Current performance may be lower or higher than the quoted past performance, which cannot guarantee future results. Share price, principal value, and return will vary, and you may have a gain or loss when you sell your shares. Performance assumes reinvestment of distributions and does not account for taxes. The "before sales charge" performance does not reflect the current maximum sales charges, which we explain below. If performance did reflect the charges, it would be lower. The "after sales charge" performance (or returns at public offering price) varies by share class and fund. For class A and class M shares, the current maximum initial sales charges are 5.75% and 3.50% for equity funds and 4.00% and 3.25% for income funds, respectively (with these exceptions: 2.25% for class A of Putnam Floating Rate Income Fund, Short-Term Municipal Income, Short Duration Bond Fund, and Fixed Income Absolute Return Fund). Class B share performance reflects the applicable contingent deferred sales charge (CDSC), which is 5% in the first year, declines to 1% in the sixth year, and is eliminated thereafter (except for Putnam Floating Rate Income Fund, Putnam Short Duration Bond Fund, 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 Growth Fund (Class Y) (PAGYX)
A globally diversified fund pursuing growth
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 capital appreciation.
Strategy and process
- Global benchmarkThe fund starts with a globally diversified benchmark with more efficient exposures relative to a typical 80/20 benchmark.
- Tactical flexibilityThe managers have the ability to tilt overall equity and fixed-income allocations +/-15% and shift exposures within each asset class.
- Active implementationManagers proactively research and determine the most efficient implementation for each asset class.
Fund price and assets |
Yesterday’s close | 52-week high | 52-week low | Net assets and outstanding shares |
|---|---|---|---|---|
| Net asset value |
$17.21
1.89% | $0.32 |
$22.51
11/08/21 |
$16.24
05/12/22 |
Download CSV |
Net assets and outstanding shares
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.
20.56%
Best 5-year annualized return
(for period ending 12/31/99)
-3.41%
Worst 5-year annualized return
(for period ending 03/31/09)
7.65%
Average 5-year annualized return
Fund facts as of 04/30/22
Total net assets
$2,706.34M
$2,706.34M
Turnover (fiscal year end)
168%
168%
Dividend frequency
Annually
Annually
Number of holdings
2469
2469
Fiscal year-end
September
September
CUSIP / Fund code
746444702 / 1843
746444702 / 1843
Inception date
07/14/94
07/14/94
Category
Asset Allocation
Asset Allocation
Open to new investors
Ticker
PAGYX
PAGYX
Management team
Co-Chief Investment Officer, Global Asset Allocation
Co-Chief Investment Officer, Global Asset Allocation
Portfolio Manager
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 03/31/22
Annual performance as of 03/31/22
Annualized Total return (%) as of 03/31/22
| Annualized performance | 1 yr. | 3 yrs. | 5 yrs. | 10 yrs. |
|---|---|---|---|---|
| Before sales charge | 5.79% | 11.38% | 9.73% | 9.96% |
| After sales charge | N/A | N/A | N/A | N/A |
| Russell 3000 Index | 11.92% | 18.24% | 15.40% | 14.28% |
| Putnam Growth Blended Benchmark | 6.06% | 12.97% | 11.25% | 10.43% |
Performance snapshot
| Before sales charge | After sales charge | ||
|---|---|---|---|
| 1 mt. as of 04/30/22 | -7.24% | - | |
| YTD as of 05/27/22 | -11.38% | - | |
Risk-adjusted performance as of 04/30/22
| Sharpe ratio (3 yrs.) | 0.46 |
|---|
Volatility as of 04/30/22
| Standard deviation (3 yrs.) | 15.18% |
|---|
Fixed income statistics as of 04/30/22
| Average effective duration | 1.25 yrs. |
|---|
Lipper rankings as of 04/30/22
| Time period | Rank/Funds in category | Percentile ranking |
|---|---|---|
| 1 yr. | 228/458 | 50% |
| 3 yrs. | 206/428 | 49% |
| 5 yrs. | 177/409 | 44% |
| 10 yrs. | 28/298 | 10% |
Morningstar Ratings™ as of 04/30/22
| Time period | Funds in category | Morningstar Rating™ |
|---|---|---|
| Overall | 303 | |
| 3 yrs. | 303 | |
| 5 yrs. | 281 | |
| 10 yrs. | 205 |
Distributions
| Record/Ex dividend date | 12/16/21 |
|---|---|
| Payable date | 12/20/21 |
| Income | $0.338 |
| Extra income | -- |
| Short-term cap. gain | $0.86 |
| Long-term cap. gain | $1.707 |
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
| Apple Inc Sedol 2046251 | 3.21% |
|---|---|
| Microsoft Corp Sedol 2588173 | 2.92% |
| Amazon.Com Inc Sedol 2000019 | 1.58% |
| Alphabet Inc-Cl A Sedol Byvy8g0 | 1.29% |
| Fnma Fn30 Tba Umbs 03.5000 06/01/2052 | 1.25% |
| Nvidia Corp Sedol 2379504 | 0.91% |
| Jpmorgan Chase & Co Sedol 2190385 | 0.88% |
| Walmart Inc Sedol 2936921 | 0.85% |
| Tesla Inc Sedol B616c79 | 0.80% |
| Merck & Co. Inc. Sedol 2778844 | 0.79% |
| Top 10 holdings, percent of portfolio | 14.48% |
| Top 10 holdings as of 04/30/22 | |
|---|---|
| Apple Inc Sedol 2046251 | |
| Microsoft Corp Sedol 2588173 | |
| Amazon.Com Inc Sedol 2000019 | |
| Alphabet Inc-Cl A Sedol Byvy8g0 | |
| Fnma Fn30 Tba Umbs 03.5000 06/01/2052 | |
| Nvidia Corp Sedol 2379504 | |
| Jpmorgan Chase & Co Sedol 2190385 | |
| Walmart Inc Sedol 2936921 | |
| Tesla Inc Sedol B616c79 | |
| Merck & Co. Inc. Sedol 2778844 | |
| Holdings represent 14.48% of portfolio | |
| Top 10 holdings as of 03/31/22 | |
|---|---|
| Apple Inc Sedol 2046251 | |
| Microsoft Corp Sedol 2588173 | |
| Amazon.Com Inc Sedol 2000019 | |
| Fnma Fn30 Tba Umbs 03.5000 05/01/2052 | |
| Alphabet Inc-Cl A Sedol Byvy8g0 | |
| Nvidia Corp Sedol 2379504 | |
| Tesla Inc Sedol B616c79 | |
| Jpmorgan Chase & Co Sedol 2190385 | |
| Fnma Fn30 Tba Umbs 04.0000 05/01/2052 | |
| Walmart Inc Sedol 2936921 | |
| Holdings represent 15.94% of portfolio | |
| Top 10 holdings as of 02/28/22 | |
|---|---|
| Apple Inc Sedol 2046251 | |
| Microsoft Corp Sedol 2588173 | |
| Amazon.Com Inc Sedol 2000019 | |
| Alphabet Inc-Cl A Sedol Byvy8g0 | |
| Fnma Fn30 Tba Umbs 03.5000 03/01/2052 | |
| Fnma Fn30 Tba Umbs 03.0000 03/01/2052 | |
| Nvidia Corp Sedol 2379504 | |
| Jpmorgan Chase & Co Sedol 2190385 | |
| Fnma Fn15 Tba Umbs 02.5000 03/01/2037 | |
| Walmart Inc Sedol 2936921 | |
| Holdings represent 15.55% of portfolio | |
| Top 10 holdings as of 01/31/22 | |
|---|---|
| Apple Inc Sedol 2046251 | |
| Microsoft Corp Sedol 2588173 | |
| Amazon.Com Inc Sedol 2000019 | |
| Alphabet Inc-Cl A Sedol Byvy8g0 | |
| Nvidia Corp Sedol 2379504 | |
| Jpmorgan Chase & Co Sedol 2190385 | |
| Citigroup Inc Sedol 2297907 | |
| Fnma Fn15 Tba Umbs 02.5000 02/01/2037 | |
| Fnma Fn30 Tba Umbs 03.0000 03/01/2052 | |
| Accenture Plc-Cl A Sedol B4bnmy3 | |
| Holdings represent 14.89% of portfolio | |
| GSGLPWDL R SOFR P 12/15/25 GS | 4.05% |
|---|---|
| S&P500 EMINI FUT JUN22 ESM2 | 3.48% |
| APPLE INC SEDOL 2046251 | 3.21% |
| MICROSOFT CORP SEDOL 2588173 | 2.92% |
| US 2YR NOTE (CBT) JUN22 TUM2 | 2.03% |
| US 5YR NOTE (CBT) JUN22 FVM2 | 1.99% |
| AMAZON.COM INC SEDOL 2000019 | 1.58% |
| ALPHABET INC-CL A SEDOL BYVY8G0 | 1.29% |
| FNMA FN30 TBA UMBS 03.5000 06/01/2052 | 1.25% |
| US 10YR NOTE (CBT)JUN22 TYM2 | 1.21% |
| US ULTRA BOND CBT JUN22 WNM2 | 0.97% |
| NVIDIA CORP SEDOL 2379504 | 0.91% |
| JPMORGAN CHASE & CO SEDOL 2190385 | 0.88% |
| WALMART INC SEDOL 2936921 | 0.85% |
| TESLA INC SEDOL B616C79 | 0.80% |
| MERCK & CO. INC. SEDOL 2778844 | 0.79% |
| FNMA FN15 TBA UMBS 02.5000 05/01/2036 | 0.78% |
| ACCENTURE PLC-CL A SEDOL B4BNMY3 | 0.74% |
| FNMA FN30 TBA UMBS 04.5000 06/01/2052 | 0.71% |
| S&P GSCI ER INDEX | 0.66% |
| QUALCOMM INC SEDOL 2714923 | 0.63% |
| ALPHABET INC-CL C SEDOL BYY88Y7 | 0.61% |
| FNMA FN30 TBA UMBS 03.0000 06/01/2052 | 0.59% |
| INTUIT INC SEDOL 2459020 | 0.59% |
| FNMA FN30 TBA UMBS 02.5000 05/01/2052 | 0.57% |
| GOLDMAN SACHS GROUP INC SEDOL 2407966 | 0.56% |
| ABBVIE INC SEDOL B92SR70 | 0.56% |
| BPCE SA 05571CE64 DCP 05/06/2022 | 0.55% |
| CITIGROUP INC SEDOL 2297907 | 0.55% |
| MSCI EAFE JUN22 MFSM2 | 0.55% |
| PROCTER & GAMBLE CO/THE SEDOL 2704407 | 0.54% |
| BOOKING HOLDINGS INC SEDOL BDRXDB4 | 0.52% |
| US LONG BOND(CBT) JUN22 USM2 | 0.51% |
| NATIONWIDE BUILDING SOCIETY 6385E1E64 DCP 05/06/2022 | 0.50% |
| LLOYDS BANK PLC 53943SFE2 DCP 06/14/2022 | 0.50% |
| TARGET CORP SEDOL 2259101 | 0.50% |
| ADOBE INC SEDOL 2008154 | 0.49% |
| O'REILLY AUTOMOTIVE INC SEDOL B65LWX6 | 0.49% |
| E-MINI RUSS 2000 JUN22 RTYM2 | 0.48% |
| CRC FUNDING LLC 12619UGC9 DCP 07/12/2022 | 0.46% |
| GNMA GII30 TBA 03.0000 05/01/2052 | 0.46% |
| ELI LILLY & CO SEDOL 2516152 | 0.44% |
| FNMA FN30 TBA UMBS 04.0000 05/01/2052 | 0.44% |
| MCKESSON CORP SEDOL 2378534 | 0.44% |
| CORTEVA INC SEDOL BK73B42 | 0.43% |
| SHELL PLC SEDOL BP6MXD8 | 0.43% |
| EXXON MOBIL CORP SEDOL 2326618 | 0.42% |
| UNION PACIFIC CORP SEDOL 2914734 | 0.41% |
| ABBOTT LABORATORIES SEDOL 2002305 | 0.41% |
| JOHNSON CONTROLS INTERNATION SEDOL BY7QL61 | 0.41% |
| CADENCE DESIGN SYS INC SEDOL 2302232 | 0.38% |
| TAIWAN SEMICONDUCTOR MANUFAC SEDOL 6889106 | 0.38% |
| VERTEX PHARMACEUTICALS INC SEDOL 2931034 | 0.37% |
| AMERICAN ELECTRIC POWER SEDOL 2026242 | 0.37% |
| PHILIP MORRIS INTERNATIONAL SEDOL B2PKRQ3 | 0.36% |
| META PLATFORMS INC-CLASS A SEDOL B7TL820 | 0.36% |
| BANK OF AMERICA CORP SEDOL 2295677 | 0.36% |
| MASTERCARD INC - A SEDOL B121557 | 0.34% |
| COCA-COLA CO/THE SEDOL 2206657 | 0.34% |
| CONOCOPHILLIPS | 0.32% |
| NORTHROP GRUMMAN CORP SEDOL 2648806 | 0.32% |
| CISCO SYSTEMS INC SEDOL 2198163 | 0.31% |
| DIAGEO PLC SEDOL 0237400 | 0.30% |
| ANTHEM INC SEDOL BSPHGL4 | 0.30% |
| AMERICAN TOWER CORP SEDOL B7FBFL2 | 0.30% |
| UNITEDHEALTH GROUP INC SEDOL 2917766 | 0.30% |
| REGENERON PHARMACEUTICALS SEDOL 2730190 | 0.29% |
| VISA INC-CLASS A SHARES SEDOL B2PZN04 | 0.28% |
| DANAHER CORP SEDOL 2250870 | 0.28% |
| METLIFE INC SEDOL 2573209 | 0.28% |
| COLGATE-PALMOLIVE CO SEDOL 2209106 | 0.28% |
| CSX CORP SEDOL 2160753 | 0.27% |
| VALERO ENERGY CORP SEDOL 2041364 | 0.27% |
| JOHNSON & JOHNSON SEDOL 2475833 | 0.27% |
| SAMSUNG ELECTRONICS CO LTD SEDOL 6771720 | 0.26% |
| ROCHE HOLDING AG-GENUSSCHEIN SEDOL 7110388 | 0.26% |
| PALO ALTO NETWORKS INC SEDOL B87ZMX0 | 0.26% |
| SYNOPSYS INC SEDOL 2867719 | 0.26% |
| FREEPORT-MCMORAN INC SEDOL 2352118 | 0.26% |
| HONEYWELL INTERNATIONAL INC SEDOL 2020459 | 0.26% |
| AUTOZONE INC SEDOL 2065955 | 0.25% |
| SONY GROUP CORP SEDOL 6821506 | 0.25% |
| DBS GROUP HOLDINGS LTD SEDOL 6175203 | 0.25% |
| CRH PLC SEDOL 4182249 | 0.24% |
| COSTCO WHOLESALE CORP SEDOL 2701271 | 0.24% |
| TREASURY BILL 00.0000 06/21/2022 | 0.24% |
| GENERAL DYNAMICS CORP SEDOL 2365161 | 0.24% |
| UNIVERSAL MUSIC GROUP NV SEDOL BNZGVV1 | 0.24% |
| AT&T INC SEDOL 2831811 | 0.23% |
| AIA GROUP LTD SEDOL B4TX8S1 | 0.23% |
| TENCENT HOLDINGS LTD SEDOL BMMV2K8 | 0.23% |
| FORD MOTOR CO SEDOL 2615468 | 0.23% |
| MERCK KGAA SEDOL 4741844 | 0.22% |
| PEPSICO INC SEDOL 2681511 | 0.22% |
| RAYTHEON TECHNOLOGIES CORP SEDOL BM5M5Y3 | 0.22% |
| NOVO NORDISK A/S-B SEDOL BHC8X90 | 0.22% |
| FNMA FN30 TBA UMBS 04.0000 06/01/2052 | 0.22% |
| ASTRAZENECA PLC SEDOL 0989529 | 0.22% |
| TREASURY BILL 00.0000 05/19/2022 | 0.22% |
| NOVARTIS AG-REG SEDOL 7103065 | 0.22% |
| CHEVRON CORP | 0.22% |
| LVMH MOET HENNESSY LOUIS VUI SEDOL 4061412 | 0.21% |
| BRENNTAG SE SEDOL B4YVF56 | 0.21% |
| HOYA CORP SEDOL 6441506 | 0.21% |
| TATA CONSULTANCY SVS LTD SEDOL B01NPJ1 | 0.21% |
| ASTRAZENECA PLC-SPONS ADR SEDOL 2989044 | 0.21% |
| CAPGEMINI SE SEDOL 4163437 | 0.21% |
| NRG ENERGY INC SEDOL 2212922 | 0.21% |
| COMCAST CORP-CLASS A SEDOL 2044545 | 0.21% |
| PFIZER INC SEDOL 2684703 | 0.21% |
| FNMA FN30 CA8525 UMBS 02.5000 12/01/2050 | 0.20% |
| LOCKHEED MARTIN CORP SEDOL 2522096 | 0.20% |
| IQVIA HOLDINGS INC SEDOL BDR73G1 | 0.20% |
| ANGLO AMERICAN PLC SEDOL B1XZS82 | 0.20% |
| EXELON CORP SEDOL 2670519 | 0.20% |
| VERIZON COMMUNICATIONS INC SEDOL 2090571 | 0.20% |
| THERMO FISHER SCIENTIFIC INC SEDOL 2886907 | 0.20% |
| ASML HOLDING NV SEDOL B929F46 | 0.20% |
| DEUTSCHE POST AG-REG SEDOL 4617859 | 0.20% |
| MEDTRONIC PLC SEDOL BTN1Y11 | 0.20% |
| GNMA GII30 MA6766 03.0000 07/20/2050 | 0.19% |
| GAMING AND LEISURE PROPERTIE SEDOL BFPK4S5 | 0.19% |
| COMPAGNIE DE SAINT-GOBAIN SEDOL 7380482 | 0.19% |
| SHELL PLC SEDOL BP6MXT4 | 0.19% |
| GARTNER INC SEDOL 2372763 | 0.19% |
| ICICI BANK LTD SEDOL BSZ2BY7 | 0.19% |
| AMERIPRISE FINANCIAL INC SEDOL B0J7D57 | 0.18% |
| SNOWFLAKE INC-CLASS A SEDOL BN134B7 | 0.18% |
| HOME DEPOT INC SEDOL 2434209 | 0.18% |
| CROWN CASTLE INTL CORP SEDOL BTGQCX1 | 0.18% |
| PNC FINANCIAL SERVICES GROUP SEDOL 2692665 | 0.18% |
| RELIANCE INDUSTRIES LTD SEDOL 6099626 | 0.18% |
| LONZA GROUP AG-REG SEDOL 7333378 | 0.18% |
| DEERE & CO SEDOL 2261203 | 0.18% |
| MARATHON OIL CORP SEDOL 2910970 | 0.18% |
| NIKE INC -CL B SEDOL 2640147 | 0.18% |
| TREASURY BILL 00.0000 06/02/2022 | 0.18% |
| KEURIG DR PEPPER INC SEDOL BD3W133 | 0.18% |
| SOUTHWEST AIRLINES CO SEDOL 2831543 | 0.18% |
| AMERICAN INTERNATIONAL GROUP SEDOL 2027342 | 0.17% |
| AMETEK INC SEDOL 2089212 | 0.17% |
| BJ'S WHOLESALE CLUB HOLDINGS SEDOL BFZNZF8 | 0.17% |
| UBER TECHNOLOGIES INC SEDOL BK6N347 | 0.17% |
| DEUTSCHE BOERSE AG SEDOL 7021963 | 0.17% |
| AXA SA SEDOL 7088429 | 0.17% |
| PUBLICIS GROUPE SEDOL 4380429 | 0.17% |
| FHLMC FR30 ZS4750 UMBS 03.0000 01/01/2048 | 0.16% |
| FORTIVE CORP SEDOL BYT3MK1 | 0.16% |
| FIDELITY NATIONAL INFO SERV SEDOL 2769796 | 0.16% |
| GENERAL MOTORS CO SEDOL B665KZ5 | 0.16% |
| ALLIANZ SE-REG SEDOL 5231485 | 0.16% |
| MITSUBISHI UFJ FINANCIAL GRO SEDOL 6335171 | 0.16% |
| BANK CENTRAL ASIA TBK PT SEDOL B01C1P6 | 0.16% |
| CK HUTCHISON HOLDINGS LTD SEDOL BW9P816 | 0.16% |
| SHERWIN-WILLIAMS CO/THE SEDOL 2804211 | 0.16% |
| ASSURED GUARANTY LTD SEDOL B00V7H8 | 0.15% |
| EATON CORP PLC SEDOL B8KQN82 | 0.15% |
| EDWARDS LIFESCIENCES CORP SEDOL 2567116 | 0.15% |
| HILTON WORLDWIDE HOLDINGS IN SEDOL BYVMW06 | 0.15% |
| PULTEGROUP INC SEDOL 2708841 | 0.15% |
| EASTMAN CHEMICAL CO SEDOL 2298386 | 0.15% |
| GNMA GII30 MA6932 03.0000 10/20/2050 | 0.15% |
| ALINMA BANK SEDOL B39NWT3 | 0.15% |
| L OREAL SEDOL 4057808 | 0.15% |
| SERVICENOW INC SEDOL B80NXX8 | 0.15% |
| MITSUBISHI CORP SEDOL 6596785 | 0.15% |
| ALIBABA GROUP HOLDING LTD SEDOL BK6YZP5 | 0.14% |
| DUPONT DE NEMOURS INC SEDOL BK0VN47 | 0.14% |
| LULULEMON ATHLETICA INC SEDOL B23FN39 | 0.14% |
| ADVANCED MICRO DEVICES SEDOL 2007849 | 0.14% |
| SANOFI SEDOL 5671735 | 0.14% |
| REPUBLIC SERVICES INC SEDOL 2262530 | 0.14% |
| ATLASSIAN CORP PLC-CLASS A SEDOL BZ09BD1 | 0.14% |
| BNP PARIBAS SEDOL 7309681 | 0.14% |
| COCA-COLA EUROPACIFIC PARTNE SEDOL BYQQ3P5 | 0.14% |
| EQUITABLE HOLDINGS INC SEDOL BKRMR96 | 0.14% |
| INTUITIVE SURGICAL INC SEDOL 2871301 | 0.14% |
| UBS GROUP AG-REG SEDOL BRJL176 | 0.14% |
| WEYERHAEUSER CO SEDOL 2958936 | 0.14% |
| ALLY FINANCIAL INC SEDOL B72XK05 | 0.13% |
| BANK OF IRELAND GROUP PLC SEDOL BD1RP61 | 0.13% |
| RIO TINTO PLC SEDOL 0718875 | 0.13% |
| LINDE PLC SEDOL BYWD9S5 | 0.13% |
| BOSTON PROPERTIES INC SEDOL 2019479 | 0.13% |
| NESTLE SA-REG SEDOL 7123870 | 0.13% |
| THALES SA SEDOL 4162791 | 0.13% |
| ASAHI GROUP HOLDINGS LTD SEDOL 6054409 | 0.13% |
| KDDI CORP SEDOL 6248990 | 0.12% |
| APPLIED MATERIALS INC SEDOL 2046552 | 0.12% |
| FNMA FN30 FM4328 UMBS 02.5000 09/01/2050 | 0.12% |
| KB FINANCIAL GROUP INC SEDOL B3DF0Y6 | 0.12% |
| CAPITAL ONE FINANCIAL CORP SEDOL 2654461 | 0.12% |
| DEXCOM INC SEDOL B0796X4 | 0.12% |
| GNMA GII30 MA6820 03.0000 08/20/2050 | 0.12% |
| PINTEREST INC- CLASS A SEDOL BJ2Z0H2 | 0.12% |
| BANCO SANTANDER SA SEDOL 5705946 | 0.12% |
| CBRE GROUP INC - A SEDOL B6WVMH3 | 0.12% |
| HCA HEALTHCARE INC SEDOL B4MGBG6 | 0.12% |
| TARGA RESOURCES CORP SEDOL B55PZY3 | 0.12% |
| WALMART DE MEXICO SAB DE CV SEDOL BW1YVH8 | 0.12% |
| MARVELL TECHNOLOGY INC SEDOL BNKJSM5 | 0.12% |
| ORACLE CORP SEDOL 2661568 | 0.12% |
| BP PLC SEDOL 0798059 | 0.12% |
| PURE STORAGE INC - CLASS A SEDOL BYZ62T3 | 0.12% |
| CHARTER COMMUNICATIONS INC-A SEDOL BZ6VT82 | 0.12% |
| JERONIMO MARTINS SEDOL B1Y1SQ7 | 0.12% |
| SALESFORCE INC SEDOL 2310525 | 0.12% |
| FNMA FN30 TBA UMBS 06.0000 05/01/2052 | 0.12% |
| LONDON STOCK EXCHANGE GROUP SEDOL B0SWJX3 | 0.12% |
| AMEREN CORPORATION SEDOL 2050832 | 0.12% |
| EQUINOR ASA SEDOL 7133608 | 0.12% |
| GOODMAN GROUP SEDOL B03FYZ4 | 0.12% |
| TJX COMPANIES INC SEDOL 2989301 | 0.12% |
| AES CORP SEDOL 2002479 | 0.11% |
| NINTENDO CO LTD SEDOL 6639550 | 0.11% |
| LIVE NATION ENTERTAINMENT IN SEDOL B0T7YX2 | 0.11% |
| APOLLO GLOBAL MANAGEMENT INC SEDOL BN44JF6 | 0.11% |
| BRISTOL-MYERS SQUIBB CO SEDOL 2126335 | 0.11% |
| HANA FINANCIAL GROUP SEDOL B0RNRF5 | 0.11% |
| UNITED RENTALS INC SEDOL 2134781 | 0.11% |
| RENESAS ELECTRONICS CORP SEDOL 6635677 | 0.11% |
| WESFARMERS LTD SEDOL 6948836 | 0.11% |
| AGILENT TECHNOLOGIES INC SEDOL 2520153 | 0.11% |
| BANK LEUMI LE-ISRAEL SEDOL 6076425 | 0.11% |
| CONSTELLATION ENERGY SEDOL BMH4FS1 | 0.11% |
| KONINKLIJKE AHOLD DELHAIZE N SEDOL BD0Q398 | 0.11% |
| ARAMARK SEDOL BH3XG17 | 0.11% |
| GLAXOSMITHKLINE PLC SEDOL 0925288 | 0.11% |
| CHIPOTLE MEXICAN GRILL INC SEDOL B0X7DZ3 | 0.11% |
| ERICSSON LM-B SHS SEDOL 5959378 | 0.11% |
| PPG INDUSTRIES INC SEDOL 2698470 | 0.11% |
| HALLIBURTON CO SEDOL 2405302 | 0.10% |
| UNITED OVERSEAS BANK LTD SEDOL 6916781 | 0.10% |
| SONIC HEALTHCARE LTD SEDOL 6821120 | 0.10% |
| BANCO BILBAO VIZCAYA ARGENTA SEDOL 5501906 | 0.10% |
| ESTEE LAUDER COMPANIES-CL A SEDOL 2320524 | 0.10% |
| IDEXX LABORATORIES INC SEDOL 2459202 | 0.10% |
| SHIN-ETSU CHEMICAL CO LTD SEDOL 6804585 | 0.10% |
| NIPPON TELEGRAPH & TELEPHONE SEDOL 6641373 | 0.10% |
| OTIS WORLDWIDE CORP SEDOL BK531S8 | 0.10% |
| SCHNEIDER ELECTRIC SE SEDOL 4834108 | 0.10% |
| TELSTRA CORP LTD SEDOL 6087289 | 0.10% |
| CUBESMART SEDOL B6SW913 | 0.10% |
| FERGUSON PLC SEDOL BJVNSS4 | 0.10% |
| BHP GROUP LTD SEDOL 6144690 | 0.10% |
| FORTUM OYJ SEDOL 5579550 | 0.10% |
| MODERNA INC SEDOL BGSXTS3 | 0.10% |
| TOTVS SA SEDOL B10LQP6 | 0.10% |
| HERMES INTERNATIONAL SEDOL 5253973 | 0.09% |
| KINDER MORGAN INC SEDOL B3NQ4P8 | 0.09% |
| LIFE STORAGE INC SEDOL BDCSFJ6 | 0.09% |
| ICON PLC SEDOL B94G471 | 0.09% |
| CHINA MENGNIU DAIRY CO SEDOL B01B1L9 | 0.09% |
| INVESTOR AB-B SHS SEDOL BMV7PQ4 | 0.09% |
| BERKSHIRE HATHAWAY INC-CL B SEDOL 2073390 | 0.09% |
| MOLINA HEALTHCARE INC SEDOL 2212706 | 0.09% |
| PARTNERS GROUP HOLDING AG SEDOL B119QG0 | 0.09% |
| STELLANTIS NV SEDOL BMD8F98 | 0.09% |
| T-MOBILE US INC SEDOL B94Q9V0 | 0.09% |
| T-MOBILE US INC P/P 144A 05.2500 CV PFD | 0.09% |
| THOMSON REUTERS CORP SEDOL BFXPTB0 | 0.09% |
| COLES GROUP LTD SEDOL BYWR0T5 | 0.09% |
| IMPERIAL BRANDS PLC SEDOL 0454492 | 0.09% |
| ENTERPRISE PRODUCTS PARTNERS SEDOL 2285388 | 0.09% |
| COGECO COMMUNICATIONS INC SEDOL BZCDFX9 | 0.09% |
| MARATHON PETROLEUM CORP SEDOL B3K3L40 | 0.08% |
| SANDVIK AB SEDOL B1VQ252 | 0.08% |
| MSCI INC SEDOL B2972D2 | 0.08% |
| PRUDENTIAL PLC SEDOL 0709954 | 0.08% |
| STARBUCKS CORP SEDOL 2842255 | 0.08% |
| NAVER CORP SEDOL 6560393 | 0.08% |
| TEXTRON INC SEDOL 2885937 | 0.08% |
| APOLLO HOSPITALS ENTERPRISE SEDOL 6273583 | 0.08% |
| CK ASSET HOLDINGS LTD SEDOL BYZQ077 | 0.08% |
| RHEINMETALL AG SEDOL 5334588 | 0.08% |
| TEXAS INSTRUMENTS INC SEDOL 2885409 | 0.08% |
| YAMAHA MOTOR CO LTD SEDOL 6985264 | 0.08% |
| AVIVA PLC SEDOL 0216238 | 0.08% |
| EAST WEST BANCORP INC SEDOL 2487407 | 0.08% |
| DAIKIN INDUSTRIES LTD SEDOL 6250724 | 0.08% |
| SPX 20220617 P 3500.00JPMCB | 0.08% |
| CNH INDUSTRIAL NV SEDOL BDSV2V0 | 0.08% |
| SCHWAB (CHARLES) CORP SEDOL 2779397 | 0.08% |
| PORSCHE AUTOMOBIL HLDG-PRF SEDOL 7101069 | 0.08% |
| WASTE CONNECTIONS INC SEDOL BYVG1F6 | 0.07% |
| FNMA FN30 BQ1269 UMBS 02.5000 08/01/2050 | 0.07% |
| GENUINE PARTS CO SEDOL 2367480 | 0.07% |
| NXP SEMICONDUCTORS NV SEDOL B505PN7 | 0.07% |
| VONTIER CORP SEDOL BH4GV32 | 0.07% |
| AVERY DENNISON CORP SEDOL 2066408 | 0.07% |
| DANAHER CORP 05.0000 CV PFD | 0.07% |
| NIPPON YUSEN KABUSHIKI KAISH SEDOL 6643960 | 0.07% |
| NOMURA RESEARCH INSTITUTE LT SEDOL 6390921 | 0.07% |
| TREASURY BILL 00.0000 06/09/2022 | 0.07% |
| BLUESCOPE STEEL LTD SEDOL 6533232 | 0.07% |
| SAGE GROUP PLC/THE SEDOL B8C3BL0 | 0.07% |
| EIFFAGE SEDOL B13X013 | 0.07% |
| BOOZ ALLEN HAMILTON HOLDINGS SEDOL B5367T7 | 0.07% |
| PAYPAL HOLDINGS INC SEDOL BYW36M8 | 0.07% |
| STATE STREET CORP SEDOL 2842040 | 0.07% |
| DAIWA HOUSE INDUSTRY CO LTD SEDOL 6251363 | 0.07% |
| EOG RESOURCES INC SEDOL 2318024 | 0.07% |
| EQUIFAX INC SEDOL 2319146 | 0.07% |
| FNMA FN30 MA3563 UMBS 04.0000 01/01/2049 | 0.07% |
| HOLOGIC INC SEDOL 2433530 | 0.07% |
| JD SPORTS FASHION PLC SEDOL BM8Q5M0 | 0.07% |
| KONINKLIJKE KPN NV SEDOL 5956078 | 0.07% |
| NETWORK INTERNATIONAL HOLDIN SEDOL BH3VJ78 | 0.07% |
| 1.85 R ISWP FWD SOFR P 06/15/2027 | 0.06% |
| AIRBNB INC-CLASS A SEDOL BMGYYH4 | 0.06% |
| JAMES HARDIE INDUSTRIES-CDI SEDOL B60QWJ2 | 0.06% |
| WELLS FARGO & COMPANY 03.3500 03/02/2033 | 0.06% |
| DCC PLC SEDOL 0242493 | 0.06% |
| FNMA FN30 FM7985 UMBS 02.5000 07/01/2051 | 0.06% |
| DAI-ICHI LIFE HOLDINGS INC SEDOL B601QS4 | 0.06% |
| KEYCORP SEDOL 2490911 | 0.06% |
| CAE INC SEDOL 2162760 | 0.06% |
| ENTAIN PLC SEDOL B5VQMV6 | 0.06% |
| SYNCHRONY FINANCIAL SEDOL BP96PS6 | 0.06% |
| TECHTRONIC INDUSTRIES CO LTD SEDOL B0190C7 | 0.06% |
| TOKYO GAS CO LTD SEDOL 6895448 | 0.06% |
| ZEBRA TECHNOLOGIES CORP-CL A SEDOL 2989356 | 0.06% |
| FNMA FN30 BT7180 UMBS 02.5000 08/01/2051 | 0.06% |
| INTERCONTINENTAL HOTELS GROU SEDOL BHJYC05 | 0.06% |
| ANGLO AMERICAN PLC SEDOL B1YW0L9 | 0.06% |
| 3I GROUP PLC SEDOL B1YW440 | 0.06% |
| FNMA FN30 FM7741 UMBS 02.5000 05/01/2051 | 0.06% |
| PANDORA A/S SEDOL B44XTX8 | 0.06% |
| FNMA FN30 FM1741 UMBS 04.0000 04/01/2049 | 0.06% |
| SHIMADZU CORP SEDOL 6804369 | 0.06% |
| ALIBABA GROUP HOLDING-SP ADR SEDOL BP41ZD1 | 0.06% |
| MAX HEALTHCARE INSTITUTE LTD SEDOL BMB2291 | 0.06% |
| MTN GROUP LTD SEDOL 6563206 | 0.06% |
| ORACLE CORP JAPAN SEDOL 6141680 | 0.06% |
| RECRUIT HOLDINGS CO LTD SEDOL BQRRZ00 | 0.06% |
| FNMA FN30 AL9859 UMBS 03.0000 03/01/2047 | 0.06% |
| MORGAN STANLEY 03.1250 01/23/2023 | 0.06% |
| MURATA MANUFACTURING CO LTD SEDOL 6610403 | 0.06% |
| STACR 2018-HRP2 M3AS 01.6679 02/25/2047 | 0.06% |
| ARISTOCRAT LEISURE LTD SEDOL 6253983 | 0.06% |
| COVESTRO AG SEDOL BYTBWY9 | 0.06% |
| FERTIGLOBE PLC SEDOL BMXCL70 | 0.06% |
| FHR 5119 IC IO 04.0000 06/25/2051 | 0.06% |
| SK TELECOM SEDOL 6224871 | 0.06% |
| ABBVIE INC 03.2000 11/21/2029 | 0.05% |
| BANK OF AMERICA CORP 03.8460 03/08/2037 | 0.05% |
| BF0101 03.5000 06/01/2056 | 0.05% |
| BOC HONG KONG HOLDINGS LTD SEDOL 6536112 | 0.05% |
| EUROFINS SCIENTIFIC SEDOL BNDPYV1 | 0.05% |
| EMERSON ELECTRIC CO SEDOL 2313405 | 0.05% |
| STACR 2016-DNA2 M3 05.3179 10/25/2028 | 0.05% |
| ALLY FINANCIAL INC 08.0000 11/01/2031 | 0.05% |
| INDUSTRIA DE DISENO TEXTIL SEDOL BP9DL90 | 0.05% |
| SHOPRITE HOLDINGS LTD SEDOL 6801575 | 0.05% |
| SQUARE ENIX HOLDINGS CO LTD SEDOL 6309262 | 0.05% |
| CITIGROUP INC 03.6680 07/24/2028 | 0.05% |
| FNMA FN30 FM1521 UMBS 04.0000 05/01/2049 | 0.05% |
| FNMA FN30 FM7995 UMBS 02.5000 07/01/2051 | 0.05% |
| FNR 2021-67 DI IO 04.0000 10/25/2051 | 0.05% |
| JD.COM INC - CL A SEDOL BKPQZT6 | 0.05% |
| MINEBEA CO LTD SEDOL 6642406 | 0.05% |
| SWEDISH MATCH AB SEDOL BP09MR2 | 0.05% |
| FNMA FN30 MA2737 UMBS 03.0000 09/01/2046 | 0.05% |
| MEDIATEK INC SEDOL 6372480 | 0.05% |
| GENERAL ELECTRIC CO SEDOL BL59CR9 | 0.05% |
| INTL CONTAINER TERM SVCS INC SEDOL 6455819 | 0.05% |
| ITOCHU CORP SEDOL 6467803 | 0.05% |
| JPMORGAN CHASE & CO 03.9640 11/15/2048 | 0.05% |
| LABORATORY CRP OF AMER HLDGS SEDOL 2586122 | 0.05% |
| MAGALLANES INC P/P 144A 04.2790 03/15/2032 | 0.05% |
| MORGAN STANLEY 03.7720 01/24/2029 | 0.05% |
| NORDSON CORP SEDOL 2641838 | 0.05% |
| SUMITOMO MITSUI FINANCIAL GR SEDOL 6563024 | 0.05% |
| JPMORGAN CHASE & CO 03.6250 12/01/2027 | 0.05% |
| LI NING CO LTD SEDOL B01JCK9 | 0.05% |
| NEW YORK LIFE INS P/P 144A 01.1000 05/05/2023 | 0.05% |
| ENERGY TRANSFER LP 06.6250 02/15/2028 | 0.05% |
| FHR 5080 DI IO 04.0000 03/25/2051 | 0.05% |
| MCDONALD'S HOLDINGS CO JAPAN SEDOL 6371863 | 0.05% |
| MERCADOLIBRE INC SEDOL B23X1H3 | 0.05% |
| VERIZON COMM 04.3290 09/21/2028 | 0.05% |
| EUR/USD 06/15/2022 RBSF | 0.05% |
| FNMA FN30 BR5618 UMBS 02.5000 03/01/2051 | 0.05% |
| GOLDMAN SACHS GROUP INC 03.8500 01/26/2027 | 0.05% |
| MANHATTAN ASSOCIATES INC SEDOL 2239471 | 0.05% |
| NTT DATA CORP SEDOL 6125639 | 0.05% |
| UNITED MEXICAN STATES USD 02.6590 05/24/2031 | 0.05% |
| FNMA FN30 BQ0329 UMBS 02.5000 07/01/2050 | 0.04% |
| GEA GROUP AG SEDOL 4557104 | 0.04% |
| HONG KONG EXCHANGES & CLEAR SEDOL 6267359 | 0.04% |
| GARMIN LTD SEDOL B3Z5T14 | 0.04% |
| COPA HOLDINGS SA-CLASS A SEDOL B0TNJH9 | 0.04% |
| FHR 5117 CI IO 05.0000 06/25/2051 | 0.04% |
| JD.COM INC-ADR SEDOL BMM27D9 | 0.04% |
| JPMORGAN CHASE & CO 03.3750 05/01/2023 | 0.04% |
| YAKULT HONSHA CO LTD SEDOL 6985112 | 0.04% |
| BANK OF AMERICA CORP 06.1100 01/29/2037 | 0.04% |
| CCO HOLDINGS LLC P/P 144A 05.3750 06/01/2029 | 0.04% |
| DINO POLSKA SA SEDOL BD0YVN2 | 0.04% |
| DNB BANK ASA P/P 144A 02.1500 12/02/2022 | 0.04% |
| ISRAEL DISCOUNT BANK -A SEDOL 6451271 | 0.04% |
| ZURICH INSURANCE GROUP AG SEDOL 5983816 | 0.04% |
| APA CORP SEDOL BNNF1C1 | 0.04% |
| LEGRAND SA SEDOL B11ZRK9 | 0.04% |
| MOUWASAT MEDICAL SERVICES CO SEDOL B403QG4 | 0.04% |
| OVINTIV INC SEDOL BJ01KB6 | 0.04% |
| TENET HEALTHCARE P/P 144A 04.8750 01/01/2026 | 0.04% |
| UNUM GROUP SEDOL 2433842 | 0.04% |
| WYNDHAM HOTELS & RESORTS INC SEDOL BF108P4 | 0.04% |
| CCO HOLDINGS LLC P/P 144A 04.7500 03/01/2030 | 0.04% |
| CF INDUSTRIES INC 04.9500 06/01/2043 | 0.04% |
| CFMT 2021-HB7 M2 02.6791 10/27/2031 | 0.04% |
| CVS HEALTH CORP 04.7800 03/25/2038 | 0.04% |
| FLUTTER ENTERTAINMENT PLC-DI SEDOL BWXC0Z1 | 0.04% |
| ORACLE CORP 02.5000 10/15/2022 | 0.04% |
| PUBLIC STORAGE SEDOL 2852533 | 0.04% |
| SHENZHEN INOVANCE TECHNOLO-A SEDOL BD5CMN8 | 0.04% |
| ARKEMA SEDOL B0Z5YZ2 | 0.04% |
| OASIS PETROLEUM INC SEDOL BLDDYB1 | 0.04% |
| OMRON CORP SEDOL 6659428 | 0.04% |
| PACIFIC GAS & ELECTRIC 01.3670 03/10/2023 | 0.04% |
| SHENZHEN MINDRAY BIO-MEDIC-A SEDOL BHQK864 | 0.04% |
| TORONTO-DOMINION BANK USD 01.9000 12/01/2022 | 0.04% |
| TYSON FOODS INC-CL A SEDOL 2909730 | 0.04% |
| UBS GROUP AG P/P 144A 03.4910 05/23/2023 | 0.04% |
| AERCAP IRELAND CAP/GLOBA USD 03.3000 01/30/2032 | 0.04% |
| AMERICAN CAMPUS COMMUNITIES SEDOL B02H871 | 0.04% |
| ANTERO RESOURCES CORP SEDOL BFD2WR8 | 0.04% |
| ASIAN PAINTS LTD SEDOL BCRWL65 | 0.04% |
| AT&T INC 02.5500 12/01/2033 | 0.04% |
| BRISTOL-MYERS 03.2500 02/20/2023 | 0.04% |
| CENTRE TESTING INTL GROUP-A SEDOL BD5C7D3 | 0.04% |
| EXOR NV SEDOL BYSLCX9 | 0.04% |
| FHR 5162 HI IO 04.0000 11/25/2051 | 0.04% |
| FNMA FN30 BM1172 UMBS 03.0000 03/01/2047 | 0.04% |
| PTT EXPLORATION & PROD-FOR SEDOL B1359J0 | 0.04% |
| TOKYO ELECTRON LTD SEDOL 6895675 | 0.04% |
| ABCAM PLC SEDOL B677469 | 0.04% |
| BRAMBLES LTD SEDOL B1FJ0C0 | 0.04% |
| FHR 5127 AI IO 03.0000 06/25/2051 | 0.04% |
| GETINGE AB-B SHS SEDOL 7698356 | 0.04% |
| LNSTR 2015-3 B P/P 144A 03.2968 04/20/2048 | 0.04% |
| OLIN CORP SEDOL 2658526 | 0.04% |
| SLM CORP | 0.04% |
| VISTRA CORP SEDOL BZ8VJQ8 | 0.04% |
| BANCO BTG PACTUAL SA-UNIT SEDOL BZBZVC7 | 0.04% |
| COMM 2014-CR17 C 04.9451 05/10/2047 | 0.04% |
| DBUBS 2011-LC3A D 144A 05.5497 08/10/2044 | 0.04% |
| FHR 5152 IE IO 03.5000 10/25/2051 | 0.04% |
| MANPOWERGROUP INC SEDOL 2562490 | 0.04% |
| SARTORIUS STEDIM BIOTECH SEDOL BYZ2QP5 | 0.04% |
| SPRINT CAPITAL CORPORATION 06.8750 11/15/2028 | 0.04% |
| WESTROCK CO SEDOL BYR0914 | 0.04% |
| AMERISOURCEBERGEN CORP | 0.04% |
| BANK OF AMERICA CORP 01.7340 07/22/2027 | 0.04% |
| CIGNA CORP SEDOL BHJ0775 | 0.04% |
| CINTAS CORP SEDOL 2197137 | 0.04% |
| CLEAN HARBORS INC SEDOL 2202473 | 0.04% |
| DEXUS/AU SEDOL B033YN6 | 0.04% |
| DUKE ENERGY CORP SEDOL B7VD3F2 | 0.04% |
| FHR 5094 AI IO 03.0000 04/25/2041 | 0.04% |
| FHR 5138 YI IO 04.5000 12/25/2049 | 0.04% |
| HERSHEY CO/THE SEDOL 2422806 | 0.04% |
| MARSH & MCLENNAN COS SEDOL 2567741 | 0.04% |
