‡ Lipper is an industry research firm whose rankings are based on total return performance, vary over time, and do not reflect the effects of sales charges. Past performance is not indicative of future results.
Putnam Allstate Advisor
Putnam Global Asset Allocation Subaccount
The subaccount seeks a high level of long-term total return consistent with the preservation of capital.
Fund description
The subaccount invests in a wide variety of equity and fixed-income securities, both of U.S. and foreign issuers. It may invest in securities in the following four investment categories: U.S. equities, international equities, U.S. fixed income, and international fixed income.
Sales story
A globally diversified fund pursuing a balance of growth and income Multiple asset classes: The fund holds a variety of investments in all market conditions to benefit from a wide range of opportunities.Individual securities: The managers select individual stocks and bonds, not other funds, to finely tune the portfolio and avoid overlap in holdings.Active rebalancing: The managers proactively purse opportunities and regularly rebalance the portfolio to maintain a consistent risk profile.
Management team
- Robert J. Schoen (Investing since 1990)
- James A. Fetch (Investing since 1994)
- Jason R. Vaillancourt, CFA (Investing since 1993)
- Brett S. Goldstein, CFA (Investing since 2010)
Daily pricing as of 08/11/20
| with optional enhanced death benefits | ||
|---|---|---|
| Unit Value | $22.060732 | $21.359397 |
| Unit Value Change | -0.117832 | -0.114175 |
Lipper ranking ‡ as of 06/30/20
Category: Mixed-Asset Trgt Alloc Mod Fds
| Percentile ranking | Rank/Funds in category | |
|---|---|---|
| 10 yrs. | 19% | 29/153 |
| 1 yr. | 52% | 150/291 |
| 3 yrs. | 48% | 123/260 |
| 5 yrs. | 43% | 103/239 |
Quick facts as of 07/31/20
| Fiscal Year End | December |
| Asset Class | Putnam Allstate Advisor |
| Subaccount Status | Open to new investors |
| Number of issues | 1406 |
| Turnover (fiscal year end) | 164% |
| Net Assets | $120M |
| Inception Date | 02/01/88 |
Performance
Performance as of 06/30/20
| Annualized Performance | Last Quarter | Year to Date |
1 yr. | 3 yrs. | 5 yrs. | 10 yrs. | Life of subaccount |
|---|---|---|---|---|---|---|---|
| Restated performance | |||||||
| Unit Value | 12.41% | -2.29% | 1.59% | 3.59% | 3.83% | 7.25% | 5.98% |
| Standardized | 2.80% | -10.87% | -7.26% | -1.09% | 0.17% | 5.03% | 4.45% |
| With optional enhanced death benefit | |||||||
| Unit Value | 12.37% | -2.36% | 1.43% | 3.44% | 3.67% | 7.09% | 5.82% |
| Standardized | 2.76% | -10.94% | -7.41% | -1.24% | 0.01% | 4.85% | 4.26% |
| Actual performance | |||||||
| Unit Value | 12.41% | -2.29% | 1.59% | 3.59% | 3.83% | 7.25% | 3.58% |
| Standardized | 2.80% | -10.87% | -7.26% | -1.09% | 0.17% | 5.03% | 0.28% |
| With optional enhanced death benefit | |||||||
| Unit Value | 12.37% | -2.36% | 1.43% | 3.44% | 3.67% | 7.09% | 3.42% |
| Standardized | 2.76% | -10.94% | -7.41% | -1.24% | 0.01% | 4.85% | 0.06% |
Annual Performance at NAV
| 2010 | 2011 | 2012 | 2013 | 2014 | 2015 | 2016 | 2017 | 2018 | 2019 |
|---|---|---|---|---|---|---|---|---|---|
| 13.26% | -1.66% | 12.77% | 18.00% | 8.06% | -1.08% | 5.38% | 13.90% | -8.42% | 15.67% |
| With optional enhanced death benefit | |||||||||
| 13.08% | -1.81% | 12.60% | 17.82% | 7.89% | -1.23% | 5.22% | 13.73% | -8.56% | 15.50% |
Restated performance
Monthly as of 07/31/20 |
|
|---|---|
| Unit Value | 3.97% |
| Standardized | -5.05% |
YTD as of 08/11/20 |
|
|---|---|
| Unit Value | 2.34% |
| Standardized | -6.56% |
With optional enhanced death benefit
Monthly as of 07/31/20 |
|
|---|---|
| Unit Value | 3.96% |
| Standardized | -5.06% |
YTD as of 08/11/20 |
|
|---|---|
| Unit Value | 2.24% |
| Standardized | -6.65% |
Unit values and performance information shown apply to the specific annuity product listed, not the underlying Putnam Variable Trust fund. This information should not be used by investors who hold an interest in Putnam Variable Trust funds through a different annuity or other variable product. The unit values and performance of other variable products that offer Putnam Variable Trust funds may be higher or lower due to product charges and expenses or other factors.
Data is historical. Past performance is no guarantee of future results. More recent returns may be less or more than those shown. Investment return and principal value will fluctuate, and you may have a gain or a loss when you sell your units.
Returns shown for the subaccounts for periods before their inception are derived from the historical performance of the underlying fund, adjusted to reflect the mortality, expense risk, and surrender charges applicable to this product and do not factor in the annual $30 contract maintenance fee. Additional riders and options for insurance-related charges will increase expenses and lower returns. Please see the prospectus for details. For a portion of the period, subaccounts may have limited expenses, without which returns would have been lower.
Variable annuities are long-term investments designed for retirement purposes. Putnam Capital Manager products are flexible-premium variable annuities held by Talcott Resolution Life, Inc., Simsbury, CT.
Putnam Allstate variable annuities are flexible-premium deferred variable annuities issued by Allstate Life Insurance Company (Allstate Life); underwritten by Allstate Distributors, L.L.C., both of Northbrook, IL; and sold through registered representatives or bank employees who are licensed insurance agents. Please check for availability in your specific state.
These policies have limitations and are sold by prospectus only. The prospectus contains details on the variable annuity, the subaccounts, contract features, fees, expenses, and other pertinent information.
Investors should carefully consider the investment objectives, risks, charges, and expenses of a fund before investing. For a prospectus containing this and other information for any variable annuity or variable life product that invests in Putnam Variable Trust funds, contact your financial advisor for a contract prospectus and prospectus for the underlying funds. You may also call Talcott Resolution at 1-800-521-0538 or Allstate at 1-800-390-1277. Read the prospectuses carefully before investing.
For the most recent month-end performance, please call Talcott Resolution at 1-800-521-0538 or Allstate at 1-800-390-1277.
Risk Characteristics as of 06/30/20
| Avg. Eff. Maturity | 7.49 |
| Avg. Eff. Duration | 2.00 |
| Avg. Coupon | -- |
| Avg. Yield to Maturity | -- |
| Alpha (%) | -- |
| Beta | -- |
| R Squared | -- |
| Standard Deviation (3 yrs.) | 10.80 |
Holdings
| Gnma Gii30 Tba 03.5000 07/01/2050 | 3.62% |
| Apple Inc Sedol 2046251 | 3.13% |
| Amazon.Com Inc Sedol 2000019 | 2.91% |
| Fnma Fn30 Tba Umbs 04.0000 07/01/2050 | 2.73% |
| Alphabet Inc-Cl A Sedol Byvy8g0 | 2.05% |
| Fhlmc Fr30 Zs4750 Umbs 03.0000 01/01/2048 | 1.97% |
| Microsoft Corp Sedol 2588173 | 1.88% |
| Fnma Fn15 Tba Umbs 03.0000 07/01/2035 | 1.80% |
| Adobe Inc Sedol 2008154 | 1.24% |
| Jpmorgan Chase & Co Sedol 2190385 | 1.11% |
| Top 10 holdings, total: | 22.44% |
| Top 10 holdings as of 06/30/20 | |
|---|---|
| 1: Gnma Gii30 Tba 03.5000 07/01/2050 | 3.62% |
| 2: Apple Inc Sedol 2046251 | 3.13% |
| 3: Amazon.Com Inc Sedol 2000019 | 2.91% |
| 4: Fnma Fn30 Tba Umbs 04.0000 07/01/2050 | 2.73% |
| 5: Alphabet Inc-Cl A Sedol Byvy8g0 | 2.05% |
| 6: Fhlmc Fr30 Zs4750 Umbs 03.0000 01/01/2048 | 1.97% |
| 7: Microsoft Corp Sedol 2588173 | 1.88% |
| 8: Fnma Fn15 Tba Umbs 03.0000 07/01/2035 | 1.80% |
| 9: Adobe Inc Sedol 2008154 | 1.24% |
| 10: Jpmorgan Chase & Co Sedol 2190385 | 1.11% |
| Holdings represent 22.44% of portfolio | |
| Top 10 holdings as of 05/31/20 | |
|---|---|
| 1: Apple Inc Sedol 2046251 | 2.80% |
| 2: Amazon.Com Inc Sedol 2000019 | 2.65% |
| 3: Fhlmc Fr30 Zs4750 Umbs 03.0000 01/01/2048 | 2.07% |
| 4: Alphabet Inc-Cl A Sedol Byvy8g0 | 2.03% |
| 5: Gnma Gii30 Tba 03.5000 06/01/2050 | 1.83% |
| 6: Microsoft Corp Sedol 2588173 | 1.81% |
| 7: Jpmorgan Chase & Co Sedol 2190385 | 1.18% |
| 8: Adobe Inc Sedol 2008154 | 1.17% |
| 9: Cisco Systems Inc Sedol 2198163 | 1.16% |
| 10: Verizon Communications Inc Sedol 2090571 | 1.14% |
| Holdings represent 17.84% of portfolio | |
| Top 10 holdings as of 04/30/20 | |
|---|---|
| 1: Gnma Gii30 Tba 03.5000 05/01/2050 | 2.83% |
| 2: Amazon.Com Inc Sedol 2000019 | 2.77% |
| 3: Apple Inc Sedol 2046251 | 2.67% |
| 4: Fhlmc Fr30 Zs4750 Umbs 03.0000 01/01/2048 | 2.23% |
| 5: Alphabet Inc-Cl A Sedol Byvy8g0 | 1.96% |
| 6: Microsoft Corp Sedol 2588173 | 1.82% |
| 7: Jpmorgan Chase & Co Sedol 2190385 | 1.19% |
| 8: Verizon Communications Inc Sedol 2090571 | 1.18% |
| 9: Procter & Gamble Co/The Sedol 2704407 | 1.13% |
| 10: Adobe Inc Sedol 2008154 | 1.10% |
| Holdings represent 18.88% of portfolio | |
| Top 10 holdings as of 03/31/20 | |
|---|---|
| 1: Gnma Gii30 Tba 03.5000 04/01/2050 | 4.00% |
| 2: Apple Inc Sedol 2046251 | 2.55% |
| 3: Fhlmc Fr30 Zs4750 Umbs 03.0000 01/01/2048 | 2.44% |
| 4: Amazon.Com Inc Sedol 2000019 | 2.32% |
| 5: Fnma Fn30 Tba Umbs 04.0000 04/01/2050 | 2.02% |
| 6: Alphabet Inc-Cl A Sedol Byvy8g0 | 1.80% |
| 7: Microsoft Corp Sedol 2588173 | 1.57% |
| 8: Jpmorgan Chase & Co Sedol 2190385 | 1.19% |
| 9: Verizon Communications Inc Sedol 2090571 | 1.17% |
| 10: Procter & Gamble Co/The Sedol 2704407 | 1.13% |
| Holdings represent 20.19% of portfolio | |
| GSGLPWDL R US0001M P 12/15/25 GS | 6.20% | US 5YR NOTE (CBT) SEP20 FVU0 | 4.52% | E-MINI RUSS 2000 SEP20 RTYU0 | 3.64% | APPLE INC SEDOL 2046251 | 3.43% | CGPUTQL2 R US0003M P 06/10/21 CI | 3.18% | AMAZON.COM INC SEDOL 2000019 | 3.10% | FNMA FN30 TBA UMBS 03.5000 09/01/2050 | 2.64% | GNMA GII30 TBA 03.5000 08/01/2050 | 2.63% | US ULTRA BOND CBT SEP20 WNU0 | 2.47% | ALPHABET INC-CL A SEDOL BYVY8G0 | 2.09% | MICROSOFT CORP SEDOL 2588173 | 1.88% | FHLMC FR30 ZS4750 UMBS 03.0000 01/01/2048 | 1.80% | FNMA FN15 TBA UMBS 02.5000 09/01/2035 | 1.75% | US 10YR NOTE (CBT)SEP20 TYU0 | 1.40% | GSGLPHCL R US0001M P 12/15/25 GS | 1.23% | VERIZON COMMUNICATIONS INC SEDOL 2090571 | 1.19% | PROCTER & GAMBLE CO/THE SEDOL 2704407 | 1.15% | JPMORGAN CHASE & CO SEDOL 2190385 | 1.10% | QUALCOMM INC SEDOL 2714923 | 1.08% | CISCO SYSTEMS INC SEDOL 2198163 | 1.04% | ADOBE INC SEDOL 2008154 | 1.04% | LOCKHEED MARTIN CORP SEDOL 2522096 | 0.99% | FNMA FN30 TBA UMBS 06.0000 08/01/2050 | 0.93% | US 2YR NOTE (CBT) SEP20 TUU0 | 0.92% | US LONG BOND(CBT) SEP20 USU0 | 0.91% | FNMA FN30 TBA UMBS 04.5000 08/01/2050 | 0.90% | FNMA FN30 TBA UMBS 02.5000 09/01/2050 | 0.88% | CHEVRON CORP | 0.79% | INTUIT INC SEDOL 2459020 | 0.79% | EBAY INC SEDOL 2293819 | 0.78% | COCA-COLA CO/THE SEDOL 2206657 | 0.74% | CITIGROUP INC SEDOL 2297907 | 0.71% | JOHNSON & JOHNSON SEDOL 2475833 | 0.70% | DOCUSIGN INC SEDOL BFYT7B7 | 0.67% | FNMA FN30 BM5024 UMBS 03.0000 11/01/2048 | 0.66% | MEDTRONIC PLC SEDOL BTN1Y11 | 0.65% | PEPSICO INC SEDOL 2681511 | 0.63% | COMCAST CORP-CLASS A SEDOL 2044545 | 0.55% | MERCK & CO. INC. SEDOL 2778844 | 0.55% | ACTIVISION BLIZZARD INC SEDOL 2575818 | 0.54% | SERVICENOW INC SEDOL B80NXX8 | 0.52% | MCDONALD'S CORP SEDOL 2550707 | 0.50% | NVIDIA CORP SEDOL 2379504 | 0.50% | ABBOTT LABORATORIES SEDOL 2002305 | 0.50% | HONEYWELL INTERNATIONAL INC SEDOL 2020459 | 0.49% | VEEVA SYSTEMS INC-CLASS A SEDOL BFH3N85 | 0.49% | NORTHROP GRUMMAN CORP SEDOL 2648806 | 0.46% | OTIS WORLDWIDE CORP SEDOL BK531S8 | 0.46% | METLIFE INC SEDOL 2573209 | 0.45% | SOUTHERN CO/THE SEDOL 2829601 | 0.43% | HUMANA INC SEDOL 2445063 | 0.41% | EDWARDS LIFESCIENCES CORP SEDOL 2567116 | 0.40% | XILINX INC SEDOL 2985677 | 0.40% | FNMA FN30 MA3563 UMBS 04.0000 01/01/2049 | 0.40% | REGENERON PHARMACEUTICALS SEDOL 2730190 | 0.38% | FORTINET INC SEDOL B5B2106 | 0.37% | OKTA INC SEDOL BDFZSP1 | 0.37% | ALLSTATE CORP SEDOL 2019952 | 0.36% | AMERICAN ELECTRIC POWER SEDOL 2026242 | 0.36% | WASTE MANAGEMENT INC SEDOL 2937667 | 0.35% | CUMMINS INC SEDOL 2240202 | 0.35% | MORGAN STANLEY | 0.34% | CROWN CASTLE INTL CORP SEDOL BTGQCX1 | 0.34% | JPMORGAN CHASE & CO 03.9640 11/15/2048 | 0.32% | EQUINIX INC SEDOL BVLZX12 | 0.32% | ELI LILLY & CO SEDOL 2516152 | 0.32% | EXELON CORP SEDOL 2670519 | 0.31% | CLOROX COMPANY SEDOL 2204026 | 0.30% | MONDELEZ INTERNATIONAL INC-A SEDOL B8CKK03 | 0.30% | FACEBOOK INC-CLASS A SEDOL B7TL820 | 0.29% | CADENCE DESIGN SYS INC SEDOL 2302232 | 0.29% | BIOGEN INC SEDOL 2455965 | 0.28% | TARGET CORP SEDOL 2259101 | 0.27% | AT&T INC SEDOL 2831811 | 0.27% | HOLOGIC INC SEDOL 2433530 | 0.27% | PULTEGROUP INC SEDOL 2708841 | 0.26% | BRISTOL-MYERS SQUIBB CO SEDOL 2126335 | 0.25% | INPHI CORP SEDOL B5TRVW5 | 0.25% | GODADDY INC - CLASS A SEDOL BWFRFC6 | 0.24% | SYNOPSYS INC SEDOL 2867719 | 0.24% | AMERIPRISE FINANCIAL INC SEDOL B0J7D57 | 0.24% | ABBVIE INC SEDOL B92SR70 | 0.24% | TAKE-TWO INTERACTIVE SOFTWRE SEDOL 2122117 | 0.24% | TREASURY BILL 00.0000 08/13/2020 | 0.24% | BANK OF AMERICA CORP 06.1100 01/29/2037 | 0.24% | AFLAC INC SEDOL 2026361 | 0.24% | KLA CORP SEDOL 2480138 | 0.24% | PFIZER INC SEDOL 2684703 | 0.23% | CIGNA CORP SEDOL BHJ0775 | 0.22% | VERTEX PHARMACEUTICALS INC SEDOL 2931034 | 0.22% | HERSHEY CO/THE SEDOL 2422806 | 0.22% | TREASURY BILL 00.0000 10/08/2020 | 0.22% | DOLLAR GENERAL CORP SEDOL B5B1S13 | 0.21% | SYNCHRONY FINANCIAL SEDOL BP96PS6 | 0.21% | JOHNSON CONTROLS INTERNATION SEDOL BY7QL61 | 0.21% | LEIDOS HOLDINGS INC SEDOL BDV82B8 | 0.21% | KINDER MORGAN INC SEDOL B3NQ4P8 | 0.21% | CARDINAL HEALTH INC SEDOL 2175672 | 0.21% | PHILLIPS 66 SEDOL B78C4Y8 | 0.21% | ROCHE HOLDING AG-GENUSSCHEIN SEDOL 7110388 | 0.21% | ZIMMER BIOMET HOLDINGS INC SEDOL 2783815 | 0.20% | FNMA FN30 AS7003 UMBS 03.0000 04/01/2046 | 0.20% | ATLASSIAN CORP PLC-CLASS A SEDOL BZ09BD1 | 0.20% | JACK HENRY & ASSOCIATES INC SEDOL 2469193 | 0.19% | CITIGROUP INC 03.6680 07/24/2028 | 0.19% | HILTON WORLDWIDE HOLDINGS IN SEDOL BYVMW06 | 0.19% | REPUBLIC OF INDONESIA REGS 05.8750 01/15/2024 | 0.19% | CAPITAL ONE FINANCIAL CORP SEDOL 2654461 | 0.19% | GOLDMAN SACHS GROUP INC SEDOL 2407966 | 0.19% | DELTA AIR LINES INC SEDOL B1W9D46 | 0.18% | PUBLIC SERVICE ENTERPRISE GP SEDOL 2707677 | 0.18% | MORGAN STANLEY 03.6250 01/20/2027 | 0.18% | NESTLE SA-REG SEDOL 7123870 | 0.18% | UBS GROUP AG P/P 144A 03.4910 05/23/2023 | 0.17% | AMGEN INC SEDOL 2023607 | 0.17% | BOOZ ALLEN HAMILTON HOLDINGS SEDOL B5367T7 | 0.17% | NOVARTIS AG-REG SEDOL 7103065 | 0.17% | FAIR ISAAC CORP SEDOL 2330299 | 0.16% | THERMO FISHER SCIENTIFIC INC SEDOL 2886907 | 0.16% | AT&T INC 04.1000 02/15/2028 | 0.16% | ABBVIE INC P/P 144A 03.2000 11/21/2029 | 0.15% | ESSEX PROPERTY TRUST INC SEDOL 2316619 | 0.15% | FNMA FN30 BC2733 UMBS 03.0000 05/01/2046 | 0.15% | AMETEK INC SEDOL 2089212 | 0.15% | BOOKING HOLDINGS INC SEDOL BDRXDB4 | 0.14% | ENTERGY CORP SEDOL 2317087 | 0.14% | NOVO NORDISK A/S-B SEDOL BHC8X90 | 0.14% | VERIZON COMM 04.3290 09/21/2028 | 0.14% | DISCOVER FINANCIAL SERVICES SEDOL B1YLC43 | 0.14% | GOLDMAN SACHS GROUP INC 02.6000 12/27/2020 | 0.14% | AVERY DENNISON CORP SEDOL 2066408 | 0.13% | UBER TECHNOLOGIES INC SEDOL BK6N347 | 0.13% | AGNC INVESTMENT CORP SEDOL BYYHJL8 | 0.13% | FIVE CORNERS FUNDING P/P 144A 04.4190 11/15/2023 | 0.13% | TREASURY BILL 00.0000 09/10/2020 | 0.13% | ALLIANZ SE-REG SEDOL 5231485 | 0.12% | COMMONWEALTH BK AUST P/P 144A 02.2000 11/09/2020 | 0.12% | SONY CORP SEDOL 6821506 | 0.12% | VISTRA CORP SEDOL BZ8VJQ8 | 0.12% | SYSCO CORP SEDOL 2868165 | 0.12% | IBM CORP 01.8750 08/01/2022 | 0.12% | INVITATION HOMES INC SEDOL BD81GW9 | 0.12% | ROYAL DUTCH SHELL PLC-B SHS SEDOL B03MM40 | 0.11% | DEUTSCHE POST AG-REG SEDOL 4617859 | 0.11% | EASTMAN CHEMICAL CO SEDOL 2298386 | 0.11% | LIBERTY MEDIA COR-SIRIUSXM C SEDOL BD8QGH9 | 0.11% | DOVER CORP SEDOL 2278407 | 0.11% | FIFTH THIRD BANCORP SEDOL 2336747 | 0.11% | JAZZ PHARMACEUTICALS PLC SEDOL B4Q5ZN4 | 0.11% | NINTENDO CO LTD SEDOL 6639550 | 0.11% | CF INDUSTRIES HOLDINGS INC SEDOL B0G4K50 | 0.11% | DUKE REALTY CORP SEDOL 2284084 | 0.11% | REPUBLIC SERVICES INC SEDOL 2262530 | 0.11% | DEUTSCHE TELEKOM AG-REG SEDOL 5842359 | 0.11% | CVS HEALTH CORP 04.7800 03/25/2038 | 0.11% | GARMIN LTD SEDOL B3Z5T14 | 0.11% | PINNACLE WEST CAPITAL SEDOL 2048804 | 0.11% | WESFARMERS LTD SEDOL 6948836 | 0.11% | RIO TINTO PLC SEDOL 0718875 | 0.10% | ALPHABET INC 03.6250 05/19/2021 | 0.10% | AMDOCS LTD SEDOL 2256908 | 0.10% | FNMA FN30 AS7154 UMBS 03.0000 05/01/2046 | 0.10% | L OREAL SEDOL 4057808 | 0.10% | TREASURY BILL 00.0000 09/03/2020 | 0.10% | BERRY GLOBAL GROUP INC SEDOL B8BR3H3 | 0.10% | COMCAST CORP 03.9690 11/01/2047 | 0.10% | TOTAL CAPITAL INTL SA USD 02.7500 06/19/2021 | 0.10% | AES CORP SEDOL 2002479 | 0.10% | AVALONBAY COMMUNITIES INC SEDOL 2131179 | 0.10% | DEUTSCHE TELEKOM INT FIN USD 08.7500 06/15/2030 | 0.10% | EXXON MOBIL CORPORATION 02.2220 03/01/2021 | 0.10% | SALESFORCE.COM INC 03.7000 04/11/2028 | 0.10% | SWISS RE TREAS P/P 144A 04.2500 12/06/2042 | 0.10% | KDDI CORP SEDOL 6248990 | 0.10% | APPLE INC 04.3750 05/13/2045 | 0.09% | CBRE GROUP INC - A SEDOL B6WVMH3 | 0.09% | FERGUSON PLC SEDOL BJVNSS4 | 0.09% | KINDER MORGAN INC 03.1500 01/15/2023 | 0.09% | AMERICAN TOWER CORPORATION 02.7500 01/15/2027 | 0.09% | SANDVIK AB SEDOL B1VQ252 | 0.09% | HILL-ROM HOLDINGS INC SEDOL 2425924 | 0.09% | NOVARTIS CAPITAL CORP 04.0000 11/20/2045 | 0.09% | ROGERS COMMUNICATIONS IN USD 04.5000 03/15/2043 | 0.09% | ALLY FINANCIAL INC SEDOL B72XK05 | 0.09% | MBX.FN30.500.10 R USL1M P 01/12/41 BC | 0.09% | AMAZON.COM INC 03.1500 08/22/2027 | 0.09% | DUPONT DE NEMOURS INC SEDOL BK0VN47 | 0.09% | ENTERPRISE PRODUCTS OPER 04.2500 02/15/2048 | 0.09% | HERMES INTERNATIONAL SEDOL 5253973 | 0.09% | MGM RESORTS INTERNATIONAL SEDOL 2547419 | 0.09% | GOLDMAN SACHS GROUP INC 04.2230 05/01/2029 | 0.09% | COSTAR GROUP INC SEDOL 2262864 | 0.08% | LINCOLN NATIONAL CORP SEDOL 2516378 | 0.08% | INDUSTRIA DE DISENO TEXTIL SEDOL BP9DL90 | 0.08% | ITOCHU CORP SEDOL 6467803 | 0.08% | APTARGROUP INC SEDOL 2045247 | 0.08% | CASH MGMT BILL 00.0000 10/27/2020 | 0.08% | TELEDYNE TECHNOLOGIES INC SEDOL 2503477 | 0.08% | SAREPTA THERAPEUTICS INC SEDOL B8DPDT7 | 0.08% | SUMITOMO MITSUI FINANCIAL GR SEDOL 6563024 | 0.08% | BROADCOM CRP / CAYM 03.5000 01/15/2028 | 0.08% | CARLSBERG AS-B SEDOL 4169219 | 0.08% | CONSTELLATION BRANDS INC-A SEDOL 2170473 | 0.08% | AT&T INC 04.7500 05/15/2046 | 0.08% | BERKSHIRE HATHAWAY FIN 04.2500 01/15/2021 | 0.08% | ESSITY AKTIEBOLAG-B SEDOL BF1K7P7 | 0.08% | ONCOR ELECTRIC DELIV 03.7500 04/01/2045 | 0.08% | PARTNERS GROUP HOLDING AG SEDOL B119QG0 | 0.08% | VEREIT INC SEDOL BYVVTJ1 | 0.08% | KONINKLIJKE AHOLD DELHAIZE N SEDOL BD0Q398 | 0.08% | UNITEDHEALTH GROUP INC 02.7500 02/15/2023 | 0.08% | CWALT 2006-OA10 4A1 00.3616 08/25/2046 | 0.08% | DUKE ENERGY CORP 04.2000 06/15/2049 | 0.08% | COMM 2013-CR13 AM 04.4490 11/10/2046 | 0.08% | IHS MARKIT LTD P/P 144A 04.7500 02/15/2025 | 0.08% | ALLISON TRANSMISSION HOLDING SEDOL B4PZ892 | 0.08% | CROWN HOLDINGS INC | 0.08% | EQUITY RESIDENTIAL TR REIT | 0.08% | TCI COMMUNICATIONS INC 07.1250 02/15/2028 | 0.08% | HEICO CORP SEDOL 2419217 | 0.08% | CSX CORP 04.1000 03/15/2044 | 0.07% | DAIKIN INDUSTRIES LTD SEDOL 6250724 | 0.07% | ENEL SPA SEDOL 7144569 | 0.07% | PETROBRAS GLOBAL FINANCE USD 06.2500 03/17/2024 | 0.07% | VIRTU FINANCIAL INC-CLASS A SEDOL BWTVWD4 | 0.07% | SUN COMMUNITIES INC SEDOL 2860257 | 0.07% | WOLTERS KLUWER SEDOL 5671519 | 0.07% | AKAMAI TECHNOLOGIES INC SEDOL 2507457 | 0.07% | COMMONWEALTH BK AUST P/P 144A 03.1500 09/19/2027 | 0.07% | ORACLE CORP 02.5000 10/15/2022 | 0.07% | SKANDINAVISKA ENSKILDA BAN-A SEDOL 4813345 | 0.07% | VERIZON COMMUNICATIONS 04.4000 11/01/2034 | 0.07% | BNP PARIBAS SEDOL 7309681 | 0.07% | GNMA GII30 4246 06.5000 09/20/2038 | 0.07% | INTERPUBLIC GROUP COS 04.6500 10/01/2028 | 0.07% | JOHNSON CONTROLS INTL PL 04.9500 07/02/2064 | 0.07% | AXALTA COATING SYSTEMS LTD SEDOL BSFWCF5 | 0.07% | DIAMOND 1 FIN/DIAM P/P 144A 06.0200 06/15/2026 | 0.07% | JPMORGAN CHASE & CO 04.6000 02/01/2025 | 0.07% | MICROSOFT CORP 01.5500 08/08/2021 | 0.07% | ECOLAB INC 03.2500 12/01/2027 | 0.07% | KINDER MORGAN ENER PART 03.5000 03/01/2021 | 0.07% | ANGLO AMER PLC SEDOL B1XZS82 | 0.07% | TREASURY BILL 00.0000 08/20/2020 | 0.07% | UNION PACIFIC CORP SEDOL 2914734 | 0.07% | AMAZON.COM INC 03.3000 12/05/2021 | 0.06% | BP CAP MARKETS AMERICA 03.1190 05/04/2026 | 0.06% | GENERAL MOTORS FINL CO 04.0000 10/06/2026 | 0.06% | NSTAR ELECTRIC CO 02.3750 10/15/2022 | 0.06% | SHELL INTERNATIONAL FIN USD 02.8750 05/10/2026 | 0.06% | AVIVA PLC SEDOL 0216238 | 0.06% | DEUTSCHE BOERSE AG SEDOL 7021963 | 0.06% | ORACLE CORP 03.6250 07/15/2023 | 0.06% | ROKU INC SEDOL BZ1LFG7 | 0.06% | SHIONOGI & CO LTD SEDOL 6804682 | 0.06% | CISCO SYSTEMS INC 02.2000 02/28/2021 | 0.06% | FIDELITY NATIONAL FINANCIAL SEDOL BNBRDD4 | 0.06% | WOOLWORTHS GROUP LTD SEDOL 6981239 | 0.06% | BRISTOL-MYERS 03.2500 02/20/2023 | 0.06% | CATERPILLAR INC SEDOL 2180201 | 0.06% | ERAC USA FINANCE LLC P/P 144A 05.6250 03/15/2042 | 0.06% | MORGAN STANLEY 03.1250 01/23/2023 | 0.06% | PPG INDUSTRIES INC SEDOL 2698470 | 0.06% | SIRIUS XM RADIO INC P/P 144A 05.0000 08/01/2027 | 0.06% | CWALT 2006-OA7 1A2 02.2622 06/25/2046 | 0.06% | ENERGY TRANSFER OPERATNG 06.6250 02/15/2028 | 0.06% | GENTEX CORP SEDOL 2366799 | 0.06% | HONEYWELL INTL 03.8120 11/21/2047 | 0.06% | OMNICOM GP/OMNICOM CAP 03.6000 04/15/2026 | 0.06% | PEUGEOT SA SEDOL 7103526 | 0.06% | WH GROUP LTD SEDOL BLLHKZ1 | 0.06% | BOSTON PROPERTIES INC SEDOL 2019479 | 0.06% | CAMDEN PROPERTY TRUST 04.8750 06/15/2023 | 0.06% | FNMA FN40 BF0171 UMBS 04.0000 01/01/2057 | 0.06% | HITACHI LTD SEDOL 6429104 | 0.06% | RELIANCE STEEL & ALUMINUM SEDOL 2729068 | 0.06% | SIRIUS XM HOLDINGS INC SEDOL BGLDK10 | 0.06% | WALT DISNEY COMPANY 07.7500 12/01/2045 | 0.06% | CAMDEN PROPERTY TRUST SEDOL 2166320 | 0.06% | CSC HOLDINGS LLC 05.2500 06/01/2024 | 0.06% | DOLLAR GENERAL CORP 03.2500 04/15/2023 | 0.06% | ERAC USA FINANCE LLC P/P 144A 07.0000 10/15/2037 | 0.06% | NORTHROP GRUMMAN CORP 03.2500 01/15/2028 | 0.06% | BANCO BILBAO VIZCAYA ARGENTA SEDOL 5501906 | 0.06% | COVESTRO AG SEDOL BYTBWY9 | 0.06% | CRH PLC SEDOL 4182249 | 0.06% | KERING SEDOL 5505072 | 0.06% | AMERICAN ELECTRIC POWER 04.3000 12/01/2028 | 0.06% | CACI INTERNATIONAL INC -CL A SEDOL 2159267 | 0.06% | CK ASSET HOLDINGS LTD SEDOL BYZQ077 | 0.06% | COUSINS PROPERTIES INC SEDOL BJP0MF6 | 0.06% | FISERV INC 04.2000 10/01/2028 | 0.06% | TORONTO-DOMINION BANK USD 03.6250 09/15/2031 | 0.06% | TREASURY BILL 00.0000 08/06/2020 | 0.06% | ALNYLAM PHARMACEUTICALS INC SEDOL B00FWN1 | 0.05% | BHP GROUP PLC SEDOL BH0P3Z9 | 0.05% | CDX CDX.NA.IG.34 100.0 06/20/2025 | 0.05% | DISCOVERY INC - A SEDOL B3D7K31 | 0.05% | EQUITY LIFESTYLE PROPERTIES SEDOL 2563125 | 0.05% | GOODMAN GROUP SEDOL B03FYZ4 | 0.05% | MERCK & CO INC 03.7000 02/10/2045 | 0.05% | T-MOBILE USA INC P/P 144A 03.7500 04/15/2027 | 0.05% | GNMA GII30 4581 06.5000 11/20/2039 | 0.05% | PPL CAPITAL FUNDING INC 04.2000 06/15/2022 | 0.05% | VORNADO REALTY TRUST SEDOL 2933632 | 0.05% | DUKE ENERGY CORP 03.1500 08/15/2027 | 0.05% | FORTESCUE METALS GROUP LTD SEDOL B2B2B49 | 0.05% | NIPPON TELEGRAPH & TELEPHONE SEDOL 6641373 | 0.05% | E.ON SE SEDOL 4942904 | 0.05% | TEMPUR SEALY INTERNATIONAL I SEDOL 2216991 | 0.05% | VOLKSWAGEN AG PFD SEDOL 5497168 | 0.05% | CREDIT AGRICOLE SA SEDOL 7262610 | 0.05% | DBS GROUP HOLDINGS LTD SEDOL 6175203 | 0.05% | DIASORIN SPA SEDOL B234WN9 | 0.05% | GLOBAL PAYMENTS INC 04.0000 06/01/2023 | 0.05% | SEI INVESTMENTS COMPANY SEDOL 2793610 | 0.05% | WR BERKLEY CORP SEDOL 2093644 | 0.05% | CELANESE CORP SEDOL B05MZT4 | 0.05% | CITIGROUP INC 02.6500 10/26/2020 | 0.05% | GLAXOSMITHKLINE PLC SEDOL 0925288 | 0.05% | HOYA CORP SEDOL 6441506 | 0.05% | NIHON M&A CENTER INC SEDOL B1DN466 | 0.05% | SHIN-ETSU CHEMICAL CO LTD SEDOL 6804585 | 0.05% | WALMART INC SEDOL 2936921 | 0.05% | AGL ENERGY LTD SEDOL BSS7GP5 | 0.05% | CITIGROUP INC 03.8870 01/10/2028 | 0.05% | EQUINOR ASA USD 05.1000 08/17/2040 | 0.05% | LEGRAND SA SEDOL B11ZRK9 | 0.05% | ALKERMES PLC SEDOL B3P6D26 | 0.05% | CON EDISON CO OF NY INC 04.2000 03/15/2042 | 0.05% | ITOCHU TECHNO-SOLUTIONS CORP SEDOL 6200194 | 0.05% | MORGAN STANLEY 04.3750 01/22/2047 | 0.05% | NEXON CO LTD SEDOL B63QM77 | 0.05% | SLM CORP | 0.05% | WILLIS TOWERS WATSON PLC USD 05.7500 03/15/2021 | 0.05% | ATLAS COPCO AB-A SHS SEDOL BD97BN2 | 0.05% | CSMC 2016-NXSR C 04.3582 12/15/2049 | 0.05% | DROPBOX INC-CLASS A SEDOL BG0T321 | 0.05% | GAMING AND LEISURE PROPERTIE SEDOL BFPK4S5 | 0.05% | SILGAN HOLDINGS INC SEDOL 2809324 | 0.05% | TOKYO ELECTRON LTD SEDOL 6895675 | 0.05% | APARTMENT INVT & MGMT CO -A SEDOL BJLNBG3 | 0.04% | CAMPBELL SOUP CO SEDOL 2162845 | 0.04% | CDX CDX.NA.HY.34 500.0 06/20/2025 | 0.04% | CIGNA CORP 03.7500 07/15/2023 | 0.04% | COMM 2012-LC4 C 05.5360 12/10/2044 | 0.04% | LPL FINANCIAL HOLDINGS INC SEDOL B75JX34 | 0.04% | MWST 2019-1 A 00.9716 06/25/2052 | 0.04% | NEWMARKET CORP SEDOL B01CGF1 | 0.04% | ROYAL BANK OF CANADA USD 04.6500 01/27/2026 | 0.04% | AMERICAN INTL GROUP 08.1750 05/15/2058 | 0.04% | EOG RESOURCES INC 02.6250 03/15/2023 | 0.04% | GNMA GII30 4269 06.5000 10/20/2038 | 0.04% | SMC CORP SEDOL 6763965 | 0.04% | 3I GROUP PLC SEDOL B1YW440 | 0.04% | ASTRAZENECA PLC SEDOL 0989529 | 0.04% | BRAMBLES LTD SEDOL B1FJ0C0 | 0.04% | BRITISH AMERICAN TOBACCO PLC SEDOL 0287580 | 0.04% | CAS 2015-C04 2M2 05.7216 04/25/2028 | 0.04% | ORACLE CORP 05.3750 07/15/2040 | 0.04% | OTSUKA CORP SEDOL 6267058 | 0.04% | RAYTHEON TECH CORP P/P 144A 02.5000 12/15/2022 | 0.04% | TPAT 2018-SL1 A P/P 144A 00.7716 01/25/2046 | 0.04% | AIR LEASE CORP 02.5000 03/01/2021 | 0.04% | ASML HOLDING NV SEDOL B929F46 | 0.04% | BANK OF AMERICA CORP 06.1000 12/29/2049 | 0.04% | EQUITY COMMONWEALTH SEDOL BPH3N63 | 0.04% | LOGITECH INTERNATIONAL-REG SEDOL B18ZRK2 | 0.04% | ORIX CORP SEDOL 6661144 | 0.04% | PACKAGING CORP OF AMERIC 04.5000 11/01/2023 | 0.04% | PETROLEOS MEXICANOS P/P 144A 06.8400 01/23/2030 | 0.04% | SPST 2019-7 A 00.8790 09/24/2020 | 0.04% | HYATT HOTELS CORP 04.8500 03/15/2026 | 0.04% | NCHET 2003-4 M1 01.2966 10/25/2033 | 0.04% | SCOTTS MIRACLE-GRO CO SEDOL 2781518 | 0.04% | STARBUCKS CORP SEDOL 2842255 | 0.04% | NIELSEN HOLDINGS PLC SEDOL BWFY550 | 0.04% | PORSCHE AUTOMOBIL HLDG-PRF SEDOL 7101069 | 0.04% | REGIONS FINANCIAL CORP 02.7500 08/14/2022 | 0.04% | SARTORIUS STEDIM BIOTECH SEDOL BYZ2QP5 | 0.04% | ADECCO GROUP AG-REG SEDOL 7110720 | 0.04% | AT&T INC 02.9500 07/15/2026 | 0.04% | COMPASS GROUP PLC SEDOL BD6K457 | 0.04% | COSTCO WHOLESALE CORP SEDOL 2701271 | 0.04% | CSC HOLDINGS LLC 06.7500 11/15/2021 | 0.04% | IMMUNOMEDICS INC SEDOL 2457961 | 0.04% | PETROBRAS GLOBAL FINANCE USD 07.3750 01/17/2027 | 0.04% | PFIZER INC 03.0000 12/15/2026 | 0.04% | REINSURANCE GROUP OF AMERICA SEDOL 2731193 | 0.04% | SNAM SPA SEDOL 7251470 | 0.04% | SPST 2019-11 A 00.9290 10/24/2020 | 0.04% | WILMAR INTERNATIONAL LTD SEDOL B17KC69 | 0.04% | APPLE INC 03.4500 05/06/2024 | 0.04% | CCO HOLDINGS LLC P/P 144A 05.3750 06/01/2029 | 0.04% | FAIRFAX FINL HLDGS USD 04.8500 04/17/2028 | 0.04% | NOMURA RESEARCH INSTITUTE LT SEDOL 6390921 | 0.04% | ORACLE CORP 04.0000 11/15/2047 | 0.04% | SPRINT CORP 07.8750 09/15/2023 | 0.04% | BANK LEUMI LE-ISRAEL SEDOL 6076425 | 0.04% | CITIGROUP INC 04.4500 09/29/2027 | 0.04% | CVS HEALTH CORP 03.7000 03/09/2023 | 0.04% | CVS PASS-THROUGH P/P 144A 04.7040 01/10/2036 | 0.04% | HUNTINGTON BANCSHARES 04.3500 02/04/2023 | 0.04% | LEGAL & GENERAL GROUP PLC SEDOL 0560399 | 0.04% | LVMH MOET HENNESSY LOUIS VUI SEDOL 4061412 | 0.04% | MGIC INVESTMENT CORP SEDOL 2548616 | 0.04% | TOTAL SE SEDOL B15C557 | 0.04% | WESTROCK MWV LLC 08.2000 01/15/2030 | 0.04% | ASHLAND GLOBAL HOLDINGS INC SEDOL BYND5N1 | 0.04% | COMMONWEALTH EDISON CO 05.9000 03/15/2036 | 0.04% | DNB NOR ASA SEDOL 4263304 | 0.04% | ECOLAB INC 04.3500 12/08/2021 | 0.04% | GLENCORE FUNDING LLC P/P 144A 04.0000 04/16/2025 | 0.04% | VERIZON COMMUNICATIONS 05.2500 03/16/2037 | 0.04% | ZOETIS INC 03.9000 08/20/2028 | 0.04% | AURIZON HOLDINGS LTD SEDOL B87CVM3 | 0.03% | BAUSCH HLTH COS INC P/P 144A 06.1250 04/15/2025 | 0.03% | BMW US CAPITAL LLC P/P 144A 02.0000 04/11/2021 | 0.03% | BMW US CAPITAL LLC P/P 144A 03.9500 08/14/2028 | 0.03% | CHS/COMMUNITY HEALTH SYS 06.2500 03/31/2023 | 0.03% | EIFFAGE SEDOL B13X013 | 0.03% | EQUITABLE HOLDINGS INC SEDOL BKRMR96 | 0.03% | FUJITSU LTD SEDOL 6356945 | 0.03% | KBC GROUP NV SEDOL 4497749 | 0.03% | NTT DOCOMO INC SEDOL 6129277 | 0.03% | PRUDENTIAL FINANCIAL INC 05.2000 03/15/2044 | 0.03% | SUMITOMO MITSUI TRUST HOLDIN SEDOL 6431897 | 0.03% | VOLVO AB-B SHS SEDOL B1QH830 | 0.03% | ALLY FINANCIAL INC 08.0000 11/01/2031 | 0.03% | ANHEUSER-BUSCH CO/IN 03.6500 02/01/2026 | 0.03% | BERKSHIRE HATHAWAY FIN 04.3000 05/15/2043 | 0.03% | BHP GROUP LTD SEDOL 6144690 | 0.03% | BP CAPITAL MARKETS PLC USD 03.2790 09/19/2027 | 0.03% | CISCO SYSTEMS INC 02.5000 09/20/2026 | 0.03% | CROWN CASTLE INTL CORP 03.6500 09/01/2027 | 0.03% | CROWN CASTLE INTL CORP 03.7000 06/15/2026 | 0.03% | FIAT CHRYSLER AUTOMOBILES NV SEDOL BRJFWP3 | 0.03% | IDACORP INC SEDOL 2296937 | 0.03% | JPMBB 2013-C15 C 05.1989 11/15/2045 | 0.03% | MICROCHIP TECH INC 04.3330 06/01/2023 | 0.03% | NRG ENERGY INC P/P 144A 04.4500 06/15/2029 | 0.03% | SHERWIN-WILLIAMS CO 03.4500 06/01/2027 | 0.03% | SPECTRA ENERGY PARTNERS 03.3750 10/15/2026 | 0.03% | ALPHABET INC 01.9980 08/15/2026 | 0.03% | CAS 2016-C02 1M2 06.1716 09/25/2028 | 0.03% | FEDERAL REALTY INVS TRUST SEDOL 2333931 | 0.03% | FIDELITY NATL INFO SERV 03.7500 05/21/2029 | 0.03% | KKR GROUP FIN CO III P/P 144A 05.1250 06/01/2044 | 0.03% | LAMB WESTON HOLDINGS P/P 144A 04.8750 11/01/2026 | 0.03% | MADISON SQUARE GARDEN ENTERT SEDOL BM8MM05 | 0.03% | MODERNA INC SEDOL BGSXTS3 | 0.03% | SPST 2020-2 A 01.0016 03/26/2021 | 0.03% | TELSTRA CORP LTD SEDOL 6087289 | 0.03% | A2 MILK CO LTD SEDOL 6287250 | 0.03% | CAS 2016-C01 1M2 06.9216 08/25/2028 | 0.03% | COCA-COLA HBC AG-DI SEDOL B9895B7 | 0.03% | CONCHO RESOURCES INC 03.7500 10/01/2027 | 0.03% | ENI SPA SEDOL 7145056 | 0.03% | EXTENDED STAY AMERICA INC SEDOL BGH3F75 | 0.03% | POPULAR INC SEDOL B86QM90 | 0.03% | PUBLIC SERVICE ELECTRIC 05.5000 03/01/2040 | 0.03% | STANDARD IND INC P/P 144A 05.0000 02/15/2027 | 0.03% | TENET HEALTHCARE P/P 144A 04.8750 01/01/2026 | 0.03% | UNILEVER PLC SEDOL B10RZP7 | 0.03% | AES CORP/THE 05.5000 04/15/2025 | 0.03% | CAS 2016-C06 1M2 04.4216 04/25/2029 | 0.03% | DISH DBS CORP 05.8750 11/15/2024 | 0.03% | FAURECIA SEDOL 4400446 | 0.03% | GOLDMAN SACHS GROUP INC 06.7500 10/01/2037 | 0.03% | LASERTEC CORP SEDOL 6506267 | 0.03% | SHERWIN-WILLIAMS CO/THE SEDOL 2804211 | 0.03% | SUN HUNG KAI PROPERTIES SEDOL 6859927 | 0.03% | AENA SME SA SEDOL BVRZ8L1 | 0.03% | APPLE INC 03.8500 05/04/2043 | 0.03% | ASSOCIATED BRITISH FOODS PLC SEDOL 0673123 | 0.03% | ENBRIDGE INC USD 04.2500 12/01/2026 | 0.03% | ISRAEL DISCOUNT BANK -A SEDOL 6451271 | 0.03% | SAGE THERAPEUTICS INC SEDOL BP4GNK9 | 0.03% | WASTE CONNECTIONS INC 03.5000 05/01/2029 | 0.03% | WEYERHAEUSER CO 07.3750 03/15/2032 | 0.03% | WFRBS 2013-C12 AS 03.5600 03/15/2048 | 0.03% | CF INDUSTRIES INC P/P 144A 04.5000 12/01/2026 | 0.03% | CURTISS-WRIGHT CORP SEDOL 2241205 | 0.03% | DAIWA HOUSE INDUSTRY CO LTD SEDOL 6251363 | 0.03% | HENDERSON LAND DEVELOPMENT SEDOL 6420538 | 0.03% | INTERNATIONAL PAPER CO 03.0000 02/15/2027 | 0.03% | KEURIG DR PEPPER INC 04.5970 05/25/2028 | 0.03% | NEUBERGER BERMAN GRP P/P 144A 04.8750 04/15/2045 | 0.03% | S&P GLOBAL INC 02.5000 12/01/2029 | 0.03% | SERVICE CORP INTL 05.3750 05/15/2024 | 0.03% | TOSHIBA CORP SEDOL 6897217 | 0.03% | AMERICAN FINANCIAL GROUP INC SEDOL 2134532 | 0.03% | CK HUTCHISON HOLDINGS LTD SEDOL BW9P816 | 0.03% | COLES GROUP LTD SEDOL BYWR0T5 | 0.03% | ESTEE LAUDER COMPANIES-CL A SEDOL 2320524 | 0.03% | EXPEDITORS INTL WASH INC SEDOL 2325507 | 0.03% | FIRSTENERGY TRANSMIS P/P 144A 05.4500 07/15/2044 | 0.03% | GALAPAGOS NV SEDOL B07Q2V5 | 0.03% | HIKMA PHARMACEUTICALS PLC SEDOL B0LCW08 | 0.03% | KONINKLIJKE DSM NV SEDOL B0HZL93 | 0.03% | MARATHON PETRO CORP 06.5000 03/01/2041 | 0.03% | NEUROCRINE BIOSCIENCES INC SEDOL 2623911 | 0.03% | PETROLEOS MEXICANOS P/P 144A 07.6900 01/23/2050 | 0.03% | SCHLUMBERGER LTD SEDOL 2779201 | 0.03% | SINGAPORE EXCHANGE LTD SEDOL 6303866 | 0.03% | SPRINT CAPITAL CORPORATION 06.8750 11/15/2028 | 0.03% | STARWOOD PROPERTY TRUST INC SEDOL B3PQ520 | 0.03% | TRANSUNION SEDOL BYMWL86 | 0.03% | ZURICH INSURANCE GROUP AG SEDOL 5983816 | 0.03% | ARKEMA SEDOL B0Z5YZ2 | 0.03% | BANK OF MONTREAL USD 03.1000 04/13/2021 | 0.03% | CAS 2016-C04 1M2 04.4216 01/25/2029 | 0.03% | CONSOLIDATED EDISON INC SEDOL 2216850 | 0.03% | FAIRFAX US INC P/P 144A 04.8750 08/13/2024 | 0.03% | GENERAL DYNAMICS CORP 02.2500 11/15/2022 | 0.03% | JONES LANG LASALLE INC SEDOL 2040640 | 0.03% | M3 INC SEDOL B02K2M3 | 0.03% | MAGELLAN FINANCIAL GROUP LTD SEDOL B015YX4 | 0.03% | PANDORA A/S SEDOL B44XTX8 | 0.03% | SAIL 2004-10 A10 01.0716 11/25/2034 | 0.03% | TARGA RESOURCES PART 05.0000 01/15/2028 | 0.03% | TEMPO ACQ LLC/FI P/P 144A 06.7500 06/01/2025 | 0.03% | TRANSDIGM INC. P/P 144A 06.2500 03/15/2026 | 0.03% | TWDC ENTERPRISES 18 CORP 02.7500 08/16/2021 | 0.03% | UPJOHN INC P/P 144A 02.3000 06/22/2027 | 0.03% | AIR LEASE CORP 04.6250 10/01/2028 | 0.02% | AMERICAN CAMPUS COMMUNITIES SEDOL B02H871 | 0.02% | ASTELLAS PHARMA INC SEDOL 6985383 | 0.02% | BOC HONG KONG HOLDINGS LTD SEDOL 6536112 | 0.02% | CHENIERE CORP CHRIST 05.1250 06/30/2027 | 0.02% | ENERGY TRANSFER OPERATNG 03.7500 05/15/2030 | 0.02% | EQUINOR ASA USD 02.9000 11/08/2020 | 0.02% | VERTIV TLB L+300 04.6550 03/02/2027 | 0.02% | WAMU 2005-AR9 A1C3 01.1316 07/25/2045 | 0.02% | WEINGARTEN REALTY INVESTORS SEDOL 2946618 | 0.02% | BERKELEY GROUP HOLDINGS/THE SEDOL B02L3W3 | 0.02% | CLP HOLDINGS LTD SEDOL 6097017 | 0.02% | CORPORATE OFFICE PROPERTIES SEDOL 2756152 | 0.02% | COX COMM INC P/P 144A 03.5000 08/15/2027 | 0.02% | CROWN CASTLE INTL CORP 03.8000 02/15/2028 | 0.02% | FHR 3065 DC 19.3358 03/15/2035 | 0.02% | GJENSIDIGE FORSIKRING ASA SEDOL B4PH0C5 | 0.02% | HCA INC. 05.3750 09/01/2026 | 0.02% | INTL FLAVOR & FRAGRANCES 04.4500 09/26/2028 | 0.02% | MBX.FN30.500.09 R USL1M P 01/12/40 BC | 0.02% | MOODY S CORP | 0.02% | NITTO DENKO CORP SEDOL 6641801 | 0.02% | NUTRIEN LTD USD 04.1250 03/15/2035 | 0.02% | OBAYASHI CORP SEDOL 6656407 | 0.02% | PPSI 2004-WCW2 M3 01.2216 10/25/2034 | 0.02% | PULTEGROUP INC 05.5000 03/01/2026 | 0.02% | REPUBLIC OF PERU USD 02.3920 01/23/2026 | 0.02% | SUZUKEN CO LTD SEDOL 6865560 | 0.02% | UNITED MEXICAN STATES USD 05.5500 01/21/2045 | 0.02% | ABBVIE INC P/P 144A 03.4500 03/15/2022 | 0.02% | ALIMENTATION COUCHE-TARD 3.550000 07/26/2027 | 0.02% | APPLE INC 02.8500 05/11/2024 | 0.02% | CAPGEMINI SE SEDOL 4163437 | 0.02% | CENTENE CORP 04.6250 12/15/2029 | 0.02% | CHARTER COMM OPT LLC 05.3750 05/01/2047 | 0.02% | ELISA OYJ SEDOL 5701513 | 0.02% | EUR/USD CALL 1.16 20201118 BANKAM | 0.02% | EUR/USD CALL 1.16 20201118 GSFX | 0.02% | HILTON WORLDWIDE FIN LLC 04.8750 04/01/2027 | 0.02% | ING GROEP NV-CVA SEDOL 7154182 | 0.02% | KEURIG DR PEPPER INC 04.4170 05/25/2025 | 0.02% | KOITO MANUFACTURING CO LTD SEDOL 6496324 | 0.02% | L3HARRIS TECH INC 03.8500 12/15/2026 | 0.02% | LAFARGEHOLCIM LTD-REG SEDOL 