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 Balanced Fund (Class Y) (PABYX)
A globally diversified fund pursuing a balance of growth and income
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Highlights
Objective
The fund seeks total return.
Strategy and process
- Global benchmarkThe fund starts with a globally diversified benchmark with more efficient exposures relative to a typical 60/40 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 |
$14.01
-0.92% | $-0.13 |
$18.82
11/08/21 |
$13.73
06/16/22 |
Download CSV |
Net assets and outstanding shares
Fund facts as of 05/31/22
Total net assets
$2,385.79M
$2,385.79M
Turnover (fiscal year end)
253%
253%
Dividend frequency (view rate)
Quarterly
Quarterly
Number of holdings
2422
2422
Fiscal year-end
September
September
CUSIP / Fund code
746444884 / 1841
746444884 / 1841
Inception date
07/05/94
07/05/94
Category
Asset Allocation
Asset Allocation
Open to new investors
Ticker
PABYX
PABYX
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 |
| Prospectuses/SAI |
| Fact Sheet (YA share) (PDF) |
| Annual Fund Report (PDF) |
| Semiannual Fund Report (PDF) |
| Brochure (PDF) |
| Quarterly commentary (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
Consistency of positive performance over five years
Performance shown above does not reflect the effects of any sales charges. Click on the dots to see specific returns in each five-year period as of the date revealed. Note that returns of 0.00% are counted as positive periods. For complete fund performance, please see below.
17.79%
Best 5-year annualized return
(for period ending 12/31/99)
-3.21%
Worst 5-year annualized return
(for period ending 03/31/09)
6.94%
Average 5-year annualized return
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 | 4.61% | 9.35% | 8.11% | 8.50% |
| After sales charge | N/A | N/A | N/A | N/A |
| Russell 3000 Index | 11.92% | 18.24% | 15.40% | 14.28% |
| Putnam Balanced Blended Benchmark | 4.57% | 10.89% | 9.53% | 8.97% |
Performance snapshot
| Before sales charge | After sales charge | ||
|---|---|---|---|
| 1 mt. as of 05/31/22 | 0.40% | - | |
| YTD as of 06/28/22 | -16.34% | - | |
Yield
| Distribution rate before sales charge as of 06/28/22 |
1.57% |
|---|---|
| Distribution rate after sales charge as of 06/28/22 |
1.57% |
| 30-day SEC yield as of 05/31/22 | 1.65% |
Risk-adjusted performance as of 05/31/22
| Sharpe ratio (3 yrs.) | 0.61 |
|---|
Volatility as of 05/31/22
| Standard deviation (3 yrs.) | 11.68% |
|---|
Fixed income statistics as of 05/31/22
| Average effective duration | 2.46 yrs. |
|---|
Lipper rankings as of 05/31/22
| Time period | Rank/Funds in category | Percentile ranking |
|---|---|---|
| 1 yr. | 232/579 | 40% |
| 3 yrs. | 173/537 | 33% |
| 5 yrs. | 150/488 | 31% |
| 10 yrs. | 48/383 | 13% |
Morningstar Ratings™ as of 05/31/22
| Time period | Funds in category | Morningstar Rating™ |
|---|---|---|
| Overall | 706 | |
| 3 yrs. | 706 | |
| 5 yrs. | 645 | |
| 10 yrs. | 475 |
Distributions
| Record/Ex dividend date | 06/16/22 |
|---|---|
| Payable date | 06/21/22 |
| Income | $0.055 |
| Extra income | -- |
| Short-term cap. gain | -- |
| Long-term cap. gain | -- |
Lipper rankings are based on total return without sales charge relative to all share classes of funds with similar objectives as determined by Lipper. Past performance is not indicative of future results.
The Morningstar RatingTM for funds, or "star rating", is calculated for managed products (including mutual funds, variable annuity and variable life subaccounts, exchange-traded funds, closed-end funds, and separate accounts) with at least a three-year history. Exchange-traded funds and open-ended mutual funds are considered a single population for comparative purposes. It is calculated based on a Morningstar Risk-Adjusted Return measure that accounts for variation in a managed product's monthly excess performance, placing more emphasis on downward variations and rewarding consistent performance. The top 10% of products in each product category receive 5 stars, the next 22.5% receive 4 stars, the next 35% receive 3 stars, the next 22.5% receive 2 stars, and the bottom 10% receive 1 star. The Overall Morningstar Rating for a managed product is derived from a weighted average of the performance figures associated with its three-, five-, and 10-year (if applicable) Morningstar Rating metrics. The weights are: 100% three-year rating for 36-59 months of total returns, 60% five-year rating/40% three-year rating for 60-119 months of total returns, and 50% 10-year rating/30% five-year rating/20% three-year rating for 120 or more months of total returns. While the 10-year overall star rating formula seems to give the most weight to the 10-year period, the most recent three-year period actually has the greatest impact because it is included in all three rating periods.
The up-market capture ratio is used to evaluate how well an investment manager performed relative to an index during periods when that index has risen. The ratio is calculated by dividing the manager’s returns by the returns of the index during the up-market, and multiplying that factor by 100. The down-market capture ratio is used to evaluate how well an investment manager performed relative to an index during periods when that index has dropped. The ratio is calculated by dividing the manager’s returns by the returns of the index during the down-market and multiplying that factor by 100.
Holdings
| Apple Inc Sedol 2046251 | 3.12% |
|---|---|
| Microsoft Corp Sedol 2588173 | 2.89% |
| Fnma Fn30 Tba Umbs 03.5000 07/01/2052 | 2.13% |
| Amazon.Com Inc Sedol 2000019 | 1.55% |
| Fnma Fn15 Tba Umbs 02.5000 06/01/2037 | 1.50% |
| Alphabet Inc-Cl A Sedol Byvy8g0 | 1.36% |
| Fnma Fn30 Tba Umbs 03.0000 07/01/2052 | 1.24% |
| Nvidia Corp Sedol 2379504 | 0.94% |
| Merck & Co. Inc. Sedol 2778844 | 0.85% |
| Jpmorgan Chase & Co Sedol 2190385 | 0.82% |
| Top 10 holdings, percent of portfolio | 16.42% |
| Top 10 holdings as of 05/31/22 | |
|---|---|
| Apple Inc Sedol 2046251 | |
| Microsoft Corp Sedol 2588173 | |
| Fnma Fn30 Tba Umbs 03.5000 07/01/2052 | |
| Amazon.Com Inc Sedol 2000019 | |
| Fnma Fn15 Tba Umbs 02.5000 06/01/2037 | |
| Alphabet Inc-Cl A Sedol Byvy8g0 | |
| Fnma Fn30 Tba Umbs 03.0000 07/01/2052 | |
| Nvidia Corp Sedol 2379504 | |
| Merck & Co. Inc. Sedol 2778844 | |
| Jpmorgan Chase & Co Sedol 2190385 | |
| Holdings represent 16.42% of portfolio | |
| Top 10 holdings as of 04/30/22 | |
|---|---|
| Apple Inc Sedol 2046251 | |
| Microsoft Corp Sedol 2588173 | |
| Fnma Fn30 Tba Umbs 03.5000 06/01/2052 | |
| Fnma fn15 Tba Umbs 02.5000 05/01/2037 | |
| Fnma Fn30 Tba Umbs 02.5000 05/01/2052 | |
| Amazon.Com Inc Sedol 2000019 | |
| Fnma Fn30 Tba Umbs 04.5000 06/01/2052 | |
| Alphabet Inc-Cl A Sedol Byvy8g0 | |
| Fnma Fn30 Tba Umbs 04.0000 06/01/2052 | |
| Fnma Fn30 Tba Umbs 03.0000 06/01/2052 | |
| Holdings represent 19.22% of portfolio | |
| Top 10 holdings as of 03/31/22 | |
|---|---|
| Apple Inc Sedol 2046251 | |
| Microsoft Corp Sedol 2588173 | |
| Fnma Fn30 Tba Umbs 03.5000 05/01/2052 | |
| Amazon.Com Inc Sedol 2000019 | |
| Fnma Fn30 Tba Umbs 04.0000 05/01/2052 | |
| Fnma Fn15 Tba Umbs 02.5000 04/01/2037 | |
| Alphabet Inc-Cl A Sedol Byvy8g0 | |
| Nvidia Corp Sedol 2379504 | |
| Fnma Fn30 Tba Umbs 02.5000 05/01/2052 | |
| Fnma Fn30 Tba Umbs 03.0000 05/01/2052 | |
| Holdings represent 20.12% of portfolio | |
| Top 10 holdings as of 02/28/22 | |
|---|---|
| Apple Inc Sedol 2046251 | |
| Microsoft Corp Sedol 2588173 | |
| Fnma Fn30 Tba Umbs 03.5000 03/01/2052 | |
| Fnma Fn30 Tba Umbs 03.0000 03/01/2052 | |
| Fnma Fn15 Tba Umbs 02.5000 03/01/2037 | |
| Amazon.Com Inc Sedol 2000019 | |
| Alphabet Inc-Cl A Sedol Byvy8g0 | |
| Nvidia Corp Sedol 2379504 | |
| Gnma Gii30 Tba 03.0000 03/01/2052 | |
| Jpmorgan Chase & Co Sedol 2190385 | |
| Holdings represent 19.95% of portfolio | |
| US 5YR NOTE (CBT) SEP22 FVU2 | 4.40% |
|---|---|
| GSGLPWDL R SOFR P 12/15/25 GS | 4.08% |
| US 2YR NOTE (CBT) SEP22 TUU2 | 3.44% |
| APPLE INC SEDOL 2046251 | 3.12% |
| MICROSOFT CORP SEDOL 2588173 | 2.89% |
| US ULTRA BOND CBT SEP22 WNU2 | 2.17% |
| FNMA FN30 TBA UMBS 03.5000 07/01/2052 | 2.13% |
| US 10YR NOTE (CBT)SEP22 TYU2 | 2.08% |
| AMAZON.COM INC SEDOL 2000019 | 1.55% |
| FNMA FN15 TBA UMBS 02.5000 06/01/2037 | 1.50% |
| ALPHABET INC-CL A SEDOL BYVY8G0 | 1.36% |
| FNMA FN30 TBA UMBS 04.0000 06/01/2052 | 1.26% |
| FNMA FN30 TBA UMBS 03.0000 07/01/2052 | 1.24% |
| US LONG BOND(CBT) SEP22 USU2 | 1.14% |
| NVIDIA CORP SEDOL 2379504 | 0.94% |
| MERCK & CO. INC. SEDOL 2778844 | 0.85% |
| JPMORGAN CHASE & CO SEDOL 2190385 | 0.82% |
| WALMART INC SEDOL 2936921 | 0.80% |
| GNMA GII30 TBA 03.0000 06/01/2052 | 0.77% |
| FNMA FN30 TBA UMBS 04.5000 07/01/2052 | 0.76% |
| S&P GSCI ER INDEX | 0.75% |
| ACCENTURE PLC-CL A SEDOL B4BNMY3 | 0.74% |
| FNMA FN30 TBA UMBS 04.5000 06/01/2052 | 0.72% |
| TESLA INC SEDOL B616C79 | 0.70% |
| QUALCOMM INC SEDOL 2714923 | 0.68% |
| GOLDMAN SACHS GROUP INC SEDOL 2407966 | 0.62% |
| CITIGROUP INC SEDOL 2297907 | 0.62% |
| BOOKING HOLDINGS INC SEDOL BDRXDB4 | 0.58% |
| ALPHABET INC-CL C SEDOL BYY88Y7 | 0.58% |
| ABBVIE INC SEDOL B92SR70 | 0.57% |
| INTUIT INC SEDOL 2459020 | 0.55% |
| PROCTER & GAMBLE CO/THE SEDOL 2704407 | 0.52% |
| ADOBE INC SEDOL 2008154 | 0.51% |
| GNMA GII30 MA6766 03.0000 07/20/2050 | 0.51% |
| ELI LILLY & CO SEDOL 2516152 | 0.50% |
| O'REILLY AUTOMOTIVE INC SEDOL B65LWX6 | 0.50% |
| EXXON MOBIL CORP SEDOL 2326618 | 0.48% |
| CORTEVA INC SEDOL BK73B42 | 0.48% |
| MCKESSON CORP SEDOL 2378534 | 0.46% |
| ABBOTT LABORATORIES SEDOL 2002305 | 0.46% |
| PHILIP MORRIS INTERNATIONAL SEDOL B2PKRQ3 | 0.42% |
| FHLMC FR30 ZS4750 UMBS 03.0000 01/01/2048 | 0.40% |
| FNMA FN30 CA8525 UMBS 02.5000 12/01/2050 | 0.40% |
| CADENCE DESIGN SYS INC SEDOL 2302232 | 0.40% |
| GNMA GII30 MA6932 03.0000 10/20/2050 | 0.40% |
| VERTEX PHARMACEUTICALS INC SEDOL 2931034 | 0.40% |
| AMERICAN ELECTRIC POWER SEDOL 2026242 | 0.39% |
| E-MINI RUSS 2000 JUN22 RTYM2 | 0.37% |
| CONOCOPHILLIPS | 0.37% |
| UNION PACIFIC CORP SEDOL 2914734 | 0.37% |
| TARGET CORP SEDOL 2259101 | 0.36% |
| COCA-COLA CO/THE SEDOL 2206657 | 0.36% |
| JOHNSON CONTROLS INTERNATION SEDOL BY7QL61 | 0.36% |
| META PLATFORMS INC-CLASS A SEDOL B7TL820 | 0.36% |
| BANK OF AMERICA CORP SEDOL 2295677 | 0.35% |
| TREASURY BILL 00.0000 06/21/2022 | 0.35% |
| TREASURY BILL 00.0000 06/07/2022 | 0.34% |
| MASTERCARD INC - A SEDOL B121557 | 0.33% |
| AMERICAN TOWER CORP SEDOL B7FBFL2 | 0.33% |
| NORTHROP GRUMMAN CORP SEDOL 2648806 | 0.32% |
| UNITEDHEALTH GROUP INC SEDOL 2917766 | 0.32% |
| METLIFE INC SEDOL 2573209 | 0.32% |
| SHELL PLC SEDOL BP6MXD8 | 0.31% |
| SYNOPSYS INC SEDOL 2867719 | 0.31% |
| CISCO SYSTEMS INC SEDOL 2198163 | 0.31% |
| GNMA GII30 MA6820 03.0000 08/20/2050 | 0.31% |
| COLGATE-PALMOLIVE CO SEDOL 2209106 | 0.31% |
| VALERO ENERGY CORP SEDOL 2041364 | 0.30% |
| DANAHER CORP SEDOL 2250870 | 0.30% |
| ANTHEM INC SEDOL BSPHGL4 | 0.29% |
| VISA INC-CLASS A SHARES SEDOL B2PZN04 | 0.29% |
| AT&T INC SEDOL 2831811 | 0.28% |
| AUTOZONE INC SEDOL 2065955 | 0.28% |
| REGENERON PHARMACEUTICALS SEDOL 2730190 | 0.28% |
| CSX CORP SEDOL 2160753 | 0.27% |
| SCHWAB (CHARLES) CORP SEDOL 2779397 | 0.27% |
| NRG ENERGY INC SEDOL 2212922 | 0.26% |
| JOHNSON & JOHNSON SEDOL 2475833 | 0.26% |
| CHEVRON CORP | 0.26% |
| HONEYWELL INTERNATIONAL INC SEDOL 2020459 | 0.25% |
| MARATHON OIL CORP SEDOL 2910970 | 0.24% |
| GENERAL DYNAMICS CORP SEDOL 2365161 | 0.24% |
| PFIZER INC SEDOL 2684703 | 0.24% |
| COMCAST CORP-CLASS A SEDOL 2044545 | 0.24% |
| TREASURY BILL 00.0000 06/09/2022 | 0.24% |
| FREEPORT-MCMORAN INC SEDOL 2352118 | 0.24% |
| VERIZON COMMUNICATIONS INC SEDOL 2090571 | 0.24% |
| FORD MOTOR CO SEDOL 2615468 | 0.24% |
| COSTCO WHOLESALE CORP SEDOL 2701271 | 0.23% |
| PALO ALTO NETWORKS INC SEDOL B87ZMX0 | 0.23% |
| LOCKHEED MARTIN CORP SEDOL 2522096 | 0.22% |
| FNMA FN30 FM4328 UMBS 02.5000 09/01/2050 | 0.22% |
| FNMA FN30 TBA UMBS 06.0000 06/01/2052 | 0.22% |
| PEPSICO INC SEDOL 2681511 | 0.22% |
| CRH PLC SEDOL 4182249 | 0.21% |
| RAYTHEON TECHNOLOGIES CORP SEDOL BM5M5Y3 | 0.21% |
| AMERIPRISE FINANCIAL INC SEDOL B0J7D57 | 0.21% |
| UNIVERSAL MUSIC GROUP NV SEDOL BNZGVV1 | 0.21% |
| DIAGEO PLC SEDOL 0237400 | 0.20% |
| ASTRAZENECA PLC SEDOL 0989529 | 0.20% |
| CROWN CASTLE INTL CORP SEDOL BTGQCX1 | 0.20% |
| EXELON CORP SEDOL 2670519 | 0.20% |
| ASTRAZENECA PLC-SPONS ADR SEDOL 2989044 | 0.20% |
| GAMING AND LEISURE PROPERTIE SEDOL BFPK4S5 | 0.20% |
| MEDTRONIC PLC SEDOL BTN1Y11 | 0.20% |
| SHELL PLC SEDOL BP6MXT4 | 0.20% |
| IQVIA HOLDINGS INC SEDOL BDR73G1 | 0.20% |
| FNMA FN30 BQ1269 UMBS 02.5000 08/01/2050 | 0.19% |
| FNMA FN30 TBA UMBS 02.5000 06/01/2052 | 0.19% |
| THERMO FISHER SCIENTIFIC INC SEDOL 2886907 | 0.19% |
| HOME DEPOT INC SEDOL 2434209 | 0.19% |
| SONY GROUP CORP SEDOL 6821506 | 0.19% |
| FORTIVE CORP SEDOL BYT3MK1 | 0.19% |
| PNC FINANCIAL SERVICES GROUP SEDOL 2692665 | 0.19% |
| GARTNER INC SEDOL 2372763 | 0.18% |
| AMETEK INC SEDOL 2089212 | 0.18% |
| NIKE INC -CL B SEDOL 2640147 | 0.18% |
| SANOFI SEDOL 5671735 | 0.18% |
| DBS GROUP HOLDINGS LTD SEDOL 6175203 | 0.17% |
| FNMA FN30 FM1741 UMBS 04.0000 04/01/2049 | 0.17% |
| FNMA FN30 MA3563 UMBS 04.0000 01/01/2049 | 0.17% |
| HOYA CORP SEDOL 6441506 | 0.17% |
| AMERICAN INTERNATIONAL GROUP SEDOL 2027342 | 0.17% |
| ANGLO AMERICAN PLC SEDOL B1XZS82 | 0.17% |
| FHLMC FR30 QC4957 UMBS 02.5000 08/01/2051 | 0.17% |
| MERCK KGAA SEDOL 4741844 | 0.17% |
| FIDELITY NATIONAL INFO SERV SEDOL 2769796 | 0.16% |
| SOUTHWEST AIRLINES CO SEDOL 2831543 | 0.16% |
| FNMA FN30 BT7180 UMBS 02.5000 08/01/2051 | 0.16% |
| ROCHE HOLDING AG-GENUSSCHEIN SEDOL 7110388 | 0.16% |
| DUPONT DE NEMOURS INC SEDOL BK0VN47 | 0.16% |
| SHERWIN-WILLIAMS CO/THE SEDOL 2804211 | 0.16% |
| ALLY FINANCIAL INC SEDOL B72XK05 | 0.16% |
| KEURIG DR PEPPER INC SEDOL BD3W133 | 0.16% |
| DEERE & CO SEDOL 2261203 | 0.16% |
| EDWARDS LIFESCIENCES CORP SEDOL 2567116 | 0.16% |
| EASTMAN CHEMICAL CO SEDOL 2298386 | 0.16% |
| LONZA GROUP AG-REG SEDOL 7333378 | 0.16% |
| EQUITABLE HOLDINGS INC SEDOL BKRMR96 | 0.16% |
| ASSURED GUARANTY LTD SEDOL B00V7H8 | 0.15% |
| GENERAL MOTORS CO SEDOL B665KZ5 | 0.15% |
| FNMA FN30 BQ0329 UMBS 02.5000 07/01/2050 | 0.15% |
| PULTEGROUP INC SEDOL 2708841 | 0.15% |
| WELLS FARGO & COMPANY 03.3500 03/02/2033 | 0.15% |
| REPUBLIC SERVICES INC SEDOL 2262530 | 0.15% |
| FNMA FN30 FM7741 UMBS 02.5000 05/01/2051 | 0.15% |
| SNOWFLAKE INC-CLASS A SEDOL BN134B7 | 0.15% |
| SERVICENOW INC SEDOL B80NXX8 | 0.15% |
| BJ'S WHOLESALE CLUB HOLDINGS SEDOL BFZNZF8 | 0.14% |
| NOVARTIS AG-REG SEDOL 7103065 | 0.14% |
| EATON CORP PLC SEDOL B8KQN82 | 0.14% |
| TREASURY BILL 00.0000 06/28/2022 | 0.14% |
| AXA SA SEDOL 7088429 | 0.14% |
| WEYERHAEUSER CO SEDOL 2958936 | 0.14% |
| NOVO NORDISK A/S-B SEDOL BHC8X90 | 0.14% |
| AES CORP SEDOL 2002479 | 0.13% |
| CHARTER COMMUNICATIONS INC-A SEDOL BZ6VT82 | 0.13% |
| CBRE GROUP INC - A SEDOL B6WVMH3 | 0.13% |
| LVMH MOET HENNESSY LOUIS VUI SEDOL 4061412 | 0.13% |
| CAPGEMINI SE SEDOL 4163437 | 0.13% |
| CITIGROUP INC 03.6680 07/24/2028 | 0.13% |
| HALLIBURTON CO SEDOL 2405302 | 0.13% |
| HILTON WORLDWIDE HOLDINGS IN SEDOL BYVMW06 | 0.13% |
| APOLLO GLOBAL MANAGEMENT INC SEDOL BN44JF6 | 0.13% |
| DEUTSCHE POST AG-REG SEDOL 4617859 | 0.13% |
| FNMA FN30 MA2737 UMBS 03.0000 09/01/2046 | 0.13% |
| PINTEREST INC- CLASS A SEDOL BJ2Z0H2 | 0.13% |
| TARGA RESOURCES CORP SEDOL B55PZY3 | 0.13% |
| ADVANCED MICRO DEVICES SEDOL 2007849 | 0.13% |
| AGILENT TECHNOLOGIES INC SEDOL 2520153 | 0.13% |
| JPMORGAN CHASE & CO 03.6250 12/01/2027 | 0.13% |
| MORGAN STANLEY 03.7720 01/24/2029 | 0.12% |
| THALES SA SEDOL 4162791 | 0.12% |
| BRISTOL-MYERS SQUIBB CO SEDOL 2126335 | 0.12% |
| DEUTSCHE BOERSE AG SEDOL 7021963 | 0.12% |
| FNMA FN30 FS1262 UMBS 03.5000 04/01/2052 | 0.12% |
| FNMA FN30 FS1863 UMBS 03.5000 05/01/2052 | 0.12% |
| CAPITAL ONE FINANCIAL CORP SEDOL 2654461 | 0.12% |
| MITSUBISHI CORP SEDOL 6596785 | 0.12% |
| FNMA FN30 FM7985 UMBS 02.5000 07/01/2051 | 0.12% |
| ATLASSIAN CORP PLC-CLASS A SEDOL BZ09BD1 | 0.12% |
| BANK OF IRELAND GROUP PLC SEDOL BD1RP61 | 0.12% |
| BNP PARIBAS SEDOL 7309681 | 0.12% |
| MITSUBISHI UFJ FINANCIAL GRO SEDOL 6335171 | 0.12% |
| AMEREN CORPORATION SEDOL 2050832 | 0.12% |
| FNMA FN30 AL9859 UMBS 03.0000 03/01/2047 | 0.12% |
| BOSTON PROPERTIES INC SEDOL 2019479 | 0.11% |
| CK HUTCHISON HOLDINGS LTD SEDOL BW9P816 | 0.11% |
| GOLDMAN SACHS GROUP INC 03.8500 01/26/2027 | 0.11% |
| LULULEMON ATHLETICA INC SEDOL B23FN39 | 0.11% |
| UBER TECHNOLOGIES INC SEDOL BK6N347 | 0.11% |
| CONSTELLATION ENERGY SEDOL BMH4FS1 | 0.11% |
| INTUITIVE SURGICAL INC SEDOL 2871301 | 0.11% |
| FHLMC FR30 QC1327 UMBS 02.5000 05/01/2051 | 0.11% |
| ESTEE LAUDER COMPANIES-CL A SEDOL 2320524 | 0.11% |
| KINDER MORGAN INC SEDOL B3NQ4P8 | 0.11% |
| MODERNA INC SEDOL BGSXTS3 | 0.11% |
| ORACLE CORP SEDOL 2661568 | 0.11% |
| APPLIED MATERIALS INC SEDOL 2046552 | 0.11% |
| MARVELL TECHNOLOGY INC SEDOL BNKJSM5 | 0.11% |
| COCA-COLA EUROPACIFIC PARTNE SEDOL BYQQ3P5 | 0.11% |
| MARATHON PETROLEUM CORP SEDOL B3K3L40 | 0.11% |
| BP PLC SEDOL 0798059 | 0.11% |
| LIVE NATION ENTERTAINMENT IN SEDOL B0T7YX2 | 0.11% |
| HCA HEALTHCARE INC SEDOL B4MGBG6 | 0.11% |
| MORGAN STANLEY 03.1250 01/23/2023 | 0.11% |
| AT&T INC 02.5500 12/01/2033 | 0.10% |
| BANK OF AMERICA CORP 01.7340 07/22/2027 | 0.10% |
| PURE STORAGE INC - CLASS A SEDOL BYZ62T3 | 0.10% |
| JPMORGAN CHASE & CO 03.9640 11/15/2048 | 0.10% |
| CHIPOTLE MEXICAN GRILL INC SEDOL B0X7DZ3 | 0.10% |
| FNMA FN30 BM5024 UMBS 03.0000 11/01/2048 | 0.10% |
| LINDE PLC SEDOL BYWD9S5 | 0.10% |
| PPG INDUSTRIES INC SEDOL 2698470 | 0.10% |
| UNITED RENTALS INC SEDOL 2134781 | 0.10% |
| VERIZON COMM 04.3290 09/21/2028 | 0.10% |
| REPUBLIC OF INDONESIA REGS 04.7500 01/08/2026 | 0.10% |
| STACR 2018-HRP2 M3AS 02.0057 02/25/2047 | 0.10% |
| ARAMARK SEDOL BH3XG17 | 0.10% |
| BERKSHIRE HATHAWAY INC-CL B SEDOL 2073390 | 0.10% |
| CUBESMART SEDOL B6SW913 | 0.10% |
| CVS HEALTH CORP 04.7800 03/25/2038 | 0.10% |
| L OREAL SEDOL 4057808 | 0.10% |
| LONDON STOCK EXCHANGE GROUP SEDOL B0SWJX3 | 0.10% |
| FHR 5119 IC IO 04.0000 06/25/2051 | 0.10% |
| STARBUCKS CORP SEDOL 2842255 | 0.09% |
| AIA GROUP LTD SEDOL B4TX8S1 | 0.09% |
| IDEXX LABORATORIES INC SEDOL 2459202 | 0.09% |
| T-MOBILE US INC SEDOL B94Q9V0 | 0.09% |
| UBS GROUP AG-REG SEDOL BRJL176 | 0.09% |
| 1.85 R ISWP FWD SOFR P 06/15/2027 | 0.09% |
| BRENNTAG SE SEDOL B4YVF56 | 0.09% |
| MOLINA HEALTHCARE INC SEDOL 2212706 | 0.09% |
| NEW YORK LIFE INS P/P 144A 01.1000 05/05/2023 | 0.09% |
| RENESAS ELECTRONICS CORP SEDOL 6635677 | 0.09% |
| T-MOBILE US INC P/P 144A 05.2500 CV PFD | 0.09% |
| ASAHI GROUP HOLDINGS LTD SEDOL 6054409 | 0.09% |
| BANCO SANTANDER SA SEDOL 5705946 | 0.09% |
| RIO TINTO PLC SEDOL 0718875 | 0.09% |
| LIFE STORAGE INC SEDOL BDCSFJ6 | 0.09% |
| MICROSOFT CORP 02.4000 08/08/2026 | 0.09% |
| PACIFIC GAS & ELECTRIC 01.3670 03/10/2023 | 0.09% |
| EAST WEST BANCORP INC SEDOL 2487407 | 0.09% |
| ENTERPRISE PRODUCTS PARTNERS SEDOL 2285388 | 0.09% |
| JERONIMO MARTINS SEDOL B1Y1SQ7 | 0.09% |
| KDDI CORP SEDOL 6248990 | 0.09% |
| STACR 2016-DNA2 M3 05.6557 10/25/2028 | 0.09% |
| TREASURY BILL 00.0000 06/16/2022 | 0.09% |
| FNMA FN30 FM7995 UMBS 02.5000 07/01/2051 | 0.09% |
| BANK OF AMERICA CORP 03.8460 03/08/2037 | 0.09% |
| MSCI INC SEDOL B2972D2 | 0.09% |
| OTIS WORLDWIDE CORP SEDOL BK531S8 | 0.09% |
| FHR 5080 DI IO 04.0000 03/25/2051 | 0.08% |
| FNR 2021-67 DI IO 04.0000 10/25/2051 | 0.08% |
| TEXTRON INC SEDOL 2885937 | 0.08% |
| UNITED MEXICAN STATES USD 02.6590 05/24/2031 | 0.08% |
| BANCO BILBAO VIZCAYA ARGENTA SEDOL 5501906 | 0.08% |
| BANK OF AMERICA CORP 06.1100 01/29/2037 | 0.08% |
| BHP GROUP LTD SEDOL 6144690 | 0.08% |
| GENUINE PARTS CO SEDOL 2367480 | 0.08% |
| NESTLE SA-REG SEDOL 7123870 | 0.08% |
| STELLANTIS NV SEDOL BMD8F98 | 0.08% |
| EQUINOR ASA SEDOL 7133608 | 0.08% |
| NINTENDO CO LTD SEDOL 6639550 | 0.08% |
| TEXAS INSTRUMENTS INC SEDOL 2885409 | 0.08% |
| TREASURY BILL 00.0000 07/12/2022 | 0.08% |
| VOLKSWAGEN AG PFD SEDOL 5497168 | 0.08% |
| AERCAP IRELAND CAP/GLOBA USD 03.3000 01/30/2032 | 0.08% |
| DEXCOM INC SEDOL B0796X4 | 0.08% |
| FNMA FN30 BR5618 UMBS 02.5000 03/01/2051 | 0.08% |
| HERSHEY CO/THE SEDOL 2422806 | 0.08% |
| THOMSON REUTERS CORP SEDOL BFXPTB0 | 0.08% |
| HANA FINANCIAL GROUP SEDOL B0RNRF5 | 0.08% |
| NXP SEMICONDUCTORS NV SEDOL B505PN7 | 0.08% |
| MAGALLANES INC P/P 144A 04.2790 03/15/2032 | 0.08% |
| TORONTO-DOMINION BANK USD 01.9000 12/01/2022 | 0.08% |
| TREASURY BILL 00.0000 06/23/2022 | 0.08% |
| COMPAGNIE DE SAINT-GOBAIN SEDOL 7380482 | 0.07% |
| EOG RESOURCES INC SEDOL 2318024 | 0.07% |
| HOLOGIC INC SEDOL 2433530 | 0.07% |
| AT&T INC 03.5500 09/15/2055 | 0.07% |
| DBUBS 2011-LC3A D 144A 05.3702 08/10/2044 | 0.07% |
| EQUINIX INC. 02.9000 11/18/2026 | 0.07% |
| JAPAN POST HOLDINGS CO LTD SEDOL BYT8143 | 0.07% |
| APPLE INC 04.2500 02/09/2047 | 0.07% |
| AVERY DENNISON CORP SEDOL 2066408 | 0.07% |
| SCHNEIDER ELECTRIC SE SEDOL 4834108 | 0.07% |
| ALLY FINANCIAL INC 08.0000 11/01/2031 | 0.07% |
| ERICSSON LM-B SHS SEDOL 5959378 | 0.07% |
| FHR 5117 CI IO 05.0000 06/25/2051 | 0.07% |
| UNITED OVERSEAS BANK LTD SEDOL 6916781 | 0.07% |
| VONTIER CORP SEDOL BH4GV32 | 0.07% |
| WASTE CONNECTIONS INC SEDOL BYVG1F6 | 0.07% |
| DANAHER CORP 05.0000 CV PFD | 0.07% |
| E.ON SE SEDOL 4942904 | 0.07% |
| GSK PLC SEDOL 0925288 | 0.07% |
| BANK LEUMI LE-ISRAEL SEDOL 6076425 | 0.07% |
| ORACLE CORP 02.5000 10/15/2022 | 0.07% |
| STATE STREET CORP SEDOL 2842040 | 0.07% |
| UNITEDHEALTH GROUP INC 03.8500 06/15/2028 | 0.07% |
| YAKULT HONSHA CO LTD SEDOL 6985112 | 0.07% |
| CCO HOLDINGS LLC P/P 144A 05.3750 06/01/2029 | 0.07% |
| ECOLAB INC 02.7000 11/01/2026 | 0.07% |
| GOODMAN GROUP SEDOL B03FYZ4 | 0.07% |
| KONINKLIJKE AHOLD DELHAIZE N SEDOL BD0Q398 | 0.07% |
| NIPPON TELEGRAPH & TELEPHONE SEDOL 6641373 | 0.07% |
| SHIN-ETSU CHEMICAL CO LTD SEDOL 6804585 | 0.07% |
| CFMT 2021-HB7 M2 02.6791 10/27/2031 | 0.07% |
| DEUTSCHE BANK NY 01.6860 03/19/2026 | 0.07% |
| SONIC HEALTHCARE LTD SEDOL 6821120 | 0.07% |
| SYNCHRONY FINANCIAL SEDOL BP96PS6 | 0.07% |
| COGECO COMMUNICATIONS INC SEDOL BZCDFX9 | 0.07% |
| ICON PLC SEDOL B94G471 | 0.07% |
| PRUDENTIAL PLC SEDOL 0709954 | 0.07% |
| SALESFORCE INC SEDOL 2310525 | 0.07% |
| FHR 5127 AI IO 03.0000 06/25/2051 | 0.06% |
| FHR 5162 HI IO 04.0000 11/25/2051 | 0.06% |
| IMPERIAL BRANDS PLC SEDOL 0454492 | 0.06% |
| MARUBENI CORP SEDOL 6569464 | 0.06% |
| TELSTRA CORP LTD SEDOL 6087289 | 0.06% |
| AMAZON.COM INC 03.1500 08/22/2027 | 0.06% |
| CAPITAL ONE FINANCIAL CO 02.3590 07/29/2032 | 0.06% |
| MICROSOFT CORP 02.9210 03/17/2052 | 0.06% |
| ENTERPRISE PRODUCTS OPER 04.2500 02/15/2048 | 0.06% |
| MONCLER SPA SEDOL BGLP232 | 0.06% |
| MURATA MANUFACTURING CO LTD SEDOL 6610403 | 0.06% |
| TENET HEALTHCARE P/P 144A 04.8750 01/01/2026 | 0.06% |
| BROADCOM CRP / CAYM 03.5000 01/15/2028 | 0.06% |
| FERGUSON PLC SEDOL BJVNSS4 | 0.06% |
| FHR 5138 YI IO 04.5000 12/25/2049 | 0.06% |
| NESTLE HOLDINGS INC P/P 144A 00.3750 01/15/2024 | 0.06% |
| PARTNERS GROUP HOLDING AG SEDOL B119QG0 | 0.06% |
| BF0101 03.5000 06/01/2056 | 0.06% |
| FHR 5094 AI IO 03.0000 04/25/2041 | 0.06% |
| FHR 5152 IE IO 03.5000 10/25/2051 | 0.06% |
| GOLDMAN SACHS GROUP INC 04.2230 05/01/2029 | 0.06% |
| HERMES INTERNATIONAL SEDOL 5253973 | 0.06% |
| ZEBRA TECHNOLOGIES CORP-CL A SEDOL 2989356 | 0.06% |
| CF INDUSTRIES INC 04.9500 06/01/2043 | 0.06% |
| DNB BANK ASA P/P 144A 02.1500 12/02/2022 | 0.06% |
| INTERPUBLIC GRP 04.6500 10/01/2028 | 0.06% |
| JPMORGAN CHASE & CO 03.3750 05/01/2023 | 0.06% |
| PETROLEOS MEXICANOS USD 06.7000 02/16/2032 | 0.06% |
| ASML HOLDING NV SEDOL B929F46 | 0.06% |
| NOVARTIS CAPITAL CORP 04.0000 11/20/2045 | 0.06% |
| SUMITOMO TR&BK P/P 144A 00.8000 09/12/2023 | 0.06% |
| WESFARMERS LTD SEDOL 6948836 | 0.06% |
| BRISTOL-MYERS 03.2500 02/20/2023 | 0.06% |
| COLES GROUP LTD SEDOL BYWR0T5 | 0.06% |
| RHEINMETALL AG SEDOL 5334588 | 0.06% |
| RIO TINTO LTD SEDOL 6220103 | 0.06% |
| EMERSON ELECTRIC CO SEDOL 2313405 | 0.06% |
| FHR 5167 IO IO 03.0000 11/25/2051 | 0.06% |
| GENERAL ELECTRIC CO SEDOL BL59CR9 | 0.06% |
| STMICROELECTRONICS NV SEDOL 5962332 | 0.06% |
| ENERGY TRANSFER LP 03.7500 05/15/2030 | 0.06% |
| FHR 5174 NI IO 03.5000 12/25/2051 | 0.06% |
| GENERAL MOTORS FINL CO 04.0000 10/06/2026 | 0.06% |
| NIPPON YUSEN KABUSHIKI KAISH SEDOL 6643960 | 0.06% |
| ORACLE CORP 04.0000 11/15/2047 | 0.06% |
| T-MOBILE USA INC 03.7500 04/15/2027 | 0.06% |
| FNR 2020-67 JI IO 04.0000 09/25/2050 | 0.05% |
| FNR 2021-28 GI IO 04.0000 05/25/2051 | 0.05% |
| GNR 2021-117 MI IO 03.5000 05/20/2042 | 0.05% |
| LABORATORY CRP OF AMER HLDGS SEDOL 2586122 | 0.05% |
| MSC 2016-BNK2 C 03.8907 11/15/2049 | 0.05% |
| NORDSON CORP SEDOL 2641838 | 0.05% |
| UNUM GROUP SEDOL 2433842 | 0.05% |
| WFRBS 2013-C18 AS 04.3870 12/15/2046 | 0.05% |
| BOOZ ALLEN HAMILTON HOLDINGS SEDOL B5367T7 | 0.05% |
| CAS 2016-C04 1M2 05.2557 01/25/2029 | 0.05% |
| CREDIT SUISSE GRP AG P/P 144A 02.1930 06/05/2026 | 0.05% |
| ENERGY TRANSFER LP 06.6250 02/15/2028 | 0.05% |
| FHR 5134 IB IO 04.0000 08/25/2051 | 0.05% |
| KEYCORP SEDOL 2490911 | 0.05% |
| SPST 2022-2 A1 01.5760 05/25/2023 | 0.05% |
| SPST 2022-3 A1 02.1724 05/29/2023 | 0.05% |
| AIR LEASE CORP 03.2500 10/01/2029 | 0.05% |
| CK ASSET HOLDINGS LTD SEDOL BYZQ077 | 0.05% |
| COMMONWEALTH BK AUST P/P 144A 03.1500 09/19/2027 | 0.05% |
| SPRINT CAPITAL CORPORATION 06.8750 11/15/2028 | 0.05% |
| CANADIAN PACIFIC RAILWAY USD 01.7500 12/02/2026 | 0.05% |
| FIRST-CITIZENS BANK/TRST 06.1250 03/09/2028 | 0.05% |
| SHELL INTERNATIONAL FIN USD 02.8750 05/10/2026 | 0.05% |
| APA CORP SEDOL BNNF1C1 | 0.05% |
| ENGIE SEDOL B0C2CQ3 | 0.05% |
| BANCO SANTANDER SA USD 03.2250 11/22/2032 | 0.05% |
| CSAIL 2015-C1 C 04.2599 04/15/2050 | 0.05% |
| IVORY COAST REGS 06.1250 06/15/2033 | 0.05% |
| PSTAT 2022-2A A2 144A 02.9878 10/15/2030 | 0.05% |
| ROCHE HOLDINGS INC P/P 144A 04.0000 11/28/2044 | 0.05% |
| AIRBNB INC-CLASS A SEDOL BMGYYH4 | 0.05% |
| ANHEUSER-BUSCH INBEV WOR 04.6000 04/15/2048 | 0.05% |
| APID 2013-12A BR 144A 02.4443 04/15/2031 | 0.05% |
| FED REPUBLIC OF BRAZIL USD 03.8750 06/12/2030 | 0.05% |
| FHR 5024 HI IO 04.5000 10/25/2050 | 0.05% |
| STACR 2016-DNA1 M3 06.5557 07/25/2028 | 0.05% |
| WFRBS 2013-C11 C 04.1739 03/15/2045 | 0.05% |
| AMERICAN ELECTRIC POWER 04.3000 12/01/2028 | 0.05% |
| BRISTOL-MYERS 02.9000 07/26/2024 | 0.05% |
| CAS 2016-C05 2M2 05.4557 01/25/2029 | 0.05% |
| CSAIL 2015-C1 AS 03.7910 04/15/2050 | 0.05% |
| FAIRFAX FINL HLDGS USD 04.8500 04/17/2028 | 0.05% |
| FHR 5121 KI IO 04.0000 06/25/2051 | 0.05% |
| FNR 2020-96 JI IO 03.0000 01/25/2051 | 0.05% |
| GARMIN LTD SEDOL B3Z5T14 | 0.05% |
| JPMORGAN CHASE & CO 04.6000 02/01/2025 | 0.05% |
| KONINKLIJKE KPN NV SEDOL 5956078 | 0.05% |
| NORTHROP GRUMMAN CORP 03.2500 01/15/2028 | 0.05% |
| SLM CORP | 0.05% |
| AT&T INC 04.7500 05/15/2046 | 0.05% |
| D.R. HORTON INC 01.3000 10/15/2026 | 0.05% |
| EIFFAGE SEDOL B13X013 | 0.05% |
| FHR 5036 IK IO 04.0000 04/25/2050 | 0.05% |
| INVESTOR AB-B SHS SEDOL BMV7PQ4 | 0.05% |
| MANHATTAN ASSOCIATES INC SEDOL 2239471 | 0.05% |
| NOMURA RESEARCH INSTITUTE LT SEDOL 6390921 | 0.05% |
| REPUBLIC OF CHILE USD 04.3400 03/07/2042 | 0.05% |
| SPST 2021-16 A1 01.5936 11/07/2022 | 0.05% |
| T-MOBILE USA INC 02.2500 11/15/2031 | 0.05% |
| US BANCORP 02.4910 11/03/2036 | 0.05% |
| CAS 2015-C04 1M2 06.7057 04/25/2028 | 0.04% |
| CGMS 2014-1A A1R2 144A 02.0143 04/17/2031 | 0.04% |
| FHR 5142 AI IO 03.5000 09/25/2051 | 0.04% |
| FNR 2021-45 MI IO 02.5000 02/25/2049 | 0.04% |
| INTERCONTINENTAL HOTELS GROU SEDOL BHJYC05 | 0.04% |
| OLIN CORP SEDOL 2658526 | 0.04% |
| PUBLICIS GROUPE SEDOL 4380429 | 0.04% |
| SIRIUS XM RADIO INC P/P 144A 03.8750 09/01/2031 | 0.04% |
| COMCAST CORP 03.9690 11/01/2047 | 0.04% |
| DAI-ICHI LIFE HOLDINGS INC SEDOL B601QS4 | 0.04% |
| DAIWA HOUSE INDUSTRY CO LTD SEDOL 6251363 | 0.04% |
| FHR 5170 CI IO 05.5000 05/25/2044 | 0.04% |
| ITOCHU CORP SEDOL 6467803 | 0.04% |
| MSBAM 2014-C17 C 04.4798 08/15/2047 | 0.04% |
| SQUARE ENIX HOLDINGS CO LTD SEDOL 6309262 | 0.04% |
| CNH INDUSTRIAL NV SEDOL BDSV2V0 | 0.04% |
| CONTINENTAL RESOURCES 04.3750 01/15/2028 | 0.04% |
| FNMA FN30 BM1172 UMBS 03.0000 03/01/2047 | 0.04% |
| FNR 2021-28 NI IO 03.0000 05/25/2041 | 0.04% |
| RAYTHEON TECH CORP 04.1250 11/16/2028 | 0.04% |
| ROMANIA P/P 144A 03.0000 02/27/2027 | 0.04% |
| SHIMADZU CORP SEDOL 6804369 | 0.04% |
| TELEFONICA EMISIONES SAU USD 04.8950 03/06/2048 | 0.04% |
| CAS 2015-C04 2M2 06.5557 04/25/2028 | 0.04% |
| CSMC 2016-NXSR C 04.4498 12/15/2049 | 0.04% |
| HLSY 2019-1A A1A1 144A 02.4127 01/20/2033 | 0.04% |
| NETWORK INTERNATIONAL HOLDIN SEDOL BH3VJ78 | 0.04% |
| NITTO DENKO CORP SEDOL 6641801 | 0.04% |
| QUIDELORTHO CORP SEDOL BM9VY27 | 0.04% |
| REP OF INDONESIA P/P 144A 04.3500 01/08/2027 | 0.04% |
| SAGE GROUP PLC/THE SEDOL B8C3BL0 | 0.04% |