| NESTLE HOLDINGS INC P/P 144A 00.3750 01/15/2024 | 0.04% |
| PARADE TECHNOLOGIES LTD SEDOL B6RV676 | 0.04% |
| PROLOGIS INC SEDOL B44WZD7 | 0.04% |
| REPUBLIC OF INDONESIA REGS 04.7500 01/08/2026 | 0.04% |
| WR BERKLEY CORP SEDOL 2093644 | 0.04% |
| XCEL ENERGY INC SEDOL 2614807 | 0.04% |
| BIO-RAD LABORATORIES-A SEDOL 2098508 | 0.03% |
| ELMW8 2021-1A B1 144A 02.6127 01/20/2034 | 0.03% |
| EQUITY LIFESTYLE PROPERTIES SEDOL 2563125 | 0.03% |
| EXELIXIS INC SEDOL 2576941 | 0.03% |
| 1.80 R ISWP FWD SOFR P 06/15/2024 | 0.03% |
| DOW INC SEDOL BHXCF84 | 0.03% |
| FHLMC FR30 QC4957 UMBS 02.5000 08/01/2051 | 0.03% |
| FHR 5167 IO IO 03.0000 11/25/2051 | 0.03% |
| FLEETCOR TECHNOLOGIES INC SEDOL B4R28B3 | 0.03% |
| HEICO CORP SEDOL 2419217 | 0.03% |
| HINDALCO INDUSTRIES LTD SEDOL B0GWF48 | 0.03% |
| LAM RESEARCH CORP SEDOL 2502247 | 0.03% |
| MICROSOFT CORP 02.4000 08/08/2026 | 0.03% |
| PETROLEOS MEXICANOS USD 06.7000 02/16/2032 | 0.03% |
| SIRIUS XM RADIO INC P/P 144A 03.8750 09/01/2031 | 0.03% |
| TERMINIX GLOBAL HOLDINGS INC SEDOL BMD3QK1 | 0.03% |
| TERRIER MEDIA BU P/P 144A 08.8750 12/15/2027 | 0.03% |
| VAIL RESORTS INC SEDOL 2954194 | 0.03% |
| YAMATO HOLDINGS CO LTD SEDOL 6985565 | 0.03% |
| ABIOMED INC SEDOL 2003698 | 0.03% |
| ALCOA CORP SEDOL BYNF418 | 0.03% |
| AXIS CAPITAL HOLDINGS LTD SEDOL 2677606 | 0.03% |
| BOSTON SCIENTIFIC CORP SEDOL 2113434 | 0.03% |
| CAS 2015-C04 2M2 06.2179 04/25/2028 | 0.03% |
| CAS 2016-C04 1M2 04.9179 01/25/2029 | 0.03% |
| CHUBB LTD SEDOL B3BQMF6 | 0.03% |
| COMM 2014-CR21 AM 03.9870 12/10/2047 | 0.03% |
| CONTEMPORARY AMPEREX TECHN-A SEDOL BHQPSY7 | 0.03% |
| CROWN HOLDINGS INC | 0.03% |
| DISCOVER FINANCIAL SERVICES SEDOL B1YLC43 | 0.03% |
| FHR 5134 IB IO 04.0000 08/25/2051 | 0.03% |
| KLA CORP SEDOL 2480138 | 0.03% |
| LAMAR ADVERTISING CO-A SEDOL BSPHGN6 | 0.03% |
| MONCLER SPA SEDOL BGLP232 | 0.03% |
| NEW RESIDENTIAL INVESTMENT SEDOL BRJ9GW0 | 0.03% |
| OSAKA GAS CO LTD SEDOL 6661768 | 0.03% |
| PHILLIPS 66 SEDOL B78C4Y8 | 0.03% |
| QUIDEL CORP SEDOL 2717591 | 0.03% |
| SVB FINANCIAL GROUP SEDOL 2808053 | 0.03% |
| TRANSDIGM INC. P/P 144A 06.2500 03/15/2026 | 0.03% |
| ULTA BEAUTY INC SEDOL B28TS42 | 0.03% |
| AGCO CORP SEDOL 2010278 | 0.03% |
| AP MOLLER-MAERSK A/S-B SEDOL 4253048 | 0.03% |
| AUTODESK INC SEDOL 2065159 | 0.03% |
| CARLYLE GROUP INC/THE SEDOL BKRTG56 | 0.03% |
| CHENIERE ENERGY INC SEDOL 2654364 | 0.03% |
| CHINA MERCHANTS BANK-H SEDOL B1DYPZ5 | 0.03% |
| CIENA CORP SEDOL B1FLZ21 | 0.03% |
| DROPBOX INC-CLASS A SEDOL BG0T321 | 0.03% |
| EASTGROUP PROPERTIES INC SEDOL 2455761 | 0.03% |
| EDISON INTERNATIONAL SEDOL 2829515 | 0.03% |
| ELECTRONIC ARTS INC SEDOL 2310194 | 0.03% |
| EVERCORE INC - A SEDOL B1BHXZ2 | 0.03% |
| EXPEDIA GROUP INC SEDOL B748CK2 | 0.03% |
| EXTRA SPACE STORAGE INC SEDOL B02HWR9 | 0.03% |
| FACTSET RESEARCH SYSTEMS INC SEDOL 2329770 | 0.03% |
| FNR 2020-67 JI IO 04.0000 09/25/2050 | 0.03% |
| FNR 2021-28 GI IO 04.0000 05/25/2051 | 0.03% |
| GNR 2021-117 MI IO 03.5000 05/20/2042 | 0.03% |
| HUMANA INC SEDOL 2445063 | 0.03% |
| JONES LANG LASALLE INC SEDOL 2040640 | 0.03% |
| LOWES COMPANIES INC | 0.03% |
| MACY'S INC SEDOL 2345022 | 0.03% |
| MICHELIN (CGDE) SEDOL 4588364 | 0.03% |
| NEW YORK TIMES CO-A SEDOL 2632003 | 0.03% |
| NISOURCE INC SEDOL 2645409 | 0.03% |
| OCCIDENTAL PETROLEUM COR 06.2000 03/15/2040 | 0.03% |
| ONEMAIN HOLDINGS INC SEDOL BYSZB89 | 0.03% |
| POPULAR INC SEDOL B86QM90 | 0.03% |
| ROPER TECHNOLOGIES INC SEDOL 2749602 | 0.03% |
| TORO CO SEDOL 2897040 | 0.03% |
| UNITED PARCEL SERVICE-CL B SEDOL 2517382 | 0.03% |
| WASTE MANAGEMENT INC SEDOL 2937667 | 0.03% |
| WEC ENERGY GROUP INC SEDOL BYY8XK8 | 0.03% |
| WENDY'S CO/THE SEDOL B3NXMJ9 | 0.03% |
| WFRBS 2013-C11 C 04.3151 03/15/2045 | 0.03% |
| WORKDAY INC-CLASS A SEDOL B8K6ZD1 | 0.03% |
| 3M CO | 0.03% |
| ACUITY BRANDS INC | 0.03% |
| ALLISON TRANSMISSION HOLDING SEDOL B4PZ892 | 0.03% |
| AMERICAN FINANCIAL GROUP INC SEDOL 2134532 | 0.03% |
| APARTMENT INCOME REIT CO SEDOL BN6QGL5 | 0.03% |
| BANCO SANTANDER SA USD 05.1790 11/19/2025 | 0.03% |
| BLACKSTONE INC SEDOL BKF2SL7 | 0.03% |
| BRIXMOR PROPERTY GROUP INC SEDOL BFTDJL8 | 0.03% |
| CAMDEN PROPERTY TRUST SEDOL 2166320 | 0.03% |
| CARDINAL HEALTH INC SEDOL 2175672 | 0.03% |
| CARRIER GLOBAL CORP SEDOL BK4N0D7 | 0.03% |
| CATERPILLAR INC SEDOL 2180201 | 0.03% |
| CELANESE CORP SEDOL B05MZT4 | 0.03% |
| CF INDUSTRIES HOLDINGS INC SEDOL B0G4K50 | 0.03% |
| COCA-COLA HBC AG-DI SEDOL B9895B7 | 0.03% |
| COPART INC SEDOL 2208073 | 0.03% |
| CVS HEALTH CORP SEDOL 2577609 | 0.03% |
| DOCUSIGN INC SEDOL BFYT7B7 | 0.03% |
| DTE ENERGY COMPANY SEDOL 2280220 | 0.03% |
| DXC TECHNOLOGY CO SEDOL BYXD7B3 | 0.03% |
| EVEREST RE GROUP LTD SEDOL 2556868 | 0.03% |
| EVERSOURCE ENERGY SEDOL BVVN4Q8 | 0.03% |
| FHLMC FR30 QC1327 UMBS 02.5000 05/01/2051 | 0.03% |
| FIFTH THIRD BANCORP SEDOL 2336747 | 0.03% |
| FORD MOTOR CREDI 03.6250 06/17/2031 | 0.03% |
| LATTICE SEMICONDUCTOR CORP SEDOL 2506658 | 0.03% |
| MGIC INVESTMENT CORP SEDOL 2548616 | 0.03% |
| NUTANIX INC - A SEDOL BYQBFT8 | 0.03% |
| OCCIDENTAL PETROLEUM CORP SEDOL 2655408 | 0.03% |
| PAGSEGURO DIGITAL LTD-CL A SEDOL BFWK4R7 | 0.03% |
| REINSURANCE GROUP OF AMERICA SEDOL 2731193 | 0.03% |
| RIVIAN AUTOMOTIVE INC-A SEDOL BL98841 | 0.03% |
| SEI INVESTMENTS COMPANY SEDOL 2793610 | 0.03% |
| SIRIUS XM RADIO INC P/P 144A 05.0000 08/01/2027 | 0.03% |
| SS&C TECHNOLOGIES HOLDINGS SEDOL B58YSC6 | 0.03% |
| STAPLES INC P/P 144A 07.5000 04/15/2026 | 0.03% |
| STARWOOD PROPERTY TRUST INC SEDOL B3PQ520 | 0.03% |
| TAPESTRY INC SEDOL BF09HX3 | 0.03% |
| TENET HEALTHCARE CORP SEDOL B8DMK08 | 0.03% |
| TOLL BROTHERS INC SEDOL 2896092 | 0.03% |
| TRAVEL + LEISURE CO SEDOL BMXYT16 | 0.03% |
| VOLVO AB-B SHS SEDOL B1QH830 | 0.03% |
| WATCO COS LLC/FI P/P 144A 06.5000 06/15/2027 | 0.03% |
| WELLS FARGO & CO SEDOL 2649100 | 0.03% |
| ALLEGION PLC SEDOL BFRT3W7 | 0.03% |
| ALLSTATE CORP SEDOL 2019952 | 0.03% |
| ARCHER-DANIELS-MIDLAND CO SEDOL 2047317 | 0.03% |
| ASPEED TECHNOLOGY INC SEDOL B80VKP3 | 0.03% |
| AT&T INC 03.5500 09/15/2055 | 0.03% |
| AVALONBAY COMMUNITIES INC SEDOL 2131179 | 0.03% |
| AXON ENTERPRISE INC SEDOL BDT5S35 | 0.03% |
| BAXTER INTERNATIONAL INC SEDOL 2085102 | 0.03% |
| BLACKROCK INC SEDOL 2494504 | 0.03% |
| CARLSBERG AS-B SEDOL 4169219 | 0.03% |
| DOLBY LABORATORIES INC-CL A SEDOL B04NJM9 | 0.03% |
| DOORDASH INC - A SEDOL BN13P03 | 0.03% |
| DUKE REALTY CORP SEDOL 2284084 | 0.03% |
| EBAY INC SEDOL 2293819 | 0.03% |
| EQUINIX INC. 02.9000 11/18/2026 | 0.03% |
| FHR 5142 AI IO 03.5000 09/25/2051 | 0.03% |
| FIRST INDUSTRIAL REALTY TR SEDOL 2360757 | 0.03% |
| FNMA FN30 BM5024 UMBS 03.0000 11/01/2048 | 0.03% |
| GODADDY INC - CLASS A SEDOL BWFRFC6 | 0.03% |
| ILLUMINA INC SEDOL 2613990 | 0.03% |
| INCYTE CORP | 0.03% |
| INTEL CORP SEDOL 2463247 | 0.03% |
| INTERPUBLIC GROUP OF COS INC SEDOL 2466321 | 0.03% |
| INVITATION HOMES INC SEDOL BD81GW9 | 0.03% |
| LYONDELLBASELL INDU-CL A SEDOL B3SPXZ3 | 0.03% |
| MARRIOTT INTERNATIONAL -CL A SEDOL 2210614 | 0.03% |
| MASIMO CORP SEDOL B1YWR63 | 0.03% |
| MONOLITHIC POWER SYSTEMS INC SEDOL B01Z7J1 | 0.03% |
| MRAIT 2020-2 A2 01.6551 08/15/2022 | 0.03% |
| MRAIT 2021-8 A2X 01.3806 05/15/2022 | 0.03% |
| NEWS CORP - CLASS A SEDOL BBGVT40 | 0.03% |
| NOVAVAX INC SEDOL BJDQXG4 | 0.03% |
| PDC ENERGY INC SEDOL B89M5F2 | 0.03% |
| ROKU INC SEDOL BZ1LFG7 | 0.03% |
| SCHLUMBERGER LTD SEDOL 2779201 | 0.03% |
| SERVICE CORP INTERNATIONAL SEDOL 2797560 | 0.03% |
| SIMON PROPERTY GROUP INC SEDOL 2812452 | 0.03% |
| SINBON ELECTRONICS CO LTD SEDOL 6349354 | 0.03% |
| SUMITOMO TR&BK P/P 144A 00.8000 09/12/2023 | 0.03% |
| US 10YR ULTRA FUT JUN22 UXYM2 | 0.03% |
| WALT DISNEY CO/THE SEDOL 2270726 | 0.03% |
| APID 2013-12A BR 144A 02.4443 04/15/2031 | 0.03% |
| BOYD GAMING CORP SEDOL 2117232 | 0.03% |
| CAPITAL ONE FINANCIAL CO 02.3590 07/29/2032 | 0.03% |
| CAS 2016-C05 2M2 05.1179 01/25/2029 | 0.03% |
| CSC HOLDINGS LLC 05.2500 06/01/2024 | 0.03% |
| CUMMINS INC SEDOL 2240202 | 0.03% |
| DEUTSCHE BANK NY 01.6860 03/19/2026 | 0.03% |
| DOVER CORP SEDOL 2278407 | 0.03% |
| ELM12 2021-5A B 144A 02.7627 01/20/2035 | 0.03% |
| FIRSTENERGY CORP SEDOL 2100920 | 0.03% |
| GRACO INC SEDOL 2380443 | 0.03% |
| ICG 2018-3A B1R 144A 02.6340 01/24/2032 | 0.03% |
| MIMECAST LTD SEDOL BYT5JK6 | 0.03% |
| NISSIN FOOD PRODUCTS CO LTD SEDOL 6641760 | 0.03% |
| OCCIDENTAL PETROLEUM COR 06.4500 09/15/2036 | 0.03% |
| PSTAT 2022-2A A2 144A 03.8000 10/15/2030 | 0.03% |
| SMITH (A.O.) CORP SEDOL 2816023 | 0.03% |
| SPOTIFY TECHNOLOGY SA SEDOL BFZ1K46 | 0.03% |
| T-MOBILE USA INC 03.7500 04/15/2027 | 0.03% |
| AMGEN INC SEDOL 2023607 | 0.03% |
| CONTINENTAL RESOURCES 04.3750 01/15/2028 | 0.03% |
| ECOLAB INC 02.7000 11/01/2026 | 0.03% |
| FHR 5121 KI IO 04.0000 06/25/2051 | 0.03% |
| FNR 2020-96 JI IO 03.0000 01/25/2051 | 0.03% |
| FORTINET INC SEDOL B5B2106 | 0.03% |
| GOLDMAN SACHS GROUP INC 04.2230 05/01/2029 | 0.03% |
| ISTAR INC. 04.2500 08/01/2025 | 0.03% |
| IVORY COAST REGS 06.1250 06/15/2033 | 0.03% |
| MITSUBISHI ELECTRIC CORP SEDOL 6597045 | 0.03% |
| OLD REPUBLIC INTL CORP SEDOL 2659109 | 0.03% |
| PARKER HANNIFIN CORP SEDOL 2671501 | 0.03% |
| SOUTHERN CO/THE SEDOL 2829601 | 0.03% |
| UFP INDUSTRIES INC SEDOL BMQ60Q1 | 0.03% |
| UNITEDHEALTH GROUP INC 03.8500 06/15/2028 | 0.03% |
| WARNER BROS DISCOVERY INC SEDOL BM8JYX3 | 0.03% |
| AMAZON.COM INC 03.1500 08/22/2027 | 0.03% |
| AMN HEALTHCARE SERVICES INC | 0.03% |
| ATKORE INC SEDOL BDHF495 | 0.03% |
| BERKELEY GROUP HOLDINGS/THE SEDOL BLJNXL8 | 0.03% |
| CAS 2015-C04 1M2 06.3679 04/25/2028 | 0.03% |
| DONALDSON CO INC SEDOL 2276467 | 0.03% |
| ESSENT GROUP LTD SEDOL BFWGXR8 | 0.03% |
| FHR 5024 HI IO 04.5000 10/25/2050 | 0.03% |
| FIRST-CITIZENS BANK/TRST 06.1250 03/09/2028 | 0.03% |
| FNR 2021-45 MI IO 02.5000 02/25/2049 | 0.03% |
| GBP/USD 06/15/2022 CITI | 0.03% |
| GOERTEK INC -A SEDOL BD5CNT1 | 0.03% |
| HANCOCK WHITNEY CORP SEDOL 2415497 | 0.03% |
| INTERPUBLIC GRP 04.6500 10/01/2028 | 0.03% |
| LA FRANCAISE DES JE SEDOL BG0SC10 | 0.03% |
| MATSON INC SEDOL B8GNC91 | 0.03% |
| MCDONALD'S CORP SEDOL 2550707 | 0.03% |
| OUTFRONT MEDIA INC SEDOL BSP6611 | 0.03% |
| PNM RESOURCES INC SEDOL 2707826 | 0.03% |
| POTLATCHDELTIC CORP SEDOL B0XXJN1 | 0.03% |
| REP OF INDONESIA P/P 144A 04.3500 01/08/2027 | 0.03% |
| REPUBLIC OF CHILE USD 04.3400 03/07/2042 | 0.03% |
| SOUTH32 LTD SEDOL BWSW5D9 | 0.03% |
| SPST 2021-16 A1 01.2879 11/07/2022 | 0.03% |
| SPST 2022-2 A1 01.5760 05/25/2023 | 0.03% |
| TELEFLEX INC SEDOL 2881407 | 0.03% |
| VALE INDONESIA TBK SEDOL B0217K9 | 0.03% |
| VIRTU FINANCIAL INC-CLASS A SEDOL BWTVWD4 | 0.03% |
| AGL 2021-13A A1 144A 02.2227 10/20/2034 | 0.02% |
| BANCO SANTANDER SA USD 03.2250 11/22/2032 | 0.02% |
| BROADCOM CRP / CAYM 03.5000 01/15/2028 | 0.02% |
| CENTENE CORP 04.6250 12/15/2029 | 0.02% |
| CITRIX SYSTEMS INC 01.2500 03/01/2026 | 0.02% |
| CWALT 2006-OA10 4A1 01.0479 08/25/2046 | 0.02% |
| ENTERPRISE PRODUCTS OPER 04.2500 02/15/2048 | 0.02% |
| FHR 5036 IK IO 04.0000 04/25/2050 | 0.02% |
| FHR 5170 CI IO 05.5000 05/25/2044 | 0.02% |
| FNMA FN30 BC1155 UMBS 03.0000 06/01/2046 | 0.02% |
| GLOBANT SA SEDOL BP40HF4 | 0.02% |
| INSPIRE MEDICAL SYSTEMS INC SEDOL BDT5KT5 | 0.02% |
| IPSEN SEDOL B0R7JF1 | 0.02% |
| KOITO MANUFACTURING CO LTD SEDOL 6496324 | 0.02% |
| MATCH GRP HLD II LLC P/P 144A 04.6250 06/01/2028 | 0.02% |
| MSBAM 2014-C17 C 04.6374 08/15/2047 | 0.02% |
| NATIONAL STORAGE AFFILIATES SEDOL BWWCK85 | 0.02% |
| ONO PHARMACEUTICAL CO LTD SEDOL 6660107 | 0.02% |
| ROMANIA P/P 144A 03.0000 02/27/2027 | 0.02% |
| SEMTECH CORP SEDOL 2795542 | 0.02% |
| SIGNET JEWELERS LTD SEDOL B3CTNK6 | 0.02% |
| SUNSTONE HOTEL INVESTORS INC SEDOL B034LG1 | 0.02% |
| AEROJET ROCKETDYNE HOLDINGS SEDOL BWD7PX9 | 0.02% |
| APPLE INC 04.2500 02/09/2047 | 0.02% |
| BOISE CASCADE CO SEDOL B9BP4R1 | 0.02% |
| CALIFORNIA RESOURCES CORP SEDOL BMBK002 | 0.02% |
| CNO FINANCIAL GROUP INC SEDOL 2657750 | 0.02% |
| COMM 2013-CR13 C 05.0419 11/10/2046 | 0.02% |
| DILLARDS INC-CL A SEDOL 2269768 | 0.02% |
| DIXON TECHNOLOGIES INDIA LTD SEDOL BNC5412 | 0.02% |
| ENDEAVOR ENERGY P/P 144A 05.7500 01/30/2028 | 0.02% |
| FIRST BANCORP PUERTO RICO SEDOL 2296926 | 0.02% |
| FNR 2021-28 NI IO 03.0000 05/25/2041 | 0.02% |
| HLSY 2019-1A A1A1 144A 02.4127 01/20/2033 | 0.02% |
| ISHARES CORE MSCI EMERGING SEDOL B8NDCB6 | 0.02% |
| KORN FERRY SEDOL 2386849 | 0.02% |
| MERIT MEDICAL SYSTEMS INC SEDOL 2580555 | 0.02% |
| MICROSOFT CORP 02.9210 03/17/2052 | 0.02% |
| MR COOPER GROUP INC SEDOL BGHKHS1 | 0.02% |
| NAVIENT CORP SEDOL BLP5GX1 | 0.02% |
| RED ROCK RESORTS INC-CLASS A SEDOL BYY9947 | 0.02% |
| SM ENERGY CO SEDOL 2764188 | 0.02% |
| SOUTHWESTERN ENERGY 05.3750 02/01/2029 | 0.02% |
| SPST 2021-10 A 00.0000 08/08/2022 | 0.02% |
| TRINET GROUP INC SEDOL 2693914 | 0.02% |
| VINCI SA SEDOL B1XH026 | 0.02% |
| VISTEON CORP SEDOL B4N0JJ6 | 0.02% |
| ZURN WATER SOLUTIONS CORP SEDOL BMV1ZD3 | 0.02% |
| ALKERMES PLC SEDOL B3P6D26 | 0.02% |
| CALPINE CORP P/P 144A 04.5000 02/15/2028 | 0.02% |
| CECLO 2020-29A AR 144A 02.2327 10/20/2034 | 0.02% |
| COMM 2010-C1 D 144A 05.9851 07/10/2046 | 0.02% |
| COMMVAULT SYSTEMS INC SEDOL B142B38 | 0.02% |
| DENBURY INC SEDOL BMZQZL2 | 0.02% |
| E.ON SE SEDOL 4942904 | 0.02% |
| GENWORTH FINANCIAL INC-CL A SEDOL B011WL6 | 0.02% |
| GRAY ESCROW II INC P/P 144A 05.3750 11/15/2031 | 0.02% |
| GRUPO FINANCIERO BANORTE-O SEDOL 2421041 | 0.02% |
| ITRON INC SEDOL 2471949 | 0.02% |
| LEEJAM SPORTS CO JSC SEDOL BF12ZV5 | 0.02% |
| NOVARTIS CAPITAL CORP 04.0000 11/20/2045 | 0.02% |
| OPTION CARE HEALTH INC SEDOL BKM5C62 | 0.02% |
| ORACLE CORP 02.5000 05/15/2022 | 0.02% |
| PETROBRAS - PETROLEO BRAS-PR SEDOL 2684532 | 0.02% |
| REPUBLIC OF SENEGAL REGS 06.2500 05/23/2033 | 0.02% |
| SAIA INC SEDOL 2982399 | 0.02% |
| WESTLAKE CORP 03.6000 08/15/2026 | 0.02% |
| ABERCROMBIE & FITCH CO-CL A SEDOL 2004185 | 0.02% |
| ALTRA INDUSTRIAL MOTION CORP SEDOL B1L82T2 | 0.02% |
| ARROWHEAD PHARMACEUTICALS IN SEDOL BYQBFJ8 | 0.02% |
| BBCMS 2019-C3 C 04.1780 05/15/2052 | 0.02% |
| CAESARS ENT P/P 144A 06.2500 07/01/2025 | 0.02% |
| CANADIAN PACIFIC RAILWAY USD 01.7500 12/02/2026 | 0.02% |
| CAS 2016-C01 1M2 07.4179 08/25/2028 | 0.02% |
| COCA-COLA CONSOLIDATED INC SEDOL 2206721 | 0.02% |
| COMM 2015-LC19 C 04.3689 02/10/2048 | 0.02% |
| CONSTELLIUM SE SEDOL BKPR6S5 | 0.02% |
| FWD 2019-INV1 A3 03.1100 06/25/2049 | 0.02% |
| GENERAL MOTORS FINL CO 04.0000 10/06/2026 | 0.02% |
| SIXST 2020-16A B 144A 02.9127 10/20/2032 | 0.02% |
| ALBERTSONS COS/SAFE P/P 144A 04.6250 01/15/2027 | 0.02% |
| BLOCK INC P/P 144A 03.5000 06/01/2031 | 0.02% |
| CARGURUS INC SEDOL BF5D6S8 | 0.02% |
| CAS 2016-C07 2M2 05.0179 05/25/2029 | 0.02% |
| CFCRE 2011-C2 E P/P 144A 05.2492 12/15/2047 | 0.02% |
| COMMONWEALTH BK AUST P/P 144A 03.1500 09/19/2027 | 0.02% |
| ENERGY TRANSFER LP 03.7500 05/15/2030 | 0.02% |
| MAXLINEAR INC SEDOL B3RDWC8 | 0.02% |
| MWST 2021-2 A 01.4179 04/25/2055 | 0.02% |
| NIPPON EXPRESS HOLDINGS INC SEDOL BKSHP63 | 0.02% |
| NOW INC SEDOL BMH0MV1 | 0.02% |
| ORACLE CORP 04.0000 11/15/2047 | 0.02% |
| ROCKET SOFTWARE INC P/P 144A 06.5000 02/15/2029 | 0.02% |
| SNDPT 2020-1A AR 144A 02.2327 07/20/2034 | 0.02% |
| SPROUT SOCIAL INC - CLASS A SEDOL BKTNTS0 | 0.02% |
| STACR 2017-DNA2 M2 04.1179 10/25/2029 | 0.02% |
| TEREX CORP SEDOL 2884224 | 0.02% |
| TOYO SUISAN KAISHA LTD SEDOL 6899967 | 0.02% |
| TRONOX HOLDINGS PLC- A SEDOL BJT16S6 | 0.02% |
| UNITED NATURAL FOODS INC SEDOL 2895163 | 0.02% |
| ASHTEAD CAPITAL INC P/P 144A 04.3750 08/15/2027 | 0.02% |
| AT&T INC 04.7500 05/15/2046 | 0.02% |
| AXCELIS TECHNOLOGIES INC SEDOL BD420Q8 | 0.02% |
| BHP GROUP LTD-DI SEDOL 0144403 | 0.02% |
| BRISTOL-MYERS 03.2500 08/15/2022 | 0.02% |
| BXMT 2021-FL4 A P/P 144A 01.6041 05/15/2038 | 0.02% |
| CAS 2017-C01 1M2 04.2179 07/25/2029 | 0.02% |
| CATHAY GENERAL BANCORP SEDOL 2264235 | 0.02% |
| CONTINENTAL RESOURCE P/P 144A 02.8750 04/01/2032 | 0.02% |
| COUNTRY GARDEN SERVICES HOLD SEDOL BDQZP48 | 0.02% |
| CREDIT SUISSE GRP AG P/P 144A 02.1930 06/05/2026 | 0.02% |
| CUSHMAN & WAKEFIELD PLC SEDOL BFZ4N46 | 0.02% |
| FHR 5079 BI IO 05.5000 02/25/2051 | 0.02% |
| FNR 2017-69 SG IO 05.4821 09/25/2047 | 0.02% |
| FNR 2021-65 LI IO 03.5000 10/25/2051 | 0.02% |
| IIDA GROUP HOLDINGS CO LTD SEDOL BFDTBS3 | 0.02% |
| INTERNATIONAL GAME TECHNOLOG SEDOL BVG7F06 | 0.02% |
| NETFLIX INC REGS 03.8750 11/15/2029 | 0.02% |
| NOVELIS CORP P/P 144A 04.7500 01/30/2030 | 0.02% |
| SENSATA TECH BV P/P 144A 04.0000 04/15/2029 | 0.02% |
| SHELL INTERNATIONAL FIN USD 02.8750 05/10/2026 | 0.02% |
| STACR 2016-HQA1 M3 07.0179 09/25/2028 | 0.02% |
| TRI POINTE HOMES INC SEDOL B92CQF3 | 0.02% |
| US BANCORP 02.4910 11/03/2036 | 0.02% |
| ZAIS 2019-13A A1A 144A 02.5343 07/15/2032 | 0.02% |
| ZI TECH/ZI FIN P/P 144A 03.8750 02/01/2029 | 0.02% |
| ABBSL 2021-2A A 144A 02.1443 04/15/2034 | 0.02% |
| ALPHA & OMEGA SEMICONDUCTOR SEDOL B5Q3KZ2 | 0.02% |
| AMERICAN ELECTRIC POWER 04.3000 12/01/2028 | 0.02% |
| ARCELORMITTAL USD 07.0000 10/15/2039 | 0.02% |
| BRAND ENERGY & INFRAST L+425 05.2938 06/21/2024 | 0.02% |
| COMCAST CORP 03.9690 11/01/2047 | 0.02% |
| CSAIL 2015-C1 D 144A 03.9021 04/15/2050 | 0.02% |
| D.R. HORTON INC 01.3000 10/15/2026 | 0.02% |
| DOMO INC - CLASS B SEDOL BFZNZC5 | 0.02% |
| ENEL SPA SEDOL 7144569 | 0.02% |
| ESSENTIAL PROPERTIES REALTY SEDOL BFFK0X2 | 0.02% |
| EXTREME NETWORKS INC SEDOL 2407052 | 0.02% |
| FNMA FN40 BF0171 UMBS 04.0000 01/01/2057 | 0.02% |
| FULGENT GENETICS INC SEDOL BYQBFQ5 | 0.02% |
| GNR 2016-H16 LI IO 02.1115 07/20/2066 | 0.02% |
| GSMS 2014-GC22 C 04.8433 06/10/2047 | 0.02% |
| HILLENBRAND INC SEDOL B2QGDP1 | 0.02% |
| IMOLA MERGER CORP P/P 144A 04.7500 05/15/2029 | 0.02% |
| JAZZ SECURITIES DAC P/P 144A 04.3750 01/15/2029 | 0.02% |
| JPMCC 2012-C6 E 144A 05.3497 05/15/2045 | 0.02% |
| JPMORGAN CHASE & CO 04.6000 02/01/2025 | 0.02% |
| NITTO DENKO CORP SEDOL 6641801 | 0.02% |
| NORTHROP GRUMMAN CORP 03.2500 01/15/2028 | 0.02% |
| PORTLAND GENERAL ELECTRIC CO SEDOL B125XQ6 | 0.02% |
| REPUBLIC OF KAZAKHSTAN REGS 04.8750 10/14/2044 | 0.02% |
| RETAIL OPPORTUNITY INVESTMEN SEDOL B28YD08 | 0.02% |
| ROCHE HOLDINGS INC P/P 144A 04.0000 11/28/2044 | 0.02% |
| SALLY BEAUTY HOLDINGS INC SEDOL B1GZ005 | 0.02% |
| SCOTTS MIRACLE-GRO 04.5000 10/15/2029 | 0.02% |
| SHRP 2020-1 NOTE 03.0253 07/25/2024 | 0.02% |
| UMB FINANCIAL CORP SEDOL 2918510 | 0.02% |
| VERITIV CORP SEDOL BNBKSP0 | 0.02% |
| VZ SECURED FINANCING P/P 144A 05.0000 01/15/2032 | 0.02% |
| ARES 2016-41A AR2 144A 02.1143 04/15/2034 | 0.02% |
| AWPT 2014-2A A1R 144A 02.2743 10/15/2029 | 0.02% |
| BRISTOL-MYERS 02.9000 07/26/2024 | 0.02% |
| BSP 2018-5BA A1A 144A 02.1527 04/20/2031 | 0.02% |
| CEDF 2021-14A B 144A 02.6443 07/15/2033 | 0.02% |
| CLEAR CHANNEL OU P/P 144A 07.5000 06/01/2029 | 0.02% |
| CWALT 2006-OA7 1A2 01.1588 06/25/2046 | 0.02% |
| EMBARQ CORPORATION 07.9950 06/01/2036 | 0.02% |
| FHR 4326 GS IO 05.4959 04/15/2044 | 0.02% |
| FHR 5010 IA IO 03.5000 09/25/2050 | 0.02% |
| FNMA FN30 BQ3998 UMBS 02.5000 10/01/2050 | 0.02% |
| GBP/USD 06/15/2022 BANKAM | 0.02% |
| GCP APPLIED TECH P/P 144A 05.5000 04/15/2026 | 0.02% |
| GLM 2019-5A BR 144A 02.6127 10/20/2032 | 0.02% |
| GLOBAL MEDICAL RESPONS L+425 05.2500 10/02/2025 | 0.02% |
| HERENS HOLDCO SARL P/P 144A 04.7500 05/15/2028 | 0.02% |
| HOWMET AEROSPACE INC 03.0000 01/15/2029 | 0.02% |
| IHEARTMEDIA INC - CLASS A SEDOL BJVR9Y9 | 0.02% |
| LIVERAMP HOLDINGS INC SEDOL BGLN838 | 0.02% |
| MONDELEZ INT HOLD NE P/P 144A 02.1250 09/19/2022 | 0.02% |
| MUELLER INDUSTRIES INC SEDOL 2609717 | 0.02% |
| NETFLIX INC. 05.8750 11/15/2028 | 0.02% |
| PENNYMAC FINANCIAL SERVICES SEDOL BGYTGH3 | 0.02% |
| PRECISION DRILL P/P 144A 07.1250 01/15/2026 | 0.02% |
| S&P MID 400 EMINI JUN22 FAM2 | 0.02% |
| SAMI 2007-AR7 1A1 01.5179 05/25/2047 | 0.02% |
| SKYLINE CHAMPION CORP SEDOL 2814005 | 0.02% |
| SMITH & WESSON BRANDS INC SEDOL BMYGG87 | 0.02% |
| SNDPT 2019-2A AR 144A 02.2143 07/15/2034 | 0.02% |
| STAAR SURGICAL CO SEDOL 2836292 | 0.02% |
| STACR 2018-DNA3 M2 02.7679 09/25/2048 | 0.02% |
| T-MOBILE USA INC 02.2500 11/15/2031 | 0.02% |
| TELEFONICA EMISIONES SAU USD 04.8950 03/06/2048 | 0.02% |
| VIR BIOTECHNOLOGY INC SEDOL BK4PZ38 | 0.02% |
| VISTA OUTDOOR INC SEDOL BVGC697 | 0.02% |
| AHEAD DB HLDG LLC P/P 144A 06.6250 05/01/2028 | 0.02% |
| AIR LEASE CORP 03.2500 10/01/2029 | 0.02% |
| AMERICAN TOWER CORP 03.5500 07/15/2027 | 0.02% |
| AMERICAN TOWER CORPORATION 02.7500 01/15/2027 | 0.02% |
| ANHEUSER-BUSCH INBEV WOR 04.6000 04/15/2048 | 0.02% |
| BIOGEN INC 03.6250 09/15/2022 | 0.02% |
| BLACK 2021-1A A1A 144A 02.3863 11/22/2034 | 0.02% |
| CENTENNIAL RESOURCE P/P 144A 05.3750 01/15/2026 | 0.02% |
| CHS/COMMUNITY HEALTH P/P 144A 05.2500 05/15/2030 | 0.02% |
| ENANTA PHARMACEUTICALS INC SEDOL B9L5200 | 0.02% |
| ENCINO ACQ PARTN P/P 144A 08.5000 05/01/2028 | 0.02% |
| FAIRFAX FINL HLDGS USD 04.8500 04/17/2028 | 0.02% |
| FIRST QUANTUM MINERA P/P 144A 07.5000 04/01/2025 | 0.02% |
| FNR 2019-43 SC IO 05.4321 08/25/2049 | 0.02% |
| GSMS 2012-GCJ9 C 144A 04.4480 11/10/2045 | 0.02% |
| HUB INTL LTD P/P 144A 07.0000 05/01/2026 | 0.02% |
| IHEARTCOMMUNICATIONS INC. 08.3750 05/01/2027 | 0.02% |
| KRAFT HEINZ FOODS CO 03.8750 05/15/2027 | 0.02% |
| LEVEL 3 FIN INC P/P 144A 04.2500 07/01/2028 | 0.02% |
| MORGAN STANLEY 04.3750 01/22/2047 | 0.02% |
| NRG ENERGY INC P/P 144A 03.8750 02/15/2032 | 0.02% |
| ORGANON & CO/ORG P/P 144A 04.1250 04/30/2028 | 0.02% |
| PPL CORP SEDOL 2680905 | 0.02% |
| QUALYS INC SEDOL B7XJTN8 | 0.02% |
| RITE AID CORP P/P 144A 07.5000 07/01/2025 | 0.02% |
| TENET HEALTHCARE P/P 144A 04.2500 06/01/2029 | 0.02% |
| TENET HEALTHCARE COR P/P 144A 05.1250 11/01/2027 | 0.02% |
| TOYOTA MOTOR CORP SEDOL 6900643 | 0.02% |
| WFRBS 2013-C11 AS 03.3110 03/15/2045 | 0.02% |
| AIR LEASE CORP 04.6250 10/01/2028 | 0.02% |
| ARCH CAPITAL GROUP LTD SEDOL 2740542 | 0.02% |
| ARES CAPITAL CORP 02.8750 06/15/2027 | 0.02% |
| BERRY GLOBAL INC 01.5700 01/15/2026 | 0.02% |
| CAS 2016-C01 2M2 07.6179 08/25/2028 | 0.02% |
| CAS 2016-C02 1M2 06.6679 09/25/2028 | 0.02% |
| CLEAR CHANNEL WORLDW P/P 144A 05.1250 08/15/2027 | 0.02% |
| COMCAST CORPORATION 03.3750 02/15/2025 | 0.02% |
| CROWDSTRIKE HOLDINGS INC 03.0000 02/15/2029 | 0.02% |
| CSAIL 2020-C19 XA IO 01.2337 03/15/2053 | 0.02% |
| CUSTOMERS BANCORP INC SEDOL B6XHXY4 | 0.02% |
| DUKE ENERGY CORP 03.1500 08/15/2027 | 0.02% |
| ENLINK MIDSTREAM LLC P/P 144A 05.6250 01/15/2028 | 0.02% |
| GJENSIDIGE FORSIKRING ASA SEDOL B4PH0C5 | 0.02% |
| HOLLY PAR/FIN P/P 144A 05.0000 02/01/2028 | 0.02% |
| HORACE MANN EDUCATORS SEDOL 2437112 | 0.02% |
| HUSKY III HLDG LTD P/P 144A 13.0000 02/15/2025 | 0.02% |
| HUSKY INJECTION MOLDIN L+300 04.0060 03/28/2025 | 0.02% |
| INTESA SANPAOLO SPA P/P 144A 04.1980 06/01/2032 | 0.02% |
| JPMBB 2014-C22 C 04.7025 09/15/2047 | 0.02% |
| MOODY'S CORPORATION 02.0000 08/19/2031 | 0.02% |
| MSBAM 2012-C6 D 144A 04.7471 11/15/2045 | 0.02% |
| NETFLIX INC 04.8750 04/15/2028 | 0.02% |
| NRG P/P 144A 03.7500 06/15/2024 | 0.02% |
| O-I GLASS INC SEDOL BKLKXD2 | 0.02% |
| PACIFIC GAS & ELECTRIC 03.3000 03/15/2027 | 0.02% |
| PECF USS INTERMEDIAT P/P 144A 08.0000 11/15/2029 | 0.02% |
| RAYTHEON TECH CORP 04.1250 11/16/2028 | 0.02% |
| REPUBLIC OF PANAMA 03.2980 01/19/2033 | 0.02% |
| SCSK CORP SEDOL 6858474 | 0.02% |
| SELECT MEDICAL HOLDINGS CORP SEDOL B4MF0Q6 | 0.02% |
| SIMPLY GOOD FOODS CO/THE SEDOL BF27XF9 | 0.02% |
| SONOS INC SEDOL BYWPZW7 | 0.02% |
| STACR 2016-HQA2 M3 05.8179 11/25/2028 | 0.02% |
| STACR 2021-DNA2 M2 02.5887 08/25/2033 | 0.02% |
| SYLVAMO CORP P/P 144A 07.0000 09/01/2029 | 0.02% |
| SYNAPTICS INC SEDOL 2839268 | 0.02% |
| TORONTO-DOMINION BANK USD 03.6250 09/15/2031 | 0.02% |
| WASTE PRO USA INC P/P 144A 05.5000 02/15/2026 | 0.02% |
| WYNN RESORTS FIN LLC P/P 144A 05.1250 10/01/2029 | 0.02% |
| A10 NETWORKS INC SEDOL BKQVBN6 | 0.02% |
| ALTICE FRANCE P/P 144A 06.0000 02/15/2028 | 0.02% |
| ARCBEST CORP SEDOL BLTFST7 | 0.02% |
| ARCHES BUYER INC P/P 144A 04.2500 06/01/2028 | 0.02% |
| AREIT 2020-CRE4 C 144A 03.4895 04/15/2037 | 0.02% |
| AREIT 2021-CRE5 A 144A 01.6341 07/17/2026 | 0.02% |
| BBCMS 2019-C4 XA IO 01.7321 08/15/2052 | 0.02% |
| BECTON DICKINSON AND CO 01.9570 02/11/2031 | 0.02% |
| CALLON PETROLEUM CO 06.1250 10/01/2024 | 0.02% |
| CAS 2016-C06 1M2 04.9179 04/25/2029 | 0.02% |
| CDX CDX.NA.IG.38 100.0 06/20/2027 | 0.02% |
| CLARIV SCI HLD CORP P/P 144A 04.8750 07/01/2029 | 0.02% |
| CSG SYSTEMS INTL INC SEDOL 2210885 | 0.02% |
| CWALT 2005-65CB 2A1 01.0929 12/25/2035 | 0.02% |
| DEUTSCHE BANK AG USD 04.5000 04/01/2025 | 0.02% |
| EOG RESOURCES INC 02.6250 03/15/2023 | 0.02% |
| FIRST QUANTUM MINERA P/P 144A 06.8750 03/01/2026 | 0.02% |
| FNMA FN30 AS7003 UMBS 03.0000 04/01/2046 | 0.02% |
| HLSY 2020-2A B 144A 02.7027 07/20/2031 | 0.02% |
| HOME DEPOT INC 02.6250 06/01/2022 | 0.02% |
| HOPE BANCORP INC SEDOL BYN87K7 | 0.02% |
| LAMB WESTON HLD P/P 144A 04.1250 01/31/2030 | 0.02% |
| LIBERTY LATIN AMERIC-CL C SEDOL BD9Q3Q6 | 0.02% |
| MET LIFE GLOB P/P 144A 01.9500 01/13/2023 | 0.02% |
| META FINANCIAL GROUP INC SEDOL 2420316 | 0.02% |
| NATIONSTAR MTG HLD I P/P 144A 05.7500 11/15/2031 | 0.02% |
| PERTAMINA PERSERO PT P/P 144A 04.3000 05/20/2023 | 0.02% |
| POSTE ITALIANE SPA SEDOL BYYN701 | 0.02% |
| RELAY THERAPEUTICS INC SEDOL BN2R582 | 0.02% |
| REPUBLIC OF COLOMBIA USD 03.8750 04/25/2027 | 0.02% |
| RRAM 2019-7A A2B P/P 144A 02.0303 01/15/2037 | 0.02% |
| STACR 2015-DNA3 M3 05.3679 04/25/2028 | 0.02% |
| UNITED SITE PECF TLB L+425 05.0000 11/04/2028 | 0.02% |
| UNIVISION COMM P/P 144A 06.6250 06/01/2027 | 0.02% |
| VICI PROPERTIES LP 04.7500 02/15/2028 | 0.02% |
| WFCM 2016-LC25 AS 04.0155 12/15/2059 | 0.02% |
| WINTRUST FINANCIAL CORP SEDOL 2425258 | 0.02% |
| WORLD FUEL SERVICES CORP SEDOL 2469450 | 0.02% |
| XPERI HOLDING CORP SEDOL BMWP0C8 | 0.02% |
| ATHENE GLOBAL FU P/P 144A 01.9850 08/19/2028 | 0.01% |
| AVID TECHNOLOGY INC SEDOL 2065870 | 0.01% |
| BATH & BODY WORKS IN P/P 144A 06.6250 10/01/2030 | 0.01% |
| BAUSCH HLTH COS INC P/P 144A 04.8750 06/01/2028 | 0.01% |
| BOEING CO 05.9300 05/01/2060 | 0.01% |
| BP CAPITAL MARKETS PLC USD 03.2790 09/19/2027 | 0.01% |
| CALERES INC SEDOL BWX4MD9 | 0.01% |
| CAS 2020-R01 1M2 02.7179 01/25/2040 | 0.01% |
| CENTENNIAL RESOURCE P/P 144A 06.8750 04/01/2027 | 0.01% |
| CHARTER COMM OPT LLC 06.4840 10/23/2045 | 0.01% |
| CITIGROUP INC 03.8750 02/18/2051 | 0.01% |
| COMM 2015-LC21 B 04.4782 07/10/2048 | 0.01% |
| DISH DBS CORPORATION 07.7500 07/01/2026 | 0.01% |
| DOMINICAN REPUBLIC P/P 144A 06.0000 02/22/2033 | 0.01% |
| DUKE ENERGY OHIO INC 03.6500 02/01/2029 | 0.01% |
| FAIRFAX US INC P/P 144A 04.8750 08/13/2024 | 0.01% |
| FRONTIER COMM HLDGS P/P 144A 06.7500 05/01/2029 | 0.01% |
| GALXY 2016-22A ARR 144A 02.2443 04/16/2034 | 0.01% |
| GNR 2020-138 AI IO 03.0000 09/20/2050 | 0.01% |
| HOSTESS BRANDS INC SEDOL BZ8VJD5 | 0.01% |
| IBM CORP 01.8750 08/01/2022 | 0.01% |
| KNOWLES CORP SEDOL BJTD9L6 | 0.01% |
| LADDER CAP FINAN P/P 144A 04.2500 02/01/2027 | 0.01% |
| LANTHEUS HOLDINGS INC SEDOL BP8S8J5 | 0.01% |
| LAUREATE EDUCATION INC SEDOL BYMYT66 | 0.01% |
| LBMLT 2004-1 A2 01.4679 02/25/2034 | 0.01% |
| LENDINGCLUB CORP SEDOL BK95GR4 | 0.01% |
| LENNAR CORP 04.7500 11/29/2027 | 0.01% |
| MAJORDRIVE HLDG IV L P/P 144A 06.3750 06/01/2029 | 0.01% |
| MARCUS & MILLICHAP INC SEDOL BFWGXV2 | 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% |
| MOOG INC-CLASS A SEDOL 2601218 | 0.01% |
| NETFLIX INC SEDOL 2857817 | 0.01% |
| NEWZ 2021-1 A 01.4179 05/25/2055 | 0.01% |
| OCEANEERING INTL INC SEDOL 2655583 | 0.01% |
| OMNICOM GP/OMNICOM CAP 03.6000 04/15/2026 | 0.01% |
| PLMRS 2021-2A A 144A 02.1943 07/15/2034 | 0.01% |
| POMEGRANATE MERGER S P/P 144A 09.7500 05/01/2023 | 0.01% |
| PRIME SECURITY SVCS P/P 144A 06.2500 01/15/2028 | 0.01% |
| PRIMO WATER CORP SEDOL BLKNZP5 | 0.01% |
