‡ 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 05/26/20
| with optional enhanced death benefits | ||
|---|---|---|
| Unit Value | $20.436488 | $19.79305 |
| Unit Value Change | 0.166788 | 0.161216 |
Lipper ranking ‡ as of 04/30/20
Category: Mixed-Asset Trgt Alloc Mod Fds
| Percentile ranking | Rank/Funds in category | |
|---|---|---|
| 10 yrs. | 18% | 27/151 |
| 1 yr. | 66% | 192/294 |
| 3 yrs. | 52% | 135/261 |
| 5 yrs. | 40% | 96/241 |
Quick facts as of 04/30/20
| Fiscal Year End | December |
| Asset Class | Putnam Allstate Advisor |
| Subaccount Status | Open to new investors |
| Number of issues | 1311 |
| Turnover (fiscal year end) | 164% |
| Net Assets | $112M |
| Inception Date | 02/01/88 |
Performance
Performance as of 03/31/20
| Annualized Performance | Last Quarter | Year to Date |
1 yr. | 3 yrs. | 5 yrs. | 10 yrs. | Life of subaccount |
|---|---|---|---|---|---|---|---|
| Restated performance | |||||||
| Unit Value | -13.08% | -13.08% | -7.55% | 0.42% | 1.25% | 5.26% | 5.65% |
| Standardized | -20.90% | -20.90% | -15.76% | -4.17% | -2.45% | 2.86% | 4.11% |
| With optional enhanced death benefit | |||||||
| Unit Value | -13.11% | -13.11% | -7.69% | 0.27% | 1.09% | 5.10% | 5.49% |
| Standardized | -20.93% | -20.93% | -15.89% | -4.32% | -2.61% | 2.68% | 3.91% |
| Actual performance | |||||||
| Unit Value | -13.08% | -13.08% | -7.55% | 0.42% | 1.25% | 5.26% | 3.05% |
| Standardized | -20.90% | -20.90% | -15.76% | -4.17% | -2.45% | 2.86% | -0.29% |
| With optional enhanced death benefit | |||||||
| Unit Value | -13.11% | -13.11% | -7.69% | 0.27% | 1.09% | 5.10% | 2.89% |
| Standardized | -20.93% | -20.93% | -15.89% | -4.32% | -2.61% | 2.68% | -0.51% |
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 04/30/20 |
|
|---|---|
| Unit Value | 7.35% |
| Standardized | -1.90% |
YTD as of 05/26/20 |
|
|---|---|
| Unit Value | -5.20% |
| Standardized | -13.57% |
With optional enhanced death benefit
Monthly as of 04/30/20 |
|
|---|---|
| Unit Value | 7.34% |
| Standardized | -1.92% |
YTD as of 05/26/20 |
|
|---|---|
| Unit Value | -5.25% |
| Standardized | -13.63% |
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 04/30/20
| Avg. Eff. Maturity | 6.49 |
| Avg. Eff. Duration | 1.79 |
| Avg. Coupon | -- |
| Avg. Yield to Maturity | -- |
| Alpha (%) | -- |
| Beta | -- |
| R Squared | -- |
| Standard Deviation (3 yrs.) | 10.66 |
Holdings
| Gnma Gii30 Tba 03.5000 05/01/2050 | 2.83% |
| Amazon.Com Inc Sedol 2000019 | 2.77% |
| Apple Inc Sedol 2046251 | 2.67% |
| 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% |
| 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% |
| Top 10 holdings, total: | 18.88% |
| 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 | |
| Top 10 holdings as of 02/29/20 | |
|---|---|
| 1: Gnma Gii30 Tba 03.5000 03/01/2050 | 3.55% |
| 2: Apple Inc Sedol 2046251 | 2.47% |
| 3: Fhlmc Fr30 Zs4750 Umbs 03.0000 01/01/2048 | 2.22% |
| 4: Amazon.Com Inc Sedol 2000019 | 2.02% |
| 5: Alphabet Inc-Cl A Sedol Byvy8g0 | 1.87% |
| 6: Fnma Fn30 Tba Umbs 04.0000 03/01/2050 | 1.80% |
| 7: Microsoft Corp Sedol 2588173 | 1.45% |
| 8: Jpmorgan Chase & Co Sedol 2190385 | 1.39% |
| 9: Adobe Inc Sedol 2008154 | 1.09% |
| 10: Verizon Communications Inc Sedol 2090571 | 1.07% |
| Holdings represent 18.93% of portfolio | |
| Top 10 holdings as of 01/31/20 | |
|---|---|
| 1: Apple Inc Sedol 2046251 | 2.67% |
| 2: Gnma Gii30 Tba 03.5000 02/01/2050 | 2.49% |
| 3: Fhlmc Fr30 Zs4750 Umbs 03.0000 01/01/2048 | 2.09% |
| 4: Amazon.Com Inc Sedol 2000019 | 2.06% |
| 5: Alphabet Inc-Cl A Sedol Byvy8g0 | 1.91% |
| 6: Jpmorgan Chase & Co Sedol 2190385 | 1.51% |
| 7: Microsoft Corp Sedol 2588173 | 1.46% |
| 8: Verizon Communications Inc Sedol 2090571 | 1.12% |
| 9: Procter & Gamble Co/The Sedol 2704407 | 1.10% |
| 10: Adobe Inc Sedol 2008154 | 1.06% |
| Holdings represent 17.47% of portfolio | |
| 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% |
| US 2YR NOTE (CBT) JUN20 TUM0 | 5.64% | GSGLPWDL R US0001M P 12/15/25 GS | 5.47% | US 5YR NOTE (CBT) JUN20 FVM0 | 5.47% | GNMA GII30 TBA 03.5000 04/01/2050 | 4.00% | E-MINI RUSS 2000 JUN20 RTYM0 | 3.37% | US ULTRA BOND CBT JUN20 WNM0 | 2.94% | CGPUTQL2 R US0003M P 11/25/20 CI | 2.90% | APPLE INC SEDOL 2046251 | 2.55% | FHLMC FR30 ZS4750 UMBS 03.0000 01/01/2048 | 2.43% | AMAZON.COM INC SEDOL 2000019 | 2.32% | US 10YR NOTE (CBT)JUN20 TYM0 | 2.10% | FNMA FN30 TBA UMBS 04.0000 04/01/2050 | 2.02% | ALPHABET INC-CL A SEDOL BYVY8G0 | 1.80% | MICROSOFT CORP SEDOL 2588173 | 1.57% | JPMORGAN CHASE & CO SEDOL 2190385 | 1.19% | VERIZON COMMUNICATIONS INC SEDOL 2090571 | 1.17% | PROCTER & GAMBLE CO/THE SEDOL 2704407 | 1.12% | ADOBE INC SEDOL 2008154 | 1.11% | FNMA FN30 TBA UMBS 06.0000 04/01/2050 | 1.05% | CISCO SYSTEMS INC SEDOL 2198163 | 1.05% | FNMA FN30 TBA UMBS 04.5000 04/01/2050 | 1.02% | US LONG BOND(CBT) JUN20 USM0 | 1.02% | FNMA FN15 TBA UMBS 03.0000 04/01/2035 | 0.99% | FNMA FN30 TBA UMBS 02.5000 04/01/2050 | 0.98% | PAYPAL HOLDINGS INC SEDOL BYW36M8 | 0.95% | ORACLE CORP SEDOL 2661568 | 0.93% | FNMA FN30 BM5024 UMBS 03.0000 11/01/2048 | 0.86% | QUALCOMM INC SEDOL 2714923 | 0.83% | COCA-COLA CO/THE SEDOL 2206657 | 0.81% | CHEVRON CORP | 0.79% | COMCAST CORP-CLASS A SEDOL 2044545 | 0.73% | JOHNSON & JOHNSON SEDOL 2475833 | 0.73% | MEDTRONIC PLC SEDOL BTN1Y11 | 0.70% | CITIGROUP INC SEDOL 2297907 | 0.69% | PEPSICO INC SEDOL 2681511 | 0.64% | FNMA FN30 MA3563 UMBS 04.0000 01/01/2049 | 0.63% | MERCK & CO. INC. SEDOL 2778844 | 0.61% | LOCKHEED MARTIN CORP SEDOL 2522096 | 0.59% | AMGEN INC SEDOL 2023607 | 0.58% | INTUIT INC SEDOL 2459020 | 0.52% | HONEYWELL INTERNATIONAL INC SEDOL 2020459 | 0.51% | NORTHROP GRUMMAN CORP SEDOL 2648806 | 0.50% | MONDELEZ INTERNATIONAL INC-A SEDOL B8CKK03 | 0.46% | ABBOTT LABORATORIES SEDOL 2002305 | 0.45% | ACTIVISION BLIZZARD INC SEDOL 2575818 | 0.45% | STARBUCKS CORP SEDOL 2842255 | 0.44% | BOOKING HOLDINGS INC SEDOL BDRXDB4 | 0.43% | S&P GLOBAL INC SEDOL BYV2325 | 0.43% | BIOGEN INC SEDOL 2455965 | 0.38% | DANAHER CORP SEDOL 2250870 | 0.35% | EXELON CORP SEDOL 2670519 | 0.34% | CROWN CASTLE INTL CORP SEDOL BTGQCX1 | 0.34% | VEEVA SYSTEMS INC-CLASS A SEDOL BFH3N85 | 0.33% | EDWARDS LIFESCIENCES CORP SEDOL 2567116 | 0.33% | JPMORGAN CHASE & CO 03.9640 11/15/2048 | 0.33% | MORGAN STANLEY | 0.33% | EBAY INC SEDOL 2293819 | 0.32% | UNION PACIFIC CORP SEDOL 2914734 | 0.32% | LOWES COMPANIES INC | 0.31% | MCKESSON CORP SEDOL 2378534 | 0.31% | GILEAD SCIENCES INC SEDOL 2369174 | 0.30% | EQUINIX INC SEDOL BVLZX12 | 0.30% | METLIFE INC SEDOL 2573209 | 0.29% | CUMMINS INC SEDOL 2240202 | 0.28% | BRISTOL-MYERS SQUIBB CO SEDOL 2126335 | 0.28% | WASTE MANAGEMENT INC SEDOL 2937667 | 0.28% | AUTODESK INC SEDOL 2065159 | 0.28% | TREASURY BILL 00.0000 08/13/2020 | 0.27% | PFIZER INC SEDOL 2684703 | 0.26% | BROADCOM INC SEDOL BDZ78H9 | 0.25% | FNMA FN30 AS7003 UMBS 03.0000 04/01/2046 | 0.25% | TREASURY BILL 00.0000 06/25/2020 | 0.25% | DELTA AIR LINES INC SEDOL B1W9D46 | 0.24% | KINDER MORGAN INC SEDOL B3NQ4P8 | 0.24% | TARGET CORP SEDOL 2259101 | 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% | HERSHEY CO/THE SEDOL 2422806 | 0.23% | ROCHE HOLDING AG-GENUSSCHEIN SEDOL 7110388 | 0.22% | ALLERGAN PLC SEDOL BY9D546 | 0.22% | FACEBOOK INC-CLASS A SEDOL B7TL820 | 0.22% | AMERICAN ELECTRIC POWER SEDOL 2026242 | 0.21% | WILLIAMS COS INC SEDOL 2967181 | 0.21% | PHILLIPS 66 SEDOL B78C4Y8 | 0.21% | REPUBLIC OF INDONESIA REGS 05.8750 01/15/2024 | 0.21% | HILTON WORLDWIDE HOLDINGS IN SEDOL BYVMW06 | 0.20% | CADENCE DESIGN SYS INC SEDOL 2302232 | 0.20% | CITIGROUP INC 03.6680 07/24/2028 | 0.20% | FNMA FN30 BC2733 UMBS 03.0000 05/01/2046 | 0.20% | CDX CDX.NA.HY.34 500.0 06/20/2025 | 0.20% | ALLSTATE CORP SEDOL 2019952 | 0.20% | KLA CORP SEDOL 2480138 | 0.20% | NOVARTIS AG-REG SEDOL 7103065 | 0.19% | TREASURY BILL 00.0000 07/09/2020 | 0.19% | UBS GROUP AG P/P 144A 03.4910 05/23/2023 | 0.19% | MORGAN STANLEY 03.6250 01/20/2027 | 0.19% | AMERIPRISE FINANCIAL INC SEDOL B0J7D57 | 0.19% | SYNOPSYS INC SEDOL 2867719 | 0.18% | NESTLE SA-REG SEDOL 7123870 | 0.18% | TREASURY BILL 00.0000 05/07/2020 | 0.18% | JOHNSON CONTROLS INTERNATION SEDOL BY7QL61 | 0.18% | ATLASSIAN CORP PLC-CLASS A SEDOL BZ09BD1 | 0.18% | CAPITAL ONE FINANCIAL CORP SEDOL 2654461 | 0.18% | EVERGY INC SEDOL BFMXGR0 | 0.18% | ZIMMER BIOMET HOLDINGS INC SEDOL 2783815 | 0.18% | GOLDMAN SACHS GROUP INC SEDOL 2407966 | 0.17% | PUBLIC SERVICE ENTERPRISE GP SEDOL 2707677 | 0.17% | E*TRADE FINANCIAL CORPORATION | 0.17% | LAM RESEARCH CORP SEDOL 2502247 | 0.17% | LEIDOS HOLDINGS INC SEDOL BDV82B8 | 0.17% | ROYAL DUTCH SHELL PLC-B SHS SEDOL B03MM40 | 0.16% | AT&T INC 04.1000 02/15/2028 | 0.16% | AT&T INC SEDOL 2831811 | 0.16% | ABBVIE INC P/P 144A 03.2000 11/21/2029 | 0.16% | AGILENT TECHNOLOGIES INC SEDOL 2520153 | 0.16% | GOLDMAN SACHS GROUP INC 02.6000 12/27/2020 | 0.16% | VERIZON COMM 04.3290 09/21/2028 | 0.15% | NOVO NORDISK A/S-B SEDOL BHC8X90 | 0.15% | ENTERGY CORP SEDOL 2317087 | 0.15% | TREASURY BILL 00.0000 09/10/2020 | 0.14% | ABBVIE INC SEDOL B92SR70 | 0.14% | COMMONWEALTH BK AUST P/P 144A 02.2000 11/09/2020 | 0.14% | TREASURY BILL 00.0000 05/21/2020 | 0.14% | EXPEDIA GROUP INC SEDOL B748CK2 | 0.14% | FIVE CORNERS FUNDING P/P 144A 04.4190 11/15/2023 | 0.14% | ALTICE USA INC- A SEDOL BDRY7P9 | 0.13% | IBM CORP 01.8750 08/01/2022 | 0.13% | SYNCHRONY FINANCIAL SEDOL BP96PS6 | 0.13% | AMETEK INC SEDOL 2089212 | 0.13% | ESSEX PROPERTY TRUST INC SEDOL 2316619 | 0.13% | HARTFORD FINANCIAL SVCS GRP SEDOL 2476193 | 0.13% | DTE ENERGY COMPANY SEDOL 2280220 | 0.13% | FNMA FN30 AS7154 UMBS 03.0000 05/01/2046 | 0.13% | AES CORP SEDOL 2002479 | 0.13% | THERMO FISHER SCIENTIFIC INC SEDOL 2886907 | 0.13% | TREASURY BILL 00.0000 04/14/2020 | 0.13% | SONY CORP SEDOL 6821506 | 0.12% | VISTRA ENERGY CORP SEDOL BZ8VJQ8 | 0.12% | SYSCO CORP SEDOL 2868165 | 0.12% | ALLIANZ SE-REG SEDOL 5231485 | 0.12% | ZOETIS INC SEDOL B95WG16 | 0.12% | ALPHABET INC 03.6250 05/19/2021 | 0.12% | PULTEGROUP INC SEDOL 2708841 | 0.12% | VERISK ANALYTICS INC SEDOL B4P9W92 | 0.12% | DISCOVER FINANCIAL SERVICES SEDOL B1YLC43 | 0.11% | TREASURY BILL 00.0000 09/03/2020 | 0.11% | PINNACLE WEST CAPITAL SEDOL 2048804 | 0.11% | ENEL SPA SEDOL 7144569 | 0.11% | BOOZ ALLEN HAMILTON HOLDINGS SEDOL B5367T7 | 0.11% | CF INDUSTRIES HOLDINGS INC SEDOL B0G4K50 | 0.11% | EXXON MOBIL CORPORATION 02.2220 03/01/2021 | 0.11% | NINTENDO CO LTD SEDOL 6639550 | 0.11% | TOTAL CAPITAL INTL SA USD 02.7500 06/19/2021 | 0.11% | REPUBLIC SERVICES INC SEDOL 2262530 | 0.11% | AVALONBAY COMMUNITIES INC SEDOL 2131179 | 0.11% | L OREAL SEDOL 4057808 | 0.11% | UNITED AIRLINES HOLDINGS INC SEDOL B4QG225 | 0.11% | MBX.FN30.500.10 R USL1M P 01/12/41 BC | 0.11% | SWISS RE TREAS P/P 144A 04.2500 12/06/2042 | 0.11% | DOVER CORP SEDOL 2278407 | 0.11% | KDDI CORP SEDOL 6248990 | 0.11% | SALESFORCE.COM INC 03.7000 04/11/2028 | 0.10% | CVS HEALTH CORP 04.7800 03/25/2038 | 0.10% | DEUTSCHE POST AG-REG SEDOL 4617859 | 0.10% | DEUTSCHE TELEKOM AG-REG SEDOL 5842359 | 0.10% | SHELL INTERNATIONAL FIN USD 02.1250 05/11/2020 | 0.10% | DUKE REALTY CORP SEDOL 2284084 | 0.10% | EQUITY RESIDENTIAL TR REIT | 0.10% | VNESHECONOMBANK P/P 144A 06.8000 11/22/2025 | 0.10% | COMCAST CORP 03.9690 11/01/2047 | 0.10% | KERING SEDOL 5505072 | 0.10% | CENTERPOINT ENERGY INC SEDOL 2440637 | 0.10% | KINDER MORGAN INC 03.1500 01/15/2023 | 0.10% | 2.00 R ISWP FWD US0003M P 03/18/2050 | 0.10% | APPLE INC 04.3750 05/13/2045 | 0.10% | FIFTH THIRD BANCORP SEDOL 2336747 | 0.10% | INVITATION HOMES INC SEDOL BD81GW9 | 0.10% | NOVARTIS CAPITAL CORP 04.0000 11/20/2045 | 0.10% | INDUSTRIA DE DISENO TEXTIL SEDOL BP9DL90 | 0.10% | WEST PHARMACEUTICAL SERVICES SEDOL 2950482 | 0.10% | HERMES INTERNATIONAL SEDOL 5253973 | 0.09% | HOLOGIC INC SEDOL 2433530 | 0.09% | AMAZON.COM INC 03.1500 08/22/2027 | 0.09% | DEUTSCHE TELEKOM INT FIN USD 08.7500 06/15/2030 | 0.09% | TELEDYNE TECHNOLOGIES INC SEDOL 2503477 | 0.09% | CBRE GROUP INC - A SEDOL B6WVMH3 | 0.09% | ITOCHU CORP SEDOL 6467803 | 0.09% | RIO TINTO PLC SEDOL 0718875 | 0.09% | AMERICAN TOWER CORP 02.7500 01/15/2027 | 0.09% | BERKSHIRE HATHAWAY FIN 04.2500 01/15/2021 | 0.09% | SANDVIK AB SEDOL B1VQ252 | 0.09% | TREASURY BILL 00.0000 04/28/2020 | 0.09% | ROGERS COMMUNICATIONS IN USD 04.5000 03/15/2043 | 0.09% | WOLTERS KLUWER SEDOL 5671519 | 0.09% | AGNC INVESTMENT CORP SEDOL BYYHJL8 | 0.09% | GARMIN LTD SEDOL B3Z5T14 | 0.09% | HOYA CORP SEDOL 6441506 | 0.09% | ASTELLAS PHARMA INC SEDOL 6985383 | 0.09% | GOLDMAN SACHS GROUP INC 04.2230 05/01/2029 | 0.09% | SUMITOMO MITSUI FINANCIAL GR SEDOL 6563024 | 0.09% | IHS MARKIT LTD P/P 144A 04.7500 02/15/2025 | 0.09% | UNITEDHEALTH GROUP INC 02.7500 02/15/2023 | 0.09% | COMM 2013-CR13 AM 04.4490 11/10/2046 | 0.09% | ESSITY AKTIEBOLAG-B SEDOL BF1K7P7 | 0.08% | TCI COMMUNICATIONS INC 07.1250 02/15/2028 | 0.08% | JPMORGAN CHASE & CO 04.6000 01/23/2050 | 0.08% | FAIR ISAAC CORP SEDOL 2330299 | 0.08% | GNMA GII30 4246 06.5000 09/20/2038 | 0.08% | HITACHI LTD SEDOL 6429104 | 0.08% | HD SUPPLY HOLDINGS INC SEDOL BBL5981 | 0.08% | AT&T INC 04.7500 05/15/2046 | 0.08% | BRISTOL-MYERS P/P 144A 02.9000 07/26/2024 | 0.08% | CWALT 2006-OA10 4A1 01.1366 08/25/2046 | 0.08% | DAIKIN INDUSTRIES LTD SEDOL 6250724 | 0.08% | DIAMOND 1 FIN/DIAM P/P 144A 06.0200 06/15/2026 | 0.08% | EASTMAN CHEMICAL CO SEDOL 2298386 | 0.08% | KONINKLIJKE AHOLD DELHAIZE N SEDOL BD0Q398 | 0.08% | WALMART INC SEDOL 2936921 | 0.08% | ANGLO AMER PLC SEDOL B1XZS82 | 0.08% | DENTSPLY SIRONA INC SEDOL BYNPPC6 | 0.08% | PARTNERS GROUP HOLDING AG SEDOL B119QG0 | 0.08% | BROADCOM CRP / CAYM 03.5000 01/15/2028 | 0.08% | SHIONOGI & CO LTD SEDOL 6804682 | 0.08% | AVERY DENNISON CORP SEDOL 2066408 | 0.08% | ORACLE CORP 02.5000 10/15/2022 | 0.08% | STEEL DYNAMICS INC SEDOL 2849472 | 0.08% | WH GROUP LTD SEDOL BLLHKZ1 | 0.08% | INTERPUBLIC GROUP COS 04.6500 10/01/2028 | 0.08% | KINDER MORGAN ENER PART 03.5000 03/01/2021 | 0.08% | LEGAL & GENERAL GROUP PLC SEDOL 0560399 | 0.08% | BERRY GLOBAL GROUP INC SEDOL B8BR3H3 | 0.08% | MICROSOFT CORP 01.5500 08/08/2021 | 0.08% | WELLS FARGO & COMPANY 02.6000 07/22/2020 | 0.08% | ENTERPRISE PRODUCTS OPER 04.2500 02/15/2048 | 0.08% | FERGUSON PLC SEDOL BJVNSS4 | 0.08% | ONCOR ELECTRIC DELIV 03.7500 04/01/2045 | 0.08% | TREASURY BILL 00.0000 08/20/2020 | 0.08% | ALLY FINANCIAL INC SEDOL B72XK05 | 0.07% | AMAZON.COM INC 03.3000 12/05/2021 | 0.07% | AVIVA PLC SEDOL 0216238 | 0.07% | BNP PARIBAS SEDOL 7309681 | 0.07% | MGM RESORTS INTERNATIONAL SEDOL 2547419 | 0.07% | PETROBRAS GLOBAL FINANCE USD 06.2500 03/17/2024 | 0.07% | CHEMED CORP SEDOL 2190084 | 0.07% | COMMONWEALTH BK AUST P/P 144A 03.1500 09/19/2027 | 0.07% | HILL-ROM HOLDINGS INC SEDOL 2425924 | 0.07% | BOSTON PROPERTIES INC SEDOL 2019479 | 0.07% | CARLSBERG AS-B SEDOL 4169219 | 0.07% | CROWN HOLDINGS INC | 0.07% | VERIZON COMMUNICATIONS 04.4000 11/01/2034 | 0.07% | AVALARA INC SEDOL BZ1NVP4 | 0.07% | CISCO SYSTEMS INC 02.2000 02/28/2021 | 0.07% | FNMA FN40 BF0171 UMBS 04.0000 01/01/2057 | 0.07% | NSTAR ELECTRIC CO 02.3750 10/15/2022 | 0.07% | WESFARMERS LTD SEDOL 6948836 | 0.07% | COVESTRO AG SEDOL BYTBWY9 | 0.07% | LINCOLN NATIONAL CORP SEDOL 2516378 | 0.07% | VEREIT INC SEDOL BYVVTJ1 | 0.07% | BANCO BILBAO VIZCAYA ARGENTA SEDOL 5501906 | 0.07% | CSX CORP 04.1000 03/15/2044 | 0.07% | SUN COMMUNITIES INC SEDOL 2860257 | 0.07% | COSTAR GROUP INC SEDOL 2262864 | 0.07% | HEICO CORP SEDOL 2419217 | 0.07% | NIPPON TELEGRAPH & TELEPHONE SEDOL 6641373 | 0.07% | SHELL INTERNATIONAL FIN USD 02.8750 05/10/2026 | 0.07% | ALLISON TRANSMISSION HOLDING SEDOL B4PZ892 | 0.07% | BP CAP MARKETS AMERICA 03.1190 05/04/2026 | 0.07% | DUKE ENERGY CORP 04.2000 06/15/2049 | 0.07% | SIRIUS XM RADIO INC P/P 144A 05.0000 08/01/2027 | 0.07% | XEROX HOLDINGS CORP SEDOL BJJD5G3 | 0.07% | ASPEN TECHNOLOGY INC SEDOL 2051868 | 0.07% | CWALT 2006-OA7 1A2 02.9059 06/25/2046 | 0.07% | SHIN-ETSU CHEMICAL CO LTD SEDOL 6804585 | 0.07% | VIACOMCBS INC 04.5000 03/01/2021 | 0.07% | BALL CORP SEDOL 2073022 | 0.06% | CAMDEN PROPERTY TRUST 04.8750 06/15/2023 | 0.06% | GNMA GII30 4581 06.5000 11/20/2039 | 0.06% | DUPONT DE NEMOURS INC SEDOL BK0VN47 | 0.06% | VORNADO REALTY TRUST SEDOL 2933632 | 0.06% | CATERPILLAR INC SEDOL 2180201 | 0.06% | DOLLAR GENERAL CORP 03.2500 04/15/2023 | 0.06% | JOHNSON CONTROLS INTL PL 04.9500 07/02/2064 | 0.06% | TREASURY BILL 00.0000 08/06/2020 | 0.06% | CK ASSET HOLDINGS LTD SEDOL BYZQ077 | 0.06% | ECOLAB INC 03.2500 12/01/2027 | 0.06% | ERAC USA FINANCE LLC P/P 144A 05.6250 03/15/2042 | 0.06% | INGERSOLL-RAND INC SEDOL BL5GZ82 | 0.06% | OMNICOM GP/OMNICOM CAP 03.6000 04/15/2026 | 0.06% | GENERAL MOTORS FINL CO 04.0000 10/06/2026 | 0.06% | RELIANCE STEEL & ALUMINUM SEDOL 2729068 | 0.06% | WALT DISNEY COMPANY 07.7500 12/01/2045 | 0.06% | CSC HOLDINGS LLC 05.2500 06/01/2024 | 0.06% | ERAC USA FINANCE LLC P/P 144A 07.0000 10/15/2037 | 0.06% | CAMDEN PROPERTY TRUST SEDOL 2166320 | 0.06% | COMPASS GROUP PLC SEDOL BD6K457 | 0.06% | MONSTER BEVERAGE CORP SEDOL BZ07BW4 | 0.06% | NORTHROP GRUMMAN CORP 03.2500 01/15/2028 | 0.06% | DISCOVERY INC - A SEDOL B3D7K31 | 0.06% | ORIX CORP SEDOL 6661144 | 0.06% | HONEYWELL INTL 03.8120 11/21/2047 | 0.06% | PEUGEOT SA SEDOL 7103526 | 0.06% | PPL CAPITAL FUNDING INC 04.2000 06/15/2022 | 0.06% | TREASURY BILL 00.0000 07/23/2020 | 0.06% | WOOLWORTHS GROUP LTD SEDOL 6981239 | 0.06% | AMERICAN ELECTRIC POWER 04.3000 12/01/2028 | 0.06% | DEUTSCHE BOERSE AG SEDOL 7021963 | 0.06% | FISERV INC 04.2000 10/01/2028 | 0.06% | MERCK & CO INC 03.7000 02/10/2045 | 0.06% | PPG INDUSTRIES INC SEDOL 2698470 | 0.06% | SKANDINAVISKA ENSKILDA BAN-A SEDOL 4813345 | 0.06% | VOLKSWAGEN AG PFD SEDOL 5497168 | 0.06% | CITIGROUP INC 02.6500 10/26/2020 | 0.06% | E.ON SE SEDOL 4942904 | 0.06% | SERVICEMASTER GLOBAL HOLDING SEDOL BNG8BF0 | 0.06% | TORONTO-DOMINION BANK USD 03.6250 09/15/2031 | 0.06% | AMER TRANS SYST P/P 144A 05.0000 09/01/2044 | 0.05% | BRITISH AMERICAN TOBACCO PLC SEDOL 0287580 | 0.05% | GLOBAL PAYMENTS INC 04.0000 06/01/2023 | 0.05% | TPAT 2018-SL1 A P/P 144A 02.2268 01/25/2046 | 0.05% | AMERICAN INTL GROUP 08.1750 05/15/2058 | 0.05% | GNMA GII30 4269 06.5000 10/20/2038 | 0.05% | SPST 2019-3 A 01.6285 06/24/2020 | 0.05% | WILLIS TOWERS WATSON PLC USD 05.7500 03/15/2021 | 0.05% | ASSOCIATED BRITISH FOODS PLC SEDOL 0673123 | 0.05% | CHARLES RIVER LABORATORIES SEDOL 2604336 | 0.05% | DR HORTON INC SEDOL 2250687 | 0.05% | EQUITY LIFESTYLE PROPERTIES SEDOL 2563125 | 0.05% | GLAXOSMITHKLINE PLC SEDOL 0925288 | 0.05% | MWST 2019-1 A 01.7466 06/25/2052 | 0.05% | AXALTA COATING SYSTEMS LTD SEDOL BSFWCF5 | 0.05% | COMM 2012-LC4 C 05.5369 12/10/2044 | 0.05% | DUKE ENERGY CORP 03.1500 08/15/2027 | 0.05% | GENPACT LTD SEDOL B23DBK6 | 0.05% | CIGNA CORP 03.7500 07/15/2023 | 0.05% | CITIGROUP INC 03.8870 01/10/2028 | 0.05% | HITACHI HIGH-TECHNOLOGY SEDOL 6642804 | 0.05% | NIELSEN HOLDINGS PLC SEDOL BWFY550 | 0.05% | RAYTHEON COMPANY 02.5000 12/15/2022 | 0.05% | WR BERKLEY CORP SEDOL 2093644 | 0.05% | CAS 2015-C04 2M2 06.4966 04/25/2028 | 0.05% | CRH PLC SEDOL 4182249 | 0.05% | LEGRAND SA SEDOL B11ZRK9 | 0.05% | NCHET 2003-4 M1 02.0716 10/25/2033 | 0.05% | STORE CAPITAL CORP SEDOL BSKRKJ5 | 0.05% | 3I GROUP PLC SEDOL B1YW440 | 0.05% | APARTMENT INVT & MGMT CO -A SEDOL BJLNBG3 | 0.05% | ENERGY TRANSFER OPERATNG 06.6250 02/15/2028 | 0.05% | SPST 2019-7 A 01.6285 09/24/2020 | 0.05% | CITIGROUP INC 04.4500 09/29/2027 | 0.05% | EOG RESOURCES INC 02.6250 03/15/2023 | 0.05% | MORGAN STANLEY 04.3750 01/22/2047 | 0.05% | PACKAGING CORP OF AMERIC 04.5000 11/01/2023 | 0.05% | TREASURY BILL 00.0000 06/11/2020 | 0.05% | AURIZON HOLDINGS LTD SEDOL B87CVM3 | 0.04% | BANK LEUMI LE-ISRAEL SEDOL 6076425 | 0.04% | CON EDISON CO OF NY INC 04.2000 03/15/2042 | 0.04% | EQUINOR ASA USD 05.1000 08/17/2040 | 0.04% | NTT DOCOMO INC SEDOL 6129277 | 0.04% | OTSUKA CORP SEDOL 6267058 | 0.04% | PRUDENTIAL FINANCIAL INC 05.2000 03/15/2044 | 0.04% | ROYAL BANK OF CANADA USD 04.6500 01/27/2026 | 0.04% | SHIRE ACQ INV IE 03.2000 09/23/2026 | 0.04% | STMICROELECTRONICS NV SEDOL 5962332 | 0.04% | AIR LEASE CORP 02.5000 03/01/2021 | 0.04% | BANK OF AMERICA CORP 06.1000 12/29/2049 | 0.04% | CVS PASS-THROUGH P/P 144A 04.7040 01/10/2036 | 0.04% | HYATT HOTELS CORP 04.8500 03/15/2026 | 0.04% | ORACLE CORP 05.3750 07/15/2040 | 0.04% | SPST 2019-11 A 01.6785 10/24/2020 | 0.04% | TOSHIBA CORP SEDOL 6897217 | 0.04% | BHP GROUP PLC SEDOL BH0P3Z9 | 0.04% | CELANESE CORP SEDOL B05MZT4 | 0.04% | CREDIT AGRICOLE SA SEDOL 7262610 | 0.04% | CSMC 2016-NXSR C 04.3591 12/15/2049 | 0.04% | NEWMARKET CORP SEDOL B01CGF1 | 0.04% | NEXON CO LTD SEDOL B63QM77 | 0.04% | REINSURANCE GROUP OF AMERICA SEDOL 2731193 | 0.04% | BRAMBLES LTD SEDOL B1FJ0C0 | 0.04% | CAD/USD 04/15/2020 SSBT | 0.04% | CAS 2016-C02 1M2 06.9466 09/25/2028 | 0.04% | CSC HOLDINGS LLC 06.7500 11/15/2021 | 0.04% | FAURECIA SEDOL 4400446 | 0.04% | GALAPAGOS NV SEDOL B07Q2V5 | 0.04% | MICROCHIP TECH INC 04.3330 06/01/2023 | 0.04% | REGIONS FINANCIAL CORP 02.7500 08/14/2022 | 0.04% | ROKU INC SEDOL BZ1LFG7 | 0.04% | APPLE INC 03.4500 05/06/2024 | 0.04% | FAIRFAX FINL HLDGS USD 04.8500 04/17/2028 | 0.04% | PFIZER INC 03.0000 12/15/2026 | 0.04% | US FOODS HOLDING CORP SEDOL BYVFC94 | 0.04% | ARKEMA SEDOL B0Z5YZ2 | 0.04% | CAS 2016-C01 1M2 07.6966 08/25/2028 | 0.04% | ENI SPA SEDOL 7145056 | 0.04% | GAMING AND LEISURE PROPERTIE SEDOL BFPK4S5 | 0.04% | GLENCORE FUNDING LLC P/P 144A 04.0000 04/16/2025 | 0.04% | SMC CORP SEDOL 6763965 | 0.04% | SPRINT CORP 07.8750 09/15/2023 | 0.04% | WESTROCK MWV LLC 08.2000 01/15/2030 | 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% | GOODMAN GROUP SEDOL