NASDAQ DFGP

Dimensional - Global Core Plus Fixed Income ETF

$ 54.79 0.21 %

The fund seeks to achieve its investment objective by holding a diversified portfolio of debt instruments from both U.S. and international issuers. It has the flexibility to invest in high-quality fixed income securities that are considered investment grade at the time of purchase, including those rated by Fitch or within the Aaa to Baa3 range by Moody's. The portfolio may also allocate to lower-rated debt securities.

Volume: $138.123 K

Overview

Market Cap.

$2.573 B

Ratio P/E

0.00

Beta

0.20

EPS

0.00

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DFGP vs S&P500

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Inside Dimensional - Global Core Plus Fixed Income ETF

Symbol Name Share number Weight Value
CASH AND CASH EQUIVALENTS -213142749.66 7.064 % -213.143 M $
FNMA 30YR TBA JUL 6% 59188000 1.998 % 60.293 M $
FNMA 30YR TBA JUL 2.5% 63975000 1.763 % 53.209 M $
FNMA 30YR TBA JUL 2% 48040000 1.266 % 38.205 M $
GNMA 30YR TBA JUL 6% 28520000 0.962 % 29.021 M $
FNMA 30YR TBA JUL 6.5% 26663000 0.915 % 27.596 M $
CAISSE 3.125% 07/20/33 19300000 0.734 % 22.151 M $
JAPAN GOV .6% 12/20/37 4435100000 0.719 % 21.701 M $
NEW ZEALA 4.25% 05/15/34 35724000 0.691 % 20.852 M $
PROVIN 4.45% 09/01/34 25311000 0.63 % 19.005 M $
SIEMENS F 3.375% 02/22/37 16700000 0.625 % 18.870 M $
NEW ZEALA 3.5% 04/14/33 33402000 0.621 % 18.749 M $
GNMA 30YR TBA JUL 5.5% 18584000 0.618 % 18.634 M $
JAPAN GOV 2.5% 06/20/36 2989000000 0.612 % 18.463 M $
PROVINCE 3.8% 06/02/35 25400000 0.603 % 18.191 M $
PROVINCE 4.15% 06/18/34 24000000 0.586 % 17.692 M $
PROVINCE 3.7% 06/02/35 24713000 0.58 % 17.493 M $
ALPHABET 3% 05/06/33 15101000 0.568 % 17.134 M $
SHELL FIN 6.375% 12/15/38 15500000 0.559 % 16.879 M $
PROVINCE 3.95% 06/01/35 22980000 0.552 % 16.642 M $
FNMA 30YR TBA JUL 3.5% 18019000 0.54 % 16.294 M $
VISA INC 3.125% 05/15/33 13933000 0.528 % 15.946 M $
ALPHABET 3.375% 05/06/37 14054000 0.522 % 15.756 M $
UNITED KI 4.25% 03/07/36 12000000 0.51 % 15.399 M $
WALMART I 5.25% 09/28/35 11222000 0.507 % 15.307 M $
PROVINCE 3.85% 06/01/35 20200000 0.479 % 14.455 M $
PROVINCE 4.15% 06/02/34 18792000 0.46 % 13.891 M $
NEW ZEALA 2.% 05/15/32 26618000 0.46 % 13.878 M $
US T-NOTE 3.875% 03/31/28 13800000 0.455 % 13.717 M $
CDP FINAN 3.65% 06/02/35 18900000 0.441 % 13.311 M $
US T-NOTE VRN 07/31/26 13132000 0.435 % 13.133 M $
PROVINCE 4.% 06/18/35 18083000 0.434 % 13.092 M $
BERKSHIRE 2.375% 06/19/39 13829000 0.431 % 13.008 M $
JAPAN GOV .4% 03/20/36 2540500000 0.427 % 12.893 M $
PROVINCE 4.25% 06/02/34 17325000 0.426 % 12.841 M $
EXXON MOB .835% 06/26/32 11910000 0.397 % 11.976 M $
CNO FINAN 6.45% 06/15/34 11394000 0.394 % 11.892 M $
JAPAN GOV 1.1% 06/20/43 2633050000 0.389 % 11.735 M $
INTER-AME VRN 03/13/30 11700000 0.389 % 11.737 M $
US T-NOTE VRN 10/31/27 11700000 0.388 % 11.716 M $
PROVINCE 4.% 09/01/35 16115000 0.386 % 11.645 M $
CPPIB CAP 4.75% 06/02/33 15000000 0.381 % 11.506 M $
JAPAN GOV .5% 06/20/38 2287450000 0.36 % 10.861 M $
PROVINCE 3.6% 06/02/35 15350000 0.359 % 10.820 M $
PROVINCE 3.4% 05/24/39 9525000 0.355 % 10.719 M $
UNITED KI 4.375% 01/31/40 8600000 0.354 % 10.694 M $
NOVO NORD 3.375% 05/21/34 9256000 0.353 % 10.642 M $
AKER BP A 4.% 05/29/32 8900000 0.347 % 10.461 M $
KINGDOM O 1.9% 06/22/38 10880000 0.347 % 10.482 M $
BLACKROCK 3.75% 07/18/35 8925000 0.346 % 10.447 M $
PROVINCE 3.8% 12/02/34 14400000 0.343 % 10.354 M $
HELMER 5.5% 12/01/34 10489000 0.34 % 10.267 M $
BERKSHIRE 2.% 03/18/34 9741000 0.337 % 10.163 M $
NESTLE CA 4.75% 03/22/36 7800000 0.335 % 10.093 M $
COMMONWEA VRN 10/01/30 10000000 0.334 % 10.075 M $
BLUE OWL 6.25% 04/18/34 10200000 0.333 % 10.048 M $
KILROY RE 6.25% 01/15/36 9956000 0.333 % 10.042 M $
SIEMENS F 3.125% 05/27/33 8700000 0.332 % 10.005 M $
NOKIA OYJ 6.625% 05/15/39 9200000 0.327 % 9.852 M $
CAIXABANK 4.375% 11/29/33 8000000 0.326 % 9.825 M $
NEW ZEALA 2.75% 04/15/37 19282000 0.316 % 9.549 M $
AGENCE FR 3.125% 03/20/33 8200000 0.308 % 9.302 M $
ORIX CORP 3.447% 10/22/31 7985000 0.307 % 9.254 M $
AUSTRALIA VRN 05/21/27 7800000 0.3 % 9.049 M $
LVMH MOET 3.% 03/07/32 7900000 0.299 % 9.022 M $
NESTLE FI 3.75% 11/14/35 7600000 0.298 % 9.001 M $
OP CORPOR 2.875% 11/27/29 7780000 0.297 % 8.955 M $
WP CAREY 4.25% 07/23/32 7500000 0.294 % 8.876 M $
JAPAN GOV .1% 06/20/27 1408550000 0.288 % 8.696 M $
CISCO SYS 5.90% 02/15/39 8144000 0.285 % 8.601 M $
UNITED KI .625% 07/31/35 9000000 0.279 % 8.430 M $
TEXAS INS 3.875% 03/15/39 9563000 0.277 % 8.347 M $
ALPHABET 2.822% 05/16/33 1320000000 0.274 % 8.272 M $
TORONTO-D VRN 02/16/27 7000000 0.269 % 8.119 M $
ROCKIES E 6.875% 04/15/40 7877000 0.267 % 8.059 M $
HUNTSMAN 5.7% 10/15/34 8300000 0.267 % 8.063 M $
JAPAN GOV .4% 12/20/28 1313000000 0.264 % 7.973 M $
DEUTSCHE 3.875% 09/28/33 6500000 0.257 % 7.762 M $
TREASURY 2.25% 11/20/34 13730000 0.256 % 7.719 M $
SANOFI SA 2.75% 03/11/31 6600000 0.25 % 7.533 M $
US T-NOTE 3.75% 04/30/28 7500000 0.246 % 7.437 M $
NATIONAL AUST VRN 1/14/30 7360000 0.246 % 7.424 M $
TREASURY 2.% 11/20/37 15050000 0.246 % 7.415 M $
PROVINCE 3.8% 06/02/33 10050000 0.241 % 7.282 M $
BPCE SA 4.5% 01/13/33 6000000 0.24 % 7.235 M $
BANQUE FE 4.75% 11/10/31 5900000 0.239 % 7.225 M $
SHELL INT 1.25% 11/11/32 6975000 0.236 % 7.128 M $
TORONTO-D VRN 12/17/29 7000000 0.234 % 7.056 M $
JAB HOLDI 5.% 06/12/33 5700000 0.234 % 7.058 M $
ITALY BUO 2.95% 09/01/38 6438000 0.227 % 6.846 M $
COOPERATI VRN 10/05/26 6655000 0.221 % 6.668 M $
MOLINA HE 3.875% 05/15/32 7356000 0.22 % 6.625 M $
NISSAN MO 4.81% 09/17/30 7055000 0.219 % 6.599 M $
SHELL INT 1.875% 04/07/32 6001000 0.214 % 6.447 M $
CAISSE DE 3.125% 05/25/33 5600000 0.212 % 6.397 M $
AMERICAN 6.15% 10/01/34 6228000 0.209 % 6.295 M $
JT INTERN 3.625% 04/11/34 5525000 0.209 % 6.303 M $
NESTLE FI 1.5% 03/29/35 6271000 0.206 % 6.221 M $
NESTLE FI 2.875% 01/14/32 5351000 0.203 % 6.131 M $
ACCIONA 5.125% 04/23/31 5000000 0.202 % 6.109 M $
CONTINENT 4.9% 06/01/44 7309000 0.2 % 6.020 M $
BALL CORP 5.5% 09/15/33 6000000 0.2 % 6.020 M $
ALLY FINA 8.% 11/01/31 5280000 0.194 % 5.861 M $
EXXON MOB 1.408% 06/26/39 6735000 0.192 % 5.783 M $
SEALED AI 6.875% 07/15/33 5844000 0.192 % 5.783 M $
JOHNSON & 3.05% 02/26/33 5050000 0.192 % 5.795 M $
LKQ CORP 6.25% 06/15/33 5599000 0.191 % 5.769 M $
GLOBAL PA 4.875% 03/17/31 4797000 0.19 % 5.745 M $
MIZUHO FI 4.416% 05/20/33 4700000 0.189 % 5.698 M $
UNITED KI 4.25% 09/07/39 4600000 0.188 % 5.678 M $
NATIONAL VRN 10/26/27 5655000 0.188 % 5.674 M $
DEVON ENE 5.6% 07/15/41 5679000 0.185 % 5.578 M $
NEW ZEALA 3.5% 04/14/33 10000000 0.184 % 5.541 M $
HIGHWOODS 7.65% 02/01/34 4912000 0.182 % 5.478 M $
BATH & BO 6.75% 07/01/36 5383000 0.177 % 5.352 M $
EQUINOR A 1.375% 05/22/32 5118000 0.176 % 5.318 M $
TREASURY 2.25% 09/15/33 9100000 0.176 % 5.320 M $
ABN AMRO 3.% 10/01/31 4600000 0.175 % 5.288 M $
US T-NOTE VRN 10/31/26 5234000 0.174 % 5.236 M $
MACQUARIE 3.202% 09/17/29 4525000 0.174 % 5.262 M $
SUDZUCKER 4.125% 01/29/32 4500000 0.172 % 5.199 M $
ADVANCE A 3.5% 03/15/32 5909000 0.172 % 5.199 M $
PROVINCE 3.9% 12/02/32 7000000 0.17 % 5.118 M $
PROVIN 5.1% 06/04/35 7400000 0.17 % 5.124 M $
CONTINENT 2.875% 04/01/32 5806000 0.168 % 5.083 M $
MINISTERI 3.375% 06/22/35 4400000 0.167 % 5.043 M $
JAPAN GOV 1.% 12/20/35 920000000 0.166 % 4.994 M $
PROVINCE 3.9% 06/01/36 7000000 0.165 % 4.982 M $
BNP PARIB 4.095% 02/13/34 4200000 0.165 % 4.986 M $
F&G ANNUI 6.25% 10/04/34 5080000 0.165 % 4.964 M $
US T-NOTE 4% 05/31/28 5000000 0.165 % 4.980 M $
ABN AMRO 3.% 02/25/31 4300000 0.164 % 4.952 M $
JAPAN GOV 2.5% 03/20/36 800000000 0.164 % 4.959 M $
HF SINCLA 6.25% 01/15/35 4776000 0.164 % 4.947 M $
AES CORP/ 5.8% 03/15/32 4894000 0.164 % 4.938 M $
PROVINCE 3.9% 06/18/36 6900000 0.163 % 4.910 M $
AMERICAN 3.95% 03/19/32 4180000 0.162 % 4.901 M $
ONTARIO T 4.3% 06/02/34 6575000 0.162 % 4.873 M $
BOSTON PR 5.75% 01/15/35 4770000 0.159 % 4.804 M $
INTERNATI VRN 08/28/28 4800000 0.159 % 4.811 M $
MOTABILIT 3.875% 01/24/34 4148000 0.159 % 4.794 M $
BLOCK 5.375000% 09/15/32 4900000 0.159 % 4.784 M $
SEMPRA GL 3.25% 01/15/32 5404000 0.158 % 4.760 M $
DEUTSCHE 1.5% 04/04/32 4500000 0.157 % 4.744 M $
DEUTSCHE 3.375% 01/29/38 4181000 0.157 % 4.736 M $
JAPAN GOV 1.5% 03/20/34 804350000 0.157 % 4.734 M $
MERCK & C 6.55% 09/15/37 4235000 0.157 % 4.738 M $
OVINTIV I 6.5% 02/01/38 4488000 0.157 % 4.725 M $
REALTY IN 3.875% 06/20/35 4133000 0.157 % 4.731 M $
FORD MOTO 4.75% 01/15/43 6020000 0.157 % 4.731 M $
MOTABILIT 4.25% 06/17/35 4000000 0.156 % 4.696 M $
ENI SPA 4.25% 05/19/33 3900000 0.156 % 4.696 M $
CPPIB CAP 3.95% 06/02/32 6400000 0.156 % 4.700 M $
UNEDIC AS 1.25% 05/25/33 4600000 0.155 % 4.663 M $
EUROPEAN 3.375% 08/30/38 4050000 0.155 % 4.687 M $
TOTALENER 5.15% 04/05/34 4582000 0.154 % 4.638 M $
DBS GROUP VRN 03/21/28 4600000 0.153 % 4.616 M $
ABN AMRO 3.% 09/22/32 4000000 0.151 % 4.551 M $
VERIZON C 3.75% 08/06/37 4000000 0.15 % 4.529 M $
VORNADO R 3.4% 06/01/31 4964000 0.15 % 4.526 M $
NOVO NORD 3.25% 01/21/31 3892000 0.15 % 4.524 M $
CISCO SYS 5.5% 01/15/40 4434000 0.149 % 4.502 M $
JAPAN GOV 2.3% 03/20/35 727500000 0.149 % 4.488 M $
PROVINCE 4.6% 06/02/39 6000000 0.148 % 4.473 M $
MACQUARIE VRN 06/12/28 4400000 0.147 % 4.423 M $
PROVINCE 3.8% 06/02/36 6300000 0.147 % 4.447 M $
PUBLIC ST 3.5% 01/20/34 3900000 0.147 % 4.425 M $
ALPHABET 5.35% 11/15/45 4500000 0.145 % 4.379 M $
NEW ZEALA 1.5% 05/15/31 8383000 0.145 % 4.370 M $
PIEDMONT 5.625% 01/15/33 4402000 0.144 % 4.355 M $
US T-NOTE 4.25% 08/15/35 4429000 0.144 % 4.353 M $
PROVINCE 3.6% 09/01/33 6075000 0.144 % 4.340 M $
BATH & BO 6.875% 11/01/35 4220000 0.142 % 4.290 M $
SPAIN GOV 3.9% 07/30/39 3588000 0.142 % 4.280 M $
QUEENSLAN 5.25% 08/13/38 6200000 0.141 % 4.242 M $
PROVINCE 3.9% 06/02/36 5911000 0.14 % 4.225 M $
MARATHON 6.5% 03/01/41 3919000 0.139 % 4.189 M $
GLOBAL PA 5.55% 11/15/35 4300000 0.137 % 4.148 M $
ALPHAB 3.125% 11/06/34 3668000 0.137 % 4.140 M $
TELEFONIC 3.724% 01/23/34 3600000 0.136 % 4.115 M $
VISA INC 2.375% 06/15/34 3766000 0.135 % 4.067 M $
ARCELORMI 3.5% 12/13/31 3520000 0.135 % 4.074 M $
NOVO N 3.1250% 05/27/33 3578000 0.135 % 4.083 M $
NATIONAL VRN 11/14/29 5700000 0.134 % 4.056 M $
