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, Strategic Intermediate Municipal Fund, and Fixed Income Absolute Return Fund). Class B share performance reflects the applicable contingent deferred sales charge (CDSC), which is 5% in the first year, declines to 1% in the sixth year, and is eliminated thereafter (except for Putnam Floating Rate Income Fund, Putnam Short Duration Bond Fund, and Putnam Fixed Income Absolute Return Fund; for these funds, the CDSC is 1% in the first year, declines to 0.5% in the second year, and is eliminated thereafter). Class C share performance reflects a 1% CDSC the first year that is eliminated thereafter. Performance for class B, C, M, N, R, and Y shares prior to their inception is derived from the historical performance of class A shares by adjusting for the applicable sales charge (or CDSC) and, except for class Y shares, the higher operating expenses for such shares (note, for two funds — Putnam Tax-Free High Yield Fund and Putnam Strategic Intermediate Municipal Fund performance prior to inception is based on the historical performance of class B shares). Performance for class A, C, R6, and Y shares of Putnam Mortgage Opportunities Fund before their inception is derived from the historical performance of class I shares, which has been adjusted for the applicable sales charge (or CDSC) and the higher operating expenses for such shares. The "after sales charge" performance (at public offering price) for class N shares reflects the current maximum initial sales charge of 1.50%. Class R, R3, R4, R5, and R6 shares, which are available to qualified employee-benefit plans only, are sold without an initial sales charge and have no CDSC. Class Y shares are generally only available for corporate and institutional clients and have no initial sales charge. Performance for class R3 and R4 shares prior to their inception is derived from the historical performance of class Y shares by adjusting for the higher operating expenses for such shares. Performance for class R5 shares before their inception is derived from the historical performance of class Y shares, which has not been adjusted for the lower expenses; had it been adjusted, performance would be higher (with the exception of the RetirementReady Maturity, 2025, 2030, 2035, and 2040 Funds, for which performance is derived from the historical performance of class R6 shares and has been adjusted for the higher operating expenses for such shares; and the RetirementReady 2045, 2050, 2055, and 2060 Funds, for which performance is derived from the historical performance of class R6 shares and has not been adjusted for the lower expenses; had it been adjusted, performance would be higher). Performance for class R6 shares before their inception is derived from the historical performance of class Y shares, which has not been adjusted for the lower operating expenses; had it been adjusted, performance would be higher. For a portion of the period, some funds had expenses limitations or had been sold on a limited basis with limited assets and expenses. Had these limits not been in place, performance would be lower.
Active Allocation
Dynamic Asset Allocation Conservative Fund (Class Y) (PACYX)
A globally diversified fund for preserving wealth
Advisor-only tools (login required)
Manager commentary: Global assets retreat amid heightened uncertainty
Manager commentary: Global assets retreat amid heightened uncertainty
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Highlights
Objective
The fund seeks total return consistent with preservation of capital.
Strategy and process
- Global benchmarkThe fund starts with a globally diversified benchmark with more efficient exposures relative to a typical 30/70 benchmark.
- Tactical flexibilityThe managers have the ability to tilt overall equity and fixed income allocations +/-15% and shift exposures within each asset class.
- Active implementationManagers proactively research and determine the most efficient implementation for each asset class.
Fund price and assets
| Net asset value (yesterday’s close) |
$10.05 0.70% | $0.07 |
| 52-week high | $12.19 (09/02/21) |
| 52-week low | $9.85 (06/14/22) |
| Net assets and outstanding shares | Download CSV |
Yield
| Distribution rate before sales charge as of 06/30/22 |
1.80% |
|---|---|
| Distribution rate after sales charge as of 06/30/22 |
1.80% |
| 30-day SEC yield as of 05/31/22 | 1.99% |
Consistency of positive performance over five years
Performance shown 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 click on the performance tab.
12.85%
Best 5-year annualized return
(for period ending 03/31/14)
-1.45%
Worst 5-year annualized return
(for period ending 03/31/09)
5.77%
Average 5-year annualized return
Fund facts as of 05/31/22
Total net assets
$916.34M
$916.34M
Turnover (fiscal year end)
380%
380%
Dividend frequency (view rate)
Monthly
Monthly
Number of holdings
2361
2361
Fiscal year-end
September
September
CUSIP / Fund code
746444801 / 1842
746444801 / 1842
Inception date
07/14/94
07/14/94
Category
Asset Allocation
Asset Allocation
Open to new investors
Ticker
PACYX
PACYX
Management team
Co-Chief Investment Officer, Global Asset Allocation
Co-Chief Investment Officer, Global Asset Allocation
Portfolio Manager
Head of Portfolio Construction
Literature
Fund documents |
|
| Fact Sheet (YA share) (PDF) |
|
| Summary Prospectus (PDF) |
|
| Statutory Prospectus (PDF) |
|
| Statement of Additional Information (SAI) (PDF) | |
| Annual Report (PDF) |
|
| Semiannual Report (PDF) |
|
| Brochure (PDF) |
|
| Proxy voting results (Form N-PX) (PDF) | |
| Quarterly commentary (PDF) | |
| Quarterly comparison of Putnam's Dynamic Asset Allocation funds (PDF) | |
The end of the Great Moderation
Russia's invasion of Ukraine may stop the string of more moderate business cycles since 1982 and raise the risk of recession.Performance
Total return (%) as of 06/30/22
Annual performance as of 06/30/22
Annualized Total return (%) as of 06/30/22
| Annualized performance | 1 yr. | 3 yrs. | 5 yrs. | 10 yrs. |
|---|---|---|---|---|
| Before sales charge | -12.74% | 1.18% | 2.50% | 4.61% |
| After sales charge | N/A | N/A | N/A | N/A |
| Bloomberg U.S. Aggregate Bond Index | -10.29% | -0.93% | 0.88% | 1.54% |
| Putnam Conservative Blended Benchmark | -11.46% | 2.16% | 3.67% | 4.77% |
Performance snapshot
| Before sales charge | After sales charge | ||
|---|---|---|---|
| 1 mt. as of 06/30/22 | -4.54% | - | |
| YTD as of 06/30/22 | -13.90% | - | |
Yield
| Distribution rate before sales charge as of 06/30/22 |
1.80% |
|---|---|
| Distribution rate after sales charge as of 06/30/22 |
1.80% |
| 30-day SEC yield as of 05/31/22 | 1.99% |
Risk-adjusted performance as of 05/31/22
| Sharpe ratio (3 yrs.) | 0.45 |
|---|
Volatility as of 05/31/22
| Standard deviation (3 yrs.) | 7.14% |
|---|
Fixed income statistics as of 05/31/22
| Average effective duration | 4.39 yrs. |
|---|
Lipper rankings as of 05/31/22
| Time period | Rank/Funds in category | Percentile ranking |
|---|---|---|
| 1 yr. | 172/315 | 55% |
| 3 yrs. | 141/292 | 49% |
| 5 yrs. | 145/280 | 52% |
| 10 yrs. | 49/201 | 25% |
Morningstar Ratings™ as of 05/31/22
| Time period | Funds in category | Morningstar Rating™ |
|---|---|---|
| Overall | 427 | |
| 3 yrs. | 427 | |
| 5 yrs. | 392 | |
| 10 yrs. | 281 |
Distributions
| Record/Ex dividend date | 06/16/22 |
|---|---|
| Payable date | 06/21/22 |
| Income | $0.015 |
| 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.
Compare
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** FundVisualizer comparison based on Putnam fund versus the largest fund in its Morningstar category.
Holdings
| Fnma Fn30 Tba Umbs 03.5000 07/01/2052 | 3.74% |
|---|---|
| Fnma Fn15 Tba Umbs 02.5000 06/01/2037 | 2.85% |
| Apple Inc Sedol 2046251 | 2.31% |
| Microsoft Corp Sedol 2588173 | 2.06% |
| Fnma Fn30 Tba Umbs 03.0000 07/01/2052 | 1.66% |
| Gnma Gii30 Tba 03.0000 06/01/2052 | 1.37% |
| Amazon.Com Inc Sedol 2000019 | 1.08% |
| Alphabet Inc-Cl A Sedol Byvy8g0 | 1.03% |
| Fnma Fn30 Tba Umbs 02.5000 06/01/2052 | 1.00% |
| Fnma Fn30 Tba Umbs 04.5000 06/01/2052 | 1.00% |
| Top 10 holdings, percent of portfolio | 18.11% |
| Top 10 holdings as of 05/31/22 | |
|---|---|
| Fnma Fn30 Tba Umbs 03.5000 07/01/2052 | |
| Fnma Fn15 Tba Umbs 02.5000 06/01/2037 | |
| Apple Inc Sedol 2046251 | |
| Microsoft Corp Sedol 2588173 | |
| Fnma Fn30 Tba Umbs 03.0000 07/01/2052 | |
| Gnma Gii30 Tba 03.0000 06/01/2052 | |
| Amazon.Com Inc Sedol 2000019 | |
| Alphabet Inc-Cl A Sedol Byvy8g0 | |
| Fnma Fn30 Tba Umbs 02.5000 06/01/2052 | |
| Fnma Fn30 Tba Umbs 04.5000 06/01/2052 | |
| Holdings represent 18.11% of portfolio | |
| Top 10 holdings as of 04/30/22 | |
|---|---|
| Fnma Fn30 Tba Umbs 03.5000 06/01/2052 | |
| Fnma fn15 Tba Umbs 02.5000 05/01/2037 | |
| Fnma Fn30 Tba Umbs 02.5000 05/01/2052 | |
| Apple Inc Sedol 2046251 | |
| Microsoft Corp Sedol 2588173 | |
| Fnma Fn30 Tba Umbs 04.5000 06/01/2052 | |
| Fnma Fn30 Tba Umbs 04.0000 06/01/2052 | |
| Gnma Gii30 Tba 03.0000 05/01/2052 | |
| Fnma Fn30 Tba Umbs 03.0000 06/01/2052 | |
| Amazon.Com Inc Sedol 2000019 | |
| Holdings represent 23.41% of portfolio | |
| Top 10 holdings as of 03/31/22 | |
|---|---|
| Fnma Fn30 Tba Umbs 03.5000 05/01/2052 | |
| Fnma Fn15 Tba Umbs 02.5000 04/01/2037 | |
| Apple Inc Sedol 2046251 | |
| Fnma Fn30 Tba Umbs 02.5000 05/01/2052 | |
| Fnma Fn30 Tba Umbs 04.0000 05/01/2052 | |
| Microsoft Corp Sedol 2588173 | |
| Gnma Gii30 Tba 03.0000 04/01/2052 | |
| Amazon.Com Inc Sedol 2000019 | |
| Fnma Fn30 Tba Umbs 03.0000 05/01/2052 | |
| Alphabet Inc-Cl A Sedol Byvy8g0 | |
| Holdings represent 23.59% of portfolio | |
| Top 10 holdings as of 02/28/22 | |
|---|---|
| Fnma Fn30 Tba Umbs 03.5000 03/01/2052 | |
| Fnma Fn15 Tba Umbs 02.5000 03/01/2037 | |
| Fnma Fn30 Tba Umbs 03.0000 03/01/2052 | |
| Apple Inc Sedol 2046251 | |
| Microsoft Corp Sedol 2588173 | |
| Gnma Gii30 Tba 03.0000 03/01/2052 | |
| Amazon.Com Inc Sedol 2000019 | |
| Fnma Fn30 Tba Umbs 02.5000 03/01/2052 | |
| Alphabet Inc-Cl A Sedol Byvy8g0 | |
| Gnma Gii30 Ma6766 03.0000 07/20/2050 | |
| Holdings represent 22.14% of portfolio | |
| US 5YR NOTE (CBT) SEP22 FVU2 | 7.93% |
|---|---|
| US 2YR NOTE (CBT) SEP22 TUU2 | 6.40% |
| US 10YR NOTE (CBT)SEP22 TYU2 | 4.30% |
| US ULTRA BOND CBT SEP22 WNU2 | 3.99% |
| FNMA FN30 TBA UMBS 03.5000 07/01/2052 | 3.74% |
| FNMA FN15 TBA UMBS 02.5000 06/01/2037 | 2.85% |
| APPLE INC SEDOL 2046251 | 2.31% |
| GSGLPWDL R SOFR P 12/15/25 GS | 2.29% |
| US LONG BOND(CBT) SEP22 USU2 | 2.08% |
| MICROSOFT CORP SEDOL 2588173 | 2.06% |
| FNMA FN30 TBA UMBS 04.0000 06/01/2052 | 1.75% |
| FNMA FN30 TBA UMBS 03.0000 07/01/2052 | 1.66% |
| GNMA GII30 TBA 03.0000 06/01/2052 | 1.37% |
| TREASURY BILL 00.0000 06/21/2022 | 1.12% |
| AMAZON.COM INC SEDOL 2000019 | 1.08% |
| ALPHABET INC-CL A SEDOL BYVY8G0 | 1.03% |
| FNMA FN30 TBA UMBS 02.5000 06/01/2052 | 1.00% |
| FNMA FN30 TBA UMBS 04.5000 06/01/2052 | 1.00% |
| FNMA FN30 TBA UMBS 04.5000 07/01/2052 | 1.00% |
| GNMA GII30 MA6766 03.0000 07/20/2050 | 0.99% |
| FNMA FN30 CA8525 UMBS 02.5000 12/01/2050 | 0.90% |
| FHLMC FR30 ZS4750 UMBS 03.0000 01/01/2048 | 0.86% |
| GNMA GII30 MA6932 03.0000 10/20/2050 | 0.79% |
| S&P GSCI ER INDEX | 0.76% |
| NVIDIA CORP SEDOL 2379504 | 0.69% |
| MERCK & CO. INC. SEDOL 2778844 | 0.63% |
| TREASURY BILL 00.0000 06/09/2022 | 0.62% |
| JPMORGAN CHASE & CO SEDOL 2190385 | 0.62% |
| GNMA GII30 MA6820 03.0000 08/20/2050 | 0.61% |
| WALMART INC SEDOL 2936921 | 0.57% |
| ACCENTURE PLC-CL A SEDOL B4BNMY3 | 0.55% |
| QUALCOMM INC SEDOL 2714923 | 0.50% |
| TESLA INC SEDOL B616C79 | 0.50% |
| GOLDMAN SACHS GROUP INC SEDOL 2407966 | 0.46% |
| FNMA FN30 TBA UMBS 06.0000 06/01/2052 | 0.46% |
| CITIGROUP INC SEDOL 2297907 | 0.45% |
| FNMA FN30 BQ1269 UMBS 02.5000 08/01/2050 | 0.43% |
| BOOKING HOLDINGS INC SEDOL BDRXDB4 | 0.42% |
| ABBVIE INC SEDOL B92SR70 | 0.41% |
| INTUIT INC SEDOL 2459020 | 0.41% |
| ALPHABET INC-CL C SEDOL BYY88Y7 | 0.39% |
| ADOBE INC SEDOL 2008154 | 0.38% |
| PROCTER & GAMBLE CO/THE SEDOL 2704407 | 0.38% |
| ELI LILLY & CO SEDOL 2516152 | 0.37% |
| O'REILLY AUTOMOTIVE INC SEDOL B65LWX6 | 0.36% |
| FNMA FN30 FM1741 UMBS 04.0000 04/01/2049 | 0.36% |
| EXXON MOBIL CORP SEDOL 2326618 | 0.35% |
| CORTEVA INC SEDOL BK73B42 | 0.35% |
| ABBOTT LABORATORIES SEDOL 2002305 | 0.34% |
| TREASURY BILL 00.0000 06/16/2022 | 0.34% |
| FNMA FN30 BQ0329 UMBS 02.5000 07/01/2050 | 0.33% |
| MCKESSON CORP SEDOL 2378534 | 0.33% |
| FNMA FN30 MA3563 UMBS 04.0000 01/01/2049 | 0.32% |
| PHILIP MORRIS INTERNATIONAL SEDOL B2PKRQ3 | 0.32% |
| VERTEX PHARMACEUTICALS INC SEDOL 2931034 | 0.31% |
| CADENCE DESIGN SYS INC SEDOL 2302232 | 0.29% |
| FNMA FN30 FM4328 UMBS 02.5000 09/01/2050 | 0.29% |
| WELLS FARGO & COMPANY 03.3500 03/02/2033 | 0.28% |
| AMERICAN ELECTRIC POWER SEDOL 2026242 | 0.28% |
| JPMORGAN CHASE & CO 03.6250 12/01/2027 | 0.28% |
| COCA-COLA CO/THE SEDOL 2206657 | 0.28% |
| FNMA FN30 BT7180 UMBS 02.5000 08/01/2051 | 0.27% |
| CITIGROUP INC 03.6680 07/24/2028 | 0.27% |
| TARGET CORP SEDOL 2259101 | 0.26% |
| MORGAN STANLEY 03.7720 01/24/2029 | 0.26% |
| META PLATFORMS INC-CLASS A SEDOL B7TL820 | 0.26% |
| SHELL PLC SEDOL BP6MXD8 | 0.25% |
| CONOCOPHILLIPS | 0.25% |
| JOHNSON CONTROLS INTERNATION SEDOL BY7QL61 | 0.25% |
| UNION PACIFIC CORP SEDOL 2914734 | 0.25% |
| JPMORGAN CHASE & CO 03.9640 11/15/2048 | 0.25% |
| FNMA FN30 FM7741 UMBS 02.5000 05/01/2051 | 0.24% |
| METLIFE INC SEDOL 2573209 | 0.24% |
| BANK OF AMERICA CORP SEDOL 2295677 | 0.24% |
| COLGATE-PALMOLIVE CO SEDOL 2209106 | 0.24% |
| BANK OF AMERICA CORP 01.7340 07/22/2027 | 0.23% |
| CISCO SYSTEMS INC SEDOL 2198163 | 0.23% |
| SYNOPSYS INC SEDOL 2867719 | 0.23% |
| AUTOZONE INC SEDOL 2065955 | 0.22% |
| MASTERCARD INC - A SEDOL B121557 | 0.22% |
| AT&T INC 02.5500 12/01/2033 | 0.22% |
| UNITEDHEALTH GROUP INC SEDOL 2917766 | 0.22% |
| AMERICAN TOWER CORP SEDOL B7FBFL2 | 0.22% |
| GOLDMAN SACHS GROUP INC 03.8500 01/26/2027 | 0.22% |
| AT&T INC SEDOL 2831811 | 0.22% |
| NORTHROP GRUMMAN CORP SEDOL 2648806 | 0.21% |
| CSX CORP SEDOL 2160753 | 0.21% |
| FNMA FN30 MA2737 UMBS 03.0000 09/01/2046 | 0.21% |
| VALERO ENERGY CORP SEDOL 2041364 | 0.21% |
| ANTHEM INC SEDOL BSPHGL4 | 0.20% |
| DANAHER CORP SEDOL 2250870 | 0.20% |
| VISA INC-CLASS A SHARES SEDOL B2PZN04 | 0.20% |
| FNMA FN30 AL9859 UMBS 03.0000 03/01/2047 | 0.20% |
| FHLMC FR30 QC4957 UMBS 02.5000 08/01/2051 | 0.20% |
| CHEVRON CORP | 0.19% |
| MICROSOFT CORP 02.4000 08/08/2026 | 0.19% |
| CVS HEALTH CORP 04.7800 03/25/2038 | 0.19% |
| REGENERON PHARMACEUTICALS SEDOL 2730190 | 0.19% |
| FNMA FN30 FM7995 UMBS 02.5000 07/01/2051 | 0.19% |
| FNMA FN30 FM7985 UMBS 02.5000 07/01/2051 | 0.19% |
| GENERAL DYNAMICS CORP SEDOL 2365161 | 0.19% |
| MARATHON OIL CORP SEDOL 2910970 | 0.19% |
| PFIZER INC SEDOL 2684703 | 0.18% |
| TREASURY BILL 00.0000 06/28/2022 | 0.18% |
| SCHWAB (CHARLES) CORP SEDOL 2779397 | 0.18% |
| FHLMC FR30 QC1327 UMBS 02.5000 05/01/2051 | 0.18% |
| VERIZON COMMUNICATIONS INC SEDOL 2090571 | 0.18% |
| NRG ENERGY INC SEDOL 2212922 | 0.18% |
| FORD MOTOR CO SEDOL 2615468 | 0.18% |
| HONEYWELL INTERNATIONAL INC SEDOL 2020459 | 0.18% |
| JOHNSON & JOHNSON SEDOL 2475833 | 0.18% |
| PACIFIC GAS & ELECTRIC 01.3670 03/10/2023 | 0.18% |
| E-MINI RUSS 2000 JUN22 RTYM2 | 0.17% |
| FNMA FN30 BM5024 UMBS 03.0000 11/01/2048 | 0.17% |
| LOCKHEED MARTIN CORP SEDOL 2522096 | 0.17% |
| FNMA FN30 BR5618 UMBS 02.5000 03/01/2051 | 0.17% |
| 1.85 R ISWP FWD SOFR P 06/15/2027 | 0.16% |
| DIAGEO PLC SEDOL 0237400 | 0.16% |
| COMCAST CORP-CLASS A SEDOL 2044545 | 0.16% |
| FNMA FN30 FS1863 UMBS 03.5000 05/01/2052 | 0.16% |
| FREEPORT-MCMORAN INC SEDOL 2352118 | 0.16% |
| FNMA FN30 FS1262 UMBS 03.5000 04/01/2052 | 0.16% |
| UNITEDHEALTH GROUP INC 03.8500 06/15/2028 | 0.16% |
| AMERIPRISE FINANCIAL INC SEDOL B0J7D57 | 0.16% |
| ASTRAZENECA PLC SEDOL 0989529 | 0.16% |
| COSTCO WHOLESALE CORP SEDOL 2701271 | 0.16% |
| APPLE INC 04.2500 02/09/2047 | 0.16% |
| PALO ALTO NETWORKS INC SEDOL B87ZMX0 | 0.16% |
| CRH PLC SEDOL 4182249 | 0.16% |
| CROWN CASTLE INTL CORP SEDOL BTGQCX1 | 0.15% |
| MEDTRONIC PLC SEDOL BTN1Y11 | 0.15% |
| PEPSICO INC SEDOL 2681511 | 0.15% |
| SONY GROUP CORP SEDOL 6821506 | 0.15% |
| UNIVERSAL MUSIC GROUP NV SEDOL BNZGVV1 | 0.15% |
| ECOLAB INC 02.7000 11/01/2026 | 0.15% |
| VERIZON COMM 04.3290 09/21/2028 | 0.15% |
| MORGAN STANLEY 03.1250 01/23/2023 | 0.14% |
| BANK OF AMERICA CORP 03.8460 03/08/2037 | 0.14% |
| EQUINIX INC. 02.9000 11/18/2026 | 0.14% |
| FORTIVE CORP SEDOL BYT3MK1 | 0.14% |
| RAYTHEON TECHNOLOGIES CORP SEDOL BM5M5Y3 | 0.14% |
| AMETEK INC SEDOL 2089212 | 0.14% |
| AT&T INC 03.5500 09/15/2055 | 0.14% |
| DBS GROUP HOLDINGS LTD SEDOL 6175203 | 0.14% |
| GARTNER INC SEDOL 2372763 | 0.14% |
| MAGALLANES INC P/P 144A 04.2790 03/15/2032 | 0.14% |
| STACR 2018-HRP2 M3AS 02.0057 02/25/2047 | 0.14% |
| GAMING AND LEISURE PROPERTIE SEDOL BFPK4S5 | 0.14% |
| IQVIA HOLDINGS INC SEDOL BDR73G1 | 0.14% |
| EXELON CORP SEDOL 2670519 | 0.14% |
| HOYA CORP SEDOL 6441506 | 0.14% |
| ANGLO AMERICAN PLC SEDOL B1XZS82 | 0.14% |
| AERCAP IRELAND CAP/GLOBA USD 03.3000 01/30/2032 | 0.14% |
| MERCK KGAA SEDOL 4741844 | 0.13% |
| ASTRAZENECA PLC-SPONS ADR SEDOL 2989044 | 0.13% |
| AMAZON.COM INC 03.1500 08/22/2027 | 0.13% |
| DEUTSCHE BANK NY 01.6860 03/19/2026 | 0.13% |
| HOME DEPOT INC SEDOL 2434209 | 0.13% |
| ROCHE HOLDING AG-GENUSSCHEIN SEDOL 7110388 | 0.13% |
| SHELL PLC SEDOL BP6MXT4 | 0.13% |
| ENTERPRISE PRODUCTS OPER 04.2500 02/15/2048 | 0.13% |
| THERMO FISHER SCIENTIFIC INC SEDOL 2886907 | 0.13% |
| BROADCOM CRP / CAYM 03.5000 01/15/2028 | 0.13% |
| PNC FINANCIAL SERVICES GROUP SEDOL 2692665 | 0.13% |
| BANCO SANTANDER SA USD 03.2250 11/22/2032 | 0.13% |
| NEW YORK LIFE INS P/P 144A 01.1000 05/05/2023 | 0.13% |
| SANOFI SEDOL 5671735 | 0.12% |
| CAPITAL ONE FINANCIAL CO 02.3590 07/29/2032 | 0.12% |
| DUPONT DE NEMOURS INC SEDOL BK0VN47 | 0.12% |
| EDWARDS LIFESCIENCES CORP SEDOL 2567116 | 0.12% |
| FHR 5080 DI IO 04.0000 03/25/2051 | 0.12% |
| STACR 2016-DNA2 M3 05.6557 10/25/2028 | 0.12% |
| ALLY FINANCIAL INC SEDOL B72XK05 | 0.12% |
| FNR 2021-67 DI IO 04.0000 10/25/2051 | 0.12% |
| FHR 5119 IC IO 04.0000 06/25/2051 | 0.12% |
| NOVARTIS CAPITAL CORP 04.0000 11/20/2045 | 0.12% |
| UNITED MEXICAN STATES USD 02.6590 05/24/2031 | 0.12% |
| EQUITABLE HOLDINGS INC SEDOL BKRMR96 | 0.12% |
| FHR 5117 CI IO 05.0000 06/25/2051 | 0.12% |
| NIKE INC -CL B SEDOL 2640147 | 0.12% |
| NOVARTIS AG-REG SEDOL 7103065 | 0.12% |
| AMERICAN INTERNATIONAL GROUP SEDOL 2027342 | 0.12% |
| GENERAL MOTORS FINL CO 04.0000 10/06/2026 | 0.12% |
| JPMORGAN CHASE & CO 03.3750 05/01/2023 | 0.12% |
| LONZA GROUP AG-REG SEDOL 7333378 | 0.12% |
| REPUBLIC SERVICES INC SEDOL 2262530 | 0.11% |
| SNOWFLAKE INC-CLASS A SEDOL BN134B7 | 0.11% |
| FIDELITY NATIONAL INFO SERV SEDOL 2769796 | 0.11% |
| NOVO NORDISK A/S-B SEDOL BHC8X90 | 0.11% |
| CREDIT SUISSE GRP AG P/P 144A 02.1930 06/05/2026 | 0.11% |
| ENERGY TRANSFER LP 03.7500 05/15/2030 | 0.11% |
| DEERE & CO SEDOL 2261203 | 0.11% |
| SOUTHWEST AIRLINES CO SEDOL 2831543 | 0.11% |
| BANK OF AMERICA CORP 06.1100 01/29/2037 | 0.11% |
| KEURIG DR PEPPER INC SEDOL BD3W133 | 0.11% |
| COMMONWEALTH BK AUST P/P 144A 03.1500 09/19/2027 | 0.11% |
| EASTMAN CHEMICAL CO SEDOL 2298386 | 0.11% |
| MICROSOFT CORP 02.9210 03/17/2052 | 0.11% |
| WEYERHAEUSER CO SEDOL 2958936 | 0.11% |
| CAPGEMINI SE SEDOL 4163437 | 0.11% |
| DNB BANK ASA P/P 144A 02.1500 12/02/2022 | 0.11% |
| LVMH MOET HENNESSY LOUIS VUI SEDOL 4061412 | 0.11% |
| SHERWIN-WILLIAMS CO/THE SEDOL 2804211 | 0.11% |
| SHELL INTERNATIONAL FIN USD 02.8750 05/10/2026 | 0.10% |
| INTERPUBLIC GRP 04.6500 10/01/2028 | 0.10% |
| ASSURED GUARANTY LTD SEDOL B00V7H8 | 0.10% |
| DEUTSCHE POST AG-REG SEDOL 4617859 | 0.10% |
| GENERAL MOTORS CO SEDOL B665KZ5 | 0.10% |
| HALLIBURTON CO SEDOL 2405302 | 0.10% |
| PULTEGROUP INC SEDOL 2708841 | 0.10% |
| SERVICENOW INC SEDOL B80NXX8 | 0.10% |
| AES CORP SEDOL 2002479 | 0.10% |
| AXA SA SEDOL 7088429 | 0.10% |
| THALES SA SEDOL 4162791 | 0.10% |
| TORONTO-DOMINION BANK USD 01.9000 12/01/2022 | 0.10% |
| CBRE GROUP INC - A SEDOL B6WVMH3 | 0.10% |
| DEUTSCHE BOERSE AG SEDOL 7021963 | 0.10% |
| ROCHE HOLDINGS INC P/P 144A 04.0000 11/28/2044 | 0.10% |
| EATON CORP PLC SEDOL B8KQN82 | 0.10% |
| GOLDMAN SACHS GROUP INC 04.2230 05/01/2029 | 0.10% |
| MITSUBISHI CORP SEDOL 6596785 | 0.10% |
| IVORY COAST REGS 06.1250 06/15/2033 | 0.10% |
| PINTEREST INC- CLASS A SEDOL BJ2Z0H2 | 0.10% |
| TARGA RESOURCES CORP SEDOL B55PZY3 | 0.10% |
| COMCAST CORP 03.4500 02/01/2050 | 0.10% |
| AGILENT TECHNOLOGIES INC SEDOL 2520153 | 0.10% |
| FHR 5127 AI IO 03.0000 06/25/2051 | 0.10% |
| CANADIAN PACIFIC RAILWAY USD 01.7500 12/02/2026 | 0.10% |
| BNP PARIBAS SEDOL 7309681 | 0.09% |
| FHR 5138 YI IO 04.5000 12/25/2049 | 0.09% |
| MITSUBISHI UFJ FINANCIAL GRO SEDOL 6335171 | 0.09% |
| T-MOBILE USA INC 02.2500 11/15/2031 | 0.09% |
| AIR LEASE CORP 03.2500 10/01/2029 | 0.09% |
| BANK OF IRELAND GROUP PLC SEDOL BD1RP61 | 0.09% |
| CCO HOLDINGS LLC P/P 144A 05.3750 06/01/2029 | 0.09% |
| CK HUTCHISON HOLDINGS LTD SEDOL BW9P816 | 0.09% |
| ORACLE CORP 04.0000 11/15/2047 | 0.09% |
| BJ'S WHOLESALE CLUB HOLDINGS SEDOL BFZNZF8 | 0.09% |
| CF INDUSTRIES INC 04.9500 06/01/2043 | 0.09% |
| REP OF INDONESIA P/P 144A 04.3500 01/08/2027 | 0.09% |
| ATLASSIAN CORP PLC-CLASS A SEDOL BZ09BD1 | 0.09% |
| NORTHROP GRUMMAN CORP 03.2500 01/15/2028 | 0.09% |
| ORACLE CORP 02.5000 10/15/2022 | 0.09% |
| FHR 5152 IE IO 03.5000 10/25/2051 | 0.09% |
| REPUBLIC OF INDONESIA REGS 04.7500 01/08/2026 | 0.09% |
| T-MOBILE USA INC 03.7500 04/15/2027 | 0.09% |
| NESTLE HOLDINGS INC P/P 144A 00.3750 01/15/2024 | 0.09% |
| ADVANCED MICRO DEVICES SEDOL 2007849 | 0.09% |
| APOLLO GLOBAL MANAGEMENT INC SEDOL BN44JF6 | 0.09% |
| BRISTOL-MYERS 02.9000 07/26/2024 | 0.09% |
| CAPITAL ONE FINANCIAL CORP SEDOL 2654461 | 0.09% |
| CHARTER COMMUNICATIONS INC-A SEDOL BZ6VT82 | 0.09% |
| COCA-COLA EUROPACIFIC PARTNE SEDOL BYQQ3P5 | 0.09% |
| D.R. HORTON INC 01.3000 10/15/2026 | 0.09% |
| TENET HEALTHCARE P/P 144A 04.8750 01/01/2026 | 0.09% |
| US BANCORP 02.4910 11/03/2036 | 0.09% |
| BP PLC SEDOL 0798059 | 0.09% |
| FHR 5094 AI IO 03.0000 04/25/2041 | 0.09% |
| MODERNA INC SEDOL BGSXTS3 | 0.09% |
| APPLIED MATERIALS INC SEDOL 2046552 | 0.09% |
| BRISTOL-MYERS SQUIBB CO SEDOL 2126335 | 0.09% |
| HILTON WORLDWIDE HOLDINGS IN SEDOL BYVMW06 | 0.08% |
| KINDER MORGAN INC SEDOL B3NQ4P8 | 0.08% |
| MRAIT 2020-2 A2 02.0000 08/15/2022 | 0.08% |
| PETROLEOS MEXICANOS USD 06.7000 02/16/2032 | 0.08% |
| VERIZON COMMUNICATIONS 04.4000 11/01/2034 | 0.08% |
| ANHEUSER-BUSCH INBEV WOR 04.6000 04/15/2048 | 0.08% |
| DBUBS 2011-LC3A D 144A 05.3702 08/10/2044 | 0.08% |
| FNMA FN30 AS7003 UMBS 03.0000 04/01/2046 | 0.08% |
| TELEFONICA EMISIONES SAU USD 04.8950 03/06/2048 | 0.08% |
| ENERGY TRANSFER LP 06.6250 02/15/2028 | 0.08% |
| FIRST-CITIZENS BANK/TRST 06.1250 03/09/2028 | 0.08% |
| RAYTHEON TECH CORP 04.1250 11/16/2028 | 0.08% |
| FHR 5162 HI IO 04.0000 11/25/2051 | 0.08% |
| GNR 2021-117 MI IO 03.5000 05/20/2042 | 0.08% |
| ALLY FINANCIAL INC 08.0000 11/01/2031 | 0.08% |
| CAS 2016-C04 1M2 05.2557 01/25/2029 | 0.08% |
| DUKE ENERGY CORP 03.1500 08/15/2027 | 0.08% |
| TORONTO-DOMINION BANK USD 03.6250 09/15/2031 | 0.08% |
| AMEREN CORPORATION SEDOL 2050832 | 0.08% |
| FNR 2021-28 GI IO 04.0000 05/25/2051 | 0.08% |
| LINDE PLC SEDOL BYWD9S5 | 0.08% |
| SUMITOMO TR&BK P/P 144A 00.8000 09/12/2023 | 0.08% |
| BRISTOL-MYERS 03.2500 02/20/2023 | 0.08% |
| COMCAST CORP 03.9690 11/01/2047 | 0.08% |
| CONSTELLATION ENERGY SEDOL BMH4FS1 | 0.08% |
| FNR 2020-67 JI IO 04.0000 09/25/2050 | 0.08% |
| INTUITIVE SURGICAL INC SEDOL 2871301 | 0.08% |
| MARATHON PETROLEUM CORP SEDOL B3K3L40 | 0.08% |
| PURE STORAGE INC - CLASS A SEDOL BYZ62T3 | 0.08% |
| FAIRFAX FINL HLDGS USD 04.8500 04/17/2028 | 0.08% |
| UBER TECHNOLOGIES INC SEDOL BK6N347 | 0.08% |
| BIOGEN INC 03.6250 09/15/2022 | 0.08% |
| FHR 5121 KI IO 04.0000 06/25/2051 | 0.08% |
| L OREAL SEDOL 4057808 | 0.08% |
| LONDON STOCK EXCHANGE GROUP SEDOL B0SWJX3 | 0.08% |
| LULULEMON ATHLETICA INC SEDOL B23FN39 | 0.08% |
| BOSTON PROPERTIES INC SEDOL 2019479 | 0.08% |
| BP CAPITAL MARKETS PLC USD 03.2790 09/19/2027 | 0.08% |
| GSMS 2014-GC22 C 04.6870 06/10/2047 | 0.08% |
| MOLINA HEALTHCARE INC SEDOL 2212706 | 0.08% |
| SIRIUS XM RADIO INC P/P 144A 05.0000 08/01/2027 | 0.08% |
| SPST 2022-2 A1 01.5760 05/25/2023 | 0.08% |
| SPST 2022-3 A1 02.1724 05/29/2023 | 0.08% |
| AIA GROUP LTD SEDOL B4TX8S1 | 0.08% |
| AMERICAN TOWER CORPORATION 02.7500 01/15/2027 | 0.08% |
| AMGEN INC 02.6000 08/19/2026 | 0.08% |
| CAS 2015-C04 2M2 06.5557 04/25/2028 | 0.08% |
| CGMS 2014-1A A1R2 144A 02.0143 04/17/2031 | 0.08% |
| COMCAST CORP 02.3500 01/15/2027 | 0.08% |
| EOG RESOURCES INC 02.6250 03/15/2023 | 0.08% |
| ESTEE LAUDER COMPANIES-CL A SEDOL 2320524 | 0.08% |
| MORGAN STANLEY 04.3750 01/22/2047 | 0.08% |
| UBS GROUP AG-REG SEDOL BRJL176 | 0.08% |
| BERRY GLOBAL INC 01.5700 01/15/2026 | 0.07% |
| BRENNTAG SE SEDOL B4YVF56 | 0.07% |
| CUBESMART SEDOL B6SW913 | 0.07% |
| FHR 5024 HI IO 04.5000 10/25/2050 | 0.07% |
| FHR 5167 IO IO 03.0000 11/25/2051 | 0.07% |
| IBM CORP 01.8750 08/01/2022 | 0.07% |
| MARVELL TECHNOLOGY INC SEDOL BNKJSM5 | 0.07% |
| ORACLE CORP SEDOL 2661568 | 0.07% |
| RENESAS ELECTRONICS CORP SEDOL 6635677 | 0.07% |
| ASAHI GROUP HOLDINGS LTD SEDOL 6054409 | 0.07% |
| ASHTEAD CAPITAL INC P/P 144A 04.3750 08/15/2027 | 0.07% |
| BANCO SANTANDER SA SEDOL 5705946 | 0.07% |
| FHR 5134 IB IO 04.0000 08/25/2051 | 0.07% |
| RIO TINTO PLC SEDOL 0718875 | 0.07% |
| STARBUCKS CORP SEDOL 2842255 | 0.07% |
| BECTON DICKINSON AND CO 01.9570 02/11/2031 | 0.07% |
| CAS 2015-C04 1M2 06.7057 04/25/2028 | 0.07% |
| LIVE NATION ENTERTAINMENT IN SEDOL B0T7YX2 | 0.07% |
| OMNICOM GP/OMNICOM CAP 03.6000 04/15/2026 | 0.07% |
| BANK OF AMERICA CORP 02.4960 02/13/2031 | 0.07% |
| BERKSHIRE HATHAWAY INC-CL B SEDOL 2073390 | 0.07% |
| CAS 2016-C05 2M2 05.4557 01/25/2029 | 0.07% |
| HCA HEALTHCARE INC SEDOL B4MGBG6 | 0.07% |
| JERONIMO MARTINS SEDOL B1Y1SQ7 | 0.07% |
| KDDI CORP SEDOL 6248990 | 0.07% |
| ARES CAPITAL CORP 02.8750 06/15/2027 | 0.07% |
| FNR 2020-96 JI IO 03.0000 01/25/2051 | 0.07% |
| PSTAT 2022-2A A2 144A 02.9878 10/15/2030 | 0.07% |
| VERIZON COMMUNICATIONS 03.7000 03/22/2061 | 0.07% |
| CSAIL 2015-C1 C 04.2599 04/15/2050 | 0.07% |
| FED REPUBLIC OF BRAZIL USD 03.8750 06/12/2030 | 0.07% |
| FNMA FN30 BC2733 UMBS 03.0000 05/01/2046 | 0.07% |
| MERCK & CO INC 03.7000 02/10/2045 | 0.07% |
| MOODY'S CORPORATION 02.0000 08/19/2031 | 0.07% |
| SPST 2021-16 A1 01.5936 11/07/2022 | 0.07% |
| WESTROCK MWV LLC 08.2000 01/15/2030 | 0.07% |
| WFRBS 2013-C18 AS 04.3870 12/15/2046 | 0.07% |
| KEURIG DR PEPPER INC 02.2500 03/15/2031 | 0.07% |
| LIFE STORAGE INC SEDOL BDCSFJ6 | 0.07% |
| NETFLIX INC. 05.8750 11/15/2028 | 0.07% |
| OTIS WORLDWIDE CORP SEDOL BK531S8 | 0.07% |
| SPRINT CAPITAL CORPORATION 06.8750 11/15/2028 | 0.07% |
| WFRBS 2013-C11 C 04.1739 03/15/2045 | 0.07% |
| BHP GROUP LTD SEDOL 6144690 | 0.07% |
| CHIPOTLE MEXICAN GRILL INC SEDOL B0X7DZ3 | 0.07% |
| EAST WEST BANCORP INC SEDOL 2487407 | 0.07% |
| ENDEAVOR ENERGY P/P 144A 05.7500 01/30/2028 | 0.07% |
| FHR 5036 IK IO 04.0000 04/25/2050 | 0.07% |
| FHR 5142 AI IO 03.5000 09/25/2051 | 0.07% |
| FNR 2021-45 MI IO 02.5000 02/25/2049 | 0.07% |
| BANCO BILBAO VIZCAYA ARGENTA SEDOL 5501906 | 0.07% |
| FHLMC FR30 ZS4703 UMBS 03.0000 02/01/2047 | 0.07% |
| FNMA FN30 BQ3998 UMBS 02.5000 10/01/2050 | 0.07% |
| ICG 2018-3A B1R 144A 02.6340 01/24/2032 | 0.07% |
| LENNAR CORP 04.7500 11/29/2027 | 0.07% |
| PPG INDUSTRIES INC SEDOL 2698470 | 0.07% |
| REPUBLIC OF CHILE USD 04.3400 03/07/2042 | 0.07% |
| UBS GROUP AG REGS 06.8750 12/29/2049 | 0.07% |
| UNITED RENTALS INC SEDOL 2134781 | 0.07% |
| EQUINOR ASA SEDOL 7133608 | 0.06% |
| IDEXX LABORATORIES INC SEDOL 2459202 | 0.06% |
| NESTLE SA-REG SEDOL 7123870 | 0.06% |
| STELLANTIS NV SEDOL BMD8F98 | 0.06% |
| VOLKSWAGEN AG PFD SEDOL 5497168 | 0.06% |
| ARAMARK SEDOL BH3XG17 | 0.06% |
| FNR 2021-28 NI IO 03.0000 05/25/2041 | 0.06% |
| AGL 2021-13A A1 144A 02.2227 10/20/2034 | 0.06% |
| AMERICAN ELECTRIC POWER 04.3000 12/01/2028 | 0.06% |
| CAS 2017-C01 1M2 04.5557 07/25/2029 | 0.06% |
| CFMT 2021-HB7 M2 02.6791 10/27/2031 | 0.06% |
| HYATT HOTELS CORP 04.8500 03/15/2026 | 0.06% |
| NINTENDO CO LTD SEDOL 6639550 | 0.06% |
| SPST 2021-10 A 01.7236 08/08/2022 | 0.06% |
| TEXTRON INC SEDOL 2885937 | 0.06% |
| THOMSON REUTERS CORP SEDOL BFXPTB0 | 0.06% |
| WESTLAKE CORP 03.6000 08/15/2026 | 0.06% |
| CHARTER COMM OPT LLC 06.4840 10/23/2045 | 0.06% |
| CITIGROUP INC 03.8870 01/10/2028 | 0.06% |
| COMM 2013-CR13 C 04.8789 11/10/2046 | 0.06% |
| DEERE & COMPANY 02.6000 06/08/2022 | 0.06% |
| DUKE ENERGY OHIO INC 03.6500 02/01/2029 | 0.06% |
| HANA FINANCIAL GROUP SEDOL B0RNRF5 | 0.06% |
