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 |
$21.75
0.69% | $0.15 |
$21.75
07/29/21 |
$16.79
09/23/20 |
Fund facts as of 06/30/21
Total net assets
$3,156.06M
$3,156.06M
Turnover (fiscal year end)
194%
194%
Dividend frequency
Annually
Annually
Number of holdings
1970
1970
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) |
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Consistency of positive performance over five years
Performance shown above does not reflect the effects of any sales charges. Click on the dots to see specific returns in each five-year period as of the date revealed. Note that returns of 0.00% are counted as positive periods. For complete fund performance, please see below.
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)
7.54%
Average 5-year annualized return
Total return (%) as of 06/30/21
Annual performance as of 06/30/21
Annualized Total return (%) as of 06/30/21
| Annualized performance | 1 yr. | 3 yrs. | 5 yrs. | 10 yrs. |
|---|---|---|---|---|
| Before sales charge | 33.92% | 12.09% | 12.74% | 10.38% |
| After sales charge | N/A | N/A | N/A | N/A |
| Russell 3000 Index | 44.16% | 18.73% | 17.89% | 14.70% |
| Putnam Growth Blended Benchmark | 33.44% | 14.43% | 13.89% | 10.91% |
Performance snapshot
| Before sales charge | After sales charge | ||
|---|---|---|---|
| 1 mt. as of 06/30/21 | 1.90% | - | |
| YTD as of 07/29/21 | 13.81% | - | |
Risk-adjusted performance as of 06/30/21
| Sharpe ratio (3 yrs.) | 0.70 |
|---|
Volatility as of 06/30/21
| Standard deviation (3 yrs.) | 15.59% |
|---|
Fixed income statistics as of 06/30/21
| Average effective duration | 0.29 yrs. |
|---|
Lipper rankings as of 06/30/21
| Time period | Rank/Funds in category | Percentile ranking |
|---|---|---|
| 1 yr. | 78/454 | 18% |
| 3 yrs. | 207/433 | 48% |
| 5 yrs. | 67/408 | 17% |
| 10 yrs. | 28/291 | 10% |
Morningstar Ratings™ as of 06/30/21
| Time period | Funds in category | Morningstar Rating™ |
|---|---|---|
| Overall | 287 | |
| 3 yrs. | 287 | |
| 5 yrs. | 262 | |
| 10 yrs. | 183 |
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 | 2.75% |
|---|---|
| Microsoft Corp Sedol 2588173 | 2.56% |
| Amazon.Com Inc Sedol 2000019 | 2.19% |
| Alphabet Inc-Cl A Sedol Byvy8g0 | 1.50% |
| S&P Gsci Light Energy Er | 1.49% |
| Nvidia Corp Sedol 2379504 | 1.21% |
| Jpmorgan Chase & Co Sedol 2190385 | 1.14% |
| Adobe Inc Sedol 2008154 | 0.89% |
| Citigroup Inc Sedol 2297907 | 0.83% |
| Qualcomm Inc Sedol 2714923 | 0.76% |
| Top 10 holdings, percent of portfolio | 15.32% |
| 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 | |
| Top 10 holdings as of 05/31/21 | |
|---|---|
| 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 | |
| Jpmorgan Chase & Co Sedol 2190385 | |
| Fnma Fn30 Tba Umbs 02.5000 06/01/2051 | |
| Nvidia Corp Sedol 2379504 | |
| Citigroup Inc Sedol 2297907 | |
| Adobe Inc Sedol 2008154 | |
| Holdings represent 15.77% of portfolio | |
| Top 10 holdings as of 04/30/21 | |
|---|---|
| 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 | |
| Jpmorgan Chase & Co Sedol 2190385 | |
| Fnma Fn30 Tba Umbs 02.5000 06/01/2051 | |
| Nvidia Corp Sedol 2379504 | |
| Citigroup Inc Sedol 2297907 | |
| Adobe Inc Sedol 2008154 | |
| Holdings represent 15.95% of portfolio | |
| Top 10 holdings as of 03/31/21 | |
|---|---|
| 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 | |
| Jpmorgan Chase & Co Sedol 2190385 | |
| Nvidia Corp Sedol 2379504 | |
| Citigroup Inc Sedol 2297907 | |
| Adobe Inc Sedol 2008154 | |
| Qualcomm Inc Sedol 2714923 | |
| Holdings represent 14.71% of portfolio | |
| 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% |
| E-MINI RUSS 2000 JUN21 RTYM1 | 5.50% |
|---|---|
| GSGLPWDL R US0001M P 12/15/25 GS | 4.13% |
| APPLE INC SEDOL 2046251 | 2.69% |
| MICROSOFT CORP SEDOL 2588173 | 2.44% |
| RU10VATR R US0001M P 02/05/22 JP | 2.33% |
| AMAZON.COM INC SEDOL 2000019 | 2.18% |
| ALPHABET INC-CL A SEDOL BYVY8G0 | 1.60% |
| MSCI EAFE JUN21 MFSM1 | 1.54% |
| S&P GSCI LIGHT ENERGY ER | 1.48% |
| MSCI EMGMKT JUN21 MESM1 | 1.42% |
| JPMORGAN CHASE & CO SEDOL 2190385 | 1.28% |
| S&P MID 400 EMINI JUN21 FAM1 | 1.23% |
| GSGLPHCL R US0001M P 12/15/25 GS | 1.21% |
| FNMA FN30 TBA UMBS 02.5000 06/01/2051 | 1.16% |
| NVIDIA CORP SEDOL 2379504 | 1.14% |
| US 10YR NOTE (CBT)SEP21 TYU1 | 1.09% |
| CITIGROUP INC SEDOL 2297907 | 0.98% |
| US ULTRA BOND CBT SEP21 WNU1 | 0.89% |
| NASDAQ 100 E-MINI JUN21 NQM1 | 0.88% |
| ADOBE INC SEDOL 2008154 | 0.81% |
| QUALCOMM INC SEDOL 2714923 | 0.78% |
| PROCTER & GAMBLE CO/THE SEDOL 2704407 | 0.70% |
| FNMA FN30 TBA UMBS 03.5000 06/01/2051 | 0.67% |
| ELI LILLY & CO SEDOL 2516152 | 0.66% |
| ALPHABET INC-CL C SEDOL BYY88Y7 | 0.66% |
| FACEBOOK INC-CLASS A SEDOL B7TL820 | 0.61% |
| BRISTOL-MYERS SQUIBB CO SEDOL 2126335 | 0.59% |
| PAYPAL HOLDINGS INC SEDOL BYW36M8 | 0.57% |
| FORD MOTOR CO SEDOL 2615468 | 0.57% |
| FNMA FN15 TBA UMBS 02.5000 06/01/2036 | 0.57% |
| GOLDMAN SACHS GROUP INC SEDOL 2407966 | 0.56% |
| INTUIT INC SEDOL 2459020 | 0.55% |
| VERIZON COMMUNICATIONS INC SEDOL 2090571 | 0.51% |
| TAIWAN SEMICONDUCTOR MANUFAC SEDOL 6889106 | 0.50% |
| ACCENTURE PLC-CL A SEDOL B4BNMY3 | 0.49% |
| US LONG BOND(CBT) SEP21 USU1 | 0.49% |
| CHARIOT FUNDING LLC 15963TTF6 DCP 06/15/2021 | 0.48% |
| DNB BANK ASA 2332K0U67 DCP 07/06/2021 | 0.48% |
| SWEDBANK AB 87019RTJ5 DCP 06/18/2021 | 0.48% |
| VICTORY RECEIVABLES CORP 92646KUM2 DCP 07/21/2021 | 0.48% |
| LLOYDS BANK PLC 53943RVD8 DCP 08/13/2021 | 0.48% |
| UNION PACIFIC CORP SEDOL 2914734 | 0.47% |
| COMCAST CORP-CLASS A SEDOL 2044545 | 0.47% |
| CISCO SYSTEMS INC SEDOL 2198163 | 0.45% |
| LOCKHEED MARTIN CORP SEDOL 2522096 | 0.45% |
| TENCENT HOLDINGS LTD SEDOL BMMV2K8 | 0.44% |
| HONEYWELL INTERNATIONAL INC SEDOL 2020459 | 0.44% |
| BANK OF AMERICA CORP SEDOL 2295677 | 0.44% |
| PEPSICO INC SEDOL 2681511 | 0.44% |
| JOHNSON & JOHNSON SEDOL 2475833 | 0.43% |
| JOHNSON CONTROLS INTERNATION SEDOL BY7QL61 | 0.43% |
| ALIBABA GROUP HOLDING LTD SEDOL BK6YZP5 | 0.41% |
| TARGET CORP SEDOL 2259101 | 0.41% |
| DUPONT DE NEMOURS INC SEDOL BK0VN47 | 0.39% |
| WALMART INC SEDOL 2936921 | 0.37% |
| MERCK & CO. INC. SEDOL 2778844 | 0.37% |
| METLIFE INC SEDOL 2573209 | 0.36% |
| ACTIVISION BLIZZARD INC SEDOL 2575818 | 0.36% |
| VISA INC-CLASS A SHARES SEDOL B2PZN04 | 0.36% |
| ABBVIE INC SEDOL B92SR70 | 0.35% |
| AIA GROUP LTD SEDOL B4TX8S1 | 0.34% |
| MASTERCARD INC - A SEDOL B121557 | 0.34% |
| EXELON CORP SEDOL 2670519 | 0.34% |
| PINTEREST INC- CLASS A SEDOL BJ2Z0H2 | 0.33% |
| UNITEDHEALTH GROUP INC SEDOL 2917766 | 0.33% |
| O'REILLY AUTOMOTIVE INC SEDOL B65LWX6 | 0.32% |
| CHARTER COMMUNICATIONS INC-A SEDOL BZ6VT82 | 0.32% |
| CRH PLC SEDOL 4182249 | 0.32% |
| SAMSUNG ELECTRONICS CO LTD SEDOL 6771720 | 0.32% |
| DEERE & CO SEDOL 2261203 | 0.31% |
| ALIGN TECHNOLOGY INC SEDOL 2679204 | 0.31% |
| TREASURY BILL 00.0000 09/02/2021 | 0.31% |
| APPLIED MATERIALS INC SEDOL 2046552 | 0.31% |
| AUTODESK INC SEDOL 2065159 | 0.30% |
| GNMA GII30 MA6766 03.0000 07/20/2050 | 0.30% |
| MORGAN STANLEY | 0.29% |
| AMERICAN ELECTRIC POWER SEDOL 2026242 | 0.28% |
| MCDONALD'S CORP SEDOL 2550707 | 0.28% |
| FREEPORT-MCMORAN INC SEDOL 2352118 | 0.28% |
| ROKU INC SEDOL BZ1LFG7 | 0.27% |
| HILTON WORLDWIDE HOLDINGS IN SEDOL BYVMW06 | 0.27% |
| CADENCE DESIGN SYS INC SEDOL 2302232 | 0.27% |
| GNMA GII30 TBA 03.0000 06/01/2051 | 0.27% |
| ABBOTT LABORATORIES SEDOL 2002305 | 0.26% |
| FNMA FN30 CA8525 UMBS 02.5000 12/01/2050 | 0.26% |
| FORTINET INC SEDOL B5B2106 | 0.26% |
| DANAHER CORP SEDOL 2250870 | 0.26% |
| AMERICAN TOWER CORP SEDOL B7FBFL2 | 0.26% |
| GENERAL MOTORS CO SEDOL B665KZ5 | 0.26% |
| SONY GROUP CORP SEDOL 6821506 | 0.25% |
| HOME DEPOT INC SEDOL 2434209 | 0.25% |
| TREASURY BILL 00.0000 06/01/2021 | 0.25% |
| TREASURY BILL 00.0000 06/10/2021 | 0.25% |
| MARRIOTT INTERNATIONAL -CL A SEDOL 2210614 | 0.25% |
| HALLIBURTON CO SEDOL 2405302 | 0.25% |
| LONZA GROUP AG-REG SEDOL 7333378 | 0.25% |
| EDWARDS LIFESCIENCES CORP SEDOL 2567116 | 0.24% |
| SOUTHWEST AIRLINES CO SEDOL 2831543 | 0.24% |
| ALTRIA GROUP INC | 0.24% |
| LG CHEM LTD SEDOL 6346913 | 0.24% |
| NRG ENERGY INC SEDOL 2212922 | 0.23% |
| SOUTHERN CO/THE SEDOL 2829601 | 0.23% |
| FHLMC FR30 ZS4750 UMBS 03.0000 01/01/2048 | 0.23% |
| CASH MGMT BILL 00.0000 09/21/2021 | 0.23% |
| FIDELITY NATIONAL INFO SERV SEDOL 2769796 | 0.23% |
| BIOGEN INC SEDOL 2455965 | 0.22% |
| CUMMINS INC SEDOL 2240202 | 0.22% |
| GNMA GII30 MA6932 03.0000 10/20/2050 | 0.22% |
| T-MOBILE US INC SEDOL B94Q9V0 | 0.22% |
| DOW INC SEDOL BHXCF84 | 0.21% |
| SYNCHRONY FINANCIAL SEDOL BP96PS6 | 0.21% |
| DEUTSCHE POST AG-REG SEDOL 4617859 | 0.21% |
| NORTHROP GRUMMAN CORP SEDOL 2648806 | 0.21% |
| BEST BUY CO INC SEDOL 2094670 | 0.21% |
| COCA-COLA CO/THE SEDOL 2206657 | 0.21% |
| GAMING AND LEISURE PROPERTIE SEDOL BFPK4S5 | 0.21% |
| TESLA INC SEDOL B616C79 | 0.20% |
| OLD DOMINION FREIGHT LINE SEDOL 2656423 | 0.20% |
| MEDTRONIC PLC SEDOL BTN1Y11 | 0.20% |
| NIKE INC -CL B SEDOL 2640147 | 0.20% |
| THUNDER BAY FUNDING LLC 88602TTN3 DCP 06/22/2021 | 0.20% |
| TATA CONSULTANCY SVS LTD SEDOL B01NPJ1 | 0.20% |
| AXA SA SEDOL 7088429 | 0.19% |
| ROYAL DUTCH SHELL PLC-B SHS SEDOL B03MM40 | 0.19% |
| AMERIPRISE FINANCIAL INC SEDOL B0J7D57 | 0.19% |
| HUMANA INC SEDOL 2445063 | 0.19% |
| HOYA CORP SEDOL 6441506 | 0.18% |
| PNC FINANCIAL SERVICES GROUP SEDOL 2692665 | 0.18% |
| SHERWIN-WILLIAMS CO/THE SEDOL 2804211 | 0.18% |
| COMPAGNIE DE SAINT-GOBAIN SEDOL 7380482 | 0.18% |
| ALLY FINANCIAL INC SEDOL B72XK05 | 0.18% |
| MERCK KGAA SEDOL 4741844 | 0.18% |
| FNMA FN30 TBA UMBS 06.0000 06/01/2051 | 0.18% |
| UNITED RENTALS INC SEDOL 2134781 | 0.18% |
| PULTEGROUP INC SEDOL 2708841 | 0.18% |
| CONOCOPHILLIPS | 0.17% |
| AFLAC INC SEDOL 2026361 | 0.17% |
| VALERO ENERGY CORP SEDOL 2041364 | 0.17% |
| CIGNA CORP SEDOL BHJ0775 | 0.17% |
| REGENERON PHARMACEUTICALS SEDOL 2730190 | 0.17% |
| BOSTON PROPERTIES INC SEDOL 2019479 | 0.17% |
| SERVICENOW INC SEDOL B80NXX8 | 0.17% |
| CNH INDUSTRIAL NV SEDOL BDSV2V0 | 0.17% |
| MCKESSON CORP SEDOL 2378534 | 0.16% |
| GNMA GII30 MA6820 03.0000 08/20/2050 | 0.16% |
| LOWES COMPANIES INC | 0.16% |
| IDEXX LABORATORIES INC SEDOL 2459202 | 0.16% |
| MONDELEZ INTERNATIONAL INC-A SEDOL B8CKK03 | 0.16% |
| NOVARTIS AG-REG SEDOL 7103065 | 0.16% |
| ROCHE HOLDING AG-GENUSSCHEIN SEDOL 7110388 | 0.16% |
| SCHLUMBERGER LTD SEDOL 2779201 | 0.16% |
| S&P GLOBAL INC SEDOL BYV2325 | 0.15% |
| MERCADOLIBRE INC SEDOL B23X1H3 | 0.15% |
| CDX CDX.NA.HY.36 500.0 06/20/2026 | 0.15% |
| CORTEVA INC SEDOL BK73B42 | 0.15% |
| ESTEE LAUDER COMPANIES-CL A SEDOL 2320524 | 0.15% |
| FNMA FN30 FM4328 UMBS 02.5000 09/01/2050 | 0.15% |
| UBER TECHNOLOGIES INC SEDOL BK6N347 | 0.15% |
| CHEVRON CORP | 0.15% |
| DIAGEO PLC SEDOL 0237400 | 0.15% |
| TREASURY BILL 00.0000 06/03/2021 | 0.15% |
| ASSURED GUARANTY LTD SEDOL B00V7H8 | 0.15% |
| SK HYNIX INC SEDOL 6450267 | 0.15% |
| BJ'S WHOLESALE CLUB HOLDINGS SEDOL BFZNZF8 | 0.14% |
| CAPITAL ONE FINANCIAL CORP SEDOL 2654461 | 0.14% |
| WEYERHAEUSER CO SEDOL 2958936 | 0.14% |
| TJX COMPANIES INC SEDOL 2989301 | 0.14% |
| VEEVA SYSTEMS INC-CLASS A SEDOL BFH3N85 | 0.14% |
| RELIANCE INDUSTRIES LTD SEDOL 6099626 | 0.14% |
| LIVE NATION ENTERTAINMENT IN SEDOL B0T7YX2 | 0.14% |
| NESTLE SA-REG SEDOL 7123870 | 0.14% |
| WALT DISNEY CO/THE SEDOL 2270726 | 0.14% |
| SBERBANK PJSC -SPONSORED ADR SEDOL B5SC091 | 0.14% |
| BHP GROUP LTD SEDOL 6144690 | 0.13% |
| COSTCO WHOLESALE CORP SEDOL 2701271 | 0.13% |
| EQUINIX INC SEDOL BVLZX12 | 0.13% |
| LULULEMON ATHLETICA INC SEDOL B23FN39 | 0.13% |
| COCA-COLA HBC AG-DI SEDOL B9895B7 | 0.13% |
| COSTAR GROUP INC SEDOL 2262864 | 0.13% |
| ORACLE CORP SEDOL 2661568 | 0.13% |
| 10X GENOMICS INC-CLASS A SEDOL BKS3RS7 | 0.13% |
| ANTHEM INC SEDOL BSPHGL4 | 0.13% |
| HDFC BANK LIMITED SEDOL BK1N461 | 0.13% |
| EATON CORP PLC SEDOL B8KQN82 | 0.13% |
| RAYTHEON TECHNOLOGIES CORP SEDOL BM5M5Y3 | 0.13% |
| DEXCOM INC SEDOL B0796X4 | 0.13% |
| GODADDY INC - CLASS A SEDOL BWFRFC6 | 0.13% |
| IQVIA HOLDINGS INC SEDOL BDR73G1 | 0.13% |
| L OREAL SEDOL 4057808 | 0.13% |
| LI NING CO LTD SEDOL B01JCK9 | 0.13% |
| ALLIANZ SE-REG SEDOL 5231485 | 0.12% |
| DRAFTKINGS INC - CL A SEDOL BMYML02 | 0.12% |
| NOVO NORDISK A/S-B SEDOL BHC8X90 | 0.12% |
| ASTRAZENECA PLC-SPONS ADR SEDOL 2989044 | 0.12% |
| WASTE MANAGEMENT INC SEDOL 2937667 | 0.12% |
| COGNIZANT TECH SOLUTIONS-A SEDOL 2257019 | 0.12% |
| EBAY INC SEDOL 2293819 | 0.12% |
| SCHNEIDER ELECTRIC SE SEDOL 4834108 | 0.12% |
| BOOKING HOLDINGS INC SEDOL BDRXDB4 | 0.12% |
| SYNOPSYS INC SEDOL 2867719 | 0.12% |
| AIRBNB INC-CLASS A SEDOL BMGYYH4 | 0.12% |
| EXXON MOBIL CORP SEDOL 2326618 | 0.12% |
| RIO TINTO PLC SEDOL 0718875 | 0.12% |
| ASAHI GROUP HOLDINGS LTD SEDOL 6054409 | 0.12% |
| BNP PARIBAS SEDOL 7309681 | 0.12% |
| CBRE GROUP INC - A SEDOL B6WVMH3 | 0.12% |
| NEXI SPA SEDOL BJ1F880 | 0.12% |
| DOCUSIGN INC SEDOL BFYT7B7 | 0.11% |
| GARTNER INC SEDOL 2372763 | 0.11% |
| THALES SA SEDOL 4162791 | 0.11% |
| AMERICAN INTERNATIONAL GROUP SEDOL 2027342 | 0.11% |
| JD.COM INC-ADR SEDOL BMM27D9 | 0.11% |
| ORSTED A/S SEDOL BYT16L4 | 0.11% |
| BOOZ ALLEN HAMILTON HOLDINGS SEDOL B5367T7 | 0.11% |
| ALLIANCE DATA SYSTEMS CORP SEDOL 2762030 | 0.11% |
| FNMA FN30 MA3563 UMBS 04.0000 01/01/2049 | 0.11% |
| NINTENDO CO LTD SEDOL 6639550 | 0.11% |
| T-MOBILE US INC P/P 144A 05.2500 CV PFD | 0.11% |
| BRENNTAG SE SEDOL B4YVF56 | 0.11% |
| CHIPOTLE MEXICAN GRILL INC SEDOL B0X7DZ3 | 0.11% |
| RADIAN GROUP INC SEDOL 2173911 | 0.11% |
| RELIANC-GDR 144A 144A SEDOL B16CYP9 | 0.11% |
| YAMAHA MOTOR CO LTD SEDOL 6985264 | 0.11% |
| BP PLC SEDOL 0798059 | 0.10% |
| DEUTSCHE TELEKOM AG-REG SEDOL 5842359 | 0.10% |
| LABORATORY CRP OF AMER HLDGS SEDOL 2586122 | 0.10% |
| MEDIATEK INC SEDOL 6372480 | 0.10% |
| MONCLER SPA SEDOL BGLP232 | 0.10% |
| ABB LTD-REG SEDOL 7108899 | 0.10% |
| ALLSTATE CORP SEDOL 2019952 | 0.10% |
| KDDI CORP SEDOL 6248990 | 0.10% |
| KINDER MORGAN INC SEDOL B3NQ4P8 | 0.10% |
| LIBERTY GLOBAL PLC- C SEDOL B8W67B1 | 0.10% |
| TRANSDIGM GROUP INC SEDOL B11FJK3 | 0.10% |
| VONTIER CORP SEDOL BH4GV32 | 0.10% |
| DBS GROUP HOLDINGS LTD SEDOL 6175203 | 0.10% |
| EDP-ENERGIAS DE PORTUGAL SA SEDOL 4103596 | 0.10% |
| STELLANTIS NV SEDOL BMD8F98 | 0.10% |
| ALLEGION PLC SEDOL BFRT3W7 | 0.10% |
| CARDINAL HEALTH INC SEDOL 2175672 | 0.10% |
| HERMES INTERNATIONAL SEDOL 5253973 | 0.10% |
| TECHTRONIC INDUSTRIES CO LTD SEDOL B0190C7 | 0.10% |
| AMETEK INC SEDOL 2089212 | 0.10% |
| SK TELECOM SEDOL 6224871 | 0.10% |
| APOLLO HOSPITALS ENTERPRISE SEDOL 6273583 | 0.10% |
| CAIXABANK SA SEDOL B283W97 | 0.10% |
| WALMART DE MEXICO SAB DE CV SEDOL BW1YVH8 | 0.10% |
| WESFARMERS LTD SEDOL 6948836 | 0.10% |
| ZALANDO SE SEDOL BQV0SV7 | 0.10% |
| APOLLO GLOBAL MANAGEMENT INC SEDOL BKRLVD5 | 0.10% |
| EASTMAN CHEMICAL CO SEDOL 2298386 | 0.10% |
| KAKAO CORP SEDOL 6194037 | 0.10% |
| SUMITOMO MITSUI FINANCIAL GR SEDOL 6563024 | 0.10% |
| VERTEX PHARMACEUTICALS INC SEDOL 2931034 | 0.10% |
| AMGEN INC SEDOL 2023607 | 0.09% |
| AP MOLLER-MAERSK A/S-B SEDOL 4253048 | 0.09% |
| PUBLIC SERVICE ENTERPRISE GP SEDOL 2707677 | 0.09% |
| FORTUNE BRANDS HOME & SECURI SEDOL B3MC7D6 | 0.09% |
| MEITUAN-CLASS B SEDOL BGJW376 | 0.09% |
| PARTNERS GROUP HOLDING AG SEDOL B119QG0 | 0.09% |
| POLARIS INC SEDOL 2692933 | 0.09% |
| TEXAS INSTRUMENTS INC SEDOL 2885409 | 0.09% |
| WOOLWORTHS GROUP LTD SEDOL 6981239 | 0.09% |
| FERGUSON PLC SEDOL BJVNSS4 | 0.09% |
| FNMA FN30 FM1741 UMBS 04.0000 04/01/2049 | 0.09% |
| OTIS WORLDWIDE CORP SEDOL BK531S8 | 0.09% |
| AMERISOURCEBERGEN CORP | 0.09% |
| RENESAS ELECTRONICS CORP SEDOL 6635677 | 0.09% |
| MICHELIN (CGDE) SEDOL 4588364 | 0.09% |
| MINEBEA CO LTD SEDOL 6642406 | 0.09% |
| TOTVS SA SEDOL B10LQP6 | 0.09% |
| ANGLO AMERICAN PLC SEDOL B1XZS82 | 0.09% |
| FNMA FN30 BQ1269 UMBS 02.5000 08/01/2050 | 0.09% |
| YUM CHINA HOLDINGS INC SEDOL BN2BD13 | 0.09% |
| AUTO1 GROUP SE 144A SEDOL BL5C4C7 | 0.09% |
| HANA FINANCIAL GROUP SEDOL B0RNRF5 | 0.09% |
| ITOCHU CORP SEDOL 6467803 | 0.09% |
| LEIDOS HOLDINGS INC SEDOL BDV82B8 | 0.09% |
| STATE STREET CORP SEDOL 2842040 | 0.09% |
| ARAMARK SEDOL BH3XG17 | 0.09% |
| DEUTSCHE BOERSE AG SEDOL 7021963 | 0.09% |
| NXP SEMICONDUCTORS NV SEDOL B505PN7 | 0.09% |
| VOLVO AB-B SHS SEDOL B1QH830 | 0.09% |
| IMPERIAL BRANDS PLC SEDOL 0454492 | 0.09% |
| SAMSUNG ELECTRONICS-PREF SEDOL 6773812 | 0.09% |
| ABIOMED INC SEDOL 2003698 | 0.08% |
| AKZO NOBEL N.V. SEDOL BJ2KSG2 | 0.08% |
| BANCO BILBAO VIZCAYA ARGENTA SEDOL 5501906 | 0.08% |
| GOODMAN GROUP SEDOL B03FYZ4 | 0.08% |
| LEGRAND SA SEDOL B11ZRK9 | 0.08% |
| KEURIG DR PEPPER INC SEDOL BD3W133 | 0.08% |
| SANDVIK AB SEDOL B1VQ252 | 0.08% |
| SEA LTD-ADR SEDOL BYWD7L4 | 0.08% |
| EQUINOR ASA SEDOL 7133608 | 0.08% |
| LONDON STOCK EXCHANGE GROUP SEDOL B0SWJX3 | 0.08% |
| SANOFI SEDOL 5671735 | 0.08% |
| B3 SA-BRASIL BOLSA BALCAO SEDOL BG36ZK1 | 0.08% |
| BANK OF IRELAND GROUP PLC SEDOL BD1RP61 | 0.08% |
| EQUITABLE HOLDINGS INC SEDOL BKRMR96 | 0.08% |
| PRINCIPAL FINANCIAL GROUP SEDOL 2803014 | 0.08% |
| JAPAN EXCHANGE GROUP INC SEDOL 6743882 | 0.08% |
| LINDE PLC SEDOL BYWD9S5 | 0.08% |
| TAIWAN SEMICONDUCTOR-SP ADR SEDOL 2113382 | 0.08% |
| THERMO FISHER SCIENTIFIC INC SEDOL 2886907 | 0.08% |
| AMEREN CORPORATION SEDOL 2050832 | 0.08% |
| CENTRE TESTING INTL GROUP-A SEDOL BD5C7D3 | 0.08% |
| ENTERPRISE PRODUCTS PARTNERS SEDOL 2285388 | 0.08% |
| PRUDENTIAL PLC SEDOL 0709954 | 0.08% |
| AGCO CORP SEDOL 2010278 | 0.08% |
| NAVER CORP SEDOL 6560393 | 0.08% |
| WUXI APPTEC CO LTD-H SEDOL BGHH0L6 | 0.08% |
| DANAHER CORP 05.0000 CV PFD | 0.08% |
| CENOVUS ENERGY INC SEDOL B57FG04 | 0.08% |
| COCA-COLA EUROPACIFIC PARTNE SEDOL BYQQ3P5 | 0.08% |
| MITSUBISHI UFJ FINANCIAL GRO SEDOL 6335171 | 0.08% |
| NITORI HOLDINGS CO LTD SEDOL 6644800 | 0.08% |
| NOMURA HOLDINGS INC SEDOL 6643108 | 0.08% |
| COMMONWEALTH BANK OF AUSTRAL SEDOL 6215035 | 0.08% |
| FLUTTER ENTERTAINMENT PLC-DI SEDOL BWXC0Z1 | 0.08% |
| FNMA FN30 FM1521 UMBS 04.0000 05/01/2049 | 0.08% |
| TWILIO INC - A SEDOL BD6P5Q0 | 0.08% |
| COVESTRO AG SEDOL BYTBWY9 | 0.08% |
| SHENZHEN INOVANCE TECHNOLO-A SEDOL BD5CMN8 | 0.08% |
| SIG COMBIBLOC GROUP AG SEDOL BD5GN60 | 0.08% |
| FNMA FN30 AL9859 UMBS 03.0000 03/01/2047 | 0.07% |
| TOKYO ELECTRON LTD SEDOL 6895675 | 0.07% |
| SONOVA HOLDING AG-REG SEDOL 7156036 | 0.07% |
| CK ASSET HOLDINGS LTD SEDOL BYZQ077 | 0.07% |
| QIAGEN N.V. SEDOL BYXS699 | 0.07% |
| SLM CORP | 0.07% |
| AIRTAC INTERNATIONAL GROUP SEDOL B52J816 | 0.07% |
| AVIVA PLC SEDOL 0216238 | 0.07% |
| BRUNSWICK CORP SEDOL 2149309 | 0.07% |
| SHENZHEN MINDRAY BIO-MEDIC-A SEDOL BHQK864 | 0.07% |
| YANDEX NV-A SEDOL B5BSZB3 | 0.07% |
| HINDUSTAN UNILEVER LTD SEDOL 6261674 | 0.07% |
| CLP HOLDINGS LTD SEDOL 6097017 | 0.07% |
| FNMA FN30 MA2737 UMBS 03.0000 09/01/2046 | 0.07% |
| FORTUM OYJ SEDOL 5579550 | 0.07% |
| UNITED PARCEL SERVICE-CL B SEDOL 2517382 | 0.07% |
| AXALTA COATING SYSTEMS LTD SEDOL BSFWCF5 | 0.07% |
| EVOLUTION AB SEDOL BJXSCH4 | 0.07% |
| JEFFERIES FINANCIAL GROUP IN SEDOL BG0Q4Z2 | 0.07% |
| CAPGEMINI SE SEDOL 4163437 | 0.07% |
| ENTERGY CORP SEDOL 2317087 | 0.06% |
| KEYCORP SEDOL 2490911 | 0.06% |
| NOVATEK MICROELECTRONICS COR SEDOL 6346333 | 0.06% |
| DAIKIN INDUSTRIES LTD SEDOL 6250724 | 0.06% |
| FUJITSU LTD SEDOL 6356945 | 0.06% |
| STACR 2016-DNA2 M3 04.7416 10/25/2028 | 0.06% |
| TCS GROUP HOLDING-GDR REG S SEDOL BF233S0 | 0.06% |
| BF0101 03.5000 06/01/2056 | 0.06% |
| SANY HEAVY INDUSTRY CO LTD-A SEDOL BP3R3H0 | 0.06% |
| TARGA RESOURCES CORP SEDOL B55PZY3 | 0.06% |
| BAIDU INC - SPON ADR SEDOL B0FXT17 | 0.06% |
| HOLCIM LTD SEDOL 7110753 | 0.06% |
| REPUBLIC SERVICES INC SEDOL 2262530 | 0.06% |
| ROYAL DUTCH SHELL PLC-A SHS SEDOL B09CBL4 | 0.06% |
| TEMPUR SEALY INTERNATIONAL I SEDOL 2216991 | 0.06% |
| DYNATRACE INC SEDOL BJV2RD9 | 0.06% |
| AVALONBAY COMMUNITIES INC SEDOL 2131179 | 0.06% |
| KINGFISHER PLC SEDOL 3319521 | 0.06% |
| PARADE TECHNOLOGIES LTD SEDOL B6RV676 | 0.06% |
| ASIAN PAINTS LTD SEDOL BCRWL65 | 0.06% |
| CARLSBERG AS-B SEDOL 4169219 | 0.06% |
| CDX CDX.NA.IG.36 100.0 06/20/2026 | 0.06% |
| DXC TECHNOLOGY CO SEDOL BYXD7B3 | 0.06% |
| KONINKLIJKE AHOLD DELHAIZE N SEDOL BD0Q398 | 0.06% |
| NETWORK INTERNATIONAL HOLDIN SEDOL BH3VJ78 | 0.06% |
| NOMURA RESEARCH INSTITUTE LT SEDOL 6390921 | 0.06% |
| PORSCHE AUTOMOBIL HLDG-PRF SEDOL 7101069 | 0.06% |
| NITTO DENKO CORP SEDOL 6641801 | 0.06% |
| OPAP SA SEDOL 7107250 | 0.06% |
| ZOZO INC SEDOL B292RC1 | 0.06% |
| ABCAM PLC SEDOL B677469 | 0.06% |
| FORTESCUE METALS GROUP LTD SEDOL B2B2B49 | 0.06% |
| SHIN-ETSU CHEMICAL CO LTD SEDOL 6804585 | 0.06% |
| ABBVIE INC 03.2000 11/21/2029 | 0.05% |
| FNMA FN30 BQ0329 UMBS 02.5000 07/01/2050 | 0.05% |
| PFIZER INC SEDOL 2684703 | 0.05% |
| RSA INSURANCE GROUP LTD SEDOL BKKMKR2 | 0.05% |
| JPMORGAN CHASE & CO 03.9640 11/15/2048 | 0.05% |
| CIMAREX ENERGY CO SEDOL 2987521 | 0.05% |
| DINO POLSKA SA SEDOL BD0YVN2 | 0.05% |
| MEDICAL PROPERTIES TRUST INC SEDOL B0JL5L9 | 0.05% |
| ADYEN NV SEDOL BZ1HM42 | 0.05% |
| CROWN HOLDINGS INC | 0.05% |
| GARMIN LTD SEDOL B3Z5T14 | 0.05% |
| KOITO MANUFACTURING CO LTD SEDOL 6496324 | 0.05% |
| MORGAN STANLEY 03.1250 01/23/2023 | 0.05% |
| AMDOCS LTD SEDOL 2256908 | 0.05% |
| CITIGROUP INC 03.6680 07/24/2028 | 0.05% |
| COLGATE-PALMOLIVE CO SEDOL 2209106 | 0.05% |
| LAMAR ADVERTISING CO-A SEDOL BSPHGN6 | 0.05% |
| MANPOWERGROUP INC SEDOL 2562490 | 0.05% |
| NIPPON EXPRESS CO LTD SEDOL 6642127 | 0.05% |
| 3I GROUP PLC SEDOL B1YW440 | 0.05% |
| ALLFUNDS GROUP PLC SEDOL BNTJ354 | 0.05% |
| ARISTOCRAT LEISURE LTD SEDOL 6253983 | 0.05% |
| BANK LEUMI LE-ISRAEL SEDOL 6076425 | 0.05% |
| BERKSHIRE HATHAWAY INC-CL B SEDOL 2073390 | 0.05% |
| FHR 5117 CI IO 05.0000 06/25/2051 | 0.05% |
| MORGAN STANLEY 03.7720 01/24/2029 | 0.05% |
| OSHKOSH CORP SEDOL 2663520 | 0.05% |
| TOTAL SE SEDOL B15C557 | 0.05% |
| VERIZON COMM 04.3290 09/21/2028 | 0.05% |
| AT&T INC P/P 144A 03.5500 09/15/2055 | 0.05% |
| BHP GROUP PLC SEDOL BH0P3Z9 | 0.05% |
| FIRST INDUSTRIAL REALTY TR SEDOL 2360757 | 0.05% |
| JPMORGAN CHASE & CO 03.6250 12/01/2027 | 0.05% |
| GENTEX CORP SEDOL 2366799 | 0.05% |
| SKANDINAVISKA ENSKILDA BAN-A SEDOL 4813345 | 0.05% |
| UNUM GROUP SEDOL 2433842 | 0.05% |
| ASML HOLDING NV SEDOL B929F46 | 0.05% |
| COPA HOLDINGS SA-CLASS A SEDOL B0TNJH9 | 0.05% |
| DAIWA HOUSE INDUSTRY CO LTD SEDOL 6251363 | 0.05% |
| DNB NOR ASA SEDOL 4263304 | 0.05% |
| MANHATTAN ASSOCIATES INC SEDOL 2239471 | 0.05% |
| NIPPON TELEGRAPH & TELEPHONE SEDOL 6641373 | 0.05% |
| PALTAC CORPORATION SEDOL B61BG94 | 0.05% |
| PANDORA A/S SEDOL B44XTX8 | 0.05% |
| RELIANCE STEEL & ALUMINUM SEDOL 2729068 | 0.05% |
| UNIVERSAL VISION BIOTECHNOLO SEDOL 6732051 | 0.05% |
| GOLDMAN SACHS GROUP INC 03.8500 01/26/2027 | 0.04% |
| LITE-ON TECHNOLOGY CORP SEDOL 6519481 | 0.04% |
| NIPPON YUSEN KABUSHIKI KAISH SEDOL 6643960 | 0.04% |
| NORDSON CORP SEDOL 2641838 | 0.04% |
| ONO PHARMACEUTICAL CO LTD SEDOL 6660107 | 0.04% |
| WH GROUP LTD SEDOL BLLHKZ1 | 0.04% |
| ADECCO GROUP AG-REG SEDOL 7110720 | 0.04% |
| AT&T INC SEDOL 2831811 | 0.04% |
| BANK OF AMERICA CORP 06.1100 01/29/2037 | 0.04% |
| EDF SEDOL B0NJJ17 | 0.04% |
| KNORR-BREMSE AG SEDOL BD2P9X9 | 0.04% |
| UNITED OVERSEAS BANK LTD SEDOL 6916781 | 0.04% |
| JUBILANT FOODWORKS LTD SEDOL B3PRM66 | 0.04% |
| KONINKLIJKE KPN NV SEDOL 5956078 | 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% |
| SARTORIUS STEDIM BIOTECH SEDOL BYZ2QP5 | 0.04% |
| SIRIUS XM RADIO INC P/P 144A 05.0000 08/01/2027 | 0.04% |
| CVS HEALTH CORP 04.7800 03/25/2038 | 0.04% |
| ENERGY TRANSFER LP 06.6250 02/15/2028 | 0.04% |
| FNMA FN30 BM1172 UMBS 03.0000 03/01/2047 | 0.04% |
| FNMA FN30 BM5024 UMBS 03.0000 11/01/2048 | 0.04% |
| POYA INTERNATIONAL CO LTD SEDOL 6541826 | 0.04% |
| SONIC HEALTHCARE LTD SEDOL 6821120 | 0.04% |
| ALTICE USA INC- A SEDOL BDRY7P9 | 0.04% |
| IHS MARKIT LTD P/P 144A 04.7500 02/15/2025 | 0.04% |
| LOGITECH INTERNATIONAL-REG SEDOL B18ZRK2 | 0.04% |
| UBS GROUP AG P/P 144A 03.4910 05/23/2023 | 0.04% |
| ALLISON TRANSMISSION HOLDING SEDOL B4PZ892 | 0.04% |
| DEVON ENERGY CORP SEDOL 2480677 | 0.04% |
| JONES LANG LASALLE INC SEDOL 2040640 | 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% |
| EOG RESOURCES INC SEDOL 2318024 | 0.04% |
| JPMORGAN CHASE & CO 03.3750 05/01/2023 | 0.04% |
| CELANESE CORP SEDOL B05MZT4 | 0.04% |
| RYDER SYSTEM INC SEDOL 2760669 | 0.04% |
| BANK OF AMERICA CORP 03.2480 10/21/2027 | 0.04% |
| BOC HONG KONG HOLDINGS LTD SEDOL 6536112 | 0.04% |
| CONSTELLATION BRANDS INC-A SEDOL 2170473 | 0.04% |
| DBUBS 2011-LC3A D 144A 05.4266 08/10/2044 | 0.04% |
| DISCOVER FINANCIAL SERVICES SEDOL B1YLC43 | 0.04% |
| DNB BANK ASA P/P 144A 02.1500 12/02/2022 | 0.04% |
| EIFFAGE SEDOL B13X013 | 0.04% |
| GLAXOSMITHKLINE PLC SEDOL 0925288 | 0.04% |
| BRAMBLES LTD SEDOL B1FJ0C0 | 0.04% |
| HONG KONG EXCHANGES & CLEAR SEDOL 6267359 | 0.04% |
| ORACLE CORP 02.5000 10/15/2022 | 0.04% |
| SAGE GROUP PLC/THE SEDOL B8C3BL0 | 0.04% |
| BAXTER INTERNATIONAL INC SEDOL 2085102 | 0.04% |
| CAS 2016-C04 1M2 04.3416 01/25/2029 | 0.04% |
| DUKE REALTY CORP SEDOL 2284084 | 0.04% |
| EUROFINS SCIENTIFIC SEDOL BNDPYV1 | 0.04% |
| HIKMA PHARMACEUTICALS PLC SEDOL B0LCW08 | 0.04% |
| OMRON CORP SEDOL 6659428 | 0.04% |
| SUN HUNG KAI PROPERTIES SEDOL 6859927 | 0.04% |
| SYSCO CORP SEDOL 2868165 | 0.04% |
| BRISTOL-MYERS 03.2500 02/20/2023 | 0.03% |
| FNMA FN30 TBA UMBS 04.0000 06/01/2051 | 0.03% |
| HCA HEALTHCARE INC SEDOL B4MGBG6 | 0.03% |
| LNSTR 2015-3 B P/P 144A 03.2160 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% |
| SUMITOMO MITSUI TRUST HOLDIN SEDOL 6431897 | 0.03% |
| TORONTO-DOMINION BANK USD 01.9000 12/01/2022 | 0.03% |
| WILLIAMS COS INC SEDOL 2967181 | 0.03% |
| ARROW ELECTRONICS INC SEDOL 2051404 | 0.03% |
| DOVER CORP SEDOL 2278407 | 0.03% |
| INDUSTRIA DE DISENO TEXTIL SEDOL BP9DL90 | 0.03% |
| INVITATION HOMES INC SEDOL BD81GW9 | 0.03% |
| LVMH MOET HENNESSY LOUIS VUI SEDOL 4061412 | 0.03% |
| PROSUS NV SEDOL BJDS7L3 | 0.03% |
| CHEMOURS CO/THE SEDOL BZ0CTP8 | 0.03% |
| DIRECT LINE INSURANCE GROUP SEDOL BY9D0Y1 | 0.03% |
| EQUITY LIFESTYLE PROPERTIES SEDOL 2563125 | 0.03% |
| FIDELITY NATIONAL FINANCIAL SEDOL BNBRDD4 | 0.03% |
| INTERPUBLIC GRP 04.6500 10/01/2028 | 0.03% |
| MICROSOFT CORP 02.4000 08/08/2026 | 0.03% |
| NORFOLK SOUTHERN CORP SEDOL 2641894 | 0.03% |
| T-MOBILE USA INC 03.7500 04/15/2027 | 0.03% |
| APPLE INC 00.7500 05/11/2023 | 0.03% |
| CK HUTCHISON HOLDINGS LTD SEDOL BW9P816 | 0.03% |
| FHR 4326 GS IO 05.9491 04/15/2044 | 0.03% |
| FNMA FN30 BC1155 UMBS 03.0000 06/01/2046 | 0.03% |
| INTL BUSINESS MACHINES CORP SEDOL 2005973 | 0.03% |
| NESTLE HOLDINGS INC P/P 144A 00.3750 01/15/2024 | 0.03% |
| PALO ALTO NETWORKS INC SEDOL B87ZMX0 | 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% |
| CF INDUSTRIES INC P/P 144A 04.5000 12/01/2026 | 0.03% |
| CSX CORP SEDOL 2160753 | 0.03% |
| REPUBLIC OF SENEGAL REGS 06.2500 05/23/2033 | 0.03% |
| TELEFONICA EMISIONES SAU USD 04.8950 03/06/2048 | 0.03% |
| ZIMMER BIOMET HOLDINGS INC SEDOL 2783815 | 0.03% |
| CAS 2015-C04 2M2 05.6416 04/25/2028 | 0.03% |
| DARDEN RESTAURANTS INC SEDOL 2289874 | 0.03% |
| FLEETCOR TECHNOLOGIES INC SEDOL B4R28B3 | 0.03% |
| ISRAEL DISCOUNT BANK -A SEDOL 6451271 | 0.03% |
| LASERTEC CORP SEDOL 6506267 | 0.03% |
| TRANSDIGM INC. P/P 144A 06.2500 03/15/2026 | 0.03% |
| YUM BRANDS INC SEDOL 2098876 | 0.03% |
| APA CORP SEDOL BNNF1C1 | 0.03% |
| CAS 2020-R01 1M2 02.1416 01/25/2040 | 0.03% |
| EQUINIX INC. 02.9000 11/18/2026 | 0.03% |
| FHR 5121 KI IO 04.0000 06/25/2051 | 0.03% |
| GENERAL ELECTRIC CO SEDOL 2380498 | 0.03% |
| SEI INVESTMENTS COMPANY SEDOL 2793610 | 0.03% |
| ALKERMES PLC SEDOL B3P6D26 | 0.03% |
| CAS 2016-C01 1M2 06.8416 08/25/2028 | 0.03% |
| CAS 2016-C02 1M2 06.0916 09/25/2028 | 0.03% |
| CHARTER COMM OPT LLC 06.4840 10/23/2045 | 0.03% |
| DEUTSCHE BANK NY 01.6860 03/19/2026 | 0.03% |
| GOLDMAN SACHS GROUP INC 04.2230 05/01/2029 | 0.03% |
| IVORY COAST REGS 06.1250 06/15/2033 | 0.03% |
| SOARING EAGLE ACQU - CL A SEDOL BNQP3R7 | 0.03% |
| UNITEDHEALTH GROUP INC 03.8500 06/15/2028 | 0.03% |
| ECOLAB INC 02.7000 11/01/2026 | 0.03% |
| ENTERPRISE PRODUCTS OPER 04.2500 02/15/2048 | 0.03% |
| LINCOLN NATIONAL CORP SEDOL 2516378 | 0.03% |
| M3 INC SEDOL B02K2M3 | 0.03% |
| MICROSOFT CORP 02.9210 03/17/2052 | 0.03% |
| SUMITOMO TR&BK P/P 144A 00.8000 09/12/2023 | 0.03% |
| ZURICH INSURANCE GROUP AG SEDOL 5983816 | 0.03% |
| ADVANCED MICRO DEVICES SEDOL 2007849 | 0.02% |
| AMAZON.COM INC 03.1500 08/22/2027 | 0.02% |
| ANZ NEW ZEALAND INT P/P 144A 02.8750 01/25/2022 | 0.02% |
| APPLE INC 04.2500 02/09/2047 | 0.02% |
| ASHTEAD CAPITAL INC P/P 144A 04.3750 08/15/2027 | 0.02% |
| BROADCOM INC 04.1500 11/15/2030 | 0.02% |
| CWALT 2006-OA10 4A1 00.4716 08/25/2046 | 0.02% |
| FNMA FN40 BF0171 UMBS 04.0000 01/01/2057 | 0.02% |
| HENDERSON LAND DEVELOPMENT SEDOL 6420538 | 0.02% |
| MRAIT 2020-12 A1X 01.4509 07/15/2021 | 0.02% |
| MRAIT 2020-2 A2 | 0.02% |
| MRAIT 2021-8 A1X 01.2601 10/15/2021 | 0.02% |
| ORACLE CORP 04.0000 11/15/2047 | 0.02% |
| PERSIMMON PLC SEDOL 0682538 | 0.02% |
| PUBLICIS GROUPE SEDOL 4380429 | 0.02% |
| REP OF INDONESIA P/P 144A 04.3500 01/08/2027 | 0.02% |
| STONECO LTD-A SEDOL BGKG6M3 | 0.02% |
| YAMATO HOLDINGS CO LTD SEDOL 6985565 | 0.02% |
| BERKELEY GROUP HOLDINGS/THE SEDOL B02L3W3 | 0.02% |
| BROADCOM CRP / CAYM 03.5000 01/15/2028 | 0.02% |
| BT GROUP PLC SEDOL 3091357 | 0.02% |
| CCO HOLDINGS LLC P/P 144A 05.3750 06/01/2029 | 0.02% |
| DANSKE BANK A/S P/P 144A 02.7000 03/02/2022 | 0.02% |
| JPMORGAN CHASE & CO 04.6000 02/01/2025 | 0.02% |
| NOVARTIS CAPITAL CORP 04.0000 11/20/2045 | 0.02% |
| SPX 20220121 C 4350.00CITI | 0.02% |
| VERIZON COMMUNICATIONS 03.7000 03/22/2061 | 0.02% |
| BROTHER INDUSTRIES LTD SEDOL 6146500 | 0.02% |
| CIT GROUP INC. 05.2500 03/07/2025 | 0.02% |
| FHR 5079 BI IO 05.5000 02/25/2051 | 0.02% |
| GENERAL MOTORS FINL CO 04.0000 10/06/2026 | 0.02% |
| MSBAM 2014-C17 C 04.4788 08/15/2047 | 0.02% |
| TOKYO GAS CO LTD SEDOL 6895448 | 0.02% |
| AIR LEASE CORP 04.6250 10/01/2028 | 0.02% |
| CAS 2015-C04 1M2 05.7916 04/25/2028 | 0.02% |
| CASH MGMT BILL 00.0000 09/07/2021 | 0.02% |
| CHECK POINT SOFTWARE TECH SEDOL 2181334 | 0.02% |
| COLES GROUP LTD SEDOL BYWR0T5 | 0.02% |
| GLENCORE FUNDING LLC P/P 144A 02.5000 09/01/2030 | 0.02% |
