1L TL L+475 05.5000 03/24/2028 | 0.00% |
| ABC SUPPLY CO INC P/P 144A 04.0000 01/15/2028 | 0.00% |
| ALLISON TRANSMISSION P/P 144A 03.7500 01/30/2031 | 0.00% |
| ANTERO RESOURCES P/P 144A 05.3750 03/01/2030 | 0.00% |
| APACHE CORP 05.1000 09/01/2040 | 0.00% |
| ARRW 2019-1 A3 04.1318 01/25/2049 | 0.00% |
| ASCEND LEARNING LLC P/P 144A 06.8750 08/01/2025 | 0.00% |
| ATOTECH DEUTSCHLAND GM L+250 03.0000 03/18/2028 | 0.00% |
| BERKSHIRE HATHAWAY FIN 04.3000 05/15/2043 | 0.00% |
| BLACKSTONE HLDG FINA P/P 144A 01.6000 03/30/2031 | 0.00% |
| BOMBARDIER INC P/P 144A 07.1250 06/15/2026 | 0.00% |
| BOYD GAMING CORP 04.7500 12/01/2027 | 0.00% |
| BOYD GAMING CORP P/P 144A 08.6250 06/01/2025 | 0.00% |
| BROOKFIELD RESID P/P 144A 06.2500 09/15/2027 | 0.00% |
| CAD/USD 07/21/2021 TDBK | 0.00% |
| CALLON PETROLEUM P/P 144A 08.0000 08/01/2028 | 0.00% |
| CALLON PETROLEUM CO P/P 144A 09.0000 04/01/2025 | 0.00% |
| CAS 2014-C03 2M2 02.9915 07/25/2024 | 0.00% |
| CAS 2014-C04 1M2 04.9915 11/25/2024 | 0.00% |
| CCO HOLDINGS LLC P/P 144A 04.5000 08/15/2030 | 0.00% |
| CENTENE CORP 03.0000 10/15/2030 | 0.00% |
| CHARLES RIVER LA P/P 144A 04.0000 03/15/2031 | 0.00% |
| CHS/COMMUNITY HEALTH P/P 144A 08.0000 03/15/2026 | 0.00% |
| COMM 2013-CR11 XA IO 01.0803 08/10/2050 | 0.00% |
| COMM 2014-CR17 XA IO 01.1239 05/10/2047 | 0.00% |
| COMM 2014-UBS6 XA IO 01.0326 12/10/2047 | 0.00% |
| COMMSCOPE INC P/P 144A 06.0000 03/01/2026 | 0.00% |
| CSC HOLDINGS LLC 06.7500 11/15/2021 | 0.00% |
| DCP MIDSTREAM OPERATING 05.6250 07/15/2027 | 0.00% |
| DEVON ENERGY CORP P/P 144A 05.2500 10/15/2027 | 0.00% |
| 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% |
| DRMT 2020-2 A1 01.6920 05/25/2065 | 0.00% |
| DUKE ENERGY INDIANA LLC 06.4500 04/01/2039 | 0.00% |
| ENERGY TRANSFER LP 02.9000 05/15/2025 | 0.00% |
| EPICOR SOFTWARE/EAGLE L+775 08.7500 07/30/2028 | 0.00% |
| EUR/USD 09/15/2021 CSI-FX | 0.00% |
| FIDELITY NATIONAL INFORMATION 02.2500 03/01/2031 | 0.00% |
| FIFTH THIRD BANCORP 05.1000 06/30/2023 | 0.00% |
| FREEDOM MORTGAGE P/P 144A 06.6250 01/15/2027 | 0.00% |
| FREEPORT-MCMORAN INC 04.6250 08/01/2030 | 0.00% |
| FRONTIER COMM P/P 144A 05.8750 10/15/2027 | 0.00% |
| GBP/USD 09/15/2021 TDBK | 0.00% |
| GLOBAL MEDICAL RESPO P/P 144A 06.5000 10/01/2025 | 0.00% |
| GNMA GII30 BB0107 04.7000 08/20/2067 | 0.00% |
| GNR 2015-H24 BI IO 01.5903 08/20/2065 | 0.00% |
| GNR 2015-H26 EI IO 01.7202 10/20/2065 | 0.00% |
| GNR 2016-123 LI IO 03.5000 03/20/2044 | 0.00% |
| GOEASY LTD P/P 144A 04.3750 05/01/2026 | 0.00% |
| GOLDMAN SACHS GROUP INC 02.6000 02/07/2030 | 0.00% |
| GSMS 2014-GC22 XA IO 01.1054 06/10/2047 | 0.00% |
| HCA INC 03.5000 09/01/2030 | 0.00% |
| HCA INC. 05.5000 06/15/2047 | 0.00% |
| HUNTSMAN INTERNATIONAL L 02.9500 06/15/2031 | 0.00% |
| ICAHN ENTER/FIN 05.2500 05/15/2027 | 0.00% |
| ICAHN ENTERPRISES/FI P/P 144A 04.3750 02/01/2029 | 0.00% |
| IHS MARKIT LTD USD 04.7500 08/01/2028 | 0.00% |
| INTEL PKG HOLDCO P/P 144A 09.0000 01/15/2026 | 0.00% |
| IPALCO ENTPRS IN 03.7000 09/01/2024 | 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% |
| JPMORGAN CHASE & CO 02.9560 05/13/2031 | 0.00% |
| JPMORGAN CHASE & CO 06.1000 10/01/2024 | 0.00% |
| L BRANDS INC P/P 144A 06.6250 10/01/2030 | 0.00% |
| LADDER CAP FINAN P/P 144A 04.7500 06/15/2029 | 0.00% |
| LEVEL 3 FINANCING IN P/P 144A 03.6250 01/15/2029 | 0.00% |
| LIVE NATION ENT P/P 144A 06.5000 05/15/2027 | 0.00% |
| MADISON IAQ LLC P/P 144A 04.1250 06/30/2028 | 0.00% |
| MBX.FN30.500.09 R USL1M P 01/12/40 BC | 0.00% |
| MERCER INTL INC P/P 144A 05.1250 02/01/2029 | 0.00% |
| MERCK & CO. INC. 02.7500 02/10/2025 | 0.00% |