| ROMANIA P/P 144A 03.0000 02/27/2027 | 0.06% |
| T-MOBILE US INC SEDOL B94Q9V0 | 0.06% |
| AT&T INC 04.7500 05/15/2046 | 0.06% |
| ATHENE GLOBAL FU P/P 144A 01.9850 08/19/2028 | 0.06% |
| COMM 2010-C1 D 144A 05.7521 07/10/2046 | 0.06% |
| CONTINENTAL RESOURCE P/P 144A 02.8750 04/01/2032 | 0.06% |
| GENUINE PARTS CO SEDOL 2367480 | 0.06% |
| T-MOBILE US INC P/P 144A 05.2500 CV PFD | 0.06% |
| COMPAGNIE DE SAINT-GOBAIN SEDOL 7380482 | 0.06% |
| CONTINENTAL RESOURCES 04.3750 01/15/2028 | 0.06% |
| GOOGLE INC 03.3750 02/25/2024 | 0.06% |
| CROWN CASTLE INTL CORP 03.6500 09/01/2027 | 0.06% |
| HLSY 2019-1A A1A1 144A 02.4127 01/20/2033 | 0.06% |
| UNITEDHEALTH GROUP INC 02.7500 02/15/2023 | 0.06% |
| ZOETIS INC 03.9000 08/20/2028 | 0.06% |
| ABBVIE INC 03.8000 03/15/2025 | 0.06% |
| ENTERPRISE PRODUCTS PARTNERS SEDOL 2285388 | 0.06% |
| ERICSSON LM-B SHS SEDOL 5959378 | 0.06% |
| JAPAN POST HOLDINGS CO LTD SEDOL BYT8143 | 0.06% |
| SCHNEIDER ELECTRIC SE SEDOL 4834108 | 0.06% |
| CAS 2016-C01 1M2 07.7557 08/25/2028 | 0.06% |
| FHR 5170 CI IO 05.5000 05/25/2044 | 0.06% |
| GSK PLC SEDOL 0925288 | 0.06% |
| HOLOGIC INC SEDOL 2433530 | 0.06% |
| PFIZER INC. 03.0000 12/15/2026 | 0.06% |
| SIRIUS XM RADIO INC P/P 144A 03.8750 09/01/2031 | 0.06% |
| UNITED OVERSEAS BANK LTD SEDOL 6916781 | 0.06% |
| BANK LEUMI LE-ISRAEL SEDOL 6076425 | 0.06% |
| E.ON SE SEDOL 4942904 | 0.06% |
| FHR 5079 BI IO 05.5000 02/25/2051 | 0.06% |
| HERSHEY CO/THE SEDOL 2422806 | 0.06% |
| MSCI INC SEDOL B2972D2 | 0.06% |
| REPUBLIC OF SENEGAL REGS 06.2500 05/23/2033 | 0.06% |
| SHIN-ETSU CHEMICAL CO LTD SEDOL 6804585 | 0.06% |
| AMERICAN TOWER CORP 02.7000 04/15/2031 | 0.06% |
| AVERY DENNISON CORP SEDOL 2066408 | 0.06% |
| CHARTER COMM OPT LLC/CAP 04.8000 03/01/2050 | 0.06% |
| CISCO SYSTEMS INC 02.5000 09/20/2026 | 0.06% |
| CITIZENS BANK NA/RI 04.1190 05/23/2025 | 0.06% |
| FNMA FN30 BM1172 UMBS 03.0000 03/01/2047 | 0.06% |
| GOODMAN GROUP SEDOL B03FYZ4 | 0.06% |
| KONINKLIJKE AHOLD DELHAIZE N SEDOL BD0Q398 | 0.06% |
| KRAFT HEINZ FOODS CO 03.8750 05/15/2027 | 0.06% |
| MWST 2021-2 A 01.7557 04/25/2055 | 0.06% |
| ONCOR ELECTRIC DELIV 03.7500 04/01/2045 | 0.06% |
| UNITEDHEALTH GROUP INC 03.9500 10/15/2042 | 0.06% |
| YAKULT HONSHA CO LTD SEDOL 6985112 | 0.06% |
| CAS 2022-R05 2M2 03.5845 04/25/2042 | 0.05% |
| DUKE ENERGY CORP 04.2000 06/15/2049 | 0.05% |
| GSK CONSUMER HLTHCRE P/P 144A 03.6250 03/24/2032 | 0.05% |
| NIPPON TELEGRAPH & TELEPHONE SEDOL 6641373 | 0.05% |
| NUTRIEN LTD USD 04.1250 03/15/2035 | 0.05% |
| SNDPT 2020-1A AR 144A 02.2327 07/20/2034 | 0.05% |
| SONIC HEALTHCARE LTD SEDOL 6821120 | 0.05% |
| STACR 2016-DNA1 M3 06.5557 07/25/2028 | 0.05% |
| ABBSL 2021-2A A 144A 02.1443 04/15/2034 | 0.05% |
| ALPHABET INC 01.9980 08/15/2026 | 0.05% |
| AMGEN INC 04.6630 06/15/2051 | 0.05% |
| ARES 2016-41A AR2 144A 02.1143 04/15/2034 | 0.05% |
| BERKSHIRE HATHAWAY FIN 02.8500 10/15/2050 | 0.05% |
| BF0101 03.5000 06/01/2056 | 0.05% |
| BOEING CO 05.9300 05/01/2060 | 0.05% |
| CECLO 2020-29A AR 144A 02.2327 10/20/2034 | 0.05% |
| COGECO COMMUNICATIONS INC SEDOL BZCDFX9 | 0.05% |
| FNMA FN30 AS8056 UMBS 03.0000 10/01/2046 | 0.05% |
| FNR 2017-69 SG IO 05.1443 09/25/2047 | 0.05% |
| HCA INC 03.5000 07/15/2051 | 0.05% |
| ICON PLC SEDOL B94G471 | 0.05% |
| MARUBENI CORP SEDOL 6569464 | 0.05% |
| PRUDENTIAL PLC SEDOL 0709954 | 0.05% |
| TEXAS INSTRUMENTS INC SEDOL 2885409 | 0.05% |
| APID 2013-12A BR 144A 02.4443 04/15/2031 | 0.05% |
| BRISTOL-MYERS 03.2500 08/15/2022 | 0.05% |
| DEXCOM INC SEDOL B0796X4 | 0.05% |
| FHR 4326 GS IO 05.1753 04/15/2044 | 0.05% |
| HLM 9A-2016 A2R 144A 02.7443 07/19/2030 | 0.05% |
| HUNTINGTON BANCSHARE 02.4870 08/15/2036 | 0.05% |
| IMPERIAL BRANDS PLC SEDOL 0454492 | 0.05% |
| NETFLIX INC 04.3750 11/15/2026 | 0.05% |
| STAR 2020-2 M1E 03.0000 04/25/2060 | 0.05% |
| TELSTRA CORP LTD SEDOL 6087289 | 0.05% |
| BMIR 2019-4A M1C 144A 03.5057 10/25/2029 | 0.05% |
| JDE PEET'S NV P/P 144A 01.3750 01/15/2027 | 0.05% |
| MONCLER SPA SEDOL BGLP232 | 0.05% |
| MURATA MANUFACTURING CO LTD SEDOL 6610403 | 0.05% |
| BRDCOM CRP / FIN 03.8750 01/15/2027 | 0.05% |
| ENBRIDGE INC USD 04.5000 06/10/2044 | 0.05% |
| FERGUSON PLC SEDOL BJVNSS4 | 0.05% |
| FNR 2021-65 LI IO 03.5000 10/25/2051 | 0.05% |
| NXP SEMICONDUCTORS NV SEDOL B505PN7 | 0.05% |
| PARTNERS GROUP HOLDING AG SEDOL B119QG0 | 0.05% |
| SYNCHRONY FINANCIAL SEDOL BP96PS6 | 0.05% |
| WESTLAKE CORP 03.1250 08/15/2051 | 0.05% |
| ZAIS 2019-13A A1A 144A 02.5343 07/15/2032 | 0.05% |
| BRISTOL-MYERS SQUIBB CO 01.4500 11/13/2030 | 0.05% |
| CROWN CASTLE INTL CORP 03.7000 06/15/2026 | 0.05% |
| GLENCORE FUNDING LLC P/P 144A 02.5000 09/01/2030 | 0.05% |
| HERMES INTERNATIONAL SEDOL 5253973 | 0.05% |
| ROYAL BANK OF CANADA USD 04.6500 01/27/2026 | 0.05% |
| SHERWIN-WILLIAMS CO 03.4500 06/01/2027 | 0.05% |
| ZEBRA TECHNOLOGIES CORP-CL A SEDOL 2989356 | 0.05% |
| APPLE INC. 03.8500 05/04/2043 | 0.05% |
| BP CAP MARKETS AMERICA 03.1190 05/04/2026 | 0.05% |
| FNMA FN40 BF0171 UMBS 04.0000 01/01/2057 | 0.05% |
| GNR 2016-H16 LI IO 01.9899 07/20/2066 | 0.05% |
| SERVICENOW INC 01.4000 09/01/2030 | 0.05% |
| SHRP 2020-1 NOTE 03.0253 07/25/2024 | 0.05% |
| AMERICAN TOWER CORP 03.5500 07/15/2027 | 0.05% |
| AWPT 2014-2A A1R 144A 02.2743 10/15/2029 | 0.05% |
| DANAHER CORP 05.0000 CV PFD | 0.05% |
| METLIFE CAP TRST IV P/P 144A 07.8750 12/15/2037 | 0.05% |
| REPUBLIC OF KAZAKHSTAN REGS 04.8750 10/14/2044 | 0.05% |
| SANTANDER UK GROUP H P/P 144A 04.7500 09/15/2025 | 0.05% |
| STACR 2016-HQA1 M3 07.3557 09/25/2028 | 0.05% |
| STACR 2021-DNA2 M2 02.8845 08/25/2033 | 0.05% |
| SWISS RE TREAS P/P 144A 04.2500 12/06/2042 | 0.05% |
| VICI PROPERTIES LP 04.7500 02/15/2028 | 0.05% |
| VONTIER CORP SEDOL BH4GV32 | 0.05% |
| WASTE CONNECTIONS INC SEDOL BYVG1F6 | 0.05% |
| WESFARMERS LTD SEDOL 6948836 | 0.05% |
| ANHEUSER-BUSCH INBEV WOR 04.7500 01/23/2029 | 0.05% |
| ASML HOLDING NV SEDOL B929F46 | 0.05% |
| BOOKING HOLDINGS INC 04.6250 04/13/2030 | 0.05% |
| COLES GROUP LTD SEDOL BYWR0T5 | 0.05% |
| COMM 2015-LC19 C 04.2254 02/10/2048 | 0.05% |
| FHR 5010 IA IO 03.5000 09/25/2050 | 0.05% |
| FWD 2019-INV1 A3 03.1100 06/25/2049 | 0.05% |
| MET LIFE GLOB P/P 144A 01.9500 01/13/2023 | 0.05% |
| MITSUBISHI UFJ FIN GRP USD 03.8500 03/01/2026 | 0.05% |
| MONDELEZ INT HOLD NE P/P 144A 02.1250 09/19/2022 | 0.05% |
| RHEINMETALL AG SEDOL 5334588 | 0.05% |
| RIO TINTO LTD SEDOL 6220103 | 0.05% |
| STATE STREET CORP SEDOL 2842040 | 0.05% |
| TCI COMMUNICATIONS INC 07.1250 02/15/2028 | 0.05% |
| BANCO SANTANDER SA USD 05.1790 11/19/2025 | 0.04% |
| CAS 2016-C07 2M2 05.3557 05/25/2029 | 0.04% |
| COX COMM INC P/P 144A 03.5000 08/15/2027 | 0.04% |
| FNMA FN30 AS7154 UMBS 03.0000 05/01/2046 | 0.04% |
| FNR 2019-43 SC IO 05.0943 08/25/2049 | 0.04% |
| MSBAM 2012-C5 E 144A 04.7151 08/15/2045 | 0.04% |
| STMICROELECTRONICS NV SEDOL 5962332 | 0.04% |
| VIATRIS INC 02.3000 06/22/2027 | 0.04% |
| WASTE CONNECTIONS INC 03.5000 05/01/2029 | 0.04% |
| DOLLAR GENERAL CORP 03.2500 04/15/2023 | 0.04% |
| ENBRIDGE INC USD 04.2500 12/01/2026 | 0.04% |
| FORD MOTOR CREDIT CO LLC 05.1250 06/16/2025 | 0.04% |
| NETFLIX INC REGS 03.8750 11/15/2029 | 0.04% |
| NIPPON YUSEN KABUSHIKI KAISH SEDOL 6643960 | 0.04% |
| ORACLE CORP 03.6500 03/25/2041 | 0.04% |
| SALESFORCE INC SEDOL 2310525 | 0.04% |
| STACR 2018-DNA3 M2 03.1057 09/25/2048 | 0.04% |
| ALIMENTATION COUCHE-TARD 3.550000 07/26/2027 | 0.04% |
| BOOZ ALLEN HAMILTON HOLDINGS SEDOL B5367T7 | 0.04% |
| BXMT 2021-FL4 A P/P 144A 01.9247 05/15/2038 | 0.04% |
| CIGNA CORP 03.7500 07/15/2023 | 0.04% |
| DEUTSCHE BANK AG USD 04.5000 04/01/2025 | 0.04% |
| ELM12 2021-5A B 144A 02.7627 01/20/2035 | 0.04% |
| EMERSON ELECTRIC CO SEDOL 2313405 | 0.04% |
| EOG RESOURCES INC SEDOL 2318024 | 0.04% |
| GENERAL ELECTRIC CO SEDOL BL59CR9 | 0.04% |
| MRAFT 2021-S1 A1 01.3421 09/10/2022 | 0.04% |
| WALT DISNEY COMPANY 07.7500 12/01/2045 | 0.04% |
| BLACK 2021-1A A1A 144A 02.3863 11/22/2034 | 0.04% |
| CITIGROUP INC 04.4500 09/29/2027 | 0.04% |
| CK ASSET HOLDINGS LTD SEDOL BYZQ077 | 0.04% |
| CROWN CASTLE INTL CORP 03.8000 02/15/2028 | 0.04% |
| CSAIL 2020-C19 XA IO 01.1126 03/15/2053 | 0.04% |
| EPICOR SOFTWARE/EAGLE L+325 04.3096 07/30/2027 | 0.04% |
| MATCH GRP HLD II LLC P/P 144A 04.6250 06/01/2028 | 0.04% |
| SALESFORCE INC 02.9000 07/15/2051 | 0.04% |
| TERRIER MEDIA BUYER IN L+350 04.5596 12/17/2026 | 0.04% |
| AREIT 2021-CRE5 A 144A 01.9547 11/17/2038 | 0.04% |
| BMW FINANCE NV P/P 144A 02.8500 08/14/2029 | 0.04% |
| CAS 2016-C02 1M2 07.0057 09/25/2028 | 0.04% |
| ERAC USA FINANCE LLC P/P 144A 05.6250 03/15/2042 | 0.04% |
| INTERCONTINENTALEXCHANGE 02.6500 09/15/2040 | 0.04% |
| INTESA SANPAOLO SPA P/P 144A 04.1980 06/01/2032 | 0.04% |
| JOHNSON CONTROLS INTL PL 04.9500 07/02/2064 | 0.04% |
| JPMBB 2013-C12 C 04.0915 07/15/2045 | 0.04% |
| MAGALLANES INC P/P 144A 03.7550 03/15/2027 | 0.04% |
| REPUBLIC OF PANAMA 03.2980 01/19/2033 | 0.04% |
| SALESFORCE INC 03.0500 07/15/2061 | 0.04% |
| STAR 2020-3 A3 02.5910 04/25/2065 | 0.04% |
| TRUIST BANK 02.6360 09/17/2029 | 0.04% |
| UNUM GROUP SEDOL 2433842 | 0.04% |
| ANHEUSER-BUSCH INBEV WOR 05.5500 01/23/2049 | 0.04% |
| BBCMS 2019-C3 C 04.1780 05/15/2052 | 0.04% |
| BLOCK INC P/P 144A 03.5000 06/01/2031 | 0.04% |
| CDX CDX.NA.IG.38 100.0 06/20/2027 | 0.04% |
| CISCO SYSTEMS INC 05.9000 02/15/2039 | 0.04% |
| ENGIE SEDOL B0C2CQ3 | 0.04% |
| ERAC USA FINANCE LLC P/P 144A 07.0000 10/15/2037 | 0.04% |
| GNR 2020-138 AI IO 03.0000 09/20/2050 | 0.04% |
| GSMS 2012-GCJ9 C 144A 04.4480 11/10/2045 | 0.04% |
| HESS MIDSTREAM P P/P 144A 05.6250 02/15/2026 | 0.04% |
| HLSY 2020-2A B 144A 02.7027 07/20/2031 | 0.04% |
| HOWMET AEROSPACE INC 03.0000 01/15/2029 | 0.04% |
| LABORATORY CRP OF AMER HLDGS SEDOL 2586122 | 0.04% |
| NORDSON CORP SEDOL 2641838 | 0.04% |
| REPUBLIC OF COLOMBIA USD 03.8750 04/25/2027 | 0.04% |
| WFCM 2013-LC12 C 04.3040 07/15/2046 | 0.04% |
| ALPHABET INC 02.2500 08/15/2060 | 0.04% |
| APA CORP SEDOL BNNF1C1 | 0.04% |
| APPLE INC 04.3750 05/13/2045 | 0.04% |
| CWALT 2006-OA10 4A1 01.3857 08/25/2046 | 0.04% |
| HOME DEPOT INC 05.9500 04/01/2041 | 0.04% |
| INTL FLAVOR & FRAGRANCES 04.4500 09/26/2028 | 0.04% |
| ISTAR INC. 04.2500 08/01/2025 | 0.04% |
| L3HARRIS TECH INC 03.8500 12/15/2026 | 0.04% |
| LMAT 2020-GS5 A1 03.2500 06/25/2060 | 0.04% |
| PLMRS 2021-2A A 144A 02.1943 07/15/2034 | 0.04% |
| CFCRE 2011-C2 E P/P 144A 05.0798 12/15/2047 | 0.04% |
| CITIGROUP INC 04.6000 03/09/2026 | 0.04% |
| FIVE CORNERS FUNDING P/P 144A 04.4190 11/15/2023 | 0.04% |
| MARSH & MCLENNAN COS INC 04.3750 03/15/2029 | 0.04% |
| NSTAR ELECTRIC CO 02.3750 10/15/2022 | 0.04% |
| SENSATA TECH INC P/P 144A 03.7500 02/15/2031 | 0.04% |
| AREIT 2020-CRE4 C 144A 03.6379 04/15/2037 | 0.04% |
| AT&T INC 04.2500 03/01/2027 | 0.04% |
| BANK 2019-BN22 C 03.4611 11/15/2062 | 0.04% |
| BRAVO 2021-HE3 A2 144A 01.5845 08/25/2069 | 0.04% |
| CAS 2016-C01 2M2 07.9557 08/25/2028 | 0.04% |
| CSX CORP 04.1000 03/15/2044 | 0.04% |
| EIFFAGE SEDOL B13X013 | 0.04% |
| ELMW4 2020-1A A 144A 02.2843 04/15/2033 | 0.04% |
| GALXY 2016-22A ARR 144A 02.2443 04/16/2034 | 0.04% |
| GARMIN LTD SEDOL B3Z5T14 | 0.04% |
| INVESTOR AB-B SHS SEDOL BMV7PQ4 | 0.04% |
| KONINKLIJKE KPN NV SEDOL 5956078 | 0.04% |
| NEWZ 2021-1 A 01.7557 05/25/2055 | 0.04% |
| NOMURA RESEARCH INSTITUTE LT SEDOL 6390921 | 0.04% |
| NRG ENERGY INC P/P 144A 03.8750 02/15/2032 | 0.04% |
| SOCIETE GENERALE P/P 144A 05.3750 11/18/2050 | 0.04% |
| THE AES CORPORATION 02.4500 01/15/2031 | 0.04% |
| VERIZON COMMUNICATIONS 02.5500 03/21/2031 | 0.04% |
| ABN AMRO BANK NV P/P 144A 03.3240 03/13/2037 | 0.04% |
| CITIGROUP INC 03.8750 02/18/2051 | 0.04% |
| FNMA FN30 BC1155 UMBS 03.0000 06/01/2046 | 0.04% |
| INTERCONTINENTAL HOTELS GROU SEDOL BHJYC05 | 0.04% |
| ITOCHU CORP SEDOL 6467803 | 0.04% |
| MANHATTAN ASSOCIATES INC SEDOL 2239471 | 0.04% |
| PUBLICIS GROUPE SEDOL 4380429 | 0.04% |
| SPECTRA ENERGY PARTNERS 03.3750 10/15/2026 | 0.04% |
| COREBRIDGE FIN INC P/P 144A 03.8500 04/05/2029 | 0.04% |
| DAI-ICHI LIFE HOLDINGS INC SEDOL B601QS4 | 0.04% |
| DAIWA HOUSE INDUSTRY CO LTD SEDOL 6251363 | 0.04% |
| GSMS 2010-C1 D 144A 06.3535 08/10/2043 | 0.04% |
| JPMCC 2014-C20 AS 04.0432 07/15/2047 | 0.04% |
| KEYCORP SEDOL 2490911 | 0.04% |
| MARSH & MCLENNAN COS INC 04.9000 03/15/2049 | 0.04% |
| OLIN CORP SEDOL 2658526 | 0.04% |
| PENSKE TRUCK LEASING P/P 144A 03.9000 02/01/2024 | 0.04% |
| SAMI 2007-AR7 1A1 01.8557 05/25/2047 | 0.04% |
| SHIMADZU CORP SEDOL 6804369 | 0.04% |
| SLM CORP | 0.04% |
| SQUARE ENIX HOLDINGS CO LTD SEDOL 6309262 | 0.04% |
| STACR 2016-DNA3 M3 06.0057 12/25/2028 | 0.04% |
| CNH INDUSTRIAL NV SEDOL BDSV2V0 | 0.03% |
| FHLMC FR30 QB1991 UMBS 02.5000 08/01/2050 | 0.03% |
| JTWN 2018-6RA A2B 144A 02.9640 04/25/2030 | 0.03% |
| L3HARRIS TECH INC 04.4000 06/15/2028 | 0.03% |
| LBMLT 2004-1 A2 01.8057 02/25/2034 | 0.03% |
| MINSUR SA REGS 04.5000 10/28/2031 | 0.03% |
| MSBAM 2014-C14 C 05.0442 02/15/2047 | 0.03% |
| MSBAM 2014-C17 C 04.4798 08/15/2047 | 0.03% |
| NETWORK INTERNATIONAL HOLDIN SEDOL BH3VJ78 | 0.03% |
| NITTO DENKO CORP SEDOL 6641801 | 0.03% |
| PARAMOUNT GLOBAL 04.2000 06/01/2029 | 0.03% |
| SAGE GROUP PLC/THE SEDOL B8C3BL0 | 0.03% |
| SK TELECOM SEDOL 6224871 | 0.03% |
| TOKYO GAS CO LTD SEDOL 6895448 | 0.03% |
| AMERICAN TOWER CORP 02.9000 01/15/2030 | 0.03% |
| AVIVA PLC SEDOL BPQY8M8 | 0.03% |
| DUKE ENERGY INDIANA LLC 06.4500 04/01/2039 | 0.03% |
| ERAC USA FINANCE LLC P/P 144A 03.8500 11/15/2024 | 0.03% |
| JD SPORTS FASHION PLC SEDOL BM8Q5M0 | 0.03% |
| OCCIDENTAL PETROLEUM COR 08.5000 07/15/2027 | 0.03% |
| REPUBLIC OF KAZAKHSTAN REGS 05.1250 07/21/2025 | 0.03% |
| STACR 2018-HRP2 M3 03.4057 02/25/2047 | 0.03% |
| AIRBNB INC-CLASS A SEDOL BMGYYH4 | 0.03% |
| AMERICAN CAMPUS COMMUNITIES SEDOL B02H871 | 0.03% |
| BALLY 2021-17A A1A 144A 02.2127 10/20/2034 | 0.03% |
| BPCE SA P/P 144A 04.5000 03/15/2025 | 0.03% |
| CAE INC SEDOL 2162760 | 0.03% |
| CIGNA CORP SEDOL BHJ0775 | 0.03% |
| CREDIT SUISSE GRP AG P/P 144A 03.8690 01/12/2029 | 0.03% |
| DOMINICAN REPUBLIC P/P 144A 06.0000 02/22/2033 | 0.03% |
| FNMA FN30 BJ9256 UMBS 04.0000 06/01/2048 | 0.03% |
| INDUSTRIA DE DISENO TEXTIL SEDOL BP9DL90 | 0.03% |
| JAMES HARDIE INDUSTRIES-CDI SEDOL B60QWJ2 | 0.03% |
| LLOYDS BANKING GROUP PLC USD 04.6500 03/24/2026 | 0.03% |
| MSBAM 2013-C8 B 03.5132 12/15/2048 | 0.03% |
| ORACLE CORP 05.3750 07/15/2040 | 0.03% |
| REPUBLIC OF SOUTH AFRICA USD 04.8500 09/27/2027 | 0.03% |
| STACR 2016-HQA2 M3 06.1557 11/25/2028 | 0.03% |
| TYSON FOODS INC-CL A SEDOL 2909730 | 0.03% |
| VISTRA CORP SEDOL BZ8VJQ8 | 0.03% |
| VISTRA OPERATIONS CO P/P 144A 04.3000 07/15/2029 | 0.03% |
| AP MOLLER-MAERSK A/S-B SEDOL 4253048 | 0.03% |
| ARISTOCRAT LEISURE LTD SEDOL 6253983 | 0.03% |
| CAS 2016-C06 1M2 05.2557 04/25/2029 | 0.03% |
| COMM 2013-CR13 D 144A 04.8789 11/10/2046 | 0.03% |
| COMM 2015-LC21 B 04.3338 07/10/2048 | 0.03% |
| DIAMONDBACK ENERGY INC 03.2500 12/01/2026 | 0.03% |
| MASIMO CORP SEDOL B1YWR63 | 0.03% |
| OASIS PETROLEUM INC SEDOL BLDDYB1 | 0.03% |
| PARAMOUNT GLOBAL 02.9000 01/15/2027 | 0.03% |
| PHILLIPS 66 SEDOL B78C4Y8 | 0.03% |
| REPUBLIC OF COLOMBIA USD 04.5000 03/15/2029 | 0.03% |
| WFRBS 2012-C9 D 144A 04.8118 11/15/2045 | 0.03% |
| WFRBS 2013-C11 AS 03.3110 03/15/2045 | 0.03% |
| WR BERKLEY CORP SEDOL 2093644 | 0.03% |
| WYNDHAM HOTELS & RESORTS INC SEDOL BF108P4 | 0.03% |
| BANK OF AMERICA CORP 04.1830 11/25/2027 | 0.03% |
| DCC PLC SEDOL 0242493 | 0.03% |
| DUKE ENERGY CORP SEDOL B7VD3F2 | 0.03% |
| DXC TECHNOLOGY CO SEDOL BYXD7B3 | 0.03% |
| ELECTRONIC ARTS INC SEDOL 2310194 | 0.03% |
| KLA CORP SEDOL 2480138 | 0.03% |
| MANPOWERGROUP INC SEDOL 2562490 | 0.03% |
| MICROCHIP TECH INC 04.3330 06/01/2023 | 0.03% |
| MINEBEA CO LTD SEDOL 6642406 | 0.03% |
| NOVAVAX INC SEDOL BJDQXG4 | 0.03% |
| OCCIDENTAL PETROLEUM CORP SEDOL 2655408 | 0.03% |
| PANDORA A/S SEDOL B44XTX8 | 0.03% |
| QUIDELORTHO CORP SEDOL BM9VY27 | 0.03% |
| RECRUIT HOLDINGS CO LTD SEDOL BQRRZ00 | 0.03% |
| REPUBLICA ORIENT URUGUAY USD 07.6250 03/21/2036 | 0.03% |
| XCEL ENERGY INC SEDOL 2614807 | 0.03% |
| AHM 2007-1 GA1C 01.1957 05/25/2047 | 0.03% |
| AIR LEASE CORP 04.6250 10/01/2028 | 0.03% |
| AMERISOURCEBERGEN CORP | 0.03% |
| AUTODESK INC SEDOL 2065159 | 0.03% |
| CGCMT 2014-GC19 D 144A 05.0904 03/10/2047 | 0.03% |
| CITIGROUP INC 04.7500 05/18/2046 | 0.03% |
| CLEAN HARBORS INC SEDOL 2202473 | 0.03% |
| CWALT 2005-65CB 2A1 01.4307 12/25/2035 | 0.03% |
| FORD MOTOR CREDI 03.6250 06/17/2031 | 0.03% |
| HUNTSMAN INTERNATIONAL LLC 04.5000 05/01/2029 | 0.03% |
| MSBAM 2012-C6 D 144A 04.5907 11/15/2045 | 0.03% |
| PFP 2021-8 AS 144A 02.1247 08/09/2037 | 0.03% |
| PUBLIC STORAGE SEDOL 2852533 | 0.03% |
| REG18 2021-1A A1 144A 02.1443 01/15/2034 | 0.03% |
| REINSURANCE GROUP OF AMERICA SEDOL 2731193 | 0.03% |
| SCHLUMBERGER LTD SEDOL 2779201 | 0.03% |
| STELLANTIS FIN US IN P/P 144A 02.6910 09/15/2031 | 0.03% |
| VISTRA OPERATION P/P 144A 03.5500 07/15/2024 | 0.03% |
| WESTROCK CO SEDOL BYR0914 | 0.03% |
| BANK 2017-BNK8 B 03.9246 11/15/2050 | 0.03% |
| BLACKSTONE INC SEDOL BKF2SL7 | 0.03% |
| CAS 2020-R01 1M2 03.0557 01/25/2040 | 0.03% |
| CHARTER COMM OPT LLC/CAP 03.7500 02/15/2028 | 0.03% |
| CHUBB LTD SEDOL B3BQMF6 | 0.03% |
| CINTAS CORP SEDOL 2197137 | 0.03% |
| CSAIL 2015-C2 AS 03.8490 06/15/2057 | 0.03% |
| CSAIL 2019-C17 AS 03.2783 09/15/2052 | 0.03% |
| DOMINICAN REPUBLIC REGS 05.9500 01/25/2027 | 0.03% |
| DOW INC SEDOL BHXCF84 | 0.03% |
| ELMW2 2019-2A AR 144A 02.2127 04/20/2034 | 0.03% |
| ENTERPRISE PRODUCTS OPER 02.8000 01/31/2030 | 0.03% |
| EQUITY LIFESTYLE PROPERTIES SEDOL 2563125 | 0.03% |
| FNMA FN30 AS8074 UMBS 03.0000 10/01/2046 | 0.03% |
| FORD MOTOR CREDIT CO LLC 04.0000 11/13/2030 | 0.03% |
| GOLDMAN SACHS GROUP INC 02.6000 02/07/2030 | 0.03% |
| LAM RESEARCH CORP SEDOL 2502247 | 0.03% |
| MONOLITHIC POWER SYSTEMS INC SEDOL B01Z7J1 | 0.03% |
| NEW RESIDENTIAL INVESTMENT SEDOL BRJ9GW0 | 0.03% |
| REPUBLIC OF KAZAKHSTAN REGS 06.5000 07/21/2045 | 0.03% |
| TPAT 2018-SL1 A 144A 01.2679 01/25/2046 | 0.03% |
| ULTA BEAUTY INC SEDOL B28TS42 | 0.03% |
| UNITED PARCEL SERVICE-CL B SEDOL 2517382 | 0.03% |
| WATCO COS LLC/FI P/P 144A 06.5000 06/15/2027 | 0.03% |
| WFRBS 2011-C3 D 144A 05.3744 03/15/2044 | 0.03% |
| WORLDLINE SA SEDOL BNFWR44 | 0.03% |
| 3M CO | 0.03% |
| ACUITY BRANDS INC | 0.03% |
| AGL 2022-17A A 144A 01.5743 01/21/2035 | 0.03% |
| ALLISON TRANSMISSION HOLDING SEDOL B4PZ892 | 0.03% |
| ALLSTATE CORP SEDOL 2019952 | 0.03% |
| ARES 2021-60A A 144A 02.1643 07/18/2034 | 0.03% |
| ARES 2021-61A A 144A 02.2127 10/20/2034 | 0.03% |
| AXIS CAPITAL HOLDINGS LTD SEDOL 2677606 | 0.03% |
| BRAVO 2021-C A1 01.6195 03/01/2061 | 0.03% |
| BSP 2018-5BA A1A 144A 02.1527 04/20/2031 | 0.03% |
| CARLYLE GROUP INC/THE SEDOL BKRTG56 | 0.03% |
| CELANESE CORP SEDOL B05MZT4 | 0.03% |
| CGMS 2014-3RA A1A 144A 02.2749 07/27/2031 | 0.03% |
| COMCAST CORP 03.9990 11/01/2049 | 0.03% |
| CSAIL 2016-C7 AS 03.9579 11/15/2049 | 0.03% |
| CWALT 2006-OA7 1A2 01.2637 06/25/2046 | 0.03% |
| EVERCORE INC - A SEDOL B1BHXZ2 | 0.03% |
| FLEETCOR TECHNOLOGIES INC SEDOL B4R28B3 | 0.03% |
| GNMA GII30 MA6153 03.0000 09/20/2049 | 0.03% |
| GUGG4 2016-1A A1S1 144A 02.2743 10/15/2031 | 0.03% |
| HEICO CORP SEDOL 2419217 | 0.03% |
| KKR GROUP FIN CO III P/P 144A 05.1250 06/01/2044 | 0.03% |
| MARSH & MCLENNAN COS SEDOL 2567741 | 0.03% |
| NEUB 2019-34A A1R 144A 02.0912 01/20/2035 | 0.03% |
| NISOURCE INC SEDOL 2645409 | 0.03% |
| NRG P/P 144A 03.7500 06/15/2024 | 0.03% |
| PAIA 2018-1A A1AR 144A 02.0627 10/20/2031 | 0.03% |
| ROPER TECHNOLOGIES INC SEDOL 2749602 | 0.03% |
| SERVICE CORP INTERNATIONAL SEDOL 2797560 | 0.03% |
| STACR 2017-DNA2 M2 04.4557 10/25/2029 | 0.03% |
| SUMITOMO MITSUI FINANCIAL GR SEDOL 6563024 | 0.03% |
| TOLL BROTHERS INC SEDOL 2896092 | 0.03% |
| TORO CO SEDOL 2897040 | 0.03% |
| VAIL RESORTS INC SEDOL 2954194 | 0.03% |
| WFCM 2013-LC12 AS 04.3040 07/15/2046 | 0.03% |
| AIMCO 2021-14A A 144A 02.0527 04/20/2034 | 0.03% |
| APID 2021-35A A 144A 02.1127 04/20/2034 | 0.03% |
| BAXTER INTERNATIONAL INC SEDOL 2085102 | 0.03% |
| BHLD 2020-1 A2 02.6000 02/25/2055 | 0.03% |
| BLUEM 2021-32A A 144A 02.2143 10/15/2034 | 0.03% |
| BOC HONG KONG HOLDINGS LTD SEDOL 6536112 | 0.03% |
| BROADCOM INC P/P 144A 04.9260 05/15/2037 | 0.03% |
| CARRIER GLOBAL CORP SEDOL BK4N0D7 | 0.03% |
| CEDF 2021-14A B 144A 02.6443 07/15/2033 | 0.03% |
| CHARTER COMM OPT LLC/CAP 03.7000 04/01/2051 | 0.03% |
| COMM 2013-CR11 AM 04.7150 08/10/2050 | 0.03% |
| COMM 2014-CR18 C 04.7485 07/15/2047 | 0.03% |
| COMMONWEALTH EDISON CO 05.9000 03/15/2036 | 0.03% |
| CWALT 2005-59 1A1 01.5873 11/20/2035 | 0.03% |
| DISCOVER FINANCIAL SERVICES SEDOL B1YLC43 | 0.03% |
| DOCUSIGN INC SEDOL BFYT7B7 | 0.03% |
| DTE ENERGY COMPANY SEDOL 2280220 | 0.03% |
| EDISON INTERNATIONAL SEDOL 2829515 | 0.03% |
| ELMW5 2020-2A AR 144A 02.2127 10/20/2034 | 0.03% |
| EVERSOURCE ENERGY SEDOL BVVN4Q8 | 0.03% |
| FIFTH THIRD BANCORP SEDOL 2336747 | 0.03% |
| HONEYWELL INTL 03.8120 11/21/2047 | 0.03% |
| JPMCC 2012-C6 E 144A 04.9813 05/15/2045 | 0.03% |
| LMAT 2019-GS7 A1 03.2500 11/25/2059 | 0.03% |
| LYONDELLBASELL INDU-CL A SEDOL B3SPXZ3 | 0.03% |
| MAGNE 2019-21A BR 144A 02.4127 04/20/2034 | 0.03% |
| MGIC INVESTMENT CORP SEDOL 2548616 | 0.03% |
| MORGN 2021-7A A 144A 02.2540 04/23/2034 | 0.03% |
| NCC 2019-IA ANAR 144A 01.4818 04/15/2031 | 0.03% |
| NCC 2020-1A A1R 144A 02.3343 01/15/2035 | 0.03% |
| NEUB 2022-47A A 144A 01.5479 04/14/2035 | 0.03% |
| OCT48 2020-3A AR 144A 02.2127 10/20/2034 | 0.03% |
| POPULAR INC SEDOL B86QM90 | 0.03% |
| PUBLIC SERVICE ELECTRIC 05.5000 03/01/2040 | 0.03% |
| ROCKT 2021-1A A1 144A 02.2327 07/20/2034 | 0.03% |
| RRAM 2019-7A A2B P/P 144A 02.0303 01/15/2037 | 0.03% |
| SARTORIUS AG-PFD PCT 0.000 | 0.03% |
| SEI INVESTMENTS COMPANY SEDOL 2793610 | 0.03% |
| SIMON PROPERTY GROUP INC SEDOL 2812452 | 0.03% |
| SNDPT 2019-2A AR 144A 02.2143 07/15/2034 | 0.03% |
| SPOTIFY TECHNOLOGY SA SEDOL BFZ1K46 | 0.03% |
| STARWOOD PROPERTY TRUST INC SEDOL B3PQ520 | 0.03% |
| TAPESTRY INC SEDOL BF09HX3 | 0.03% |
| TERMINIX GLOBAL HOLDINGS INC SEDOL BMD3QK1 | 0.03% |
| TRANSDIGM INC. P/P 144A 06.2500 03/15/2026 | 0.03% |
| VERIZON COMMUNICATIONS 01.7500 01/20/2031 | 0.03% |
| WASTE MANAGEMENT INC SEDOL 2937667 | 0.03% |
| WEC ENERGY GROUP INC SEDOL BYY8XK8 | 0.03% |
| WELLS FARGO & CO SEDOL 2649100 | 0.03% |
| YAMAHA MOTOR CO LTD SEDOL 6985264 | 0.03% |
| AGCO CORP SEDOL 2010278 | 0.02% |
| AMGEN INC SEDOL 2023607 | 0.02% |
| APPLE INC 02.8000 02/08/2061 | 0.02% |
| BBCMS 2019-C4 XA IO 01.5843 08/15/2052 | 0.02% |
| BNP PARIBAS P/P 144A 02.5880 08/12/2035 | 0.02% |
| BOSTON SCIENTIFIC CORP SEDOL 2113434 | 0.02% |
| CELANESE US HOLDINGS LLC 01.4000 08/05/2026 | 0.02% |
| CF INDUSTRIES HOLDINGS INC SEDOL B0G4K50 | 0.02% |
| CHENIERE ENERGY INC SEDOL 2654364 | 0.02% |
| COPART INC SEDOL 2208073 | 0.02% |
| CROWN HOLDINGS INC | 0.02% |
| CVS HEALTH CORP SEDOL 2577609 | 0.02% |
| DEUTSCHE TELEKOM AG-REG SEDOL 5842359 | 0.02% |
| DOLBY LABORATORIES INC-CL A SEDOL B04NJM9 | 0.02% |
| DROPBOX INC-CLASS A SEDOL BG0T321 | 0.02% |
| ENEL SPA SEDOL 7144569 | 0.02% |
| EVEREST RE GROUP LTD SEDOL 2556868 | 0.02% |
| GEA GROUP AG SEDOL 4557104 | 0.02% |
| GNMA GII30 MA7313 03.0000 04/20/2051 | 0.02% |
| HUMANA INC SEDOL 2445063 | 0.02% |
| INCYTE CORP | 0.02% |
| JPMBB 2013-C12 B 04.0915 07/15/2045 | 0.02% |
| JPMORGAN CHASE & CO 02.4113 05/15/2047 | 0.02% |
| JPMORGAN CHASE & CO 04.6000 02/01/2025 | 0.02% |
| LAMAR ADVERTISING CO-A SEDOL BSPHGN6 | 0.02% |
| LOWES COMPANIES INC | 0.02% |
| MCDONALD'S HOLDINGS CO JAPAN SEDOL 6371863 | 0.02% |
| ONEMAIN HOLDINGS INC SEDOL BYSZB89 | 0.02% |
| RIVIAN AUTOMOTIVE INC-A SEDOL BL98841 | 0.02% |
| ROKU INC SEDOL BZ1LFG7 | 0.02% |
| SS&C TECHNOLOGIES HOLDINGS SEDOL B58YSC6 | 0.02% |
| UBS GROUP AG P/P 144A 04.1250 04/15/2026 | 0.02% |
| WAMU 2005-AR12 1A8 02.8497 10/25/2035 | 0.02% |
| WESTLAKE CORP 02.8750 08/15/2041 | 0.02% |
| WFCM 2013-LC12 D 144A 04.3040 07/15/2046 | 0.02% |
| 2.181 R ISWP SOFR P 04/06/2032 | 0.02% |
| ABIOMED INC SEDOL 2003698 | 0.02% |
| ALCOA CORP SEDOL BYNF418 | 0.02% |
| ALLEGION PLC SEDOL BFRT3W7 | 0.02% |
| AMERICAN FINANCIAL GROUP INC SEDOL 2134532 | 0.02% |
| ARCHER-DANIELS-MIDLAND CO SEDOL 2047317 | 0.02% |
| BRIXMOR PROPERTY GROUP INC SEDOL BFTDJL8 | 0.02% |
| CARDINAL HEALTH INC SEDOL 2175672 | 0.02% |
| CATERPILLAR INC SEDOL 2180201 | 0.02% |
| CENTENE CORP 04.6250 12/15/2029 | 0.02% |
| CREDIT SUISSE GRP AG P/P 144A 06.2500 12/18/2024 | 0.02% |
| CUMMINS INC SEDOL 2240202 | 0.02% |
| DH EUROPE FINANCE II USD 03.4000 11/15/2049 | 0.02% |
| FHLMC FR30 QB4338 UMBS 02.5000 10/01/2050 | 0.02% |
| GLP CAPITAL LP / FIN II 03.2500 01/15/2032 | 0.02% |
| GSMS 2013-GCJ14 B P/P 144A 04.7179 08/10/2046 | 0.02% |
| IHS HOLDING LTD REGS 06.2500 11/29/2028 | 0.02% |
| INTEL CORP SEDOL 2463247 | 0.02% |
| JONES LANG LASALLE INC SEDOL 2040640 | 0.02% |
| LMAT 2020-GS1 A1 02.8820 10/25/2059 | 0.02% |
| MOODY'S CORPORATION 02.5500 08/18/2060 | 0.02% |
| MSBAM 2014-C15 B 04.5650 04/15/2047 | 0.02% |
| OLD REPUBLIC INTL CORP SEDOL 2659109 | 0.02% |
| PARKER HANNIFIN CORP SEDOL 2671501 | 0.02% |
| PAYPAL HOLDINGS INC SEDOL BYW36M8 | 0.02% |
| SMITH (A.O.) CORP SEDOL 2816023 | 0.02% |
| SOUTHERN CO/THE SEDOL 2829601 | 0.02% |
| SPIRAX-SARCO ENGINEERING PLC SEDOL BWFGQN1 | 0.02% |
| SPST 2021-14 A1 01.6736 12/08/2022 | 0.02% |
| TJX COMPANIES INC SEDOL 2989301 | 0.02% |
| VENTR 2017-26A BR 144A 02.7627 01/20/2029 | 0.02% |
| WALT DISNEY CO/THE SEDOL 2270726 | 0.02% |
| WENDY'S CO/THE SEDOL B3NXMJ9 | 0.02% |
| WFRBS 2012-C10 AS 03.2410 12/15/2045 | 0.02% |
| 1.80 R ISWP FWD SOFR P 06/15/2024 | 0.02% |
| ALIMEN COUCHE P/P 144A 02.9500 01/25/2030 | 0.02% |
| APARTMENT INCOME REIT CO SEDOL BN6QGL5 | 0.02% |
| AUST & NZ BANKING GR P/P 144A 06.7500 06/15/2026 | 0.02% |
| AVALONBAY COMMUNITIES INC SEDOL 2131179 | 0.02% |
| BIO-RAD LABORATORIES-A SEDOL 2098508 | 0.02% |
| BLACKROCK INC SEDOL 2494504 | 0.02% |
| BOYD GAMING CORP SEDOL 2117232 | 0.02% |
| CAS 2017-C06 2M2 03.8057 02/25/2030 | 0.02% |
| CHARTER COMM OPT LLC 04.9080 07/23/2025 | 0.02% |
| CIENA CORP SEDOL B1FLZ21 | 0.02% |
| COMM 2014-CR17 C 04.7835 05/10/2047 | 0.02% |
| COX COMM INC P/P 144A 02.9500 10/01/2050 | 0.02% |
| DEUTSCHE TELEKOM INT FIN USD 08.7500 06/15/2030 | 0.02% |
| DOMINICAN REPUBLIC REGS 06.4000 06/05/2049 | 0.02% |
| DOVER CORP SEDOL 2278407 | 0.02% |
| EXELIXIS INC SEDOL 2576941 | 0.02% |
| EXTRA SPACE STORAGE INC SEDOL B02HWR9 | 0.02% |
| FACTSET RESEARCH SYSTEMS INC SEDOL 2329770 | 0.02% |
| FIRSTENERGY CORP SEDOL 2100920 | 0.02% |
| GCP APPLIED TECH P/P 144A 05.5000 04/15/2026 | 0.02% |
| GLOBAL MEDICAL RESPONS L+425 05.2500 10/02/2025 | 0.02% |
| GRACO INC SEDOL 2380443 | 0.02% |
| INTERPUBLIC GROUP OF COS INC SEDOL 2466321 | 0.02% |
| INVITATION HOMES INC SEDOL BD81GW9 | 0.02% |
| IPSEN SEDOL B0R7JF1 | 0.02% |
| KINDER MORGAN ENER PART 03.4500 02/15/2023 | 0.02% |
| MCLO 2019-1A AANR 144A 02.3643 04/15/2032 | 0.02% |
| NEUBERGER BERMAN GRP P/P 144A 04.8750 04/15/2045 | 0.02% |
| NEW YORK TIMES CO-A SEDOL 2632003 | 0.02% |
| OTIS WORLDWIDE CORP 02.5650 02/15/2030 | 0.02% |
| PPSI 2004-WCW2 M3 02.0557 10/25/2034 | 0.02% |
| PROLOGIS INC SEDOL B44WZD7 | 0.02% |
| REG20 2021-2A A 144A 02.2043 10/15/2034 | 0.02% |
| SOUTHWESTERN ENERGY 05.3750 02/01/2029 | 0.02% |
| STAPLES INC P/P 144A 07.5000 04/15/2026 | 0.02% |
| TRANSCANADA TRUST USD 05.3000 03/15/2077 | 0.02% |
| TRAVEL + LEISURE CO SEDOL BMXYT16 | 0.02% |
| VERIZON COMMUNICATIONS INC. 04.1250 03/16/2027 | 0.02% |
| WARNER BROS DISCOVERY INC SEDOL BM8JYX3 | 0.02% |
| ABN AMRO BANK NV P/P 144A 04.7500 07/28/2025 | 0.02% |
| AIR LEASE CORP 02.1000 09/01/2028 | 0.02% |
| APEXC 2019-2A A1R 144A 02.3340 10/25/2032 | 0.02% |
| BANK 2019-BN20 XA IO 00.8316 09/15/2062 | 0.02% |
| BANK OF AMERICA CORP 06.1000 03/17/2025 | 0.02% |
| BNP PARIBAS P/P 144A 04.3750 05/12/2026 | 0.02% |
| BPCE SA P/P 144A 05.1500 07/21/2024 | 0.02% |
| CAMDEN PROPERTY TRUST SEDOL 2166320 | 0.02% |
| CSC HOLDINGS LLC 05.2500 06/01/2024 | 0.02% |
| CVS PASS-THROUGH P/P 144A 04.7040 01/10/2036 | 0.02% |
| DIGITAL REALTY TRUST LP 04.4500 07/15/2028 | 0.02% |
| DOMINICAN REPUBLIC REGS 04.8750 09/23/2032 | 0.02% |
| DONALDSON CO INC SEDOL 2276467 | 0.02% |
| DOORDASH INC - A SEDOL BN13P03 | 0.02% |
| DUKE REALTY CORP SEDOL 2284084 | 0.02% |
| EBAY INC SEDOL 2293819 | 0.02% |
| EQUIFAX INC SEDOL 2319146 | 0.02% |
| EXOR NV SEDOL BYSLCX9 | 0.02% |
| FIRST QUANTUM MINERA P/P 144A 06.8750 03/01/2026 | 0.02% |
| GBP/USD 06/15/2022 RBSF | 0.02% |
| GENERAL MOTORS FINL CO 04.3000 07/13/2025 | 0.02% |
| ISRAEL DISCOUNT BANK -A SEDOL 6451271 | 0.02% |
| JPMCC 2013-C16 C 05.0037 12/15/2046 | 0.02% |
| LEGRAND SA SEDOL B11ZRK9 | 0.02% |
| MSC 2011-C3 D 144A 05.0847 07/15/2049 | 0.02% |
| MWST 2021-1 A 01.3679 02/25/2055 | 0.02% |
| NATWEST GROUP PLC USD 04.8920 05/18/2029 | 0.02% |