| GSMS 2014-GC22 C 04.6910 06/10/2047 | 0.02% |
| TABCORP HOLDINGS LTD SEDOL 6873262 | 0.02% |
| TEMPO ACQ LLC/FI P/P 144A 06.7500 06/01/2025 | 0.02% |
| VOLKSWAGEN AG PFD SEDOL 5497168 | 0.02% |
| APID 2015-23A AR 144A 01.4038 04/15/2033 | 0.02% |
| CAD/USD 07/21/2021 GSFX | 0.02% |
| CALPINE CORP P/P 144A 04.5000 02/15/2028 | 0.02% |
| CAS 2017-C01 1M2 03.6416 07/25/2029 | 0.02% |
| COMM 2010-C1 D 144A 05.7920 07/10/2046 | 0.02% |
| CREDIT SUISSE NEW YORK 02.8000 04/08/2022 | 0.02% |
| DIGITAL REALTY TRUST LP 04.7500 10/01/2025 | 0.02% |
| ENERGY TRANSFER LP 03.7500 05/15/2030 | 0.02% |
| FAIRFAX FINL HLDGS USD 04.8500 04/17/2028 | 0.02% |
| FNMA FN30 AS7003 UMBS 03.0000 04/01/2046 | 0.02% |
| NETFLIX INC SEDOL 2857817 | 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% |
| SPST 2021-6 A 00.8925 04/25/2022 | 0.02% |
| STACR 2017-DNA2 M2 03.5416 10/25/2029 | 0.02% |
| VERTIV TLB L+275 02.8359 03/02/2027 | 0.02% |
| WATCO COS LLC/FI P/P 144A 06.5000 06/15/2027 | 0.02% |
| AGL ENERGY LTD SEDOL BSS7GP5 | 0.02% |
| ALBERTSONS COS/SAFE P/P 144A 04.6250 01/15/2027 | 0.02% |
| AT&T INC 04.7500 05/15/2046 | 0.02% |
| COMCAST CORP 03.9690 11/01/2047 | 0.02% |
| COMMONWEALTH BK AUST P/P 144A 03.1500 09/19/2027 | 0.02% |
| KEURIG DR PEPPER INC 02.2500 03/15/2031 | 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-EBO4 A1X 01.8493 02/16/2022 | 0.02% |
| ORACLE CORP 02.5000 05/15/2022 | 0.02% |
| POSTE ITALIANE SPA SEDOL BYYN701 | 0.02% |
| SHELL INTERNATIONAL FIN USD 02.8750 05/10/2026 | 0.02% |
| AMAZON.COM INC. 02.5000 11/29/2022 | 0.02% |
| AMERICAN ELECTRIC POWER 04.3000 12/01/2028 | 0.02% |
| AUTO TRADER GROUP PLC SEDOL BVYVFW2 | 0.02% |
| CABOT CORP SEDOL 2162500 | 0.02% |
| CPURNSA P 2.686 R 04/01/31 | 0.02% |
| CREDIT SUISSE GRP AG P/P 144A 02.1930 06/05/2026 | 0.02% |
| CWALT 2006-OA7 1A2 01.0666 06/25/2046 | 0.02% |
| DOMINICAN REPUBLIC REGS 05.9500 01/25/2027 | 0.02% |
| FISERV INC 04.2000 10/01/2028 | 0.02% |
| LAMB WESTON HOLDINGS P/P 144A 04.8750 11/01/2026 | 0.02% |
| LEVEL 3 FIN INC P/P 144A 04.6250 09/15/2027 | 0.02% |
| MGIC INVESTMENT CORP SEDOL 2548616 | 0.02% |
| NH FOODS LTD SEDOL 6640767 | 0.02% |
| RRAM 2018-3A A1R2 144A 01.2738 01/15/2030 | 0.02% |
| SCSK CORP SEDOL 6858474 | 0.02% |
| SPST 2020-6 A 01.8425 09/07/2021 | 0.02% |
| SQUARE INC P/P 144A 03.5000 06/01/2031 | 0.02% |
| TAKE-TWO INTERACTIVE SOFTWRE SEDOL 2122117 | 0.02% |
| TRANSUNION SEDOL BYMWL86 | 0.02% |
| UNILEVER PLC SEDOL B10RZP7 | 0.02% |
| UNITEDHEALTH GROUP INC 03.1500 06/15/2021 | 0.02% |
| US BANCORP 02.6250 01/24/2022 | 0.02% |
| AIR LEASE CORP 03.2500 10/01/2029 | 0.02% |
| ANHEUSER-BUSCH INBEV WOR 04.6000 04/15/2048 | 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 04.5416 01/25/2029 | 0.02% |
| CFCRE 2011-C2 E P/P 144A 05.7481 12/15/2047 | 0.02% |
| COMM 2014-CR19 AM 04.0800 08/10/2047 | 0.02% |
| CSC HOLDINGS LLC 05.2500 06/01/2024 | 0.02% |
| E.ON SE SEDOL 4942904 | 0.02% |
| FNMA FN30 BC2733 UMBS 03.0000 05/01/2046 | 0.02% |
| IPSEN SEDOL B0R7JF1 | 0.02% |
| JPMBB 2014-C19 C 04.6747 04/15/2047 | 0.02% |
| JPMBB 2015-C29 B 04.1180 05/15/2048 | 0.02% |
| MORGAN STANLEY 04.3750 01/22/2047 | 0.02% |
| MRAIT 2020-11 A1X 01.8009 04/22/2022 | 0.02% |
| NORTHROP GRUMMAN CORP 03.2500 01/15/2028 | 0.02% |
| RAYTHEON TECH CORP P/P 02.5000 12/15/2022 | 0.02% |
| SEB SA SEDOL 4792132 | 0.02% |
| SEK/USD 06/16/2021 MSCIL | 0.02% |
| SPST 2020-13 A 01.5925 10/10/2021 | 0.02% |
| SPST 2020-15 A 01.4625 12/10/2021 | 0.02% |
| STAPLES INC P/P 144A 07.5000 04/15/2026 | 0.02% |
| T-MOBILE USA INC 02.2500 11/15/2031 | 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% |
| AES CORP SEDOL 2002479 | 0.02% |
| ALEXION PHARMACEUTICALS INC SEDOL 2036070 | 0.02% |
| AMERICAN TOWER CORPORATION 02.7500 01/15/2027 | 0.02% |
| BANK OF AMERICA CORP 06.1000 12/29/2049 | 0.02% |
| BRISTOL-MYERS 02.9000 07/26/2024 | 0.02% |
| BXMT 2021-FL4 A P/P 144A 01.1509 05/15/2038 | 0.02% |
| CEDF 2013-1A ARR 144A 01.2638 04/20/2034 | 0.02% |
| CENTENE CORP 04.6250 12/15/2029 | 0.02% |
| COMM 2013-CR13 C 04.8832 11/10/2046 | 0.02% |
| CREDIT SUISSE GRP AG P/P 144A 06.2500 12/18/2024 | 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% |
| GENTING SINGAPORE LTD SEDOL BDRTVP2 | 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% |
| JPMCC 2012-C6 E 144A 05.1413 05/15/2045 | 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% |
| SAMI 2007-AR7 1A1 00.9416 05/25/2047 | 0.02% |
| THE AES CORPORATION P/P 144A 02.4500 01/15/2031 | 0.02% |
| AMERICAN EXPRESS COMPANY 02.6500 12/02/2022 | 0.02% |
| AWPT 2014-2A A1R 144A 01.4138 10/15/2029 | 0.02% |
| CAMPBELL SOUP CO SEDOL 2162845 | 0.02% |
| CGMS C17A A1AR 144A 01.2350 04/30/2031 | 0.02% |
| COMM 2015-CR24 B 04.3792 08/10/2048 | 0.02% |
| CSAIL 2020-C19 XA IO 01.1187 03/15/2053 | 0.02% |
| EUR/USD 06/16/2021 BANKAM | 0.02% |
| FEDEX CORP SEDOL 2142784 | 0.02% |
| FMC CORP SEDOL 2328603 | 0.02% |
| GCP APPLIED TECH P/P 144A 05.5000 04/15/2026 | 0.02% |
| GJENSIDIGE FORSIKRING ASA SEDOL B4PH0C5 | 0.02% |
| HUNTSMAN INTERNATIONAL L 04.5000 05/01/2029 | 0.02% |
| JAZZ PHARMA TLB L+350 04.0000 04/22/2028 | 0.02% |
| LA FRANCAISE DES JE SEDOL BG0SC10 | 0.02% |
| MONDELEZ INT HOLD NE P/P 144A 02.1250 09/19/2022 | 0.02% |
| MRAIT 2021-EBO1 A1X 01.8601 10/08/2021 | 0.02% |
| NOVELIS CORP P/P 144A 04.7500 01/30/2030 | 0.02% |
| RAYTHEON TECH CORP 04.1250 11/16/2028 | 0.02% |
| REPUBLIC OF PARAGUAY REGS 04.7000 03/27/2027 | 0.02% |
| SHRP 2020-1 NOTE 03.0470 07/25/2024 | 0.02% |
| STACR 2015-DNA3 M3 04.7916 04/25/2028 | 0.02% |
| TORO CO SEDOL 2897040 | 0.02% |
| TPAT 2018-SL1 A P/P 144A 00.6916 01/25/2046 | 0.02% |
| UBS AG LONDON P/P 144A 01.7500 04/21/2022 | 0.02% |
| ALLY FINANCIAL INC 08.0000 11/01/2031 | 0.02% |
| AMERICAN FINANCIAL GROUP INC SEDOL 2134532 | 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% |
| BOLLORE SEDOL 4572709 | 0.02% |
| CGCMT 2014-GC21 AS 04.0260 05/10/2047 | 0.02% |
| COMCAST CORPORATION 03.3750 02/15/2025 | 0.02% |
| CSAIL 2015-C1 D 144A 03.7630 04/15/2050 | 0.02% |
| CSC HOLDINGS LLC P/P 144A 07.5000 04/01/2028 | 0.02% |
| DEUTSCHE BANK NY 03.7290 01/14/2032 | 0.02% |
| DUKE ENERGY CORP 03.1500 08/15/2027 | 0.02% |
| FHLMC FR30 ZS4703 UMBS 03.0000 02/01/2047 | 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% |
| ICL GROUP LTD SEDOL 6455530 | 0.02% |
| IHEARTCOMMUNICATIONS INC 08.3750 05/01/2027 | 0.02% |
| JAZZ PHARMACEUTICALS PLC SEDOL B4Q5ZN4 | 0.02% |
| MET LIFE GLOB P/P 144A 02.4000 06/17/2022 | 0.02% |
| NAVISTAR INTERNATIONAL L+350 03.5925 11/06/2024 | 0.02% |
| NETFLIX INC. 05.8750 11/15/2028 | 0.02% |
| ORACLE CORP 01.9000 09/15/2021 | 0.02% |
| REPUBLIC OF COLOMBIA USD 03.8750 04/25/2027 | 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% |
| WALT DISNEY COMPANY 07.7500 12/01/2045 | 0.02% |
| WFRBS 2013-C11 AS 03.3110 03/15/2045 | 0.02% |
| ATLAS COPCO AB-A SHS SEDOL BD97BN2 | 0.01% |
| BP CAPITAL MARKETS PLC USD 03.2790 09/19/2027 | 0.01% |
| CFCRE 2017-C8 B 04.1985 06/15/2050 | 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% |
| DISCOVERY INC - A SEDOL B3D7K31 | 0.01% |
| DUKE ENERGY OHIO INC 03.6500 02/01/2029 | 0.01% |
| EOG RESOURCES INC 02.6250 03/15/2023 | 0.01% |
| HARGREAVES LANSDOWN PLC SEDOL B1VZ0M2 | 0.01% |
| INDIGO NATURAL RES L P/P 144A 05.3750 02/01/2029 | 0.01% |
| INTERCONTINENTALEXCHANGE 02.6500 09/15/2040 | 0.01% |
| JPMBB 2014-C22 C 04.5531 09/15/2047 | 0.01% |
| KRAFT HEINZ FOODS CO 03.0000 06/01/2026 | 0.01% |
| LBMLT 2004-1 A2 00.8916 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 04.6051 11/15/2045 | 0.01% |
| MSC 2011-C3 B 144A 05.2155 07/15/2049 | 0.01% |
| NOVELIS CORP P/P 144A 05.8750 09/30/2026 | 0.01% |
| OCCIDENTAL PETROLEUM COR 06.4500 09/15/2036 | 0.01% |
| OMNICOM GP/OMNICOM CAP 03.6000 04/15/2026 | 0.01% |
| ONCOR ELECTRIC DELIV 03.7500 04/01/2045 | 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% |
| PULTEGROUP INC. 07.8750 06/15/2032 | 0.01% |
| SIMON PROPERTY GROUP INC SEDOL 2812452 | 0.01% |
| SOCIETE GENERALE P/P 144A 05.3750 11/18/2050 | 0.01% |
| SPECTRUM BRANDS HOLDINGS INC SEDOL BDRYFB1 | 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 03.9466 12/15/2059 | 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% |
| CLUB CAR TL L+400 04.5000 05/12/2028 | 0.01% |
| DIAMOND 1 FIN/DIAM P/P 144A 06.0200 06/15/2026 | 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% |
| FISHER PAYKEL SEDOL 6340250 | 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 04.6696 10/15/2045 | 0.01% |
| KEURIG DR PEPPER INC 04.5970 05/25/2028 | 0.01% |
| MBX.FN30.500.10 R USL1M P 01/12/41 BC | 0.01% |
| MEREDITH CORP 06.8750 02/01/2026 | 0.01% |
| MET LIFE GLOB P/P 144A 01.9500 01/13/2023 | 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 01.1416 10/25/2034 | 0.01% |
| RYOHIN KEIKAKU CO LTD SEDOL 6758455 | 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 00.7916 03/25/2054 | 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 05.2500 03/16/2037 | 0.01% |
| WAMU 2005-AR12 1A8 02.9027 10/25/2035 | 0.01% |
| WFRBS 2011-C3 D 144A 05.5978 03/15/2044 | 0.01% |
| WFRBS 2014-C22 XA IO 00.8006 09/15/2057 | 0.01% |
| AGL 2020-5A A1 144A 02.2383 07/20/2030 | 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% |
| ARCELORMITTAL USD 07.2500 10/15/2039 | 0.01% |
| ARES CAPITAL CORP 03.8750 01/15/2026 | 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% |
| BPCE SA P/P 144A 04.5000 03/15/2025 | 0.01% |
| CALLON PETROLEUM CO 06.2500 04/15/2023 | 0.01% |
| CAS 2016-C06 1M2 04.3416 04/25/2029 | 0.01% |
| CITIGROUP INC 03.8870 01/10/2028 | 0.01% |
| COMM 2014-CR18 C 04.7562 07/15/2047 | 0.01% |
| COMPASS MIN INTL P/P 144A 06.7500 12/01/2027 | 0.01% |
| CPURNSA P 2.79 R 04/15/26 | 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 00.7593 11/20/2035 | 0.01% |
| DAITO TRUST CONSTRUCT CO LTD SEDOL 6250508 | 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% |
| DUKE ENERGY CORP 04.2000 06/15/2049 | 0.01% |
| FNMA FN30 AS7154 UMBS 03.0000 05/01/2046 | 0.01% |
| FORD MOTOR COMPANY 09.0000 04/22/2025 | 0.01% |
| GOOGLE INC 03.3750 02/25/2024 | 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% |
| KRAFT HEINZ FOODS CO 05.0000 07/15/2035 | 0.01% |
| MCAS 2019-01 M7 144A 01.7916 10/15/2049 | 0.01% |
| MWST 2021-2 A 00.8416 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 2020-10A A1FL 144A 01.9838 07/15/2033 | 0.01% |
| RRAM 2020-12A AAR2 144A 01.5438 01/15/2036 | 0.01% |
| SPRINT CORP 07.2500 09/15/2021 | 0.01% |
| STACR 2016-HQA2 M3 05.2416 11/25/2028 | 0.01% |
| SUMITOMO REALTY & DEVELOPMEN SEDOL 6858902 | 0.01% |
| TERRIER MEDIA BU P/P 144A 08.8750 12/15/2027 | 0.01% |
| VERIZON COMMUNICATIONS 02.5500 03/21/2031 | 0.01% |
| VERIZON COMMUNICATIONS 04.4000 11/01/2034 | 0.01% |
| VIDEOTRON LTD USD 05.0000 07/15/2022 | 0.01% |
| WFCM 2019-C52 XA IO 01.6149 08/15/2052 | 0.01% |
| XINYI SOLAR HOLDINGS LTD SEDOL BGQYNN1 | 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 03.8500 05/04/2043 | 0.01% |
| BAUSCH HLTH COS INC P/P 144A 06.1250 04/15/2025 | 0.01% |
| BERKSHIRE HATHAWAY FIN 02.8500 10/15/2050 | 0.01% |
| CAS 2016-C03 2M2 05.9916 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% |
| CLUBCORP HLDG INC P/P 144A 08.5000 09/15/2025 | 0.01% |
| CROWN CASTLE INTL CORP 03.6500 09/01/2027 | 0.01% |
| DCP MIDSTREAM P/P 144A 06.7500 09/15/2037 | 0.01% |
| DOW CHEMICAL CO/THE 03.5000 10/01/2024 | 0.01% |
| FHMS K099 X1 IO 00.8856 09/25/2029 | 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% |
| GSMS 2015-GC32 AS 04.0180 07/10/2048 | 0.01% |
| ISTAR INC 04.7500 10/01/2024 | 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 00.9338 04/15/2029 | 0.01% |
| MSBAM 2013-C8 B 03.5586 12/15/2048 | 0.01% |
| OASIS PETROLEUM INC SEDOL BLDDYB1 | 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% |
| STAR 2020-2 M1E 03.0000 04/25/2060 | 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% |
| UBSCM 2012-C1 C 144A 05.5686 05/10/2045 | 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% |
| WFCM 2013-LC12 C 04.3086 07/15/2046 | 0.01% |
| WFCM 2019-C49 AS 04.2440 03/15/2052 | 0.01% |
| WFRBS 2011-C5 D 144A 05.7086 11/15/2044 | 0.01% |
| WFRBS 2013-C11 C 04.1856 03/15/2045 | 0.01% |
| WFRBS 2013-C12 AS 03.5600 03/15/2048 | 0.01% |
| WFRBS 2013-UBS1 AS 04.3060 03/15/2046 | 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% |
| APPLE INC 04.3750 05/13/2045 | 0.01% |
| BAFC 2005-B 3M1 00.7743 04/20/2035 | 0.01% |
| BOMBARDIER INC P/P 144A 07.8750 04/15/2027 | 0.01% |
| CAD/USD 07/21/2021 MSCIL | 0.01% |
| CANTOR FITZGERALD LP P/P 144A 06.5000 06/17/2022 | 0.01% |
| CAS 2016-C01 2M2 07.0416 08/25/2028 | 0.01% |
| CASH MGMT BILL 00.0000 09/14/2021 | 0.01% |
| CGCMT 2018-C6 B 04.7378 11/10/2051 | 0.01% |
| CISCO SYSTEMS INC 02.5000 09/20/2026 | 0.01% |
| CITIGROUP INC 04.4500 09/29/2027 | 0.01% |
| COMM 2014-CR17 C 04.7844 05/10/2047 | 0.01% |
| COMM 2014-LC15 AM 04.1980 04/10/2047 | 0.01% |
| CONTINENTAL RES 04.5000 04/15/2023 | 0.01% |
| COX COMM INC P/P 144A 02.9500 10/01/2050 | 0.01% |
| CREDIT SUISSE GRP AG P/P 144A 03.8690 01/12/2029 | 0.01% |
| DISH DBS CORP 07.7500 07/01/2026 | 0.01% |
| DOMINICAN REPUBLIC REGS 06.5000 02/15/2048 | 0.01% |
| ELMW2 2019-2A AR P/P 144A 01.3383 04/20/2034 | 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 00.3625 12/25/2028 | 0.01% |
| FHMS K105 X1 IO 01.5229 01/25/2030 | 0.01% |
| GBP/USD 06/16/2021 GSFX | 0.01% |
| GNR 2015-H25 BI IO 01.9667 10/20/2065 | 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 03.2666 03/28/2025 | 0.01% |
| INTL FLAVOR & FRAGRANCES 04.4500 09/26/2028 | 0.01% |
| JOHNSON CONTROLS INTL PL 04.9500 07/02/2064 | 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 05.0498 02/15/2047 | 0.01% |
| MSBAM 2014-C15 A4 04.0510 04/15/2047 | 0.01% |
| OCCIDENTAL PETROLEUM COR 06.2000 03/15/2040 | 0.01% |
| ORACLE CORP 03.6500 03/25/2041 | 0.01% |
| QUORUM HEALTH EXT TL L+825 09.2500 04/29/2025 | 0.01% |
| REG18 2021-1A A1 144A 01.1911 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% |
| ROYAL BANK OF CANADA USD 04.6500 01/27/2026 | 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% |
| 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% |
| WESTPAC BANKING CORP USD 02.9630 11/16/2040 | 0.01% |
| WFCM 2013-LC12 AS 04.3086 07/15/2046 | 0.01% |
| WFCM 2013-LC12 D 144A 04.3086 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% |
| 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% |
| 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 04.8750 07/15/2026 | 0.01% |
| BP CAP MARKETS AMERICA 03.1190 05/04/2026 | 0.01% |
| CAD/USD 07/21/2021 SSBT | 0.01% |
| CENGAGE LEARNING INC P/P 144A 09.5000 06/15/2024 | 0.01% |
| CF INDUSTRIES INC 04.9500 06/01/2043 | 0.01% |
| CGCMT 2014-GC19 AS 04.3450 03/10/2047 | 0.01% |
| CGCMT 2014-GC19 D 144A 05.0921 03/10/2047 | 0.01% |
| CITIGROUP INC 04.7500 05/18/2046 | 0.01% |
| CNH/USD 08/18/2021 HSBCB | 0.01% |
| COMCAST CORP 02.3500 01/15/2027 | 0.01% |
| CONTINENTAL RESO P/P 144A 05.7500 01/15/2031 | 0.01% |
| CONTINENTAL RESOURCES 04.3750 01/15/2028 | 0.01% |
| CQP HOLDCO TLB L+375 04.2500 05/27/2028 | 0.01% |
| 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% |
| 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% |
| FNMA FN30 AS8074 UMBS 03.0000 10/01/2046 | 0.01% |
| FREEPORT-MCMORAN INC 04.3750 08/01/2028 | 0.01% |
| FUJIFILM HOLDINGS CORP SEDOL 6356525 | 0.01% |
| HCA INC. 05.3750 09/01/2026 | 0.01% |
| INTELSAT JACKSON HLD P/P 144A 09.7500 07/15/2025 | 0.01% |
| JPMBB 2013-C12 B 04.0989 07/15/2045 | 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% |
| 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% |
| 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% |
| OSAT 2020-RPL1 A1 03.0719 12/26/2059 | 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% |
| 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% |
| 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% |
| 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% |
| TOTAL CAPITAL INTL SA USD 02.7500 06/19/2021 | 0.01% |
| UNITEDHEALTH GROUP INC 03.9500 10/15/2042 | 0.01% |
| UNIVAR SOLUTIONS P/P 144A 05.1250 12/01/2027 | 0.01% |
| WAMU 2007-HY2 1A1 03.0586 12/25/2036 | 0.01% |
| WASTE CONNECTIONS INC 03.5000 05/01/2029 | 0.01% |
| WELLS FARGO & COMPANY 05.8750 12/29/2049 | 0.01% |
| AHEAD DB HLDG LLC P/P 144A 06.6250 05/01/2028 | 0.01% |
| AHM 2007-1 GA1C 00.2816 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% |
| ANHEUSER-BUSCH INBEV WOR 05.5500 01/23/2049 | 0.01% |
| ARDAGH PKG FIN/HLDGS P/P 144A 04.1250 08/15/2026 | 0.01% |
| BANK 2019-BN20 XA IO 00.8362 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 02.5916 10/25/2029 | 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% |
| BWAY HOLDING CO P/P 144A 07.2500 04/15/2025 | 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% |
| 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 05.8750 03/15/2026 | 0.01% |
| CISCO SYSTEMS INC 05.9000 02/15/2039 | 0.01% |
| CMLTI 2005-2 1A2A 02.7961 05/25/2035 | 0.01% |
| CNO FINANCIAL GROUP INC 05.2500 05/30/2029 | 0.01% |
| COMM 2014-LC15 B 04.5990 04/10/2047 | 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 00.2793 02/20/2047 | 0.01% |
| DEERE & COMPANY 02.6000 06/08/2022 | 0.01% |
| DIEBOLD NIXDORF INC 08.5000 04/15/2024 | 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% |
| FHLMC FR30 ZS9547 UMBS 04.0000 09/01/2045 | 0.01% |
| FHMS K104 XAM 01.3839 01/25/2030 | 0.01% |
| FHMS K121 X1 IO 01.0284 10/25/2030 | 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% |
| 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 04.7418 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% |
| JPMCC 2010-C2 C 144A 05.6841 11/15/2043 | 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% |
| LLOYDS BANKING GROUP PLC USD 04.6500 03/24/2026 | 0.01% |
| LNSTR 2017-5 AS 144A 04.0210 03/10/2050 | 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% |
| 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% |
| MERCER INTL INC USD 05.5000 01/15/2026 | 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 04.3442 05/15/2048 | 0.01% |
| MVEW 2017-2A A 144A 01.3936 01/16/2031 | 0.01% |
| MWST 2020-1 A 00.9916 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% |
| NN GROUP NV SEDOL BNG8PQ9 | 0.01% |
| ONEMAIN FINANCE CORP 05.3750 11/15/2029 | 0.01% |
| ORGANON FIN 1 LLC P/P 144A 04.1250 04/30/2028 | 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% |
| PRUDENTIAL FINANCIAL INC 05.2000 03/15/2044 | 0.01% |
| RBS GLOBAL/REXNO P/P 144A 04.8750 12/15/2025 | 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 03.9416 03/25/2029 | 0.01% |
| STACR 2017-DNA1 M2 03.3416 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% |
| 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 01.0116 10/25/2044 | 0.01% |
| WAMU 2005-AR11 A1B3 00.8916 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 01.0859 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% |
| 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 03.1073 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 07.0000 03/15/2024 | 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% |
| CAD/USD 07/21/2021 HSBCB | 0.01% |
| CAMDEN PROPERTY TRUST 04.8750 06/15/2023 | 0.01% |
| CAS 2016-C07 2M2 04.4416 05/25/2029 | 0.01% |
| CHAMPIONX CORP 06.3750 05/01/2026 | 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% |
| 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 03.4500 02/01/2050 | 0.01% |
| COMCAST CORP 04.0490 11/01/2052 | 0.01% |
| COMSTOCK RE INC P/P 144A 06.7500 03/01/2029 | 0.01% |
| COX COMM INC P/P 144A 03.5000 08/15/2027 | 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% |
| DEVON ENERGY CORPORATION 07.9500 04/15/2032 | 0.01% |
| DIAMOND SPORTS P/P 144A 05.3750 08/15/2026 | 0.01% |
| DISH DBS CORP P/P 144A 05.1250 06/01/2029 | 0.01% |
| EMIR 2018-1 M1 01.7916 11/25/2028 | 0.01% |
| ENTERCOM MEDIA CORP P/P 144A 06.7500 03/31/2029 | 0.01% |
| EQUINIX INC 03.2000 11/18/2029 | 0.01% |
| ESH HOSPITALITY INC P/P 144A 05.2500 05/01/2025 | 0.01% |
| FHMS K740 X1 00.7594 09/25/2027 | 0.01% |
| FULL HOUSE RESOR P/P 144A 08.2500 02/15/2028 | 0.01% |
| GBP/USD 06/16/2021 MSCIL | 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 05.3796 03/10/2044 | 0.01% |
| HCA INC 04.1250 06/15/2029 | 0.01% |
| HESS MIDSTREAM P P/P 144A 05.1250 06/15/2028 | 0.01% |
| ICAHN ENTER/FIN 06.2500 05/15/2026 | 0.01% |
| 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% |
| JPMCC 2013-LC11 X IO 01.2420 04/15/2046 | 0.01% |
| KFC HLD/PIZZA HUT/TA P/P 144A 05.2500 06/01/2026 | 0.01% |
| KINDER MORGAN INC/DELAWA 07.7500 01/15/2032 | 0.01% |
| LADDER CAP FINAN P/P 144A 04.2500 02/01/2027 | 0.01% |
| LINK REIT SEDOL B0PB4M7 | 0.01% |
| LOUISIANA-PACIFIC CO P/P 144A 03.6250 03/15/2029 | 0.01% |
| MARSH & MCLENNAN COS INC 04.9000 03/15/2049 | 0.01% |
| MEG ENERGY CORP P/P 144A 06.5000 01/15/2025 | 0.01% |
| MSBAM 2014-C15 B 04.5650 04/15/2047 | 0.01% |
| MSC 2011-C3 D 144A 05.2155 07/15/2049 | 0.01% |
| NABORS IND CV 00.7500 01/15/2024 | 0.01% |
| NEWZ 2021-1 A 00.8416 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% |
| 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% |
| 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 04.8916 05/25/2028 | 0.01% |
| STACR 2016-HQA1 M3 06.4416 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 2017-C7 XA IO 01.0259 12/15/2050 | 0.01% |
| UBSCM 2018-C8 XA IO 00.8693 02/15/2051 | 0.01% |
| UNITED CONTINENTAL HOL L+375 04.5000 04/14/2028 | 0.01% |
| VERTICAL HOLDCO GMBH P/P 144A 07.6250 07/15/2028 | 0.01% |
| VMC 2021-FL4 A P/P 144A 01.2100 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 04.4790 08/15/2046 | 0.01% |
| WFRBS 2014-C24 XA IO 00.8528 11/15/2047 | 0.01% |
| 1011778 BC / NEW RED P/P 144A 03.8750 01/15/2028 | 0.01% |
| AKZO NOBEL CHEMICALS T L+275 02.8475 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% |
| ARRW 2019-3 A3 03.4160 10/25/2048 | 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% |
| CANPACK SA EASTERN L P/P 144A 03.1250 11/01/2025 | 0.01% |
| CAS 2017-C01 1EB1 01.3416 07/25/2029 | 0.01% |
| CASH MGMT BILL 00.0000 08/03/2021 | 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% |
| 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% |
| 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% |
| CROWDSTRIKE HOLDINGS INC 03.0000 02/15/2029 | 0.01% |
| CROWN CORK & SEAL CO INC 07.3750 12/15/2026 | 0.01% |
| DIAMOND 1 FIN/DIAMON P/P 144A 08.3500 07/15/2046 | 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% |
| EQUINIX INC 05.3750 05/15/2027 | 0.01% |
| EUR/USD 06/16/2021 HSBCB | 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% |
| FUBOTV INC P/P 144A CV 03.2500 02/15/2026 | 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% |
| 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% |
| JOHNSON CONTROLS POWER L+325 03.3425 04/30/2026 | 0.01% |
| JPY/USD 08/18/2021 SSBT | 0.01% |
| KKR GROUP FIN CO III P/P 144A 05.1250 06/01/2044 | 0.01% |
| LADDER CAP FIN LLLP P/P 144A 05.2500 10/01/2025 | 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% |
| LMAT 2020-GS5 A1 03.2500 06/25/2060 | 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% |
| 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% |
| NOK/USD 06/16/2021 TDBK | 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 03.1084 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 06.7500 09/15/2026 | 0.01% |
| STACR 2014-HQ2 M3 03.8416 09/25/2024 | 0.01% |
| STACR 2018-HRP2 M3 02.4916 02/25/2047 | 0.01% |
| TENNECO INC P/P 144A 05.1250 04/15/2029 | 0.01% |
| TPMT 2016-5 M2 144A 03.3750 10/25/2056 | 0.01% |
| TRANSDIGM INC. 06.3750 06/15/2026 | 0.01% |
| TRONOX INC P/P 144A 04.6250 03/15/2029 | 0.01% |
| TTM TECHNOLOGIES INC P/P 144A 04.0000 03/01/2029 | 0.01% |
| 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% |
| 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% |
| BOYD GAMING CORP P/P 144A 04.7500 06/15/2031 | 0.00% |
| BWAY CORP TLB L+325 03.3850 04/03/2024 | 0.00% |
| CAD/USD 07/21/2021 CITI | 0.00% |
| CCO HOLDINGS LLC 04.5000 05/01/2032 | 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% |
| CFCRE 2011-C2 D 144A 05.7481 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% |
| 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% |
| COMM 2014-CR17 XA IO 00.9629 05/10/2047 | 0.00% |
| COMSTOCK RESOURCES INC 09.7500 08/15/2026 | 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 CORPORATION 07.8750 09/30/2031 | 0.00% |
| DH EUROPE FINANCE II USD 03.4000 11/15/2049 | 0.00% |
| DIVERSEY TL L+300 03.1854 09/06/2024 | 0.00% |
| DRESDNER FDG TRST I P/P 144A 08.1510 06/30/2031 | 0.00% |
| DRMT 2020-2 A1 01.6920 05/25/2065 | 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% |
| GENERAL MOTORS FINL CO 04.3000 07/13/2025 | 0.00% |
| GFL ENVIRON INC P/P 144A 03.5000 09/01/2028 | 0.00% |
| GFL ENVIRONMENTA P/P 144A 08.5000 05/01/2027 | 0.00% |
| GNR 2013-99 AS IO 05.9508 06/20/2043 | 0.00% |
| GNR 2016-123 LI IO 03.5000 03/20/2044 | 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% |
| GSMS 2010-C1 D 144A 06.1540 08/10/2043 | 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% |
| KLOECKNER PENTAPLAST L+475 05.2500 02/09/2026 | 0.00% |
| L BRANDS INC 06.7500 07/01/2036 | 0.00% |
| LEVEL 3 FIN INC P/P 144A 04.2500 07/01/2028 | 0.00% |
| LIVE NATION ENTERTAI P/P 144A 05.6250 03/15/2026 | 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 00.9318 08/26/2047 | 0.00% |
| MWST 2020-2 A 00.8916 11/25/2053 | 0.00% |
| NCHET 2003-4 M1 01.2166 10/25/2033 | 0.00% |
| NETFLIX INC 04.3750 11/15/2026 | 0.00% |
| NETFLIX INC. 06.3750 05/15/2029 | 0.00% |
| NEUBERGER BERMAN GRP P/P 144A 04.8750 04/15/2045 | 0.00% |
| NEWELL BRANDS INC 04.8750 06/01/2025 | 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% |
| SPANISH BROADCAS P/P 144A 09.7500 03/01/2026 | 0.00% |
| SS&C TECH INC P/P 144A 05.5000 09/30/2027 | 0.00% |
| STACR 2020-HQA1 M2 01.9916 01/25/2050 | 0.00% |
| STANDARD IND INC P/P 144A 05.0000 02/15/2027 | 0.00% |
| STORA ENSO OYJ-R SHS SEDOL 5072673 | 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% |
| 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% |
| UNIVISION COMM P/P 144A 09.5000 05/01/2025 | 0.00% |
| VALVOLINE INC P/P 144A 04.2500 02/15/2030 | 0.00% |
| VISTRA CORP P/P 144A 05.0000 07/31/2027 | 0.00% |
| WAMU 2005-AR9 A1C3 01.0516 07/25/2045 | 0.00% |
| WELLS FARGO & COMPANY 03.9000 03/15/2026 | 0.00% |
| WFCM 2016-LC25 XA IO 00.9629 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% |
| 02.2500 03/01/2031 | 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% |
| ADIENT TLB L+350 03.5925 04/01/2028 | 0.00% |
| ALLISON TRANSMISSION P/P 144A 03.7500 01/30/2031 | 0.00% |
| ANTERO RESOURCES P/P 144A 05.3750 03/01/2030 | 0.00% |
| APACHE CORP 05.1000 09/01/2040 | 0.00% |
| ARRW 2019-1 A3 04.1555 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% |
| AUD/USD 07/21/2021 RBSF | 0.00% |
| BLACKSTONE HLDG FINA P/P 144A 01.6000 03/30/2031 | 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 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-C03 2M2 02.9916 07/25/2024 | 0.00% |
| CAS 2014-C04 1M2 04.9916 11/25/2024 | 0.00% |
| CAS 2015-C03 2M2 05.0916 07/25/2025 | 0.00% |
| CCO HOLDINGS LLC P/P 144A 04.5000 08/15/2030 | 0.00% |
| CENTENE CORP 03.0000 10/15/2030 | 0.00% |
| CHARLES RIVER LA P/P 144A 04.0000 03/15/2031 | 0.00% |
| CHS/COMMUNITY HEALTH P/P 144A 08.0000 03/15/2026 | 0.00% |
| CLEAR CHANNEL OU P/P 144A 07.5000 06/01/2029 | 0.00% |
| CNH/USD 08/18/2021 GSFX | 0.00% |
| COMM 2013-CR11 XA IO 00.9164 08/10/2050 | 0.00% |
| COMM 2014-UBS6 XA IO 00.8850 12/10/2047 | 0.00% |
| COMMSCOPE INC P/P 144A 06.0000 03/01/2026 | 0.00% |
| CONTINENTAL RESOURCES 04.9000 06/01/2044 | 0.00% |
| DCP MIDSTREAM OPERATING 05.6250 07/15/2027 | 0.00% |
| DEVON ENERGY CORPORATION 05.6000 07/15/2041 | 0.00% |
| DIAMOND SPORTS GR/DI P/P 144A 06.6250 08/15/2027 | 0.00% |
| 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% |
| ENERGY TRANSFER LP 02.9000 05/15/2025 | 0.00% |
| EPICOR SOFTWARE/EAGLE L+775 08.7500 07/30/2028 | 0.00% |
| FIFTH THIRD BANCORP 05.1000 12/29/2049 | 0.00% |
| FREEPORT-MCMORAN INC 04.6250 08/01/2030 | 0.00% |
| FRONTIER COMM P/P 144A 05.8750 10/15/2027 | 0.00% |
| GLOBAL MEDICAL RESPO P/P 144A 06.5000 10/01/2025 | 0.00% |
| GNMA GII30 BB0107 04.7000 08/20/2067 | 0.00% |
| GNMA GII30 BL6161 06.0000 12/20/2048 | 0.00% |
| GNR 2015-H24 BI IO 01.6045 08/20/2065 | 0.00% |
| GNR 2015-H26 EI IO 01.7275 10/20/2065 | 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 00.9768 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% |
| 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% |
| JPMORGAN CHASE & CO 02.9560 05/13/2031 | 0.00% |
| JPMORGAN CHASE & CO 06.1000 10/01/2024 | 0.00% |
| KINDER MORGAN ENER PART 05.4000 09/01/2044 | 0.00% |
| L BRANDS INC P/P 144A 06.6250 10/01/2030 | 0.00% |
| LEVEL 3 FINANCING IN P/P 144A 03.6250 01/15/2029 | 0.00% |
| LIVE NATION ENT P/P 144A 06.5000 05/15/2027 | 0.00% |
| 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 02.7985 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% |
| NOK/USD 06/16/2021 JPMCB | 0.00% |
| NOK/USD 06/16/2021 UBS | 0.00% |
| NOVA CHEMICALS CORP P/P 144A 04.2500 05/15/2029 | 0.00% |
| 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% |
| SEK/USD 06/16/2021 GSFX | 0.00% |
| SERVICE CORP INTL 04.0000 05/15/2031 | 0.00% |
| SINCLAIR TELE P/P 144A 04.1250 12/01/2030 | 0.00% |
| SM ENERGY CO 05.0000 01/15/2024 | 0.00% |
| SM ENERGY CO 06.1250 11/15/2022 | 0.00% |
| SM ENERGY CO P/P 144A 10.0000 01/15/2025 | 0.00% |
| SOLERA LLC / SOLERA P/P 144A 10.5000 03/01/2024 | 0.00% |
| SPECTRUM BRANDS INC P/P 144A 05.0000 10/01/2029 | 0.00% |
| STACR 2019-DNA1 M2 02.7416 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% |
| WPX ENERGY INC 05.2500 10/15/2027 | 0.00% |
| WPX ENERGY INC 05.7500 06/01/2026 | 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% |
| ZAYO GROUP HLDG INC L+300 03.0925 03/09/2027 | 0.00% |
| ABC SUPPLY CO INC P/P 144A 03.8750 11/15/2029 | 0.00% |
| AMC ENT HLDGS P/P 144A 10.5000 04/15/2025 | 0.00% |
| ARCHES BUYER INC P/P 144A 04.2500 06/01/2028 | 0.00% |
| BAUSCH HLTH COS INC P/P 144A 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% |
| BERKSHIRE HATHAWAY FIN 04.3000 05/15/2043 | 0.00% |
| BMW US CAPITAL LLC P/P 144A 03.4000 08/13/2021 | 0.00% |
| BOMBARDIER INC P/P 144A 07.5000 12/01/2024 | 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% |