| MEREDITH CORP P/P 144A 06.5000 07/01/2025 | 0.00% |
| MLMI 2005-A2 A2 02.8095 02/25/2035 | 0.00% |
| NABORS INDUSTRIES INC. 05.7500 02/01/2025 | 0.00% |
| NATIONSTAR MTG P/P 144A 06.0000 01/15/2027 | 0.00% |
| NEXSTAR BROADCASTING P/P 144A 04.7500 11/01/2028 | 0.00% |
| NEXSTAR ESCROW P/P 144A 05.6250 07/15/2027 | 0.00% |
| NIELSEN FIN LLC/CO P/P 144A 04.5000 07/15/2029 | 0.00% |
| NIELSEN FIN LLC/CO P/P 144A 04.7500 07/15/2031 | 0.00% |
| NOVA CHEMICALS CORP P/P 144A 04.2500 05/15/2029 | 0.00% |
| 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% |
| PENSKE TRUCK LE P/P 144A 03.4000 11/15/2026 | 0.00% |
| PNC FINANCIAL SERVICES 03.3000 03/08/2022 | 0.00% |
| PRIME SEC/FIN P/P 144A 03.3750 08/31/2027 | 0.00% |
| PROLOGIS LP 02.2500 04/15/2030 | 0.00% |
| RITE AID CORP P/P 144A 07.5000 07/01/2025 | 0.00% |
| ROBERTSHAW US HOLDING L+350 04.5000 02/28/2025 | 0.00% |
| ROCKET SOFTWARE TL L+425 04.7500 11/28/2025 | 0.00% |
| SABINE PASS LIQUEF 05.0000 03/15/2027 | 0.00% |
| SCIENTIFIC GAMES P/P 144A 07.0000 05/15/2028 | 0.00% |
| SCRIPPS ESCROW II IN P/P 144A 03.8750 01/15/2029 | 0.00% |
| SERVICE CORP INTL 04.0000 05/15/2031 | 0.00% |
| SINCLAIR TELE P/P 144A 04.1250 12/01/2030 | 0.00% |
| 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 2019-DNA1 M2 02.7415 01/25/2049 | 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% |
| TWILIO INC 03.8750 03/15/2031 | 0.00% |
| UNITEDHEALTH GROUP INC 02.8750 03/15/2022 | 0.00% |
| UNIVISION COMM P/P 144A 04.5000 05/01/2029 | 0.00% |
| USA COM PART/USA COM 06.8750 09/01/2027 | 0.00% |
| VIACOMCBS INC 02.9000 01/15/2027 | 0.00% |
| VIACOMCBS INC 04.2000 06/01/2029 | 0.00% |
| VICTORS MERGER CORP P/P 144A 06.3750 05/15/2029 | 0.00% |
| VISTRA CORP P/P 144A 05.6250 02/15/2027 | 0.00% |
| WESCO DISTRIBUT P/P 144A 07.1250 06/15/2025 | 0.00% |
| WESTERN DIGITAL CORPORATION 04.7500 02/15/2026 | 0.00% |
| YUM! BRANDS INC 03.6250 03/15/2031 | 0.00% |
| YUM! BRANDS INC P/P 144A 04.7500 01/15/2030 | 0.00% |
| 0.95 R ISWP FWD US0003M P 09/15/2026 | 0.00% |
| ABC SUPPLY CO INC P/P 144A 03.8750 11/15/2029 | 0.00% |
| ADIENT TLB L+350 03.6043 04/01/2028 | 0.00% |
| AMC ENT HLDGS P/P 144A 10.5000 04/15/2025 | 0.00% |
| ARCHES BUYER INC P/P 144A 04.2500 06/01/2028 | 0.00% |
| BAUSCH HLTH COS INC P/P 144A 05.0000 02/15/2029 | 0.00% |
| BAUSCH HLTH COS INC. P/P 144A 07.0000 01/15/2028 | 0.00% |
| BAYTEX ENERGY CORP P/P 144A 05.6250 06/01/2024 | 0.00% |
| BEACON ROOFING S P/P 144A 04.1250 05/15/2029 | 0.00% |
| BEACON ROOFING SUPPL P/P 144A 04.5000 11/15/2026 | 0.00% |
| BMW US CAPITAL LLC P/P 144A 03.4000 08/13/2021 | 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% |
| BY CROWN/BY BOND P/P 144A 04.2500 01/31/2026 | 0.00% |
| CAD/USD 07/21/2021 CSI-FX | 0.00% |
| CAD/USD 07/21/2021 UBS | 0.00% |
| CALPINE CORP P/P 144A 05.2500 06/01/2026 | 0.00% |
| CARRIAGE SVCS INC P/P 144A 04.2500 05/15/2029 | 0.00% |
| CAS 2015-C03 2M2 05.0915 07/25/2025 | 0.00% |
| CAS 2019-HRP1 M2 02.2415 11/25/2039 | 0.00% |
| CGCMT 2014-GC21 X IO 01.3223 05/10/2047 | 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% |
| CIT GROUP INC. 05.0000 08/15/2022 | 0.00% |
| COLT 2020-2 A1 01.8530 03/25/2065 | 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% |
| CWALT 2005-27 1A1 01.4939 08/25/2035 | 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 DAC/ENDO FI P/P 144A 06.0000 06/30/2028 | 0.00% |
| ENDO DAC/ENDO FI P/P 144A 09.5000 07/31/2027 | 0.00% |
| ENDO LUX FIN CO I SA P/P 144A 06.1250 04/01/2029 | 0.00% |
| EUR/USD 09/15/2021 TDBK | 0.00% |
| FHR 3829 AS IO 06.8771 03/15/2041 | 0.00% |
| FUBOTV INC P/P 144A CV 03.2500 02/15/2026 | 0.00% |
