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 benchmark: The fund starts with a globally diversified benchmark with more efficient exposures relative to a typical 80/20 benchmark.
- Tactical flexibility: The managers have the ability to tilt overall equity and fixed-income allocations +/-15% and shift exposures within each asset class.
- Active implementation: Managers proactively research and determine the most efficient implementation for each asset class.
Fund price |
Yesterday’s close | 52-week high | 52-week low |
|---|---|---|---|
| Net asset value |
$21.03
0.77% | $0.16 |
$21.03
05/07/21 |
$14.73
05/13/20 |
Fund facts as of 04/30/21
Total net assets
$3,114.33M
$3,114.33M
Turnover (fiscal year end)
194%
194%
Dividend frequency
Annually
Annually
Number of holdings
1991
1991
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
Chief Investment Officer, Global Asset Allocation
Co-Head of Global Asset Allocation
Co-Head of Global Asset Allocation
Portfolio Manager
Literature
Fund documents |
| Prospectuses/SAI |
| Fact Sheet (YA share) (PDF) |
| Annual Fund Report (PDF) |
| Semiannual Fund Report (PDF) |
| Brochure (PDF) |
| Quarterly commentary (PDF) |
| Benefit of diversifying with a single fund. (PDF) |
Market volatility returns to "old" normal
Our outlook for stock market volatility sees the levels reached in 2018 continuing, in part because these levels were close to the long-term norm.Watch the euro as Italy votes
We are watching the referendum in Italy this weekend for yet another existential crisis for the euro.Italy's bank troubles challenge EU
Troubled banks in Italy pose a new challenge to the EU, one that has been compounded by the U.K.'s vote in favor of Brexit.Performance
Consistency of positive performance over five years
Performance shown above does not reflect the effects of any sales charges. Click on the dots to see specific returns in each five-year period as of the date revealed. Note that returns of 0.00% are counted as positive periods. For complete fund performance, please see below.
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)
7.48%
Average 5-year annualized return
Total return (%) as of 03/31/21
Annual performance as of 03/31/21
Annualized Total return (%) as of 03/31/21
| Annualized performance | 1 yr. | 3 yrs. | 5 yrs. | 10 yrs. |
|---|---|---|---|---|
| Before sales charge | 46.53% | 10.16% | 11.52% | 9.60% |
| After sales charge | N/A | N/A | N/A | N/A |
| Russell 3000 Index | 62.53% | 17.12% | 16.64% | 13.79% |
| Putnam Growth Blended Benchmark | 46.99% | 12.76% | 12.94% | 10.29% |
Performance snapshot
| Before sales charge | After sales charge | ||
|---|---|---|---|
| 1 mt. as of 04/30/21 | 3.75% | - | |
| YTD as of 05/07/21 | 10.05% | - | |
Risk-adjusted performance as of 03/31/21
| Sharpe ratio (3 yrs.) | 0.57 |
|---|
Volatility as of 03/31/21
| Standard deviation (3 yrs.) | 15.52% |
|---|
Fixed income statistics as of 03/31/21
| Average effective duration | 0.47 yrs. |
|---|
Lipper rankings as of 03/31/21
| Time period | Rank/Funds in category | Percentile ranking |
|---|---|---|
| 1 yr. | 99/449 | 22% |
| 3 yrs. | 235/432 | 55% |
| 5 yrs. | 89/404 | 22% |
| 10 yrs. | 46/291 | 16% |
Morningstar Ratings™ as of 03/31/21
| Time period | Funds in category | Morningstar Rating™ |
|---|---|---|
| Overall | 307 | |
| 3 yrs. | 307 | |
| 5 yrs. | 276 | |
| 10 yrs. | 185 |
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 | 2.74% |
|---|---|
| Microsoft Corp Sedol 2588173 | 2.39% |
| Amazon.Com Inc Sedol 2000019 | 2.17% |
| Alphabet Inc-Cl A Sedol Byvy8g0 | 1.46% |
| S&P Gsci Light Energy Er | 1.33% |
| Jpmorgan Chase & Co Sedol 2190385 | 1.23% |
| Nvidia Corp Sedol 2379504 | 0.96% |
| Citigroup Inc Sedol 2297907 | 0.89% |
| Adobe Inc Sedol 2008154 | 0.78% |
| Qualcomm Inc Sedol 2714923 | 0.76% |
| Top 10 holdings, percent of portfolio | 14.71% |
| 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 | |
| Top 10 holdings as of 02/28/21 | |
|---|---|
| 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 | |
| Eli Lilly & Co Sedol 2516152 | |
| Citigroup Inc Sedol 2297907 | |
| Adobe Inc Sedol 2008154 | |
| Holdings represent 14.95% of portfolio | |
| Top 10 holdings as of 01/31/21 | |
|---|---|
| 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 | |
| Qualcomm Inc Sedol 2714923 | |
| Nvidia Corp Sedol 2379504 | |
| Eli Lilly & Co Sedol 2516152 | |
| Adobe Inc Sedol 2008154 | |
| Holdings represent 15.27% of portfolio | |
| Top 10 holdings as of 12/31/20 | |
|---|---|
| Apple Inc Sedol 2046251 | |
| Microsoft Corp Sedol 2588173 | |
| Amazon.Com Inc Sedol 2000019 | |
| Alphabet Inc-Cl A Sedol Byvy8g0 | |
| Jpmorgan Chase & Co Sedol 2190385 | |
| Qualcomm Inc Sedol 2714923 | |
| Adobe Inc Sedol 2008154 | |
| Procter & Gamble Co/The Sedol 2704407 | |
| Fnma Fn30 Tba Umbs 02.0000 02/01/2051 | |
| Citigroup Inc Sedol 2297907 | |
| Holdings represent 14.70% of portfolio | |
| E-MINI RUSS 2000 JUN21 RTYM1 | 6.14% |
|---|---|
| GSGLPWDL R US0001M P 12/15/25 GS | 4.03% |
| APPLE INC SEDOL 2046251 | 2.77% |
| MICROSOFT CORP SEDOL 2588173 | 2.40% |
| RU10VATR R US0001M P 02/05/22 JP | 2.27% |
| AMAZON.COM INC SEDOL 2000019 | 2.19% |
| MSCI EAFE JUN21 MFSM1 | 1.55% |
| ALPHABET INC-CL A SEDOL BYVY8G0 | 1.48% |
| MSCI EMGMKT JUN21 MESM1 | 1.43% |
| S&P GSCI LIGHT ENERGY ER | 1.33% |
| JPMORGAN CHASE & CO SEDOL 2190385 | 1.24% |
| S&P MID 400 EMINI JUN21 FAM1 | 1.21% |
| GSGLPHCL R US0001M P 12/15/25 GS | 1.18% |
| US 10YR NOTE (CBT)JUN21 TYM1 | 1.02% |
| NVIDIA CORP SEDOL 2379504 | 0.96% |
| CITIGROUP INC SEDOL 2297907 | 0.89% |
| NASDAQ 100 E-MINI JUN21 NQM1 | 0.87% |
| US ULTRA BOND CBT JUN21 WNM1 | 0.86% |
| ADOBE INC SEDOL 2008154 | 0.78% |
| QUALCOMM INC SEDOL 2714923 | 0.77% |
| PROCTER & GAMBLE CO/THE SEDOL 2704407 | 0.73% |
| ELI LILLY & CO SEDOL 2516152 | 0.70% |
| CISCO SYSTEMS INC SEDOL 2198163 | 0.59% |
| ALPHABET INC-CL C SEDOL BYY88Y7 | 0.59% |
| FACEBOOK INC-CLASS A SEDOL B7TL820 | 0.57% |
| PAYPAL HOLDINGS INC SEDOL BYW36M8 | 0.56% |
| VERIZON COMMUNICATIONS INC SEDOL 2090571 | 0.56% |
| FNMA FN15 TBA UMBS 02.5000 04/01/2036 | 0.55% |
| BRISTOL-MYERS SQUIBB CO SEDOL 2126335 | 0.53% |
| TAIWAN SEMICONDUCTOR MANUFAC SEDOL 6889106 | 0.52% |
| GOLDMAN SACHS GROUP INC SEDOL 2407966 | 0.51% |
| FORD MOTOR CO SEDOL 2615468 | 0.51% |
| ACCENTURE PLC-CL A SEDOL B4BNMY3 | 0.51% |
| INTUIT INC SEDOL 2459020 | 0.50% |
| DNB BANK ASA 2332K0U67 DCP 07/06/2021 | 0.50% |
| NRW BANK 62939LRS0 DCP 04/26/2021 | 0.50% |
| SWEDBANK AB 87019RTJ5 DCP 06/18/2021 | 0.50% |
| VICTORY RECEIVABLES CORP 92646KUM2 DCP 07/21/2021 | 0.50% |
| FNMA FN30 TBA UMBS 03.5000 05/01/2051 | 0.49% |
| TENCENT HOLDINGS LTD SEDOL BMMV2K8 | 0.48% |
| FNMA FN30 TBA UMBS 02.5000 05/01/2051 | 0.47% |
| COMCAST CORP-CLASS A SEDOL 2044545 | 0.46% |
| LOCKHEED MARTIN CORP SEDOL 2522096 | 0.46% |
| ALIBABA GROUP HOLDING LTD SEDOL BK6YZP5 | 0.45% |
| UNION PACIFIC CORP SEDOL 2914734 | 0.44% |
| US LONG BOND(CBT) JUN21 USM1 | 0.44% |
| JOHNSON & JOHNSON SEDOL 2475833 | 0.44% |
| PEPSICO INC SEDOL 2681511 | 0.44% |
| HONEYWELL INTERNATIONAL INC SEDOL 2020459 | 0.44% |
| WALMART INC SEDOL 2936921 | 0.42% |
| BANK OF AMERICA CORP SEDOL 2295677 | 0.42% |
| FNMA FN30 TBA UMBS 02.5000 04/01/2051 | 0.41% |
| MERCK & CO. INC. SEDOL 2778844 | 0.39% |
| GNMA GII30 MA6766 03.0000 07/20/2050 | 0.38% |
| TARGET CORP SEDOL 2259101 | 0.37% |
| DUPONT DE NEMOURS INC SEDOL BK0VN47 | 0.37% |
| MASTERCARD INC - A SEDOL B121557 | 0.36% |
| ACTIVISION BLIZZARD INC SEDOL 2575818 | 0.36% |
| METLIFE INC SEDOL 2573209 | 0.35% |
| VISA INC-CLASS A SHARES SEDOL B2PZN04 | 0.34% |
| EXELON CORP SEDOL 2670519 | 0.34% |
| SAMSUNG ELECTRONICS CO LTD SEDOL 6771720 | 0.34% |
| PINTEREST INC- CLASS A SEDOL BJ2Z0H2 | 0.34% |
| CHARTER COMMUNICATIONS INC-A SEDOL BZ6VT82 | 0.33% |
| APPLIED MATERIALS INC SEDOL 2046552 | 0.33% |
| DEERE & CO SEDOL 2261203 | 0.32% |
| JOHNSON CONTROLS INTERNATION SEDOL BY7QL61 | 0.32% |
| EBAY INC SEDOL 2293819 | 0.32% |
| AUTODESK INC SEDOL 2065159 | 0.31% |
| ABBVIE INC SEDOL B92SR70 | 0.30% |
| UNITEDHEALTH GROUP INC SEDOL 2917766 | 0.30% |
| AIA GROUP LTD SEDOL B4TX8S1 | 0.29% |
| FREEPORT-MCMORAN INC SEDOL 2352118 | 0.29% |
| AMERICAN ELECTRIC POWER SEDOL 2026242 | 0.29% |
| CRH PLC SEDOL 4182249 | 0.28% |
| NRG ENERGY INC SEDOL 2212922 | 0.28% |
| HOME DEPOT INC SEDOL 2434209 | 0.28% |
| ABBOTT LABORATORIES SEDOL 2002305 | 0.28% |
| MCDONALD'S CORP SEDOL 2550707 | 0.28% |
| HILTON WORLDWIDE HOLDINGS IN SEDOL BYVMW06 | 0.28% |
| FHLMC FR30 ZS4750 UMBS 03.0000 01/01/2048 | 0.27% |
| TESLA INC SEDOL B616C79 | 0.27% |
| FNMA FN30 CA8525 UMBS 02.5000 12/01/2050 | 0.27% |
| ALTRIA GROUP INC | 0.26% |
| MORGAN STANLEY | 0.26% |
| TREASURY BILL 00.0000 06/01/2021 | 0.26% |
| 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% |
| E-MINI RUSS 2000 MAR21 RTYH1 | 6.21% |
|---|---|
| GSGLPWDL R US0001M P 12/15/25 GS | 4.14% |
| APPLE INC SEDOL 2046251 | 2.87% |
| MICROSOFT CORP SEDOL 2588173 | 2.41% |
| AMAZON.COM INC SEDOL 2000019 | 2.22% |
| RU10VATR R US0001M P 02/05/22 JP | 2.17% |
| US 5YR NOTE (CBT) JUN21 FVM1 | 1.61% |
| MSCI EAFE MAR21 MFSH1 | 1.58% |
| S&P500 EMINI FUT MAR21 ESH1 | 1.58% |
| MSCI EMGMKT MAR21 MESH1 | 1.47% |
| ALPHABET INC-CL A SEDOL BYVY8G0 | 1.47% |
| S&P GSCI LIGHT ENERGY ER | 1.40% |
| JPMORGAN CHASE & CO SEDOL 2190385 | 1.22% |
| S&P MID 400 EMINI MAR21 FAH1 | 1.18% |
| GSGLPHCL R US0001M P 12/15/25 GS | 1.17% |
| US 10YR NOTE (CBT)JUN21 TYM1 | 1.08% |
| NVIDIA CORP SEDOL 2379504 | 0.96% |
| NASDAQ 100 E-MINI MAR21 NQH1 | 0.88% |
| US ULTRA BOND CBT JUN21 WNM1 | 0.88% |
| ELI LILLY & CO SEDOL 2516152 | 0.81% |
| CITIGROUP INC SEDOL 2297907 | 0.80% |
| ADOBE INC SEDOL 2008154 | 0.79% |
| QUALCOMM INC SEDOL 2714923 | 0.77% |
| PROCTER & GAMBLE CO/THE SEDOL 2704407 | 0.69% |
| FNMA FN30 TBA UMBS 02.5000 03/01/2051 | 0.59% |
| ALPHABET INC-CL C SEDOL BYY88Y7 | 0.59% |
| PAYPAL HOLDINGS INC SEDOL BYW36M8 | 0.57% |
| TAIWAN SEMICONDUCTOR MANUFAC SEDOL 6889106 | 0.56% |
| FNMA FN15 TBA UMBS 02.5000 03/01/2036 | 0.56% |
| CISCO SYSTEMS INC SEDOL 2198163 | 0.56% |
| TENCENT HOLDINGS LTD SEDOL BMMV2K8 | 0.54% |
| VERIZON COMMUNICATIONS INC SEDOL 2090571 | 0.54% |
| FNMA FN30 TBA UMBS 03.5000 03/01/2051 | 0.53% |
| INTUIT INC SEDOL 2459020 | 0.52% |
| DNB BANK ASA 2332K0U67 DCP 07/06/2021 | 0.50% |
| FORD MOTOR CO SEDOL 2615468 | 0.50% |
| GOTHAM FUNDING CORP 38346LQR0 DCP 03/25/2021 | 0.50% |
| NATIONWIDE BUILDING SOCIETY 6385E0QV8 DCP 03/29/2021 | 0.50% |
| NRW BANK 62939LRS0 DCP 04/26/2021 | 0.50% |
| SHEFFIELD RECEIVABLES CO LLC 82124LQC9 DCP 03/12/2021 | 0.50% |
| ALIBABA GROUP HOLDING LTD SEDOL BK6YZP5 | 0.50% |
| BRISTOL-MYERS SQUIBB CO SEDOL 2126335 | 0.46% |
| US LONG BOND(CBT) JUN21 USM1 | 0.46% |
| COMCAST CORP-CLASS A SEDOL 2044545 | 0.46% |
| JOHNSON & JOHNSON SEDOL 2475833 | 0.43% |
| FACEBOOK INC-CLASS A SEDOL B7TL820 | 0.42% |
| LOCKHEED MARTIN CORP SEDOL 2522096 | 0.42% |
| HONEYWELL INTERNATIONAL INC SEDOL 2020459 | 0.41% |
| PEPSICO INC SEDOL 2681511 | 0.41% |
| GNMA GII30 MA6766 03.0000 07/20/2050 | 0.40% |
| MEDTRONIC PLC SEDOL BTN1Y11 | 0.40% |
| ACTIVISION BLIZZARD INC SEDOL 2575818 | 0.38% |
| BANK OF AMERICA CORP SEDOL 2295677 | 0.38% |
| MERCK & CO. INC. SEDOL 2778844 | 0.38% |
| MASTERCARD INC - A SEDOL B121557 | 0.37% |
| CHARTER COMMUNICATIONS INC-A SEDOL BZ6VT82 | 0.37% |
| WALMART INC SEDOL 2936921 | 0.37% |
| SAMSUNG ELECTRONICS CO LTD SEDOL 6771720 | 0.36% |
| TARGET CORP SEDOL 2259101 | 0.35% |
| DUPONT DE NEMOURS INC SEDOL BK0VN47 | 0.34% |
| METLIFE INC SEDOL 2573209 | 0.34% |
| PINTEREST INC- CLASS A SEDOL BJ2Z0H2 | 0.34% |
| TESLA INC SEDOL B616C79 | 0.34% |
| VISA INC-CLASS A SHARES SEDOL B2PZN04 | 0.33% |
| GOLDMAN SACHS GROUP INC SEDOL 2407966 | 0.33% |
| UNION PACIFIC CORP SEDOL 2914734 | 0.32% |
| ACCENTURE PLC-CL A SEDOL B4BNMY3 | 0.31% |
| AUTODESK INC SEDOL 2065159 | 0.31% |
| FREEPORT-MCMORAN INC SEDOL 2352118 | 0.31% |
| AIA GROUP LTD SEDOL B4TX8S1 | 0.31% |
| EXELON CORP SEDOL 2670519 | 0.31% |
| ABBVIE INC SEDOL B92SR70 | 0.30% |
| JOHNSON CONTROLS INTERNATION SEDOL BY7QL61 | 0.30% |
| EBAY INC SEDOL 2293819 | 0.30% |
| FHLMC FR30 ZS4750 UMBS 03.0000 01/01/2048 | 0.30% |
| ABBOTT LABORATORIES SEDOL 2002305 | 0.29% |
| HILTON WORLDWIDE HOLDINGS IN SEDOL BYVMW06 | 0.29% |
| DEERE & CO SEDOL 2261203 | 0.28% |
| NRG ENERGY INC SEDOL 2212922 | 0.28% |
| FNMA FN30 CA8525 UMBS 02.5000 12/01/2050 | 0.28% |
| CRH PLC SEDOL 4182249 | 0.27% |
| CASH MGMT BILL 00.0000 06/01/2021 | 0.26% |
| MCDONALD'S CORP SEDOL 2550707 | 0.26% |
| MORGAN STANLEY | 0.26% |
| AMERICAN ELECTRIC POWER SEDOL 2026242 | 0.26% |
| SONY CORP SEDOL 6821506 | 0.26% |
| UNITEDHEALTH GROUP INC SEDOL 2917766 | 0.26% |
| HALLIBURTON CO SEDOL 2405302 | 0.26% |
| NORTHROP GRUMMAN CORP SEDOL 2648806 | 0.26% |
| APPLIED MATERIALS INC SEDOL 2046552 | 0.25% |
| DANAHER CORP SEDOL 2250870 | 0.25% |
| NIKE INC -CL B SEDOL 2640147 | 0.25% |
| CASH MGMT BILL 00.0000 05/25/2021 | 0.24% |
| GNMA GII30 TBA 03.0000 03/01/2051 | 0.24% |
| HOME DEPOT INC SEDOL 2434209 | 0.24% |
| GNMA GII30 MA6932 03.0000 10/20/2050 | 0.24% |
| SOUTHWEST AIRLINES CO SEDOL 2831543 | 0.24% |
| TREASURY BILL 00.0000 05/06/2021 | 0.23% |
| GENERAL MOTORS CO SEDOL B665KZ5 | 0.23% |
| LONZA GROUP AG-REG SEDOL 7333378 | 0.23% |
| CUMMINS INC SEDOL 2240202 | 0.23% |
| SIMON PROPERTY GROUP INC SEDOL 2812452 | 0.23% |
| EDWARDS LIFESCIENCES CORP SEDOL 2567116 | 0.23% |
| ALTRIA GROUP INC | 0.23% |
| VERTEX PHARMACEUTICALS INC SEDOL 2931034 | 0.22% |
| T-MOBILE US INC SEDOL B94Q9V0 | 0.22% |
| FORTINET INC SEDOL B5B2106 | 0.22% |
| AMERICAN TOWER CORP SEDOL B7FBFL2 | 0.22% |
| FIDELITY NATIONAL INFO SERV SEDOL 2769796 | 0.22% |
| SOUTHERN CO/THE SEDOL 2829601 | 0.22% |
| AMGEN INC SEDOL 2023607 | 0.22% |
| THUNDER BAY FUNDING LLC 88602TTN3 DCP 06/22/2021 | 0.21% |
| LG CHEM LTD SEDOL 6346913 | 0.21% |
| TREASURY BILL 00.0000 06/10/2021 | 0.20% |
| GNMA GII30 MA6820 03.0000 08/20/2050 | 0.20% |
| CADENCE DESIGN SYS INC SEDOL 2302232 | 0.20% |
| COCA-COLA CO/THE SEDOL 2206657 | 0.20% |
| DOW INC SEDOL BHXCF84 | 0.20% |
| REGENERON PHARMACEUTICALS SEDOL 2730190 | 0.19% |
| BEST BUY CO INC SEDOL 2094670 | 0.19% |
| COMPAGNIE DE SAINT-GOBAIN SEDOL 7380482 | 0.19% |
| AXA SA SEDOL 7088429 | 0.19% |
| FNMA FN30 TBA UMBS 06.0000 03/01/2051 | 0.19% |
| GAMING AND LEISURE PROPERTIE SEDOL BFPK4S5 | 0.19% |
| ANGLO AMER PLC SEDOL B1XZS82 | 0.18% |
| TREASURY BILL 00.0000 05/13/2021 | 0.18% |
| SYNCHRONY FINANCIAL SEDOL BP96PS6 | 0.18% |
| CIGNA CORP SEDOL BHJ0775 | 0.18% |
| SEA LTD-ADR SEDOL BYWD7L4 | 0.18% |
| IDEXX LABORATORIES INC SEDOL 2459202 | 0.18% |
| OLD DOMINION FREIGHT LINE SEDOL 2656423 | 0.18% |
| VALERO ENERGY CORP SEDOL 2041364 | 0.17% |
| HUMANA INC SEDOL 2445063 | 0.17% |
| SK HYNIX INC SEDOL 6450267 | 0.17% |
| AMERIPRISE FINANCIAL INC SEDOL B0J7D57 | 0.17% |
| CONOCOPHILLIPS | 0.17% |
| PNC FINANCIAL SERVICES GROUP SEDOL 2692665 | 0.17% |
| UNITED RENTALS INC SEDOL 2134781 | 0.17% |
| FNMA FN30 FM4328 UMBS 02.5000 09/01/2050 | 0.17% |
| ESTEE LAUDER COMPANIES-CL A SEDOL 2320524 | 0.17% |
| CHEVRON CORP | 0.16% |
| ZIMMER BIOMET HOLDINGS INC SEDOL 2783815 | 0.16% |
| HOYA CORP SEDOL 6441506 | 0.16% |
| ADVANCED MICRO DEVICES SEDOL 2007849 | 0.16% |
| NOVARTIS AG-REG SEDOL 7103065 | 0.16% |
| ROCHE HOLDING AG-GENUSSCHEIN SEDOL 7110388 | 0.16% |
| ROCKWELL AUTOMATION INC SEDOL 2754060 | 0.16% |
| AFLAC INC SEDOL 2026361 | 0.16% |
| BHP GROUP LTD SEDOL 6144690 | 0.16% |
| SHERWIN-WILLIAMS CO/THE SEDOL 2804211 | 0.16% |
| MEITUAN-CLASS B SEDOL BGJW376 | 0.16% |
| CROWN CASTLE INTL CORP SEDOL BTGQCX1 | 0.15% |
| TREASURY BILL 00.0000 06/03/2021 | 0.15% |
| SERVICENOW INC SEDOL B80NXX8 | 0.15% |
| RELIANCE INDUSTRIES LTD SEDOL 6099626 | 0.15% |
| BOSTON PROPERTIES INC SEDOL 2019479 | 0.15% |
| JD.COM INC-ADR SEDOL BMM27D9 | 0.15% |
| ROYAL DUTCH SHELL PLC-B SHS SEDOL B03MM40 | 0.15% |
| ALLY FINANCIAL INC SEDOL B72XK05 | 0.15% |
| PULTEGROUP INC SEDOL 2708841 | 0.15% |
| FNMA FN30 MA3563 UMBS 04.0000 01/01/2049 | 0.15% |
| COSTAR GROUP INC SEDOL 2262864 | 0.14% |
| VEEVA SYSTEMS INC-CLASS A SEDOL BFH3N85 | 0.14% |
| DEXCOM INC SEDOL B0796X4 | 0.14% |
| SCHLUMBERGER LTD SEDOL 2779201 | 0.14% |
| ASSURED GUARANTY LTD SEDOL B00V7H8 | 0.14% |
| DEUTSCHE BOERSE AG SEDOL 7021963 | 0.14% |
| LOWES COMPANIES INC | 0.14% |
| MONDELEZ INTERNATIONAL INC-A SEDOL B8CKK03 | 0.14% |
| S&P GLOBAL INC SEDOL BYV2325 | 0.14% |
| WALT DISNEY CO/THE SEDOL 2270726 | 0.14% |
| GODADDY INC - CLASS A SEDOL BWFRFC6 | 0.14% |
| HDFC BANK LIMITED SEDOL BK1N461 | 0.14% |
| BJ'S WHOLESALE CLUB HOLDINGS SEDOL BFZNZF8 | 0.14% |
| HOLOGIC INC SEDOL 2433530 | 0.14% |
| COCA-COLA HBC AG-DI SEDOL B9895B7 | 0.14% |
| COGNIZANT TECH SOLUTIONS-A SEDOL 2257019 | 0.14% |
| TREASURY BILL 00.0000 04/08/2021 | 0.13% |
| PRUDENTIAL PLC SEDOL 0709954 | 0.13% |
| NESTLE SA-REG SEDOL 7123870 | 0.13% |
| RIO TINTO PLC SEDOL 0718875 | 0.13% |
| COSTCO WHOLESALE CORP SEDOL 2701271 | 0.13% |
| EQUINIX INC SEDOL BVLZX12 | 0.13% |
| LULULEMON ATHLETICA INC SEDOL B23FN39 | 0.13% |
| TJX COMPANIES INC SEDOL 2989301 | 0.12% |
| SBERBANK PJSC -SPONSORED ADR SEDOL B5SC091 | 0.12% |
| ALLIANZ SE-REG SEDOL 5231485 | 0.12% |
| SCHWAB (CHARLES) CORP SEDOL 2779397 | 0.12% |
| SCHNEIDER ELECTRIC SE SEDOL 4834108 | 0.12% |
| SYNOPSYS INC SEDOL 2867719 | 0.12% |
| EATON CORP PLC SEDOL B8KQN82 | 0.12% |
| NOVO NORDISK A/S-B SEDOL BHC8X90 | 0.12% |
| DOCUSIGN INC SEDOL BFYT7B7 | 0.12% |
| CHIPOTLE MEXICAN GRILL INC SEDOL B0X7DZ3 | 0.12% |
| FNMA FN30 FM1741 UMBS 04.0000 04/01/2049 | 0.12% |
| L OREAL SEDOL 4057808 | 0.12% |
| DIAGEO PLC SEDOL 0237400 | 0.12% |
| CAPITAL ONE FINANCIAL CORP SEDOL 2654461 | 0.11% |
| EXXON MOBIL CORP SEDOL 2326618 | 0.11% |
| MEDIATEK INC SEDOL 6372480 | 0.11% |
| ADIDAS AG SEDOL 4031976 | 0.11% |
| ASTRAZENECA PLC-SPONS ADR SEDOL 2989044 | 0.11% |
| QUANTA SERVICES INC SEDOL 2150204 | 0.11% |
| ASAHI GROUP HOLDINGS LTD SEDOL 6054409 | 0.11% |
| RAYTHEON TECHNOLOGIES CORP SEDOL BM5M5Y3 | 0.11% |
| BOOZ ALLEN HAMILTON HOLDINGS SEDOL B5367T7 | 0.11% |
| CBRE GROUP INC - A SEDOL B6WVMH3 | 0.11% |
| HERSHEY CO/THE SEDOL 2422806 | 0.11% |
| AVALARA INC SEDOL BZ1NVP4 | 0.11% |
| KAKAO CORP SEDOL 6194037 | 0.11% |
| NINTENDO CO LTD SEDOL 6639550 | 0.11% |
| THALES SA SEDOL 4162791 | 0.11% |
| WASTE MANAGEMENT INC SEDOL 2937667 | 0.10% |
| ABIOMED INC SEDOL 2003698 | 0.10% |
| ALBEMARLE CORP SEDOL 2046853 | 0.10% |
| BAIDU INC - SPON ADR SEDOL B0FXT17 | 0.10% |
| LIBERTY GLOBAL PLC- C SEDOL B8W67B1 | 0.10% |
| TOTAL SE SEDOL B15C557 | 0.10% |
| RELIANC-GDR 144A 144A SEDOL B16CYP9 | 0.10% |
| T-MOBILE US INC P/P 144A 05.2500 CV PFD | 0.10% |
| AP MOLLER-MAERSK A/S-B SEDOL 4253048 | 0.10% |
| DRAFTKINGS INC - CL A SEDOL BMYML02 | 0.10% |
| EXACT SCIENCES CORP SEDOL 2719951 | 0.10% |
| FLUTTER ENTERTAINMENT PLC SEDOL BWXC0Z1 | 0.10% |
| AGNC INVESTMENT CORP SEDOL BYYHJL8 | 0.10% |
| FNMA FN30 BQ1269 UMBS 02.5000 08/01/2050 | 0.10% |
| MINEBEA CO LTD SEDOL 6642406 | 0.10% |
| NEXI SPA SEDOL BJ1F880 | 0.10% |
| RADIAN GROUP INC SEDOL 2173911 | 0.10% |
| BNP PARIBAS SEDOL 7309681 | 0.10% |
| DEUTSCHE TELEKOM AG-REG SEDOL 5842359 | 0.10% |
| LABORATORY CRP OF AMER HLDGS SEDOL 2586122 | 0.10% |
| AMERICAN INTERNATIONAL GROUP SEDOL 2027342 | 0.10% |
| CARDINAL HEALTH INC SEDOL 2175672 | 0.10% |
| FNMA FN30 FM1521 UMBS 04.0000 05/01/2049 | 0.10% |
| APOLLO HOSPITALS ENTERPRISE SEDOL 6273583 | 0.10% |
| LEIDOS HOLDINGS INC SEDOL BDV82B8 | 0.10% |
| VONTIER CORP SEDOL BH4GV32 | 0.10% |
| DBS GROUP HOLDINGS LTD SEDOL 6175203 | 0.09% |
| DEUTSCHE POST AG-REG SEDOL 4617859 | 0.09% |
| ALLIANCE DATA SYSTEMS CORP SEDOL 2762030 | 0.09% |
| B3 SA-BRASIL BOLSA BALCAO SEDOL BG36ZK1 | 0.09% |
| BAXTER INTERNATIONAL INC SEDOL 2085102 | 0.09% |
| DYNATRACE INC SEDOL BJV2RD9 | 0.09% |
| ITOCHU CORP SEDOL 6467803 | 0.09% |
| YANDEX NV-A SEDOL B5BSZB3 | 0.09% |
| ABB LTD-REG SEDOL 7108899 | 0.09% |
| CAIXABANK SA SEDOL B283W97 | 0.09% |
| FNMA FN30 AL9859 UMBS 03.0000 03/01/2047 | 0.09% |
| HERMES INTERNATIONAL SEDOL 5253973 | 0.09% |
| LONDON STOCK EXCHANGE GROUP SEDOL B0SWJX3 | 0.09% |
| ORSTED A/S SEDOL BYT16L4 | 0.09% |
| TAIWAN SEMICONDUCTOR-SP ADR SEDOL 2113382 | 0.09% |
| ARAMARK SEDOL BH3XG17 | 0.09% |
| EQUITABLE HOLDINGS INC SEDOL BKRMR96 | 0.09% |
| SANDVIK AB SEDOL B1VQ252 | 0.09% |
| THERMO FISHER SCIENTIFIC INC SEDOL 2886907 | 0.09% |
| VOLVO AB-B SHS SEDOL B1QH830 | 0.09% |
| AMETEK INC SEDOL 2089212 | 0.09% |
| SAMSUNG ELECTRONICS-PREF SEDOL 6773812 | 0.09% |
| TWILIO INC - A SEDOL BD6P5Q0 | 0.09% |
| TATA CONSULTANCY SVS LTD SEDOL B01NPJ1 | 0.09% |
| TEXAS INSTRUMENTS INC SEDOL 2885409 | 0.09% |
| WALMART DE MEXICO SAB DE CV SEDOL BW1YVH8 | 0.09% |
| BRENNTAG SE SEDOL B4YVF56 | 0.09% |
| EASTMAN CHEMICAL CO SEDOL 2298386 | 0.09% |
| LI NING CO LTD SEDOL B01JCK9 | 0.09% |
| MERCK KGAA SEDOL 4741844 | 0.09% |
| NOMURA HOLDINGS INC SEDOL 6643108 | 0.09% |
| SUMITOMO MITSUI FINANCIAL GR SEDOL 6563024 | 0.09% |
| APOLLO GLOBAL MANAGEMENT INC SEDOL BKRLVD5 | 0.09% |
| KINDER MORGAN INC SEDOL B3NQ4P8 | 0.09% |
| PUBLIC SERVICE ENTERPRISE GP SEDOL 2707677 | 0.09% |
| STELLANTIS NV SEDOL BMD8F98 | 0.09% |
| ALLSTATE CORP SEDOL 2019952 | 0.09% |
| FNMA FN30 MA2737 UMBS 03.0000 09/01/2046 | 0.09% |
| KONINKLIJKE DSM NV SEDOL B0HZL93 | 0.09% |
| PROSUS NV SEDOL BJDS7L3 | 0.09% |
| TECHTRONIC INDUSTRIES CO LTD SEDOL B0190C7 | 0.09% |
| WESFARMERS LTD SEDOL 6948836 | 0.09% |
| EQUINOR ASA SEDOL 7133608 | 0.08% |
| FERGUSON PLC SEDOL BJVNSS4 | 0.08% |
| MONCLER SPA SEDOL BGLP232 | 0.08% |
| ROKU INC SEDOL BZ1LFG7 | 0.08% |
| UBS GROUP AG-REG SEDOL BRJL176 | 0.08% |
| COVESTRO AG SEDOL BYTBWY9 | 0.08% |
| EDP-ENERGIAS DE PORTUGAL SA SEDOL 4103596 | 0.08% |
| INDUSTRIA DE DISENO TEXTIL SEDOL BP9DL90 | 0.08% |
| LIVE NATION ENTERTAINMENT IN SEDOL B0T7YX2 | 0.08% |
| AIRBNB INC-CLASS A SEDOL BMGYYH4 | 0.08% |
| AIRTAC INTERNATIONAL GROUP SEDOL B52J816 | 0.08% |
| NOVATEK MICROELECTRONICS COR SEDOL 6346333 | 0.08% |
| BANCO BILBAO VIZCAYA ARGENTA SEDOL 5501906 | 0.08% |
| TRANSDIGM GROUP INC SEDOL B11FJK3 | 0.08% |
| AKZO NOBEL N.V. SEDOL BJ2KSG2 | 0.08% |
| SECOM CO LTD SEDOL 6791591 | 0.08% |
| ZALANDO SE SEDOL BQV0SV7 | 0.08% |
| AUTO1 GROUP SE P/P 144A SEDOL BL5C4C7 | 0.08% |
| NXP SEMICONDUCTORS NV SEDOL B505PN7 | 0.08% |
| PARTNERS GROUP HOLDING AG SEDOL B119QG0 | 0.08% |
| RENESAS ELECTRONICS CORP SEDOL 6635677 | 0.08% |
| SIG COMBIBLOC GROUP AG SEDOL BD5GN60 | 0.08% |
| FORTUNE BRANDS HOME & SECURI SEDOL B3MC7D6 | 0.08% |
| SBI HOLDINGS INC SEDOL 6309466 | 0.08% |
| AGCO CORP SEDOL 2010278 | 0.08% |
| POLARIS INC SEDOL 2692933 | 0.08% |
| STATE STREET CORP SEDOL 2842040 | 0.08% |
| YUM CHINA HOLDINGS INC SEDOL BN2BD13 | 0.08% |
| KDDI CORP SEDOL 6248990 | 0.08% |
| TOTVS SA SEDOL B10LQP6 | 0.08% |
| TREASURY BILL 00.0000 03/18/2021 | 0.08% |
| ENTERPRISE PRODUCTS PARTNERS SEDOL 2285388 | 0.08% |
| IMPERIAL BRANDS PLC SEDOL 0454492 | 0.08% |
| LEGRAND SA SEDOL B11ZRK9 | 0.08% |
| PRINCIPAL FINANCIAL GROUP SEDOL 2803014 | 0.08% |
| AVIVA PLC SEDOL 0216238 | 0.08% |
| HANA FINANCIAL GROUP SEDOL B0RNRF5 | 0.08% |
| DANAHER CORP 05.0000 CV PFD | 0.07% |
| EXPEDITORS INTL WASH INC SEDOL 2325507 | 0.07% |
| TOKYO ELECTRON LTD SEDOL 6895675 | 0.07% |
| GOODMAN GROUP SEDOL B03FYZ4 | 0.07% |
| KEURIG DR PEPPER INC SEDOL BD3W133 | 0.07% |
| NABTESCO CORP SEDOL 6687571 | 0.07% |
| VERIZON COMM 04.3290 09/21/2028 | 0.07% |
| JAPAN EXCHANGE GROUP INC SEDOL 6743882 | 0.07% |
| OTIS WORLDWIDE CORP SEDOL BK531S8 | 0.07% |
| SEAGEN INC SEDOL BLPK4D2 | 0.07% |
| AMEREN CORPORATION SEDOL 2050832 | 0.07% |
| BF0101 03.5000 06/01/2056 | 0.07% |
| CARLSBERG AS-B SEDOL 4169219 | 0.07% |
| COPA HOLDINGS SA-CLASS A SEDOL B0TNJH9 | 0.07% |
| SHENZHEN INOVANCE TECHNOLO-A SEDOL BD5CMN8 | 0.07% |
| XINYI SOLAR HOLDINGS LTD SEDOL BGQYNN1 | 0.07% |
| ABCAM PLC SEDOL B677469 | 0.07% |
| CNH INDUSTRIAL NV SEDOL BDSV2V0 | 0.07% |
| KINGFISHER PLC SEDOL 3319521 | 0.07% |
| NAVER CORP SEDOL 6560393 | 0.07% |
| PALTAC CORPORATION SEDOL B61BG94 | 0.07% |
| STACR 2016-DNA2 M3 04.7676 10/25/2028 | 0.07% |
| CK ASSET HOLDINGS LTD SEDOL BYZQ077 | 0.07% |
| DAIKIN INDUSTRIES LTD SEDOL 6250724 | 0.07% |
| HINDUSTAN UNILEVER LTD SEDOL 6261674 | 0.07% |
| BRUNSWICK CORP SEDOL 2149309 | 0.07% |
| BYD CO LTD-H SEDOL 6536651 | 0.07% |
| DISCOVERY INC - A SEDOL B3D7K31 | 0.07% |
| FORTESCUE METALS GROUP LTD SEDOL B2B2B49 | 0.07% |
| GMO INTERNET INC SEDOL 6170167 | 0.07% |
| MORGAN STANLEY 03.1250 01/23/2023 | 0.07% |
| SANY HEAVY INDUSTRY CO LTD-A SEDOL BP3R3H0 | 0.07% |
| GARMIN LTD SEDOL B3Z5T14 | 0.06% |
| NETWORK INTERNATIONAL HOLDIN SEDOL BH3VJ78 | 0.06% |
| DISCOVER FINANCIAL SERVICES SEDOL B1YLC43 | 0.06% |
| ENEL SPA SEDOL 7144569 | 0.06% |
| BOEING CO/THE SEDOL 2108601 | 0.06% |
| BP PLC SEDOL 0798059 | 0.06% |
| SANDS CHINA LTD SEDOL B5B23W2 | 0.06% |
| STONECO LTD-A SEDOL BGKG6M3 | 0.06% |
| AMDOCS LTD SEDOL 2256908 | 0.06% |
| CREDIT AGRICOLE SA SEDOL 7262610 | 0.06% |
| FNMA FN30 BQ0329 UMBS 02.5000 07/01/2050 | 0.06% |
| NOMURA RESEARCH INSTITUTE LT SEDOL 6390921 | 0.06% |
| CAPGEMINI SE SEDOL 4163437 | 0.06% |
| LAFARGEHOLCIM LTD-REG SEDOL 7110753 | 0.06% |
| CENTRE TESTING INTL GROUP-A SEDOL BD5C7D3 | 0.06% |
| KEYCORP SEDOL 2490911 | 0.06% |
| SLM CORP | 0.06% |
| ABBVIE INC 03.2000 11/21/2029 | 0.06% |
| BOOKING HOLDINGS INC SEDOL BDRXDB4 | 0.06% |
| MERCADOLIBRE INC SEDOL B23X1H3 | 0.06% |
| NITORI HOLDINGS CO LTD SEDOL 6644800 | 0.06% |
| CORTEVA INC SEDOL BK73B42 | 0.06% |
| KONINKLIJKE AHOLD DELHAIZE N SEDOL BD0Q398 | 0.06% |
| LINDE PLC SEDOL BYWD9S5 | 0.06% |
| SHENZHEN MINDRAY BIO-MEDIC-A SEDOL BHQK864 | 0.06% |
| TEMPUR SEALY INTERNATIONAL I SEDOL 2216991 | 0.06% |
| ENTERGY CORP SEDOL 2317087 | 0.06% |
| JPMORGAN CHASE & CO 03.9640 11/15/2048 | 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% |
| ONO PHARMACEUTICAL CO LTD SEDOL 6660107 | 0.06% |
| WUXI APPTEC CO LTD-H SEDOL BGHH0L6 | 0.06% |
| KOITO MANUFACTURING CO LTD SEDOL 6496324 | 0.06% |
| WOOLWORTHS GROUP LTD SEDOL 6981239 | 0.06% |
| AVALONBAY COMMUNITIES INC SEDOL 2131179 | 0.05% |
| BHP GROUP PLC SEDOL BH0P3Z9 | 0.05% |
| CDX CDX.NA.IG.35 100.0 12/20/2025 | 0.05% |
| QIAGEN N.V. SEDOL BYXS699 | 0.05% |
| REPUBLIC SERVICES INC SEDOL 2262530 | 0.05% |
| SHIN-ETSU CHEMICAL CO LTD SEDOL 6804585 | 0.05% |
| AT&T INC P/P 144A 03.5500 09/15/2055 | 0.05% |
| CITIGROUP INC 03.6680 07/24/2028 | 0.05% |
| FNMA FN30 BM5024 UMBS 03.0000 11/01/2048 | 0.05% |
| POYA INTERNATIONAL CO LTD SEDOL 6541826 | 0.05% |
| UNITED PARCEL SERVICE-CL B SEDOL 2517382 | 0.05% |
| GENTEX CORP SEDOL 2366799 | 0.05% |
| MORGAN STANLEY 03.6250 01/20/2027 | 0.05% |
| PANASONIC CORP SEDOL 6572707 | 0.05% |
| WH GROUP LTD SEDOL BLLHKZ1 | 0.05% |
| CROWN HOLDINGS INC | 0.05% |
| HONG KONG EXCHANGES & CLEAR SEDOL 6267359 | 0.05% |
| JPMORGAN CHASE & CO 03.3750 05/01/2023 | 0.05% |
| JPMORGAN CHASE & CO 03.6250 12/01/2027 | 0.05% |
| PETROBRAS GLOBAL FINANCE USD 06.2500 03/17/2024 | 0.05% |
| DNB NOR ASA SEDOL 4263304 | 0.05% |
| PFIZER INC SEDOL 2684703 | 0.05% |
| WULIANGYE YIBIN CO LTD-A SEDOL BD5CPG2 | 0.05% |
| YAMAHA MOTOR CO LTD SEDOL 6985264 | 0.05% |
| ASIAN PAINTS LTD SEDOL BCRWL65 | 0.05% |
| DAIWA HOUSE INDUSTRY CO LTD SEDOL 6251363 | 0.05% |
| EVOLUTION GAMING GRP SEDOL BJXSCH4 | 0.05% |
| FNMA FN30 BM1172 UMBS 03.0000 03/01/2047 | 0.05% |
| GOLDMAN SACHS GROUP INC 03.8500 01/26/2027 | 0.05% |
| KNORR-BREMSE AG SEDOL BD2P9X9 | 0.05% |
| NIO INC - ADR SEDOL BFZX9H8 | 0.05% |
| AURIZON HOLDINGS LTD SEDOL B87CVM3 | 0.05% |
| BANK OF AMERICA CORP 06.1100 01/29/2037 | 0.05% |
| BRISTOL-MYERS 03.2500 02/20/2023 | 0.05% |
| CIMAREX ENERGY CO SEDOL 2987521 | 0.05% |
| CONSTELLATION BRANDS INC-A SEDOL 2170473 | 0.05% |
| NIPPON TELEGRAPH & TELEPHONE SEDOL 6641373 | 0.05% |
| SALESFORCE.COM INC SEDOL 2310525 | 0.05% |
| TELEDYNE TECHNOLOGIES INC SEDOL 2503477 | 0.05% |
| 3I GROUP PLC SEDOL B1YW440 | 0.05% |
| ADYEN NV SEDOL BZ1HM42 | 0.05% |
| DNB BANK ASA P/P 144A 02.1500 12/02/2022 | 0.05% |
| PORSCHE AUTOMOBIL HLDG-PRF SEDOL 7101069 | 0.05% |
| SHIONOGI & CO LTD SEDOL 6804682 | 0.05% |
| SKANDINAVISKA ENSKILDA BAN-A SEDOL 4813345 | 0.05% |
| CVS HEALTH CORP 04.7800 03/25/2038 | 0.04% |
| JUBILANT FOODWORKS LTD SEDOL B3PRM66 | 0.04% |
| KONINKLIJKE KPN NV SEDOL 5956078 | 0.04% |
| SARTORIUS STEDIM BIOTECH SEDOL BYZ2QP5 | 0.04% |
| TORONTO-DOMINION BANK USD 01.9000 12/01/2022 | 0.04% |
| UNITED OVERSEAS BANK LTD SEDOL 6916781 | 0.04% |
| VISTRA CORP SEDOL BZ8VJQ8 | 0.04% |
| 10X GENOMICS INC-CLASS A SEDOL BKS3RS7 | 0.04% |
| APTARGROUP INC SEDOL 2045247 | 0.04% |
| LAMAR ADVERTISING CO-A SEDOL BSPHGN6 | 0.04% |
| OPAP SA SEDOL 7107250 | 0.04% |
| ORACLE CORP 02.5000 10/15/2022 | 0.04% |
| PINNACLE WEST CAPITAL SEDOL 2048804 | 0.04% |
| SIRIUS XM RADIO INC P/P 144A 05.0000 08/01/2027 | 0.04% |
| UNILEVER PLC SEDOL BLRB262 | 0.04% |
| CENOVUS ENERGY INC SEDOL B57FG04 | 0.04% |
| IHS MARKIT LTD P/P 144A 04.7500 02/15/2025 | 0.04% |
| LITE-ON TECHNOLOGY CORP SEDOL 6519481 | 0.04% |
| MWST 2019-1 A 00.9176 06/25/2052 | 0.04% |
| SHOPIFY INC - CLASS A SEDOL BXDZ9Z0 | 0.04% |
| SPST 2020-2 A 00.9445 03/24/2021 | 0.04% |
| UBS GROUP AG P/P 144A 03.4910 05/23/2023 | 0.04% |
| UNUM GROUP SEDOL 2433842 | 0.04% |
| ADECCO GROUP AG-REG SEDOL 7110720 | 0.04% |
| AT&T INC SEDOL 2831811 | 0.04% |
| AXALTA COATING SYSTEMS LTD SEDOL BSFWCF5 | 0.04% |
| UNITED MEXICAN STATES USD 05.5500 01/21/2045 | 0.04% |
| ALTICE USA INC- A SEDOL BDRY7P9 | 0.04% |
| APPLE INC 00.7500 05/11/2023 | 0.04% |
| AT&T INC P/P 144A 02.5500 12/01/2033 | 0.04% |
| ENERGY TRANSFER OPERATNG 06.6250 02/15/2028 | 0.04% |
| SONIC HEALTHCARE LTD SEDOL 6821120 | 0.04% |
| BANK OF AMERICA CORP 03.2480 10/21/2027 | 0.04% |
| COLGATE-PALMOLIVE CO SEDOL 2209106 | 0.04% |
| DINO POLSKA SA SEDOL BD0YVN2 | 0.04% |
| EDF SEDOL B0NJJ17 | 0.04% |
| RELIANCE STEEL & ALUMINUM SEDOL 2729068 | 0.04% |
| ALLISON TRANSMISSION HOLDING SEDOL B4PZ892 | 0.04% |
| BANK LEUMI LE-ISRAEL SEDOL 6076425 | 0.04% |
| CDX CDX.NA.HY.35 500.0 12/20/2025 | 0.04% |
| DBUBS 2011-LC3A D P/P 144A 05.3363 08/10/2044 | 0.04% |
| FINGERPRINT CARDS AB-B SEDOL BD6S127 | 0.04% |
| NESTLE HOLDINGS INC P/P 144A 00.3750 01/15/2024 | 0.04% |
| PPG INDUSTRIES INC SEDOL 2698470 | 0.04% |
| SUN HUNG KAI PROPERTIES SEDOL 6859927 | 0.04% |
| CAS 2016-C04 1M2 04.3676 01/25/2029 | 0.04% |
| FNMA FN30 BC1155 UMBS 03.0000 06/01/2046 | 0.04% |
| INTERPUBLIC GROUP COS 04.6500 10/01/2028 | 0.04% |
| JONES LANG LASALLE INC SEDOL 2040640 | 0.04% |
| LOGITECH INTERNATIONAL-REG SEDOL B18ZRK2 | 0.04% |
| OMRON CORP SEDOL 6659428 | 0.04% |
| SYSCO CORP SEDOL 2868165 | 0.04% |
| DIRECT LINE INSURANCE GROUP SEDOL BY9D0Y1 | 0.04% |
| EIFFAGE SEDOL B13X013 | 0.04% |
| FNMA FN30 TBA UMBS 04.0000 03/01/2051 | 0.04% |
| FUJITSU LTD SEDOL 6356945 | 0.04% |
| LNSTR 2015-3 B P/P 144A 03.1844 04/20/2048 | 0.04% |
| MANPOWERGROUP INC SEDOL 2562490 | 0.04% |
| NITTO DENKO CORP SEDOL 6641801 | 0.04% |
| REPUBLIC OF INDONESIA REGS 04.7500 01/08/2026 | 0.04% |
| UNIVERSAL VISION BIOTECHNOLO SEDOL 6732051 | 0.04% |
| BOC HONG KONG HOLDINGS LTD SEDOL 6536112 | 0.04% |
| BRAMBLES LTD SEDOL B1FJ0C0 | 0.04% |
| CACI INTERNATIONAL INC -CL A SEDOL 2159267 | 0.04% |
| DEVON ENERGY CORP SEDOL 2480677 | 0.04% |
| FAURECIA SEDOL 4400446 | 0.04% |
| PANDORA A/S SEDOL B44XTX8 | 0.04% |
| PETROLEOS MEXICANOS USD 06.8400 01/23/2030 | 0.04% |
| AENA SME SA SEDOL BVRZ8L1 | 0.03% |
| APACHE CORP SEDOL 2043962 | 0.03% |
| ASML HOLDING NV SEDOL B929F46 | 0.03% |
| CAS 2020-R01 1M2 02.1676 01/25/2040 | 0.03% |
| CELANESE CORP SEDOL B05MZT4 | 0.03% |
| ENI SPA SEDOL 7145056 | 0.03% |
| GLAXOSMITHKLINE PLC SEDOL 0925288 | 0.03% |
| POPULAR INC SEDOL B86QM90 | 0.03% |
| SUMITOMO MITSUI TRUST HOLDIN SEDOL 6431897 | 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% |
| CASEYS GENERAL | 0.03% |
| CCO HOLDINGS LLC P/P 144A 05.3750 06/01/2029 | 0.03% |
| EOG RESOURCES INC SEDOL 2318024 | 0.03% |
| HIKMA PHARMACEUTICALS PLC SEDOL B0LCW08 | 0.03% |
| MICROSOFT CORP 02.4000 08/08/2026 | 0.03% |
| NEXON CO LTD SEDOL B63QM77 | 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% |
| UBS GROUP AG P/P 144A 03.0000 04/15/2021 | 0.03% |
| BIOGEN INC SEDOL 2455965 | 0.03% |
| BROADCOM INC 04.1500 11/15/2030 | 0.03% |