B03FYZ4 | 0.04% | HUNTINGTON BANCSHARES 04.3500 02/04/2023 | 0.04% | LIBERTY MEDIA CORP-LIBERTY-C SEDOL BD8QGD5 | 0.04% | SOUTHERN CO/THE SEDOL 2829601 | 0.04% | WEST JAPAN RAILWAY CO SEDOL 6957995 | 0.04% | AENA SME SA SEDOL BVRZ8L1 | 0.04% | ARROW ELECTRONICS INC SEDOL 2051404 | 0.04% | CF INDUSTRIES INC P/P 144A 04.5000 12/01/2026 | 0.04% | ECOLAB INC 04.3500 12/08/2021 | 0.04% | ITOCHU TECHNO-SOLUTIONS CORP SEDOL 6200194 | 0.04% | MACQUARIE BANK LTD P/P 144A 02.8500 07/29/2020 | 0.04% | NOMURA RESEARCH INSTITUTE LT SEDOL 6390921 | 0.04% | PETROBRAS GLOBAL FINANCE USD 07.3750 01/17/2027 | 0.04% | SHIRE ACQ INV IRELAND DA USD 02.8750 09/23/2023 | 0.04% | SNAM SPA SEDOL 7251470 | 0.04% | WEYERHAEUSER CO 07.3750 03/15/2032 | 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% | FIDELITY NATL INFO SERV 03.7500 05/21/2029 | 0.04% | PETROLEOS MEXICANOS P/P 144A 06.8400 01/23/2030 | 0.04% | SUN HUNG KAI PROPERTIES SEDOL 6859927 | 0.04% | ADECCO GROUP AG-REG SEDOL 7110720 | 0.04% | AMERICAN FINANCIAL GROUP INC SEDOL 2134532 | 0.04% | ASML HOLDING NV SEDOL B929F46 | 0.04% | ASTRAZENECA PLC SEDOL 0989529 | 0.04% | CHS/COMMUNITY HEALTH SYS 06.2500 03/31/2023 | 0.04% | EURONET WORLDWIDE INC | 0.04% | FEDERAL REALTY INVS TRUST SEDOL 2333931 | 0.04% | IDACORP INC SEDOL 2296937 | 0.04% | LAMB WESTON HOLDINGS P/P 144A 04.8750 11/01/2026 | 0.04% | LPL FINANCIAL HOLDINGS INC SEDOL B75JX34 | 0.04% | ORACLE CORP 04.0000 11/15/2047 | 0.04% | SPST 2020-2 A 01.7549 03/26/2021 | 0.04% | TOKYO ELECTRON LTD SEDOL 6895675 | 0.04% | VERIZON COMMUNICATIONS 05.2500 03/16/2037 | 0.04% | AGL ENERGY LTD SEDOL BSS7GP5 | 0.04% | ALPHABET INC 01.9980 08/15/2026 | 0.04% | ANHEUSER-BUSCH CO/IN 03.6500 02/01/2026 | 0.04% | BRIGHT HORIZONS FAMILY SOLUT SEDOL B7MJWP2 | 0.04% | CARDINAL HEALTH INC SEDOL 2175672 | 0.04% | CISCO SYSTEMS INC 02.5000 09/20/2026 | 0.04% | CONCHO RESOURCES INC 03.7500 10/01/2027 | 0.04% | DAIWA HOUSE INDUSTRY CO LTD SEDOL 6251363 | 0.04% | FIRSTENERGY TRANSMIS P/P 144A 05.4500 07/15/2044 | 0.04% | NRG ENERGY INC P/P 144A 04.4500 06/15/2029 | 0.04% | ACS ACTIVIDADES SEDOL B01FLQ6 | 0.03% | AMDOCS LTD SEDOL 2256908 | 0.03% | BMW US CAPITAL LLC P/P 144A 03.9500 08/14/2028 | 0.03% | CAS 2016-C04 1M2 05.1966 01/25/2029 | 0.03% | COSTCO WHOLESALE CORP SEDOL 2701271 | 0.03% | CROWN CASTLE INTL CORP 03.7000 06/15/2026 | 0.03% | HSBC HOLDINGS PLC SEDOL 0540528 | 0.03% | JPMBB 2013-C15 C 05.1976 11/15/2045 | 0.03% | MICROSOFT CORP 05.3000 02/08/2041 | 0.03% | POPULAR INC SEDOL B86QM90 | 0.03% | SHERWIN-WILLIAMS CO 03.4500 06/01/2027 | 0.03% | SINGAPORE EXCHANGE LTD SEDOL 6303866 | 0.03% | ZOETIS INC 03.9000 08/20/2028 | 0.03% | ABN AMRO BANK NV-CVA SEDOL BYQP136 | 0.03% | BERKSHIRE HATHAWAY FIN 04.3000 05/15/2043 | 0.03% | BP CAPITAL MARKETS PLC USD 03.2790 09/19/2027 | 0.03% | CACI INTERNATIONAL INC -CL A SEDOL 2159267 | 0.03% | CROWN CASTLE INTL CORP 03.6500 09/01/2027 | 0.03% | FIAT CHRYSLER AUTOMOBILES NV SEDOL BRJFWP3 | 0.03% | KEURIG DR PEPPER INC 04.5970 05/25/2028 | 0.03% | SPECTRA ENERGY PARTNERS 03.3750 10/15/2026 | 0.03% | WFRBS 2013-C12 AS 03.5600 03/15/2048 | 0.03% | AES CORP/THE 05.5000 04/15/2025 | 0.03% | ALLY FINANCIAL INC 08.0000 11/01/2031 | 0.03% | BRDCOM CRP / FIN 03.8750 01/15/2027 | 0.03% | CHARTER COMM OPT LLC 05.3750 05/01/2047 | 0.03% | CK HUTCHISON HOLDINGS LTD SEDOL BW9P816 | 0.03% | DISH DBS CORP 05.8750 11/15/2024 | 0.03% | FAIRFAX US INC P/P 144A 04.8750 08/13/2024 | 0.03% | HENDERSON LAND DEVELOPMENT SEDOL 6420538 | 0.03% | ISRAEL DISCOUNT BANK -A SEDOL 6451271 | 0.03% | MGIC INVESTMENT CORP SEDOL 2548616 | 0.03% | SEI INVESTMENTS COMPANY SEDOL 2793610 | 0.03% | SERVICE CORP INTL 05.3750 05/15/2024 | 0.03% | TEMPUR SEALY INTERNATIONAL I SEDOL 2216991 | 0.03% | TENET HEALTHCARE P/P 144A 04.8750 01/01/2026 | 0.03% | TREASURY BILL 00.0000 04/02/2020 | 0.03% | VIACOMCBS INC 04.2000 06/01/2029 | 0.03% | COMMONWEALTH EDISON CO 05.9000 03/15/2036 | 0.03% | EIFFAGE SEDOL B13X013 | 0.03% | KAO CORP SEDOL 6483809 | 0.03% | KBC GROUP NV SEDOL 4497749 | 0.03% | NORWEGIAN CRUISE LINE HOLDIN SEDOL B9CGTC3 | 0.03% | PUBLIC SERVICE ELECTRIC 05.5000 03/01/2040 | 0.03% | SAIL 2004-10 A10 01.8466 11/25/2034 | 0.03% | ALKERMES PLC SEDOL B3P6D26 | 0.03% | APPLE INC 03.8500 05/04/2043 | 0.03% | BOC HONG KONG HOLDINGS LTD SEDOL 6536112 | 0.03% | CONSOLIDATED EDISON INC SEDOL 2216850 | 0.03% | DBS GROUP HOLDINGS LTD SEDOL 6175203 | 0.03% | FHR 3065 DC 17.7461 03/15/2035 | 0.03% | GOLDMAN SACHS GROUP INC 06.7500 10/01/2037 | 0.03% | INTL FLAVOR & FRAGRANCES 04.4500 09/26/2028 | 0.03% | NEUBERGER BERMAN GRP P/P 144A 04.8750 04/15/2045 | 0.03% | STANDARD IND INC P/P 144A 05.0000 02/15/2027 | 0.03% | TREASURY BILL 00.0000 04/16/2020 | 0.03% | ARISTOCRAT LEISURE LTD SEDOL 6253983 | 0.03% | BANK OF MONTREAL USD 03.1000 04/13/2021 | 0.03% | CHENIERE CORP CHRIST 05.1250 06/30/2027 | 0.03% | COCA-COLA HBC AG-DI SEDOL B9895B7 | 0.03% | DNB NOR ASA SEDOL 4263304 | 0.03% | EQUINOR ASA USD 02.9000 11/08/2020 | 0.03% | FORTESCUE METALS GROUP LTD SEDOL B2B2B49 | 0.03% | INTERNATIONAL PAPER CO 03.0000 02/15/2027 | 0.03% | KKR GROUP FIN CO III P/P 144A 05.1250 06/01/2044 | 0.03% | MBX.FN30.500.09 R USL1M P 01/12/40 BC | 0.03% | SARTORIUS STEDIM BIOTECH SEDOL BYZ2QP5 | 0.03% | TELSTRA CORP LTD SEDOL 6087289 | 0.03% | TREASURY BILL 00.0000 05/05/2020 | 0.03% | TWDC ENTERPRISES 18 CORP 02.7500 08/16/2021 | 0.03% | UNILEVER PLC SEDOL B10RZP7 | 0.03% | WAMU 2005-AR9 A1C3 01.9066 07/25/2045 | 0.03% | WASTE CONNECTIONS INC 03.5000 05/01/2029 | 0.03% | ZURICH INSURANCE GROUP AG SEDOL 5983816 | 0.03% | AIG GLOBAL FUNDING P/P 144A 02.1500 07/02/2020 | 0.03% | APPLE INC 02.0000 05/06/2020 | 0.03% | GENERAL DYNAMICS CORP 02.2500 11/15/2022 | 0.03% | KEURIG DR PEPPER INC 04.4170 05/25/2025 | 0.03% | NAVISTAR INTL TLB L+350 04.2800 11/06/2024 | 0.03% | NRG P/P 144A 03.7500 06/15/2024 | 0.03% | S&P GLOBAL INC 02.5000 12/01/2029 | 0.03% | SUZUKEN CO LTD SEDOL 6865560 | 0.03% | YANGZIJIANG SHIPBUILDING SEDOL B1VT035 | 0.03% | ASHLAND GLOBAL HOLDINGS INC SEDOL BYND5N1 | 0.03% | COMM 2014-UBS6 XA IO 00.8918 12/10/2047 | 0.03% | JUST EAT TAKEAWAY SEDOL BYQ7HZ6 | 0.03% | MATCH GROUP INC P/P 144A 05.0000 12/15/2027 | 0.03% | SPRINT CAPITAL CORPORATION 06.8750 11/15/2028 | 0.03% | VOLVO AB-B SHS SEDOL B1QH830 | 0.03% | ALLERGAN FUNDING SCS USD 03.4500 03/15/2022 | 0.03% | CLP HOLDINGS LTD SEDOL 6097017 | 0.03% | FUJITSU LTD SEDOL 6356945 | 0.03% | OBAYASHI CORP SEDOL 6656407 | 0.03% | PPSI 2004-WCW2 M3 01.9966 10/25/2034 | 0.03% | TEMPO ACQ LLC/FI P/P 144A 06.7500 06/01/2025 | 0.03% | WFRBS 2013-C15 D P/P 144A 04.4936 08/15/2046 | 0.03% | ALFRESA HOLDINGS CORP SEDOL 6687214 | 0.02% | APPLE INC 02.8500 05/11/2024 | 0.02% | ENBRIDGE INC USD 04.2500 12/01/2026 | 0.02% | MOODY S CORP | 0.02% | OMV AG SEDOL 4651459 | 0.02% | SHERWIN-WILLIAMS CO/THE SEDOL 2804211 | 0.02% | T-MOBILE USA INC 04.7500 02/01/2028 | 0.02% | UNITED MEXICAN STATES USD 05.5500 01/21/2045 | 0.02% | VERTIV TLB L+300 04.6550 03/02/2027 | 0.02% | VISTRA OPERATION P/P 144A 03.5500 07/15/2024 | 0.02% | AES CORP/THE 05.1250 09/01/2027 | 0.02% | CENTENE CORP P/P 144A 04.6250 12/15/2029 | 0.02% | CIT GROUP INC. 05.2500 03/07/2025 | 0.02% | CROWN CASTLE INTL CORP 03.8000 02/15/2028 | 0.02% | FNR 2006-8 HP 21.0957 03/25/2036 | 0.02% | HCA INC 05.3750 09/01/2026 | 0.02% | HILTON WORLDWIDE FIN LLC 04.8750 04/01/2027 | 0.02% | OUTFRONT MEDIA INC SEDOL BSP6611 | 0.02% | PETROLEOS MEXICANOS P/P 144A 07.6900 01/23/2050 | 0.02% | SUNDRUG CO LTD SEDOL 6817895 | 0.02% | TRANSDIGM INC. P/P 144A 06.2500 03/15/2026 | 0.02% | VIDEOTRON LTD / LTEE P/P 144A 05.1250 04/15/2027 | 0.02% | WAMU 2005-AR12 1A8 03.8631 10/25/2035 | 0.02% | WFRBS 2011-C3 D P/P 144A 05.6807 03/15/2044 | 0.02% | ALIMENTATION COUCHE-TARD 3.550000 07/26/2027 | 0.02% | CELLNEX TELECOM SA SEDOL BX90C05 | 0.02% | COMCAST CORP 06.5000 11/15/2035 | 0.02% | COX COMM INC P/P 144A 03.5000 08/15/2027 | 0.02% | CURTISS-WRIGHT CORP SEDOL 2241205 | 0.02% | EXTENDED STAY AMERICA INC SEDOL BGH3F75 | 0.02% | JAPAN AIRLINES CO LTD SEDOL B8BRV46 | 0.02% | KINDER MORGAN ENER PART 03.4500 02/15/2023 | 0.02% | KOSE CORP SEDOL 6194468 | 0.02% | L3HARRIS TECH INC P/P 144A 03.8500 12/15/2026 | 0.02% | MARSH & MCLENNAN COS INC 04.3750 03/15/2029 | 0.02% | NOMURA REAL ESTATE HOLDINGS SEDOL B1CWJM5 | 0.02% | NOVELIS CORP P/P 144A 05.8750 09/30/2026 | 0.02% | NUTRIEN LTD USD 04.1250 03/15/2035 | 0.02% | PULTEGROUP INC 05.5000 03/01/2026 | 0.02% | RAYTHEON COMPANY 04.8750 10/15/2040 | 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% | TESCO PLC SEDOL 0884709 | 0.02% | TOYOTA MOTOR CORP SEDOL 6900643 | 0.02% | VISTRA OPERATION P/P 144A 04.3000 07/15/2029 | 0.02% | AIR LEASE CORP 04.6250 10/01/2028 | 0.02% | AMERICAN CAMPUS COMMUNITIES SEDOL B02H871 | 0.02% | AXIS CAPITAL HOLDINGS LTD SEDOL 2677606 | 0.02% | BOISE CASCADE CO P/P 144A 05.6250 09/01/2024 | 0.02% | COMM 2014-CR17 C 04.7840 05/10/2047 | 0.02% | DIGITAL REALTY TRUST LP 04.4500 07/15/2028 | 0.02% | ENERGY TRANSFER OPERATNG 03.7500 05/15/2030 | 0.02% | ENERGY TRANSFER OPERATNG 05.2000 02/01/2022 | 0.02% | FNR 2018-86 DS IO 05.1534 12/25/2048 | 0.02% | GCP APPLIED TECH P/P 144A 05.5000 04/15/2026 | 0.02% | LBMLT 2004-1 A2 01.7466 02/25/2034 | 0.02% | LIBERTY MEDIA COR-SIRIUSXM A SEDOL BD8QGF7 | 0.02% | M3 INC SEDOL B02K2M3 | 0.02% | MARATHON PETRO CORP 06.5000 03/01/2041 | 0.02% | MYLAN NV SEDOL BVFMFG8 | 0.02% | PRUDENTIAL FINANCIAL INC 05.6250 06/15/2043 | 0.02% | SEK/USD 06/17/2020 SSBT | 0.02% | TAYLOR WIMPEY PLC SEDOL 0878230 | 0.02% | WATCO COS LLC/FI P/P 144A 06.3750 04/01/2023 | 0.02% | WFRBS 2011-C2 D P/P 144A 05.6626 02/15/2044 | 0.02% | WILMAR INTERNATIONAL LTD SEDOL B17KC69 | 0.02% | COMM 2013-CR11 AM 04.7150 08/10/2050 | 0.02% | ENERGY TRANSFER OPERA 05.8750 01/15/2024 | 0.02% | FNR 2007-53 SP 20.7290 06/25/2037 | 0.02% | GNR 2015-H26 DI IO 01.9465 10/20/2065 | 0.02% | HOSHIZAKI CORP SEDOL B3FF8W8 | 0.02% | L3HARRIS TECH INC P/P 144A 04.4000 06/15/2028 | 0.02% | NITTO DENKO CORP SEDOL 6641801 | 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% | S&P GLOBAL INC 02.9500 01/22/2027 | 0.02% | STAPLES INC P/P 144A 07.5000 04/15/2026 | 0.02% | BERKELEY GROUP HOLDINGS/THE SEDOL B02L3W3 | 0.02% | BRISTOL-MYERS P/P 144A 03.4000 07/26/2029 | 0.02% | CANTOR FITZGERALD LP P/P 144A 06.5000 06/17/2022 | 0.02% | COMCAST CORP 03.4500 02/01/2050 | 0.02% | FERRARI NV SEDOL BD6G507 | 0.02% | JONES LANG LASALLE INC SEDOL 2040640 | 0.02% | JPMORGAN CHASE & CO 06.1000 02/01/2049 | 0.02% | LAFARGEHOLCIM LTD-REG SEDOL 7110753 | 0.02% | LUNDIN PETROLEUM AB SEDOL 7187627 | 0.02% | NAVISTAR INTL CORP P/P 144A 06.6250 11/01/2025 | 0.02% | NETFLIX INC. 05.8750 11/15/2028 | 0.02% | NEW RESIDENTIAL INVESTMENT SEDOL BRJ9GW0 | 0.02% | NUTRIEN LTD. USD 04.2000 04/01/2029 | 0.02% | TREASURY BILL 00.0000 04/07/2020 | 0.02% | ASAHI INTECC CO LTD SEDOL B019MQ5 | 0.02% | CENTENE CORP 04.7500 05/15/2022 | 0.02% | CWALT 2005-27 1A1 02.3391 08/25/2035 | 0.02% | EQUINIX INC 03.2000 11/18/2029 | 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% | KINDER MORGAN INC/DELAWA 07.7500 01/15/2032 | 0.02% | PENSKE TRUCK LEASING P/P 144A 03.9000 02/01/2024 | 0.02% | VIACOMCBS INC 02.9000 01/15/2027 | 0.02% | VIACOMCBS INC 04.6000 01/15/2045 | 0.02% | VIDEOTRON LTD USD 05.0000 07/15/2022 | 0.02% | WEINGARTEN REALTY INVESTORS SEDOL 2946618 | 0.02% | AUD/USD 04/15/2020 HSBCB | 0.02% | BMC EAST LLC P/P 144A 05.5000 10/01/2024 | 0.02% | BT GROUP PLC SEDOL 3091357 | 0.02% | CMLTI 2005-2 1A2A 04.2979 05/25/2035 | 0.02% | COMM 2014-CR17 XA IO 00.9732 05/10/2047 | 0.02% | FHR 3072 SM 04.2533 11/15/2035 | 0.02% | GENERAL MOTORS FINL CO 04.3000 07/13/2025 | 0.02% | GOLDMAN SACHS GROUP INC 02.6000 02/07/2030 | 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% | KOBAYASHI PHARMACEUTICAL CO SEDOL 6149457 | 0.02% | LPL HOLDINGS INC P/P 144A 05.7500 09/15/2025 | 0.02% | RBS GLOBAL/REXNO P/P 144A 04.8750 12/15/2025 | 0.02% | SPST 2019-WL1 A 01.5966 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% | USI INC/NY P/P 144A 06.8750 05/01/2025 | 0.02% | WASTE PRO USA INC P/P 144A 05.5000 02/15/2026 | 0.02% | WFCM 2013-LC12 AS 04.2825 07/15/2046 | 0.02% | WFCM 2013-LC12 C 04.2825 07/15/2046 | 0.02% | ALLISON TRANSMISSION P/P 144A 04.7500 10/01/2027 | 0.02% | AT&T INC 04.3000 02/15/2030 | 0.02% | AUD/USD 04/15/2020 UBS | 0.02% | BIG RVR STL/FIN P/P 144A 07.2500 09/01/2025 | 0.02% | CAPGEMINI SE SEDOL 4163437 | 0.02% | CAS 2017-C01 1M2 04.4966 07/25/2029 | 0.02% | GFL ENVIRONMENTAL P/P 144A 07.0000 06/01/2026 | 0.02% | GLP CAPITAL LP / FIN II 05.3750 04/15/2026 | 0.02% | MEREDITH CORP 06.8750 02/01/2026 | 0.02% | MITSUBISHI UFJ LEASE & FINAN SEDOL 6268976 | 0.02% | NIELSEN FIN LLC/CO P/P 144A 05.0000 04/15/2022 | 0.02% | ONO PHARMACEUTICAL CO LTD SEDOL 6660107 | 0.02% | OSHKOSH CORP 04.6000 05/15/2028 | 0.02% | PLANTRONICS INC P/P 144A 05.5000 05/31/2023 | 0.02% | SANTOS LTD SEDOL 6776703 | 0.02% | SMURFIT KAPPA TREASURY USD 07.5000 11/20/2025 | 0.02% | SPRINT CORP 07.2500 09/15/2021 | 0.02% | TREASURY BILL 00.0000 04/23/2020 | 0.02% | UNIVAR SOLUTIONS P/P 144A 05.1250 12/01/2027 | 0.02% | VODAFONE GROUP PLC USD 04.3750 05/30/2028 | 0.02% | WERNER FINCO LP/INC P/P 144A 08.7500 07/15/2025 | 0.02% | A2 MILK CO LTD SEDOL 6287250 | 0.02% | ANHEUSER-BUSCH INBEV WOR 04.7500 01/23/2029 | 0.02% | DIAMOND SPORTS GR/DI P/P 144A 06.6250 08/15/2027 | 0.02% | ENDEAVOR ENERGY P/P 144A 05.7500 01/30/2028 | 0.02% | GLENCORE FUNDING LLC P/P 144A 04.6250 04/29/2024 | 0.02% | HIKARI TSUSHIN INC SEDOL 6416322 | 0.02% | ISRAEL CHEMICALS LTD SEDOL 6455530 | 0.02% | JPMBB 2014-C22 C 04.5543 09/15/2047 | 0.02% | NEWFIELD EXPLORATION CO 05.7500 01/30/2022 | 0.02% | PENSKE TRUCK LE P/P 144A 03.4000 11/15/2026 | 0.02% | SWISS LIFE HOLDING AG-REG SEDOL 7437805 | 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% | ALLERGAN FUNDING SCS USD 03.8000 03/15/2025 | 0.02% | ANHEUSER-BUSCH INBEV WOR 02.5000 07/15/2022 | 0.02% | BAUSCH HLTH AMERICAS P/P 144A 08.5000 01/31/2027 | 0.02% | BRAND ENERGY & I P/P 144A 08.5000 07/15/2025 | 0.02% | BWAY HOLDING CO P/P 144A 07.2500 04/15/2025 | 0.02% | DIAMOND 1 FIN/DIAMON P/P 144A 07.1250 06/15/2024 | 0.02% | FISERV INC 03.5000 07/01/2029 | 0.02% | GJENSIDIGE FORSIKRING ASA SEDOL B4PH0C5 | 0.02% | GNMA GII30 4018 06.5000 08/20/2037 | 0.02% | GNR 2013-14 IO IO 03.5000 12/20/2042 | 0.02% | GNR 2013-99 AS IO 05.2771 06/20/2043 | 0.02% | GW B-CR SECURITY P/P 144A 09.5000 11/01/2027 | 0.02% | HCA INC 05.2500 06/15/2026 | 0.02% | HCA INC 05.5000 06/15/2047 | 0.02% | HUSKY TLB L+300 04.4501 03/28/2025 | 0.02% | INTELSAT JACKSON HLD P/P 144A 09.7500 07/15/2025 | 0.02% | JPMCC 2012-C6 AS 04.1166 05/15/2045 | 0.02% | MATTEL INC P/P 144A 05.8750 12/15/2027 | 0.02% | MBX.FN30.450.09 R USL1M P 01/12/40 BC | 0.02% | SERVICE CORP INTL 05.1250 06/01/2029 | 0.02% | SERVICE PROPERTIES TRUST 04.3750 02/15/2030 | 0.02% | STAPLES INC. P/P 144A 10.7500 04/15/2027 | 0.02% | T-MOBILE USA INC 05.3750 04/15/2027 | 0.02% | VISTRA OPERATIONS CO P/P 144A 05.5000 09/01/2026 | 0.02% | 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% | AMUNDI SA SEDOL BYZR014 | 0.01% | ANHEUSER-BUSCH INBEV WOR 05.5500 01/23/2049 | 0.01% | ASCEND LEARNING LLC P/P 144A 06.8750 08/01/2025 | 0.01% | BAUSCH HLTH COS INC P/P 144A 07.0000 03/15/2024 | 0.01% | BRIXMOR PROPERTY GROUP INC SEDOL BFTDJL8 | 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% | CF INDUSTRIES INC 04.9500 06/01/2043 | 0.01% | COMM 2014-LC17 XA IO 00.7663 10/10/2047 | 0.01% | CRC ESCROW ISSUER LL P/P 144A 05.2500 10/15/2025 | 0.01% | DH EUROPE FINANCE II USD 03.4000 11/15/2049 | 0.01% | FHR 3408 EK 22.9578 04/15/2037 | 0.01% | FISHER PAYKEL SEDOL 6340250 | 0.01% | GNR 2016-H16 EI IO 02.4028 06/20/2066 | 0.01% | HARGREAVES LANSDOWN PLC SEDOL B1VZ0M2 | 0.01% | HOWARD HUGHES CORP P/P 144A 05.3750 03/15/2025 | 0.01% | IHEARTCOMMUNICATIONS INC 08.3750 05/01/2027 | 0.01% | JOHNSON CONTROLS INTL PL 04.5000 02/15/2047 | 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% | KRAFT HEINZ FOODS CO 05.0000 07/15/2035 | 0.01% | NEXSTAR ESCROW P/P 144A 05.6250 07/15/2027 | 0.01% | OTIS WORLDWIDE CORP P/P 144A 02.5650 02/15/2030 | 0.01% | SCOTTS MIRACLE-GRO 04.5000 10/15/2029 | 0.01% | SERVICE CORPORATION INTL 04.6250 12/15/2027 | 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% | TRANSDIGM INC 06.3750 06/15/2026 | 0.01% | VMWARE INC 03.9000 08/21/2027 | 0.01% | ANHEUSER-BUSCH INBEV WOR 04.1500 01/23/2025 | 0.01% | APACHE CORPORATION 03.2500 04/15/2022 | 0.01% | AT&T INC 04.3500 03/01/2029 | 0.01% | BANFF MERGER SUB INC P/P 144A 09.7500 09/01/2026 | 0.01% | CAS 2015-C01 1M2 05.2466 02/25/2025 | 0.01% | CHS/COMMUNITY P/P 144A 06.6250 02/15/2025 | 0.01% | CINEMARK USA INC 04.8750 06/01/2023 | 0.01% | COMM 2014-UBS6 C 04.4472 12/10/2047 | 0.01% | COMPASS MIN INTL P/P 144A 06.7500 12/01/2027 | 0.01% | COPA HOLDINGS SA-CLASS A SEDOL B0TNJH9 | 0.01% | ENBRIDGE INC USD 04.5000 06/10/2044 | 0.01% | GMAC CAPITAL TRUST I PCT 07.4766 | 0.01% | GNMA GII30 4171 06.5000 06/20/2038 | 0.01% | HESS MIDSTREAM P P/P 144A 05.6250 02/15/2026 | 0.01% | INGEVITY CORP P/P 144A 04.5000 02/01/2026 | 0.01% | MATTAMY GROUP CORP P/P 144A 05.2500 12/15/2027 | 0.01% | MAUSER PACKAGING SOL P/P 144A 05.5000 04/15/2024 | 0.01% | MSBAM 2012-C5 E P/P 144A 04.6770 08/15/2045 | 0.01% | NEXSTAR BROADC P/P 144A 05.6250 08/01/2024 | 0.01% | NIELSEN CO LUXEM P/P 144A 05.0000 02/01/2025 | 0.01% | PENSKE AUTOMOTIVE GROUP 05.5000 05/15/2026 | 0.01% | PQ CORP P/P 144A 05.7500 12/15/2025 | 0.01% | SEK/USD 06/17/2020 HSBCB | 0.01% | SPRINGLEAF FINANCE CORP 05.3750 11/15/2029 | 0.01% | STARWOOD PROP TR 04.7500 03/15/2025 | 0.01% | TMS INTL HLDG CORP P/P 144A 07.2500 08/15/2025 | 0.01% | TOPBUILD CORP P/P 144A 05.6250 05/01/2026 | 0.01% | TRANSDIGM INC P/P 144A 05.5000 11/15/2027 | 0.01% | TWO HARBORS INVESTMENT CORP SEDOL BD832H2 | 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% | ALIMEN COUCHE P/P 144A 02.9500 01/25/2030 | 0.01% | CAS 2014-C02 1M2 03.5466 05/25/2024 | 0.01% | CAS 2015-C03 2M2 05.9466 07/25/2025 | 0.01% | CAS 2016-C01 2M2 07.8966 08/25/2028 | 0.01% | DIAMOND SPORTS P/P 144A 05.3750 08/15/2026 | 0.01% | ENTERCOM MEDIA CORP P/P 144A 07.2500 11/01/2024 | 0.01% | FHR 2990 LB 15.1447 06/15/2034 | 0.01% | FHR 3249 PS 19.9497 12/15/2036 | 0.01% | FIFTH THIRD BANCORP 05.1000 12/29/2049 | 0.01% | GNMA GII30 3987 06.5000 05/20/2037 | 0.01% | GOLDEN NUGGET INC P/P 144A 06.7500 10/15/2024 | 0.01% | GSMS 2015-GC30 XA IO 00.7893 05/10/2050 | 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% | 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% | UNIVISION COMM P/P 144A 05.1250 02/15/2025 | 0.01% | APERGY CORP 06.3750 05/01/2026 | 0.01% | CAS 2014-C03 2M2 03.8466 07/25/2024 | 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% | DIAMOND 1 FIN/DIAMON P/P 144A 08.3500 07/15/2046 | 0.01% | FEDEX CORP 02.6250 08/01/2022 | 0.01% | FIDELITY NATIONAL INFORM 03.0000 08/15/2026 | 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% | L BRANDS INC 07.5000 06/15/2029 | 0.01% | PARK-OHIO INDUSTRIES INC 06.6250 04/15/2027 | 0.01% | SPRINT CORP 07.6250 03/01/2026 | 0.01% | TRANSCANADA TRUST USD 05.3000 03/15/2077 | 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% | AMERICAN TOWER CORP 03.1250 01/15/2027 | 0.01% | ARCELORMITTAL USD 07.0000 10/15/2039 | 0.01% | BAUSCH HLTH COS INC P/P 144A 05.5000 11/01/2025 | 0.01% | BAUSCH HLTH COS INC P/P 144A 07.2500 05/30/2029 | 0.01% | BERRY GLOBAL INC 05.1250 07/15/2023 | 0.01% | CCO HLDGS LLC/CAP CO P/P 144A 05.7500 02/15/2026 | 0.01% | CGCMT 2013-GC17 C 05.1102 11/10/2046 | 0.01% | CHARTER COMM OPT LLC/CAP 04.8000 03/01/2050 | 0.01% | CITIGROUP INC 04.7500 05/18/2046 | 0.01% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP | 0.01% | CNO FINANCIAL GROUP INC 05.2500 05/30/2025 | 0.01% | COMM 2014-CR20 XA IO 01.0269 11/10/2047 | 0.01% | CROWN CORK & SEAL CO INC 07.3750 12/15/2026 | 0.01% | DIAMONDBACK ENERGY INC 03.2500 12/01/2026 | 0.01% | ELANCO ANIMAL HEALTH 05.6500 08/28/2028 | 0.01% | FHR 3829 AS IO 06.2454 03/15/2041 | 0.01% | HUSKY III HLDG LTD P/P 144A 13.0000 02/15/2025 | 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% | MEG ENERGY CORP P/P 144A 06.5000 01/15/2025 | 0.01% | NETFLIX INC 04.8750 04/15/2028 | 0.01% | NOK/USD 06/17/2020 BCAP-FX | 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% | NZD/USD 04/15/2020 GSFX | 0.01% | ORACLE CORP 02.6500 07/15/2026 | 0.01% | PEPTIDREAM INC SEDOL B97SH97 | 0.01% | QORVO INC 05.5000 07/15/2026 | 0.01% | REFINITIV US HLDG P/P 144A 06.2500 05/15/2026 | 0.01% | SABINE PASS LIQUEF 05.0000 03/15/2027 | 0.01% | SPRINGLEAF FINANCE CORP 06.8750 03/15/2025 | 0.01% | SPRINT CORP P/P 144A 07.2500 02/01/2028 | 0.01% | T-MOBILE USA INC 06.3750 03/01/2025 | 0.01% | TREASURY BILL 00.0000 07/16/2020 | 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% | 1011778 BC / NEW RED P/P 144A 03.8750 01/15/2028 | 0.01% | AIR LEASE CORP 03.2500 10/01/2029 | 0.01% | ALLEGHENY TECHNOLOGIES INC 07.8750 08/15/2023 | 0.01% | AMSTED INDUSTRIES P/P 144A 05.6250 07/01/2027 | 0.01% | AUTOMATION TOOLING S P/P 144A 06.5000 06/15/2023 | 0.01% | BEACON ROOFING SUPP P/P 144A 04.8750 11/01/2025 | 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% | CCO HOLDINGS LLC P/P 144A 04.5000 05/01/2032 | 0.01% | CHS/COMMUNITY HEALT P/P 144A 08.1250 06/30/2024 | 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% | 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 05/30/2029 | 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% | FRONTIER COMM P/P 144A 08.5000 04/01/2026 | 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% | GNR 2010-9 UI IO 05.0000 01/20/2040 | 0.01% | GNR 