| PENSKE TRUCK LE P/P 144A 03.4000 11/15/2026 | 0.02% |
| PERTAMINA PERSERO PT P/P 144A 04.3000 05/20/2023 | 0.02% |
| RAYTHEON TECH CORP 04.8750 10/15/2040 | 0.02% |
| REPUBLIC OF PARAGUAY REGS 04.7000 03/27/2027 | 0.02% |
| RMLT 2020-2 A2 02.5080 05/25/2060 | 0.02% |
| TENET HEALTHCARE COR P/P 144A 05.1250 11/01/2027 | 0.02% |
| TEVA PHARMACEUTICALS NE USD 05.1250 05/09/2029 | 0.02% |
| TREASURY BILL 00.0000 06/23/2022 | 0.02% |
| US BANCORP 02.9500 07/15/2022 | 0.02% |
| WFCM 2016-BNK1 AS 02.8140 08/15/2049 | 0.02% |
| ZI TECH/ZI FIN P/P 144A 03.8750 02/01/2029 | 0.02% |
| ZURICH INSURANCE GROUP AG SEDOL 5983816 | 0.02% |
| ARCHES BUYER INC P/P 144A 04.2500 06/01/2028 | 0.02% |
| ARES CAPITAL CORP 03.8750 01/15/2026 | 0.02% |
| AUTONATION INC 02.4000 08/01/2031 | 0.02% |
| AXON ENTERPRISE INC SEDOL BDT5S35 | 0.02% |
| BANCO SANTANDER SA USD 04.3790 04/12/2028 | 0.02% |
| BRAMBLES LTD SEDOL B1FJ0C0 | 0.02% |
| CWALT 2006-OA19 A1 01.1073 02/20/2047 | 0.02% |
| FAIRFAX US INC P/P 144A 04.8750 08/13/2024 | 0.02% |
| FIRST INDUSTRIAL REALTY TR SEDOL 2360757 | 0.02% |
| GLENCORE PLC SEDOL B4T3BW6 | 0.02% |
| GODADDY INC - CLASS A SEDOL BWFRFC6 | 0.02% |
| GRAY ESCROW II INC P/P 144A 05.3750 11/15/2031 | 0.02% |
| INTERCONTINENTALEXCHANGE 01.8500 09/15/2032 | 0.02% |
| JAZZ SECURITIES DAC P/P 144A 04.3750 01/15/2029 | 0.02% |
| JOHNSON CONTROLS INTL PL 03.9000 02/14/2026 | 0.02% |
| JPMBB 2014-C22 C 04.5507 09/15/2047 | 0.02% |
| MARRIOTT INTERNATIONAL -CL A SEDOL 2210614 | 0.02% |
| MSBAM 2015-C24 B 04.3400 05/15/2048 | 0.02% |
| NEWS CORP - CLASS A SEDOL BBGVT40 | 0.02% |
| NTT DATA CORP SEDOL 6125639 | 0.02% |
| OCCIDENTAL PETROLEUM COR 06.2000 03/15/2040 | 0.02% |
| REPUBLIC OF PARAGUAY REGS 04.9500 04/28/2031 | 0.02% |
| SARTORIUS STEDIM BIOTECH SEDOL BYZ2QP5 | 0.02% |
| SVB FINANCIAL GROUP SEDOL 2808053 | 0.02% |
| TELEFLEX INC SEDOL 2881407 | 0.02% |
| WFCM 2019-C52 XA IO 01.6048 08/15/2052 | 0.02% |
| AMAZON.COM INC 02.1000 05/12/2031 | 0.02% |
| AMMST 2020-MF1 XA IO 144A 00.9647 05/15/2053 | 0.02% |
| CHARTER COMM OPT LLC/CAP 02.2500 01/15/2029 | 0.02% |
| COMM 2014-LC15 B 04.5990 04/10/2047 | 0.02% |
| CON EDISON CO OF NY INC 04.2000 03/15/2042 | 0.02% |
| EMIR 2018-1 M1 02.7057 11/25/2028 | 0.02% |
| EQUINOR ASA USD 05.1000 08/17/2040 | 0.02% |
| FLUTTER ENTERTAINMENT PLC-DI SEDOL BWXC0Z1 | 0.02% |
| GETINGE AB-B SHS SEDOL 7698356 | 0.02% |
| GLENCORE FUNDING LLC P/P 144A 04.0000 03/27/2027 | 0.02% |
| HPA 2021-2 C 144A 02.4020 12/17/2026 | 0.02% |
| IHEARTCOMMUNICATIONS INC. 08.3750 05/01/2027 | 0.02% |
| MSC 2016-UB12 AS 03.7780 12/15/2049 | 0.02% |
| SCRT 2017-2 M1 04.0000 08/25/2056 | 0.02% |
| T-MOBILE USA INC 02.5500 02/15/2031 | 0.02% |
| TOKYO ELECTRON LTD SEDOL 6895675 | 0.02% |
| UNITED SITE PECF TLB L+425 05.0000 11/04/2028 | 0.02% |
| VIRTU FINANCIAL INC-CLASS A SEDOL BWTVWD4 | 0.02% |
| WORKDAY INC-CLASS A SEDOL B8K6ZD1 | 0.02% |
| APPLE INC 02.8500 05/11/2024 | 0.02% |
| BMARK 2019-B11 AS 03.7840 05/15/2052 | 0.02% |
| BROADCOM INC 04.1500 11/15/2030 | 0.02% |
| CENTENNIAL RESOURCE P/P 144A 06.8750 04/01/2027 | 0.02% |
| CFCRE 2017-C8 B 04.1985 06/15/2050 | 0.02% |
| COMM 2013-CR9 D 144A 04.2928 07/10/2045 | 0.02% |
| COMMONWEALTH BK AUST P/P 144A 02.5520 03/14/2027 | 0.02% |
| EUROFINS SCIENTIFIC SEDOL BNDPYV1 | 0.02% |
| EXPEDIA GROUP INC SEDOL B748CK2 | 0.02% |
| FORTINET INC SEDOL B5B2106 | 0.02% |
| HUNTSMAN INTERNATIONAL L 02.9500 06/15/2031 | 0.02% |
| ILLUMINA INC SEDOL 2613990 | 0.02% |
| IMOLA MERGER CORP P/P 144A 04.7500 05/15/2029 | 0.02% |
| MERCK & CO. INC. 02.7500 02/10/2025 | 0.02% |
| OVINTIV INC SEDOL BJ01KB6 | 0.02% |
| RWE AG SEDOL 4768962 | 0.02% |
| SABINE PASS LIQUEFACTION 04.2000 03/15/2028 | 0.02% |
| STELLANTIS FIN US IN P/P 144A 01.7110 01/29/2027 | 0.02% |
| WASTE PRO USA INC P/P 144A 05.5000 02/15/2026 | 0.02% |
| ASHTEAD CAPITAL INC P/P 144A 02.4500 08/12/2031 | 0.02% |
| BLACKSTONE HLDG FINA P/P 144A 01.6000 03/30/2031 | 0.02% |
| BLUESCOPE STEEL LTD SEDOL 6533232 | 0.02% |
| BRAND ENERGY & INFRAST L+425 05.3964 06/21/2024 | 0.02% |
| CSMC 2021-RPL4 A1 01.7956 12/27/2060 | 0.02% |
| CSMC 2021-RPL7 A1 01.9260 07/27/2061 | 0.02% |
| DEXUS/AU SEDOL B033YN6 | 0.02% |
| DUKE ENERGY PROGRESS LLC 03.3750 09/01/2023 | 0.02% |
| FHLMC FR30 ZS9547 UMBS 04.0000 09/01/2045 | 0.02% |
| GENERAL MOTORS CO 05.9500 04/01/2049 | 0.02% |
| GENERAL MOTORS FINL CO 03.1000 01/12/2032 | 0.02% |
| OSAKA GAS CO LTD SEDOL 6661768 | 0.02% |
| PROLOGIS LP 02.2500 04/15/2030 | 0.02% |
| STACR 2017-HQA1 M2 04.5557 08/25/2029 | 0.02% |
| STACR 2022-DNA2 M1A 01.8845 02/25/2042 | 0.02% |
| THE AES CORPORATION 01.3750 01/15/2026 | 0.02% |
| TPMT 2016-5 M2 03.3750 10/25/2056 | 0.02% |
| VERTIV TLB L+275 03.5500 03/02/2027 | 0.02% |
| VOLVO AB-B SHS SEDOL B1QH830 | 0.02% |
| ALLIANZ SE-REG SEDOL 5231485 | 0.02% |
| ANTERO RESOURCES CORP SEDOL BFD2WR8 | 0.02% |
| ARD FINANCE SA P/P 144A 06.5000 06/30/2027 | 0.02% |
| ARKEMA SEDOL B0Z5YZ2 | 0.02% |
| CIE FINANCIERE RICHEMO-A REG SEDOL BCRWZ18 | 0.02% |
| COCA-COLA HBC AG-DI SEDOL B9895B7 | 0.02% |
| COVESTRO AG SEDOL BYTBWY9 | 0.02% |
| DELTA/SKYMILES P/P 144A 04.7500 10/20/2028 | 0.02% |
| FHMS K740 X1 00.7576 09/25/2027 | 0.02% |
| FUJI ELECTRIC CO LTD SEDOL 6356365 | 0.02% |
| GENERAL DYNAMICS CORP 02.2500 11/15/2022 | 0.02% |
| GOLDMAN SACHS GROUP INC 03.6500 07/28/2051 | 0.02% |
| MCDONALD'S CORP SEDOL 2550707 | 0.02% |
| OLYMPUS WTR US HLDG P/P 144A 06.2500 10/01/2029 | 0.02% |
| PETROBRAS GLOBAL FINANCE USD 06.2500 03/17/2024 | 0.02% |
| PHH MORTGAGE CORP P/P 144A 07.8750 03/15/2026 | 0.02% |
| PULTEGROUP INC. 07.8750 06/15/2032 | 0.02% |
| RBIT 2020-HB1 A1 01.7188 10/25/2050 | 0.02% |
| SCIENTIFIC GAMES P/P 144A 07.2500 11/15/2029 | 0.02% |
| YAMATO HOLDINGS CO LTD SEDOL 6985565 | 0.02% |
| AHEAD DB HLDG LLC P/P 144A 06.6250 05/01/2028 | 0.02% |
| ALLISON TRANSMISSION P/P 144A 04.7500 10/01/2027 | 0.02% |
| BEASLEY MEZZANIN P/P 144A 08.6250 02/01/2026 | 0.02% |
| BERKSHIRE HATHAWAY FIN 04.3000 05/15/2043 | 0.02% |
| BERRY GLOBAL INC 01.6500 01/15/2027 | 0.02% |
| CALPINE CORP P/P 144A 04.5000 02/15/2028 | 0.02% |
| COMPASS MIN INTL P/P 144A 06.7500 12/01/2027 | 0.02% |
| CROWDSTRIKE HOLDINGS INC 03.0000 02/15/2029 | 0.02% |
| DASSAULT AVIATION SA SEDOL BMT9L19 | 0.02% |
| DCP MIDSTREAM P/P 144A 06.7500 09/15/2037 | 0.02% |
| ENCINO ACQ PARTN P/P 144A 08.5000 05/01/2028 | 0.02% |
| FHLMC FR30 QB2276 UMBS 02.5000 08/01/2050 | 0.02% |
| NOMURA REAL ESTATE HOLDINGS SEDOL B1CWJM5 | 0.02% |
| NUTANIX INC - A SEDOL BYQBFT8 | 0.02% |
| OCCIDENTAL PETROLEUM COR 06.4500 09/15/2036 | 0.02% |
| STEVENS HLDG CO INC P/P 144A 06.1250 10/01/2026 | 0.02% |
| SYLVAMO CORP P/P 144A 07.0000 09/01/2029 | 0.02% |
| UBSBB 2012-C2 D 144A 04.8283 05/10/2063 | 0.02% |
| VICI PROPERTIES P/P 144A 03.7500 02/15/2027 | 0.02% |
| AMERICAN BATH GROUP TL L+375 04.8096 11/23/2027 | 0.02% |
| BOMBARDIER INC P/P 144A 07.8750 04/15/2027 | 0.02% |
| BSABS 2005-HE8 M3 02.9557 08/25/2035 | 0.02% |
| CAMDEN PROPERTY TRUST 04.8750 06/15/2023 | 0.02% |
| CANTOR FITZGERALD LP P/P 144A 06.5000 06/17/2022 | 0.02% |
| CAS 2019-HRP1 M2 03.1557 11/25/2039 | 0.02% |
| CMG MEDIA CORP P/P 144A 08.8750 12/15/2027 | 0.02% |
| COMCAST CORP 04.0490 11/01/2052 | 0.02% |
| CONTINENTAL RES 04.5000 04/15/2023 | 0.02% |
| ENLINK MIDSTREAM LLC P/P 144A 05.6250 01/15/2028 | 0.02% |
| FRONTIER COMM HLDGS P/P 144A 06.7500 05/01/2029 | 0.02% |
| HOLLY PAR/FIN P/P 144A 05.0000 02/01/2028 | 0.02% |
| HUSKY INJECTION MOLDIN L+437 05.3760 03/28/2025 | 0.02% |
| ISTAR INC 04.7500 10/01/2024 | 0.02% |
| KOMATSU LTD SEDOL 6496584 | 0.02% |
| L3HARRIS TECH INC 01.8000 01/15/2031 | 0.02% |
| MADISON IAQ LLC P/P 144A 05.8750 06/30/2029 | 0.02% |
| MAJORDRIVE HLDG IV L P/P 144A 06.3750 06/01/2029 | 0.02% |
| ONEMAIN FINANCE CORP 05.3750 11/15/2029 | 0.02% |
| OSHKOSH CORP 04.6000 05/15/2028 | 0.02% |
| PARAMOUNT GLOBAL 04.0000 01/15/2026 | 0.02% |
| PBF HOLDING CO LLC P/P 144A 09.2500 05/15/2025 | 0.02% |
| PECF USS INTERMEDIAT P/P 144A 08.0000 11/15/2029 | 0.02% |
| PETROBRAS GLOBAL FINANCE USD 05.6000 01/03/2031 | 0.02% |
| PPL CORP SEDOL 2680905 | 0.02% |
| PRECISION DRILL P/P 144A 07.1250 01/15/2026 | 0.02% |
| SCOTTS MIRACLE-GRO 04.5000 10/15/2029 | 0.02% |
| SERVICE CORP INTL 05.1250 06/01/2029 | 0.02% |
| SOUTH32 LTD SEDOL BWSW5D9 | 0.02% |
| TMIR 2021-2 M1A P/P 144A 03.0557 10/25/2033 | 0.02% |
| TRONOX INC P/P 144A 04.6250 03/15/2029 | 0.02% |
| TRUIST FINANCIAL CORP 04.8000 09/01/2024 | 0.02% |
| UBSCM 2018-C8 XA IO 00.8510 02/15/2051 | 0.02% |
| VERTIV GROUP CORP P/P 144A 04.1250 11/15/2028 | 0.02% |
| VMC 2021-FL4 A P/P 144A 02.0356 06/16/2036 | 0.02% |
| WESTPAC BANKING CORP USD 02.9630 11/16/2040 | 0.02% |
| WESTROCK MWV LLC 07.9500 02/15/2031 | 0.02% |
| WORKDAY INC 03.7000 04/01/2029 | 0.02% |
| ALBERTSONS COS/SAFE P/P 144A 04.6250 01/15/2027 | 0.01% |
| ALLIANT HOLDINGS P/P 144A 06.7500 10/15/2027 | 0.01% |
| ARCELORMITTAL USD 07.0000 10/15/2039 | 0.01% |
| AXALTA COATING SYS P/P 144A 03.3750 02/15/2029 | 0.01% |
| BERKELEY GROUP HOLDINGS/THE SEDOL BLJNXL8 | 0.01% |
| BLACKSTONE CQP HOLDCO L+375 04.2500 06/04/2028 | 0.01% |
| CALLON PETROLEUM CO 06.1250 10/01/2024 | 0.01% |
| CMLTI 2005-2 1A2A 02.7840 05/25/2035 | 0.01% |
| COMCAST CORP P/P 144A 02.9870 11/01/2063 | 0.01% |
| EQUINIX INC 03.2000 11/18/2029 | 0.01% |
| FORTUM OYJ SEDOL 5579550 | 0.01% |
| FULL HOUSE RESOR P/P 144A 08.2500 02/15/2028 | 0.01% |
| GNMA GII30 MA6089 03.0000 08/20/2049 | 0.01% |
| GNMA GII30 MA6710 03.0000 06/20/2050 | 0.01% |
| GW B-CR SECURITY P/P 144A 09.5000 11/01/2027 | 0.01% |
| HUB INTL LTD P/P 144A 07.0000 05/01/2026 | 0.01% |
| HUSKY III HLDG LTD P/P 144A 13.0000 02/15/2025 | 0.01% |
| LA FRANCAISE DES JE SEDOL BG0SC10 | 0.01% |
| LADDER CAP FINAN P/P 144A 04.7500 06/15/2029 | 0.01% |
| MACY'S INC SEDOL 2345022 | 0.01% |
| MCGRAW-HILL ED P/P 144A 05.7500 08/01/2028 | 0.01% |
| MCGRAW-HILL ED P/P 144A 08.0000 08/01/2029 | 0.01% |
| MINERVA MERGER SUB P/P 144A 06.5000 02/15/2030 | 0.01% |
| MWST 2020-2 A 01.8057 11/25/2053 | 0.01% |
| NISSIN FOOD PRODUCTS CO LTD SEDOL 6641760 | 0.01% |
| PDC ENERGY INC SEDOL B89M5F2 | 0.01% |
| QUORUM HEALTH EXT TL L+775 08.7500 04/29/2025 | 0.01% |
| SABINE PASS LIQUEFAC 05.7500 05/15/2024 | 0.01% |
| SABRE GLBL INC P/P 144A 09.2500 04/15/2025 | 0.01% |
| SCIH SALT HLDG INC P/P 144A 04.8750 05/01/2028 | 0.01% |
| STACR 2022-DNA1 M1B 02.4345 01/25/2042 | 0.01% |
| TENET HEALTHCARE P/P 144A 04.2500 06/01/2029 | 0.01% |
| TOYO SUISAN KAISHA LTD SEDOL 6899967 | 0.01% |
| TRANSDIGM INC 05.5000 11/15/2027 | 0.01% |
| UBSCM 2017-C7 XA IO 01.0063 12/15/2050 | 0.01% |
| VISTRA OPERATION P/P 144A 05.5000 09/01/2026 | 0.01% |
| WAMU 2004-AR13 A2B 01.8857 11/25/2034 | 0.01% |
| WAMU 2005-AR11 A1B3 01.8057 08/25/2045 | 0.01% |
| WELLS FARGO & COMPANY 05.8750 06/15/2025 | 0.01% |
| WERNER FINCO LP/INC P/P 144A 08.7500 07/15/2025 | 0.01% |
| WFCM 2016-LC25 XA IO 00.8314 12/15/2059 | 0.01% |
| ZOETIS INC 02.0000 05/15/2030 | 0.01% |
| AMERICAN TRANSMISSIO P/P 144A 02.6500 01/15/2032 | 0.01% |
| ARCH CAPITAL GROUP LTD SEDOL 2740542 | 0.01% |
| ARETEC ESCROW P/P 144A 07.5000 04/01/2029 | 0.01% |
| CARNIVAL CORP P/P 144A 05.7500 03/01/2027 | 0.01% |
| CDI ESCROW ISSR INC P/P 144A 05.7500 04/01/2030 | 0.01% |
| CENGAGE LEARNING INC P/P 144A 09.5000 06/15/2024 | 0.01% |
| CENTENNIAL RESOURCE P/P 144A 05.3750 01/15/2026 | 0.01% |
| CHENIERE CORP CHRIST 05.1250 06/30/2027 | 0.01% |
| CLUB CAR TL L+400 05.5979 06/01/2028 | 0.01% |
| ELANCO ANIMAL HEALTH 06.4000 08/28/2028 | 0.01% |
| GENERAL ELECTRIC CO 04.1560 12/29/2049 | 0.01% |
| GNR 2014-116 IL IO 04.0000 08/20/2044 | 0.01% |
| IPALCO ENTPRS IN 04.2500 05/01/2030 | 0.01% |
| KEURIG DR PEPPER INC 03.4300 06/15/2027 | 0.01% |
| KONTOOR BRANDS INC P/P 144A 04.1250 11/15/2029 | 0.01% |
| LAMB WESTON HLD P/P 144A 04.1250 01/31/2030 | 0.01% |
| LATTICE SEMICONDUCTOR CORP SEDOL 2506658 | 0.01% |
| NABORS IND CV 00.7500 01/15/2024 | 0.01% |
| NUTRIEN LTD USD 05.2500 01/15/2045 | 0.01% |
| NUTRIEN LTD. USD 04.2000 04/01/2029 | 0.01% |
| NUTRITION & BIO P/P 144A 02.3000 11/01/2030 | 0.01% |
| ONCOR ELECTRIC DELIVERY 05.3000 06/01/2042 | 0.01% |
| OT MERGER CORP P/P 144A 07.8750 10/15/2029 | 0.01% |
| PORSCHE AUTOMOBIL HLDG-PRF SEDOL 7101069 | 0.01% |
| PROVIDENT FDG/PFG FI P/P 144A 06.3750 06/15/2025 | 0.01% |
| ROCKCLIFF ENERGY II P/P 144A 05.5000 10/15/2029 | 0.01% |
| S&P GLOBAL INC 01.2500 08/15/2030 | 0.01% |
| SERVICE CORPORATION INTL 04.6250 12/15/2027 | 0.01% |
| SM ENERGY CO SEDOL 2764188 | 0.01% |
| SPRINT CORP 07.6250 03/01/2026 | 0.01% |
| STACR 2015-DNA3 M3 05.7057 04/25/2028 | 0.01% |
| STATION CASINOS LLC P/P 144A 04.5000 02/15/2028 | 0.01% |
| TENET HEALTHCARE CORP SEDOL B8DMK08 | 0.01% |
| UNIVAR SOLUTIONS P/P 144A 05.1250 12/01/2027 | 0.01% |
| URBAN ONE INC P/P 144A 07.3750 02/01/2028 | 0.01% |
| ATKORE INC SEDOL BDHF495 | 0.01% |
| BATH & BODY WORKS INC 07.5000 06/15/2029 | 0.01% |
| CHOW TAI FOOK JEWEL SEDOL B4R39F7 | 0.01% |
| CHS/COMMUNITY P/P 144A 06.8750 04/15/2029 | 0.01% |
| CINEMARK USA INC P/P 144A 05.8750 03/15/2026 | 0.01% |
| COVANTA HOLDING CORP P/P 144A 04.8750 12/01/2029 | 0.01% |
| EASTGROUP PROPERTIES INC SEDOL 2455761 | 0.01% |
| EMBARQ CORPORATION 07.9950 06/01/2036 | 0.01% |
| ERAC USA FINANCE LLC P/P 144A 03.3000 12/01/2026 | 0.01% |
| ERAC USA FINANCE LLC P/P 144A 04.5000 02/15/2045 | 0.01% |
| FREEPORT-MCMORAN INC 04.3750 08/01/2028 | 0.01% |
| GJENSIDIGE FORSIKRING ASA SEDOL B4PH0C5 | 0.01% |
| GNMA GII30 MA7053 03.0000 12/20/2050 | 0.01% |
| HCA INC. 05.3750 09/01/2026 | 0.01% |
| LEVI STRAUSS & CO. P/P 144A 03.5000 03/01/2031 | 0.01% |
| NATIONSTAR MTG HLD I P/P 144A 05.7500 11/15/2031 | 0.01% |
| NETFLIX INC SEDOL 2857817 | 0.01% |
| OVINTIV INC 07.3750 11/01/2031 | 0.01% |
| OWENS & MINOR INC P/P 144A 04.5000 03/31/2029 | 0.01% |
| PENN NATIONAL GAMING P/P 144A 05.6250 01/15/2027 | 0.01% |
| ROCKET SOFTWARE INC P/P 144A 06.5000 02/15/2029 | 0.01% |
| SIRIUS XM RADIO INC P/P 144A 04.0000 07/15/2028 | 0.01% |
| SIX FLAGS THEME PARK P/P 144A 07.0000 07/01/2025 | 0.01% |
| SOUTHWESTERN ENERGY CO 05.3750 03/15/2030 | 0.01% |
| T-MOBILE USA INC. 04.7500 02/01/2028 | 0.01% |
| TALLGRASS NRG PRTNR P/P 144A 05.5000 01/15/2028 | 0.01% |
| VICTORIA'S SECRET & P/P 144A 04.6250 07/15/2029 | 0.01% |
| WAMU 2004-AR3 A2 03.0500 06/25/2034 | 0.01% |
| WAMU 2005-AR9 A1C3 01.9657 07/25/2045 | 0.01% |
| WINTRUST FINANCIAL CORP SEDOL 2425258 | 0.01% |
| WYNN LAS VEGAS P/P 144A 05.2500 05/15/2027 | 0.01% |
| AGL 2020-6A AR 144A 02.2627 07/20/2034 | 0.01% |
| ALKERMES PLC SEDOL B3P6D26 | 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% |
| AMN HEALTHCARE SERVICES INC | 0.01% |
| BANK OF AMERICA CORP 01.5860 09/15/2026 | 0.01% |
| BOYD GAMING CORP P/P 144A 04.7500 06/15/2031 | 0.01% |
| BROOKFIELD RESID P/P 144A 06.2500 09/15/2027 | 0.01% |
| CAS 2017-C01 1EB1 02.2557 07/25/2029 | 0.01% |
| CINEMARK USA INC P/P 144A 05.2500 07/15/2028 | 0.01% |
| CLARIV SCI HLD CORP P/P 144A 04.8750 07/01/2029 | 0.01% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CS | 0.01% |
| COMSTOCK RE INC P/P 144A 05.8750 01/15/2030 | 0.01% |
| DENBURY INC SEDOL BMZQZL2 | 0.01% |
| DIRECTV FINANCING TL L+500 06.0596 07/22/2027 | 0.01% |
| ESSENT GROUP LTD SEDOL BFWGXR8 | 0.01% |
| FIRST BANCORP PUERTO RICO SEDOL 2296926 | 0.01% |
| GARTNER INC P/P 144A 03.7500 10/01/2030 | 0.01% |
| GFL ENVIRON INC P/P 144A 05.1250 12/15/2026 | 0.01% |
| GNR 2016-H16 EI IO 02.2122 06/20/2066 | 0.01% |
| GRANITE US HLDG CORP P/P 144A 11.0000 10/01/2027 | 0.01% |
| GREAT LAKES DREDGE&D P/P 144A 05.2500 06/01/2029 | 0.01% |
| HANCOCK WHITNEY CORP SEDOL 2415497 | 0.01% |
| HCA INC. 04.5000 02/15/2027 | 0.01% |
| HERC HOLDINGS INC P/P 144A 05.5000 07/15/2027 | 0.01% |
| IIDA GROUP HOLDINGS CO LTD SEDOL BFDTBS3 | 0.01% |
| KORN FERRY SEDOL 2386849 | 0.01% |
| LANTHEUS HOLDINGS INC SEDOL BP8S8J5 | 0.01% |
| LSF11 A5 HOLDCO LLC P/P 144A 06.6250 10/15/2029 | 0.01% |
| MATSON INC SEDOL B8GNC91 | 0.01% |
| MERCER INTL INC USD 05.5000 01/15/2026 | 0.01% |
| ONO PHARMACEUTICAL CO LTD SEDOL 6660107 | 0.01% |
| ORSTED A/S SEDOL BYT16L4 | 0.01% |
| PANTHER BF AGGRE 2 P/P 144A 08.5000 05/15/2027 | 0.01% |
| PENNYMAC FIN SVCS IN P/P 144A 05.3750 10/15/2025 | 0.01% |
| PNM RESOURCES INC SEDOL 2707826 | 0.01% |
| PRUDENTIAL FINANCIAL INC 05.2000 03/15/2044 | 0.01% |
| QUALYS INC SEDOL B7XJTN8 | 0.01% |
| SEMTECH CORP SEDOL 2795542 | 0.01% |
| SENSATA TECH BV P/P 144A 04.0000 04/15/2029 | 0.01% |
| STACR 2019-DNA1 M2 03.6557 01/25/2049 | 0.01% |
| TMS INTL CORP P/P 144A 06.2500 04/15/2029 | 0.01% |
| TOWNSQUARE MEDIA INC P/P 144A 06.8750 02/01/2026 | 0.01% |
| TR OP / TR FIN P/P 144A 05.1250 04/01/2029 | 0.01% |
| TRANSDIGM INC 04.8750 05/01/2029 | 0.01% |
| UFP INDUSTRIES INC SEDOL BMQ60Q1 | 0.01% |
| UNITED CONTINENTAL HOL L+375 04.7107 04/21/2028 | 0.01% |
| UNIVISION COMM P/P 144A 06.6250 06/01/2027 | 0.01% |
| USA COMPRESSION PART 06.8750 04/01/2026 | 0.01% |
| USI INC/NY P/P 144A 06.8750 05/01/2025 | 0.01% |
| VISTEON CORP SEDOL B4N0JJ6 | 0.01% |
| WESCO DISTRIBUT P/P 144A 07.2500 06/15/2028 | 0.01% |
| 2.3485 R ISWP SOFR P 04/05/2027 | 0.01% |
| AEROJET ROCKETDYNE HOLDINGS SEDOL BWD7PX9 | 0.01% |
| ALBERTSONS COS LLC P/P 144A 07.5000 03/15/2026 | 0.01% |
| ALTRA INDUSTRIAL MOTION CORP SEDOL B1L82T2 | 0.01% |
| ARRW 2019-3 A3 03.4160 10/25/2048 | 0.01% |
| AXCELIS TECHNOLOGIES INC SEDOL BD420Q8 | 0.01% |
| BECTON DICKINSON AND CO 03.7000 06/06/2027 | 0.01% |
| BOISE CASCADE CO SEDOL B9BP4R1 | 0.01% |
| BRISTOL-MYERS 03.4000 07/26/2029 | 0.01% |
| CALIFORNIA RESOURCES CORP SEDOL BMBK002 | 0.01% |
| CARNIVAL CORP P/P 144A 07.6250 03/01/2026 | 0.01% |
| CAS 2022-R02 2M1 01.7845 01/25/2042 | 0.01% |
| CENOVUS ENERGY INC USD 06.7500 11/15/2039 | 0.01% |
| CLUBCORP HLDG INC P/P 144A 08.5000 09/15/2025 | 0.01% |
| CNO FINANCIAL GROUP INC 05.2500 05/30/2029 | 0.01% |
| COBRA ACQUISITIONCO P/P 144A 06.3750 11/01/2029 | 0.01% |
| COCA-COLA CONSOLIDATED INC SEDOL 2206721 | 0.01% |
| COMMVAULT SYSTEMS INC SEDOL B142B38 | 0.01% |
| COMSTOCK RE INC P/P 144A 06.7500 03/01/2029 | 0.01% |
| CONSTELLIUM SE SEDOL BKPR6S5 | 0.01% |
| CONTINENTAL RESO P/P 144A 05.7500 01/15/2031 | 0.01% |
| DEVON ENERGY CORPORATION 07.9500 04/15/2032 | 0.01% |
| DILLARDS INC-CL A SEDOL 2269768 | 0.01% |
| GENWORTH FINANCIAL INC-CL A SEDOL B011WL6 | 0.01% |
| HESS MIDSTREAM P P/P 144A 05.1250 06/15/2028 | 0.01% |
| HOSTESS BRANDS INC SEDOL BZ8VJD5 | 0.01% |
| ICAHN ENTER/FIN 06.2500 05/15/2026 | 0.01% |
| INTERCONTINENTALEXCHANGE 03.1000 09/15/2027 | 0.01% |
| ITRON INC SEDOL 2471949 | 0.01% |
| LADDER CAP FINAN P/P 144A 04.2500 02/01/2027 | 0.01% |
| LEVEL 3 FIN INC P/P 144A 04.2500 07/01/2028 | 0.01% |
| MASONITE INTL C P/P 144A 03.5000 02/15/2030 | 0.01% |
| MATTAMY GROUP CORP P/P 144A 04.6250 03/01/2030 | 0.01% |
| MR COOPER GROUP INC SEDOL BGHKHS1 | 0.01% |
| NATIONAL STORAGE AFFILIATES SEDOL BWWCK85 | 0.01% |
| NAVIENT CORP SEDOL BLP5GX1 | 0.01% |
| NESCO HLDG II INC P/P 144A 05.5000 04/15/2029 | 0.01% |
| NETFLIX INC 04.8750 04/15/2028 | 0.01% |
| NEWELL BRANDS INC 04.4500 04/01/2026 | 0.01% |
| OPTION CARE HEALTH INC SEDOL BKM5C62 | 0.01% |
| OUTFRONT MEDIA INC SEDOL BSP6611 | 0.01% |
| PACIFIC GAS & ELECTRIC 02.9500 03/01/2026 | 0.01% |
| POSTE ITALIANE SPA SEDOL BYYN701 | 0.01% |
| POTLATCHDELTIC CORP SEDOL B0XXJN1 | 0.01% |
| PRIME SECURITY SVCS P/P 144A 06.2500 01/15/2028 | 0.01% |
| SM ENERGY CO 06.5000 07/15/2028 | 0.01% |
| STACR 2019-HQA1 M2 03.3557 02/25/2049 | 0.01% |
| SUNSTONE HOTEL INVESTORS INC SEDOL B034LG1 | 0.01% |
| TASEKO MINES LTD P/P 144A 07.0000 02/15/2026 | 0.01% |
| TRIPADVISOR INC P/P 144A 07.0000 07/15/2025 | 0.01% |
| TWILIO INC 03.6250 03/15/2029 | 0.01% |
| VIBRANTZ TECH INC P/P 144A 09.0000 02/15/2030 | 0.01% |
| VIR BIOTECHNOLOGY INC SEDOL BK4PZ38 | 0.01% |
| WELLS FARGO & COMPANY 03.9000 03/15/2026 | 0.01% |
| WESTPAC BANKING CORP USD 03.3500 03/08/2027 | 0.01% |
| WFRBS 2011-C4 E 144A 04.8884 06/15/2044 | 0.01% |
| WFRBS 2013-C15 D 144A 04.5038 08/15/2046 | 0.01% |
| WYNN RESORTS FIN LLC P/P 144A 05.1250 10/01/2029 | 0.01% |
| 1011778 BC / NEW RED P/P 144A 03.8750 01/15/2028 | 0.01% |
| 3I GROUP PLC SEDOL B1YW440 | 0.01% |
| A10 NETWORKS INC SEDOL BKQVBN6 | 0.01% |
| ADT SEC CORP P/P 144A 04.1250 08/01/2029 | 0.01% |
| AG ISSUER LLC P/P 144A 06.2500 03/01/2028 | 0.01% |
| ALPHA & OMEGA SEMICONDUCTOR SEDOL B5Q3KZ2 | 0.01% |
| AMC ENT HLDGS P/P 144A 10.0000 06/15/2026 | 0.01% |
| AMC ENT INC TLB L+300 03.8444 04/22/2026 | 0.01% |
| AVID TECHNOLOGY INC SEDOL 2065870 | 0.01% |
| BIG RVR STL/FIN P/P 144A 06.6250 01/31/2029 | 0.01% |
| CALLON PETROLEUM P/P 144A 08.0000 08/01/2028 | 0.01% |
| CAS 2017-C01 1M2C 04.5557 07/25/2029 | 0.01% |
| CATHAY GENERAL BANCORP SEDOL 2264235 | 0.01% |
| CDX CDX.NA.HY.38 500.0 06/20/2027 | 0.01% |
| CHENIERE ENERGY PART P/P 144A 03.2500 01/31/2032 | 0.01% |
| CNO FINANCIAL GROUP INC 05.2500 05/30/2025 | 0.01% |
| CNO FINANCIAL GROUP INC SEDOL 2657750 | 0.01% |
| COMM 2014-CR14 XA IO 00.5316 02/10/2047 | 0.01% |
| CUSHMAN & WAKEFIELD PLC SEDOL BFZ4N46 | 0.01% |
| DISH DBS CORP P/P 144A 05.7500 12/01/2028 | 0.01% |
| EUR/USD 06/15/2022 MSCIL | 0.01% |
| EXTREME NETWORKS INC SEDOL 2407052 | 0.01% |
| FHR 3065 DC 17.2359 03/15/2035 | 0.01% |
| FLAGSTAR BANCORP INC SEDOL B7SVZ97 | 0.01% |
| GENERAL MOTORS FINL CO 04.0000 01/15/2025 | 0.01% |
| GENESYS TELECOMMUNICAT L+400 05.0596 12/01/2027 | 0.01% |
| GLP CAPITAL LP / FIN II 05.2500 06/01/2025 | 0.01% |
| GLP CAPITAL LP / FIN II 05.3750 04/15/2026 | 0.01% |
| GNR 2015-H25 BI IO 01.5706 10/20/2065 | 0.01% |
| HCA INC 04.1250 06/15/2029 | 0.01% |
| HILTON WORLDWIDE FIN LLC 04.8750 04/01/2027 | 0.01% |
| ICAHN ENTER/FIN 05.2500 05/15/2027 | 0.01% |
| INSPIRE MEDICAL SYSTEMS INC SEDOL BDT5KT5 | 0.01% |
| INTELLIGENT PACK P/P 144A 06.0000 09/15/2028 | 0.01% |
| ISTAR INC 05.5000 02/15/2026 | 0.01% |
| JPMBB 2014-C19 C 04.6516 04/15/2047 | 0.01% |
| KRAFT HEINZ FOODS CO 03.0000 06/01/2026 | 0.01% |
| LLOYDS BANKING GROUP PLC SEDOL 0870612 | 0.01% |
| LOUISIANA-PACIFIC CO P/P 144A 03.6250 03/15/2029 | 0.01% |
| MERCER INTL INC USD 05.1250 02/01/2029 | 0.01% |
| MOZART DEBT MERGER S P/P 144A 05.2500 10/01/2029 | 0.01% |
| MSAC 2004-HE6 M1 01.8307 08/25/2034 | 0.01% |
| MSRR 2015-R4 CB1 01.4935 08/26/2047 | 0.01% |
| NATIONSTAR MTG HLD I P/P 144A 05.5000 08/15/2028 | 0.01% |
| NIELSEN CO LUXEM P/P 144A 05.0000 02/01/2025 | 0.01% |
| NOW INC SEDOL BMH0MV1 | 0.01% |
| OCCIDENTAL PETROLEUM COR 06.6250 09/01/2030 | 0.01% |
| REALOGY GRP / CO P/P 144A 05.7500 01/15/2029 | 0.01% |
| RED ROCK RESORTS INC-CLASS A SEDOL BYY9947 | 0.01% |
| S&P GLOBAL INC 02.5000 12/01/2029 | 0.01% |
| SAMI 2007-AR1 2A1 01.1857 01/25/2037 | 0.01% |
| SCSK CORP SEDOL 6858474 | 0.01% |
| SERVICE CORP INTL 03.3750 08/15/2030 | 0.01% |
| SHIFT4 PAYMENTS LLC P/P 144A 04.6250 11/01/2026 | 0.01% |
| SIGNET JEWELERS LTD SEDOL B3CTNK6 | 0.01% |
| SM ENERGY CO 06.7500 09/15/2026 | 0.01% |
| SMITH & WESSON BRANDS INC SEDOL BMYGG87 | 0.01% |
| SPANISH BROADCAS P/P 144A 09.7500 03/01/2026 | 0.01% |
| SPECTRUM BRANDS INC P/P 144A 03.8750 03/15/2031 | 0.01% |
| STAAR SURGICAL CO SEDOL 2836292 | 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% |
| TEREX CORP SEDOL 2884224 | 0.01% |
| TOYOTA MOTOR CORP SEDOL 6900643 | 0.01% |
| TRI POINTE HOMES INC SEDOL B92CQF3 | 0.01% |
| TRINET GROUP INC SEDOL 2693914 | 0.01% |
| TRONOX HOLDINGS PLC- A SEDOL BJT16S6 | 0.01% |
| UNITED NATURAL FOODS INC SEDOL 2895163 | 0.01% |
| VERITIV CORP SEDOL BNBKSP0 | 0.01% |
| VISTA OUTDOOR INC SEDOL BVGC697 | 0.01% |
| WHITE CAP TLB S+375 04.2500 10/19/2027 | 0.01% |
| WR GRACE HOLDING LLC P/P 144A 05.6250 08/15/2029 | 0.01% |
| ZURN WATER SOLUTIONS CORP SEDOL BMV1ZD3 | 0.01% |
| ADIENT TLB L+325 04.3096 04/01/2028 | 0.01% |
| AIR METHODS CORP P/P 144A 08.0000 05/15/2025 | 0.01% |
| ARROWHEAD PHARMACEUTICALS IN SEDOL BYQBFJ8 | 0.01% |
| ASCEND LEARNING LLC 2N L+575 06.8096 11/18/2029 | 0.01% |
| BAUSCH HLTH COS INC P/P 144A 04.8750 06/01/2028 | 0.01% |
| BOARDWALK PIPELINES LP 03.6000 09/01/2032 | 0.01% |
| BOISE CASCADE CO P/P 144A 04.8750 07/01/2030 | 0.01% |
| BWAY HOLDING CO P/P 144A 07.2500 04/15/2025 | 0.01% |
| CALERES INC SEDOL BWX4MD9 | 0.01% |
| CAS 2014-C04 1M2 05.9057 11/25/2024 | 0.01% |
| CCO HLDGS LLC/CAP C P/P 144A 05.5000 05/01/2026 | 0.01% |
| CCO HOLDINGS LLC P/P 144A 04.7500 03/01/2030 | 0.01% |
| CFCRE 2011-C2 D 144A 05.0798 12/15/2047 | 0.01% |
| CHENIERE ENERGYP 04.0000 03/01/2031 | 0.01% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 JP | 0.01% |
| COMM 2014-UBS4 XA IO 01.0920 08/10/2047 | 0.01% |
| CONTINENTAL RESOURCES 04.9000 06/01/2044 | 0.01% |
| DISH DBS CORP 05.1250 06/01/2029 | 0.01% |
| DISH DBS CORP 05.8750 11/15/2024 | 0.01% |
| ENANTA PHARMACEUTICALS INC SEDOL B9L5200 | 0.01% |
| ENERGY TRANSFER LP 02.9000 05/15/2025 | 0.01% |
| ENERGY TRANSFER LP 05.5000 06/01/2027 | 0.01% |
| ESSENTIAL PROPERTIES REALTY SEDOL BFFK0X2 | 0.01% |
| FREEDOM MTGE CORP P/P 144A 08.1250 11/15/2024 | 0.01% |
| FULGENT GENETICS INC SEDOL BYQBFQ5 | 0.01% |
| GNMA GII30 AY4779 04.4990 03/20/2067 | 0.01% |
| GNMA GII30 BB0107 04.7000 08/20/2067 | 0.01% |
| HILLENBRAND INC SEDOL B2QGDP1 | 0.01% |
| INGEVITY CORP P/P 144A 03.8750 11/01/2028 | 0.01% |
| INTERNATIONAL GAME TECHNOLOG SEDOL BVG7F06 | 0.01% |
| JPMORGAN CHASE & CO 04.1250 12/15/2026 | 0.01% |
| KLEOPATRA HOLDINGS 2 REGS 06.5000 09/01/2026 | 0.01% |
| LAMB WESTON HOLDINGS P/P 144A 04.8750 05/15/2028 | 0.01% |
| MALLINCKRODT FIN/SB P/P 144A 10.0000 04/15/2025 | 0.01% |
| MATTEL INC. P/P 144A 03.7500 04/01/2029 | 0.01% |
| MLMI 2005-A2 A2 02.8192 02/25/2035 | 0.01% |
| MUELLER INDUSTRIES INC SEDOL 2609717 | 0.01% |
| NEWS CORP P/P 144A 03.8750 05/15/2029 | 0.01% |
| NEWS CORP P/P 144A 05.1250 02/15/2032 | 0.01% |
| NIELSEN FIN LLC/CO P/P 144A 05.6250 10/01/2028 | 0.01% |
| O-I GLASS INC SEDOL BKLKXD2 | 0.01% |
| PACIFIC GAS & ELECTRIC 02.1000 08/01/2027 | 0.01% |
| PBF ENERGY INC-CLASS A SEDOL B7F4TJ7 | 0.01% |
| PENNYMAC FINANCIAL SERVICES SEDOL BGYTGH3 | 0.01% |
| PM GENERAL PURCHASER P/P 144A 09.5000 10/01/2028 | 0.01% |
| PORTLAND GENERAL ELECTRIC CO SEDOL B125XQ6 | 0.01% |
| PROLOGIS L.P. 02.1250 04/15/2027 | 0.01% |
| RATTLER MIDSTREAM LP P/P 144A 05.6250 07/15/2025 | 0.01% |
| RETAIL OPPORTUNITY INVESTMEN SEDOL B28YD08 | 0.01% |
| ROLLER BEARING CO OF P/P 144A 04.3750 10/15/2029 | 0.01% |
| SALLY BEAUTY HOLDINGS INC SEDOL B1GZ005 | 0.01% |
| SKYLINE CHAMPION CORP SEDOL 2814005 | 0.01% |
| SLH TL B 1L USD L+400 05.0596 06/03/2028 | 0.01% |
| SPROUT SOCIAL INC - CLASS A SEDOL BKTNTS0 | 0.01% |
| STACR 2021-HQA3 M1 01.4345 09/25/2041 | 0.01% |
| SUMITOMO REALTY & DEVELOPMEN SEDOL 6858902 | 0.01% |
| TRANSDIGM INC 04.6250 01/15/2029 | 0.01% |
| TRANSDIGM INC. 06.3750 06/15/2026 | 0.01% |
| TRANSOCEAN INC P/P 144A 11.5000 01/30/2027 | 0.01% |
| TTM TECHNOLOGIES INC P/P 144A 04.0000 03/01/2029 | 0.01% |
| UMB FINANCIAL CORP SEDOL 2918510 | 0.01% |
| WFCM 2014-LC16 XA IO 01.0872 08/15/2050 | 0.01% |
| WOODSIDE ENERGY GROUP LTD SEDOL BMGT167 | 0.01% |
| YUM! BRANDS INC P/P 144A 04.7500 01/15/2030 | 0.01% |
| 1011778 BC / NEW RED P/P 144A 04.0000 10/15/2030 | 0.01% |
| 1011778 BC ULC / P/P 144A 04.3750 01/15/2028 | 0.01% |
| 2.307 R ISWP SOFR P 03/31/2024 | 0.01% |
| 2.399 R ISWP SOFR P 04/08/2032 | 0.01% |
| 2.752 R ISWP SOFR P 05/05/2027 | 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% |
| ANCESTRY.COM 1L TL L+325 04.3096 12/06/2027 | 0.01% |
| ANTERO MIDSTREAM P/P 144A 07.8750 05/15/2026 | 0.01% |
| APACHE CORP 04.3750 10/15/2028 | 0.01% |
| ARRW 2019-1 A3 04.0115 01/25/2049 | 0.01% |
| BAUSCH HLTH COS INC P/P 144A 06.1250 02/01/2027 | 0.01% |
| BHP GROUP LTD-DI SEDOL 0144403 | 0.01% |
| BROADCOM INC P/P 144A 03.1870 11/15/2036 | 0.01% |
| BROOKFIELD RESID P/P 144A 05.0000 06/15/2029 | 0.01% |
| BUILDERS FIRSTSOURCE P/P 144A 06.7500 06/01/2027 | 0.01% |
| BUMT 2005-1 1A1 01.6057 09/25/2045 | 0.01% |
| BWAY CORP TLB L+325 04.0500 04/03/2024 | 0.01% |
| CARGURUS INC SEDOL BF5D6S8 | 0.01% |
| CARRIAGE SVCS INC P/P 144A 04.2500 05/15/2029 | 0.01% |
| CAS 2017-C04 2ED1 01.6057 11/25/2029 | 0.01% |
| CCO HOLDINGS LLC 04.5000 05/01/2032 | 0.01% |
| CENTERFIELD MEDI P/P 144A 06.6250 08/01/2026 | 0.01% |
| CLARIOS GLOBAL LP P/P 144A 06.7500 05/15/2025 | 0.01% |
| CLEAR CHANNEL OU P/P 144A 07.5000 06/01/2029 | 0.01% |
| CLEAR CHANNEL OU P/P 144A 07.7500 04/15/2028 | 0.01% |
| CLEAR CHANNEL WORLDW P/P 144A 05.1250 08/15/2027 | 0.01% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS | 0.01% |
| COMCAST CORP P/P 144A 02.8870 11/01/2051 | 0.01% |
| COMM 2014-UBS6 XA IO 00.8536 12/10/2047 | 0.01% |
| COMMSCOPE INC P/P 144A 08.2500 03/01/2027 | 0.01% |
| CROWN CORK & SEAL CO INC 07.3750 12/15/2026 | 0.01% |
| CSG SYSTEMS INTL INC SEDOL 2210885 | 0.01% |
| CUSTOMERS BANCORP INC SEDOL B6XHXY4 | 0.01% |
| DEVON ENERGY CORPORATION 07.8750 09/30/2031 | 0.01% |
| DISH DBS CORPORATION 07.7500 07/01/2026 | 0.01% |