| GARTNER INC SEDOL 2372763 | 0.03% |
| LINCOLN NATIONAL CORP SEDOL 2516378 | 0.03% |
| M3 INC SEDOL B02K2M3 | 0.03% |
| PALO ALTO NETWORKS INC SEDOL B87ZMX0 | 0.03% |
| REPUBLIC OF SENEGAL REGS 06.2500 05/23/2033 | 0.03% |
| TARGA RESOURCES CORP SEDOL B55PZY3 | 0.03% |
| TELEFONICA EMISIONES SAU USD 04.8950 03/06/2048 | 0.03% |
| CAS 2015-C04 2M2 05.6676 04/25/2028 | 0.03% |
| CHARTER COMM OPT LLC 06.4840 10/23/2045 | 0.03% |
| CINTAS CORP SEDOL 2197137 | 0.03% |
| CK HUTCHISON HOLDINGS LTD SEDOL BW9P816 | 0.03% |
| DUKE REALTY CORP SEDOL 2284084 | 0.03% |
| FLEETCOR TECHNOLOGIES INC SEDOL B4R28B3 | 0.03% |
| LENNAR CORP-A SEDOL 2511920 | 0.03% |
| MICROSOFT CORP 03.7000 08/08/2046 | 0.03% |
| RYDER SYSTEM INC SEDOL 2760669 | 0.03% |
| WILLIAMS COS INC SEDOL 2967181 | 0.03% |
| AUTOMATIC DATA PROCESSING SEDOL 2065308 | 0.03% |
| CSX CORP SEDOL 2160753 | 0.03% |
| EQUITY LIFESTYLE PROPERTIES SEDOL 2563125 | 0.03% |
| FEDEX CORP SEDOL 2142784 | 0.03% |
| HITACHI LTD SEDOL 6429104 | 0.03% |
| MOODY S CORP | 0.03% |
| NORFOLK SOUTHERN CORP SEDOL 2641894 | 0.03% |
| ORACLE CORP SEDOL 2661568 | 0.03% |
| OTSUKA CORP SEDOL 6267058 | 0.03% |
| TRANSDIGM INC. P/P 144A 06.2500 03/15/2026 | 0.03% |
| US 10YR ULTRA FUT JUN21 UXYM1 | 0.03% |
| ARROW ELECTRONICS INC SEDOL 2051404 | 0.03% |
| ASHLAND GLOBAL HOLDINGS INC SEDOL BYND5N1 | 0.03% |
| CAS 2016-C01 1M2 06.8676 08/25/2028 | 0.03% |
| CAS 2016-C02 1M2 06.1176 09/25/2028 | 0.03% |
| CIT GROUP INC. 05.2500 03/07/2025 | 0.03% |
| DOVER CORP SEDOL 2278407 | 0.03% |
| EQUINIX INC. 02.9000 11/18/2026 | 0.03% |
| GOLDMAN SACHS GROUP INC 04.2230 05/01/2029 | 0.03% |
| HCA HEALTHCARE INC SEDOL B4MGBG6 | 0.03% |
| JPMORGAN CHASE & CO 04.6000 02/01/2025 | 0.03% |
| MGIC INVESTMENT CORP SEDOL 2548616 | 0.03% |
| SQUARE INC - A SEDOL BYNZGK1 | 0.03% |
| STANDARD IND INC P/P 144A 05.0000 02/15/2027 | 0.03% |
| UBER TECHNOLOGIES INC SEDOL BK6N347 | 0.03% |
| AIR LEASE CORP 04.6250 10/01/2028 | 0.03% |
| DXC TECHNOLOGY CO SEDOL BYXD7B3 | 0.03% |
| FIDELITY NATIONAL FINANCIAL SEDOL BNBRDD4 | 0.03% |
| FNMA FN40 BF0171 UMBS 04.0000 01/01/2057 | 0.03% |
| INVITATION HOMES INC SEDOL BD81GW9 | 0.03% |
| IVORY COAST REGS 06.1250 06/15/2033 | 0.03% |
| MCKESSON CORP SEDOL 2378534 | 0.03% |
| TAKE-TWO INTERACTIVE SOFTWRE SEDOL 2122117 | 0.03% |
| UNITEDHEALTH GROUP INC 03.8500 06/15/2028 | 0.03% |
| AMERICAN TOWER CORP 03.1250 01/15/2027 | 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% |
| CF INDUSTRIES INC P/P 144A 04.5000 12/01/2026 | 0.03% |
| CWALT 2006-OA10 4A1 00.4976 08/25/2046 | 0.03% |
| ECOLAB INC 02.7000 11/01/2026 | 0.03% |
| ENTERPRISE PRODUCTS OPER 04.2500 02/15/2048 | 0.03% |
| INTL BUSINESS MACHINES CORP SEDOL 2005973 | 0.03% |
| MRAIT 2020-2 A2 | 0.03% |
| ORACLE CORP 04.0000 11/15/2047 | 0.03% |
| SEI INVESTMENTS COMPANY SEDOL 2793610 | 0.03% |
| SONOVA HOLDING AG-REG SEDOL 7156036 | 0.03% |
| ZURICH INSURANCE GROUP AG SEDOL 5983816 | 0.03% |
| 0.45 R ISWP FWD US0003M P 03/17/2026 | 0.03% |
| AMAZON.COM INC 03.1500 08/22/2027 | 0.03% |
| FAIR ISAAC CORP SEDOL 2330299 | 0.03% |
| FNMA FN30 AS7003 UMBS 03.0000 04/01/2046 | 0.03% |
| GENERAL ELECTRIC CO SEDOL 2380498 | 0.03% |
| GENERAL MOTORS FINL CO 04.0000 10/06/2026 | 0.03% |
| MRAIT 2020-12 A1X 01.4574 07/15/2021 | 0.03% |
| NOVARTIS CAPITAL CORP 04.0000 11/20/2045 | 0.03% |
| ORACLE CORP 02.5000 05/15/2022 | 0.03% |
| REP OF INDONESIA P/P 144A 04.3500 01/08/2027 | 0.03% |
| SMC CORP SEDOL 6763965 | 0.03% |
| YUM BRANDS INC SEDOL 2098876 | 0.03% |
| ALKERMES PLC SEDOL B3P6D26 | 0.02% |
| BANK OF MONTREAL USD 03.1000 04/13/2021 | 0.02% |
| BROADCOM CRP / CAYM 03.5000 01/15/2028 | 0.02% |
| COMPANHIA DE LOCACAO DAS AME SEDOL B82CQN4 | 0.02% |
| DANSKE BANK A/S P/P 144A 02.7000 03/02/2022 | 0.02% |
| DISH DBS CORP 05.8750 11/15/2024 | 0.02% |
| FAIRFAX FINL HLDGS USD 04.8500 04/17/2028 | 0.02% |
| MICHELIN (CGDE) SEDOL 4588364 | 0.02% |
| NRG ENERGY INC P/P 144A 04.4500 06/15/2029 | 0.02% |
| TAYLOR WIMPEY PLC SEDOL 0878230 | 0.02% |
| TOKYO GAS CO LTD SEDOL 6895448 | 0.02% |
| UNITEDHEALTH GROUP INC 03.1500 06/15/2021 | 0.02% |
| YAMATO HOLDINGS CO LTD SEDOL 6985565 | 0.02% |
| AGL ENERGY LTD SEDOL BSS7GP5 | 0.02% |
| AMAZON.COM INC. 02.5000 11/29/2022 | 0.02% |
| AMERICAN FINANCIAL GROUP INC SEDOL 2134532 | 0.02% |
| BMW US CAPITAL LLC P/P 144A 02.0000 04/11/2021 | 0.02% |
| CAS 2015-C04 1M2 05.8176 04/25/2028 | 0.02% |
| CHUGAI PHARMACEUTICAL CO LTD SEDOL 6196408 | 0.02% |
| CLP HOLDINGS LTD SEDOL 6097017 | 0.02% |
| DAITO TRUST CONSTRUCT CO LTD SEDOL 6250508 | 0.02% |
| FNMA FN30 BJ9256 UMBS 04.0000 06/01/2048 | 0.02% |
| MSBAM 2014-C17 C 04.4831 08/15/2047 | 0.02% |
| REPUBLIC OF PERU USD 02.3920 01/23/2026 | 0.02% |
| THE BANK OF NOVA SCOTIA USD 02.7000 03/07/2022 | 0.02% |
| UNILEVER PLC SEDOL B10RZP7 | 0.02% |
| US BANCORP 02.6250 01/24/2022 | 0.02% |
| BANK OF AMERICA CORP 03.4990 05/17/2022 | 0.02% |
| BRISTOL-MYERS 03.2500 08/15/2022 | 0.02% |
| CALPINE CORP P/P 144A 04.5000 02/15/2028 | 0.02% |
| GSMS 2014-GC22 C 04.6917 06/10/2047 | 0.02% |
| HENDERSON LAND DEVELOPMENT SEDOL 6420538 | 0.02% |
| PNC BANK NA 02.0280 12/09/2022 | 0.02% |
| SAREPTA THERAPEUTICS INC SEDOL B8DPDT7 | 0.02% |
| TEMPO ACQ LLC/FI P/P 144A 06.7500 06/01/2025 | 0.02% |
| TRANSCANADA TRUST USD 05.3000 03/15/2077 | 0.02% |
| VERTIV TLB L+300 03.1185 03/02/2027 | 0.02% |
| BERKELEY GROUP HOLDINGS/THE SEDOL B02L3W3 | 0.02% |
| BROTHER INDUSTRIES LTD SEDOL 6146500 | 0.02% |
| CAS 2017-C01 1M2 03.6676 07/25/2029 | 0.02% |
| CHEMOURS CO/THE SEDOL BZ0CTP8 | 0.02% |
| COMCAST CORP 03.9690 11/01/2047 | 0.02% |
| COMM 2010-C1 D P/P 144A 05.5920 07/10/2046 | 0.02% |
| COMMONWEALTH BK AUST P/P 144A 03.1500 09/19/2027 | 0.02% |
| CREDIT SUISSE NEW YORK 02.8000 04/08/2022 | 0.02% |
| DIGITAL REALTY TRUST LP 04.7500 10/01/2025 | 0.02% |
| ENERGY TRANSFER OPERATNG 03.7500 05/15/2030 | 0.02% |
| FNMA FN30 BC2733 UMBS 03.0000 05/01/2046 | 0.02% |
| ISRAEL DISCOUNT BANK -A SEDOL 6451271 | 0.02% |
| KINDER MORGAN INC 03.1500 01/15/2023 | 0.02% |
| KRAFT HEINZ FOODS CO 03.0000 06/01/2026 | 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% |
| TENET HEALTHCARE P/P 144A 04.8750 01/01/2026 | 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% |
| CHECK POINT SOFTWARE TECH SEDOL 2181334 | 0.02% |
| COLES GROUP LTD SEDOL BYWR0T5 | 0.02% |
| CWALT 2006-OA7 1A2 01.3184 06/25/2046 | 0.02% |
| FNMA FN30 AS8056 UMBS 03.0000 10/01/2046 | 0.02% |
| GALAXY ENT GRP L SEDOL 6465874 | 0.02% |
| HUNTSMAN INTERNATIONAL L 04.5000 05/01/2029 | 0.02% |
| ICL GROUP LTD SEDOL 6455530 | 0.02% |
| LASERTEC CORP SEDOL 6506267 | 0.02% |
| MET LIFE GLOB P/P 144A 02.4000 06/17/2022 | 0.02% |
| NH FOODS LTD SEDOL 6640767 | 0.02% |
| PERSIMMON PLC SEDOL 0682538 | 0.02% |
| REPUBLIC OF PERU USD 08.7500 11/21/2033 | 0.02% |
| SPECTRUM BRANDS HOLDINGS INC SEDOL BDRYFB1 | 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% |
| COCA-COLA EUROPEAN PARTNERS SEDOL BYQQ3P5 | 0.02% |
| CREDIT SUISSE GRP AG P/P 144A 02.1930 06/05/2026 | 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% |
| NORTHROP GRUMMAN CORP 03.2500 01/15/2028 | 0.02% |
| NRG P/P 144A 03.7500 06/15/2024 | 0.02% |
| OBAYASHI CORP SEDOL 6656407 | 0.02% |
| ORACLE CORP 02.6500 07/15/2026 | 0.02% |
| SHELL INTERNATIONAL FIN USD 02.8750 05/10/2026 | 0.02% |
| SPST 2020-6 A 01.8649 09/07/2021 | 0.02% |
| STANLEY ELECTRIC CO LTD SEDOL 6841106 | 0.02% |
| SUNDRUG CO LTD SEDOL 6817895 | 0.02% |
| SWISS LIFE HOLDING AG-REG SEDOL 7437805 | 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% |
| CAS 2016-C05 2M2 04.5676 01/25/2029 | 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% |
| JPMBB 2014-C19 C 04.6765 04/15/2047 | 0.02% |
| JPMBB 2015-C29 B 04.1180 05/15/2048 | 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 01.9000 04/23/2021 | 0.02% |
| MRAIT 2021-5 A1X 07/26/2021 | 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% |
| SAMI 2007-AR7 1A1 00.9676 05/25/2047 | 0.02% |
| SPST 2020-13 A 01.6149 10/10/2021 | 0.02% |
| SPST 2020-15 A 01.4849 12/10/2021 | 0.02% |
| SPST 2020-WL1 A 01.2676 06/25/2051 | 0.02% |
| T-MOBILE USA INC P/P 144A 02.2500 11/15/2031 | 0.02% |
| TPAT 2018-SL1 A P/P 144A 00.7176 01/25/2046 | 0.02% |
| AMERICAN TOWER CORPORATION 02.7500 01/15/2027 | 0.02% |
| ANHEUSER-BUSCH CO/IN 03.6500 02/01/2026 | 0.02% |
| BRISTOL-MYERS 02.9000 07/26/2024 | 0.02% |
| BT GROUP PLC SEDOL 3091357 | 0.02% |
| CENTENE CORP 04.6250 12/15/2029 | 0.02% |
| CFCRE 2011-C2 E P/P 144A 05.7395 12/15/2047 | 0.02% |
| CIGNA CORP 03.9000 02/15/2022 | 0.02% |
| CISCO SYSTEMS INC 02.2000 02/28/2021 | 0.02% |
| COMM 2013-CR13 C 04.8850 11/10/2046 | 0.02% |
| CREDIT SUISSE GRP AG P/P 144A 06.2500 12/18/2024 | 0.02% |
| CSAIL 2020-C19 XA IO 01.1201 03/15/2053 | 0.02% |
| DIVERSIFIED HEALTHCARE T 09.7500 06/15/2025 | 0.02% |
| EXXON MOBIL CORPORATION 02.2220 03/01/2021 | 0.02% |
| FHLMC FR30 ZS4703 UMBS 03.0000 02/01/2047 | 0.02% |
| GENTING SINGAPORE LTD SEDOL BDRTVP2 | 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 05.3779 03/10/2044 | 0.02% |
| HCA INC. 05.3750 09/01/2026 | 0.02% |
| NEUROCRINE BIOSCIENCES INC SEDOL 2623911 | 0.02% |
| REPUBLIC OF CHILE USD 02.4500 01/31/2031 | 0.02% |
| STAPLES INC P/P 144A 07.5000 04/15/2026 | 0.02% |
| TORONTO-DOMINION BANK USD 03.6250 09/15/2031 | 0.02% |
| VOLKSWAGEN AG PFD SEDOL 5497168 | 0.02% |
| WEYERHAEUSER CO SEDOL 2958936 | 0.02% |
| ALPHABET INC 03.6250 05/19/2021 | 0.02% |
| BANK OF AMERICA CORP 06.1000 12/29/2049 | 0.02% |
| CITIGROUP INC 03.8750 02/18/2051 | 0.02% |
| GCP APPLIED TECH P/P 144A 05.5000 04/15/2026 | 0.02% |
| KAKAKU.COM INC SEDOL 6689533 | 0.02% |
| MEREDITH CORP 06.8750 02/01/2026 | 0.02% |
| MONDELEZ INT HOLD NE P/P 144A 02.1250 09/19/2022 | 0.02% |
| MP3 2013-1A AR P/P 144A 01.4740 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% |
| ONEMAIN HOLDINGS INC SEDOL BYSZB89 | 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 03.0875 07/25/2024 | 0.02% |
| STACR 2015-DNA3 M3 04.8176 04/25/2028 | 0.02% |
| WFRBS 2011-C3 D P/P 144A 05.5750 03/15/2044 | 0.02% |
| WILLIS TOWERS WATSON PLC USD 05.7500 03/15/2021 | 0.02% |
| ACS ACTIVIDADES SEDOL B01FLQ6 | 0.02% |
| AES CORP SEDOL 2002479 | 0.02% |
| ALLY FINANCIAL INC 08.0000 11/01/2031 | 0.02% |
| ARCELORMITTAL USD 07.2500 10/15/2039 | 0.02% |
| BAKER HUGHES CO SEDOL BDHLTQ5 | 0.02% |
| BECTON DICKINSON AND CO 01.9570 02/11/2031 | 0.02% |
| BIOGEN INC 03.6250 09/15/2022 | 0.02% |
| CAMPBELL SOUP CO SEDOL 2162845 | 0.02% |
| CGCMT 2014-GC21 AS 04.0260 05/10/2047 | 0.02% |
| CIGNA CORP 03.7500 07/15/2023 | 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% |
| FIRST QUANTUM MINERA P/P 144A 07.5000 04/01/2025 | 0.02% |
| GLOBAL MEDICAL RESPONS L+475 05.7500 10/02/2025 | 0.02% |
| HOCHTIEF AG SEDOL 5108664 | 0.02% |
| IHEARTCOMMUNICATIONS INC 08.3750 05/01/2027 | 0.02% |
| INTERCONTINENTALEXCHANGE 02.6500 09/15/2040 | 0.02% |
| JEFFERIES FINANCIAL GROUP IN SEDOL BG0Q4Z2 | 0.02% |
| JOHNSON CONTROLS INTL PL 04.5000 02/15/2047 | 0.02% |
| JPMCC 2012-C6 E P/P 144A 05.1416 05/15/2045 | 0.02% |
| NAVISTAR INTL TLB L+350 03.6200 11/06/2024 | 0.02% |
| NIPPON EXPRESS CO LTD SEDOL 6642127 | 0.02% |
| REPUBLIC OF COLOMBIA USD 03.8750 04/25/2027 | 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% |
| TRANSUNION SEDOL BYMWL86 | 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% |
| WFRBS 2014-C22 XA IO 00.8043 09/15/2057 | 0.02% |
| 1.431 R ISWP US0003M P 02/24/2031 | 0.02% |
| ARES CAPITAL CORP 03.8750 01/15/2026 | 0.02% |
| BP CAPITAL MARKETS PLC USD 03.2790 09/19/2027 | 0.02% |
| CITIGROUP INC 02.9000 12/08/2021 | 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 03.7638 04/15/2050 | 0.02% |
| DUKE ENERGY OHIO INC 03.6500 02/01/2029 | 0.02% |
| E.ON SE SEDOL 4942904 | 0.02% |
| EOG RESOURCES INC 02.6250 03/15/2023 | 0.02% |
| FMC CORP SEDOL 2328603 | 0.02% |
| FNMA FN30 AS7154 UMBS 03.0000 05/01/2046 | 0.02% |
| HESS MIDSTREAM P P/P 144A 05.6250 02/15/2026 | 0.02% |
| JAZZ PHARMACEUTICALS PLC SEDOL B4Q5ZN4 | 0.02% |
| JPMBB 2014-C22 C 04.5534 09/15/2047 | 0.02% |
| KEURIG DR PEPPER INC 04.5970 05/25/2028 | 0.02% |
| LBMLT 2004-1 A2 00.9176 02/25/2034 | 0.02% |
| LENNAR CORP 04.7500 11/29/2027 | 0.02% |
| MATCH GRP HLD II LLC P/P 144A 04.6250 06/01/2028 | 0.02% |
| MBX.FN30.500.10 R USL1M P 01/12/41 BC | 0.02% |
| MERCK & CO INC 03.7000 02/10/2045 | 0.02% |
| MSBAM 2012-C6 D P/P 144A 04.6054 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% |
| OMNICOM GP/OMNICOM CAP 03.6000 04/15/2026 | 0.02% |
| ONCOR ELECTRIC DELIV 03.7500 04/01/2045 | 0.02% |
| PULTEGROUP INC. 07.8750 06/15/2032 | 0.02% |
| RYOHIN KEIKAKU CO LTD SEDOL 6758455 | 0.02% |
| SOCIETE GENERALE P/P 144A 05.3750 11/18/2050 | 0.02% |
| WAMU 2005-AR12 1A8 02.9131 10/25/2035 | 0.02% |
| WASTE PRO USA INC P/P 144A 05.5000 02/15/2026 | 0.02% |
| ARD FINANCE SA P/P 144A 06.5000 06/30/2027 | 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% |
| ENDEAVOR ENERGY P/P 144A 05.7500 01/30/2028 | 0.01% |
| FAIRFAX US INC P/P 144A 04.8750 08/13/2024 | 0.01% |
| FIDELITY NATL INFO SERV 03.7500 05/21/2029 | 0.01% |
| GBP/USD 03/17/2021 MSCIL | 0.01% |
| GOLDEN NUGGET INC P/P 144A 06.7500 10/15/2024 | 0.01% |
| GSMS 2011-GC3 C P/P 144A 05.3779 03/10/2044 | 0.01% |
| HOME DEPOT INC 02.6250 06/01/2022 | 0.01% |
| MICROCHIP TECH INC 04.3330 06/01/2023 | 0.01% |
| PERTAMINA PERSERO PT P/P 144A 04.3000 05/20/2023 | 0.01% |
| PPSI 2004-WCW2 M3 01.1676 10/25/2034 | 0.01% |
| SPST 2021-WL1 A 00.7785 01/26/2054 | 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% |
| WESTROCK MWV LLC 08.2000 01/15/2030 | 0.01% |
| AMBATH TLB1 L+375 04.2500 12/27/2027 | 0.01% |
| APPLE INC 02.8500 05/06/2021 | 0.01% |
| ATLAS COPCO AB-A SHS SEDOL BD97BN2 | 0.01% |
| BNP PARIBAS P/P 144A 02.5880 08/12/2035 | 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% |
| CAS 2016-C06 1M2 04.3676 04/25/2029 | 0.01% |
| CHEVRON CORP 02.1000 05/16/2021 | 0.01% |
| COMPASS MIN INTL P/P 144A 06.7500 12/01/2027 | 0.01% |
| CROWN CASTLE INTL CORP 03.7000 06/15/2026 | 0.01% |
| CWALT 2005-59 1A1 00.7711 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% |
| DUKE ENERGY CORP 04.2000 06/15/2049 | 0.01% |
| ENBRIDGE INC USD 04.5000 06/10/2044 | 0.01% |
| ENERGY TRANSFER OPERA 05.8750 01/15/2024 | 0.01% |
| ERAC USA FINANCE LLC P/P 144A 07.0000 10/15/2037 | 0.01% |
| FISHER PAYKEL SEDOL 6340250 | 0.01% |
| FORD MOTOR COMPANY 09.0000 04/22/2025 | 0.01% |
| GBP/USD 03/17/2021 JPMCB | 0.01% |
| GEORGIA-PACIFIC LLC P/P 144A 02.1000 04/30/2027 | 0.01% |
| GLENCORE FUNDING LLC P/P 144A 04.0000 04/16/2025 | 0.01% |
| GOLDMAN SACHS GROUP INC 05.7500 01/24/2022 | 0.01% |
| GSMS 2017-GS7 AS 03.6630 08/10/2050 | 0.01% |
| GSMS 2019-GC42 AS 03.2117 09/01/2052 | 0.01% |
| HARGREAVES LANSDOWN PLC SEDOL B1VZ0M2 | 0.01% |
| HYATT HOTELS CORP 04.8500 03/15/2026 | 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% |
| IVORY COAST REGS 05.3750 07/23/2024 | 0.01% |
| JPMCC 2012-C8 D P/P 144A 04.6699 10/15/2045 | 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 01.8176 10/15/2049 | 0.01% |
| MORGAN STANLEY 05.5000 07/28/2021 | 0.01% |
| MSC 2011-C3 B P/P 144A 05.2442 07/15/2049 | 0.01% |
| NUTRIEN LTD USD 04.1250 03/15/2035 | 0.01% |
| OLYMPUS CORP SEDOL 6658801 | 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% |
| REPUBLIC OF KAZAKHSTAN REGS 05.1250 07/21/2025 | 0.01% |
| REPUBLIC OF SOUTH AFRICA USD 04.8500 09/27/2027 | 0.01% |
| SCIENTIFIC GAMES P/P 144A 07.2500 11/15/2029 | 0.01% |
| SOLENIS 1STL L+400 04.2272 06/26/2025 | 0.01% |
| SPRINT CORP 07.2500 09/15/2021 | 0.01% |
| STACR 2016-HQA2 M3 05.2676 11/25/2028 | 0.01% |
| SUMITOMO REALTY & DEVELOPMEN SEDOL 6858902 | 0.01% |
| TTM TECHNOLOGIES INC P/P 144A 05.6250 10/01/2025 | 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% |
| VISTRA CORP P/P 144A 04.3000 07/15/2029 | 0.01% |
| WESTPAC BANKING CORP USD 02.9630 11/16/2040 | 0.01% |
| WFCM 2019-C52 XA IO 01.6165 08/15/2052 | 0.01% |
| ZOETIS INC 03.9000 08/20/2028 | 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% |
| BAFC 2005-B 3M1 00.7861 04/20/2035 | 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% |
| BERKSHIRE HATHAWAY FIN 02.8500 10/15/2050 | 0.01% |
| BMW US CAPITAL LLC P/P 144A 03.9500 08/14/2028 | 0.01% |
| CARRIAGE SVCS INC P/P 144A 06.6250 06/01/2026 | 0.01% |
| CAS 2016-C03 2M2 06.0176 10/25/2028 | 0.01% |
| CHF/USD 03/17/2021 SSBT | 0.01% |
| CITIGROUP INC 03.8870 01/10/2028 | 0.01% |
| COMM 2014-CR18 C 04.7460 07/15/2047 | 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 03.6500 09/01/2027 | 0.01% |
| DOW CHEMICAL CO/THE 03.5000 10/01/2024 | 0.01% |
| FHMS K099 X1 IO 00.8859 09/25/2029 | 0.01% |
| FNMA FN30 AS8074 UMBS 03.0000 10/01/2046 | 0.01% |
| GOOGLE INC 03.3750 02/25/2024 | 0.01% |
| GSMS 2015-GC32 AS 04.0180 07/10/2048 | 0.01% |
| HUNTINGTON BANCSHARES 04.3500 02/04/2023 | 0.01% |
| INTL FLAVOR & FRAGRANCES 04.4500 09/26/2028 | 0.01% |
| IRON MOUNTAIN INC P/P 144A 04.8750 09/15/2027 | 0.01% |
| KOBAYASHI PHARMACEUTICAL CO SEDOL 6149457 | 0.01% |
| LMAT 2019-GS7 A1 03.2500 11/25/2059 | 0.01% |
| LMAT 2020-GS1 A1 02.8820 10/25/2059 | 0.01% |
| LPL HOLDINGS INC P/P 144A 05.7500 09/15/2025 | 0.01% |
| MATTEL INC P/P 144A 05.8750 12/15/2027 | 0.01% |
| MDPK 2018-30A A P/P 144A 00.9913 04/15/2029 | 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% |
| PACIFIC GAS & ELECTRIC 02.5000 02/01/2031 | 0.01% |
| PARK-OHIO INDUSTRIES INC 06.6250 04/15/2027 | 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% |
| SCOTTS MIRACLE-GRO 04.5000 10/15/2029 | 0.01% |
| SERVICE CORP INTL 05.1250 06/01/2029 | 0.01% |
| STEVENS HLDG CO INC P/P 144A 06.1250 10/01/2026 | 0.01% |
| 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% |
| UBS GROUP AG P/P 144A 04.1250 04/15/2026 | 0.01% |
| UBSCM 2012-C1 C P/P 144A 05.5688 05/10/2045 | 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% |
| 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% |
| WELLS FARGO & COMPANY 05.8750 12/29/2049 | 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 05.6556 11/15/2044 | 0.01% |
| WFRBS 2013-C11 C 04.1994 03/15/2045 | 0.01% |
| WFRBS 2013-C12 AS 03.5600 03/15/2048 | 0.01% |
| AIRBUS SE SEDOL 4012250 | 0.01% |
| ALPHABET INC 01.9980 08/15/2026 | 0.01% |
| ANCESTRY.COM 1L L+325 04.2500 11/24/2027 | 0.01% |
| APPLE INC 04.3750 05/13/2045 | 0.01% |
| BERRY GLOBAL INC P/P 144A 04.8750 07/15/2026 | 0.01% |
| CCO HLDGS LLC/CAP C P/P 144A 05.5000 05/01/2026 | 0.01% |
| CELANESE US HOLDINGS LLC 03.5000 05/08/2024 | 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 04.7831 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% |
| DCP MIDSTREAM P/P 144A 06.7500 09/15/2037 | 0.01% |
| DOMINICAN REPUBLIC REGS 06.5000 02/15/2048 | 0.01% |
| FHMS K087 X1 IO 00.3624 12/25/2028 | 0.01% |
| FHMS K105 X1 IO 01.5230 01/25/2030 | 0.01% |
| FORD MOTOR CREDIT CO LLC 04.0000 11/13/2030 | 0.01% |
| GNR 2015-H25 BI IO 01.9281 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% |
| INTELSAT JACKSON HLD P/P 144A 09.7500 07/15/2025 | 0.01% |
| ISTAR INC 04.7500 10/01/2024 | 0.01% |
| ITOCHU TECHNO-SOLUTIONS CORP SEDOL 6200194 | 0.01% |
| MATTAMY GROUP CORP P/P 144A 05.2500 12/15/2027 | 0.01% |
| MITSUBISHI UFJ FIN GRP USD 03.5350 07/26/2021 | 0.01% |
| MSBAM 2013-C8 B 03.5588 12/15/2048 | 0.01% |
| MSBAM 2014-C14 C 05.0501 02/15/2047 | 0.01% |
| MSC 2011-C3 A4 04.1180 07/15/2049 | 0.01% |
| NEXSTAR ESCROW P/P 144A 05.6250 07/15/2027 | 0.01% |
| OSHKOSH CORP 04.6000 05/15/2028 | 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% |
| SANTANDER UK GROUP H P/P 144A 04.7500 09/15/2025 | 0.01% |
| SANTOS LTD SEDOL 6776703 | 0.01% |
| STACR 2017-DNA2 M2 03.5676 10/25/2029 | 0.01% |
| STAR 2020-2 M1E 03.0000 04/25/2060 | 0.01% |
| TEVA PHARMACEUTICALS NE USD 06.7500 03/01/2028 | 0.01% |
| TRANSDIGM INC 05.5000 11/15/2027 | 0.01% |
| TRUIST FINANCIAL CORP 04.8000 12/31/2099 | 0.01% |
| VERTICAL US NEWCO IN P/P 144A 05.2500 07/15/2027 | 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-UBS1 AS 04.3060 03/15/2046 | 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% |
| 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% |
| APPLE INC 02.8500 05/11/2024 | 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% |
| BP CAP MARKETS AMERICA 03.1190 05/04/2026 | 0.01% |
| BRITISH AMERICAN TOBACCO PLC SEDOL 0287580 | 0.01% |
| BWAY HOLDING CO P/P 144A 07.2500 04/15/2025 | 0.01% |
| CAS 2016-C01 2M2 07.0676 08/25/2028 | 0.01% |
| CD 2017-CD3 A4 03.6310 02/10/2050 | 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 04.7380 11/10/2051 | 0.01% |
| CITIGROUP INC 04.7500 05/18/2046 | 0.01% |
| COMM 2014-LC15 AM 04.1980 04/10/2047 | 0.01% |
| DBUBS 2011-LC2A B P/P 144A 04.9980 07/10/2044 | 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% |
| ERAC USA FINANCE LLC P/P 144A 05.6250 03/15/2042 | 0.01% |
| FHLMC FR30 ZS9547 UMBS 04.0000 09/01/2045 | 0.01% |
| GLOBAL PAYMENTS INC 02.9000 05/15/2030 | 0.01% |
| GREIF INC P/P 144A 06.5000 03/01/2027 | 0.01% |
| HUB INTL LTD P/P 144A 07.0000 05/01/2026 | 0.01% |
| IPALCO ENTPRS IN 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% |
| JPY/USD 05/19/2021 SSBT | 0.01% |
| L3HARRIS TECH INC 04.4000 06/15/2028 | 0.01% |
| MITSUBISHI UFJ FIN GRP USD 03.8500 03/01/2026 | 0.01% |
| MSBAM 2014-C15 A4 04.0510 04/15/2047 | 0.01% |
| NUTRIEN LTD. USD 04.2000 04/01/2029 | 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% |
| PULTEGROUP INC 05.5000 03/01/2026 | 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% |
| SERVICENOW INC 01.4000 09/01/2030 | 0.01% |
| SPRINT CORP 07.6250 03/01/2026 | 0.01% |
| SWISS RE TREAS P/P 144A 04.2500 12/06/2042 | 0.01% |
| TRONOX FINANCE PLC P/P 144A 05.7500 10/01/2025 | 0.01% |
| UNITEDHEALTH GROUP INC 03.9500 10/15/2042 | 0.01% |
| US BANCORP 02.9500 07/15/2022 | 0.01% |
| VISTRA OPERATION P/P 144A 05.5000 09/01/2026 | 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 01.0877 08/15/2050 | 0.01% |
| WYNN LAS VEGAS P/P 144A 05.2500 05/15/2027 | 0.01% |
| WYNN RESORTS FIN LLC P/P 144A 05.1250 10/01/2029 | 0.01% |
| 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% |
| AMERICAN AXLE & MFG INC 06.8750 07/01/2028 | 0.01% |
| ANHEUSER-BUSCH INBEV WOR 04.7500 01/23/2029 | 0.01% |
| ANHEUSER-BUSCH INBEV WOR 05.5500 01/23/2049 | 0.01% |
| BANFF MERGER SUB INC P/P 144A 09.7500 09/01/2026 | 0.01% |
| BAUSCH HLTH COS INC P/P 144A 07.0000 03/15/2024 | 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 02.6176 10/25/2029 | 0.01% |
| BOMBARDIER INC P/P 144A 07.8750 04/15/2027 | 0.01% |
| CD 2017-CD6 AM 03.7090 11/13/2050 | 0.01% |
| CHAMPIONX CORP 06.3750 05/01/2026 | 0.01% |
| CISCO SYSTEMS INC 05.9000 02/15/2039 | 0.01% |
| CMLTI 2005-2 1A2A 02.8811 05/25/2035 | 0.01% |
| CONSTELLIUM SE P/P 144A 05.8750 02/15/2026 | 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% |
| CWALT 2006-OA19 A1 00.2911 02/20/2047 | 0.01% |
| DISH NETWORK CV 03.3750 08/15/2026 | 0.01% |
| DOLLAR GENERAL CORP 03.2500 04/15/2023 | 0.01% |
| ENLINK MIDSTREAM LLC P/P 144A 05.6250 01/15/2028 | 0.01% |
| ENTERCOM MEDIA CORP P/P 144A 07.2500 11/01/2024 | 0.01% |
| FHMS K121 X1 IO 01.0287 10/25/2030 | 0.01% |
| FIDELITY NATIONAL INFORM 04.2500 05/15/2028 | 0.01% |
| FIVE CORNERS FUNDING P/P 144A 04.4190 11/15/2023 | 0.01% |
| FORD MOTOR CREDIT CO LLC 04.2710 01/09/2027 | 0.01% |
| FREEPORT-MCMORAN INC 04.3750 08/01/2028 | 0.01% |
| GSMS 2013-GCJ14 B P/P 144A 04.7425 08/10/2046 | 0.01% |
| GW B-CR SECURITY P/P 144A 09.5000 11/01/2027 | 0.01% |
| HCA INC 05.2500 06/15/2026 | 0.01% |
| ING BANK NV P/P 144A 05.8000 09/25/2023 | 0.01% |
| JPMBB 2013-C12 B 04.0992 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 03.8500 12/15/2026 | 0.01% |
| MATTAMY GROUP CORP P/P 144A 04.6250 03/01/2030 | 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% |
| OCCIDENTAL PETROLEUM COR 06.2000 03/15/2040 | 0.01% |
| OCCIDENTAL PETROLEUM COR 06.4500 09/15/2036 | 0.01% |
| ONEMAIN FINANCE CORP 05.3750 11/15/2029 | 0.01% |
| OSAT 2020-RPL1 A1 03.1990 12/26/2059 | 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% |
| PLANTRONICS INC P/P 144A 04.7500 03/01/2029 | 0.01% |
| RBS GLOBAL/REXNO P/P 144A 04.8750 12/15/2025 | 0.01% |
| SABINE PASS LIQUEFACTION 04.2000 03/15/2028 | 0.01% |
| SHERWIN-WILLIAMS CO 03.4500 06/01/2027 | 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% |
| SMURFIT KAPPA TREASURY USD 07.5000 11/20/2025 | 0.01% |
| STACR 2016-HQA3 M3 03.9676 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% |
| TRUIST BANK 02.6360 09/17/2029 | 0.01% |
| UNITEDHEALTH GROUP INC 02.7500 02/15/2023 | 0.01% |
| WAMU 2004-AR12 A2B 01.0500 10/25/2044 | 0.01% |
| WAMU 2005-AR11 A1B3 00.9176 08/25/2045 | 0.01% |
| WESCO DISTRIBUT P/P 144A 07.2500 06/15/2028 | 0.01% |
| AHM 2007-1 GA1C 00.3076 05/25/2047 | 0.01% |
| AIR METHODS CORP P/P 144A 08.0000 05/15/2025 | 0.01% |
| AKER BP ASA P/P 144A 03.7500 01/15/2030 | 0.01% |
| ALBERTSONS COS LLC P/P 144A 07.5000 03/15/2026 | 0.01% |
| ALPHABET INC 02.2500 08/15/2060 | 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 04.3790 04/12/2028 | 0.01% |
| BANCO SANTANDER SA USD 05.1790 11/19/2025 | 0.01% |
| BANK 2019-BN20 XA IO 00.8372 09/15/2062 | 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% |
| BRISTOL-MYERS 02.2500 08/15/2021 | 0.01% |
| BRISTOL-MYERS SQUIBB CO 01.4500 11/13/2030 | 0.01% |
| CAS 2016-C07 2M2 04.4676 05/25/2029 | 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% |
| CNO FINANCIAL GROUP INC 05.2500 05/30/2025 | 0.01% |
| CNO FINANCIAL GROUP INC 05.2500 05/30/2029 | 0.01% |
| COEUR MINING INC P/P 144A 05.1250 02/15/2029 | 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% |
| 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% |
| DOUBLE EAGLE III MID P/P 144A 07.7500 12/15/2025 | 0.01% |
| DUKE ENERGY PROGRESS LLC 03.3750 09/01/2023 | 0.01% |
| EMIR 2018-1 M1 01.8176 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% |
| FHMS K104 XAM 01.3839 01/25/2030 | 0.01% |
| FHMS K740 X1 00.7598 09/25/2027 | 0.01% |
| FORD MOTOR CREDIT CO LLC 05.1130 05/03/2029 | 0.01% |
| FRONTIER COMM 10.5000 09/15/2022 | 0.01% |
| FRONTIER COMM P/P 144A 06.7500 05/01/2029 | 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% |
| HUDBAY MINERALS INC P/P 144A 07.6250 01/15/2025 | 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 05.6841 11/15/2043 | 0.01% |
| JPMCC 2013-LC11 X IO 01.2453 04/15/2046 | 0.01% |
| KINDER MORGAN INC/DELAWA 07.7500 01/15/2032 | 0.01% |
| KRATON POLYMERS LLC/ P/P 144A 04.2500 12/15/2025 | 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% |
| LOUISIANA-PACIFI P/P 144A 03.6250 03/15/2029 | 0.01% |
| MARSH & MCLENNAN COS INC 04.3750 03/15/2029 | 0.01% |
| MARSH & MCLENNAN COS INC 04.9000 03/15/2049 | 0.01% |
| MASTEC INC P/P 144A 04.5000 08/15/2028 | 0.01% |
| MATCH GRP HLD II LLC P/P 144A 05.0000 12/15/2027 | 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 04.3429 05/15/2048 | 0.01% |
| MVEW 2017-2A A P/P 144A 01.4334 01/16/2031 | 0.01% |
| MWST 2020-1 A 01.0176 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% |
| OASIS PETROLEUM INC SEDOL BLDDYB1 | 0.01% |
| PACIFIC GAS & ELECTRIC 02.9500 03/01/2026 | 0.01% |
| PENNYMAC FIN SVCS IN P/P 144A 05.3750 10/15/2025 | 0.01% |
| PENSKE TRUCK LEASING P/P 144A 03.9000 02/01/2024 | 0.01% |
| 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% |
| SERVICE CORPORATION INTL 04.6250 12/15/2027 | 0.01% |
| SINCLAIR TELE P/P 144A 05.5000 03/01/2030 | 0.01% |
| STACR 2014-HQ2 M3 03.8676 09/25/2024 | 0.01% |
| STACR 2016-DNA1 M3 05.6800 07/25/2028 | 0.01% |
| STACR 2016-HQA1 M3 06.4676 09/25/2028 | 0.01% |
| STACR 2017-DNA1 M2 03.3676 07/25/2029 | 0.01% |
| STATION CASINOS LLC P/P 144A 04.5000 02/15/2028 | 0.01% |
| TDK CORP SEDOL 6869302 | 0.01% |
| TRIPADVISOR INC P/P 144A 07.0000 07/15/2025 | 0.01% |
| UBS GROUP AG REGS 06.8750 12/29/2049 | 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% |
| WESTPAC BANKING CORP USD 02.0000 08/19/2021 | 0.01% |
| WESTROCK MWV LLC 07.9500 02/15/2031 | 0.01% |
| WFCM 2015-NXS3 AS 03.9720 09/15/2057 | 0.01% |
| WFRBS 2014-C24 XA IO 00.8542 11/15/2047 | 0.01% |
| WR GRACE & CO-CONN P/P 144A 05.6250 10/01/2024 | 0.01% |
| 1.443 R ISWP US0003M P 02/25/2031 | 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% |
| ALTICE FRANCE SA P/P 144A 05.5000 01/15/2028 | 0.01% |
| APPLE INC 02.8000 02/08/2061 | 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% |
| 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% |
| BECTON DICKINSON AND CO 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% |
| BROADCOM INC P/P 144A 03.7500 02/15/2051 | 0.01% |
| BUILDERS FIRSTSOURCE P/P 144A 06.7500 06/01/2027 | 0.01% |
| CAMDEN PROPERTY TRUST 04.8750 06/15/2023 | 0.01% |
| CANPACK SA EASTERN L P/P 144A 03.1250 11/01/2025 | 0.01% |
| CBRE SERVICES INC 04.8750 03/01/2026 | 0.01% |
| CCO HLDGS LLC/CAP CO P/P 144A 05.7500 02/15/2026 | 0.01% |
| CHARTER COMM OPT LLC/CAP 03.7000 04/01/2051 | 0.01% |
| CHARTER COMM OPT LLC/CAP 03.7500 02/15/2028 | 0.01% |
| CHS/COMMUNITY HEALT P/P 144A 08.1250 06/30/2024 | 0.01% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 CS | 0.01% |
| COMCAST CORP 04.0490 11/01/2052 | 0.01% |
| CONTINENTAL RESO P/P 144A 05.7500 01/15/2031 | 0.01% |
| CONTINENTAL RESOURCES 04.3750 01/15/2028 | 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% |
| ENERGY TRANSFER OPERATNG 05.2000 02/01/2022 | 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% |
| 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% |
| GBP/USD 03/17/2021 RBSF | 0.01% |
| GLENCORE FUNDING LLC P/P 144A 04.6250 04/29/2024 | 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% |
| HOLLY PAR/FIN P/P 144A 05.0000 02/01/2028 | 0.01% |
| ICAHN ENTER/FIN 06.2500 05/15/2026 | 0.01% |
| IHEARTCOMMUNICATIONS INC 06.3750 05/01/2026 | 0.01% |
| ISTAR INC 05.5000 02/15/2026 | 0.01% |
| KFC HLD/PIZZA HUT/TA P/P 144A 05.2500 06/01/2026 | 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% |
| LIONS GATE CAP HOLD P/P 144A 05.8750 11/01/2024 | 0.01% |
| LLOYDS BANKING GROUP PLC USD 04.5000 11/04/2024 | 0.01% |
| LVMH MOET HENNESSY LOUIS VUI SEDOL 4061412 | 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 05.2442 07/15/2049 | 0.01% |
| NATIONSTAR MTG HLD I P/P 144A 05.5000 08/15/2028 | 0.01% |
| NORDSTROM INC P/P 144A 08.7500 05/15/2025 | 0.01% |
| NSTAR ELECTRIC CO 02.3750 10/15/2022 | 0.01% |
| ORTHO-CLINICAL TLB L+325 03.3626 06/30/2025 | 0.01% |
| POWER SOLUTIONS TLB L+350 03.6145 04/30/2026 | 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% |
| 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 04.9176 05/25/2028 | 0.01% |
| STACR 2020-HQA1 M2 02.0176 01/25/2050 | 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% |
| TMS INTL HLDG CORP P/P 144A 07.2500 08/15/2025 | 0.01% |
| UBSCM 2017-C7 XA IO 01.0307 12/15/2050 | 0.01% |
| UBSCM 2018-C8 XA IO 00.8722 02/15/2051 | 0.01% |
| VERTICAL HOLDCO GMBH P/P 144A 07.6250 07/15/2028 | 0.01% |
| WAMU 2007-HY2 1A1 03.2746 12/25/2036 | 0.01% |
| WELLS FARGO & COMPANY 03.9000 01/26/2051 | 0.01% |
| WFRBS 2013-C15 D P/P 144A 04.4912 08/15/2046 | 0.01% |
| WPX ENERGY INC 05.2500 10/15/2027 | 0.01% |
| 1.438 R ISWP US0003M P 02/25/2031 | 0.01% |
| 1.4435 R ISWP US0003M P 02/24/2031 | 0.01% |
| 1.4525 R ISWP US0003M P 02/25/2031 | 0.01% |
| AMSTED INDUSTRIES P/P 144A 04.6250 05/15/2030 | 0.01% |
| AMSTED INDUSTRIES P/P 144A 05.6250 07/01/2027 | 0.01% |
| APPLE INC 03.4500 05/06/2024 | 0.01% |
| BAUSCH HLTH COS INC P/P 144A 05.5000 11/01/2025 | 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% |
| CAS 2015-C03 2M2 05.1300 07/25/2025 | 0.01% |
| CAS 2017-C01 1EB1 01.3676 07/25/2029 | 0.01% |
| CCO HOLDINGS LLC P/P 144A 04.5000 05/01/2032 | 0.01% |
| CENTENE CORP P/P 144A 05.3750 08/15/2026 | 0.01% |
| CGCMT 2014-GC19 D P/P 144A 05.0922 03/10/2047 | 0.01% |
| CHENIERE ENERGYP P/P 144A 04.0000 03/01/2031 | 0.01% |
| CHF/USD 03/17/2021 GSFX | 0.01% |
| CITIGROUP INC 04.6000 03/09/2026 | 0.01% |
| CLARIOS GLOBAL LP P/P 144A 06.7500 05/15/2025 | 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% |
| COMCAST CORP 03.1500 03/01/2026 | 0.01% |
| COMMSCOPE TECH LLC P/P 144A 06.0000 06/15/2025 | 0.01% |
| COMSTOCK RE INC P/P 144A 07.5000 05/15/2025 | 0.01% |
| CP ATLAS BUYER INC P/P 144A 07.0000 12/01/2028 | 0.01% |
| DEVON ENERGY CORPORATION 07.8750 09/30/2031 | 0.01% |