| CAS 2015-C02 2M2 04.0916 05/25/2025 | 0.00% |
| CAS 2019-HRP1 M2 02.2416 11/25/2039 | 0.00% |
| CGCMT 2014-GC21 X IO 01.1586 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% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CS | 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% |
| COMMSCOPE TECH LLC P/P 144A 06.0000 06/15/2025 | 0.00% |
| COMPASS MINERALS INT P/P 144A 04.8750 07/15/2024 | 0.00% |
| COMSTOCK RESOURCES 09.7500 08/15/2026 | 0.00% |
| CP ATLAS BUYER INC P/P 144A 07.0000 12/01/2028 | 0.00% |
| CPG INTL TL L+250 03.2500 05/05/2024 | 0.00% |
| CWALT 2005-27 1A1 01.4690 08/25/2035 | 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% |
| FHR 3829 AS IO 06.8491 03/15/2041 | 0.00% |
| GBP/USD 06/16/2021 JPMCB | 0.00% |
| GENERAL DYNAMICS CORP 02.2500 11/15/2022 | 0.00% |
| GMAC CAPITAL TRUST I PCT 05.9408 | 0.00% |
| GNMA GII30 AY2298 04.7000 05/20/2067 | 0.00% |
| GNMA GII30 AY4779 04.4910 03/20/2067 | 0.00% |
| GNMA GII30 BA7681 04.6030 06/20/2067 | 0.00% |
| GNMA GII30 BL6185 06.0000 01/20/2049 | 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 01.4832 02/10/2046 | 0.00% |
| HANESBRANDS INC P/P 144A 05.3750 05/15/2025 | 0.00% |
| HMIR 2018-1 M1 144A 01.6916 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 01.1559 05/15/2047 | 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 01.0717 08/15/2047 | 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% |
| 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% |
| PRECISION DRILL USD 05.2500 11/15/2024 | 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% |
| SEK/USD 06/16/2021 JPMCB | 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 01.2916 10/25/2029 | 0.00% |
| STACR 2019-HQA1 M2 02.4416 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% |
| 0.30 R ISWP FWD US0003M P 06/16/2023 | 0.00% |
| 1.65 R ISWP FWD US0003M P 06/16/2031 | 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% |
| 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 07/21/2021 UBS | 0.00% |
| CAS 2015-C01 1M2 04.3916 02/25/2025 | 0.00% |
| CAS 2015-C02 1M2 04.0916 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 01.7358 09/10/2045 | 0.00% |
| CINEMARK USA INC 04.8750 06/01/2023 | 0.00% |
| CINEMARK USA INC P/P 144A 08.7500 05/01/2025 | 0.00% |
| CIT GROUP INC 05.0000 08/01/2023 | 0.00% |
| CLEAR CHANNEL WORLD 09.2500 02/15/2024 | 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.BBB-.6 2063-05-11 300.0 05/11/2063 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% |
| 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% |
| GBP/USD 06/16/2021 RBSF | 0.00% |
| GENERAL MOTORS CO 05.2000 04/01/2045 | 0.00% |
| GENERAL MOTORS FINL CO 04.0000 01/15/2025 | 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 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% |
| GRAFTECH FINANCE INC P/P 144A 04.6250 12/15/2028 | 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% |
| 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 00.7377 01/15/2047 | 0.00% |
| JPY/USD 08/18/2021 GSFX | 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% |
| 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 00.9166 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% |
| 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% |
| PROLOGIS L.P. 02.1250 04/15/2027 | 0.00% |
| QUEBECOR MEDIA INC USD 05.7500 01/15/2023 | 0.00% |
| REPUBLIC OF VENEZUELA REGS 08.2500 10/13/2024 | 0.00% |
| REPUBLIC OF VENEZUELA REGS 09.0000 05/07/2023 | 0.00% |
| SEK/USD 06/16/2021 BCAP-FX | 0.00% |
| STACR 2018-HQA2 M2 02.3916 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 01.5948 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 01.5158 12/15/2045 | 0.00% |
| WFRBS 2012-C9 XA IO 144A 01.8665 11/15/2045 | 0.00% |
| WFRBS 2012-C9 XB IO 144A 00.7135 11/15/2045 | 0.00% |
| WYNN RESORTS FIN LLC P/P 144A 07.7500 04/15/2025 | 0.00% |
| 1.5911 R ISWP US0003M P 05/13/2031 | 0.00% |
| 1.606 R ISWP US0003M P 05/24/2031 | 0.00% |
| 2.00 R ISWP FWD US0003M P 06/16/2051 | 0.00% |
| ARCHES BUYER INC P/P 144A 06.1250 12/01/2028 | 0.00% |
| AUD/USD 07/21/2021 HSBCB | 0.00% |
| BANK OF AMERICA CORP 06.5000 10/29/2049 | 0.00% |
| BMIR 2020-2A M1A 144A 02.3916 08/26/2030 | 0.00% |
| BP CAP MARKETS AMERICA 03.9370 09/21/2028 | 0.00% |
| CAD/USD 07/21/2021 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 05.0916 11/25/2024 | 0.00% |
| CAS 2017-C05 1M2A 02.2916 01/25/2030 | 0.00% |
| CDW LLC/CDW FINANCE 03.2500 02/15/2029 | 0.00% |
| CHS/COMMUNITY HEALTH P/P 144A 06.0000 01/15/2029 | 0.00% |
| CMB CMBX.NA.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 CS | 0.00% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 ML | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 JP | 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 ML | 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-.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% |
| CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 CG | 0.00% |
| COMCAST CORP 03.1500 03/01/2026 | 0.00% |
| CVS HEALTH CORP 03.7000 03/09/2023 | 0.00% |
| EQT CORP 05.0000 01/15/2029 | 0.00% |
| EUR/USD 06/16/2021 CITI | 0.00% |
| EUR/USD 06/16/2021 UBS | 0.00% |
| FHR 2990 LB 16.6878 06/15/2034 | 0.00% |
| FHR 3065 DC 19.5574 03/15/2035 | 0.00% |
| FNMA FN30 971053 04.5000 02/01/2039 | 0.00% |
| FNR 2006-62 PS 39.3502 07/25/2036 | 0.00% |
| FNR 2006-8 HP 24.2307 03/25/2036 | 0.00% |
| FNR 2007-53 SP 23.8640 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% |
| IHEARTMEDIA INC - CLASS A SEDOL BJVR9Y9 | 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% |
| NUTRITION & BIO P/P 144A 03.4680 12/01/2050 | 0.00% |
| PETROLEOS DE VENEZUELA S REGS 06.0000 11/15/2026 | 0.00% |
| PPL CAPITAL FUNDING INC 03.4000 06/01/2023 | 0.00% |
| S&P GLOBAL INC 02.5000 12/01/2029 | 0.00% |
| SEK/USD 06/16/2021 RBSF | 0.00% |
| SGD/USD 08/18/2021 JPMCB | 0.00% |
| SPRINT SPECTRUM P/P 144A 03.3600 09/20/2021 | 0.00% |
| STACR 2014-HQ3 M3 04.8416 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% |
| 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% |
| ZAYO GROUP HLDG INC P/P 144A 04.0000 03/01/2027 | 0.00% |
| 0.254 R ISWP US0003M P 05/13/2023 | 0.00% |
| 0.282 R ISWP US0003M P 04/28/2023 | 0.00% |
| 0.2825 R ISWP US0003M P 04/28/2023 | 0.00% |
| 1.5585 R ISWP US0003M P 05/27/2031 | 0.00% |
| 1.5614 R ISWP US0003M P 04/28/2031 | 0.00% |
| 1.5625 R ISWP US0003M P 04/28/2031 | 0.00% |
| ADVANZ PHARMA CORP LTD SEDOL BG0RYR7 | 0.00% |
| AUD/USD 07/21/2021 GSFX | 0.00% |
| AUD/USD 07/21/2021 JPMCB | 0.00% |
| AUD/USD 07/21/2021 MSCIL | 0.00% |
| AUD/USD 07/21/2021 TDBK | 0.00% |
| BACM 2007-1 XW IO 00.4234 01/15/2049 | 0.00% |
| BSCMS 06-PW14 X1 IO P/P 144A 00.5617 12/11/2038 | 0.00% |
| CGCMT 2006-C5 XC IO 144A 00.5135 10/15/2049 | 0.00% |
| CMB CMBX.NA.A.13 2072-12-16 200.0 12/16/2072 JP | 0.00% |
| CMB CMBX.NA.A.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 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 ML | 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.12 2061-08-17 500.0 08/17/2061 CG | 0.00% |
| CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 JP | 0.00% |
| CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 MS | 0.00% |
| CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 MS | 0.00% |
| CMB CMBX.NA.BB.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.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 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-.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 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 02.0576 05/15/2038 | 0.00% |
| CSMC 2007-C1 AX IO 144A 00.4613 02/15/2040 | 0.00% |
| CSMC 2007-C2 AX IO 144A 00.0157 01/15/2049 | 0.00% |
| CVS PASS-THROUGH TRUST 06.0360 12/10/2028 | 0.00% |
| EUR/USD 06/16/2021 MSCIL | 0.00% |
| FNMA FN30 935058 04.5000 04/01/2039 | 0.00% |
| FNR 2001-50 BI IO 00.3831 10/25/2041 | 0.00% |
| FNR 2001-79 BI IO 00.2678 03/25/2045 | 0.00% |
| FNR 2003-34 P1 PO 00.0000 04/25/2043 | 0.00% |
| FNW 2002-W8 IO1 IO 00.2995 06/25/2042 | 0.00% |
| GBP/USD 06/16/2021 BANKAM | 0.00% |
| GBP/USD 06/16/2021 BCAP-FX | 0.00% |
| GBP/USD 06/16/2021 WPAC | 0.00% |
| GNR 2010-9 QI IO 04.5000 01/20/2040 | 0.00% |
| GNR 2012-141 WI IO 03.5000 11/20/2041 | 0.00% |
| GNR 2015-124 NI IO 03.5000 06/20/2039 | 0.00% |
| 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 00.2972 05/15/2045 | 0.00% |
| JPMCC 2007-LDPX X IO 00.4021 01/15/2049 | 0.00% |
| JPY/USD 08/18/2021 HSBCB | 0.00% |
| JPY/USD 08/18/2021 JPMCB | 0.00% |
| LBUBS 2006-C6 XCL IO 144A 00.6874 09/15/2039 | 0.00% |
| LBUBS 2007-C2 XW IO 00.1449 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 05.6942 07/15/2045 | 0.00% |
| MWO HOLDINGS LLC | 0.00% |
| NZD/USD 07/21/2021 HSBCB | 0.00% |
| OCCIDENTAL PETROLEUM -CW27 SEDOL BMVF784 | 0.00% |
| STACR 2019-DNA2 M2 02.5416 03/25/2049 | 0.00% |
| STACR 2020-DNA5 M1 01.3100 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 00.2619 11/15/2048 | 0.00% |
| AUD/USD 07/21/2021 BCAP-FX | -0.00% |
| AUD/USD 07/21/2021 CITI | -0.00% |
| AUD/USD 07/21/2021 UBS | -0.00% |
| CAD/USD 07/21/2021 WPAC | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.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% |
| 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% |
| DKK/USD 06/16/2021 CITI | -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 RBSF | -0.00% |
| MBX.FN30.600.08 P USL1M R 01/12/39 BC | -0.00% |
| NOK/USD 06/16/2021 GSFX | -0.00% |
| NOK/USD 06/16/2021 MSCIL | -0.00% |
| NZD/USD 07/21/2021 CITI | -0.00% |
| SEK/USD 06/16/2021 TDBK | -0.00% |
| SEK/USD 06/16/2021 UBS | -0.00% |
| CHF/USD 06/16/2021 GSFX | -0.00% |
| CHF/USD 06/16/2021 HSBCB | -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% |
| EUR/USD 06/16/2021 GSFX | -0.00% |
| GBP/USD 06/16/2021 HSBCB | -0.00% |
| GBP/USD 06/16/2021 TDBK | -0.00% |
| IOS.FN30.400.10 P USL1M R 01/12/41 JP | -0.00% |
| JPY/USD 08/18/2021 MSCIL | -0.00% |
| NZD/USD 07/21/2021 MSCIL | -0.00% |
| 0.95 R ISWP FWD US0003M P 06/16/2026 | -0.00% |
| AUD/USD 07/21/2021 SSBT | -0.00% |
| CHF/USD 06/16/2021 MSCIL | -0.00% |
| CHF/USD 06/16/2021 SSBT | -0.00% |
| EUR/USD 06/16/2021 CSI-FX | -0.00% |
| EUR/USD 06/16/2021 RBSF | -0.00% |
| EUR/USD 06/16/2021 WPAC | -0.00% |
| GBP/USD 06/16/2021 CITI | -0.00% |
| GBP/USD 06/16/2021 CSI-FX | -0.00% |
| JPY/USD 08/18/2021 TDBK | -0.00% |
| JPY/USD 08/18/2021 WPAC | -0.00% |
| KRW/USD 08/18/2021 JPMCB | -0.00% |
| CHF/USD 06/16/2021 JPMCB | -0.00% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 CG | -0.00% |
| CNH/USD 08/18/2021 CITI | -0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CG | -0.00% |
| EUR/USD 06/16/2021 BCAP-FX | -0.00% |
| MBX.FN30.650.67 P USL1M R 01/12/38 BC | -0.00% |
| NZD/USD 07/21/2021 JPMCB | -0.00% |
| NZD/USD 07/21/2021 WPAC | -0.00% |
| CAD/USD 07/21/2021 BANKAM | -0.01% |
| CAD/USD 07/21/2021 BCAP-FX | -0.01% |
| GBP/USD 06/16/2021 UBS | -0.01% |
| JPY/USD 08/18/2021 UBS | -0.01% |
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| 1.57 R ISWP US0003M P 04/20/2031 | -0.01% |
| CAD/USD 07/21/2021 JPMCB | -0.01% |
| GBP/USD 06/16/2021 SSBT | -0.01% |
| MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.01% |
| EUR/USD 06/16/2021 SSBT | -0.01% |
| CNH/USD 08/18/2021 TDBK | -0.01% |
| NZD/USD 07/21/2021 UBS | -0.01% |
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| NZD/USD 07/21/2021 RBSF | -0.01% |
| CNH/USD 08/18/2021 SSBT | -0.01% |
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| CAD/USD 07/21/2021 RBSF | -0.01% |
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| E-MINI RUSS 2000 JUN21 RTYM1 | 6.03% |
|---|---|
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| AMAZON.COM INC SEDOL 2000019 | 2.36% |
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| NVIDIA CORP SEDOL 2379504 | 1.06% |
| US 10YR NOTE (CBT)JUN21 TYM1 | 1.03% |
| NASDAQ 100 E-MINI JUN21 NQM1 | 0.90% |
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| CITIGROUP INC SEDOL 2297907 | 0.84% |
| ADOBE INC SEDOL 2008154 | 0.82% |
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| ALPHABET INC-CL C SEDOL BYY88Y7 | 0.66% |
| ELI LILLY & CO SEDOL 2516152 | 0.65% |
| FACEBOOK INC-CLASS A SEDOL B7TL820 | 0.63% |
| PAYPAL HOLDINGS INC SEDOL BYW36M8 | 0.59% |
| FNMA FN15 TBA UMBS 02.5000 05/01/2036 | 0.57% |
| CISCO SYSTEMS INC SEDOL 2198163 | 0.56% |
| VERIZON COMMUNICATIONS INC SEDOL 2090571 | 0.53% |
| GOLDMAN SACHS GROUP INC SEDOL 2407966 | 0.52% |
| TAIWAN SEMICONDUCTOR MANUFAC SEDOL 6889106 | 0.52% |
| INTUIT INC SEDOL 2459020 | 0.52% |
| FNMA FN30 TBA UMBS 03.5000 06/01/2051 | 0.51% |
| ACCENTURE PLC-CL A SEDOL B4BNMY3 | 0.51% |
| BRISTOL-MYERS SQUIBB CO SEDOL 2126335 | 0.50% |
| CHARIOT FUNDING LLC 15963TTF6 DCP 06/15/2021 | 0.48% |
| DNB BANK ASA 2332K0U67 DCP 07/06/2021 | 0.48% |
| NATIONWIDE BUILDING SOCIETY 6385E0SK0 DCP 05/19/2021 | 0.48% |
| SWEDBANK AB 87019RTJ5 DCP 06/18/2021 | 0.48% |
| LLOYDS BANK PLC 53943RVD8 DCP 08/13/2021 | 0.48% |
| VICTORY RECEIVABLES CORP 92646KUM2 DCP 07/21/2021 | 0.48% |
| US LONG BOND(CBT) JUN21 USM1 | 0.48% |
| TENCENT HOLDINGS LTD SEDOL BMMV2K8 | 0.47% |
| UNION PACIFIC CORP SEDOL 2914734 | 0.47% |
| COMCAST CORP-CLASS A SEDOL 2044545 | 0.46% |
| FORD MOTOR CO SEDOL 2615468 | 0.46% |
| ALIBABA GROUP HOLDING LTD SEDOL BK6YZP5 | 0.45% |
| LOCKHEED MARTIN CORP SEDOL 2522096 | 0.45% |
| HONEYWELL INTERNATIONAL INC SEDOL 2020459 | 0.43% |
| PEPSICO INC SEDOL 2681511 | 0.43% |
| WALMART INC SEDOL 2936921 | 0.42% |
| BANK OF AMERICA CORP SEDOL 2295677 | 0.42% |
| JOHNSON & JOHNSON SEDOL 2475833 | 0.42% |
| MASTERCARD INC - A SEDOL B121557 | 0.39% |
| TARGET CORP SEDOL 2259101 | 0.38% |
| VISA INC-CLASS A SHARES SEDOL B2PZN04 | 0.37% |
| MERCK & CO. INC. SEDOL 2778844 | 0.37% |
| DUPONT DE NEMOURS INC SEDOL BK0VN47 | 0.36% |
| METLIFE INC SEDOL 2573209 | 0.35% |
| ACTIVISION BLIZZARD INC SEDOL 2575818 | 0.34% |
| EXELON CORP SEDOL 2670519 | 0.34% |
| GNMA GII30 MA6766 03.0000 07/20/2050 | 0.33% |
| SAMSUNG ELECTRONICS CO LTD SEDOL 6771720 | 0.33% |
| AIA GROUP LTD SEDOL B4TX8S1 | 0.33% |
| FREEPORT-MCMORAN INC SEDOL 2352118 | 0.33% |
| APPLIED MATERIALS INC SEDOL 2046552 | 0.32% |
| UNITEDHEALTH GROUP INC SEDOL 2917766 | 0.32% |
| JOHNSON CONTROLS INTERNATION SEDOL BY7QL61 | 0.32% |
| CHARTER COMMUNICATIONS INC-A SEDOL BZ6VT82 | 0.32% |
| DEERE & CO SEDOL 2261203 | 0.32% |
| AUTODESK INC SEDOL 2065159 | 0.31% |
| ABBVIE INC SEDOL B92SR70 | 0.30% |
| AMERICAN ELECTRIC POWER SEDOL 2026242 | 0.30% |
| HOME DEPOT INC SEDOL 2434209 | 0.29% |
| LG CHEM LTD SEDOL 6346913 | 0.29% |
| TESLA INC SEDOL B616C79 | 0.29% |
| PINTEREST INC- CLASS A SEDOL BJ2Z0H2 | 0.29% |
| MCDONALD'S CORP SEDOL 2550707 | 0.28% |
| HILTON WORLDWIDE HOLDINGS IN SEDOL BYVMW06 | 0.28% |
| CRH PLC SEDOL 4182249 | 0.28% |
| EBAY INC SEDOL 2293819 | 0.28% |
| ABBOTT LABORATORIES SEDOL 2002305 | 0.27% |
| MORGAN STANLEY | 0.27% |
| FNMA FN30 CA8525 UMBS 02.5000 12/01/2050 | 0.26% |
| NRG ENERGY INC SEDOL 2212922 | 0.26% |
| AMERICAN TOWER CORP SEDOL B7FBFL2 | 0.26% |
| DANAHER CORP SEDOL 2250870 | 0.26% |
| TREASURY BILL 00.0000 06/01/2021 | 0.25% |
| TREASURY BILL 00.0000 06/10/2021 | 0.25% |
| GENERAL MOTORS CO SEDOL B665KZ5 | 0.25% |
| SOUTHWEST AIRLINES CO SEDOL 2831543 | 0.25% |
| EDWARDS LIFESCIENCES CORP SEDOL 2567116 | 0.25% |
| FHLMC FR30 ZS4750 UMBS 03.0000 01/01/2048 | 0.25% |
| LONZA GROUP AG-REG SEDOL 7333378 | 0.24% |
| FORTINET INC SEDOL B5B2106 | 0.24% |
| SOUTHERN CO/THE SEDOL 2829601 | 0.24% |
| SONY GROUP CORP SEDOL 6821506 | 0.24% |
| ALTRIA GROUP INC | 0.23% |
| FIDELITY NATIONAL INFO SERV SEDOL 2769796 | 0.23% |
| SIMON PROPERTY GROUP INC SEDOL 2812452 | 0.23% |
| TREASURY BILL 00.0000 05/25/2021 | 0.23% |
| GNMA GII30 MA6932 03.0000 10/20/2050 | 0.22% |
| TREASURY BILL 00.0000 05/06/2021 | 0.22% |
| HALLIBURTON CO SEDOL 2405302 | 0.22% |
| T-MOBILE US INC SEDOL B94Q9V0 | 0.22% |
| CUMMINS INC SEDOL 2240202 | 0.22% |
| BEST BUY CO INC SEDOL 2094670 | 0.21% |
| GAMING AND LEISURE PROPERTIE SEDOL BFPK4S5 | 0.21% |
| MEDTRONIC PLC SEDOL BTN1Y11 | 0.21% |
| NIKE INC -CL B SEDOL 2640147 | 0.21% |
| CIGNA CORP SEDOL BHJ0775 | 0.20% |
| AXA SA SEDOL 7088429 | 0.20% |
| COCA-COLA CO/THE SEDOL 2206657 | 0.20% |
| NORTHROP GRUMMAN CORP SEDOL 2648806 | 0.20% |
| GNMA GII30 TBA 03.0000 05/01/2051 | 0.20% |
| THUNDER BAY FUNDING LLC 88602TTN3 DCP 06/22/2021 | 0.20% |
| OLD DOMINION FREIGHT LINE SEDOL 2656423 | 0.20% |
| COMPAGNIE DE SAINT-GOBAIN SEDOL 7380482 | 0.20% |
| DOW INC SEDOL BHXCF84 | 0.20% |
| SYNCHRONY FINANCIAL SEDOL BP96PS6 | 0.20% |
| HUMANA INC SEDOL 2445063 | 0.19% |
| AMERIPRISE FINANCIAL INC SEDOL B0J7D57 | 0.19% |
| GNMA GII30 MA6820 03.0000 08/20/2050 | 0.18% |
| PULTEGROUP INC SEDOL 2708841 | 0.18% |
| FNMA FN30 TBA UMBS 06.0000 05/01/2051 | 0.18% |
| SHERWIN-WILLIAMS CO/THE SEDOL 2804211 | 0.18% |
| CADENCE DESIGN SYS INC SEDOL 2302232 | 0.18% |
| PNC FINANCIAL SERVICES GROUP SEDOL 2692665 | 0.18% |
| ANGLO AMERICAN PLC SEDOL B1XZS82 | 0.18% |
| TREASURY BILL 00.0000 05/13/2021 | 0.18% |
| ESTEE LAUDER COMPANIES-CL A SEDOL 2320524 | 0.17% |
| SERVICENOW INC SEDOL B80NXX8 | 0.17% |
| UNITED RENTALS INC SEDOL 2134781 | 0.17% |
| ALLY FINANCIAL INC SEDOL B72XK05 | 0.17% |
| MERCADOLIBRE INC SEDOL B23X1H3 | 0.17% |
| BIOGEN INC SEDOL 2455965 | 0.17% |
| ZIMMER BIOMET HOLDINGS INC SEDOL 2783815 | 0.17% |
| AFLAC INC SEDOL 2026361 | 0.16% |
| LOWES COMPANIES INC | 0.16% |
| GODADDY INC - CLASS A SEDOL BWFRFC6 | 0.16% |
| CORTEVA INC SEDOL BK73B42 | 0.16% |
| MCKESSON CORP SEDOL 2378534 | 0.16% |
| HOYA CORP SEDOL 6441506 | 0.16% |
| MARRIOTT INTERNATIONAL -CL A SEDOL 2210614 | 0.16% |
| O'REILLY AUTOMOTIVE INC SEDOL B65LWX6 | 0.16% |
| CONOCOPHILLIPS | 0.16% |
| VALERO ENERGY CORP SEDOL 2041364 | 0.16% |
| IDEXX LABORATORIES INC SEDOL 2459202 | 0.16% |
| S&P GLOBAL INC SEDOL BYV2325 | 0.16% |
| WALT DISNEY CO/THE SEDOL 2270726 | 0.16% |
| BOSTON PROPERTIES INC SEDOL 2019479 | 0.16% |
| ASSURED GUARANTY LTD SEDOL B00V7H8 | 0.16% |
| ROCKWELL AUTOMATION INC SEDOL 2754060 | 0.16% |
| SEA LTD-ADR SEDOL BYWD7L4 | 0.15% |
| CDX CDX.NA.HY.36 500.0 06/20/2026 | 0.15% |
| FNMA FN30 FM4328 UMBS 02.5000 09/01/2050 | 0.15% |
| MONDELEZ INTERNATIONAL INC-A SEDOL B8CKK03 | 0.15% |
| SK HYNIX INC SEDOL 6450267 | 0.15% |
| SCHLUMBERGER LTD SEDOL 2779201 | 0.15% |
| TREASURY BILL 00.0000 06/03/2021 | 0.15% |
| CHEVRON CORP | 0.15% |
| ROCHE HOLDING AG-GENUSSCHEIN SEDOL 7110388 | 0.15% |
| BJ'S WHOLESALE CLUB HOLDINGS SEDOL BFZNZF8 | 0.15% |
| NOVARTIS AG-REG SEDOL 7103065 | 0.15% |
| AMGEN INC SEDOL 2023607 | 0.14% |
| COCA-COLA HBC AG-DI SEDOL B9895B7 | 0.14% |
| UBER TECHNOLOGIES INC SEDOL BK6N347 | 0.14% |
| DEUTSCHE BOERSE AG SEDOL 7021963 | 0.14% |
| LULULEMON ATHLETICA INC SEDOL B23FN39 | 0.14% |
| COGNIZANT TECH SOLUTIONS-A SEDOL 2257019 | 0.14% |
| MEDIATEK INC SEDOL 6372480 | 0.14% |
| VEEVA SYSTEMS INC-CLASS A SEDOL BFH3N85 | 0.14% |
| DIAGEO PLC SEDOL 0237400 | 0.14% |
| CAPITAL ONE FINANCIAL CORP SEDOL 2654461 | 0.14% |
| NESTLE SA-REG SEDOL 7123870 | 0.14% |
| DEXCOM INC SEDOL B0796X4 | 0.13% |
| RELIANCE INDUSTRIES LTD SEDOL 6099626 | 0.13% |
| COSTAR GROUP INC SEDOL 2262864 | 0.13% |
| COSTCO WHOLESALE CORP SEDOL 2701271 | 0.13% |
| EQUINIX INC SEDOL BVLZX12 | 0.13% |
| REGENERON PHARMACEUTICALS SEDOL 2730190 | 0.13% |
| NOVATEK MICROELECTRONICS COR SEDOL 6346333 | 0.13% |
| ROYAL DUTCH SHELL PLC-B SHS SEDOL B03MM40 | 0.13% |
| TJX COMPANIES INC SEDOL 2989301 | 0.13% |
| BHP GROUP LTD SEDOL 6144690 | 0.13% |
| EATON CORP PLC SEDOL B8KQN82 | 0.13% |
| DOCUSIGN INC SEDOL BFYT7B7 | 0.13% |
| SCHNEIDER ELECTRIC SE SEDOL 4834108 | 0.13% |
| LI NING CO LTD SEDOL B01JCK9 | 0.12% |
| ALLIANZ SE-REG SEDOL 5231485 | 0.12% |
| L OREAL SEDOL 4057808 | 0.12% |
| MEITUAN-CLASS B SEDOL BGJW376 | 0.12% |
| WASTE MANAGEMENT INC SEDOL 2937667 | 0.12% |
| HDFC BANK LIMITED SEDOL BK1N461 | 0.12% |
| LIVE NATION ENTERTAINMENT IN SEDOL B0T7YX2 | 0.12% |
| RAYTHEON TECHNOLOGIES CORP SEDOL BM5M5Y3 | 0.12% |
| QUANTA SERVICES INC SEDOL 2150204 | 0.12% |
| FNMA FN30 MA3563 UMBS 04.0000 01/01/2049 | 0.12% |
| CHIPOTLE MEXICAN GRILL INC SEDOL B0X7DZ3 | 0.12% |
| HOLOGIC INC SEDOL 2433530 | 0.12% |
| NOVO NORDISK A/S-B SEDOL BHC8X90 | 0.12% |
| ASTRAZENECA PLC-SPONS ADR SEDOL 2989044 | 0.12% |
| SYNOPSYS INC SEDOL 2867719 | 0.12% |
| AIRBNB INC-CLASS A SEDOL BMGYYH4 | 0.12% |
| EXXON MOBIL CORP SEDOL 2326618 | 0.12% |
| RIO TINTO PLC SEDOL 0718875 | 0.12% |
| CBRE GROUP INC - A SEDOL B6WVMH3 | 0.11% |
| RADIAN GROUP INC SEDOL 2173911 | 0.11% |
| SBERBANK PJSC -SPONSORED ADR SEDOL B5SC091 | 0.11% |
| NEXI SPA SEDOL BJ1F880 | 0.11% |
| THALES SA SEDOL 4162791 | 0.11% |
| BOOZ ALLEN HAMILTON HOLDINGS SEDOL B5367T7 | 0.11% |
| ALLIANCE DATA SYSTEMS CORP SEDOL 2762030 | 0.11% |
| AP MOLLER-MAERSK A/S-B SEDOL 4253048 | 0.11% |
| CARDINAL HEALTH INC SEDOL 2175672 | 0.11% |
| JD.COM INC-ADR SEDOL BMM27D9 | 0.11% |
| DEUTSCHE POST AG-REG SEDOL 4617859 | 0.10% |
| T-MOBILE US INC P/P 144A 05.2500 CV PFD | 0.10% |
| FNMA FN30 TBA UMBS 03.5000 05/01/2051 | 0.10% |
| IQVIA HOLDINGS INC SEDOL BDR73G1 | 0.10% |
| AMERICAN INTERNATIONAL GROUP SEDOL 2027342 | 0.10% |
| LABORATORY CRP OF AMER HLDGS SEDOL 2586122 | 0.10% |
| PRUDENTIAL PLC SEDOL 0709954 | 0.10% |
| ASAHI GROUP HOLDINGS LTD SEDOL 6054409 | 0.10% |
| BNP PARIBAS SEDOL 7309681 | 0.10% |
| LIBERTY GLOBAL PLC- C SEDOL B8W67B1 | 0.10% |
| MERCK KGAA SEDOL 4741844 | 0.10% |
| RELIANC-GDR 144A 144A SEDOL B16CYP9 | 0.10% |
| FNMA FN30 FM1741 UMBS 04.0000 04/01/2049 | 0.10% |
| ORSTED A/S SEDOL BYT16L4 | 0.10% |
| POLARIS INC SEDOL 2692933 | 0.10% |
| ABB LTD-REG SEDOL 7108899 | 0.10% |
| VERTEX PHARMACEUTICALS INC SEDOL 2931034 | 0.10% |
| BAXTER INTERNATIONAL INC SEDOL 2085102 | 0.10% |
| BOOKING HOLDINGS INC SEDOL BDRXDB4 | 0.10% |
| BRENNTAG SE SEDOL B4YVF56 | 0.10% |
| DBS GROUP HOLDINGS LTD SEDOL 6175203 | 0.10% |
| ABIOMED INC SEDOL 2003698 | 0.10% |
| AMETEK INC SEDOL 2089212 | 0.10% |
| APOLLO HOSPITALS ENTERPRISE SEDOL 6273583 | 0.10% |
| CAIXABANK SA SEDOL B283W97 | 0.10% |
| DEUTSCHE TELEKOM AG-REG SEDOL 5842359 | 0.10% |
| GARTNER INC SEDOL 2372763 | 0.10% |
| HERMES INTERNATIONAL SEDOL 5253973 | 0.10% |
| KAKAO CORP SEDOL 6194037 | 0.10% |
| ALLSTATE CORP SEDOL 2019952 | 0.10% |
| AMERISOURCEBERGEN CORP | 0.10% |
| EDP-ENERGIAS DE PORTUGAL SA SEDOL 4103596 | 0.10% |
| PUBLIC SERVICE ENTERPRISE GP SEDOL 2707677 | 0.10% |
| TECHTRONIC INDUSTRIES CO LTD SEDOL B0190C7 | 0.10% |
| DRAFTKINGS INC - CL A SEDOL BMYML02 | 0.10% |
| FORTUNE BRANDS HOME & SECURI SEDOL B3MC7D6 | 0.10% |
| KINDER MORGAN INC SEDOL B3NQ4P8 | 0.10% |
| NINTENDO CO LTD SEDOL 6639550 | 0.09% |
| ZALANDO SE SEDOL BQV0SV7 | 0.09% |
| APOLLO GLOBAL MANAGEMENT INC SEDOL BKRLVD5 | 0.09% |
| RENESAS ELECTRONICS CORP SEDOL 6635677 | 0.09% |
| TOTAL SE SEDOL B15C557 | 0.09% |
| AGNC INVESTMENT CORP SEDOL BYYHJL8 | 0.09% |
| FNMA FN30 BQ1269 UMBS 02.5000 08/01/2050 | 0.09% |
| OTIS WORLDWIDE CORP SEDOL BK531S8 | 0.09% |
| ARAMARK SEDOL BH3XG17 | 0.09% |
| ITOCHU CORP SEDOL 6467803 | 0.09% |
| MONCLER SPA SEDOL BGLP232 | 0.09% |
| SK TELECOM SEDOL 6224871 | 0.09% |
| VONTIER CORP SEDOL BH4GV32 | 0.09% |
| HANA FINANCIAL GROUP SEDOL B0RNRF5 | 0.09% |
| TEXAS INSTRUMENTS INC SEDOL 2885409 | 0.09% |
| EASTMAN CHEMICAL CO SEDOL 2298386 | 0.09% |
| PARTNERS GROUP HOLDING AG SEDOL B119QG0 | 0.09% |
| SAMSUNG ELECTRONICS-PREF SEDOL 6773812 | 0.09% |
| WALMART DE MEXICO SAB DE CV SEDOL BW1YVH8 | 0.09% |
| WESFARMERS LTD SEDOL 6948836 | 0.09% |
| LEIDOS HOLDINGS INC SEDOL BDV82B8 | 0.09% |
| TATA CONSULTANCY SVS LTD SEDOL B01NPJ1 | 0.09% |
| FERGUSON PLC SEDOL BJVNSS4 | 0.09% |
| STATE STREET CORP SEDOL 2842040 | 0.09% |
| YUM CHINA HOLDINGS INC SEDOL BN2BD13 | 0.09% |
| B3 SA-BRASIL BOLSA BALCAO SEDOL BG36ZK1 | 0.08% |
| EQUINOR ASA SEDOL 7133608 | 0.08% |
| FLUTTER ENTERTAINMENT PLC-DI SEDOL BWXC0Z1 | 0.08% |
| INDUSTRIA DE DISENO TEXTIL SEDOL BP9DL90 | 0.08% |
| NAVER CORP SEDOL 6560393 | 0.08% |
| STELLANTIS NV SEDOL BMD8F98 | 0.08% |
| YAMAHA MOTOR CO LTD SEDOL 6985264 | 0.08% |
| AIRTAC INTERNATIONAL GROUP SEDOL B52J816 | 0.08% |
| AUTO1 GROUP SE P/P 144A SEDOL BL5C4C7 | 0.08% |
| AGCO CORP SEDOL 2010278 | 0.08% |
| FNMA FN30 FM1521 UMBS 04.0000 05/01/2049 | 0.08% |
| TRANSDIGM GROUP INC SEDOL B11FJK3 | 0.08% |
| TWILIO INC - A SEDOL BD6P5Q0 | 0.08% |
| JAPAN EXCHANGE GROUP INC SEDOL 6743882 | 0.08% |
| KEURIG DR PEPPER INC SEDOL BD3W133 | 0.08% |
| AKZO NOBEL N.V. SEDOL BJ2KSG2 | 0.08% |
| AMEREN CORPORATION SEDOL 2050832 | 0.08% |
| PRINCIPAL FINANCIAL GROUP SEDOL 2803014 | 0.08% |
| SUMITOMO MITSUI FINANCIAL GR SEDOL 6563024 | 0.08% |
| TAIWAN SEMICONDUCTOR-SP ADR SEDOL 2113382 | 0.08% |
| TOTVS SA SEDOL B10LQP6 | 0.08% |
| VOLVO AB-B SHS SEDOL B1QH830 | 0.08% |
| IMPERIAL BRANDS PLC SEDOL 0454492 | 0.08% |
| LONDON STOCK EXCHANGE GROUP SEDOL B0SWJX3 | 0.08% |
| MICHELIN (CGDE) SEDOL 4588364 | 0.08% |
| NXP SEMICONDUCTORS NV SEDOL B505PN7 | 0.08% |
| YANDEX NV-A SEDOL B5BSZB3 | 0.08% |
| ENTERPRISE PRODUCTS PARTNERS SEDOL 2285388 | 0.08% |
| LEGRAND SA SEDOL B11ZRK9 | 0.08% |
| DANAHER CORP 05.0000 CV PFD | 0.08% |
| FNMA FN30 AL9859 UMBS 03.0000 03/01/2047 | 0.08% |
| GOODMAN GROUP SEDOL B03FYZ4 | 0.08% |
| SANDVIK AB SEDOL B1VQ252 | 0.08% |
| AVIVA PLC SEDOL 0216238 | 0.08% |
| BANCO BILBAO VIZCAYA ARGENTA SEDOL 5501906 | 0.08% |
| LINDE PLC SEDOL BYWD9S5 | 0.08% |
| CENTRE TESTING INTL GROUP-A SEDOL BD5C7D3 | 0.08% |
| KINGFISHER PLC SEDOL 3319521 | 0.08% |
| MINEBEA CO LTD SEDOL 6642406 | 0.08% |
| NOMURA HOLDINGS INC SEDOL 6643108 | 0.08% |
| WUXI APPTEC CO LTD-H SEDOL BGHH0L6 | 0.08% |
| BRUNSWICK CORP SEDOL 2149309 | 0.08% |
| TOKYO ELECTRON LTD SEDOL 6895675 | 0.08% |
| SECOM CO LTD SEDOL 6791591 | 0.07% |
| CARLSBERG AS-B SEDOL 4169219 | 0.07% |
| FNMA FN30 MA2737 UMBS 03.0000 09/01/2046 | 0.07% |
| SBI HOLDINGS INC SEDOL 6309466 | 0.07% |
| CENOVUS ENERGY INC SEDOL B57FG04 | 0.07% |
| DISCOVER FINANCIAL SERVICES SEDOL B1YLC43 | 0.07% |
| EVOLUTION GAMING GRP SEDOL BJXSCH4 | 0.07% |
| KDDI CORP SEDOL 6248990 | 0.07% |
| COVESTRO AG SEDOL BYTBWY9 | 0.07% |
| HINDUSTAN UNILEVER LTD SEDOL 6261674 | 0.07% |
| SHENZHEN INOVANCE TECHNOLO-A SEDOL BD5CMN8 | 0.07% |
| SLM CORP | 0.07% |
| ROKU INC SEDOL BZ1LFG7 | 0.07% |
| SIG COMBIBLOC GROUP AG SEDOL BD5GN60 | 0.07% |
| ENTERGY CORP SEDOL 2317087 | 0.07% |
| GARMIN LTD SEDOL B3Z5T14 | 0.07% |
| JEFFERIES FINANCIAL GROUP IN SEDOL BG0Q4Z2 | 0.07% |
| QIAGEN N.V. SEDOL BYXS699 | 0.07% |
| SHENZHEN MINDRAY BIO-MEDIC-A SEDOL BHQK864 | 0.07% |
| THERMO FISHER SCIENTIFIC INC SEDOL 2886907 | 0.07% |
| BAIDU INC - SPON ADR SEDOL B0FXT17 | 0.07% |
| CK ASSET HOLDINGS LTD SEDOL BYZQ077 | 0.07% |
| PALTAC CORPORATION SEDOL B61BG94 | 0.07% |
| CAPGEMINI SE SEDOL 4163437 | 0.06% |
| CNH INDUSTRIAL NV SEDOL BDSV2V0 | 0.06% |
| STACR 2016-DNA2 M3 04.7561 10/25/2028 | 0.06% |
| UNITED PARCEL SERVICE-CL B SEDOL 2517382 | 0.06% |
| BF0101 03.5000 06/01/2056 | 0.06% |
| CREDIT AGRICOLE SA SEDOL 7262610 | 0.06% |
| DAIKIN INDUSTRIES LTD SEDOL 6250724 | 0.06% |
| LAFARGEHOLCIM LTD-REG SEDOL 7110753 | 0.06% |
| ENEL SPA SEDOL 7144569 | 0.06% |
| MORGAN STANLEY 03.1250 01/23/2023 | 0.06% |
| SANY HEAVY INDUSTRY CO LTD-A SEDOL BP3R3H0 | 0.06% |
| BP PLC SEDOL 0798059 | 0.06% |
| TEMPUR SEALY INTERNATIONAL I SEDOL 2216991 | 0.06% |
| BANK OF IRELAND GROUP PLC SEDOL BD1RP61 | 0.06% |
| CDX CDX.NA.IG.36 100.0 06/20/2026 | 0.06% |
| DYNATRACE INC SEDOL BJV2RD9 | 0.06% |
| KEYCORP SEDOL 2490911 | 0.06% |
| REPUBLIC SERVICES INC SEDOL 2262530 | 0.06% |
| ABCAM PLC SEDOL B677469 | 0.06% |
| AMDOCS LTD SEDOL 2256908 | 0.06% |
| SANDS CHINA LTD SEDOL B5B23W2 | 0.06% |
| NETWORK INTERNATIONAL HOLDIN SEDOL BH3VJ78 | 0.06% |
| PROSUS NV SEDOL BJDS7L3 | 0.06% |
| ADIDAS AG SEDOL 4031976 | 0.06% |
| FORTESCUE METALS GROUP LTD SEDOL B2B2B49 | 0.06% |
| NOMURA RESEARCH INSTITUTE LT SEDOL 6390921 | 0.06% |
| TARGA RESOURCES CORP SEDOL B55PZY3 | 0.06% |
| ABBVIE INC 03.2000 11/21/2029 | 0.06% |
| AVALONBAY COMMUNITIES INC SEDOL 2131179 | 0.06% |
| OPAP SA SEDOL 7107250 | 0.06% |
| PORSCHE AUTOMOBIL HLDG-PRF SEDOL 7101069 | 0.06% |
| CROWN HOLDINGS INC | 0.06% |
| FNMA FN30 BQ0329 UMBS 02.5000 07/01/2050 | 0.06% |
| KONINKLIJKE AHOLD DELHAIZE N SEDOL BD0Q398 | 0.06% |
| MEDICAL PROPERTIES TRUST INC SEDOL B0JL5L9 | 0.06% |
| ADYEN NV SEDOL BZ1HM42 | 0.05% |
| PFIZER INC SEDOL 2684703 | 0.05% |
| JPMORGAN CHASE & CO 03.9640 11/15/2048 | 0.05% |
| MICROSOFT CORP 01.5500 08/08/2021 | 0.05% |
| NEW YORK LIFE INS P/P 144A 01.1000 05/05/2023 | 0.05% |
| NITORI HOLDINGS CO LTD SEDOL 6644800 | 0.05% |
| SHIN-ETSU CHEMICAL CO LTD SEDOL 6804585 | 0.05% |
| SQUARE INC - A SEDOL BYNZGK1 | 0.05% |
| DNB NOR ASA SEDOL 4263304 | 0.05% |
| DXC TECHNOLOGY CO SEDOL BYXD7B3 | 0.05% |
| VERIZON COMM 04.3290 09/21/2028 | 0.05% |
| WOOLWORTHS GROUP LTD SEDOL 6981239 | 0.05% |
| AT&T INC P/P 144A 03.5500 09/15/2055 | 0.05% |
| CIMAREX ENERGY CO SEDOL 2987521 | 0.05% |
| EQUITABLE HOLDINGS INC SEDOL BKRMR96 | 0.05% |
| 3I GROUP PLC SEDOL B1YW440 | 0.05% |
| ASIAN PAINTS LTD SEDOL BCRWL65 | 0.05% |
| CITIGROUP INC 03.6680 07/24/2028 | 0.05% |
| CONSTELLATION BRANDS INC-A SEDOL 2170473 | 0.05% |
| MANPOWERGROUP INC SEDOL 2562490 | 0.05% |
| ALLFUNDS GROUP PLC SEDOL BNTJ354 | 0.05% |
| COPA HOLDINGS SA-CLASS A SEDOL B0TNJH9 | 0.05% |
| ONO PHARMACEUTICAL CO LTD SEDOL 6660107 | 0.05% |
| POYA INTERNATIONAL CO LTD SEDOL 6541826 | 0.05% |
| BHP GROUP PLC SEDOL BH0P3Z9 | 0.05% |
| JPMORGAN CHASE & CO 03.3750 05/01/2023 | 0.05% |
| JPMORGAN CHASE & CO 03.6250 12/01/2027 | 0.05% |
| KOITO MANUFACTURING CO LTD SEDOL 6496324 | 0.05% |
| LAMAR ADVERTISING CO-A SEDOL BSPHGN6 | 0.05% |
| MORGAN STANLEY 03.7720 01/24/2029 | 0.05% |
| PARADE TECHNOLOGIES LTD SEDOL B6RV676 | 0.05% |
| AT&T INC SEDOL 2831811 | 0.05% |
| DAIWA HOUSE INDUSTRY CO LTD SEDOL 6251363 | 0.05% |
| GENTEX CORP SEDOL 2366799 | 0.05% |
| SKANDINAVISKA ENSKILDA BAN-A SEDOL 4813345 | 0.05% |
| XINYI SOLAR HOLDINGS LTD SEDOL BGQYNN1 | 0.05% |
| 10X GENOMICS INC-CLASS A SEDOL BKS3RS7 | 0.05% |
| AXALTA COATING SYSTEMS LTD SEDOL BSFWCF5 | 0.05% |
| GOLDMAN SACHS GROUP INC 03.8500 01/26/2027 | 0.05% |
| SARTORIUS STEDIM BIOTECH SEDOL BYZ2QP5 | 0.05% |
| UNIVERSAL VISION BIOTECHNOLO SEDOL 6732051 | 0.05% |
| WH GROUP LTD SEDOL BLLHKZ1 | 0.05% |
| AMERICAN TOWER CORP 02.7000 04/15/2031 | 0.04% |
| EDF SEDOL B0NJJ17 | 0.04% |
| FNMA FN30 BM5024 UMBS 03.0000 11/01/2048 | 0.04% |
| PANASONIC CORP SEDOL 6572707 | 0.04% |