| ENTERCOM MEDIA CORP P/P 144A 06.7500 03/31/2029 | 0.01% |
| EQT CORP 07.5000 02/01/2030 | 0.01% |
| FREEDOM MTGE CORP P/P 144A 08.2500 04/15/2025 | 0.01% |
| FREEPORT-MCMORAN INC 05.4500 03/15/2043 | 0.01% |
| GFL ENVIRON INC P/P 144A 03.5000 09/01/2028 | 0.01% |
| GNMA GII30 BL6161 06.0000 12/20/2048 | 0.01% |
| GNMA GII30 BL6219 06.0000 03/20/2049 | 0.01% |
| HANESBRANDS INC P/P 144A 04.6250 05/15/2024 | 0.01% |
| HILCORP ENERGY I/HIL P/P 144A 06.2500 04/15/2032 | 0.01% |
| HOPE BANCORP INC SEDOL BYN87K7 | 0.01% |
| HORACE MANN EDUCATORS SEDOL 2437112 | 0.01% |
| IHEARTCOMMUNICATI L+325 04.3096 05/01/2026 | 0.01% |
| INTEL PKG HOLDCO P/P 144A 09.0000 01/15/2026 | 0.01% |
| IPALCO ENTPRS IN 03.7000 09/01/2024 | 0.01% |
| KFC HLD/PIZZA HUT/TA P/P 144A 04.7500 06/01/2027 | 0.01% |
| KLOECKNER PENTAPLAST L+475 05.2500 02/09/2026 | 0.01% |
| KRAFT HEINZ FOODS CO 05.0000 07/15/2035 | 0.01% |
| LAUREATE EDUCATION INC SEDOL BYMYT66 | 0.01% |
| LBM ACQUISITION LLC P/P 144A 06.2500 01/15/2029 | 0.01% |
| LIBERTY LATIN AMERIC-CL C SEDOL BD9Q3Q6 | 0.01% |
| LIVE NATION ENTERTAI P/P 144A 05.6250 03/15/2026 | 0.01% |
| MAXLINEAR INC SEDOL B3RDWC8 | 0.01% |
| MICROSOFT CORP 03.3000 02/06/2027 | 0.01% |
| NOURYON USA TLB L+300 04.0060 10/01/2025 | 0.01% |
| NOVELIS CORP P/P 144A 04.7500 01/30/2030 | 0.01% |
| NRG ENERGY INC P/P 144A 04.4500 06/15/2029 | 0.01% |
| NUTRITION & BIO P/P 144A 03.4680 12/01/2050 | 0.01% |
| OCEANEERING INTL INC SEDOL 2655583 | 0.01% |
| SC GAMES HOLDIN/US F P/P 144A 06.6250 03/01/2030 | 0.01% |
| SELECT MEDICAL HOLDINGS CORP SEDOL B4MF0Q6 | 0.01% |
| SIMPLY GOOD FOODS CO/THE SEDOL BF27XF9 | 0.01% |
| SIX FLAGS ENT P/P 144A 05.5000 04/15/2027 | 0.01% |
| STACR 2018-HQA2 M2 03.3057 10/25/2048 | 0.01% |
| STANDARD IND INC P/P 144A 04.3750 07/15/2030 | 0.01% |
| STANDARD IND INC P/P 144A 05.0000 02/15/2027 | 0.01% |
| SYNAPTICS INC SEDOL 2839268 | 0.01% |
| T-MOBILE USA INC 02.8750 02/15/2031 | 0.01% |
| T-MOBILE USA INC 03.8750 04/15/2030 | 0.01% |
| TRANSOCEAN POSEIDON P/P 144A 06.8750 02/01/2027 | 0.01% |
| ULTIMATE SOFTWARE GROU L+525 06.2116 05/03/2027 | 0.01% |
| VAT GROUP AG SEDOL BYZWMR9 | 0.01% |
| VISTRA CORP P/P 144A 05.0000 07/31/2027 | 0.01% |
| WHITE CAP BUYER LLC P/P 144A 06.8750 10/15/2028 | 0.01% |
| WR GRACE HOLDING LLC P/P 144A 04.8750 06/15/2027 | 0.01% |
| XPERI HOLDING CORP SEDOL BMWP0C8 | 0.01% |
| ABERCROMBIE & FITCH CO-CL A SEDOL 2004185 | 0.01% |
| ALLETE INC SEDOL B02R1L6 | 0.01% |
| ANTERO RESOURCES P/P 144A 07.6250 02/01/2029 | 0.01% |
| APACHE CORP 05.1000 09/01/2040 | 0.01% |
| ASURION CORP 2N TLB4 L+525 06.3096 01/30/2029 | 0.01% |
| BAFC 2005-B 3M1 01.6023 04/20/2035 | 0.01% |
| BCPE ULYSSES P/P 144A 07.7500 04/01/2027 | 0.01% |
| BOLLORE SE SEDOL 4572709 | 0.01% |
| BOMBARDIER INC P/P 144A 07.1250 06/15/2026 | 0.01% |
| BRAND ENERGY & I P/P 144A 08.5000 07/15/2025 | 0.01% |
| CALLON PETROLEUM CO P/P 144A 09.0000 04/01/2025 | 0.01% |
| CAS 2014-C03 2M2 03.9057 07/25/2024 | 0.01% |
| CAS 2018-C05 1ED1 01.6557 01/25/2031 | 0.01% |
| CAS 2021-R02 2M1 01.4845 11/25/2041 | 0.01% |
| CCO HOLDINGS LLC P/P 144A 04.2500 02/01/2031 | 0.01% |
| CHS/COMMUNITY P/P 144A 06.8750 04/01/2028 | 0.01% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CS | 0.01% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 JP | 0.01% |
| DCP MIDSTREAM OPERATING 05.6250 07/15/2027 | 0.01% |
| DOMO INC - CLASS B SEDOL BFZNZC5 | 0.01% |
| ENDEAVOR ENERGY P/P 144A 06.6250 07/15/2025 | 0.01% |
| FHR 3408 EK 22.2734 04/15/2037 | 0.01% |
| FISHER PAYKEL SEDOL 6340250 | 0.01% |
| FNR 2006-8 HP 20.8791 03/25/2036 | 0.01% |
| FRONTIER COMM P/P 144A 05.8750 10/15/2027 | 0.01% |
| FULTON FINANCIAL CORP SEDOL 2356585 | 0.01% |
| GNMA GII30 BA7681 04.6470 06/20/2067 | 0.01% |
| GNMA GII30 BL6216 06.0000 03/20/2049 | 0.01% |
| GNMA GII30 BL6217 06.0000 03/20/2049 | 0.01% |
| GNR 2015-H26 EI IO 01.7123 10/20/2065 | 0.01% |
| GOEASY LTD P/P 144A 04.3750 05/01/2026 | 0.01% |
| GRAPHIC PACKAGIN P/P 144A 03.5000 03/01/2029 | 0.01% |
| GRAPHIC PACKAGING IN P/P 144A 03.7500 02/01/2030 | 0.01% |
| HILCORP ENERGY I/HIL P/P 144A 06.0000 04/15/2030 | 0.01% |
| HMIR 2018-1 M1 144A 02.6057 10/25/2028 | 0.01% |
| HUB GROUP INC-CL A SEDOL 2407632 | 0.01% |
| INNOSPEC INC SEDOL 2245597 | 0.01% |
| IRB HOLDING CORP P/P 144A 07.0000 06/15/2025 | 0.01% |
| JPMBB 2014-C25 XA IO 00.8199 11/15/2047 | 0.01% |
| KNOWLES CORP SEDOL BJTD9L6 | 0.01% |
| LIVE NATION ENT P/P 144A 06.5000 05/15/2027 | 0.01% |
| LIVERAMP HOLDINGS INC SEDOL BGLN838 | 0.01% |
| MARCUS & MILLICHAP INC SEDOL BFWGXV2 | 0.01% |
| MATCH GRP HLD II LLC P/P 144A 05.0000 12/15/2027 | 0.01% |
| MERIDIAN BIOSCIENCE INC SEDOL 2580265 | 0.01% |
| META FINANCIAL GROUP INC SEDOL 2420316 | 0.01% |
| MOOG INC-CLASS A SEDOL 2601218 | 0.01% |
| NABORS INDUSTRIES INC. 05.7500 02/01/2025 | 0.01% |
| NEWELL BRANDS INC 04.8750 06/01/2025 | 0.01% |
| NIELSEN FIN LLC/CO P/P 144A 04.5000 07/15/2029 | 0.01% |
| NN GROUP NV SEDOL BNG8PQ9 | 0.01% |
| NORTHWEST NATURAL HOLDING CO SEDOL BFNR303 | 0.01% |
| OASIS PETROLEUM INC P/P 144A 06.3750 06/01/2026 | 0.01% |
| ONE CALL TLB L+550 06.2500 04/22/2027 | 0.01% |
| PRIMO WATER CORP SEDOL BLKNZP5 | 0.01% |
| REALOGY HOLDINGS CORP SEDOL B5T0CW1 | 0.01% |
| REDWOOD TRUST INC SEDOL 2730877 | 0.01% |
| ROBERTSHAW CONTROLS CO L+800 09.0625 02/28/2026 | 0.01% |
| ROCKET SOFTWARE INC. L+425 05.3096 11/28/2025 | 0.01% |
| SABINE PASS LIQUEF 05.0000 03/15/2027 | 0.01% |
| SABRA HEALTH CARE REIT INC SEDOL B5NLBP6 | 0.01% |
| SCRIPPS ESCROW P/P 144A 05.3750 01/15/2031 | 0.01% |
| SCRIPPS ESCROW II IN P/P 144A 03.8750 01/15/2029 | 0.01% |
| SCRIPPS ESCROW INC P/P 144A 05.8750 07/15/2027 | 0.01% |
| SERVICE CORP INTL 04.0000 05/15/2031 | 0.01% |
| SFL CORP LTD SEDOL BJXT857 | 0.01% |
| SG HOLDINGS CO LTD SEDOL BFFY885 | 0.01% |
| STACR 2018-DNA3 M2B 03.1057 09/25/2048 | 0.01% |
| TEREX CORP P/P 144A 05.0000 05/15/2029 | 0.01% |
| THYSSENKRUPP ELEVATOR L+350 04.0187 07/31/2027 | 0.01% |
| TOSHIBA CORP SEDOL 6897217 | 0.01% |
| TRI POINTE GROUP / HOMES 05.8750 06/15/2024 | 0.01% |
| UNIVISION COMM P/P 144A 09.5000 05/01/2025 | 0.01% |
| VENTURE GLOBAL CALCA P/P 144A 03.8750 11/01/2033 | 0.01% |
| VIDEOTRON LTD / LTEE P/P 144A 05.1250 04/15/2027 | 0.01% |
| WARRIOR MET COAL INC SEDOL BF2X272 | 0.01% |
| WASTE CONNECTIONS INC 03.2000 06/01/2032 | 0.01% |
| 2.247 R ISWP SOFR P 04/01/2027 | 0.00% |
| 2.26 R ISWP SOFR P 03/30/2032 | 0.00% |
| 2.2655 R ISWP SOFR P 03/30/2032 | 0.00% |
| 2.326 R ISWP SOFR P 04/06/2027 | 0.00% |
| 2.838 R ISWP SOFR P 05/10/2032 | 0.00% |
| AADVANTAGE 1L TL L+475 05.8127 04/20/2028 | 0.00% |
| ABC SUPPLY CO INC P/P 144A 03.8750 11/15/2029 | 0.00% |
| ABC SUPPLY CO INC P/P 144A 04.0000 01/15/2028 | 0.00% |
| ADVANSIX INC SEDOL BYMMZL7 | 0.00% |
| ALEXANDER & BALDWIN INC SEDOL B827VB2 | 0.00% |
| ALLISON TRANSMISSION P/P 144A 03.7500 01/30/2031 | 0.00% |
| AMWINS GROUP INC P/P 144A 04.8750 06/30/2029 | 0.00% |
| ANTERO RESOURCES COR P/P 144A 08.3750 07/15/2026 | 0.00% |
| ARCBEST CORP SEDOL BLTFST7 | 0.00% |
| ARCHES BUYER INC P/P 144A 06.1250 12/01/2028 | 0.00% |
| ASURION CORP TLB9 L+325 04.3096 07/31/2027 | 0.00% |
| BATH & BODY WORKS IN P/P 144A 06.6250 10/01/2030 | 0.00% |
| BATH & BODY WORKS INC 06.7500 07/01/2036 | 0.00% |
| BAUSCH HLTH COS INC P/P 144A 06.2500 02/15/2029 | 0.00% |
| BOYD GAMING CORP 04.7500 12/01/2027 | 0.00% |
| BUILDERS FIRSTSOURCE P/P 144A 04.2500 02/01/2032 | 0.00% |
| CALIFORNIA WATER SERVICE GRP SEDOL 2165383 | 0.00% |
| CCO HOLDINGS LLC P/P 144A 04.5000 08/15/2030 | 0.00% |
| CENTENE CORP 03.0000 10/15/2030 | 0.00% |
| CHARLES RIVER LA P/P 144A 03.7500 03/15/2029 | 0.00% |
| CHARLES RIVER LA P/P 144A 04.0000 03/15/2031 | 0.00% |
| CHS/COMMUNITY HEALTH P/P 144A 08.0000 03/15/2026 | 0.00% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 CS | 0.00% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | 0.00% |
| COMMERCIAL METALS CO 04.1250 01/15/2030 | 0.00% |
| COMMSCOPE INC P/P 144A 06.0000 03/01/2026 | 0.00% |
| CORECIVIC INC SEDOL BZ8VC58 | 0.00% |
| DIRECTV HLDGS/FN P/P 144A 05.8750 08/15/2027 | 0.00% |
| DISH DBS CORP P/P 144A 05.2500 12/01/2026 | 0.00% |
| DISH NETWORK CV 03.3750 08/15/2026 | 0.00% |
| ECHOSTAR CORP-A SEDOL B2NC471 | 0.00% |
| ENI SPA SEDOL 7145056 | 0.00% |
| ENTERCOM MEDIA CORP P/P 144A 06.5000 05/01/2027 | 0.00% |
| EPICOR SOFTWARE/EAGLE L+775 08.8096 07/30/2028 | 0.00% |
| EUR/USD 06/15/2022 SSBT | 0.00% |
| FERTITTA ENT P/P 144A 06.7500 01/15/2030 | 0.00% |
| FIBROGEN INC SEDOL BSDRYR8 | 0.00% |
| FIFTH THIRD BANCORP 05.1000 06/30/2023 | 0.00% |
| FREEDOM MTGE CORP P/P 144A 06.6250 01/15/2027 | 0.00% |
| FREEPORT-MCMORAN INC 04.6250 08/01/2030 | 0.00% |
| GENERAL MOTORS CO 05.2000 04/01/2045 | 0.00% |
| GMS INC SEDOL BYY9FS3 | 0.00% |
| GNMA GII30 AY2298 04.7000 05/20/2067 | 0.00% |
| GNMA GII30 MA7194 03.0000 02/20/2051 | 0.00% |
| HCA INC 03.5000 09/01/2030 | 0.00% |
| HESS MIDSTREAM OPERA P/P 144A 04.2500 02/15/2030 | 0.00% |
| HESS MIDSTREAM OPRTN P/P 144A 05.5000 10/15/2030 | 0.00% |
| HILLTOP HOLDINGS INC SEDOL 2365428 | 0.00% |
| ICAHN ENTERPRISES/FI 04.3750 02/01/2029 | 0.00% |
| INTERNATIONAL LEASE FIN CORP 05.8750 08/15/2022 | 0.00% |
| JELD-WEN INC P/P 144A 04.8750 12/15/2027 | 0.00% |
| JELD-WEN INC P/P 144A 06.2500 05/15/2025 | 0.00% |
| JPMORGAN CHASE & CO 06.1000 10/01/2024 | 0.00% |
| MACY'S RETAIL HLDGS P/P 144A 06.1250 03/15/2032 | 0.00% |
| MIZRAHI TEFAHOT BANK LTD SEDOL 6916703 | 0.00% |
| NABORS IND LTD P/P 144A 07.2500 01/15/2026 | 0.00% |
| NCL CORPORATION LTD P/P 144A 05.8750 02/15/2027 | 0.00% |
| NEXTGEN HEALTHCARE INC SEDOL BF5L3D6 | 0.00% |
| ONEMAIN FINANCE CORP 06.6250 01/15/2028 | 0.00% |
| ONEMAIN FINANCE CORP 07.1250 03/15/2026 | 0.00% |
| PENNYMAC FIN SVCS IN P/P 144A 05.7500 09/15/2031 | 0.00% |
| PIEDMONT OFFICE REALTY TRU-A SEDOL B3M3278 | 0.00% |
| PITNEY BOWES INC SEDOL 2690506 | 0.00% |
| PRIME SEC/FIN P/P 144A 03.3750 08/31/2027 | 0.00% |
| PROOFPOINT 2L TLB L+625 6.750000 08/31/2029 | 0.00% |
| RITE AID CORP P/P 144A 07.5000 07/01/2025 | 0.00% |
| SCIENTIFIC GAMES P/P 144A 07.0000 05/15/2028 | 0.00% |
| SCIH SALT HLDG INC P/P 144A 06.6250 05/01/2029 | 0.00% |
| SCOTTS MIRACLE-GRO C 04.3750 02/01/2032 | 0.00% |
| SINCLAIR TELE P/P 144A 04.1250 12/01/2030 | 0.00% |
| SOFINA SEDOL 4820301 | 0.00% |
| SPECTRUM BRANDS INC P/P 144A 05.0000 10/01/2029 | 0.00% |
| SPX 20220617 P 3500.00JPMCB | 0.00% |
| SPX CORP SEDOL 2787185 | 0.00% |
| STACR 2020-HQA1 M2 02.9057 01/25/2050 | 0.00% |
| STEWART INFORMATION SERVICES SEDOL 2848736 | 0.00% |
| STURM RUGER & CO INC SEDOL 2856289 | 0.00% |
| T-MOBILE USA INC 02.6250 02/15/2029 | 0.00% |
| TRANSOCEAN INC CV 00.5000 01/30/2023 | 0.00% |
| TRAVERE THERAPEUTICS INC SEDOL BLFGJD5 | 0.00% |
| TWILIO INC 03.8750 03/15/2031 | 0.00% |
| UNIVISION COMM P/P 144A 04.5000 05/01/2029 | 0.00% |
| USA COM PART/USA COM 06.8750 09/01/2027 | 0.00% |
| VIRTUS INVESTMENT PARTNERS SEDOL B3KKGQ8 | 0.00% |
| VISTRA CORP P/P 144A 07.0000 12/10/2051 | 0.00% |
| WORLD FUEL SERVICES CORP SEDOL 2469450 | 0.00% |
| WR GRACE HOLDING LLC P/P 144A 05.6250 10/01/2024 | 0.00% |
| YUM! BRANDS INC. 03.6250 03/15/2031 | 0.00% |
| 2.3715 R ISWP SOFR P 04/07/2027 | 0.00% |
| 2.479 R ISWP SOFR P 04/12/2032 | 0.00% |
| AGENUS INC SEDOL B58J3K4 | 0.00% |
| ALECTOR INC SEDOL BJ4LDC4 | 0.00% |
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| AMC ENT HLDGS P/P 144A 07.5000 02/15/2029 | 0.00% |
| AMERICAN AXLE & MFG HOLDINGS SEDOL 2382416 | 0.00% |
| APPLE HOSPITALITY REIT INC SEDOL BXRTX56 | 0.00% |
| ATLANTIC UNION BANKSHARES CO SEDOL BFZ9DB8 | 0.00% |
| BANNER CORPORATION SEDOL 2346003 | 0.00% |
| BEACON ROOFING S P/P 144A 04.1250 05/15/2029 | 0.00% |
| BEACON ROOFING SUPPL P/P 144A 04.5000 11/15/2026 | 0.00% |
| BGC PARTNERS INC-CL A SEDOL 2528168 | 0.00% |
| BLUEBIRD BIO INC SEDOL BBFL7S1 | 0.00% |
| BLUELINX HOLDINGS INC SEDOL BYQLZ65 | 0.00% |
| BOMBARDIER INC P/P 144A 06.0000 02/15/2028 | 0.00% |
| BUCKEYE PARTNERS LP 05.8500 11/15/2043 | 0.00% |
| BUCKEYE PARTNERS LP P/P 144A 04.5000 03/01/2028 | 0.00% |
| CAESARS ENT INC. P/P 144A 04.6250 10/15/2029 | 0.00% |
| CAS 2021-R01 1M1 01.3345 10/25/2041 | 0.00% |
| CHAMPIONX CORP 06.3750 05/01/2026 | 0.00% |
| CHS/COMMUNITY HEALTH P/P 144A 05.2500 05/15/2030 | 0.00% |
| CHS/COMMUNITY HEALTH P/P 144A 05.6250 03/15/2027 | 0.00% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CG | 0.00% |
| CODEXIS INC SEDOL B5LL2C2 | 0.00% |
| COINBASE GLOBAL INC P/P 144A 03.3750 10/01/2028 | 0.00% |
| COMM 2013-LC13 XA IO 00.9884 08/10/2046 | 0.00% |
| COMM 2014-CR17 XA IO 00.9551 05/10/2047 | 0.00% |
| COMMSCOPE TECH LLC P/P 144A 06.0000 06/15/2025 | 0.00% |
| COMPASS MINERALS INT P/P 144A 04.8750 07/15/2024 | 0.00% |
| CP ATLAS BUYER INC P/P 144A 07.0000 12/01/2028 | 0.00% |
| CVS PASS-THROUGH TRUST 06.0360 12/10/2028 | 0.00% |
| DIAMOND SPORTS P/P 144A 05.3750 08/15/2026 | 0.00% |
| ENCORE WIRE CORP SEDOL 2273446 | 0.00% |
| ENTERPRISE FINANCIAL SERVICES CORP | 0.00% |
| EUR/USD 06/15/2022 RBSF | 0.00% |
| GLOBAL PAYMENTS INC 02.1500 01/15/2027 | 0.00% |
| GNMA GII30 BL6184 06.0000 02/20/2049 | 0.00% |
| GNMA GII30 BL6235 06.0000 04/20/2049 | 0.00% |
| GNMA GII30 BM4196 06.0000 04/20/2049 | 0.00% |
| GNMA GII30 MA6409 03.0000 01/20/2050 | 0.00% |
| GOLAR LNG LTD SEDOL 2367963 | 0.00% |
| GOLDEN ENTERTAINMENT INC SEDOL BYNH8R8 | 0.00% |
| GRIFFON CORP SEDOL 2463344 | 0.00% |
| HOME POINT CAP INC P/P 144A 05.0000 02/01/2026 | 0.00% |
| HUB INTL LTD P/P 144A 05.6250 12/01/2029 | 0.00% |
| INGLES MARKETS INC-CLASS A SEDOL 2460550 | 0.00% |
| INTERNATIONAL MONEY EXPRESS SEDOL BG216W6 | 0.00% |
| IRB HOLDING CO S+C+300 03.7500 12/15/2027 | 0.00% |
| KFORCE INC SEDOL 2746982 | 0.00% |
| MASONITE INTL C P/P 144A 05.3750 02/01/2028 | 0.00% |
| MATCH GRP HLD II LLC P/P 144A 03.6250 10/01/2031 | 0.00% |
| MAUSER PACKAGING P/P 144A 08.5000 04/15/2024 | 0.00% |
| MINERALS TECHNOLOGIES INC SEDOL 2595612 | 0.00% |
| MISUMI GROUP INC SEDOL 6595179 | 0.00% |
| MOZART DEBT MERGER S P/P 144A 03.8750 04/01/2029 | 0.00% |
| MSBAM 2014-C17 XA IO 01.0526 08/15/2047 | 0.00% |
| MSC 2007-IQ15 C P/P 144A 06.1640 06/11/2049 | 0.00% |
| NABORS IND INC P/P 144A 09.0000 02/01/2025 | 0.00% |
| NRG ENERGY INC P/P 144A 05.2500 06/15/2029 | 0.00% |
| OVINTIV INC 06.5000 08/15/2034 | 0.00% |
| OVINTIV INC 06.6250 08/15/2037 | 0.00% |
| OVINTIV INC. 08.1250 09/15/2030 | 0.00% |
| OWENS & MINOR INC P/P 144A 06.6250 04/01/2030 | 0.00% |
| PERDOCEO EDUCATION CORP SEDOL BKRQQR9 | 0.00% |
| RAPTOR ACQ CORP P/P 144A 04.8750 11/01/2026 | 0.00% |
| RELAY THERAPEUTICS INC SEDOL BN2R582 | 0.00% |
| RENEWABLE ENERGY GRO P/P 144A 05.8750 06/01/2028 | 0.00% |
| RITE AID CORP P/P 144A 08.0000 11/15/2026 | 0.00% |
| ROYAL CARIBBEAN P/P 144A 05.5000 08/31/2026 | 0.00% |
| SERVICE PROPERTIES TRUST 07.5000 09/15/2025 | 0.00% |
| SIMPSON MANUFACTURING CO INC SEDOL 2809250 | 0.00% |
| SKYWEST INC SEDOL 2814210 | 0.00% |
| SM ENERGY CO 06.6250 01/15/2027 | 0.00% |
| STANDARD IND INC P/P 144A 03.3750 01/15/2031 | 0.00% |
| TALOS ENERGY INC SEDOL BDT56V9 | 0.00% |
| TEMPO ACQ LLC/FI P/P 144A 05.7500 06/01/2025 | 0.00% |
| THERAVANCE BIOPHARMA INC SEDOL BMNDK09 | 0.00% |
| TRANSOCEAN PONTUS LT P/P 144A 06.1250 08/01/2025 | 0.00% |
| UNITED AIRLINES INC P/P 144A 04.3750 04/15/2026 | 0.00% |
| UNITED AIRLINES INC P/P 144A 04.6250 04/15/2029 | 0.00% |
| WASHINGTON FEDERAL INC SEDOL 2941981 | 0.00% |
| WESBANCO INC SEDOL 2953782 | 0.00% |
| 2.2915 R ISWP SOFR P 04/01/2027 | 0.00% |
| 2.673 R ISWP SOFR P 04/22/2027 | 0.00% |
| ALBERTSONS COS P/P 144A 04.8750 02/15/2030 | 0.00% |
| AMERICAN EQUITY INVT LIFE HL SEDOL 2191300 | 0.00% |
| APPIAN CORP SEDOL BYPBTB9 | 0.00% |
| ARGAN INC SEDOL 2804501 | 0.00% |
| ARGO GROUP INTERNATIONAL SEDOL 2499543 | 0.00% |
| BAUSCH HLTH COS INC P/P 144A 05.0000 02/15/2029 | 0.00% |
| BEAZER HOMES USA INC SEDOL B8KHZT0 | 0.00% |
| BOXER PARENT CO INC P/P 144A 07.1250 10/02/2025 | 0.00% |
| BOYD GAMING CORP P/P 144A 08.6250 06/01/2025 | 0.00% |
| BUCKEYE PARTNERS LP 03.9500 12/01/2026 | 0.00% |
| CAD/USD 07/20/2022 MSCIL | 0.00% |
| CAS 2015-C01 1M2 05.3057 02/25/2025 | 0.00% |
| CAS 2015-C02 1M2 05.0057 05/25/2025 | 0.00% |
| CAS 2017-C02 2M2C 04.6557 09/25/2029 | 0.00% |
| CEVA INC | 0.00% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CS | 0.00% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CS | 0.00% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 ML | 0.00% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 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 GS | 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 GS | 0.00% |
| COMCAST CORP 03.1500 03/01/2026 | 0.00% |
| COMFORT SYSTEMS USA INC SEDOL 2036047 | 0.00% |
| COMMERCIAL METALS CO 04.3750 03/15/2032 | 0.00% |
| COMMONWEALTH BANK OF AUSTRAL SEDOL 6215035 | 0.00% |
| DELL INT LLC / EM 04.9000 10/01/2026 | 0.00% |
| DORIAN LPG LTD SEDOL BM4QJF5 | 0.00% |
| ENCORE CAPITAL GROUP INC | 0.00% |
| ENRGY TRANS LP/REG FIN 04.5000 11/01/2023 | 0.00% |
| FNR 2005-106 JC 17.0055 12/25/2035 | 0.00% |
| GARTNER INC P/P 144A 03.6250 06/15/2029 | 0.00% |
| GFL ENVIRON INC P/P 144A 04.7500 06/15/2029 | 0.00% |
| GNMA GII30 BL6185 06.0000 01/20/2049 | 0.00% |
| GOEASY LTD P/P 144A 05.3750 12/01/2024 | 0.00% |
| GOODYEAR TIRE & RUBBER CO SEDOL 2378200 | 0.00% |
| GSMS 2013-GC10 XA IO 01.4684 02/10/2046 | 0.00% |
| HANMI FINANCIAL CORPORATION SEDOL B6TPXR5 | 0.00% |
| HEARTLAND FINANCIAL USA INC SEDOL 2828147 | 0.00% |
| IHEARTMEDIA INC - CLASS A SEDOL BJVR9Y9 | 0.00% |
| IMMUNITYBIO INC SEDOL BNSP0B8 | 0.00% |
| IMMUNOGEN INC SEDOL 2457864 | 0.00% |
| INTREPID POTASH INC SEDOL BMDNMT2 | 0.00% |
| JPMBB 2014-C19 XA IO 00.6424 04/15/2047 | 0.00% |
| LADDER CAP FIN LLLP P/P 144A 05.2500 10/01/2025 | 0.00% |
| MADISON IAQ LLC P/P 144A 04.1250 06/30/2028 | 0.00% |
| MASONITE INTERNATIONAL CORP SEDOL BCZM468 | 0.00% |
| MAUSER PACKAGING SOL P/P 144A 05.5000 04/15/2024 | 0.00% |
| MERCK & CO INC 02.9000 03/07/2024 | 0.00% |
| MIWD HLDCO II/MIWD P/P 144A 05.5000 02/01/2030 | 0.00% |
| MRC GLOBAL INC SEDOL B7M66F1 | 0.00% |
| N B T BANCORP INC SEDOL 2626459 | 0.00% |
| NATIONAL AUSTRALIA BANK LTD SEDOL 6624608 | 0.00% |
| NATIONAL BANK HOLD-CL A SEDOL B888DV3 | 0.00% |
| NCL CORPORATION LTD P/P 144A 07.7500 02/15/2029 | 0.00% |
| NEW JERSEY RESOURCES CORP SEDOL 2630513 | 0.00% |
| OCCIDENTAL PETROLEUM COR 06.1250 01/01/2031 | 0.00% |
| OCEANFIRST FINANCIAL CORP SEDOL 2125901 | 0.00% |
| OFG BANCORP SEDOL B87LKR8 | 0.00% |
| ONEMAIN FINANCE CORP 08.8750 06/01/2025 | 0.00% |
| OPTION CARE HLTH INC P/P 144A 04.3750 10/31/2029 | 0.00% |
| ORTHO-CLINICAL P/P 144A 07.3750 06/01/2025 | 0.00% |
| OTTER TAIL CORP SEDOL 2664103 | 0.00% |
| PACIFIC GAS & ELECTRIC 03.3000 03/15/2027 | 0.00% |
| PRECISION DRILL P/P 144A 06.8750 01/15/2029 | 0.00% |
| RPT REALTY SEDOL BG0YLC2 | 0.00% |
| RYERSON HOLDING CORP SEDOL B3TPPZ6 | 0.00% |
| SAFE BULKERS INC SEDOL B39GTS0 | 0.00% |
| SAIA INC SEDOL 2982399 | 0.00% |
| SJW GROUP SEDOL 2811932 | 0.00% |
| STANDEX INTERNATIONAL CORP SEDOL 2840174 | 0.00% |
| STATION CASINOS LLC P/P 144A 04.6250 12/01/2031 | 0.00% |
| SUNCOKE ENERGY INC SEDOL B3R0638 | 0.00% |
| SUPER MICRO COMPUTER INC SEDOL B1VQR35 | 0.00% |
| TENET HEALTHCARE 04.6250 07/15/2024 | 0.00% |
| TENET HEALTHCARE P/P 144A 06.2500 02/01/2027 | 0.00% |
| TITAN INTERNATIONAL INC SEDOL 2890265 | 0.00% |
| VIPER ENERGY P/P 144A 05.3750 11/01/2027 | 0.00% |
| WEYERHAEUSER CO 07.3750 03/15/2032 | 0.00% |
| WYNN RESORTS FIN LLC P/P 144A 07.7500 04/15/2025 | 0.00% |
| YUM! BRANDS INC 05.3750 04/01/2032 | 0.00% |
| 2.585 R ISWP SOFR P 04/20/2032 | 0.00% |
| 2.701 R ISWP SOFR P 05/13/2032 | 0.00% |
| 2.729 R ISWP SOFR P 05/03/2024 | 0.00% |
| 2.7375 R ISWP SOFR P 05/12/2032 | 0.00% |
| ACCO BRANDS CORP SEDOL B0G7SZ5 | 0.00% |
| AGILYSYS INC SEDOL 2689162 | 0.00% |
| ALBANY INTL CORP-CL A SEDOL 2012757 | 0.00% |
| ALLAKOS INC SEDOL BDD19P8 | 0.00% |
| ALTAIR ENGINEERING INC - A SEDOL BD6D4Y5 | 0.00% |
| AMBARELLA INC SEDOL B7KH3G6 | 0.00% |
| AMERICAN SOFTWARE INC-CL A SEDOL 2029575 | 0.00% |
| AMERICAN VANGUARD CORP SEDOL 2025711 | 0.00% |
| AMERIS BANCORP SEDOL 2038849 | 0.00% |
| AMERISAFE INC SEDOL B0PPHS6 | 0.00% |
| ANDERSONS INC/THE SEDOL 2274922 | 0.00% |
| ANGIODYNAMICS INC SEDOL B00CR04 | 0.00% |
| ARLO TECHNOLOGIES INC SEDOL BYWPZY9 | 0.00% |
| ARMADA HOFFLER PROPERTIES IN SEDOL B96FTB5 | 0.00% |
| ASBURY AUTOMOTIVE GR P/P 144A 04.6250 11/15/2029 | 0.00% |
| ASSOCIATED BANC-CORP SEDOL 2055718 | 0.00% |
| ASTEC INDUSTRIES INC SEDOL 2060370 | 0.00% |
| ATRICURE INC SEDOL B0C8KV2 | 0.00% |
| AVANOS MEDICAL INC SEDOL BFFVV54 | 0.00% |
| AVIAT NETWORKS INC SEDOL BZ9NWS6 | 0.00% |
| BALCHEM CORP SEDOL 2072074 | 0.00% |
| BARNES GROUP INC SEDOL 2080732 | 0.00% |
| BAUSCH HLTH COS INC P/P 144A 07.2500 05/30/2029 | 0.00% |
| BELDEN INC SEDOL B01WL78 | 0.00% |
| BIOCRYST PHARMACEUTICALS INC SEDOL 2100362 | 0.00% |
| BIOHAVEN PHARMACEUTICAL HOLD SEDOL BZ8FXC4 | 0.00% |
| BLACKBAUD INC SEDOL 2458878 | 0.00% |
| BLOOMIN' BRANDS INC SEDOL B847RJ0 | 0.00% |
| BLUCORA INC SEDOL B8L2DV2 | 0.00% |
| BLUEGREEN VACATIONS HOLDING SEDOL BM9LQ98 | 0.00% |
| BRIGHTSPIRE CAPITAL INC SEDOL BN7VBP8 | 0.00% |
| BROOKDALE SENIOR LIVING INC SEDOL B0PZN33 | 0.00% |
| BROOKLINE BANCORP INC SEDOL 2967675 | 0.00% |
| CALPINE CORP P/P 144A 05.0000 02/01/2031 | 0.00% |
| CALPINE CORP P/P 144A 05.2500 06/01/2026 | 0.00% |
| CAMBIUM NETWORKS CORP SEDOL BKC9Q28 | 0.00% |
| CARA THERAPEUTICS INC SEDOL BJ4YJ92 | 0.00% |
| CARS.COM INC SEDOL BYXHTC0 | 0.00% |
| CAS 2016-C03 2M2 06.9057 10/25/2028 | 0.00% |
| CAS 2019-R01 2M2 03.4557 07/25/2031 | 0.00% |
| CASELLA WASTE SYSTEMS INC-A SEDOL 2120490 | 0.00% |
| CENTRAL PACIFIC FINANCIAL CO | 0.00% |
| CHANNELADVISOR CORP SEDOL B986ZW9 | 0.00% |
| CINEMARK USA INC P/P 144A 08.7500 05/01/2025 | 0.00% |
| CITY OFFICE REIT INC SEDOL BL25F37 | 0.00% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CG | 0.00% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CS | 0.00% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 JP | 0.00% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 GS | 0.00% |
| CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 CG | 0.00% |
| COLT 2020-2 A1 01.8530 03/25/2065 | 0.00% |
| COMCAST CORP 06.5000 11/15/2035 | 0.00% |
| COMM 2014-CR18 XA IO 00.9930 07/15/2047 | 0.00% |
| COMPUTER PROGRAMS & SYSTEMS SEDOL 2872122 | 0.00% |
| CONNECTONE BANCORP INC SEDOL BNQ4YF9 | 0.00% |
| CORPORATE OFFICE PROPERTIES SEDOL 2756152 | 0.00% |
| CRA INTERNATIONAL INC SEDOL 2240622 | 0.00% |
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| CROCS INC SEDOL B0T7Z62 | 0.00% |
| CTS CORP SEDOL 2239244 | 0.00% |
| DONNELLEY FINANCIAL SOLUTION SEDOL BYND5T7 | 0.00% |
| EAGLE BANCORP INC SEDOL 2648055 | 0.00% |
| EAGLE PHARMACEUTICALS INC SEDOL BJH7VB4 | 0.00% |
| EMPLOYERS HOLDINGS INC SEDOL B1Q1RR9 | 0.00% |
| ENOVA INTERNATIONAL INC SEDOL BRYQ4L1 | 0.00% |
| ENTRAVISION COMMUNICATIONS-A SEDOL 2615112 | 0.00% |
| ESCO TECHNOLOGIES INC SEDOL 2321583 | 0.00% |
| EVERQUOTE INC - CLASS A SEDOL BG88WS9 | 0.00% |
| FEDERAL SIGNAL CORP SEDOL 2333986 | 0.00% |
| FHR 2990 LB 14.7100 06/15/2034 | 0.00% |
| FIRST BUSEY CORP SEDOL BZ1LBM5 | 0.00% |
| FIRST COMMONWEALTH FINL CORP SEDOL 2351546 | 0.00% |
| FIRST FINANCIAL CORP/INDIANA SEDOL 2362515 | 0.00% |
| FIRST FOUNDATION INC SEDOL BMMVY68 | 0.00% |
| FNR 2006-62 PS 33.8657 07/25/2036 | 0.00% |
| FOUR CORNERS PROPERTY TRUST SEDOL BZ16HK0 | 0.00% |
| FRANKLIN ELECTRIC CO INC SEDOL 2350383 | 0.00% |
| G-III APPAREL GROUP LTD SEDOL 2369721 | 0.00% |
| GENTHERM INC SEDOL B8JFD24 | 0.00% |
| GFL ENVIRONMENTAL IN P/P 144A 04.0000 08/01/2028 | 0.00% |
| GLAUKOS CORP SEDOL BYMWL19 | 0.00% |
| GNMA GII30 BL6016 06.0000 02/20/2049 | 0.00% |
| GNMA GII30 BL6218 06.0000 02/20/2049 | 0.00% |
| GNMA GII30 BM1953 06.0000 03/20/2049 | 0.00% |
| GNMA GII30 BN1506 04.5000 05/20/2049 | 0.00% |
| GNMA GII30 BN1509 05.0000 05/20/2049 | 0.00% |
| GNR 2010-9 UI IO 05.0000 01/20/2040 | 0.00% |
| GNR 2013-14 IO IO 03.5000 12/20/2042 | 0.00% |
| GRAFTECH INTERNATIONAL LTD SEDOL BFZP4T1 | 0.00% |
| GRANITE POINT MORTGAGE TRUST SEDOL BF11FD4 | 0.00% |
| GREAT SOUTHERN BANCORP INC SEDOL 2387002 | 0.00% |
| GROUP 1 AUTOMOTIVE INC SEDOL 2121352 | 0.00% |
| HACKETT GROUP INC/THE SEDOL 2249254 | 0.00% |
| HEALTHSTREAM INC SEDOL 2577870 | 0.00% |
| HEIDRICK & STRUGGLES INTL SEDOL 2413071 | 0.00% |
| HERC HOLDINGS INC SEDOL BZBZ020 | 0.00% |
| HOMESTREET INC SEDOL B4WHS46 | 0.00% |
| HORIZON BANCORP INC/IN SEDOL 2949316 | 0.00% |
| HUB INTERNATIONAL LTD L+325 04.3479 04/25/2025 | 0.00% |
| ICF INTERNATIONAL INC SEDOL B1FP363 | 0.00% |
| IGM BIOSCIENCES INC SEDOL BKS3SM8 | 0.00% |
| INARI MEDICAL INC SEDOL BLDRF10 | 0.00% |
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| INTEGER HOLDINGS CORP SEDOL BD06LM7 | 0.00% |
| INTEGRAL AD SCIENCE HOLDING SEDOL BP7L3L2 | 0.00% |
| INTERCEPT PHARMACEUTICALS IN SEDOL B7N59F8 | 0.00% |
| INTERNATIONAL BANCSHARES CRP SEDOL 2243911 | 0.00% |
| ISTAR INC SEDOL 2259190 | 0.00% |
| JAZZ PHARMA TLB L+350 04.5596 05/31/2028 | 0.00% |
| JOHN B. SANFILIPPO & SON INC SEDOL 2772998 | 0.00% |
| JPMCC 2013-LC11 X IO 01.2229 04/15/2046 | 0.00% |
| JPY/USD 08/17/2022 WPAC | 0.00% |
| KAMAN CORP SEDOL 2483223 | 0.00% |
| KENNEDY-WILSON HOLDINGS INC SEDOL B298495 | 0.00% |
| KINDER MORGAN INC. 07.7500 01/15/2032 | 0.00% |
| KONTOOR BRANDS INC SEDOL BJTJGC4 | 0.00% |
| LIVANOVA PLC SEDOL BYMT0J1 | 0.00% |
| MACROGENICS INC SEDOL BFDV8K0 | 0.00% |
| MANTECH INTERNATIONAL CORP-A SEDOL 2825308 | 0.00% |
| MARINEMAX INC SEDOL 2250353 | 0.00% |
| MASTERCRAFT BOAT HOLDINGS IN SEDOL BDTYR13 | 0.00% |
| MATCH GRP HLD II LLC P/P 144A 04.1250 08/01/2030 | 0.00% |
| MATERION CORP SEDOL 2149622 | 0.00% |
| MATTEL INC P/P 144A 03.3750 04/01/2026 | 0.00% |
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| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 MS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 GS | -0.00% |
| 2.772 R ISWP SOFR P 05/04/2027 | -0.01% |
| 2.8215 R ISWP SOFR P 05/13/2032 | -0.01% |
| 2.8625 R ISWP SOFR P 05/09/2032 | -0.01% |
| 2.33 R ISWP SOFR P 04/06/2027 | -0.01% |
| 2.382 R ISWP SOFR P 04/06/2024 | -0.01% |
| 2.836 R ISWP SOFR P 05/06/2027 | -0.01% |
| CHF/USD 06/15/2022 SSBT | -0.01% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 CG | -0.01% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 JP | -0.01% |
| 2.113 R ISWP SOFR P 04/04/2032 | -0.01% |
| 2.288 R ISWP SOFR P 03/31/2027 | -0.01% |
| 2.334 R ISWP FWD SOFR P 04/18/2052 | -0.01% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CG | -0.01% |
| 1.95 R ISWP FWD SOFR P 06/15/2032 | -0.08% |
| SPX 20220617 P 4000.00JPMCB | -0.10% |
| 2.05 R ISWP FWD SOFR P 06/15/2052 | -0.12% |
| US 10YR ULTRA FUT SEP22 UXYU2 | -0.36% |
| FNMA FN30 TBA UMBS 02.0000 06/01/2052 | -1.55% |
| S&P MID 400 EMINI JUN22 FAM2 | -1.76% |
| GSGLPWDS P SOFR R 12/15/25 GS | -2.22% |
| MSCI EAFE JUN22 MFSM2 | -4.36% |
| S&P500 EMINI FUT JUN22 ESM2 | -10.96% |
| US 5YR NOTE (CBT) JUN22 FVM2 | 8.76% |
|---|---|
| US 2YR NOTE (CBT) JUN22 TUM2 | 8.61% |
| US 10YR NOTE (CBT)JUN22 TYM2 | 4.36% |
| FNMA FN30 TBA UMBS 03.5000 06/01/2052 | 4.30% |
| US ULTRA BOND CBT JUN22 WNM2 | 4.21% |
| FNMA FN15 TBA UMBS 02.5000 05/01/2036 | 3.32% |
| FNMA FN30 TBA UMBS 02.5000 05/01/2052 | 2.67% |
| APPLE INC SEDOL 2046251 | 2.43% |
| GSGLPWDL R SOFR P 12/15/25 GS | 2.26% |
| MICROSOFT CORP SEDOL 2588173 | 2.09% |
| US LONG BOND(CBT) JUN22 USM2 | 2.06% |
| FNMA FN30 TBA UMBS 04.5000 06/01/2052 | 1.98% |
| GNMA GII30 TBA 03.0000 05/01/2052 | 1.65% |
| FNMA FN30 TBA UMBS 03.0000 06/01/2052 | 1.63% |
| AMAZON.COM INC SEDOL 2000019 | 1.13% |
| TREASURY BILL 00.0000 06/21/2022 | 1.12% |
| FNMA FN30 TBA UMBS 04.0000 05/01/2052 | 1.08% |
| ALPHABET INC-CL A SEDOL BYVY8G0 | 1.02% |
| GNMA GII30 MA6766 03.0000 07/20/2050 | 1.00% |
| FNMA FN30 CA8525 UMBS 02.5000 12/01/2050 | 0.90% |
| FHLMC FR30 ZS4750 UMBS 03.0000 01/01/2048 | 0.85% |
| GNMA GII30 MA6932 03.0000 10/20/2050 | 0.79% |
| NVIDIA CORP SEDOL 2379504 | 0.69% |
| S&P GSCI ER INDEX | 0.67% |
| JPMORGAN CHASE & CO SEDOL 2190385 | 0.66% |
| FNMA FN30 TBA UMBS 04.0000 06/01/2052 | 0.64% |
| WALMART INC SEDOL 2936921 | 0.62% |
| TREASURY BILL 00.0000 06/09/2022 | 0.62% |
| GNMA GII30 MA6820 03.0000 08/20/2050 | 0.62% |
| MERCK & CO. INC. SEDOL 2778844 | 0.60% |
| TESLA INC SEDOL B616C79 | 0.58% |
| ACCENTURE PLC-CL A SEDOL B4BNMY3 | 0.56% |
| QUALCOMM INC SEDOL 2714923 | 0.49% |
| FNMA FN30 TBA UMBS 06.0000 05/01/2052 | 0.46% |
| INTUIT INC SEDOL 2459020 | 0.45% |
| FNMA FN30 BQ1269 UMBS 02.5000 08/01/2050 | 0.43% |
| GOLDMAN SACHS GROUP INC SEDOL 2407966 | 0.43% |
| PROCTER & GAMBLE CO/THE SEDOL 2704407 | 0.41% |
| ABBVIE INC SEDOL B92SR70 | 0.41% |
| CITIGROUP INC SEDOL 2297907 | 0.40% |
| BOOKING HOLDINGS INC SEDOL BDRXDB4 | 0.40% |
| ALPHABET INC-CL C SEDOL BYY88Y7 | 0.39% |
| ADOBE INC SEDOL 2008154 | 0.37% |
| TARGET CORP SEDOL 2259101 | 0.37% |