2012-141 WI IO 03.5000 11/20/2041 | 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% | HANESBRANDS INC P/P 144A 04.6250 05/15/2024 | 0.01% | HCA INC 04.1250 06/15/2029 | 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% | JOSEPH T RYERSON & S P/P 144A 11.0000 05/15/2022 | 0.01% | JPMCC 2006-LDP9 AMS 05.3370 05/15/2047 | 0.01% | KFC HLD/PIZZA HUT/TA P/P 144A 04.7500 06/01/2027 | 0.01% | KINDER MORGAN ENER PART 05.4000 09/01/2044 | 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% | LIVE NATION ENTERTAI P/P 144A 05.6250 03/15/2026 | 0.01% | MOLINA HEALTHCARE IN 05.3750 11/15/2022 | 0.01% | MSBAM 2014-C14 C 04.9544 02/15/2047 | 0.01% | NATIONSTAR MTG P/P 144A 08.1250 07/15/2023 | 0.01% | NEWELL BRANDS INC 04.4500 04/01/2026 | 0.01% | PROLOGIS LP 02.2500 04/15/2030 | 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% | SPECTRUM BRANDS INC 06.1250 12/15/2024 | 0.01% | TENNANT CO 05.6250 05/01/2025 | 0.01% | TRI POINTE GROUP / HOMES 05.8750 06/15/2024 | 0.01% | USD/JPY PUT 108.00 20200622 BANKAM | 0.01% | USD/JPY PUT 108.00 20200622 CITI | 0.01% | USD/JPY PUT 108.00 20200622 GSFX | 0.01% | WEEKLEY HOMES LLC 06.0000 02/01/2023 | 0.01% | WFRBS 2012-C10 XA IO P/P 144A 01.5358 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% | 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% | AMSTED INDUSTRIES P/P 144A 04.6250 05/15/2030 | 0.01% | ANTERO RESOURCES 05.3750 11/01/2021 | 0.01% | ASP AMC MERGER SUB P/P 144A 08.0000 05/15/2025 | 0.01% | AUD/USD 04/15/2020 GSFX | 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% | CAD/USD 04/15/2020 TDBK | 0.01% | CHENIERE CORP CHRIST 05.8750 03/31/2025 | 0.01% | COMCAST CORP 03.9990 11/01/2049 | 0.01% | CORNERSTONE BUILDING P/P 144A 08.0000 04/15/2026 | 0.01% | DCP MIDSTREAM P/P 144A 06.7500 09/15/2037 | 0.01% | DISH NETWORK CV 03.3750 08/15/2026 | 0.01% | ENERGY TRANSFER OPERATNG 02.9000 05/15/2025 | 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% | GENERAL MOTORS FINL CO 04.0000 01/15/2025 | 0.01% | GNR 2016-123 LI IO 03.5000 03/20/2044 | 0.01% | HUDBAY MINERALS INC P/P 144A 07.6250 01/15/2025 | 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 02.6918 05/15/2047 | 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% | LOUISIANA-PACIFIC CORPORATION 04.8750 09/15/2024 | 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% | NATIONSTAR MTG P/P 144A 06.0000 01/15/2027 | 0.01% | NZD/USD 04/15/2020 CITI | 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% | 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% | SUGAR HSP GAMING P/P 144A 05.8750 05/15/2025 | 0.01% | TRANSOCEAN POSEIDON P/P 144A 06.8750 02/01/2027 | 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% | WELLS FARGO & COMPANY 05.8750 12/29/2049 | 0.01% | WYNDHAM HOTELS & RE P/P 144A 05.3750 04/15/2026 | 0.01% | AIR MEDICAL MERGER S P/P 144A 06.3750 05/15/2023 | 0.01% | ALLY FINANCIAL INC 03.8750 05/21/2024 | 0.01% | CAD/USD 04/15/2020 HSBCB | 0.01% | CISCO SYSTEMS INC 05.9000 02/15/2039 | 0.01% | CLEAR CHANNEL WORLD P/P 144A 09.2500 02/15/2024 | 0.01% | CROWN CASTLE INTL CORP 04.8750 04/15/2022 | 0.01% | DIAMONDBACK ENERGY INC 05.3750 05/31/2025 | 0.01% | ENERGY TRANSFER OPERATNG 06.1250 12/15/2045 | 0.01% | FNR 2005-75 GS 17.4101 08/25/2035 | 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% | LADDER CAP FINAN P/P 144A 04.2500 02/01/2027 | 0.01% | MLMI 2005-A2 A2 03.7323 02/25/2035 | 0.01% | MSBAM 2013-C12 XA IO 00.6028 10/15/2046 | 0.01% | MSBAM 2014-C17 XA IO 01.1083 08/15/2047 | 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% | SEK/USD 06/17/2020 RBSF | 0.01% | SOLENIS 1STL L+400 05.6133 06/26/2025 | 0.01% | TALLGRASS NRG PRTNR P/P 144A 05.5000 01/15/2028 | 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% | WPX ENERGY INC 08.2500 08/01/2023 | 0.01% | ASCENT RESOURCES/AEU P/P 144A 10.0000 04/01/2022 | 0.01% | BOMBARDIER INC P/P 144A 07.8750 04/15/2027 | 0.01% | CAS 2014-C04 1M2 05.8466 11/25/2024 | 0.01% | CELANESE US HOLDINGS LLC 03.5000 05/08/2024 | 0.01% | CHARTER COMM OPT LLC 06.4840 10/23/2045 | 0.01% | CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 JP | 0.01% | COMSTOCK RE INC P/P 144A 07.5000 05/15/2025 | 0.01% | CPG MERGER SUB LLC P/P 144A 08.0000 10/01/2021 | 0.01% | GBP/USD 06/17/2020 SSBT | 0.01% | GFL ENVIRONMENTA P/P 144A 08.5000 05/01/2027 | 0.01% | IHEARTCOMMUNICATIONS INC 06.3750 05/01/2026 | 0.01% | INDIGO NATURAL P/P 144A 06.8750 02/15/2026 | 0.01% | JPY/USD 05/20/2020 CITI | 0.01% | ROBERTSHAW US HOLDING L+325 04.2500 02/28/2025 | 0.01% | UBSBB 2012-C4 XA IO P/P 144A 01.6199 12/10/2045 | 0.01% | ZEKELMAN IND INC P/P 144A 09.8750 06/15/2023 | 0.01% | 1.625 R ISWP FWD US0003M P 03/18/2025 | 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% | ALBERTSONS COS P/P 144A 04.8750 02/15/2030 | 0.00% | ASCEND LEARNING LLC P/P 144A 06.8750 08/01/2025 | 0.00% | AUD/USD 04/15/2020 SSBT | 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 04.5000 02/15/2026 | 0.00% | BERRY GLOBAL INC P/P 144A 05.6250 07/15/2027 | 0.00% | CAS 2015-C02 1M2 04.9466 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% | CENOVUS ENERGY INC USD 06.7500 11/15/2039 | 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% | CHS/COMMUNITY HEALTH P/P 144A 08.0000 03/15/2026 | 0.00% | CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CS | 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% | CREDIT ACCEPTANC 06.6250 03/15/2026 | 0.00% | CROWN AMER/CAP 04.7500 02/01/2026 | 0.00% | DENBURY RESOURCES IN P/P 144A 09.0000 05/15/2021 | 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% | EQUINIX INC 05.3750 05/15/2027 | 0.00% | EQUINIX INC 05.8750 01/15/2026 | 0.00% | FRONT RANGE BIDC P/P 144A 06.1250 03/01/2028 | 0.00% | FRONTIER COMM 10.5000 09/15/2022 | 0.00% | GO DADDY OPCO/FINCO P/P 144A 05.2500 12/01/2027 | 0.00% | GSMS 2006-GG8 X IO P/P 144A 00.9779 11/10/2039 | 0.00% | HOLOGIC INC P/P 144A 04.3750 10/15/2025 | 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% | IRON MOUNTAIN INC P/P 144A 05.2500 03/15/2028 | 0.00% | LAMB WESTON HOLDINGS P/P 144A 04.6250 11/01/2024 | 0.00% | LENNAR CORP 05.8750 11/15/2024 | 0.00% | MASONITE INTL C P/P 144A 05.3750 02/01/2028 | 0.00% | MOLINA HEALTHCARE IN P/P 144A 04.8750 06/15/2025 | 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% | NEW GOLD INC P/P 144A 06.2500 11/15/2022 | 0.00% | NRG ENERGY INC 05.7500 01/15/2028 | 0.00% | NRG ENERGY INC 06.6250 01/15/2027 | 0.00% | PRECISION DRILL P/P 144A 07.1250 01/15/2026 | 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% | SEK/USD 06/17/2020 JPMCB | 0.00% | SEK/USD 06/17/2020 TDBK | 0.00% | SIRIUS XM RADIO INC. P/P 144A 05.5000 07/01/2029 | 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. 04.0000 04/15/2022 | 0.00% | TENET HEALTHCARE 04.6250 07/15/2024 | 0.00% | TENET HEALTHCARE P/P 144A 06.2500 02/01/2027 | 0.00% | THE AES CORPORATION 04.8750 05/15/2023 | 0.00% | TOWNSQUARE MEDIA INC P/P 144A 06.5000 04/01/2023 | 0.00% | UNITED TECHNOLOGIES CORP 04.1250 11/16/2028 | 0.00% | VISTRA OPERATION P/P 144A 05.0000 07/31/2027 | 0.00% | WESTERN DIGITAL CORPORATION 04.7500 02/15/2026 | 0.00% | WESTPAC BANKING CORP USD 04.4210 07/24/2039 | 0.00% | WMG ACQUISITION CORP P/P 144A 05.5000 04/15/2026 | 0.00% | WPX ENERGY INC 05.2500 10/15/2027 | 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% | ALLIANT HOLDINGS P/P 144A 06.7500 10/15/2027 | 0.00% | AMC ENTERTAINMENT HLDGS 05.7500 06/15/2025 | 0.00% | AUD/USD 04/15/2020 CITI | 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% | 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 06.0847 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% | CAD/USD 04/15/2020 BANKAM | 0.00% | CAD/USD 04/15/2020 JPMCB | 0.00% | CAD/USD 04/15/2020 UBS | 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% | 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% | CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 ML | 0.00% | COMPASS MINERALS INT P/P 144A 04.8750 07/15/2024 | 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% | ELDORADO RESORTS INC 07.0000 08/01/2023 | 0.00% | FNR 2006-46 OC PO 00.0000 06/25/2036 | 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% | HCA INC 03.5000 09/01/2030 | 0.00% | HOLLY PAR/FIN P/P 144A 05.0000 02/01/2028 | 0.00% | ICAHN ENTER 04.7500 09/15/2024 | 0.00% | ICAHN ENTER/FIN 05.2500 05/15/2027 | 0.00% | ISTAR INC. 05.2500 09/15/2022 | 0.00% | KRATON POLYMERS LLC/ P/P 144A 07.0000 04/15/2025 | 0.00% | LIVE NATION ENT P/P 144A 04.8750 11/01/2024 | 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% | MOOG INC P/P 144A 04.2500 12/15/2027 | 0.00% | NATIONSTAR MTG P/P 144A 09.1250 07/15/2026 | 0.00% | NOVELIS CORP P/P 144A 04.7500 01/30/2030 | 0.00% | NZD/USD 04/15/2020 JPMCB | 0.00% | ORTHO-CLINICAL P/P 144A 07.2500 02/01/2028 | 0.00% | PANTHER BF AGGREGA P/P 144A 06.2500 05/15/2026 | 0.00% | POMEGRANATE MERGER S P/P 144A 09.7500 05/01/2023 | 0.00% | PROLOGIS LP 02.1250 04/15/2027 | 0.00% | RACKSPACE HOSTING INC L+300 04.7633 11/03/2023 | 0.00% | REALOGY GRP / CO P/P 144A 09.3750 04/01/2027 | 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% | 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% | TRANSDIGM INC 06.5000 05/15/2025 | 0.00% | TRONOX INC P/P 144A 06.5000 04/15/2026 | 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 01.6861 11/15/2044 | 0.00% | YUM! BRANDS INC P/P 144A 04.7500 01/15/2030 | 0.00% | ANTERO RESOURCES FIN 05.1250 12/01/2022 | 0.00% | BANK OF MONTREAL USD 03.8030 12/15/2032 | 0.00% | BOMBARDIER INC P/P 144A 07.5000 12/01/2024 | 0.00% | CAD/USD 04/15/2020 RBSF | 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 JP | 0.00% | COMM 2014-CR18 XA IO 00.9967 07/15/2047 | 0.00% | COMSTOCK RESOURCES 09.7500 08/15/2026 | 0.00% | CVS PASS-THROUGH TRUST 06.0360 12/10/2028 | 0.00% | ENTERPRISE PRODUCTS OPER 02.8000 01/31/2030 | 0.00% | GBP/USD 06/17/2020 BCAP-FX | 0.00% | GBP/USD 06/17/2020 GSFX | 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% | L BRANDS INC 06.7500 07/01/2036 | 0.00% | MALLINCKRODT FIN/SB P/P 144A 10.0000 04/15/2025 | 0.00% | NABORS INDUSTRIES INC. 05.7500 02/01/2025 | 0.00% | QUEBECOR MEDIA INC USD 05.7500 01/15/2023 | 0.00% | REPUBLIC OF VENEZUELA REGS 08.2500 10/13/2024 | 0.00% | REVLON 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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.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 CG | 0.00% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | 0.00% | ENTERPRISE MERG P/P 144A 08.7500 10/15/2026 | 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 00.6845 09/15/2039 | 0.00% | MEG ENERGY CORP P/P 144A 07.1250 02/01/2027 | 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 04/15/2020 HSBCB | 0.00% | OASIS PETROLEUM INC 06.8750 03/15/2022 | 0.00% | OSHKOSH CORP 03.1000 03/01/2030 | 0.00% | PETROBRAS GLOBAL FIN USD 05.2990 01/27/2025 | 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 06/17/2020 BANKAM | 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 06.1250 11/15/2022 | 0.00% | TXU TCEH RIGHTS | 0.00% | AUD/USD 04/15/2020 TDBK | 0.00% | CAD/USD 04/15/2020 GSFX | 0.00% | CALIFORNIA RESOURC TL L+475 06.3633 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 JP | 0.00% | CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 JP | 0.00% | CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 JP | 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.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 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-.7 2047-01-17 300.0 01/17/2047 JP | 0.00% | CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 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% | DENBURY RESOURCES P/P 144A 09.2500 03/31/2022 | 0.00% | EUR/USD 06/17/2020 BCAP-FX | 0.00% | GBP/USD 06/17/2020 HSBCB | 0.00% | GBP/USD 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CAD/USD 07/15/2020 CSI-FX | 0.00% | CAD/USD 07/15/2020 HSBCB | 0.00% | CALIFORNIA RESOURCES P/P 144A 08.0000 12/15/2022 | 0.00% | CD 2007-CD4 XW IO P/P 144A 01.3000 12/11/2049 | 0.00% | CGCMT 2006-C5 XC IO P/P 144A 00.5026 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 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 JP | 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 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-.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% | CNH/USD 05/20/2020 BANKAM | 0.00% | CNH/USD 05/20/2020 GSFX | 0.00% | CSMC 2007-C2 AX IO P/P 144A 00.0089 01/15/2049 | 0.00% | EUR/NOK PUT 9.60 20200406 GSFX | 0.00% | EUR/USD 06/17/2020 WPAC | 0.00% | GBP/USD CALL 1.335 20200402 BCAP-FX | 0.00% | GBP/USD CALL 1.335 20200407 UBS | 0.00% | GECMC 2007-C1 XC IO P/P 144A 00.0029 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 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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 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.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.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 JP | -0.00% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 BA | -0.00% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% | CMB CMBX.NA.BBB-.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 CSI-FX | -0.00% | EUR/USD 06/17/2020 RBSF | -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% | SEK/USD 06/17/2020 GSFX | -0.00% | USD/JPY PUT 103.00 20200416 BANKAM | -0.00% | 0.609 R ISWP US0003M P 03/26/2025 | -0.00% | AUD/USD 04/15/2020 RBSF | -0.00% | CAD/USD 04/15/2020 WPAC | -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.BB.10 2059-11-17 500.0 11/17/2059 JP | -0.00% | CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 JP | -0.00% | CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 MS | -0.00% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 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% | CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 JP | -0.00% | EUR/USD 06/17/2020 GSFX | -0.00% | EUR/USD 06/17/2020 TDBK | -0.00% | JPY/USD 05/20/2020 HSBCB | -0.00% | NOK/USD 06/17/2020 BANKAM | -0.00% | NOK/USD 06/17/2020 JPMCB | -0.00% | NOK/USD 06/17/2020 TDBK | -0.00% | NOK/USD 06/17/2020 UBS | -0.00% | TWD/USD 05/20/2020 BANKAM | -0.00% | TWD/USD 05/20/2020 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.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% | EUR/USD 06/17/2020 CITI | -0.00% | IOS.FN30.500.10 P USL1M R 01/12/41 BC | -0.00% | JPY/USD 05/20/2020 GSFX | -0.00% | USD/CHF PUT 0.91 20200605 GSFX | -0.00% | CHF/USD 06/17/2020 JPMCB | -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.FN30.400.10 P USL1M R 01/12/41 JP | -0.00% | NOK/USD 06/17/2020 CITI | -0.00% | NZD/USD 04/15/2020 BANKAM | -0.00% | NZD/USD 04/15/2020 BCAP-FX | -0.00% | NZD/USD 04/15/2020 RBSF | -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 CG | -0.00% | EUR/USD 06/17/2020 BANKAM | -0.00% | EUR/USD 06/17/2020 SSBT | -0.00% | IOS.FN30.400.11 P USL1M R 01/12/42 JP | -0.00% | JPY/USD 05/20/2020 SSBT | -0.00% | NOK/USD 06/17/2020 RBSF | -0.00% | NZD/USD 04/15/2020 WPAC | -0.00% | AUD/USD 04/15/2020 JPMCB | -0.01% | CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CG | -0.01% | NZD/USD 04/15/2020 UBS | -0.01% | USD/JPY PUT 105.00 20200622 BANKAM | -0.01% | USD/JPY PUT 105.00 20200622 CITI | -0.01% | USD/JPY PUT 105.00 20200622 GSFX | -0.01% | NOK/USD 06/17/2020 HSBCB | -0.01% | NOK/USD 06/17/2020 SSBT | -0.01% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -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% | GBP/USD 06/17/2020 JPMCB | -0.01% | CDX CDX.NA.IG.34 100.0 06/20/2025 | -0.01% | NOK/USD 06/17/2020 CSI-FX | -0.01% | JPY/USD 05/20/2020 BCAP-FX | -0.01% | CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 JP | -0.01% | NZD/USD 04/15/2020 SSBT | -0.01% | IOS.FN30.400.10 P USL1M R 01/12/41 CS | -0.01% | AUD/USD 04/15/2020 BANKAM | -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 | -0.03% | NOK/USD 06/17/2020 GSFX | -0.06% | 1.60 R ISWP FWD US0003M P 03/18/2022 | -0.08% | RU10INTR P US0003M R 11/25/20 CI | -0.33% | FNMA FN30 TBA UMBS 03.0000 04/01/2050 | -0.99% | RU10INTR P US0003M R 11/25/20 CI | -2.58% | GSGLPWDS P US0001M R 12/15/25 GS | -5.07% | S&P500 EMINI FUT JUN20 ESM0 | -7.43% |
| GSGLPWDL R US0001M P 12/15/25 GS | 5.90% | US 2YR NOTE (CBT) JUN20 TUM0 | 5.23% | US 5YR NOTE (CBT) JUN20 FVM0 | 5.15% | E-MINI RUSS 2000 MAR20 RTYH0 | 3.91% | GNMA GII30 TBA 03.5000 03/01/2050 | 3.55% | CGPUTQL2 R US0003M P 11/25/20 CI | 3.09% | US ULTRA BOND CBT JUN20 WNM0 | 2.66% | APPLE INC SEDOL 2046251 | 2.47% | FHLMC FR30 ZS4750 UMBS 03.0000 01/01/2048 | 2.22% | AMAZON.COM INC SEDOL 2000019 | 2.02% | US 10YR NOTE (CBT)JUN20 TYM0 | 1.96% | ALPHABET INC-CL A SEDOL BYVY8G0 | 1.87% | FNMA FN30 TBA UMBS 04.0000 03/01/2050 | 1.80% | MICROSOFT CORP SEDOL 2588173 | 1.46% | JPMORGAN CHASE & CO SEDOL 2190385 | 1.39% | US LONG BOND(CBT) JUN20 USM0 | 1.16% | ADOBE INC SEDOL 2008154 | 1.09% | VERIZON COMMUNICATIONS INC SEDOL 2090571 | 1.07% | PROCTER & GAMBLE CO/THE SEDOL 2704407 | 1.04% | PAYPAL HOLDINGS INC SEDOL BYW36M8 | 0.97% | CISCO SYSTEMS INC SEDOL 2198163 | 0.96% | FNMA FN30 TBA UMBS 06.0000 03/01/2049 | 0.95% | CITIGROUP INC SEDOL 2297907 | 0.94% | CHEVRON CORP | 0.92% | FNMA FN30 TBA UMBS 04.5000 03/01/2050 | 0.91% | FNMA FN15 TBA UMBS 03.0000 03/01/2034 | 0.89% | COCA-COLA CO/THE SEDOL 2206657 | 0.88% | QUALCOMM INC SEDOL 2714923 | 0.86% | ORACLE CORP SEDOL 2661568 | 0.86% | FNMA FN30 BM5024 UMBS 03.0000 11/01/2048 | 0.78% | COMCAST CORP-CLASS A SEDOL 2044545 | 0.78% | MEDTRONIC PLC SEDOL BTN1Y11 | 0.71% | JOHNSON & JOHNSON SEDOL 2475833 | 0.67% | PEPSICO INC SEDOL 2681511 | 0.64% | FNMA FN30 MA3563 UMBS 04.0000 01/01/2049 | 0.59% | LOCKHEED MARTIN CORP SEDOL 2522096 | 0.58% | HONEYWELL INTERNATIONAL INC SEDOL 2020459 | 0.55% | INTUIT INC SEDOL 2459020 | 0.55% | MERCK & CO. INC. SEDOL 2778844 | 0.54% | AMGEN INC SEDOL 2023607 | 0.52% | NORTHROP GRUMMAN CORP SEDOL 2648806 | 0.49% | BOOKING HOLDINGS INC SEDOL BDRXDB4 | 0.49% | STARBUCKS CORP SEDOL 2842255 | 0.48% | MONDELEZ INTERNATIONAL INC-A SEDOL B8CKK03 | 0.44% | S&P GLOBAL INC SEDOL BYV2325 | 0.42% | ABBOTT LABORATORIES SEDOL 2002305 | 0.40% | ACTIVISION BLIZZARD INC SEDOL 2575818 | 0.40% | MORGAN STANLEY | 0.39% | METLIFE INC SEDOL 2573209 | 0.36% | EXELON CORP SEDOL 2670519 | 0.36% | DELTA AIR LINES INC SEDOL B1W9D46 | 0.36% | LOWES COMPANIES INC | 0.35% | EBAY INC SEDOL 2293819 | 0.34% | BIOGEN INC SEDOL 2455965 | 0.33% | UNION PACIFIC CORP SEDOL 2914734 | 0.33% | DANAHER CORP SEDOL 2250870 | 0.33% | TRANE TECHNOLOGIES PLC SEDOL BK9ZQ96 | 0.33% | EDWARDS LIFESCIENCES CORP SEDOL 2567116 | 0.33% | JPMORGAN CHASE & CO 03.9640 11/15/2048 | 0.31% | CROWN CASTLE INTL CORP SEDOL BTGQCX1 | 0.30% | AUTODESK INC SEDOL 2065159 | 0.30% | WASTE MANAGEMENT INC SEDOL 2937667 | 0.30% | KINDER MORGAN INC SEDOL B3NQ4P8 | 0.30% | MCKESSON CORP SEDOL 2378534 | 0.29% | CUMMINS INC SEDOL 2240202 | 0.29% | CAPITAL ONE FINANCIAL CORP SEDOL 2654461 | 0.28% | VEEVA SYSTEMS INC-CLASS A SEDOL BFH3N85 | 0.27% | BRISTOL-MYERS SQUIBB CO SEDOL 2126335 | 0.27% | BROADCOM INC SEDOL BDZ78H9 | 0.26% | HILTON WORLDWIDE HOLDINGS IN SEDOL BYVMW06 | 0.26% | PHILLIPS 66 SEDOL B78C4Y8 | 0.26% | WILLIAMS COS INC SEDOL 2967181 | 0.26% | GILEAD SCIENCES INC SEDOL 2369174 | 0.25% | ROCHE HOLDING AG-GENUSSCHEIN SEDOL 7110388 | 0.25% | EQUINIX INC SEDOL BVLZX12 | 0.24% | PFIZER INC SEDOL 2684703 | 0.24% | WALT DISNEY COMPANY 07.7500 12/01/2045 | 0.23% | TARGET CORP SEDOL 2259101 | 0.23% | AMERIPRISE FINANCIAL INC SEDOL B0J7D57 | 0.23% | FACEBOOK INC-CLASS A SEDOL B7TL820 | 0.23% | BANK OF AMERICA CORP 06.1100 01/29/2037 | 0.23% | FNMA FN30 AS7003 UMBS 03.0000 04/01/2046 | 0.23% | HERSHEY CO/THE SEDOL 2422806 | 0.22% | SYNCHRONY FINANCIAL SEDOL BP96PS6 | 0.22% | JOHNSON CONTROLS INTERNATION SEDOL BY7QL61 | 0.22% | ALLERGAN PLC SEDOL BY9D546 | 0.22% | EXPEDIA GROUP INC SEDOL B748CK2 | 0.22% | AMERICAN ELECTRIC POWER SEDOL 2026242 | 0.21% | ZIMMER BIOMET HOLDINGS INC SEDOL 2783815 | 0.21% | FORTINET INC SEDOL B5B2106 | 0.21% | ALLSTATE CORP SEDOL 2019952 | 0.20% | NOVARTIS AG-REG SEDOL 7103065 | 0.20% | E*TRADE FINANCIAL CORPORATION | 0.20% | GOLDMAN SACHS GROUP INC SEDOL 2407966 | 0.20% | REPUBLIC OF INDONESIA REGS 05.8750 01/15/2024 | 0.19% | CITIGROUP INC 03.6680 07/24/2028 | 0.19% | PULTEGROUP INC SEDOL 2708841 | 0.19% | UNITED AIRLINES HOLDINGS INC SEDOL B4QG225 | 0.19% | DISCOVER FINANCIAL SERVICES SEDOL B1YLC43 | 0.19% | KLA CORP SEDOL 2480138 | 0.19% | EVERGY INC SEDOL BFMXGR0 | 0.19% | LAM RESEARCH CORP SEDOL 2502247 | 0.18% | CADENCE DESIGN SYS INC SEDOL 2302232 | 0.18% | FNMA FN30 BC2733 UMBS 03.0000 05/01/2046 | 0.18% | UBS GROUP AG P/P 144A 03.4910 05/23/2023 | 0.18% | PUBLIC SERVICE ENTERPRISE GP SEDOL 2707677 | 0.18% | SYNOPSYS INC SEDOL 2867719 | 0.18% | AT&T INC SEDOL 2831811 | 0.17% | MORGAN STANLEY 03.6250 01/20/2027 | 0.17% | ATLASSIAN CORP PLC-CLASS A SEDOL BZ09BD1 | 0.17% | LEIDOS HOLDINGS INC SEDOL BDV82B8 | 0.17% | HARTFORD FINANCIAL SVCS GRP SEDOL 2476193 | 0.17% | NOVO NORDISK A/S-B SEDOL BHC8X90 | 0.17% | ENTERGY CORP SEDOL 2317087 | 0.16% | SYSCO CORP SEDOL 2868165 | 0.16% | TREASURY BILL 00.0000 05/07/2020 | 0.16% | MICROSOFT CORP 03.7000 08/08/2046 | 0.16% | AT&T INC 04.1000 02/15/2028 | 0.15% | ESSEX PROPERTY TRUST INC SEDOL 2316619 | 0.15% | AGILENT TECHNOLOGIES INC SEDOL 2520153 | 0.15% | ABBVIE INC P/P 144A 03.2000 11/21/2029 | 0.15% | ABBVIE INC SEDOL B92SR70 | 0.14% | ENEL SPA SEDOL 7144569 | 0.14% | FIFTH THIRD BANCORP SEDOL 2336747 | 0.14% | SONY CORP SEDOL 6821506 | 0.14% | AES CORP SEDOL 2002479 | 0.14% | ALLIANZ SE-REG SEDOL 5231485 | 0.14% | ALTICE USA INC- A SEDOL BDRY7P9 | 0.14% | AMETEK INC SEDOL 2089212 | 