| UNITED OVERSEAS BANK LTD SEDOL 6916781 | 0.04% |
| BANK OF AMERICA CORP 06.1100 01/29/2037 | 0.04% |
| DNB BANK ASA P/P 144A 02.1500 12/02/2022 | 0.04% |
| FNMA FN30 BM1172 UMBS 03.0000 03/01/2047 | 0.04% |
| KNORR-BREMSE AG SEDOL BD2P9X9 | 0.04% |
| KONINKLIJKE KPN NV SEDOL 5956078 | 0.04% |
| LITE-ON TECHNOLOGY CORP SEDOL 6519481 | 0.04% |
| RELIANCE STEEL & ALUMINUM SEDOL 2729068 | 0.04% |
| SHIONOGI & CO LTD SEDOL 6804682 | 0.04% |
| ADECCO GROUP AG-REG SEDOL 7110720 | 0.04% |
| AURIZON HOLDINGS LTD SEDOL B87CVM3 | 0.04% |
| BANK LEUMI LE-ISRAEL SEDOL 6076425 | 0.04% |
| BRISTOL-MYERS 03.2500 02/20/2023 | 0.04% |
| NIPPON TELEGRAPH & TELEPHONE SEDOL 6641373 | 0.04% |
| NORDSON CORP SEDOL 2641838 | 0.04% |
| SIRIUS XM RADIO INC P/P 144A 05.0000 08/01/2027 | 0.04% |
| SONIC HEALTHCARE LTD SEDOL 6821120 | 0.04% |
| TORONTO-DOMINION BANK USD 01.9000 12/01/2022 | 0.04% |
| UNUM GROUP SEDOL 2433842 | 0.04% |
| CVS HEALTH CORP 04.7800 03/25/2038 | 0.04% |
| JUBILANT FOODWORKS LTD SEDOL B3PRM66 | 0.04% |
| VISTRA CORP SEDOL BZ8VJQ8 | 0.04% |
| ALTICE USA INC- A SEDOL BDRY7P9 | 0.04% |
| ENERGY TRANSFER LP 06.6250 02/15/2028 | 0.04% |
| IHS MARKIT LTD P/P 144A 04.7500 02/15/2025 | 0.04% |
| MWST 2019-1 A 00.9061 06/25/2052 | 0.04% |
| ORACLE CORP 02.5000 10/15/2022 | 0.04% |
| UBS GROUP AG P/P 144A 03.4910 05/23/2023 | 0.04% |
| COLGATE-PALMOLIVE CO SEDOL 2209106 | 0.04% |
| FAURECIA SEDOL 4400446 | 0.04% |
| STONECO LTD-A SEDOL BGKG6M3 | 0.04% |
| ALLISON TRANSMISSION HOLDING SEDOL B4PZ892 | 0.04% |
| DINO POLSKA SA SEDOL BD0YVN2 | 0.04% |
| DISCOVERY INC - A SEDOL B3D7K31 | 0.04% |
| PANDORA A/S SEDOL B44XTX8 | 0.04% |
| UNITED MEXICAN STATES USD 05.5500 01/21/2045 | 0.04% |
| APPLE INC 00.7500 05/11/2023 | 0.04% |
| ASML HOLDING NV SEDOL B929F46 | 0.04% |
| AT&T INC P/P 144A 02.5500 12/01/2033 | 0.04% |
| FUJITSU LTD SEDOL 6356945 | 0.04% |
| NABTESCO CORP SEDOL 6687571 | 0.04% |
| BANK OF AMERICA CORP 03.2480 10/21/2027 | 0.04% |
| DBUBS 2011-LC3A D P/P 144A 05.5170 08/10/2044 | 0.04% |
| JONES LANG LASALLE INC SEDOL 2040640 | 0.04% |
| LENNAR CORP-A SEDOL 2511920 | 0.04% |
| LOGITECH INTERNATIONAL-REG SEDOL B18ZRK2 | 0.04% |
| RYDER SYSTEM INC SEDOL 2760669 | 0.04% |
| SYSCO CORP SEDOL 2868165 | 0.04% |
| BOC HONG KONG HOLDINGS LTD SEDOL 6536112 | 0.04% |
| CAS 2016-C04 1M2 04.3561 01/25/2029 | 0.04% |
| CELANESE CORP SEDOL B05MZT4 | 0.04% |
| DEVON ENERGY CORP SEDOL 2480677 | 0.04% |
| EIFFAGE SEDOL B13X013 | 0.04% |
| EOG RESOURCES INC SEDOL 2318024 | 0.04% |
| GLAXOSMITHKLINE PLC SEDOL 0925288 | 0.04% |
| INTERACTIVE BROKERS GRO-CL A SEDOL B1WT4X2 | 0.04% |
| NESTLE HOLDINGS INC P/P 144A 00.3750 01/15/2024 | 0.04% |
| BRAMBLES LTD SEDOL B1FJ0C0 | 0.04% |
| DUKE REALTY CORP SEDOL 2284084 | 0.04% |
| HONG KONG EXCHANGES & CLEAR SEDOL 6267359 | 0.04% |
| INTERPUBLIC GRP 04.6500 10/01/2028 | 0.04% |
| CF INDUSTRIES INC P/P 144A 04.5000 12/01/2026 | 0.03% |
| ENI SPA SEDOL 7145056 | 0.03% |
| FNMA FN30 TBA UMBS 04.0000 05/01/2051 | 0.03% |
| HIKMA PHARMACEUTICALS PLC SEDOL B0LCW08 | 0.03% |
| LNSTR 2015-3 B P/P 144A 03.3228 04/20/2048 | 0.03% |
| MGIC INVESTMENT CORP SEDOL 2548616 | 0.03% |
| OMRON CORP SEDOL 6659428 | 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% |
| SUMITOMO MITSUI TRUST HOLDIN SEDOL 6431897 | 0.03% |
| SUN HUNG KAI PROPERTIES SEDOL 6859927 | 0.03% |
| AENA SME SA SEDOL BVRZ8L1 | 0.03% |
| APA CORP SEDOL BNNF1C1 | 0.03% |
| DOVER CORP SEDOL 2278407 | 0.03% |
| FEDEX CORP SEDOL 2142784 | 0.03% |
| FNMA FN30 BC1155 UMBS 03.0000 06/01/2046 | 0.03% |
| NEXON CO LTD SEDOL B63QM77 | 0.03% |
| NITTO DENKO CORP SEDOL 6641801 | 0.03% |
| ORACLE CORP SEDOL 2661568 | 0.03% |
| CCO HOLDINGS LLC P/P 144A 05.3750 06/01/2029 | 0.03% |
| CK HUTCHISON HOLDINGS LTD SEDOL BW9P816 | 0.03% |
| FIDELITY NATIONAL FINANCIAL SEDOL BNBRDD4 | 0.03% |
| HCA HEALTHCARE INC SEDOL B4MGBG6 | 0.03% |
| INVITATION HOMES INC SEDOL BD81GW9 | 0.03% |
| JPY/USD 05/19/2021 SSBT | 0.03% |
| MICROSOFT CORP 02.4000 08/08/2026 | 0.03% |
| NORFOLK SOUTHERN CORP SEDOL 2641894 | 0.03% |
| OTSUKA CORP SEDOL 6267058 | 0.03% |
| SPRINT CORP 07.8750 09/15/2023 | 0.03% |
| SUMITOMO TR&BK P/P 144A 00.8000 09/12/2023 | 0.03% |
| T-MOBILE USA INC P/P 144A 03.7500 04/15/2027 | 0.03% |
| WILLIAMS COS INC SEDOL 2967181 | 0.03% |
| ARROW ELECTRONICS INC SEDOL 2051404 | 0.03% |
| BROADCOM INC 04.1500 11/15/2030 | 0.03% |
| CAS 2020-R01 1M2 02.1561 01/25/2040 | 0.03% |
| CINTAS CORP SEDOL 2197137 | 0.03% |
| CSX CORP SEDOL 2160753 | 0.03% |
| EQUITY LIFESTYLE PROPERTIES SEDOL 2563125 | 0.03% |
| HITACHI LTD SEDOL 6429104 | 0.03% |
| INTL BUSINESS MACHINES CORP SEDOL 2005973 | 0.03% |
| PALO ALTO NETWORKS INC SEDOL B87ZMX0 | 0.03% |
| SALESFORCE.COM INC 03.7000 04/11/2028 | 0.03% |
| SPRINT CAPITAL CORPORATION 06.8750 11/15/2028 | 0.03% |
| DARDEN RESTAURANTS INC SEDOL 2289874 | 0.03% |
| DIRECT LINE INSURANCE GROUP SEDOL BY9D0Y1 | 0.03% |
| FLEETCOR TECHNOLOGIES INC SEDOL B4R28B3 | 0.03% |
| REPUBLIC OF SENEGAL REGS 06.2500 05/23/2033 | 0.03% |
| TELEFONICA EMISIONES SAU USD 04.8950 03/06/2048 | 0.03% |
| CAS 2015-C04 2M2 05.6561 04/25/2028 | 0.03% |
| CHARTER COMM OPT LLC 06.4840 10/23/2045 | 0.03% |
| LASERTEC CORP SEDOL 6506267 | 0.03% |
| SONOVA HOLDING AG-REG SEDOL 7156036 | 0.03% |
| TRANSDIGM INC. P/P 144A 06.2500 03/15/2026 | 0.03% |
| YUM BRANDS INC SEDOL 2098876 | 0.03% |
| ZOZO INC SEDOL B292RC1 | 0.03% |
| ASHLAND GLOBAL HOLDINGS INC SEDOL BYND5N1 | 0.03% |
| CAS 2016-C02 1M2 06.1061 09/25/2028 | 0.03% |
| CIT GROUP INC. 05.2500 03/07/2025 | 0.03% |
| EQUINIX INC. 02.9000 11/18/2026 | 0.03% |
| JPMORGAN CHASE & CO 04.6000 02/01/2025 | 0.03% |
| SPX 20220121 C 4350.00CITI | 0.03% |
| US 10YR ULTRA FUT JUN21 UXYM1 | 0.03% |
| ALKERMES PLC SEDOL B3P6D26 | 0.03% |
| CAS 2016-C01 1M2 06.8561 08/25/2028 | 0.03% |
| CHEMOURS CO/THE SEDOL BZ0CTP8 | 0.03% |
| DEUTSCHE BANK NY 01.6860 03/19/2026 | 0.03% |
| GOLDMAN SACHS GROUP INC 04.2230 05/01/2029 | 0.03% |
| IVORY COAST REGS 06.1250 06/15/2033 | 0.03% |
| KONINKLIJKE DSM NV SEDOL B0HZL93 | 0.03% |
| LINCOLN NATIONAL CORP SEDOL 2516378 | 0.03% |
| M3 INC SEDOL B02K2M3 | 0.03% |
| SEI INVESTMENTS COMPANY SEDOL 2793610 | 0.03% |
| TAYLOR WIMPEY PLC SEDOL 0878230 | 0.03% |
| UNITEDHEALTH GROUP INC 03.8500 06/15/2028 | 0.03% |
| AIR LEASE CORP 04.6250 10/01/2028 | 0.03% |
| AMERICAN FINANCIAL GROUP INC SEDOL 2134532 | 0.03% |
| ECOLAB INC 02.7000 11/01/2026 | 0.03% |
| ENTERPRISE PRODUCTS OPER 04.2500 02/15/2048 | 0.03% |
| GENERAL ELECTRIC CO SEDOL 2380498 | 0.03% |
| ISRAEL DISCOUNT BANK -A SEDOL 6451271 | 0.03% |
| MICROSOFT CORP 02.9210 03/17/2052 | 0.03% |
| UNILEVER PLC SEDOL B10RZP7 | 0.03% |
| VERIZON COMMUNICATIONS 03.7000 03/22/2061 | 0.03% |
| YAMATO HOLDINGS CO LTD SEDOL 6985565 | 0.03% |
| ADVANCED MICRO DEVICES SEDOL 2007849 | 0.02% |
| AMAZON.COM INC 03.1500 08/22/2027 | 0.02% |
| ANZ NEW ZEALAND INT P/P 144A 02.8750 01/25/2022 | 0.02% |
| APPLE INC 04.2500 02/09/2047 | 0.02% |
| ASHTEAD CAPITAL INC P/P 144A 04.3750 08/15/2027 | 0.02% |
| CWALT 2006-OA10 4A1 00.4861 08/25/2046 | 0.02% |
| FNMA FN40 BF0171 UMBS 04.0000 01/01/2057 | 0.02% |
| MRAIT 2020-12 A1X 01.4646 07/15/2021 | 0.02% |
| MRAIT 2020-2 A2 | 0.02% |
| MRAIT 2021-8 A1X 01.2651 10/15/2021 | 0.02% |
| ORACLE CORP 02.5000 05/15/2022 | 0.02% |
| ORACLE CORP 04.0000 11/15/2047 | 0.02% |
| REP OF INDONESIA P/P 144A 04.3500 01/08/2027 | 0.02% |
| TAKE-TWO INTERACTIVE SOFTWRE SEDOL 2122117 | 0.02% |
| ZURICH INSURANCE GROUP AG SEDOL 5983816 | 0.02% |
| BERKELEY GROUP HOLDINGS/THE SEDOL B02L3W3 | 0.02% |
| BROADCOM CRP / CAYM 03.5000 01/15/2028 | 0.02% |
| DANSKE BANK A/S P/P 144A 02.7000 03/02/2022 | 0.02% |
| FAIRFAX FINL HLDGS USD 04.8500 04/17/2028 | 0.02% |
| GENERAL MOTORS FINL CO 04.0000 10/06/2026 | 0.02% |
| GLENCORE FUNDING LLC P/P 144A 02.5000 09/01/2030 | 0.02% |
| NOVARTIS CAPITAL CORP 04.0000 11/20/2045 | 0.02% |
| PERSIMMON PLC SEDOL 0682538 | 0.02% |
| SMC CORP SEDOL 6763965 | 0.02% |
| UNITEDHEALTH GROUP INC 03.1500 06/15/2021 | 0.02% |
| AMAZON.COM INC. 02.5000 11/29/2022 | 0.02% |
| BROTHER INDUSTRIES LTD SEDOL 6146500 | 0.02% |
| BT GROUP PLC SEDOL 3091357 | 0.02% |
| CAS 2015-C04 1M2 05.8061 04/25/2028 | 0.02% |
| CLP HOLDINGS LTD SEDOL 6097017 | 0.02% |
| HENDERSON LAND DEVELOPMENT SEDOL 6420538 | 0.02% |
| ICL GROUP LTD SEDOL 6455530 | 0.02% |
| LANXESS AG SEDOL B05M8B7 | 0.02% |
| MSBAM 2014-C17 C 04.6363 08/15/2047 | 0.02% |
| SARTORIUS AG-PFD PCT 0.000 | 0.02% |
| TOKYO GAS CO LTD SEDOL 6895448 | 0.02% |
| TRANSCANADA TRUST USD 05.3000 03/15/2077 | 0.02% |
| US BANCORP 02.6250 01/24/2022 | 0.02% |
| AGL ENERGY LTD SEDOL BSS7GP5 | 0.02% |
| BANK OF AMERICA CORP 03.4990 05/17/2022 | 0.02% |
| BRISTOL-MYERS 03.2500 08/15/2022 | 0.02% |
| CHECK POINT SOFTWARE TECH SEDOL 2181334 | 0.02% |
| COLES GROUP LTD SEDOL BYWR0T5 | 0.02% |
| DAITO TRUST CONSTRUCT CO LTD SEDOL 6250508 | 0.02% |
| FNMA FN30 AS7003 UMBS 03.0000 04/01/2046 | 0.02% |
| GSMS 2014-GC22 C 04.8474 06/10/2047 | 0.02% |
| KEURIG DR PEPPER INC 02.2500 03/15/2031 | 0.02% |
| NETFLIX INC SEDOL 2857817 | 0.02% |
| PNC BANK NA 02.0280 12/09/2022 | 0.02% |
| TEMPO ACQ LLC/FI P/P 144A 06.7500 06/01/2025 | 0.02% |
| THE BANK OF NOVA SCOTIA USD 02.7000 03/07/2022 | 0.02% |
| APID 2015-23A AR P/P 144A 01.4038 04/15/2033 | 0.02% |
| CALPINE CORP P/P 144A 04.5000 02/15/2028 | 0.02% |
| CAS 2017-C01 1M2 03.6561 07/25/2029 | 0.02% |
| COCA-COLA EUROPEAN PARTNERS SEDOL BYQQ3P5 | 0.02% |
| COMCAST CORP 03.9690 11/01/2047 | 0.02% |
| COMM 2010-C1 D P/P 144A 05.9851 07/10/2046 | 0.02% |
| CREDIT SUISSE NEW YORK 02.8000 04/08/2022 | 0.02% |
| DIGITAL REALTY TRUST LP 04.7500 10/01/2025 | 0.02% |
| ENERGY TRANSFER LP 03.7500 05/15/2030 | 0.02% |
| NH FOODS LTD SEDOL 6640767 | 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% |
| SPST 2021-6 A 00.9061 04/25/2022 | 0.02% |
| STACR 2017-DNA2 M2 03.5561 10/25/2029 | 0.02% |
| TENET HEALTHCARE P/P 144A 04.8750 01/01/2026 | 0.02% |
| VERTIV TLB L+275 02.8601 03/02/2027 | 0.02% |
| VOLKSWAGEN AG PFD SEDOL 5497168 | 0.02% |
| WATCO COS LLC/FI P/P 144A 06.5000 06/15/2027 | 0.02% |
| ALBERTSONS COS/SAFE P/P 144A 04.6250 01/15/2027 | 0.02% |
| AMERICAN EXPRESS COMPANY 02.6500 12/02/2022 | 0.02% |
| AT&T INC 04.7500 05/15/2046 | 0.02% |
| COMMONWEALTH BK AUST P/P 144A 03.1500 09/19/2027 | 0.02% |
| GALAXY ENT GRP L SEDOL 6465874 | 0.02% |
| HUNTSMAN INTERNATIONAL L 04.5000 05/01/2029 | 0.02% |
| MET LIFE GLOB P/P 144A 02.4000 06/17/2022 | 0.02% |
| OBAYASHI CORP SEDOL 6656407 | 0.02% |
| SHELL INTERNATIONAL FIN USD 02.8750 05/10/2026 | 0.02% |
| AIR LEASE CORP 03.2500 10/01/2029 | 0.02% |
| AMERICAN ELECTRIC POWER 04.3000 12/01/2028 | 0.02% |
| AUTO TRADER GROUP PLC SEDOL BVYVFW2 | 0.02% |
| BOEING CO 05.9300 05/01/2060 | 0.02% |
| BPCE SA P/P 144A 04.5000 03/15/2025 | 0.02% |
| CHUGAI PHARMACEUTICAL CO LTD SEDOL 6196408 | 0.02% |
| CREDIT SUISSE GRP AG P/P 144A 02.1930 06/05/2026 | 0.02% |
| CWALT 2006-OA7 1A2 01.0819 06/25/2046 | 0.02% |
| DOMINICAN REPUBLIC REGS 05.9500 01/25/2027 | 0.02% |
| FISERV INC 04.2000 10/01/2028 | 0.02% |
| FNMA FN30 BC2733 UMBS 03.0000 05/01/2046 | 0.02% |
| FNMA FN30 BJ9256 UMBS 04.0000 06/01/2048 | 0.02% |
| LAMB WESTON HOLDINGS P/P 144A 04.8750 11/01/2026 | 0.02% |
| LEVEL 3 FIN INC P/P 144A 04.6250 09/15/2027 | 0.02% |
| NORTHROP GRUMMAN CORP 03.2500 01/15/2028 | 0.02% |
| RAYTHEON TECH CORP P/P 02.5000 12/15/2022 | 0.02% |
| SPST 2020-6 A 01.8561 09/07/2021 | 0.02% |
| STANLEY ELECTRIC CO LTD SEDOL 6841106 | 0.02% |
| THE AES CORPORATION P/P 144A 02.4500 01/15/2031 | 0.02% |
| WEYERHAEUSER CO SEDOL 2958936 | 0.02% |
| ANHEUSER-BUSCH INBEV WOR 04.6000 04/15/2048 | 0.02% |
| BBCMS 2019-C5 AS 03.3660 11/15/2052 | 0.02% |
| CAS 2016-C05 2M2 04.5561 01/25/2029 | 0.02% |
| CENTENE CORP 04.6250 12/15/2029 | 0.02% |
| CFCRE 2011-C2 E P/P 144A 05.9355 12/15/2047 | 0.02% |
| CITIGROUP INC 04.5000 01/14/2022 | 0.02% |
| COMM 2014-CR19 AM 04.0800 08/10/2047 | 0.02% |
| CSC HOLDINGS LLC 05.2500 06/01/2024 | 0.02% |
| FNMA FN30 AS8056 UMBS 03.0000 10/01/2046 | 0.02% |
| GENTING SINGAPORE LTD SEDOL BDRTVP2 | 0.02% |
| JPMBB 2014-C19 C 04.8308 04/15/2047 | 0.02% |
| JPMBB 2015-C29 B 04.1180 05/15/2048 | 0.02% |
| JPY/USD 05/19/2021 GSFX | 0.02% |
| MET LIFE GLOB P/P 144A 01.9500 01/13/2023 | 0.02% |
| MORGAN STANLEY 04.3750 01/22/2047 | 0.02% |
| MRAIT 2020-11 A1X 01.8146 04/22/2022 | 0.02% |
| NRG P/P 144A 03.7500 06/15/2024 | 0.02% |
| ORACLE CORP 01.9000 09/15/2021 | 0.02% |
| PLANTRONICS INC P/P 144A 05.5000 05/31/2023 | 0.02% |
| SAMI 2007-AR7 1A1 00.9561 05/25/2047 | 0.02% |
| SPST 2020-13 A 01.6061 10/10/2021 | 0.02% |
| SPST 2020-15 A 01.4761 12/10/2021 | 0.02% |
| STAPLES INC P/P 144A 07.5000 04/15/2026 | 0.02% |
| SUNDRUG CO LTD SEDOL 6817895 | 0.02% |
| SWISS LIFE HOLDING AG-REG SEDOL 7437805 | 0.02% |
| T-MOBILE USA INC P/P 144A 02.2500 11/15/2031 | 0.02% |
| TRANSUNION SEDOL BYMWL86 | 0.02% |
| ACS ACTIVIDADES SEDOL B01FLQ6 | 0.02% |
| AMERICAN TOWER CORPORATION 02.7500 01/15/2027 | 0.02% |
| BANK OF AMERICA CORP 06.1000 12/29/2049 | 0.02% |
| BRISTOL-MYERS 02.9000 07/26/2024 | 0.02% |
| BXMT 2021-FL4 A P/P 144A 01.1700 05/15/2038 | 0.02% |
| CITIGROUP INC 03.8750 02/18/2051 | 0.02% |
| COMM 2013-CR13 C 05.0463 11/10/2046 | 0.02% |
| CREDIT SUISSE GRP AG P/P 144A 06.2500 12/18/2024 | 0.02% |
| CSAIL 2020-C19 XA IO 01.2396 03/15/2053 | 0.02% |
| DIVERSIFIED HEALTHCARE T 09.7500 06/15/2025 | 0.02% |
| E.ON SE SEDOL 4942904 | 0.02% |
| FMC CORP SEDOL 2328603 | 0.02% |
| GJENSIDIGE FORSIKRING ASA SEDOL B4PH0C5 | 0.02% |
| GLOBAL PAYMENTS INC 04.0000 06/01/2023 | 0.02% |
| NETFLIX INC P/P 144A 05.3750 11/15/2029 | 0.02% |
| REPUBLIC OF CHILE USD 02.4500 01/31/2031 | 0.02% |
| SPECTRUM BRANDS HOLDINGS INC SEDOL BDRYFB1 | 0.02% |
| STACR 2015-DNA3 M3 04.8061 04/25/2028 | 0.02% |
| TORO CO SEDOL 2897040 | 0.02% |
| TORONTO-DOMINION BANK USD 03.6250 09/15/2031 | 0.02% |
| TPAT 2018-SL1 A P/P 144A 00.7061 01/25/2046 | 0.02% |
| ALEXION PHARMACEUTICALS INC SEDOL 2036070 | 0.02% |
| ALPHABET INC 03.6250 05/19/2021 | 0.02% |
| AWPT 2014-2A A1R P/P 144A 01.4138 10/15/2029 | 0.02% |
| BIOGEN INC 03.6250 09/15/2022 | 0.02% |
| CGMS C17A A1AR P/P 144A 01.2350 04/30/2031 | 0.02% |
| COMM 2015-CR24 B 04.5249 08/10/2048 | 0.02% |
| DISH DBS CORP 05.8750 11/15/2024 | 0.02% |
| FIRST QUANTUM MINERA P/P 144A 07.5000 04/01/2025 | 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% |
| HOCHTIEF AG SEDOL 5108664 | 0.02% |
| IHEARTCOMMUNICATIONS INC 08.3750 05/01/2027 | 0.02% |
| JAZZ PHARMA TLB L+350 04.0000 04/22/2028 | 0.02% |
| KRAFT HEINZ FOODS CO 03.0000 06/01/2026 | 0.02% |
| MONDELEZ INT HOLD NE P/P 144A 02.1250 09/19/2022 | 0.02% |
| MP3 2013-1A AR P/P 144A 01.4383 10/20/2030 | 0.02% |
| MRAIT 2021-EBO1 A1X 01.4585 10/08/2021 | 0.02% |
| NIPPON EXPRESS CO LTD SEDOL 6642127 | 0.02% |
| NOVELIS CORP P/P 144A 04.7500 01/30/2030 | 0.02% |
| OMV AG SEDOL 4651459 | 0.02% |
| RAYTHEON TECH CORP 04.1250 11/16/2028 | 0.02% |
| REPUBLIC OF COLOMBIA USD 03.8750 04/25/2027 | 0.02% |
| REPUBLIC OF PARAGUAY REGS 04.7000 03/27/2027 | 0.02% |
| SHRP 2020-1 NOTE 03.0758 07/25/2024 | 0.02% |
| TENET HEALTHCARE COR P/P 144A 05.1250 11/01/2027 | 0.02% |
| UBS AG LONDON P/P 144A 01.7500 04/21/2022 | 0.02% |
| WALT DISNEY COMPANY 07.7500 12/01/2045 | 0.02% |
| AES CORP SEDOL 2002479 | 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% |
| CAMPBELL SOUP CO SEDOL 2162845 | 0.02% |
| CGCMT 2014-GC21 AS 04.0260 05/10/2047 | 0.02% |
| COMCAST CORPORATION 03.3750 02/15/2025 | 0.02% |
| CSAIL 2015-C1 D P/P 144A 03.9053 04/15/2050 | 0.02% |
| CSC HOLDINGS LLC P/P 144A 07.5000 04/01/2028 | 0.02% |
| DEUTSCHE BANK NY 03.7290 01/14/2032 | 0.02% |
| DIGITAL REALTY TRUST LP 04.4500 07/15/2028 | 0.02% |
| DUKE ENERGY CORP 03.1500 08/15/2027 | 0.02% |
| ERAC USA FINANCE LLC P/P 144A 04.5000 02/15/2045 | 0.02% |
| FHLMC FR30 ZS4703 UMBS 03.0000 02/01/2047 | 0.02% |
| FISHER PAYKEL SEDOL 6340250 | 0.02% |
| HESS MIDSTREAM P P/P 144A 05.6250 02/15/2026 | 0.02% |
| INTERCONTINENTALEXCHANGE 02.6500 09/15/2040 | 0.02% |
| JOHNSON CONTROLS INTL PL 04.5000 02/15/2047 | 0.02% |
| JPMCC 2012-C6 E P/P 144A 05.3128 05/15/2045 | 0.02% |
| NAVISTAR INTERNATIONAL L+350 03.6100 11/06/2024 | 0.02% |
| NETFLIX INC. 05.8750 11/15/2028 | 0.02% |
| NEUROCRINE BIOSCIENCES INC SEDOL 2623911 | 0.02% |
| NOVELIS CORP P/P 144A 05.8750 09/30/2026 | 0.02% |
| PULTEGROUP INC. 07.8750 06/15/2032 | 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% |
| 1.57 R ISWP US0003M P 04/20/2031 | 0.01% |
| ARES CAPITAL CORP 03.8750 01/15/2026 | 0.01% |
| BP CAPITAL MARKETS PLC USD 03.2790 09/19/2027 | 0.01% |
| CFCRE 2017-C8 B 04.1985 06/15/2050 | 0.01% |
| CITIGROUP INC 02.9000 12/08/2021 | 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% |
| FAIRFAX US INC P/P 144A 04.8750 08/13/2024 | 0.01% |
| GSMS 2011-GC3 D P/P 144A 05.5584 03/10/2044 | 0.01% |
| HARGREAVES LANSDOWN PLC SEDOL B1VZ0M2 | 0.01% |
| INDIGO NATURAL RES L P/P 144A 05.3750 02/01/2029 | 0.01% |
| JAZZ PHARMACEUTICALS PLC SEDOL B4Q5ZN4 | 0.01% |
| JPMBB 2014-C22 C 04.7049 09/15/2047 | 0.01% |
| KAKAKU.COM INC SEDOL 6689533 | 0.01% |
| KEURIG DR PEPPER INC 04.5970 05/25/2028 | 0.01% |
| LBMLT 2004-1 A2 00.9061 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 P/P 144A 04.7587 11/15/2045 | 0.01% |
| MSC 2011-C3 B P/P 144A 05.4338 07/15/2049 | 0.01% |
| OCCIDENTAL PETROLEUM COR 06.4500 09/15/2036 | 0.01% |
| OMNICOM GP/OMNICOM CAP 03.6000 04/15/2026 | 0.01% |
| ONCOR ELECTRIC DELIV 03.7500 04/01/2045 | 0.01% |
| PERTAMINA PERSERO PT P/P 144A 04.3000 05/20/2023 | 0.01% |
| RYOHIN KEIKAKU CO LTD SEDOL 6758455 | 0.01% |
| SENSATA TECH INC P/P 144A 03.7500 02/15/2031 | 0.01% |
| SOCIETE GENERALE P/P 144A 05.3750 11/18/2050 | 0.01% |
| TRK 2019-1 A1 04.5351 03/25/2022 | 0.01% |
| WESTROCK MWV LLC 08.2000 01/15/2030 | 0.01% |
| WFCM 2016-LC25 AS 04.0940 12/15/2059 | 0.01% |
| WFRBS 2011-C3 D P/P 144A 05.7535 03/15/2044 | 0.01% |
| WFRBS 2014-C22 XA IO 00.9520 09/15/2057 | 0.01% |
| APPLE INC 02.8500 05/06/2021 | 0.01% |
| ARCELORMITTAL USD 07.2500 10/15/2039 | 0.01% |
| ARD FINANCE SA P/P 144A 06.5000 06/30/2027 | 0.01% |
| ATLAS COPCO AB-A SHS SEDOL BD97BN2 | 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% |
| CAD/USD 07/21/2021 GSFX | 0.01% |
| CALLON PETROLEUM CO 06.2500 04/15/2023 | 0.01% |
| CANTOR FITZGERALD LP P/P 144A 06.5000 06/17/2022 | 0.01% |
| CHENIERE CORP CHRIST 05.1250 06/30/2027 | 0.01% |
| CHEVRON CORP 02.1000 05/16/2021 | 0.01% |
| DIAMOND 1 FIN/DIAM P/P 144A 06.0200 06/15/2026 | 0.01% |
| ENBRIDGE INC USD 04.5000 06/10/2044 | 0.01% |
| ENDEAVOR ENERGY P/P 144A 05.7500 01/30/2028 | 0.01% |
| FIRST QUANTUM MINERA P/P 144A 06.8750 03/01/2026 | 0.01% |
| FNMA FN30 AS7154 UMBS 03.0000 05/01/2046 | 0.01% |
| GBP/USD 06/16/2021 SSBT | 0.01% |
| GOLDEN NUGGET INC P/P 144A 06.7500 10/15/2024 | 0.01% |
| GOLDMAN SACHS GROUP INC 05.7500 01/24/2022 | 0.01% |
| GSMS 2011-GC3 C P/P 144A 05.5584 03/10/2044 | 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 P/P 144A 04.8253 10/15/2045 | 0.01% |
| MBX.FN30.500.10 R USL1M P 01/12/41 BC | 0.01% |
| MEREDITH CORP 06.8750 02/01/2026 | 0.01% |
| MORGAN STANLEY 05.5000 07/28/2021 | 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 01.1561 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 04.1898 06/26/2025 | 0.01% |
| SPST 2021-WL1 A 00.7561 01/26/2054 | 0.01% |
| SPST 2021-WL2 A 00.8061 03/25/2054 | 0.01% |
| T-MOBILE USA INC P/P 144A 03.8750 04/15/2030 | 0.01% |
| TOWNSQUARE MEDIA INC P/P 144A 06.8750 02/01/2026 | 0.01% |
| VERIZON COMMUNICATIONS 02.5500 03/21/2031 | 0.01% |
| VERIZON COMMUNICATIONS 05.2500 03/16/2037 | 0.01% |
| WAMU 2005-AR12 1A8 02.8962 10/25/2035 | 0.01% |
| AGL 2020-5A A1 P/P 144A 02.2383 07/20/2030 | 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% |
| BMW US CAPITAL LLC P/P 144A 03.9500 08/14/2028 | 0.01% |
| CAS 2016-C06 1M2 04.3561 04/25/2029 | 0.01% |
| CITIGROUP INC 03.8870 01/10/2028 | 0.01% |
| COMM 2014-CR18 C 04.9007 07/15/2047 | 0.01% |
| COMPASS MIN INTL P/P 144A 06.7500 12/01/2027 | 0.01% |
| COX COMM INC P/P 144A 02.9500 10/01/2050 | 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 00.7759 11/20/2035 | 0.01% |
| DELTA/SKYMILES P/P 144A 04.7500 10/20/2028 | 0.01% |
| DUKE ENERGY CORP 04.2000 06/15/2049 | 0.01% |
| ENERGY TRANSFER LP 05.8750 01/15/2024 | 0.01% |
| ERAC USA FINANCE LLC P/P 144A 07.0000 10/15/2037 | 0.01% |
| FORD MOTOR COMPANY 09.0000 04/22/2025 | 0.01% |
| GOOGLE INC 03.3750 02/25/2024 | 0.01% |
| GSMS 2015-GC32 AS 04.0180 07/10/2048 | 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 P/P 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% |
| JPMCC 2014-C20 AS 04.0432 07/15/2047 | 0.01% |
| KRAFT HEINZ FOODS CO 05.0000 07/15/2035 | 0.01% |
| MCAS 2019-01 M7 P/P 144A 01.8061 10/15/2049 | 0.01% |
| MWST 2021-2 A 00.8603 04/25/2055 | 0.01% |
| NORDEA BANK ABP P/P 144A 02.2500 05/27/2021 | 0.01% |
| NUTRIEN LTD USD 04.1250 03/15/2035 | 0.01% |
| OLYMPUS CORP SEDOL 6658801 | 0.01% |
| PARK-OHIO INDUSTRIES INC 06.6250 04/15/2027 | 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 2020-10A A1FL P/P 144A 01.9838 07/15/2033 | 0.01% |
| RRAM 2020-12A AAR2 P/P 144A 01.5438 01/15/2036 | 0.01% |
| SPRINT CORP 07.2500 09/15/2021 | 0.01% |
| STACR 2016-HQA2 M3 05.2561 11/25/2028 | 0.01% |
| STEVENS HLDG CO INC P/P 144A 06.1250 10/01/2026 | 0.01% |
| SUMITOMO REALTY & DEVELOPMEN SEDOL 6858902 | 0.01% |
| TERRIER MEDIA BU P/P 144A 08.8750 12/15/2027 | 0.01% |
| VERIZON COMMUNICATIONS 04.4000 11/01/2034 | 0.01% |
| VIDEOTRON LTD USD 05.0000 07/15/2022 | 0.01% |
| VISTRA CORP P/P 144A 04.3000 07/15/2029 | 0.01% |
| WELLS FARGO & COMPANY 05.8750 12/29/2049 | 0.01% |
| WESTPAC BANKING CORP USD 02.9630 11/16/2040 | 0.01% |
| WFCM 2019-C52 XA IO 01.7615 08/15/2052 | 0.01% |
| ZOETIS INC 03.9000 08/20/2028 | 0.01% |
| AIRBUS SE SEDOL 4012250 | 0.01% |
| ANCESTRY.COM 1L TL L+325 03.7500 12/06/2027 | 0.01% |
| BAFC 2005-B 3M1 00.7909 04/20/2035 | 0.01% |
| BAUSCH HLTH COS INC P/P 144A 06.1250 04/15/2025 | 0.01% |
| BEASLEY MEZZANIN P/P 144A 08.6250 02/01/2026 | 0.01% |
| BERKSHIRE HATHAWAY FIN 02.8500 10/15/2050 | 0.01% |
| BERRY GLOBAL INC P/P 144A 04.8750 07/15/2026 | 0.01% |
| BRITISH AMERICAN TOBACCO PLC SEDOL 0287580 | 0.01% |
| CAS 2016-C03 2M2 06.0061 10/25/2028 | 0.01% |
| CCO HLDGS LLC/CAP C P/P 144A 05.5000 05/01/2026 | 0.01% |
| CEDF 2016-5A A1R P/P 144A 01.2898 07/17/2031 | 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% |
| DCP MIDSTREAM P/P 144A 06.7500 09/15/2037 | 0.01% |
| DOMINICAN REPUBLIC REGS 06.5000 02/15/2048 | 0.01% |
| DOW CHEMICAL CO/THE 03.5000 10/01/2024 | 0.01% |
| FHMS K099 X1 IO 01.0051 09/25/2029 | 0.01% |
| FHMS K105 X1 IO 01.6449 01/25/2030 | 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% |
| INTL FLAVOR & FRAGRANCES 04.4500 09/26/2028 | 0.01% |
| ISTAR INC 04.7500 10/01/2024 | 0.01% |
| ITOCHU TECHNO-SOLUTIONS CORP SEDOL 6200194 | 0.01% |
| KOBAYASHI PHARMACEUTICAL CO SEDOL 6149457 | 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 P/P 144A 00.9338 04/15/2029 | 0.01% |
| MITSUBISHI UFJ FIN GRP USD 03.5350 07/26/2021 | 0.01% |
| MSBAM 2013-C8 B 03.6938 12/15/2048 | 0.01% |
| NIELSEN CO LUXEM P/P 144A 05.0000 02/01/2025 | 0.01% |
| PETROBRAS GLOBAL FINANCE USD 05.6000 01/03/2031 | 0.01% |
| PFIZER INC 03.0000 12/15/2026 | 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% |
| STAR 2020-2 M1E 03.0000 04/25/2060 | 0.01% |
| TOTAL CAPITAL INTL SA USD 02.7500 06/19/2021 | 0.01% |
| UBS GROUP AG P/P 144A 04.1250 04/15/2026 | 0.01% |
| UBSCM 2012-C1 C P/P 144A 05.7543 05/10/2045 | 0.01% |
| VERTICAL US NEWCO IN P/P 144A 05.2500 07/15/2027 | 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 OPERATION P/P 144A 03.5500 07/15/2024 | 0.01% |
| WFCM 2013-LC12 C 04.4052 07/15/2046 | 0.01% |
| WFCM 2013-LC12 D P/P 144A 04.4052 07/15/2046 | 0.01% |
| WFCM 2019-C49 AS 04.2440 03/15/2052 | 0.01% |
| WFRBS 2011-C5 D P/P 144A 05.8485 11/15/2044 | 0.01% |
| WFRBS 2013-C11 C 04.3408 03/15/2045 | 0.01% |
| WFRBS 2013-C12 AS 03.5600 03/15/2048 | 0.01% |
| WFRBS 2013-UBS1 AS 04.3060 03/15/2046 | 0.01% |
| ZI TECH/ZI FIN P/P 144A 03.8750 02/01/2029 | 0.01% |
| ALLIANT HOLDINGS P/P 144A 06.7500 10/15/2027 | 0.01% |
| ALPHABET INC 01.9980 08/15/2026 | 0.01% |
| APPLE INC 04.3750 05/13/2045 | 0.01% |
| BOMBARDIER INC P/P 144A 07.8750 04/15/2027 | 0.01% |
| BWAY HOLDING CO P/P 144A 07.2500 04/15/2025 | 0.01% |
| CAS 2016-C01 2M2 07.0561 08/25/2028 | 0.01% |
| CF INDUSTRIES INC 04.9500 06/01/2043 | 0.01% |
| CGCMT 2018-C6 B 04.9067 11/10/2051 | 0.01% |
| CISCO SYSTEMS INC 02.5000 09/20/2026 | 0.01% |
| CITIGROUP INC 04.4500 09/29/2027 | 0.01% |
| COMM 2014-CR17 C 04.9445 05/10/2047 | 0.01% |
| COMM 2014-LC15 AM 04.1980 04/10/2047 | 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 CORP 07.7500 07/01/2026 | 0.01% |
| DOUBLE EAGLE III MID P/P 144A 07.7500 12/15/2025 | 0.01% |
| ENLINK MIDSTREAM LLC P/P 144A 05.6250 01/15/2028 | 0.01% |
| ERAC USA FINANCE LLC P/P 144A 05.6250 03/15/2042 | 0.01% |
| FHMS K087 X1 IO 00.5097 12/25/2028 | 0.01% |
| FNMA FN30 AS8074 UMBS 03.0000 10/01/2046 | 0.01% |
| FRONTIER COMM P/P 144A 06.7500 05/01/2029 | 0.01% |
| GNR 2015-H25 BI IO 01.9541 10/20/2065 | 0.01% |
| GREIF INC P/P 144A 06.5000 03/01/2027 | 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 03.2666 03/28/2025 | 0.01% |
| INTELSAT JACKSON HLD P/P 144A 09.7500 07/15/2025 | 0.01% |
| IPALCO ENTPRS IN P/P 144A 04.2500 05/01/2030 | 0.01% |
| JOHNSON CONTROLS INTL PL 04.9500 07/02/2064 | 0.01% |
| JPMCC 2013-C16 AS 04.5169 12/15/2046 | 0.01% |
| KINGDOM OF BAHRAIN REGS 05.2500 01/25/2033 | 0.01% |
| L3HARRIS TECH INC 04.4000 06/15/2028 | 0.01% |
| LOUISIANA-PACIFIC CO P/P 144A 03.6250 03/15/2029 | 0.01% |
| MSBAM 2014-C14 C 05.2182 02/15/2047 | 0.01% |
| MSBAM 2014-C15 A4 04.0510 04/15/2047 | 0.01% |
| OASIS PETROLEUM INC SEDOL BLDDYB1 | 0.01% |
| OCCIDENTAL PETROLEUM COR 06.2000 03/15/2040 | 0.01% |
| ORACLE CORP 03.6500 03/25/2041 | 0.01% |
| OSHKOSH CORP 04.6000 05/15/2028 | 0.01% |
| PLANTRONICS INC P/P 144A 04.7500 03/01/2029 | 0.01% |
| PRECISION DRILL P/P 144A 07.1250 01/15/2026 | 0.01% |
| PRUDENTIAL FINANCIAL INC 05.2000 03/15/2044 | 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% |
| 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% |
| SANTANDER UK GROUP H P/P 144A 04.7500 09/15/2025 | 0.01% |
| SANTOS LTD SEDOL 6776703 | 0.01% |
| SPRINT CORP 07.6250 03/01/2026 | 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% |
| TRUIST FINANCIAL CORP 04.8000 09/01/2024 | 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 04.4052 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% |
| 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% |
| 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% |
| BP CAP MARKETS AMERICA 03.1190 05/04/2026 | 0.01% |
| CD 2017-CD3 A4 03.6310 02/10/2050 | 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% |
| CHAMPIONX CORP 06.3750 05/01/2026 | 0.01% |
| CITIGROUP INC 04.7500 05/18/2046 | 0.01% |
| COMCAST CORP 02.3500 01/15/2027 | 0.01% |
| CONTINENTAL RESO P/P 144A 05.7500 01/15/2031 | 0.01% |
| CONTINENTAL RESOURCES 04.3750 01/15/2028 | 0.01% |
| CROWN CASTLE INTL CORP 03.8000 02/15/2028 | 0.01% |
| CSX CORP 04.1000 03/15/2044 | 0.01% |
| DBUBS 2011-LC2A B P/P 144A 04.9980 07/10/2044 | 0.01% |
| DEN14 2016-1A A1R P/P 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% |
| EQUINIX INC 03.2000 11/18/2029 | 0.01% |
| FHLMC FR30 ZS9547 UMBS 04.0000 09/01/2045 | 0.01% |
| FREEPORT-MCMORAN INC 04.3750 08/01/2028 | 0.01% |
| GLOBAL PAYMENTS INC 02.9000 05/15/2030 | 0.01% |
| HCA INC. 05.3750 09/01/2026 | 0.01% |
| JPMBB 2013-C12 B 04.2356 07/15/2045 | 0.01% |
| JPMCC 2013-LC11 C 03.9582 04/15/2046 | 0.01% |
| L BRANDS INC 07.5000 06/15/2029 | 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% |
| NAVISTAR INTL CORP P/P 144A 06.6250 11/01/2025 | 0.01% |
| NOURYON HOLDING BV P/P 144A 08.0000 10/01/2026 | 0.01% |
| NUTRIEN LTD. USD 04.2000 04/01/2029 | 0.01% |
| ONE CALL TLB L+550 06.2500 04/07/2027 | 0.01% |
| OSAT 2020-RPL1 A1 03.1990 12/26/2059 | 0.01% |
| OVINTIV INC 07.3750 11/01/2031 | 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 00.8061 02/25/2055 | 0.01% |
| PROVIDENT FDG/PFG FI P/P 144A 06.3750 06/15/2025 | 0.01% |
| RBS GLOBAL/REXNO P/P 144A 04.8750 12/15/2025 | 0.01% |
| SCIH SALT TLB L+400 04.1150 03/16/2027 | 0.01% |
| SERVICENOW INC 01.4000 09/01/2030 | 0.01% |
| SHERWIN-WILLIAMS CO 03.4500 06/01/2027 | 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% |
| 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% |
| US BANCORP 02.9500 07/15/2022 | 0.01% |
| WAMU 2004-AR12 A2B 01.0261 10/25/2044 | 0.01% |
| WAMU 2007-HY2 1A1 03.1472 12/25/2036 | 0.01% |
| WASTE CONNECTIONS INC 03.5000 05/01/2029 | 0.01% |
| WEYERHAEUSER CO 07.3750 03/15/2032 | 0.01% |
| WFCM 2014-LC16 XA IO 01.2463 08/15/2050 | 0.01% |
| ZOETIS INC 02.0000 05/15/2030 | 0.01% |
| AHM 2007-1 GA1C 00.2961 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% |
| ALTICE FRANCE P/P 144A 07.3750 05/01/2026 | 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% |
| ANHEUSER-BUSCH INBEV WOR 05.5500 01/23/2049 | 0.01% |
| ANTERO RESOURCES P/P 144A 07.6250 02/01/2029 | 0.01% |
| ARDAGH PKG FIN/HLDGS P/P 144A 04.1250 08/15/2026 | 0.01% |
| AUDACY CAPITAL CORP P/P 144A 06.7500 03/31/2029 | 0.01% |
| AUST & NZ BANKING GR P/P 144A 06.7500 06/15/2026 | 0.01% |
| BANK 2019-BN20 XA IO 00.9602 09/15/2062 | 0.01% |
| BAUSCH HLTH COS INC P/P 144A 07.0000 03/15/2024 | 0.01% |
| BAUSCH HLTH COS INC P/P 144A 07.2500 05/30/2029 | 0.01% |
| BCC 2019-3A A P/P 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 P/P 144A 02.6061 10/25/2029 | 0.01% |
| BRISTOL-MYERS 02.2500 08/15/2021 | 0.01% |
| BSP 2018-5BA A1A P/P 144A 01.2783 04/20/2031 | 0.01% |
| CANYC 2019-2A A P/P 144A 01.5538 10/15/2032 | 0.01% |
| CBAM 2019-9A A P/P 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 P/P 144A 01.4883 04/20/2031 | 0.01% |
| CHARTER COMM OPT LLC/CAP 04.8000 03/01/2050 | 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 05.8750 03/15/2026 | 0.01% |
| CISCO SYSTEMS INC 05.9000 02/15/2039 | 0.01% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 CS | 0.01% |
| CMLTI 2005-2 1A2A 02.8001 05/25/2035 | 0.01% |
| CNO FINANCIAL GROUP INC 05.2500 05/30/2029 | 0.01% |
| COMM 2014-LC15 B 04.5990 04/10/2047 | 0.01% |
| CONSTELLIUM SE P/P 144A 05.8750 02/15/2026 | 0.01% |