| GBP/USD 09/15/2021 UBS | 0.00% |
| GENERAL DYNAMICS CORP 02.2500 11/15/2022 | 0.00% |
| GNMA GII30 AY2298 04.7000 05/20/2067 | 0.00% |
| GNMA GII30 AY4779 04.4920 03/20/2067 | 0.00% |
| GNMA GII30 BA7681 04.6420 06/20/2067 | 0.00% |
| GNMA GII30 BL6161 06.0000 12/20/2048 | 0.00% |
| GNMA GII30 BL6216 06.0000 03/20/2049 | 0.00% |
| GNMA GII30 BL6217 06.0000 03/20/2049 | 0.00% |
| GNMA GII30 BL6235 06.0000 04/20/2049 | 0.00% |
| GSMS 2013-GC10 XA IO 01.6287 02/10/2046 | 0.00% |
| HANESBRANDS INC P/P 144A 05.3750 05/15/2025 | 0.00% |
| HMIR 2018-1 M1 144A 01.6915 10/25/2028 | 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% |
| 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% |
| JPMORGAN CHASE & CO 01.1559 05/15/2047 | 0.00% |
| JPY/USD 08/18/2021 JPMCB | 0.00% |
| KRW/USD 08/18/2021 JPMCB | 0.00% |
| LIVE NATION ENT P/P 144A 04.8750 11/01/2024 | 0.00% |
| MASONITE INTL C P/P 144A 05.3750 02/01/2028 | 0.00% |
| MSBAM 2014-C17 XA IO 01.2284 08/15/2047 | 0.00% |
| NABORS IND LTD P/P 144A 07.2500 01/15/2026 | 0.00% |
| NETFLIX INC. P/P 144A 04.8750 06/15/2030 | 0.00% |
| NRG ENERGY INC P/P 144A 05.2500 06/15/2029 | 0.00% |
| NUTRIEN LTD USD 05.2500 01/15/2045 | 0.00% |
| NUTRITION & BIO P/P 144A 02.3000 11/01/2030 | 0.00% |
| NZD/USD 07/21/2021 MSCIL | 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% |
| PANTHER BF AGGREGA P/P 144A 06.2500 05/15/2026 | 0.00% |
| PRUDENTIAL FINANCIAL INC 05.6250 06/15/2043 | 0.00% |
| PUBLIC SERVICE ELECTRIC 05.5000 03/01/2040 | 0.00% |
| RAYTHEON TECH CORP P/P 04.8750 10/15/2040 | 0.00% |
| RENEWABLE ENERGY GRO P/P 144A 05.8750 06/01/2028 | 0.00% |
| S&P GLOBAL INC 01.2500 08/15/2030 | 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% |
| SIRIUS XM RADIO INC. P/P 144A 05.5000 07/01/2029 | 0.00% |
| SM ENERGY CO 06.6250 01/15/2027 | 0.00% |
| STACR 2017-DNA2 M1 01.2915 10/25/2029 | 0.00% |
| STACR 2019-HQA1 M2 02.4415 02/25/2049 | 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 PONTUS LT P/P 144A 06.1250 08/01/2025 | 0.00% |
| TWDC ENTERPRISES 18 CORP 02.7500 08/16/2021 | 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% |
| UNIVERSAL VISION BIOTECHNOLO SEDOL 6732051 | 0.00% |
| WFRBS 2012-C9 XB IO 144A 00.8737 11/15/2045 | 0.00% |
| ALBERTSONS COS P/P 144A 04.8750 02/15/2030 | 0.00% |
| AMAZON.COM INC 01.5000 06/03/2030 | 0.00% |
| APACHE CORPORATION 04.8750 11/15/2027 | 0.00% |
| BERRY GLOBAL INC 05.1250 07/15/2023 | 0.00% |
| BOMBARDIER INC P/P 144A 07.5000 03/15/2025 | 0.00% |
| BOXER PARENT CO INC P/P 144A 07.1250 10/02/2025 | 0.00% |
| BUCKEYE PARTNERS LP 03.9500 12/01/2026 | 0.00% |
| CAS 2015-C01 1M2 04.3915 02/25/2025 | 0.00% |
| CAS 2015-C02 1M2 04.0915 05/25/2025 | 0.00% |
| CAS 2015-C02 2M2 04.0915 05/25/2025 | 0.00% |
| CCO HLDGS LLC/CAP CO P/P 144A 05.7500 02/15/2026 | 0.00% |
| CGCMT 2012-GC8 XA IO 144A 01.8966 09/10/2045 | 0.00% |
| CHF/USD 09/15/2021 RBSF | 0.00% |
| CINEMARK USA INC P/P 144A 08.7500 05/01/2025 | 0.00% |
| CIT GROUP INC 05.0000 08/01/2023 | 0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CS | 0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 JP | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CS | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP | 0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 JP | 0.00% |
| CNH/USD 08/18/2021 HSBCB | 0.00% |
| COMCAST CORP 06.5000 11/15/2035 | 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% |
| DIAMOND 1 FIN/DIAMON P/P 144A 07.1250 06/15/2024 | 0.00% |
| DT MIDSTREAM INC P/P 144A 04.1250 06/15/2029 | 0.00% |
| ENRGY TRANS LP/REG FIN 04.5000 11/01/2023 | 0.00% |