VF CORP 2.95% 04/23/30 4458000 0.134 % 4.049 M $
AMERICAN 6.% 07/15/35 4040000 0.132 % 3.998 M $
SEGRO PLC 3.5% 09/24/32 3439000 0.131 % 3.947 M $
KONINKLIJ 3.875% 02/16/36 3400000 0.131 % 3.952 M $
PROVINCE VRN 11/19/30 5500000 0.131 % 3.938 M $
REALTY IN 5.125% 07/06/34 3169000 0.131 % 3.964 M $
US T-NOTE VRN 04/30/27 3928000 0.13 % 3.931 M $
TELECOM I 7.721% 06/04/38 3437000 0.13 % 3.911 M $
CPPIB CAP .75% 02/02/37 4450000 0.13 % 3.921 M $
EPR PROPE 3.6% 11/15/31 4312000 0.13 % 3.926 M $
REALTY IN 4.875% 07/06/30 3215000 0.13 % 3.917 M $
EUROPEAN 2.75% 12/13/32 3400000 0.129 % 3.887 M $
VISA INC 3.5% 05/15/37 3361000 0.128 % 3.860 M $
TYSON FOO 5.7% 03/15/34 3735000 0.127 % 3.830 M $
REGENC 4.5% 03/15/33 3800000 0.122 % 3.685 M $
NOVO NORD 3.625% 05/27/37 3179000 0.121 % 3.648 M $
BPCE 3.875% 1/25/2036 3100000 0.121 % 3.650 M $
OVINTIV I 6.5% 08/15/34 3408000 0.12 % 3.630 M $
HARBOUR E 6.327% 04/01/35 3547000 0.12 % 3.628 M $
CRH SMW F 4.25% 07/11/35 3000000 0.119 % 3.583 M $
HAT HOLDI 3.75% 09/15/30 3858000 0.119 % 3.588 M $
HESS CORP 5.6% 02/15/41 3563000 0.119 % 3.604 M $
STATE STR VRN 10/22/27 3550000 0.118 % 3.564 M $
TELECOM I 7.2% 07/18/36 3256000 0.118 % 3.550 M $
MINIST 3.375% 06/22/36 3100000 0.117 % 3.526 M $
PROVINCE 3.25% 09/01/32 5000000 0.117 % 3.529 M $
FOX CORP 5.476% 01/25/39 3580000 0.115 % 3.462 M $
PROVINCE 3.95% 12/02/35 4800000 0.115 % 3.460 M $
EUROPEAN 3.375% 10/04/38 3000000 0.114 % 3.430 M $
OMERS FIN 3.25% 01/28/35 3000000 0.114 % 3.447 M $
KYNDRYL H 6.35% 02/20/34 3557000 0.113 % 3.409 M $
NESTLE FI 5.125% 12/07/38 2619000 0.113 % 3.413 M $
DISCOVER 6.7% 11/29/32 3161000 0.113 % 3.421 M $
TIMKEN CO 4.125% 05/23/34 2900000 0.112 % 3.374 M $
UNITED 4.5% 03/07/35 2567000 0.112 % 3.389 M $
KUNTARAHO 2.75% 02/02/34 3000000 0.112 % 3.392 M $
ATHENE HO 5.875% 01/15/34 3300000 0.11 % 3.327 M $
CANADIAN 6.25% 03/15/38 3162000 0.11 % 3.330 M $
HUNTSMAN 2.95% 06/15/31 3606000 0.109 % 3.300 M $
JEFFERIES 6.2% 04/14/2034 3180000 0.109 % 3.285 M $
SVENSKA H VRN 05/23/28 3235000 0.108 % 3.251 M $
DOW CHEMI 5.65% 03/15/36 3274000 0.108 % 3.268 M $
AMERICOLD 5.409% 09/12/34 3358000 0.108 % 3.268 M $
MASTERCAR 4.35% 01/15/32 3284000 0.107 % 3.223 M $
AGENCE FR 3.375% 05/25/33 2800000 0.107 % 3.219 M $
ALLY FINA 8.% 11/01/31 2882000 0.106 % 3.187 M $
ADVANCE A 3.9% 04/15/30 3375000 0.105 % 3.165 M $
LVMH MOET 3.5% 09/07/33 2700000 0.105 % 3.156 M $
PLAINS AL 6.65% 01/15/37 2951000 0.105 % 3.177 M $
SYNCHRONY 2.875% 10/28/31 3622000 0.105 % 3.176 M $
NORDEA KI 1.375% 02/28/33 3045000 0.105 % 3.167 M $
AVNET INC 5.5% 06/01/32 3131000 0.105 % 3.159 M $
COOPERATI VRN 10/17/29 3145000 0.105 % 3.177 M $
EUROPEAN .01% 11/15/35 3600000 0.104 % 3.123 M $
HASBRO IN 6.35% 03/15/40 2989000 0.104 % 3.126 M $
UNICREDIT 4.00% 03/05/34 2600000 0.102 % 3.083 M $
ALTRIA GR 4.25% 08/09/42 3740000 0.102 % 3.080 M $
AMERICAN 3.375% 02/01/31 3343000 0.101 % 3.036 M $
MOLINA HE 3.875% 11/15/30 3261000 0.101 % 3.033 M $
SHELL FIN VRN 11/06/30 3000000 0.101 % 3.036 M $
AMERICAN 3.65% 04/23/31 2601000 0.1 % 3.026 M $
FMC CORP 5.65% 05/18/33 3373000 0.1 % 3.032 M $
NOVO NORD 3.375% 02/20/35 2626000 0.099 % 3.002 M $
BHP BILLI 3.643% 09/04/35 2600000 0.099 % 2.983 M $
LVMH MOET 3.125% 11/07/32 2600000 0.099 % 2.978 M $
QUEENSLAN 2.% 08/22/33 5200000 0.099 % 2.997 M $
GLENCORE 4.154% 04/29/31 2500000 0.099 % 2.976 M $
BAYER US 4.625% 06/25/38 3269000 0.098 % 2.944 M $
SHELL INT .5% 11/08/31 2929000 0.098 % 2.947 M $
PROVINCE 4.65% 03/05/40 4000000 0.098 % 2.959 M $
GENERAL M 6.6% 04/01/36 2765000 0.098 % 2.954 M $
NATIONAL VRN 03/22/29 4100000 0.097 % 2.923 M $
KRAFT HEI 4.625% 10/01/39 3300000 0.097 % 2.922 M $
VIATRIS I 3.85% 06/22/40 3749000 0.097 % 2.930 M $
ORACLE CO 3.65% 03/25/41 4055000 0.097 % 2.913 M $
IMPERIAL 3.875% 02/12/34 2546000 0.096 % 2.902 M $
LYB INTER 6.15% 05/15/35 2810000 0.096 % 2.891 M $
AGENCE FR 3.5% 02/25/33 2500000 0.096 % 2.901 M $
TELEFONIC 7.045% 06/20/36 2636000 0.096 % 2.904 M $
BPIFRANCE 3.375% 11/25/32 2500000 0.096 % 2.900 M $
CITIGROUP 8.125% 07/15/39 2305000 0.095 % 2.873 M $
PIEDMONT 2.75% 04/01/32 3383000 0.095 % 2.866 M $
LAS VEGAS 6.2% 08/15/34 2781000 0.095 % 2.863 M $
BAT CAPIT 7.079% 08/02/43 2572000 0.095 % 2.864 M $
LLOYDS BA 6.5% 09/17/40 2000000 0.094 % 2.846 M $
MACQUARIE 6.5% 03/26/31 2721000 0.094 % 2.839 M $
EQUINOR A 5.1% 08/17/40 2892000 0.093 % 2.811 M $
CITY OF M 3.9% 09/01/35 3900000 0.092 % 2.766 M $
HA SUSTAI 6.375% 07/01/34 2702000 0.091 % 2.741 M $
NORDSTROM 4.375% 04/01/30 2845000 0.091 % 2.731 M $
ARCELORMI 6.8% 11/29/32 2507000 0.091 % 2.742 M $
SSE PLC 6.25% 08/27/38 2000000 0.091 % 2.759 M $
EUROPEAN 1.25% 05/24/33 2630000 0.09 % 2.711 M $
EUROPEAN VRN 01/18/27 2000000 0.089 % 2.692 M $
STELLAN 3.75% 03/19/2036 2500000 0.088 % 2.643 M $
DEVON ENE 4.75% 05/15/42 2964000 0.088 % 2.651 M $
APA CO WI 6.% 01/15/37 2569000 0.087 % 2.615 M $
YUM! BRAN 6.875% 11/15/37 2425000 0.087 % 2.635 M $
LINCOLN N 5.852% 03/15/34 2556000 0.086 % 2.608 M $
OCEANEERI 6.% 02/01/28 2583000 0.086 % 2.607 M $
FMG RESOU 6.125% 04/15/32 2474000 0.085 % 2.550 M $
NATIONAL 4.668% 09/12/33 2100000 0.085 % 2.574 M $
STELLANTI 2.691% 09/15/31 3000000 0.085 % 2.558 M $
AMERICAN 4.1% 05/16/34 2150000 0.084 % 2.542 M $
NEW SOUTH 4.25% 02/20/36 3920000 0.084 % 2.544 M $
WELLS FAR 4.625% 11/02/35 2000000 0.084 % 2.533 M $
LYB INTER 5.875% 01/15/36 2517000 0.084 % 2.537 M $
ENGIE SA 4.25% 09/06/34 2100000 0.084 % 2.522 M $
WELLTOWER 4.5% 12/01/34 2000000 0.083 % 2.519 M $
NATWEST M VRN 11/06/28 2500000 0.083 % 2.502 M $
COMMONWEA VRN 03/14/30 2480000 0.083 % 2.502 M $
ANTHEM IN 6.375% 06/15/37 2286000 0.082 % 2.463 M $
GE CAPITA 5.875% 01/18/33 1760000 0.082 % 2.460 M $
GENERAL M 5.15% 04/01/38 2608000 0.082 % 2.474 M $
WPP FI 4% 09/12/33 2164000 0.082 % 2.474 M $
CVS HEALT 4.78% 03/25/38 2664000 0.082 % 2.477 M $
SEAGAT 5.75% 12/01/34 2385000 0.081 % 2.430 M $
TORONTO-D 3.563% 04/16/31 2100000 0.081 % 2.449 M $
REGION OF 3.65% 05/25/35 2100000 0.081 % 2.444 M $
WILLIAMS 6.3% 04/15/40 2326000 0.081 % 2.454 M $
SOCIETE G 6.25% 06/22/33 1700000 0.08 % 2.427 M $
REGION 3.625% 05/25/36 2100000 0.08 % 2.417 M $
COLGATE-P 1.375% 03/06/34 2425000 0.08 % 2.425 M $
BERKSHIRE 1.5% 03/18/30 2174000 0.079 % 2.395 M $
HOWMET AE 5.95% 02/01/37 2240000 0.079 % 2.369 M $
SKANDINAV VRN 05/03/27 2050000 0.079 % 2.378 M $
PROCTER & 2.9% 11/03/33 2093000 0.078 % 2.366 M $
TORONTO-D VRN 07/23/29 3300000 0.078 % 2.352 M $
AMAZON.CO 3.35% 03/16/32 2025000 0.078 % 2.348 M $
WELLS FAR VRN 12/11/26 2338000 0.078 % 2.346 M $
US T-NOTE VRN 7/31/27 2340000 0.078 % 2.342 M $
SNCF RESE 1.875% 03/30/34 2300000 0.078 % 2.357 M $
NORDSTROM 4.25% 08/01/31 2464000 0.077 % 2.309 M $
SOFTBANK 7.% 07/08/31 2311000 0.077 % 2.309 M $
SENSATA T 4.375% 02/15/30 2370000 0.076 % 2.308 M $
PROVINCE 4.95% 06/18/40 3000000 0.076 % 2.291 M $
NOVO NORD 3.625% 02/20/38 2000000 0.076 % 2.281 M $
AUSTRALIA VRN 06/18/28 2300000 0.076 % 2.308 M $
ENTERPRIS 6.45% 09/01/40 2100000 0.076 % 2.282 M $
HASBRO IN 6.05% 05/14/34 2174000 0.075 % 2.260 M $
AMAZON.CO 3.875% 08/22/37 2554000 0.075 % 2.278 M $
CPPIB CAP 4.3% 06/02/34 3050000 0.075 % 2.272 M $
NTT FINAN 3.678% 07/16/33 1948000 0.075 % 2.260 M $
CBRE SERV 5.95% 08/15/34 2175000 0.075 % 2.258 M $
UNITED OV VRN 04/02/28 2250000 0.075 % 2.257 M $
ROYALTY P 3.3% 09/02/40 2893000 0.074 % 2.226 M $
BAT CAPIT 4.39% 08/15/37 2441000 0.074 % 2.220 M $
DUKE ENER 3.85% 06/15/34 1910000 0.073 % 2.212 M $
BLOCK INC 3.5% 06/01/31 2400000 0.073 % 2.201 M $
KYNDRYL H 3.15% 10/15/31 2619000 0.073 % 2.194 M $
COOPERATI 5.25% 05/24/41 2250000 0.073 % 2.212 M $
GOLDMAN S 6.25% 02/01/41 2050000 0.072 % 2.172 M $
CREDIT MU 3.635% 07/17/35 1900000 0.072 % 2.185 M $
L'OREAL S 3.375% 01/19/36 1900000 0.072 % 2.177 M $
GLOBAL PA 5.4% 03/15/33 2200000 0.071 % 2.146 M $
PPG IN 3.25% 03/04/32 1867000 0.071 % 2.129 M $
FRESENIUS 2.375% 02/16/31 2375000 0.07 % 2.098 M $
PROVINCE 5.7% 03/05/37 2600000 0.07 % 2.124 M $
ASHTEAD C 5.8% 04/15/34 2058000 0.07 % 2.101 M $
KINDER MO 6.375% 03/01/41 2010000 0.07 % 2.112 M $
ACCENT 4.50% 10/04/2034 2168000 0.069 % 2.083 M $
BMW INTL 3.50% 01/22/33 1815000 0.069 % 2.088 M $
DCP MIDST 6.75% 09/15/37 1910000 0.069 % 2.078 M $
NESTLE FI 3.25% 01/23/37 1825000 0.068 % 2.047 M $
EL PUERTO 6.658% 01/22/37 2000000 0.068 % 2.065 M $
ORACLE CO 6.125% 07/08/39 2102000 0.067 % 2.024 M $
JAB HOLDI 4.375% 04/25/34 1700000 0.067 % 2.026 M $
ADVANCE A 1.75% 10/01/27 2113000 0.067 % 2.025 M $
NATIONAL VRN 06/13/28 2000000 0.067 % 2.009 M $
VISA INC 2.7% 04/15/40 2680000 0.067 % 2.023 M $
WESTPAC B VRN 07/01/30 2000000 0.067 % 2.018 M $
COLGATE-P 3.25% 11/10/35 1750000 0.066 % 1.979 M $
COMMONWEA VRN 01/13/28 2800000 0.066 % 2.000 M $
MERCK & C 4.9% 05/17/44 2150000 0.066 % 1.989 M $
JANUS 5.45% 09/10/34 1961000 0.066 % 1.977 M $
WESTPAC B VRN 05/14/29 2800000 0.066 % 1.997 M $
INTESA SA 6.625% 06/20/33 1853000 0.066 % 2.004 M $
METHANEX 5.25% 12/15/29 1972000 0.065 % 1.966 M $
CITIBANK 5.57% 04/30/34 1900000 0.065 % 1.965 M $
BRUNSWICK 4.4% 09/15/32 2093000 0.065 % 1.975 M $
BPIFRANCE 3.375% 05/25/34 1700000 0.065 % 1.948 M $
PROVINCE 3.% 01/24/33 1700000 0.065 % 1.951 M $
BANQUE FE 4.375% 05/02/30 1600000 0.064 % 1.918 M $
CVS HEALT 6.% 06/01/44 1920000 0.064 % 1.931 M $
EASTERN P 5.375% 10/02/39 1500000 0.063 % 1.911 M $
BOSTON PR 6.5% 01/15/34 1813000 0.063 % 1.912 M $
MEXICO GO 1.45% 10/25/33 2000000 0.063 % 1.891 M $
TAPESTRY 3.05% 03/15/32 2124000 0.063 % 1.914 M $
SUNCOR EN 6.8% 05/15/38 1741000 0.063 % 1.907 M $
DEUTSCHE 3.5% 09/20/27 1625000 0.063 % 1.900 M $
DSV FINAN 3.375% 11/06/32 1650000 0.063 % 1.899 M $
BAXTER IN 2.539% 02/01/32 2200000 0.062 % 1.877 M $
PROVIN 3.35% 02/04/36 1625000 0.062 % 1.870 M $
WESTERN U 6.2% 11/17/36 1799000 0.062 % 1.859 M $
APA CORP 6.1% 02/15/35 1800000 0.062 % 1.857 M $
INTESA SA 7.2% 11/28/33 1655000 0.062 % 1.857 M $
GENERAL M 6.25% 10/02/43 1847000 0.062 % 1.857 M $
NOVARTIS 4.6% 03/18/33 1867000 0.061 % 1.842 M $
T-MOBI 6.70% 12/15/33 1695000 0.061 % 1.851 M $
GLP CAPIT 6.75% 12/01/33 1753000 0.061 % 1.853 M $
CITIGROUP 6.8% 06/25/38 1250000 0.061 % 1.840 M $