0.14% | VERIZON COMM 04.3290 09/21/2028 | 0.14% | GOLDMAN SACHS GROUP INC 02.6000 12/27/2020 | 0.14% | MGM RESORTS INTERNATIONAL SEDOL 2547419 | 0.14% | DTE ENERGY COMPANY SEDOL 2280220 | 0.14% | UNILEVER NV SEDOL B1527V7 | 0.14% | CF INDUSTRIES HOLDINGS INC SEDOL B0G4K50 | 0.13% | CENTERPOINT ENERGY INC SEDOL 2440637 | 0.13% | VISTRA ENERGY CORP SEDOL BZ8VJQ8 | 0.13% | AVALONBAY COMMUNITIES INC SEDOL 2131179 | 0.13% | AGNC INVESTMENT CORP SEDOL BYYHJL8 | 0.13% | KDDI CORP SEDOL 6248990 | 0.13% | FIVE CORNERS FUNDING P/P 144A 04.4190 11/15/2023 | 0.13% | COMMONWEALTH BK AUST P/P 144A 02.2000 11/09/2020 | 0.13% | NESTLE SA-REG SEDOL 7123870 | 0.12% | CBRE GROUP INC - A SEDOL B6WVMH3 | 0.12% | TREASURY BILL 00.0000 05/21/2020 | 0.12% | IBM CORP 01.8750 08/01/2022 | 0.12% | PINNACLE WEST CAPITAL SEDOL 2048804 | 0.12% | ZOETIS INC SEDOL B95WG16 | 0.12% | REPUBLIC SERVICES INC SEDOL 2262530 | 0.12% | UNILEVER PLC SEDOL B10RZP7 | 0.12% | VERISK ANALYTICS INC SEDOL B4P9W92 | 0.12% | DOVER CORP SEDOL 2278407 | 0.12% | FNMA FN30 AS7154 UMBS 03.0000 05/01/2046 | 0.12% | THERMO FISHER SCIENTIFIC INC SEDOL 2886907 | 0.12% | ALLY FINANCIAL INC SEDOL B72XK05 | 0.12% | INVITATION HOMES INC SEDOL BD81GW9 | 0.12% | KERING SEDOL 5505072 | 0.12% | WESTPAC BANKING CORP USD 02.1500 03/06/2020 | 0.12% | BNP PARIBAS SEDOL 7309681 | 0.11% | HOLOGIC INC SEDOL 2433530 | 0.11% | HOYA CORP SEDOL 6441506 | 0.11% | EQUITY RESIDENTIAL TR REIT | 0.11% | KONINKLIJKE PHILIPS NV SEDOL 5986622 | 0.11% | RIO TINTO PLC SEDOL 0718875 | 0.11% | VEREIT INC SEDOL BYVVTJ1 | 0.11% | ITOCHU CORP SEDOL 6467803 | 0.11% | SUMITOMO MITSUI FINANCIAL GR SEDOL 6563024 | 0.11% | LINCOLN NATIONAL CORP SEDOL 2516378 | 0.11% | AMGEN INC 03.4500 10/01/2020 | 0.11% | WOLTERS KLUWER SEDOL 5671519 | 0.11% | WOOLWORTHS GROUP LTD SEDOL 6981239 | 0.11% | ALPHABET INC 03.6250 05/19/2021 | 0.11% | ASHTEAD GROUP PLC SEDOL 0053673 | 0.11% | DEUTSCHE TELEKOM AG-REG SEDOL 5842359 | 0.11% | PARTNERS GROUP HOLDING AG SEDOL B119QG0 | 0.11% | LEGAL & GENERAL GROUP PLC SEDOL 0560399 | 0.10% | BOOZ ALLEN HAMILTON HOLDINGS SEDOL B5367T7 | 0.10% | CRH PLC SEDOL 4182249 | 0.10% | XEROX HOLDINGS CORP SEDOL BJJD5G3 | 0.10% | SANDVIK AB SEDOL B1VQ252 | 0.10% | VNESHECONOMBANK P/P 144A 06.8000 11/22/2025 | 0.10% | ASTELLAS PHARMA INC SEDOL 6985383 | 0.10% | BANCO BILBAO VIZCAYA ARGENTA SEDOL 5501906 | 0.10% | CVS HEALTH CORP 04.7800 03/25/2038 | 0.10% | HITACHI LTD SEDOL 6429104 | 0.10% | TOTAL CAPITAL INTL SA USD 02.7500 06/19/2021 | 0.10% | EXXON MOBIL CORPORATION 02.2220 03/01/2021 | 0.10% | HD SUPPLY HOLDINGS INC SEDOL BBL5981 | 0.10% | ROYAL DUTCH SHELL PLC-B SHS SEDOL B03MM40 | 0.10% | SWISS RE TREAS P/P 144A 04.2500 12/06/2042 | 0.10% | MBX.FN30.500.10 R USL1M P 01/12/41 BC | 0.10% | EASTMAN CHEMICAL CO SEDOL 2298386 | 0.10% | SALESFORCE.COM INC 03.7000 04/11/2028 | 0.10% | SHIONOGI & CO LTD SEDOL 6804682 | 0.10% | SHIN-ETSU CHEMICAL CO LTD SEDOL 6804585 | 0.10% | DEUTSCHE TELEKOM INT FIN USD 08.7500 06/15/2030 | 0.10% | GARMIN LTD SEDOL B3Z5T14 | 0.10% | TELEDYNE TECHNOLOGIES INC SEDOL 2503477 | 0.10% | WH GROUP LTD SEDOL BLLHKZ1 | 0.10% | CK ASSET HOLDINGS LTD SEDOL BYZQ077 | 0.09% | NORWEGIAN CRUISE LINE HOLDIN SEDOL B9CGTC3 | 0.09% | ORIX CORP SEDOL 6661144 | 0.09% | SHELL INTERNATIONAL FIN USD 02.1250 05/11/2020 | 0.09% | COMCAST CORP 03.9690 11/01/2047 | 0.09% | HERMES INTERNATIONAL SEDOL 5253973 | 0.09% | KINDER MORGAN INC 03.1500 01/15/2023 | 0.09% | DUKE REALTY CORP SEDOL 2284084 | 0.09% | FAIR ISAAC CORP SEDOL 2330299 | 0.09% | DENTSPLY SIRONA INC SEDOL BYNPPC6 | 0.09% | DEUTSCHE POST AG-REG SEDOL 4617859 | 0.09% | BOSTON PROPERTIES INC SEDOL 2019479 | 0.09% | UNITED TECHNOLOGIES CORP 01.9000 05/04/2020 | 0.09% | ARISTOCRAT LEISURE LTD SEDOL 6253983 | 0.09% | AMERICAN TOWER CORP 02.7500 01/15/2027 | 0.09% | AVIVA PLC SEDOL 0216238 | 0.09% | CARLSBERG AS-B SEDOL 4169219 | 0.09% | HEICO CORP SEDOL 2419217 | 0.09% | NINTENDO CO LTD SEDOL 6639550 | 0.09% | APPLE INC 04.3750 05/13/2045 | 0.09% | UNITEDHEALTH GROUP INC 03.9500 10/15/2042 | 0.09% | JPMORGAN CHASE & CO 04.6000 01/23/2050 | 0.09% | ROGERS COMMUNICATIONS IN USD 04.5000 03/15/2043 | 0.09% | VORNADO REALTY TRUST SEDOL 2933632 | 0.09% | COMPASS GROUP PLC SEDOL BD6K457 | 0.08% | IHS MARKIT LTD P/P 144A 04.7500 02/15/2025 | 0.08% | NOVARTIS CAPITAL CORP 04.0000 11/20/2045 | 0.08% | WEST PHARMACEUTICAL SERVICES SEDOL 2950482 | 0.08% | AMAZON.COM INC 03.1500 08/22/2027 | 0.08% | GOLDMAN SACHS GROUP INC 04.2230 05/01/2029 | 0.08% | INDUSTRIA DE DISENO TEXTIL SEDOL BP9DL90 | 0.08% | STEEL DYNAMICS INC SEDOL 2849472 | 0.08% | DIAMOND 1 FIN/DIAM P/P 144A 06.0200 06/15/2026 | 0.08% | BERKSHIRE HATHAWAY FIN 04.2500 01/15/2021 | 0.08% | INTERPUBLIC GROUP COS 04.6500 10/01/2028 | 0.08% | MICHELIN (CGDE) SEDOL 4588364 | 0.08% | CWALT 2006-OA10 4A1 01.8168 08/25/2046 | 0.08% | DAIKIN INDUSTRIES LTD SEDOL 6250724 | 0.08% | PEUGEOT SA SEDOL 7103526 | 0.08% | COMM 2013-CR13 AM 04.4490 11/10/2046 | 0.08% | ESSITY AKTIEBOLAG-B SEDOL BF1K7P7 | 0.08% | UNITEDHEALTH GROUP INC 02.7500 02/15/2023 | 0.08% | AVERY DENNISON CORP SEDOL 2066408 | 0.08% | BROADCOM CRP / CAYM 03.5000 01/15/2028 | 0.08% | CROWN HOLDINGS INC | 0.08% | STORE CAPITAL CORP SEDOL BSKRKJ5 | 0.08% | BERRY GLOBAL GROUP INC SEDOL B8BR3H3 | 0.08% | ENTERPRISE PRODUCTS OPER 04.2500 02/15/2048 | 0.08% | TELSTRA CORP LTD SEDOL 6087289 | 0.08% | ANGLO AMER PLC SEDOL B1XZS82 | 0.08% | AT&T INC 04.7500 05/15/2046 | 0.08% | COVESTRO AG SEDOL BYTBWY9 | 0.08% | ENERGY TRANSFER OPERATNG 06.6250 02/15/2028 | 0.08% | GNMA GII30 4246 06.5000 09/20/2038 | 0.08% | ONCOR ELECTRIC DELIV 03.7500 04/01/2045 | 0.08% | PETROBRAS GLOBAL FINANCE USD 06.2500 03/17/2024 | 0.08% | SUN COMMUNITIES INC SEDOL 2860257 | 0.08% | FIAT CHRYSLER AUTOMOBILES NV SEDOL BRJFWP3 | 0.08% | TCI COMMUNICATIONS INC 07.1250 02/15/2028 | 0.08% | ALLISON TRANSMISSION HOLDING SEDOL B4PZ892 | 0.08% | SKANDINAVISKA ENSKILDA BAN-A SEDOL 4813345 | 0.08% | BRISTOL-MYERS P/P 144A 02.9000 07/26/2024 | 0.07% | DR HORTON INC SEDOL 2250687 | 0.07% | DUPONT DE NEMOURS INC SEDOL BK0VN47 | 0.07% | 3I GROUP PLC SEDOL B1YW440 | 0.07% | AVALARA INC SEDOL BZ1NVP4 | 0.07% | CAMDEN PROPERTY TRUST SEDOL 2166320 | 0.07% | CREDIT AGRICOLE SA SEDOL 7262610 | 0.07% | DUKE ENERGY CORP 04.2000 06/15/2049 | 0.07% | US FOODS HOLDING CORP SEDOL BYVFC94 | 0.07% | CIGNA CORP P/P 144A 04.5000 03/15/2021 | 0.07% | COMMONWEALTH BK AUST P/P 144A 03.1500 09/19/2027 | 0.07% | COSTAR GROUP INC SEDOL 2262864 | 0.07% | ERAC USA FINANCE LLC P/P 144A 05.6250 03/15/2042 | 0.07% | KINDER MORGAN ENER PART 03.5000 03/01/2021 | 0.07% | ORACLE CORP 02.5000 10/15/2022 | 0.07% | COCA-COLA HBC AG-DI SEDOL B9895B7 | 0.07% | CSX CORP 04.1000 03/15/2044 | 0.07% | CWALT 2006-OA7 1A2 02.9931 06/25/2046 | 0.07% | DISCOVERY INC - A SEDOL B3D7K31 | 0.07% | MICROSOFT CORP 01.5500 08/08/2021 | 0.07% | VOLKSWAGEN AG PFD SEDOL 5497168 | 0.07% | WALMART INC SEDOL 2936921 | 0.07% | WELLS FARGO & COMPANY 02.6000 07/22/2020 | 0.07% | AENA SME SA SEDOL BVRZ8L1 | 0.07% | CIGNA CORP 03.7500 07/15/2023 | 0.07% | NEXON CO LTD SEDOL B63QM77 | 0.07% | PETROBRAS GLOBAL FINANCE USD 07.3750 01/17/2027 | 0.07% | VERIZON COMMUNICATIONS 04.4000 11/01/2034 | 0.07% | ASPEN TECHNOLOGY INC SEDOL 2051868 | 0.07% | AXALTA COATING SYSTEMS LTD SEDOL BSFWCF5 | 0.07% | GENERAL MOTORS FINL CO 04.0000 10/06/2026 | 0.07% | HENDERSON LAND DEVELOPMENT SEDOL 6420538 | 0.07% | JOHNSON CONTROLS INTL PL 04.9500 07/02/2064 | 0.07% | AMAZON.COM INC 03.3000 12/05/2021 | 0.07% | ASSOCIATED BRITISH FOODS PLC SEDOL 0673123 | 0.07% | ECOLAB INC 03.2500 12/01/2027 | 0.07% | NSTAR ELECTRIC CO 02.3750 10/15/2022 | 0.07% | CISCO SYSTEMS INC 02.2000 02/28/2021 | 0.06% | CSMC 2016-NXSR C 04.3592 12/15/2049 | 0.06% | ERAC USA FINANCE LLC P/P 144A 07.0000 10/15/2037 | 0.06% | FNMA FN40 BF0171 UMBS 04.0000 01/01/2057 | 0.06% | SERVICEMASTER GLOBAL HOLDING SEDOL BNG8BF0 | 0.06% | BALL CORP SEDOL 2073022 | 0.06% | BP CAP MARKETS AMERICA 03.1190 05/04/2026 | 0.06% | FAURECIA SEDOL 4400446 | 0.06% | NIELSEN HOLDINGS PLC SEDOL BWFY550 | 0.06% | NIPPON TELEGRAPH & TELEPHONE SEDOL 6641373 | 0.06% | RELIANCE STEEL & ALUMINUM SEDOL 2729068 | 0.06% | SHELL INTERNATIONAL FIN USD 02.8750 05/10/2026 | 0.06% | CHEMED CORP SEDOL 2190084 | 0.06% | HILL-ROM HOLDINGS INC SEDOL 2425924 | 0.06% | PPG INDUSTRIES INC SEDOL 2698470 | 0.06% | DEUTSCHE BOERSE AG SEDOL 7021963 | 0.06% | SIRIUS XM RADIO INC P/P 144A 05.0000 08/01/2027 | 0.06% | VIACOMCBS INC 04.5000 03/01/2021 | 0.06% | BRITISH AMERICAN TOBACCO PLC SEDOL 0287580 | 0.06% | CAMDEN PROPERTY TRUST 04.8750 06/15/2023 | 0.06% | CATERPILLAR INC SEDOL 2180201 | 0.06% | OMNICOM GP/OMNICOM CAP 03.6000 04/15/2026 | 0.06% | BANK LEUMI LE-ISRAEL SEDOL 6076425 | 0.06% | GENPACT LTD SEDOL B23DBK6 | 0.06% | HONEYWELL INTL 03.8120 11/21/2047 | 0.06% | FORTESCUE METALS GROUP LTD SEDOL B2B2B49 | 0.06% | GAMING AND LEISURE PROPERTIE SEDOL BFPK4S5 | 0.06% | GNMA GII30 4581 06.5000 11/20/2039 | 0.06% | MONSTER BEVERAGE CORP SEDOL BZ07BW4 | 0.06% | APARTMENT INVT & MGMT CO -A SEDOL BJLNBG3 | 0.06% | CHARLES RIVER LABORATORIES SEDOL 2604336 | 0.06% | CSC HOLDINGS LLC 05.2500 06/01/2024 | 0.06% | DOLLAR GENERAL CORP 03.2500 04/15/2023 | 0.06% | SANTOS LTD SEDOL 6776703 | 0.06% | AMER TRANS SYST P/P 144A 05.0000 09/01/2044 | 0.06% | WR BERKLEY CORP SEDOL 2093644 | 0.06% | AMERICAN INTL GROUP 08.1750 05/15/2058 | 0.06% | EQUITY LIFESTYLE PROPERTIES SEDOL 2563125 | 0.06% | NEW RESIDENTIAL INVESTMENT SEDOL BRJ9GW0 | 0.06% | REINSURANCE GROUP OF AMERICA SEDOL 2731193 | 0.06% | AMERICAN ELECTRIC POWER 04.3000 12/01/2028 | 0.06% | NORTHROP GRUMMAN CORP 03.2500 01/15/2028 | 0.06% | COMM 2012-LC4 C 05.5368 12/10/2044 | 0.05% | E.ON SE SEDOL 4942904 | 0.05% | FISERV INC 04.2000 10/01/2028 | 0.05% | GLAXOSMITHKLINE PLC SEDOL 0925288 | 0.05% | HYATT HOTELS CORP 04.8500 03/15/2026 | 0.05% | MGIC INVESTMENT CORP SEDOL 2548616 | 0.05% | PPL CAPITAL FUNDING INC 04.2000 06/15/2022 | 0.05% | TORONTO-DOMINION BANK USD 03.6250 09/15/2031 | 0.05% | LEGRAND SA SEDOL B11ZRK9 | 0.05% | AURIZON HOLDINGS LTD SEDOL B87CVM3 | 0.05% | CAS 2015-C04 2M2 07.1768 04/25/2028 | 0.05% | OTSUKA CORP SEDOL 6267058 | 0.05% | ABN AMRO BANK NV-CVA SEDOL BYQP136 | 0.05% | ACS ACTIVIDADES SEDOL B01FLQ6 | 0.05% | ANALOG DEVICES INC 02.8500 03/12/2020 | 0.05% | FEDERAL REALTY INVS TRUST SEDOL 2333931 | 0.05% | GEBERIT AG-REG SEDOL B1WGG93 | 0.05% | LIBERTY MEDIA CORP-LIBERTY-C SEDOL BD8QGD5 | 0.05% | MERCK & CO INC 03.7000 02/10/2045 | 0.05% | STMICROELECTRONICS NV SEDOL 5962332 | 0.05% | TPAT 2018-SL1 A P/P 144A 02.2268 01/25/2046 | 0.05% | ARKEMA SEDOL B0Z5YZ2 | 0.05% | CITIGROUP INC 02.6500 10/26/2020 | 0.05% | DUKE ENERGY CORP 03.1500 08/15/2027 | 0.05% | GLOBAL PAYMENTS INC 04.0000 06/01/2023 | 0.05% | BHP GROUP PLC SEDOL BH0P3Z9 | 0.05% | CELANESE CORP SEDOL B05MZT4 | 0.05% | GNMA GII30 4269 06.5000 10/20/2038 | 0.05% | HIKARI TSUSHIN INC SEDOL 6416322 | 0.05% | NOMURA RESEARCH INSTITUTE LT SEDOL 6390921 | 0.05% | PRUDENTIAL FINANCIAL INC 05.2000 03/15/2044 | 0.05% | ROKU INC SEDOL BZ1LFG7 | 0.05% | TEMPUR SEALY INTERNATIONAL I SEDOL 2216991 | 0.05% | WILLIS TOWERS WATSON PLC USD 05.7500 03/15/2021 | 0.05% | BRIGHT HORIZONS FAMILY SOLUT SEDOL B7MJWP2 | 0.05% | PETROLEOS MEXICANOS P/P 144A 06.8400 01/23/2030 | 0.05% | SPST 2019-3 A 02.3289 06/24/2020 | 0.05% | CITIGROUP INC 03.8870 01/10/2028 | 0.05% | EURONET WORLDWIDE INC | 0.05% | LPL FINANCIAL HOLDINGS INC SEDOL B75JX34 | 0.05% | MWST 2019-1 A 02.4268 06/25/2052 | 0.05% | TAISEI CORP SEDOL 6870100 | 0.05% | CON EDISON CO OF NY INC 04.2000 03/15/2042 | 0.05% | EQUINOR ASA USD 05.1000 08/17/2040 | 0.05% | NCHET 2003-4 M1 02.7518 10/25/2033 | 0.05% | HITACHI HIGH-TECHNOLOGY SEDOL 6642804 | 0.04% | ROYAL BANK OF CANADA USD 04.6500 01/27/2026 | 0.04% | ARROW ELECTRONICS INC SEDOL 2051404 | 0.04% | BANK OF AMERICA CORP 06.1000 12/29/2049 | 0.04% | CITIGROUP INC 04.4500 09/29/2027 | 0.04% | ENI SPA SEDOL 7145056 | 0.04% | EOG RESOURCES INC 02.6250 03/15/2023 | 0.04% | RAYTHEON COMPANY 02.5000 12/15/2022 | 0.04% | TAYLOR WIMPEY PLC SEDOL 0878230 | 0.04% | AIR LEASE CORP 02.5000 03/01/2021 | 0.04% | CAS 2016-C01 1M2 08.3768 08/25/2028 | 0.04% | MORGAN STANLEY 04.3750 01/22/2047 | 0.04% | SPST 2019-7 A 02.3289 09/24/2020 | 0.04% | AMERICAN FINANCIAL GROUP INC SEDOL 2134532 | 0.04% | OUTFRONT MEDIA INC SEDOL BSP6611 | 0.04% | PACKAGING CORP OF AMERIC 04.5000 11/01/2023 | 0.04% | POPULAR INC SEDOL B86QM90 | 0.04% | SHIRE ACQ INV IE 03.2000 09/23/2026 | 0.04% | WEYERHAEUSER CO 07.3750 03/15/2032 | 0.04% | CK HUTCHISON HOLDINGS LTD SEDOL BW9P816 | 0.04% | FIDELITY NATL INFO SERV 03.7500 05/21/2029 | 0.04% | ISRAEL DISCOUNT BANK -A SEDOL 6451271 | 0.04% | MICROCHIP TECH INC 04.3330 06/01/2023 | 0.04% | ORACLE CORP 05.3750 07/15/2040 | 0.04% | TWO HARBORS INVESTMENT CORP SEDOL BD832H2 | 0.04% | CVS PASS-THROUGH P/P 144A 04.7040 01/10/2036 | 0.04% | JPMBB 2013-C15 C 05.1975 11/15/2045 | 0.04% | REGIONS FINANCIAL CORP 02.7500 08/14/2022 | 0.04% | SOUTHERN CO/THE SEDOL 2829601 | 0.04% | ALKERMES PLC SEDOL B3P6D26 | 0.04% | CONCHO RESOURCES INC 03.7500 10/01/2027 | 0.04% | CSC HOLDINGS LLC 06.7500 11/15/2021 | 0.04% | DNB NOR ASA SEDOL 4263304 | 0.04% | FAIRFAX FINL HLDGS USD 04.8500 04/17/2028 | 0.04% | FIRSTENERGY TRANSMIS P/P 144A 05.4500 07/15/2044 | 0.04% | GLENCORE FUNDING LLC P/P 144A 04.0000 04/16/2025 | 0.04% | GOODMAN GROUP SEDOL B03FYZ4 | 0.04% | NEWMARKET CORP SEDOL B01CGF1 | 0.04% | SPST 2019-11 A 02.3789 10/24/2020 | 0.04% | ALLY FINANCIAL INC 05.7500 11/20/2025 | 0.04% | CHENIERE CORP CHRIST 05.1250 06/30/2027 | 0.04% | YANGZIJIANG SHIPBUILDING SEDOL B1VT035 | 0.04% | 2.00 R ISWP FWD US0003M P 03/18/2050 | 0.04% | APPLE INC 03.4500 05/06/2024 | 0.04% | AT&T INC 02.9500 07/15/2026 | 0.04% | CF INDUSTRIES INC P/P 144A 04.5000 12/01/2026 | 0.04% | HUNTINGTON BANCSHARES 04.3500 02/04/2023 | 0.04% | PFIZER INC 03.0000 12/15/2026 | 0.04% | SNAM SPA SEDOL 7251470 | 0.04% | SPRINT CORP 07.8750 09/15/2023 | 0.04% | SUN HUNG KAI PROPERTIES SEDOL 6859927 | 0.04% | AMDOCS LTD SEDOL 2256908 | 0.04% | CAS 2016-C02 1M2 07.6268 09/25/2028 | 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% | FUJITSU LTD SEDOL 6356945 | 0.04% | IDACORP INC SEDOL 2296937 | 0.04% | ORACLE CORP 04.0000 11/15/2047 | 0.04% | SHIRE ACQ INV IRELAND DA USD 02.8750 09/23/2023 | 0.04% | TREASURY BILL 00.0000 03/12/2020 | 0.04% | WEST JAPAN RAILWAY CO SEDOL 6957995 | 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% | DAIWA HOUSE INDUSTRY CO LTD SEDOL 6251363 | 0.04% | HILTON WORLDWIDE FIN LLC 04.8750 04/01/2027 | 0.04% | SPECTRA ENERGY PARTNERS 03.3750 10/15/2026 | 0.04% | ALLY FINANCIAL INC 08.0000 11/01/2031 | 0.03% | ASHLAND GLOBAL HOLDINGS INC SEDOL BYND5N1 | 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% | BOC HONG KONG HOLDINGS LTD SEDOL 6536112 | 0.03% | CACI INTERNATIONAL INC -CL A SEDOL 2159267 | 0.03% | CARDINAL HEALTH INC SEDOL 2175672 | 0.03% | CAS 2016-C04 1M2 05.8768 01/25/2029 | 0.03% | CHS/COMMUNITY HEALTH SYS 06.2500 03/31/2023 | 0.03% | COMMONWEALTH EDISON CO 05.9000 03/15/2036 | 0.03% | ITOCHU TECHNO-SOLUTIONS CORP SEDOL 6200194 | 0.03% | MACQUARIE BANK LTD P/P 144A 02.8500 07/29/2020 | 0.03% | OMV AG SEDOL 4651459 | 0.03% | SARTORIUS STEDIM BIOTECH SEDOL BYZ2QP5 | 0.03% | SEI INVESTMENTS COMPANY SEDOL 2793610 | 0.03% | VERIZON COMMUNICATIONS 05.2500 03/16/2037 | 0.03% | VIACOMCBS INC 04.2000 06/01/2029 | 0.03% | ZOETIS INC 03.9000 08/20/2028 | 0.03% | ANHEUSER-BUSCH CO/IN 03.6500 02/01/2026 | 0.03% | CROWN CASTLE INTL CORP 03.7000 06/15/2026 | 0.03% | LAMB WESTON HOLDINGS P/P 144A 04.8750 11/01/2026 | 0.03% | NRG ENERGY INC P/P 144A 04.4500 06/15/2029 | 0.03% | PETROLEOS MEXICANOS P/P 144A 07.6900 01/23/2050 | 0.03% | SHERWIN-WILLIAMS CO 03.4500 06/01/2027 | 0.03% | SPST 2020-2 A 00.0000 03/26/2021 | 0.03% | AMERICAN CAMPUS COMMUNITIES SEDOL B02H871 | 0.03% | BERKSHIRE HATHAWAY FIN 04.3000 05/15/2043 | 0.03% | BP CAPITAL MARKETS PLC USD 03.2790 09/19/2027 | 0.03% | CISCO SYSTEMS INC 02.5000 09/20/2026 | 0.03% | CLP HOLDINGS LTD SEDOL 6097017 | 0.03% | CROWN CASTLE INTL CORP 03.6500 09/01/2027 | 0.03% | KEURIG DR PEPPER INC 04.5970 05/25/2028 | 0.03% | KKR GROUP FIN CO III P/P 144A 05.1250 06/01/2044 | 0.03% | VOLVO AB-B SHS SEDOL B1QH830 | 0.03% | WEINGARTEN REALTY INVESTORS SEDOL 2946618 | 0.03% | AES CORP/THE 05.5000 04/15/2025 | 0.03% | ALPHABET INC 01.9980 08/15/2026 | 0.03% | BRDCOM CRP / FIN 03.8750 01/15/2027 | 0.03% | DISH DBS CORP 05.8750 11/15/2024 | 0.03% | EXTENDED STAY AMERICA INC SEDOL BGH3F75 | 0.03% | MICROSOFT CORP 05.3000 02/08/2041 | 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% | WAMU 2005-AR9 A1C3 02.5868 07/25/2045 | 0.03% | CHARTER COMM OPT LLC 05.3750 05/01/2047 | 0.03% | COSTCO WHOLESALE CORP SEDOL 2701271 | 0.03% | HOCHTIEF AG SEDOL 5108664 | 0.03% | PUBLIC SERVICE ELECTRIC 05.5000 03/01/2040 | 0.03% | WFRBS 2013-C12 AS 03.5600 03/15/2048 | 0.03% | AXIS CAPITAL HOLDINGS LTD SEDOL 2677606 | 0.03% | ENBRIDGE INC USD 04.2500 12/01/2026 | 0.03% | GOLDMAN SACHS GROUP INC 06.7500 10/01/2037 | 0.03% | MARATHON PETRO CORP 06.5000 03/01/2041 | 0.03% | NAVISTAR INTL TLB L+350 05.1600 11/06/2024 | 0.03% | NEUBERGER BERMAN GRP P/P 144A 04.8750 04/15/2045 | 0.03% | SAIL 2004-10 A10 02.5268 11/25/2034 | 0.03% | SERVICE CORP INTL 05.3750 05/15/2024 | 0.03% | SINGAPORE EXCHANGE LTD SEDOL 6303866 | 0.03% | SUMITOMO MITSUI TRUST HOLDIN SEDOL 6431897 | 0.03% | TREASURY BILL 00.0000 04/02/2020 | 0.03% | WFRBS 2013-C15 D P/P 144A 04.4935 08/15/2046 | 0.03% | AIR LEASE CORP 04.6250 10/01/2028 | 0.03% | CONSOLIDATED EDISON INC SEDOL 2216850 | 0.03% | FAIRFAX US INC P/P 144A 04.8750 08/13/2024 | 0.03% | INTERNATIONAL PAPER CO 03.0000 02/15/2027 | 0.03% | JAPAN AIRLINES CO LTD SEDOL B8BRV46 | 0.03% | LIBERTY MEDIA COR-SIRIUSXM A SEDOL BD8QGF7 | 0.03% | NTT DOCOMO INC SEDOL 6129277 | 0.03% | WASTE CONNECTIONS INC 03.5000 05/01/2029 | 0.03% | APPLE INC 03.8500 05/04/2043 | 0.03% | CURTISS-WRIGHT CORP SEDOL 2241205 | 0.03% | GFL ENVIRONMENTAL P/P 144A 07.0000 06/01/2026 | 0.03% | INTL FLAVOR & FRAGRANCES 04.4500 09/26/2028 | 0.03% | JONES LANG LASALLE INC SEDOL 2040640 | 0.03% | KEURIG DR PEPPER INC 04.4170 05/25/2025 | 0.03% | LUNDIN PETROLEUM AB SEDOL 7187627 | 0.03% | MATCH GROUP INC P/P 144A 05.0000 12/15/2027 | 0.03% | NRG P/P 144A 03.7500 06/15/2024 | 0.03% | OBAYASHI CORP SEDOL 6656407 | 0.03% | S&P GLOBAL INC 02.5000 12/01/2029 | 0.03% | AIG GLOBAL FUNDING P/P 144A 02.1500 07/02/2020 | 0.03% | APPLE INC 02.0000 05/06/2020 | 0.03% | BANK OF MONTREAL USD 03.1000 04/13/2021 | 0.03% | CDX CDX.NA.IG.33 100.0 12/20/2024 | 0.03% | COMM 2014-UBS6 XA IO 00.8920 12/10/2047 | 0.03% | ENERGY TRANSFER OPERATNG 03.7500 05/15/2030 | 0.03% | EQUINOR ASA USD 02.9000 11/08/2020 | 0.03% | FHR 3065 DC 14.8845 03/15/2035 | 0.03% | GENERAL DYNAMICS CORP 02.2500 11/15/2022 | 0.03% | MBX.FN30.500.09 R USL1M P 01/12/40 BC | 0.03% | MOODY S CORP | 0.03% | NITTO DENKO CORP SEDOL 6641801 | 0.03% | PPSI 2004-WCW2 M3 02.6768 10/25/2034 | 0.03% | TEMPO ACQ LLC/FI P/P 144A 06.7500 06/01/2025 | 0.03% | TWDC ENTERPRISES 18 CORP 02.7500 08/16/2021 | 0.03% | VERTIV TLB L+300 04.6550 03/02/2027 | 0.03% | BERKELEY GROUP HOLDINGS/THE SEDOL B02L3W3 | 0.02% | BRIXMOR PROPERTY GROUP INC SEDOL BFTDJL8 | 0.02% | SHERWIN-WILLIAMS CO/THE SEDOL 2804211 | 0.02% | SPRINT CAPITAL CORPORATION 06.8750 11/15/2028 | 0.02% | TARGA RESOURCES PART 05.0000 01/15/2028 | 0.02% | UNITED MEXICAN STATES USD 05.5500 01/21/2045 | 0.02% | VISTRA OPERATION P/P 144A 03.5500 07/15/2024 | 0.02% | WAMU 2005-AR12 1A8 03.8703 10/25/2035 | 0.02% | WESTERN DIGITAL CORPORATION 04.7500 02/15/2026 | 0.02% | WILMAR INTERNATIONAL LTD SEDOL B17KC69 | 0.02% | CIT GROUP INC. 05.2500 03/07/2025 | 0.02% | COMM 2014-CR17 C 04.7839 05/10/2047 | 0.02% | CROWN CASTLE INTL CORP 03.8000 02/15/2028 | 0.02% | GENTING SINGAPORE LTD SEDOL BDRTVP2 | 0.02% | HCA INC 05.3750 09/01/2026 | 0.02% | NUTRIEN LTD USD 04.1250 03/15/2035 | 0.02% | PULTEGROUP INC 05.5000 03/01/2026 | 0.02% | VISTRA OPERATION P/P 144A 04.3000 07/15/2029 | 0.02% | ALIMENTATION COUCHE-TARD 3.550000 07/26/2027 | 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% | COX COMM INC P/P 144A 03.5000 08/15/2027 | 0.02% | ENERGY TRANSFER OPERATNG 05.2000 02/01/2022 | 0.02% | FNR 2018-86 DS IO 04.4733 12/25/2048 | 0.02% | L3HARRIS TECH INC P/P 144A 03.8500 12/15/2026 | 0.02% | MYLAN NV SEDOL BVFMFG8 | 0.02% | NEWFIELD EXPLORATION CO 05.7500 01/30/2022 | 0.02% | PRUDENTIAL FINANCIAL INC 05.6250 06/15/2043 | 0.02% | PULTEGROUP INC. 07.8750 06/15/2032 | 0.02% | RAYTHEON COMPANY 04.8750 10/15/2040 | 0.02% | STEVENS HLDG CO INC P/P 144A 06.1250 10/01/2026 | 0.02% | SUZUKEN CO LTD SEDOL 6865560 | 0.02% | TRANSDIGM INC. P/P 144A 06.2500 03/15/2026 | 0.02% | VIACOMCBS INC 04.6000 01/15/2045 | 0.02% | WFRBS 2011-C3 D P/P 144A 05.6803 03/15/2044 | 0.02% | AES CORP/THE 05.1250 09/01/2027 | 0.02% | BOISE CASCADE CO P/P 144A 05.6250 09/01/2024 | 0.02% | COMCAST CORP 06.5000 11/15/2035 | 0.02% | ENERGY TRANSFER OPERA 05.8750 01/15/2024 | 0.02% | FNR 2006-8 HP 18.6019 03/25/2036 | 0.02% | GCP APPLIED TECH P/P 144A 05.5000 04/15/2026 | 0.02% | KINDER MORGAN ENER PART 03.4500 02/15/2023 | 0.02% | LBMLT 2004-1 A2 02.4268 02/25/2034 | 0.02% | MARSH & MCLENNAN COS INC 04.3750 03/15/2029 | 0.02% | NAVISTAR INTL CORP P/P 144A 06.6250 11/01/2025 | 0.02% | NOVELIS CORP P/P 144A 05.8750 09/30/2026 | 0.02% | OSHKOSH CORP 05.3750 03/01/2025 | 0.02% | STANDARD IND INC P/P 144A 05.3750 11/15/2024 | 0.02% | T-MOBILE USA INC 04.7500 02/01/2028 | 0.02% | TESCO PLC SEDOL 0884709 | 0.02% | VIDEOTRON LTD / LTEE P/P 144A 05.1250 04/15/2027 | 0.02% | WFRBS 2011-C2 