| FHR 3072 SM 04.2533 11/15/2035 | 0.00% |
| GARTNER INC P/P 144A 03.6250 06/15/2029 | 0.00% |
| GBP/USD 09/15/2021 HSBCB | 0.00% |
| GENERAL MOTORS CO 05.2000 04/01/2045 | 0.00% |
| GENERAL MOTORS FINL CO 04.0000 01/15/2025 | 0.00% |
| GFL ENVIRON INC P/P 144A 04.7500 06/15/2029 | 0.00% |
| GFL ENVIRONMENTAL IN P/P 144A 04.0000 08/01/2028 | 0.00% |
| GNMA GII30 BL6016 06.0000 02/20/2049 | 0.00% |
| GNMA GII30 BL6184 06.0000 02/20/2049 | 0.00% |
| GNMA GII30 BL6185 06.0000 01/20/2049 | 0.00% |
| GNMA GII30 BL6219 06.0000 03/20/2049 | 0.00% |
| GNR 2010-9 UI IO 05.0000 01/20/2040 | 0.00% |
| GOEASY LTD P/P 144A 05.3750 12/01/2024 | 0.00% |
| GREAT LAKES DREDGE&D P/P 144A 05.2500 06/01/2029 | 0.00% |
| HILCORP ENERGY I P/P 144A 05.7500 02/01/2029 | 0.00% |
| HILCORP ENERGY I P/P 144A 06.0000 02/01/2031 | 0.00% |
| HUDBAY MINERALS INC P/P 144A 06.1250 04/01/2029 | 0.00% |
| ICAHN ENTER/FIN P/P 144A 05.2500 05/15/2027 | 0.00% |
| IHEARTMEDIA INC - CLASS A SEDOL BJVR9Y9 | 0.00% |
| IHS MARKIT LTD P/P 144A 04.0000 03/01/2026 | 0.00% |
| IOS.FN30.400.10 R USL1M P 01/12/41 BC | 0.00% |
| JPMBB 2013-C17 XA IO 00.8925 01/15/2047 | 0.00% |
| L BRANDS INC P/P 144A 09.3750 07/01/2025 | 0.00% |
| L3HARRIS TECH INC 01.8000 01/15/2031 | 0.00% |
| LADDER CAP FIN LLLP P/P 144A 05.2500 10/01/2025 | 0.00% |
| LAMB WESTON HOLDINGS P/P 144A 04.6250 11/01/2024 | 0.00% |
| MATCH GRP HLD II LLC P/P 144A 04.1250 08/01/2030 | 0.00% |
| MAUSER PACKAGING P/P 144A 08.5000 04/15/2024 | 0.00% |
| MAUSER PACKAGING SOL P/P 144A 05.5000 04/15/2024 | 0.00% |
| MICROSOFT CORP 02.5250 06/01/2050 | 0.00% |
| MSAC 2004-HE6 M1 00.9165 08/25/2034 | 0.00% |
| 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% |
| NRG ENERGY INC 06.6250 01/15/2027 | 0.00% |
| NUTRITION & BIO P/P 144A 03.4680 12/01/2050 | 0.00% |
| NZD/USD 07/21/2021 SSBT | 0.00% |
| OCCIDENTAL PETROLEUM COR 06.1250 01/01/2031 | 0.00% |
| ONCOR ELECTRIC DELIVERY 05.3000 06/01/2042 | 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 02.1000 08/01/2027 | 0.00% |
| PENNYMAC FIN SVC P/P 144A 04.2500 02/15/2029 | 0.00% |
| PRECISION DRILL P/P 144A 06.8750 01/15/2029 | 0.00% |
| PROLOGIS L.P. 02.1250 04/15/2027 | 0.00% |
| QUEBECOR MEDIA INC USD 05.7500 01/15/2023 | 0.00% |
| RAPTOR ACQ CORP P/P 144A 04.8750 11/01/2026 | 0.00% |
| REPUBLIC OF VENEZUELA REGS 08.2500 10/13/2024 | 0.00% |
| SS&C TECH INC P/P 144A 05.5000 09/30/2027 | 0.00% |
| STACR 2018-HQA2 M2 02.3915 10/25/2048 | 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% |
| TARGA RES PRTNRS 05.5000 03/01/2030 | 0.00% |
| TARGA RESOURCES PART 06.8750 01/15/2029 | 0.00% |
| TAYLOR MORRISON COMM P/P 144A 05.1250 08/01/2030 | 0.00% |
| TENET HEALTHCARE P/P 144A 06.2500 02/01/2027 | 0.00% |
| TENET HEALTHCARE P/P 144A 07.5000 04/01/2025 | 0.00% |
| UBSBB 2012-C4 XA IO 144A 01.7424 12/10/2045 | 0.00% |
| VIACOMCBS INC 04.0000 01/15/2026 | 0.00% |
| VIPER ENERGY P/P 144A 05.3750 11/01/2027 | 0.00% |
| WFRBS 2012-C10 XA IO 144A 01.6618 12/15/2045 | 0.00% |
| WFRBS 2012-C9 XA IO 144A 02.0250 11/15/2045 | 0.00% |
| WYNN RESORTS FIN LLC P/P 144A 07.7500 04/15/2025 | 0.00% |
| ARCHES BUYER INC P/P 144A 06.1250 12/01/2028 | 0.00% |
| AUD/USD 07/21/2021 MSCIL | 0.00% |
| BANK OF AMERICA CORP 06.5000 10/29/2049 | 0.00% |
| BMIR 2020-2A M1A 144A 02.3915 08/26/2030 | 0.00% |
| BOMBARDIER INC P/P 144A 07.5000 12/01/2024 | 0.00% |
| BP CAP MARKETS AMERICA 03.9370 09/21/2028 | 0.00% |
| CAD/USD 07/21/2021 CITI | 0.00% |
| CAD/USD 07/21/2021 HSBCB | 0.00% |
| CALPINE CORP P/P 144A 04.6250 02/01/2029 | 0.00% |
| CALPINE CORP P/P 144A 05.0000 02/01/2031 | 0.00% |
| CAS 2014-C04 2M2 05.0915 11/25/2024 | 0.00% |