| CPURNSA R 2.4275 P 03/23/31 | 0.01% |
| CSAIL 2019-C15 B 04.4757 03/15/2052 | 0.01% |
| CWALT 2006-OA19 A1 00.2959 02/20/2047 | 0.01% |
| DEERE & COMPANY 02.6000 06/08/2022 | 0.01% |
| DIEBOLD NIXDORF INC 08.5000 04/15/2024 | 0.01% |
| DOLLAR GENERAL CORP 03.2500 04/15/2023 | 0.01% |
| DUKE ENERGY PROGRESS LLC 03.3750 09/01/2023 | 0.01% |
| ENBRIDGE INC USD 04.2500 12/01/2026 | 0.01% |
| ENDEAVOR ENERGY P/P 144A 06.6250 07/15/2025 | 0.01% |
| FHMS K104 XAM 01.5052 01/25/2030 | 0.01% |
| FHMS K121 X1 IO 01.1242 10/25/2030 | 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% |
| GENERAL MOTORS CO 05.9500 04/01/2049 | 0.01% |
| GFL ENVIRON INC P/P 144A 05.1250 12/15/2026 | 0.01% |
| GRANITE US HLDG CORP P/P 144A 11.0000 10/01/2027 | 0.01% |
| GSMS 2012-GC6 AS P/P 144A 04.9480 01/12/2045 | 0.01% |
| GSMS 2013-GCJ14 B P/P 144A 04.9001 08/10/2046 | 0.01% |
| HCA INC 04.1250 06/15/2029 | 0.01% |
| IMOLA MERGER CORP P/P 144A 04.7500 05/15/2029 | 0.01% |
| INTERCONTINENTALEXCHANGE 01.8500 09/15/2032 | 0.01% |
| ISTAR INC. 04.2500 08/01/2025 | 0.01% |
| JPMCC 2010-C2 C P/P 144A 05.8736 11/15/2043 | 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% |
| LLOYDS BANKING GROUP PLC USD 04.6500 03/24/2026 | 0.01% |
| LNSTR 2017-5 AS P/P 144A 04.0210 03/10/2050 | 0.01% |
| LVMH MOET HENNESSY LOUIS VUI SEDOL 4061412 | 0.01% |
| MAGNE 2012-7A A1R2 P/P 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% |
| 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% |
| MERCER INTL INC USD 05.5000 01/15/2026 | 0.01% |
| MICROCHIP TECH INC P/P 144A 04.2500 09/01/2025 | 0.01% |
| MSBAM 2015-C24 B 04.4872 05/15/2048 | 0.01% |
| MVEW 2017-2A A P/P 144A 01.3936 01/16/2031 | 0.01% |
| MWST 2020-1 A 01.0061 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% |
| ONEMAIN FINANCE CORP 05.3750 11/15/2029 | 0.01% |
| ORGANON FIN 1 LLC P/P 144A 04.1250 04/30/2028 | 0.01% |
| OWENS & MINOR INC P/P 144A 04.5000 03/31/2029 | 0.01% |
| OZLM 2015-11A A1R P/P 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 P/P 144A 01.2836 07/16/2031 | 0.01% |
| PRIME SECURITY SVCS P/P 144A 06.2500 01/15/2028 | 0.01% |
| ROGERS COMMUNICATIONS IN USD 08.7500 05/01/2032 | 0.01% |
| SABINE PASS LIQUEFACTION 04.2000 03/15/2028 | 0.01% |
| SEK/USD 06/16/2021 MSCIL | 0.01% |
| SENSATA TECH BV P/P 144A 04.0000 04/15/2029 | 0.01% |
| SERVICE CORPORATION INTL 04.6250 12/15/2027 | 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 P/P 144A 01.3858 10/26/2029 | 0.01% |
| STACR 2016-DNA1 M3 05.6586 07/25/2028 | 0.01% |
| STACR 2016-HQA3 M3 03.9561 03/25/2029 | 0.01% |
| STACR 2017-DNA1 M2 03.3561 07/25/2029 | 0.01% |
| TALLGRASS NRG PRTNR P/P 144A 05.5000 01/15/2028 | 0.01% |
| TRANSDIGM INC P/P 144A 04.8750 05/01/2029 | 0.01% |
| TRUIST BANK 02.6360 09/17/2029 | 0.01% |
| TWILIO INC 03.6250 03/15/2029 | 0.01% |
| UBS GROUP AG REGS 06.8750 12/29/2049 | 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% |
| 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 2005-AR11 A1B3 00.9061 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% |
| WINDR 2014-2A AR P/P 144A 01.3238 01/15/2031 | 0.01% |
| WR GRACE & CO-CONN P/P 144A 05.6250 10/01/2024 | 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% |
| AHEAD DB HLDG LLC P/P 144A 06.6250 05/01/2028 | 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% |
| APPLE INC 02.8000 02/08/2061 | 0.01% |
| BANCO SANTANDER SA USD 04.3790 04/12/2028 | 0.01% |
| BANCO SANTANDER SA USD 05.1790 11/19/2025 | 0.01% |
| BGC PARTNERS INC 05.1250 05/27/2021 | 0.01% |
| BOLLORE SEDOL 4572709 | 0.01% |
| BRISTOL-MYERS 03.4000 07/26/2029 | 0.01% |
| BRISTOL-MYERS SQUIBB CO 01.4500 11/13/2030 | 0.01% |
| BROADCOM INC P/P 144A 03.7500 02/15/2051 | 0.01% |
| CAD/USD 07/21/2021 MSCIL | 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 2016-C07 2M2 04.4561 05/25/2029 | 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% |
| CHS/COMMUNITY HEALT P/P 144A 08.1250 06/30/2024 | 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 03.4500 02/01/2050 | 0.01% |
| COMCAST CORP 04.0490 11/01/2052 | 0.01% |
| COMSTOCK RE INC P/P 144A 06.7500 03/01/2029 | 0.01% |
| COX COMM INC P/P 144A 03.5000 08/15/2027 | 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% |
| DEVON ENERGY CORPORATION 07.9500 04/15/2032 | 0.01% |
| DIAMOND 1 FIN/DIAMON P/P 144A 08.3500 07/15/2046 | 0.01% |
| DIAMOND SPORTS P/P 144A 05.3750 08/15/2026 | 0.01% |
| EMIR 2018-1 M1 01.8061 11/25/2028 | 0.01% |
| ENCINO ACQ PARTN P/P 144A 08.5000 05/01/2028 | 0.01% |
| ESH HOSPITALITY INC P/P 144A 05.2500 05/01/2025 | 0.01% |
| EUR/USD 06/16/2021 BANKAM | 0.01% |
| FHMS K740 X1 00.8455 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% |
| 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% |
| INTELLIGENT PACK P/P 144A 06.0000 09/15/2028 | 0.01% |
| JAZZ SECURITIES DAC P/P 144A 04.3750 01/15/2029 | 0.01% |
| JPMCC 2013-LC11 X IO 01.3819 04/15/2046 | 0.01% |
| KFC HLD/PIZZA HUT/TA P/P 144A 05.2500 06/01/2026 | 0.01% |
| KINDER MORGAN INC/DELAWA 07.7500 01/15/2032 | 0.01% |
| LADDER CAP FINAN P/P 144A 04.2500 02/01/2027 | 0.01% |
| MARSH & MCLENNAN COS INC 04.9000 03/15/2049 | 0.01% |
| MEG ENERGY CORP P/P 144A 06.5000 01/15/2025 | 0.01% |
| MICROSOFT CORP 02.4000 02/06/2022 | 0.01% |
| MSC 2011-C3 D P/P 144A 05.4338 07/15/2049 | 0.01% |
| NEWZ 2021-1 A 00.8600 05/25/2055 | 0.01% |
| NOK/USD 06/16/2021 TDBK | 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% |
| SHELL INTERNATIONAL FIN USD 01.8750 05/10/2021 | 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 04.9061 05/25/2028 | 0.01% |
| STACR 2016-HQA1 M3 06.4561 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% |
| SWEDBANK AB - A SHARES SEDOL 4846523 | 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% |
| TDK CORP SEDOL 6869302 | 0.01% |
| TR OP / TR FIN P/P 144A 05.1250 04/01/2029 | 0.01% |
| TRIPADVISOR INC P/P 144A 07.0000 07/15/2025 | 0.01% |
| UBSCM 2017-C7 XA IO 01.1801 12/15/2050 | 0.01% |
| UBSCM 2018-C8 XA IO 01.0269 02/15/2051 | 0.01% |
| UNITED AIRLINES TLB L+375 04.5000 04/14/2028 | 0.01% |
| VERTICAL HOLDCO GMBH P/P 144A 07.6250 07/15/2028 | 0.01% |
| WELLS FARGO & COMPANY 03.9000 03/15/2026 | 0.01% |
| WESTROCK MWV LLC 07.9500 02/15/2031 | 0.01% |
| WFCM 2015-NXS3 AS 03.9720 09/15/2057 | 0.01% |
| WFRBS 2013-C15 D P/P 144A 04.6257 08/15/2046 | 0.01% |
| WFRBS 2014-C24 XA IO 00.9995 11/15/2047 | 0.01% |
| 1011778 BC / NEW RED P/P 144A 03.8750 01/15/2028 | 0.01% |
| AKZO NOBEL CHEMICALS T L+275 02.8650 10/01/2025 | 0.01% |
| ALTICE FRANCE SA P/P 144A 05.1250 07/15/2029 | 0.01% |
| AMC ENT INC TLB L+300 03.1951 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% |
| ARRW 2019-3 A3 03.4160 10/25/2048 | 0.01% |
| AUDACY CAPITAL CORP P/P 144A 06.5000 05/01/2027 | 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 06.2500 02/15/2029 | 0.01% |
| BECTON DICKINSON AND COMPANY 02.8230 05/20/2030 | 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% |
| BRAND ENERGY & I P/P 144A 08.5000 07/15/2025 | 0.01% |
| BUILDERS FIRSTSOURCE P/P 144A 06.7500 06/01/2027 | 0.01% |
| CAD/USD 07/21/2021 SSBT | 0.01% |
| CAS 2017-C01 1EB1 01.3561 07/25/2029 | 0.01% |
| CASH MGMT BILL 00.0000 08/03/2021 | 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 LP P/P 144A 06.7500 05/15/2025 | 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% |
| CPURNSA R 2.45 P 03/23/31 | 0.01% |
| CROWDSTRIKE HOLDINGS INC 03.0000 02/15/2029 | 0.01% |
| CROWN CORK & SEAL CO INC 07.3750 12/15/2026 | 0.01% |
| DIAMONDBACK ENERGY INC 03.2500 12/01/2026 | 0.01% |
| ENERGY TRANSFER LP 06.1250 12/15/2045 | 0.01% |
| EPICOR SOFTWARE/EAGLE L+325 04.0000 07/30/2027 | 0.01% |
| EQUINIX INC 05.3750 05/15/2027 | 0.01% |
| FISERV INC 03.5000 07/01/2029 | 0.01% |
| FREEDOM MTGE CORP P/P 144A 08.1250 11/15/2024 | 0.01% |
| FREEDOM MTGE CORP P/P 144A 08.2500 04/15/2025 | 0.01% |
| FUBOTV INC P/P 144A CV 03.2500 02/15/2026 | 0.01% |
| 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 P/P 144A 06.1831 08/10/2043 | 0.01% |
| HONEYWELL INTL 03.8120 11/21/2047 | 0.01% |
| INGEVITY CORP P/P 144A 03.8750 11/01/2028 | 0.01% |
| INTEL PKG HOLDCO P/P 144A 09.0000 01/15/2026 | 0.01% |
| ISTAR INC 05.5000 02/15/2026 | 0.01% |
| JOHNSON CONTROLS POWER L+325 03.3633 04/30/2026 | 0.01% |
| KKR GROUP FIN CO III P/P 144A 05.1250 06/01/2044 | 0.01% |
| LADDER CAP FIN LLLP P/P 144A 05.2500 10/01/2025 | 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% |
| LMAT 2020-GS5 A1 03.2500 06/25/2060 | 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% |
| NABORS IND CV 00.7500 01/15/2024 | 0.01% |
| NATIONSTAR MTG HLD I P/P 144A 05.5000 08/15/2028 | 0.01% |
| NEWS CORP P/P 144A 03.8750 05/15/2029 | 0.01% |
| NIELSEN FIN LLC/CO P/P 144A 05.6250 10/01/2028 | 0.01% |
| NOK/USD 06/16/2021 JPMCB | 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% |
| NUTRITION & BIO P/P 144A 02.3000 11/01/2030 | 0.01% |
| OCCIDENTAL PETROLEUM COR 06.6250 09/01/2030 | 0.01% |
| ONEMAIN FINANCE CORP 06.8750 03/15/2025 | 0.01% |
| ORTHO-CLINICAL DIAGNOS L+325 03.3611 06/30/2025 | 0.01% |
| PETROBRAS GLOBAL FINANCE USD 06.2500 03/17/2024 | 0.01% |
| PNC FINANCIAL SERVICES 03.3000 03/08/2022 | 0.01% |
| PPL CAPITAL FUNDING INC 04.2000 06/15/2022 | 0.01% |
| PULTEGROUP INC 05.5000 03/01/2026 | 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% |
| SCIH SALT HLDG INC P/P 144A 06.6250 05/01/2029 | 0.01% |
| SM ENERGY CO 06.7500 09/15/2026 | 0.01% |
| STACR 2014-HQ2 M3 03.8561 09/25/2024 | 0.01% |
| STACR 2018-HRP2 M3 02.5061 02/25/2047 | 0.01% |
| STACR 2020-HQA1 M2 02.0061 01/25/2050 | 0.01% |
| TENNECO INC P/P 144A 05.1250 04/15/2029 | 0.01% |
| TPMT 2016-5 M2 P/P 144A 03.3750 10/25/2056 | 0.01% |
| TRANSDIGM INC. 06.3750 06/15/2026 | 0.01% |
| TRONOX INC P/P 144A 04.6250 03/15/2029 | 0.01% |
| TTM TECHNOLOGIES INC P/P 144A 04.0000 03/01/2029 | 0.01% |
| UNITED MEXICAN STATES USD 02.6590 05/24/2031 | 0.01% |
| URBAN ONE INC P/P 144A 07.3750 02/01/2028 | 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 08.3750 07/15/2026 | 0.00% |
| APACHE CORP 04.3750 10/15/2028 | 0.00% |
| BWAY CORP TLB L+325 03.4426 04/03/2024 | 0.00% |
| CAS 2014-C04 1M2 05.0061 11/25/2024 | 0.00% |
| CCO HOLDINGS LLC P/P 144A 04.5000 05/01/2032 | 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% |
| CFCRE 2011-C2 D P/P 144A 05.9355 12/15/2047 | 0.00% |
| CGCMT 2014-GC19 D P/P 144A 05.2618 03/10/2047 | 0.00% |
| CHS/COMMUNITY P/P 144A 06.8750 04/01/2028 | 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% |
| COMM 2014-CR17 XA IO 01.1270 05/10/2047 | 0.00% |
| COMM 2014-UBS6 XA IO 01.0336 12/10/2047 | 0.00% |
| COMSTOCK RESOURCES INC 09.7500 08/15/2026 | 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% |
| CP ATLAS BUYER INC P/P 144A 07.0000 12/01/2028 | 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 CORPORATION 07.8750 09/30/2031 | 0.00% |
| DH EUROPE FINANCE II USD 03.4000 11/15/2049 | 0.00% |
| DIVERSEY TL L+300 03.1854 09/06/2024 | 0.00% |
| DRESDNER FDG TRST I P/P 144A 08.1510 06/30/2031 | 0.00% |
| DRMT 2020-2 A1 01.6920 05/25/2065 | 0.00% |
| ENERGY TRANSFER LP 02.9000 05/15/2025 | 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% |
| FIFTH THIRD BANCORP 05.1000 12/29/2049 | 0.00% |
| FREEPORT-MCMORAN INC 05.4500 03/15/2043 | 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% |
| GFL ENVIRONMENTA P/P 144A 08.5000 05/01/2027 | 0.00% |
| GNR 2013-99 AS IO 05.9341 06/20/2043 | 0.00% |
| GNR 2016-123 LI IO 03.5000 03/20/2044 | 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% |
| GSMS 2014-GC22 XA IO 01.1336 06/10/2047 | 0.00% |
| HANESBRANDS INC P/P 144A 04.6250 05/15/2024 | 0.00% |
| HCA INC. 05.5000 06/15/2047 | 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% |
| IPALCO ENTPRS IN 03.7000 09/01/2024 | 0.00% |
| JPMORGAN CHASE & CO 02.9560 05/13/2031 | 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% |
| LEVEL 3 FIN INC P/P 144A 04.2500 07/01/2028 | 0.00% |
| LIVE NATION ENTERTAI P/P 144A 05.6250 03/15/2026 | 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% |
| MOODY'S CORPORATION 02.5500 08/18/2060 | 0.00% |
| MSRR 2015-R4 CB1 00.9343 08/26/2047 | 0.00% |
| MWST 2020-2 A 00.9061 11/25/2053 | 0.00% |
| NCHET 2003-4 M1 01.2311 10/25/2033 | 0.00% |
| NETFLIX INC 04.3750 11/15/2026 | 0.00% |
| NETFLIX INC. 06.3750 05/15/2029 | 0.00% |
| NEUBERGER BERMAN GRP P/P 144A 04.8750 04/15/2045 | 0.00% |
| NEWELL BRANDS INC 04.8750 06/01/2025 | 0.00% |
| NOK/USD 06/16/2021 UBS | 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% |
| ROBERTSHAW CONTROLS CO L+800 09.0000 02/28/2026 | 0.00% |
| SABINE PASS LIQUEF 05.0000 03/15/2027 | 0.00% |
| SCRIPPS ESCROW P/P 144A 05.3750 01/15/2031 | 0.00% |
| SERVICE CORP INTL 03.3750 08/15/2030 | 0.00% |
| SIX FLAGS ENT P/P 144A 05.5000 04/15/2027 | 0.00% |
| SOLENIS 2NDL L+850 08.6898 06/26/2026 | 0.00% |
| SS&C TECH INC P/P 144A 05.5000 09/30/2027 | 0.00% |
| STANDARD IND INC P/P 144A 05.0000 02/15/2027 | 0.00% |
| STORA ENSO OYJ-R SHS SEDOL 5072673 | 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% |
| UNIVISION COMM P/P 144A 09.5000 05/01/2025 | 0.00% |
| VALVOLINE INC P/P 144A 04.2500 02/15/2030 | 0.00% |
| VISTRA CORP P/P 144A 05.0000 07/31/2027 | 0.00% |
| VISTRA CORP P/P 144A 05.6250 02/15/2027 | 0.00% |
| WAMU 2005-AR9 A1C3 01.0661 07/25/2045 | 0.00% |
| WFCM 2016-LC25 XA IO 01.1110 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 03.8750 11/15/2029 | 0.00% |
| ABC SUPPLY CO INC P/P 144A 04.0000 01/15/2028 | 0.00% |
| ADIENT TLB L+350 03.6085 04/08/2028 | 0.00% |
| ALLISON TRANSMISSION P/P 144A 03.7500 01/30/2031 | 0.00% |
| APACHE CORP 05.1000 09/01/2040 | 0.00% |
| ARRW 2019-1 A3 04.2061 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% |
| BAUSCH HLTH COS INC. P/P 144A 07.0000 01/15/2028 | 0.00% |
| BLACKSTONE HLDG FINA P/P 144A 01.6000 03/30/2031 | 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% |
| BOYD GAMING CORPORATION 06.0000 08/15/2026 | 0.00% |
| BROOKFIELD RESID P/P 144A 06.2500 09/15/2027 | 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-C03 2M2 03.0061 07/25/2024 | 0.00% |
| CAS 2015-C03 2M2 05.1061 07/25/2025 | 0.00% |
| CCO HOLDINGS LLC P/P 144A 04.5000 08/15/2030 | 0.00% |
| CENTENE CORP 03.0000 10/15/2030 | 0.00% |
| CHARLES RIVER LA P/P 144A 04.0000 03/15/2031 | 0.00% |
| CHS/COMMUNITY HEALTH P/P 144A 08.0000 03/15/2026 | 0.00% |
| CNH/USD 05/20/2021 HSBCB | 0.00% |
| COMM 2013-CR11 XA IO 01.0829 08/10/2050 | 0.00% |
| COMMSCOPE INC P/P 144A 06.0000 03/01/2026 | 0.00% |
| CONTINENTAL RESOURCES 04.9000 06/01/2044 | 0.00% |
| DCP MIDSTREAM OPERATING 05.6250 07/15/2027 | 0.00% |
| DEVON ENERGY CORPORATION 05.6000 07/15/2041 | 0.00% |
| DIEBOLD NIXDORF INC P/P 144A 09.3750 07/15/2025 | 0.00% |
| DISH NETWORK CV 03.3750 08/15/2026 | 0.00% |
| 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% |
| ENDO DAC/ENDO FI P/P 144A 09.5000 07/31/2027 | 0.00% |
| EPICOR SOFTWARE/EAGLE L+775 08.7500 07/30/2028 | 0.00% |
| FHR 3829 AS IO 06.8354 03/15/2041 | 0.00% |
| FIDELITY NATL INFO SERV 02.2500 03/01/2031 | 0.00% |
| FREEPORT-MCMORAN INC 04.6250 08/01/2030 | 0.00% |
| FRONTIER COMM P/P 144A 05.8750 10/15/2027 | 0.00% |
| GLOBAL MEDICAL RESPO P/P 144A 06.5000 10/01/2025 | 0.00% |
| GNMA GII30 BB0107 04.7000 08/20/2067 | 0.00% |
| GNMA GII30 BL6161 06.0000 12/20/2048 | 0.00% |
| GNR 2015-H24 BI IO 01.6052 08/20/2065 | 0.00% |
| GNR 2015-H26 EI IO 01.7169 10/20/2065 | 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% |
| HCA INC 03.5000 09/01/2030 | 0.00% |
| HOME POINT CAP INC P/P 144A 05.0000 02/01/2026 | 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% |
| 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 04.6250 12/15/2025 | 0.00% |
| JELD-WEN INC P/P 144A 04.8750 12/15/2027 | 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% |
| 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% |
| 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 02.7826 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% |
| NOVA CHEMICALS CORP P/P 144A 04.2500 05/15/2029 | 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% |
| 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% |
| SCIENTIFIC GAMES P/P 144A 07.0000 05/15/2028 | 0.00% |
| SCRIPPS ESCROW II IN P/P 144A 03.8750 01/15/2029 | 0.00% |
| SINCLAIR TELE P/P 144A 04.1250 12/01/2030 | 0.00% |
| SM ENERGY CO 05.0000 01/15/2024 | 0.00% |
| SM ENERGY CO 06.1250 11/15/2022 | 0.00% |
| SM ENERGY CO P/P 144A 10.0000 01/15/2025 | 0.00% |
| SOLERA LLC / SOLERA P/P 144A 10.5000 03/01/2024 | 0.00% |
| SPECTRUM BRANDS INC P/P 144A 05.0000 10/01/2029 | 0.00% |
| STACR 2019-DNA1 M2 02.7561 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% |
| TRANSOCEAN INC P/P 144A 11.5000 01/30/2027 | 0.00% |
| TRI POINTE HOMES INC 05.7000 06/15/2028 | 0.00% |
| TWILIO INC 03.8750 03/15/2031 | 0.00% |
| UNITEDHEALTH GROUP INC 02.8750 03/15/2022 | 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% |
| WESCO DISTRIBUT P/P 144A 07.1250 06/15/2025 | 0.00% |
| WESTERN DIGITAL CORPORATION 04.7500 02/15/2026 | 0.00% |
| WPX ENERGY INC 05.2500 10/15/2027 | 0.00% |
| WPX ENERGY INC 05.7500 06/01/2026 | 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% |
| ZAYO GROUP HLDG INC L+300 03.1133 03/09/2027 | 0.00% |
| 0.95 R ISWP FWD US0003M P 06/16/2026 | 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% |
| AUD/USD 07/21/2021 RBSF | 0.00% |
| BAUSCH HLTH COS INC P/P 144A 05.0000 02/15/2029 | 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% |
| BERKSHIRE HATHAWAY FIN 04.3000 05/15/2043 | 0.00% |
| BMW US CAPITAL LLC P/P 144A 03.4000 08/13/2021 | 0.00% |
| BOMBARDIER INC P/P 144A 07.5000 12/01/2024 | 0.00% |
| BOYD GAMING CORP 06.3750 04/01/2026 | 0.00% |
| BUCKEYE PARTNERS LP 05.8500 11/15/2043 | 0.00% |
| BUCKEYE PARTNERS LP P/P 144A 04.5000 03/01/2028 | 0.00% |
| BY CROWN/BY BOND P/P 144A 04.2500 01/31/2026 | 0.00% |
| CAD/USD 07/21/2021 CITI | 0.00% |
| CAD/USD 07/21/2021 HSBCB | 0.00% |
| CALPINE CORP P/P 144A 05.2500 06/01/2026 | 0.00% |
| CAS 2015-C02 2M2 04.1061 05/25/2025 | 0.00% |
| CAS 2019-HRP1 M2 02.2561 11/25/2039 | 0.00% |
| CGCMT 2014-GC21 X IO 01.3240 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% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CS | 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% |
| COMMSCOPE TECH LLC P/P 144A 06.0000 06/15/2025 | 0.00% |
| COMPASS MINERALS INT P/P 144A 04.8750 07/15/2024 | 0.00% |
| COMSTOCK RESOURCES 09.7500 08/15/2026 | 0.00% |
| CPG INTL TL L+250 03.2500 05/05/2024 | 0.00% |
| CWALT 2005-27 1A1 01.4640 08/25/2035 | 0.00% |
| DIAMOND SPORTS GR/DI P/P 144A 06.6250 08/15/2027 | 0.00% |
| EMPIRE COMMUNITIES C P/P 144A 07.0000 12/15/2025 | 0.00% |
| ENDO LUX FIN CO I SA P/P 144A 06.1250 04/01/2029 | 0.00% |
| EUR/USD 06/16/2021 HSBCB | 0.00% |
| EUR/USD 06/16/2021 MSCIL | 0.00% |
| GBP/USD 06/16/2021 CITI | 0.00% |
| GBP/USD 06/16/2021 CSI-FX | 0.00% |
| GENERAL DYNAMICS CORP 02.2500 11/15/2022 | 0.00% |
| GMAC CAPITAL TRUST I PCT 05.9826 | 0.00% |
| GNMA GII30 AY2298 04.7000 05/20/2067 | 0.00% |
| GNMA GII30 AY4779 04.4910 03/20/2067 | 0.00% |
| GNMA GII30 BA7681 04.6030 06/20/2067 | 0.00% |
| GNMA GII30 BL6184 06.0000 02/20/2049 | 0.00% |
| GNMA GII30 BL6185 06.0000 01/20/2049 | 0.00% |
| GNMA GII30 BL6216 06.0000 03/20/2049 | 0.00% |
| GNMA GII30 BL6217 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% |
| GSMS 2013-GC10 XA IO 01.6310 02/10/2046 | 0.00% |
| HANESBRANDS INC P/P 144A 05.3750 05/15/2025 | 0.00% |
| HMIR 2018-1 M1 P/P 144A 01.7061 10/25/2028 | 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 01.1938 05/15/2047 | 0.00% |
| KRAFT HEINZ FOODS CO 03.8750 05/15/2027 | 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 01.2296 08/15/2047 | 0.00% |
| MSC 2011-C3 A4 04.1180 07/15/2049 | 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 02.9500 05/13/2030 | 0.00% |
| NUTRIEN LTD USD 05.2500 01/15/2045 | 0.00% |
| NUTRITION & BIO P/P 144A 03.4680 12/01/2050 | 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% |
| PRECISION DRILL USD 05.2500 11/15/2024 | 0.00% |
| PRUDENTIAL FINANCIAL INC 05.6250 06/15/2043 | 0.00% |
| PUBLIC SERVICE ELECTRIC 05.5000 03/01/2040 | 0.00% |
| QVC INC 04.4500 02/15/2025 | 0.00% |
| RAYTHEON TECH CORP P/P 04.8750 10/15/2040 | 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 01.3061 10/25/2029 | 0.00% |
| STACR 2019-HQA1 M2 02.4561 02/25/2049 | 0.00% |
| STANDARD IND INC P/P 144A 03.3750 01/15/2031 | 0.00% |
| TARGA RESOURCES PART 06.8750 01/15/2029 | 0.00% |
| TEMPO ACQ LLC/FI P/P 144A 05.7500 06/01/2025 | 0.00% |
| TRANSOCEAN PONTUS LT P/P 144A 06.1250 08/01/2025 | 0.00% |
| 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% |
| WESTPAC BANKING CORP USD 04.4210 07/24/2039 | 0.00% |
| WFRBS 2012-C9 XB IO P/P 144A 00.8738 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% |
| AT&T INC 04.3000 02/15/2030 | 0.00% |
| AUD/USD 07/21/2021 HSBCB | 0.00% |
| BANK OF MONTREAL USD 03.8030 12/15/2032 | 0.00% |
| BERRY GLOBAL INC 05.1250 07/15/2023 | 0.00% |
| BMIR 2020-2A M1A P/P 144A 02.4061 08/26/2030 | 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% |
| CAD/USD 07/21/2021 TDBK | 0.00% |
| CAD/USD 07/21/2021 UBS | 0.00% |
| CAS 2015-C01 1M2 04.4061 02/25/2025 | 0.00% |
| CAS 2015-C02 1M2 04.1061 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 P/P 144A 01.9000 09/10/2045 | 0.00% |
| CHARTER COMM OPT LLC 05.3750 05/01/2047 | 0.00% |
| CHF/USD 06/16/2021 BANKAM | 0.00% |
| CINEMARK USA INC 04.8750 06/01/2023 | 0.00% |
| CINEMARK USA INC P/P 144A 08.7500 05/01/2025 | 0.00% |
| CIT GROUP INC 05.0000 08/01/2023 | 0.00% |
| CLEAR CHANNEL WORLD 09.2500 02/15/2024 | 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.BBB-.6 2063-05-11 300.0 05/11/2063 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% |
| CPURNSA R 2.466 P 04/01/31 | 0.00% |
| CPURNSA R 2.51 P 04/01/31 | 0.00% |
| CPURNSA R 2.515 P 04/01/31 | 0.00% |
| DIAMOND 1 FIN/DIAMON P/P 144A 07.1250 06/15/2024 | 0.00% |
| ENRGY TRANS LP/REG FIN 04.5000 11/01/2023 | 0.00% |
| FHR 3072 SM 04.2533 11/15/2035 | 0.00% |
| FNR 2007-53 SP 23.8109 06/25/2037 | 0.00% |
| GBP/USD 06/16/2021 UBS | 0.00% |
| GENERAL MOTORS CO 05.2000 04/01/2045 | 0.00% |
| GENERAL MOTORS FINL CO 04.0000 01/15/2025 | 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% |
| GNR 2010-9 UI IO 05.0000 01/20/2040 | 0.00% |
| GOEASY LTD P/P 144A 05.3750 12/01/2024 | 0.00% |
| GRAFTECH FINANCE INC P/P 144A 04.6250 12/15/2028 | 0.00% |
| HILCORP ENERGY I P/P 144A 05.7500 02/01/2029 | 0.00% |
| HILCORP ENERGY I P/P 144A 06.0000 02/01/2031 | 0.00% |
| HUDBAY MINERALS INC P/P 144A 06.1250 04/01/2029 | 0.00% |
| ICAHN ENTER/FIN P/P 144A 05.2500 05/15/2027 | 0.00% |
| 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 00.9016 01/15/2047 | 0.00% |
| KRAFT HEINZ FOODS CO 04.3750 06/01/2046 | 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% |
| 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 00.9311 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% |
| 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% |
| OSHKOSH CORP 03.1000 03/01/2030 | 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% |
| PROLOGIS L.P. 02.1250 04/15/2027 | 0.00% |
| QUEBECOR MEDIA INC USD 05.7500 01/15/2023 | 0.00% |
| REPUBLIC OF VENEZUELA REGS 08.2500 10/13/2024 | 0.00% |
| REPUBLIC OF VENEZUELA REGS 09.0000 05/07/2023 | 0.00% |
| STACR 2014-HQ3 M3 04.8561 10/25/2024 | 0.00% |
| STACR 2018-HQA2 M2 02.4061 10/25/2048 | 0.00% |
| T-MOBILE USA INC 06.0000 03/01/2023 | 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% |
| TAYLOR MORRISON COMM P/P 144A 05.1250 08/01/2030 | 0.00% |
| TENET HEALTHCARE P/P 144A 06.2500 02/01/2027 | 0.00% |
| TENET HEALTHCARE P/P 144A 07.5000 04/01/2025 | 0.00% |
| UBSBB 2012-C4 XA IO P/P 144A 01.7464 12/10/2045 | 0.00% |
| VIACOMCBS INC 04.0000 01/15/2026 | 0.00% |
| VIATRIS INC SEDOL BMWS3X9 | 0.00% |
| VIPER ENERGY P/P 144A 05.3750 11/01/2027 | 0.00% |
| WFRBS 2012-C10 XA IO P/P 144A 01.6648 12/15/2045 | 0.00% |
| WFRBS 2012-C9 XA IO P/P 144A 02.0285 11/15/2045 | 0.00% |
| WYNN RESORTS FIN LLC P/P 144A 07.7500 04/15/2025 | 0.00% |
| YUM! BRANDS INC. P/P 144A 07.7500 04/01/2025 | 0.00% |
| AMERICAN INTL GROUP 08.1750 05/15/2058 | 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% |
| 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 05.1061 11/25/2024 | 0.00% |
| CAS 2017-C05 1M2A 02.3061 01/25/2030 | 0.00% |
| CDW LLC/CDW FINANCE 03.2500 02/15/2029 | 0.00% |
| CHS/COMMUNITY HEALTH P/P 144A 06.0000 01/15/2029 | 0.00% |
| CMB CMBX.NA.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 CS | 0.00% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 ML | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 JP | 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 ML | 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-.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% |
| CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 CG | 0.00% |
| CNH/USD 05/20/2021 CITI | 0.00% |
| COLORADO INTERSTATE GAS CO 06.8500 06/15/2037 | 0.00% |
| COMCAST CORP 03.1500 03/01/2026 | 0.00% |
| CSMC 2007-C1 AX IO P/P 144A 00.6586 02/15/2040 | 0.00% |
| CVS HEALTH CORP 03.7000 03/09/2023 | 0.00% |
| EQT CORP 05.0000 01/15/2029 | 0.00% |
| EUR/USD 06/16/2021 CITI | 0.00% |
| EUR/USD 06/16/2021 UBS | 0.00% |
| FEDEX CORP 02.6250 08/01/2022 | 0.00% |
| FHR 2990 LB 16.6527 06/15/2034 | 0.00% |
| FHR 3065 DC 19.5161 03/15/2035 | 0.00% |
| FHR 3249 PS 21.8967 12/15/2036 | 0.00% |
| FNMA FN30 971053 04.5000 02/01/2039 | 0.00% |
| FNR 2005-75 GS 19.9316 08/25/2035 | 0.00% |
| FNR 2006-62 PS 39.2632 07/25/2036 | 0.00% |
| FNR 2006-8 HP 24.1775 03/25/2036 | 0.00% |
| GBP/USD 06/16/2021 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 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 2015-124 NI IO 03.5000 06/20/2039 | 0.00% |
| HKD/USD 05/20/2021 HSBCB | 0.00% |
| HKD/USD 05/20/2021 SSBT | 0.00% |
| HKD/USD 05/20/2021 TDBK | 0.00% |
| IHEARTMEDIA INC - CLASS A SEDOL BJVR9Y9 | 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% |
| PETROLEOS DE VENEZUELA S REGS 06.0000 11/15/2026 | 0.00% |
| PPL CAPITAL FUNDING INC 03.4000 06/01/2023 | 0.00% |
| ROYAL BANK OF CANADA USD 02.8000 04/29/2022 | 0.00% |
| S&P GLOBAL INC 02.5000 12/01/2029 | 0.00% |
| SEK/USD 06/16/2021 JPMCB | 0.00% |
| SPRINT SPECTRUM P/P 144A 03.3600 09/20/2021 | 0.00% |
| STACR 2020-DNA5 M1 01.3100 10/25/2050 | 0.00% |
| STANDARD IND INC P/P 144A 04.7500 01/15/2028 | 0.00% |
| T-MOBILE USA INC 04.5000 02/01/2026 | 0.00% |
| T-MOBILE USA INC 05.3750 04/15/2027 | 0.00% |
| TENNECO INC P/P 144A 07.8750 01/15/2029 | 0.00% |
| TITAN ACQ LTD P/P 144A 07.7500 04/15/2026 | 0.00% |
| TPMT 2015-1 A2 P/P 144A 03.2500 10/25/2053 | 0.00% |
| ZAYO GROUP HLDG INC P/P 144A 04.0000 03/01/2027 | 0.00% |
| 0.282 R ISWP US0003M P 04/28/2023 | 0.00% |
| 0.2825 R ISWP US0003M P 04/28/2023 | 0.00% |
| 0.30 R ISWP FWD US0003M P 06/16/2023 | 0.00% |
| 1.5614 R ISWP US0003M P 04/28/2031 | 0.00% |
| 1.5625 R ISWP US0003M P 04/28/2031 | 0.00% |
| 1.65 R ISWP FWD US0003M P 06/16/2031 | 0.00% |
| ADVANZ PHARMA CORP LTD SEDOL BG0RYR7 | 0.00% |
| AUD/USD 07/21/2021 JPMCB | 0.00% |
| AUD/USD 07/21/2021 MSCIL | 0.00% |
| AUD/USD 07/21/2021 TDBK | 0.00% |
| BACM 2007-1 XW IO 00.6220 01/15/2049 | 0.00% |
| BANK OF NOVA SCOTIA USD 02.0000 11/15/2022 | 0.00% |
| BSCMS 06-PW14 X1 IO P/P 144A 00.7597 12/11/2038 | 0.00% |
| CAD/USD 07/21/2021 CSI-FX | 0.00% |
| CGCMT 2006-C5 XC IO P/P 144A 00.7155 10/15/2049 | 0.00% |
| CHF/USD 06/16/2021 BCAP-FX | 0.00% |
| CHF/USD 06/16/2021 CSI-FX | 0.00% |
| CHF/USD 06/16/2021 GSFX | 0.00% |
| CHF/USD 06/16/2021 HSBCB | 0.00% |
| CHF/USD 06/16/2021 MSCIL | 0.00% |
| CHF/USD 06/16/2021 SSBT | 0.00% |
| CHF/USD 06/16/2021 TDBK | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 MS | 0.00% |
| CMB CMBX.NA.A.7 2047-01-17 200.0 01/17/2047 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 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 ML | 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.12 2061-08-17 500.0 08/17/2061 CG | 0.00% |
| CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 JP | 0.00% |
| CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 MS | 0.00% |
| CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 MS | 0.00% |
| CMB CMBX.NA.BB.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.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 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-.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 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 05/20/2021 TDBK | 0.00% |
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| CSMC 2007-C2 AX IO P/P 144A 00.0485 01/15/2049 | 0.00% |
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| IOS.FN30.400.11 R USL1M P 01/12/42 GS | 0.00% |
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| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.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% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| EUR/USD 06/16/2021 CSI-FX | -0.00% |
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| TREASURY BILL 00.0000 06/10/2021 | 0.26% |
| GENERAL MOTORS CO SEDOL B665KZ5 | 0.26% |
| SONY GROUP CORP SEDOL 6821506 | 0.26% |
| AMERICAN TOWER CORP SEDOL B7FBFL2 | 0.25% |
| HALLIBURTON CO SEDOL 2405302 | 0.25% |
| SOUTHWEST AIRLINES CO SEDOL 2831543 | 0.25% |
| TREASURY BILL 00.0000 05/25/2021 | 0.24% |
| SOUTHERN CO/THE SEDOL 2829601 | 0.24% |
| DANAHER CORP SEDOL 2250870 | 0.24% |
| GNMA GII30 MA6932 03.0000 10/20/2050 | 0.23% |
| CUMMINS INC SEDOL 2240202 | 0.23% |
| TREASURY BILL 00.0000 05/06/2021 | 0.23% |
| FORTINET INC SEDOL B5B2106 | 0.23% |
| T-MOBILE US INC SEDOL B94Q9V0 | 0.23% |
| LG CHEM LTD SEDOL 6346913 | 0.23% |
| SIMON PROPERTY GROUP INC SEDOL 2812452 | 0.23% |
| EDWARDS LIFESCIENCES CORP SEDOL 2567116 | 0.22% |
| FIDELITY NATIONAL INFO SERV SEDOL 2769796 | 0.22% |
| NIKE INC -CL B SEDOL 2640147 | 0.22% |
| BEST BUY CO INC SEDOL 2094670 | 0.22% |
| COCA-COLA CO/THE SEDOL 2206657 | 0.21% |
| DOW INC SEDOL BHXCF84 | 0.21% |
| GNMA GII30 TBA 03.0000 04/01/2051 | 0.21% |
| THUNDER BAY FUNDING LLC 88602TTN3 DCP 06/22/2021 | 0.21% |
| CIGNA CORP SEDOL BHJ0775 | 0.20% |
| LONZA GROUP AG-REG SEDOL 7333378 | 0.20% |
| AXA SA SEDOL 7088429 | 0.20% |
| COMPAGNIE DE SAINT-GOBAIN SEDOL 7380482 | 0.20% |
| GNMA GII30 MA6820 03.0000 08/20/2050 | 0.20% |
| GAMING AND LEISURE PROPERTIE SEDOL BFPK4S5 | 0.20% |
| MEDTRONIC PLC SEDOL BTN1Y11 | 0.20% |