| FNMA FN30 FM1741 UMBS 04.0000 04/01/2049 | 0.36% |
| O'REILLY AUTOMOTIVE INC SEDOL B65LWX6 | 0.35% |
| ELI LILLY & CO SEDOL 2516152 | 0.35% |
| TREASURY BILL 00.0000 06/16/2022 | 0.34% |
| ABBOTT LABORATORIES SEDOL 2002305 | 0.33% |
| FNMA FN30 BQ0329 UMBS 02.5000 07/01/2050 | 0.33% |
| FNMA FN30 MA3563 UMBS 04.0000 01/01/2049 | 0.32% |
| CORTEVA INC SEDOL BK73B42 | 0.32% |
| EXXON MOBIL CORP SEDOL 2326618 | 0.31% |
| VERTEX PHARMACEUTICALS INC SEDOL 2931034 | 0.31% |
| MCKESSON CORP SEDOL 2378534 | 0.31% |
| PHILIP MORRIS INTERNATIONAL SEDOL B2PKRQ3 | 0.30% |
| FNMA FN30 FM4328 UMBS 02.5000 09/01/2050 | 0.29% |
| CADENCE DESIGN SYS INC SEDOL 2302232 | 0.28% |
| COCA-COLA CO/THE SEDOL 2206657 | 0.28% |
| WELLS FARGO & COMPANY 03.3500 03/02/2033 | 0.28% |
| JPMORGAN CHASE & CO 03.6250 12/01/2027 | 0.28% |
| JOHNSON CONTROLS INTERNATION SEDOL BY7QL61 | 0.27% |
| AMERICAN ELECTRIC POWER SEDOL 2026242 | 0.27% |
| FNMA FN30 BT7180 UMBS 02.5000 08/01/2051 | 0.27% |
| UNION PACIFIC CORP SEDOL 2914734 | 0.27% |
| ABBVIE INC 03.2000 11/21/2029 | 0.27% |
| META PLATFORMS INC-CLASS A SEDOL B7TL820 | 0.27% |
| CITIGROUP INC 03.6680 07/24/2028 | 0.26% |
| MORGAN STANLEY 03.7720 01/24/2029 | 0.26% |
| CISCO SYSTEMS INC SEDOL 2198163 | 0.25% |
| SHELL PLC SEDOL BP6MXD8 | 0.25% |
| JPMORGAN CHASE & CO 03.9640 11/15/2048 | 0.24% |
| FNMA FN30 FM7741 UMBS 02.5000 05/01/2051 | 0.24% |
| BANK OF AMERICA CORP 01.7340 07/22/2027 | 0.23% |
| METLIFE INC SEDOL 2573209 | 0.23% |
| COLGATE-PALMOLIVE CO SEDOL 2209106 | 0.23% |
| BANK OF AMERICA CORP SEDOL 2295677 | 0.22% |
| CSX CORP SEDOL 2160753 | 0.22% |
| MASTERCARD INC - A SEDOL B121557 | 0.22% |
| AT&T INC 02.5500 12/01/2033 | 0.22% |
| GOLDMAN SACHS GROUP INC 03.8500 01/26/2027 | 0.22% |
| AUTOZONE INC SEDOL 2065955 | 0.21% |
| CONOCOPHILLIPS | 0.21% |
| FNMA FN30 MA2737 UMBS 03.0000 09/01/2046 | 0.21% |
| SYNOPSYS INC SEDOL 2867719 | 0.21% |
| UNITEDHEALTH GROUP INC SEDOL 2917766 | 0.21% |
| 1.85 R ISWP FWD SOFR P 06/15/2027 | 0.20% |
| NORTHROP GRUMMAN CORP SEDOL 2648806 | 0.20% |
| AMERICAN TOWER CORP SEDOL B7FBFL2 | 0.20% |
| ANTHEM INC SEDOL BSPHGL4 | 0.20% |
| FNMA FN30 AL9859 UMBS 03.0000 03/01/2047 | 0.20% |
| GENERAL DYNAMICS CORP SEDOL 2365161 | 0.20% |
| AT&T INC SEDOL 2831811 | 0.19% |
| FHLMC FR30 QC4957 UMBS 02.5000 08/01/2051 | 0.19% |
| E-MINI RUSS 2000 JUN22 RTYM2 | 0.19% |
| UBS GROUP AG P/P 144A 03.4910 05/23/2023 | 0.19% |
| CVS HEALTH CORP 04.7800 03/25/2038 | 0.19% |
| FNMA FN30 FM7995 UMBS 02.5000 07/01/2051 | 0.19% |
| REGENERON PHARMACEUTICALS SEDOL 2730190 | 0.19% |
| MICROSOFT CORP 02.4000 08/08/2026 | 0.19% |
| FNMA FN30 FM7985 UMBS 02.5000 07/01/2051 | 0.19% |
| FORD MOTOR CO SEDOL 2615468 | 0.18% |
| MAGALLANES INC P/P 144A 04.2790 03/15/2032 | 0.18% |
| VISA INC-CLASS A SHARES SEDOL B2PZN04 | 0.18% |
| FHLMC FR30 QC1327 UMBS 02.5000 05/01/2051 | 0.18% |
| DANAHER CORP SEDOL 2250870 | 0.18% |
| VALERO ENERGY CORP SEDOL 2041364 | 0.18% |
| DIAGEO PLC SEDOL 0237400 | 0.18% |
| HONEYWELL INTERNATIONAL INC SEDOL 2020459 | 0.18% |
| PACIFIC GAS & ELECTRIC 01.3670 03/10/2023 | 0.18% |
| JOHNSON & JOHNSON SEDOL 2475833 | 0.18% |
| CHEVRON CORP | 0.17% |
| FNMA FN30 BM5024 UMBS 03.0000 11/01/2048 | 0.17% |
| BANK OF AMERICA CORP 03.8460 03/08/2037 | 0.17% |
| FNMA FN30 BR5618 UMBS 02.5000 03/01/2051 | 0.17% |
| PFIZER INC SEDOL 2684703 | 0.17% |
| LOCKHEED MARTIN CORP SEDOL 2522096 | 0.17% |
| PALO ALTO NETWORKS INC SEDOL B87ZMX0 | 0.17% |
| FREEPORT-MCMORAN INC SEDOL 2352118 | 0.17% |
| VERIZON COMMUNICATIONS INC SEDOL 2090571 | 0.16% |
| COSTCO WHOLESALE CORP SEDOL 2701271 | 0.16% |
| MEDTRONIC PLC SEDOL BTN1Y11 | 0.16% |
| UNITEDHEALTH GROUP INC 03.8500 06/15/2028 | 0.16% |
| GARTNER INC SEDOL 2372763 | 0.15% |
| PEPSICO INC SEDOL 2681511 | 0.15% |
| APPLE INC 04.2500 02/09/2047 | 0.15% |
| AMERIPRISE FINANCIAL INC SEDOL B0J7D57 | 0.15% |
| TREASURY BILL 00.0000 05/19/2022 | 0.15% |
| SNOWFLAKE INC-CLASS A SEDOL BN134B7 | 0.15% |
| CROWN CASTLE INTL CORP SEDOL BTGQCX1 | 0.15% |
| CRH PLC SEDOL 4182249 | 0.15% |
| COMCAST CORP-CLASS A SEDOL 2044545 | 0.15% |
| MARATHON OIL CORP SEDOL 2910970 | 0.15% |
| VERIZON COMM 04.3290 09/21/2028 | 0.15% |
| DBS GROUP HOLDINGS LTD SEDOL 6175203 | 0.14% |
| ECOLAB INC 02.7000 11/01/2026 | 0.14% |
| UNIVERSAL MUSIC GROUP NV SEDOL BNZGVV1 | 0.14% |
| AMETEK INC SEDOL 2089212 | 0.14% |
| MORGAN STANLEY 03.1250 01/23/2023 | 0.14% |
| ROCHE HOLDING AG-GENUSSCHEIN SEDOL 7110388 | 0.14% |
| SONY GROUP CORP SEDOL 6821506 | 0.14% |
| EQUINIX INC. 02.9000 11/18/2026 | 0.14% |
| RAYTHEON TECHNOLOGIES CORP SEDOL BM5M5Y3 | 0.14% |
| IQVIA HOLDINGS INC SEDOL BDR73G1 | 0.14% |
| NRG ENERGY INC SEDOL 2212922 | 0.14% |
| STACR 2018-HRP2 M3AS 01.6679 02/25/2047 | 0.14% |
| AT&T INC 03.5500 09/15/2055 | 0.13% |
| FORTIVE CORP SEDOL BYT3MK1 | 0.13% |
| AERCAP IRELAND CAP/GLOBA USD 03.3000 01/30/2032 | 0.13% |
| ASTRAZENECA PLC-SPONS ADR SEDOL 2989044 | 0.13% |
| ASTRAZENECA PLC SEDOL 0989529 | 0.13% |
| AMAZON.COM INC 03.1500 08/22/2027 | 0.13% |
| DEUTSCHE BANK NY 01.6860 03/19/2026 | 0.13% |
| EXELON CORP SEDOL 2670519 | 0.13% |
| GAMING AND LEISURE PROPERTIE SEDOL BFPK4S5 | 0.13% |
| MERCK KGAA SEDOL 4741844 | 0.13% |
| EDWARDS LIFESCIENCES CORP SEDOL 2567116 | 0.13% |
| FNR 2021-67 DI IO 04.0000 10/25/2051 | 0.13% |
| BANCO SANTANDER SA USD 03.2250 11/22/2032 | 0.13% |
| ENTERPRISE PRODUCTS OPER 04.2500 02/15/2048 | 0.13% |
| STACR 2016-DNA2 M3 05.3179 10/25/2028 | 0.13% |
| BROADCOM CRP / CAYM 03.5000 01/15/2028 | 0.12% |
| NEW YORK LIFE INS P/P 144A 01.1000 05/05/2023 | 0.12% |
| CAPITAL ONE FINANCIAL CO 02.3590 07/29/2032 | 0.12% |
| THERMO FISHER SCIENTIFIC INC SEDOL 2886907 | 0.12% |
| BRENNTAG SE SEDOL B4YVF56 | 0.12% |
| HOME DEPOT INC SEDOL 2434209 | 0.12% |
| HOYA CORP SEDOL 6441506 | 0.12% |
| CAPGEMINI SE SEDOL 4163437 | 0.12% |
| FHR 5080 DI IO 04.0000 03/25/2051 | 0.12% |
| NOVO NORDISK A/S-B SEDOL BHC8X90 | 0.12% |
| DEERE & CO SEDOL 2261203 | 0.12% |
| FHR 5117 CI IO 05.0000 06/25/2051 | 0.12% |
| FHR 5119 IC IO 04.0000 06/25/2051 | 0.12% |
| DUPONT DE NEMOURS INC SEDOL BK0VN47 | 0.12% |
| PNC FINANCIAL SERVICES GROUP SEDOL 2692665 | 0.12% |
| SHELL PLC SEDOL BP6MXT4 | 0.12% |
| NOVARTIS AG-REG SEDOL 7103065 | 0.12% |
| NOVARTIS CAPITAL CORP 04.0000 11/20/2045 | 0.12% |
| KEURIG DR PEPPER INC SEDOL BD3W133 | 0.12% |
| UNITED MEXICAN STATES USD 02.6590 05/24/2031 | 0.12% |
| AMERICAN INTERNATIONAL GROUP SEDOL 2027342 | 0.12% |
| ANGLO AMERICAN PLC SEDOL B1XZS82 | 0.12% |
| GENERAL MOTORS FINL CO 04.0000 10/06/2026 | 0.12% |
| JPMORGAN CHASE & CO 03.3750 05/01/2023 | 0.12% |
| UBER TECHNOLOGIES INC SEDOL BK6N347 | 0.12% |
| ATLASSIAN CORP PLC-CLASS A SEDOL BZ09BD1 | 0.11% |
| NIKE INC -CL B SEDOL 2640147 | 0.11% |
| REPUBLIC SERVICES INC SEDOL 2262530 | 0.11% |
| DEUTSCHE POST AG-REG SEDOL 4617859 | 0.11% |
| LONZA GROUP AG-REG SEDOL 7333378 | 0.11% |
| EQUITABLE HOLDINGS INC SEDOL BKRMR96 | 0.11% |
| WEYERHAEUSER CO SEDOL 2958936 | 0.11% |
| SOUTHWEST AIRLINES CO SEDOL 2831543 | 0.11% |
| ALLY FINANCIAL INC SEDOL B72XK05 | 0.11% |
| CREDIT SUISSE GRP AG P/P 144A 02.1930 06/05/2026 | 0.11% |
| COMPAGNIE DE SAINT-GOBAIN SEDOL 7380482 | 0.11% |
| ENERGY TRANSFER LP 03.7500 05/15/2030 | 0.11% |
| COMMONWEALTH BK AUST P/P 144A 03.1500 09/19/2027 | 0.11% |
| FIDELITY NATIONAL INFO SERV SEDOL 2769796 | 0.11% |
| AXA SA SEDOL 7088429 | 0.10% |
| DNB BANK ASA P/P 144A 02.1500 12/02/2022 | 0.10% |
| BANK OF AMERICA CORP 06.1100 01/29/2037 | 0.10% |
| DEUTSCHE BOERSE AG SEDOL 7021963 | 0.10% |
| EATON CORP PLC SEDOL B8KQN82 | 0.10% |
| INTERPUBLIC GRP 04.6500 10/01/2028 | 0.10% |
| MICROSOFT CORP 02.9210 03/17/2052 | 0.10% |
| SHELL INTERNATIONAL FIN USD 02.8750 05/10/2026 | 0.10% |
| BJ'S WHOLESALE CLUB HOLDINGS SEDOL BFZNZF8 | 0.10% |
| PINTEREST INC- CLASS A SEDOL BJ2Z0H2 | 0.10% |
| CBRE GROUP INC - A SEDOL B6WVMH3 | 0.10% |
| GENERAL MOTORS CO SEDOL B665KZ5 | 0.10% |
| IVORY COAST REGS 06.1250 06/15/2033 | 0.10% |
| LVMH MOET HENNESSY LOUIS VUI SEDOL 4061412 | 0.10% |
| TORONTO-DOMINION BANK USD 01.9000 12/01/2022 | 0.10% |
| EASTMAN CHEMICAL CO SEDOL 2298386 | 0.10% |
| SHERWIN-WILLIAMS CO/THE SEDOL 2804211 | 0.10% |
| TARGA RESOURCES CORP SEDOL B55PZY3 | 0.10% |
| ROCHE HOLDINGS INC P/P 144A 04.0000 11/28/2044 | 0.10% |
| SERVICENOW INC SEDOL B80NXX8 | 0.10% |
| FHR 5127 AI IO 03.0000 06/25/2051 | 0.10% |
| GOLDMAN SACHS GROUP INC 04.2230 05/01/2029 | 0.10% |
| PURE STORAGE INC - CLASS A SEDOL BYZ62T3 | 0.10% |
| ASSURED GUARANTY LTD SEDOL B00V7H8 | 0.10% |
| PUBLICIS GROUPE SEDOL 4380429 | 0.10% |
| MITSUBISHI UFJ FINANCIAL GRO SEDOL 6335171 | 0.10% |
| CANADIAN PACIFIC RAILWAY USD 01.7500 12/02/2026 | 0.09% |
| COMCAST CORP 03.4500 02/01/2050 | 0.09% |
| HILTON WORLDWIDE HOLDINGS IN SEDOL BYVMW06 | 0.09% |
| AES CORP SEDOL 2002479 | 0.09% |
| AIR LEASE CORP 03.2500 10/01/2029 | 0.09% |
| FHR 5138 YI IO 04.5000 12/25/2049 | 0.09% |
| ORACLE CORP 04.0000 11/15/2047 | 0.09% |
| PULTEGROUP INC SEDOL 2708841 | 0.09% |
| CF INDUSTRIES INC 04.9500 06/01/2043 | 0.09% |
| T-MOBILE USA INC 02.2500 11/15/2031 | 0.09% |
| CK HUTCHISON HOLDINGS LTD SEDOL BW9P816 | 0.09% |
| INTUITIVE SURGICAL INC SEDOL 2871301 | 0.09% |
| REP OF INDONESIA P/P 144A 04.3500 01/08/2027 | 0.09% |
| CCO HOLDINGS LLC P/P 144A 05.3750 06/01/2029 | 0.09% |
| LULULEMON ATHLETICA INC SEDOL B23FN39 | 0.09% |
| ORACLE CORP 02.5000 10/15/2022 | 0.09% |
| AGILENT TECHNOLOGIES INC SEDOL 2520153 | 0.09% |
| FHR 5152 IE IO 03.5000 10/25/2051 | 0.09% |
| HALLIBURTON CO SEDOL 2405302 | 0.09% |
| MITSUBISHI CORP SEDOL 6596785 | 0.09% |
| NORTHROP GRUMMAN CORP 03.2500 01/15/2028 | 0.09% |
| REPUBLIC OF INDONESIA REGS 04.7500 01/08/2026 | 0.09% |
| ENERGY TRANSFER LP 06.6250 02/15/2028 | 0.09% |
| NESTLE HOLDINGS INC P/P 144A 00.3750 01/15/2024 | 0.09% |
| BRISTOL-MYERS 02.9000 07/26/2024 | 0.09% |
| D.R. HORTON INC 01.3000 10/15/2026 | 0.09% |
| FHR 5094 AI IO 03.0000 04/25/2041 | 0.09% |
| SANOFI SEDOL 5671735 | 0.09% |
| US BANCORP 02.4910 11/03/2036 | 0.09% |
| ALLIANZ SE-REG SEDOL 5231485 | 0.09% |
| ELMW8 2021-1A B1 144A 02.6127 01/20/2034 | 0.09% |
| BRISTOL-MYERS SQUIBB CO SEDOL 2126335 | 0.08% |
| CAPITAL ONE FINANCIAL CORP SEDOL 2654461 | 0.08% |
| CAS 2016-C04 1M2 04.9179 01/25/2029 | 0.08% |
| MRAIT 2020-2 A2 01.6551 08/15/2022 | 0.08% |
| TELEFONICA EMISIONES SAU USD 04.8950 03/06/2048 | 0.08% |
| TENET HEALTHCARE P/P 144A 04.8750 01/01/2026 | 0.08% |
| DBUBS 2011-LC3A D 144A 05.5497 08/10/2044 | 0.08% |
| FNMA FN30 AS7003 UMBS 03.0000 04/01/2046 | 0.08% |
| MRAIT 2021-8 A2X 01.3806 05/15/2022 | 0.08% |
| PETROLEOS MEXICANOS USD 06.7000 02/16/2032 | 0.08% |
| ANHEUSER-BUSCH INBEV WOR 04.6000 04/15/2048 | 0.08% |
| BNP PARIBAS SEDOL 7309681 | 0.08% |
| FHR 5162 HI IO 04.0000 11/25/2051 | 0.08% |
| FIRST-CITIZENS BANK/TRST 06.1250 03/09/2028 | 0.08% |
| GNR 2021-117 MI IO 03.5000 05/20/2042 | 0.08% |
| T-MOBILE USA INC 03.7500 04/15/2027 | 0.08% |
| VERIZON COMMUNICATIONS 04.4000 11/01/2034 | 0.08% |
| COCA-COLA EUROPACIFIC PARTNE SEDOL BYQQ3P5 | 0.08% |
| MOLINA HEALTHCARE INC SEDOL 2212706 | 0.08% |
| ALLY FINANCIAL INC 08.0000 11/01/2031 | 0.08% |
| DUKE ENERGY CORP 03.1500 08/15/2027 | 0.08% |
| L OREAL SEDOL 4057808 | 0.08% |
| RAYTHEON TECH CORP 04.1250 11/16/2028 | 0.08% |
| APPLIED MATERIALS INC SEDOL 2046552 | 0.08% |
| BANK OF IRELAND GROUP PLC SEDOL BD1RP61 | 0.08% |
| BOSTON PROPERTIES INC SEDOL 2019479 | 0.08% |
| CITRIX SYSTEMS INC 01.2500 03/01/2026 | 0.08% |
| MODERNA INC SEDOL BGSXTS3 | 0.08% |
| TORONTO-DOMINION BANK USD 03.6250 09/15/2031 | 0.08% |
| CUBESMART SEDOL B6SW913 | 0.08% |
| FNR 2020-67 JI IO 04.0000 09/25/2050 | 0.08% |
| FNR 2021-28 GI IO 04.0000 05/25/2051 | 0.08% |
| SUMITOMO TR&BK P/P 144A 00.8000 09/12/2023 | 0.08% |
| BRISTOL-MYERS 03.2500 02/20/2023 | 0.08% |
| CAS 2015-C04 2M2 06.2179 04/25/2028 | 0.08% |
| DEXCOM INC SEDOL B0796X4 | 0.08% |
| FAIRFAX FINL HLDGS USD 04.8500 04/17/2028 | 0.08% |
| KINDER MORGAN INC SEDOL B3NQ4P8 | 0.08% |
| LINDE PLC SEDOL BYWD9S5 | 0.08% |
| AMEREN CORPORATION SEDOL 2050832 | 0.08% |
| ASML HOLDING NV SEDOL B929F46 | 0.08% |
| BIOGEN INC 03.6250 09/15/2022 | 0.08% |
| HCA HEALTHCARE INC SEDOL B4MGBG6 | 0.08% |
| LNSTR 2015-3 B P/P 144A 03.2968 04/20/2048 | 0.08% |
| MARVELL TECHNOLOGY INC SEDOL BNKJSM5 | 0.08% |
| THALES SA SEDOL 4162791 | 0.08% |
| APOLLO GLOBAL MANAGEMENT INC SEDOL BN44JF6 | 0.08% |
| ASAHI GROUP HOLDINGS LTD SEDOL 6054409 | 0.08% |
| CAS 2016-C05 2M2 05.1179 01/25/2029 | 0.08% |
| COMCAST CORP 03.9690 11/01/2047 | 0.08% |
| FHR 5121 KI IO 04.0000 06/25/2051 | 0.08% |
| GSMS 2014-GC22 C 04.8433 06/10/2047 | 0.08% |
| LIFE STORAGE INC SEDOL BDCSFJ6 | 0.08% |
| SPST 2022-2 A1 01.5760 05/25/2023 | 0.08% |
| SPX 20220617 P 3500.00JPMCB | 0.08% |
| ADVANCED MICRO DEVICES SEDOL 2007849 | 0.08% |
| BP CAPITAL MARKETS PLC USD 03.2790 09/19/2027 | 0.08% |
| CAS 2015-C04 1M2 06.3679 04/25/2028 | 0.08% |
| COMM 2014-CR21 AM 03.9870 12/10/2047 | 0.08% |
| CONSTELLATION ENERGY SEDOL BMH4FS1 | 0.08% |
| EOG RESOURCES INC 02.6250 03/15/2023 | 0.08% |
| FHR 5167 IO IO 03.0000 11/25/2051 | 0.08% |
| ORACLE CORP SEDOL 2661568 | 0.08% |
| SALESFORCE INC SEDOL 2310525 | 0.08% |
| AMERICAN TOWER CORPORATION 02.7500 01/15/2027 | 0.07% |
| BERRY GLOBAL INC 01.5700 01/15/2026 | 0.07% |
| CHARTER COMMUNICATIONS INC-A SEDOL BZ6VT82 | 0.07% |
| MORGAN STANLEY 04.3750 01/22/2047 | 0.07% |
| UBS GROUP AG-REG SEDOL BRJL176 | 0.07% |
| AMGEN INC 02.6000 08/19/2026 | 0.07% |
| ASHTEAD CAPITAL INC P/P 144A 04.3750 08/15/2027 | 0.07% |
| COMCAST CORP 02.3500 01/15/2027 | 0.07% |
| FHR 5024 HI IO 04.5000 10/25/2050 | 0.07% |
| FHR 5134 IB IO 04.0000 08/25/2051 | 0.07% |
| IBM CORP 01.8750 08/01/2022 | 0.07% |
| SIRIUS XM RADIO INC P/P 144A 05.0000 08/01/2027 | 0.07% |
| TJX COMPANIES INC SEDOL 2989301 | 0.07% |
| BERKSHIRE HATHAWAY INC-CL B SEDOL 2073390 | 0.07% |
| LIVE NATION ENTERTAINMENT IN SEDOL B0T7YX2 | 0.07% |
| PSTAT 2022-2A A2 144A 03.8000 10/15/2030 | 0.07% |
| RIO TINTO PLC SEDOL 0718875 | 0.07% |
| AIA GROUP LTD SEDOL B4TX8S1 | 0.07% |
| BECTON DICKINSON AND CO 01.9570 02/11/2031 | 0.07% |
| ELM12 2021-5A B 144A 02.7627 01/20/2035 | 0.07% |
| FNR 2020-96 JI IO 03.0000 01/25/2051 | 0.07% |
| JERONIMO MARTINS SEDOL B1Y1SQ7 | 0.07% |
| OMNICOM GP/OMNICOM CAP 03.6000 04/15/2026 | 0.07% |
| ARES CAPITAL CORP 02.8750 06/15/2027 | 0.07% |
| IDEXX LABORATORIES INC SEDOL 2459202 | 0.07% |
| LONDON STOCK EXCHANGE GROUP SEDOL B0SWJX3 | 0.07% |
| NESTLE SA-REG SEDOL 7123870 | 0.07% |
| CSAIL 2015-C1 C 04.4021 04/15/2050 | 0.07% |
| FNMA FN30 BC2733 UMBS 03.0000 05/01/2046 | 0.07% |
| KDDI CORP SEDOL 6248990 | 0.07% |
| STARBUCKS CORP SEDOL 2842255 | 0.07% |
| UNITED RENTALS INC SEDOL 2134781 | 0.07% |
| WFRBS 2013-C18 AS 04.3870 12/15/2046 | 0.07% |
| BANK OF AMERICA CORP 02.4960 02/13/2031 | 0.07% |
| CHIPOTLE MEXICAN GRILL INC SEDOL B0X7DZ3 | 0.07% |
| FNR 2021-45 MI IO 02.5000 02/25/2049 | 0.07% |
| MARATHON PETROLEUM CORP SEDOL B3K3L40 | 0.07% |
| MERCK & CO INC 03.7000 02/10/2045 | 0.07% |
| MOODY'S CORPORATION 02.0000 08/19/2031 | 0.07% |
| NETFLIX INC. 05.8750 11/15/2028 | 0.07% |
| SPST 2021-16 A1 01.2879 11/07/2022 | 0.07% |
| WESTROCK MWV LLC 08.2000 01/15/2030 | 0.07% |
| WFRBS 2013-C11 C 04.3151 03/15/2045 | 0.07% |
| ARAMARK SEDOL BH3XG17 | 0.07% |
| BANCO SANTANDER SA SEDOL 5705946 | 0.07% |
| HANA FINANCIAL GROUP SEDOL B0RNRF5 | 0.07% |
| ICG 2018-3A B1R 144A 02.6340 01/24/2032 | 0.07% |
| KEURIG DR PEPPER INC 02.2500 03/15/2031 | 0.07% |
| RENESAS ELECTRONICS CORP SEDOL 6635677 | 0.07% |
| TEXTRON INC SEDOL 2885937 | 0.07% |
| VERIZON COMMUNICATIONS 03.7000 03/22/2061 | 0.07% |
| ESTEE LAUDER COMPANIES-CL A SEDOL 2320524 | 0.07% |
| FHLMC FR30 ZS4703 UMBS 03.0000 02/01/2047 | 0.07% |
| FHR 5036 IK IO 04.0000 04/25/2050 | 0.07% |
| FHR 5142 AI IO 03.5000 09/25/2051 | 0.07% |
| OTIS WORLDWIDE CORP SEDOL BK531S8 | 0.07% |
| PPG INDUSTRIES INC SEDOL 2698470 | 0.07% |
| SPRINT CAPITAL CORPORATION 06.8750 11/15/2028 | 0.07% |
| BP PLC SEDOL 0798059 | 0.06% |
| CAS 2017-C01 1M2 04.2179 07/25/2029 | 0.06% |
| ENDEAVOR ENERGY P/P 144A 05.7500 01/30/2028 | 0.06% |
| FNMA FN30 BQ3998 UMBS 02.5000 10/01/2050 | 0.06% |
| LENNAR CORP 04.7500 11/29/2027 | 0.06% |
| UBS GROUP AG REGS 06.8750 12/29/2049 | 0.06% |
| AGL 2021-13A A1 144A 02.2227 10/20/2034 | 0.06% |
| EAST WEST BANCORP INC SEDOL 2487407 | 0.06% |
| REPUBLIC OF CHILE USD 04.3400 03/07/2042 | 0.06% |
| EQUINOR ASA SEDOL 7133608 | 0.06% |
| FNR 2021-28 NI IO 03.0000 05/25/2041 | 0.06% |
| GOODMAN GROUP SEDOL B03FYZ4 | 0.06% |
| HYATT HOTELS CORP 04.8500 03/15/2026 | 0.06% |
| AMERICAN ELECTRIC POWER 04.3000 12/01/2028 | 0.06% |
| CFMT 2021-HB7 M2 02.6791 10/27/2031 | 0.06% |
| COMM 2013-CR13 C 05.0419 11/10/2046 | 0.06% |
| DEERE & COMPANY 02.6000 06/08/2022 | 0.06% |
| ROMANIA P/P 144A 03.0000 02/27/2027 | 0.06% |
| SPST 2021-10 A 00.0000 08/08/2022 | 0.06% |
| WESTLAKE CORP 03.6000 08/15/2026 | 0.06% |
| AT&T INC 04.7500 05/15/2046 | 0.06% |
| BOEING CO 05.9300 05/01/2060 | 0.06% |
| CITIGROUP INC 03.8870 01/10/2028 | 0.06% |
| COMM 2010-C1 D 144A 05.9851 07/10/2046 | 0.06% |
| DUKE ENERGY OHIO INC 03.6500 02/01/2029 | 0.06% |
| ATHENE GLOBAL FU P/P 144A 01.9850 08/19/2028 | 0.06% |
| BANK LEUMI LE-ISRAEL SEDOL 6076425 | 0.06% |
| CAS 2016-C01 1M2 07.4179 08/25/2028 | 0.06% |
| CHARTER COMM OPT LLC 06.4840 10/23/2045 | 0.06% |
| CONTINENTAL RESOURCE P/P 144A 02.8750 04/01/2032 | 0.06% |
| NINTENDO CO LTD SEDOL 6639550 | 0.06% |
| ORACLE CORP 02.5000 05/15/2022 | 0.06% |
| WESFARMERS LTD SEDOL 6948836 | 0.06% |
| CONTINENTAL RESOURCES 04.3750 01/15/2028 | 0.06% |
| GLAXOSMITHKLINE PLC SEDOL 0925288 | 0.06% |
| GOOGLE INC 03.3750 02/25/2024 | 0.06% |
| HLSY 2019-1A A1A1 144A 02.4127 01/20/2033 | 0.06% |
| KONINKLIJKE AHOLD DELHAIZE N SEDOL BD0Q398 | 0.06% |
| SCHNEIDER ELECTRIC SE SEDOL 4834108 | 0.06% |
| BHP GROUP LTD SEDOL 6144690 | 0.06% |
| CROWN CASTLE INTL CORP 03.6500 09/01/2027 | 0.06% |
| ERICSSON LM-B SHS SEDOL 5959378 | 0.06% |
| FHR 5170 CI IO 05.5000 05/25/2044 | 0.06% |
| GENUINE PARTS CO SEDOL 2367480 | 0.06% |
| UNITED OVERSEAS BANK LTD SEDOL 6916781 | 0.06% |
| UNITEDHEALTH GROUP INC 02.7500 02/15/2023 | 0.06% |
| ZOETIS INC 03.9000 08/20/2028 | 0.06% |
| ABBVIE INC 03.8000 03/15/2025 | 0.06% |
| AVERY DENNISON CORP SEDOL 2066408 | 0.06% |
| REPUBLIC OF SENEGAL REGS 06.2500 05/23/2033 | 0.06% |
| SONIC HEALTHCARE LTD SEDOL 6821120 | 0.06% |
| T-MOBILE US INC SEDOL B94Q9V0 | 0.06% |
| T-MOBILE US INC P/P 144A 05.2500 CV PFD | 0.06% |
| BANCO BILBAO VIZCAYA ARGENTA SEDOL 5501906 | 0.06% |
| FHR 5079 BI IO 05.5000 02/25/2051 | 0.06% |
| ICON PLC SEDOL B94G471 | 0.06% |
| PFIZER INC. 03.0000 12/15/2026 | 0.06% |
| STACR 2016-DNA1 M3 06.0066 07/25/2028 | 0.06% |
| CISCO SYSTEMS INC 02.5000 09/20/2026 | 0.06% |
| DUKE ENERGY CORP 04.2000 06/15/2049 | 0.06% |
| ENTERPRISE PRODUCTS PARTNERS SEDOL 2285388 | 0.06% |
| FNMA FN30 BM1172 UMBS 03.0000 03/01/2047 | 0.06% |
| MWST 2021-2 A 01.4179 04/25/2055 | 0.06% |
| THOMSON REUTERS CORP SEDOL BFXPTB0 | 0.06% |
| UNITEDHEALTH GROUP INC 03.9500 10/15/2042 | 0.06% |
| AMERICAN TOWER CORP 02.7000 04/15/2031 | 0.05% |
| CEDF 2021-14A B 144A 02.6443 07/15/2033 | 0.05% |
| HOLOGIC INC SEDOL 2433530 | 0.05% |
| KRAFT HEINZ FOODS CO 03.8750 05/15/2027 | 0.05% |
| ONCOR ELECTRIC DELIV 03.7500 04/01/2045 | 0.05% |
| SHIN-ETSU CHEMICAL CO LTD SEDOL 6804585 | 0.05% |
| SIRIUS XM RADIO INC P/P 144A 03.8750 09/01/2031 | 0.05% |
| SIXST 2020-16A B 144A 02.9127 10/20/2032 | 0.05% |
| SNDPT 2020-1A AR 144A 02.2327 07/20/2034 | 0.05% |
| TELSTRA CORP LTD SEDOL 6087289 | 0.05% |
| ABBSL 2021-2A A 144A 02.1443 04/15/2034 | 0.05% |
| APID 2013-12A BR 144A 02.4443 04/15/2031 | 0.05% |
| ARES 2016-41A AR2 144A 02.1143 04/15/2034 | 0.05% |
| BF0101 03.5000 06/01/2056 | 0.05% |
| CECLO 2020-29A AR 144A 02.2327 10/20/2034 | 0.05% |
| FERGUSON PLC SEDOL BJVNSS4 | 0.05% |
| FNMA FN30 AS8056 UMBS 03.0000 10/01/2046 | 0.05% |
| GLM 2019-5A BR 144A 02.6127 10/20/2032 | 0.05% |
| HUNTINGTON BANCSHARE P/P 144A 02.4870 08/15/2036 | 0.05% |
| MSCI INC SEDOL B2972D2 | 0.05% |
| NIPPON TELEGRAPH & TELEPHONE SEDOL 6641373 | 0.05% |
| NUTRIEN LTD USD 04.1250 03/15/2035 | 0.05% |
| ZEBRA TECHNOLOGIES CORP-CL A SEDOL 2989356 | 0.05% |
| ALPHABET INC 01.9980 08/15/2026 | 0.05% |
| AMGEN INC 04.6630 06/15/2051 | 0.05% |
| BERKSHIRE HATHAWAY FIN 02.8500 10/15/2050 | 0.05% |
| CHARTER COMM OPT LLC/CAP 04.8000 03/01/2050 | 0.05% |
| COGECO COMMUNICATIONS INC SEDOL BZCDFX9 | 0.05% |
| FHR 4326 GS IO 05.4959 04/15/2044 | 0.05% |
| FORTUM OYJ SEDOL 5579550 | 0.05% |
| GSK CONSUMER HLTHCRE P/P 144A 03.6250 03/24/2032 | 0.05% |
| HCA INC 03.5000 07/15/2051 | 0.05% |
| STAR 2020-2 M1E 03.0000 04/25/2060 | 0.05% |
| BRISTOL-MYERS 03.2500 08/15/2022 | 0.05% |
| EPICOR SOFTWARE/EAGLE L+325 04.0137 07/30/2027 | 0.05% |
| FNR 2017-69 SG IO 05.4821 09/25/2047 | 0.05% |
| FNR 2021-65 LI IO 03.5000 10/25/2051 | 0.05% |
| HERMES INTERNATIONAL SEDOL 5253973 | 0.05% |
| HOME DEPOT INC 02.6250 06/01/2022 | 0.05% |
| JDE PEET'S NV P/P 144A 01.3750 01/15/2027 | 0.05% |
| NETFLIX INC 04.3750 11/15/2026 | 0.05% |
| TEXAS INSTRUMENTS INC SEDOL 2885409 | 0.05% |
| BMIR 2019-4A M1C 144A 03.1679 10/25/2029 | 0.05% |
| ENBRIDGE INC USD 04.5000 06/10/2044 | 0.05% |
| INVESTOR AB-B SHS SEDOL BMV7PQ4 | 0.05% |
| PARTNERS GROUP HOLDING AG SEDOL B119QG0 | 0.05% |
| PRUDENTIAL PLC SEDOL 0709954 | 0.05% |
| STELLANTIS NV SEDOL BMD8F98 | 0.05% |
| SYNCHRONY FINANCIAL SEDOL BP96PS6 | 0.05% |
| ZAIS 2019-13A A1A 144A 02.5343 07/15/2032 | 0.05% |
| COLES GROUP LTD SEDOL BYWR0T5 | 0.05% |
| CROWN CASTLE INTL CORP 03.7000 06/15/2026 | 0.05% |
| IMPERIAL BRANDS PLC SEDOL 0454492 | 0.05% |
| REPUBLIC OF KAZAKHSTAN REGS 04.8750 10/14/2044 | 0.05% |
| RHEINMETALL AG SEDOL 5334588 | 0.05% |
| ROYAL BANK OF CANADA USD 04.6500 01/27/2026 | 0.05% |
| STACR 2016-HQA1 M3 07.0179 09/25/2028 | 0.05% |
| WESTLAKE CORP 03.1250 08/15/2051 | 0.05% |
| BRISTOL-MYERS SQUIBB CO 01.4500 11/13/2030 | 0.05% |
| CAS 2016-C07 2M2 05.0179 05/25/2029 | 0.05% |
| FNMA FN40 BF0171 UMBS 04.0000 01/01/2057 | 0.05% |
| FWD 2019-INV1 A3 03.1100 06/25/2049 | 0.05% |
| GLENCORE FUNDING LLC P/P 144A 02.5000 09/01/2030 | 0.05% |
| GNR 2016-H16 LI IO 02.1115 07/20/2066 | 0.05% |
| PAYPAL HOLDINGS INC SEDOL BYW36M8 | 0.05% |
| SCHWAB (CHARLES) CORP SEDOL 2779397 | 0.05% |
| SHERWIN-WILLIAMS CO 03.4500 06/01/2027 | 0.05% |
| SHRP 2020-1 NOTE 03.0253 07/25/2024 | 0.05% |
| YAMAHA MOTOR CO LTD SEDOL 6985264 | 0.05% |
| AMERICAN TOWER CORP 03.5500 07/15/2027 | 0.05% |
| APPLE INC. 03.8500 05/04/2043 | 0.05% |
| AWPT 2014-2A A1R 144A 02.2743 10/15/2029 | 0.05% |
| BP CAP MARKETS AMERICA 03.1190 05/04/2026 | 0.05% |
| FHR 5010 IA IO 03.5000 09/25/2050 | 0.05% |
| METLIFE CAP TRST IV P/P 144A 07.8750 12/15/2037 | 0.05% |
| SANTANDER UK GROUP H P/P 144A 04.7500 09/15/2025 | 0.05% |
| SERVICENOW INC 01.4000 09/01/2030 | 0.05% |
| STACR 2021-DNA2 M2 02.5887 08/25/2033 | 0.05% |
| SWISS RE TREAS P/P 144A 04.2500 12/06/2042 | 0.05% |
| VICI PROPERTIES LP 04.7500 02/15/2028 | 0.05% |
| WASTE CONNECTIONS INC SEDOL BYVG1F6 | 0.05% |
| CNH INDUSTRIAL NV SEDOL BDSV2V0 | 0.05% |
| COMM 2015-LC19 C 04.3689 02/10/2048 | 0.05% |
| MITSUBISHI UFJ FIN GRP USD 03.8500 03/01/2026 | 0.05% |
| MONDELEZ INT HOLD NE P/P 144A 02.1250 09/19/2022 | 0.05% |
| SANDVIK AB SEDOL B1VQ252 | 0.05% |
| STACR 2018-DNA3 M2 02.7679 09/25/2048 | 0.05% |
| TCI COMMUNICATIONS INC 07.1250 02/15/2028 | 0.05% |
| 1.80 R ISWP FWD SOFR P 06/15/2024 | 0.04% |
| ANHEUSER-BUSCH INBEV WOR 04.7500 01/23/2029 | 0.04% |
| BOOKING HOLDINGS INC 04.6250 04/13/2030 | 0.04% |
| COX COMM INC P/P 144A 03.5000 08/15/2027 | 0.04% |
| DANAHER CORP 05.0000 CV PFD | 0.04% |
| FNMA FN30 AS7154 UMBS 03.0000 05/01/2046 | 0.04% |
| FNR 2019-43 SC IO 05.4321 08/25/2049 | 0.04% |
| MET LIFE GLOB P/P 144A 01.9500 01/13/2023 | 0.04% |
| MSBAM 2012-C5 E 144A 04.8432 08/15/2045 | 0.04% |
| NETFLIX INC REGS 03.8750 11/15/2029 | 0.04% |
| NXP SEMICONDUCTORS NV SEDOL B505PN7 | 0.04% |
| VONTIER CORP SEDOL BH4GV32 | 0.04% |
| WASTE CONNECTIONS INC 03.5000 05/01/2029 | 0.04% |
| ALIMENTATION COUCHE-TARD 3.550000 07/26/2027 | 0.04% |
| BANCO SANTANDER SA USD 05.1790 11/19/2025 | 0.04% |
| CFCRE 2011-C2 E P/P 144A 05.2492 12/15/2047 | 0.04% |
| CK ASSET HOLDINGS LTD SEDOL BYZQ077 | 0.04% |
| VIATRIS INC 02.3000 06/22/2027 | 0.04% |
| AVIVA PLC SEDOL 0216238 | 0.04% |
| BLACK 2021-1A A1A 144A 02.3863 11/22/2034 | 0.04% |
| BXMT 2021-FL4 A P/P 144A 01.6041 05/15/2038 | 0.04% |
| CAS 2016-C02 1M2 06.6679 09/25/2028 | 0.04% |
| CIGNA CORP 03.7500 07/15/2023 | 0.04% |
| CSAIL 2020-C19 XA IO 01.2337 03/15/2053 | 0.04% |
| DAIKIN INDUSTRIES LTD SEDOL 6250724 | 0.04% |
| DEUTSCHE BANK AG USD 04.5000 04/01/2025 | 0.04% |
| DOLLAR GENERAL CORP 03.2500 04/15/2023 | 0.04% |
| EMERSON ELECTRIC CO SEDOL 2313405 | 0.04% |
| ENBRIDGE INC USD 04.2500 12/01/2026 | 0.04% |
| FORD MOTOR CREDIT CO LLC 05.1250 06/16/2025 | 0.04% |
| ORACLE CORP 03.6500 03/25/2041 | 0.04% |
| TERRIER MEDIA BUYER IN L+350 04.2637 12/17/2026 | 0.04% |
| WALT DISNEY COMPANY 07.7500 12/01/2045 | 0.04% |
| CDX CDX.NA.IG.38 100.0 06/20/2027 | 0.04% |
| EQUIFAX INC SEDOL 2319146 | 0.04% |
| ERAC USA FINANCE LLC P/P 144A 05.6250 03/15/2042 | 0.04% |
| JOHNSON CONTROLS INTL PL 04.9500 07/02/2064 | 0.04% |
| MATCH GRP HLD II LLC P/P 144A 04.6250 06/01/2028 | 0.04% |
| SALESFORCE INC 02.9000 07/15/2051 | 0.04% |
| STATE STREET CORP SEDOL 2842040 | 0.04% |
| AIRBNB INC-CLASS A SEDOL BMGYYH4 | 0.04% |
| AREIT 2021-CRE5 A 144A 01.6341 07/17/2026 | 0.04% |
| CISCO SYSTEMS INC 05.9000 02/15/2039 | 0.04% |
| CITIGROUP INC 04.4500 09/29/2027 | 0.04% |
| CROWN CASTLE INTL CORP 03.8000 02/15/2028 | 0.04% |
| GENERAL ELECTRIC CO SEDOL BL59CR9 | 0.04% |
| INTESA SANPAOLO SPA P/P 144A 04.1980 06/01/2032 | 0.04% |
| PORSCHE AUTOMOBIL HLDG-PRF SEDOL 7101069 | 0.04% |
| SALESFORCE INC 03.0500 07/15/2061 | 0.04% |
| TRUIST BANK 02.6360 09/17/2029 | 0.04% |
| BMW FINANCE NV P/P 144A 02.8500 08/14/2029 | 0.04% |
| BOOZ ALLEN HAMILTON HOLDINGS SEDOL B5367T7 | 0.04% |
| CWALT 2006-OA10 4A1 01.0479 08/25/2046 | 0.04% |
| ERAC USA FINANCE LLC P/P 144A 07.0000 10/15/2037 | 0.04% |
| GNR 2020-138 AI IO 03.0000 09/20/2050 | 0.04% |
| GSMS 2012-GCJ9 C 144A 04.4480 11/10/2045 | 0.04% |
| HLSY 2020-2A B 144A 02.7027 07/20/2031 | 0.04% |
| INTERCONTINENTALEXCHANGE 02.6500 09/15/2040 | 0.04% |
| JPMBB 2013-C12 C 04.2280 07/15/2045 | 0.04% |
| NETWORK INTERNATIONAL HOLDIN SEDOL BH3VJ78 | 0.04% |
| NORDSON CORP SEDOL 2641838 | 0.04% |
| PLMRS 2021-2A A 144A 02.1943 07/15/2034 | 0.04% |
| REPUBLIC OF PANAMA 03.2980 01/19/2033 | 0.04% |
| STAR 2020-3 A3 02.5910 04/25/2065 | 0.04% |
| WFCM 2013-LC12 C 04.4396 07/15/2046 | 0.04% |
| ANHEUSER-BUSCH INBEV WOR 05.5500 01/23/2049 | 0.04% |
| BLOCK INC P/P 144A 03.5000 06/01/2031 | 0.04% |
| CAS 2016-C01 2M2 07.6179 08/25/2028 | 0.04% |
| INTL FLAVOR & FRAGRANCES 04.4500 09/26/2028 | 0.04% |
| LABORATORY CRP OF AMER HLDGS SEDOL 2586122 | 0.04% |
| LMAT 2020-GS5 A1 03.2500 06/25/2060 | 0.04% |
| NIPPON YUSEN KABUSHIKI KAISH SEDOL 6643960 | 0.04% |
| NOMURA RESEARCH INSTITUTE LT SEDOL 6390921 | 0.04% |
| REPUBLIC OF COLOMBIA USD 03.8750 04/25/2027 | 0.04% |
| APPLE INC 04.3750 05/13/2045 | 0.04% |
| BLUESCOPE STEEL LTD SEDOL 6533232 | 0.04% |
| CAE INC SEDOL 2162760 | 0.04% |
| ELMW4 2020-1A A 144A 02.2843 04/15/2033 | 0.04% |
| FIVE CORNERS FUNDING P/P 144A 04.4190 11/15/2023 | 0.04% |
| GARMIN LTD SEDOL B3Z5T14 | 0.04% |
| HESS MIDSTREAM P P/P 144A 05.6250 02/15/2026 | 0.04% |
| HOME DEPOT INC 05.9500 04/01/2041 | 0.04% |
| HOWMET AEROSPACE INC 03.0000 01/15/2029 | 0.04% |
| L3HARRIS TECH INC 03.8500 12/15/2026 | 0.04% |
| MANHATTAN ASSOCIATES INC SEDOL 2239471 | 0.04% |
| MARSH & MCLENNAN COS INC 04.3750 03/15/2029 | 0.04% |
| NSTAR ELECTRIC CO 02.3750 10/15/2022 | 0.04% |
| SAGE GROUP PLC/THE SEDOL B8C3BL0 | 0.04% |
| ALPHABET INC 02.2500 08/15/2060 | 0.04% |
| AREIT 2020-CRE4 C 144A 03.4895 04/15/2037 | 0.04% |
| AT&T INC 04.2500 03/01/2027 | 0.04% |
| BANK 2019-BN22 C 03.5765 11/15/2062 | 0.04% |
| CITIGROUP INC 03.8750 02/18/2051 | 0.04% |
| CITIGROUP INC 04.6000 03/09/2026 | 0.04% |
| CSX CORP 04.1000 03/15/2044 | 0.04% |
| EIFFAGE SEDOL B13X013 | 0.04% |
| GALXY 2016-22A ARR 144A 02.2443 04/16/2034 | 0.04% |
| ISTAR INC. 04.2500 08/01/2025 | 0.04% |
| NEWZ 2021-1 A 01.4179 05/25/2055 | 0.04% |
| SOCIETE GENERALE P/P 144A 05.3750 11/18/2050 | 0.04% |
| ABN AMRO BANK NV P/P 144A 03.3240 03/13/2037 | 0.04% |
| DAIWA HOUSE INDUSTRY CO LTD SEDOL 6251363 | 0.04% |
| EOG RESOURCES INC SEDOL 2318024 | 0.04% |
| FNMA FN30 BC1155 UMBS 03.0000 06/01/2046 | 0.04% |
| INTERCONTINENTAL HOTELS GROU SEDOL BHJYC05 | 0.04% |
| JAMES HARDIE INDUSTRIES-CDI SEDOL B60QWJ2 | 0.04% |
| JD SPORTS FASHION PLC SEDOL BM8Q5M0 | 0.04% |
| KONINKLIJKE KPN NV SEDOL 5956078 | 0.04% |
| SAMI 2007-AR7 1A1 01.5179 05/25/2047 | 0.04% |
| SPECTRA ENERGY PARTNERS 03.3750 10/15/2026 | 0.04% |
| STACR 2016-DNA3 M3 05.6679 12/25/2028 | 0.04% |