| CAS 2017-C05 1M2A 02.2915 01/25/2030 | 0.00% |
| CDW LLC/CDW FINANCE 03.2500 02/15/2029 | 0.00% |
| CHF/USD 09/15/2021 HSBCB | 0.00% |
| CHS/COMMUNITY HEALTH P/P 144A 06.0000 01/15/2029 | 0.00% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 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.7 2047-01-17 500.0 01/17/2047 CS | 0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS | 0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS | 0.00% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 CG | 0.00% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 GS | 0.00% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 GS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 ML | 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 MS | 0.00% |
| COMCAST CORP 03.1500 03/01/2026 | 0.00% |
| CVS HEALTH CORP 03.7000 03/09/2023 | 0.00% |
| DKK/USD 09/15/2021 CITI | 0.00% |
| EQT CORP 05.0000 01/15/2029 | 0.00% |
| EUR/USD 09/15/2021 WPAC | 0.00% |
| FHR 2990 LB 16.7594 06/15/2034 | 0.00% |
| FHR 3065 DC 19.6414 03/15/2035 | 0.00% |
| FNMA FN30 971053 04.5000 02/01/2039 | 0.00% |
| FNR 2006-62 PS 39.3510 07/25/2036 | 0.00% |
| FNR 2006-8 HP 24.2312 03/25/2036 | 0.00% |
| FNR 2007-53 SP 23.8645 06/25/2037 | 0.00% |
| GLOBAL PART/GLP FIN 06.8750 01/15/2029 | 0.00% |
| GNMA GII30 BJ9611 04.5000 05/20/2049 | 0.00% |
| GNMA GII30 BL6218 06.0000 02/20/2049 | 0.00% |
| GNMA GII30 BM1953 06.0000 03/20/2049 | 0.00% |
| GNMA GII30 BM4196 06.0000 04/20/2049 | 0.00% |
| GNMA GII30 BN1506 04.5000 05/20/2049 | 0.00% |
| GNMA GII30 BN1509 05.0000 05/20/2049 | 0.00% |
| GNMA GII30 BN2618 04.5000 05/20/2049 | 0.00% |
| JPMORGAN CHASE & CO 03.6500 06/01/2026 | 0.00% |
| MATTEL INC P/P 144A 03.3750 04/01/2026 | 0.00% |
| MEG ENERGY CORP P/P 144A 05.8750 02/01/2029 | 0.00% |
| MERCK & CO INC 02.9000 03/07/2024 | 0.00% |
| NZD/USD 07/21/2021 JPMCB | 0.00% |
| NZD/USD 07/21/2021 UBS | 0.00% |
| NZD/USD 07/21/2021 WPAC | 0.00% |
| OCCIDENTAL PETROLEUM -CW27 SEDOL BMVF784 | 0.00% |
| PETROLEOS DE VENEZUELA S REGS 06.0000 11/15/2026 | 0.00% |
| REPUBLIC OF VENEZUELA REGS 09.0000 05/07/2023 | 0.00% |
| S&P GLOBAL INC 02.5000 12/01/2029 | 0.00% |
| STACR 2014-HQ3 M3 04.8415 10/25/2024 | 0.00% |
| STANDARD IND INC P/P 144A 04.7500 01/15/2028 | 0.00% |
| T-MOBILE USA INC 04.5000 02/01/2026 | 0.00% |
| T-MOBILE USA INC 05.3750 04/15/2027 | 0.00% |
| THUNGELA RESOURCES LTD-DI SEDOL BMV3M27 | 0.00% |
| TITAN ACQ LTD P/P 144A 07.7500 04/15/2026 | 0.00% |
| TPMT 2015-1 A2 144A 03.2500 10/25/2053 | 0.00% |
| TRANSOCEAN INC CV 00.5000 01/30/2023 | 0.00% |
| AUD/USD 07/21/2021 CSI-FX | 0.00% |
| AUD/USD 07/21/2021 WPAC | 0.00% |
| BACM 2007-1 XW IO 00.6213 01/15/2049 | 0.00% |
| BSCMS 06-PW14 X1 IO P/P 144A 00.7620 12/11/2038 | 0.00% |
| CAD/USD 07/21/2021 BANKAM | 0.00% |
| CAD/USD 07/21/2021 WPAC | 0.00% |
| CGCMT 2006-C5 XC IO 144A 00.6518 10/15/2049 | 0.00% |
| CMB CMBX.NA.A.13 2072-12-16 200.0 12/16/2072 JP | 0.00% |
| CMB CMBX.NA.A.13 2072-12-16 200.0 12/16/2072 MS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 MS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 MS | 0.00% |
| CMB CMBX.NA.A.7 2047-01-17 200.0 01/17/2047 CG | 0.00% |
| CMB CMBX.NA.A.7 2047-01-17 200.0 01/17/2047 CS | 0.00% |