| PULTEGROUP INC. 07.8750 06/15/2032 | 0.01% |
| SCIENTIFIC GAMES P/P 144A 07.2500 11/15/2029 | 0.01% |
| SOCIETE GENERALE P/P 144A 05.3750 11/18/2050 | 0.01% |
| STACR 2016-DNA1 M3 06.0066 07/25/2028 | 0.01% |
| STAR 2020-3 A3 02.5910 04/25/2065 | 0.01% |
| SUMITOMO REALTY & DEVELOPMEN SEDOL 6858902 | 0.01% |
| TRONOX INC P/P 144A 04.6250 03/15/2029 | 0.01% |
| VERIZON COMMUNICATIONS 03.7000 03/22/2061 | 0.01% |
| VERTIV TLB L+275 03.5533 03/02/2027 | 0.01% |
| WESTROCK MWV LLC 08.2000 01/15/2030 | 0.01% |
| ALLETE INC SEDOL B02R1L6 | 0.01% |
| ALLIANT HOLDINGS P/P 144A 06.7500 10/15/2027 | 0.01% |
| ALLISON TRANSMISSION P/P 144A 04.7500 10/01/2027 | 0.01% |
| AMERICAN BATH GROUP TL L+375 04.5137 11/23/2027 | 0.01% |
| BALLY 2021-17A A1A 144A 02.2127 10/20/2034 | 0.01% |
| CARNIVAL CORP P/P 144A 05.7500 03/01/2027 | 0.01% |
| CENGAGE LEARNING INC P/P 144A 09.5000 06/15/2024 | 0.01% |
| COMM 2014-CR18 C 04.9070 07/15/2047 | 0.01% |
| COMM 2014-LC15 AM 04.1980 04/10/2047 | 0.01% |
| COMPASS MIN INTL P/P 144A 06.7500 12/01/2027 | 0.01% |
| DCP MIDSTREAM P/P 144A 06.7500 09/15/2037 | 0.01% |
| DELTA/SKYMILES P/P 144A 04.7500 10/20/2028 | 0.01% |
| ELMW4 2020-1A A 144A 02.2843 04/15/2033 | 0.01% |
| ENTERCOM MEDIA CORP P/P 144A 06.7500 03/31/2029 | 0.01% |
| FNMA FN30 AS8056 UMBS 03.0000 10/01/2046 | 0.01% |
| FULTON FINANCIAL CORP SEDOL 2356585 | 0.01% |
| GOOGLE INC 03.3750 02/25/2024 | 0.01% |
| HYATT HOTELS CORP 04.8500 03/15/2026 | 0.01% |
| ICAHN ENTER/FIN 05.2500 05/15/2027 | 0.01% |
| INNOSPEC INC SEDOL 2245597 | 0.01% |
| IVORY COAST REGS 05.3750 07/23/2024 | 0.01% |
| JPMCC 2014-C20 AS 04.0432 07/15/2047 | 0.01% |
| JTWN 2018-6RA A2B 144A 02.9640 04/25/2030 | 0.01% |
| KEURIG DR PEPPER INC 02.2500 03/15/2031 | 0.01% |
| MCGRAW-HILL ED P/P 144A 05.7500 08/01/2028 | 0.01% |
| MERCK & CO INC 03.7000 02/10/2045 | 0.01% |
| MERIDIAN BIOSCIENCE INC SEDOL 2580265 | 0.01% |
| NEWELL BRANDS INC 04.4500 04/01/2026 | 0.01% |
| NIELSEN FIN LLC/CO P/P 144A 04.5000 07/15/2029 | 0.01% |
| ONCOR ELECTRIC DELIV 03.7500 04/01/2045 | 0.01% |
| PBF HOLDING CO LLC P/P 144A 09.2500 05/15/2025 | 0.01% |
| PIEDMONT OFFICE REALTY TRU-A SEDOL B3M3278 | 0.01% |
| PITNEY BOWES INC SEDOL 2690506 | 0.01% |
| REALOGY HOLDINGS CORP SEDOL B5T0CW1 | 0.01% |
| REPUBLIC OF KAZAKHSTAN REGS 06.5000 07/21/2045 | 0.01% |
| REPUBLIC OF SOUTH AFRICA USD 04.8500 09/27/2027 | 0.01% |
| SCIH SALT HLDG INC P/P 144A 04.8750 05/01/2028 | 0.01% |
| SCRT 2017-2 M1 04.0000 08/25/2056 | 0.01% |
| SENSATA TECH INC P/P 144A 03.7500 02/15/2031 | 0.01% |
| STURM RUGER & CO INC SEDOL 2856289 | 0.01% |
| T-MOBILE USA INC. 04.7500 02/01/2028 | 0.01% |
| TEVA PHARMACEUTICALS NE USD 05.1250 05/09/2029 | 0.01% |
| TRAVERE THERAPEUTICS INC SEDOL BLFGJD5 | 0.01% |
| URBAN ONE INC P/P 144A 07.3750 02/01/2028 | 0.01% |
| VAT GROUP AG SEDOL BYZWMR9 | 0.01% |
| WALT DISNEY COMPANY 07.7500 12/01/2045 | 0.01% |
| WFCM 2013-LC12 C 04.4396 07/15/2046 | 0.01% |
| WORLDLINE SA SEDOL BNFWR44 | 0.01% |
| 1011778 BC / NEW RED P/P 144A 03.8750 01/15/2028 | 0.01% |
| ADT SEC CORP P/P 144A 04.1250 08/01/2029 | 0.01% |
| ADVANSIX INC SEDOL BYMMZL7 | 0.01% |
| ALLIED UNIVERSAL P/P 144A 06.0000 06/01/2029 | 0.01% |
| AMERICAN TOWER CORP 02.7000 04/15/2031 | 0.01% |
| AMGEN INC 02.6000 08/19/2026 | 0.01% |
| ANCESTRY.COM 1L TL L+325 04.0137 12/06/2027 | 0.01% |
| APPIAN CORP SEDOL BYPBTB9 | 0.01% |
| AXALTA COATING SYS P/P 144A 03.3750 02/15/2029 | 0.01% |
| BEASLEY MEZZANIN P/P 144A 08.6250 02/01/2026 | 0.01% |
| BOYD GAMING CORP P/P 144A 04.7500 06/15/2031 | 0.01% |
| BPCE SA P/P 144A 04.5000 03/15/2025 | 0.01% |
| CITIGROUP INC 03.8870 01/10/2028 | 0.01% |
| COMM 2013-CR13 D 144A 05.0419 11/10/2046 | 0.01% |
| CONTINENTAL RES 04.5000 04/15/2023 | 0.01% |
| CORECIVIC INC SEDOL BZ8VC58 | 0.01% |
| CROWN CASTLE INTL CORP 03.7000 06/15/2026 | 0.01% |
| CSAIL 2016-C7 AS 03.9579 11/15/2049 | 0.01% |
| CWALT 2005-59 1A1 01.2544 11/20/2035 | 0.01% |
| ECHOSTAR CORP-A SEDOL B2NC471 | 0.01% |
| ENBRIDGE INC USD 04.5000 06/10/2044 | 0.01% |
| FISHER PAYKEL SEDOL 6340250 | 0.01% |
| FNMA FN30 BC2733 UMBS 03.0000 05/01/2046 | 0.01% |
| FULL HOUSE RESOR P/P 144A 08.2500 02/15/2028 | 0.01% |
| GMS INC SEDOL BYY9FS3 | 0.01% |
| GRANITE US HLDG CORP P/P 144A 11.0000 10/01/2027 | 0.01% |
| GSK CONSUMER HLTHCRE P/P 144A 03.6250 03/24/2032 | 0.01% |
| HCA INC 03.5000 07/15/2051 | 0.01% |
| HUB GROUP INC-CL A SEDOL 2407632 | 0.01% |
| ICG 2015-2RA A2 144A 02.8443 01/16/2033 | 0.01% |
| JPMCC 2012-C8 D 144A 04.9732 10/15/2045 | 0.01% |
| KRAFT HEINZ FOODS CO 03.0000 06/01/2026 | 0.01% |
| LEVI STRAUSS & CO. P/P 144A 03.5000 03/01/2031 | 0.01% |
| LSF11 A5 HOLDCO LLC P/P 144A 06.6250 10/15/2029 | 0.01% |
| MADISON IAQ LLC P/P 144A 05.8750 06/30/2029 | 0.01% |
| MCLO 2019-1A AANR 144A 02.3643 04/15/2032 | 0.01% |
| MSBAM 2013-C8 B 03.6469 12/15/2048 | 0.01% |
| MSBAM 2014-C14 C 05.2191 02/15/2047 | 0.01% |
| NETFLIX INC P/P 144A 05.3750 11/15/2029 | 0.01% |
| NUTRIEN LTD USD 04.1250 03/15/2035 | 0.01% |
| OAKCL 2021-1A A1 144A 02.2043 07/15/2034 | 0.01% |
| OCCIDENTAL PETROLEUM COR 08.5000 07/15/2027 | 0.01% |
| ORTHO CLINICAL DIAGNOSTICS H SEDOL BMDNH97 | 0.01% |
| OT MERGER CORP P/P 144A 07.8750 10/15/2029 | 0.01% |
| PFP 2021-8 AS 144A 01.8041 08/09/2037 | 0.01% |
| PHH MORTGAGE CORP P/P 144A 07.8750 03/15/2026 | 0.01% |
| PPSI 2004-WCW2 M3 01.7179 10/25/2034 | 0.01% |
| REDWOOD TRUST INC SEDOL 2730877 | 0.01% |
| REG18 2021-1A A1 144A 02.1443 01/15/2034 | 0.01% |
| REPUBLIC OF KAZAKHSTAN REGS 05.1250 07/21/2025 | 0.01% |
| REPUBLICA ORIENT URUGUAY USD 07.6250 03/21/2036 | 0.01% |
| SABRA HEALTH CARE REIT INC SEDOL B5NLBP6 | 0.01% |
| SERVICE CORP INTL 05.1250 06/01/2029 | 0.01% |
| STACR 2016-DNA3 M3 05.6679 12/25/2028 | 0.01% |
| STANDARD IND INC P/P 144A 04.3750 07/15/2030 | 0.01% |
| STAR 2020-2 M1E 03.0000 04/25/2060 | 0.01% |
| STEVENS HLDG CO INC P/P 144A 06.1250 10/01/2026 | 0.01% |
| TPAT 2018-SL1 A 144A 01.2679 01/25/2046 | 0.01% |
| TRANSCANADA TRUST USD 05.3000 03/15/2077 | 0.01% |
| TRIPADVISOR INC P/P 144A 07.0000 07/15/2025 | 0.01% |
| TWILIO INC 03.6250 03/15/2029 | 0.01% |
| VERIZON COMMUNICATIONS 04.4000 11/01/2034 | 0.01% |
| WERNER FINCO LP/INC P/P 144A 08.7500 07/15/2025 | 0.01% |
| WFCM 2013-LC12 AS 04.4396 07/15/2046 | 0.01% |
| ZOETIS INC 03.9000 08/20/2028 | 0.01% |
| 1011778 BC ULC / P/P 144A 04.3750 01/15/2028 | 0.01% |
| 2.181 R ISWP SOFR P 04/06/2032 | 0.01% |
| ABC SUPPLY CO INC P/P 144A 04.0000 01/15/2028 | 0.01% |
| AIMCO 2021-14A A 144A 02.0527 04/20/2034 | 0.01% |
| ALECTOR INC SEDOL BJ4LDC4 | 0.01% |
| ALPHABET INC 01.9980 08/15/2026 | 0.01% |
| APEXC 2019-2A A1R 144A 02.3340 10/25/2032 | 0.01% |
| APPLE HOSPITALITY REIT INC SEDOL BXRTX56 | 0.01% |
| APPLE INC. 03.8500 05/04/2043 | 0.01% |
| AT&T INC 04.2500 03/01/2027 | 0.01% |
| BANK OF AMERICA CORP 06.1000 03/17/2025 | 0.01% |
| BERKSHIRE HATHAWAY FIN 02.8500 10/15/2050 | 0.01% |
| BGC PARTNERS INC-CL A SEDOL 2528168 | 0.01% |
| BMW FINANCE NV P/P 144A 02.8500 08/14/2029 | 0.01% |
| BOMBARDIER INC P/P 144A 07.1250 06/15/2026 | 0.01% |
| BOMBARDIER INC P/P 144A 07.8750 04/15/2027 | 0.01% |
| BOOKING HOLDINGS INC 04.6250 04/13/2030 | 0.01% |
| BRAVO 2021-C A1 01.6195 03/01/2061 | 0.01% |
| CALIFORNIA WATER SERVICE GRP SEDOL 2165383 | 0.01% |
| CISCO SYSTEMS INC 02.5000 09/20/2026 | 0.01% |
| COMM 2015-LC23 D 144A 03.7586 10/10/2048 | 0.01% |
| CROWN CASTLE INTL CORP 03.6500 09/01/2027 | 0.01% |
| CSAIL 2015-C2 AS 03.8490 06/15/2057 | 0.01% |
| DUKE ENERGY CORP 04.2000 06/15/2049 | 0.01% |
| ELMW2 2019-2A AR 144A 02.2127 04/20/2034 | 0.01% |
| FHLMC FR30 ZS4703 UMBS 03.0000 02/01/2047 | 0.01% |
| FIBROGEN INC SEDOL BSDRYR8 | 0.01% |
| FNMA FN30 BJ9256 UMBS 04.0000 06/01/2048 | 0.01% |
| GREAT LAKES DREDGE&D P/P 144A 05.2500 06/01/2029 | 0.01% |
| GW B-CR SECURITY P/P 144A 09.5000 11/01/2027 | 0.01% |
| HESS MIDSTREAM P P/P 144A 05.6250 02/15/2026 | 0.01% |
| HUNTINGTON BANCSHARE P/P 144A 02.4870 08/15/2036 | 0.01% |
| ISTAR INC 04.7500 10/01/2024 | 0.01% |
| JDE PEET'S NV P/P 144A 01.3750 01/15/2027 | 0.01% |
| LEVEL 3 FIN INC P/P 144A 04.6250 09/15/2027 | 0.01% |
| LMAT 2019-GS7 A1 03.2500 11/25/2059 | 0.01% |
| NESCO HLDG II INC P/P 144A 05.5000 04/15/2029 | 0.01% |
| NN GROUP NV SEDOL BNG8PQ9 | 0.01% |
| ONEMAIN FINANCE CORP 05.3750 11/15/2029 | 0.01% |
| PFIZER INC. 03.0000 12/15/2026 | 0.01% |
| PMHC II INC P/P 144A 09.0000 02/15/2030 | 0.01% |
| PROVIDENT FDG/PFG FI P/P 144A 06.3750 06/15/2025 | 0.01% |
| RATTLER MIDSTREAM LP P/P 144A 05.6250 07/15/2025 | 0.01% |
| REP OF INDONESIA P/P 144A 03.3750 04/15/2023 | 0.01% |
| ROYAL BANK OF CANADA USD 04.6500 01/27/2026 | 0.01% |
| SABRE GLBL INC P/P 144A 09.2500 04/15/2025 | 0.01% |
| SERVICE CORP INTL 04.0000 05/15/2031 | 0.01% |
| SFL CORP LTD SEDOL BJXT857 | 0.01% |
| SOFINA SEDOL 4820301 | 0.01% |
| STACR 2022-DNA2 M1A 01.5887 02/25/2042 | 0.01% |
| STATION CASINOS LLC P/P 144A 04.5000 02/15/2028 | 0.01% |
| TOWNSQUARE MEDIA INC P/P 144A 06.8750 02/01/2026 | 0.01% |
| UBS GROUP AG P/P 144A 04.1250 04/15/2026 | 0.01% |
| VERTIV GROUP CORP P/P 144A 04.1250 11/15/2028 | 0.01% |
| VISTRA CORP P/P 144A 04.3000 07/15/2029 | 0.01% |
| VISTRA OPERATION P/P 144A 05.5000 09/01/2026 | 0.01% |
| VM CONSOLIDATED INC P/P 144A 05.5000 04/15/2029 | 0.01% |
| WAMU 2005-AR12 1A8 02.8571 10/25/2035 | 0.01% |
| WESTLAKE CORP 03.1250 08/15/2051 | 0.01% |
| WFCM 2013-LC12 D 144A 04.4396 07/15/2046 | 0.01% |
| WFCM 2019-C52 XA IO 01.7516 08/15/2052 | 0.01% |
| WFRBS 2011-C3 D 144A 05.4147 03/15/2044 | 0.01% |
| ABBVIE INC 03.8000 03/15/2025 | 0.01% |
| AGENUS INC SEDOL B58J3K4 | 0.01% |
| ALBERTSONS COS P/P 144A 04.8750 02/15/2030 | 0.01% |
| ALTICE FRANCE P/P 144A 10.5000 05/15/2027 | 0.01% |
| AMC ENT HLDGS P/P 144A 10.0000 06/15/2026 | 0.01% |
| APACHE CORP 04.3750 10/15/2028 | 0.01% |
| APACHE CORP 05.1000 09/01/2040 | 0.01% |
| APPLE INC 02.8500 05/11/2024 | 0.01% |
| APPLE INC 04.3750 05/13/2045 | 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% |
| BHLD 2020-1 A2 02.6000 02/25/2055 | 0.01% |
| BIG RVR STL/FIN P/P 144A 06.6250 01/31/2029 | 0.01% |
| BLACKSTONE CQP HOLDCO L+375 04.2500 06/04/2028 | 0.01% |
| BP CAP MARKETS AMERICA 03.1190 05/04/2026 | 0.01% |
| CALLON PETROLEUM P/P 144A 08.0000 08/01/2028 | 0.01% |
| CARNIVAL CORP P/P 144A 07.6250 03/01/2026 | 0.01% |
| CDI ESCROW ISSR INC P/P 144A 05.7500 04/01/2030 | 0.01% |
| CDW LLC/CDW FINANCE 03.2500 02/15/2029 | 0.01% |
| CHARTER COMM OPT LLC/CAP 02.2500 01/15/2029 | 0.01% |
| CHS/COMMUNITY P/P 144A 06.8750 04/15/2029 | 0.01% |
| CITIGROUP INC 04.4500 09/29/2027 | 0.01% |
| CLUB CAR TL L+400 04.5625 06/01/2028 | 0.01% |
| CODEXIS INC SEDOL B5LL2C2 | 0.01% |
| COVANTA HOLDING CORP P/P 144A 04.8750 12/01/2029 | 0.01% |
| COX COMM INC P/P 144A 03.5000 08/15/2027 | 0.01% |
| CREDIT SUISSE GRP AG P/P 144A 03.8690 01/12/2029 | 0.01% |
| CREDIT SUISSE GRP AG P/P 144A 06.2500 12/18/2024 | 0.01% |
| DOMINICAN REPUBLIC REGS 05.9500 01/25/2027 | 0.01% |
| ELANCO ANIMAL HEALTH 06.4000 08/28/2028 | 0.01% |
| EUR/USD 06/15/2022 MSCIL | 0.01% |
| FORD MOTOR CREDIT CO LLC 04.0000 11/13/2030 | 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% |
| GLENCORE FUNDING LLC P/P 144A 02.5000 09/01/2030 | 0.01% |
| HERC HOLDINGS INC P/P 144A 05.5000 07/15/2027 | 0.01% |
| HILLTOP HOLDINGS INC SEDOL 2365428 | 0.01% |
| HUNTSMAN INTERNATIONAL LLC 04.5000 05/01/2029 | 0.01% |
| IHS HOLDING LTD REGS 06.2500 11/29/2028 | 0.01% |
| IMMUNOGEN INC SEDOL 2457864 | 0.01% |
| ITEOS THERAPEUTICS INC SEDOL BMWXFT4 | 0.01% |
| JAZZ PHARMA TLB L+350 04.2637 05/31/2028 | 0.01% |
| JPMCC 2013-C16 C 05.1705 12/15/2046 | 0.01% |
| LADDER CAP FINAN P/P 144A 04.7500 06/15/2029 | 0.01% |
| LIVE NATION ENTERTAI P/P 144A 05.6250 03/15/2026 | 0.01% |
| LMAT 2020-GS1 A1 02.8820 10/25/2059 | 0.01% |
| NABORS IND CV 00.7500 01/15/2024 | 0.01% |
| PERDOCEO EDUCATION CORP SEDOL BKRQQR9 | 0.01% |
| QUORUM HEALTH EXT TL L+650 07.4999 04/29/2025 | 0.01% |
| ROCKCLIFF ENERGY II P/P 144A 05.5000 10/15/2029 | 0.01% |
| ROCKT 2021-1A A1 144A 02.2327 07/20/2034 | 0.01% |
| SANTANDER UK GROUP H P/P 144A 04.7500 09/15/2025 | 0.01% |
| SG HOLDINGS CO LTD SEDOL BFFY885 | 0.01% |
| SKYWEST INC SEDOL 2814210 | 0.01% |
| SLH TL B 1L USD L+400 04.7637 06/03/2028 | 0.01% |
| SPRINT CORP 07.6250 03/01/2026 | 0.01% |
| STACR 2018-HQA1 M2 02.9679 09/25/2030 | 0.01% |
| STEWART INFORMATION SERVICES SEDOL 2848736 | 0.01% |
| TEVA PHARMACEUTICALS NE USD 06.0000 04/15/2024 | 0.01% |
| THERAVANCE BIOPHARMA INC SEDOL BMNDK09 | 0.01% |
| TITAN ACQ LTD P/P 144A 07.7500 04/15/2026 | 0.01% |
| TOSHIBA CORP SEDOL 6897217 | 0.01% |
| TRANSDIGM INC 05.5000 11/15/2027 | 0.01% |
| USA COMPRESSION PART 06.8750 04/01/2026 | 0.01% |
| VIATRIS INC 02.3000 06/22/2027 | 0.01% |
| VIRTUS INVESTMENT PARTNERS SEDOL B3KKGQ8 | 0.01% |
| WFRBS 2012-C10 AS 03.2410 12/15/2045 | 0.01% |
| WFRBS 2013-C15 D 144A 04.6541 08/15/2046 | 0.01% |
| WYNN LAS VEGAS P/P 144A 05.2500 05/15/2027 | 0.01% |
| ABC SUPPLY CO INC P/P 144A 03.8750 11/15/2029 | 0.01% |
| AHM 2007-1 GA1C 00.8579 05/25/2047 | 0.01% |
| AIGIM 2021-1A A 144A 02.2363 04/22/2034 | 0.01% |
| ALIMENTATION COUCHE-TARD 3.550000 07/26/2027 | 0.01% |
| ALTICE FRANCE SA P/P 144A 05.5000 10/15/2029 | 0.01% |
| AMERICAN AIRLINE P/P 144A 05.5000 04/20/2026 | 0.01% |
| AMMST 2020-MF1 XA IO 144A 01.0849 05/15/2053 | 0.01% |
| ANHEUSER-BUSCH INBEV WOR 04.7500 01/23/2029 | 0.01% |
| APID 2021-35A A 144A 02.1127 04/20/2034 | 0.01% |
| ARES 2021-60A A 144A 02.1643 07/18/2034 | 0.01% |
| BLACK KNIGHT INFOSER P/P 144A 03.6250 09/01/2028 | 0.01% |
| BLUEBIRD BIO INC SEDOL BBFL7S1 | 0.01% |
| BLUEM 2021-32A A 144A 02.2143 10/15/2034 | 0.01% |
| BMARK 2019-B11 AS 03.7840 05/15/2052 | 0.01% |
| BMIR 2019-4A M1C 144A 03.1679 10/25/2029 | 0.01% |
| BROADCOM INC P/P 144A 04.9260 05/15/2037 | 0.01% |
| BWAY CORP TLB L+325 04.0500 04/03/2024 | 0.01% |
| CGCMT 2014-GC19 D 144A 05.2601 03/10/2047 | 0.01% |
| CIGNA CORP 03.7500 07/15/2023 | 0.01% |
| CLARIOS GLOBAL L+325 03.3425 04/30/2026 | 0.01% |
| COMCAST CORP 02.3500 01/15/2027 | 0.01% |
| COMSTOCK RE INC P/P 144A 05.8750 01/15/2030 | 0.01% |
| CONSTELLIUM SE P/P 144A 05.8750 02/15/2026 | 0.01% |
| CROWN CASTLE INTL CORP 03.8000 02/15/2028 | 0.01% |
| DEERE & COMPANY 02.6000 06/08/2022 | 0.01% |
| DEUTSCHE TELEKOM INT FIN USD 08.7500 06/15/2030 | 0.01% |
| DOLLAR GENERAL CORP 03.2500 04/15/2023 | 0.01% |
| DOMINICAN REPUBLIC REGS 06.4000 06/05/2049 | 0.01% |
| DONNELLEY FINANCIAL SOLUTION SEDOL BYND5T7 | 0.01% |
| ELMW5 2020-2A AR 144A 02.2127 10/20/2034 | 0.01% |
| ELMW6 2020-3A BR 144A 02.7127 10/20/2034 | 0.01% |
| ENCORE WIRE CORP SEDOL 2273446 | 0.01% |
| ERAC USA FINANCE LLC P/P 144A 05.6250 03/15/2042 | 0.01% |
| ERAC USA FINANCE LLC P/P 144A 07.0000 10/15/2037 | 0.01% |
| FHLMC FR30 QB1991 UMBS 02.5000 08/01/2050 | 0.01% |
| FHMS K087 X1 IO 00.5107 12/25/2028 | 0.01% |
| FIVE CORNERS FUNDING P/P 144A 04.4190 11/15/2023 | 0.01% |
| FREEPORT-MCMORAN INC 04.3750 08/01/2028 | 0.01% |
| GNMA GII30 MA6153 03.0000 09/20/2049 | 0.01% |
| GNMA GII30 MA7313 03.0000 04/20/2051 | 0.01% |
| GOLAR LNG LTD SEDOL 2367963 | 0.01% |
| GOLDEN ENTERTAINMENT INC SEDOL BYNH8R8 | 0.01% |
| GSM 2021-4A A1 144A 02.2443 07/15/2034 | 0.01% |
| GSMS 2013-GCJ14 B P/P 144A 04.8904 08/10/2046 | 0.01% |
| GUGG4 2016-1A A1S1 144A 02.2743 10/15/2031 | 0.01% |
| GWOLF 2020-3RA A2R 144A 02.9863 04/15/2033 | 0.01% |
| HCA INC. 05.3750 09/01/2026 | 0.01% |
| HPA 2021-2 C 144A 02.4020 12/17/2026 | 0.01% |
| INGEVITY CORP P/P 144A 03.8750 11/01/2028 | 0.01% |
| INGLES MARKETS INC-CLASS A SEDOL 2460550 | 0.01% |
| INTELLIGENT PACK P/P 144A 06.0000 09/15/2028 | 0.01% |
| INTL FLAVOR & FRAGRANCES 04.4500 09/26/2028 | 0.01% |
| INTREPID POTASH INC SEDOL BMDNMT2 | 0.01% |
| JOHNSON CONTROLS INTL PL 04.9500 07/02/2064 | 0.01% |
| JPMBB 2013-C12 B 04.2280 07/15/2045 | 0.01% |
| KFORCE INC SEDOL 2746982 | 0.01% |
| KONTOOR BRANDS INC P/P 144A 04.1250 11/15/2029 | 0.01% |
| LINK REIT SEDOL B0PB4M7 | 0.01% |
| MALLINCKRODT FIN/SB P/P 144A 10.0000 04/15/2025 | 0.01% |
| MASONITE INTL C P/P 144A 03.5000 02/15/2030 | 0.01% |
| MATTEL INC. P/P 144A 03.7500 04/01/2029 | 0.01% |
| MICROCHIP TECH INC 04.2500 09/01/2025 | 0.01% |
| MINERALS TECHNOLOGIES INC SEDOL 2595612 | 0.01% |
| MITSUBISHI UFJ FIN GRP USD 03.8500 03/01/2026 | 0.01% |
| MIZRAHI TEFAHOT BANK LTD SEDOL 6916703 | 0.01% |
| MORGN 2021-7A A 144A 02.2540 04/23/2034 | 0.01% |
| MSC 2011-C3 D 144A 05.2545 07/15/2049 | 0.01% |
| MWST 2021-1 A 01.1566 02/25/2055 | 0.01% |
| NABORS INDUSTRIES INC. 05.7500 02/01/2025 | 0.01% |
| NATIONAL AUSTRALIA BK/NY 02.8750 04/12/2023 | 0.01% |
| NCC 2019-IA ANAR 144A 01.4818 04/15/2031 | 0.01% |
| NCC 2020-1A A1R 144A 02.3343 01/15/2035 | 0.01% |
| NEUB 2022-47A A 144A 01.5479 04/14/2035 | 0.01% |
| NEWS CORP P/P 144A 03.8750 05/15/2029 | 0.01% |
| NEXTGEN HEALTHCARE INC SEDOL BF5L3D6 | 0.01% |
| OAKC 2021-16A A 144A 02.1943 10/18/2034 | 0.01% |
| OCT48 2020-3A AR 144A 02.2127 10/20/2034 | 0.01% |
| ONE CALL TLB L+550 06.2500 04/22/2027 | 0.01% |
| ORACLE CORP 03.6500 03/25/2041 | 0.01% |
| OVINTIV INC 07.3750 11/01/2031 | 0.01% |
| OWENS & MINOR INC P/P 144A 04.5000 03/31/2029 | 0.01% |
| PAIA 2018-1A A1AR 144A 02.0627 10/20/2031 | 0.01% |
| PANTHER BF AGGRE 2 P/P 144A 08.5000 05/15/2027 | 0.01% |
| PENN NATIONAL GAMING P/P 144A 05.6250 01/15/2027 | 0.01% |
| PLMRS 2019-1A A1R 144A 01.5449 11/14/2034 | 0.01% |
| PLMRS 2021-3A B 144A 01.8825 01/15/2035 | 0.01% |
| PS BUSINESS PARKS INC/MD SEDOL 2707956 | 0.01% |
| SALESFORCE INC 02.9000 07/15/2051 | 0.01% |
| SALESFORCE INC 03.0500 07/15/2061 | 0.01% |
| SCRIPPS ESCROW P/P 144A 05.3750 01/15/2031 | 0.01% |
| SERES THERAPEUTICS INC SEDOL BYNQNP8 | 0.01% |
| SERVICENOW INC 01.4000 09/01/2030 | 0.01% |
| SHERWIN-WILLIAMS CO 03.4500 06/01/2027 | 0.01% |
| SIX FLAGS THEME PARK P/P 144A 07.0000 07/01/2025 | 0.01% |
| SM ENERGY CO 06.5000 07/15/2028 | 0.01% |
| SM ENERGY CO 06.7500 09/15/2026 | 0.01% |
| SOUTHWESTERN ENERGY CO 05.3750 03/15/2030 | 0.01% |
| SPANISH BROADCAS P/P 144A 09.7500 03/01/2026 | 0.01% |
| SPST 2021-14 A1 01.3679 12/08/2022 | 0.01% |
| SPX CORP SEDOL 2787185 | 0.01% |
| SWISS RE TREAS P/P 144A 04.2500 12/06/2042 | 0.01% |
| TALLGRASS NRG PRTNR P/P 144A 05.5000 01/15/2028 | 0.01% |
| TCI COMMUNICATIONS INC 07.1250 02/15/2028 | 0.01% |
| TMS INTL 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% |
| TRANSOCEAN POSEIDON P/P 144A 06.8750 02/01/2027 | 0.01% |
| TRUIST BANK 02.6360 09/17/2029 | 0.01% |
| UNITEDHEALTH GROUP INC 02.7500 02/15/2023 | 0.01% |
| UNIVAR SOLUTIONS P/P 144A 05.1250 12/01/2027 | 0.01% |
| US BANCORP 02.9500 07/15/2022 | 0.01% |
| USI INC/NY P/P 144A 06.8750 05/01/2025 | 0.01% |
| VICTORIA'S SECRET & P/P 144A 04.6250 07/15/2029 | 0.01% |
| WASHINGTON FEDERAL INC SEDOL 2941981 | 0.01% |
| WASTE CONNECTIONS INC 03.5000 05/01/2029 | 0.01% |
| WESBANCO INC SEDOL 2953782 | 0.01% |
| WESCO DISTRIBUT P/P 144A 07.2500 06/15/2028 | 0.01% |
| WFCM 2016-BNK1 AS 02.8140 08/15/2049 | 0.01% |
| WFCM 2020-C57 C 04.1573 08/15/2053 | 0.01% |
| WFRBS 2014-C22 XA IO 00.9377 09/15/2057 | 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% |
| AMERICAN AIRLINE P/P 144A 05.7500 04/20/2029 | 0.01% |
| AMERICAN AXLE & MFG HOLDINGS SEDOL 2382416 | 0.01% |
| AMGEN INC 04.6630 06/15/2051 | 0.01% |
| ANHEUSER-BUSCH INBEV WOR 05.5500 01/23/2049 | 0.01% |
| ARDAGH METAL PAC P/P 144A 04.0000 09/01/2029 | 0.01% |
| ARDAGH PKG FIN/HLDGS P/P 144A 04.1250 08/15/2026 | 0.01% |
| ARES CAPITAL CORP 03.8750 01/15/2026 | 0.01% |
| ATLANTIC UNION BANKSHARES CO SEDOL BFZ9DB8 | 0.01% |
| AUST & NZ BANKING GR P/P 144A 06.7500 06/15/2026 | 0.01% |
| BANNER CORPORATION SEDOL 2346003 | 0.01% |
| BEACON ROOFING S P/P 144A 04.1250 05/15/2029 | 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% |
| BUCKEYE PARTNERS LP P/P 144A 04.5000 03/01/2028 | 0.01% |
| CAD/USD 07/20/2022 RBSF | 0.01% |
| CANPACK SA/CANPACK U P/P 144A 03.8750 11/15/2029 | 0.01% |
| CENOVUS ENERGY INC USD 06.7500 11/15/2039 | 0.01% |
| CINEMARK USA INC P/P 144A 05.2500 07/15/2028 | 0.01% |
| CINEMARK USA INC P/P 144A 05.8750 03/15/2026 | 0.01% |
| CISCO SYSTEMS INC 05.9000 02/15/2039 | 0.01% |
| CITIGROUP INC 04.7500 05/18/2046 | 0.01% |
| CLUBCORP HLDG INC P/P 144A 08.5000 09/15/2025 | 0.01% |
| CNO FINANCIAL GROUP INC 05.2500 05/30/2025 | 0.01% |
| CNO FINANCIAL GROUP INC 05.2500 05/30/2029 | 0.01% |
| COMM 2014-LC15 B 04.5990 04/10/2047 | 0.01% |
| COMSTOCK RE INC P/P 144A 06.7500 03/01/2029 | 0.01% |
| COREBRIDGE FIN INC P/P 144A 03.8500 04/05/2029 | 0.01% |
| CSX CORP 04.1000 03/15/2044 | 0.01% |
| CWALT 2006-OA19 A1 00.7744 02/20/2047 | 0.01% |
| DEVON ENERGY CORPORATION 07.9500 04/15/2032 | 0.01% |
| DIGITAL REALTY TRUST LP 04.4500 07/15/2028 | 0.01% |
| DIRECTV FINANCING TL L+500 05.7637 07/22/2027 | 0.01% |
| DOMINICAN REPUBLIC REGS 04.8750 09/23/2032 | 0.01% |
| EMIR 2018-1 M1 02.3679 11/25/2028 | 0.01% |
| ENBRIDGE INC USD 04.2500 12/01/2026 | 0.01% |
| ENTERPRISE FINANCIAL SERVICES CORP | 0.01% |
| EQT CORP 07.5000 02/01/2030 | 0.01% |
| FNMA FN30 AS7154 UMBS 03.0000 05/01/2046 | 0.01% |
| FORD MOTOR CREDIT CO LLC 04.2710 01/09/2027 | 0.01% |
| FORD MOTOR CREDIT CO LLC 05.1130 05/03/2029 | 0.01% |
| GARTNER INC P/P 144A 03.7500 10/01/2030 | 0.01% |
| GFL ENVIRON INC P/P 144A 05.1250 12/15/2026 | 0.01% |
| GLENCORE FUNDING LLC P/P 144A 04.0000 03/27/2027 | 0.01% |
| GOODYEAR TIRE & RUBBER CO SEDOL 2378200 | 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 02.6500 09/15/2040 | 0.01% |
| L3HARRIS TECH INC 03.8500 12/15/2026 | 0.01% |
| L3HARRIS TECH INC 04.4000 06/15/2028 | 0.01% |
| LLOYDS BANKING GROUP PLC USD 04.6500 03/24/2026 | 0.01% |
| MARSH & MCLENNAN COS INC 04.3750 03/15/2029 | 0.01% |
| MATTAMY GROUP CORP P/P 144A 04.6250 03/01/2030 | 0.01% |
| MERCER INTL INC USD 05.5000 01/15/2026 | 0.01% |
| MISUMI GROUP INC SEDOL 6595179 | 0.01% |
| MRC GLOBAL INC SEDOL B7M66F1 | 0.01% |
| MSBAM 2014-C15 B 04.5650 04/15/2047 | 0.01% |
| MSBAM 2015-C24 B 04.4864 05/15/2048 | 0.01% |
| NATWEST GROUP PLC USD 04.8920 05/18/2029 | 0.01% |
| NSTAR ELECTRIC CO 02.3750 10/15/2022 | 0.01% |
| OLYMPUS WTR US HLDG P/P 144A 06.2500 10/01/2029 | 0.01% |
| PENNYMAC FIN SVCS IN P/P 144A 05.3750 10/15/2025 | 0.01% |
| PENSKE TRUCK LEASING P/P 144A 03.9000 02/01/2024 | 0.01% |
| REG20 2021-2A A 144A 02.2043 10/15/2034 | 0.01% |
| REPUBLIC OF PARAGUAY REGS 04.7000 03/27/2027 | 0.01% |
| REPUBLIC OF PARAGUAY REGS 04.9500 04/28/2031 | 0.01% |
| ROGERS COMMUNICATIONS IN USD 08.7500 05/01/2032 | 0.01% |
| ROLLER BEARING CO OF P/P 144A 04.3750 10/15/2029 | 0.01% |
| RPT REALTY SEDOL BG0YLC2 | 0.01% |
| RYERSON HOLDING CORP SEDOL B3TPPZ6 | 0.01% |
| SIMPSON MANUFACTURING CO INC SEDOL 2809250 | 0.01% |
| SIRIUS XM RADIO INC P/P 144A 04.0000 07/15/2028 | 0.01% |
| SPECTRUM BRANDS INC P/P 144A 05.0000 10/01/2029 | 0.01% |
| SUGAR HSP GAMING P/P 144A 05.8750 05/15/2025 | 0.01% |
| TALOS ENERGY INC SEDOL BDT56V9 | 0.01% |
| TASEKO MINES LTD P/P 144A 07.0000 02/15/2026 | 0.01% |
| TRANSDIGM INC 04.8750 05/01/2029 | 0.01% |
| TRANSOCEAN INC P/P 144A 11.5000 01/30/2027 | 0.01% |
| UBS GROUP AG REGS 06.8750 12/29/2049 | 0.01% |
| UNITED CONTINENTAL HOL L+375 04.5000 04/21/2028 | 0.01% |
| UNITEDHEALTH GROUP INC 03.9500 10/15/2042 | 0.01% |
| VERIZON COMMUNICATIONS 02.5500 03/21/2031 | 0.01% |
| VERIZON COMMUNICATIONS INC. 04.1250 03/16/2027 | 0.01% |
| WAMU 2004-AR12 A2B 01.5879 10/25/2044 | 0.01% |
| WAMU 2007-HY2 1A1 03.0460 12/25/2036 | 0.01% |
| WR GRACE HOLDING LLC P/P 144A 05.6250 10/01/2024 | 0.01% |
| YUM! BRANDS INC P/P 144A 04.7500 01/15/2030 | 0.01% |
| 2.3485 R ISWP SOFR P 04/05/2027 | 0.01% |
| ABN AMRO BANK NV P/P 144A 04.7500 07/28/2025 | 0.01% |
| AGL 2020-6A AR 144A 02.2627 07/20/2034 | 0.01% |
| ALPHABET INC 02.2500 08/15/2060 | 0.01% |
| ALTICE FRANCE SA P/P 144A 05.5000 01/15/2028 | 0.01% |
| AMC ENT INC TLB L+300 03.4881 04/22/2026 | 0.01% |
| AMERICAN EQUITY INVT LIFE HL SEDOL 2191300 | 0.01% |
| ANDERSONS INC/THE SEDOL 2274922 | 0.01% |
| BANCO SANTANDER SA USD 01.7220 09/14/2027 | 0.01% |
| BANCO SANTANDER SA USD 04.3790 04/12/2028 | 0.01% |
| BANK 2019-BN20 XA IO 00.9557 09/15/2062 | 0.01% |
| BAUSCH HLTH COS INC P/P 144A 06.1250 02/01/2027 | 0.01% |
| BLUELINX HOLDINGS INC SEDOL BYQLZ65 | 0.01% |
| BNP PARIBAS P/P 144A 04.3750 05/12/2026 | 0.01% |
| BRAND ENERGY & I P/P 144A 08.5000 07/15/2025 | 0.01% |
| BRISTOL-MYERS SQUIBB CO 01.4500 11/13/2030 | 0.01% |
| BROADCOM INC 04.1500 11/15/2030 | 0.01% |
| BWAY HOLDING CO P/P 144A 07.2500 04/15/2025 | 0.01% |
| CAMDEN PROPERTY TRUST 04.8750 06/15/2023 | 0.01% |
| CANPACK SA EASTERN L P/P 144A 03.1250 11/01/2025 | 0.01% |
| CANTOR FITZGERALD LP P/P 144A 06.5000 06/17/2022 | 0.01% |
| CARRIAGE SVCS INC P/P 144A 04.2500 05/15/2029 | 0.01% |
| CFCRE 2017-C8 B 04.1985 06/15/2050 | 0.01% |
| CGCMT 2018-C6 AS 04.6420 11/10/2051 | 0.01% |
| CHARTER COMM OPT LLC 04.9080 07/23/2025 | 0.01% |
| CHARTER COMM OPT LLC/CAP 03.7500 02/15/2028 | 0.01% |
| CHARTER COMM OPT LLC/CAP 04.8000 03/01/2050 | 0.01% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 CS | 0.01% |
| COBRA ACQUISITIONCO P/P 144A 06.3750 11/01/2029 | 0.01% |
| COMCAST CORP 03.4500 02/01/2050 | 0.01% |
| COMFORT SYSTEMS USA INC SEDOL 2036047 | 0.01% |
| CONTINENTAL RESO P/P 144A 05.7500 01/15/2031 | 0.01% |
| CSAIL 2019-C17 AS 03.2783 09/15/2052 | 0.01% |
| CSMC 2021-RPL4 A1 01.7956 12/27/2060 | 0.01% |
| CSMC 2021-RPL7 A1 01.9260 07/27/2061 | 0.01% |
| DISH DBS CORP 05.1250 06/01/2029 | 0.01% |
| DISH DBS CORP P/P 144A 05.7500 12/01/2028 | 0.01% |
| DT MIDSTREAM INC P/P 144A 04.3000 04/15/2032 | 0.01% |
| DUKE ENERGY PROGRESS LLC 03.3750 09/01/2023 | 0.01% |
| EPICOR SOFTWARE/EAGLE L+325 04.0137 07/30/2027 | 0.01% |
| ERAC USA FINANCE LLC P/P 144A 03.8500 11/15/2024 | 0.01% |
| FHLMC FR30 QB4338 UMBS 02.5000 10/01/2050 | 0.01% |
| FHMS K740 X1 00.8438 09/25/2027 | 0.01% |
| FREEDOM MTGE CORP P/P 144A 08.1250 11/15/2024 | 0.01% |
| FREEPORT-MCMORAN INC 04.6250 08/01/2030 | 0.01% |
| FRONTIER COMM P/P 144A 05.8750 10/15/2027 | 0.01% |
| GENESYS TELECOMMUNICAT L+400 04.7637 12/01/2027 | 0.01% |
| GLP CAPITAL LP / FIN II 05.2500 06/01/2025 | 0.01% |
| GSMS 2010-C1 D 144A 06.5650 08/10/2043 | 0.01% |
| HEARTLAND FINANCIAL USA INC SEDOL 2828147 | 0.01% |
| HILTON WORLDWIDE FIN LLC 04.8750 04/01/2027 | 0.01% |
| ISTAR INC 05.5000 02/15/2026 | 0.01% |
| JOHNSON CONTROLS INTL PL 03.9000 02/14/2026 | 0.01% |
| KINDER MORGAN INC. 07.7500 01/15/2032 | 0.01% |
| KRAFT HEINZ FOODS CO 05.0000 07/15/2035 | 0.01% |
| LOUISIANA-PACIFIC CO P/P 144A 03.6250 03/15/2029 | 0.01% |
| MARSH & MCLENNAN COS INC 04.9000 03/15/2049 | 0.01% |
| MATTAMY GROUP CORP P/P 144A 05.2500 12/15/2027 | 0.01% |
| MERCER INTL INC USD 05.1250 02/01/2029 | 0.01% |
| MSC 2016-UB12 AS 03.7780 12/15/2049 | 0.01% |
| N B T BANCORP INC SEDOL 2626459 | 0.01% |
| NABORS IND LTD P/P 144A 07.2500 01/15/2026 | 0.01% |
| NATUS MEDICAL INC SEDOL 2771133 | 0.01% |
| NORTHWEST NATURAL HOLDING CO SEDOL BFNR303 | 0.01% |
| NOURYON USA TLB L+300 04.0060 10/01/2025 | 0.01% |
| OFG BANCORP SEDOL B87LKR8 | 0.01% |
| ORTHO-CLINICAL DIAGNOS L+300 03.2776 06/30/2025 | 0.01% |
| OTTER TAIL CORP SEDOL 2664103 | 0.01% |
| PACIFIC GAS & ELECTRIC 02.9500 03/01/2026 | 0.01% |
| PEARL ABYSS CORP SEDOL BYX56S9 | 0.01% |
| PENNYMAC FIN SVCS IN P/P 144A 05.7500 09/15/2031 | 0.01% |
| PM GENERAL PURCHASER P/P 144A 09.5000 10/01/2028 | 0.01% |
| REPUBLIC OF PARAGUAY P/P 144A 03.8490 06/28/2033 | 0.01% |
| RMLT 2020-2 A2 02.5080 05/25/2060 | 0.01% |
| SABINE PASS LIQUEFACTION 04.2000 03/15/2028 | 0.01% |
| SC GAMES HOLDIN/US F P/P 144A 06.6250 03/01/2030 | 0.01% |
| SHIFT4 PAYMENTS LLC P/P 144A 04.6250 11/01/2026 | 0.01% |
| SJW GROUP SEDOL 2811932 | 0.01% |
| SPECTRA ENERGY PARTNERS 03.3750 10/15/2026 | 0.01% |
| SPECTRUM BRANDS INC P/P 144A 03.8750 03/15/2031 | 0.01% |
| STACR 2017-HQA1 M2 04.2179 08/25/2029 | 0.01% |
| STACR 2018-HRP2 M3 03.0679 02/25/2047 | 0.01% |