7110753 | 0.02% | MARSH & MCLENNAN COS INC 04.3750 03/15/2029 | 0.02% | MICROSOFT CORP 02.5250 06/01/2050 | 0.02% | SUNDRUG CO LTD SEDOL 6817895 | 0.02% | T-MOBILE USA INC 04.7500 02/01/2028 | 0.02% | T-MOBILE USA INC P/P 144A 03.8750 04/15/2030 | 0.02% | VIACOMCBS INC 04.2000 06/01/2029 | 0.02% | BRDCOM CRP / FIN 03.8750 01/15/2027 | 0.02% | CHUGAI PHARMACEUTICAL CO LTD SEDOL 6196408 | 0.02% | COMCAST CORP 06.5000 11/15/2035 | 0.02% | COMM 2014-UBS6 XA IO 00.8898 12/10/2047 | 0.02% | ENERGY TRANSFER OPERATNG 05.2000 02/01/2022 | 0.02% | EUR/USD 09/16/2020 BANKAM | 0.02% | KINDER MORGAN ENER PART 03.4500 02/15/2023 | 0.02% | NAVISTAR INTL TLB L+350 03.6900 11/06/2024 | 0.02% | NOVELIS CORP P/P 144A 05.8750 09/30/2026 | 0.02% | NRG P/P 144A 03.7500 06/15/2024 | 0.02% | NUTRIEN LTD USD 05.2500 01/15/2045 | 0.02% | PULTEGROUP INC. 07.8750 06/15/2032 | 0.02% | RAYTHEON TECH CORP P/P 144A 04.8750 10/15/2040 | 0.02% | VIDEOTRON LTD / LTEE P/P 144A 05.1250 04/15/2027 | 0.02% | VISTRA CORP P/P 144A 04.3000 07/15/2029 | 0.02% | VISTRA OPERATION P/P 144A 03.5500 07/15/2024 | 0.02% | WAMU 2005-AR12 1A8 03.8341 10/25/2035 | 0.02% | WATCO COS LLC/FI P/P 144A 06.5000 06/15/2027 | 0.02% | WEST JAPAN RAILWAY CO SEDOL 6957995 | 0.02% | BOISE CASCADE CO P/P 144A 05.6250 09/01/2024 | 0.02% | CAS 2016-C07 2M2 04.5216 05/25/2029 | 0.02% | COMM 2014-CR17 C 04.7836 05/10/2047 | 0.02% | GCP APPLIED TECH P/P 144A 05.5000 04/15/2026 | 0.02% | KINDER MORGAN INC/DELAWA 07.7500 01/15/2032 | 0.02% | KOBE BUSSAN CO LTD SEDOL B14RJB7 | 0.02% | L3HARRIS TECH INC 04.4000 06/15/2028 | 0.02% | MICHELIN (CGDE) SEDOL 4588364 | 0.02% | NETFLIX INC. 05.8750 11/15/2028 | 0.02% | NEWFIELD EXPLORATION CO 05.7500 01/30/2022 | 0.02% | NOMURA REAL ESTATE HOLDINGS SEDOL B1CWJM5 | 0.02% | PERSIMMON PLC SEDOL 0682538 | 0.02% | SPST 2020-6 A 01.9290 09/07/2021 | 0.02% | SPST 2020-WL1 A 01.3216 06/25/2051 | 0.02% | AUTO TRADER GROUP PLC SEDOL BVYVFW2 | 0.02% | COMPAGNIE DE SAINT-GOBAIN SEDOL 7380482 | 0.02% | DAITO TRUST CONSTRUCT CO LTD SEDOL 6250508 | 0.02% | FERRARI NV SEDOL BD6G507 | 0.02% | FINECOBANK SPA SEDOL BNGN9Z1 | 0.02% | FNR 2006-8 HP 23.9374 03/25/2036 | 0.02% | GENERAL MOTORS FINL CO 04.3000 07/13/2025 | 0.02% | LBMLT 2004-1 A2 00.9716 02/25/2034 | 0.02% | PLANTRONICS INC P/P 144A 05.5000 05/31/2023 | 0.02% | SEK/USD 09/16/2020 GSFX | 0.02% | TAYLOR WIMPEY PLC SEDOL 0878230 | 0.02% | VIACOMCBS INC 02.9000 01/15/2027 | 0.02% | WFRBS 2011-C2 D P/P 144A 05.6624 02/15/2044 | 0.02% | APACHE CORPORATION 03.2500 04/15/2022 | 0.02% | BRISTOL-MYERS 03.4000 07/26/2029 | 0.02% | BROTHER INDUSTRIES LTD SEDOL 6146500 | 0.02% | COMCAST CORP 03.4500 02/01/2050 | 0.02% | COMM 2013-CR11 AM 04.7150 08/10/2050 | 0.02% | DIRECT LINE INSURANCE GROUP SEDOL BY9D0Y1 | 0.02% | GLP CAPITAL LP / FIN II 05.3750 04/15/2026 | 0.02% | GNR 2015-H26 DI IO 03.3563 10/20/2065 | 0.02% | HOSHIZAKI CORP SEDOL B3FF8W8 | 0.02% | KNORR-BREMSE AG SEDOL BD2P9X9 | 0.02% | ONO PHARMACEUTICAL CO LTD SEDOL 6660107 | 0.02% | YANGZIJIANG SHIPBUILDING SEDOL B1VT035 | 0.02% | AMERICAN EXPRESS COMPANY 02.6500 12/02/2022 | 0.02% | CANTOR FITZGERALD LP P/P 144A 06.5000 06/17/2022 | 0.02% | DIVERSIFIED HEALTHCARE T 09.7500 06/15/2025 | 0.02% | FIDELITY NATIONAL INFORM 04.2500 05/15/2028 | 0.02% | FNR 2007-53 SP 23.5707 06/25/2037 | 0.02% | GRAY TELEVISION INC P/P 144A 07.0000 05/15/2027 | 0.02% | HIKARI TSUSHIN INC SEDOL 6416322 | 0.02% | HUB INTL LTD P/P 144A 07.0000 05/01/2026 | 0.02% | JAPAN AIRLINES CO LTD SEDOL B8BRV46 | 0.02% | PENSKE TRUCK LEASING P/P 144A 03.9000 02/01/2024 | 0.02% | STANLEY ELECTRIC CO LTD SEDOL 6841106 | 0.02% | STAPLES INC P/P 144A 07.5000 04/15/2026 | 0.02% | STEVENS HLDG CO INC P/P 144A 06.1250 10/01/2026 | 0.02% | TENET HEALTHCARE COR P/P 144A 05.1250 11/01/2027 | 0.02% | UNIVAR SOLUTIONS P/P 144A 05.1250 12/01/2027 | 0.02% | ALLISON TRANSMISSION P/P 144A 04.7500 10/01/2027 | 0.02% | BIG RVR STL/FIN P/P 144A 07.2500 09/01/2025 | 0.02% | BMC EAST LLC P/P 144A 05.5000 10/01/2024 | 0.02% | CENTENE CORP 04.7500 05/15/2022 | 0.02% | ENDEAVOR ENERGY P/P 144A 05.7500 01/30/2028 | 0.02% | FISHER PAYKEL SEDOL 6340250 | 0.02% | GREAT LAKES D&D 08.0000 05/15/2022 | 0.02% | HESS MIDSTREAM P P/P 144A 05.6250 02/15/2026 | 0.02% | IRON MOUNTAIN INC P/P 144A 04.8750 09/15/2027 | 0.02% | KOSE CORP SEDOL 6194468 | 0.02% | LPL HOLDINGS INC P/P 144A 05.7500 09/15/2025 | 0.02% | NAVISTAR INTL CORP P/P 144A 06.6250 11/01/2025 | 0.02% | NIELSEN FIN LLC/CO P/P 144A 05.0000 04/15/2022 | 0.02% | ODAKYU ELECTRIC RAILWAY CO SEDOL 6656106 | 0.02% | PACIFIC GAS & ELECTRIC 02.1000 08/01/2027 | 0.02% | TERRIER MEDIA BU P/P 144A 08.8750 12/15/2027 | 0.02% | THE AES CORPORATION 05.1250 09/01/2027 | 0.02% | TTM TECHNOLOGIES INC P/P 144A 05.6250 10/01/2025 | 0.02% | USI INC/NY P/P 144A 06.8750 05/01/2025 | 0.02% | VIDEOTRON LTD USD 05.0000 07/15/2022 | 0.02% | WASTE PRO USA INC P/P 144A 05.5000 02/15/2026 | 0.02% | WFCM 2013-LC12 C 04.2757 07/15/2046 | 0.02% | WFRBS 2013-C15 D P/P 144A 04.4930 08/15/2046 | 0.02% | AMUNDI SA SEDOL BYZR014 | 0.02% | CIT GROUP INC. 05.2500 03/07/2025 | 0.02% | CWALT 2005-27 1A1 02.0466 08/25/2035 | 0.02% | FHR 3072 SM 04.2533 11/15/2035 | 0.02% | GFL ENVIRONMENTAL P/P 144A 07.0000 06/01/2026 | 0.02% | GOLDMAN SACHS GROUP INC 02.6000 02/07/2030 | 0.02% | HARGREAVES LANSDOWN PLC SEDOL B1VZ0M2 | 0.02% | JPMBB 2014-C22 C 04.5538 09/15/2047 | 0.02% | RECRUIT HOLDINGS CO LTD SEDOL BQRRZ00 | 0.02% | SOFTBANK GROUP CORP SEDOL 6770620 | 0.02% | SWISS LIFE HOLDING AG-REG SEDOL 7437805 | 0.02% | WFCM 2013-LC12 AS 04.2757 07/15/2046 | 0.02% | 0.90 R ISWP FWD US0003M P 09/16/2050 | 0.02% | ANHEUSER-BUSCH INBEV WOR 04.7500 01/23/2029 | 0.02% | ANHEUSER-BUSCH INBEV WOR 05.5500 01/23/2049 | 0.02% | BRAND ENERGY & I P/P 144A 08.5000 07/15/2025 | 0.02% | CF INDUSTRIES INC 04.9500 06/01/2043 | 0.02% | CMLTI 2005-2 1A2A 04.2031 05/25/2035 | 0.02% | CRC ESCROW ISSUER LL P/P 144A 05.2500 10/15/2025 | 0.02% | DH EUROPE FINANCE II USD 03.4000 11/15/2049 | 0.02% | DIGITAL REALTY TRUST LP 04.4500 07/15/2028 | 0.02% | ENBRIDGE INC USD 04.5000 06/10/2044 | 0.02% | ENERGY TRANSFER OPERA 05.8750 01/15/2024 | 0.02% | HCA INC 05.2500 06/15/2026 | 0.02% | HUSKY TLB L+300 03.3614 03/28/2025 | 0.02% | JPMORGAN CHASE & CO 06.1000 02/01/2049 | 0.02% | KOBAYASHI PHARMACEUTICAL CO SEDOL 6149457 | 0.02% | KRAFT HEINZ FOODS CO 05.0000 07/15/2035 | 0.02% | PENSKE TRUCK LE P/P 144A 03.4000 11/15/2026 | 0.02% | PRUDENTIAL FINANCIAL INC 05.6250 06/15/2043 | 0.02% | SEVEN BANK LTD SEDOL B2NT8S1 | 0.02% | SMURFIT KAPPA TREASURY USD 07.5000 11/20/2025 | 0.02% | SPRINT CORP 07.2500 09/15/2021 | 0.02% | WFRBS 2011-C3 D P/P 144A 05.6804 03/15/2044 | 0.02% | ABBVIE INC P/P 144A 03.8000 03/15/2025 | 0.01% | ACS ACTIVIDADES SEDOL B01FLQ6 | 0.01% | ANHEUSER-BUSCH INBEV WOR 02.5000 07/15/2022 | 0.01% | BAUSCH HLTH AMERICAS P/P 144A 08.5000 01/31/2027 | 0.01% | BOEING CO 04.8750 05/01/2025 | 0.01% | BROADCOM INC P/P 144A 04.1500 11/15/2030 | 0.01% | BT GROUP PLC SEDOL 3091357 | 0.01% | CAS 2017-C01 1M2 03.7216 07/25/2029 | 0.01% | COMM 2014-CR17 XA IO 00.9707 05/10/2047 | 0.01% | COMPASS MIN INTL P/P 144A 06.7500 12/01/2027 | 0.01% | EQUINIX INC 03.2000 11/18/2029 | 0.01% | FISERV INC 03.5000 07/01/2029 | 0.01% | FNR 2018-86 DS IO 05.9284 12/25/2048 | 0.01% | GMAC CAPITAL TRUST I PCT 06.1773 | 0.01% | GNR 2016-H16 EI IO 00.6448 06/20/2066 | 0.01% | HANKYU HANSHIN HOLDINGS INC SEDOL 6408664 | 0.01% | ICL GROUP LTD SEDOL 6455530 | 0.01% | IHEARTCOMMUNICATIONS INC 08.3750 05/01/2027 | 0.01% | INTELSAT JACKSON HLD P/P 144A 09.7500 07/15/2025 | 0.01% | JPMCC 2012-C6 AS 04.1166 05/15/2045 | 0.01% | KAKAKU.COM INC SEDOL 6689533 | 0.01% | MATTEL INC P/P 144A 05.8750 12/15/2027 | 0.01% | MEG ENERGY CORP P/P 144A 06.5000 01/15/2025 | 0.01% | MEREDITH CORP 06.8750 02/01/2026 | 0.01% | NUTRIEN LTD. USD 04.2000 04/01/2029 | 0.01% | OTIS WORLDWIDE CORP P/P 144A 02.5650 02/15/2030 | 0.01% | S&P GLOBAL INC 02.9500 01/22/2027 | 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% | T-MOBILE USA INC 05.3750 04/15/2027 | 0.01% | VMWARE INC 03.9000 08/21/2027 | 0.01% | WERNER FINCO LP/INC P/P 144A 08.7500 07/15/2025 | 0.01% | 0.70 R ISWP FWD US0003M P 09/16/2030 | 0.01% | 1011778 BC / NEW RED P/P 144A 05.0000 10/15/2025 | 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% | ASCEND LEARNING LLC P/P 144A 06.8750 08/01/2025 | 0.01% | BANFF MERGER SUB INC P/P 144A 09.7500 09/01/2026 | 0.01% | BAUSCH HLTH COS INC P/P 144A 07.0000 03/15/2024 | 0.01% | CALPINE CORP P/P 144A 04.5000 02/15/2028 | 0.01% | CARRIAGE SVCS INC P/P 144A 06.6250 06/01/2026 | 0.01% | CCO HLDGS LLC/CAP C P/P 144A 05.5000 05/01/2026 | 0.01% | CHS/COMMUNITY P/P 144A 06.6250 02/15/2025 | 0.01% | CINEMARK USA INC 04.8750 06/01/2023 | 0.01% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP | 0.01% | DIAMONDBACK ENERGY INC 03.2500 12/01/2026 | 0.01% | HOWARD HUGHES CORP P/P 144A 05.3750 03/15/2025 | 0.01% | HUSKY III HLDG LTD P/P 144A 13.0000 02/15/2025 | 0.01% | INTERNATIONAL LEASE FIN CORP 05.8750 08/15/2022 | 0.01% | JPMORGAN CHASE & CO 03.3750 05/01/2023 | 0.01% | KFC HLD/PIZZA HUT/TA P/P 144A 05.0000 06/01/2024 | 0.01% | KFC HLD/PIZZA HUT/TA P/P 144A 05.2500 06/01/2026 | 0.01% | KRAFT HEINZ FOODS CO 03.0000 06/01/2026 | 0.01% | L BRANDS INC 07.5000 06/15/2029 | 0.01% | MARRIOTT INTERNATIONAL 04.6250 06/15/2030 | 0.01% | MATCH GRP HLD II LLC P/P 144A 05.0000 12/15/2027 | 0.01% | MATTAMY GROUP CORP P/P 144A 05.2500 12/15/2027 | 0.01% | MITSUBISHI UFJ LEASE & FINAN SEDOL 6268976 | 0.01% | NEXSTAR BROADC P/P 144A 05.6250 08/01/2024 | 0.01% | NEXSTAR ESCROW P/P 144A 05.6250 07/15/2027 | 0.01% | NIELSEN CO LUXEM P/P 144A 05.0000 02/01/2025 | 0.01% | ONEMAIN FINANCE CORP 05.3750 11/15/2029 | 0.01% | PACIFIC GAS & ELECTRIC 02.5000 02/01/2031 | 0.01% | PQ CORP P/P 144A 05.7500 12/15/2025 | 0.01% | RBS GLOBAL/REXNO P/P 144A 04.8750 12/15/2025 | 0.01% | REPUBLICA ORIENT URUGUAY USD 07.6250 03/21/2036 | 0.01% | RYOHIN KEIKAKU CO LTD SEDOL 6758455 | 0.01% | SCOTTS MIRACLE-GRO 04.5000 10/15/2029 | 0.01% | SERVICE CORPORATION INTL 04.6250 12/15/2027 | 0.01% | SOLERA LLC / SOLERA P/P 144A 10.5000 03/01/2024 | 0.01% | TENET HEALTHCARE CORPORATION 08.1250 04/01/2022 | 0.01% | UNITEDHEALTH GROUP INC 02.0000 05/15/2030 | 0.01% | VISTRA CORP P/P 144A 05.5000 09/01/2026 | 0.01% | ANHEUSER-BUSCH INBEV WOR 04.1500 01/23/2025 | 0.01% | AT&T INC 04.3000 02/15/2030 | 0.01% | CHAMPIONX CORP 06.3750 05/01/2026 | 0.01% | CHF/USD 09/16/2020 JPMCB | 0.01% | CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 CS | 0.01% | COMM 2014-UBS6 C 04.4465 12/10/2047 | 0.01% | DCP MIDSTREAM P/P 144A 06.7500 09/15/2037 | 0.01% | EUR/USD 09/16/2020 UBS | 0.01% | FHR 3408 EK 25.0899 04/15/2037 | 0.01% | FREEDOM MTGE CORP P/P 144A 08.2500 04/15/2025 | 0.01% | GEORGIA-PACIFIC LLC P/P 144A 02.1000 04/30/2027 | 0.01% | GLENCORE FUNDING LLC P/P 144A 04.6250 04/29/2024 | 0.01% | GLOBAL PAYMENTS INC 02.9000 05/15/2030 | 0.01% | GNMA GII30 4018 06.5000 08/20/2037 | 0.01% | GOLDEN NUGGET INC P/P 144A 06.7500 10/15/2024 | 0.01% | ISTAR INC 04.2500 08/01/2025 | 0.01% | ISTAR INC 04.7500 10/01/2024 | 0.01% | MBX.FN30.450.09 R USL1M P 01/12/40 BC | 0.01% | ORTHO-CLINICAL TLB L+325 03.4056 06/30/2025 | 0.01% | OSHKOSH CORP 04.6000 05/15/2028 | 0.01% | PENSKE AUTO GRP INC 05.7500 10/01/2022 | 0.01% | PROVIDENT FDG/PFG FI P/P 144A 06.3750 06/15/2025 | 0.01% | SIX FLAGS ENT P/P 144A 05.5000 04/15/2027 | 0.01% | SOHGO SECURITY SERVICES CO SEDOL 6546359 | 0.01% | STARWOOD PROP TR 04.7500 03/15/2025 | 0.01% | TRANSDIGM INC 05.5000 11/15/2027 | 0.01% | UNIVISION COMM INC. P/P 144A 05.1250 02/15/2025 | 0.01% | WESTROCK MWV LLC 07.9500 02/15/2031 | 0.01% | WYNN RESORTS FIN LLC P/P 144A 05.1250 10/01/2029 | 0.01% | ARCELORMITTAL USD 07.2500 10/15/2039 | 0.01% | CITIGROUP INC 04.7500 05/18/2046 | 0.01% | DIAMOND SPORTS GR/DI P/P 144A 06.6250 08/15/2027 | 0.01% | GATES GLOBAL TLB L+275 03.7500 03/31/2024 | 0.01% | GBP/USD 09/16/2020 JPMCB | 0.01% | GNMA GII30 4171 06.5000 06/20/2038 | 0.01% | GNR 2013-14 IO IO 03.5000 12/20/2042 | 0.01% | GSMS 2016-GS3 A4 02.8500 10/10/2049 | 0.01% | HCA INC 05.5000 06/15/2047 | 0.01% | MSBAM 2012-C5 E P/P 144A 04.6759 08/15/2045 | 0.01% | PARK-OHIO INDUSTRIES INC 06.6250 04/15/2027 | 0.01% | SCIENTIFIC GAMES P/P 144A 07.2500 11/15/2029 | 0.01% | TALLGRASS NRG PRTNR P/P 144A 05.5000 01/15/2028 | 0.01% | US CONCRETE INC 06.3750 06/01/2024 | 0.01% | VIACOMCBS INC 04.0000 01/15/2026 | 0.01% | WYNN LAS VEGAS P/P 144A 05.2500 05/15/2027 | 0.01% | ZOETIS INC 02.0000 05/15/2030 | 0.01% | CAS 2015-C01 1M2 04.4716 02/25/2025 | 0.01% | CHARTER COMM OPT LLC/CAP 04.8000 03/01/2050 | 0.01% | CHENIERE CORP CHRIST 05.8750 03/31/2025 | 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% | COMM 2014-LC17 XA IO 00.7656 10/10/2047 | 0.01% | CROWN CORK & SEAL CO INC 07.3750 12/15/2026 | 0.01% | DIAMOND SPORTS P/P 144A 05.3750 08/15/2026 | 0.01% | ELANCO ANIMAL HEALTH 05.6500 08/28/2028 | 0.01% | ENTERCOM MEDIA CORP P/P 144A 07.2500 11/01/2024 | 0.01% | EUR/USD 09/16/2020 JPMCB | 0.01% | FEDEX CORP 02.6250 08/01/2022 | 0.01% | FHR 3249 PS 21.6983 12/15/2036 | 0.01% | FIDELITY NATIONAL INFORM 03.0000 08/15/2026 | 0.01% | GENERAL MOTORS CO 06.1250 10/01/2025 | 0.01% | GNMA GII30 3987 06.5000 05/20/2037 | 0.01% | GNR 2013-99 AS IO 05.8633 06/20/2043 | 0.01% | IHEARTCOMMUNICATIONS INC 06.3750 05/01/2026 | 0.01% | JOHNSON CONTROLS INTL PL 04.5000 02/15/2047 | 0.01% | NAVISTAR INTL CORP P/P 144A 09.5000 05/01/2025 | 0.01% | NETFLIX INC 04.8750 04/15/2028 | 0.01% | PEPTIDREAM INC SEDOL B97SH97 | 0.01% | POMEGRANATE MERGER S P/P 144A 09.7500 05/01/2023 | 0.01% | SPRINT CORP 07.6250 03/01/2026 | 0.01% | TMS INTL HLDG CORP P/P 144A 07.2500 08/15/2025 | 0.01% | WFRBS 2013-C11 AS 03.3110 03/15/2045 | 0.01% | 1011778 BC / NEW RED P/P 144A 03.8750 01/15/2028 | 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% | ALLEGHENY TECHNOLOGIES INC 07.8750 08/15/2023 | 0.01% | AMSTED INDUSTRIES P/P 144A 05.6250 07/01/2027 | 0.01% | ANTERO RESOURCES 05.3750 11/01/2021 | 0.01% | AT&T INC 04.3500 03/01/2029 | 0.01% | BAUSCH HLTH COS INC P/P 144A 05.5000 11/01/2025 | 0.01% | BAUSCH HLTH COS INC P/P 144A 06.2500 02/15/2029 | 0.01% | BAUSCH HLTH COS INC P/P 144A 07.2500 05/30/2029 | 0.01% | BECTON DICKINSON AND CO 02.8230 05/20/2030 | 0.01% | BMW US CAPITAL LLC P/P 144A 03.4000 08/13/2021 | 0.01% | BOISE CASCADE CO P/P 144A 04.8750 07/01/2030 | 0.01% | BOYD GAMING CORP 06.3750 04/01/2026 | 0.01% | CALPINE CORP P/P 144A 05.2500 06/01/2026 | 0.01% | CAS 2015-C03 2M2 05.1716 07/25/2025 | 0.01% | CAS 2016-C01 2M2 07.1216 08/25/2028 | 0.01% | CCO HLDGS LLC/CAP CO P/P 144A 05.7500 02/15/2026 | 0.01% | CCO HOLDINGS LLC P/P 144A 04.5000 05/01/2032 | 0.01% | CENOVUS ENERGY INC USD 06.7500 11/15/2039 | 0.01% | CGCMT 2013-GC17 C 05.1096 11/10/2046 | 0.01% | CIT GROUP INC 05.0000 08/01/2023 | 0.01% | CLARIOS GLOBAL LP P/P 144A 06.7500 05/15/2025 | 0.01% | CLEAN HARBORS INC P/P 144A 04.8750 07/15/2027 | 0.01% | CNO FINANCIAL GROUP INC 05.2500 05/30/2025 | 0.01% | COMMSCOPE TECH LLC P/P 144A 06.0000 06/15/2025 | 0.01% | DCP MIDSTREAM OPERATING 05.6250 07/15/2027 | 0.01% | DIAMOND 1 FIN/DIAMON P/P 144A 07.1250 06/15/2024 | 0.01% | ENDEAVOR ENERGY P/P 144A 06.6250 07/15/2025 | 0.01% | ESH HOSPITALITY INC P/P 144A 05.2500 05/01/2025 | 0.01% | FHR 2990 LB 16.4990 06/15/2034 | 0.01% | GAP INC/THE P/P 144A 08.3750 05/15/2023 | 0.01% | GARTNER INC P/P 144A 05.1250 04/01/2025 | 0.01% | GENERAL MOTORS FINL CO 04.0000 01/15/2025 | 0.01% | GFL ENVIRON INC P/P 144A 05.1250 12/15/2026 | 0.01% | GLP CAPITAL LP / FIN II 05.2500 06/01/2025 | 0.01% | GOEASY LTD P/P 144A 05.3750 12/01/2024 | 0.01% | GREIF INC P/P 144A 06.5000 03/01/2027 | 0.01% | GSMS 2015-GC30 XA IO 00.7499 05/10/2050 | 0.01% | GSMS 2017-GS7 AS 03.6630 08/10/2050 | 0.01% | GSMS 2019-GC42 AS 03.2117 09/01/2052 | 0.01% | HANESBRANDS INC P/P 144A 04.6250 05/15/2024 | 0.01% | ICAHN ENTER/FIN 06.2500 05/15/2026 | 0.01% | ICAHN ENTER/FIN 06.7500 02/01/2024 | 0.01% | ITRON INC P/P 144A 05.0000 01/15/2026 | 0.01% | KFC HLD/PIZZA HUT/TA P/P 144A 04.7500 06/01/2027 | 0.01% | LAMB WESTON HLD P/P 144A 04.8750 05/15/2028 | 0.01% | LEVEL 3 FIN INC P/P 144A 04.2500 07/01/2028 | 0.01% | LEVEL 3 FIN INC P/P 144A 04.6250 09/15/2027 | 0.01% | LOUISIANA-PACIFIC CORPORATION 04.8750 09/15/2024 | 0.01% | MASTEC INC P/P 144A 04.5000 08/15/2028 | 0.01% | MAUSER PACKAGING SOL P/P 144A 05.5000 04/15/2024 | 0.01% | MSBAM 2014-C14 C 04.9459 02/15/2047 | 0.01% | NATIONSTAR MTG P/P 144A 06.0000 01/15/2027 | 0.01% | NATIONSTAR MTG P/P 144A 08.1250 07/15/2023 | 0.01% | NEWELL BRANDS INC 04.7000 04/01/2026 | 0.01% | NORDSTROM INC P/P 144A 08.7500 05/15/2025 | 0.01% | NRG ENERGY INC. 07.2500 05/15/2026 | 0.01% | ONEMAIN FINANCE CORP 06.8750 03/15/2025 | 0.01% | ORACLE CORP 02.6500 07/15/2026 | 0.01% | PACIFIC GAS & ELECTRIC 02.9500 03/01/2026 | 0.01% | PANTHER BF AGGRE 2 P/P 144A 08.5000 05/15/2027 | 0.01% | PENSKE AUTOMOTIVE GROUP 05.3750 12/01/2024 | 0.01% | PRECISION DRILL P/P 144A 07.1250 01/15/2026 | 0.01% | PRIME SECURITY SVCS P/P 144A 06.2500 01/15/2028 | 0.01% | PROLOGIS LP 02.2500 04/15/2030 | 0.01% | QORVO INC 05.5000 07/15/2026 | 0.01% | RATTLER MIDSTREAM LP P/P 144A 05.6250 07/15/2025 | 0.01% | REFINITIV US HLDG P/P 144A 06.2500 05/15/2026 | 0.01% | RESIDEO FUNDING INC P/P 144A 06.1250 11/01/2026 | 0.01% | SIX FLAGS THEME PARK P/P 144A 07.0000 07/01/2025 | 0.01% | SPECTRUM BRANDS INC 06.1250 12/15/2024 | 0.01% | T-MOBILE USA INC 06.3750 03/01/2025 | 0.01% | TENNANT CO 05.6250 05/01/2025 | 0.01% | TOPBUILD CORP P/P 144A 05.6250 05/01/2026 | 0.01% | USA COMPRESSION PART 06.8750 04/01/2026 | 0.01% | VISTRA CORP P/P 144A 05.6250 02/15/2027 | 0.01% | WESCO DISTRIBUT P/P 144A 07.2500 06/15/2028 | 0.01% | WPX ENERGY INC 05.8750 06/15/2028 | 0.01% | WPX ENERGY INC 08.2500 08/01/2023 | 0.01% | WR GRACE & CO-CONN P/P 144A 04.8750 06/15/2027 | 0.01% | WR GRACE & CO-CONN P/P 144A 05.6250 10/01/2024 | 0.01% | WYNDHAM HOTELS & RE P/P 144A 05.3750 04/15/2026 | 0.01% | AG ISSUER LLC P/P 144A 06.2500 03/01/2028 | 0.01% | AIRBUS SE SEDOL 4012250 | 0.01% | APACHE CORP 04.3750 10/15/2028 | 0.01% | APACHE CORP 05.1000 09/01/2040 | 0.01% | ASCENT RESOURCES/AEU P/P 144A 10.0000 04/01/2022 | 0.01% | BEACON ROOFING SUPP P/P 144A 04.8750 11/01/2025 | 0.01% | BERRY GLOBAL INC 05.1250 07/15/2023 | 0.01% | BROOKFIELD RESID P/P 144A 06.2500 09/15/2027 | 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% | CAS 2014-C02 1M2 02.7716 05/25/2024 | 0.01% | CAS 2014-C03 2M2 03.0716 07/25/2024 | 0.01% | CLEAR CHANNEL WORLDW P/P 144A 05.1250 08/15/2027 | 0.01% | COLORADO INTERSTATE GAS CO 06.8500 06/15/2037 | 0.01% | COMCAST CORP 03.9990 11/01/2049 | 0.01% | COMM 2014-CR20 XA IO 01.0247 11/10/2047 | 0.01% | COMSTOCK RE INC P/P 144A 07.5000 05/15/2025 | 0.01% | CONTINENTAL RES 04.5000 04/15/2023 | 0.01% | DIAMOND 1 FIN/DIAMON P/P 144A 08.3500 07/15/2046 | 0.01% | DISH NETWORK CV 03.3750 08/15/2026 | 0.01% | EPICOR SOFTWARE TLB L+425 05.2500 07/30/2027 | 0.01% | EUR/USD CALL 1.22 20210127 BANKAM | 0.01% | FIFTH THIRD BANCORP 05.1000 12/29/2049 | 0.01% | FRONTIER COMM P/P 144A 08.5000 04/01/2026 | 0.01% | HESS MIDSTREAM P P/P 144A 05.1250 06/15/2028 | 0.01% | HUDBAY MINERALS INC P/P 144A 07.6250 01/15/2025 | 0.01% | IHEARTCOMMUNICATI L+400 04.7500 05/01/2026 | 0.01% | INDIGO NATURAL P/P 144A 06.8750 02/15/2026 | 0.01% | IOS.FN30.400.10 R USL1M P 01/12/41 BC | 0.01% | JELD-WEN INC P/P 144A 04.6250 12/15/2025 | 0.01% | JELD-WEN INC P/P 144A 04.8750 12/15/2027 | 0.01% | JPMORGAN CHASE & CO 01.3924 05/15/2047 | 0.01% | LIONS GATE CAP HOLD P/P 144A 05.8750 11/01/2024 | 0.01% | LIONS GATE CAP HOLD P/P 144A 06.3750 02/01/2024 | 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% | MERCER INTL INC USD 06.5000 02/01/2024 | 0.01% | MEREDITH CORP P/P 144A 06.5000 07/01/2025 | 0.01% | OCCIDENTAL PETROLEUM COR 06.4500 09/15/2036 | 0.01% | OUTFRONT MEDIA C P/P 144A 06.2500 06/15/2025 | 0.01% | PENN NATIONAL GAMING P/P 144A 05.6250 01/15/2027 | 0.01% | PETROBRAS GLOBAL FINANCE USD 06.1250 01/17/2022 | 0.01% | REGENCY ENERGY P 04.5000 11/01/2023 | 0.01% | SABINE PASS LIQUEF 05.0000 03/15/2027 | 0.01% | SINCLAIR TELE P/P 144A 05.5000 03/01/2030 | 0.01% | SOLENIS 1STL L+400 04.3625 06/26/2025 | 0.01% | SUGAR HSP GAMING P/P 144A 05.8750 05/15/2025 | 0.01% | TRANSCANADA TRUST USD 05.3000 03/15/2077 | 0.01% | TRANSDIGM INC 06.3750 06/15/2026 | 0.01% | TRANSOCEAN POSEIDON P/P 144A 06.8750 02/01/2027 | 0.01% | TRUIST FIN CORP 04.8000 12/31/2099 | 0.01% | UNIVISION COMM P/P 144A 06.6250 06/01/2027 | 0.01% | USD/JPY PUT 105.00 20201124 BANKAM | 0.01% | USD/JPY PUT 105.00 20201124 GSFX | 0.01% | WEEKLEY HOMES LLC 06.0000 02/01/2023 | 0.01% | WOLVERINE WORLD WIDE P/P 144A 05.0000 09/01/2026 | 0.01% | WPX ENERGY INC 05.2500 10/15/2027 | 0.01% | AIR LEASE CORP 03.2500 10/01/2029 | 0.01% | AMERICAN TOWER CORP 03.1250 01/15/2027 | 0.01% | BOMBARDIER INC P/P 144A 07.8750 04/15/2027 | 0.01% | CHS/COMMUNITY HEALT P/P 144A 08.1250 06/30/2024 | 0.01% | CISCO SYSTEMS INC 05.9000 02/15/2039 | 0.01% | DUKE ENERGY INDIANA LLC 06.4500 04/01/2039 | 0.01% | ENTERCOM MEDIA CORP P/P 144A 06.5000 05/01/2027 | 0.01% | FHR 3829 AS IO 06.7753 03/15/2041 | 0.01% | GOLDEN NUGGET INC P/P 144A 08.7500 10/01/2025 | 0.01% | GW B-CR SECURITY P/P 144A 09.5000 11/01/2027 | 0.01% | HCA INC 04.1250 06/15/2029 | 0.01% | JPMCC 2006-LDP9 AMS 05.3370 05/15/2047 | 0.01% | JPMORGAN CHASE & CO 02.9560 05/13/2031 | 0.01% | KEURIG DR PEPPER INC 04.0570 05/25/2023 | 0.01% | KINDER MORGAN ENER PART 05.4000 09/01/2044 | 0.01% | LADDER CAP FINAN P/P 144A 04.2500 02/01/2027 | 0.01% | MARRIOTT INTERNATIONAL 05.7500 05/01/2025 | 0.01% | MERCK & CO. INC. 02.7500 02/10/2025 | 0.01% | PETROBRAS GLOBAL FIN USD 05.9990 01/27/2028 | 0.01% | RITE AID CORP P/P 144A 08.0000 11/15/2026 | 0.01% | STATION CASINOS LLC P/P 144A 04.5000 02/15/2028 | 0.01% | TOWNSQUARE MEDIA INC P/P 144A 06.5000 04/01/2023 | 0.01% | TRANSDIGM INC. 06.5000 07/15/2024 | 0.01% | WFRBS 2012-C10 XA IO P/P 144A 01.5301 12/15/2045 | 0.01% | CLEAR CHANNEL WORLD 09.2500 02/15/2024 | 0.01% | DISCOVERY COMMUNICATIONS 03.6250 05/15/2030 | 0.01% | DKK/USD 09/16/2020 CITI | 0.01% | ENERGY TRANSFER OPERATNG 02.9000 05/15/2025 | 0.01% | FNR 2005-75 GS 19.7351 08/25/2035 | 0.01% | FRONTIER COMM 10.5000 09/15/2022 | 0.01% | GBP/USD 09/16/2020 UBS | 0.01% | GFL ENVIRONMENTA P/P 144A 08.5000 05/01/2027 | 0.01% | GNR 2010-9 UI IO 05.0000 01/20/2040 | 0.01% | GNR 2016-123 LI IO 03.5000 03/20/2044 | 0.01% | IOS.FN30.400.10 R USL1M P 01/12/41 BC | 0.01% | IPALCO ENTPRS IN 03.7000 09/01/2024 | 0.01% | MLMI 2005-A2 A2 03.7839 02/25/2035 | 0.01% | MSBAM 2013-C12 XA IO 00.5942 10/15/2046 | 0.01% | MSBAM 2014-C17 XA IO 01.1067 08/15/2047 | 0.01% | NOBLE ENERGY INC 06.0000 03/01/2041 | 0.01% | NOK/USD 09/16/2020 BCAP-FX | 0.01% | SEK/USD 09/16/2020 UBS | 0.01% | ALBERTSONS COS P/P 144A 04.8750 02/15/2030 | 0.00% | AUD/USD 10/21/2020 HSBCB | 0.00% | AVIENT CORP P/P 144A 05.7500 05/15/2025 | 0.00% | BANK OF AMERICA CORP 06.5000 10/29/2049 | 0.00% | BAUSCH HLTH COS INC P/P 144A 07.0000 01/15/2028 | 0.00% | BOXER PARENT CO INC P/P 144A 07.1250 10/02/2025 | 0.00% | BOYD GAMING CORP P/P 144A 08.6250 06/01/2025 | 0.00% | CARNIVAL CORP P/P 144A 11.5000 04/01/2023 | 0.00% | CAS 2014-C04 1M2 05.0716 11/25/2024 | 0.00% | CBRE SERVICES INC 05.2500 03/15/2025 | 0.00% | CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | 0.00% | CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CS | 0.00% | CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 JP | 0.00% | DELL INT / EMC P/P 144A 05.8500 07/15/2025 | 0.00% | DEVON ENERGY CORPORATION 07.8750 09/30/2031 | 0.00% | DEVON ENERGY CORPORATION 07.9500 04/15/2032 | 0.00% | DIAMONDBACK ENERGY INC 04.7500 05/31/2025 | 0.00% | DUN & BRADSTREET COR P/P 144A 06.8750 08/15/2026 | 0.00% | ENERGY TRANSFER OPERATNG 06.1250 12/15/2045 | 0.00% | EQUINIX INC 05.3750 05/15/2027 | 0.00% | EUR/CHF CALL 1.10 20201209 CSI-FX | 0.00% | EUR/USD CALL 1.21 20201028 BANKAM | 0.00% | FORD MOTOR COMPANY 09.0000 04/22/2025 | 0.00% | GAP INC/THE P/P 144A 08.6250 05/15/2025 | 0.00% | IHS MARKIT LTD USD 04.7500 08/01/2028 | 0.00% | IHS MARKIT LTD P/P 144A 04.0000 03/01/2026 | 0.00% | IRB HOLDING CORP P/P 144A 07.0000 06/15/2025 | 0.00% | JPY/USD 08/19/2020 CITI | 0.00% | LENNAR CORP 05.8750 11/15/2024 | 0.00% | NATIONSTAR MTG P/P 144A 09.1250 07/15/2026 | 0.00% | NETFLIX INC P/P 144A 05.3750 11/15/2029 | 0.00% | NETFLIX INC. 06.3750 05/15/2029 | 0.00% | NETFLIX INC. P/P 144A 04.8750 06/15/2030 | 0.00% | NEWELL BRANDS INC 04.8750 06/01/2025 | 0.00% | NOBLE ENERGY INC. 03.9000 11/15/2024 | 0.00% | NRG ENERGY INC 05.7500 01/15/2028 | 0.00% | NRG ENERGY INC P/P 144A 05.2500 06/15/2029 | 0.00% | ONEMAIN FINANCE CORP 06.6250 01/15/2028 | 0.00% | ONEMAIN FINANCE CORP 07.1250 03/15/2026 | 0.00% | ONEMAIN FINANCE CORP 08.8750 06/01/2025 | 0.00% | OWENS-BROCKWAY P/P 144A 06.6250 05/13/2027 | 0.00% | RAYTHEON TECH CORP 04.1250 11/16/2028 | 0.00% | SIRIUS XM RADIO INC. P/P 144A 05.5000 07/01/2029 | 0.00% | SM ENERGY CO 05.0000 01/15/2024 | 0.00% | TARGA RESOURCES PART 06.8750 01/15/2029 | 0.00% | TAYLOR MORRISON COMM P/P 144A 05.7500 01/15/2028 | 0.00% | TENET HEALTHCARE P/P 144A 07.5000 04/01/2025 | 0.00% | TRI POINTE GROUP INC 05.7000 06/15/2028 | 0.00% | UNIVISION COMM P/P 144A 09.5000 05/01/2025 | 0.00% | WELLS FARGO & COMPANY 05.8750 12/29/2049 | 0.00% | WESCO DISTRIBUT P/P 144A 07.1250 06/15/2025 | 0.00% | WESTERN DIGITAL CORPORATION 04.7500 02/15/2026 | 0.00% | YUM! BRANDS INC P/P 144A 04.7500 01/15/2030 | 0.00% | 1011778 BC ULC / P/P 144A 04.3750 01/15/2028 | 0.00% | ABC SUPPLY CO INC P/P 144A 04.0000 01/15/2028 | 0.00% | ABC SUPPLY CO INC P/P 144A 05.8750 05/15/2026 | 0.00% | AES CORP/THE P/P 144A 03.3000 07/15/2025 | 0.00% | ALLIANT HOLDINGS P/P 144A 06.7500 10/15/2027 | 0.00% | AMSTED INDUSTRIES P/P 144A 04.6250 05/15/2030 | 0.00% | ANTERO RESOURCES FIN 05.1250 12/01/2022 | 0.00% | ASCEND LEARNING LLC P/P 144A 06.8750 08/01/2025 | 0.00% | BANK OF AMERICA CORP 02.4960 02/13/2031 | 0.00% | BAUSCH HLTH COS INC P/P 144A 05.0000 01/30/2028 | 0.00% | BAUSCH HLTH COS INC P/P 144A 05.2500 01/30/2030 | 0.00% | BEACON ROOFING SUPPL P/P 144A 04.5000 11/15/2026 | 0.00% | BERRY GLOBAL INC P/P 144A 04.5000 02/15/2026 | 0.00% | BERRY GLOBAL INC P/P 144A 05.6250 07/15/2027 | 0.00% | BOXER PARENT CO INC P/P 144A 09.1250 03/01/2026 | 0.00% | BOYD GAMING CORP P/P 144A 04.7500 12/01/2027 | 0.00% | BOYD GAMING CORPORATION 06.0000 08/15/2026 | 0.00% | BRAND ENERGY TL L+425 05.2500 06/21/2024 | 0.00% | BUCKEYE PARTNERS LP 03.9500 12/01/2026 | 0.00% | BUCKEYE PARTNERS LP P/P 144A 04.5000 03/01/2028 | 0.00% | BY CROWN/BY BOND P/P 144A 04.2500 01/31/2026 | 0.00% | CAS 2015-C02 1M2 04.1716 05/25/2025 | 0.00% | CCO HOLDINGS LLC P/P 144A 04.5000 08/15/2030 | 0.00% | CELANESE US HOLDINGS LLC 03.5000 05/08/2024 | 0.00% | CENTENE CORP P/P 144A 05.2500 04/01/2025 | 0.00% | CENTENE CORP P/P 144A 05.3750 08/15/2026 | 0.00% | CENTENE ESCROW I CO P/P 144A 05.3750 06/01/2026 | 0.00% | CHARTER COMM OPT LLC 04.9080 07/23/2025 | 0.00% | CHS/COMMUNITY HEALTH P/P 144A 08.0000 03/15/2026 | 0.00% | CLEAN HARBORS INC P/P 144A 05.1250 07/15/2029 | 0.00% | CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS | 0.00% | COMMSCOPE INC P/P 144A 05.5000 03/01/2024 | 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% | COMSTOCK RESOURCES 09.7500 08/15/2026 | 0.00% | COMSTOCK RESOURCES INC 09.7500 08/15/2026 | 0.00% | CONTINENTAL RESOURCES 04.3750 01/15/2028 | 0.00% | CONTINENTAL RESOURCES 05.0000 09/15/2022 | 0.00% | CROWN AMER/CAP 04.7500 02/01/2026 | 0.00% | DEVON ENERGY CORPORATION 05.6000 07/15/2041 | 0.00% | DIAMONDBACK ENERGY INC 05.3750 05/31/2025 | 0.00% | ENERGIZER HLDG INC P/P 144A 06.3750 07/15/2026 | 0.00% | ENTERPRISE PRODUCTS OPER 02.8000 01/31/2030 | 0.00% | EPICOR SOFTWARE 2NDL L+775 08.7500 07/30/2028 | 0.00% | FREEDOM MTGE CORP P/P 144A 08.1250 11/15/2024 | 0.00% | FREEPORT-MCMORAN INC 04.3750 08/01/2028 | 0.00% | FREEPORT-MCMORAN INC 04.6250 08/01/2030 | 0.00% | GNR 2012-141 WI IO 03.5000 11/20/2041 | 0.00% | GO DADDY OPCO/FINCO P/P 144A 05.2500 12/01/2027 | 0.00% | HANESBRANDS INC P/P 144A 05.3750 05/15/2025 | 0.00% | HCA INC 03.5000 09/01/2030 | 0.00% | HOLLY PAR/FIN P/P 144A 05.0000 02/01/2028 | 0.00% | HOLOGIC INC P/P 144A 04.3750 10/15/2025 | 0.00% | ICAHN ENTER 04.7500 09/15/2024 | 0.00% | ICAHN ENTER/FIN 05.2500 05/15/2027 | 0.00% | IRON MOUNTAIN INC P/P 144A 05.2500 03/15/2028 | 0.00% | ISTAR INC. 05.2500 09/15/2022 | 0.00% | JAGUAR HL / PPDI P/P 144A 05.0000 06/15/2028 | 0.00% | JELD-WEN INC P/P 144A 06.2500 05/15/2025 | 0.00% | L BRANDS INC 06.7500 07/01/2036 | 0.00% | L BRANDS INC P/P 144A 06.8750 07/01/2025 | 0.00% | LAMB WESTON HOLDINGS P/P 144A 04.6250 11/01/2024 | 0.00% | LEVI STRAUSS & CO P/P 144A 05.0000 05/01/2025 | 0.00% | LIVE NATION ENT P/P 144A 04.8750 11/01/2024 | 0.00% | LIVE NATION ENT P/P 144A 06.5000 05/15/2027 | 0.00% | MACY'S INC P/P 144A 08.3750 06/15/2025 | 0.00% | MASONITE INTL C P/P 144A 05.3750 02/01/2028 | 0.00% | MATCH GRP HLD II LLC P/P 144A 04.6250 06/01/2028 | 0.00% | MAUSER PACKAGING P/P 144A 08.5000 04/15/2024 | 0.00% | MERCER INTL INC USD 05.5000 01/15/2026 | 0.00% | MICROCHIP TECH INC P/P 144A 04.2500 09/01/2025 | 0.00% | MOLINA HEALTHCARE IN P/P 144A 04.8750 06/15/2025 | 0.00% | NEWFIELD EXPLORATION CO 05.6250 07/01/2024 | 0.00% | NOVELIS CORP P/P 144A 04.7500 01/30/2030 | 0.00% | NRG ENERGY INC 06.6250 01/15/2027 | 0.00% | OCCIDENTAL PETROLEUM COR 02.9000 08/15/2024 | 0.00% | OCCIDENTAL PETROLEUM COR 03.5000 06/15/2025 | 0.00% | OCCIDENTAL PETROLEUM COR 04.8500 03/15/2021 | 0.00% | ORTHO-CLINICAL P/P 144A 07.3750 06/01/2025 | 0.00% | PANTHER BF AGGREGA P/P 144A 06.2500 05/15/2026 | 0.00% | PROLOGIS LP 02.1250 04/15/2027 | 0.00% | RACKSPACE HOSTING INC L+300 04.0000 11/03/2023 | 0.00% | RITE AID CORP P/P 144A 07.5000 07/01/2025 | 0.00% | ROBERTSHAW TL 2L L+800 09.0000 02/28/2026 | 0.00% | SAP SE SEDOL 4846288 | 0.00% | SCIENTIFIC GAMES P/P 144A 07.0000 05/15/2028 | 0.00% | SERVICE PROPERTIES TRUST 07.5000 09/15/2025 | 0.00% | SM ENERGY CO 06.7500 09/15/2026 | 0.00% | SOLENIS 2NDL L+850 10.8314 06/26/2026 | 0.00% | SPECTRUM BRANDS INC P/P 144A 05.0000 10/01/2029 | 0.00% | SS&C TECH INC P/P 144A 05.5000 09/30/2027 | 0.00% | T-MOBILE USA INC 04.5000 02/01/2026 | 0.00% | T-MOBILE USA INC 06.0000 03/01/2023 | 0.00% | T-MOBILE USA INC TLB L+300 04/01/2027 | 0.00% | T-MOBILE USA INC. 04.0000 04/15/2022 | 0.00% | TARGA RES PRTNRS P/P 144A 05.5000 03/01/2030 | 0.00% | TARGA RESOURCES PART 06.5000 07/15/2027 | 0.00% | TEMPO ACQ LLC/FI P/P 144A 05.7500 06/01/2025 | 0.00% | TENET HEALTHCARE 04.6250 07/15/2024 | 0.00% | TENET HEALTHCARE P/P 144A 06.2500 02/01/2027 | 0.00% | TRANSDIGM INC 06.5000 05/15/2025 | 0.00% | TRI POINTE GROUP / HOMES 05.8750 06/15/2024 | 0.00% | TRIPADVISOR INC P/P 144A 07.0000 07/15/2025 | 0.00% | UBSBB 2012-C4 XA IO P/P 144A 01.6085 12/10/2045 | 0.00% | USA COM PART/USA COM 06.8750 09/01/2027 | 0.00% | VALVOLINE INC P/P 144A 04.2500 02/15/2030 | 0.00% | VALVOLINE INC P/P 144A 04.3750 08/15/2025 | 0.00% | VIPER ENERGY P/P 144A 05.3750 11/01/2027 | 0.00% | VISTRA CORP P/P 144A 05.0000 07/31/2027 | 0.00% | WMG ACQUISITION CORP P/P 144A 05.5000 04/15/2026 | 0.00% | WOLVERINE WORLD WIDE P/P 144A 06.3750 05/15/2025 | 0.00% | WPX ENERGY INC 04.5000 01/15/2030 | 0.00% | WYNN RESORTS FIN LLC P/P 144A 07.7500 04/15/2025 | 0.00% | ZAYO GROUP HLDG INC L+300 04.6678 03/09/2027 | 0.00% | ZAYO GROUP HLDG INC P/P 144A 06.1250 03/01/2028 | 0.00% | BAYTEX ENERGY CORP P/P 144A 05.6250 06/01/2024 | 0.00% | BOMBARDIER INC P/P 144A 07.5000 12/01/2024 | 0.00% | CHARTER COMM OPT LLC 06.4840 10/23/2045 | 0.00% | CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 JP | 0.00% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | 0.00% | CORNERSTONE BUILDING P/P 144A 08.0000 04/15/2026 | 0.00% | CVS PASS-THROUGH TRUST 06.0360 12/10/2028 | 0.00% | EUR/USD 09/16/2020 CITI | 0.00% | FNR 2006-46 OC PO 00.0000 06/25/2036 | 0.00% | INCEPTION MRGR/RACK P/P 144A 08.6250 11/15/2024 | 0.00% | KRAFT HEINZ FOODS CO P/P 144A 03.8750 05/15/2027 | 0.00% | MBX.FN30.500.10 R USL1M P 01/12/41 CI | 0.00% | NABORS IND LTD P/P 144A 07.2500 01/15/2026 | 0.00% | NABORS IND LTD P/P 144A 07.5000 01/15/2028 | 0.00% | NABORS INDUSTRIES INC. 05.7500 02/01/2025 | 0.00% | NZD/USD 10/21/2020 UBS | 0.00% | QUEBECOR MEDIA INC USD 05.7500 01/15/2023 | 0.00% | ROBERTSHAW US HOLDING L+325 04.2500 02/28/2025 | 0.00% | RUB/USD 09/16/2020 GSFX | 0.00% | TRANSOCEAN PONTUS LT P/P 144A 06.1250 08/01/2025 | 0.00% | WESTPAC BANKING CORP USD 04.4210 07/24/2039 | 0.00% | WFRBS 2011-C5 XA IO P/P 144A 01.6772 11/15/2044 | 0.00% | AUD/USD 10/21/2020 TDBK | 0.00% | AUD/USD 10/21/2020 WPAC | 0.00% | BANK OF MONTREAL USD 03.8030 12/15/2032 | 0.00% | CAD/USD 10/21/2020 GSFX | 0.00% | CIT GROUP INC. 05.0000 08/15/2022 | 0.00% | CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 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 CS | 0.00% | CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS | 0.00% | CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 ML | 0.00% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | 0.00% | COMM 2014-CR18 XA IO 00.9938 07/15/2047 | 0.00% | CPG INTL TL L+375 04.7500 05/05/2024 | 0.00% | EUR/USD 09/16/2020 HSBCB | 0.00% | GBP/USD 09/16/2020 GSFX | 0.00% | IOS.FN30.350.14 R USL1M P 01/12/45 CS | 0.00% | IOS.FN30.400.11 R USL1M P 01/12/42 GS | 0.00% | IOS.FN30.400.11 R USL1M P 01/12/42 GS | 0.00% | JPY/USD 08/19/2020 BCAP-FX | 0.00% | JPY/USD 08/19/2020 UBS | 0.00% | JPY/USD 08/19/2020 WPAC | 0.00% | LBUBS 2006-C6 XCL IO P/P 144A 00.6833 09/15/2039 | 0.00% | MALLINCKRODT FIN/SB P/P 144A 10.0000 04/15/2025 | 0.00% | NEIMAN MARCUS TL L+600 06.2674 10/25/2023 | 0.00% | NOK/USD 09/16/2020 GSFX | 0.00% | NZD/USD 10/21/2020 SSBT | 0.00% | OSHKOSH CORP 03.1000 03/01/2030 | 0.00% | PETROBRAS GLOBAL FIN USD 05.2990 01/27/2025 | 0.00% | REPUBLIC OF VENEZUELA REGS 08.2500 10/13/2024 | 0.00% | SM ENERGY CO 06.1250 11/15/2022 | 0.00% | TXU TCEH RIGHTS | 0.00% | AUD/USD 10/21/2020 BANKAM | 0.00% | CAD/USD 10/21/2020 RBSF | 0.00% | CALIFORNIA RESOURC TL L+475 05.7500 12/31/2022 | 0.00% | CHF/USD 09/16/2020 SSBT | 0.00% | CLP/USD 10/21/2020 CITI | 0.00% | CMB CMBX.NA.A.7 2047-01-17 200.0 01/17/2047 JP | 0.00% | CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CG | 0.00% | CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CG | 0.00% | CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CS | 0.00% | CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CS | 0.00% | CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CS | 0.00% | CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 ML | 0.00% | CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 MS | 0.00% | CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.00% | CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 ML | 0.00% | CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 MS | 0.00% | CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 JP | 0.00% | CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS | 0.00% | CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 JP | 0.00% | CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 MS | 0.00% | CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 CG | 0.00% | CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | 0.00% | CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | 0.00% | CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | 0.00% | CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% | CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% | CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% | CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 CG | 0.00% | CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 JP | 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-.