DISCOV 5.05% 03/15/42 2483000 0.061 % 1.844 M $
ALTRIA GR 3.4% 02/04/41 2426000 0.061 % 1.838 M $
VIATRIS I 2.7% 06/22/30 2000000 0.061 % 1.827 M $
LIBERTY M 3.875% 09/26/35 1600000 0.061 % 1.830 M $
SELP FINA 3.75% 01/16/32 1573000 0.06 % 1.822 M $
RCI BANQU 3.625% 11/03/32 1600000 0.06 % 1.814 M $
FRESENIUS 3.% 12/01/31 2035000 0.06 % 1.818 M $
TELECOM I 6.375% 11/15/33 1720000 0.06 % 1.800 M $
ICADE 4.375% 05/22/35 1600000 0.06 % 1.823 M $
PIEDMONT 3.15% 08/15/30 1965000 0.059 % 1.794 M $
CHEVRO 4.500000% 10/15/32 1800000 0.059 % 1.785 M $
BOEING CO 5.875% 02/15/40 1724000 0.059 % 1.769 M $
GENERAL M 6.1% 01/07/34 1712000 0.059 % 1.784 M $
AUSTRALIA VRN 06/18/29 2500000 0.059 % 1.781 M $
ZF NORTH 7.125% 04/14/30 1755000 0.059 % 1.766 M $
BARCLAYS 3.25% 01/17/33 1500000 0.059 % 1.766 M $
ROCKIES E 7.5% 07/15/38 1639000 0.058 % 1.739 M $
DBS GROUP VRN 03/21/30 1750000 0.058 % 1.762 M $
NOVARTIS 4.3% 11/05/32 1800000 0.058 % 1.752 M $
KYNDRYL H 4.1% 10/15/41 2404000 0.058 % 1.752 M $
APA CORP 5.1% 09/01/40 1920000 0.058 % 1.764 M $
ENI SPA 3.875% 01/15/34 1500000 0.058 % 1.759 M $
DIGITAL D 3.875% 07/15/34 1540000 0.058 % 1.751 M $
LPL HOLDI 5.65% 03/15/35 1755000 0.058 % 1.743 M $
BRANDYWIN 6.125% 01/15/31 1800000 0.057 % 1.712 M $
JAPAN GOV .1% 06/20/31 299000000 0.057 % 1.706 M $
NVIDIA CO 3.5% 04/01/40 2060000 0.057 % 1.707 M $
BNG BANK .125% 04/19/33 1800000 0.057 % 1.714 M $
CDP FINAN 3.65% 06/02/34 2425000 0.057 % 1.723 M $
CAPGEMINI 3.5% 09/25/34 1500000 0.056 % 1.680 M $
MINISTERI 3.675% 06/22/40 1500000 0.056 % 1.681 M $
KINDER MO 6.95% 01/15/38 1504000 0.056 % 1.675 M $
NATIONAL 4.951% 01/10/34 1693000 0.056 % 1.699 M $
SHELL FIN 5.5% 03/25/40 1677000 0.056 % 1.682 M $
VALERO EN 6.625% 06/15/37 1525000 0.055 % 1.671 M $
SLM CORP 6.5% 01/31/30 1650000 0.055 % 1.669 M $
RCI BANQU 3.5% 01/17/28 1425000 0.055 % 1.657 M $
ORSTED AS 3.75% 03/01/30 1425000 0.055 % 1.668 M $
AMERICAN VRN 03/03/28 1644000 0.055 % 1.645 M $
VIACOMCBS 7.875% 07/30/30 1550000 0.054 % 1.620 M $
WESTPAC B VRN 01/15/29 2300000 0.054 % 1.644 M $
TREASURY 5.25% 09/15/38 2370000 0.054 % 1.618 M $
NATIONAL VRN 05/12/28 2300000 0.054 % 1.641 M $
SVENSKA H 3.75% 11/01/27 1400000 0.054 % 1.642 M $
AUSTRALIA VRN 12/16/29 1600000 0.054 % 1.617 M $
VERIZON C 3.375% 10/27/36 1500000 0.054 % 1.640 M $
SWEDBANK 4.125% 11/13/28 1367000 0.054 % 1.627 M $
HNI CO 5.125% 01/18/29 1675000 0.054 % 1.640 M $
QUEENSLAN 1.75% 07/20/34 3000000 0.054 % 1.640 M $
SIEMENS F 3.625% 05/27/36 1400000 0.054 % 1.630 M $
NOVO NORD 3.% 02/20/32 1425000 0.054 % 1.629 M $
PIEDMONT 6.875% 07/15/29 1539000 0.053 % 1.602 M $
BUCKEYE P 5.85% 11/15/43 1770000 0.053 % 1.606 M $
INTER-AME VRN 02/15/29 1600000 0.053 % 1.602 M $
OP CORPOR .1% 11/16/27 1425000 0.053 % 1.589 M $
CI FINANC 3.2% 12/17/30 1766000 0.053 % 1.593 M $
MERCK & C 4.95% 09/15/35 1582000 0.052 % 1.571 M $
MOTABILIT 3.625% 03/10/36 1375000 0.052 % 1.560 M $
INTESA SA 2.625% 03/11/36 1500000 0.052 % 1.566 M $
NOV INC 3.95% 12/01/42 1983000 0.052 % 1.583 M $
SOUTH AUS 2.% 05/23/36 3000000 0.052 % 1.571 M $
NEXTERA E 7.25% 01/15/29 1501000 0.052 % 1.556 M $
ENERGY TR 6.5% 02/01/42 1497000 0.052 % 1.579 M $
SANOFI 1.5% 04/01/30 1400000 0.051 % 1.539 M $
SHELL 4.55% 08/12/43 1730000 0.051 % 1.527 M $
ASHLAND I 3.375% 09/01/31 1665000 0.051 % 1.534 M $
BOSTON PR 2.55% 04/01/32 1794000 0.051 % 1.552 M $
HYDRO 6.50% 02/15/35 1800000 0.051 % 1.537 M $
AUSTRALIA VRN 12/08/30 1500000 0.05 % 1.508 M $
COOPERATI VRN 01/14/31 1500000 0.05 % 1.503 M $
ITALY BUO 4.35% 11/01/33 1219000 0.05 % 1.504 M $
DCP MIDST 6.45% 11/03/36 1425000 0.05 % 1.508 M $
NATIONAL VRN 01/13/31 1500000 0.05 % 1.505 M $
ABN AM 2.75% 06/04/29 1300000 0.05 % 1.496 M $
AUSTRALIA VRN 11/04/27 2100000 0.05 % 1.500 M $
CHEVRON C 2.978% 05/11/40 1960000 0.05 % 1.498 M $
TELEFONIC 4.055% 01/24/36 1300000 0.05 % 1.495 M $
NISSAN MO 8.125% 07/17/35 1400000 0.049 % 1.484 M $
SABRA HEA 3.2% 12/01/31 1650000 0.049 % 1.488 M $
NEW SOUTH 3.5% 11/20/37 2500000 0.049 % 1.466 M $
CANADIAN 6.5% 02/15/37 1374000 0.049 % 1.477 M $
APA INFRA 1.25% 03/15/33 1500000 0.049 % 1.484 M $
JEFFERIES 6.25% 01/15/36 1441000 0.049 % 1.480 M $
EUROPEAN VRN 02/20/28 1478000 0.049 % 1.479 M $
COVIVIO S 4.625% 06/05/32 1200000 0.048 % 1.453 M $
CREDIT AG 4.375% 11/27/33 1200000 0.048 % 1.453 M $
TRANSCANA 6.2% 10/15/37 1366000 0.048 % 1.446 M $
GLAXOSMIT 5.25% 12/19/33 1060000 0.048 % 1.459 M $
PROVINCE 3.65% 06/02/33 2000000 0.048 % 1.439 M $
EXXON MOB 4.227% 03/19/40 1625000 0.048 % 1.457 M $
INTESA SA 6.625% 05/31/33 975000 0.047 % 1.409 M $
JPMORGAN 5.6% 07/15/41 1408000 0.047 % 1.424 M $
COMMONWEA VRN 08/17/28 2000000 0.047 % 1.427 M $
PHILIP MO 4.125% 03/04/43 1682000 0.047 % 1.412 M $
AXA SA 3.375% 05/31/34 1225000 0.047 % 1.416 M $
OVINTIV I 6.625% 08/15/37 1324000 0.047 % 1.411 M $
ARROW ELE 5.875% 04/10/34 1340000 0.046 % 1.378 M $
NOVARTIS 4.9% 03/18/36 1395000 0.046 % 1.382 M $
EUROPEAN VRN 02/16/29 1400000 0.046 % 1.399 M $
AEROPORTS 3.5% 03/20/33 1200000 0.046 % 1.382 M $
MASTERCAR 4.875% 05/09/34 1400000 0.046 % 1.400 M $
ALPHABET 4.8% 02/15/36 1408000 0.046 % 1.383 M $
BERKSHIRE 1.625% 03/16/35 1396000 0.046 % 1.386 M $
HALEON UK 4.625% 09/18/33 1060000 0.046 % 1.388 M $
PROVINCE 3.3% 05/08/34 1200000 0.046 % 1.395 M $
BUCKEYE P 5.6% 10/15/44 1554000 0.045 % 1.365 M $
REYNOLDS 7.25% 06/15/37 1202000 0.045 % 1.362 M $
EQUINI 3.65% 09/03/33 1186000 0.045 % 1.360 M $
LINCOLN N 7.% 06/15/40 1206000 0.044 % 1.318 M $
EUROPEAN 3.25% 07/04/34 1140000 0.044 % 1.333 M $
EDISON IN 5.25% 03/15/32 1340000 0.044 % 1.318 M $
SEAGAT 4.125% 01/15/31 1382000 0.044 % 1.318 M $
PLAINS AL 5.15% 06/01/42 1435000 0.044 % 1.320 M $
TRANSCANA 6.1% 06/01/40 1270000 0.044 % 1.316 M $
HOST HOTE 5.5% 04/15/35 1326000 0.044 % 1.323 M $
CVS HEALT 5.3% 12/05/43 1415000 0.044 % 1.320 M $
MASTERCAR 4.85% 03/09/33 1304000 0.044 % 1.314 M $
SOFTBANK 5.75% 07/08/32 1155000 0.044 % 1.337 M $
ENEXIS HO .625% 06/17/32 1360000 0.044 % 1.343 M $
VISA INC 2.% 06/15/29 1150000 0.043 % 1.300 M $
FREEPORT- 5.45% 03/15/43 1330000 0.043 % 1.289 M $
SUN COMMU 4.2% 04/15/32 1355000 0.043 % 1.291 M $
BLUE OWL 4.375% 02/15/32 1420000 0.043 % 1.301 M $
HARLEY-DA 4.% 03/12/30 1125000 0.043 % 1.310 M $
ROCHE HOL 7.% 03/01/39 1080000 0.042 % 1.254 M $
CF INDUST 4.95% 06/01/43 1392000 0.042 % 1.252 M $
DIGITAL D 3.875% 03/15/35 1115000 0.042 % 1.261 M $
KEMPER CO 3.8% 02/23/32 1393000 0.042 % 1.253 M $
SUMITOMO VRN 07/09/29 1258000 0.042 % 1.270 M $
FRENCH RE 2.5% 05/25/30 1098000 0.042 % 1.255 M $
DEUTSCHE 3.5% 03/25/36 1108000 0.042 % 1.270 M $
BNG BANK .01% 10/05/32 1300000 0.041 % 1.250 M $
ILE-DE-FR 1.% 05/25/34 1300000 0.041 % 1.242 M $
HESS CORP 7.125% 03/15/33 1100000 0.041 % 1.238 M $
NTT FI 3.6780% 07/16/33 1054000 0.041 % 1.223 M $
VIRGINIA 8.875% 11/15/38 948000 0.041 % 1.233 M $
NEW ZEALA 4.75% 05/15/34 2000000 0.04 % 1.193 M $
INTEL COR 4.6% 03/25/40 1345000 0.04 % 1.206 M $
CORPORATE 2.75% 04/15/31 1354000 0.04 % 1.221 M $
DOW CHEMI 1.125% 03/15/32 1200000 0.04 % 1.201 M $
VF CORP 6.% 10/15/33 1218000 0.04 % 1.207 M $
JACKSON F 5.67% 06/08/32 1203000 0.04 % 1.211 M $
STORE CAP 2.7% 12/01/31 1372000 0.04 % 1.200 M $
EXXON MOB 2.995% 08/16/39 1499000 0.039 % 1.185 M $
PHILLIPS 5.875% 05/01/42 1150000 0.039 % 1.162 M $
COOPERATI 3.822% 07/26/34 1000000 0.039 % 1.180 M $
FORD MOTO 7.122% 11/07/33 1108000 0.039 % 1.178 M $
UNIBAIL-R 4.125% 12/11/30 1000000 0.039 % 1.190 M $
INTEL COR 4.25% 12/15/42 1426000 0.039 % 1.180 M $
AUTONATIO 5.89% 03/15/35 1150000 0.039 % 1.169 M $
AUSTRALIA VRN 12/16/29 1172000 0.039 % 1.184 M $
WERFEN SA 4.25% 05/03/30 1000000 0.039 % 1.186 M $
NEXTERA E 4.5% 09/15/27 1186000 0.039 % 1.177 M $
MACQUARIE 4.747% 01/23/30 972000 0.039 % 1.180 M $
AERCAP IR 3.85% 10/29/41 1450000 0.039 % 1.162 M $
WEA FINAN 3.5% 06/15/29 1209000 0.038 % 1.158 M $
INTERNATI VRN 05/15/28 1150000 0.038 % 1.152 M $
EASTERN P 2.125% 11/25/33 1060000 0.038 % 1.148 M $
SOUTH AUS 4.75% 05/24/38 1730000 0.038 % 1.139 M $
LYB INTER 3.375% 10/01/40 1545000 0.038 % 1.137 M $
PSP CAPIT 3.25% 07/02/34 1000000 0.038 % 1.156 M $
MERCK & C 2.35% 06/24/40 1591000 0.037 % 1.125 M $
VAR ENERG 3.875% 03/12/31 950000 0.037 % 1.108 M $
BRIXMOR O 5.5% 02/15/34 1100000 0.037 % 1.118 M $
PHILLIPS 4.95% 03/15/35 1121000 0.037 % 1.105 M $
JOHN DEER VRN 07/15/27 1100000 0.037 % 1.104 M $
TREASURY 2.% 09/17/35 2100000 0.037 % 1.120 M $
ENERGY TR 6.05% 06/01/41 1095000 0.037 % 1.108 M $
ENEXIS 3.25% 04/09/33 968000 0.037 % 1.111 M $
ASTRAZENE 4.9% 02/26/31 1100000 0.037 % 1.111 M $
INTERNATI VRN 11/22/28 1100000 0.037 % 1.102 M $
INTER-AME VRN 10/04/27 1120000 0.037 % 1.122 M $
EURO 949599.63 0.036 % 1.101 M $
MPLX LP 4.5% 04/15/38 1208000 0.036 % 1.085 M $
FORD MOTO 6.125% 03/08/34 1083000 0.036 % 1.089 M $
STELLANTI 6.375% 09/12/32 1067000 0.036 % 1.077 M $
BP CAPITA 4.323% 05/12/35 900000 0.036 % 1.087 M $
PROVIN 3.125% 03/05/36 964000 0.036 % 1.094 M $
CANADA HO VRN 03/15/30 1500000 0.036 % 1.075 M $
HOST HOTE 5.7% 07/01/34 1060000 0.036 % 1.079 M $
PLAINS AL 6.7% 05/15/36 1002000 0.036 % 1.077 M $
KRAFT HEI 5.% 06/04/42 1200000 0.036 % 1.075 M $
PLAINS AL 4.3% 01/31/43 1317000 0.036 % 1.089 M $
BOEING CO 6.875% 03/15/39 958000 0.035 % 1.071 M $
WESTPAC B VRN 04/16/29 1035000 0.035 % 1.043 M $
CURRENCY CONTRACT-253652168 BUYUSD SELLCAD 32865574.39 0.035 % 1.042 M $
BRUNSWICK 2.4% 08/18/31 1222000 0.035 % 1.062 M $
NTT FI 3.6190% 03/04/35 920000 0.035 % 1.054 M $
INTERNATI VRN 08/19/27 1050000 0.035 % 1.054 M $
ENERGY TR 7.5% 07/01/38 920000 0.035 % 1.057 M $
CISCO 4.950000% 02/24/32 1053000 0.035 % 1.063 M $
INTEL COR 4.8% 10/01/41 1190000 0.035 % 1.061 M $
JPMORGAN 6.4% 05/15/38 966000 0.035 % 1.060 M $
TEXAS 5.1% 05/23/35 1051000 0.035 % 1.058 M $
EPR PROPE 3.75% 08/15/29 1076000 0.034 % 1.031 M $
BERKSHIRE 5.75% 01/15/40 968000 0.034 % 1.032 M $
ROCKIES E 4.95% 07/15/29 1033000 0.034 % 1.022 M $
MYLAN INC 5.4% 11/29/43 1175000 0.034 % 1.038 M $
NORTHERN 5.25% 05/21/38 1500000 0.034 % 1.016 M $
TELECOM I 6.% 09/30/34 1005000 0.034 % 1.027 M $
COX COMMU 8.375% 03/01/39 911000 0.034 % 1.016 M $
NISSAN MO 7.05% 09/15/28 986000 0.034 % 1.012 M $
UNITED 6.625% 01/29/38 1000000 0.034 % 1.028 M $