D P/P 144A 05.6622 02/15/2044 | 0.02% | ALFRESA HOLDINGS CORP SEDOL 6687214 | 0.02% | COPA HOLDINGS SA-CLASS A SEDOL B0TNJH9 | 0.02% | CWALT 2005-27 1A1 02.3858 08/25/2035 | 0.02% | DIGITAL REALTY TRUST LP 04.4500 07/15/2028 | 0.02% | ENDEAVOR ENERGY P/P 144A 05.7500 01/30/2028 | 0.02% | EQUINOR ASA SEDOL 7133608 | 0.02% | KINDER MORGAN INC/DELAWA 07.7500 01/15/2032 | 0.02% | L3HARRIS TECH INC P/P 144A 04.4000 06/15/2028 | 0.02% | NUTRIEN LTD USD 05.2500 01/15/2045 | 0.02% | STAPLES INC P/P 144A 07.5000 04/15/2026 | 0.02% | SUNDRUG CO LTD SEDOL 6817895 | 0.02% | WATCO COS LLC/FI P/P 144A 06.3750 04/01/2023 | 0.02% | WFCM 2013-LC12 C 04.2853 07/15/2046 | 0.02% | BT GROUP PLC SEDOL 3091357 | 0.02% | CAPGEMINI SE SEDOL 4163437 | 0.02% | GENERAL MOTORS FINL CO 04.3000 07/13/2025 | 0.02% | JPMBB 2014-C22 C 04.5541 09/15/2047 | 0.02% | S&P GLOBAL INC 02.9500 01/22/2027 | 0.02% | SWISS LIFE HOLDING AG-REG SEDOL 7437805 | 0.02% | CANTOR FITZGERALD LP P/P 144A 06.5000 06/17/2022 | 0.02% | COMM 2013-CR11 AM 04.7150 08/10/2050 | 0.02% | EQUINIX INC 03.2000 11/18/2029 | 0.02% | FNR 2007-53 SP 18.2353 06/25/2037 | 0.02% | GLP CAPITAL LP / FIN II 05.3750 04/15/2026 | 0.02% | GNR 2015-H26 DI IO 01.9852 10/20/2065 | 0.02% | INTELSAT JACKSON HLD P/P 144A 09.7500 07/15/2025 | 0.02% | JAPAN PRIME REALTY INVESTMEN SEDOL 6528175 | 0.02% | JPMORGAN CHASE & CO 06.1000 02/01/2049 | 0.02% | NETFLIX INC. 05.8750 11/15/2028 | 0.02% | NUTRIEN LTD. USD 04.2000 04/01/2029 | 0.02% | PLANTRONICS INC P/P 144A 05.5000 05/31/2023 | 0.02% | VIACOMCBS INC 02.9000 01/15/2027 | 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% | BRISTOL-MYERS P/P 144A 03.4000 07/26/2029 | 0.02% | CCO HLDGS LLC/CAP CO P/P 144A 05.7500 02/15/2026 | 0.02% | CMLTI 2005-2 1A2A 04.3604 05/25/2035 | 0.02% | COMCAST CORP 03.4500 02/01/2050 | 0.02% | FIDELITY NATIONAL INFORM 04.2500 05/15/2028 | 0.02% | GLENCORE FUNDING LLC P/P 144A 04.6250 04/29/2024 | 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% | 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% | OSHKOSH CORP 04.6000 05/15/2028 | 0.02% | PENSKE TRUCK LEASING P/P 144A 03.9000 02/01/2024 | 0.02% | SERVICE PROPERTIES TRUST 04.3750 02/15/2030 | 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% | TOKYO ELECTRON LTD SEDOL 6895675 | 0.02% | VIDEOTRON LTD USD 05.0000 07/15/2022 | 0.02% | AT&T INC 04.3000 02/15/2030 | 0.02% | BIG RVR STL/FIN P/P 144A 07.2500 09/01/2025 | 0.02% | BRAND ENERGY & I P/P 144A 08.5000 07/15/2025 | 0.02% | BWAY HOLDING CO P/P 144A 07.2500 04/15/2025 | 0.02% | CENTENE CORP 04.7500 05/15/2022 | 0.02% | COMM 2014-CR17 XA IO 00.9735 05/10/2047 | 0.02% | CRC ESCROW ISSUER LL P/P 144A 05.2500 10/15/2025 | 0.02% | DIAMOND SPORTS GR/DI P/P 144A 06.6250 08/15/2027 | 0.02% | GOLDEN NUGGET INC P/P 144A 06.7500 10/15/2024 | 0.02% | GOLDMAN SACHS GROUP INC 02.6000 02/07/2030 | 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% | ISRAEL CHEMICALS LTD SEDOL 6455530 | 0.02% | MEREDITH CORP 06.8750 02/01/2026 | 0.02% | MITSUBISHI UFJ LEASE & FINAN SEDOL 6268976 | 0.02% | NIELSEN FIN LLC/CO P/P 144A 05.0000 04/15/2022 | 0.02% | RBS GLOBAL/REXNO P/P 144A 04.8750 12/15/2025 | 0.02% | SINGAPORE TECH ENGINEERING SEDOL 6043214 | 0.02% | SPST 2019-WL1 A 02.2768 08/25/2052 | 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% | 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% | VODAFONE GROUP PLC USD 04.3750 05/30/2028 | 0.02% | WASTE PRO USA INC P/P 144A 05.5000 02/15/2026 | 0.02% | WFCM 2013-LC12 AS 04.2853 07/15/2046 | 0.02% | WYNN LAS VEGAS P/P 144A 05.2500 05/15/2027 | 0.02% | ZURICH INSURANCE GROUP AG SEDOL 5983816 | 0.02% | APACHE CORPORATION 03.2500 04/15/2022 | 0.02% | CINEMARK USA INC 04.8750 06/01/2023 | 0.02% | FHR 3072 SM 04.2533 11/15/2035 | 0.02% | GNR 2013-14 IO IO 03.5000 12/20/2042 | 0.02% | GNR 2016-H16 EI IO 02.3983 06/20/2066 | 0.02% | GW B-CR SECURITY P/P 144A 09.5000 11/01/2027 | 0.02% | HUSKY TLB L+300 04.6034 03/28/2025 | 0.02% | IHEARTCOMMUNICATIONS INC 08.3750 05/01/2027 | 0.02% | SMURFIT KAPPA TREASURY USD 07.5000 11/20/2025 | 0.02% | STAPLES INC. P/P 144A 10.7500 04/15/2027 | 0.02% | TREASURY BILL 00.0000 04/16/2020 | 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 04.7500 01/23/2029 | 0.02% | ANHEUSER-BUSCH INBEV WOR 05.5500 01/23/2049 | 0.02% | ENBRIDGE INC USD 04.5000 06/10/2044 | 0.02% | GMAC CAPITAL TRUST I PCT 07.4766 | 0.02% | GNR 2013-99 AS IO 04.4030 06/20/2043 | 0.02% | HCA INC 05.2500 06/15/2026 | 0.02% | HCA INC 05.5000 06/15/2047 | 0.02% | JOHNSON CONTROLS INTL PL 04.5000 02/15/2047 | 0.02% | PENSKE TRUCK LE P/P 144A 03.4000 11/15/2026 | 0.02% | SPRINT CORP 07.2500 09/15/2021 | 0.02% | TREASURY BILL 00.0000 04/23/2020 | 0.02% | ALLERGAN FUNDING SCS USD 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% | CF INDUSTRIES INC 04.9500 06/01/2043 | 0.01% | COMM 2014-UBS6 C 04.4472 12/10/2047 | 0.01% | COMPASS MIN INTL P/P 144A 06.7500 12/01/2027 | 0.01% | DASSAULT AVIATION SA SEDOL 4067164 | 0.01% | DH EUROPE FINANCE II USD 03.4000 11/15/2049 | 0.01% | EPR PROPERTIES 05.7500 CUM CV PFD | 0.01% | FIFTH THIRD BANCORP 05.1000 12/29/2049 | 0.01% | FISERV INC 03.5000 07/01/2029 | 0.01% | JPMCC 2012-C6 AS 04.1166 05/15/2045 | 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% | MEG ENERGY CORP P/P 144A 06.5000 01/15/2025 | 0.01% | PETROBRAS GLOBAL FIN P/P 144A 05.0930 01/15/2030 | 0.01% | SERVICE CORP INTL 05.1250 06/01/2029 | 0.01% | SOLERA LLC / SOLERA P/P 144A 10.5000 03/01/2024 | 0.01% | T-MOBILE USA INC 05.3750 04/15/2027 | 0.01% | TENET HEALTHCARE CORP 08.1250 04/01/2022 | 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% | APERGY CORP 06.3750 05/01/2026 | 0.01% | ASCEND LEARNING LLC P/P 144A 06.8750 08/01/2025 | 0.01% | AT&T INC 04.3500 03/01/2029 | 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% | CARRIAGE SVCS INC P/P 144A 06.6250 06/01/2026 | 0.01% | CAS 2014-C02 1M2 04.2268 05/25/2024 | 0.01% | CAS 2015-C01 1M2 05.9268 02/25/2025 | 0.01% | CAS 2015-C03 2M2 06.6268 07/25/2025 | 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% | COMM 2014-LC17 XA IO 00.7681 10/10/2047 | 0.01% | CORNERSTONE BUILDING P/P 144A 08.0000 04/15/2026 | 0.01% | DCP MIDSTREAM P/P 144A 06.7500 09/15/2037 | 0.01% | DENBURY RESOURCES IN P/P 144A 09.0000 05/15/2021 | 0.01% | DIAMOND 1 FIN/DIAMON P/P 144A 07.1250 06/15/2024 | 0.01% | DIAMONDBACK ENERGY INC 03.2500 12/01/2026 | 0.01% | ENTERCOM MEDIA CORP P/P 144A 07.2500 11/01/2024 | 0.01% | GNMA GII30 4018 06.5000 08/20/2037 | 0.01% | GOLDEN NUGGET INC P/P 144A 08.7500 10/01/2025 | 0.01% | HOWARD HUGHES CORP P/P 144A 05.3750 03/15/2025 | 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% | ISTAR INC 04.2500 08/01/2025 | 0.01% | ISTAR INC 04.7500 10/01/2024 | 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% | 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% | MSBAM 2012-C5 E P/P 144A 04.6769 08/15/2045 | 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% | PARK-OHIO INDUSTRIES INC 06.6250 04/15/2027 | 0.01% | PENSKE AUTOMOTIVE GROUP 05.5000 05/15/2026 | 0.01% | PQ CORP P/P 144A 05.7500 12/15/2025 | 0.01% | PROVIDENT FDG/PFG FI P/P 144A 06.3750 06/15/2025 | 0.01% | SABRE GLBL INC P/P 144A 05.3750 04/15/2023 | 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% | SCOTTS MIRACLE-GRO 04.5000 10/15/2029 | 0.01% | SERVICE CORPORATION INTL 04.6250 12/15/2027 | 0.01% | SIX FLAGS ENT P/P 144A 04.8750 07/31/2024 | 0.01% | SPRINGLEAF FINANCE CORP 05.3750 11/15/2029 | 0.01% | STARWOOD PROP TR 04.7500 03/15/2025 | 0.01% | TOPBUILD CORP P/P 144A 05.6250 05/01/2026 | 0.01% | TRANSCANADA TRUST USD 05.3000 03/15/2077 | 0.01% | TRANSDIGM INC 06.3750 06/15/2026 | 0.01% | TRANSDIGM INC P/P 144A 05.5000 11/15/2027 | 0.01% | VISTRA OPERATIONS CO P/P 144A 05.5000 09/01/2026 | 0.01% | ALIMEN COUCHE P/P 144A 02.9500 01/25/2030 | 0.01% | ANHEUSER-BUSCH INBEV WOR 04.1500 01/23/2025 | 0.01% | BROTHER INDUSTRIES LTD SEDOL 6146500 | 0.01% | CALPINE CORP P/P 144A 04.5000 02/15/2028 | 0.01% | CAS 2016-C01 2M2 08.5768 08/25/2028 | 0.01% | DIAMOND 1 FIN/DIAMON P/P 144A 08.3500 07/15/2046 | 0.01% | DIAMOND SPORTS P/P 144A 05.3750 08/15/2026 | 0.01% | FHR 3408 EK 19.1195 04/15/2037 | 0.01% | FREEDOM MTGE CORP P/P 144A 08.2500 04/15/2025 | 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% | PENSKE AUTO GRP INC 05.7500 10/01/2022 | 0.01% | PRECISION DRILL P/P 144A 07.1250 01/15/2026 | 0.01% | SIX FLAGS ENT P/P 144A 05.5000 04/15/2027 | 0.01% | SOHGO SECURITY SERVICES CO SEDOL 6546359 | 0.01% | TMS INTL HLDG CORP P/P 144A 07.2500 08/15/2025 | 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 RESORTS FIN LLC P/P 144A 05.1250 10/01/2029 | 0.01% | ALLY FINANCIAL INC 08.0000 03/15/2020 | 0.01% | ARCELORMITTAL USD 07.0000 10/15/2039 | 0.01% | BOLIDEN AB SEDOL BJV12J7 | 0.01% | CAS 2014-C03 2M2 04.5268 07/25/2024 | 0.01% | CENOVUS ENERGY INC USD 06.7500 11/15/2039 | 0.01% | CITIGROUP INC 04.7500 05/18/2046 | 0.01% | CLUBCORP HLDG INC P/P 144A 08.5000 09/15/2025 | 0.01% | FEDEX CORP 02.6250 08/01/2022 | 0.01% | FHR 2990 LB 12.7067 06/15/2034 | 0.01% | FHR 3249 PS 16.8020 12/15/2036 | 0.01% | GATES GLOBAL TLB L+275 04.3534 03/31/2024 | 0.01% | GNMA GII30 3987 06.5000 05/20/2037 | 0.01% | GNR 2012-141 WI IO 03.5000 11/20/2041 | 0.01% | GSMS 2015-GC30 XA IO 00.8040 05/10/2050 | 0.01% | NEIMAN MARCUS TL L+600 07.6663 10/25/2023 | 0.01% | NTT DATA CORP SEDOL 6125639 | 0.01% | SABINE PASS LIQUEF 05.0000 03/15/2027 | 0.01% | TALLGRASS NRG PRTNR P/P 144A 05.5000 01/15/2028 | 0.01% | TOYOTA MOTOR CORP SEDOL 6900643 | 0.01% | US CONCRETE INC 06.3750 06/01/2024 | 0.01% | USD/JPY PUT 107.00 20200413 UBS | 0.01% | USD/JPY PUT 107.00 20200417 JPMCB | 0.01% | VIACOMCBS INC 04.0000 01/15/2026 | 0.01% | WFRBS 2013-C11 AS 03.3110 03/15/2045 | 0.01% | 1.75 R ISWP FWD US0003M P 03/18/2030 | 0.01% | AIR LEASE CORP 03.2500 10/01/2029 | 0.01% | ALBERTSONS COS LLC P/P 144A 07.5000 03/15/2026 | 0.01% | AMC ENTERTAINMENT HLDGS 05.7500 06/15/2025 | 0.01% | AMERICAN TOWER CORP 03.1250 01/15/2027 | 0.01% | AUD/USD 04/15/2020 UBS | 0.01% | BRAMBLES LTD SEDOL B1FJ0C0 | 0.01% | CGCMT 2013-GC17 C 05.1100 11/10/2046 | 0.01% | CHENIERE CORP CHRIST 05.8750 03/31/2025 | 0.01% | CHS/COMMUNITY HEALT P/P 144A 08.1250 06/30/2024 | 0.01% | CNO FINANCIAL GROUP INC 05.2500 05/30/2025 | 0.01% | CNO FINANCIAL GROUP INC 05.2500 05/30/2029 | 0.01% | COCA-COLA EUROPEAN PARTNERS SEDOL BYQQ3P5 | 0.01% | COMM 2014-CR20 XA IO 01.0272 11/10/2047 | 0.01% | CROWN CORK & SEAL CO INC 07.3750 12/15/2026 | 0.01% | ELANCO ANIMAL HEALTH 05.6500 08/28/2028 | 0.01% | FIDELITY NATIONAL INFORM 03.0000 08/15/2026 | 0.01% | GLP CAPITAL LP / FIN II 05.2500 06/01/2025 | 0.01% | IOS.FN30.400.10 R USL1M P 01/12/41 BC | 0.01% | JPMORGAN CHASE & CO 02.6918 05/15/2047 | 0.01% | KINDER MORGAN ENER PART 05.4000 09/01/2044 | 0.01% | SPRINT CORP 07.6250 03/01/2026 | 0.01% | THALES SA SEDOL 4162791 | 0.01% | WASTE MANAGEMENT INC. 04.7500 06/30/2020 | 0.01% | WPX ENERGY INC 08.2500 08/01/2023 | 0.01% | 1011778 BC / NEW RED P/P 144A 03.8750 01/15/2028 | 0.01% | ALLEGHENY TECHNOLOGIES INC 07.8750 08/15/2023 | 0.01% | AMSTED INDUSTRIES P/P 144A 04.6250 05/15/2030 | 0.01% | AMSTED INDUSTRIES P/P 144A 05.6250 07/01/2027 | 0.01% | 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% | BAUSCH HLTH COS INC P/P 144A 07.2500 05/30/2029 | 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% | BOMBARDIER INC P/P 144A 07.5000 12/01/2024 | 0.01% | BOYD GAMING CORP 06.3750 04/01/2026 | 0.01% | BROOKFIELD RESID P/P 144A 06.2500 09/15/2027 | 0.01% | CAD/USD 04/15/2020 SSBT | 0.01% | CHARTER COMM OPT LLC/CAP 04.8000 03/01/2050 | 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% | CLEAR CHANNEL WORLDW P/P 144A 05.1250 08/15/2027 | 0.01% | DIAMONDBACK ENERGY INC 05.3750 05/31/2025 | 0.01% | ENERGY TRANSFER OPERATNG 02.9000 05/15/2025 | 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% | FHR 3829 AS IO 05.2915 03/15/2041 | 0.01% | FRONTIER COMM P/P 144A 08.5000 04/01/2026 | 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% | GFL ENVIRONMENTA P/P 144A 08.5000 05/01/2027 | 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% | HANESBRANDS INC P/P 144A 04.6250 05/15/2024 | 0.01% | HCA INC 04.1250 06/15/2029 | 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% | IPALCO ENTPRS IN 03.7000 09/01/2024 | 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% | 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% | L BRANDS INC 07.5000 06/15/2029 | 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% | LIVE NATION ENTERTAI P/P 144A 05.6250 03/15/2026 | 0.01% | LOUISIANA-PACIFIC CORPORATION 04.8750 09/15/2024 | 0.01% | MERCER INTL INC USD 06.5000 02/01/2024 | 0.01% | MOLINA HEALTHCARE IN 05.3750 11/15/2022 | 0.01% | MSBAM 2014-C14 C 04.9341 02/15/2047 | 0.01% | NABORS INDUSTRIES INC. 05.7500 02/01/2025 | 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% | NETFLIX INC 04.8750 04/15/2028 | 0.01% | NEWELL BRANDS INC 04.2000 04/01/2026 | 0.01% | NOMURA REAL ESTATE HOLDINGS SEDOL B1CWJM5 | 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% | 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% | 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% | SINCLAIR TELE P/P 144A 05.5000 03/01/2030 | 0.01% | SPECTRUM BRANDS INC 06.1250 12/15/2024 | 0.01% | SPRINGLEAF FINANCE CORP 06.8750 03/15/2025 | 0.01% | SPRINT CORP P/P 144A 07.2500 02/01/2028 | 0.01% | T-MOBILE USA INC 06.3750 03/01/2025 | 0.01% | TENNANT CO 05.6250 05/01/2025 | 0.01% | TRANSOCEAN POSEIDON P/P 144A 06.8750 02/01/2027 | 0.01% | TREASURY BILL 00.0000 07/16/2020 | 0.01% | TRI POINTE GROUP / HOMES 05.8750 06/15/2024 | 0.01% | TRUIST FIN CORP 04.8000 12/31/2099 | 0.01% | VERTIV INT HOLD CORP P/P 144A 12.0000 02/15/2022 | 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 01.5368 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% | 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% | AIR MEDICAL MERGER S P/P 144A 06.3750 05/15/2023 | 0.01% | ANTERO RESOURCES 05.3750 11/01/2021 | 0.01% | ASCENT RESOURCES/AEU P/P 144A 10.0000 04/01/2022 | 0.01% | ASP AMC MERGER SUB P/P 144A 08.0000 05/15/2025 | 0.01% | BEACON ROOFING SUPP P/P 144A 04.8750 11/01/2025 | 0.01% | BOMBARDIER INC P/P 144A 07.8750 04/15/2027 | 0.01% | BUILDERS FIRSTSOURCE P/P 144A 06.7500 06/01/2027 | 0.01% | CALPINE CORP P/P 144A 05.2500 06/01/2026 | 0.01% | CNP ASSURANCES SEDOL 5543986 | 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% | DISH NETWORK CV 03.3750 08/15/2026 | 0.01% | ENERGY TRANSFER OPERATNG 06.1250 12/15/2045 | 0.01% | FRONTIER COMM 10.5000 09/15/2022 | 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% | 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% | IOS.FN30.400.10 R USL1M P 01/12/41 BC | 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% | 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% | MATTAMY GROUP CORP P/P 144A 04.6250 03/01/2030 | 0.01% | PETROBRAS GLOBAL FIN USD 05.9990 01/27/2028 | 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% | ROBERTSHAW US HOLDING L+325 04.8750 02/28/2025 | 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% | TMX FIN LLC/TITLEMAX P/P 144A 11.1250 04/01/2023 | 0.01% | TRANSOCEAN INC 07.5000 04/15/2031 | 0.01% | TRANSOCEAN SENTR P/P 144A 05.3750 05/15/2023 | 0.01% | TRONOX FINANCE PLC P/P 144A 05.7500 10/01/2025 | 0.01% | WELLS FARGO & COMPANY 05.8750 12/29/2049 | 0.01% | WPX ENERGY INC 05.2500 10/15/2027 | 0.01% | ALLY FINANCIAL INC 03.8750 05/21/2024 | 0.01% | AMC ENT HOLDIN 05.8750 11/15/2026 | 0.01% | CLEAR CHANNEL WORLD P/P 144A 09.2500 02/15/2024 | 0.01% | COMCAST CORP 03.9990 11/01/2049 | 0.01% | INDIGO NATURAL P/P 144A 06.8750 02/15/2026 | 0.01% | KEURIG DR PEPPER INC 04.0570 05/25/2023 | 0.01% | MERCK & CO. INC. 02.7500 02/10/2025 | 0.01% | MLMI 2005-A2 A2 03.7323 02/25/2035 | 0.01% | MSBAM 2013-C12 XA IO 00.6034 10/15/2046 | 0.01% | MSBAM 2014-C17 XA IO 01.1084 08/15/2047 | 0.01% | ROBERTSHAW TL 2L L+800 09.6250 02/28/2026 | 0.01% | SM ENERGY CO 05.0000 01/15/2024 | 0.01% | SM ENERGY CO 06.7500 09/15/2026 | 0.01% | TRANSDIGM INC. 06.5000 07/15/2024 | 0.01% | TRANSOCEAN INC P/P 144A 08.0000 02/01/2027 | 0.01% | TRANSOCEAN PONTUS LT P/P 144A 06.1250 08/01/2025 | 0.01% | CAS 2014-C04 1M2 06.5268 11/25/2024 | 0.01% | CELANESE US HOLDINGS LLC 03.5000 05/08/2024 | 0.01% | CISCO SYSTEMS INC 05.9000 02/15/2039 | 0.01% | COMSTOCK RE INC P/P 144A 07.5000 05/15/2025 | 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% | FERGUSON PLC SEDOL BJVNSS4 | 0.01% | FNR 2005-75 GS 15.3698 08/25/2035 | 0.01% | IHEARTCOMMUNICATIONS INC 06.3750 05/01/2026 | 0.01% | OASIS PETROLEUM INC 06.8750 03/15/2022 | 0.01% | PORSCHE AUTOMOBIL HLDG-PRF SEDOL 7101069 | 0.01% | REVLON CONS TLB L+350 05.1132 09/07/2023 | 0.01% | SEK/USD 03/18/2020 SSBT | 0.01% | THE SHERWIN-WILLIAMS COMPANY 02.7500 06/01/2022 | 0.01% | UBSBB 2012-C4 XA IO P/P 144A 01.6208 12/10/2045 | 0.01% | 1.625 R ISWP FWD US0003M P 03/18/2025 | 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% | CAS 2015-C02 1M2 05.6268 05/25/2025 | 0.00% | CBRE SERVICES INC 05.2500 03/15/2025 | 0.00% | CHARTER COMM OPT LLC 06.4840 10/23/2045 | 0.00% | CHF/USD 03/18/2020 JPMCB | 0.00% | CLEAN HARBORS INC P/P 144A 05.1250 07/15/2029 | 0.00% | DUN & BRADSTREET COR P/P 144A 06.8750 08/15/2026 | 0.00% | ENTERPRISE MERG P/P 144A 08.7500 10/15/2026 | 0.00% | EQUINIX INC 05.3750 05/15/2027 | 0.00% | EQUINIX INC 05.8750 01/15/2026 | 0.00% | GSMS 2006-GG8 X IO P/P 144A 01.1143 11/10/2039 | 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% | JO-ANN STORES 2NDL L+925 10.8789 05/21/2024 | 0.00% | KLEPIERRE SEDOL 7582556 | 0.00% | LENNAR CORP 05.8750 11/15/2024 | 0.00% | MATTAMY GROUP CORP P/P 144A 06.5000 10/01/2025 | 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% | NOK/USD 03/18/2020 JPMCB | 0.00% | NZD/USD 04/15/2020 JPMCB | 0.00% | REPUBLIC OF VENEZUELA REGS 08.2500 10/13/2024 | 0.00% | SEKISUI HOUSE LTD SEDOL 6793906 | 0.00% | SIRIUS XM RADIO INC. P/P 144A 05.5000 07/01/2029 | 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% | TARGA RESOURCES PART 06.8750 01/15/2029 | 0.00% | TAYLOR MORRISON COMM P/P 144A 05.7500 01/15/2028 | 0.00% | THE AES CORPORATION 04.8750 05/15/2023 | 0.00% | UNITED TECHNOLOGIES CORP 04.1250 11/16/2028 | 0.00% | VERTIV GROUP CORP P/P 144A 09.2500 10/15/2024 | 0.00% | WESTPAC BANKING CORP USD 04.4210 07/24/2039 | 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% | ALBERTSONS COS P/P 144A 04.8750 02/15/2030 | 0.00% | ALLIANT HOLDINGS P/P 144A 06.7500 10/15/2027 | 0.00% | ASCEND LEARNING LLC P/P 144A 06.8750 08/01/2025 | 0.00% | AUD/USD 04/15/2020 HSBCB | 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% | BAYTEX ENERGY CORP P/P 144A 05.6250 06/01/2024 | 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% | 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 06.0880 06/21/2024 | 0.00% | BROOKFIELD RESID P/P 144A 04.8750 02/15/2030 | 0.00% | BROOKFIELD RESID PRO P/P 144A 06.1250 07/01/2022 | 0.00% | BUCKEYE PARTNERS LP 03.9500 12/01/2026 | 0.00% | BUCKEYE PARTNERS LP P/P 144A 04.1250 03/01/2025 | 0.00% | BUCKEYE PARTNERS LP P/P 144A 04.5000 03/01/2028 | 0.00% | BUILDERS FIRSTSO P/P 144A 05.0000 03/01/2030 | 0.00% | CALIFORNIA RESOURC TL L+475 06.3633 12/31/2022 | 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% | CHEMOURS CO 07.0000 05/15/2025 | 0.00% | CHS/COMMUNITY HEALTH P/P 144A 08.0000 03/15/2026 | 0.00% | CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 CS | 0.00% | 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 07.3750 03/15/2023 | 0.00% | CREDIT ACCEPTANC P/P 144A 05.1250 12/31/2024 | 0.00% | CREDIT ACCEPTANC P/P 144A 06.6250 03/15/2026 | 0.00% | CROWN AMER/CAP 04.7500 02/01/2026 | 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% | FRONT RANGE BIDC P/P 144A 06.1250 03/01/2028 | 0.00% | FRONT RANGE BIDCO INC L+300 04.6678 02/21/2027 | 0.00% | GO DADDY OPCO/FINCO P/P 144A 05.2500 12/01/2027 | 0.00% | HCA INC 03.5000 09/01/2030 | 0.00% | HCA INC. 07.5000 02/15/2022 | 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 P/P 144A 04.7500 09/15/2024 | 0.00% | ICAHN ENTER/FIN P/P 144A 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% | JPY/USD 05/20/2020 CITI | 0.00% | KRATON POLYMERS LLC/ P/P 144A 07.0000 04/15/2025 | 0.00% | L BRANDS INC 06.7500 07/01/2036 | 0.00% | LAMB WESTON HOLDINGS P/P 144A 04.6250 11/01/2024 | 0.00% | LIVE NATION ENT P/P 144A 04.7500 10/15/2027 | 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% | MEG ENERGY CORP P/P 144A 07.1250 02/01/2027 | 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% | 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% | 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% | NRG ENERGY INC 05.7500 01/15/2028 | 0.00% | NRG ENERGY INC 06.6250 01/15/2027 | 0.00% | NZD/USD 04/15/2020 CITI | 0.00% | ORTHO-CLINICAL P/P 144A 07.2500 02/01/2028 | 0.00% | PANTHER BF AGGREGA P/P 144A 06.2500 05/15/2026 | 0.00% | POMEGRANATE MERGER S P/P 144A 09.7500 05/01/2023 | 0.00% | RACKSPACE HOSTING INC L+300 04.7632 11/03/2023 | 0.00% | REALOGY GRP / CO P/P 144A 09.3750 04/01/2027 | 0.00% | RITE AID CORP P/P 144A 07.5000 07/01/2025 | 0.00% | SCIENTIFIC GAMES P/P 144A 07.0000 05/15/2028 | 0.00% | SOLENIS 1STL L+400 05.6132 06/26/2025 | 0.00% | SOLENIS 2NDL L+850 10.8314 06/26/2026 | 0.00% | SOLENIS ADD-ON TL 1STL L+400 05.6550 06/26/2025 | 0.00% | SPECTRUM BRANDS INC P/P 144A 05.0000 10/01/2029 | 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. 