Active Allocation
Dynamic Asset Allocation Conservative Fund (Class A) (PACAX)
A globally diversified fund for preserving wealth
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Highlights
Objective
The fund seeks total return consistent with preservation of capital.
Strategy and process
- Global benchmark: The fund starts with a globally diversified benchmark with more efficient exposures relative to a typical 30/70 benchmark.
- Tactical flexibility: The managers have the ability to tilt overall equity and fixed-income allocations +/-15% and shift exposures within each asset class.
- Active implementation: Managers proactively research and determine the most efficient implementation for each asset class.
Fund price
| Net asset value (yesterday’s close) |
$11.59 0.17% | $0.02 |
| 52-week high | $11.59 (12/03/20) |
| 52-week low | $9.74 (03/20/20) |
Yield
| Distribution rate before sales charge as of 12/03/20 |
1.45% |
|---|---|
| Distribution rate after sales charge as of 12/03/20 |
1.37% |
| 30-day SEC yield as of 11/30/20 (after sales charge) |
0.76% |
Consistency of positive performance over five years
Performance shown does not reflect the effects of any sales charges. Click on the dots to see specific returns in each five-year period as of the date revealed. Note that returns of 0.00% are counted as positive periods. For complete fund performance, please click on the performance tab.
12.52%
Best 5-year annualized return
(for period ending 03/31/14)
-1.78%
Worst 5-year annualized return
(for period ending 03/31/09)
5.50%
Average 5-year annualized return
Fund facts as of 11/30/20
Total net assets
$1,125.34M
$1,125.34M
Turnover (fiscal year end)
173%
173%
Dividend frequency (view rate)
Monthly
Monthly
Number of holdings
2033
2033
Fiscal year-end
September
September
CUSIP / Fund code
746444504 / 0042
746444504 / 0042
Inception date
02/07/94
02/07/94
Category
Asset Allocation
Asset Allocation
Open to new investors
Ticker
PACAX
PACAX
Management team
Chief Investment Officer, Global Asset Allocation
Co-Head of Global Asset Allocation
Co-Head of Global Asset Allocation
Portfolio Manager
Manager commentary | Q4 2020
K-shaped recovery to show in Q3 earnings
The post-pandemic recovery is likely to lift profits in some sectors more than others, says Jason Vaillancourt, CFA, Co-Head of Global Asset Allocation.
Literature
Fund documents |
|
| Fact Sheet (A share) (PDF) | |
| Fact Sheet (Y share) (PDF) |
|
| Summary Prospectus (PDF) |
|
| Statutory Prospectus (PDF) |
|
| Statement of Additional Information (SAI) (PDF) | |
| Annual Report (PDF) |
|
| Semiannual Report (PDF) |
|
| Brochure (PDF) |
|
| Proxy voting results (Form N-PX) (PDF) | |
| Quarterly commentary (PDF) | |
| Quarterly comparison of Putnam's Dynamic Asset Allocation funds (PDF) | |
| How to create a diversified portfolio (PDF) | |
Performance
Total return (%) as of 09/30/20
Annual performance as of 09/30/20
Annualized Total return (%) as of 09/30/20
| Annualized performance | 1 yr. | 3 yrs. | 5 yrs. | 10 yrs. |
|---|---|---|---|---|
| Before sales charge | 6.70% | 4.61% | 5.40% | 5.85% |
| After sales charge | 0.57% | 2.56% | 4.16% | 5.23% |
| Bloomberg Barclays U.S. Aggregate Bond Index | 6.98% | 5.24% | 4.18% | 3.64% |
| Putnam Conservative Blended Benchmark | 8.96% | 6.87% | 6.94% | 6.46% |
Current performance may be lower or higher than the quoted past performance, which cannot guarantee future results. Share price, principal value, and return will vary, and you may have a gain or loss when you sell your shares. Performance assumes reinvestment of distributions and does not account for taxes. Returns before sales charge do not reflect the current maximum sales charges as indicated below. Had the sales charge been reflected, returns would be lower. Returns at public offering price (after sales charge) for class A and class M shares reflect the current maximum initial sales charges of 5.75% and 3.50% for equity funds and 4.00% and 3.25% for income funds (2.25% for class A of Putnam Floating Rate Income Fund, Short-Term Municipal Income, Short Duration Bond Fund, and Fixed Income Absolute Return Fund), respectively. Class B share returns reflect the applicable contingent deferred sales charge (CDSC), which is 5% in the first year, declining to 1% in the sixth year, and is eliminated thereafter (except for Putnam Floating Rate Income Fund, Putnam Short Duration Bond Fund, Putnam Fixed Income Absolute Return Fund, and Putnam Short-Term Municipal Income Fund, which is 1% in the first year, declining to 0.5% in the second year, and is eliminated thereafter). Class C shares reflect a 1% CDSC the first year that is eliminated thereafter. Performance for class B, C, M, N, R, and Y shares prior to their inception is derived from the historical performance of class A shares, adjusted for the applicable sales charge (or CDSC) and, except for class Y shares, the higher operating expenses for such shares (with the exception of Putnam Tax-Free High Yield Fund and Putnam Strategic Intermediate Municipal Fund, which are based on the historical performance of class B shares). Performance for class A, C, R6, and Y shares of Putnam Mortgage Opportunities Fund before their inception is derived from the historical performance of class I shares, which have been adjusted for the applicable sales charge (or CDSC) and the higher operating expenses for such shares. Returns at public offering price (after sales charge) for class N shares reflect the current maximum initial sales charge of 1.50%. Class R5/R6 shares, available to qualified employee-benefit plans only, are sold without an initial sales charge and have no CDSC. Class Y shares are generally only available for corporate and institutional clients and have no initial sales charge. Performance for class R5/R6 shares before their inception are derived from the historical performance of class Y shares, which have not been adjusted for the lower expenses; had they, returns would have been higher. Class A shares of Putnam money market funds have no initial sales charge. For a portion of the period, some funds had expenses limitations or had been sold on a limited basis with limited assets and expenses, without which returns would be lower.