| DIAMOND 1 FIN/DIAMON P/P 144A 07.1250 06/15/2024 | 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% |
| EQT CORP 08.5000 02/01/2030 | 0.01% |
| EQUINIX INC 05.3750 05/15/2027 | 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% |
| HCA INC. 05.5000 06/15/2047 | 0.01% |
| HONEYWELL INTL 03.8120 11/21/2047 | 0.01% |
| IHEARTCOMMUNICATI L+400 04.7500 05/01/2026 | 0.01% |
| INGEVITY CORP P/P 144A 03.8750 11/01/2028 | 0.01% |
| INTEL PKG HOLDCO P/P 144A 09.0000 01/15/2026 | 0.01% |
| JPMORGAN CHASE & CO 02.9560 05/13/2031 | 0.01% |
| KINDER MORGAN ENER PART 05.4000 09/01/2044 | 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% |
| MARRIOTT INTERNATIONAL 04.6250 06/15/2030 | 0.01% |
| MBX.FN30.500.10 R USL1M P 01/12/41 CI | 0.01% |
| NCHET 2003-4 M1 01.2426 10/25/2033 | 0.01% |
| NETFLIX INC 04.3750 11/15/2026 | 0.01% |
| NEUBERGER BERMAN GRP P/P 144A 04.8750 04/15/2045 | 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% |
| 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% |
| 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% |
| SEK/USD 03/17/2021 GSFX | 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% |
| STORA ENSO OYJ-R SHS SEDOL 5072673 | 0.01% |
| THE GAP INC. P/P 144A 08.3750 05/15/2023 | 0.01% |
| TOPBUILD CORP P/P 144A 05.6250 05/01/2026 | 0.01% |
| TPMT 2016-5 M2 P/P 144A 03.3750 10/25/2056 | 0.01% |
| TRANSDIGM INC. 06.3750 06/15/2026 | 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% |
| WMG ACQUISITION CORP P/P 144A 03.0000 02/15/2031 | 0.01% |
| WOLVERINE WORLD WIDE P/P 144A 05.0000 09/01/2026 | 0.01% |
| WPX ENERGY INC 05.8750 06/15/2028 | 0.01% |
| WPX ENERGY INC 08.2500 08/01/2023 | 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% |
| APACHE CORP 04.3750 10/15/2028 | 0.00% |
| ARRW 2019-1 A3 04.2080 01/25/2049 | 0.00% |
| BEASLEY MEZZANIN P/P 144A 08.6250 02/01/2026 | 0.00% |
| BMIR 2020-2A M1A 02.4176 08/26/2030 | 0.00% |
| BWAY CORP TLB L+325 03.4425 04/03/2024 | 0.00% |
| CAS 2014-C03 2M2 03.0300 07/25/2024 | 0.00% |
| CAS 2014-C04 1M2 05.0176 11/25/2024 | 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% |
| CFCRE 2011-C2 D P/P 144A 05.7395 12/15/2047 | 0.00% |
| CHEVRON USA INC 06.0000 03/01/2041 | 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 00.9191 08/10/2050 | 0.00% |
| COMM 2014-CR17 XA IO 00.9668 05/10/2047 | 0.00% |
| COMM 2014-UBS6 XA IO 00.8865 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% |
| DH EUROPE FINANCE II USD 03.4000 11/15/2049 | 0.00% |
| DISCOVERY COMMUNICATIONS 03.6250 05/15/2030 | 0.00% |
| DIVERSEY TL L+300 03.1145 09/06/2024 | 0.00% |
| DRESDNER FDG TRST I P/P 144A 08.1510 06/30/2031 | 0.00% |
| ENDO DAC/ENDO FI P/P 144A 06.0000 06/30/2028 | 0.00% |
| ENERGY TRANSFER OPERATNG 02.9000 05/15/2025 | 0.00% |
| ENTERPRISE PRODUCTS OPER 02.8000 01/31/2030 | 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% |
| GLENCORE FUNDING LLC P/P 144A 01.6250 09/01/2025 | 0.00% |
| GLP CAPITAL LP / FIN II 05.3750 04/15/2026 | 0.00% |
| GNMA GII30 BL6161 06.0000 12/20/2048 | 0.00% |
| GNR 2013-99 AS IO 05.9389 06/20/2043 | 0.00% |
| GNR 2015-H24 BI IO 01.6062 08/20/2065 | 0.00% |
| GNR 2015-H26 EI IO 01.7132 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 00.9794 06/10/2047 | 0.00% |
| HANESBRANDS INC P/P 144A 04.6250 05/15/2024 | 0.00% |
| HSBC USA INC 03.5000 06/23/2024 | 0.00% |
| ICAHN ENTER/FIN 05.2500 05/15/2027 | 0.00% |
| ICAHN ENTER/FIN 06.7500 02/01/2024 | 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% |
| KRW/USD 05/20/2021 JPMCB | 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% |
| 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% |
| MLMI 2005-A2 A2 02.7977 02/25/2035 | 0.00% |
| MOODY'S CORPORATION 02.5500 08/18/2060 | 0.00% |
| MSRR 2015-R4 CB1 00.9557 08/26/2047 | 0.00% |
| MWST 2020-2 A 00.9176 11/25/2053 | 0.00% |
| NABORS IND CV 00.7500 01/15/2024 | 0.00% |
| NETFLIX INC. 06.3750 05/15/2029 | 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% |
| NORTHRIVER MIDSTREAM P/P 144A 05.6250 02/15/2026 | 0.00% |
| OCCIDENTAL PETROLEUM COR 04.8500 03/15/2021 | 0.00% |
| ONEMAIN FINANCE CORP 06.6250 01/15/2028 | 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% |
| REPUBLIC OF PERU USD 05.6250 11/18/2050 | 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% |
| SM ENERGY CO 05.0000 01/15/2024 | 0.00% |
| SOLENIS 2NDL L+850 08.6898 06/26/2026 | 0.00% |
| SOLERA LLC / SOLERA P/P 144A 10.5000 03/01/2024 | 0.00% |
| T-MOBILE USA INC 02.8750 02/15/2031 | 0.00% |
| TARGA RESOURCES PART 05.0000 01/15/2028 | 0.00% |
| TASEKO MINES LTD P/P 144A 07.0000 02/15/2026 | 0.00% |
| TENET HEALTHCARE 04.6250 07/15/2024 | 0.00% |
| TENNANT CO 05.6250 05/01/2025 | 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 01.0900 07/25/2045 | 0.00% |
| WESTERN DIGITAL CORPORATION 04.7500 02/15/2026 | 0.00% |
| WFCM 2016-LC25 XA IO 00.9658 12/15/2059 | 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% |
| ABC SUPPLY CO INC P/P 144A 04.0000 01/15/2028 | 0.00% |
| ALLISON TRANSMISSION P/P 144A 03.7500 01/30/2031 | 0.00% |
| ANTERO MIDSTREAM P/P 144A 07.8750 05/15/2026 | 0.00% |
| ANTERO RESOURCES P/P 144A 08.3750 07/15/2026 | 0.00% |
| APACHE CORP 05.1000 09/01/2040 | 0.00% |
| ASCEND LEARNING LLC P/P 144A 06.8750 08/01/2025 | 0.00% |
| BAUSCH HLTH COS INC. P/P 144A 07.0000 01/15/2028 | 0.00% |
| BERKSHIRE HATHAWAY FIN 04.3000 05/15/2043 | 0.00% |
| BLACKSTONE HLDG FINA P/P 144A 01.6000 03/30/2031 | 0.00% |
| 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% |
| BUCKEYE PARTNERS LP 05.8500 11/15/2043 | 0.00% |
| CAPITAL ONE FINANCIAL CO 04.2000 10/29/2025 | 0.00% |
| CARNIVAL CORP P/P 144A 11.5000 04/01/2023 | 0.00% |
| CAS 2015-C02 2M2 04.1300 05/25/2025 | 0.00% |
| CCO HOLDINGS LLC P/P 144A 04.5000 08/15/2030 | 0.00% |
| CELANESE US HOLDINGS LLC 04.6250 11/15/2022 | 0.00% |
| CENTENE CORP 03.0000 10/15/2030 | 0.00% |
| CENTENNIAL RESOURCE P/P 144A 06.8750 04/01/2027 | 0.00% |
| CENTENNIAL RESOURCE P/P 144A 08.0000 06/01/2025 | 0.00% |
| CGCMT 2014-GC21 X IO 01.1609 05/10/2047 | 0.00% |
| CHF/USD 03/17/2021 MSCIL | 0.00% |
| CHS/COMMUNITY HEALTH P/P 144A 08.0000 03/15/2026 | 0.00% |
| CINEMARK USA INC 05.1250 12/15/2022 | 0.00% |
| CLEARWATER PAPER COR P/P 144A 04.7500 08/15/2028 | 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% |
| COMMSCOPE INC P/P 144A 08.2500 03/01/2027 | 0.00% |
| COMSTOCK RESOURCES 09.7500 08/15/2026 | 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% |
| DUKE ENERGY INDIANA LLC 06.4500 04/01/2039 | 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% |
| EUR/USD 03/17/2021 JPMCB | 0.00% |
| FHR 3829 AS IO 06.8378 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 AY2298 04.7000 05/20/2067 | 0.00% |
| GNMA GII30 AY4779 04.4970 03/20/2067 | 0.00% |
| GNMA GII30 BB0107 04.7000 08/20/2067 | 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% |
| GSMS 2010-C1 D P/P 144A 05.9830 08/10/2043 | 0.00% |
| GSMS 2013-GC10 XA IO 01.4867 02/10/2046 | 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% |
| JPY/USD 05/19/2021 GSFX | 0.00% |
| KEURIG DR PEPPER INC 04.4170 05/25/2025 | 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% |
| 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% |
| NRG ENERGY INC 05.7500 01/15/2028 | 0.00% |
| NRG ENERGY INC P/P 144A 05.2500 06/15/2029 | 0.00% |
| NUTRITION & BIO P/P 144A 03.4680 12/01/2050 | 0.00% |
| OCCIDENTAL PETROLEUM COR 03.5000 06/15/2025 | 0.00% |
| ONEMAIN FINANCE CORP 04.0000 09/15/2030 | 0.00% |
| ONEMAIN FINANCE CORP 07.1250 03/15/2026 | 0.00% |
| ONEMAIN FINANCE CORP 08.8750 06/01/2025 | 0.00% |
| OVINTIV INC 07.3750 11/01/2031 | 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% |
| SINCLAIR TELE P/P 144A 04.1250 12/01/2030 | 0.00% |
| SIRIUS XM RADIO INC. P/P 144A 05.5000 07/01/2029 | 0.00% |
| SM ENERGY CO 06.1250 11/15/2022 | 0.00% |
| 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 2017-DNA2 M1 01.3176 10/25/2029 | 0.00% |
| STACR 2019-DNA1 M2 02.7676 01/25/2049 | 0.00% |
| STACR 2020-HQA4 M1 01.4176 09/25/2050 | 0.00% |
| T-MOBILE USA INC 02.6250 02/15/2029 | 0.00% |
| TARGA RESOURCES PART 06.5000 07/15/2027 | 0.00% |
| TAYLOR MORRISON COMM P/P 144A 05.7500 01/15/2028 | 0.00% |
| TRI POINTE HOMES INC 05.7000 06/15/2028 | 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% |
| WFRBS 2012-C9 XB IO P/P 144A 00.7181 11/15/2045 | 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 03.1145 03/09/2027 | 0.00% |
| ZAYO GROUP HLDG INC P/P 144A 06.1250 03/01/2028 | 0.00% |
| 1.059 R ISWP US0003M P 01/11/2031 | 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% |
| AUTOMATION TOOLING S P/P 144A 04.1250 12/15/2028 | 0.00% |
| BANK OF AMERICA CORP 06.5000 10/29/2049 | 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% |
| BMW US CAPITAL LLC P/P 144A 03.4000 08/13/2021 | 0.00% |
| BOYD GAMING CORP 06.3750 04/01/2026 | 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-C01 1M2 04.4300 02/25/2025 | 0.00% |
| CAS 2019-HRP1 M2 02.2800 11/25/2039 | 0.00% |
| CHF/USD 03/17/2021 HSBCB | 0.00% |
| CHF/USD 03/17/2021 TDBK | 0.00% |
| CHS/COMMUNITY HEALTH P/P 144A 05.6250 03/15/2027 | 0.00% |
| CIT GROUP INC 05.0000 08/01/2023 | 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 CG | 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% |
| CNH/USD 05/20/2021 TDBK | 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% |
| CWALT 2005-27 1A1 01.5705 08/25/2035 | 0.00% |
| CWALT 2006-24CB A13 00.4676 08/25/2036 | 0.00% |
| DELL INT / EMC P/P 144A 05.8500 07/15/2025 | 0.00% |
| ELITE MATERIAL CO LTD SEDOL 6316121 | 0.00% |
| EMPIRE COMMUNITIES C P/P 144A 07.0000 12/15/2025 | 0.00% |
| GAP INC/THE P/P 144A 08.6250 05/15/2025 | 0.00% |
| GARTNER INC P/P 144A 03.7500 10/01/2030 | 0.00% |
| GATES GLOBAL TLB L+275 03.7500 03/31/2024 | 0.00% |
| GBP/USD 03/17/2021 BCAP-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 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% |
| HANESBRANDS INC P/P 144A 05.3750 05/15/2025 | 0.00% |
| HMIR 2018-1 M1 P/P 144A 01.7176 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 11/19/2027 | 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% |
| KEURIG DR PEPPER INC 04.0570 05/25/2023 | 0.00% |
| KLOECKNER PENTAPLAST L+475 05.2500 02/04/2026 | 0.00% |
| LIVE NATION ENT P/P 144A 04.8750 11/01/2024 | 0.00% |
| LOUISIANA-PACIFIC CORPORATION 04.8750 09/15/2024 | 0.00% |
| MARRIOTT INTERNATIONAL 05.7500 05/01/2025 | 0.00% |
| MASONITE INTL C P/P 144A 05.3750 02/01/2028 | 0.00% |
| MAUSER PACKAGING P/P 144A 08.5000 04/15/2024 | 0.00% |
| MONDELEZ INTERNATIONAL 02.1250 04/13/2023 | 0.00% |
| MSAC 2004-HE6 M1 00.9426 08/25/2034 | 0.00% |
| MSBAM 2014-C17 XA IO 01.0785 08/15/2047 | 0.00% |
| NABORS IND INC P/P 144A 09.0000 02/01/2025 | 0.00% |
| NABORS INDUSTRIES INC. 05.7500 02/01/2025 | 0.00% |
| 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% |
| OVINTIV INC 06.5000 08/15/2034 | 0.00% |
| OWENS-BROCKWAY P/P 144A 06.6250 05/13/2027 | 0.00% |
| PETROBRAS GLOBAL FIN USD 05.9990 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 02.4676 02/25/2049 | 0.00% |
| T-MOBILE USA INC 04.5000 02/01/2026 | 0.00% |
| T-MOBILE USA INC. 04.0000 04/15/2022 | 0.00% |
| TARGA RES PRTNRS 05.5000 03/01/2030 | 0.00% |
| TARGA RESOURCES PART 06.8750 01/15/2029 | 0.00% |
| 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 01.6001 12/10/2045 | 0.00% |
| US CONCRETE INC P/P 144A 05.1250 03/01/2029 | 0.00% |
| VIATRIS INC SEDOL BMWS3X9 | 0.00% |
| WESTPAC BANKING CORP USD 04.4210 07/24/2039 | 0.00% |
| WFRBS 2012-C9 XA IO P/P 144A 01.8782 11/15/2045 | 0.00% |
| WPX ENERGY INC 04.5000 01/15/2030 | 0.00% |
| WYNN RESORTS FIN LLC P/P 144A 07.7500 04/15/2025 | 0.00% |
| AKER BP ASA P/P 144A 05.8750 03/31/2025 | 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 AXLE & MANUF L+225 03.0000 04/06/2024 | 0.00% |
| AMERICAN INTL GROUP 08.1750 05/15/2058 | 0.00% |
| APACHE CORP 04.6250 11/15/2025 | 0.00% |
| APACHE CORPORATION 04.8750 11/15/2027 | 0.00% |
| AUD/USD 04/21/2021 UBS | 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% |
| BOMBARDIER INC P/P 144A 07.5000 12/01/2024 | 0.00% |
| BOXER PARENT CO INC P/P 144A 07.1250 10/02/2025 | 0.00% |
| BUCKEYE PARTNERS LP 03.9500 12/01/2026 | 0.00% |
| CALLON PETROLEUM CO P/P 144A 09.0000 04/01/2025 | 0.00% |
| CAS 2014-C04 2M2 05.1176 11/25/2024 | 0.00% |
| CAS 2015-C02 1M2 04.1300 05/25/2025 | 0.00% |
| CD&R WATERWORKS MERGER 144A 6.125000 08/15/2025 | 0.00% |
| CGCMT 2012-GC8 XA IO P/P 144A 01.7410 09/10/2045 | 0.00% |
| CHARTER COMM OPT LLC 05.3750 05/01/2047 | 0.00% |
| CHF/USD 03/17/2021 CSI-FX | 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% |
| CLEAR CHANNEL WORLD 09.2500 02/15/2024 | 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 JP | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP | 0.00% |
| CNH/USD 05/20/2021 CITI | 0.00% |
| COMCAST CORP 06.5000 11/15/2035 | 0.00% |
| COMMSCOPE INC P/P 144A 05.5000 03/01/2024 | 0.00% |
| CVS HEALTH CORP 03.7000 03/09/2023 | 0.00% |
| DIAMONDBACK ENERGY INC 05.3750 05/31/2025 | 0.00% |
| EMERGENT BIOSOLUTION P/P 144A 03.8750 08/15/2028 | 0.00% |
| EUR/USD 03/17/2021 BCAP-FX | 0.00% |
| EUR/USD 03/17/2021 TDBK | 0.00% |
| EUR/USD 03/17/2021 WPAC | 0.00% |
| FHR 3072 SM 04.2533 11/15/2035 | 0.00% |
| FNR 2007-53 SP 23.7687 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 00.7418 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% |
| MALLINCKRODT FIN/SB P/P 144A 10.0000 04/15/2025 | 0.00% |
| MATCH GRP HLD II LLC P/P 144A 04.1250 08/01/2030 | 0.00% |
| MAUSER PACKAGING SOL P/P 144A 05.5000 04/15/2024 | 0.00% |
| MICROSOFT CORP 02.5250 06/01/2050 | 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 CITI | 0.00% |
| NZD/USD 04/21/2021 GSFX | 0.00% |
| NZD/USD 04/21/2021 RBSF | 0.00% |
| OCCIDENTAL PETROLEUM COR 05.8750 09/01/2025 | 0.00% |
| OCCIDENTAL PETROLEUM COR 06.1250 01/01/2031 | 0.00% |
| ONCOR ELECTRIC DELIVERY 05.3000 06/01/2042 | 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% |
| OVINTIV EXPLORATION INC 05.6250 07/01/2024 | 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% |
| ROYAL CARIBBEAN P/P 144A 09.1250 06/15/2023 | 0.00% |
| SEK/USD 03/17/2021 UBS | 0.00% |
| STACR 2014-HQ3 M3 04.8676 10/25/2024 | 0.00% |
| STACR 2018-HQA2 M2 02.4176 10/25/2048 | 0.00% |
| T-MOBILE USA INC 06.0000 03/01/2023 | 0.00% |
| TALLGRASS NRG PRTNR/ P/P 144A 07.5000 10/01/2025 | 0.00% |
| TAYLOR MORRISON COMM P/P 144A 05.1250 08/01/2030 | 0.00% |
| TENET HEALTHCARE P/P 144A 06.2500 02/01/2027 | 0.00% |
| TENET HEALTHCARE P/P 144A 07.5000 04/01/2025 | 0.00% |
| TPMT 2015-1 A2 P/P 144A 03.2500 10/25/2053 | 0.00% |
| VIACOMCBS INC 04.0000 01/15/2026 | 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 01.5203 12/15/2045 | 0.00% |
| WMG ACQUISITION CORP P/P 144A 05.5000 04/15/2026 | 0.00% |
| YUM! BRANDS INC. P/P 144A 07.7500 04/01/2025 | 0.00% |
| ZAYO GROUP HLDG INC P/P 144A 04.0000 03/01/2027 | 0.00% |
| 1.7715 R ISWP US0003M P 02/10/2051 | 0.00% |
| AIR LEASE CORP 02.5000 03/01/2021 | 0.00% |
| ALLEGHENY TECHNOLOGIES 05.8750 12/01/2027 | 0.00% |
| ARCHES BUYER INC P/P 144A 06.1250 12/01/2028 | 0.00% |
| BOMBARDIER INC P/P 144A 08.7500 12/01/2021 | 0.00% |
| BP CAP MARKETS AMERICA 03.9370 09/21/2028 | 0.00% |
| CAD/USD 04/21/2021 BANKAM | 0.00% |
| CAD/USD 04/21/2021 JPMCB | 0.00% |
| CAD/USD 04/21/2021 TDBK | 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 02.3176 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% |
| CHS/COMMUNITY HEALTH P/P 144A 06.0000 01/15/2029 | 0.00% |
| CMB CMBX.NA.A.7 2047-01-17 200.0 01/17/2047 CG | 0.00% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CG | 0.00% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 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.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.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 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-.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% |
| CNH/USD 05/20/2021 HSBCB | 0.00% |
| CNH/USD 05/20/2021 SSBT | 0.00% |
| COLORADO INTERSTATE GAS CO 06.8500 06/15/2037 | 0.00% |
| COMSTOCK RE INC P/P 144A 06.7500 03/01/2029 | 0.00% |
| CSMC 2007-C1 AX IO P/P 144A 00.6093 02/15/2040 | 0.00% |
| EQT CORP 05.0000 01/15/2029 | 0.00% |
| EUR/USD 03/17/2021 SSBT | 0.00% |
| FEDEX CORP 02.6250 08/01/2022 | 0.00% |
| FHR 2990 LB 16.6588 06/15/2034 | 0.00% |
| FHR 3065 DC 19.5233 03/15/2035 | 0.00% |
| FHR 3249 PS 21.9046 12/15/2036 | 0.00% |
| FNMA FN30 971053 04.5000 02/01/2039 | 0.00% |
| FNR 2005-75 GS 19.8971 08/25/2035 | 0.00% |
| FNR 2006-62 PS 39.1942 07/25/2036 | 0.00% |
| FNR 2006-8 HP 24.1354 03/25/2036 | 0.00% |
| GBP/USD 03/17/2021 GSFX | 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 2015-124 NI IO 03.5000 06/20/2039 | 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% |
| NZD/USD 04/21/2021 HSBCB | 0.00% |
| NZD/USD 04/21/2021 JPMCB | 0.00% |
| NZD/USD 04/21/2021 UBS | 0.00% |
| OCCIDENTAL PETROLEUM -CW27 SEDOL BMVF784 | 0.00% |
| PAR PHARMA INC P/P 144A 07.5000 04/01/2027 | 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% |
| REPUBLIC OF VENEZUELA REGS 09.0000 05/07/2023 | 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% |
| SPRINT SPECTRUM P/P 144A 03.3600 09/20/2021 | 0.00% |
| STACR 2018-HRP2 M3 02.5176 02/25/2047 | 0.00% |
| STACR 2020-DNA5 M1 01.3447 10/25/2050 | 0.00% |
| STANDARD IND INC P/P 144A 04.7500 01/15/2028 | 0.00% |
| T-MOBILE USA INC 05.3750 04/15/2027 | 0.00% |
| TENNECO INC P/P 144A 07.8750 01/15/2029 | 0.00% |
| TITAN ACQ LTD P/P 144A 07.7500 04/15/2026 | 0.00% |
| TRONOX INC P/P 144A 06.5000 05/01/2025 | 0.00% |
| 0.188 R ISWP US0003M P 01/07/2023 | 0.00% |
| 0.205 R ISWP US0003M P 01/08/2023 | 0.00% |
| 0.2095 R ISWP US0003M P 02/26/2023 | 0.00% |
| 0.211 R ISWP US0003M P 02/26/2023 | 0.00% |
| 0.2145 R ISWP US0003M P 01/11/2023 | 0.00% |
| 0.2145 R ISWP US0003M P 01/13/2023 | 0.00% |
| 0.25 R ISWP FWD US0003M P 03/17/2023 | 0.00% |
| 1.35001 R ISWP US0003M P 02/19/2031 | 0.00% |
| 1.35734 R ISWP US0003M P 02/19/2031 | 0.00% |
| 1.36253 R ISWP US0003M P 02/19/2031 | 0.00% |
| 1.3692 R ISWP US0003M P 02/19/2031 | 0.00% |
| 1.3905 R ISWP US0003M P 02/19/2031 | 0.00% |
| 1.3956 R ISWP US0003M P 02/19/2031 | 0.00% |
| 1.4389 R ISWP US0003M P 02/26/2031 | 0.00% |
| 1.4432 R ISWP US0003M P 02/26/2031 | 0.00% |
| ADVANZ PHARMA CORP LTD SEDOL BG0RYR7 | 0.00% |
| AUD/USD 04/21/2021 BANKAM | 0.00% |
| AUD/USD 04/21/2021 CITI | 0.00% |
| BACM 2007-1 XW IO 00.4243 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 00.6072 12/11/2038 | 0.00% |
| CAD/USD 04/21/2021 BCAP-FX | 0.00% |
| CAD/USD 04/21/2021 HSBCB | 0.00% |
| CAD/USD 04/21/2021 RBSF | 0.00% |
| CAD/USD 04/21/2021 WPAC | 0.00% |
| CGCMT 2006-C5 XC IO P/P 144A 00.5310 10/15/2049 | 0.00% |
| CHESAPEAKE ENERGY CO P/P 144A 05.8750 02/01/2029 | 0.00% |
| CLEAR CHANNEL OUTDOOR HOLDIN SEDOL BJHVCH9 | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.A.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.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 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 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-.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 JP | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 JP | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 MS | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 MS | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 MS | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 MS | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 BA | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 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 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% |
| CROWN CASTLE INTL CORP 04.4500 02/15/2026 | 0.00% |
| CSFB 2003-C3 AX IO P/P 144A 01.7251 05/15/2038 | 0.00% |
| CSMC 2007-C2 AX IO P/P 144A 00.0258 01/15/2049 | 0.00% |
| CVS PASS-THROUGH TRUST 06.0360 12/10/2028 | 0.00% |
| DKK/USD 03/17/2021 CITI | 0.00% |
| EUR/USD 03/17/2021 CSI-FX | 0.00% |
| EUR/USD 03/17/2021 GSFX | 0.00% |
| EUR/USD 03/17/2021 MSCIL | 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 00.3878 10/25/2041 | 0.00% |
| FNR 2001-79 BI IO 00.2652 03/25/2045 | 0.00% |
| FNR 2003-34 P1 PO 00.0000 04/25/2043 | 0.00% |
| FNW 2002-W8 IO1 IO 00.3002 06/25/2042 | 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 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 HSBCB | 0.00% |
| HKD/USD 05/20/2021 RBSF | 0.00% |
| HKD/USD 05/20/2021 SSBT | 0.00% |
| HKD/USD 05/20/2021 TDBK | 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.FN30.600.08 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 00.2857 05/15/2045 | 0.00% |
| JPMCC 2007-LDPX X IO 00.4070 01/15/2049 | 0.00% |
| JPY/USD 05/19/2021 JPMCB | 0.00% |
| JPY/USD 05/19/2021 UBS | 0.00% |
| LBUBS 2006-C6 XCL IO P/P 144A 00.6883 09/15/2039 | 0.00% |
| LBUBS 2007-C2 XW IO 00.1710 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% |
| MSC 2007-HQ11 C 05.5580 02/12/2044 | 0.00% |
| MWO HOLDINGS LLC | 0.00% |
| NOK/USD 03/17/2021 GSFX | 0.00% |
| NZD/USD 04/21/2021 BANKAM | 0.00% |
| NZD/USD 04/21/2021 BCAP-FX | 0.00% |
| NZD/USD 04/21/2021 CSI-FX | 0.00% |
| NZD/USD 04/21/2021 TDBK | 0.00% |
| NZD/USD 04/21/2021 WPAC | 0.00% |
| SEK/USD 03/17/2021 JPMCB | 0.00% |
| SGD/USD 05/19/2021 JPMCB | 0.00% |
| STACR 2019-DNA2 M2 02.5676 03/25/2049 | 0.00% |
| TERVITA CORP SEDOL BD1DCC4 | 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 00.4153 11/15/2048 | 0.00% |
| 0.9305 R ISWP US0003M P 01/06/2031 | -0.00% |
| 1.1355 R ISWP US0003M P 01/13/2031 | -0.00% |
| AUD/USD 04/21/2021 CSI-FX | -0.00% |
| AUD/USD 04/21/2021 TDBK | -0.00% |
| AUD/USD 04/21/2021 WPAC | -0.00% |
| CAD/USD 04/21/2021 CITI | -0.00% |
| CAD/USD 04/21/2021 CSI-FX | -0.00% |
| CAD/USD 04/21/2021 GSFX | -0.00% |
| CAD/USD 04/21/2021 MSCIL | -0.00% |
| CAD/USD 04/21/2021 UBS | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.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-.7 2047-01-17 300.0 01/17/2047 CS | -0.00% |
| CPURNSA P 2.278 R 02/25/31 | -0.00% |
| CPURNSA P 2.28 R 02/25/31 | -0.00% |
| CPURNSA P 2.281 R 02/24/31 | -0.00% |
| CPURNSA P 2.286 R 02/24/31 | -0.00% |
| EUR/USD 03/17/2021 CITI | -0.00% |
| EUR/USD 03/17/2021 RBSF | -0.00% |
| GBP/USD 03/17/2021 HSBCB | -0.00% |
| GBP/USD 03/17/2021 TDBK | -0.00% |
| GBP/USD 03/17/2021 WPAC | -0.00% |
| IOS.FN30.400.11 P USL1M R 01/12/42 JP | -0.00% |
| IOS.FN30.500.10 P USL1M R 01/12/41 BC | -0.00% |
| JPY/USD 05/19/2021 MSCIL | -0.00% |
| JPY/USD 05/19/2021 RBSF | -0.00% |
| MBX.FN30.600.08 P USL1M R 01/12/39 BC | -0.00% |
| NOK/USD 03/17/2021 RBSF | -0.00% |
| NOK/USD 03/17/2021 TDBK | -0.00% |
| NZD/USD 04/21/2021 MSCIL | -0.00% |
| AUD/USD 04/21/2021 JPMCB | -0.00% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 MS | -0.00% |
| CPURNSA P 2.2675 R 02/25/31 | -0.00% |
| EUR/USD 03/17/2021 HSBCB | -0.00% |
| EUR/USD 03/17/2021 UBS | -0.00% |
| IOS.FN30.400.10 P USL1M R 01/12/41 JP | -0.00% |
| JPY/USD 05/19/2021 BCAP-FX | -0.00% |
| JPY/USD 05/19/2021 HSBCB | -0.00% |
| SEK/USD 03/17/2021 SSBT | -0.00% |
| AUD/USD 04/21/2021 HSBCB | -0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 GS | -0.00% |
| JPY/USD 05/19/2021 BANKAM | -0.00% |
| JPY/USD 05/19/2021 CITI | -0.00% |
| NOK/USD 03/17/2021 JPMCB | -0.00% |
| NOK/USD 03/17/2021 UBS | -0.00% |
| NZD/USD 04/21/2021 SSBT | -0.00% |
| SEK/USD 03/17/2021 MSCIL | -0.00% |
| 1.07 R ISWP US0003M P 01/11/2031 | -0.00% |
| AUD/USD 04/21/2021 SSBT | -0.00% |
| CAD/USD 04/21/2021 SSBT | -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 03/17/2021 UBS | -0.00% |
| JPY/USD 05/19/2021 TDBK | -0.00% |
| 1.0275 R ISWP US0003M P 01/08/2031 | -0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CG | -0.00% |
| AUD/USD 04/21/2021 MSCIL | -0.01% |
| EUR/USD 03/17/2021 BANKAM | -0.01% |
| GBP/USD 03/17/2021 CSI-FX | -0.01% |
| MBX.FN30.650.67 P USL1M R 01/12/38 BC | -0.01% |
| 0.9355 R ISWP US0003M P 01/07/2031 | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% |
| JPY/USD 05/19/2021 WPAC | -0.01% |
| 0.90 R ISWP FWD US0003M P 03/17/2031 | -0.01% |
| AUD/USD 04/21/2021 GSFX | -0.01% |
| GBP/USD 03/17/2021 CITI | -0.01% |
| MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.01% |
| AUD/USD 04/21/2021 RBSF | -0.01% |
| GBP/USD 03/17/2021 SSBT | -0.03% |
| 1.25 R ISWP FWD US0003M P 03/17/2051 | -0.03% |
| FNMA FN30 TBA UMBS 03.0000 03/01/2051 | -0.32% |
| US 2YR NOTE (CBT) JUN21 TUM1 | -0.52% |
| GSGLPWDS P US0001M R 12/15/25 GS | -4.19% |
| S&P500 EMINI FUT MAR21 ESH1 | 7.71% |
|---|---|
| E-MINI RUSS 2000 MAR21 RTYH1 | 5.40% |
| GSGLPWDL R US0001M P 12/15/25 GS | 4.06% |
| APPLE INC SEDOL 2046251 | 3.22% |
| MICROSOFT CORP SEDOL 2588173 | 2.42% |
| AMAZON.COM INC SEDOL 2000019 | 2.34% |
| US 5YR NOTE (CBT) MAR21 FVH1 | 1.68% |
| ALPHABET INC-CL A SEDOL BYVY8G0 | 1.39% |
| GSGLPHCL R US0001M P 12/15/25 GS | 1.23% |
| S&P GSCI LIGHT ENERGY ER | 1.20% |
| S&P MID 400 EMINI MAR21 FAH1 | 1.15% |
| JPMORGAN CHASE & CO SEDOL 2190385 | 1.09% |
| US 10YR NOTE (CBT)MAR21 TYH1 | 1.08% |
| QUALCOMM INC SEDOL 2714923 | 1.04% |
| NVIDIA CORP SEDOL 2379504 | 0.93% |
| US ULTRA BOND CBT MAR21 WNH1 | 0.91% |
| ELI LILLY & CO SEDOL 2516152 | 0.89% |
| ADOBE INC SEDOL 2008154 | 0.80% |
| PROCTER & GAMBLE CO/THE SEDOL 2704407 | 0.72% |
| CITIGROUP INC SEDOL 2297907 | 0.72% |
| FNMA FN30 TBA UMBS 02.0000 03/01/2051 | 0.70% |
| MSCI EAFE MAR21 MFSH1 | 0.69% |
| FNMA FN30 TBA UMBS 02.5000 02/01/2051 | 0.65% |
| JOHNSON & JOHNSON SEDOL 2475833 | 0.63% |
| FNMA FN15 TBA UMBS 02.5000 02/01/2036 | 0.58% |
| TENCENT HOLDINGS LTD SEDOL BMMV2K8 | 0.56% |
| PAYPAL HOLDINGS INC SEDOL BYW36M8 | 0.56% |
| TAIWAN SEMICONDUCTOR MANUFAC SEDOL 6889106 | 0.56% |
| ALIBABA GROUP HOLDING LTD SEDOL BK6YZP5 | 0.55% |
| ALPHABET INC-CL C SEDOL BYY88Y7 | 0.54% |
| VERIZON COMMUNICATIONS INC SEDOL 2090571 | 0.54% |
| CISCO SYSTEMS INC SEDOL 2198163 | 0.52% |
| CHARIOT FUNDING LLC 15963TPG8 DCP 02/16/2021 | 0.51% |
| GOTHAM FUNDING CORP 38346LQR0 DCP 03/25/2021 | 0.51% |
| NATIONWIDE BUILDING SOCIETY 6385E0PJ6 DCP 02/18/2021 | 0.51% |
| NRW BANK 62939LRS0 DCP 04/26/2021 | 0.51% |
| SHEFFIELD RECEIVABLES CO LLC 82124LQC9 DCP 03/12/2021 | 0.51% |
| INTUIT INC SEDOL 2459020 | 0.49% |
| FNMA FN30 TBA UMBS 03.5000 02/01/2051 | 0.47% |
| FORD MOTOR CO SEDOL 2615468 | 0.46% |
| TESLA INC SEDOL B616C79 | 0.46% |
| US LONG BOND(CBT) MAR21 USH1 | 0.45% |
| ATLANTIC ASSET SECURITIZATION 04821TPR0 DCP 02/25/2021 | 0.45% |
| FACEBOOK INC-CLASS A SEDOL B7TL820 | 0.44% |
| COMCAST CORP-CLASS A SEDOL 2044545 | 0.44% |
| PEPSICO INC SEDOL 2681511 | 0.44% |
| GNMA GII30 MA6766 03.0000 07/20/2050 | 0.42% |
| CHARTER COMMUNICATIONS INC-A SEDOL BZ6VT82 | 0.41% |
| MERCK & CO. INC. SEDOL 2778844 | 0.41% |
| HONEYWELL INTERNATIONAL INC SEDOL 2020459 | 0.40% |
| WALMART INC SEDOL 2936921 | 0.40% |
| LOCKHEED MARTIN CORP SEDOL 2522096 | 0.40% |
| MEDTRONIC PLC SEDOL BTN1Y11 | 0.39% |
| ACTIVISION BLIZZARD INC SEDOL 2575818 | 0.37% |
| SAMSUNG ELECTRONICS CO LTD SEDOL 6771720 | 0.36% |
| TARGET CORP SEDOL 2259101 | 0.35% |
| EXELON CORP SEDOL 2670519 | 0.34% |
| BANK OF AMERICA CORP SEDOL 2295677 | 0.33% |
| FHLMC FR30 ZS4750 UMBS 03.0000 01/01/2048 | 0.32% |
| EBAY INC SEDOL 2293819 | 0.32% |
| MASTERCARD INC - A SEDOL B121557 | 0.31% |
| AIA GROUP LTD SEDOL B4TX8S1 | 0.31% |
| VISA INC-CLASS A SHARES SEDOL B2PZN04 | 0.31% |
| UNION PACIFIC CORP SEDOL 2914734 | 0.30% |
| NRG ENERGY INC SEDOL 2212922 | 0.30% |
| ABBOTT LABORATORIES SEDOL 2002305 | 0.30% |
| AUTODESK INC SEDOL 2065159 | 0.30% |
| ABBVIE INC SEDOL B92SR70 | 0.29% |
| PINTEREST INC- CLASS A SEDOL BJ2Z0H2 | 0.29% |
| AMERICAN ELECTRIC POWER SEDOL 2026242 | 0.29% |
| FNMA FN30 CA8525 UMBS 02.5000 12/01/2050 | 0.29% |
| METLIFE INC SEDOL 2573209 | 0.29% |
| GOLDMAN SACHS GROUP INC SEDOL 2407966 | 0.28% |
| DANAHER CORP SEDOL 2250870 | 0.28% |
| JOHNSON CONTROLS INTERNATION SEDOL BY7QL61 | 0.27% |
| MCDONALD'S CORP SEDOL 2550707 | 0.27% |
| GENERAL MOTORS CO SEDOL B665KZ5 | 0.27% |
| CRH PLC SEDOL 4182249 | 0.27% |
| UNITEDHEALTH GROUP INC SEDOL 2917766 | 0.27% |
| SONY CORP SEDOL 6821506 | 0.26% |
| NORTHROP GRUMMAN CORP SEDOL 2648806 | 0.26% |
| VEEVA SYSTEMS INC-CLASS A SEDOL BFH3N85 | 0.25% |
| GNMA GII30 TBA 03.0000 02/01/2051 | 0.25% |
| GNMA GII30 MA6932 03.0000 10/20/2050 | 0.25% |
| FREEPORT-MCMORAN INC SEDOL 2352118 | 0.25% |
| NIKE INC -CL B SEDOL 2640147 | 0.25% |
| VERTEX PHARMACEUTICALS INC SEDOL 2931034 | 0.24% |
| LONZA GROUP AG-REG SEDOL 7333378 | 0.24% |
| AMGEN INC SEDOL 2023607 | 0.24% |
| HOME DEPOT INC SEDOL 2434209 | 0.24% |
| HILTON WORLDWIDE HOLDINGS IN SEDOL BYVMW06 | 0.24% |
| TREASURY BILL 00.0000 05/06/2021 | 0.24% |
| T-MOBILE US INC SEDOL B94Q9V0 | 0.24% |
| AMERICAN TOWER CORP SEDOL B7FBFL2 | 0.24% |
| MORGAN STANLEY | 0.23% |
| SOUTHERN CO/THE SEDOL 2829601 | 0.23% |
| EDWARDS LIFESCIENCES CORP SEDOL 2567116 | 0.23% |
| CASH MGMT BILL 00.0000 05/25/2021 | 0.22% |
| CUMMINS INC SEDOL 2240202 | 0.22% |
| HALLIBURTON CO SEDOL 2405302 | 0.21% |
| BEST BUY CO INC SEDOL 2094670 | 0.21% |
| GNMA GII30 MA6820 03.0000 08/20/2050 | 0.21% |
| CIGNA CORP SEDOL BHJ0775 | 0.21% |
| FIDELITY NATIONAL INFO SERV SEDOL 2769796 | 0.20% |
| FASTLY INC - CLASS A SEDOL BJN4MY9 | 0.20% |
| COCA-COLA CO/THE SEDOL 2206657 | 0.20% |
| FORTINET INC SEDOL B5B2106 | 0.19% |
| MODERNA INC SEDOL BGSXTS3 | 0.19% |
| SIMON PROPERTY GROUP INC SEDOL 2812452 | 0.19% |
| FNMA FN30 TBA UMBS 06.0000 02/01/2051 | 0.19% |
| ALTRIA GROUP INC | 0.19% |
| TREASURY BILL 00.0000 05/13/2021 | 0.19% |
| SOUTHWEST AIRLINES CO SEDOL 2831543 | 0.18% |
| COSTAR GROUP INC SEDOL 2262864 | 0.18% |
| IDEXX LABORATORIES INC SEDOL 2459202 | 0.18% |
| HUMANA INC SEDOL 2445063 | 0.18% |
| MEITUAN-CLASS B SEDOL BGJW376 | 0.18% |
| FNMA FN30 FM4328 UMBS 02.5000 09/01/2050 | 0.18% |
| GAMING AND LEISURE PROPERTIE SEDOL BFPK4S5 | 0.18% |
| DOW INC SEDOL BHXCF84 | 0.17% |
| ANGLO AMER PLC SEDOL B1XZS82 | 0.17% |
| CADENCE DESIGN SYS INC SEDOL 2302232 | 0.17% |
| SEA LTD-ADR SEDOL BYWD7L4 | 0.17% |
| HOYA CORP SEDOL 6441506 | 0.17% |
| AXA SA SEDOL 7088429 | 0.17% |
| BIGCOMMERCE HOLDINGS-SER 1 SEDOL BMDCDP2 | 0.17% |
| ROCHE HOLDING AG-GENUSSCHEIN SEDOL 7110388 | 0.17% |
| COMPAGNIE DE SAINT-GOBAIN SEDOL 7380482 | 0.17% |
| NOVARTIS AG-REG SEDOL 7103065 | 0.16% |
| DEERE & CO SEDOL 2261203 | 0.16% |
| ADVANCED MICRO DEVICES SEDOL 2007849 | 0.16% |
| ALBEMARLE CORP SEDOL 2046853 | 0.16% |
| ROCKWELL AUTOMATION INC SEDOL 2754060 | 0.16% |
| SYNCHRONY FINANCIAL SEDOL BP96PS6 | 0.16% |
| PFIZER INC SEDOL 2684703 | 0.16% |
| CROWN CASTLE INTL CORP SEDOL BTGQCX1 | 0.16% |
| OLD DOMINION FREIGHT LINE SEDOL 2656423 | 0.16% |
| REGENERON PHARMACEUTICALS SEDOL 2730190 | 0.16% |
| SHERWIN-WILLIAMS CO/THE SEDOL 2804211 | 0.16% |
| FNMA FN30 MA3563 UMBS 04.0000 01/01/2049 | 0.16% |
| BHP GROUP LTD SEDOL 6144690 | 0.16% |
| ZIMMER BIOMET HOLDINGS INC SEDOL 2783815 | 0.16% |
| LG CHEM LTD SEDOL 6346913 | 0.16% |
| AMERIPRISE FINANCIAL INC SEDOL B0J7D57 | 0.16% |
| HOLOGIC INC SEDOL 2433530 | 0.15% |
| TREASURY BILL 00.0000 02/09/2021 | 0.15% |
| SK HYNIX INC SEDOL 6450267 | 0.15% |
| LOWES COMPANIES INC | 0.15% |
| MONDELEZ INTERNATIONAL INC-A SEDOL B8CKK03 | 0.15% |
| AFLAC INC SEDOL 2026361 | 0.15% |
| SBERBANK PJSC -SPONSORED ADR SEDOL B5SC091 | 0.15% |
| EQUINIX INC SEDOL BVLZX12 | 0.15% |
| PNC FINANCIAL SERVICES GROUP SEDOL 2692665 | 0.15% |
| BJ'S WHOLESALE CLUB HOLDINGS SEDOL BFZNZF8 | 0.15% |
| COGNIZANT TECH SOLUTIONS-A SEDOL 2257019 | 0.14% |
| JD.COM INC-ADR SEDOL BMM27D9 | 0.14% |
| PULTEGROUP INC SEDOL 2708841 | 0.14% |
| DEUTSCHE BOERSE AG SEDOL 7021963 | 0.14% |
| CHEVRON CORP | 0.14% |
| BOSTON PROPERTIES INC SEDOL 2019479 | 0.14% |
| ESTEE LAUDER COMPANIES-CL A SEDOL 2320524 | 0.14% |
| UNITED RENTALS INC SEDOL 2134781 | 0.14% |
| DEXCOM INC SEDOL B0796X4 | 0.14% |
| NESTLE SA-REG SEDOL 7123870 | 0.14% |
| RELIANCE INDUSTRIES LTD SEDOL 6099626 | 0.14% |
| S&P GLOBAL INC SEDOL BYV2325 | 0.14% |
| ALLY FINANCIAL INC SEDOL B72XK05 | 0.14% |
| TREASURY BILL 00.0000 04/08/2021 | 0.14% |
| BRISTOL-MYERS SQUIBB CO SEDOL 2126335 | 0.14% |
| COSTCO WHOLESALE CORP SEDOL 2701271 | 0.14% |
| GODADDY INC - CLASS A SEDOL BWFRFC6 | 0.14% |
| ROYAL DUTCH SHELL PLC-B SHS SEDOL B03MM40 | 0.14% |