| CADENCE DESIGN SYS INC SEDOL 2302232 | 0.19% |
| OLD DOMINION FREIGHT LINE SEDOL 2656423 | 0.19% |
| NORTHROP GRUMMAN CORP SEDOL 2648806 | 0.19% |
| SYNCHRONY FINANCIAL SEDOL BP96PS6 | 0.19% |
| HUMANA INC SEDOL 2445063 | 0.19% |
| FNMA FN30 TBA UMBS 06.0000 04/01/2051 | 0.19% |
| BIOGEN INC SEDOL 2455965 | 0.18% |
| UNITED RENTALS INC SEDOL 2134781 | 0.18% |
| TREASURY BILL 00.0000 05/13/2021 | 0.18% |
| AMERIPRISE FINANCIAL INC SEDOL B0J7D57 | 0.18% |
| MCKESSON CORP SEDOL 2378534 | 0.18% |
| ANGLO AMERICAN PLC SEDOL B1XZS82 | 0.17% |
| PNC FINANCIAL SERVICES GROUP SEDOL 2692665 | 0.17% |
| CONOCOPHILLIPS | 0.17% |
| HOYA CORP SEDOL 6441506 | 0.17% |
| MARRIOTT INTERNATIONAL -CL A SEDOL 2210614 | 0.17% |
| PULTEGROUP INC SEDOL 2708841 | 0.17% |
| LOWES COMPANIES INC | 0.17% |
| ESTEE LAUDER COMPANIES-CL A SEDOL 2320524 | 0.17% |
| SHERWIN-WILLIAMS CO/THE SEDOL 2804211 | 0.17% |
| AFLAC INC SEDOL 2026361 | 0.16% |
| WALT DISNEY CO/THE SEDOL 2270726 | 0.16% |
| ROCKWELL AUTOMATION INC SEDOL 2754060 | 0.16% |
| CORTEVA INC SEDOL BK73B42 | 0.16% |
| FNMA FN30 FM4328 UMBS 02.5000 09/01/2050 | 0.16% |
| VALERO ENERGY CORP SEDOL 2041364 | 0.16% |
| SK HYNIX INC SEDOL 6450267 | 0.16% |
| ALLY FINANCIAL INC SEDOL B72XK05 | 0.16% |
| ZIMMER BIOMET HOLDINGS INC SEDOL 2783815 | 0.16% |
| SCHLUMBERGER LTD SEDOL 2779201 | 0.16% |
| CHEVRON CORP | 0.16% |
| AMGEN INC SEDOL 2023607 | 0.15% |
| MONDELEZ INTERNATIONAL INC-A SEDOL B8CKK03 | 0.15% |
| SERVICENOW INC SEDOL B80NXX8 | 0.15% |
| SEA LTD-ADR SEDOL BYWD7L4 | 0.15% |
| GODADDY INC - CLASS A SEDOL BWFRFC6 | 0.15% |
| MERCADOLIBRE INC SEDOL B23X1H3 | 0.15% |
| TREASURY BILL 00.0000 06/03/2021 | 0.15% |
| BJ'S WHOLESALE CLUB HOLDINGS SEDOL BFZNZF8 | 0.15% |
| NOVARTIS AG-REG SEDOL 7103065 | 0.15% |
| BOSTON PROPERTIES INC SEDOL 2019479 | 0.15% |
| ROCHE HOLDING AG-GENUSSCHEIN SEDOL 7110388 | 0.15% |
| S&P GLOBAL INC SEDOL BYV2325 | 0.15% |
| CDX CDX.NA.HY.35 500.0 12/20/2025 | 0.15% |
| IDEXX LABORATORIES INC SEDOL 2459202 | 0.15% |
| RELIANCE INDUSTRIES LTD SEDOL 6099626 | 0.14% |
| COGNIZANT TECH SOLUTIONS-A SEDOL 2257019 | 0.14% |
| DEUTSCHE BOERSE AG SEDOL 7021963 | 0.14% |
| HOLOGIC INC SEDOL 2433530 | 0.14% |
| MEITUAN-CLASS B SEDOL BGJW376 | 0.14% |
| COCA-COLA HBC AG-DI SEDOL B9895B7 | 0.14% |
| ROYAL DUTCH SHELL PLC-B SHS SEDOL B03MM40 | 0.14% |
| HDFC BANK LIMITED SEDOL BK1N461 | 0.14% |
| ASSURED GUARANTY LTD SEDOL B00V7H8 | 0.13% |
| FNMA FN30 MA3563 UMBS 04.0000 01/01/2049 | 0.13% |
| VEEVA SYSTEMS INC-CLASS A SEDOL BFH3N85 | 0.13% |
| COSTAR GROUP INC SEDOL 2262864 | 0.13% |
| COSTCO WHOLESALE CORP SEDOL 2701271 | 0.13% |
| LULULEMON ATHLETICA INC SEDOL B23FN39 | 0.13% |
| TREASURY BILL 00.0000 04/08/2021 | 0.13% |
| NOVATEK MICROELECTRONICS COR SEDOL 6346333 | 0.13% |
| REGENERON PHARMACEUTICALS SEDOL 2730190 | 0.13% |
| EQUINIX INC SEDOL BVLZX12 | 0.13% |
| NESTLE SA-REG SEDOL 7123870 | 0.13% |
| DEXCOM INC SEDOL B0796X4 | 0.13% |
| JD.COM INC-ADR SEDOL BMM27D9 | 0.13% |
| EATON CORP PLC SEDOL B8KQN82 | 0.13% |
| ADVANCED MICRO DEVICES SEDOL 2007849 | 0.12% |
| ALLIANZ SE-REG SEDOL 5231485 | 0.12% |
| BHP GROUP LTD SEDOL 6144690 | 0.12% |
| LIVE NATION ENTERTAINMENT IN SEDOL B0T7YX2 | 0.12% |
| SCHNEIDER ELECTRIC SE SEDOL 4834108 | 0.12% |
| TJX COMPANIES INC SEDOL 2989301 | 0.12% |
| SYNOPSYS INC SEDOL 2867719 | 0.12% |
| O'REILLY AUTOMOTIVE INC SEDOL B65LWX6 | 0.12% |
| WASTE MANAGEMENT INC SEDOL 2937667 | 0.12% |
| CAPITAL ONE FINANCIAL CORP SEDOL 2654461 | 0.12% |
| DIAGEO PLC SEDOL 0237400 | 0.12% |
| DOCUSIGN INC SEDOL BFYT7B7 | 0.12% |
| L OREAL SEDOL 4057808 | 0.12% |
| MEDIATEK INC SEDOL 6372480 | 0.12% |
| EXXON MOBIL CORP SEDOL 2326618 | 0.12% |
| CHIPOTLE MEXICAN GRILL INC SEDOL B0X7DZ3 | 0.12% |
| RAYTHEON TECHNOLOGIES CORP SEDOL BM5M5Y3 | 0.12% |
| QUANTA SERVICES INC SEDOL 2150204 | 0.11% |
| AIRBNB INC-CLASS A SEDOL BMGYYH4 | 0.11% |
| PRUDENTIAL PLC SEDOL 0709954 | 0.11% |
| ASTRAZENECA PLC-SPONS ADR SEDOL 2989044 | 0.11% |
| CARDINAL HEALTH INC SEDOL 2175672 | 0.11% |
| NOVO NORDISK A/S-B SEDOL BHC8X90 | 0.11% |
| RADIAN GROUP INC SEDOL 2173911 | 0.11% |
| BOOZ ALLEN HAMILTON HOLDINGS SEDOL B5367T7 | 0.11% |
| CBRE GROUP INC - A SEDOL B6WVMH3 | 0.11% |
| UBER TECHNOLOGIES INC SEDOL BK6N347 | 0.11% |
| FNMA FN30 FM1741 UMBS 04.0000 04/01/2049 | 0.11% |
| THALES SA SEDOL 4162791 | 0.11% |
| RIO TINTO PLC SEDOL 0718875 | 0.11% |
| LIBERTY GLOBAL PLC- C SEDOL B8W67B1 | 0.11% |
| ALLIANCE DATA SYSTEMS CORP SEDOL 2762030 | 0.11% |
| AP MOLLER-MAERSK A/S-B SEDOL 4253048 | 0.11% |
| ASAHI GROUP HOLDINGS LTD SEDOL 6054409 | 0.10% |
| DEUTSCHE TELEKOM AG-REG SEDOL 5842359 | 0.10% |
| KAKAO CORP SEDOL 6194037 | 0.10% |
| LI NING CO LTD SEDOL B01JCK9 | 0.10% |
| NEXI SPA SEDOL BJ1F880 | 0.10% |
| LABORATORY CRP OF AMER HLDGS SEDOL 2586122 | 0.10% |
| MINEBEA CO LTD SEDOL 6642406 | 0.10% |
| SBERBANK PJSC -SPONSORED ADR SEDOL B5SC091 | 0.10% |
| T-MOBILE US INC P/P 144A 05.2500 CV PFD | 0.10% |
| VERTEX PHARMACEUTICALS INC SEDOL 2931034 | 0.10% |
| TOTAL SE SEDOL B15C557 | 0.10% |
| ABIOMED INC SEDOL 2003698 | 0.10% |
| AMERICAN INTERNATIONAL GROUP SEDOL 2027342 | 0.10% |
| DEUTSCHE POST AG-REG SEDOL 4617859 | 0.10% |
| BAXTER INTERNATIONAL INC SEDOL 2085102 | 0.10% |
| BNP PARIBAS SEDOL 7309681 | 0.10% |
| POLARIS INC SEDOL 2692933 | 0.10% |
| RELIANC-GDR 144A 144A SEDOL B16CYP9 | 0.10% |
| SCHWAB (CHARLES) CORP SEDOL 2779397 | 0.10% |
| AMERISOURCEBERGEN CORP | 0.10% |
| ITOCHU CORP SEDOL 6467803 | 0.10% |
| CAIXABANK SA SEDOL B283W97 | 0.10% |
| DBS GROUP HOLDINGS LTD SEDOL 6175203 | 0.10% |
| DRAFTKINGS INC - CL A SEDOL BMYML02 | 0.10% |
| KINDER MORGAN INC SEDOL B3NQ4P8 | 0.10% |
| AMETEK INC SEDOL 2089212 | 0.10% |
| BRENNTAG SE SEDOL B4YVF56 | 0.10% |
| PUBLIC SERVICE ENTERPRISE GP SEDOL 2707677 | 0.10% |
| TEXAS INSTRUMENTS INC SEDOL 2885409 | 0.10% |
| ABB LTD-REG SEDOL 7108899 | 0.10% |
| ORSTED A/S SEDOL BYT16L4 | 0.10% |
| TATA CONSULTANCY SVS LTD SEDOL B01NPJ1 | 0.10% |
| TECHTRONIC INDUSTRIES CO LTD SEDOL B0190C7 | 0.10% |
| ADIDAS AG SEDOL 4031976 | 0.09% |
| FNMA FN30 BQ1269 UMBS 02.5000 08/01/2050 | 0.09% |
| GARTNER INC SEDOL 2372763 | 0.09% |
| NINTENDO CO LTD SEDOL 6639550 | 0.09% |
| STELLANTIS NV SEDOL BMD8F98 | 0.09% |
| APOLLO HOSPITALS ENTERPRISE SEDOL 6273583 | 0.09% |
| FLUTTER ENTERTAINMENT PLC-DI SEDOL BWXC0Z1 | 0.09% |
| MERCK KGAA SEDOL 4741844 | 0.09% |
| ALLSTATE CORP SEDOL 2019952 | 0.09% |
| ARAMARK SEDOL BH3XG17 | 0.09% |
| NAVER CORP SEDOL 6560393 | 0.09% |
| B3 SA-BRASIL BOLSA BALCAO SEDOL BG36ZK1 | 0.09% |
| FNMA FN30 FM1521 UMBS 04.0000 05/01/2049 | 0.09% |
| FORTUNE BRANDS HOME & SECURI SEDOL B3MC7D6 | 0.09% |
| VONTIER CORP SEDOL BH4GV32 | 0.09% |
| YANDEX NV-A SEDOL B5BSZB3 | 0.09% |
| AGNC INVESTMENT CORP SEDOL BYYHJL8 | 0.09% |
| SAMSUNG ELECTRONICS-PREF SEDOL 6773812 | 0.09% |
| SANDVIK AB SEDOL B1VQ252 | 0.09% |
| HERMES INTERNATIONAL SEDOL 5253973 | 0.09% |
| STATE STREET CORP SEDOL 2842040 | 0.09% |
| SUMITOMO MITSUI FINANCIAL GR SEDOL 6563024 | 0.09% |
| EASTMAN CHEMICAL CO SEDOL 2298386 | 0.09% |
| LEIDOS HOLDINGS INC SEDOL BDV82B8 | 0.09% |
| WALMART DE MEXICO SAB DE CV SEDOL BW1YVH8 | 0.09% |
| WESFARMERS LTD SEDOL 6948836 | 0.09% |
| AGCO CORP SEDOL 2010278 | 0.09% |
| NXP SEMICONDUCTORS NV SEDOL B505PN7 | 0.09% |
| VOLVO AB-B SHS SEDOL B1QH830 | 0.09% |
| FNMA FN30 AL9859 UMBS 03.0000 03/01/2047 | 0.08% |
| JAPAN EXCHANGE GROUP INC SEDOL 6743882 | 0.08% |
| MICHELIN (CGDE) SEDOL 4588364 | 0.08% |
| TAIWAN SEMICONDUCTOR-SP ADR SEDOL 2113382 | 0.08% |
| ZALANDO SE SEDOL BQV0SV7 | 0.08% |
| EQUINOR ASA SEDOL 7133608 | 0.08% |
| FERGUSON PLC SEDOL BJVNSS4 | 0.08% |
| HANA FINANCIAL GROUP SEDOL B0RNRF5 | 0.08% |
| AIRTAC INTERNATIONAL GROUP SEDOL B52J816 | 0.08% |
| EDP-ENERGIAS DE PORTUGAL SA SEDOL 4103596 | 0.08% |
| OTIS WORLDWIDE CORP SEDOL BK531S8 | 0.08% |
| RENESAS ELECTRONICS CORP SEDOL 6635677 | 0.08% |
| PARTNERS GROUP HOLDING AG SEDOL B119QG0 | 0.08% |
| SIG COMBIBLOC GROUP AG SEDOL BD5GN60 | 0.08% |
| TRANSDIGM GROUP INC SEDOL B11FJK3 | 0.08% |
| APOLLO GLOBAL MANAGEMENT INC SEDOL BKRLVD5 | 0.08% |
| BOOKING HOLDINGS INC SEDOL BDRXDB4 | 0.08% |
| IMPERIAL BRANDS PLC SEDOL 0454492 | 0.08% |
| INDUSTRIA DE DISENO TEXTIL SEDOL BP9DL90 | 0.08% |
| KEURIG DR PEPPER INC SEDOL BD3W133 | 0.08% |
| AMEREN CORPORATION SEDOL 2050832 | 0.08% |
| AVIVA PLC SEDOL 0216238 | 0.08% |
| FNMA FN30 MA2737 UMBS 03.0000 09/01/2046 | 0.08% |
| KINGFISHER PLC SEDOL 3319521 | 0.08% |
| PRINCIPAL FINANCIAL GROUP SEDOL 2803014 | 0.08% |
| ENTERPRISE PRODUCTS PARTNERS SEDOL 2285388 | 0.08% |
| LEGRAND SA SEDOL B11ZRK9 | 0.08% |
| NABTESCO CORP SEDOL 6687571 | 0.08% |
| AKZO NOBEL N.V. SEDOL BJ2KSG2 | 0.08% |
| LONDON STOCK EXCHANGE GROUP SEDOL B0SWJX3 | 0.08% |
| MONCLER SPA SEDOL BGLP232 | 0.08% |
| NOMURA HOLDINGS INC SEDOL 6643108 | 0.08% |
| SECOM CO LTD SEDOL 6791591 | 0.08% |
| GOODMAN GROUP SEDOL B03FYZ4 | 0.08% |
| HINDUSTAN UNILEVER LTD SEDOL 6261674 | 0.08% |
| YAMAHA MOTOR CO LTD SEDOL 6985264 | 0.08% |
| BOEING CO/THE SEDOL 2108601 | 0.08% |
| COVESTRO AG SEDOL BYTBWY9 | 0.08% |
| TOKYO ELECTRON LTD SEDOL 6895675 | 0.08% |
| TOTVS SA SEDOL B10LQP6 | 0.08% |
| YUM CHINA HOLDINGS INC SEDOL BN2BD13 | 0.08% |
| AUTO1 GROUP SE P/P 144A SEDOL BL5C4C7 | 0.07% |
| DANAHER CORP 05.0000 CV PFD | 0.07% |
| KDDI CORP SEDOL 6248990 | 0.07% |
| BANCO BILBAO VIZCAYA ARGENTA SEDOL 5501906 | 0.07% |
| PALTAC CORPORATION SEDOL B61BG94 | 0.07% |
| SBI HOLDINGS INC SEDOL 6309466 | 0.07% |
| BAIDU INC - SPON ADR SEDOL B0FXT17 | 0.07% |
| SANY HEAVY INDUSTRY CO LTD-A SEDOL BP3R3H0 | 0.07% |
| BRUNSWICK CORP SEDOL 2149309 | 0.07% |
| CNH INDUSTRIAL NV SEDOL BDSV2V0 | 0.07% |
| FNMA FN30 TBA UMBS 03.0000 05/01/2051 | 0.07% |
| PROSUS NV SEDOL BJDS7L3 | 0.07% |
| ROKU INC SEDOL BZ1LFG7 | 0.07% |
| THERMO FISHER SCIENTIFIC INC SEDOL 2886907 | 0.07% |
| UBS GROUP AG-REG SEDOL BRJL176 | 0.07% |
| CENTRE TESTING INTL GROUP-A SEDOL BD5C7D3 | 0.07% |
| GARMIN LTD SEDOL B3Z5T14 | 0.07% |
| SHENZHEN INOVANCE TECHNOLO-A SEDOL BD5CMN8 | 0.07% |
| AVALARA INC SEDOL BZ1NVP4 | 0.07% |
| BF0101 03.5000 06/01/2056 | 0.07% |
| SLM CORP | 0.07% |
| STACR 2016-DNA2 M3 04.7586 10/25/2028 | 0.07% |
| CARLSBERG AS-B SEDOL 4169219 | 0.07% |
| CK ASSET HOLDINGS LTD SEDOL BYZQ077 | 0.07% |
| DAIKIN INDUSTRIES LTD SEDOL 6250724 | 0.07% |
| JEFFERIES FINANCIAL GROUP IN SEDOL BG0Q4Z2 | 0.07% |
| QIAGEN N.V. SEDOL BYXS699 | 0.07% |
| WUXI APPTEC CO LTD-H SEDOL BGHH0L6 | 0.07% |
| DYNATRACE INC SEDOL BJV2RD9 | 0.06% |
| ENEL SPA SEDOL 7144569 | 0.06% |
| EXACT SCIENCES CORP SEDOL 2719951 | 0.06% |
| LINDE PLC SEDOL BYWD9S5 | 0.06% |
| MORGAN STANLEY 03.1250 01/23/2023 | 0.06% |
| SANDS CHINA LTD SEDOL B5B23W2 | 0.06% |
| ENTERGY CORP SEDOL 2317087 | 0.06% |
| DISCOVER FINANCIAL SERVICES SEDOL B1YLC43 | 0.06% |
| LAFARGEHOLCIM LTD-REG SEDOL 7110753 | 0.06% |
| BP PLC SEDOL 0798059 | 0.06% |
| CAPGEMINI SE SEDOL 4163437 | 0.06% |
| CREDIT AGRICOLE SA SEDOL 7262610 | 0.06% |
| TEMPUR SEALY INTERNATIONAL I SEDOL 2216991 | 0.06% |
| NOMURA RESEARCH INSTITUTE LT SEDOL 6390921 | 0.06% |
| CENOVUS ENERGY INC SEDOL B57FG04 | 0.06% |
| FNMA FN30 BQ0329 UMBS 02.5000 07/01/2050 | 0.06% |
| KONINKLIJKE AHOLD DELHAIZE N SEDOL BD0Q398 | 0.06% |
| NETWORK INTERNATIONAL HOLDIN SEDOL BH3VJ78 | 0.06% |
| NITORI HOLDINGS CO LTD SEDOL 6644800 | 0.06% |
| REPUBLIC SERVICES INC SEDOL 2262530 | 0.06% |
| SHENZHEN MINDRAY BIO-MEDIC-A SEDOL BHQK864 | 0.06% |
| ABBVIE INC 03.2000 11/21/2029 | 0.06% |
| KEYCORP SEDOL 2490911 | 0.06% |
| PORSCHE AUTOMOBIL HLDG-PRF SEDOL 7101069 | 0.06% |
| 1.431 R ISWP US0003M P 02/24/2031 | 0.06% |
| AMDOCS LTD SEDOL 2256908 | 0.06% |
| AVALONBAY COMMUNITIES INC SEDOL 2131179 | 0.06% |
| UNITED PARCEL SERVICE-CL B SEDOL 2517382 | 0.06% |
| ABCAM PLC SEDOL B677469 | 0.06% |
| EVOLUTION GAMING GRP SEDOL BJXSCH4 | 0.06% |
| MEDICAL PROPERTIES TRUST INC SEDOL B0JL5L9 | 0.06% |
| MICROSOFT CORP 01.5500 08/08/2021 | 0.06% |
| NEW YORK LIFE INS P/P 144A 01.1000 05/05/2023 | 0.06% |
| SHIN-ETSU CHEMICAL CO LTD SEDOL 6804585 | 0.06% |
| WOOLWORTHS GROUP LTD SEDOL 6981239 | 0.06% |
| XINYI SOLAR HOLDINGS LTD SEDOL BGQYNN1 | 0.06% |
| JPMORGAN CHASE & CO 03.9640 11/15/2048 | 0.05% |
| TARGA RESOURCES CORP SEDOL B55PZY3 | 0.05% |
| ASIAN PAINTS LTD SEDOL BCRWL65 | 0.05% |
| CDX CDX.NA.IG.36 100.0 06/20/2026 | 0.05% |
| DNB NOR ASA SEDOL 4263304 | 0.05% |
| KOITO MANUFACTURING CO LTD SEDOL 6496324 | 0.05% |
| ONO PHARMACEUTICAL CO LTD SEDOL 6660107 | 0.05% |
| VERIZON COMM 04.3290 09/21/2028 | 0.05% |
| AT&T INC P/P 144A 03.5500 09/15/2055 | 0.05% |
| FORTESCUE METALS GROUP LTD SEDOL B2B2B49 | 0.05% |
| PFIZER INC SEDOL 2684703 | 0.05% |
| CITIGROUP INC 03.6680 07/24/2028 | 0.05% |
| DXC TECHNOLOGY CO SEDOL BYXD7B3 | 0.05% |
| EQUITABLE HOLDINGS INC SEDOL BKRMR96 | 0.05% |
| OPAP SA SEDOL 7107250 | 0.05% |
| PANASONIC CORP SEDOL 6572707 | 0.05% |
| CONSTELLATION BRANDS INC-A SEDOL 2170473 | 0.05% |
| CROWN HOLDINGS INC | 0.05% |
| GENTEX CORP SEDOL 2366799 | 0.05% |
| JPMORGAN CHASE & CO 03.3750 05/01/2023 | 0.05% |
| MORGAN STANLEY 03.6250 01/20/2027 | 0.05% |
| FNMA FN30 BM5024 UMBS 03.0000 11/01/2048 | 0.05% |
| JPMORGAN CHASE & CO 03.6250 12/01/2027 | 0.05% |
| UNIVERSAL VISION BIOTECHNOLO SEDOL 6732051 | 0.05% |
| CIMAREX ENERGY CO SEDOL 2987521 | 0.05% |
| DAIWA HOUSE INDUSTRY CO LTD SEDOL 6251363 | 0.05% |
| HONG KONG EXCHANGES & CLEAR SEDOL 6267359 | 0.05% |
| PETROBRAS GLOBAL FINANCE USD 06.2500 03/17/2024 | 0.05% |
| POYA INTERNATIONAL CO LTD SEDOL 6541826 | 0.05% |
| AT&T INC SEDOL 2831811 | 0.05% |
| BHP GROUP PLC SEDOL BH0P3Z9 | 0.05% |
| COPA HOLDINGS SA-CLASS A SEDOL B0TNJH9 | 0.05% |
| DISCOVERY INC - A SEDOL B3D7K31 | 0.05% |
| GOLDMAN SACHS GROUP INC 03.8500 01/26/2027 | 0.05% |
| LAMAR ADVERTISING CO-A SEDOL BSPHGN6 | 0.05% |
| 3I GROUP PLC SEDOL B1YW440 | 0.05% |
| AMERICAN TOWER CORP 02.7000 04/15/2031 | 0.05% |
| DNB BANK ASA P/P 144A 02.1500 12/02/2022 | 0.05% |
| FNMA FN30 BM1172 UMBS 03.0000 03/01/2047 | 0.05% |
| KNORR-BREMSE AG SEDOL BD2P9X9 | 0.05% |
| SHIONOGI & CO LTD SEDOL 6804682 | 0.05% |
| SKANDINAVISKA ENSKILDA BAN-A SEDOL 4813345 | 0.05% |
| UNILEVER PLC SEDOL BLRB262 | 0.05% |
| VISTRA CORP SEDOL BZ8VJQ8 | 0.05% |
| AURIZON HOLDINGS LTD SEDOL B87CVM3 | 0.04% |
| BANK OF AMERICA CORP 06.1100 01/29/2037 | 0.04% |
| KONINKLIJKE KPN NV SEDOL 5956078 | 0.04% |
| NIPPON TELEGRAPH & TELEPHONE SEDOL 6641373 | 0.04% |
| UNITED OVERSEAS BANK LTD SEDOL 6916781 | 0.04% |
| 10X GENOMICS INC-CLASS A SEDOL BKS3RS7 | 0.04% |
| ADECCO GROUP AG-REG SEDOL 7110720 | 0.04% |
| ADYEN NV SEDOL BZ1HM42 | 0.04% |
| AXALTA COATING SYSTEMS LTD SEDOL BSFWCF5 | 0.04% |
| BRISTOL-MYERS 03.2500 02/20/2023 | 0.04% |
| JUBILANT FOODWORKS LTD SEDOL B3PRM66 | 0.04% |
| LITE-ON TECHNOLOGY CORP SEDOL 6519481 | 0.04% |
| RELIANCE STEEL & ALUMINUM SEDOL 2729068 | 0.04% |
| SIRIUS XM RADIO INC P/P 144A 05.0000 08/01/2027 | 0.04% |
| TORONTO-DOMINION BANK USD 01.9000 12/01/2022 | 0.04% |
| UNUM GROUP SEDOL 2433842 | 0.04% |
| WH GROUP LTD SEDOL BLLHKZ1 | 0.04% |
| CVS HEALTH CORP 04.7800 03/25/2038 | 0.04% |
| EDF SEDOL B0NJJ17 | 0.04% |
| MANPOWERGROUP INC SEDOL 2562490 | 0.04% |
| ORACLE CORP 02.5000 10/15/2022 | 0.04% |
| SONIC HEALTHCARE LTD SEDOL 6821120 | 0.04% |
| BANK OF IRELAND GROUP PLC SEDOL BD1RP61 | 0.04% |
| IHS MARKIT LTD P/P 144A 04.7500 02/15/2025 | 0.04% |
| JPY/USD 05/19/2021 SSBT | 0.04% |
| MWST 2019-1 A 00.9086 06/25/2052 | 0.04% |
| NORDSON CORP SEDOL 2641838 | 0.04% |
| SARTORIUS STEDIM BIOTECH SEDOL BYZ2QP5 | 0.04% |
| UBS GROUP AG P/P 144A 03.4910 05/23/2023 | 0.04% |
| ALLISON TRANSMISSION HOLDING SEDOL B4PZ892 | 0.04% |
| BANK LEUMI LE-ISRAEL SEDOL 6076425 | 0.04% |
| DINO POLSKA SA SEDOL BD0YVN2 | 0.04% |
| SK TELECOM SEDOL 6224871 | 0.04% |
| APPLE INC 00.7500 05/11/2023 | 0.04% |
| COLGATE-PALMOLIVE CO SEDOL 2209106 | 0.04% |
| FAURECIA SEDOL 4400446 | 0.04% |
| TWILIO INC - A SEDOL BD6P5Q0 | 0.04% |
| UNITED MEXICAN STATES USD 05.5500 01/21/2045 | 0.04% |
| ALTICE USA INC- A SEDOL BDRY7P9 | 0.04% |
| AT&T INC P/P 144A 02.5500 12/01/2033 | 0.04% |
| ENERGY TRANSFER LP 06.6250 02/15/2028 | 0.04% |
| STONECO LTD-A SEDOL BGKG6M3 | 0.04% |
| INTERACTIVE BROKERS GRO-CL A SEDOL B1WT4X2 | 0.04% |
| PANDORA A/S SEDOL B44XTX8 | 0.04% |
| ASML HOLDING NV SEDOL B929F46 | 0.04% |
| BANK OF AMERICA CORP 03.2480 10/21/2027 | 0.04% |
| DBUBS 2011-LC3A D P/P 144A 05.3511 08/10/2044 | 0.04% |
| EOG RESOURCES INC SEDOL 2318024 | 0.04% |
| JONES LANG LASALLE INC SEDOL 2040640 | 0.04% |
| LENNAR CORP-A SEDOL 2511920 | 0.04% |
| NESTLE HOLDINGS INC P/P 144A 00.3750 01/15/2024 | 0.04% |
| RYDER SYSTEM INC SEDOL 2760669 | 0.04% |
| BOC HONG KONG HOLDINGS LTD SEDOL 6536112 | 0.04% |
| BRAMBLES LTD SEDOL B1FJ0C0 | 0.04% |
| CAS 2016-C04 1M2 04.3586 01/25/2029 | 0.04% |
| CELANESE CORP SEDOL B05MZT4 | 0.04% |
| ENI SPA SEDOL 7145056 | 0.04% |
| FUJITSU LTD SEDOL 6356945 | 0.04% |
| GLAXOSMITHKLINE PLC SEDOL 0925288 | 0.04% |
| INTERPUBLIC GRP 04.6500 10/01/2028 | 0.04% |
| LOGITECH INTERNATIONAL-REG SEDOL B18ZRK2 | 0.04% |
| OMRON CORP SEDOL 6659428 | 0.04% |
| SYSCO CORP SEDOL 2868165 | 0.04% |
| CF INDUSTRIES INC P/P 144A 04.5000 12/01/2026 | 0.04% |
| DEVON ENERGY CORP SEDOL 2480677 | 0.04% |
| FNMA FN30 BC1155 UMBS 03.0000 06/01/2046 | 0.04% |
| FNMA FN30 TBA UMBS 04.0000 04/01/2051 | 0.04% |
| LNSTR 2015-3 B P/P 144A 03.1733 04/20/2048 | 0.04% |
| NITTO DENKO CORP SEDOL 6641801 | 0.04% |
| PACIFIC GAS & ELECTRIC 01.3670 03/10/2023 | 0.04% |
| PETROLEOS MEXICANOS USD 06.8400 01/23/2030 | 0.04% |
| REPUBLIC OF INDONESIA REGS 04.7500 01/08/2026 | 0.04% |
| SUMITOMO MITSUI TRUST HOLDIN SEDOL 6431897 | 0.04% |
| SUN HUNG KAI PROPERTIES SEDOL 6859927 | 0.04% |
| CAS 2020-R01 1M2 02.1586 01/25/2040 | 0.03% |
| DIRECT LINE INSURANCE GROUP SEDOL BY9D0Y1 | 0.03% |
| EIFFAGE SEDOL B13X013 | 0.03% |
| NEXON CO LTD SEDOL B63QM77 | 0.03% |
| DUKE REALTY CORP SEDOL 2284084 | 0.03% |
| FEDEX CORP SEDOL 2142784 | 0.03% |
| HIKMA PHARMACEUTICALS PLC SEDOL B0LCW08 | 0.03% |
| MICROSOFT CORP 02.4000 08/08/2026 | 0.03% |
| SPRINT CORP 07.8750 09/15/2023 | 0.03% |
| SUMITOMO TR&BK P/P 144A 00.8000 09/12/2023 | 0.03% |
| T-MOBILE USA INC P/P 144A 03.7500 04/15/2027 | 0.03% |
| AENA SME SA SEDOL BVRZ8L1 | 0.03% |
| ALBEMARLE CORP SEDOL 2046853 | 0.03% |
| ARROW ELECTRONICS INC SEDOL 2051404 | 0.03% |
| CCO HOLDINGS LLC P/P 144A 05.3750 06/01/2029 | 0.03% |
| CINTAS CORP SEDOL 2197137 | 0.03% |
| CK HUTCHISON HOLDINGS LTD SEDOL BW9P816 | 0.03% |
| HCA HEALTHCARE INC SEDOL B4MGBG6 | 0.03% |
| MGIC INVESTMENT CORP SEDOL 2548616 | 0.03% |
| NORFOLK SOUTHERN CORP SEDOL 2641894 | 0.03% |
| ORACLE CORP SEDOL 2661568 | 0.03% |
| SALESFORCE.COM INC 03.7000 04/11/2028 | 0.03% |
| SPRINT CAPITAL CORPORATION 06.8750 11/15/2028 | 0.03% |
| UBS GROUP AG P/P 144A 03.0000 04/15/2021 | 0.03% |
| WILLIAMS COS INC SEDOL 2967181 | 0.03% |
| BROADCOM INC 04.1500 11/15/2030 | 0.03% |
| CSX CORP SEDOL 2160753 | 0.03% |
| DARDEN RESTAURANTS INC SEDOL 2289874 | 0.03% |
| DOVER CORP SEDOL 2278407 | 0.03% |
| TELEFONICA EMISIONES SAU USD 04.8950 03/06/2048 | 0.03% |
| ASHLAND GLOBAL HOLDINGS INC SEDOL BYND5N1 | 0.03% |
| CAS 2015-C04 2M2 05.6586 04/25/2028 | 0.03% |
| CHARTER COMM OPT LLC 06.4840 10/23/2045 | 0.03% |
| EQUITY LIFESTYLE PROPERTIES SEDOL 2563125 | 0.03% |
| INTL BUSINESS MACHINES CORP SEDOL 2005973 | 0.03% |
| INVITATION HOMES INC SEDOL BD81GW9 | 0.03% |
| OTSUKA CORP SEDOL 6267058 | 0.03% |
| REPUBLIC OF SENEGAL REGS 06.2500 05/23/2033 | 0.03% |
| TRANSDIGM INC. P/P 144A 06.2500 03/15/2026 | 0.03% |
| EQUINIX INC. 02.9000 11/18/2026 | 0.03% |
| FIDELITY NATIONAL FINANCIAL SEDOL BNBRDD4 | 0.03% |
| FLEETCOR TECHNOLOGIES INC SEDOL B4R28B3 | 0.03% |
| HITACHI LTD SEDOL 6429104 | 0.03% |
| JPMORGAN CHASE & CO 04.6000 02/01/2025 | 0.03% |
| PALO ALTO NETWORKS INC SEDOL B87ZMX0 | 0.03% |
| US 10YR ULTRA FUT JUN21 UXYM1 | 0.03% |
| CAS 2016-C01 1M2 06.8586 08/25/2028 | 0.03% |
| CAS 2016-C02 1M2 06.1086 09/25/2028 | 0.03% |
| CIT GROUP INC. 05.2500 03/07/2025 | 0.03% |
| DEUTSCHE BANK NY 01.6860 03/19/2026 | 0.03% |
| GOLDMAN SACHS GROUP INC 04.2230 05/01/2029 | 0.03% |
| LINCOLN NATIONAL CORP SEDOL 2516378 | 0.03% |
| M3 INC SEDOL B02K2M3 | 0.03% |
| SEI INVESTMENTS COMPANY SEDOL 2793610 | 0.03% |
| STANDARD IND INC P/P 144A 05.0000 02/15/2027 | 0.03% |
| TAYLOR WIMPEY PLC SEDOL 0878230 | 0.03% |
| 1.443 R ISWP US0003M P 02/25/2031 | 0.03% |
| 1.4435 R ISWP US0003M P 02/24/2031 | 0.03% |
| 1.4525 R ISWP US0003M P 02/25/2031 | 0.03% |
| AIR LEASE CORP 04.6250 10/01/2028 | 0.03% |
| CWALT 2006-OA10 4A1 00.4886 08/25/2046 | 0.03% |
| FNMA FN40 BF0171 UMBS 04.0000 01/01/2057 | 0.03% |
| GENERAL ELECTRIC CO SEDOL 2380498 | 0.03% |
| IVORY COAST REGS 06.1250 06/15/2033 | 0.03% |
| JPY/USD 05/19/2021 GSFX | 0.03% |
| SEAGEN INC SEDOL BLPK4D2 | 0.03% |
| SONOVA HOLDING AG-REG SEDOL 7156036 | 0.03% |
| UNITEDHEALTH GROUP INC 03.8500 06/15/2028 | 0.03% |
| YUM BRANDS INC SEDOL 2098876 | 0.03% |
| ZURICH INSURANCE GROUP AG SEDOL 5983816 | 0.03% |
| AMAZON.COM INC 03.1500 08/22/2027 | 0.03% |
| ANZ NEW ZEALAND INT P/P 144A 02.8750 01/25/2022 | 0.03% |
| APPLE INC 04.2500 02/09/2047 | 0.03% |
| ASHTEAD CAPITAL INC P/P 144A 04.3750 08/15/2027 | 0.03% |
| CHEMOURS CO/THE SEDOL BZ0CTP8 | 0.03% |
| ECOLAB INC 02.7000 11/01/2026 | 0.03% |
| ENTERPRISE PRODUCTS OPER 04.2500 02/15/2048 | 0.03% |
| KONINKLIJKE DSM NV SEDOL B0HZL93 | 0.03% |
| MICROSOFT CORP 02.9210 03/17/2052 | 0.03% |
| MRAIT 2020-2 A2 | 0.03% |
| MRAIT 2021-8 A1X 01.2535 10/15/2021 | 0.03% |
| ORACLE CORP 02.5000 05/15/2022 | 0.03% |
| REP OF INDONESIA P/P 144A 04.3500 01/08/2027 | 0.03% |
| TAKE-TWO INTERACTIVE SOFTWRE SEDOL 2122117 | 0.03% |
| TOKYO GAS CO LTD SEDOL 6895448 | 0.03% |
| VERIZON COMMUNICATIONS 03.7000 03/22/2061 | 0.03% |
| YAMATO HOLDINGS CO LTD SEDOL 6985565 | 0.03% |
| AMERICAN FINANCIAL GROUP INC SEDOL 2134532 | 0.02% |
| BANK OF MONTREAL USD 03.1000 04/13/2021 | 0.02% |
| BROADCOM CRP / CAYM 03.5000 01/15/2028 | 0.02% |
| BROTHER INDUSTRIES LTD SEDOL 6146500 | 0.02% |
| DAITO TRUST CONSTRUCT CO LTD SEDOL 6250508 | 0.02% |
| DANSKE BANK A/S P/P 144A 02.7000 03/02/2022 | 0.02% |
| FAIRFAX FINL HLDGS USD 04.8500 04/17/2028 | 0.02% |
| GENERAL MOTORS FINL CO 04.0000 10/06/2026 | 0.02% |
| GLENCORE FUNDING LLC P/P 144A 02.5000 09/01/2030 | 0.02% |
| ISRAEL DISCOUNT BANK -A SEDOL 6451271 | 0.02% |
| MRAIT 2020-12 A1X 01.4560 07/15/2021 | 0.02% |
| NOVARTIS CAPITAL CORP 04.0000 11/20/2045 | 0.02% |
| ORACLE CORP 04.0000 11/15/2047 | 0.02% |
| SMC CORP SEDOL 6763965 | 0.02% |
| UNILEVER PLC SEDOL B10RZP7 | 0.02% |
| UNITEDHEALTH GROUP INC 03.1500 06/15/2021 | 0.02% |
| AGL ENERGY LTD SEDOL BSS7GP5 | 0.02% |
| ALKERMES PLC SEDOL B3P6D26 | 0.02% |
| AMAZON.COM INC. 02.5000 11/29/2022 | 0.02% |
| CLP HOLDINGS LTD SEDOL 6097017 | 0.02% |
| FNMA FN30 AS7003 UMBS 03.0000 04/01/2046 | 0.02% |
| GMO INTERNET INC SEDOL 6170167 | 0.02% |
| HENDERSON LAND DEVELOPMENT SEDOL 6420538 | 0.02% |
| US BANCORP 02.6250 01/24/2022 | 0.02% |
| BANK OF AMERICA CORP 03.4990 05/17/2022 | 0.02% |
| BERKELEY GROUP HOLDINGS/THE SEDOL B02L3W3 | 0.02% |
| BMW US CAPITAL LLC P/P 144A 02.0000 04/11/2021 | 0.02% |
| BRISTOL-MYERS 03.2500 08/15/2022 | 0.02% |
| CAS 2015-C04 1M2 05.8086 04/25/2028 | 0.02% |
| GSMS 2014-GC22 C 04.6921 06/10/2047 | 0.02% |
| KEURIG DR PEPPER INC 02.2500 03/15/2031 | 0.02% |
| MSBAM 2014-C17 C 04.4736 08/15/2047 | 0.02% |
| NZD/USD 04/21/2021 GSFX | 0.02% |
| PERSIMMON PLC SEDOL 0682538 | 0.02% |
| PNC BANK NA 02.0280 12/09/2022 | 0.02% |
| TEMPO ACQ LLC/FI P/P 144A 06.7500 06/01/2025 | 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% |
| VOLKSWAGEN AG PFD SEDOL 5497168 | 0.02% |
| 1.438 R ISWP US0003M P 02/25/2031 | 0.02% |
| BT GROUP PLC SEDOL 3091357 | 0.02% |
| CALPINE CORP P/P 144A 04.5000 02/15/2028 | 0.02% |
| CAS 2017-C01 1M2 03.6586 07/25/2029 | 0.02% |
| COLES GROUP LTD SEDOL BYWR0T5 | 0.02% |
| COMM 2010-C1 D P/P 144A 05.7589 07/10/2046 | 0.02% |
| DIGITAL REALTY TRUST LP 04.7500 10/01/2025 | 0.02% |
| FNMA FN30 BJ9256 UMBS 04.0000 06/01/2048 | 0.02% |
| LASERTEC CORP SEDOL 6506267 | 0.02% |
| SALESFORCE.COM INC SEDOL 2310525 | 0.02% |
| TENET HEALTHCARE P/P 144A 04.8750 01/01/2026 | 0.02% |
| VERTIV TLB L+275 02.8685 03/02/2027 | 0.02% |
| ALBERTSONS COS/SAFE P/P 144A 04.6250 01/15/2027 | 0.02% |
| AMERICAN EXPRESS COMPANY 02.6500 12/02/2022 | 0.02% |
| AT&T INC 04.7500 05/15/2046 | 0.02% |
| CHECK POINT SOFTWARE TECH SEDOL 2181334 | 0.02% |
| CHUGAI PHARMACEUTICAL CO LTD SEDOL 6196408 | 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% |
| ENERGY TRANSFER OPERATNG 03.7500 05/15/2030 | 0.02% |
| FNMA FN30 BC2733 UMBS 03.0000 05/01/2046 | 0.02% |
| GALAXY ENT GRP L SEDOL 6465874 | 0.02% |
| ICL GROUP LTD SEDOL 6455530 | 0.02% |
| NH FOODS LTD SEDOL 6640767 | 0.02% |
| OBAYASHI CORP SEDOL 6656407 | 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% |
| SARTORIUS AG-PFD PCT 0.000 | 0.02% |
| SPST 2021-6 A 00.9103 04/25/2022 | 0.02% |
| STACR 2017-DNA2 M2 03.5586 10/25/2029 | 0.02% |
| WATCO COS LLC/FI P/P 144A 06.5000 06/15/2027 | 0.02% |
| COCA-COLA EUROPEAN PARTNERS SEDOL BYQQ3P5 | 0.02% |
| CREDIT SUISSE GRP AG P/P 144A 02.1930 06/05/2026 | 0.02% |
| CWALT 2006-OA7 1A2 01.1990 06/25/2046 | 0.02% |
| FINGERPRINT CARDS AB-B SEDOL BD6S127 | 0.02% |
| FNMA FN30 AS8056 UMBS 03.0000 10/01/2046 | 0.02% |
| HUNTSMAN INTERNATIONAL L 04.5000 05/01/2029 | 0.02% |
| KRAFT HEINZ FOODS CO 03.0000 06/01/2026 | 0.02% |
| MET LIFE GLOB P/P 144A 02.4000 06/17/2022 | 0.02% |
| SHELL INTERNATIONAL FIN USD 02.8750 05/10/2026 | 0.02% |
| SPST 2020-6 A 01.8574 09/07/2021 | 0.02% |
| STANLEY ELECTRIC CO LTD SEDOL 6841106 | 0.02% |
| SUNDRUG CO LTD SEDOL 6817895 | 0.02% |
| AIR LEASE CORP 03.2500 10/01/2029 | 0.02% |
| AMERICAN ELECTRIC POWER 04.3000 12/01/2028 | 0.02% |
| AUTO TRADER GROUP PLC SEDOL BVYVFW2 | 0.02% |
| BPCE SA P/P 144A 04.5000 03/15/2025 | 0.02% |
| CAS 2016-C05 2M2 04.5586 01/25/2029 | 0.02% |
| COMM 2014-CR19 AM 04.0800 08/10/2047 | 0.02% |
| DOMINICAN REPUBLIC REGS 05.9500 01/25/2027 | 0.02% |
| FISERV INC 04.2000 10/01/2028 | 0.02% |
| GENTING SINGAPORE LTD SEDOL BDRTVP2 | 0.02% |
| JPMBB 2014-C19 C 04.6740 04/15/2047 | 0.02% |
| LAMB WESTON HOLDINGS P/P 144A 04.8750 11/01/2026 | 0.02% |
| LEVEL 3 FIN INC P/P 144A 04.6250 09/15/2027 | 0.02% |
| MET LIFE GLOB P/P 144A 01.9500 01/13/2023 | 0.02% |
| NORTHROP GRUMMAN CORP 03.2500 01/15/2028 | 0.02% |
| NRG P/P 144A 03.7500 06/15/2024 | 0.02% |
| ORACLE CORP 01.9000 09/15/2021 | 0.02% |
| PLANTRONICS INC P/P 144A 05.5000 05/31/2023 | 0.02% |
| RAYTHEON TECH CORP P/P 02.5000 12/15/2022 | 0.02% |
| SPST 2020-13 A 01.6074 10/10/2021 | 0.02% |
| SPST 2020-WL1 A 01.2586 06/25/2051 | 0.02% |
| STAPLES INC P/P 144A 07.5000 04/15/2026 | 0.02% |
| SWISS LIFE HOLDING AG-REG SEDOL 7437805 | 0.02% |
| T-MOBILE USA INC P/P 144A 02.2500 11/15/2031 | 0.02% |
| THE AES CORPORATION P/P 144A 02.4500 01/15/2031 | 0.02% |
| TRK 2019-1 A1 04.5351 03/25/2022 | 0.02% |
| WEYERHAEUSER CO SEDOL 2958936 | 0.02% |
| ACS ACTIVIDADES SEDOL B01FLQ6 | 0.02% |
| ANHEUSER-BUSCH CO/IN 03.6500 02/01/2026 | 0.02% |
| BBCMS 2019-C5 AS 03.3660 11/15/2052 | 0.02% |
| BRISTOL-MYERS 02.9000 07/26/2024 | 0.02% |
| CENTENE CORP 04.6250 12/15/2029 | 0.02% |
| CFCRE 2011-C2 E P/P 144A 05.7582 12/15/2047 | 0.02% |
| CITIGROUP INC 04.5000 01/14/2022 | 0.02% |
| COMM 2013-CR13 C 04.8851 11/10/2046 | 0.02% |
| CSC HOLDINGS LLC 05.2500 06/01/2024 | 0.02% |
| GJENSIDIGE FORSIKRING ASA SEDOL B4PH0C5 | 0.02% |
| GLOBAL PAYMENTS INC 04.0000 06/01/2023 | 0.02% |
| GSMS 2011-GC3 D P/P 144A 05.3975 03/10/2044 | 0.02% |
| JPMBB 2015-C29 B 04.1180 05/15/2048 | 0.02% |
| MORGAN STANLEY 04.3750 01/22/2047 | 0.02% |
| MRAIT 2020-11 A1X 01.9000 04/23/2021 | 0.02% |
| MRAIT 2021-5 A1X 01.8560 07/26/2021 | 0.02% |
| NRG ENERGY INC P/P 144A 04.4500 06/15/2029 | 0.02% |
| SAMI 2007-AR7 1A1 00.9586 05/25/2047 | 0.02% |
| SPST 2020-15 A 01.4774 12/10/2021 | 0.02% |
| TPAT 2018-SL1 A P/P 144A 00.7086 01/25/2046 | 0.02% |
| AMERICAN TOWER CORPORATION 02.7500 01/15/2027 | 0.02% |
| BANK OF AMERICA CORP 06.1000 12/29/2049 | 0.02% |
| CAMPBELL SOUP CO SEDOL 2162845 | 0.02% |
| CITIGROUP INC 03.8750 02/18/2051 | 0.02% |
| CREDIT SUISSE GRP AG P/P 144A 06.2500 12/18/2024 | 0.02% |
| CSAIL 2020-C19 XA IO 01.1198 03/15/2053 | 0.02% |
| DIVERSIFIED HEALTHCARE T 09.7500 06/15/2025 | 0.02% |
| E.ON SE SEDOL 4942904 | 0.02% |
| FHLMC FR30 ZS4703 UMBS 03.0000 02/01/2047 | 0.02% |
| GCP APPLIED TECH P/P 144A 05.5000 04/15/2026 | 0.02% |
| MP3 2013-1A AR P/P 144A 01.4740 10/20/2030 | 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% |
| OMV AG SEDOL 4651459 | 0.02% |
| RAYTHEON TECH CORP 04.1250 11/16/2028 | 0.02% |
| REPUBLIC OF CHILE USD 02.4500 01/31/2031 | 0.02% |
| REPUBLIC OF PARAGUAY REGS 04.7000 03/27/2027 | 0.02% |
| SHRP 2020-1 NOTE 03.0875 07/25/2024 | 0.02% |
| SPECTRUM BRANDS HOLDINGS INC SEDOL BDRYFB1 | 0.02% |
| STACR 2015-DNA3 M3 04.8086 04/25/2028 | 0.02% |
| TORONTO-DOMINION BANK USD 03.6250 09/15/2031 | 0.02% |
| TRANSUNION SEDOL BYMWL86 | 0.02% |
| AES CORP SEDOL 2002479 | 0.02% |
| ALLY FINANCIAL INC 08.0000 11/01/2031 | 0.02% |
| ALPHABET INC 03.6250 05/19/2021 | 0.02% |
| BECTON DICKINSON AND CO 01.9570 02/11/2031 | 0.02% |
| BIOGEN INC 03.6250 09/15/2022 | 0.02% |
| BYD CO LTD-H SEDOL 6536651 | 0.02% |
| COMM 2015-CR24 B 04.3800 08/10/2048 | 0.02% |
| DEUTSCHE BANK NY 03.7290 01/14/2032 | 0.02% |
| DISH DBS CORP 05.8750 11/15/2024 | 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% |
| FMC CORP SEDOL 2328603 | 0.02% |
| GBP/USD 06/16/2021 SSBT | 0.02% |
| GLOBAL MEDICAL RESPONS L+475 05.7500 10/02/2025 | 0.02% |
| IHEARTCOMMUNICATIONS INC 08.3750 05/01/2027 | 0.02% |
| INTERCONTINENTALEXCHANGE 02.6500 09/15/2040 | 0.02% |
| MONDELEZ INT HOLD NE P/P 144A 02.1250 09/19/2022 | 0.02% |
| MRAIT 2021-EBO1 A1X 01.4585 10/08/2021 | 0.02% |
| NAVISTAR INTL TLB L+350 03.6200 11/06/2024 | 0.02% |
| NEUROCRINE BIOSCIENCES INC SEDOL 2623911 | 0.02% |
| NIPPON EXPRESS CO LTD SEDOL 6642127 | 0.02% |
| REPUBLIC OF COLOMBIA USD 03.8750 04/25/2027 | 0.02% |
| RYOHIN KEIKAKU CO LTD SEDOL 6758455 | 0.02% |
| TENET HEALTHCARE COR P/P 144A 05.1250 11/01/2027 | 0.02% |
| TEVA PHARMACEUTICALS NE USD 06.0000 04/15/2024 | 0.02% |
| TORO CO SEDOL 2897040 | 0.02% |
| UBS AG LONDON P/P 144A 01.7500 04/21/2022 | 0.02% |
| WALT DISNEY COMPANY 07.7500 12/01/2045 | 0.02% |
| WFRBS 2013-C11 AS 03.3110 03/15/2045 | 0.02% |