Performance snapshot
| Before sales charge | After sales charge | ||
|---|---|---|---|
| 1 mt. as of 11/30/20 | 4.75% | -1.28% | |
| YTD as of 12/03/20 | 8.59% | 2.34% | |
Yield
| Distribution rate before sales charge as of 12/03/20 |
1.45% |
|---|---|
| Distribution rate after sales charge as of 12/03/20 |
1.37% |
| 30-day SEC yield as of 11/30/20 (after sales charge) |
0.76% |
Risk-adjusted performance as of 10/31/20
| Sharpe ratio (3 yrs.) | 0.36 |
|---|
Volatility as of 10/31/20
| Standard deviation (3 yrs.) | 6.27% |
|---|
Fixed income statistics as of 10/31/20
| Average effective duration | 3.76 yrs. |
|---|
Lipper rankings as of 10/31/20
| Time period | Rank/Funds in category | Percentile ranking |
|---|---|---|
| 1 yr. | 140/305 | 46% |
| 3 yrs. | 157/293 | 54% |
| 5 yrs. | 140/267 | 53% |
| 10 yrs. | 43/188 | 23% |
Morningstar Ratings™ as of 10/31/20
| Time period | Funds in category | Morningstar Rating™ |
|---|---|---|
| Overall | 512 | |
| 3 yrs. | 512 | |
| 5 yrs. | 452 | |
| 10 yrs. | 274 |
Distributions
| Record/Ex dividend date | 11/18/20 |
|---|---|
| Payable date | 11/20/20 |
| Income | $0.014 |
| Extra income | -- |
| Short-term cap. gain | -- |
| Long-term cap. gain | -- |
Lipper rankings are based on total return without sales charge relative to all share classes of funds with similar objectives as determined by Lipper. Past performance is not indicative of future results.
The Morningstar RatingTM for funds, or "star rating", is calculated for managed products (including mutual funds, variable annuity and variable life subaccounts, exchange-traded funds, closed-end funds, and separate accounts) with at least a three-year history. Exchange-traded funds and open-ended mutual funds are considered a single population for comparative purposes. It is calculated based on a Morningstar Risk-Adjusted Return measure that accounts for variation in a managed product's monthly excess performance, placing more emphasis on downward variations and rewarding consistent performance. The top 10% of products in each product category receive 5 stars, the next 22.5% receive 4 stars, the next 35% receive 3 stars, the next 22.5% receive 2 stars, and the bottom 10% receive 1 star. The Overall Morningstar Rating for a managed product is derived from a weighted average of the performance figures associated with its three-, five-, and 10-year (if applicable) Morningstar Rating metrics. The weights are: 100% three-year rating for 36-59 months of total returns, 60% five-year rating/40% three-year rating for 60-119 months of total returns, and 50% 10-year rating/30% five-year rating/20% three-year rating for 120 or more months of total returns. While the 10-year overall star rating formula seems to give the most weight to the 10-year period, the most recent three-year period actually has the greatest impact because it is included in all three rating periods.
The up-market capture ratio is used to evaluate how well an investment manager performed relative to an index during periods when that index has risen. The ratio is calculated by dividing the manager’s returns by the returns of the index during the up-market, and multiplying that factor by 100. The down-market capture ratio is used to evaluate how well an investment manager performed relative to an index during periods when that index has dropped. The ratio is calculated by dividing the manager’s returns by the returns of the index during the down-market and multiplying that factor by 100.
Compare
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** FundVisualizer comparison based on Putnam fund versus the largest fund in its Morningstar category.