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% | GBP/USD 09/16/2020 RBSF | 0.00% | GNMA GII30 4401 06.5000 03/20/2039 | 0.00% | GSMS 2006-GG8 X IO P/P 144A 01.0461 11/10/2039 | 0.00% | IHEARTMEDIA INC - CLASS A SEDOL BJVR9Y9 | 0.00% | IOS.FN30.350.12 R USL1M P 01/12/43 BC | 0.00% | IOS.FN30.400.11 R USL1M P 01/12/42 BC | 0.00% | MERCK & CO INC 02.9000 03/07/2024 | 0.00% | NOBLE HLDG INTL LTD P/P 144A 07.8750 02/01/2026 | 0.00% | NZD/USD 10/21/2020 BANKAM | 0.00% | NZD/USD 10/21/2020 BCAP-FX | 0.00% | NZD/USD 10/21/2020 RBSF | 0.00% | OASIS PETROLEUM INC 06.8750 01/15/2023 | 0.00% | OASIS PETROLEUM INC 06.8750 03/15/2022 | 0.00% | PETROLEOS DE VEN P/P 144A 06.0000 11/15/2026 | 0.00% | REPUBLIC OF VENEZUELA REGS 09.0000 05/07/2023 | 0.00% | SEK/USD 09/16/2020 JPMCB | 0.00% | SEK/USD 09/16/2020 MSCIL | 0.00% | TRANSOCEAN INC 07.5000 04/15/2031 | 0.00% | 0.20 R ISWP FWD US0003M P 09/16/2022 | 0.00% | ADVANZ PHARMA CORP LTD SEDOL BG0RYR7 | 0.00% | AUD/USD 10/21/2020 CSI-FX | 0.00% | AUD/USD 10/21/2020 GSFX | 0.00% | AUD/USD 10/21/2020 JPMCB | 0.00% | AUD/USD 10/21/2020 SSBT | 0.00% | BACM 2007-1 XW IO 00.2910 01/15/2049 | 0.00% | BSCMS 06-PW14 X1 IO P/P 144A 00.3049 12/11/2038 | 0.00% | CAD/USD 10/21/2020 CITI | 0.00% | CAD/USD 10/21/2020 HSBCB | 0.00% | CAD/USD 10/21/2020 MSCIL | 0.00% | CAD/USD 10/21/2020 UBS | 0.00% | CAD/USD 10/21/2020 WPAC | 0.00% | CALIFORNIA RESOURCES P/P 144A 08.0000 12/15/2022 | 0.00% | CD 2007-CD4 XW IO P/P 144A 01.2975 12/11/2049 | 0.00% | CGCMT 2006-C5 XC IO P/P 144A 00.5182 10/15/2049 | 0.00% | CLEAR CHANNEL OUTDOOR HOLDIN SEDOL BJHVCH9 | 0.00% | CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CS | 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 JP | 0.00% | CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 MS | 0.00% | CMB CMBX.NA.A.7 2047-01-17 200.0 01/17/2047 CS | 0.00% | CMB CMBX.NA.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 MS | 0.00% | CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 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 GS | 0.00% | CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.00% | CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% | CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% | CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% | CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% | CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% | CMB CMBX.NA.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-.11 2054-11-18 300.0 11/18/2054 CG | 0.00% | CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 CG | 0.00% | CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 CG | 0.00% | CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 CG | 0.00% | CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 JP | 0.00% | CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 JP | 0.00% | CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 JP | 0.00% | CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 JP | 0.00% | CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 MS | 0.00% | CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 MS | 0.00% | CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 MS | 0.00% | CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.00% | CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.00% | CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.00% | CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.00% | CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.00% | CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 GS | 0.00% | CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 JP | 0.00% | CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 MS | 0.00% | CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 MS | 0.00% | CMB CMBX.NA.BBB-.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 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-.9 2058-09-17 300.0 09/17/2058 CG | 0.00% | CMB CMBX.NA.BBB-.9 2058-09-17 300.0 09/17/2058 ML | 0.00% | CMB CMBX.NA.BBB-.9 2058-09-17 300.0 09/17/2058 ML | 0.00% | CSMC 2007-C2 AX IO P/P 144A 00.0154 01/15/2049 | 0.00% | EUR/USD 09/16/2020 WPAC | 0.00% | GBP/USD 09/16/2020 BCAP-FX | 0.00% | GBP/USD 09/16/2020 HSBCB | 0.00% | GECMC 2007-C1 XC IO P/P 144A 00.0696 12/10/2049 | 0.00% | HKD/USD 08/19/2020 BANKAM | 0.00% | HKD/USD 08/19/2020 CITI | 0.00% | HKD/USD 08/19/2020 HSBCB | 0.00% | HKD/USD 08/19/2020 UBS | 0.00% | JPMCC 05-CB12 X1 IO P/P 144A 00.3200 09/12/2037 | 0.00% | JPMCC 2006-LDP8 X IO 00.2884 05/15/2045 | 0.00% | JPMCC 2007-LDPX X IO 00.0517 01/15/2049 | 0.00% | JPY/USD 08/19/2020 BANKAM | 0.00% | JPY/USD 08/19/2020 HSBCB | 0.00% | JPY/USD 08/19/2020 JPMCB | 0.00% | LBUBS 2005-C5 XCL IO P/P 144A 0.09 3 09/15/2040 | 0.00% | MEZZ 2006-C4 X IO P/P 144A 06.1110 07/15/2045 | 0.00% | MWO HOLDINGS LLC | 0.00% | NZD/USD 10/21/2020 CSI-FX | 0.00% | NZD/USD 10/21/2020 HSBCB | 0.00% | NZD/USD 10/21/2020 JPMCB | 0.00% | NZD/USD 10/21/2020 MSCIL | 0.00% | NZD/USD 10/21/2020 TDBK | 0.00% | NZD/USD 10/21/2020 WPAC | 0.00% | OASIS PETROLEUM INC CV 02.6250 09/15/2023 | 0.00% | PLN/USD 09/16/2020 BCAP-FX | 0.00% | SEK/USD 09/16/2020 SSBT | 0.00% | TERVITA CORP SEDOL BD1DCC4 | 0.00% | 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300.0 05/11/2063 BA | -0.00% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% | CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 GS | -0.00% | EUR/USD 09/16/2020 GSFX | -0.00% | EUR/USD CALL 1.24 20201028 BANKAM | -0.00% | JPY/USD 08/19/2020 GSFX | -0.00% | SEK/USD 09/16/2020 CITI | -0.00% | SGD/USD 08/19/2020 JPMCB | -0.00% | AUD/USD 10/21/2020 UBS | -0.00% | CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.00% | CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.00% | EUR/CHF CALL 1.12 20201209 CSI-FX | -0.00% | EUR/USD 09/16/2020 CSI-FX | -0.00% | GBP/USD 09/16/2020 CITI | -0.00% | IOS.FN30.400.10 P USL1M R 01/12/41 JP | -0.00% | IOS.FN30.500.10 P USL1M R 01/12/41 BC | -0.00% | JPY/USD 08/19/2020 SSBT | -0.00% | NOK/USD 09/16/2020 HSBCB | -0.00% | USD/JPY PUT 100.00 20201124 BANKAM | -0.00% | USD/JPY PUT 100.00 20201124 GSFX | -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 GS | -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 CS | -0.00% | EUR/USD CALL 1.26 20210127 BANKAM | -0.00% | IOS.FN30.400.11 P USL1M R 01/12/42 JP | -0.00% | CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.00% | EUR/USD 09/16/2020 TDBK | -0.00% | CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 CG | -0.01% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% | EUR/USD 09/16/2020 RBSF | -0.01% | SEK/USD 09/16/2020 BCAP-FX | -0.01% | CAD/USD 10/21/2020 SSBT | -0.01% | CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CG | -0.01% | NOK/USD 09/16/2020 UBS | -0.01% | NOK/USD 09/16/2020 JPMCB | -0.01% | EUR/USD CALL 1.20 20201118 BANKAM | -0.01% | EUR/USD CALL 1.20 20201118 GSFX | -0.01% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% | GBP/USD 09/16/2020 SSBT | -0.01% | IOS.FN30.400.10 P USL1M R 01/12/41 CS | -0.01% | CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 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INC. SEDOL 2778844 | 0.55% | COMCAST CORP-CLASS A SEDOL 2044545 | 0.52% | ACTIVISION BLIZZARD INC SEDOL 2575818 | 0.52% | SERVICENOW INC SEDOL B80NXX8 | 0.50% | HONEYWELL INTERNATIONAL INC SEDOL 2020459 | 0.49% | ABBOTT LABORATORIES SEDOL 2002305 | 0.47% | NORTHROP GRUMMAN CORP SEDOL 2648806 | 0.46% | METLIFE INC SEDOL 2573209 | 0.46% | VEEVA SYSTEMS INC-CLASS A SEDOL BFH3N85 | 0.45% | STARBUCKS CORP SEDOL 2842255 | 0.45% | FNMA FN30 MA3563 UMBS 04.0000 01/01/2049 | 0.44% | OTIS WORLDWIDE CORP SEDOL BK531S8 | 0.44% | HUMANA INC SEDOL 2445063 | 0.42% | BOOKING HOLDINGS INC SEDOL BDRXDB4 | 0.42% | ALLSTATE CORP SEDOL 2019952 | 0.39% | XILINX INC SEDOL 2985677 | 0.38% | ELI LILLY & CO SEDOL 2516152 | 0.36% | WASTE MANAGEMENT INC SEDOL 2937667 | 0.36% | CROWN CASTLE INTL CORP SEDOL BTGQCX1 | 0.36% | MORGAN STANLEY | 0.35% | OKTA INC SEDOL BDFZSP1 | 0.35% | AMERICAN ELECTRIC POWER SEDOL 2026242 | 0.34% | EDWARDS LIFESCIENCES CORP SEDOL 2567116 | 0.33% | CUMMINS INC SEDOL 2240202 | 0.33% | NVIDIA CORP SEDOL 2379504 | 0.32% | JPMORGAN CHASE & CO 03.9640 11/15/2048 | 0.32% | EXELON CORP SEDOL 2670519 | 0.30% | EQUINIX INC SEDOL BVLZX12 | 0.30% | CLOROX COMPANY SEDOL 2204026 | 0.30% | DANAHER CORP SEDOL 2250870 | 0.30% | MONDELEZ INTERNATIONAL INC-A SEDOL B8CKK03 | 0.29% | AT&T INC SEDOL 2831811 | 0.29% | BIOGEN INC SEDOL 2455965 | 0.29% | FORTINET INC SEDOL B5B2106 | 0.29% | FACEBOOK INC-CLASS A SEDOL B7TL820 | 0.27% | TARGET CORP SEDOL 2259101 | 0.27% | BRISTOL-MYERS SQUIBB CO SEDOL 2126335 | 0.27% | CADENCE DESIGN SYS INC SEDOL 2302232 | 0.27% | ABBVIE INC SEDOL B92SR70 | 0.26% | PHILLIPS 66 SEDOL B78C4Y8 | 0.25% | AFLAC INC SEDOL 2026361 | 0.25% | TAKE-TWO INTERACTIVE SOFTWRE SEDOL 2122117 | 0.25% | SYNOPSYS INC SEDOL 2867719 | 0.25% | AMERIPRISE FINANCIAL INC SEDOL B0J7D57 | 0.25% | TREASURY BILL 00.0000 08/13/2020 | 0.24% | VERTEX PHARMACEUTICALS INC SEDOL 2931034 | 0.24% | KLA CORP SEDOL 2480138 | 0.24% | BANK OF AMERICA CORP 06.1100 01/29/2037 | 0.24% | KINDER MORGAN INC 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0.19% | MORGAN STANLEY 03.6250 01/20/2027 | 0.18% | NOVARTIS AG-REG SEDOL 7103065 | 0.18% | UBS GROUP AG P/P 144A 03.4910 05/23/2023 | 0.18% | TREASURY BILL 00.0000 07/09/2020 | 0.17% | NESTLE SA-REG SEDOL 7123870 | 0.17% | PUBLIC SERVICE ENTERPRISE GP SEDOL 2707677 | 0.17% | LEIDOS HOLDINGS INC SEDOL BDV82B8 | 0.16% | AT&T INC 04.1000 02/15/2028 | 0.16% | FNMA FN30 BC2733 UMBS 03.0000 05/01/2046 | 0.16% | ABBVIE INC P/P 144A 03.2000 11/21/2029 | 0.15% | BOOZ ALLEN HAMILTON HOLDINGS SEDOL B5367T7 | 0.15% | AMETEK INC SEDOL 2089212 | 0.15% | THERMO FISHER SCIENTIFIC INC SEDOL 2886907 | 0.15% | DISCOVER FINANCIAL SERVICES SEDOL B1YLC43 | 0.14% | GOLDMAN SACHS GROUP INC 02.6000 12/27/2020 | 0.14% | AVERY DENNISON CORP SEDOL 2066408 | 0.14% | NOVO NORDISK A/S-B SEDOL BHC8X90 | 0.14% | VERIZON COMM 04.3290 09/21/2028 | 0.14% | ENTERGY CORP SEDOL 2317087 | 0.13% | SYSCO CORP SEDOL 2868165 | 0.13% | VERISK ANALYTICS INC SEDOL B4P9W92 | 0.13% | FIVE CORNERS FUNDING P/P 144A 04.4190 11/15/2023 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03.6250 05/19/2021 | 0.11% | FNMA FN30 AS7154 UMBS 03.0000 05/01/2046 | 0.11% | HILL-ROM HOLDINGS INC SEDOL 2425924 | 0.11% | CVS HEALTH CORP 04.7800 03/25/2038 | 0.10% | DEUTSCHE POST AG-REG SEDOL 4617859 | 0.10% | CF INDUSTRIES HOLDINGS INC SEDOL B0G4K50 | 0.10% | AVALONBAY COMMUNITIES INC SEDOL 2131179 | 0.10% | TREASURY BILL 00.0000 09/03/2020 | 0.10% | WESFARMERS LTD SEDOL 6948836 | 0.10% | DUKE REALTY CORP SEDOL 2284084 | 0.10% | TOTAL CAPITAL INTL SA USD 02.7500 06/19/2021 | 0.10% | CBRE GROUP INC - A SEDOL B6WVMH3 | 0.10% | EXXON MOBIL CORPORATION 02.2220 03/01/2021 | 0.10% | RIO TINTO PLC SEDOL 0718875 | 0.10% | DEUTSCHE TELEKOM INT FIN USD 08.7500 06/15/2030 | 0.10% | PINNACLE WEST CAPITAL SEDOL 2048804 | 0.10% | L OREAL SEDOL 4057808 | 0.10% | SALESFORCE.COM INC 03.7000 04/11/2028 | 0.10% | COMCAST CORP 03.9690 11/01/2047 | 0.10% | KDDI CORP SEDOL 6248990 | 0.10% | MGM RESORTS INTERNATIONAL SEDOL 2547419 | 0.10% | AMDOCS LTD SEDOL 2256908 | 0.09% | KINDER MORGAN INC 03.1500 01/15/2023 | 0.09% | SANDVIK AB SEDOL B1VQ252 | 0.09% | SWISS RE TREAS P/P 144A 04.2500 12/06/2042 | 0.09% | MBX.FN30.500.10 R USL1M P 01/12/41 BC | 0.09% | ALLY FINANCIAL INC SEDOL B72XK05 | 0.09% | AMERICAN TOWER CORPORATION 02.7500 01/15/2027 | 0.09% | HERMES INTERNATIONAL SEDOL 5253973 | 0.09% | BERRY GLOBAL GROUP INC SEDOL B8BR3H3 | 0.09% | DUPONT DE NEMOURS INC SEDOL BK0VN47 | 0.09% | APPLE INC 04.3750 05/13/2045 | 0.09% | GILEAD SCIENCES INC SEDOL 2369174 | 0.09% | ROGERS COMMUNICATIONS IN USD 04.5000 03/15/2043 | 0.09% | SUMITOMO MITSUI FINANCIAL GR SEDOL 6563024 | 0.09% | AMAZON.COM INC 03.1500 08/22/2027 | 0.09% | EQUITY RESIDENTIAL TR REIT | 0.09% | LINCOLN NATIONAL CORP SEDOL 2516378 | 0.09% | TELEDYNE TECHNOLOGIES INC SEDOL 2503477 | 0.09% | FERGUSON PLC SEDOL BJVNSS4 | 0.09% | GOLDMAN SACHS GROUP INC 04.2230 05/01/2029 | 0.09% | NOVARTIS CAPITAL CORP 04.0000 11/20/2045 | 0.09% | INDUSTRIA DE DISENO TEXTIL SEDOL BP9DL90 | 0.09% | ITOCHU CORP SEDOL 6467803 | 0.08% | APTARGROUP INC SEDOL 2045247 | 0.08% | VEREIT INC SEDOL BYVVTJ1 | 0.08% | BERKSHIRE HATHAWAY FIN 04.2500 01/15/2021 | 0.08% | BROADCOM CRP / CAYM 03.5000 01/15/2028 | 0.08% | DENTSPLY SIRONA INC SEDOL BYNPPC6 | 0.08% | HEICO CORP SEDOL 2419217 | 0.08% | ESSITY AKTIEBOLAG-B SEDOL BF1K7P7 | 0.08% | UNITEDHEALTH GROUP INC 02.7500 02/15/2023 | 0.08% | COMM 2013-CR13 AM 04.4490 11/10/2046 | 0.08% | CWALT 2006-OA10 4A1 00.3745 08/25/2046 | 0.08% | ENTERPRISE PRODUCTS OPER 04.2500 02/15/2048 | 0.08% | ALLISON TRANSMISSION HOLDING SEDOL B4PZ892 | 0.08% | AT&T INC 04.7500 05/15/2046 | 0.08% | IHS MARKIT LTD P/P 144A 04.7500 02/15/2025 | 0.08% | TCI COMMUNICATIONS INC 07.1250 02/15/2028 | 0.08% | ONCOR ELECTRIC DELIV 03.7500 04/01/2045 | 0.08% | PARTNERS GROUP HOLDING AG SEDOL B119QG0 | 0.08% | WALMART INC SEDOL 2936921 | 0.08% | KONINKLIJKE AHOLD DELHAIZE N SEDOL BD0Q398 | 0.08% | BRISTOL-MYERS P/P 144A 02.9000 07/26/2024 | 0.08% | CARLSBERG AS-B SEDOL 4169219 | 0.07% | COSTAR GROUP INC SEDOL 2262864 | 0.07% | AXALTA COATING SYSTEMS LTD SEDOL BSFWCF5 | 0.07% | CROWN HOLDINGS INC | 0.07% | CSX CORP 04.1000 03/15/2044 | 0.07% | DUKE ENERGY CORP 04.2000 06/15/2049 | 0.07% | GNMA GII30 4246 06.5000 09/20/2038 | 0.07% | PETROBRAS GLOBAL FINANCE USD 06.2500 03/17/2024 | 0.07% | VIRTU FINANCIAL INC-CLASS A SEDOL BWTVWD4 | 0.07% | WOLTERS KLUWER SEDOL 5671519 | 0.07% | COMMONWEALTH BK AUST P/P 144A 03.1500 09/19/2027 | 0.07% | ORACLE CORP 02.5000 10/15/2022 | 0.07% | ENEL SPA SEDOL 7144569 | 0.07% | INTERPUBLIC GROUP COS 04.6500 10/01/2028 | 0.07% | MICROSOFT CORP 01.5500 08/08/2021 | 0.07% | SHIONOGI & CO LTD SEDOL 6804682 | 0.07% | BNP PARIBAS SEDOL 7309681 | 0.07% | DAIKIN INDUSTRIES LTD SEDOL 6250724 | 0.07% | DIAMOND 1 FIN/DIAM P/P 144A 06.0200 06/15/2026 | 0.07% | KINDER MORGAN ENER PART 03.5000 03/01/2021 | 0.07% | VERIZON COMMUNICATIONS 04.4000 11/01/2034 | 0.07% | WELLS FARGO & COMPANY 02.6000 07/22/2020 | 0.07% | ECOLAB INC 03.2500 12/01/2027 | 0.07% | SUN COMMUNITIES INC SEDOL 2860257 | 0.07% | TREASURY BILL 00.0000 08/20/2020 | 0.07% | AMAZON.COM INC 03.3000 12/05/2021 | 0.07% | AXIS CAPITAL HOLDINGS LTD SEDOL 2677606 | 0.07% | JOHNSON CONTROLS INTL PL 04.9500 07/02/2064 | 0.07% | NSTAR ELECTRIC CO 02.3750 10/15/2022 | 0.07% | UNION PACIFIC CORP SEDOL 2914734 | 0.07% | BP CAP MARKETS AMERICA 03.1190 05/04/2026 | 0.07% | ENERGY TRANSFER OPERATNG 06.6250 02/15/2028 | 0.07% | SHELL INTERNATIONAL FIN USD 02.8750 05/10/2026 | 0.07% | CISCO SYSTEMS INC 02.2000 02/28/2021 | 0.06% | DEUTSCHE BOERSE AG SEDOL 7021963 | 0.06% | GENERAL MOTORS FINL CO 04.0000 10/06/2026 | 0.06% | HITACHI LTD SEDOL 6429104 | 0.06% | MONSTER BEVERAGE CORP SEDOL BZ07BW4 | 0.06% | ANGLO AMER PLC SEDOL B1XZS82 | 0.06% | AVIVA PLC SEDOL 0216238 | 0.06% | BALL CORP SEDOL 2073022 | 0.06% | JPMORGAN CHASE & CO 04.6000 02/01/2025 | 0.06% | PPG INDUSTRIES INC SEDOL 2698470 | 0.06% | SKANDINAVISKA ENSKILDA BAN-A SEDOL 4813345 | 0.06% | BANCO BILBAO VIZCAYA ARGENTA SEDOL 5501906 | 0.06% | BOSTON PROPERTIES INC SEDOL 2019479 | 0.06% | CWALT 2006-OA7 1A2 02.4438 06/25/2046 | 0.06% | FIDELITY NATIONAL FINANCIAL SEDOL BNBRDD4 | 0.06% | PEUGEOT SA SEDOL 7103526 | 0.06% | CATERPILLAR INC SEDOL 2180201 | 0.06% | FNMA FN40 BF0171 UMBS 04.0000 01/01/2057 | 0.06% | OMNICOM GP/OMNICOM CAP 03.6000 04/15/2026 | 0.06% | CACI INTERNATIONAL INC -CL A SEDOL 2159267 | 0.06% | CAMDEN PROPERTY TRUST 04.8750 06/15/2023 | 0.06% | CAMDEN PROPERTY TRUST SEDOL 2166320 | 0.06% | CK ASSET HOLDINGS LTD SEDOL BYZQ077 | 0.06% | SIRIUS XM RADIO INC P/P 144A 05.0000 08/01/2027 | 0.06% | VORNADO REALTY TRUST SEDOL 2933632 | 0.06% | WH GROUP LTD SEDOL BLLHKZ1 | 0.06% | WOOLWORTHS GROUP LTD SEDOL 6981239 | 0.06% | DOLLAR GENERAL CORP 03.2500 04/15/2023 | 0.06% | ERAC USA FINANCE LLC P/P 144A 05.6250 03/15/2042 | 0.06% | TRANE TECHNOLOGIES PLC SEDOL BK9ZQ96 | 0.06% | GNMA GII30 4581 06.5000 11/20/2039 | 0.06% | RELIANCE STEEL & ALUMINUM SEDOL 2729068 | 0.06% | ALNYLAM PHARMACEUTICALS INC SEDOL B00FWN1 | 0.06% | HONEYWELL INTL 03.8120 11/21/2047 | 0.06% | NORTHROP GRUMMAN CORP 03.2500 01/15/2028 | 0.06% | WALT DISNEY COMPANY 07.7500 12/01/2045 | 0.06% | CSC HOLDINGS LLC 05.2500 06/01/2024 | 0.06% | DISCOVERY INC - A SEDOL B3D7K31 | 0.06% | TREASURY BILL 00.0000 08/06/2020 | 0.06% | COVESTRO AG SEDOL BYTBWY9 | 0.06% | TORONTO-DOMINION BANK USD 03.6250 09/15/2031 | 0.06% | AMERICAN ELECTRIC POWER 04.3000 12/01/2028 | 0.06% | CRH PLC SEDOL 4182249 | 0.06% | ERAC USA FINANCE LLC P/P 144A 07.0000 10/15/2037 | 0.06% | FISERV INC 04.2000 10/01/2028 | 0.06% | KERING SEDOL 5505072 | 0.06% | DBS GROUP HOLDINGS LTD SEDOL 6175203 | 0.05% | NIPPON TELEGRAPH & TELEPHONE SEDOL 6641373 | 0.05% | PPL CAPITAL FUNDING INC 04.2000 06/15/2022 | 0.05% | T-MOBILE USA INC P/P 144A 03.7500 04/15/2027 | 0.05% | VOLKSWAGEN AG PFD SEDOL 5497168 | 0.05% | ALKERMES PLC SEDOL B3P6D26 | 0.05% | AMER TRANS SYST P/P 144A 05.0000 09/01/2044 | 0.05% | BHP GROUP PLC SEDOL BH0P3Z9 | 0.05% | DUKE ENERGY CORP 03.1500 08/15/2027 | 0.05% | EQUITY LIFESTYLE PROPERTIES SEDOL 2563125 | 0.05% | BRITISH AMERICAN TOBACCO PLC SEDOL 0287580 | 0.05% | CREDIT AGRICOLE SA SEDOL 7262610 | 0.05% | GLAXOSMITHKLINE PLC SEDOL 0925288 | 0.05% | GLOBAL PAYMENTS INC 04.0000 06/01/2023 | 0.05% | MERCK & CO INC 03.7000 02/10/2045 | 0.05% | SLM CORP | 0.05% | TREASURY BILL 00.0000 07/23/2020 | 0.05% | CITIGROUP INC 02.6500 10/26/2020 | 0.05% | DIASORIN SPA SEDOL B234WN9 | 0.05% | E.ON SE SEDOL 4942904 | 0.05% | NEWMARKET CORP SEDOL B01CGF1 | 0.05% | ORIX CORP SEDOL 6661144 | 0.05% | ROKU INC SEDOL BZ1LFG7 | 0.05% | SHIN-ETSU CHEMICAL CO LTD SEDOL 6804585 | 0.05% | AGL ENERGY LTD SEDOL BSS7GP5 | 0.05% | HOYA CORP SEDOL 6441506 | 0.05% | LEGRAND SA SEDOL B11ZRK9 | 0.05% | WILLIS TOWERS WATSON PLC USD 05.7500 03/15/2021 | 0.05% | CAMPBELL SOUP CO SEDOL 2162845 | 0.05% | CITIGROUP INC 03.8870 01/10/2028 | 0.05% | WR BERKLEY CORP SEDOL 2093644 | 0.05% | ZOETIS INC SEDOL B95WG16 | 0.05% | CIGNA CORP 03.7500 07/15/2023 | 0.05% | CSMC 2016-NXSR C 04.5037 12/15/2049 | 0.05% | GOODMAN GROUP SEDOL B03FYZ4 | 0.05% | MWST 2019-1 A 00.9845 06/25/2052 | 0.05% | TEMPUR SEALY INTERNATIONAL I SEDOL 2216991 | 0.05% | APARTMENT INVT & MGMT CO -A SEDOL BJLNBG3 | 0.05% | CELANESE CORP SEDOL B05MZT4 | 0.05% | COMM 2012-LC4 C 05.7207 12/10/2044 | 0.05% | CON EDISON CO OF NY INC 04.2000 03/15/2042 | 0.05% | DROPBOX INC-CLASS A SEDOL BG0T321 | 0.05% | EQUINOR ASA USD 05.1000 08/17/2040 | 0.05% | GAMING AND LEISURE PROPERTIE SEDOL BFPK4S5 | 0.05% | GNMA GII30 4269 06.5000 10/20/2038 | 0.05% | LPL FINANCIAL HOLDINGS INC SEDOL B75JX34 | 0.05% | NIHON M&A CENTER INC SEDOL B1DN466 | 0.05% | TPAT 2018-SL1 A P/P 144A 00.7683 01/25/2046 | 0.05% | ASML HOLDING NV SEDOL B929F46 | 0.04% | ATLAS COPCO AB-A SHS SEDOL BD97BN2 | 0.04% | EOG RESOURCES INC 02.6250 03/15/2023 | 0.04% | EQUITY COMMONWEALTH SEDOL BPH3N63 | 0.04% | ITOCHU TECHNO-SOLUTIONS CORP SEDOL 6200194 | 0.04% | OTSUKA CORP SEDOL 6267058 | 0.04% | ROYAL BANK OF CANADA USD 04.6500 01/27/2026 | 0.04% | MORGAN STANLEY 04.3750 01/22/2047 | 0.04% | RAYTHEON TECH CORP P/P 144A 02.5000 12/15/2022 | 0.04% | SMC CORP SEDOL 6763965 | 0.04% | AIR LEASE CORP 02.5000 03/01/2021 | 0.04% | BRAMBLES LTD SEDOL B1FJ0C0 | 0.04% | CAS 2015-C04 2M2 05.7345 04/25/2028 | 0.04% | NCHET 2003-4 M1 01.3095 10/25/2033 | 0.04% | NEXON CO LTD SEDOL B63QM77 | 0.04% | PACKAGING CORP OF AMERIC 04.5000 11/01/2023 | 0.04% | SPST 2019-7 A 00.8848 09/24/2020 | 0.04% | AMERICAN INTL GROUP 08.1750 05/15/2058 | 0.04% | ASTRAZENECA PLC SEDOL 0989529 | 0.04% | BANK OF AMERICA CORP 06.1000 12/29/2049 | 0.04% | HYATT HOTELS CORP 04.8500 03/15/2026 | 0.04% | NIELSEN HOLDINGS PLC SEDOL BWFY550 | 0.04% | TOKYO ELECTRON LTD SEDOL 6895675 | 0.04% | FORTESCUE METALS GROUP LTD SEDOL B2B2B49 | 0.04% | ORACLE CORP 05.3750 07/15/2040 | 0.04% | PETROLEOS MEXICANOS P/P 144A 06.8400 01/23/2030 | 0.04% | SILGAN HOLDINGS INC SEDOL 2809324 | 0.04% | NOMURA RESEARCH INSTITUTE LT SEDOL 6390921 | 0.04% | PORSCHE AUTOMOBIL HLDG-PRF SEDOL 7101069 | 0.04% | REGIONS FINANCIAL CORP 02.7500 08/14/2022 | 0.04% | ADECCO GROUP AG-REG SEDOL 7110720 | 0.04% | COMPASS GROUP PLC SEDOL BD6K457 | 0.04% | CSC HOLDINGS LLC 06.7500 11/15/2021 | 0.04% | LOGITECH INTERNATIONAL-REG SEDOL B18ZRK2 | 0.04% | PFIZER INC 03.0000 12/15/2026 | 0.04% | SPST 2019-11 A 00.9348 10/24/2020 | 0.04% | SUMITOMO MITSUI TRUST HOLDIN SEDOL 6431897 | 0.04% | 3I GROUP PLC SEDOL B1YW440 | 0.04% | APPLE INC 03.4500 05/06/2024 | 0.04% | AT&T INC 02.9500 07/15/2026 | 0.04% | LVMH MOET HENNESSY LOUIS VUI SEDOL 4061412 | 0.04% | TOTAL SA SEDOL B15C557 | 0.04% | AURIZON HOLDINGS LTD SEDOL B87CVM3 | 0.04% | BANK LEUMI LE-ISRAEL SEDOL 6076425 | 0.04% | CDX CDX.NA.IG.34 100.0 06/20/2025 | 0.04% | COSTCO WHOLESALE CORP SEDOL 2701271 | 0.04% | CVS HEALTH CORP 03.7000 03/09/2023 | 0.04% | CVS PASS-THROUGH P/P 144A 04.7040 01/10/2036 | 0.04% | FAIRFAX FINL HLDGS USD 04.8500 04/17/2028 | 0.04% | FEDERAL REALTY INVS TRUST SEDOL 2333931 | 0.04% | HUNTINGTON BANCSHARES 04.3500 02/04/2023 | 0.04% | MGIC INVESTMENT CORP SEDOL 2548616 | 0.04% | PETROBRAS GLOBAL FINANCE USD 07.3750 01/17/2027 | 0.04% | SPRINT CORP 07.8750 09/15/2023 | 0.04% | CCO HOLDINGS LLC P/P 144A 05.3750 06/01/2029 | 0.04% | CITIGROUP INC 04.4500 09/29/2027 | 0.04% | ECOLAB INC 04.3500 12/08/2021 | 0.04% | EIFFAGE SEDOL B13X013 | 0.04% | GLENCORE FUNDING LLC P/P 144A 04.0000 04/16/2025 | 0.04% | LEGAL & GENERAL GROUP PLC SEDOL 0560399 | 0.04% | REINSURANCE GROUP OF AMERICA SEDOL 2731193 | 0.04% | SNAM SPA SEDOL 7251470 | 0.04% | WESTROCK MWV LLC 08.2000 01/15/2030 | 0.04% | BAUSCH HLTH COS INC P/P 144A 06.1250 04/15/2025 | 0.04% | BMW US CAPITAL LLC P/P 144A 02.0000 04/11/2021 | 0.04% | CAS 2016-C01 1M2 06.9345 08/25/2028 | 0.04% | CAS 2016-C02 1M2 06.1845 09/25/2028 | 0.04% | MADISON SQUARE GARDEN ENTERT SEDOL BM8MM05 | 0.04% | ORACLE CORP 04.0000 11/15/2047 | 0.04% | ZOETIS INC 03.9000 08/20/2028 | 0.04% | ANHEUSER-BUSCH CO/IN 03.6500 02/01/2026 | 0.03% | BMW US CAPITAL LLC P/P 144A 03.9500 08/14/2028 | 0.03% | CARDINAL HEALTH INC SEDOL 2175672 | 0.03% | COMMONWEALTH EDISON CO 05.9000 03/15/2036 | 0.03% | CORELOGIC INC SEDOL B5541Y2 | 0.03% | ENI SPA SEDOL 7145056 | 0.03% | EQUITABLE HOLDINGS INC SEDOL BKRMR96 | 0.03% | JPMBB 2013-C15 C 05.3700 11/15/2045 | 0.03% | KBC GROUP NV SEDOL 4497749 | 0.03% | MACQUARIE BANK LTD P/P 144A 02.8500 07/29/2020 | 0.03% | MICROCHIP TECH INC 04.3330 06/01/2023 | 0.03% | NTT DOCOMO INC SEDOL 6129277 | 0.03% | SEI INVESTMENTS COMPANY SEDOL 2793610 | 0.03% | SHERWIN-WILLIAMS CO 03.4500 06/01/2027 | 0.03% | SOUTHERN CO/THE SEDOL 2829601 | 0.03% | VERIZON COMMUNICATIONS 05.2500 03/16/2037 | 0.03% | WILMAR INTERNATIONAL LTD SEDOL B17KC69 | 0.03% | ASHLAND GLOBAL HOLDINGS INC SEDOL BYND5N1 | 0.03% | BP CAPITAL MARKETS PLC USD 03.2790 09/19/2027 | 0.03% | CISCO SYSTEMS INC 02.5000 09/20/2026 | 0.03% | CROWN CASTLE INTL CORP 03.6500 09/01/2027 | 0.03% | CROWN CASTLE INTL CORP 03.7000 06/15/2026 | 0.03% | FIAT CHRYSLER AUTOMOBILES NV SEDOL BRJFWP3 | 0.03% | IDACORP INC SEDOL 2296937 | 0.03% | LAMB WESTON HOLDINGS P/P 144A 04.8750 11/01/2026 | 0.03% | POPULAR INC SEDOL B86QM90 | 0.03% | PRUDENTIAL FINANCIAL INC 05.2000 03/15/2044 | 0.03% | SPECTRA ENERGY PARTNERS 03.3750 10/15/2026 | 0.03% | SPST 2020-2 A 01.0095 03/26/2021 | 0.03% | SUN HUNG KAI PROPERTIES SEDOL 6859927 | 0.03% | ALLY FINANCIAL INC 08.0000 11/01/2031 | 0.03% | ALPHABET INC 01.9980 08/15/2026 | 0.03% | BERKSHIRE HATHAWAY FIN 04.3000 05/15/2043 | 0.03% | BHP GROUP LTD SEDOL 6144690 | 0.03% | CHS/COMMUNITY HEALTH SYS 06.2500 03/31/2023 | 0.03% | EXTENDED STAY AMERICA INC SEDOL BGH3F75 | 0.03% | FIDELITY NATL INFO SERV 03.7500 05/21/2029 | 0.03% | LASERTEC CORP SEDOL 6506267 | 0.03% | NRG ENERGY INC P/P 144A 04.4500 06/15/2029 | 0.03% | SARTORIUS STEDIM BIOTECH SEDOL BYZ2QP5 | 0.03% | VOLVO AB-B SHS SEDOL B1QH830 | 0.03% | AENA SME SA SEDOL BVRZ8L1 | 0.03% | AES CORP/THE 05.5000 04/15/2025 | 0.03% | BRIXMOR PROPERTY GROUP INC SEDOL BFTDJL8 | 0.03% | CONCHO RESOURCES INC 03.7500 10/01/2027 | 0.03% | DNB NOR ASA SEDOL 4263304 | 0.03% | FAURECIA SEDOL 4400446 | 0.03% | KKR GROUP FIN CO III P/P 144A 05.1250 06/01/2044 | 0.03% | A2 MILK CO LTD SEDOL 6287250 | 0.03% | ASSOCIATED BRITISH FOODS PLC SEDOL 0673123 | 0.03% | BOC HONG KONG HOLDINGS LTD SEDOL 6536112 | 0.03% | CHEMED CORP SEDOL 2190084 | 0.03% | COCA-COLA HBC AG-DI SEDOL B9895B7 | 0.03% | DAIWA HOUSE INDUSTRY CO LTD SEDOL 6251363 | 0.03% | DISH DBS CORP 05.8750 11/15/2024 | 0.03% | FUJITSU LTD SEDOL 6356945 | 0.03% | GOLDMAN SACHS GROUP INC 06.7500 10/01/2037 | 0.03% | ISRAEL DISCOUNT BANK -A SEDOL 6451271 | 0.03% | PUBLIC SERVICE ELECTRIC 05.5000 03/01/2040 | 0.03% | STANDARD IND INC P/P 144A 05.0000 02/15/2027 | 0.03% | TELSTRA CORP LTD SEDOL 6087289 | 0.03% | TOSHIBA CORP SEDOL 6897217 | 0.03% | AMERICAN FINANCIAL GROUP INC SEDOL 2134532 | 0.03% | APPLE INC 03.8500 05/04/2043 | 0.03% | CAS 2016-C04 1M2 04.4345 01/25/2029 | 0.03% | ENBRIDGE INC USD 04.2500 12/01/2026 | 0.03% | GALAPAGOS NV SEDOL B07Q2V5 | 0.03% | HENDERSON LAND DEVELOPMENT SEDOL 6420538 | 0.03% | MOODY S CORP | 0.03% | SAIL 2004-10 A10 01.0845 11/25/2034 | 0.03% | SERVICE CORP INTL 05.3750 05/15/2024 | 0.03% | TENET HEALTHCARE P/P 144A 04.8750 01/01/2026 | 0.03% | WASTE CONNECTIONS INC 03.5000 05/01/2029 | 0.03% | WEINGARTEN REALTY INVESTORS SEDOL 2946618 | 0.03% | WEST JAPAN RAILWAY CO SEDOL 6957995 | 0.03% | WFRBS 2013-C12 AS 03.5600 03/15/2048 | 0.03% | CF INDUSTRIES INC P/P 144A 04.5000 12/01/2026 | 0.03% | CHUGAI PHARMACEUTICAL CO LTD SEDOL 6196408 | 0.03% | FIRSTENERGY TRANSMIS P/P 144A 05.4500 07/15/2044 | 0.03% | INTERNATIONAL PAPER CO 03.0000 02/15/2027 | 0.03% | KEURIG DR PEPPER INC 04.5970 05/25/2028 | 0.03% | NEUROCRINE BIOSCIENCES INC SEDOL 2623911 | 0.03% | OUTFRONT MEDIA INC SEDOL BSP6611 | 0.03% | S&P GLOBAL INC 02.5000 12/01/2029 | 0.03% | SAGE THERAPEUTICS INC SEDOL BP4GNK9 | 0.03% | SHERWIN-WILLIAMS CO/THE SEDOL 2804211 | 0.03% | SINGAPORE EXCHANGE LTD SEDOL 6303866 | 0.03% | UNILEVER PLC SEDOL B10RZP7 | 0.03% | WEYERHAEUSER CO 07.3750 03/15/2032 | 0.03% | ASTELLAS PHARMA INC SEDOL 6985383 | 0.03% | CK HUTCHISON HOLDINGS LTD SEDOL BW9P816 | 0.03% | GENERAL DYNAMICS CORP 02.2500 11/15/2022 | 0.03% | HIKMA PHARMACEUTICALS PLC SEDOL B0LCW08 | 0.03% | MARATHON PETRO CORP 06.5000 03/01/2041 | 0.03% | NEUBERGER BERMAN GRP P/P 144A 04.8750 04/15/2045 | 0.03% | UPJOHN INC P/P 144A 02.3000 06/22/2027 | 0.03% | AIG GLOBAL FUNDING P/P 144A 02.1500 07/02/2020 | 0.03% | AMERICAN CAMPUS COMMUNITIES SEDOL B02H871 | 0.03% | BANK OF MONTREAL USD 03.1000 04/13/2021 | 0.03% | ENERGY TRANSFER OPERATNG 03.7500 05/15/2030 | 0.03% | EQUINOR ASA USD 02.9000 11/08/2020 | 0.03% | FAIRFAX US INC P/P 144A 04.8750 08/13/2024 | 0.03% | FHR 3065 DC 19.3058 03/15/2035 | 0.03% | OBAYASHI CORP SEDOL 6656407 | 0.03% | PETROLEOS MEXICANOS P/P 144A 07.6900 01/23/2050 | 0.03% | SPRINT CAPITAL CORPORATION 06.8750 11/15/2028 | 0.03% | SUZUKEN CO LTD SEDOL 6865560 | 0.03% | TRANSDIGM INC. P/P 144A 06.2500 03/15/2026 | 0.03% | TWDC ENTERPRISES 18 CORP 02.7500 08/16/2021 | 0.03% | WAMU 2005-AR9 A1C3 01.1445 07/25/2045 | 0.03% | ZURICH INSURANCE GROUP AG SEDOL 5983816 | 0.03% | AIR LEASE CORP 04.6250 10/01/2028 | 0.02% | ARKEMA SEDOL B0Z5YZ2 | 0.02% | CHENIERE CORP CHRIST 05.1250 06/30/2027 | 0.02% | CLP HOLDINGS LTD SEDOL 6097017 | 0.02% | COLES GROUP LTD SEDOL BYWR0T5 | 0.02% | CONSOLIDATED EDISON INC SEDOL 2216850 | 0.02% | ELISA OYJ SEDOL 5701513 | 0.02% | EXPEDITORS INTL WASH INC SEDOL 2325507 | 0.02% | KONINKLIJKE DSM NV SEDOL B0HZL93 | 0.02% | MAGELLAN FINANCIAL GROUP LTD SEDOL B015YX4 | 0.02% | MBX.FN30.500.09 R USL1M P 01/12/40 BC | 0.02% | WFRBS 2013-C15 D P/P 144A 04.6428 08/15/2046 | 0.02% | CORPORATE OFFICE PROPERTIES SEDOL 2756152 | 0.02% | COX COMM INC P/P 144A 03.5000 08/15/2027 | 0.02% | CROWN CASTLE INTL CORP 03.8000 02/15/2028 | 0.02% | CURTISS-WRIGHT CORP SEDOL 2241205 | 0.02% | DAITO TRUST CONSTRUCT CO LTD SEDOL 6250508 | 0.02% | INTL FLAVOR & FRAGRANCES 04.4500 09/26/2028 | 0.02% | JONES LANG LASALLE INC SEDOL 2040640 | 0.02% | KEURIG DR PEPPER INC 04.4170 05/25/2025 | 0.02% | KOITO MANUFACTURING CO LTD SEDOL 6496324 | 0.02% | L3HARRIS TECH INC 03.8500 12/15/2026 | 0.02% | NITTO DENKO CORP SEDOL 6641801 | 0.02% | NOMURA REAL ESTATE HOLDINGS SEDOL B1CWJM5 | 0.02% | NUTRIEN LTD USD 04.1250 03/15/2035 | 0.02% | PPSI 2004-WCW2 M3 01.2345 10/25/2034 | 0.02% | REPUBLIC OF PERU USD 02.3920 01/23/2026 | 0.02% | TARGA RESOURCES PART 05.0000 01/15/2028 | 0.02% | TAYLOR WIMPEY PLC SEDOL 0878230 | 0.02% | VERTIV TLB L+300 04.6550 03/02/2027 | 0.02% | ABBVIE INC P/P 144A 03.4500 03/15/2022 | 0.02% | ALIMENTATION COUCHE-TARD 3.550000 07/26/2027 | 0.02% | APPLE INC 02.8500 05/11/2024 | 0.02% | BROTHER INDUSTRIES LTD SEDOL 6146500 | 0.02% | CENTENE CORP 04.6250 12/15/2029 | 0.02% | COMM 2014-UBS6 XA IO 01.0384 12/10/2047 | 0.02% | COPA HOLDINGS SA-CLASS A SEDOL B0TNJH9 | 0.02% | HCA INC. 05.3750 09/01/2026 | 0.02% | HILTON WORLDWIDE FIN LLC 04.8750 04/01/2027 | 0.02% | ING GROEP NV-CVA SEDOL 7154182 | 0.02% | KINDER MORGAN ENER PART 03.4500 02/15/2023 | 0.02% | NRG P/P 144A 03.7500 06/15/2024 | 0.02% | PULTEGROUP INC 05.5000 03/01/2026 | 0.02% | STARWOOD PROPERTY TRUST INC SEDOL B3PQ520 | 0.02% | SUNDRUG CO LTD SEDOL 6817895 | 0.02% | T-MOBILE USA INC 04.7500 02/01/2028 | 0.02% | T-MOBILE USA INC P/P 144A 03.8750 04/15/2030 | 0.02% | UNITED MEXICAN STATES USD 05.5500 01/21/2045 | 0.02% | VIACOMCBS INC 04.2000 06/01/2029 | 0.02% | WAMU 2005-AR12 1A8 03.8615 10/25/2035 | 0.02% | BOISE CASCADE CO P/P 144A 05.6250 09/01/2024 | 0.02% | BRDCOM CRP / FIN 03.8750 01/15/2027 | 0.02% | CHARTER COMM OPT LLC 05.3750 05/01/2047 | 0.02% | COMCAST CORP 06.5000 11/15/2035 | 0.02% | ENERGY TRANSFER OPERATNG 05.2000 02/01/2022 | 0.02% | GJENSIDIGE FORSIKRING ASA SEDOL B4PH0C5 | 0.02% | HOSHIZAKI CORP SEDOL B3FF8W8 | 0.02% | LAFARGEHOLCIM LTD-REG SEDOL 7110753 | 0.02% | M3 INC SEDOL B02K2M3 | 0.02% | MARSH & MCLENNAN COS INC 04.3750 03/15/2029 | 0.02% | MICROSOFT CORP 02.5250 06/01/2050 | 0.02% | NAVISTAR INTL TLB L+350 03.7000 11/06/2024 | 0.02% | PANDORA A/S SEDOL B44XTX8 | 0.02% | RAYTHEON TECH CORP P/P 144A 04.8750 10/15/2040 | 0.02% | STANDARD IND INC P/P 144A 05.3750 11/15/2024 | 0.02% | TEMPO ACQ LLC/FI P/P 144A 06.7500 06/01/2025 | 0.02% | VIDEOTRON LTD / LTEE P/P 144A 05.1250 04/15/2027 | 0.02% | VISTRA CORP P/P 144A 04.3000 07/15/2029 | 0.02% | VISTRA OPERATION P/P 144A 03.5500 07/15/2024 | 0.02% | WATCO COS LLC/FI P/P 144A 06.5000 06/15/2027 | 0.02% | 0.85 R ISWP FWD US0003M P 06/17/2030 | 0.02% | BERKELEY GROUP HOLDINGS/THE SEDOL B02L3W3 | 0.02% | CAPGEMINI SE SEDOL 4163437 | 0.02% | FNR 2006-8 HP 23.8902 03/25/2036 | 0.02% | GCP APPLIED TECH P/P 144A 05.5000 04/15/2026 | 0.02% | KOSE CORP SEDOL 6194468 | 0.02% | L3HARRIS TECH INC 04.4000 06/15/2028 | 0.02% | LBMLT 2004-1 A2 00.9845 02/25/2034 | 0.02% | MICHELIN (CGDE) SEDOL 4588364 | 0.02% | NEWFIELD EXPLORATION CO 05.7500 01/30/2022 | 0.02% | NOVELIS CORP P/P 144A 05.8750 09/30/2026 | 0.02% | NUTRIEN LTD USD 05.2500 01/15/2045 | 0.02% | ODAKYU ELECTRIC RAILWAY CO SEDOL 6656106 | 0.02% | PULTEGROUP INC. 07.8750 06/15/2032 | 0.02% | SPST 2020-6 A 00.9983 09/07/2021 | 0.02% | SPST 2020-WL1 A 00.8183 06/25/2051 | 0.02% | WFRBS 2011-C2 D P/P 144A 05.8498 02/15/2044 | 0.02% | COMM 2014-CR17 C 04.9452 05/10/2047 | 0.02% | COMPAGNIE DE SAINT-GOBAIN SEDOL 7380482 | 0.02% | FERRARI NV SEDOL BD6G507 | 0.02% | GENERAL MOTORS FINL CO 04.3000 07/13/2025 | 0.02% | HIKARI TSUSHIN INC SEDOL 6416322 | 0.02% | JAPAN AIRLINES CO LTD SEDOL B8BRV46 | 0.02% | KINDER MORGAN INC/DELAWA 07.7500 01/15/2032 | 0.02% | NETFLIX INC. 05.8750 11/15/2028 | 0.02% | ONO PHARMACEUTICAL CO LTD SEDOL 6660107 | 0.02% | VIACOMCBS INC 02.9000 01/15/2027 | 0.02% | APACHE CORPORATION 03.2500 04/15/2022 | 0.02% | AUTO TRADER GROUP PLC SEDOL BVYVFW2 | 0.02% | BRISTOL-MYERS P/P 144A 03.4000 07/26/2029 | 0.02% | COMCAST CORP 03.4500 02/01/2050 | 0.02% | COMM 2013-CR11 AM 04.7150 08/10/2050 | 0.02% | FINECOBANK SPA SEDOL BNGN9Z1 | 0.02% | FNR 2007-53 SP 23.5235 06/25/2037 | 0.02% | GLP CAPITAL LP / FIN II 05.3750 04/15/2026 | 0.02% | GNR 2015-H26 DI IO 02.6570 10/20/2065 | 0.02% | KOBE BUSSAN CO LTD SEDOL B14RJB7 | 0.02% | PERSIMMON PLC SEDOL 0682538 | 0.02% | PLANTRONICS INC P/P 144A 05.5000 05/31/2023 | 0.02% | STANLEY ELECTRIC CO LTD SEDOL 6841106 | 0.02% | YANGZIJIANG SHIPBUILDING SEDOL B1VT035 | 0.02% | AMERICAN EXPRESS COMPANY 02.6500 12/02/2022 | 0.02% | CANTOR FITZGERALD LP P/P 144A 06.5000 06/17/2022 | 0.02% | DIVERSIFIED HEALTHCARE T 09.7500 06/15/2025 | 0.02% | FIDELITY NATIONAL INFORM 04.2500 05/15/2028 | 0.02% | GRAY TELEVISION INC P/P 144A 07.0000 05/15/2027 | 0.02% | GREAT LAKES D&D 08.0000 05/15/2022 | 0.02% | PENSKE TRUCK LEASING P/P 144A 03.9000 02/01/2024 | 0.02% | RECRUIT HOLDINGS CO LTD SEDOL BQRRZ00 | 0.02% | STEEL DYNAMICS INC 05.5000 10/01/2024 | 0.02% | STEVENS HLDG CO INC P/P 144A 06.1250 10/01/2026 | 0.02% | VIDEOTRON LTD USD 05.0000 07/15/2022 | 0.02% | WFCM 2013-LC12 C 04.4111 07/15/2046 | 0.02% | ALLISON TRANSMISSION P/P 144A 04.7500 10/01/2027 | 0.02% | AMUNDI SA SEDOL BYZR014 | 0.02% | BMC EAST LLC P/P 144A 05.5000 10/01/2024 | 0.02% | CENTENE CORP 04.7500 05/15/2022 | 0.02% | CWALT 2005-27 1A1 02.1614 08/25/2035 | 0.02% | FISHER PAYKEL SEDOL 6340250 | 0.02% | FNR 2018-86 DS IO 05.9155 12/25/2048 | 0.02% | HANKYU HANSHIN HOLDINGS INC SEDOL 6408664 | 0.02% | HESS MIDSTREAM P P/P 144A 05.6250 02/15/2026 | 0.02% | HUB INTL LTD P/P 144A 07.0000 05/01/2026 | 0.02% | IRON MOUNTAIN INC P/P 144A 04.8750 09/15/2027 | 0.02% | JPMBB 2014-C22 C 04.7057 09/15/2047 | 0.02% | KNORR-BREMSE AG SEDOL BD2P9X9 | 0.02% | LPL HOLDINGS INC P/P 144A 05.7500 09/15/2025 | 0.02% | NIELSEN FIN LLC/CO P/P 144A 05.0000 04/15/2022 | 0.02% | OCCIDENTAL PETROLEUM COR 04.1000 02/01/2021 | 0.02% | PACIFIC GAS & ELECTRIC 02.1000 08/01/2027 | 0.02% | RBS GLOBAL/REXNO P/P 144A 04.8750 12/15/2025 | 0.02% | SEVEN BANK LTD SEDOL B2NT8S1 | 0.02% | STAPLES INC P/P 144A 07.5000 04/15/2026 | 0.02% | TENET HEALTHCARE COR P/P 144A 05.1250 11/01/2027 | 0.02% | THE AES CORPORATION 05.1250 09/01/2027 | 0.02% | TREASURY BILL 00.0000 10/08/2020 | 0.02% | TTM TECHNOLOGIES INC P/P 144A 05.6250 10/01/2025 | 0.02% | UNIVAR SOLUTIONS P/P 144A 05.1250 12/01/2027 | 0.02% | USI INC/NY P/P 144A 