| STELLANTIS FIN US IN P/P 144A 01.7110 01/29/2027 | 0.01% |
| STELLANTIS FIN US IN P/P 144A 02.6910 09/15/2031 | 0.01% |
| SUNCOKE ENERGY INC SEDOL B3R0638 | 0.01% |
| T-MOBILE USA INC 02.5500 02/15/2031 | 0.01% |
| TALLGRASS NRG PRTNR P/P 144A 06.0000 12/31/2030 | 0.01% |
| THE AES CORPORATION 02.4500 01/15/2031 | 0.01% |
| TIVITY HEALTH INC SEDOL BD8Q1B8 | 0.01% |
| TK ELEV HOLDCO P/P 144A 07.6250 07/15/2028 | 0.01% |
| TRANSDIGM INC. 06.3750 06/15/2026 | 0.01% |
| VIDEOTRON LTD / LTEE P/P 144A 05.1250 04/15/2027 | 0.01% |
| VISTRA OPERATION P/P 144A 03.5500 07/15/2024 | 0.01% |
| WAMU 2005-AR11 A1B3 01.4679 08/25/2045 | 0.01% |
| WARRIOR MET COAL INC SEDOL BF2X272 | 0.01% |
| WHITE CAP BUYER LLC P/P 144A 06.8750 10/15/2028 | 0.01% |
| WHITE CAP TLB S+375 04.2500 10/19/2027 | 0.01% |
| ABN AMRO BANK NV P/P 144A 03.3240 03/13/2037 | 0.01% |
| ADIENT TLB L+325 04.0137 04/01/2028 | 0.01% |
| AIR LEASE CORP 02.1000 09/01/2028 | 0.01% |
| ALEXANDER & BALDWIN INC SEDOL B827VB2 | 0.01% |
| ALTICE FRANCE SA P/P 144A 05.1250 07/15/2029 | 0.01% |
| AMSTED INDUSTRIES P/P 144A 04.6250 05/15/2030 | 0.01% |
| AMSTED INDUSTRIES P/P 144A 05.6250 07/01/2027 | 0.01% |
| ANTERO MIDSTREAM P/P 144A 07.8750 05/15/2026 | 0.01% |
| APPLE INC 02.8000 02/08/2061 | 0.01% |
| ARCHES BUYER INC P/P 144A 06.1250 12/01/2028 | 0.01% |
| ARD FINANCE SA P/P 144A 06.5000 06/30/2027 | 0.01% |
| ARGAN INC SEDOL 2804501 | 0.01% |
| ARGO GROUP INTERNATIONAL SEDOL 2499543 | 0.01% |
| ASCEND LEARNING LLC 2N L+575 06.5137 11/18/2029 | 0.01% |
| ASHTEAD CAPITAL INC P/P 144A 02.4500 08/12/2031 | 0.01% |
| ATRICURE INC SEDOL B0C8KV2 | 0.01% |
| AUST & NZ BANKING GR P/P 144A 02.5700 11/25/2035 | 0.01% |
| BAFC 2005-B 3M1 01.2694 04/20/2035 | 0.01% |
| BANK OF AMERICA CORP 02.4960 02/13/2031 | 0.01% |
| BAUSCH HLTH COS INC P/P 144A 07.2500 05/30/2029 | 0.01% |
| BEAZER HOMES USA INC SEDOL B8KHZT0 | 0.01% |
| BERRY GLOBAL INC 01.6500 01/15/2027 | 0.01% |
| BLUCORA INC SEDOL B8L2DV2 | 0.01% |
| BNP PARIBAS P/P 144A 02.5880 08/12/2035 | 0.01% |
| BROOKDALE SENIOR LIVING INC SEDOL B0PZN33 | 0.01% |
| BUILDERS FIRSTSOURCE P/P 144A 06.7500 06/01/2027 | 0.01% |
| CARS.COM INC SEDOL BYXHTC0 | 0.01% |
| CCO HLDGS LLC/CAP C P/P 144A 05.5000 05/01/2026 | 0.01% |
| CCO HOLDINGS LLC P/P 144A 04.2500 02/01/2031 | 0.01% |
| CELANESE US HOLDINGS LLC 01.4000 08/05/2026 | 0.01% |
| CEVA INC | 0.01% |
| CHENIERE ENERGYP 04.0000 03/01/2031 | 0.01% |
| CITIGROUP INC 04.6000 03/09/2026 | 0.01% |
| CLEAR CHANNEL OU P/P 144A 07.7500 04/15/2028 | 0.01% |
| CMLTI 2005-2 1A2A 02.7817 05/25/2035 | 0.01% |
| COINBASE GLOBAL INC P/P 144A 03.3750 10/01/2028 | 0.01% |
| COMMONWEALTH BK AUST P/P 144A 02.5520 03/14/2027 | 0.01% |
| CONTINENTAL RESOURCES 04.9000 06/01/2044 | 0.01% |
| CROWN CORK & SEAL CO INC 07.3750 12/15/2026 | 0.01% |
| DCP MIDSTREAM OPERATING 05.6250 07/15/2027 | 0.01% |
| DEVON ENERGY CORPORATION 07.8750 09/30/2031 | 0.01% |
| DIAMONDBACK ENERGY INC 03.2500 12/01/2026 | 0.01% |
| DISH DBS CORP 05.8750 11/15/2024 | 0.01% |
| DORIAN LPG LTD SEDOL BM4QJF5 | 0.01% |
| EAGLE BANCORP INC SEDOL 2648055 | 0.01% |
| ENTERCOM MEDIA CORP P/P 144A 06.5000 05/01/2027 | 0.01% |
| EVERQUOTE INC - CLASS A SEDOL BG88WS9 | 0.01% |
| FHLMC FR30 ZS9547 UMBS 04.0000 09/01/2045 | 0.01% |
| FNMA FN30 AS8074 UMBS 03.0000 10/01/2046 | 0.01% |
| GENERAL MOTORS FINL CO 03.1000 01/12/2032 | 0.01% |
| GOLDMAN SACHS GROUP INC 03.6500 07/28/2051 | 0.01% |
| GRIFFON CORP SEDOL 2463344 | 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% |
| HILCORP ENERGY I/HIL P/P 144A 06.2500 04/15/2032 | 0.01% |
| IMMUNITYBIO INC SEDOL BNSP0B8 | 0.01% |
| INTERCONTINENTALEXCHANGE 01.8500 09/15/2032 | 0.01% |
| JPMBB 2014-C19 C 04.8070 04/15/2047 | 0.01% |
| KENNEDY-WILSON HOLDINGS INC SEDOL B298495 | 0.01% |
| KINDER MORGAN ENER PART 03.4500 02/15/2023 | 0.01% |
| KKR GROUP FIN CO III P/P 144A 05.1250 06/01/2044 | 0.01% |
| KRW/USD 05/18/2022 JPMCB | 0.01% |
| LAMB WESTON HOLDINGS P/P 144A 04.8750 05/15/2028 | 0.01% |
| MADISON IAQ LLC P/P 144A 04.1250 06/30/2028 | 0.01% |
| MET LIFE GLOB FUND P/P 144A 03.0000 01/10/2023 | 0.01% |
| MICROCHIP TECH INC 04.3330 06/01/2023 | 0.01% |
| MOZART DEBT MERGER S P/P 144A 05.2500 10/01/2029 | 0.01% |
| NATIONAL BANK HOLD-CL A SEDOL B888DV3 | 0.01% |
| NATIONSTAR MTG HLD I P/P 144A 05.5000 08/15/2028 | 0.01% |
| NEUBERGER BERMAN GRP P/P 144A 04.8750 04/15/2045 | 0.01% |
| NEW JERSEY RESOURCES CORP SEDOL 2630513 | 0.01% |
| NIELSEN CO LUXEM P/P 144A 05.0000 02/01/2025 | 0.01% |
| NIELSEN FIN LLC/CO P/P 144A 05.6250 10/01/2028 | 0.01% |
| NRG ENERGY INC P/P 144A 04.4500 06/15/2029 | 0.01% |
| OASIS PETROLEUM INC P/P 144A 06.3750 06/01/2026 | 0.01% |
| OCCIDENTAL PETROLEUM COR 06.6250 09/01/2030 | 0.01% |
| OCEANFIRST FINANCIAL CORP SEDOL 2125901 | 0.01% |
| OVINTIV INC 06.5000 08/15/2034 | 0.01% |
| PETROBRAS GLOBAL FINANCE USD 05.6000 01/03/2031 | 0.01% |
| PETROBRAS GLOBAL FINANCE USD 06.2500 03/17/2024 | 0.01% |
| RADIUS HEALTH INC SEDOL BM68KK1 | 0.01% |
| REALOGY GRP / CO P/P 144A 05.7500 01/15/2029 | 0.01% |
| RITE AID CORP P/P 144A 08.0000 11/15/2026 | 0.01% |
| SABINE PASS LIQUEFAC 05.7500 05/15/2024 | 0.01% |
| SGD/USD 05/18/2022 JPMCB | 0.01% |
| SIX FLAGS ENT P/P 144A 05.5000 04/15/2027 | 0.01% |
| STACR 2022-DNA1 M1B 02.1387 01/25/2042 | 0.01% |
| STANDARD IND INC P/P 144A 05.0000 02/15/2027 | 0.01% |
| STANDEX INTERNATIONAL CORP SEDOL 2840174 | 0.01% |
| STATION CASINOS LLC P/P 144A 04.6250 12/01/2031 | 0.01% |
| TEREX CORP P/P 144A 05.0000 05/15/2029 | 0.01% |
| THE AES CORPORATION 01.3750 01/15/2026 | 0.01% |
| TITAN INTERNATIONAL INC SEDOL 2890265 | 0.01% |
| TPMT 2016-5 M2 03.3750 10/25/2056 | 0.01% |
| TRUIST FINANCIAL CORP 04.8000 09/01/2024 | 0.01% |
| TTM TECHNOLOGIES INC P/P 144A 04.0000 03/01/2029 | 0.01% |
| UBSCM 2017-C7 XA IO 01.1606 12/15/2050 | 0.01% |
| UBSCM 2018-C8 XA IO 01.0079 02/15/2051 | 0.01% |
| ULTIMATE SOFTWARE GROU L+525 06.2116 05/03/2027 | 0.01% |
| VMC 2021-FL4 A P/P 144A 01.6541 06/16/2036 | 0.01% |
| WELLS FARGO & COMPANY 05.8750 06/15/2025 | 0.01% |
| WESTLAKE CORP 02.8750 08/15/2041 | 0.01% |
| WFCM 2014-LC16 XA IO 01.2483 08/15/2050 | 0.01% |
| WR GRACE HOLDING LLC P/P 144A 04.8750 06/15/2027 | 0.01% |
| WR GRACE HOLDING LLC P/P 144A 05.6250 08/15/2029 | 0.01% |
| XENCOR INC SEDOL BGCYWN8 | 0.01% |
| 1011778 BC / NEW RED P/P 144A 04.0000 10/15/2030 | 0.00% |
| 2.307 R ISWP SOFR P 03/31/2024 | 0.00% |
| ACCO BRANDS CORP SEDOL B0G7SZ5 | 0.00% |
| ALIMEN COUCHE P/P 144A 02.9500 01/25/2030 | 0.00% |
| ALLAKOS INC SEDOL BDD19P8 | 0.00% |
| AMC ENT HLDGS P/P 144A 07.5000 02/15/2029 | 0.00% |
| AMERICAN TOWER CORP 02.9000 01/15/2030 | 0.00% |
| APID 2021-37A A 144A 02.2663 10/22/2034 | 0.00% |
| ASURION CORP 2N TLB4 L+525 06.0137 01/30/2029 | 0.00% |
| ASURION CORP TLB9 L+325 04.0137 07/31/2027 | 0.00% |
| AUTONATION INC 02.4000 08/01/2031 | 0.00% |
| AVIAT NETWORKS INC SEDOL BZ9NWS6 | 0.00% |
| BCPE ULYSSES P/P 144A 07.7500 04/01/2027 | 0.00% |
| BLOOMIN' BRANDS INC SEDOL B847RJ0 | 0.00% |
| BUILDERS FIRSTSOURCE P/P 144A 04.2500 02/01/2032 | 0.00% |
| CAMBIUM NETWORKS CORP SEDOL BKC9Q28 | 0.00% |
| CAS 2017-C01 1EB1 01.9179 07/25/2029 | 0.00% |
| CAS 2022-R02 2M1 01.4887 01/25/2042 | 0.00% |
| CASELLA WASTE SYSTEMS INC-A SEDOL 2120490 | 0.00% |
| CCO HOLDINGS LLC 04.5000 05/01/2032 | 0.00% |
| CENTERFIELD MEDI P/P 144A 06.6250 08/01/2026 | 0.00% |
| CHARTER COMM OPT LLC/CAP 03.7000 04/01/2051 | 0.00% |
| CHENIERE CORP CHRIST 05.1250 06/30/2027 | 0.00% |
| CHS/COMMUNITY P/P 144A 06.8750 04/01/2028 | 0.00% |
| CLARIOS GLOBAL LP P/P 144A 06.7500 05/15/2025 | 0.00% |
| COEUR MINING INC P/P 144A 05.1250 02/15/2029 | 0.00% |
| COMMERCIAL METALS CO 04.1250 01/15/2030 | 0.00% |
| COMMSCOPE INC P/P 144A 08.2500 03/01/2027 | 0.00% |
| COMPUTER PROGRAMS & SYSTEMS SEDOL 2872122 | 0.00% |
| CORPORATE OFFICE PROPERTIES SEDOL 2756152 | 0.00% |
| COX COMM INC P/P 144A 02.9500 10/01/2050 | 0.00% |
| CP ATLAS BUYER INC P/P 144A 07.0000 12/01/2028 | 0.00% |
| CRINETICS PHARMACEUTICALS IN SEDOL BDD19F8 | 0.00% |
| CTS CORP SEDOL 2239244 | 0.00% |
| CVS PASS-THROUGH P/P 144A 04.7040 01/10/2036 | 0.00% |
| DH EUROPE FINANCE II USD 03.4000 11/15/2049 | 0.00% |
| EMPLOYERS HOLDINGS INC SEDOL B1Q1RR9 | 0.00% |
| ENDEAVOR ENERGY P/P 144A 06.6250 07/15/2025 | 0.00% |
| ENTERPRISE PRODUCTS OPER 02.8000 01/31/2030 | 0.00% |
| ENTRAVISION COMMUNICATIONS-A SEDOL 2615112 | 0.00% |
| EPICOR SOFTWARE/EAGLE L+775 08.7500 07/30/2028 | 0.00% |
| EQUINIX INC 03.2000 11/18/2029 | 0.00% |
| ERAC USA FINANCE LLC P/P 144A 03.3000 12/01/2026 | 0.00% |
| ERAC USA FINANCE LLC P/P 144A 04.5000 02/15/2045 | 0.00% |
| FEDERAL SIGNAL CORP SEDOL 2333986 | 0.00% |
| GENERAL ELECTRIC CO 04.1560 12/29/2049 | 0.00% |
| GENERAL MOTORS CO 05.9500 04/01/2049 | 0.00% |
| GENERAL MOTORS FINL CO 04.3000 07/13/2025 | 0.00% |
| GFL ENVIRON INC P/P 144A 03.5000 09/01/2028 | 0.00% |
| GLAUKOS CORP SEDOL BYMWL19 | 0.00% |
| GLP CAPITAL LP / FIN II 03.2500 01/15/2032 | 0.00% |
| GNMA GII30 MA6089 03.0000 08/20/2049 | 0.00% |
| GNMA GII30 MA6710 03.0000 06/20/2050 | 0.00% |
| GNR 2015-H25 BI IO 01.7060 10/20/2065 | 0.00% |
| GOEASY LTD P/P 144A 04.3750 05/01/2026 | 0.00% |
| GOLDMAN SACHS GROUP INC 06.7500 10/01/2037 | 0.00% |
| GRAPHIC PACKAGIN P/P 144A 03.5000 03/01/2029 | 0.00% |
| GRAPHIC PACKAGING IN P/P 144A 03.7500 02/01/2030 | 0.00% |
| GROUP 1 AUTOMOTIVE INC SEDOL 2121352 | 0.00% |
| HEIDRICK & STRUGGLES INTL SEDOL 2413071 | 0.00% |
| HESS MIDSTREAM OPRTN P/P 144A 05.5000 10/15/2030 | 0.00% |
| HONEYWELL INTL 03.8120 11/21/2047 | 0.00% |
| IHEARTCOMMUNICATI L+325 04.0137 05/01/2026 | 0.00% |
| INARI MEDICAL INC SEDOL BLDRF10 | 0.00% |
| INTEL PKG HOLDCO P/P 144A 09.0000 01/15/2026 | 0.00% |
| INTERCEPT PHARMACEUTICALS IN SEDOL B7N59F8 | 0.00% |
| INTERNATIONAL LEASE FIN CORP 05.8750 08/15/2022 | 0.00% |
| IPALCO ENTPRS IN 04.2500 05/01/2030 | 0.00% |
| IRB HOLDING CORP P/P 144A 07.0000 06/15/2025 | 0.00% |
| KEURIG DR PEPPER INC 03.4300 06/15/2027 | 0.00% |
| KFC HLD/PIZZA HUT/TA P/P 144A 04.7500 06/01/2027 | 0.00% |
| KLEOPATRA HOLDINGS 2 REGS 06.5000 09/01/2026 | 0.00% |
| KLOECKNER PENTAPLAST L+475 05.2500 02/09/2026 | 0.00% |
| LBM ACQUISITION LLC P/P 144A 06.2500 01/15/2029 | 0.00% |
| LIVANOVA PLC SEDOL BYMT0J1 | 0.00% |
| LIVE NATION ENT P/P 144A 06.5000 05/15/2027 | 0.00% |
| LMAT 2020-GS5 A1 03.2500 06/25/2060 | 0.00% |
| MACY'S RETAIL HLDGS P/P 144A 06.1250 03/15/2032 | 0.00% |
| MASONITE INTERNATIONAL CORP SEDOL BCZM468 | 0.00% |
| MATERION CORP SEDOL 2149622 | 0.00% |
| MATTEL INC P/P 144A 03.3750 04/01/2026 | 0.00% |
| MOZART DEBT MERGER S P/P 144A 03.8750 04/01/2029 | 0.00% |
| MSAC 2004-HE6 M1 01.4929 08/25/2034 | 0.00% |
| MSRR 2015-R4 CB1 01.2822 08/26/2047 | 0.00% |
| MWST 2020-2 A 01.4679 11/25/2053 | 0.00% |
| NCHET 2003-4 M1 01.7929 10/25/2033 | 0.00% |
| NETFLIX INC 04.3750 11/15/2026 | 0.00% |
| NETSCOUT SYSTEMS INC SEDOL 2447285 | 0.00% |
| NEWELL BRANDS INC 04.8750 06/01/2025 | 0.00% |
| NGM BIOPHARMACEUTICALS INC SEDOL BJ1FD63 | 0.00% |
| NOVELIS CORP P/P 144A 03.2500 11/15/2026 | 0.00% |
| NUTRIEN LTD. USD 04.2000 04/01/2029 | 0.00% |
| ORTHOFIX MEDICAL INC SEDOL BGGJFT6 | 0.00% |
| OSHKOSH CORP 04.6000 05/15/2028 | 0.00% |
| OTIS WORLDWIDE CORP 02.5650 02/15/2030 | 0.00% |
| OXFORD INDUSTRIES INC SEDOL 2665300 | 0.00% |
| PBF ENERGY INC-CLASS A SEDOL B7F4TJ7 | 0.00% |
| PREFERRED BANK/LOS ANGELES SEDOL 2763602 | 0.00% |
| PROASSURANCE CORP SEDOL 2612737 | 0.00% |
| PRUDENTIAL FINANCIAL INC 05.2000 03/15/2044 | 0.00% |
| RADIAN GROUP INC SEDOL 2173911 | 0.00% |
| ROBERTSHAW CONTROLS CO L+800 09.0000 02/28/2026 | 0.00% |
| SAFE BULKERS INC SEDOL B39GTS0 | 0.00% |
| SCHRODINGER INC SEDOL BKV28S8 | 0.00% |
| SELECTIVE INSURANCE GROUP SEDOL 2766173 | 0.00% |
| SENSIENT TECHNOLOGIES CORP SEDOL 2923741 | 0.00% |
| SERVICE CORP INTL 03.3750 08/15/2030 | 0.00% |
| SERVICE CORPORATION INTL 04.6250 12/15/2027 | 0.00% |
| SINCLAIR TELE P/P 144A 04.1250 12/01/2030 | 0.00% |
| SITE CENTERS CORP SEDOL BGL0KF5 | 0.00% |
| SM ENERGY CO P/P 144A 10.0000 01/15/2025 | 0.00% |
| STEPAN CO SEDOL 2845005 | 0.00% |
| STEVEN MADDEN LTD SEDOL 2553911 | 0.00% |
| SUPER MICRO COMPUTER INC SEDOL B1VQR35 | 0.00% |
| T-MOBILE USA INC 02.8750 02/15/2031 | 0.00% |
| TPG RE FINANCE TRUST INC SEDOL BF2F1Q0 | 0.00% |
| TRANSDIGM INC 04.6250 01/15/2029 | 0.00% |
| TRANSOCEAN PONTUS LT P/P 144A 06.1250 08/01/2025 | 0.00% |
| TRI POINTE GROUP / HOMES 05.8750 06/15/2024 | 0.00% |
| TRK 2021-1 A1 02.2395 06/25/2024 | 0.00% |
| UNIVISION COMM P/P 144A 09.5000 05/01/2025 | 0.00% |
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| VICI PROPERTIES P/P 144A 03.7500 02/15/2027 | 0.00% |
| VISTRA CORP P/P 144A 05.0000 07/31/2027 | 0.00% |
| WESTPAC BANKING CORP USD 02.9630 11/16/2040 | 0.00% |
| WESTROCK MWV LLC 07.9500 02/15/2031 | 0.00% |
| WFRBS 2014-C24 XA IO 00.9902 11/15/2047 | 0.00% |
| ZOETIS INC 02.0000 05/15/2030 | 0.00% |
| AADVANTAGE 1L TL L+475 05.8127 04/20/2028 | 0.00% |
| AGILYSYS INC SEDOL 2689162 | 0.00% |
| ALBANY INTL CORP-CL A SEDOL 2012757 | 0.00% |
| ALLISON TRANSMISSION P/P 144A 03.7500 01/30/2031 | 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% |
| ANGIODYNAMICS INC SEDOL B00CR04 | 0.00% |
| ANTERO RESOURCES P/P 144A 07.6250 02/01/2029 | 0.00% |
| ANTERO RESOURCES COR P/P 144A 08.3750 07/15/2026 | 0.00% |
| ARLO TECHNOLOGIES INC SEDOL BYWPZY9 | 0.00% |
| ARMADA HOFFLER PROPERTIES IN SEDOL B96FTB5 | 0.00% |
| ASSOCIATED BANC-CORP SEDOL 2055718 | 0.00% |
| ASTEC INDUSTRIES INC SEDOL 2060370 | 0.00% |
| AVANOS MEDICAL INC SEDOL BFFVV54 | 0.00% |
| BALCHEM CORP SEDOL 2072074 | 0.00% |
| BARNES GROUP INC SEDOL 2080732 | 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% |
| BIOCRYST PHARMACEUTICALS INC SEDOL 2100362 | 0.00% |
| BLACKBAUD INC SEDOL 2458878 | 0.00% |
| BLACKSTONE HLDG FINA P/P 144A 01.6000 03/30/2031 | 0.00% |
| BOYD GAMING CORP 04.7500 12/01/2027 | 0.00% |
| BRIGHTSPIRE CAPITAL INC SEDOL BN7VBP8 | 0.00% |
| BROOKFIELD RESID P/P 144A 06.2500 09/15/2027 | 0.00% |
| BROOKLINE BANCORP INC SEDOL 2967675 | 0.00% |
| CALLON PETROLEUM CO P/P 144A 09.0000 04/01/2025 | 0.00% |
| CAS 2017-C01 1M2C 04.2179 07/25/2029 | 0.00% |
| CCO HOLDINGS LLC P/P 144A 04.5000 08/15/2030 | 0.00% |
| CENTENE CORP 03.0000 10/15/2030 | 0.00% |
| CENTRAL PACIFIC FINANCIAL CO | 0.00% |
| CHANNELADVISOR CORP SEDOL B986ZW9 | 0.00% |
| CHARLES RIVER LA P/P 144A 03.7500 03/15/2029 | 0.00% |
| CHARLES RIVER LA P/P 144A 04.0000 03/15/2031 | 0.00% |
| CHENIERE ENERGY PART P/P 144A 03.2500 01/31/2032 | 0.00% |
| CHIMERIX INC SEDOL B8RLM49 | 0.00% |
| CHS/COMMUNITY HEALTH P/P 144A 08.0000 03/15/2026 | 0.00% |
| CITY OFFICE REIT INC SEDOL BL25F37 | 0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS | 0.00% |
| COMCAST CORP 03.9990 11/01/2049 | 0.00% |
| COMMSCOPE INC P/P 144A 06.0000 03/01/2026 | 0.00% |
| COMPASS MINERALS INT P/P 144A 04.8750 07/15/2024 | 0.00% |
| CON EDISON CO OF NY INC 04.2000 03/15/2042 | 0.00% |
| CONNECTONE BANCORP INC SEDOL BNQ4YF9 | 0.00% |
| CRA INTERNATIONAL INC SEDOL 2240622 | 0.00% |
| CROCS INC SEDOL B0T7Z62 | 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% |
| DISH DBS CORP P/P 144A 05.2500 12/01/2026 | 0.00% |
| DISH NETWORK CV 03.3750 08/15/2026 | 0.00% |
| DRESDNER FDG TRST I P/P 144A 08.1510 06/30/2031 | 0.00% |
| EAGLE PHARMACEUTICALS INC SEDOL BJH7VB4 | 0.00% |
| ENOVA INTERNATIONAL INC SEDOL BRYQ4L1 | 0.00% |
| EQUINOR ASA USD 05.1000 08/17/2040 | 0.00% |
| ESCO TECHNOLOGIES INC SEDOL 2321583 | 0.00% |
| FHLMC FR30 QB2276 UMBS 02.5000 08/01/2050 | 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% |
| FLAGSTAR BANCORP INC SEDOL B7SVZ97 | 0.00% |
| FOUR CORNERS PROPERTY TRUST SEDOL BZ16HK0 | 0.00% |
| FRANKLIN ELECTRIC CO INC SEDOL 2350383 | 0.00% |
| FREEDOM MTGE CORP P/P 144A 06.6250 01/15/2027 | 0.00% |
| G-III APPAREL GROUP LTD SEDOL 2369721 | 0.00% |
| GENERAL DYNAMICS CORP 02.2500 11/15/2022 | 0.00% |
| GENTHERM INC SEDOL B8JFD24 | 0.00% |
| GLOBAL MEDICAL RESPO P/P 144A 06.5000 10/01/2025 | 0.00% |
| GLP CAPITAL LP / FIN II 05.3750 04/15/2026 | 0.00% |
| GNMA GII30 MA7053 03.0000 12/20/2050 | 0.00% |
| GOLDMAN SACHS GROUP INC 02.6000 02/07/2030 | 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% |
| HANMI FINANCIAL CORPORATION SEDOL B6TPXR5 | 0.00% |
| HCA INC 03.5000 09/01/2030 | 0.00% |
| HCA INC 04.1250 06/15/2029 | 0.00% |
| HERC HOLDINGS INC SEDOL BZBZ020 | 0.00% |
| HESS MIDSTREAM OPERA P/P 144A 04.2500 02/15/2030 | 0.00% |
| HMIR 2018-1 M1 144A 02.2679 10/25/2028 | 0.00% |
| HORIZON BANCORP INC/IN SEDOL 2949316 | 0.00% |
| HUNTSMAN INTERNATIONAL L 02.9500 06/15/2031 | 0.00% |
| ICAHN ENTERPRISES/FI 04.3750 02/01/2029 | 0.00% |
| ICF INTERNATIONAL INC SEDOL B1FP363 | 0.00% |
| IGM BIOSCIENCES INC SEDOL BKS3SM8 | 0.00% |
| INTEGER HOLDINGS CORP SEDOL BD06LM7 | 0.00% |
| INTERCONTINENTALEXCHANGE 03.1000 09/15/2027 | 0.00% |
| INTERNATIONAL BANCSHARES CRP SEDOL 2243911 | 0.00% |
| JELD-WEN HOLDING INC SEDOL BYM4WL2 | 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% |
| JOHN B. SANFILIPPO & SON INC SEDOL 2772998 | 0.00% |
| JPMORGAN CHASE & CO 01.5064 05/15/2047 | 0.00% |
| KAMAN CORP SEDOL 2483223 | 0.00% |
| KINDER MORGAN ENER PART 05.4000 09/01/2044 | 0.00% |
| KONTOOR BRANDS INC SEDOL BJTJGC4 | 0.00% |
| MACROGENICS INC SEDOL BFDV8K0 | 0.00% |
| MANITOWOC COMPANY INC SEDOL BDFCGV4 | 0.00% |
| MANTECH INTERNATIONAL CORP-A SEDOL 2825308 | 0.00% |
| MARINEMAX INC SEDOL 2250353 | 0.00% |
| MATCH GRP HLD II LLC P/P 144A 05.0000 12/15/2027 | 0.00% |
| MCAS 2019-01 M7 144A 02.3679 10/15/2049 | 0.00% |
| MEDIFAST INC SEDOL 2934033 | 0.00% |
| MEDPACE HOLDINGS INC SEDOL BDCBC61 | 0.00% |
| MERCK & CO. INC. 02.7500 02/10/2025 | 0.00% |
| MFA FINANCIAL INC SEDOL BMZM2X1 | 0.00% |
| MLMI 2005-A2 A2 02.8059 02/25/2035 | 0.00% |
| MOODY'S CORPORATION 02.5500 08/18/2060 | 0.00% |
| MOVADO GROUP INC SEDOL 2643168 | 0.00% |
| MYR GROUP INC/DELAWARE SEDOL B3CLS18 | 0.00% |
| NATIONAL PRESTO INDS INC SEDOL 2626802 | 0.00% |
| NATL HEALTH INVESTORS INC SEDOL 2626125 | 0.00% |
| NCL CORPORATION LTD P/P 144A 05.8750 02/15/2027 | 0.00% |
| NEW YORK MORTGAGE TRUST INC SEDOL B01LWM7 | 0.00% |
| NEWS CORP P/P 144A 05.1250 02/15/2032 | 0.00% |
| NV5 GLOBAL INC SEDOL BF5ZVB2 | 0.00% |
| ONEMAIN FINANCE CORP 06.6250 01/15/2028 | 0.00% |
| ONEMAIN FINANCE CORP 07.1250 03/15/2026 | 0.00% |
| ONESPAN INC SEDOL BFNSSD4 | 0.00% |
| ORION ENGINEERED CARBONS SA SEDOL BP8FKJ0 | 0.00% |
| OWENS & MINOR INC P/P 144A 06.6250 04/01/2030 | 0.00% |
| PARAMOUNT GLOBAL 02.9000 01/15/2027 | 0.00% |
| PARAMOUNT GLOBAL 04.2000 06/01/2029 | 0.00% |
| PENSKE TRUCK LE P/P 144A 03.4000 11/15/2026 | 0.00% |
| PIPER SANDLER COS SEDOL 2227089 | 0.00% |
| PRIME SEC/FIN P/P 144A 03.3750 08/31/2027 | 0.00% |
| PROG HOLDINGS INC SEDOL BLFGN66 | 0.00% |
| PROLOGIS LP 02.2500 04/15/2030 | 0.00% |
| PROTHENA CORP PLC SEDOL B91XRN2 | 0.00% |
| QCR HOLDINGS INC. | 0.00% |
| QUINSTREET INC SEDOL B3PGPB9 | 0.00% |
| RANGE RESOURCES CORP SEDOL 2523334 | 0.00% |
| RE/MAX HOLDINGS INC-CL A SEDOL BF23JJ3 | 0.00% |
| RENEWABLE ENERGY GRO P/P 144A 05.8750 06/01/2028 | 0.00% |
| RESIDEO TECHNOLOGIES INC SEDOL BFD1TJ6 | 0.00% |
| ROBERTSHAW US HOLDING L+350 04.5000 02/28/2025 | 0.00% |
| ROCKET SOFTWARE INC. L+425 05.0137 11/28/2025 | 0.00% |
| ROYAL CARIBBEAN P/P 144A 05.5000 08/31/2026 | 0.00% |
| RYOHIN KEIKAKU CO LTD SEDOL 6758455 | 0.00% |
| S&P GLOBAL INC P/P 144A 02.4500 03/01/2027 | 0.00% |
| SAFETY INSURANCE GROUP INC SEDOL 2958538 | 0.00% |
| SCHOLASTIC CORP SEDOL 2779234 | 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% |
| SCRIPPS ESCROW II IN P/P 144A 03.8750 01/15/2029 | 0.00% |
| SCRIPPS ESCROW INC P/P 144A 05.8750 07/15/2027 | 0.00% |
| SCULPTOR CAPITAL MANAGEMENT SEDOL BJXP1K1 | 0.00% |
| SHYFT GROUP INC/THE SEDOL BMYGGG5 | 0.00% |
| STACR 2019-DNA1 M2 03.3179 01/25/2049 | 0.00% |
| STANDARD MOTOR PRODS SEDOL 2838306 | 0.00% |
| STERLING CONSTRUCTION CO | 0.00% |
| T-MOBILE USA INC 02.6250 02/15/2029 | 0.00% |
| T-MOBILE USA INC 03.8750 04/15/2030 | 0.00% |
| TEMPO ACQ LLC/FI P/P 144A 05.7500 06/01/2025 | 0.00% |
| TERRENO REALTY CORP SEDOL B3N4753 | 0.00% |
| THYSSENKRUPP ELEVATOR L+350 04.0187 07/31/2027 | 0.00% |
| TILLY'S INC-CLASS A SHRS SEDOL B7TN3D2 | 0.00% |
| TITAN MACHINERY INC SEDOL B29H3T5 | 0.00% |
| TMS INTERNATIONAL TLB L+275 03.7500 08/14/2024 | 0.00% |
| TRANSOCEAN INC CV 00.5000 01/30/2023 | 0.00% |
| TRUECAR INC SEDOL BMH0MS8 | 0.00% |
| TWILIO INC 03.8750 03/15/2031 | 0.00% |
| UDEMY INC SEDOL BPBLNG3 | 0.00% |
| UNITED FIRE GROUP INC SEDOL B4WXG84 | 0.00% |
| UNITIL CORP SEDOL 2925037 | 0.00% |
| UNIVERSAL INSURANCE HOLDINGS SEDOL 2912374 | 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% |
| USANA HEALTH SCIENCES INC SEDOL 2267698 | 0.00% |
| VANDA PHARMACEUTICALS INC SEDOL B12W3P6 | 0.00% |
| VECTOR GROUP LTD SEDOL 2515803 | 0.00% |
| VENTURE GLOBAL CALCA P/P 144A 03.8750 11/01/2033 | 0.00% |
| VIAVI SOLUTIONS INC SEDOL BYXB201 | 0.00% |
| VISHAY INTERTECHNOLOGY INC SEDOL 2930149 | 0.00% |
| VISTRA CORP P/P 144A 07.0000 12/10/2051 | 0.00% |
| WAMU 2005-AR9 A1C3 01.6279 07/25/2045 | 0.00% |
| WATTS WATER TECHNOLOGIES-A SEDOL 2943620 | 0.00% |
| WELLS FARGO & COMPANY 03.9000 03/15/2026 | 0.00% |
| WFCM 2016-LC25 XA IO 00.9763 12/15/2059 | 0.00% |
| WILEY (JOHN) & SONS-CLASS A SEDOL 2965668 | 0.00% |
| WORKDAY INC 03.7000 04/01/2029 | 0.00% |
| YUM! BRANDS INC. 03.6250 03/15/2031 | 0.00% |
| ZIFF DAVIS INC SEDOL B75DGJ3 | 0.00% |
| 2.247 R ISWP SOFR P 04/01/2027 | 0.00% |
| 2.326 R ISWP SOFR P 04/06/2027 | 0.00% |
| 2.3715 R ISWP SOFR P 04/07/2027 | 0.00% |
| 2.399 R ISWP SOFR P 04/08/2032 | 0.00% |
| ACCURAY INC SEDOL B1R2HW6 | 0.00% |
| AMERICAN TRANSMISSIO P/P 144A 02.6500 01/15/2032 | 0.00% |
| AMWINS GROUP INC P/P 144A 04.8750 06/30/2029 | 0.00% |
| ARRW 2019-1 A3 03.9948 01/25/2049 | 0.00% |
| ARRW 2019-3 A3 03.4160 10/25/2048 | 0.00% |
| ASBURY AUTOMOTIVE GR P/P 144A 04.6250 11/15/2029 | 0.00% |
| BEACON ROOFING SUPPL P/P 144A 04.5000 11/15/2026 | 0.00% |
| BECTON DICKINSON AND CO 03.7000 06/06/2027 | 0.00% |
| BENEFITFOCUS INC SEDOL BDFN1P6 | 0.00% |
| BERKSHIRE HATHAWAY FIN 04.3000 05/15/2043 | 0.00% |
| BLUEGREEN VACATIONS HOLDING SEDOL BM9LQ98 | 0.00% |
| BOMBARDIER INC P/P 144A 06.0000 02/15/2028 | 0.00% |
| BUCKEYE PARTNERS LP 05.8500 11/15/2043 | 0.00% |
| CAESARS ENT INC. P/P 144A 04.6250 10/15/2029 | 0.00% |
| CARA THERAPEUTICS INC SEDOL BJ4YJ92 | 0.00% |
| CAS 2014-C04 1M2 05.5679 11/25/2024 | 0.00% |
| CAS 2017-C04 2ED1 01.2679 11/25/2029 | 0.00% |
| CAS 2019-HRP1 M2 02.8179 11/25/2039 | 0.00% |
| CAS 2021-R02 2M1 01.1887 11/25/2041 | 0.00% |
| CFCRE 2011-C2 D 144A 05.2492 12/15/2047 | 0.00% |
| CHAMPIONX CORP 06.3750 05/01/2026 | 0.00% |
| CHS/COMMUNITY HEALTH P/P 144A 05.6250 03/15/2027 | 0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 JP | 0.00% |
| COINBASE GLOBAL INC P/P 144A 03.6250 10/01/2031 | 0.00% |
| COMCAST CORP 04.0490 11/01/2052 | 0.00% |
| COMCAST CORP P/P 144A 02.9870 11/01/2063 | 0.00% |
| COMM 2014-UBS6 XA IO 01.0022 12/10/2047 | 0.00% |
| COMMSCOPE TECH LLC P/P 144A 06.0000 06/15/2025 | 0.00% |
| COVENANT LOGISTICS GROUP INC SEDOL 2200853 | 0.00% |
| CPG INTL TL L+250 03.2500 05/05/2024 | 0.00% |
| DIRECTV HLDGS/FN P/P 144A 05.8750 08/15/2027 | 0.00% |
| DKK/USD 06/15/2022 CITI | 0.00% |
| DUKE ENERGY INDIANA LLC 06.4500 04/01/2039 | 0.00% |
| EMPIRE COMMUNITIES C P/P 144A 07.0000 12/15/2025 | 0.00% |
| ENDO DAC/ENDO FI P/P 144A 06.0000 06/30/2028 | 0.00% |
| ENDO DAC/ENDO FI P/P 144A 09.5000 07/31/2027 | 0.00% |
| ENDO LUX FIN CO I SA P/P 144A 06.1250 04/01/2029 | 0.00% |
| ENERGY TRANSFER LP 02.9000 05/15/2025 | 0.00% |
| ENERGY TRANSFER LP 05.5000 06/01/2027 | 0.00% |
| ENRGY TRANS LP/REG FIN 04.5000 11/01/2023 | 0.00% |
| FERTITTA ENT P/P 144A 06.7500 01/15/2030 | 0.00% |
| FIFTH THIRD BANCORP 05.1000 06/30/2023 | 0.00% |
| FIRST BANCSHARES INC/MS SEDOL 2184300 | 0.00% |
| GAN LTD SEDOL BLR8ZQ4 | 0.00% |
| GNMA GII30 AY4779 04.4990 03/20/2067 | 0.00% |
| GNMA GII30 BB0107 04.7000 08/20/2067 | 0.00% |
| GNMA GII30 BL6161 06.0000 12/20/2048 | 0.00% |
| GNR 2015-H26 EI IO 01.7247 10/20/2065 | 0.00% |
| GOEASY LTD P/P 144A 05.3750 12/01/2024 | 0.00% |
| GSMS 2014-GC22 XA IO 01.0972 06/10/2047 | 0.00% |
| HCA INC. 04.5000 02/15/2027 | 0.00% |
| HEALTHSTREAM INC SEDOL 2577870 | 0.00% |
| HOME POINT CAP INC P/P 144A 05.0000 02/01/2026 | 0.00% |
| HOMESTREET INC SEDOL B4WHS46 | 0.00% |
| INDUSTRIAL LOGISTICS PROPERT SEDOL BFFK7S6 | 0.00% |
| INTEGRAL AD SCIENCE HOLDING SEDOL BP7L3L2 | 0.00% |
| IPALCO ENTPRS IN 03.7000 09/01/2024 | 0.00% |
| IRB HOLDING CO S+C+300 03.7500 12/15/2027 | 0.00% |
| JPMCC 2013-LC11 X IO 01.3629 04/15/2046 | 0.00% |
| JPMORGAN CHASE & CO 04.1250 12/15/2026 | 0.00% |
| JPMORGAN CHASE & CO 06.1000 10/01/2024 | 0.00% |
| MASONITE INTL C P/P 144A 05.3750 02/01/2028 | 0.00% |
| MASTERCRAFT BOAT HOLDINGS IN SEDOL BDTYR13 | 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% |
| MIDLAND STATES BANCORP INC SEDOL B6VRG58 | 0.00% |
| MIWD HLDCO II/MIWD P/P 144A 05.5000 02/01/2030 | 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% |
| NRG ENERGY INC P/P 144A 05.2500 06/15/2029 | 0.00% |
| NUTRIEN LTD USD 05.2500 01/15/2045 | 0.00% |
| NUTRITION & BIO P/P 144A 02.3000 11/01/2030 | 0.00% |
| OUTBRAIN INC SEDOL BNXL732 | 0.00% |
| OVINTIV INC 06.6250 08/15/2037 | 0.00% |
| OVINTIV INC. 08.1250 09/15/2030 | 0.00% |
| PARK-OHIO INDUSTRIES INC 06.6250 04/15/2027 | 0.00% |
| PLAYAGS INC SEDOL BFNJ8L5 | 0.00% |
| PROOFPOINT 2L TLB L+625 6.750000 08/31/2029 | 0.00% |
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| S&P GLOBAL INC 01.2500 08/15/2030 | 0.00% |
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| SP PLUS CORP SEDOL BH2QZH6 | 0.00% |
| STACR 2019-HQA1 M2 03.0179 02/25/2049 | 0.00% |
| STACR 2021-HQA3 M1 01.1387 09/25/2041 | 0.00% |
| STANDARD IND INC P/P 144A 03.3750 01/15/2031 | 0.00% |
| SURMODICS INC SEDOL 2502678 | 0.00% |
| TEEKAY CORP SEDOL 2933795 | 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% |
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| YUM! BRANDS INC 05.3750 04/01/2032 | 0.00% |
| 2.26 R ISWP SOFR P 03/30/2032 | 0.00% |
| 2.2655 R ISWP SOFR P 03/30/2032 | 0.00% |
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| CAD/USD 07/20/2022 BANKAM | 0.00% |
| CALPINE CORP P/P 144A 05.2500 06/01/2026 | 0.00% |
| CAS 2014-C03 2M2 03.5679 07/25/2024 | 0.00% |
| CAS 2017-C02 2M2C 04.3179 09/25/2029 | 0.00% |
| CAS 2018-C05 1ED1 01.3179 01/25/2031 | 0.00% |
| CAS 2021-R01 1M1 01.0387 10/25/2041 | 0.00% |
| CDX CDX.NA.HY.38 500.0 06/20/2027 | 0.00% |
| CGCMT 2014-GC21 X IO 01.3079 05/10/2047 | 0.00% |
| CINEMARK USA INC P/P 144A 08.7500 05/01/2025 | 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 JP | 0.00% |
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| COMSTOCK RE INC P/P 144A 07.5000 05/15/2025 | 0.00% |
| EVR LN R SOFR P 12/15/25 GS | 0.00% |
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| GNMA GII30 AY2298 04.7000 05/20/2067 | 0.00% |
| GNMA GII30 BA7681 04.6500 06/20/2067 | 0.00% |
| GNMA GII30 BL6216 06.0000 03/20/2049 | 0.00% |
| GNMA GII30 BL6217 06.0000 03/20/2049 | 0.00% |
| GNMA GII30 BL6219 06.0000 03/20/2049 | 0.00% |
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| HUB INTL LTD P/P 144A 05.6250 12/01/2029 | 0.00% |
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| MODINE MANUFACTURING CO SEDOL 2598354 | 0.00% |
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| MSC 2007-IQ15 C 144A 06.3587 06/11/2049 | 0.00% |
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| ORACLE CORP 03.9500 03/25/2051 | 0.00% |
| ORTHO-CLINICAL P/P 144A 07.3750 06/01/2025 | 0.00% |
| PACIFIC GAS & ELECTRIC 02.1000 08/01/2027 | 0.00% |
| PARAMOUNT GLOBAL 04.0000 01/15/2026 | 0.00% |
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| PEOPLES BANCORP INC SEDOL 2679419 | 0.00% |
| PRECISION DRILL P/P 144A 06.8750 01/15/2029 | 0.00% |