Holdings
| Gnma Gii30 Tba 03.5000 11/01/2050 | 5.95% |
|---|---|
| Fnma Fn30 Tba Umbs 02.5000 12/01/2050 | 2.79% |
| Apple Inc Sedol 2046251 | 2.25% |
| Fnma Fn15 Tba Umbs 02.5000 11/01/2035 | 2.12% |
| Fhlmc Fr30 Zs4750 Umbs 03.0000 01/01/2048 | 1.91% |
| Microsoft Corp Sedol 2588173 | 1.82% |
| Amazon.Com Inc Sedol 2000019 | 1.79% |
| Fnma Fn30 Tba Umbs 02.0000 12/01/2050 | 1.71% |
| Alphabet Inc-Cl A Sedol Byvy8g0 | 1.06% |
| Fnma Fn30 Tba Umbs 03.5000 12/01/2050 | 0.98% |
| Top 10 holdings, percent of portfolio | 22.38% |
| Top 10 holdings as of 10/31/20 | |
|---|---|
| Gnma Gii30 Tba 03.5000 11/01/2050 | |
| Fnma Fn30 Tba Umbs 02.5000 12/01/2050 | |
| Apple Inc Sedol 2046251 | |
| Fnma Fn15 Tba Umbs 02.5000 11/01/2035 | |
| Fhlmc Fr30 Zs4750 Umbs 03.0000 01/01/2048 | |
| Microsoft Corp Sedol 2588173 | |
| Amazon.Com Inc Sedol 2000019 | |
| Fnma Fn30 Tba Umbs 02.0000 12/01/2050 | |
| Alphabet Inc-Cl A Sedol Byvy8g0 | |
| Fnma Fn30 Tba Umbs 03.5000 12/01/2050 | |
| Holdings represent 22.38% of portfolio | |
| Top 10 holdings as of 09/30/20 | |
|---|---|
| Gnma Gii30 Tba 03.5000 10/01/2050 | |
| Fnma Fn30 Tba Umbs 02.5000 11/01/2050 | |
| Apple Inc Sedol 2046251 | |
| Fhlmc Fr30 Zs4750 Umbs 03.0000 01/01/2048 | |
| Fnma Fn15 Tba Umbs 02.5000 10/01/2035 | |
| Microsoft Corp Sedol 2588173 | |
| Amazon.Com Inc Sedol 2000019 | |
| Fnma Fn30 Tba Umbs 03.5000 10/01/2050 | |
| Fnma Fn30 Tba Umbs 02.0000 11/01/2050 | |
| Fnma Fn30 Tba Umbs 03.5000 11/01/2050 | |
| Holdings represent 23.26% of portfolio | |
| Top 10 holdings as of 08/31/20 | |
|---|---|
| Gnma Gii30 Tba 03.5000 09/01/2050 | |
| Fnma Fn30 Tba Umbs 02.5000 09/01/2050 | |
| Apple Inc Sedol 2046251 | |
| Fhlmc Fr30 Zs4750 Umbs 03.0000 01/01/2048 | |
| Amazon.Com Inc Sedol 2000019 | |
| Microsoft Corp Sedol 2588173 | |
| Fnma Fn15 Tba Umbs 02.5000 09/01/2035 | |
| Fnma Fn30 Tba Umbs 03.5000 10/01/2050 | |
| Fnma Fn30 Tba Umbs 03.5000 09/01/2050 | |
| Fnma Fn30 Tba Umbs 02.5000 10/01/2050 | |
| Holdings represent 23.08% of portfolio | |
| Top 10 holdings as of 07/31/20 | |
|---|---|
| Gnma Gii30 Tba 03.5000 08/01/2050 | |
| Fnma Fn30 Tba Umbs 02.5000 09/01/2050 | |
| Fnma Fn30 Tba Umbs 03.5000 09/01/2050 | |
| Fhlmc Fr30 Zs4750 Umbs 03.0000 01/01/2048 | |
| Apple Inc Sedol 2046251 | |
| Fnma Fn15 Tba Umbs 02.5000 09/01/2035 | |
| Amazon.Com Inc Sedol 2000019 | |
| Microsoft Corp Sedol 2588173 | |
| Fnma Fn30 Fm1741 Umbs 04.0000 04/01/2049 | |
| Fnma Fn30 Ma3563 Umbs 04.0000 01/01/2049 | |
| Holdings represent 25.05% of portfolio | |
| US 5YR NOTE (CBT) DEC20 FVZ0 | 7.99% |
|---|---|
| GNMA GII30 TBA 03.5000 11/01/2050 | 5.95% |
| US ULTRA BOND CBT DEC20 WNZ0 | 4.30% |
| US 10YR NOTE (CBT)DEC20 TYZ0 | 3.61% |
| GSGLPWDL R US0001M P 12/15/25 GS | 3.30% |
| US 2YR NOTE (CBT) DEC20 TUZ0 | 2.50% |
| APPLE INC SEDOL 2046251 | 2.25% |
| FNMA FN30 TBA UMBS 02.5000 12/01/2050 | 2.12% |
| FNMA FN15 TBA UMBS 02.5000 11/01/2035 | 2.12% |
| FHLMC FR30 ZS4750 UMBS 03.0000 01/01/2048 | 1.91% |
| MICROSOFT CORP SEDOL 2588173 | 1.81% |
| AMAZON.COM INC SEDOL 2000019 | 1.79% |
| E-MINI RUSS 2000 DEC20 RTYZ0 | 1.78% |
| US LONG BOND(CBT) DEC20 USZ0 | 1.72% |
| FNMA FN30 TBA UMBS 02.0000 12/01/2050 | 1.72% |
| CGPUTQL2 R US0003M P 06/10/21 CI | 1.68% |
| FNMA FN30 TBA UMBS 03.5000 11/01/2050 | 1.47% |
| GSGLPHCL R US0001M P 12/15/25 GS | 1.19% |
| ALPHABET INC-CL A SEDOL BYVY8G0 | 1.06% |
| FNMA FN30 MA3563 UMBS 04.0000 01/01/2049 | 0.89% |
| FNMA FN30 FM1741 UMBS 04.0000 04/01/2049 | 0.89% |
| FNMA FN30 TBA UMBS 06.0000 11/01/2050 | 0.83% |