06.8750 05/01/2025 | 0.02% | WFCM 2013-LC12 AS 04.4111 07/15/2046 | 0.02% | ACS ACTIVIDADES SEDOL B01FLQ6 | 0.02% | ANHEUSER-BUSCH INBEV WOR 04.7500 01/23/2029 | 0.02% | BIG RVR STL/FIN P/P 144A 07.2500 09/01/2025 | 0.02% | BT GROUP PLC SEDOL 3091357 | 0.02% | CIT GROUP INC. 05.2500 03/07/2025 | 0.02% | CMLTI 2005-2 1A2A 04.2660 05/25/2035 | 0.02% | DIRECT LINE INSURANCE GROUP SEDOL BY9D0Y1 | 0.02% | ENDEAVOR ENERGY P/P 144A 05.7500 01/30/2028 | 0.02% | FHR 3072 SM 04.2533 11/15/2035 | 0.02% | GFL ENVIRONMENTAL P/P 144A 07.0000 06/01/2026 | 0.02% | GOLDMAN SACHS GROUP INC 02.6000 02/07/2030 | 0.02% | NAVISTAR INTL CORP P/P 144A 06.6250 11/01/2025 | 0.02% | RYOHIN KEIKAKU CO LTD SEDOL 6758455 | 0.02% | SWISS LIFE HOLDING AG-REG SEDOL 7437805 | 0.02% | TERRIER MEDIA BU P/P 144A 08.8750 12/15/2027 | 0.02% | WASTE PRO USA INC P/P 144A 05.5000 02/15/2026 | 0.02% | ANHEUSER-BUSCH INBEV WOR 05.5500 01/23/2049 | 0.02% | BRAND ENERGY & I P/P 144A 08.5000 07/15/2025 | 0.02% | CAS 2017-C01 1M2 03.7345 07/25/2029 | 0.02% | COMM 2014-CR17 XA IO 01.1328 05/10/2047 | 0.02% | CRC ESCROW ISSUER LL P/P 144A 05.2500 10/15/2025 | 0.02% | DIGITAL REALTY TRUST LP 04.4500 07/15/2028 | 0.02% | ENBRIDGE INC USD 04.5000 06/10/2044 | 0.02% | ENERGY TRANSFER OPERA 05.8750 01/15/2024 | 0.02% | GNR 2016-H16 EI IO 01.9160 06/20/2066 | 0.02% | HARGREAVES LANSDOWN PLC SEDOL B1VZ0M2 | 0.02% | HCA INC 05.2500 06/15/2026 | 0.02% | HUSKY TLB L+300 03.3614 03/28/2025 | 0.02% | JPMORGAN CHASE & CO 06.1000 02/01/2049 | 0.02% | KAKAKU.COM INC SEDOL 6689533 | 0.02% | KOBAYASHI PHARMACEUTICAL CO SEDOL 6149457 | 0.02% | MITSUBISHI UFJ LEASE & FINAN SEDOL 6268976 | 0.02% | PRUDENTIAL FINANCIAL INC 05.6250 06/15/2043 | 0.02% | SMURFIT KAPPA TREASURY USD 07.5000 11/20/2025 | 0.02% | SPRINT CORP 07.2500 09/15/2021 | 0.02% | WERNER FINCO LP/INC P/P 144A 08.7500 07/15/2025 | 0.02% | ABBVIE INC P/P 144A 03.8000 03/15/2025 | 0.01% | ANHEUSER-BUSCH INBEV WOR 02.5000 07/15/2022 | 0.01% | BAUSCH HLTH AMERICAS P/P 144A 08.5000 01/31/2027 | 0.01% | BOEING CO 04.8750 05/01/2025 | 0.01% | BROADCOM INC P/P 144A 04.1500 11/15/2030 | 0.01% | CF INDUSTRIES INC 04.9500 06/01/2043 | 0.01% | CINEMARK USA INC 04.8750 06/01/2023 | 0.01% | COMPASS MIN INTL P/P 144A 06.7500 12/01/2027 | 0.01% | DH EUROPE FINANCE II USD 03.4000 11/15/2049 | 0.01% | EQUINIX INC 03.2000 11/18/2029 | 0.01% | FISERV INC 03.5000 07/01/2029 | 0.01% | ICL GROUP LTD SEDOL 6455530 | 0.01% | JPMCC 2012-C6 AS 04.1166 05/15/2045 | 0.01% | KRAFT HEINZ FOODS CO 05.0000 07/15/2035 | 0.01% | MEG ENERGY CORP P/P 144A 06.5000 01/15/2025 | 0.01% | MEREDITH CORP 06.8750 02/01/2026 | 0.01% | NUTRIEN LTD. USD 04.2000 04/01/2029 | 0.01% | OTIS WORLDWIDE CORP P/P 144A 02.5650 02/15/2030 | 0.01% | PENSKE TRUCK LE P/P 144A 03.4000 11/15/2026 | 0.01% | S&P GLOBAL INC 02.9500 01/22/2027 | 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% | T-MOBILE USA INC 05.3750 04/15/2027 | 0.01% | TENET HEALTHCARE CORPORATION 08.1250 04/01/2022 | 0.01% | VMWARE INC 03.9000 08/21/2027 | 0.01% | WFRBS 2011-C3 D P/P 144A 05.8524 03/15/2044 | 0.01% | 1011778 BC / NEW RED P/P 144A 05.0000 10/15/2025 | 0.01% | ALBERTSONS COS/SAFE P/P 144A 04.6250 01/15/2027 | 0.01% | ANHEUSER-BUSCH INBEV WOR 04.1500 01/23/2025 | 0.01% | ASCEND LEARNING LLC P/P 144A 06.8750 08/01/2025 | 0.01% | BANFF MERGER SUB INC P/P 144A 09.7500 09/01/2026 | 0.01% | BAUSCH HLTH COS INC P/P 144A 07.0000 03/15/2024 | 0.01% | CALPINE CORP P/P 144A 04.5000 02/15/2028 | 0.01% | CARRIAGE SVCS INC P/P 144A 06.6250 06/01/2026 | 0.01% | CCO HLDGS LLC/CAP C P/P 144A 05.5000 05/01/2026 | 0.01% | CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 CS | 0.01% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP | 0.01% | DIAMONDBACK ENERGY INC 03.2500 12/01/2026 | 0.01% | FREEDOM MTGE CORP P/P 144A 08.2500 04/15/2025 | 0.01% | GMAC CAPITAL TRUST I PCT 06.1773 | 0.01% | GNMA GII30 4018 06.5000 08/20/2037 | 0.01% | GNR 2013-99 AS IO 05.8600 06/20/2043 | 0.01% | IHEARTCOMMUNICATIONS INC 08.3750 05/01/2027 | 0.01% | INTELSAT JACKSON HLD P/P 144A 09.7500 07/15/2025 | 0.01% | KFC HLD/PIZZA HUT/TA P/P 144A 05.0000 06/01/2024 | 0.01% | KFC HLD/PIZZA HUT/TA P/P 144A 05.2500 06/01/2026 | 0.01% | KRAFT HEINZ FOODS CO 03.0000 06/01/2026 | 0.01% | MARRIOTT INTERNATIONAL 04.6250 06/15/2030 | 0.01% | MATCH GROUP INC P/P 144A 05.0000 12/15/2027 | 0.01% | MATTAMY GROUP CORP P/P 144A 05.2500 12/15/2027 | 0.01% | MATTEL INC P/P 144A 05.8750 12/15/2027 | 0.01% | MAUSER PACKAGING SOL P/P 144A 05.5000 04/15/2024 | 0.01% | MBX.FN30.450.09 R USL1M P 01/12/40 BC | 0.01% | NEXSTAR BROADC P/P 144A 05.6250 08/01/2024 | 0.01% | NEXSTAR ESCROW P/P 144A 05.6250 07/15/2027 | 0.01% | NIELSEN CO LUXEM P/P 144A 05.0000 02/01/2025 | 0.01% | NZD/USD 07/15/2020 UBS | 0.01% | PACIFIC GAS & ELECTRIC 02.5000 02/01/2031 | 0.01% | PQ CORP P/P 144A 05.7500 12/15/2025 | 0.01% | REPUBLICA ORIENT URUGUAY USD 07.6250 03/21/2036 | 0.01% | SCOTTS MIRACLE-GRO 04.5000 10/15/2029 | 0.01% | SERVICE CORPORATION INTL 04.6250 12/15/2027 | 0.01% | SOFTBANK GROUP CORP SEDOL 6770620 | 0.01% | SOLERA LLC / SOLERA P/P 144A 10.5000 03/01/2024 | 0.01% | UNITEDHEALTH GROUP INC 02.0000 05/15/2030 | 0.01% | VISTRA CORP P/P 144A 05.5000 09/01/2026 | 0.01% | ALIMEN COUCHE P/P 144A 02.9500 01/25/2030 | 0.01% | AT&T INC 04.3000 02/15/2030 | 0.01% | BWAY HOLDING CO P/P 144A 07.2500 04/15/2025 | 0.01% | CAS 2016-C07 2M2 04.5345 05/25/2029 | 0.01% | CHAMPIONX CORP 06.3750 05/01/2026 | 0.01% | CHS/COMMUNITY P/P 144A 06.6250 02/15/2025 | 0.01% | COMM 2014-LC17 XA IO 00.9185 10/10/2047 | 0.01% | COMM 2014-UBS6 C 04.5949 12/10/2047 | 0.01% | DCP MIDSTREAM P/P 144A 06.7500 09/15/2037 | 0.01% | FHR 3408 EK 25.0497 04/15/2037 | 0.01% | GEORGIA-PACIFIC LLC P/P 144A 02.1000 04/30/2027 | 0.01% | GLENCORE FUNDING LLC P/P 144A 04.6250 04/29/2024 | 0.01% | GLOBAL PAYMENTS INC 02.9000 05/15/2030 | 0.01% | GNR 2013-14 IO IO 03.5000 12/20/2042 | 0.01% | GOLDEN NUGGET INC P/P 144A 06.7500 10/15/2024 | 0.01% | GW B-CR SECURITY P/P 144A 09.5000 11/01/2027 | 0.01% | HOWARD HUGHES CORP P/P 144A 05.3750 03/15/2025 | 0.01% | HUSKY III HLDG LTD P/P 144A 13.0000 02/15/2025 | 0.01% | INTERNATIONAL LEASE FIN CORP 05.8750 08/15/2022 | 0.01% | ISTAR INC 04.2500 08/01/2025 | 0.01% | ISTAR INC 04.7500 10/01/2024 | 0.01% | NZD/USD 07/15/2020 SSBT | 0.01% | ORTHO-CLINICAL TLB L+325 03.4288 06/30/2025 | 0.01% | OSHKOSH CORP 04.6000 05/15/2028 | 0.01% | PENSKE AUTO GRP INC 05.7500 10/01/2022 | 0.01% | PEPTIDREAM INC SEDOL B97SH97 | 0.01% | PROVIDENT FDG/PFG FI P/P 144A 06.3750 06/15/2025 | 0.01% | SOHGO SECURITY SERVICES CO SEDOL 6546359 | 0.01% | SPRINGLEAF FINANCE CORP 05.3750 11/15/2029 | 0.01% | STARWOOD PROP TR 04.7500 03/15/2025 | 0.01% | UNIVISION COMM P/P 144A 05.1250 02/15/2025 | 0.01% | VIACOMCBS INC 04.0000 01/15/2026 | 0.01% | WESTROCK MWV LLC 07.9500 02/15/2031 | 0.01% | AUD/USD 07/15/2020 HSBCB | 0.01% | CAS 2015-C01 1M2 04.4845 02/25/2025 | 0.01% | CITIGROUP INC 04.7500 05/18/2046 | 0.01% | DIAMOND SPORTS GR/DI P/P 144A 06.6250 08/15/2027 | 0.01% | ENTERCOM MEDIA CORP P/P 144A 07.2500 11/01/2024 | 0.01% | FEDEX CORP 02.6250 08/01/2022 | 0.01% | FHR 3249 PS 21.6653 12/15/2036 | 0.01% | GATES GLOBAL TLB L+275 03.7500 03/31/2024 | 0.01% | GNMA GII30 3987 06.5000 05/20/2037 | 0.01% | GNMA GII30 4171 06.5000 06/20/2038 | 0.01% | GSMS 2016-GS3 A4 02.8500 10/10/2049 | 0.01% | L BRANDS INC 07.5000 06/15/2029 | 0.01% | MSBAM 2012-C5 E P/P 144A 04.8320 08/15/2045 | 0.01% | PARK-OHIO INDUSTRIES INC 06.6250 04/15/2027 | 0.01% | SIX FLAGS ENT P/P 144A 05.5000 04/15/2027 | 0.01% | TALLGRASS NRG PRTNR P/P 144A 05.5000 01/15/2028 | 0.01% | TRANSDIGM INC 05.5000 11/15/2027 | 0.01% | US CONCRETE INC 06.3750 06/01/2024 | 0.01% | WFRBS 2013-C11 AS 03.3110 03/15/2045 | 0.01% | WYNN LAS VEGAS P/P 144A 05.2500 05/15/2027 | 0.01% | WYNN RESORTS FIN LLC P/P 144A 05.1250 10/01/2029 | 0.01% | ZOETIS INC 02.0000 05/15/2030 | 0.01% | ARCELORMITTAL USD 07.2500 10/15/2039 | 0.01% | CAS 2014-C02 1M2 02.7845 05/25/2024 | 0.01% | CAS 2015-C03 2M2 05.1845 07/25/2025 | 0.01% | CAS 2016-C01 2M2 07.1345 08/25/2028 | 0.01% | CHENIERE CORP CHRIST 05.8750 03/31/2025 | 0.01% | CLUBCORP HLDG INC P/P 144A 08.5000 09/15/2025 | 0.01% | CROWN CORK & SEAL CO INC 07.3750 12/15/2026 | 0.01% | ELANCO ANIMAL HEALTH 05.6500 08/28/2028 | 0.01% | FHR 2990 LB 16.4735 06/15/2034 | 0.01% | FIDELITY NATIONAL INFORM 03.0000 08/15/2026 | 0.01% | GENERAL MOTORS CO 06.1250 10/01/2025 | 0.01% | GSMS 2015-GC30 XA IO 00.8863 05/10/2050 | 0.01% | HCA INC 05.5000 06/15/2047 | 0.01% | IHEARTCOMMUNICATIONS INC 06.3750 05/01/2026 | 0.01% | JOHNSON CONTROLS INTL PL 04.5000 02/15/2047 | 0.01% | SCIENTIFIC GAMES P/P 144A 07.2500 11/15/2029 | 0.01% | SPRINT CORP 07.6250 03/01/2026 | 0.01% | TMS INTL HLDG CORP P/P 144A 07.2500 08/15/2025 | 0.01% | WPX ENERGY INC 08.2500 08/01/2023 | 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% | ALLEGHENY TECHNOLOGIES INC 07.8750 08/15/2023 | 0.01% | ALLY FINANCIAL INC 05.7500 11/20/2025 | 0.01% | AMSTED INDUSTRIES P/P 144A 05.6250 07/01/2027 | 0.01% | ANTERO RESOURCES 05.3750 11/01/2021 | 0.01% | AT&T INC 04.3500 03/01/2029 | 0.01% | BAUSCH HLTH COS INC P/P 144A 05.5000 11/01/2025 | 0.01% | BAUSCH HLTH COS INC P/P 144A 06.2500 02/15/2029 | 0.01% | BAUSCH HLTH COS INC P/P 144A 07.2500 05/30/2029 | 0.01% | BECTON DICKINSON AND CO 02.8230 05/20/2030 | 0.01% | BERRY GLOBAL INC 05.1250 07/15/2023 | 0.01% | BMW US CAPITAL LLC P/P 144A 03.4000 08/13/2021 | 0.01% | CALPINE CORP P/P 144A 05.2500 06/01/2026 | 0.01% | CAS 2014-C03 2M2 03.0845 07/25/2024 | 0.01% | CCO HLDGS LLC/CAP CO P/P 144A 05.7500 02/15/2026 | 0.01% | CCO HOLDINGS LLC P/P 144A 04.5000 05/01/2032 | 0.01% | CGCMT 2013-GC17 C 05.2611 11/10/2046 | 0.01% | CHARTER COMM OPT LLC/CAP 04.8000 03/01/2050 | 0.01% | CIT GROUP INC 05.0000 08/01/2023 | 0.01% | CLARIOS GLOBAL LP P/P 144A 06.7500 05/15/2025 | 0.01% | CLEAN HARBORS INC P/P 144A 04.8750 07/15/2027 | 0.01% | CNO FINANCIAL GROUP INC 05.2500 05/30/2025 | 0.01% | CNO FINANCIAL GROUP INC 05.2500 05/30/2029 | 0.01% | COMM 2014-CR20 XA IO 01.1756 11/10/2047 | 0.01% | DCP MIDSTREAM OPERATING 05.6250 07/15/2027 | 0.01% | DIAMOND 1 FIN/DIAMON P/P 144A 07.1250 06/15/2024 | 0.01% | DIAMOND SPORTS P/P 144A 05.3750 08/15/2026 | 0.01% | DIAMONDBACK ENERGY INC 05.3750 05/31/2025 | 0.01% | ENDEAVOR ENERGY P/P 144A 06.6250 07/15/2025 | 0.01% | GAP INC/THE P/P 144A 08.3750 05/15/2023 | 0.01% | GARTNER INC P/P 144A 05.1250 04/01/2025 | 0.01% | GENERAL MOTORS FINL CO 04.0000 01/15/2025 | 0.01% | GFL ENVIRON INC P/P 144A 05.1250 12/15/2026 | 0.01% | GLP CAPITAL LP / FIN II 05.2500 06/01/2025 | 0.01% | GREIF INC P/P 144A 06.5000 03/01/2027 | 0.01% | GSMS 2017-GS7 AS 03.6630 08/10/2050 | 0.01% | GSMS 2019-GC42 AS 03.2117 09/01/2052 | 0.01% | HANESBRANDS INC P/P 144A 04.6250 05/15/2024 | 0.01% | ICAHN ENTER/FIN 06.2500 05/15/2026 | 0.01% | ICAHN ENTER/FIN 06.7500 02/01/2024 | 0.01% | IOS.FN30.400.10 R USL1M P 01/12/41 BC | 0.01% | ITRON INC P/P 144A 05.0000 01/15/2026 | 0.01% | JOSEPH T RYERSON & S P/P 144A 11.0000 05/15/2022 | 0.01% | KFC HLD/PIZZA HUT/TA P/P 144A 04.7500 06/01/2027 | 0.01% | LAMB WESTON HLD P/P 144A 04.8750 05/15/2028 | 0.01% | LEVEL 3 FIN INC P/P 144A 04.2500 07/01/2028 | 0.01% | LEVEL 3 FIN INC P/P 144A 04.6250 09/15/2027 | 0.01% | LOUISIANA-PACIFIC CORPORATION 04.8750 09/15/2024 | 0.01% | NATIONSTAR MTG P/P 144A 08.1250 07/15/2023 | 0.01% | NAVISTAR INTL CORP P/P 144A 09.5000 05/01/2025 | 0.01% | NETFLIX INC 04.8750 04/15/2028 | 0.01% | NEWELL BRANDS INC 04.7000 04/01/2026 | 0.01% | NORDSTROM INC P/P 144A 08.7500 05/15/2025 | 0.01% | NRG ENERGY INC. 07.2500 05/15/2026 | 0.01% | ORACLE CORP 02.6500 07/15/2026 | 0.01% | OUTFRONT MEDIA C P/P 144A 06.2500 06/15/2025 | 0.01% | PACIFIC GAS & ELECTRIC 02.9500 03/01/2026 | 0.01% | PANTHER BF AGGRE 2 P/P 144A 08.5000 05/15/2027 | 0.01% | PENSKE AUTOMOTIVE GROUP 05.3750 12/01/2024 | 0.01% | PROLOGIS LP 02.2500 04/15/2030 | 0.01% | QORVO INC 05.5000 07/15/2026 | 0.01% | REFINITIV US HLDG P/P 144A 06.2500 05/15/2026 | 0.01% | SIX FLAGS THEME PARK P/P 144A 07.0000 07/01/2025 | 0.01% | SPECTRUM BRANDS INC 06.1250 12/15/2024 | 0.01% | SPRINGLEAF FINANCE CORP 06.8750 03/15/2025 | 0.01% | T-MOBILE USA INC 06.3750 03/01/2025 | 0.01% | TENNANT CO 05.6250 05/01/2025 | 0.01% | TOPBUILD CORP P/P 144A 05.6250 05/01/2026 | 0.01% | TREASURY BILL 00.0000 07/16/2020 | 0.01% | VISTRA CORP P/P 144A 05.6250 02/15/2027 | 0.01% | VISTRA ENERGY CORP. P/P 144A 08.1250 01/30/2026 | 0.01% | WEEKLEY HOMES LLC 06.0000 02/01/2023 | 0.01% | WESCO DISTRIBUT P/P 144A 07.2500 06/15/2028 | 0.01% | WMG ACQUISITION CORP P/P 144A 05.0000 08/01/2023 | 0.01% | WR GRACE & CO-CONN P/P 144A 04.8750 06/15/2027 | 0.01% | WR GRACE & CO-CONN P/P 144A 05.6250 10/01/2024 | 0.01% | 1011778 BC / NEW RED P/P 144A 03.8750 01/15/2028 | 0.01% | AG ISSUER LLC P/P 144A 06.2500 03/01/2028 | 0.01% | AIRBUS SE SEDOL 4012250 | 0.01% | AMERICAN TOWER CORP 03.1250 01/15/2027 | 0.01% | APACHE CORP 04.3750 10/15/2028 | 0.01% | ASCENT RESOURCES/AEU P/P 144A 10.0000 04/01/2022 | 0.01% | AUD/USD 07/15/2020 WPAC | 0.01% | BEACON ROOFING SUPP P/P 144A 04.8750 11/01/2025 | 0.01% | BOYD GAMING CORP 06.3750 04/01/2026 | 0.01% | BROOKFIELD RESID P/P 144A 06.2500 09/15/2027 | 0.01% | BUILDERS FIRSTSOURCE P/P 144A 06.7500 06/01/2027 | 0.01% | CENOVUS ENERGY INC USD 06.7500 11/15/2039 | 0.01% | CLEAR CHANNEL WORLDW P/P 144A 05.1250 08/15/2027 | 0.01% | COLORADO INTERSTATE GAS CO 06.8500 06/15/2037 | 0.01% | COMMSCOPE TECH LLC P/P 144A 06.0000 06/15/2025 | 0.01% | COMSTOCK RE INC P/P 144A 07.5000 05/15/2025 | 0.01% | CONTINENTAL RES 04.5000 04/15/2023 | 0.01% | DIAMOND 1 FIN/DIAMON P/P 144A 08.3500 07/15/2046 | 0.01% | DISH NETWORK CV 03.3750 08/15/2026 | 0.01% | ENTERCOM MEDIA CORP P/P 144A 06.5000 05/01/2027 | 0.01% | ESH HOSPITALITY INC P/P 144A 05.2500 05/01/2025 | 0.01% | EUR/GBP CALL 0.90 20200803 UBS | 0.01% | FHR 3829 AS IO 06.7653 03/15/2041 | 0.01% | FIFTH THIRD BANCORP 05.1000 12/29/2049 | 0.01% | FRONTIER COMM P/P 144A 08.5000 04/01/2026 | 0.01% | GOEASY LTD P/P 144A 05.3750 12/01/2024 | 0.01% | HESS MIDSTREAM P P/P 144A 05.1250 06/15/2028 | 0.01% | HUDBAY MINERALS INC P/P 144A 07.6250 01/15/2025 | 0.01% | INDIGO NATURAL P/P 144A 06.8750 02/15/2026 | 0.01% | JELD-WEN INC P/P 144A 04.6250 12/15/2025 | 0.01% | JELD-WEN INC P/P 144A 04.8750 12/15/2027 | 0.01% | JPMORGAN CHASE & CO 01.3924 05/15/2047 | 0.01% | LIONS GATE CAP HOLD P/P 144A 05.8750 11/01/2024 | 0.01% | LIONS GATE CAP HOLD P/P 144A 06.3750 02/01/2024 | 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% | MERCER INTL INC USD 06.5000 02/01/2024 | 0.01% | MEREDITH CORP P/P 144A 06.5000 07/01/2025 | 0.01% | MSBAM 2014-C14 C 05.1111 02/15/2047 | 0.01% | NATIONSTAR MTG P/P 144A 06.0000 01/15/2027 | 0.01% | PENN NATIONAL GAMING P/P 144A 05.6250 01/15/2027 | 0.01% | PETROBRAS GLOBAL FINANCE USD 06.1250 01/17/2022 | 0.01% | PRECISION DRILL P/P 144A 07.1250 01/15/2026 | 0.01% | PRIME SECURITY SVCS P/P 144A 06.2500 01/15/2028 | 0.01% | REGENCY ENERGY P 04.5000 11/01/2023 | 0.01% | RESIDEO FUNDING INC P/P 144A 06.1250 11/01/2026 | 0.01% | RITE AID CORP P/P 144A 06.1250 04/01/2023 | 0.01% | SABINE PASS LIQUEF 05.0000 03/15/2027 | 0.01% | SINCLAIR TELE P/P 144A 05.5000 03/01/2030 | 0.01% | SOLENIS 1STL L+400 04.3625 06/26/2025 | 0.01% | SUGAR HSP GAMING P/P 144A 05.8750 05/15/2025 | 0.01% | TRANSCANADA TRUST USD 05.3000 03/15/2077 | 0.01% | TRANSDIGM INC 06.3750 06/15/2026 | 0.01% | TRUIST FIN CORP 04.8000 12/31/2099 | 0.01% | UNIVISION COMM P/P 144A 06.6250 06/01/2027 | 0.01% | USA COMPRESSION PART 06.8750 04/01/2026 | 0.01% | WFRBS 2012-C10 XA IO P/P 144A 01.6790 12/15/2045 | 0.01% | WOLVERINE WORLD WIDE P/P 144A 05.0000 09/01/2026 | 0.01% | WPX ENERGY INC 05.2500 10/15/2027 | 0.01% | WPX ENERGY INC 05.8750 06/15/2028 | 0.01% | WYNDHAM HOTELS & RE P/P 144A 05.3750 04/15/2026 | 0.01% | AIR LEASE CORP 03.2500 10/01/2029 | 0.01% | APACHE CORP 05.1000 09/01/2040 | 0.01% | CHS/COMMUNITY HEALT P/P 144A 08.1250 06/30/2024 | 0.01% | COMCAST CORP 03.9990 11/01/2049 | 0.01% | EUR/USD CALL 1.16 20201118 BANKAM | 0.01% | EUR/USD CALL 1.16 20201118 GSFX | 0.01% | GNR 2010-9 UI IO 05.0000 01/20/2040 | 0.01% | GNR 2012-141 WI IO 03.5000 11/20/2041 | 0.01% | GNR 2016-123 LI IO 03.5000 03/20/2044 | 0.01% | GOLDEN NUGGET INC P/P 144A 08.7500 10/01/2025 | 0.01% | HCA INC 04.1250 06/15/2029 | 0.01% | IOS.FN30.400.10 R USL1M P 01/12/41 BC | 0.01% | JPMCC 2006-LDP9 AMS 05.3370 05/15/2047 | 0.01% | JPMORGAN CHASE & CO 02.9560 05/13/2031 | 0.01% | KEURIG DR PEPPER INC 04.0570 05/25/2023 | 0.01% | KINDER MORGAN ENER PART 05.4000 09/01/2044 | 0.01% | LADDER CAP FINAN P/P 144A 04.2500 02/01/2027 | 0.01% | MARRIOTT INTERNATIONAL 05.7500 05/01/2025 | 0.01% | MERCK & CO. INC. 02.7500 02/10/2025 | 0.01% | OCCIDENTAL PETROLEUM COR 06.4500 09/15/2036 | 0.01% | PETROBRAS GLOBAL FIN USD 05.9990 01/27/2028 | 0.01% | POMEGRANATE MERGER S P/P 144A 09.7500 05/01/2023 | 0.01% | STATION CASINOS LLC P/P 144A 04.5000 02/15/2028 | 0.01% | TMX FIN LLC/TITLEMAX P/P 144A 11.1250 04/01/2023 | 0.01% | TOWNSQUARE MEDIA INC P/P 144A 06.5000 04/01/2023 | 0.01% | TRANSDIGM INC. 06.5000 07/15/2024 | 0.01% | TRANSOCEAN POSEIDON P/P 144A 06.8750 02/01/2027 | 0.01% | AUD/USD 07/15/2020 TDBK | 0.01% | BOMBARDIER INC P/P 144A 07.8750 04/15/2027 | 0.01% | CISCO SYSTEMS INC 05.9000 02/15/2039 | 0.01% | CLEAR CHANNEL WORLD 09.2500 02/15/2024 | 0.01% | CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | 0.01% | CROWN CASTLE INTL CORP 04.8750 04/15/2022 | 0.01% | DENBURY RESOURCES IN P/P 144A 09.0000 05/15/2021 | 0.01% | DISCOVERY COMMUNICATIONS 03.6250 05/15/2030 | 0.01% | ENERGY TRANSFER OPERATNG 02.9000 05/15/2025 | 0.01% | FNR 2005-75 GS 19.6965 08/25/2035 | 0.01% | FRONTIER COMM 10.5000 09/15/2022 | 0.01% | GFL ENVIRONMENTA P/P 144A 08.5000 05/01/2027 | 0.01% | IDR/USD 08/19/2020 BCAP-FX | 0.01% | IPALCO ENTPRS IN 03.7000 09/01/2024 | 0.01% | MLMI 2005-A2 A2 03.7380 02/25/2035 | 0.01% | MSBAM 2013-C12 XA IO 00.7585 10/15/2046 | 0.01% | MSBAM 2014-C17 XA IO 01.2652 08/15/2047 | 0.01% | NZD/USD 07/15/2020 BCAP-FX | 0.01% | USD/JPY PUT 105.00 20201124 BANKAM | 0.01% | USD/JPY PUT 105.00 20201124 GSFX | 0.01% | BANK OF AMERICA CORP 06.5000 10/29/2049 | 0.00% | CARNIVAL CORP P/P 144A 11.5000 04/01/2023 | 0.00% | CAS 2014-C04 1M2 05.0845 11/25/2024 | 0.00% | CBRE SERVICES INC 05.2500 03/15/2025 | 0.00% | CELANESE US HOLDINGS LLC 03.5000 05/08/2024 | 0.00% | CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CS | 0.00% | CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 JP | 0.00% | DELL INT / EMC P/P 144A 05.8500 07/15/2025 | 0.00% | DEVON ENERGY CORPORATION 07.8750 09/30/2031 | 0.00% | DEVON ENERGY CORPORATION 07.9500 04/15/2032 | 0.00% | DIAMONDBACK ENERGY INC 04.7500 05/31/2025 | 0.00% | DUN & BRADSTREET COR P/P 144A 06.8750 08/15/2026 | 0.00% | ENERGY TRANSFER OPERATNG 06.1250 12/15/2045 | 0.00% | EQUINIX INC 05.3750 05/15/2027 | 0.00% | EQUINIX INC 05.8750 01/15/2026 | 0.00% | EUR/CHF CALL 1.10 20201209 CSI-FX | 0.00% | FORD MOTOR COMPANY 09.0000 04/22/2025 | 0.00% | GAP INC/THE P/P 144A 08.6250 05/15/2025 | 0.00% | IHS MARKIT LTD USD 04.7500 08/01/2028 | 0.00% | IHS MARKIT LTD P/P 144A 04.0000 03/01/2026 | 0.00% | LENNAR CORP 05.8750 11/15/2024 | 0.00% | NABORS INDUSTRIES INC. 05.7500 02/01/2025 | 0.00% | NATIONSTAR MTG P/P 144A 09.1250 07/15/2026 | 0.00% | NETFLIX INC P/P 144A 05.3750 11/15/2029 | 0.00% | NETFLIX INC. 06.3750 05/15/2029 | 0.00% | NETFLIX INC. P/P 144A 04.8750 06/15/2030 | 0.00% | NRG ENERGY INC 05.7500 01/15/2028 | 0.00% | NRG ENERGY INC P/P 144A 05.2500 06/15/2029 | 0.00% | RAYTHEON TECH CORP 04.1250 11/16/2028 | 0.00% | ROBERTSHAW TL 2L L+800 09.0000 02/28/2026 | 0.00% | SERVICE PROPERTIES TRUST 07.5000 09/15/2025 | 0.00% | SIRIUS XM RADIO INC. P/P 144A 05.5000 07/01/2029 | 0.00% | SM ENERGY CO 05.0000 01/15/2024 | 0.00% | SPRINGLEAF FINANCE CORP 08.8750 06/01/2025 | 0.00% | TENET HEALTHCARE P/P 144A 07.5000 04/01/2025 | 0.00% | UBSBB 2012-C4 XA IO P/P 144A 01.7586 12/10/2045 | 0.00% | UNIVISION COMM P/P 144A 09.5000 05/01/2025 | 0.00% | WELLS FARGO & COMPANY 05.8750 12/29/2049 | 0.00% | WESCO DISTRIBUT P/P 144A 07.1250 06/15/2025 | 0.00% | 1011778 BC ULC / P/P 144A 04.3750 01/15/2028 | 0.00% | ABC SUPPLY CO INC P/P 144A 04.0000 01/15/2028 | 0.00% | ABC SUPPLY CO INC P/P 144A 05.8750 05/15/2026 | 0.00% | AES CORP/THE P/P 144A 03.3000 07/15/2025 | 0.00% | ALBERTSONS COS P/P 144A 04.8750 02/15/2030 | 0.00% | ALLIANT HOLDINGS P/P 144A 06.7500 10/15/2027 | 0.00% | AMSTED INDUSTRIES P/P 144A 04.6250 05/15/2030 | 0.00% | ANTERO RESOURCES FIN 05.1250 12/01/2022 | 0.00% | ASCEND LEARNING LLC P/P 144A 06.8750 08/01/2025 | 0.00% | BANK OF AMERICA CORP 02.4960 02/13/2031 | 0.00% | BAUSCH HLTH COS INC P/P 144A 05.0000 01/30/2028 | 0.00% | BAUSCH HLTH COS INC P/P 144A 05.2500 01/30/2030 | 0.00% | BAUSCH HLTH COS INC P/P 144A 07.0000 01/15/2028 | 0.00% | BEACON ROOFING SUPPL P/P 144A 04.5000 11/15/2026 | 0.00% | BERRY GLOBAL INC P/P 144A 04.5000 02/15/2026 | 0.00% | BERRY GLOBAL INC P/P 144A 05.6250 07/15/2027 | 0.00% | BOXER PARENT CO INC P/P 144A 07.1250 10/02/2025 | 0.00% | BOXER PARENT CO INC P/P 144A 09.1250 03/01/2026 | 0.00% | BOYD GAMING CORP P/P 144A 04.7500 12/01/2027 | 0.00% | BOYD GAMING CORP P/P 144A 08.6250 06/01/2025 | 0.00% | BOYD GAMING CORPORATION 06.0000 08/15/2026 | 0.00% | BRAND ENERGY TL L+425 05.4519 06/21/2024 | 0.00% | BUCKEYE PARTNERS LP 03.9500 12/01/2026 | 0.00% | BUCKEYE PARTNERS LP P/P 144A 04.5000 03/01/2028 | 0.00% | CAS 2015-C02 1M2 04.1845 05/25/2025 | 0.00% | CCO HOLDINGS LLC P/P 144A 04.5000 08/15/2030 | 0.00% | CENTENE CORP P/P 144A 05.2500 04/01/2025 | 0.00% | CENTENE CORP P/P 144A 05.3750 08/15/2026 | 0.00% | CENTENE ESCROW I CO P/P 144A 05.3750 06/01/2026 | 0.00% | CHARTER COMM OPT LLC 04.9080 07/23/2025 | 0.00% | CHEMOURS CO 05.3750 05/15/2027 | 0.00% | CHS/COMMUNITY HEALTH P/P 144A 08.0000 03/15/2026 | 0.00% | CLEAN HARBORS INC P/P 144A 05.1250 07/15/2029 | 0.00% | CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS | 0.00% | COMMSCOPE INC P/P 144A 05.5000 03/01/2024 | 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% | COMSTOCK RESOURCES 09.7500 08/15/2026 | 0.00% | COMSTOCK RESOURCES INC 09.7500 08/15/2026 | 0.00% | CONTINENTAL RESOURCES 04.3750 01/15/2028 | 0.00% | CONTINENTAL RESOURCES 05.0000 09/15/2022 | 0.00% | CROWN AMER/CAP 04.7500 02/01/2026 | 0.00% | DEVON ENERGY CORPORATION 05.6000 07/15/2041 | 0.00% | ELDORADO RESORTS INC 07.0000 08/01/2023 | 0.00% | ENERGIZER HLDG INC P/P 144A 06.3750 07/15/2026 | 0.00% | ENTERPRISE PRODUCTS OPER 02.8000 01/31/2030 | 0.00% | FREEDOM MTGE CORP P/P 144A 08.1250 11/15/2024 | 0.00% | GO DADDY OPCO/FINCO P/P 144A 05.2500 12/01/2027 | 0.00% | HANESBRANDS INC P/P 144A 05.3750 05/15/2025 | 0.00% | HCA INC 03.5000 09/01/2030 | 0.00% | HOLLY PAR/FIN P/P 144A 05.0000 02/01/2028 | 0.00% | HOLOGIC INC P/P 144A 04.3750 10/15/2025 | 0.00% | ICAHN ENTER 04.7500 09/15/2024 | 0.00% | ICAHN ENTER/FIN 05.2500 05/15/2027 | 0.00% | IRB HOLDING CORP P/P 144A 07.0000 06/15/2025 | 0.00% | IRON MOUNTAIN INC P/P 144A 05.2500 03/15/2028 | 0.00% | ISTAR INC. 05.2500 09/15/2022 | 0.00% | JAGUAR HL / PPDI P/P 144A 05.0000 06/15/2028 | 0.00% | JELD-WEN INC P/P 144A 06.2500 05/15/2025 | 0.00% | L BRANDS INC 06.7500 07/01/2036 | 0.00% | L BRANDS INC P/P 144A 06.8750 07/01/2025 | 0.00% | LAMB WESTON HOLDINGS P/P 144A 04.6250 11/01/2024 | 0.00% | LEVI STRAUSS & CO P/P 144A 05.0000 05/01/2025 | 0.00% | LIVE NATION ENT P/P 144A 04.8750 11/01/2024 | 0.00% | LIVE NATION ENT P/P 144A 06.5000 05/15/2027 | 0.00% | MACY'S INC P/P 144A 08.3750 06/15/2025 | 0.00% | MASONITE INTL C P/P 144A 05.3750 02/01/2028 | 0.00% | MATCH GROUP INC P/P 144A 04.6250 06/01/2028 | 0.00% | MAUSER PACKAGING P/P 144A 08.5000 04/15/2024 | 0.00% | MEG ENERGY CORP P/P 144A 07.1250 02/01/2027 | 0.00% | MERCER INTL INC USD 05.5000 01/15/2026 | 0.00% | MICROCHIP TECH INC P/P 144A 04.2500 09/01/2025 | 0.00% | MOLINA HEALTHCARE IN P/P 144A 04.8750 06/15/2025 | 0.00% | NEWELL BRANDS INC 04.8750 06/01/2025 | 0.00% | NOBLE ENERGY INC 06.0000 03/01/2041 | 0.00% | NOBLE ENERGY INC. 03.9000 11/15/2024 | 0.00% | NOVELIS CORP P/P 144A 04.7500 01/30/2030 | 0.00% | NRG ENERGY INC 06.6250 01/15/2027 | 0.00% | NZD/USD 07/15/2020 BANKAM | 0.00% | OCCIDENTAL PETROLEUM COR 02.9000 08/15/2024 | 0.00% | OCCIDENTAL PETROLEUM COR 03.5000 06/15/2025 | 0.00% | OCCIDENTAL PETROLEUM COR 04.8500 03/15/2021 | 0.00% | ORTHO-CLINICAL P/P 144A 07.3750 06/01/2025 | 0.00% | OWENS-BROCKWAY P/P 144A 06.6250 05/13/2027 | 0.00% | PANTHER BF AGGREGA P/P 144A 06.2500 05/15/2026 | 0.00% | POLYONE CORP P/P 144A 05.7500 05/15/2025 | 0.00% | PROLOGIS LP 02.1250 04/15/2027 | 0.00% | RACKSPACE HOSTING INC L+300 04.0000 11/03/2023 | 0.00% | RITE AID CORP P/P 144A 07.5000 07/01/2025 | 0.00% | SAP SE SEDOL 4846288 | 0.00% | SM ENERGY CO 06.7500 09/15/2026 | 0.00% | SOLENIS 2NDL L+850 10.8314 06/26/2026 | 0.00% | SPECTRUM BRANDS INC P/P 144A 05.0000 10/01/2029 | 0.00% | SPRINGLEAF FINANCE CORP 06.6250 01/15/2028 | 0.00% | SPRINGLEAF FINANCE CORP 07.1250 03/15/2026 | 0.00% | SS&C TECH INC P/P 144A 05.5000 09/30/2027 | 0.00% | T-MOBILE USA INC 04.5000 02/01/2026 | 0.00% | T-MOBILE USA INC 06.0000 03/01/2023 | 0.00% | T-MOBILE USA INC TLB L+300 04/01/2027 | 0.00% | T-MOBILE USA INC. 04.0000 04/15/2022 | 0.00% | TARGA RES PRTNRS P/P 144A 05.5000 03/01/2030 | 0.00% | TARGA RESOURCES PART 06.5000 07/15/2027 | 0.00% | TARGA RESOURCES PART 06.8750 01/15/2029 | 0.00% | TAYLOR MORRISON COMM P/P 144A 05.7500 01/15/2028 | 0.00% | TEMPO ACQ LLC/FI P/P 144A 05.7500 06/01/2025 | 0.00% | TENET HEALTHCARE 04.6250 07/15/2024 | 0.00% | TENET HEALTHCARE P/P 144A 06.2500 02/01/2027 | 0.00% | TRANSDIGM INC 06.5000 05/15/2025 | 0.00% | TRI POINTE GROUP / HOMES 05.8750 06/15/2024 | 0.00% | TRI POINTE GROUP INC 05.7000 06/15/2028 | 0.00% | USA COM PART/USA COM 06.8750 09/01/2027 | 0.00% | VALVOLINE INC P/P 144A 04.2500 02/15/2030 | 0.00% | VALVOLINE INC P/P 144A 04.3750 08/15/2025 | 0.00% | VIPER ENERGY P/P 144A 05.3750 11/01/2027 | 0.00% | VISTRA CORP P/P 144A 05.0000 07/31/2027 | 0.00% | WESTERN DIGITAL CORPORATION 04.7500 02/15/2026 | 0.00% | WMG ACQUISITION CORP P/P 144A 05.5000 04/15/2026 | 0.00% | WOLVERINE WORLD WIDE P/P 144A 06.3750 05/15/2025 | 0.00% | WPX ENERGY INC 04.5000 01/15/2030 | 0.00% | WYNN RESORTS FIN LLC P/P 144A 07.7500 04/15/2025 | 0.00% | YUM! BRANDS INC P/P 144A 04.7500 01/15/2030 | 0.00% | ZAYO GROUP HLDG INC L+300 04.6678 03/09/2027 | 0.00% | ZAYO GROUP HLDG INC P/P 144A 06.1250 03/01/2028 | 0.00% | AUD/USD 07/15/2020 BANKAM | 0.00% | BAYTEX ENERGY CORP P/P 144A 05.6250 06/01/2024 | 0.00% | BERRY GLOBAL INC 05.5000 05/15/2022 | 0.00% | BOMBARDIER INC P/P 144A 07.5000 12/01/2024 | 0.00% | CAD/USD 07/15/2020 GSFX | 0.00% | CHARTER COMM OPT LLC 06.4840 10/23/2045 | 0.00% | CHF/USD 09/16/2020 JPMCB | 0.00% | CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 JP | 0.00% | CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CS | 0.00% | CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CS | 0.00% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | 0.00% | COMM 2014-CR18 XA IO 01.1519 07/15/2047 | 0.00% | CORNERSTONE BUILDING P/P 144A 08.0000 04/15/2026 | 0.00% | CVS PASS-THROUGH TRUST 06.0360 12/10/2028 | 0.00% | FNR 2006-46 OC PO 00.0000 06/25/2036 | 0.00% | GBP/USD 09/16/2020 SSBT | 0.00% | INCEPTION MRGR/RACK P/P 144A 08.6250 11/15/2024 | 0.00% | IOS.FN30.350.14 R USL1M P 01/12/45 CS | 0.00% | KRAFT HEINZ FOODS CO P/P 144A 03.8750 05/15/2027 | 0.00% | MBX.FN30.500.10 R USL1M P 01/12/41 CI | 0.00% | NABORS IND LTD P/P 144A 07.2500 01/15/2026 | 0.00% | NABORS IND LTD P/P 144A 07.5000 01/15/2028 | 0.00% | NEIMAN MARCUS TL L+600 06.2674 10/25/2023 | 0.00% | NZD/USD 07/15/2020 RBSF | 0.00% | QUEBECOR MEDIA INC USD 05.7500 01/15/2023 | 0.00% | ROBERTSHAW US HOLDING L+325 04.2500 02/28/2025 | 0.00% | RUB/USD 09/16/2020 GSFX | 0.00% | SCIENTIFIC GAMES P/P 144A 07.0000 05/15/2028 | 0.00% | SM ENERGY CO 06.1250 11/15/2022 | 0.00% | STAPLES INC. P/P 144A 10.7500 04/15/2027 | 0.00% | TRANSOCEAN PONTUS LT P/P 144A 06.1250 08/01/2025 | 0.00% | WESTPAC BANKING CORP USD 04.4210 07/24/2039 | 0.00% | WFRBS 2011-C5 XA IO P/P 144A 01.8371 11/15/2044 | 0.00% | BANK OF MONTREAL USD 03.8030 12/15/2032 | 0.00% | CIT GROUP INC. 05.0000 08/15/2022 | 0.00% | CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.00% | CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS | 0.00% | CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 MS | 0.00% | CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 ML | 0.00% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | 0.00% | CPG INTL TL L+375 04.7500 05/05/2024 | 0.00% | EUR/USD CALL 1.1665 20200914 BANKAM | 0.00% | EUR/USD CALL 1.1665 20200914 BCAP-FX | 0.00% | GSMS 2006-GG8 X IO P/P 144A 01.2699 11/10/2039 | 0.00% | IHEARTMEDIA INC - CLASS A SEDOL BJVR9Y9 | 0.00% | IOS.FN30.400.11 R USL1M P 01/12/42 GS | 0.00% | IOS.FN30.400.11 R USL1M P 01/12/42 GS | 0.00% | LBUBS 2006-C6 XCL IO P/P 144A 00.7711 09/15/2039 | 0.00% | MALLINCKRODT FIN/SB P/P 144A 10.0000 04/15/2025 | 0.00% | NOK/USD 09/16/2020 JPMCB | 0.00% | NZD/USD 07/15/2020 TDBK | 0.00% | NZD/USD 07/15/2020 WPAC | 0.00% | OSHKOSH CORP 03.1000 03/01/2030 | 0.00% | PETROBRAS GLOBAL FIN USD 05.2990 01/27/2025 | 0.00% | REPUBLIC OF VENEZUELA REGS 08.2500 10/13/2024 | 0.00% | 0.40 R ISWP FWD US0003M P 06/17/2022 | 0.00% | CAD/USD 07/15/2020 CITI | 0.00% | CAD/USD 07/15/2020 RBSF | 0.00% | CALIFORNIA RESOURC TL L+475 05.7500 12/31/2022 | 0.00% | CMB CMBX.NA.A.7 2047-01-17 200.0 01/17/2047 JP | 0.00% | CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CG | 0.00% | CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CG | 0.00% | CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CS | 0.00% | CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CS | 0.00% | CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CS | 0.00% | CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 ML | 0.00% | CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 MS | 0.00% | CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.00% | CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 ML | 0.00% | CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 MS | 0.00% | CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 JP | 0.00% | CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS | 0.00% | CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 JP | 0.00% | CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 CG | 0.00% | CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | 0.00% | CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | 0.00% | CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | 0.00% | CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% | CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% | CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% | CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 CG | 0.00% | CMB CMBX.NA.BBB-.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-.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% | DKK/USD 09/16/2020 CITI | 0.00% | EUR/USD 09/16/2020 BANKAM | 0.00% | EUR/USD 09/16/2020 JPMCB | 0.00% | GBP/USD 09/16/2020 CITI | 0.00% | GNMA GII30 4401 06.5000 03/20/2039 | 0.00% | IOS.FN30.350.12 R USL1M P 01/12/43 BC | 0.00% | IOS.FN30.400.11 R USL1M P 01/12/42 BC | 0.00% | JPY/USD 08/19/2020 GSFX | 0.00% | MERCK & CO INC 02.9000 03/07/2024 | 0.00% | NOBLE HLDG INTL LTD P/P 144A 07.8750 02/01/2026 | 0.00% | OASIS PETROLEUM INC 06.8750 03/15/2022 | 0.00% | OASIS PETROLEUM INC CV 02.6250 09/15/2023 | 0.00% | OASIS PETROLEUM INC P/P 144A 06.2500 05/01/2026 | 0.00% | PETROLEOS DE VEN P/P 144A 06.0000 11/15/2026 | 0.00% | REPUBLIC OF VENEZUELA REGS 09.0000 05/07/2023 | 0.00% | TRANSOCEAN INC 07.5000 04/15/2031 | 0.00% | TXU TCEH RIGHTS | 0.00% | 0.6995 R ISWP US0003M P 06/01/2030 | 0.00% | ADVANZ PHARMA CORP LTD SEDOL BG0RYR7 | 0.00% | AUD/USD 07/15/2020 GSFX | 0.00% | AUD/USD PUT 0.62 20200715 GSFX | 0.00% | BACM 2007-1 XW IO 00.4851 01/15/2049 | 0.00% | BSCMS 06-PW14 X1 IO P/P 144A 00.4957 12/11/2038 | 0.00% | CAD/USD 07/15/2020 WPAC | 0.00% | CALIFORNIA RESOURCES P/P 144A 08.0000 12/15/2022 | 0.00% | CD 2007-CD4 XW IO P/P 144A 01.5135 12/11/2049 | 0.00% | CGCMT 2006-C5 XC IO P/P 144A 00.7203 10/15/2049 | 0.00% | CHF/USD 09/16/2020 SSBT | 0.00% | CLEAR CHANNEL OUTDOOR HOLDIN SEDOL BJHVCH9 | 0.00% | CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CS | 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 JP | 0.00% | CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 MS | 0.00% | CMB CMBX.NA.A.7 2047-01-17 200.0 01/17/2047 CS | 0.00% | CMB CMBX.NA.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 MS | 0.00% | CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 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 GS | 0.00% | CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.00% | CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 JP | 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 JP | 0.00% | CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 JP | 0.00% | CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 CG | 0.00% | CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 CG | 0.00% | CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 CG | 0.00% | CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 CG | 0.00% | CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 JP | 0.00% | CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 JP | 0.00% | CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 JP | 0.00% | CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 JP | 0.00% | CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 MS | 0.00% | CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 MS | 0.00% | CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 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 GS | 0.00% | CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 JP | 0.00% | CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 MS | 0.00% | CMB CMBX.NA.BBB-.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-.9 2058-09-17 300.0 09/17/2058 CG | 0.00% | CMB CMBX.NA.BBB-.9 2058-09-17 300.0 09/17/2058 ML | 0.00% | CMB CMBX.NA.BBB-.9 2058-09-17 300.0 09/17/2058 ML | 0.00% | CSMC 2007-C2 AX IO P/P 144A 00.0438 01/15/2049 | 0.00% | EUR/USD 09/16/2020 CITI | 0.00% | EUR/USD 09/16/2020 CSI-FX | 0.00% | EUR/USD 09/16/2020 GSFX | 0.00% | EUR/USD 09/16/2020 HSBCB | 0.00% | EUR/USD 09/16/2020 RBSF | 0.00% | EUR/USD 09/16/2020 TDBK | 0.00% | EUR/USD 09/16/2020 UBS | 0.00% | EUR/USD 09/16/2020 WPAC | 0.00% | GBP/USD 09/16/2020 BCAP-FX | 0.00% | GBP/USD 09/16/2020 CSI-FX | 0.00% | GBP/USD 09/16/2020 HSBCB | 0.00% | GBP/USD 09/16/2020 RBSF | 0.00% | GBP/USD 09/16/2020 TDBK | 0.00% | GBP/USD 09/16/2020 WPAC | 0.00% | GECMC 2007-C1 XC IO P/P 144A 00.2608 12/10/2049 | 0.00% | HKD/USD 08/19/2020 BANKAM | 0.00% | HKD/USD 08/19/2020 CITI | 0.00% | HKD/USD 08/19/2020 HSBCB | 0.00% | HKD/USD 08/19/2020 SSBT | 0.00% | HKD/USD 08/19/2020 UBS | 0.00% | INR/USD 08/19/2020 HSBCB | 0.00% | JPMCC 05-CB12 X1 IO P/P 144A 00.3200 09/12/2037 | 0.00% | JPMCC 2006-LDP8 X IO 00.2887 05/15/2045 | 0.00% | JPMCC 2007-LDPX X IO 00.1275 01/15/2049 | 0.00% | JPY/USD 08/19/2020 BANKAM | 0.00% | JPY/USD 08/19/2020 JPMCB | 0.00% | JPY/USD 08/19/2020 SSBT | 0.00% | LBUBS 2005-C5 XCL IO P/P 144A 0.09 3 09/15/2040 | 0.00% | LBUBS 2005-C7 XCL IO P/P 144A 00.4985 11/15/2040 | 0.00% | MEZZ 2006-C4 X IO P/P 144A 06.5268 07/15/2045 | 0.00% | MWO HOLDINGS LLC | 0.00% | NOBLE HOLDING INTL LTD USD 07.7500 01/15/2024 | 0.00% | NOK/USD 09/16/2020 BANKAM | 0.00% | NOK/USD 09/16/2020 CITI | 0.00% | NOK/USD 09/16/2020 HSBCB | 0.00% | NOK/USD 09/16/2020 SSBT | 0.00% | NZD/USD 07/15/2020 CSI-FX | 0.00% | NZD/USD 07/15/2020 HSBCB | 0.00% | PLN/USD 09/16/2020 BCAP-FX | 0.00% | SEK/USD 09/16/2020 BCAP-FX | 0.00% | SEK/USD 09/16/2020 CITI | 0.00% | SEK/USD 09/16/2020 GSFX | 0.00% | SEK/USD 09/16/2020 JPMCB | 0.00% | SEK/USD 09/16/2020 SSBT | 0.00% | SEK/USD 09/16/2020 UBS | 0.00% | TERVITA CORP SEDOL BD1DCC4 | 0.00% | TEXAS COHLD TCEH ESCROW 11.5000 10/01/2020 | 0.00% | TWD/USD 08/19/2020 BANKAM | 0.00% | VALARIS PLC USD 07.7500 02/01/2026 | 0.00% | AUD/USD 07/15/2020 CSI-FX | -0.00% | CAD/USD 07/15/2020 HSBCB | -0.00% | CAD/USD 07/15/2020 UBS | -0.00% | CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.00% | CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.00% | CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.00% | CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.00% | CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.00% | CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.00% | CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 MS | -0.00% | CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 MS | -0.00% | CMB CMBX.NA.A.7 2047-01-17 200.0 01/17/2047 CS | -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.6 2063-05-11 500.0 05/11/2063 MS | -0.00% | CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CS | -0.00% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 BA | -0.00% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% | CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 CS | -0.00% | EUR/GBP CALL 0.94 20200803 UBS | -0.00% | EUR/USD 09/16/2020 BCAP-FX | -0.00% | EUR/USD CALL 1.19 20200914 BANKAM | -0.00% | EUR/USD CALL 1.19 20200914 BCAP-FX | -0.00% | GBP/USD 09/16/2020 GSFX | -0.00% | JPY/USD 08/19/2020 BCAP-FX | -0.00% | JPY/USD 08/19/2020 HSBCB | -0.00% | JPY/USD 08/19/2020 UBS | -0.00% | JPY/USD 08/19/2020 WPAC | -0.00% | NOK/USD 09/16/2020 GSFX | -0.00% | NOK/USD 09/16/2020 UBS | -0.00% | NZD/USD 07/15/2020 JPMCB | -0.00% | 0.90 R ISWP FWD US0003M P 06/17/2050 | -0.00% | AUD/USD 07/15/2020 JPMCB | -0.00% | CAD/USD 07/15/2020 CSI-FX | -0.00% | CAD/USD 07/15/2020 JPMCB | -0.00% | CAD/USD 07/15/2020 TDBK | -0.00% | CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 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 GS | -0.00% | CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 GS | -0.00% | EUR/USD 09/16/2020 SSBT | -0.00% | EUR/USD CALL 1.20 20201118 BANKAM | -0.00% | EUR/USD CALL 1.20 20201118 GSFX | -0.00% | JPY/USD 08/19/2020 CITI | -0.00% | USD/JPY PUT 100.00 20201124 BANKAM | -0.00% | USD/JPY PUT 100.00 20201124 GSFX | -0.00% | 0.65 R ISWP FWD US0003M P 06/17/2025 | -0.00% | CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.00% | CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.00% | CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.00% | CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 JP | -0.00% | CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 MS | -0.00% | EUR/CHF CALL 1.12 20201209 CSI-FX | -0.00% | GBP/USD 09/16/2020 UBS | -0.00% | IOS.FN30.400.10 P USL1M R 01/12/41 JP | -0.00% | IOS.FN30.500.10 P USL1M R 01/12/41 BC | -0.00% | SGD/USD 08/19/2020 JPMCB | -0.00% | 0.9035 R ISWP US0003M P 06/09/2030 | -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 GS | -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 CS | -0.00% | CAD/USD 07/15/2020 BANKAM | -0.00% | IOS.FN30.400.11 P USL1M R 01/12/42 JP | -0.00% | NZD/USD 07/15/2020 GSFX | -0.00% | CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.01% | CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 CG | -0.01% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% | GBP/USD 09/16/2020 JPMCB | -0.01% | NOK/USD 09/16/2020 BCAP-FX | -0.01% | NZD/USD 07/15/2020 CITI | -0.01% | CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CG | -0.01% | AUD/USD 07/15/2020 SSBT | -0.01% | AUD/USD 07/15/2020 UBS | -0.01% | CDX CDX.NA.HY.34 500.0 06/20/2025 | -0.01% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% | IOS.FN30.400.10 P USL1M R 01/12/41 CS | -0.01% | CAD/USD 07/15/2020 SSBT | -0.01% | CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 JP | -0.02% | MBX.FN30.650.67 P USL1M R 01/12/38 BC | -0.02% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS | -0.04% | MSCI EAFE SEP20 MFSU0 | -0.38% | FNMA FN30 TBA UMBS 03.0000 07/01/2050 | -0.90% | US 10YR ULTRA FUT SEP20 UXYU0 | -2.70% | RU10INTR P US0003M R 06/10/21 CI | -2.98% | S&P500 EMINI FUT SEP20 ESU0 | -4.77% | GSGLPWDS P US0001M R 12/15/25 GS | -6.05% |