| TATA CONSULTANCY SVS LTD SEDOL B01NPJ1 | 0.04% |
| THE AES CORPORATION 02.4500 01/15/2031 | 0.04% |
| VERIZON COMMUNICATIONS 02.5500 03/21/2031 | 0.04% |
| COREBRIDGE FIN INC P/P 144A 03.8500 04/05/2029 | 0.04% |
| DCC PLC SEDOL 0242493 | 0.04% |
| GSMS 2010-C1 D 144A 06.5650 08/10/2043 | 0.04% |
| JTWN 2018-6RA A2B 144A 02.9640 04/25/2030 | 0.04% |
| LBMLT 2004-1 A2 01.4679 02/25/2034 | 0.04% |
| NRG ENERGY INC P/P 144A 03.8750 02/15/2032 | 0.04% |
| SENSATA TECH INC P/P 144A 03.7500 02/15/2031 | 0.04% |
| APA CORP SEDOL BNNF1C1 | 0.03% |
| DAI-ICHI LIFE HOLDINGS INC SEDOL B601QS4 | 0.03% |
| ENTAIN PLC SEDOL B5VQMV6 | 0.03% |
| FHLMC FR30 QB1991 UMBS 02.5000 08/01/2050 | 0.03% |
| JPMCC 2014-C20 AS 04.0432 07/15/2047 | 0.03% |
| KEYCORP SEDOL 2490911 | 0.03% |
| L3HARRIS TECH INC 04.4000 06/15/2028 | 0.03% |
| MARSH & MCLENNAN COS INC 04.9000 03/15/2049 | 0.03% |
| MURATA MANUFACTURING CO LTD SEDOL 6610403 | 0.03% |
| ORACLE CORP JAPAN SEDOL 6141680 | 0.03% |
| PARAMOUNT GLOBAL 04.2000 06/01/2029 | 0.03% |
| PENSKE TRUCK LEASING P/P 144A 03.9000 02/01/2024 | 0.03% |
| PLMRS 2021-3A B 144A 01.8825 01/15/2035 | 0.03% |
| STACR 2018-HRP2 M3 03.0679 02/25/2047 | 0.03% |
| TOKYO GAS CO LTD SEDOL 6895448 | 0.03% |
| UNUM GROUP SEDOL 2433842 | 0.03% |
| WYNDHAM HOTELS & RESORTS INC SEDOL BF108P4 | 0.03% |
| DUKE ENERGY INDIANA LLC 06.4500 04/01/2039 | 0.03% |
| ERAC USA FINANCE LLC P/P 144A 03.8500 11/15/2024 | 0.03% |
| FNMA FN30 BJ9256 UMBS 04.0000 06/01/2048 | 0.03% |
| ICG 2015-2RA A2 144A 02.8443 01/16/2033 | 0.03% |
| MSBAM 2014-C17 C 04.6374 08/15/2047 | 0.03% |
| REPUBLIC OF KAZAKHSTAN REGS 05.1250 07/21/2025 | 0.03% |
| SK TELECOM SEDOL 6224871 | 0.03% |
| STACR 2016-HQA2 M3 05.8179 11/25/2028 | 0.03% |
| TYSON FOODS INC-CL A SEDOL 2909730 | 0.03% |
| 3I GROUP PLC SEDOL B1YW440 | 0.03% |
| AHM 2007-1 GA1C 00.8579 05/25/2047 | 0.03% |
| AMERICAN TOWER CORP 02.9000 01/15/2030 | 0.03% |
| BALLY 2021-17A A1A 144A 02.2127 10/20/2034 | 0.03% |
| BPCE SA P/P 144A 04.5000 03/15/2025 | 0.03% |
| CAS 2016-C06 1M2 04.9179 04/25/2029 | 0.03% |
| CLEAN HARBORS INC SEDOL 2202473 | 0.03% |
| COMM 2015-LC21 B 04.4782 07/10/2048 | 0.03% |
| LLOYDS BANKING GROUP PLC USD 04.6500 03/24/2026 | 0.03% |
| MSBAM 2013-C8 B 03.6469 12/15/2048 | 0.03% |
| MSBAM 2014-C14 C 05.2191 02/15/2047 | 0.03% |
| OCCIDENTAL PETROLEUM COR 08.5000 07/15/2027 | 0.03% |
| ORACLE CORP 05.3750 07/15/2040 | 0.03% |
| PANDORA A/S SEDOL B44XTX8 | 0.03% |
| PUBLIC STORAGE SEDOL 2852533 | 0.03% |
| SHIMADZU CORP SEDOL 6804369 | 0.03% |
| AMERICAN CAMPUS COMMUNITIES SEDOL B02H871 | 0.03% |
| COMM 2013-CR13 D 144A 05.0419 11/10/2046 | 0.03% |
| COMM 2014-LC15 AM 04.1980 04/10/2047 | 0.03% |
| CREDIT SUISSE GRP AG P/P 144A 03.8690 01/12/2029 | 0.03% |
| DIAMONDBACK ENERGY INC 03.2500 12/01/2026 | 0.03% |
| DOMINICAN REPUBLIC P/P 144A 06.0000 02/22/2033 | 0.03% |
| MINEBEA CO LTD SEDOL 6642406 | 0.03% |
| RECRUIT HOLDINGS CO LTD SEDOL BQRRZ00 | 0.03% |
| REPUBLIC OF SOUTH AFRICA USD 04.8500 09/27/2027 | 0.03% |
| VISTRA CORP P/P 144A 04.3000 07/15/2029 | 0.03% |
| WFRBS 2012-C9 D 144A 04.9713 11/15/2045 | 0.03% |
| WFRBS 2013-C11 AS 03.3110 03/15/2045 | 0.03% |
| ARISTOCRAT LEISURE LTD SEDOL 6253983 | 0.03% |
| BOC HONG KONG HOLDINGS LTD SEDOL 6536112 | 0.03% |
| CAS 2020-R01 1M2 02.7179 01/25/2040 | 0.03% |
| COVESTRO AG SEDOL BYTBWY9 | 0.03% |
| MANPOWERGROUP INC SEDOL 2562490 | 0.03% |
| MICROCHIP TECH INC 04.3330 06/01/2023 | 0.03% |
| OLIN CORP SEDOL 2658526 | 0.03% |
| PARAMOUNT GLOBAL 02.9000 01/15/2027 | 0.03% |
| REPUBLIC OF KAZAKHSTAN REGS 06.5000 07/21/2045 | 0.03% |
| REPUBLICA ORIENT URUGUAY USD 07.6250 03/21/2036 | 0.03% |
| SLM CORP | 0.03% |
| VISTRA CORP SEDOL BZ8VJQ8 | 0.03% |
| WESTROCK CO SEDOL BYR0914 | 0.03% |
| AIR LEASE CORP 04.6250 10/01/2028 | 0.03% |
| BANK 2017-BNK8 B 04.0603 11/15/2050 | 0.03% |
| BBCMS 2019-C3 C 04.1780 05/15/2052 | 0.03% |
| CIGNA CORP SEDOL BHJ0775 | 0.03% |
| CWALT 2005-65CB 2A1 01.0929 12/25/2035 | 0.03% |
| DUKE ENERGY CORP SEDOL B7VD3F2 | 0.03% |
| EUROFINS SCIENTIFIC SEDOL BNDPYV1 | 0.03% |
| HERSHEY CO/THE SEDOL 2422806 | 0.03% |
| PFP 2021-8 AS 144A 01.8041 08/09/2037 | 0.03% |
| PROLOGIS INC SEDOL B44WZD7 | 0.03% |
| REG18 2021-1A A1 144A 02.1443 01/15/2034 | 0.03% |
| SQUARE ENIX HOLDINGS CO LTD SEDOL 6309262 | 0.03% |
| STELLANTIS FIN US IN P/P 144A 02.6910 09/15/2031 | 0.03% |
| TPAT 2018-SL1 A 144A 01.2679 01/25/2046 | 0.03% |
| VISTRA OPERATION P/P 144A 03.5500 07/15/2024 | 0.03% |
| WR BERKLEY CORP SEDOL 2093644 | 0.03% |
| XCEL ENERGY INC SEDOL 2614807 | 0.03% |
| AMERISOURCEBERGEN CORP | 0.03% |
| BRAVO 2021-C A1 01.6195 03/01/2061 | 0.03% |
| CGCMT 2014-GC19 D 144A 05.2601 03/10/2047 | 0.03% |
| CHARTER COMM OPT LLC/CAP 03.7500 02/15/2028 | 0.03% |
| CINTAS CORP SEDOL 2197137 | 0.03% |
| CITIGROUP INC 04.7500 05/18/2046 | 0.03% |
| CSAIL 2015-C2 AS 03.8490 06/15/2057 | 0.03% |
| CSAIL 2019-C17 AS 03.2783 09/15/2052 | 0.03% |
| CWALT 2005-59 1A1 01.2544 11/20/2035 | 0.03% |
| DOMINICAN REPUBLIC REGS 05.9500 01/25/2027 | 0.03% |
| ELMW2 2019-2A AR 144A 02.2127 04/20/2034 | 0.03% |
| ENTERPRISE PRODUCTS OPER 02.8000 01/31/2030 | 0.03% |
| EQUITY LIFESTYLE PROPERTIES SEDOL 2563125 | 0.03% |
| EXELIXIS INC SEDOL 2576941 | 0.03% |
| FORD MOTOR CREDI 03.6250 06/17/2031 | 0.03% |
| HUNTSMAN INTERNATIONAL LLC 04.5000 05/01/2029 | 0.03% |
| INDUSTRIA DE DISENO TEXTIL SEDOL BP9DL90 | 0.03% |
| LAMAR ADVERTISING CO-A SEDOL BSPHGN6 | 0.03% |
| MSBAM 2012-C6 D 144A 04.7471 11/15/2045 | 0.03% |
| OAKCL 2021-1A A1 144A 02.2043 07/15/2034 | 0.03% |
| ROPER TECHNOLOGIES INC SEDOL 2749602 | 0.03% |
| STACR 2017-DNA2 M2 04.1179 10/25/2029 | 0.03% |
| SWEDISH MATCH AB SEDOL BP09MR2 | 0.03% |
| WATCO COS LLC/FI P/P 144A 06.5000 06/15/2027 | 0.03% |
| WFCM 2016-LC25 AS 04.0155 12/15/2059 | 0.03% |
| WFRBS 2011-C3 D 144A 05.4147 03/15/2044 | 0.03% |
| AIMCO 2021-14A A 144A 02.0527 04/20/2034 | 0.03% |
| APID 2021-35A A 144A 02.1127 04/20/2034 | 0.03% |
| ARES 2021-60A A 144A 02.1643 07/18/2034 | 0.03% |
| AUTODESK INC SEDOL 2065159 | 0.03% |
| BLUEM 2021-32A A 144A 02.2143 10/15/2034 | 0.03% |
| BSP 2018-5BA A1A 144A 02.1527 04/20/2031 | 0.03% |
| CHUBB LTD SEDOL B3BQMF6 | 0.03% |
| CSAIL 2016-C7 AS 03.9579 11/15/2049 | 0.03% |
| CWALT 2006-OA7 1A2 01.1588 06/25/2046 | 0.03% |
| DOW INC SEDOL BHXCF84 | 0.03% |
| ELMW5 2020-2A AR 144A 02.2127 10/20/2034 | 0.03% |
| ELMW6 2020-3A BR 144A 02.7127 10/20/2034 | 0.03% |
| FLEETCOR TECHNOLOGIES INC SEDOL B4R28B3 | 0.03% |
| FNMA FN30 AS8074 UMBS 03.0000 10/01/2046 | 0.03% |
| FORD MOTOR CREDIT CO LLC 04.0000 11/13/2030 | 0.03% |
| GNMA GII30 MA6153 03.0000 09/20/2049 | 0.03% |
| GOLDMAN SACHS GROUP INC 02.6000 02/07/2030 | 0.03% |
| GUGG4 2016-1A A1S1 144A 02.2743 10/15/2031 | 0.03% |
| HEICO CORP SEDOL 2419217 | 0.03% |
| ITOCHU CORP SEDOL 6467803 | 0.03% |
| KKR GROUP FIN CO III P/P 144A 05.1250 06/01/2044 | 0.03% |
| LMAT 2019-GS7 A1 03.2500 11/25/2059 | 0.03% |
| MARSH & MCLENNAN COS SEDOL 2567741 | 0.03% |
| MORGN 2021-7A A 144A 02.2540 04/23/2034 | 0.03% |
| NCC 2019-IA ANAR 144A 01.4818 04/15/2031 | 0.03% |
| NCC 2020-1A A1R 144A 02.3343 01/15/2035 | 0.03% |
| NEUB 2022-47A A 144A 01.5479 04/14/2035 | 0.03% |
| NRG P/P 144A 03.7500 06/15/2024 | 0.03% |
| OAKC 2021-16A A 144A 02.1943 10/18/2034 | 0.03% |
| OCT48 2020-3A AR 144A 02.2127 10/20/2034 | 0.03% |
| PAIA 2018-1A A1AR 144A 02.0627 10/20/2031 | 0.03% |
| ROCKT 2021-1A A1 144A 02.2327 07/20/2034 | 0.03% |
| RRAM 2019-7A A2B P/P 144A 02.0303 01/15/2037 | 0.03% |
| SNDPT 2019-2A AR 144A 02.2143 07/15/2034 | 0.03% |
| SUMITOMO MITSUI FINANCIAL GR SEDOL 6563024 | 0.03% |
| TERMINIX GLOBAL HOLDINGS INC SEDOL BMD3QK1 | 0.03% |
| UNITED PARCEL SERVICE-CL B SEDOL 2517382 | 0.03% |
| VAIL RESORTS INC SEDOL 2954194 | 0.03% |
| WASTE MANAGEMENT INC SEDOL 2937667 | 0.03% |
| WFCM 2013-LC12 AS 04.4396 07/15/2046 | 0.03% |
| WORKDAY INC-CLASS A SEDOL B8K6ZD1 | 0.03% |
| 2.181 R ISWP SOFR P 04/06/2032 | 0.03% |
| 3M CO | 0.03% |
| ABIOMED INC SEDOL 2003698 | 0.03% |
| ACUITY BRANDS INC | 0.03% |
| ALCOA CORP SEDOL BYNF418 | 0.03% |
| AXIS CAPITAL HOLDINGS LTD SEDOL 2677606 | 0.03% |
| BBCMS 2019-C4 XA IO 01.7321 08/15/2052 | 0.03% |
| BOSTON SCIENTIFIC CORP SEDOL 2113434 | 0.03% |
| COMCAST CORP 03.9990 11/01/2049 | 0.03% |
| COMM 2013-CR11 AM 04.7150 08/10/2050 | 0.03% |
| COMM 2014-CR18 C 04.9070 07/15/2047 | 0.03% |
| COMMONWEALTH EDISON CO 05.9000 03/15/2036 | 0.03% |
| CROWN HOLDINGS INC | 0.03% |
| DROPBOX INC-CLASS A SEDOL BG0T321 | 0.03% |
| EDISON INTERNATIONAL SEDOL 2829515 | 0.03% |
| ELECTRONIC ARTS INC SEDOL 2310194 | 0.03% |
| HONEYWELL INTL 03.8120 11/21/2047 | 0.03% |
| INTERCONTINENTALEXCHANGE 01.8500 09/15/2032 | 0.03% |
| JONES LANG LASALLE INC SEDOL 2040640 | 0.03% |
| JPMCC 2012-C6 E 144A 05.3497 05/15/2045 | 0.03% |
| JPMORGAN CHASE & CO 01.5064 05/15/2047 | 0.03% |
| KLA CORP SEDOL 2480138 | 0.03% |
| MAGNE 2019-21A BR 144A 02.4127 04/20/2034 | 0.03% |
| MCDONALD'S HOLDINGS CO JAPAN SEDOL 6371863 | 0.03% |
| NEW RESIDENTIAL INVESTMENT SEDOL BRJ9GW0 | 0.03% |
| NTT DATA CORP SEDOL 6125639 | 0.03% |
| OASIS PETROLEUM INC SEDOL BLDDYB1 | 0.03% |
| ONEMAIN HOLDINGS INC SEDOL BYSZB89 | 0.03% |
| PHILLIPS 66 SEDOL B78C4Y8 | 0.03% |
| PUBLIC SERVICE ELECTRIC 05.5000 03/01/2040 | 0.03% |
| QUIDEL CORP SEDOL 2717591 | 0.03% |
| SIMON PROPERTY GROUP INC SEDOL 2812452 | 0.03% |
| TORO CO SEDOL 2897040 | 0.03% |
| ULTA BEAUTY INC SEDOL B28TS42 | 0.03% |
| VERIZON COMMUNICATIONS 01.7500 01/20/2031 | 0.03% |
| AGCO CORP SEDOL 2010278 | 0.02% |
| ALLEGION PLC SEDOL BFRT3W7 | 0.02% |
| ALLISON TRANSMISSION HOLDING SEDOL B4PZ892 | 0.02% |
| ALLSTATE CORP SEDOL 2019952 | 0.02% |
| APARTMENT INCOME REIT CO SEDOL BN6QGL5 | 0.02% |
| APPLE INC 02.8000 02/08/2061 | 0.02% |
| AVALONBAY COMMUNITIES INC SEDOL 2131179 | 0.02% |
| BHLD 2020-1 A2 02.6000 02/25/2055 | 0.02% |
| BNP PARIBAS P/P 144A 02.5880 08/12/2035 | 0.02% |
| BRIXMOR PROPERTY GROUP INC SEDOL BFTDJL8 | 0.02% |
| BROADCOM INC P/P 144A 04.9260 05/15/2037 | 0.02% |
| CARLYLE GROUP INC/THE SEDOL BKRTG56 | 0.02% |
| CARRIER GLOBAL CORP SEDOL BK4N0D7 | 0.02% |
| CELANESE CORP SEDOL B05MZT4 | 0.02% |
| CELANESE US HOLDINGS LLC 01.4000 08/05/2026 | 0.02% |
| CHARTER COMM OPT LLC/CAP 03.7000 04/01/2051 | 0.02% |
| CHENIERE ENERGY INC SEDOL 2654364 | 0.02% |
| CIENA CORP SEDOL B1FLZ21 | 0.02% |
| COPART INC SEDOL 2208073 | 0.02% |
| CREDIT AGRICOLE SA P/P 144A 04.0000 01/10/2033 | 0.02% |
| CVS HEALTH CORP SEDOL 2577609 | 0.02% |
| DISCOVER FINANCIAL SERVICES SEDOL B1YLC43 | 0.02% |
| DOCUSIGN INC SEDOL BFYT7B7 | 0.02% |
| DTE ENERGY COMPANY SEDOL 2280220 | 0.02% |
| EVERCORE INC - A SEDOL B1BHXZ2 | 0.02% |
| EVERSOURCE ENERGY SEDOL BVVN4Q8 | 0.02% |
| EXPEDIA GROUP INC SEDOL B748CK2 | 0.02% |
| EXTRA SPACE STORAGE INC SEDOL B02HWR9 | 0.02% |
| GEA GROUP AG SEDOL 4557104 | 0.02% |
| GNMA GII30 MA7313 03.0000 04/20/2051 | 0.02% |
| JPMBB 2013-C12 B 04.2280 07/15/2045 | 0.02% |
| JPMORGAN CHASE & CO 04.6000 02/01/2025 | 0.02% |
| LAM RESEARCH CORP SEDOL 2502247 | 0.02% |
| LOWES COMPANIES INC | 0.02% |
| MGIC INVESTMENT CORP SEDOL 2548616 | 0.02% |
| NEW YORK TIMES CO-A SEDOL 2632003 | 0.02% |
| NISOURCE INC SEDOL 2645409 | 0.02% |
| NUTANIX INC - A SEDOL BYQBFT8 | 0.02% |
| POPULAR INC SEDOL B86QM90 | 0.02% |
| REINSURANCE GROUP OF AMERICA SEDOL 2731193 | 0.02% |
| SEI INVESTMENTS COMPANY SEDOL 2793610 | 0.02% |
| SERVICE CORP INTERNATIONAL SEDOL 2797560 | 0.02% |
| SS&C TECHNOLOGIES HOLDINGS SEDOL B58YSC6 | 0.02% |
| STARWOOD PROPERTY TRUST INC SEDOL B3PQ520 | 0.02% |
| T-MOBILE USA INC 02.5500 02/15/2031 | 0.02% |
| TAPESTRY INC SEDOL BF09HX3 | 0.02% |
| TOLL BROTHERS INC SEDOL 2896092 | 0.02% |
| TRANSDIGM INC. P/P 144A 06.2500 03/15/2026 | 0.02% |
| TRAVEL + LEISURE CO SEDOL BMXYT16 | 0.02% |
| UBS GROUP AG P/P 144A 04.1250 04/15/2026 | 0.02% |
| WAMU 2005-AR12 1A8 02.8571 10/25/2035 | 0.02% |
| WEC ENERGY GROUP INC SEDOL BYY8XK8 | 0.02% |
| WELLS FARGO & CO SEDOL 2649100 | 0.02% |
| WENDY'S CO/THE SEDOL B3NXMJ9 | 0.02% |
| WESTLAKE CORP 02.8750 08/15/2041 | 0.02% |
| WFCM 2013-LC12 D 144A 04.4396 07/15/2046 | 0.02% |
| AMERICAN FINANCIAL GROUP INC SEDOL 2134532 | 0.02% |
| BAXTER INTERNATIONAL INC SEDOL 2085102 | 0.02% |
| BLACKSTONE INC SEDOL BKF2SL7 | 0.02% |
| BOYD GAMING CORP SEDOL 2117232 | 0.02% |
| CAMDEN PROPERTY TRUST SEDOL 2166320 | 0.02% |
| CARDINAL HEALTH INC SEDOL 2175672 | 0.02% |
| CAS 2017-C06 2M2 03.4679 02/25/2030 | 0.02% |
| CF INDUSTRIES HOLDINGS INC SEDOL B0G4K50 | 0.02% |
| CREDIT SUISSE GRP AG P/P 144A 06.2500 12/18/2024 | 0.02% |
| DH EUROPE FINANCE II USD 03.4000 11/15/2049 | 0.02% |
| DOLBY LABORATORIES INC-CL A SEDOL B04NJM9 | 0.02% |
| DXC TECHNOLOGY CO SEDOL BYXD7B3 | 0.02% |
| EVEREST RE GROUP LTD SEDOL 2556868 | 0.02% |
| FACTSET RESEARCH SYSTEMS INC SEDOL 2329770 | 0.02% |
| FHLMC FR30 QB4338 UMBS 02.5000 10/01/2050 | 0.02% |
| FIFTH THIRD BANCORP SEDOL 2336747 | 0.02% |
| FLUTTER ENTERTAINMENT PLC-DI SEDOL BWXC0Z1 | 0.02% |
| GLP CAPITAL LP / FIN II 03.2500 01/15/2032 | 0.02% |
| GSMS 2013-GCJ14 B P/P 144A 04.8904 08/10/2046 | 0.02% |
| HUMANA INC SEDOL 2445063 | 0.02% |
| IHS HOLDING LTD REGS 06.2500 11/29/2028 | 0.02% |
| ILLUMINA INC SEDOL 2613990 | 0.02% |
| INCYTE CORP | 0.02% |
| INTEL CORP SEDOL 2463247 | 0.02% |
| INVITATION HOMES INC SEDOL BD81GW9 | 0.02% |
| LMAT 2020-GS1 A1 02.8820 10/25/2059 | 0.02% |
| LYONDELLBASELL INDU-CL A SEDOL B3SPXZ3 | 0.02% |
| MASIMO CORP SEDOL B1YWR63 | 0.02% |
| MCLO 2019-1A AANR 144A 02.3643 04/15/2032 | 0.02% |
| MONOLITHIC POWER SYSTEMS INC SEDOL B01Z7J1 | 0.02% |
| NEUBERGER BERMAN GRP P/P 144A 04.8750 04/15/2045 | 0.02% |
| NOVAVAX INC SEDOL BJDQXG4 | 0.02% |
| OCCIDENTAL PETROLEUM CORP SEDOL 2655408 | 0.02% |
| PPSI 2004-WCW2 M3 01.7179 10/25/2034 | 0.02% |
| RIVIAN AUTOMOTIVE INC-A SEDOL BL98841 | 0.02% |
| ROKU INC SEDOL BZ1LFG7 | 0.02% |
| SCHLUMBERGER LTD SEDOL 2779201 | 0.02% |
| SOUTHERN CO/THE SEDOL 2829601 | 0.02% |
| SPST 2021-14 A1 01.3679 12/08/2022 | 0.02% |
| TRANSCANADA TRUST USD 05.3000 03/15/2077 | 0.02% |
| WALT DISNEY CO/THE SEDOL 2270726 | 0.02% |
| WFRBS 2012-C10 AS 03.2410 12/15/2045 | 0.02% |
| YAKULT HONSHA CO LTD SEDOL 6985112 | 0.02% |
| ALIMEN COUCHE P/P 144A 02.9500 01/25/2030 | 0.02% |
| ARCHER-DANIELS-MIDLAND CO SEDOL 2047317 | 0.02% |
| AUST & NZ BANKING GR P/P 144A 06.7500 06/15/2026 | 0.02% |
| AXON ENTERPRISE INC SEDOL BDT5S35 | 0.02% |
| CATERPILLAR INC SEDOL 2180201 | 0.02% |
| CENTENE CORP 04.6250 12/15/2029 | 0.02% |
| CHARTER COMM OPT LLC 04.9080 07/23/2025 | 0.02% |
| COMM 2014-CR17 C 04.9451 05/10/2047 | 0.02% |
| DOMINICAN REPUBLIC REGS 06.4000 06/05/2049 | 0.02% |
| DOORDASH INC - A SEDOL BN13P03 | 0.02% |
| DOVER CORP SEDOL 2278407 | 0.02% |
| DUKE REALTY CORP SEDOL 2284084 | 0.02% |
| EBAY INC SEDOL 2293819 | 0.02% |
| FIRST INDUSTRIAL REALTY TR SEDOL 2360757 | 0.02% |
| FIRSTENERGY CORP SEDOL 2100920 | 0.02% |
| GCP APPLIED TECH P/P 144A 05.5000 04/15/2026 | 0.02% |
| GLOBAL MEDICAL RESPONS L+425 05.2500 10/02/2025 | 0.02% |
| GODADDY INC - CLASS A SEDOL BWFRFC6 | 0.02% |
| INTERPUBLIC GROUP OF COS INC SEDOL 2466321 | 0.02% |
| ISRAEL DISCOUNT BANK -A SEDOL 6451271 | 0.02% |
| KINDER MORGAN ENER PART 03.4500 02/15/2023 | 0.02% |
| LEGRAND SA SEDOL B11ZRK9 | 0.02% |
| MOODY'S CORPORATION 02.5500 08/18/2060 | 0.02% |
| MSBAM 2014-C15 B 04.5650 04/15/2047 | 0.02% |
| NEWS CORP - CLASS A SEDOL BBGVT40 | 0.02% |
| PARKER HANNIFIN CORP SEDOL 2671501 | 0.02% |
| REG20 2021-2A A 144A 02.2043 10/15/2034 | 0.02% |
| SMITH (A.O.) CORP SEDOL 2816023 | 0.02% |
| SPOTIFY TECHNOLOGY SA SEDOL BFZ1K46 | 0.02% |
| STAPLES INC P/P 144A 07.5000 04/15/2026 | 0.02% |
| ABCAM PLC SEDOL B677469 | 0.02% |
| ABN AMRO BANK NV P/P 144A 04.7500 07/28/2025 | 0.02% |
| AIR LEASE CORP 02.1000 09/01/2028 | 0.02% |
| AMGEN INC SEDOL 2023607 | 0.02% |
| BANK 2019-BN20 XA IO 00.9557 09/15/2062 | 0.02% |
| BANK OF AMERICA CORP 06.1000 03/17/2025 | 0.02% |
| BIO-RAD LABORATORIES-A SEDOL 2098508 | 0.02% |
| BLACKROCK INC SEDOL 2494504 | 0.02% |
| BNP PARIBAS P/P 144A 04.3750 05/12/2026 | 0.02% |
| BPCE SA P/P 144A 05.1500 07/21/2024 | 0.02% |
| COX COMM INC P/P 144A 02.9500 10/01/2050 | 0.02% |
| CUMMINS INC SEDOL 2240202 | 0.02% |
| CVS PASS-THROUGH P/P 144A 04.7040 01/10/2036 | 0.02% |
| CWALT 2006-OA19 A1 00.7744 02/20/2047 | 0.02% |
| DEUTSCHE TELEKOM INT FIN USD 08.7500 06/15/2030 | 0.02% |
| DIGITAL REALTY TRUST LP 04.4500 07/15/2028 | 0.02% |
| FIRST QUANTUM MINERA P/P 144A 06.8750 03/01/2026 | 0.02% |
| GBP/USD 06/15/2022 RBSF | 0.02% |
| GENERAL MOTORS FINL CO 04.3000 07/13/2025 | 0.02% |
| GRACO INC SEDOL 2380443 | 0.02% |
| JPMCC 2013-C16 C 05.1705 12/15/2046 | 0.02% |
| MSC 2011-C3 D 144A 05.2545 07/15/2049 | 0.02% |
| MWST 2021-1 A 01.1566 02/25/2055 | 0.02% |
| NATWEST GROUP PLC USD 04.8920 05/18/2029 | 0.02% |
| OLD REPUBLIC INTL CORP SEDOL 2659109 | 0.02% |
| OTIS WORLDWIDE CORP 02.5650 02/15/2030 | 0.02% |
| PENSKE TRUCK LE P/P 144A 03.4000 11/15/2026 | 0.02% |
| PERTAMINA PERSERO PT P/P 144A 04.3000 05/20/2023 | 0.02% |
| RAYTHEON TECH CORP 04.8750 10/15/2040 | 0.02% |
| REPUBLIC OF PARAGUAY REGS 04.7000 03/27/2027 | 0.02% |
| RMLT 2020-2 A2 02.5080 05/25/2060 | 0.02% |
| SOUTHWESTERN ENERGY 05.3750 02/01/2029 | 0.02% |
| TREASURY BILL 00.0000 05/03/2022 | 0.02% |
| US BANCORP 02.9500 07/15/2022 | 0.02% |
| VERIZON COMMUNICATIONS INC. 04.1250 03/16/2027 | 0.02% |
| VIRTU FINANCIAL INC-CLASS A SEDOL BWTVWD4 | 0.02% |
| WARNER BROS DISCOVERY INC SEDOL BM8JYX3 | 0.02% |
| WFCM 2016-BNK1 AS 02.8140 08/15/2049 | 0.02% |
| WFCM 2019-C52 XA IO 01.7516 08/15/2052 | 0.02% |
| ZURICH INSURANCE GROUP AG SEDOL 5983816 | 0.02% |
| APEXC 2019-2A A1R 144A 02.3340 10/25/2032 | 0.02% |
| ARES CAPITAL CORP 03.8750 01/15/2026 | 0.02% |
| ARKEMA SEDOL B0Z5YZ2 | 0.02% |
| AUTONATION INC 02.4000 08/01/2031 | 0.02% |
| BANCO SANTANDER SA USD 04.3790 04/12/2028 | 0.02% |
| CSC HOLDINGS LLC 05.2500 06/01/2024 | 0.02% |
| DOMINICAN REPUBLIC REGS 04.8750 09/23/2032 | 0.02% |
| DONALDSON CO INC SEDOL 2276467 | 0.02% |
| FAIRFAX US INC P/P 144A 04.8750 08/13/2024 | 0.02% |
| IHEARTCOMMUNICATIONS INC. 08.3750 05/01/2027 | 0.02% |
| JOHNSON CONTROLS INTL PL 03.9000 02/14/2026 | 0.02% |
| JPMBB 2014-C22 C 04.7025 09/15/2047 | 0.02% |
| MARRIOTT INTERNATIONAL -CL A SEDOL 2210614 | 0.02% |
| MSBAM 2015-C24 B 04.4864 05/15/2048 | 0.02% |
| OMRON CORP SEDOL 6659428 | 0.02% |
| REPUBLIC OF PARAGUAY REGS 04.9500 04/28/2031 | 0.02% |
| SVB FINANCIAL GROUP SEDOL 2808053 | 0.02% |
| TELEFLEX INC SEDOL 2881407 | 0.02% |
| TENET HEALTHCARE COR P/P 144A 05.1250 11/01/2027 | 0.02% |
| TEVA PHARMACEUTICALS NE USD 05.1250 05/09/2029 | 0.02% |
| UNITED SITE PECF TLB L+425 05.0000 11/04/2028 | 0.02% |
| ZI TECH/ZI FIN P/P 144A 03.8750 02/01/2029 | 0.02% |
| AMAZON.COM INC 02.1000 05/12/2031 | 0.02% |
| AMMST 2020-MF1 XA IO 144A 01.0849 05/15/2053 | 0.02% |
| BRAMBLES LTD SEDOL B1FJ0C0 | 0.02% |
| COMM 2014-LC15 B 04.5990 04/10/2047 | 0.02% |
| CON EDISON CO OF NY INC 04.2000 03/15/2042 | 0.02% |
| EMIR 2018-1 M1 02.3679 11/25/2028 | 0.02% |
| EQUINOR ASA USD 05.1000 08/17/2040 | 0.02% |
| EXOR NV SEDOL BYSLCX9 | 0.02% |
| GETINGE AB-B SHS SEDOL 7698356 | 0.02% |
| GLENCORE FUNDING LLC P/P 144A 04.0000 03/27/2027 | 0.02% |
| GRAY ESCROW II INC P/P 144A 05.3750 11/15/2031 | 0.02% |
| HPA 2021-2 C 144A 02.4020 12/17/2026 | 0.02% |
| JAZZ SECURITIES DAC P/P 144A 04.3750 01/15/2029 | 0.02% |
| MSC 2016-UB12 AS 03.7780 12/15/2049 | 0.02% |
| OCCIDENTAL PETROLEUM COR 06.2000 03/15/2040 | 0.02% |
| SARTORIUS STEDIM BIOTECH SEDOL BYZ2QP5 | 0.02% |
| SCRT 2017-2 M1 04.0000 08/25/2056 | 0.02% |
| APPLE INC 02.8500 05/11/2024 | 0.02% |
| BMARK 2019-B11 AS 03.7840 05/15/2052 | 0.02% |
| BRAND ENERGY & INFRAST L+425 05.2938 06/21/2024 | 0.02% |
| BROADCOM INC 04.1500 11/15/2030 | 0.02% |
| CENTENNIAL RESOURCE P/P 144A 06.8750 04/01/2027 | 0.02% |
| CFCRE 2017-C8 B 04.1985 06/15/2050 | 0.02% |
| CHARTER COMM OPT LLC/CAP 02.2500 01/15/2029 | 0.02% |
| COMMONWEALTH BK AUST P/P 144A 02.5520 03/14/2027 | 0.02% |
| CSMC 2021-RPL7 A1 01.9260 07/27/2061 | 0.02% |
| DEXUS/AU SEDOL B033YN6 | 0.02% |
| FORTINET INC SEDOL B5B2106 | 0.02% |
| HUNTSMAN INTERNATIONAL L 02.9500 06/15/2031 | 0.02% |
| IMOLA MERGER CORP P/P 144A 04.7500 05/15/2029 | 0.02% |
| STELLANTIS FIN US IN P/P 144A 01.7110 01/29/2027 | 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 | 0.02% |
| ASHTEAD CAPITAL INC P/P 144A 02.4500 08/12/2031 | 0.02% |
| BLACKSTONE HLDG FINA P/P 144A 01.6000 03/30/2031 | 0.02% |
| COMM 2013-CR9 D 144A 04.4362 07/10/2045 | 0.02% |
| CSMC 2021-RPL4 A1 01.7956 12/27/2060 | 0.02% |
| DUKE ENERGY PROGRESS LLC 03.3750 09/01/2023 | 0.02% |
| FHLMC FR30 ZS9547 UMBS 04.0000 09/01/2045 | 0.02% |
| GENERAL MOTORS CO 05.9500 04/01/2049 | 0.02% |
| GOLDMAN SACHS GROUP INC 03.6500 07/28/2051 | 0.02% |
| MERCK & CO. INC. 02.7500 02/10/2025 | 0.02% |
| OLYMPUS WTR US HLDG P/P 144A 06.2500 10/01/2029 | 0.02% |
| OSAKA GAS CO LTD SEDOL 6661768 | 0.02% |
| OVINTIV INC SEDOL BJ01KB6 | 0.02% |
| PROLOGIS LP 02.2500 04/15/2030 | 0.02% |
| SABINE PASS LIQUEFACTION 04.2000 03/15/2028 | 0.02% |
| SCIENTIFIC GAMES P/P 144A 07.2500 11/15/2029 | 0.02% |
| STACR 2017-HQA1 M2 04.2179 08/25/2029 | 0.02% |
| STACR 2022-DNA2 M1A 01.5887 02/25/2042 | 0.02% |
| TOKYO ELECTRON LTD SEDOL 6895675 | 0.02% |
| TPMT 2016-5 M2 03.3750 10/25/2056 | 0.02% |
| VERTIV TLB L+275 03.5533 03/02/2027 | 0.02% |
| YAMATO HOLDINGS CO LTD SEDOL 6985565 | 0.02% |
| 2.3485 R ISWP SOFR P 04/05/2027 | 0.02% |
| AHEAD DB HLDG LLC P/P 144A 06.6250 05/01/2028 | 0.02% |
| AP MOLLER-MAERSK A/S-B SEDOL 4253048 | 0.02% |
| BEASLEY MEZZANIN P/P 144A 08.6250 02/01/2026 | 0.02% |
| COMPASS MIN INTL P/P 144A 06.7500 12/01/2027 | 0.02% |
| DCP MIDSTREAM P/P 144A 06.7500 09/15/2037 | 0.02% |
| DELTA/SKYMILES P/P 144A 04.7500 10/20/2028 | 0.02% |
| DT MIDSTREAM INC P/P 144A 04.3000 04/15/2032 | 0.02% |
| FHMS K740 X1 00.8438 09/25/2027 | 0.02% |
| GENERAL DYNAMICS CORP 02.2500 11/15/2022 | 0.02% |
| GENERAL MOTORS FINL CO 03.1000 01/12/2032 | 0.02% |
| MONCLER SPA SEDOL BGLP232 | 0.02% |
| POMEGRANATE MERGER S P/P 144A 09.7500 05/01/2023 | 0.02% |
| PULTEGROUP INC. 07.8750 06/15/2032 | 0.02% |
| RBIT 2020-HB1 A1 01.7188 10/25/2050 | 0.02% |
| THE AES CORPORATION 01.3750 01/15/2026 | 0.02% |
| TMIR 2021-2 M1A P/P 144A 02.7179 10/25/2033 | 0.02% |
| UBSCM 2018-C8 XA IO 01.0079 02/15/2051 | 0.02% |
| VIDEOTRON LTD / LTEE P/P 144A 05.1250 04/15/2027 | 0.02% |
| VOLVO AB-B SHS SEDOL B1QH830 | 0.02% |
| ALLISON TRANSMISSION P/P 144A 04.7500 10/01/2027 | 0.02% |
| ANCESTRY.COM 1L TL L+325 04.0137 12/06/2027 | 0.02% |
| ANTERO RESOURCES CORP SEDOL BFD2WR8 | 0.02% |
| APID 2021-37A A 144A 02.2663 10/22/2034 | 0.02% |
| BERKSHIRE HATHAWAY FIN 04.3000 05/15/2043 | 0.02% |
| BERRY GLOBAL INC 01.6500 01/15/2027 | 0.02% |
| BOMBARDIER INC P/P 144A 07.8750 04/15/2027 | 0.02% |
| BSABS 2005-HE8 M3 02.6179 08/25/2035 | 0.02% |
| CARLSBERG AS-B SEDOL 4169219 | 0.02% |
| CAS 2019-HRP1 M2 02.8179 11/25/2039 | 0.02% |
| COCA-COLA HBC AG-DI SEDOL B9895B7 | 0.02% |
| CROWDSTRIKE HOLDINGS INC 03.0000 02/15/2029 | 0.02% |
| ENCINO ACQ PARTN P/P 144A 08.5000 05/01/2028 | 0.02% |
| FHLMC FR30 QB2276 UMBS 02.5000 08/01/2050 | 0.02% |
| FULL HOUSE RESOR P/P 144A 08.2500 02/15/2028 | 0.02% |
| MCDONALD'S CORP SEDOL 2550707 | 0.02% |
| MICHELIN (CGDE) SEDOL 4588364 | 0.02% |
| OCCIDENTAL PETROLEUM COR 06.4500 09/15/2036 | 0.02% |
| PECF USS INTERMEDIAT P/P 144A 08.0000 11/15/2029 | 0.02% |
| PETROBRAS GLOBAL FINANCE USD 06.2500 03/17/2024 | 0.02% |
| PHH MORTGAGE CORP P/P 144A 07.8750 03/15/2026 | 0.02% |
| STEVENS HLDG CO INC P/P 144A 06.1250 10/01/2026 | 0.02% |
| SYLVAMO CORP P/P 144A 07.0000 09/01/2029 | 0.02% |
| TERRIER MEDIA BU P/P 144A 08.8750 12/15/2027 | 0.02% |
| UBSBB 2012-C2 D 144A 05.0593 05/10/2063 | 0.02% |
| VICI PROPERTIES P/P 144A 03.7500 02/15/2027 | 0.02% |
| WESTPAC BANKING CORP USD 02.9630 11/16/2040 | 0.02% |
| AMERICAN BATH GROUP TL L+375 04.5137 11/23/2027 | 0.02% |
| CALPINE CORP P/P 144A 04.5000 02/15/2028 | 0.02% |
| CAMDEN PROPERTY TRUST 04.8750 06/15/2023 | 0.02% |
| CANTOR FITZGERALD LP P/P 144A 06.5000 06/17/2022 | 0.02% |
| CMLTI 2005-2 1A2A 02.7817 05/25/2035 | 0.02% |
| COMCAST CORP 04.0490 11/01/2052 | 0.02% |
| CONTINENTAL RES 04.5000 04/15/2023 | 0.02% |
| ENLINK MIDSTREAM LLC P/P 144A 05.6250 01/15/2028 | 0.02% |
| FRONTIER COMM HLDGS P/P 144A 06.7500 05/01/2029 | 0.02% |
| HOLLY PAR/FIN P/P 144A 05.0000 02/01/2028 | 0.02% |
| HUSKY INJECTION MOLDIN L+300 04.0060 03/28/2025 | 0.02% |
| L3HARRIS TECH INC 01.8000 01/15/2031 | 0.02% |
| LA FRANCAISE DES JE SEDOL BG0SC10 | 0.02% |
| MAJORDRIVE HLDG IV L P/P 144A 06.3750 06/01/2029 | 0.02% |
| MITSUBISHI ELECTRIC CORP SEDOL 6597045 | 0.02% |
| NISSIN FOOD PRODUCTS CO LTD SEDOL 6641760 | 0.02% |
| ONEMAIN FINANCE CORP 05.3750 11/15/2029 | 0.02% |
| OSHKOSH CORP 04.6000 05/15/2028 | 0.02% |
| OT MERGER CORP P/P 144A 07.8750 10/15/2029 | 0.02% |
| PARAMOUNT GLOBAL 04.0000 01/15/2026 | 0.02% |
| PBF HOLDING CO LLC P/P 144A 09.2500 05/15/2025 | 0.02% |
| PETROBRAS GLOBAL FINANCE USD 05.6000 01/03/2031 | 0.02% |
| PRECISION DRILL P/P 144A 07.1250 01/15/2026 | 0.02% |
| TRONOX INC P/P 144A 04.6250 03/15/2029 | 0.02% |
| TRUIST FINANCIAL CORP 04.8000 09/01/2024 | 0.02% |
| VMC 2021-FL4 A P/P 144A 01.6541 06/16/2036 | 0.02% |
| WAMU 2004-AR13 A2B 01.5479 11/25/2034 | 0.02% |
| WAMU 2005-AR11 A1B3 01.4679 08/25/2045 | 0.02% |
| WESTROCK MWV LLC 07.9500 02/15/2031 | 0.02% |
| WORKDAY INC 03.7000 04/01/2029 | 0.02% |
| ARCELORMITTAL USD 07.0000 10/15/2039 | 0.01% |
| AXALTA COATING SYS P/P 144A 03.3750 02/15/2029 | 0.01% |
| BLACKSTONE CQP HOLDCO L+375 04.2500 06/04/2028 | 0.01% |
| CALLON PETROLEUM CO 06.1250 10/01/2024 | 0.01% |
| CENGAGE LEARNING INC P/P 144A 09.5000 06/15/2024 | 0.01% |
| CHS/COMMUNITY P/P 144A 06.8750 04/15/2029 | 0.01% |
| CLUB CAR TL L+400 04.5625 06/01/2028 | 0.01% |
| EQUINIX INC 03.2000 11/18/2029 | 0.01% |
| EUR/USD 06/15/2022 MSCIL | 0.01% |
| GNMA GII30 MA6089 03.0000 08/20/2049 | 0.01% |
| GNMA GII30 MA6710 03.0000 06/20/2050 | 0.01% |
| GNR 2014-116 IL IO 04.0000 08/20/2044 | 0.01% |
| GW B-CR SECURITY P/P 144A 09.5000 11/01/2027 | 0.01% |
| HUB INTL LTD P/P 144A 07.0000 05/01/2026 | 0.01% |
| HUSKY III HLDG LTD P/P 144A 13.0000 02/15/2025 | 0.01% |
| IPSEN SEDOL B0R7JF1 | 0.01% |
| ISTAR INC 04.7500 10/01/2024 | 0.01% |
| KOITO MANUFACTURING CO LTD SEDOL 6496324 | 0.01% |
| LADDER CAP FINAN P/P 144A 04.7500 06/15/2029 | 0.01% |
| MCGRAW-HILL ED P/P 144A 05.7500 08/01/2028 | 0.01% |
| MCGRAW-HILL ED P/P 144A 08.0000 08/01/2029 | 0.01% |
| MINERVA MERGER SUB P/P 144A 06.5000 02/15/2030 | 0.01% |
| MWST 2020-2 A 01.4679 11/25/2053 | 0.01% |
| ONO PHARMACEUTICAL CO LTD SEDOL 6660107 | 0.01% |
| PPL CORP SEDOL 2680905 | 0.01% |
| QUORUM HEALTH EXT TL L+650 07.4999 04/29/2025 | 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% |
| SLH TL B 1L USD L+400 04.7637 06/03/2028 | 0.01% |
| SOUTH32 LTD SEDOL BWSW5D9 | 0.01% |
| STACR 2015-DNA3 M3 05.3679 04/25/2028 | 0.01% |
| STACR 2022-DNA1 M1B 02.1387 01/25/2042 | 0.01% |
| UBSCM 2017-C7 XA IO 01.1606 12/15/2050 | 0.01% |
| URBAN ONE INC P/P 144A 07.3750 02/01/2028 | 0.01% |
| WELLS FARGO & COMPANY 05.8750 06/15/2025 | 0.01% |
| WERNER FINCO LP/INC P/P 144A 08.7500 07/15/2025 | 0.01% |
| WFCM 2016-LC25 XA IO 00.9763 12/15/2059 | 0.01% |
| ZOETIS INC 02.0000 05/15/2030 | 0.01% |
| ALBERTSONS COS/SAFE P/P 144A 04.6250 01/15/2027 | 0.01% |
| ALLIANT HOLDINGS P/P 144A 06.7500 10/15/2027 | 0.01% |
| AMERICAN TRANSMISSIO P/P 144A 02.6500 01/15/2032 | 0.01% |
| ARCH CAPITAL GROUP LTD SEDOL 2740542 | 0.01% |
| ARCHES BUYER INC P/P 144A 04.2500 06/01/2028 | 0.01% |
| ARETEC ESCROW P/P 144A 07.5000 04/01/2029 | 0.01% |
| BATH & BODY WORKS INC 07.5000 06/15/2029 | 0.01% |
| BERKELEY GROUP HOLDINGS/THE SEDOL BLJNXL8 | 0.01% |
| CARNIVAL CORP P/P 144A 05.7500 03/01/2027 | 0.01% |
| CAS 2017-C01 1EB1 01.9179 07/25/2029 | 0.01% |
| CENTENNIAL RESOURCE P/P 144A 05.3750 01/15/2026 | 0.01% |
| CHENIERE CORP CHRIST 05.1250 06/30/2027 | 0.01% |
| COMCAST CORP P/P 144A 02.9870 11/01/2063 | 0.01% |
| EASTGROUP PROPERTIES INC SEDOL 2455761 | 0.01% |
| ELANCO ANIMAL HEALTH 06.4000 08/28/2028 | 0.01% |
| EMBARQ CORPORATION 07.9950 06/01/2036 | 0.01% |
| GENERAL ELECTRIC CO 04.1560 12/29/2049 | 0.01% |
| IPALCO ENTPRS IN 04.2500 05/01/2030 | 0.01% |
| KONTOOR BRANDS INC P/P 144A 04.1250 11/15/2029 | 0.01% |
| LATTICE SEMICONDUCTOR CORP SEDOL 2506658 | 0.01% |
| MACY'S INC SEDOL 2345022 | 0.01% |
| NABORS IND CV 00.7500 01/15/2024 | 0.01% |
| NUTRIEN LTD USD 05.2500 01/15/2045 | 0.01% |
| NUTRIEN LTD. USD 04.2000 04/01/2029 | 0.01% |
| ONCOR ELECTRIC DELIVERY 05.3000 06/01/2042 | 0.01% |
| PROVIDENT FDG/PFG FI P/P 144A 06.3750 06/15/2025 | 0.01% |
| ROCKCLIFF ENERGY II P/P 144A 05.5000 10/15/2029 | 0.01% |
| ROCKET SOFTWARE INC P/P 144A 06.5000 02/15/2029 | 0.01% |
| S&P GLOBAL INC 01.2500 08/15/2030 | 0.01% |