AKER BP A 6.% 06/13/33 1000000 0.034 % 1.039 M $
NATWEST M 3.125% 01/10/30 889000 0.034 % 1.027 M $
INTERNATI VRN 06/15/27 1021000 0.034 % 1.022 M $
PROVINCE .5% 01/25/32 1000000 0.033 % 1.007 M $
KEMPER CO 2.4% 09/30/30 1146000 0.033 % 998.973 K $
COMMONWEA VRN 11/27/26 1000000 0.033 % 1.001 M $
FORD MOTO 6.5% 02/07/35 985000 0.033 % 1.007 M $
COX COMMU 5.45% 09/01/34 1035000 0.033 % 985.120 K $
GENERAL M 5.45% 09/06/34 1000000 0.033 % 998.615 K $
CONAGR 5.750000% 08/01/35 1000000 0.033 % 1.005 M $
SANOFI SA VRN 11/03/28 1000000 0.033 % 1.002 M $
SALESFORC 5.2% 03/15/33 1000000 0.033 % 998.912 K $
MACQUARIE VRN 07/02/27 1005000 0.033 % 1.010 M $
CONAGRA B 5.3% 11/01/38 1044000 0.033 % 982.328 K $
BANQUE FE .75% 01/17/30 900000 0.032 % 954.029 K $
REALTY IN 3.375% 06/20/31 843000 0.032 % 967.695 K $
PROVINCE 5.75% 12/01/36 1175000 0.032 % 962.333 K $
COX COMMU 4.8% 02/01/35 1090000 0.032 % 977.557 K $
BOEING CO 3.55% 03/01/38 1140000 0.032 % 951.610 K $
ROGERS CO 7.5% 08/15/38 855000 0.032 % 965.147 K $
BNG BANK 2.45% 07/21/32 1600000 0.032 % 973.514 K $
FLEX LTD 5.25% 01/15/32 972000 0.032 % 970.018 K $
BAYER US 6.5% 11/21/33 920000 0.032 % 977.818 K $
MIZUHO FI 3.98% 05/21/34 800000 0.031 % 943.757 K $
NORDSTROM 5.% 01/15/44 1323000 0.031 % 942.237 K $
BANK OF N VRN 08/01/29 920000 0.031 % 929.871 K $
MASTERCAR 4.55% 01/15/35 965000 0.031 % 937.966 K $
DEVON ENE 5.2% 09/15/34 940000 0.031 % 940.135 K $
BP CAPITA 1.104% 11/15/34 1000000 0.031 % 947.588 K $
TOTALENER 2.986% 06/29/41 1253000 0.031 % 930.524 K $
P3 GROUP 3.375% 03/22/31 827000 0.031 % 942.877 K $
ILE-DE-FR .675% 11/24/36 1100000 0.031 % 936.197 K $
BLACK HIL 6.15% 05/15/34 893000 0.031 % 935.172 K $
TIMKEN CO 4.125% 04/01/32 1000000 0.031 % 942.292 K $
WESTERN U 6.2% 06/21/40 920000 0.03 % 913.899 K $
BLACKROCK 5.% 03/14/34 900000 0.03 % 906.448 K $
BLACKROCK 4.75% 05/25/33 913000 0.03 % 916.120 K $
VIACOMCBS 5.9% 10/15/40 1161000 0.03 % 896.333 K $
ENBRIDGE 5.5% 09/15/40 918500 0.03 % 897.646 K $
PRAEMIA H 3.875% 06/05/32 800000 0.03 % 914.252 K $
CPPIB CAP 1.25% 12/07/27 700000 0.03 % 897.249 K $
BANQUE FE VRN 01/22/30 886000 0.03 % 895.831 K $
HCA INC 4.375% 03/15/42 1028000 0.029 % 868.894 K $
AGCO CORP 5.8% 03/21/34 850000 0.029 % 866.903 K $
TAPESTRY 5.5% 03/11/35 865000 0.029 % 867.562 K $
ORACLE CO 3.6% 04/01/40 1200000 0.029 % 876.248 K $
ACCENT 4.250% 10/04/2031 907000 0.029 % 885.006 K $
CADENT 5.625% 01/11/36 669000 0.029 % 881.956 K $
LANSFORSA 3.25% 01/22/30 750000 0.029 % 870.339 K $
HCA INC 7.5% 11/06/33 771000 0.029 % 860.171 K $
FMG RESOU 4.375% 04/01/31 904000 0.029 % 864.080 K $
OP CORPOR 4.% 06/13/28 747000 0.029 % 881.781 K $
CITIZENS 3.25% 04/30/30 941000 0.029 % 887.934 K $
VIACOMCBS 6.875% 04/30/36 950000 0.029 % 885.630 K $
BLACKROCK 2.1% 02/25/32 1015000 0.029 % 884.132 K $
ASHTEAD C 5.5% 08/11/32 870000 0.029 % 886.588 K $
GLENCORE 6.5% 10/06/33 780000 0.028 % 840.466 K $
CVS HEALT 6.125% 09/15/39 805000 0.028 % 831.956 K $
KILROY RE 4.25% 08/15/29 871000 0.028 % 842.044 K $
HALLIBURT 4.75% 08/01/43 960000 0.028 % 845.150 K $
BOEING CO 6.625% 02/15/38 775000 0.028 % 844.623 K $
CURRENCY CONTRACT-253651456 BUYUSD SELLCAD 30943663.07 0.028 % 836.488 K $
ACTION LO 4.125% 10/03/38 700000 0.027 % 817.439 K $
OVINTIV I 6.25% 07/15/33 763000 0.027 % 802.012 K $
KUNTARAHO 5.125% 7/22/27 600000 0.027 % 811.036 K $
INTER-AME VRN 08/01/29 800000 0.027 % 802.848 K $
EUROPEAN 2.625% 05/07/30 700000 0.027 % 805.547 K $
FMG RESOU 5.875% 04/15/30 801000 0.027 % 813.475 K $
ONEOK PAR 6.85% 10/15/37 750000 0.027 % 817.651 K $
ITALY BUO 3.6% 10/01/35 693000 0.027 % 805.241 K $
ELI LILLY VRN 10/15/28 800000 0.027 % 802.288 K $
EUROFINS 3.875% 02/05/33 712000 0.027 % 822.908 K $
KILROY RE 2.65% 11/15/33 1004000 0.027 % 808.751 K $
BROADSTON 2.6% 09/15/31 910000 0.027 % 800.277 K $
HSBC USA VRN 03/04/27 810000 0.027 % 813.345 K $
GENERAL M 5.95% 04/04/34 751000 0.026 % 774.592 K $
SUNCOR EN 6.85% 06/01/39 702000 0.026 % 773.247 K $
BAYER US 4.2% 07/15/34 855000 0.026 % 784.195 K $
AMERICOLD 5.6% 05/15/32 785000 0.026 % 784.528 K $
LEGGETT & 4.4% 03/15/29 805000 0.026 % 782.836 K $
ALLIANZ F 1.5% 01/15/30 700000 0.026 % 773.245 K $
PLAINS AL 4.7% 06/15/44 905000 0.026 % 782.051 K $
JEFFERIES 2.75% 10/15/32 910000 0.026 % 778.055 K $
SIMON PRO 6.75% 02/01/40 708000 0.026 % 793.826 K $
FIRMENICH 1.75% 04/30/30 700000 0.025 % 767.995 K $
INTERNATI VRN 01/12/27 750000 0.025 % 750.734 K $
NEXTERA E 7.25% 01/15/29 740000 0.025 % 766.615 K $
SANTANDER 3.346% 03/25/30 650000 0.025 % 755.688 K $
INTERNATI VRN 01/24/29 750000 0.025 % 751.215 K $
INTERNATI 3.75% 02/06/35 650000 0.025 % 755.645 K $
INTER-AME VRN 03/20/28 755000 0.025 % 755.627 K $
LPL HOLDI 6.% 05/20/34 750000 0.025 % 765.197 K $
BLACKROCK 4.9% 01/08/35 755000 0.025 % 752.393 K $
EQUINOR A 3.625% 04/06/40 900000 0.025 % 750.627 K $
WESTPAC B VRN 10/20/26 745000 0.025 % 745.591 K $
EQUINOR A 1.625% 02/17/35 762000 0.025 % 761.124 K $
NESTE 3.875% 05/21/31 650000 0.025 % 768.958 K $
PSP CAPIT 4.15% 06/01/33 1000000 0.025 % 740.140 K $
EUROPEAN .45% 07/04/41 1000000 0.024 % 731.740 K $
RCI BA 3.375% 07/26/29 625000 0.024 % 723.692 K $
GLP CAPIT 3.25% 01/15/32 799000 0.024 % 712.611 K $
7-ELEVEN 2.5% 02/10/41 1075000 0.024 % 727.441 K $
TREASURY 4.75% 09/15/36 1100000 0.024 % 734.909 K $
LSEGA FIN 3.2% 04/06/41 975000 0.024 % 730.475 K $
BMW INTER 3.375% 08/27/34 650000 0.024 % 733.765 K $
NIKE INC 3.25% 03/27/40 920000 0.024 % 726.689 K $
COLUMBIA 5.681% 01/15/34 700000 0.024 % 713.099 K $
ONEOK PAR 6.65% 10/01/36 680000 0.024 % 734.434 K $
STANLEY B 3.% 05/15/32 815000 0.024 % 729.578 K $
SOFTBANK 5.25% 07/06/31 750000 0.024 % 712.697 K $
INTERNATI 3.15% 02/10/33 636000 0.024 % 718.781 K $
PROLOG 3.7% 10/07/34 620000 0.024 % 709.261 K $
AKER BP A 5.125% 10/01/34 735000 0.024 % 720.370 K $
HELMERICH 2.9% 09/29/31 803000 0.024 % 719.694 K $
REYNOLDS 7.% 08/04/41 648000 0.023 % 704.691 K $
VISA I 2.25% 05/15/28 599000 0.023 % 686.764 K $
AMERICAN 8.15% 03/19/38 550000 0.023 % 684.476 K $
COMMONWEALTH VRN 03/14/28 695000 0.023 % 697.721 K $
DCP MIDST 5.6% 04/01/44 732000 0.023 % 699.924 K $
ZF NORTH 6.875% 04/14/28 668000 0.023 % 683.063 K $
PARAMOUNT 5.85% 09/01/43 923000 0.023 % 687.874 K $
CVS HEALT 4.125% 04/01/40 833000 0.023 % 705.010 K $
PHILIP MO 4.375% 11/15/41 787000 0.023 % 684.495 K $
ASHTEAD C 5.55% 05/30/33 700000 0.023 % 707.857 K $
DISCOV 4.279% 03/15/32 769000 0.023 % 699.790 K $
VIACOMCBS 4.95% 01/15/31 755000 0.023 % 701.237 K $
RCI BANQU 3.75% 02/16/32 600000 0.023 % 689.097 K $
WALMART I 5.625% 03/27/34 490000 0.023 % 688.158 K $
ENERGY TR 6.85% 02/15/40 625000 0.022 % 666.771 K $
LIBERTY M 3.875% 09/26/35 578000 0.022 % 661.111 K $
REYNOLDS 6.15% 09/15/43 651000 0.022 % 659.647 K $
PROVINCE 5.% 12/01/38 850000 0.022 % 654.229 K $
RCI BANQU 4.125% 04/04/31 575000 0.022 % 678.458 K $
FORD MOTO 7.45% 07/16/31 605000 0.022 % 655.163 K $
NISSAN MO 2.75% 03/09/28 689000 0.022 % 655.048 K $
NATWEST M VRN 03/21/30 665000 0.022 % 671.211 K $
VERIZON C 4.75% 02/17/34 500000 0.021 % 643.861 K $
US T-NOTE VRN 01/31/27 638000 0.021 % 638.087 K $
PHILIP MO 6.375% 05/16/38 590000 0.021 % 642.595 K $
AMERICAN VRN 10/05/26 624000 0.021 % 624.588 K $
ENERGY TR 5.15% 02/01/43 718000 0.021 % 647.183 K $
MOLSON CO 5.% 05/01/42 700000 0.021 % 637.310 K $
ALTRIA GR 4.5% 05/02/43 771000 0.021 % 648.323 K $
BROADCOM 3.5% 02/15/41 800000 0.021 % 636.692 K $
ENTERPRIS 7.55% 04/15/38 525000 0.021 % 619.767 K $
HIGHWOODS 3.05% 02/15/30 677000 0.021 % 627.582 K $
VOLKSWAGE 3.875% 09/10/30 533000 0.021 % 626.217 K $
CIGNA COR 4.8% 08/15/38 683000 0.021 % 644.136 K $
HESS CORP 6.% 01/15/40 588000 0.02 % 618.075 K $
ROCKIES E 4.8% 05/15/30 605000 0.02 % 591.099 K $
EASTMAN C 4.8% 09/01/42 681000 0.02 % 605.206 K $
MASTERCAR 1.% 02/22/29 550000 0.02 % 605.235 K $
ENERGY TR 6.625% 10/15/36 568000 0.02 % 612.226 K $
EUROPEAN 4.% 04/15/30 500000 0.02 % 605.805 K $
ITALY BUO 4.% 04/30/35 500000 0.02 % 601.867 K $
AMERICAN VRN 07/09/27 610000 0.02 % 610.315 K $
EUROPEAN .% 07/04/35 700000 0.02 % 609.583 K $
AMERICAN 6.144% 06/13/32 585000 0.02 % 598.683 K $
WELLS FAR .625% 08/14/30 589000 0.02 % 613.024 K $
KILROY RE 5.875% 10/15/35 625000 0.02 % 612.162 K $
VONTIER C 2.95% 04/01/31 655000 0.02 % 592.246 K $
REGION OF 1.375% 06/20/33 600000 0.02 % 610.466 K $
JEFFERIES 6.5% 01/20/43 595000 0.02 % 605.812 K $
WESTERN M 6.15% 04/01/33 535000 0.019 % 559.263 K $
COVIVIO S 3.625% 06/17/34 500000 0.019 % 565.312 K $
MERCK & C 3.9% 03/07/39 643000 0.019 % 562.627 K $
NOVARTIS 4.2% 09/18/34 605000 0.019 % 580.421 K $
BANK OF N 2.5% 01/26/32 655000 0.019 % 585.271 K $
CITIGROUP 7.375% 09/01/39 375000 0.019 % 573.928 K $
SVENSKA H 2.625% 09/05/29 500000 0.019 % 572.676 K $
CREDIT AG 3.125% 02/26/32 500000 0.019 % 573.252 K $
KINDER MO 5.% 08/15/42 614000 0.019 % 560.134 K $
WP CAREY 3.7% 11/19/34 500000 0.019 % 563.737 K $
VOLKSWAGE 3.875% 11/19/31 500000 0.019 % 584.547 K $
AUSTRALIA VRN 09/30/27 560000 0.019 % 562.123 K $
UNIBAIL-R 3.5% 09/11/29 500000 0.019 % 582.731 K $
METLIFE I 5.875% 02/06/41 550000 0.019 % 567.640 K $
REYNOLDS 8.125% 05/01/40 494000 0.019 % 573.436 K $
SFIL SA 3.% 09/24/30 500000 0.019 % 576.839 K $
CURRENCY CONTRACT-253651651 BUYUSD SELLCAD 18167984.47 0.019 % 570.770 K $
COX COMMU 4.7% 12/15/42 700000 0.018 % 548.150 K $
FORD MOTO 9.625% 04/22/30 468000 0.018 % 531.042 K $
BOSTON PR 2.9% 03/15/30 578000 0.018 % 537.365 K $
CANADIAN 2.5% 12/01/32 793000 0.018 % 541.967 K $
SHELL INT 6.375% 12/15/38 500000 0.018 % 547.179 K $
AIRCASTLE 2.85% 01/26/28 550000 0.018 % 532.212 K $
STORA ENS 7.25% 04/15/36 495000 0.018 % 530.510 K $
PROVINCE VRN 02/21/30 750000 0.018 % 537.891 K $
PROLOGIS .25% 09/10/27 475000 0.018 % 532.432 K $
FORD MOTO 3.25% 02/12/32 614000 0.018 % 538.154 K $
PRAEMIA H .875% 11/04/29 500000 0.018 % 530.190 K $
E.ON INTE 6.65% 04/30/38 500000 0.018 % 549.477 K $
APA CORP 4.25% 01/15/30 550000 0.018 % 539.334 K $
INTERNATI VRN 02/23/27 550000 0.018 % 550.572 K $
VENTAS RE 5.7% 09/30/43 556000 0.018 % 553.317 K $
T-MOBILE 4.375% 04/15/40 625000 0.018 % 550.085 K $
AT&T INC 2.6% 05/19/38 540000 0.018 % 537.898 K $