| PROLOGIS L.P. 02.1250 04/15/2027 | 0.00% |
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| RAPT THERAPEUTICS INC SEDOL BK5T6R0 | 0.00% |
| RAPTOR ACQ CORP P/P 144A 04.8750 11/01/2026 | 0.00% |
| RAYTHEON TECH CORP 04.8750 10/15/2040 | 0.00% |
| S & T BANCORP INC SEDOL 2781109 | 0.00% |
| SABINE PASS LIQUEF 05.0000 03/15/2027 | 0.00% |
| STACR 2018-DNA3 M2B 02.7679 09/25/2048 | 0.00% |
| STACR 2018-HQA2 M2 02.9679 10/25/2048 | 0.00% |
| STACR 2020-HQA1 M2 02.5679 01/25/2050 | 0.00% |
| TENET HEALTHCARE 04.6250 07/15/2024 | 0.00% |
| TENET HEALTHCARE P/P 144A 06.2500 02/01/2027 | 0.00% |
| UNIVERSAL ELECTRONICS INC SEDOL 2911683 | 0.00% |
| VECTRUS INC SEDOL BQS2V17 | 0.00% |
| VENTYX BIOSCIENCES INC SEDOL BMG99Y1 | 0.00% |
| WASTE CONNECTIONS INC 03.2000 06/01/2032 | 0.00% |
| 2.518 R ISWP SOFR P 04/12/2027 | 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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| BANK OF AMERICA CORP 06.5000 10/23/2024 | 0.00% |
| BOMBARDIER INC P/P 144A 07.5000 12/01/2024 | 0.00% |
| BP CAP MARKETS AMERICA 03.9370 09/21/2028 | 0.00% |
| CALPINE CORP P/P 144A 04.6250 02/01/2029 | 0.00% |
| CALPINE CORP P/P 144A 05.0000 02/01/2031 | 0.00% |
| CAS 2015-C01 1M2 04.9679 02/25/2025 | 0.00% |
| CAS 2015-C02 1M2 04.6679 05/25/2025 | 0.00% |
| CAS 2016-C03 2M2 06.5679 10/25/2028 | 0.00% |
| CAS 2018-C01 1ED5 02.9179 07/25/2030 | 0.00% |
| CHS/COMMUNITY HEALTH P/P 144A 06.0000 01/15/2029 | 0.00% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CG | 0.00% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CG | 0.00% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CG | 0.00% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CS | 0.00% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CS | 0.00% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CS | 0.00% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 GS | 0.00% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 ML | 0.00% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 MS | 0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CS | 0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS | 0.00% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 CG | 0.00% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 CG | 0.00% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 GS | 0.00% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 GS | 0.00% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 GS | 0.00% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 GS | 0.00% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 MS | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 JP | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 JP | 0.00% |
| CMB CMBX.NA.BBB-.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% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | 0.00% |
| CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 CG | 0.00% |
| COLT 2020-2 A1 01.8530 03/25/2065 | 0.00% |
| COMCAST CORP 03.1500 03/01/2026 | 0.00% |
| COMCAST CORP P/P 144A 02.8870 11/01/2051 | 0.00% |
| DIAMOND 1 FIN/DIAMON 08.3500 07/15/2046 | 0.00% |
| EQT CORP 05.0000 01/15/2029 | 0.00% |
| FHR 3065 DC 18.1976 03/15/2035 | 0.00% |
| FNMA FN30 971053 04.5000 02/01/2039 | 0.00% |
| FNR 2006-8 HP 22.1179 03/25/2036 | 0.00% |
| FNR 2007-53 SP 21.7512 06/25/2037 | 0.00% |
| GLOBAL PAYMENTS INC 02.1500 01/15/2027 | 0.00% |
| GNMA GII30 BJ9611 04.5000 05/20/2049 | 0.00% |
| GNMA GII30 BL6016 06.0000 02/20/2049 | 0.00% |
| GNMA GII30 BL6184 06.0000 02/20/2049 | 0.00% |
| GNMA GII30 BL6185 06.0000 01/20/2049 | 0.00% |
| GNMA GII30 BL6218 06.0000 02/20/2049 | 0.00% |
| GNMA GII30 BM1953 06.0000 03/20/2049 | 0.00% |
| GNMA GII30 BM4196 06.0000 04/20/2049 | 0.00% |
| GNMA GII30 BN1506 04.5000 05/20/2049 | 0.00% |
| GNMA GII30 BN1509 05.0000 05/20/2049 | 0.00% |
| GNMA GII30 BN2618 04.5000 05/20/2049 | 0.00% |
| GNMA GII30 MA6409 03.0000 01/20/2050 | 0.00% |
| GNR 2010-9 UI IO 05.0000 01/20/2040 | 0.00% |
| GSMS 2013-GC10 XA IO 01.6164 02/10/2046 | 0.00% |
| HKD/USD 05/18/2022 UBS | 0.00% |
| HUB INTERNATIONAL LTD L+325 04.3483 04/25/2025 | 0.00% |
| JPMBB 2013-C17 XA IO 00.8804 01/15/2047 | 0.00% |
| JPMORGAN CHASE & CO 03.6500 06/01/2026 | 0.00% |
| L BRANDS INC P/P 144A 09.3750 07/01/2025 | 0.00% |
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| NRG ENERGY INC 06.6250 01/15/2027 | 0.00% |
| NUTRITION & BIO P/P 144A 03.4680 12/01/2050 | 0.00% |
| S&P GLOBAL INC 02.5000 12/01/2029 | 0.00% |
| STANDARD IND INC P/P 144A 04.7500 01/15/2028 | 0.00% |
| T-MOBILE USA INC 05.3750 04/15/2027 | 0.00% |
| TXU TCEH RIGHTS | 0.00% |
| WEYERHAEUSER CO 07.3750 03/15/2032 | 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% |
| 2.547 R ISWP SOFR P 04/28/2032 | 0.00% |
| 2.553 R ISWP SOFR P 04/28/2024 | 0.00% |
| 2.6125 R ISWP SOFR P 04/25/2032 | 0.00% |
| 2.7285 R ISWP SOFR P 04/21/2032 | 0.00% |
| 2.7445 R ISWP SOFR P 04/25/2027 | 0.00% |
| BACM 2007-1 XW IO 00.5078 01/15/2049 | 0.00% |
| CAS 2014-C04 2M2 05.6679 11/25/2024 | 0.00% |
| CGCMT 2006-C5 XC IO 144A 00.5990 10/15/2049 | 0.00% |
| CGCMT 2012-GC8 XA IO 144A 01.8194 09/10/2045 | 0.00% |
| CMB CMBX.NA.A.13 2072-12-16 200.0 12/16/2072 CG | 0.00% |
| CMB CMBX.NA.A.13 2072-12-16 200.0 12/16/2072 JP | 0.00% |
| CMB CMBX.NA.A.13 2072-12-16 200.0 12/16/2072 MS | 0.00% |
| CMB CMBX.NA.A.13 2072-12-16 200.0 12/16/2072 MS | 0.00% |
| CMB CMBX.NA.A.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.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 GS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 MS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 MS | 0.00% |
| CMB CMBX.NA.A.7 2047-01-17 200.0 01/17/2047 CG | 0.00% |
| CMB CMBX.NA.A.7 2047-01-17 200.0 01/17/2047 CS | 0.00% |
| CMB CMBX.NA.A.7 2047-01-17 200.0 01/17/2047 JP | 0.00% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CG | 0.00% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 MS | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.00% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 JP | 0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 JP | 0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 MS | 0.00% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 CG | 0.00% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 CS | 0.00% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 GS | 0.00% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 GS | 0.00% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 JP | 0.00% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 MS | 0.00% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 MS | 0.00% |
| CMB CMBX.NA.BB.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.8 2057-10-17 500.0 10/17/2057 MS | 0.00% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 CG | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 CG | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 CG | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 CG | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 CG | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 JP | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 JP | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 JP | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 ML | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 JP | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 MS | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 MS | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 MS | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 MS | 0.00% |
| CMB CMBX.NA.BBB-.14 2072-12-16 300.0 12/16/2072 CG | 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-.14 2072-12-16 300.0 12/16/2072 MS | 0.00% |
| CMB CMBX.NA.BBB-.15 2064-11-18 300.0 11/18/2064 GS | 0.00% |
| CMB CMBX.NA.BBB-.15 2064-11-18 300.0 11/18/2064 GS | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 BA | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 BA | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 MS | 0.00% |
| CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 CG | 0.00% |
| CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 CG | 0.00% |
| CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 CG | 0.00% |
| CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 CG | 0.00% |
| CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 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 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% |
| CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 MS | 0.00% |
| CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 MS | 0.00% |
| CMB CMBX.NA.BBB-.9 2058-09-17 300.0 09/17/2058 CG | 0.00% |
| CMB CMBX.NA.BBB-.9 2058-09-17 300.0 09/17/2058 ML | 0.00% |
| CMB CMBX.NA.BBB-.9 2058-09-17 300.0 09/17/2058 ML | 0.00% |
| COMCAST CORP 06.5000 11/15/2035 | 0.00% |
| CSMC 2007-C1 AX IO 144A 00.7531 02/15/2040 | 0.00% |
| CSMC 2007-C2 AX IO 144A 00.0480 01/15/2049 | 0.00% |
| CVS PASS-THROUGH TRUST 06.0360 12/10/2028 | 0.00% |
| DRMT 2020-2 A1 01.6920 05/25/2065 | 0.00% |
| FHR 2990 LB 15.5294 06/15/2034 | 0.00% |
| FNMA FN30 935058 04.5000 04/01/2039 | 0.00% |
| FNR 2001-50 BI IO 00.3784 10/25/2041 | 0.00% |
| FNR 2001-79 BI IO 00.2613 03/25/2045 | 0.00% |
| FNR 2003-34 P1 PO 00.0000 04/25/2043 | 0.00% |
| FNR 2006-62 PS 35.8928 07/25/2036 | 0.00% |
| FNW 2002-W8 IO1 IO 00.3236 06/25/2042 | 0.00% |
| GNR 2010-9 QI IO 04.5000 01/20/2040 | 0.00% |
| HKD/USD 05/18/2022 BCAP-FX | 0.00% |
| JPMCC 2006-CB17 X IO 01.1442 12/12/2043 | 0.00% |
| LBUBS 2006-C6 XCL IO 144A 00.4348 09/15/2039 | 0.00% |
| STACR 2019-DNA2 M2 03.1179 03/25/2049 | 0.00% |
| THE SHERWIN-WILLIAMS COMPANY 02.7500 06/01/2022 | 0.00% |
| UBSBB 2012-C4 XA IO 144A 01.7145 12/10/2045 | 0.00% |
| WBCMT 2006-C29 IO IO 00.4165 11/15/2048 | 0.00% |
| WFRBS 2012-C10 XA IO 144A 01.6231 12/15/2045 | 0.00% |
| WFRBS 2012-C9 XA IO 144A 02.0002 11/15/2045 | 0.00% |
| 2.0975 R ISWP SOFR P 04/04/2032 | -0.00% |
| 2.3365 R ISWP SOFR P 03/31/2027 | -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.6 2063-05-11 500.0 05/11/2063 MS | -0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CS | -0.00% |
| CMB CMBX.NA.BBB-.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 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-.7 2047-01-17 300.0 01/17/2047 CS | -0.00% |
| SEK/USD 06/15/2022 JPMCB | -0.00% |
| 2.496 R ISWP SOFR P 04/14/2032 | -0.00% |
| 2.552 R ISWP SOFR P 04/27/2032 | -0.00% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 MS | -0.00% |
| 2.334 R ISWP FWD SOFR P 04/18/2052 | -0.00% |
| 2.453 R ISWP SOFR P 04/11/2027 | -0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 GS | -0.00% |
| TWD/USD 05/18/2022 BANKAM | -0.00% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 CG | -0.00% |
| 2.33 R ISWP SOFR P 04/06/2027 | -0.00% |
| 2.382 R ISWP SOFR P 04/06/2024 | -0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CG | -0.00% |
| 2.113 R ISWP SOFR P 04/04/2032 | -0.01% |
| CHF/USD 06/15/2022 MSCIL | -0.01% |
| EUR/USD 06/15/2022 SSBT | -0.01% |
| 2.288 R ISWP SOFR P 03/31/2027 | -0.01% |
| CHF/USD 06/15/2022 SSBT | -0.01% |
| AUD/USD 07/20/2022 RBSF | -0.01% |
| CNH/USD 05/18/2022 GSFX | -0.01% |
| CNH/USD 05/18/2022 SSBT | -0.01% |
| 1.95 R ISWP FWD SOFR P 06/15/2032 | -0.01% |
| 2.05 R ISWP FWD SOFR P 06/15/2052 | -0.04% |
| JPY/USD 05/18/2022 WPAC | -0.05% |
| SPX 20220617 P 4000.00JPMCB | -0.28% |
| FNMA FN30 TBA UMBS 02.5000 06/01/2052 | -0.54% |
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| GSGLPWDS P SOFR R 12/15/25 GS | -3.94% |
| S&P500 EMINI FUT JUN22 ESM2 | 4.53% |
|---|---|
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| NINTENDO CO LTD SEDOL 6639550 | 0.12% |
| UNITED RENTALS INC SEDOL 2134781 | 0.12% |
| AGILENT TECHNOLOGIES INC SEDOL 2520153 | 0.11% |
| AMEREN CORPORATION SEDOL 2050832 | 0.11% |
| ERICSSON LM-B SHS SEDOL 5959378 | 0.11% |
| PAYPAL HOLDINGS INC SEDOL BYW36M8 | 0.11% |
| WESFARMERS LTD SEDOL 6948836 | 0.11% |
| BP PLC SEDOL 0798059 | 0.11% |
| FNMA FN30 TBA UMBS 06.0000 04/01/2052 | 0.11% |
| GOODMAN GROUP SEDOL B03FYZ4 | 0.11% |
| KONINKLIJKE AHOLD DELHAIZE N SEDOL BD0Q398 | 0.11% |
| LIVE NATION ENTERTAINMENT IN SEDOL B0T7YX2 | 0.11% |
| HANA FINANCIAL GROUP SEDOL B0RNRF5 | 0.11% |
| TOTVS SA SEDOL B10LQP6 | 0.11% |
| CHIPOTLE MEXICAN GRILL INC SEDOL B0X7DZ3 | 0.11% |
| KB FINANCIAL GROUP INC SEDOL B3DF0Y6 | 0.11% |
| UNITED OVERSEAS BANK LTD SEDOL 6916781 | 0.11% |
| BRISTOL-MYERS SQUIBB CO SEDOL 2126335 | 0.10% |
| HALLIBURTON CO SEDOL 2405302 | 0.10% |
| SCHNEIDER ELECTRIC SE SEDOL 4834108 | 0.10% |
| ARAMARK SEDOL BH3XG17 | 0.10% |
| BANCO BILBAO VIZCAYA ARGENTA SEDOL 5501906 | 0.10% |
| BANK LEUMI LE-ISRAEL SEDOL 6076425 | 0.10% |
| SANOFI SEDOL 5671735 | 0.10% |
| OTIS WORLDWIDE CORP SEDOL BK531S8 | 0.10% |
| STELLANTIS NV SEDOL BMD8F98 | 0.10% |
| BHP GROUP LTD SEDOL 6144690 | 0.10% |
| SHIN-ETSU CHEMICAL CO LTD SEDOL 6804585 | 0.10% |
| HERMES INTERNATIONAL SEDOL 5253973 | 0.10% |
| PPG INDUSTRIES INC SEDOL 2698470 | 0.10% |
| CUBESMART SEDOL B6SW913 | 0.10% |
| SONIC HEALTHCARE LTD SEDOL 6821120 | 0.10% |
| ASAHI GROUP HOLDINGS LTD SEDOL 6054409 | 0.10% |
| FORTUM OYJ SEDOL 5579550 | 0.10% |
| NAVER CORP SEDOL 6560393 | 0.10% |
| PARTNERS GROUP HOLDING AG SEDOL B119QG0 | 0.10% |
| ESTEE LAUDER COMPANIES-CL A SEDOL 2320524 | 0.10% |
| CONSTELLATION ENERGY SEDOL BMH4FS1 | 0.10% |
| FERGUSON PLC SEDOL BJVNSS4 | 0.10% |
| GLAXOSMITHKLINE PLC SEDOL 0925288 | 0.10% |
| INVESTOR AB-B SHS SEDOL BMV7PQ4 | 0.10% |
| KINDER MORGAN INC SEDOL B3NQ4P8 | 0.10% |
| STARBUCKS CORP SEDOL 2842255 | 0.10% |
| AGCO CORP SEDOL 2010278 | 0.09% |
| TELSTRA CORP LTD SEDOL 6087289 | 0.09% |
| APOLLO HOSPITALS ENTERPRISE SEDOL 6273583 | 0.09% |
| LIFE STORAGE INC SEDOL BDCSFJ6 | 0.09% |
| ICON PLC SEDOL B94G471 | 0.09% |
| MOLINA HEALTHCARE INC SEDOL 2212706 | 0.09% |
| PRUDENTIAL PLC SEDOL 0709954 | 0.09% |
| THOMSON REUTERS CORP SEDOL BFXPTB0 | 0.09% |
| CHINA MENGNIU DAIRY CO SEDOL B01B1L9 | 0.09% |
| NIPPON TELEGRAPH & TELEPHONE SEDOL 6641373 | 0.09% |
| CNH INDUSTRIAL NV SEDOL BDSV2V0 | 0.09% |
| SANDVIK AB SEDOL B1VQ252 | 0.09% |
| BERKSHIRE HATHAWAY INC-CL B SEDOL 2073390 | 0.09% |
| T-MOBILE US INC SEDOL B94Q9V0 | 0.09% |
| T-MOBILE US INC P/P 144A 05.2500 CV PFD | 0.09% |
| DAIKIN INDUSTRIES LTD SEDOL 6250724 | 0.08% |
| COLES GROUP LTD SEDOL BYWR0T5 | 0.08% |
| IMPERIAL BRANDS PLC SEDOL 0454492 | 0.08% |
| RHEINMETALL AG SEDOL 5334588 | 0.08% |
| TEXTRON INC SEDOL 2885937 | 0.08% |
| 1.3265 R ISWP SOFRRATE P 01/03/2032 | 0.08% |
| ENTERPRISE PRODUCTS PARTNERS SEDOL 2285388 | 0.08% |
| STATE STREET CORP SEDOL 2842040 | 0.08% |
| TEXAS INSTRUMENTS INC SEDOL 2885409 | 0.08% |
| AVIVA PLC SEDOL 0216238 | 0.08% |
| DOCUSIGN INC SEDOL BFYT7B7 | 0.08% |
| FLUTTER ENTERTAINMENT PLC-DI SEDOL BWXC0Z1 | 0.08% |
| NIPPON YUSEN KABUSHIKI KAISH SEDOL 6643960 | 0.08% |
| PORSCHE AUTOMOBIL HLDG-PRF SEDOL 7101069 | 0.08% |
| COGECO COMMUNICATIONS INC SEDOL BZCDFX9 | 0.08% |
| YAMAHA MOTOR CO LTD SEDOL 6985264 | 0.08% |
| LONDON STOCK EXCHANGE GROUP SEDOL B0SWJX3 | 0.08% |
| MARATHON PETROLEUM CORP SEDOL B3K3L40 | 0.08% |
| DANAHER CORP 05.0000 CV PFD | 0.08% |
| NOMURA RESEARCH INSTITUTE LT SEDOL 6390921 | 0.08% |
| ANGLO AMERICAN PLC SEDOL B1YW0L9 | 0.08% |
| CK ASSET HOLDINGS LTD SEDOL BYZQ077 | 0.08% |
| HOLOGIC INC SEDOL 2433530 | 0.07% |
| NXP SEMICONDUCTORS NV SEDOL B505PN7 | 0.07% |
| FNMA FN30 BQ1269 UMBS 02.5000 08/01/2050 | 0.07% |
| JD SPORTS FASHION PLC SEDOL BM8Q5M0 | 0.07% |
| ALLEGION PLC SEDOL BFRT3W7 | 0.07% |
| BLUESCOPE STEEL LTD SEDOL 6533232 | 0.07% |
| JONES LANG LASALLE INC SEDOL 2040640 | 0.07% |
| WASTE CONNECTIONS INC SEDOL BYVG1F6 | 0.07% |
| ALIBABA GROUP HOLDING-SP ADR SEDOL BP41ZD1 | 0.07% |
| FIDELITY NATIONAL FINANCIAL SEDOL BNBRDD4 | 0.07% |
| MEDIATEK INC SEDOL 6372480 | 0.07% |
| NETWORK INTERNATIONAL HOLDIN SEDOL BH3VJ78 | 0.07% |
| KEYCORP SEDOL 2490911 | 0.07% |
| TECHTRONIC INDUSTRIES CO LTD SEDOL B0190C7 | 0.07% |
| DAIWA HOUSE INDUSTRY CO LTD SEDOL 6251363 | 0.07% |
| SCHWAB (CHARLES) CORP SEDOL 2779397 | 0.07% |
| ZEBRA TECHNOLOGIES CORP-CL A SEDOL 2989356 | 0.07% |
| BOOZ ALLEN HAMILTON HOLDINGS SEDOL B5367T7 | 0.06% |
| EIFFAGE SEDOL B13X013 | 0.06% |
| ENTAIN PLC SEDOL B5VQMV6 | 0.06% |
| FNMA FN30 MA3563 UMBS 04.0000 01/01/2049 | 0.06% |
| GENUINE PARTS CO SEDOL 2367480 | 0.06% |
| TREASURY BILL 00.0000 06/09/2022 | 0.06% |
| VONTIER CORP SEDOL BH4GV32 | 0.06% |
| AVERY DENNISON CORP SEDOL 2066408 | 0.06% |
| EQUIFAX INC SEDOL 2319146 | 0.06% |
| SAGE GROUP PLC/THE SEDOL B8C3BL0 | 0.06% |
| WELLS FARGO & COMPANY 03.3500 03/02/2033 | 0.06% |
| EOG RESOURCES INC SEDOL 2318024 | 0.06% |
| JAMES HARDIE INDUSTRIES-CDI SEDOL B60QWJ2 | 0.06% |
| MTN GROUP LTD SEDOL 6563206 | 0.06% |
| CAE INC SEDOL 2162760 | 0.06% |
| FNMA FN30 FM7985 UMBS 02.5000 07/01/2051 | 0.06% |
| RECRUIT HOLDINGS CO LTD SEDOL BQRRZ00 | 0.06% |
| 3I GROUP PLC SEDOL B1YW440 | 0.06% |
| AIRBNB INC-CLASS A SEDOL BMGYYH4 | 0.06% |
| DCC PLC SEDOL 0242493 | 0.06% |
| KONINKLIJKE KPN NV SEDOL 5956078 | 0.06% |
| EAST WEST BANCORP INC SEDOL 2487407 | 0.06% |
| FNMA FN30 BT7180 UMBS 02.5000 08/01/2051 | 0.06% |
| ARISTOCRAT LEISURE LTD SEDOL 6253983 | 0.06% |
| COVESTRO AG SEDOL BYTBWY9 | 0.06% |
| DAI-ICHI LIFE HOLDINGS INC SEDOL B601QS4 | 0.06% |
| INTERCONTINENTAL HOTELS GROU SEDOL BHJYC05 | 0.06% |
| PANDORA A/S SEDOL B44XTX8 | 0.06% |
| FNMA FN30 FM1741 UMBS 04.0000 04/01/2049 | 0.06% |
| FNMA FN30 FM7741 UMBS 02.5000 05/01/2051 | 0.06% |
| ORACLE CORP JAPAN SEDOL 6141680 | 0.06% |
| SHIMADZU CORP SEDOL 6804369 | 0.06% |
| TOKYO GAS CO LTD SEDOL 6895448 | 0.06% |
| BANK OF AMERICA CORP 03.8460 03/08/2037 | 0.05% |
| EMERSON ELECTRIC CO SEDOL 2313405 | 0.05% |
| FNMA FN30 AL9859 UMBS 03.0000 03/01/2047 | 0.05% |
| ABBVIE INC 03.2000 11/21/2029 | 0.05% |
| BF0101 03.5000 06/01/2056 | 0.05% |
| EUROFINS SCIENTIFIC SEDOL BNDPYV1 | 0.05% |
| SQUARE ENIX HOLDINGS CO LTD SEDOL 6309262 | 0.05% |
| ACUITY BRANDS INC | 0.05% |
| BOC HONG KONG HOLDINGS LTD SEDOL 6536112 | 0.05% |
| JPMORGAN CHASE & CO 03.9640 11/15/2048 | 0.05% |
| MERCADOLIBRE INC SEDOL B23X1H3 | 0.05% |
| MORGAN STANLEY 03.1250 01/23/2023 | 0.05% |
| SK TELECOM SEDOL 6224871 | 0.05% |
| FNMA FN30 FM7995 UMBS 02.5000 07/01/2051 | 0.05% |
| ITOCHU CORP SEDOL 6467803 | 0.05% |
| STACR 2018-HRP2 M3AS 01.4566 02/25/2047 | 0.05% |
| ALLY FINANCIAL INC 08.0000 11/01/2031 | 0.05% |
| LABORATORY CRP OF AMER HLDGS SEDOL 2586122 | 0.05% |
| STACR 2016-DNA2 M3 05.1066 10/25/2028 | 0.05% |
| CITIGROUP INC 03.6680 07/24/2028 | 0.05% |
| FHR 5119 IC IO 04.0000 06/25/2051 | 0.05% |
| FNMA FN30 FM1521 UMBS 04.0000 05/01/2049 | 0.05% |
| INDUSTRIA DE DISENO TEXTIL SEDOL BP9DL90 | 0.05% |
| MAGALLANES INC P/P 144A 04.2790 03/15/2032 | 0.05% |
| NORDSON CORP SEDOL 2641838 | 0.05% |
| PARADE TECHNOLOGIES LTD SEDOL B6RV676 | 0.05% |
| CCO HOLDINGS LLC P/P 144A 05.3750 06/01/2029 | 0.05% |
| FNMA FN30 MA2737 UMBS 03.0000 09/01/2046 | 0.05% |
| SHOPRITE HOLDINGS LTD SEDOL 6801575 | 0.05% |
| SUMITOMO MITSUI FINANCIAL GR SEDOL 6563024 | 0.05% |
| DINO POLSKA SA SEDOL BD0YVN2 | 0.05% |
| GETINGE AB-B SHS SEDOL 7698356 | 0.05% |
| INTL CONTAINER TERM SVCS INC SEDOL 6455819 | 0.05% |
| MORGAN STANLEY 03.7720 01/24/2029 | 0.05% |
| JPMORGAN CHASE & CO 03.6250 12/01/2027 | 0.05% |
| MCDONALD'S HOLDINGS CO JAPAN SEDOL 6371863 | 0.05% |
| NTT DATA CORP SEDOL 6125639 | 0.05% |
| FERTIGLOBE PLC SEDOL BMXCL70 | 0.04% |
| FNMA FN30 BR5618 UMBS 02.5000 03/01/2051 | 0.04% |
| GARMIN LTD SEDOL B3Z5T14 | 0.04% |
| MANHATTAN ASSOCIATES INC SEDOL 2239471 | 0.04% |
| PHILLIPS 66 SEDOL B78C4Y8 | 0.04% |
| VERIZON COMM 04.3290 09/21/2028 | 0.04% |
| ENERGY TRANSFER LP 06.6250 02/15/2028 | 0.04% |
| FNMA FN30 BQ0329 UMBS 02.5000 07/01/2050 | 0.04% |
| FNR 2021-67 DI IO 04.0000 10/25/2051 | 0.04% |
| GEA GROUP AG SEDOL 4557104 | 0.04% |
| GOLDMAN SACHS GROUP INC 03.8500 01/26/2027 | 0.04% |
| NEW YORK LIFE INS P/P 144A 01.1000 05/05/2023 | 0.04% |
| SWEDISH MATCH AB SEDOL BP09MR2 | 0.04% |
| BANCO SANTANDER SA USD 03.2250 11/22/2032 | 0.04% |
| COPA HOLDINGS SA-CLASS A SEDOL B0TNJH9 | 0.04% |
| FHR 5080 DI IO 04.0000 03/25/2051 | 0.04% |
| MAX HEALTHCARE INSTITUTE LTD SEDOL BMB2291 | 0.04% |
| OVINTIV INC SEDOL BJ01KB6 | 0.04% |
| AT&T INC 03.5500 09/15/2055 | 0.04% |
| BANK OF AMERICA CORP 06.1100 01/29/2037 | 0.04% |
| CONTINENTAL RESOURCE P/P 144A 02.8750 04/01/2032 | 0.04% |
| OCCIDENTAL PETROLEUM COR 06.2000 03/15/2040 | 0.04% |
| SARTORIUS STEDIM BIOTECH SEDOL BYZ2QP5 | 0.04% |
| TOKYO ELECTRON LTD SEDOL 6895675 | 0.04% |
| ZURICH INSURANCE GROUP AG SEDOL 5983816 | 0.04% |
| CF INDUSTRIES INC 04.9500 06/01/2043 | 0.04% |
| CVS HEALTH CORP 04.7800 03/25/2038 | 0.04% |
| ISRAEL DISCOUNT BANK -A SEDOL 6451271 | 0.04% |
| LEGRAND SA SEDOL B11ZRK9 | 0.04% |
| OMRON CORP SEDOL 6659428 | 0.04% |
| YAKULT HONSHA CO LTD SEDOL 6985112 | 0.04% |
| ABCAM PLC SEDOL B677469 | 0.04% |
| FHR 5117 CI IO 05.0000 06/25/2051 | 0.04% |
| HONG KONG EXCHANGES & CLEAR SEDOL 6267359 | 0.04% |
| JPMORGAN CHASE & CO 03.3750 05/01/2023 | 0.04% |
| OASIS PETROLEUM INC SEDOL BLDDYB1 | 0.04% |
| UNUM GROUP SEDOL 2433842 | 0.04% |
| APA CORP SEDOL BNNF1C1 | 0.04% |
| ASIAN PAINTS LTD SEDOL BCRWL65 | 0.04% |
| CCO HOLDINGS LLC P/P 144A 04.7500 03/01/2030 | 0.04% |
| DNB BANK ASA P/P 144A 02.1500 12/02/2022 | 0.04% |
| LI NING CO LTD SEDOL B01JCK9 | 0.04% |
| PUBLIC STORAGE SEDOL 2852533 | 0.04% |
| TENET HEALTHCARE P/P 144A 04.8750 01/01/2026 | 0.04% |
| UNITED MEXICAN STATES USD 05.5500 01/21/2045 | 0.04% |
| AERCAP IRELAND CAP/GLOBA USD 03.3000 01/30/2032 | 0.04% |
| ARKEMA SEDOL B0Z5YZ2 | 0.04% |
| AT&T INC 02.5500 12/01/2033 | 0.04% |
| EXOR NV SEDOL BYSLCX9 | 0.04% |
| SLM CORP | 0.04% |
| CFMT 2021-HB7 M2 02.6791 10/27/2031 | 0.04% |
| CONTEMPORARY AMPEREX TECHN-A SEDOL BHQPSY7 | 0.04% |
| ORACLE CORP 02.5000 10/15/2022 | 0.04% |
| WYNDHAM HOTELS & RESORTS INC SEDOL BF108P4 | 0.04% |
| FIRSTENERGY CORP SEDOL 2100920 | 0.04% |
| FNMA FN30 BM1172 UMBS 03.0000 03/01/2047 | 0.04% |
| MANPOWERGROUP INC SEDOL 2562490 | 0.04% |
| MARATHON OIL CORP SEDOL 2910970 | 0.04% |
| PACIFIC GAS & ELECTRIC 01.3670 03/10/2023 | 0.04% |
| TORONTO-DOMINION BANK USD 01.9000 12/01/2022 | 0.04% |
| UBS GROUP AG P/P 144A 03.4910 05/23/2023 | 0.04% |
| ANTERO RESOURCES CORP SEDOL BFD2WR8 | 0.04% |
| ASPEED TECHNOLOGY INC SEDOL B80VKP3 | 0.04% |
| BRISTOL-MYERS 03.2500 02/20/2023 | 0.04% |
| CLEAN HARBORS INC SEDOL 2202473 | 0.04% |
| EDISON INTERNATIONAL SEDOL 2829515 | 0.04% |
| FHR 5162 HI IO 04.0000 11/25/2051 | 0.04% |
| INCYTE CORP | 0.04% |
| LNSTR 2015-3 B P/P 144A 03.1649 04/20/2048 | 0.04% |
| SPRINT CAPITAL CORPORATION 06.8750 11/15/2028 | 0.04% |
| TYSON FOODS INC-CL A SEDOL 2909730 | 0.04% |
| ABIOMED INC SEDOL 2003698 | 0.03% |
| BRAMBLES LTD SEDOL B1FJ0C0 | 0.03% |
| CINTAS CORP SEDOL 2197137 | 0.03% |
| DTE ENERGY COMPANY SEDOL 2280220 | 0.03% |
| DUKE ENERGY CORP SEDOL B7VD3F2 | 0.03% |
| FACTSET RESEARCH SYSTEMS INC SEDOL 2329770 | 0.03% |
| MARSH & MCLENNAN COS SEDOL 2567741 | 0.03% |
| PAGSEGURO DIGITAL LTD-CL A SEDOL BFWK4R7 | 0.03% |
| PETROLEOS MEXICANOS USD 06.7000 02/16/2032 | 0.03% |
| REPUBLIC OF INDONESIA REGS 04.7500 01/08/2026 | 0.03% |
| TELEFLEX INC SEDOL 2881407 | 0.03% |
| AMERISOURCEBERGEN CORP | 0.03% |
| AVALONBAY COMMUNITIES INC SEDOL 2131179 | 0.03% |
| BANK OF AMERICA CORP 01.7340 07/22/2027 | 0.03% |
| CARDINAL HEALTH INC SEDOL 2175672 | 0.03% |
| CATERPILLAR INC SEDOL 2180201 | 0.03% |
| CENTRE TESTING INTL GROUP-A SEDOL BD5C7D3 | 0.03% |
| COMM 2014-CR17 C 04.7843 05/10/2047 | 0.03% |
| DBUBS 2011-LC3A D 144A 05.3887 08/10/2044 | 0.03% |
| DEXUS/AU SEDOL B033YN6 | 0.03% |
| EXPEDIA GROUP INC SEDOL B748CK2 | 0.03% |
| FHR 5127 AI IO 03.0000 06/25/2051 | 0.03% |
| FHR 5138 YI IO 04.5000 12/25/2049 | 0.03% |
| FORTINET INC SEDOL B5B2106 | 0.03% |
| HEICO CORP SEDOL 2419217 | 0.03% |
| MOUWASAT MEDICAL SERVICES CO SEDOL B403QG4 | 0.03% |
| PROLOGIS INC SEDOL B44WZD7 | 0.03% |
| SHENZHEN INOVANCE TECHNOLO-A SEDOL BD5CMN8 | 0.03% |
| SIRIUS XM RADIO INC P/P 144A 03.8750 09/01/2031 | 0.03% |
| VOLVO AB-B SHS SEDOL B1QH830 | 0.03% |
| WR BERKLEY CORP SEDOL 2093644 | 0.03% |
| XCEL ENERGY INC SEDOL 2614807 | 0.03% |
| AMERICAN FINANCIAL GROUP INC SEDOL 2134532 | 0.03% |
| AMGEN INC SEDOL 2023607 | 0.03% |
| AXIS CAPITAL HOLDINGS LTD SEDOL 2677606 | 0.03% |
| CHUBB LTD SEDOL B3BQMF6 | 0.03% |
| CIENA CORP SEDOL B1FLZ21 | 0.03% |
| CIGNA CORP SEDOL BHJ0775 | 0.03% |
| ELMW8 2021-1A B1 144A 01.8040 01/20/2034 | 0.03% |
| EQUITY LIFESTYLE PROPERTIES SEDOL 2563125 | 0.03% |
| EXELIXIS INC SEDOL 2576941 | 0.03% |
| EXTRA SPACE STORAGE INC SEDOL B02HWR9 | 0.03% |
| FHLMC FR30 QC4957 UMBS 02.5000 08/01/2051 | 0.03% |
| FHR 5094 AI IO 03.0000 04/25/2041 | 0.03% |
| FIRST INDUSTRIAL REALTY TR SEDOL 2360757 | 0.03% |
| HERSHEY CO/THE SEDOL 2422806 | 0.03% |
| ILLUMINA INC SEDOL 2613990 | 0.03% |
| INSPIRE MEDICAL SYSTEMS INC SEDOL BDT5KT5 | 0.03% |
| LAMAR ADVERTISING CO-A SEDOL BSPHGN6 | 0.03% |
| NESTLE HOLDINGS INC P/P 144A 00.3750 01/15/2024 | 0.03% |
| REINSURANCE GROUP OF AMERICA SEDOL 2731193 | 0.03% |
| RIVIAN AUTOMOTIVE INC-A SEDOL BL98841 | 0.03% |
| ROPER TECHNOLOGIES INC SEDOL 2749602 | 0.03% |
| ROSS STORES INC SEDOL 2746711 | 0.03% |
| SHENZHEN MINDRAY BIO-MEDIC-A SEDOL BHQK864 | 0.03% |
| TENET HEALTHCARE CORP SEDOL B8DMK08 | 0.03% |
| VIRTU FINANCIAL INC-CLASS A SEDOL BWTVWD4 | 0.03% |
| VISTRA CORP SEDOL BZ8VJQ8 | 0.03% |
| WENDY'S CO/THE SEDOL B3NXMJ9 | 0.03% |
| WESTROCK CO SEDOL BYR0914 | 0.03% |
| AMERICAN CAMPUS COMMUNITIES SEDOL B02H871 | 0.03% |
| AP MOLLER-MAERSK A/S-B SEDOL 4253048 | 0.03% |
| APARTMENT INCOME REIT CO SEDOL BN6QGL5 | 0.03% |
| AUTODESK INC SEDOL 2065159 | 0.03% |
| BIO-RAD LABORATORIES-A SEDOL 2098508 | 0.03% |
| BLACKSTONE INC SEDOL BKF2SL7 | 0.03% |
| BOSTON SCIENTIFIC CORP SEDOL 2113434 | 0.03% |
| BRIXMOR PROPERTY GROUP INC SEDOL BFTDJL8 | 0.03% |
| CARLYLE GROUP INC/THE SEDOL BKRTG56 | 0.03% |
| CARRIER GLOBAL CORP SEDOL BK4N0D7 | 0.03% |
| CAS 2015-C04 2M2 06.0066 04/25/2028 | 0.03% |
| CAS 2016-C04 1M2 04.7066 01/25/2029 | 0.03% |
| CELANESE CORP SEDOL B05MZT4 | 0.03% |
| COPART INC SEDOL 2208073 | 0.03% |
| CROWN HOLDINGS INC | 0.03% |
| DOLBY LABORATORIES INC-CL A SEDOL B04NJM9 | 0.03% |
| DOORDASH INC - A SEDOL BN13P03 | 0.03% |
| DOVER CORP SEDOL 2278407 | 0.03% |
| DROPBOX INC-CLASS A SEDOL BG0T321 | 0.03% |
| EASTGROUP PROPERTIES INC SEDOL 2455761 | 0.03% |
| ELECTRONIC ARTS INC SEDOL 2310194 | 0.03% |
| EVEREST RE GROUP LTD SEDOL 2556868 | 0.03% |
| EVERSOURCE ENERGY SEDOL BVVN4Q8 | 0.03% |
| FHR 5152 IE IO 03.5000 10/25/2051 | 0.03% |
| FLEETCOR TECHNOLOGIES INC SEDOL B4R28B3 | 0.03% |
| FORD MOTOR CREDI 03.6250 06/17/2031 | 0.03% |
| GODADDY INC - CLASS A SEDOL BWFRFC6 | 0.03% |
| INTEL CORP SEDOL 2463247 | 0.03% |
| LAM RESEARCH CORP SEDOL 2502247 | 0.03% |
| LEEJAM SPORTS CO JSC SEDOL BF12ZV5 | 0.03% |
| MICHELIN (CGDE) SEDOL 4588364 | 0.03% |
| MICROSOFT CORP 02.4000 08/08/2026 | 0.03% |
| MINEBEA CO LTD SEDOL 6642406 | 0.03% |
| MONCLER SPA SEDOL BGLP232 | 0.03% |
| NEW RESIDENTIAL INVESTMENT SEDOL BRJ9GW0 | 0.03% |
| NEW YORK TIMES CO-A SEDOL 2632003 | 0.03% |
| NISOURCE INC SEDOL 2645409 | 0.03% |
| OLIN CORP SEDOL 2658526 | 0.03% |
| PURE STORAGE INC - CLASS A SEDOL BYZ62T3 | 0.03% |
| TERMINIX GLOBAL HOLDINGS INC SEDOL BMD3QK1 | 0.03% |
| TERRIER MEDIA BU P/P 144A 08.8750 12/15/2027 | 0.03% |
| TORO CO SEDOL 2897040 | 0.03% |
| VAIL RESORTS INC SEDOL 2954194 | 0.03% |
| WASTE MANAGEMENT INC SEDOL 2937667 | 0.03% |
| WEC ENERGY GROUP INC SEDOL BYY8XK8 | 0.03% |
| WORKDAY INC-CLASS A SEDOL B8K6ZD1 | 0.03% |
| ALLISON TRANSMISSION HOLDING SEDOL B4PZ892 | 0.03% |
| ALLSTATE CORP SEDOL 2019952 | 0.03% |
| ARCHER-DANIELS-MIDLAND CO SEDOL 2047317 | 0.03% |
| AXON ENTERPRISE INC SEDOL BDT5S35 | 0.03% |
| BAXTER INTERNATIONAL INC SEDOL 2085102 | 0.03% |
| BLACKROCK INC SEDOL 2494504 | 0.03% |
| CF INDUSTRIES HOLDINGS INC SEDOL B0G4K50 | 0.03% |