| SABINE PASS LIQUEFAC 05.7500 05/15/2024 | 0.01% |
| SCIH SALT HLDG INC P/P 144A 04.8750 05/01/2028 | 0.01% |
| SERVICE CORPORATION INTL 04.6250 12/15/2027 | 0.01% |
| SPRINT CORP 07.6250 03/01/2026 | 0.01% |
| STATION CASINOS LLC P/P 144A 04.5000 02/15/2028 | 0.01% |
| TENET HEALTHCARE P/P 144A 04.2500 06/01/2029 | 0.01% |
| TENET HEALTHCARE CORP SEDOL B8DMK08 | 0.01% |
| TRANSDIGM INC 05.5000 11/15/2027 | 0.01% |
| VINCI SA SEDOL B1XH026 | 0.01% |
| VISTRA OPERATION P/P 144A 05.5000 09/01/2026 | 0.01% |
| WAMU 2004-AR3 A2 02.6803 06/25/2034 | 0.01% |
| CINEMARK USA INC P/P 144A 05.8750 03/15/2026 | 0.01% |
| E.ON SE SEDOL 4942904 | 0.01% |
| ERAC USA FINANCE LLC P/P 144A 03.3000 12/01/2026 | 0.01% |
| ERAC USA FINANCE LLC P/P 144A 04.5000 02/15/2045 | 0.01% |
| FREEPORT-MCMORAN INC 04.3750 08/01/2028 | 0.01% |
| GNMA GII30 MA7053 03.0000 12/20/2050 | 0.01% |
| GNR 2016-H16 EI IO 02.2004 06/20/2066 | 0.01% |
| HCA INC. 05.3750 09/01/2026 | 0.01% |
| JAZZ PHARMA TLB L+350 04.2637 05/31/2028 | 0.01% |
| KEURIG DR PEPPER INC 03.4300 06/15/2027 | 0.01% |
| LAMB WESTON HLD P/P 144A 04.1250 01/31/2030 | 0.01% |
| LEVI STRAUSS & CO. P/P 144A 03.5000 03/01/2031 | 0.01% |
| MADISON IAQ LLC P/P 144A 05.8750 06/30/2029 | 0.01% |
| MIMECAST LTD SEDOL BYT5JK6 | 0.01% |
| NETFLIX INC SEDOL 2857817 | 0.01% |
| NUTRITION & BIO P/P 144A 02.3000 11/01/2030 | 0.01% |
| ONE CALL TLB L+550 06.2500 04/22/2027 | 0.01% |
| OVINTIV INC 07.3750 11/01/2031 | 0.01% |
| OWENS & MINOR INC P/P 144A 04.5000 03/31/2029 | 0.01% |
| PDC ENERGY INC SEDOL B89M5F2 | 0.01% |
| PENN NATIONAL GAMING P/P 144A 05.6250 01/15/2027 | 0.01% |
| SIX FLAGS THEME PARK P/P 144A 07.0000 07/01/2025 | 0.01% |
| SOUTHWESTERN ENERGY CO 05.3750 03/15/2030 | 0.01% |
| T-MOBILE USA INC. 04.7500 02/01/2028 | 0.01% |
| TALLGRASS NRG PRTNR P/P 144A 05.5000 01/15/2028 | 0.01% |
| TMS INTL CORP P/P 144A 06.2500 04/15/2029 | 0.01% |
| TR OP / TR FIN P/P 144A 05.1250 04/01/2029 | 0.01% |
| UNIVAR SOLUTIONS P/P 144A 05.1250 12/01/2027 | 0.01% |
| VERTIV GROUP CORP P/P 144A 04.1250 11/15/2028 | 0.01% |
| WAMU 2005-AR9 A1C3 01.6279 07/25/2045 | 0.01% |
| WINTRUST FINANCIAL CORP SEDOL 2425258 | 0.01% |
| WYNN LAS VEGAS P/P 144A 05.2500 05/15/2027 | 0.01% |
| 2.307 R ISWP SOFR P 03/31/2024 | 0.01% |
| AGL 2020-6A AR 144A 02.2627 07/20/2034 | 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% |
| AMN HEALTHCARE SERVICES INC | 0.01% |
| ATKORE INC SEDOL BDHF495 | 0.01% |
| BHP GROUP LTD-DI SEDOL 0144403 | 0.01% |
| BOYD GAMING CORP P/P 144A 04.7500 06/15/2031 | 0.01% |
| BROOKFIELD RESID P/P 144A 06.2500 09/15/2027 | 0.01% |
| CAS 2022-R02 2M1 01.4887 01/25/2042 | 0.01% |
| CDI ESCROW ISSR INC P/P 144A 05.7500 04/01/2030 | 0.01% |
| CINEMARK USA INC P/P 144A 05.2500 07/15/2028 | 0.01% |
| CLARIV SCI HLD CORP P/P 144A 04.8750 07/01/2029 | 0.01% |
| CLUBCORP HLDG INC P/P 144A 08.5000 09/15/2025 | 0.01% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CS | 0.01% |
| COMSTOCK RE INC P/P 144A 05.8750 01/15/2030 | 0.01% |
| DIRECTV FINANCING TL L+500 05.7637 07/22/2027 | 0.01% |
| ELMW5 2020-2A BR 144A 02.7127 10/20/2034 | 0.01% |
| ESSENT GROUP LTD SEDOL BFWGXR8 | 0.01% |
| GARTNER INC P/P 144A 03.7500 10/01/2030 | 0.01% |
| GFL ENVIRON INC P/P 144A 05.1250 12/15/2026 | 0.01% |
| GRANITE US HLDG CORP P/P 144A 11.0000 10/01/2027 | 0.01% |
| GREAT LAKES DREDGE&D P/P 144A 05.2500 06/01/2029 | 0.01% |
| HANCOCK WHITNEY CORP SEDOL 2415497 | 0.01% |
| HERC HOLDINGS INC P/P 144A 05.5000 07/15/2027 | 0.01% |
| IIDA GROUP HOLDINGS CO LTD SEDOL BFDTBS3 | 0.01% |
| INSPIRE MEDICAL SYSTEMS INC SEDOL BDT5KT5 | 0.01% |
| LSF11 A5 HOLDCO LLC P/P 144A 06.6250 10/15/2029 | 0.01% |
| MALLINCKRODT FIN/SB P/P 144A 10.0000 04/15/2025 | 0.01% |
| MATSON INC SEDOL B8GNC91 | 0.01% |
| MERCER INTL INC USD 05.5000 01/15/2026 | 0.01% |
| MICROCHIP TECH INC 04.2500 09/01/2025 | 0.01% |
| NATIONAL STORAGE AFFILIATES SEDOL BWWCK85 | 0.01% |
| NATIONSTAR MTG HLD I P/P 144A 05.7500 11/15/2031 | 0.01% |
| NESCO HLDG II INC P/P 144A 05.5000 04/15/2029 | 0.01% |
| NIPPON EXPRESS HOLDINGS INC SEDOL BKSHP63 | 0.01% |
| NITTO DENKO CORP SEDOL 6641801 | 0.01% |
| OUTFRONT MEDIA INC SEDOL BSP6611 | 0.01% |
| PANTHER BF AGGRE 2 P/P 144A 08.5000 05/15/2027 | 0.01% |
| PNM RESOURCES INC SEDOL 2707826 | 0.01% |
| POTLATCHDELTIC CORP SEDOL B0XXJN1 | 0.01% |
| PRUDENTIAL FINANCIAL INC 05.2000 03/15/2044 | 0.01% |
| QVC INC 04.8500 04/01/2024 | 0.01% |
| SEMTECH CORP SEDOL 2795542 | 0.01% |
| SENSATA TECH BV P/P 144A 04.0000 04/15/2029 | 0.01% |
| SIGNET JEWELERS LTD SEDOL B3CTNK6 | 0.01% |
| SIRIUS XM RADIO INC P/P 144A 04.0000 07/15/2028 | 0.01% |
| STACR 2019-DNA1 M2 03.3179 01/25/2049 | 0.01% |
| SUNSTONE HOTEL INVESTORS INC SEDOL B034LG1 | 0.01% |
| TOWNSQUARE MEDIA INC P/P 144A 06.8750 02/01/2026 | 0.01% |
| TOYO SUISAN KAISHA LTD SEDOL 6899967 | 0.01% |
| UFP INDUSTRIES INC SEDOL BMQ60Q1 | 0.01% |
| UNITED CONTINENTAL HOL L+375 04.5000 04/21/2028 | 0.01% |
| UNIVISION COMM P/P 144A 06.6250 06/01/2027 | 0.01% |
| USA COMPRESSION PART 06.8750 04/01/2026 | 0.01% |
| USI INC/NY P/P 144A 06.8750 05/01/2025 | 0.01% |
| VM CONSOLIDATED INC P/P 144A 05.5000 04/15/2029 | 0.01% |
| WESCO DISTRIBUT P/P 144A 07.2500 06/15/2028 | 0.01% |
| AEROJET ROCKETDYNE HOLDINGS SEDOL BWD7PX9 | 0.01% |
| AG ISSUER LLC P/P 144A 06.2500 03/01/2028 | 0.01% |
| AIR METHODS CORP P/P 144A 08.0000 05/15/2025 | 0.01% |
| ALBERTSONS COS LLC P/P 144A 07.5000 03/15/2026 | 0.01% |
| ALKERMES PLC SEDOL B3P6D26 | 0.01% |
| AMC ENT HLDGS P/P 144A 10.0000 06/15/2026 | 0.01% |
| AMC ENT INC TLB L+300 03.4881 04/22/2026 | 0.01% |
| ARRW 2019-3 A3 03.4160 10/25/2048 | 0.01% |
| BANK OF AMERICA CORP 01.5860 09/15/2026 | 0.01% |
| BOISE CASCADE CO SEDOL B9BP4R1 | 0.01% |
| BRISTOL-MYERS 03.4000 07/26/2029 | 0.01% |
| CALIFORNIA RESOURCES CORP SEDOL BMBK002 | 0.01% |
| CARNIVAL CORP P/P 144A 07.6250 03/01/2026 | 0.01% |
| CENOVUS ENERGY INC USD 06.7500 11/15/2039 | 0.01% |
| CNO FINANCIAL GROUP INC 05.2500 05/30/2029 | 0.01% |
| CNO FINANCIAL GROUP INC SEDOL 2657750 | 0.01% |
| COBRA ACQUISITIONCO P/P 144A 06.3750 11/01/2029 | 0.01% |
| COMM 2014-CR14 XA IO 00.6774 02/10/2047 | 0.01% |
| COMMVAULT SYSTEMS INC SEDOL B142B38 | 0.01% |
| COMSTOCK RE INC P/P 144A 06.7500 03/01/2029 | 0.01% |
| CONSTELLIUM SE SEDOL BKPR6S5 | 0.01% |
| DENBURY INC SEDOL BMZQZL2 | 0.01% |
| DEVON ENERGY CORPORATION 07.9500 04/15/2032 | 0.01% |
| DILLARDS INC-CL A SEDOL 2269768 | 0.01% |
| DISH DBS CORP P/P 144A 05.7500 12/01/2028 | 0.01% |
| ENEL SPA SEDOL 7144569 | 0.01% |
| ENTERCOM MEDIA CORP P/P 144A 06.7500 03/31/2029 | 0.01% |
| FHR 3065 DC 18.1976 03/15/2035 | 0.01% |
| FIRST BANCORP PUERTO RICO SEDOL 2296926 | 0.01% |
| GENWORTH FINANCIAL INC-CL A SEDOL B011WL6 | 0.01% |
| HCA INC. 04.5000 02/15/2027 | 0.01% |
| HESS MIDSTREAM P P/P 144A 05.1250 06/15/2028 | 0.01% |
| ICAHN ENTER/FIN 06.2500 05/15/2026 | 0.01% |
| INTERCONTINENTALEXCHANGE 03.1000 09/15/2027 | 0.01% |
| ITRON INC SEDOL 2471949 | 0.01% |
| KORN FERRY SEDOL 2386849 | 0.01% |
| LADDER CAP FINAN P/P 144A 04.2500 02/01/2027 | 0.01% |
| LEVEL 3 FIN INC P/P 144A 04.2500 07/01/2028 | 0.01% |
| MATTAMY GROUP CORP P/P 144A 04.6250 03/01/2030 | 0.01% |
| MERIT MEDICAL SYSTEMS INC SEDOL 2580555 | 0.01% |
| MR COOPER GROUP INC SEDOL BGHKHS1 | 0.01% |
| NAVIENT CORP SEDOL BLP5GX1 | 0.01% |
| NETFLIX INC 04.8750 04/15/2028 | 0.01% |
| NEWELL BRANDS INC 04.4500 04/01/2026 | 0.01% |
| OPTION CARE HEALTH INC SEDOL BKM5C62 | 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% |
| PMHC II INC P/P 144A 09.0000 02/15/2030 | 0.01% |
| PRIME SECURITY SVCS P/P 144A 06.2500 01/15/2028 | 0.01% |
| RED ROCK RESORTS INC-CLASS A SEDOL BYY9947 | 0.01% |
| SAIA INC SEDOL 2982399 | 0.01% |
| SM ENERGY CO 06.5000 07/15/2028 | 0.01% |
| SM ENERGY CO SEDOL 2764188 | 0.01% |
| STACR 2019-HQA1 M2 03.0179 02/25/2049 | 0.01% |
| SUGAR HSP GAMING P/P 144A 05.8750 05/15/2025 | 0.01% |
| TALLGRASS NRG PRTNR P/P 144A 06.0000 12/31/2030 | 0.01% |
| TASEKO MINES LTD P/P 144A 07.0000 02/15/2026 | 0.01% |
| TOYOTA MOTOR CORP SEDOL 6900643 | 0.01% |
| TRANSDIGM INC 04.8750 05/01/2029 | 0.01% |
| TRINET GROUP INC SEDOL 2693914 | 0.01% |
| TRIPADVISOR INC P/P 144A 07.0000 07/15/2025 | 0.01% |
| TWILIO INC 03.6250 03/15/2029 | 0.01% |
| VICTORIA'S SECRET & P/P 144A 04.6250 07/15/2029 | 0.01% |
| VISTEON CORP SEDOL B4N0JJ6 | 0.01% |
| WELLS FARGO & COMPANY 03.9000 03/15/2026 | 0.01% |
| WESTPAC BANKING CORP USD 03.3500 03/08/2027 | 0.01% |
| WFRBS 2011-C4 E 144A 05.0257 06/15/2044 | 0.01% |
| WFRBS 2013-C15 D 144A 04.6541 08/15/2046 | 0.01% |
| WR GRACE HOLDING LLC P/P 144A 05.6250 10/01/2024 | 0.01% |
| WYNN RESORTS FIN LLC P/P 144A 05.1250 10/01/2029 | 0.01% |
| ZURN WATER SOLUTIONS CORP SEDOL BMV1ZD3 | 0.01% |
| 1011778 BC / NEW RED P/P 144A 03.8750 01/15/2028 | 0.01% |
| 2.399 R ISWP SOFR P 04/08/2032 | 0.01% |
| ABERCROMBIE & FITCH CO-CL A SEDOL 2004185 | 0.01% |
| ADIENT TLB L+325 04.0137 04/01/2028 | 0.01% |
| ADT SEC CORP P/P 144A 04.1250 08/01/2029 | 0.01% |
| ALTRA INDUSTRIAL MOTION CORP SEDOL B1L82T2 | 0.01% |
| ARROWHEAD PHARMACEUTICALS IN SEDOL BYQBFJ8 | 0.01% |
| ASCEND LEARNING LLC 2N L+575 06.5137 11/18/2029 | 0.01% |
| AXCELIS TECHNOLOGIES INC SEDOL BD420Q8 | 0.01% |
| BAUSCH HLTH COS INC P/P 144A 04.8750 06/01/2028 | 0.01% |
| BECTON DICKINSON AND CO 03.7000 06/06/2027 | 0.01% |
| BIG RVR STL/FIN P/P 144A 06.6250 01/31/2029 | 0.01% |
| BLACK KNIGHT INFOSER P/P 144A 03.6250 09/01/2028 | 0.01% |
| CALLON PETROLEUM P/P 144A 08.0000 08/01/2028 | 0.01% |
| CARGURUS INC SEDOL BF5D6S8 | 0.01% |
| CAS 2017-C01 1M2C 04.2179 07/25/2029 | 0.01% |
| CATHAY GENERAL BANCORP SEDOL 2264235 | 0.01% |
| CDX CDX.NA.HY.38 500.0 06/20/2027 | 0.01% |
| CHENIERE ENERGY PART P/P 144A 03.2500 01/31/2032 | 0.01% |
| CLEAR CHANNEL OU P/P 144A 07.5000 06/01/2029 | 0.01% |
| CNO FINANCIAL GROUP INC 05.2500 05/30/2025 | 0.01% |
| COCA-COLA CONSOLIDATED INC SEDOL 2206721 | 0.01% |
| COMM 2014-UBS4 XA IO 01.2496 08/10/2047 | 0.01% |
| CONTINENTAL RESO P/P 144A 05.7500 01/15/2031 | 0.01% |
| CUSHMAN & WAKEFIELD PLC SEDOL BFZ4N46 | 0.01% |
| DISH DBS CORP 05.1250 06/01/2029 | 0.01% |
| GENERAL MOTORS FINL CO 04.0000 01/15/2025 | 0.01% |
| GENESYS TELECOMMUNICAT L+400 04.7637 12/01/2027 | 0.01% |
| GJENSIDIGE FORSIKRING ASA SEDOL B4PH0C5 | 0.01% |
| GLP CAPITAL LP / FIN II 05.2500 06/01/2025 | 0.01% |
| GLP CAPITAL LP / FIN II 05.3750 04/15/2026 | 0.01% |
| GNMA GII30 BL6161 06.0000 12/20/2048 | 0.01% |
| GNR 2015-H25 BI IO 01.7060 10/20/2065 | 0.01% |
| HCA INC 04.1250 06/15/2029 | 0.01% |
| HILTON WORLDWIDE FIN LLC 04.8750 04/01/2027 | 0.01% |
| HMIR 2018-1 M1 144A 02.2679 10/25/2028 | 0.01% |
| ICAHN ENTER/FIN 05.2500 05/15/2027 | 0.01% |
| INTELLIGENT PACK P/P 144A 06.0000 09/15/2028 | 0.01% |
| ISTAR INC 05.5000 02/15/2026 | 0.01% |
| JPMBB 2014-C19 C 04.8070 04/15/2047 | 0.01% |
| KRAFT HEINZ FOODS CO 03.0000 06/01/2026 | 0.01% |
| LOUISIANA-PACIFIC CO P/P 144A 03.6250 03/15/2029 | 0.01% |
| MAXLINEAR INC SEDOL B3RDWC8 | 0.01% |
| MERCER INTL INC USD 05.1250 02/01/2029 | 0.01% |
| MSAC 2004-HE6 M1 01.4929 08/25/2034 | 0.01% |
| MSRR 2015-R4 CB1 01.2822 08/26/2047 | 0.01% |
| NIELSEN CO LUXEM P/P 144A 05.0000 02/01/2025 | 0.01% |
| NOW INC SEDOL BMH0MV1 | 0.01% |
| ORTHO-CLINICAL DIAGNOS L+300 03.2776 06/30/2025 | 0.01% |
| PM GENERAL PURCHASER P/P 144A 09.5000 10/01/2028 | 0.01% |
| POSTE ITALIANE SPA SEDOL BYYN701 | 0.01% |
| S&P GLOBAL INC 02.5000 12/01/2029 | 0.01% |
| SAMI 2007-AR1 2A1 00.8479 01/25/2037 | 0.01% |
| SCSK CORP SEDOL 6858474 | 0.01% |
| SERVICE CORP INTL 03.3750 08/15/2030 | 0.01% |
| SHIFT4 PAYMENTS LLC P/P 144A 04.6250 11/01/2026 | 0.01% |
| SM ENERGY CO 06.7500 09/15/2026 | 0.01% |
| SPANISH BROADCAS P/P 144A 09.7500 03/01/2026 | 0.01% |
| SPECTRUM BRANDS INC P/P 144A 03.8750 03/15/2031 | 0.01% |
| SPROUT SOCIAL INC - CLASS A SEDOL BKTNTS0 | 0.01% |
| TEREX CORP SEDOL 2884224 | 0.01% |
| TRI POINTE HOMES INC SEDOL B92CQF3 | 0.01% |
| TRONOX HOLDINGS PLC- A SEDOL BJT16S6 | 0.01% |
| UNITED NATURAL FOODS INC SEDOL 2895163 | 0.01% |
| WHITE CAP TLB S+375 04.2500 10/19/2027 | 0.01% |
| 2.247 R ISWP SOFR P 04/01/2027 | 0.01% |
| 2.326 R ISWP SOFR P 04/06/2027 | 0.01% |
| 2.3715 R ISWP SOFR P 04/07/2027 | 0.01% |
| ALPHA & OMEGA SEMICONDUCTOR SEDOL B5Q3KZ2 | 0.01% |
| AMSTED INDUSTRIES P/P 144A 05.6250 07/01/2027 | 0.01% |
| BAUSCH HLTH COS INC P/P 144A 06.1250 02/01/2027 | 0.01% |
| BOARDWALK PIPELINES LP 03.6000 09/01/2032 | 0.01% |
| BOISE CASCADE CO P/P 144A 04.8750 07/01/2030 | 0.01% |
| BROOKFIELD RESID P/P 144A 05.0000 06/15/2029 | 0.01% |
| BUMT 2005-1 1A1 01.2679 09/25/2045 | 0.01% |
| BWAY HOLDING CO P/P 144A 07.2500 04/15/2025 | 0.01% |
| CAS 2014-C04 1M2 05.5679 11/25/2024 | 0.01% |
| CAS 2017-C04 2ED1 01.2679 11/25/2029 | 0.01% |
| CCO HLDGS LLC/CAP C P/P 144A 05.5000 05/01/2026 | 0.01% |
| CCO HOLDINGS LLC P/P 144A 04.7500 03/01/2030 | 0.01% |
| CFCRE 2011-C2 D 144A 05.2492 12/15/2047 | 0.01% |
| CHENIERE ENERGYP 04.0000 03/01/2031 | 0.01% |
| CLEAR CHANNEL OU P/P 144A 07.7500 04/15/2028 | 0.01% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 JP | 0.01% |
| CONTINENTAL RESOURCES 04.9000 06/01/2044 | 0.01% |
| COVANTA HOLDING CORP P/P 144A 04.8750 12/01/2029 | 0.01% |
| DISH DBS CORP 05.8750 11/15/2024 | 0.01% |
| DOMO INC - CLASS B SEDOL BFZNZC5 | 0.01% |
| ENERGY TRANSFER LP 02.9000 05/15/2025 | 0.01% |
| ENERGY TRANSFER LP 05.5000 06/01/2027 | 0.01% |
| ESSENTIAL PROPERTIES REALTY SEDOL BFFK0X2 | 0.01% |
| EXTREME NETWORKS INC SEDOL 2407052 | 0.01% |
| FREEDOM MTGE CORP P/P 144A 08.1250 11/15/2024 | 0.01% |
| FULGENT GENETICS INC SEDOL BYQBFQ5 | 0.01% |
| GNMA GII30 AY4779 04.4990 03/20/2067 | 0.01% |
| GNMA GII30 BB0107 04.7000 08/20/2067 | 0.01% |
| HILLENBRAND INC SEDOL B2QGDP1 | 0.01% |
| IHEARTMEDIA INC - CLASS A SEDOL BJVR9Y9 | 0.01% |
| INGEVITY CORP P/P 144A 03.8750 11/01/2028 | 0.01% |
| INTERNATIONAL GAME TECHNOLOG SEDOL BVG7F06 | 0.01% |
| JPMORGAN CHASE & CO 04.1250 12/15/2026 | 0.01% |
| KLEOPATRA HOLDINGS 2 REGS 06.5000 09/01/2026 | 0.01% |
| KRW/USD 05/18/2022 JPMCB | 0.01% |
| LAMB WESTON HOLDINGS P/P 144A 04.8750 05/15/2028 | 0.01% |
| LIVERAMP HOLDINGS INC SEDOL BGLN838 | 0.01% |
| MATTEL INC. P/P 144A 03.7500 04/01/2029 | 0.01% |
| MLMI 2005-A2 A2 02.8059 02/25/2035 | 0.01% |
| MOZART DEBT MERGER S P/P 144A 05.2500 10/01/2029 | 0.01% |
| MUELLER INDUSTRIES INC SEDOL 2609717 | 0.01% |
| NATIONSTAR MTG HLD I P/P 144A 05.5000 08/15/2028 | 0.01% |
| NEWS CORP P/P 144A 03.8750 05/15/2029 | 0.01% |
| NEWS CORP P/P 144A 05.1250 02/15/2032 | 0.01% |
| NIELSEN FIN LLC/CO P/P 144A 05.6250 10/01/2028 | 0.01% |
| OCCIDENTAL PETROLEUM COR 06.6250 09/01/2030 | 0.01% |
| PACIFIC GAS & ELECTRIC 02.1000 08/01/2027 | 0.01% |
| PENNYMAC FINANCIAL SERVICES SEDOL BGYTGH3 | 0.01% |
| PORTLAND GENERAL ELECTRIC CO SEDOL B125XQ6 | 0.01% |
| PROLOGIS L.P. 02.1250 04/15/2027 | 0.01% |
| RATTLER MIDSTREAM LP P/P 144A 05.6250 07/15/2025 | 0.01% |
| REALOGY GRP / CO P/P 144A 05.7500 01/15/2029 | 0.01% |
| RETAIL OPPORTUNITY INVESTMEN SEDOL B28YD08 | 0.01% |
| RITE AID CORP P/P 144A 08.0000 11/15/2026 | 0.01% |
| ROLLER BEARING CO OF P/P 144A 04.3750 10/15/2029 | 0.01% |
| SALLY BEAUTY HOLDINGS INC SEDOL B1GZ005 | 0.01% |
| SKYLINE CHAMPION CORP SEDOL 2814005 | 0.01% |
| SMITH & WESSON BRANDS INC SEDOL BMYGG87 | 0.01% |
| STAAR SURGICAL CO SEDOL 2836292 | 0.01% |
| STACR 2021-HQA3 M1 01.1387 09/25/2041 | 0.01% |
| SUMITOMO REALTY & DEVELOPMEN SEDOL 6858902 | 0.01% |
| TRANSDIGM INC. 06.3750 06/15/2026 | 0.01% |
| TRANSOCEAN INC P/P 144A 11.5000 01/30/2027 | 0.01% |
| TTM TECHNOLOGIES INC P/P 144A 04.0000 03/01/2029 | 0.01% |
| ULTIMATE SOFTWARE GROU L+525 06.2116 05/03/2027 | 0.01% |
| UMB FINANCIAL CORP SEDOL 2918510 | 0.01% |
| VERITIV CORP SEDOL BNBKSP0 | 0.01% |
| VIR BIOTECHNOLOGY INC SEDOL BK4PZ38 | 0.01% |
| VISTA OUTDOOR INC SEDOL BVGC697 | 0.01% |
| WFCM 2014-LC16 XA IO 01.2483 08/15/2050 | 0.01% |
| WORLDLINE SA SEDOL BNFWR44 | 0.01% |
| WR GRACE HOLDING LLC P/P 144A 05.6250 08/15/2029 | 0.01% |
| YUM! BRANDS INC P/P 144A 04.7500 01/15/2030 | 0.01% |
| 1011778 BC ULC / P/P 144A 04.3750 01/15/2028 | 0.01% |
| AMSTED INDUSTRIES P/P 144A 04.6250 05/15/2030 | 0.01% |
| ANTERO MIDSTREAM P/P 144A 07.8750 05/15/2026 | 0.01% |
| APACHE CORP 04.3750 10/15/2028 | 0.01% |
| ARRW 2019-1 A3 03.9948 01/25/2049 | 0.01% |
| ASURION CORP 2N TLB4 L+525 06.0137 01/30/2029 | 0.01% |
| BAUSCH HLTH COS INC P/P 144A 07.2500 05/30/2029 | 0.01% |
| BRAND ENERGY & I P/P 144A 08.5000 07/15/2025 | 0.01% |
| BROADCOM INC P/P 144A 03.1870 11/15/2036 | 0.01% |
| BUILDERS FIRSTSOURCE P/P 144A 06.7500 06/01/2027 | 0.01% |
| BWAY CORP TLB L+325 04.0500 04/03/2024 | 0.01% |
| CAD/USD 07/20/2022 MSCIL | 0.01% |
| CARRIAGE SVCS INC P/P 144A 04.2500 05/15/2029 | 0.01% |
| CAS 2021-R02 2M1 01.1887 11/25/2041 | 0.01% |
| CENTERFIELD MEDI P/P 144A 06.6250 08/01/2026 | 0.01% |
| CLARIOS GLOBAL LP P/P 144A 06.7500 05/15/2025 | 0.01% |
| CLEAR CHANNEL WORLDW P/P 144A 05.1250 08/15/2027 | 0.01% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS | 0.01% |
| COEUR MINING INC P/P 144A 05.1250 02/15/2029 | 0.01% |
| COMCAST CORP P/P 144A 02.8870 11/01/2051 | 0.01% |
| COMM 2014-UBS6 XA IO 01.0022 12/10/2047 | 0.01% |
| COMMSCOPE INC P/P 144A 08.2500 03/01/2027 | 0.01% |
| CROWN CORK & SEAL CO INC 07.3750 12/15/2026 | 0.01% |
| CUSTOMERS BANCORP INC SEDOL B6XHXY4 | 0.01% |
| DEVON ENERGY CORPORATION 07.8750 09/30/2031 | 0.01% |
| DISH DBS CORPORATION 07.7500 07/01/2026 | 0.01% |
| ENANTA PHARMACEUTICALS INC SEDOL B9L5200 | 0.01% |
| ENTERCOM MEDIA CORP P/P 144A 06.5000 05/01/2027 | 0.01% |
| EQT CORP 07.5000 02/01/2030 | 0.01% |
| EUR/USD 06/15/2022 RBSF | 0.01% |
| FREEDOM MTGE CORP P/P 144A 08.2500 04/15/2025 | 0.01% |
| FREEPORT-MCMORAN INC 05.4500 03/15/2043 | 0.01% |
| GFL ENVIRON INC P/P 144A 03.5000 09/01/2028 | 0.01% |
| GNMA GII30 BA7681 04.6500 06/20/2067 | 0.01% |
| GNMA GII30 BL6219 06.0000 03/20/2049 | 0.01% |
| HILCORP ENERGY I/HIL P/P 144A 06.2500 04/15/2032 | 0.01% |
| HORACE MANN EDUCATORS SEDOL 2437112 | 0.01% |
| IHEARTCOMMUNICATI L+325 04.0137 05/01/2026 | 0.01% |
| INTEL PKG HOLDCO P/P 144A 09.0000 01/15/2026 | 0.01% |
| IPALCO ENTPRS IN 03.7000 09/01/2024 | 0.01% |
| KLOECKNER PENTAPLAST L+475 05.2500 02/09/2026 | 0.01% |
| KRAFT HEINZ FOODS CO 05.0000 07/15/2035 | 0.01% |
| LBM ACQUISITION LLC P/P 144A 06.2500 01/15/2029 | 0.01% |
| LIVE NATION ENTERTAI P/P 144A 05.6250 03/15/2026 | 0.01% |
| MASONITE INTL C P/P 144A 03.5000 02/15/2030 | 0.01% |
| MATTAMY GROUP CORP P/P 144A 05.2500 12/15/2027 | 0.01% |
| NOURYON USA TLB L+300 04.0060 10/01/2025 | 0.01% |
| NOVELIS CORP P/P 144A 04.7500 01/30/2030 | 0.01% |
| NRG ENERGY INC P/P 144A 04.4500 06/15/2029 | 0.01% |
| NUTRITION & BIO P/P 144A 03.4680 12/01/2050 | 0.01% |
| O-I GLASS INC SEDOL BKLKXD2 | 0.01% |
| QUALYS INC SEDOL B7XJTN8 | 0.01% |
| SC GAMES HOLDIN/US F P/P 144A 06.6250 03/01/2030 | 0.01% |
| SELECT MEDICAL HOLDINGS CORP SEDOL B4MF0Q6 | 0.01% |
| SIMPLY GOOD FOODS CO/THE SEDOL BF27XF9 | 0.01% |
| SIX FLAGS ENT P/P 144A 05.5000 04/15/2027 | 0.01% |
| SONOS INC SEDOL BYWPZW7 | 0.01% |
| STACR 2018-HQA2 M2 02.9679 10/25/2048 | 0.01% |
| STANDARD IND INC P/P 144A 05.0000 02/15/2027 | 0.01% |
| SYNAPTICS INC SEDOL 2839268 | 0.01% |
| T-MOBILE USA INC 03.8750 04/15/2030 | 0.01% |
| TRANSDIGM INC 04.6250 01/15/2029 | 0.01% |
| TRANSOCEAN POSEIDON P/P 144A 06.8750 02/01/2027 | 0.01% |
| VAT GROUP AG SEDOL BYZWMR9 | 0.01% |
| VISTRA CORP P/P 144A 05.0000 07/31/2027 | 0.01% |
| WHITE CAP BUYER LLC P/P 144A 06.8750 10/15/2028 | 0.01% |
| WR GRACE HOLDING LLC P/P 144A 04.8750 06/15/2027 | 0.01% |
| 1011778 BC / NEW RED P/P 144A 04.0000 10/15/2030 | 0.01% |
| 2.479 R ISWP SOFR P 04/12/2032 | 0.01% |
| A10 NETWORKS INC SEDOL BKQVBN6 | 0.01% |
| AADVANTAGE 1L TL L+475 05.8127 04/20/2028 | 0.01% |
| ANTERO RESOURCES P/P 144A 07.6250 02/01/2029 | 0.01% |
| ARCBEST CORP SEDOL BLTFST7 | 0.01% |
| AVID TECHNOLOGY INC SEDOL 2065870 | 0.01% |
| BAFC 2005-B 3M1 01.2694 04/20/2035 | 0.01% |
| BATH & BODY WORKS INC 06.7500 07/01/2036 | 0.01% |
| BAUSCH HLTH COS INC P/P 144A 06.2500 02/15/2029 | 0.01% |
| BCPE ULYSSES P/P 144A 07.7500 04/01/2027 | 0.01% |
| BOMBARDIER INC P/P 144A 07.1250 06/15/2026 | 0.01% |
| BRDCOM CRP / FIN 03.8750 01/15/2027 | 0.01% |
| CALERES INC SEDOL BWX4MD9 | 0.01% |
| CALLON PETROLEUM CO P/P 144A 09.0000 04/01/2025 | 0.01% |
| CAS 2014-C03 2M2 03.5679 07/25/2024 | 0.01% |
| CAS 2018-C05 1ED1 01.3179 01/25/2031 | 0.01% |
| CCO HOLDINGS LLC 04.5000 05/01/2032 | 0.01% |
| CCO HOLDINGS LLC P/P 144A 04.2500 02/01/2031 | 0.01% |
| CHS/COMMUNITY P/P 144A 06.8750 04/01/2028 | 0.01% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CS | 0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | 0.01% |
| CSG SYSTEMS INTL INC SEDOL 2210885 | 0.01% |
| ENDEAVOR ENERGY P/P 144A 06.6250 07/15/2025 | 0.01% |
| EPICOR SOFTWARE/EAGLE L+775 08.7500 07/30/2028 | 0.01% |
| FHR 3408 EK 23.5633 04/15/2037 | 0.01% |
| FISHER PAYKEL SEDOL 6340250 | 0.01% |
| FNR 2006-8 HP 22.1179 03/25/2036 | 0.01% |
| FRONTIER COMM P/P 144A 05.8750 10/15/2027 | 0.01% |
| GLOBAL MEDICAL RESPO P/P 144A 06.5000 10/01/2025 | 0.01% |
| GNMA GII30 AY2298 04.7000 05/20/2067 | 0.01% |
| GNMA GII30 BL6216 06.0000 03/20/2049 | 0.01% |
| GNMA GII30 BL6217 06.0000 03/20/2049 | 0.01% |
| GNR 2015-H26 EI IO 01.7247 10/20/2065 | 0.01% |
| GOEASY LTD P/P 144A 04.3750 05/01/2026 | 0.01% |
| GRAPHIC PACKAGIN P/P 144A 03.5000 03/01/2029 | 0.01% |
| GRAPHIC PACKAGING IN P/P 144A 03.7500 02/01/2030 | 0.01% |
| HANESBRANDS INC P/P 144A 04.6250 05/15/2024 | 0.01% |
| HILCORP ENERGY I/HIL P/P 144A 06.0000 04/15/2030 | 0.01% |
| HOPE BANCORP INC SEDOL BYN87K7 | 0.01% |
| HOSTESS BRANDS INC SEDOL BZ8VJD5 | 0.01% |
| IRB HOLDING CORP P/P 144A 07.0000 06/15/2025 | 0.01% |
| JPMBB 2014-C25 XA IO 00.9684 11/15/2047 | 0.01% |
| KFC HLD/PIZZA HUT/TA P/P 144A 04.7500 06/01/2027 | 0.01% |
| KNOWLES CORP SEDOL BJTD9L6 | 0.01% |
| LANTHEUS HOLDINGS INC SEDOL BP8S8J5 | 0.01% |
| LAUREATE EDUCATION INC SEDOL BYMYT66 | 0.01% |
| LENDINGCLUB CORP SEDOL BK95GR4 | 0.01% |
| LIBERTY LATIN AMERIC-CL C SEDOL BD9Q3Q6 | 0.01% |
| LIVE NATION ENT P/P 144A 06.5000 05/15/2027 | 0.01% |
| MARCUS & MILLICHAP INC SEDOL BFWGXV2 | 0.01% |
| MATCH GRP HLD II LLC P/P 144A 05.0000 12/15/2027 | 0.01% |
| MERIDIAN BIOSCIENCE INC SEDOL 2580265 | 0.01% |
| META FINANCIAL GROUP INC SEDOL 2420316 | 0.01% |
| MOOG INC-CLASS A SEDOL 2601218 | 0.01% |
| NABORS INDUSTRIES INC. 05.7500 02/01/2025 | 0.01% |
| NEWELL BRANDS INC 04.8750 06/01/2025 | 0.01% |
| NIELSEN FIN LLC/CO P/P 144A 04.5000 07/15/2029 | 0.01% |
| NN GROUP NV SEDOL BNG8PQ9 | 0.01% |
| OASIS PETROLEUM INC P/P 144A 06.3750 06/01/2026 | 0.01% |
| OCEANEERING INTL INC SEDOL 2655583 | 0.01% |
| PIEDMONT OFFICE REALTY TRU-A SEDOL B3M3278 | 0.01% |
| PITNEY BOWES INC SEDOL 2690506 | 0.01% |
| PRIMO WATER CORP SEDOL BLKNZP5 | 0.01% |
| REALOGY HOLDINGS CORP SEDOL B5T0CW1 | 0.01% |
| RELAY THERAPEUTICS INC SEDOL BN2R582 | 0.01% |
| ROBERTSHAW CONTROLS CO L+800 09.0000 02/28/2026 | 0.01% |
| ROCKET SOFTWARE INC. L+425 05.0137 11/28/2025 | 0.01% |
| SABINE PASS LIQUEF 05.0000 03/15/2027 | 0.01% |
| SCIENTIFIC GAMES P/P 144A 07.0000 05/15/2028 | 0.01% |
| SCRIPPS ESCROW P/P 144A 05.3750 01/15/2031 | 0.01% |
| SCRIPPS ESCROW II IN P/P 144A 03.8750 01/15/2029 | 0.01% |
| SCRIPPS ESCROW INC P/P 144A 05.8750 07/15/2027 | 0.01% |
| SG HOLDINGS CO LTD SEDOL BFFY885 | 0.01% |
| SOFINA SEDOL 4820301 | 0.01% |
| STACR 2018-DNA3 M2B 02.7679 09/25/2048 | 0.01% |
| STANDARD IND INC P/P 144A 04.3750 07/15/2030 | 0.01% |
| T-MOBILE USA INC 02.8750 02/15/2031 | 0.01% |
| THYSSENKRUPP ELEVATOR L+350 04.0187 07/31/2027 | 0.01% |
| TOSHIBA CORP SEDOL 6897217 | 0.01% |
| TRI POINTE GROUP / HOMES 05.8750 06/15/2024 | 0.01% |
| UNIVISION COMM P/P 144A 09.5000 05/01/2025 | 0.01% |
| VENTURE GLOBAL CALCA P/P 144A 03.8750 11/01/2033 | 0.01% |
| WASTE CONNECTIONS INC 03.2000 06/01/2032 | 0.01% |
| WORLD FUEL SERVICES CORP SEDOL 2469450 | 0.01% |
| XPERI HOLDING CORP SEDOL BMWP0C8 | 0.01% |
| 2.26 R ISWP SOFR P 03/30/2032 | 0.00% |
| 2.2655 R ISWP SOFR P 03/30/2032 | 0.00% |
| 2.2915 R ISWP SOFR P 04/01/2027 | 0.00% |
| ABC SUPPLY CO INC P/P 144A 03.8750 11/15/2029 | 0.00% |
| ABC SUPPLY CO INC P/P 144A 04.0000 01/15/2028 | 0.00% |
| ADVANSIX INC SEDOL BYMMZL7 | 0.00% |
| ALECTOR INC SEDOL BJ4LDC4 | 0.00% |
| ALLETE INC SEDOL B02R1L6 | 0.00% |
| ALLISON TRANSMISSION P/P 144A 03.7500 01/30/2031 | 0.00% |
| ANTERO RESOURCES COR P/P 144A 08.3750 07/15/2026 | 0.00% |
| APACHE CORP 05.1000 09/01/2040 | 0.00% |
| APPIAN CORP SEDOL BYPBTB9 | 0.00% |
| APPLE HOSPITALITY REIT INC SEDOL BXRTX56 | 0.00% |
| ARCHES BUYER INC P/P 144A 06.1250 12/01/2028 | 0.00% |
| ASURION CORP TLB9 L+325 04.0137 07/31/2027 | 0.00% |
| BATH & BODY WORKS IN P/P 144A 06.6250 10/01/2030 | 0.00% |
| BGC PARTNERS INC-CL A SEDOL 2528168 | 0.00% |
| BOYD GAMING CORP 04.7500 12/01/2027 | 0.00% |
| BUILDERS FIRSTSOURCE P/P 144A 04.2500 02/01/2032 | 0.00% |
| CALIFORNIA WATER SERVICE GRP SEDOL 2165383 | 0.00% |
| CAS 2021-R01 1M1 01.0387 10/25/2041 | 0.00% |
| CCO HOLDINGS LLC P/P 144A 04.5000 08/15/2030 | 0.00% |
| CENTENE CORP 03.0000 10/15/2030 | 0.00% |
| CHARLES RIVER LA P/P 144A 04.0000 03/15/2031 | 0.00% |
| CHS/COMMUNITY HEALTH P/P 144A 08.0000 03/15/2026 | 0.00% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 CS | 0.00% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP | 0.00% |
| COINBASE GLOBAL INC P/P 144A 03.3750 10/01/2028 | 0.00% |
| COMMERCIAL METALS CO 04.1250 01/15/2030 | 0.00% |
| COMMSCOPE INC P/P 144A 06.0000 03/01/2026 | 0.00% |
| CORECIVIC INC SEDOL BZ8VC58 | 0.00% |
| CPG INTL TL L+250 03.2500 05/05/2024 | 0.00% |
| DCP MIDSTREAM OPERATING 05.6250 07/15/2027 | 0.00% |
| DIAMOND SPORTS P/P 144A 05.3750 08/15/2026 | 0.00% |
| DIEBOLD NIXDORF INC P/P 144A 09.3750 07/15/2025 | 0.00% |
| DIRECTV HLDGS/FN P/P 144A 05.8750 08/15/2027 | 0.00% |
| DISH DBS CORP P/P 144A 05.2500 12/01/2026 | 0.00% |
| DISH NETWORK CV 03.3750 08/15/2026 | 0.00% |
| ECHOSTAR CORP-A SEDOL B2NC471 | 0.00% |
| FERTITTA ENT P/P 144A 06.7500 01/15/2030 | 0.00% |
| FIBROGEN INC SEDOL BSDRYR8 | 0.00% |
| FIFTH THIRD BANCORP 05.1000 06/30/2023 | 0.00% |
| FREEDOM MTGE CORP P/P 144A 06.6250 01/15/2027 | 0.00% |
| FREEPORT-MCMORAN INC 04.6250 08/01/2030 | 0.00% |
| FULTON FINANCIAL CORP SEDOL 2356585 | 0.00% |
| GENERAL MOTORS CO 05.2000 04/01/2045 | 0.00% |
| GMS INC SEDOL BYY9FS3 | 0.00% |
| GNMA GII30 BL6235 06.0000 04/20/2049 | 0.00% |
| GNMA GII30 MA7194 03.0000 02/20/2051 | 0.00% |
| HCA INC 03.5000 09/01/2030 | 0.00% |
| HESS MIDSTREAM OPRTN P/P 144A 05.5000 10/15/2030 | 0.00% |
| HUB GROUP INC-CL A SEDOL 2407632 | 0.00% |
| ICAHN ENTERPRISES/FI 04.3750 02/01/2029 | 0.00% |
| INNOSPEC INC SEDOL 2245597 | 0.00% |
| INTERNATIONAL LEASE FIN CORP 05.8750 08/15/2022 | 0.00% |
| JELD-WEN INC P/P 144A 04.8750 12/15/2027 | 0.00% |
| JELD-WEN INC P/P 144A 06.2500 05/15/2025 | 0.00% |
| JPMORGAN CHASE & CO 06.1000 10/01/2024 | 0.00% |
| LINK REIT SEDOL B0PB4M7 | 0.00% |
| MACY'S RETAIL HLDGS P/P 144A 06.1250 03/15/2032 | 0.00% |
| MADISON IAQ LLC P/P 144A 04.1250 06/30/2028 | 0.00% |
| MISUMI GROUP INC SEDOL 6595179 | 0.00% |
| MIZRAHI TEFAHOT BANK LTD SEDOL 6916703 | 0.00% |
| MSC 2007-IQ15 C 144A 06.3587 06/11/2049 | 0.00% |
| NABORS IND LTD P/P 144A 07.2500 01/15/2026 | 0.00% |
| NCL CORPORATION LTD P/P 144A 05.8750 02/15/2027 | 0.00% |
| ONEMAIN FINANCE CORP 06.6250 01/15/2028 | 0.00% |
| ONEMAIN FINANCE CORP 07.1250 03/15/2026 | 0.00% |
| ORTHO CLINICAL DIAGNOSTICS H SEDOL BMDNH97 | 0.00% |
| PARK-OHIO INDUSTRIES INC 06.6250 04/15/2027 | 0.00% |
| PRIME SEC/FIN P/P 144A 03.3750 08/31/2027 | 0.00% |
| REDWOOD TRUST INC SEDOL 2730877 | 0.00% |
| RITE AID CORP P/P 144A 07.5000 07/01/2025 | 0.00% |
| ROBERTSHAW US HOLDING L+350 04.5000 02/28/2025 | 0.00% |
| SABRA HEALTH CARE REIT INC SEDOL B5NLBP6 | 0.00% |
| SCOTTS MIRACLE-GRO C 04.3750 02/01/2032 | 0.00% |
| SERVICE CORP INTL 04.0000 05/15/2031 | 0.00% |
| SFL CORP LTD SEDOL BJXT857 | 0.00% |
| SINCLAIR TELE P/P 144A 04.1250 12/01/2030 | 0.00% |
| SM ENERGY CO P/P 144A 10.0000 01/15/2025 | 0.00% |
| SPECTRUM BRANDS INC P/P 144A 05.0000 10/01/2029 | 0.00% |
| STACR 2020-HQA1 M2 02.5679 01/25/2050 | 0.00% |
| STURM RUGER & CO INC SEDOL 2856289 | 0.00% |
| T-MOBILE USA INC 02.6250 02/15/2029 | 0.00% |
| TEREX CORP P/P 144A 05.0000 05/15/2029 | 0.00% |
| TRANSOCEAN INC CV 00.5000 01/30/2023 | 0.00% |
| TRAVERE THERAPEUTICS INC SEDOL BLFGJD5 | 0.00% |
| TWILIO INC 03.8750 03/15/2031 | 0.00% |
| UNIVISION COMM P/P 144A 04.5000 05/01/2029 | 0.00% |
| USA COM PART/USA COM 06.8750 09/01/2027 | 0.00% |
| VISTRA CORP P/P 144A 07.0000 12/10/2051 | 0.00% |
| YUM! BRANDS INC. 03.6250 03/15/2031 | 0.00% |
| 2.518 R ISWP SOFR P 04/12/2027 | 0.00% |
| AGENUS INC SEDOL B58J3K4 | 0.00% |
| AMC ENT HLDGS P/P 144A 07.5000 02/15/2029 | 0.00% |
| AMWINS GROUP INC P/P 144A 04.8750 06/30/2029 | 0.00% |
| BANNER CORPORATION SEDOL 2346003 | 0.00% |