| GSGLPWDL R US0001M P 12/15/25 GS | 5.69% | US 5YR NOTE (CBT) SEP20 FVU0 | 4.24% | E-MINI RUSS 2000 JUN20 RTYM0 | 3.62% | CGPUTQL2 R US0003M P 11/25/20 CI | 3.06% | APPLE INC SEDOL 2046251 | 2.80% | GNMA GII30 TBA 03.5000 06/01/2050 | 2.75% | AMAZON.COM INC SEDOL 2000019 | 2.65% | US ULTRA BOND CBT SEP20 WNU0 | 2.26% | FHLMC FR30 ZS4750 UMBS 03.0000 01/01/2048 | 2.06% | ALPHABET INC-CL A SEDOL BYVY8G0 | 2.03% | MICROSOFT CORP SEDOL 2588173 | 1.81% | US 10YR NOTE (CBT)SEP20 TYU0 | 1.44% | JPMORGAN CHASE & CO SEDOL 2190385 | 1.18% | ADOBE INC SEDOL 2008154 | 1.17% | CISCO SYSTEMS INC SEDOL 2198163 | 1.16% | VERIZON COMMUNICATIONS INC SEDOL 2090571 | 1.14% | PROCTER & GAMBLE CO/THE SEDOL 2704407 | 1.08% | FNMA FN30 TBA UMBS 06.0000 06/01/2050 | 0.96% | QUALCOMM INC SEDOL 2714923 | 0.94% | FNMA FN30 TBA UMBS 04.5000 06/01/2050 | 0.94% | US LONG BOND(CBT) SEP20 USU0 | 0.93% | FNMA FN30 TBA UMBS 04.0000 07/01/2050 | 0.92% | FNMA FN15 TBA UMBS 03.0000 06/01/2035 | 0.91% | CHEVRON CORP | 0.91% | FNMA FN30 TBA UMBS 02.5000 06/01/2050 | 0.90% | INTUIT INC SEDOL 2459020 | 0.79% | COCA-COLA CO/THE SEDOL 2206657 | 0.78% | US 2YR NOTE (CBT) SEP20 TUU0 | 0.76% | JOHNSON & JOHNSON SEDOL 2475833 | 0.75% | FNMA FN30 BM5024 UMBS 03.0000 11/01/2048 | 0.74% | CITIGROUP INC SEDOL 2297907 | 0.72% | EBAY INC SEDOL 2293819 | 0.71% | MEDTRONIC PLC SEDOL BTN1Y11 | 0.70% | ORACLE CORP SEDOL 2661568 | 0.68% | PEPSICO INC SEDOL 2681511 | 0.64% | SERVICENOW INC SEDOL B80NXX8 | 0.63% | LOCKHEED MARTIN CORP SEDOL 2522096 | 0.62% | TAKE-TWO INTERACTIVE SOFTWRE SEDOL 2122117 | 0.61% | AMGEN INC SEDOL 2023607 | 0.60% | MERCK & CO. INC. SEDOL 2778844 | 0.58% | COMCAST CORP-CLASS A SEDOL 2044545 | 0.54% | NORTHROP GRUMMAN CORP SEDOL 2648806 | 0.50% | HONEYWELL INTERNATIONAL INC SEDOL 2020459 | 0.50% | ACTIVISION BLIZZARD INC SEDOL 2575818 | 0.50% | ABBOTT LABORATORIES SEDOL 2002305 | 0.49% | FNMA FN30 MA3563 UMBS 04.0000 01/01/2049 | 0.49% | STARBUCKS CORP SEDOL 2842255 | 0.48% | BOOKING HOLDINGS INC SEDOL BDRXDB4 | 0.48% | DOCUSIGN INC SEDOL BFYT7B7 | 0.46% | METLIFE INC SEDOL 2573209 | 0.45% | VEEVA SYSTEMS INC-CLASS A SEDOL BFH3N85 | 0.42% | OTIS WORLDWIDE CORP SEDOL BK531S8 | 0.41% | AMERICAN ELECTRIC POWER SEDOL 2026242 | 0.37% | CROWN CASTLE INTL CORP SEDOL BTGQCX1 | 0.37% | WASTE MANAGEMENT INC SEDOL 2937667 | 0.36% | EDWARDS LIFESCIENCES CORP SEDOL 2567116 | 0.36% | XILINX INC SEDOL 2985677 | 0.36% | AGNC INVESTMENT CORP SEDOL BYYHJL8 | 0.36% | ELI LILLY & CO SEDOL 2516152 | 0.34% | AUTODESK INC SEDOL 2065159 | 0.34% | BIOGEN INC SEDOL 2455965 | 0.33% | MCKESSON CORP SEDOL 2378534 | 0.33% | MORGAN STANLEY | 0.33% | EXELON CORP SEDOL 2670519 | 0.32% | CUMMINS INC SEDOL 2240202 | 0.32% | ANNALY CAPITAL MANAGEMENT IN SEDOL 2113456 | 0.31% | JPMORGAN CHASE & CO 03.9640 11/15/2048 | 0.30% | MONDELEZ INTERNATIONAL INC-A SEDOL B8CKK03 | 0.30% | EQUINIX INC SEDOL BVLZX12 | 0.30% | AT&T INC SEDOL 2831811 | 0.30% | FORTINET INC SEDOL B5B2106 | 0.29% | CLOROX COMPANY SEDOL 2204026 | 0.28% | DANAHER CORP SEDOL 2250870 | 0.28% | TARGET CORP SEDOL 2259101 | 0.28% | PHILLIPS 66 SEDOL B78C4Y8 | 0.28% | FACEBOOK INC-CLASS A SEDOL B7TL820 | 0.27% | BRISTOL-MYERS SQUIBB CO SEDOL 2126335 | 0.27% | PFIZER INC SEDOL 2684703 | 0.27% | CADENCE DESIGN SYS INC SEDOL 2302232 | 0.26% | ABBVIE INC SEDOL B92SR70 | 0.25% | KINDER MORGAN INC SEDOL B3NQ4P8 | 0.25% | TREASURY BILL 00.0000 08/13/2020 | 0.25% | AMERIPRISE FINANCIAL INC SEDOL B0J7D57 | 0.23% | SYNOPSYS INC SEDOL 2867719 | 0.23% | TRANE TECHNOLOGIES PLC SEDOL BK9ZQ96 | 0.23% | BANK OF AMERICA CORP 06.1100 01/29/2037 | 0.23% | TREASURY BILL 00.0000 06/25/2020 | 0.23% | FNMA FN30 AS7003 UMBS 03.0000 04/01/2046 | 0.22% | KLA CORP SEDOL 2480138 | 0.22% | ATLASSIAN CORP PLC-CLASS A SEDOL BZ09BD1 | 0.22% | CAPITAL ONE FINANCIAL CORP SEDOL 2654461 | 0.22% | HILTON WORLDWIDE HOLDINGS IN SEDOL BYVMW06 | 0.22% | REGENERON PHARMACEUTICALS SEDOL 2730190 | 0.22% | ROCHE HOLDING AG-GENUSSCHEIN SEDOL 7110388 | 0.22% | HERSHEY CO/THE SEDOL 2422806 | 0.21% | ZIMMER BIOMET HOLDINGS INC SEDOL 2783815 | 0.20% | GOLDMAN SACHS GROUP INC SEDOL 2407966 | 0.20% | DELTA AIR LINES INC SEDOL B1W9D46 | 0.20% | REPUBLIC OF INDONESIA REGS 05.8750 01/15/2024 | 0.19% | ALLSTATE CORP SEDOL 2019952 | 0.19% | CITIGROUP INC 03.6680 07/24/2028 | 0.19% | STARWOOD PROPERTY TRUST INC SEDOL B3PQ520 | 0.19% | JOHNSON CONTROLS INTERNATION SEDOL BY7QL61 | 0.19% | NOVARTIS AG-REG SEDOL 7103065 | 0.18% | EVERGY INC SEDOL BFMXGR0 | 0.18% | UBS GROUP AG P/P 144A 03.4910 05/23/2023 | 0.18% | MORGAN STANLEY 03.6250 01/20/2027 | 0.18% | PUBLIC SERVICE ENTERPRISE GP SEDOL 2707677 | 0.18% | TREASURY BILL 00.0000 07/09/2020 | 0.18% | LEIDOS HOLDINGS INC SEDOL BDV82B8 | 0.17% | LAM RESEARCH CORP SEDOL 2502247 | 0.17% | DROPBOX INC-CLASS A SEDOL BG0T321 | 0.17% | FNMA FN30 BC2733 UMBS 03.0000 05/01/2046 | 0.17% | NESTLE SA-REG SEDOL 7123870 | 0.17% | PULTEGROUP INC SEDOL 2708841 | 0.16% | SYNCHRONY FINANCIAL SEDOL BP96PS6 | 0.16% | AT&T INC 04.1000 02/15/2028 | 0.15% | ABBVIE INC P/P 144A 03.2000 11/21/2029 | 0.15% | AMETEK INC SEDOL 2089212 | 0.15% | ENTERGY CORP SEDOL 2317087 | 0.15% | NOVO NORDISK A/S-B SEDOL BHC8X90 | 0.14% | VISTRA ENERGY CORP SEDOL BZ8VJQ8 | 0.14% | THERMO FISHER SCIENTIFIC INC SEDOL 2886907 | 0.14% | GOLDMAN SACHS GROUP INC 02.6000 12/27/2020 | 0.14% | DISCOVER FINANCIAL SERVICES SEDOL B1YLC43 | 0.14% | VERIZON COMM 04.3290 09/21/2028 | 0.14% | AVERY DENNISON CORP SEDOL 2066408 | 0.14% | SYSCO CORP SEDOL 2868165 | 0.13% | VERISK ANALYTICS INC SEDOL B4P9W92 | 0.13% | ROYAL DUTCH SHELL PLC-B SHS SEDOL B03MM40 | 0.13% | TREASURY BILL 00.0000 09/10/2020 | 0.13% | ESSEX PROPERTY TRUST INC SEDOL 2316619 | 0.13% | FIVE CORNERS FUNDING P/P 144A 04.4190 11/15/2023 | 0.13% | HOLOGIC INC SEDOL 2433530 | 0.13% | COMMONWEALTH BK AUST P/P 144A 02.2000 11/09/2020 | 0.13% | IBM CORP 01.8750 08/01/2022 | 0.12% | WEST PHARMACEUTICAL SERVICES SEDOL 2950482 | 0.12% | BOOZ ALLEN HAMILTON HOLDINGS SEDOL B5367T7 | 0.12% | SONY CORP SEDOL 6821506 | 0.12% | FIFTH THIRD BANCORP SEDOL 2336747 | 0.12% | REPUBLIC SERVICES INC SEDOL 2262530 | 0.11% | ALLIANZ SE-REG SEDOL 5231485 | 0.11% | DOVER CORP SEDOL 2278407 | 0.11% | FNMA FN30 AS7154 UMBS 03.0000 05/01/2046 | 0.11% | DEUTSCHE TELEKOM AG-REG SEDOL 5842359 | 0.11% | EASTMAN CHEMICAL CO SEDOL 2298386 | 0.11% | ENEL SPA SEDOL 7144569 | 0.11% | CF INDUSTRIES HOLDINGS INC SEDOL B0G4K50 | 0.11% | INVITATION HOMES INC SEDOL BD81GW9 | 0.11% | L OREAL SEDOL 4057808 | 0.11% | AES CORP SEDOL 2002479 | 0.11% | ALPHABET INC 03.6250 05/19/2021 | 0.11% | TELEDYNE TECHNOLOGIES INC SEDOL 2503477 | 0.11% | CVS HEALTH CORP 04.7800 03/25/2038 | 0.10% | DEUTSCHE POST AG-REG SEDOL 4617859 | 0.10% | NINTENDO CO LTD SEDOL 6639550 | 0.10% | PINNACLE WEST CAPITAL SEDOL 2048804 | 0.10% | AVALONBAY COMMUNITIES INC SEDOL 2131179 | 0.10% | CENTERPOINT ENERGY INC SEDOL 2440637 | 0.10% | GARMIN LTD SEDOL B3Z5T14 | 0.10% | TREASURY BILL 00.0000 09/03/2020 | 0.10% | HERMES INTERNATIONAL SEDOL 5253973 | 0.10% | TOTAL CAPITAL INTL SA USD 02.7500 06/19/2021 | 0.10% | EXXON MOBIL CORPORATION 02.2220 03/01/2021 | 0.10% | FAIR ISAAC CORP SEDOL 2330299 | 0.10% | DUKE REALTY CORP SEDOL 2284084 | 0.10% | CBRE GROUP INC - A SEDOL B6WVMH3 | 0.10% | MGM RESORTS INTERNATIONAL SEDOL 2547419 | 0.10% | SALESFORCE.COM INC 03.7000 04/11/2028 | 0.10% | DEUTSCHE TELEKOM INT FIN USD 08.7500 06/15/2030 | 0.10% | MBX.FN30.500.10 R USL1M P 01/12/41 BC | 0.10% | RIO TINTO PLC SEDOL 0718875 | 0.10% | SANDVIK AB SEDOL B1VQ252 | 0.10% | KINDER MORGAN INC 03.1500 01/15/2023 | 0.10% | SWISS RE TREAS P/P 144A 04.2500 12/06/2042 | 0.10% | COMCAST CORP 03.9690 11/01/2047 | 0.09% | BERRY GLOBAL GROUP INC SEDOL B8BR3H3 | 0.09% | KDDI CORP SEDOL 6248990 | 0.09% | SUMITOMO MITSUI FINANCIAL GR SEDOL 6563024 | 0.09% | AMERICAN TOWER CORPORATION 02.7500 01/15/2027 | 0.09% | AVALARA INC SEDOL BZ1NVP4 | 0.09% | GILEAD SCIENCES INC SEDOL 2369174 | 0.09% | INDUSTRIA DE DISENO TEXTIL SEDOL BP9DL90 | 0.09% | LINCOLN NATIONAL CORP SEDOL 2516378 | 0.09% | EQUITY RESIDENTIAL TR REIT | 0.09% | KERING SEDOL 5505072 | 0.09% | APPLE INC 04.3750 05/13/2045 | 0.09% | WOLTERS KLUWER SEDOL 5671519 | 0.09% | ASTELLAS PHARMA INC SEDOL 6985383 | 0.09% | DAIKIN INDUSTRIES LTD SEDOL 6250724 | 0.09% | HOYA CORP SEDOL 6441506 | 0.09% | AMAZON.COM INC 03.1500 08/22/2027 | 0.09% | NOVARTIS CAPITAL CORP 04.0000 11/20/2045 | 0.09% | PARTNERS GROUP HOLDING AG SEDOL B119QG0 | 0.09% | ANGLO AMER PLC SEDOL B1XZS82 | 0.09% | DENTSPLY SIRONA INC SEDOL BYNPPC6 | 0.09% | DUPONT DE NEMOURS INC SEDOL BK0VN47 | 0.09% | ROGERS COMMUNICATIONS IN USD 04.5000 03/15/2043 | 0.09% | SHIONOGI & CO LTD SEDOL 6804682 | 0.09% | UNITED AIRLINES HOLDINGS INC SEDOL B4QG225 | 0.09% | GOLDMAN SACHS GROUP INC 04.2230 05/01/2029 | 0.08% | ITOCHU CORP SEDOL 6467803 | 0.08% | APTARGROUP INC SEDOL 2045247 | 0.08% | ESSITY AKTIEBOLAG-B SEDOL BF1K7P7 | 0.08% | FERGUSON PLC SEDOL BJVNSS4 | 0.08% | HEICO CORP SEDOL 2419217 | 0.08% | BERKSHIRE HATHAWAY FIN 04.2500 01/15/2021 | 0.08% | HITACHI LTD SEDOL 6429104 | 0.08% | UNITEDHEALTH GROUP INC 02.7500 02/15/2023 | 0.08% | ALLISON TRANSMISSION HOLDING SEDOL B4PZ892 | 0.08% | ALLY FINANCIAL INC SEDOL B72XK05 | 0.08% | BNP PARIBAS SEDOL 7309681 | 0.08% | WALMART INC SEDOL 2936921 | 0.08% | BROADCOM CRP / CAYM 03.5000 01/15/2028 | 0.08% | CWALT 2006-OA10 4A1 00.3583 08/25/2046 | 0.08% | COMM 2013-CR13 AM 04.4490 11/10/2046 | 0.08% | KONINKLIJKE AHOLD DELHAIZE N SEDOL BD0Q398 | 0.08% | AT&T INC 04.7500 05/15/2046 | 0.08% | ENTERPRISE PRODUCTS OPER 04.2500 02/15/2048 | 0.08% | TCI COMMUNICATIONS INC 07.1250 02/15/2028 | 0.08% | WESFARMERS LTD SEDOL 6948836 | 0.08% | BRISTOL-MYERS P/P 144A 02.9000 07/26/2024 | 0.08% | IHS MARKIT LTD P/P 144A 04.7500 02/15/2025 | 0.08% | ONCOR ELECTRIC DELIV 03.7500 04/01/2045 | 0.08% | AXALTA COATING SYSTEMS LTD SEDOL BSFWCF5 | 0.08% | GNMA GII30 4246 06.5000 09/20/2038 | 0.08% | CARLSBERG AS-B SEDOL 4169219 | 0.07% | CROWN HOLDINGS INC | 0.07% | LEGAL & GENERAL GROUP PLC SEDOL 0560399 | 0.07% | PETROBRAS GLOBAL FINANCE USD 06.2500 03/17/2024 | 0.07% | DUKE ENERGY CORP 04.2000 06/15/2049 | 0.07% | ORACLE CORP 02.5000 10/15/2022 | 0.07% | VEREIT INC SEDOL BYVVTJ1 | 0.07% | COVESTRO AG SEDOL BYTBWY9 | 0.07% | SHIN-ETSU CHEMICAL CO LTD SEDOL 6804585 | 0.07% | COMMONWEALTH BK AUST P/P 144A 03.1500 09/19/2027 | 0.07% | CSX CORP 04.1000 03/15/2044 | 0.07% | KINDER MORGAN ENER PART 03.5000 03/01/2021 | 0.07% | MICROSOFT CORP 01.5500 08/08/2021 | 0.07% | SUN COMMUNITIES INC SEDOL 2860257 | 0.07% | COSTAR GROUP INC SEDOL 2262864 | 0.07% | DIAMOND 1 FIN/DIAM P/P 144A 06.0200 06/15/2026 | 0.07% | VERIZON COMMUNICATIONS 04.4000 11/01/2034 | 0.07% | WELLS FARGO & COMPANY 02.6000 07/22/2020 | 0.07% | AMAZON.COM INC 03.3000 12/05/2021 | 0.07% | ECOLAB INC 03.2500 12/01/2027 | 0.07% | ENERGY TRANSFER OPERATNG 06.6250 02/15/2028 | 0.07% | HILL-ROM HOLDINGS INC SEDOL 2425924 | 0.07% | MONSTER BEVERAGE CORP SEDOL BZ07BW4 | 0.07% | TREASURY BILL 00.0000 08/20/2020 | 0.07% | UNION PACIFIC CORP SEDOL 2914734 | 0.07% | ASPEN TECHNOLOGY INC SEDOL 2051868 | 0.07% | NSTAR ELECTRIC CO 02.3750 10/15/2022 | 0.07% | BALL CORP SEDOL 2073022 | 0.07% | BP CAP MARKETS AMERICA 03.1190 05/04/2026 | 0.07% | CISCO SYSTEMS INC 02.2000 02/28/2021 | 0.07% | FIDELITY NATIONAL FINANCIAL SEDOL BNBRDD4 | 0.07% | INTERPUBLIC GROUP COS 04.6500 10/01/2028 | 0.07% | JOHNSON CONTROLS INTL PL 04.9500 07/02/2064 | 0.07% | SHELL INTERNATIONAL FIN USD 02.8750 05/10/2026 | 0.07% | JPMORGAN CHASE & CO 04.6000 02/01/2025 | 0.06% | SKANDINAVISKA ENSKILDA BAN-A SEDOL 4813345 | 0.06% | WH GROUP LTD SEDOL BLLHKZ1 | 0.06% | FNMA FN40 BF0171 UMBS 04.0000 01/01/2057 | 0.06% | AVIVA PLC SEDOL 0216238 | 0.06% | CWALT 2006-OA7 1A2 02.6305 06/25/2046 | 0.06% | GENERAL MOTORS FINL CO 04.0000 10/06/2026 | 0.06% | SIRIUS XM RADIO INC P/P 144A 05.0000 08/01/2027 | 0.06% | AXIS CAPITAL HOLDINGS LTD SEDOL 2677606 | 0.06% | BANCO BILBAO VIZCAYA ARGENTA SEDOL 5501906 | 0.06% | CAMDEN PROPERTY TRUST SEDOL 2166320 | 0.06% | PPG INDUSTRIES INC SEDOL 2698470 | 0.06% | BOSTON PROPERTIES INC SEDOL 2019479 | 0.06% | OMNICOM GP/OMNICOM CAP 03.6000 04/15/2026 | 0.06% | RELIANCE STEEL & ALUMINUM SEDOL 2729068 | 0.06% | CAMDEN PROPERTY TRUST 04.8750 06/15/2023 | 0.06% | DEUTSCHE BOERSE AG SEDOL 7021963 | 0.06% | DOLLAR GENERAL CORP 03.2500 04/15/2023 | 0.06% | GNMA GII30 4581 06.5000 11/20/2039 | 0.06% | VOLKSWAGEN AG PFD SEDOL 5497168 | 0.06% | CATERPILLAR INC SEDOL 2180201 | 0.06% | DISCOVERY INC - A SEDOL B3D7K31 | 0.06% | ERAC USA FINANCE LLC P/P 144A 05.6250 03/15/2042 | 0.06% | NIPPON TELEGRAPH & TELEPHONE SEDOL 6641373 | 0.06% | VORNADO REALTY TRUST SEDOL 2933632 | 0.06% | CSC HOLDINGS LLC 05.2500 06/01/2024 | 0.06% | NORTHROP GRUMMAN CORP 03.2500 01/15/2028 | 0.06% | BRITISH AMERICAN TOBACCO PLC SEDOL 0287580 | 0.06% | CK ASSET HOLDINGS LTD SEDOL BYZQ077 | 0.06% | ORIX CORP SEDOL 6661144 | 0.06% | TREASURY BILL 00.0000 08/06/2020 | 0.06% | WALT DISNEY COMPANY 07.7500 12/01/2045 | 0.06% | HONEYWELL INTL 03.8120 11/21/2047 | 0.06% | PEUGEOT SA SEDOL 7103526 | 0.06% | WOOLWORTHS GROUP LTD SEDOL 6981239 | 0.06% | AMERICAN ELECTRIC POWER 04.3000 12/01/2028 | 0.06% | ERAC USA FINANCE LLC P/P 144A 07.0000 10/15/2037 | 0.06% | FISERV INC 04.2000 10/01/2028 | 0.06% | NEWMARKET CORP SEDOL B01CGF1 | 0.06% | PPL CAPITAL FUNDING INC 04.2000 06/15/2022 | 0.06% | TORONTO-DOMINION BANK USD 03.6250 09/15/2031 | 0.06% | ALNYLAM PHARMACEUTICALS INC SEDOL B00FWN1 | 0.05% | AMER TRANS SYST P/P 144A 05.0000 09/01/2044 | 0.05% | CRH PLC SEDOL 4182249 | 0.05% | MERCK & CO INC 03.7000 02/10/2045 | 0.05% | T-MOBILE USA INC P/P 144A 03.7500 04/15/2027 | 0.05% | DUKE ENERGY CORP 03.1500 08/15/2027 | 0.05% | EQUITY LIFESTYLE PROPERTIES SEDOL 2563125 | 0.05% | GLAXOSMITHKLINE PLC SEDOL 0925288 | 0.05% | TREASURY BILL 00.0000 07/23/2020 | 0.05% | CITIGROUP INC 02.6500 10/26/2020 | 0.05% | GLOBAL PAYMENTS INC 04.0000 06/01/2023 | 0.05% | NEXON CO LTD SEDOL B63QM77 | 0.05% | AURIZON HOLDINGS LTD SEDOL B87CVM3 | 0.05% | BHP GROUP PLC SEDOL BH0P3Z9 | 0.05% | COMPASS GROUP PLC SEDOL BD6K457 | 0.05% | FAURECIA SEDOL 4400446 | 0.05% | TOSHIBA CORP SEDOL 6897217 | 0.05% | EXPEDIA GROUP INC SEDOL B748CK2 | 0.05% | NIELSEN HOLDINGS PLC SEDOL BWFY550 | 0.05% | WILLIS TOWERS WATSON PLC USD 05.7500 03/15/2021 | 0.05% | WR BERKLEY CORP SEDOL 2093644 | 0.05% | ZOETIS INC SEDOL B95WG16 | 0.05% | ASSOCIATED BRITISH FOODS PLC SEDOL 0673123 | 0.05% | CELANESE CORP SEDOL B05MZT4 | 0.05% | E.ON SE SEDOL 4942904 | 0.05% | GNMA GII30 4269 06.5000 10/20/2038 | 0.05% | ROKU INC SEDOL BZ1LFG7 | 0.05% | SPST 2019-3 A 00.8683 06/24/2020 | 0.05% | CIGNA CORP 03.7500 07/15/2023 | 0.05% | CITIGROUP INC 03.8870 01/10/2028 | 0.05% | CREDIT AGRICOLE SA SEDOL 7262610 | 0.05% | GOODMAN GROUP SEDOL B03FYZ4 | 0.05% | MWST 2019-1 A 00.9683 06/25/2052 | 0.05% | STMICROELECTRONICS NV SEDOL 5962332 | 0.05% | STORE CAPITAL CORP SEDOL BSKRKJ5 | 0.05% | TPAT 2018-SL1 A P/P 144A 00.7683 01/25/2046 | 0.05% | CAS 2015-C04 2M2 05.7183 04/25/2028 | 0.05% | COMM 2012-LC4 C 05.5363 12/10/2044 | 0.05% | CSMC 2016-NXSR C 04.3586 12/15/2049 | 0.05% | GAMING AND LEISURE PROPERTIE SEDOL BFPK4S5 | 0.05% | OTSUKA CORP SEDOL 6267058 | 0.05% | 3I GROUP PLC SEDOL B1YW440 | 0.04% | AENA SME SA SEDOL BVRZ8L1 | 0.04% | ALKERMES PLC SEDOL B3P6D26 | 0.04% | APARTMENT INVT & MGMT CO -A SEDOL BJLNBG3 | 0.04% | ARKEMA SEDOL B0Z5YZ2 | 0.04% | CON EDISON CO OF NY INC 04.2000 03/15/2042 | 0.04% | EOG RESOURCES INC 02.6250 03/15/2023 | 0.04% | EQUINOR ASA USD 05.1000 08/17/2040 | 0.04% | RAYTHEON COMPANY 02.5000 12/15/2022 | 0.04% | ROYAL BANK OF CANADA USD 04.6500 01/27/2026 | 0.04% | BRAMBLES LTD SEDOL B1FJ0C0 | 0.04% | LEGRAND SA SEDOL B11ZRK9 | 0.04% | NCHET 2003-4 M1 01.2933 10/25/2033 | 0.04% | SMC CORP SEDOL 6763965 | 0.04% | LPL FINANCIAL HOLDINGS INC SEDOL B75JX34 | 0.04% | MORGAN STANLEY 04.3750 01/22/2047 | 0.04% | NOMURA RESEARCH INSTITUTE LT SEDOL 6390921 | 0.04% | PACKAGING CORP OF AMERIC 04.5000 11/01/2023 | 0.04% | SPST 2019-7 A 00.8683 09/24/2020 | 0.04% | TEMPUR SEALY INTERNATIONAL I SEDOL 2216991 | 0.04% | AIR LEASE CORP 02.5000 03/01/2021 | 0.04% | BANK OF AMERICA CORP 06.1000 12/29/2049 | 0.04% | REINSURANCE GROUP OF AMERICA SEDOL 2731193 | 0.04% | TREASURY BILL 00.0000 06/11/2020 | 0.04% | ACS ACTIVIDADES SEDOL B01FLQ6 | 0.04% | AMERICAN INTL GROUP 08.1750 05/15/2058 | 0.04% | ASML HOLDING NV SEDOL B929F46 | 0.04% | HYATT HOTELS CORP 04.8500 03/15/2026 | 0.04% | ITOCHU TECHNO-SOLUTIONS CORP SEDOL 6200194 | 0.04% | ORACLE CORP 05.3750 07/15/2040 | 0.04% | US FOODS HOLDING CORP SEDOL BYVFC94 | 0.04% | ADECCO GROUP AG-REG SEDOL 7110720 | 0.04% | FORTESCUE METALS GROUP LTD SEDOL B2B2B49 | 0.04% | PETROLEOS MEXICANOS P/P 144A 06.8400 01/23/2030 | 0.04% | REGIONS FINANCIAL CORP 02.7500 08/14/2022 | 0.04% | SPST 2019-11 A 00.9183 10/24/2020 | 0.04% | ASTRAZENECA PLC SEDOL 0989529 | 0.04% | BANK LEUMI LE-ISRAEL SEDOL 6076425 | 0.04% | CAS 2016-C02 1M2 06.1683 09/25/2028 | 0.04% | CSC HOLDINGS LLC 06.7500 11/15/2021 | 0.04% | GALAPAGOS NV SEDOL B07Q2V5 | 0.04% | PFIZER INC 03.0000 12/15/2026 | 0.04% | APPLE INC 03.4500 05/06/2024 | 0.04% | COSTCO WHOLESALE CORP SEDOL 2701271 | 0.04% | SOUTHERN CO/THE SEDOL 2829601 | 0.04% | AT&T INC 02.9500 07/15/2026 | 0.04% | CAS 2016-C01 1M2 06.9183 08/25/2028 | 0.04% | CCO HOLDINGS LLC P/P 144A 05.3750 06/01/2029 | 0.04% | CVS HEALTH CORP 03.7000 03/09/2023 | 0.04% | ECOLAB INC 04.3500 12/08/2021 | 0.04% | EIFFAGE SEDOL B13X013 | 0.04% | FIAT CHRYSLER AUTOMOBILES NV SEDOL BRJFWP3 | 0.04% | HUNTINGTON BANCSHARES 04.3500 02/04/2023 | 0.04% | MGIC INVESTMENT CORP SEDOL 2548616 | 0.04% | PETROBRAS GLOBAL FINANCE USD 07.3750 01/17/2027 | 0.04% | SPRINT CORP 07.8750 09/15/2023 | 0.04% | AMDOCS LTD SEDOL 2256908 | 0.04% | CARDINAL HEALTH INC SEDOL 2175672 | 0.04% | CITIGROUP INC 04.4500 09/29/2027 | 0.04% | CVS PASS-THROUGH P/P 144A 04.7040 01/10/2036 | 0.04% | GLENCORE FUNDING LLC P/P 144A 04.0000 04/16/2025 | 0.04% | JUST EAT TAKEAWAY SEDOL BYQ7HZ6 | 0.04% | NTT DOCOMO INC SEDOL 6129277 | 0.04% | ORACLE CORP 04.0000 11/15/2047 | 0.04% | ARISTOCRAT LEISURE LTD SEDOL 6253983 | 0.04% | BAUSCH HLTH COS INC P/P 144A 06.1250 04/15/2025 | 0.04% | BMW US CAPITAL LLC P/P 144A 02.0000 04/11/2021 | 0.04% | FAIRFAX FINL HLDGS USD 04.8500 04/17/2028 | 0.04% | FEDERAL REALTY INVS TRUST SEDOL 2333931 | 0.04% | IDACORP INC SEDOL 2296937 | 0.04% | MACQUARIE BANK LTD P/P 144A 02.8500 07/29/2020 | 0.04% | POPULAR INC SEDOL B86QM90 | 0.04% | SARTORIUS STEDIM BIOTECH SEDOL BYZ2QP5 | 0.04% | SNAM SPA SEDOL 7251470 | 0.04% | TOKYO ELECTRON LTD SEDOL 6895675 | 0.04% | VERIZON COMMUNICATIONS 05.2500 03/16/2037 | 0.04% | WESTROCK MWV LLC 08.2000 01/15/2030 | 0.04% | ZOETIS INC 03.9000 08/20/2028 | 0.04% | ANHEUSER-BUSCH CO/IN 03.6500 02/01/2026 | 0.03% | CHS/COMMUNITY HEALTH SYS 06.2500 03/31/2023 | 0.03% | CISCO SYSTEMS INC 02.5000 09/20/2026 | 0.03% | COMMONWEALTH EDISON CO 05.9000 03/15/2036 | 0.03% | JPMBB 2013-C15 C 05.1970 11/15/2045 | 0.03% | MICROCHIP TECH INC 04.3330 06/01/2023 | 0.03% | SEI INVESTMENTS COMPANY SEDOL 2793610 | 0.03% | WEST JAPAN RAILWAY CO SEDOL 6957995 | 0.03% | AGL ENERGY LTD SEDOL BSS7GP5 | 0.03% | ALPHABET INC 01.9980 08/15/2026 | 0.03% | BMW US CAPITAL LLC P/P 144A 03.9500 08/14/2028 | 0.03% | BP CAPITAL MARKETS PLC USD 03.2790 09/19/2027 | 0.03% | CROWN CASTLE INTL CORP 03.6500 09/01/2027 | 0.03% | CROWN CASTLE INTL CORP 03.7000 06/15/2026 | 0.03% | ENI SPA SEDOL 7145056 | 0.03% | EXTENDED STAY AMERICA INC SEDOL BGH3F75 | 0.03% | LAMB WESTON HOLDINGS P/P 144A 04.8750 11/01/2026 | 0.03% | NEW RESIDENTIAL INVESTMENT SEDOL BRJ9GW0 | 0.03% | NRG ENERGY INC P/P 144A 04.4500 06/15/2029 | 0.03% | PRUDENTIAL FINANCIAL INC 05.2000 03/15/2044 | 0.03% | SHERWIN-WILLIAMS CO 03.4500 06/01/2027 | 0.03% | SPECTRA ENERGY PARTNERS 03.3750 10/15/2026 | 0.03% | SPST 2020-2 A 00.9983 03/26/2021 | 0.03% | ASHLAND GLOBAL HOLDINGS INC SEDOL BYND5N1 | 0.03% | BERKSHIRE HATHAWAY FIN 04.3000 05/15/2043 | 0.03% | DAIWA HOUSE INDUSTRY CO LTD SEDOL 6251363 | 0.03% | DNB NOR ASA SEDOL 4263304 | 0.03% | FIDELITY NATL INFO SERV 03.7500 05/21/2029 | 0.03% | ISRAEL DISCOUNT BANK -A SEDOL 6451271 | 0.03% | KBC GROUP NV SEDOL 4497749 | 0.03% | MICROSOFT CORP 05.3000 02/08/2041 | 0.03% | AES CORP/THE 05.5000 04/15/2025 | 0.03% | ALLY FINANCIAL INC 08.0000 11/01/2031 | 0.03% | CAS 2016-C04 1M2 04.4183 01/25/2029 | 0.03% | COCA-COLA HBC AG-DI SEDOL B9895B7 | 0.03% | CONCHO RESOURCES INC 03.7500 10/01/2027 | 0.03% | STANDARD IND INC P/P 144A 05.0000 02/15/2027 | 0.03% | TENET HEALTHCARE P/P 144A 04.8750 01/01/2026 | 0.03% | DISH DBS CORP 05.8750 11/15/2024 | 0.03% | PUBLIC SERVICE ELECTRIC 05.5000 03/01/2040 | 0.03% | SUN HUNG KAI PROPERTIES SEDOL 6859927 | 0.03% | TELSTRA CORP LTD SEDOL 6087289 | 0.03% | ABN AMRO BANK NV-CVA SEDOL BYQP136 | 0.03% | APPLE INC 03.8500 05/04/2043 | 0.03% | DBS GROUP HOLDINGS LTD SEDOL 6175203 | 0.03% | ENBRIDGE INC USD 04.2500 12/01/2026 | 0.03% | GOLDMAN SACHS GROUP INC 06.7500 10/01/2037 | 0.03% | KKR GROUP FIN CO III P/P 144A 05.1250 06/01/2044 | 0.03% | LIBERTY MEDIA COR-SIRIUSXM A SEDOL BD8QGF7 | 0.03% | MOODY S CORP | 0.03% | NEUROCRINE BIOSCIENCES INC SEDOL 2623911 | 0.03% | SAIL 2004-10 A10 01.0683 11/25/2034 | 0.03% | SERVICE CORP INTL 05.3750 05/15/2024 | 0.03% | SHERWIN-WILLIAMS CO/THE SEDOL 2804211 | 0.03% | VOLVO AB-B SHS SEDOL B1QH830 | 0.03% | WFRBS 2013-C12 AS 03.5600 03/15/2048 | 0.03% | YANGZIJIANG SHIPBUILDING SEDOL B1VT035 | 0.03% | AMERICAN FINANCIAL GROUP INC SEDOL 2134532 | 0.03% | CF INDUSTRIES INC P/P 144A 04.5000 12/01/2026 | 0.03% | CURTISS-WRIGHT CORP SEDOL 2241205 | 0.03% | HENDERSON LAND DEVELOPMENT SEDOL 6420538 | 0.03% | INTERNATIONAL PAPER CO 03.0000 02/15/2027 | 0.03% | KAO CORP SEDOL 6483809 | 0.03% | KEURIG DR PEPPER INC 04.5970 05/25/2028 | 0.03% | M3 INC SEDOL B02K2M3 | 0.03% | OUTFRONT MEDIA INC SEDOL BSP6611 | 0.03% | S&P GLOBAL INC 02.5000 12/01/2029 | 0.03% | SINGAPORE EXCHANGE LTD SEDOL 6303866 | 0.03% | UNILEVER PLC SEDOL B10RZP7 | 0.03% | WASTE CONNECTIONS INC 03.5000 05/01/2029 | 0.03% | BANK OF MONTREAL USD 03.1000 04/13/2021 | 0.03% | BOC HONG KONG HOLDINGS LTD SEDOL 6536112 | 0.03% | BRIXMOR PROPERTY GROUP INC SEDOL BFTDJL8 | 0.03% | CHEMED CORP SEDOL 2190084 | 0.03% | CK HUTCHISON HOLDINGS LTD SEDOL BW9P816 | 0.03% | CONSOLIDATED EDISON INC SEDOL 2216850 | 0.03% | FHR 3065 DC 19.3091 03/15/2035 | 0.03% | FIRSTENERGY TRANSMIS P/P 144A 05.4500 07/15/2044 | 0.03% | FUJITSU LTD SEDOL 6356945 | 0.03% | GENERAL DYNAMICS CORP 02.2500 11/15/2022 | 0.03% | OMV AG SEDOL 4651459 | 0.03% | SPRINT CAPITAL CORPORATION 06.8750 11/15/2028 | 0.03% | TRANSDIGM INC. P/P 144A 06.2500 03/15/2026 | 0.03% | TWDC ENTERPRISES 18 CORP 02.7500 08/16/2021 | 0.03% | WAMU 2005-AR9 A1C3 01.1283 07/25/2045 | 0.03% | WEINGARTEN REALTY INVESTORS SEDOL 2946618 | 0.03% | WEYERHAEUSER CO 07.3750 03/15/2032 | 0.03% | AIG GLOBAL FUNDING P/P 144A 02.1500 07/02/2020 | 0.03% | CELLNEX TELECOM SA SEDOL BX90C05 | 0.03% | ENERGY TRANSFER OPERATNG 03.7500 05/15/2030 | 0.03% | EQUINOR ASA USD 02.9000 11/08/2020 | 0.03% | FAIRFAX US INC P/P 144A 04.8750 08/13/2024 | 0.03% | HSBC HOLDINGS PLC SEDOL 0540528 | 0.03% | MBX.FN30.500.09 R USL1M P 01/12/40 BC | 0.03% | OBAYASHI CORP SEDOL 6656407 | 0.03% | PETROLEOS MEXICANOS P/P 144A 07.6900 01/23/2050 | 0.03% | SANTOS LTD SEDOL 6776703 | 0.03% | WILMAR INTERNATIONAL LTD SEDOL B17KC69 | 0.03% | CHENIERE CORP CHRIST 05.1250 06/30/2027 | 0.02% | CLP HOLDINGS LTD SEDOL 6097017 | 0.02% | MARATHON PETRO CORP 06.5000 03/01/2041 | 0.02% | NEUBERGER BERMAN GRP P/P 144A 04.8750 04/15/2045 | 0.02% | SEK/USD 06/17/2020 SSBT | 0.02% | SUZUKEN CO LTD SEDOL 6865560 | 0.02% | TARGA RESOURCES PART 05.0000 01/15/2028 | 0.02% | VERTIV TLB L+300 04.6550 03/02/2027 | 0.02% | ALFRESA HOLDINGS CORP SEDOL 6687214 | 0.02% | AMERICAN CAMPUS COMMUNITIES SEDOL B02H871 | 0.02% | COMM 2014-UBS6 XA IO 00.8907 12/10/2047 | 0.02% | CROWN CASTLE INTL CORP 03.8000 02/15/2028 | 0.02% | HCA INC. 05.3750 09/01/2026 | 0.02% | JONES LANG LASALLE INC SEDOL 2040640 | 0.02% | KEURIG DR PEPPER INC 04.4170 05/25/2025 | 0.02% | NOMURA REAL ESTATE HOLDINGS SEDOL B1CWJM5 | 0.02% | PPSI 2004-WCW2 M3 01.2183 10/25/2034 | 0.02% | PULTEGROUP INC 05.5000 03/01/2026 | 0.02% | REPUBLIC OF PERU USD 02.3920 01/23/2026 | 0.02% | SAGE THERAPEUTICS INC SEDOL BP4GNK9 | 0.02% | TAYLOR WIMPEY PLC SEDOL 0878230 | 0.02% | TWO HARBORS INVESTMENT CORP SEDOL BD832H2 | 0.02% | ZURICH INSURANCE GROUP AG SEDOL 5983816 | 0.02% | ABBVIE INC P/P 144A 03.4500 03/15/2022 | 0.02% | ALIMENTATION COUCHE-TARD 3.550000 07/26/2027 | 0.02% | APPLE INC 02.8500 05/11/2024 | 0.02% | CENTENE CORP 04.6250 12/15/2029 | 0.02% | CHARTER COMM OPT LLC 05.3750 05/01/2047 | 0.02% | COX COMM INC P/P 144A 03.5000 08/15/2027 | 0.02% | HILTON WORLDWIDE FIN LLC 04.8750 04/01/2027 | 0.02% | INTL FLAVOR & FRAGRANCES 04.4500 09/26/2028 | 0.02% | KINDER MORGAN ENER PART 03.4500 02/15/2023 | 0.02% | L3HARRIS TECH INC 03.8500 12/15/2026 | 0.02% | LUNDIN ENERGY AB SEDOL 7187627 | 0.02% | MARSH & MCLENNAN COS INC 04.3750 03/15/2029 | 0.02% | NAVISTAR INTL TLB L+350 03.6800 11/06/2024 | 0.02% | NITTO DENKO CORP SEDOL 6641801 | 0.02% | NUTRIEN LTD USD 04.1250 03/15/2035 | 0.02% | SUNDRUG CO LTD SEDOL 6817895 | 0.02% | T-MOBILE USA INC 04.7500 02/01/2028 | 0.02% | UNITED MEXICAN STATES USD 05.5500 01/21/2045 | 0.02% | VIDEOTRON LTD / LTEE P/P 144A 05.1250 04/15/2027 | 0.02% | WAMU 2005-AR12 1A8 03.8612 10/25/2035 | 0.02% | WFRBS 2013-C15 D P/P 144A 04.4932 08/15/2046 | 0.02% | AIR LEASE CORP 04.6250 10/01/2028 | 0.02% | BOISE CASCADE CO P/P 144A 05.6250 09/01/2024 | 0.02% | BRDCOM CRP / FIN 03.8750 01/15/2027 | 0.02% | COMCAST CORP 06.5000 11/15/2035 | 0.02% | ENERGY TRANSFER OPERATNG 05.2000 02/01/2022 | 0.02% | FNR 2006-8 HP 23.9498 03/25/2036 | 0.02% | JAPAN AIRLINES CO LTD SEDOL B8BRV46 | 0.02% | KOSE CORP SEDOL 6194468 | 0.02% | NOVELIS CORP P/P 144A 05.8750 09/30/2026 | 0.02% | NRG P/P 144A 03.7500 06/15/2024 | 0.02% | ODAKYU ELECTRIC RAILWAY CO SEDOL 6656106 | 0.02% | STANDARD IND INC P/P 144A 05.3750 11/15/2024 | 0.02% | STEVENS HLDG CO INC P/P 144A 06.1250 10/01/2026 | 0.02% | T-MOBILE USA INC P/P 144A 03.8750 04/15/2030 | 0.02% | TEMPO ACQ LLC/FI P/P 144A 06.7500 06/01/2025 | 0.02% | TOYOTA MOTOR CORP SEDOL 6900643 | 0.02% | VIACOMCBS INC 04.2000 06/01/2029 | 0.02% | VISTRA OPERATION P/P 144A 03.5500 07/15/2024 | 0.02% | ASAHI INTECC CO LTD SEDOL B019MQ5 | 0.02% | BERKELEY GROUP HOLDINGS/THE SEDOL B02L3W3 | 0.02% | GCP APPLIED TECH P/P 144A 05.5000 04/15/2026 | 0.02% | HOSHIZAKI CORP SEDOL B3FF8W8 | 0.02% | L3HARRIS TECH INC 04.4000 06/15/2028 | 0.02% | LAFARGEHOLCIM LTD-REG SEDOL 7110753 | 0.02% | LBMLT 2004-1 A2 00.9683 02/25/2034 | 0.02% | NEWFIELD EXPLORATION CO 05.7500 01/30/2022 | 0.02% | NUTRIEN LTD USD 05.2500 01/15/2045 | 0.02% | PULTEGROUP INC. 07.8750 06/15/2032 | 0.02% | RAYTHEON COMPANY 04.8750 10/15/2040 | 0.02% | TESCO PLC SEDOL 0884709 | 0.02% | VISTRA OPERATION P/P 144A 04.3000 07/15/2029 | 0.02% | WATCO COS LLC/FI P/P 144A 06.3750 04/01/2023 | 0.02% | COMM 2014-CR17 C 04.7837 05/10/2047 | 0.02% | COPA HOLDINGS SA-CLASS A SEDOL B0TNJH9 | 0.02% | FERRARI NV SEDOL BD6G507 | 0.02% | GNR 2015-H26 DI IO 02.3190 10/20/2065 | 0.02% | KINDER MORGAN INC/DELAWA 07.7500 01/15/2032 | 0.02% | NAVISTAR INTL CORP P/P 144A 06.6250 11/01/2025 | 0.02% | NETFLIX INC. 05.8750 11/15/2028 | 0.02% | ONO PHARMACEUTICAL CO LTD SEDOL 6660107 | 0.02% | APACHE CORPORATION 03.2500 04/15/2022 | 0.02% | BRISTOL-MYERS P/P 144A 03.4000 07/26/2029 | 0.02% | CAPGEMINI SE SEDOL 4163437 | 0.02% | CDX CDX.NA.IG.34 100.0 06/20/2025 | 0.02% | COMM 2013-CR11 AM 04.7150 08/10/2050 | 0.02% | FNR 2007-53 SP 23.5831 06/25/2037 | 0.02% | FNR 2018-86 DS IO 05.9318 12/25/2048 | 0.02% | GENERAL MOTORS FINL CO 04.3000 07/13/2025 | 0.02% | HIKARI TSUSHIN INC SEDOL 6416322 | 0.02% | STAPLES INC P/P 144A 07.5000 04/15/2026 | 0.02% | VIACOMCBS INC 02.9000 01/15/2027 | 0.02% | AMERICAN EXPRESS COMPANY 02.6500 12/02/2022 | 0.02% | CANTOR FITZGERALD LP P/P 144A 06.5000 06/17/2022 | 0.02% | CENTENE CORP 04.7500 05/15/2022 | 0.02% | COMCAST CORP 03.4500 02/01/2050 | 0.02% | DIVERSIFIED HEALTHCARE T 09.7500 06/15/2025 | 0.02% | FIDELITY NATIONAL INFORM 04.2500 05/15/2028 | 0.02% | GRAY TELEVISION INC P/P 144A 07.0000 05/15/2027 | 0.02% | GREAT LAKES D&D 08.0000 05/15/2022 | 0.02% | HUB INTL LTD P/P 144A 07.0000 05/01/2026 | 0.02% | LPL HOLDINGS INC P/P 144A 05.7500 09/15/2025 | 0.02% | PENSKE TRUCK LEASING P/P 144A 03.9000 02/01/2024 | 0.02% | SPST 2019-WL1 A 00.8183 08/25/2052 | 0.02% | STEEL DYNAMICS INC 05.5000 10/01/2024 | 0.02% | TENET HEALTHCARE COR P/P 144A 05.1250 11/01/2027 | 0.02% | UNIVAR SOLUTIONS P/P 144A 05.1250 12/01/2027 | 0.02% | USI INC/NY P/P 144A 06.8750 05/01/2025 | 0.02% | VIDEOTRON LTD USD 05.0000 07/15/2022 | 0.02% | WFCM 2013-LC12 C 04.2762 07/15/2046 | 0.02% | A2 MILK CO LTD SEDOL 6287250 | 0.02% | AES CORP/THE 05.1250 09/01/2027 | 0.02% | ALLISON TRANSMISSION P/P 144A 04.7500 10/01/2027 | 0.02% | BMC EAST LLC P/P 144A 05.5000 10/01/2024 | 0.02% | CWALT 2005-27 1A1 02.2321 08/25/2035 | 0.02% | ENDEAVOR ENERGY P/P 144A 05.7500 01/30/2028 | 0.02% | FHR 3072 SM 04.2533 11/15/2035 | 0.02% | GLP CAPITAL LP / FIN II 05.3750 04/15/2026 | 0.02% | HARGREAVES LANSDOWN PLC SEDOL B1VZ0M2 | 0.02% | HESS MIDSTREAM P P/P 144A 05.6250 02/15/2026 | 0.02% | IRON MOUNTAIN INC P/P 144A 04.8750 09/15/2027 | 0.02% | ITRON INC P/P 144A 05.0000 01/15/2026 | 0.02% | NIELSEN FIN LLC/CO P/P 144A 05.0000 04/15/2022 | 0.02% | PLANTRONICS INC P/P 144A 05.5000 05/31/2023 | 0.02% | RBS GLOBAL/REXNO P/P 144A 04.8750 12/15/2025 | 0.02% | TERRIER MEDIA BU P/P 144A 08.8750 12/15/2027 | 0.02% | TTM TECHNOLOGIES INC P/P 144A 05.6250 10/01/2025 | 0.02% | WASTE PRO USA INC P/P 144A 05.5000 02/15/2026 | 0.02% | WFCM 2013-LC12 AS 04.2762 07/15/2046 | 0.02% | AMUNDI SA SEDOL BYZR014 | 0.02% | BIG RVR STL/FIN P/P 144A 07.2500 09/01/2025 | 0.02% | BT GROUP PLC SEDOL 3091357 | 0.02% | CAS 2017-C01 1M2 03.7183 07/25/2029 | 0.02% | CIT GROUP INC. 05.2500 03/07/2025 | 0.02% | CMLTI 2005-2 1A2A 04.2904 05/25/2035 | 0.02% | GFL ENVIRONMENTAL P/P 144A 07.0000 06/01/2026 | 0.02% | GOLDMAN SACHS GROUP INC 02.6000 