| CHENIERE ENERGY INC SEDOL 2654364 | 0.03% |
| CIRRUS LOGIC INC SEDOL 2197308 | 0.03% |
| COMM 2014-CR21 AM 03.9870 12/10/2047 | 0.03% |
| CVS HEALTH CORP SEDOL 2577609 | 0.03% |
| DOW INC SEDOL BHXCF84 | 0.03% |
| EBAY INC SEDOL 2293819 | 0.03% |
| EVERCORE INC - A SEDOL B1BHXZ2 | 0.03% |
| FHR 5167 IO IO 03.0000 11/25/2051 | 0.03% |
| GRACO INC SEDOL 2380443 | 0.03% |
| HINDALCO INDUSTRIES LTD SEDOL B0GWF48 | 0.03% |
| INTERPUBLIC GROUP OF COS INC SEDOL 2466321 | 0.03% |
| INVITATION HOMES INC SEDOL BD81GW9 | 0.03% |
| KLA CORP SEDOL 2480138 | 0.03% |
| LIBERTY MEDIA COR-SIRIUSXM A SEDOL BD8QGF7 | 0.03% |
| MACY'S INC SEDOL 2345022 | 0.03% |
| MONOLITHIC POWER SYSTEMS INC SEDOL B01Z7J1 | 0.03% |
| NETFLIX INC SEDOL 2857817 | 0.03% |
| NEWS CORP - CLASS A SEDOL BBGVT40 | 0.03% |
| NUTANIX INC - A SEDOL BYQBFT8 | 0.03% |
| OLD REPUBLIC INTL CORP SEDOL 2659109 | 0.03% |
| ONEMAIN HOLDINGS INC SEDOL BYSZB89 | 0.03% |
| POPULAR INC SEDOL B86QM90 | 0.03% |
| QUIDEL CORP SEDOL 2717591 | 0.03% |
| RYDER SYSTEM INC SEDOL 2760669 | 0.03% |
| SEI INVESTMENTS COMPANY SEDOL 2793610 | 0.03% |
| SERVICE CORP INTERNATIONAL SEDOL 2797560 | 0.03% |
| SIMON PROPERTY GROUP INC SEDOL 2812452 | 0.03% |
| SS&C TECHNOLOGIES HOLDINGS SEDOL B58YSC6 | 0.03% |
| STARWOOD PROPERTY TRUST INC SEDOL B3PQ520 | 0.03% |
| SVB FINANCIAL GROUP SEDOL 2808053 | 0.03% |
| TRANSDIGM INC. P/P 144A 06.2500 03/15/2026 | 0.03% |
| TRAVEL + LEISURE CO SEDOL BMXYT16 | 0.03% |
| ULTA BEAUTY INC SEDOL B28TS42 | 0.03% |
| WALT DISNEY CO/THE SEDOL 2270726 | 0.03% |
| YAMATO HOLDINGS CO LTD SEDOL 6985565 | 0.03% |
| 3M CO | 0.03% |
| ALCOA CORP SEDOL BYNF418 | 0.03% |
| ALIGN TECHNOLOGY INC SEDOL 2679204 | 0.03% |
| BOYD GAMING CORP SEDOL 2117232 | 0.03% |
| COCA-COLA HBC AG-DI SEDOL B9895B7 | 0.03% |
| CUMMINS INC SEDOL 2240202 | 0.03% |
| DISCOVER FINANCIAL SERVICES SEDOL B1YLC43 | 0.03% |
| FHLMC FR30 QC1327 UMBS 02.5000 05/01/2051 | 0.03% |
| FNMA FN30 BM5024 UMBS 03.0000 11/01/2048 | 0.03% |
| LPL FINANCIAL HOLDINGS INC SEDOL B75JX34 | 0.03% |
| LYONDELLBASELL INDU-CL A SEDOL B3SPXZ3 | 0.03% |
| MATSON INC SEDOL B8GNC91 | 0.03% |
| MGIC INVESTMENT CORP SEDOL 2548616 | 0.03% |
| PETROBRAS - PETROLEO BRAS-PR SEDOL 2684532 | 0.03% |
| ROKU INC SEDOL BZ1LFG7 | 0.03% |
| SCHLUMBERGER LTD SEDOL 2779201 | 0.03% |
| SMITH (A.O.) CORP SEDOL 2816023 | 0.03% |
| SPROUT SOCIAL INC - CLASS A SEDOL BKTNTS0 | 0.03% |
| TAPESTRY INC SEDOL BF09HX3 | 0.03% |
| TELEFONICA EMISIONES SAU USD 04.8950 03/06/2048 | 0.03% |
| TOLL BROTHERS INC SEDOL 2896092 | 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 2013-C11 C 04.1821 03/15/2045 | 0.03% |
| AMERICAN TOWER CORP 02.7000 04/15/2031 | 0.03% |
| AXALTA COATING SYSTEMS LTD SEDOL BSFWCF5 | 0.03% |
| CAS 2016-C05 2M2 04.9066 01/25/2029 | 0.03% |
| FHR 5134 IB IO 04.0000 08/25/2051 | 0.03% |
| FNR 2020-67 JI IO 04.0000 09/25/2050 | 0.03% |
| GLOBANT SA SEDOL BP40HF4 | 0.03% |
| GNR 2021-117 MI IO 03.5000 05/20/2042 | 0.03% |
| IPSEN SEDOL B0R7JF1 | 0.03% |
| MASIMO CORP SEDOL B1YWR63 | 0.03% |
| MITSUBISHI ELECTRIC CORP SEDOL 6597045 | 0.03% |
| NETFLIX INC. 05.8750 11/15/2028 | 0.03% |
| OCCIDENTAL PETROLEUM COR 06.4500 09/15/2036 | 0.03% |
| OCCIDENTAL PETROLEUM CORP SEDOL 2655408 | 0.03% |
| OSAKA GAS CO LTD SEDOL 6661768 | 0.03% |
| PTT EXPLORATION & PROD-FOR SEDOL B1359J0 | 0.03% |
| SINBON ELECTRONICS CO LTD SEDOL 6349354 | 0.03% |
| SIRIUS XM RADIO INC P/P 144A 05.0000 08/01/2027 | 0.03% |
| STAPLES INC P/P 144A 07.5000 04/15/2026 | 0.03% |
| SYNCHRONY FINANCIAL SEDOL BP96PS6 | 0.03% |
| US 10YR ULTRA FUT JUN22 UXYM2 | 0.03% |
| WELLS FARGO & CO SEDOL 2649100 | 0.03% |
| CAPITAL ONE FINANCIAL CO 02.3590 07/29/2032 | 0.03% |
| DENBURY INC SEDOL BMZQZL2 | 0.03% |
| DEUTSCHE BANK NY 01.6860 03/19/2026 | 0.03% |
| EQUINIX INC. 02.9000 11/18/2026 | 0.03% |
| FNR 2021-28 GI IO 04.0000 05/25/2051 | 0.03% |
| JD.COM INC - CL A SEDOL BKPQZT6 | 0.03% |
| LOWES COMPANIES INC | 0.03% |
| MRAIT 2020-2 A2 01.4306 08/15/2022 | 0.03% |
| MRAIT 2021-8 A2X 01.3806 05/15/2022 | 0.03% |
| NOVAVAX INC SEDOL BJDQXG4 | 0.03% |
| REPUBLIC OF CHILE USD 04.3400 03/07/2042 | 0.03% |
| SOUTH32 LTD SEDOL BWSW5D9 | 0.03% |
| SUMITOMO TR&BK P/P 144A 00.8000 09/12/2023 | 0.03% |
| T-MOBILE USA INC 03.7500 04/15/2027 | 0.03% |
| 1.85 R ISWP FWD SOFR P 06/15/2027 | 0.03% |
| APID 2013-12A BR 144A 01.6413 04/15/2031 | 0.03% |
| AXCELIS TECHNOLOGIES INC SEDOL BD420Q8 | 0.03% |
| CARLSBERG AS-B SEDOL 4169219 | 0.03% |
| CSC HOLDINGS LLC 05.2500 06/01/2024 | 0.03% |
| DONALDSON CO INC SEDOL 2276467 | 0.03% |
| ENTERPRISE PRODUCTS OPER 04.2500 02/15/2048 | 0.03% |
| GOLDMAN SACHS GROUP INC 04.2230 05/01/2029 | 0.03% |
| ICG 2018-3A B1R 144A 01.7089 01/24/2032 | 0.03% |
| ISTAR INC. 04.2500 08/01/2025 | 0.03% |
| IVORY COAST REGS 06.1250 06/15/2033 | 0.03% |
| KOITO MANUFACTURING CO LTD SEDOL 6496324 | 0.03% |
| LA FRANCAISE DES JE SEDOL BG0SC10 | 0.03% |
| MICROSOFT CORP 02.9210 03/17/2052 | 0.03% |
| MIMECAST LTD SEDOL BYT5JK6 | 0.03% |
| NATIONAL STORAGE AFFILIATES SEDOL BWWCK85 | 0.03% |
| NISSIN FOOD PRODUCTS CO LTD SEDOL 6641760 | 0.03% |
| OUTFRONT MEDIA INC SEDOL BSP6611 | 0.03% |
| PARKER HANNIFIN CORP SEDOL 2671501 | 0.03% |
| PNM RESOURCES INC SEDOL 2707826 | 0.03% |
| RED ROCK RESORTS INC-CLASS A SEDOL BYY9947 | 0.03% |
| SM ENERGY CO SEDOL 2764188 | 0.03% |
| UNITEDHEALTH GROUP INC 03.8500 06/15/2028 | 0.03% |
| WESTLAKE CORP 03.1250 08/15/2051 | 0.03% |
| AMAZON.COM INC 03.1500 08/22/2027 | 0.02% |
| AMN HEALTHCARE SERVICES INC | 0.02% |
| APPLE INC 04.2500 02/09/2047 | 0.02% |
| ATKORE INC SEDOL BDHF495 | 0.02% |
| CALIFORNIA RESOURCES CORP SEDOL BMBK002 | 0.02% |
| CARGURUS INC SEDOL BF5D6S8 | 0.02% |
| CDX CDX.NA.IG.38 100.0 06/20/2027 | 0.02% |
| ECOLAB INC 02.7000 11/01/2026 | 0.02% |
| FHR 5142 AI IO 03.5000 09/25/2051 | 0.02% |
| FNR 2020-96 JI IO 03.0000 01/25/2051 | 0.02% |
| HANCOCK WHITNEY CORP SEDOL 2415497 | 0.02% |
| INTERPUBLIC GRP 04.6500 10/01/2028 | 0.02% |
| ITRON INC SEDOL 2471949 | 0.02% |
| JD.COM INC-ADR SEDOL BMM27D9 | 0.02% |
| REP OF INDONESIA P/P 144A 04.3500 01/08/2027 | 0.02% |
| SAIA INC SEDOL 2982399 | 0.02% |
| TRINET GROUP INC SEDOL 2693914 | 0.02% |
| UFP INDUSTRIES INC SEDOL BMQ60Q1 | 0.02% |
| VALE INDONESIA TBK SEDOL B0217K9 | 0.02% |
| AEROJET ROCKETDYNE HOLDINGS SEDOL BWD7PX9 | 0.02% |
| BROADCOM CRP / CAYM 03.5000 01/15/2028 | 0.02% |
| CAS 2015-C04 1M2 06.1566 04/25/2028 | 0.02% |
| CENTENE CORP 04.6250 12/15/2029 | 0.02% |
| CNO FINANCIAL GROUP INC SEDOL 2657750 | 0.02% |
| ESSENT GROUP LTD SEDOL BFWGXR8 | 0.02% |
| FHR 5024 HI IO 04.5000 10/25/2050 | 0.02% |
| FHR 5121 KI IO 04.0000 06/25/2051 | 0.02% |
| FHR 5170 CI IO 05.5000 05/25/2044 | 0.02% |
| FIRST-CITIZENS BANK/TRST 06.1250 03/09/2028 | 0.02% |
| FNMA FN30 BC1155 UMBS 03.0000 06/01/2046 | 0.02% |
| GENERAL ELECTRIC CO SEDOL BL59CR9 | 0.02% |
| MACOM TECHNOLOGY SOLUTIONS H SEDOL B5B15Y5 | 0.02% |
| MATCH GRP HLD II LLC P/P 144A 04.6250 06/01/2028 | 0.02% |
| MAXLINEAR INC SEDOL B3RDWC8 | 0.02% |
| NOVARTIS CAPITAL CORP 04.0000 11/20/2045 | 0.02% |
| ROMANIA P/P 144A 03.0000 02/27/2027 | 0.02% |
| SEMTECH CORP SEDOL 2795542 | 0.02% |
| SONOS INC SEDOL BYWPZW7 | 0.02% |
| SPST 2021-16 A1 00.7293 11/07/2022 | 0.02% |
| SUNSTONE HOTEL INVESTORS INC SEDOL B034LG1 | 0.02% |
| TRONOX HOLDINGS PLC- A SEDOL BJT16S6 | 0.02% |
| VISTEON CORP SEDOL B4N0JJ6 | 0.02% |
| AGL 2021-13A A1 144A 01.3203 10/20/2034 | 0.02% |
| ALPHA & OMEGA SEMICONDUCTOR SEDOL B5Q3KZ2 | 0.02% |
| ARROWHEAD PHARMACEUTICALS IN SEDOL BYQBFJ8 | 0.02% |
| BERKELEY GROUP HOLDINGS/THE SEDOL BLJNXL8 | 0.02% |
| CITRIX SYSTEMS INC 01.2500 03/01/2026 | 0.02% |
| COMMVAULT SYSTEMS INC SEDOL B142B38 | 0.02% |
| CWALT 2006-OA10 4A1 00.8366 08/25/2046 | 0.02% |
| DOMO INC - CLASS B SEDOL BFZNZC5 | 0.02% |
| E.ON SE SEDOL 4942904 | 0.02% |
| FHR 5036 IK IO 04.0000 04/25/2050 | 0.02% |
| FNR 2021-45 MI IO 02.5000 02/25/2049 | 0.02% |
| GRAY ESCROW II INC P/P 144A 05.3750 11/15/2031 | 0.02% |
| KORN FERRY SEDOL 2386849 | 0.02% |
| MR COOPER GROUP INC SEDOL BGHKHS1 | 0.02% |
| MRAIT 2021-EBO1 A2X 01.9806 04/15/2022 | 0.02% |
| MSBAM 2014-C17 C 04.4721 08/15/2047 | 0.02% |
| NIPPON EXPRESS HOLDINGS INC SEDOL BKSHP63 | 0.02% |
| ONO PHARMACEUTICAL CO LTD SEDOL 6660107 | 0.02% |
| POTLATCHDELTIC CORP SEDOL B0XXJN1 | 0.02% |
| SOUTHWESTERN ENERGY 05.3750 02/01/2029 | 0.02% |
| STAAR SURGICAL CO SEDOL 2836292 | 0.02% |
| TOYO SUISAN KAISHA LTD SEDOL 6899967 | 0.02% |
| UBSCM 2012-C1 C 144A 05.8400 05/10/2045 | 0.02% |
| VINCI SA SEDOL B1XH026 | 0.02% |
| APID 2015-23A AR 144A 01.4613 04/15/2033 | 0.02% |
| BHP GROUP LTD-DI SEDOL 0144403 | 0.02% |
| CALPINE CORP P/P 144A 04.5000 02/15/2028 | 0.02% |
| CAS 2016-C01 1M2 07.2066 08/25/2028 | 0.02% |
| CONSTELLIUM SE SEDOL BKPR6S5 | 0.02% |
| DIXON TECHNOLOGIES INDIA LTD SEDOL BNC5412 | 0.02% |
| EXTREME NETWORKS INC SEDOL 2407052 | 0.02% |
| FNR 2021-28 NI IO 03.0000 05/25/2041 | 0.02% |
| GENWORTH FINANCIAL INC-CL A SEDOL B011WL6 | 0.02% |
| HLSY 2019-1A A1A1 144A 01.6040 01/20/2033 | 0.02% |
| ORACLE CORP 04.0000 11/15/2047 | 0.02% |
| REPUBLIC OF SENEGAL REGS 06.2500 05/23/2033 | 0.02% |
| SIGNET JEWELERS LTD SEDOL B3CTNK6 | 0.02% |
| SPST 2021-10 A 00.0000 08/08/2022 | 0.02% |
| SPST 2021-6 A 01.2549 04/25/2022 | 0.02% |
| ZURN WATER SOLUTIONS CORP SEDOL BMV1ZD3 | 0.02% |
| BBCMS 2019-C3 C 04.1780 05/15/2052 | 0.02% |
| BLOCK INC P/P 144A 03.5000 06/01/2031 | 0.02% |
| BOISE CASCADE CO SEDOL B9BP4R1 | 0.02% |
| CANADIAN PACIFIC RAILWAY USD 01.7500 12/02/2026 | 0.02% |
| CAS 2016-C07 2M2 04.8066 05/25/2029 | 0.02% |
| CATHAY GENERAL BANCORP SEDOL 2264235 | 0.02% |
| CECLO 2020-29A AR 144A 01.4240 10/20/2034 | 0.02% |
| CHARTER COMM OPT LLC 06.4840 10/23/2045 | 0.02% |
| COMM 2010-C1 D 144A 05.7545 07/10/2046 | 0.02% |
| COMM 2013-CR13 C 04.8805 11/10/2046 | 0.02% |
| COMM 2015-LC19 C 04.2309 02/10/2048 | 0.02% |
| CREDIT SUISSE NEW YORK 02.8000 04/08/2022 | 0.02% |
| CUSHMAN & WAKEFIELD PLC SEDOL BFZ4N46 | 0.02% |
| DILLARDS INC-CL A SEDOL 2269768 | 0.02% |
| ENERGY TRANSFER LP 03.7500 05/15/2030 | 0.02% |
| FIRST BANCORP PUERTO RICO SEDOL 2296926 | 0.02% |
| FNR 2017-69 SG IO 05.6934 09/25/2047 | 0.02% |
| FWD 2019-INV1 A3 03.1100 06/25/2049 | 0.02% |
| GENERAL MOTORS FINL CO 04.0000 10/06/2026 | 0.02% |
| INTERNATIONAL GAME TECHNOLOG SEDOL BVG7F06 | 0.02% |
| LATTICE SEMICONDUCTOR CORP SEDOL 2506658 | 0.02% |
| NETFLIX INC REGS 03.8750 11/15/2029 | 0.02% |
| ORACLE CORP 02.5000 05/15/2022 | 0.02% |
| STACR 2017-DNA2 M2 03.9066 10/25/2029 | 0.02% |
| VERIZON COMMUNICATIONS 03.7000 03/22/2061 | 0.02% |
| VIR BIOTECHNOLOGY INC SEDOL BK4PZ38 | 0.02% |
| 1.80 R ISWP FWD SOFR P 06/15/2024 | 0.02% |
| ALBERTSONS COS/SAFE P/P 144A 04.6250 01/15/2027 | 0.02% |
| ALTRA INDUSTRIAL MOTION CORP SEDOL B1L82T2 | 0.02% |
| AT&T INC 04.7500 05/15/2046 | 0.02% |
| CAESARS ENT P/P 144A 06.2500 07/01/2025 | 0.02% |
| COMCAST CORP 03.9690 11/01/2047 | 0.02% |
| COMMONWEALTH BK AUST P/P 144A 03.1500 09/19/2027 | 0.02% |
| ENDEAVOR ENERGY P/P 144A 05.7500 01/30/2028 | 0.02% |
| FULGENT GENETICS INC SEDOL BYQBFQ5 | 0.02% |
| GNR 2016-H16 LI IO 02.1132 07/20/2066 | 0.02% |
| IHEARTMEDIA INC - CLASS A SEDOL BJVR9Y9 | 0.02% |
| IIDA GROUP HOLDINGS CO LTD SEDOL BFDTBS3 | 0.02% |
| MWST 2021-2 A 01.2066 04/25/2055 | 0.02% |
| NAVIENT CORP SEDOL BLP5GX1 | 0.02% |
| NOW INC SEDOL BMH0MV1 | 0.02% |
| OPTION CARE HEALTH INC SEDOL BKM5C62 | 0.02% |
| PORTLAND GENERAL ELECTRIC CO SEDOL B125XQ6 | 0.02% |
| ROCHE HOLDINGS INC P/P 144A 04.0000 11/28/2044 | 0.02% |
| ROCKET SOFTWARE INC P/P 144A 06.5000 02/15/2029 | 0.02% |
| SIXST 2020-16A B 144A 02.1040 10/20/2032 | 0.02% |
| SYNAPTICS INC SEDOL 2839268 | 0.02% |
| TEREX CORP SEDOL 2884224 | 0.02% |
| ABERCROMBIE & FITCH CO-CL A SEDOL 2004185 | 0.02% |
| ALKERMES PLC SEDOL B3P6D26 | 0.02% |
| ARCELORMITTAL USD 07.0000 10/15/2039 | 0.02% |
| ASHTEAD CAPITAL INC P/P 144A 04.3750 08/15/2027 | 0.02% |
| CAS 2017-C01 1M2 04.0066 07/25/2029 | 0.02% |
| CFCRE 2011-C2 E P/P 144A 05.1240 12/15/2047 | 0.02% |
| CREDIT SUISSE GRP AG P/P 144A 02.1930 06/05/2026 | 0.02% |
| FHR 4326 GS IO 05.6534 04/15/2044 | 0.02% |
| FNMA FN40 BF0171 UMBS 04.0000 01/01/2057 | 0.02% |
| GOODYEAR TIRE & RUBBER CO SEDOL 2378200 | 0.02% |
| HILLENBRAND INC SEDOL B2QGDP1 | 0.02% |
| JAZZ SECURITIES DAC P/P 144A 04.3750 01/15/2029 | 0.02% |
| JPMORGAN CHASE & CO 04.6000 02/01/2025 | 0.02% |
| MRAIT 2020-11 A1X 02.0966 04/22/2022 | 0.02% |
| NITTO DENKO CORP SEDOL 6641801 | 0.02% |
| NOVELIS CORP P/P 144A 04.7500 01/30/2030 | 0.02% |
| SCOTTS MIRACLE-GRO 04.5000 10/15/2029 | 0.02% |
| SENSATA TECH BV P/P 144A 04.0000 04/15/2029 | 0.02% |
| SHELL INTERNATIONAL FIN USD 02.8750 05/10/2026 | 0.02% |
| SIBANYE STILLWATER LTD SEDOL BL0L913 | 0.02% |
| SNDPT 2020-1A AR 144A 01.4240 07/20/2034 | 0.02% |
| STACR 2016-HQA1 M3 06.8066 09/25/2028 | 0.02% |
| UNITED NATURAL FOODS INC SEDOL 2895163 | 0.02% |
| US BANCORP 02.4910 11/03/2036 | 0.02% |
| ZAIS 2019-13A A1A 144A 01.7313 07/15/2032 | 0.02% |
| ZI TECH/ZI FIN P/P 144A 03.8750 02/01/2029 | 0.02% |
| ABBSL 2021-2A A P/P 144A 01.3413 04/15/2034 | 0.02% |
| AMERICAN ELECTRIC POWER 04.3000 12/01/2028 | 0.02% |
| ANHEUSER-BUSCH INBEV WOR 04.6000 04/15/2048 | 0.02% |
| BRISTOL-MYERS 03.2500 08/15/2022 | 0.02% |
| BXMT 2021-FL4 A P/P 144A 01.4466 05/15/2038 | 0.02% |
| CLEAR CHANNEL OU P/P 144A 07.5000 06/01/2029 | 0.02% |
| CUSTOMERS BANCORP INC SEDOL B6XHXY4 | 0.02% |
| D.R. HORTON INC 01.3000 10/15/2026 | 0.02% |
| EMBARQ CORPORATION 07.9950 06/01/2036 | 0.02% |
| ENEL SPA SEDOL 7144569 | 0.02% |
| ESSENTIAL PROPERTIES REALTY SEDOL BFFK0X2 | 0.02% |
| FHR 5079 BI IO 05.5000 02/25/2051 | 0.02% |
| FNR 2019-43 SC IO 05.6434 08/25/2049 | 0.02% |
| FNR 2021-65 LI IO 03.5000 10/25/2051 | 0.02% |
| IMOLA MERGER CORP P/P 144A 04.7500 05/15/2029 | 0.02% |
| NORTHROP GRUMMAN CORP 03.2500 01/15/2028 | 0.02% |
| PENNYMAC FINANCIAL SERVICES SEDOL BGYTGH3 | 0.02% |
| REPUBLIC OF KAZAKHSTAN REGS 04.8750 10/14/2044 | 0.02% |
| RETAIL OPPORTUNITY INVESTMEN SEDOL B28YD08 | 0.02% |
| SALLY BEAUTY HOLDINGS INC SEDOL B1GZ005 | 0.02% |
| SKYLINE CHAMPION CORP SEDOL 2814005 | 0.02% |
| SMITH & WESSON BRANDS INC SEDOL BMYGG87 | 0.02% |
| T-MOBILE USA INC 02.2500 11/15/2031 | 0.02% |
| TRI POINTE HOMES INC SEDOL B92CQF3 | 0.02% |
| VZ SECURED FINANCING P/P 144A 05.0000 01/15/2032 | 0.02% |
| AIR LEASE CORP 03.2500 10/01/2029 | 0.02% |
| ARES 2016-41A AR2 144A 01.3113 04/15/2034 | 0.02% |
| AWPT 2014-2A A1R 144A 01.4713 10/15/2029 | 0.02% |
| BRAND ENERGY & INFRAST L+425 05.2500 06/21/2024 | 0.02% |
| BRISTOL-MYERS 02.9000 07/26/2024 | 0.02% |
| BSP 2018-5BA A1A 144A 01.3440 04/20/2031 | 0.02% |
| CHS/COMMUNITY HEALTH P/P 144A 05.2500 05/15/2030 | 0.02% |
| CSAIL 2015-C1 D 144A 03.7610 04/15/2050 | 0.02% |
| ENANTA PHARMACEUTICALS INC SEDOL B9L5200 | 0.02% |
| FAIRFAX FINL HLDGS USD 04.8500 04/17/2028 | 0.02% |
| FNMA FN30 BQ3998 UMBS 02.5000 10/01/2050 | 0.02% |
| GCP APPLIED TECH P/P 144A 05.5000 04/15/2026 | 0.02% |
| GJENSIDIGE FORSIKRING ASA SEDOL B4PH0C5 | 0.02% |
| GLENCORE FUNDING LLC P/P 144A 02.5000 09/01/2030 | 0.02% |
| GLM 2019-5A BR 144A 01.8040 10/20/2032 | 0.02% |
| GSMS 2014-GC22 C 04.6877 06/10/2047 | 0.02% |
| HERENS HOLDCO SARL P/P 144A 04.7500 05/15/2028 | 0.02% |
| KEURIG DR PEPPER INC 02.2500 03/15/2031 | 0.02% |
| KRAFT HEINZ FOODS CO 04.8750 10/01/2049 | 0.02% |
| LEVEL 3 FIN INC P/P 144A 04.2500 07/01/2028 | 0.02% |
| LOGN1 2021-1A A 144A 01.4140 07/20/2034 | 0.02% |
| META FINANCIAL GROUP INC SEDOL 2420316 | 0.02% |
| MONDELEZ INT HOLD NE P/P 144A 02.1250 09/19/2022 | 0.02% |
| MORGAN STANLEY 04.3750 01/22/2047 | 0.02% |
| NETFLIX INC. P/P 144A 04.8750 06/15/2030 | 0.02% |
| NRG ENERGY INC P/P 144A 03.8750 02/15/2032 | 0.02% |
| OCEANEERING INTL INC SEDOL 2655583 | 0.02% |
| POSTE ITALIANE SPA SEDOL BYYN701 | 0.02% |
| PRECISION DRILL P/P 144A 07.1250 01/15/2026 | 0.02% |
| REALOGY HOLDINGS CORP SEDOL B5T0CW1 | 0.02% |
| RELAY THERAPEUTICS INC SEDOL BN2R582 | 0.02% |
| RITE AID CORP P/P 144A 07.5000 07/01/2025 | 0.02% |
| SAMI 2007-AR7 1A1 01.3066 05/25/2047 | 0.02% |
| SHRP 2020-1 NOTE 03.0253 07/25/2024 | 0.02% |
| SNDPT 2019-2A AR 144A 01.4113 07/15/2034 | 0.02% |
| STACR 2018-DNA3 M2 02.5566 09/25/2048 | 0.02% |
| TENET HEALTHCARE P/P 144A 04.2500 06/01/2029 | 0.02% |
| TOYOTA MOTOR CORP SEDOL 6900643 | 0.02% |
| TRONOX INC P/P 144A 04.6250 03/15/2029 | 0.02% |
| UMB FINANCIAL CORP SEDOL 2918510 | 0.02% |
| VISTA OUTDOOR INC SEDOL BVGC697 | 0.02% |
| AHEAD DB HLDG LLC P/P 144A 06.6250 05/01/2028 | 0.02% |
| AMERICAN TOWER CORPORATION 02.7500 01/15/2027 | 0.02% |
| ARCH CAPITAL GROUP LTD SEDOL 2740542 | 0.02% |
| BIOGEN INC 03.6250 09/15/2022 | 0.02% |
| BLACK 2021-1A A1A 144A 01.4515 11/22/2034 | 0.02% |
| BOEING CO 05.9300 05/01/2060 | 0.02% |
| BROADCOM INC 04.1500 11/15/2030 | 0.02% |
| CAS 2016-C02 1M2 06.4566 09/25/2028 | 0.02% |
| CWALT 2006-OA7 1A2 01.0811 06/25/2046 | 0.02% |
| ENCINO ACQ PARTN P/P 144A 08.5000 05/01/2028 | 0.02% |
| FHR 5010 IA IO 03.5000 09/25/2050 | 0.02% |
| FIRST QUANTUM MINERA P/P 144A 07.5000 04/01/2025 | 0.02% |
| GLOBAL MEDICAL RESPONS L+425 05.2500 10/02/2025 | 0.02% |
| GSMS 2012-GCJ9 C 144A 04.4480 11/10/2045 | 0.02% |
| HOPE BANCORP INC SEDOL BYN87K7 | 0.02% |
| HORACE MANN EDUCATORS SEDOL 2437112 | 0.02% |
| HUB INTL LTD P/P 144A 07.0000 05/01/2026 | 0.02% |
| IHEARTCOMMUNICATIONS INC. 08.3750 05/01/2027 | 0.02% |
| INTESA SANPAOLO SPA P/P 144A 04.1980 06/01/2032 | 0.02% |
| JPMCC 2012-C6 E 144A 05.2697 05/15/2045 | 0.02% |
| MOODY'S CORPORATION 02.0000 08/19/2031 | 0.02% |
| MUELLER INDUSTRIES INC SEDOL 2609717 | 0.02% |
| NETFLIX INC 04.8750 04/15/2028 | 0.02% |
| ORGANON & CO/ORG P/P 144A 04.1250 04/30/2028 | 0.02% |
| PPL CORP SEDOL 2680905 | 0.02% |
| QUALYS INC SEDOL B7XJTN8 | 0.02% |
| RAYTHEON TECH CORP 04.1250 11/16/2028 | 0.02% |
| REPUBLIC OF PANAMA 03.2980 01/19/2033 | 0.02% |
| STACR 2016-HQA2 M3 05.6066 11/25/2028 | 0.02% |
| TENET HEALTHCARE COR P/P 144A 05.1250 11/01/2027 | 0.02% |
| VERITIV CORP SEDOL BNBKSP0 | 0.02% |
| WFRBS 2013-C11 AS 03.3110 03/15/2045 | 0.02% |
| WYNN RESORTS FIN LLC P/P 144A 05.1250 10/01/2029 | 0.02% |
| AIR LEASE CORP 04.6250 10/01/2028 | 0.02% |
| ALTICE FRANCE P/P 144A 06.0000 02/15/2028 | 0.02% |
| ARCBEST CORP SEDOL BLTFST7 | 0.02% |
| ARES CAPITAL CORP 02.8750 06/15/2027 | 0.02% |
| BBCMS 2019-C4 XA IO 01.5862 08/15/2052 | 0.02% |
| BECTON DICKINSON AND CO 01.9570 02/11/2031 | 0.02% |
| BERRY GLOBAL INC 01.5700 01/15/2026 | 0.02% |
| CAS 2016-C01 2M2 07.4066 08/25/2028 | 0.02% |
| CAS 2016-C06 1M2 04.7066 04/25/2029 | 0.02% |
| CENTENNIAL RESOURCE P/P 144A 05.3750 01/15/2026 | 0.02% |
| CLARIV SCI HLD CORP P/P 144A 04.8750 07/01/2029 | 0.02% |
| CLEAR CHANNEL WORLDW P/P 144A 05.1250 08/15/2027 | 0.02% |
| COCA-COLA CONSOLIDATED INC SEDOL 2206721 | 0.02% |
| CODEXIS INC SEDOL B5LL2C2 | 0.02% |
| COMCAST CORPORATION 03.3750 02/15/2025 | 0.02% |
| CSAIL 2020-C19 XA IO 01.1139 03/15/2053 | 0.02% |
| DEUTSCHE BANK NY 03.7290 01/14/2032 | 0.02% |
| DUKE ENERGY CORP 03.1500 08/15/2027 | 0.02% |
| ENLINK MIDSTREAM LLC P/P 144A 05.6250 01/15/2028 | 0.02% |
| FNMA FN30 AS7003 UMBS 03.0000 04/01/2046 | 0.02% |
| HUSKY III HLDG LTD P/P 144A 13.0000 02/15/2025 | 0.02% |
| JPMBB 2014-C22 C 04.5540 09/15/2047 | 0.02% |
| KNOWLES CORP SEDOL BJTD9L6 | 0.02% |
| KRAFT HEINZ FOODS CO 05.0000 07/15/2035 | 0.02% |
| MAJORDRIVE HLDG IV L P/P 144A 06.3750 06/01/2029 | 0.02% |
| MSBAM 2012-C6 D 144A 04.5860 11/15/2045 | 0.02% |
| NATIONSTAR MTG HLD I P/P 144A 05.7500 11/15/2031 | 0.02% |
| NRG P/P 144A 03.7500 06/15/2024 | 0.02% |
| PACIFIC GAS & ELECTRIC 03.3000 03/15/2027 | 0.02% |
| PECF USS INTERMEDIAT P/P 144A 08.0000 11/15/2029 | 0.02% |
| REPUBLIC OF COLOMBIA USD 03.8750 04/25/2027 | 0.02% |
| SCSK CORP SEDOL 6858474 | 0.02% |
| SELECT MEDICAL HOLDINGS CORP SEDOL B4MF0Q6 | 0.02% |
| STACR 2021-DNA2 M2 02.3990 08/25/2033 | 0.02% |
| STELLANTIS FIN US IN P/P 144A 02.6910 09/15/2031 | 0.02% |
| TORONTO-DOMINION BANK USD 03.6250 09/15/2031 | 0.02% |
| TUSIMPLE HOLDINGS INC - A SEDOL BKVD041 | 0.02% |
| UNIVISION COMM P/P 144A 06.6250 06/01/2027 | 0.02% |
| WASTE PRO USA INC P/P 144A 05.5000 02/15/2026 | 0.02% |
| WORLD FUEL SERVICES CORP SEDOL 2469450 | 0.02% |
| XPERI HOLDING CORP SEDOL BMWP0C8 | 0.02% |
| A10 NETWORKS INC SEDOL BKQVBN6 | 0.01% |
| ALECTOR INC SEDOL BJ4LDC4 | 0.01% |
| APPIAN CORP SEDOL BYPBTB9 | 0.01% |
| ARCHES BUYER INC P/P 144A 04.2500 06/01/2028 | 0.01% |
| AREIT 2020-CRE4 C 144A 03.2725 04/15/2037 | 0.01% |
| AREIT 2021-CRE5 A 144A 01.4766 07/17/2026 | 0.01% |
| AVID TECHNOLOGY INC SEDOL 2065870 | 0.01% |
| BATH & BODY WORKS IN P/P 144A 06.6250 10/01/2030 | 0.01% |
| BAUSCH HLTH COS INC P/P 144A 04.8750 06/01/2028 | 0.01% |
| BP CAPITAL MARKETS PLC USD 03.2790 09/19/2027 | 0.01% |
| CALLON PETROLEUM CO 06.1250 10/01/2024 | 0.01% |
| CAS 2020-R01 1M2 02.5066 01/25/2040 | 0.01% |
| CD 2017-CD6 AM 03.7090 11/13/2050 | 0.01% |
| COUNTRY GARDEN SERVICES HOLD SEDOL BDQZP48 | 0.01% |
| CWALT 2005-65CB 2A1 00.8816 12/25/2035 | 0.01% |
| DISH DBS CORPORATION 07.7500 07/01/2026 | 0.01% |
| DOMINICAN REPUBLIC P/P 144A 06.0000 02/22/2033 | 0.01% |
| EOG RESOURCES INC 02.6250 03/15/2023 | 0.01% |
| FIRST QUANTUM MINERA P/P 144A 06.8750 03/01/2026 | 0.01% |
| FISHER PAYKEL SEDOL 6340250 | 0.01% |
| FRONTIER COMM HLDGS P/P 144A 06.7500 05/01/2029 | 0.01% |
| HLSY 2020-2A B 144A 01.8940 07/20/2031 | 0.01% |
| HOLLY PAR/FIN P/P 144A 05.0000 02/01/2028 | 0.01% |
| HOME DEPOT INC 02.6250 06/01/2022 | 0.01% |
| HUSKY INJECTION MOLDIN L+300 04.0060 03/28/2025 | 0.01% |
| LADDER CAP FINAN P/P 144A 04.2500 02/01/2027 | 0.01% |
| LAMB WESTON HLD P/P 144A 04.1250 01/31/2030 | 0.01% |
| LAUREATE EDUCATION INC SEDOL BYMYT66 | 0.01% |
| LIBERTY LATIN AMERIC-CL C SEDOL BD9Q3Q6 | 0.01% |
| LIVERAMP HOLDINGS INC SEDOL BGLN838 | 0.01% |
| MCGRAW-HILL ED P/P 144A 08.0000 08/01/2029 | 0.01% |
| MERCK & CO INC 03.7000 02/10/2045 | 0.01% |
| MET LIFE GLOB P/P 144A 01.9500 01/13/2023 | 0.01% |
| MFA FINANCIAL INC SEDOL BMZM2X1 | 0.01% |
| MOOG INC-CLASS A SEDOL 2601218 | 0.01% |
| O-I GLASS INC SEDOL BKLKXD2 | 0.01% |
| ONCOR ELECTRIC DELIV 03.7500 04/01/2045 | 0.01% |
| PEARL ABYSS CORP SEDOL BYX56S9 | 0.01% |
| PERTAMINA PERSERO PT P/P 144A 04.3000 05/20/2023 | 0.01% |
| PRIME SECURITY SVCS P/P 144A 06.2500 01/15/2028 | 0.01% |
| PS BUSINESS PARKS INC/MD SEDOL 2707956 | 0.01% |
| PULTEGROUP INC. 07.8750 06/15/2032 | 0.01% |
| SCIH SALT HLDG INC P/P 144A 04.8750 05/01/2028 | 0.01% |
| SENSATA TECH INC P/P 144A 03.7500 02/15/2031 | 0.01% |
| SIMPLY GOOD FOODS CO/THE SEDOL BF27XF9 | 0.01% |
| SOCIETE GENERALE P/P 144A 05.3750 11/18/2050 | 0.01% |
| STACR 2015-DNA3 M3 05.1566 04/25/2028 | 0.01% |
| STACR 2016-DNA1 M3 06.0066 07/25/2028 | 0.01% |
| STAR 2020-3 A3 02.5910 04/25/2065 | 0.01% |
| SUMITOMO REALTY & DEVELOPMEN SEDOL 6858902 | 0.01% |
| SYLVAMO CORP P/P 144A 07.0000 09/01/2029 | 0.01% |
| UNITED SITE PECF TLB L+425 05.0000 11/04/2028 | 0.01% |
| VAT GROUP AG SEDOL BYZWMR9 | 0.01% |
| WFCM 2016-LC25 AS 03.8717 12/15/2059 | 0.01% |
| ALLETE INC SEDOL B02R1L6 | 0.01% |
| ALLIANT HOLDINGS P/P 144A 06.7500 10/15/2027 | 0.01% |
| AMERICAN BATH GROUP TL L+375 04.2500 11/23/2027 | 0.01% |
| ATHENE GLOBAL FU P/P 144A 01.9850 08/19/2028 | 0.01% |
| BOXER PARENT CO INC P/P 144A 09.1250 03/01/2026 | 0.01% |
| CENTENNIAL RESOURCE P/P 144A 06.8750 04/01/2027 | 0.01% |
| CITIGROUP INC 03.8750 02/18/2051 | 0.01% |
| COMM 2015-LC21 B 04.3344 07/10/2048 | 0.01% |
| DUKE ENERGY OHIO INC 03.6500 02/01/2029 | 0.01% |
| ENTERCOM MEDIA CORP P/P 144A 06.7500 03/31/2029 | 0.01% |
| FAIRFAX US INC P/P 144A 04.8750 08/13/2024 | 0.01% |
| FIBROGEN INC SEDOL BSDRYR8 | 0.01% |
| FULTON FINANCIAL CORP SEDOL 2356585 | 0.01% |
| GALXY 2016-22A ARR 144A 01.4413 04/16/2034 | 0.01% |
| HCA INC 03.5000 07/15/2051 | 0.01% |
| HOSTESS BRANDS INC SEDOL BZ8VJD5 | 0.01% |
| HUB GROUP INC-CL A SEDOL 2407632 | 0.01% |
| IBM CORP 01.8750 08/01/2022 | 0.01% |
| ICAHN ENTER/FIN 05.2500 05/15/2027 | 0.01% |
| INDUSTRIAL LOGISTICS PROPERT SEDOL BFFK7S6 | 0.01% |
| LBMLT 2004-1 A2 01.2566 02/25/2034 | 0.01% |
| LENDINGCLUB CORP SEDOL BK95GR4 | 0.01% |
| LENNAR CORP 04.7500 11/29/2027 | 0.01% |
| MCGRAW-HILL ED P/P 144A 05.7500 08/01/2028 | 0.01% |
| MINERVA MERGER SUB P/P 144A 06.5000 02/15/2030 | 0.01% |
| NEWELL BRANDS INC 04.4500 04/01/2026 | 0.01% |
| NEWZ 2021-1 A 01.2066 05/25/2055 | 0.01% |
| OMNICOM GP/OMNICOM CAP 03.6000 04/15/2026 | 0.01% |
| ORION OFFICE REIT INC SEDOL BLCY4W6 | 0.01% |
| PIEDMONT OFFICE REALTY TRU-A SEDOL B3M3278 | 0.01% |
| PLMRS 2021-2A A 144A 01.3913 07/15/2034 | 0.01% |
| POMEGRANATE MERGER S P/P 144A 09.7500 05/01/2023 | 0.01% |
| PRIMO WATER CORP SEDOL BLKNZP5 | 0.01% |
| RRAM 2019-7A A2B P/P 144A 02.0303 01/15/2037 | 0.01% |
| SCIENTIFIC GAMES P/P 144A 07.2500 11/15/2029 | 0.01% |
| SERES THERAPEUTICS INC SEDOL BYNQNP8 | 0.01% |
| T-MOBILE USA INC. 04.7500 02/01/2028 | 0.01% |
| TEVA PHARMACEUTICALS NE USD 05.1250 05/09/2029 | 0.01% |
| THE AES CORPORATION 02.4500 01/15/2031 | 0.01% |
| VERTIV TLB L+275 02.9914 03/02/2027 | 0.01% |
| VIRTUS INVESTMENT PARTNERS SEDOL B3KKGQ8 | 0.01% |
| WALT DISNEY COMPANY 07.7500 12/01/2045 | 0.01% |
| WESTLAKE CORP 02.8750 08/15/2041 | 0.01% |
| WESTROCK MWV LLC 08.2000 01/15/2030 | 0.01% |
| 1011778 BC / NEW RED P/P 144A 03.8750 01/15/2028 | 0.01% |
| ABN AMRO BANK NV P/P 144A 03.3240 03/13/2037 | 0.01% |
| ADT SEC CORP P/P 144A 04.1250 08/01/2029 | 0.01% |
| ADVANSIX INC SEDOL BYMMZL7 | 0.01% |
| AGENUS INC SEDOL B58J3K4 | 0.01% |
| ALLIED UNIVERSAL P/P 144A 06.0000 06/01/2029 | 0.01% |
| ALLISON TRANSMISSION P/P 144A 04.7500 10/01/2027 | 0.01% |
| AMGEN INC 02.6000 08/19/2026 | 0.01% |
| ARD FINANCE SA P/P 144A 06.5000 06/30/2027 | 0.01% |
| ASHTEAD CAPITAL INC P/P 144A 02.4500 08/12/2031 | 0.01% |
| AUD/USD 04/20/2022 RBSF | 0.01% |
| AXALTA COATING SYS P/P 144A 03.3750 02/15/2029 | 0.01% |
| BALLY 2021-17A A1A 144A 01.2862 10/20/2034 | 0.01% |
| BEASLEY MEZZANIN P/P 144A 08.6250 02/01/2026 | 0.01% |
| BGC PARTNERS INC-CL A SEDOL 2528168 | 0.01% |
| BLUEBIRD BIO INC SEDOL BBFL7S1 | 0.01% |
| BNP PARIBAS P/P 144A 02.5880 08/12/2035 | 0.01% |
| BOYD GAMING CORP P/P 144A 04.7500 06/15/2031 | 0.01% |
| CALIFORNIA WATER SERVICE GRP SEDOL 2165383 | 0.01% |
| CENGAGE LEARNING INC P/P 144A 09.5000 06/15/2024 | 0.01% |
| CLUBCORP HLDG INC P/P 144A 08.5000 09/15/2025 | 0.01% |
| COMM 2014-CR18 C 04.7465 07/15/2047 | 0.01% |
| COMM 2014-LC15 AM 04.1980 04/10/2047 | 0.01% |
| COMPASS MIN INTL P/P 144A 06.7500 12/01/2027 | 0.01% |
| CROWN CASTLE INTL CORP 03.7000 06/15/2026 | 0.01% |
| DCP MIDSTREAM P/P 144A 06.7500 09/15/2037 | 0.01% |
| DELTA/SKYMILES P/P 144A 04.7500 10/20/2028 | 0.01% |
| DUKE ENERGY CORP 04.2000 06/15/2049 | 0.01% |
| ECHOSTAR CORP-A SEDOL B2NC471 | 0.01% |
| ELMW4 2020-1A A 144A 01.4813 04/15/2033 | 0.01% |
| ENBRIDGE INC USD 04.5000 06/10/2044 | 0.01% |
| FNMA FN30 AS8056 UMBS 03.0000 10/01/2046 | 0.01% |
| FNMA FN30 BC2733 UMBS 03.0000 05/01/2046 | 0.01% |
| GMS INC SEDOL BYY9FS3 | 0.01% |
| GOOGLE INC 03.3750 02/25/2024 | 0.01% |
| GSK CONSUMER HLTHCRE P/P 144A 03.6250 03/24/2032 | 0.01% |
| HYATT HOTELS CORP 04.8500 03/15/2026 | 0.01% |
| INTERCONTINENTALEXCHANGE 02.6500 09/15/2040 | 0.01% |
| ITEOS THERAPEUTICS INC SEDOL BMWXFT4 | 0.01% |
| IVORY COAST REGS 05.3750 07/23/2024 | 0.01% |
| JPMCC 2014-C20 AS 04.0432 07/15/2047 | 0.01% |
| JTWN 2018-6RA A2B 144A 02.0377 04/25/2030 | 0.01% |
| LEVI STRAUSS & CO. P/P 144A 03.5000 03/01/2031 | 0.01% |
| LSF11 A5 HOLDCO LLC P/P 144A 06.6250 10/15/2029 | 0.01% |
| MADISON IAQ LLC P/P 144A 05.8750 06/30/2029 | 0.01% |
| MERIDIAN BIOSCIENCE INC SEDOL 2580265 | 0.01% |
| NETFLIX INC P/P 144A 05.3750 11/15/2029 | 0.01% |
| NIELSEN FIN LLC/CO P/P 144A 04.5000 07/15/2029 | 0.01% |
| ORTHO CLINICAL DIAGNOSTICS H SEDOL BMDNH97 | 0.01% |
| PBF HOLDING CO LLC P/P 144A 09.2500 05/15/2025 | 0.01% |
| PITNEY BOWES INC SEDOL 2690506 | 0.01% |