PROVINCE VRN 01/13/31 750000 0.018 % 535.757 K $
NORDEA BA VRN 03/19/27 535000 0.018 % 536.739 K $
EQUINIX E 3.25% 05/19/29 475000 0.018 % 549.911 K $
DICK'S SP 3.15% 01/15/32 599000 0.018 % 543.426 K $
ORACLE CO 5.375% 07/15/40 600000 0.018 % 530.840 K $
LINCOLN N 6.3% 10/09/37 525000 0.018 % 552.122 K $
PROVINCE VRN 11/27/28 750000 0.018 % 536.929 K $
HUNTSMAN 4.5% 05/01/29 558000 0.018 % 547.779 K $
ELI LILLY 5.55% 03/15/37 525000 0.018 % 549.659 K $
SABRA HEA 3.9% 10/15/29 575000 0.018 % 553.393 K $
NISSAN MO 4.345% 09/17/27 550000 0.018 % 541.594 K $
TRANSALTA 6.5% 03/15/40 550000 0.018 % 539.473 K $
PROVINCE 5.6% 06/02/35 675000 0.018 % 549.547 K $
VOLKSWAGE 5.8% 03/27/35 550000 0.018 % 555.012 K $
SUMITOMO .632% 10/23/29 506000 0.018 % 538.814 K $
PROLOGIS 3.625% 03/07/30 475000 0.018 % 554.786 K $
TRANSCANA 7.625% 01/15/39 432000 0.017 % 506.058 K $
VIACOMCBS 4.2% 05/19/32 600000 0.017 % 519.148 K $
PRAEMIA H 1.375% 09/17/30 500000 0.017 % 525.356 K $
DIGITAL D 1.5% 03/15/30 475000 0.017 % 516.816 K $
JT INTERN 4.125% 06/17/35 431000 0.017 % 506.809 K $
INTEL COR 5.625% 02/10/43 535000 0.017 % 520.195 K $
SPAIN GOV .85% 07/30/37 574000 0.017 % 505.508 K $
NATIONWID 3.25% 01/20/28 394000 0.017 % 516.748 K $
INVESTOR .375% 10/29/35 600000 0.017 % 519.804 K $
TPG OPERA 5.875% 03/05/34 500000 0.017 % 508.769 K $
VERIZON C 4.812% 03/15/39 550000 0.017 % 511.107 K $
BERKSHIRE 6.125% 04/01/36 491000 0.017 % 521.954 K $
RWE FINAN 5.875% 04/16/34 500000 0.017 % 514.917 K $
INTERNATI VRN 09/23/26 510000 0.017 % 510.233 K $
CIGNA COR 3.2% 03/15/40 650000 0.017 % 504.009 K $
KRAFT HEI 7.125% 08/01/39 475000 0.017 % 522.959 K $
PROCTER & 3.2% 04/29/34 425000 0.016 % 488.936 K $
PROVINCE 3.65% 02/03/34 675000 0.016 % 483.438 K $
VOLKSWAGE 4.75% 09/25/31 385000 0.016 % 469.173 K $
AT&T INC 4.5% 05/15/35 519000 0.016 % 488.747 K $
ESB FINAN 4.25% 03/03/36 400000 0.016 % 482.829 K $
NATIONAL 4.7% 05/20/30 479000 0.016 % 479.800 K $
SVENSKA H .05% 09/06/28 435000 0.016 % 473.982 K $
EXPERIAN 3.51% 12/15/33 434000 0.016 % 497.609 K $
ONEOK INC 6.% 06/15/35 472000 0.016 % 487.506 K $
NEWELL BR 6.625% 09/15/29 490000 0.016 % 495.071 K $
BAYER US 4.4% 07/15/44 602000 0.016 % 483.313 K $
EQUINOR A 4.75% 11/14/35 500000 0.016 % 487.386 K $
LYB INTER 5.5% 03/01/34 475000 0.016 % 472.920 K $
BOSTON PR 3.25% 01/30/31 528000 0.016 % 487.768 K $
BRITISH 4% 06/02/2035 650000 0.016 % 469.960 K $
ENERGY TR 6.55% 12/01/33 456000 0.016 % 491.956 K $
BRANDY 8.8750% 04/12/2029 450000 0.016 % 473.931 K $
NEXTERA E 5.25% 03/15/34 464000 0.016 % 468.166 K $
HYATT HOT 5.375% 12/15/31 450000 0.015 % 455.616 K $
VOLKSWAGE 4.125% 09/02/35 400000 0.015 % 460.719 K $
PHILLIPS 5.3% 06/30/33 450000 0.015 % 454.670 K $
AMERICAN 4.9% 01/10/34 450000 0.015 % 441.771 K $
CINCINNAT 6.125% 11/01/34 436000 0.015 % 458.015 K $
VOLKSWAGE 3.625% 05/19/29 400000 0.015 % 465.936 K $
BRITISH T 5.75% 12/07/28 335000 0.015 % 460.348 K $
NUSTAR LO 5.625% 04/28/27 450000 0.015 % 451.742 K $
KINDER MO 7.5% 11/15/40 401000 0.015 % 466.026 K $
UNUM GROU 5.75% 08/15/42 450000 0.015 % 447.473 K $
SHELL FIN 4.375% 05/11/45 545000 0.015 % 464.712 K $
ORSTED AS 5.125% 09/13/34 350000 0.015 % 446.054 K $
CITIGROUP 6.875% 03/05/38 404000 0.015 % 451.182 K $
WALMART I 4.875% 01/19/39 340000 0.015 % 437.980 K $
COOPERATI 5.25% 05/23/41 351000 0.015 % 448.524 K $
KINROSS G 6.25% 07/15/33 437000 0.015 % 461.792 K $
SIMON PRO 4.75% 09/26/34 450000 0.015 % 437.629 K $
PHILIP MO .8% 08/01/31 450000 0.015 % 458.350 K $
CK HUTCHI 1.5% 10/17/31 444000 0.015 % 463.865 K $
NEWELL BR 6.625% 05/15/32 455000 0.015 % 453.292 K $
JPMORGAN 5.5% 10/15/40 450000 0.015 % 457.031 K $
HYATT HOT 5.5% 06/30/34 450000 0.015 % 453.345 K $
MIZUHO FI 3.767% 08/27/34 400000 0.015 % 465.442 K $
KINDER MO 6.5% 02/01/37 413000 0.015 % 445.201 K $
BOSTON PR 2.45% 10/01/33 550000 0.015 % 451.314 K $
INTEL COR 2.8% 08/12/41 650000 0.015 % 452.438 K $
SUMITOMO VRN 09/10/27 450000 0.015 % 452.957 K $
DEUTSCHE 4.875% 03/06/42 500000 0.015 % 455.200 K $
SVENSKA H VRN 05/28/27 435000 0.014 % 436.289 K $
FAIRFAX F 6.% 12/07/33 400000 0.014 % 416.790 K $
MEXICO GO 5.125% 03/19/38 362000 0.014 % 417.384 K $
AERCAP IR 3.4% 10/29/33 470000 0.014 % 415.987 K $
SPAREBANK 3.5% 05/23/29 349000 0.014 % 408.816 K $
FORD MOTO 6.1% 08/19/32 426000 0.014 % 431.423 K $
DOW CHEMI 4.375% 11/15/42 519000 0.014 % 422.573 K $
PHILIP MO 3.875% 08/21/42 530000 0.014 % 432.243 K $
BELO CORP 7.25% 09/15/27 419000 0.014 % 428.900 K $
BAT INTER 4.125% 04/12/32 350000 0.014 % 413.997 K $
KINDER MO 6.55% 09/15/40 400000 0.014 % 427.026 K $
BOARDWALK 5.625% 08/01/34 400000 0.014 % 407.634 K $
PROLOGIS 4.% 05/05/34 350000 0.014 % 411.345 K $
COX COMMU 4.5% 06/30/43 550000 0.014 % 415.961 K $
ALLY FINA 4.75% 06/09/27 407000 0.014 % 407.924 K $
CORPORATE 2.9% 12/01/33 500000 0.014 % 425.269 K $
SIKA CAPI 3.75% 05/03/30 346000 0.014 % 407.904 K $
KOMMUNEKR .% 11/17/29 400000 0.014 % 421.751 K $
AUSTRALIA VRN 12/16/26 430000 0.014 % 430.398 K $
ONTARIO T 1.85% 05/03/32 400000 0.014 % 431.784 K $
HIGHWOODS 4.2% 04/15/29 413000 0.013 % 403.113 K $
TIKEHA 6.625% 03/14/30 300000 0.013 % 377.349 K $
BOUYGUES 5.375% 06/30/42 300000 0.013 % 387.397 K $
VIACOMCBS 5.5% 05/15/33 440000 0.013 % 391.353 K $
ENERGY TR 5.95% 10/01/43 403000 0.013 % 396.654 K $
BLACKROCK 1.9% 01/28/31 450000 0.013 % 400.005 K $
INTER-AME VRN10/05/28 405000 0.013 % 406.044 K $
CHARLES S VRN 03/03/27 400000 0.013 % 401.832 K $
TANGER PR 2.75% 09/01/31 422000 0.013 % 377.575 K $
ENERGY TR 4.95% 01/15/43 457000 0.013 % 404.163 K $
ONEOK PAR 6.125% 02/01/41 390000 0.013 % 397.724 K $
ITALY BUO .95% 03/01/37 450000 0.013 % 396.157 K $
HIGHWOODS 5.35% 01/15/33 400000 0.013 % 396.007 K $
VERIZON C 5.25% 03/16/37 386000 0.013 % 381.026 K $
LAND 0.125% 01/10/30 382000 0.013 % 402.193 K $
SKANDINAV 3.375% 02/10/33 350000 0.013 % 401.167 K $
DEVON ENE 7.95% 04/15/32 335000 0.013 % 383.680 K $
TYCO ELEC 3.25% 01/31/33 350000 0.013 % 398.402 K $
GOLDMAN S .75% 03/23/32 400000 0.013 % 398.384 K $
ROCHE HOL 4.985% 03/08/34 400000 0.013 % 402.757 K $
CANADIAN 5.75% 06/01/33 459000 0.013 % 378.268 K $
CURRENCY CONTRACT-253654116 BUYUSD SELLEUR 67546660.67 0.013 % 378.848 K $
INTER-AME VRN 04/12/27 400000 0.013 % 400.195 K $
FRESENIUS 1.875% 12/01/26 372000 0.012 % 367.405 K $
ROYAL BAN 4.375% 10/02/30 289000 0.012 % 350.258 K $
NORDEA BA VRN 03/17/28 350000 0.012 % 351.506 K $
BMW US CA VRN 08/13/26 350000 0.012 % 350.313 K $
ENBRIDGE 7.5% 04/15/38 318000 0.012 % 366.431 K $
AVNET INC 3.% 05/15/31 400000 0.012 % 360.969 K $
TIKEHAU 4.25% 04/08/31 300000 0.012 % 351.489 K $
AERCAP IR 3.3% 01/30/32 395000 0.012 % 359.093 K $
KELLANOVA 3.75% 05/16/34 300000 0.012 % 349.788 K $
NATIONAL 4.275% 01/16/35 300000 0.012 % 358.574 K $
COREBRIDG 4.35% 04/05/42 441000 0.012 % 371.546 K $
CANADIAN 3.807% 07/09/29 300000 0.012 % 354.134 K $
MOTABILIT 3.625% 07/24/29 300000 0.012 % 351.364 K $
MARATHON 5.7% 03/01/35 358000 0.012 % 366.330 K $
US T-BOND 3.875% 02/15/43 421000 0.012 % 372.240 K $
BROOKFIEL 6.35% 01/05/34 355000 0.012 % 376.097 K $
DIAGEO FI 3.375% 08/30/35 330000 0.012 % 373.329 K $
CROWN AME 5.25% 04/01/30 369000 0.012 % 370.953 K $
MIZUHO FI 4.029% 09/05/32 300000 0.012 % 356.891 K $
NORDSTROM 6.95% 03/15/28 355000 0.012 % 363.468 K $
INTERNATI 6.% 11/15/41 350000 0.012 % 348.078 K $
REALTY IN 1.75% 07/13/33 350000 0.012 % 372.769 K $
BOOKING H 4.5% 11/15/31 300000 0.012 % 364.789 K $
METHANEX 5.65% 12/01/44 380000 0.012 % 348.387 K $
INTESA SA 4.25% 11/25/27 300000 0.012 % 353.352 K $
KILROY RE 3.05% 02/15/30 394000 0.012 % 362.355 K $
LINCOLN N 3.4% 01/15/31 377000 0.012 % 352.854 K $
SEAGAT 4.091% 06/01/29 370000 0.012 % 360.570 K $
KINDER MO 6.5% 09/01/39 349000 0.012 % 374.141 K $
NATIONAL 2.95% 03/01/31 398000 0.012 % 362.833 K $
US T-NOTE 4% 11/15/35 376000 0.012 % 362.076 K $
BANK OF M VRN 06/04/27 360000 0.012 % 361.366 K $
BROADCOM 3.187% 11/15/36 440000 0.012 % 367.652 K $
HP INC 6.% 09/15/41 365000 0.012 % 368.549 K $
AUTONATIO 3.85% 03/01/32 385000 0.012 % 356.696 K $
GEORGIA P 4.75% 09/01/40 394000 0.012 % 366.371 K $
MOTABILIT 2.375% 07/03/39 400000 0.012 % 362.479 K $
TORONTO-D 3.357% 09/22/32 300000 0.011 % 343.270 K $
GENERAL M 6.4% 01/09/33 300000 0.011 % 318.256 K $
VIRGINIA 6.35% 11/30/37 300000 0.011 % 322.517 K $
NESTLE FI 3.375% 11/15/34 290000 0.011 % 338.313 K $
SIEMENS F 1.% 02/25/30 300000 0.011 % 325.084 K $
CORPORATE 2.% 01/15/29 350000 0.011 % 326.577 K $
UNIBAIL-R 3.875% 09/11/34 300000 0.011 % 346.874 K $
CURRENCY CONTRACT-253654443 BUYUSD SELLCAD 31453645.05 0.011 % 330.434 K $
CURRENCY CONTRACT-253654325 BUYUSD SELLCAD 36056280.47 0.011 % 343.615 K $
MAGNA INT 4.375% 03/17/32 281000 0.011 % 339.121 K $
GLAXOSMIT 6.375% 05/15/38 300000 0.011 % 330.163 K $
PRUDENTIA 6.625% 12/01/37 300000 0.011 % 332.171 K $
CURRENCY CONTRACT-253654041 BUYUSD SELLEUR 59151114.37 0.011 % 321.738 K $
BAT CAPIT 3.734% 09/25/40 419000 0.011 % 335.790 K $
SOUTH AUS 2.25% 05/24/40 700000 0.011 % 329.597 K $
CHOICE HO 3.7% 12/01/29 358000 0.011 % 342.020 K $
AETNA INC 6.625% 06/15/36 300000 0.011 % 326.374 K $
SUNCOR EN 7.15% 02/01/32 296000 0.011 % 325.000 K $
REALTY IN 6.% 12/05/39 245000 0.011 % 327.923 K $
EUROPEAN .2% 06/04/36 400000 0.011 % 343.671 K $
WESTPAC B 1.953% 11/20/28 350000 0.011 % 329.959 K $
SHELL 4.125% 05/11/2035 350000 0.011 % 328.863 K $
EXXON MOB .524% 06/26/28 300000 0.011 % 332.066 K $
UNIBAIL-R 1.875% 01/15/31 300000 0.011 % 322.930 K $
OMNICOM G 3.375% 03/01/41 448000 0.011 % 334.517 K $
UNITEDHEA 6.875% 02/15/38 283000 0.011 % 321.434 K $
AGENCE FR 3.125% 03/20/34 300000 0.011 % 338.100 K $
KILROY RE 2.5% 11/15/32 392000 0.011 % 323.200 K $
HALLIBURT 7.45% 09/15/39 290000 0.011 % 337.765 K $
UNITED KI 1.5% 07/22/26 250000 0.011 % 334.044 K $
ENERGY TR 6.1% 02/15/42 335000 0.011 % 334.921 K $
PUBLIC ST .875% 01/24/32 300000 0.01 % 300.411 K $
FORD MOTO 6.532% 03/19/32 300000 0.01 % 309.091 K $
FORD MOTO 6.054% 11/05/31 300000 0.01 % 303.574 K $
WESTERN M 5.45% 04/01/44 320000 0.01 % 292.518 K $
NISSAN MO 2.45% 09/15/28 315000 0.01 % 293.033 K $
FORTUNE B 5.875% 06/01/33 288000 0.01 % 298.211 K $