02/07/2030 | 0.02% | GW B-CR SECURITY P/P 144A 09.5000 11/01/2027 | 0.02% | ICL GROUP LTD SEDOL 6455530 | 0.02% | JPMBB 2014-C22 C 04.5540 09/15/2047 | 0.02% | MEREDITH CORP 06.8750 02/01/2026 | 0.02% | SWISS LIFE HOLDING AG-REG SEDOL 7437805 | 0.02% | WFRBS 2011-C2 D P/P 144A 05.6623 02/15/2044 | 0.02% | ANHEUSER-BUSCH INBEV WOR 04.7500 01/23/2029 | 0.02% | BRAND ENERGY & I P/P 144A 08.5000 07/15/2025 | 0.02% | COMM 2014-CR17 XA IO 00.9718 05/10/2047 | 0.02% | CRC ESCROW ISSUER LL P/P 144A 05.2500 10/15/2025 | 0.02% | DIGITAL REALTY TRUST LP 04.4500 07/15/2028 | 0.02% | ENERGY TRANSFER OPERA 05.8750 01/15/2024 | 0.02% | GNR 2016-H16 EI IO 02.3880 06/20/2066 | 0.02% | HCA INC 05.2500 06/15/2026 | 0.02% | HUSKY TLB L+300 04.4501 03/28/2025 | 0.02% | JPMORGAN CHASE & CO 06.1000 02/01/2049 | 0.02% | KOBAYASHI PHARMACEUTICAL CO SEDOL 6149457 | 0.02% | MITSUBISHI UFJ LEASE & FINAN SEDOL 6268976 | 0.02% | PRUDENTIAL FINANCIAL INC 05.6250 06/15/2043 | 0.02% | SMURFIT KAPPA TREASURY USD 07.5000 11/20/2025 | 0.02% | SPRINT CORP 07.2500 09/15/2021 | 0.02% | WERNER FINCO LP/INC P/P 144A 08.7500 07/15/2025 | 0.02% | ABBVIE INC P/P 144A 03.8000 03/15/2025 | 0.01% | ANHEUSER-BUSCH INBEV WOR 02.5000 07/15/2022 | 0.01% | ANHEUSER-BUSCH INBEV WOR 05.5500 01/23/2049 | 0.01% | BAUSCH HLTH AMERICAS P/P 144A 08.5000 01/31/2027 | 0.01% | BOEING CO 04.8750 05/01/2025 | 0.01% | BROADCOM INC P/P 144A 04.1500 11/15/2030 | 0.01% | CARRIAGE SVCS INC P/P 144A 06.6250 06/01/2026 | 0.01% | CCO HLDGS LLC/CAP C P/P 144A 05.5000 05/01/2026 | 0.01% | CF INDUSTRIES INC 04.9500 06/01/2043 | 0.01% | CINEMARK USA INC 04.8750 06/01/2023 | 0.01% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP | 0.01% | COMPASS MIN INTL P/P 144A 06.7500 12/01/2027 | 0.01% | DH EUROPE FINANCE II USD 03.4000 11/15/2049 | 0.01% | EQUINIX INC 03.2000 11/18/2029 | 0.01% | FISERV INC 03.5000 07/01/2029 | 0.01% | FISHER PAYKEL SEDOL 6340250 | 0.01% | GJENSIDIGE FORSIKRING ASA SEDOL B4PH0C5 | 0.01% | GNR 2013-14 IO IO 03.5000 12/20/2042 | 0.01% | GNR 2013-99 AS IO 05.8793 06/20/2043 | 0.01% | GOLDEN NUGGET INC P/P 144A 06.7500 10/15/2024 | 0.01% | IHEARTCOMMUNICATIONS INC 08.3750 05/01/2027 | 0.01% | JPMCC 2012-C6 AS 04.1166 05/15/2045 | 0.01% | KRAFT HEINZ FOODS CO 05.0000 07/15/2035 | 0.01% | MATCH GROUP INC P/P 144A 05.0000 12/15/2027 | 0.01% | MBX.FN30.450.09 R USL1M P 01/12/40 BC | 0.01% | MEG ENERGY CORP P/P 144A 06.5000 01/15/2025 | 0.01% | NUTRIEN LTD. USD 04.2000 04/01/2029 | 0.01% | PENSKE TRUCK LE P/P 144A 03.4000 11/15/2026 | 0.01% | S&P GLOBAL INC 02.9500 01/22/2027 | 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% | SERVICE CORPORATION INTL 04.6250 12/15/2027 | 0.01% | T-MOBILE USA INC 05.3750 04/15/2027 | 0.01% | TENET HEALTHCARE CORPORATION 08.1250 04/01/2022 | 0.01% | VISTRA OPERATIONS CO P/P 144A 05.5000 09/01/2026 | 0.01% | VMWARE INC 03.9000 08/21/2027 | 0.01% | 1011778 BC / NEW RED P/P 144A 05.0000 10/15/2025 | 0.01% | ALBERTSONS COS/SAFE P/P 144A 04.6250 01/15/2027 | 0.01% | ALLY FINANCIAL INC 05.7500 11/20/2025 | 0.01% | ANHEUSER-BUSCH INBEV WOR 04.1500 01/23/2025 | 0.01% | ASCEND LEARNING LLC P/P 144A 06.8750 08/01/2025 | 0.01% | BANFF MERGER SUB INC P/P 144A 09.7500 09/01/2026 | 0.01% | BAUSCH HLTH COS INC P/P 144A 07.0000 03/15/2024 | 0.01% | CALPINE CORP P/P 144A 04.5000 02/15/2028 | 0.01% | CHS/COMMUNITY P/P 144A 06.6250 02/15/2025 | 0.01% | CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 CS | 0.01% | DIAMOND SPORTS GR/DI P/P 144A 06.6250 08/15/2027 | 0.01% | DIAMONDBACK ENERGY INC 03.2500 12/01/2026 | 0.01% | ENBRIDGE INC USD 04.5000 06/10/2044 | 0.01% | GMAC CAPITAL TRUST I PCT 06.1773 | 0.01% | GNMA GII30 4018 06.5000 08/20/2037 | 0.01% | KFC HLD/PIZZA HUT/TA P/P 144A 05.0000 06/01/2024 | 0.01% | KFC HLD/PIZZA HUT/TA P/P 144A 05.2500 06/01/2026 | 0.01% | KRAFT HEINZ FOODS CO 03.0000 06/01/2026 | 0.01% | MARRIOTT INTERNATIONAL 04.6250 06/15/2030 | 0.01% | MATTAMY GROUP CORP P/P 144A 05.2500 12/15/2027 | 0.01% | MATTEL INC P/P 144A 05.8750 12/15/2027 | 0.01% | MAUSER PACKAGING SOL P/P 144A 05.5000 04/15/2024 | 0.01% | NEXSTAR BROADC P/P 144A 05.6250 08/01/2024 | 0.01% | NEXSTAR ESCROW P/P 144A 05.6250 07/15/2027 | 0.01% | NIELSEN CO LUXEM P/P 144A 05.0000 02/01/2025 | 0.01% | OTIS WORLDWIDE CORP P/P 144A 02.5650 02/15/2030 | 0.01% | PQ CORP P/P 144A 05.7500 12/15/2025 | 0.01% | REPUBLICA ORIENT URUGUAY USD 07.6250 03/21/2036 | 0.01% | SCOTTS MIRACLE-GRO 04.5000 10/15/2029 | 0.01% | SEK/USD 06/17/2020 GSFX | 0.01% | SOHGO SECURITY SERVICES CO SEDOL 6546359 | 0.01% | SOLERA LLC / SOLERA P/P 144A 10.5000 03/01/2024 | 0.01% | UNITEDHEALTH GROUP INC 02.0000 05/15/2030 | 0.01% | WFRBS 2011-C3 D P/P 144A 05.6803 03/15/2044 | 0.01% | ALIMEN COUCHE P/P 144A 02.9500 01/25/2030 | 0.01% | APERGY CORP 06.3750 05/01/2026 | 0.01% | AT&T INC 04.3000 02/15/2030 | 0.01% | BWAY HOLDING CO P/P 144A 07.2500 04/15/2025 | 0.01% | COMM 2014-LC17 XA IO 00.7666 10/10/2047 | 0.01% | FHR 3408 EK 25.0542 04/15/2037 | 0.01% | FREEDOM MTGE CORP P/P 144A 08.2500 04/15/2025 | 0.01% | GEORGIA-PACIFIC LLC P/P 144A 02.1000 04/30/2027 | 0.01% | GLENCORE FUNDING LLC P/P 144A 04.6250 04/29/2024 | 0.01% | GLOBAL PAYMENTS INC 02.9000 05/15/2030 | 0.01% | GNMA GII30 4171 06.5000 06/20/2038 | 0.01% | HOWARD HUGHES CORP P/P 144A 05.3750 03/15/2025 | 0.01% | HUSKY III HLDG LTD P/P 144A 13.0000 02/15/2025 | 0.01% | INTELSAT JACKSON HLD P/P 144A 09.7500 07/15/2025 | 0.01% | INTERNATIONAL LEASE FIN CORP 05.8750 08/15/2022 | 0.01% | ISTAR INC 04.7500 10/01/2024 | 0.01% | ORTHO-CLINICAL TLB L+325 03.5796 06/01/2025 | 0.01% | OSHKOSH CORP 04.6000 05/15/2028 | 0.01% | PENSKE AUTO GRP INC 05.7500 10/01/2022 | 0.01% | PEPTIDREAM INC SEDOL B97SH97 | 0.01% | SERVICE PROPERTIES TRUST 04.3750 02/15/2030 | 0.01% | SIX FLAGS ENT P/P 144A 05.5000 04/15/2027 | 0.01% | SPRINGLEAF FINANCE CORP 05.3750 11/15/2029 | 0.01% | STAPLES INC. P/P 144A 10.7500 04/15/2027 | 0.01% | TALLGRASS NRG PRTNR P/P 144A 05.5000 01/15/2028 | 0.01% | TRANSDIGM INC 06.3750 06/15/2026 | 0.01% | TRANSDIGM INC P/P 144A 05.5000 11/15/2027 | 0.01% | UNIVISION COMM P/P 144A 05.1250 02/15/2025 | 0.01% | WESTROCK MWV LLC 07.9500 02/15/2031 | 0.01% | WYNN LAS VEGAS P/P 144A 05.2500 05/15/2027 | 0.01% | WYNN RESORTS FIN LLC P/P 144A 05.1250 10/01/2029 | 0.01% | CAS 2015-C01 1M2 04.4683 02/25/2025 | 0.01% | CAS 2015-C03 2M2 05.1683 07/25/2025 | 0.01% | COMM 2014-UBS6 C 04.4468 12/10/2047 | 0.01% | DCP MIDSTREAM P/P 144A 06.7500 09/15/2037 | 0.01% | FEDEX CORP 02.6250 08/01/2022 | 0.01% | FHR 3249 PS 21.6690 12/15/2036 | 0.01% | GATES GLOBAL TLB L+275 03.7500 03/31/2024 | 0.01% | GNMA GII30 3987 06.5000 05/20/2037 | 0.01% | ISTAR INC 04.2500 08/01/2025 | 0.01% | L BRANDS INC 07.5000 06/15/2029 | 0.01% | MSBAM 2012-C5 E P/P 144A 04.6763 08/15/2045 | 0.01% | PROVIDENT FDG/PFG FI P/P 144A 06.3750 06/15/2025 | 0.01% | SCIENTIFIC GAMES P/P 144A 07.2500 11/15/2029 | 0.01% | STARWOOD PROP TR 04.7500 03/15/2025 | 0.01% | US CONCRETE INC 06.3750 06/01/2024 | 0.01% | VIACOMCBS INC 04.0000 01/15/2026 | 0.01% | WFRBS 2013-C11 AS 03.3110 03/15/2045 | 0.01% | ALBERTSONS COS LLC P/P 144A 07.5000 03/15/2026 | 0.01% | ARCELORMITTAL USD 07.2500 10/15/2039 | 0.01% | CAS 2016-C01 2M2 07.1183 08/25/2028 | 0.01% | CHARTER COMM OPT LLC/CAP 04.8000 03/01/2050 | 0.01% | CITIGROUP INC 04.7500 05/18/2046 | 0.01% | CROWN CORK & SEAL CO INC 07.3750 12/15/2026 | 0.01% | DIAMOND SPORTS P/P 144A 05.3750 08/15/2026 | 0.01% | ELANCO ANIMAL HEALTH 05.6500 08/28/2028 | 0.01% | ENTERCOM MEDIA CORP P/P 144A 07.2500 11/01/2024 | 0.01% | FHR 2990 LB 16.4763 06/15/2034 | 0.01% | FIDELITY NATIONAL INFORM 03.0000 08/15/2026 | 0.01% | GSMS 2015-GC30 XA IO 00.7526 05/10/2050 | 0.01% | HCA INC 05.5000 06/15/2047 | 0.01% | IHEARTCOMMUNICATIONS INC 06.3750 05/01/2026 | 0.01% | JOHNSON CONTROLS INTL PL 04.5000 02/15/2047 | 0.01% | PARK-OHIO INDUSTRIES INC 06.6250 04/15/2027 | 0.01% | SPRINT CORP 07.6250 03/01/2026 | 0.01% | TMS INTL HLDG CORP P/P 144A 07.2500 08/15/2025 | 0.01% | TREASURY BILL 00.0000 07/16/2020 | 0.01% | WASTE MANAGEMENT INC. 04.7500 06/30/2020 | 0.01% | ZOETIS INC 02.0000 05/15/2030 | 0.01% | 1011778 BC / NEW RED P/P 144A 03.8750 01/15/2028 | 0.01% | AMSTED INDUSTRIES P/P 144A 05.6250 07/01/2027 | 0.01% | ANTERO RESOURCES 05.3750 11/01/2021 | 0.01% | AT&T INC 04.3500 03/01/2029 | 0.01% | AUTOMATION TOOLING S P/P 144A 06.5000 06/15/2023 | 0.01% | AZEK CO LLC/THE P/P 144A 09.5000 05/15/2025 | 0.01% | BAUSCH HLTH COS INC P/P 144A 05.5000 11/01/2025 | 0.01% | BAUSCH HLTH COS INC P/P 144A 06.2500 02/15/2029 | 0.01% | BAUSCH HLTH COS INC P/P 144A 07.2500 05/30/2029 | 0.01% | BECTON DICKINSON AND CO 02.8230 05/20/2030 | 0.01% | BERRY GLOBAL INC 05.1250 07/15/2023 | 0.01% | BMW US CAPITAL LLC P/P 144A 03.4000 08/13/2021 | 0.01% | BOYD GAMING CORP 06.3750 04/01/2026 | 0.01% | CALPINE CORP P/P 144A 05.2500 06/01/2026 | 0.01% | CAS 2014-C02 1M2 02.7683 05/25/2024 | 0.01% | CAS 2014-C03 2M2 03.0683 07/25/2024 | 0.01% | CCO HLDGS LLC/CAP CO P/P 144A 05.7500 02/15/2026 | 0.01% | CCO HOLDINGS LLC P/P 144A 04.5000 05/01/2032 | 0.01% | CGCMT 2013-GC17 C 05.1098 11/10/2046 | 0.01% | CHENIERE CORP CHRIST 05.8750 03/31/2025 | 0.01% | CIT GROUP INC 05.0000 08/01/2023 | 0.01% | CLARIOS GLOBAL LP P/P 144A 06.7500 05/15/2025 | 0.01% | CLEAN HARBORS INC P/P 144A 04.8750 07/15/2027 | 0.01% | CLEAR CHANNEL WORLDW P/P 144A 05.1250 08/15/2027 | 0.01% | CLUBCORP HLDG INC P/P 144A 08.5000 09/15/2025 | 0.01% | CNO FINANCIAL GROUP INC 05.2500 05/30/2025 | 0.01% | CNO FINANCIAL GROUP INC 05.2500 05/30/2029 | 0.01% | COMM 2014-CR20 XA IO 01.0257 11/10/2047 | 0.01% | DIAMOND 1 FIN/DIAMON P/P 144A 07.1250 06/15/2024 | 0.01% | DIAMONDBACK ENERGY INC 05.3750 05/31/2025 | 0.01% | FHR 3829 AS IO 06.7664 03/15/2041 | 0.01% | GAP INC/THE P/P 144A 08.3750 05/15/2023 | 0.01% | GARTNER INC P/P 144A 05.1250 04/01/2025 | 0.01% | GENERAL MOTORS CO 06.1250 10/01/2025 | 0.01% | GENERAL MOTORS FINL CO 04.0000 01/15/2025 | 0.01% | GFL ENVIRON INC P/P 144A 05.1250 12/15/2026 | 0.01% | GLP CAPITAL LP / FIN II 05.2500 06/01/2025 | 0.01% | GNR 2012-141 WI IO 03.5000 11/20/2041 | 0.01% | GOLDEN NUGGET INC P/P 144A 08.7500 10/01/2025 | 0.01% | GREIF INC P/P 144A 06.5000 03/01/2027 | 0.01% | GSMS 2017-GS7 AS 03.6630 08/10/2050 | 0.01% | HANESBRANDS INC P/P 144A 04.6250 05/15/2024 | 0.01% | ICAHN ENTER/FIN 06.2500 05/15/2026 | 0.01% | ICAHN ENTER/FIN 06.7500 02/01/2024 | 0.01% | IOS.FN30.400.10 R USL1M P 01/12/41 BC | 0.01% | JOSEPH T RYERSON & S P/P 144A 11.0000 05/15/2022 | 0.01% | KFC HLD/PIZZA HUT/TA P/P 144A 04.7500 06/01/2027 | 0.01% | LAMB WESTON HLD P/P 144A 04.8750 05/15/2028 | 0.01% | LEVEL 3 FIN INC P/P 144A 04.6250 09/15/2027 | 0.01% | LEVEL 3 FINANCING INC 05.6250 02/01/2023 | 0.01% | LIONS GATE CAP HOLD P/P 144A 06.3750 02/01/2024 | 0.01% | LOUISIANA-PACIFIC CORPORATION 04.8750 09/15/2024 | 0.01% | NATIONSTAR MTG P/P 144A 08.1250 07/15/2023 | 0.01% | NETFLIX INC 04.8750 04/15/2028 | 0.01% | NEWELL BRANDS INC 04.7000 04/01/2026 | 0.01% | NORDSTROM INC P/P 144A 08.7500 05/15/2025 | 0.01% | NRG ENERGY INC P/P 144A 05.2500 06/15/2029 | 0.01% | NRG ENERGY INC. 07.2500 05/15/2026 | 0.01% | ORACLE CORP 02.6500 07/15/2026 | 0.01% | OUTFRONT MEDIA C P/P 144A 06.2500 06/15/2025 | 0.01% | PROLOGIS LP 02.2500 04/15/2030 | 0.01% | QORVO INC 05.5000 07/15/2026 | 0.01% | REFINITIV US HLDG P/P 144A 06.2500 05/15/2026 | 0.01% | SIX FLAGS THEME PARK P/P 144A 07.0000 07/01/2025 | 0.01% | SPECTRUM BRANDS INC 06.1250 12/15/2024 | 0.01% | SPRINGLEAF FINANCE CORP 06.8750 03/15/2025 | 0.01% | T-MOBILE USA INC 06.3750 03/01/2025 | 0.01% | TENNANT CO 05.6250 05/01/2025 | 0.01% | TOPBUILD CORP P/P 144A 05.6250 05/01/2026 | 0.01% | VISTRA ENERGY CORP P/P 144A 08.1250 01/30/2026 | 0.01% | VISTRA OPERATIONS CO P/P 144A 05.6250 02/15/2027 | 0.01% | WMG ACQUISITION CORP P/P 144A 05.0000 08/01/2023 | 0.01% | WPX ENERGY INC 08.2500 08/01/2023 | 0.01% | WR GRACE & CO-CONN P/P 144A 05.6250 10/01/2024 | 0.01% | 0.40 R ISWP FWD US0003M P 06/17/2022 | 0.01% | AG ISSUER LLC P/P 144A 06.2500 03/01/2028 | 0.01% | AIR MEDICAL MERGER S P/P 144A 06.3750 05/15/2023 | 0.01% | AIR METHODS CORP P/P 144A 08.0000 05/15/2025 | 0.01% | ALLEGHENY TECHNOLOGIES INC 07.8750 08/15/2023 | 0.01% | APACHE CORP 04.3750 10/15/2028 | 0.01% | ASCENT RESOURCES/AEU P/P 144A 10.0000 04/01/2022 | 0.01% | BEACON ROOFING SUPP P/P 144A 04.8750 11/01/2025 | 0.01% | BROOKFIELD RESID P/P 144A 06.2500 09/15/2027 | 0.01% | BUILDERS FIRSTSOURCE P/P 144A 06.7500 06/01/2027 | 0.01% | CENOVUS ENERGY INC USD 06.7500 11/15/2039 | 0.01% | CHS/COMMUNITY HEALT P/P 144A 08.1250 06/30/2024 | 0.01% | CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | 0.01% | COLORADO INTERSTATE GAS CO 06.8500 06/15/2037 | 0.01% | COMMSCOPE TECH LLC P/P 144A 06.0000 06/15/2025 | 0.01% | COMSTOCK RE INC P/P 144A 07.5000 05/15/2025 | 0.01% | CONTINENTAL RES 04.5000 04/15/2023 | 0.01% | DIAMOND 1 FIN/DIAMON P/P 144A 08.3500 07/15/2046 | 0.01% | DISH NETWORK CV 03.3750 08/15/2026 | 0.01% | ENTERCOM MEDIA CORP P/P 144A 06.5000 05/01/2027 | 0.01% | ESH HOSPITALITY INC P/P 144A 05.2500 05/01/2025 | 0.01% | EUR/GBP CALL 0.90 20200803 UBS | 0.01% | FIFTH THIRD BANCORP 05.1000 12/29/2049 | 0.01% | FRONTIER COMM P/P 144A 08.5000 04/01/2026 | 0.01% | GNR 2010-9 UI IO 05.0000 01/20/2040 | 0.01% | GOEASY LTD P/P 144A 05.3750 12/01/2024 | 0.01% | HESS MIDSTREAM P P/P 144A 05.1250 06/15/2028 | 0.01% | HUDBAY MINERALS INC P/P 144A 07.6250 01/15/2025 | 0.01% | INDIGO NATURAL P/P 144A 06.8750 02/15/2026 | 0.01% | JELD-WEN INC P/P 144A 04.6250 12/15/2025 | 0.01% | JELD-WEN INC P/P 144A 04.8750 12/15/2027 | 0.01% | KEURIG DR PEPPER INC 04.0570 05/25/2023 | 0.01% | LIONS GATE CAP HOLD P/P 144A 05.8750 11/01/2024 | 0.01% | LIVE NATION ENTERTAI P/P 144A 05.6250 03/15/2026 | 0.01% | MARRIOTT INTERNATIONAL 05.7500 05/01/2025 | 0.01% | MATTAMY GROUP CORP P/P 144A 04.6250 03/01/2030 | 0.01% | MERCER INTL INC USD 06.5000 02/01/2024 | 0.01% | MERCK & CO. INC. 02.7500 02/10/2025 | 0.01% | MSBAM 2014-C14 C 04.9464 02/15/2047 | 0.01% | NATIONSTAR MTG P/P 144A 06.0000 01/15/2027 | 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% | PENSKE AUTOMOTIVE GROUP 05.3750 12/01/2024 | 0.01% | PETROBRAS GLOBAL FINANCE USD 06.1250 01/17/2022 | 0.01% | PRIME SECURITY SVCS P/P 144A 06.2500 01/15/2028 | 0.01% | REGENCY ENERGY P 04.5000 11/01/2023 | 0.01% | RESIDEO FUNDING INC P/P 144A 06.1250 11/01/2026 | 0.01% | RITE AID CORP P/P 144A 06.1250 04/01/2023 | 0.01% | SABINE PASS LIQUEF 05.0000 03/15/2027 | 0.01% | SINCLAIR TELE P/P 144A 05.5000 03/01/2030 | 0.01% | SOLENIS 1STL L+400 04.3620 06/26/2025 | 0.01% | STATION CASINOS LLC P/P 144A 04.5000 02/15/2028 | 0.01% | SUGAR HSP GAMING P/P 144A 05.8750 05/15/2025 | 0.01% | TRANSCANADA TRUST USD 05.3000 03/15/2077 | 0.01% | TRANSOCEAN POSEIDON P/P 144A 06.8750 02/01/2027 | 0.01% | TRUIST FIN CORP 04.8000 12/31/2099 | 0.01% | USA COMPRESSION PART 06.8750 04/01/2026 | 0.01% | WEEKLEY HOMES LLC 06.0000 02/01/2023 | 0.01% | WFRBS 2012-C10 XA IO P/P 144A 01.5328 12/15/2045 | 0.01% | WOLVERINE WORLD WIDE P/P 144A 05.0000 09/01/2026 | 0.01% | WPX ENERGY INC 05.2500 10/15/2027 | 0.01% | WYNDHAM HOTELS & RE P/P 144A 05.3750 04/15/2026 | 0.01% | AIR LEASE CORP 03.2500 10/01/2029 | 0.01% | AMERICAN TOWER CORP 03.1250 01/15/2027 | 0.01% | APACHE CORP 05.1000 09/01/2040 | 0.01% | AUD/USD 07/15/2020 HSBCB | 0.01% | COMCAST CORP 03.9990 11/01/2049 | 0.01% | EUR/GBP CALL 0.91 20200818 BANKAM | 0.01% | GBP/USD 06/17/2020 SSBT | 0.01% | GNR 2016-123 LI IO 03.5000 03/20/2044 | 0.01% | HCA INC 04.1250 06/15/2029 | 0.01% | IOS.FN30.400.10 R USL1M P 01/12/41 BC | 0.01% | JPMORGAN CHASE & CO 01.3924 05/15/2047 | 0.01% | JPMORGAN CHASE & CO 02.9560 05/13/2031 | 0.01% | KINDER MORGAN ENER PART 05.4000 09/01/2044 | 0.01% | LADDER CAP FINAN P/P 144A 04.2500 02/01/2027 | 0.01% | PETROBRAS GLOBAL FIN USD 05.9990 01/27/2028 | 0.01% | SEK/USD 06/17/2020 JPMCB | 0.01% | TMX FIN LLC/TITLEMAX P/P 144A 11.1250 04/01/2023 | 0.01% | TRANSDIGM INC. 06.5000 07/15/2024 | 0.01% | USD/JPY PUT 105.00 20201124 BANKAM | 0.01% | USD/JPY PUT 105.00 20201124 GSFX | 0.01% | 0.85 R ISWP FWD US0003M P 06/17/2030 | 0.01% | AUD/USD 07/15/2020 WPAC | 0.01% | CISCO SYSTEMS INC 05.9000 02/15/2039 | 0.01% | CLEAR CHANNEL WORLD 09.2500 02/15/2024 | 0.01% | CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CS | 0.01% | CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 JP | 0.01% | CPG MERGER SUB LLC P/P 144A 08.0000 10/01/2021 | 0.01% | CROWN CASTLE INTL CORP 04.8750 04/15/2022 | 0.01% | DENBURY RESOURCES IN P/P 144A 09.0000 05/15/2021 | 0.01% | ENERGY TRANSFER OPERATNG 02.9000 05/15/2025 | 0.01% | FNR 2005-75 GS 19.7453 08/25/2035 | 0.01% | FRONTIER COMM 10.5000 09/15/2022 | 0.01% | GFL ENVIRONMENTA P/P 144A 08.5000 05/01/2027 | 0.01% | IPALCO ENTPRS IN 03.7000 09/01/2024 | 0.01% | JPMCC 2006-LDP9 AMS 05.3370 05/15/2047 | 0.01% | MLMI 2005-A2 A2 03.7314 02/25/2035 | 0.01% | MSBAM 2013-C12 XA IO 00.6006 10/15/2046 | 0.01% | MSBAM 2014-C17 XA IO 01.1074 08/15/2047 | 0.01% | POMEGRANATE MERGER S P/P 144A 09.7500 05/01/2023 | 0.01% | PRECISION DRILL P/P 144A 07.1250 01/15/2026 | 0.01% | WELLS FARGO & COMPANY 05.8750 12/29/2049 | 0.01% | BANK OF AMERICA CORP 06.5000 10/29/2049 | 0.00% | BAUSCH HLTH COS INC P/P 144A 07.0000 01/15/2028 | 0.00% | BERRY GLOBAL INC P/P 144A 05.6250 07/15/2027 | 0.00% | BOMBARDIER INC P/P 144A 07.8750 04/15/2027 | 0.00% | BOXER PARENT CO INC P/P 144A 07.1250 10/02/2025 | 0.00% | BOYD GAMING CORP P/P 144A 08.6250 06/01/2025 | 0.00% | CARNIVAL CORP P/P 144A 11.5000 04/01/2023 | 0.00% | CAS 2014-C04 1M2 05.0683 11/25/2024 | 0.00% | CBRE SERVICES INC 05.2500 03/15/2025 | 0.00% | CELANESE US HOLDINGS LLC 03.5000 05/08/2024 | 0.00% | CENTENE CORP P/P 144A 05.3750 08/15/2026 | 0.00% | CENTENE ESCROW I CO P/P 144A 05.3750 06/01/2026 | 0.00% | CLEAN HARBORS INC P/P 144A 05.1250 07/15/2029 | 0.00% | COMMSCOPE INC P/P 144A 06.0000 03/01/2026 | 0.00% | DELL INT / EMC P/P 144A 05.8500 07/15/2025 | 0.00% | DEVON ENERGY CORPORATION 07.8750 09/30/2031 | 0.00% | DEVON ENERGY CORPORATION 07.9500 04/15/2032 | 0.00% | DIAMONDBACK ENERGY INC 04.7500 05/31/2025 | 0.00% | DISCOVERY COMMUNICATIONS 03.6250 05/15/2030 | 0.00% | DUN & BRADSTREET COR P/P 144A 06.8750 08/15/2026 | 0.00% | ENERGIZER HLDG INC P/P 144A 06.3750 07/15/2026 | 0.00% | ENERGY TRANSFER OPERATNG 06.1250 12/15/2045 | 0.00% | EQUINIX INC 05.3750 05/15/2027 | 0.00% | EQUINIX INC 05.8750 01/15/2026 | 0.00% | FORD MOTOR COMPANY 09.0000 04/22/2025 | 0.00% | GAP INC/THE P/P 144A 08.6250 05/15/2025 | 0.00% | GO DADDY OPCO/FINCO P/P 144A 05.2500 12/01/2027 | 0.00% | IHS MARKIT LTD USD 04.7500 08/01/2028 | 0.00% | IHS MARKIT LTD P/P 144A 04.0000 03/01/2026 | 0.00% | LAMB WESTON HOLDINGS P/P 144A 04.6250 11/01/2024 | 0.00% | LENNAR CORP 05.8750 11/15/2024 | 0.00% | LIVE NATION ENT P/P 144A 06.5000 05/15/2027 | 0.00% | NAVISTAR INTL CORP P/P 144A 09.5000 05/01/2025 | 0.00% | NETFLIX INC P/P 144A 05.3750 11/15/2029 | 0.00% | NETFLIX INC. 06.3750 05/15/2029 | 0.00% | NETFLIX INC. P/P 144A 04.8750 06/15/2030 | 0.00% | NRG ENERGY INC 05.7500 01/15/2028 | 0.00% | NRG ENERGY INC 06.6250 01/15/2027 | 0.00% | NZD/USD 07/15/2020 SSBT | 0.00% | NZD/USD 07/15/2020 UBS | 0.00% | OWENS-BROCKWAY P/P 144A 06.6250 05/13/2027 | 0.00% | POLYONE CORP P/P 144A 05.7500 05/15/2025 | 0.00% | RAYTHEON TECH CORP 04.1250 11/16/2028 | 0.00% | SIRIUS XM RADIO INC. P/P 144A 05.5000 07/01/2029 | 0.00% | SM ENERGY CO 05.0000 01/15/2024 | 0.00% | SS&C TECH INC P/P 144A 05.5000 09/30/2027 | 0.00% | TARGA RESOURCES PART 06.5000 07/15/2027 | 0.00% | TARGA RESOURCES PART 06.8750 01/15/2029 | 0.00% | TEMPO ACQ LLC/FI P/P 144A 05.7500 06/01/2025 | 0.00% | TENET HEALTHCARE P/P 144A 07.5000 04/01/2025 | 0.00% | THE AES CORPORATION 04.8750 05/15/2023 | 0.00% | UBSBB 2012-C4 XA IO P/P 144A 01.6174 12/10/2045 | 0.00% | UNIVISION COMM P/P 144A 09.5000 05/01/2025 | 0.00% | VISTRA OPERATION P/P 144A 05.0000 07/31/2027 | 0.00% | WESTERN DIGITAL CORPORATION 04.7500 02/15/2026 | 0.00% | WOLVERINE WORLD WIDE P/P 144A 06.3750 05/15/2025 | 0.00% | ZEKELMAN IND INC P/P 144A 09.8750 06/15/2023 | 0.00% | 1011778 BC ULC / P/P 144A 04.3750 01/15/2028 | 0.00% | ABC SUPPLY CO INC P/P 144A 04.0000 01/15/2028 | 0.00% | ABC SUPPLY CO INC P/P 144A 05.8750 05/15/2026 | 0.00% | AES CORP/THE 04.5000 03/15/2023 | 0.00% | AES CORP/THE P/P 144A 03.3000 07/15/2025 | 0.00% | ALBERTSONS COS P/P 144A 04.8750 02/15/2030 | 0.00% | ALLIANT HOLDINGS P/P 144A 06.7500 10/15/2027 | 0.00% | AMSTED INDUSTRIES P/P 144A 04.6250 05/15/2030 | 0.00% | ANTERO RESOURCES FIN 05.1250 12/01/2022 | 0.00% | ASCEND LEARNING LLC P/P 144A 06.8750 08/01/2025 | 0.00% | AUD/USD 07/15/2020 TDBK | 0.00% | BANK OF AMERICA CORP 02.4960 02/13/2031 | 0.00% | BAUSCH HLTH COS INC P/P 144A 05.0000 01/30/2028 | 0.00% | BAUSCH HLTH COS INC P/P 144A 05.2500 01/30/2030 | 0.00% | BAUSCH HLTH COS INC P/P 144A 06.5000 03/15/2022 | 0.00% | BEACON ROOFING SUPPL P/P 144A 04.5000 11/15/2026 | 0.00% | BERRY GLOBAL INC 05.5000 05/15/2022 | 0.00% | BERRY GLOBAL INC P/P 144A 04.5000 02/15/2026 | 0.00% | BOXER PARENT CO INC P/P 144A 09.1250 03/01/2026 | 0.00% | BOYD GAMING CORP P/P 144A 04.7500 12/01/2027 | 0.00% | BOYD GAMING CORPORATION 06.0000 08/15/2026 | 0.00% | BRAND ENERGY TL L+425 05.4549 06/21/2024 | 0.00% | BUCKEYE PARTNERS LP 03.9500 12/01/2026 | 0.00% | BUCKEYE PARTNERS LP P/P 144A 04.5000 03/01/2028 | 0.00% | CAS 2015-C02 1M2 04.1683 05/25/2025 | 0.00% | CCO HOLDINGS LLC P/P 144A 04.5000 08/15/2030 | 0.00% | CENTENE CORP P/P 144A 05.2500 04/01/2025 | 0.00% | CHARTER COMM OPT LLC 04.9080 07/23/2025 | 0.00% | CHEMOURS CO 05.3750 05/15/2027 | 0.00% | CHS/COMMUNITY HEALTH P/P 144A 08.0000 03/15/2026 | 0.00% | CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 JP | 0.00% | CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS | 0.00% | CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 ML | 0.00% | COMMSCOPE INC P/P 144A 05.5000 03/01/2024 | 0.00% | COMPASS MINERALS INT P/P 144A 04.8750 07/15/2024 | 0.00% | COMSTOCK RESOURCES 09.7500 08/15/2026 | 0.00% | CONTINENTAL RESOURCES 04.3750 01/15/2028 | 0.00% | CPG INTL TL L+375 05.9333 05/05/2024 | 0.00% | CREDIT ACCEPTANC P/P 144A 05.1250 12/31/2024 | 0.00% | CROWN AMER/CAP 04.7500 02/01/2026 | 0.00% | DEVON ENERGY CORPORATION 05.6000 07/15/2041 | 0.00% | ELDORADO RESORTS INC 07.0000 08/01/2023 | 0.00% | ENTERPRISE PRODUCTS OPER 02.8000 01/31/2030 | 0.00% | EUR/USD CALL 1.14 20201118 BANKAM | 0.00% | EUR/USD CALL 1.14 20201118 GSFX | 0.00% | FREEDOM MTGE CORP P/P 144A 08.1250 11/15/2024 | 0.00% | FRONT RANGE BIDCO INC L+300 04.6678 03/09/2027 | 0.00% | HANESBRANDS INC P/P 144A 05.3750 05/15/2025 | 0.00% | HCA INC 03.5000 09/01/2030 | 0.00% | HOLLY PAR/FIN P/P 144A 05.0000 02/01/2028 | 0.00% | HOLOGIC INC P/P 144A 04.3750 10/15/2025 | 0.00% | ICAHN ENTER 04.7500 09/15/2024 | 0.00% | ICAHN ENTER/FIN 05.2500 05/15/2027 | 0.00% | INCEPTION MRGR/RACK P/P 144A 08.6250 11/15/2024 | 0.00% | IRB HOLDING CORP P/P 144A 07.0000 06/15/2025 | 0.00% | IRON MOUNTAIN INC P/P 144A 05.2500 03/15/2028 | 0.00% | ISTAR INC. 05.2500 09/15/2022 | 0.00% | JAGUAR HL / PPDI P/P 144A 05.0000 06/15/2028 | 0.00% | JELD-WEN INC P/P 144A 06.2500 05/15/2025 | 0.00% | L BRANDS INC 06.7500 07/01/2036 | 0.00% | LEVI STRAUSS & CO P/P 144A 05.0000 05/01/2025 | 0.00% | LIVE NATION ENT P/P 144A 04.8750 11/01/2024 | 0.00% | MACY'S INC P/P 144A 08.3750 06/15/2025 | 0.00% | MASONITE INTL C P/P 144A 05.3750 02/01/2028 | 0.00% | MATCH GROUP INC P/P 144A 04.6250 06/01/2028 | 0.00% | MAUSER PACKAGING P/P 144A 08.5000 04/15/2024 | 0.00% | MEG ENERGY CORP P/P 144A 07.1250 02/01/2027 | 0.00% | MERCER INTL INC USD 05.5000 01/15/2026 | 0.00% | MICROCHIP TECH INC P/P 144A 04.2500 09/01/2025 | 0.00% | MOLINA HEALTHCARE IN P/P 144A 04.8750 06/15/2025 | 0.00% | NABORS INDUSTRIES INC. 05.7500 02/01/2025 | 0.00% | NATIONSTAR MTG P/P 144A 09.1250 07/15/2026 | 0.00% | NEWELL BRANDS INC 04.8750 06/01/2025 | 0.00% | NOBLE ENERGY INC. 03.9000 11/15/2024 | 0.00% | NOVELIS CORP P/P 144A 04.7500 01/30/2030 | 0.00% | OCCIDENTAL PETROLEUM COR 04.1000 02/01/2021 | 0.00% | OCCIDENTAL PETROLEUM COR 04.8500 03/15/2021 | 0.00% | ORTHO-CLINICAL P/P 144A 07.3750 06/01/2025 | 0.00% | PANTHER BF AGGREGA P/P 144A 06.2500 05/15/2026 | 0.00% | PROLOGIS LP 02.1250 04/15/2027 | 0.00% | RACKSPACE HOSTING INC L+300 04.0000 11/03/2023 | 0.00% | RITE AID CORP P/P 144A 07.5000 07/01/2025 | 0.00% | ROBERTSHAW TL 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OCCIDENTAL PETROLEUM COR 03.5000 06/15/2025 | 0.00% | QUEBECOR MEDIA INC USD 05.7500 01/15/2023 | 0.00% | ROBERTSHAW US HOLDING L+325 04.2500 02/28/2025 | 0.00% | RUB/USD 09/16/2020 GSFX | 0.00% | TOWNSQUARE MEDIA INC P/P 144A 06.5000 04/01/2023 | 0.00% | TRANSOCEAN PONTUS LT P/P 144A 06.1250 08/01/2025 | 0.00% | WESTPAC BANKING CORP USD 04.4210 07/24/2039 | 0.00% | WFRBS 2011-C5 XA IO P/P 144A 01.6789 11/15/2044 | 0.00% | AUD/USD 07/15/2020 BANKAM | 0.00% | BANK OF MONTREAL USD 03.8030 12/15/2032 | 0.00% | BAYTEX ENERGY CORP P/P 144A 05.6250 06/01/2024 | 0.00% | CAD/USD 07/15/2020 GSFX | 0.00% | CIT GROUP INC. 05.0000 08/15/2022 | 0.00% | CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CS | 0.00% | CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CS | 0.00% | CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 ML | 0.00% | CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.00% | CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 ML | 0.00% | CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS | 0.00% | CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 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.BBB-.6 2063-05-11 300.0 05/11/2063 GS | 0.00% | CORNERSTONE BUILDING P/P 144A 08.0000 04/15/2026 | 0.00% | GBP/USD 06/17/2020 BCAP-FX | 0.00% | GBP/USD 06/17/2020 CSI-FX | 0.00% | GBP/USD 06/17/2020 TDBK | 0.00% | IHEARTMEDIA INC - CLASS A SEDOL BJVR9Y9 | 0.00% | IOS.FN30.400.11 R USL1M P 01/12/42 GS | 0.00% | IOS.FN30.400.11 R USL1M P 01/12/42 GS | 0.00% | LBUBS 2006-C6 XCL IO P/P 144A 00.6837 09/15/2039 | 0.00% | MALLINCKRODT FIN/SB P/P 144A 10.0000 04/15/2025 | 0.00% | NABORS IND LTD P/P 144A 07.2500 01/15/2026 | 0.00% | NABORS IND LTD P/P 144A 07.5000 01/15/2028 | 0.00% | NZD/USD 07/15/2020 BANKAM | 0.00% | OSHKOSH CORP 03.1000 03/01/2030 | 0.00% | PETROBRAS GLOBAL FIN USD 05.2990 01/27/2025 | 0.00% | REPUBLIC OF VENEZUELA REGS 08.2500 10/13/2024 | 0.00% | SM ENERGY CO 06.1250 11/15/2022 | 0.00% | AUD/USD PUT 0.62 20200715 GSFX | 0.00% | CAD/USD 07/15/2020 RBSF | 0.00% | CALIFORNIA RESOURC TL L+475 05.7500 12/31/2022 | 0.00% | CMB CMBX.NA.A.7 2047-01-17 200.0 01/17/2047 JP | 0.00% | CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CG | 0.00% | CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CG | 0.00% | CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CS | 0.00% | CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 MS | 0.00% | CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.00% | CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 MS | 0.00% | CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 JP | 0.00% | CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS | 0.00% | CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 JP | 0.00% | CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 CG | 0.00% | CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 GS | 0.00% | CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | 0.00% | CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% | CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% | CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% | CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 CG | 0.00% | CMB CMBX.NA.BBB-.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-.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% | GLENCORE PLC SEDOL B4T3BW6 | 0.00% | GNMA GII30 4401 06.5000 03/20/2039 | 0.00% | IOS.FN30.350.12 R USL1M P 01/12/43 BC | 0.00% | IOS.FN30.400.11 R USL1M P 01/12/42 BC | 0.00% | MERCK & CO INC 02.9000 03/07/2024 | 0.00% | NOBLE HLDG INTL LTD P/P 144A 07.8750 02/01/2026 | 0.00% | NZD/USD 07/15/2020 RBSF | 0.00% | NZD/USD 07/15/2020 TDBK | 0.00% | NZD/USD 07/15/2020 WPAC | 0.00% | OASIS PETROLEUM INC 06.8750 03/15/2022 | 0.00% | OASIS PETROLEUM INC P/P 144A 06.2500 05/01/2026 | 0.00% | PARTY CITY HLDG INC P/P 144A 06.1250 08/15/2023 | 0.00% | PETROLEOS DE VEN P/P 144A 06.0000 11/15/2026 | 0.00% | REPUBLIC OF VENEZUELA REGS 09.0000 05/07/2023 | 0.00% | TRANSOCEAN INC 07.5000 04/15/2031 | 0.00% | TWD/USD 08/19/2020 BANKAM | 0.00% | TXU TCEH RIGHTS | 0.00% | USD/JPY PUT 106.00 20200701 BANKAM | 0.00% | 0.6995 R ISWP US0003M P 06/01/2030 | 0.00% | ADVANZ PHARMA CORP LTD SEDOL BG0RYR7 | 0.00% | BACM 2007-1 XW IO 00.2916 01/15/2049 | 0.00% | BSCMS 06-PW14 X1 IO P/P 144A 00.3057 12/11/2038 | 0.00% | CAD/USD 07/15/2020 CITI | 0.00% | CAD/USD 07/15/2020 WPAC | 0.00% | CALIFORNIA RESOURCES P/P 144A 08.0000 12/15/2022 | 0.00% | CD 2007-CD4 XW IO P/P 144A 01.2987 12/11/2049 | 0.00% | CGCMT 2006-C5 XC IO P/P 144A 00.5186 10/15/2049 | 0.00% | CLEAR CHANNEL OUTDOOR HOLDIN SEDOL BJHVCH9 | 0.00% | CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 0.00% | CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 JP | 0.00% | CMB CMBX.NA.A.7 2047-01-17 200.0 01/17/2047 CS | 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 MS | 0.00% | CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 MS | 0.00% | CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 MS | 0.00% | CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.00% | CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 JP | 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 JP | 0.00% | CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 JP | 0.00% | CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 CG | 0.00% | CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 CG | 0.00% | CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 CG | 0.00% | CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 CG | 0.00% | CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 JP | 0.00% | CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 JP | 0.00% | CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 JP | 0.00% | CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 JP | 0.00% | CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 MS | 0.00% | CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 MS | 0.00% | CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 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 GS | 0.00% | CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 JP | 0.00% | CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 MS | 0.00% | CMB CMBX.NA.BBB-.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% | CSMC 2007-C2 AX IO P/P 144A 00.0155 01/15/2049 | 0.00% | DKK/USD 06/17/2020 CITI | 0.00% | EUR/CHF PUT 1.00 20200615 GSFX | 0.00% | EUR/CHF PUT 1.03 20200615 GSFX | 0.00% | GBP/USD 06/17/2020 HSBCB | 0.00% | GBP/USD 06/17/2020 RBSF | 0.00% | GBP/USD 06/17/2020 WPAC | 0.00% | GECMC 2007-C1 XC IO P/P 144A 00.0696 12/10/2049 | 0.00% | HKD/USD 08/19/2020 BANKAM | 0.00% | HKD/USD 08/19/2020 CITI | 0.00% | HKD/USD 08/19/2020 HSBCB | 0.00% | HKD/USD 08/19/2020 SSBT | 0.00% | HKD/USD 08/19/2020 UBS | 0.00% | INR/USD 08/19/2020 HSBCB | 0.00% | JPMCC 05-CB12 X1 IO P/P 144A 00.3200 09/12/2037 | 0.00% | JPMCC 2006-LDP8 X IO 00.2890 05/15/2045 | 0.00% | JPMCC 2007-LDPX X IO 00.0517 01/15/2049 | 0.00% | JPY/USD 08/19/2020 BANKAM | 0.00% | JPY/USD 08/19/2020 GSFX | 0.00% | JPY/USD 08/19/2020 HSBCB | 0.00% | JPY/USD 08/19/2020 JPMCB | 0.00% | JPY/USD 08/19/2020 SSBT | 0.00% | LBUBS 2005-C5 XCL IO P/P 144A 0.09 3 09/15/2040 | 0.00% | LBUBS 2005-C7 XCL IO P/P 144A 00.3092 11/15/2040 | 0.00% | MEZZ 2006-C4 X IO P/P 144A 06.8170 07/15/2045 | 0.00% | MWO HOLDINGS LLC | 0.00% | NOBLE HOLDING INTL LTD USD 07.7500 01/15/2024 | 0.00% | NZD/USD 07/15/2020 CSI-FX | 0.00% | NZD/USD 07/15/2020 HSBCB | 0.00% | NZD/USD 07/15/2020 JPMCB | 0.00% | OASIS PETROLEUM INC CV 02.6250 09/15/2023 | 0.00% | TERVITA CORP SEDOL BD1DCC4 | 0.00% | TEXAS COHLD TCEH ESCROW 11.5000 10/01/2020 | 0.00% | USD/CHF PUT 0.91 20200605 CITI | 0.00% | USD/CHF PUT 0.94 20200605 GSFX | 0.00% | USD/JPY PUT 102.00 20200701 BANKAM | 0.00% | VALARIS PLC USD 07.7500 02/01/2026 | 0.00% | AUD/USD 07/15/2020 CSI-FX | -0.00% | AUD/USD 07/15/2020 JPMCB | -0.00% | CAD/USD 07/15/2020 CSI-FX | -0.00% | CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CS | -0.00% | CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.00% | CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.00% | CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.00% | CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.00% | CMB CMBX.NA.A.7 2047-01-17 200.0 01/17/2047 CS | -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 MS | -0.00% | CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CS | -0.00% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 BA | -0.00% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% | EUR/USD 06/17/2020 BCAP-FX | -0.00% | EUR/USD 06/17/2020 WPAC | -0.00% | JPY/USD 08/19/2020 BCAP-FX | -0.00% | JPY/USD 08/19/2020 CITI | -0.00% | JPY/USD 08/19/2020 UBS | -0.00% | JPY/USD 08/19/2020 WPAC | -0.00% | CAD/USD 07/15/2020 HSBCB | -0.00% | CAD/USD 07/15/2020 JPMCB | -0.00% | CAD/USD 07/15/2020 TDBK | -0.00% | CAD/USD 07/15/2020 UBS | -0.00% | CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.00% | CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.00% | CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 MS | -0.00% | CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 JP | -0.00% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 BA | -0.00% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% | CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 CS | -0.00% | EUR/GBP CALL 0.94 20200803 UBS | -0.00% | EUR/GBP CALL 0.95 20200818 BANKAM | -0.00% | EUR/USD 06/17/2020 BANKAM | -0.00% | EUR/USD 06/17/2020 CITI | -0.00% | EUR/USD 06/17/2020 GSFX | -0.00% | EUR/USD 06/17/2020 RBSF | -0.00% | EUR/USD 06/17/2020 TDBK | -0.00% | SGD/USD 08/19/2020 JPMCB | -0.00% | 0.90 R ISWP FWD US0003M P 06/17/2050 | -0.00% | CMB CMBX.NA.A.6 2063-05-11 200.0 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.6 2063-05-11 500.0 05/11/2063 MS | -0.00% | CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 GS | -0.00% | EUR/USD 06/17/2020 CSI-FX | -0.00% | IOS.FN30.400.10 P USL1M R 01/12/41 JP | -0.00% | IOS.FN30.500.10 P USL1M R 01/12/41 BC | -0.00% | NZD/USD 07/15/2020 CITI | -0.00% | NZD/USD 07/15/2020 GSFX | -0.00% | USD/JPY PUT 100.00 20201124 BANKAM | -0.00% | USD/JPY PUT 100.00 20201124 GSFX | -0.00% | CAD/USD 07/15/2020 BANKAM | -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.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 MS | -0.00% | CHF/USD 06/17/2020 JPMCB | -0.00% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 BA | -0.00% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% | CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 CS | -0.00% | EUR/USD 06/17/2020 HSBCB | -0.00% | EUR/USD 06/17/2020 UBS | -0.00% | IOS.FN30.400.11 P USL1M R 01/12/42 JP | -0.00% | CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 CG | -0.01% | 0.65 R ISWP FWD US0003M P 06/17/2025 | -0.01% | AUD/USD 07/15/2020 UBS | -0.01% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% | AUD/USD 07/15/2020 SSBT | -0.01% | CAD/USD 07/15/2020 SSBT | -0.01% | CDX CDX.NA.HY.34 500.0 06/20/2025 | -0.01% | CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.01% | CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CG | -0.01% | EUR/USD 06/17/2020 JPMCB | -0.01% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% | GBP/USD 06/17/2020 JPMCB | -0.01% | IOS.FN30.400.10 P USL1M R 01/12/41 CS | -0.01% | EUR/USD 06/17/2020 SSBT | -0.01% | MBX.FN30.650.67 P USL1M R 01/12/38 BC | -0.02% | CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 JP | -0.02% | NOK/USD 06/17/2020 JPMCB | -0.02% | NOK/USD 06/17/2020 GSFX | -0.03% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS | -0.05% | RU10INTR P US0003M R 11/25/20 CI | -0.36% | FNMA FN30 TBA UMBS 03.0000 06/01/2050 | -0.91% | US 10YR ULTRA FUT SEP20 UXYU0 | -2.72% | RU10INTR P US0003M R 11/25/20 CI | -2.80% | S&P500 EMINI FUT JUN20 ESM0 | -3.03% | GSGLPWDS P US0001M R 12/15/25 GS | -5.39% |