| SIRIUS XM RADIO INC P/P 144A 05.0000 08/01/2027 | 0.04% |
| SK TELECOM SEDOL 6224871 | 0.04% |
| SPST 2021-10 A 01.7236 08/08/2022 | 0.04% |
| TOKYO GAS CO LTD SEDOL 6895448 | 0.04% |
| VISTRA CORP SEDOL BZ8VJQ8 | 0.04% |
| WESTLAKE CORP 03.6000 08/15/2026 | 0.04% |
| AMERICAN CAMPUS COMMUNITIES SEDOL B02H871 | 0.04% |
| ASHTEAD CAPITAL INC P/P 144A 04.3750 08/15/2027 | 0.04% |
| AVIVA PLC SEDOL BPQY8M8 | 0.04% |
| BIOGEN INC 03.6250 09/15/2022 | 0.04% |
| CIGNA CORP SEDOL BHJ0775 | 0.04% |
| JD SPORTS FASHION PLC SEDOL BM8Q5M0 | 0.04% |
| OASIS PETROLEUM INC SEDOL BLDDYB1 | 0.04% |
| PHILLIPS 66 SEDOL B78C4Y8 | 0.04% |
| TYSON FOODS INC-CL A SEDOL 2909730 | 0.04% |
| WR BERKLEY CORP SEDOL 2093644 | 0.04% |
| CAE INC SEDOL 2162760 | 0.04% |
| CECLO 2020-29A AR 144A 02.2327 10/20/2034 | 0.04% |
| COMCAST CORPORATION 03.3750 02/15/2025 | 0.04% |
| COMM 2013-CR13 C 04.8789 11/10/2046 | 0.04% |
| DUKE ENERGY CORP 03.1500 08/15/2027 | 0.04% |
| DXC TECHNOLOGY CO SEDOL BYXD7B3 | 0.04% |
| INDUSTRIA DE DISENO TEXTIL SEDOL BP9DL90 | 0.04% |
| OCCIDENTAL PETROLEUM CORP SEDOL 2655408 | 0.04% |
| PUBLIC STORAGE SEDOL 2852533 | 0.04% |
| TORONTO-DOMINION BANK USD 03.6250 09/15/2031 | 0.04% |
| WYNDHAM HOTELS & RESORTS INC SEDOL BF108P4 | 0.04% |
| AMERICAN TOWER CORPORATION 02.7500 01/15/2027 | 0.04% |
| CAS 2016-C01 1M2 07.7557 08/25/2028 | 0.04% |
| DUKE ENERGY CORP SEDOL B7VD3F2 | 0.04% |
| ELECTRONIC ARTS INC SEDOL 2310194 | 0.04% |
| JAMES HARDIE INDUSTRIES-CDI SEDOL B60QWJ2 | 0.04% |
| LAM RESEARCH CORP SEDOL 2502247 | 0.04% |
| MANPOWERGROUP INC SEDOL 2562490 | 0.04% |
| MASIMO CORP SEDOL B1YWR63 | 0.04% |
| MORGAN STANLEY 04.3750 01/22/2047 | 0.04% |
| NOVAVAX INC SEDOL BJDQXG4 | 0.04% |
| REINSURANCE GROUP OF AMERICA SEDOL 2731193 | 0.04% |
| REPUBLIC OF SENEGAL REGS 06.2500 05/23/2033 | 0.04% |
| XCEL ENERGY INC SEDOL 2614807 | 0.04% |
| AGL 2021-13A A1 144A 02.2227 10/20/2034 | 0.04% |
| AMERISOURCEBERGEN CORP | 0.04% |
| AP MOLLER-MAERSK A/S-B SEDOL 4253048 | 0.04% |
| ARISTOCRAT LEISURE LTD SEDOL 6253983 | 0.04% |
| BBCMS 2019-C4 XA IO 01.5843 08/15/2052 | 0.04% |
| BERRY GLOBAL INC 01.5700 01/15/2026 | 0.04% |
| CAS 2022-R05 2M2 03.5845 04/25/2042 | 0.04% |
| CINTAS CORP SEDOL 2197137 | 0.04% |
| DCC PLC SEDOL 0242493 | 0.04% |
| EOG RESOURCES INC 02.6250 03/15/2023 | 0.04% |
| FNMA FN30 AS7003 UMBS 03.0000 04/01/2046 | 0.04% |
| FNR 2017-69 SG IO 05.1443 09/25/2047 | 0.04% |
| KLA CORP SEDOL 2480138 | 0.04% |
| RECRUIT HOLDINGS CO LTD SEDOL BQRRZ00 | 0.04% |
| WESTROCK CO SEDOL BYR0914 | 0.04% |
| ARES CAPITAL CORP 02.8750 06/15/2027 | 0.04% |
| AUTODESK INC SEDOL 2065159 | 0.04% |
| BIO-RAD LABORATORIES-A SEDOL 2098508 | 0.04% |
| BLACKSTONE INC SEDOL BKF2SL7 | 0.04% |
| BRISTOL-MYERS 03.2500 08/15/2022 | 0.04% |
| CONTINENTAL RESOURCE P/P 144A 02.8750 04/01/2032 | 0.04% |
| DOW INC SEDOL BHXCF84 | 0.04% |
| KRAFT HEINZ FOODS CO 03.8750 05/15/2027 | 0.04% |
| MARSH & MCLENNAN COS SEDOL 2567741 | 0.04% |
| MATCH GRP HLD II LLC P/P 144A 04.6250 06/01/2028 | 0.04% |
| MINEBEA CO LTD SEDOL 6642406 | 0.04% |
| MWST 2021-2 A 01.7557 04/25/2055 | 0.04% |
| NETFLIX INC. 05.8750 11/15/2028 | 0.04% |
| NEW RESIDENTIAL INVESTMENT SEDOL BRJ9GW0 | 0.04% |
| OVINTIV INC SEDOL BJ01KB6 | 0.04% |
| PANDORA A/S SEDOL B44XTX8 | 0.04% |
| SCHLUMBERGER LTD SEDOL 2779201 | 0.04% |
| ULTA BEAUTY INC SEDOL B28TS42 | 0.04% |
| ZAIS 2019-13A A1A 144A 02.5343 07/15/2032 | 0.04% |
| 1.80 R ISWP FWD SOFR P 06/15/2024 | 0.04% |
| BECTON DICKINSON AND CO 01.9570 02/11/2031 | 0.04% |
| BP CAPITAL MARKETS PLC USD 03.2790 09/19/2027 | 0.04% |
| CHUBB LTD SEDOL B3BQMF6 | 0.04% |
| COMM 2010-C1 D 144A 05.7521 07/10/2046 | 0.04% |
| DISCOVER FINANCIAL SERVICES SEDOL B1YLC43 | 0.04% |
| EQUITY LIFESTYLE PROPERTIES SEDOL 2563125 | 0.04% |
| FLEETCOR TECHNOLOGIES INC SEDOL B4R28B3 | 0.04% |
| HLM 9A-2016 A2R 144A 02.7443 07/19/2030 | 0.04% |
| IBM CORP 01.8750 08/01/2022 | 0.04% |
| MONOLITHIC POWER SYSTEMS INC SEDOL B01Z7J1 | 0.04% |
| MOODY'S CORPORATION 02.0000 08/19/2031 | 0.04% |
| NISOURCE INC SEDOL 2645409 | 0.04% |
| OMNICOM GP/OMNICOM CAP 03.6000 04/15/2026 | 0.04% |
| RMLT 2020-2 A2 02.5080 05/25/2060 | 0.04% |
| STACR 2016-HQA1 M3 07.3557 09/25/2028 | 0.04% |
| TOLL BROTHERS INC SEDOL 2896092 | 0.04% |
| VAIL RESORTS INC SEDOL 2954194 | 0.04% |
| 3M CO | 0.04% |
| ALLISON TRANSMISSION HOLDING SEDOL B4PZ892 | 0.04% |
| AXIS CAPITAL HOLDINGS LTD SEDOL 2677606 | 0.04% |
| CARLYLE GROUP INC/THE SEDOL BKRTG56 | 0.04% |
| CELANESE CORP SEDOL B05MZT4 | 0.04% |
| COMCAST CORP 02.3500 01/15/2027 | 0.04% |
| COMM 2015-LC19 C 04.2254 02/10/2048 | 0.04% |
| DUKE ENERGY OHIO INC 03.6500 02/01/2029 | 0.04% |
| EVERCORE INC - A SEDOL B1BHXZ2 | 0.04% |
| FHR 5079 BI IO 05.5000 02/25/2051 | 0.04% |
| FNMA FN40 BF0171 UMBS 04.0000 01/01/2057 | 0.04% |
| FNR 2021-65 LI IO 03.5000 10/25/2051 | 0.04% |
| HEICO CORP SEDOL 2419217 | 0.04% |
| MGIC INVESTMENT CORP SEDOL 2548616 | 0.04% |
| NETFLIX INC 04.3750 11/15/2026 | 0.04% |
| SHRP 2020-1 NOTE 03.0253 07/25/2024 | 0.04% |
| TAPESTRY INC SEDOL BF09HX3 | 0.04% |
| TJX COMPANIES INC SEDOL 2989301 | 0.04% |
| VERIZON COMMUNICATIONS 03.7000 03/22/2061 | 0.04% |
| WESTROCK MWV LLC 08.2000 01/15/2030 | 0.04% |
| WORLDLINE SA SEDOL BNFWR44 | 0.04% |
| ABBSL 2021-2A A 144A 02.1443 04/15/2034 | 0.03% |
| ACUITY BRANDS INC | 0.03% |
| ALLSTATE CORP SEDOL 2019952 | 0.03% |
| BAXTER INTERNATIONAL INC SEDOL 2085102 | 0.03% |
| BLACKROCK INC SEDOL 2494504 | 0.03% |
| BXMT 2021-FL4 A P/P 144A 01.9247 05/15/2038 | 0.03% |
| CARRIER GLOBAL CORP SEDOL BK4N0D7 | 0.03% |
| CLEAN HARBORS INC SEDOL 2202473 | 0.03% |
| CUMMINS INC SEDOL 2240202 | 0.03% |
| EDISON INTERNATIONAL SEDOL 2829515 | 0.03% |
| EVERSOURCE ENERGY SEDOL BVVN4Q8 | 0.03% |
| FIFTH THIRD BANCORP SEDOL 2336747 | 0.03% |
| GNR 2016-H16 LI IO 01.9899 07/20/2066 | 0.03% |
| HUMANA INC SEDOL 2445063 | 0.03% |
| KEURIG DR PEPPER INC 02.2500 03/15/2031 | 0.03% |
| LYONDELLBASELL INDU-CL A SEDOL B3SPXZ3 | 0.03% |
| POPULAR INC SEDOL B86QM90 | 0.03% |
| REPUBLIC OF KAZAKHSTAN REGS 04.8750 10/14/2044 | 0.03% |
| SEI INVESTMENTS COMPANY SEDOL 2793610 | 0.03% |
| SPOTIFY TECHNOLOGY SA SEDOL BFZ1K46 | 0.03% |
| STARWOOD PROPERTY TRUST INC SEDOL B3PQ520 | 0.03% |
| TORO CO SEDOL 2897040 | 0.03% |
| UNITED PARCEL SERVICE-CL B SEDOL 2517382 | 0.03% |
| VERIZON COMMUNICATIONS 04.4000 11/01/2034 | 0.03% |
| WEC ENERGY GROUP INC SEDOL BYY8XK8 | 0.03% |
| WELLS FARGO & CO SEDOL 2649100 | 0.03% |
| AGCO CORP SEDOL 2010278 | 0.03% |
| AMGEN INC SEDOL 2023607 | 0.03% |
| ANTERO RESOURCES CORP SEDOL BFD2WR8 | 0.03% |
| BOSTON SCIENTIFIC CORP SEDOL 2113434 | 0.03% |
| CATERPILLAR INC SEDOL 2180201 | 0.03% |
| CCO HOLDINGS LLC P/P 144A 04.7500 03/01/2030 | 0.03% |
| CF INDUSTRIES HOLDINGS INC SEDOL B0G4K50 | 0.03% |
| CHARTER COMM OPT LLC 06.4840 10/23/2045 | 0.03% |
| CHENIERE ENERGY INC SEDOL 2654364 | 0.03% |
| COPART INC SEDOL 2208073 | 0.03% |
| DOCUSIGN INC SEDOL BFYT7B7 | 0.03% |
| DTE ENERGY COMPANY SEDOL 2280220 | 0.03% |
| ENDEAVOR ENERGY P/P 144A 05.7500 01/30/2028 | 0.03% |
| EQUIFAX INC SEDOL 2319146 | 0.03% |
| EVEREST RE GROUP LTD SEDOL 2556868 | 0.03% |
| FHR 4326 GS IO 05.1753 04/15/2044 | 0.03% |
| ISTAR INC. 04.2500 08/01/2025 | 0.03% |
| LENNAR CORP 04.7500 11/29/2027 | 0.03% |
| LOWES COMPANIES INC | 0.03% |
| MERCK & CO INC 03.7000 02/10/2045 | 0.03% |
| MRAIT 2020-2 A2 02.0000 08/15/2022 | 0.03% |
| RIVIAN AUTOMOTIVE INC-A SEDOL BL98841 | 0.03% |
| ROKU INC SEDOL BZ1LFG7 | 0.03% |
| SERVICE CORP INTERNATIONAL SEDOL 2797560 | 0.03% |
| SS&C TECHNOLOGIES HOLDINGS SEDOL B58YSC6 | 0.03% |
| SUMITOMO MITSUI FINANCIAL GR SEDOL 6563024 | 0.03% |
| SVB FINANCIAL GROUP SEDOL 2808053 | 0.03% |
| TERMINIX GLOBAL HOLDINGS INC SEDOL BMD3QK1 | 0.03% |
| YAMAHA MOTOR CO LTD SEDOL 6985264 | 0.03% |
| ABIOMED INC SEDOL 2003698 | 0.03% |
| ALCOA CORP SEDOL BYNF418 | 0.03% |
| AMERICAN FINANCIAL GROUP INC SEDOL 2134532 | 0.03% |
| AMERICAN TOWER CORP 03.5500 07/15/2027 | 0.03% |
| AMGEN INC 02.6000 08/19/2026 | 0.03% |
| ARCHER-DANIELS-MIDLAND CO SEDOL 2047317 | 0.03% |
| ATHENE GLOBAL FU P/P 144A 01.9850 08/19/2028 | 0.03% |
| BOC HONG KONG HOLDINGS LTD SEDOL 6536112 | 0.03% |
| BRAVO 2021-HE3 A2 144A 01.5845 08/25/2069 | 0.03% |
| BRDCOM CRP / FIN 03.8750 01/15/2027 | 0.03% |
| CROWN HOLDINGS INC | 0.03% |
| CVS HEALTH CORP SEDOL 2577609 | 0.03% |
| CWALT 2006-OA10 4A1 01.3857 08/25/2046 | 0.03% |
| DEUTSCHE TELEKOM AG-REG SEDOL 5842359 | 0.03% |
| DOLBY LABORATORIES INC-CL A SEDOL B04NJM9 | 0.03% |
| DROPBOX INC-CLASS A SEDOL BG0T321 | 0.03% |
| ENBRIDGE INC USD 04.5000 06/10/2044 | 0.03% |
| FHR 5010 IA IO 03.5000 09/25/2050 | 0.03% |
| FNMA FN30 AS8056 UMBS 03.0000 10/01/2046 | 0.03% |
| FNMA FN30 BC2733 UMBS 03.0000 05/01/2046 | 0.03% |
| HYATT HOTELS CORP 04.8500 03/15/2026 | 0.03% |
| INCYTE CORP | 0.03% |
| INTEL CORP SEDOL 2463247 | 0.03% |
| MCDONALD'S CORP SEDOL 2550707 | 0.03% |
| ONEMAIN HOLDINGS INC SEDOL BYSZB89 | 0.03% |
| PARKER HANNIFIN CORP SEDOL 2671501 | 0.03% |
| PAYPAL HOLDINGS INC SEDOL BYW36M8 | 0.03% |
| SARTORIUS AG-PFD PCT 0.000 | 0.03% |
| SOUTHERN CO/THE SEDOL 2829601 | 0.03% |
| WASTE MANAGEMENT INC SEDOL 2937667 | 0.03% |
| ALLEGION PLC SEDOL BFRT3W7 | 0.03% |
| BRIXMOR PROPERTY GROUP INC SEDOL BFTDJL8 | 0.03% |
| CARDINAL HEALTH INC SEDOL 2175672 | 0.03% |
| CAS 2016-C01 2M2 07.9557 08/25/2028 | 0.03% |
| DUKE ENERGY CORP 04.2000 06/15/2049 | 0.03% |
| ENEL SPA SEDOL 7144569 | 0.03% |
| EXTRA SPACE STORAGE INC SEDOL B02HWR9 | 0.03% |
| FNMA FN30 BJ9256 UMBS 04.0000 06/01/2048 | 0.03% |
| FNR 2019-43 SC IO 05.0943 08/25/2049 | 0.03% |
| GEA GROUP AG SEDOL 4557104 | 0.03% |
| GOOGLE INC 03.3750 02/25/2024 | 0.03% |
| GRACO INC SEDOL 2380443 | 0.03% |
| GSMS 2014-GC22 C 04.6870 06/10/2047 | 0.03% |
| INTERPUBLIC GROUP OF COS INC SEDOL 2466321 | 0.03% |
| JPMBB 2013-C12 C 04.0915 07/15/2045 | 0.03% |
| LAMAR ADVERTISING CO-A SEDOL BSPHGN6 | 0.03% |
| MCDONALD'S HOLDINGS CO JAPAN SEDOL 6371863 | 0.03% |
| NETFLIX INC REGS 03.8750 11/15/2029 | 0.03% |
| OCCIDENTAL PETROLEUM COR 06.2000 03/15/2040 | 0.03% |
| OLD REPUBLIC INTL CORP SEDOL 2659109 | 0.03% |
| ROPER TECHNOLOGIES INC SEDOL 2749602 | 0.03% |
| SMITH (A.O.) CORP SEDOL 2816023 | 0.03% |
| SNDPT 2020-1A AR 144A 02.2327 07/20/2034 | 0.03% |
| STACR 2016-HQA2 M3 06.1557 11/25/2028 | 0.03% |
| WALT DISNEY CO/THE SEDOL 2270726 | 0.03% |
| WENDY'S CO/THE SEDOL B3NXMJ9 | 0.03% |
| APARTMENT INCOME REIT CO SEDOL BN6QGL5 | 0.03% |
| ARES 2016-41A AR2 144A 02.1143 04/15/2034 | 0.03% |
| AWPT 2014-2A A1R 144A 02.2743 10/15/2029 | 0.03% |
| BLACK 2021-1A A1A 144A 02.3863 11/22/2034 | 0.03% |
| BOYD GAMING CORP SEDOL 2117232 | 0.03% |
| CIENA CORP SEDOL B1FLZ21 | 0.03% |
| CITIGROUP INC 03.8870 01/10/2028 | 0.03% |
| CITIZENS BANK NA/RI 04.1190 05/23/2025 | 0.03% |
| CMG MEDIA CORP P/P 144A 08.8750 12/15/2027 | 0.03% |
| CSAIL 2020-C19 XA IO 01.1126 03/15/2053 | 0.03% |
| DONALDSON CO INC SEDOL 2276467 | 0.03% |
| DOVER CORP SEDOL 2278407 | 0.03% |
| DUKE REALTY CORP SEDOL 2284084 | 0.03% |
| EXELIXIS INC SEDOL 2576941 | 0.03% |
| FIRSTENERGY CORP SEDOL 2100920 | 0.03% |
| FNMA FN30 BQ3998 UMBS 02.5000 10/01/2050 | 0.03% |
| FORD MOTOR CREDIT CO LLC 05.1250 06/16/2025 | 0.03% |
| FORTINET INC SEDOL B5B2106 | 0.03% |
| FWD 2019-INV1 A3 03.1100 06/25/2049 | 0.03% |
| ICG 2018-3A B1R 144A 02.6340 01/24/2032 | 0.03% |
| INVITATION HOMES INC SEDOL BD81GW9 | 0.03% |
| JPMCC 2013-LC11 AS 03.2160 04/15/2046 | 0.03% |
| MARRIOTT INTERNATIONAL -CL A SEDOL 2210614 | 0.03% |
| MRAFT 2021-S1 A1 01.3421 09/10/2022 | 0.03% |
| NEW YORK TIMES CO-A SEDOL 2632003 | 0.03% |
| PROLOGIS INC SEDOL B44WZD7 | 0.03% |
| SPIRAX-SARCO ENGINEERING PLC SEDOL BWFGQN1 | 0.03% |
| TRAVEL + LEISURE CO SEDOL BMXYT16 | 0.03% |
| WATCO COS LLC/FI P/P 144A 06.5000 06/15/2027 | 0.03% |
| ZOETIS INC 03.9000 08/20/2028 | 0.03% |
| AHM 2007-1 GA1C 01.1957 05/25/2047 | 0.03% |
| AVALONBAY COMMUNITIES INC SEDOL 2131179 | 0.03% |
| AXON ENTERPRISE INC SEDOL BDT5S35 | 0.03% |
| BLOCK INC P/P 144A 03.5000 06/01/2031 | 0.03% |
| BP CAP MARKETS AMERICA 03.1190 05/04/2026 | 0.03% |
| CAMDEN PROPERTY TRUST SEDOL 2166320 | 0.03% |
| CDX CDX.NA.IG.38 100.0 06/20/2027 | 0.03% |
| CWALT 2005-65CB 2A1 01.4307 12/25/2035 | 0.03% |
| DOORDASH INC - A SEDOL BN13P03 | 0.03% |
| EBAY INC SEDOL 2293819 | 0.03% |
| ELMW4 2020-1A A 144A 02.2843 04/15/2033 | 0.03% |
| FACTSET RESEARCH SYSTEMS INC SEDOL 2329770 | 0.03% |
| FIRST INDUSTRIAL REALTY TR SEDOL 2360757 | 0.03% |
| GODADDY INC - CLASS A SEDOL BWFRFC6 | 0.03% |
| GSK CONSUMER HLTHCRE P/P 144A 03.6250 03/24/2032 | 0.03% |
| IPSEN SEDOL B0R7JF1 | 0.03% |
| JONES LANG LASALLE INC SEDOL 2040640 | 0.03% |
| NUTRIEN LTD USD 04.1250 03/15/2035 | 0.03% |
| REPUBLIC OF COLOMBIA USD 04.5000 03/15/2029 | 0.03% |
| SIMON PROPERTY GROUP INC SEDOL 2812452 | 0.03% |
| STACR 2018-DNA3 M2 03.1057 09/25/2048 | 0.03% |
| STAPLES INC P/P 144A 07.5000 04/15/2026 | 0.03% |
| STAR 2020-3 A3 02.5910 04/25/2065 | 0.03% |
| TELEFLEX INC SEDOL 2881407 | 0.03% |
| VICI PROPERTIES LP 04.7500 02/15/2028 | 0.03% |
| WARNER BROS DISCOVERY INC SEDOL BM8JYX3 | 0.03% |
| AMERICAN TOWER CORP 02.7000 04/15/2031 | 0.03% |
| BERKSHIRE HATHAWAY FIN 02.8500 10/15/2050 | 0.03% |
| CAS 2016-C02 1M2 07.0057 09/25/2028 | 0.03% |
| CAS 2016-C07 2M2 05.3557 05/25/2029 | 0.03% |
| CEDF 2021-14A B 144A 02.6443 07/15/2033 | 0.03% |
| CROWN CASTLE INTL CORP 03.6500 09/01/2027 | 0.03% |
| CROWN CASTLE INTL CORP 03.7000 06/15/2026 | 0.03% |
| CSC HOLDINGS LLC 05.2500 06/01/2024 | 0.03% |
| GWOLF 2020-3RA A2R 144A 03.0149 04/15/2033 | 0.03% |
| HCA INC 03.5000 07/15/2051 | 0.03% |
| HOWMET AEROSPACE INC 03.0000 01/15/2029 | 0.03% |
| INTESA SANPAOLO SPA P/P 144A 04.1980 06/01/2032 | 0.03% |
| MAGALLANES INC P/P 144A 03.7550 03/15/2027 | 0.03% |
| OCCIDENTAL PETROLEUM COR 06.4500 09/15/2036 | 0.03% |
| ONCOR ELECTRIC DELIV 03.7500 04/01/2045 | 0.03% |
| PFIZER INC. 03.0000 12/15/2026 | 0.03% |
| REPUBLIC OF PANAMA 03.2980 01/19/2033 | 0.03% |
| STACR 2021-DNA2 M2 02.8845 08/25/2033 | 0.03% |
| ABBVIE INC 03.8000 03/15/2025 | 0.03% |
| ALPHABET INC 01.9980 08/15/2026 | 0.03% |
| ANHEUSER-BUSCH INBEV WOR 04.7500 01/23/2029 | 0.03% |
| BANK OF AMERICA CORP 02.4960 02/13/2031 | 0.03% |
| BOEING CO 05.9300 05/01/2060 | 0.03% |
| CISCO SYSTEMS INC 02.5000 09/20/2026 | 0.03% |
| EXOR NV SEDOL BYSLCX9 | 0.03% |
| GSMS 2012-GCJ9 C 144A 04.4480 11/10/2045 | 0.03% |
| HUNTINGTON BANCSHARE 02.4870 08/15/2036 | 0.03% |
| ISRAEL DISCOUNT BANK -A SEDOL 6451271 | 0.03% |
| JDE PEET'S NV P/P 144A 01.3750 01/15/2027 | 0.03% |
| JPMCC 2012-C6 E 144A 04.9813 05/15/2045 | 0.03% |
| LEGRAND SA SEDOL B11ZRK9 | 0.03% |
| MACY'S INC SEDOL 2345022 | 0.03% |
| NEWS CORP - CLASS A SEDOL BBGVT40 | 0.03% |
| NRG ENERGY INC P/P 144A 03.8750 02/15/2032 | 0.03% |
| NTT DATA CORP SEDOL 6125639 | 0.03% |
| PDC ENERGY INC SEDOL B89M5F2 | 0.03% |
| SANTANDER UK GROUP H P/P 144A 04.7500 09/15/2025 | 0.03% |
| STACR 2016-DNA3 M3 06.0057 12/25/2028 | 0.03% |
| TOKYO ELECTRON LTD SEDOL 6895675 | 0.03% |
| ZURICH INSURANCE GROUP AG SEDOL 5983816 | 0.03% |
| AREIT 2020-CRE4 C 144A 03.6379 04/15/2037 | 0.03% |
| BANCO SANTANDER SA USD 05.1790 11/19/2025 | 0.03% |
| BRAMBLES LTD SEDOL B1FJ0C0 | 0.03% |
| CHARTER COMM OPT LLC/CAP 04.8000 03/01/2050 | 0.03% |
| DOMINICAN REPUBLIC P/P 144A 06.0000 02/22/2033 | 0.03% |
| GLENCORE PLC SEDOL B4T3BW6 | 0.03% |
| GNR 2020-138 AI IO 03.0000 09/20/2050 | 0.03% |
| LATTICE SEMICONDUCTOR CORP SEDOL 2506658 | 0.03% |
| ROYAL BANK OF CANADA USD 04.6500 01/27/2026 | 0.03% |
| SARTORIUS STEDIM BIOTECH SEDOL BYZ2QP5 | 0.03% |
| SM ENERGY CO SEDOL 2764188 | 0.03% |
| VIRTU FINANCIAL INC-CLASS A SEDOL BWTVWD4 | 0.03% |
| WESTLAKE CORP 03.1250 08/15/2051 | 0.03% |
| WORKDAY INC-CLASS A SEDOL B8K6ZD1 | 0.03% |
| AT&T INC 04.2500 03/01/2027 | 0.02% |
| BOOKING HOLDINGS INC 04.6250 04/13/2030 | 0.02% |
| CENTENE CORP 04.6250 12/15/2029 | 0.02% |
| CITIGROUP INC 03.8750 02/18/2051 | 0.02% |
| DEUTSCHE BANK AG USD 04.5000 04/01/2025 | 0.02% |
| ENBRIDGE INC USD 04.2500 12/01/2026 | 0.02% |
| EXPEDIA GROUP INC SEDOL B748CK2 | 0.02% |
| FHLMC FR30 ZS4703 UMBS 03.0000 02/01/2047 | 0.02% |
| GETINGE AB-B SHS SEDOL 7698356 | 0.02% |
| GLENCORE FUNDING LLC P/P 144A 02.5000 09/01/2030 | 0.02% |
| ILLUMINA INC SEDOL 2613990 | 0.02% |
| JPMORGAN CHASE & CO 02.4113 05/15/2047 | 0.02% |
| NEWZ 2021-1 A 01.7557 05/25/2055 | 0.02% |
| REG18 2021-1A A1 144A 02.1443 01/15/2034 | 0.02% |
| SENSATA TECH INC P/P 144A 03.7500 02/15/2031 | 0.02% |
| SOCIETE GENERALE P/P 144A 05.3750 11/18/2050 | 0.02% |
| TMIR 2021-2 M1A P/P 144A 03.0557 10/25/2033 | 0.02% |
| UBS GROUP AG REGS 06.8750 12/29/2049 | 0.02% |
| ANHEUSER-BUSCH INBEV WOR 05.5500 01/23/2049 | 0.02% |
| APPLE INC 02.8500 05/11/2024 | 0.02% |
| APPLE INC. 03.8500 05/04/2043 | 0.02% |
| AREIT 2021-CRE5 A 144A 01.9547 11/17/2038 | 0.02% |
| BSP 2018-5BA A1A 144A 02.1527 04/20/2031 | 0.02% |
| COX COMM INC P/P 144A 03.5000 08/15/2027 | 0.02% |
| EUROFINS SCIENTIFIC SEDOL BNDPYV1 | 0.02% |
| FLUTTER ENTERTAINMENT PLC-DI SEDOL BWXC0Z1 | 0.02% |
| GALXY 2016-22A ARR 144A 02.2443 04/16/2034 | 0.02% |
| GBP/USD 06/15/2022 HSBCB | 0.02% |
| GRAY ESCROW II INC P/P 144A 05.3750 11/15/2031 | 0.02% |
| MINSUR SA REGS 04.5000 10/28/2031 | 0.02% |
| MITSUBISHI UFJ FIN GRP USD 03.8500 03/01/2026 | 0.02% |
| MONDELEZ INT HOLD NE P/P 144A 02.1250 09/19/2022 | 0.02% |
| MSBAM 2014-C14 C 05.0442 02/15/2047 | 0.02% |
| RRAM 2019-7A A2B P/P 144A 02.0303 01/15/2037 | 0.02% |
| SERVICENOW INC 01.4000 09/01/2030 | 0.02% |
| TENET HEALTHCARE CORP SEDOL B8DMK08 | 0.02% |
| VENTR 2017-26A BR 144A 02.7627 01/20/2029 | 0.02% |
| VIATRIS INC 02.3000 06/22/2027 | 0.02% |
| AGL 2022-17A A 144A 01.5743 01/21/2035 | 0.02% |
| AMGEN INC 04.6630 06/15/2051 | 0.02% |
| ATKORE INC SEDOL BDHF495 | 0.02% |
| BANK OF AMERICA CORP 04.1830 11/25/2027 | 0.02% |
| BBCMS 2021-C9 XA IO 01.6334 02/15/2054 | 0.02% |
| CAS 2017-C01 1M2 04.5557 07/25/2029 | 0.02% |
| DEUTSCHE TELEKOM INT FIN USD 08.7500 06/15/2030 | 0.02% |
| DEXUS/AU SEDOL B033YN6 | 0.02% |
| FNMA FN30 AS7154 UMBS 03.0000 05/01/2046 | 0.02% |
| OSAKA GAS CO LTD SEDOL 6661768 | 0.02% |
| REPUBLIC OF KAZAKHSTAN REGS 05.1250 07/21/2025 | 0.02% |
| RWE AG SEDOL 4768962 | 0.02% |
| SHERWIN-WILLIAMS CO 03.4500 06/01/2027 | 0.02% |
| SOUTHWESTERN ENERGY 05.3750 02/01/2029 | 0.02% |
| TRANSDIGM INC. P/P 144A 06.2500 03/15/2026 | 0.02% |
| UNITEDHEALTH GROUP INC 02.7500 02/15/2023 | 0.02% |
| VOLVO AB-B SHS SEDOL B1QH830 | 0.02% |
| WALT DISNEY COMPANY 07.7500 12/01/2045 | 0.02% |
| WASTE CONNECTIONS INC 03.5000 05/01/2029 | 0.02% |
| ALIMENTATION COUCHE-TARD 3.550000 07/26/2027 | 0.02% |
| ALKERMES PLC SEDOL B3P6D26 | 0.02% |
| BLUESCOPE STEEL LTD SEDOL 6533232 | 0.02% |
| CIGNA CORP 03.7500 07/15/2023 | 0.02% |
| CISCO SYSTEMS INC 05.9000 02/15/2039 | 0.02% |
| CITIGROUP INC 04.4500 09/29/2027 | 0.02% |
| CROWN CASTLE INTL CORP 03.8000 02/15/2028 | 0.02% |
| EASTGROUP PROPERTIES INC SEDOL 2455761 | 0.02% |
| ESSENT GROUP LTD SEDOL BFWGXR8 | 0.02% |
| FORD MOTOR CREDI 03.6250 06/17/2031 | 0.02% |
| HANCOCK WHITNEY CORP SEDOL 2415497 | 0.02% |
| INTL FLAVOR & FRAGRANCES 04.4500 09/26/2028 | 0.02% |
| IVORY COAST REGS 05.3750 07/23/2024 | 0.02% |
| JPMCC 2012-C8 D 144A 04.8127 10/15/2045 | 0.02% |
| LANTHEUS HOLDINGS INC SEDOL BP8S8J5 | 0.02% |
| MCLO 2019-1A AANR 144A 02.3643 04/15/2032 | 0.02% |
| NRG P/P 144A 03.7500 06/15/2024 | 0.02% |
| OCCIDENTAL PETROLEUM COR 08.5000 07/15/2027 | 0.02% |
| PLMRS 2021-2A A 144A 02.1943 07/15/2034 | 0.02% |
| QUALYS INC SEDOL B7XJTN8 | 0.02% |
| SALESFORCE INC 02.9000 07/15/2051 | 0.02% |
| SEMTECH CORP SEDOL 2795542 | 0.02% |
| SOUTHWESTERN ENERGY CO 04.7500 02/01/2032 | 0.02% |
| STACR 2015-DNA3 M3 05.7057 04/25/2028 | 0.02% |
| STACR 2017-HQA1 M2 04.5557 08/25/2029 | 0.02% |
| TRUIST BANK 02.6360 09/17/2029 | 0.02% |
| UFP INDUSTRIES INC SEDOL BMQ60Q1 | 0.02% |
| WFRBS 2012-C9 D 144A 04.8118 11/15/2045 | 0.02% |
| ZI TECH/ZI FIN P/P 144A 03.8750 02/01/2029 | 0.02% |
| ABN AMRO BANK NV P/P 144A 03.3240 03/13/2037 | 0.02% |
| AIR LEASE CORP 04.6250 10/01/2028 | 0.02% |
| ALLIANZ SE-REG SEDOL 5231485 | 0.02% |
| AMN HEALTHCARE SERVICES INC | 0.02% |
| APPLE INC 04.3750 05/13/2045 | 0.02% |
| ARKEMA SEDOL B0Z5YZ2 | 0.02% |
| BLUEM 2021-32A A 144A 02.2143 10/15/2034 | 0.02% |
| BMIR 2019-4A M1C 144A 03.5057 10/25/2029 | 0.02% |
| BMW FINANCE NV P/P 144A 02.8500 08/14/2029 | 0.02% |
| CAESARS ENT P/P 144A 06.2500 07/01/2025 | 0.02% |
| COCA-COLA HBC AG-DI SEDOL B9895B7 | 0.02% |
| COMCAST CORP 03.4500 02/01/2050 | 0.02% |
| COMM 2013-CR13 D 144A 04.8789 11/10/2046 | 0.02% |
| COVESTRO AG SEDOL BYTBWY9 | 0.02% |
| DEERE & COMPANY 02.6000 06/08/2022 | 0.02% |
| DOLLAR GENERAL CORP 03.2500 04/15/2023 | 0.02% |
| ELM12 2021-5A B 144A 02.7627 01/20/2035 | 0.02% |
| FUJI ELECTRIC CO LTD SEDOL 6356365 | 0.02% |
| GCP APPLIED TECH P/P 144A 05.5000 04/15/2026 | 0.02% |
| GUGG4 2016-1A A1S1 144A 02.2743 10/15/2031 | 0.02% |
| LMAT 2019-GS7 A1 03.2500 11/25/2059 | 0.02% |
| MATSON INC SEDOL B8GNC91 | 0.02% |
| NUTANIX INC - A SEDOL BYQBFT8 | 0.02% |
| PAIA 2018-1A A1AR 144A 02.0627 10/20/2031 | 0.02% |
| PNM RESOURCES INC SEDOL 2707826 | 0.02% |
| REPUBLIC OF PARAGUAY REGS 04.9500 04/28/2031 | 0.02% |
| SALESFORCE INC 03.0500 07/15/2061 | 0.02% |
| SENSATA TECH BV P/P 144A 04.0000 04/15/2029 | 0.02% |
| SNDPT 2019-2A AR 144A 02.2143 07/15/2034 | 0.02% |
| UNITEDHEALTH GROUP INC 03.9500 10/15/2042 | 0.02% |
| VISTEON CORP SEDOL B4N0JJ6 | 0.02% |
| VISTRA OPERATIONS CO P/P 144A 04.3000 07/15/2029 | 0.02% |
| YAMATO HOLDINGS CO LTD SEDOL 6985565 | 0.02% |
| AEROJET ROCKETDYNE HOLDINGS SEDOL BWD7PX9 | 0.02% |
| ARCHES BUYER INC P/P 144A 04.2500 06/01/2028 | 0.02% |
| ARES CAPITAL CORP 03.8750 01/15/2026 | 0.02% |
| BALLY 2021-17A A1A 144A 02.2127 10/20/2034 | 0.02% |
| BANK 2017-BNK8 B 03.9246 11/15/2050 | 0.02% |
| BHLD 2020-1 A2 02.6000 02/25/2055 | 0.02% |
| BOISE CASCADE CO SEDOL B9BP4R1 | 0.02% |
| CALIFORNIA RESOURCES CORP SEDOL BMBK002 | 0.02% |
| CIE FINANCIERE RICHEMO-A REG SEDOL BCRWZ18 | 0.02% |
| COCA-COLA CONSOLIDATED INC SEDOL 2206721 | 0.02% |
| COMM 2014-UBS6 C 04.4402 12/10/2047 | 0.02% |
| COMM 2015-LC21 B 04.3338 07/10/2048 | 0.02% |
| CWALT 2006-OA7 1A2 01.2637 06/25/2046 | 0.02% |
| DASSAULT AVIATION SA SEDOL BMT9L19 | 0.02% |
| DENBURY INC SEDOL BMZQZL2 | 0.02% |
| DILLARDS INC-CL A SEDOL 2269768 | 0.02% |
| ERAC USA FINANCE LLC P/P 144A 03.8500 11/15/2024 | 0.02% |
| ERAC USA FINANCE LLC P/P 144A 05.6250 03/15/2042 | 0.02% |
| ERAC USA FINANCE LLC P/P 144A 07.0000 10/15/2037 | 0.02% |
| FIRST BANCORP PUERTO RICO SEDOL 2296926 | 0.02% |
| GLOBAL MEDICAL RESPONS L+425 05.2500 10/02/2025 | 0.02% |
| GSMS 2010-C1 D 144A 06.3535 08/10/2043 | 0.02% |
| HUNTSMAN INTERNATIONAL LLC 04.5000 05/01/2029 | 0.02% |
| INTERCONTINENTALEXCHANGE 02.6500 09/15/2040 | 0.02% |
| JOHNSON CONTROLS INTL PL 04.9500 07/02/2064 | 0.02% |
| KORN FERRY SEDOL 2386849 | 0.02% |
| L3HARRIS TECH INC 03.8500 12/15/2026 | 0.02% |
| LBMLT 2004-1 A2 01.8057 02/25/2034 | 0.02% |
| MARSH & MCLENNAN COS INC 04.3750 03/15/2029 | 0.02% |
| MSBAM 2012-C6 D 144A 04.5907 11/15/2045 | 0.02% |
| NATIONAL STORAGE AFFILIATES SEDOL BWWCK85 | 0.02% |
| OPTION CARE HEALTH INC SEDOL BKM5C62 | 0.02% |
| OUTFRONT MEDIA INC SEDOL BSP6611 | 0.02% |
| POTLATCHDELTIC CORP SEDOL B0XXJN1 | 0.02% |
| REPUBLIC OF COLOMBIA USD 03.8750 04/25/2027 | 0.02% |
| SUNSTONE HOTEL INVESTORS INC SEDOL B034LG1 | 0.02% |
| TENET HEALTHCARE COR P/P 144A 05.1250 11/01/2027 | 0.02% |
| TPAT 2018-SL1 A 144A 01.2679 01/25/2046 | 0.02% |
| AIMCO 2021-14A A 144A 02.0527 04/20/2034 | 0.02% |
| ALPHABET INC 02.2500 08/15/2060 | 0.02% |
| AXCELIS TECHNOLOGIES INC SEDOL BD420Q8 | 0.02% |
| BRAVO 2021-C A1 01.6195 03/01/2061 | 0.02% |
| CAS 2016-C06 1M2 05.2557 04/25/2029 | 0.02% |
| COMMVAULT SYSTEMS INC SEDOL B142B38 | 0.02% |
| CONSTELLIUM SE SEDOL BKPR6S5 | 0.02% |
| COREBRIDGE FIN INC P/P 144A 03.8500 04/05/2029 | 0.02% |
| FIRST QUANTUM MINERA P/P 144A 07.5000 04/01/2025 | 0.02% |
| FIVE CORNERS FUNDING P/P 144A 04.4190 11/15/2023 | 0.02% |
| GENWORTH FINANCIAL INC-CL A SEDOL B011WL6 | 0.02% |
| HOSTESS BRANDS INC SEDOL BZ8VJD5 | 0.02% |
| IMOLA MERGER CORP P/P 144A 04.7500 05/15/2029 | 0.02% |
| ITRON INC SEDOL 2471949 | 0.02% |
| KOMATSU LTD SEDOL 6496584 | 0.02% |
| LLOYDS BANKING GROUP PLC USD 04.6500 03/24/2026 | 0.02% |
| MR COOPER GROUP INC SEDOL BGHKHS1 | 0.02% |
| NAVIENT CORP SEDOL BLP5GX1 | 0.02% |
| NOMURA REAL ESTATE HOLDINGS SEDOL B1CWJM5 | 0.02% |
| NSTAR ELECTRIC CO 02.3750 10/15/2022 | 0.02% |
| PENSKE TRUCK LEASING P/P 144A 03.9000 02/01/2024 | 0.02% |
| PFP 2021-8 AS 144A 02.1247 08/09/2037 | 0.02% |
| PPL CORP SEDOL 2680905 | 0.02% |
| SCOTTS MIRACLE-GRO 04.5000 10/15/2029 | 0.02% |
| SOUTH32 LTD SEDOL BWSW5D9 | 0.02% |
| TCI COMMUNICATIONS INC 07.1250 02/15/2028 | 0.02% |
| VERIZON COMMUNICATIONS 02.5500 03/21/2031 | 0.02% |
| VZ SECURED FINANCING P/P 144A 05.0000 01/15/2032 | 0.02% |
| WFCM 2013-LC12 C 04.3040 07/15/2046 | 0.02% |
| WFRBS 2013-C11 AS 03.3110 03/15/2045 | 0.02% |
| A10 NETWORKS INC SEDOL BKQVBN6 | 0.02% |
| AIGIM 2021-1A A 144A 02.2363 04/22/2034 | 0.02% |
| ALTRA INDUSTRIAL MOTION CORP SEDOL B1L82T2 | 0.02% |
| ARCELORMITTAL USD 07.0000 10/15/2039 | 0.02% |
| ARCH CAPITAL GROUP LTD SEDOL 2740542 | 0.02% |
| BMARK 2019-B11 AS 03.7840 05/15/2052 | 0.02% |
| BPCE SA P/P 144A 04.5000 03/15/2025 | 0.02% |
| BRISTOL-MYERS SQUIBB CO 01.4500 11/13/2030 | 0.02% |
| CATHAY GENERAL BANCORP SEDOL 2264235 | 0.02% |
| CITIGROUP INC 04.7500 05/18/2046 | 0.02% |
| CNO FINANCIAL GROUP INC SEDOL 2657750 | 0.02% |
| CREDIT SUISSE GRP AG P/P 144A 06.2500 12/18/2024 | 0.02% |
| CSAIL 2015-C2 AS 03.8490 06/15/2057 | 0.02% |
| CSX CORP 04.1000 03/15/2044 | 0.02% |
| CUSHMAN & WAKEFIELD PLC SEDOL BFZ4N46 | 0.02% |
| EUR/USD 06/15/2022 BANKAM | 0.02% |
| FORTUM OYJ SEDOL 5579550 | 0.02% |
| GSMS 2013-GCJ14 B P/P 144A 04.7179 08/10/2046 | 0.02% |
| HERENS HOLDCO SARL P/P 144A 04.7500 05/15/2028 | 0.02% |
| IHEARTCOMMUNICATIONS INC. 08.3750 05/01/2027 | 0.02% |
| INSPIRE MEDICAL SYSTEMS INC SEDOL BDT5KT5 | 0.02% |
| JPMBB 2013-C12 B 04.0915 07/15/2045 | 0.02% |
| LA FRANCAISE DES JE SEDOL BG0SC10 | 0.02% |
| LMAT 2020-GS1 A1 02.8820 10/25/2059 | 0.02% |
| MARSH & MCLENNAN COS INC 04.9000 03/15/2049 | 0.02% |
| NISSIN FOOD PRODUCTS CO LTD SEDOL 6641760 | 0.02% |
| NOW INC SEDOL BMH0MV1 | 0.02% |
| REPUBLIC OF KAZAKHSTAN REGS 06.5000 07/21/2045 | 0.02% |
| ROCKET SOFTWARE INC P/P 144A 06.5000 02/15/2029 | 0.02% |
| SAMI 2007-AR7 1A1 01.8557 05/25/2047 | 0.02% |
| SIGNET JEWELERS LTD SEDOL B3CTNK6 | 0.02% |
| TEREX CORP SEDOL 2884224 | 0.02% |
| THE AES CORPORATION 02.4500 01/15/2031 | 0.02% |
| TRINET GROUP INC SEDOL 2693914 | 0.02% |
| TRONOX HOLDINGS PLC- A SEDOL BJT16S6 | 0.02% |
| VIR BIOTECHNOLOGY INC SEDOL BK4PZ38 | 0.02% |
| ZURN WATER SOLUTIONS CORP SEDOL BMV1ZD3 | 0.02% |
| ALPHA & OMEGA SEMICONDUCTOR SEDOL B5Q3KZ2 | 0.02% |
| APEXC 2019-2A A1R 144A 02.3340 10/25/2032 | 0.02% |
| AVID TECHNOLOGY INC SEDOL 2065870 | 0.02% |
| BERKELEY GROUP HOLDINGS/THE SEDOL BLJNXL8 | 0.02% |
| BRAND ENERGY & INFRAST L+425 05.3964 06/21/2024 | 0.02% |
| CAMDEN PROPERTY TRUST 04.8750 06/15/2023 | 0.02% |
| CGCMT 2014-GC19 D 144A 05.0904 03/10/2047 | 0.02% |
| CHARTER COMM OPT LLC/CAP 02.2500 01/15/2029 | 0.02% |
| CITIGROUP INC 04.6000 03/09/2026 | 0.02% |
| COMM 2013-CR11 AM 04.7150 08/10/2050 | 0.02% |
| ELMW5 2020-2A AR 144A 02.2127 10/20/2034 | 0.02% |
| EXTREME NETWORKS INC SEDOL 2407052 | 0.02% |
| FLAGSTAR BANCORP INC SEDOL B7SVZ97 | 0.02% |
| FNMA FN30 AS8074 UMBS 03.0000 10/01/2046 | 0.02% |
| GNMA GII30 MA6153 03.0000 09/20/2049 | 0.02% |
| GSMS 2014-GC18 C 05.0572 01/10/2047 | 0.02% |
| HPA 2021-2 C 144A 02.4020 12/17/2026 | 0.02% |
| HUB INTL LTD P/P 144A 07.0000 05/01/2026 | 0.02% |
| JAZZ SECURITIES DAC P/P 144A 04.3750 01/15/2029 | 0.02% |
| JPMBB 2016-C1 AS 03.9704 03/17/2049 | 0.02% |
| MSBAM 2013-C9 D 144A 04.1068 05/15/2046 | 0.02% |
| PORSCHE AUTOMOBIL HLDG-PRF SEDOL 7101069 | 0.02% |
| PPSI 2004-WCW2 M3 02.0557 10/25/2034 | 0.02% |
| PRECISION DRILL P/P 144A 07.1250 01/15/2026 | 0.02% |
| RED ROCK RESORTS INC-CLASS A SEDOL BYY9947 | 0.02% |
| SMITH & WESSON BRANDS INC SEDOL BMYGG87 | 0.02% |
| SPECTRA ENERGY PARTNERS 03.3750 10/15/2026 | 0.02% |
| STAAR SURGICAL CO SEDOL 2836292 | 0.02% |
| TOYO SUISAN KAISHA LTD SEDOL 6899967 | 0.02% |
| TRI POINTE HOMES INC SEDOL B92CQF3 | 0.02% |
| UBS GROUP AG P/P 144A 04.1250 04/15/2026 | 0.02% |
| UNITED NATURAL FOODS INC SEDOL 2895163 | 0.02% |
| VERITIV CORP SEDOL BNBKSP0 | 0.02% |
| VISTA OUTDOOR INC SEDOL BVGC697 | 0.02% |
| VISTRA OPERATION P/P 144A 03.5500 07/15/2024 | 0.02% |
| WAMU 2005-AR12 1A8 02.8497 10/25/2035 | 0.02% |
| WASTE PRO USA INC P/P 144A 05.5000 02/15/2026 | 0.02% |
| AHEAD DB HLDG LLC P/P 144A 06.6250 05/01/2028 | 0.02% |
| AMERICAN TOWER CORP 02.9000 01/15/2030 | 0.02% |
| BANCO SANTANDER SA USD 04.3790 04/12/2028 | 0.02% |
| BROADCOM INC P/P 144A 04.9260 05/15/2037 | 0.02% |
| CENTENNIAL RESOURCE P/P 144A 06.8750 04/01/2027 | 0.02% |