| BEACON ROOFING S P/P 144A 04.1250 05/15/2029 | 0.00% |
| BEACON ROOFING SUPPL P/P 144A 04.5000 11/15/2026 | 0.00% |
| BLUEBIRD BIO INC SEDOL BBFL7S1 | 0.00% |
| BOMBARDIER INC P/P 144A 06.0000 02/15/2028 | 0.00% |
| BUCKEYE PARTNERS LP 05.8500 11/15/2043 | 0.00% |
| BUCKEYE PARTNERS LP P/P 144A 04.5000 03/01/2028 | 0.00% |
| CAESARS ENT INC. P/P 144A 04.6250 10/15/2029 | 0.00% |
| CAS 2015-C02 1M2 04.6679 05/25/2025 | 0.00% |
| CHAMPIONX CORP 06.3750 05/01/2026 | 0.00% |
| CHARLES RIVER LA P/P 144A 03.7500 03/15/2029 | 0.00% |
| CHS/COMMUNITY HEALTH P/P 144A 05.2500 05/15/2030 | 0.00% |
| CHS/COMMUNITY HEALTH P/P 144A 05.6250 03/15/2027 | 0.00% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CG | 0.00% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | 0.00% |
| CODEXIS INC SEDOL B5LL2C2 | 0.00% |
| COINBASE GLOBAL INC P/P 144A 03.6250 10/01/2031 | 0.00% |
| COMM 2013-LC13 XA IO 01.1655 08/10/2046 | 0.00% |
| COMM 2014-CR17 XA IO 01.1174 05/10/2047 | 0.00% |
| COMMSCOPE TECH LLC P/P 144A 06.0000 06/15/2025 | 0.00% |
| COMPASS MINERALS INT P/P 144A 04.8750 07/15/2024 | 0.00% |
| CP ATLAS BUYER INC P/P 144A 07.0000 12/01/2028 | 0.00% |
| CVS PASS-THROUGH TRUST 06.0360 12/10/2028 | 0.00% |
| DONNELLEY FINANCIAL SOLUTION SEDOL BYND5T7 | 0.00% |
| EMPIRE COMMUNITIES C P/P 144A 07.0000 12/15/2025 | 0.00% |
| ENCORE WIRE CORP SEDOL 2273446 | 0.00% |
| ENDO LUX FIN CO I SA P/P 144A 06.1250 04/01/2029 | 0.00% |
| GLOBAL PAYMENTS INC 02.1500 01/15/2027 | 0.00% |
| GNMA GII30 BL6184 06.0000 02/20/2049 | 0.00% |
| GNMA GII30 BM4196 06.0000 04/20/2049 | 0.00% |
| GNMA GII30 MA6409 03.0000 01/20/2050 | 0.00% |
| GOLAR LNG LTD SEDOL 2367963 | 0.00% |
| GOLDEN ENTERTAINMENT INC SEDOL BYNH8R8 | 0.00% |
| GSMS 2013-GC10 XA IO 01.6164 02/10/2046 | 0.00% |
| HESS MIDSTREAM OPERA P/P 144A 04.2500 02/15/2030 | 0.00% |
| HILLTOP HOLDINGS INC SEDOL 2365428 | 0.00% |
| HOME POINT CAP INC P/P 144A 05.0000 02/01/2026 | 0.00% |
| IMMUNOGEN INC SEDOL 2457864 | 0.00% |
| INGLES MARKETS INC-CLASS A SEDOL 2460550 | 0.00% |
| INTREPID POTASH INC SEDOL BMDNMT2 | 0.00% |
| IRB HOLDING CO S+C+300 03.7500 12/15/2027 | 0.00% |
| ITEOS THERAPEUTICS INC SEDOL BMWXFT4 | 0.00% |
| JPMBB 2014-C19 XA IO 00.7988 04/15/2047 | 0.00% |
| KFORCE INC SEDOL 2746982 | 0.00% |
| MASONITE INTL C P/P 144A 05.3750 02/01/2028 | 0.00% |
| MATCH GRP HLD II LLC P/P 144A 03.6250 10/01/2031 | 0.00% |
| MAUSER PACKAGING P/P 144A 08.5000 04/15/2024 | 0.00% |
| MINERALS TECHNOLOGIES INC SEDOL 2595612 | 0.00% |
| MOZART DEBT MERGER S P/P 144A 03.8750 04/01/2029 | 0.00% |
| MSBAM 2014-C17 XA IO 01.2106 08/15/2047 | 0.00% |
| NABORS IND INC P/P 144A 09.0000 02/01/2025 | 0.00% |
| NCL CORPORATION LTD P/P 144A 07.7500 02/15/2029 | 0.00% |
| NEXTGEN HEALTHCARE INC SEDOL BF5L3D6 | 0.00% |
| NRG ENERGY INC P/P 144A 05.2500 06/15/2029 | 0.00% |
| OVINTIV INC 06.5000 08/15/2034 | 0.00% |
| OVINTIV INC 06.6250 08/15/2037 | 0.00% |
| OVINTIV INC. 08.1250 09/15/2030 | 0.00% |
| OWENS & MINOR INC P/P 144A 06.6250 04/01/2030 | 0.00% |
| PENNYMAC FIN SVCS IN P/P 144A 05.7500 09/15/2031 | 0.00% |
| PERDOCEO EDUCATION CORP SEDOL BKRQQR9 | 0.00% |
| PS BUSINESS PARKS INC/MD SEDOL 2707956 | 0.00% |
| RAPTOR ACQ CORP P/P 144A 04.8750 11/01/2026 | 0.00% |
| RENEWABLE ENERGY GRO P/P 144A 05.8750 06/01/2028 | 0.00% |
| ROYAL CARIBBEAN P/P 144A 05.5000 08/31/2026 | 0.00% |
| SCIH SALT HLDG INC P/P 144A 06.6250 05/01/2029 | 0.00% |
| SERES THERAPEUTICS INC SEDOL BYNQNP8 | 0.00% |
| SERVICE PROPERTIES TRUST 07.5000 09/15/2025 | 0.00% |
| SIMPSON MANUFACTURING CO INC SEDOL 2809250 | 0.00% |
| SKYWEST INC SEDOL 2814210 | 0.00% |
| SM ENERGY CO 06.6250 01/15/2027 | 0.00% |
| SPX CORP SEDOL 2787185 | 0.00% |
| STEWART INFORMATION SERVICES SEDOL 2848736 | 0.00% |
| TEMPO ACQ LLC/FI P/P 144A 05.7500 06/01/2025 | 0.00% |
| THERAVANCE BIOPHARMA INC SEDOL BMNDK09 | 0.00% |
| TRANSOCEAN PONTUS LT P/P 144A 06.1250 08/01/2025 | 0.00% |
| UNITED AIRLINES INC P/P 144A 04.3750 04/15/2026 | 0.00% |
| UNITED AIRLINES INC P/P 144A 04.6250 04/15/2029 | 0.00% |
| VIRTUS INVESTMENT PARTNERS SEDOL B3KKGQ8 | 0.00% |
| WASHINGTON FEDERAL INC SEDOL 2941981 | 0.00% |
| WESBANCO INC SEDOL 2953782 | 0.00% |
| 2.585 R ISWP SOFR P 04/20/2032 | 0.00% |
| 2.6645 R ISWP SOFR P 05/02/2027 | 0.00% |
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| CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 JP | 0.00% |
| CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 MS | 0.00% |
| CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 MS | 0.00% |
| CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 MS | 0.00% |
| CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 MS | 0.00% |
| CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 MS | 0.00% |
| CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 MS | 0.00% |
| CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 MS | 0.00% |
| CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 MS | 0.00% |
| COMMERCIAL METALS CO 04.3750 03/15/2032 | 0.00% |
| COVENANT LOGISTICS GROUP INC SEDOL 2200853 | 0.00% |
| DRMT 2020-2 A1 01.6920 05/25/2065 | 0.00% |
| EQT CORP 05.0000 01/15/2029 | 0.00% |
| EVR LN R SOFR P 12/15/25 GS | 0.00% |
| FIRST BANCSHARES INC/MS SEDOL 2184300 | 0.00% |
| FNR 2007-14 KO PO 00.0000 03/25/2037 | 0.00% |
| GAN LTD SEDOL BLR8ZQ4 | 0.00% |
| HEALTHSTREAM INC SEDOL 2577870 | 0.00% |
| HOMESTREET INC SEDOL B4WHS46 | 0.00% |
| INDEPENDENT BANK CORP - MICH SEDOL 2492133 | 0.00% |
| INDUSTRIAL LOGISTICS PROPERT SEDOL BFFK7S6 | 0.00% |
| INTEGRAL AD SCIENCE HOLDING SEDOL BP7L3L2 | 0.00% |
| INTERNATIONAL MONEY EXPRESS SEDOL BG216W6 | 0.00% |
| L BRANDS INC P/P 144A 09.3750 07/01/2025 | 0.00% |
| MACY'S RETAIL HLDGS P/P 144A 05.8750 03/15/2030 | 0.00% |
| MASTERCRAFT BOAT HOLDINGS IN SEDOL BDTYR13 | 0.00% |
| MIDLAND STATES BANCORP INC SEDOL B6VRG58 | 0.00% |
| MODINE MANUFACTURING CO SEDOL 2598354 | 0.00% |
| NEOGAMES SA SEDOL BLD51J4 | 0.00% |
| NICOLET BANKSHARES INC SEDOL 2012865 | 0.00% |
| NRG ENERGY INC 06.6250 01/15/2027 | 0.00% |
| OCCIDENTAL PETROLEUM -CW27 SEDOL BMVF784 | 0.00% |
| OPORTUN FINANCIAL CORP SEDOL BKTC5L2 | 0.00% |
| OUTBRAIN INC SEDOL BNXL732 | 0.00% |
| PEAPACK GLADSTONE FINL CORP SEDOL 2307732 | 0.00% |
| PEOPLES BANCORP INC SEDOL 2679419 | 0.00% |
| PLAYAGS INC SEDOL BFNJ8L5 | 0.00% |
| QUOTIENT TECHNOLOGY INC SEDOL BYWCCM7 | 0.00% |
| RAPT THERAPEUTICS INC SEDOL BK5T6R0 | 0.00% |
| RESOURCES CONNECTION INC SEDOL 2697853 | 0.00% |
| RIGEL PHARMACEUTICALS INC SEDOL 2833936 | 0.00% |
| S & T BANCORP INC SEDOL 2781109 | 0.00% |
| SIGHT SCIENCES INC SEDOL BN2T5Q6 | 0.00% |
| SP PLUS CORP SEDOL BH2QZH6 | 0.00% |
| STACR 2019-DNA2 M2 03.1179 03/25/2049 | 0.00% |
| STANDARD IND INC P/P 144A 04.7500 01/15/2028 | 0.00% |
| SURMODICS INC SEDOL 2502678 | 0.00% |
| T-MOBILE USA INC 05.3750 04/15/2027 | 0.00% |
| TEEKAY CORP SEDOL 2933795 | 0.00% |
| THE SHERWIN-WILLIAMS COMPANY 02.7500 06/01/2022 | 0.00% |
| UNIVERSAL ELECTRONICS INC SEDOL 2911683 | 0.00% |
| VECTRUS INC SEDOL BQS2V17 | 0.00% |
| VENTYX BIOSCIENCES INC SEDOL BMG99Y1 | 0.00% |
| WFRBS 2012-C10 XA IO 144A 01.6231 12/15/2045 | 0.00% |
| WFRBS 2012-C9 XB IO 144A 00.8757 11/15/2045 | 0.00% |
| 2.243 R ISWP SOFR P 04/04/2024 | 0.00% |
| 2.553 R ISWP SOFR P 04/28/2024 | 0.00% |
| 2.7445 R ISWP SOFR P 04/25/2027 | 0.00% |
| CGCMT 2006-C5 XC IO 144A 00.5990 10/15/2049 | 0.00% |
| CMB CMBX.NA.A.13 2072-12-16 200.0 12/16/2072 JP | 0.00% |
| CMB CMBX.NA.A.14 2072-12-16 200.0 12/16/2072 GS | 0.00% |
| CMB CMBX.NA.A.14 2072-12-16 200.0 12/16/2072 GS | 0.00% |
| CMB CMBX.NA.A.14 2072-12-16 200.0 12/16/2072 JP | 0.00% |
| CMB CMBX.NA.A.14 2072-12-16 200.0 12/16/2072 MS | 0.00% |
| CMB CMBX.NA.A.14 2072-12-16 200.0 12/16/2072 MS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 MS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 MS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 MS | 0.00% |
| CMB CMBX.NA.A.7 2047-01-17 200.0 01/17/2047 GS | 0.00% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 GS | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.00% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 JP | 0.00% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 MS | 0.00% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 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 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 GS | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 JP | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 MS | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 MS | 0.00% |
| CMB CMBX.NA.BBB-.14 2072-12-16 300.0 12/16/2072 CG | 0.00% |
| CMB CMBX.NA.BBB-.14 2072-12-16 300.0 12/16/2072 GS | 0.00% |
| CMB CMBX.NA.BBB-.14 2072-12-16 300.0 12/16/2072 JP | 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-.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 GS | 0.00% |
| CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 MS | 0.00% |
| CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 MS | 0.00% |
| CMB CMBX.NA.BBB-.9 2058-09-17 300.0 09/17/2058 CG | 0.00% |
| CMB CMBX.NA.BBB-.9 2058-09-17 300.0 09/17/2058 ML | 0.00% |
| CMB CMBX.NA.BBB-.9 2058-09-17 300.0 09/17/2058 ML | 0.00% |
| FHR 3391 PO PO 00.0000 04/15/2037 | 0.00% |
| FNR 2006-125 OX PO 00.0000 01/25/2037 | 0.00% |
| FNR 2006-84 OT PO 00.0000 09/25/2036 | 0.00% |
| GBP/USD 06/15/2022 BANKAM | 0.00% |
| GNR 2010-9 QI IO 04.5000 01/20/2040 | 0.00% |
| MEZZ 2007-C5 X IO P/P 144A 07.0043 12/15/2049 | 0.00% |
| TIAAC 2003-1A E 144A 08.0000 12/28/2038 | 0.00% |
| TXU TCEH RIGHTS | 0.00% |
| UBSBB 2012-C2 XA IO 144A 01.3781 05/10/2063 | 0.00% |
| UBSBB 2012-C4 XA IO 144A 01.7145 12/10/2045 | 0.00% |
| 2.0975 R ISWP SOFR P 04/04/2032 | -0.00% |
| 2.547 R ISWP SOFR P 04/28/2032 | -0.00% |
| 2.6125 R ISWP SOFR P 04/25/2032 | -0.00% |
| 2.7285 R ISWP SOFR P 04/21/2032 | -0.00% |
| CMB CMBX.NA.A.13 2072-12-16 200.0 12/16/2072 MS | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.A.7 2047-01-17 200.0 01/17/2047 JP | -0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 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-.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 GS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 GS | -0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 GS | -0.00% |
| HKD/USD 05/18/2022 HSBCB | -0.00% |
| SEK/USD 06/15/2022 BCAP-FX | -0.00% |
| SGD/USD 05/18/2022 JPMCB | -0.00% |
| 2.516 R ISWP SOFR P 04/28/2032 | -0.00% |
| 2.673 R ISWP SOFR P 04/22/2027 | -0.00% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 JP | -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% |
| CNH/USD 05/18/2022 SSBT | -0.00% |
| 2.3365 R ISWP SOFR P 03/31/2027 | -0.00% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 MS | -0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 CS | -0.00% |
| 2.496 R ISWP SOFR P 04/14/2032 | -0.00% |
| 2.552 R ISWP SOFR P 04/27/2032 | -0.00% |
| AUD/USD 07/20/2022 SSBT | -0.00% |
| AUD/USD 07/20/2022 UBS | -0.00% |
| CHF/USD 06/15/2022 RBSF | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 GS | -0.00% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 MS | -0.01% |
| 2.453 R ISWP SOFR P 04/11/2027 | -0.01% |
| 2.334 R ISWP FWD SOFR P 04/18/2052 | -0.01% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 CG | -0.01% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 JP | -0.01% |
| CHF/USD 06/15/2022 SSBT | -0.01% |
| 2.33 R ISWP SOFR P 04/06/2027 | -0.01% |
| 2.382 R ISWP SOFR P 04/06/2024 | -0.01% |
| 2.113 R ISWP SOFR P 04/04/2032 | -0.01% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CG | -0.01% |
| JPY/USD 05/18/2022 RBSF | -0.01% |
| 2.288 R ISWP SOFR P 03/31/2027 | -0.02% |
| JPY/USD 05/18/2022 WPAC | -0.03% |
| 1.95 R ISWP FWD SOFR P 06/15/2032 | -0.11% |
| 2.05 R ISWP FWD SOFR P 06/15/2052 | -0.11% |
| SPX 20220617 P 4000.00JPMCB | -0.28% |
| US 10YR ULTRA FUT JUN22 UXYM2 | -0.35% |
| FNMA FN30 TBA UMBS 02.5000 06/01/2052 | -1.38% |
| FNMA FN30 TBA UMBS 02.0000 05/01/2052 | -1.53% |
| S&P MID 400 EMINI JUN22 FAM2 | -1.73% |
| GSGLPWDS P SOFR R 12/15/25 GS | -2.20% |
| MSCI EAFE JUN22 MFSM2 | -4.20% |
| S&P500 EMINI FUT JUN22 ESM2 | -13.77% |
| US 2YR NOTE (CBT) JUN22 TUM2 | 8.51% |
|---|---|
| FNMA FN30 TBA UMBS 03.5000 05/01/2052 | 5.22% |
| US ULTRA BOND CBT JUN22 WNM2 | 4.18% |
| US 10YR NOTE (CBT)JUN22 TYM2 | 3.95% |
| US 5YR NOTE (CBT) JUN22 FVM2 | 3.89% |
| FNMA FN15 TBA UMBS 02.5000 04/01/2037 | 3.24% |
| APPLE INC SEDOL 2046251 | 2.55% |
| FNMA FN30 TBA UMBS 02.5000 05/01/2052 | 2.54% |
| FNMA FN30 TBA UMBS 04.0000 05/01/2052 | 2.29% |
| GSGLPWDL R SOFR P 12/15/25 GS | 2.27% |
| MICROSOFT CORP SEDOL 2588173 | 2.20% |
| US LONG BOND(CBT) JUN22 USM2 | 2.08% |
| GNMA GII30 TBA 03.0000 04/01/2052 | 1.62% |
| AMAZON.COM INC SEDOL 2000019 | 1.40% |
| FNMA FN30 TBA UMBS 03.0000 05/01/2052 | 1.40% |
| ALPHABET INC-CL A SEDOL BYVY8G0 | 1.18% |
| TREASURY BILL 00.0000 04/21/2022 | 1.15% |
| FNMA FN30 TBA UMBS 03.0000 06/01/2052 | 1.10% |
| GNMA GII30 MA6766 03.0000 07/20/2050 | 1.00% |
| NVIDIA CORP SEDOL 2379504 | 0.96% |
| FNMA FN30 CA8525 UMBS 02.5000 12/01/2050 | 0.91% |
| FHLMC FR30 ZS4750 UMBS 03.0000 01/01/2048 | 0.85% |
| GNMA GII30 MA6932 03.0000 10/20/2050 | 0.79% |
| JPMORGAN CHASE & CO SEDOL 2190385 | 0.72% |
| TESLA INC SEDOL B616C79 | 0.68% |
| WALMART INC SEDOL 2936921 | 0.64% |
| GNMA GII30 MA6820 03.0000 08/20/2050 | 0.62% |
| ACCENTURE PLC-CL A SEDOL B4BNMY3 | 0.60% |
| TREASURY BILL 00.0000 06/09/2022 | 0.58% |
| MERCK & CO. INC. SEDOL 2778844 | 0.56% |
| S&P GSCI ER INDEX | 0.55% |
| QUALCOMM INC SEDOL 2714923 | 0.50% |
| INTUIT INC SEDOL 2459020 | 0.49% |
| ALPHABET INC-CL C SEDOL BYY88Y7 | 0.45% |
| FNMA FN30 TBA UMBS 06.0000 04/01/2052 | 0.44% |
| GOLDMAN SACHS GROUP INC SEDOL 2407966 | 0.44% |
| FNMA FN30 BQ1269 UMBS 02.5000 08/01/2050 | 0.43% |
| ABBVIE INC SEDOL B92SR70 | 0.42% |
| CITIGROUP INC SEDOL 2297907 | 0.42% |
| ADOBE INC SEDOL 2008154 | 0.41% |
| O'REILLY AUTOMOTIVE INC SEDOL B65LWX6 | 0.39% |
| PROCTER & GAMBLE CO/THE SEDOL 2704407 | 0.37% |
| FNMA FN30 FM1741 UMBS 04.0000 04/01/2049 | 0.36% |
| TARGET CORP SEDOL 2259101 | 0.34% |
| FNMA FN30 BQ0329 UMBS 02.5000 07/01/2050 | 0.33% |
| ABBOTT LABORATORIES SEDOL 2002305 | 0.33% |
| FNMA FN30 MA3563 UMBS 04.0000 01/01/2049 | 0.33% |
| CADENCE DESIGN SYS INC SEDOL 2302232 | 0.30% |
| FNMA FN30 FM4328 UMBS 02.5000 09/01/2050 | 0.30% |
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| EXXON MOBIL CORP SEDOL 2326618 | 0.29% |
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| VERTEX PHARMACEUTICALS INC SEDOL 2931034 | 0.28% |
| META PLATFORMS INC-CLASS A SEDOL B7TL820 | 0.28% |
| JPMORGAN CHASE & CO 03.6250 12/01/2027 | 0.27% |
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| ABBVIE INC 03.2000 11/21/2029 | 0.27% |
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| JPMORGAN CHASE & CO 03.9640 11/15/2048 | 0.26% |
| AMERICAN ELECTRIC POWER SEDOL 2026242 | 0.26% |
| CITIGROUP INC 03.6680 07/24/2028 | 0.26% |
| MORGAN STANLEY 03.7720 01/24/2029 | 0.26% |
| COCA-COLA CO/THE SEDOL 2206657 | 0.25% |
| BANK OF AMERICA CORP SEDOL 2295677 | 0.24% |
| FNMA FN30 FM7741 UMBS 02.5000 05/01/2051 | 0.24% |
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| AUTOZONE INC SEDOL 2065955 | 0.23% |
| SYNOPSYS INC SEDOL 2867719 | 0.23% |
| AT&T INC SEDOL 2831811 | 0.23% |
| REGENERON PHARMACEUTICALS SEDOL 2730190 | 0.22% |
| BANK OF AMERICA CORP 01.7340 07/22/2027 | 0.22% |
| AT&T INC 02.5500 12/01/2033 | 0.22% |
| FORD MOTOR CO SEDOL 2615468 | 0.22% |
| IQVIA HOLDINGS INC SEDOL BDR73G1 | 0.21% |
| MASTERCARD INC - A SEDOL B121557 | 0.21% |
| COLGATE-PALMOLIVE CO SEDOL 2209106 | 0.21% |
| E-MINI RUSS 2000 JUN22 RTYM2 | 0.21% |
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| FNMA FN30 MA2737 UMBS 03.0000 09/01/2046 | 0.21% |
| UNITEDHEALTH GROUP INC SEDOL 2917766 | 0.21% |
| CONOCOPHILLIPS | 0.21% |
| CVS HEALTH CORP 04.7800 03/25/2038 | 0.20% |
| FNMA FN30 AL9859 UMBS 03.0000 03/01/2047 | 0.20% |
| COMCAST CORP-CLASS A SEDOL 2044545 | 0.19% |
| FREEPORT-MCMORAN INC SEDOL 2352118 | 0.19% |
| FHLMC FR30 QC4957 UMBS 02.5000 08/01/2051 | 0.19% |
| SNOWFLAKE INC-CLASS A SEDOL BN134B7 | 0.19% |
| FNMA FN30 FM7995 UMBS 02.5000 07/01/2051 | 0.19% |
| NORTHROP GRUMMAN CORP SEDOL 2648806 | 0.19% |
| AMERICAN TOWER CORP SEDOL B7FBFL2 | 0.19% |
| GENERAL DYNAMICS CORP SEDOL 2365161 | 0.19% |
| DANAHER CORP SEDOL 2250870 | 0.19% |
| FNMA FN30 FM7985 UMBS 02.5000 07/01/2051 | 0.19% |
| VISA INC-CLASS A SHARES SEDOL B2PZN04 | 0.18% |
| ELI LILLY & CO SEDOL 2516152 | 0.18% |
| MAGALLANES INC P/P 144A 04.2790 03/15/2032 | 0.18% |
| MICROSOFT CORP 02.4000 08/08/2026 | 0.18% |
| ANTHEM INC SEDOL BSPHGL4 | 0.18% |
| UBS GROUP AG P/P 144A 03.4910 05/23/2023 | 0.18% |
| FHLMC FR30 QC1327 UMBS 02.5000 05/01/2051 | 0.18% |
| PALO ALTO NETWORKS INC SEDOL B87ZMX0 | 0.18% |
| BANK OF AMERICA CORP 03.8460 03/08/2037 | 0.17% |
| AT&T INC 03.5500 09/15/2055 | 0.17% |
| FNMA FN30 BM5024 UMBS 03.0000 11/01/2048 | 0.17% |
| FNMA FN30 BR5618 UMBS 02.5000 03/01/2051 | 0.17% |
| CHEVRON CORP | 0.17% |
| DIAGEO PLC SEDOL 0237400 | 0.17% |
| HONEYWELL INTERNATIONAL INC SEDOL 2020459 | 0.17% |
| SONY GROUP CORP SEDOL 6821506 | 0.17% |
| VERIZON COMMUNICATIONS INC SEDOL 2090571 | 0.17% |
| JOHNSON & JOHNSON SEDOL 2475833 | 0.17% |
| PACIFIC GAS & ELECTRIC 01.3670 03/10/2023 | 0.17% |
| EDWARDS LIFESCIENCES CORP SEDOL 2567116 | 0.16% |
| AMERIPRISE FINANCIAL INC SEDOL B0J7D57 | 0.16% |
| APPLE INC 04.2500 02/09/2047 | 0.16% |
| COSTCO WHOLESALE CORP SEDOL 2701271 | 0.16% |
| MEDTRONIC PLC SEDOL BTN1Y11 | 0.16% |
| UNIVERSAL MUSIC GROUP NV SEDOL BNZGVV1 | 0.16% |
| UNITEDHEALTH GROUP INC 03.8500 06/15/2028 | 0.16% |
| VALERO ENERGY CORP SEDOL 2041364 | 0.15% |
| GARTNER INC SEDOL 2372763 | 0.15% |
| DBS GROUP HOLDINGS LTD SEDOL 6175203 | 0.15% |
| BANCO SANTANDER SA USD 03.2250 11/22/2032 | 0.15% |
| MARRIOTT INTERNATIONAL -CL A SEDOL 2210614 | 0.15% |
| ROCHE HOLDING AG-GENUSSCHEIN SEDOL 7110388 | 0.15% |
| PFIZER INC SEDOL 2684703 | 0.14% |
| VERIZON COMM 04.3290 09/21/2028 | 0.14% |
| AMETEK INC SEDOL 2089212 | 0.14% |
| TREASURY BILL 00.0000 05/19/2022 | 0.14% |
| TREASURY BILL 00.0000 04/07/2022 | 0.14% |
| PEPSICO INC SEDOL 2681511 | 0.14% |
| CORTEVA INC SEDOL BK73B42 | 0.14% |
| ECOLAB INC 02.7000 11/01/2026 | 0.14% |
| CRH PLC SEDOL 4182249 | 0.14% |
| CROWN CASTLE INTL CORP SEDOL BTGQCX1 | 0.14% |
| NRG ENERGY INC SEDOL 2212922 | 0.14% |
| MCDONALD'S CORP SEDOL 2550707 | 0.14% |
| RAYTHEON TECHNOLOGIES CORP SEDOL BM5M5Y3 | 0.14% |
| EQUINIX INC. 02.9000 11/18/2026 | 0.14% |
| MERCK KGAA SEDOL 4741844 | 0.14% |
| MORGAN STANLEY 03.1250 01/23/2023 | 0.14% |
| AERCAP IRELAND CAP/GLOBA USD 03.3000 01/30/2032 | 0.14% |
| ENTERPRISE PRODUCTS OPER 04.2500 02/15/2048 | 0.14% |
| LONZA GROUP AG-REG SEDOL 7333378 | 0.13% |
| FORTIVE CORP SEDOL BYT3MK1 | 0.13% |
| ATLASSIAN CORP PLC-CLASS A SEDOL BZ09BD1 | 0.13% |
| DEERE & CO SEDOL 2261203 | 0.13% |
| STACR 2018-HRP2 M3AS 01.4566 02/25/2047 | 0.13% |
| GAMING AND LEISURE PROPERTIE SEDOL BFPK4S5 | 0.13% |
| CAPGEMINI SE SEDOL 4163437 | 0.13% |
| DEUTSCHE POST AG-REG SEDOL 4617859 | 0.13% |
| EXELON CORP SEDOL 2670519 | 0.13% |
| AMAZON.COM INC 03.1500 08/22/2027 | 0.13% |
| DEUTSCHE BANK NY 01.6860 03/19/2026 | 0.13% |
| HOYA CORP SEDOL 6441506 | 0.13% |
| ASTRAZENECA PLC-SPONS ADR SEDOL 2989044 | 0.12% |
| BRENNTAG SE SEDOL B4YVF56 | 0.12% |
| CAPITAL ONE FINANCIAL CO 02.3590 07/29/2032 | 0.12% |
| DUPONT DE NEMOURS INC SEDOL BK0VN47 | 0.12% |
| PNC FINANCIAL SERVICES GROUP SEDOL 2692665 | 0.12% |
| THERMO FISHER SCIENTIFIC INC SEDOL 2886907 | 0.12% |
| AXA SA SEDOL 7088429 | 0.12% |
| NOVARTIS CAPITAL CORP 04.0000 11/20/2045 | 0.12% |
| STACR 2016-DNA2 M3 05.1066 10/25/2028 | 0.12% |
| BROADCOM CRP / CAYM 03.5000 01/15/2028 | 0.12% |
| ANGLO AMERICAN PLC SEDOL B1XZS82 | 0.12% |
| ASTRAZENECA PLC SEDOL 0989529 | 0.12% |
| LOCKHEED MARTIN CORP SEDOL 2522096 | 0.12% |
| UBER TECHNOLOGIES INC SEDOL BK6N347 | 0.12% |
| NEW YORK LIFE INS P/P 144A 01.1000 05/05/2023 | 0.12% |
| AMERICAN INTERNATIONAL GROUP SEDOL 2027342 | 0.12% |
| FHR 5117 CI IO 05.0000 06/25/2051 | 0.12% |
| HOME DEPOT INC SEDOL 2434209 | 0.12% |
| PINTEREST INC- CLASS A SEDOL BJ2Z0H2 | 0.12% |
| TELEFONICA EMISIONES SAU USD 04.8950 03/06/2048 | 0.12% |
| FHR 5080 DI IO 04.0000 03/25/2051 | 0.11% |
| SHELL PLC SEDOL BP6MXT4 | 0.11% |
| CONTINENTAL RESOURCE P/P 144A 02.8750 04/01/2032 | 0.11% |
| MICROSOFT CORP 02.9210 03/17/2052 | 0.11% |
| ALLY FINANCIAL INC SEDOL B72XK05 | 0.11% |
| ASSURED GUARANTY LTD SEDOL B00V7H8 | 0.11% |
| EQUITABLE HOLDINGS INC SEDOL BKRMR96 | 0.11% |
| FNR 2021-67 DI IO 04.0000 10/25/2051 | 0.11% |
| AES CORP SEDOL 2002479 | 0.11% |
| GENERAL MOTORS FINL CO 04.0000 10/06/2026 | 0.11% |
| NOVARTIS AG-REG SEDOL 7103065 | 0.11% |
| NOVO NORDISK A/S-B SEDOL BHC8X90 | 0.11% |
| HCA HEALTHCARE INC SEDOL B4MGBG6 | 0.11% |
| COMPAGNIE DE SAINT-GOBAIN SEDOL 7380482 | 0.11% |
| ENERGY TRANSFER LP 03.7500 05/15/2030 | 0.11% |
| FHR 5119 IC IO 04.0000 06/25/2051 | 0.11% |
| GENERAL MOTORS CO SEDOL B665KZ5 | 0.11% |
| JPMORGAN CHASE & CO 03.3750 05/01/2023 | 0.11% |
| BANK OF AMERICA CORP 06.1100 01/29/2037 | 0.11% |
| FNMA FN30 TBA UMBS 04.5000 05/01/2052 | 0.11% |
| REPUBLIC SERVICES INC SEDOL 2262530 | 0.11% |
| ADVANCED MICRO DEVICES SEDOL 2007849 | 0.10% |
| CREDIT SUISSE GRP AG P/P 144A 02.1930 06/05/2026 | 0.10% |
| CBRE GROUP INC - A SEDOL B6WVMH3 | 0.10% |
| LVMH MOET HENNESSY LOUIS VUI SEDOL 4061412 | 0.10% |
| COMMONWEALTH BK AUST P/P 144A 03.1500 09/19/2027 | 0.10% |
| ROCHE HOLDINGS INC P/P 144A 04.0000 11/28/2044 | 0.10% |
| BJ'S WHOLESALE CLUB HOLDINGS SEDOL BFZNZF8 | 0.10% |
| EASTMAN CHEMICAL CO SEDOL 2298386 | 0.10% |
| SOUTHWEST AIRLINES CO SEDOL 2831543 | 0.10% |
| COMCAST CORP 03.4500 02/01/2050 | 0.10% |
| EATON CORP PLC SEDOL B8KQN82 | 0.10% |
| FIDELITY NATIONAL INFO SERV SEDOL 2769796 | 0.10% |
| INTERPUBLIC GRP 04.6500 10/01/2028 | 0.10% |
| SHELL INTERNATIONAL FIN USD 02.8750 05/10/2026 | 0.10% |
| AMERICAN TOWER CORP 02.7000 04/15/2031 | 0.10% |
| DNB BANK ASA P/P 144A 02.1500 12/02/2022 | 0.10% |
| ORACLE CORP 04.0000 11/15/2047 | 0.10% |
| DEUTSCHE BOERSE AG SEDOL 7021963 | 0.10% |
| IVORY COAST REGS 06.1250 06/15/2033 | 0.10% |
| SOUTHERN CO/THE SEDOL 2829601 | 0.10% |
| CF INDUSTRIES INC 04.9500 06/01/2043 | 0.10% |
| MODERNA INC SEDOL BGSXTS3 | 0.10% |
| TARGA RESOURCES CORP SEDOL B55PZY3 | 0.10% |
| GOLDMAN SACHS GROUP INC 04.2230 05/01/2029 | 0.10% |
| UNITED MEXICAN STATES USD 05.5500 01/21/2045 | 0.10% |
| WEYERHAEUSER CO SEDOL 2958936 | 0.10% |
| NIKE INC -CL B SEDOL 2640147 | 0.10% |
| TORONTO-DOMINION BANK USD 01.9000 12/01/2022 | 0.10% |
| AGILENT TECHNOLOGIES INC SEDOL 2520153 | 0.09% |
| AIR LEASE CORP 03.2500 10/01/2029 | 0.09% |
| MARVELL TECHNOLOGY INC SEDOL BNKJSM5 | 0.09% |
| T-MOBILE USA INC 02.2500 11/15/2031 | 0.09% |
| THALES SA SEDOL 4162791 | 0.09% |
| CANADIAN PACIFIC RAILWAY USD 01.7500 12/02/2026 | 0.09% |
| WESTLAKE CORP 03.1250 08/15/2051 | 0.09% |
| DEXCOM INC SEDOL B0796X4 | 0.09% |
| FHR 5138 YI IO 04.5000 12/25/2049 | 0.09% |
| MITSUBISHI UFJ FINANCIAL GRO SEDOL 6335171 | 0.09% |
| ANHEUSER-BUSCH INBEV WOR 04.6000 04/15/2048 | 0.09% |
| APPLIED MATERIALS INC SEDOL 2046552 | 0.09% |
| CCO HOLDINGS LLC P/P 144A 05.3750 06/01/2029 | 0.09% |
| PUBLICIS GROUPE SEDOL 4380429 | 0.09% |
| REP OF INDONESIA P/P 144A 04.3500 01/08/2027 | 0.09% |
| CHARTER COMMUNICATIONS INC-A SEDOL BZ6VT82 | 0.09% |
| CK HUTCHISON HOLDINGS LTD SEDOL BW9P816 | 0.09% |
| FHR 5127 AI IO 03.0000 06/25/2051 | 0.09% |
| HALLIBURTON CO SEDOL 2405302 | 0.09% |
| PULTEGROUP INC SEDOL 2708841 | 0.09% |
| NORTHROP GRUMMAN CORP 03.2500 01/15/2028 | 0.09% |
| SALESFORCE INC SEDOL 2310525 | 0.09% |
| US BANCORP 02.4910 11/03/2036 | 0.09% |
| VERIZON COMMUNICATIONS 03.7000 03/22/2061 | 0.09% |
| 1.3265 R ISWP SOFRRATE P 01/03/2032 | 0.09% |
| FNMA FN30 AS7003 UMBS 03.0000 04/01/2046 | 0.09% |
| KEURIG DR PEPPER INC SEDOL BD3W133 | 0.09% |
| LULULEMON ATHLETICA INC SEDOL B23FN39 | 0.09% |
| PETROLEOS MEXICANOS USD 06.7000 02/16/2032 | 0.09% |
| REPUBLIC OF INDONESIA REGS 04.7500 01/08/2026 | 0.09% |
| ENERGY TRANSFER LP 06.6250 02/15/2028 | 0.09% |
| HILTON WORLDWIDE HOLDINGS IN SEDOL BYVMW06 | 0.09% |
| ORACLE CORP 02.5000 10/15/2022 | 0.09% |
| TJX COMPANIES INC SEDOL 2989301 | 0.09% |
| ALLIANZ SE-REG SEDOL 5231485 | 0.08% |
| ASML HOLDING NV SEDOL B929F46 | 0.08% |
| CAPITAL ONE FINANCIAL CORP SEDOL 2654461 | 0.08% |
| MITSUBISHI CORP SEDOL 6596785 | 0.08% |
| VERIZON COMMUNICATIONS 04.4000 11/01/2034 | 0.08% |
| CAS 2016-C04 1M2 04.7066 01/25/2029 | 0.08% |
| D.R. HORTON INC 01.3000 10/15/2026 | 0.08% |
| IDEXX LABORATORIES INC SEDOL 2459202 | 0.08% |
| L OREAL SEDOL 4057808 | 0.08% |
| NESTLE HOLDINGS INC P/P 144A 00.3750 01/15/2024 | 0.08% |
| APOLLO GLOBAL MANAGEMENT INC SEDOL BN44JF6 | 0.08% |
| BOOKING HOLDINGS INC SEDOL BDRXDB4 | 0.08% |
| BOSTON PROPERTIES INC SEDOL 2019479 | 0.08% |
| BRISTOL-MYERS 02.9000 07/26/2024 | 0.08% |
| TENET HEALTHCARE P/P 144A 04.8750 01/01/2026 | 0.08% |
| BANK OF IRELAND GROUP PLC SEDOL BD1RP61 | 0.08% |
| BNP PARIBAS SEDOL 7309681 | 0.08% |
| CUBESMART SEDOL B6SW913 | 0.08% |
| ELMW8 2021-1A B1 144A 01.8040 01/20/2034 | 0.08% |
| MOLINA HEALTHCARE INC SEDOL 2212706 | 0.08% |
| SERVICENOW INC SEDOL B80NXX8 | 0.08% |
| T-MOBILE USA INC 03.7500 04/15/2027 | 0.08% |
| 1.85 R ISWP FWD SOFR P 06/15/2027 | 0.08% |
| ALLY FINANCIAL INC 08.0000 11/01/2031 | 0.08% |
| CHARTER COMM OPT LLC 06.4840 10/23/2045 | 0.08% |
| COMCAST CORP 03.9690 11/01/2047 | 0.08% |
| FHR 5094 AI IO 03.0000 04/25/2041 | 0.08% |
| FIRST-CITIZENS BANK/TRST 06.1250 03/09/2028 | 0.08% |
| INTUITIVE SURGICAL INC SEDOL 2871301 | 0.08% |
| BRISTOL-MYERS SQUIBB CO SEDOL 2126335 | 0.08% |
| DBUBS 2011-LC3A D 144A 05.3887 08/10/2044 | 0.08% |
| FHR 5152 IE IO 03.5000 10/25/2051 | 0.08% |
| KEURIG DR PEPPER INC 02.2500 03/15/2031 | 0.08% |
| MRAIT 2020-2 A2 01.4306 08/15/2022 | 0.08% |
| MRAIT 2021-8 A2X 01.3806 05/15/2022 | 0.08% |
| ORACLE CORP SEDOL 2661568 | 0.08% |
| RAYTHEON TECH CORP 04.1250 11/16/2028 | 0.08% |
| UBS GROUP AG-REG SEDOL BRJL176 | 0.08% |
| AMEREN CORPORATION SEDOL 2050832 | 0.08% |
| DUKE ENERGY CORP 03.1500 08/15/2027 | 0.08% |
| FHR 5162 HI IO 04.0000 11/25/2051 | 0.08% |
| KINDER MORGAN INC SEDOL B3NQ4P8 | 0.08% |
| MORGAN STANLEY 04.3750 01/22/2047 | 0.08% |
| PAYPAL HOLDINGS INC SEDOL BYW36M8 | 0.08% |
| STARBUCKS CORP SEDOL 2842255 | 0.08% |
| AGCO CORP SEDOL 2010278 | 0.08% |
| SHERWIN-WILLIAMS CO/THE SEDOL 2804211 | 0.08% |
| TORONTO-DOMINION BANK USD 03.6250 09/15/2031 | 0.08% |
| CAS 2015-C04 2M2 06.0066 04/25/2028 | 0.08% |
| JERONIMO MARTINS SEDOL B1Y1SQ7 | 0.08% |
| CITRIX SYSTEMS INC 01.2500 03/01/2026 | 0.08% |
| FAIRFAX FINL HLDGS USD 04.8500 04/17/2028 | 0.08% |
| GNR 2021-117 MI IO 03.5000 05/20/2042 | 0.08% |
| LIFE STORAGE INC SEDOL BDCSFJ6 | 0.08% |
| NETFLIX INC. 05.8750 11/15/2028 | 0.08% |
| RIO TINTO PLC SEDOL 0718875 | 0.08% |
| CAS 2016-C05 2M2 04.9066 01/25/2029 | 0.08% |
| RENESAS ELECTRONICS CORP SEDOL 6635677 | 0.08% |
| SUMITOMO TR&BK P/P 144A 00.8000 09/12/2023 | 0.08% |
| BP CAPITAL MARKETS PLC USD 03.2790 09/19/2027 | 0.07% |
| BRISTOL-MYERS 03.2500 02/20/2023 | 0.07% |
| CAS 2015-C04 1M2 06.1566 04/25/2028 | 0.07% |
| COCA-COLA EUROPACIFIC PARTNE SEDOL BYQQ3P5 | 0.07% |
| FNR 2020-67 JI IO 04.0000 09/25/2050 | 0.07% |
| LNSTR 2015-3 B P/P 144A 03.1649 04/20/2048 | 0.07% |
| BANCO SANTANDER SA SEDOL 5705946 | 0.07% |
| BIOGEN INC 03.6250 09/15/2022 | 0.07% |
| CDX CDX.NA.IG.38 100.0 06/20/2027 | 0.07% |
| LINDE PLC SEDOL BYWD9S5 | 0.07% |
| UNITED RENTALS INC SEDOL 2134781 | 0.07% |
| AMERICAN TOWER CORPORATION 02.7500 01/15/2027 | 0.07% |
| AMGEN INC 02.6000 08/19/2026 | 0.07% |
| BECTON DICKINSON AND CO 01.9570 02/11/2031 | 0.07% |
| BERRY GLOBAL INC 01.5700 01/15/2026 | 0.07% |
| COMCAST CORP 02.3500 01/15/2027 | 0.07% |
| COMM 2014-CR21 AM 03.9870 12/10/2047 | 0.07% |
| FNR 2021-28 GI IO 04.0000 05/25/2051 | 0.07% |
| GSMS 2014-GC22 C 04.6877 06/10/2047 | 0.07% |
| SIRIUS XM RADIO INC P/P 144A 05.0000 08/01/2027 | 0.07% |
| AIA GROUP LTD SEDOL B4TX8S1 | 0.07% |
| ASHTEAD CAPITAL INC P/P 144A 04.3750 08/15/2027 | 0.07% |
| BERKSHIRE HATHAWAY INC-CL B SEDOL 2073390 | 0.07% |
| EOG RESOURCES INC 02.6250 03/15/2023 | 0.07% |
| LIVE NATION ENTERTAINMENT IN SEDOL B0T7YX2 | 0.07% |
| MERCK & CO INC 03.7000 02/10/2045 | 0.07% |
| FHR 5121 KI IO 04.0000 06/25/2051 | 0.07% |
| FHR 5167 IO IO 03.0000 11/25/2051 | 0.07% |
| OTIS WORLDWIDE CORP SEDOL BK531S8 | 0.07% |
| BANK OF AMERICA CORP 02.4960 02/13/2031 | 0.07% |
| IBM CORP 01.8750 08/01/2022 | 0.07% |
| MOODY'S CORPORATION 02.0000 08/19/2031 | 0.07% |
| NETFLIX INC. P/P 144A 04.8750 06/15/2030 | 0.07% |
| ARES CAPITAL CORP 02.8750 06/15/2027 | 0.07% |
| CHIPOTLE MEXICAN GRILL INC SEDOL B0X7DZ3 | 0.07% |
| CONSTELLATION ENERGY SEDOL BMH4FS1 | 0.07% |
| FHR 5024 HI IO 04.5000 10/25/2050 |