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% | 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% | TRONOX INC P/P 144A 06.5000 04/15/2026 | 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% | VISTRA OPERATION P/P 144A 05.0000 07/31/2027 | 0.00% | WFRBS 2011-C5 XA IO P/P 144A 01.6869 11/15/2044 | 0.00% | WMG ACQUISITION CORP P/P 144A 05.5000 04/15/2026 | 0.00% | WPX ENERGY INC 04.5000 01/15/2030 | 0.00% | YUM! BRANDS INC P/P 144A 04.7500 01/15/2030 | 0.00% | ANTERO RESOURCES FIN 05.1250 12/01/2022 | 0.00% | AUD/USD 04/15/2020 SSBT | 0.00% | BANK OF MONTREAL USD 03.8030 12/15/2032 | 0.00% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP | 0.00% | COMM 2014-CR18 XA IO 00.9971 07/15/2047 | 0.00% | CVS PASS-THROUGH TRUST 06.0360 12/10/2028 | 0.00% | DENBURY RESOURCES P/P 144A 09.2500 03/31/2022 | 0.00% | FNR 2006-46 OC PO 00.0000 06/25/2036 | 0.00% | GBP/USD 03/18/2020 SSBT | 0.00% | IHEARTMEDIA INC - CLASS A SEDOL BJVR9Y9 | 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% | MALLINCKRODT FIN/SB P/P 144A 10.0000 04/15/2025 | 0.00% | NINE ENERGY SERVICE P/P 144A 08.7500 11/01/2023 | 0.00% | NOBLE HLDG INTL LTD P/P 144A 07.8750 02/01/2026 | 0.00% | NZD/USD 04/15/2020 GSFX | 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 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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 JP | 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.A.7 2047-01-17 200.0 01/17/2047 CS | 0.00% | CMB CMBX.NA.A.7 2047-01-17 200.0 01/17/2047 JP | 0.00% | CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CG | 0.00% | CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 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 JP | 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 CG | 0.00% | CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.00% | CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 JP | 0.00% | CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 JP | 0.00% | CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 JP | 0.00% | CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 JP | 0.00% | CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 JP | 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.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.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.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 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.7 2047-01-17 500.0 01/17/2047 MS | 0.00% | CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 CG | 0.00% | CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 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 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 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 JP | 0.00% | CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 ML | 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.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 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-.6 2063-05-11 300.0 05/11/2063 GS | 0.00% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | 0.00% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | 0.00% | CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 CS | 0.00% | CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 CS | 0.00% | CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 GS | 0.00% | CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 JP | 0.00% | CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 JP | 0.00% | CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 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% | CNH/USD 05/20/2020 BANKAM | 0.00% | CNH/USD 05/20/2020 GSFX | 0.00% | CSMC 2007-C2 AX IO P/P 144A 00.0225 01/15/2049 | 0.00% | ESC CHESAPEAKEOILFIELD 06.6250 11/15/2020 | 0.00% | ESC SEVENTYSEVENERG 06.5000 07/15/2022 | 0.00% | EUR/NOK PUT 9.60 20200406 GSFX | 0.00% | EUR/USD 03/18/2020 HSBCB | 0.00% | GBP/USD 03/18/2020 HSBCB | 0.00% | GBP/USD CALL 1.335 20200402 BCAP-FX | 0.00% | GBP/USD CALL 1.335 20200407 CITI | 0.00% | GBP/USD CALL 1.335 20200407 UBS | 0.00% | GECMC 2007-C1 XC IO P/P 144A 00.1703 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 HSBCB | 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 | 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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 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 MS | -0.00% | DKK/USD 03/18/2020 CITI | -0.00% | EUR/USD 03/18/2020 JPMCB | -0.00% | JPY/USD 05/20/2020 BANKAM | -0.00% | JPY/USD 05/20/2020 GSFX | -0.00% | MXN/USD 04/15/2020 BANKAM | -0.00% | MXN/USD 04/15/2020 CITI | -0.00% | MXN/USD 04/15/2020 UBS | -0.00% | CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 CG | -0.00% | JPY/USD 05/20/2020 SSBT | -0.00% | NZD/USD 04/15/2020 BANKAM | -0.00% | NZD/USD 04/15/2020 RBSF | -0.00% | NZD/USD 04/15/2020 WPAC | -0.00% | TWD/USD 05/20/2020 GSFX | -0.00% | AUD/USD 04/15/2020 JPMCB | -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 CALL 1.1122 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SEDOL 2778844 | 0.58% | FNMA FN30 MA3563 UMBS 04.0000 01/01/2049 | 0.58% | HONEYWELL INTERNATIONAL INC SEDOL 2020459 | 0.56% | INTUIT INC SEDOL 2459020 | 0.55% | AMGEN INC SEDOL 2023607 | 0.54% | NORTHROP GRUMMAN CORP SEDOL 2648806 | 0.53% | BOOKING HOLDINGS INC SEDOL BDRXDB4 | 0.50% | STARBUCKS CORP SEDOL 2842255 | 0.49% | MONDELEZ INTERNATIONAL INC-A SEDOL B8CKK03 | 0.46% | S&P GLOBAL INC SEDOL BYV2325 | 0.44% | MORGAN STANLEY | 0.43% | ABBOTT LABORATORIES SEDOL 2002305 | 0.43% | DELTA AIR LINES INC SEDOL B1W9D46 | 0.41% | METLIFE INC SEDOL 2573209 | 0.40% | EXELON CORP SEDOL 2670519 | 0.38% | LOWES COMPANIES INC | 0.36% | UNION PACIFIC CORP SEDOL 2914734 | 0.35% | DANAHER CORP SEDOL 2250870 | 0.35% | EDWARDS LIFESCIENCES CORP SEDOL 2567116 | 0.33% | INGERSOLL-RAND PLC SEDOL B633030 | 0.32% | WASTE MANAGEMENT INC SEDOL 2937667 | 0.31% | EBAY INC SEDOL 2293819 | 0.31% | KINDER MORGAN INC SEDOL B3NQ4P8 | 0.31% | PHILLIPS 66 SEDOL B78C4Y8 | 0.30% | CROWN CASTLE INTL CORP SEDOL BTGQCX1 | 0.30% | CAPITAL ONE FINANCIAL CORP SEDOL 2654461 | 0.30% | CUMMINS INC SEDOL 2240202 | 0.29% | JPMORGAN CHASE & CO 03.9640 11/15/2048 | 0.28% | BROADCOM INC SEDOL BDZ78H9 | 0.28% | MCKESSON CORP SEDOL 2378534 | 0.28% | HILTON WORLDWIDE HOLDINGS IN SEDOL BYVMW06 | 0.28% | BIOGEN INC SEDOL 2455965 | 0.28% | LAM RESEARCH CORP SEDOL 2502247 | 0.27% | BRISTOL-MYERS SQUIBB CO SEDOL 2126335 | 0.27% | VEEVA SYSTEMS INC-CLASS A SEDOL BFH3N85 | 0.27% | AMERIPRISE FINANCIAL INC SEDOL B0J7D57 | 0.26% | PFIZER INC SEDOL 2684703 | 0.25% | TARGET CORP SEDOL 2259101 | 0.24% | ROCHE HOLDING AG-GENUSSCHEIN SEDOL 7110388 | 0.24% | FACEBOOK INC-CLASS A SEDOL B7TL820 | 0.23% | SYNCHRONY FINANCIAL SEDOL BP96PS6 | 0.23% | HERSHEY CO/THE SEDOL 2422806 | 0.23% | FORTINET INC SEDOL B5B2106 | 0.23% | GOLDMAN SACHS GROUP INC SEDOL 2407966 | 0.23% | EXPEDIA GROUP INC SEDOL B748CK2 | 0.23% | BANK OF AMERICA CORP 06.1100 01/29/2037 | 0.22% | UNITED AIRLINES HOLDINGS INC SEDOL B4QG225 | 0.22% | ZIMMER BIOMET HOLDINGS INC SEDOL 2783815 | 0.22% | ALLSTATE CORP SEDOL 2019952 | 0.22% | FNMA FN30 AS7003 UMBS 03.0000 04/01/2046 | 0.22% | GILEAD SCIENCES INC SEDOL 2369174 | 0.22% | NOVARTIS AG-REG SEDOL 7103065 | 0.22% | WALT DISNEY COMPANY 07.7500 12/01/2045 | 0.21% | DISCOVER FINANCIAL SERVICES SEDOL B1YLC43 | 0.21% | ALLERGAN PLC SEDOL BY9D546 | 0.20% | PULTEGROUP INC SEDOL 2708841 | 0.20% | KLA CORP SEDOL 2480138 | 0.20% | EVERGY INC SEDOL BFMXGR0 | 0.19% | CADENCE DESIGN SYS INC SEDOL 2302232 | 0.19% | HARTFORD FINANCIAL SVCS GRP SEDOL 2476193 | 0.19% | PUBLIC SERVICE ENTERPRISE GP SEDOL 2707677 | 0.18% | REPUBLIC OF INDONESIA REGS 05.8750 01/15/2024 | 0.18% | E*TRADE FINANCIAL CORPORATION | 0.18% | SYNOPSYS INC SEDOL 2867719 | 0.18% | CITIGROUP INC 03.6680 07/24/2028 | 0.18% | ENTERGY CORP SEDOL 2317087 | 0.18% | ACTIVISION BLIZZARD INC SEDOL 2575818 | 0.18% | AT&T INC SEDOL 2831811 | 0.18% | FNMA FN30 BC2733 UMBS 03.0000 05/01/2046 | 0.17% | AGILENT TECHNOLOGIES INC SEDOL 2520153 | 0.17% | AUTODESK INC SEDOL 2065159 | 0.17% | MGM RESORTS INTERNATIONAL SEDOL 2547419 | 0.17% | UBS GROUP AG P/P 144A 03.4910 05/23/2023 | 0.17% | CONOCOPHILLIPS | 0.16% | MORGAN STANLEY 03.6250 01/20/2027 | 0.16% | AES CORP SEDOL 2002479 | 0.16% | NOVO NORDISK A/S-B SEDOL BHC8X90 | 0.16% | LEIDOS HOLDINGS INC SEDOL BDV82B8 | 0.16% | WILLIAMS COS INC SEDOL 2967181 | 0.16% | SONY CORP SEDOL 6821506 | 0.15% | AMETEK INC SEDOL 2089212 | 0.15% | TREASURY BILL 00.0000 05/07/2020 | 0.15% | VISTRA ENERGY CORP SEDOL BZ8VJQ8 | 0.15% | ALLIANZ SE-REG SEDOL 5231485 | 0.15% | CENTERPOINT ENERGY INC SEDOL 2440637 | 0.15% | VERIZON COMM 04.3290 09/21/2028 | 0.14% | JOHNSON CONTROLS INTERNATION SEDOL BY7QL61 | 0.14% | ALTICE USA INC- A SEDOL BDRY7P9 | 0.14% | AT&T INC 04.1000 02/15/2028 | 0.14% | MICROSOFT CORP 03.7000 08/08/2046 | 0.14% | ALLY FINANCIAL INC SEDOL B72XK05 | 0.14% | ENEL SPA SEDOL 7144569 | 0.14% | CF INDUSTRIES HOLDINGS INC SEDOL B0G4K50 | 0.14% | UNILEVER NV SEDOL B1527V7 | 0.14% | ABBVIE INC P/P 144A 03.2000 11/21/2029 | 0.14% | EQUINIX INC SEDOL BVLZX12 | 0.14% | AVALONBAY COMMUNITIES INC SEDOL 2131179 | 0.14% | AGNC INVESTMENT CORP SEDOL BYYHJL8 | 0.13% | ATLASSIAN CORP PLC-CLASS A SEDOL BZ09BD1 | 0.13% | GOLDMAN SACHS GROUP INC 02.6000 12/27/2020 | 0.13% | ABBVIE INC SEDOL B92SR70 | 0.13% | NORWEGIAN CRUISE LINE HOLDIN SEDOL B9CGTC3 | 0.13% | CBRE GROUP INC - A SEDOL B6WVMH3 | 0.13% | KDDI CORP SEDOL 6248990 | 0.13% | LINCOLN NATIONAL CORP SEDOL 2516378 | 0.12% | NESTLE SA-REG SEDOL 7123870 | 0.12% | PINNACLE WEST CAPITAL SEDOL 2048804 | 0.12% | DOVER CORP SEDOL 2278407 | 0.12% | ESSEX PROPERTY TRUST INC SEDOL 2316619 | 0.12% | HOLOGIC INC SEDOL 2433530 | 0.12% | UNILEVER PLC SEDOL B10RZP7 | 0.12% | INVITATION HOMES INC SEDOL BD81GW9 | 0.12% | RIO TINTO PLC SEDOL 0718875 | 0.12% | THERMO FISHER SCIENTIFIC INC SEDOL 2886907 | 0.12% | VEREIT INC SEDOL BYVVTJ1 | 0.12% | COMMONWEALTH BK AUST P/P 144A 02.2000 11/09/2020 | 0.12% | FIVE CORNERS FUNDING P/P 144A 04.4190 11/15/2023 | 0.12% | REPUBLIC SERVICES INC SEDOL 2262530 | 0.12% | VERISK ANALYTICS INC SEDOL B4P9W92 | 0.12% | KERING SEDOL 5505072 | 0.12% | LEGAL & GENERAL GROUP PLC SEDOL 0560399 | 0.12% | BNP PARIBAS SEDOL 7309681 | 0.12% | HOYA CORP SEDOL 6441506 | 0.12% | ZOETIS INC SEDOL B95WG16 | 0.12% | IBM CORP 01.8750 08/01/2022 | 0.11% | ROYAL DUTCH SHELL PLC-B SHS SEDOL B03MM40 | 0.11% | SUMITOMO MITSUI FINANCIAL GR SEDOL 6563024 | 0.11% | KONINKLIJKE PHILIPS NV SEDOL 5986622 | 0.11% | OMNICOM GROUP SEDOL 2279303 | 0.11% | FNMA FN30 AS7154 UMBS 03.0000 05/01/2046 | 0.11% | TREASURY BILL 00.0000 05/21/2020 | 0.11% | WOOLWORTHS GROUP LTD SEDOL 6981239 | 0.11% | WESTPAC BANKING CORP USD 02.1500 03/06/2020 | 0.11% | XEROX HOLDINGS CORP SEDOL BJJD5G3 | 0.11% | CRH PLC SEDOL 4182249 | 0.11% | ASTELLAS PHARMA INC SEDOL 6985383 | 0.11% | BOOZ ALLEN HAMILTON HOLDINGS SEDOL B5367T7 | 0.11% | EASTMAN CHEMICAL CO SEDOL 2298386 | 0.11% | HITACHI LTD SEDOL 6429104 | 0.11% | ITOCHU CORP SEDOL 6467803 | 0.11% | PARTNERS GROUP HOLDING AG SEDOL B119QG0 | 0.10% | SANDVIK AB SEDOL B1VQ252 | 0.10% | WOLTERS KLUWER SEDOL 5671519 | 0.10% | ASHTEAD GROUP PLC SEDOL 0053673 | 0.10% | AMGEN INC 03.4500 10/01/2020 | 0.10% | BANCO BILBAO VIZCAYA ARGENTA SEDOL 5501906 | 0.10% | HD SUPPLY HOLDINGS INC SEDOL BBL5981 | 0.10% | DEUTSCHE POST AG-REG SEDOL 4617859 | 0.10% | SHIONOGI & CO LTD SEDOL 6804682 | 0.10% | VORNADO REALTY TRUST SEDOL 2933632 | 0.10% | ALPHABET INC 03.6250 05/19/2021 | 0.10% | DENTSPLY SIRONA INC SEDOL BYNPPC6 | 0.10% | DEUTSCHE TELEKOM AG-REG SEDOL 5842359 | 0.10% | DUKE REALTY CORP SEDOL 2284084 | 0.10% | GARMIN LTD SEDOL B3Z5T14 | 0.10% | TELEDYNE TECHNOLOGIES INC SEDOL 2503477 | 0.10% | GOLDMAN SACHS GROUP INC 04.2230 05/01/2029 | 0.10% | SYSCO CORP SEDOL 2868165 | 0.10% | HEICO CORP SEDOL 2419217 | 0.10% | PRUDENTIAL FINANCIAL INC SEDOL 2819118 | 0.10% | VNESHECONOMBANK P/P 144A 06.8000 11/22/2025 | 0.10% | AVIVA PLC SEDOL 0216238 | 0.10% | DTE ENERGY COMPANY SEDOL 2280220 | 0.10% | FAIR ISAAC CORP SEDOL 2330299 | 0.09% | ORIX CORP SEDOL 6661144 | 0.09% | TOTAL CAPITAL INTL SA USD 02.7500 06/19/2021 | 0.09% | CVS HEALTH CORP 04.7800 03/25/2038 | 0.09% | EXXON MOBIL CORPORATION 02.2220 03/01/2021 | 0.09% | MBX.FN30.500.10 R USL1M P 01/12/41 BC | 0.09% | AMERICAN ELECTRIC POWER SEDOL 2026242 | 0.09% | ARISTOCRAT LEISURE LTD SEDOL 6253983 | 0.09% | CARLSBERG AS-B SEDOL 4169219 | 0.09% | HERMES INTERNATIONAL SEDOL 5253973 | 0.09% | SHIN-ETSU CHEMICAL CO LTD SEDOL 6804585 | 0.09% | CK ASSET HOLDINGS LTD SEDOL BYZQ077 | 0.09% | COMPASS GROUP PLC SEDOL BD6K457 | 0.09% | SALESFORCE.COM INC 03.7000 04/11/2028 | 0.09% | STORE CAPITAL CORP SEDOL BSKRKJ5 | 0.09% | DEUTSCHE TELEKOM INT FIN USD 08.7500 06/15/2030 | 0.09% | NINTENDO CO LTD SEDOL 6639550 | 0.09% | NRG ENERGY INC SEDOL 2212922 | 0.09% | STEEL DYNAMICS INC SEDOL 2849472 | 0.09% | MBX.GII30.450.10 R USL1M P 01/12/41 CS | 0.09% | SHELL INTERNATIONAL FIN USD 02.1250 05/11/2020 | 0.09% | SWISS RE TREAS P/P 144A 04.2500 12/06/2042 | 0.09% | KINDER MORGAN INC 03.1500 01/15/2023 | 0.09% | AVERY DENNISON CORP SEDOL 2066408 | 0.09% | INDUSTRIA DE DISENO TEXTIL SEDOL BP9DL90 | 0.09% | AFLAC INC SEDOL 2026361 | 0.08% | COMCAST CORP 03.9690 11/01/2047 | 0.08% | MICHELIN (CGDE) SEDOL 4588364 | 0.08% | TELSTRA CORP LTD SEDOL 6087289 | 0.08% | UNITED TECHNOLOGIES CORP 01.9000 05/04/2020 | 0.08% | BERRY GLOBAL GROUP INC SEDOL B8BR3H3 | 0.08% | DUPONT DE NEMOURS INC SEDOL BK0VN47 | 0.08% | JPMORGAN CHASE & CO 04.6000 01/23/2050 | 0.08% | UNITEDHEALTH GROUP INC 03.9500 10/15/2042 | 0.08% | AMERICAN TOWER CORP 02.7500 01/15/2027 | 0.08% | WH GROUP LTD SEDOL BLLHKZ1 | 0.08% | ANGLO AMER PLC SEDOL B1XZS82 | 0.08% | PEUGEOT SA SEDOL 7103526 | 0.08% | US FOODS HOLDING CORP SEDOL BYVFC94 | 0.08% | APPLE INC 04.3750 05/13/2045 | 0.08% | COVESTRO AG SEDOL BYTBWY9 | 0.08% | ESSITY AKTIEBOLAG-B SEDOL BF1K7P7 | 0.08% | ROGERS COMMUNICATIONS IN USD 04.5000 03/15/2043 | 0.08% | DAIKIN INDUSTRIES LTD SEDOL 6250724 | 0.08% | HP INC SEDOL BYX4D52 | 0.08% | IHS MARKIT LTD P/P 144A 04.7500 02/15/2025 | 0.08% | ALLISON TRANSMISSION HOLDING SEDOL B4PZ892 | 0.08% | AMAZON.COM INC 03.1500 08/22/2027 | 0.08% | CWALT 2006-OA10 4A1 01.8509 08/25/2046 | 0.08% | DIAMOND 1 FIN/DIAM P/P 144A 06.0200 06/15/2026 | 0.08% | DR HORTON INC SEDOL 2250687 | 0.08% | INTL BUSINESS MACHINES CORP SEDOL 2005973 | 0.08% | NOVARTIS CAPITAL CORP 04.0000 11/20/2045 | 0.08% | BERKSHIRE HATHAWAY FIN 04.2500 01/15/2021 | 0.08% | ENERGY TRANSFER OPERATNG 06.6250 02/15/2028 | 0.08% | SUN COMMUNITIES INC SEDOL 2860257 | 0.08% | FIFTH THIRD BANCORP SEDOL 2336747 | 0.08% | 3I GROUP PLC SEDOL B1YW440 | 0.08% | BROADCOM CRP / CAYM 03.5000 01/15/2028 | 0.08% | COCA-COLA HBC AG-DI SEDOL B9895B7 | 0.08% | CREDIT AGRICOLE SA SEDOL 7262610 | 0.08% | DISCOVERY INC - A SEDOL B3D7K31 | 0.08% | ENTERPRISE PRODUCTS OPER 04.2500 02/15/2048 | 0.08% | AENA SME SA SEDOL BVRZ8L1 | 0.07% | ASSOCIATED BRITISH FOODS PLC SEDOL 0673123 | 0.07% | AXALTA COATING SYSTEMS LTD SEDOL BSFWCF5 | 0.07% | COMM 2013-CR13 AM 04.4490 11/10/2046 | 0.07% | FIAT CHRYSLER AUTOMOBILES NV SEDOL BRJFWP3 | 0.07% | INTERPUBLIC GROUP COS 04.6500 10/01/2028 | 0.07% | NEW RESIDENTIAL INVESTMENT SEDOL BRJ9GW0 | 0.07% | UNITEDHEALTH GROUP INC 02.7500 02/15/2023 | 0.07% | GNMA GII30 4246 06.5000 09/20/2038 | 0.07% | PETROBRAS GLOBAL FINANCE USD 06.2500 03/17/2024 | 0.07% | SKANDINAVISKA ENSKILDA BAN-A SEDOL 4813345 | 0.07% | AT&T INC 04.7500 05/15/2046 | 0.07% | CAMDEN PROPERTY TRUST SEDOL 2166320 | 0.07% | SANTOS LTD SEDOL 6776703 | 0.07% | SPST 2018-8 A 02.3594 02/24/2020 | 0.07% | VOLKSWAGEN AG PFD SEDOL 5497168 | 0.07% | ASPEN TECHNOLOGY INC SEDOL 2051868 | 0.07% | TCI COMMUNICATIONS INC 07.1250 02/15/2028 | 0.07% | WALMART INC SEDOL 2936921 | 0.07% | CHEMED CORP SEDOL 2190084 | 0.07% | ONCOR ELECTRIC DELIV 03.7500 04/01/2045 | 0.07% | PPG INDUSTRIES INC SEDOL 2698470 | 0.07% | BRISTOL-MYERS P/P 144A 02.9000 07/26/2024 | 0.07% | NIELSEN HOLDINGS PLC SEDOL BWFY550 | 0.07% | RELIANCE STEEL & ALUMINUM SEDOL 2729068 | 0.07% | HILL-ROM HOLDINGS INC SEDOL 2425924 | 0.07% | CIGNA CORP P/P 144A 04.5000 03/15/2021 | 0.07% | CWALT 2006-OA7 1A2 03.0853 06/25/2046 | 0.07% | DUKE ENERGY CORP 04.2000 06/15/2049 | 0.07% | GENPACT LTD SEDOL B23DBK6 | 0.07% | NIPPON TELEGRAPH & TELEPHONE SEDOL 6641373 | 0.07% | OMNICOM GP/OMNICOM CAP 03.6000 04/15/2026 | 0.07% | ORACLE CORP 02.5000 10/15/2022 | 0.07% | PETROBRAS GLOBAL FINANCE USD 07.3750 01/17/2027 | 0.07% | COMMONWEALTH BK AUST P/P 144A 03.1500 09/19/2027 | 0.06% | COSTAR GROUP INC SEDOL 2262864 | 0.06% | KINDER MORGAN ENER PART 03.5000 03/01/2021 | 0.06% | WELLS FARGO & COMPANY 02.6000 07/22/2020 | 0.06% | BRITISH AMERICAN TOBACCO PLC SEDOL 0287580 | 0.06% | CIGNA CORP 03.7500 07/15/2023 | 0.06% | CSX CORP 04.1000 03/15/2044 | 0.06% | GENERAL MOTORS FINL CO 04.0000 10/06/2026 | 0.06% | MICROSOFT CORP 01.5500 08/08/2021 | 0.06% | BALL CORP SEDOL 2073022 | 0.06% | BANK LEUMI LE-ISRAEL SEDOL 6076425 | 0.06% | ERAC USA FINANCE LLC P/P 144A 05.6250 03/15/2042 | 0.06% | FAURECIA SEDOL 4400446 | 0.06% | FORTESCUE METALS GROUP LTD SEDOL B2B2B49 | 0.06% | REINSURANCE GROUP OF AMERICA SEDOL 2731193 | 0.06% | SERVICEMASTER GLOBAL HOLDING SEDOL BNG8BF0 | 0.06% | VERIZON COMMUNICATIONS 04.4000 11/01/2034 | 0.06% | AMAZON.COM INC 03.3000 12/05/2021 | 0.06% | APARTMENT INVT & MGMT CO -A SEDOL BJLNBG3 | 0.06% | CATERPILLAR INC SEDOL 2180201 | 0.06% | CISCO SYSTEMS INC 02.2000 02/28/2021 | 0.06% | ECOLAB INC 03.2500 12/01/2027 | 0.06% | FNMA FN40 BF0171 UMBS 04.0000 01/01/2057 | 0.06% | HENDERSON LAND DEVELOPMENT SEDOL 6420538 | 0.06% | NSTAR ELECTRIC CO 02.3750 10/15/2022 | 0.06% | ABN AMRO BANK NV-CVA SEDOL BYQP136 | 0.06% | BP CAP MARKETS AMERICA 03.1190 05/04/2026 | 0.06% | CSMC 2016-NXSR C 04.5047 12/15/2049 | 0.06% | DEUTSCHE BOERSE AG SEDOL 7021963 | 0.06% | HIKARI TSUSHIN INC SEDOL 6416322 | 0.06% | MONSTER BEVERAGE CORP SEDOL BZ07BW4 | 0.06% | WESTERN DIGITAL CORPORATION 04.7500 02/15/2026 | 0.06% | F5 NETWORKS INC SEDOL 2427599 | 0.06% | GAMING AND LEISURE PROPERTIE SEDOL BFPK4S5 | 0.06% | GLAXOSMITHKLINE PLC SEDOL 0925288 | 0.06% | JOHNSON CONTROLS INTL PL 04.9500 07/02/2064 | 0.06% | MGIC INVESTMENT CORP SEDOL 2548616 | 0.06% | SHELL INTERNATIONAL FIN USD 02.8750 05/10/2026 | 0.06% | SIRIUS XM RADIO INC P/P 144A 05.0000 08/01/2027 | 0.06% | WR BERKLEY CORP SEDOL 2093644 | 0.06% | ERAC USA FINANCE LLC P/P 144A 07.0000 10/15/2037 | 0.06% | VIACOMCBS INC 04.5000 03/01/2021 | 0.06% | CAMDEN PROPERTY TRUST 04.8750 06/15/2023 | 0.06% | EQUITY LIFESTYLE PROPERTIES SEDOL 2563125 | 0.06% | GNMA GII30 4581 06.5000 11/20/2039 | 0.06% | TEMPUR SEALY INTERNATIONAL I SEDOL 2216991 | 0.06% | AURIZON HOLDINGS LTD SEDOL B87CVM3 | 0.06% | BHP GROUP PLC SEDOL BH0P3Z9 | 0.06% | CHARLES RIVER LABORATORIES SEDOL 2604336 | 0.06% | CSC HOLDINGS LLC 05.2500 06/01/2024 | 0.06% | AMERICAN INTL GROUP 08.1750 05/15/2058 | 0.05% | DOLLAR GENERAL CORP 03.2500 04/15/2023 | 0.05% | HONEYWELL INTL 03.8120 11/21/2047 | 0.05% | MIDAMERICAN FUNDING LLC 06.9270 03/01/2029 | 0.05% | NEXON CO LTD SEDOL B63QM77 | 0.05% | ACS ACTIVIDADES SEDOL B01FLQ6 | 0.05% | AMER TRANS SYST P/P 144A 05.0000 09/01/2044 | 0.05% | CELANESE CORP SEDOL B05MZT4 | 0.05% | FEDERAL REALTY INVS TRUST SEDOL 2333931 | 0.05% | LPL FINANCIAL HOLDINGS INC SEDOL B75JX34 | 0.05% | NORTHROP GRUMMAN CORP 03.2500 01/15/2028 | 0.05% | AUTONATION INC. 05.5000 02/01/2020 | 0.05% | CAS 2015-C04 2M2 07.2109 04/25/2028 | 0.05% | COMM 2012-LC4 C 05.7215 12/10/2044 | 0.05% | LEGRAND SA SEDOL B11ZRK9 | 0.05% | TAISEI CORP SEDOL 6870100 | 0.05% | AMERICAN ELECTRIC POWER 04.3000 12/01/2028 | 0.05% | E.ON SE SEDOL 4942904 | 0.05% | FISERV INC 04.2000 10/01/2028 | 0.05% | GEBERIT AG-REG SEDOL B1WGG93 | 0.05% | HYATT HOTELS CORP 04.8500 03/15/2026 | 0.05% | PPL CAPITAL FUNDING INC 04.2000 06/15/2022 | 0.05% | ROKU INC SEDOL BZ1LFG7 | 0.05% | TORONTO-DOMINION BANK USD 03.6250 09/15/2031 | 0.05% | BRIXMOR PROPERTY GROUP INC SEDOL BFTDJL8 | 0.05% | STMICROELECTRONICS NV SEDOL 5962332 | 0.05% | TPAT 2018-SL1 A P/P 144A 02.3920 01/25/2046 | 0.05% | AMERICAN FINANCIAL GROUP INC SEDOL 2134532 | 0.05% | ANALOG DEVICES INC 02.8500 03/12/2020 | 0.05% | LIBERTY MEDIA CORP-LIBERTY-C SEDOL BD8QGD5 | 0.05% | ARROW ELECTRONICS INC SEDOL 2051404 | 0.05% | CITIGROUP INC 02.6500 10/26/2020 | 0.05% | DUKE ENERGY CORP 03.1500 08/15/2027 | 0.05% | ENI SPA SEDOL 7145056 | 0.05% | GLOBAL PAYMENTS INC 04.0000 06/01/2023 | 0.05% | PETROLEOS MEXICANOS P/P 144A 06.8400 01/23/2030 | 0.05% | POPULAR INC SEDOL B86QM90 | 0.05% | GNMA GII30 4269 06.5000 10/20/2038 | 0.05% | MERCK & CO INC 03.7000 02/10/2045 | 0.05% | NOMURA RESEARCH INSTITUTE LT SEDOL 6390921 | 0.05% | PRUDENTIAL FINANCIAL INC 05.2000 03/15/2044 | 0.05% | WILLIS TOWERS WATSON PLC USD 05.7500 03/15/2021 | 0.05% | ARKEMA SEDOL B0Z5YZ2 | 0.04% | LEGRAND FRANCE USD 08.5000 02/15/2025 | 0.04% | OUTFRONT MEDIA INC SEDOL BSP6611 | 0.04% | SPST 2019-3 A 02.3594 06/24/2020 | 0.04% | TAYLOR WIMPEY PLC SEDOL 0878230 | 0.04% | BERKSHIRE HATHAWAY ENERG 06.1250 04/01/2036 | 0.04% | CITIGROUP INC 03.8870 01/10/2028 | 0.04% | EQUITY RESIDENTIAL TR REIT | 0.04% | MWST 2019-1 A 02.4609 06/25/2052 | 0.04% | OTSUKA CORP SEDOL 6267058 | 0.04% | SOUTHERN CO/THE SEDOL 2829601 | 0.04% | TWO HARBORS INVESTMENT CORP SEDOL BD832H2 | 0.04% | CON EDISON CO OF NY INC 04.2000 03/15/2042 | 0.04% | KAR AUCTION SERVICES INC SEDOL B4Y1MH7 | 0.04% | NCHET 2003-4 M1 02.7859 10/25/2033 | 0.04% | CAS 2016-C01 1M2 08.4109 08/25/2028 | 0.04% | CITIGROUP INC 04.4500 09/29/2027 | 0.04% | EQUINOR ASA USD 05.1000 08/17/2040 | 0.04% | ISRAEL DISCOUNT BANK -A SEDOL 6451271 | 0.04% | NEWMARKET CORP SEDOL B01CGF1 | 0.04% | AIR LEASE CORP 02.5000 03/01/2021 | 0.04% | BANK OF AMERICA CORP 06.1000 12/29/2049 | 0.04% | EOG RESOURCES INC 02.6250 