| CGMS 2014-3RA A1A 144A 02.2749 07/27/2031 | 0.02% |
| CGMS C17A A1AR 144A 02.3160 04/30/2031 | 0.02% |
| COMM 2014-CR17 C 04.7835 05/10/2047 | 0.02% |
| CROWDSTRIKE HOLDINGS INC 03.0000 02/15/2029 | 0.02% |
| CSAIL 2016-C7 AS 03.9579 11/15/2049 | 0.02% |
| CWALT 2006-OA19 A1 01.1073 02/20/2047 | 0.02% |
| DIAMONDBACK ENERGY INC 03.2500 12/01/2026 | 0.02% |
| DIGITAL REALTY TRUST LP 04.4500 07/15/2028 | 0.02% |
| DOMINICAN REPUBLIC REGS 06.4000 06/05/2049 | 0.02% |
| ELMW2 2019-2A AR 144A 02.2127 04/20/2034 | 0.02% |
| ENCINO ACQ PARTN P/P 144A 08.5000 05/01/2028 | 0.02% |
| ENTERPRISE PRODUCTS OPER 02.8000 01/31/2030 | 0.02% |
| FHLMC FR30 QB1991 UMBS 02.5000 08/01/2050 | 0.02% |
| FIRST QUANTUM MINERA P/P 144A 06.8750 03/01/2026 | 0.02% |
| FULGENT GENETICS INC SEDOL BYQBFQ5 | 0.02% |
| HILLENBRAND INC SEDOL B2QGDP1 | 0.02% |
| IHS HOLDING LTD REGS 06.2500 11/29/2028 | 0.02% |
| INTERNATIONAL GAME TECHNOLOG SEDOL BVG7F06 | 0.02% |
| MSBAM 2015-C24 B 04.3400 05/15/2048 | 0.02% |
| NETFLIX INC SEDOL 2857817 | 0.02% |
| O-I GLASS INC SEDOL BKLKXD2 | 0.02% |
| PBF ENERGY INC-CLASS A SEDOL B7F4TJ7 | 0.02% |
| PLMRS 2019-1A A1R 144A 02.5613 11/14/2034 | 0.02% |
| PORTLAND GENERAL ELECTRIC CO SEDOL B125XQ6 | 0.02% |
| PULTEGROUP INC. 07.8750 06/15/2032 | 0.02% |
| SALLY BEAUTY HOLDINGS INC SEDOL B1GZ005 | 0.02% |
| SCIENTIFIC GAMES P/P 144A 07.2500 11/15/2029 | 0.02% |
| SKYLINE CHAMPION CORP SEDOL 2814005 | 0.02% |
| SPST 2021-14 A1 01.6736 12/08/2022 | 0.02% |
| STACR 2022-DNA2 M1A 01.8845 02/25/2042 | 0.02% |
| SWISS RE TREAS P/P 144A 04.2500 12/06/2042 | 0.02% |
| UMB FINANCIAL CORP SEDOL 2918510 | 0.02% |
| UNITED SITE PECF TLB L+425 05.0000 11/04/2028 | 0.02% |
| US BANCORP 02.9500 07/15/2022 | 0.02% |
| VERTIV TLB L+275 03.5500 03/02/2027 | 0.02% |
| WFRBS 2011-C3 D 144A 05.3744 03/15/2044 | 0.02% |
| WINTRUST FINANCIAL CORP SEDOL 2425258 | 0.02% |
| ARROWHEAD PHARMACEUTICALS IN SEDOL BYQBFJ8 | 0.02% |
| CALERES INC SEDOL BWX4MD9 | 0.02% |
| CALLON PETROLEUM CO 06.1250 10/01/2024 | 0.02% |
| CENTENNIAL RESOURCE P/P 144A 05.3750 01/15/2026 | 0.02% |
| CHARTER COMM OPT LLC/CAP 03.7500 02/15/2028 | 0.02% |
| CHOW TAI FOOK JEWEL SEDOL B4R39F7 | 0.02% |
| CLARIV SCI HLD CORP P/P 144A 04.8750 07/01/2029 | 0.02% |
| CLEAR CHANNEL OU P/P 144A 07.5000 06/01/2029 | 0.02% |
| CLEAR CHANNEL WORLDW P/P 144A 05.1250 08/15/2027 | 0.02% |
| CSAIL 2015-C1 D 144A 03.7599 04/15/2050 | 0.02% |
| CSAIL 2019-C17 AS 03.2783 09/15/2052 | 0.02% |
| DELTA/SKYMILES P/P 144A 04.7500 10/20/2028 | 0.02% |
| EMIR 2018-1 M1 02.7057 11/25/2028 | 0.02% |
| ENANTA PHARMACEUTICALS INC SEDOL B9L5200 | 0.02% |
| ENLINK MIDSTREAM LLC P/P 144A 05.6250 01/15/2028 | 0.02% |
| ESSENTIAL PROPERTIES REALTY SEDOL BFFK0X2 | 0.02% |
| GJENSIDIGE FORSIKRING ASA SEDOL B4PH0C5 | 0.02% |
| HOLLY PAR/FIN P/P 144A 05.0000 02/01/2028 | 0.02% |
| HUSKY III HLDG LTD P/P 144A 13.0000 02/15/2025 | 0.02% |
| HUSKY INJECTION MOLDIN L+437 05.3760 03/28/2025 | 0.02% |
| L3HARRIS TECH INC 04.4000 06/15/2028 | 0.02% |
| MADISON IAQ LLC P/P 144A 05.8750 06/30/2029 | 0.02% |
| MAJORDRIVE HLDG IV L P/P 144A 06.3750 06/01/2029 | 0.02% |
| MICROCHIP TECH INC 04.3330 06/01/2023 | 0.02% |
| MUELLER INDUSTRIES INC SEDOL 2609717 | 0.02% |
| MWST 2021-1 A 01.3679 02/25/2055 | 0.02% |
| NATWEST GROUP PLC USD 04.8920 05/18/2029 | 0.02% |
| NEUB 2022-47A A 144A 01.5479 04/14/2035 | 0.02% |
| ORACLE CORP 03.6500 03/25/2041 | 0.02% |
| PARAMOUNT GLOBAL 02.9000 01/15/2027 | 0.02% |
| PECF USS INTERMEDIAT P/P 144A 08.0000 11/15/2029 | 0.02% |
| PENNYMAC FINANCIAL SERVICES SEDOL BGYTGH3 | 0.02% |
| REG23 2021-4A A1 144A 02.2127 01/20/2035 | 0.02% |
| RETAIL OPPORTUNITY INVESTMEN SEDOL B28YD08 | 0.02% |
| ROCKT 2021-1A A1 144A 02.2327 07/20/2034 | 0.02% |
| SPROUT SOCIAL INC - CLASS A SEDOL BKTNTS0 | 0.02% |
| STACR 2017-DNA2 M2 04.4557 10/25/2029 | 0.02% |
| STELLANTIS FIN US IN P/P 144A 01.7110 01/29/2027 | 0.02% |
| STELLANTIS FIN US IN P/P 144A 02.6910 09/15/2031 | 0.02% |
| SYLVAMO CORP P/P 144A 07.0000 09/01/2029 | 0.02% |
| TEVA PHARMACEUTICALS NE USD 05.1250 05/09/2029 | 0.02% |
| TRONOX INC P/P 144A 04.6250 03/15/2029 | 0.02% |
| VERIZON COMMUNICATIONS INC. 04.1250 03/16/2027 | 0.02% |
| WFRBS 2013-C15 D 144A 04.5038 08/15/2046 | 0.02% |
| ALLISON TRANSMISSION P/P 144A 04.7500 10/01/2027 | 0.01% |
| ALTICE FRANCE P/P 144A 06.0000 02/15/2028 | 0.01% |
| AMERICAN BATH GROUP TL L+375 04.8096 11/23/2027 | 0.01% |
| ARES 2021-60A A 144A 02.1643 07/18/2034 | 0.01% |
| CALPINE CORP P/P 144A 04.5000 02/15/2028 | 0.01% |
| CAS 2020-R01 1M2 03.0557 01/25/2040 | 0.01% |
| COMM 2014-CR18 C 04.7485 07/15/2047 | 0.01% |
| COMPASS MIN INTL P/P 144A 06.7500 12/01/2027 | 0.01% |
| CONTINENTAL RES 04.5000 04/15/2023 | 0.01% |
| DCP MIDSTREAM P/P 144A 06.7500 09/15/2037 | 0.01% |
| EMBARQ CORPORATION 07.9950 06/01/2036 | 0.01% |
| FNMA FN30 BC1155 UMBS 03.0000 06/01/2046 | 0.01% |
| FRONTIER COMM HLDGS P/P 144A 06.7500 05/01/2029 | 0.01% |
| GLENCORE FUNDING LLC P/P 144A 04.0000 03/27/2027 | 0.01% |
| GNMA GII30 MA7313 03.0000 04/20/2051 | 0.01% |
| GOLDMAN SACHS GROUP INC 02.6000 02/07/2030 | 0.01% |
| GSM 2021-4A A1 144A 02.2443 07/15/2034 | 0.01% |
| HORACE MANN EDUCATORS SEDOL 2437112 | 0.01% |
| IIDA GROUP HOLDINGS CO LTD SEDOL BFDTBS3 | 0.01% |
| JPMBB 2014-C22 C 04.5507 09/15/2047 | 0.01% |
| JPMCC 2013-C16 C 05.0037 12/15/2046 | 0.01% |
| KKR GROUP FIN CO III P/P 144A 05.1250 06/01/2044 | 0.01% |
| LAMB WESTON HLD P/P 144A 04.1250 01/31/2030 | 0.01% |
| LEVEL 3 FIN INC P/P 144A 04.2500 07/01/2028 | 0.01% |
| LMAT 2020-GS5 A1 03.2500 06/25/2060 | 0.01% |
| MAXLINEAR INC SEDOL B3RDWC8 | 0.01% |
| METLIFE CAP TRST IV P/P 144A 07.8750 12/15/2037 | 0.01% |
| MINERVA MERGER SUB P/P 144A 06.5000 02/15/2030 | 0.01% |
| MSC 2011-C3 D 144A 05.0847 07/15/2049 | 0.01% |
| NEWELL BRANDS INC 04.4500 04/01/2026 | 0.01% |
| ORSTED A/S SEDOL BYT16L4 | 0.01% |
| PACIFIC GAS & ELECTRIC 03.3000 03/15/2027 | 0.01% |
| PBF HOLDING CO LLC P/P 144A 09.2500 05/15/2025 | 0.01% |
| PHH MORTGAGE CORP P/P 144A 07.8750 03/15/2026 | 0.01% |
| REG20 2021-2A A 144A 02.2043 10/15/2034 | 0.01% |
| RITE AID CORP P/P 144A 07.5000 07/01/2025 | 0.01% |
| SCIH SALT HLDG INC P/P 144A 04.8750 05/01/2028 | 0.01% |
| SELECT MEDICAL HOLDINGS CORP SEDOL B4MF0Q6 | 0.01% |
| STEVENS HLDG CO INC P/P 144A 06.1250 10/01/2026 | 0.01% |
| TRANSCANADA TRUST USD 05.3000 03/15/2077 | 0.01% |
| UNIVISION COMM P/P 144A 06.6250 06/01/2027 | 0.01% |
| VERTIV GROUP CORP P/P 144A 04.1250 11/15/2028 | 0.01% |
| WAMU 2007-HY2 1A1 03.0965 12/25/2036 | 0.01% |
| WYNN RESORTS FIN LLC P/P 144A 05.1250 10/01/2029 | 0.01% |
| ALBERTSONS COS/SAFE P/P 144A 04.6250 01/15/2027 | 0.01% |
| ALLIANT HOLDINGS P/P 144A 06.7500 10/15/2027 | 0.01% |
| AMMST 2020-MF1 XA IO 144A 00.9647 05/15/2053 | 0.01% |
| AUST & NZ BANKING GR P/P 144A 02.5700 11/25/2035 | 0.01% |
| BANK OF AMERICA CORP 06.1000 03/17/2025 | 0.01% |
| BEASLEY MEZZANIN P/P 144A 08.6250 02/01/2026 | 0.01% |
| BNP PARIBAS P/P 144A 02.5880 08/12/2035 | 0.01% |
| BOMBARDIER INC P/P 144A 07.8750 04/15/2027 | 0.01% |
| CARGURUS INC SEDOL BF5D6S8 | 0.01% |
| CDI ESCROW ISSR INC P/P 144A 05.7500 04/01/2030 | 0.01% |
| CELANESE US HOLDINGS LLC 01.4000 08/05/2026 | 0.01% |
| CENGAGE LEARNING INC P/P 144A 09.5000 06/15/2024 | 0.01% |
| COMCAST CORP 03.9990 11/01/2049 | 0.01% |
| CREDIT SUISSE GRP AG P/P 144A 03.8690 01/12/2029 | 0.01% |
| CSG SYSTEMS INTL INC SEDOL 2210885 | 0.01% |
| CUSTOMERS BANCORP INC SEDOL B6XHXY4 | 0.01% |
| DUKE ENERGY PROGRESS LLC 03.3750 09/01/2023 | 0.01% |
| GENERAL MOTORS FINL CO 03.1000 01/12/2032 | 0.01% |
| GLP CAPITAL LP / FIN II 03.2500 01/15/2032 | 0.01% |
| HOPE BANCORP INC SEDOL BYN87K7 | 0.01% |
| ISTAR INC 04.7500 10/01/2024 | 0.01% |
| KINDER MORGAN ENER PART 03.4500 02/15/2023 | 0.01% |
| LAUREATE EDUCATION INC SEDOL BYMYT66 | 0.01% |
| LIBERTY LATIN AMERIC-CL C SEDOL BD9Q3Q6 | 0.01% |
| MCGRAW-HILL ED P/P 144A 05.7500 08/01/2028 | 0.01% |
| MCGRAW-HILL ED P/P 144A 08.0000 08/01/2029 | 0.01% |
| MORGN 2021-7A A 144A 02.2540 04/23/2034 | 0.01% |
| MSBAM 2014-C15 B 04.5650 04/15/2047 | 0.01% |
| NATIONSTAR MTG HLD I P/P 144A 05.7500 11/15/2031 | 0.01% |
| NETFLIX INC 04.8750 04/15/2028 | 0.01% |
| OCEANEERING INTL INC SEDOL 2655583 | 0.01% |
| ONO PHARMACEUTICAL CO LTD SEDOL 6660107 | 0.01% |
| PRIME SECURITY SVCS P/P 144A 06.2500 01/15/2028 | 0.01% |
| REPUBLICA ORIENT URUGUAY USD 05.1000 06/18/2050 | 0.01% |
| SABRE GLBL INC P/P 144A 09.2500 04/15/2025 | 0.01% |
| SERVICE CORP INTL 05.1250 06/01/2029 | 0.01% |
| SIMPLY GOOD FOODS CO/THE SEDOL BF27XF9 | 0.01% |
| STACR 2018-HQA1 M2 03.3057 09/25/2030 | 0.01% |
| SYNAPTICS INC SEDOL 2839268 | 0.01% |
| WERNER FINCO LP/INC P/P 144A 08.7500 07/15/2025 | 0.01% |
| WESTLAKE CORP 02.8750 08/15/2041 | 0.01% |
| WFCM 2016-LC25 XA IO 00.8314 12/15/2059 | 0.01% |
| XPERI HOLDING CORP SEDOL BMWP0C8 | 0.01% |
| ALIMEN COUCHE P/P 144A 02.9500 01/25/2030 | 0.01% |
| ALLIED UNIVERSAL P/P 144A 06.0000 06/01/2029 | 0.01% |
| AXALTA COATING SYS P/P 144A 03.3750 02/15/2029 | 0.01% |
| BAUSCH HLTH COS INC P/P 144A 04.8750 06/01/2028 | 0.01% |
| BLACKSTONE CQP HOLDCO L+375 04.2500 06/04/2028 | 0.01% |
| BROADCOM INC 04.1500 11/15/2030 | 0.01% |
| CARNIVAL CORP P/P 144A 05.7500 03/01/2027 | 0.01% |
| CHS/COMMUNITY HEALTH P/P 144A 05.2500 05/15/2030 | 0.01% |
| COVANTA HOLDING CORP P/P 144A 04.8750 12/01/2029 | 0.01% |
| COX COMM INC P/P 144A 02.9500 10/01/2050 | 0.01% |
| CSMC 2021-RPL4 A1 01.7956 12/27/2060 | 0.01% |
| CSMC 2021-RPL7 A1 01.9260 07/27/2061 | 0.01% |
| DH EUROPE FINANCE II USD 03.4000 11/15/2049 | 0.01% |
| DOMO INC - CLASS B SEDOL BFZNZC5 | 0.01% |
| FORD MOTOR CREDIT CO LLC 04.0000 11/13/2030 | 0.01% |
| FULL HOUSE RESOR P/P 144A 08.2500 02/15/2028 | 0.01% |
| GENERAL MOTORS FINL CO 04.3000 07/13/2025 | 0.01% |
| GNMA GN30 BA5049 04.5000 05/15/2047 | 0.01% |
| GOLDMAN SACHS GROUP INC 03.6500 07/28/2051 | 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% |
| HONEYWELL INTL 03.8120 11/21/2047 | 0.01% |
| JOHNSON CONTROLS INTL PL 03.9000 02/14/2026 | 0.01% |
| KNOWLES CORP SEDOL BJTD9L6 | 0.01% |
| LADDER CAP FINAN P/P 144A 04.2500 02/01/2027 | 0.01% |
| LEVI STRAUSS & CO. P/P 144A 03.5000 03/01/2031 | 0.01% |
| LIVERAMP HOLDINGS INC SEDOL BGLN838 | 0.01% |
| MERCK & CO. INC. 02.7500 02/10/2025 | 0.01% |
| MERIDIAN BIOSCIENCE INC SEDOL 2580265 | 0.01% |
| META FINANCIAL GROUP INC SEDOL 2420316 | 0.01% |
| MOODY'S CORPORATION 02.5500 08/18/2060 | 0.01% |
| MOOG INC-CLASS A SEDOL 2601218 | 0.01% |
| NCC 2019-IA ANAR 144A 01.4818 04/15/2031 | 0.01% |
| NEUBERGER BERMAN GRP P/P 144A 04.8750 04/15/2045 | 0.01% |
| NRZT 2018-4A A1M 01.9057 01/25/2048 | 0.01% |
| ONEMAIN FINANCE CORP 05.3750 11/15/2029 | 0.01% |
| OTIS WORLDWIDE CORP 02.5650 02/15/2030 | 0.01% |
| POSTE ITALIANE SPA SEDOL BYYN701 | 0.01% |
| PRIMO WATER CORP SEDOL BLKNZP5 | 0.01% |
| QUORUM HEALTH EXT TL L+775 08.7500 04/29/2025 | 0.01% |
| REALOGY HOLDINGS CORP SEDOL B5T0CW1 | 0.01% |
| REPUBLIC OF SOUTH AFRICA USD 04.8500 09/27/2027 | 0.01% |
| SABRA HEALTH CARE REIT INC SEDOL B5NLBP6 | 0.01% |
| SPRINT CORP 07.6250 03/01/2026 | 0.01% |
| STANDARD IND INC P/P 144A 04.3750 07/15/2030 | 0.01% |
| STATION CASINOS LLC P/P 144A 04.5000 02/15/2028 | 0.01% |
| SVENSKA HNDLSBKN P/P 144A 00.6250 06/30/2023 | 0.01% |
| TEVA PHARMACEUTICALS NE USD 06.0000 04/15/2024 | 0.01% |
| THE AES CORPORATION 01.3750 01/15/2026 | 0.01% |
| TOYOTA MOTOR CORP SEDOL 6900643 | 0.01% |
| TRANSDIGM INC 05.5000 11/15/2027 | 0.01% |
| URBAN ONE INC P/P 144A 07.3750 02/01/2028 | 0.01% |
| VICTORIA'S SECRET & P/P 144A 04.6250 07/15/2029 | 0.01% |
| VISTRA OPERATION P/P 144A 05.5000 09/01/2026 | 0.01% |
| WESTPAC BANKING CORP USD 02.9630 11/16/2040 | 0.01% |
| 1011778 BC / NEW RED P/P 144A 03.8750 01/15/2028 | 0.01% |
| 3I GROUP PLC SEDOL B1YW440 | 0.01% |
| ABC SUPPLY CO INC P/P 144A 04.0000 01/15/2028 | 0.01% |
| ABERCROMBIE & FITCH CO-CL A SEDOL 2004185 | 0.01% |
| ADT SEC CORP P/P 144A 04.1250 08/01/2029 | 0.01% |
| ALLETE INC SEDOL B02R1L6 | 0.01% |
| ALTICE FRANCE P/P 144A 10.5000 05/15/2027 | 0.01% |
| AUTONATION INC 02.4000 08/01/2031 | 0.01% |
| BATH & BODY WORKS INC 07.5000 06/15/2029 | 0.01% |
| BERRY GLOBAL INC 01.6500 01/15/2027 | 0.01% |
| BOYD GAMING CORP P/P 144A 04.7500 06/15/2031 | 0.01% |
| CHARTER COMM OPT LLC 04.9080 07/23/2025 | 0.01% |
| CLUB CAR TL L+400 05.5979 06/01/2028 | 0.01% |
| CON EDISON CO OF NY INC 04.2000 03/15/2042 | 0.01% |
| CVS PASS-THROUGH P/P 144A 04.7040 01/10/2036 | 0.01% |
| DOMINICAN REPUBLIC REGS 05.9500 01/25/2027 | 0.01% |
| DOMINICAN REPUBLIC REGS 06.0000 07/19/2028 | 0.01% |
| ELANCO ANIMAL HEALTH 06.4000 08/28/2028 | 0.01% |
| EQUINOR ASA USD 05.1000 08/17/2040 | 0.01% |
| FHLMC FR30 QB4338 UMBS 02.5000 10/01/2050 | 0.01% |
| FREEPORT-MCMORAN INC 04.3750 08/01/2028 | 0.01% |
| FULTON FINANCIAL CORP SEDOL 2356585 | 0.01% |
| GRANITE US HLDG CORP P/P 144A 11.0000 10/01/2027 | 0.01% |
| GREAT LAKES DREDGE&D P/P 144A 05.2500 06/01/2029 | 0.01% |
| HCA INC. 05.3750 09/01/2026 | 0.01% |
| HUB GROUP INC-CL A SEDOL 2407632 | 0.01% |
| ICAHN ENTER/FIN 05.2500 05/15/2027 | 0.01% |
| INNOSPEC INC SEDOL 2245597 | 0.01% |
| INTERCONTINENTALEXCHANGE 01.8500 09/15/2032 | 0.01% |
| IPALCO ENTPRS IN 04.2500 05/01/2030 | 0.01% |
| LADDER CAP FINAN P/P 144A 04.7500 06/15/2029 | 0.01% |
| LLOYDS BANKING GROUP PLC SEDOL 0870612 | 0.01% |
| LSF11 A5 HOLDCO LLC P/P 144A 06.6250 10/15/2029 | 0.01% |
| MARCUS & MILLICHAP INC SEDOL BFWGXV2 | 0.01% |
| NABORS IND CV 00.7500 01/15/2024 | 0.01% |
| NESCO HLDG II INC P/P 144A 05.5000 04/15/2029 | 0.01% |
| NORTHWEST NATURAL HOLDING CO SEDOL BFNR303 | 0.01% |
| OCT29 2016-1A AR 144A 02.3640 01/24/2033 | 0.01% |
| OSHKOSH CORP 04.6000 05/15/2028 | 0.01% |
| OT MERGER CORP P/P 144A 07.8750 10/15/2029 | 0.01% |
| PANTHER BF AGGRE 2 P/P 144A 08.5000 05/15/2027 | 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% |
| REDWOOD TRUST INC SEDOL 2730877 | 0.01% |
| ROCKCLIFF ENERGY II P/P 144A 05.5000 10/15/2029 | 0.01% |
| S&P MID 400 EMINI JUN22 FAM2 | 0.01% |
| SABINE PASS LIQUEFACTION 04.2000 03/15/2028 | 0.01% |
| SCSK CORP SEDOL 6858474 | 0.01% |
| SFL CORP LTD SEDOL BJXT857 | 0.01% |
| STACR 2022-DNA1 M1B 02.4345 01/25/2042 | 0.01% |
| TENET HEALTHCARE P/P 144A 04.2500 06/01/2029 | 0.01% |
| TOWNSQUARE MEDIA INC P/P 144A 06.8750 02/01/2026 | 0.01% |
| TPMT 2016-5 M2 03.3750 10/25/2056 | 0.01% |
| TRIPADVISOR INC P/P 144A 07.0000 07/15/2025 | 0.01% |
| TRUIST FINANCIAL CORP 04.8000 09/01/2024 | 0.01% |
| TWILIO INC 03.6250 03/15/2029 | 0.01% |
| UNIVAR SOLUTIONS P/P 144A 05.1250 12/01/2027 | 0.01% |
| WARRIOR MET COAL INC SEDOL BF2X272 | 0.01% |
| WESCO DISTRIBUT P/P 144A 07.2500 06/15/2028 | 0.01% |
| WYNN LAS VEGAS P/P 144A 05.2500 05/15/2027 | 0.01% |
| ADVANSIX INC SEDOL BYMMZL7 | 0.01% |
| AIR LEASE CORP 02.1000 09/01/2028 | 0.01% |
| ALEXANDER & BALDWIN INC SEDOL B827VB2 | 0.01% |
| AMERICAN AIRLINE P/P 144A 05.5000 04/20/2026 | 0.01% |
| APACHE CORP 04.3750 10/15/2028 | 0.01% |
| APACHE CORP 05.1000 09/01/2040 | 0.01% |
| APID 2021-35A A 144A 02.1127 04/20/2034 | 0.01% |
| ARDAGH PKG FIN/HLDGS P/P 144A 04.1250 08/15/2026 | 0.01% |
| ARETEC ESCROW P/P 144A 07.5000 04/01/2029 | 0.01% |
| ASHTEAD CAPITAL INC P/P 144A 04.2500 11/01/2029 | 0.01% |
| BATH & BODY WORKS IN P/P 144A 06.6250 10/01/2030 | 0.01% |
| BSABS 2005-HE8 M3 02.9557 08/25/2035 | 0.01% |
| CALIFORNIA WATER SERVICE GRP SEDOL 2165383 | 0.01% |
| CANPACK SA EASTERN L P/P 144A 03.1250 11/01/2025 | 0.01% |
| CDW LLC/CDW FINANCE 03.2500 02/15/2029 | 0.01% |
| CHARTER COMM OPT LLC/CAP 03.7000 04/01/2051 | 0.01% |
| CHS/COMMUNITY P/P 144A 06.8750 04/15/2029 | 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% |
| COMMONWEALTH BK AUST P/P 144A 02.5520 03/14/2027 | 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% |
| CORECIVIC INC SEDOL BZ8VC58 | 0.01% |
| CREDIT AGRICOLE SA P/P 144A 04.0000 01/10/2033 | 0.01% |
| DUKE ENERGY INDIANA LLC 06.4500 04/01/2039 | 0.01% |
| ECHOSTAR CORP-A SEDOL B2NC471 | 0.01% |
| EQUINIX INC 03.2000 11/18/2029 | 0.01% |
| FAIRFAX US INC P/P 144A 04.8750 08/13/2024 | 0.01% |
| FIBROGEN INC SEDOL BSDRYR8 | 0.01% |
| FORD MOTOR CREDIT CO LLC 04.2710 01/09/2027 | 0.01% |
| GENERAL DYNAMICS CORP 02.2500 11/15/2022 | 0.01% |
| GENERAL MOTORS CO 05.9500 04/01/2049 | 0.01% |
| GFL ENVIRON INC P/P 144A 05.1250 12/15/2026 | 0.01% |
| GMS INC SEDOL BYY9FS3 | 0.01% |
| GOLDMAN SACHS GROUP INC 05.9500 01/15/2027 | 0.01% |
| HCA INC 04.1250 06/15/2029 | 0.01% |
| HERC HOLDINGS INC P/P 144A 05.5000 07/15/2027 | 0.01% |
| HILLTOP HOLDINGS INC SEDOL 2365428 | 0.01% |
| HUNTSMAN INTERNATIONAL L 02.9500 06/15/2031 | 0.01% |
| KONTOOR BRANDS INC P/P 144A 04.1250 11/15/2029 | 0.01% |
| MAGNE 2019-21A BR 144A 02.4127 04/20/2034 | 0.01% |
| MASONITE INTL C P/P 144A 03.5000 02/15/2030 | 0.01% |
| MERCER INTL INC USD 05.5000 01/15/2026 | 0.01% |
| MSAC 2004-HE6 M1 01.8307 08/25/2034 | 0.01% |
| NCC 2020-1A A1R 144A 02.3343 01/15/2035 | 0.01% |
| NIELSEN FIN LLC/CO P/P 144A 04.5000 07/15/2029 | 0.01% |
| NUTRIEN LTD. USD 04.2000 04/01/2029 | 0.01% |
| OCT48 2020-3A AR 144A 02.2127 10/20/2034 | 0.01% |
| OCT54 2021-1A A1 144A 02.1643 07/15/2034 | 0.01% |
| ORGANON & CO/ORG P/P 144A 04.1250 04/30/2028 | 0.01% |
| OVINTIV INC 07.3750 11/01/2031 | 0.01% |
| OWENS & MINOR INC P/P 144A 04.5000 03/31/2029 | 0.01% |
| PENN NATIONAL GAMING P/P 144A 05.6250 01/15/2027 | 0.01% |
| PENSKE TRUCK LE P/P 144A 03.4000 11/15/2026 | 0.01% |
| PIEDMONT OFFICE REALTY TRU-A SEDOL B3M3278 | 0.01% |
| PITNEY BOWES INC SEDOL 2690506 | 0.01% |
| REPUBLIC OF PARAGUAY REGS 04.7000 03/27/2027 | 0.01% |
| SANTANDER UK PLC P/P 144A 05.0000 11/07/2023 | 0.01% |
| SIX FLAGS THEME PARK P/P 144A 07.0000 07/01/2025 | 0.01% |
| SOUTHWESTERN ENERGY CO 05.3750 03/15/2030 | 0.01% |
| STURM RUGER & CO INC SEDOL 2856289 | 0.01% |
| SUMITOMO REALTY & DEVELOPMEN SEDOL 6858902 | 0.01% |
| T-MOBILE USA INC 02.5500 02/15/2031 | 0.01% |
| T-MOBILE USA INC. 04.7500 02/01/2028 | 0.01% |
| TALLGRASS NRG PRTNR P/P 144A 05.5000 01/15/2028 | 0.01% |
| TR OP / TR FIN P/P 144A 05.1250 04/01/2029 | 0.01% |
| TRAVERE THERAPEUTICS INC SEDOL BLFGJD5 | 0.01% |
| TRK 2021-1 A1 02.2395 06/25/2024 | 0.01% |
| USI INC/NY P/P 144A 06.8750 05/01/2025 | 0.01% |
| VIBRANTZ TECH INC P/P 144A 09.0000 02/15/2030 | 0.01% |
| VICI PROPERTIES P/P 144A 03.7500 02/15/2027 | 0.01% |
| VIDEOTRON LTD / LTEE P/P 144A 05.1250 04/15/2027 | 0.01% |
| VMC 2021-FL4 A P/P 144A 02.0356 06/16/2036 | 0.01% |
| WFCM 2013-LC12 D 144A 04.3040 07/15/2046 | 0.01% |
| WFRBS 2014-C22 XA IO 00.7916 09/15/2057 | 0.01% |
| WOODSIDE ENERGY GROUP LTD SEDOL BMGT167 | 0.01% |
| WORLD FUEL SERVICES CORP SEDOL 2469450 | 0.01% |
| ZOETIS INC 02.0000 05/15/2030 | 0.01% |
| 1011778 BC ULC / P/P 144A 04.3750 01/15/2028 | 0.01% |
| ALBERTSONS COS LLC P/P 144A 07.5000 03/15/2026 | 0.01% |
| AMAZON.COM INC 02.1000 05/12/2031 | 0.01% |
| AMC ENT HLDGS P/P 144A 10.0000 06/15/2026 | 0.01% |
| AMERICAN AIRLINE P/P 144A 05.7500 04/20/2029 | 0.01% |
| APPLE INC 02.8000 02/08/2061 | 0.01% |
| ARCBEST CORP SEDOL BLTFST7 | 0.01% |
| ASHTEAD CAPITAL INC P/P 144A 02.4500 08/12/2031 | 0.01% |
| AUST & NZ BANKING GR P/P 144A 06.7500 06/15/2026 | 0.01% |
| BHP GROUP LTD-DI SEDOL 0144403 | 0.01% |
| BIG RVR STL/FIN P/P 144A 06.6250 01/31/2029 | 0.01% |
| BLACKSTONE HLDG FINA P/P 144A 01.6000 03/30/2031 | 0.01% |
| CALLON PETROLEUM P/P 144A 08.0000 08/01/2028 | 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% |
| CARNIVAL CORP P/P 144A 07.6250 03/01/2026 | 0.01% |
| CENOVUS ENERGY INC USD 06.7500 11/15/2039 | 0.01% |
| CHENIERE CORP CHRIST 05.1250 06/30/2027 | 0.01% |
| CLUBCORP HLDG INC P/P 144A 08.5000 09/15/2025 | 0.01% |
| CNO FINANCIAL GROUP INC 05.2500 05/30/2029 | 0.01% |
| COMSTOCK RE INC P/P 144A 06.7500 03/01/2029 | 0.01% |
| CWALT 2006-24CB A19 01.5057 08/25/2036 | 0.01% |
| DEVON ENERGY CORPORATION 07.9500 04/15/2032 | 0.01% |
| DIRECTV FINANCING TL L+500 06.0596 07/22/2027 | 0.01% |
| DISH DBS CORPORATION 07.7500 07/01/2026 | 0.01% |
| DOMINICAN REPUBLIC REGS 04.8750 09/23/2032 | 0.01% |
| FORD MOTOR CREDIT CO LLC 05.1130 05/03/2029 | 0.01% |
| FREEPORT-MCMORAN INC 05.4500 03/15/2043 | 0.01% |
| GARTNER INC P/P 144A 03.7500 10/01/2030 | 0.01% |
| GNMA GII30 MA6089 03.0000 08/20/2049 | 0.01% |
| GOLAR LNG LTD SEDOL 2367963 | 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% |
| JPMORGAN CHASE & CO 06.1000 10/01/2024 | 0.01% |
| LIVE NATION ENTERTAI P/P 144A 05.6250 03/15/2026 | 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% |
| MWST 2020-2 A 01.8057 11/25/2053 | 0.01% |
| NEWS CORP P/P 144A 03.8750 05/15/2029 | 0.01% |
| NEXTGEN HEALTHCARE INC SEDOL BF5L3D6 | 0.01% |
| OLYMPUS WTR US HLDG P/P 144A 06.2500 10/01/2029 | 0.01% |
| ORACLE CORP 05.3750 07/15/2040 | 0.01% |
| PACIFIC GAS & ELECTRIC 02.9500 03/01/2026 | 0.01% |
| PENNYMAC FIN SVCS IN P/P 144A 05.3750 10/15/2025 | 0.01% |
| PERDOCEO EDUCATION CORP SEDOL BKRQQR9 | 0.01% |
| PROLOGIS LP 02.2500 04/15/2030 | 0.01% |
| SERVICE CORP INTL 04.0000 05/15/2031 | 0.01% |
| SIRIUS XM RADIO INC P/P 144A 04.0000 07/15/2028 | 0.01% |
| SM ENERGY CO 06.5000 07/15/2028 | 0.01% |
| SPX CORP SEDOL 2787185 | 0.01% |
| STACR 2018-HRP2 M3 03.4057 02/25/2047 | 0.01% |
| STEWART INFORMATION SERVICES SEDOL 2848736 | 0.01% |
| TMS INTL CORP P/P 144A 06.2500 04/15/2029 | 0.01% |
| TRANSDIGM INC 04.8750 05/01/2029 | 0.01% |
| UNITED CONTINENTAL HOL L+375 04.7107 04/21/2028 | 0.01% |
| USA COMPRESSION PART 06.8750 04/01/2026 | 0.01% |
| VIRTUS INVESTMENT PARTNERS SEDOL B3KKGQ8 | 0.01% |
| WR GRACE HOLDING LLC P/P 144A 05.6250 08/15/2029 | 0.01% |
| ABC SUPPLY CO INC P/P 144A 03.8750 11/15/2029 | 0.01% |
| ABN AMRO BANK NV P/P 144A 04.7500 07/28/2025 | 0.01% |
| AG ISSUER LLC P/P 144A 06.2500 03/01/2028 | 0.01% |
| AGL 2020-6A AR 144A 02.2627 07/20/2034 | 0.01% |
| AIR METHODS CORP P/P 144A 08.0000 05/15/2025 | 0.01% |
| ALECTOR INC SEDOL BJ4LDC4 | 0.01% |
| ALLSCRIPTS HEALTHCARE SOLUTI SEDOL 2710039 | 0.01% |
| ALTICE FRANCE SA P/P 144A 05.5000 01/15/2028 | 0.01% |
| AMC ENT INC TLB L+300 03.8444 04/22/2026 | 0.01% |
| AMERICAN AXLE & MFG HOLDINGS SEDOL 2382416 | 0.01% |
| APPLE HOSPITALITY REIT INC SEDOL BXRTX56 | 0.01% |
| ARDAGH METAL PAC P/P 144A 04.0000 09/01/2029 | 0.01% |
| BANNER CORPORATION SEDOL 2346003 | 0.01% |
| BEACON ROOFING S P/P 144A 04.1250 05/15/2029 | 0.01% |
| BERKSHIRE HATHAWAY FIN 04.3000 05/15/2043 | 0.01% |
| BGC PARTNERS INC-CL A SEDOL 2528168 | 0.01% |
| BLUELINX HOLDINGS INC SEDOL BYQLZ65 | 0.01% |
| BNP PARIBAS P/P 144A 04.3750 05/12/2026 | 0.01% |
| BOISE CASCADE CO P/P 144A 04.8750 07/01/2030 | 0.01% |
| BOMBARDIER INC P/P 144A 07.1250 06/15/2026 | 0.01% |
| BWAY CORP TLB L+325 04.0500 04/03/2024 | 0.01% |
| CAS 2017-C01 1EB1 02.2557 07/25/2029 | 0.01% |
| CAS 2022-R02 2M1 01.7845 01/25/2042 | 0.01% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 CS | 0.01% |
| CMLTI 2005-2 1A2A 02.7840 05/25/2035 | 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% |
| CONTINENTAL RESO P/P 144A 05.7500 01/15/2031 | 0.01% |
| CWALT 2005-59 1A1 01.5873 11/20/2035 | 0.01% |
| EMIR 2018-1 M2 04.0057 11/25/2028 | 0.01% |
| ENCORE WIRE CORP SEDOL 2273446 | 0.01% |
| ENTERCOM MEDIA CORP P/P 144A 06.7500 03/31/2029 | 0.01% |
| EQT CORP 07.5000 02/01/2030 | 0.01% |
| ERAC USA FINANCE LLC P/P 144A 04.5000 02/15/2045 | 0.01% |
| FISHER PAYKEL SEDOL 6340250 | 0.01% |
| FREEDOM MTGE CORP P/P 144A 08.2500 04/15/2025 | 0.01% |
| GBP/USD 06/15/2022 BANKAM | 0.01% |
| GENERAL ELECTRIC CO 04.1560 12/29/2049 | 0.01% |
| GENESYS TELECOMMUNICAT L+400 05.0596 12/01/2027 | 0.01% |
| GLP CAPITAL LP / FIN II 05.2500 06/01/2025 | 0.01% |
| GNMA GII30 MA6710 03.0000 06/20/2050 | 0.01% |
| GNMA GII30 MA7053 03.0000 12/20/2050 | 0.01% |
| GOLDEN ENTERTAINMENT INC SEDOL BYNH8R8 | 0.01% |
| GOLDMAN SACHS GROUP INC 06.7500 10/01/2037 | 0.01% |
| GRIFFON CORP SEDOL 2463344 | 0.01% |
| HILTON WORLDWIDE FIN LLC 04.8750 04/01/2027 | 0.01% |
| INGEVITY CORP P/P 144A 03.8750 11/01/2028 | 0.01% |
| INTELLIGENT PACK P/P 144A 06.0000 09/15/2028 | 0.01% |
| INTERNATIONAL MONEY EXPRESS SEDOL BG216W6 | 0.01% |
| ISTAR INC 05.5000 02/15/2026 | 0.01% |
| KEURIG DR PEPPER INC 03.4300 06/15/2027 | 0.01% |
| KRAFT HEINZ FOODS CO 03.0000 06/01/2026 | 0.01% |
| LOUISIANA-PACIFIC CO P/P 144A 03.6250 03/15/2029 | 0.01% |
| MINERALS TECHNOLOGIES INC SEDOL 2595612 | 0.01% |
| NABORS INDUSTRIES INC. 05.7500 02/01/2025 | 0.01% |
| NATIONSTAR MTG HLD I P/P 144A 05.5000 08/15/2028 | 0.01% |
| NOVELIS CORP P/P 144A 04.7500 01/30/2030 | 0.01% |
| ONCOR ELECTRIC DELIVERY 05.3000 06/01/2042 | 0.01% |
| PARAMOUNT GLOBAL 04.2000 06/01/2029 | 0.01% |
| PERTAMINA PERSERO PT P/P 144A 04.3000 05/20/2023 | 0.01% |
| RELAY THERAPEUTICS INC SEDOL BN2R582 | 0.01% |
| SCRIPPS ESCROW P/P 144A 05.3750 01/15/2031 | 0.01% |
| SHIFT4 PAYMENTS LLC P/P 144A 04.6250 11/01/2026 | 0.01% |
| SKYWEST INC SEDOL 2814210 | 0.01% |
| SM ENERGY CO 06.7500 09/15/2026 | 0.01% |
| SPANISH BROADCAS P/P 144A 09.7500 03/01/2026 | 0.01% |
| SPECTRUM BRANDS INC P/P 144A 03.8750 03/15/2031 | 0.01% |
| SUGAR HSP GAMING P/P 144A 05.8750 05/15/2025 | 0.01% |
| TALLGRASS NRG PRTNR P/P 144A 06.0000 12/31/2030 | 0.01% |
| TALOS ENERGY INC SEDOL BDT56V9 | 0.01% |
| TASEKO MINES LTD P/P 144A 07.0000 02/15/2026 | 0.01% |
| THERAVANCE BIOPHARMA INC SEDOL BMNDK09 | 0.01% |
| TK ELEV HOLDCO P/P 144A 07.6250 07/15/2028 | 0.01% |
| TOSHIBA CORP SEDOL 6897217 | 0.01% |
| TRANSDIGM INC 04.6250 01/15/2029 | 0.01% |
| TRANSOCEAN INC P/P 144A 11.5000 01/30/2027 | 0.01% |
| TRANSOCEAN POSEIDON P/P 144A 06.8750 02/01/2027 | 0.01% |
| VAT GROUP AG SEDOL BYZWMR9 | 0.01% |
| WASHINGTON FEDERAL INC SEDOL 2941981 | 0.01% |
| WELLS FARGO & COMPANY 05.8750 06/15/2025 | 0.01% |
| WESBANCO INC SEDOL 2953782 | 0.01% |
| WESTROCK MWV LLC 07.9500 02/15/2031 | 0.01% |
| WHITE CAP TLB S+375 04.2500 10/19/2027 | 0.01% |
| WORKDAY INC 03.7000 04/01/2029 | 0.01% |
| ADIENT TLB L+325 04.3096 04/01/2028 | 0.01% |
| AGENUS INC SEDOL B58J3K4 | 0.01% |
| ALTICE FRANCE SA P/P 144A 05.1250 07/15/2029 | 0.01% |
| AMERICAN TRANSMISSIO P/P 144A 02.6500 01/15/2032 | 0.01% |
| AMSTED INDUSTRIES P/P 144A 05.6250 07/01/2027 | 0.01% |
| ANCESTRY.COM 1L TL L+325 04.3096 12/06/2027 | 0.01% |
| ARD FINANCE SA P/P 144A 06.5000 06/30/2027 | 0.01% |
| ARRW 2019-3 A3 03.4160 10/25/2048 | 0.01% |
| ATLANTIC UNION BANKSHARES CO SEDOL BFZ9DB8 | 0.01% |
| BAUSCH HLTH COS INC P/P 144A 06.1250 02/01/2027 | 0.01% |
| BECTON DICKINSON AND CO 03.7000 06/06/2027 | 0.01% |
| BLUEBIRD BIO INC SEDOL BBFL7S1 | 0.01% |
| BOLLORE SE SEDOL 4572709 | 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% |
| BUILDERS FIRSTSOURCE P/P 144A 06.7500 06/01/2027 | 0.01% |
| BWAY HOLDING CO P/P 144A 07.2500 04/15/2025 | 0.01% |
| CARRIAGE SVCS INC P/P 144A 04.2500 05/15/2029 | 0.01% |
| CAS 2017-C01 1M2C 04.5557 07/25/2029 | 0.01% |
| CCO HLDGS LLC/CAP C P/P 144A 05.5000 05/01/2026 | 0.01% |
| CFCRE 2017-C8 B 04.1985 06/15/2050 | 0.01% |
| CHENIERE ENERGY PART P/P 144A 03.2500 01/31/2032 | 0.01% |
| CHENIERE ENERGYP 04.0000 03/01/2031 | 0.01% |
| CLARIOS GLOBAL L+325 03.3425 04/30/2026 | 0.01% |
| CODEXIS INC SEDOL B5LL2C2 | 0.01% |
| COMCAST CORP 04.0490 11/01/2052 | 0.01% |
| CONTINENTAL RESOURCES 04.9000 06/01/2044 | 0.01% |
| CROWN CORK & SEAL CO INC 07.3750 12/15/2026 | 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% |
| ENI SPA SEDOL 7145056 | 0.01% |
| ENTERPRISE FINANCIAL SERVICES CORP | 0.01% |
| FHLMC FR30 QB2276 UMBS 02.5000 08/01/2050 | 0.01% |
| FHLMC FR30 ZS9547 UMBS 04.0000 09/01/2045 | 0.01% |
| FREEDOM MTGE CORP P/P 144A 08.1250 11/15/2024 | 0.01% |
| INGLES MARKETS INC-CLASS A SEDOL 2460550 | 0.01% |
| INTERCONTINENTALEXCHANGE 03.1000 09/15/2027 | 0.01% |
| KFORCE INC SEDOL 2746982 | 0.01% |
| KRAFT HEINZ FOODS CO 05.0000 07/15/2035 | 0.01% |
| LAMB WESTON HOLDINGS P/P 144A 04.8750 05/15/2028 | 0.01% |
| MALLINCKRODT FIN/SB P/P 144A 10.0000 04/15/2025 | 0.01% |
| MERCER INTL INC USD 05.1250 02/01/2029 | 0.01% |
| MOZART DEBT MERGER S P/P 144A 05.2500 10/01/2029 | 0.01% |
| 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% |
| NOURYON USA TLB L+300 04.0060 10/01/2025 | 0.01% |
| NUTRITION & BIO P/P 144A 02.3000 11/01/2030 | 0.01% |
| OCCIDENTAL PETROLEUM COR 06.6250 09/01/2030 | 0.01% |
| PETROBRAS GLOBAL FINANCE USD 05.6000 01/03/2031 | 0.01% |
| PM GENERAL PURCHASER P/P 144A 09.5000 10/01/2028 | 0.01% |
| PUBLIC SERVICE ELECTRIC 05.5000 03/01/2040 | 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% |
| ROLLER BEARING CO OF P/P 144A 04.3750 10/15/2029 | 0.01% |
| S&P GLOBAL INC 01.2500 08/15/2030 | 0.01% |
| SABINE PASS LIQUEF 05.0000 03/15/2027 | 0.01% |
| SABINE PASS LIQUEFAC 05.7500 05/15/2024 | 0.01% |
| SC GAMES HOLDIN/US F P/P 144A 06.6250 03/01/2030 | 0.01% |
| SERVICE CORP INTL 03.3750 08/15/2030 | 0.01% |
| SERVICE CORPORATION INTL 04.6250 12/15/2027 | 0.01% |
| SG HOLDINGS CO LTD SEDOL BFFY885 | 0.01% |
| SIMPSON MANUFACTURING CO INC SEDOL 2809250 | 0.01% |
| SLH TL B 1L USD L+400 05.0596 06/03/2028 | 0.01% |
| SPECTRUM BRANDS INC P/P 144A 05.0000 10/01/2029 | 0.01% |