| CONOCOPHILLIPS | 0.13% |
| APPLIED MATERIALS INC SEDOL 2046552 | 0.13% |
| COCA-COLA HBC AG-DI SEDOL B9895B7 | 0.13% |
| HDFC BANK LIMITED SEDOL BK1N461 | 0.13% |
| TREASURY BILL 00.0000 02/16/2021 | 0.13% |
| VALERO ENERGY CORP SEDOL 2041364 | 0.13% |
| LULULEMON ATHLETICA INC SEDOL B23FN39 | 0.13% |
| SYNOPSYS INC SEDOL 2867719 | 0.13% |
| DOCUSIGN INC SEDOL BFYT7B7 | 0.13% |
| FNMA FN30 FM1741 UMBS 04.0000 04/01/2049 | 0.13% |
| TJX COMPANIES INC SEDOL 2989301 | 0.12% |
| SCHNEIDER ELECTRIC SE SEDOL 4834108 | 0.12% |
| DIAGEO PLC SEDOL 0237400 | 0.12% |
| NOVO NORDISK A/S-B SEDOL BHC8X90 | 0.12% |
| PRUDENTIAL PLC SEDOL 0709954 | 0.12% |
| BAIDU INC - SPON ADR SEDOL B0FXT17 | 0.12% |
| THALES SA SEDOL 4162791 | 0.12% |
| ASTRAZENECA PLC-SPONS ADR SEDOL 2989044 | 0.12% |
| HANA FINANCIAL GROUP SEDOL B0RNRF5 | 0.12% |
| WALT DISNEY CO/THE SEDOL 2270726 | 0.12% |
| ASAHI GROUP HOLDINGS LTD SEDOL 6054409 | 0.12% |
| ASSURED GUARANTY LTD SEDOL B00V7H8 | 0.12% |
| LENNAR CORP-A SEDOL 2511920 | 0.12% |
| SCHLUMBERGER LTD SEDOL 2779201 | 0.12% |
| LEIDOS HOLDINGS INC SEDOL BDV82B8 | 0.12% |
| TEXAS INSTRUMENTS INC SEDOL 2885409 | 0.12% |
| ABIOMED INC SEDOL 2003698 | 0.11% |
| EDP-ENERGIAS DE PORTUGAL SA SEDOL 4103596 | 0.11% |
| CHIPOTLE MEXICAN GRILL INC SEDOL B0X7DZ3 | 0.11% |
| ALLIANZ SE-REG SEDOL 5231485 | 0.11% |
| EATON CORP PLC SEDOL B8KQN82 | 0.11% |
| HERSHEY CO/THE SEDOL 2422806 | 0.11% |
| RIO TINTO PLC SEDOL 0718875 | 0.11% |
| T-MOBILE US INC P/P 144A 05.2500 CV PFD | 0.11% |
| NINTENDO CO LTD SEDOL 6639550 | 0.11% |
| WASTE MANAGEMENT INC SEDOL 2937667 | 0.11% |
| CAPITAL ONE FINANCIAL CORP SEDOL 2654461 | 0.11% |
| ORSTED A/S SEDOL BYT16L4 | 0.10% |
| THERMO FISHER SCIENTIFIC INC SEDOL 2886907 | 0.10% |
| FNMA FN30 FM1521 UMBS 04.0000 05/01/2049 | 0.10% |
| LIBERTY GLOBAL PLC- C SEDOL B8W67B1 | 0.10% |
| SCHWAB (CHARLES) CORP SEDOL 2779397 | 0.10% |
| TOTAL SE SEDOL B15C557 | 0.10% |
| AVALARA INC SEDOL BZ1NVP4 | 0.10% |
| FNMA FN30 BQ1269 UMBS 02.5000 08/01/2050 | 0.10% |
| RAYTHEON TECHNOLOGIES CORP SEDOL BM5M5Y3 | 0.10% |
| WESFARMERS LTD SEDOL 6948836 | 0.10% |
| CARDINAL HEALTH INC SEDOL 2175672 | 0.10% |
| L OREAL SEDOL 4057808 | 0.10% |
| KAKAO CORP SEDOL 6194037 | 0.10% |
| LI NING CO LTD SEDOL B01JCK9 | 0.10% |
| OTIS WORLDWIDE CORP SEDOL BK531S8 | 0.10% |
| SERVICENOW INC SEDOL B80NXX8 | 0.10% |
| NEXI SPA SEDOL BJ1F880 | 0.10% |
| VONTIER CORP SEDOL BH4GV32 | 0.10% |
| DIALOG SEMICONDUCTOR PLC SEDOL 5982200 | 0.10% |
| FNMA FN30 AL9859 UMBS 03.0000 03/01/2047 | 0.10% |
| MEDIATEK INC SEDOL 6372480 | 0.10% |
| DEUTSCHE TELEKOM AG-REG SEDOL 5842359 | 0.10% |
| ABB LTD-REG SEDOL 7108899 | 0.10% |
| ADIDAS AG SEDOL 4031976 | 0.10% |
| DEUTSCHE POST AG-REG SEDOL 4617859 | 0.10% |
| EXXON MOBIL CORP SEDOL 2326618 | 0.10% |
| CAIXABANK SA SEDOL B283W97 | 0.10% |
| LABORATORY CRP OF AMER HLDGS SEDOL 2586122 | 0.10% |
| QUANTA SERVICES INC SEDOL 2150204 | 0.10% |
| BAXTER INTERNATIONAL INC SEDOL 2085102 | 0.09% |
| RADIAN GROUP INC SEDOL 2173911 | 0.09% |
| AP MOLLER-MAERSK A/S-B SEDOL 4253048 | 0.09% |
| KONINKLIJKE DSM NV SEDOL B0HZL93 | 0.09% |
| MERCK KGAA SEDOL 4741844 | 0.09% |
| PUBLIC SERVICE ENTERPRISE GP SEDOL 2707677 | 0.09% |
| SANDVIK AB SEDOL B1VQ252 | 0.09% |
| VOLVO AB-B SHS SEDOL B1QH830 | 0.09% |
| FLUTTER ENTERTAINMENT PLC SEDOL BWXC0Z1 | 0.09% |
| FNMA FN30 MA2737 UMBS 03.0000 09/01/2046 | 0.09% |
| ITOCHU CORP SEDOL 6467803 | 0.09% |
| SAMSUNG ELECTRONICS-PREF SEDOL 6773812 | 0.09% |
| WALMART DE MEXICO SAB DE CV SEDOL BW1YVH8 | 0.09% |
| MINEBEA CO LTD SEDOL 6642406 | 0.09% |
| HERMES INTERNATIONAL SEDOL 5253973 | 0.09% |
| SEAGEN INC SEDOL BLPK4D2 | 0.09% |
| TAIWAN SEMICONDUCTOR-SP ADR SEDOL 2113382 | 0.09% |
| AVERY DENNISON CORP SEDOL 2066408 | 0.09% |
| BOOZ ALLEN HAMILTON HOLDINGS SEDOL B5367T7 | 0.09% |
| DRAFTKINGS INC - CL A SEDOL BMYML02 | 0.09% |
| DYNATRACE INC SEDOL BJV2RD9 | 0.09% |
| ALLSTATE CORP SEDOL 2019952 | 0.09% |
| AMETEK INC SEDOL 2089212 | 0.09% |
| CBRE GROUP INC - A SEDOL B6WVMH3 | 0.09% |
| EQUINOR ASA SEDOL 7133608 | 0.09% |
| UBS GROUP AG-REG SEDOL BRJL176 | 0.09% |
| DUPONT DE NEMOURS INC SEDOL BK0VN47 | 0.09% |
| RELIANC-GDR 144A 144A SEDOL B16CYP9 | 0.09% |
| FERGUSON PLC SEDOL BJVNSS4 | 0.09% |
| SECOM CO LTD SEDOL 6791591 | 0.09% |
| TATA CONSULTANCY SVS LTD SEDOL B01NPJ1 | 0.09% |
| TECHTRONIC INDUSTRIES CO LTD SEDOL B0190C7 | 0.09% |
| ZALANDO SE SEDOL BQV0SV7 | 0.09% |
| ARAMARK SEDOL BH3XG17 | 0.08% |
| RENESAS ELECTRONICS CORP SEDOL 6635677 | 0.08% |
| ROKU INC SEDOL BZ1LFG7 | 0.08% |
| AMERICAN INTERNATIONAL GROUP SEDOL 2027342 | 0.08% |
| BRENNTAG AG SEDOL B4YVF56 | 0.08% |
| FORTUNE BRANDS HOME & SECURI SEDOL B3MC7D6 | 0.08% |
| AGNC INVESTMENT CORP SEDOL BYYHJL8 | 0.08% |
| B3 SA-BRASIL BOLSA BALCAO SEDOL BG36ZK1 | 0.08% |
| LONDON STOCK EXCHANGE GROUP SEDOL B0SWJX3 | 0.08% |
| STELLANTIS NV SEDOL BMD8F98 | 0.08% |
| APOLLO GLOBAL MANAGEMENT INC SEDOL BKRLVD5 | 0.08% |
| LEGRAND SA SEDOL B11ZRK9 | 0.08% |
| NIPPON PROLOGIS REIT INC SEDOL B98BC67 | 0.08% |
| AKZO NOBEL N.V. SEDOL BJ2KSG2 | 0.08% |
| EASTMAN CHEMICAL CO SEDOL 2298386 | 0.08% |
| UNILEVER PLC SEDOL BLRB262 | 0.08% |
| BANCO ITAU HOLDING PFD SEDOL B037HR3 PCT 0.00 | 0.08% |
| COVESTRO AG SEDOL BYTBWY9 | 0.08% |
| DANAHER CORP 05.0000 CV PFD | 0.08% |
| PARTNERS GROUP HOLDING AG SEDOL B119QG0 | 0.08% |
| SUMITOMO MITSUI FINANCIAL GR SEDOL 6563024 | 0.08% |
| TRANSDIGM GROUP INC SEDOL B11FJK3 | 0.08% |
| YANDEX NV-A SEDOL B5BSZB3 | 0.08% |
| GOODMAN GROUP SEDOL B03FYZ4 | 0.08% |
| JAPAN EXCHANGE GROUP INC SEDOL 6743882 | 0.08% |
| JAZZ PHARMACEUTICALS PLC SEDOL B4Q5ZN4 | 0.08% |
| NABTESCO CORP SEDOL 6687571 | 0.08% |
| SHENZHEN INOVANCE TECHNOLO-A SEDOL BD5CMN8 | 0.08% |
| TREASURY BILL 00.0000 03/18/2021 | 0.08% |
| EQUITABLE HOLDINGS INC SEDOL BKRMR96 | 0.08% |
| INDUSTRIA DE DISENO TEXTIL SEDOL BP9DL90 | 0.08% |
| KEURIG DR PEPPER INC SEDOL BD3W133 | 0.08% |
| NETWORK INTERNATIONAL HOLDIN SEDOL BH3VJ78 | 0.08% |
| SBI HOLDINGS INC SEDOL 6309466 | 0.08% |
| SIG COMBIBLOC GROUP AG SEDOL BD5GN60 | 0.08% |
| STELLANTIS NV SEDOL BMD8KX7 | 0.08% |
| STATE STREET CORP SEDOL 2842040 | 0.08% |
| WULIANGYE YIBIN CO LTD-A SEDOL BD5CPG2 | 0.08% |
| AIRBNB INC-CLASS A SEDOL BMGYYH4 | 0.08% |
| KDDI CORP SEDOL 6248990 | 0.08% |
| POLARIS INC SEDOL 2692933 | 0.08% |
| VERIZON COMM 04.3290 09/21/2028 | 0.08% |
| XINYI SOLAR HOLDINGS LTD SEDOL BGQYNN1 | 0.08% |
| YUM CHINA HOLDINGS INC SEDOL BN2BD13 | 0.08% |
| AMEREN CORPORATION SEDOL 2050832 | 0.07% |
| DAIKIN INDUSTRIES LTD SEDOL 6250724 | 0.07% |
| ENTERPRISE PRODUCTS PARTNERS SEDOL 2285388 | 0.07% |
| CENTRE TESTING INTL GROUP-A SEDOL BD5C7D3 | 0.07% |
| EXPEDITORS INTL WASH INC SEDOL 2325507 | 0.07% |
| HINDUSTAN UNILEVER LTD SEDOL 6261674 | 0.07% |
| MONCLER SPA SEDOL BGLP232 | 0.07% |
| WUXI APPTEC CO LTD-H SEDOL BGHH0L6 | 0.07% |
| AIRTAC INTERNATIONAL GROUP SEDOL B52J816 | 0.07% |
| BF0101 03.5000 06/01/2056 | 0.07% |
| BYD CO LTD-H SEDOL 6536651 | 0.07% |
| KINGFISHER PLC SEDOL 3319521 | 0.07% |
| KION GROUP AG SEDOL BB22L96 | 0.07% |
| NXP SEMICONDUCTORS NV SEDOL B505PN7 | 0.07% |
| SBA COMMUNICATIONS CORP SEDOL BZ6TS23 | 0.07% |
| STACR 2016-DNA2 M3 04.7800 10/25/2028 | 0.07% |
| AVIVA PLC SEDOL 0216238 | 0.07% |
| DNB NOR ASA SEDOL 4263304 | 0.07% |
| ENEL SPA SEDOL 7144569 | 0.07% |
| HITACHI LTD SEDOL 6429104 | 0.07% |
| ABCAM PLC SEDOL B677469 | 0.07% |
| BANCO BILBAO VIZCAYA ARGENTA SEDOL 5501906 | 0.07% |
| BOEING CO/THE SEDOL 2108601 | 0.07% |
| HONG KONG EXCHANGES & CLEAR SEDOL 6267359 | 0.07% |
| NOMURA RESEARCH INSTITUTE LT SEDOL 6390921 | 0.07% |
| MORGAN STANLEY 03.1250 01/23/2023 | 0.07% |
| PRINCIPAL FINANCIAL GROUP SEDOL 2803014 | 0.07% |
| ALLIANCE DATA SYSTEMS CORP SEDOL 2762030 | 0.07% |
| CARLSBERG AS-B SEDOL 4169219 | 0.07% |
| COPA HOLDINGS SA-CLASS A SEDOL B0TNJH9 | 0.07% |
| SKANDINAVISKA ENSKILDA BAN-A SEDOL 4813345 | 0.07% |
| BNP PARIBAS SEDOL 7309681 | 0.06% |
| BRUNSWICK CORP SEDOL 2149309 | 0.06% |
| FNMA FN30 BQ0329 UMBS 02.5000 07/01/2050 | 0.06% |
| UBI SOFT ENTERTA SEDOL B1L3CS6 | 0.06% |
| APOLLO HOSPITALS ENTERPRISE SEDOL 6273583 | 0.06% |
| ENTERGY CORP SEDOL 2317087 | 0.06% |
| KONINKLIJKE AHOLD DELHAIZE N SEDOL BD0Q398 | 0.06% |
| PALTAC CORPORATION SEDOL B61BG94 | 0.06% |
| SHENZHEN MINDRAY BIO-MEDIC-A SEDOL BHQK864 | 0.06% |
| ABBVIE INC 03.2000 11/21/2029 | 0.06% |
| DBS GROUP HOLDINGS LTD SEDOL 6175203 | 0.06% |
| GARMIN LTD SEDOL B3Z5T14 | 0.06% |
| JPMORGAN CHASE & CO 03.9640 11/15/2048 | 0.06% |
| LAFARGEHOLCIM LTD-REG SEDOL 7110753 | 0.06% |
| NIO INC - ADR SEDOL BFZX9H8 | 0.06% |
| TOKYO ELECTRON LTD SEDOL 6895675 | 0.06% |
| CNH INDUSTRIAL NV SEDOL BDSV2V0 | 0.06% |
| FORTESCUE METALS GROUP LTD SEDOL B2B2B49 | 0.06% |
| CK ASSET HOLDINGS LTD SEDOL BYZQ077 | 0.06% |
| AMDOCS LTD SEDOL 2256908 | 0.06% |
| BP PLC SEDOL 0798059 | 0.06% |
| FNMA FN30 BM5024 UMBS 03.0000 11/01/2048 | 0.06% |
| SANY HEAVY INDUSTRY CO LTD-A SEDOL BP3R3H0 | 0.06% |
| SHIN-ETSU CHEMICAL CO LTD SEDOL 6804585 | 0.06% |
| WOOLWORTHS GROUP LTD SEDOL 6981239 | 0.06% |
| DISCOVER FINANCIAL SERVICES SEDOL B1YLC43 | 0.06% |
| KNORR-BREMSE AG SEDOL BD2P9X9 | 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% |
| TOTVS SA SEDOL B10LQP6 | 0.06% |
| AT&T INC P/P 144A 03.5500 09/15/2055 | 0.06% |
| REPUBLIC SERVICES INC SEDOL 2262530 | 0.06% |
| ACCENTURE PLC-CL A SEDOL B4BNMY3 | 0.06% |
| CITIGROUP INC 03.6680 07/24/2028 | 0.06% |
| CDX CDX.NA.IG.35 100.0 12/20/2025 | 0.05% |
| SLM CORP | 0.05% |
| GMO INTERNET INC SEDOL 6170167 | 0.05% |
| MERCADOLIBRE INC SEDOL B23X1H3 | 0.05% |
| MORGAN STANLEY 03.6250 01/20/2027 | 0.05% |
| VISTRA CORP SEDOL BZ8VJQ8 | 0.05% |
| DISCOVERY INC - A SEDOL B3D7K31 | 0.05% |
| JPMORGAN CHASE & CO 03.3750 05/01/2023 | 0.05% |
| JPMORGAN CHASE & CO 03.6250 12/01/2027 | 0.05% |
| LINDE PLC SEDOL BYWD9S5 | 0.05% |
| PETROBRAS GLOBAL FINANCE USD 06.2500 03/17/2024 | 0.05% |
| SARTORIUS STEDIM BIOTECH SEDOL BYZ2QP5 | 0.05% |
| AVALONBAY COMMUNITIES INC SEDOL 2131179 | 0.05% |
| CREDIT AGRICOLE SA SEDOL 7262610 | 0.05% |
| KEYCORP SEDOL 2490911 | 0.05% |
| POYA INTERNATIONAL CO LTD SEDOL 6541826 | 0.05% |
| BANK OF AMERICA CORP 06.1100 01/29/2037 | 0.05% |
| BOOKING HOLDINGS INC SEDOL BDRXDB4 | 0.05% |
| FNMA FN30 BM1172 UMBS 03.0000 03/01/2047 | 0.05% |
| GOLDMAN SACHS GROUP INC 03.8500 01/26/2027 | 0.05% |
| SHIONOGI & CO LTD SEDOL 6804682 | 0.05% |
| DAIWA HOUSE INDUSTRY CO LTD SEDOL 6251363 | 0.05% |
| SALESFORCE.COM INC SEDOL 2310525 | 0.05% |
| BHP GROUP PLC SEDOL BH0P3Z9 | 0.05% |
| CONSTELLATION BRANDS INC-A SEDOL 2170473 | 0.05% |
| CROWN HOLDINGS INC | 0.05% |
| DELTA AIR LINES INC SEDOL B1W9D46 | 0.05% |
| GENTEX CORP SEDOL 2366799 | 0.05% |
| KONINKLIJKE KPN NV SEDOL 5956078 | 0.05% |
| PINNACLE WEST CAPITAL SEDOL 2048804 | 0.05% |
| TREASURY BILL 00.0000 02/02/2021 | 0.05% |
| BRISTOL-MYERS 03.2500 02/20/2023 | 0.05% |
| DNB BANK ASA P/P 144A 02.1500 12/02/2022 | 0.05% |
| WH GROUP LTD SEDOL BLLHKZ1 | 0.05% |
| 3I GROUP PLC SEDOL B1YW440 | 0.05% |
| ASIAN PAINTS LTD SEDOL BCRWL65 | 0.05% |
| AURIZON HOLDINGS LTD SEDOL B87CVM3 | 0.05% |
| CASEYS GENERAL | 0.05% |
| CVS HEALTH CORP 04.7800 03/25/2038 | 0.05% |
| KERING SEDOL 5505072 | 0.05% |
| NEXON CO LTD SEDOL B63QM77 | 0.05% |
| NIPPON TELEGRAPH & TELEPHONE SEDOL 6641373 | 0.05% |
| SIRIUS XM RADIO INC P/P 144A 05.0000 08/01/2027 | 0.05% |
| TELEDYNE TECHNOLOGIES INC SEDOL 2503477 | 0.05% |
| TEMPUR SEALY INTERNATIONAL I SEDOL 2216991 | 0.05% |
| TORONTO-DOMINION BANK USD 01.9000 12/01/2022 | 0.05% |
| APTARGROUP INC SEDOL 2045247 | 0.04% |
| LOGITECH INTERNATIONAL-REG SEDOL B18ZRK2 | 0.04% |
| UNITED MEXICAN STATES USD 05.5500 01/21/2045 | 0.04% |
| IHS MARKIT LTD P/P 144A 04.7500 02/15/2025 | 0.04% |
| MWST 2019-1 A 00.9300 06/25/2052 | 0.04% |
| ORACLE CORP 02.5000 10/15/2022 | 0.04% |
| SONIC HEALTHCARE LTD SEDOL 6821120 | 0.04% |
| SPST 2020-2 A 00.9548 03/26/2021 | 0.04% |
| SWEDBANK AB - A SHARES SEDOL 4846523 | 0.04% |
| TREASURY BILL 00.0000 02/23/2021 | 0.04% |
| UBS GROUP AG P/P 144A 03.4910 05/23/2023 | 0.04% |
| 10X GENOMICS INC-CLASS A SEDOL BKS3RS7 | 0.04% |
| ADECCO GROUP AG-REG SEDOL 7110720 | 0.04% |
| AT&T INC P/P 144A 02.5500 12/01/2033 | 0.04% |
| NOMURA HOLDINGS INC SEDOL 6643108 | 0.04% |
| ALLISON TRANSMISSION HOLDING SEDOL B4PZ892 | 0.04% |
| AXALTA COATING SYSTEMS LTD SEDOL BSFWCF5 | 0.04% |
| DINO POLSKA SA SEDOL BD0YVN2 | 0.04% |
| LAMAR ADVERTISING CO-A SEDOL BSPHGN6 | 0.04% |
| APPLE INC 00.7500 05/11/2023 | 0.04% |
| OPAP SA SEDOL 7107250 | 0.04% |
| BANK LEUMI LE-ISRAEL SEDOL 6076425 | 0.04% |
| BANK OF AMERICA CORP 03.2480 10/21/2027 | 0.04% |
| BRITISH AMERICAN TOBACCO PLC SEDOL 0287580 | 0.04% |
| ELITE MATERIAL CO LTD SEDOL 6316121 | 0.04% |
| LIVE NATION ENTERTAINMENT IN SEDOL B0T7YX2 | 0.04% |
| PORSCHE AUTOMOBIL HLDG-PRF SEDOL 7101069 | 0.04% |
| SALESFORCE.COM INC 03.7000 04/11/2028 | 0.04% |
| ENERGY TRANSFER OPERATNG 06.6250 02/15/2028 | 0.04% |
| FNMA FN30 BC1155 UMBS 03.0000 06/01/2046 | 0.04% |
| FUJITSU LTD SEDOL 6356945 | 0.04% |
| GLAXOSMITHKLINE PLC SEDOL 0925288 | 0.04% |
| INTERPUBLIC GROUP COS 04.6500 10/01/2028 | 0.04% |
| NESTLE HOLDINGS INC P/P 144A 00.3750 01/15/2024 | 0.04% |
| VOLKSWAGEN AG PFD SEDOL 5497168 | 0.04% |
| ATLAS COPCO AB-A SHS SEDOL BD97BN2 | 0.04% |
| BRAMBLES LTD SEDOL B1FJ0C0 | 0.04% |
| CAS 2016-C04 1M2 04.3800 01/25/2029 | 0.04% |
| CDX CDX.NA.HY.35 500.0 12/20/2025 | 0.04% |
| CIA PARANAENSE DE ENERGI-PFB | 0.04% |
| DBUBS 2011-LC3A D P/P 144A 05.3362 08/10/2044 | 0.04% |
| NITTO DENKO CORP SEDOL 6641801 | 0.04% |
| PPG INDUSTRIES INC SEDOL 2698470 | 0.04% |
| UNUM GROUP SEDOL 2433842 | 0.04% |
| ADYEN NV SEDOL BZ1HM42 | 0.04% |
| FNMA FN30 TBA UMBS 04.0000 02/01/2051 | 0.04% |
| LASERTEC CORP SEDOL 6506267 | 0.04% |
| LNSTR 2015-3 B P/P 144A 03.1848 04/20/2048 | 0.04% |
| ONO PHARMACEUTICAL CO LTD SEDOL 6660107 | 0.04% |
| REPUBLIC OF INDONESIA REGS 04.7500 01/08/2026 | 0.04% |
| WILMAR INTERNATIONAL LTD SEDOL B17KC69 | 0.04% |
| WOLTERS KLUWER SEDOL 5671519 | 0.04% |
| FAURECIA SEDOL 4400446 | 0.04% |
| HIKMA PHARMACEUTICALS PLC SEDOL B0LCW08 | 0.04% |
| PETROLEOS MEXICANOS USD 06.8400 01/23/2030 | 0.04% |
| CAS 2020-R01 1M2 02.1800 01/25/2040 | 0.04% |
| CIMAREX ENERGY CO SEDOL 2987521 | 0.04% |
| ITOCHU TECHNO-SOLUTIONS CORP SEDOL 6200194 | 0.04% |
| JUBILANT FOODWORKS LTD SEDOL B3PRM66 | 0.04% |
| M3 INC SEDOL B02K2M3 | 0.04% |
| PANDORA A/S SEDOL B44XTX8 | 0.04% |
| RELIANCE STEEL & ALUMINUM SEDOL 2729068 | 0.04% |
| SUMITOMO TR&BK P/P 144A 00.8000 09/12/2023 | 0.04% |
| T-MOBILE USA INC P/P 144A 03.7500 04/15/2027 | 0.04% |
| WASTE CONNECTIONS INC SEDOL BYVG1F6 | 0.04% |
| ASTRAZENECA PLC SEDOL 0989529 | 0.03% |
| BIOGEN INC SEDOL 2455965 | 0.03% |
| BROADCOM INC 04.1500 11/15/2030 | 0.03% |
| CCO HOLDINGS LLC P/P 144A 05.3750 06/01/2029 | 0.03% |
| COMPANHIA DE LOCACAO DAS AME SEDOL B82CQN4 | 0.03% |
| MICROSOFT CORP 02.4000 08/08/2026 | 0.03% |
| MICROSOFT CORP 03.7000 08/08/2046 | 0.03% |
| OTSUKA CORP SEDOL 6267058 | 0.03% |
| REPUBLIC OF SENEGAL REGS 06.2500 05/23/2033 | 0.03% |
| SPRINT CAPITAL CORPORATION 06.8750 11/15/2028 | 0.03% |
| SPRINT CORP 07.8750 09/15/2023 | 0.03% |
| SYSCO CORP SEDOL 2868165 | 0.03% |
| TELEFONICA EMISIONES SAU USD 04.8950 03/06/2048 | 0.03% |
| UNIVERSAL VISION BIOTECHNOLO SEDOL 6732051 | 0.03% |
| ASSOCIATED BRITISH FOODS PLC SEDOL 0673123 | 0.03% |
| DIRECT LINE INSURANCE GROUP SEDOL BY9D0Y1 | 0.03% |
| KOITO MANUFACTURING CO LTD SEDOL 6496324 | 0.03% |
| NITORI HOLDINGS CO LTD SEDOL 6644800 | 0.03% |
| SUN HUNG KAI PROPERTIES SEDOL 6859927 | 0.03% |
| TWILIO INC - A SEDOL BD6P5Q0 | 0.03% |
| UBS GROUP AG P/P 144A 03.0000 04/15/2021 | 0.03% |
| CACI INTERNATIONAL INC -CL A SEDOL 2159267 | 0.03% |
| CHARTER COMM OPT LLC 06.4840 10/23/2045 | 0.03% |
| COMPUGROUP MEDICAL SE & CO K SEDOL BMY7CH1 | 0.03% |
| DUKE REALTY CORP SEDOL 2284084 | 0.03% |
| DXC TECHNOLOGY CO SEDOL BYXD7B3 | 0.03% |
| EIFFAGE SEDOL B13X013 | 0.03% |
| JONES LANG LASALLE INC SEDOL 2040640 | 0.03% |
| PALO ALTO NETWORKS INC SEDOL B87ZMX0 | 0.03% |
| SCOTTS MIRACLE-GRO CO SEDOL 2781518 | 0.03% |
| SNAM SPA SEDOL 7251470 | 0.03% |
| SUMITOMO MITSUI TRUST HOLDIN SEDOL 6431897 | 0.03% |
| US 10YR ULTRA FUT MAR21 UXYH1 | 0.03% |
| AENA SME SA SEDOL BVRZ8L1 | 0.03% |
| CAS 2015-C04 2M2 05.6800 04/25/2028 | 0.03% |
| CWALT 2006-OA10 4A1 00.5100 08/25/2046 | 0.03% |
| ENI SPA SEDOL 7145056 | 0.03% |
| FAIRFAX FINL HLDGS USD 04.8500 04/17/2028 | 0.03% |
| SINGAPORE EXCHANGE LTD SEDOL 6303866 | 0.03% |
| TAKE-TWO INTERACTIVE SOFTWRE SEDOL 2122117 | 0.03% |
| TRANSDIGM INC. P/P 144A 06.2500 03/15/2026 | 0.03% |
| AGCO CORP SEDOL 2010278 | 0.03% |
| AGL ENERGY LTD SEDOL BSS7GP5 | 0.03% |
| AMERICAN FINANCIAL GROUP INC SEDOL 2134532 | 0.03% |
| CAS 2016-C02 1M2 06.1300 09/25/2028 | 0.03% |
| CELANESE CORP SEDOL B05MZT4 | 0.03% |
| CINTAS CORP SEDOL 2197137 | 0.03% |
| CIT GROUP INC. 05.2500 03/07/2025 | 0.03% |
| EQUINIX INC. 02.9000 11/18/2026 | 0.03% |
| EQUITY LIFESTYLE PROPERTIES SEDOL 2563125 | 0.03% |
| GOLDMAN SACHS GROUP INC 04.2230 05/01/2029 | 0.03% |
| IVORY COAST REGS 06.1250 06/15/2033 | 0.03% |
| JPMORGAN CHASE & CO 04.6000 02/01/2025 | 0.03% |
| LPL FINANCIAL HOLDINGS INC SEDOL B75JX34 | 0.03% |
| ORACLE CORP 04.0000 11/15/2047 | 0.03% |
| POPULAR INC SEDOL B86QM90 | 0.03% |
| UNITEDHEALTH GROUP INC 03.8500 06/15/2028 | 0.03% |
| WILLIAMS COS INC SEDOL 2967181 | 0.03% |
| A-LIVING SMART CITY SVCS 144A SEDOL BFWK4M2 | 0.03% |
| AES CORP SEDOL 2002479 | 0.03% |
| AIR LEASE CORP 04.6250 10/01/2028 | 0.03% |
| APPLE INC 04.2500 02/09/2047 | 0.03% |
| ARROW ELECTRONICS INC SEDOL 2051404 | 0.03% |
| AUTOMATIC DATA PROCESSING SEDOL 2065308 | 0.03% |
| BRISTOL-MYERS 02.9000 07/26/2024 | 0.03% |
| CAS 2016-C01 1M2 06.8800 08/25/2028 | 0.03% |
| CHUGAI PHARMACEUTICAL CO LTD SEDOL 6196408 | 0.03% |
| CK HUTCHISON HOLDINGS LTD SEDOL BW9P816 | 0.03% |
| ENTERPRISE PRODUCTS OPER 04.2500 02/15/2048 | 0.03% |
| FNMA FN40 BF0171 UMBS 04.0000 01/01/2057 | 0.03% |
| INVITATION HOMES INC SEDOL BD81GW9 | 0.03% |
| KINDER MORGAN INC SEDOL B3NQ4P8 | 0.03% |
| MCKESSON CORP SEDOL 2378534 | 0.03% |
| MOODY S CORP | 0.03% |
| NORFOLK SOUTHERN CORP SEDOL 2641894 | 0.03% |
| ORACLE CORP SEDOL 2661568 | 0.03% |
| STANDARD IND INC P/P 144A 05.0000 02/15/2027 | 0.03% |
| TARGA RESOURCES CORP SEDOL B55PZY3 | 0.03% |
| UBER TECHNOLOGIES INC SEDOL BK6N347 | 0.03% |
| UNITED PARCEL SERVICE-CL B SEDOL 2517382 | 0.03% |
| ALKERMES PLC SEDOL B3P6D26 | 0.03% |
| AMERICAN TOWER CORP 03.1250 01/15/2027 | 0.03% |
| ASHLAND GLOBAL HOLDINGS INC SEDOL BYND5N1 | 0.03% |
| AT&T INC SEDOL 2831811 | 0.03% |
| CF INDUSTRIES INC P/P 144A 04.5000 12/01/2026 | 0.03% |
| COUSINS PROPERTIES INC SEDOL BJP0MF6 | 0.03% |
| CSX CORP SEDOL 2160753 | 0.03% |
| ECOLAB INC 02.7000 11/01/2026 | 0.03% |
| FEDEX CORP SEDOL 2142784 | 0.03% |
| FNMA FN30 AS7003 UMBS 03.0000 04/01/2046 | 0.03% |
| GARTNER INC SEDOL 2372763 | 0.03% |
| HCA HEALTHCARE INC SEDOL B4MGBG6 | 0.03% |
| INTL BUSINESS MACHINES CORP SEDOL 2005973 | 0.03% |
| MGIC INVESTMENT CORP SEDOL 2548616 | 0.03% |
| NOVARTIS CAPITAL CORP 04.0000 11/20/2045 | 0.03% |
| REINSURANCE GROUP OF AMERICA SEDOL 2731193 | 0.03% |
| SQUARE INC - A SEDOL BYNZGK1 | 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% |
| ASHTEAD CAPITAL INC P/P 144A 04.3750 08/15/2027 | 0.03% |
| BERRY GLOBAL GROUP INC SEDOL B8BR3H3 | 0.03% |
| DEVON ENERGY CORP SEDOL 2480677 | 0.03% |
| DOVER CORP SEDOL 2278407 | 0.03% |
| EOG RESOURCES INC SEDOL 2318024 | 0.03% |
| FIDELITY NATIONAL FINANCIAL SEDOL BNBRDD4 | 0.03% |
| FLEETCOR TECHNOLOGIES INC SEDOL B4R28B3 | 0.03% |
| GENERAL MOTORS FINL CO 04.0000 10/06/2026 | 0.03% |
| MRAIT 2020-2 A2 | 0.03% |
| ORACLE CORP 02.5000 05/15/2022 | 0.03% |
| REP OF INDONESIA P/P 144A 04.3500 01/08/2027 | 0.03% |
| SMC CORP SEDOL 6763965 | 0.03% |
| TOKYO GAS CO LTD SEDOL 6895448 | 0.03% |
| UNILEVER PLC SEDOL B10RZP7 | 0.03% |
| BANK OF MONTREAL USD 03.1000 04/13/2021 | 0.03% |
| BOC HONG KONG HOLDINGS LTD SEDOL 6536112 | 0.03% |
| BROADCOM CRP / CAYM 03.5000 01/15/2028 | 0.03% |
| BROTHER INDUSTRIES LTD SEDOL 6146500 | 0.03% |
| CHEMOURS CO/THE SEDOL BZ0CTP8 | 0.03% |
| COLES GROUP LTD SEDOL BYWR0T5 | 0.03% |
| DANSKE BANK A/S P/P 144A 02.7000 03/02/2022 | 0.03% |
| DISH DBS CORP 05.8750 11/15/2024 | 0.03% |
| FAIR ISAAC CORP SEDOL 2330299 | 0.03% |
| LINCOLN NATIONAL CORP SEDOL 2516378 | 0.03% |
| MRAIT 2020-12 A1X 01.4765 07/15/2021 | 0.03% |
| NRG ENERGY INC P/P 144A 04.4500 06/15/2029 | 0.03% |
| UNITEDHEALTH GROUP INC 03.1500 06/15/2021 | 0.03% |
| YUM BRANDS INC SEDOL 2098876 | 0.03% |
| ZURICH INSURANCE GROUP AG SEDOL 5983816 | 0.03% |
| AMAZON.COM INC. 02.5000 11/29/2022 | 0.02% |
| APACHE CORP SEDOL 2043962 | 0.02% |
| CAPGEMINI SE SEDOL 4163437 | 0.02% |
| FNMA FN30 BJ9256 UMBS 04.0000 06/01/2048 | 0.02% |
| MICHELIN (CGDE) SEDOL 4588364 | 0.02% |
| REPUBLIC OF PERU USD 02.3920 01/23/2026 | 0.02% |
| SEI INVESTMENTS COMPANY SEDOL 2793610 | 0.02% |
| SPX 20211217 C 4150.00CITI | 0.02% |
| SUNDRUG CO LTD SEDOL 6817895 | 0.02% |
| US BANCORP 02.6250 01/24/2022 | 0.02% |
| BANK OF AMERICA CORP 03.4990 05/17/2022 | 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 05.8300 04/25/2028 | 0.02% |
| CHENIERE CORP CHRIST 05.1250 06/30/2027 | 0.02% |
| CLP HOLDINGS LTD SEDOL 6097017 | 0.02% |
| FNMA FN30 BC2733 UMBS 03.0000 05/01/2046 | 0.02% |
| ISRAEL DISCOUNT BANK -A SEDOL 6451271 | 0.02% |
| PNC BANK NA 02.0280 12/09/2022 | 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% |
| SAREPTA THERAPEUTICS INC SEDOL B8DPDT7 | 0.02% |
| TAYLOR WIMPEY PLC SEDOL 0878230 | 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% |
| YAMATO HOLDINGS CO LTD SEDOL 6985565 | 0.02% |
| CALPINE CORP P/P 144A 04.5000 02/15/2028 | 0.02% |
| COMCAST CORP 03.9690 11/01/2047 | 0.02% |
| COMM 2010-C1 D P/P 144A 05.7920 07/10/2046 | 0.02% |
| DAITO TRUST CONSTRUCT CO LTD SEDOL 6250508 | 0.02% |
| DIGITAL REALTY TRUST LP 04.7500 10/01/2025 | 0.02% |
| FNMA FN30 AS8056 UMBS 03.0000 10/01/2046 | 0.02% |
| GENERAL ELECTRIC CO SEDOL 2380498 | 0.02% |
| GSMS 2014-GC22 C 04.6918 06/10/2047 | 0.02% |
| PULTEGROUP INC 05.5000 03/01/2026 | 0.02% |
| REPUBLIC OF PERU USD 08.7500 11/21/2033 | 0.02% |
| VERTIV TLB L+300 03.1195 03/02/2027 | 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% |
| ASML HOLDING NV SEDOL B929F46 | 0.02% |
| AT&T INC 04.7500 05/15/2046 | 0.02% |
| BERKELEY GROUP HOLDINGS/THE SEDOL B02L3W3 | 0.02% |
| CAS 2017-C01 1M2 03.6800 07/25/2029 | 0.02% |
| COMMONWEALTH BK AUST P/P 144A 03.1500 09/19/2027 | 0.02% |
| CREDIT SUISSE NEW YORK 02.8000 04/08/2022 | 0.02% |
| CWALT 2006-OA7 1A2 01.4391 06/25/2046 | 0.02% |
| E.ON SE SEDOL 4942904 | 0.02% |
| ENERGY TRANSFER OPERATNG 03.7500 05/15/2030 | 0.02% |
| HENDERSON LAND DEVELOPMENT SEDOL 6420538 | 0.02% |
| KINDER MORGAN INC 03.1500 01/15/2023 | 0.02% |
| KRAFT HEINZ FOODS CO 03.0000 06/01/2026 | 0.02% |
| MSBAM 2014-C17 C 04.4831 08/15/2047 | 0.02% |
| NH FOODS LTD SEDOL 6640767 | 0.02% |
| STANLEY ELECTRIC CO LTD SEDOL 6841106 | 0.02% |
| TENET HEALTHCARE P/P 144A 04.8750 01/01/2026 | 0.02% |
| AIR LEASE CORP 03.2500 10/01/2029 | 0.02% |
| AMERICAN ELECTRIC POWER 04.3000 12/01/2028 | 0.02% |
| AMERICAN EXPRESS COMPANY 02.6500 12/02/2022 | 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% |
| MET LIFE GLOB P/P 144A 02.4000 06/17/2022 | 0.02% |
| MORGAN STANLEY 04.3750 01/22/2047 | 0.02% |
| PERSIMMON PLC SEDOL 0682538 | 0.02% |
| SHELL INTERNATIONAL FIN USD 02.8750 05/10/2026 | 0.02% |
| SPECTRUM BRANDS HOLDINGS INC SEDOL BDRYFB1 | 0.02% |
| SPST 2020-6 A 01.8800 09/07/2021 | 0.02% |
| THE AES CORPORATION P/P 144A 02.4500 01/15/2031 | 0.02% |
| AUTO TRADER GROUP PLC SEDOL BVYVFW2 | 0.02% |
| BPCE SA P/P 144A 04.5000 03/15/2025 | 0.02% |
| COMM 2014-CR19 AM 04.0800 08/10/2047 | 0.02% |
| DOMINICAN REPUBLIC REGS 05.9500 01/25/2027 | 0.02% |
| ICL GROUP LTD SEDOL 6455530 | 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% |
| MAGELLAN FINANCIAL GROUP LTD SEDOL B015YX4 | 0.02% |
| MICROCHIP TECH INC 04.3330 06/01/2023 | 0.02% |
| NORTHROP GRUMMAN CORP 03.2500 01/15/2028 | 0.02% |
| NRG P/P 144A 03.7500 06/15/2024 | 0.02% |
| OBAYASHI CORP SEDOL 6656407 | 0.02% |
| ORACLE CORP 02.6500 07/15/2026 | 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-WL1 A 01.2800 06/25/2051 | 0.02% |
| T-MOBILE USA INC P/P 144A 02.2500 11/15/2031 | 0.02% |
| TPAT 2018-SL1 A P/P 144A 00.7493 01/25/2046 | 0.02% |
| TRK 2019-1 A1 04.3356 03/25/2022 | 0.02% |
| AMERICAN TOWER CORPORATION 02.7500 01/15/2027 | 0.02% |
| ANHEUSER-BUSCH CO/IN 03.6500 02/01/2026 | 0.02% |
| CAS 2016-C05 2M2 04.5800 01/25/2029 | 0.02% |
| CENTENE CORP 04.6250 12/15/2029 | 0.02% |
| CFCRE 2011-C2 E P/P 144A 05.7395 12/15/2047 | 0.02% |
| CITIGROUP INC 04.5000 01/14/2022 | 0.02% |
| COMM 2013-CR13 C 04.8853 11/10/2046 | 0.02% |
| CSC HOLDINGS LLC 05.2500 06/01/2024 | 0.02% |
| FHLMC FR30 ZS4703 UMBS 03.0000 02/01/2047 | 0.02% |
| GLOBAL PAYMENTS INC 04.0000 06/01/2023 | 0.02% |
| GSMS 2011-GC3 D P/P 144A 05.4305 03/10/2044 | 0.02% |
| HCA INC. 05.3750 09/01/2026 | 0.02% |
| JPMBB 2014-C19 C 04.6767 04/15/2047 | 0.02% |
| JPMBB 2015-C29 B 04.1180 05/15/2048 | 0.02% |
| MET LIFE GLOB P/P 144A 01.9500 01/13/2023 | 0.02% |
| MRAIT 2020-11 A1X 01.9000 04/23/2021 | 0.02% |
| NETFLIX INC P/P 144A 05.3750 11/15/2029 | 0.02% |
| NEUROCRINE BIOSCIENCES INC SEDOL 2623911 | 0.02% |
| ORACLE CORP 01.9000 09/15/2021 | 0.02% |
| REPUBLIC OF CHILE USD 02.4500 01/31/2031 | 0.02% |
| SPST 2020-13 A 01.6300 10/10/2021 | 0.02% |
| SPST 2020-15 A 01.5000 12/10/2021 | 0.02% |
| STAPLES INC P/P 144A 07.5000 04/15/2026 | 0.02% |
| SUZUKEN CO LTD SEDOL 6865560 | 0.02% |
| WFRBS 2011-C3 D P/P 144A 05.6338 03/15/2044 | 0.02% |
| YANGZIJIANG SHIPBUILDING SEDOL B1VT035 | 0.02% |
| BANK OF AMERICA CORP 06.1000 12/29/2049 | 0.02% |
| BT GROUP PLC SEDOL 3091357 | 0.02% |
| CIGNA CORP 03.9000 02/15/2022 | 0.02% |
| CISCO SYSTEMS INC 02.2000 02/28/2021 | 0.02% |
| COCA-COLA EUROPEAN PARTNERS SEDOL BYQQ3P5 | 0.02% |
| CREDIT SUISSE GRP AG P/P 144A 06.2500 12/18/2024 | 0.02% |
| CSAIL 2020-C19 XA IO 01.1205 03/15/2053 | 0.02% |
| DIVERSIFIED HEALTHCARE T 09.7500 06/15/2025 | 0.02% |
| EXXON MOBIL CORPORATION 02.2220 03/01/2021 | 0.02% |
| GALAXY ENT GRP L SEDOL 6465874 | 0.02% |
| GJENSIDIGE FORSIKRING ASA SEDOL B4PH0C5 | 0.02% |
| INTERCONTINENTALEXCHANGE 02.6500 09/15/2040 | 0.02% |
| RAYTHEON TECH CORP 04.1250 11/16/2028 | 0.02% |
| REPUBLIC OF PARAGUAY REGS 04.7000 03/27/2027 | 0.02% |
| SAMI 2007-AR7 1A1 00.9800 05/25/2047 | 0.02% |
| SHRP 2020-1 NOTE 03.1178 07/25/2024 | 0.02% |
| STACR 2015-DNA3 M3 04.8300 04/25/2028 | 0.02% |
| SWISS LIFE HOLDING AG-REG SEDOL 7437805 | 0.02% |
| TORONTO-DOMINION BANK USD 03.6250 09/15/2031 | 0.02% |
| WILLIS TOWERS WATSON PLC USD 05.7500 03/15/2021 | 0.02% |
| ACS ACTIVIDADES SEDOL B01FLQ6 | 0.02% |
| ALLY FINANCIAL INC 08.0000 11/01/2031 | 0.02% |
| ALPHABET INC 03.6250 05/19/2021 | 0.02% |
| ARCELORMITTAL USD 07.2500 10/15/2039 | 0.02% |
| BIOGEN INC 03.6250 09/15/2022 | 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% |
| GCP APPLIED TECH P/P 144A 05.5000 04/15/2026 | 0.02% |
| GLOBAL MEDICAL RESPONS L+475 05.7500 10/02/2025 | 0.02% |
| IHEARTCOMMUNICATIONS INC 08.3750 05/01/2027 | 0.02% |
| JOHNSON CONTROLS INTL PL 04.5000 02/15/2047 | 0.02% |
| MEREDITH CORP 06.8750 02/01/2026 | 0.02% |
| MONDELEZ INT HOLD NE P/P 144A 02.1250 09/19/2022 | 0.02% |
| NETFLIX INC. 05.8750 11/15/2028 | 0.02% |
| NOVELIS CORP P/P 144A 04.7500 01/30/2030 | 0.02% |
| ONEMAIN HOLDINGS INC SEDOL BYSZB89 | 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% |
| UBS AG LONDON P/P 144A 01.7500 04/21/2022 | 0.02% |
| WALT DISNEY COMPANY 07.7500 12/01/2045 | 0.02% |
| CGCMT 2014-GC21 AS 04.0260 05/10/2047 | 0.02% |
| CIGNA CORP 03.7500 07/15/2023 | 0.02% |
| COMCAST CORPORATION 03.3750 02/15/2025 | 0.02% |
| CSC HOLDINGS LLC P/P 144A 07.5000 04/01/2028 | 0.02% |
| FIRST QUANTUM MINERA P/P 144A 07.5000 04/01/2025 | 0.02% |
| FISHER PAYKEL SEDOL 6340250 | 0.02% |
| FNMA FN30 AS7154 UMBS 03.0000 05/01/2046 | 0.02% |
| HESS MIDSTREAM P P/P 144A 05.6250 02/15/2026 | 0.02% |
| JPMCC 2012-C6 E P/P 144A 05.1417 05/15/2045 | 0.02% |
| KEURIG DR PEPPER INC 04.5970 05/25/2028 | 0.02% |
| LBMLT 2004-1 A2 00.9300 02/25/2034 | 0.02% |
| MATCH GRP HLD II LLC P/P 144A 04.6250 06/01/2028 | 0.02% |
| MBX.FN30.500.10 R USL1M P 01/12/41 BC | 0.02% |
| MERCK & CO INC 03.7000 02/10/2045 | 0.02% |
| NAVISTAR INTL TLB L+350 03.6300 11/06/2024 | 0.02% |
| NEWMARKET CORP SEDOL B01CGF1 | 0.02% |
| NOVELIS CORP P/P 144A 05.8750 09/30/2026 | 0.02% |
| ONCOR ELECTRIC DELIV 03.7500 04/01/2045 | 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% |
| WFRBS 2014-C22 XA IO 00.8042 09/15/2057 | 0.02% |
| ARES CAPITAL CORP 03.8750 01/15/2026 | 0.02% |
| BP CAPITAL MARKETS PLC USD 03.2790 09/19/2027 | 0.02% |
| CFCRE 2017-C8 B 04.1985 06/15/2050 | 0.02% |
| CITIGROUP INC 02.9000 12/08/2021 | 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% |
| DUKE ENERGY OHIO INC 03.6500 02/01/2029 | 0.02% |
| EOG RESOURCES INC 02.6250 03/15/2023 | 0.02% |
| FAIRFAX US INC P/P 144A 04.8750 08/13/2024 | 0.02% |
| FIDELITY NATL INFO SERV 03.7500 05/21/2029 | 0.02% |
| HARGREAVES LANSDOWN PLC SEDOL B1VZ0M2 | 0.02% |
| HUNTSMAN INTERNATIONAL L 04.5000 05/01/2029 | 0.02% |
| JPMBB 2014-C22 C 04.5535 09/15/2047 | 0.02% |
| KAKAKU.COM INC SEDOL 6689533 | 0.02% |
| MSBAM 2012-C6 D P/P 144A 04.6056 11/15/2045 | 0.02% |
| NIPPON EXPRESS CO LTD SEDOL 6642127 | 0.02% |
| OMNICOM GP/OMNICOM CAP 03.6000 04/15/2026 | 0.02% |
| PERTAMINA PERSERO PT P/P 144A 04.3000 05/20/2023 | 0.02% |
| SOCIETE GENERALE P/P 144A 05.3750 11/18/2050 | 0.02% |
| T-MOBILE USA INC P/P 144A 03.8750 04/15/2030 | 0.02% |
| WAMU 2005-AR12 1A8 02.9241 10/25/2035 | 0.02% |
| WESTROCK MWV LLC 08.2000 01/15/2030 | 0.02% |
| APPLE INC 02.8500 05/06/2021 | 0.01% |
| ARD FINANCE SA P/P 144A 06.5000 06/30/2027 | 0.01% |
| BAKER HUGHES CO SEDOL BDHLTQ5 | 0.01% |
| BNP PARIBAS P/P 144A 02.5880 08/12/2035 | 0.01% |
| BRAND ENERGY TL L+425 05.2500 06/21/2024 | 0.01% |
| CANTOR FITZGERALD LP P/P 144A 06.5000 06/17/2022 | 0.01% |
| CHECK POINT SOFTWARE TECH SEDOL 2181334 | 0.01% |
| CHEVRON CORP 02.1000 05/16/2021 | 0.01% |
| CWALT 2005-59 1A1 00.7895 11/20/2035 | 0.01% |
| DIAMOND 1 FIN/DIAM P/P 144A 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% |
| GENTING SINGAPORE LTD SEDOL BDRTVP2 | 0.01% |
| GLENCORE FUNDING LLC P/P 144A 04.0000 04/16/2025 | 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 05.4305 03/10/2044 | 0.01% |
| HOME DEPOT INC 02.6250 06/01/2022 | 0.01% |
| IBM CORP 01.8750 08/01/2022 | 0.01% |
| KOBAYASHI PHARMACEUTICAL CO SEDOL 6149457 | 0.01% |
| MCAS 2019-01 M7 P/P 144A 01.8300 10/15/2049 | 0.01% |
| MORGAN STANLEY 05.5000 07/28/2021 | 0.01% |
| MSC 2011-C3 B P/P 144A 05.2443 07/15/2049 | 0.01% |
| POMEGRANATE MERGER S P/P 144A 09.7500 05/01/2023 | 0.01% |
| PPSI 2004-WCW2 M3 01.1800 10/25/2034 | 0.01% |
| SOLENIS 1STL L+400 04.2330 06/26/2025 | 0.01% |
| SPST 2021-WL1 A 01.2980 01/26/2054 | 0.01% |
| TOWNSQUARE MEDIA INC P/P 144A 06.8750 02/01/2026 | 0.01% |
| VERIZON COMMUNICATIONS 04.4000 11/01/2034 | 0.01% |
| VERIZON COMMUNICATIONS 05.2500 03/16/2037 | 0.01% |
| VIACOMCBS INC 04.2000 06/01/2029 | 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% |
| BAFC 2005-B 3M1 00.8059 04/20/2035 | 0.01% |
| BERKSHIRE HATHAWAY FIN 02.8500 10/15/2050 | 0.01% |
| BMW US CAPITAL LLC P/P 144A 03.9500 08/14/2028 | 0.01% |
| BPCE SA P/P 144A 05.1500 07/21/2024 | 0.01% |
| CAMPBELL SOUP CO SEDOL 2162845 | 0.01% |
| CAS 2016-C06 1M2 04.3800 04/25/2029 | 0.01% |
| CITIGROUP INC 03.8870 01/10/2028 | 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% |
| DELTA/SKYMILES P/P 144A 04.7500 10/20/2028 | 0.01% |
| ENERGY TRANSFER OPERA 05.8750 01/15/2024 | 0.01% |
| ERAC USA FINANCE LLC P/P 144A 07.0000 10/15/2037 | 0.01% |
| FMC CORP SEDOL 2328603 | 0.01% |
| FNMA FN30 AS8074 UMBS 03.0000 10/01/2046 | 0.01% |
| FORD MOTOR COMPANY 09.0000 04/22/2025 | 0.01% |
| GEORGIA-PACIFIC LLC P/P 144A 02.1000 04/30/2027 | 0.01% |
| GOOGLE INC 03.3750 02/25/2024 | 0.01% |
| GRAY TELEVISION INC P/P 144A 07.0000 05/15/2027 | 0.01% |
| GREAT LAKES D&D 08.0000 05/15/2022 | 0.01% |