| CMB CMBX.NA.A.7 2047-01-17 200.0 01/17/2047 JP | 0.00% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CG | 0.00% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 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 JP | 0.00% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 MS | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 JP | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 MS | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 MS | 0.00% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 JP | 0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 MS | 0.00% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 CS | 0.00% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 GS | 0.00% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 JP | 0.00% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 MS | 0.00% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 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 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-.11 2054-11-18 300.0 11/18/2054 MS | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 JP | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 MS | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 MS | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 MS | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 MS | 0.00% |
| CMB CMBX.NA.BBB-.14 2072-12-16 300.0 12/16/2072 GS | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 BA | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 BA | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 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 CS | 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-.9 2058-09-17 300.0 09/17/2058 CG | 0.00% |
| CMB CMBX.NA.BBB-.9 2058-09-17 300.0 09/17/2058 ML | 0.00% |
| CMB CMBX.NA.BBB-.9 2058-09-17 300.0 09/17/2058 ML | 0.00% |
| CSFB 2003-C3 AX IO 144A 02.2673 05/15/2038 | 0.00% |
| CSMC 2007-C1 AX IO 144A 00.7531 02/15/2040 | 0.00% |
| CSMC 2007-C2 AX IO 144A 00.0484 01/15/2049 | 0.00% |
| CVS PASS-THROUGH TRUST 06.0360 12/10/2028 | 0.00% |
| EUR/USD 09/15/2021 UBS | 0.00% |
| FNMA FN30 935058 04.5000 04/01/2039 | 0.00% |
| FNR 2001-50 BI IO 00.3792 10/25/2041 | 0.00% |
| FNR 2001-79 BI IO 00.2685 03/25/2045 | 0.00% |
| FNR 2003-34 P1 PO 00.0000 04/25/2043 | 0.00% |
| FNW 2002-W8 IO1 IO 00.2994 06/25/2042 | 0.00% |
| GMAC CAPITAL TRUST I PCT 05.9408 | 0.00% |
| GNR 2010-9 QI IO 04.5000 01/20/2040 | 0.00% |
| GNR 2012-141 WI IO 03.5000 11/20/2041 | 0.00% |
| GNR 2015-124 NI IO 03.5000 06/20/2039 | 0.00% |
| GNR 2018-127 IB IO 04.5000 06/20/2045 | 0.00% |
| HC BRILLANT SERVICES GMBH P/P | 0.00% |
| HKD/USD 08/18/2021 BANKAM | 0.00% |
| HKD/USD 08/18/2021 BCAP-FX | 0.00% |
| HKD/USD 08/18/2021 CITI | 0.00% |
| HKD/USD 08/18/2021 GSFX | 0.00% |
| HKD/USD 08/18/2021 HSBCB | 0.00% |
| HKD/USD 08/18/2021 RBSF | 0.00% |
| HKD/USD 08/18/2021 SSBT | 0.00% |
| HKD/USD 08/18/2021 TDBK | 0.00% |
| HKD/USD 08/18/2021 UBS | 0.00% |
| HKD/USD 08/18/2021 WPAC | 0.00% |
| INTELSAT JACKSON HLD P/P 144A 08.0000 02/15/2024 | 0.00% |
| IOS.FN30.350.12 R USL1M P 01/12/43 BC | 0.00% |
| IOS.FN30.400.11 R USL1M P 01/12/42 BC | 0.00% |
| IOS.FN30.400.11 R USL1M P 01/12/42 GS | 0.00% |
| IOS.FN30.400.11 R USL1M P 01/12/42 GS | 0.00% |
| IOS.FN30.500.10 P USL1M R 01/12/41 BC | 0.00% |
| IOS.FN30.600.08 R USL1M P 01/12/39 GS | 0.00% |
| IOS.FN30.650.67 R USL1M P 01/12/38 BC | 0.00% |
| IOS.FN30.650.67 R USL1M P 01/12/38 GS | 0.00% |
| JPMCC 2006-CB17 X IO 01.1442 12/12/2043 | 0.00% |
| JPMCC 2006-LDP8 X IO 00.2965 05/15/2045 | 0.00% |
| JPMCC 2007-LDPX X IO 00.5742 01/15/2049 | 0.00% |
| JPY/USD 08/18/2021 HSBCB | 0.00% |
| JPY/USD 08/18/2021 RBSF | 0.00% |
| LBUBS 2006-C6 XCL IO 144A 00.7760 09/15/2039 | 0.00% |
| LBUBS 2007-C2 XW IO 00.3361 02/15/2040 | 0.00% |
| MBX.FN30.650.67 P USL1M R 01/12/38 GS | 0.00% |
| MBX.FN30.650.67 P USL1M R 01/12/38 GS | 0.00% |
| MEZZ 2006-C4 X IO P/P 144A 06.1099 07/15/2045 | 0.00% |