03/15/2023 | 0.04% | RAYTHEON COMPANY 02.5000 12/15/2022 | 0.04% | ROYAL BANK OF CANADA USD 04.6500 01/27/2026 | 0.04% | WEST JAPAN RAILWAY CO SEDOL 6957995 | 0.04% | HITACHI HIGH-TECHNOLOGY SEDOL 6642804 | 0.04% | IDACORP INC SEDOL 2296937 | 0.04% | MORGAN STANLEY 04.3750 01/22/2047 | 0.04% | SPST 2019-7 A 02.3594 09/24/2020 | 0.04% | WEST PHARMACEUTICAL SERVICES SEDOL 2950482 | 0.04% | AMDOCS LTD SEDOL 2256908 | 0.04% | BOSTON PROPERTIES INC SEDOL 2019479 | 0.04% | CK HUTCHISON HOLDINGS LTD SEDOL BW9P816 | 0.04% | FIDELITY NATL INFO SERV 03.7500 05/21/2029 | 0.04% | ORACLE CORP 05.3750 07/15/2040 | 0.04% | PACKAGING CORP OF AMERIC 04.5000 11/01/2023 | 0.04% | SHIRE ACQ INV IE 03.2000 09/23/2026 | 0.04% | WEYERHAEUSER CO 07.3750 03/15/2032 | 0.04% | DAIWA HOUSE INDUSTRY CO LTD SEDOL 6251363 | 0.04% | DNB NOR ASA SEDOL 4263304 | 0.04% | JPMBB 2013-C15 C 05.3710 11/15/2045 | 0.04% | MICROCHIP TECH INC 04.3330 06/01/2023 | 0.04% | OMV AG SEDOL 4651459 | 0.04% | SEI INVESTMENTS COMPANY SEDOL 2793610 | 0.04% | ALLY FINANCIAL INC 05.7500 11/20/2025 | 0.04% | CONCHO RESOURCES INC 03.7500 10/01/2027 | 0.04% | CSC HOLDINGS LLC 06.7500 11/15/2021 | 0.04% | GOODMAN GROUP SEDOL B03FYZ4 | 0.04% | JONES LANG LASALLE INC SEDOL 2040640 | 0.04% | JUNIPER NETWORKS INC SEDOL 2431846 | 0.04% | REGIONS FINANCIAL CORP 02.7500 08/14/2022 | 0.04% | SNAM SPA SEDOL 7251470 | 0.04% | SPST 2019-11 A 02.4094 10/24/2020 | 0.04% | CHENIERE CORP CHRIST 05.1250 06/30/2027 | 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% | GLENCORE FUNDING LLC P/P 144A 04.0000 04/16/2025 | 0.04% | HOLLYFRONTIER CORP SEDOL B5VX1H6 | 0.04% | AMERISOURCEBERGEN CORP | 0.04% | APPLE INC 03.4500 05/06/2024 | 0.04% | CACI INTERNATIONAL INC -CL A SEDOL 2159267 | 0.04% | CAS 2016-C02 1M2 07.6609 09/25/2028 | 0.04% | CDX CDX.NA.IG.33 100.0 12/20/2024 | 0.04% | EXTENDED STAY AMERICA INC SEDOL BGH3F75 | 0.04% | FIRSTENERGY TRANSMIS P/P 144A 05.4500 07/15/2044 | 0.04% | YANGZIJIANG SHIPBUILDING SEDOL B1VT035 | 0.04% | ASHLAND GLOBAL HOLDINGS INC SEDOL BYND5N1 | 0.03% | AT&T INC 02.9500 07/15/2026 | 0.03% | CCO HOLDINGS LLC P/P 144A 05.3750 06/01/2029 | 0.03% | CF INDUSTRIES INC P/P 144A 04.5000 12/01/2026 | 0.03% | CVS HEALTH CORP 03.7000 03/09/2023 | 0.03% | ECOLAB INC 04.3500 12/08/2021 | 0.03% | FUJITSU LTD SEDOL 6356945 | 0.03% | HILTON WORLDWIDE FIN LLC 04.8750 04/01/2027 | 0.03% | HOCHTIEF AG SEDOL 5108664 | 0.03% | HUNTINGTON BANCSHARES 04.3500 02/04/2023 | 0.03% | IDEX CORP SEDOL 2456612 | 0.03% | PFIZER INC 03.0000 12/15/2026 | 0.03% | TREASURY BILL 00.0000 03/12/2020 | 0.03% | WESTROCK MWV LLC 08.2000 01/15/2030 | 0.03% | ALLY FINANCIAL INC 08.0000 11/01/2031 | 0.03% | BAUSCH HLTH COS INC P/P 144A 06.1250 04/15/2025 | 0.03% | CAS 2016-C04 1M2 05.9109 01/25/2029 | 0.03% | CHS/COMMUNITY HEALTH SYS 06.2500 03/31/2023 | 0.03% | CROWN HOLDINGS INC | 0.03% | ITOCHU TECHNO-SOLUTIONS CORP SEDOL 6200194 | 0.03% | ORACLE CORP 04.0000 11/15/2047 | 0.03% | PETROLEOS MEXICANOS P/P 144A 07.6900 01/23/2050 | 0.03% | SHIRE ACQ INV IRELAND DA USD 02.8750 09/23/2023 | 0.03% | SUN HUNG KAI PROPERTIES SEDOL 6859927 | 0.03% | WEINGARTEN REALTY INVESTORS SEDOL 2946618 | 0.03% | AMERICAN CAMPUS COMMUNITIES SEDOL B02H871 | 0.03% | AXIS CAPITAL HOLDINGS LTD SEDOL 2677606 | 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% | CARDINAL HEALTH INC SEDOL 2175672 | 0.03% | CONSOLIDATED EDISON INC SEDOL 2216850 | 0.03% | MACQUARIE BANK LTD P/P 144A 02.8500 07/29/2020 | 0.03% | SPECTRA ENERGY PARTNERS 03.3750 10/15/2026 | 0.03% | SPRINT CORP 07.8750 09/15/2023 | 0.03% | VOLVO AB-B SHS SEDOL B1QH830 | 0.03% | ANHEUSER-BUSCH CO/IN 03.6500 02/01/2026 | 0.03% | BOC HONG KONG HOLDINGS LTD SEDOL 6536112 | 0.03% | COMMONWEALTH EDISON CO 05.9000 03/15/2036 | 0.03% | COSTCO WHOLESALE CORP SEDOL 2701271 | 0.03% | CURTISS-WRIGHT CORP SEDOL 2241205 | 0.03% | L3HARRIS TECH INC P/P 144A 03.8500 12/15/2026 | 0.03% | LAMB WESTON HOLDINGS P/P 144A 04.8750 11/01/2026 | 0.03% | NRG ENERGY INC P/P 144A 04.4500 06/15/2029 | 0.03% | VERIZON COMMUNICATIONS 05.2500 03/16/2037 | 0.03% | VIACOMCBS INC 04.2000 06/01/2029 | 0.03% | ZOETIS INC 03.9000 08/20/2028 | 0.03% | BP CAPITAL MARKETS PLC USD 03.2790 09/19/2027 | 0.03% | BRDCOM CRP / FIN 03.8750 01/15/2027 | 0.03% | CROWN CASTLE INTL CORP 03.6500 09/01/2027 | 0.03% | CROWN CASTLE INTL CORP 03.7000 06/15/2026 | 0.03% | JAPAN AIRLINES CO LTD SEDOL B8BRV46 | 0.03% | KEURIG DR PEPPER INC 04.5970 05/25/2028 | 0.03% | KKR GROUP FIN CO III P/P 144A 05.1250 06/01/2044 | 0.03% | SARTORIUS STEDIM BIOTECH SEDOL BYZ2QP5 | 0.03% | SHERWIN-WILLIAMS CO 03.4500 06/01/2027 | 0.03% | SUMITOMO MITSUI TRUST HOLDIN SEDOL 6431897 | 0.03% | WAMU 2005-AR9 A1C3 02.6209 07/25/2045 | 0.03% | AES CORP/THE 05.5000 04/15/2025 | 0.03% | ALPHABET INC 01.9980 08/15/2026 | 0.03% | CHARTER COMM OPT LLC 05.3750 05/01/2047 | 0.03% | CISCO SYSTEMS INC 02.5000 09/20/2026 | 0.03% | CLP HOLDINGS LTD SEDOL 6097017 | 0.03% | LIBERTY MEDIA COR-SIRIUSXM A SEDOL BD8QGF7 | 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% | AECOM SEDOL B1VZ431 | 0.03% | BERKSHIRE HATHAWAY FIN 04.3000 05/15/2043 | 0.03% | DISH DBS CORP 05.8750 11/15/2024 | 0.03% | GOLDMAN SACHS GROUP INC 06.7500 10/01/2037 | 0.03% | MICROSOFT CORP 05.3000 02/08/2041 | 0.03% | NAVISTAR INTL TLB L+350 05.1700 11/06/2024 | 0.03% | NTT DOCOMO INC SEDOL 6129277 | 0.03% | OBAYASHI CORP SEDOL 6656407 | 0.03% | SINGAPORE EXCHANGE LTD SEDOL 6303866 | 0.03% | WFRBS 2013-C12 AS 03.5600 03/15/2048 | 0.03% | WFRBS 2013-C15 D P/P 144A 04.6433 08/15/2046 | 0.03% | BERKELEY GROUP HOLDINGS/THE SEDOL B02L3W3 | 0.03% | ENBRIDGE INC USD 04.2500 12/01/2026 | 0.03% | KEYSIGHT TECHNOLOGIES IN SEDOL BQZJ0Q9 | 0.03% | LUNDIN PETROLEUM AB SEDOL 7187627 | 0.03% | MARATHON PETRO CORP 06.5000 03/01/2041 | 0.03% | MYLAN NV SEDOL BVFMFG8 | 0.03% | NITTO DENKO CORP SEDOL 6641801 | 0.03% | PUBLIC SERVICE ELECTRIC 05.5000 03/01/2040 | 0.03% | SAIL 2004-10 A10 02.5609 11/25/2034 | 0.03% | SERVICE CORP INTL 05.3750 05/15/2024 | 0.03% | TREASURY BILL 00.0000 04/02/2020 | 0.03% | UNUM GROUP SEDOL 2433842 | 0.03% | AIR LEASE CORP 04.6250 10/01/2028 | 0.03% | DIGITAL REALTY TRUST LP 04.4500 07/15/2028 | 0.03% | FAIRFAX US INC P/P 144A 04.8750 08/13/2024 | 0.03% | MOODY S CORP | 0.03% | NEUBERGER BERMAN GRP P/P 144A 04.8750 04/15/2045 | 0.03% | SHERWIN-WILLIAMS CO/THE SEDOL 2804211 | 0.03% | WASTE CONNECTIONS INC 03.5000 05/01/2029 | 0.03% | APPLE INC 03.8500 05/04/2043 | 0.02% | BANK OF MONTREAL USD 03.1000 04/13/2021 | 0.02% | COMM 2012-CR2 AM 03.7910 08/15/2045 | 0.02% | COMM 2014-UBS6 XA IO 01.0445 12/10/2047 | 0.02% | ENERGY TRANSFER OPERATNG 03.7500 05/15/2030 | 0.02% | FHR 3065 DC 14.8313 03/15/2035 | 0.02% | GENERAL DYNAMICS CORP 02.2500 11/15/2022 | 0.02% | GFL ENVIRONMENTAL P/P 144A 07.0000 06/01/2026 | 0.02% | INTERNATIONAL PAPER CO 03.0000 02/15/2027 | 0.02% | KEURIG DR PEPPER INC 04.4170 05/25/2025 | 0.02% | MATCH GROUP INC P/P 144A 05.0000 12/15/2027 | 0.02% | MBX.FN30.500.09 R USL1M P 01/12/40 BC | 0.02% | NRG P/P 144A 03.7500 06/15/2024 | 0.02% | S&P GLOBAL INC 02.5000 12/01/2029 | 0.02% | SUZUKEN CO LTD SEDOL 6865560 | 0.02% | TAKE-TWO INTERACTIVE SOFTWRE SEDOL 2122117 | 0.02% | TARGA RESOURCES PART 05.0000 01/15/2028 | 0.02% | TEMPO ACQ LLC/FI P/P 144A 06.7500 06/01/2025 | 0.02% | TWDC ENTERPRISES 18 CORP 02.7500 08/16/2021 | 0.02% | AIG GLOBAL FUNDING P/P 144A 02.1500 07/02/2020 | 0.02% | APPLE INC 02.0000 05/06/2020 | 0.02% | EQUINOR ASA SEDOL 7133608 | 0.02% | EQUINOR ASA USD 02.9000 11/08/2020 | 0.02% | GENTING SINGAPORE LTD SEDOL BDRTVP2 | 0.02% | INTL FLAVOR & FRAGRANCES 04.4500 09/26/2028 | 0.02% | LIBERTY PROPERTY TRUST SEDOL 2513681 | 0.02% | PPSI 2004-WCW2 M3 02.7109 10/25/2034 | 0.02% | UNITED MEXICAN STATES USD 05.5500 01/21/2045 | 0.02% | WAMU 2005-AR12 1A8 03.8777 10/25/2035 | 0.02% | WILMAR INTERNATIONAL LTD SEDOL B17KC69 | 0.02% | ALFRESA HOLDINGS CORP SEDOL 6687214 | 0.02% | CIT GROUP INC. 05.2500 03/07/2025 | 0.02% | COPA HOLDINGS SA-CLASS A SEDOL B0TNJH9 | 0.02% | EURONET WORLDWIDE INC | 0.02% | SPST 2019-WL1 A 02.3109 08/25/2052 | 0.02% | TESCO PLC SEDOL 0884709 | 0.02% | VISTRA OPERATION P/P 144A 03.5500 07/15/2024 | 0.02% | ALLERGAN FUNDING SCS USD 03.4500 03/15/2022 | 0.02% | BT GROUP PLC SEDOL 3091357 | 0.02% | CENTENE CORP P/P 144A 04.6250 12/15/2029 | 0.02% | COMCAST CORP 03.4500 02/01/2050 | 0.02% | COMM 2014-CR17 C 04.9455 05/10/2047 | 0.02% | CROWN CASTLE INTL CORP 03.8000 02/15/2028 | 0.02% | FNR 2018-86 DS IO 04.4391 12/25/2048 | 0.02% | NUTRIEN LTD USD 04.1250 03/15/2035 | 0.02% | PRUDENTIAL FINANCIAL INC 05.6250 06/15/2043 | 0.02% | PULTEGROUP INC 05.5000 03/01/2026 | 0.02% | PULTEGROUP INC. 07.8750 06/15/2032 | 0.02% | STEVENS HLDG CO INC P/P 144A 06.1250 10/01/2026 | 0.02% | SUNDRUG CO LTD SEDOL 6817895 | 0.02% | TRANSDIGM INC. P/P 144A 06.2500 03/15/2026 | 0.02% | VIACOMCBS INC 04.6000 01/15/2045 | 0.02% | VISTRA OPERATION P/P 144A 04.3000 07/15/2029 | 0.02% | WFRBS 2011-C3 D P/P 144A 05.8567 03/15/2044 | 0.02% | AES CORP/THE 05.1250 09/01/2027 | 0.02% | ALIMENTATION COUCHE-TARD 3.550000 07/26/2027 | 0.02% | APPLE INC 02.8500 05/11/2024 | 0.02% | BOISE CASCADE CO P/P 144A 05.6250 09/01/2024 | 0.02% | CAPGEMINI SE SEDOL 4163437 | 0.02% | COX COMM INC P/P 144A 03.5000 08/15/2027 | 0.02% | CROWN CASTLE INTL CORP 03.1500 07/15/2023 | 0.02% | ENDEAVOR ENERGY P/P 144A 05.7500 01/30/2028 | 0.02% | ENERGY TRANSFER OPERA 05.8750 01/15/2024 | 0.02% | ENERGY TRANSFER OPERATNG 05.2000 02/01/2022 | 0.02% | GCP APPLIED TECH P/P 144A 05.5000 04/15/2026 | 0.02% | HOLLY ENERGY PARTNE P/P 144A 06.0000 08/01/2024 | 0.02% | KINDER MORGAN ENER PART 03.4500 02/15/2023 | 0.02% | LBMLT 2004-1 A2 02.4609 02/25/2034 | 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% | NOVELIS CORP P/P 144A 05.8750 09/30/2026 | 0.02% | OSHKOSH CORP 05.3750 03/01/2025 | 0.02% | RAYTHEON COMPANY 04.8750 10/15/2040 | 0.02% | STANDARD IND INC P/P 144A 05.3750 11/15/2024 | 0.02% | STAPLES INC P/P 144A 07.5000 04/15/2026 | 0.02% | SWISS LIFE HOLDING AG-REG SEDOL 7437805 | 0.02% | T-MOBILE USA INC 04.7500 02/01/2028 | 0.02% | VIDEOTRON LTD / LTEE P/P 144A 05.1250 04/15/2027 | 0.02% | WFRBS 2011-C2 D P/P 144A 05.8389 02/15/2044 | 0.02% | CHIMERA INVESTMENT CORP SEDOL BVZCNC0 | 0.02% | COMCAST CORP 06.5000 11/15/2035 | 0.02% | CWALT 2005-27 1A1 02.4611 08/25/2035 | 0.02% | FNR 2006-8 HP 18.4768 03/25/2036 | 0.02% | MARSH & MCLENNAN COS INC 04.3750 03/15/2029 | 0.02% | NUTRIEN LTD USD 05.2500 01/15/2045 | 0.02% | ONEMAIN HOLDINGS INC SEDOL BYSZB89 | 0.02% | SPRINT CAPITAL CORPORATION 06.8750 11/15/2028 | 0.02% | WATCO COS LLC/FI P/P 144A 06.3750 04/01/2023 | 0.02% | WFCM 2013-LC12 C 04.4195 07/15/2046 | 0.02% | AVALARA INC SEDOL BZ1NVP4 | 0.02% | CARLISLE COS INC SEDOL 2176318 | 0.02% | DIAMOND SPORTS GR/DI P/P 144A 06.6250 08/15/2027 | 0.02% | GENERAL MOTORS FINL CO 04.3000 07/13/2025 | 0.02% | JAPAN PRIME REALTY INVESTMEN SEDOL 6528175 | 0.02% | JPMBB 2014-C22 C 04.7060 09/15/2047 | 0.02% | JPMORGAN CHASE & CO 06.1000 02/01/2049 | 0.02% | KINDER MORGAN INC/DELAWA 07.7500 01/15/2032 | 0.02% | L3HARRIS TECH INC P/P 144A 04.4000 06/15/2028 | 0.02% | PLANTRONICS INC P/P 144A 05.5000 05/31/2023 | 0.02% | S&P GLOBAL INC 02.9500 01/22/2027 | 0.02% | BECTON DICKINSON AND CO 03.7000 06/06/2027 | 0.02% | CANTOR FITZGERALD LP P/P 144A 06.5000 06/17/2022 | 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% | ISRAEL CHEMICALS LTD SEDOL 6455530 | 0.02% | MITSUBISHI UFJ LEASE & FINAN SEDOL 6268976 | 0.02% | NETFLIX INC. 05.8750 11/15/2028 | 0.02% | NUTRIEN LTD. USD 04.2000 04/01/2029 | 0.02% | OSHKOSH CORP 04.6000 05/15/2028 | 0.02% | TOKYO ELECTRON LTD SEDOL 6895675 | 0.02% | VIACOMCBS INC 02.9000 01/15/2027 | 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% | BRISTOL-MYERS P/P 144A 03.4000 07/26/2029 | 0.02% | CCO HLDGS LLC/CAP CO P/P 144A 05.7500 02/15/2026 | 0.02% | CMLTI 2005-2 1A2A 04.5026 05/25/2035 | 0.02% | COMM 2013-CR11 AM 04.7150 08/10/2050 | 0.02% | EQUINIX INC 03.2000 11/18/2029 | 0.02% | FIDELITY NATIONAL INFORM 04.2500 05/15/2028 | 0.02% | FNR 2007-53 SP 18.1101 06/25/2037 | 0.02% | GNR 2013-14 IO IO 03.5000 12/20/2042 | 0.02% | GNR 2015-H26 DI IO 01.9057 10/20/2065 | 0.02% | GOLDEN NUGGET INC P/P 144A 06.7500 10/15/2024 | 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% | HUB INTL LTD P/P 144A 07.0000 05/01/2026 | 0.02% | INTELSAT JACKSON HLD P/P 144A 09.7500 07/15/2025 | 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% | MEREDITH CORP 06.8750 02/01/2026 | 0.02% | NUANCE COMMUNICATIONS INC SEDOL 2402121 | 0.02% | PENSKE TRUCK LEASING P/P 144A 03.9000 02/01/2024 | 0.02% | SERVICE PROPERTIES TRUST 04.3750 02/15/2030 | 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% | 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% | UNIVAR SOLUTIONS P/P 144A 05.1250 12/01/2027 | 0.02% | VIDEOTRON LTD USD 05.0000 07/15/2022 | 0.02% | WYNN LAS VEGAS P/P 144A 05.2500 05/15/2027 | 0.02% | ZURICH INSURANCE GROUP AG SEDOL 5983816 | 0.02% | AMUNDI SA SEDOL BYZR014 | 0.02% | BRAND ENERGY & I P/P 144A 08.5000 07/15/2025 | 0.02% | BRIGHT HORIZONS FAMILY SOLUT SEDOL B7MJWP2 | 0.02% | BWAY HOLDING CO P/P 144A 07.2500 04/15/2025 | 0.02% | CENTENE CORP 04.7500 05/15/2022 | 0.02% | COMM 2014-CR17 XA IO 01.1356 05/10/2047 | 0.02% | CRC ESCROW ISSUER LL P/P 144A 05.2500 10/15/2025 | 0.02% | DASSAULT AVIATION SA SEDOL 4067164 | 0.02% | GLENCORE FUNDING LLC P/P 144A 04.6250 04/29/2024 | 0.02% | IRON MOUNTAIN INC P/P 144A 04.8750 09/15/2027 | 0.02% | NIELSEN FIN LLC/CO P/P 144A 05.0000 04/15/2022 | 0.02% | RBS GLOBAL/REXNO P/P 144A 04.8750 12/15/2025 | 0.02% | SINGAPORE TECH ENGINEERING SEDOL 6043214 | 0.02% | STAPLES INC. P/P 144A 10.7500 04/15/2027 | 0.02% | USI INC/NY P/P 144A 06.8750 05/01/2025 | 0.02% | VODAFONE GROUP PLC USD 04.3750 05/30/2028 | 0.02% | WERNER FINCO LP/INC P/P 144A 08.7500 07/15/2025 | 0.02% | WFCM 2013-LC12 AS 04.4195 07/15/2046 | 0.02% | APACHE CORPORATION 03.2500 04/15/2022 | 0.02% | AT&T INC 04.3000 02/15/2030 | 0.02% | CINEMARK USA INC 04.8750 06/01/2023 | 0.02% | EPR PROPERTIES 05.7500 CUM CV PFD | 0.02% | FHR 3072 SM 04.2533 11/15/2035 | 0.02% | GMAC CAPITAL TRUST I PCT 07.6948 | 0.02% | GNR 2016-H16 EI IO 02.3987 06/20/2066 | 0.02% | GW B-CR SECURITY P/P 144A 09.5000 11/01/2027 | 0.02% | HUSKY TLB L+300 04.6453 03/28/2025 | 0.02% | IHEARTCOMMUNICATIONS INC 08.3750 05/01/2027 | 0.02% | NAVIENT CORP SEDOL BLP5GX1 | 0.02% | SMURFIT KAPPA TREASURY USD 07.5000 11/20/2025 | 0.02% | TREASURY BILL 00.0000 04/16/2020 | 0.02% | VICI PROPERTIES INC SEDOL BYWH073 | 0.02% | 2.00 R ISWP FWD US0003M P 03/18/2050 | 0.01% | ANHEUSER-BUSCH INBEV WOR 04.7500 01/23/2029 | 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% | BROOKFIELD PROPERTY REIT I-A SEDOL BGHFKV0 | 0.01% | ENBRIDGE INC USD 04.5000 06/10/2044 | 0.01% | GNR 2013-99 AS IO 04.3923 06/20/2043 | 0.01% | HCA INC 05.2500 06/15/2026 | 0.01% | HCA INC 05.5000 06/15/2047 | 0.01% | MEG ENERGY CORP P/P 144A 06.5000 01/15/2025 | 0.01% | PENSKE TRUCK LE P/P 144A 03.4000 11/15/2026 | 0.01% | SPRINT CORP 07.2500 09/15/2021 | 0.01% | TREASURY BILL 00.0000 04/23/2020 | 0.01% | ALKERMES PLC SEDOL B3P6D26 | 0.01% | ALLERGAN FUNDING SCS USD 03.8000 03/15/2025 | 0.01% | ANHEUSER-BUSCH INBEV WOR 02.5000 07/15/2022 | 0.01% | APERGY CORP 06.3750 05/01/2026 | 0.01% | ARMSTRONG WORLD INDUSTRIES SEDOL B1FT462 | 0.01% | ASCEND LEARNING LLC P/P 144A 06.8750 08/01/2025 | 0.01% | BAUSCH HLTH COS INC P/P 144A 07.0000 03/15/2024 | 0.01% | CARRIAGE SVCS INC P/P 144A 06.6250 06/01/2026 | 0.01% | CAS 2015-C01 1M2 05.9609 02/25/2025 | 0.01% | CAS 2015-C03 2M2 06.6609 07/25/2025 | 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% | COMM 2014-UBS6 C 04.5973 12/10/2047 | 0.01% | COMPASS MIN INTL P/P 144A 06.7500 12/01/2027 | 0.01% | COMSTOCK RE INC P/P 144A 07.5000 05/15/2025 | 0.01% | CORNERSTONE BUILDING P/P 144A 08.0000 04/15/2026 | 0.01% | DCP MIDSTREAM P/P 144A 06.7500 09/15/2037 | 0.01% | DENBURY RESOURCES IN P/P 144A 09.0000 05/15/2021 | 0.01% | DH EUROPE FINANCE II USD 03.4000 11/15/2049 | 0.01% | DIAMOND 1 FIN/DIAMON P/P 144A 07.1250 06/15/2024 | 0.01% | ENTERCOM MEDIA CORP P/P 144A 07.2500 11/01/2024 | 0.01% | FIFTH THIRD BANCORP 05.1000 12/29/2049 | 0.01% | FISERV INC 03.5000 07/01/2029 | 0.01% | GNMA GII30 4018 06.5000 08/20/2037 | 0.01% | GOLDEN NUGGET INC P/P 144A 08.7500 10/01/2025 | 0.01% | HCA INC 05.0000 03/15/2024 | 0.01% | INTERPUBLIC GROUP OF COS INC SEDOL 2466321 | 0.01% | ISTAR INC 04.7500 10/01/2024 | 0.01% | JOHNSON CONTROLS INTL PL 04.5000 02/15/2047 | 0.01% | JPMCC 2012-C6 AS 04.1166 05/15/2045 | 0.01% | KEURIG DR PEPPER INC 04.0570 05/25/2023 | 0.01% | KFC HLD/PIZZA HUT/TA P/P 144A 05.2500 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% | MBX.FN30.450.09 R USL1M P 01/12/40 BC | 0.01% | MSBAM 2012-C5 E P/P 144A 04.8334 08/15/2045 | 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% | PETROBRAS GLOBAL FIN P/P 144A 05.0930 01/15/2030 | 0.01% | PQ CORP P/P 144A 05.7500 12/15/2025 | 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% | SERVICE CORP INTL 05.1250 06/01/2029 | 0.01% | SERVICE CORPORATION INTL 04.6250 12/15/2027 | 0.01% | SOHGO SECURITY SERVICES CO SEDOL 6546359 | 0.01% | SOLERA LLC / SOLERA P/P 144A 10.5000 03/01/2024 | 0.01% | SPRINGLEAF FINANCE CORP 05.3750 11/15/2029 | 0.01% | STARWOOD PROP TR 04.7500 03/15/2025 | 0.01% | T-MOBILE USA INC 05.3750 04/15/2027 | 0.01% | TENET HEALTHCARE CORP 08.1250 04/01/2022 | 0.01% | TOPBUILD CORP P/P 144A 05.6250 05/01/2026 | 0.01% | TRANSCANADA TRUST USD 05.3000 03/15/2077 | 0.01% | TRANSDIGM INC 06.3750 06/15/2026 | 0.01% | VISTRA OPERATIONS CO P/P 144A 05.5000 09/01/2026 | 0.01% | VMWARE INC 03.9000 08/21/2027 | 0.01% | WYNN RESORTS FIN LLC P/P 144A 05.1250 10/01/2029 | 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% | AT&T INC 04.3500 03/01/2029 | 0.01% | BANFF MERGER SUB INC P/P 144A 09.7500 09/01/2026 | 0.01% | BOLIDEN AB SEDOL BJV12J7 | 0.01% | BOMBARDIER INC P/P 144A 07.5000 12/01/2024 | 0.01% | BROTHER INDUSTRIES LTD SEDOL 6146500 | 0.01% | CALPINE CORP P/P 144A 04.5000 02/15/2028 | 0.01% | CAS 2014-C02 1M2 04.2609 05/25/2024 | 0.01% | CAS 2016-C01 2M2 08.6109 08/25/2028 | 0.01% | CHS/COMMUNITY P/P 144A 06.6250 02/15/2025 | 0.01% | COMM 2014-LC17 XA IO 00.9240 10/10/2047 | 0.01% | DIAMOND SPORTS P/P 144A 05.3750 08/15/2026 | 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% | GNR 2012-141 WI IO 03.5000 11/20/2041 | 0.01% | HOWARD HUGHES CORP P/P 144A 05.3750 03/15/2025 | 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% | ISTAR INC 04.2500 08/01/2025 | 0.01% | JAGUAR HL / PPDI P/P 144A 06.3750 08/01/2023 | 0.01% | KFC HLD/PIZZA HUT/TA P/P 144A 05.0000 06/01/2024 | 0.01% | MAUSER PACKAGING SOL P/P 144A 05.5000 04/15/2024 | 0.01% | NIELSEN CO LUXEM P/P 144A 05.0000 02/01/2025 | 0.01% | NTT DATA CORP SEDOL 6125639 | 0.01% | PARK-OHIO INDUSTRIES INC 06.6250 04/15/2027 | 0.01% | PENSKE AUTOMOTIVE GROUP 05.5000 05/15/2026 | 0.01% | PROVIDENT FDG/PFG FI P/P 144A 06.3750 06/15/2025 | 0.01% | SABRE GLBL INC P/P 144A 05.3750 04/15/2023 | 0.01% | SCOTTS MIRACLE-GRO P/P 144A 04.5000 10/15/2029 | 0.01% | SIX FLAGS ENT P/P 144A 04.8750 07/31/2024 | 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 P/P 144A 05.5000 11/15/2027 | 0.01% | UNIVISION COMM P/P 144A 05.1250 02/15/2025 | 0.01% | ALIMEN COUCHE P/P 144A 02.9500 01/25/2030 | 0.01% | ALLY FINANCIAL INC 08.0000 03/15/2020 | 0.01% | AMC ENTERTAINMENT HLDGS 05.7500 06/15/2025 | 0.01% | BOMBARDIER INC P/P 144A 07.8750 04/15/2027 | 0.01% | CLUBCORP HLDG INC P/P 144A 08.5000 09/15/2025 | 0.01% | DIAMOND 1 FIN/DIAMON P/P 144A 08.3500 07/15/2046 | 0.01% | DROPBOX INC-CLASS A SEDOL BG0T321 | 0.01% | FHR 3408 EK 19.0481 04/15/2037 | 0.01% | GATES GLOBAL TLB L+275 04.3953 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 2015-GC30 XA IO 00.9442 05/10/2050 | 0.01% | PENSKE AUTO GRP INC 05.7500 10/01/2022 | 0.01% | PRECISION DRILL P/P 144A 07.1250 01/15/2026 | 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% | SM ENERGY CO 06.7500 09/15/2026 | 0.01% | THALES SA SEDOL 4162791 | 0.01% | TMS INTL HLDG CORP P/P 144A 07.2500 08/15/2025 | 0.01% | TOYOTA MOTOR CORP SEDOL 6900643 | 0.01% | US CONCRETE INC 06.3750 06/01/2024 | 0.01% | VIACOMCBS INC 04.0000 01/15/2026 | 0.01% | WESTROCK MWV LLC 07.9500 02/15/2031 | 0.01% | AIR LEASE CORP 03.2500 10/01/2029 | 0.01% | ANTERO RESOURCES 05.3750 11/01/2021 | 0.01% | ARCELORMITTAL USD 07.0000 10/15/2039 | 0.01% | BRAMBLES LTD SEDOL B1FJ0C0 | 0.01% | CAS 2014-C03 2M2 04.5609 07/25/2024 | 0.01% | CENOVUS ENERGY INC USD 06.7500 11/15/2039 | 0.01% | CGCMT 2013-GC17 C 05.2615 11/10/2046 | 0.01% | CITIGROUP INC 04.7500 05/18/2046 | 0.01% | COCA-COLA EUROPEAN PARTNERS SEDOL BYQQ3P5 | 0.01% | CROWN CORK & SEAL CO INC 07.3750 12/15/2026 | 0.01% | FEDEX CORP 02.6250 08/01/2022 | 0.01% | FHR 2990 LB 12.6613 06/15/2034 | 0.01% | FHR 3249 PS 16.7434 12/15/2036 | 0.01% | IOS.FN30.400.10 R USL1M P 01/12/41 BC | 0.01% | NABORS INDUSTRIES INC. 05.7500 02/01/2025 | 0.01% | NEIMAN MARCUS TL L+600 07.7344 10/25/2023 | 0.01% | NOMURA REAL ESTATE HOLDINGS SEDOL B1CWJM5 | 0.01% | SINCLAIR BROADCAST GROUP -A SEDOL 2799351 | 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% | 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 05.6250 07/01/2027 | 0.01% | ASCENT RESOURCES/AEU P/P 144A 10.0000 04/01/2022 | 0.01% | BAUSCH HLTH COS INC P/P 144A 07.2500 05/30/2029 | 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% | CGCMT 2014-GC19 D P/P 144A 05.2616 03/10/2047 | 0.01% | CHARTER COMM OPT LLC/CAP 04.8000 03/01/2050 | 0.01% | CHENIERE CORP CHRIST 05.8750 03/31/2025 | 0.01% | CHS/COMMUNITY HEALT P/P 144A 08.1250 06/30/2024 | 0.01% | CIT