NISSAN MO 5.3% 09/13/27 315000 0.01 % 313.817 K $
HYATT HOT 5.75% 03/30/32 300000 0.01 % 307.729 K $
CANADIAN VRN 06/28/27 300000 0.01 % 301.679 K $
CAMPBELL 5.4% 03/21/34 300000 0.01 % 293.544 K $
MERCEDES- 5.05% 08/03/33 300000 0.01 % 298.544 K $
META PLAT 4.75% 08/15/34 305000 0.01 % 299.105 K $
PROTECTIV 8.45% 10/15/39 249000 0.01 % 301.614 K $
SPAIN GOV 3.55% 10/31/33 247000 0.01 % 294.416 K $
VERIZON C 4.75% 10/31/34 235000 0.01 % 290.807 K $
CURRENCY CONTRACT-253654676 BUYUSD SELLCAD 43175318.65 0.01 % 299.271 K $
NESTLE HO 3.9% 09/24/38 352000 0.01 % 313.504 K $
LAZARD GR 6.% 03/15/31 300000 0.01 % 310.529 K $
GENERAL MOT 5.9% 01/07/35 300000 0.01 % 307.064 K $
CURRENCY CONTRACT-253654449 BUYUSD SELLEUR 66114657.88 0.01 % 308.217 K $
WEA FINAN 2.875% 01/15/27 300000 0.01 % 296.956 K $
AT&T INC 7.% 04/30/40 200000 0.01 % 287.175 K $
KINDER MO 5.% 03/01/43 346000 0.01 % 314.041 K $
GENERAL M 5.625% 04/04/32 300000 0.01 % 306.151 K $
DUKE ENER 6.1% 06/01/37 285000 0.01 % 302.344 K $
ORIX CORP 3.78% 05/29/29 250000 0.01 % 294.332 K $
CURRENCY CONTRACT-253654310 BUYUSD SELLEUR 65501715.7 0.01 % 316.372 K $
DBS GROUP VRN 03/21/28 300000 0.01 % 301.021 K $
NATIONAL VRN 02/05/27 305000 0.01 % 305.866 K $
SUMITO 3.318% 10/07/31 258000 0.01 % 299.374 K $
BP CAPITA 5.227% 11/17/34 300000 0.01 % 303.326 K $
HEIDEL 3.95% 07/19/2034 250000 0.01 % 294.734 K $
DELL INTE 3.375% 12/15/41 405000 0.01 % 308.998 K $
VERIZON C 5.85% 09/15/35 300000 0.01 % 312.117 K $
VERIZON C 4.4% 11/01/34 300000 0.009 % 283.858 K $
MACQUARIE .943% 01/19/29 258000 0.009 % 282.662 K $
INTERSTAT 6.25% 07/15/39 250000 0.009 % 263.214 K $
EQUINOR A 3.95% 05/15/43 310000 0.009 % 257.545 K $
BMW INTER 3.5% 11/17/32 235000 0.009 % 270.452 K $
PARAMOUNT 4.375% 03/15/43 429000 0.009 % 275.753 K $
HALLIBURT 4.5% 11/15/41 300000 0.009 % 260.489 K $
ITC HOLDI 5.3% 07/01/43 300000 0.009 % 279.622 K $
ENERGY TR 5.3% 04/01/44 287000 0.009 % 261.377 K $
HASBRO IN 5.1% 05/15/44 305000 0.009 % 271.178 K $
CITIZENS 2.5% 02/06/30 300000 0.009 % 275.624 K $
ENTERPRIS 6.125% 10/15/39 260000 0.009 % 275.393 K $
BUCKEYE P 4.5% 03/01/28 275000 0.009 % 270.957 K $
CF INDUST 5.375% 03/15/44 295000 0.009 % 277.183 K $
AT&T INC 3.5% 06/01/41 335000 0.009 % 257.552 K $
BOOKING H 3.75% 11/21/37 250000 0.009 % 278.952 K $
JACKSON F 3.125% 11/23/31 300000 0.009 % 268.028 K $
MIZUHO FI 2.096% 04/08/32 250000 0.009 % 268.709 K $
KEYCORP 4.1% 04/30/28 288000 0.009 % 285.257 K $
ANTHEM IN 5.85% 01/15/36 250000 0.009 % 259.332 K $
PHILIP MO 4.875% 11/15/43 298000 0.009 % 271.732 K $
FLOWSERVE 3.5% 10/01/30 300000 0.009 % 282.303 K $
PARAMOUNT 5.25% 04/01/44 388000 0.009 % 263.105 K $
SIEMENS F 1.375% 09/06/30 258000 0.009 % 281.815 K $
PARAMOUNT 4.85% 07/01/42 411000 0.009 % 276.766 K $
BOOKING H 3.75% 03/01/36 250000 0.009 % 284.319 K $
BRISTOL-M 4.125% 06/15/39 300000 0.009 % 266.473 K $
AUSTRALIA VRN 10/29/27 235000 0.009 % 272.989 K $
HEALTHCAR 3.1% 02/15/30 281000 0.009 % 263.588 K $
OVINTIV I 7.375% 11/01/31 250000 0.009 % 275.438 K $
PROVINCE 5.35% 05/08/34 395000 0.009 % 281.159 K $
PARKER-HA 2.9% 03/01/30 250000 0.009 % 286.221 K $
QUEENS 5.25% 7/21/2036 400000 0.009 % 279.268 K $
INVITATIO 5.5% 08/15/33 275000 0.009 % 279.138 K $
VERIZON C 3.4% 03/22/41 350000 0.009 % 269.868 K $
GILEAD SC 2.6% 10/01/40 367000 0.009 % 265.236 K $
AON CORP 6.25% 09/30/40 265000 0.009 % 283.050 K $
VISA INC 4.15% 12/14/35 300000 0.009 % 284.646 K $
TORONTO-D 3.129% 08/03/32 250000 0.009 % 283.271 K $
TORONTO-D VRN 04/05/27 260000 0.009 % 260.783 K $
EUROPEAN VRN 08/14/29 258000 0.009 % 258.346 K $
CURRENCY CONTRACT-253654715 BUYUSD SELLEUR 62613426.25 0.009 % -261.198 K $
BOSTON PR 3.4% 06/21/29 281000 0.009 % 269.422 K $
REYNOLDS 5.7% 08/15/35 275000 0.009 % 282.241 K $
COMCAST C 6.4% 03/01/40 250000 0.009 % 262.215 K $
PROLOGIS 1.% 02/06/35 300000 0.009 % 275.132 K $
GENERAL M VRN 05/08/27 256000 0.009 % 257.200 K $
JOHN DEER VRN 04/19/27 250000 0.008 % 250.707 K $
APPLE INC 2.375% 02/08/41 350000 0.008 % 246.363 K $
NATURG 3.625% 10/02/34 200000 0.008 % 228.704 K $
BANK OF N VRN 09/15/26 250000 0.008 % 250.218 K $
KEYCORP 2.55% 10/01/29 266000 0.008 % 247.998 K $
VERIZON C 2.65% 11/20/40 350000 0.008 % 246.782 K $
GLP CAPIT 4.% 01/15/30 249000 0.008 % 239.169 K $
KONINKLIJ 6.875% 03/11/38 213000 0.008 % 236.320 K $
CATERPILL VRN 05/14/27 255000 0.008 % 255.507 K $
DSV FINAN 3.375% 11/06/34 200000 0.008 % 226.799 K $
BAT CAPIT 6.% 02/20/34 220000 0.008 % 231.475 K $
AMERICAN 3.5% 06/27/31 206000 0.008 % 238.034 K $
EQUINOR A 2.375% 05/22/30 250000 0.008 % 229.949 K $
SUMITOMO VRN 04/15/30 250000 0.008 % 251.329 K $
DEUTSCHE 3.75% 09/28/29 200000 0.008 % 236.409 K $
CURRENCY CONTRACT-253654536 BUYUSD SELLEUR 65605766.41 0.008 % -247.337 K $
LVMH MOET 3.375% 02/05/30 200000 0.008 % 234.493 K $
SIEMENS F .5% 09/05/34 262000 0.008 % 245.881 K $
COMMONWEA VRN 11/27/26 235000 0.008 % 235.144 K $
NOVO NORD 3.125% 01/21/29 200000 0.008 % 232.823 K $
LVMH MOET 3.25% 09/07/29 200000 0.008 % 233.587 K $
CREDIT AGR 3.50% 09/26/34 200000 0.008 % 227.962 K $
ENERGY TR 5.8% 06/15/38 241000 0.008 % 243.829 K $
CENTERPOI 5.85% 01/15/41 250000 0.008 % 253.898 K $
DOMINION 4.9% 08/01/41 272000 0.008 % 250.040 K $
STORE CAP 2.75% 11/18/30 278000 0.008 % 249.810 K $
HORACE MA 7.25% 09/15/28 240000 0.008 % 251.267 K $
SIEMENS F 2.875% 03/11/41 316000 0.008 % 235.941 K $
TOTALENER 3.455% 02/19/29 250000 0.008 % 243.622 K $
TEXAS INS 3.65% 08/16/32 265000 0.008 % 250.452 K $
NESTLE FI 1.75% 11/02/37 254000 0.008 % 241.739 K $
EQUINOR A 3.125% 04/06/30 250000 0.008 % 237.466 K $
CAISSE D' 2.875% 05/25/30 200000 0.008 % 231.265 K $
BANQUE FE VRN 02/16/28 250000 0.008 % 251.655 K $
UNITEDHEA 3.5% 08/15/39 300000 0.008 % 245.560 K $
PHILLIPS 4.875% 11/15/44 255000 0.008 % 227.131 K $
BANCO SAN 4.25% 06/12/30 200000 0.008 % 240.212 K $
LINCOLN N 3.05% 01/15/30 244000 0.008 % 228.731 K $
PENSKE TR 6.2% 06/15/30 231000 0.008 % 240.696 K $
BOEING CO 3.5% 03/01/39 295000 0.008 % 240.151 K $
AMERICAN 3.3% 03/21/29 200000 0.008 % 232.287 K $
CAIXABANK 4.25% 09/06/30 200000 0.008 % 241.417 K $
UNEDIC AS 3.375% 11/25/33 200000 0.008 % 231.880 K $
STELLANTI 6.45% 03/18/35 250000 0.008 % 248.583 K $
KINGDOM O 3.1% 06/22/35 209000 0.008 % 237.416 K $
AMERICAN VRN 11/04/26 250000 0.008 % 250.246 K $
INTESA SA 4.% 09/23/29 250000 0.008 % 243.409 K $
WARNERMED 4.054% 03/15/29 250000 0.008 % 246.461 K $
SOFTBANK 6.75% 07/08/29 200000 0.007 % 201.606 K $
PLAINS AL 5.7% 09/15/34 200000 0.007 % 204.027 K $
JACOBS EN 5.9% 03/01/33 201000 0.007 % 206.860 K $
CATERPILL VRN 10/16/26 200000 0.007 % 200.329 K $
NESTLE FI .625% 02/14/34 212000 0.007 % 202.347 K $
CNO FINAN 5.25% 05/30/29 200000 0.007 % 200.878 K $
UNITEDHEA 2.75% 05/15/40 300000 0.007 % 220.496 K $
AAREAL BA .25% 11/23/27 200000 0.007 % 222.176 K $
COFIROUTE 3.125% 03/06/33 200000 0.007 % 225.510 K $
CHUBB INA 1.4% 06/15/31 200000 0.007 % 211.452 K $
KINDER MO 4.7% 11/01/42 246000 0.007 % 215.645 K $
VOLKSWAGE .375% 02/12/30 190000 0.007 % 197.865 K $
ENEL SPA 5.75% 06/22/37 170000 0.007 % 224.645 K $
TOYOTA MO VRN 08/07/26 200000 0.007 % 200.164 K $
SHELL INT 2.875% 11/26/41 298000 0.007 % 216.719 K $
AFFILIATE 5.5% 08/20/34 200000 0.007 % 199.775 K $
ENTERPRIS 5.95% 02/01/41 205000 0.007 % 212.650 K $
JOHNSON & 3.4% 01/15/38 255000 0.007 % 219.923 K $
BERKSHIRE 5.95% 05/15/37 205000 0.007 % 216.130 K $
PUBLIC ST VRN 04/16/27 205000 0.007 % 205.474 K $
KEURIG DR VRN 03/15/27 210000 0.007 % 210.381 K $
CURRENCY CONTRACT-253651985 BUYUSD SELLAUD 12910179.56 0.007 % 215.163 K $
AMERICAN VRN 03/12/27 200000 0.007 % 200.327 K $
BMW US CA 3.375% 02/02/34 176000 0.007 % 198.624 K $
PRINCIPAL 5.375% 03/15/33 200000 0.007 % 203.975 K $
TORONTO-D 1.952% 04/08/30 200000 0.007 % 220.546 K $
DELL INC 6.5% 04/15/38 200000 0.007 % 214.930 K $
ENTERPRIS 4.45% 02/15/43 250000 0.007 % 218.629 K $
SOFTBANK 3.375% 07/06/29 200000 0.007 % 222.571 K $
MERCK & C 4.75% 12/04/35 222000 0.007 % 216.691 K $
NATIONWID 5.35% 03/15/28 300000 0.007 % 212.287 K $
NEWELL BR 6.375% 05/15/30 200000 0.007 % 201.404 K $
AETNA INC 4.5% 05/15/42 245000 0.007 % 211.090 K $
CITIGROUP 5.875% 01/30/42 200000 0.007 % 206.943 K $
BAYER US 5.5% 07/30/35 205000 0.007 % 202.843 K $
JOHNSON & 5.95% 08/15/37 205000 0.007 % 223.640 K $
EPR PROPE 4.95% 04/15/28 210000 0.007 % 209.412 K $
MINISTERI 3.25% 06/22/37 200000 0.007 % 222.493 K $
CURRENCY CONTRACT-253654542 BUYUSD SELLCAD 31857492.41 0.007 % 217.753 K $
INVESTOR 2.75% 06/10/32 200000 0.007 % 224.525 K $
LEGG MASO 5.625% 01/15/44 205000 0.007 % 202.395 K $
CURRENCY CONTRACT-253653376 BUYUSD SELLEUR 68116221.19 0.007 % 218.203 K $
BANQUE FE VRN 01/23/27 200000 0.007 % 200.988 K $
BANCO SAN 6.938% 11/7/33 200000 0.007 % 222.888 K $
OMV AG 3.875% 11/10/40 200000 0.007 % 222.659 K $
MOSAIC CO 4.875% 11/15/41 250000 0.007 % 222.832 K $
TEXAS INS 4.85% 02/08/34 210000 0.007 % 210.793 K $
JOHN DEER VRN 06/11/27 200000 0.007 % 200.513 K $
ALBEMARLE 5.05% 06/01/32 215000 0.007 % 213.730 K $
TORONTO-D VRN 07/17/26 200000 0.007 % 200.138 K $
PROVINCE 5.25% 05/23/34 290000 0.007 % 204.287 K $
STORA ENS 4.25% 09/01/29 177000 0.007 % 210.903 K $
INTESA SA 3.875% 07/14/27 222000 0.007 % 220.849 K $
NATWEST 5.899% 8/23/2028 300000 0.007 % 214.899 K $
BANQUE FE .625% 02/21/31 200000 0.007 % 203.602 K $
COMMONWEA VRN 03/14/28 221000 0.007 % 221.865 K $
ASIAN DEV VRN 08/27/26 200000 0.007 % 200.360 K $
RCI BANQU 3.875% 09/30/30 150000 0.006 % 175.439 K $
CURRENCY CONTRACT-253654673 BUYUSD SELLEUR 59327717.34 0.006 % -183.046 K $
CASTELLUM .875% 09/17/29 150000 0.006 % 173.843 K $
DPL INC 4.35% 04/15/29 200000 0.006 % 193.585 K $
BMW US CA 5.4% 03/21/35 175000 0.006 % 175.624 K $
ENTERPRIS 5.7% 02/15/42 170000 0.006 % 172.071 K $
JEFFERIES 4.15% 01/23/30 181000 0.006 % 175.043 K $
AETNA INC 4.75% 03/15/44 200000 0.006 % 171.929 K $
SUN COMMU 2.7% 07/15/31 200000 0.006 % 179.475 K $
SOUTHERN 3.5% 10/16/30 145000 0.006 % 168.046 K $
SHELL INT 1.5% 04/07/28 153000 0.006 % 173.172 K $
NETHERLAN .% 07/15/30 160000 0.006 % 166.501 K $
NATIONAL 3.245% 03/30/34 150000 0.006 % 167.152 K $
TEOLLISUU 4.75% 06/01/30 150000 0.006 % 182.231 K $