| MWO HOLDINGS LLC | 0.00% |
| NZD/USD 07/21/2021 BANKAM | 0.00% |
| NZD/USD 07/21/2021 CITI | 0.00% |
| PPL CAPITAL FUNDING INC 03.4000 06/01/2023 | 0.00% |
| SEK/USD 09/15/2021 BANKAM | 0.00% |
| SGD/USD 08/18/2021 JPMCB | 0.00% |
| SPRINT SPECTRUM P/P 144A 03.3600 09/20/2021 | 0.00% |
| STACR 2019-DNA2 M2 02.5415 03/25/2049 | 0.00% |
| STACR 2020-DNA5 M1 01.3180 10/25/2050 | 0.00% |
| TEXAS COHLD TCEH ESCROW 11.5000 10/01/2021 | 0.00% |
| THE SHERWIN-WILLIAMS COMPANY 02.7500 06/01/2022 | 0.00% |
| TXU TCEH RIGHTS | 0.00% |
| WBCMT 2006-C29 IO IO 00.4543 11/15/2048 | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 MS | -0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 BA | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CNH/USD 08/18/2021 CITI | -0.00% |
| CNH/USD 08/18/2021 GSFX | -0.00% |
| GBP/USD 09/15/2021 BANKAM | -0.00% |
| GBP/USD 09/15/2021 WPAC | -0.00% |
| IOS.FN30.400.11 P USL1M R 01/12/42 JP | -0.00% |
| MBX.FN30.600.08 P USL1M R 01/12/39 BC | -0.00% |
| SEK/USD 09/15/2021 TDBK | -0.00% |
| AUD/USD 07/21/2021 TDBK | -0.00% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 MS | -0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 GS | -0.00% |
| CNH/USD 08/18/2021 TDBK | -0.00% |
| GBP/USD 09/15/2021 BCAP-FX | -0.00% |
| GBP/USD CALL 1.4198 20210823 MSCIL | -0.00% |
| IOS.FN30.400.10 P USL1M R 01/12/41 JP | -0.00% |
| JPY/USD 08/18/2021 BCAP-FX | -0.00% |
| JPY/USD 08/18/2021 CITI | -0.00% |
| NOK/USD 09/15/2021 SSBT | -0.00% |
| NZD/USD 07/21/2021 HSBCB | -0.00% |
| SEK/USD 09/15/2021 RBSF | -0.00% |
| 0.30 R ISWP FWD US0003M P 09/15/2023 | -0.00% |
| AUD/USD 07/21/2021 CITI | -0.00% |
| CNH/USD 08/18/2021 SSBT | -0.00% |
| JPY/USD 08/18/2021 MSCIL | -0.00% |
| AUD/USD 07/21/2021 JPMCB | -0.00% |
| CAD/USD 07/21/2021 BCAP-FX | -0.00% |
| CAD/USD 07/21/2021 JPMCB | -0.00% |
| CAD/USD 07/21/2021 RBSF | -0.00% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 CG | -0.00% |
| CPURNSA P 2.79 R 04/15/26 | -0.00% |
| EUR/USD CALL 1.2114 20210823 GSFX | -0.00% |
| GBP/USD 09/15/2021 RBSF | -0.00% |
| JPY/USD 08/18/2021 BANKAM | -0.00% |
| NOK/USD 09/15/2021 GSFX | -0.00% |
| NOK/USD 09/15/2021 MSCIL | -0.00% |
| NZD/USD 07/21/2021 RBSF | -0.00% |
| SEK/USD 09/15/2021 BCAP-FX | -0.00% |
| AUD/USD 07/21/2021 RBSF | -0.00% |
| AUD/USD 07/21/2021 UBS | -0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CG | -0.00% |
| EUR/USD 09/15/2021 CITI | -0.00% |
| GBP/USD 09/15/2021 SSBT | -0.00% |
| MBX.FN30.650.67 P USL1M R 01/12/38 BC | -0.00% |
| SEK/USD 09/15/2021 JPMCB | -0.00% |
| SEK/USD 09/15/2021 UBS | -0.00% |
| EUR/USD 09/15/2021 MSCIL | -0.01% |
| SPX 20220121 C 4700.00CITI | -0.01% |
| AUD/USD 07/21/2021 BCAP-FX | -0.01% |
| AUD/USD 07/21/2021 HSBCB | -0.01% |
| EUR/USD 09/15/2021 HSBCB | -0.01% |
| JPY/USD 08/18/2021 TDBK | -0.01% |
| MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.01% |
| AUD/USD 07/21/2021 GSFX | -0.01% |
| JPY/USD 08/18/2021 UBS | -0.01% |
| JPY/USD 08/18/2021 WPAC | -0.01% |
| NOK/USD 09/15/2021 JPMCB | -0.01% |
| NOK/USD 09/15/2021 UBS | -0.01% |
| AUD/USD 07/21/2021 SSBT | -0.01% |
| EUR/USD 09/15/2021 GSFX | -0.01% |
| NOK/USD 09/15/2021 TDBK | -0.01% |
| GBP/USD 09/15/2021 JPMCB | -0.02% |
| EUR/USD 09/15/2021 SSBT | -0.02% |
| GBP/USD 09/15/2021 MSCIL | -0.02% |
| SEK/USD 09/15/2021 GSFX | -0.02% |
| EUR/USD 09/15/2021 BANKAM | -0.02% |
| SEK/USD 09/15/2021 MSCIL | -0.02% |
| GBP/USD 09/15/2021 GSFX | -0.03% |
| 1.57 R ISWP US0003M P 04/20/2031 | -0.03% |
| FNMA FN30 TBA UMBS 03.0000 07/01/2051 | -0.23% |
| FNMA FN30 TBA UMBS 02.0000 07/01/2051 | -0.67% |
| S&P500 EMINI FUT SEP21 ESU1 | -2.83% |