GROUP INC 05.0000 08/01/2023 | 0.01% | CNO FINANCIAL GROUP INC 05.2500 05/30/2025 | 0.01% | CNO FINANCIAL GROUP INC 05.2500 05/30/2029 | 0.01% | CNP ASSURANCES SEDOL 5543986 | 0.01% | COMM 2014-CR20 XA IO 01.1781 11/10/2047 | 0.01% | ENTERCOM MEDIA CORP P/P 144A 06.5000 05/01/2027 | 0.01% | FIDELITY NATIONAL INFORM 03.0000 08/15/2026 | 0.01% | GENERAL MOTORS FINL CO 04.0000 01/15/2025 | 0.01% | GFL ENVIRONMENTA P/P 144A 08.5000 05/01/2027 | 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% | HCA INC 04.1250 06/15/2029 | 0.01% | HCA INC 05.3750 09/01/2026 | 0.01% | JPMORGAN CHASE & CO 02.9099 05/15/2047 | 0.01% | KINDER MORGAN ENER PART 05.4000 09/01/2044 | 0.01% | L BRANDS INC 07.5000 06/15/2029 | 0.01% | LIVE NATION ENTERTAI P/P 144A 05.6250 03/15/2026 | 0.01% | MOLINA HEALTHCARE IN 05.3750 11/15/2022 | 0.01% | MSBAM 2014-C14 C 05.0988 02/15/2047 | 0.01% | NATIONSTAR MTG P/P 144A 08.1250 07/15/2023 | 0.01% | NETFLIX INC 04.8750 04/15/2028 | 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% | PANTHER BF AGGRE 2 P/P 144A 08.5000 05/15/2027 | 0.01% | QORVO INC 05.5000 07/15/2026 | 0.01% | REFINITIV US HLDG P/P 144A 06.2500 05/15/2026 | 0.01% | SPRINGLEAF FINANCE CORP 06.8750 03/15/2025 | 0.01% | TRANSOCEAN INC 07.5000 04/15/2031 | 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% | WFRBS 2012-C10 XA IO P/P 144A 01.6857 12/15/2045 | 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% | 1011778 BC / NEW RED P/P 144A 03.8750 01/15/2028 | 0.01% | AIR MEDICAL MERGER S P/P 144A 06.3750 05/15/2023 | 0.01% | AMSTED INDUSTRIES P/P 144A 04.6250 05/15/2030 | 0.01% | ASP AMC MERGER SUB P/P 144A 08.0000 05/15/2025 | 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% | BEACON ROOFING SUPP P/P 144A 04.8750 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% | BUCKEYE PARTNERS LP 03.9500 12/01/2026 | 0.01% | BUILDERS FIRSTSOURCE P/P 144A 05.6250 09/01/2024 | 0.01% | CALPINE CORP P/P 144A 05.2500 06/01/2026 | 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% | COLORADO INTERSTATE GAS CO 06.8500 06/15/2037 | 0.01% | COMMSCOPE TECH LLC P/P 144A 06.0000 06/15/2025 | 0.01% | DIAMONDBACK ENERGY INC 05.3750 05/31/2025 | 0.01% | DISH NETWORK CV 03.3750 08/15/2026 | 0.01% | ENERGY TRANSFER OPERATNG 02.9000 05/15/2025 | 0.01% | ESH HOSPITALITY INC P/P 144A 05.2500 05/01/2025 | 0.01% | FHR 3829 AS IO 05.2738 03/15/2041 | 0.01% | FRONTIER COMM P/P 144A 08.5000 04/01/2026 | 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% | 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% | HANESBRANDS INC P/P 144A 04.6250 05/15/2024 | 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% | 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% | IPALCO ENTPRS IN 03.7000 09/01/2024 | 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% | JOSEPH T RYERSON & S P/P 144A 11.0000 05/15/2022 | 0.01% | JPMCC 2006-LDP9 AMS 05.3370 05/15/2047 | 0.01% | KFC HLD/PIZZA HUT/TA P/P 144A 04.7500 06/01/2027 | 0.01% | LADDER CAP FINAN P/P 144A 04.2500 02/01/2027 | 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% | 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% | LOUISIANA-PACIFIC CORPORATION 04.8750 09/15/2024 | 0.01% | MERCER INTL INC USD 06.5000 02/01/2024 | 0.01% | NATIONSTAR MORT/ 06.5000 07/01/2021 | 0.01% | NATIONSTAR MTG P/P 144A 06.0000 01/15/2027 | 0.01% | NEWELL BRANDS INC 04.2000 04/01/2026 | 0.01% | ORACLE CORP 02.6500 07/15/2026 | 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 FIN USD 05.9990 01/27/2028 | 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% | SINCLAIR TELE P/P 144A 05.5000 03/01/2030 | 0.01% | SPECTRUM BRANDS INC 06.1250 12/15/2024 | 0.01% | SPRINT CORP P/P 144A 07.2500 02/01/2028 | 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% | T-MOBILE USA INC 06.3750 03/01/2025 | 0.01% | TENNANT CO 05.6250 05/01/2025 | 0.01% | TMX FIN LLC/TITLEMAX P/P 144A 11.1250 04/01/2023 | 0.01% | TRANSOCEAN POSEIDON P/P 144A 06.8750 02/01/2027 | 0.01% | TRANSOCEAN SENTR P/P 144A 05.3750 05/15/2023 | 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% | USD/JPY PUT 107.00 20200417 JPMCB | 0.01% | VERTIV INT HOLD CORP P/P 144A 12.0000 02/15/2022 | 0.01% | VISTRA OPERATIONS CO P/P 144A 05.6250 02/15/2027 | 0.01% | WASTE PRO USA INC P/P 144A 05.5000 02/15/2026 | 0.01% | WEEKLEY HOMES LLC 06.0000 02/01/2023 | 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 05.2500 10/15/2027 | 0.01% | WYNDHAM HOTELS & RE P/P 144A 05.3750 04/15/2026 | 0.01% | ALLY FINANCIAL INC 03.8750 05/21/2024 | 0.01% | AMC ENT HOLDIN 05.8750 11/15/2026 | 0.01% | CLEAR CHANNEL WORLD P/P 144A 09.2500 02/15/2024 | 0.01% | ENERGY TRANSFER OPERATNG 06.1250 12/15/2045 | 0.01% | FRONTIER COMM 10.5000 09/15/2022 | 0.01% | INDIGO NATURAL P/P 144A 06.8750 02/15/2026 | 0.01% | MERCK & CO. INC. 02.7500 02/10/2025 | 0.01% | MLMI 2005-A2 A2 03.8839 02/25/2035 | 0.01% | MSBAM 2013-C12 XA IO 00.7631 10/15/2046 | 0.01% | OASIS PETROLEUM INC 06.8750 03/15/2022 | 0.01% | ROBERTSHAW US HOLDING L+325 04.9375 02/28/2025 | 0.01% | SESI LLC 07.1250 12/15/2021 | 0.01% | SM ENERGY CO 05.0000 01/15/2024 | 0.01% | TRANSDIGM INC. 06.5000 07/15/2024 | 0.01% | TRANSOCEAN INC P/P 144A 08.0000 02/01/2027 | 0.01% | TRANSOCEAN PONTUS LT P/P 144A 06.1250 08/01/2025 | 0.01% | USD/JPY PUT 107.00 20200413 UBS | 0.01% | WELLS FARGO & COMPANY 05.8750 12/29/2049 | 0.01% | ANTERO RESOURCES FIN 05.1250 12/01/2022 | 0.01% | CAS 2014-C04 1M2 06.5609 11/25/2024 | 0.01% | CELANESE US HOLDINGS LLC 03.5000 05/08/2024 | 0.01% | CISCO SYSTEMS INC 05.9000 02/15/2039 | 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% | FNR 2005-75 GS 15.2674 08/25/2035 | 0.01% | GBP/USD 03/18/2020 JPMCB | 0.01% | GSMS 2006-GG8 X IO P/P 144A 01.2701 11/10/2039 | 0.01% | KLEPIERRE SEDOL 7582556 | 0.01% | MSBAM 2014-C17 XA IO 01.2669 08/15/2047 | 0.01% | PORSCHE AUTOMOBIL HLDG-PRF SEDOL 7101069 | 0.01% | REVLON CONS TLB L+350 05.4086 09/07/2023 | 0.01% | ROBERTSHAW TL 2L L+800 09.6875 02/28/2026 | 0.01% | SEK/USD 03/18/2020 SSBT | 0.01% | THE SHERWIN-WILLIAMS COMPANY 02.7500 06/01/2022 | 0.01% | UBSBB 2012-C4 XA IO P/P 144A 01.7710 12/10/2045 | 0.01% | AUD/USD 04/15/2020 UBS | 0.00% | BANK OF AMERICA CORP 06.5000 10/29/2049 | 0.00% | CAS 2015-C02 1M2 05.6609 05/25/2025 | 0.00% | CBRE SERVICES INC 05.2500 03/15/2025 | 0.00% | CHARTER COMM OPT LLC 06.4840 10/23/2045 | 0.00% | CHF/USD 03/18/2020 JPMCB | 0.00% | ENTERPRISE MERG P/P 144A 08.7500 10/15/2026 | 0.00% | FERGUSON PLC SEDOL BJVNSS4 | 0.00% | IHEARTCOMMUNICATIONS INC 06.3750 05/01/2026 | 0.00% | IHS MARKIT LTD USD 04.7500 08/01/2028 | 0.00% | LENNAR CORP 05.8750 11/15/2024 | 0.00% | NETFLIX INC. 06.3750 05/15/2029 | 0.00% | SEKISUI HOUSE LTD SEDOL 6793906 | 0.00% | SPRINGLEAF FINANCE CORP 06.6250 01/15/2028 | 0.00% | SPRINGLEAF FINANCE CORP 07.1250 03/15/2026 | 0.00% | THE AES CORPORATION 04.8750 05/15/2023 | 0.00% | UNITED TECHNOLOGIES CORP 04.1250 11/16/2028 | 0.00% | WESTPAC BANKING CORP USD 04.4210 07/24/2039 | 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% | ALBERTSONS COS P/P 144A 04.8750 02/15/2030 | 0.00% | ALLIANT HOLDINGS P/P 144A 06.7500 10/15/2027 | 0.00% | ASCEND LEARNING LLC P/P 144A 06.8750 08/01/2025 | 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% | BAUSCH HLTH COS INC P/P 144A 07.0000 01/15/2028 | 0.00% | BAYTEX ENERGY CORP P/P 144A 05.6250 06/01/2024 | 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% | BOMBARDIER INC P/P 144A 08.7500 12/01/2021 | 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 06.0880 06/21/2024 | 0.00% | BROOKFIELD RESID PRO P/P 144A 06.1250 07/01/2022 | 0.00% | CALIFORNIA RESOURC TL L+475 06.4000 12/31/2022 | 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 07.0000 05/15/2025 | 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% | 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% | CPG INTL TL L+375 05.9333 05/05/2024 | 0.00% | CREDIT ACCEPTANC 07.3750 03/15/2023 | 0.00% | CREDIT ACCEPTANC P/P 144A 05.1250 12/31/2024 | 0.00% | CREDIT ACCEPTANC P/P 144A 06.6250 03/15/2026 | 0.00% | CROWN AMER/CAP 04.7500 02/01/2026 | 0.00% | DENBURY RESOURCES P/P 144A 09.2500 03/31/2022 | 0.00% | DUN & BRADSTREET COR P/P 144A 06.8750 08/15/2026 | 0.00% | EAGLE HLDG CO II LLC P/P 144A 07.7500 05/15/2022 | 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% | EQUINIX INC 05.3750 05/15/2027 | 0.00% | EQUINIX INC 05.8750 01/15/2026 | 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% | HCA INC. 07.5000 02/15/2022 | 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 P/P 144A 04.7500 09/15/2024 | 0.00% | ICAHN ENTER/FIN P/P 144A 05.2500 05/15/2027 | 0.00% | IHS MARKIT LTD P/P 144A 04.0000 03/01/2026 | 0.00% | IOS.FN30.350.14 R USL1M P 01/12/45 CS | 0.00% | IRON MOUNTAIN INC P/P 144A 05.2500 03/15/2028 | 0.00% | ISTAR INC. 05.2500 09/15/2022 | 0.00% | JO-ANN STORES 2NDL L+925 10.9095 05/21/2024 | 0.00% | KRATON POLYMERS LLC/ P/P 144A 07.0000 04/15/2025 | 0.00% | L BRANDS INC 06.7500 07/01/2036 | 0.00% | LAMB WESTON HOLDINGS P/P 144A 04.6250 11/01/2024 | 0.00% | LIVE NATION ENT P/P 144A 04.7500 10/15/2027 | 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% | MATTAMY GROUP CORP P/P 144A 06.5000 10/01/2025 | 0.00% | MEG ENERGY CORP P/P 144A 06.3750 01/30/2023 | 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% | 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% | 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% | 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. P/P 144A 04.8750 06/15/2030 | 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% | NRG ENERGY INC 05.7500 01/15/2028 | 0.00% | NRG ENERGY INC 06.6250 01/15/2027 | 0.00% | ORTHO-CLINICAL P/P 144A 07.2500 02/01/2028 | 0.00% | PANTHER BF AGGREGA P/P 144A 06.2500 05/15/2026 | 0.00% | POMEGRANATE MERGER S P/P 144A 09.7500 05/01/2023 | 0.00% | RACKSPACE HOSTING INC L+300 04.7632 11/03/2023 | 0.00% | REALOGY GRP / CO P/P 144A 09.3750 04/01/2027 | 0.00% | SCIENTIFIC GAMES P/P 144A 07.0000 05/15/2028 | 0.00% | SIRIUS XM RADIO INC. P/P 144A 05.5000 07/01/2029 | 0.00% | SOLENIS 1STL L+400 05.9086 06/26/2025 | 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% | SPRINT CORP 07.6250 03/01/2026 | 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. 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% | TECK RESOURCES LIMITED USD 03.7500 02/01/2023 | 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% | TRONOX INC P/P 144A 06.5000 04/15/2026 | 0.00% | VERTIV GROUP CORP P/P 144A 09.2500 10/15/2024 | 0.00% | VIPER ENERGY P/P 144A 05.3750 11/01/2027 | 0.00% | VISTRA OPERATION P/P 144A 05.0000 07/31/2027 | 0.00% | WFRBS 2011-C5 XA IO P/P 144A 01.8655 11/15/2044 | 0.00% | WMG ACQUISITION CORP P/P 144A 05.5000 04/15/2026 | 0.00% | WPX ENERGY INC 04.5000 01/15/2030 | 0.00% | YUM! BRANDS INC P/P 144A 04.7500 01/15/2030 | 0.00% | ASCENT RESOURCES/AR P/P 144A 07.0000 11/01/2026 | 0.00% | BANK OF MONTREAL USD 03.8030 12/15/2032 | 0.00% | CALIFORNIA RESOURCES P/P 144A 08.0000 12/15/2022 | 0.00% | CHEMOURS CO 05.3750 05/15/2027 | 0.00% | CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 CS | 0.00% | COMM 2014-CR18 XA IO 01.1553 07/15/2047 | 0.00% | COMSTOCK RESOURCES 09.7500 08/15/2026 | 0.00% | CVS PASS-THROUGH TRUST 06.0360 12/10/2028 | 0.00% | ENTERPRISE PRODUCTS OPER 02.8000 01/31/2030 | 0.00% | FNR 2006-46 OC PO 00.0000 06/25/2036 | 0.00% | GBP/USD CALL 1.335 20200402 BCAP-FX | 0.00% | GBP/USD CALL 1.335 20200407 CITI | 0.00% | GBP/USD CALL 1.335 20200407 UBS | 0.00% | HSBC HOLDINGS PLC SEDOL 0540528 | 0.00% | IHEARTMEDIA INC - CLASS A SEDOL BJVR9Y9 | 0.00% | IHEARTMEDIA TL L+400 05.6550 05/01/2026 | 0.00% | INCEPTION MRGR/RACK P/P 144A 08.6250 11/15/2024 | 0.00% | MALLINCKRODT FIN/SB P/P 144A 10.0000 04/15/2025 | 0.00% | MBX.FN30.500.10 R USL1M P 01/12/41 CI | 0.00% | NINE ENERGY SERVICE P/P 144A 08.7500 11/01/2023 | 0.00% | NOBLE HLDG INTL LTD P/P 144A 07.8750 02/01/2026 | 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% | QUEBECOR MEDIA INC USD 05.7500 01/15/2023 | 0.00% | REPUBLIC OF VENEZUELA REGS 08.2500 10/13/2024 | 0.00% | SM ENERGY CO 06.1250 11/15/2022 | 0.00% | 1.625 R ISWP FWD US0003M P 03/18/2025 | 0.00% | CAD/USD 04/15/2020 SSBT | 0.00% | CIT GROUP INC. 05.0000 08/15/2022 | 0.00% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP | 0.00% | FRAC TECH INTL TLB L+475 06.3953 04/16/2021 | 0.00% | GLENCORE PLC SEDOL B4T3BW6 | 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 GS | 0.00% | IOS.FN30.400.11 R USL1M P 01/12/42 GS | 0.00% | LBUBS 2006-C6 XCL IO P/P 144A 00.7730 09/15/2039 | 0.00% | NOBLE HOLDING INTL LTD USD 07.7500 01/15/2024 | 0.00% | NOK/USD 03/18/2020 BCAP-FX | 0.00% | NOK/USD 03/18/2020 SSBT | 0.00% | OASIS PETROLEUM INC CV 02.6250 09/15/2023 | 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 03/18/2020 HSBCB | 0.00% | STEEL DYNAMICS INC 05.2500 04/15/2023 | 0.00% | TXU TCEH RIGHTS | 0.00% | VALARIS PLC USD 07.7500 02/01/2026 | 0.00% | AUD/USD 04/15/2020 BCAP-FX | 0.00% | AUD/USD 04/15/2020 SSBT | 0.00% | CAD/USD 04/15/2020 TDBK | 0.00% | CLEAR CHANNEL OUTDOOR HOLDIN SEDOL BJHVCH9 | 0.00% | CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 JP | 0.00% | CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 JP | 0.00% | CMB CMBX.NA.BB.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 CG | 0.00% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP | 0.00% | GBP/USD 03/18/2020 BANKAM | 0.00% | GBP/USD 03/18/2020 RBSF | 0.00% | GNMA GII30 4401 06.5000 03/20/2039 | 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% | NOK/USD 03/18/2020 HSBCB | 0.00% | NZD/USD 04/15/2020 BCAP-FX | 0.00% | NZD/USD 04/15/2020 GSFX | 0.00% | NZD/USD 04/15/2020 JPMCB | 0.00% | SEK/USD 03/18/2020 BCAP-FX | 0.00% | SEK/USD 03/18/2020 RBSF | 0.00% | SEK/USD 03/18/2020 TDBK | 0.00% | SEK/USD 03/18/2020 UBS | 0.00% | USD/JPY PUT 101.00 20200413 UBS | 0.00% | USD/JPY PUT 101.00 20200417 JPMCB | 0.00% | 1.75 R ISWP FWD US0003M P 03/18/2030 | 0.00% | ADVANZ PHARMA CORP LTD SEDOL BG0RYR7 | 0.00% | AUD/USD 04/15/2020 GSFX | 0.00% | AUD/USD 04/15/2020 RBSF | 0.00% | BACM 2007-1 XW IO 00.4864 01/15/2049 | 0.00% | BACM 2007-5 XW IO P/P 144A 00.0000 02/10/2051 | 0.00% | BSCMS 04-PR3I X1 IO 00.0000 02/11/2041 | 0.00% | BSCMS 06-PW14 X1 IO P/P 144A 00.4981 12/11/2038 | 0.00% | CAD/USD 04/15/2020 BANKAM | 0.00% | CAD/USD 04/15/2020 RBSF | 0.00% | CAD/USD 04/15/2020 WPAC | 0.00% | CD 2007-CD4 XW IO P/P 144A 01.3816 12/11/2049 | 0.00% | CGCMT 2006-C5 XC IO P/P 144A 00.7215 10/15/2049 | 0.00% | CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | 0.00% | CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | 0.00% | CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 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.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 JP | 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.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.A.7 2047-01-17 200.0 01/17/2047 CS | 0.00% | CMB CMBX.NA.A.7 2047-01-17 200.0 01/17/2047 JP | 0.00% | CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CG | 0.00% | CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 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 JP | 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 CG | 0.00% | CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.00% | CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 JP | 0.00% | CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 JP | 0.00% | CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 JP | 0.00% | CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 JP | 0.00% | CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 JP | 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.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.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 JP | 0.00% | CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 MS | 0.00% | CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CG | 0.00% | CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CG | 0.00% | CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CG | 0.00% | CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CG | 0.00% | CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 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 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 GS | 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.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 CS | 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 JP | 0.00% | CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 ML | 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.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 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 GS | 0.00% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | 0.00% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | 0.00% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | 0.00% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | 0.00% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | 0.00% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | 0.00% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | 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% | CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 CS | 0.00% | CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 GS | 0.00% | CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 JP | 0.00% | CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 JP | 0.00% | CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 JP | 0.00% | CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 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% | CNH/USD 05/20/2020 BANKAM | 0.00% | CNH/USD 05/20/2020 GSFX | 0.00% | COMM 2006-C8 XS IO P/P 144A 00.5546 12/10/2046 | 0.00% | CSMC 2007-C2 AX IO P/P 144A 00.0442 01/15/2049 | 0.00% | DKK/USD 03/18/2020 CITI | 0.00% | ESC CHESAPEAKEOILFIELD 06.6250 11/15/2020 | 0.00% | ESC SEVENTYSEVENERG 06.5000 07/15/2022 | 0.00% | EUR/NOK PUT 9.60 20200406 GSFX | 0.00% | EUR/USD 03/18/2020 CSI-FX | 0.00% | EUR/USD 03/18/2020 HSBCB | 0.00% | EUR/USD 03/18/2020 JPMCB | 0.00% | EUR/USD 03/18/2020 RBSF | 0.00% | EUR/USD 03/18/2020 TDBK | 0.00% | EUR/USD 03/18/2020 WPAC | 0.00% | GBP/USD 03/18/2020 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 HSBCB | 0.00% | HKD/USD 05/20/2020 SSBT | 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 00.5030 09/12/2037 | 0.00% | JPMCC 2006-LDP8 X IO 00.2996 05/15/2045 | 0.00% | JPMCC 2007-LDPX X IO 00.2152 01/15/2049 | 0.00% | JPY/USD 02/19/2020 BANKAM | 0.00% | JPY/USD 02/19/2020 CITI | 0.00% | JPY/USD 02/19/2020 GSFX | 0.00% | JPY/USD 02/19/2020 JPMCB | 0.00% | JPY/USD 02/19/2020 SSBT | 0.00% | JPY/USD 02/19/2020 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 00.5070 11/15/2040 | 0.00% | MEZZ 2005-C3 X IO P/P 144A 07.1366 05/15/2044 | 0.00% | MEZZ 2006-C4 X IO P/P 144A 06.5268 07/15/2045 | 0.00% | MLMT 2005-MCP1 XC IO P/P 144A 00.0012 06/12/2043 | 0.00% | MWO HOLDINGS LLC | 0.00% | MXN/USD 04/15/2020 BANKAM | 0.00% | MXN/USD 04/15/2020 CITI | 0.00% | MXN/USD 04/15/2020 UBS | 0.00% | NINE POINT ENERGY CNV PRF | 0.00% | NINE POINT ENERGY COM | 0.00% | NOK/USD 03/18/2020 GSFX | 0.00% | NOK/USD 03/18/2020 JPMCB | 0.00% | NOK/USD 03/18/2020 RBSF | 0.00% | NOK/USD 03/18/2020 UBS | 0.00% | NZD/USD 04/15/2020 RBSF | 0.00% | NZD/USD 04/15/2020 WPAC | 0.00% | SEK/USD 03/18/2020 JPMCB | 0.00% | SGD/USD 02/19/2020 JPMCB | 0.00% | SGD/USD 05/20/2020 JPMCB | 0.00% | TERVITA CORP SEDOL BD1DCC4 | 0.00% | TEXAS COHLD TCEH ESCROW 11.5000 10/01/2020 | 0.00% | TWD/USD 05/20/2020 BANKAM | 0.00% | TWD/USD 05/20/2020 GSFX | 0.00% | WBCMT 2007-C34 IO IO 00.0000 05/15/2046 | 0.00% | AUD/USD 04/15/2020 CSI-FX | -0.00% | AUD/USD 04/15/2020 JPMCB | -0.00% | CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 CG | -0.00% | CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 CG | -0.00% | CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 MS | -0.00% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 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 GS | -0.00% | EUR/USD 03/18/2020 BANKAM | -0.00% | GBP/USD 03/18/2020 SSBT | -0.00% | GBP/USD 03/18/2020 UBS | -0.00% | GBP/USD CALL 1.365 20200402 BCAP-FX | -0.00% | GBP/USD CALL 1.365 20200407 CITI | -0.00% | GBP/USD CALL 1.365 20200407 UBS | -0.00% | SEK/USD 03/18/2020 GSFX | -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 03/18/2020 SSBT | -0.00% | GBP/USD 03/18/2020 GSFX | -0.00% | GBP/USD 03/18/2020 HSBCB | -0.00% | HKD/USD 02/19/2020 BCAP-FX | -0.00% | NZD/USD 04/15/2020 UBS | -0.00% | IOS.FN30.500.10 P USL1M R 01/12/41 BC | -0.00% | NZD/USD 04/15/2020 SSBT | -0.00% | AUD/USD 04/15/2020 BANKAM | -0.00% | IOS.FN30.400.10 P USL1M R 01/12/41 JP | -0.00% | IOS.FN30.400.11 P USL1M R 01/12/42 JP | -0.00% | USD/JPY PUT 104.00 20200413 UBS | -0.00% | USD/JPY PUT 104.00 20200417 JPMCB | -0.00% | 1.60 R ISWP FWD US0003M P 03/18/2022 | -0.01% | RUB/USD 03/18/2020 GSFX | -0.01% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS | -0.01% | IOS.FN30.400.10 P USL1M R 01/12/41 CS | -0.01% | MBX.FN30.650.67 P USL1M R 01/12/38 BC | -0.02% | CDX CDX.NA.HY.33 500.0 12/20/2024 | -0.16% | FNMA FN30 TBA UMBS 03.0000 02/01/2050 | -0.82% | RU10INTR P US0003M R 11/25/20 CI | -2.74% | S&P500 EMINI FUT MAR20 ESH0 | -5.32% | GSGLPWDS P US0001M R 12/15/20 GS | -5.68% |
Portfolio Composition as of 04/30/20
| U.S. large-cap equity | 44.37% |
| U.S. Investment-grade bonds | 29.73% |
| U.S. small- and mid-cap equity | 8.52% |
| International equity | 7.54% |
| U.S. money markets | 5.13% |
| U.S. High-yield bonds | 4.71% |
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. 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% |