| GSMS 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% |
| INTELSAT JACKSON HLD P/P 144A 09.7500 07/15/2025 | 0.01% |
| IRON MOUNTAIN INC P/P 144A 04.8750 09/15/2027 | 0.01% |
| IVORY COAST REGS 05.3750 07/23/2024 | 0.01% |
| JEFFERIES FINANCIAL GROUP IN SEDOL BG0Q4Z2 | 0.01% |
| JPMCC 2012-C8 D P/P 144A 04.6700 10/15/2045 | 0.01% |
| JPMCC 2014-C20 AS 04.0432 07/15/2047 | 0.01% |
| KRAFT HEINZ FOODS CO 05.0000 07/15/2035 | 0.01% |
| MATTEL INC P/P 144A 05.8750 12/15/2027 | 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% |
| PETROBRAS GLOBAL FINANCE USD 07.3750 01/17/2027 | 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% |
| SCIENTIFIC GAMES P/P 144A 07.2500 11/15/2029 | 0.01% |
| SILGAN HOLDINGS INC SEDOL 2809324 | 0.01% |
| SPRINT CORP 07.2500 09/15/2021 | 0.01% |
| STACR 2016-HQA2 M3 05.2800 11/25/2028 | 0.01% |
| TERRIER MEDIA BU P/P 144A 08.8750 12/15/2027 | 0.01% |
| TRANSUNION SEDOL BYMWL86 | 0.01% |
| TTM TECHNOLOGIES INC P/P 144A 05.6250 10/01/2025 | 0.01% |
| UNIVAR SOLUTIONS P/P 144A 05.1250 12/01/2027 | 0.01% |
| VIACOMCBS INC 02.9000 01/15/2027 | 0.01% |
| VIDEOTRON LTD USD 05.0000 07/15/2022 | 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 04.2744 07/15/2046 | 0.01% |
| WFCM 2019-C52 XA IO 01.6171 08/15/2052 | 0.01% |
| ZOETIS INC 03.9000 08/20/2028 | 0.01% |
| ZOETIS INC SEDOL B95WG16 | 0.01% |
| APPLE INC 04.3750 05/13/2045 | 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% |
| CARRIAGE SVCS INC P/P 144A 06.6250 06/01/2026 | 0.01% |
| CAS 2016-C03 2M2 06.0300 10/25/2028 | 0.01% |
| CCO HLDGS LLC/CAP C P/P 144A 05.5000 05/01/2026 | 0.01% |
| CELANESE US HOLDINGS LLC 03.5000 05/08/2024 | 0.01% |
| COMM 2014-CR18 C 04.7462 07/15/2047 | 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 00.8860 09/25/2029 | 0.01% |
| GNR 2015-H25 BI IO 01.9407 10/20/2065 | 0.01% |
| INTL FLAVOR & FRAGRANCES 04.4500 09/26/2028 | 0.01% |
| KEURIG DR PEPPER INC 04.4170 05/25/2025 | 0.01% |
| LMAT 2019-GS7 A1 03.2500 11/25/2059 | 0.01% |
| LMAT 2020-GS1 A1 02.8820 10/25/2059 | 0.01% |
| LPL HOLDINGS INC P/P 144A 05.7500 09/15/2025 | 0.01% |
| MATTAMY GROUP CORP P/P 144A 05.2500 12/15/2027 | 0.01% |
| MSC 2011-C3 A4 04.1180 07/15/2049 | 0.01% |
| NEXSTAR ESCROW P/P 144A 05.6250 07/15/2027 | 0.01% |
| NIELSEN CO LUXEM P/P 144A 05.0000 02/01/2025 | 0.01% |
| PACIFIC GAS & ELECTRIC 02.5000 02/01/2031 | 0.01% |
| PARK-OHIO INDUSTRIES INC 06.6250 04/15/2027 | 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% |
| STEVENS HLDG CO INC P/P 144A 06.1250 10/01/2026 | 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% |
| 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% |
| WFCM 2017-C39 A5 03.4180 09/15/2050 | 0.01% |
| WFCM 2019-C49 AS 04.2440 03/15/2052 | 0.01% |
| WFRBS 2011-C5 D P/P 144A 05.6556 11/15/2044 | 0.01% |
| WFRBS 2013-C11 C 04.1995 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% |
| ALPHABET INC 01.9980 08/15/2026 | 0.01% |
| ANCESTRY.COM 1L L+400 04.5000 11/24/2027 | 0.01% |
| CAS 2016-C01 2M2 07.0800 08/25/2028 | 0.01% |
| CF INDUSTRIES INC 04.9500 06/01/2043 | 0.01% |
| CGCMT 2018-C6 B 04.7380 11/10/2051 | 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% |
| CLUBCORP HLDG INC P/P 144A 08.5000 09/15/2025 | 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% |
| ERAC USA FINANCE LLC P/P 144A 05.6250 03/15/2042 | 0.01% |
| FHLMC FR30 ZS9547 UMBS 04.0000 09/01/2045 | 0.01% |
| FHMS K087 X1 IO 00.3624 12/25/2028 | 0.01% |
| FHMS K105 X1 IO 01.5230 01/25/2030 | 0.01% |
| FORD MOTOR CREDIT CO LLC 04.0000 11/13/2030 | 0.01% |
| GREIF INC P/P 144A 06.5000 03/01/2027 | 0.01% |
| HOWARD HUGHES CORP P/P 144A 05.3750 03/15/2025 | 0.01% |
| 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% |
| IPALCO ENTPRS IN P/P 144A 04.2500 05/01/2030 | 0.01% |
| ISTAR INC 04.7500 10/01/2024 | 0.01% |
| JOHNSON CONTROLS INTL PL 04.9500 07/02/2064 | 0.01% |
| JPMCC 2013-C16 AS 04.5169 12/15/2046 | 0.01% |
| L3HARRIS TECH INC 04.4000 06/15/2028 | 0.01% |
| MITSUBISHI UFJ FIN GRP USD 03.5350 07/26/2021 | 0.01% |
| MSBAM 2014-C14 C 05.0502 02/15/2047 | 0.01% |
| ORTHO-CLINICAL TLB L+325 03.3940 06/30/2025 | 0.01% |
| OSHKOSH CORP 04.6000 05/15/2028 | 0.01% |
| PRECISION DRILL P/P 144A 07.1250 01/15/2026 | 0.01% |
| ROCKET SOFTWARE INC P/P 144A 06.5000 02/15/2029 | 0.01% |
| 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% |
| STACR 2017-DNA2 M2 03.5800 10/25/2029 | 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% |
| TRUIST FINANCIAL CORP 04.8000 12/31/2099 | 0.01% |
| UBSCM 2012-C1 C P/P 144A 05.5688 05/10/2045 | 0.01% |
| UNITEDHEALTH GROUP INC 04.7000 02/15/2021 | 0.01% |
| VISTRA OPERATION P/P 144A 05.5000 09/01/2026 | 0.01% |
| WERNER FINCO LP/INC P/P 144A 08.7500 07/15/2025 | 0.01% |
| WFCM 2013-LC12 AS 04.2744 07/15/2046 | 0.01% |
| ABBVIE INC P/P 03.8000 03/15/2025 | 0.01% |
| AIRBUS SE SEDOL 4012250 | 0.01% |
| ALLEGHENY TECHNOLOGIES INC 07.8750 08/15/2023 | 0.01% |
| ALLIANT HOLDINGS P/P 144A 06.7500 10/15/2027 | 0.01% |
| ALTICE FRANCE P/P 144A 10.5000 05/15/2027 | 0.01% |
| AMERICAN BATH 1L L+450 05.2500 11/23/2027 | 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% |
| ASCEND LEARNING LLC P/P 144A 06.8750 08/01/2025 | 0.01% |
| ASTELLAS PHARMA INC SEDOL 6985383 | 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% |
| CD 2017-CD3 A4 03.6310 02/10/2050 | 0.01% |
| CGCMT 2014-GC19 AS 04.3450 03/10/2047 | 0.01% |
| CHAMPIONX CORP 06.3750 05/01/2026 | 0.01% |
| CMLTI 2005-2 1A2A 03.0637 05/25/2035 | 0.01% |
| COMM 2014-CR17 C 04.7831 05/10/2047 | 0.01% |
| COMM 2014-LC15 AM 04.1980 04/10/2047 | 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% |
| DEUTSCHE TELEKOM INT FIN USD 08.7500 06/15/2030 | 0.01% |
| DIAMOND SPORTS GR/DI P/P 144A 06.6250 08/15/2027 | 0.01% |
| ELANCO ANIMAL HEALTH 05.9000 08/28/2028 | 0.01% |
| ENTERCOM MEDIA CORP P/P 144A 07.2500 11/01/2024 | 0.01% |
| EQUINIX INC 03.2000 11/18/2029 | 0.01% |
| GALAPAGOS NV SEDOL B07Q2V5 | 0.01% |
| GLOBAL PAYMENTS INC 02.9000 05/15/2030 | 0.01% |
| HUB INTL LTD P/P 144A 07.0000 05/01/2026 | 0.01% |
| ICICI BANK LTD SEDOL BSZ2BY7 | 0.01% |
| INDIGO NATURAL RES L P/P 144A 05.3750 02/01/2029 | 0.01% |
| L BRANDS INC 07.5000 06/15/2029 | 0.01% |
| MITSUBISHI UFJ FIN GRP USD 03.8500 03/01/2026 | 0.01% |
| MSBAM 2013-C8 B 03.5588 12/15/2048 | 0.01% |
| MSBAM 2014-C15 A4 04.0510 04/15/2047 | 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% |
| PENN NATIONAL GAMING P/P 144A 05.6250 01/15/2027 | 0.01% |
| PROVIDENT FDG/PFG FI P/P 144A 06.3750 06/15/2025 | 0.01% |
| PRUDENTIAL FINANCIAL INC 05.2000 03/15/2044 | 0.01% |
| REP OF INDONESIA P/P 144A 03.3750 04/15/2023 | 0.01% |
| SANTOS LTD SEDOL 6776703 | 0.01% |
| SERVICENOW INC 01.4000 09/01/2030 | 0.01% |
| SHERWIN-WILLIAMS CO 03.4500 06/01/2027 | 0.01% |
| TARGA RESOURCES PART 05.0000 01/15/2028 | 0.01% |
| TCI COMMUNICATIONS INC 07.1250 02/15/2028 | 0.01% |
| TRONOX FINANCE PLC P/P 144A 05.7500 10/01/2025 | 0.01% |
| UNITEDHEALTH GROUP INC 03.9500 10/15/2042 | 0.01% |
| US BANCORP 02.9500 07/15/2022 | 0.01% |
| WAMU 2004-AR12 A2B 01.0500 10/25/2044 | 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 01.0883 08/15/2050 | 0.01% |
| WYNN LAS VEGAS P/P 144A 05.2500 05/15/2027 | 0.01% |
| WYNN RESORTS FIN LLC P/P 144A 05.1250 10/01/2029 | 0.01% |
| ZOETIS INC 02.0000 05/15/2030 | 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 AXLE & MFG INC 06.8750 07/01/2028 | 0.01% |
| ANHEUSER-BUSCH INBEV WOR 05.5500 01/23/2049 | 0.01% |
| ARDAGH PKG FIN/HLDGS P/P 144A 05.2500 08/15/2027 | 0.01% |
| BANFF MERGER SUB INC P/P 144A 09.7500 09/01/2026 | 0.01% |
| BANK 2019-BN20 XA IO 00.8375 09/15/2062 | 0.01% |
| BAUSCH HLTH COS INC P/P 144A 07.0000 03/15/2024 | 0.01% |
| BIG RVR STL/FIN P/P 144A 06.6250 01/31/2029 | 0.01% |
| BMIR 2019-4A M1C P/P 144A 02.6300 10/25/2029 | 0.01% |
| BRISTOL-MYERS 02.2500 08/15/2021 | 0.01% |
| CALLON PETROLEUM CO 06.2500 04/15/2023 | 0.01% |
| CD 2017-CD6 AM 03.7090 11/13/2050 | 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% |
| 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% |
| CONSTELLIUM SE P/P 144A 05.8750 02/15/2026 | 0.01% |
| CRED SUIS GP FUN LTD USD 03.4500 04/16/2021 | 0.01% |
| CSAIL 2019-C15 B 04.4757 03/15/2052 | 0.01% |
| CWALT 2006-OA19 A1 00.3109 02/20/2047 | 0.01% |
| DIEBOLD NIXDORF INC 08.5000 04/15/2024 | 0.01% |
| DISH NETWORK CV 03.3750 08/15/2026 | 0.01% |
| DOLLAR GENERAL CORP 03.2500 04/15/2023 | 0.01% |
| ENDEAVOR ENERGY P/P 144A 06.6250 07/15/2025 | 0.01% |
| FHMS K104 XAM 01.3839 01/25/2030 | 0.01% |
| FHMS K121 X1 IO 01.0288 10/25/2030 | 0.01% |
| FIDELITY NATIONAL INFORM 04.2500 05/15/2028 | 0.01% |
| FIVE CORNERS FUNDING P/P 144A 04.4190 11/15/2023 | 0.01% |
| FORD MOTOR CREDIT CO LLC 04.2710 01/09/2027 | 0.01% |
| FREEPORT-MCMORAN INC 04.3750 08/01/2028 | 0.01% |
| GENERAL MOTORS CO 05.9500 04/01/2049 | 0.01% |
| GSMS 2012-GC6 AS P/P 144A 04.9480 01/12/2045 | 0.01% |
| GSMS 2013-GCJ14 B P/P 144A 04.7428 08/10/2046 | 0.01% |
| GW B-CR SECURITY P/P 144A 09.5000 11/01/2027 | 0.01% |
| HCA INC 04.1250 06/15/2029 | 0.01% |
| HCA INC 05.2500 06/15/2026 | 0.01% |
| ING BANK NV P/P 144A 05.8000 09/25/2023 | 0.01% |
| INTERCONTINENTALEXCHANGE 01.8500 09/15/2032 | 0.01% |
| JPMBB 2013-C12 B 04.0992 07/15/2045 | 0.01% |
| JPMCC 2010-C2 C P/P 144A 05.6546 11/15/2043 | 0.01% |
| JPMCC 2013-LC11 C 03.9582 04/15/2046 | 0.01% |
| JPMCC 2013-LC11 X IO 01.2463 04/15/2046 | 0.01% |
| L3HARRIS TECH INC 03.8500 12/15/2026 | 0.01% |
| LNSTR 2017-5 AS P/P 144A 04.0210 03/10/2050 | 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% |
| MICROCHIP TECH INC P/P 144A 04.2500 09/01/2025 | 0.01% |
| NATIONAL AUSTRALIA BK/NY 02.8750 04/12/2023 | 0.01% |
| NATWEST GROUP PLC USD 04.8920 05/18/2029 | 0.01% |
| NAVISTAR INTL CORP P/P 144A 06.6250 11/01/2025 | 0.01% |
| OCCIDENTAL PETROLEUM COR 06.4500 09/15/2036 | 0.01% |
| ONEMAIN FINANCE CORP 05.3750 11/15/2029 | 0.01% |
| PANTHER BF AGGRE 2 P/P 144A 08.5000 05/15/2027 | 0.01% |
| RBS GLOBAL/REXNO P/P 144A 04.8750 12/15/2025 | 0.01% |
| ROGERS COMMUNICATIONS IN USD 08.7500 05/01/2032 | 0.01% |
| SABINE PASS LIQUEFACTION 04.2000 03/15/2028 | 0.01% |
| SHIFT4 PAYMENTS LLC P/P 144A 04.6250 11/01/2026 | 0.01% |
| SIX FLAGS THEME PARK P/P 144A 07.0000 07/01/2025 | 0.01% |
| SMURFIT KAPPA TREASURY USD 07.5000 11/20/2025 | 0.01% |
| STACR 2016-HQA3 M3 03.9800 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% |
| TDK CORP SEDOL 6869302 | 0.01% |
| TRUIST BANK 02.6360 09/17/2029 | 0.01% |
| UNITEDHEALTH GROUP INC 02.7500 02/15/2023 | 0.01% |
| USI INC/NY P/P 144A 06.8750 05/01/2025 | 0.01% |
| WAMU 2005-AR11 A1B3 00.9300 08/25/2045 | 0.01% |
| WESCO DISTRIBUT P/P 144A 07.2500 06/15/2028 | 0.01% |
| WFCM 2013-LC12 D P/P 144A 04.2744 07/15/2046 | 0.01% |
| AG ISSUER LLC P/P 144A 06.2500 03/01/2028 | 0.01% |
| AHM 2007-1 GA1C 00.3200 05/25/2047 | 0.01% |
| AIR METHODS CORP P/P 144A 08.0000 05/15/2025 | 0.01% |
| AKER BP ASA P/P 144A 03.7500 01/15/2030 | 0.01% |
| ALBERTSONS COS LLC P/P 144A 07.5000 03/15/2026 | 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 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 SQUIBB CO 01.4500 11/13/2030 | 0.01% |
| BROADCOM INC P/P 144A 03.7500 02/15/2051 | 0.01% |
| CAS 2016-C07 2M2 04.4800 05/25/2029 | 0.01% |
| CBRE SERVICES INC 04.8750 03/01/2026 | 0.01% |
| CHARTER COMM OPT LLC/CAP 03.7000 04/01/2051 | 0.01% |
| CHS/COMMUNITY P/P 144A 06.6250 02/15/2025 | 0.01% |
| CHS/COMMUNITY P/P 144A 06.8750 04/15/2029 | 0.01% |
| CNO FINANCIAL GROUP INC 05.2500 05/30/2025 | 0.01% |
| COX COMM INC P/P 144A 03.5000 08/15/2027 | 0.01% |
| DEERE & COMPANY 02.6000 06/08/2022 | 0.01% |
| DEVON ENERGY CORPORATION 07.9500 04/15/2032 | 0.01% |
| DIAMOND SPORTS P/P 144A 05.3750 08/15/2026 | 0.01% |
| DOUBLE EAGLE III MID P/P 144A 07.7500 12/15/2025 | 0.01% |
| DUKE ENERGY PROGRESS LLC 03.3750 09/01/2023 | 0.01% |
| EMIR 2018-1 M1 01.8300 11/25/2028 | 0.01% |
| ENBRIDGE INC USD 04.2500 12/01/2026 | 0.01% |
| ENERGY TRANSFER OPERATNG 05.2000 02/01/2022 | 0.01% |
| FHMS K740 X1 00.7623 09/25/2027 | 0.01% |
| FORD MOTOR CREDIT CO LLC 05.1130 05/03/2029 | 0.01% |
| FRONTIER COMM 10.5000 09/15/2022 | 0.01% |
| FRONTIER COMM P/P 144A 06.7500 05/01/2029 | 0.01% |
| GFL ENVIRON INC P/P 144A 05.1250 12/15/2026 | 0.01% |
| GLP CAPITAL LP / FIN II 05.2500 06/01/2025 | 0.01% |
| GOEASY LTD P/P 144A 05.3750 12/01/2024 | 0.01% |
| HIKARI TSUSHIN INC SEDOL 6416322 | 0.01% |
| HUDBAY MINERALS INC P/P 144A 07.6250 01/15/2025 | 0.01% |
| ICAHN ENTER/FIN 06.2500 05/15/2026 | 0.01% |
| IMPERIAL BRANDS PLC SEDOL 0454492 | 0.01% |
| INTELLIGENT PACK P/P 144A 06.0000 09/15/2028 | 0.01% |
| ISTAR INC. 04.2500 08/01/2025 | 0.01% |
| KINDER MORGAN INC/DELAWA 07.7500 01/15/2032 | 0.01% |
| KRATON POLYMERS LLC/ P/P 144A 04.2500 12/15/2025 | 0.01% |
| LIONS GATE CAP HOLD P/P 144A 06.3750 02/01/2024 | 0.01% |
| LLOYDS BANKING GROUP PLC USD 04.5000 11/04/2024 | 0.01% |
| LLOYDS BANKING GROUP PLC USD 04.6500 03/24/2026 | 0.01% |
| MARSH & MCLENNAN COS INC 04.9000 03/15/2049 | 0.01% |
| MASTEC INC P/P 144A 04.5000 08/15/2028 | 0.01% |
| MERCER INTL INC USD 05.5000 01/15/2026 | 0.01% |
| MSBAM 2015-C24 B 04.3418 05/15/2048 | 0.01% |
| MWST 2020-1 A 01.0300 10/25/2053 | 0.01% |
| NETFLIX INC 04.8750 04/15/2028 | 0.01% |
| NEWELL BRANDS INC 04.7000 04/01/2026 | 0.01% |
| OCCIDENTAL PETROLEUM COR 06.2000 03/15/2040 | 0.01% |
| PACIFIC GAS & ELECTRIC 02.9500 03/01/2026 | 0.01% |
| PENNYMAC FIN SVCS IN P/P 144A 05.3750 10/15/2025 | 0.01% |
| PENSKE TRUCK LEASING P/P 144A 03.9000 02/01/2024 | 0.01% |
| PRIME SECURITY SVCS P/P 144A 06.2500 01/15/2028 | 0.01% |
| SERVICE CORPORATION INTL 04.6250 12/15/2027 | 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% |
| STACR 2014-HQ2 M3 03.8800 09/25/2024 | 0.01% |
| STACR 2016-DNA1 M3 05.6800 07/25/2028 | 0.01% |
| STACR 2016-HQA1 M3 06.4800 09/25/2028 | 0.01% |
| STACR 2017-DNA1 M2 03.3800 07/25/2029 | 0.01% |
| STATION CASINOS LLC P/P 144A 04.5000 02/15/2028 | 0.01% |
| TRIPADVISOR INC P/P 144A 07.0000 07/15/2025 | 0.01% |
| UBS GROUP AG REGS 06.8750 12/29/2049 | 0.01% |
| UBSCM 2018-C8 XA IO 00.8730 02/15/2051 | 0.01% |
| UNIVISION COMM P/P 144A 06.6250 06/01/2027 | 0.01% |
| USA COMPRESSION PART 06.8750 04/01/2026 | 0.01% |
| WAMU 2007-HY2 1A1 03.3180 12/25/2036 | 0.01% |
| WESTPAC BANKING CORP USD 02.0000 08/19/2021 | 0.01% |
| WESTROCK MWV LLC 07.9500 02/15/2031 | 0.01% |
| WFCM 2015-NXS3 AS 03.9720 09/15/2057 | 0.01% |
| WFRBS 2014-C24 XA IO 00.8323 11/15/2047 | 0.01% |
| WR GRACE & CO-CONN P/P 144A 05.6250 10/01/2024 | 0.01% |
| 0.45 R ISWP FWD US0003M P 03/17/2026 | 0.01% |
| 1011778 BC / NEW RED P/P 144A 03.8750 01/15/2028 | 0.01% |
| ADIENT GLOBAL HLDG P/P 144A 04.8750 08/15/2026 | 0.01% |
| ALTICE FRANCE SA P/P 144A 05.5000 01/15/2028 | 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% |
| ATOTECH ALPHA 2 BV P/P 144A 08.7500 06/01/2023 | 0.01% |
| ATOTECH ALPHA 3 BV P/P 144A 06.2500 02/01/2025 | 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% |
| BEACON ROOFING SUPP P/P 144A 04.8750 11/01/2025 | 0.01% |
| BECTON DICKINSON AND CO 02.8230 05/20/2030 | 0.01% |
| BGC PARTNERS INC 05.1250 05/27/2021 | 0.01% |
| BOISE CASCADE CO P/P 144A 04.8750 07/01/2030 | 0.01% |
| BOXER PARENT CO INC P/P 144A 09.1250 03/01/2026 | 0.01% |
| BRISTOL-MYERS 03.4000 07/26/2029 | 0.01% |
| BUILDERS FIRSTSOURCE P/P 144A 06.7500 06/01/2027 | 0.01% |
| 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 2015-C03 2M2 05.1300 07/25/2025 | 0.01% |
| CAS 2017-C01 1EB1 01.3800 07/25/2029 | 0.01% |
| CCO HLDGS LLC/CAP CO P/P 144A 05.7500 02/15/2026 | 0.01% |
| CFCRE 2011-C1 D P/P 144A 06.0503 04/15/2044 | 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% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 CS | 0.01% |
| COMCAST CORP 03.1500 03/01/2026 | 0.01% |
| COMCAST CORP 04.0490 11/01/2052 | 0.01% |
| CONTINENTAL RESOURCES 04.3750 01/15/2028 | 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% |
| DRMT 2020-2 A1 01.6920 05/25/2065 | 0.01% |
| ENTERCOM MEDIA CORP P/P 144A 06.5000 05/01/2027 | 0.01% |
| EPICOR SOFTWARE TLB L+425 05.2500 07/30/2027 | 0.01% |
| ESH HOSPITALITY INC P/P 144A 05.2500 05/01/2025 | 0.01% |
| FERRARI NV SEDOL BD6G507 | 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% |
| GBP/USD 03/17/2021 JPMCB | 0.01% |
| GBP/USD 03/17/2021 MSCIL | 0.01% |
| GENERAL MOTORS CO 06.1250 10/01/2025 | 0.01% |
| GLENCORE FUNDING LLC P/P 144A 04.6250 04/29/2024 | 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% |
| HOLLY PAR/FIN P/P 144A 05.0000 02/01/2028 | 0.01% |
| IHEARTCOMMUNICATIONS INC 06.3750 05/01/2026 | 0.01% |
| INDIGO NATURAL P/P 144A 06.8750 02/15/2026 | 0.01% |
| INGEVITY CORP P/P 144A 03.8750 11/01/2028 | 0.01% |
| ISTAR INC 05.5000 02/15/2026 | 0.01% |
| KFC HLD/PIZZA HUT/TA P/P 144A 05.2500 06/01/2026 | 0.01% |
| KKR GROUP FIN CO III P/P 144A 05.1250 06/01/2044 | 0.01% |
| KOBE BUSSAN CO LTD SEDOL B14RJB7 | 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% |
| 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 05.2443 07/15/2049 | 0.01% |
| NATIONSTAR MTG HLD I P/P 144A 05.5000 08/15/2028 | 0.01% |
| NORDSTROM INC P/P 144A 08.7500 05/15/2025 | 0.01% |
| NRG ENERGY INC. 07.2500 05/15/2026 | 0.01% |
| NSTAR ELECTRIC CO 02.3750 10/15/2022 | 0.01% |
| ONEMAIN FINANCE CORP 06.8750 03/15/2025 | 0.01% |
| POWER SOLUTIONS TLB L+350 03.6208 04/30/2026 | 0.01% |
| QUORUM HEALTH EXT TL L+825 09.2500 04/29/2025 | 0.01% |
| QVC INC 04.8500 04/01/2024 | 0.01% |
| RITE AID CORP P/P 144A 08.0000 11/15/2026 | 0.01% |
| SONOVA HOLDING AG-REG SEDOL 7156036 | 0.01% |
| SPECTRA ENERGY PARTNERS 03.3750 10/15/2026 | 0.01% |
| STACR 2015-HQA2 M3 04.9300 05/25/2028 | 0.01% |
| STACR 2020-HQA1 M2 02.0300 01/25/2050 | 0.01% |
| STANDARD IND INC P/P 144A 03.3750 01/15/2031 | 0.01% |
| SUGAR HSP GAMING P/P 144A 05.8750 05/15/2025 | 0.01% |
| TALLGRASS NRG PRTNR P/P 144A 06.0000 12/31/2030 | 0.01% |
| TENNANT CO 05.6250 05/01/2025 | 0.01% |
| TMS INTL HLDG CORP P/P 144A 07.2500 08/15/2025 | 0.01% |
| TPMT 2016-5 M2 P/P 144A 03.3750 10/25/2056 | 0.01% |
| TRANSDIGM INC 06.3750 06/15/2026 | 0.01% |
| UBSCM 2017-C7 XA IO 01.0322 12/15/2050 | 0.01% |
| UNITED MEXICAN STATES USD 02.6590 05/24/2031 | 0.01% |
| VERTICAL HOLDCO GMBH P/P 144A 07.6250 07/15/2028 | 0.01% |
| WELLS FARGO & COMPANY 03.9000 01/26/2051 | 0.01% |
| WFRBS 2013-C15 D P/P 144A 04.4898 08/15/2046 | 0.01% |
| WHITE CAP TLB L+400 04.5000 10/19/2027 | 0.01% |
| WPX ENERGY INC 05.2500 10/15/2027 | 0.01% |
| 1011778 BC ULC / P/P 144A 04.3750 01/15/2028 | 0.01% |
| AMERICAN TOWER CORP 02.9000 01/15/2030 | 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% |
| APPLE INC 03.4500 05/06/2024 | 0.01% |
| BAUSCH HLTH COS INC P/P 144A 05.5000 11/01/2025 | 0.01% |
| BAUSCH HLTH COS INC P/P 144A 06.2500 02/15/2029 | 0.01% |
| BLACK KNIGHT INFOSER P/P 144A 03.6250 09/01/2028 | 0.01% |
| BMIR 2020-2A M1A 02.4300 08/26/2030 | 0.01% |
| BRAND ENERGY & I P/P 144A 08.5000 07/15/2025 | 0.01% |
| CCO HOLDINGS LLC P/P 144A 04.5000 05/01/2032 | 0.01% |
| CENTENE CORP P/P 144A 05.3750 08/15/2026 | 0.01% |
| CGCMT 2014-GC19 D P/P 144A 05.0922 03/10/2047 | 0.01% |
| CHEVRON USA INC 06.0000 03/01/2041 | 0.01% |
| CITIGROUP INC 04.6000 03/09/2026 | 0.01% |
| CLARIOS GLOBAL LP P/P 144A 06.7500 05/15/2025 | 0.01% |
| CLEAN HARBORS INC P/P 144A 04.8750 07/15/2027 | 0.01% |
| CLEAR CHANNEL WORLDW P/P 144A 05.1250 08/15/2027 | 0.01% |
| COMM 2014-CR17 XA IO 00.9673 05/10/2047 | 0.01% |
| COMMSCOPE TECH LLC P/P 144A 06.0000 06/15/2025 | 0.01% |
| COMSTOCK RE INC P/P 144A 07.5000 05/15/2025 | 0.01% |
| CONCHO RESOURCES INC 03.7500 10/01/2027 | 0.01% |
| CP ATLAS BUYER INC P/P 144A 07.0000 12/01/2028 | 0.01% |
| DEVON ENERGY CORPORATION 07.8750 09/30/2031 | 0.01% |
| DH EUROPE FINANCE II USD 03.4000 11/15/2049 | 0.01% |
| DIAMOND 1 FIN/DIAMON P/P 144A 07.1250 06/15/2024 | 0.01% |
| DIAMONDBACK ENERGY INC 03.2500 12/01/2026 | 0.01% |
| ENERGY TRANSFER OPERATNG 02.9000 05/15/2025 | 0.01% |
| ENERGY TRANSFER OPERATNG 06.1250 12/15/2045 | 0.01% |
| ENTERPRISE PRODUCTS OPER 02.8000 01/31/2030 | 0.01% |
| EQT CORP 08.7500 02/01/2030 | 0.01% |
| EQUINIX INC 05.3750 05/15/2027 | 0.01% |
| GENESYS TELECOMMUNICAT L+400 04.7500 10/08/2027 | 0.01% |
| GFL ENVIRON INC P/P 144A 03.5000 09/01/2028 | 0.01% |
| GMAC CAPITAL TRUST I PCT 06.0070 | 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% |
| HANESBRANDS INC P/P 144A 04.6250 05/15/2024 | 0.01% |
| HCA INC. 05.5000 06/15/2047 | 0.01% |
| HONEYWELL INTL 03.8120 11/21/2047 | 0.01% |
| IHEARTCOMMUNICATI L+400 04.7500 05/01/2026 | 0.01% |
| INTEL PKG HOLDCO P/P 144A 09.0000 01/15/2026 | 0.01% |
| ITRON INC P/P 144A 05.0000 01/15/2026 | 0.01% |
| JPMORGAN CHASE & CO 02.9560 05/13/2031 | 0.01% |
| KINDER MORGAN ENER PART 03.4500 02/15/2023 | 0.01% |
| KINDER MORGAN ENER PART 05.4000 09/01/2044 | 0.01% |
| KRW/USD 02/17/2021 JPMCB | 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% |
| MARRIOTT INTERNATIONAL 04.6250 06/15/2030 | 0.01% |
| MARRIOTT INTERNATIONAL 05.7500 05/01/2025 | 0.01% |
| MBX.FN30.500.10 R USL1M P 01/12/41 CI | 0.01% |
| MET LIFE GLOB FUND P/P 144A 03.0000 01/10/2023 | 0.01% |
| MOODY'S CORPORATION 02.5500 08/18/2060 | 0.01% |
| NCHET 2003-4 M1 01.2550 10/25/2033 | 0.01% |
| NEUBERGER BERMAN GRP P/P 144A 04.8750 04/15/2045 | 0.01% |
| NIELSEN FIN LLC/CO P/P 144A 05.6250 10/01/2028 | 0.01% |
| NUTRITION & BIO P/P 144A 02.3000 11/01/2030 | 0.01% |
| OCCIDENTAL PETROLEUM COR 06.6250 09/01/2030 | 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% |
| RATTLER MIDSTREAM LP P/P 144A 05.6250 07/15/2025 | 0.01% |
| REPUBLIC OF PERU USD 05.6250 11/18/2050 | 0.01% |
| RMLT 2020-2 A2 02.5080 05/25/2060 | 0.01% |
| SABINE PASS LIQUEFAC 05.7500 05/15/2024 | 0.01% |
| SEK/USD 03/17/2021 GSFX | 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% |
| T-MOBILE USA INC 02.8750 02/15/2031 | 0.01% |
| THE GAP INC. P/P 144A 08.3750 05/15/2023 | 0.01% |
| TOPBUILD CORP P/P 144A 05.6250 05/01/2026 | 0.01% |
| WAMU 2005-AR9 A1C3 01.0900 07/25/2045 | 0.01% |
| WHITE CAP BUYER LLC P/P 144A 06.8750 10/15/2028 | 0.01% |
| WMG ACQUISITION CORP P/P 144A 03.0000 02/15/2031 | 0.01% |
| WOLVERINE WORLD WIDE P/P 144A 05.0000 09/01/2026 | 0.01% |
| WPX ENERGY INC 05.8750 06/15/2028 | 0.01% |
| WPX ENERGY INC 08.2500 08/01/2023 | 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% |
| ALIMEN COUCHE P/P 144A 02.9500 01/25/2030 | 0.00% |
| APACHE CORP 04.3750 10/15/2028 | 0.00% |
| ARRW 2019-1 A3 04.2080 01/25/2049 | 0.00% |
| ASCEND LEARNING LLC P/P 144A 06.8750 08/01/2025 | 0.00% |
| BWAY CORP TLB L+325 03.3809 04/03/2024 | 0.00% |
| CAS 2014-C03 2M2 03.0300 07/25/2024 | 0.00% |
| CAS 2014-C04 1M2 05.0300 11/25/2024 | 0.00% |
| CAS 2015-C02 2M2 04.1300 05/25/2025 | 0.00% |
| CENTENE ESCROW I CO P/P 144A 05.3750 06/01/2026 | 0.00% |
| CFCRE 2011-C2 D P/P 144A 05.7395 12/15/2047 | 0.00% |
| CHS/COMMUNITY P/P 144A 06.8750 04/01/2028 | 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 GS | 0.00% |
| COLT 2020-2 A1 01.8530 03/25/2065 | 0.00% |
| COMCAST CORP 03.9990 11/01/2049 | 0.00% |
| COMM 2013-CR11 XA IO 00.9198 08/10/2050 | 0.00% |
| COMM 2014-UBS6 XA IO 00.8870 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% |
| CROWN AMER/CAP 04.7500 02/01/2026 | 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% |
| DIAMONDBACK ENERGY INC 04.7500 05/31/2025 | 0.00% |
| DISCOVERY COMMUNICATIONS 03.6250 05/15/2030 | 0.00% |
| DIVERSEY TL L+300 03.1208 09/06/2024 | 0.00% |
| DRESDNER FDG TRST I P/P 144A 08.1510 06/30/2031 | 0.00% |
| ENDO DAC/ENDO FI P/P 144A 06.0000 06/30/2028 | 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 ENVIRONMENTA P/P 144A 08.5000 05/01/2027 | 0.00% |
| GLENCORE FUNDING LLC P/P 144A 01.6250 09/01/2025 | 0.00% |
| GLP CAPITAL LP / FIN II 05.3750 04/15/2026 | 0.00% |
| GNMA GII30 BL6161 06.0000 12/20/2048 | 0.00% |
| GNR 2013-99 AS IO 05.9191 06/20/2043 | 0.00% |
| GNR 2015-H24 BI IO 01.6201 08/20/2065 | 0.00% |
| GNR 2015-H26 EI IO 01.7252 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 00.9799 06/10/2047 | 0.00% |
| HSBC USA INC 03.5000 06/23/2024 | 0.00% |
| ICAHN ENTER 04.7500 09/15/2024 | 0.00% |
| ICAHN ENTER/FIN 05.2500 05/15/2027 | 0.00% |
| ICAHN ENTER/FIN 06.7500 02/01/2024 | 0.00% |
| IHS MARKIT LTD USD 04.7500 08/01/2028 | 0.00% |
| INTERNATIONAL LEASE FIN CORP 05.8750 08/15/2022 | 0.00% |
| IPALCO ENTPRS IN 03.7000 09/01/2024 | 0.00% |
| JPALT 2007-S1 A1 00.4100 04/25/2047 | 0.00% |
| JPMORGAN CHASE & CO 06.1000 02/01/2049 | 0.00% |
| KFC HLD/PIZZA HUT/TA P/P 144A 04.7500 06/01/2027 | 0.00% |
| L BRANDS INC 06.7500 07/01/2036 | 0.00% |
| LIVE NATION ENT P/P 144A 06.5000 05/15/2027 | 0.00% |
| LIVE NATION ENTERTAI P/P 144A 05.6250 03/15/2026 | 0.00% |
| LOUISIANA-PACIFIC CORPORATION 04.8750 09/15/2024 | 0.00% |
| MBX.FN30.500.09 R USL1M P 01/12/40 BC | 0.00% |
| MERCER INTL INC USD 06.5000 02/01/2024 | 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% |
| MLMI 2005-A2 A2 02.9604 02/25/2035 | 0.00% |
| MSRR 2015-R4 CB1 00.9737 08/26/2047 | 0.00% |
| MWST 2020-2 A 00.9300 11/25/2053 | 0.00% |
| NABORS IND INC P/P 144A 09.0000 02/01/2025 | 0.00% |
| NETFLIX INC. 06.3750 05/15/2029 | 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% |
| NORTHRIVER MIDSTREAM P/P 144A 05.6250 02/15/2026 | 0.00% |
| NZD/USD 04/21/2021 GSFX | 0.00% |
| OASIS PETROLEUM INC SEDOL BLDDYB1 | 0.00% |
| OCCIDENTAL PETROLEUM COR 04.8500 03/15/2021 | 0.00% |
| ONEMAIN FINANCE CORP 06.6250 01/15/2028 | 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% |
| 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 08.7330 06/26/2026 | 0.00% |
| SOLERA LLC / SOLERA P/P 144A 10.5000 03/01/2024 | 0.00% |
| STACR 2020-HQA4 M1 01.4300 09/25/2050 | 0.00% |
| TASEKO MINES LTD P/P 144A 07.0000 02/15/2026 | 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% |
| TRI POINTE HOMES INC 05.7000 06/15/2028 | 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% |
| WESTERN DIGITAL CORPORATION 04.7500 02/15/2026 | 0.00% |
| WFCM 2016-LC25 XA IO 00.9667 12/15/2059 | 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% |
| ABC SUPPLY CO INC P/P 144A 04.0000 01/15/2028 | 0.00% |
| ALLISON TRANSMISSION P/P 144A 03.7500 01/30/2031 | 0.00% |
| ANTERO RESOURCES P/P 144A 08.3750 07/15/2026 | 0.00% |
| ANTERO RESOURCES FIN 05.1250 12/01/2022 | 0.00% |
| APACHE CORP 05.1000 09/01/2040 | 0.00% |
| BANK BTPN SYARIAH TBK PT SEDOL BFNBJ41 | 0.00% |
| BAUSCH HLTH COS INC. P/P 144A 07.0000 01/15/2028 | 0.00% |
| BERKSHIRE HATHAWAY FIN 04.3000 05/15/2043 | 0.00% |
| BLACKSTONE HLDG FINA P/P 144A 01.6000 03/30/2031 | 0.00% |
| 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% |
| BUCKEYE PARTNERS LP 05.8500 11/15/2043 | 0.00% |
| CAD/USD 04/21/2021 SSBT | 0.00% |
| CAPITAL ONE FINANCIAL CO 04.2000 10/29/2025 | 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% |
| CELANESE US HOLDINGS LLC 04.6250 11/15/2022 | 0.00% |
| CENTENE CORP 03.0000 10/15/2030 | 0.00% |
| CGCMT 2014-GC21 X IO 01.1683 05/10/2047 | 0.00% |
| CHF/USD 03/17/2021 SSBT | 0.00% |
| CHS/COMMUNITY HEALTH P/P 144A 08.0000 03/15/2026 | 0.00% |
| CINEMARK USA INC 05.1250 12/15/2022 | 0.00% |
| CLEARWATER PAPER COR P/P 144A 04.7500 08/15/2028 | 0.00% |
| COMCAST CORP 02.3500 01/15/2027 | 0.00% |
| COMMSCOPE INC P/P 144A 06.0000 03/01/2026 | 0.00% |
| COMMSCOPE INC P/P 144A 08.2500 03/01/2027 | 0.00% |
| COMPASS MINERALS INT P/P 144A 04.8750 07/15/2024 | 0.00% |
| COMSTOCK RESOURCES 09.7500 08/15/2026 | 0.00% |
| CONTINENTAL RESO P/P 144A 05.7500 01/15/2031 | 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% |
| DUKE ENERGY INDIANA LLC 06.4500 04/01/2039 | 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 06.8235 03/15/2041 | 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 03/17/2021 RBSF | 0.00% |
| GENERAL DYNAMICS CORP 02.2500 11/15/2022 | 0.00% |
| GLOBAL MEDICAL RESPO P/P 144A 06.5000 10/01/2025 | 0.00% |
| GNMA GII30 AY2298 04.7000 05/20/2067 | 0.00% |
| GNMA GII30 AY4779 04.4970 03/20/2067 | 0.00% |
| GNMA GII30 BB0107 04.7000 08/20/2067 | 0.00% |
| GO DADDY OPCO/FINCO P/P 144A 05.2500 12/01/2027 | 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% |
| GSMS 2010-C1 D P/P 144A 05.9829 08/10/2043 | 0.00% |
| GSMS 2013-GC10 XA IO 01.4878 02/10/2046 | 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% |
| 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% |
| JPY/USD 02/17/2021 SSBT | 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. 05.0000 05/01/2025 | 0.00% |
| MEREDITH CORP P/P 144A 06.5000 07/01/2025 | 0.00% |
| MPH ACQUISITION HLDG P/P 144A 05.7500 11/01/2028 | 0.00% |
| NABORS IND CV 00.7500 01/15/2024 | 0.00% |
| NATIONSTAR MTG P/P 144A 06.0000 01/15/2027 | 0.00% |
| NEXSTAR BROADCASTING P/P 144A 04.7500 11/01/2028 | 0.00% |
| NRG ENERGY INC 05.7500 01/15/2028 | 0.00% |
| NRG ENERGY INC P/P 144A 05.2500 06/15/2029 | 0.00% |
| NUTRITION & BIO P/P 144A 03.4680 12/01/2050 | 0.00% |
| NZD/USD 04/21/2021 RBSF | 0.00% |
| OCCIDENTAL PETROLEUM COR 03.5000 06/15/2025 | 0.00% |
| ONEMAIN FINANCE CORP 04.0000 09/15/2030 | 0.00% |
| ONEMAIN FINANCE CORP 07.1250 03/15/2026 | 0.00% |
| ONEMAIN FINANCE CORP 08.8750 06/01/2025 | 0.00% |
| OVINTIV INC 07.3750 11/01/2031 | 0.00% |
| OWENS-BROCKWAY P/P 144A 06.6250 05/13/2027 | 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% |
| PRUDENTIAL FINANCIAL INC 05.6250 06/15/2043 | 0.00% |
| PUBLIC SERVICE ELECTRIC 05.5000 03/01/2040 | 0.00% |
| QORVO INC P/P 144A 03.3750 04/01/2031 | 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% |
| 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% |
| SPECTRUM BRANDS INC P/P 144A 05.0000 10/01/2029 | 0.00% |
| STACR 2017-DNA2 M1 01.3300 10/25/2029 | 0.00% |
| STACR 2019-DNA1 M2 02.7800 01/25/2049 | 0.00% |
| T-MOBILE USA INC 02.6250 02/15/2029 | 0.00% |
| TARGA RESOURCES PART 06.5000 07/15/2027 | 0.00% |
| TAYLOR MORRISON COMM P/P 144A 05.7500 01/15/2028 | 0.00% |
| TRANSDIGM INC. 06.5000 07/15/2024 | 0.00% |
| USA COM PART/USA COM 06.8750 09/01/2027 | 0.00% |
| WESCO DISTRIBUT P/P 144A 07.1250 06/15/2025 | 0.00% |
| WESTPAC BANKING CORP USD 04.4210 07/24/2039 | 0.00% |
| WFRBS 2012-C9 XB IO P/P 144A 00.7148 11/15/2045 | 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 03.1208 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% |
| AMERICAN AXLE & MFG INC 06.2500 04/01/2025 | 0.00% |
| AMERICAN BATH 1L2 L+450 05.2500 11/23/2027 | 0.00% |
| ARCHES BUYER INC P/P 144A 04.2500 06/01/2028 | 0.00% |
| AT&T INC 04.3000 02/15/2030 | 0.00% |
| AUTOMATION TOOLING S P/P 144A 04.1250 12/15/2028 | 0.00% |
| AVIENT CORP P/P 144A 05.7500 05/15/2025 | 0.00% |
| BANK OF AMERICA CORP 06.5000 10/29/2049 | 0.00% |
| 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% |
| BEASLEY MEZZANIN P/P 144A 08.6250 02/01/2026 | 0.00% |
| BMW US CAPITAL LLC P/P 144A 03.4000 08/13/2021 | 0.00% |
| BOYD GAMING CORP 06.3750 04/01/2026 | 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 JPMCB | 0.00% |
| CALPINE CORP P/P 144A 05.2500 06/01/2026 | 0.00% |
| CAS 2015-C01 1M2 04.4300 02/25/2025 | 0.00% |
| CAS 2015-C02 1M2 04.1300 05/25/2025 | 0.00% |
| CAS 2019-HRP1 M2 02.2800 11/25/2039 | 0.00% |
| CGCMT 2012-GC8 XA IO P/P 144A 01.7425 09/10/2045 | 0.00% |
| CHS/COMMUNITY HEALTH P/P 144A 05.6250 03/15/2027 | 0.00% |
| CIT GROUP INC 05.0000 08/01/2023 | 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 CG | 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% |
| CORNERSTONE BUILDING P/P 144A 08.0000 04/15/2026 | 0.00% |
| CPG INTL TL L+375 04.7500 05/05/2024 | 0.00% |
| CWALT 2005-27 1A1 01.6228 08/25/2035 | 0.00% |
| CWALT 2006-24CB A13 00.4800 08/25/2036 | 0.00% |
| DELL INT / EMC P/P 144A 05.8500 07/15/2025 | 0.00% |
| DUN & BRADSTREET COR P/P 144A 06.8750 08/15/2026 | 0.00% |
| EMPIRE COMMUNITIES C P/P 144A 07.0000 12/15/2025 | 0.00% |
| GAP INC/THE P/P 144A 08.6250 05/15/2025 | 0.00% |
| GARTNER INC P/P 144A 03.7500 10/01/2030 | 0.00% |
| GATES GLOBAL TLB L+275 03.7500 03/31/2024 | 0.00% |
| GENERAL MOTORS CO 05.2000 04/01/2045 | 0.00% |
| GFL ENVIRONMENTAL IN P/P 144A 04.0000 08/01/2028 | 0.00% |
| GNMA GII30 BA7681 04.6060 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% |
| HANESBRANDS INC P/P 144A 05.3750 05/15/2025 | 0.00% |
| HMIR 2018-1 M1 P/P 144A 01.7300 10/25/2028 | 0.00% |