| GSGLPWDL R US0001M P 12/15/25 GS | 5.59% | US 5YR NOTE (CBT) JUN20 FVM0 | 4.47% | E-MINI RUSS 2000 JUN20 RTYM0 | 3.49% | CGPUTQL2 R US0003M P 11/25/20 CI | 3.04% | GNMA GII30 TBA 03.5000 05/01/2050 | 2.83% | AMAZON.COM INC SEDOL 2000019 | 2.77% | APPLE INC SEDOL 2046251 | 2.67% | US ULTRA BOND CBT JUN20 WNM0 | 2.40% | FHLMC FR30 ZS4750 UMBS 03.0000 01/01/2048 | 2.23% | ALPHABET INC-CL A SEDOL BYVY8G0 | 1.96% | MICROSOFT CORP SEDOL 2588173 | 1.82% | US 10YR NOTE (CBT)JUN20 TYM0 | 1.61% | JPMORGAN CHASE & CO SEDOL 2190385 | 1.19% | VERIZON COMMUNICATIONS INC SEDOL 2090571 | 1.18% | PROCTER & GAMBLE CO/THE SEDOL 2704407 | 1.13% | ADOBE INC SEDOL 2008154 | 1.10% | CISCO SYSTEMS INC SEDOL 2198163 | 1.06% | FNMA FN30 TBA UMBS 06.0000 05/01/2049 | 0.99% | FNMA FN30 TBA UMBS 04.5000 05/01/2050 | 0.96% | FNMA FN30 TBA UMBS 04.0000 07/01/2050 | 0.95% | FNMA FN15 TBA UMBS 03.0000 05/01/2035 | 0.94% | QUALCOMM INC SEDOL 2714923 | 0.94% | CHEVRON CORP | 0.94% | FNMA FN30 TBA UMBS 02.5000 05/01/2050 | 0.93% | US LONG BOND(CBT) JUN20 USM0 | 0.81% | FNMA FN30 BM5024 UMBS 03.0000 11/01/2048 | 0.80% | COCA-COLA CO/THE SEDOL 2206657 | 0.78% | US 2YR NOTE (CBT) JUN20 TUM0 | 0.78% | JOHNSON & JOHNSON SEDOL 2475833 | 0.78% | INTUIT INC SEDOL 2459020 | 0.75% | CITIGROUP INC SEDOL 2297907 | 0.75% | MEDTRONIC PLC SEDOL BTN1Y11 | 0.72% | ORACLE CORP SEDOL 2661568 | 0.69% | PEPSICO INC SEDOL 2681511 | 0.66% | AMGEN INC SEDOL 2023607 | 0.64% | LOCKHEED MARTIN CORP SEDOL 2522096 | 0.64% | EBAY INC SEDOL 2293819 | 0.64% | MERCK & CO. INC. SEDOL 2778844 | 0.59% | SERVICENOW INC SEDOL B80NXX8 | 0.59% | TAKE-TWO INTERACTIVE SOFTWRE SEDOL 2122117 | 0.56% | FNMA FN30 MA3563 UMBS 04.0000 01/01/2049 | 0.55% | COMCAST CORP-CLASS A SEDOL 2044545 | 0.53% | NORTHROP GRUMMAN CORP SEDOL 2648806 | 0.51% | HONEYWELL INTERNATIONAL INC SEDOL 2020459 | 0.50% | ABBOTT LABORATORIES SEDOL 2002305 | 0.49% | STARBUCKS CORP SEDOL 2842255 | 0.49% | METLIFE INC SEDOL 2573209 | 0.47% | ACTIVISION BLIZZARD INC SEDOL 2575818 | 0.45% | BOOKING HOLDINGS INC SEDOL BDRXDB4 | 0.44% | OTIS WORLDWIDE CORP SEDOL BK531S8 | 0.41% | VEEVA SYSTEMS INC-CLASS A SEDOL BFH3N85 | 0.38% | AMERICAN ELECTRIC POWER SEDOL 2026242 | 0.37% | EDWARDS LIFESCIENCES CORP SEDOL 2567116 | 0.36% | ELI LILLY & CO SEDOL 2516152 | 0.36% | DOCUSIGN INC SEDOL BFYT7B7 | 0.35% | AGNC INVESTMENT CORP SEDOL BYYHJL8 | 0.35% | CROWN CASTLE INTL CORP SEDOL BTGQCX1 | 0.35% | XILINX INC SEDOL 2985677 | 0.35% | WASTE MANAGEMENT INC SEDOL 2937667 | 0.35% | BIOGEN INC SEDOL 2455965 | 0.33% | ANNALY CAPITAL MANAGEMENT IN SEDOL 2113456 | 0.33% | EXELON CORP SEDOL 2670519 | 0.32% | CUMMINS INC SEDOL 2240202 | 0.32% | JPMORGAN CHASE & CO 03.9640 11/15/2048 | 0.32% | AUTODESK INC SEDOL 2065159 | 0.31% | MONDELEZ INTERNATIONAL INC-A SEDOL B8CKK03 | 0.31% | AT&T INC SEDOL 2831811 | 0.30% | MCKESSON CORP SEDOL 2378534 | 0.30% | EQUINIX INC SEDOL BVLZX12 | 0.30% | MORGAN STANLEY | 0.30% | BRISTOL-MYERS SQUIBB CO SEDOL 2126335 | 0.29% | DANAHER CORP SEDOL 2250870 | 0.28% | PFIZER INC SEDOL 2684703 | 0.28% | PHILLIPS 66 SEDOL B78C4Y8 | 0.27% | CLOROX COMPANY SEDOL 2204026 | 0.26% | TARGET CORP SEDOL 2259101 | 0.26% | FACEBOOK INC-CLASS A SEDOL B7TL820 | 0.26% | TREASURY BILL 00.0000 08/13/2020 | 0.26% | KINDER MORGAN INC SEDOL B3NQ4P8 | 0.25% | FNMA FN30 AS7003 UMBS 03.0000 04/01/2046 | 0.24% | CADENCE DESIGN SYS INC SEDOL 2302232 | 0.23% | BANK OF AMERICA CORP 06.1100 01/29/2037 | 0.23% | FORTINET INC SEDOL B5B2106 | 0.23% | TRANE TECHNOLOGIES PLC SEDOL BK9ZQ96 | 0.23% | TREASURY BILL 00.0000 06/25/2020 | 0.23% | ROCHE HOLDING AG-GENUSSCHEIN SEDOL 7110388 | 0.22% | ALLERGAN PLC SEDOL BY9D546 | 0.22% | HERSHEY CO/THE SEDOL 2422806 | 0.22% | CAPITAL ONE FINANCIAL CORP SEDOL 2654461 | 0.21% | HILTON WORLDWIDE HOLDINGS IN SEDOL BYVMW06 | 0.21% | KLA CORP SEDOL 2480138 | 0.21% | SYNOPSYS INC SEDOL 2867719 | 0.21% | DELTA AIR LINES INC SEDOL B1W9D46 | 0.21% | ALLSTATE CORP SEDOL 2019952 | 0.20% | AMERIPRISE FINANCIAL INC SEDOL B0J7D57 | 0.20% | REPUBLIC OF INDONESIA REGS 05.8750 01/15/2024 | 0.20% | ZIMMER BIOMET HOLDINGS INC SEDOL 2783815 | 0.20% | CITIGROUP INC 03.6680 07/24/2028 | 0.19% | GOLDMAN SACHS GROUP INC SEDOL 2407966 | 0.19% | REGENERON PHARMACEUTICALS SEDOL 2730190 | 0.19% | STARWOOD PROPERTY TRUST INC SEDOL B3PQ520 | 0.19% | ATLASSIAN CORP PLC-CLASS A SEDOL BZ09BD1 | 0.19% | FNMA FN30 BC2733 UMBS 03.0000 05/01/2046 | 0.18% | NOVARTIS AG-REG SEDOL 7103065 | 0.18% | UBS GROUP AG P/P 144A 03.4910 05/23/2023 | 0.18% | PUBLIC SERVICE ENTERPRISE GP SEDOL 2707677 | 0.18% | TREASURY BILL 00.0000 07/09/2020 | 0.18% | JOHNSON CONTROLS INTERNATION SEDOL BY7QL61 | 0.18% | MORGAN STANLEY 03.6250 01/20/2027 | 0.18% | EVERGY INC SEDOL BFMXGR0 | 0.17% | NESTLE SA-REG SEDOL 7123870 | 0.17% | LEIDOS HOLDINGS INC SEDOL BDV82B8 | 0.17% | TREASURY BILL 00.0000 05/07/2020 | 0.17% | LAM RESEARCH CORP SEDOL 2502247 | 0.17% | DROPBOX INC-CLASS A SEDOL BG0T321 | 0.16% | AT&T INC 04.1000 02/15/2028 | 0.16% | SYNCHRONY FINANCIAL SEDOL BP96PS6 | 0.16% | ABBVIE INC P/P 144A 03.2000 11/21/2029 | 0.15% | GOLDMAN SACHS GROUP INC 02.6000 12/27/2020 | 0.14% | ABBVIE INC SEDOL B92SR70 | 0.14% | NOVO NORDISK A/S-B SEDOL BHC8X90 | 0.14% | AMETEK INC SEDOL 2089212 | 0.14% | ROYAL DUTCH SHELL PLC-B SHS SEDOL B03MM40 | 0.14% | VERIZON COMM 04.3290 09/21/2028 | 0.14% | AVERY DENNISON CORP SEDOL 2066408 | 0.14% | ENTERGY CORP SEDOL 2317087 | 0.14% | VISTRA ENERGY CORP SEDOL BZ8VJQ8 | 0.14% | SYSCO CORP SEDOL 2868165 | 0.14% | THERMO FISHER SCIENTIFIC INC SEDOL 2886907 | 0.14% | PULTEGROUP INC SEDOL 2708841 | 0.14% | ESSEX PROPERTY TRUST INC SEDOL 2316619 | 0.14% | TREASURY BILL 00.0000 09/10/2020 | 0.13% | COMMONWEALTH BK AUST P/P 144A 02.2000 11/09/2020 | 0.13% | FIVE CORNERS FUNDING P/P 144A 04.4190 11/15/2023 | 0.13% | DISCOVER FINANCIAL SERVICES SEDOL B1YLC43 | 0.13% | TREASURY BILL 00.0000 05/21/2020 | 0.13% | IBM CORP 01.8750 08/01/2022 | 0.13% | HOLOGIC INC SEDOL 2433530 | 0.13% | VERISK ANALYTICS INC SEDOL B4P9W92 | 0.12% | SONY CORP SEDOL 6821506 | 0.12% | FNMA FN30 AS7154 UMBS 03.0000 05/01/2046 | 0.12% | AES CORP SEDOL 2002479 | 0.12% | ALLIANZ SE-REG SEDOL 5231485 | 0.12% | FIFTH THIRD BANCORP SEDOL 2336747 | 0.11% | AVALONBAY COMMUNITIES INC SEDOL 2131179 | 0.11% | DOVER CORP SEDOL 2278407 | 0.11% | NINTENDO CO LTD SEDOL 6639550 | 0.11% | WEST PHARMACEUTICAL SERVICES SEDOL 2950482 | 0.11% | ALPHABET INC 03.6250 05/19/2021 | 0.11% | BOOZ ALLEN HAMILTON HOLDINGS SEDOL B5367T7 | 0.11% | L OREAL SEDOL 4057808 | 0.11% | PINNACLE WEST CAPITAL SEDOL 2048804 | 0.11% | REPUBLIC SERVICES INC SEDOL 2262530 | 0.11% | TREASURY BILL 00.0000 09/03/2020 | 0.11% | DEUTSCHE TELEKOM AG-REG SEDOL 5842359 | 0.10% | CF INDUSTRIES HOLDINGS INC SEDOL B0G4K50 | 0.10% | CVS HEALTH CORP 04.7800 03/25/2038 | 0.10% | TOTAL CAPITAL INTL SA USD 02.7500 06/19/2021 | 0.10% | CENTERPOINT ENERGY INC SEDOL 2440637 | 0.10% | DEUTSCHE POST AG-REG SEDOL 4617859 | 0.10% | DUKE REALTY CORP SEDOL 2284084 | 0.10% | EXXON MOBIL CORPORATION 02.2220 03/01/2021 | 0.10% | GILEAD SCIENCES INC SEDOL 2369174 | 0.10% | EQUITY RESIDENTIAL TR REIT | 0.10% | ENEL SPA SEDOL 7144569 | 0.10% | INVITATION HOMES INC SEDOL BD81GW9 | 0.10% | MBX.FN30.500.10 R USL1M P 01/12/41 BC | 0.10% | CBRE GROUP INC - A SEDOL B6WVMH3 | 0.10% | EASTMAN CHEMICAL CO SEDOL 2298386 | 0.10% | MGM RESORTS INTERNATIONAL SEDOL 2547419 | 0.10% | SALESFORCE.COM INC 03.7000 04/11/2028 | 0.10% | SHELL INTERNATIONAL FIN USD 02.1250 05/11/2020 | 0.10% | SWISS RE TREAS P/P 144A 04.2500 12/06/2042 | 0.10% | COMCAST CORP 03.9690 11/01/2047 | 0.10% | DEUTSCHE TELEKOM INT FIN USD 08.7500 06/15/2030 | 0.10% | TELEDYNE TECHNOLOGIES INC SEDOL 2503477 | 0.10% | GARMIN LTD SEDOL B3Z5T14 | 0.10% | KDDI CORP SEDOL 6248990 | 0.10% | KINDER MORGAN INC 03.1500 01/15/2023 | 0.10% | UNITED AIRLINES HOLDINGS INC SEDOL B4QG225 | 0.10% | APPLE INC 04.3750 05/13/2045 | 0.09% | HERMES INTERNATIONAL SEDOL 5253973 | 0.09% | AMERICAN TOWER CORPORATION 02.7500 01/15/2027 | 0.09% | NOVARTIS CAPITAL CORP 04.0000 11/20/2045 | 0.09% | SANDVIK AB SEDOL B1VQ252 | 0.09% | AMAZON.COM INC 03.1500 08/22/2027 | 0.09% | FAIR ISAAC CORP SEDOL 2330299 | 0.09% | HOYA CORP SEDOL 6441506 | 0.09% | KERING SEDOL 5505072 | 0.09% | LINCOLN NATIONAL CORP SEDOL 2516378 | 0.09% | ROGERS COMMUNICATIONS IN USD 04.5000 03/15/2043 | 0.09% | SUMITOMO MITSUI FINANCIAL GR SEDOL 6563024 | 0.09% | ASTELLAS PHARMA INC SEDOL 6985383 | 0.09% | BERKSHIRE HATHAWAY FIN 04.2500 01/15/2021 | 0.09% | GOLDMAN SACHS GROUP INC 04.2230 05/01/2029 | 0.09% | INDUSTRIA DE DISENO TEXTIL SEDOL BP9DL90 | 0.09% | PARTNERS GROUP HOLDING AG SEDOL B119QG0 | 0.09% | RIO TINTO PLC SEDOL 0718875 | 0.09% | WOLTERS KLUWER SEDOL 5671519 | 0.09% | BERRY GLOBAL GROUP INC SEDOL B8BR3H3 | 0.08% | ESSITY AKTIEBOLAG-B SEDOL BF1K7P7 | 0.08% | APTARGROUP INC SEDOL 2045247 | 0.08% | UNITEDHEALTH GROUP INC 02.7500 02/15/2023 | 0.08% | DUPONT DE NEMOURS INC SEDOL BK0VN47 | 0.08% | SHIONOGI & CO LTD SEDOL 6804682 | 0.08% | COMM 2013-CR13 AM 04.4490 11/10/2046 | 0.08% | DENTSPLY SIRONA INC SEDOL BYNPPC6 | 0.08% | ALLISON TRANSMISSION HOLDING SEDOL B4PZ892 | 0.08% | BROADCOM CRP / CAYM 03.5000 01/15/2028 | 0.08% | DAIKIN INDUSTRIES LTD SEDOL 6250724 | 0.08% | ITOCHU CORP SEDOL 6467803 | 0.08% | ONCOR ELECTRIC DELIV 03.7500 04/01/2045 | 0.08% | WALMART INC SEDOL 2936921 | 0.08% | HITACHI LTD SEDOL 6429104 | 0.08% | ALLY FINANCIAL INC SEDOL B72XK05 | 0.08% | AT&T INC 04.7500 05/15/2046 | 0.08% | AVALARA INC SEDOL BZ1NVP4 | 0.08% | CWALT 2006-OA10 4A1 00.6773 08/25/2046 | 0.08% | FERGUSON PLC SEDOL BJVNSS4 | 0.08% | TCI COMMUNICATIONS INC 07.1250 02/15/2028 | 0.08% | BRISTOL-MYERS P/P 144A 02.9000 07/26/2024 | 0.08% | IHS MARKIT LTD P/P 144A 04.7500 02/15/2025 | 0.08% | LEGAL & GENERAL GROUP PLC SEDOL 0560399 | 0.08% | GNMA GII30 4246 06.5000 09/20/2038 | 0.08% | HILL-ROM HOLDINGS INC SEDOL 2425924 | 0.08% | KONINKLIJKE AHOLD DELHAIZE N SEDOL BD0Q398 | 0.08% | DUKE ENERGY CORP 04.2000 06/15/2049 | 0.08% | ANGLO AMER PLC SEDOL B1XZS82 | 0.08% | CROWN HOLDINGS INC | 0.08% | ENTERPRISE PRODUCTS OPER 04.2500 02/15/2048 | 0.08% | HEICO CORP SEDOL 2419217 | 0.08% | CARLSBERG AS-B SEDOL 4169219 | 0.07% | ORACLE CORP 02.5000 10/15/2022 | 0.07% | VEREIT INC SEDOL BYVVTJ1 | 0.07% | WH GROUP LTD SEDOL BLLHKZ1 | 0.07% | BNP PARIBAS SEDOL 7309681 | 0.07% | VORNADO REALTY TRUST SEDOL 2933632 | 0.07% | WESFARMERS LTD SEDOL 6948836 | 0.07% | COMMONWEALTH BK AUST P/P 144A 03.1500 09/19/2027 | 0.07% | CSX CORP 04.1000 03/15/2044 | 0.07% | MICROSOFT CORP 01.5500 08/08/2021 | 0.07% | PETROBRAS GLOBAL FINANCE USD 06.2500 03/17/2024 | 0.07% | WELLS FARGO & COMPANY 02.6000 07/22/2020 | 0.07% | BOSTON PROPERTIES INC SEDOL 2019479 | 0.07% | KINDER MORGAN ENER PART 03.5000 03/01/2021 | 0.07% | COSTAR GROUP INC SEDOL 2262864 | 0.07% | SUN COMMUNITIES INC SEDOL 2860257 | 0.07% | TREASURY BILL 00.0000 08/20/2020 | 0.07% | AMAZON.COM INC 03.3000 12/05/2021 | 0.07% | JOHNSON CONTROLS INTL PL 04.9500 07/02/2064 | 0.07% | SHIN-ETSU CHEMICAL CO LTD SEDOL 6804585 | 0.07% | VERIZON COMMUNICATIONS 04.4000 11/01/2034 | 0.07% | CISCO SYSTEMS INC 02.2000 02/28/2021 | 0.07% | DIAMOND 1 FIN/DIAM P/P 144A 06.0200 06/15/2026 | 0.07% | ECOLAB INC 03.2500 12/01/2027 | 0.07% | NSTAR ELECTRIC CO 02.3750 10/15/2022 | 0.07% | ASPEN TECHNOLOGY INC SEDOL 2051868 | 0.07% | BANCO BILBAO VIZCAYA ARGENTA SEDOL 5501906 | 0.07% | JPMORGAN CHASE & CO 04.6000 02/01/2025 | 0.07% | AXALTA COATING SYSTEMS LTD SEDOL BSFWCF5 | 0.07% | CK ASSET HOLDINGS LTD SEDOL BYZQ077 | 0.07% | COVESTRO AG SEDOL BYTBWY9 | 0.07% | FNMA FN40 BF0171 UMBS 04.0000 01/01/2057 | 0.07% | INTERPUBLIC GROUP COS 04.6500 10/01/2028 | 0.07% | SHELL INTERNATIONAL FIN USD 02.8750 05/10/2026 | 0.07% | UNION PACIFIC CORP SEDOL 2914734 | 0.07% | BP CAP MARKETS AMERICA 03.1190 05/04/2026 | 0.06% | AVIVA PLC SEDOL 0216238 | 0.06% | ENERGY TRANSFER OPERATNG 06.6250 02/15/2028 | 0.06% | SIRIUS XM RADIO INC P/P 144A 05.0000 08/01/2027 | 0.06% | SKANDINAVISKA ENSKILDA BAN-A SEDOL 4813345 | 0.06% | VIACOMCBS INC 04.5000 03/01/2021 | 0.06% | CWALT 2006-OA7 1A2 02.8105 06/25/2046 | 0.06% | DISCOVERY INC - A SEDOL B3D7K31 | 0.06% | AXIS CAPITAL HOLDINGS LTD SEDOL 2677606 | 0.06% | BALL CORP SEDOL 2073022 | 0.06% | CAMDEN PROPERTY TRUST SEDOL 2166320 | 0.06% | OMNICOM GP/OMNICOM CAP 03.6000 04/15/2026 | 0.06% | WALT DISNEY COMPANY 07.7500 12/01/2045 | 0.06% | CAMDEN PROPERTY TRUST 04.8750 06/15/2023 | 0.06% | DOLLAR GENERAL CORP 03.2500 04/15/2023 | 0.06% | GNMA GII30 4581 06.5000 11/20/2039 | 0.06% | MONSTER BEVERAGE CORP SEDOL BZ07BW4 | 0.06% | NIPPON TELEGRAPH & TELEPHONE SEDOL 6641373 | 0.06% | CATERPILLAR INC SEDOL 2180201 | 0.06% | COMPASS GROUP PLC SEDOL BD6K457 | 0.06% | ERAC USA FINANCE LLC P/P 144A 05.6250 03/15/2042 | 0.06% | GENERAL MOTORS FINL CO 04.0000 10/06/2026 | 0.06% | HONEYWELL INTL 03.8120 11/21/2047 | 0.06% | TREASURY BILL 00.0000 08/06/2020 | 0.06% | VOLKSWAGEN AG PFD SEDOL 5497168 | 0.06% | BRITISH AMERICAN TOBACCO PLC SEDOL 0287580 | 0.06% | CSC HOLDINGS LLC 05.2500 06/01/2024 | 0.06% | DEUTSCHE BOERSE AG SEDOL 7021963 | 0.06% | NORTHROP GRUMMAN CORP 03.2500 01/15/2028 | 0.06% | PEUGEOT SA SEDOL 7103526 | 0.06% | RELIANCE STEEL & ALUMINUM SEDOL 2729068 | 0.06% | ERAC USA FINANCE LLC P/P 144A 07.0000 10/15/2037 | 0.06% | FIDELITY NATIONAL FINANCIAL SEDOL BNBRDD4 | 0.06% | PPG INDUSTRIES INC SEDOL 2698470 | 0.06% | AMERICAN ELECTRIC POWER 04.3000 12/01/2028 | 0.06% | FISERV INC 04.2000 10/01/2028 | 0.06% | PPL CAPITAL FUNDING INC 04.2000 06/15/2022 | 0.06% | WOOLWORTHS GROUP LTD SEDOL 6981239 | 0.06% | AMER TRANS SYST P/P 144A 05.0000 09/01/2044 | 0.06% | ROKU INC SEDOL BZ1LFG7 | 0.06% | T-MOBILE USA INC P/P 144A 03.7500 04/15/2027 | 0.06% | TORONTO-DOMINION BANK USD 03.6250 09/15/2031 | 0.06% | GLAXOSMITHKLINE PLC SEDOL 0925288 | 0.05% | MERCK & CO INC 03.7000 02/10/2045 | 0.05% | NEWMARKET CORP SEDOL B01CGF1 | 0.05% | NIELSEN HOLDINGS PLC SEDOL BWFY550 | 0.05% | ALNYLAM PHARMACEUTICALS INC SEDOL B00FWN1 | 0.05% | AMERICAN INTL GROUP 08.1750 05/15/2058 | 0.05% | ORIX CORP SEDOL 6661144 | 0.05% | TREASURY BILL 00.0000 07/23/2020 | 0.05% | ASSOCIATED BRITISH FOODS PLC SEDOL 0673123 | 0.05% | CITIGROUP INC 02.6500 10/26/2020 | 0.05% | DUKE ENERGY CORP 03.1500 08/15/2027 | 0.05% | EQUITY LIFESTYLE PROPERTIES SEDOL 2563125 | 0.05% | GLOBAL PAYMENTS INC 04.0000 06/01/2023 | 0.05% | COMM 2012-LC4 C 05.7210 12/10/2044 | 0.05% | STMICROELECTRONICS NV SEDOL 5962332 | 0.05% | WILLIS TOWERS WATSON PLC USD 05.7500 03/15/2021 | 0.05% | CRH PLC SEDOL 4182249 | 0.05% | REINSURANCE GROUP OF AMERICA SEDOL 2731193 | 0.05% | SPST 2019-3 A 01.6285 06/24/2020 | 0.05% | STORE CAPITAL CORP SEDOL BSKRKJ5 | 0.05% | AURIZON HOLDINGS LTD SEDOL B87CVM3 | 0.05% | GNMA GII30 4269 06.5000 10/20/2038 | 0.05% | MWST 2019-1 A 01.2873 06/25/2052 | 0.05% | CIGNA CORP 03.7500 07/15/2023 | 0.05% | CITIGROUP INC 03.8870 01/10/2028 | 0.05% | CON EDISON CO OF NY INC 04.2000 03/15/2042 | 0.05% | FAURECIA SEDOL 4400446 | 0.05% | TPAT 2018-SL1 A P/P 144A 02.2268 01/25/2046 | 0.05% | APARTMENT INVT & MGMT CO -A SEDOL BJLNBG3 | 0.05% | CSMC 2016-NXSR C 04.5041 12/15/2049 | 0.05% | E.ON SE SEDOL 4942904 | 0.05% | US FOODS HOLDING CORP SEDOL BYVFC94 | 0.05% | WR BERKLEY CORP SEDOL 2093644 | 0.05% | ZOETIS INC SEDOL B95WG16 | 0.05% | CELANESE CORP SEDOL B05MZT4 | 0.05% | EOG RESOURCES INC 02.6250 03/15/2023 | 0.05% | RAYTHEON COMPANY 02.5000 12/15/2022 | 0.05% | TOSHIBA CORP SEDOL 6897217 | 0.05% | 3I GROUP PLC SEDOL B1YW440 | 0.04% | CAS 2015-C04 2M2 06.0373 04/25/2028 | 0.04% | EQUINOR ASA USD 05.1000 08/17/2040 | 0.04% | EXPEDIA GROUP INC SEDOL B748CK2 | 0.04% | LEGRAND SA SEDOL B11ZRK9 | 0.04% | NCHET 2003-4 M1 01.6123 10/25/2033 | 0.04% | ROYAL BANK OF CANADA USD 04.6500 01/27/2026 | 0.04% | SPST 2019-7 A 01.6285 09/24/2020 | 0.04% | BHP GROUP PLC SEDOL BH0P3Z9 | 0.04% | CREDIT AGRICOLE SA SEDOL 7262610 | 0.04% | GALAPAGOS NV SEDOL B07Q2V5 | 0.04% | MORGAN STANLEY 04.3750 01/22/2047 | 0.04% | OTSUKA CORP SEDOL 6267058 | 0.04% | PACKAGING CORP OF AMERIC 04.5000 11/01/2023 | 0.04% | ARKEMA SEDOL B0Z5YZ2 | 0.04% | BANK OF AMERICA CORP 06.1000 12/29/2049 | 0.04% | TREASURY BILL 00.0000 06/11/2020 | 0.04% | AIR LEASE CORP 02.5000 03/01/2021 | 0.04% | BRAMBLES LTD SEDOL B1FJ0C0 | 0.04% | ORACLE CORP 05.3750 07/15/2040 | 0.04% | ACS ACTIVIDADES SEDOL B01FLQ6 | 0.04% | AENA SME SA SEDOL BVRZ8L1 | 0.04% | BANK LEUMI LE-ISRAEL SEDOL 6076425 | 0.04% | HYATT HOTELS CORP 04.8500 03/15/2026 | 0.04% | NOMURA RESEARCH INSTITUTE LT SEDOL 6390921 | 0.04% | REGIONS FINANCIAL CORP 02.7500 08/14/2022 | 0.04% | SMC CORP SEDOL 6763965 | 0.04% | SPST 2019-11 A 01.3198 10/24/2020 | 0.04% | ASTRAZENECA PLC SEDOL 0989529 | 0.04% | CAS 2016-C02 1M2 06.4873 09/25/2028 | 0.04% | CSC HOLDINGS LLC 06.7500 11/15/2021 | 0.04% | GOODMAN GROUP SEDOL B03FYZ4 | 0.04% | NEXON CO LTD SEDOL B63QM77 | 0.04% | PFIZER INC 03.0000 12/15/2026 | 0.04% | ALKERMES PLC SEDOL B3P6D26 | 0.04% | APPLE INC 03.4500 05/06/2024 | 0.04% | CAS 2016-C01 1M2 07.2373 08/25/2028 | 0.04% | COSTCO WHOLESALE CORP SEDOL 2701271 | 0.04% | GAMING AND LEISURE PROPERTIE SEDOL BFPK4S5 | 0.04% | NTT DOCOMO INC SEDOL 6129277 | 0.04% | SOUTHERN CO/THE SEDOL 2829601 | 0.04% | ADECCO GROUP AG-REG SEDOL 7110720 | 0.04% | AMDOCS LTD SEDOL 2256908 | 0.04% | ASML HOLDING NV SEDOL B929F46 | 0.04% | AT&T INC 02.9500 07/15/2026 | 0.04% | CCO HOLDINGS LLC P/P 144A 05.3750 06/01/2029 | 0.04% | CVS HEALTH CORP 03.7000 03/09/2023 | 0.04% | ECOLAB INC 04.3500 12/08/2021 | 0.04% | FEDERAL REALTY INVS TRUST SEDOL 2333931 | 0.04% | HUNTINGTON BANCSHARES 04.3500 02/04/2023 | 0.04% | ITOCHU TECHNO-SOLUTIONS CORP SEDOL 6200194 | 0.04% | PETROLEOS MEXICANOS P/P 144A 06.8400 01/23/2030 | 0.04% | SPRINT CORP 07.8750 09/15/2023 | 0.04% | TOKYO ELECTRON LTD SEDOL 6895675 | 0.04% | FIAT CHRYSLER AUTOMOBILES NV SEDOL BRJFWP3 | 0.04% | LPL FINANCIAL HOLDINGS INC SEDOL B75JX34 | 0.04% | ORACLE CORP 04.0000 11/15/2047 | 0.04% | PETROBRAS GLOBAL FINANCE USD 07.3750 01/17/2027 | 0.04% | TEMPUR SEALY INTERNATIONAL I SEDOL 2216991 | 0.04% | BAUSCH HLTH COS INC P/P 144A 06.1250 04/15/2025 | 0.04% | CITIGROUP INC 04.4500 09/29/2027 | 0.04% | FAIRFAX FINL HLDGS USD 04.8500 04/17/2028 | 0.04% | IDACORP INC SEDOL 2296937 | 0.04% | MACQUARIE BANK LTD P/P 144A 02.8500 07/29/2020 | 0.04% | SUN HUNG KAI PROPERTIES SEDOL 6859927 | 0.04% | VERIZON COMMUNICATIONS 05.2500 03/16/2037 | 0.04% | WESTROCK MWV LLC 08.2000 01/15/2030 | 0.04% | ZOETIS INC 03.9000 08/20/2028 | 0.04% | BMW US CAPITAL LLC P/P 144A 02.0000 04/11/2021 | 0.04% | COMMONWEALTH EDISON CO 05.9000 03/15/2036 | 0.04% | CVS PASS-THROUGH P/P 144A 04.7040 01/10/2036 | 0.04% | ENI SPA SEDOL 7145056 | 0.04% | GLENCORE FUNDING LLC P/P 144A 04.0000 04/16/2025 | 0.04% | JUST EAT TAKEAWAY SEDOL BYQ7HZ6 | 0.04% | POPULAR INC SEDOL B86QM90 | 0.04% | AGL ENERGY LTD SEDOL BSS7GP5 | 0.03% | ANHEUSER-BUSCH CO/IN 03.6500 02/01/2026 | 0.03% | ARISTOCRAT LEISURE LTD SEDOL 6253983 | 0.03% | CARDINAL HEALTH INC SEDOL 2175672 | 0.03% | CISCO SYSTEMS INC 02.5000 09/20/2026 | 0.03% | CROWN CASTLE INTL CORP 03.7000 06/15/2026 | 0.03% | DAIWA HOUSE INDUSTRY CO LTD SEDOL 6251363 | 0.03% | EIFFAGE SEDOL B13X013 | 0.03% | FORTESCUE METALS GROUP LTD SEDOL B2B2B49 | 0.03% | JPMBB 2013-C15 C 05.3704 11/15/2045 | 0.03% | KBC GROUP NV SEDOL 4497749 | 0.03% | MGIC INVESTMENT CORP SEDOL 2548616 | 0.03% | MICROCHIP TECH INC 04.3330 06/01/2023 | 0.03% | PRUDENTIAL FINANCIAL INC 05.2000 03/15/2044 | 0.03% | SHERWIN-WILLIAMS CO 03.4500 06/01/2027 | 0.03% | SNAM SPA SEDOL 7251470 | 0.03% | SPST 2020-2 A 01.3173 03/26/2021 | 0.03% | ALPHABET INC 01.9980 08/15/2026 | 0.03% | BMW US CAPITAL LLC P/P 144A 03.9500 08/14/2028 | 0.03% | CAS 2016-C04 1M2 04.7373 01/25/2029 | 0.03% | CHS/COMMUNITY HEALTH SYS 06.2500 03/31/2023 | 0.03% | CROWN CASTLE INTL CORP 03.6500 09/01/2027 | 0.03% | ISRAEL DISCOUNT BANK -A SEDOL 6451271 | 0.03% | LAMB WESTON HOLDINGS P/P 144A 04.8750 11/01/2026 | 0.03% | MICROSOFT CORP 05.3000 02/08/2041 | 0.03% | NRG ENERGY INC P/P 144A 04.4500 06/15/2029 | 0.03% | SEI INVESTMENTS COMPANY SEDOL 2793610 | 0.03% | SINGAPORE EXCHANGE LTD SEDOL 6303866 | 0.03% | WEST JAPAN RAILWAY CO SEDOL 6957995 | 0.03% | AES CORP/THE 05.5000 04/15/2025 | 0.03% | ALLY FINANCIAL INC 08.0000 11/01/2031 | 0.03% | AMERICAN FINANCIAL GROUP INC SEDOL 2134532 | 0.03% | BERKSHIRE HATHAWAY FIN 04.3000 05/15/2043 | 0.03% | BP CAPITAL MARKETS PLC USD 03.2790 09/19/2027 | 0.03% | CK HUTCHISON HOLDINGS LTD SEDOL BW9P816 | 0.03% | COCA-COLA HBC AG-DI SEDOL B9895B7 | 0.03% | EXTENDED STAY AMERICA INC SEDOL BGH3F75 | 0.03% | FIDELITY NATL INFO SERV 03.7500 05/21/2029 | 0.03% | HENDERSON LAND DEVELOPMENT SEDOL 6420538 | 0.03% | OUTFRONT MEDIA INC SEDOL BSP6611 | 0.03% | PUBLIC SERVICE ELECTRIC 05.5000 03/01/2040 | 0.03% | SARTORIUS STEDIM BIOTECH SEDOL BYZ2QP5 | 0.03% | SPECTRA ENERGY PARTNERS 03.3750 10/15/2026 | 0.03% | ASHLAND GLOBAL HOLDINGS INC SEDOL BYND5N1 | 0.03% | STANDARD IND INC P/P 144A 05.0000 02/15/2027 | 0.03% | TENET HEALTHCARE P/P 144A 04.8750 01/01/2026 | 0.03% | YANGZIJIANG SHIPBUILDING SEDOL B1VT035 | 0.03% | BOC HONG KONG HOLDINGS LTD SEDOL 6536112 | 0.03% | CONCHO RESOURCES INC 03.7500 10/01/2027 | 0.03% | DBS GROUP HOLDINGS LTD SEDOL 6175203 | 0.03% | DISH DBS CORP 05.8750 11/15/2024 | 0.03% | HSBC HOLDINGS PLC SEDOL 0540528 | 0.03% | SERVICE CORP INTL 05.3750 05/15/2024 | 0.03% | WFRBS 2013-C12 AS 03.5600 03/15/2048 | 0.03% | APPLE INC 03.8500 05/04/2043 | 0.03% | BRIXMOR PROPERTY GROUP INC SEDOL BFTDJL8 | 0.03% | CF INDUSTRIES INC P/P 144A 04.5000 12/01/2026 | 0.03% | CLP HOLDINGS LTD SEDOL 6097017 | 0.03% | CONSOLIDATED EDISON INC SEDOL 2216850 | 0.03% | CURTISS-WRIGHT CORP SEDOL 2241205 | 0.03% | DNB NOR ASA SEDOL 4263304 | 0.03% | GOLDMAN SACHS GROUP INC 06.7500 10/01/2037 | 0.03% | KKR GROUP FIN CO III P/P 144A 05.1250 06/01/2044 | 0.03% | NEW RESIDENTIAL INVESTMENT SEDOL BRJ9GW0 | 0.03% | SAIL 2004-10 A10 01.3873 11/25/2034 | 0.03% | WASTE CONNECTIONS INC 03.5000 05/01/2029 | 0.03% | WEINGARTEN REALTY INVESTORS SEDOL 2946618 | 0.03% | ABN AMRO BANK NV-CVA SEDOL BYQP136 | 0.03% | ENBRIDGE INC USD 04.2500 12/01/2026 | 0.03% | FAIRFAX US INC P/P 144A 04.8750 08/13/2024 | 0.03% | FHR 3065 DC 17.4180 03/15/2035 | 0.03% | FIRSTENERGY TRANSMIS P/P 144A 05.4500 07/15/2044 | 0.03% | GENERAL DYNAMICS CORP 02.2500 11/15/2022 | 0.03% | INTERNATIONAL PAPER CO 03.0000 02/15/2027 | 0.03% | KEURIG DR PEPPER INC 04.5970 05/25/2028 | 0.03% | NEUBERGER BERMAN GRP P/P 144A 04.8750 04/15/2045 | 0.03% | OMV AG SEDOL 4651459 | 0.03% | S&P GLOBAL INC 02.5000 12/01/2029 | 0.03% | TELSTRA CORP LTD SEDOL 6087289 | 0.03% | TREASURY BILL 00.0000 05/05/2020 | 0.03% | UNILEVER PLC SEDOL B10RZP7 | 0.03% | WEYERHAEUSER CO 07.3750 03/15/2032 | 0.03% | AIG GLOBAL FUNDING P/P 144A 02.1500 07/02/2020 | 0.03% | AMERICAN CAMPUS COMMUNITIES SEDOL B02H871 | 0.03% | APPLE INC 02.0000 05/06/2020 | 0.03% | BANK OF MONTREAL USD 03.1000 04/13/2021 | 0.03% | EQUINOR ASA USD 02.9000 11/08/2020 | 0.03% | KAO CORP SEDOL 6483809 | 0.03% | LIBERTY MEDIA COR-SIRIUSXM A SEDOL BD8QGF7 | 0.03% | MBX.FN30.500.09 R USL1M P 01/12/40 BC | 0.03% | MOODY S CORP | 0.03% | SAGE THERAPEUTICS INC SEDOL BP4GNK9 | 0.03% | SHERWIN-WILLIAMS CO/THE SEDOL 2804211 | 0.03% | SPRINT CAPITAL CORPORATION 06.8750 11/15/2028 | 0.03% | SUZUKEN CO LTD SEDOL 6865560 | 0.03% | TWDC ENTERPRISES 18 CORP 02.7500 08/16/2021 | 0.03% | VOLVO AB-B SHS SEDOL B1QH830 | 0.03% | WAMU 2005-AR9 A1C3 01.4473 07/25/2045 | 0.03% | FUJITSU LTD SEDOL 6356945 | 0.03% | LUNDIN ENERGY AB SEDOL 7187627 | 0.03% | M3 INC SEDOL B02K2M3 | 0.03% | SEK/USD 06/17/2020 SSBT | 0.03% | TAYLOR WIMPEY PLC SEDOL 0878230 | 0.03% | TEMPO ACQ LLC/FI P/P 144A 06.7500 06/01/2025 | 0.03% | TRANSDIGM INC. P/P 144A 06.2500 03/15/2026 | 0.03% | ALFRESA HOLDINGS CORP SEDOL 6687214 | 0.02% | CELLNEX TELECOM SA SEDOL BX90C05 | 0.02% | COMM 2014-UBS6 XA IO 01.0393 12/10/2047 | 0.02% | CROWN CASTLE INTL CORP 03.8000 02/15/2028 | 0.02% | JONES LANG LASALLE INC SEDOL 2040640 | 0.02% | OBAYASHI CORP SEDOL 6656407 | 0.02% | TWO HARBORS INVESTMENT CORP SEDOL BD832H2 | 0.02% | VERTIV TLB L+300 04.6550 03/02/2027 | 0.02% | ZURICH INSURANCE GROUP AG SEDOL 5983816 | 0.02% | ALLERGAN FUNDING SCS USD 03.4500 03/15/2022 | 0.02% | APPLE INC 02.8500 05/11/2024 | 0.02% | CENTENE CORP P/P 144A 04.6250 12/15/2029 | 0.02% | CHARTER COMM OPT LLC 05.3750 05/01/2047 | 0.02% | CHEMED CORP SEDOL 2190084 | 0.02% | CHENIERE CORP CHRIST 05.1250 06/30/2027 | 0.02% | COX COMM INC P/P 144A 03.5000 08/15/2027 | 0.02% | ENERGY TRANSFER OPERATNG 03.7500 05/15/2030 | 0.02% | HCA INC. 05.3750 09/01/2026 | 0.02% | INTL FLAVOR & FRAGRANCES 04.4500 09/26/2028 | 0.02% | KEURIG DR PEPPER INC 04.4170 05/25/2025 | 0.02% | NEUROCRINE BIOSCIENCES INC SEDOL 2623911 | 0.02% | NUTRIEN LTD USD 04.1250 03/15/2035 | 0.02% | PETROLEOS MEXICANOS P/P 144A 07.6900 01/23/2050 | 0.02% | PPSI 2004-WCW2 M3 01.5373 10/25/2034 | 0.02% | PULTEGROUP INC 05.5000 03/01/2026 | 0.02% | SANTOS LTD SEDOL 6776703 | 0.02% | SUNDRUG CO LTD SEDOL 6817895 | 0.02% | WFRBS 2013-C15 D P/P 144A 04.6430 08/15/2046 | 0.02% | AIR LEASE CORP 04.6250 10/01/2028 | 0.02% | ALIMENTATION COUCHE-TARD 3.550000 07/26/2027 | 0.02% | BERKELEY GROUP HOLDINGS/THE SEDOL B02L3W3 | 0.02% | COMCAST CORP 06.5000 11/15/2035 | 0.02% | HILTON WORLDWIDE FIN LLC 04.8750 04/01/2027 | 0.02% | KINDER MORGAN ENER PART 03.4500 02/15/2023 | 0.02% | L3HARRIS TECH INC P/P 144A 03.8500 12/15/2026 | 0.02% | MARATHON PETRO CORP 06.5000 03/01/2041 | 0.02% | MARSH & MCLENNAN COS INC 04.3750 03/15/2029 | 0.02% | MATCH GROUP INC P/P 144A 05.0000 12/15/2027 | 0.02% | NRG P/P 144A 03.7500 06/15/2024 | 0.02% | RAYTHEON COMPANY 04.8750 10/15/2040 | 0.02% | T-MOBILE USA INC 04.7500 02/01/2028 | 0.02% | T-MOBILE USA INC P/P 144A 03.8750 04/15/2030 | 0.02% | TESCO PLC SEDOL 0884709 | 0.02% | VIDEOTRON LTD / LTEE P/P 144A 05.1250 04/15/2027 | 0.02% | WAMU 2005-AR12 1A8 03.8589 10/25/2035 | 0.02% | WILMAR INTERNATIONAL LTD SEDOL B17KC69 | 0.02% | BOISE CASCADE CO P/P 144A 05.6250 09/01/2024 | 0.02% | BRDCOM CRP / FIN 03.8750 01/15/2027 | 0.02% | ENERGY TRANSFER OPERATNG 05.2000 02/01/2022 | 0.02% | FNR 2006-8 HP 22.7801 03/25/2036 | 0.02% | KOSE CORP SEDOL 6194468 | 0.02% | LAFARGEHOLCIM LTD-REG SEDOL 7110753 | 0.02% | NAVISTAR INTL TLB L+350 04.2200 11/06/2024 | 0.02% | NITTO DENKO CORP SEDOL 6641801 | 0.02% | NOMURA REAL ESTATE HOLDINGS SEDOL B1CWJM5 | 0.02% | NOVELIS CORP P/P 144A 05.8750 09/30/2026 | 0.02% | STANDARD IND INC P/P 144A 05.3750 11/15/2024 | 0.02% | STEVENS HLDG CO INC P/P 144A 06.1250 10/01/2026 | 0.02% | TARGA RESOURCES PART 05.0000 01/15/2028 | 0.02% | TOYOTA MOTOR CORP SEDOL 6900643 | 0.02% | VIACOMCBS INC 04.2000 06/01/2029 | 0.02% | VISTRA OPERATION P/P 144A 03.5500 07/15/2024 | 0.02% | WFRBS 2011-C2 D P/P 144A 05.8497 02/15/2044 | 0.02% | COMM 2014-CR17 C 04.9453 05/10/2047 | 0.02% | GCP APPLIED TECH P/P 144A 05.5000 04/15/2026 | 0.02% | JAPAN AIRLINES CO LTD SEDOL B8BRV46 | 0.02% | L3HARRIS TECH INC 04.4000 06/15/2028 | 0.02% | LBMLT 2004-1 A2 01.2873 02/25/2034 | 0.02% | NUTRIEN LTD USD 05.2500 01/15/2045 | 0.02% | UNITED MEXICAN STATES USD 05.5500 01/21/2045 | 0.02% | VIACOMCBS INC 04.6000 01/15/2045 | 0.02% | VISTRA OPERATION P/P 144A 04.3000 07/15/2029 | 0.02% | WATCO COS LLC/FI P/P 144A 06.3750 04/01/2023 | 0.02% | COMM 2013-CR11 AM 04.7150 08/10/2050 | 0.02% | COPA HOLDINGS SA-CLASS A SEDOL B0TNJH9 | 0.02% | FNR 2007-53 SP 22.4134 06/25/2037 | 0.02% | FNR 2018-86 DS IO 05.6128 12/25/2048 | 0.02% | HOSHIZAKI CORP SEDOL B3FF8W8 | 0.02% | NETFLIX INC. 05.8750 11/15/2028 | 0.02% | ODAKYU ELECTRIC RAILWAY CO SEDOL 6656106 | 0.02% | PULTEGROUP INC. 07.8750 06/15/2032 | 0.02% | APACHE CORPORATION 03.2500 04/15/2022 | 0.02% | ASAHI INTECC CO LTD SEDOL B019MQ5 | 0.02% | BRISTOL-MYERS P/P 144A 03.4000 07/26/2029 | 0.02% | COMCAST CORP 03.4500 02/01/2050 | 0.02% | FERRARI NV SEDOL BD6G507 | 0.02% | GNR 2015-H26 DI IO 02.0161 10/20/2065 | 0.02% | KINDER MORGAN INC/DELAWA 07.7500 01/15/2032 | 0.02% | NAVISTAR INTL CORP P/P 144A 06.6250 11/01/2025 | 0.02% | NEWFIELD EXPLORATION CO 05.7500 01/30/2022 | 0.02% | VIACOMCBS INC 02.9000 01/15/2027 | 0.02% | AES CORP/THE 05.1250 09/01/2027 | 0.02% | AMERICAN EXPRESS COMPANY 02.6500 12/02/2022 | 0.02% | CANTOR FITZGERALD LP P/P 144A 06.5000 06/17/2022 | 0.02% | CAPGEMINI SE SEDOL 4163437 | 0.02% | CENTENE CORP 04.7500 05/15/2022 | 0.02% | CWALT 2005-27 1A1 02.2821 08/25/2035 | 0.02% | FIDELITY NATIONAL INFORM 04.2500 05/15/2028 | 0.02% | GENERAL MOTORS FINL CO 04.3000 07/13/2025 | 0.02% | GLP CAPITAL LP / FIN II 05.3750 04/15/2026 | 0.02% | GRAY TELEVISION INC P/P 144A 07.0000 05/15/2027 | 0.02% | GREAT LAKES D&D 08.0000 05/15/2022 | 0.02% | HUB INTL LTD P/P 144A 07.0000 05/01/2026 | 0.02% | ITRON INC P/P 144A 05.0000 01/15/2026 | 0.02% | LPL HOLDINGS INC P/P 144A 05.7500 09/15/2025 | 0.02% | NIELSEN FIN LLC/CO P/P 144A 05.0000 04/15/2022 | 0.02% | PENSKE TRUCK LEASING P/P 144A 03.9000 02/01/2024 | 0.02% | PLANTRONICS INC P/P 144A 05.5000 05/31/2023 | 0.02% | STAPLES INC P/P 144A 07.5000 04/15/2026 | 0.02% | STEEL DYNAMICS INC 05.5000 10/01/2024 | 0.02% | TENET HEALTHCARE COR P/P 144A 05.1250 11/01/2027 | 0.02% | UNIVAR SOLUTIONS P/P 144A 05.1250 12/01/2027 | 0.02% | USI INC/NY P/P 144A 06.8750 05/01/2025 | 0.02% | VIDEOTRON LTD USD 05.0000 07/15/2022 | 0.02% | WASTE PRO USA INC P/P 144A 05.5000 02/15/2026 | 0.02% | WFCM 2013-LC12 C 04.4120 07/15/2046 | 0.02% | A2 MILK CO LTD SEDOL 6287250 | 0.02% | ALLISON TRANSMISSION P/P 144A 04.7500 10/01/2027 | 0.02% | BIG RVR STL/FIN P/P 144A 07.2500 09/01/2025 | 0.02% | BMC EAST LLC P/P 144A 05.5000 10/01/2024 | 0.02% | BT GROUP PLC SEDOL 3091357 | 0.02% | CAS 2017-C01 1M2 04.0373 07/25/2029 | 0.02% | CMLTI 2005-2 1A2A 04.3008 05/25/2035 | 0.02% | FHR 3072 SM 04.2533 11/15/2035 | 0.02% | GFL ENVIRONMENTAL P/P 144A 07.0000 06/01/2026 | 0.02% | HESS MIDSTREAM P P/P 144A 05.6250 02/15/2026 | 0.02% | HIKARI TSUSHIN INC SEDOL 6416322 | 0.02% | ICL LTD SEDOL 6455530 | 0.02% | IRON MOUNTAIN INC P/P 144A 04.8750 09/15/2027 | 0.02% | ONO PHARMACEUTICAL CO LTD SEDOL 6660107 | 0.02% | RBS GLOBAL/REXNO P/P 144A 04.8750 12/15/2025 | 0.02% | SPST 2019-WL1 A 01.1373 08/25/2052 | 0.02% | TTM TECHNOLOGIES INC P/P 144A 05.6250 10/01/2025 | 0.02% | WFCM 2013-LC12 AS 04.4120 07/15/2046 | 0.02% | CIT GROUP INC. 05.2500 03/07/2025 | 0.02% | COMM 2014-CR17 XA IO 01.1339 05/10/2047 | 0.02% | ENDEAVOR ENERGY P/P 144A 05.7500 01/30/2028 | 0.02% | GNR 2016-H16 EI IO 02.4040 06/20/2066 | 0.02% | GOLDMAN SACHS GROUP INC 02.6000 02/07/2030 | 0.02% | GW B-CR SECURITY P/P 144A 09.5000 11/01/2027 | 0.02% | JPMBB 2014-C22 C 04.7058 09/15/2047 | 0.02% | JPMORGAN CHASE & CO 06.1000 02/01/2049 | 0.02% | KOBAYASHI PHARMACEUTICAL CO SEDOL 6149457 | 0.02% | PRUDENTIAL FINANCIAL INC 05.6250 06/15/2043 | 0.02% | SMURFIT KAPPA TREASURY USD 07.5000 11/20/2025 | 0.02% | SPRINT CORP 07.2500 09/15/2021 | 0.02% | SWISS LIFE HOLDING AG-REG SEDOL 7437805 | 0.02% | WERNER FINCO LP/INC P/P 144A 08.7500 07/15/2025 | 0.02% | AMUNDI SA SEDOL BYZR014 | 0.02% | ANHEUSER-BUSCH INBEV WOR 02.5000 07/15/2022 | 0.02% | ANHEUSER-BUSCH INBEV WOR 04.7500 01/23/2029 | 0.02% | BAUSCH HLTH AMERICAS P/P 144A 08.5000 01/31/2027 | 0.02% | DH EUROPE FINANCE II USD 03.4000 11/15/2049 | 0.02% | DIGITAL REALTY TRUST LP 04.4500 07/15/2028 | 0.02% | ENERGY TRANSFER OPERA 05.8750 01/15/2024 | 0.02% | FISERV INC 03.5000 07/01/2029 | 0.02% | GNR 2013-99 AS IO 05.3318 06/20/2043 | 0.02% | HCA INC 05.2500 06/15/2026 | 0.02% | HUSKY TLB L+300 04.4501 03/28/2025 | 0.02% | JPMCC 2012-C6 AS 04.1166 05/15/2045 | 0.02% | MEREDITH CORP 06.8750 02/01/2026 | 0.02% | MITSUBISHI UFJ LEASE & FINAN SEDOL 6268976 | 0.02% | TERRIER MEDIA BU P/P 144A 08.8750 12/15/2027 | 0.02% | ALLERGAN FUNDING SCS USD 03.8000 03/15/2025 | 0.01% | ALLY FINANCIAL INC 05.7500 11/20/2025 | 0.01% | ANHEUSER-BUSCH INBEV WOR 05.5500 01/23/2049 | 0.01% | BAUSCH HLTH COS INC P/P 144A 07.0000 03/15/2024 | 0.01% | BWAY HOLDING CO P/P 144A 07.2500 04/15/2025 | 0.01% | CCO HLDGS LLC/CAP C P/P 144A 05.5000 05/01/2026 | 0.01% | CF INDUSTRIES INC 04.9500 06/01/2043 | 0.01% | CINEMARK USA INC 04.8750 06/01/2023 | 0.01% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP | 0.01% | CRC ESCROW ISSUER LL P/P 144A 05.2500 10/15/2025 | 0.01% | ENBRIDGE INC USD 04.5000 06/10/2044 | 0.01% | EQUINIX INC 03.2000 11/18/2029 | 0.01% | GJENSIDIGE FORSIKRING ASA SEDOL B4PH0C5 | 0.01% | GMAC CAPITAL TRUST I PCT 07.4766 | 0.01% | GNMA GII30 4018 06.5000 08/20/2037 | 0.01% | GNR 2013-14 IO IO 03.5000 12/20/2042 | 0.01% | GOLDEN NUGGET INC P/P 144A 06.7500 10/15/2024 | 0.01% | HARGREAVES LANSDOWN PLC SEDOL B1VZ0M2 | 0.01% | KFC HLD/PIZZA HUT/TA P/P 144A 05.0000 06/01/2024 | 0.01% | KFC HLD/PIZZA HUT/TA P/P 144A 05.2500 06/01/2026 | 0.01% | KRAFT HEINZ FOODS CO 05.0000 07/15/2035 | 0.01% | MBX.FN30.450.09 R USL1M P 01/12/40 BC | 0.01% | NUTRIEN LTD. USD 04.2000 04/01/2029 | 0.01% | PENSKE TRUCK LE P/P 144A 03.4000 11/15/2026 | 0.01% | S&P GLOBAL INC 02.9500 01/22/2027 | 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% | SERVICE CORPORATION INTL 04.6250 12/15/2027 | 0.01% | T-MOBILE USA INC 05.3750 04/15/2027 | 0.01% | VISTRA OPERATIONS CO P/P 144A 05.5000 09/01/2026 | 0.01% | VMWARE INC 03.9000 08/21/2027 | 0.01% | 1011778 BC / NEW RED P/P 144A 05.0000 10/15/2025 | 0.01% | ALBERTSONS COS/SAFE P/P 144A 04.6250 01/15/2027 | 0.01% | ANHEUSER-BUSCH INBEV WOR 04.1500 01/23/2025 | 0.01% | ASCEND LEARNING LLC P/P 144A 06.8750 08/01/2025 | 0.01% | BRAND ENERGY & I P/P 144A 08.5000 07/15/2025 | 0.01% | CALPINE CORP P/P 144A 04.5000 02/15/2028 | 0.01% | CARRIAGE SVCS INC P/P 144A 06.6250 06/01/2026 | 0.01% | CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 CS | 0.01% | CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | 0.01% | COMPASS MIN INTL P/P 144A 06.7500 12/01/2027 | 0.01% | FHR 3408 EK 22.5177 04/15/2037 | 0.01% | HOWARD HUGHES CORP P/P 144A 05.3750 03/15/2025 | 0.01% | IHEARTCOMMUNICATIONS INC 08.3750 05/01/2027 | 0.01% | INTELSAT JACKSON HLD P/P 144A 09.7500 07/15/2025 | 0.01% | KRAFT HEINZ FOODS CO 03.0000 06/01/2026 | 0.01% | MATTAMY GROUP CORP P/P 144A 05.2500 