| REDWOOD TRUST INC SEDOL 2730877 | 0.01% |
| REPUBLIC OF KAZAKHSTAN REGS 06.5000 07/21/2045 | 0.01% |
| REPUBLIC OF SOUTH AFRICA USD 04.8500 09/27/2027 | 0.01% |
| REPUBLICA ORIENT URUGUAY USD 07.6250 03/21/2036 | 0.01% |
| SCRT 2017-2 M1 04.0000 08/25/2056 | 0.01% |
| SOFINA SEDOL 4820301 | 0.01% |
| STACR 2016-DNA3 M3 05.4566 12/25/2028 | 0.01% |
| STANDARD IND INC P/P 144A 04.3750 07/15/2030 | 0.01% |
| STEVENS HLDG CO INC P/P 144A 06.1250 10/01/2026 | 0.01% |
| STURM RUGER & CO INC SEDOL 2856289 | 0.01% |
| TRAVERE THERAPEUTICS INC SEDOL BLFGJD5 | 0.01% |
| URBAN ONE INC P/P 144A 07.3750 02/01/2028 | 0.01% |
| VERIZON COMMUNICATIONS 04.4000 11/01/2034 | 0.01% |
| WFCM 2013-LC12 C 04.3054 07/15/2046 | 0.01% |
| ZOETIS INC 03.9000 08/20/2028 | 0.01% |
| 1011778 BC ULC / P/P 144A 04.3750 01/15/2028 | 0.01% |
| ANCESTRY.COM 1L TL L+325 03.7500 12/06/2027 | 0.01% |
| APPLE INC. 03.8500 05/04/2043 | 0.01% |
| BERKSHIRE HATHAWAY FIN 02.8500 10/15/2050 | 0.01% |
| BMW FINANCE NV P/P 144A 02.8500 08/14/2029 | 0.01% |
| BOMBARDIER INC P/P 144A 07.1250 06/15/2026 | 0.01% |
| BOMBARDIER INC P/P 144A 07.8750 04/15/2027 | 0.01% |
| BPCE SA P/P 144A 04.5000 03/15/2025 | 0.01% |
| BRAVO 2021-C A1 01.6195 03/01/2061 | 0.01% |
| CALERES INC SEDOL BWX4MD9 | 0.01% |
| CHS/COMMUNITY P/P 144A 06.8750 04/15/2029 | 0.01% |
| CITIGROUP INC 03.8870 01/10/2028 | 0.01% |
| COMM 2013-CR13 D 144A 04.8805 11/10/2046 | 0.01% |
| COMM 2015-LC23 D 144A 03.6070 10/10/2048 | 0.01% |
| CONTINENTAL RES 04.5000 04/15/2023 | 0.01% |
| CROWN CASTLE INTL CORP 03.6500 09/01/2027 | 0.01% |
| CSAIL 2015-C2 AS 03.8490 06/15/2057 | 0.01% |
| CSAIL 2016-C7 AS 03.9579 11/15/2049 | 0.01% |
| CWALT 2005-59 1A1 01.1066 11/20/2035 | 0.01% |
| FHLMC FR30 ZS4703 UMBS 03.0000 02/01/2047 | 0.01% |
| FNMA FN30 BJ9256 UMBS 04.0000 06/01/2048 | 0.01% |
| FREEPORT-MCMORAN INC 05.4500 03/15/2043 | 0.01% |
| FULL HOUSE RESOR P/P 144A 08.2500 02/15/2028 | 0.01% |
| GNR 2020-138 AI IO 03.0000 09/20/2050 | 0.01% |
| GRANITE US HLDG CORP P/P 144A 11.0000 10/01/2027 | 0.01% |
| HOWMET AEROSPACE INC 03.0000 01/15/2029 | 0.01% |
| HUNTINGTON BANCSHARE P/P 144A 02.4870 08/15/2036 | 0.01% |
| ICG 2015-2RA A2 144A 02.0413 01/16/2033 | 0.01% |
| INNOSPEC INC SEDOL 2245597 | 0.01% |
| ISTAR INC 04.7500 10/01/2024 | 0.01% |
| JDE PEET'S NV P/P 144A 01.3750 01/15/2027 | 0.01% |
| JPMCC 2012-C8 D 144A 04.6745 10/15/2045 | 0.01% |
| KRAFT HEINZ FOODS CO 03.0000 06/01/2026 | 0.01% |
| MATTAMY GROUP CORP P/P 144A 05.2500 12/15/2027 | 0.01% |
| MCLO 2019-1A AANR 144A 01.5613 04/15/2032 | 0.01% |
| MSBAM 2013-C8 B 03.5203 12/15/2048 | 0.01% |
| MSBAM 2014-C14 C 05.0527 02/15/2047 | 0.01% |
| NESCO HLDG II INC P/P 144A 05.5000 04/15/2029 | 0.01% |
| NN GROUP NV SEDOL BNG8PQ9 | 0.01% |
| NUTRIEN LTD USD 04.1250 03/15/2035 | 0.01% |
| OAKCL 2021-1A A1 144A 01.4013 07/15/2034 | 0.01% |
| ONEMAIN FINANCE CORP 05.3750 11/15/2029 | 0.01% |
| OT MERGER CORP P/P 144A 07.8750 10/15/2029 | 0.01% |
| PFP 2021-8 AS 144A 01.6806 08/09/2037 | 0.01% |
| PHH MORTGAGE CORP P/P 144A 07.8750 03/15/2026 | 0.01% |
| PMHC II INC P/P 144A 09.0000 02/15/2030 | 0.01% |
| PPSI 2004-WCW2 M3 01.5066 10/25/2034 | 0.01% |
| QUORUM HEALTH EXT TL L+775 08.7478 04/29/2025 | 0.01% |
| RATTLER MIDSTREAM LP P/P 144A 05.6250 07/15/2025 | 0.01% |
| REG18 2021-1A A1 144A 01.3413 01/15/2034 | 0.01% |
| REPUBLIC OF KAZAKHSTAN REGS 05.1250 07/21/2025 | 0.01% |
| SABRE GLBL INC P/P 144A 09.2500 04/15/2025 | 0.01% |
| SERVICE CORP INTL 04.0000 05/15/2031 | 0.01% |
| SERVICE CORP INTL 05.1250 06/01/2029 | 0.01% |
| SFL CORP LTD SEDOL BJXT857 | 0.01% |
| STAR 2020-2 M1E 03.0000 04/25/2060 | 0.01% |
| STEWART INFORMATION SERVICES SEDOL 2848736 | 0.01% |
| TOWNSQUARE MEDIA INC P/P 144A 06.8750 02/01/2026 | 0.01% |
| TPAT 2018-SL1 A 144A 01.0566 01/25/2046 | 0.01% |
| TRANSCANADA TRUST USD 05.3000 03/15/2077 | 0.01% |
| TRIPADVISOR INC P/P 144A 07.0000 07/15/2025 | 0.01% |
| TWILIO INC 03.6250 03/15/2029 | 0.01% |
| UBS GROUP AG P/P 144A 04.1250 04/15/2026 | 0.01% |
| WERNER FINCO LP/INC P/P 144A 08.7500 07/15/2025 | 0.01% |
| WFCM 2013-LC12 AS 04.3054 07/15/2046 | 0.01% |
| ABC SUPPLY CO INC P/P 144A 04.0000 01/15/2028 | 0.01% |
| AIMCO 2021-14A A 144A 01.2440 04/20/2034 | 0.01% |
| ALPHABET INC 01.9980 08/15/2026 | 0.01% |
| AMC ENT HLDGS P/P 144A 10.0000 06/15/2026 | 0.01% |
| APACHE CORP 04.3750 10/15/2028 | 0.01% |
| APACHE CORP 05.1000 09/01/2040 | 0.01% |
| APEXC 2019-2A A1R 144A 01.4077 10/25/2032 | 0.01% |
| APPLE HOSPITALITY REIT INC SEDOL BXRTX56 | 0.01% |
| APPLE INC 04.3750 05/13/2045 | 0.01% |
| BANK OF AMERICA CORP 06.1000 03/17/2025 | 0.01% |
| BHLD 2020-1 A2 02.6000 02/25/2055 | 0.01% |
| BLACKSTONE CQP HOLDCO L+375 04.2500 06/04/2028 | 0.01% |
| BOOKING HOLDINGS INC 04.6250 04/13/2030 | 0.01% |
| BWAY HOLDING CO P/P 144A 07.2500 04/15/2025 | 0.01% |
| CALLON PETROLEUM P/P 144A 08.0000 08/01/2028 | 0.01% |
| CARNIVAL CORP P/P 144A 05.7500 03/01/2027 | 0.01% |
| CHARTER COMM OPT LLC/CAP 02.2500 01/15/2029 | 0.01% |
| CISCO SYSTEMS INC 02.5000 09/20/2026 | 0.01% |
| CITIGROUP INC 04.4500 09/29/2027 | 0.01% |
| CLUB CAR TL L+400 04.5625 06/01/2028 | 0.01% |
| COMFORT SYSTEMS USA INC SEDOL 2036047 | 0.01% |
| CORECIVIC INC SEDOL BZ8VC58 | 0.01% |
| COVANTA HOLDING CORP P/P 144A 04.8750 12/01/2029 | 0.01% |
| CREDIT SUISSE GRP AG P/P 144A 06.2500 12/18/2024 | 0.01% |
| CSG SYSTEMS INTL INC SEDOL 2210885 | 0.01% |
| DOMINICAN REPUBLIC REGS 06.4000 06/05/2049 | 0.01% |
| DONNELLEY FINANCIAL SOLUTION SEDOL BYND5T7 | 0.01% |
| ELMW2 2019-2A AR 144A 01.4040 04/20/2034 | 0.01% |
| FORD MOTOR CREDIT CO LLC 04.0000 11/13/2030 | 0.01% |
| FREEDOM MTGE CORP P/P 144A 08.2500 04/15/2025 | 0.01% |
| GOLDEN ENTERTAINMENT INC SEDOL BYNH8R8 | 0.01% |
| GW B-CR SECURITY P/P 144A 09.5000 11/01/2027 | 0.01% |
| HESS MIDSTREAM P P/P 144A 05.6250 02/15/2026 | 0.01% |
| HILLTOP HOLDINGS INC SEDOL 2365428 | 0.01% |
| HUNTSMAN INTERNATIONAL LLC 04.5000 05/01/2029 | 0.01% |
| KEURIG DR PEPPER INC 04.5970 05/25/2028 | 0.01% |
| KINGDOM OF BAHRAIN REGS 05.2500 01/25/2033 | 0.01% |
| LEVEL 3 FIN INC P/P 144A 04.6250 09/15/2027 | 0.01% |
| LIVE NATION ENTERTAI P/P 144A 05.6250 03/15/2026 | 0.01% |
| LMAT 2019-GS7 A1 03.2500 11/25/2059 | 0.01% |
| LMAT 2020-GS1 A1 02.8820 10/25/2059 | 0.01% |
| PERDOCEO EDUCATION CORP SEDOL BKRQQR9 | 0.01% |
| PFIZER INC. 03.0000 12/15/2026 | 0.01% |
| PROVIDENT FDG/PFG FI P/P 144A 06.3750 06/15/2025 | 0.01% |
| REP OF INDONESIA P/P 144A 03.3750 04/15/2023 | 0.01% |
| ROYAL BANK OF CANADA USD 04.6500 01/27/2026 | 0.01% |
| SALESFORCE INC 02.9000 07/15/2051 | 0.01% |
| SALESFORCE INC 03.0500 07/15/2061 | 0.01% |
| SANTANDER UK GROUP H P/P 144A 04.7500 09/15/2025 | 0.01% |
| SG HOLDINGS CO LTD SEDOL BFFY885 | 0.01% |
| SPRINT CORP 07.6250 03/01/2026 | 0.01% |
| SPX CORP SEDOL 2787185 | 0.01% |
| STACR 2022-DNA2 M1A 01.3990 02/25/2042 | 0.01% |
| SWISS RE TREAS P/P 144A 04.2500 12/06/2042 | 0.01% |
| TRANSDIGM INC 05.5000 11/15/2027 | 0.01% |
| VERIZON COMMUNICATIONS 02.5500 03/21/2031 | 0.01% |
| VISTRA CORP P/P 144A 04.3000 07/15/2029 | 0.01% |
| VISTRA OPERATION P/P 144A 05.5000 09/01/2026 | 0.01% |
| VM CONSOLIDATED INC P/P 144A 05.5000 04/15/2029 | 0.01% |
| WAMU 2005-AR12 1A8 02.8486 10/25/2035 | 0.01% |
| WFCM 2013-LC12 D 144A 04.3054 07/15/2046 | 0.01% |
| WFCM 2019-C52 XA IO 01.5906 08/15/2052 | 0.01% |
| WFRBS 2011-C3 D 144A 05.2938 03/15/2044 | 0.01% |
| WFRBS 2013-C15 D 144A 04.5055 08/15/2046 | 0.01% |
| WFRBS 2014-C22 XA IO 00.7906 09/15/2057 | 0.01% |
| WYNN LAS VEGAS P/P 144A 05.2500 05/15/2027 | 0.01% |
| ABBVIE INC 03.8000 03/15/2025 | 0.01% |
| ACM RESEARCH INC-CLASS A SEDOL BF5C2N2 | 0.01% |
| AIGIM 2021-1A A 144A 01.3589 04/22/2034 | 0.01% |
| ALBERTSONS COS P/P 144A 04.8750 02/15/2030 | 0.01% |
| ALTICE FRANCE P/P 144A 10.5000 05/15/2027 | 0.01% |
| AMGEN INC 04.6630 06/15/2051 | 0.01% |
| AMMST 2020-MF1 XA IO 144A 00.9653 05/15/2053 | 0.01% |
| ANHEUSER-BUSCH INBEV WOR 04.7500 01/23/2029 | 0.01% |
| APPLE INC 02.8500 05/11/2024 | 0.01% |
| ARETEC ESCROW P/P 144A 07.5000 04/01/2029 | 0.01% |
| BANNER CORPORATION SEDOL 2346003 | 0.01% |
| BATH & BODY WORKS INC 07.5000 06/15/2029 | 0.01% |
| BIG RVR STL/FIN P/P 144A 06.6250 01/31/2029 | 0.01% |
| BP CAP MARKETS AMERICA 03.1190 05/04/2026 | 0.01% |
| CARA THERAPEUTICS INC SEDOL BJ4YJ92 | 0.01% |
| CARNIVAL CORP P/P 144A 07.6250 03/01/2026 | 0.01% |
| CDW LLC/CDW FINANCE 03.2500 02/15/2029 | 0.01% |
| CGCMT 2014-GC19 D 144A 05.0914 03/10/2047 | 0.01% |
| CITIGROUP INC 04.7500 05/18/2046 | 0.01% |
| CLARIOS GLOBAL L+325 03.3425 04/30/2026 | 0.01% |
| COMCAST CORP 02.3500 01/15/2027 | 0.01% |
| COMM 2015-DC1 AM 03.7240 02/10/2048 | 0.01% |
| COMSTOCK RE INC P/P 144A 05.8750 01/15/2030 | 0.01% |
| CONSTELLIUM SE P/P 144A 05.8750 02/15/2026 | 0.01% |
| CONTINENTAL RESO P/P 144A 05.7500 01/15/2031 | 0.01% |
| CREDIT SUISSE GRP AG P/P 144A 03.8690 01/12/2029 | 0.01% |
| CROWN CASTLE INTL CORP 03.8000 02/15/2028 | 0.01% |
| CROWNROCK LP/CR P/P 144A 05.0000 05/01/2029 | 0.01% |
| DEUTSCHE TELEKOM INT FIN USD 08.7500 06/15/2030 | 0.01% |
| DOLLAR GENERAL CORP 03.2500 04/15/2023 | 0.01% |
| DOMINICAN REPUBLIC REGS 05.9500 01/25/2027 | 0.01% |
| ELANCO ANIMAL HEALTH 06.4000 08/28/2028 | 0.01% |
| ERAC USA FINANCE LLC P/P 144A 04.5000 02/15/2045 | 0.01% |
| ERAC USA FINANCE LLC P/P 144A 05.6250 03/15/2042 | 0.01% |
| FHLMC FR30 QB1991 UMBS 02.5000 08/01/2050 | 0.01% |
| FHMS K087 X1 IO 00.3626 12/25/2028 | 0.01% |
| FREEPORT-MCMORAN INC 04.3750 08/01/2028 | 0.01% |
| GLP CAPITAL LP / FIN II 03.2500 01/15/2032 | 0.01% |
| GNMA GII30 MA6153 03.0000 09/20/2049 | 0.01% |
| GOLAR LNG LTD SEDOL 2367963 | 0.01% |
| GSMS 2013-GCJ14 B P/P 144A 04.7349 08/10/2046 | 0.01% |
| HCA INC. 05.3750 09/01/2026 | 0.01% |
| IHS HOLDING LTD REGS 06.2500 11/29/2028 | 0.01% |
| IMMUNITYBIO INC SEDOL BNSP0B8 | 0.01% |
| IMMUNOGEN INC SEDOL 2457864 | 0.01% |
| INTL FLAVOR & FRAGRANCES 04.4500 09/26/2028 | 0.01% |
| INTREPID POTASH INC SEDOL BMDNMT2 | 0.01% |
| ISHARES CORE MSCI EMERGING SEDOL B8NDCB6 | 0.01% |
| JAZZ PHARMA TLB L+350 04.0000 05/31/2028 | 0.01% |
| JOHNSON CONTROLS INTL PL 04.9500 07/02/2064 | 0.01% |
| JPMBB 2013-C12 B 04.0946 07/15/2045 | 0.01% |
| JPMCC 2013-C16 C 05.0083 12/15/2046 | 0.01% |
| KFORCE INC SEDOL 2746982 | 0.01% |
| KONTOOR BRANDS INC P/P 144A 04.1250 11/15/2029 | 0.01% |
| LADDER CAP FINAN P/P 144A 04.7500 06/15/2029 | 0.01% |
| MASONITE INTL C P/P 144A 03.5000 02/15/2030 | 0.01% |
| MINERALS TECHNOLOGIES INC SEDOL 2595612 | 0.01% |
| MISUMI GROUP INC SEDOL 6595179 | 0.01% |
| MITSUBISHI UFJ FIN GRP USD 03.8500 03/01/2026 | 0.01% |
| MIZRAHI TEFAHOT BANK LTD SEDOL 6916703 | 0.01% |
| NABORS IND CV 00.7500 01/15/2024 | 0.01% |
| NABORS INDUSTRIES INC. 05.7500 02/01/2025 | 0.01% |
| NATIONAL AUSTRALIA BK/NY 02.8750 04/12/2023 | 0.01% |
| NEXTGEN HEALTHCARE INC SEDOL BF5L3D6 | 0.01% |
| ORACLE CORP 03.6500 03/25/2041 | 0.01% |
| OVINTIV INC 07.3750 11/01/2031 | 0.01% |
| OWENS & MINOR INC P/P 144A 04.5000 03/31/2029 | 0.01% |
| PANTHER BF AGGRE 2 P/P 144A 08.5000 05/15/2027 | 0.01% |
| PARK-OHIO INDUSTRIES INC 06.6250 04/15/2027 | 0.01% |
| PENN NATIONAL GAMING P/P 144A 05.6250 01/15/2027 | 0.01% |
| PIPER SANDLER COS SEDOL 2227089 | 0.01% |
| ROCKCLIFF ENERGY II P/P 144A 05.5000 10/15/2029 | 0.01% |
| SCRIPPS ESCROW P/P 144A 05.3750 01/15/2031 | 0.01% |
| SERVICENOW INC 01.4000 09/01/2030 | 0.01% |
| SHERWIN-WILLIAMS CO 03.4500 06/01/2027 | 0.01% |
| SKYWEST INC SEDOL 2814210 | 0.01% |
| SLH TL B 1L USD L+400 04.5000 06/03/2028 | 0.01% |
| SM ENERGY CO 06.5000 07/15/2028 | 0.01% |
| STACR 2018-HQA1 M2 02.7566 09/25/2030 | 0.01% |
| TALLGRASS NRG PRTNR P/P 144A 05.5000 01/15/2028 | 0.01% |
| TEVA PHARMACEUTICALS NE USD 06.0000 04/15/2024 | 0.01% |
| THERAVANCE BIOPHARMA INC SEDOL BMNDK09 | 0.01% |
| TITAN ACQ LTD P/P 144A 07.7500 04/15/2026 | 0.01% |
| TMS INTL CORP P/P 144A 06.2500 04/15/2029 | 0.01% |
| TOSHIBA CORP SEDOL 6897217 | 0.01% |
| TR OP / TR FIN P/P 144A 05.1250 04/01/2029 | 0.01% |
| TRANSOCEAN INC P/P 144A 11.5000 01/30/2027 | 0.01% |
| UNITEDHEALTH GROUP INC 03.9500 10/15/2042 | 0.01% |
| UNIVAR SOLUTIONS P/P 144A 05.1250 12/01/2027 | 0.01% |
| USA COMPRESSION PART 06.8750 04/01/2026 | 0.01% |
| VIATRIS INC 02.3000 06/22/2027 | 0.01% |
| WASHINGTON FEDERAL INC SEDOL 2941981 | 0.01% |
| WASTE CONNECTIONS INC 03.5000 05/01/2029 | 0.01% |
| WESBANCO INC SEDOL 2953782 | 0.01% |
| WESCO DISTRIBUT P/P 144A 07.2500 06/15/2028 | 0.01% |
| WFCM 2016-BNK1 AS 02.8140 08/15/2049 | 0.01% |
| WFCM 2020-C57 C 04.0235 08/15/2053 | 0.01% |
| WFRBS 2012-C10 AS 03.2410 12/15/2045 | 0.01% |
| WHITE CAP BUYER LLC P/P 144A 06.8750 10/15/2028 | 0.01% |
| ABC SUPPLY CO INC P/P 144A 03.8750 11/15/2029 | 0.01% |
| AHM 2007-1 GA1C 00.6466 05/25/2047 | 0.01% |
| AIR METHODS CORP P/P 144A 08.0000 05/15/2025 | 0.01% |
| ALIMENTATION COUCHE-TARD 3.550000 07/26/2027 | 0.01% |
| ALPHABET INC 02.2500 08/15/2060 | 0.01% |
| ALTICE FRANCE SA P/P 144A 05.5000 10/15/2029 | 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% |
| AMERICAN AXLE & MFG HOLDINGS SEDOL 2382416 | 0.01% |
| ANHEUSER-BUSCH INBEV WOR 05.5500 01/23/2049 | 0.01% |
| APID 2021-35A A 144A 01.3040 04/20/2034 | 0.01% |
| ARDAGH METAL PAC P/P 144A 04.0000 09/01/2029 | 0.01% |
| ARDAGH PKG FIN/HLDGS P/P 144A 04.1250 08/15/2026 | 0.01% |
| ARES 2021-60A A 144A 01.3613 07/18/2034 | 0.01% |
| ATLANTIC UNION BANKSHARES CO SEDOL BFZ9DB8 | 0.01% |
| BBCMS 2021-C11 D 144A 02.0000 09/15/2054 | 0.01% |
| BEACON ROOFING S P/P 144A 04.1250 05/15/2029 | 0.01% |
| BLACK KNIGHT INFOSER P/P 144A 03.6250 09/01/2028 | 0.01% |
| BLUEM 2021-32A A 144A 01.4113 10/15/2034 | 0.01% |
| BMARK 2018-B8 AS 04.5324 01/15/2052 | 0.01% |
| BMARK 2019-B11 AS 03.7840 05/15/2052 | 0.01% |
| BMIR 2019-4A M1C 144A 02.9566 10/25/2029 | 0.01% |
| BOISE CASCADE CO P/P 144A 04.8750 07/01/2030 | 0.01% |
| BUCKEYE PARTNERS LP P/P 144A 04.5000 03/01/2028 | 0.01% |
| BWAY CORP TLB L+325 03.7051 04/03/2024 | 0.01% |
| CEDF 2021-14A B 144A 01.8413 07/15/2033 | 0.01% |
| CENOVUS ENERGY INC USD 06.7500 11/15/2039 | 0.01% |
| CIGNA CORP 03.7500 07/15/2023 | 0.01% |
| CINEMARK USA INC P/P 144A 05.2500 07/15/2028 | 0.01% |
| CINEMARK USA INC P/P 144A 05.8750 03/15/2026 | 0.01% |
| CISCO SYSTEMS INC 05.9000 02/15/2039 | 0.01% |
| CNO FINANCIAL GROUP INC 05.2500 05/30/2029 | 0.01% |
| COMM 2014-LC15 B 04.5990 04/10/2047 | 0.01% |
| COX COMM INC P/P 144A 02.9500 10/01/2050 | 0.01% |
| CSX CORP 04.1000 03/15/2044 | 0.01% |
| DEERE & COMPANY 02.6000 06/08/2022 | 0.01% |
| DEVON ENERGY CORPORATION 07.9500 04/15/2032 | 0.01% |
| DIGITAL REALTY TRUST LP 04.4500 07/15/2028 | 0.01% |
| DIRECTV FINANCING TL L+500 05.7500 07/22/2027 | 0.01% |
| DOMINICAN REPUBLIC REGS 04.8750 09/23/2032 | 0.01% |
| ELMW5 2020-2A AR 144A 01.4040 10/20/2034 | 0.01% |
| ELMW6 2020-3A BR 144A 01.9040 10/20/2034 | 0.01% |
| EMIR 2018-1 M1 01.8869 11/25/2028 | 0.01% |
| ENCORE WIRE CORP SEDOL 2273446 | 0.01% |
| ENTERPRISE FINANCIAL SERVICES CORP | 0.01% |
| EQT CORP 07.5000 02/01/2030 | 0.01% |
| ERAC USA FINANCE LLC P/P 144A 07.0000 10/15/2037 | 0.01% |
| FIVE CORNERS FUNDING P/P 144A 04.4190 11/15/2023 | 0.01% |
| FNMA FN30 AS7154 UMBS 03.0000 05/01/2046 | 0.01% |
| FORD MOTOR CREDIT CO LLC 04.2710 01/09/2027 | 0.01% |
| FORD MOTOR CREDIT CO LLC 05.1130 05/03/2029 | 0.01% |
| GARDA WORLD SECURITY P/P 144A 06.0000 06/01/2029 | 0.01% |
| GARTNER INC P/P 144A 03.7500 10/01/2030 | 0.01% |
| GFL ENVIRON INC P/P 144A 05.1250 12/15/2026 | 0.01% |
| GNMA GII30 MA7313 03.0000 04/20/2051 | 0.01% |
| GSM 2021-4A A1 144A 01.4413 07/15/2034 | 0.01% |
| GUGG4 2016-1A A1S1 144A 01.4713 10/15/2031 | 0.01% |
| GWOLF 2020-3RA A2R 144A 02.1089 04/15/2033 | 0.01% |
| HOMESTREET INC SEDOL B4WHS46 | 0.01% |
| HPA 2021-2 C 144A 02.4020 12/17/2026 | 0.01% |
| INGEVITY CORP P/P 144A 03.8750 11/01/2028 | 0.01% |
| INGLES MARKETS INC-CLASS A SEDOL 2460550 | 0.01% |
| INTELLIGENT PACK P/P 144A 06.0000 09/15/2028 | 0.01% |
| L3HARRIS TECH INC 03.8500 12/15/2026 | 0.01% |
| L3HARRIS TECH INC 04.4000 06/15/2028 | 0.01% |
| LINK REIT SEDOL B0PB4M7 | 0.01% |
| LLOYDS BANKING GROUP PLC USD 04.6500 03/24/2026 | 0.01% |
| MAGNE 2020-26A A1R 144A 01.3777 07/25/2034 | 0.01% |
| MALLINCKRODT FIN/SB P/P 144A 10.0000 04/15/2025 | 0.01% |
| MARSH & MCLENNAN COS INC 04.3750 03/15/2029 | 0.01% |
| MATTAMY GROUP CORP P/P 144A 04.6250 03/01/2030 | 0.01% |
| MATTEL INC. P/P 144A 03.7500 04/01/2029 | 0.01% |
| MERCER INTL INC USD 05.5000 01/15/2026 | 0.01% |
| MICROCHIP TECH INC 04.2500 09/01/2025 | 0.01% |
| MORGN 2021-7A A 144A 01.3289 04/23/2034 | 0.01% |
| MSBAM 2015-C24 B 04.3425 05/15/2048 | 0.01% |
| MSC 2011-C3 D 144A 05.0861 07/15/2049 | 0.01% |
| MWST 2020-2 A 01.2566 11/25/2053 | 0.01% |
| NATWEST GROUP PLC USD 04.8920 05/18/2029 | 0.01% |
| NCC 2019-IA ANAR 144A 01.4818 04/15/2031 | 0.01% |
| NCC 2020-1A A1R 144A 01.5104 01/15/2035 | 0.01% |
| NEUB 2022-47A A 144A 01.5479 04/14/2035 | 0.01% |
| NEWS CORP P/P 144A 03.8750 05/15/2029 | 0.01% |
| OAKC 2021-16A A 144A 01.3138 10/18/2034 | 0.01% |
| OCT48 2020-3A AR 144A 01.4040 10/20/2034 | 0.01% |
| OLYMPUS WTR US HLDG P/P 144A 06.2500 10/01/2029 | 0.01% |
| ONE CALL TLB L+550 06.2500 04/22/2027 | 0.01% |
| PAIA 2018-1A A1AR 144A 01.2540 10/20/2031 | 0.01% |
| PENNYMAC FIN SVCS IN P/P 144A 05.3750 10/15/2025 | 0.01% |
| PLMRS 2019-1A A1R 144A 01.5449 11/14/2034 | 0.01% |
| PLMRS 2021-3A B 144A 01.8825 01/15/2035 | 0.01% |
| REALOGY GRP / CO P/P 144A 05.2500 04/15/2030 | 0.01% |
| REG20 2021-2A A 144A 01.4013 10/15/2034 | 0.01% |
| REPUBLIC OF PARAGUAY REGS 04.7000 03/27/2027 | 0.01% |
| REPUBLIC OF PARAGUAY REGS 04.9500 04/28/2031 | 0.01% |
| ROGERS COMMUNICATIONS IN USD 08.7500 05/01/2032 | 0.01% |
| SIX FLAGS THEME PARK P/P 144A 07.0000 07/01/2025 | 0.01% |
| SJW GROUP SEDOL 2811932 | 0.01% |
| SM ENERGY CO 06.7500 09/15/2026 | 0.01% |
| SOUTHWESTERN ENERGY CO 05.3750 03/15/2030 | 0.01% |
| SPANISH BROADCAS P/P 144A 09.7500 03/01/2026 | 0.01% |
| SPECTRUM BRANDS INC P/P 144A 05.0000 10/01/2029 | 0.01% |
| SPST 2021-14 A1 01.1549 12/08/2022 | 0.01% |
| TASEKO MINES LTD P/P 144A 07.0000 02/15/2026 | 0.01% |
| TCI COMMUNICATIONS INC 07.1250 02/15/2028 | 0.01% |
| TRANSDIGM INC 04.8750 05/01/2029 | 0.01% |
| TRANSOCEAN POSEIDON P/P 144A 06.8750 02/01/2027 | 0.01% |
| TRUIST BANK 02.6360 09/17/2029 | 0.01% |
| UNITED CONTINENTAL HOL L+375 04.5000 04/21/2028 | 0.01% |
| UNITEDHEALTH GROUP INC 02.7500 02/15/2023 | 0.01% |
| US BANCORP 02.9500 07/15/2022 | 0.01% |
| USI INC/NY P/P 144A 06.8750 05/01/2025 | 0.01% |
| WAMU 2004-AR12 A2B 01.3766 10/25/2044 | 0.01% |
| WAMU 2007-HY2 1A1 03.0299 12/25/2036 | 0.01% |
| WESTPAC BANKING CORP USD 02.9630 11/16/2040 | 0.01% |
| AG ISSUER LLC P/P 144A 06.2500 03/01/2028 | 0.01% |
| AGL 2020-6A AR 144A 01.4540 07/20/2034 | 0.01% |
| ALBERTSONS COS LLC P/P 144A 07.5000 03/15/2026 | 0.01% |
| ALLAKOS INC SEDOL BDD19P8 | 0.01% |
| AMC ENT INC TLB L+300 03.3517 04/22/2026 | 0.01% |
| APPLE INC 02.8000 02/08/2061 | 0.01% |
| ARES CAPITAL CORP 03.8750 01/15/2026 | 0.01% |
| ATRICURE INC SEDOL B0C8KV2 | 0.01% |
| AUST & NZ BANKING GR P/P 144A 06.7500 06/15/2026 | 0.01% |
| BANCO SANTANDER SA USD 04.3790 04/12/2028 | 0.01% |
| BANCO SANTANDER SA USD 05.1790 11/19/2025 | 0.01% |
| BANK 2019-BN20 XA IO 00.8535 09/15/2062 | 0.01% |
| BAUSCH HLTH COS INC P/P 144A 06.1250 02/01/2027 | 0.01% |
| BCPE ULYSSES P/P 144A 07.7500 04/01/2027 | 0.01% |
| BLUELINX HOLDINGS INC SEDOL BYQLZ65 | 0.01% |
| BRISTOL-MYERS SQUIBB CO 01.4500 11/13/2030 | 0.01% |
| BROOKFIELD RESID P/P 144A 05.0000 06/15/2029 | 0.01% |
| CAMBIUM NETWORKS CORP SEDOL BKC9Q28 | 0.01% |
| CAMDEN PROPERTY TRUST 04.8750 06/15/2023 | 0.01% |
| CANPACK SA/CANPACK U P/P 144A 03.8750 11/15/2029 | 0.01% |
| CANTOR FITZGERALD LP P/P 144A 06.5000 06/17/2022 | 0.01% |
| CARRIAGE SVCS INC P/P 144A 04.2500 05/15/2029 | 0.01% |
| CARS.COM INC SEDOL BYXHTC0 | 0.01% |
| CHARTER COMM OPT LLC/CAP 04.8000 03/01/2050 | 0.01% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 CS | 0.01% |
| CNO FINANCIAL GROUP INC 05.2500 05/30/2025 | 0.01% |
| COBRA ACQUISITIONCO P/P 144A 06.3750 11/01/2029 | 0.01% |
| COINBASE GLOBAL INC P/P 144A 03.3750 10/01/2028 | 0.01% |
| COMCAST CORP 03.4500 02/01/2050 | 0.01% |
| COMSTOCK RE INC P/P 144A 06.7500 03/01/2029 | 0.01% |
| CONDOR MERGER P/P 144A 07.3750 02/15/2030 | 0.01% |
| CONTINENTAL RESOURCES 04.3750 01/15/2028 | 0.01% |
| COX COMM INC P/P 144A 03.5000 08/15/2027 | 0.01% |
| CROWDSTRIKE HOLDINGS INC 03.0000 02/15/2029 | 0.01% |
| CSMC 2021-RPL4 A1 01.7956 12/27/2060 | 0.01% |
| CSMC 2021-RPL7 A1 01.9260 07/27/2061 | 0.01% |
| CWALT 2006-OA19 A1 00.6286 02/20/2047 | 0.01% |
| DISH DBS CORP 05.1250 06/01/2029 | 0.01% |
| DISH DBS CORP P/P 144A 05.7500 12/01/2028 | 0.01% |
| ENBRIDGE INC USD 04.2500 12/01/2026 | 0.01% |
| FREEDOM MTGE CORP P/P 144A 08.1250 11/15/2024 | 0.01% |
| FREEPORT-MCMORAN INC 04.6250 08/01/2030 | 0.01% |
| GBP/USD 06/15/2022 CITI | 0.01% |
| GLP CAPITAL LP / FIN II 05.2500 06/01/2025 | 0.01% |
| GREAT LAKES DREDGE&D P/P 144A 05.2500 06/01/2029 | 0.01% |
| HEARTLAND FINANCIAL USA INC SEDOL 2828147 | 0.01% |
| HESS MIDSTREAM P P/P 144A 05.1250 06/15/2028 | 0.01% |
| HILTON WORLDWIDE FIN LLC 04.8750 04/01/2027 | 0.01% |
| ICAHN ENTER/FIN 06.2500 05/15/2026 | 0.01% |
| INTAPP INC SEDOL BP7L594 | 0.01% |
| ISTAR INC 05.5000 02/15/2026 | 0.01% |
| JOHNSON CONTROLS INTL PL 04.5000 02/15/2047 | 0.01% |
| KINDER MORGAN INC. 07.7500 01/15/2032 | 0.01% |
| LOUISIANA-PACIFIC CO P/P 144A 03.6250 03/15/2029 | 0.01% |
| MARSH & MCLENNAN COS INC 04.9000 03/15/2049 | 0.01% |
| MRC GLOBAL INC SEDOL B7M66F1 | 0.01% |
| MSBAM 2014-C15 B 04.5650 04/15/2047 | 0.01% |
| MSC 2016-UB12 AS 03.7780 12/15/2049 | 0.01% |
| N B T BANCORP INC SEDOL 2626459 | 0.01% |
| NORTHWEST NATURAL HOLDING CO SEDOL BFNR303 | 0.01% |
| NOURYON USA TLB L+300 04.0060 10/01/2025 | 0.01% |
| NSTAR ELECTRIC CO 02.3750 10/15/2022 | 0.01% |
| OFG BANCORP SEDOL B87LKR8 | 0.01% |
| ORTHO-CLINICAL DIAGNOS L+300 03.2776 06/30/2025 | 0.01% |
| PACIFIC GAS & ELECTRIC 02.9500 03/01/2026 | 0.01% |
| PENNYMAC FIN SVCS IN P/P 144A 05.7500 09/15/2031 | 0.01% |
| PENSKE TRUCK LEASING P/P 144A 03.9000 02/01/2024 | 0.01% |
| PM GENERAL PURCHASER P/P 144A 09.5000 10/01/2028 | 0.01% |
| RADIUS HEALTH INC SEDOL BM68KK1 | 0.01% |
| REALOGY GRP / CO P/P 144A 05.7500 01/15/2029 | 0.01% |
| REPUBLIC OF PARAGUAY P/P 144A 03.8490 06/28/2033 | 0.01% |
| RPT REALTY SEDOL BG0YLC2 | 0.01% |
| RYERSON HOLDING CORP SEDOL B3TPPZ6 | 0.01% |
| SC GAMES HOLDIN/US F P/P 144A 06.6250 03/01/2030 | 0.01% |
| SHIFT4 PAYMENTS LLC P/P 144A 04.6250 11/01/2026 | 0.01% |
| SIRIUS XM RADIO INC P/P 144A 04.0000 07/15/2028 | 0.01% |
| SPECTRUM BRANDS INC P/P 144A 03.8750 03/15/2031 | 0.01% |
| STATION CASINOS LLC P/P 144A 04.5000 02/15/2028 | 0.01% |
| SUGAR HSP GAMING P/P 144A 05.8750 05/15/2025 | 0.01% |
| SUNCOKE ENERGY INC SEDOL B3R0638 | 0.01% |
| T-MOBILE USA INC 02.5500 02/15/2031 | 0.01% |
| TALLGRASS NRG PRTNR P/P 144A 06.0000 12/31/2030 | 0.01% |
| TIVITY HEALTH INC SEDOL BD8Q1B8 | 0.01% |
| TK ELEV HOLDCO P/P 144A 07.6250 07/15/2028 | 0.01% |
| UBS GROUP AG REGS 06.8750 12/29/2049 | 0.01% |
| VIDEOTRON LTD / LTEE P/P 144A 05.1250 04/15/2027 | 0.01% |
| VISTRA OPERATION P/P 144A 03.5500 07/15/2024 | 0.01% |
| WARRIOR MET COAL INC SEDOL BF2X272 | 0.01% |
| WFCM 2015-NXS3 AS 03.9720 09/15/2057 | 0.01% |
| WR GRACE HOLDING LLC P/P 144A 05.6250 10/01/2024 | 0.01% |
| ADIENT GLOBAL HLDG P/P 144A 04.8750 08/15/2026 | 0.01% |
| ADIENT TLB L+325 03.7074 04/01/2028 | 0.01% |
| AIR LEASE CORP 02.1000 09/01/2028 | 0.01% |
| ALEXANDER & BALDWIN INC SEDOL B827VB2 | 0.01% |
| ALTICE FRANCE SA P/P 144A 05.1250 07/15/2029 | 0.01% |
| ALTICE FRANCE SA P/P 144A 05.5000 01/15/2028 | 0.01% |
| AMERICAN EQUITY INVT LIFE HL SEDOL 2191300 | 0.01% |
| AMSTED INDUSTRIES P/P 144A 05.6250 07/01/2027 | 0.01% |
| ANDERSONS INC/THE SEDOL 2274922 | 0.01% |
| ANTERO MIDSTREAM P/P 144A 07.8750 05/15/2026 | 0.01% |
| ARCHES BUYER INC P/P 144A 06.1250 12/01/2028 | 0.01% |
| ARGAN INC SEDOL 2804501 | 0.01% |
| ARGO GROUP INTERNATIONAL SEDOL 2499543 | 0.01% |
| AUST & NZ BANKING GR P/P 144A 02.5700 11/25/2035 | 0.01% |
| BAFC 2005-B 3M1 01.1236 04/20/2035 | 0.01% |
| BANCO SANTANDER SA USD 01.7220 09/14/2027 | 0.01% |
| BANK OF AMERICA CORP 02.4960 02/13/2031 | 0.01% |
| BAUSCH HLTH COS INC P/P 144A 07.2500 05/30/2029 | 0.01% |
| BEAZER HOMES USA INC SEDOL B8KHZT0 | 0.01% |
| BERRY GLOBAL INC 01.6500 01/15/2027 | 0.01% |
| BIOCRYST PHARMACEUTICALS INC SEDOL 2100362 | 0.01% |
| BRAND ENERGY & I P/P 144A 08.5000 07/15/2025 | 0.01% |
| BROOKDALE SENIOR LIVING INC SEDOL B0PZN33 | 0.01% |
| CANPACK SA EASTERN L P/P 144A 03.1250 11/01/2025 | 0.01% |
| CCO HLDGS LLC/CAP C P/P 144A 05.5000 05/01/2026 | 0.01% |
| CDX CDX.NA.HY.37 500.0 12/20/2026 | 0.01% |
| CEVA INC | 0.01% |
| CFCRE 2017-C8 B 04.1985 06/15/2050 | 0.01% |
| CGCMT 2018-C6 AS 04.6420 11/10/2051 | 0.01% |
| CHARTER COMM OPT LLC/CAP 03.7000 04/01/2051 | 0.01% |
| CHARTER COMM OPT LLC/CAP 03.7500 02/15/2028 | 0.01% |
| CHENIERE ENERGYP 04.0000 03/01/2031 | 0.01% |
| CITIGROUP INC 04.6000 03/09/2026 | 0.01% |
| CLEAR CHANNEL OU P/P 144A 07.7500 04/15/2028 | 0.01% |
| CMLTI 2005-2 1A2A 02.7783 05/25/2035 | 0.01% |
| COMMONWEALTH BK AUST P/P 144A 02.6880 03/11/2031 | 0.01% |
| COMMSCOPE INC P/P 144A 08.2500 03/01/2027 | 0.01% |
| CONTINENTAL RESOURCES 04.9000 06/01/2044 | 0.01% |
| CROWN CORK & SEAL CO INC 07.3750 12/15/2026 | 0.01% |
| CSAIL 2019-C17 AS 03.2783 09/15/2052 | 0.01% |
| DCP MIDSTREAM OPERATING 05.6250 07/15/2027 | 0.01% |
| DIAMONDBACK ENERGY INC 03.2500 12/01/2026 | 0.01% |
| DISH DBS CORP 05.8750 11/15/2024 | 0.01% |
| DORIAN LPG LTD SEDOL BM4QJF5 | 0.01% |
| DT MIDSTREAM INC P/P 144A 04.3000 04/15/2032 | 0.01% |
| DUKE ENERGY PROGRESS LLC 03.3750 09/01/2023 | 0.01% |
| EAGLE BANCORP INC SEDOL 2648055 | 0.01% |
| ENTERCOM MEDIA CORP P/P 144A 06.5000 05/01/2027 | 0.01% |
| EPICOR SOFTWARE/EAGLE L+325 04.0000 07/30/2027 | 0.01% |
| ERAC USA FINANCE LLC P/P 144A 03.8500 11/15/2024 | 0.01% |
| EVERQUOTE INC - CLASS A SEDOL BG88WS9 | 0.01% |
| FHLMC FR30 QB4338 UMBS 02.5000 10/01/2050 | 0.01% |
| FHLMC FR30 ZS9547 UMBS 04.0000 09/01/2045 | 0.01% |
| FHMS K740 X1 00.7580 09/25/2027 | 0.01% |
| FNMA FN30 AS8074 UMBS 03.0000 10/01/2046 | 0.01% |
| FRONTIER COMM P/P 144A 05.8750 10/15/2027 | 0.01% |
| GENERAL MOTORS FINL CO 03.1000 01/12/2032 | 0.01% |
| GENESYS TELECOMMUNICAT L+400 04.7500 12/01/2027 | 0.01% |
| GLAUKOS CORP SEDOL BYMWL19 | 0.01% |
| GNR 2015-H25 BI IO 01.7128 10/20/2065 | 0.01% |
| GOLDMAN SACHS GROUP INC 03.6500 07/28/2051 | 0.01% |
| GRIFFON CORP SEDOL 2463344 | 0.01% |
| GSMS 2010-C1 D 144A 06.5254 08/10/2043 | 0.01% |
| HERC HOLDINGS INC P/P 144A 05.5000 07/15/2027 | 0.01% |
| HONEYWELL INTL 03.8120 11/21/2047 | 0.01% |
| INGERSOLL-RAND INC SEDOL BL5GZ82 | 0.01% |
| INTERCONTINENTALEXCHANGE 01.8500 09/15/2032 | 0.01% |
| JPMBB 2014-C19 C 04.6535 04/15/2047 | 0.01% |
| KAMAN CORP SEDOL 2483223 | 0.01% |
| KENNEDY-WILSON HOLDINGS INC SEDOL B298495 | 0.01% |
| KKR GROUP FIN CO III P/P 144A 05.1250 06/01/2044 | 0.01% |
| LAMB WESTON HOLDINGS P/P 144A 04.8750 05/15/2028 | 0.01% |
| LBM ACQUISITION LLC P/P 144A 06.2500 01/15/2029 | 0.01% |
| MADISON IAQ LLC P/P 144A 04.1250 06/30/2028 | 0.01% |
| MERCER INTL INC USD 05.1250 02/01/2029 | 0.01% |
| MICROCHIP TECH INC 04.3330 06/01/2023 | 0.01% |
| MOZART DEBT MERGER S P/P 144A 05.2500 10/01/2029 | 0.01% |
| MSAC 2004-HE6 M1 01.2816 08/25/2034 | 0.01% |
| NABORS IND LTD P/P 144A 07.2500 01/15/2026 | 0.01% |
| NATIONAL BANK HOLD-CL A SEDOL B888DV3 | 0.01% |
| NATIONSTAR MTG HLD I P/P 144A 05.5000 08/15/2028 | 0.01% |
| NEUBERGER BERMAN GRP P/P 144A 04.8750 04/15/2045 | 0.01% |
| NEW JERSEY RESOURCES CORP SEDOL 2630513 | 0.01% |
| NIELSEN CO LUXEM P/P 144A 05.0000 02/01/2025 | 0.01% |
| NIELSEN FIN LLC/CO P/P 144A 05.6250 10/01/2028 | 0.01% |
| OASIS PETROLEUM INC P/P 144A 06.3750 06/01/2026 | 0.01% |