| ALEXION PHARMACEUTICALS INC SEDOL 2036070 | 0.02% |
| ARES CAPITAL CORP 03.8750 01/15/2026 | 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% |
| COMM 2013-CR13 AM 04.4490 11/10/2046 | 0.02% |
| CSAIL 2015-C1 D P/P 144A 03.7640 04/15/2050 | 0.02% |
| CSC HOLDINGS LLC P/P 144A 07.5000 04/01/2028 | 0.02% |
| DIGITAL REALTY TRUST LP 04.4500 07/15/2028 | 0.02% |
| ERAC USA FINANCE LLC P/P 144A 04.5000 02/15/2045 | 0.02% |
| HESS MIDSTREAM P P/P 144A 05.6250 02/15/2026 | 0.02% |
| HOCHTIEF AG SEDOL 5108664 | 0.02% |
| JOHNSON CONTROLS INTL PL 04.5000 02/15/2047 | 0.02% |
| JPMBB 2014-C22 C 04.5536 09/15/2047 | 0.02% |
| JPMCC 2012-C6 E P/P 144A 05.1424 05/15/2045 | 0.02% |
| LBMLT 2004-1 A2 00.9086 02/25/2034 | 0.02% |
| MATCH GRP HLD II LLC P/P 144A 04.6250 06/01/2028 | 0.02% |
| MSBAM 2012-C6 D P/P 144A 04.6064 11/15/2045 | 0.02% |
| NETFLIX INC. 05.8750 11/15/2028 | 0.02% |
| NOVELIS CORP P/P 144A 05.8750 09/30/2026 | 0.02% |
| NZD/USD 04/21/2021 RBSF | 0.02% |
| PULTEGROUP INC. 07.8750 06/15/2032 | 0.02% |
| SOCIETE GENERALE P/P 144A 05.3750 11/18/2050 | 0.02% |
| WASTE PRO USA INC P/P 144A 05.5000 02/15/2026 | 0.02% |
| WFRBS 2014-C22 XA IO 00.8048 09/15/2057 | 0.02% |
| ARD FINANCE SA P/P 144A 06.5000 06/30/2027 | 0.01% |
| ATLAS COPCO AB-A SHS SEDOL BD97BN2 | 0.01% |
| BP CAPITAL MARKETS PLC USD 03.2790 09/19/2027 | 0.01% |
| BRAND ENERGY TL L+425 05.2500 06/21/2024 | 0.01% |
| CFCRE 2017-C8 B 04.1985 06/15/2050 | 0.01% |
| CHENIERE CORP CHRIST 05.1250 06/30/2027 | 0.01% |
| CITIGROUP INC 02.9000 12/08/2021 | 0.01% |
| DUKE ENERGY OHIO INC 03.6500 02/01/2029 | 0.01% |
| ENDEAVOR ENERGY P/P 144A 05.7500 01/30/2028 | 0.01% |
| EOG RESOURCES INC 02.6250 03/15/2023 | 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% |
| FISHER PAYKEL SEDOL 6340250 | 0.01% |
| FNMA FN30 AS7154 UMBS 03.0000 05/01/2046 | 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% |
| JAZZ PHARMACEUTICALS PLC SEDOL B4Q5ZN4 | 0.01% |
| KAKAKU.COM INC SEDOL 6689533 | 0.01% |
| KEURIG DR PEPPER INC 04.5970 05/25/2028 | 0.01% |
| LENNAR CORP 04.7500 11/29/2027 | 0.01% |
| MBX.FN30.500.10 R USL1M P 01/12/41 BC | 0.01% |
| MERCK & CO INC 03.7000 02/10/2045 | 0.01% |
| MSC 2011-C3 B P/P 144A 05.2611 07/15/2049 | 0.01% |
| OCCIDENTAL PETROLEUM COR 06.4500 09/15/2036 | 0.01% |
| OMNICOM GP/OMNICOM CAP 03.6000 04/15/2026 | 0.01% |
| ONCOR ELECTRIC DELIV 03.7500 04/01/2045 | 0.01% |
| PERTAMINA PERSERO PT P/P 144A 04.3000 05/20/2023 | 0.01% |
| SPX 20220121 C 4350.00CITI | 0.01% |
| T-MOBILE USA INC P/P 144A 03.8750 04/15/2030 | 0.01% |
| TOWNSQUARE MEDIA INC P/P 144A 06.8750 02/01/2026 | 0.01% |
| WAMU 2005-AR12 1A8 02.9062 10/25/2035 | 0.01% |
| WESTROCK MWV LLC 08.2000 01/15/2030 | 0.01% |
| WFRBS 2011-C3 D P/P 144A 05.8490 03/15/2044 | 0.01% |
| AMBATH TLB1 L+375 04.2500 12/27/2027 | 0.01% |
| APPLE INC 02.8500 05/06/2021 | 0.01% |
| ARCELORMITTAL USD 07.2500 10/15/2039 | 0.01% |
| BNP PARIBAS P/P 144A 02.5880 08/12/2035 | 0.01% |
| CANTOR FITZGERALD LP P/P 144A 06.5000 06/17/2022 | 0.01% |
| CHEVRON CORP 02.1000 05/16/2021 | 0.01% |
| CWALT 2005-59 1A1 00.7709 11/20/2035 | 0.01% |
| DELTA/SKYMILES P/P 144A 04.7500 10/20/2028 | 0.01% |
| DIAMOND 1 FIN/DIAM P/P 144A 06.0200 06/15/2026 | 0.01% |
| ENBRIDGE INC USD 04.5000 06/10/2044 | 0.01% |
| ENERGY TRANSFER OPERA 05.8750 01/15/2024 | 0.01% |
| GOLDMAN SACHS GROUP INC 05.7500 01/24/2022 | 0.01% |
| GSMS 2011-GC3 C P/P 144A 05.3975 03/10/2044 | 0.01% |
| GSMS 2017-GS7 AS 03.6630 08/10/2050 | 0.01% |
| HARGREAVES LANSDOWN PLC SEDOL B1VZ0M2 | 0.01% |
| IBM CORP 01.8750 08/01/2022 | 0.01% |
| INDIGO NATURAL RES L P/P 144A 05.3750 02/01/2029 | 0.01% |
| INGIM 2013-2A A1R P/P 144A 01.1878 04/25/2031 | 0.01% |
| JPMCC 2012-C8 D P/P 144A 04.6707 10/15/2045 | 0.01% |
| JPMCC 2014-C20 AS 04.0432 07/15/2047 | 0.01% |
| MCAS 2019-01 M7 P/P 144A 01.8086 10/15/2049 | 0.01% |
| MEREDITH CORP 06.8750 02/01/2026 | 0.01% |
| MORGAN STANLEY 05.5000 07/28/2021 | 0.01% |
| NZD/USD 04/21/2021 UBS | 0.01% |
| POMEGRANATE MERGER S P/P 144A 09.7500 05/01/2023 | 0.01% |
| PPSI 2004-WCW2 M3 01.1586 10/25/2034 | 0.01% |
| SCIENTIFIC GAMES P/P 144A 07.2500 11/15/2029 | 0.01% |
| SOLENIS 1STL L+400 04.1898 06/26/2025 | 0.01% |
| SPRINT CORP 07.2500 09/15/2021 | 0.01% |
| SPST 2021-WL1 A 00.7586 01/26/2054 | 0.01% |
| STACR 2016-HQA2 M3 05.2586 11/25/2028 | 0.01% |
| SUMITOMO REALTY & DEVELOPMEN SEDOL 6858902 | 0.01% |
| VERIZON COMMUNICATIONS 02.5500 03/21/2031 | 0.01% |
| VERIZON COMMUNICATIONS 04.4000 11/01/2034 | 0.01% |
| VERIZON COMMUNICATIONS 05.2500 03/16/2037 | 0.01% |
| VIDEOTRON LTD USD 05.0000 07/15/2022 | 0.01% |
| WFCM 2019-C52 XA IO 01.6161 08/15/2052 | 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% |
| BAUSCH HLTH COS INC P/P 144A 06.1250 04/15/2025 | 0.01% |
| BCPE ULYSSES P/P 144A 07.7500 04/01/2027 | 0.01% |
| BMW US CAPITAL LLC P/P 144A 03.9500 08/14/2028 | 0.01% |
| CALLON PETROLEUM CO 06.2500 04/15/2023 | 0.01% |
| CAS 2016-C03 2M2 06.0086 10/25/2028 | 0.01% |
| CAS 2016-C06 1M2 04.3586 04/25/2029 | 0.01% |
| CITIGROUP INC 03.8870 01/10/2028 | 0.01% |
| COMM 2014-CR18 C 04.7371 07/15/2047 | 0.01% |
| COMPASS MIN INTL P/P 144A 06.7500 12/01/2027 | 0.01% |
| COX COMM INC P/P 144A 02.9500 10/01/2050 | 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% |
| DOW CHEMICAL CO/THE 03.5000 10/01/2024 | 0.01% |
| DUKE ENERGY CORP 04.2000 06/15/2049 | 0.01% |
| ERAC USA FINANCE LLC P/P 144A 07.0000 10/15/2037 | 0.01% |
| FORD MOTOR COMPANY 09.0000 04/22/2025 | 0.01% |
| GOOGLE INC 03.3750 02/25/2024 | 0.01% |
| GSMS 2015-GC32 AS 04.0180 07/10/2048 | 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% |
| IRON MOUNTAIN INC P/P 144A 04.8750 09/15/2027 | 0.01% |
| IVORY COAST REGS 05.3750 07/23/2024 | 0.01% |
| KRAFT HEINZ FOODS CO 05.0000 07/15/2035 | 0.01% |
| LMAT 2019-GS7 A1 03.2500 11/25/2059 | 0.01% |
| LMAT 2020-GS1 A1 02.8820 10/25/2059 | 0.01% |
| NIELSEN CO LUXEM P/P 144A 05.0000 02/01/2025 | 0.01% |
| NORDEA BANK ABP P/P 144A 02.2500 05/27/2021 | 0.01% |
| NUTRIEN LTD USD 04.1250 03/15/2035 | 0.01% |
| OLYMPUS CORP SEDOL 6658801 | 0.01% |
| PARK-OHIO INDUSTRIES INC 06.6250 04/15/2027 | 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 P/P 144A 01.6110 01/15/2036 | 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% |
| TOTAL CAPITAL INTL SA USD 02.7500 06/19/2021 | 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 CORP P/P 144A 04.3000 07/15/2029 | 0.01% |
| VISTRA OPERATION P/P 144A 03.5500 07/15/2024 | 0.01% |
| WELLS FARGO & COMPANY 05.8750 12/29/2049 | 0.01% |
| WESTPAC BANKING CORP USD 02.9630 11/16/2040 | 0.01% |
| WFCM 2013-LC12 C 04.2741 07/15/2046 | 0.01% |
| WFCM 2017-C39 A5 03.4180 09/15/2050 | 0.01% |
| WFRBS 2011-C5 D P/P 144A 05.6726 11/15/2044 | 0.01% |
| ZOETIS INC 03.9000 08/20/2028 | 0.01% |
| AIRBUS SE SEDOL 4012250 | 0.01% |
| ANCESTRY.COM 1L TL L+325 03.7500 12/06/2027 | 0.01% |
| BAFC 2005-B 3M1 00.7859 04/20/2035 | 0.01% |
| BERKSHIRE HATHAWAY FIN 02.8500 10/15/2050 | 0.01% |
| BERRY GLOBAL INC P/P 144A 04.8750 07/15/2026 | 0.01% |
| BRITISH AMERICAN TOBACCO PLC SEDOL 0287580 | 0.01% |
| CARRIAGE SVCS INC P/P 144A 06.6250 06/01/2026 | 0.01% |
| CCO HLDGS LLC/CAP C P/P 144A 05.5000 05/01/2026 | 0.01% |
| CISCO SYSTEMS INC 02.5000 09/20/2026 | 0.01% |
| CITIGROUP INC 04.4500 09/29/2027 | 0.01% |
| CLUBCORP HLDG INC P/P 144A 08.5000 09/15/2025 | 0.01% |
| COMM 2014-CR17 C 04.7836 05/10/2047 | 0.01% |
| CONTINENTAL RES 04.5000 04/15/2023 | 0.01% |
| CROWN CASTLE INTL CORP 03.6500 09/01/2027 | 0.01% |
| DCP MIDSTREAM P/P 144A 06.7500 09/15/2037 | 0.01% |
| FHMS K099 X1 IO 00.8859 09/25/2029 | 0.01% |
| FHMS K105 X1 IO 01.5230 01/25/2030 | 0.01% |
| FNMA FN30 AS8074 UMBS 03.0000 10/01/2046 | 0.01% |
| FORD MOTOR CREDIT CO LLC 04.0000 11/13/2030 | 0.01% |
| GNR 2015-H25 BI IO 01.9330 10/20/2065 | 0.01% |
| HUSKY III HLDG LTD P/P 144A 13.0000 02/15/2025 | 0.01% |
| HUSKY TLB L+300 03.2666 03/28/2025 | 0.01% |
| INTL FLAVOR & FRAGRANCES 04.4500 09/26/2028 | 0.01% |
| ISTAR INC 04.7500 10/01/2024 | 0.01% |
| ITOCHU TECHNO-SOLUTIONS CORP SEDOL 6200194 | 0.01% |
| KOBAYASHI PHARMACEUTICAL CO SEDOL 6149457 | 0.01% |
| LIONS GATE CAP HOLD P/P 144A 05.5000 04/15/2029 | 0.01% |
| MATTAMY GROUP CORP P/P 144A 05.2500 12/15/2027 | 0.01% |
| MDPK 2018-30A A P/P 144A 00.9913 04/15/2029 | 0.01% |
| MITSUBISHI UFJ FIN GRP USD 03.5350 07/26/2021 | 0.01% |
| MSBAM 2013-C8 B 03.5594 12/15/2048 | 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% |
| 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% |
| SCOTTS MIRACLE-GRO 04.5000 10/15/2029 | 0.01% |
| SERVICE CORP INTL 05.1250 06/01/2029 | 0.01% |
| STAR 2020-2 M1E 03.0000 04/25/2060 | 0.01% |
| TEVA PHARMACEUTICALS NE USD 06.7500 03/01/2028 | 0.01% |
| TRUIST FINANCIAL CORP 04.8000 12/31/2099 | 0.01% |
| UBS GROUP AG P/P 144A 04.1250 04/15/2026 | 0.01% |
| UBSCM 2012-C1 C P/P 144A 05.5698 05/10/2045 | 0.01% |
| VERTICAL US NEWCO IN P/P 144A 05.2500 07/15/2027 | 0.01% |
| VIDEOTRON LTD / LTEE P/P 144A 05.1250 04/15/2027 | 0.01% |
| WERNER FINCO LP/INC P/P 144A 08.7500 07/15/2025 | 0.01% |
| WFCM 2013-LC12 AS 04.2741 07/15/2046 | 0.01% |
| WFCM 2013-LC12 D P/P 144A 04.2741 07/15/2046 | 0.01% |
| WFCM 2019-C49 AS 04.2440 03/15/2052 | 0.01% |
| WFRBS 2013-C11 C 04.2000 03/15/2045 | 0.01% |
| WFRBS 2013-C12 AS 03.5600 03/15/2048 | 0.01% |
| WFRBS 2013-UBS1 AS 04.3060 03/15/2046 | 0.01% |
| ZI TECH/ZI FIN P/P 144A 03.8750 02/01/2029 | 0.01% |
| 0.95 R ISWP FWD US0003M P 06/16/2026 | 0.01% |
| ABBVIE INC P/P 03.8000 03/15/2025 | 0.01% |
| ALLIANT HOLDINGS P/P 144A 06.7500 10/15/2027 | 0.01% |
| ALPHABET INC 01.9980 08/15/2026 | 0.01% |
| APPLE INC 02.8500 05/11/2024 | 0.01% |
| APPLE INC 04.3750 05/13/2045 | 0.01% |
| ASCEND LEARNING LLC P/P 144A 06.8750 08/01/2025 | 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% |
| BOMBARDIER INC P/P 144A 07.8750 04/15/2027 | 0.01% |
| BP CAP MARKETS AMERICA 03.1190 05/04/2026 | 0.01% |
| BWAY HOLDING CO P/P 144A 07.2500 04/15/2025 | 0.01% |
| CAS 2016-C01 2M2 07.0586 08/25/2028 | 0.01% |
| CF INDUSTRIES INC 04.9500 06/01/2043 | 0.01% |
| CGCMT 2014-GC19 AS 04.3450 03/10/2047 | 0.01% |
| CGCMT 2018-C6 B 04.7381 11/10/2051 | 0.01% |
| COMM 2014-LC15 AM 04.1980 04/10/2047 | 0.01% |
| CREDIT SUISSE GRP AG P/P 144A 03.8690 01/12/2029 | 0.01% |
| DEUTSCHE TELEKOM INT FIN USD 08.7500 06/15/2030 | 0.01% |
| DISH DBS CORP 07.7500 07/01/2026 | 0.01% |
| DOMINICAN REPUBLIC REGS 06.5000 02/15/2048 | 0.01% |
| ELANCO ANIMAL HEALTH 05.9000 08/28/2028 | 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% |
| GEORGIA-PACIFIC LLC P/P 144A 02.1000 04/30/2027 | 0.01% |
| GLOBAL PAYMENTS INC 02.9000 05/15/2030 | 0.01% |
| GREIF INC P/P 144A 06.5000 03/01/2027 | 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% |
| INTELSAT JACKSON HLD P/P 144A 09.7500 07/15/2025 | 0.01% |
| IPALCO ENTPRS IN P/P 144A 04.2500 05/01/2030 | 0.01% |
| JOHNSON CONTROLS INTL PL 04.9500 07/02/2064 | 0.01% |
| JPMCC 2013-C16 AS 04.5169 12/15/2046 | 0.01% |
| KRW/USD 05/20/2021 JPMCB | 0.01% |
| L3HARRIS TECH INC 04.4000 06/15/2028 | 0.01% |
| LOUISIANA-PACIFIC CO P/P 144A 03.6250 03/15/2029 | 0.01% |
| MSBAM 2014-C14 C 05.0509 02/15/2047 | 0.01% |
| MSBAM 2014-C15 A4 04.0510 04/15/2047 | 0.01% |
| OCCIDENTAL PETROLEUM COR 06.2000 03/15/2040 | 0.01% |
| ORACLE CORP 03.6500 03/25/2041 | 0.01% |
| OSHKOSH CORP 04.6000 05/15/2028 | 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% |
| PRUDENTIAL FINANCIAL INC 05.2000 03/15/2044 | 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% |
| SANTANDER UK GROUP H P/P 144A 04.7500 09/15/2025 | 0.01% |
| SANTOS LTD SEDOL 6776703 | 0.01% |
| SPRINT CORP 07.6250 03/01/2026 | 0.01% |
| SWISS RE TREAS P/P 144A 04.2500 12/06/2042 | 0.01% |
| TRANSDIGM INC 05.5000 11/15/2027 | 0.01% |
| TRONOX FINANCE PLC P/P 144A 05.7500 10/01/2025 | 0.01% |
| US BANCORP 02.9500 07/15/2022 | 0.01% |
| VISTRA OPERATION P/P 144A 05.5000 09/01/2026 | 0.01% |
| WYNN LAS VEGAS P/P 144A 05.2500 05/15/2027 | 0.01% |
| WYNN RESORTS FIN LLC P/P 144A 05.1250 10/01/2029 | 0.01% |
| ZOETIS INC 02.0000 05/15/2030 | 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 07.3750 05/01/2026 | 0.01% |
| ALTICE FRANCE P/P 144A 10.5000 05/15/2027 | 0.01% |
| AMERICAN AXLE & MFG INC 06.8750 07/01/2028 | 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% |
| BANFF MERGER SUB INC P/P 144A 09.7500 09/01/2026 | 0.01% |
| BMARK 2019-B13 AM 03.1830 08/15/2057 | 0.01% |
| CD 2017-CD3 A4 03.6310 02/10/2050 | 0.01% |
| CHAMPIONX CORP 06.3750 05/01/2026 | 0.01% |
| CHF/USD 06/16/2021 SSBT | 0.01% |
| CIGNA CORP 03.7500 07/15/2023 | 0.01% |
| CITIGROUP INC 04.7500 05/18/2046 | 0.01% |
| CMLTI 2005-2 1A2A 02.8038 05/25/2035 | 0.01% |
| COMMSCOPE INC P/P 144A 08.2500 03/01/2027 | 0.01% |
| CONSTELLIUM SE P/P 144A 05.8750 02/15/2026 | 0.01% |
| CONTINENTAL RESO P/P 144A 05.7500 01/15/2031 | 0.01% |
| CONTINENTAL RESOURCES 04.3750 01/15/2028 | 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% |
| DBUBS 2011-LC2A B P/P 144A 04.9980 07/10/2044 | 0.01% |
| DOLLAR GENERAL CORP 03.2500 04/15/2023 | 0.01% |
| DOUBLE EAGLE III MID P/P 144A 07.7500 12/15/2025 | 0.01% |
| EQUINIX INC 03.2000 11/18/2029 | 0.01% |
| FHLMC FR30 ZS9547 UMBS 04.0000 09/01/2045 | 0.01% |
| FHMS K121 X1 IO 01.0287 10/25/2030 | 0.01% |
| FREEPORT-MCMORAN INC 04.3750 08/01/2028 | 0.01% |
| FRONTIER COMM 10.5000 09/15/2022 | 0.01% |
| GSMS 2013-GCJ14 B P/P 144A 04.7432 08/10/2046 | 0.01% |
| GW B-CR SECURITY P/P 144A 09.5000 11/01/2027 | 0.01% |
| HCA INC. 05.3750 09/01/2026 | 0.01% |
| JPMBB 2013-C12 B 04.1051 07/15/2045 | 0.01% |
| JPMCC 2013-LC11 C 03.9582 04/15/2046 | 0.01% |
| L BRANDS INC 07.5000 06/15/2029 | 0.01% |
| MITSUBISHI UFJ FIN GRP USD 03.8500 03/01/2026 | 0.01% |
| NATIONAL AUSTRALIA BK/NY 02.8750 04/12/2023 | 0.01% |
| NAVISTAR INTL CORP P/P 144A 06.6250 11/01/2025 | 0.01% |
| NOURYON HOLDING BV P/P 144A 08.0000 10/01/2026 | 0.01% |
| NUTRIEN LTD. USD 04.2000 04/01/2029 | 0.01% |
| OSAT 2020-RPL1 A1 03.1990 12/26/2059 | 0.01% |
| OVINTIV INC 07.3750 11/01/2031 | 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 00.8075 02/25/2055 | 0.01% |
| RBS GLOBAL/REXNO P/P 144A 04.8750 12/15/2025 | 0.01% |
| SERVICENOW INC 01.4000 09/01/2030 | 0.01% |
| SHERWIN-WILLIAMS CO 03.4500 06/01/2027 | 0.01% |
| STACR 2016-HQA3 M3 03.9586 03/25/2029 | 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% |
| TMS INTL HLDG CORP P/P 144A 07.2500 08/15/2025 | 0.01% |
| TRUIST BANK 02.6360 09/17/2029 | 0.01% |
| UNITEDHEALTH GROUP INC 03.9500 10/15/2042 | 0.01% |
| WAMU 2004-AR12 A2B 01.0376 10/25/2044 | 0.01% |
| WASTE CONNECTIONS INC 03.5000 05/01/2029 | 0.01% |
| WESCO DISTRIBUT P/P 144A 07.2500 06/15/2028 | 0.01% |
| WEYERHAEUSER CO 07.3750 03/15/2032 | 0.01% |
| WFCM 2014-LC16 XA IO 01.0879 08/15/2050 | 0.01% |
| AHM 2007-1 GA1C 00.2986 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% |
| ANHEUSER-BUSCH INBEV WOR 05.5500 01/23/2049 | 0.01% |
| ANTERO RESOURCES P/P 144A 07.6250 02/01/2029 | 0.01% |
| ARDAGH PKG FIN/HLDGS P/P 144A 04.1250 08/15/2026 | 0.01% |
| AUST & NZ BANKING GR P/P 144A 06.7500 12/29/2049 | 0.01% |
| BANCO SANTANDER SA USD 05.1790 11/19/2025 | 0.01% |
| BANK 2019-BN20 XA IO 00.8370 09/15/2062 | 0.01% |
| BAUSCH HLTH COS INC P/P 144A 07.0000 03/15/2024 | 0.01% |
| BAUSCH HLTH COS INC P/P 144A 07.2500 05/30/2029 | 0.01% |
| BCC 2019-3A A P/P 144A 01.5636 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 P/P 144A 02.6086 10/25/2029 | 0.01% |
| BRISTOL-MYERS 02.2500 08/15/2021 | 0.01% |
| BSP 2018-5BA A1A P/P 144A 01.3140 04/20/2031 | 0.01% |
| CBAM 2019-9A A P/P 144A 01.5213 02/12/2030 | 0.01% |
| CD 2017-CD6 AM 03.7090 11/13/2050 | 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% |
| CHARTER COMM OPT LLC/CAP 04.8000 03/01/2050 | 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% |
| CISCO SYSTEMS INC 05.9000 02/15/2039 | 0.01% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 CS | 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% |
| CRED SUIS GP FUN LTD USD 03.4500 04/16/2021 | 0.01% |
| CWALT 2006-OA19 A1 00.2909 02/20/2047 | 0.01% |
| DEERE & COMPANY 02.6000 06/08/2022 | 0.01% |
| DEVON ENERGY CORPORATION 07.9500 04/15/2032 | 0.01% |
| DIAMOND SPORTS GR/DI P/P 144A 06.6250 08/15/2027 | 0.01% |
| DIEBOLD NIXDORF INC 08.5000 04/15/2024 | 0.01% |
| DUKE ENERGY PROGRESS LLC 03.3750 09/01/2023 | 0.01% |
| EMIR 2018-1 M1 01.8086 11/25/2028 | 0.01% |
| ENBRIDGE INC USD 04.2500 12/01/2026 | 0.01% |
| ENDEAVOR ENERGY P/P 144A 06.6250 07/15/2025 | 0.01% |
| ENLINK MIDSTREAM LLC P/P 144A 05.6250 01/15/2028 | 0.01% |
| ENTERCOM MEDIA CORP P/P 144A 06.7500 03/31/2029 | 0.01% |
| FHMS K104 XAM 01.3839 01/25/2030 | 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% |
| FULL HOUSE RESOR P/P 144A 08.2500 02/15/2028 | 0.01% |
| GENERAL MOTORS CO 05.9500 04/01/2049 | 0.01% |
| GFL ENVIRON INC P/P 144A 05.1250 12/15/2026 | 0.01% |
| GOEASY LTD P/P 144A 05.3750 12/01/2024 | 0.01% |
| GRANITE US HLDG CORP P/P 144A 11.0000 10/01/2027 | 0.01% |
| GSMS 2012-GC6 AS P/P 144A 04.9480 01/12/2045 | 0.01% |
| HCA INC 04.1250 06/15/2029 | 0.01% |
| INTELLIGENT PACK P/P 144A 06.0000 09/15/2028 | 0.01% |
| INTERCONTINENTALEXCHANGE 01.8500 09/15/2032 | 0.01% |
| ISTAR INC. 04.2500 08/01/2025 | 0.01% |
| JPMCC 2010-C2 C P/P 144A 05.7221 11/15/2043 | 0.01% |
| JPMCC 2013-LC11 X IO 01.2450 04/15/2046 | 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% |
| LIONS GATE CAP HOLD P/P 144A 06.3750 02/01/2024 | 0.01% |
| LLOYDS BANKING GROUP PLC USD 04.6500 03/24/2026 | 0.01% |
| LNSTR 2017-5 AS P/P 144A 04.0210 03/10/2050 | 0.01% |
| LVMH MOET HENNESSY LOUIS VUI SEDOL 4061412 | 0.01% |
| MAGNE 2012-7A A1R2 P/P 144A 01.0413 01/15/2028 | 0.01% |
| MARSH & MCLENNAN COS INC 04.3750 03/15/2029 | 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% |
| MERCER INTL INC USD 05.5000 01/15/2026 | 0.01% |
| MICROCHIP TECH INC P/P 144A 04.2500 09/01/2025 | 0.01% |
| MSBAM 2015-C24 B 04.3442 05/15/2048 | 0.01% |
| MSC 2011-C3 A4 04.1180 07/15/2049 | 0.01% |
| MVEW 2017-2A A P/P 144A 01.4334 01/16/2031 | 0.01% |
| MWST 2020-1 A 01.0086 10/25/2053 | 0.01% |
| NATWEST GROUP PLC USD 04.8920 05/18/2029 | 0.01% |
| NETFLIX INC 04.8750 04/15/2028 | 0.01% |
| NEWELL BRANDS INC 04.7000 04/01/2026 | 0.01% |
| NEXSTAR ESCROW P/P 144A 05.6250 07/15/2027 | 0.01% |
| OASIS PETROLEUM INC SEDOL BLDDYB1 | 0.01% |
| ONEMAIN FINANCE CORP 05.3750 11/15/2029 | 0.01% |
| OZLM 2015-11A A1R P/P 144A 01.4550 10/30/2030 | 0.01% |
| PENNYMAC FIN SVCS IN P/P 144A 05.3750 10/15/2025 | 0.01% |
| PLMRS 2018-2A A1A P/P 144A 01.3234 07/16/2031 | 0.01% |
| PRIME SECURITY SVCS P/P 144A 06.2500 01/15/2028 | 0.01% |
| ROGERS COMMUNICATIONS IN USD 08.7500 05/01/2032 | 0.01% |
| SABINE PASS LIQUEFACTION 04.2000 03/15/2028 | 0.01% |
| SENSATA TECH BV P/P 144A 04.0000 04/15/2029 | 0.01% |
| SERVICE CORPORATION INTL 04.6250 12/15/2027 | 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 P/P 144A 01.4253 10/26/2029 | 0.01% |
| STACR 2016-DNA1 M3 05.6586 07/25/2028 | 0.01% |
| STACR 2016-HQA1 M3 06.4586 09/25/2028 | 0.01% |
| STACR 2017-DNA1 M2 03.3586 07/25/2029 | 0.01% |
| TR OP / TR FIN P/P 144A 05.1250 04/01/2029 | 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% |
| UNITEDHEALTH GROUP INC 02.7500 02/15/2023 | 0.01% |
| UNIVISION COMM P/P 144A 06.6250 06/01/2027 | 0.01% |
| USA COMPRESSION PART 06.8750 04/01/2026 | 0.01% |
| USI INC/NY P/P 144A 06.8750 05/01/2025 | 0.01% |
| VM CONSOLIDATED INC P/P 144A 05.5000 04/15/2029 | 0.01% |
| WAMU 2005-AR11 A1B3 00.9086 08/25/2045 | 0.01% |
| WESTPAC BANKING CORP USD 02.0000 08/19/2021 | 0.01% |
| WFCM 2015-NXS3 AS 03.9720 09/15/2057 | 0.01% |
| WFRBS 2014-C24 XA IO 00.8682 11/15/2047 | 0.01% |
| WINDR 2014-2A AR P/P 144A 01.3813 01/15/2031 | 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% |
| 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 SA P/P 144A 05.5000 01/15/2028 | 0.01% |
| APPLE INC 02.8000 02/08/2061 | 0.01% |
| ARDAGH METAL PAC P/P 144A 04.0000 09/01/2029 | 0.01% |
| ARRW 2019-3 A3 03.4160 10/25/2048 | 0.01% |
| ASCENT RESOURCES/AEU P/P 144A 10.0000 04/01/2022 | 0.01% |
| AUD/USD 04/21/2021 UBS | 0.01% |
| BANCO SANTANDER SA USD 04.3790 04/12/2028 | 0.01% |
| BEASLEY MEZZANIN P/P 144A 08.6250 02/01/2026 | 0.01% |
| BECTON DICKINSON AND COMPANY 02.8230 05/20/2030 | 0.01% |
| BGC PARTNERS INC 05.1250 05/27/2021 | 0.01% |
| BOLLORE SEDOL 4572709 | 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% |
| BRISTOL-MYERS SQUIBB CO 01.4500 11/13/2030 | 0.01% |
| BROADCOM INC P/P 144A 03.7500 02/15/2051 | 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 2016-C07 2M2 04.4586 05/25/2029 | 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% |
| CHF/USD 06/16/2021 GSFX | 0.01% |
| CHS/COMMUNITY HEALT P/P 144A 08.1250 06/30/2024 | 0.01% |
| CNH/USD 05/20/2021 TDBK | 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% |
| COX COMM INC P/P 144A 03.5000 08/15/2027 | 0.01% |
| CROWN CORK & SEAL CO INC 07.3750 12/15/2026 | 0.01% |
| CSC HOLDINGS LLC P/P 144A 05.7500 01/15/2030 | 0.01% |
| DIAMOND 1 FIN/DIAMON P/P 144A 08.3500 07/15/2046 | 0.01% |
| DIAMOND SPORTS P/P 144A 05.3750 08/15/2026 | 0.01% |
| ENTERCOM MEDIA CORP P/P 144A 06.5000 05/01/2027 | 0.01% |
| ESH HOSPITALITY INC P/P 144A 05.2500 05/01/2025 | 0.01% |
| EUR/USD 06/16/2021 JPMCB | 0.01% |
| EUR/USD 06/16/2021 TDBK | 0.01% |
| FHMS K740 X1 00.7598 09/25/2027 | 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% |
| FRONTIER COMM P/P 144A 06.7500 05/01/2029 | 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% |
| 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% |
| KFC HLD/PIZZA HUT/TA P/P 144A 05.2500 06/01/2026 | 0.01% |
| KINDER MORGAN INC/DELAWA 07.7500 01/15/2032 | 0.01% |
| LADDER CAP FINAN P/P 144A 04.2500 02/01/2027 | 0.01% |
| LIONS GATE CAP HOLD P/P 144A 05.8750 11/01/2024 | 0.01% |
| MARSH & MCLENNAN COS INC 04.9000 03/15/2049 | 0.01% |
| MATTEL INC P/P 144A 05.8750 12/15/2027 | 0.01% |
| MEG ENERGY CORP P/P 144A 06.5000 01/15/2025 | 0.01% |
| MICROSOFT CORP 02.4000 02/06/2022 | 0.01% |
| MONDELEZ INTL HLDING P/P 144A 02.0000 10/28/2021 | 0.01% |
| MSC 2011-C3 D P/P 144A 05.2611 07/15/2049 | 0.01% |
| NORDSTROM INC P/P 144A 08.7500 05/15/2025 | 0.01% |
| NSTAR ELECTRIC CO 02.3750 10/15/2022 | 0.01% |
| NZD/USD 04/21/2021 JPMCB | 0.01% |
| ORTHO-CLINICAL TLB L+325 03.3593 06/30/2025 | 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% |
| RITE AID CORP P/P 144A 08.0000 11/15/2026 | 0.01% |
| SHELL INTERNATIONAL FIN USD 01.8750 05/10/2021 | 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 2014-HQ2 M3 03.8586 09/25/2024 | 0.01% |
| STACR 2015-HQA2 M3 04.9086 05/25/2028 | 0.01% |
| STACR 2020-HQA1 M2 02.0086 01/25/2050 | 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% |
| SWEDBANK AB - A SHARES SEDOL 4846523 | 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% |
| TDK CORP SEDOL 6869302 | 0.01% |
| UBSCM 2017-C7 XA IO 01.0296 12/15/2050 | 0.01% |
| UBSCM 2018-C8 XA IO 00.8716 02/15/2051 | 0.01% |
| VERTICAL HOLDCO GMBH P/P 144A 07.6250 07/15/2028 | 0.01% |
| WAMU 2007-HY2 1A1 03.2052 12/25/2036 | 0.01% |
| WELLS FARGO & COMPANY 03.9000 01/26/2051 | 0.01% |
| WESTROCK MWV LLC 07.9500 02/15/2031 | 0.01% |
| WFRBS 2013-C15 D P/P 144A 04.4646 08/15/2046 | 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% |
| 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 06.2500 02/15/2029 | 0.01% |
| BEACON ROOFING SUPP P/P 144A 04.8750 11/01/2025 | 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% |
| BRAND ENERGY & I P/P 144A 08.5000 07/15/2025 | 0.01% |
| BUILDERS FIRSTSOURCE P/P 144A 06.7500 06/01/2027 | 0.01% |
| CAS 2017-C01 1EB1 01.3586 07/25/2029 | 0.01% |
| CENTENE CORP P/P 144A 05.3750 08/15/2026 | 0.01% |
| CGCMT 2014-GC19 D P/P 144A 05.0930 03/10/2047 | 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 LP P/P 144A 06.7500 05/15/2025 | 0.01% |
| CLARIOS TLB 1L L+325 03.3585 04/30/2026 | 0.01% |
| CLEAN HARBORS INC P/P 144A 04.8750 07/15/2027 | 0.01% |
| CLEAR CHANNEL OU P/P 144A 07.7500 04/15/2028 | 0.01% |
| CNH/USD 05/20/2021 SSBT | 0.01% |
| COMCAST CORP 03.1500 03/01/2026 | 0.01% |
| COMMONWEALTH BK AUST P/P 144A 02.6880 03/11/2031 | 0.01% |
| CP ATLAS BUYER INC P/P 144A 07.0000 12/01/2028 | 0.01% |
| DIAMONDBACK ENERGY INC 03.2500 12/01/2026 | 0.01% |
| DRMT 2020-2 A1 01.6920 05/25/2065 | 0.01% |
| ENERGY TRANSFER OPERATNG 06.1250 12/15/2045 | 0.01% |
| EPICOR SOFTWARE TLB L+325 04.0000 07/30/2027 | 0.01% |
| EQUINIX INC 05.3750 05/15/2027 | 0.01% |
| FISERV INC 03.5000 07/01/2029 | 0.01% |
| GBP/USD 06/16/2021 UBS | 0.01% |
| GENESYS TELECOMMUNICAT L+400 04.7500 10/08/2027 | 0.01% |
| GMAC CAPITAL TRUST I PCT 05.9826 | 0.01% |
| GNR 2017-162 QI IO 05.0000 10/11/2047 | 0.01% |
| GOLDMAN SACHS GROUP INC 06.7500 10/01/2037 | 0.01% |
| GSMS 2010-C1 D P/P 144A 05.9849 08/10/2043 | 0.01% |
| HONEYWELL INTL 03.8120 11/21/2047 | 0.01% |
| INGEVITY CORP P/P 144A 03.8750 11/01/2028 | 0.01% |
| INTEL PKG HOLDCO P/P 144A 09.0000 01/15/2026 | 0.01% |
| ISTAR INC 05.5000 02/15/2026 | 0.01% |
| JPMORGAN CHASE & CO 02.9560 05/13/2031 | 0.01% |
| KINDER MORGAN ENER PART 05.4000 09/01/2044 | 0.01% |
| KKR GROUP FIN CO III P/P 144A 05.1250 06/01/2044 | 0.01% |
| LADDER CAP FIN LLLP P/P 144A 05.2500 10/01/2025 | 0.01% |
| LAMB WESTON HLD P/P 144A 04.8750 05/15/2028 | 0.01% |
| LEVEL 3 FIN INC P/P 144A 04.2500 07/01/2028 | 0.01% |
| LMAT 2020-GS5 A1 03.2500 06/25/2060 | 0.01% |
| MATTEL INC P/P 144A 03.7500 04/01/2029 | 0.01% |
| MBX.FN30.500.10 R USL1M P 01/12/41 CI | 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% |
| NESCO HLDG II INC P/P 144A 05.5000 04/15/2029 | 0.01% |
| NETFLIX INC 04.3750 11/15/2026 | 0.01% |
| NIELSEN FIN LLC/CO P/P 144A 05.6250 10/01/2028 | 0.01% |
| NRG ENERGY INC. 07.2500 05/15/2026 | 0.01% |
| NUTRITION & BIO P/P 144A 02.3000 11/01/2030 | 0.01% |
| NZD/USD 04/21/2021 SSBT | 0.01% |
| OCCIDENTAL PETROLEUM COR 06.6250 09/01/2030 | 0.01% |
| ONEMAIN FINANCE CORP 06.8750 03/15/2025 | 0.01% |
| OUTFRONT MEDIA C P/P 144A 06.2500 06/15/2025 | 0.01% |
| PNC FINANCIAL SERVICES 03.3000 03/08/2022 | 0.01% |
| PPL CAPITAL FUNDING INC 04.2000 06/15/2022 | 0.01% |
| PULTEGROUP INC 05.5000 03/01/2026 | 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% |
| 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% |
| SS&C TECH INC P/P 144A 05.5000 09/30/2027 | 0.01% |
| STANDARD IND INC P/P 144A 03.3750 01/15/2031 | 0.01% |
| TENNECO INC P/P 144A 05.1250 04/15/2029 | 0.01% |
| THE GAP INC. P/P 144A 08.3750 05/15/2023 | 0.01% |
| TPMT 2016-5 M2 P/P 144A 03.3750 10/25/2056 | 0.01% |
| TRANSDIGM INC. 06.3750 06/15/2026 | 0.01% |
| TRONOX INC P/P 144A 04.6250 03/15/2029 | 0.01% |
| TTM TECHNOLOGIES INC P/P 144A 04.0000 03/01/2029 | 0.01% |
| UNITED MEXICAN STATES USD 02.6590 05/24/2031 | 0.01% |
| UNITED STATES STEEL CORP 06.8750 03/01/2029 | 0.01% |
| URBAN ONE INC P/P 144A 07.3750 02/01/2028 | 0.01% |
| 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% |
| WOLVERINE WORLD WIDE P/P 144A 05.0000 09/01/2026 | 0.01% |
| WR GRACE & CO-CONN P/P 144A 04.8750 06/15/2027 | 0.01% |
| 1011778 BC / NEW RED P/P 144A 04.0000 10/15/2030 | 0.00% |
| 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 RESOURCES P/P 144A 08.3750 07/15/2026 | 0.00% |
| APACHE CORP 04.3750 10/15/2028 | 0.00% |
| ARRW 2019-1 A3 04.2080 01/25/2049 | 0.00% |
| ATOTECH TLB L+250 03.0000 03/05/2028 | 0.00% |
| BWAY CORP TLB L+325 03.4426 04/03/2024 | 0.00% |
| CAS 2014-C03 2M2 03.0086 07/25/2024 | 0.00% |
| CAS 2014-C04 1M2 05.0086 11/25/2024 | 0.00% |
| CAS 2015-C03 2M2 05.1086 07/25/2025 | 0.00% |
| CCO HOLDINGS LLC P/P 144A 04.5000 05/01/2032 | 0.00% |
| CENTENE ESCROW I CO P/P 144A 05.3750 06/01/2026 | 0.00% |
| CENTENNIAL RESOURCE P/P 144A 05.3750 01/15/2026 | 0.00% |
| CENTENNIAL RESOURCE P/P 144A 06.8750 04/01/2027 | 0.00% |
| CFCRE 2011-C2 D P/P 144A 05.7582 12/15/2047 | 0.00% |
| CHF/USD 06/16/2021 HSBCB | 0.00% |
| CHS/COMMUNITY P/P 144A 06.8750 04/01/2028 | 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% |
| COMM 2013-CR11 XA IO 00.9189 08/10/2050 | 0.00% |
| COMM 2014-CR17 XA IO 00.9668 05/10/2047 | 0.00% |
| COMM 2014-UBS6 XA IO 00.8867 12/10/2047 | 0.00% |
| COMSTOCK RESOURCES INC 09.7500 08/15/2026 | 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 CORPORATION 07.8750 09/30/2031 | 0.00% |
| DH EUROPE FINANCE II USD 03.4000 11/15/2049 | 0.00% |
| DIVERSEY TL L+300 03.1085 09/06/2024 | 0.00% |
| DRESDNER FDG TRST I P/P 144A 08.1510 06/30/2031 | 0.00% |
| ENERGY TRANSFER OPERATNG 02.9000 05/15/2025 | 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% |
| FIFTH THIRD BANCORP 05.1000 12/29/2049 | 0.00% |
| FREEPORT-MCMORAN INC 05.4500 03/15/2043 | 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% |
| GFL ENVIRONMENTA P/P 144A 08.5000 05/01/2027 | 0.00% |
| GNMA GII30 BL6161 06.0000 12/20/2048 | 0.00% |
| GNR 2013-99 AS IO 05.9391 06/20/2043 | 0.00% |
| GNR 2015-H26 EI IO 01.7118 10/20/2065 | 0.00% |
| GNR 2016-123 LI IO 03.5000 03/20/2044 | 0.00% |
| GRAPHIC PACKAGIN P/P 144A 03.5000 03/01/2029 | 0.00% |
| GSMS 2014-GC22 XA IO 00.9795 06/10/2047 | 0.00% |
| HANESBRANDS INC P/P 144A 04.6250 05/15/2024 | 0.00% |
| HCA INC. 05.5000 06/15/2047 | 0.00% |
| ICAHN ENTER/FIN 05.2500 05/15/2027 | 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% |
| IPALCO ENTPRS IN 03.7000 09/01/2024 | 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% |
| L BRANDS INC 06.7500 07/01/2036 | 0.00% |
| LIVE NATION ENTERTAI P/P 144A 05.6250 03/15/2026 | 0.00% |
| MALLINCKRODT FIN/SB P/P 144A 10.0000 04/15/2025 | 0.00% |
| MERCER INTL INC P/P 144A 05.1250 02/01/2029 | 0.00% |
| MET LIFE GLOB FUND P/P 144A 03.0000 01/10/2023 | 0.00% |
| MOODY'S CORPORATION 02.5500 08/18/2060 | 0.00% |
| MSRR 2015-R4 CB1 00.9433 08/26/2047 | 0.00% |
| MWST 2020-2 A 00.9086 11/25/2053 | 0.00% |
| NABORS IND CV 00.7500 01/15/2024 | 0.00% |
| NCHET 2003-4 M1 01.2336 10/25/2033 | 0.00% |
| NETFLIX INC. 06.3750 05/15/2029 | 0.00% |
| NEUBERGER BERMAN GRP P/P 144A 04.8750 04/15/2045 | 0.00% |
| NEWELL BRANDS INC 04.8750 06/01/2025 | 0.00% |
| NIELSEN FIN LLC/CO P/P 144A 05.0000 04/15/2022 | 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% |
| RITE AID CORP P/P 144A 07.5000 07/01/2025 | 0.00% |
| ROBERTSHAW TL 2L L+800 09.0000 02/28/2026 | 0.00% |
| SABINE PASS LIQUEF 05.0000 03/15/2027 | 0.00% |
| SCRIPPS ESCROW P/P 144A 05.3750 01/15/2031 | 0.00% |
| SERVICE CORP INTL 03.3750 08/15/2030 | 0.00% |