| JPMORGAN CHASE & CO SEDOL 2190385 | 0.68% |
| FNMA FN30 TBA UMBS 02.5000 11/01/2050 | 0.68% |
| TREASURY BILL 00.0000 11/05/2020 | 0.67% |
| PROCTER & GAMBLE CO/THE SEDOL 2704407 | 0.65% |
| TREASURY BILL 00.0000 12/03/2020 | 0.64% |
| ADOBE INC SEDOL 2008154 | 0.64% |
| NVIDIA CORP SEDOL 2379504 | 0.60% |
| QUALCOMM INC SEDOL 2714923 | 0.59% |
| FNMA FN30 BQ1269 UMBS 02.5000 08/01/2050 | 0.57% |
| FNMA FN30 TBA UMBS 01.5000 12/01/2050 | 0.56% |
| VERIZON COMMUNICATIONS INC SEDOL 2090571 | 0.53% |
| FNMA FN30 TBA UMBS 03.5000 12/01/2050 | 0.49% |
| FNMA FN30 BQ0329 UMBS 02.5000 07/01/2050 | 0.47% |
| JOHNSON & JOHNSON SEDOL 2475833 | 0.45% |
| FNMA FN30 MA2737 UMBS 03.0000 09/01/2046 | 0.42% |
| CITIGROUP INC SEDOL 2297907 | 0.41% |
| NORTHROP GRUMMAN CORP SEDOL 2648806 | 0.40% |
| CISCO SYSTEMS INC SEDOL 2198163 | 0.40% |
| FACEBOOK INC-CLASS A SEDOL B7TL820 | 0.39% |
| ELI LILLY & CO SEDOL 2516152 | 0.39% |
| FNMA FN30 FM4328 UMBS 02.5000 09/01/2050 | 0.39% |
| ALPHABET INC-CL C SEDOL BYY88Y7 | 0.38% |
| CHARTER COMMUNICATIONS INC-A SEDOL BZ6VT82 | 0.38% |
| FNMA FN30 AL9859 UMBS 03.0000 03/01/2047 | 0.38% |
| FNMA FN30 BM5024 UMBS 03.0000 11/01/2048 | 0.38% |
| INTUIT INC SEDOL 2459020 | 0.37% |
| LOCKHEED MARTIN CORP SEDOL 2522096 | 0.36% |
| PEPSICO INC SEDOL 2681511 | 0.35% |
| SERVICENOW INC SEDOL B80NXX8 | 0.33% |
| MERCK & CO. INC. SEDOL 2778844 | 0.33% |
| COMCAST CORP-CLASS A SEDOL 2044545 | 0.32% |
| WALMART INC SEDOL 2936921 | 0.32% |
| EBAY INC SEDOL 2293819 | 0.30% |
| DOCUSIGN INC SEDOL BFYT7B7 | 0.30% |
| FNMA FN30 TBA UMBS 04.0000 11/01/2050 | 0.30% |
| MEDTRONIC PLC SEDOL BTN1Y11 | 0.30% |
| ACTIVISION BLIZZARD INC SEDOL 2575818 | 0.29% |
| HONEYWELL INTERNATIONAL INC SEDOL 2020459 | 0.29% |
| AMERICAN ELECTRIC POWER SEDOL 2026242 | 0.28% |
| JPMORGAN CHASE & CO 03.9640 11/15/2048 | 0.28% |
| VERIZON COMM 04.3290 09/21/2028 | 0.28% |
| ABBVIE INC P/P 144A 03.2000 11/21/2029 | 0.27% |
| JPMORGAN CHASE & CO 03.6250 12/01/2027 | 0.27% |
| EXELON CORP SEDOL 2670519 | 0.26% |
| PAYPAL HOLDINGS INC SEDOL BYW36M8 | 0.26% |
| CITIGROUP INC 03.6680 07/24/2028 | 0.26% |
| MORGAN STANLEY 03.6250 01/20/2027 | 0.26% |
| COCA-COLA CO/THE SEDOL 2206657 | 0.26% |
| TREASURY BILL 00.0000 12/08/2020 | 0.25% |
| TARGET CORP SEDOL 2259101 | 0.25% |
| BANK OF AMERICA CORP 03.2480 10/21/2027 | 0.24% |
| DANAHER CORP SEDOL 2250870 | 0.24% |
| AMERICAN TOWER CORP SEDOL B7FBFL2 | 0.23% |
| MCDONALD'S CORP SEDOL 2550707 | 0.23% |
| AT&T INC 04.1000 02/15/2028 | 0.22% |
| VISA INC-CLASS A SHARES SEDOL B2PZN04 | 0.21% |
| GOLDMAN SACHS GROUP INC 03.8500 01/26/2027 | 0.21% |
| ABBOTT LABORATORIES SEDOL 2002305 | 0.21% |
| HOME DEPOT INC SEDOL 2434209 | 0.21% |
| VEEVA SYSTEMS INC-CLASS A SEDOL BFH3N85 | 0.20% |
| FIDELITY NATIONAL INFO SERV SEDOL 2769796 | 0.20% |
| CIGNA CORP SEDOL BHJ0775 | 0.20% |
| BANK OF AMERICA CORP SEDOL 2295677 | 0.20% |
| CVS HEALTH CORP 04.7800 03/25/2038 | 0.20% |
| HUMANA INC SEDOL 2445063 | 0.20% |
| ABBVIE INC SEDOL B92SR70 | 0.19% |
| UNION PACIFIC CORP SEDOL 2914734 | 0.19% |
| REGENERON PHARMACEUTICALS SEDOL 2730190 | 0.19% |
| UNITEDHEALTH GROUP INC SEDOL 2917766 | 0.19% |
| MASTERCARD INC - A SEDOL B121557 | 0.19% |
| JOHNSON CONTROLS INTERNATION SEDOL BY7QL61 | 0.19% |
| SOUTHERN CO/THE SEDOL 2829601 | 0.19% |
| UBS GROUP AG P/P 144A 03.4910 05/23/2023 | 0.19% |
| METLIFE INC SEDOL 2573209 | 0.19% |
| CASH MGMT BILL 00.0000 01/05/2021 | 0.18% |
| BEST BUY CO INC SEDOL 2094670 | 0.18% |
| MICROSOFT CORP 02.4000 08/08/2026 | 0.18% |
| NRG ENERGY INC SEDOL 2212922 | 0.18% |
| NIKE INC -CL B SEDOL 2640147 | 0.18% |