| STACR 2019-HQA1 M2 03.3557 02/25/2049 | 0.01% |
| TRANSDIGM INC. 06.3750 06/15/2026 | 0.01% |
| WAMU 2005-AR9 A1C3 01.9657 07/25/2045 | 0.01% |
| WELLS FARGO & COMPANY 03.9000 03/15/2026 | 0.01% |
| WESTPAC BANKING CORP USD 03.3500 03/08/2027 | 0.01% |
| WFCM 2014-LC16 XA IO 01.0872 08/15/2050 | 0.01% |
| WHITE CAP BUYER LLC P/P 144A 06.8750 10/15/2028 | 0.01% |
| YUM! BRANDS INC P/P 144A 04.7500 01/15/2030 | 0.01% |
| 1011778 BC / NEW RED P/P 144A 04.0000 10/15/2030 | 0.01% |
| 2.399 R ISWP SOFR P 04/08/2032 | 0.01% |
| ALBERTSONS COS P/P 144A 04.8750 02/15/2030 | 0.01% |
| AMERICAN EQUITY INVT LIFE HL SEDOL 2191300 | 0.01% |
| AMSTED INDUSTRIES P/P 144A 04.6250 05/15/2030 | 0.01% |
| ANTERO MIDSTREAM P/P 144A 07.8750 05/15/2026 | 0.01% |
| APPIAN CORP SEDOL BYPBTB9 | 0.01% |
| ARRW 2019-1 A3 04.0115 01/25/2049 | 0.01% |
| ASCEND LEARNING LLC 2N L+575 06.8096 11/18/2029 | 0.01% |
| BEAZER HOMES USA INC SEDOL B8KHZT0 | 0.01% |
| BRAND ENERGY & I P/P 144A 08.5000 07/15/2025 | 0.01% |
| CAS 2014-C02 1M2 03.6057 05/25/2024 | 0.01% |
| CAS 2014-C04 1M2 05.9057 11/25/2024 | 0.01% |
| CAS 2017-C04 2ED1 01.6057 11/25/2029 | 0.01% |
| CCO HOLDINGS LLC 04.5000 05/01/2032 | 0.01% |
| CCO HOLDINGS LLC P/P 144A 04.2500 02/01/2031 | 0.01% |
| CENTERFIELD MEDI P/P 144A 06.6250 08/01/2026 | 0.01% |
| CFCRE 2011-C2 D 144A 05.0798 12/15/2047 | 0.01% |
| CLARIOS GLOBAL LP P/P 144A 06.7500 05/15/2025 | 0.01% |
| CLEAR CHANNEL OU P/P 144A 07.7500 04/15/2028 | 0.01% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS | 0.01% |
| COMCAST CORP P/P 144A 02.9870 11/01/2063 | 0.01% |
| COMFORT SYSTEMS USA INC SEDOL 2036047 | 0.01% |
| COMMONWEALTH EDISON CO 05.9000 03/15/2036 | 0.01% |
| COMMSCOPE INC P/P 144A 08.2500 03/01/2027 | 0.01% |
| DEVON ENERGY CORPORATION 07.8750 09/30/2031 | 0.01% |
| DISH DBS CORP 05.8750 11/15/2024 | 0.01% |
| DORIAN LPG LTD SEDOL BM4QJF5 | 0.01% |
| DRESDNER FDG TRST I P/P 144A 08.1510 06/30/2031 | 0.01% |
| ENCORE CAPITAL GROUP INC | 0.01% |
| ERAC USA FINANCE LLC P/P 144A 03.3000 12/01/2026 | 0.01% |
| FREEPORT-MCMORAN INC 04.6250 08/01/2030 | 0.01% |
| FRONTIER COMM P/P 144A 05.8750 10/15/2027 | 0.01% |
| GLP CAPITAL LP / FIN II 05.3750 04/15/2026 | 0.01% |
| GNMA GII30 BL6161 06.0000 12/20/2048 | 0.01% |
| GNR 2015-H25 BI IO 01.5706 10/20/2065 | 0.01% |
| GOODYEAR TIRE & RUBBER CO SEDOL 2378200 | 0.01% |
| GRAPHIC PACKAGIN P/P 144A 03.5000 03/01/2029 | 0.01% |
| GRAPHIC PACKAGING IN P/P 144A 03.7500 02/01/2030 | 0.01% |
| HANESBRANDS INC P/P 144A 04.6250 05/15/2024 | 0.01% |
| HEARTLAND FINANCIAL USA INC SEDOL 2828147 | 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% |
| IHEARTCOMMUNICATI L+325 04.3096 05/01/2026 | 0.01% |
| IHEARTMEDIA INC - CLASS A SEDOL BJVR9Y9 | 0.01% |
| IMMUNITYBIO INC SEDOL BNSP0B8 | 0.01% |
| IMMUNOGEN INC SEDOL 2457864 | 0.01% |
| INTEL PKG HOLDCO P/P 144A 09.0000 01/15/2026 | 0.01% |
| INTREPID POTASH INC SEDOL BMDNMT2 | 0.01% |
| JPMBB 2015-C33 XA IO 00.9033 12/15/2048 | 0.01% |
| JPMORGAN CHASE & CO 03.6500 06/01/2026 | 0.01% |
| JPMORGAN CHASE & CO 04.1250 12/15/2026 | 0.01% |
| KFC HLD/PIZZA HUT/TA P/P 144A 04.7500 06/01/2027 | 0.01% |
| LBM ACQUISITION LLC P/P 144A 06.2500 01/15/2029 | 0.01% |
| MCAS 2019-01 M7 144A 02.7057 10/15/2049 | 0.01% |
| MIZRAHI TEFAHOT BANK LTD SEDOL 6916703 | 0.01% |
| MRC GLOBAL INC SEDOL B7M66F1 | 0.01% |
| MSRR 2015-R4 CB1 01.4935 08/26/2047 | 0.01% |
| N B T BANCORP INC SEDOL 2626459 | 0.01% |
| NABORS IND LTD P/P 144A 07.2500 01/15/2026 | 0.01% |
| NEWELL BRANDS INC 04.8750 06/01/2025 | 0.01% |
| NEWS CORP P/P 144A 05.1250 02/15/2032 | 0.01% |
| NN GROUP NV SEDOL BNG8PQ9 | 0.01% |
| NRG ENERGY INC P/P 144A 04.4500 06/15/2029 | 0.01% |
| NUTRIEN LTD USD 05.2500 01/15/2045 | 0.01% |
| OASIS PETROLEUM INC P/P 144A 06.3750 06/01/2026 | 0.01% |
| OFG BANCORP SEDOL B87LKR8 | 0.01% |
| OTTER TAIL CORP SEDOL 2664103 | 0.01% |
| PARAMOUNT GLOBAL 04.0000 01/15/2026 | 0.01% |
| PENNYMAC FIN SVCS IN P/P 144A 05.7500 09/15/2031 | 0.01% |
| PRUDENTIAL FINANCIAL INC 05.2000 03/15/2044 | 0.01% |
| RAYTHEON TECH CORP 04.8750 10/15/2040 | 0.01% |
| RPT REALTY SEDOL BG0YLC2 | 0.01% |
| SAIA INC SEDOL 2982399 | 0.01% |
| SIX FLAGS ENT P/P 144A 05.5000 04/15/2027 | 0.01% |
| SJW GROUP SEDOL 2811932 | 0.01% |
| SOFINA SEDOL 4820301 | 0.01% |
| STACR 2019-DNA1 M2 03.6557 01/25/2049 | 0.01% |
| STACR 2021-HQA3 M1 01.4345 09/25/2041 | 0.01% |
| STANDARD IND INC P/P 144A 05.0000 02/15/2027 | 0.01% |
| SUNCOKE ENERGY INC SEDOL B3R0638 | 0.01% |
| T-MOBILE USA INC 02.8750 02/15/2031 | 0.01% |
| TEREX CORP P/P 144A 05.0000 05/15/2029 | 0.01% |
| TITAN ACQ LTD P/P 144A 07.7500 04/15/2026 | 0.01% |
| TITAN INTERNATIONAL INC SEDOL 2890265 | 0.01% |
| TRI POINTE GROUP / HOMES 05.8750 06/15/2024 | 0.01% |
| TTM TECHNOLOGIES INC P/P 144A 04.0000 03/01/2029 | 0.01% |
| ULTIMATE SOFTWARE GROU L+525 06.2116 05/03/2027 | 0.01% |
| UNIVISION COMM P/P 144A 09.5000 05/01/2025 | 0.01% |
| VISTRA CORP P/P 144A 05.0000 07/31/2027 | 0.01% |
| WAMU 2005-AR11 A1B3 01.8057 08/25/2045 | 0.01% |
| WR GRACE HOLDING LLC P/P 144A 04.8750 06/15/2027 | 0.01% |
| 2.307 R ISWP SOFR P 03/31/2024 | 0.00% |
| 2.3485 R ISWP SOFR P 04/05/2027 | 0.00% |
| 2.752 R ISWP SOFR P 05/05/2027 | 0.00% |
| ACCO BRANDS CORP SEDOL B0G7SZ5 | 0.00% |
| AMC ENT HLDGS P/P 144A 07.5000 02/15/2029 | 0.00% |
| ANTERO RESOURCES P/P 144A 07.6250 02/01/2029 | 0.00% |
| ARCHES BUYER INC P/P 144A 06.1250 12/01/2028 | 0.00% |
| ARGAN INC SEDOL 2804501 | 0.00% |
| ARGO GROUP INTERNATIONAL SEDOL 2499543 | 0.00% |
| ASURION CORP 2N TLB4 L+525 06.3096 01/30/2029 | 0.00% |
| ASURION CORP TLB9 L+325 04.3096 07/31/2027 | 0.00% |
| BAFC 2005-B 3M1 01.6023 04/20/2035 | 0.00% |
| BANK OF AMERICA CORP 01.5860 09/15/2026 | 0.00% |
| BATH & BODY WORKS INC 06.7500 07/01/2036 | 0.00% |
| BCPE ULYSSES P/P 144A 07.7500 04/01/2027 | 0.00% |
| BIOHAVEN PHARMACEUTICAL HOLD SEDOL BZ8FXC4 | 0.00% |
| BOARDWALK PIPELINES LP 03.6000 09/01/2032 | 0.00% |
| BOYD GAMING CORP 04.7500 12/01/2027 | 0.00% |
| BRISTOL-MYERS 03.4000 07/26/2029 | 0.00% |
| BUMT 2005-1 1A1 01.6057 09/25/2045 | 0.00% |
| CALLON PETROLEUM CO P/P 144A 09.0000 04/01/2025 | 0.00% |
| CAS 2019-HRP1 M2 03.1557 11/25/2039 | 0.00% |
| CAS 2021-R02 2M1 01.4845 11/25/2041 | 0.00% |
| CDX CDX.NA.HY.38 500.0 06/20/2027 | 0.00% |
| CEVA INC | 0.00% |
| CHS/COMMUNITY P/P 144A 06.8750 04/01/2028 | 0.00% |
| CHS/COMMUNITY HEALTH P/P 144A 08.0000 03/15/2026 | 0.00% |
| COINBASE GLOBAL INC P/P 144A 03.3750 10/01/2028 | 0.00% |
| COMMERCIAL METALS CO 04.1250 01/15/2030 | 0.00% |
| DCP MIDSTREAM OPERATING 05.6250 07/15/2027 | 0.00% |
| EAGLE BANCORP INC SEDOL 2648055 | 0.00% |
| ENDEAVOR ENERGY P/P 144A 06.6250 07/15/2025 | 0.00% |
| ENERGY TRANSFER LP 02.9000 05/15/2025 | 0.00% |
| ENTERCOM MEDIA CORP P/P 144A 06.5000 05/01/2027 | 0.00% |
| EPICOR SOFTWARE/EAGLE L+775 08.8096 07/30/2028 | 0.00% |
| GENERAL MOTORS FINL CO 04.0000 01/15/2025 | 0.00% |
| GFL ENVIRON INC P/P 144A 03.5000 09/01/2028 | 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% |
| GNR 2016-H16 EI IO 02.2122 06/20/2066 | 0.00% |
| GOEASY LTD P/P 144A 04.3750 05/01/2026 | 0.00% |
| GSMS 2014-GC24 XA IO 00.7108 09/10/2047 | 0.00% |
| HANMI FINANCIAL CORPORATION SEDOL B6TPXR5 | 0.00% |
| HCA INC. 04.5000 02/15/2027 | 0.00% |
| HESS MIDSTREAM OPRTN P/P 144A 05.5000 10/15/2030 | 0.00% |
| INTERNATIONAL LEASE FIN CORP 05.8750 08/15/2022 | 0.00% |
| IRB HOLDING CORP P/P 144A 07.0000 06/15/2025 | 0.00% |
| ISTAR INC SEDOL 2259190 | 0.00% |
| KINDER MORGAN INC. 07.7500 01/15/2032 | 0.00% |
| KLEOPATRA HOLDINGS 2 REGS 06.5000 09/01/2026 | 0.00% |
| KLOECKNER PENTAPLAST L+475 05.2500 02/09/2026 | 0.00% |
| L3HARRIS TECH INC 01.8000 01/15/2031 | 0.00% |
| LIVE NATION ENT P/P 144A 06.5000 05/15/2027 | 0.00% |
| MACY'S RETAIL HLDGS P/P 144A 06.1250 03/15/2032 | 0.00% |
| MASONITE INTERNATIONAL CORP SEDOL BCZM468 | 0.00% |
| MATCH GRP HLD II LLC P/P 144A 05.0000 12/15/2027 | 0.00% |
| MET LIFE GLOB FUND P/P 144A 03.0000 01/10/2023 | 0.00% |
| MICROSOFT CORP 03.3000 02/06/2027 | 0.00% |
| MISUMI GROUP INC SEDOL 6595179 | 0.00% |
| MOZART DEBT MERGER S P/P 144A 03.8750 04/01/2029 | 0.00% |
| NATIONAL BANK HOLD-CL A SEDOL B888DV3 | 0.00% |
| NEW JERSEY RESOURCES CORP SEDOL 2630513 | 0.00% |
| OCEANFIRST FINANCIAL CORP SEDOL 2125901 | 0.00% |
| ONE CALL TLB L+550 06.2500 04/22/2027 | 0.00% |
| ONEMAIN FINANCE CORP 06.6250 01/15/2028 | 0.00% |
| ONEMAIN FINANCE CORP 07.1250 03/15/2026 | 0.00% |
| PRIME SEC/FIN P/P 144A 03.3750 08/31/2027 | 0.00% |
| PROOFPOINT 2L TLB L+625 6.750000 08/31/2029 | 0.00% |
| RADIUS HEALTH INC SEDOL BM68KK1 | 0.00% |
| ROBERTSHAW CONTROLS CO L+800 09.0625 02/28/2026 | 0.00% |
| ROCKET SOFTWARE INC. L+425 05.3096 11/28/2025 | 0.00% |
| RYERSON HOLDING CORP SEDOL B3TPPZ6 | 0.00% |
| SAFE BULKERS INC SEDOL B39GTS0 | 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% |
| 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% |
| SINCLAIR TELE P/P 144A 04.1250 12/01/2030 | 0.00% |
| SPX 20220617 P 3500.00JPMCB | 0.00% |
| STANDEX INTERNATIONAL CORP SEDOL 2840174 | 0.00% |
| STATION CASINOS LLC P/P 144A 04.6250 12/01/2031 | 0.00% |
| SUPER MICRO COMPUTER INC SEDOL B1VQR35 | 0.00% |
| T-MOBILE USA INC 03.8750 04/15/2030 | 0.00% |
| THYSSENKRUPP ELEVATOR L+350 04.0187 07/31/2027 | 0.00% |
| TRANSOCEAN PONTUS LT P/P 144A 06.1250 08/01/2025 | 0.00% |
| TWILIO INC 03.8750 03/15/2031 | 0.00% |
| UNIVISION COMM P/P 144A 04.5000 05/01/2029 | 0.00% |
| USA COM PART/USA COM 06.8750 09/01/2027 | 0.00% |
| VENTURE GLOBAL CALCA P/P 144A 03.8750 11/01/2033 | 0.00% |
| WR GRACE HOLDING LLC P/P 144A 05.6250 10/01/2024 | 0.00% |
| XENCOR INC SEDOL BGCYWN8 | 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% |
| AMBARELLA INC SEDOL B7KH3G6 | 0.00% |
| AMERICAN VANGUARD CORP SEDOL 2025711 | 0.00% |
| AMERIS BANCORP SEDOL 2038849 | 0.00% |
| AMERISAFE INC SEDOL B0PPHS6 | 0.00% |
| AMWINS GROUP INC P/P 144A 04.8750 06/30/2029 | 0.00% |
| ANDERSONS INC/THE SEDOL 2274922 | 0.00% |
| ANTERO RESOURCES COR P/P 144A 08.3750 07/15/2026 | 0.00% |
| ASSOCIATED BANC-CORP SEDOL 2055718 | 0.00% |
| ATRICURE INC SEDOL B0C8KV2 | 0.00% |
| AVANOS MEDICAL INC SEDOL BFFVV54 | 0.00% |
| AVIAT NETWORKS INC SEDOL BZ9NWS6 | 0.00% |
| BAUSCH HLTH COS INC P/P 144A 06.2500 02/15/2029 | 0.00% |
| BLACKBAUD INC SEDOL 2458878 | 0.00% |
| BLOOMIN' BRANDS INC SEDOL B847RJ0 | 0.00% |
| BLUCORA INC SEDOL B8L2DV2 | 0.00% |
| BRIGHTSPIRE CAPITAL INC SEDOL BN7VBP8 | 0.00% |
| BROADCOM INC P/P 144A 03.1870 11/15/2036 | 0.00% |
| BROOKDALE SENIOR LIVING INC SEDOL B0PZN33 | 0.00% |
| BROOKFIELD RESID P/P 144A 06.2500 09/15/2027 | 0.00% |
| BUCKEYE PARTNERS LP 05.8500 11/15/2043 | 0.00% |
| BUILDERS FIRSTSOURCE P/P 144A 04.2500 02/01/2032 | 0.00% |
| CAMBIUM NETWORKS CORP SEDOL BKC9Q28 | 0.00% |
| CARS.COM INC SEDOL BYXHTC0 | 0.00% |
| CAS 2014-C03 2M2 03.9057 07/25/2024 | 0.00% |
| CAS 2017-C02 2M2C 04.6557 09/25/2029 | 0.00% |
| CAS 2018-C05 1ED1 01.6557 01/25/2031 | 0.00% |
| CAS 2019-R06 2M2 03.1057 09/25/2039 | 0.00% |
| CCO HOLDINGS LLC P/P 144A 04.5000 08/15/2030 | 0.00% |
| CENTENE CORP 03.0000 10/15/2030 | 0.00% |
| CHAMPIONX CORP 06.3750 05/01/2026 | 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% |
| CITY OFFICE REIT INC SEDOL BL25F37 | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | 0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 JP | 0.00% |
| COMM 2014-CR19 XA IO 00.9383 08/10/2047 | 0.00% |
| COMM 2014-UBS6 XA IO 00.8536 12/10/2047 | 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% |
| COMPUTER PROGRAMS & SYSTEMS SEDOL 2872122 | 0.00% |
| CORPORATE OFFICE PROPERTIES SEDOL 2756152 | 0.00% |
| CP ATLAS BUYER INC P/P 144A 07.0000 12/01/2028 | 0.00% |
| CRA INTERNATIONAL INC SEDOL 2240622 | 0.00% |
| CTS CORP SEDOL 2239244 | 0.00% |
| DIAMOND SPORTS P/P 144A 05.3750 08/15/2026 | 0.00% |
| DIRECTV HLDGS/FN P/P 144A 05.8750 08/15/2027 | 0.00% |
| DISH DBS CORP P/P 144A 05.2500 12/01/2026 | 0.00% |
| DISH NETWORK CV 03.3750 08/15/2026 | 0.00% |
| DONNELLEY FINANCIAL SOLUTION SEDOL BYND5T7 | 0.00% |
| EMPLOYERS HOLDINGS INC SEDOL B1Q1RR9 | 0.00% |
| ENERGY TRANSFER LP 05.5000 06/01/2027 | 0.00% |
| ENTRAVISION COMMUNICATIONS-A SEDOL 2615112 | 0.00% |
| ESCO TECHNOLOGIES INC SEDOL 2321583 | 0.00% |
| EUR/USD 06/15/2022 MSCIL | 0.00% |
| EUR/USD 06/15/2022 RBSF | 0.00% |
| FEDERAL SIGNAL CORP SEDOL 2333986 | 0.00% |
| FERTITTA ENT P/P 144A 06.7500 01/15/2030 | 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% |
| FREEDOM MTGE CORP P/P 144A 06.6250 01/15/2027 | 0.00% |
| GENERAL MOTORS CO 05.2000 04/01/2045 | 0.00% |
| GENTHERM INC SEDOL B8JFD24 | 0.00% |
| GLAUKOS CORP SEDOL BYMWL19 | 0.00% |
| GNR 2015-H26 EI IO 01.7123 10/20/2065 | 0.00% |
| GRANITE POINT MORTGAGE TRUST SEDOL BF11FD4 | 0.00% |
| GROUP 1 AUTOMOTIVE INC SEDOL 2121352 | 0.00% |
| HACKETT GROUP INC/THE SEDOL 2249254 | 0.00% |
| HCA INC 03.5000 09/01/2030 | 0.00% |
| HEIDRICK & STRUGGLES INTL SEDOL 2413071 | 0.00% |
| HESS MIDSTREAM OPERA P/P 144A 04.2500 02/15/2030 | 0.00% |
| HMIR 2018-1 M1 144A 02.6057 10/25/2028 | 0.00% |
| HOME POINT CAP INC P/P 144A 05.0000 02/01/2026 | 0.00% |
| ICAHN ENTERPRISES/FI 04.3750 02/01/2029 | 0.00% |
| ICF INTERNATIONAL INC SEDOL B1FP363 | 0.00% |
| INDUSTRIAL LOGISTICS PROPERT SEDOL BFFK7S6 | 0.00% |
| INTEGER HOLDINGS CORP SEDOL BD06LM7 | 0.00% |
| INTERCEPT PHARMACEUTICALS IN SEDOL B7N59F8 | 0.00% |
| INTERNATIONAL BANCSHARES CRP SEDOL 2243911 | 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% |
| JPMBB 2014-C25 XA IO 00.8199 11/15/2047 | 0.00% |
| KENNEDY-WILSON HOLDINGS INC SEDOL B298495 | 0.00% |
| KONTOOR BRANDS INC SEDOL BJTJGC4 | 0.00% |
| MANTECH INTERNATIONAL CORP-A SEDOL 2825308 | 0.00% |
| MASONITE INTL C P/P 144A 05.3750 02/01/2028 | 0.00% |
| MATCH GRP HLD II LLC P/P 144A 03.6250 10/01/2031 | 0.00% |
| MATERION CORP SEDOL 2149622 | 0.00% |
| MATTEL INC P/P 144A 03.3750 04/01/2026 | 0.00% |
| MLMI 2005-A2 A2 02.8192 02/25/2035 | 0.00% |
| MYR GROUP INC/DELAWARE SEDOL B3CLS18 | 0.00% |
| NATIONAL AUSTRALIA BANK LTD SEDOL 6624608 | 0.00% |
| NATL HEALTH INVESTORS INC SEDOL 2626125 | 0.00% |
| NCL CORPORATION LTD P/P 144A 05.8750 02/15/2027 | 0.00% |
| NETSCOUT SYSTEMS INC SEDOL 2447285 | 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 05.2500 06/15/2029 | 0.00% |
| ORION ENGINEERED CARBONS SA SEDOL BP8FKJ0 | 0.00% |
| ORTHOFIX MEDICAL INC SEDOL BGGJFT6 | 0.00% |
| OVINTIV INC 06.5000 08/15/2034 | 0.00% |
| OWENS & MINOR INC P/P 144A 06.6250 04/01/2030 | 0.00% |
| OXFORD INDUSTRIES INC SEDOL 2665300 | 0.00% |
| PACIFIC GAS & ELECTRIC 02.1000 08/01/2027 | 0.00% |
| PETROBRAS GLOBAL FINANCE USD 06.2500 03/17/2024 | 0.00% |
| PIPER SANDLER COS SEDOL 2227089 | 0.00% |
| PREFERRED BANK/LOS ANGELES SEDOL 2763602 | 0.00% |
| PROASSURANCE CORP SEDOL 2612737 | 0.00% |
| PROG HOLDINGS INC SEDOL BLFGN66 | 0.00% |
| PROLOGIS L.P. 02.1250 04/15/2027 | 0.00% |
| QUINSTREET INC SEDOL B3PGPB9 | 0.00% |
| RADIAN GROUP INC SEDOL 2173911 | 0.00% |
| RANGE RESOURCES CORP SEDOL 2523334 | 0.00% |
| RENEWABLE ENERGY GRO P/P 144A 05.8750 06/01/2028 | 0.00% |
| S&P GLOBAL INC 02.5000 12/01/2029 | 0.00% |
| S&P GLOBAL INC P/P 144A 02.4500 03/01/2027 | 0.00% |
| S&P GLOBAL INC P/P 144A 04.7500 08/01/2028 | 0.00% |
| SCOTTS MIRACLE-GRO C 04.3750 02/01/2032 | 0.00% |
| SCULPTOR CAPITAL MANAGEMENT SEDOL BJXP1K1 | 0.00% |
| SELECTIVE INSURANCE GROUP SEDOL 2766173 | 0.00% |
| SENSIENT TECHNOLOGIES CORP SEDOL 2923741 | 0.00% |
| SILERGY CORP SEDOL BH4DMW9 | 0.00% |
| SITE CENTERS CORP SEDOL BGL0KF5 | 0.00% |
| SM ENERGY CO 06.6250 01/15/2027 | 0.00% |
| SONOS INC SEDOL BYWPZW7 | 0.00% |
| STACR 2018-DNA3 M2B 03.1057 09/25/2048 | 0.00% |
| STACR 2018-HQA2 M2 03.3057 10/25/2048 | 0.00% |
| STACR 2020-HQA1 M2 02.9057 01/25/2050 | 0.00% |
| STEPAN CO SEDOL 2845005 | 0.00% |
| STERLING CONSTRUCTION CO | 0.00% |
| T-MOBILE USA INC 02.6250 02/15/2029 | 0.00% |
| TEMPO ACQ LLC/FI P/P 144A 05.7500 06/01/2025 | 0.00% |
| TITAN MACHINERY INC SEDOL B29H3T5 | 0.00% |
| TMIR 2019-1 M2 144A 03.9057 11/26/2029 | 0.00% |
| TPG RE FINANCE TRUST INC SEDOL BF2F1Q0 | 0.00% |
| TRANSOCEAN INC CV 00.5000 01/30/2023 | 0.00% |
| UDEMY INC SEDOL BPBLNG3 | 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% |
| UNITIL CORP SEDOL 2925037 | 0.00% |
| UNIVERSAL INSURANCE HOLDINGS SEDOL 2912374 | 0.00% |
| URBAN EDGE PROPERTIES SEDOL BTPSGQ9 | 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% |
| WASTE CONNECTIONS INC 03.2000 06/01/2032 | 0.00% |
| WFRBS 2011-C4 E 144A 04.8884 06/15/2044 | 0.00% |
| YUM! BRANDS INC. 03.6250 03/15/2031 | 0.00% |
| 2.247 R ISWP SOFR P 04/01/2027 | 0.00% |
| 2.26 R ISWP SOFR P 03/30/2032 | 0.00% |
| 2.326 R ISWP SOFR P 04/06/2027 | 0.00% |
| 2.479 R ISWP SOFR P 04/12/2032 | 0.00% |
| 2.838 R ISWP SOFR P 05/10/2032 | 0.00% |
| ACCURAY INC SEDOL B1R2HW6 | 0.00% |
| ALLAKOS INC SEDOL BDD19P8 | 0.00% |
| ALTAIR ENGINEERING INC - A SEDOL BD6D4Y5 | 0.00% |
| AMERICAN SOFTWARE INC-CL A SEDOL 2029575 | 0.00% |
| ANGIODYNAMICS INC SEDOL B00CR04 | 0.00% |
| ARLO TECHNOLOGIES INC SEDOL BYWPZY9 | 0.00% |
| ARMADA HOFFLER PROPERTIES IN SEDOL B96FTB5 | 0.00% |
| ASBURY AUTOMOTIVE GR P/P 144A 04.6250 11/15/2029 | 0.00% |
| ASTEC INDUSTRIES INC SEDOL 2060370 | 0.00% |
| BALCHEM CORP SEDOL 2072074 | 0.00% |
| BARNES GROUP INC SEDOL 2080732 | 0.00% |
| BAUSCH HLTH COS INC P/P 144A 05.0000 02/15/2029 | 0.00% |
| BEACON ROOFING SUPPL P/P 144A 04.5000 11/15/2026 | 0.00% |
| BELDEN INC SEDOL B01WL78 | 0.00% |
| BIOCRYST PHARMACEUTICALS INC SEDOL 2100362 | 0.00% |
| BLUEGREEN VACATIONS HOLDING SEDOL BM9LQ98 | 0.00% |
| BOMBARDIER INC P/P 144A 06.0000 02/15/2028 | 0.00% |
| BOXER PARENT CO INC P/P 144A 07.1250 10/02/2025 | 0.00% |
| BP CAP MARKETS AMERICA 03.9370 09/21/2028 | 0.00% |
| BROOKLINE BANCORP INC SEDOL 2967675 | 0.00% |
| CAD/USD 07/20/2022 UBS | 0.00% |
| CAESARS ENT INC. P/P 144A 04.6250 10/15/2029 | 0.00% |
| CARA THERAPEUTICS INC SEDOL BJ4YJ92 | 0.00% |
| CAS 2015-C01 1M2 05.3057 02/25/2025 | 0.00% |
| CAS 2021-R01 1M1 01.3345 10/25/2041 | 0.00% |
| CASELLA WASTE SYSTEMS INC-A SEDOL 2120490 | 0.00% |
| CENTRAL PACIFIC FINANCIAL CO | 0.00% |
| CHANNELADVISOR CORP SEDOL B986ZW9 | 0.00% |
| CHS/COMMUNITY HEALTH P/P 144A 05.6250 03/15/2027 | 0.00% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CG | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 JP | 0.00% |
| COMCAST CORP P/P 144A 02.8870 11/01/2051 | 0.00% |
| COMMERCIAL METALS CO 04.3750 03/15/2032 | 0.00% |
| COMMONWEALTH BANK OF AUSTRAL SEDOL 6215035 | 0.00% |
| COMMSCOPE TECH LLC P/P 144A 06.0000 06/15/2025 | 0.00% |
| CONNECTONE BANCORP INC SEDOL BNQ4YF9 | 0.00% |
| COVENANT LOGISTICS GROUP INC SEDOL 2200853 | 0.00% |
| CRINETICS PHARMACEUTICALS IN SEDOL BDD19F8 | 0.00% |
| CROCS INC SEDOL B0T7Z62 | 0.00% |
| EAGLE PHARMACEUTICALS INC SEDOL BJH7VB4 | 0.00% |
| ENOVA INTERNATIONAL INC SEDOL BRYQ4L1 | 0.00% |
| EVERQUOTE INC - CLASS A SEDOL BG88WS9 | 0.00% |
| FHR 3408 EK 22.2734 04/15/2037 | 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% |
| G-III APPAREL GROUP LTD SEDOL 2369721 | 0.00% |
| GLOBAL PAYMENTS INC 02.1500 01/15/2027 | 0.00% |
| GNMA GII30 AY4779 04.4990 03/20/2067 | 0.00% |
| GNMA GII30 BB0107 04.7000 08/20/2067 | 0.00% |
| GNMA GII30 BL6184 06.0000 02/20/2049 | 0.00% |
| GNMA GII30 BL6235 06.0000 04/20/2049 | 0.00% |
| GNMA GII30 BM4196 06.0000 04/20/2049 | 0.00% |
| GNMA GII30 MA6409 03.0000 01/20/2050 | 0.00% |
| GOEASY LTD P/P 144A 05.3750 12/01/2024 | 0.00% |
| GRAFTECH INTERNATIONAL LTD SEDOL BFZP4T1 | 0.00% |
| GREAT SOUTHERN BANCORP INC SEDOL 2387002 | 0.00% |
| HEALTHSTREAM INC SEDOL 2577870 | 0.00% |
| HERC HOLDINGS INC SEDOL BZBZ020 | 0.00% |
| HOMESTREET INC SEDOL B4WHS46 | 0.00% |
| HORIZON BANCORP INC/IN SEDOL 2949316 | 0.00% |
| HUB INTL LTD P/P 144A 05.6250 12/01/2029 | 0.00% |
| IGM BIOSCIENCES INC SEDOL BKS3SM8 | 0.00% |
| INARI MEDICAL INC SEDOL BLDRF10 | 0.00% |
| INTEGRAL AD SCIENCE HOLDING SEDOL BP7L3L2 | 0.00% |
| IRB HOLDING CO S+C+300 03.7500 12/15/2027 | 0.00% |
| JOHN B. SANFILIPPO & SON INC SEDOL 2772998 | 0.00% |
| KAMAN CORP SEDOL 2483223 | 0.00% |
| LADDER CAP FIN LLLP P/P 144A 05.2500 10/01/2025 | 0.00% |
| LIVANOVA PLC SEDOL BYMT0J1 | 0.00% |
| MACROGENICS INC SEDOL BFDV8K0 | 0.00% |
| MADISON IAQ LLC P/P 144A 04.1250 06/30/2028 | 0.00% |
| MARINEMAX INC SEDOL 2250353 | 0.00% |
| MASTERCRAFT BOAT HOLDINGS IN SEDOL BDTYR13 | 0.00% |
| MAUSER PACKAGING P/P 144A 08.5000 04/15/2024 | 0.00% |
| MEDIFAST INC SEDOL 2934033 | 0.00% |
| MEDPACE HOLDINGS INC SEDOL BDCBC61 | 0.00% |
| MFA FINANCIAL INC SEDOL BMZM2X1 | 0.00% |
| MICROSOFT CORP 02.5250 06/01/2050 | 0.00% |
| MIDLAND STATES BANCORP INC SEDOL B6VRG58 | 0.00% |
| MIWD HLDCO II/MIWD P/P 144A 05.5000 02/01/2030 | 0.00% |
| MODINE MANUFACTURING CO SEDOL 2598354 | 0.00% |
| MOVADO GROUP INC SEDOL 2643168 | 0.00% |
| NABORS IND INC P/P 144A 09.0000 02/01/2025 | 0.00% |
| NATIONAL PRESTO INDS INC SEDOL 2626802 | 0.00% |
| NCL CORPORATION LTD P/P 144A 07.7500 02/15/2029 | 0.00% |
| NEW YORK MORTGAGE TRUST INC SEDOL B01LWM7 | 0.00% |
| NUTRITION & BIO P/P 144A 01.8320 10/15/2027 | 0.00% |
| NUTRITION & BIO P/P 144A 03.4680 12/01/2050 | 0.00% |
| NV5 GLOBAL INC SEDOL BF5ZVB2 | 0.00% |
| OCCIDENTAL PETROLEUM -CW27 SEDOL BMVF784 | 0.00% |
| OCCIDENTAL PETROLEUM COR 06.1250 01/01/2031 | 0.00% |
| ONEMAIN FINANCE CORP 08.8750 06/01/2025 | 0.00% |
| ONESPAN INC SEDOL BFNSSD4 | 0.00% |
| OPTION CARE HLTH INC P/P 144A 04.3750 10/31/2029 | 0.00% |
| ORACLE CORP 03.9500 03/25/2051 | 0.00% |
| OVINTIV INC 06.6250 08/15/2037 | 0.00% |
| OVINTIV INC. 08.1250 09/15/2030 | 0.00% |
| PROTHENA CORP PLC SEDOL B91XRN2 | 0.00% |
| QCR HOLDINGS INC. | 0.00% |
| RAPTOR ACQ CORP P/P 144A 04.8750 11/01/2026 | 0.00% |
| RE/MAX HOLDINGS INC-CL A SEDOL BF23JJ3 | 0.00% |
| RESIDEO TECHNOLOGIES INC SEDOL BFD1TJ6 | 0.00% |
| RESOURCES CONNECTION INC SEDOL 2697853 | 0.00% |
| RIGEL PHARMACEUTICALS INC SEDOL 2833936 | 0.00% |
| RITE AID CORP P/P 144A 08.0000 11/15/2026 | 0.00% |
| ROYAL CARIBBEAN P/P 144A 05.5000 08/31/2026 | 0.00% |
| S & T BANCORP INC SEDOL 2781109 | 0.00% |
| SAFETY INSURANCE GROUP INC SEDOL 2958538 | 0.00% |
| SCHOLASTIC CORP SEDOL 2779234 | 0.00% |
| SERES THERAPEUTICS INC SEDOL BYNQNP8 | 0.00% |
| SERVICE PROPERTIES TRUST 07.5000 09/15/2025 | 0.00% |
| SHYFT GROUP INC/THE SEDOL BMYGGG5 | 0.00% |
| SP PLUS CORP SEDOL BH2QZH6 | 0.00% |
| STANDARD IND INC P/P 144A 03.3750 01/15/2031 | 0.00% |
| STANDARD MOTOR PRODS SEDOL 2838306 | 0.00% |
| STEVEN MADDEN LTD SEDOL 2553911 | 0.00% |
| TERRENO REALTY CORP SEDOL B3N4753 | 0.00% |
| TILLY'S INC-CLASS A SHRS SEDOL B7TN3D2 | 0.00% |
| TRUECAR INC SEDOL BMH0MS8 | 0.00% |
| UNITED FIRE GROUP INC SEDOL B4WXG84 | 0.00% |
| USANA HEALTH SCIENCES INC SEDOL 2267698 | 0.00% |
| VANDA PHARMACEUTICALS INC SEDOL B12W3P6 | 0.00% |
| VECTOR GROUP LTD SEDOL 2515803 | 0.00% |
| VERU INC SEDOL BDFBQ66 | 0.00% |
| VIPER ENERGY P/P 144A 05.3750 11/01/2027 | 0.00% |
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| 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 MS | 0.00% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 MS | 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 MS | 0.00% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 MS | 0.00% |
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| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.00% |
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| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 MS | 0.00% |
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| 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% |
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| CMB CMBX.NA.A.14 2072-12-16 200.0 12/16/2072 MS | 0.00% |
| CMB CMBX.NA.A.14 2072-12-16 200.0 12/16/2072 MS | 0.00% |
| CMB CMBX.NA.A.14 2072-12-16 200.0 12/16/2072 MS | 0.00% |
| CMB CMBX.NA.A.14 2072-12-16 200.0 12/16/2072 MS | 0.00% |
| CMB CMBX.NA.A.14 2072-12-16 200.0 12/16/2072 MS | 0.00% |
| CMB CMBX.NA.A.14 2072-12-16 200.0 12/16/2072 MS | 0.00% |
| CMB CMBX.NA.A.14 2072-12-16 200.0 12/16/2072 MS | 0.00% |
| CMB CMBX.NA.A.14 2072-12-16 200.0 12/16/2072 MS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 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 MS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 MS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 MS | 0.00% |
| CMB CMBX.NA.A.7 2047-01-17 200.0 01/17/2047 CG | 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 GS | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.00% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 JP | 0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 MS | 0.00% |
| CMB CMBX.NA.BB.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 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.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.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 ML | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 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-.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 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-.6 2063-05-11 300.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 GS | 0.00% |
| CMB CMBX.NA.BBB-.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 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% |
| CNH/USD 08/17/2022 SSBT | 0.00% |
| CSMC 2007-C2 AX IO 144A 00.0146 01/15/2049 | 0.00% |
| DRMT 2020-2 A1 01.6920 05/25/2065 | 0.00% |
| FHR 3117 AF 00.0000 02/15/2036 | 0.00% |
| FHR 3391 PO PO 00.0000 04/15/2037 | 0.00% |
| FNMA FN30 BO0212 UMBS 04.5000 05/01/2049 | 0.00% |
| FNR 2006-125 OX PO 00.0000 01/25/2037 | 0.00% |
| FNR 2006-46 OC PO 00.0000 06/25/2036 | 0.00% |
| FNR 2006-84 OT PO 00.0000 09/25/2036 | 0.00% |
| FNR 2007-14 KO PO 00.0000 03/25/2037 | 0.00% |
| GNR 2010-9 QI IO 04.5000 01/20/2040 | 0.00% |
| GNR 2019-78 SJ IO 05.1227 06/20/2049 | 0.00% |
| HKD/USD 08/17/2022 UBS | 0.00% |
| JPY/USD 08/17/2022 RBSF | 0.00% |
| MEZZ 2007-C5 X IO P/P 144A 06.5710 12/15/2049 | 0.00% |
| TIAAC 2003-1A E 144A 08.0000 12/28/2038 | 0.00% |
| UBSBB 2012-C4 XA IO 144A 01.5645 12/10/2045 | 0.00% |
| WBCMT 2006-C29 IO IO 00.2248 11/15/2048 | 0.00% |
| WFRBS 2012-C10 XA IO 144A 01.4678 12/15/2045 | 0.00% |
| WFRBS 2012-C9 XA IO 144A 01.8370 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% |
| 2.6095 R ISWP SOFR P 05/24/2032 | -0.00% |
| 2.7285 R ISWP SOFR P 04/21/2032 | -0.00% |
| 2.7445 R ISWP SOFR P 04/25/2027 | -0.00% |
| 2.7615 R ISWP SOFR P 05/20/2032 | -0.00% |
| CHF/USD 06/15/2022 RBSF | -0.00% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 JP | -0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | -0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | -0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | -0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 MS | -0.00% |
| CMB CMBX.NA.BBB-.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 BC | -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% |
| SEK/USD 06/15/2022 JPMCB | -0.00% |
| 2.6645 R ISWP SOFR P 05/02/2027 | -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% |
| 2.453 R ISWP SOFR P 04/11/2027 | -0.00% |
| 2.496 R ISWP SOFR P 04/14/2032 | -0.00% |
| 2.4985 R ISWP SOFR P 05/26/2032 | -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% |
| 2.772 R ISWP SOFR P 05/04/2027 | -0.00% |
| 2.8215 R ISWP SOFR P 05/13/2032 | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| KRW/USD 08/17/2022 JPMCB | -0.00% |
| 2.33 R ISWP SOFR P 04/06/2027 | -0.00% |
| 2.8625 R ISWP SOFR P 05/09/2032 | -0.00% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 CG | -0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 CS | -0.00% |
| 2.836 R ISWP SOFR P 05/06/2027 | -0.01% |
| 2.334 R ISWP FWD SOFR P 04/18/2052 | -0.01% |
| CHF/USD 06/15/2022 SSBT | -0.01% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CG | -0.01% |
| 2.288 R ISWP SOFR P 03/31/2027 | -0.01% |
| AUD/USD 07/20/2022 RBSF | -0.02% |
| US 10YR ULTRA FUT SEP22 UXYU2 | -0.05% |
| 2.05 R ISWP FWD SOFR P 06/15/2052 | -0.06% |
| 1.95 R ISWP FWD SOFR P 06/15/2032 | -0.06% |
| SPX 20220617 P 4000.00JPMCB | -0.10% |
| MSCI EAFE JUN22 MFSM2 | -0.94% |
| FNMA FN30 TBA UMBS 02.0000 06/01/2052 | -1.00% |
| GSGLPWDS P SOFR R 12/15/25 GS | -3.96% |
| S&P500 EMINI FUT JUN22 ESM2 | -4.72% |
| US 5YR NOTE (CBT) JUN22 FVM2 | 4.91% |
|---|---|
| US 2YR NOTE (CBT) JUN22 TUM2 | 4.69% |
| GSGLPWDL R SOFR P 12/15/25 GS | 4.06% |
| APPLE INC SEDOL 2046251 | 3.31% |
| MICROSOFT CORP SEDOL 2588173 | 2.95% |
| FNMA FN30 TBA UMBS 03.5000 06/01/2052 | 2.55% |
| US ULTRA BOND CBT JUN22 WNM2 | 2.31% |
| US 10YR NOTE (CBT)JUN22 TYM2 | 2.14% |
| FNMA FN15 TBA UMBS 02.5000 05/01/2036 | 1.76% |
| AMAZON.COM INC SEDOL 2000019 | 1.62% |
| FNMA FN30 TBA UMBS 04.5000 06/01/2052 | 1.48% |
| FNMA FN30 TBA UMBS 02.5000 05/01/2052 | 1.38% |
| ALPHABET INC-CL A SEDOL BYVY8G0 | 1.37% |
| FNMA FN30 TBA UMBS 03.0000 06/01/2052 | 1.22% |
| US LONG BOND(CBT) JUN22 USM2 | 1.13% |
| NVIDIA CORP SEDOL 2379504 | 0.95% |
| GNMA GII30 TBA 03.0000 05/01/2052 | 0.92% |