| SIX FLAGS ENT P/P 144A 05.5000 04/15/2027 | 0.00% |
| SOLENIS 2NDL L+850 08.6898 06/26/2026 | 0.00% |
| STORA ENSO OYJ-R SHS SEDOL 5072673 | 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% |
| UNITEDHEALTH GROUP INC 02.8750 03/15/2022 | 0.00% |
| UNIVISION COMM P/P 144A 09.5000 05/01/2025 | 0.00% |
| UNIVISION COMM INC. P/P 144A 05.1250 02/15/2025 | 0.00% |
| VALVOLINE INC P/P 144A 04.2500 02/15/2030 | 0.00% |
| VISTRA CORP P/P 144A 05.0000 07/31/2027 | 0.00% |
| VISTRA CORP P/P 144A 05.6250 02/15/2027 | 0.00% |
| WAMU 2005-AR9 A1C3 01.0776 07/25/2045 | 0.00% |
| WESTERN DIGITAL CORPORATION 04.7500 02/15/2026 | 0.00% |
| WFCM 2016-LC25 XA IO 00.9654 12/15/2059 | 0.00% |
| WMG ACQUISITION CORP P/P 144A 03.0000 02/15/2031 | 0.00% |
| WOLVERINE WORLD WIDE P/P 144A 06.3750 05/15/2025 | 0.00% |
| WPX ENERGY INC 05.2500 10/15/2027 | 0.00% |
| ZIGGO BV P/P 144A 05.5000 01/15/2027 | 0.00% |
| AADVANTAGE 1L TL L+475 05.5000 03/10/2028 | 0.00% |
| ABC SUPPLY CO INC P/P 144A 04.0000 01/15/2028 | 0.00% |
| ALLISON TRANSMISSION P/P 144A 03.7500 01/30/2031 | 0.00% |
| ANTERO MIDSTREAM P/P 144A 07.8750 05/15/2026 | 0.00% |
| APACHE CORP 05.1000 09/01/2040 | 0.00% |
| ASCEND LEARNING LLC P/P 144A 06.8750 08/01/2025 | 0.00% |
| AUD/USD 04/21/2021 SSBT | 0.00% |
| BAUSCH HLTH COS INC. P/P 144A 07.0000 01/15/2028 | 0.00% |
| BLACKSTONE HLDG FINA P/P 144A 01.6000 03/30/2031 | 0.00% |
| BMIR 2020-2A M1A 02.4086 08/26/2030 | 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% |
| BOYD GAMING CORPORATION 06.0000 08/15/2026 | 0.00% |
| BROOKFIELD RESID P/P 144A 06.2500 09/15/2027 | 0.00% |
| CARNIVAL CORP P/P 144A 11.5000 04/01/2023 | 0.00% |
| CCO HOLDINGS LLC P/P 144A 04.5000 08/15/2030 | 0.00% |
| CENTENE CORP 03.0000 10/15/2030 | 0.00% |
| CENTENNIAL RESOURCE P/P 144A 08.0000 06/01/2025 | 0.00% |
| CGCMT 2014-GC21 X IO 01.1632 05/10/2047 | 0.00% |
| CHARLES RIVER LA P/P 144A 04.0000 03/15/2031 | 0.00% |
| CHF/USD 06/16/2021 TDBK | 0.00% |
| CHS/COMMUNITY HEALTH P/P 144A 08.0000 03/15/2026 | 0.00% |
| CNH/USD 05/20/2021 CITI | 0.00% |
| COLT 2020-2 A1 01.8530 03/25/2065 | 0.00% |
| COMCAST CORP 02.3500 01/15/2027 | 0.00% |
| COMMSCOPE INC P/P 144A 06.0000 03/01/2026 | 0.00% |
| COMSTOCK RESOURCES 09.7500 08/15/2026 | 0.00% |
| CPURNSA R 2.4275 P 03/23/31 | 0.00% |
| CROWDSTRIKE HOLDINGS INC 03.0000 02/15/2029 | 0.00% |
| DCP MIDSTREAM OPERATING 05.6250 07/15/2027 | 0.00% |
| DEVON ENERGY CORPORATION 05.6000 07/15/2041 | 0.00% |
| DIEBOLD NIXDORF INC P/P 144A 09.3750 07/15/2025 | 0.00% |
| DISH NETWORK CV 03.3750 08/15/2026 | 0.00% |
| 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% |
| ENDO DAC/ENDO FI P/P 144A 09.5000 07/31/2027 | 0.00% |
| EPICOR SOFTWARE 2NDL L+775 08.7500 07/30/2028 | 0.00% |
| FHR 3829 AS IO 06.8440 03/15/2041 | 0.00% |
| FIDELITY NATL INFO SERV 02.2500 03/01/2031 | 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 06/16/2021 CITI | 0.00% |
| GLOBAL MEDICAL RESPO P/P 144A 06.5000 10/01/2025 | 0.00% |
| GNMA GII30 AY4779 04.4970 03/20/2067 | 0.00% |
| GNMA GII30 BB0107 04.7000 08/20/2067 | 0.00% |
| GNR 2015-H24 BI IO 01.6042 08/20/2065 | 0.00% |
| GOLDMAN SACHS GROUP INC 02.6000 02/07/2030 | 0.00% |
| GRAY TELEVISION INC P/P 144A 04.7500 10/15/2030 | 0.00% |
| GRAY TELEVISION INC P/P 144A 07.0000 05/15/2027 | 0.00% |
| HCA INC 03.5000 09/01/2030 | 0.00% |
| HOME POINT CAP INC P/P 144A 05.0000 02/01/2026 | 0.00% |
| ICAHN ENTERPRISES/FI P/P 144A 04.3750 02/01/2029 | 0.00% |
| IHS MARKIT LTD USD 04.7500 08/01/2028 | 0.00% |
| IRB HOLDING CORP P/P 144A 07.0000 06/15/2025 | 0.00% |
| IRON MOUNTAIN INC P/P 144A 05.2500 03/15/2028 | 0.00% |
| JELD-WEN INC P/P 144A 04.6250 12/15/2025 | 0.00% |
| JELD-WEN INC P/P 144A 04.8750 12/15/2027 | 0.00% |
| JPMORGAN CHASE & CO 06.1000 02/01/2049 | 0.00% |
| KRAFT HEINZ FOODS CO 03.8750 05/15/2027 | 0.00% |
| L BRANDS INC P/P 144A 06.6250 10/01/2030 | 0.00% |
| LEVEL 3 FINANCING IN P/P 144A 03.6250 01/15/2029 | 0.00% |
| LEVI STRAUSS & CO P/P 144A 03.5000 03/01/2031 | 0.00% |
| LIVE NATION ENT P/P 144A 06.5000 05/15/2027 | 0.00% |
| MBX.FN30.500.09 R USL1M P 01/12/40 BC | 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 02.7871 02/25/2035 | 0.00% |
| MPH ACQUISITION HLDG P/P 144A 05.7500 11/01/2028 | 0.00% |
| NATIONSTAR MTG P/P 144A 06.0000 01/15/2027 | 0.00% |
| NEXSTAR BROADCASTING P/P 144A 04.7500 11/01/2028 | 0.00% |
| NMG HLD/NEIMAN P/P 144A 07.1250 04/01/2026 | 0.00% |
| NORTHRIVER MIDSTREAM P/P 144A 05.6250 02/15/2026 | 0.00% |
| NRG ENERGY INC P/P 144A 05.2500 06/15/2029 | 0.00% |
| NZD/USD 04/21/2021 HSBCB | 0.00% |
| ONEMAIN FINANCE CORP 04.0000 09/15/2030 | 0.00% |
| ONEMAIN FINANCE CORP 06.6250 01/15/2028 | 0.00% |
| ONEMAIN FINANCE CORP 07.1250 03/15/2026 | 0.00% |
| OWENS & MINOR INC P/P 144A 04.5000 03/31/2029 | 0.00% |
| PANTHER BF AGGREGA P/P 144A 06.2500 05/15/2026 | 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% |
| ROBERTSHAW US HOLDING L+350 04.5000 02/28/2025 | 0.00% |
| SCIENTIFIC GAMES P/P 144A 07.0000 05/15/2028 | 0.00% |
| SCRIPPS ESCROW II IN P/P 144A 03.8750 01/15/2029 | 0.00% |
| SEK/USD 06/16/2021 SSBT | 0.00% |
| SINCLAIR TELE P/P 144A 04.1250 12/01/2030 | 0.00% |
| SIRIUS XM RADIO INC. P/P 144A 05.5000 07/01/2029 | 0.00% |
| SM ENERGY CO 05.0000 01/15/2024 | 0.00% |
| SM ENERGY CO 06.1250 11/15/2022 | 0.00% |
| SM ENERGY CO P/P 144A 10.0000 01/15/2025 | 0.00% |
| SOLERA LLC / SOLERA P/P 144A 10.5000 03/01/2024 | 0.00% |
| SPECTRUM BRANDS INC P/P 144A 05.0000 10/01/2029 | 0.00% |
| STACR 2017-DNA2 M1 01.3086 10/25/2029 | 0.00% |
| STACR 2019-DNA1 M2 02.7586 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% |
| TENNANT CO 05.6250 05/01/2025 | 0.00% |
| TEREX CORP P/P 144A 05.0000 05/15/2029 | 0.00% |
| TRANSOCEAN INC P/P 144A 11.5000 01/30/2027 | 0.00% |
| TRI POINTE HOMES INC 05.7000 06/15/2028 | 0.00% |
| TWILIO INC 03.8750 03/15/2031 | 0.00% |
| USA COM PART/USA COM 06.8750 09/01/2027 | 0.00% |
| VIACOMCBS INC 02.9000 01/15/2027 | 0.00% |
| VIACOMCBS INC 04.2000 06/01/2029 | 0.00% |
| WESCO DISTRIBUT P/P 144A 07.1250 06/15/2025 | 0.00% |
| WPX ENERGY INC 05.7500 06/01/2026 | 0.00% |
| WPX ENERGY INC 05.8750 06/15/2028 | 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% |
| ZAYO GROUP HLDG INC L+300 03.1085 03/09/2027 | 0.00% |
| ZAYO GROUP HLDG INC P/P 144A 06.1250 03/01/2028 | 0.00% |
| AES CORP/THE P/P 144A 03.3000 07/15/2025 | 0.00% |
| AMC ENT HLDGS P/P 144A 10.5000 04/15/2025 | 0.00% |
| AMC ENT INC TLB L+300 05.5599 04/22/2026 | 0.00% |
| AMERICAN AXLE & MFG INC 06.2500 04/01/2025 | 0.00% |
| ARCHES BUYER INC P/P 144A 04.2500 06/01/2028 | 0.00% |
| AT&T INC 04.3000 02/15/2030 | 0.00% |
| BAUSCH HLTH COS INC P/P 144A 05.0000 02/15/2029 | 0.00% |
| BAYTEX ENERGY CORP P/P 144A 05.6250 06/01/2024 | 0.00% |
| BEACON ROOFING SUPPL P/P 144A 04.5000 11/15/2026 | 0.00% |
| BERKSHIRE HATHAWAY FIN 04.3000 05/15/2043 | 0.00% |
| BMW US CAPITAL LLC P/P 144A 03.4000 08/13/2021 | 0.00% |
| BOMBARDIER INC P/P 144A 07.5000 12/01/2024 | 0.00% |
| BOYD GAMING CORP 06.3750 04/01/2026 | 0.00% |
| BUCKEYE PARTNERS LP 05.8500 11/15/2043 | 0.00% |
| BUCKEYE PARTNERS LP P/P 144A 04.5000 03/01/2028 | 0.00% |
| BY CROWN/BY BOND P/P 144A 04.2500 01/31/2026 | 0.00% |
| CAD/USD 04/21/2021 GSFX | 0.00% |
| CALPINE CORP P/P 144A 05.2500 06/01/2026 | 0.00% |
| CAS 2015-C01 1M2 04.4086 02/25/2025 | 0.00% |
| CAS 2015-C02 2M2 04.1086 05/25/2025 | 0.00% |
| CAS 2019-HRP1 M2 02.2586 11/25/2039 | 0.00% |
| CHARLES RIVER LA P/P 144A 03.7500 03/15/2029 | 0.00% |
| CHF/USD 06/16/2021 MSCIL | 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% |
| CLEAN HARBORS INC P/P 144A 05.1250 07/15/2029 | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CS | 0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 JP | 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% |
| CORNERSTONE BUILDING P/P 144A 08.0000 04/15/2026 | 0.00% |
| CPG INTL TL L+250 03.2500 05/05/2024 | 0.00% |
| CPURNSA R 2.45 P 03/23/31 | 0.00% |
| CWALT 2005-27 1A1 01.5197 08/25/2035 | 0.00% |
| DIAMOND 1 FIN/DIAMON P/P 144A 07.1250 06/15/2024 | 0.00% |
| EMPIRE COMMUNITIES C P/P 144A 07.0000 12/15/2025 | 0.00% |
| ENDO LUX FIN CO I SA P/P 144A 06.1250 04/01/2029 | 0.00% |
| EUR/USD 06/16/2021 BCAP-FX | 0.00% |
| GAP INC/THE P/P 144A 08.6250 05/15/2025 | 0.00% |
| GARTNER INC P/P 144A 03.7500 10/01/2030 | 0.00% |
| GBP/USD 06/16/2021 CSI-FX | 0.00% |
| GENERAL DYNAMICS CORP 02.2500 11/15/2022 | 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 BA7681 04.6030 06/20/2067 | 0.00% |
| GNMA GII30 BL6184 06.0000 02/20/2049 | 0.00% |
| GNMA GII30 BL6185 06.0000 01/20/2049 | 0.00% |
| GNMA GII30 BL6216 06.0000 03/20/2049 | 0.00% |
| GNMA GII30 BL6217 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% |
| GSMS 2013-GC10 XA IO 01.4865 02/10/2046 | 0.00% |
| HANESBRANDS INC P/P 144A 05.3750 05/15/2025 | 0.00% |
| HMIR 2018-1 M1 P/P 144A 01.7086 10/25/2028 | 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 01.1938 05/15/2047 | 0.00% |
| KLOECKNER PENTAPLAST L+475 05.2500 02/09/2026 | 0.00% |
| LIVE NATION ENT P/P 144A 04.8750 11/01/2024 | 0.00% |
| MASONITE INTL C P/P 144A 05.3750 02/01/2028 | 0.00% |
| MASTEC INC P/P 144A 04.5000 08/15/2028 | 0.00% |
| MAUSER PACKAGING P/P 144A 08.5000 04/15/2024 | 0.00% |
| MSBAM 2014-C17 XA IO 01.0674 08/15/2047 | 0.00% |
| NABORS INDUSTRIES INC. 05.7500 02/01/2025 | 0.00% |
| NETFLIX INC. P/P 144A 04.8750 06/15/2030 | 0.00% |
| NUTRIEN LTD USD 02.9500 05/13/2030 | 0.00% |
| NUTRIEN LTD USD 05.2500 01/15/2045 | 0.00% |
| NUTRITION & BIO P/P 144A 03.4680 12/01/2050 | 0.00% |
| NZD/USD 04/21/2021 CITI | 0.00% |
| OVINTIV INC 06.5000 08/15/2034 | 0.00% |
| OVINTIV INC 06.6250 08/15/2037 | 0.00% |
| OVINTIV INC. 08.1250 09/15/2030 | 0.00% |
| OWENS-BROCKWAY P/P 144A 06.6250 05/13/2027 | 0.00% |
| PETROBRAS GLOBAL FIN USD 05.9990 01/27/2028 | 0.00% |
| PRESTIGE BRANDS INC P/P 144A 03.7500 04/01/2031 | 0.00% |
| PRUDENTIAL FINANCIAL INC 05.6250 06/15/2043 | 0.00% |
| PUBLIC SERVICE ELECTRIC 05.5000 03/01/2040 | 0.00% |
| QVC INC 04.4500 02/15/2025 | 0.00% |
| RAYTHEON TECH CORP P/P 04.8750 10/15/2040 | 0.00% |
| REGENCY ENERGY P 04.5000 11/01/2023 | 0.00% |
| S&P GLOBAL INC 01.2500 08/15/2030 | 0.00% |
| SERVICE PROPERTIES TRUST 07.5000 09/15/2025 | 0.00% |
| SM ENERGY CO 06.6250 01/15/2027 | 0.00% |
| STACR 2019-HQA1 M2 02.4586 02/25/2049 | 0.00% |
| T-MOBILE USA INC. 04.0000 04/15/2022 | 0.00% |
| TARGA RESOURCES PART 06.8750 01/15/2029 | 0.00% |
| TEMPO ACQ LLC/FI P/P 144A 05.7500 06/01/2025 | 0.00% |
| TRANSOCEAN PONTUS LT P/P 144A 06.1250 08/01/2025 | 0.00% |
| TWDC ENTERPRISES 18 CORP 02.7500 08/16/2021 | 0.00% |
| UBSBB 2012-C4 XA IO P/P 144A 01.5997 12/10/2045 | 0.00% |
| US CONCRETE INC P/P 144A 05.1250 03/01/2029 | 0.00% |
| WESTPAC BANKING CORP USD 04.4210 07/24/2039 | 0.00% |
| WFRBS 2012-C9 XB IO P/P 144A 00.7159 11/15/2045 | 0.00% |
| WYNN RESORTS FIN LLC P/P 144A 07.7500 04/15/2025 | 0.00% |
| ALBERTSONS COS P/P 144A 04.8750 02/15/2030 | 0.00% |
| AMAZON.COM INC 01.5000 06/03/2030 | 0.00% |
| AMERICAN INTL GROUP 08.1750 05/15/2058 | 0.00% |
| APACHE CORPORATION 04.8750 11/15/2027 | 0.00% |
| AVIENT CORP P/P 144A 05.7500 05/15/2025 | 0.00% |
| BANK OF MONTREAL USD 03.8030 12/15/2032 | 0.00% |
| BERRY GLOBAL INC 05.1250 07/15/2023 | 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% |
| CALLON PETROLEUM CO P/P 144A 09.0000 04/01/2025 | 0.00% |
| CAS 2014-C04 2M2 05.1086 11/25/2024 | 0.00% |
| CAS 2015-C02 1M2 04.1086 05/25/2025 | 0.00% |
| CCO HLDGS LLC/CAP CO P/P 144A 05.7500 02/15/2026 | 0.00% |
| CD&R WATERWORKS MERGER 144A 6.125000 08/15/2025 | 0.00% |
| CGCMT 2012-GC8 XA IO P/P 144A 01.7404 09/10/2045 | 0.00% |
| CHARTER COMM OPT LLC 05.3750 05/01/2047 | 0.00% |
| CINEMARK USA INC 04.8750 06/01/2023 | 0.00% |
| CINEMARK USA INC P/P 144A 08.7500 05/01/2025 | 0.00% |
| CIT GROUP INC 05.0000 08/01/2023 | 0.00% |
| CLEAR CHANNEL WORLD 09.2500 02/15/2024 | 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.BBB-.6 2063-05-11 300.0 05/11/2063 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% |
| CONTINENTAL RESOURCES 04.9000 06/01/2044 | 0.00% |
| CVS HEALTH CORP 03.7000 03/09/2023 | 0.00% |
| DKK/USD 06/16/2021 CITI | 0.00% |
| EUR/USD 06/16/2021 CSI-FX | 0.00% |
| EUR/USD 06/16/2021 SSBT | 0.00% |
| FHR 3072 SM 04.2533 11/15/2035 | 0.00% |
| FNR 2007-53 SP 23.8017 06/25/2037 | 0.00% |
| GARTNER INC P/P 144A 04.5000 07/01/2028 | 0.00% |
| GENERAL MOTORS CO 05.2000 04/01/2045 | 0.00% |
| GENERAL MOTORS FINL CO 04.0000 01/15/2025 | 0.00% |
| GNMA GII30 BL6016 06.0000 02/20/2049 | 0.00% |
| GNMA GII30 BM1953 06.0000 03/20/2049 | 0.00% |
| GNR 2010-9 UI IO 05.0000 01/20/2040 | 0.00% |
| GRAFTECH FINANCE INC P/P 144A 04.6250 12/15/2028 | 0.00% |
| HILCORP ENERGY I P/P 144A 05.7500 02/01/2029 | 0.00% |
| HILCORP ENERGY I P/P 144A 06.0000 02/01/2031 | 0.00% |
| HUDBAY MINERALS INC P/P 144A 06.1250 04/01/2029 | 0.00% |
| 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 00.7404 01/15/2047 | 0.00% |
| KRAFT HEINZ FOODS CO 04.3750 06/01/2046 | 0.00% |
| L BRANDS INC P/P 144A 06.8750 07/01/2025 | 0.00% |
| L BRANDS INC P/P 144A 09.3750 07/01/2025 | 0.00% |
| L3HARRIS TECH INC 01.8000 01/15/2031 | 0.00% |
| LAMB WESTON HOLDINGS P/P 144A 04.6250 11/01/2024 | 0.00% |
| LBM ACQUISITION LLC P/P 144A 06.2500 01/15/2029 | 0.00% |
| MATCH GRP HLD II LLC P/P 144A 04.1250 08/01/2030 | 0.00% |
| MATTEL INC P/P 144A 03.3750 04/01/2026 | 0.00% |
| MAUSER PACKAGING SOL P/P 144A 05.5000 04/15/2024 | 0.00% |
| MICROSOFT CORP 02.5250 06/01/2050 | 0.00% |
| MSAC 2004-HE6 M1 00.9336 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% |
| NZD/USD 04/21/2021 BANKAM | 0.00% |
| NZD/USD 04/21/2021 WPAC | 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% |
| OSHKOSH CORP 03.1000 03/01/2030 | 0.00% |
| OUTFRONT MEDIA C P/P 144A 04.6250 03/15/2030 | 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% |
| PETROBRAS GLOBAL FIN USD 05.2990 01/27/2025 | 0.00% |
| PRECISION DRILL USD 05.2500 11/15/2024 | 0.00% |
| PROLOGIS LP 02.1250 04/15/2027 | 0.00% |
| QUEBECOR MEDIA INC USD 05.7500 01/15/2023 | 0.00% |
| REPUBLIC OF VENEZUELA REGS 08.2500 10/13/2024 | 0.00% |
| REPUBLIC OF VENEZUELA REGS 09.0000 05/07/2023 | 0.00% |
| ROYAL CARIBBEAN P/P 144A 09.1250 06/15/2023 | 0.00% |
| SEK/USD 06/16/2021 UBS | 0.00% |
| STACR 2014-HQ3 M3 04.8586 10/25/2024 | 0.00% |
| STACR 2018-HQA2 M2 02.4086 10/25/2048 | 0.00% |
| STACR 2020-HQA4 M1 01.4086 09/25/2050 | 0.00% |
| T-MOBILE USA INC 06.0000 03/01/2023 | 0.00% |
| TALLGRASS NRG PRTNR/ P/P 144A 07.5000 10/01/2025 | 0.00% |
| TARGA RES PRTNRS 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% |
| TPMT 2015-1 A2 P/P 144A 03.2500 10/25/2053 | 0.00% |
| VIACOMCBS INC 04.0000 01/15/2026 | 0.00% |
| VIATRIS INC SEDOL BMWS3X9 | 0.00% |
| VIPER ENERGY P/P 144A 05.3750 11/01/2027 | 0.00% |
| WEEKLEY HM LLC/ P/P 144A 04.8750 09/15/2028 | 0.00% |
| WFRBS 2012-C10 XA IO P/P 144A 01.5198 12/15/2045 | 0.00% |
| WFRBS 2012-C9 XA IO P/P 144A 01.8744 11/15/2045 | 0.00% |
| WPX ENERGY INC 04.5000 01/15/2030 | 0.00% |
| YUM! BRANDS INC. P/P 144A 07.7500 04/01/2025 | 0.00% |
| ARCHES BUYER INC P/P 144A 06.1250 12/01/2028 | 0.00% |
| AUD/USD 04/21/2021 BANKAM | 0.00% |
| AUD/USD 04/21/2021 CITI | 0.00% |
| BANK OF AMERICA CORP 06.5000 10/29/2049 | 0.00% |
| BOMBARDIER INC P/P 144A 08.7500 12/01/2021 | 0.00% |
| BP CAP MARKETS AMERICA 03.9370 09/21/2028 | 0.00% |
| CAD/USD 04/21/2021 CITI | 0.00% |
| CAD/USD 04/21/2021 MSCIL | 0.00% |
| CALPINE CORP P/P 144A 04.6250 02/01/2029 | 0.00% |
| CALPINE CORP P/P 144A 05.0000 02/01/2031 | 0.00% |
| CAS 2017-C05 1M2A 02.3086 01/25/2030 | 0.00% |
| CDW LLC/CDW FINANCE 03.2500 02/15/2029 | 0.00% |
| CHESAPEAKE ENERGY CO P/P 144A 05.5000 02/01/2026 | 0.00% |
| CHF/USD 06/16/2021 CSI-FX | 0.00% |
| CHF/USD 06/16/2021 UBS | 0.00% |
| CHS/COMMUNITY HEALTH P/P 144A 06.0000 01/15/2029 | 0.00% |
| CMB CMBX.NA.A.7 2047-01-17 200.0 01/17/2047 CG | 0.00% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 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 CS | 0.00% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 ML | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 JP | 0.00% |
| CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 JP | 0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 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 ML | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 CG | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | 0.00% |
| COLORADO INTERSTATE GAS CO 06.8500 06/15/2037 | 0.00% |
| CSMC 2007-C1 AX IO P/P 144A 00.1652 02/15/2040 | 0.00% |
| EQT CORP 05.0000 01/15/2029 | 0.00% |
| EUR/USD 06/16/2021 GSFX | 0.00% |
| EUR/USD 06/16/2021 RBSF | 0.00% |
| FEDEX CORP 02.6250 08/01/2022 | 0.00% |
| FHR 2990 LB 16.6748 06/15/2034 | 0.00% |
| FHR 3065 DC 19.5420 03/15/2035 | 0.00% |
| FHR 3249 PS 21.9252 12/15/2036 | 0.00% |
| FNMA FN30 971053 04.5000 02/01/2039 | 0.00% |
| FNR 2005-75 GS 19.9241 08/25/2035 | 0.00% |
| FNR 2006-62 PS 39.2482 07/25/2036 | 0.00% |
| FNR 2006-8 HP 24.1684 03/25/2036 | 0.00% |
| GBP/USD 06/16/2021 WPAC | 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 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 2012-141 WI IO 03.5000 11/20/2041 | 0.00% |
| GNR 2015-124 NI IO 03.5000 06/20/2039 | 0.00% |
| HKD/USD 05/20/2021 HSBCB | 0.00% |
| HKD/USD 05/20/2021 SSBT | 0.00% |
| HKD/USD 05/20/2021 TDBK | 0.00% |
| IHEARTMEDIA INC - CLASS A SEDOL BJVR9Y9 | 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% |
| NOK/USD 06/16/2021 SSBT | 0.00% |
| NZD/USD 04/21/2021 BCAP-FX | 0.00% |
| NZD/USD 04/21/2021 TDBK | 0.00% |
| OCCIDENTAL PETROLEUM -CW27 SEDOL BMVF784 | 0.00% |
| OVINTIV EXPLORATION INC 05.6250 07/01/2024 | 0.00% |
| PETROLEOS DE VENEZUELA S REGS 06.0000 11/15/2026 | 0.00% |
| PPL CAPITAL FUNDING INC 03.4000 06/01/2023 | 0.00% |
| RAYONIER AM PROD INC P/P 144A 07.6250 01/15/2026 | 0.00% |
| ROYAL BANK OF CANADA USD 02.8000 04/29/2022 | 0.00% |
| S&P GLOBAL INC 02.5000 12/01/2029 | 0.00% |
| SEK/USD 06/16/2021 GSFX | 0.00% |
| SPRINT SPECTRUM P/P 144A 03.3600 09/20/2021 | 0.00% |
| STACR 2015-DN1 M3 04.2586 01/25/2025 | 0.00% |
| STACR 2018-HRP2 M3 02.5086 02/25/2047 | 0.00% |
| STACR 2020-DNA5 M1 01.3167 10/25/2050 | 0.00% |
| STANDARD IND INC P/P 144A 04.7500 01/15/2028 | 0.00% |
| T-MOBILE USA INC 04.5000 02/01/2026 | 0.00% |
| T-MOBILE USA INC 05.3750 04/15/2027 | 0.00% |
| TENNECO INC P/P 144A 07.8750 01/15/2029 | 0.00% |
| TITAN ACQ LTD P/P 144A 07.7500 04/15/2026 | 0.00% |
| TRONOX INC P/P 144A 06.5000 05/01/2025 | 0.00% |
| ZAYO GROUP HLDG INC P/P 144A 04.0000 03/01/2027 | 0.00% |
| ADVANZ PHARMA CORP LTD SEDOL BG0RYR7 | 0.00% |
| AUD/USD 04/21/2021 WPAC | 0.00% |
| BACM 2007-1 XW IO 00.4254 01/15/2049 | 0.00% |
| BANK OF NOVA SCOTIA USD 02.0000 11/15/2022 | 0.00% |
| BSCMS 06-PW14 X1 IO P/P 144A 00.4668 12/11/2038 | 0.00% |
| CAD/USD 04/21/2021 HSBCB | 0.00% |
| CGCMT 2006-C5 XC IO P/P 144A 00.4826 10/15/2049 | 0.00% |
| CHESAPEAKE ENERGY CO P/P 144A 05.8750 02/01/2029 | 0.00% |
| CHF/USD 06/16/2021 BANKAM | 0.00% |
| CHF/USD 06/16/2021 JPMCB | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.A.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 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 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 ML | 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.12 2061-08-17 500.0 08/17/2061 CG | 0.00% |
| CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 GS | 0.00% |
| CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 MS | 0.00% |
| CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 MS | 0.00% |
| CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 MS | 0.00% |
| CMB CMBX.NA.BB.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.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 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 JP | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 MS | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 MS | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 BA | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 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 MS | 0.00% |
| CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 CG | 0.00% |
| CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 CG | 0.00% |
| CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 MS | 0.00% |
| CMB CMBX.NA.BBB-.9 2058-09-17 300.0 09/17/2058 CG | 0.00% |
| CMB CMBX.NA.BBB-.9 2058-09-17 300.0 09/17/2058 ML | 0.00% |
| CMB CMBX.NA.BBB-.9 2058-09-17 300.0 09/17/2058 ML | 0.00% |
| CPURNSA P 2.53 R 04/01/26 | 0.00% |
| CPURNSA R 2.466 P 04/01/31 | 0.00% |
| CROWN CASTLE INTL CORP 04.4500 02/15/2026 | 0.00% |
| CSFB 2003-C3 AX IO P/P 144A 02.2759 05/15/2038 | 0.00% |
| CSMC 2007-C2 AX IO P/P 144A 00.0000 01/15/2049 | 0.00% |
| CVS PASS-THROUGH TRUST 06.0360 12/10/2028 | 0.00% |
| EUR/USD 06/16/2021 WPAC | 0.00% |
| FHR 1208 F PO 00.0000 02/15/2022 | 0.00% |
| FHR 3326 WF 00.0000 10/15/2035 | 0.00% |
| FNMA FN30 935058 04.5000 04/01/2039 | 0.00% |
| FNR 2001-50 BI IO 00.3885 10/25/2041 | 0.00% |
| FNR 2001-79 BI IO 00.2660 03/25/2045 | 0.00% |
| FNR 2003-34 P1 PO 00.0000 04/25/2043 | 0.00% |
| FNW 2002-W8 IO1 IO 00.2993 06/25/2042 | 0.00% |
| GBP/USD 06/16/2021 HSBCB | 0.00% |
| GBP/USD 06/16/2021 TDBK | 0.00% |
| GNR 2010-9 QI IO 04.5000 01/20/2040 | 0.00% |
| GNR 2018-127 IB IO 04.5000 06/20/2045 | 0.00% |
| HC BRILLANT SERVICES GMBH P/P | 0.00% |
| HKD/USD 05/20/2021 BANKAM | 0.00% |
| HKD/USD 05/20/2021 BCAP-FX | 0.00% |
| HKD/USD 05/20/2021 CITI | 0.00% |
| HKD/USD 05/20/2021 GSFX | 0.00% |
| HKD/USD 05/20/2021 RBSF | 0.00% |
| HKD/USD 05/20/2021 UBS | 0.00% |
| HKD/USD 05/20/2021 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 00.7385 12/12/2043 | 0.00% |
| JPMCC 2006-LDP8 X IO 00.2855 05/15/2045 | 0.00% |
| JPMCC 2007-LDPX X IO 00.4102 01/15/2049 | 0.00% |
| LBUBS 2006-C6 XCL IO P/P 144A 00.6884 09/15/2039 | 0.00% |
| LBUBS 2007-C2 XW IO 00.0930 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 04.8625 07/15/2045 | 0.00% |
| MSC 2007-HQ11 C 05.5580 02/12/2044 | 0.00% |
| MWO HOLDINGS LLC | 0.00% |
| NOK/USD 06/16/2021 GSFX | 0.00% |
| NOK/USD 06/16/2021 MSCIL | 0.00% |
| NOK/USD 06/16/2021 RBSF | 0.00% |
| STACR 2019-DNA2 M2 02.5676 03/25/2049 | 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% |
| VIACOMCBS INC 04.2000 05/19/2032 | 0.00% |
| WBCMT 2006-C29 IO IO 00.0006 11/15/2048 | 0.00% |
| 0.30 R ISWP FWD US0003M P 06/16/2023 | -0.00% |
| 1.7371 R ISWP US0003M P 04/01/2031 | -0.00% |
| 1.766 R ISWP US0003M P 04/01/2031 | -0.00% |
| CAD/USD 04/21/2021 BANKAM | -0.00% |
| CAD/USD 04/21/2021 BCAP-FX | -0.00% |
| CAD/USD 04/21/2021 CSI-FX | -0.00% |
| CAD/USD 04/21/2021 UBS | -0.00% |
| CAD/USD 04/21/2021 WPAC | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 JP | -0.00% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 MS | -0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 BA | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 CS | -0.00% |
| CPURNSA P 2.496 R 04/01/26 | -0.00% |
| CPURNSA P 2.51 R 03/23/26 | -0.00% |
| CPURNSA R 2.51 P 04/01/31 | -0.00% |
| CPURNSA R 2.515 P 04/01/31 | -0.00% |
| EUR/USD 06/16/2021 CITI | -0.00% |
| GBP/USD 06/16/2021 BCAP-FX | -0.00% |
| GBP/USD 06/16/2021 GSFX | -0.00% |
| IOS.FN30.400.11 P USL1M R 01/12/42 JP | -0.00% |
| JPY/USD 05/19/2021 JPMCB | -0.00% |
| MBX.FN30.600.08 P USL1M R 01/12/39 BC | -0.00% |
| NOK/USD 06/16/2021 JPMCB | -0.00% |
| NOK/USD 06/16/2021 TDBK | -0.00% |
| NZD/USD 04/21/2021 CSI-FX | -0.00% |
| SGD/USD 05/19/2021 JPMCB | -0.00% |
| 1.7475 R ISWP US0003M P 04/01/2031 | -0.00% |
| AUD/USD 04/21/2021 CSI-FX | -0.00% |
| AUD/USD 04/21/2021 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% |
| EUR/USD 06/16/2021 MSCIL | -0.00% |
| GBP/USD 06/16/2021 RBSF | -0.00% |
| IOS.FN30.400.10 P USL1M R 01/12/41 JP | -0.00% |
| JPY/USD 05/19/2021 RBSF | -0.00% |
| JPY/USD 05/19/2021 UBS | -0.00% |
| NOK/USD 06/16/2021 UBS | -0.00% |
| 1.65 R ISWP FWD US0003M P 06/16/2031 | -0.00% |
| CAD/USD 04/21/2021 TDBK | -0.00% |
| CNH/USD 05/20/2021 HSBCB | -0.00% |
| EUR/USD 06/16/2021 HSBCB | -0.00% |
| EUR/USD 06/16/2021 UBS | -0.00% |
| SEK/USD 06/16/2021 JPMCB | -0.00% |
| 1.7155 R ISWP US0003M P 03/23/2031 | -0.00% |
| 1.72 R ISWP US0003M P 03/23/2031 | -0.00% |
| AUD/USD 04/21/2021 JPMCB | -0.00% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 CG | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| GBP/USD 06/16/2021 JPMCB | -0.00% |
| SEK/USD 06/16/2021 BCAP-FX | -0.00% |
| SPX 20220121 C 4700.00CITI | -0.00% |
| CAD/USD 04/21/2021 JPMCB | -0.00% |
| CAD/USD 04/21/2021 RBSF | -0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CG | -0.00% |
| CPURNSA P 2.445 R 03/23/26 | -0.00% |
| GBP/USD 06/16/2021 MSCIL | -0.00% |
| JPY/USD 05/19/2021 BCAP-FX | -0.01% |
| JPY/USD 05/19/2021 HSBCB | -0.01% |
| JPY/USD 05/19/2021 MSCIL | -0.01% |
| MBX.FN30.650.67 P USL1M R 01/12/38 BC | -0.01% |
| AUD/USD 04/21/2021 GSFX | -0.01% |
| AUD/USD 04/21/2021 HSBCB | -0.01% |
| MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.01% |
| NZD/USD 04/21/2021 MSCIL | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% |
| CPURNSA P 2.4625 R 03/24/26 | -0.01% |
| 2.00 R ISWP FWD US0003M P 06/16/2051 | -0.01% |
| EUR/USD 06/16/2021 BANKAM | -0.01% |
| JPY/USD 05/19/2021 CITI | -0.01% |
| SEK/USD 06/16/2021 MSCIL | -0.01% |
| AUD/USD 04/21/2021 MSCIL | -0.01% |
| CAD/USD 04/21/2021 SSBT | -0.01% |
| JPY/USD 05/19/2021 BANKAM | -0.01% |
| AUD/USD 04/21/2021 RBSF | -0.01% |
| CPURNSA P 2.28 R 02/25/31 | -0.01% |
| JPY/USD 05/19/2021 TDBK | -0.02% |
| CPURNSA P 2.278 R 02/25/31 | -0.02% |
| CPURNSA P 2.281 R 02/24/31 | -0.02% |
| CPURNSA P 2.2675 R 02/25/31 | -0.02% |
| JPY/USD 05/19/2021 WPAC | -0.02% |
| FNMA FN30 TBA UMBS 02.0000 05/01/2051 | -0.03% |
| CPURNSA P 2.286 R 02/24/31 | -0.04% |
| US 2YR NOTE (CBT) JUN21 TUM1 | -0.28% |
| FNMA FN30 TBA UMBS 03.0000 04/01/2051 | -0.31% |
| S&P500 EMINI FUT JUN21 ESM1 | -2.66% |
| GSGLPWDS P US0001M R 12/15/25 GS | -3.95% |
| US 5YR NOTE (CBT) JUN21 FVM1 | -6.65% |
Portfolio composition as of 06/30/21
| U.S. large-cap equity | 49.37% |
|---|---|
| International equity | 19.18% |
| U.S. small- and mid-cap equity | 9.23% |
| U.S. Investment-grade bonds | 6.95% |
| Emerging-markets equity | 6.40% |
| U.S. High-yield bonds | 5.44% |
| Commodities | 3.44% |
Fixed income statistics as of 06/30/21
| Average effective maturity | 4.30 yrs. |
|---|---|
| Average effective duration | 0.29 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 | 4.50% | 0.00% | 0.00% | -- | -- | -- | -- |
| $100,000-$249,999 | 3.50% | -- | 0.00% | -- | -- | -- | -- |
| $250,000-$499,999 | 2.50% | -- | 0.00% | -- | -- | -- | -- |
| $500,000-$999,999 | 2.00% | -- | 0.00% | -- | -- | -- | -- |
| $1M-$4M | 0.00% | -- | -- | -- | -- | -- | -- |
| $4M-$50M | 0.00% | -- | -- | -- | -- | -- | -- |
| $50M+ | 0.00% | -- | -- | -- | -- | -- | -- |
CDSC
| Class A (sales for $1,000,000+) | Class B | Class C | Class R | Class R5 | Class R6 | Class Y | |
|---|---|---|---|---|---|---|---|
| 0 to 9 mts. | 1.00% | 5.00% | 1.00% | -- | -- | -- | -- |
| 9 to 12 mts. | 1.00% | 5.00% | 1.00% | -- | -- | -- | -- |
| 2 yrs. | 0.00% | 4.00% | 0.00% | -- | -- | -- | -- |
| 3 yrs. | 0.00% | 3.00% | 0.00% | -- | -- | -- | -- |
| 4 yrs. | 0.00% | 3.00% | 0.00% | -- | -- | -- | -- |
| 5 yrs. | 0.00% | 2.00% | 0.00% | -- | -- | -- | -- |
| 6 yrs. | 0.00% | 1.00% | 0.00% | -- | -- | -- | -- |
| 7+ yrs. | 0.00% | 0.00% | 0.00% | -- | -- | -- | -- |
The Russell 3000 Index is an unmanaged index of the 3,000 largest U.S. companies. The Putnam Growth Blended Benchmark is a benchmark administered by Putnam Management, comprising 60% the Russell 3000 Index, 15% the MSCI EAFE Index (ND), 15% the Bloomberg Barclays U.S. Aggregate Bond Index, 5% the JPMorgan Developed High Yield Index, and 5% the MSCI Emerging Markets Index (GD). You cannot invest directly in an index.
Consider these risks before investing: Allocation of assets among asset classes may hurt performance. The value of investments in the fund's portfolio may fall or fail to rise over extended periods of time for a variety of reasons, including general economic, political or financial market conditions, investor sentiment and market perceptions, government actions, geopolitical events or changes, and factors related to a specific issuer, asset class, geography, industry or sector. These and other factors may lead to increased volatility and reduced liquidity in the fund's portfolio holdings. International investing involves currency, economic, and political risks. Emerging-market securities carry illiquidity and volatility risks. Investments in small and/or midsize companies increase the risk of greater price fluctuations. Growth stocks may be more susceptible to earnings disappointments, and value stocks may fail to rebound. Funds that invest in government securities are not guaranteed. Mortgage-backed investments, unlike traditional debt investments, are also subject to prepayment risk, which means that they may increase in value less than other bonds when interest rates decline and decline in value more than other bonds when interest rates rise. Bond investments are subject to interest-rate risk (the risk of bond prices falling if interest rates rise) and credit risk (the risk of an issuer defaulting on interest or principal payments). Default risk is generally higher for non-qualified mortgages. Interest-rate risk is generally greater for longer-term bonds, and credit risk is generally greater for below-investment-grade bonds. Unlike bonds, funds that invest in bonds have fees and expenses. The use of derivatives may increase these risks by increasing investment exposure (which may be considered leverage) or, in the case of over-the-counter instruments, because of the potential inability to terminate or sell derivatives positions and the potential failure of the other party to the instrument to meet its obligations. Our investment techniques, analyses, and judgments may not produce the outcome we intend. The investments we select for the fund may not perform as well as other securities that we do not select for the fund. We, or the fund's other service providers, may experience disruptions or operating errors that could have a negative effect on the fund. You can lose money by investing in the fund.