| TREASURY BILL 00.0000 12/15/2020 | 0.18% |
| GOLDMAN SACHS GROUP INC 02.6000 12/27/2020 | 0.17% |
| APPLE INC 04.2500 02/09/2047 | 0.17% |
| AMGEN INC SEDOL 2023607 | 0.17% |
| CDX CDX.NA.IG.35 100.0 12/20/2025 | 0.17% |
| FNMA FN30 AS7003 UMBS 03.0000 04/01/2046 | 0.17% |
| EDWARDS LIFESCIENCES CORP SEDOL 2567116 | 0.17% |
| CUMMINS INC SEDOL 2240202 | 0.16% |
| PULTEGROUP INC SEDOL 2708841 | 0.16% |
| SALESFORCE.COM INC 03.7000 04/11/2028 | 0.16% |
| HILTON WORLDWIDE HOLDINGS IN SEDOL BYVMW06 | 0.16% |
| VERTEX PHARMACEUTICALS INC SEDOL 2931034 | 0.16% |
| SALESFORCE.COM INC SEDOL 2310525 | 0.16% |
| MORGAN STANLEY 03.1250 01/23/2023 | 0.16% |
| UNITEDHEALTH GROUP INC 03.8500 06/15/2028 | 0.16% |
| GOLDMAN SACHS GROUP INC SEDOL 2407966 | 0.16% |
| TREASURY BILL 00.0000 11/10/2020 | 0.16% |
| CRH PLC SEDOL 4182249 | 0.15% |
| IDEXX LABORATORIES INC SEDOL 2459202 | 0.15% |
| STACR 2016-DNA2 M3 04.7993 10/25/2028 | 0.15% |
| ALLSTATE CORP SEDOL 2019952 | 0.15% |
| TREASURY BILL 00.0000 12/10/2020 | 0.15% |
| LONZA GROUP AG-REG SEDOL 7333378 | 0.15% |
| CHEVRON CORP | 0.15% |
| OKTA INC SEDOL BDFZSP1 | 0.14% |
| ECOLAB INC 02.7000 11/01/2026 | 0.14% |
| FNMA FN30 BC2733 UMBS 03.0000 05/01/2046 | 0.14% |
| SONY CORP SEDOL 6821506 | 0.14% |
| TEXAS INSTRUMENTS INC SEDOL 2885409 | 0.14% |
| ALTRIA GROUP INC | 0.14% |
| XILINX INC SEDOL 2985677 | 0.14% |
| MORGAN STANLEY | 0.14% |
| AT&T INC. 03.8000 02/15/2027 | 0.14% |
| EQUINIX INC. 02.9000 11/18/2026 | 0.14% |
| IHS MARKIT LTD P/P 144A 04.7500 02/15/2025 | 0.14% |
| NEW YORK LIFE INS P/P 144A 01.1000 05/05/2023 | 0.14% |
| PFIZER INC SEDOL 2684703 | 0.14% |
| ANZ NEW ZEALAND INT P/P 144A 02.8750 01/25/2022 | 0.13% |
| MICROSOFT CORP 03.7000 08/08/2046 | 0.13% |
| NOVARTIS CAPITAL CORP 04.0000 11/20/2045 | 0.13% |
| PETROBRAS GLOBAL FINANCE USD 06.2500 03/17/2024 | 0.13% |
| MONDELEZ INTERNATIONAL INC-A SEDOL B8CKK03 | 0.13% |
| OLD DOMINION FREIGHT LINE SEDOL 2656423 | 0.13% |
| CADENCE DESIGN SYS INC SEDOL 2302232 | 0.13% |
| CROWN CASTLE INTL CORP SEDOL BTGQCX1 | 0.13% |
| ENTERPRISE PRODUCTS OPER 04.2500 02/15/2048 | 0.13% |
| SYNOPSYS INC SEDOL 2867719 | 0.13% |
| AMAZON.COM INC 03.1500 08/22/2027 | 0.13% |
| MICROSOFT CORP 01.5500 08/08/2021 | 0.13% |
| BRISTOL-MYERS 02.9000 07/26/2024 | 0.13% |
| COSTAR GROUP INC SEDOL 2262864 | 0.13% |
| JPMORGAN CHASE & CO 03.3750 05/01/2023 | 0.13% |
| INTERPUBLIC GROUP COS 04.6500 10/01/2028 | 0.13% |
| SHERWIN-WILLIAMS CO/THE SEDOL 2804211 | 0.13% |
| SOUTHWEST AIRLINES CO SEDOL 2831543 | 0.13% |
| OTIS WORLDWIDE CORP SEDOL BK531S8 | 0.12% |
| BROADCOM CRP / CAYM 03.5000 01/15/2028 | 0.12% |
| EQUINIX INC SEDOL BVLZX12 | 0.12% |
| FORTINET INC SEDOL B5B2106 | 0.12% |
| ROCHE HOLDING AG-GENUSSCHEIN SEDOL 7110388 | 0.12% |
| DANSKE BANK A/S P/P 144A 02.7000 03/02/2022 | 0.12% |
| NINTENDO CO LTD SEDOL 6639550 | 0.12% |
| FHLMC FR30 ZS4703 UMBS 03.0000 02/01/2047 | 0.12% |
| ORACLE CORP 04.0000 11/15/2047 | 0.12% |
| DOLLAR GENERAL CORP SEDOL B5B1S13 | 0.12% |
| GENERAL MOTORS FINL CO 04.0000 10/06/2026 | 0.12% |
| ROCHE HOLDINGS INC P/P 144A 04.0000 11/28/2044 | 0.12% |
| TELEFONICA EMISIONES SAU USD 04.8950 03/06/2048 | 0.12% |
| YUM BRANDS INC SEDOL 2098876 | 0.12% |
| BANK OF AMERICA CORP 06.1100 01/29/2037 | 0.11% |
| ROCKWELL AUTOMATION INC SEDOL 2754060 | 0.11% |
| DNB BANK ASA P/P 144A 02.1500 12/02/2022 | 0.11% |
| HOLOGIC INC SEDOL 2433530 | 0.11% |
| BRISTOL-MYERS SQUIBB CO SEDOL 2126335 | 0.11% |
| ESTEE LAUDER COMPANIES-CL A SEDOL 2320524 | 0.11% |
| INPHI CORP SEDOL B5TRVW5 | 0.11% |
| COMCAST CORP 03.4500 02/01/2050 | 0.11% |
| ALIBABA GROUP HOLDING LTD SEDOL BK6YZP5 | 0.11% |