ABBOTT LA 6.15% 11/30/37 164000 0.006 % 177.596 K $
INTERNATI 4.15% 05/15/39 192000 0.006 % 166.936 K $
IRELAND G .2% 10/18/30 160000 0.006 % 166.822 K $
CHEVRON U 6.% 03/01/41 160000 0.006 % 171.799 K $
KYNDRYL H 2.7% 10/15/28 185000 0.006 % 173.413 K $
INTESA SA 5.125% 08/29/31 150000 0.006 % 187.815 K $
SHELL INT 4.55% 08/12/43 200000 0.006 % 176.146 K $
REALTY IN 5.25% 09/04/41 150000 0.006 % 184.732 K $
CURRENCY CONTRACT-253654709 BUYUSD SELLCAD 45732675.93 0.006 % 166.997 K $
COMCAST C 3.9% 03/01/38 200000 0.006 % 170.203 K $
BANK OF N 1.65% 01/28/31 194000 0.006 % 170.427 K $
PFIZER IN 7.20% 03/15/39 150000 0.006 % 174.893 K $
KINDER MO 5.5% 03/01/44 186000 0.006 % 178.284 K $
LIBERTY M 4.625% 12/02/30 150000 0.006 % 182.256 K $
KROGER CO 5.4% 07/15/40 200000 0.006 % 194.193 K $
ALTRIA GR 5.8% 02/14/39 170000 0.006 % 171.105 K $
VERIZON C 1.85% 05/18/40 200000 0.006 % 175.312 K $
BALL CORP 3.125% 09/15/31 195000 0.006 % 176.281 K $
CURRENCY CONTRACT-253652450 BUYAUD SELLUSD 9546754 0.006 % -171.099 K $
CONSOLIDA 6.75% 04/01/38 155000 0.006 % 172.692 K $
INTESA SA 5.625% 03/08/33 150000 0.006 % 194.234 K $
CURRENCY CONTRACT-253653433 BUYUSD SELLJPY 17927313.39 0.006 % 175.237 K $
KINDER MO 5.625% 09/01/41 190000 0.006 % 185.889 K $
DXC CAPIT .95% 09/15/31 200000 0.006 % 194.522 K $
PVH CORP 4.125% 07/16/29 150000 0.006 % 176.681 K $
FISERV IN 4.5% 05/24/31 150000 0.006 % 178.112 K $
SVENSK EX 3.375% 08/30/30 150000 0.006 % 176.792 K $
AMERICAN 5.% 06/15/27 161000 0.005 % 161.344 K $
GENERAL M 5.% 04/01/35 150000 0.005 % 144.994 K $
BOOKING H 4.75% 11/15/34 128000 0.005 % 157.656 K $
HAMBURG C 3.5% 01/31/30 133000 0.005 % 154.284 K $
ONEOK PAR 6.2% 09/15/43 150000 0.005 % 152.419 K $
BAYER AG 4.625% 05/26/33 120000 0.005 % 146.136 K $
TEXAS INS 4.9% 03/14/33 150000 0.005 % 151.805 K $
TARGA RES 6.125% 03/15/33 150000 0.005 % 157.941 K $
ROCHE FIN 3.227% 05/03/30 120000 0.005 % 140.485 K $
EATON 3.625% 05/09/35 135000 0.005 % 155.799 K $
META PLAT 4.55% 08/15/31 150000 0.005 % 149.010 K $
UNITEDHEA VRN 07/15/26 150000 0.005 % 150.020 K $
TORONTO-D 4.456% 06/08/32 150000 0.005 % 146.698 K $
NORDSTROM 4.% 03/15/27 150000 0.005 % 148.215 K $
NORTHERN 5.75% 04/21/37 200000 0.005 % 142.209 K $
TAYLOR MO 5.75% 01/15/28 150000 0.005 % 151.788 K $
AMERICAN 5.2% 03/05/35 150000 0.005 % 149.050 K $
BROOKFIEL 5.675% 01/15/35 144000 0.005 % 145.191 K $
CONSOLIDA 5.5% 12/01/39 155000 0.005 % 154.852 K $
GENERAL M VRN 02/26/27 150000 0.005 % 150.519 K $
GLENCORE VRN 04/04/27 150000 0.005 % 150.559 K $
JEFFERIES 6.625% 10/23/43 151000 0.005 % 157.931 K $
NISSAN MO 1.85% 09/16/26 165000 0.005 % 163.521 K $
AMAZON.CO 4.875% 03/13/36 149000 0.005 % 145.999 K $
INTERNATI 2.85% 05/15/40 195000 0.005 % 142.396 K $
CURRENCY CONTRACT-253652171 BUYUSD SELLAUD 9923533.64 0.005 % 152.906 K $
APA CORP 7.75% 12/15/29 149000 0.005 % 161.780 K $
EDISON IN 6.95% 11/15/29 150000 0.005 % 156.437 K $
CURRENCY CONTRACT-253653775 BUYUSD SELLEUR 61547404.74 0.005 % 165.891 K $
PROLOGIS 1.5% 02/08/34 155000 0.005 % 153.143 K $
HOST HOTE 2.9% 12/15/31 185000 0.005 % 164.415 K $
CONSOLIDA 5.7% 06/15/40 150000 0.005 % 152.370 K $
GEORGIA P 5.4% 06/01/40 155000 0.005 % 155.647 K $
JOHNSON & 3.55% 03/01/36 155000 0.005 % 140.090 K $
DENTSPLY 3.25% 06/01/30 149000 0.005 % 137.417 K $
VERIZON C 2.875% 01/15/38 150000 0.005 % 155.562 K $
BUNDESREP 2.1% 11/15/29 127000 0.005 % 144.806 K $
CURRENCY CONTRACT-253653843 BUYUSD SELLJPY 16883737.33 0.005 % 138.128 K $
STANLEY B 2.3% 03/15/30 150000 0.005 % 136.793 K $
TORONTO-D 3.2% 03/10/32 150000 0.005 % 137.279 K $
LIBERTY U 5.869% 01/31/34 150000 0.005 % 153.289 K $
SPECTRA E 5.95% 09/25/43 150000 0.005 % 151.216 K $
STANLEY B 5.2% 09/01/40 160000 0.005 % 150.626 K $
PHILIP MO 1.45% 08/01/39 186000 0.005 % 155.599 K $
BLACKROCK 2.4% 04/30/30 150000 0.005 % 138.591 K $
EQUITABLE 5.594% 01/11/33 150000 0.005 % 152.688 K $
BANK OF N VRN 06/04/27 150000 0.005 % 150.663 K $
BAYERISCH 4.375% 09/21/28 100000 0.004 % 118.886 K $
SIMON PRO 2.25% 01/15/32 125000 0.004 % 108.905 K $
GEORGIA P 4.3% 03/15/43 155000 0.004 % 132.282 K $
ARCELORMI 6.% 06/17/34 101000 0.004 % 105.763 K $
WOODSIDE 5.1% 09/12/34 120000 0.004 % 118.195 K $
EUROCLEAR 1.5% 04/11/30 100000 0.004 % 108.598 K $
DEUTSCHE 1.875% 05/24/30 100000 0.004 % 111.472 K $
SIMON PRO 6.25% 01/15/34 100000 0.004 % 107.065 K $
CURRENCY CONTRACT-253651523 BUYUSD SELLCAD 4457462.17 0.004 % 117.217 K $
COMCAS 3.25% 09/26/32 100000 0.004 % 114.051 K $
DAIMLER F 8.5% 01/18/31 100000 0.004 % 114.447 K $
BELFIUS B 4.125% 09/12/29 100000 0.004 % 119.268 K $
EFSF 0.125% 03/18/30 114000 0.004 % 119.690 K $
MARATHON 4.75% 09/15/44 150000 0.004 % 131.349 K $
AT&T INC 4.875% 06/01/44 100000 0.004 % 112.302 K $
MERCEDES- 3.7% 05/30/31 90000 0.004 % 106.461 K $
NIKE INC 3.625% 05/01/43 147000 0.004 % 115.041 K $
MACQUARIE VRN 12/18/26 100000 0.004 % 116.025 K $
GILEAD SC 5.65% 12/01/41 124000 0.004 % 126.240 K $
PNC FINAN 2.55% 01/22/30 116000 0.004 % 107.681 K $
ONTARIO T 3.3% 10/05/29 100000 0.004 % 117.259 K $
WESTERN M 5.45% 11/15/34 120000 0.004 % 119.090 K $
EQUINIX E 3.625% 11/22/34 102000 0.004 % 115.210 K $
ATHENE HO 6.65% 02/01/33 100000 0.004 % 105.676 K $
ENERGY 5.15% 03/15/45 150000 0.004 % 133.286 K $
CHEVRON U VRN 02/26/28 135000 0.004 % 135.363 K $
COMCAST C 6.45% 03/15/37 100000 0.004 % 107.574 K $
AETNA INC 6.75% 12/15/37 100000 0.004 % 108.923 K $
MASTERCAR 2.% 11/18/31 150000 0.004 % 131.884 K $
VOLKSWAGE 4.25% 03/29/29 100000 0.004 % 118.795 K $
HOLDING D 4.25% 03/18/30 100000 0.004 % 119.109 K $
HEINEKEN 4.125% 03/23/35 100000 0.004 % 119.546 K $
E.ON INTE 5.875% 10/30/37 100000 0.004 % 133.853 K $
VOLKSWAGE 4.625% 05/03/31 100000 0.004 % 120.375 K $
CANADIAN 6.092% 10/03/33 100000 0.004 % 106.173 K $
APPLE INC 1.375% 05/24/29 100000 0.004 % 111.254 K $
BANQUE FE 3.625% 09/14/32 100000 0.004 % 116.589 K $
INTERNATI 4.875% 02/06/38 100000 0.004 % 122.709 K $
BANQUE FE 3.75% 02/03/34 100000 0.004 % 116.902 K $
SANOFI .875% 03/21/29 100000 0.004 % 110.098 K $
MOTABILIT 4.875% 01/17/43 100000 0.004 % 113.833 K $
SOUTHERN 4.4% 06/01/43 150000 0.004 % 127.842 K $
AUTONOMOU 3.596% 04/30/33 90000 0.004 % 107.078 K $
SOFTBANK 3.875% 07/06/32 100000 0.004 % 105.952 K $
TOYOTA MO 3.85% 07/24/30 100000 0.004 % 118.608 K $
WENDEL SE 4.5% 06/19/30 100000 0.004 % 119.514 K $
DUKE ENER 3.75% 04/01/31 100000 0.004 % 117.072 K $
GOLDMAN S 1.25% 02/07/29 115000 0.004 % 127.105 K $
CURRENCY CONTRACT-253653167 BUYUSD SELLAUD 12262387.94 0.004 % 133.444 K $
SOCIETE N 3.375% 05/25/33 100000 0.004 % 115.516 K $
CURRENCY CONTRACT-253655003 BUYUSD SELLEUR 60914679.94 0.004 % 111.522 K $
ACCIONA E 3.75% 04/25/30 100000 0.004 % 116.392 K $
CURRENCY CONTRACT-253653718 BUYUSD SELLAUD 12940727.36 0.004 % 117.242 K $
BP CAPITA 3.06% 06/17/41 150000 0.004 % 112.274 K $
LSEG NETH 3.% 11/06/31 100000 0.004 % 113.560 K $
CURRENCY CONTRACT-253652174 BUYAUD SELLUSD 9310468 0.004 % -106.310 K $
AUTONATIO 2.4% 08/01/31 150000 0.004 % 131.304 K $
CIGNA COR 5.375% 02/15/42 115000 0.004 % 110.634 K $
NYKREDIT 3.625% 07/24/30 100000 0.004 % 116.496 K $
JERSEY CE 2.75% 03/01/32 150000 0.004 % 133.569 K $
PROVINCE 3.% 07/24/34 100000 0.004 % 113.449 K $
MERCK & C 3.6% 09/15/42 135000 0.004 % 108.037 K $
ABN AM 3.125% 01/21/30 100000 0.004 % 116.258 K $
EUROPEAN 2.375% 09/30/27 103000 0.004 % 118.945 K $
GATX CORP 6.9% 05/01/34 100000 0.004 % 110.172 K $
HA SUSTAI 6.75% 07/15/35 128000 0.004 % 132.470 K $
SOFTBANK 4% 09/19/29 100000 0.004 % 113.411 K $
COMCAST C 6.55% 07/01/39 100000 0.004 % 106.679 K $
CURRENCY CONTRACT-253653291 BUYUSD SELLEUR 60591969.96 0.004 % 124.218 K $
CURRENCY CONTRACT-253654319 BUYUSD SELLAUD 11187280.49 0.004 % 114.313 K $
GESTION S 3.375% 06/29/30 100000 0.004 % 117.300 K $
COMCAST C 4.6% 10/15/38 146000 0.004 % 132.288 K $
CONOCOPHI 3.758% 03/15/42 136000 0.004 % 110.193 K $
SIXT SE 3.25% 01/22/30 100000 0.004 % 115.412 K $
CURRENCY CONTRACT-253653379 BUYUSD SELLAUD 13289154.13 0.004 % 121.775 K $
TOTALENER 1.994% 04/08/32 100000 0.004 % 107.991 K $
DOW CHEMI 5.25% 11/15/41 149000 0.004 % 135.533 K $
SOUTHERN 6.375% 05/15/40 100000 0.004 % 134.457 K $
DEUTSCHE .875% 06/23/39 143000 0.004 % 117.604 K $
ALABAMA P 4.1% 01/15/42 150000 0.004 % 125.337 K $
AMERICAN 3.5% 03/08/32 100000 0.004 % 116.284 K $
KINDER MO 5.8% 03/15/35 120000 0.004 % 123.888 K $
SHELL INT 3.625% 08/21/42 153000 0.004 % 121.393 K $
BANK OF M VRN 09/15/26 126000 0.004 % 126.113 K $
HUMANA IN 4.95% 10/01/44 150000 0.004 % 130.428 K $
PHILIP MO 4.5% 03/20/42 126000 0.004 % 111.179 K $
BOEING CO 3.25% 02/01/35 105000 0.003 % 90.950 K $
CURRENCY CONTRACT-253653651 BUYUSD SELLGBP 11977138.1 0.003 % 83.976 K $
LINCOLN N 3.4% 03/01/32 100000 0.003 % 90.702 K $
BMW US CA 4.85% 08/13/31 100000 0.003 % 99.258 K $
BARRICK N 5.75% 05/01/43 100000 0.003 % 100.911 K $
CURRENCY CONTRACT-253653778 BUYUSD SELLJPY 13771181.8 0.003 % 103.015 K $
PROGRESS 6.% 12/01/39 100000 0.003 % 103.478 K $
OKLAHOMA 4.55% 03/15/44 100000 0.003 % 85.783 K $
MARKEL CO 5.% 03/30/43 100000 0.003 % 90.346 K $
NISOURCE 5.25% 02/15/43 84000 0.003 % 78.918 K $
VERIZON C 1.875% 11/03/38 100000 0.003 % 87.700 K $
DXC TECHN 2.375% 09/15/28 100000 0.003 % 93.573 K $
PUBLIC ST .5% 09/09/30 100000 0.003 % 103.007 K $
FIRST AME 4.% 05/15/30 100000 0.003 % 95.810 K $
QUEENSLAN 2.25% 04/16/40 200000 0.003 % 93.739 K $
CURRENCY CONTRACT-253653294 BUYUSD SELLAUD 10687404.68 0.003 % 80.569 K $
FIRST AME 5.45% 09/30/34 100000 0.003 % 98.353 K $
NORTHERN 6.125% 04/11/33 100000 0.003 % 103.404 K $
BANQUE FE 1.125% 01/19/32 100000 0.003 % 101.929 K $
JOHNSON & 2.1% 09/01/40 130000 0.003 % 90.417 K $
WESTPAC B 2.15% 06/03/31 100000 0.003 % 89.101 K $
MCKESSON 4.883% 03/15/44 100000 0.003 % 90.131 K $
NEWMONT C 5.45% 06/09/44 100000 0.003 % 97.863 K $
CHEVRON 4.98% 04/15/35 79000 0.003 % 79.231 K $
FEDEX COR .95% 05/04/33 100000 0.003 % 95.279 K $
ENBRIDGE 4.5% 06/10/44 100000 0.003 % 85.486 K $
ANTHEM IN 4.1% 05/15/32 100000 0.003 % 95.522 K $
NOVARTIS 3.7% 09/21/42 105000 0.003 % 85.797 K $
GLP CAPIT 4.% 01/15/31 100000 0.003 % 94.218 K $
ENTERPRIS 4.85% 08/15/42 105000 0.003 % 96.622 K $