| JPMORGAN CHASE & CO SEDOL 2190385 | 0.91% |
| WALMART INC SEDOL 2936921 | 0.88% |
| MERCK & CO. INC. SEDOL 2778844 | 0.82% |
| TESLA INC SEDOL B616C79 | 0.81% |
| FNMA FN30 TBA UMBS 04.0000 05/01/2052 | 0.79% |
| ACCENTURE PLC-CL A SEDOL B4BNMY3 | 0.77% |
| S&P GSCI ER INDEX | 0.66% |
| QUALCOMM INC SEDOL 2714923 | 0.66% |
| INTUIT INC SEDOL 2459020 | 0.61% |
| GOLDMAN SACHS GROUP INC SEDOL 2407966 | 0.58% |
| ALPHABET INC-CL C SEDOL BYY88Y7 | 0.58% |
| ABBVIE INC SEDOL B92SR70 | 0.57% |
| PROCTER & GAMBLE CO/THE SEDOL 2704407 | 0.56% |
| CITIGROUP INC SEDOL 2297907 | 0.56% |
| BOOKING HOLDINGS INC SEDOL BDRXDB4 | 0.55% |
| GNMA GII30 MA6766 03.0000 07/20/2050 | 0.51% |
| TARGET CORP SEDOL 2259101 | 0.51% |
| ADOBE INC SEDOL 2008154 | 0.50% |
| O'REILLY AUTOMOTIVE INC SEDOL B65LWX6 | 0.49% |
| ELI LILLY & CO SEDOL 2516152 | 0.47% |
| FNMA FN30 TBA UMBS 04.0000 06/01/2052 | 0.46% |
| ABBOTT LABORATORIES SEDOL 2002305 | 0.44% |
| CORTEVA INC SEDOL BK73B42 | 0.44% |
| MCKESSON CORP SEDOL 2378534 | 0.44% |
| EXXON MOBIL CORP SEDOL 2326618 | 0.43% |
| FNMA FN30 CA8525 UMBS 02.5000 12/01/2050 | 0.41% |
| FHLMC FR30 ZS4750 UMBS 03.0000 01/01/2048 | 0.41% |
| VERTEX PHARMACEUTICALS INC SEDOL 2931034 | 0.40% |
| GNMA GII30 MA6932 03.0000 10/20/2050 | 0.40% |
| JOHNSON CONTROLS INTERNATION SEDOL BY7QL61 | 0.40% |
| E-MINI RUSS 2000 JUN22 RTYM2 | 0.40% |
| UNION PACIFIC CORP SEDOL 2914734 | 0.40% |
| CADENCE DESIGN SYS INC SEDOL 2302232 | 0.40% |
| PHILIP MORRIS INTERNATIONAL SEDOL B2PKRQ3 | 0.39% |
| AMERICAN ELECTRIC POWER SEDOL 2026242 | 0.38% |
| META PLATFORMS INC-CLASS A SEDOL B7TL820 | 0.37% |
| COCA-COLA CO/THE SEDOL 2206657 | 0.37% |
| TREASURY BILL 00.0000 06/21/2022 | 0.34% |
| BANK OF AMERICA CORP SEDOL 2295677 | 0.34% |
| CISCO SYSTEMS INC SEDOL 2198163 | 0.34% |
| TREASURY BILL 00.0000 06/07/2022 | 0.34% |
| MASTERCARD INC - A SEDOL B121557 | 0.33% |
| CONOCOPHILLIPS | 0.31% |
| GNMA GII30 MA6820 03.0000 08/20/2050 | 0.31% |
| METLIFE INC SEDOL 2573209 | 0.31% |
| SHELL PLC SEDOL BP6MXD8 | 0.30% |
| COLGATE-PALMOLIVE CO SEDOL 2209106 | 0.30% |
| NORTHROP GRUMMAN CORP SEDOL 2648806 | 0.30% |
| CSX CORP SEDOL 2160753 | 0.30% |
| UNITEDHEALTH GROUP INC SEDOL 2917766 | 0.30% |
| AMERICAN TOWER CORP SEDOL B7FBFL2 | 0.29% |
| ANTHEM INC SEDOL BSPHGL4 | 0.29% |
| REGENERON PHARMACEUTICALS SEDOL 2730190 | 0.28% |
| SYNOPSYS INC SEDOL 2867719 | 0.28% |
| AUTOZONE INC SEDOL 2065955 | 0.27% |
| VISA INC-CLASS A SHARES SEDOL B2PZN04 | 0.27% |
| DANAHER CORP SEDOL 2250870 | 0.27% |
| VALERO ENERGY CORP SEDOL 2041364 | 0.26% |
| JOHNSON & JOHNSON SEDOL 2475833 | 0.26% |
| GENERAL DYNAMICS CORP SEDOL 2365161 | 0.26% |
| AT&T INC SEDOL 2831811 | 0.25% |
| HONEYWELL INTERNATIONAL INC SEDOL 2020459 | 0.25% |
| PALO ALTO NETWORKS INC SEDOL B87ZMX0 | 0.25% |
| FREEPORT-MCMORAN INC SEDOL 2352118 | 0.25% |
| FORD MOTOR CO SEDOL 2615468 | 0.24% |
| TREASURY BILL 00.0000 05/19/2022 | 0.24% |
| TREASURY BILL 00.0000 06/09/2022 | 0.24% |
| COSTCO WHOLESALE CORP SEDOL 2701271 | 0.23% |
| CHEVRON CORP | 0.23% |
| FNMA FN30 FM4328 UMBS 02.5000 09/01/2050 | 0.22% |
| PFIZER INC SEDOL 2684703 | 0.22% |
| LOCKHEED MARTIN CORP SEDOL 2522096 | 0.22% |
| FNMA FN30 TBA UMBS 06.0000 05/01/2052 | 0.22% |
| PEPSICO INC SEDOL 2681511 | 0.22% |
| DIAGEO PLC SEDOL 0237400 | 0.22% |
| COMCAST CORP-CLASS A SEDOL 2044545 | 0.22% |
| VERIZON COMMUNICATIONS INC SEDOL 2090571 | 0.22% |
| RAYTHEON TECHNOLOGIES CORP SEDOL BM5M5Y3 | 0.21% |
| MEDTRONIC PLC SEDOL BTN1Y11 | 0.21% |
| NRG ENERGY INC SEDOL 2212922 | 0.20% |
| CRH PLC SEDOL 4182249 | 0.20% |
| GARTNER INC SEDOL 2372763 | 0.20% |
| ASTRAZENECA PLC-SPONS ADR SEDOL 2989044 | 0.20% |
| SNOWFLAKE INC-CLASS A SEDOL BN134B7 | 0.20% |
| AMERIPRISE FINANCIAL INC SEDOL B0J7D57 | 0.20% |
| IQVIA HOLDINGS INC SEDOL BDR73G1 | 0.20% |
| UNIVERSAL MUSIC GROUP NV SEDOL BNZGVV1 | 0.20% |
| CROWN CASTLE INTL CORP SEDOL BTGQCX1 | 0.20% |
| MARATHON OIL CORP SEDOL 2910970 | 0.19% |
| EXELON CORP SEDOL 2670519 | 0.19% |
| FNMA FN30 BQ1269 UMBS 02.5000 08/01/2050 | 0.19% |
| GAMING AND LEISURE PROPERTIE SEDOL BFPK4S5 | 0.19% |
| AMETEK INC SEDOL 2089212 | 0.19% |
| THERMO FISHER SCIENTIFIC INC SEDOL 2886907 | 0.19% |
| DBS GROUP HOLDINGS LTD SEDOL 6175203 | 0.18% |
| SHELL PLC SEDOL BP6MXT4 | 0.18% |
| HOME DEPOT INC SEDOL 2434209 | 0.18% |
| ROCHE HOLDING AG-GENUSSCHEIN SEDOL 7110388 | 0.18% |
| SONY GROUP CORP SEDOL 6821506 | 0.18% |
| FNMA FN30 FM1741 UMBS 04.0000 04/01/2049 | 0.18% |
| PNC FINANCIAL SERVICES GROUP SEDOL 2692665 | 0.18% |
| DEERE & CO SEDOL 2261203 | 0.18% |
| FNMA FN30 MA3563 UMBS 04.0000 01/01/2049 | 0.17% |
| FORTIVE CORP SEDOL BYT3MK1 | 0.17% |
| KEURIG DR PEPPER INC SEDOL BD3W133 | 0.17% |
| AMERICAN INTERNATIONAL GROUP SEDOL 2027342 | 0.17% |
| NIKE INC -CL B SEDOL 2640147 | 0.17% |
| UBER TECHNOLOGIES INC SEDOL BK6N347 | 0.17% |
| FHLMC FR30 QC4957 UMBS 02.5000 08/01/2051 | 0.17% |
| SOUTHWEST AIRLINES CO SEDOL 2831543 | 0.17% |
| EDWARDS LIFESCIENCES CORP SEDOL 2567116 | 0.16% |
| ASTRAZENECA PLC SEDOL 0989529 | 0.16% |
| FNMA FN30 BT7180 UMBS 02.5000 08/01/2051 | 0.16% |
| MERCK KGAA SEDOL 4741844 | 0.16% |
| BJ'S WHOLESALE CLUB HOLDINGS SEDOL BFZNZF8 | 0.16% |
| DUPONT DE NEMOURS INC SEDOL BK0VN47 | 0.16% |
| FIDELITY NATIONAL INFO SERV SEDOL 2769796 | 0.16% |
| BRENNTAG SE SEDOL B4YVF56 | 0.15% |
| HOYA CORP SEDOL 6441506 | 0.15% |
| CAPGEMINI SE SEDOL 4163437 | 0.15% |
| FNMA FN30 BQ0329 UMBS 02.5000 07/01/2050 | 0.15% |
| SHERWIN-WILLIAMS CO/THE SEDOL 2804211 | 0.15% |
| GENERAL MOTORS CO SEDOL B665KZ5 | 0.15% |
| LONZA GROUP AG-REG SEDOL 7333378 | 0.15% |
| REPUBLIC SERVICES INC SEDOL 2262530 | 0.15% |
| WELLS FARGO & COMPANY 03.3500 03/02/2033 | 0.15% |
| ATLASSIAN CORP PLC-CLASS A SEDOL BZ09BD1 | 0.15% |
| EATON CORP PLC SEDOL B8KQN82 | 0.15% |
| FNMA FN30 FM7741 UMBS 02.5000 05/01/2051 | 0.15% |
| NOVO NORDISK A/S-B SEDOL BHC8X90 | 0.15% |
| EQUITABLE HOLDINGS INC SEDOL BKRMR96 | 0.15% |
| NOVARTIS AG-REG SEDOL 7103065 | 0.15% |
| ASSURED GUARANTY LTD SEDOL B00V7H8 | 0.15% |
| AXA SA SEDOL 7088429 | 0.15% |
| WEYERHAEUSER CO SEDOL 2958936 | 0.15% |
| EASTMAN CHEMICAL CO SEDOL 2298386 | 0.14% |
| ALLY FINANCIAL INC SEDOL B72XK05 | 0.14% |
| ANGLO AMERICAN PLC SEDOL B1XZS82 | 0.14% |
| SERVICENOW INC SEDOL B80NXX8 | 0.14% |
| HILTON WORLDWIDE HOLDINGS IN SEDOL BYVMW06 | 0.14% |
| PULTEGROUP INC SEDOL 2708841 | 0.14% |
| ABBVIE INC 03.2000 11/21/2029 | 0.14% |
| DEUTSCHE POST AG-REG SEDOL 4617859 | 0.14% |
| LULULEMON ATHLETICA INC SEDOL B23FN39 | 0.14% |
| COMPAGNIE DE SAINT-GOBAIN SEDOL 7380482 | 0.13% |
| INTUITIVE SURGICAL INC SEDOL 2871301 | 0.13% |
| PINTEREST INC- CLASS A SEDOL BJ2Z0H2 | 0.13% |
| CBRE GROUP INC - A SEDOL B6WVMH3 | 0.13% |
| TARGA RESOURCES CORP SEDOL B55PZY3 | 0.13% |
| DEUTSCHE BOERSE AG SEDOL 7021963 | 0.13% |
| FNMA FN30 MA2737 UMBS 03.0000 09/01/2046 | 0.13% |
| PURE STORAGE INC - CLASS A SEDOL BYZ62T3 | 0.13% |
| SANOFI SEDOL 5671735 | 0.13% |
| CITIGROUP INC 03.6680 07/24/2028 | 0.13% |
| JPMORGAN CHASE & CO 03.6250 12/01/2027 | 0.12% |
| LVMH MOET HENNESSY LOUIS VUI SEDOL 4061412 | 0.12% |
| MORGAN STANLEY 03.7720 01/24/2029 | 0.12% |
| AES CORP SEDOL 2002479 | 0.12% |
| BRISTOL-MYERS SQUIBB CO SEDOL 2126335 | 0.12% |
| BOSTON PROPERTIES INC SEDOL 2019479 | 0.12% |
| FNMA FN30 FM7985 UMBS 02.5000 07/01/2051 | 0.12% |
| CAPITAL ONE FINANCIAL CORP SEDOL 2654461 | 0.12% |
| MITSUBISHI UFJ FINANCIAL GRO SEDOL 6335171 | 0.12% |
| PUBLICIS GROUPE SEDOL 4380429 | 0.12% |
| AGILENT TECHNOLOGIES INC SEDOL 2520153 | 0.12% |
| DEXCOM INC SEDOL B0796X4 | 0.12% |
| 1.85 R ISWP FWD SOFR P 06/15/2027 | 0.12% |
| FNMA FN30 AL9859 UMBS 03.0000 03/01/2047 | 0.12% |
| HCA HEALTHCARE INC SEDOL B4MGBG6 | 0.12% |
| MARVELL TECHNOLOGY INC SEDOL BNKJSM5 | 0.12% |
| HALLIBURTON CO SEDOL 2405302 | 0.11% |
| CK HUTCHISON HOLDINGS LTD SEDOL BW9P816 | 0.11% |
| GOLDMAN SACHS GROUP INC 03.8500 01/26/2027 | 0.11% |
| ORACLE CORP SEDOL 2661568 | 0.11% |
| AMEREN CORPORATION SEDOL 2050832 | 0.11% |
| CHARTER COMMUNICATIONS INC-A SEDOL BZ6VT82 | 0.11% |
| FHLMC FR30 QC1327 UMBS 02.5000 05/01/2051 | 0.11% |
| SALESFORCE INC SEDOL 2310525 | 0.11% |
| APOLLO GLOBAL MANAGEMENT INC SEDOL BN44JF6 | 0.11% |
| MITSUBISHI CORP SEDOL 6596785 | 0.11% |
| TJX COMPANIES INC SEDOL 2989301 | 0.11% |
| ADVANCED MICRO DEVICES SEDOL 2007849 | 0.11% |
| BANK OF AMERICA CORP 03.8460 03/08/2037 | 0.11% |
| CONSTELLATION ENERGY SEDOL BMH4FS1 | 0.11% |
| LIVE NATION ENTERTAINMENT IN SEDOL B0T7YX2 | 0.11% |
| ALLIANZ SE-REG SEDOL 5231485 | 0.11% |
| MORGAN STANLEY 03.1250 01/23/2023 | 0.11% |
| UNITED RENTALS INC SEDOL 2134781 | 0.10% |
| BNP PARIBAS SEDOL 7309681 | 0.10% |
| CUBESMART SEDOL B6SW913 | 0.10% |
| MAGALLANES INC P/P 144A 04.2790 03/15/2032 | 0.10% |
| APPLIED MATERIALS INC SEDOL 2046552 | 0.10% |
| AT&T INC 02.5500 12/01/2033 | 0.10% |
| MODERNA INC SEDOL BGSXTS3 | 0.10% |
| ARAMARK SEDOL BH3XG17 | 0.10% |
| BANK OF AMERICA CORP 01.7340 07/22/2027 | 0.10% |
| CHIPOTLE MEXICAN GRILL INC SEDOL B0X7DZ3 | 0.10% |
| COCA-COLA EUROPACIFIC PARTNE SEDOL BYQQ3P5 | 0.10% |
| IDEXX LABORATORIES INC SEDOL 2459202 | 0.10% |
| KINDER MORGAN INC SEDOL B3NQ4P8 | 0.10% |
| JPMORGAN CHASE & CO 03.9640 11/15/2048 | 0.10% |
| BANK OF IRELAND GROUP PLC SEDOL BD1RP61 | 0.10% |
| FNMA FN30 BM5024 UMBS 03.0000 11/01/2048 | 0.10% |
| L OREAL SEDOL 4057808 | 0.10% |
| LIFE STORAGE INC SEDOL BDCSFJ6 | 0.10% |
| PPG INDUSTRIES INC SEDOL 2698470 | 0.10% |
| BERKSHIRE HATHAWAY INC-CL B SEDOL 2073390 | 0.10% |
| ESTEE LAUDER COMPANIES-CL A SEDOL 2320524 | 0.10% |
| MOLINA HEALTHCARE INC SEDOL 2212706 | 0.10% |
| REPUBLIC OF INDONESIA REGS 04.7500 01/08/2026 | 0.10% |
| STACR 2018-HRP2 M3AS 01.6679 02/25/2047 | 0.10% |
| VERIZON COMM 04.3290 09/21/2028 | 0.10% |
| LINDE PLC SEDOL BYWD9S5 | 0.10% |
| UBS GROUP AG P/P 144A 03.4910 05/23/2023 | 0.10% |
| FHR 5119 IC IO 04.0000 06/25/2051 | 0.10% |
| ASAHI GROUP HOLDINGS LTD SEDOL 6054409 | 0.10% |
| ASML HOLDING NV SEDOL B929F46 | 0.10% |
| CVS HEALTH CORP 04.7800 03/25/2038 | 0.10% |
| THALES SA SEDOL 4162791 | 0.10% |
| MARATHON PETROLEUM CORP SEDOL B3K3L40 | 0.09% |
| STACR 2016-DNA2 M3 05.3179 10/25/2028 | 0.09% |
| UBS GROUP AG-REG SEDOL BRJL176 | 0.09% |
| FNR 2021-67 DI IO 04.0000 10/25/2051 | 0.09% |
| NEW YORK LIFE INS P/P 144A 01.1000 05/05/2023 | 0.09% |
| PACIFIC GAS & ELECTRIC 01.3670 03/10/2023 | 0.09% |
| STARBUCKS CORP SEDOL 2842255 | 0.09% |
| AIA GROUP LTD SEDOL B4TX8S1 | 0.09% |
| JERONIMO MARTINS SEDOL B1Y1SQ7 | 0.09% |
| RIO TINTO PLC SEDOL 0718875 | 0.09% |
| TEXTRON INC SEDOL 2885937 | 0.09% |
| FNMA FN30 FM7995 UMBS 02.5000 07/01/2051 | 0.09% |
| MICROSOFT CORP 02.4000 08/08/2026 | 0.09% |
| TREASURY BILL 00.0000 06/16/2022 | 0.09% |
| LONDON STOCK EXCHANGE GROUP SEDOL B0SWJX3 | 0.09% |
| NESTLE SA-REG SEDOL 7123870 | 0.09% |
| T-MOBILE US INC SEDOL B94Q9V0 | 0.09% |
| T-MOBILE US INC P/P 144A 05.2500 CV PFD | 0.09% |
| EAST WEST BANCORP INC SEDOL 2487407 | 0.08% |
| KDDI CORP SEDOL 6248990 | 0.08% |
| FHR 5080 DI IO 04.0000 03/25/2051 | 0.08% |
| OTIS WORLDWIDE CORP SEDOL BK531S8 | 0.08% |
| BANCO SANTANDER SA SEDOL 5705946 | 0.08% |
| ENTERPRISE PRODUCTS PARTNERS SEDOL 2285388 | 0.08% |
| HANA FINANCIAL GROUP SEDOL B0RNRF5 | 0.08% |
| RENESAS ELECTRONICS CORP SEDOL 6635677 | 0.08% |
| UNITED MEXICAN STATES USD 02.6590 05/24/2031 | 0.08% |
| BP PLC SEDOL 0798059 | 0.08% |
| MSCI INC SEDOL B2972D2 | 0.08% |
| BANK OF AMERICA CORP 06.1100 01/29/2037 | 0.08% |
| FNMA FN30 BR5618 UMBS 02.5000 03/01/2051 | 0.08% |
| AERCAP IRELAND CAP/GLOBA USD 03.3000 01/30/2032 | 0.08% |
| EQUINOR ASA SEDOL 7133608 | 0.08% |
| GOODMAN GROUP SEDOL B03FYZ4 | 0.08% |
| GENUINE PARTS CO SEDOL 2367480 | 0.08% |
| NINTENDO CO LTD SEDOL 6639550 | 0.08% |
| SPX 20220617 P 3500.00JPMCB | 0.08% |
| TEXAS INSTRUMENTS INC SEDOL 2885409 | 0.08% |
| AVERY DENNISON CORP SEDOL 2066408 | 0.08% |
| TORONTO-DOMINION BANK USD 01.9000 12/01/2022 | 0.08% |
| WESFARMERS LTD SEDOL 6948836 | 0.08% |
| BANK LEUMI LE-ISRAEL SEDOL 6076425 | 0.07% |
| SCHNEIDER ELECTRIC SE SEDOL 4834108 | 0.07% |
| BHP GROUP LTD SEDOL 6144690 | 0.07% |
| DBUBS 2011-LC3A D 144A 05.5497 08/10/2044 | 0.07% |
| EQUINIX INC. 02.9000 11/18/2026 | 0.07% |
| FHR 5117 CI IO 05.0000 06/25/2051 | 0.07% |
| GLAXOSMITHKLINE PLC SEDOL 0925288 | 0.07% |
| KONINKLIJKE AHOLD DELHAIZE N SEDOL BD0Q398 | 0.07% |
| SCHWAB (CHARLES) CORP SEDOL 2779397 | 0.07% |
| ALLY FINANCIAL INC 08.0000 11/01/2031 | 0.07% |
| ERICSSON LM-B SHS SEDOL 5959378 | 0.07% |
| AT&T INC 03.5500 09/15/2055 | 0.07% |
| HOLOGIC INC SEDOL 2433530 | 0.07% |
| UNITED OVERSEAS BANK LTD SEDOL 6916781 | 0.07% |
| WASTE CONNECTIONS INC SEDOL BYVG1F6 | 0.07% |
| APPLE INC 04.2500 02/09/2047 | 0.07% |
| BANCO BILBAO VIZCAYA ARGENTA SEDOL 5501906 | 0.07% |
| ICON PLC SEDOL B94G471 | 0.07% |
| SONIC HEALTHCARE LTD SEDOL 6821120 | 0.07% |
| ORACLE CORP 02.5000 10/15/2022 | 0.07% |
| THOMSON REUTERS CORP SEDOL BFXPTB0 | 0.07% |
| DANAHER CORP 05.0000 CV PFD | 0.07% |
| ECOLAB INC 02.7000 11/01/2026 | 0.07% |
| NXP SEMICONDUCTORS NV SEDOL B505PN7 | 0.07% |
| PAYPAL HOLDINGS INC SEDOL BYW36M8 | 0.07% |
| SHIN-ETSU CHEMICAL CO LTD SEDOL 6804585 | 0.07% |
| UNITEDHEALTH GROUP INC 03.8500 06/15/2028 | 0.07% |
| VONTIER CORP SEDOL BH4GV32 | 0.07% |
| CCO HOLDINGS LLC P/P 144A 05.3750 06/01/2029 | 0.07% |
| CFMT 2021-HB7 M2 02.6791 10/27/2031 | 0.07% |
| DEUTSCHE BANK NY 01.6860 03/19/2026 | 0.07% |
| FHR 5162 HI IO 04.0000 11/25/2051 | 0.07% |
| SYNCHRONY FINANCIAL SEDOL BP96PS6 | 0.07% |
| TELSTRA CORP LTD SEDOL 6087289 | 0.07% |
| ZEBRA TECHNOLOGIES CORP-CL A SEDOL 2989356 | 0.07% |
| FERGUSON PLC SEDOL BJVNSS4 | 0.07% |
| FHR 5127 AI IO 03.0000 06/25/2051 | 0.07% |
| NIPPON TELEGRAPH & TELEPHONE SEDOL 6641373 | 0.07% |
| CAPITAL ONE FINANCIAL CO 02.3590 07/29/2032 | 0.06% |
| COGECO COMMUNICATIONS INC SEDOL BZCDFX9 | 0.06% |
| FORTUM OYJ SEDOL 5579550 | 0.06% |
| AMAZON.COM INC 03.1500 08/22/2027 | 0.06% |
| STATE STREET CORP SEDOL 2842040 | 0.06% |
| ENTERPRISE PRODUCTS OPER 04.2500 02/15/2048 | 0.06% |
| EOG RESOURCES INC SEDOL 2318024 | 0.06% |
| EQUIFAX INC SEDOL 2319146 | 0.06% |
| HERMES INTERNATIONAL SEDOL 5253973 | 0.06% |
| PRUDENTIAL PLC SEDOL 0709954 | 0.06% |
| AIRBNB INC-CLASS A SEDOL BMGYYH4 | 0.06% |
| FHR 5138 YI IO 04.5000 12/25/2049 | 0.06% |
| INVESTOR AB-B SHS SEDOL BMV7PQ4 | 0.06% |
| MICROSOFT CORP 02.9210 03/17/2052 | 0.06% |
| NESTLE HOLDINGS INC P/P 144A 00.3750 01/15/2024 | 0.06% |
| STELLANTIS NV SEDOL BMD8F98 | 0.06% |
| TENET HEALTHCARE P/P 144A 04.8750 01/01/2026 | 0.06% |
| BF0101 03.5000 06/01/2056 | 0.06% |
| BROADCOM CRP / CAYM 03.5000 01/15/2028 | 0.06% |
| FHR 5094 AI IO 03.0000 04/25/2041 | 0.06% |
| FHR 5152 IE IO 03.5000 10/25/2051 | 0.06% |
| PARTNERS GROUP HOLDING AG SEDOL B119QG0 | 0.06% |
| RHEINMETALL AG SEDOL 5334588 | 0.06% |
| CF INDUSTRIES INC 04.9500 06/01/2043 | 0.06% |
| COLES GROUP LTD SEDOL BYWR0T5 | 0.06% |
| DNB BANK ASA P/P 144A 02.1500 12/02/2022 | 0.06% |
| ELMW8 2021-1A B1 144A 02.6127 01/20/2034 | 0.06% |
| IMPERIAL BRANDS PLC SEDOL 0454492 | 0.06% |
| INTERPUBLIC GRP 04.6500 10/01/2028 | 0.06% |
| JPMORGAN CHASE & CO 03.3750 05/01/2023 | 0.06% |
| YAMAHA MOTOR CO LTD SEDOL 6985264 | 0.06% |
| GOLDMAN SACHS GROUP INC 04.2230 05/01/2029 | 0.06% |
| PETROLEOS MEXICANOS USD 06.7000 02/16/2032 | 0.06% |
| NOVARTIS CAPITAL CORP 04.0000 11/20/2045 | 0.06% |
| SUMITOMO TR&BK P/P 144A 00.8000 09/12/2023 | 0.06% |
| BRISTOL-MYERS 03.2500 02/20/2023 | 0.06% |
| CNH INDUSTRIAL NV SEDOL BDSV2V0 | 0.06% |
| EMERSON ELECTRIC CO SEDOL 2313405 | 0.06% |
| FHR 5167 IO IO 03.0000 11/25/2051 | 0.06% |
| SANDVIK AB SEDOL B1VQ252 | 0.06% |
| CAS 2016-C04 1M2 04.9179 01/25/2029 | 0.06% |
| ENERGY TRANSFER LP 06.6250 02/15/2028 | 0.06% |
| CK ASSET HOLDINGS LTD SEDOL BYZQ077 | 0.06% |
| FHR 5174 NI IO 03.5000 12/25/2051 | 0.06% |
| GENERAL MOTORS FINL CO 04.0000 10/06/2026 | 0.06% |
| GNR 2021-117 MI IO 03.5000 05/20/2042 | 0.06% |
| ORACLE CORP 04.0000 11/15/2047 | 0.06% |
| 1.80 R ISWP FWD SOFR P 06/15/2024 | 0.05% |
| COMM 2014-CR21 AM 03.9870 12/10/2047 | 0.05% |
| ENERGY TRANSFER LP 03.7500 05/15/2030 | 0.05% |
| FHR 5134 IB IO 04.0000 08/25/2051 | 0.05% |
| FNR 2020-67 JI IO 04.0000 09/25/2050 | 0.05% |
| FNR 2021-28 GI IO 04.0000 05/25/2051 | 0.05% |
| AVIVA PLC SEDOL 0216238 | 0.05% |
| CREDIT SUISSE GRP AG P/P 144A 02.1930 06/05/2026 | 0.05% |
| DAIKIN INDUSTRIES LTD SEDOL 6250724 | 0.05% |
| GENERAL ELECTRIC CO SEDOL BL59CR9 | 0.05% |
| NORDSON CORP SEDOL 2641838 | 0.05% |
| SPST 2022-2 A1 01.5760 05/25/2023 | 0.05% |
| WFRBS 2013-C18 AS 04.3870 12/15/2046 | 0.05% |
| AIR LEASE CORP 03.2500 10/01/2029 | 0.05% |
| COMMONWEALTH BK AUST P/P 144A 03.1500 09/19/2027 | 0.05% |
| KEYCORP SEDOL 2490911 | 0.05% |
| LABORATORY CRP OF AMER HLDGS SEDOL 2586122 | 0.05% |
| CANADIAN PACIFIC RAILWAY USD 01.7500 12/02/2026 | 0.05% |
| FIRST-CITIZENS BANK/TRST 06.1250 03/09/2028 | 0.05% |
| LNSTR 2015-3 B P/P 144A 03.2968 04/20/2048 | 0.05% |
| PORSCHE AUTOMOBIL HLDG-PRF SEDOL 7101069 | 0.05% |
| SHELL INTERNATIONAL FIN USD 02.8750 05/10/2026 | 0.05% |
| BOOZ ALLEN HAMILTON HOLDINGS SEDOL B5367T7 | 0.05% |
| CAS 2016-C05 2M2 05.1179 01/25/2029 | 0.05% |
| CSAIL 2015-C1 C 04.4021 04/15/2050 | 0.05% |
| IVORY COAST REGS 06.1250 06/15/2033 | 0.05% |
| MANHATTAN ASSOCIATES INC SEDOL 2239471 | 0.05% |
| NETWORK INTERNATIONAL HOLDIN SEDOL BH3VJ78 | 0.05% |
| PSTAT 2022-2A A2 144A 03.8000 10/15/2030 | 0.05% |
| SPRINT CAPITAL CORPORATION 06.8750 11/15/2028 | 0.05% |
| STACR 2016-DNA1 M3 06.0066 07/25/2028 | 0.05% |
| T-MOBILE USA INC 03.7500 04/15/2027 | 0.05% |
| APID 2013-12A BR 144A 02.4443 04/15/2031 | 0.05% |
| BANCO SANTANDER SA USD 03.2250 11/22/2032 | 0.05% |
| CITRIX SYSTEMS INC 01.2500 03/01/2026 | 0.05% |
| ELM12 2021-5A B 144A 02.7627 01/20/2035 | 0.05% |
| GARMIN LTD SEDOL B3Z5T14 | 0.05% |
| JPMORGAN CHASE & CO 04.6000 02/01/2025 | 0.05% |
| FHR 5024 HI IO 04.5000 10/25/2050 | 0.05% |
| FNR 2020-96 JI IO 03.0000 01/25/2051 | 0.05% |
| NIPPON YUSEN KABUSHIKI KAISH SEDOL 6643960 | 0.05% |
| NOMURA RESEARCH INSTITUTE LT SEDOL 6390921 | 0.05% |
| ROCHE HOLDINGS INC P/P 144A 04.0000 11/28/2044 | 0.05% |
| WFRBS 2013-C11 C 04.3151 03/15/2045 | 0.05% |
| AMERICAN ELECTRIC POWER 04.3000 12/01/2028 | 0.05% |
| ANHEUSER-BUSCH INBEV WOR 04.6000 04/15/2048 | 0.05% |
| AT&T INC 04.7500 05/15/2046 | 0.05% |
| BLUESCOPE STEEL LTD SEDOL 6533232 | 0.05% |
| CAE INC SEDOL 2162760 | 0.05% |
| CAS 2015-C04 1M2 06.3679 04/25/2028 | 0.05% |
| CSAIL 2015-C1 AS 03.7910 04/15/2050 | 0.05% |
| FAIRFAX FINL HLDGS USD 04.8500 04/17/2028 | 0.05% |
| FHR 5121 KI IO 04.0000 06/25/2051 | 0.05% |
| NORTHROP GRUMMAN CORP 03.2500 01/15/2028 | 0.05% |
| SAGE GROUP PLC/THE SEDOL B8C3BL0 | 0.05% |
| BRISTOL-MYERS 02.9000 07/26/2024 | 0.05% |
| D.R. HORTON INC 01.3000 10/15/2026 | 0.05% |
| EIFFAGE SEDOL B13X013 | 0.05% |
| FNR 2021-45 MI IO 02.5000 02/25/2049 | 0.05% |
| INTERCONTINENTAL HOTELS GROU SEDOL BHJYC05 | 0.05% |
| ORACLE CORP 02.5000 05/15/2022 | 0.05% |
| SPST 2021-16 A1 01.2879 11/07/2022 | 0.05% |
| US BANCORP 02.4910 11/03/2036 | 0.05% |
| DAIWA HOUSE INDUSTRY CO LTD SEDOL 6251363 | 0.04% |
| FHR 5036 IK IO 04.0000 04/25/2050 | 0.04% |
| FHR 5142 AI IO 03.5000 09/25/2051 | 0.04% |
| FHR 5170 CI IO 05.5000 05/25/2044 | 0.04% |
| JD SPORTS FASHION PLC SEDOL BM8Q5M0 | 0.04% |
| PUBLIC STORAGE SEDOL 2852533 | 0.04% |
| REPUBLIC OF CHILE USD 04.3400 03/07/2042 | 0.04% |
| T-MOBILE USA INC 02.2500 11/15/2031 | 0.04% |
| TATA CONSULTANCY SVS LTD SEDOL B01NPJ1 | 0.04% |
| UNUM GROUP SEDOL 2433842 | 0.04% |
| APA CORP SEDOL BNNF1C1 | 0.04% |
| CAS 2015-C04 2M2 06.2179 04/25/2028 | 0.04% |
| JAMES HARDIE INDUSTRIES-CDI SEDOL B60QWJ2 | 0.04% |
| KONINKLIJKE KPN NV SEDOL 5956078 | 0.04% |
| MSBAM 2014-C17 C 04.6374 08/15/2047 | 0.04% |
| WYNDHAM HOTELS & RESORTS INC SEDOL BF108P4 | 0.04% |
| CEDF 2021-14A B 144A 02.6443 07/15/2033 | 0.04% |
| COMCAST CORP 03.9690 11/01/2047 | 0.04% |
| CONTINENTAL RESOURCES 04.3750 01/15/2028 | 0.04% |
| DAI-ICHI LIFE HOLDINGS INC SEDOL B601QS4 | 0.04% |
| DCC PLC SEDOL 0242493 | 0.04% |
| FNMA FN30 BM1172 UMBS 03.0000 03/01/2047 | 0.04% |
| FNR 2021-28 NI IO 03.0000 05/25/2041 | 0.04% |
| HLSY 2019-1A A1A1 144A 02.4127 01/20/2033 | 0.04% |
| MURATA MANUFACTURING CO LTD SEDOL 6610403 | 0.04% |
| RAYTHEON TECH CORP 04.1250 11/16/2028 | 0.04% |
| ROMANIA P/P 144A 03.0000 02/27/2027 | 0.04% |
| SIRIUS XM RADIO INC P/P 144A 03.8750 09/01/2031 | 0.04% |
| TELEFONICA EMISIONES SAU USD 04.8950 03/06/2048 | 0.04% |
| CSMC 2016-NXSR C 04.5984 12/15/2049 | 0.04% |
| ENTAIN PLC SEDOL B5VQMV6 | 0.04% |
| ORACLE CORP JAPAN SEDOL 6141680 | 0.04% |
| REP OF INDONESIA P/P 144A 04.3500 01/08/2027 | 0.04% |
| SPST 2021-10 A 00.0000 08/08/2022 | 0.04% |
| TOKYO GAS CO LTD SEDOL 6895448 | 0.04% |
| TYSON FOODS INC-CL A SEDOL 2909730 | 0.04% |
| AMERICAN CAMPUS COMMUNITIES SEDOL B02H871 | 0.04% |
| ASHTEAD CAPITAL INC P/P 144A 04.3750 08/15/2027 | 0.04% |
| BIOGEN INC 03.6250 09/15/2022 | 0.04% |
| CAS 2016-C01 1M2 07.4179 08/25/2028 | 0.04% |
| GLM 2019-5A BR 144A 02.6127 10/20/2032 | 0.04% |
| SIRIUS XM RADIO INC P/P 144A 05.0000 08/01/2027 | 0.04% |
| SK TELECOM SEDOL 6224871 | 0.04% |
| WESTLAKE CORP 03.6000 08/15/2026 | 0.04% |
| 3I GROUP PLC SEDOL B1YW440 | 0.04% |
| BBCMS 2019-C4 XA IO 01.7321 08/15/2052 | 0.04% |
| CECLO 2020-29A AR 144A 02.2327 10/20/2034 | 0.04% |
| COMCAST CORPORATION 03.3750 02/15/2025 | 0.04% |
| COMM 2013-CR13 C 05.0419 11/10/2046 | 0.04% |
| PANDORA A/S SEDOL B44XTX8 | 0.04% |
| REPUBLIC OF SENEGAL REGS 06.2500 05/23/2033 | 0.04% |
| SLM CORP | 0.04% |
| AGL 2021-13A A1 144A 02.2227 10/20/2034 | 0.04% |
| AMERICAN TOWER CORPORATION 02.7500 01/15/2027 | 0.04% |
| DUKE ENERGY CORP 03.1500 08/15/2027 | 0.04% |
| MANPOWERGROUP INC SEDOL 2562490 | 0.04% |
| MINEBEA CO LTD SEDOL 6642406 | 0.04% |
| MORGAN STANLEY 04.3750 01/22/2047 | 0.04% |
| OLIN CORP SEDOL 2658526 | 0.04% |
| SHIMADZU CORP SEDOL 6804369 | 0.04% |
| TORONTO-DOMINION BANK USD 03.6250 09/15/2031 | 0.04% |
| VISTRA CORP SEDOL BZ8VJQ8 | 0.04% |
| WESTROCK CO SEDOL BYR0914 | 0.04% |
| ARES CAPITAL CORP 02.8750 06/15/2027 | 0.04% |
| BERRY GLOBAL INC 01.5700 01/15/2026 | 0.04% |
| CINTAS CORP SEDOL 2197137 | 0.04% |
| CLEAN HARBORS INC SEDOL 2202473 | 0.04% |
| DUKE ENERGY CORP SEDOL B7VD3F2 | 0.04% |
| EOG RESOURCES INC 02.6250 03/15/2023 | 0.04% |
| FNMA FN30 AS7003 UMBS 03.0000 04/01/2046 | 0.04% |
| HERSHEY CO/THE SEDOL 2422806 | 0.04% |
| MARSH & MCLENNAN COS SEDOL 2567741 | 0.04% |
| PROLOGIS INC SEDOL B44WZD7 | 0.04% |
| RECRUIT HOLDINGS CO LTD SEDOL BQRRZ00 | 0.04% |
| SIXST 2020-16A B 144A 02.9127 10/20/2032 | 0.04% |
| STACR 2016-HQA1 M3 07.0179 09/25/2028 | 0.04% |
| WR BERKLEY CORP SEDOL 2093644 | 0.04% |
| XCEL ENERGY INC SEDOL 2614807 | 0.04% |
| AMERISOURCEBERGEN CORP | 0.04% |
| ARISTOCRAT LEISURE LTD SEDOL 6253983 | 0.04% |
| BRISTOL-MYERS 03.2500 08/15/2022 | 0.04% |
| CIGNA CORP SEDOL BHJ0775 | 0.04% |
| COVESTRO AG SEDOL BYTBWY9 | 0.04% |
| EQUITY LIFESTYLE PROPERTIES SEDOL 2563125 | 0.04% |
| FNR 2017-69 SG IO 05.4821 09/25/2047 | 0.04% |
| MATCH GRP HLD II LLC P/P 144A 04.6250 06/01/2028 | 0.04% |
| MWST 2021-2 A 01.4179 04/25/2055 | 0.04% |
| NETFLIX INC. 05.8750 11/15/2028 | 0.04% |
| ZAIS 2019-13A A1A 144A 02.5343 07/15/2032 | 0.04% |
| BECTON DICKINSON AND CO 01.9570 02/11/2031 | 0.04% |
| BOC HONG KONG HOLDINGS LTD SEDOL 6536112 | 0.04% |
| COMM 2010-C1 D 144A 05.9851 07/10/2046 | 0.04% |
| CONTINENTAL RESOURCE P/P 144A 02.8750 04/01/2032 | 0.04% |
| DOW INC SEDOL BHXCF84 | 0.04% |
| EUROFINS SCIENTIFIC SEDOL BNDPYV1 | 0.04% |
| EXELIXIS INC SEDOL 2576941 | 0.04% |
| FLEETCOR TECHNOLOGIES INC SEDOL B4R28B3 | 0.04% |
| FNR 2021-65 LI IO 03.5000 10/25/2051 | 0.04% |
| IBM CORP 01.8750 08/01/2022 | 0.04% |
| KRAFT HEINZ FOODS CO 03.8750 05/15/2027 | 0.04% |
| MOODY'S CORPORATION 02.0000 08/19/2031 | 0.04% |
| OMNICOM GP/OMNICOM CAP 03.6000 04/15/2026 | 0.04% |
| RMLT 2020-2 A2 02.5080 05/25/2060 | 0.04% |
| VAIL RESORTS INC SEDOL 2954194 | 0.04% |
| ABBSL 2021-2A A 144A 02.1443 04/15/2034 | 0.04% |
| ABIOMED INC SEDOL 2003698 | 0.04% |
| ALCOA CORP SEDOL BYNF418 | 0.04% |
| AXIS CAPITAL HOLDINGS LTD SEDOL 2677606 | 0.04% |
| BIO-RAD LABORATORIES-A SEDOL 2098508 | 0.04% |
| BP CAPITAL MARKETS PLC USD 03.2790 09/19/2027 | 0.04% |
| CHUBB LTD SEDOL B3BQMF6 | 0.04% |
| COMCAST CORP 02.3500 01/15/2027 | 0.04% |
| COMM 2015-LC19 C 04.3689 02/10/2048 | 0.04% |
| DISCOVER FINANCIAL SERVICES SEDOL B1YLC43 | 0.04% |
| DUKE ENERGY OHIO INC 03.6500 02/01/2029 | 0.04% |
| FHR 5079 BI IO 05.5000 02/25/2051 | 0.04% |
| FNMA FN40 BF0171 UMBS 04.0000 01/01/2057 | 0.04% |
| GNR 2016-H16 LI IO 02.1115 07/20/2066 | 0.04% |
| HEICO CORP SEDOL 2419217 | 0.04% |
| INDUSTRIA DE DISENO TEXTIL SEDOL BP9DL90 | 0.04% |
| LAM RESEARCH CORP SEDOL 2502247 | 0.04% |
| LAMAR ADVERTISING CO-A SEDOL BSPHGN6 | 0.04% |
| NETFLIX INC 04.3750 11/15/2026 | 0.04% |
| OASIS PETROLEUM INC SEDOL BLDDYB1 | 0.04% |
| PHILLIPS 66 SEDOL B78C4Y8 | 0.04% |
| REPUBLIC OF KAZAKHSTAN REGS 04.8750 10/14/2044 | 0.04% |
| SQUARE ENIX HOLDINGS CO LTD SEDOL 6309262 | 0.04% |
| TERMINIX GLOBAL HOLDINGS INC SEDOL BMD3QK1 | 0.04% |
| ULTA BEAUTY INC SEDOL B28TS42 | 0.04% |
| WESTROCK MWV LLC 08.2000 01/15/2030 | 0.04% |
| WORKDAY INC-CLASS A SEDOL B8K6ZD1 | 0.04% |
| AUTODESK INC SEDOL 2065159 | 0.03% |
| BOSTON SCIENTIFIC CORP SEDOL 2113434 | 0.03% |
| BXMT 2021-FL4 A P/P 144A 01.6041 05/15/2038 | 0.03% |
| CROWN HOLDINGS INC | 0.03% |
| DROPBOX INC-CLASS A SEDOL BG0T321 | 0.03% |
| HUMANA INC SEDOL 2445063 | 0.03% |
| KEURIG DR PEPPER INC 02.2500 03/15/2031 | 0.03% |
| NEW RESIDENTIAL INVESTMENT SEDOL BRJ9GW0 | 0.03% |
| ONEMAIN HOLDINGS INC SEDOL BYSZB89 | 0.03% |
| OVINTIV INC SEDOL BJ01KB6 | 0.03% |
| QUIDEL CORP SEDOL 2717591 | 0.03% |
| SHRP 2020-1 NOTE 03.0253 07/25/2024 | 0.03% |
| SWEDISH MATCH AB SEDOL BP09MR2 | 0.03% |
| UNITED PARCEL SERVICE-CL B SEDOL 2517382 | 0.03% |
| VERIZON COMMUNICATIONS 03.7000 03/22/2061 | 0.03% |
| VERIZON COMMUNICATIONS 04.4000 11/01/2034 | 0.03% |
| 3M CO | 0.03% |
| ACUITY BRANDS INC | 0.03% |
| AGCO CORP SEDOL 2010278 | 0.03% |
| ALLISON TRANSMISSION HOLDING SEDOL B4PZ892 | 0.03% |
| APARTMENT INCOME REIT CO SEDOL BN6QGL5 | 0.03% |
| BOEING CO 05.9300 05/01/2060 | 0.03% |
| CARLYLE GROUP INC/THE SEDOL BKRTG56 | 0.03% |
| CARRIER GLOBAL CORP SEDOL BK4N0D7 | 0.03% |
| CAS 2016-C01 2M2 07.6179 08/25/2028 | 0.03% |
| CATERPILLAR INC SEDOL 2180201 | 0.03% |
| CELANESE CORP SEDOL B05MZT4 | 0.03% |
| CHENIERE ENERGY INC SEDOL 2654364 | 0.03% |
| CIENA CORP SEDOL B1FLZ21 | 0.03% |
| CWALT 2006-OA10 4A1 01.0479 08/25/2046 | 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% |
| FIFTH THIRD BANCORP SEDOL 2336747 | 0.03% |
| FNMA FN30 AS8056 UMBS 03.0000 10/01/2046 | 0.03% |
| FNMA FN30 BJ9256 UMBS 04.0000 06/01/2048 | 0.03% |
| HOME DEPOT INC 02.6250 06/01/2022 | 0.03% |
| ITOCHU CORP SEDOL 6467803 | 0.03% |
| KLA CORP SEDOL 2480138 | 0.03% |
| LENNAR CORP 04.7500 11/29/2027 | 0.03% |
| LOWES COMPANIES INC | 0.03% |
| MERCK & CO INC 03.7000 02/10/2045 | 0.03% |
| MRAIT 2020-2 A2 01.6551 08/15/2022 | 0.03% |
| MRAIT 2021-8 A2X 01.3806 05/15/2022 | 0.03% |
| NEW YORK TIMES CO-A SEDOL 2632003 | 0.03% |
| NISOURCE INC SEDOL 2645409 | 0.03% |
| POPULAR INC SEDOL B86QM90 | 0.03% |
| REINSURANCE GROUP OF AMERICA SEDOL 2731193 | 0.03% |
| ROPER TECHNOLOGIES INC SEDOL 2749602 | 0.03% |
| SS&C TECHNOLOGIES HOLDINGS SEDOL B58YSC6 | 0.03% |
| STARWOOD PROPERTY TRUST INC SEDOL B3PQ520 | 0.03% |
| SUMITOMO MITSUI FINANCIAL GR SEDOL 6563024 | 0.03% |
| SVB FINANCIAL GROUP SEDOL 2808053 | 0.03% |
| TAPESTRY INC SEDOL BF09HX3 | 0.03% |
| TOLL BROTHERS INC SEDOL 2896092 | 0.03% |
| TORO CO SEDOL 2897040 | 0.03% |
| TRAVEL + LEISURE CO SEDOL BMXYT16 | 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% |
| AHM 2007-1 GA1C 00.8579 05/25/2047 | 0.03% |
| ALLEGION PLC SEDOL BFRT3W7 | 0.03% |
| ALLSTATE CORP SEDOL 2019952 | 0.03% |
| AMERICAN FINANCIAL GROUP INC SEDOL 2134532 | 0.03% |
| AMGEN INC 02.6000 08/19/2026 | 0.03% |
| ATHENE GLOBAL FU P/P 144A 01.9850 08/19/2028 | 0.03% |
| AXON ENTERPRISE INC SEDOL BDT5S35 | 0.03% |
| BAXTER INTERNATIONAL INC SEDOL 2085102 | 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% |
| CCO HOLDINGS LLC P/P 144A 04.7500 03/01/2030 | 0.03% |
| CF INDUSTRIES HOLDINGS INC SEDOL B0G4K50 | 0.03% |
| CHARTER COMM OPT LLC 06.4840 10/23/2045 | 0.03% |
| COPART INC SEDOL 2208073 | 0.03% |
| CVS HEALTH CORP SEDOL 2577609 | 0.03% |
| DOCUSIGN INC SEDOL BFYT7B7 | 0.03% |
| DOLBY LABORATORIES INC-CL A SEDOL B04NJM9 | 0.03% |
| DTE ENERGY COMPANY SEDOL 2280220 | 0.03% |
| DXC TECHNOLOGY CO SEDOL BYXD7B3 | 0.03% |
| ENBRIDGE INC USD 04.5000 06/10/2044 | 0.03% |
| ENDEAVOR ENERGY P/P 144A 05.7500 01/30/2028 | 0.03% |
| EVEREST RE GROUP LTD SEDOL 2556868 | 0.03% |
| EVERSOURCE ENERGY SEDOL BVVN4Q8 | 0.03% |
| FHR 4326 GS IO 05.4959 04/15/2044 | 0.03% |
| FHR 5010 IA IO 03.5000 09/25/2050 | 0.03% |
| FIRST INDUSTRIAL REALTY TR SEDOL 2360757 | 0.03% |
| FNMA FN30 BC2733 UMBS 03.0000 05/01/2046 | 0.03% |