| DBUBS 2011-LC3A D P/P 144A 05.3351 08/10/2044 | 0.11% |
| FREEPORT-MCMORAN INC SEDOL 2352118 | 0.11% |
| DIGITAL REALTY TRUST LP 04.7500 10/01/2025 | 0.11% |
| TORONTO-DOMINION BANK USD 01.9000 12/01/2022 | 0.11% |
| BIOGEN INC SEDOL 2455965 | 0.10% |
| FNMA FN30 AS8056 UMBS 03.0000 10/01/2046 | 0.10% |
| KINDER MORGAN INC 03.1500 01/15/2023 | 0.10% |
| AMERIPRISE FINANCIAL INC SEDOL B0J7D57 | 0.10% |
| COMMONWEALTH BK AUST P/P 144A 03.1500 09/19/2027 | 0.10% |
| CREDIT SUISSE GRP AG P/P 144A 02.1930 06/05/2026 | 0.10% |
| COMMONWEALTH BK AUST P/P 144A 02.2000 11/09/2020 | 0.10% |
| GENERAL MOTORS CO SEDOL B665KZ5 | 0.10% |
| SPST 2020-2 A 00.9793 03/26/2021 | 0.10% |
| TESLA INC SEDOL B616C79 | 0.10% |
| AIR LEASE CORP 03.2500 10/01/2029 | 0.10% |
| APPLE INC 00.7500 05/11/2023 | 0.10% |
| FAIRFAX FINL HLDGS USD 04.8500 04/17/2028 | 0.10% |
| GODADDY INC - CLASS A SEDOL BWFRFC6 | 0.10% |
| WASTE MANAGEMENT INC SEDOL 2937667 | 0.10% |
| AIA GROUP LTD SEDOL B4TX8S1 | 0.10% |
| BJ'S WHOLESALE CLUB HOLDINGS SEDOL BFZNZF8 | 0.10% |
| CHARTER COMM OPT LLC 06.4840 10/23/2045 | 0.10% |
| SYNCHRONY FINANCIAL SEDOL BP96PS6 | 0.10% |
| FNMA FN30 TBA UMBS 04.5000 11/01/2050 | 0.10% |
| MWST 2019-1 A 00.9493 06/25/2052 | 0.10% |
| ORACLE CORP 02.6500 07/15/2026 | 0.10% |
| SHELL INTERNATIONAL FIN USD 02.8750 05/10/2026 | 0.10% |
| GAMING AND LEISURE PROPERTIE SEDOL BFPK4S5 | 0.10% |
| GOLDMAN SACHS GROUP INC 04.2230 05/01/2029 | 0.10% |
| TAKE-TWO INTERACTIVE SOFTWRE SEDOL 2122117 | 0.10% |
| DOW INC SEDOL BHXCF84 | 0.10% |
| ENERGY TRANSFER OPERATNG 03.7500 05/15/2030 | 0.10% |
| GNMA GII30 TBA 04.0000 11/01/2050 | 0.10% |
| UNITED MEXICAN STATES USD 05.5500 01/21/2045 | 0.10% |
| NESTLE SA-REG SEDOL 7123870 | 0.10% |
| IVORY COAST REGS 06.1250 06/15/2033 | 0.09% |
| AFLAC INC SEDOL 2026361 | 0.09% |
| FNMA FN30 AS7154 UMBS 03.0000 05/01/2046 | 0.09% |
| ORACLE CORP 02.5000 10/15/2022 | 0.09% |
| AT&T INC SEDOL 2831811 | 0.09% |
| CAS 2016-C04 1M2 04.3993 01/25/2029 | 0.09% |
| NESTLE HOLDINGS INC P/P 144A 00.3750 01/15/2024 | 0.09% |
| S&P GLOBAL INC SEDOL BYV2325 | 0.09% |
| BIGCOMMERCE HOLDINGS-SER 1 SEDOL BMDCDP2 | 0.09% |
| ASTRAZENECA PLC-SPONS ADR SEDOL 2989044 | 0.09% |
| FISERV INC 04.2000 10/01/2028 | 0.09% |
| MITSUBISHI UFJ FIN GRP USD 03.5350 07/26/2021 | 0.09% |
| NORTHROP GRUMMAN CORP 03.2500 01/15/2028 | 0.09% |
| NOVARTIS AG-REG SEDOL 7103065 | 0.09% |
| SUMITOMO TR&BK P/P 144A 00.8000 09/12/2023 | 0.09% |
| T-MOBILE USA INC P/P 144A 03.7500 04/15/2027 | 0.09% |
| VERIZON COMMUNICATIONS 04.4000 11/01/2034 | 0.09% |
| BRISTOL-MYERS 03.2500 02/20/2023 | 0.09% |
| WFRBS 2011-C2 D P/P 144A 05.6725 02/15/2044 | 0.09% |
| MORGAN STANLEY 04.3750 01/22/2047 | 0.09% |
| PNC FINANCIAL SERVICES GROUP SEDOL 2692665 | 0.09% |
| REP OF INDONESIA P/P 144A 04.3500 01/08/2027 | 0.09% |
| SIRIUS XM RADIO INC P/P 144A 05.0000 08/01/2027 | 0.09% |
| ASHTEAD CAPITAL INC P/P 144A 04.3750 08/15/2027 | 0.09% |
| COMCAST CORP 03.9690 11/01/2047 | 0.09% |
| DEXCOM INC SEDOL B0796X4 | 0.09% |
| FNMA FN30 BJ9256 UMBS 04.0000 06/01/2048 | 0.09% |
| REPUBLIC OF INDONESIA REGS 04.7500 01/08/2026 | 0.09% |
| HERSHEY CO/THE SEDOL 2422806 | 0.08% |
| ANHEUSER-BUSCH CO/IN 03.6500 02/01/2026 | 0.08% |
| KONINKLIJKE AHOLD DELHAIZE N SEDOL BD0Q398 | 0.08% |
| WILLIS TOWERS WATSON PLC USD 05.7500 03/15/2021 | 0.08% |
| ADVANCED MICRO DEVICES SEDOL 2007849 | 0.08% |
| LENNAR CORP-A SEDOL 2511920 | 0.08% |
| LULULEMON ATHLETICA INC SEDOL B23FN39 | 0.08% |
| CIT GROUP INC. 05.2500 03/07/2025 | 0.08% |
| OMNICOM GP/OMNICOM CAP 03.6000 04/15/2026 | 0.08% |