| OCCIDENTAL PETROLEUM COR 06.6250 09/01/2030 | 0.01% |
| OCEANFIRST FINANCIAL CORP SEDOL 2125901 | 0.01% |
| OTTER TAIL CORP SEDOL 2664103 | 0.01% |
| OVINTIV INC 06.5000 08/15/2034 | 0.01% |
| PETROBRAS GLOBAL FINANCE USD 06.2500 03/17/2024 | 0.01% |
| PROASSURANCE CORP SEDOL 2612737 | 0.01% |
| RITE AID CORP P/P 144A 08.0000 11/15/2026 | 0.01% |
| RMLT 2020-2 A2 02.5080 05/25/2060 | 0.01% |
| SABINE PASS LIQUEFAC 05.7500 05/15/2024 | 0.01% |
| SABINE PASS LIQUEFACTION 04.2000 03/15/2028 | 0.01% |
| SAFE BULKERS INC SEDOL B39GTS0 | 0.01% |
| SCHRODINGER INC SEDOL BKV28S8 | 0.01% |
| SPECTRA ENERGY PARTNERS 03.3750 10/15/2026 | 0.01% |
| STACR 2017-HQA1 M2 04.0066 08/25/2029 | 0.01% |
| STACR 2018-HRP2 M3 02.8566 02/25/2047 | 0.01% |
| STANDARD IND INC P/P 144A 05.0000 02/15/2027 | 0.01% |
| STANDEX INTERNATIONAL CORP SEDOL 2840174 | 0.01% |
| STATION CASINOS LLC P/P 144A 04.6250 12/01/2031 | 0.01% |
| STEPAN CO SEDOL 2845005 | 0.01% |
| TALOS ENERGY INC SEDOL BDT56V9 | 0.01% |
| TEREX CORP P/P 144A 05.0000 05/15/2029 | 0.01% |
| TITAN INTERNATIONAL INC SEDOL 2890265 | 0.01% |
| TPMT 2016-5 M2 03.3750 10/25/2056 | 0.01% |
| TRANSDIGM INC. 06.3750 06/15/2026 | 0.01% |
| TTM TECHNOLOGIES INC P/P 144A 04.0000 03/01/2029 | 0.01% |
| UBSCM 2017-C7 XA IO 01.0104 12/15/2050 | 0.01% |
| UBSCM 2018-C8 XA IO 00.8526 02/15/2051 | 0.01% |
| UNITED MEXICAN STATES USD 02.6590 05/24/2031 | 0.01% |
| VMC 2021-FL4 A P/P 144A 01.5676 06/16/2036 | 0.01% |
| WAMU 2005-AR11 A1B3 01.2566 08/25/2045 | 0.01% |
| WELLS FARGO & COMPANY 05.8750 06/15/2025 | 0.01% |
| WFCM 2014-LC16 XA IO 01.0995 08/15/2050 | 0.01% |
| WHITE CAP TLB S+375 04.2500 10/19/2027 | 0.01% |
| WR GRACE HOLDING LLC P/P 144A 04.8750 06/15/2027 | 0.01% |
| WR GRACE HOLDING LLC P/P 144A 05.6250 08/15/2029 | 0.01% |
| XENCOR INC SEDOL BGCYWN8 | 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 | 0.00% |
| ACCO BRANDS CORP SEDOL B0G7SZ5 | 0.00% |
| ALIMEN COUCHE P/P 144A 02.9500 01/25/2030 | 0.00% |
| AMBARELLA INC SEDOL B7KH3G6 | 0.00% |
| AMERICAN TOWER CORP 02.9000 01/15/2030 | 0.00% |
| AMSTED INDUSTRIES P/P 144A 04.6250 05/15/2030 | 0.00% |
| APID 2021-37A A 144A 01.2591 10/22/2034 | 0.00% |
| ARLO TECHNOLOGIES INC SEDOL BYWPZY9 | 0.00% |
| ASCEND LEARNING LLC 2N L+575 06.2500 11/18/2029 | 0.00% |
| ASTEC INDUSTRIES INC SEDOL 2060370 | 0.00% |
| ASURION CORP 2N TLB4 L+525 05.7074 01/30/2029 | 0.00% |
| ASURION CORP TLB9 L+325 03.7074 07/31/2027 | 0.00% |
| AUTONATION INC 02.4000 08/01/2031 | 0.00% |
| AVANOS MEDICAL INC SEDOL BFFVV54 | 0.00% |
| BAUSCH HLTH COS INC P/P 144A 06.2500 02/15/2029 | 0.00% |
| BLOOMIN' BRANDS INC SEDOL B847RJ0 | 0.00% |
| BLUCORA INC SEDOL B8L2DV2 | 0.00% |
| BROADCOM INC P/P 144A 03.1870 11/15/2036 | 0.00% |
| BUILDERS FIRSTSOURCE P/P 144A 04.2500 02/01/2032 | 0.00% |
| BUILDERS FIRSTSOURCE P/P 144A 06.7500 06/01/2027 | 0.00% |
| CAS 2017-C01 1EB1 01.7066 07/25/2029 | 0.00% |
| CAS 2022-R02 2M1 01.2990 01/25/2042 | 0.00% |
| CASELLA WASTE SYSTEMS INC-A SEDOL 2120490 | 0.00% |
| CCO HOLDINGS LLC 04.5000 05/01/2032 | 0.00% |
| CELANESE US HOLDINGS LLC 01.4000 08/05/2026 | 0.00% |
| CENTERFIELD MEDI P/P 144A 06.6250 08/01/2026 | 0.00% |
| CHF/USD 06/15/2022 SSBT | 0.00% |
| CHINOOK THERAPEUTICS INC SEDOL BMWXTQ9 | 0.00% |
| CHS/COMMUNITY P/P 144A 06.8750 04/01/2028 | 0.00% |
| CITY OFFICE REIT INC SEDOL BL25F37 | 0.00% |
| CLARIOS GLOBAL LP P/P 144A 06.7500 05/15/2025 | 0.00% |
| COEUR MINING INC P/P 144A 05.1250 02/15/2029 | 0.00% |
| COMPUTER PROGRAMS & SYSTEMS SEDOL 2872122 | 0.00% |
| CRINETICS PHARMACEUTICALS IN SEDOL BDD19F8 | 0.00% |
| CVS PASS-THROUGH P/P 144A 04.7040 01/10/2036 | 0.00% |
| DEVON ENERGY CORPORATION 07.8750 09/30/2031 | 0.00% |
| DH EUROPE FINANCE II USD 03.4000 11/15/2049 | 0.00% |
| ENTERPRISE PRODUCTS OPER 02.8000 01/31/2030 | 0.00% |
| ENTRAVISION COMMUNICATIONS-A SEDOL 2615112 | 0.00% |
| EQUINIX INC 03.2000 11/18/2029 | 0.00% |
| FIRST BUSEY CORP SEDOL BZ1LBM5 | 0.00% |
| FIRST FINANCIAL CORP/INDIANA SEDOL 2362515 | 0.00% |
| GBP/USD 06/15/2022 BANKAM | 0.00% |
| GENERAL MOTORS CO 05.9500 04/01/2049 | 0.00% |
| GENERAL MOTORS FINL CO 04.3000 07/13/2025 | 0.00% |
| GFL ENVIRON INC P/P 144A 03.5000 09/01/2028 | 0.00% |
| GNMA GII30 MA6089 03.0000 08/20/2049 | 0.00% |
| GNMA GII30 MA6710 03.0000 06/20/2050 | 0.00% |
| GOLDMAN SACHS GROUP INC 06.7500 10/01/2037 | 0.00% |
| GRAPHIC PACKAGIN P/P 144A 03.5000 03/01/2029 | 0.00% |
| GRAPHIC PACKAGING IN P/P 144A 03.7500 02/01/2030 | 0.00% |
| HANESBRANDS INC P/P 144A 04.6250 05/15/2024 | 0.00% |
| HEIDRICK & STRUGGLES INTL SEDOL 2413071 | 0.00% |
| HERC HOLDINGS INC SEDOL BZBZ020 | 0.00% |
| IHEARTCOMMUNICATI L+325 03.7500 05/01/2026 | 0.00% |
| INARI MEDICAL INC SEDOL BLDRF10 | 0.00% |
| INTEL PKG HOLDCO P/P 144A 09.0000 01/15/2026 | 0.00% |
| INTERNATIONAL LEASE FIN CORP 05.8750 08/15/2022 | 0.00% |
| IPALCO ENTPRS IN 04.2500 05/01/2030 | 0.00% |
| KFC HLD/PIZZA HUT/TA P/P 144A 04.7500 06/01/2027 | 0.00% |
| KINDER MORGAN ENER PART 03.4500 02/15/2023 | 0.00% |
| KLEOPATRA HOLDINGS 2 REGS 06.5000 09/01/2026 | 0.00% |
| KLOECKNER PENTAPLAST L+475 05.2500 02/09/2026 | 0.00% |
| LMAT 2020-GS5 A1 03.2500 06/25/2060 | 0.00% |
| MACY'S RETAIL HLDGS P/P 144A 06.1250 03/15/2032 | 0.00% |
| MASONITE INTERNATIONAL CORP SEDOL BCZM468 | 0.00% |
| MATTEL INC P/P 144A 03.3750 04/01/2026 | 0.00% |
| MET LIFE GLOB FUND P/P 144A 03.0000 01/10/2023 | 0.00% |
| MOODY'S CORPORATION 02.5500 08/18/2060 | 0.00% |
| MOZART DEBT MERGER S P/P 144A 03.8750 04/01/2029 | 0.00% |
| MSRR 2015-R4 CB1 01.0125 08/26/2047 | 0.00% |
| NATL HEALTH INVESTORS INC SEDOL 2626125 | 0.00% |
| NATUS MEDICAL INC SEDOL 2771133 | 0.00% |
| NCHET 2003-4 M1 01.5816 10/25/2033 | 0.00% |
| NETFLIX INC 04.3750 11/15/2026 | 0.00% |
| NETSCOUT SYSTEMS INC SEDOL 2447285 | 0.00% |
| NEWELL BRANDS INC 04.8750 06/01/2025 | 0.00% |
| NGM BIOPHARMACEUTICALS INC SEDOL BJ1FD63 | 0.00% |
| NOVELIS CORP P/P 144A 03.2500 11/15/2026 | 0.00% |
| NRG ENERGY INC P/P 144A 04.4500 06/15/2029 | 0.00% |
| NUTRIEN LTD. USD 04.2000 04/01/2029 | 0.00% |
| ORTHOFIX MEDICAL INC SEDOL BGGJFT6 | 0.00% |
| OSHKOSH CORP 04.6000 05/15/2028 | 0.00% |
| OTIS WORLDWIDE CORP 02.5650 02/15/2030 | 0.00% |
| PETROBRAS GLOBAL FINANCE USD 05.5000 06/10/2051 | 0.00% |
| PETROBRAS GLOBAL FINANCE USD 05.6000 01/03/2031 | 0.00% |
| PETROLEOS MEXICANOS USD 07.6900 01/23/2050 | 0.00% |
| PFWST 2021-1 A 00.8869 02/25/2055 | 0.00% |
| PREFERRED BANK/LOS ANGELES SEDOL 2763602 | 0.00% |
| PRUDENTIAL FINANCIAL INC 05.2000 03/15/2044 | 0.00% |
| QUINSTREET INC SEDOL B3PGPB9 | 0.00% |
| RADIAN GROUP INC SEDOL 2173911 | 0.00% |
| RYOHIN KEIKAKU CO LTD SEDOL 6758455 | 0.00% |
| SABRA HEALTH CARE REIT INC SEDOL B5NLBP6 | 0.00% |
| SCIH SALT HLDG INC P/P 144A 06.6250 05/01/2029 | 0.00% |
| SCULPTOR CAPITAL MANAGEMENT SEDOL BJXP1K1 | 0.00% |
| SELECTIVE INSURANCE GROUP SEDOL 2766173 | 0.00% |
| SERVICE CORP INTL 03.3750 08/15/2030 | 0.00% |
| SERVICE CORPORATION INTL 04.6250 12/15/2027 | 0.00% |
| SHENANDOAH TELECOMMUNICATION SEDOL 2676692 | 0.00% |
| SINCLAIR TELE P/P 144A 04.1250 12/01/2030 | 0.00% |
| SITE CENTERS CORP SEDOL BGL0KF5 | 0.00% |
| SIX FLAGS ENT P/P 144A 05.5000 04/15/2027 | 0.00% |
| STACR 2022-DNA1 M1B 01.9490 01/25/2042 | 0.00% |
| STERLING CONSTRUCTION CO | 0.00% |
| T-MOBILE USA INC 02.8750 02/15/2031 | 0.00% |
| TITAN MACHINERY INC SEDOL B29H3T5 | 0.00% |
| TPG RE FINANCE TRUST INC SEDOL BF2F1Q0 | 0.00% |
| TRANSDIGM INC 04.6250 01/15/2029 | 0.00% |
| TRANSOCEAN PONTUS LT P/P 144A 06.1250 08/01/2025 | 0.00% |
| TRI POINTE GROUP / HOMES 05.8750 06/15/2024 | 0.00% |
| TRK 2021-1 A1 02.2395 06/25/2024 | 0.00% |
| TRUIST FINANCIAL CORP 04.8000 09/01/2024 | 0.00% |
| ULTIMATE SOFTWARE GROU L+525 06.2116 05/03/2027 | 0.00% |
| UNIVISION COMM P/P 144A 09.5000 05/01/2025 | 0.00% |
| URBAN EDGE PROPERTIES SEDOL BTPSGQ9 | 0.00% |
| VISTRA CORP P/P 144A 05.0000 07/31/2027 | 0.00% |
| WESTROCK MWV LLC 07.9500 02/15/2031 | 0.00% |
| WFRBS 2014-C24 XA IO 00.8450 11/15/2047 | 0.00% |
| ZOETIS INC 02.0000 05/15/2030 | 0.00% |
| ZYMERGEN INC SEDOL BMF1M49 | 0.00% |
| 2.05 R ISWP FWD SOFR P 06/15/2052 | 0.00% |
| AADVANTAGE 1L TL L+475 05.5000 04/20/2028 | 0.00% |
| ACCURAY INC SEDOL B1R2HW6 | 0.00% |
| AGILYSYS INC SEDOL 2689162 | 0.00% |
| ALBANY INTL CORP-CL A SEDOL 2012757 | 0.00% |
| ALLISON TRANSMISSION P/P 144A 03.7500 01/30/2031 | 0.00% |
| ALTAIR ENGINEERING INC - A SEDOL BD6D4Y5 | 0.00% |
| AMC ENT HLDGS P/P 144A 07.5000 02/15/2029 | 0.00% |
| AMERICAN SOFTWARE INC-CL A SEDOL 2029575 | 0.00% |
| AMERIS BANCORP SEDOL 2038849 | 0.00% |
| AMERISAFE INC SEDOL B0PPHS6 | 0.00% |
| ANAPTYSBIO INC SEDOL BDRW1L7 | 0.00% |
| ANGIODYNAMICS INC SEDOL B00CR04 | 0.00% |
| ANTERO RESOURCES P/P 144A 07.6250 02/01/2029 | 0.00% |
| ANTERO RESOURCES COR P/P 144A 08.3750 07/15/2026 | 0.00% |
| ARBUTUS BIOPHARMA CORP SEDOL BZ0QMB7 | 0.00% |
| ARMADA HOFFLER PROPERTIES IN SEDOL B96FTB5 | 0.00% |
| ASSOCIATED BANC-CORP SEDOL 2055718 | 0.00% |
| AVIAT NETWORKS INC SEDOL BZ9NWS6 | 0.00% |
| BALCHEM CORP SEDOL 2072074 | 0.00% |
| BARNES GROUP INC SEDOL 2080732 | 0.00% |
| BATH & BODY WORKS INC 06.7500 07/01/2036 | 0.00% |
| BLACKBAUD INC SEDOL 2458878 | 0.00% |
| BLUEGREEN VACATIONS HOLDING SEDOL BM9LQ98 | 0.00% |
| BOYD GAMING CORP 04.7500 12/01/2027 | 0.00% |
| BRIGHTSPIRE CAPITAL INC SEDOL BN7VBP8 | 0.00% |
| BROOKFIELD RESID P/P 144A 06.2500 09/15/2027 | 0.00% |
| BROOKLINE BANCORP INC SEDOL 2967675 | 0.00% |
| CALLON PETROLEUM CO P/P 144A 09.0000 04/01/2025 | 0.00% |
| CCO HOLDINGS LLC P/P 144A 04.5000 08/15/2030 | 0.00% |
| CDI ESCROW ISSR INC P/P 144A 05.7500 04/01/2030 | 0.00% |
| CENTRAL PACIFIC FINANCIAL CO | 0.00% |
| CHANNELADVISOR CORP SEDOL B986ZW9 | 0.00% |
| CHARLES RIVER LA P/P 144A 04.0000 03/15/2031 | 0.00% |
| CHENIERE CORP CHRIST 05.1250 06/30/2027 | 0.00% |
| CHENIERE ENERGY PART P/P 144A 03.2500 01/31/2032 | 0.00% |
| CHS/COMMUNITY HEALTH P/P 144A 08.0000 03/15/2026 | 0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS | 0.00% |
| COMCAST CORP 03.9990 11/01/2049 | 0.00% |
| COMMSCOPE INC P/P 144A 06.0000 03/01/2026 | 0.00% |
| CON EDISON CO OF NY INC 04.2000 03/15/2042 | 0.00% |
| CONNECTONE BANCORP INC SEDOL BNQ4YF9 | 0.00% |
| CORPORATE OFFICE PROPERTIES SEDOL 2756152 | 0.00% |
| COWEN INC - A SEDOL BZ1J497 | 0.00% |
| CP ATLAS BUYER INC P/P 144A 07.0000 12/01/2028 | 0.00% |
| CRA INTERNATIONAL INC SEDOL 2240622 | 0.00% |
| CROCS INC SEDOL B0T7Z62 | 0.00% |
| CTS CORP SEDOL 2239244 | 0.00% |
| DEVON ENERGY CORPORATION 05.6000 07/15/2041 | 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% |
| DISH DBS CORP P/P 144A 05.2500 12/01/2026 | 0.00% |
| DISH NETWORK CV 03.3750 08/15/2026 | 0.00% |
| DRESDNER FDG TRST I P/P 144A 08.1510 06/30/2031 | 0.00% |
| EAGLE PHARMACEUTICALS INC SEDOL BJH7VB4 | 0.00% |
| EMPLOYERS HOLDINGS INC SEDOL B1Q1RR9 | 0.00% |
| ENDEAVOR ENERGY P/P 144A 06.6250 07/15/2025 | 0.00% |
| EPICOR SOFTWARE/EAGLE L+775 08.7500 07/30/2028 | 0.00% |
| EQUINOR ASA USD 05.1000 08/17/2040 | 0.00% |
| ESCO TECHNOLOGIES INC SEDOL 2321583 | 0.00% |
| ETHAN ALLEN INTERIORS INC SEDOL 2320825 | 0.00% |
| FEDERAL SIGNAL CORP SEDOL 2333986 | 0.00% |
| FHLMC FR30 QB2276 UMBS 02.5000 08/01/2050 | 0.00% |
| FIRST COMMONWEALTH FINL CORP SEDOL 2351546 | 0.00% |
| FIRST FOUNDATION INC SEDOL BMMVY68 | 0.00% |
| FOUR CORNERS PROPERTY TRUST SEDOL BZ16HK0 | 0.00% |
| FRANKLIN ELECTRIC CO INC SEDOL 2350383 | 0.00% |
| FREEDOM MTGE CORP P/P 144A 06.6250 01/15/2027 | 0.00% |
| G-III APPAREL GROUP LTD SEDOL 2369721 | 0.00% |
| GAN LTD SEDOL BLR8ZQ4 | 0.00% |
| GENERAL ELECTRIC CO 04.1560 12/29/2049 | 0.00% |
| GENTHERM INC SEDOL B8JFD24 | 0.00% |
| GLOBAL MEDICAL RESPO P/P 144A 06.5000 10/01/2025 | 0.00% |
| GNMA GII30 MA7053 03.0000 12/20/2050 | 0.00% |
| GOEASY LTD P/P 144A 04.3750 05/01/2026 | 0.00% |
| GOLDMAN SACHS GROUP INC 02.6000 02/07/2030 | 0.00% |
| GRAFTECH INTERNATIONAL LTD SEDOL BFZP4T1 | 0.00% |
| GRANITE POINT MORTGAGE TRUST SEDOL BF11FD4 | 0.00% |
| GROUP 1 AUTOMOTIVE INC SEDOL 2121352 | 0.00% |
| HANMI FINANCIAL CORPORATION SEDOL B6TPXR5 | 0.00% |
| HCA INC 03.5000 09/01/2030 | 0.00% |
| HCA INC 04.1250 06/15/2029 | 0.00% |
| HESS MIDSTREAM OPERA P/P 144A 04.2500 02/15/2030 | 0.00% |
| HORIZON BANCORP INC/IN SEDOL 2949316 | 0.00% |
| HUNTSMAN INTERNATIONAL L 02.9500 06/15/2031 | 0.00% |
| ICAHN ENTERPRISES/FI 04.3750 02/01/2029 | 0.00% |
| ICF INTERNATIONAL INC SEDOL B1FP363 | 0.00% |
| INTEGER HOLDINGS CORP SEDOL BD06LM7 | 0.00% |
| INTERCEPT PHARMACEUTICALS IN SEDOL B7N59F8 | 0.00% |
| INTERNATIONAL BANCSHARES CRP SEDOL 2243911 | 0.00% |
| IRB HOLDING CORP P/P 144A 07.0000 06/15/2025 | 0.00% |
| JELD-WEN INC P/P 144A 04.8750 12/15/2027 | 0.00% |
| JOHN B. SANFILIPPO & SON INC SEDOL 2772998 | 0.00% |
| KINDER MORGAN ENER PART 05.4000 09/01/2044 | 0.00% |
| KONTOOR BRANDS INC SEDOL BJTJGC4 | 0.00% |
| LIVANOVA PLC SEDOL BYMT0J1 | 0.00% |
| LIVE NATION ENT P/P 144A 06.5000 05/15/2027 | 0.00% |
| MACROGENICS INC SEDOL BFDV8K0 | 0.00% |
| MANITOWOC COMPANY INC SEDOL BDFCGV4 | 0.00% |
| MARINEMAX INC SEDOL 2250353 | 0.00% |
| MATCH GRP HLD II LLC P/P 144A 05.0000 12/15/2027 | 0.00% |
| MATERION CORP SEDOL 2149622 | 0.00% |
| MCAS 2019-01 M7 144A 02.1566 10/15/2049 | 0.00% |
| MEDIFAST INC SEDOL 2934033 | 0.00% |
| MEDPACE HOLDINGS INC SEDOL BDCBC61 | 0.00% |
| MERCK & CO. INC. 02.7500 02/10/2025 | 0.00% |
| MERIT MEDICAL SYSTEMS INC SEDOL 2580555 | 0.00% |
| MOELIS & CO - CLASS A SEDOL BLG38Q1 | 0.00% |
| MOVADO GROUP INC SEDOL 2643168 | 0.00% |
| MYR GROUP INC/DELAWARE SEDOL B3CLS18 | 0.00% |
| NATIONAL PRESTO INDS INC SEDOL 2626802 | 0.00% |
| NCL CORPORATION LTD P/P 144A 05.8750 02/15/2027 | 0.00% |
| NEW YORK MORTGAGE TRUST INC SEDOL B01LWM7 | 0.00% |
| NEWS CORP P/P 144A 05.1250 02/15/2032 | 0.00% |
| NV5 GLOBAL INC SEDOL BF5ZVB2 | 0.00% |
| ONEMAIN FINANCE CORP 06.6250 01/15/2028 | 0.00% |
| ONEMAIN FINANCE CORP 07.1250 03/15/2026 | 0.00% |
| ORION ENGINEERED CARBONS SA SEDOL BP8FKJ0 | 0.00% |
| OUTBRAIN INC SEDOL BNXL732 | 0.00% |
| OWENS & MINOR INC P/P 144A 06.6250 04/01/2030 | 0.00% |
| OXFORD INDUSTRIES INC SEDOL 2665300 | 0.00% |
| PARAMOUNT GLOBAL 02.9000 01/15/2027 | 0.00% |
| PARAMOUNT GLOBAL 04.2000 06/01/2029 | 0.00% |
| PENSKE TRUCK LE P/P 144A 03.4000 11/15/2026 | 0.00% |
| PRIME SEC/FIN P/P 144A 03.3750 08/31/2027 | 0.00% |
| PROG HOLDINGS INC SEDOL BLFGN66 | 0.00% |
| PROLOGIS LP 02.2500 04/15/2030 | 0.00% |
| PROTHENA CORP PLC SEDOL B91XRN2 | 0.00% |
| QCR HOLDINGS INC. | 0.00% |
| QUOTIENT TECHNOLOGY INC SEDOL BYWCCM7 | 0.00% |
| RE/MAX HOLDINGS INC-CL A SEDOL BF23JJ3 | 0.00% |
| RENEWABLE ENERGY GRO P/P 144A 05.8750 06/01/2028 | 0.00% |
| RESIDEO TECHNOLOGIES INC SEDOL BFD1TJ6 | 0.00% |
| ROBERTSHAW CONTROLS CO L+800 09.0000 02/28/2026 | 0.00% |
| ROCKET SOFTWARE INC. L+425 04.7500 11/28/2025 | 0.00% |
| ROLLER BEARING CO OF P/P 144A 04.3750 10/15/2029 | 0.00% |
| ROYAL CARIBBEAN P/P 144A 05.5000 08/31/2026 | 0.00% |
| S&P GLOBAL INC P/P 144A 02.4500 03/01/2027 | 0.00% |
| SAFETY INSURANCE GROUP INC SEDOL 2958538 | 0.00% |
| SCHOLASTIC CORP SEDOL 2779234 | 0.00% |
| SCIENTIFIC GAMES P/P 144A 07.0000 05/15/2028 | 0.00% |
| SCOTTS MIRACLE-GRO C 04.3750 02/01/2032 | 0.00% |
| SCRIPPS ESCROW II IN P/P 144A 03.8750 01/15/2029 | 0.00% |
| SCRIPPS ESCROW INC P/P 144A 05.8750 07/15/2027 | 0.00% |
| SEK/USD 06/15/2022 JPMCB | 0.00% |
| SENSIENT TECHNOLOGIES CORP SEDOL 2923741 | 0.00% |
| SHYFT GROUP INC/THE SEDOL BMYGGG5 | 0.00% |
| SIMPSON MANUFACTURING CO INC SEDOL 2809250 | 0.00% |
| SM ENERGY CO P/P 144A 10.0000 01/15/2025 | 0.00% |
| STACR 2019-DNA1 M2 03.1066 01/25/2049 | 0.00% |
| STANDARD MOTOR PRODS SEDOL 2838306 | 0.00% |
| STEVEN MADDEN LTD SEDOL 2553911 | 0.00% |
| SUPER MICRO COMPUTER INC SEDOL B1VQR35 | 0.00% |
| T-MOBILE USA INC 02.6250 02/15/2029 | 0.00% |
| T-MOBILE USA INC 03.8750 04/15/2030 | 0.00% |
| TERRENO REALTY CORP SEDOL B3N4753 | 0.00% |
| THYSSENKRUPP ELEVATOR L+350 04.0146 07/31/2027 | 0.00% |
| TILLY'S INC-CLASS A SHRS SEDOL B7TN3D2 | 0.00% |
| TMS INTERNATIONAL TLB L+275 03.7500 08/14/2024 | 0.00% |
| TRUECAR INC SEDOL BMH0MS8 | 0.00% |
| TWILIO INC 03.8750 03/15/2031 | 0.00% |
| UDEMY INC SEDOL BPBLNG3 | 0.00% |
| UNIVERSAL INSURANCE HOLDINGS SEDOL 2912374 | 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% |
| USANA HEALTH SCIENCES INC SEDOL 2267698 | 0.00% |
| VANDA PHARMACEUTICALS INC SEDOL B12W3P6 | 0.00% |
| VENTURE GLOBAL CALCA P/P 144A 03.8750 11/01/2033 | 0.00% |
| VERTIV GROUP CORP P/P 144A 04.1250 11/15/2028 | 0.00% |
| VERU INC SEDOL BDFBQ66 | 0.00% |
| VIAVI SOLUTIONS INC SEDOL BYXB201 | 0.00% |
| VICTORIA'S SECRET & P/P 144A 04.6250 07/15/2029 | 0.00% |
| VISHAY INTERTECHNOLOGY INC SEDOL 2930149 | 0.00% |
| WAMU 2005-AR9 A1C3 01.4166 07/25/2045 | 0.00% |
| WATTS WATER TECHNOLOGIES-A SEDOL 2943620 | 0.00% |
| WFCM 2016-LC25 XA IO 00.8326 12/15/2059 | 0.00% |
| WILEY (JOHN) & SONS-CLASS A SEDOL 2965668 | 0.00% |
| YUM! BRANDS INC. 03.6250 03/15/2031 | 0.00% |
| ZIFF DAVIS INC SEDOL B75DGJ3 | 0.00% |
| AMERICAN TRANSMISSIO P/P 144A 02.6500 01/15/2032 | 0.00% |
| AMWINS GROUP INC P/P 144A 04.8750 06/30/2029 | 0.00% |
| ARRW 2019-1 A3 03.9955 01/25/2049 | 0.00% |
| ARRW 2019-3 A3 03.4160 10/25/2048 | 0.00% |
| ASBURY AUTOMOTIVE GR P/P 144A 04.6250 11/15/2029 | 0.00% |
| BEACON ROOFING SUPPL P/P 144A 04.5000 11/15/2026 | 0.00% |
| BECTON DICKINSON AND COMPANY 02.8230 05/20/2030 | 0.00% |
| BENEFITFOCUS INC SEDOL BDFN1P6 | 0.00% |
| BERKSHIRE HATHAWAY FIN 04.3000 05/15/2043 | 0.00% |
| BLACKSTONE HLDG FINA P/P 144A 01.6000 03/30/2031 | 0.00% |
| BOMBARDIER INC P/P 144A 06.0000 02/15/2028 | 0.00% |
| BUCKEYE PARTNERS LP 05.8500 11/15/2043 | 0.00% |
| CAESARS ENT INC. P/P 144A 04.6250 10/15/2029 | 0.00% |
| CAS 2014-C04 1M2 05.3566 11/25/2024 | 0.00% |
| CAS 2017-C01 1M2C 04.0066 07/25/2029 | 0.00% |
| CAS 2017-C04 2ED1 01.0566 11/25/2029 | 0.00% |
| CAS 2021-R02 2M1 00.9990 11/25/2041 | 0.00% |
| CENTENE CORP 03.0000 10/15/2030 | 0.00% |
| CFCRE 2011-C2 D 144A 05.1240 12/15/2047 | 0.00% |
| CHAMPIONX CORP 06.3750 05/01/2026 | 0.00% |
| CHARLES RIVER LA P/P 144A 03.7500 03/15/2029 | 0.00% |
| CHIMERIX INC SEDOL B8RLM49 | 0.00% |
| CHS/COMMUNITY HEALTH P/P 144A 05.6250 03/15/2027 | 0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 JP | 0.00% |
| COINBASE GLOBAL INC P/P 144A 03.6250 10/01/2031 | 0.00% |
| COMCAST CORP 04.0490 11/01/2052 | 0.00% |
| COMCAST CORP P/P 144A 02.9870 11/01/2063 | 0.00% |
| COMM 2014-UBS6 XA IO 00.8580 12/10/2047 | 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% |
| COVENANT LOGISTICS GROUP INC SEDOL 2200853 | 0.00% |
| CPG INTL TL L+250 03.2500 05/05/2024 | 0.00% |
| DIGI INTERNATIONAL INC SEDOL 2269661 | 0.00% |
| DIRECTV HLDGS/FN P/P 144A 05.8750 08/15/2027 | 0.00% |
| DUKE ENERGY INDIANA LLC 06.4500 04/01/2039 | 0.00% |
| EMPIRE COMMUNITIES C P/P 144A 07.0000 12/15/2025 | 0.00% |
| ENDO DAC/ENDO FI P/P 144A 06.0000 06/30/2028 | 0.00% |
| ENDO DAC/ENDO FI P/P 144A 09.5000 07/31/2027 | 0.00% |
| ENDO LUX FIN CO I SA P/P 144A 06.1250 04/01/2029 | 0.00% |
| ENERGY TRANSFER LP 02.9000 05/15/2025 | 0.00% |
| ENERGY TRANSFER LP 06.1250 12/15/2045 | 0.00% |
| FERTITTA ENT P/P 144A 06.7500 01/15/2030 | 0.00% |
| FIFTH THIRD BANCORP 05.1000 06/30/2023 | 0.00% |
| GENERAL DYNAMICS CORP 02.2500 11/15/2022 | 0.00% |
| GNMA GII30 BB0107 04.7000 08/20/2067 | 0.00% |
| GNMA GII30 BL6161 06.0000 12/20/2048 | 0.00% |
| GNR 2015-H26 EI IO 01.7234 10/20/2065 | 0.00% |
| GREAT SOUTHERN BANCORP INC SEDOL 2387002 | 0.00% |
| GSMS 2014-GC22 XA IO 00.9421 06/10/2047 | 0.00% |
| HCA INC. 05.5000 06/15/2047 | 0.00% |
| HEALTHSTREAM INC SEDOL 2577870 | 0.00% |
| HMIR 2018-1 M1 144A 02.0566 10/25/2028 | 0.00% |
| HOME POINT CAP INC P/P 144A 05.0000 02/01/2026 | 0.00% |
| IGM BIOSCIENCES INC SEDOL BKS3SM8 | 0.00% |
| IRB HOLDING CO S+C+300 03.7500 12/15/2027 | 0.00% |
| JELD-WEN HOLDING INC SEDOL BYM4WL2 | 0.00% |
| JELD-WEN INC P/P 144A 06.2500 05/15/2025 | 0.00% |
| JOUNCE THERAPEUTICS INC SEDOL BDRW1N9 | 0.00% |
| JPMCC 2013-LC11 X IO 01.2263 04/15/2046 | 0.00% |
| JPMORGAN CHASE & CO 01.5064 05/15/2047 | 0.00% |
| JPMORGAN CHASE & CO 02.9560 05/13/2031 | 0.00% |
| JPMORGAN CHASE & CO 06.1000 10/01/2024 | 0.00% |
| MASONITE INTL C P/P 144A 05.3750 02/01/2028 | 0.00% |
| MASTERCRAFT BOAT HOLDINGS IN SEDOL BDTYR13 | 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% |
| MIDLAND STATES BANCORP INC SEDOL B6VRG58 | 0.00% |
| MIWD HLDCO II/MIWD P/P 144A 05.5000 02/01/2030 | 0.00% |
| MLMI 2005-A2 A2 02.8126 02/25/2035 | 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% |
| NRG ENERGY INC P/P 144A 05.2500 06/15/2029 | 0.00% |
| NUTRIEN LTD USD 05.2500 01/15/2045 | 0.00% |
| NUTRITION & BIO P/P 144A 02.3000 11/01/2030 | 0.00% |
| ONESPAN INC SEDOL BFNSSD4 | 0.00% |
| OVINTIV INC 06.6250 08/15/2037 | 0.00% |
| OVINTIV INC. 08.1250 09/15/2030 | 0.00% |
| PACTIV EVERGREEN GRP P/P 144A 04.3750 10/15/2028 | 0.00% |
| PUBLIC SERVICE ELECTRIC 05.5000 03/01/2040 | 0.00% |
| PULTEGROUP INC 05.5000 03/01/2026 | 0.00% |
| RMR GROUP INC/THE - A SEDOL BZ1N455 | 0.00% |
| ROBERTSHAW US HOLDING L+350 04.5000 02/28/2025 | 0.00% |
| S&P GLOBAL INC 01.2500 08/15/2030 | 0.00% |
| SERVICE PROPERTIES TRUST 07.5000 09/15/2025 | 0.00% |
| SIGHT SCIENCES INC SEDOL BN2T5Q6 | 0.00% |
| SM ENERGY CO 06.6250 01/15/2027 | 0.00% |
| SP PLUS CORP SEDOL BH2QZH6 | 0.00% |
| STACR 2019-HQA1 M2 02.8066 02/25/2049 | 0.00% |
| STACR 2021-HQA3 M1 00.9490 09/25/2041 | 0.00% |
| STANDARD IND INC P/P 144A 03.3750 01/15/2031 | 0.00% |
| SURMODICS INC SEDOL 2502678 | 0.00% |
| TELESAT CORP SEDOL BLD1BD6 | 0.00% |
| TEMPO ACQ LLC/FI P/P 144A 05.7500 06/01/2025 | 0.00% |
| TRANSOCEAN INC CV 00.5000 01/30/2023 | 0.00% |
| 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% |
| UNITED FIRE GROUP INC SEDOL B4WXG84 | 0.00% |
| VISTRA CORP P/P 144A 07.0000 12/10/2051 | 0.00% |
| WELLS FARGO & COMPANY 03.9000 03/15/2026 | 0.00% |
| WORKDAY INC 03.7000 04/01/2029 | 0.00% |
| YUM! BRANDS INC 05.3750 04/01/2032 | 0.00% |
| AMAZON.COM INC 02.1000 05/12/2031 | 0.00% |
| AMERICAN VANGUARD CORP SEDOL 2025711 | 0.00% |
| ARVINAS INC SEDOL BDZ30Q0 | 0.00% |
| BANCO LATINOAMERICANO COME-E SEDOL 2069485 | 0.00% |
| BAUSCH HLTH COS INC P/P 144A 05.0000 02/15/2029 | 0.00% |
| BOARDWALK PIPELINES LP 03.6000 09/01/2032 | 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% |
| BRIGHTCOVE SEDOL B4XS3D2 | 0.00% |
| BRISTOL-MYERS 03.4000 07/26/2029 | 0.00% |
| BUCKEYE PARTNERS LP 03.9500 12/01/2026 | 0.00% |
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| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 MS | 0.00% |
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| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CG | 0.00% |
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| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.00% |
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| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.00% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 GS | 0.00% |
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| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 CG | 0.00% |
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| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 CS | 0.00% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 GS | 0.00% |
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| 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.8 2057-10-17 500.0 10/17/2057 MS | 0.00% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 CG | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 CG | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 CG | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 CG | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 CG | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 JP | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 JP | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 JP | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 ML | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 JP | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 MS | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 MS | 0.00% |
| CMB CMBX.NA.BBB-.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 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-.14 2072-12-16 300.0 12/16/2072 MS | 0.00% |
| CMB CMBX.NA.BBB-.15 2064-11-18 300.0 11/18/2064 GS | 0.00% |
| CMB CMBX.NA.BBB-.15 2064-11-18 300.0 11/18/2064 GS | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 BA | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 BA | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 CS | 0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 MS | 0.00% |
| CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 CG | 0.00% |
| CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 CG | 0.00% |
| CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 CG | 0.00% |
| CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 CG | 0.00% |
| CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 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 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% |
| CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 MS | 0.00% |
| CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 MS | 0.00% |
| CMB CMBX.NA.BBB-.9 2058-09-17 300.0 09/17/2058 CG | 0.00% |
| CMB CMBX.NA.BBB-.9 2058-09-17 300.0 09/17/2058 ML | 0.00% |
| CMB CMBX.NA.BBB-.9 2058-09-17 300.0 09/17/2058 ML | 0.00% |
| COMCAST CORP 06.5000 11/15/2035 | 0.00% |
| CSMC 2007-C1 AX IO 144A 00.1522 02/15/2040 | 0.00% |
| CSMC 2007-C2 AX IO 144A 00.0000 01/15/2049 | 0.00% |
| CVS PASS-THROUGH TRUST 06.0360 12/10/2028 | 0.00% |
| DKK/USD 06/15/2022 CITI | 0.00% |
| EUR/USD 06/15/2022 RBSF | 0.00% |
| FHR 2990 LB 15.9321 06/15/2034 | 0.00% |
| FNMA FN30 935058 04.5000 04/01/2039 | 0.00% |
| FNR 2001-50 BI IO 00.3787 10/25/2041 | 0.00% |
| FNR 2001-79 BI IO 00.2662 03/25/2045 | 0.00% |
| FNR 2003-34 P1 PO 00.0000 04/25/2043 | 0.00% |
| FNR 2006-62 PS 37.1606 07/25/2036 | 0.00% |
| FNW 2002-W8 IO1 IO 00.2982 06/25/2042 | 0.00% |
| GNR 2010-9 QI IO 04.5000 01/20/2040 | 0.00% |
| HKD/USD 05/18/2022 BCAP-FX | 0.00% |
| JPMCC 2006-CB17 X IO 00.5023 12/12/2043 | 0.00% |
| LBUBS 2006-C6 XCL IO 144A 00.4348 09/15/2039 | 0.00% |
| LBUBS 2007-C2 XW IO 00.0000 02/15/2040 | 0.00% |
| NOK/USD 06/15/2022 JPMCB | 0.00% |
| STACR 2019-DNA2 M2 02.9066 03/25/2049 | 0.00% |
| THE SHERWIN-WILLIAMS COMPANY 02.7500 06/01/2022 | 0.00% |
| WBCMT 2006-C29 IO IO 00.0000 11/15/2048 | 0.00% |
| WFRBS 2012-C10 XA IO 144A 01.4789 12/15/2045 | 0.00% |
| WFRBS 2012-C9 XA IO 144A 01.8516 11/15/2045 | 0.00% |
| 2.26 R ISWP SOFR P 03/30/2032 | -0.00% |
| 2.2655 R ISWP SOFR P 03/30/2032 | -0.00% |
| 2.307 R ISWP SOFR P 03/31/2024 | -0.00% |
| CAD/USD 04/20/2022 BANKAM | -0.00% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 MS | -0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 BA | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 MS | -0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 GS | -0.00% |
| EUR/USD 06/15/2022 MSCIL | -0.00% |
| 1.95 R ISWP FWD SOFR P 06/15/2032 | -0.00% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 CG | -0.00% |
| CAD/USD 04/20/2022 RBSF | -0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CG | -0.00% |
| AUD/USD 04/20/2022 WPAC | -0.01% |
| JPY/USD 05/18/2022 WPAC | -0.02% |
| CPURNSA P 2.78 R 01/15/32 | -0.08% |
| CPURNSA P 2.7375 R 09/13/26 | -0.20% |
| FNMA FN30 TBA UMBS 02.0000 05/01/2052 | -0.41% |
| FNMA FN30 TBA UMBS 02.0000 04/01/2052 | -0.44% |
| FNMA FN30 TBA UMBS 02.5000 04/01/2052 | -0.72% |
| US 5YR NOTE (CBT) JUN22 FVM2 | -2.22% |
| GSGLPWDS P SOFR R 12/15/25 GS | -3.90% |
| S&P500 EMINI FUT MAR22 ESH2 | 7.45% |
|---|---|
| GSGLPWDL R SOFRRATE P 12/15/25 GS | 4.00% |
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| FORTIVE CORP SEDOL BYT3MK1 | 0.17% |
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