| HYATT HOTELS CORP 04.8500 03/15/2026 | 0.03% |
| ILLUMINA INC SEDOL 2613990 | 0.03% |
| INTEL CORP SEDOL 2463247 | 0.03% |
| INTERPUBLIC GROUP OF COS INC SEDOL 2466321 | 0.03% |
| INVITATION HOMES INC SEDOL BD81GW9 | 0.03% |
| ISTAR INC. 04.2500 08/01/2025 | 0.03% |
| JONES LANG LASALLE INC SEDOL 2040640 | 0.03% |
| LYONDELLBASELL INDU-CL A SEDOL B3SPXZ3 | 0.03% |
| MCDONALD'S HOLDINGS CO JAPAN SEDOL 6371863 | 0.03% |
| MGIC INVESTMENT CORP SEDOL 2548616 | 0.03% |
| MONOLITHIC POWER SYSTEMS INC SEDOL B01Z7J1 | 0.03% |
| MSC 2016-BNK2 C 04.0207 11/15/2049 | 0.03% |
| NETFLIX INC REGS 03.8750 11/15/2029 | 0.03% |
| NOVAVAX INC SEDOL BJDQXG4 | 0.03% |
| NUTANIX INC - A SEDOL BYQBFT8 | 0.03% |
| OCCIDENTAL PETROLEUM CORP SEDOL 2655408 | 0.03% |
| PARKER HANNIFIN CORP SEDOL 2671501 | 0.03% |
| RIVIAN AUTOMOTIVE INC-A SEDOL BL98841 | 0.03% |
| ROKU INC SEDOL BZ1LFG7 | 0.03% |
| SCHLUMBERGER LTD SEDOL 2779201 | 0.03% |
| SEI INVESTMENTS COMPANY SEDOL 2793610 | 0.03% |
| STACR 2016-HQA2 M3 05.8179 11/25/2028 | 0.03% |
| TERRIER MEDIA BU P/P 144A 08.8750 12/15/2027 | 0.03% |
| WALT DISNEY CO/THE SEDOL 2270726 | 0.03% |
| WELLS FARGO & CO SEDOL 2649100 | 0.03% |
| AMERICAN TOWER CORP 03.5500 07/15/2027 | 0.03% |
| ANTERO RESOURCES CORP SEDOL BFD2WR8 | 0.03% |
| ARCHER-DANIELS-MIDLAND CO SEDOL 2047317 | 0.03% |
| ARES 2016-41A AR2 144A 02.1143 04/15/2034 | 0.03% |
| AVALONBAY COMMUNITIES INC SEDOL 2131179 | 0.03% |
| BLACK 2021-1A A1A 144A 02.3863 11/22/2034 | 0.03% |
| BLACKROCK INC SEDOL 2494504 | 0.03% |
| CDX CDX.NA.IG.38 100.0 06/20/2027 | 0.03% |
| CUMMINS INC SEDOL 2240202 | 0.03% |
| DOORDASH INC - A SEDOL BN13P03 | 0.03% |
| DUKE ENERGY CORP 04.2000 06/15/2049 | 0.03% |
| DUKE REALTY CORP SEDOL 2284084 | 0.03% |
| EBAY INC SEDOL 2293819 | 0.03% |
| FACTSET RESEARCH SYSTEMS INC SEDOL 2329770 | 0.03% |
| FNR 2019-43 SC IO 05.4321 08/25/2049 | 0.03% |
| FWD 2019-INV1 A3 03.1100 06/25/2049 | 0.03% |
| GEA GROUP AG SEDOL 4557104 | 0.03% |
| GODADDY INC - CLASS A SEDOL BWFRFC6 | 0.03% |
| GOOGLE INC 03.3750 02/25/2024 | 0.03% |
| GSMS 2014-GC22 C 04.8433 06/10/2047 | 0.03% |
| ICG 2018-3A B1R 144A 02.6340 01/24/2032 | 0.03% |
| INCYTE CORP | 0.03% |
| JPMBB 2013-C12 C 04.2280 07/15/2045 | 0.03% |
| MARRIOTT INTERNATIONAL -CL A SEDOL 2210614 | 0.03% |
| MASIMO CORP SEDOL B1YWR63 | 0.03% |
| MCDONALD'S CORP SEDOL 2550707 | 0.03% |
| NEWS CORP - CLASS A SEDOL BBGVT40 | 0.03% |
| NTT DATA CORP SEDOL 6125639 | 0.03% |
| OCCIDENTAL PETROLEUM COR 06.2000 03/15/2040 | 0.03% |
| SERVICE CORP INTERNATIONAL SEDOL 2797560 | 0.03% |
| SMITH (A.O.) CORP SEDOL 2816023 | 0.03% |
| SNDPT 2020-1A AR 144A 02.2327 07/20/2034 | 0.03% |
| SOUTHERN CO/THE SEDOL 2829601 | 0.03% |
| AMGEN INC SEDOL 2023607 | 0.03% |
| AWPT 2014-2A A1R 144A 02.2743 10/15/2029 | 0.03% |
| BOYD GAMING CORP SEDOL 2117232 | 0.03% |
| CAS 2016-C02 1M2 06.6679 09/25/2028 | 0.03% |
| CAS 2016-C07 2M2 05.0179 05/25/2029 | 0.03% |
| CSAIL 2020-C19 XA IO 01.2337 03/15/2053 | 0.03% |
| DOVER CORP SEDOL 2278407 | 0.03% |
| FIRSTENERGY CORP SEDOL 2100920 | 0.03% |
| FLUTTER ENTERTAINMENT PLC-DI SEDOL BWXC0Z1 | 0.03% |
| FNMA FN30 BQ3998 UMBS 02.5000 10/01/2050 | 0.03% |
| FORD MOTOR CREDIT CO LLC 05.1250 06/16/2025 | 0.03% |
| GRACO INC SEDOL 2380443 | 0.03% |
| JPMCC 2013-LC11 AS 03.2160 04/15/2046 | 0.03% |
| SIMON PROPERTY GROUP INC SEDOL 2812452 | 0.03% |
| SPOTIFY TECHNOLOGY SA SEDOL BFZ1K46 | 0.03% |
| STACR 2018-DNA3 M2 02.7679 09/25/2048 | 0.03% |
| STAPLES INC P/P 144A 07.5000 04/15/2026 | 0.03% |
| WATCO COS LLC/FI P/P 144A 06.5000 06/15/2027 | 0.03% |
| ZOETIS INC 03.9000 08/20/2028 | 0.03% |
| BLOCK INC P/P 144A 03.5000 06/01/2031 | 0.03% |
| CITIGROUP INC 03.8870 01/10/2028 | 0.03% |
| CWALT 2005-65CB 2A1 01.0929 12/25/2035 | 0.03% |
| ELMW4 2020-1A A 144A 02.2843 04/15/2033 | 0.03% |
| FORTINET INC SEDOL B5B2106 | 0.03% |
| GWOLF 2020-3RA A2R 144A 02.9863 04/15/2033 | 0.03% |
| NUTRIEN LTD USD 04.1250 03/15/2035 | 0.03% |
| OLD REPUBLIC INTL CORP SEDOL 2659109 | 0.03% |
| ONCOR ELECTRIC DELIV 03.7500 04/01/2045 | 0.03% |
| STACR 2021-DNA2 M2 02.5887 08/25/2033 | 0.03% |
| STAR 2020-3 A3 02.5910 04/25/2065 | 0.03% |
| TELEFLEX INC SEDOL 2881407 | 0.03% |
| TMIR 2021-2 M1A P/P 144A 02.7179 10/25/2033 | 0.03% |
| VICI PROPERTIES LP 04.7500 02/15/2028 | 0.03% |
| WARNER BROS DISCOVERY INC SEDOL BM8JYX3 | 0.03% |
| YAKULT HONSHA CO LTD SEDOL 6985112 | 0.03% |
| ABCAM PLC SEDOL B677469 | 0.03% |
| BP CAP MARKETS AMERICA 03.1190 05/04/2026 | 0.03% |
| CROWN CASTLE INTL CORP 03.6500 09/01/2027 | 0.03% |
| CROWN CASTLE INTL CORP 03.7000 06/15/2026 | 0.03% |
| CSC HOLDINGS LLC 05.2500 06/01/2024 | 0.03% |
| DONALDSON CO INC SEDOL 2276467 | 0.03% |
| GSK CONSUMER HLTHCRE P/P 144A 03.6250 03/24/2032 | 0.03% |
| INTESA SANPAOLO SPA P/P 144A 04.1980 06/01/2032 | 0.03% |
| ISRAEL DISCOUNT BANK -A SEDOL 6451271 | 0.03% |
| LEGRAND SA SEDOL B11ZRK9 | 0.03% |
| PFIZER INC. 03.0000 12/15/2026 | 0.03% |
| STACR 2016-DNA3 M3 05.6679 12/25/2028 | 0.03% |
| VIRTU FINANCIAL INC-CLASS A SEDOL BWTVWD4 | 0.03% |
| ABBVIE INC 03.8000 03/15/2025 | 0.03% |
| ALPHABET INC 01.9980 08/15/2026 | 0.03% |
| AMERICAN TOWER CORP 02.7000 04/15/2031 | 0.03% |
| ANHEUSER-BUSCH INBEV WOR 04.7500 01/23/2029 | 0.03% |
| ARKEMA SEDOL B0Z5YZ2 | 0.03% |
| BERKSHIRE HATHAWAY FIN 02.8500 10/15/2050 | 0.03% |
| CISCO SYSTEMS INC 02.5000 09/20/2026 | 0.03% |
| GSMS 2012-GCJ9 C 144A 04.4480 11/10/2045 | 0.03% |
| HCA INC 03.5000 07/15/2051 | 0.03% |
| HOWMET AEROSPACE INC 03.0000 01/15/2029 | 0.03% |
| HUNTINGTON BANCSHARE P/P 144A 02.4870 08/15/2036 | 0.03% |
| JDE PEET'S NV P/P 144A 01.3750 01/15/2027 | 0.03% |
| JPMCC 2012-C6 E 144A 05.3497 05/15/2045 | 0.03% |
| JPMORGAN CHASE & CO 01.5064 05/15/2047 | 0.03% |
| OCCIDENTAL PETROLEUM COR 06.4500 09/15/2036 | 0.03% |
| REPUBLIC OF PANAMA 03.2980 01/19/2033 | 0.03% |
| SANTANDER UK GROUP H P/P 144A 04.7500 09/15/2025 | 0.03% |
| WFCM 2016-LC25 AS 04.0155 12/15/2059 | 0.03% |
| ZURICH INSURANCE GROUP AG SEDOL 5983816 | 0.03% |
| AREIT 2020-CRE4 C 144A 03.4895 04/15/2037 | 0.03% |
| BANCO SANTANDER SA USD 05.1790 11/19/2025 | 0.03% |
| BANK OF AMERICA CORP 02.4960 02/13/2031 | 0.03% |
| EASTGROUP PROPERTIES INC SEDOL 2455761 | 0.03% |
| EUR/USD 06/15/2022 BANKAM | 0.03% |
| EXOR NV SEDOL BYSLCX9 | 0.03% |
| FHLMC FR30 ZS4703 UMBS 03.0000 02/01/2047 | 0.03% |
| MACY'S INC SEDOL 2345022 | 0.03% |
| NRG ENERGY INC P/P 144A 03.8750 02/15/2032 | 0.03% |
| REG18 2021-1A A1 144A 02.1443 01/15/2034 | 0.03% |
| ROYAL BANK OF CANADA USD 04.6500 01/27/2026 | 0.03% |
| VIDEOTRON LTD / LTEE P/P 144A 05.1250 04/15/2027 | 0.03% |
| WESTLAKE CORP 03.1250 08/15/2051 | 0.03% |
| AREIT 2021-CRE5 A 144A 01.6341 07/17/2026 | 0.02% |
| AT&T INC 04.2500 03/01/2027 | 0.02% |
| BRAMBLES LTD SEDOL B1FJ0C0 | 0.02% |
| CHARTER COMM OPT LLC/CAP 04.8000 03/01/2050 | 0.02% |
| CITIGROUP INC 03.8750 02/18/2051 | 0.02% |
| DEUTSCHE BANK AG USD 04.5000 04/01/2025 | 0.02% |
| DOMINICAN REPUBLIC P/P 144A 06.0000 02/22/2033 | 0.02% |
| ENBRIDGE INC USD 04.2500 12/01/2026 | 0.02% |
| GBP/USD 06/15/2022 HSBCB | 0.02% |
| GETINGE AB-B SHS SEDOL 7698356 | 0.02% |
| GLENCORE FUNDING LLC P/P 144A 02.5000 09/01/2030 | 0.02% |
| GNR 2020-138 AI IO 03.0000 09/20/2050 | 0.02% |
| LATTICE SEMICONDUCTOR CORP SEDOL 2506658 | 0.02% |
| NEWZ 2021-1 A 01.4179 05/25/2055 | 0.02% |
| OMRON CORP SEDOL 6659428 | 0.02% |
| RRAM 2019-7A A2B P/P 144A 02.0303 01/15/2037 | 0.02% |
| SARTORIUS STEDIM BIOTECH SEDOL BYZ2QP5 | 0.02% |
| SOCIETE GENERALE P/P 144A 05.3750 11/18/2050 | 0.02% |
| TENET HEALTHCARE CORP SEDOL B8DMK08 | 0.02% |
| TOKYO ELECTRON LTD SEDOL 6895675 | 0.02% |
| UBS GROUP AG REGS 06.8750 12/29/2049 | 0.02% |
| APPLE INC 02.8500 05/11/2024 | 0.02% |
| APPLE INC. 03.8500 05/04/2043 | 0.02% |
| BOOKING HOLDINGS INC 04.6250 04/13/2030 | 0.02% |
| BSP 2018-5BA A1A 144A 02.1527 04/20/2031 | 0.02% |
| CAS 2017-C01 1M2 04.2179 07/25/2029 | 0.02% |
| CENTENE CORP 04.6250 12/15/2029 | 0.02% |
| COX COMM INC P/P 144A 03.5000 08/15/2027 | 0.02% |
| DEXUS/AU SEDOL B033YN6 | 0.02% |
| GALXY 2016-22A ARR 144A 02.2443 04/16/2034 | 0.02% |
| MITSUBISHI UFJ FIN GRP USD 03.8500 03/01/2026 | 0.02% |
| MONDELEZ INT HOLD NE P/P 144A 02.1250 09/19/2022 | 0.02% |
| PDC ENERGY INC SEDOL B89M5F2 | 0.02% |
| SENSATA TECH INC P/P 144A 03.7500 02/15/2031 | 0.02% |
| SERVICENOW INC 01.4000 09/01/2030 | 0.02% |
| VIATRIS INC 02.3000 06/22/2027 | 0.02% |
| WASTE CONNECTIONS INC 03.5000 05/01/2029 | 0.02% |
| ANHEUSER-BUSCH INBEV WOR 05.5500 01/23/2049 | 0.02% |
| BBCMS 2021-C9 XA IO 01.7588 02/15/2054 | 0.02% |
| DEUTSCHE TELEKOM INT FIN USD 08.7500 06/15/2030 | 0.02% |
| GRAY ESCROW II INC P/P 144A 05.3750 11/15/2031 | 0.02% |
| IVORY COAST REGS 05.3750 07/23/2024 | 0.02% |
| MCLO 2019-1A AANR 144A 02.3643 04/15/2032 | 0.02% |
| MIMECAST LTD SEDOL BYT5JK6 | 0.02% |
| PLMRS 2021-2A A 144A 02.1943 07/15/2034 | 0.02% |
| REPUBLIC OF KAZAKHSTAN REGS 05.1250 07/21/2025 | 0.02% |
| SHERWIN-WILLIAMS CO 03.4500 06/01/2027 | 0.02% |
| STACR 2015-DNA3 M3 05.3679 04/25/2028 | 0.02% |
| STACR 2017-HQA1 M2 04.2179 08/25/2029 | 0.02% |
| TRANSDIGM INC. P/P 144A 06.2500 03/15/2026 | 0.02% |
| UNITEDHEALTH GROUP INC 02.7500 02/15/2023 | 0.02% |
| WALT DISNEY COMPANY 07.7500 12/01/2045 | 0.02% |
| YAMATO HOLDINGS CO LTD SEDOL 6985565 | 0.02% |
| AIR LEASE CORP 04.6250 10/01/2028 | 0.02% |
| ALIMENTATION COUCHE-TARD 3.550000 07/26/2027 | 0.02% |
| AMGEN INC 04.6630 06/15/2051 | 0.02% |
| AMN HEALTHCARE SERVICES INC | 0.02% |
| AP MOLLER-MAERSK A/S-B SEDOL 4253048 | 0.02% |
| ATKORE INC SEDOL BDHF495 | 0.02% |
| CIGNA CORP 03.7500 07/15/2023 | 0.02% |
| CISCO SYSTEMS INC 05.9000 02/15/2039 | 0.02% |
| CITIGROUP INC 04.4500 09/29/2027 | 0.02% |
| CREDIT AGRICOLE SA P/P 144A 04.0000 01/10/2033 | 0.02% |
| FNMA FN30 AS7154 UMBS 03.0000 05/01/2046 | 0.02% |
| HANCOCK WHITNEY CORP SEDOL 2415497 | 0.02% |
| ICG 2015-2RA A2 144A 02.8443 01/16/2033 | 0.02% |
| INTL FLAVOR & FRAGRANCES 04.4500 09/26/2028 | 0.02% |
| JPMCC 2012-C8 D 144A 04.9732 10/15/2045 | 0.02% |
| MATSON INC SEDOL B8GNC91 | 0.02% |
| NRG P/P 144A 03.7500 06/15/2024 | 0.02% |
| OCCIDENTAL PETROLEUM COR 08.5000 07/15/2027 | 0.02% |
| OSAKA GAS CO LTD SEDOL 6661768 | 0.02% |
| PNM RESOURCES INC SEDOL 2707826 | 0.02% |
| POTLATCHDELTIC CORP SEDOL B0XXJN1 | 0.02% |
| SALESFORCE INC 02.9000 07/15/2051 | 0.02% |
| SOUTHWESTERN ENERGY 05.3750 02/01/2029 | 0.02% |
| SOUTHWESTERN ENERGY CO 04.7500 02/01/2032 | 0.02% |
| TRUIST BANK 02.6360 09/17/2029 | 0.02% |
| UFP INDUSTRIES INC SEDOL BMQ60Q1 | 0.02% |
| UNITEDHEALTH GROUP INC 03.9500 10/15/2042 | 0.02% |
| WFRBS 2012-C9 D 144A 04.9713 11/15/2045 | 0.02% |
| ABN AMRO BANK NV P/P 144A 03.3240 03/13/2037 | 0.02% |
| APPLE INC 04.3750 05/13/2045 | 0.02% |
| BALLY 2021-17A A1A 144A 02.2127 10/20/2034 | 0.02% |
| BLUEM 2021-32A A 144A 02.2143 10/15/2034 | 0.02% |
| BMIR 2019-4A M1C 144A 03.1679 10/25/2029 | 0.02% |
| BMW FINANCE NV P/P 144A 02.8500 08/14/2029 | 0.02% |
| CAESARS ENT P/P 144A 06.2500 07/01/2025 | 0.02% |
| COMCAST CORP 03.4500 02/01/2050 | 0.02% |
| COMM 2013-CR13 D 144A 05.0419 11/10/2046 | 0.02% |
| CROWN CASTLE INTL CORP 03.8000 02/15/2028 | 0.02% |
| DEERE & COMPANY 02.6000 06/08/2022 | 0.02% |
| DOLLAR GENERAL CORP 03.2500 04/15/2023 | 0.02% |
| ERAC USA FINANCE LLC P/P 144A 05.6250 03/15/2042 | 0.02% |
| ESSENT GROUP LTD SEDOL BFWGXR8 | 0.02% |
| FORD MOTOR CREDI 03.6250 06/17/2031 | 0.02% |
| GCP APPLIED TECH P/P 144A 05.5000 04/15/2026 | 0.02% |
| GUGG4 2016-1A A1S1 144A 02.2743 10/15/2031 | 0.02% |
| INSPIRE MEDICAL SYSTEMS INC SEDOL BDT5KT5 | 0.02% |
| JOHNSON CONTROLS INTL PL 04.9500 07/02/2064 | 0.02% |
| LBMLT 2004-1 A2 01.4679 02/25/2034 | 0.02% |
| LMAT 2019-GS7 A1 03.2500 11/25/2059 | 0.02% |
| MONCLER SPA SEDOL BGLP232 | 0.02% |
| NATIONAL STORAGE AFFILIATES SEDOL BWWCK85 | 0.02% |
| OAKCL 2021-1A A1 144A 02.2043 07/15/2034 | 0.02% |
| OUTFRONT MEDIA INC SEDOL BSP6611 | 0.02% |
| PAIA 2018-1A A1AR 144A 02.0627 10/20/2031 | 0.02% |
| PLMRS 2021-3A B 144A 01.8825 01/15/2035 | 0.02% |
| REPUBLIC OF PARAGUAY REGS 04.9500 04/28/2031 | 0.02% |
| S&P MID 400 EMINI JUN22 FAM2 | 0.02% |
| SALESFORCE INC 03.0500 07/15/2061 | 0.02% |
| SIGNET JEWELERS LTD SEDOL B3CTNK6 | 0.02% |
| SNDPT 2019-2A AR 144A 02.2143 07/15/2034 | 0.02% |
| SUNSTONE HOTEL INVESTORS INC SEDOL B034LG1 | 0.02% |
| TPAT 2018-SL1 A 144A 01.2679 01/25/2046 | 0.02% |
| VOLVO AB-B SHS SEDOL B1QH830 | 0.02% |
| AEROJET ROCKETDYNE HOLDINGS SEDOL BWD7PX9 | 0.02% |
| ARES CAPITAL CORP 03.8750 01/15/2026 | 0.02% |
| BANK 2017-BNK8 B 04.0603 11/15/2050 | 0.02% |
| BHLD 2020-1 A2 02.6000 02/25/2055 | 0.02% |
| BOISE CASCADE CO SEDOL B9BP4R1 | 0.02% |
| CALIFORNIA RESOURCES CORP SEDOL BMBK002 | 0.02% |
| CARLSBERG AS-B SEDOL 4169219 | 0.02% |
| CAS 2016-C06 1M2 04.9179 04/25/2029 | 0.02% |
| CNO FINANCIAL GROUP INC SEDOL 2657750 | 0.02% |
| COMM 2014-UBS6 C 04.5883 12/10/2047 | 0.02% |
| COMM 2015-LC21 B 04.4782 07/10/2048 | 0.02% |
| CWALT 2006-OA7 1A2 01.1588 06/25/2046 | 0.02% |
| DILLARDS INC-CL A SEDOL 2269768 | 0.02% |
| ERAC USA FINANCE LLC P/P 144A 03.8500 11/15/2024 | 0.02% |
| ERAC USA FINANCE LLC P/P 144A 07.0000 10/15/2037 | 0.02% |
| FIRST BANCORP PUERTO RICO SEDOL 2296926 | 0.02% |
| GLOBAL MEDICAL RESPONS L+425 05.2500 10/02/2025 | 0.02% |
| GSMS 2010-C1 D 144A 06.5650 08/10/2043 | 0.02% |
| HUNTSMAN INTERNATIONAL LLC 04.5000 05/01/2029 | 0.02% |
| INTERCONTINENTALEXCHANGE 02.6500 09/15/2040 | 0.02% |
| KORN FERRY SEDOL 2386849 | 0.02% |
| L3HARRIS TECH INC 03.8500 12/15/2026 | 0.02% |
| MARSH & MCLENNAN COS INC 04.3750 03/15/2029 | 0.02% |
| MERIT MEDICAL SYSTEMS INC SEDOL 2580555 | 0.02% |
| MICHELIN (CGDE) SEDOL 4588364 | 0.02% |
| MR COOPER GROUP INC SEDOL BGHKHS1 | 0.02% |
| MSBAM 2012-C6 D 144A 04.7471 11/15/2045 | 0.02% |
| MSBAM 2014-C14 C 05.2191 02/15/2047 | 0.02% |
| NAVIENT CORP SEDOL BLP5GX1 | 0.02% |
| RED ROCK RESORTS INC-CLASS A SEDOL BYY9947 | 0.02% |
| REPUBLIC OF COLOMBIA USD 03.8750 04/25/2027 | 0.02% |
| ROCKET SOFTWARE INC P/P 144A 06.5000 02/15/2029 | 0.02% |
| SEMTECH CORP SEDOL 2795542 | 0.02% |
| SM ENERGY CO SEDOL 2764188 | 0.02% |
| TRINET GROUP INC SEDOL 2693914 | 0.02% |
| VISTEON CORP SEDOL B4N0JJ6 | 0.02% |
| VISTRA CORP P/P 144A 04.3000 07/15/2029 | 0.02% |
| ZI TECH/ZI FIN P/P 144A 03.8750 02/01/2029 | 0.02% |
| ZURN WATER SOLUTIONS CORP SEDOL BMV1ZD3 | 0.02% |
| AIMCO 2021-14A A 144A 02.0527 04/20/2034 | 0.02% |
| ALKERMES PLC SEDOL B3P6D26 | 0.02% |
| ALPHABET INC 02.2500 08/15/2060 | 0.02% |
| BRAVO 2021-C A1 01.6195 03/01/2061 | 0.02% |
| COCA-COLA HBC AG-DI SEDOL B9895B7 | 0.02% |
| COMMVAULT SYSTEMS INC SEDOL B142B38 | 0.02% |
| CONSTELLIUM SE SEDOL BKPR6S5 | 0.02% |
| COREBRIDGE FIN INC P/P 144A 03.8500 04/05/2029 | 0.02% |
| DENBURY INC SEDOL BMZQZL2 | 0.02% |
| ELMW4 2020-1A B 144A 02.7443 04/15/2033 | 0.02% |
| FIRST QUANTUM MINERA P/P 144A 07.5000 04/01/2025 | 0.02% |
| FIVE CORNERS FUNDING P/P 144A 04.4190 11/15/2023 | 0.02% |
| GENWORTH FINANCIAL INC-CL A SEDOL B011WL6 | 0.02% |
| IHEARTCOMMUNICATIONS INC. 08.3750 05/01/2027 | 0.02% |
| IMOLA MERGER CORP P/P 144A 04.7500 05/15/2029 | 0.02% |
| ITRON INC SEDOL 2471949 | 0.02% |
| LLOYDS BANKING GROUP PLC USD 04.6500 03/24/2026 | 0.02% |
| LMAT 2020-GS1 A1 02.8820 10/25/2059 | 0.02% |
| MARSH & MCLENNAN COS INC 04.9000 03/15/2049 | 0.02% |
| NISSIN FOOD PRODUCTS CO LTD SEDOL 6641760 | 0.02% |
| NSTAR ELECTRIC CO 02.3750 10/15/2022 | 0.02% |
| OPTION CARE HEALTH INC SEDOL BKM5C62 | 0.02% |
| PENSKE TRUCK LEASING P/P 144A 03.9000 02/01/2024 | 0.02% |
| PFP 2021-8 AS 144A 01.8041 08/09/2037 | 0.02% |
| REPUBLIC OF KAZAKHSTAN REGS 06.5000 07/21/2045 | 0.02% |
| SAIA INC SEDOL 2982399 | 0.02% |
| SENSATA TECH BV P/P 144A 04.0000 04/15/2029 | 0.02% |
| TCI COMMUNICATIONS INC 07.1250 02/15/2028 | 0.02% |
| TENET HEALTHCARE COR P/P 144A 05.1250 11/01/2027 | 0.02% |
| VERIZON COMMUNICATIONS 02.5500 03/21/2031 | 0.02% |
| VZ SECURED FINANCING P/P 144A 05.0000 01/15/2032 | 0.02% |
| WFCM 2013-LC12 C 04.4396 07/15/2046 | 0.02% |
| WFRBS 2013-C11 AS 03.3110 03/15/2045 | 0.02% |
| ABERCROMBIE & FITCH CO-CL A SEDOL 2004185 | 0.02% |
| AIGIM 2021-1A A 144A 02.2363 04/22/2034 | 0.02% |
| ALTRA INDUSTRIAL MOTION CORP SEDOL B1L82T2 | 0.02% |
| ARCELORMITTAL USD 07.0000 10/15/2039 | 0.02% |
| ARROWHEAD PHARMACEUTICALS IN SEDOL BYQBFJ8 | 0.02% |
| BMARK 2019-B11 AS 03.7840 05/15/2052 | 0.02% |
| BPCE SA P/P 144A 04.5000 03/15/2025 | 0.02% |
| BRAND ENERGY & INFRAST L+425 05.2938 06/21/2024 | 0.02% |
| BRISTOL-MYERS SQUIBB CO 01.4500 11/13/2030 | 0.02% |
| CITIGROUP INC 04.7500 05/18/2046 | 0.02% |
| COCA-COLA CONSOLIDATED INC SEDOL 2206721 | 0.02% |
| CSAIL 2015-C2 AS 03.8490 06/15/2057 | 0.02% |
| CSX CORP 04.1000 03/15/2044 | 0.02% |
| ELMW5 2020-2A AR 144A 02.2127 10/20/2034 | 0.02% |
| GSMS 2013-GCJ14 B P/P 144A 04.8904 08/10/2046 | 0.02% |
| GSMS 2014-GC18 C 05.2258 01/10/2047 | 0.02% |
| HERENS HOLDCO SARL P/P 144A 04.7500 05/15/2028 | 0.02% |
| JPMBB 2013-C12 B 04.2280 07/15/2045 | 0.02% |
| LA FRANCAISE DES JE SEDOL BG0SC10 | 0.02% |
| MITSUBISHI ELECTRIC CORP SEDOL 6597045 | 0.02% |
| NOW INC SEDOL BMH0MV1 | 0.02% |
| PPL CORP SEDOL 2680905 | 0.02% |
| PPSI 2004-WCW2 M3 01.7179 10/25/2034 | 0.02% |
| SAMI 2007-AR7 1A1 01.5179 05/25/2047 | 0.02% |
| SCOTTS MIRACLE-GRO 04.5000 10/15/2029 | 0.02% |
| SOUTH32 LTD SEDOL BWSW5D9 | 0.02% |
| SPROUT SOCIAL INC - CLASS A SEDOL BKTNTS0 | 0.02% |
| THE AES CORPORATION 02.4500 01/15/2031 | 0.02% |
| TRONOX HOLDINGS PLC- A SEDOL BJT16S6 | 0.02% |
| UNITED NATURAL FOODS INC SEDOL 2895163 | 0.02% |
| APEXC 2019-2A A1R 144A 02.3340 10/25/2032 | 0.02% |
| ARCH CAPITAL GROUP LTD SEDOL 2740542 | 0.02% |
| AXCELIS TECHNOLOGIES INC SEDOL BD420Q8 | 0.02% |
| CAMDEN PROPERTY TRUST 04.8750 06/15/2023 | 0.02% |
| CARGURUS INC SEDOL BF5D6S8 | 0.02% |
| CATHAY GENERAL BANCORP SEDOL 2264235 | 0.02% |
| CGCMT 2014-GC19 D 144A 05.2601 03/10/2047 | 0.02% |
| CHARTER COMM OPT LLC/CAP 02.2500 01/15/2029 | 0.02% |
| CITIGROUP INC 04.6000 03/09/2026 | 0.02% |
| CLEAR CHANNEL OU P/P 144A 07.5000 06/01/2029 | 0.02% |
| COMM 2013-CR11 AM 04.7150 08/10/2050 | 0.02% |
| CREDIT SUISSE GRP AG P/P 144A 06.2500 12/18/2024 | 0.02% |
| CSAIL 2015-C1 D 144A 03.9021 04/15/2050 | 0.02% |
| CUSHMAN & WAKEFIELD PLC SEDOL BFZ4N46 | 0.02% |
| CWALT 2006-OA19 A1 00.7744 02/20/2047 | 0.02% |
| ELMW2 2019-2A AR 144A 02.2127 04/20/2034 | 0.02% |
| FNMA FN30 AS8074 UMBS 03.0000 10/01/2046 | 0.02% |
| GNMA GII30 MA6153 03.0000 09/20/2049 | 0.02% |
| HPA 2021-2 C 144A 02.4020 12/17/2026 | 0.02% |
| HUB INTL LTD P/P 144A 07.0000 05/01/2026 | 0.02% |
| IHS HOLDING LTD REGS 06.2500 11/29/2028 | 0.02% |
| IPSEN SEDOL B0R7JF1 | 0.02% |
| JPMBB 2016-C1 AS 03.9704 03/17/2049 | 0.02% |
| KOITO MANUFACTURING CO LTD SEDOL 6496324 | 0.02% |
| MAXLINEAR INC SEDOL B3RDWC8 | 0.02% |
| MSBAM 2013-C9 D 144A 04.2440 05/15/2046 | 0.02% |
| ONO PHARMACEUTICAL CO LTD SEDOL 6660107 | 0.02% |
| PLMRS 2019-1A A1R 144A 01.5449 11/14/2034 | 0.02% |
| PRECISION DRILL P/P 144A 07.1250 01/15/2026 | 0.02% |
| SPECTRA ENERGY PARTNERS 03.3750 10/15/2026 | 0.02% |
| TEREX CORP SEDOL 2884224 | 0.02% |
| TRI POINTE HOMES INC SEDOL B92CQF3 | 0.02% |
| UNITED SITE PECF TLB L+425 05.0000 11/04/2028 | 0.02% |
| VISTRA OPERATION P/P 144A 03.5500 07/15/2024 | 0.02% |
| WAMU 2005-AR12 1A8 02.8571 10/25/2035 | 0.02% |
| WASTE PRO USA INC P/P 144A 05.5000 02/15/2026 | 0.02% |
| AHEAD DB HLDG LLC P/P 144A 06.6250 05/01/2028 | 0.02% |
| ALPHA & OMEGA SEMICONDUCTOR SEDOL B5Q3KZ2 | 0.02% |
| AMERICAN TOWER CORP 02.9000 01/15/2030 | 0.02% |
| BANCO SANTANDER SA USD 04.3790 04/12/2028 | 0.02% |
| BERKELEY GROUP HOLDINGS/THE SEDOL BLJNXL8 | 0.02% |
| BROADCOM INC P/P 144A 04.9260 05/15/2037 | 0.02% |
| CGMS C17A A1AR 144A 02.3160 04/30/2031 | 0.02% |
| COMM 2014-CR17 C 04.9451 05/10/2047 | 0.02% |
| CSAIL 2016-C7 AS 03.9579 11/15/2049 | 0.02% |
| DIAMONDBACK ENERGY INC 03.2500 12/01/2026 | 0.02% |
| DIGITAL REALTY TRUST LP 04.4500 07/15/2028 | 0.02% |
| DOMINICAN REPUBLIC REGS 06.4000 06/05/2049 | 0.02% |
| DOMO INC - CLASS B SEDOL BFZNZC5 | 0.02% |
| E.ON SE SEDOL 4942904 | 0.02% |
| ENCINO ACQ PARTN P/P 144A 08.5000 05/01/2028 | 0.02% |
| ENTERPRISE PRODUCTS OPER 02.8000 01/31/2030 | 0.02% |
| ESSENTIAL PROPERTIES REALTY SEDOL BFFK0X2 | 0.02% |
| FHLMC FR30 QB1991 UMBS 02.5000 08/01/2050 | 0.02% |
| FIRST QUANTUM MINERA P/P 144A 06.8750 03/01/2026 | 0.02% |
| FULGENT GENETICS INC SEDOL BYQBFQ5 | 0.02% |
| HILLENBRAND INC SEDOL B2QGDP1 | 0.02% |
| HUSKY INJECTION MOLDIN L+300 04.0060 03/28/2025 | 0.02% |
| INTERNATIONAL GAME TECHNOLOG SEDOL BVG7F06 | 0.02% |
| JAZZ SECURITIES DAC P/P 144A 04.3750 01/15/2029 | 0.02% |
| MSBAM 2015-C24 B 04.4864 05/15/2048 | 0.02% |
| PECF USS INTERMEDIAT P/P 144A 08.0000 11/15/2029 | 0.02% |
| POMEGRANATE MERGER S P/P 144A 09.7500 05/01/2023 | 0.02% |
| PORTLAND GENERAL ELECTRIC CO SEDOL B125XQ6 | 0.02% |
| PULTEGROUP INC. 07.8750 06/15/2032 | 0.02% |
| RETAIL OPPORTUNITY INVESTMEN SEDOL B28YD08 | 0.02% |
| RITE AID CORP P/P 144A 07.5000 07/01/2025 | 0.02% |
| ROCKT 2021-1A A1 144A 02.2327 07/20/2034 | 0.02% |
| SALLY BEAUTY HOLDINGS INC SEDOL B1GZ005 | 0.02% |
| SCIENTIFIC GAMES P/P 144A 07.2500 11/15/2029 | 0.02% |
| SPST 2021-14 A1 01.3679 12/08/2022 | 0.02% |
| STACR 2017-DNA2 M2 04.1179 10/25/2029 | 0.02% |
| STACR 2022-DNA2 M1A 01.5887 02/25/2042 | 0.02% |
| SWISS RE TREAS P/P 144A 04.2500 12/06/2042 | 0.02% |
| UBS GROUP AG P/P 144A 04.1250 04/15/2026 | 0.02% |
| UMB FINANCIAL CORP SEDOL 2918510 | 0.02% |
| US BANCORP 02.9500 07/15/2022 | 0.02% |
| VERITIV CORP SEDOL BNBKSP0 | 0.02% |
| VERTIV TLB L+275 03.5533 03/02/2027 | 0.02% |
| VINCI SA SEDOL B1XH026 | 0.02% |
| WFRBS 2011-C3 D 144A 05.4147 03/15/2044 | 0.02% |
| WINTRUST FINANCIAL CORP SEDOL 2425258 | 0.02% |
| ARES 2021-60A A 144A 02.1643 07/18/2034 | 0.02% |
| CAS 2020-R01 1M2 02.7179 01/25/2040 | 0.02% |
| CENTENNIAL RESOURCE P/P 144A 05.3750 01/15/2026 | 0.02% |
| CENTENNIAL RESOURCE P/P 144A 06.8750 04/01/2027 | 0.02% |
| CHARTER COMM OPT LLC/CAP 03.7500 02/15/2028 | 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% |
| COMPASS MIN INTL P/P 144A 06.7500 12/01/2027 | 0.02% |
| CROWDSTRIKE HOLDINGS INC 03.0000 02/15/2029 | 0.02% |
| CSAIL 2019-C17 AS 03.2783 09/15/2052 | 0.02% |
| DELTA/SKYMILES P/P 144A 04.7500 10/20/2028 | 0.02% |
| EMBARQ CORPORATION 07.9950 06/01/2036 | 0.02% |
| EMIR 2018-1 M1 02.3679 11/25/2028 | 0.02% |
| ENLINK MIDSTREAM LLC P/P 144A 05.6250 01/15/2028 | 0.02% |
| EXTREME NETWORKS INC SEDOL 2407052 | 0.02% |
| FRONTIER COMM HLDGS P/P 144A 06.7500 05/01/2029 | 0.02% |
| GNMA GII30 MA7313 03.0000 04/20/2051 | 0.02% |
| HOLLY PAR/FIN P/P 144A 05.0000 02/01/2028 | 0.02% |
| HUSKY III HLDG LTD P/P 144A 13.0000 02/15/2025 | 0.02% |
| IHEARTMEDIA INC - CLASS A SEDOL BJVR9Y9 | 0.02% |
| L3HARRIS TECH INC 04.4000 06/15/2028 | 0.02% |
| LIVERAMP HOLDINGS INC SEDOL BGLN838 | 0.02% |
| MICROCHIP TECH INC 04.3330 06/01/2023 | 0.02% |
| MUELLER INDUSTRIES INC SEDOL 2609717 | 0.02% |
| MWST 2021-1 A 01.1566 02/25/2055 | 0.02% |
| NATWEST GROUP PLC USD 04.8920 05/18/2029 | 0.02% |
| NETFLIX INC SEDOL 2857817 | 0.02% |
| NEUB 2022-47A A 144A 01.5479 04/14/2035 | 0.02% |
| PARAMOUNT GLOBAL 02.9000 01/15/2027 | 0.02% |
| PENNYMAC FINANCIAL SERVICES SEDOL BGYTGH3 | 0.02% |
| REG23 2021-4A A1 144A 02.2127 01/20/2035 | 0.02% |
| SKYLINE CHAMPION CORP SEDOL 2814005 | 0.02% |
| SMITH & WESSON BRANDS INC SEDOL BMYGG87 | 0.02% |
| STAAR SURGICAL CO SEDOL 2836292 | 0.02% |
| STELLANTIS FIN US IN P/P 144A 01.7110 01/29/2027 | 0.02% |
| STELLANTIS FIN US IN P/P 144A 02.6910 09/15/2031 | 0.02% |
| SYLVAMO CORP P/P 144A 07.0000 09/01/2029 | 0.02% |
| TEVA PHARMACEUTICALS NE USD 05.1250 05/09/2029 | 0.02% |
| VERIZON COMMUNICATIONS INC. 04.1250 03/16/2027 | 0.02% |
| VIR BIOTECHNOLOGY INC SEDOL BK4PZ38 | 0.02% |
| VISTA OUTDOOR INC SEDOL BVGC697 | 0.02% |
| WFRBS 2013-C15 D 144A 04.6541 08/15/2046 | 0.02% |
| ALLISON TRANSMISSION P/P 144A 04.7500 10/01/2027 | 0.01% |
| ALTICE FRANCE P/P 144A 06.0000 02/15/2028 | 0.01% |
| AMERICAN BATH GROUP TL L+375 04.5137 11/23/2027 | 0.01% |
| ANCESTRY.COM 1L TL L+325 04.0137 12/06/2027 | 0.01% |
| ARCHES BUYER INC P/P 144A 04.2500 06/01/2028 | 0.01% |
| BANK OF AMERICA CORP 06.1000 03/17/2025 | 0.01% |
| BEASLEY MEZZANIN P/P 144A 08.6250 02/01/2026 | 0.01% |
| BHP GROUP LTD-DI SEDOL 0144403 | 0.01% |
| BOMBARDIER INC P/P 144A 07.8750 04/15/2027 | 0.01% |
| CALLON PETROLEUM CO 06.1250 10/01/2024 | 0.01% |
| CALPINE CORP P/P 144A 04.5000 02/15/2028 | 0.01% |
| COMM 2014-CR18 C 04.9070 07/15/2047 | 0.01% |
| CONTINENTAL RES 04.5000 04/15/2023 | 0.01% |
| DCP MIDSTREAM P/P 144A 06.7500 09/15/2037 | 0.01% |
| ENANTA PHARMACEUTICALS INC SEDOL B9L5200 | 0.01% |
| FNMA FN30 BC1155 UMBS 03.0000 06/01/2046 | 0.01% |
| GLENCORE FUNDING LLC P/P 144A 04.0000 03/27/2027 | 0.01% |
| GOLDMAN SACHS GROUP INC 02.6000 02/07/2030 | 0.01% |
| GSM 2021-4A A1 144A 02.2443 07/15/2034 | 0.01% |
| IIDA GROUP HOLDINGS CO LTD SEDOL BFDTBS3 | 0.01% |
| INTERCONTINENTALEXCHANGE 01.8500 09/15/2032 | 0.01% |
| JPMBB 2014-C22 C 04.7025 09/15/2047 | 0.01% |
| JPMCC 2013-C16 C 05.1705 12/15/2046 | 0.01% |
| KKR GROUP FIN CO III P/P 144A 05.1250 06/01/2044 | 0.01% |
| LEVEL 3 FIN INC P/P 144A 04.2500 07/01/2028 | 0.01% |
| LMAT 2020-GS5 A1 03.2500 06/25/2060 | 0.01% |
| MAJORDRIVE HLDG IV L P/P 144A 06.3750 06/01/2029 | 0.01% |
| METLIFE CAP TRST IV P/P 144A 07.8750 12/15/2037 | 0.01% |
| MINERVA MERGER SUB P/P 144A 06.5000 02/15/2030 | 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% |
| NIPPON EXPRESS HOLDINGS INC SEDOL BKSHP63 | 0.01% |
| ORACLE CORP 03.6500 03/25/2041 | 0.01% |
| PACIFIC GAS & ELECTRIC 03.3000 03/15/2027 | 0.01% |
| PBF HOLDING CO LLC P/P 144A 09.2500 05/15/2025 | 0.01% |
| QUALYS INC SEDOL B7XJTN8 | 0.01% |
| REG20 2021-2A A 144A 02.2043 10/15/2034 | 0.01% |
| SIMPLY GOOD FOODS CO/THE SEDOL BF27XF9 | 0.01% |
| STEVENS HLDG CO INC P/P 144A 06.1250 10/01/2026 | 0.01% |
| T-MOBILE USA INC 02.5500 02/15/2031 | 0.01% |
| TOYO SUISAN KAISHA LTD SEDOL 6899967 | 0.01% |
| TRANSCANADA TRUST USD 05.3000 03/15/2077 | 0.01% |
| TRONOX INC P/P 144A 04.6250 03/15/2029 | 0.01% |
| UNIVISION COMM P/P 144A 06.6250 06/01/2027 | 0.01% |
| WAMU 2007-HY2 1A1 03.0460 12/25/2036 | 0.01% |
| WYNN RESORTS FIN LLC P/P 144A 05.1250 10/01/2029 | 0.01% |
| A10 NETWORKS INC SEDOL BKQVBN6 | 0.01% |
| ALLIANT HOLDINGS P/P 144A 06.7500 10/15/2027 | 0.01% |
| AMMST 2020-MF1 XA IO 144A 01.0849 05/15/2053 | 0.01% |
| AUST & NZ BANKING GR P/P 144A 02.5700 11/25/2035 | 0.01% |
| BAUSCH HLTH COS INC P/P 144A 04.8750 06/01/2028 | 0.01% |
| BNP PARIBAS P/P 144A 02.5880 08/12/2035 | 0.01% |
| CARNIVAL CORP P/P 144A 05.7500 03/01/2027 | 0.01% |
| CELANESE US HOLDINGS LLC 01.4000 08/05/2026 | 0.01% |
| CENGAGE LEARNING INC P/P 144A 09.5000 06/15/2024 | 0.01% |
| CREDIT SUISSE GRP AG P/P 144A 03.8690 01/12/2029 | 0.01% |
| CUSTOMERS BANCORP INC SEDOL B6XHXY4 | 0.01% |
| DUKE ENERGY PROGRESS LLC 03.3750 09/01/2023 | 0.01% |
| ENEL SPA SEDOL 7144569 | 0.01% |
| FULL HOUSE RESOR P/P 144A 08.2500 02/15/2028 | 0.01% |
| GLP CAPITAL LP / FIN II 03.2500 01/15/2032 | 0.01% |
| HORACE MANN EDUCATORS SEDOL 2437112 | 0.01% |
| ISTAR INC 04.7500 10/01/2024 | 0.01% |
| KINDER MORGAN ENER PART 03.4500 02/15/2023 | 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% |
| LIBERTY LATIN AMERIC-CL C SEDOL BD9Q3Q6 | 0.01% |
| MCGRAW-HILL ED P/P 144A 05.7500 08/01/2028 | 0.01% |
| MCGRAW-HILL ED P/P 144A 08.0000 08/01/2029 | 0.01% |
| MSBAM 2014-C15 B 04.5650 04/15/2047 | 0.01% |
| NATIONSTAR MTG HLD I P/P 144A 05.7500 11/15/2031 | 0.01% |
| NCC 2019-IA ANAR 144A 01.4818 04/15/2031 | 0.01% |
| NETFLIX INC 04.8750 04/15/2028 | 0.01% |
| NEWELL BRANDS INC 04.4500 04/01/2026 | 0.01% |
| NITTO DENKO CORP SEDOL 6641801 | 0.01% |
| NRZT 2018-4A A1M 01.5679 01/25/2048 | 0.01% |
| O-I GLASS INC SEDOL BKLKXD2 | 0.01% |
| PHH MORTGAGE CORP P/P 144A 07.8750 03/15/2026 | 0.01% |
| REPUBLICA ORIENT URUGUAY USD 05.1000 06/18/2050 | 0.01% |
| SABRE GLBL INC P/P 144A 09.2500 04/15/2025 | 0.01% |
| SCIH SALT HLDG INC P/P 144A 04.8750 05/01/2028 | 0.01% |
| SELECT MEDICAL HOLDINGS CORP SEDOL B4MF0Q6 | 0.01% |
| SERVICE CORP INTL 05.1250 06/01/2029 | 0.01% |
| SONOS INC SEDOL BYWPZW7 | 0.01% |
| STACR 2018-HQA1 M2 02.9679 09/25/2030 | 0.01% |
| SYNAPTICS INC SEDOL 2839268 | 0.01% |
| URBAN ONE INC P/P 144A 07.3750 02/01/2028 | 0.01% |
| WERNER FINCO LP/INC P/P 144A 08.7500 07/15/2025 | 0.01% |
| WESTLAKE CORP 02.8750 08/15/2041 | 0.01% |
| ALBERTSONS COS/SAFE P/P 144A 04.6250 01/15/2027 | 0.01% |
| ALIMEN COUCHE P/P 144A 02.9500 01/25/2030 | 0.01% |
| ALLIED UNIVERSAL P/P 144A 06.0000 06/01/2029 | 0.01% |
| ARCBEST CORP SEDOL BLTFST7 | 0.01% |
| AVID TECHNOLOGY INC SEDOL 2065870 | 0.01% |
| AXALTA COATING SYS P/P 144A 03.3750 02/15/2029 | 0.01% |
| BLACKSTONE CQP HOLDCO L+375 04.2500 06/04/2028 | 0.01% |
| BROADCOM INC 04.1500 11/15/2030 | 0.01% |
| CALERES INC SEDOL BWX4MD9 | 0.01% |
| CGMS 2021-8A B 144A 02.6943 10/15/2034 | 0.01% |
| CHS/COMMUNITY HEALTH P/P 144A 05.2500 05/15/2030 | 0.01% |
| CLUB CAR TL L+400 04.5625 06/01/2028 | 0.01% |