| TORONTO-DOMINION BANK USD 03.6250 09/15/2031 | 0.08% |
| GLOBAL PAYMENTS INC 04.0000 06/01/2023 | 0.08% |
| RAYTHEON TECH CORP 04.1250 11/16/2028 | 0.08% |
| ZIMMER BIOMET HOLDINGS INC SEDOL 2783815 | 0.08% |
| AVALARA INC SEDOL BZ1NVP4 | 0.08% |
| AXA SA SEDOL 7088429 | 0.08% |
| PUBLIC SERVICE ENTERPRISE GP SEDOL 2707677 | 0.08% |
| DUKE ENERGY CORP 03.1500 08/15/2027 | 0.08% |
| GSMS 2014-GC22 C 04.6920 06/10/2047 | 0.08% |
| DIAMOND 1 FIN/DIAM P/P 144A 06.0200 06/15/2026 | 0.08% |
| PNC BANK NA 02.0280 12/09/2022 | 0.08% |
| RAYTHEON TECH CORP P/P 144A 02.5000 12/15/2022 | 0.08% |
| UNITED RENTALS INC SEDOL 2134781 | 0.08% |
| KINDER MORGAN INC SEDOL B3NQ4P8 | 0.08% |
| NOVO NORDISK A/S-B SEDOL BHC8X90 | 0.08% |
| STANDARD IND INC P/P 144A 05.0000 02/15/2027 | 0.08% |
| CAS 2016-C01 1M2 06.8993 08/25/2028 | 0.08% |
| CF INDUSTRIES INC P/P 144A 04.5000 12/01/2026 | 0.08% |
| DISCOVER FINANCIAL SERVICES SEDOL B1YLC43 | 0.08% |
| LEIDOS HOLDINGS INC SEDOL BDV82B8 | 0.08% |
| MERCK & CO INC 03.7000 02/10/2045 | 0.08% |
| PETROLEOS MEXICANOS USD 06.8400 01/23/2030 | 0.08% |
| ANGLO AMER PLC SEDOL B1XZS82 | 0.07% |
| CAS 2016-C02 1M2 06.1493 09/25/2028 | 0.07% |
| CDX CDX.NA.HY.35 500.0 12/20/2025 | 0.07% |
| EATON CORP PLC SEDOL B8KQN82 | 0.07% |
| FEDEX CORP SEDOL 2142784 | 0.07% |
| REPUBLIC OF SENEGAL REGS 06.2500 05/23/2033 | 0.07% |
| T-MOBILE US INC P/P 144A 05.2500 CV PFD | 0.07% |
| THERMO FISHER SCIENTIFIC INC SEDOL 2886907 | 0.07% |
| WESTPAC BANKING CORP USD 02.0000 08/19/2021 | 0.07% |
| AMERICAN TOWER CORPORATION 02.7500 01/15/2027 | 0.07% |
| BP CAPITAL MARKETS PLC USD 03.2790 09/19/2027 | 0.07% |
| MRAIT 2020-2 A2 | 0.07% |
| NATIONAL AUSTRALIA BK/NY 02.5000 01/12/2021 | 0.07% |
| SEAGEN INC SEDOL BLPK4D2 | 0.07% |
| BAXTER INTERNATIONAL INC SEDOL 2085102 | 0.07% |
| CAS 2015-C04 2M2 05.6993 04/25/2028 | 0.07% |
| CIGNA CORP 03.7500 07/15/2023 | 0.07% |
| EXPEDITORS INTL WASH INC SEDOL 2325507 | 0.07% |
| ORACLE CORP SEDOL 2661568 | 0.07% |
| SUMITOMO MITSUI FINANCIAL GR SEDOL 6563024 | 0.07% |
| ALBEMARLE CORP SEDOL 2046853 | 0.07% |
| AMGEN INC 02.6000 08/19/2026 | 0.07% |
| BPCE SA P/P 144A 04.5000 03/15/2025 | 0.07% |
| CARDINAL HEALTH INC SEDOL 2175672 | 0.07% |
| CHIPOTLE MEXICAN GRILL INC SEDOL B0X7DZ3 | 0.07% |
| FNMA FN40 BF0171 UMBS 04.0000 01/01/2057 | 0.07% |
| BANK OF AMERICA CORP 02.4960 02/13/2031 | 0.07% |
| DEUTSCHE POST AG-REG SEDOL 4617859 | 0.07% |
| FNMA FN30 BM1172 UMBS 03.0000 03/01/2047 | 0.07% |
| KERING SEDOL 5505072 | 0.07% |
| AVERY DENNISON CORP SEDOL 2066408 | 0.07% |
| BIOGEN INC 03.6250 09/15/2022 | 0.07% |
| BOOZ ALLEN HAMILTON HOLDINGS SEDOL B5367T7 | 0.07% |
| CAS 2015-C04 1M2 05.8493 04/25/2028 | 0.07% |
| LNSTR 2015-3 B P/P 144A 03.2018 04/20/2048 | 0.07% |
| SAUDI INTL BOND P/P 144A 02.9000 10/22/2025 | 0.07% |
| ABIOMED INC SEDOL 2003698 | 0.07% |
| APTIV PLC SEDOL B783TY6 | 0.07% |
| AMERICAN TOWER CORP 03.1250 01/15/2027 | 0.07% |
| BF0101 03.5000 06/01/2056 | 0.07% |
| EOG RESOURCES INC 02.6250 03/15/2023 | 0.07% |
| RADIAN GROUP INC SEDOL 2173911 | 0.07% |
| DEUTSCHE BOERSE AG SEDOL 7021963 | 0.07% |
| SCHLUMBERGER LTD SEDOL 2779201 | 0.07% |
| WESTROCK MWV LLC 08.2000 01/15/2030 | 0.07% |
| BOSTON PROPERTIES INC SEDOL 2019479 | 0.06% |
| CAS 2020-R01 1M2 02.1993 01/25/2040 | 0.06% |
| DOMINICAN REPUBLIC REGS 05.9500 01/25/2027 | 0.06% |
| INTERCONTINENTALEXCHANGE 02.6500 09/15/2040 | 0.06% |
| TREASURY BILL 00.0000 11/19/2020 | 0.06% |
| WESFARMERS LTD SEDOL 6948836 | 0.06% |
| AMETEK INC SEDOL 2089212 | 0.06% |
| DUKE ENERGY CORP 04.2000 06/15/2049 | 0.06% |
| DUPONT DE NEMOURS INC SEDOL BK0VN47 | 0.06% |