| US 10YR ULTRA FUT SEP21 UXYU1 | -2.96% |
| GSGLPWDS P US0001M R 12/15/25 GS | -3.84% |
| US 5YR NOTE (CBT) SEP21 FVU1 | -6.38% |
Portfolio composition as of 09/30/21
| U.S. large-cap equity | 49.71% |
|---|---|
| International equity | 19.08% |
| U.S. Investment-grade bonds | 12.56% |
| U.S. small- and mid-cap equity | 7.31% |
| Emerging-markets equity | 4.85% |
| U.S. High-yield bonds | 3.87% |
| U.S. money markets | 2.62% |
Fixed income statistics as of 09/30/21
| Average effective maturity | 4.23 yrs. |
|---|---|
| Average effective duration | 0.33 yrs. |
Fund characteristics will vary over time.
Due to rounding, percentages may not equal 100%.
Consider these risks before investing: Allocation of assets among asset classes may hurt performance. The value of investments in the fund's portfolio may fall or fail to rise over extended periods of time for a variety of reasons, including general economic, political or financial market conditions, investor sentiment and market perceptions, government actions, geopolitical events or changes, and factors related to a specific issuer, asset class, geography, industry or sector. These and other factors may lead to increased volatility and reduced liquidity in the fund's portfolio holdings. International investing involves currency, economic, and political risks. Emerging-market securities carry illiquidity and volatility risks. Investments in small and/or midsize companies increase the risk of greater price fluctuations. Growth stocks may be more susceptible to earnings disappointments, and value stocks may fail to rebound. Funds that invest in government securities are not guaranteed. Mortgage-backed investments, unlike traditional debt investments, are also subject to prepayment risk, which means that they may increase in value less than other bonds when interest rates decline and decline in value more than other bonds when interest rates rise. Bond investments are subject to interest-rate risk (the risk of bond prices falling if interest rates rise) and credit risk (the risk of an issuer defaulting on interest or principal payments). Default risk is generally higher for non-qualified mortgages. Interest-rate risk is generally greater for longer-term bonds, and credit risk is generally greater for below-investment-grade bonds. Unlike bonds, funds that invest in bonds have fees and expenses. The use of derivatives may increase these risks by increasing investment exposure (which may be considered leverage) or, in the case of over-the-counter instruments, because of the potential inability to terminate or sell derivatives positions and the potential failure of the other party to the instrument to meet its obligations. Our investment techniques, analyses, and judgments may not produce the outcome we intend. The investments we select for the fund may not perform as well as other securities that we do not select for the fund. We, or the fund's other service providers, may experience disruptions or operating errors that could have a negative effect on the fund. You can lose money by investing in the fund.
Expenses
Expense ratio |
Class A | Class B | Class C | Class R | Class R5 | Class R6 | Class Y |
|---|---|---|---|---|---|---|---|
| Total expense ratio | 1.05% | 1.80% | 1.80% | 1.30% | 0.79% | 0.69% | 0.80% |
| What you pay | 1.05% | 1.80% | 1.80% | 1.30% | 0.79% | 0.69% | 0.80% |
Sales charge
| Investment Breakpoint | Class A | Class B | Class C | Class R | Class R5 | Class R6 | Class Y |
|---|---|---|---|---|---|---|---|
| $0-$49,999 | 5.75% | 0.00% | 0.00% | -- | -- | -- | -- |
| $50,000-$99,999 |