| INSPIRE BRANDS TLB L+325 04.2500 11/19/2027 | 0.00% |
| JAGUAR HL / PPDI P/P 144A 05.0000 06/15/2028 | 0.00% |
| JELD-WEN INC P/P 144A 06.2500 05/15/2025 | 0.00% |
| JPMORGAN CHASE & CO 01.2210 05/15/2047 | 0.00% |
| KEURIG DR PEPPER INC 04.0570 05/25/2023 | 0.00% |
| LENNAR CORP 05.8750 11/15/2024 | 0.00% |
| LIVE NATION ENT P/P 144A 04.8750 11/01/2024 | 0.00% |
| MASONITE INTL C P/P 144A 05.3750 02/01/2028 | 0.00% |
| MAUSER PACKAGING P/P 144A 08.5000 04/15/2024 | 0.00% |
| MONDELEZ INTERNATIONAL 02.1250 04/13/2023 | 0.00% |
| MSAC 2004-HE6 M1 00.9550 08/25/2034 | 0.00% |
| MSBAM 2014-C17 XA IO 01.0791 08/15/2047 | 0.00% |
| NETFLIX INC 04.3750 11/15/2026 | 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% |
| NZD/USD 04/21/2021 UBS | 0.00% |
| ORTHO-CLINICAL P/P 144A 07.3750 06/01/2025 | 0.00% |
| OVINTIV INC 06.5000 08/15/2034 | 0.00% |
| PETROBRAS GLOBAL FIN USD 05.9990 01/27/2028 | 0.00% |
| QVC INC 04.4500 02/15/2025 | 0.00% |
| RAYTHEON TECH CORP P/P 04.8750 10/15/2040 | 0.00% |
| REALOGY GRP / CO P/P 144A 05.7500 01/15/2029 | 0.00% |
| REGENCY ENERGY P 04.5000 11/01/2023 | 0.00% |
| S&P GLOBAL INC 01.2500 08/15/2030 | 0.00% |
| SEK/USD 03/17/2021 UBS | 0.00% |
| SERVICE PROPERTIES TRUST 07.5000 09/15/2025 | 0.00% |
| SM ENERGY CO 06.6250 01/15/2027 | 0.00% |
| SPECTRUM BRANDS INC 06.1250 12/15/2024 | 0.00% |
| STACR 2014-HQ3 M3 04.8800 10/25/2024 | 0.00% |
| STACR 2019-HQA1 M2 02.4800 02/25/2049 | 0.00% |
| T-MOBILE USA INC 04.5000 02/01/2026 | 0.00% |
| T-MOBILE USA INC. 04.0000 04/15/2022 | 0.00% |
| TARGA RES PRTNRS 05.5000 03/01/2030 | 0.00% |
| TARGA RESOURCES PART 06.8750 01/15/2029 | 0.00% |
| 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 01.6013 12/10/2045 | 0.00% |
| US CONCRETE INC 06.3750 06/01/2024 | 0.00% |
| US CONCRETE INC P/P 144A 05.1250 03/01/2029 | 0.00% |
| 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 01.5217 12/15/2045 | 0.00% |
| WFRBS 2012-C9 XA IO P/P 144A 01.8765 11/15/2045 | 0.00% |
| WPX ENERGY INC 04.5000 01/15/2030 | 0.00% |
| WYNN RESORTS FIN LLC P/P 144A 07.7500 04/15/2025 | 0.00% |
| ZI TECH/ZI FIN P/P 144A 03.8750 02/01/2029 | 0.00% |
| ABC SUPPLY CO INC P/P 144A 05.8750 05/15/2026 | 0.00% |
| AKER BP ASA P/P 144A 05.8750 03/31/2025 | 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 AXLE & MANUF L+225 03.0000 04/06/2024 | 0.00% |
| AMERICAN INTL GROUP 08.1750 05/15/2058 | 0.00% |
| APACHE CORP 04.6250 11/15/2025 | 0.00% |
| APACHE CORPORATION 04.8750 11/15/2027 | 0.00% |
| AUD/USD 04/21/2021 UBS | 0.00% |
| BANK OF MONTREAL USD 03.8030 12/15/2032 | 0.00% |
| BERRY GLOBAL INC 05.1250 07/15/2023 | 0.00% |
| BERRY GLOBAL INC P/P 144A 05.6250 07/15/2027 | 0.00% |
| BOMBARDIER INC P/P 144A 07.5000 12/01/2024 | 0.00% |
| BOXER PARENT CO INC P/P 144A 07.1250 10/02/2025 | 0.00% |
| BRUNDAGE-BONE CO P/P 144A 06.0000 02/01/2026 | 0.00% |
| BUCKEYE PARTNERS LP 03.9500 12/01/2026 | 0.00% |
| CAD/USD 04/21/2021 RBSF | 0.00% |
| CALPINE CORP P/P 144A 05.0000 02/01/2031 | 0.00% |
| CAS 2014-C04 2M2 05.1300 11/25/2024 | 0.00% |
| CBS OUT AMER CAP LLC 05.6250 02/15/2024 | 0.00% |
| CD&R WATERWORKS MERGER 144A 6.125000 08/15/2025 | 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% |
| 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 JP | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 ML | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP | 0.00% |
| COMCAST CORP 06.5000 11/15/2035 | 0.00% |
| COMMSCOPE INC P/P 144A 05.5000 03/01/2024 | 0.00% |
| CVS HEALTH CORP 03.7000 03/09/2023 | 0.00% |
| DIAMONDBACK ENERGY INC 05.3750 05/31/2025 | 0.00% |
| EMERGENT BIOSOLUTION P/P 144A 03.8750 08/15/2028 | 0.00% |
| ENLINK MIDSTREAM LLC P/P 144A 05.6250 01/15/2028 | 0.00% |
| FHR 3072 SM 04.2533 11/15/2035 | 0.00% |
| FIDELITY NATIONAL INFORM 03.0000 08/15/2026 | 0.00% |
| FNR 2007-53 SP 23.6573 06/25/2037 | 0.00% |
| GARTNER INC P/P 144A 04.5000 07/01/2028 | 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% |
| JAGUAR HL / PPDI P/P 144A 04.6250 06/15/2025 | 0.00% |
| JPMBB 2013-C17 XA IO 00.7429 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% |
| MACY'S INC P/P 144A 08.3750 06/15/2025 | 0.00% |
| MALLINCKRODT FIN/SB P/P 144A 10.0000 04/15/2025 | 0.00% |
| MATCH GRP HLD II LLC P/P 144A 04.1250 08/01/2030 | 0.00% |
| MAUSER PACKAGING SOL P/P 144A 05.5000 04/15/2024 | 0.00% |
| MICROSOFT CORP 02.5250 06/01/2050 | 0.00% |
| NATIONSTAR MTG P/P 144A 05.1250 12/15/2030 | 0.00% |
| NOK/USD 03/17/2021 TDBK | 0.00% |
| NRG ENERGY INC 06.6250 01/15/2027 | 0.00% |
| NZD/USD 04/21/2021 CITI | 0.00% |
| NZD/USD 04/21/2021 JPMCB | 0.00% |
| NZD/USD 04/21/2021 WPAC | 0.00% |
| OCCIDENTAL PETROLEUM COR 05.8750 09/01/2025 | 0.00% |
| OCCIDENTAL PETROLEUM COR 06.1250 01/01/2031 | 0.00% |
| ONCOR ELECTRIC DELIVERY 05.3000 06/01/2042 | 0.00% |
| OSHKOSH CORP 03.1000 03/01/2030 | 0.00% |
| OUTFRONT MEDIA C P/P 144A 04.6250 03/15/2030 | 0.00% |
| OVINTIV EXPLORATION INC 05.6250 07/01/2024 | 0.00% |
| PACIFIC GAS & ELECTRIC 02.1000 08/01/2027 | 0.00% |
| PENSKE AUTOMOTIVE GROUP 03.5000 09/01/2025 | 0.00% |
| PETROBRAS GLOBAL FIN USD 05.2990 01/27/2025 | 0.00% |
| PROLOGIS LP 02.1250 04/15/2027 | 0.00% |
| QUEBECOR MEDIA INC USD 05.7500 01/15/2023 | 0.00% |
| RACKSPACE HOSTING INC L+300 04.0000 11/03/2023 | 0.00% |
| RANGE RESOURCES CORP P/P 144A 08.2500 01/15/2029 | 0.00% |
| REPUBLIC OF VENEZUELA REGS 08.2500 10/13/2024 | 0.00% |
| ROYAL CARIBBEAN P/P 144A 09.1250 06/15/2023 | 0.00% |
| SCRIPPS ESCROW P/P 144A 05.3750 01/15/2031 | 0.00% |
| SGD/USD 02/17/2021 JPMCB | 0.00% |
| SM ENERGY CO P/P 144A 10.0000 01/15/2025 | 0.00% |
| STACR 2018-HQA2 M2 02.4300 10/25/2048 | 0.00% |
| T-MOBILE USA INC 06.0000 03/01/2023 | 0.00% |
| TALLGRASS NRG PRTNR/ P/P 144A 07.5000 10/01/2025 | 0.00% |
| TAYLOR MORRISON COMM P/P 144A 05.1250 08/01/2030 | 0.00% |
| TENET HEALTHCARE P/P 144A 06.2500 02/01/2027 | 0.00% |
| TENET HEALTHCARE P/P 144A 07.5000 04/01/2025 | 0.00% |
| TPMT 2015-1 A2 P/P 144A 03.2500 10/25/2053 | 0.00% |
| VIACOMCBS INC 04.0000 01/15/2026 | 0.00% |
| WEEKLEY HM LLC/ P/P 144A 04.8750 09/15/2028 | 0.00% |
| WMG ACQUISITION CORP P/P 144A 05.5000 04/15/2026 | 0.00% |
| YUM! BRANDS INC. P/P 144A 07.7500 04/01/2025 | 0.00% |
| ZAYO GROUP HLDG INC P/P 144A 04.0000 03/01/2027 | 0.00% |
| 0.25 R ISWP FWD US0003M P 03/17/2023 | 0.00% |
| AIR LEASE CORP 02.5000 03/01/2021 | 0.00% |
| ALLEGHENY TECHNOLOGIES 05.8750 12/01/2027 | 0.00% |
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| AUD/USD 04/21/2021 BANKAM | 0.00% |
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| CHF/USD 03/17/2021 MSCIL | 0.00% |
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| CMB CMBX.NA.A.7 2047-01-17 200.0 01/17/2047 CG | 0.00% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CG | 0.00% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 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.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.12 2061-08-17 500.0 08/17/2061 JP | 0.00% |
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| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS | 0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS | 0.00% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 CG | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 CG | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.00% |
| CMB CMBX.NA.BBB-.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% |
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| EUR/USD 03/17/2021 CSI-FX | 0.00% |
| EUR/USD 03/17/2021 JPMCB | 0.00% |
| EUR/USD 03/17/2021 SSBT | 0.00% |
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| CHF/USD 03/17/2021 RBSF | 0.00% |
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| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 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.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 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 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-.12 2061-08-17 300.0 08/17/2061 CG | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 GS | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 JP | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 JP | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 JP | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 MS | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 MS | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 MS | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 MS | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 BA | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 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-.9 2058-09-17 300.0 09/17/2058 CG | 0.00% |
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| 1.0275 R ISWP US0003M P 01/08/2031 | -0.00% |
| AUD/USD 04/21/2021 SSBT | -0.00% |
| AUD/USD 04/21/2021 TDBK | -0.00% |
| AUD/USD 04/21/2021 WPAC | -0.00% |
| CAD/USD 04/21/2021 CITI | -0.00% |
| CAD/USD 04/21/2021 MSCIL | -0.00% |
| CAD/USD 04/21/2021 UBS | -0.00% |
| CMB CMBX.NA.A.6 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% |
| EUR/USD 03/17/2021 HSBCB | -0.00% |
| EUR/USD 03/17/2021 UBS | -0.00% |
| IOS.FN30.400.11 P USL1M R 01/12/42 JP | -0.00% |
| IOS.FN30.500.10 P USL1M R 01/12/41 BC | -0.00% |
| JPY/USD 02/17/2021 TDBK | -0.00% |
| JPY/USD 02/17/2021 WPAC | -0.00% |
| MBX.FN30.600.08 P USL1M R 01/12/39 BC | -0.00% |
| NOK/USD 03/17/2021 JPMCB | -0.00% |
| SEK/USD 03/17/2021 SSBT | -0.00% |
| 0.9355 R ISWP US0003M P 01/07/2031 | -0.00% |
| AUD/USD 04/21/2021 CSI-FX | -0.00% |
| CHF/USD 03/17/2021 JPMCB | -0.00% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 MS | -0.00% |
| EUR/USD 03/17/2021 BANKAM | -0.00% |
| EUR/USD 03/17/2021 RBSF | -0.00% |
| GBP/USD 03/17/2021 CSI-FX | -0.00% |
| GBP/USD 03/17/2021 UBS | -0.00% |
| IOS.FN30.400.10 P USL1M R 01/12/41 JP | -0.00% |
| JPY/USD 02/17/2021 BANKAM | -0.00% |
| JPY/USD 02/17/2021 MSCIL | -0.00% |
| NOK/USD 03/17/2021 RBSF | -0.00% |
| NOK/USD 03/17/2021 UBS | -0.00% |
| NZD/USD 04/21/2021 MSCIL | -0.00% |
| CAD/USD 04/21/2021 GSFX | -0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 GS | -0.00% |
| GBP/USD 03/17/2021 CITI | -0.00% |
| AUD/USD 04/21/2021 HSBCB | -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% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CG | -0.01% |
| MBX.FN30.650.67 P USL1M R 01/12/38 BC | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% |
| MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.01% |
| SPX 20211217 C 4500.00CITI | -0.01% |
| AUD/USD 04/21/2021 GSFX | -0.01% |
| AUD/USD 04/21/2021 MSCIL | -0.01% |
| GBP/USD 03/17/2021 SSBT | -0.01% |
| AUD/USD 04/21/2021 RBSF | -0.02% |
| CNH/USD 02/18/2021 SSBT | -0.02% |
| 1.25 R ISWP FWD US0003M P 03/17/2051 | -0.02% |
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| US 2YR NOTE (CBT) MAR21 TUH1 | -0.51% |
| FNMA FN30 TBA UMBS 01.5000 03/01/2051 | -0.58% |
| GSGLPWDS P US0001M R 12/15/25 GS | -4.08% |
| S&P500 EMINI FUT MAR21 ESH1 | 5.23% |
|---|---|
| E-MINI RUSS 2000 MAR21 RTYH1 | 5.15% |
| GSGLPWDL R US0001M P 12/15/25 GS | 4.04% |
| APPLE INC SEDOL 2046251 | 3.30% |
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| US 5YR NOTE (CBT) MAR21 FVH1 | 1.67% |
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| GSGLPHCL R US0001M P 12/15/25 GS | 1.19% |
| S&P MID 400 EMINI MAR21 FAH1 | 1.10% |
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| US 10YR NOTE (CBT)MAR21 TYH1 | 1.01% |
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| US ULTRA BOND CBT MAR21 WNH1 | 0.92% |
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| MSCI EAFE MAR21 MFSH1 | 0.73% |
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| CHARTER COMMUNICATIONS INC-A SEDOL BZ6VT82 | 0.52% |
| INTUIT INC SEDOL 2459020 | 0.52% |
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| CHARIOT FUNDING LLC 15963TPG8 DCP 02/16/2021 | 0.51% |
| GOTHAM FUNDING CORP 38346LQR0 DCP 03/25/2021 | 0.51% |
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| COMCAST CORP-CLASS A SEDOL 2044545 | 0.46% |
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| US LONG BOND(CBT) MAR21 USH1 | 0.44% |
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| GNMA GII30 MA6766 03.0000 07/20/2050 | 0.42% |
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| MEDTRONIC PLC SEDOL BTN1Y11 | 0.41% |
| PAYPAL HOLDINGS INC SEDOL BYW36M8 | 0.40% |
| SERVICENOW INC SEDOL B80NXX8 | 0.40% |
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| FNMA FN30 TBA UMBS 03.5000 01/01/2051 | 0.39% |
| TESLA INC SEDOL B616C79 | 0.38% |
| EBAY INC SEDOL 2293819 | 0.38% |
| SAMSUNG ELECTRONICS CO LTD SEDOL 6771720 | 0.37% |
| COCA-COLA CO/THE SEDOL 2206657 | 0.35% |
| VISA INC-CLASS A SHARES SEDOL B2PZN04 | 0.34% |
| TARGET CORP SEDOL 2259101 | 0.34% |
| FHLMC FR30 ZS4750 UMBS 03.0000 01/01/2048 | 0.34% |
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| BANK OF AMERICA CORP SEDOL 2295677 | 0.33% |
| AUTODESK INC SEDOL 2065159 | 0.33% |
| MASTERCARD INC - A SEDOL B121557 | 0.32% |
| AMERICAN ELECTRIC POWER SEDOL 2026242 | 0.31% |
| ABBVIE INC SEDOL B92SR70 | 0.30% |
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| TREASURY BILL 00.0000 01/12/2021 | 0.29% |
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| SIMON PROPERTY GROUP INC SEDOL 2812452 | 0.29% |
| SONY CORP SEDOL 6821506 | 0.29% |
| DOCUSIGN INC SEDOL BFYT7B7 | 0.28% |
| METLIFE INC SEDOL 2573209 | 0.28% |
| MCDONALD'S CORP SEDOL 2550707 | 0.28% |
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| CRH PLC SEDOL 4182249 | 0.27% |
| NRG ENERGY INC SEDOL 2212922 | 0.27% |
| ABBOTT LABORATORIES SEDOL 2002305 | 0.27% |
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| NIKE INC -CL B SEDOL 2640147 | 0.26% |
| DANAHER CORP SEDOL 2250870 | 0.26% |
| JOHNSON CONTROLS INTERNATION SEDOL BY7QL61 | 0.26% |
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| VEEVA SYSTEMS INC-CLASS A SEDOL BFH3N85 | 0.25% |
| VERTEX PHARMACEUTICALS INC SEDOL 2931034 | 0.25% |
| GNMA GII30 MA6932 03.0000 10/20/2050 | 0.25% |
| FNMA FN30 TBA UMBS 02.0000 01/01/2051 | 0.24% |
| HUMANA INC SEDOL 2445063 | 0.24% |
| SOUTHERN CO/THE SEDOL 2829601 | 0.24% |
| HALLIBURTON CO SEDOL 2405302 | 0.24% |
| MORGAN STANLEY | 0.24% |
| AIA GROUP LTD SEDOL B4TX8S1 | 0.24% |
| FREEPORT-MCMORAN INC SEDOL 2352118 | 0.24% |
| ATLANTIC ASSET SECURITIZATION 04821TNL5 DCP 01/20/2021 | 0.23% |
| HOME DEPOT INC SEDOL 2434209 | 0.23% |
| LONZA GROUP AG-REG SEDOL 7333378 | 0.23% |
| AMERICAN TOWER CORP SEDOL B7FBFL2 | 0.23% |
| AMGEN INC SEDOL 2023607 | 0.23% |
| GNMA GII30 TBA 03.0000 01/01/2051 | 0.21% |
| ALLSTATE CORP SEDOL 2019952 | 0.21% |
| CUMMINS INC SEDOL 2240202 | 0.21% |
| GNMA GII30 MA6820 03.0000 08/20/2050 | 0.21% |
| T-MOBILE US INC SEDOL B94Q9V0 | 0.21% |
| FORTINET INC SEDOL B5B2106 | 0.20% |
| LOWES COMPANIES INC | 0.20% |
| OTIS WORLDWIDE CORP SEDOL BK531S8 | 0.20% |
| FIDELITY NATIONAL INFO SERV SEDOL 2769796 | 0.20% |
| AXA SA SEDOL 7088429 | 0.20% |
| CIGNA CORP SEDOL BHJ0775 | 0.20% |
| IDEXX LABORATORIES INC SEDOL 2459202 | 0.20% |
| ZIMMER BIOMET HOLDINGS INC SEDOL 2783815 | 0.19% |
| BEST BUY CO INC SEDOL 2094670 | 0.19% |
| SOUTHWEST AIRLINES CO SEDOL 2831543 | 0.19% |
| FNMA FN30 TBA UMBS 06.0000 01/01/2051 | 0.19% |
| GENERAL MOTORS CO SEDOL B665KZ5 | 0.19% |
| TREASURY BILL 00.0000 01/19/2021 | 0.19% |
| ALTRIA GROUP INC | 0.19% |
| HOYA CORP SEDOL 6441506 | 0.18% |
| ANGLO AMER PLC SEDOL B1XZS82 | 0.18% |
| CADENCE DESIGN SYS INC SEDOL 2302232 | 0.18% |
| COSTAR GROUP INC SEDOL 2262864 | 0.18% |
| GAMING AND LEISURE PROPERTIE SEDOL BFPK4S5 | 0.18% |
| SYNOPSYS INC SEDOL 2867719 | 0.18% |
| FNMA FN30 FM4328 UMBS 02.5000 09/01/2050 | 0.18% |
| NOVARTIS AG-REG SEDOL 7103065 | 0.18% |
| ROCHE HOLDING AG-GENUSSCHEIN SEDOL 7110388 | 0.17% |
| SYNCHRONY FINANCIAL SEDOL BP96PS6 | 0.17% |
| FNMA FN30 MA3563 UMBS 04.0000 01/01/2049 | 0.17% |
| PFIZER INC SEDOL 2684703 | 0.16% |
| RELIANCE INDUSTRIES LTD SEDOL 6099626 | 0.16% |
| ROCKWELL AUTOMATION INC SEDOL 2754060 | 0.16% |
| SHERWIN-WILLIAMS CO/THE SEDOL 2804211 | 0.16% |
| OLD DOMINION FREIGHT LINE SEDOL 2656423 | 0.16% |
| CROWN CASTLE INTL CORP SEDOL BTGQCX1 | 0.16% |
| MONDELEZ INTERNATIONAL INC-A SEDOL B8CKK03 | 0.16% |
| SEA LTD-ADR SEDOL BYWD7L4 | 0.16% |
| SK HYNIX INC SEDOL 6450267 | 0.16% |
| YUM BRANDS INC SEDOL 2098876 | 0.16% |
| DOW INC SEDOL BHXCF84 | 0.16% |
| ESTEE LAUDER COMPANIES-CL A SEDOL 2320524 | 0.16% |
| COMPAGNIE DE SAINT-GOBAIN SEDOL 7380482 | 0.15% |
| REGENERON PHARMACEUTICALS SEDOL 2730190 | 0.15% |
| COGNIZANT TECH SOLUTIONS-A SEDOL 2257019 | 0.15% |
| AMERIPRISE FINANCIAL INC SEDOL B0J7D57 | 0.15% |
| BHP GROUP LTD SEDOL 6144690 | 0.15% |
| DEERE & CO SEDOL 2261203 | 0.15% |
| TREASURY BILL 00.0000 02/09/2021 | 0.15% |
| SBERBANK PJSC -SPONSORED ADR SEDOL B5SC091 | 0.15% |
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| PNC FINANCIAL SERVICES GROUP SEDOL 2692665 | 0.15% |
| HANA FINANCIAL GROUP SEDOL B0RNRF5 | 0.15% |
| AFLAC INC SEDOL 2026361 | 0.15% |
| MEITUAN-CLASS B SEDOL BGJW376 | 0.15% |
| NESTLE SA-REG SEDOL 7123870 | 0.15% |
| ALBEMARLE CORP SEDOL 2046853 | 0.14% |
| PINTEREST INC- CLASS A SEDOL BJ2Z0H2 | 0.14% |
| GODADDY INC - CLASS A SEDOL BWFRFC6 | 0.14% |
| BOSTON PROPERTIES INC SEDOL 2019479 | 0.14% |
| EQUINIX INC SEDOL BVLZX12 | 0.14% |
| HOLOGIC INC SEDOL 2433530 | 0.14% |
| S&P GLOBAL INC SEDOL BYV2325 | 0.14% |
| CHEVRON CORP | 0.14% |
| BRISTOL-MYERS SQUIBB CO SEDOL 2126335 | 0.14% |
| ROYAL DUTCH SHELL PLC-B SHS SEDOL B03MM40 | 0.14% |
| DEXCOM INC SEDOL B0796X4 | 0.14% |
| JD.COM INC-ADR SEDOL BMM27D9 | 0.14% |
| PULTEGROUP INC SEDOL 2708841 | 0.14% |
| TREASURY BILL 00.0000 04/08/2021 | 0.14% |
| COCA-COLA HBC AG-DI SEDOL B9895B7 | 0.13% |
| PRUDENTIAL PLC SEDOL 0709954 | 0.13% |
| CONOCOPHILLIPS | 0.13% |
| FNMA FN30 FM1741 UMBS 04.0000 04/01/2049 | 0.13% |
| HDFC BANK LIMITED SEDOL BK1N461 | 0.13% |
| UNITED RENTALS INC SEDOL 2134781 | 0.13% |
| BANCO ITAU HOLDING PFD SEDOL B037HR3 PCT 0.00 | 0.13% |
| ALLY FINANCIAL INC SEDOL B72XK05 | 0.13% |
| VALERO ENERGY CORP SEDOL 2041364 | 0.13% |
| BJ'S WHOLESALE CLUB HOLDINGS SEDOL BFZNZF8 | 0.13% |
| TREASURY BILL 00.0000 02/16/2021 | 0.13% |
| LULULEMON ATHLETICA INC SEDOL B23FN39 | 0.13% |
| DISCOVER FINANCIAL SERVICES SEDOL B1YLC43 | 0.12% |
| NOVO NORDISK A/S-B SEDOL BHC8X90 | 0.12% |
| ADVANCED MICRO DEVICES SEDOL 2007849 | 0.12% |
| TEXAS INSTRUMENTS INC SEDOL 2885409 | 0.12% |
| ALLIANZ SE-REG SEDOL 5231485 | 0.12% |
| AT&T INC SEDOL 2831811 | 0.12% |
| SCHNEIDER ELECTRIC SE SEDOL 4834108 | 0.12% |
| NINTENDO CO LTD SEDOL 6639550 | 0.12% |
| DIAGEO PLC SEDOL 0237400 | 0.12% |
| FORD MOTOR CO SEDOL 2615468 | 0.12% |
| LEIDOS HOLDINGS INC SEDOL BDV82B8 | 0.12% |
| ASTRAZENECA PLC-SPONS ADR SEDOL 2989044 | 0.12% |
| SCHLUMBERGER LTD SEDOL 2779201 | 0.12% |
| HERSHEY CO/THE SEDOL 2422806 | 0.11% |
| THALES SA SEDOL 4162791 | 0.11% |
| SAMSUNG ELECTRONICS-PREF SEDOL 6773812 | 0.11% |
| WASTE MANAGEMENT INC SEDOL 2937667 | 0.11% |
| AVALARA INC SEDOL BZ1NVP4 | 0.11% |
| EATON CORP PLC SEDOL B8KQN82 | 0.11% |
| L OREAL SEDOL 4057808 | 0.11% |
| TJX COMPANIES INC SEDOL 2989301 | 0.11% |
| T-MOBILE US INC P/P 144A 05.2500 CV PFD | 0.11% |
| NEXI SPA SEDOL BJ1F880 | 0.11% |
| RAYTHEON TECHNOLOGIES CORP SEDOL BM5M5Y3 | 0.11% |
| EDP-ENERGIAS DE PORTUGAL SA SEDOL 4103596 | 0.11% |
| FNMA FN30 FM1521 UMBS 04.0000 05/01/2049 | 0.11% |
| LENNAR CORP-A SEDOL 2511920 | 0.11% |
| RIO TINTO PLC SEDOL 0718875 | 0.11% |
| ORSTED A/S SEDOL BYT16L4 | 0.11% |
| SCHWAB (CHARLES) CORP SEDOL 2779397 | 0.11% |
| ABIOMED INC SEDOL 2003698 | 0.10% |
| TOTAL SE SEDOL B15C557 | 0.10% |
| CHIPOTLE MEXICAN GRILL INC SEDOL B0X7DZ3 | 0.10% |
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| ASSURED GUARANTY LTD SEDOL B00V7H8 | 0.10% |
| CARDINAL HEALTH INC SEDOL 2175672 | 0.10% |
| DEUTSCHE TELEKOM AG-REG SEDOL 5842359 | 0.10% |
| FNMA FN30 AL9859 UMBS 03.0000 03/01/2047 | 0.10% |
| LI NING CO LTD SEDOL B01JCK9 | 0.10% |
| ADIDAS AG SEDOL 4031976 | 0.10% |
| DNB NOR ASA SEDOL 4263304 | 0.10% |
| DYNATRACE INC SEDOL BJV2RD9 | 0.10% |
| FLUTTER ENTERTAINMENT PLC SEDOL BWXC0Z1 | 0.10% |
| FNMA FN30 BQ1269 UMBS 02.5000 08/01/2050 | 0.10% |
| TAIWAN SEMICONDUCTOR-SP ADR SEDOL 2113382 | 0.10% |
| RADIAN GROUP INC SEDOL 2173911 | 0.10% |
| XINYI SOLAR HOLDINGS LTD SEDOL BGQYNN1 | 0.10% |
| DEUTSCHE POST AG-REG SEDOL 4617859 | 0.10% |
| DUPONT DE NEMOURS INC SEDOL BK0VN47 | 0.10% |
| LINCOLN NATIONAL CORP SEDOL 2516378 | 0.10% |
| QUANTA SERVICES INC SEDOL 2150204 | 0.10% |
| SEAGEN INC SEDOL BLPK4D2 | 0.10% |
| UBS GROUP AG-REG SEDOL BRJL176 | 0.10% |
| WESFARMERS LTD SEDOL 6948836 | 0.10% |
| ASAHI GROUP HOLDINGS LTD SEDOL 6054409 | 0.10% |
| BAXTER INTERNATIONAL INC SEDOL 2085102 | 0.10% |
| FNMA FN30 MA2737 UMBS 03.0000 09/01/2046 | 0.10% |
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| PUBLIC SERVICE ENTERPRISE GP SEDOL 2707677 | 0.10% |
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| AMETEK INC SEDOL 2089212 | 0.09% |
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| ITOCHU CORP SEDOL 6467803 | 0.09% |
| MINEBEA CO LTD SEDOL 6642406 | 0.09% |
| AVERY DENNISON CORP SEDOL 2066408 | 0.09% |
| CAIXABANK SA SEDOL B283W97 | 0.09% |
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| BAIDU INC - SPON ADR SEDOL B0FXT17 | 0.09% |
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| FIAT CHRYSLER AUTOMOBILES NV SEDOL BRJFWP3 | 0.09% |
| LG CHEM LTD SEDOL 6346913 | 0.09% |
| ABB LTD-REG SEDOL 7108899 | 0.09% |
| CBRE GROUP INC - A SEDOL B6WVMH3 | 0.09% |
| KONINKLIJKE DSM NV SEDOL B0HZL93 | 0.09% |
| SHENZHEN INOVANCE TECHNOLO-A SEDOL BD5CMN8 | 0.09% |
| VOLVO AB-B SHS SEDOL B1QH830 | 0.09% |
| WALMART DE MEXICO SAB DE CV SEDOL BW1YVH8 | 0.09% |
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| LIBERTY GLOBAL PLC- C SEDOL B8W67B1 | 0.09% |
| NETWORK INTERNATIONAL HOLDIN SEDOL BH3VJ78 | 0.09% |
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| EXXON MOBIL CORP SEDOL 2326618 | 0.09% |
| PEUGEOT SA SEDOL 7103526 | 0.09% |
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| APOLLO GLOBAL MANAGEMENT INC SEDOL BKRLVD5 | 0.09% |
| GOODMAN GROUP SEDOL B03FYZ4 | 0.09% |
| KAKAO CORP SEDOL 6194037 | 0.09% |
| RENESAS ELECTRONICS CORP SEDOL 6635677 | 0.09% |
| SECOM CO LTD SEDOL 6791591 | 0.09% |
| JAPAN EXCHANGE GROUP INC SEDOL 6743882 | 0.08% |
| LONDON STOCK EXCHANGE GROUP SEDOL B0SWJX3 | 0.08% |
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| AMERICAN INTERNATIONAL GROUP SEDOL 2027342 | 0.08% |
| INDUSTRIA DE DISENO TEXTIL SEDOL BP9DL90 | 0.08% |
| JAZZ PHARMACEUTICALS PLC SEDOL B4Q5ZN4 | 0.08% |
| LABORATORY CRP OF AMER HLDGS SEDOL 2586122 | 0.08% |
| VONTIER CORP SEDOL BH4GV32 | 0.08% |
| AGNC INVESTMENT CORP SEDOL BYYHJL8 | 0.08% |
| EASTMAN CHEMICAL CO SEDOL 2298386 | 0.08% |
| EQUINOR ASA SEDOL 7133608 | 0.08% |
| REPO TRIPA MORTG 0.06 01/04/2021 | 0.08% |
| FORTUNE BRANDS HOME & SECURI SEDOL B3MC7D6 | 0.08% |
| BRENNTAG AG SEDOL B4YVF56 | 0.08% |
| TECHTRONIC INDUSTRIES CO LTD SEDOL B0190C7 | 0.08% |
| B3 SA-BRASIL BOLSA BALCAO SEDOL BG36ZK1 | 0.08% |
| EQUITABLE HOLDINGS INC SEDOL BKRMR96 | 0.08% |
| KION GROUP AG SEDOL BB22L96 | 0.08% |
| LEGRAND SA SEDOL B11ZRK9 | 0.08% |
| PARTNERS GROUP HOLDING AG SEDOL B119QG0 | 0.08% |
| SUMITOMO MITSUI FINANCIAL GR SEDOL 6563024 | 0.08% |
| DAIKIN INDUSTRIES LTD SEDOL 6250724 | 0.08% |
| AMEREN CORPORATION SEDOL 2050832 | 0.08% |
| DIALOG SEMICONDUCTOR PLC SEDOL 5982200 | 0.08% |
| EXPEDITORS INTL WASH INC SEDOL 2325507 | 0.08% |
| RELIANC-GDR 144A 144A SEDOL B16CYP9 | 0.08% |
| STATE STREET CORP SEDOL 2842040 | 0.08% |
| TATA CONSULTANCY SVS LTD SEDOL B01NPJ1 | 0.08% |
| TREASURY BILL 00.0000 03/18/2021 | 0.08% |
| KDDI CORP SEDOL 6248990 | 0.08% |
| KEURIG DR PEPPER INC SEDOL BD3W133 | 0.08% |
| DRAFTKINGS INC - CL A SEDOL BMYML02 | 0.08% |
| HINDUSTAN UNILEVER LTD SEDOL 6261674 | 0.08% |
| NABTESCO CORP SEDOL 6687571 | 0.08% |
| AIRTAC INTERNATIONAL GROUP SEDOL B52J816 | 0.08% |
| COMPUGROUP MEDICAL SE & CO K SEDOL BMY7CH1 | 0.08% |
| DANAHER CORP 05.0000 CV PFD | 0.08% |
| ICICI BANK LTD SEDOL BSZ2BY7 | 0.08% |
| VERIZON COMM 04.3290 09/21/2028 | 0.08% |
| BANCO BILBAO VIZCAYA ARGENTA SEDOL 5501906 | 0.07% |
| BOEING CO/THE SEDOL 2108601 | 0.07% |
| NOMURA RESEARCH INSTITUTE LT SEDOL 6390921 | 0.07% |
| WULIANGYE YIBIN CO LTD-A SEDOL BD5CPG2 | 0.07% |
| CARLSBERG AS-B SEDOL 4169219 | 0.07% |
| COVESTRO AG SEDOL BYTBWY9 | 0.07% |
| KINGFISHER PLC SEDOL 3319521 | 0.07% |
| MEDIATEK INC SEDOL 6372480 | 0.07% |
| SALESFORCE.COM INC SEDOL 2310525 | 0.07% |
| SIG COMBIBLOC GROUP AG SEDOL BD5GN60 | 0.07% |
| WASTE CONNECTIONS INC SEDOL BYVG1F6 | 0.07% |
| ALLIANCE DATA SYSTEMS CORP SEDOL 2762030 | 0.07% |
| BF0101 03.5000 06/01/2056 | 0.07% |
| NIPPON PROLOGIS REIT INC SEDOL B98BC67 | 0.07% |
| SBA COMMUNICATIONS CORP SEDOL BZ6TS23 | 0.07% |
| BOOKING HOLDINGS INC SEDOL BDRXDB4 | 0.07% |
| ENEL SPA SEDOL 7144569 | 0.07% |
| ORACLE CORP SEDOL 2661568 | 0.07% |
| COMPASS GROUP PLC SEDOL BD6K457 | 0.07% |
| ENTERPRISE PRODUCTS PARTNERS SEDOL 2285388 | 0.07% |
| NXP SEMICONDUCTORS NV SEDOL B505PN7 | 0.07% |
| ZALANDO SE SEDOL BQV0SV7 | 0.07% |
| AVIVA PLC SEDOL 0216238 | 0.07% |
| DOVER CORP SEDOL 2278407 | 0.07% |
| MONCLER SPA SEDOL BGLP232 | 0.07% |
| STACR 2016-DNA2 M3 04.7980 10/25/2028 | 0.07% |
| YUM CHINA HOLDINGS INC SEDOL BN2BD13 | 0.07% |
| CENOVUS ENERGY INC SEDOL B57FG04 | 0.07% |
| PRINCIPAL FINANCIAL GROUP SEDOL 2803014 | 0.07% |
| CENTRE TESTING INTL GROUP-A SEDOL BD5C7D3 | 0.07% |
| COPA HOLDINGS SA-CLASS A SEDOL B0TNJH9 | 0.07% |
| ENTERGY CORP SEDOL 2317087 | 0.07% |
| HITACHI LTD SEDOL 6429104 | 0.07% |
| MORGAN STANLEY 03.1250 01/23/2023 | 0.07% |
| FNMA FN30 BQ0329 UMBS 02.5000 07/01/2050 | 0.07% |
| FORTESCUE METALS GROUP LTD SEDOL B2B2B49 | 0.07% |
| IMPERIAL BRANDS PLC SEDOL 0454492 | 0.07% |
| PALTAC CORPORATION SEDOL B61BG94 | 0.07% |
| WALT DISNEY CO/THE SEDOL 2270726 | 0.06% |
| GARMIN LTD SEDOL B3Z5T14 | 0.06% |
| KONINKLIJKE AHOLD DELHAIZE N SEDOL BD0Q398 | 0.06% |
| JPMORGAN CHASE & CO 03.9640 11/15/2048 | 0.06% |
| LAFARGEHOLCIM LTD-REG SEDOL 7110753 | 0.06% |
| ABBVIE INC 03.2000 11/21/2029 | 0.06% |
| ABCAM PLC SEDOL B677469 | 0.06% |
| DBS GROUP HOLDINGS LTD SEDOL 6175203 | 0.06% |
| POLARIS INC SEDOL 2692933 | 0.06% |
| SKANDINAVISKA ENSKILDA BAN-A SEDOL 4813345 | 0.06% |
| UBI SOFT ENTERTA SEDOL B1L3CS6 | 0.06% |
| SBI HOLDINGS INC SEDOL 6309466 | 0.06% |
| CK ASSET HOLDINGS LTD SEDOL BYZQ077 | 0.06% |
| DELTA AIR LINES INC SEDOL B1W9D46 | 0.06% |
| FNMA FN30 BM5024 UMBS 03.0000 11/01/2048 | 0.06% |
| REPUBLIC SERVICES INC SEDOL 2262530 | 0.06% |
| TOKYO ELECTRON LTD SEDOL 6895675 | 0.06% |
| WUXI APPTEC CO LTD-H SEDOL BGHH0L6 | 0.06% |
| A-LIVING SMART CITY SVCS 144A SEDOL BFWK4M2 | 0.06% |
| AMDOCS LTD SEDOL 2256908 | 0.06% |
| BNP PARIBAS SEDOL 7309681 | 0.06% |
| CDX CDX.NA.IG.35 100.0 12/20/2025 | 0.06% |
| KNORR-BREMSE AG SEDOL BD2P9X9 | 0.06% |
| SHENZHEN MINDRAY BIO-MEDIC-A SEDOL BHQK864 | 0.06% |
| SHIN-ETSU CHEMICAL CO LTD SEDOL 6804585 | 0.06% |
| AT&T INC P/P 144A 03.5500 09/15/2055 | 0.06% |
| BRUNSWICK CORP SEDOL 2149309 | 0.06% |
| CREDIT AGRICOLE SA SEDOL 7262610 | 0.06% |
| HONG KONG EXCHANGES & CLEAR SEDOL 6267359 | 0.06% |
| INVITATION HOMES INC SEDOL BD81GW9 | 0.06% |
| WOOLWORTHS GROUP LTD SEDOL 6981239 | 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% |
| AIRBNB INC-CLASS A SEDOL BMGYYH4 | 0.06% |
| BERRY GLOBAL GROUP INC SEDOL B8BR3H3 | 0.06% |
| FEDEX CORP SEDOL 2142784 | 0.06% |
| ZHONGSHENG GROUP HOLDINGS SEDOL B633D97 | 0.06% |
| CITIGROUP INC 03.6680 07/24/2028 | 0.05% |
| CROWN HOLDINGS INC | 0.05% |
| DUKE REALTY CORP SEDOL 2284084 | 0.05% |
| LINDE PLC SEDOL BYWD9S5 | 0.05% |
| BP PLC SEDOL 0798059 | 0.05% |
| GMO INTERNET INC SEDOL 6170167 | 0.05% |
| MORGAN STANLEY 03.6250 01/20/2027 | 0.05% |
| VISTRA CORP SEDOL BZ8VJQ8 | 0.05% |
| ASIAN PAINTS LTD SEDOL BCRWL65 | 0.05% |
| DAIWA HOUSE INDUSTRY CO LTD SEDOL 6251363 | 0.05% |
| ELITE MATERIAL CO LTD SEDOL 6316121 | 0.05% |
| JPMORGAN CHASE & CO 03.6250 12/01/2027 | 0.05% |
| KERING SEDOL 5505072 | 0.05% |
| TELEDYNE TECHNOLOGIES INC SEDOL 2503477 | 0.05% |
| JPMORGAN CHASE & CO 03.3750 05/01/2023 | 0.05% |
| PETROBRAS GLOBAL FINANCE USD 06.2500 03/17/2024 | 0.05% |
| PINNACLE WEST CAPITAL SEDOL 2048804 | 0.05% |
| SHIONOGI & CO LTD SEDOL 6804682 | 0.05% |
| TOTVS SA SEDOL B10LQP6 | 0.05% |
| AVALONBAY COMMUNITIES INC SEDOL 2131179 | 0.05% |
| BANK OF AMERICA CORP 06.1100 01/29/2037 | 0.05% |
| COMPANHIA DE LOCACAO DAS AME SEDOL B82CQN4 | 0.05% |
| FNMA FN30 BM1172 UMBS 03.0000 03/01/2047 | 0.05% |
| POYA INTERNATIONAL CO LTD SEDOL 6541826 | 0.05% |
| CONSTELLATION BRANDS INC-A SEDOL 2170473 | 0.05% |
| GOLDMAN SACHS GROUP INC 03.8500 01/26/2027 | 0.05% |
| KEYCORP SEDOL 2490911 | 0.05% |
| MERCADOLIBRE INC SEDOL B23X1H3 | 0.05% |
| UNUM GROUP SEDOL 2433842 | 0.05% |
| 3I GROUP PLC SEDOL B1YW440 | 0.05% |
| AURIZON HOLDINGS LTD SEDOL B87CVM3 | 0.05% |
| BAKER HUGHES CO SEDOL BDHLTQ5 | 0.05% |
| NIPPON TELEGRAPH & TELEPHONE SEDOL 6641373 | 0.05% |
| SLM CORP | 0.05% |
| WH GROUP LTD SEDOL BLLHKZ1 | 0.05% |
| APTARGROUP INC SEDOL 2045247 | 0.05% |
| BRISTOL-MYERS 03.2500 02/20/2023 | 0.05% |
| CVS HEALTH CORP 04.7800 03/25/2038 | 0.05% |
| DNB BANK ASA P/P 144A 02.1500 12/02/2022 | 0.05% |
| KONINKLIJKE KPN NV SEDOL 5956078 | 0.05% |
| MOODY S CORP | 0.05% |
| TEMPUR SEALY INTERNATIONAL I SEDOL 2216991 | 0.05% |
| TREASURY BILL 00.0000 02/02/2021 | 0.05% |
| WYNN MACAU LTD SEDOL B4JSTL6 | 0.05% |
| DINO POLSKA SA SEDOL BD0YVN2 | 0.05% |
| NEXON CO LTD SEDOL B63QM77 | 0.05% |
| UNITED MEXICAN STATES USD 05.5500 01/21/2045 | 0.05% |
| ADECCO GROUP AG-REG SEDOL 7110720 | 0.04% |
| BHP GROUP PLC SEDOL BH0P3Z9 | 0.04% |
| CIA PARANAENSE DE ENERGI-PFB | 0.04% |
| SAREPTA THERAPEUTICS INC SEDOL B8DPDT7 | 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% |
| ALLISON TRANSMISSION HOLDING SEDOL B4PZ892 | 0.04% |
| AXALTA COATING SYSTEMS LTD SEDOL BSFWCF5 | 0.04% |
| IHS MARKIT LTD P/P 144A 04.7500 02/15/2025 | 0.04% |
| ORACLE CORP 02.5000 10/15/2022 | 0.04% |
| SARTORIUS STEDIM BIOTECH SEDOL BYZ2QP5 | 0.04% |
| TREASURY BILL 00.0000 02/23/2021 | 0.04% |
| UBS GROUP AG P/P 144A 03.4910 05/23/2023 | 0.04% |
| AT&T INC P/P 144A 02.5500 12/01/2033 | 0.04% |
| CASEYS GENERAL | 0.04% |
| CDX CDX.NA.HY.35 500.0 12/20/2025 | 0.04% |
| LAMAR ADVERTISING CO-A SEDOL BSPHGN6 | 0.04% |
| LIVE NATION ENTERTAINMENT IN SEDOL B0T7YX2 | 0.04% |
| MWST 2019-1 A 00.9480 06/25/2052 | 0.04% |
| SPST 2020-2 A 00.9780 03/26/2021 | 0.04% |
| AUD/USD 01/20/2021 RBSF | 0.04% |
| NOMURA HOLDINGS INC SEDOL 6643108 | 0.04% |
| LOGITECH INTERNATIONAL-REG SEDOL B18ZRK2 | 0.04% |
| PPG INDUSTRIES INC SEDOL 2698470 | 0.04% |
| SONIC HEALTHCARE LTD SEDOL 6821120 | 0.04% |
| SWEDBANK AB - A SHARES SEDOL 4846523 | 0.04% |
| APPLE INC 00.7500 05/11/2023 | 0.04% |
| BANK OF AMERICA CORP 03.2480 10/21/2027 | 0.04% |
| BRITISH AMERICAN TOBACCO PLC SEDOL 0287580 | 0.04% |
| FNMA FN30 BC1155 UMBS 03.0000 06/01/2046 | 0.04% |
| PANDORA A/S SEDOL B44XTX8 | 0.04% |
| INTERPUBLIC GROUP COS 04.6500 10/01/2028 | 0.04% |
| M3 INC SEDOL B02K2M3 | 0.04% |
| PORSCHE AUTOMOBIL HLDG-PRF SEDOL 7101069 | 0.04% |
| SALESFORCE.COM INC 03.7000 04/11/2028 | 0.04% |
| BANK LEUMI LE-ISRAEL SEDOL 6076425 | 0.04% |
| BRAMBLES LTD SEDOL B1FJ0C0 | 0.04% |
| CAS 2016-C04 1M2 04.3980 01/25/2029 | 0.04% |
| DISCOVERY INC - A SEDOL B3D7K31 | 0.04% |
| ENERGY TRANSFER OPERATNG 06.6250 02/15/2028 | 0.04% |
| GENTEX CORP SEDOL 2366799 | 0.04% |
| GLAXOSMITHKLINE PLC SEDOL 0925288 | 0.04% |
| NESTLE HOLDINGS INC P/P 144A 00.3750 01/15/2024 | 0.04% |
| NITTO DENKO CORP SEDOL 6641801 | 0.04% |
| VOLKSWAGEN AG PFD SEDOL 5497168 | 0.04% |
| DBUBS 2011-LC3A D P/P 144A 05.3353 08/10/2044 | 0.04% |
| HIKMA PHARMACEUTICALS PLC SEDOL B0LCW08 | 0.04% |
| JUBILANT FOODWORKS LTD SEDOL B3PRM66 | 0.04% |
| LNSTR 2015-3 B P/P 144A 03.1852 04/20/2048 | 0.04% |
| ONO PHARMACEUTICAL CO LTD SEDOL 6660107 | 0.04% |
| PETROLEOS MEXICANOS USD 06.8400 01/23/2030 | 0.04% |
| WOLTERS KLUWER SEDOL 5671519 | 0.04% |
| FNMA FN30 TBA UMBS 04.0000 01/01/2051 | 0.04% |
| FUJITSU LTD SEDOL 6356945 | 0.04% |
| RELIANCE STEEL & ALUMINUM SEDOL 2729068 | 0.04% |