| COMCAST CORP 03.9990 11/01/2049 | 0.01% |
| COX COMM INC P/P 144A 02.9500 10/01/2050 | 0.01% |
| CSG SYSTEMS INTL INC SEDOL 2210885 | 0.01% |
| CSMC 2021-RPL4 A1 01.7956 12/27/2060 | 0.01% |
| CSMC 2021-RPL7 A1 01.9260 07/27/2061 | 0.01% |
| DH EUROPE FINANCE II USD 03.4000 11/15/2049 | 0.01% |
| DT MIDSTREAM INC P/P 144A 04.3000 04/15/2032 | 0.01% |
| GENERAL MOTORS FINL CO 03.1000 01/12/2032 | 0.01% |
| GENERAL MOTORS FINL CO 04.3000 07/13/2025 | 0.01% |
| GNMA GN30 BA5049 04.5000 05/15/2047 | 0.01% |
| GOLDMAN SACHS GROUP INC 03.6500 07/28/2051 | 0.01% |
| GRANITE US HLDG CORP P/P 144A 11.0000 10/01/2027 | 0.01% |
| GW B-CR SECURITY P/P 144A 09.5000 11/01/2027 | 0.01% |
| HONEYWELL INTL 03.8120 11/21/2047 | 0.01% |
| HOPE BANCORP INC SEDOL BYN87K7 | 0.01% |
| HOSTESS BRANDS INC SEDOL BZ8VJD5 | 0.01% |
| JOHNSON CONTROLS INTL PL 03.9000 02/14/2026 | 0.01% |
| KNOWLES CORP SEDOL BJTD9L6 | 0.01% |
| LANTHEUS HOLDINGS INC SEDOL BP8S8J5 | 0.01% |
| LAUREATE EDUCATION INC SEDOL BYMYT66 | 0.01% |
| LENDINGCLUB CORP SEDOL BK95GR4 | 0.01% |
| 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% |
| MARCUS & MILLICHAP INC SEDOL BFWGXV2 | 0.01% |
| META FINANCIAL GROUP INC SEDOL 2420316 | 0.01% |
| NEUBERGER BERMAN GRP P/P 144A 04.8750 04/15/2045 | 0.01% |
| OCEANEERING INTL INC SEDOL 2655583 | 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% |
| OTIS WORLDWIDE CORP 02.5650 02/15/2030 | 0.01% |
| PRIME SECURITY SVCS P/P 144A 06.2500 01/15/2028 | 0.01% |
| PRIMO WATER CORP SEDOL BLKNZP5 | 0.01% |
| PROVIDENT FDG/PFG FI P/P 144A 06.3750 06/15/2025 | 0.01% |
| QUORUM HEALTH EXT TL L+650 07.4999 04/29/2025 | 0.01% |
| RELAY THERAPEUTICS INC SEDOL BN2R582 | 0.01% |
| REPUBLIC OF SOUTH AFRICA USD 04.8500 09/27/2027 | 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% |
| STATION CASINOS LLC P/P 144A 04.5000 02/15/2028 | 0.01% |
| SVENSKA HNDLSBKN P/P 144A 00.6250 06/30/2023 | 0.01% |
| TEVA PHARMACEUTICALS NE USD 06.0000 04/15/2024 | 0.01% |
| THE AES CORPORATION 01.3750 01/15/2026 | 0.01% |
| TOYOTA MOTOR CORP SEDOL 6900643 | 0.01% |
| TRANSDIGM INC 05.5000 11/15/2027 | 0.01% |
| VISTRA OPERATION P/P 144A 05.5000 09/01/2026 | 0.01% |
| WESTPAC BANKING CORP USD 02.9630 11/16/2040 | 0.01% |
| WFRBS 2014-C22 XA IO 00.9377 09/15/2057 | 0.01% |
| WORLD FUEL SERVICES CORP SEDOL 2469450 | 0.01% |
| XPERI HOLDING CORP SEDOL BMWP0C8 | 0.01% |
| ABC SUPPLY CO INC P/P 144A 04.0000 01/15/2028 | 0.01% |
| ALLETE INC SEDOL B02R1L6 | 0.01% |
| ALTICE FRANCE P/P 144A 10.5000 05/15/2027 | 0.01% |
| ARETEC ESCROW P/P 144A 07.5000 04/01/2029 | 0.01% |
| AUTONATION INC 02.4000 08/01/2031 | 0.01% |
| BATH & BODY WORKS INC 07.5000 06/15/2029 | 0.01% |
| BERRY GLOBAL INC 01.6500 01/15/2027 | 0.01% |
| BOYD GAMING CORP P/P 144A 04.7500 06/15/2031 | 0.01% |
| CHARTER COMM OPT LLC 04.9080 07/23/2025 | 0.01% |
| CHS/COMMUNITY P/P 144A 06.8750 04/15/2029 | 0.01% |
| CON EDISON CO OF NY INC 04.2000 03/15/2042 | 0.01% |
| CVS PASS-THROUGH P/P 144A 04.7040 01/10/2036 | 0.01% |
| DOMINICAN REPUBLIC REGS 05.9500 01/25/2027 | 0.01% |
| DOMINICAN REPUBLIC REGS 06.0000 07/19/2028 | 0.01% |
| ELANCO ANIMAL HEALTH 06.4000 08/28/2028 | 0.01% |
| ENTERCOM MEDIA CORP P/P 144A 06.7500 03/31/2029 | 0.01% |
| EQUINOR ASA USD 05.1000 08/17/2040 | 0.01% |
| FHLMC FR30 QB4338 UMBS 02.5000 10/01/2050 | 0.01% |
| FORD MOTOR CREDIT CO LLC 04.0000 11/13/2030 | 0.01% |
| FREEPORT-MCMORAN INC 04.3750 08/01/2028 | 0.01% |
| GJENSIDIGE FORSIKRING ASA SEDOL B4PH0C5 | 0.01% |
| GREAT LAKES DREDGE&D P/P 144A 05.2500 06/01/2029 | 0.01% |
| HESS MIDSTREAM P P/P 144A 05.6250 02/15/2026 | 0.01% |
| ICAHN ENTER/FIN 05.2500 05/15/2027 | 0.01% |
| IPALCO ENTPRS IN 04.2500 05/01/2030 | 0.01% |
| JAZZ PHARMA TLB L+350 04.2637 05/31/2028 | 0.01% |
| LADDER CAP FINAN P/P 144A 04.7500 06/15/2029 | 0.01% |
| MERCK & CO. INC. 02.7500 02/10/2025 | 0.01% |
| MERIDIAN BIOSCIENCE INC SEDOL 2580265 | 0.01% |
| MOODY'S CORPORATION 02.5500 08/18/2060 | 0.01% |
| MOOG INC-CLASS A SEDOL 2601218 | 0.01% |
| NABORS IND CV 00.7500 01/15/2024 | 0.01% |
| NESCO HLDG II INC P/P 144A 05.5000 04/15/2029 | 0.01% |
| OCT29 2016-1A AR 144A 02.3640 01/24/2033 | 0.01% |
| OSHKOSH CORP 04.6000 05/15/2028 | 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% |
| PIEDMONT OFFICE REALTY TRU-A SEDOL B3M3278 | 0.01% |
| PITNEY BOWES INC SEDOL 2690506 | 0.01% |
| POSTE ITALIANE SPA SEDOL BYYN701 | 0.01% |
| REALOGY HOLDINGS CORP SEDOL B5T0CW1 | 0.01% |
| ROCKCLIFF ENERGY II P/P 144A 05.5000 10/15/2029 | 0.01% |
| SABINE PASS LIQUEFACTION 04.2000 03/15/2028 | 0.01% |
| SCSK CORP SEDOL 6858474 | 0.01% |
| STACR 2022-DNA1 M1B 02.1387 01/25/2042 | 0.01% |
| STANDARD IND INC P/P 144A 04.3750 07/15/2030 | 0.01% |
| TALLGRASS NRG PRTNR P/P 144A 05.5000 01/15/2028 | 0.01% |
| TENET HEALTHCARE P/P 144A 04.2500 06/01/2029 | 0.01% |
| TOWNSQUARE MEDIA INC P/P 144A 06.8750 02/01/2026 | 0.01% |
| TPMT 2016-5 M2 03.3750 10/25/2056 | 0.01% |
| TRAVERE THERAPEUTICS INC SEDOL BLFGJD5 | 0.01% |
| TRIPADVISOR INC P/P 144A 07.0000 07/15/2025 | 0.01% |
| TRUIST FINANCIAL CORP 04.8000 09/01/2024 | 0.01% |
| TWILIO INC 03.6250 03/15/2029 | 0.01% |
| VERTIV GROUP CORP P/P 144A 04.1250 11/15/2028 | 0.01% |
| VM CONSOLIDATED INC P/P 144A 05.5000 04/15/2029 | 0.01% |
| WFCM 2016-LC25 XA IO 00.9763 12/15/2059 | 0.01% |
| WYNN LAS VEGAS P/P 144A 05.2500 05/15/2027 | 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% |
| AIR LEASE CORP 02.1000 09/01/2028 | 0.01% |
| AMC ENT HLDGS P/P 144A 10.0000 06/15/2026 | 0.01% |
| AMERICAN AIRLINE P/P 144A 05.5000 04/20/2026 | 0.01% |
| APACHE CORP 04.3750 10/15/2028 | 0.01% |
| APID 2021-35A A 144A 02.1127 04/20/2034 | 0.01% |
| APPIAN CORP SEDOL BYPBTB9 | 0.01% |
| ASHTEAD CAPITAL INC P/P 144A 02.4500 08/12/2031 | 0.01% |
| ASHTEAD CAPITAL INC P/P 144A 04.2500 11/01/2029 | 0.01% |
| BATH & BODY WORKS IN P/P 144A 06.6250 10/01/2030 | 0.01% |
| BIG RVR STL/FIN P/P 144A 06.6250 01/31/2029 | 0.01% |
| BSABS 2005-HE8 M3 02.6179 08/25/2035 | 0.01% |
| CALLON PETROLEUM P/P 144A 08.0000 08/01/2028 | 0.01% |
| CANPACK SA EASTERN L P/P 144A 03.1250 11/01/2025 | 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 03.7000 04/01/2051 | 0.01% |
| CINEMARK USA INC P/P 144A 05.8750 03/15/2026 | 0.01% |
| CLUBCORP HLDG INC P/P 144A 08.5000 09/15/2025 | 0.01% |
| COMMONWEALTH BK AUST P/P 144A 02.5520 03/14/2027 | 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% |
| CORECIVIC INC SEDOL BZ8VC58 | 0.01% |
| COVANTA HOLDING CORP P/P 144A 04.8750 12/01/2029 | 0.01% |
| DIRECTV FINANCING TL L+500 05.7637 07/22/2027 | 0.01% |
| DISH DBS CORPORATION 07.7500 07/01/2026 | 0.01% |
| DUKE ENERGY INDIANA LLC 06.4500 04/01/2039 | 0.01% |
| ECHOSTAR CORP-A SEDOL B2NC471 | 0.01% |
| EQUINIX INC 03.2000 11/18/2029 | 0.01% |
| FAIRFAX US INC P/P 144A 04.8750 08/13/2024 | 0.01% |
| FULTON FINANCIAL CORP SEDOL 2356585 | 0.01% |
| GENERAL DYNAMICS CORP 02.2500 11/15/2022 | 0.01% |
| GENERAL MOTORS CO 05.9500 04/01/2049 | 0.01% |
| GFL ENVIRON INC P/P 144A 05.1250 12/15/2026 | 0.01% |
| GMS INC SEDOL BYY9FS3 | 0.01% |
| HCA INC 04.1250 06/15/2029 | 0.01% |
| HCA INC. 05.3750 09/01/2026 | 0.01% |
| HERC HOLDINGS INC P/P 144A 05.5000 07/15/2027 | 0.01% |
| HUB GROUP INC-CL A SEDOL 2407632 | 0.01% |
| HUNTSMAN INTERNATIONAL L 02.9500 06/15/2031 | 0.01% |
| INNOSPEC INC SEDOL 2245597 | 0.01% |
| KONTOOR BRANDS INC P/P 144A 04.1250 11/15/2029 | 0.01% |
| MAGNE 2019-21A BR 144A 02.4127 04/20/2034 | 0.01% |
| MALLINCKRODT FIN/SB P/P 144A 10.0000 04/15/2025 | 0.01% |
| MERCER INTL INC USD 05.5000 01/15/2026 | 0.01% |
| MICROCHIP TECH INC 04.2500 09/01/2025 | 0.01% |
| MSAC 2004-HE6 M1 01.4929 08/25/2034 | 0.01% |
| NCC 2020-1A A1R 144A 02.3343 01/15/2035 | 0.01% |
| NIELSEN FIN LLC/CO P/P 144A 04.5000 07/15/2029 | 0.01% |
| NUTRIEN LTD. USD 04.2000 04/01/2029 | 0.01% |
| NUTRITION & BIO P/P 144A 02.3000 11/01/2030 | 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% |
| OCT54 2021-1A A1 144A 02.1643 07/15/2034 | 0.01% |
| ONE CALL TLB L+550 06.2500 04/22/2027 | 0.01% |
| ORTHO CLINICAL DIAGNOSTICS H SEDOL BMDNH97 | 0.01% |
| OVINTIV INC 07.3750 11/01/2031 | 0.01% |
| OWENS & MINOR INC P/P 144A 04.5000 03/31/2029 | 0.01% |
| PENSKE TRUCK LE P/P 144A 03.4000 11/15/2026 | 0.01% |
| PMHC II INC P/P 144A 09.0000 02/15/2030 | 0.01% |
| RATTLER MIDSTREAM LP P/P 144A 05.6250 07/15/2025 | 0.01% |
| REDWOOD TRUST INC SEDOL 2730877 | 0.01% |
| REPUBLIC OF PARAGUAY REGS 04.7000 03/27/2027 | 0.01% |
| SABRA HEALTH CARE REIT INC SEDOL B5NLBP6 | 0.01% |
| SANTANDER UK PLC P/P 144A 05.0000 11/07/2023 | 0.01% |
| SIX FLAGS THEME PARK P/P 144A 07.0000 07/01/2025 | 0.01% |
| SOUTHWESTERN ENERGY CO 05.3750 03/15/2030 | 0.01% |
| STURM RUGER & CO INC SEDOL 2856289 | 0.01% |
| SUMITOMO REALTY & DEVELOPMEN SEDOL 6858902 | 0.01% |
| T-MOBILE USA INC. 04.7500 02/01/2028 | 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% |
| TRK 2021-1 A1 02.2395 06/25/2024 | 0.01% |
| UNIVAR SOLUTIONS P/P 144A 05.1250 12/01/2027 | 0.01% |
| USI INC/NY P/P 144A 06.8750 05/01/2025 | 0.01% |
| VICI PROPERTIES P/P 144A 03.7500 02/15/2027 | 0.01% |
| VMC 2021-FL4 A P/P 144A 01.6541 06/16/2036 | 0.01% |
| WESCO DISTRIBUT P/P 144A 07.2500 06/15/2028 | 0.01% |
| WFCM 2013-LC12 D 144A 04.4396 07/15/2046 | 0.01% |
| WORLDLINE SA SEDOL BNFWR44 | 0.01% |
| ZOETIS INC 02.0000 05/15/2030 | 0.01% |
| 1011778 BC ULC / P/P 144A 04.3750 01/15/2028 | 0.01% |
| 2.3485 R ISWP SOFR P 04/05/2027 | 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% |
| ALECTOR INC SEDOL BJ4LDC4 | 0.01% |
| AMAZON.COM INC 02.1000 05/12/2031 | 0.01% |
| AMERICAN AIRLINE P/P 144A 05.7500 04/20/2029 | 0.01% |
| APACHE CORP 05.1000 09/01/2040 | 0.01% |
| APPLE HOSPITALITY REIT INC SEDOL BXRTX56 | 0.01% |
| ARDAGH PKG FIN/HLDGS P/P 144A 04.1250 08/15/2026 | 0.01% |
| AUST & NZ BANKING GR P/P 144A 06.7500 06/15/2026 | 0.01% |
| BGC PARTNERS INC-CL A SEDOL 2528168 | 0.01% |
| BLACK KNIGHT INFOSER P/P 144A 03.6250 09/01/2028 | 0.01% |
| BLACKSTONE HLDG FINA P/P 144A 01.6000 03/30/2031 | 0.01% |
| BPCE SA P/P 144A 03.6480 01/14/2037 | 0.01% |
| CALIFORNIA WATER SERVICE GRP SEDOL 2165383 | 0.01% |
| CANTOR FITZGERALD LP P/P 144A 06.5000 06/17/2022 | 0.01% |
| CAS 2017-C01 1EB1 01.9179 07/25/2029 | 0.01% |
| CAS 2022-R02 2M1 01.4887 01/25/2042 | 0.01% |
| CENOVUS ENERGY INC USD 06.7500 11/15/2039 | 0.01% |
| CHENIERE CORP CHRIST 05.1250 06/30/2027 | 0.01% |
| CINEMARK USA INC P/P 144A 05.2500 07/15/2028 | 0.01% |
| CNO FINANCIAL GROUP INC 05.2500 05/30/2029 | 0.01% |
| COMSTOCK RE INC P/P 144A 06.7500 03/01/2029 | 0.01% |
| CWALT 2006-24CB A19 01.1679 08/25/2036 | 0.01% |
| DEVON ENERGY CORPORATION 07.9500 04/15/2032 | 0.01% |
| FIBROGEN INC SEDOL BSDRYR8 | 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% |
| FREEDOM MTGE CORP P/P 144A 08.2500 04/15/2025 | 0.01% |
| FREEPORT-MCMORAN INC 05.4500 03/15/2043 | 0.01% |
| GARTNER INC P/P 144A 03.7500 10/01/2030 | 0.01% |
| GENERAL ELECTRIC CO 04.1560 12/29/2049 | 0.01% |
| GNMA GII30 MA6089 03.0000 08/20/2049 | 0.01% |
| GNMA GII30 MA7053 03.0000 12/20/2050 | 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% |
| IMMUNOGEN INC SEDOL 2457864 | 0.01% |
| ITEOS THERAPEUTICS INC SEDOL BMWXFT4 | 0.01% |
| JPMORGAN CHASE & CO 06.1000 10/01/2024 | 0.01% |
| KRW/USD 05/18/2022 JPMCB | 0.01% |
| LIVE NATION ENTERTAI P/P 144A 05.6250 03/15/2026 | 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% |
| MWST 2020-2 A 01.4679 11/25/2053 | 0.01% |
| OLYMPUS WTR US HLDG P/P 144A 06.2500 10/01/2029 | 0.01% |
| ORACLE CORP 05.3750 07/15/2040 | 0.01% |
| ORGANON & CO/ORG P/P 144A 04.1250 04/30/2028 | 0.01% |
| PACIFIC GAS & ELECTRIC 02.9500 03/01/2026 | 0.01% |
| PENNYMAC FIN SVCS IN P/P 144A 05.3750 10/15/2025 | 0.01% |
| PERDOCEO EDUCATION CORP SEDOL BKRQQR9 | 0.01% |
| PROLOGIS LP 02.2500 04/15/2030 | 0.01% |
| SFL CORP LTD SEDOL BJXT857 | 0.01% |
| SIRIUS XM RADIO INC P/P 144A 04.0000 07/15/2028 | 0.01% |
| SPANISH BROADCAS P/P 144A 09.7500 03/01/2026 | 0.01% |
| STACR 2018-HRP2 M3 03.0679 02/25/2047 | 0.01% |
| TASEKO MINES LTD P/P 144A 07.0000 02/15/2026 | 0.01% |
| TRANSDIGM INC 04.8750 05/01/2029 | 0.01% |
| UNITED CONTINENTAL HOL L+375 04.5000 04/21/2028 | 0.01% |
| USA COMPRESSION PART 06.8750 04/01/2026 | 0.01% |
| VAT GROUP AG SEDOL BYZWMR9 | 0.01% |
| VICTORIA'S SECRET & P/P 144A 04.6250 07/15/2029 | 0.01% |
| WELLS FARGO & COMPANY 05.8750 06/15/2025 | 0.01% |
| WR GRACE HOLDING LLC P/P 144A 05.6250 10/01/2024 | 0.01% |
| ABC SUPPLY CO INC P/P 144A 03.8750 11/15/2029 | 0.01% |
| ABN AMRO BANK NV P/P 144A 04.7500 07/28/2025 | 0.01% |
| AGENUS INC SEDOL B58J3K4 | 0.01% |
| AGL 2020-6A AR 144A 02.2627 07/20/2034 | 0.01% |
| AMC ENT INC TLB L+300 03.4881 04/22/2026 | 0.01% |
| APPLE INC 02.8000 02/08/2061 | 0.01% |
| ARDAGH METAL PAC P/P 144A 04.0000 09/01/2029 | 0.01% |
| ARRW 2019-3 A3 03.4160 10/25/2048 | 0.01% |
| BEACON ROOFING S P/P 144A 04.1250 05/15/2029 | 0.01% |
| BERKSHIRE HATHAWAY FIN 04.3000 05/15/2043 | 0.01% |
| BLUEBIRD BIO INC SEDOL BBFL7S1 | 0.01% |
| BNP PARIBAS P/P 144A 04.3750 05/12/2026 | 0.01% |
| BOISE CASCADE CO P/P 144A 04.8750 07/01/2030 | 0.01% |
| BOMBARDIER INC P/P 144A 07.1250 06/15/2026 | 0.01% |
| BWAY CORP TLB L+325 04.0500 04/03/2024 | 0.01% |
| CANPACK SA/CANPACK U P/P 144A 03.8750 11/15/2029 | 0.01% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 CS | 0.01% |
| CMLTI 2005-2 1A2A 02.7817 05/25/2035 | 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% |
| CODEXIS INC SEDOL B5LL2C2 | 0.01% |
| CONTINENTAL RESO P/P 144A 05.7500 01/15/2031 | 0.01% |
| CWALT 2005-59 1A1 01.2544 11/20/2035 | 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% |
| DOMINICAN REPUBLIC REGS 04.8750 09/23/2032 | 0.01% |
| DONNELLEY FINANCIAL SOLUTION SEDOL BYND5T7 | 0.01% |
| EMIR 2018-1 M2 03.6679 11/25/2028 | 0.01% |
| ENCORE WIRE CORP SEDOL 2273446 | 0.01% |
| EPICOR SOFTWARE/EAGLE L+325 04.0137 07/30/2027 | 0.01% |
| EQT CORP 07.5000 02/01/2030 | 0.01% |
| ERAC USA FINANCE LLC P/P 144A 04.5000 02/15/2045 | 0.01% |
| FISHER PAYKEL SEDOL 6340250 | 0.01% |
| FREEDOM MTGE CORP P/P 144A 08.1250 11/15/2024 | 0.01% |
| GBP/USD 06/15/2022 BANKAM | 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% |
| GNMA GII30 MA6710 03.0000 06/20/2050 | 0.01% |
| GOLAR LNG LTD SEDOL 2367963 | 0.01% |
| GOLDEN ENTERTAINMENT INC SEDOL BYNH8R8 | 0.01% |
| GOLDMAN SACHS GROUP INC 06.7500 10/01/2037 | 0.01% |
| HILLTOP HOLDINGS INC SEDOL 2365428 | 0.01% |
| HILTON WORLDWIDE FIN LLC 04.8750 04/01/2027 | 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% |
| ISTAR INC 05.5000 02/15/2026 | 0.01% |
| KEURIG DR PEPPER INC 03.4300 06/15/2027 | 0.01% |
| KFORCE INC SEDOL 2746982 | 0.01% |
| KRAFT HEINZ FOODS CO 03.0000 06/01/2026 | 0.01% |
| LOUISIANA-PACIFIC CO P/P 144A 03.6250 03/15/2029 | 0.01% |
| MASONITE INTL C P/P 144A 03.5000 02/15/2030 | 0.01% |
| MINERALS TECHNOLOGIES INC SEDOL 2595612 | 0.01% |
| NABORS INDUSTRIES INC. 05.7500 02/01/2025 | 0.01% |
| NEWS CORP P/P 144A 03.8750 05/15/2029 | 0.01% |
| NEXTGEN HEALTHCARE INC SEDOL BF5L3D6 | 0.01% |
| NOVELIS CORP P/P 144A 04.7500 01/30/2030 | 0.01% |
| ONCOR ELECTRIC DELIVERY 05.3000 06/01/2042 | 0.01% |
| ORTHO-CLINICAL DIAGNOS L+300 03.2776 06/30/2025 | 0.01% |
| PARAMOUNT GLOBAL 04.2000 06/01/2029 | 0.01% |
| PERTAMINA PERSERO PT P/P 144A 04.3000 05/20/2023 | 0.01% |
| PM GENERAL PURCHASER P/P 144A 09.5000 10/01/2028 | 0.01% |
| PS BUSINESS PARKS INC/MD SEDOL 2707956 | 0.01% |
| ROLLER BEARING CO OF P/P 144A 04.3750 10/15/2029 | 0.01% |
| SCRIPPS ESCROW P/P 144A 05.3750 01/15/2031 | 0.01% |
| SERES THERAPEUTICS INC SEDOL BYNQNP8 | 0.01% |
| SERVICE CORP INTL 04.0000 05/15/2031 | 0.01% |
| SHIFT4 PAYMENTS LLC P/P 144A 04.6250 11/01/2026 | 0.01% |
| SKYWEST INC SEDOL 2814210 | 0.01% |
| SM ENERGY CO 06.5000 07/15/2028 | 0.01% |
| SM ENERGY CO 06.7500 09/15/2026 | 0.01% |
| SOFINA SEDOL 4820301 | 0.01% |
| SPECTRUM BRANDS INC P/P 144A 03.8750 03/15/2031 | 0.01% |
| STEWART INFORMATION SERVICES SEDOL 2848736 | 0.01% |
| SUGAR HSP GAMING P/P 144A 05.8750 05/15/2025 | 0.01% |
| TALLGRASS NRG PRTNR P/P 144A 06.0000 12/31/2030 | 0.01% |
| THERAVANCE BIOPHARMA INC SEDOL BMNDK09 | 0.01% |
| TK ELEV HOLDCO P/P 144A 07.6250 07/15/2028 | 0.01% |
| TRANSOCEAN INC P/P 144A 11.5000 01/30/2027 | 0.01% |
| TRANSOCEAN POSEIDON P/P 144A 06.8750 02/01/2027 | 0.01% |
| VIRTUS INVESTMENT PARTNERS SEDOL B3KKGQ8 | 0.01% |
| WESTROCK MWV LLC 07.9500 02/15/2031 | 0.01% |
| WHITE CAP TLB S+375 04.2500 10/19/2027 | 0.01% |
| WORKDAY INC 03.7000 04/01/2029 | 0.01% |
| 2.307 R ISWP SOFR P 03/31/2024 | 0.01% |
| 2.399 R ISWP SOFR P 04/08/2032 | 0.01% |
| ADIENT TLB L+325 04.0137 04/01/2028 | 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 TRANSMISSIO P/P 144A 02.6500 01/15/2032 | 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% |
| ARD FINANCE SA P/P 144A 06.5000 06/30/2027 | 0.01% |
| ASCEND LEARNING LLC 2N L+575 06.5137 11/18/2029 | 0.01% |
| ATLANTIC UNION BANKSHARES CO SEDOL BFZ9DB8 | 0.01% |
| BANNER CORPORATION SEDOL 2346003 | 0.01% |
| BAUSCH HLTH COS INC P/P 144A 06.1250 02/01/2027 | 0.01% |
| BAUSCH HLTH COS INC P/P 144A 07.2500 05/30/2029 | 0.01% |
| BECTON DICKINSON AND CO 03.7000 06/06/2027 | 0.01% |
| BRAND ENERGY & I P/P 144A 08.5000 07/15/2025 | 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% |
| BUILDERS FIRSTSOURCE P/P 144A 06.7500 06/01/2027 | 0.01% |
| BWAY HOLDING CO P/P 144A 07.2500 04/15/2025 | 0.01% |
| CARRIAGE SVCS INC P/P 144A 04.2500 05/15/2029 | 0.01% |
| CAS 2017-C01 1M2C 04.2179 07/25/2029 | 0.01% |
| CCO HLDGS LLC/CAP C P/P 144A 05.5000 05/01/2026 | 0.01% |
| CFCRE 2017-C8 B 04.1985 06/15/2050 | 0.01% |
| CHENIERE ENERGY PART P/P 144A 03.2500 01/31/2032 | 0.01% |
| CHENIERE ENERGYP 04.0000 03/01/2031 | 0.01% |
| CLARIOS GLOBAL L+325 03.3425 04/30/2026 | 0.01% |
| CLEAR CHANNEL OU P/P 144A 07.7500 04/15/2028 | 0.01% |
| COMCAST CORP 04.0490 11/01/2052 | 0.01% |
| CROWN CORK & SEAL CO INC 07.3750 12/15/2026 | 0.01% |
| DISH DBS CORP 05.8750 11/15/2024 | 0.01% |
| ENTERCOM MEDIA CORP P/P 144A 06.5000 05/01/2027 | 0.01% |
| ENTERPRISE FINANCIAL SERVICES CORP | 0.01% |
| FHLMC FR30 QB2276 UMBS 02.5000 08/01/2050 | 0.01% |
| FHLMC FR30 ZS9547 UMBS 04.0000 09/01/2045 | 0.01% |
| GNMA GII30 BL6161 06.0000 12/20/2048 | 0.01% |
| HILCORP ENERGY I/HIL P/P 144A 06.2500 04/15/2032 | 0.01% |
| HMIR 2018-1 M1 144A 02.2679 10/25/2028 | 0.01% |
| INTERCONTINENTALEXCHANGE 03.1000 09/15/2027 | 0.01% |
| INTREPID POTASH INC SEDOL BMDNMT2 | 0.01% |
| KRAFT HEINZ FOODS CO 05.0000 07/15/2035 | 0.01% |
| LAMB WESTON HOLDINGS P/P 144A 04.8750 05/15/2028 | 0.01% |
| MATTAMY GROUP CORP P/P 144A 05.2500 12/15/2027 | 0.01% |
| MCAS 2019-01 M7 144A 02.3679 10/15/2049 | 0.01% |
| MERCER INTL INC USD 05.1250 02/01/2029 | 0.01% |
| MOZART DEBT MERGER S P/P 144A 05.2500 10/01/2029 | 0.01% |
| NATIONSTAR MTG HLD I P/P 144A 05.5000 08/15/2028 | 0.01% |
| NIELSEN CO LUXEM P/P 144A 05.0000 02/01/2025 | 0.01% |
| NIELSEN FIN LLC/CO P/P 144A 05.6250 10/01/2028 | 0.01% |
| NOURYON USA TLB L+300 04.0060 10/01/2025 | 0.01% |
| OCCIDENTAL PETROLEUM COR 06.6250 09/01/2030 | 0.01% |
| PETROBRAS GLOBAL FINANCE USD 05.6000 01/03/2031 | 0.01% |
| PRUDENTIAL FINANCIAL INC 05.2000 03/15/2044 | 0.01% |
| PUBLIC SERVICE ELECTRIC 05.5000 03/01/2040 | 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% |
| RITE AID CORP P/P 144A 08.0000 11/15/2026 | 0.01% |
| S&P GLOBAL INC 01.2500 08/15/2030 | 0.01% |
| SABINE PASS LIQUEF 05.0000 03/15/2027 | 0.01% |
| SABINE PASS LIQUEFAC 05.7500 05/15/2024 | 0.01% |
| SC GAMES HOLDIN/US F P/P 144A 06.6250 03/01/2030 | 0.01% |
| SERVICE CORP INTL 03.3750 08/15/2030 | 0.01% |
| SERVICE CORPORATION INTL 04.6250 12/15/2027 | 0.01% |
| SG HOLDINGS CO LTD SEDOL BFFY885 | 0.01% |
| SIMPSON MANUFACTURING CO INC SEDOL 2809250 | 0.01% |
| SPECTRUM BRANDS INC P/P 144A 05.0000 10/01/2029 | 0.01% |
| SPX CORP SEDOL 2787185 | 0.01% |
| STACR 2019-HQA1 M2 03.0179 02/25/2049 | 0.01% |
| TOSHIBA CORP SEDOL 6897217 | 0.01% |
| TRANSDIGM INC. 06.3750 06/15/2026 | 0.01% |
| WAMU 2005-AR9 A1C3 01.6279 07/25/2045 | 0.01% |
| WASHINGTON FEDERAL INC SEDOL 2941981 | 0.01% |
| WELLS FARGO & COMPANY 03.9000 03/15/2026 | 0.01% |
| WESBANCO INC SEDOL 2953782 | 0.01% |
| WESTPAC BANKING CORP USD 03.3500 03/08/2027 | 0.01% |
| WFCM 2014-LC16 XA IO 01.2483 08/15/2050 | 0.01% |
| WHITE CAP BUYER LLC P/P 144A 06.8750 10/15/2028 | 0.01% |
| WR GRACE HOLDING LLC P/P 144A 05.6250 08/15/2029 | 0.01% |
| YUM! BRANDS INC P/P 144A 04.7500 01/15/2030 | 0.01% |
| 1011778 BC / NEW RED P/P 144A 04.0000 10/15/2030 | 0.01% |
| 2.326 R ISWP SOFR P 04/06/2027 | 0.01% |
| ALBERTSONS COS P/P 144A 04.8750 02/15/2030 | 0.01% |
| AMERICAN AXLE & MFG HOLDINGS SEDOL 2382416 | 0.01% |
| ANDERSONS INC/THE SEDOL 2274922 | 0.01% |
| ANTERO MIDSTREAM P/P 144A 07.8750 05/15/2026 | 0.01% |
| APID 2021-37A A 144A 02.2663 10/22/2034 | 0.01% |
| ARRW 2019-1 A3 03.9948 01/25/2049 | 0.01% |
| ASURION CORP 2N TLB4 L+525 06.0137 01/30/2029 | 0.01% |
| BLUELINX HOLDINGS INC SEDOL BYQLZ65 | 0.01% |
| CAD/USD 07/20/2022 UBS | 0.01% |
| CAS 2014-C02 1M2 03.2679 05/25/2024 | 0.01% |
| CAS 2014-C04 1M2 05.5679 11/25/2024 | 0.01% |
| CAS 2017-C04 2ED1 01.2679 11/25/2029 | 0.01% |
| CAS 2019-R06 2M2 02.7679 09/25/2039 | 0.01% |
| CCO HOLDINGS LLC 04.5000 05/01/2032 | 0.01% |
| CCO HOLDINGS LLC P/P 144A 04.2500 02/01/2031 | 0.01% |
| CENTERFIELD MEDI P/P 144A 06.6250 08/01/2026 | 0.01% |
| CFCRE 2011-C2 D 144A 05.2492 12/15/2047 | 0.01% |
| CLARIOS GLOBAL LP P/P 144A 06.7500 05/15/2025 | 0.01% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS | 0.01% |
| COEUR MINING INC P/P 144A 05.1250 02/15/2029 | 0.01% |
| COMCAST CORP P/P 144A 02.9870 11/01/2063 | 0.01% |
| COMFORT SYSTEMS USA INC SEDOL 2036047 | 0.01% |
| COMMONWEALTH EDISON CO 05.9000 03/15/2036 | 0.01% |
| COMMSCOPE INC P/P 144A 08.2500 03/01/2027 | 0.01% |
| CONTINENTAL RESOURCES 04.9000 06/01/2044 | 0.01% |
| DEVON ENERGY CORPORATION 07.8750 09/30/2031 | 0.01% |
| DRESDNER FDG TRST I P/P 144A 08.1510 06/30/2031 | 0.01% |
| ELMW5 2020-2A BR 144A 02.7127 10/20/2034 | 0.01% |
| ERAC USA FINANCE LLC P/P 144A 03.3000 12/01/2026 | 0.01% |
| EUR/USD 06/15/2022 MSCIL | 0.01% |
| EUR/USD 06/15/2022 RBSF | 0.01% |
| FREEPORT-MCMORAN INC 04.6250 08/01/2030 | 0.01% |
| FRONTIER COMM P/P 144A 05.8750 10/15/2027 | 0.01% |
| GLP CAPITAL LP / FIN II 05.3750 04/15/2026 | 0.01% |
| GNR 2015-H25 BI IO 01.7060 10/20/2065 | 0.01% |
| GOODYEAR TIRE & RUBBER CO SEDOL 2378200 | 0.01% |
| GRAPHIC PACKAGIN P/P 144A 03.5000 03/01/2029 | 0.01% |
| GRAPHIC PACKAGING IN P/P 144A 03.7500 02/01/2030 | 0.01% |
| HANESBRANDS INC P/P 144A 04.6250 05/15/2024 | 0.01% |
| HEARTLAND FINANCIAL USA INC SEDOL 2828147 | 0.01% |
| HILCORP ENERGY I/HIL P/P 144A 06.0000 04/15/2030 | 0.01% |
| IHEARTCOMMUNICATI L+325 04.0137 05/01/2026 | 0.01% |
| INTEL PKG HOLDCO P/P 144A 09.0000 01/15/2026 | 0.01% |
| JPMBB 2015-C33 XA IO 01.0572 12/15/2048 | 0.01% |
| JPMORGAN CHASE & CO 03.6500 06/01/2026 | 0.01% |
| JPMORGAN CHASE & CO 04.1250 12/15/2026 | 0.01% |
| KFC HLD/PIZZA HUT/TA P/P 144A 04.7500 06/01/2027 | 0.01% |
| KLEOPATRA HOLDINGS 2 REGS 06.5000 09/01/2026 | 0.01% |
| LBM ACQUISITION LLC P/P 144A 06.2500 01/15/2029 | 0.01% |
| MISUMI GROUP INC SEDOL 6595179 | 0.01% |
| MIZRAHI TEFAHOT BANK LTD SEDOL 6916703 | 0.01% |
| MRC GLOBAL INC SEDOL B7M66F1 | 0.01% |
| MSRR 2015-R4 CB1 01.2822 08/26/2047 | 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% |
| NEWELL BRANDS INC 04.8750 06/01/2025 | 0.01% |
| NEWS CORP P/P 144A 05.1250 02/15/2032 | 0.01% |
| NN GROUP NV SEDOL BNG8PQ9 | 0.01% |
| NORTHWEST NATURAL HOLDING CO SEDOL BFNR303 | 0.01% |
| NRG ENERGY INC P/P 144A 04.4500 06/15/2029 | 0.01% |
| NUTRIEN LTD USD 05.2500 01/15/2045 | 0.01% |
| OASIS PETROLEUM INC P/P 144A 06.3750 06/01/2026 | 0.01% |
| OFG BANCORP SEDOL B87LKR8 | 0.01% |
| OTTER TAIL CORP SEDOL 2664103 | 0.01% |
| PARAMOUNT GLOBAL 04.0000 01/15/2026 | 0.01% |
| RAYTHEON TECH CORP 04.8750 10/15/2040 | 0.01% |
| RPT REALTY SEDOL BG0YLC2 | 0.01% |
| RYERSON HOLDING CORP SEDOL B3TPPZ6 | 0.01% |
| SIX FLAGS ENT P/P 144A 05.5000 04/15/2027 | 0.01% |
| SJW GROUP SEDOL 2811932 | 0.01% |
| STACR 2019-DNA1 M2 03.3179 01/25/2049 | 0.01% |
| STACR 2021-HQA3 M1 01.1387 09/25/2041 | 0.01% |
| STANDARD IND INC P/P 144A 05.0000 02/15/2027 | 0.01% |
| SUNCOKE ENERGY INC SEDOL B3R0638 | 0.01% |
| T-MOBILE USA INC 02.8750 02/15/2031 | 0.01% |
| TALOS ENERGY INC SEDOL BDT56V9 | 0.01% |
| TEREX CORP P/P 144A 05.0000 05/15/2029 | 0.01% |
| TITAN ACQ LTD P/P 144A 07.7500 04/15/2026 | 0.01% |
| TIVITY HEALTH INC SEDOL BD8Q1B8 | 0.01% |
| TMIR 2019-1 M2 144A 03.5679 11/26/2029 | 0.01% |
| TRANSDIGM INC 04.6250 01/15/2029 | 0.01% |
| TRI POINTE GROUP / HOMES 05.8750 06/15/2024 | 0.01% |
| TTM TECHNOLOGIES INC P/P 144A 04.0000 03/01/2029 | 0.01% |
| ULTIMATE SOFTWARE GROU L+525 06.2116 05/03/2027 | 0.01% |
| UNIVISION COMM P/P 144A 09.5000 05/01/2025 | 0.01% |
| VISTRA CORP P/P 144A 05.0000 07/31/2027 | 0.01% |
| WAMU 2005-AR11 A1B3 01.4679 08/25/2045 | 0.01% |
| WARRIOR MET COAL INC SEDOL BF2X272 | 0.01% |
| WR GRACE HOLDING LLC P/P 144A 04.8750 06/15/2027 | 0.01% |
| 2.247 R ISWP SOFR P 04/01/2027 | 0.00% |
| 2.479 R ISWP SOFR P 04/12/2032 | 0.00% |
| ALEXANDER & BALDWIN INC SEDOL B827VB2 | 0.00% |
| AMC ENT HLDGS P/P 144A 07.5000 02/15/2029 | 0.00% |
| AMERICAN EQUITY INVT LIFE HL SEDOL 2191300 | 0.00% |
| ANTERO RESOURCES P/P 144A 07.6250 02/01/2029 | 0.00% |
| ARCHES BUYER INC P/P 144A 06.1250 12/01/2028 | 0.00% |
| ARGAN INC SEDOL 2804501 | 0.00% |
| ARGO GROUP INTERNATIONAL SEDOL 2499543 | 0.00% |
| ASURION CORP TLB9 L+325 04.0137 07/31/2027 | 0.00% |
| ATRICURE INC SEDOL B0C8KV2 | 0.00% |
| BAFC 2005-B 3M1 01.2694 04/20/2035 | 0.00% |
| BANK OF AMERICA CORP 01.5860 09/15/2026 | 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% |
| BCPE ULYSSES P/P 144A 07.7500 04/01/2027 | 0.00% |
| BEAZER HOMES USA INC SEDOL B8KHZT0 | 0.00% |
| BLUCORA INC SEDOL B8L2DV2 | 0.00% |
| BOARDWALK PIPELINES LP 03.6000 09/01/2032 | 0.00% |
| BOYD GAMING CORP 04.7500 12/01/2027 | 0.00% |
| BRISTOL-MYERS 03.4000 07/26/2029 | 0.00% |
| BROOKDALE SENIOR LIVING INC SEDOL B0PZN33 | 0.00% |
| BUMT 2005-1 1A1 01.2679 09/25/2045 | 0.00% |
| CALLON PETROLEUM CO P/P 144A 09.0000 04/01/2025 | 0.00% |
| CARS.COM INC SEDOL BYXHTC0 | 0.00% |
| CAS 2019-HRP1 M2 02.8179 11/25/2039 | 0.00% |
| CAS 2021-R02 2M1 01.1887 11/25/2041 | 0.00% |
| CDX CDX.NA.HY.38 500.0 06/20/2027 | 0.00% |
| CEVA INC | 0.00% |
| CHS/COMMUNITY P/P 144A 06.8750 04/01/2028 | 0.00% |
| CHS/COMMUNITY HEALTH P/P 144A 08.0000 03/15/2026 | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | 0.00% |
| COINBASE GLOBAL INC P/P 144A 03.3750 10/01/2028 | 0.00% |
| COMMERCIAL METALS CO 04.1250 01/15/2030 | 0.00% |
| DCP MIDSTREAM OPERATING 05.6250 07/15/2027 | 0.00% |
| DIAMOND SPORTS P/P 144A 05.3750 08/15/2026 | 0.00% |
| DORIAN LPG LTD SEDOL BM4QJF5 | 0.00% |
| EAGLE BANCORP INC SEDOL 2648055 | 0.00% |
| ENDEAVOR ENERGY P/P 144A 06.6250 07/15/2025 | 0.00% |
| ENERGY TRANSFER LP 02.9000 05/15/2025 | 0.00% |
| EPICOR SOFTWARE/EAGLE L+775 08.7500 07/30/2028 | 0.00% |
| EVERQUOTE INC - CLASS A SEDOL BG88WS9 | 0.00% |
| GENERAL MOTORS FINL CO 04.0000 01/15/2025 | 0.00% |
| GFL ENVIRON INC P/P 144A 03.5000 09/01/2028 | 0.00% |
| GLOBAL MEDICAL RESPO P/P 144A 06.5000 10/01/2025 | 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% |
| GNR 2016-H16 EI IO 02.2004 06/20/2066 | 0.00% |
| GOEASY LTD P/P 144A 04.3750 05/01/2026 | 0.00% |
| GRIFFON CORP SEDOL 2463344 | 0.00% |
| GSMS 2014-GC24 XA IO 00.8437 09/10/2047 | 0.00% |
| HCA INC. 04.5000 02/15/2027 | 0.00% |
| HESS MIDSTREAM OPRTN P/P 144A 05.5000 10/15/2030 | 0.00% |
| IMMUNITYBIO INC SEDOL BNSP0B8 | 0.00% |
| INTERNATIONAL LEASE FIN CORP 05.8750 08/15/2022 | 0.00% |
| IRB HOLDING CORP P/P 144A 07.0000 06/15/2025 | 0.00% |
| JPMBB 2014-C25 XA IO 00.9684 11/15/2047 | 0.00% |
| KENNEDY-WILSON HOLDINGS INC SEDOL B298495 | 0.00% |
| KINDER MORGAN INC. 07.7500 01/15/2032 | 0.00% |
| KLOECKNER PENTAPLAST L+475 05.2500 02/09/2026 | 0.00% |
| L3HARRIS TECH INC 01.8000 01/15/2031 | 0.00% |
| LINK REIT SEDOL B0PB4M7 | 0.00% |
| LIVE NATION ENT P/P 144A 06.5000 05/15/2027 | 0.00% |
| MACY'S RETAIL HLDGS P/P 144A 06.1250 03/15/2032 | 0.00% |
| MADISON IAQ LLC P/P 144A 04.1250 06/30/2028 | 0.00% |
| MATCH GRP HLD II LLC P/P 144A 05.0000 12/15/2027 | 0.00% |
| MET LIFE GLOB FUND P/P 144A 03.0000 01/10/2023 | 0.00% |
| MOZART DEBT MERGER S P/P 144A 03.8750 04/01/2029 | 0.00% |
| NATIONAL BANK HOLD-CL A SEDOL B888DV3 | 0.00% |
| NEW JERSEY RESOURCES CORP SEDOL 2630513 | 0.00% |
| OCEANFIRST FINANCIAL CORP SEDOL 2125901 | 0.00% |
| ONEMAIN FINANCE CORP 06.6250 01/15/2028 | 0.00% |
| PENNYMAC FIN SVCS IN P/P 144A 05.7500 09/15/2031 | 0.00% |
| PROASSURANCE CORP SEDOL 2612737 | 0.00% |
| RADIUS HEALTH INC SEDOL BM68KK1 | 0.00% |
| ROBERTSHAW CONTROLS CO L+800 09.0000 02/28/2026 | 0.00% |
| ROCKET SOFTWARE INC. L+425 05.0137 11/28/2025 | 0.00% |
| SCIENTIFIC GAMES P/P 144A 07.0000 05/15/2028 | 0.00% |
| SCRIPPS ESCROW II IN P/P 144A 03.8750 01/15/2029 | 0.00% |