12/15/2027 | 0.01% | MATTEL INC P/P 144A 05.8750 12/15/2027 | 0.01% | NEXSTAR BROADC P/P 144A 05.6250 08/01/2024 | 0.01% | NEXSTAR ESCROW P/P 144A 05.6250 07/15/2027 | 0.01% | NIELSEN CO LUXEM P/P 144A 05.0000 02/01/2025 | 0.01% | OTIS WORLDWIDE CORP P/P 144A 02.5650 02/15/2030 | 0.01% | PQ CORP P/P 144A 05.7500 12/15/2025 | 0.01% | SCOTTS MIRACLE-GRO 04.5000 10/15/2029 | 0.01% | SOHGO SECURITY SERVICES CO SEDOL 6546359 | 0.01% | SOLERA LLC / SOLERA P/P 144A 10.5000 03/01/2024 | 0.01% | TENET HEALTHCARE CORP 08.1250 04/01/2022 | 0.01% | TOPBUILD CORP P/P 144A 05.6250 05/01/2026 | 0.01% | WFRBS 2011-C3 D P/P 144A 05.8523 03/15/2044 | 0.01% | WYNN RESORTS FIN LLC P/P 144A 05.1250 10/01/2029 | 0.01% | ALIMEN COUCHE P/P 144A 02.9500 01/25/2030 | 0.01% | AT&T INC 04.3000 02/15/2030 | 0.01% | BANFF MERGER SUB INC P/P 144A 09.7500 09/01/2026 | 0.01% | CHS/COMMUNITY P/P 144A 06.6250 02/15/2025 | 0.01% | COMM 2014-LC17 XA IO 00.9194 10/10/2047 | 0.01% | COMM 2014-UBS6 C 04.5951 12/10/2047 | 0.01% | DIAMOND SPORTS GR/DI P/P 144A 06.6250 08/15/2027 | 0.01% | DIAMONDBACK ENERGY INC 03.2500 12/01/2026 | 0.01% | FHR 3249 PS 19.5888 12/15/2036 | 0.01% | FISHER PAYKEL SEDOL 6340250 | 0.01% | GEORGIA-PACIFIC LLC P/P 144A 02.1000 04/30/2027 | 0.01% | GLENCORE FUNDING LLC P/P 144A 04.6250 04/29/2024 | 0.01% | GNMA GII30 4171 06.5000 06/20/2038 | 0.01% | HUSKY III HLDG LTD P/P 144A 13.0000 02/15/2025 | 0.01% | INGEVITY CORP P/P 144A 04.5000 02/01/2026 | 0.01% | INTERNATIONAL LEASE FIN CORP 05.8750 08/15/2022 | 0.01% | MAUSER PACKAGING SOL P/P 144A 05.5000 04/15/2024 | 0.01% | MEG ENERGY CORP P/P 144A 06.5000 01/15/2025 | 0.01% | ORTHO-CLINICAL TLB L+325 03.5796 06/01/2025 | 0.01% | OSHKOSH CORP 04.6000 05/15/2028 | 0.01% | PENSKE AUTO GRP INC 05.7500 10/01/2022 | 0.01% | PENSKE AUTOMOTIVE GROUP 05.5000 05/15/2026 | 0.01% | REPUBLICA ORIENT URUGUAY USD 07.6250 03/21/2036 | 0.01% | SERVICE PROPERTIES TRUST 04.3750 02/15/2030 | 0.01% | SIX FLAGS ENT P/P 144A 05.5000 04/15/2027 | 0.01% | UNIVISION COMM P/P 144A 05.1250 02/15/2025 | 0.01% | WESTROCK MWV LLC 07.9500 02/15/2031 | 0.01% | WYNN LAS VEGAS P/P 144A 05.2500 05/15/2027 | 0.01% | APERGY CORP 06.3750 05/01/2026 | 0.01% | CAS 2015-C01 1M2 04.7873 02/25/2025 | 0.01% | CAS 2015-C03 2M2 05.4873 07/25/2025 | 0.01% | CAS 2016-C01 2M2 07.4373 08/25/2028 | 0.01% | CITIGROUP INC 04.7500 05/18/2046 | 0.01% | FEDEX CORP 02.6250 08/01/2022 | 0.01% | FHR 2990 LB 14.8652 06/15/2034 | 0.01% | FREEDOM MTGE CORP P/P 144A 08.2500 04/15/2025 | 0.01% | GATES GLOBAL TLB L+275 03.7500 03/31/2024 | 0.01% | GNMA GII30 3987 06.5000 05/20/2037 | 0.01% | GSMS 2015-GC30 XA IO 00.9069 05/10/2050 | 0.01% | HCA INC 05.5000 06/15/2047 | 0.01% | ISTAR INC 04.2500 08/01/2025 | 0.01% | ISTAR INC 04.7500 10/01/2024 | 0.01% | MSBAM 2012-C5 E P/P 144A 04.8324 08/15/2045 | 0.01% | NOK/USD 06/17/2020 BCAP-FX | 0.01% | PROVIDENT FDG/PFG FI P/P 144A 06.3750 06/15/2025 | 0.01% | SPRINGLEAF FINANCE CORP 05.3750 11/15/2029 | 0.01% | SPRINT CORP 07.6250 03/01/2026 | 0.01% | STARWOOD PROP TR 04.7500 03/15/2025 | 0.01% | TRANSDIGM INC 06.3750 06/15/2026 | 0.01% | TRANSDIGM INC P/P 144A 05.5000 11/15/2027 | 0.01% | US CONCRETE INC 06.3750 06/01/2024 | 0.01% | VIACOMCBS INC 04.0000 01/15/2026 | 0.01% | WASTE MANAGEMENT INC. 04.7500 06/30/2020 | 0.01% | WFRBS 2013-C11 AS 03.3110 03/15/2045 | 0.01% | ALBERTSONS COS LLC P/P 144A 07.5000 03/15/2026 | 0.01% | BAUSCH HLTH COS INC P/P 144A 07.2500 05/30/2029 | 0.01% | CAS 2014-C02 1M2 03.0873 05/25/2024 | 0.01% | CHARTER COMM OPT LLC/CAP 04.8000 03/01/2050 | 0.01% | CNO FINANCIAL GROUP INC 05.2500 05/30/2025 | 0.01% | CROWN CORK & SEAL CO INC 07.3750 12/15/2026 | 0.01% | DIAMOND SPORTS P/P 144A 05.3750 08/15/2026 | 0.01% | ELANCO ANIMAL HEALTH 05.6500 08/28/2028 | 0.01% | FIDELITY NATIONAL INFORM 03.0000 08/15/2026 | 0.01% | GNR 2012-141 WI IO 03.5000 11/20/2041 | 0.01% | JOHNSON CONTROLS INTL PL 04.5000 02/15/2047 | 0.01% | L BRANDS INC 07.5000 06/15/2029 | 0.01% | NORDSTROM INC P/P 144A 08.7500 05/15/2025 | 0.01% | NRG ENERGY INC P/P 144A 05.2500 06/15/2029 | 0.01% | NRG ENERGY INC. 07.2500 05/15/2026 | 0.01% | PARK-OHIO INDUSTRIES INC 06.6250 04/15/2027 | 0.01% | PEPTIDREAM INC SEDOL B97SH97 | 0.01% | SCIENTIFIC GAMES P/P 144A 07.2500 11/15/2029 | 0.01% | SCIENTIFIC GAMES P/P 144A 08.2500 03/15/2026 | 0.01% | STAPLES INC. P/P 144A 10.7500 04/15/2027 | 0.01% | TMS INTL HLDG CORP P/P 144A 07.2500 08/15/2025 | 0.01% | TREASURY BILL 00.0000 07/16/2020 | 0.01% | 1011778 BC / NEW RED P/P 144A 03.8750 01/15/2028 | 0.01% | AMSTED INDUSTRIES P/P 144A 05.6250 07/01/2027 | 0.01% | ANTERO RESOURCES 05.3750 11/01/2021 | 0.01% | ARCELORMITTAL USD 07.0000 10/15/2039 | 0.01% | AT&T INC 04.3500 03/01/2029 | 0.01% | AUTOMATION TOOLING S P/P 144A 06.5000 06/15/2023 | 0.01% | BAUSCH HLTH COS INC P/P 144A 05.5000 11/01/2025 | 0.01% | BERRY GLOBAL INC 05.1250 07/15/2023 | 0.01% | BERRY GLOBAL INC 05.5000 05/15/2022 | 0.01% | BMW US CAPITAL LLC P/P 144A 03.4000 08/13/2021 | 0.01% | CALPINE CORP P/P 144A 05.2500 06/01/2026 | 0.01% | CAS 2014-C03 2M2 03.3873 07/25/2024 | 0.01% | CCO HLDGS LLC/CAP CO P/P 144A 05.7500 02/15/2026 | 0.01% | CCO HOLDINGS LLC P/P 144A 04.5000 05/01/2032 | 0.01% | CGCMT 2013-GC17 C 05.2613 11/10/2046 | 0.01% | CHENIERE CORP CHRIST 05.8750 03/31/2025 | 0.01% | CIT GROUP INC 05.0000 08/01/2023 | 0.01% | CLEAN HARBORS INC P/P 144A 04.8750 07/15/2027 | 0.01% | CNO FINANCIAL GROUP INC 05.2500 05/30/2029 | 0.01% | COMM 2014-CR20 XA IO 01.1766 11/10/2047 | 0.01% | DIAMOND 1 FIN/DIAMON P/P 144A 07.1250 06/15/2024 | 0.01% | FHR 3829 AS IO 06.1360 03/15/2041 | 0.01% | FIFTH THIRD BANCORP 05.1000 12/29/2049 | 0.01% | GAP INC/THE P/P 144A 08.3750 05/15/2023 | 0.01% | GARTNER INC P/P 144A 05.1250 04/01/2025 | 0.01% | GFL ENVIRON INC P/P 144A 05.1250 12/15/2026 | 0.01% | GLP CAPITAL LP / FIN II 05.2500 06/01/2025 | 0.01% | GREIF INC P/P 144A 06.5000 03/01/2027 | 0.01% | HANESBRANDS INC P/P 144A 04.6250 05/15/2024 | 0.01% | ICAHN ENTER/FIN 06.2500 05/15/2026 | 0.01% | ICAHN ENTER/FIN 06.7500 02/01/2024 | 0.01% | INFOR US INC 06.5000 05/15/2022 | 0.01% | IOS.FN30.400.10 R USL1M P 01/12/41 BC | 0.01% | JOSEPH T RYERSON & S P/P 144A 11.0000 05/15/2022 | 0.01% | JPMORGAN CHASE & CO 02.6918 05/15/2047 | 0.01% | KFC HLD/PIZZA HUT/TA P/P 144A 04.7500 06/01/2027 | 0.01% | LEVEL 3 FIN INC P/P 144A 04.6250 09/15/2027 | 0.01% | LEVEL 3 FINANCING INC 05.6250 02/01/2023 | 0.01% | LOUISIANA-PACIFIC CORPORATION 04.8750 09/15/2024 | 0.01% | NATIONSTAR MTG P/P 144A 08.1250 07/15/2023 | 0.01% | NETFLIX INC 04.8750 04/15/2028 | 0.01% | NEWELL BRANDS INC 04.7000 04/01/2026 | 0.01% | ORACLE CORP 02.6500 07/15/2026 | 0.01% | PROLOGIS LP 02.2500 04/15/2030 | 0.01% | QORVO INC 05.5000 07/15/2026 | 0.01% | REFINITIV US HLDG P/P 144A 06.2500 05/15/2026 | 0.01% | SEK/USD 06/17/2020 HSBCB | 0.01% | SIX FLAGS THEME PARK P/P 144A 07.0000 07/01/2025 | 0.01% | SPECTRUM BRANDS INC 06.1250 12/15/2024 | 0.01% | T-MOBILE USA INC 06.3750 03/01/2025 | 0.01% | TALLGRASS NRG PRTNR P/P 144A 05.5000 01/15/2028 | 0.01% | TENNANT CO 05.6250 05/01/2025 | 0.01% | TRI POINTE GROUP / HOMES 05.8750 06/15/2024 | 0.01% | VISTRA ENERGY CORP P/P 144A 08.1250 01/30/2026 | 0.01% | VISTRA OPERATIONS CO P/P 144A 05.6250 02/15/2027 | 0.01% | WEEKLEY HOMES LLC 06.0000 02/01/2023 | 0.01% | WFRBS 2012-C10 XA IO P/P 144A 01.6817 12/15/2045 | 0.01% | WMG ACQUISITION CORP P/P 144A 05.0000 08/01/2023 | 0.01% | WOLVERINE WORLD WIDE P/P 144A 05.0000 09/01/2026 | 0.01% | WPX ENERGY INC 08.2500 08/01/2023 | 0.01% | WR GRACE & CO-CONN P/P 144A 05.6250 10/01/2024 | 0.01% | AG ISSUER LLC P/P 144A 06.2500 03/01/2028 | 0.01% | AIR MEDICAL MERGER S P/P 144A 06.3750 05/15/2023 | 0.01% | AIR METHODS CORP P/P 144A 08.0000 05/15/2025 | 0.01% | ALLEGHENY TECHNOLOGIES INC 07.8750 08/15/2023 | 0.01% | AMERICAN TOWER CORP 03.1250 01/15/2027 | 0.01% | AMSTED INDUSTRIES P/P 144A 04.6250 05/15/2030 | 0.01% | ASCENT RESOURCES/AEU P/P 144A 10.0000 04/01/2022 | 0.01% | BEACON ROOFING SUPP P/P 144A 04.8750 11/01/2025 | 0.01% | BOYD GAMING CORP 06.3750 04/01/2026 | 0.01% | BROOKFIELD RESID P/P 144A 06.2500 09/15/2027 | 0.01% | BUILDERS FIRSTSOURCE P/P 144A 06.7500 06/01/2027 | 0.01% | CHS/COMMUNITY HEALT P/P 144A 08.1250 06/30/2024 | 0.01% | CLEAR CHANNEL WORLDW P/P 144A 05.1250 08/15/2027 | 0.01% | CLUBCORP HLDG INC P/P 144A 08.5000 09/15/2025 | 0.01% | COLORADO INTERSTATE GAS CO 06.8500 06/15/2037 | 0.01% | COMMSCOPE TECH LLC P/P 144A 06.0000 06/15/2025 | 0.01% | DCP MIDSTREAM P/P 144A 06.7500 09/15/2037 | 0.01% | DIAMOND 1 FIN/DIAMON P/P 144A 08.3500 07/15/2046 | 0.01% | DIAMONDBACK ENERGY INC 05.3750 05/31/2025 | 0.01% | ENTERCOM MEDIA CORP P/P 144A 07.2500 11/01/2024 | 0.01% | ESH HOSPITALITY INC P/P 144A 05.2500 05/01/2025 | 0.01% | FRONTIER COMM P/P 144A 08.5000 04/01/2026 | 0.01% | GENERAL MOTORS FINL CO 04.0000 01/15/2025 | 0.01% | GNR 2010-9 UI IO 05.0000 01/20/2040 | 0.01% | GNR 2016-123 LI IO 03.5000 03/20/2044 | 0.01% | GOEASY LTD P/P 144A 05.3750 12/01/2024 | 0.01% | GOLDEN NUGGET INC P/P 144A 08.7500 10/01/2025 | 0.01% | HESS MIDSTREAM P P/P 144A 05.1250 06/15/2028 | 0.01% | HUDBAY MINERALS INC P/P 144A 07.6250 01/15/2025 | 0.01% | INDIGO NATURAL P/P 144A 06.8750 02/15/2026 | 0.01% | JELD-WEN INC P/P 144A 04.6250 12/15/2025 | 0.01% | JELD-WEN INC P/P 144A 04.8750 12/15/2027 | 0.01% | KEURIG DR PEPPER INC 04.0570 05/25/2023 | 0.01% | LIONS GATE CAP HOLD P/P 144A 05.8750 11/01/2024 | 0.01% | LIONS GATE CAP HOLD P/P 144A 06.3750 02/01/2024 | 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% | MERCER INTL INC USD 06.5000 02/01/2024 | 0.01% | MERCK & CO. INC. 02.7500 02/10/2025 | 0.01% | MSBAM 2014-C14 C 05.1116 02/15/2047 | 0.01% | NATIONSTAR MTG P/P 144A 06.0000 01/15/2027 | 0.01% | PANTHER BF AGGRE 2 P/P 144A 08.5000 05/15/2027 | 0.01% | PENSKE AUTOMOTIVE GROUP 05.3750 12/01/2024 | 0.01% | PETROBRAS GLOBAL FINANCE USD 06.1250 01/17/2022 | 0.01% | PRIME SECURITY SVCS P/P 144A 06.2500 01/15/2028 | 0.01% | REGENCY ENERGY P 04.5000 11/01/2023 | 0.01% | RESIDEO FUNDING INC P/P 144A 06.1250 11/01/2026 | 0.01% | RITE AID CORP P/P 144A 06.1250 04/01/2023 | 0.01% | SOLENIS 1STL L+400 05.6133 06/26/2025 | 0.01% | SPRINGLEAF FINANCE CORP 06.8750 03/15/2025 | 0.01% | SUGAR HSP GAMING P/P 144A 05.8750 05/15/2025 | 0.01% | TRANSCANADA TRUST USD 05.3000 03/15/2077 | 0.01% | TRONOX FINANCE PLC P/P 144A 05.7500 10/01/2025 | 0.01% | TRUIST FIN CORP 04.8000 12/31/2099 | 0.01% | WPX ENERGY INC 05.2500 10/15/2027 | 0.01% | WYNDHAM HOTELS & RE P/P 144A 05.3750 04/15/2026 | 0.01% | CISCO SYSTEMS INC 05.9000 02/15/2039 | 0.01% | CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CS | 0.01% | COMCAST CORP 03.9990 11/01/2049 | 0.01% | COMSTOCK RE INC P/P 144A 07.5000 05/15/2025 | 0.01% | CROWN CASTLE INTL CORP 04.8750 04/15/2022 | 0.01% | DISH NETWORK CV 03.3750 08/15/2026 | 0.01% | ENTERCOM MEDIA CORP P/P 144A 06.5000 05/01/2027 | 0.01% | HCA INC 04.1250 06/15/2029 | 0.01% | IOS.FN30.400.10 R USL1M P 01/12/41 BC | 0.01% | IPALCO ENTPRS IN 03.7000 09/01/2024 | 0.01% | KINDER MORGAN ENER PART 05.4000 09/01/2044 | 0.01% | MARRIOTT INTERNATIONAL 05.7500 05/01/2025 | 0.01% | MLMI 2005-A2 A2 03.7284 02/25/2035 | 0.01% | PENN NATIONAL GAMING P/P 144A 05.6250 01/15/2027 | 0.01% | PETROBRAS GLOBAL FIN USD 05.9990 01/27/2028 | 0.01% | SABINE PASS LIQUEF 05.0000 03/15/2027 | 0.01% | SINCLAIR TELE P/P 144A 05.5000 03/01/2030 | 0.01% | STATION CASINOS LLC P/P 144A 04.5000 02/15/2028 | 0.01% | TMX FIN LLC/TITLEMAX P/P 144A 11.1250 04/01/2023 | 0.01% | TRANSDIGM INC. 06.5000 07/15/2024 | 0.01% | TRANSOCEAN POSEIDON P/P 144A 06.8750 02/01/2027 | 0.01% | AIR LEASE CORP 03.2500 10/01/2029 | 0.01% | APACHE CORP 05.1000 09/01/2040 | 0.01% | BOMBARDIER INC P/P 144A 07.8750 04/15/2027 | 0.01% | CENOVUS ENERGY INC USD 06.7500 11/15/2039 | 0.01% | CLEAR CHANNEL WORLD P/P 144A 09.2500 02/15/2024 | 0.01% | CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 JP | 0.01% | CPG MERGER SUB LLC P/P 144A 08.0000 10/01/2021 | 0.01% | ENERGY TRANSFER OPERATNG 02.9000 05/15/2025 | 0.01% | FNR 2005-75 GS 18.7883 08/25/2035 | 0.01% | GFL ENVIRONMENTA P/P 144A 08.5000 05/01/2027 | 0.01% | JPMCC 2006-LDP9 AMS 05.3370 05/15/2047 | 0.01% | LADDER CAP FINAN P/P 144A 04.2500 02/01/2027 | 0.01% | MSBAM 2013-C12 XA IO 00.7603 10/15/2046 | 0.01% | MSBAM 2014-C17 XA IO 01.2659 08/15/2047 | 0.01% | POMEGRANATE MERGER S P/P 144A 09.7500 05/01/2023 | 0.01% | SEK/USD 06/17/2020 JPMCB | 0.01% | SEK/USD 06/17/2020 RBSF | 0.01% | WELLS FARGO & COMPANY 05.8750 12/29/2049 | 0.01% | ALBERTSONS COS P/P 144A 04.8750 02/15/2030 | 0.00% | AUD/USD PUT 0.62 20200715 GSFX | 0.00% | BANK OF AMERICA CORP 02.4960 02/13/2031 | 0.00% | BANK OF AMERICA CORP 06.5000 10/29/2049 | 0.00% | BAUSCH HLTH COS INC P/P 144A 06.5000 03/15/2022 | 0.00% | BAUSCH HLTH COS INC P/P 144A 07.0000 01/15/2028 | 0.00% | BERRY GLOBAL INC P/P 144A 05.6250 07/15/2027 | 0.00% | CARNIVAL CORP P/P 144A 11.5000 04/01/2023 | 0.00% | CAS 2014-C04 1M2 05.3873 11/25/2024 | 0.00% | CAS 2015-C02 1M2 04.4873 05/25/2025 | 0.00% | CBRE SERVICES INC 05.2500 03/15/2025 | 0.00% | CCO HOLDINGS LLC P/P 144A 04.5000 08/15/2030 | 0.00% | CENTENE CORP P/P 144A 05.2500 04/01/2025 | 0.00% | CENTENE CORP P/P 144A 05.3750 08/15/2026 | 0.00% | CENTENE ESCROW I CO P/P 144A 05.3750 06/01/2026 | 0.00% | CLEAN HARBORS INC P/P 144A 05.1250 07/15/2029 | 0.00% | CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 JP | 0.00% | CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS | 0.00% | CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 ML | 0.00% | CROWN AMER/CAP 04.7500 02/01/2026 | 0.00% | DELL INT / EMC P/P 144A 05.8500 07/15/2025 | 0.00% | DUN & BRADSTREET COR P/P 144A 06.8750 08/15/2026 | 0.00% | ENERGIZER HLDG INC P/P 144A 06.3750 07/15/2026 | 0.00% | ENERGY TRANSFER OPERATNG 06.1250 12/15/2045 | 0.00% | EQUINIX INC 05.3750 05/15/2027 | 0.00% | EQUINIX INC 05.8750 01/15/2026 | 0.00% | FRONTIER COMM 10.5000 09/15/2022 | 0.00% | GAP INC/THE P/P 144A 08.6250 05/15/2025 | 0.00% | GO DADDY OPCO/FINCO P/P 144A 05.2500 12/01/2027 | 0.00% | IHEARTCOMMUNICATIONS INC 06.3750 05/01/2026 | 0.00% | IHS MARKIT LTD USD 04.7500 08/01/2028 | 0.00% | IHS MARKIT LTD P/P 144A 04.0000 03/01/2026 | 0.00% | JELD-WEN INC P/P 144A 06.2500 05/15/2025 | 0.00% | JPY/USD 05/20/2020 CITI | 0.00% | LAMB WESTON HOLDINGS P/P 144A 04.6250 11/01/2024 | 0.00% | LENNAR CORP 05.8750 11/15/2024 | 0.00% | NAVISTAR INTL CORP P/P 144A 09.5000 05/01/2025 | 0.00% | NEIMAN MARCUS TL L+600 07.5000 10/25/2023 | 0.00% | NETFLIX INC P/P 144A 05.3750 11/15/2029 | 0.00% | NETFLIX INC. 06.3750 05/15/2029 | 0.00% | NETFLIX INC. P/P 144A 04.8750 06/15/2030 | 0.00% | NRG ENERGY INC 05.7500 01/15/2028 | 0.00% | NRG ENERGY INC 06.6250 01/15/2027 | 0.00% | POLYONE CORP P/P 144A 05.7500 05/15/2025 | 0.00% | PRECISION DRILL P/P 144A 07.1250 01/15/2026 | 0.00% | RAYTHEON TECH CORP 04.1250 11/16/2028 | 0.00% | REPUBLIC OF PERU USD 02.3920 01/23/2026 | 0.00% | ROBERTSHAW TL 2L L+800 09.0000 02/28/2026 | 0.00% | SEK/USD 06/17/2020 BANKAM | 0.00% | SEK/USD 06/17/2020 TDBK | 0.00% | SIRIUS XM RADIO INC. P/P 144A 05.5000 07/01/2029 | 0.00% | SS&C TECH INC P/P 144A 05.5000 09/30/2027 | 0.00% | T-MOBILE USA INC 04.5000 02/01/2026 | 0.00% | T-MOBILE USA INC. 04.0000 04/15/2022 | 0.00% | TENET HEALTHCARE P/P 144A 07.5000 04/01/2025 | 0.00% | THE AES CORPORATION 04.8750 05/15/2023 | 0.00% | UBSBB 2012-C4 XA IO P/P 144A 01.7676 12/10/2045 | 0.00% | UNIVISION COMM P/P 144A 09.5000 05/01/2025 | 0.00% | USD/JPY PUT 108.00 20200622 BANKAM | 0.00% | USD/JPY PUT 108.00 20200622 CITI | 0.00% | USD/JPY PUT 108.00 20200622 GSFX | 0.00% | VISTRA OPERATION P/P 144A 05.0000 07/31/2027 | 0.00% | WESTERN DIGITAL CORPORATION 04.7500 02/15/2026 | 0.00% | WMG ACQUISITION CORP P/P 144A 05.5000 04/15/2026 | 0.00% | WYNN RESORTS FIN LLC P/P 144A 07.7500 04/15/2025 | 0.00% | YUM! BRANDS INC P/P 144A 04.7500 01/15/2030 | 0.00% | ZEKELMAN IND INC P/P 144A 09.8750 06/15/2023 | 0.00% | 1011778 BC ULC / P/P 144A 04.3750 01/15/2028 | 0.00% | ABC SUPPLY CO INC P/P 144A 04.0000 01/15/2028 | 0.00% | ABC SUPPLY CO INC P/P 144A 05.8750 05/15/2026 | 0.00% | AES CORP/THE 04.5000 03/15/2023 | 0.00% | ALLIANT HOLDINGS P/P 144A 06.7500 10/15/2027 | 0.00% | ANTERO RESOURCES FIN 05.1250 12/01/2022 | 0.00% | APACHE CORP 04.3750 10/15/2028 | 0.00% | ASCEND LEARNING LLC P/P 144A 06.8750 08/01/2025 | 0.00% | AUD/USD 07/15/2020 WPAC | 0.00% | BAUSCH HLTH COS INC P/P 144A 05.0000 01/30/2028 | 0.00% | BAUSCH HLTH COS INC P/P 144A 05.2500 01/30/2030 | 0.00% | BEACON ROOFING SUPPL P/P 144A 04.5000 11/15/2026 | 0.00% | BERRY GLOBAL INC P/P 144A 04.5000 02/15/2026 | 0.00% | BOYD GAMING CORP P/P 144A 04.7500 12/01/2027 | 0.00% | BOYD GAMING CORPORATION 06.0000 08/15/2026 | 0.00% | BRAND ENERGY TL L+425 05.4549 06/21/2024 | 0.00% | BROOKFIELD RESID P/P 144A 04.8750 02/15/2030 | 0.00% | BUCKEYE PARTNERS LP 03.9500 12/01/2026 | 0.00% | BUCKEYE PARTNERS LP P/P 144A 04.5000 03/01/2028 | 0.00% | CELANESE US HOLDINGS LLC 03.5000 05/08/2024 | 0.00% | CHARTER COMM OPT LLC 04.9080 07/23/2025 | 0.00% | CHEMOURS CO 05.3750 05/15/2027 | 0.00% | CHEMOURS CO 07.0000 05/15/2025 | 0.00% | CHS/COMMUNITY HEALTH P/P 144A 08.0000 03/15/2026 | 0.00% | COMMSCOPE INC P/P 144A 05.5000 03/01/2024 | 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% | COMSTOCK RESOURCES 09.7500 08/15/2026 | 0.00% | CPG INTL TL L+375 05.9333 05/05/2024 | 0.00% | CREDIT ACCEPTANC 06.6250 03/15/2026 | 0.00% | CREDIT ACCEPTANC P/P 144A 05.1250 12/31/2024 | 0.00% | DEVON ENERGY CORPORATION 05.6000 07/15/2041 | 0.00% | ELDORADO RESORTS INC 07.0000 08/01/2023 | 0.00% | ENTERPRISE PRODUCTS OPER 02.8000 01/31/2030 | 0.00% | FORD MOTOR COMPANY 09.0000 04/22/2025 | 0.00% | FREEDOM MTGE CORP P/P 144A 08.1250 11/15/2024 | 0.00% | FRONT RANGE BIDCO INC L+300 04.6678 03/09/2027 | 0.00% | GBP/USD 06/17/2020 GSFX | 0.00% | GBP/USD 06/17/2020 SSBT | 0.00% | HCA INC 03.5000 09/01/2030 | 0.00% | HOLLY PAR/FIN P/P 144A 05.0000 02/01/2028 | 0.00% | HOLOGIC INC P/P 144A 04.3750 10/15/2025 | 0.00% | ICAHN ENTER 04.7500 09/15/2024 | 0.00% | ICAHN ENTER/FIN 05.2500 05/15/2027 | 0.00% | INCEPTION MRGR/RACK P/P 144A 08.6250 11/15/2024 | 0.00% | IRON MOUNTAIN INC P/P 144A 05.2500 03/15/2028 | 0.00% | ISTAR INC. 05.2500 09/15/2022 | 0.00% | KRATON POLYMERS LLC/ P/P 144A 07.0000 04/15/2025 | 0.00% | LEVI STRAUSS & CO P/P 144A 05.0000 05/01/2025 | 0.00% | LIVE NATION ENT P/P 144A 04.8750 11/01/2024 | 0.00% | MASONITE INTL C P/P 144A 05.3750 02/01/2028 | 0.00% | MBX.FN30.500.10 R USL1M P 01/12/41 CI | 0.00% | MERCER INTL INC USD 05.5000 01/15/2026 | 0.00% | MGM GROWTH/MGM FINANCE 04.5000 01/15/2028 | 0.00% | MOLINA HEALTHCARE IN P/P 144A 04.8750 06/15/2025 | 0.00% | MOOG INC P/P 144A 04.2500 12/15/2027 | 0.00% | NATIONSTAR MTG P/P 144A 09.1250 07/15/2026 | 0.00% | NEW GOLD INC P/P 144A 06.2500 11/15/2022 | 0.00% | NOVELIS CORP P/P 144A 04.7500 01/30/2030 | 0.00% | OCCIDENTAL PETROLEUM COR 04.1000 02/01/2021 | 0.00% | PANTHER BF AGGREGA P/P 144A 06.2500 05/15/2026 | 0.00% | PROLOGIS LP 02.1250 04/15/2027 | 0.00% | RACKSPACE HOSTING INC L+300 04.0000 11/03/2023 | 0.00% | RITE AID CORP P/P 144A 07.5000 07/01/2025 | 0.00% | SEK/USD 06/17/2020 CITI | 0.00% | SPECTRUM BRANDS INC P/P 144A 05.0000 10/01/2029 | 0.00% | SPRINGLEAF FINANCE CORP 06.6250 01/15/2028 | 0.00% | SPRINGLEAF FINANCE CORP 07.1250 03/15/2026 | 0.00% | T-MOBILE USA INC 06.0000 03/01/2023 | 0.00% | T-MOBILE USA INC TLB L+300 04/01/2027 | 0.00% | TARGA RES PRTNRS P/P 144A 05.5000 03/01/2030 | 0.00% | TARGA RESOURCES PART 06.5000 07/15/2027 | 0.00% | TARGA RESOURCES PART 06.8750 01/15/2029 | 0.00% | TAYLOR MORRISON COMM P/P 144A 05.7500 01/15/2028 | 0.00% | TENET HEALTHCARE 04.6250 07/15/2024 | 0.00% | TENET HEALTHCARE P/P 144A 06.2500 02/01/2027 | 0.00% | TOWNSQUARE MEDIA INC P/P 144A 06.5000 04/01/2023 | 0.00% | TRANSDIGM INC 06.5000 05/15/2025 | 0.00% | USD/JPY PUT 106.00 20200701 BANKAM | 0.00% | VALVOLINE INC P/P 144A 04.2500 02/15/2030 | 0.00% | VIPER ENERGY P/P 144A 05.3750 11/01/2027 | 0.00% | WFRBS 2011-C5 XA IO P/P 144A 01.8390 11/15/2044 | 0.00% | WPX ENERGY INC 04.5000 01/15/2030 | 0.00% | ZAYO GROUP HLDG INC P/P 144A 06.1250 03/01/2028 | 0.00% | 0.85 R ISWP FWD US0003M P 06/17/2030 | 0.00% | AUD/USD 07/15/2020 HSBCB | 0.00% | AUD/USD 07/15/2020 TDBK | 0.00% | BOMBARDIER INC P/P 144A 07.5000 12/01/2024 | 0.00% | CHARTER COMM OPT LLC 06.4840 10/23/2045 | 0.00% | CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 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 CS | 0.00% | CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS | 0.00% | CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 MS | 0.00% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | 0.00% | COMM 2014-CR18 XA IO 01.1532 07/15/2047 | 0.00% | CVS PASS-THROUGH TRUST 06.0360 12/10/2028 | 0.00% | DENBURY RESOURCES IN P/P 144A 09.0000 05/15/2021 | 0.00% | EUR/USD 06/17/2020 BCAP-FX | 0.00% | FNR 2006-46 OC PO 00.0000 06/25/2036 | 0.00% | GBP/USD 06/17/2020 BCAP-FX | 0.00% | GSMS 2006-GG8 X IO P/P 144A 01.2699 11/10/2039 | 0.00% | IOS.FN30.350.14 R USL1M P 01/12/45 CS | 0.00% | L BRANDS INC 06.7500 07/01/2036 | 0.00% | MEG ENERGY CORP P/P 144A 07.1250 02/01/2027 | 0.00% | NABORS INDUSTRIES INC. 05.7500 02/01/2025 | 0.00% | NZD/USD 07/15/2020 SSBT | 0.00% | NZD/USD 07/15/2020 UBS | 0.00% | QUEBECOR MEDIA INC USD 05.7500 01/15/2023 | 0.00% | REALOGY GRP / CO P/P 144A 09.3750 04/01/2027 | 0.00% | REPUBLIC OF VENEZUELA REGS 08.2500 10/13/2024 | 0.00% | ROBERTSHAW US HOLDING L+325 04.2500 02/28/2025 | 0.00% | SCIENTIFIC GAMES P/P 144A 07.0000 05/15/2028 | 0.00% | SEK/USD 06/17/2020 GSFX | 0.00% | SM ENERGY CO 05.0000 01/15/2024 | 0.00% | SOLENIS 2NDL L+850 10.8314 06/26/2026 | 0.00% | TRANSOCEAN PONTUS LT P/P 144A 06.1250 08/01/2025 | 0.00% | WESTPAC BANKING CORP USD 04.4210 07/24/2039 | 0.00% | BANK OF MONTREAL USD 03.8030 12/15/2032 | 0.00% | BAYTEX ENERGY CORP P/P 144A 05.6250 06/01/2024 | 0.00% | CIT GROUP INC. 05.0000 08/15/2022 | 0.00% | CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CS | 0.00% | CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CS | 0.00% | CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 ML | 0.00% | CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 ML | 0.00% | CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 JP | 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.BBB-.6 2063-05-11 300.0 05/11/2063 GS | 0.00% | CORNERSTONE BUILDING P/P 144A 08.0000 04/15/2026 | 0.00% | EUR/CHF PUT 1.03 20200615 GSFX | 0.00% | GBP/USD 06/17/2020 CSI-FX | 0.00% | GBP/USD 06/17/2020 TDBK | 0.00% | IOS.FN30.400.11 R USL1M P 01/12/42 GS | 0.00% | IOS.FN30.400.11 R USL1M P 01/12/42 GS | 0.00% | JO-ANN STORES 2NDL L+925 10.2500 05/21/2024 | 0.00% | LBUBS 2006-C6 XCL IO P/P 144A 00.7717 09/15/2039 | 0.00% | MALLINCKRODT FIN/SB P/P 144A 10.0000 04/15/2025 | 0.00% | NABORS IND LTD P/P 144A 07.2500 01/15/2026 | 0.00% | NABORS IND LTD P/P 144A 07.5000 01/15/2028 | 0.00% | NZD/USD 07/15/2020 BCAP-FX | 0.00% | OSHKOSH CORP 03.1000 03/01/2030 | 0.00% | PETROBRAS GLOBAL FIN USD 05.2990 01/27/2025 | 0.00% | REPUBLIC OF VENEZUELA REGS 09.0000 05/07/2023 | 0.00% | SEK/USD 06/17/2020 BCAP-FX | 0.00% | SEK/USD 06/17/2020 CSI-FX | 0.00% | SEK/USD 06/17/2020 UBS | 0.00% | SGD/USD 05/20/2020 JPMCB | 0.00% | SM ENERGY CO 06.7500 09/15/2026 | 0.00% | 0.40 R ISWP FWD US0003M P 06/17/2022 | 0.00% | 0.90 R ISWP FWD US0003M P 06/17/2050 | 0.00% | AUD/USD 07/15/2020 BANKAM | 0.00% | CAD/USD 07/15/2020 GSFX | 0.00% | CALIFORNIA RESOURC TL L+475 06.3633 12/31/2022 | 0.00% | CDX CDX.NA.IG.34 100.0 06/20/2025 | 0.00% | CMB CMBX.NA.A.7 2047-01-17 200.0 01/17/2047 JP | 0.00% | CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CG | 0.00% | CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CG | 0.00% | CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CS | 0.00% | CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 MS | 0.00% | CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.00% | CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 MS | 0.00% | CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS | 0.00% | CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 JP | 0.00% | CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 CG | 0.00% | CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 GS | 0.00% | CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 JP | 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 JP | 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% | GBP/USD 06/17/2020 HSBCB | 0.00% | GBP/USD 06/17/2020 RBSF | 0.00% | GLENCORE PLC SEDOL B4T3BW6 | 0.00% | GNMA GII30 4401 06.5000 03/20/2039 | 0.00% | IHEARTMEDIA INC - CLASS A SEDOL BJVR9Y9 | 0.00% | IOS.FN30.350.12 R USL1M P 01/12/43 BC | 0.00% | IOS.FN30.400.11 R USL1M P 01/12/42 BC | 0.00% | MERCK & CO INC 02.9000 03/07/2024 | 0.00% | NOBLE HLDG INTL LTD P/P 144A 07.8750 02/01/2026 | 0.00% | NZD/USD 07/15/2020 BANKAM | 0.00% | NZD/USD 07/15/2020 CSI-FX | 0.00% | NZD/USD 07/15/2020 HSBCB | 0.00% | NZD/USD 07/15/2020 RBSF | 0.00% | NZD/USD 07/15/2020 TDBK | 0.00% | NZD/USD 07/15/2020 WPAC | 0.00% | OASIS PETROLEUM INC 06.8750 03/15/2022 | 0.00% | OASIS PETROLEUM INC P/P 144A 06.2500 05/01/2026 | 0.00% | PETROLEOS DE VEN P/P 144A 06.0000 11/15/2026 | 0.00% | SM ENERGY CO 06.1250 11/15/2022 | 0.00% | TRANSOCEAN INC 07.5000 04/15/2031 | 0.00% | TXU TCEH RIGHTS | 0.00% | USD/CHF PUT 0.94 20200605 GSFX | 0.00% | ADVANZ PHARMA CORP LTD SEDOL BG0RYR7 | 0.00% | AUD/USD 07/15/2020 JPMCB | 0.00% | BACM 2007-1 XW IO 00.4856 01/15/2049 | 0.00% | BSCMS 06-PW14 X1 IO P/P 144A 00.4966 12/11/2038 | 0.00% | CAD/USD 07/15/2020 CITI | 0.00% | CAD/USD 07/15/2020 HSBCB | 0.00% | CAD/USD 07/15/2020 RBSF | 0.00% | CAD/USD 07/15/2020 UBS | 0.00% | CAD/USD 07/15/2020 WPAC | 0.00% | CALIFORNIA RESOURCES P/P 144A 08.0000 12/15/2022 | 0.00% | CD 2007-CD4 XW IO P/P 144A 01.3810 12/11/2049 | 0.00% | CGCMT 2006-C5 XC IO P/P 144A 00.7208 10/15/2049 | 0.00% | CLEAR CHANNEL OUTDOOR HOLDIN SEDOL BJHVCH9 | 0.00% | CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 0.00% | CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 JP | 0.00% | CMB CMBX.NA.A.7 2047-01-17 200.0 01/17/2047 CS | 0.00% | CMB CMBX.NA.A.7 2047-01-17 200.0 01/17/2047 CS | 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 MS | 0.00% | CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 MS | 0.00% | CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 MS | 0.00% | CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.00% | CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% | CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% | CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% | CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% | CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% | CMB CMBX.NA.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% | CSMC 2007-C2 AX IO P/P 144A 00.0439 01/15/2049 | 0.00% | GBP/USD 06/17/2020 WPAC | 0.00% | GECMC 2007-C1 XC IO P/P 144A 00.2608 12/10/2049 | 0.00% | HKD/USD 05/20/2020 BANKAM | 0.00% | HKD/USD 05/20/2020 BCAP-FX | 0.00% | HKD/USD 05/20/2020 GSFX | 0.00% | HKD/USD 05/20/2020 HSBCB | 0.00% | HKD/USD 05/20/2020 RBSF | 0.00% | HKD/USD 05/20/2020 TDBK | 0.00% | HKD/USD 05/20/2020 UBS | 0.00% | JPMCC 05-CB12 X1 IO P/P 144A 00.3200 09/12/2037 | 0.00% | JPMCC 2006-LDP8 X IO 00.2892 05/15/2045 | 0.00% | JPMCC 2007-LDPX X IO 00.1279 01/15/2049 | 0.00% | JPY/USD 05/20/2020 UBS | 0.00% | LBUBS 2005-C5 XCL IO P/P 144A 0.09 3 09/15/2040 | 0.00% | LBUBS 2005-C7 XCL IO P/P 144A 00.4985 11/15/2040 | 0.00% | MEZZ 2006-C4 X IO P/P 144A 07.2328 07/15/2045 | 0.00% | MWO HOLDINGS LLC | 0.00% | NOBLE HOLDING INTL LTD USD 07.7500 01/15/2024 | 0.00% | NZD/USD 07/15/2020 JPMCB | 0.00% | OASIS PETROLEUM INC CV 02.6250 09/15/2023 | 0.00% | PARTY CITY HLDG INC P/P 144A 06.1250 08/15/2023 | 0.00% | TERVITA CORP SEDOL BD1DCC4 | 0.00% | TEXAS COHLD TCEH ESCROW 11.5000 10/01/2020 | 0.00% | USD/CHF PUT 0.91 20200605 CITI | 0.00% | VALARIS PLC USD 07.7500 02/01/2026 | 0.00% | AUD/USD 07/15/2020 CSI-FX | -0.00% | AUD/USD PUT 0.59 20200715 GSFX | -0.00% | CAD/USD 07/15/2020 BANKAM | -0.00% | CAD/USD 07/15/2020 CSI-FX | -0.00% | CAD/USD 07/15/2020 JPMCB | -0.00% | CAD/USD 07/15/2020 TDBK | -0.00% | CHF/USD 06/17/2020 CITI | -0.00% | CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CS | -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.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 MS | -0.00% | CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CS | -0.00% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 BA | -0.00% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% | EUR/CHF PUT 1.00 20200615 GSFX | -0.00% | EUR/USD 06/17/2020 GSFX | -0.00% | EUR/USD 06/17/2020 RBSF | -0.00% | EUR/USD 06/17/2020 TDBK | -0.00% | EUR/USD 06/17/2020 WPAC | -0.00% | GBP/USD 06/17/2020 UBS | -0.00% | HKD/USD 05/20/2020 SSBT | -0.00% | JPY/USD 05/20/2020 BANKAM | -0.00% | JPY/USD 05/20/2020 JPMCB | -0.00% | JPY/USD 05/20/2020 WPAC | -0.00% | USD/JPY PUT 102.00 20200701 BANKAM | -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.BB.10 2059-11-17 500.0 11/17/2059 JP | -0.00% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 BA | -0.00% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% | CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 CS | -0.00% | DKK/USD 06/17/2020 CITI | -0.00% | EUR/USD 06/17/2020 CITI | -0.00% | EUR/USD 06/17/2020 CSI-FX | -0.00% | JPY/USD 05/20/2020 HSBCB | -0.00% | NOK/USD 06/17/2020 TDBK | -0.00% | NOK/USD 06/17/2020 UBS | -0.00% | NZD/USD 07/15/2020 CITI | -0.00% | NZD/USD 07/15/2020 GSFX | -0.00% | USD/JPY PUT 105.00 20200622 BANKAM | -0.00% | USD/JPY PUT 105.00 20200622 CITI | -0.00% | USD/JPY PUT 105.00 20200622 GSFX | -0.00% | CAD/USD 07/15/2020 SSBT | -0.00% | CHF/USD 06/17/2020 GSFX | -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.6 2063-05-11 500.0 05/11/2063 JP | -0.00% | CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 MS | -0.00% | CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 GS | -0.00% | IOS.FN30.400.10 P USL1M R 01/12/41 JP | -0.00% | IOS.FN30.500.10 P USL1M R 01/12/41 BC | -0.00% | JPY/USD 05/20/2020 GSFX | -0.00% | NOK/USD 06/17/2020 BANKAM | -0.00% | CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 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 MS | -0.00% | GBP/USD 06/17/2020 JPMCB | -0.00% | JPY/USD 05/20/2020 SSBT | -0.00% | NOK/USD 06/17/2020 CITI | -0.00% | AUD/USD 07/15/2020 UBS | -0.00% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 BA | -0.00% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% | CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 CS | -0.00% | EUR/USD 06/17/2020 HSBCB | -0.00% | EUR/USD 06/17/2020 UBS | -0.00% | IOS.FN30.400.11 P USL1M R 01/12/42 JP | -0.00% | 0.65 R ISWP FWD US0003M P 06/17/2025 | -0.01% | AUD/USD 07/15/2020 SSBT | -0.01% | CHF/USD 06/17/2020 JPMCB | -0.01% | CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 CG | -0.01% | NOK/USD 06/17/2020 RBSF | -0.01% | NOK/USD 06/17/2020 SSBT | -0.01% | CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.01% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% | NOK/USD 06/17/2020 JPMCB | -0.01% | CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CG | -0.01% | EUR/USD 06/17/2020 BANKAM | -0.01% | EUR/USD 06/17/2020 SSBT | -0.01% | NOK/USD 06/17/2020 HSBCB | -0.01% | JPY/USD 05/20/2020 BCAP-FX | -0.01% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% | EUR/USD 06/17/2020 JPMCB | -0.01% | NOK/USD 06/17/2020 CSI-FX | -0.01% | IOS.FN30.400.10 P USL1M R 01/12/41 CS | -0.01% | CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 JP | -0.02% | MBX.FN30.650.67 P USL1M R 01/12/38 BC | -0.02% | CDX CDX.NA.HY.34 500.0 06/20/2025 | -0.03% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS | -0.05% | NOK/USD 06/17/2020 GSFX | -0.05% | RU10INTR P US0003M R 11/25/20 CI | -0.35% | S&P500 EMINI FUT JUN20 ESM0 | -0.90% | FNMA FN30 TBA UMBS 03.0000 05/01/2050 | -0.94% | RU10INTR P US0003M R 11/25/20 CI | -2.74% | US 10YR ULTRA FUT JUN20 UXYM0 | -2.80% | GSGLPWDS P US0001M R 12/15/25 GS | -5.25% |
Portfolio Composition as of 06/30/20
| U.S. large-cap equity | 43.04% |
| U.S. Investment-grade bonds | 32.56% |
| International equity | 8.50% |
| U.S. small- and mid-cap equity | 7.94% |
| U.S. High-yield bonds | 6.01% |
| U.S. money markets | 1.95% |
Consider these risks before investing: Allocation of assets among asset classes may hurt performance. The value of investments in the fund’s portfolio may fall or fail to rise over extended periods of time for a variety of reasons, including general economic, political, or financial market conditions; investor sentiment and market perceptions; government actions; geopolitical events or changes; and factors related to a specific issuer, asset class, geography, industry, or sector. These and other factors may lead to increased volatility and reduced liquidity in the fund’s portfolio holdings. International investing involves currency, economic, and political risks. Emerging-market securities carry illiquidity and volatility risks. Investments in small and/or midsize companies increase the risk of greater price fluctuations. Growth stocks may be more susceptible to earnings disappointments, and value stocks may fail to rebound. Funds that invest in government securities are not guaranteed. Mortgage-backed investments, unlike traditional debt investments, are also subject to prepayment risk, which means that they may increase in value less than other bonds when interest rates decline and decline in value more than other bonds when interest rates rise. Bond investments are subject to interest-rate risk (the risk of bond prices falling if interest rates rise) and credit risk (the risk of an issuer defaulting on interest or principal payments). Default risk is generally higher for non-qualified mortgages. Interest-rate risk is generally greater for longer-term bonds, and credit risk is generally greater for below-investment-grade bonds. Unlike bonds, funds that invest in bonds have fees and expenses. The use of derivatives may increase these risks by increasing investment exposure (which may be considered leverage) or, in the case of over-the-counter instruments, because of the potential inability to terminate or sell derivatives positions and the potential failure of the other party to the instrument to meet its obligations. Our investment techniques, analyses, and judgments may not produce the outcome we intend. The investments we select for the fund may not perform as well as other securities that we do not select for the fund. We, or the fund’s other service providers, may experience disruptions or operating errors that could have a negative effect on the fund. You can lose money by investing in the fund. Variable annuities are long-term investments designed for retirement purposes. Withdrawals prior to age 59 1/2 may be subject to a 10% IRS penalty.
Expenses
Sales Charges/Fees
| Breakpoint | Sales Charge | Dealer Allowance | CDSC Liab |
|---|---|---|---|
| $0 - $0 | 0.00% | 0.00% | N |
CDSC
| Year | Percent |
|---|---|
| 1 | 7.00% |
| 2 | 7.00% |
| 3 | 6.00% |
| 4 | 5.00% |
| 5 | 4.00% |
| 6 | 3.00% |
| 7 | 2.00% |
| 8+ | 0.00% |