| REPUBLIC OF INDONESIA REGS 04.7500 01/08/2026 | 0.04% |
| 10X GENOMICS INC-CLASS A SEDOL BKS3RS7 | 0.04% |
| AENA SME SA SEDOL BVRZ8L1 | 0.04% |
| ATLAS COPCO AB-A SHS SEDOL BD97BN2 | 0.04% |
| DIRECT LINE INSURANCE GROUP SEDOL BY9D0Y1 | 0.04% |
| FAURECIA SEDOL 4400446 | 0.04% |
| ITOCHU TECHNO-SOLUTIONS CORP SEDOL 6200194 | 0.04% |
| KOITO MANUFACTURING CO LTD SEDOL 6496324 | 0.04% |
| OTSUKA CORP SEDOL 6267058 | 0.04% |
| SYSCO CORP SEDOL 2868165 | 0.04% |
| T-MOBILE USA INC P/P 144A 03.7500 04/15/2027 | 0.04% |
| UNIVERSAL VISION BIOTECHNOLO SEDOL 6732051 | 0.04% |
| ASSOCIATED BRITISH FOODS PLC SEDOL 0673123 | 0.03% |
| BROADCOM INC 04.1500 11/15/2030 | 0.03% |
| CACI INTERNATIONAL INC -CL A SEDOL 2159267 | 0.03% |
| CAS 2020-R01 1M2 02.1980 01/25/2040 | 0.03% |
| CCO HOLDINGS LLC P/P 144A 05.3750 06/01/2029 | 0.03% |
| EIFFAGE SEDOL B13X013 | 0.03% |
| MICROSOFT CORP 02.4000 08/08/2026 | 0.03% |
| MICROSOFT CORP 03.7000 08/08/2046 | 0.03% |
| NITORI HOLDINGS CO LTD SEDOL 6644800 | 0.03% |
| REPUBLIC OF SENEGAL REGS 06.2500 05/23/2033 | 0.03% |
| SNAM SPA SEDOL 7251470 | 0.03% |
| SOFTWARE AG SEDOL BF06WX9 | 0.03% |
| SPRINT CAPITAL CORPORATION 06.8750 11/15/2028 | 0.03% |
| SPRINT CORP 07.8750 09/15/2023 | 0.03% |
| SUMITOMO TR&BK P/P 144A 00.8000 09/12/2023 | 0.03% |
| TELEFONICA EMISIONES SAU USD 04.8950 03/06/2048 | 0.03% |
| ASTRAZENECA PLC SEDOL 0989529 | 0.03% |
| CHARTER COMM OPT LLC 06.4840 10/23/2045 | 0.03% |
| CINTAS CORP SEDOL 2197137 | 0.03% |
| HILTON WORLDWIDE FIN LLC 04.8750 04/01/2027 | 0.03% |
| MODERNA INC SEDOL BGSXTS3 | 0.03% |
| UBS GROUP AG P/P 144A 03.0000 04/15/2021 | 0.03% |
| CELANESE CORP SEDOL B05MZT4 | 0.03% |
| LASERTEC CORP SEDOL 6506267 | 0.03% |
| OPAP SA SEDOL 7107250 | 0.03% |
| SUMITOMO MITSUI TRUST HOLDIN SEDOL 6431897 | 0.03% |
| US 10YR ULTRA FUT MAR21 UXYH1 | 0.03% |
| WILMAR INTERNATIONAL LTD SEDOL B17KC69 | 0.03% |
| AGL ENERGY LTD SEDOL BSS7GP5 | 0.03% |
| ARROW ELECTRONICS INC SEDOL 2051404 | 0.03% |
| CAS 2015-C04 2M2 05.6980 04/25/2028 | 0.03% |
| CWALT 2006-OA10 4A1 00.5280 08/25/2046 | 0.03% |
| ENI SPA SEDOL 7145056 | 0.03% |
| FAIRFAX FINL HLDGS USD 04.8500 04/17/2028 | 0.03% |
| ORACLE CORP 04.0000 11/15/2047 | 0.03% |
| TRANSDIGM INC. P/P 144A 06.2500 03/15/2026 | 0.03% |
| APPLE INC 04.2500 02/09/2047 | 0.03% |
| ASHLAND GLOBAL HOLDINGS INC SEDOL BYND5N1 | 0.03% |
| CAS 2016-C02 1M2 06.1480 09/25/2028 | 0.03% |
| COUSINS PROPERTIES INC SEDOL BJP0MF6 | 0.03% |
| ENTERPRISE PRODUCTS OPER 04.2500 02/15/2048 | 0.03% |
| EQUINIX INC. 02.9000 11/18/2026 | 0.03% |
| GOLDMAN SACHS GROUP INC 04.2230 05/01/2029 | 0.03% |
| IVORY COAST REGS 06.1250 06/15/2033 | 0.03% |
| JPMORGAN CHASE & CO 04.6000 02/01/2025 | 0.03% |
| SUN HUNG KAI PROPERTIES SEDOL 6859927 | 0.03% |
| UNITEDHEALTH GROUP INC 03.8500 06/15/2028 | 0.03% |
| AIR LEASE CORP 04.6250 10/01/2028 | 0.03% |
| BRISTOL-MYERS 02.9000 07/26/2024 | 0.03% |
| CAS 2016-C01 1M2 06.8980 08/25/2028 | 0.03% |
| CHUGAI PHARMACEUTICAL CO LTD SEDOL 6196408 | 0.03% |
| CIT GROUP INC. 05.2500 03/07/2025 | 0.03% |
| CK HUTCHISON HOLDINGS LTD SEDOL BW9P816 | 0.03% |
| DOMINICAN REPUBLIC REGS 05.9500 01/25/2027 | 0.03% |
| FIDELITY NATIONAL FINANCIAL SEDOL BNBRDD4 | 0.03% |
| FNMA FN30 AS7003 UMBS 03.0000 04/01/2046 | 0.03% |
| FNMA FN40 BF0171 UMBS 04.0000 01/01/2057 | 0.03% |
| LPL FINANCIAL HOLDINGS INC SEDOL B75JX34 | 0.03% |
| NOVARTIS CAPITAL CORP 04.0000 11/20/2045 | 0.03% |
| SINGAPORE EXCHANGE LTD SEDOL 6303866 | 0.03% |
| STANDARD IND INC P/P 144A 05.0000 02/15/2027 | 0.03% |
| AES CORP SEDOL 2002479 | 0.03% |
| AMERICAN TOWER CORP 03.1250 01/15/2027 | 0.03% |
| CF INDUSTRIES INC P/P 144A 04.5000 12/01/2026 | 0.03% |
| ECOLAB INC 02.7000 11/01/2026 | 0.03% |
| SEI INVESTMENTS COMPANY SEDOL 2793610 | 0.03% |
| TOKYO GAS CO LTD SEDOL 6895448 | 0.03% |
| UNILEVER PLC SEDOL B10RZP7 | 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% |
| ASHTEAD CAPITAL INC P/P 144A 04.3750 08/15/2027 | 0.03% |
| FNMA FN30 BJ9256 UMBS 04.0000 06/01/2048 | 0.03% |
| MGIC INVESTMENT CORP SEDOL 2548616 | 0.03% |
| MRAIT 2020-2 A2 | 0.03% |
| ORACLE CORP 02.5000 05/15/2022 | 0.03% |
| REP OF INDONESIA P/P 144A 04.3500 01/08/2027 | 0.03% |
| SMC CORP SEDOL 6763965 | 0.03% |
| ALKERMES PLC SEDOL B3P6D26 | 0.03% |
| AP MOLLER-MAERSK A/S-B SEDOL 4253048 | 0.03% |
| BOC HONG KONG HOLDINGS LTD SEDOL 6536112 | 0.03% |
| BROADCOM CRP / CAYM 03.5000 01/15/2028 | 0.03% |
| CAPGEMINI SE SEDOL 4163437 | 0.03% |
| COLES GROUP LTD SEDOL BYWR0T5 | 0.03% |
| EOG RESOURCES INC SEDOL 2318024 | 0.03% |
| GENERAL MOTORS FINL CO 04.0000 10/06/2026 | 0.03% |
| INTL BUSINESS MACHINES CORP SEDOL 2005973 | 0.03% |
| MRAIT 2020-12 A1X 07/15/2021 | 0.03% |
| NRG ENERGY INC P/P 144A 04.4500 06/15/2029 | 0.03% |
| SCOTTS MIRACLE-GRO CO SEDOL 2781518 | 0.03% |
| TAYLOR WIMPEY PLC SEDOL 0878230 | 0.03% |
| UNITEDHEALTH GROUP INC 03.1500 06/15/2021 | 0.03% |
| AMAZON.COM INC. 02.5000 11/29/2022 | 0.02% |
| BANK OF MONTREAL USD 03.1000 04/13/2021 | 0.02% |
| BERKELEY GROUP HOLDINGS/THE SEDOL B02L3W3 | 0.02% |
| DANSKE BANK A/S P/P 144A 02.7000 03/02/2022 | 0.02% |
| DISH DBS CORP 05.8750 11/15/2024 | 0.02% |
| EQUITY LIFESTYLE PROPERTIES SEDOL 2563125 | 0.02% |
| FNMA FN30 BC2733 UMBS 03.0000 05/01/2046 | 0.02% |
| MTN GROUP LTD SEDOL 6563206 | 0.02% |
| REINSURANCE GROUP OF AMERICA SEDOL 2731193 | 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% |
| SPECTRUM BRANDS HOLDINGS INC SEDOL BDRYFB1 | 0.02% |
| SUNDRUG CO LTD SEDOL 6817895 | 0.02% |
| YAMATO HOLDINGS CO LTD SEDOL 6985565 | 0.02% |
| AUD/USD 01/20/2021 MSCIL | 0.02% |
| BANK BTPN SYARIAH TBK PT SEDOL BFNBJ41 | 0.02% |
| BMW US CAPITAL LLC P/P 144A 02.0000 04/11/2021 | 0.02% |
| CAS 2015-C04 1M2 05.8480 04/25/2028 | 0.02% |
| CHEMOURS CO/THE SEDOL BZ0CTP8 | 0.02% |
| CHENIERE CORP CHRIST 05.1250 06/30/2027 | 0.02% |
| COMCAST CORP 03.9690 11/01/2047 | 0.02% |
| COMM 2010-C1 D P/P 144A 05.7920 07/10/2046 | 0.02% |
| COSTCO WHOLESALE CORP SEDOL 2701271 | 0.02% |
| FNMA FN30 AS8056 UMBS 03.0000 10/01/2046 | 0.02% |
| NATIONAL AUSTRALIA BK/NY 02.5000 01/12/2021 | 0.02% |
| PNC BANK NA 02.0280 12/09/2022 | 0.02% |
| POPULAR INC SEDOL B86QM90 | 0.02% |
| REPUBLIC OF PERU USD 02.3920 01/23/2026 | 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% |
| AT&T INC 04.7500 05/15/2046 | 0.02% |
| BANK OF AMERICA CORP 03.4990 05/17/2022 | 0.02% |
| BRISTOL-MYERS 03.2500 08/15/2022 | 0.02% |
| BROTHER INDUSTRIES LTD SEDOL 6146500 | 0.02% |
| CALPINE CORP P/P 144A 04.5000 02/15/2028 | 0.02% |
| CLP HOLDINGS LTD SEDOL 6097017 | 0.02% |
| DIGITAL REALTY TRUST LP 04.7500 10/01/2025 | 0.02% |
| E.ON SE SEDOL 4942904 | 0.02% |
| ENERGY TRANSFER OPERATNG 03.7500 05/15/2030 | 0.02% |
| GENERAL ELECTRIC CO SEDOL 2380498 | 0.02% |
| ISRAEL DISCOUNT BANK -A SEDOL 6451271 | 0.02% |
| MAGELLAN FINANCIAL GROUP LTD SEDOL B015YX4 | 0.02% |
| MICHELIN (CGDE) SEDOL 4588364 | 0.02% |
| PULTEGROUP INC 05.5000 03/01/2026 | 0.02% |
| REPUBLIC OF PERU USD 08.7500 11/21/2033 | 0.02% |
| TAKE-TWO INTERACTIVE SOFTWRE SEDOL 2122117 | 0.02% |
| TEMPO ACQ LLC/FI P/P 144A 06.7500 06/01/2025 | 0.02% |
| VERTIV TLB L+300 03.1440 03/02/2027 | 0.02% |
| ALBERTSONS COS/SAFE P/P 144A 04.6250 01/15/2027 | 0.02% |
| APARTMENT INCOME REIT CO SEDOL BN6QGL5 | 0.02% |
| AUD/USD 01/20/2021 GSFX | 0.02% |
| CAS 2017-C01 1M2 03.6980 07/25/2029 | 0.02% |
| COMMONWEALTH BK AUST P/P 144A 03.1500 09/19/2027 | 0.02% |
| CREDIT SUISSE NEW YORK 02.8000 04/08/2022 | 0.02% |
| CWALT 2006-OA7 1A2 01.5494 06/25/2046 | 0.02% |
| GSMS 2014-GC22 C 04.6918 06/10/2047 | 0.02% |
| ISHARES CORE MSCI EMERGING SEDOL B8NDCB6 | 0.02% |
| KINDER MORGAN INC 03.1500 01/15/2023 | 0.02% |
| KRAFT HEINZ FOODS CO 03.0000 06/01/2026 | 0.02% |
| MORGAN STANLEY 04.3750 01/22/2047 | 0.02% |
| MSBAM 2014-C17 C 04.4792 08/15/2047 | 0.02% |
| NH FOODS LTD SEDOL 6640767 | 0.02% |
| PERSIMMON PLC SEDOL 0682538 | 0.02% |
| SILGAN HOLDINGS INC SEDOL 2809324 | 0.02% |
| STANLEY ELECTRIC CO LTD SEDOL 6841106 | 0.02% |
| TENET HEALTHCARE P/P 144A 04.8750 01/01/2026 | 0.02% |
| AIR LEASE CORP 03.2500 10/01/2029 | 0.02% |
| AMERICAN ELECTRIC POWER 04.3000 12/01/2028 | 0.02% |
| AMERICAN EXPRESS COMPANY 02.6500 12/02/2022 | 0.02% |
| AUTO TRADER GROUP PLC SEDOL BVYVFW2 | 0.02% |
| CNH INDUSTRIAL NV SEDOL BDSV2V0 | 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% |
| HENDERSON LAND DEVELOPMENT SEDOL 6420538 | 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% |
| SPX 20211217 C 4150.00CITI | 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% |
| BPCE SA P/P 144A 04.5000 03/15/2025 | 0.02% |
| DAITO TRUST CONSTRUCT CO LTD SEDOL 6250508 | 0.02% |
| FHLMC FR30 ZS4703 UMBS 03.0000 02/01/2047 | 0.02% |
| JONES LANG LASALLE INC SEDOL 2040640 | 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% |
| MICROCHIP TECH INC 04.3330 06/01/2023 | 0.02% |
| NORTHROP GRUMMAN CORP 03.2500 01/15/2028 | 0.02% |
| NRG P/P 144A 03.7500 06/15/2024 | 0.02% |
| OBAYASHI CORP SEDOL 6656407 | 0.02% |
| ORACLE CORP 02.6500 07/15/2026 | 0.02% |
| PALO ALTO NETWORKS INC SEDOL B87ZMX0 | 0.02% |
| RAYTHEON TECH CORP P/P 02.5000 12/15/2022 | 0.02% |
| SPST 2020-6 A 01.8933 09/07/2021 | 0.02% |
| TPAT 2018-SL1 A P/P 144A 00.7493 01/25/2046 | 0.02% |
| AGCO CORP SEDOL 2010278 | 0.02% |
| AMERICAN FINANCIAL GROUP INC SEDOL 2134532 | 0.02% |
| ASML HOLDING NV SEDOL B929F46 | 0.02% |
| AUD/USD 01/20/2021 HSBCB | 0.02% |
| BT GROUP PLC SEDOL 3091357 | 0.02% |
| CAS 2016-C05 2M2 04.5980 01/25/2029 | 0.02% |
| CENTENE CORP 04.6250 12/15/2029 | 0.02% |
| CITIGROUP INC 04.5000 01/14/2022 | 0.02% |
| COCA-COLA EUROPEAN PARTNERS SEDOL BYQQ3P5 | 0.02% |
| COMM 2014-CR19 AM 04.0800 08/10/2047 | 0.02% |
| CSC HOLDINGS LLC 05.2500 06/01/2024 | 0.02% |
| FHMS K106 X1 IO 01.3548 01/25/2030 | 0.02% |
| HCA INC. 05.3750 09/01/2026 | 0.02% |
| ICL GROUP LTD SEDOL 6455530 | 0.02% |
| JPMBB 2015-C29 B 04.1180 05/15/2048 | 0.02% |
| MET LIFE GLOB P/P 144A 01.9500 01/13/2023 | 0.02% |
| MRAIT 2020-11 A1X 01.9000 04/23/2021 | 0.02% |
| ORACLE CORP 01.9000 09/15/2021 | 0.02% |
| PLANTRONICS INC P/P 144A 05.5000 05/31/2023 | 0.02% |
| REPUBLIC OF CHILE USD 02.4500 01/31/2031 | 0.02% |
| SPST 2020-13 A 01.6433 10/10/2021 | 0.02% |
| SPST 2020-15 A 01.5133 12/10/2021 | 0.02% |
| SPST 2020-WL1 A 01.2980 06/25/2051 | 0.02% |
| STAPLES INC P/P 144A 07.5000 04/15/2026 | 0.02% |
| TARGA RESOURCES PART 05.0000 01/15/2028 | 0.02% |
| TRK 2019-1 A1 04.3356 03/25/2022 | 0.02% |
| WATCO COS LLC/FI P/P 144A 06.5000 06/15/2027 | 0.02% |
| ACS ACTIVIDADES SEDOL B01FLQ6 | 0.02% |
| AMERICAN TOWER CORPORATION 02.7500 01/15/2027 | 0.02% |
| ANHEUSER-BUSCH CO/IN 03.6500 02/01/2026 | 0.02% |
| BANK OF AMERICA CORP 06.1000 12/29/2049 | 0.02% |
| CFCRE 2011-C2 E P/P 144A 05.7394 12/15/2047 | 0.02% |
| CIGNA CORP 03.9000 02/15/2022 | 0.02% |
| CISCO SYSTEMS INC 02.2000 02/28/2021 | 0.02% |
| COMM 2013-CR13 C 04.8856 11/10/2046 | 0.02% |
| CREDIT SUISSE GRP AG P/P 144A 06.2500 12/18/2024 | 0.02% |
| CSAIL 2020-C19 XA IO 01.1210 03/15/2053 | 0.02% |
| DIVERSIFIED HEALTHCARE T 09.7500 06/15/2025 | 0.02% |
| EQUITY COMMONWEALTH SEDOL BPH3N63 | 0.02% |
| EXXON MOBIL CORPORATION 02.2220 03/01/2021 | 0.02% |
| GALAXY ENT GRP L SEDOL 6465874 | 0.02% |
| GLOBAL PAYMENTS INC 04.0000 06/01/2023 | 0.02% |
| GSMS 2011-GC3 D P/P 144A 05.5449 03/10/2044 | 0.02% |
| INTERCONTINENTALEXCHANGE 02.6500 09/15/2040 | 0.02% |
| JPMBB 2014-C19 C 04.6760 04/15/2047 | 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% |
| SAMI 2007-AR7 1A1 00.9980 05/25/2047 | 0.02% |
| STACR 2015-DNA3 M3 04.8480 04/25/2028 | 0.02% |
| SUZUKEN CO LTD SEDOL 6865560 | 0.02% |
| SWISS LIFE HOLDING AG-REG SEDOL 7437805 | 0.02% |
| TORONTO-DOMINION BANK USD 03.6250 09/15/2031 | 0.02% |
| WALT DISNEY COMPANY 07.7500 12/01/2045 | 0.02% |
| WILLIS TOWERS WATSON PLC USD 05.7500 03/15/2021 | 0.02% |
| YANGZIJIANG SHIPBUILDING SEDOL B1VT035 | 0.02% |
| ALLY FINANCIAL INC 08.0000 11/01/2031 | 0.02% |
| ALPHABET INC 03.6250 05/19/2021 | 0.02% |
| BIOGEN INC 03.6250 09/15/2022 | 0.02% |
| CAMPBELL SOUP CO SEDOL 2162845 | 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% |
| GCP APPLIED TECH P/P 144A 05.5000 04/15/2026 | 0.02% |
| GJENSIDIGE FORSIKRING ASA SEDOL B4PH0C5 | 0.02% |
| JOHNSON CONTROLS INTL PL 04.5000 02/15/2047 | 0.02% |
| MERCK & CO INC 03.7000 02/10/2045 | 0.02% |
| MONDELEZ INT HOLD NE P/P 144A 02.1250 09/19/2022 | 0.02% |
| NETFLIX INC P/P 144A 05.3750 11/15/2029 | 0.02% |
| ONCOR ELECTRIC DELIV 03.7500 04/01/2045 | 0.02% |
| ONEMAIN HOLDINGS INC SEDOL BYSZB89 | 0.02% |
| REPUBLIC OF COLOMBIA USD 03.8750 04/25/2027 | 0.02% |
| REPUBLIC OF INDONESIA USD 03.8500 10/15/2030 | 0.02% |
| SHRP 2020-1 NOTE 03.1065 07/25/2024 | 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% |
| TRIMBLE INC SEDOL 2903958 | 0.02% |
| WFRBS 2011-C3 D P/P 144A 05.6424 03/15/2044 | 0.02% |
| WFRBS 2014-C22 XA IO 00.8048 09/15/2057 | 0.02% |
| CGCMT 2014-GC21 AS 04.0260 05/10/2047 | 0.02% |
| CIGNA CORP 03.7500 07/15/2023 | 0.02% |
| COMCAST CORPORATION 03.3750 02/15/2025 | 0.02% |
| CSC HOLDINGS LLC P/P 144A 07.5000 04/01/2028 | 0.02% |
| DOMINICAN REPUBLIC REGS 06.8750 01/29/2026 | 0.02% |
| FIRST QUANTUM MINERA P/P 144A 07.5000 04/01/2025 | 0.02% |
| FNMA FN30 AS7154 UMBS 03.0000 05/01/2046 | 0.02% |
| GLOBAL MEDICAL RESPONS L+475 05.7500 10/02/2025 | 0.02% |
| IHEARTCOMMUNICATIONS INC 08.3750 05/01/2027 | 0.02% |
| JPMCC 2012-C6 E P/P 144A 05.1519 05/15/2045 | 0.02% |
| KEURIG DR PEPPER INC 04.5970 05/25/2028 | 0.02% |
| LBMLT 2004-1 A2 00.9480 02/25/2034 | 0.02% |
| MBX.FN30.500.10 R USL1M P 01/12/41 BC | 0.02% |
| MEREDITH CORP 06.8750 02/01/2026 | 0.02% |
| NAVISTAR INTL TLB L+350 03.6600 11/06/2024 | 0.02% |
| NETFLIX INC. 05.8750 11/15/2028 | 0.02% |
| NEUROCRINE BIOSCIENCES INC SEDOL 2623911 | 0.02% |
| NEWMARKET CORP SEDOL B01CGF1 | 0.02% |
| PULTEGROUP INC. 07.8750 06/15/2032 | 0.02% |
| UBS AG LONDON P/P 144A 01.7500 04/21/2022 | 0.02% |
| WFRBS 2013-C11 AS 03.3110 03/15/2045 | 0.02% |
| ARES CAPITAL CORP 03.8750 01/15/2026 | 0.02% |
| BP CAPITAL MARKETS PLC USD 03.2790 09/19/2027 | 0.02% |
| CFCRE 2017-C8 B 04.1985 06/15/2050 | 0.02% |
| CITIGROUP INC 02.9000 12/08/2021 | 0.02% |
| COMM 2013-CR13 AM 04.4490 11/10/2046 | 0.02% |
| DUKE ENERGY CORP 04.2000 06/15/2049 | 0.02% |
| DUKE ENERGY OHIO INC 03.6500 02/01/2029 | 0.02% |
| EOG RESOURCES INC 02.6250 03/15/2023 | 0.02% |
| FIDELITY NATL INFO SERV 03.7500 05/21/2029 | 0.02% |
| FISHER PAYKEL SEDOL 6340250 | 0.02% |
| HESS MIDSTREAM P P/P 144A 05.6250 02/15/2026 | 0.02% |
| KOBAYASHI PHARMACEUTICAL CO SEDOL 6149457 | 0.02% |
| MATCH GRP HLD II LLC P/P 144A 04.6250 06/01/2028 | 0.02% |
| MSBAM 2012-C6 D P/P 144A 04.6058 11/15/2045 | 0.02% |
| NIPPON EXPRESS CO LTD SEDOL 6642127 | 0.02% |
| NOVELIS CORP P/P 144A 05.8750 09/30/2026 | 0.02% |
| OMNICOM GP/OMNICOM CAP 03.6000 04/15/2026 | 0.02% |
| SOCIETE GENERALE P/P 144A 05.3750 11/18/2050 | 0.02% |
| T-MOBILE USA INC P/P 144A 03.8750 04/15/2030 | 0.02% |
| TRANSUNION SEDOL BYMWL86 | 0.02% |
| WAMU 2005-AR12 1A8 02.9169 10/25/2035 | 0.02% |
| WASTE PRO USA INC P/P 144A 05.5000 02/15/2026 | 0.02% |
| WESTROCK MWV LLC 08.2000 01/15/2030 | 0.02% |
| ARD FINANCE SA P/P 144A 06.5000 06/30/2027 | 0.01% |
| BAFC 2005-B 3M1 00.8266 04/20/2035 | 0.01% |
| BERKSHIRE HATHAWAY FIN 02.8500 10/15/2050 | 0.01% |
| BRAND ENERGY TL L+425 05.2500 06/21/2024 | 0.01% |
| CHECK POINT SOFTWARE TECH SEDOL 2181334 | 0.01% |
| CHEVRON CORP 02.1000 05/16/2021 | 0.01% |
| COX COMM INC P/P 144A 02.9500 10/01/2050 | 0.01% |
| CSAIL 2015-C1 D P/P 144A 03.7643 04/15/2050 | 0.01% |
| CWALT 2005-59 1A1 00.8038 11/20/2035 | 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% |
| FAIRFAX US INC P/P 144A 04.8750 08/13/2024 | 0.01% |
| GENTING SINGAPORE LTD SEDOL BDRTVP2 | 0.01% |
| GLENCORE FUNDING LLC P/P 144A 04.0000 04/16/2025 | 0.01% |
| GOLDEN NUGGET INC P/P 144A 06.7500 10/15/2024 | 0.01% |
| GSMS 2011-GC3 C P/P 144A 05.5449 03/10/2044 | 0.01% |
| HOME DEPOT INC 02.6250 06/01/2022 | 0.01% |
| JPMBB 2014-C22 C 04.5535 09/15/2047 | 0.01% |
| JUMBO SA SEDOL 7243530 | 0.01% |
| KAKAKU.COM INC SEDOL 6689533 | 0.01% |
| NZD/USD 01/20/2021 MSCIL | 0.01% |
| PERTAMINA PERSERO PT P/P 144A 04.3000 05/20/2023 | 0.01% |
| RYOHIN KEIKAKU CO LTD SEDOL 6758455 | 0.01% |
| SCIENTIFIC GAMES P/P 144A 07.2500 11/15/2029 | 0.01% |
| TOWNSQUARE MEDIA INC P/P 144A 06.8750 02/01/2026 | 0.01% |
| VERIZON COMMUNICATIONS 04.4000 11/01/2034 | 0.01% |
| VERIZON COMMUNICATIONS 05.2500 03/16/2037 | 0.01% |
| VIACOMCBS INC 04.2000 06/01/2029 | 0.01% |
| WESTPAC BANKING CORP USD 02.9630 11/16/2040 | 0.01% |
| ZOETIS INC SEDOL B95WG16 | 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 02.8500 05/06/2021 | 0.01% |
| APPLE INC 03.8500 05/04/2043 | 0.01% |
| BMW US CAPITAL LLC P/P 144A 03.9500 08/14/2028 | 0.01% |
| CANTOR FITZGERALD LP P/P 144A 06.5000 06/17/2022 | 0.01% |
| CAS 2016-C06 1M2 04.3980 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% |
| DELTA/SKYMILES P/P 144A 04.7500 10/20/2028 | 0.01% |
| ENERGY TRANSFER OPERA 05.8750 01/15/2024 | 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% |
| FORD MOTOR COMPANY 09.0000 04/22/2025 | 0.01% |
| GEORGIA-PACIFIC LLC P/P 144A 02.1000 04/30/2027 | 0.01% |
| GOLDMAN SACHS GROUP INC 05.7500 01/24/2022 | 0.01% |
| GRAY TELEVISION INC P/P 144A 07.0000 05/15/2027 | 0.01% |
| GSMS 2017-GS7 AS 03.6630 08/10/2050 | 0.01% |
| GSMS 2019-GC42 AS 03.2117 09/01/2052 | 0.01% |
| HARGREAVES LANSDOWN PLC SEDOL B1VZ0M2 | 0.01% |
| HYATT HOTELS CORP 04.8500 03/15/2026 | 0.01% |
| IBM CORP 01.8750 08/01/2022 | 0.01% |
| IRON MOUNTAIN INC P/P 144A 04.8750 09/15/2027 | 0.01% |
| JPMCC 2012-C8 D P/P 144A 04.6701 10/15/2045 | 0.01% |
| JPMCC 2014-C20 AS 04.0432 07/15/2047 | 0.01% |
| KRAFT HEINZ FOODS CO 05.0000 07/15/2035 | 0.01% |
| MATTEL INC P/P 144A 05.8750 12/15/2027 | 0.01% |
| MCAS 2019-01 M7 P/P 144A 01.8480 10/15/2049 | 0.01% |
| MORGAN STANLEY 05.5000 07/28/2021 | 0.01% |
| MSC 2011-C3 B P/P 144A 05.2443 07/15/2049 | 0.01% |
| NUTRIEN LTD USD 04.1250 03/15/2035 | 0.01% |
| PETROBRAS GLOBAL FINANCE USD 07.3750 01/17/2027 | 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 01.1980 10/25/2034 | 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% |
| SOLENIS 1STL L+400 04.2330 06/26/2025 | 0.01% |
| SPRINT CORP 07.2500 09/15/2021 | 0.01% |
| STACR 2016-HQA2 M3 05.2980 11/25/2028 | 0.01% |
| TERRIER MEDIA BU P/P 144A 08.8750 12/15/2027 | 0.01% |
| TOWNSQUARE MEDIA INC P/P 144A 06.5000 04/01/2023 | 0.01% |
| TTM TECHNOLOGIES INC P/P 144A 05.6250 10/01/2025 | 0.01% |
| UNIVAR SOLUTIONS P/P 144A 05.1250 12/01/2027 | 0.01% |
| VIACOMCBS INC 02.9000 01/15/2027 | 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% |
| WFCM 2019-C52 XA IO 01.6177 08/15/2052 | 0.01% |
| ZOETIS INC 03.9000 08/20/2028 | 0.01% |
| APPLE INC 04.3750 05/13/2045 | 0.01% |
| ARCELORMITTAL USD 07.2500 10/15/2039 | 0.01% |
| BAUSCH HLTH COS INC P/P 144A 06.1250 04/15/2025 | 0.01% |
| BPCE SA P/P 144A 05.1500 07/21/2024 | 0.01% |
| CARRIAGE SVCS INC P/P 144A 06.6250 06/01/2026 | 0.01% |
| CAS 2016-C03 2M2 06.0480 10/25/2028 | 0.01% |
| CCO HLDGS LLC/CAP C P/P 144A 05.5000 05/01/2026 | 0.01% |
| CELANESE US HOLDINGS LLC 03.5000 05/08/2024 | 0.01% |
| CFCRE 2011-C1 D P/P 144A 06.0428 04/15/2044 | 0.01% |
| CITIGROUP INC 03.8870 01/10/2028 | 0.01% |
| COMM 2014-CR18 C 04.7432 07/15/2047 | 0.01% |
| CROWN CASTLE INTL CORP 03.6500 09/01/2027 | 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 00.8861 09/25/2029 | 0.01% |
| FORD MOTOR CREDIT CO LLC 04.0000 11/13/2030 | 0.01% |
| GNR 2015-H25 BI IO 01.9420 10/20/2065 | 0.01% |
| GOOGLE INC 03.3750 02/25/2024 | 0.01% |
| GREAT LAKES D&D 08.0000 05/15/2022 | 0.01% |
| GSMS 2015-GC32 AS 04.0180 07/10/2048 | 0.01% |
| HUNTINGTON BANCSHARES 04.3500 02/04/2023 | 0.01% |
| INTELSAT JACKSON HLD P/P 144A 09.7500 07/15/2025 | 0.01% |
| INTL FLAVOR & FRAGRANCES 04.4500 09/26/2028 | 0.01% |
| IVORY COAST REGS 05.3750 07/23/2024 | 0.01% |
| KEURIG DR PEPPER INC 04.4170 05/25/2025 | 0.01% |
| LMAT 2019-GS7 A1 03.2500 11/25/2059 | 0.01% |
| LMAT 2020-GS1 A1 02.8820 10/25/2059 | 0.01% |
| LPL HOLDINGS INC P/P 144A 05.7500 09/15/2025 | 0.01% |
| MSC 2011-C3 A4 04.1180 07/15/2049 | 0.01% |
| NEXSTAR ESCROW P/P 144A 05.6250 07/15/2027 | 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% |
| PACIFIC GAS & ELECTRIC 02.5000 02/01/2031 | 0.01% |
| PARK-OHIO INDUSTRIES INC 06.6250 04/15/2027 | 0.01% |
| PFIZER INC 03.0000 12/15/2026 | 0.01% |
| REFINITIV US HLDG P/P 144A 06.2500 05/15/2026 | 0.01% |
| SCOTTS MIRACLE-GRO 04.5000 10/15/2029 | 0.01% |
| SERVICE CORP INTL 05.1250 06/01/2029 | 0.01% |
| STEVENS HLDG CO INC P/P 144A 06.1250 10/01/2026 | 0.01% |
| 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% |
| 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 04.2746 07/15/2046 | 0.01% |
| WFCM 2017-C39 A5 03.4180 09/15/2050 | 0.01% |
| WFRBS 2011-C5 D P/P 144A 05.6557 11/15/2044 | 0.01% |
| WFRBS 2013-C11 C 04.1997 03/15/2045 | 0.01% |
| WFRBS 2013-C12 AS 03.5600 03/15/2048 | 0.01% |
| AIRBUS SE SEDOL 4012250 | 0.01% |
| ALPHABET INC 01.9980 08/15/2026 | 0.01% |
| AMGEN INC 04.6630 06/15/2051 | 0.01% |
| ANCESTRY.COM 1L L+400 04.5000 11/24/2027 | 0.01% |
| BMC EAST LLC P/P 144A 05.5000 10/01/2024 | 0.01% |
| CAD/USD 01/20/2021 GSFX | 0.01% |
| CF INDUSTRIES INC 04.9500 06/01/2043 | 0.01% |
| CGCMT 2018-C6 B 04.7381 11/10/2051 | 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% |
| CLUBCORP HLDG INC P/P 144A 08.5000 09/15/2025 | 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% |
| DCP MIDSTREAM P/P 144A 06.7500 09/15/2037 | 0.01% |
| ERAC USA FINANCE LLC P/P 144A 05.6250 03/15/2042 | 0.01% |
| FHLMC FR30 ZS9547 UMBS 04.0000 09/01/2045 | 0.01% |
| FHMS K087 X1 IO 00.3624 12/25/2028 | 0.01% |
| FHMS K105 X1 IO 01.5230 01/25/2030 | 0.01% |
| GLOBAL PAYMENTS INC 02.9000 05/15/2030 | 0.01% |
| HOWARD HUGHES CORP P/P 144A 05.3750 03/15/2025 | 0.01% |
| HUSKY III HLDG LTD P/P 144A 13.0000 02/15/2025 | 0.01% |
| HUSKY TLB L+300 03.2666 03/28/2025 | 0.01% |
| ISTAR INC 04.7500 10/01/2024 | 0.01% |
| JOHNSON CONTROLS INTL PL 04.9500 07/02/2064 | 0.01% |
| L3HARRIS TECH INC 04.4000 06/15/2028 | 0.01% |
| MATTAMY GROUP CORP P/P 144A 05.2500 12/15/2027 | 0.01% |
| MITSUBISHI UFJ FIN GRP USD 03.5350 07/26/2021 | 0.01% |
| MSBAM 2014-C14 C 05.0503 02/15/2047 | 0.01% |
| ORTHO-CLINICAL TLB L+325 03.3940 06/30/2025 | 0.01% |
| OSHKOSH CORP 04.6000 05/15/2028 | 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% |
| SANTANDER UK GROUP H P/P 144A 04.7500 09/15/2025 | 0.01% |
| STACR 2017-DNA2 M2 03.5980 10/25/2029 | 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% |
| TRUIST FINANCIAL CORP 04.8000 12/31/2099 | 0.01% |
| UBSCM 2012-C1 C P/P 144A 05.5689 05/10/2045 | 0.01% |
| WERNER FINCO LP/INC P/P 144A 08.7500 07/15/2025 | 0.01% |
| WFCM 2013-LC12 AS 04.2746 07/15/2046 | 0.01% |
| WFRBS 2013-UBS1 AS 04.3060 03/15/2046 | 0.01% |
| ZOETIS INC 02.0000 05/15/2030 | 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 02.2500 08/15/2060 | 0.01% |
| ALTICE FRANCE P/P 144A 10.5000 05/15/2027 | 0.01% |
| AMERICAN BATH 1L L+450 05.2500 11/23/2027 | 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% |
| 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% |
| BP CAP MARKETS AMERICA 03.1190 05/04/2026 | 0.01% |
| CAS 2016-C01 2M2 07.0980 08/25/2028 | 0.01% |
| CD 2017-CD3 A4 03.6310 02/10/2050 | 0.01% |
| CGCMT 2014-GC19 AS 04.3450 03/10/2047 | 0.01% |
| CMLTI 2005-2 1A2A 03.2805 05/25/2035 | 0.01% |
| COMM 2014-CR17 C 04.7832 05/10/2047 | 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% |
| DEUTSCHE TELEKOM INT FIN USD 08.7500 06/15/2030 | 0.01% |
| DIAMOND SPORTS GR/DI P/P 144A 06.6250 08/15/2027 | 0.01% |
| ELANCO ANIMAL HEALTH 05.9000 08/28/2028 | 0.01% |
| EQUINIX INC 03.2000 11/18/2029 | 0.01% |
| GREIF INC P/P 144A 06.5000 03/01/2027 | 0.01% |
| HUB INTL LTD P/P 144A 07.0000 05/01/2026 | 0.01% |
| JPMCC 2013-C16 AS 04.5169 12/15/2046 | 0.01% |
| MITSUBISHI UFJ FIN GRP USD 03.8500 03/01/2026 | 0.01% |
| MSBAM 2013-C8 B 03.5589 12/15/2048 | 0.01% |
| MSBAM 2014-C15 A4 04.0510 04/15/2047 | 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% |
| PRECISION DRILL P/P 144A 07.1250 01/15/2026 | 0.01% |
| PROVIDENT FDG/PFG FI P/P 144A 06.3750 06/15/2025 | 0.01% |
| PRUDENTIAL FINANCIAL INC 05.2000 03/15/2044 | 0.01% |
| REP OF INDONESIA P/P 144A 03.3750 04/15/2023 | 0.01% |
| SERVICENOW INC 01.4000 09/01/2030 | 0.01% |
| SHERWIN-WILLIAMS CO 03.4500 06/01/2027 | 0.01% |
| SPRINT CORP 07.6250 03/01/2026 | 0.01% |
| TCI COMMUNICATIONS INC 07.1250 02/15/2028 | 0.01% |
| TREASURY BILL 00.0000 01/26/2021 | 0.01% |
| UNITEDHEALTH GROUP INC 03.9500 10/15/2042 | 0.01% |
| UNITEDHEALTH GROUP INC 04.7000 02/15/2021 | 0.01% |
| US BANCORP 02.9500 07/15/2022 | 0.01% |
| VISTRA OPERATION P/P 144A 05.5000 09/01/2026 | 0.01% |
| VODAFONE GROUP PLC SEDOL BH4HKS3 | 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 01.0889 08/15/2050 | 0.01% |
| WYNN LAS VEGAS P/P 144A 05.2500 05/15/2027 | 0.01% |
| WYNN RESORTS FIN LLC P/P 144A 05.1250 10/01/2029 | 0.01% |
| 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% |
| ANHEUSER-BUSCH INBEV WOR 05.5500 01/23/2049 | 0.01% |
| ASTELLAS PHARMA INC SEDOL 6985383 | 0.01% |
| AUD/USD 01/20/2021 JPMCB | 0.01% |
| BANFF MERGER SUB INC P/P 144A 09.7500 09/01/2026 | 0.01% |
| BANK 2019-BN20 XA IO 00.8378 09/15/2062 | 0.01% |
| BAUSCH HLTH COS INC P/P 144A 07.0000 03/15/2024 | 0.01% |
| BIG RVR STL/FIN P/P 144A 06.6250 01/31/2029 | 0.01% |
| BOMBARDIER INC P/P 144A 07.8750 04/15/2027 | 0.01% |
| BRISTOL-MYERS 02.2500 08/15/2021 | 0.01% |
| CD 2017-CD6 AM 03.7090 11/13/2050 | 0.01% |
| CENOVUS ENERGY INC USD 06.7500 11/15/2039 | 0.01% |
| CHAMPIONX CORP 06.3750 05/01/2026 | 0.01% |
| CHARTER COMM OPT LLC/CAP 04.8000 03/01/2050 | 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 AM 04.1980 04/10/2047 | 0.01% |
| CONSTELLIUM SE P/P 144A 05.8750 02/15/2026 | 0.01% |
| CRED SUIS GP FUN LTD USD 03.4500 04/16/2021 | 0.01% |
| CSAIL 2019-C15 B 04.4757 03/15/2052 | 0.01% |
| CWALT 2006-OA19 A1 00.3316 02/20/2047 | 0.01% |
| DISH NETWORK CV 03.3750 08/15/2026 | 0.01% |
| DOLLAR GENERAL CORP 03.2500 04/15/2023 | 0.01% |
| ENTERCOM MEDIA CORP P/P 144A 07.2500 11/01/2024 | 0.01% |
| FHMS K104 XAM 01.3839 01/25/2030 | 0.01% |
| FHMS K121 X1 IO 01.0288 10/25/2030 | 0.01% |
| FIDELITY NATIONAL INFORM 04.2500 05/15/2028 | 0.01% |
| FIVE CORNERS FUNDING P/P 144A 04.4190 11/15/2023 | 0.01% |
| FORD MOTOR CREDIT CO LLC 04.2710 01/09/2027 | 0.01% |
| GALAPAGOS NV SEDOL B07Q2V5 | 0.01% |
| GSMS 2012-GC6 AS P/P 144A 04.9480 01/12/2045 | 0.01% |
| GSMS 2013-GCJ14 B P/P 144A 04.7430 08/10/2046 | 0.01% |
| GW B-CR SECURITY P/P 144A 09.5000 11/01/2027 | 0.01% |
| HCA INC 04.1250 06/15/2029 | 0.01% |
| HCA INC 05.2500 06/15/2026 | 0.01% |
| HIKARI TSUSHIN INC SEDOL 6416322 | 0.01% |
| ING BANK NV P/P 144A 05.8000 09/25/2023 | 0.01% |
| INTERCONTINENTALEXCHANGE 01.8500 09/15/2032 | 0.01% |
| JPMBB 2013-C12 B 04.0993 07/15/2045 | 0.01% |
| JPMCC 2013-LC11 C 03.9582 04/15/2046 | 0.01% |
| JPMCC 2013-LC11 X IO 01.2474 04/15/2046 | 0.01% |
| KINDER MORGAN ENER PART 03.5000 03/01/2021 | 0.01% |
| L BRANDS INC 07.5000 06/15/2029 | 0.01% |
| L3HARRIS TECH INC 03.8500 12/15/2026 | 0.01% |
| LNSTR 2017-5 AS P/P 144A 04.0210 03/10/2050 | 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 P/P 144A 04.2500 09/01/2025 | 0.01% |
| NATIONAL AUSTRALIA BK/NY 02.8750 04/12/2023 | 0.01% |
| NATWEST GROUP PLC USD 04.8920 05/18/2029 | 0.01% |
| NAVISTAR INTL CORP P/P 144A 06.6250 11/01/2025 | 0.01% |
| ONEMAIN FINANCE CORP 05.3750 11/15/2029 | 0.01% |
| PANTHER BF AGGRE 2 P/P 144A 08.5000 05/15/2027 | 0.01% |
| PENN NATIONAL GAMING P/P 144A 05.6250 01/15/2027 | 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% |
| SABINE PASS LIQUEFACTION 04.2000 03/15/2028 | 0.01% |
| SANTOS LTD SEDOL 6776703 | 0.01% |
| SHIFT4 PAYMENTS LLC P/P 144A 04.6250 11/01/2026 | 0.01% |
| SIX FLAGS THEME PARK P/P 144A 07.0000 07/01/2025 | 0.01% |
| SMURFIT KAPPA TREASURY USD 07.5000 11/20/2025 | 0.01% |
| STACR 2014-HQ2 M3 03.8980 09/25/2024 | 0.01% |
| STACR 2016-HQA3 M3 03.9980 03/25/2029 | 0.01% |
| STARWOOD PROP TR 04.7500 03/15/2025 | 0.01% |
| SYNGENTA FINANCE NV P/P 144A 04.8920 04/24/2025 | 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% |
| TRUIST BANK 02.6360 09/17/2029 | 0.01% |
| UNITEDHEALTH GROUP INC 02.7500 02/15/2023 | 0.01% |
| UNIVISION COMM P/P 144A 06.6250 06/01/2027 | 0.01% |
| WAMU 2004-AR12 A2B 01.0680 10/25/2044 | 0.01% |
| WESCO DISTRIBUT P/P 144A 07.2500 06/15/2028 | 0.01% |
| WFCM 2013-LC12 D P/P 144A 04.2746 07/15/2046 | 0.01% |
| WFRBS 2011-C2 D P/P 144A 05.5232 02/15/2044 | 0.01% |
| AHM 2007-1 GA1C 00.3380 05/25/2047 | 0.01% |
| AIR METHODS CORP P/P 144A 08.0000 05/15/2025 | 0.01% |
| AKER BP ASA P/P 144A 03.7500 01/15/2030 | 0.01% |
| ALBERTSONS COS LLC P/P 144A 07.5000 03/15/2026 | 0.01% |
| ANTERO RESOURCES FIN 05.1250 12/01/2022 | 0.01% |
| ARDAGH PKG FIN/HLDGS P/P 144A 04.1250 08/15/2026 | 0.01% |
| ARDAGH PKG FIN/HLDGS P/P 144A 05.2500 08/15/2027 | 0.01% |
| AUD/USD 01/20/2021 CSI-FX | 0.01% |
| AUST & NZ BANKING GR P/P 144A 06.7500 12/29/2049 | 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% |
| BMIR 2019-4A M1C P/P 144A 02.6480 10/25/2029 | 0.01% |
| BRISTOL-MYERS SQUIBB CO 01.4500 11/13/2030 | 0.01% |
| CAS 2016-C07 2M2 04.4980 05/25/2029 | 0.01% |
| CBRE SERVICES INC 04.8750 03/01/2026 | 0.01% |
| CHARTER COMM OPT LLC/CAP 03.7000 04/01/2051 | 0.01% |
| CHS/COMMUNITY P/P 144A 06.6250 02/15/2025 | 0.01% |
| CNO FINANCIAL GROUP INC 05.2500 05/30/2025 | 0.01% |
| COMCAST CORP 04.0490 11/01/2052 | 0.01% |
| COMM 2014-LC15 B 04.5990 04/10/2047 | 0.01% |
| COX COMM INC P/P 144A 03.5000 08/15/2027 | 0.01% |
| DEERE & COMPANY 02.6000 06/08/2022 | 0.01% |
| DEVON ENERGY CORPORATION 07.9500 04/15/2032 | 0.01% |
| DIAMOND SPORTS P/P 144A 05.3750 08/15/2026 | 0.01% |
| DOUBLE EAGLE III MID P/P 144A 07.7500 12/15/2025 | 0.01% |
| DUKE ENERGY PROGRESS LLC 03.3750 09/01/2023 | 0.01% |
| EMIR 2018-1 M1 01.8480 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% |
| ENERGY TRANSFER OPERATNG 05.2000 02/01/2022 | 0.01% |
| FERRARI NV SEDOL BD6G507 | 0.01% |
| FHMS K740 X1 00.7624 09/25/2027 | 0.01% |
| FORD MOTOR CREDIT CO LLC 05.1130 05/03/2029 | 0.01% |
| FRONTIER COMM P/P 144A 06.7500 05/01/2029 | 0.01% |
| GFL ENVIRON INC P/P 144A 05.1250 12/15/2026 | 0.01% |
| GOEASY LTD P/P 144A 05.3750 12/01/2024 | 0.01% |
| HUDBAY MINERALS INC P/P 144A 07.6250 01/15/2025 | 0.01% |
| ISTAR INC. 04.2500 08/01/2025 | 0.01% |
| JPMCC 2010-C2 C P/P 144A 05.6545 11/15/2043 | 0.01% |
| KINDER MORGAN INC/DELAWA 07.7500 01/15/2032 | 0.01% |
| LIONS GATE CAP HOLD P/P 144A 06.3750 02/01/2024 | 0.01% |
| LLOYDS BANKING GROUP PLC USD 04.5000 11/04/2024 | 0.01% |
| LLOYDS BANKING GROUP PLC USD 04.6500 03/24/2026 | 0.01% |
| MASTEC INC P/P 144A 04.5000 08/15/2028 | 0.01% |
| MERCER INTL INC USD 05.5000 01/15/2026 | 0.01% |
| MSBAM 2015-C24 B 04.3420 05/15/2048 | 0.01% |
| MWST 2020-1 A 01.0480 10/25/2053 | 0.01% |
| NETFLIX INC 04.8750 04/15/2028 | 0.01% |
| NEWELL BRANDS INC 04.7000 04/01/2026 | 0.01% |
| OCCIDENTAL PETROLEUM COR 06.4500 09/15/2036 | 0.01% |
| PACIFIC GAS & ELECTRIC 02.9500 03/01/2026 | 0.01% |
| PENNYMAC FIN SVCS IN P/P 144A 05.3750 10/15/2025 | 0.01% |
| PENSKE TRUCK LEASING P/P 144A 03.9000 02/01/2024 | 0.01% |
| PRIME SECURITY SVCS P/P 144A 06.2500 01/15/2028 | 0.01% |
| REP OF INDONESIA P/P 144A 04.7500 01/08/2026 | 0.01% |
| SEK/USD 03/17/2021 GSFX | 0.01% |
| SERVICE CORPORATION INTL 04.6250 12/15/2027 | 0.01% |
| SINCLAIR TELE P/P 144A 05.5000 03/01/2030 | 0.01% |
| SONOVA HOLDING AG-REG SEDOL 7156036 | 0.01% |
| STACR 2016-DNA1 M3 05.7001 07/25/2028 | 0.01% |
| STACR 2016-HQA1 M3 06.4980 09/25/2028 | 0.01% |
| STACR 2017-DNA1 M2 03.3980 07/25/2029 | 0.01% |
| STATION CASINOS LLC P/P 144A 04.5000 02/15/2028 | 0.01% |
| TDK CORP SEDOL 6869302 | 0.01% |
| TRIPADVISOR INC P/P 144A 07.0000 07/15/2025 | 0.01% |
| TRONOX FINANCE PLC P/P 144A 05.7500 10/01/2025 | 0.01% |
| UBS GROUP AG REGS 06.8750 12/29/2049 | 0.01% |
| UBSCM 2018-C8 XA IO 00.8738 02/15/2051 | 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% |
| WAMU 2005-AR11 A1B3 00.9480 08/25/2045 | 0.01% |