CMS ENERG 4.7% 03/31/43 100000 0.003 % 86.224 K $
CURRENCY CONTRACT-253654617 BUYUSD SELLEUR 59823287.15 0.003 % -75.834 K $
BANK OF M 5.511% 06/04/31 90000 0.003 % 92.497 K $
PHILIP MO 5.25% 02/13/34 100000 0.003 % 101.297 K $
ARES CAPI 2.15% 07/15/26 100000 0.003 % 99.806 K $
CURRENCY CONTRACT-253654322 BUYUSD SELLGBP 18969526.03 0.003 % 86.994 K $
LINCOLN N 6.15% 04/07/36 100000 0.003 % 102.220 K $
DEUTSCHE .625% 04/15/36 100000 0.003 % 88.681 K $
GLENCORE 5.634% 04/04/34 100000 0.003 % 102.451 K $
TOYOTA MO VRN 03/19/27 100000 0.003 % 100.273 K $
GLENCORE 1.25% 03/01/33 100000 0.003 % 99.414 K $
BMW US CA VRN 08/13/27 100000 0.003 % 100.513 K $
EDISON IN 4.125% 03/15/28 100000 0.003 % 98.329 K $
BAT CAPIT 5.834% 02/20/31 100000 0.003 % 103.838 K $
EQUINOR A 4.25% 11/23/41 105000 0.003 % 91.582 K $
JOHNSON & 3.625% 03/03/37 105000 0.003 % 93.605 K $
ICADE 1.% 01/19/30 100000 0.003 % 105.481 K $
KONINKLIJ 5.% 03/15/42 100000 0.003 % 91.672 K $
AT&T INC 4.3% 12/15/42 100000 0.003 % 82.867 K $
COMCAST C 3.75% 04/01/40 108000 0.003 % 86.765 K $
PROCTER & .35% 05/05/30 100000 0.003 % 105.230 K $
NIKE INC 2.85% 03/27/30 100000 0.003 % 94.039 K $
REINSURAN 5.75% 09/15/34 100000 0.003 % 101.958 K $
ROGERS CO 5.45% 10/01/43 105000 0.003 % 98.253 K $
FEDEX COR 4.1% 04/15/43 100000 0.003 % 82.106 K $
AT&T INC 4.25% 06/01/43 100000 0.003 % 104.483 K $
APA CORP 4.75% 04/15/43 104000 0.003 % 86.423 K $
AMERICAN VRN 10/22/27 100000 0.003 % 100.039 K $
PARAMOUNT 4.9% 08/15/44 135000 0.003 % 88.188 K $
PHILIP MO 1.875% 11/06/37 100000 0.003 % 93.245 K $
APPLE INC .5% 11/15/31 100000 0.003 % 101.766 K $
HUMANA IN 4.625% 12/01/42 100000 0.003 % 84.423 K $
CURRENCY CONTRACT-253654307 BUYUSD SELLNZD 8394715.7 0.003 % 96.556 K $
ENI SPA 5.7% 10/01/40 100000 0.003 % 97.460 K $
COSTCO WH 1.6% 04/20/30 100000 0.003 % 90.161 K $
BMW FINAN 3.25% 07/22/30 90000 0.003 % 104.818 K $
WILLIAMS 5.4% 03/04/44 100000 0.003 % 94.579 K $
PHILLIPS 5.25% 06/15/31 100000 0.003 % 101.278 K $
DOMINION 4.05% 09/15/42 100000 0.003 % 81.553 K $
PROCTER & 3.55% 03/25/40 104000 0.003 % 88.163 K $
ANHEUSER- 1.5% 04/18/30 90000 0.003 % 98.758 K $
WALMART I VRN 04/28/27 100000 0.003 % 100.222 K $
HCA INC 5.6% 04/01/34 100000 0.003 % 101.645 K $
E.ON SE 4.% 08/29/33 65000 0.003 % 77.735 K $
PHILLIPS 4.68% 02/15/45 100000 0.003 % 85.744 K $
ELEVANCE 5.1% 01/15/44 105000 0.003 % 97.140 K $
BP CAPITA 4.812% 02/13/33 100000 0.003 % 99.191 K $
WESTPAC B 5.535% 11/17/28 100000 0.003 % 102.494 K $
SSE PLC 8.375% 11/20/28 60000 0.003 % 86.837 K $
GENERAL MO 5.20% 04/01/45 100000 0.003 % 88.305 K $
LINDE FIN 1.% 04/20/28 90000 0.003 % 101.337 K $
CHEVRON C 2.236% 05/11/30 100000 0.003 % 91.749 K $
ELEVANCE 4.75% 02/15/33 100000 0.003 % 98.365 K $
CANADIAN VRN 10/02/26 100000 0.003 % 100.272 K $
CURRENCY CONTRACT-253651849 BUYUSD SELLAUD 6932184.64 0.003 % 80.193 K $
GATX CORP 6.05% 03/15/34 90000 0.003 % 94.308 K $
CURRENCY CONTRACT-253654337 BUYUSD SELLJPY 19680669.84 0.003 % 84.707 K $
VOYA FINA 5.7% 07/15/43 100000 0.003 % 98.997 K $
EUROFIMA .1% 05/20/30 100000 0.003 % 103.997 K $
VIRGINIA 4.% 01/15/43 112000 0.003 % 91.942 K $
APPLE INC 3.85% 05/04/43 100000 0.003 % 82.946 K $
ALPHABET 1.9% 08/15/40 127000 0.003 % 83.832 K $
CURRENCY CONTRACT-253652447 BUYUSD SELLNZD 3606438.05 0.003 % 102.699 K $
BERKSHIRE 2.875% 03/15/32 100000 0.003 % 92.048 K $
VERIZON C 4.272% 01/15/36 94000 0.003 % 86.525 K $
CNA FINAN 5.5% 06/15/33 102000 0.003 % 103.562 K $
CURRENCY CONTRACT-253653315 BUYAUD SELLUSD 8903739 0.002 % -66.779 K $
CURRENCY CONTRACT-253653466 BUYUSD SELLCAD 3499502.63 0.002 % 56.095 K $
CURRENCY CONTRACT-253651559 BUYUSD SELLCAD 2139468.94 0.002 % 56.028 K $
MOTABILIT 1.5% 01/20/41 100000 0.002 % 74.917 K $
CIGNA COR 6.125% 11/15/41 55000 0.002 % 57.338 K $
CURRENCY CONTRACT-253654797 BUYUSD SELLEUR 62380966.91 0.002 % -47.774 K $
PROVINCE 5.2% 05/15/34 100000 0.002 % 70.493 K $
MORGAN ST 6.375% 07/24/42 50000 0.002 % 54.519 K $
SOUTHERN 4.875% 03/21/29 50000 0.002 % 67.457 K $
CURRENCY CONTRACT-253652513 BUYUSD SELLNZD 2936600.07 0.002 % 72.938 K $
ORANGE SA 8.125% 11/20/28 50000 0.002 % 72.201 K $
SOUTHERN 5.875% 03/15/41 50000 0.002 % 51.143 K $
WESTERN A 2.% 10/24/34 92000 0.002 % 51.356 K $
CURRENCY CONTRACT-253652519 BUYUSD SELLNZD 2057011.18 0.002 % 52.018 K $
CNA FINAN 5.125% 02/15/34 50000 0.002 % 49.287 K $
CURRENCY CONTRACT-253653772 BUYUSD SELLAUD 9023262.37 0.002 % 59.640 K $
MANITOBA 4.85% 8/28/2034 100000 0.002 % 67.947 K $
CURRENCY CONTRACT-253653058 BUYUSD SELLCAD 2962050.96 0.002 % 58.905 K $
NESTLE FI 3.% 09/23/33 50000 0.002 % 57.150 K $
CURRENCY CONTRACT-253654721 BUYUSD SELLGBP 21946697.23 0.002 % -46.320 K $
VEOLIA EN 6.125% 11/25/33 50000 0.002 % 67.463 K $
TREASURY 5.5% 09/15/39 100000 0.002 % 69.098 K $
CHEVRON U VRN 02/26/27 50000 0.002 % 50.046 K $
GREAT BRITISH POUND 45300.72 0.002 % 60.674 K $
APA CORP 5.25% 02/01/42 76000 0.002 % 64.996 K $
CENOVUS E 6.75% 11/15/39 53000 0.002 % 58.308 K $
CURRENCY CONTRACT-253653730 BUYUSD SELLNZD 3850482.07 0.002 % 54.352 K $
CURRENCY CONTRACT-253652707 BUYUSD SELLNZD 2730111.47 0.002 % 62.535 K $
QUEENSLAN 5.% 07/21/37 100000 0.002 % 67.688 K $
DEUTSCHE 8.875% 11/27/28 40000 0.002 % 58.844 K $
CURRENCY CONTRACT-253654545 BUYUSD SELLJPY 18640873.16 0.002 % 68.428 K $
PHILLIPS 4.65% 11/15/34 50000 0.002 % 48.254 K $
CANADIAN DOLLAR 87969.1 0.002 % 62.741 K $
TELEFONIC 5.875% 02/14/33 50000 0.002 % 65.253 K $
CURRENCY CONTRACT-253652735 BUYUSD SELLNZD 2609846.8 0.002 % 53.287 K $
ABBOTT LA 4.75% 11/30/36 50000 0.002 % 48.607 K $
ELECTRICI 4.625% 04/26/30 50000 0.002 % 60.878 K $
COREBRIDG 6.05% 09/15/33 72000 0.002 % 75.265 K $
GENERAL M VRN 07/15/27 71000 0.002 % 71.142 K $
CENOVUS E 5.25% 06/15/37 65000 0.002 % 62.948 K $
DEVELOPME 4.75% 11/26/27 50000 0.002 % 59.481 K $
CURRENCY CONTRACT-253654234 BUYAUD SELLUSD 7344187 0.002 % -51.102 K $
ITALY BUO .95% 06/01/32 25000 0.001 % 25.551 K $
CURRENCY CONTRACT-253652386 BUYUSD SELLNZD 1589477.71 0.001 % 39.135 K $
CURRENCY CONTRACT-253653321 BUYUSD SELLNZD 2644354.47 0.001 % 25.943 K $
CURRENCY CONTRACT-253653370 BUYUSD SELLNZD 4833704.27 0.001 % 42.908 K $
AMAZON.CO 2.875% 05/12/41 29000 0.001 % 21.328 K $
CURRENCY CONTRACT-253655006 BUYUSD SELLJPY 18879660.41 0.001 % 27.613 K $
CURRENCY CONTRACT-253651389 BUYUSD SELLNZD 2365204.44 0.001 % 43.064 K $
CURRENCY CONTRACT-253653463 BUYUSD SELLCAD 2851712.18 0.001 % 44.257 K $
CURRENCY CONTRACT-253652194 BUYUSD SELLNZD 1883688.86 0.001 % 27.636 K $
CURRENCY CONTRACT-253653469 BUYUSD SELLNZD 4319492.95 0.001 % 28.308 K $
CURRENCY CONTRACT-253655063 BUYUSD SELLNZD 8857023.45 0.001 % 27.408 K $
CURRENCY CONTRACT-253649851 BUYUSD SELLAUD 1224147.48 0.001 % -26.308 K $
NISSAN MO 2.75% 03/09/28 45000 0.001 % 42.783 K $
CURRENCY CONTRACT-253655009 BUYUSD SELLNZD 9351422.79 0.001 % 40.779 K $
CURRENCY CONTRACT-253653673 BUYUSD SELLGBP 5185867.33 0.001 % 18.711 K $
CURRENCY CONTRACT-253651155 BUYUSD SELLNZD 2224454.58 0.001 % 33.571 K $
CURRENCY CONTRACT-253655105 BUYUSD SELLEUR 60638697.53 0.001 % 17.786 K $
CURRENCY CONTRACT-253655117 BUYEUR SELLUSD 52174600 0.001 % -25.044 K $
AON GLOBA 4.25% 12/12/42 50000 0.001 % 41.787 K $
CURRENCY CONTRACT-253653367 BUYUSD SELLNZD 2416765.69 0.001 % 19.000 K $
CURRENCY CONTRACT-253653715 BUYUSD SELLGBP 11077179.11 0.001 % 34.761 K $
CURRENCY CONTRACT-253653472 BUYUSD SELLCAD 2851433.15 0.001 % 43.978 K $
CURRENCY CONTRACT-253653895 BUYUSD SELLGBP 4990771.73 0.001 % 25.167 K $
CURRENCY CONTRACT-253653727 BUYAUD SELLUSD 5482686 0.001 % -33.537 K $
CURRENCY CONTRACT-253654539 BUYUSD SELLGBP 19111169.82 0.001 % -40.759 K $
CURRENCY CONTRACT-253654153 BUYUSD SELLJPY 4917556.83 0.001 % 21.209 K $
CURRENCY CONTRACT-253653439 BUYUSD SELLNZD 2055596.79 0.001 % 15.460 K $
CURRENCY CONTRACT-253652299 BUYUSD SELLNZD 950173.02 0.001 % 27.115 K $
AUSTRALIAN DOLLAR 8323.58 0 % 5.882 K $
CURRENCY CONTRACT-253654150 BUYEUR SELLUSD 1014903 0 % -3.560 K $
CURRENCY CONTRACT-253654824 BUYUSD SELLEUR 454511.47 0 % -525.820 $
CURRENCY CONTRACT-253654818 BUYUSD SELLCAD 2511722.87 0 % 9.979 K $
CURRENCY CONTRACT-253654634 BUYEUR SELLUSD 1672770 0 % 5.641 K $
CURRENCY CONTRACT-253653228 BUYUSD SELLNZD 2374591.25 0 % 8.984 K $
CURRENCY CONTRACT-253654696 BUYEUR SELLUSD 317941 0 % 1.083 K $
CURRENCY CONTRACT-253655044 BUYUSD SELLNZD 828124.98 0 % 2.797 K $
CURRENCY CONTRACT-253654821 BUYUSD SELLNZD 679201.72 0 % 1.939 K $
CURRENCY CONTRACT-253655111 BUYNZD SELLUSD 15268642 0 % 5.968 K $
NORWEGIAN KRONE 7627.76 0 % 801.720 $
JAPANESE YEN 37727.33 0 % 235.320 $
CURRENCY CONTRACT-253654431 BUYUSD SELLGBP 1952890.43 0 % -1.133 K $
CURRENCY CONTRACT-253654679 BUYUSD SELLGBP 21353545.86 0 % -4.478 K $
CURRENCY CONTRACT-253653318 BUYAUD SELLUSD 858694 0 % -6.365 K $
CURRENCY CONTRACT-253654434 BUYUSD SELLNZD 727198.29 0 % 1.545 K $
CURRENCY CONTRACT-253654631 BUYUSD SELLJPY 2047154.6 0 % 3.014 K $
CURRENCY CONTRACT-253655108 BUYUSD SELLAUD 5217884.14 0 % -5.352 K $
NEW ZEALAND DOLLAR 25385 0 % 14.763 K $
CURRENCY CONTRACT-253654461 BUYUSD SELLGBP 4699140.27 0 % -15.016 K $
CURRENCY CONTRACT-253654052 BUYUSD SELLJPY 1274301.64 0 % 7.425 K $
CURRENCY CONTRACT-253654815 BUYUSD SELLGBP 1250523.92 0 % 1.866 K $
CURRENCY CONTRACT-253654670 BUYUSD SELLJPY 416439.5 0 % 94.020 $
CURRENCY CONTRACT-253654147 BUYEUR SELLUSD 305890 0 % -1.263 K $
CURRENCY CONTRACT-253654667 BUYUSD SELLJPY 4982864.98 0 % 1.054 K $
CURRENCY CONTRACT-253653430 BUYUSD SELLNZD 324408.14 0 % 2.628 K $
BERKSHIRE 4.4% 05/15/42 2000 0 % 1.787 K $
CURRENCY CONTRACT-253653889 BUYUSD SELLGBP 800976.03 0 % 4.139 K $
ANHEUSER- 2.75% 03/17/36 10000 0 % 10.728 K $
CURRENCY CONTRACT-253655114 BUYUSD SELLNZD 8882465.3 0 % -6.021 K $
CURRENCY CONTRACT-253653399 BUYUSD SELLGBP 1258133.3 0 % 4.221 K $
CURRENCY CONTRACT-253655102 BUYAUD SELLUSD 7400386 0 % 5.615 K $
CURRENCY CONTRACT-253654237 BUYUSD SELLGBP 4862128.51 0 % 7.820 K $
CURRENCY CONTRACT-253654628 BUYEUR SELLUSD 311132.64 0 % 1.074 K $
CURRENCY CONTRACT-253653327 BUYUSD SELLNZD 273908.14 0 % 2.391 K $
CURRENCY CONTRACT-253653676 BUYUSD SELLGBP 850711.94 0 % 2.961 K $
CURRENCY CONTRACT-253655047 BUYEUR SELLUSD 1614147.81 0 % -2.462 K $