| SCRIPPS ESCROW INC P/P 144A 05.8750 07/15/2027 | 0.00% |
| SINCLAIR TELE P/P 144A 04.1250 12/01/2030 | 0.00% |
| STANDEX INTERNATIONAL CORP SEDOL 2840174 | 0.00% |
| STATION CASINOS LLC P/P 144A 04.6250 12/01/2031 | 0.00% |
| T-MOBILE USA INC 03.8750 04/15/2030 | 0.00% |
| THYSSENKRUPP ELEVATOR L+350 04.0187 07/31/2027 | 0.00% |
| TITAN INTERNATIONAL INC SEDOL 2890265 | 0.00% |
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| 2.518 R ISWP SOFR P 04/12/2027 | 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.10 2059-11-17 500.0 11/17/2059 CS | 0.00% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 ML | 0.00% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CS | 0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 JP | 0.00% |
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| 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 JP | 0.00% |
| COMCAST CORP 03.1500 03/01/2026 | 0.00% |
| COMM 2013-CR11 XA IO 01.0707 08/10/2050 | 0.00% |
| COMM 2014-LC17 XA IO 00.8313 10/10/2047 | 0.00% |
| COMMERCIAL METALS CO 04.3750 03/15/2032 | 0.00% |
| COMSTOCK RE INC P/P 144A 07.5000 05/15/2025 | 0.00% |
| ENRGY TRANS LP/REG FIN 04.5000 11/01/2023 | 0.00% |
| EVR LN R SOFR P 12/15/25 GS | 0.00% |
| FHR 3072 SM 04.2533 11/15/2035 | 0.00% |
| FIRST BANCSHARES INC/MS SEDOL 2184300 | 0.00% |
| FNR 2007-53 SP 21.7512 06/25/2037 | 0.00% |
| GARTNER INC P/P 144A 03.6250 06/15/2029 | 0.00% |
| GFL ENVIRON INC P/P 144A 04.7500 06/15/2029 | 0.00% |
| GFL ENVIRONMENTAL IN P/P 144A 04.0000 08/01/2028 | 0.00% |
| GNMA GII30 AY2298 04.7000 05/20/2067 | 0.00% |
| GNMA GII30 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 BN1506 04.5000 05/20/2049 | 0.00% |
| GNMA GII30 MA7137 03.0000 01/20/2051 | 0.00% |
| GNMA GII30 MA7194 03.0000 02/20/2051 | 0.00% |
| GNR 2010-9 UI IO 05.0000 01/20/2040 | 0.00% |
| GNR 2013-14 IO IO 03.5000 12/20/2042 | 0.00% |
| GSMS 2014-GC22 XA IO 01.0972 06/10/2047 | 0.00% |
| INDEPENDENT BANK CORP - MICH SEDOL 2492133 | 0.00% |
| INTERNATIONAL MONEY EXPRESS SEDOL BG216W6 | 0.00% |
| JPMBB 2014-C19 XA IO 00.7988 04/15/2047 | 0.00% |
| MATCH GRP HLD II LLC P/P 144A 04.1250 08/01/2030 | 0.00% |
| MAUSER PACKAGING SOL P/P 144A 05.5000 04/15/2024 | 0.00% |
| MERCK & CO INC 02.9000 03/07/2024 | 0.00% |
| MIDLAND STATES BANCORP INC SEDOL B6VRG58 | 0.00% |
| MODINE MANUFACTURING CO SEDOL 2598354 | 0.00% |
| MSBAM 2014-C17 XA IO 01.2106 08/15/2047 | 0.00% |
| NOVELIS CORP P/P 144A 03.8750 08/15/2031 | 0.00% |
| NUFARM AU LTD/AM P/P 144A 05.0000 01/27/2030 | 0.00% |
| OCCIDENTAL PETROLEUM -CW27 SEDOL BMVF784 | 0.00% |
| OMIR 2018-1A M1 02.2179 07/25/2028 | 0.00% |
| OPORTUN FINANCIAL CORP SEDOL BKTC5L2 | 0.00% |
| ORTHO-CLINICAL P/P 144A 07.3750 06/01/2025 | 0.00% |
| PEOPLES BANCORP INC SEDOL 2679419 | 0.00% |
| PLAYAGS INC SEDOL BFNJ8L5 | 0.00% |
| PRECISION DRILL P/P 144A 06.8750 01/15/2029 | 0.00% |
| RESOURCES CONNECTION INC SEDOL 2697853 | 0.00% |
| S & T BANCORP INC SEDOL 2781109 | 0.00% |
| SIGHT SCIENCES INC SEDOL BN2T5Q6 | 0.00% |
| SP PLUS CORP SEDOL BH2QZH6 | 0.00% |
| SURMODICS INC SEDOL 2502678 | 0.00% |
| TEEKAY CORP SEDOL 2933795 | 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% |
| WEYERHAEUSER CO 07.3750 03/15/2032 | 0.00% |
| WFRBS 2013-C14 XA IO 00.7883 06/15/2046 | 0.00% |
| 2.5985 R ISWP SOFR P 04/13/2027 | 0.00% |
| 2.61725 R ISWP SOFR P 04/20/2032 | 0.00% |
| ASBURY AUTOMOTIVE GR P/P 144A 05.0000 02/15/2032 | 0.00% |
| BANK OF AMERICA CORP 06.5000 10/23/2024 | 0.00% |
| BOMBARDIER INC P/P 144A 07.5000 12/01/2024 | 0.00% |
| CAD/USD 07/20/2022 JPMCB | 0.00% |
| CALPINE CORP P/P 144A 04.6250 02/01/2029 | 0.00% |
| CAS 2014-C04 2M2 05.6679 11/25/2024 | 0.00% |
| CAS 2015-C02 1M2 04.6679 05/25/2025 | 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 MS | 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 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 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 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.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.BBB-.10 2059-11-17 300.0 11/17/2059 CG | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 ML | 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 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% |
| COLT 2020-2 A1 01.8530 03/25/2065 | 0.00% |
| COMCAST CORP 06.5000 11/15/2035 | 0.00% |
| COMM 2014-CR18 XA IO 01.1521 07/15/2047 | 0.00% |
| CVS PASS-THROUGH TRUST 06.0360 12/10/2028 | 0.00% |
| DIAMOND 1 FIN/DIAMON 08.3500 07/15/2046 | 0.00% |
| DRMT 2020-2 A1 01.6920 05/25/2065 | 0.00% |
| EQT CORP 05.0000 01/15/2029 | 0.00% |
| EUR/USD 06/15/2022 UBS | 0.00% |
| FHR 2990 LB 15.5294 06/15/2034 | 0.00% |
| FNR 2005-106 JC 18.0531 12/25/2035 | 0.00% |
| FNR 2006-62 PS 35.8928 07/25/2036 | 0.00% |
| GNMA GII30 BJ9611 04.5000 05/20/2049 | 0.00% |
| GNMA GII30 BL6016 06.0000 02/20/2049 | 0.00% |
| GNMA GII30 BN1509 05.0000 05/20/2049 | 0.00% |
| GNMA GII30 BN2618 04.5000 05/20/2049 | 0.00% |
| GNMA GII30 BN7073 04.5000 05/20/2049 | 0.00% |
| GSMS 2013-GC10 XA IO 01.6164 02/10/2046 | 0.00% |
| GSMS 2013-GC12 XA IO 01.5242 06/10/2046 | 0.00% |
| HUB INTERNATIONAL LTD L+325 04.3483 04/25/2025 | 0.00% |
| L BRANDS INC P/P 144A 09.3750 07/01/2025 | 0.00% |
| MACY'S RETAIL HLDGS P/P 144A 05.8750 03/15/2030 | 0.00% |
| NEOGAMES SA SEDOL BLD51J4 | 0.00% |
| NICOLET BANKSHARES INC SEDOL 2012865 | 0.00% |
| NOK/USD 06/15/2022 JPMCB | 0.00% |
| NRG ENERGY INC 06.6250 01/15/2027 | 0.00% |
| PEAPACK GLADSTONE FINL CORP SEDOL 2307732 | 0.00% |
| RAPT THERAPEUTICS INC SEDOL BK5T6R0 | 0.00% |
| STACR 2018-HQA2 M2AS 01.5679 10/25/2048 | 0.00% |
| STACR 2019-DNA2 M2 03.1179 03/25/2049 | 0.00% |
| STANDARD IND INC P/P 144A 04.7500 01/15/2028 | 0.00% |
| T-MOBILE USA INC 05.3750 04/15/2027 | 0.00% |
| THE SHERWIN-WILLIAMS COMPANY 02.7500 06/01/2022 | 0.00% |
| TXU TCEH RIGHTS | 0.00% |
| 2.243 R ISWP SOFR P 04/04/2024 | 0.00% |
| 2.553 R ISWP SOFR P 04/28/2024 | 0.00% |
| 2.6625 R ISWP SOFR P 04/25/2024 | 0.00% |
| 2.687 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% |
| CAD/USD 07/20/2022 BANKAM | 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 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.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 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 JP | 0.00% |
| CMB CMBX.NA.A.14 2072-12-16 200.0 12/16/2072 MS | 0.00% |
| CMB CMBX.NA.A.14 2072-12-16 200.0 12/16/2072 MS | 0.00% |
| CMB CMBX.NA.A.14 2072-12-16 200.0 12/16/2072 MS | 0.00% |
| CMB CMBX.NA.A.14 2072-12-16 200.0 12/16/2072 MS | 0.00% |
| CMB CMBX.NA.A.14 2072-12-16 200.0 12/16/2072 MS | 0.00% |
| CMB CMBX.NA.A.14 2072-12-16 200.0 12/16/2072 MS | 0.00% |
| CMB CMBX.NA.A.14 2072-12-16 200.0 12/16/2072 MS | 0.00% |
| CMB CMBX.NA.A.14 2072-12-16 200.0 12/16/2072 MS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 MS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 MS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 MS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 MS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 MS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 MS | 0.00% |
| CMB CMBX.NA.A.7 2047-01-17 200.0 01/17/2047 CG | 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 GS | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.00% |
| CMB CMBX.NA.BB.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 MS | 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 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.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.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 JP | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 JP | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 JP | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 ML | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 JP | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 JP | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 MS | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 MS | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 MS | 0.00% |
| CMB CMBX.NA.BBB-.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 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-.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 JP | 0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 GS | 0.00% |
| CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 CG | 0.00% |
| CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 CG | 0.00% |
| CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 CG | 0.00% |
| CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 CG | 0.00% |
| CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 GS | 0.00% |
| CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 MS | 0.00% |
| CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 MS | 0.00% |
| CMB CMBX.NA.BBB-.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% |
| CSMC 2007-C2 AX IO 144A 00.0480 01/15/2049 | 0.00% |
| FHR 3117 AF 00.0000 02/15/2036 | 0.00% |
| FHR 3391 PO PO 00.0000 04/15/2037 | 0.00% |
| FNMA FN30 BO0212 UMBS 04.5000 05/01/2049 | 0.00% |
| FNR 2006-125 OX PO 00.0000 01/25/2037 | 0.00% |
| FNR 2006-46 OC PO 00.0000 06/25/2036 | 0.00% |
| FNR 2006-84 OT PO 00.0000 09/25/2036 | 0.00% |
| FNR 2007-14 KO PO 00.0000 03/25/2037 | 0.00% |
| GNR 2010-9 QI IO 04.5000 01/20/2040 | 0.00% |
| GNR 2019-78 SJ IO 05.4556 06/20/2049 | 0.00% |
| MEZZ 2007-C5 X IO P/P 144A 07.0043 12/15/2049 | 0.00% |
| TIAAC 2003-1A E 144A 08.0000 12/28/2038 | 0.00% |
| 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% |
| 2.547 R ISWP SOFR P 04/28/2032 | -0.00% |
| CHF/USD 06/15/2022 RBSF | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 JP | -0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | -0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | -0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 MS | -0.00% |
| CMB CMBX.NA.BBB-.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 BC | -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% |
| HKD/USD 05/18/2022 UBS | -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.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% |
| SEK/USD 06/15/2022 JPMCB | -0.00% |
| SGD/USD 05/18/2022 JPMCB | -0.00% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 MS | -0.00% |
| EUR/USD 06/15/2022 SSBT | -0.00% |
| 2.334 R ISWP FWD SOFR P 04/18/2052 | -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.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| JPY/USD 05/18/2022 RBSF | -0.00% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 CG | -0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 CS | -0.00% |
| 2.453 R ISWP SOFR P 04/11/2027 | -0.01% |
| 2.33 R ISWP SOFR P 04/06/2027 | -0.01% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CG | -0.01% |
| CHF/USD 06/15/2022 SSBT | -0.01% |
| 2.288 R ISWP SOFR P 03/31/2027 | -0.01% |
| AUD/USD 07/20/2022 RBSF | -0.02% |
| JPY/USD 05/18/2022 SSBT | -0.04% |
| US 10YR ULTRA FUT JUN22 UXYM2 | -0.05% |
| 2.05 R ISWP FWD SOFR P 06/15/2052 | -0.06% |
| 1.95 R ISWP FWD SOFR P 06/15/2032 | -0.08% |
| SPX 20220617 P 4000.00JPMCB | -0.28% |
| MSCI EAFE JUN22 MFSM2 | -0.89% |
| FNMA FN30 TBA UMBS 02.0000 05/01/2052 | -1.00% |
| FNMA FN30 TBA UMBS 02.5000 06/01/2052 | -1.03% |
| GSGLPWDS P SOFR R 12/15/25 GS | -3.95% |
| S&P500 EMINI FUT JUN22 ESM2 | -7.53% |
| US 2YR NOTE (CBT) JUN22 TUM2 | 4.53% |
|---|---|
| GSGLPWDL R SOFR P 12/15/25 GS | 4.03% |
| APPLE INC SEDOL 2046251 | 3.45% |
| FNMA FN30 TBA UMBS 03.5000 05/01/2052 | 3.24% |
| MICROSOFT CORP SEDOL 2588173 | 3.08% |
| US ULTRA BOND CBT JUN22 WNM2 | 2.25% |
| AMAZON.COM INC SEDOL 2000019 | 2.00% |
| US 10YR NOTE (CBT)JUN22 TYM2 | 1.89% |
| FNMA FN15 TBA UMBS 02.5000 04/01/2037 | 1.70% |
| ALPHABET INC-CL A SEDOL BYVY8G0 | 1.58% |
| FNMA FN30 TBA UMBS 04.0000 05/01/2052 | 1.55% |
| NVIDIA CORP SEDOL 2379504 | 1.31% |
| FNMA FN30 TBA UMBS 02.5000 05/01/2052 | 1.30% |
| US LONG BOND(CBT) JUN22 USM2 | 1.12% |
| FNMA FN30 TBA UMBS 03.0000 05/01/2052 | 0.99% |
| JPMORGAN CHASE & CO SEDOL 2190385 | 0.98% |
| TESLA INC SEDOL B616C79 | 0.95% |
| GNMA GII30 TBA 03.0000 04/01/2052 | 0.89% |
| WALMART INC SEDOL 2936921 | 0.88% |
| ACCENTURE PLC-CL A SEDOL B4BNMY3 | 0.81% |
| FNMA FN30 TBA UMBS 03.0000 06/01/2052 | 0.80% |
| MERCK & CO. INC. SEDOL 2778844 | 0.76% |
| QUALCOMM INC SEDOL 2714923 | 0.68% |
| INTUIT INC SEDOL 2459020 | 0.67% |
| ALPHABET INC-CL C SEDOL BYY88Y7 | 0.66% |
| GOLDMAN SACHS GROUP INC SEDOL 2407966 | 0.60% |
| ABBVIE INC SEDOL B92SR70 | 0.59% |
| CITIGROUP INC SEDOL 2297907 | 0.58% |
| ADOBE INC SEDOL 2008154 | 0.55% |
| O'REILLY AUTOMOTIVE INC SEDOL B65LWX6 | 0.55% |
| S&P GSCI ER INDEX | 0.54% |
| GNMA GII30 MA6766 03.0000 07/20/2050 | 0.51% |
| PROCTER & GAMBLE CO/THE SEDOL 2704407 | 0.50% |
| TARGET CORP SEDOL 2259101 | 0.47% |
| UNION PACIFIC CORP SEDOL 2914734 | 0.44% |
| ABBOTT LABORATORIES SEDOL 2002305 | 0.44% |
| US 5YR NOTE (CBT) JUN22 FVM2 | 0.42% |
| CADENCE DESIGN SYS INC SEDOL 2302232 | 0.42% |
| E-MINI RUSS 2000 JUN22 RTYM2 | 0.41% |
| JOHNSON CONTROLS INTERNATION SEDOL BY7QL61 | 0.41% |
| FNMA FN30 CA8525 UMBS 02.5000 12/01/2050 | 0.40% |
| MCKESSON CORP SEDOL 2378534 | 0.40% |
| FHLMC FR30 ZS4750 UMBS 03.0000 01/01/2048 | 0.40% |
| GNMA GII30 MA6932 03.0000 10/20/2050 | 0.40% |
| EXXON MOBIL CORP SEDOL 2326618 | 0.39% |
| META PLATFORMS INC-CLASS A SEDOL B7TL820 | 0.39% |
| BANK OF AMERICA CORP SEDOL 2295677 | 0.37% |
| VERTEX PHARMACEUTICALS INC SEDOL 2931034 | 0.37% |
| CISCO SYSTEMS INC SEDOL 2198163 | 0.36% |
| AMERICAN ELECTRIC POWER SEDOL 2026242 | 0.36% |
| PHILIP MORRIS INTERNATIONAL SEDOL B2PKRQ3 | 0.35% |
| TREASURY BILL 00.0000 04/21/2022 | 0.34% |
| COCA-COLA CO/THE SEDOL 2206657 | 0.33% |
| REGENERON PHARMACEUTICALS SEDOL 2730190 | 0.32% |
| MASTERCARD INC - A SEDOL B121557 | 0.32% |
| CASH MGMT BILL 00.0000 06/07/2022 | 0.31% |
| METLIFE INC SEDOL 2573209 | 0.31% |
| GNMA GII30 MA6820 03.0000 08/20/2050 | 0.31% |
| CSX CORP SEDOL 2160753 | 0.31% |
| SYNOPSYS INC SEDOL 2867719 | 0.31% |
| CONOCOPHILLIPS | 0.30% |
| AT&T INC SEDOL 2831811 | 0.30% |
| IQVIA HOLDINGS INC SEDOL BDR73G1 | 0.30% |
| AUTOZONE INC SEDOL 2065955 | 0.30% |
| UNITEDHEALTH GROUP INC SEDOL 2917766 | 0.30% |
| FORD MOTOR CO SEDOL 2615468 | 0.29% |
| SHELL PLC SEDOL BP6MXD8 | 0.29% |
| FREEPORT-MCMORAN INC SEDOL 2352118 | 0.28% |
| NORTHROP GRUMMAN CORP SEDOL 2648806 | 0.28% |
| COMCAST CORP-CLASS A SEDOL 2044545 | 0.28% |
| COLGATE-PALMOLIVE CO SEDOL 2209106 | 0.28% |
| DANAHER CORP SEDOL 2250870 | 0.28% |
| AMERICAN TOWER CORP SEDOL B7FBFL2 | 0.28% |
| VISA INC-CLASS A SHARES SEDOL B2PZN04 | 0.27% |
| ANTHEM INC SEDOL BSPHGL4 | 0.26% |
| PALO ALTO NETWORKS INC SEDOL B87ZMX0 | 0.26% |
| SNOWFLAKE INC-CLASS A SEDOL BN134B7 | 0.25% |
| ELI LILLY & CO SEDOL 2516152 | 0.25% |
| GENERAL DYNAMICS CORP SEDOL 2365161 | 0.25% |
| JOHNSON & JOHNSON SEDOL 2475833 | 0.24% |
| HONEYWELL INTERNATIONAL INC SEDOL 2020459 | 0.24% |
| COSTCO WHOLESALE CORP SEDOL 2701271 | 0.23% |
| FNMA FN30 FM4328 UMBS 02.5000 09/01/2050 | 0.23% |
| CHEVRON CORP | 0.22% |
| TREASURY BILL 00.0000 05/19/2022 | 0.22% |
| VERIZON COMMUNICATIONS INC SEDOL 2090571 | 0.22% |
| TREASURY BILL 00.0000 06/09/2022 | 0.22% |
| VALERO ENERGY CORP SEDOL 2041364 | 0.22% |
| AMERIPRISE FINANCIAL INC SEDOL B0J7D57 | 0.21% |
| UNIVERSAL MUSIC GROUP NV SEDOL BNZGVV1 | 0.21% |
| EDWARDS LIFESCIENCES CORP SEDOL 2567116 | 0.21% |
| MEDTRONIC PLC SEDOL BTN1Y11 | 0.21% |
| FNMA FN30 TBA UMBS 06.0000 04/01/2052 | 0.21% |
| SONY GROUP CORP SEDOL 6821506 | 0.21% |
| CORTEVA INC SEDOL BK73B42 | 0.21% |
| DIAGEO PLC SEDOL 0237400 | 0.21% |
| RAYTHEON TECHNOLOGIES CORP SEDOL BM5M5Y3 | 0.21% |
| NRG ENERGY INC SEDOL 2212922 | 0.20% |
| PEPSICO INC SEDOL 2681511 | 0.20% |
| GARTNER INC SEDOL 2372763 | 0.20% |
| MARRIOTT INTERNATIONAL -CL A SEDOL 2210614 | 0.20% |
| MCDONALD'S CORP SEDOL 2550707 | 0.19% |
| CRH PLC SEDOL 4182249 | 0.19% |
| DEERE & CO SEDOL 2261203 | 0.19% |
| FNMA FN30 BQ1269 UMBS 02.5000 08/01/2050 | 0.19% |
| PFIZER INC SEDOL 2684703 | 0.19% |
| EXELON CORP SEDOL 2670519 | 0.19% |
| AMETEK INC SEDOL 2089212 | 0.19% |
| GAMING AND LEISURE PROPERTIE SEDOL BFPK4S5 | 0.19% |
| ASTRAZENECA PLC-SPONS ADR SEDOL 2989044 | 0.19% |
| THERMO FISHER SCIENTIFIC INC SEDOL 2886907 | 0.19% |
| CROWN CASTLE INTL CORP SEDOL BTGQCX1 | 0.19% |
| PNC FINANCIAL SERVICES GROUP SEDOL 2692665 | 0.18% |
| DBS GROUP HOLDINGS LTD SEDOL 6175203 | 0.18% |
| LONZA GROUP AG-REG SEDOL 7333378 | 0.18% |
| ROCHE HOLDING AG-GENUSSCHEIN SEDOL 7110388 | 0.18% |
| UBER TECHNOLOGIES INC SEDOL BK6N347 | 0.18% |
| FNMA FN30 FM1741 UMBS 04.0000 04/01/2049 | 0.18% |
| FORTIVE CORP SEDOL BYT3MK1 | 0.18% |
| ATLASSIAN CORP PLC-CLASS A SEDOL BZ09BD1 | 0.17% |
| FNMA FN30 MA3563 UMBS 04.0000 01/01/2049 | 0.17% |
| SHELL PLC SEDOL BP6MXT4 | 0.17% |
| AMERICAN INTERNATIONAL GROUP SEDOL 2027342 | 0.17% |
| AXA SA SEDOL 7088429 | 0.17% |
| MERCK KGAA SEDOL 4741844 | 0.17% |
| ASSURED GUARANTY LTD SEDOL B00V7H8 | 0.17% |
| HOME DEPOT INC SEDOL 2434209 | 0.17% |
| DUPONT DE NEMOURS INC SEDOL BK0VN47 | 0.16% |
| FHLMC FR30 QC4957 UMBS 02.5000 08/01/2051 | 0.16% |
| HCA HEALTHCARE INC SEDOL B4MGBG6 | 0.16% |
| FNMA FN30 BT7180 UMBS 02.5000 08/01/2051 | 0.16% |
| GENERAL MOTORS CO SEDOL B665KZ5 | 0.16% |
| BJ'S WHOLESALE CLUB HOLDINGS SEDOL BFZNZF8 | 0.16% |
| DEUTSCHE POST AG-REG SEDOL 4617859 | 0.16% |
| CAPGEMINI SE SEDOL 4163437 | 0.16% |
| LOCKHEED MARTIN CORP SEDOL 2522096 | 0.16% |
| HOYA CORP SEDOL 6441506 | 0.16% |
| BRENNTAG SE SEDOL B4YVF56 | 0.15% |
| FNMA FN30 BQ0329 UMBS 02.5000 07/01/2050 | 0.15% |
| ADVANCED MICRO DEVICES SEDOL 2007849 | 0.15% |
| SOUTHWEST AIRLINES CO SEDOL 2831543 | 0.15% |
| PINTEREST INC- CLASS A SEDOL BJ2Z0H2 | 0.15% |
| WELLS FARGO & COMPANY 03.3500 03/02/2033 | 0.15% |
| ASTRAZENECA PLC SEDOL 0989529 | 0.15% |
| ANGLO AMERICAN PLC SEDOL B1XZS82 | 0.15% |
| EASTMAN CHEMICAL CO SEDOL 2298386 | 0.15% |
| EQUITABLE HOLDINGS INC SEDOL BKRMR96 | 0.15% |
| ALLY FINANCIAL INC SEDOL B72XK05 | 0.15% |
| AES CORP SEDOL 2002479 | 0.15% |
| EATON CORP PLC SEDOL B8KQN82 | 0.15% |
| FIDELITY NATIONAL INFO SERV SEDOL 2769796 | 0.15% |
| FNMA FN30 FM7741 UMBS 02.5000 05/01/2051 | 0.15% |
| NIKE INC -CL B SEDOL 2640147 | 0.14% |
| REPUBLIC SERVICES INC SEDOL 2262530 | 0.14% |
| MARVELL TECHNOLOGY INC SEDOL BNKJSM5 | 0.14% |
| ABBVIE INC 03.2000 11/21/2029 | 0.14% |
| CBRE GROUP INC - A SEDOL B6WVMH3 | 0.14% |
| NOVARTIS AG-REG SEDOL 7103065 | 0.14% |
| NOVO NORDISK A/S-B SEDOL BHC8X90 | 0.14% |
| DEXCOM INC SEDOL B0796X4 | 0.14% |
| COMPAGNIE DE SAINT-GOBAIN SEDOL 7380482 | 0.13% |
| CHARTER COMMUNICATIONS INC-A SEDOL BZ6VT82 | 0.13% |
| PULTEGROUP INC SEDOL 2708841 | 0.13% |
| SALESFORCE INC SEDOL 2310525 | 0.13% |
| KEURIG DR PEPPER INC SEDOL BD3W133 | 0.13% |
| SOUTHERN CO/THE SEDOL 2829601 | 0.13% |
| HILTON WORLDWIDE HOLDINGS IN SEDOL BYVMW06 | 0.13% |
| LULULEMON ATHLETICA INC SEDOL B23FN39 | 0.13% |
| LVMH MOET HENNESSY LOUIS VUI SEDOL 4061412 | 0.13% |
| FNMA FN30 MA2737 UMBS 03.0000 09/01/2046 | 0.13% |
| TARGA RESOURCES CORP SEDOL B55PZY3 | 0.13% |
| TJX COMPANIES INC SEDOL 2989301 | 0.13% |
| WEYERHAEUSER CO SEDOL 2958936 | 0.13% |
| MODERNA INC SEDOL BGSXTS3 | 0.12% |
| AGILENT TECHNOLOGIES INC SEDOL 2520153 | 0.12% |
| BOOKING HOLDINGS INC SEDOL BDRXDB4 | 0.12% |
| BOSTON PROPERTIES INC SEDOL 2019479 | 0.12% |
| CITIGROUP INC 03.6680 07/24/2028 | 0.12% |
| DEUTSCHE BOERSE AG SEDOL 7021963 | 0.12% |
| APOLLO GLOBAL MANAGEMENT INC SEDOL BN44JF6 | 0.12% |
| JPMORGAN CHASE & CO 03.6250 12/01/2027 | 0.12% |
| MORGAN STANLEY 03.7720 01/24/2029 | 0.12% |
| FNMA FN30 FM7985 UMBS 02.5000 07/01/2051 | 0.12% |
| IDEXX LABORATORIES INC SEDOL 2459202 | 0.12% |
| ORACLE CORP SEDOL 2661568 | 0.12% |
| CAPITAL ONE FINANCIAL CORP SEDOL 2654461 | 0.12% |
| SERVICENOW INC SEDOL B80NXX8 | 0.12% |
| SHERWIN-WILLIAMS CO/THE SEDOL 2804211 | 0.12% |
| APPLIED MATERIALS INC SEDOL 2046552 | 0.12% |
| BRISTOL-MYERS SQUIBB CO SEDOL 2126335 | 0.12% |
| INTUITIVE SURGICAL INC SEDOL 2871301 | 0.12% |
| HALLIBURTON CO SEDOL 2405302 | 0.11% |
| THALES SA SEDOL 4162791 | 0.11% |
| FNMA FN30 AL9859 UMBS 03.0000 03/01/2047 | 0.11% |
| AMEREN CORPORATION SEDOL 2050832 | 0.11% |
| MITSUBISHI UFJ FINANCIAL GRO SEDOL 6335171 | 0.11% |
| PAYPAL HOLDINGS INC SEDOL BYW36M8 | 0.11% |
| PUBLICIS GROUPE SEDOL 4380429 | 0.11% |
| UNITED RENTALS INC SEDOL 2134781 | 0.11% |
| CK HUTCHISON HOLDINGS LTD SEDOL BW9P816 | 0.11% |
| FHLMC FR30 QC1327 UMBS 02.5000 05/01/2051 | 0.11% |
| GOLDMAN SACHS GROUP INC 03.8500 01/26/2027 | 0.11% |
| JPMORGAN CHASE & CO 03.9640 11/15/2048 | 0.11% |
| BANK OF AMERICA CORP 03.8460 03/08/2037 | 0.11% |
| CUBESMART SEDOL B6SW913 | 0.11% |
| LIVE NATION ENTERTAINMENT IN SEDOL B0T7YX2 | 0.11% |
| ALLIANZ SE-REG SEDOL 5231485 | 0.10% |
| MAGALLANES INC P/P 144A 04.2790 03/15/2032 | 0.10% |
| ASML HOLDING NV SEDOL B929F46 | 0.10% |
| KINDER MORGAN INC SEDOL B3NQ4P8 | 0.10% |
| MITSUBISHI CORP SEDOL 6596785 | 0.10% |
| STARBUCKS CORP SEDOL 2842255 | 0.10% |
| AGCO CORP SEDOL 2010278 | 0.10% |
| AT&T INC 02.5500 12/01/2033 | 0.10% |
| L OREAL SEDOL 4057808 | 0.10% |
| CHIPOTLE MEXICAN GRILL INC SEDOL B0X7DZ3 | 0.10% |
| BANK OF IRELAND GROUP PLC SEDOL BD1RP61 | 0.10% |
| BNP PARIBAS SEDOL 7309681 | 0.10% |
| LIFE STORAGE INC SEDOL BDCSFJ6 | 0.10% |
| ARAMARK SEDOL BH3XG17 | 0.10% |
| BANK OF AMERICA CORP 01.7340 07/22/2027 | 0.10% |
| FNMA FN30 BM5024 UMBS 03.0000 11/01/2048 | 0.10% |
| MOLINA HEALTHCARE INC SEDOL 2212706 | 0.10% |
| MORGAN STANLEY 03.1250 01/23/2023 | 0.10% |
| SANOFI SEDOL 5671735 | 0.10% |
| CVS HEALTH CORP 04.7800 03/25/2038 | 0.10% |
| UBS GROUP AG-REG SEDOL BRJL176 | 0.10% |
| CONSTELLATION ENERGY SEDOL BMH4FS1 | 0.10% |
| PPG INDUSTRIES INC SEDOL 2698470 | 0.10% |
| VERIZON COMM 04.3290 09/21/2028 | 0.10% |
| BERKSHIRE HATHAWAY INC-CL B SEDOL 2073390 | 0.10% |
| AT&T INC 03.5500 09/15/2055 | 0.09% |
| ESTEE LAUDER COMPANIES-CL A SEDOL 2320524 | 0.09% |
| JERONIMO MARTINS SEDOL B1Y1SQ7 | 0.09% |
| REPUBLIC OF INDONESIA REGS 04.7500 01/08/2026 | 0.09% |
| RIO TINTO PLC SEDOL 0718875 | 0.09% |
| RENESAS ELECTRONICS CORP SEDOL 6635677 | 0.09% |
| COCA-COLA EUROPACIFIC PARTNE SEDOL BYQQ3P5 | 0.09% |
| STACR 2018-HRP2 M3AS 01.4566 02/25/2047 | 0.09% |
| UBS GROUP AG P/P 144A 03.4910 05/23/2023 | 0.09% |
| BANCO SANTANDER SA SEDOL 5705946 | 0.09% |
| LINDE PLC SEDOL BYWD9S5 | 0.09% |
| TEXTRON INC SEDOL 2885937 | 0.09% |
| DOCUSIGN INC SEDOL BFYT7B7 | 0.09% |
| OTIS WORLDWIDE CORP SEDOL BK531S8 | 0.09% |
| STACR 2016-DNA2 M3 05.1066 10/25/2028 | 0.09% |
| AIA GROUP LTD SEDOL B4TX8S1 | 0.09% |
| FNMA FN30 FM7995 UMBS 02.5000 07/01/2051 | 0.09% |
| FHR 5119 IC IO 04.0000 06/25/2051 | 0.09% |
| MARATHON PETROLEUM CORP SEDOL B3K3L40 | 0.09% |
| NEW YORK LIFE INS P/P 144A 01.1000 05/05/2023 | 0.08% |
| MICROSOFT CORP 02.4000 08/08/2026 | 0.08% |
| PACIFIC GAS & ELECTRIC 01.3670 03/10/2023 | 0.08% |
| T-MOBILE US INC SEDOL B94Q9V0 | 0.08% |
| T-MOBILE US INC P/P 144A 05.2500 CV PFD | 0.08% |
| 1.3265 R ISWP SOFRRATE P 01/03/2032 | 0.08% |
| HANA FINANCIAL GROUP SEDOL B0RNRF5 | 0.08% |
| NESTLE SA-REG SEDOL 7123870 | 0.08% |
| BANK OF AMERICA CORP 06.1100 01/29/2037 | 0.08% |
| EQUINOR ASA SEDOL 7133608 | 0.08% |
| SCHNEIDER ELECTRIC SE SEDOL 4834108 | 0.08% |
| KDDI CORP SEDOL 6248990 | 0.08% |
| NINTENDO CO LTD SEDOL 6639550 | 0.08% |
| AERCAP IRELAND CAP/GLOBA USD 03.3000 01/30/2032 | 0.08% |
| FNMA FN30 BR5618 UMBS 02.5000 03/01/2051 | 0.08% |
| FNR 2021-67 DI IO 04.0000 10/25/2051 | 0.08% |
| HOLOGIC INC SEDOL 2433530 | 0.08% |
| STATE STREET CORP SEDOL 2842040 | 0.08% |
| UNITED MEXICAN STATES USD 05.5500 01/21/2045 | 0.08% |
| BHP GROUP LTD SEDOL 6144690 | 0.08% |
| ENTERPRISE PRODUCTS PARTNERS SEDOL 2285388 | 0.08% |
| FHR 5080 DI IO 04.0000 03/25/2051 | 0.08% |
| TEXAS INSTRUMENTS INC SEDOL 2885409 | 0.08% |
| ALLEGION PLC SEDOL BFRT3W7 | 0.08% |
| ERICSSON LM-B SHS SEDOL 5959378 | 0.08% |
| WESFARMERS LTD SEDOL 6948836 | 0.08% |
| ASAHI GROUP HOLDINGS LTD SEDOL 6054409 | 0.08% |
| BP PLC SEDOL 0798059 | 0.08% |
| KONINKLIJKE AHOLD DELHAIZE N SEDOL BD0Q398 | 0.08% |
| APPLE INC 04.2500 02/09/2047 | 0.07% |
| FIDELITY NATIONAL FINANCIAL SEDOL BNBRDD4 | 0.07% |
| GOODMAN GROUP SEDOL B03FYZ4 | 0.07% |
| JONES LANG LASALLE INC SEDOL 2040640 | 0.07% |
| CCO HOLDINGS LLC P/P 144A 05.3750 06/01/2029 | 0.07% |
| CONTINENTAL RESOURCE P/P 144A 02.8750 04/01/2032 | 0.07% |
| DANAHER CORP 05.0000 CV PFD | 0.07% |
| UNITED OVERSEAS BANK LTD SEDOL 6916781 | 0.07% |
| ZEBRA TECHNOLOGIES CORP-CL A SEDOL 2989356 | 0.07% |
| ALLY FINANCIAL INC 08.0000 11/01/2031 | 0.07% |
| BANCO BILBAO VIZCAYA ARGENTA SEDOL 5501906 | 0.07% |
| BANK LEUMI LE-ISRAEL SEDOL 6076425 | 0.07% |
| GENUINE PARTS CO SEDOL 2367480 | 0.07% |
| EQUINIX INC. 02.9000 11/18/2026 | 0.07% |
| SHIN-ETSU CHEMICAL CO LTD SEDOL 6804585 | 0.07% |
| STELLANTIS NV SEDOL BMD8F98 | 0.07% |
| TORONTO-DOMINION BANK USD 01.9000 12/01/2022 | 0.07% |
| DBUBS 2011-LC3A D 144A 05.3887 08/10/2044 | 0.07% |
| FHR 5117 CI IO 05.0000 06/25/2051 | 0.07% |
| ICON PLC SEDOL B94G471 | 0.07% |
| NXP SEMICONDUCTORS NV SEDOL B505PN7 | 0.07% |
| THOMSON REUTERS CORP SEDOL BFXPTB0 | 0.07% |
| AVERY DENNISON CORP SEDOL 2066408 | 0.07% |
| HERMES INTERNATIONAL SEDOL 5253973 | 0.07% |
| PRUDENTIAL PLC SEDOL 0709954 | 0.07% |
| SONIC HEALTHCARE LTD SEDOL 6821120 | 0.07% |
| CNH INDUSTRIAL NV SEDOL BDSV2V0 | 0.07% |
| FORTUM OYJ SEDOL 5579550 | 0.07% |
| MICROSOFT CORP 02.9210 03/17/2052 | 0.07% |
| PARTNERS GROUP HOLDING AG SEDOL B119QG0 | 0.07% |
| EAST WEST BANCORP INC SEDOL 2487407 | 0.07% |
| ENTERPRISE PRODUCTS OPER 04.2500 02/15/2048 | 0.07% |
| FERGUSON PLC SEDOL BJVNSS4 | 0.07% |
| GLAXOSMITHKLINE PLC SEDOL 0925288 | 0.07% |
| UNITEDHEALTH GROUP INC 03.8500 06/15/2028 | 0.07% |
| WASTE CONNECTIONS INC SEDOL BYVG1F6 | 0.07% |
| CAPITAL ONE FINANCIAL CO 02.3590 07/29/2032 | 0.06% |
| ECOLAB INC 02.7000 11/01/2026 | 0.06% |
| INVESTOR AB-B SHS SEDOL BMV7PQ4 | 0.06% |
| ORACLE CORP 02.5000 10/15/2022 | 0.06% |
| TELSTRA CORP LTD SEDOL 6087289 | 0.06% |
| DEUTSCHE BANK NY 01.6860 03/19/2026 | 0.06% |
| SCHWAB (CHARLES) CORP SEDOL 2779397 | 0.06% |
| CF INDUSTRIES INC 04.9500 06/01/2043 | 0.06% |
| CFMT 2021-HB7 M2 02.6791 10/27/2031 | 0.06% |
| RHEINMETALL AG SEDOL 5334588 | 0.06% |
| VONTIER CORP SEDOL BH4GV32 | 0.06% |
| AMAZON.COM INC 03.1500 08/22/2027 | 0.06% |
| EQUIFAX INC SEDOL 2319146 | 0.06% |
| FHR 5162 HI IO 04.0000 11/25/2051 | 0.06% |
| BF0101 03.5000 06/01/2056 | 0.06% |
| FLUTTER ENTERTAINMENT PLC-DI SEDOL BWXC0Z1 | 0.06% |
| NIPPON TELEGRAPH & TELEPHONE SEDOL 6641373 | 0.06% |
| BROADCOM CRP / CAYM 03.5000 01/15/2028 | 0.06% |
| COGECO COMMUNICATIONS INC SEDOL BZCDFX9 | 0.06% |
| EOG RESOURCES INC SEDOL 2318024 | 0.06% |
| FHR 5127 AI IO 03.0000 06/25/2051 | 0.06% |
| NOVARTIS CAPITAL CORP 04.0000 11/20/2045 | 0.06% |
| PETROLEOS MEXICANOS USD 06.7000 02/16/2032 | 0.06% |
| SANDVIK AB SEDOL B1VQ252 | 0.06% |
| YAMAHA MOTOR CO LTD SEDOL 6985264 | 0.06% |
| AIRBNB INC-CLASS A SEDOL BMGYYH4 | 0.06% |
| EMERSON ELECTRIC CO SEDOL 2313405 | 0.06% |
| FHR 5138 YI IO 04.5000 12/25/2049 | 0.06% |
| LONDON STOCK EXCHANGE GROUP SEDOL B0SWJX3 | 0.06% |
| ORACLE CORP 04.0000 11/15/2047 | 0.06% |
| TENET HEALTHCARE P/P 144A 04.8750 01/01/2026 | 0.06% |
| ACUITY BRANDS INC | 0.06% |
| AMERICAN TOWER CORP 02.7000 04/15/2031 | 0.06% |
| DAIKIN INDUSTRIES LTD SEDOL 6250724 | 0.06% |
| GOLDMAN SACHS GROUP INC 04.2230 05/01/2029 | 0.06% |
| INTERPUBLIC GRP 04.6500 10/01/2028 | 0.06% |
| NESTLE HOLDINGS INC P/P 144A 00.3750 01/15/2024 | 0.06% |
| COLES GROUP LTD SEDOL BYWR0T5 | 0.06% |
| ELMW8 2021-1A B1 144A 01.8040 01/20/2034 | 0.06% |
| IMPERIAL BRANDS PLC SEDOL 0454492 | 0.06% |
| JPMORGAN CHASE & CO 03.3750 05/01/2023 | 0.06% |
| TAIWAN SEMICONDUCTOR MANUFAC SEDOL 6889106 | 0.06% |
| BANCO SANTANDER SA USD 03.2250 11/22/2032 | 0.06% |
| DNB BANK ASA P/P 144A 02.1500 12/02/2022 | 0.06% |
| FHR 5094 AI IO 03.0000 04/25/2041 | 0.06% |
| KEYCORP SEDOL 2490911 | 0.06% |
| TELEFONICA EMISIONES SAU USD 04.8950 03/06/2048 | 0.06% |
| AVIVA PLC SEDOL 0216238 | 0.06% |
| CAS 2016-C04 1M2 04.7066 01/25/2029 | 0.06% |
| FHR 5152 IE IO 03.5000 10/25/2051 | 0.06% |
| LABORATORY CRP OF AMER HLDGS SEDOL 2586122 | 0.06% |
| NIPPON YUSEN KABUSHIKI KAISH SEDOL 6643960 | 0.06% |
| PORSCHE AUTOMOBIL HLDG-PRF SEDOL 7101069 | 0.06% |
| ENERGY TRANSFER LP 03.7500 05/15/2030 | 0.05% |
| ENERGY TRANSFER LP 06.6250 02/15/2028 | 0.05% |
| SUMITOMO TR&BK P/P 144A 00.8000 09/12/2023 | 0.05% |
| BRISTOL-MYERS 03.2500 02/20/2023 | 0.05% |
| FHR 5167 IO IO 03.0000 11/25/2051 | 0.05% |
| GENERAL MOTORS FINL CO 04.0000 10/06/2026 | 0.05% |
| NORDSON CORP SEDOL 2641838 | 0.05% |
| WESTLAKE CORP 03.1250 08/15/2051 | 0.05% |
| AIR LEASE CORP 03.2500 10/01/2029 | 0.05% |
| CK ASSET HOLDINGS LTD SEDOL BYZQ077 | 0.05% |
| NETWORK INTERNATIONAL HOLDIN SEDOL BH3VJ78 | 0.05% |
| NOMURA RESEARCH INSTITUTE LT SEDOL 6390921 | 0.05% |
| ANHEUSER-BUSCH INBEV WOR 04.6000 04/15/2048 | 0.05% |
| CDX CDX.NA.IG.38 100.0 06/20/2027 |