| WAMU 2007-HY2 1A1 03.3239 12/25/2036 | 0.01% |
| WESTPAC BANKING CORP USD 02.0000 08/19/2021 | 0.01% |
| WESTROCK MWV LLC 07.9500 02/15/2031 | 0.01% |
| WFCM 2015-NXS3 AS 03.9720 09/15/2057 | 0.01% |
| WFCM 2019-C49 AS 04.2440 03/15/2052 | 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% |
| ALTICE FRANCE SA P/P 144A 05.5000 01/15/2028 | 0.01% |
| AMERICAN AXLE & MFG INC 06.8750 07/01/2028 | 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% |
| ATOTECH ALPHA 2 BV P/P 144A 08.7500 06/01/2023 | 0.01% |
| ATOTECH ALPHA 3 BV P/P 144A 06.2500 02/01/2025 | 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% |
| BEACON ROOFING SUPP P/P 144A 04.8750 11/01/2025 | 0.01% |
| BECTON DICKINSON AND CO 02.8230 05/20/2030 | 0.01% |
| BGC PARTNERS INC 05.1250 05/27/2021 | 0.01% |
| BOXER PARENT CO INC P/P 144A 09.1250 03/01/2026 | 0.01% |
| BRISTOL-MYERS 03.4000 07/26/2029 | 0.01% |
| BUILDERS FIRSTSOURCE P/P 144A 06.7500 06/01/2027 | 0.01% |
| BWAY HOLDING CO P/P 144A 07.2500 04/15/2025 | 0.01% |
| CAD/USD 01/20/2021 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 2017-C01 1EB1 01.3980 07/25/2029 | 0.01% |
| CCO HLDGS LLC/CAP CO P/P 144A 05.7500 02/15/2026 | 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% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 CS | 0.01% |
| COMCAST CORP 03.1500 03/01/2026 | 0.01% |
| CONTINENTAL RESOURCES 04.3750 01/15/2028 | 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% |
| DRMT 2020-2 A1 01.6920 05/25/2065 | 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% |
| 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 04.3750 08/01/2028 | 0.01% |
| FRONTIER COMM 10.5000 09/15/2022 | 0.01% |
| GBP/USD 03/17/2021 MSCIL | 0.01% |
| GENERAL MOTORS CO 06.1250 10/01/2025 | 0.01% |
| GLENCORE FUNDING LLC P/P 144A 04.6250 04/29/2024 | 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% |
| HOLLY PAR/FIN P/P 144A 05.0000 02/01/2028 | 0.01% |
| HONEYWELL INTL 03.8120 11/21/2047 | 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% |
| ISTAR INC 05.5000 02/15/2026 | 0.01% |
| KFC HLD/PIZZA HUT/TA P/P 144A 05.2500 06/01/2026 | 0.01% |
| KKR GROUP FIN CO III P/P 144A 05.1250 06/01/2044 | 0.01% |
| KOBE BUSSAN CO LTD SEDOL B14RJB7 | 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% |
| 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 05.2443 07/15/2049 | 0.01% |
| NATIONSTAR MTG HLD I P/P 144A 05.5000 08/15/2028 | 0.01% |
| NORDSTROM INC P/P 144A 08.7500 05/15/2025 | 0.01% |
| NRG ENERGY INC. 07.2500 05/15/2026 | 0.01% |
| NSTAR ELECTRIC CO 02.3750 10/15/2022 | 0.01% |
| ONEMAIN FINANCE CORP 06.8750 03/15/2025 | 0.01% |
| POWER SOLUTIONS TLB L+350 03.6468 04/30/2026 | 0.01% |
| QVC INC 04.8500 04/01/2024 | 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% |
| SPECTRA ENERGY PARTNERS 03.3750 10/15/2026 | 0.01% |
| STACR 2015-HQA2 M3 04.9480 05/25/2028 | 0.01% |
| STACR 2020-HQA1 M2 02.0480 01/25/2050 | 0.01% |
| STACR 2020-HQA4 M1 01.4480 09/25/2050 | 0.01% |
| STANDARD IND INC P/P 144A 03.3750 01/15/2031 | 0.01% |
| SUGAR HSP GAMING P/P 144A 05.8750 05/15/2025 | 0.01% |
| TALLGRASS NRG PRTNR P/P 144A 06.0000 12/31/2030 | 0.01% |
| TENNANT CO 05.6250 05/01/2025 | 0.01% |
| TMS INTL HLDG CORP P/P 144A 07.2500 08/15/2025 | 0.01% |
| UBSCM 2017-C7 XA IO 01.0336 12/15/2050 | 0.01% |
| UNITED MEXICAN STATES USD 02.6590 05/24/2031 | 0.01% |
| VERTICAL HOLDCO GMBH P/P 144A 07.6250 07/15/2028 | 0.01% |
| WFRBS 2014-C24 XA IO 00.8327 11/15/2047 | 0.01% |
| WPX ENERGY INC 05.2500 10/15/2027 | 0.01% |
| 1011778 BC ULC / P/P 144A 04.3750 01/15/2028 | 0.01% |
| AMERICAN TOWER CORP 02.9000 01/15/2030 | 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% |
| APPLE INC 03.4500 05/06/2024 | 0.01% |
| ARRW 2019-1 A3 04.2080 01/25/2049 | 0.01% |
| BAUSCH HLTH COS INC P/P 144A 05.5000 11/01/2025 | 0.01% |
| BAUSCH HLTH COS INC P/P 144A 06.2500 02/15/2029 | 0.01% |
| BLACK KNIGHT INFOSER P/P 144A 03.6250 09/01/2028 | 0.01% |
| BMIR 2020-2A M1A 02.4480 08/26/2030 | 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% |
| CAS 2014-C03 2M2 03.0480 07/25/2024 | 0.01% |
| CAS 2014-C04 1M2 05.0480 11/25/2024 | 0.01% |
| CAS 2015-C03 2M2 05.1480 07/25/2025 | 0.01% |
| CCO HOLDINGS LLC P/P 144A 04.5000 05/01/2032 | 0.01% |
| CENTENE CORP P/P 144A 05.3750 08/15/2026 | 0.01% |
| CGCMT 2014-GC19 D P/P 144A 05.0924 03/10/2047 | 0.01% |
| CITIGROUP INC 04.6000 03/09/2026 | 0.01% |
| CLARIOS GLOBAL LP P/P 144A 06.7500 05/15/2025 | 0.01% |
| CLEAN HARBORS INC P/P 144A 04.8750 07/15/2027 | 0.01% |
| CLP/USD 01/20/2021 CITI | 0.01% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS | 0.01% |
| COMCAST CORP 03.9990 11/01/2049 | 0.01% |
| COMM 2014-CR17 XA IO 00.9679 05/10/2047 | 0.01% |
| COMMSCOPE TECH LLC P/P 144A 06.0000 06/15/2025 | 0.01% |
| COMSTOCK RE INC P/P 144A 07.5000 05/15/2025 | 0.01% |
| CONCHO RESOURCES INC 03.7500 10/01/2027 | 0.01% |
| DEVON ENERGY CORPORATION 07.8750 09/30/2031 | 0.01% |
| DH EUROPE FINANCE II USD 03.4000 11/15/2049 | 0.01% |
| DIAMOND 1 FIN/DIAMON P/P 144A 07.1250 06/15/2024 | 0.01% |
| DIAMONDBACK ENERGY INC 03.2500 12/01/2026 | 0.01% |
| DIEBOLD NIXDORF INC 08.5000 04/15/2024 | 0.01% |
| ENERGY TRANSFER OPERATNG 06.1250 12/15/2045 | 0.01% |
| ENTERPRISE PRODUCTS OPER 02.8000 01/31/2030 | 0.01% |
| EPICOR SOFTWARE TLB L+425 05.2500 07/30/2027 | 0.01% |
| EQUINIX INC 05.3750 05/15/2027 | 0.01% |
| GBP/USD 03/17/2021 JPMCB | 0.01% |
| GENESYS TELECOMMUNICAT L+400 04.7500 10/08/2027 | 0.01% |
| GFL ENVIRON INC P/P 144A 03.5000 09/01/2028 | 0.01% |
| GMAC CAPITAL TRUST I PCT 06.0070 | 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 2014-GC22 XA IO 00.9803 06/10/2047 | 0.01% |
| HCA INC. 05.5000 06/15/2047 | 0.01% |
| INDIGO NATURAL P/P 144A 06.8750 02/15/2026 | 0.01% |
| INGEVITY CORP P/P 144A 03.8750 11/01/2028 | 0.01% |
| INTEL PKG HOLDCO P/P 144A 09.0000 01/15/2026 | 0.01% |
| ITRON INC P/P 144A 05.0000 01/15/2026 | 0.01% |
| JPMORGAN CHASE & CO 02.9560 05/13/2031 | 0.01% |
| JPY/USD 02/17/2021 WPAC | 0.01% |
| KINDER MORGAN ENER PART 03.4500 02/15/2023 | 0.01% |
| KINDER MORGAN ENER PART 05.4000 09/01/2044 | 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% |
| MARRIOTT INTERNATIONAL 04.6250 06/15/2030 | 0.01% |
| MARRIOTT INTERNATIONAL 05.7500 05/01/2025 | 0.01% |
| MBX.FN30.500.10 R USL1M P 01/12/41 CI | 0.01% |
| MET LIFE GLOB FUND P/P 144A 03.0000 01/10/2023 | 0.01% |
| MOODY'S CORPORATION 02.5500 08/18/2060 | 0.01% |
| NCHET 2003-4 M1 01.2730 10/25/2033 | 0.01% |
| NEUBERGER BERMAN GRP P/P 144A 04.8750 04/15/2045 | 0.01% |
| NIELSEN FIN LLC/CO P/P 144A 05.6250 10/01/2028 | 0.01% |
| NOBLE ENERGY INC 06.0000 03/01/2041 | 0.01% |
| NUTRITION & BIO P/P 144A 02.3000 11/01/2030 | 0.01% |
| OCCIDENTAL PETROLEUM COR 06.6250 09/01/2030 | 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% |
| RATTLER MIDSTREAM LP P/P 144A 05.6250 07/15/2025 | 0.01% |
| REPUBLIC OF PERU USD 05.6250 11/18/2050 | 0.01% |
| RMLT 2020-2 A2 02.5080 05/25/2060 | 0.01% |
| SABINE PASS LIQUEFAC 05.7500 05/15/2024 | 0.01% |
| SS&C TECH INC P/P 144A 05.5000 09/30/2027 | 0.01% |
| THE GAP INC. P/P 144A 08.3750 05/15/2023 | 0.01% |
| TOPBUILD CORP P/P 144A 05.6250 05/01/2026 | 0.01% |
| TPMT 2016-5 M2 P/P 144A 03.3750 10/25/2056 | 0.01% |
| TRANSDIGM INC 06.3750 06/15/2026 | 0.01% |
| WAMU 2005-AR9 A1C3 01.1080 07/25/2045 | 0.01% |
| WFRBS 2013-C15 D P/P 144A 04.4900 08/15/2046 | 0.01% |
| WHITE CAP BUYER LLC P/P 144A 06.8750 10/15/2028 | 0.01% |
| WHITE CAP TLB L+400 04.5000 10/19/2027 | 0.01% |
| WMG ACQUISITION CORP P/P 144A 03.0000 02/15/2031 | 0.01% |
| WOLVERINE WORLD WIDE P/P 144A 05.0000 09/01/2026 | 0.01% |
| WPX ENERGY INC 05.8750 06/15/2028 | 0.01% |
| WPX ENERGY INC 08.2500 08/01/2023 | 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% |
| ALIMEN COUCHE P/P 144A 02.9500 01/25/2030 | 0.00% |
| APACHE CORP 04.3750 10/15/2028 | 0.00% |
| ASCEND LEARNING LLC P/P 144A 06.8750 08/01/2025 | 0.00% |
| AUD/USD 01/20/2021 TDBK | 0.00% |
| BWAY CORP TLB L+325 03.4795 04/03/2024 | 0.00% |
| CENTENE ESCROW I CO P/P 144A 05.3750 06/01/2026 | 0.00% |
| CFCRE 2011-C2 D P/P 144A 05.7394 12/15/2047 | 0.00% |
| CLEAR CHANNEL WORLD 09.2500 02/15/2024 | 0.00% |
| CLEAR CHANNEL WORLDW P/P 144A 05.1250 08/15/2027 | 0.00% |
| COLT 2020-2 A1 01.8530 03/25/2065 | 0.00% |
| COMM 2013-CR11 XA IO 00.9201 08/10/2050 | 0.00% |
| COMM 2014-UBS6 XA IO 00.8875 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% |
| CROWN AMER/CAP 04.7500 02/01/2026 | 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% |
| DIAMONDBACK ENERGY INC 04.7500 05/31/2025 | 0.00% |
| DISCOVERY COMMUNICATIONS 03.6250 05/15/2030 | 0.00% |
| DRESDNER FDG TRST I P/P 144A 08.1510 06/30/2031 | 0.00% |
| ENDO DAC/ENDO FI P/P 144A 06.0000 06/30/2028 | 0.00% |
| ENERGY TRANSFER OPERATNG 02.9000 05/15/2025 | 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 ENVIRONMENTA P/P 144A 08.5000 05/01/2027 | 0.00% |
| GLENCORE FUNDING LLC P/P 144A 01.6250 09/01/2025 | 0.00% |
| GLP CAPITAL LP / FIN II 05.3750 04/15/2026 | 0.00% |
| GNMA GII30 BL6161 06.0000 12/20/2048 | 0.00% |
| GNR 2013-99 AS IO 05.8984 06/20/2043 | 0.00% |
| GNR 2015-H24 BI IO 01.6113 08/20/2065 | 0.00% |
| GNR 2015-H26 EI IO 01.7238 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% |
| HANESBRANDS INC P/P 144A 04.6250 05/15/2024 | 0.00% |
| HSBC USA INC 03.5000 06/23/2024 | 0.00% |
| ICAHN ENTER 04.7500 09/15/2024 | 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% |
| IHS MARKIT LTD USD 04.7500 08/01/2028 | 0.00% |
| INTERNATIONAL LEASE FIN CORP 05.8750 08/15/2022 | 0.00% |
| IPALCO ENTPRS IN 03.7000 09/01/2024 | 0.00% |
| JPALT 2007-S1 A1 00.4280 04/25/2047 | 0.00% |
| JPMORGAN CHASE & CO 06.1000 02/01/2049 | 0.00% |
| KFC HLD/PIZZA HUT/TA P/P 144A 04.7500 06/01/2027 | 0.00% |
| KRATON POLYMERS LLC/ P/P 144A 04.2500 12/15/2025 | 0.00% |
| L BRANDS INC 06.7500 07/01/2036 | 0.00% |
| LIVE NATION ENT P/P 144A 06.5000 05/15/2027 | 0.00% |
| LIVE NATION ENTERTAI P/P 144A 05.6250 03/15/2026 | 0.00% |
| MBX.FN30.500.09 R USL1M P 01/12/40 BC | 0.00% |
| MEREDITH CORP P/P 144A 06.5000 07/01/2025 | 0.00% |
| MLMI 2005-A2 A2 03.6403 02/25/2035 | 0.00% |
| MSRR 2015-R4 CB1 00.9758 08/26/2047 | 0.00% |
| MWST 2020-2 A 00.9531 11/25/2053 | 0.00% |
| NABORS IND INC P/P 144A 09.0000 02/01/2025 | 0.00% |
| NETFLIX INC. 06.3750 05/15/2029 | 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% |
| NORTHRIVER MIDSTREAM P/P 144A 05.6250 02/15/2026 | 0.00% |
| OASIS PETROLEUM INC SEDOL BLDDYB1 | 0.00% |
| OCCIDENTAL PETROLEUM COR 04.8500 03/15/2021 | 0.00% |
| ONEMAIN FINANCE CORP 06.6250 01/15/2028 | 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% |
| SABINE PASS LIQUEF 05.0000 03/15/2027 | 0.00% |
| SCRIPPS ESCROW II IN P/P 144A 03.8750 01/15/2029 | 0.00% |
| SEK/USD 03/17/2021 JPMCB | 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% |
| SM ENERGY CO 06.7500 09/15/2026 | 0.00% |
| SOLENIS 2NDL L+850 08.7330 06/26/2026 | 0.00% |
| SOLERA LLC / SOLERA P/P 144A 10.5000 03/01/2024 | 0.00% |
| TENET HEALTHCARE 04.6250 07/15/2024 | 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% |
| TRI POINTE GROUP INC 05.7000 06/15/2028 | 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% |
| WESTERN DIGITAL CORPORATION 04.7500 02/15/2026 | 0.00% |
| WFCM 2016-LC25 XA IO 00.9677 12/15/2059 | 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% |
| ABC SUPPLY CO INC P/P 144A 04.0000 01/15/2028 | 0.00% |
| ALLISON TRANSMISSION P/P 144A 03.7500 01/30/2031 | 0.00% |
| ANTERO RESOURCES P/P 144A 08.3750 07/15/2026 | 0.00% |
| APACHE CORP 05.1000 09/01/2040 | 0.00% |
| BAUSCH HLTH COS INC P/P 144A 07.0000 01/15/2028 | 0.00% |
| BERKSHIRE HATHAWAY FIN 04.3000 05/15/2043 | 0.00% |
| BERRY GLOBAL INC P/P 144A 05.6250 07/15/2027 | 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% |
| CAD/USD 01/20/2021 HSBCB | 0.00% |
| CAD/USD 01/20/2021 UBS | 0.00% |
| CAPITAL ONE FINANCIAL CO 04.2000 10/29/2025 | 0.00% |
| CARNIVAL CORP P/P 144A 11.5000 04/01/2023 | 0.00% |
| CAS 2015-C02 2M2 04.1480 05/25/2025 | 0.00% |
| CCO HOLDINGS LLC P/P 144A 04.5000 08/15/2030 | 0.00% |
| CELANESE US HOLDINGS LLC 04.6250 11/15/2022 | 0.00% |
| CENTENE CORP 03.0000 10/15/2030 | 0.00% |
| CGCMT 2014-GC21 X IO 01.1692 05/10/2047 | 0.00% |
| CHS/COMMUNITY HEALTH P/P 144A 08.0000 03/15/2026 | 0.00% |
| CINEMARK USA INC 05.1250 12/15/2022 | 0.00% |
| CLEARWATER PAPER COR P/P 144A 04.7500 08/15/2028 | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CS | 0.00% |
| COMCAST CORP 02.3500 01/15/2027 | 0.00% |
| COMMSCOPE INC P/P 144A 06.0000 03/01/2026 | 0.00% |
| COMMSCOPE INC P/P 144A 08.2500 03/01/2027 | 0.00% |
| COMPASS MINERALS INT P/P 144A 04.8750 07/15/2024 | 0.00% |
| COMSTOCK RESOURCES 09.7500 08/15/2026 | 0.00% |
| CONTINENTAL RESO P/P 144A 05.7500 01/15/2031 | 0.00% |
| CP ATLAS BUYER INC P/P 144A 07.0000 12/01/2028 | 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% |
| DUKE ENERGY INDIANA LLC 06.4500 04/01/2039 | 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 06.7914 03/15/2041 | 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 AY2298 04.7000 05/20/2067 | 0.00% |
| GNMA GII30 AY4779 04.5110 03/20/2067 | 0.00% |
| GNMA GII30 BB0107 04.7000 08/20/2067 | 0.00% |
| GO DADDY OPCO/FINCO P/P 144A 05.2500 12/01/2027 | 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% |
| GSMS 2013-GC10 XA IO 01.4889 02/10/2046 | 0.00% |
| HCA INC 03.5000 09/01/2030 | 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% |
| JPY/USD 02/17/2021 CITI | 0.00% |
| JPY/USD 02/17/2021 MSCIL | 0.00% |
| KRAFT HEINZ FOODS CO P/P 144A 03.8750 05/15/2027 | 0.00% |
| KRW/USD 02/17/2021 HSBCB | 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% |
| LOUISIANA-PACIFIC CORPORATION 04.8750 09/15/2024 | 0.00% |
| MERCER INTL INC USD 06.5000 02/01/2024 | 0.00% |
| MERCK & CO. INC. 02.7500 02/10/2025 | 0.00% |
| MPH ACQUISITION HLDG P/P 144A 05.7500 11/01/2028 | 0.00% |
| NATIONSTAR MTG P/P 144A 06.0000 01/15/2027 | 0.00% |
| NEXSTAR BROADCASTING P/P 144A 04.7500 11/01/2028 | 0.00% |
| NRG ENERGY INC 05.7500 01/15/2028 | 0.00% |
| NRG ENERGY INC P/P 144A 05.2500 06/15/2029 | 0.00% |
| NUTRITION & BIO P/P 144A 03.4680 12/01/2050 | 0.00% |
| NZD/USD 01/20/2021 BCAP-FX | 0.00% |
| NZD/USD 01/20/2021 UBS | 0.00% |
| OCCIDENTAL PETROLEUM COR 03.5000 06/15/2025 | 0.00% |
| ONEMAIN FINANCE CORP 04.0000 09/15/2030 | 0.00% |
| ONEMAIN FINANCE CORP 07.1250 03/15/2026 | 0.00% |
| ONEMAIN FINANCE CORP 08.8750 06/01/2025 | 0.00% |
| OVINTIV INC 07.3750 11/01/2031 | 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% |
| PUBLIC SERVICE ELECTRIC 05.5000 03/01/2040 | 0.00% |
| QORVO INC P/P 144A 03.3750 04/01/2031 | 0.00% |
| QUORUM HEALTH EXT TL L+825 09.2500 04/29/2025 | 0.00% |
| ROBERTSHAW TL 2L L+800 09.0000 02/28/2026 | 0.00% |
| ROBERTSHAW US HOLDING L+350 04.5000 02/28/2025 | 0.00% |
| SCIENTIFIC GAMES P/P 144A 07.0000 05/15/2028 | 0.00% |
| SINCLAIR TELE P/P 144A 04.1250 12/01/2030 | 0.00% |
| SIRIUS XM RADIO INC. P/P 144A 05.5000 07/01/2029 | 0.00% |
| SM ENERGY CO 05.0000 01/15/2024 | 0.00% |
| SM ENERGY CO 06.1250 11/15/2022 | 0.00% |
| SPECTRUM BRANDS INC P/P 144A 05.0000 10/01/2029 | 0.00% |
| STACR 2017-DNA2 M1 01.3480 10/25/2029 | 0.00% |
| STACR 2019-DNA1 M2 02.7980 01/25/2049 | 0.00% |
| TARGA RESOURCES PART 06.5000 07/15/2027 | 0.00% |
| TAYLOR MORRISON COMM P/P 144A 05.7500 01/15/2028 | 0.00% |
| TRANSDIGM INC. 06.5000 07/15/2024 | 0.00% |
| UBSBB 2012-C4 XA IO P/P 144A 01.6026 12/10/2045 | 0.00% |
| USA COM PART/USA COM 06.8750 09/01/2027 | 0.00% |
| WESCO DISTRIBUT P/P 144A 07.1250 06/15/2025 | 0.00% |
| WESTPAC BANKING CORP USD 04.4210 07/24/2039 | 0.00% |
| WFRBS 2012-C9 XB IO P/P 144A 00.7149 11/15/2045 | 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 03.1468 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% |
| AMERICAN BATH 1L2 L+450 05.2500 11/23/2027 | 0.00% |
| APACHE CORPORATION 04.8750 11/15/2027 | 0.00% |
| APARTMENT INVT & MGMT CO -A SEDOL BN2W9T6 | 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% |
| AUTOMATION TOOLING S P/P 144A 04.1250 12/15/2028 | 0.00% |
| AVIENT CORP P/P 144A 05.7500 05/15/2025 | 0.00% |
| BANK OF AMERICA CORP 06.5000 10/29/2049 | 0.00% |
| BAUSCH HLTH COS INC P/P 144A 05.0000 02/15/2029 | 0.00% |
| BEACON ROOFING SUPPL P/P 144A 04.5000 11/15/2026 | 0.00% |
| BERKSHIRE HATHAWAY FIN 04.2500 01/15/2021 | 0.00% |
| BERRY GLOBAL INC 05.1250 07/15/2023 | 0.00% |
| BMW US CAPITAL LLC P/P 144A 03.4000 08/13/2021 | 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 01/20/2021 CITI | 0.00% |
| CAD/USD 01/20/2021 WPAC | 0.00% |
| CALPINE CORP P/P 144A 05.2500 06/01/2026 | 0.00% |
| CAS 2015-C01 1M2 04.4480 02/25/2025 | 0.00% |
| CAS 2015-C02 1M2 04.1480 05/25/2025 | 0.00% |
| CAS 2019-HRP1 M2 02.2980 11/25/2039 | 0.00% |
| CGCMT 2012-GC8 XA IO P/P 144A 01.7512 09/10/2045 | 0.00% |
| CHS/COMMUNITY HEALTH P/P 144A 05.6250 03/15/2027 | 0.00% |
| CIT GROUP INC 05.0000 08/01/2023 | 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.BBB-.7 2047-01-17 300.0 01/17/2047 JP | 0.00% |
| CNH/USD 02/18/2021 GSFX | 0.00% |
| CORNERSTONE BUILDING P/P 144A 08.0000 04/15/2026 | 0.00% |
| CPG INTL TL L+375 04.7500 05/05/2024 | 0.00% |
| CWALT 2005-27 1A1 01.6503 08/25/2035 | 0.00% |
| CWALT 2006-24CB A13 00.4980 08/25/2036 | 0.00% |
| DELL INT / EMC P/P 144A 05.8500 07/15/2025 | 0.00% |
| DUN & BRADSTREET COR P/P 144A 06.8750 08/15/2026 | 0.00% |
| EMPIRE COMMUNITIES C P/P 144A 07.0000 12/15/2025 | 0.00% |
| EUR/USD 03/17/2021 BANKAM | 0.00% |
| GAP INC/THE P/P 144A 08.6250 05/15/2025 | 0.00% |
| GARTNER INC P/P 144A 03.7500 10/01/2030 | 0.00% |
| GATES GLOBAL TLB L+275 03.7500 03/31/2024 | 0.00% |
| GBP/USD 03/17/2021 RBSF | 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 BA7681 04.6110 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% |
| HANESBRANDS INC P/P 144A 05.3750 05/15/2025 | 0.00% |
| HMIR 2018-1 M1 P/P 144A 01.7480 10/25/2028 | 0.00% |
| INSPIRE BRANDS TLB L+325 04.2500 11/19/2027 | 0.00% |
| JAGUAR HL / PPDI P/P 144A 05.0000 06/15/2028 | 0.00% |
| JELD-WEN INC P/P 144A 06.2500 05/15/2025 | 0.00% |
| JPMORGAN CHASE & CO 01.2210 05/15/2047 | 0.00% |
| JPY/USD 02/17/2021 BANKAM | 0.00% |
| KEURIG DR PEPPER INC 04.0570 05/25/2023 | 0.00% |
| LENNAR CORP 05.8750 11/15/2024 | 0.00% |
| LEVI STRAUSS & CO. 05.0000 05/01/2025 | 0.00% |
| LIVE NATION ENT P/P 144A 04.8750 11/01/2024 | 0.00% |
| MASONITE INTL C P/P 144A 05.3750 02/01/2028 | 0.00% |
| MAUSER PACKAGING P/P 144A 08.5000 04/15/2024 | 0.00% |
| MONDELEZ INTERNATIONAL 02.1250 04/13/2023 | 0.00% |
| MSAC 2004-HE6 M1 00.9730 08/25/2034 | 0.00% |
| MSBAM 2014-C17 XA IO 01.0756 08/15/2047 | 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% |
| ORTHO-CLINICAL P/P 144A 07.3750 06/01/2025 | 0.00% |
| OVINTIV INC 06.5000 08/15/2034 | 0.00% |
| OWENS-BROCKWAY P/P 144A 06.6250 05/13/2027 | 0.00% |
| PACIFIC GAS & ELECTRIC 02.1000 08/01/2027 | 0.00% |
| PETROBRAS GLOBAL FIN USD 05.9990 01/27/2028 | 0.00% |
| PRUDENTIAL FINANCIAL INC 05.6250 06/15/2043 | 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% |
| SEK/USD 03/17/2021 BANKAM | 0.00% |
| SEK/USD 03/17/2021 MSCIL | 0.00% |
| SEK/USD 03/17/2021 UBS | 0.00% |
| SERVICE PROPERTIES TRUST 07.5000 09/15/2025 | 0.00% |
| SGD/USD 02/17/2021 JPMCB | 0.00% |
| SPECTRUM BRANDS INC 06.1250 12/15/2024 | 0.00% |
| STACR 2014-HQ3 M3 04.8980 10/25/2024 | 0.00% |
| STACR 2019-HQA1 M2 02.4980 02/25/2049 | 0.00% |
| T-MOBILE USA INC 04.5000 02/01/2026 | 0.00% |
| T-MOBILE USA INC. 04.0000 04/15/2022 | 0.00% |
| TARGA RES PRTNRS 05.5000 03/01/2030 | 0.00% |
| TARGA RESOURCES PART 06.8750 01/15/2029 | 0.00% |
| TEMPO ACQ LLC/FI P/P 144A 05.7500 06/01/2025 | 0.00% |
| TPMT 2015-1 A2 P/P 144A 03.2500 10/25/2053 | 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% |
| US CONCRETE INC 06.3750 06/01/2024 | 0.00% |
| US CONCRETE INC P/P 144A 05.1250 03/01/2029 | 0.00% |
| VIATRIS INC SEDOL BMWS3X9 | 0.00% |
| WFRBS 2012-C10 XA IO P/P 144A 01.5232 12/15/2045 | 0.00% |
| WFRBS 2012-C9 XA IO P/P 144A 01.8781 11/15/2045 | 0.00% |
| WPX ENERGY INC 04.5000 01/15/2030 | 0.00% |
| WYNN RESORTS FIN LLC P/P 144A 07.7500 04/15/2025 | 0.00% |
| ABC SUPPLY CO INC P/P 144A 05.8750 05/15/2026 | 0.00% |
| AKER BP ASA P/P 144A 05.8750 03/31/2025 | 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 AXLE & MANUF L+225 03.0000 04/06/2024 | 0.00% |
| AMERICAN AXLE & MFG INC 06.2500 04/01/2025 | 0.00% |
| AMERICAN INTL GROUP 08.1750 05/15/2058 | 0.00% |
| APACHE CORP 04.6250 11/15/2025 | 0.00% |
| BANK OF MONTREAL USD 03.8030 12/15/2032 | 0.00% |
| BAYTEX ENERGY CORP P/P 144A 05.6250 06/01/2024 | 0.00% |
| BERRY GLOBAL INC P/P 144A 04.5000 02/15/2026 | 0.00% |
| BOMBARDIER INC P/P 144A 07.5000 12/01/2024 | 0.00% |
| BOXER PARENT CO INC P/P 144A 07.1250 10/02/2025 | 0.00% |
| BUCKEYE PARTNERS LP 03.9500 12/01/2026 | 0.00% |
| CALPINE CORP P/P 144A 05.0000 02/01/2031 | 0.00% |
| CAS 2014-C04 2M2 05.1480 11/25/2024 | 0.00% |
| CBS OUT AMER CAP LLC 05.6250 02/15/2024 | 0.00% |
| CD&R WATERWORKS MERGER 144A 6.125000 08/15/2025 | 0.00% |
| CHARTER COMM OPT LLC 05.3750 05/01/2047 | 0.00% |
| CHS/COMMUNITY HEALTH P/P 144A 09.8750 06/30/2023 | 0.00% |
| CINEMARK USA INC 04.8750 06/01/2023 | 0.00% |
| CINEMARK USA INC P/P 144A 08.7500 05/01/2025 | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 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 JP | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 ML | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP | 0.00% |
| COMCAST CORP 06.5000 11/15/2035 | 0.00% |
| COMMSCOPE INC P/P 144A 05.5000 03/01/2024 | 0.00% |
| CVS HEALTH CORP 03.7000 03/09/2023 | 0.00% |
| DIAMONDBACK ENERGY INC 05.3750 05/31/2025 | 0.00% |
| EMERGENT BIOSOLUTION P/P 144A 03.8750 08/15/2028 | 0.00% |
| ENLINK MIDSTREAM LLC P/P 144A 05.6250 01/15/2028 | 0.00% |
| FHR 3072 SM 04.2533 11/15/2035 | 0.00% |
| FIDELITY NATIONAL INFORM 03.0000 08/15/2026 | 0.00% |
| FNR 2007-53 SP 23.6573 06/25/2037 | 0.00% |
| GARTNER INC P/P 144A 04.5000 07/01/2028 | 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 BL6218 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% |
| GSMS 2010-C1 D P/P 144A 05.9819 08/10/2043 | 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% |
| JAGUAR HL / PPDI P/P 144A 04.6250 06/15/2025 | 0.00% |
| JPMBB 2013-C17 XA IO 00.7428 01/15/2047 | 0.00% |
| JPY/USD 02/17/2021 BCAP-FX | 0.00% |
| JPY/USD 02/17/2021 HSBCB | 0.00% |
| JPY/USD 02/17/2021 RBSF | 0.00% |
| JPY/USD 02/17/2021 TDBK | 0.00% |
| JPY/USD 02/17/2021 UBS | 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% |
| MACY'S INC P/P 144A 08.3750 06/15/2025 | 0.00% |
| MALLINCKRODT FIN/SB P/P 144A 10.0000 04/15/2025 | 0.00% |
| MATCH GRP HLD II LLC P/P 144A 04.1250 08/01/2030 | 0.00% |
| MAUSER PACKAGING SOL P/P 144A 05.5000 04/15/2024 | 0.00% |
| MICROSOFT CORP 02.5250 06/01/2050 | 0.00% |
| NATIONSTAR MTG P/P 144A 05.1250 12/15/2030 | 0.00% |
| NOK/USD 03/17/2021 TDBK | 0.00% |
| NRG ENERGY INC 06.6250 01/15/2027 | 0.00% |
| NZD/USD 01/20/2021 CSI-FX | 0.00% |
| OCCIDENTAL PETROLEUM COR 05.8750 09/01/2025 | 0.00% |
| OCCIDENTAL PETROLEUM COR 06.1250 01/01/2031 | 0.00% |
| ONCOR ELECTRIC DELIVERY 05.3000 06/01/2042 | 0.00% |
| OSHKOSH CORP 03.1000 03/01/2030 | 0.00% |
| OUTFRONT MEDIA C P/P 144A 04.6250 03/15/2030 | 0.00% |
| OVINTIV EXPLORATION INC 05.6250 07/01/2024 | 0.00% |
| PENSKE AUTOMOTIVE GROUP 03.5000 09/01/2025 | 0.00% |
| PETROBRAS GLOBAL FIN USD 05.2990 01/27/2025 | 0.00% |
| PROLOGIS LP 02.1250 04/15/2027 | 0.00% |
| QUEBECOR MEDIA INC USD 05.7500 01/15/2023 | 0.00% |
| RACKSPACE HOSTING INC L+300 04.0000 11/03/2023 | 0.00% |
| REPUBLIC OF VENEZUELA REGS 08.2500 10/13/2024 | 0.00% |
| ROYAL CARIBBEAN P/P 144A 09.1250 06/15/2023 | 0.00% |
| SCRIPPS ESCROW P/P 144A 05.3750 01/15/2031 | 0.00% |
| SM ENERGY CO 06.6250 01/15/2027 | 0.00% |
| SM ENERGY CO P/P 144A 10.0000 01/15/2025 | 0.00% |
| STACR 2018-HQA2 M2 02.4480 10/25/2048 | 0.00% |
| STACR 2020-DNA5 M1 01.3817 10/25/2050 | 0.00% |
| T-MOBILE USA INC 06.0000 03/01/2023 | 0.00% |
| TALLGRASS NRG PRTNR/ P/P 144A 07.5000 10/01/2025 | 0.00% |
| TAYLOR MORRISON COMM P/P 144A 05.1250 08/01/2030 | 0.00% |
| TENET HEALTHCARE P/P 144A 06.2500 02/01/2027 | 0.00% |
| TENET HEALTHCARE P/P 144A 07.5000 04/01/2025 | 0.00% |
| TRANSDIGM INC P/P 144A 08.0000 12/15/2025 | 0.00% |
| VALVOLINE INC 04.3750 08/15/2025 | 0.00% |
| VIACOMCBS INC 04.0000 01/15/2026 | 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% |
| WMG ACQUISITION CORP P/P 144A 05.5000 04/15/2026 | 0.00% |
| YUM! BRANDS INC. P/P 144A 07.7500 04/01/2025 | 0.00% |
| ZAYO GROUP HLDG INC P/P 144A 04.0000 03/01/2027 | 0.00% |
| 0.25 R ISWP FWD US0003M P 03/17/2023 | 0.00% |
| 0.45 R ISWP FWD US0003M P 03/17/2026 | 0.00% |
| AIR LEASE CORP 02.5000 03/01/2021 | 0.00% |
| ALLEGHENY TECHNOLOGIES 05.8750 12/01/2027 | 0.00% |
| ARCHES BUYER INC P/P 144A 06.1250 12/01/2028 | 0.00% |
| BOMBARDIER INC P/P 144A 08.7500 12/01/2021 | 0.00% |
| BP CAP MARKETS AMERICA 03.9370 09/21/2028 | 0.00% |
| BSCMS 2006-PW11 B P/P 144A 05.5182 03/11/2039 | 0.00% |
| CAD/USD 01/20/2021 PSBS | 0.00% |
| CALPINE CORP P/P 144A 04.6250 02/01/2029 | 0.00% |
| CAS 2017-C05 1M2A 02.3480 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.A.7 2047-01-17 200.0 01/17/2047 CG | 0.00% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CG | 0.00% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 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.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.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 CG | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 CG | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.00% |
| CMB CMBX.NA.BBB-.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% |
| ENERGIZER HLDG INC P/P 144A 07.7500 01/15/2027 | 0.00% |
| EQT CORP 05.0000 01/15/2029 | 0.00% |
| EUR/USD 03/17/2021 HSBCB | 0.00% |
| FEDEX CORP 02.6250 08/01/2022 | 0.00% |
| FHR 2990 LB 16.5402 06/15/2034 | 0.00% |
| FHR 3065 DC 19.3841 03/15/2035 | 0.00% |
| FHR 3249 PS 21.7515 12/15/2036 | 0.00% |
| FNMA FN30 971053 04.5000 02/01/2039 | 0.00% |
| FNR 2005-75 GS 19.8060 08/25/2035 | 0.00% |
| FNR 2006-62 PS 39.0120 07/25/2036 | 0.00% |
| FNR 2006-8 HP 24.0240 03/25/2036 | 0.00% |
| GBP/USD 03/17/2021 BCAP-FX | 0.00% |
| GLOBAL PART/GLP FIN P/P 144A 06.8750 01/15/2029 | 0.00% |
| GNMA GII30 BJ9611 04.5000 05/20/2049 | 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% |
| IHEARTMEDIA INC - CLASS A SEDOL BJVR9Y9 | 0.00% |
| JPY/USD 02/17/2021 JPMCB | 0.00% |
| MERCER INTL INC USD 07.3750 01/15/2025 | 0.00% |
| MERCK & CO INC 02.9000 03/07/2024 | 0.00% |
| MSC 2007-HQ11 C 05.5580 02/12/2044 | 0.00% |
| NOK/USD 03/17/2021 GSFX | 0.00% |
| NOK/USD 03/17/2021 HSBCB | 0.00% |
| OVINTIV EXPLORATION INC 05.3750 01/01/2026 | 0.00% |
| PAR PHARMA INC P/P 144A 07.5000 04/01/2027 | 0.00% |
| PETROLEOS DE VEN P/P 144A 06.0000 11/15/2026 | 0.00% |
| PPL CAPITAL FUNDING INC 03.4000 06/01/2023 | 0.00% |
| RACKSPACE TECHNOLOGY P/P 144A 05.3750 12/01/2028 | 0.00% |
| RAYONIER AM PROD INC P/P 144A 07.6250 01/15/2026 | 0.00% |
| REPUBLIC OF VENEZUELA REGS 09.0000 05/07/2023 | 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% |
| SPRINT SPECTRUM P/P 144A 03.3600 09/20/2021 | 0.00% |
| STANDARD IND INC P/P 144A 04.7500 01/15/2028 | 0.00% |
| T-MOBILE USA INC 05.3750 04/15/2027 | 0.00% |
| TENNECO INC P/P 144A 07.8750 01/15/2029 | 0.00% |
| TITAN ACQ LTD P/P 144A 07.7500 04/15/2026 | 0.00% |
| TRANSDIGM INC 06.5000 05/15/2025 | 0.00% |
| TRONOX INC P/P 144A 06.5000 05/01/2025 | 0.00% |
| 0.90 R ISWP FWD US0003M P 03/17/2031 | 0.00% |
| ADVANZ PHARMA CORP LTD SEDOL BG0RYR7 | 0.00% |
| ANHEUSER-BUSCH INBEV WOR 04.1500 01/23/2025 | 0.00% |
| BACM 2007-1 XW IO 00.4249 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 00.5565 12/11/2038 | 0.00% |
| CGCMT 2006-C5 XC IO P/P 144A 00.5170 10/15/2049 | 0.00% |
| CHF/USD 03/17/2021 CSI-FX | 0.00% |
| CHF/USD 03/17/2021 JPMCB | 0.00% |
| CHF/USD 03/17/2021 MSCIL | 0.00% |
| CHF/USD 03/17/2021 RBSF | 0.00% |
| CHF/USD 03/17/2021 SSBT | 0.00% |
| CHF/USD 03/17/2021 TDBK | 0.00% |
| CHF/USD 03/17/2021 UBS | 0.00% |
| CLEAR CHANNEL OUTDOOR HOLDIN SEDOL BJHVCH9 | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.A.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.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 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 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-.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 GS | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 JP | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 JP | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 JP | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 MS | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 MS | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 MS | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 MS | 0.00% |
| CMB CMBX.NA.BBB-.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 ML | 0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 MS | 0.00% |
| CMB CMBX.NA.BBB-.9 2058-09-17 300.0 09/17/2058 CG | 0.00% |
| CMB CMBX.NA.BBB-.9 2058-09-17 300.0 09/17/2058 ML | 0.00% |
| CMB CMBX.NA.BBB-.9 2058-09-17 300.0 09/17/2058 ML | 0.00% |
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| CSMC 2007-C2 AX IO P/P 144A 00.0142 01/15/2049 | 0.00% |
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| EUR/USD 03/17/2021 CITI | 0.00% |
| EUR/USD 03/17/2021 CSI-FX | 0.00% |
| EUR/USD 03/17/2021 GSFX | 0.00% |
| EUR/USD 03/17/2021 MSCIL | 0.00% |
| EUR/USD 03/17/2021 WPAC | 0.00% |
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| FHR 3326 WF 00.0000 10/15/2035 | 0.00% |
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| HKD/USD 02/17/2021 GSFX | 0.00% |
| HKD/USD 02/17/2021 HSBCB | 0.00% |
| HKD/USD 02/17/2021 RBSF | 0.00% |
| HKD/USD 02/17/2021 SSBT | 0.00% |
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| 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% |
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| LBUBS 2006-C6 XCL IO P/P 144A 00.6888 09/15/2039 | 0.00% |
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| AUD/USD 01/20/2021 WPAC | -0.00% |
| CAD/USD 01/20/2021 CSI-FX | -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.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% |
| CNH/USD 02/18/2021 BANKAM | -0.00% |
| EUR/USD 03/17/2021 BCAP-FX | -0.00% |
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| GBP/USD 03/17/2021 UBS | -0.00% |
| INR/USD 02/17/2021 HSBCB | -0.00% |
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| IOS.FN30.400.11 P USL1M R 01/12/42 JP | -0.00% |
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| SEK/USD 03/17/2021 CITI | -0.00% |
| SEK/USD 03/17/2021 RBSF | -0.00% |
| TWD/USD 02/17/2021 JPMCB | -0.00% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 MS | -0.00% |
| EUR/USD 03/17/2021 TDBK | -0.00% |
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| AUD/USD 01/20/2021 BANKAM | -0.00% |
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| 1.25 R ISWP FWD US0003M P 03/17/2051 | -0.01% |
| AUD/USD 01/20/2021 PSBS | -0.01% |
| CAD/USD 01/20/2021 TDBK | -0.01% |
| GBP/USD 03/17/2021 SSBT | -0.01% |
| CAD/USD 01/20/2021 RBSF | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% |
| MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.01% |
| NZD/USD 01/20/2021 CITI | -0.01% |
| CNH/USD 02/18/2021 SSBT | -0.01% |
| NZD/USD 01/20/2021 RBSF | -0.01% |
| AUD/USD 01/20/2021 UBS | -0.01% |
| NZD/USD 01/20/2021 GSFX | -0.02% |
| FNMA FN30 TBA UMBS 01.5000 01/01/2051 | -0.07% |
| FNMA FN30 TBA UMBS 03.0000 01/01/2051 | -0.32% |
| US 2YR NOTE (CBT) MAR21 TUH1 | -0.48% |
| GSGLPWDS P US0001M R 12/15/25 GS | -4.07% |
Portfolio composition as of 03/31/21
| U.S. large-cap equity | 49.68% |
|---|---|
| International equity | 16.96% |
| U.S. small- and mid-cap equity | 10.25% |
| U.S. Investment-grade bonds | 7.56% |
| Emerging-markets equity | 6.42% |
| U.S. High-yield bonds | 5.56% |
| Commodities | 3.58% |
Fixed income statistics as of 03/31/21
| Average effective maturity | 5.47 yrs. |
|---|---|
| Average effective duration | 0.47 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 la