| ENERGY TRANSFER OPERATNG 06.6250 02/15/2028 | 0.06% |
| HILTON WORLDWIDE FIN LLC 04.8750 04/01/2027 | 0.06% |
| IBM CORP 01.8750 08/01/2022 | 0.06% |
| ORACLE CORP 02.5000 05/15/2022 | 0.06% |
| VERIZON COMMUNICATIONS 05.2500 03/16/2037 | 0.06% |
| AMEREN CORPORATION SEDOL 2050832 | 0.06% |
| AMERICAN ELECTRIC POWER 04.3000 12/01/2028 | 0.06% |
| ASSURED GUARANTY LTD SEDOL B00V7H8 | 0.06% |
| DUKE ENERGY OHIO INC 03.6500 02/01/2029 | 0.06% |
| HOYA CORP SEDOL 6441506 | 0.06% |
| RAYTHEON TECHNOLOGIES CORP SEDOL BM5M5Y3 | 0.06% |
| SCHWAB (CHARLES) CORP SEDOL 2779397 | 0.06% |
| SEA LTD-ADR SEDOL BYWD7L4 | 0.06% |
| WASTE CONNECTIONS INC SEDOL BYVG1F6 | 0.06% |
| AGNC INVESTMENT CORP SEDOL BYYHJL8 | 0.06% |
| CHARTER COMM OPT LLC/CAP 04.8000 03/01/2050 | 0.06% |
| FAIR ISAAC CORP SEDOL 2330299 | 0.06% |
| FNMA FN30 AS8074 UMBS 03.0000 10/01/2046 | 0.06% |
| HERMES INTERNATIONAL SEDOL 5253973 | 0.06% |
| WFRBS 2013-C18 AS 04.3870 12/15/2046 | 0.06% |
| AT&T INC 04.7500 05/15/2046 | 0.06% |
| CSAIL 2015-C1 C 04.2684 04/15/2050 | 0.06% |
| JAZZ PHARMACEUTICALS PLC SEDOL B4Q5ZN4 | 0.06% |
| MICROCHIP TECH INC 04.3330 06/01/2023 | 0.06% |
| NORDEA BANK ABP P/P 144A 02.2500 05/27/2021 | 0.06% |
| ONCOR ELECTRIC DELIV 03.7500 04/01/2045 | 0.06% |
| REGIONS FINANCIAL CORP 02.7500 08/14/2022 | 0.06% |
| UNITEDHEALTH GROUP INC 03.9500 10/15/2042 | 0.06% |
| BERKSHIRE HATHAWAY FIN 02.8500 10/15/2050 | 0.06% |
| CITIGROUP INC 03.8870 01/10/2028 | 0.06% |
| FIDELITY NATL INFO SERV 03.7500 05/21/2029 | 0.06% |
| RIO TINTO PLC SEDOL 0718875 | 0.06% |
| TAIWAN SEMICONDUCTOR-SP ADR SEDOL 2113382 | 0.06% |
| UBS GROUP AG REGS 06.8750 12/29/2049 | 0.06% |
| UBS GROUP AG P/P 144A 03.0000 04/15/2021 | 0.06% |
| ALLIANZ SE-REG SEDOL 5231485 | 0.06% |
| AMGEN INC 04.6630 06/15/2051 | 0.06% |
| DANAHER CORP 05.0000 CV PFD | 0.06% |
| EXXON MOBIL CORP SEDOL 2326618 | 0.06% |
| FERGUSON PLC SEDOL BJVNSS4 | 0.06% |
| FORTUNE BRANDS HOME & SECURI SEDOL B3MC7D6 | 0.06% |
| REPUBLIC OF PERU USD 02.3920 01/23/2026 | 0.06% |
| SBA COMMUNICATIONS CORP SEDOL BZ6TS23 | 0.06% |
| ZOETIS INC 03.9000 08/20/2028 | 0.06% |
| BANK OF MONTREAL USD 03.1000 04/13/2021 | 0.06% |
| COMM 2010-C1 D P/P 144A 05.8396 07/10/2046 | 0.06% |
| LONDON STOCK EXCHANGE GROUP SEDOL B0SWJX3 | 0.06% |
| REPUBLIC OF KAZAKHSTAN REGS 04.8750 10/14/2044 | 0.06% |
| BHP GROUP LTD SEDOL 6144690 | 0.06% |
| CROWN CASTLE INTL CORP 03.6500 09/01/2027 | 0.06% |
| ENTERGY CORP SEDOL 2317087 | 0.06% |
| FNMA FN30 BC1155 UMBS 03.0000 06/01/2046 | 0.06% |
| HYATT HOTELS CORP 04.8500 03/15/2026 | 0.06% |
| ITOCHU CORP SEDOL 6467803 | 0.06% |
| BMW US CAPITAL LLC P/P 144A 02.0000 04/11/2021 | 0.06% |
| BRISTOL-MYERS 03.2500 08/15/2022 | 0.06% |
| EQUITABLE HOLDINGS INC SEDOL BKRMR96 | 0.06% |
| HUNTINGTON BANCSHARES 04.3500 02/04/2023 | 0.06% |
| NUTRIEN LTD USD 04.1250 03/15/2035 | 0.06% |
| WFRBS 2013-C12 AS 03.5600 03/15/2048 | 0.06% |
| AMERICAN INTERNATIONAL GROUP SEDOL 2027342 | 0.06% |
| DEUTSCHE TELEKOM AG-REG SEDOL 5842359 | 0.06% |
| DYNATRACE INC SEDOL BJV2RD9 | 0.06% |
| EASTMAN CHEMICAL CO SEDOL 2298386 | 0.06% |
| FIRSTENERGY TRANSMIS P/P 144A 05.4500 07/15/2044 | 0.06% |
| GOOGLE INC 03.3750 02/25/2024 | 0.06% |
| MET LIFE GLOB P/P 144A 01.9500 01/13/2023 | 0.06% |
| PFIZER INC 03.0000 12/15/2026 | 0.06% |
| ROYAL DUTCH SHELL PLC-B SHS SEDOL B03MM40 | 0.06% |
| ABBVIE INC P/P 144A 03.8000 03/15/2025 | 0.05% |
| ARAMARK SEDOL BH3XG17 | 0.05% |
| CONOCOPHILLIPS | 0.05% |
| DEERE & COMPANY 02.6000 06/08/2022 | 0.05% |
| GSMS 2011-GC3 D P/P 144A 05.6097 03/10/2044 | 0.05% |
| HESS MIDSTREAM P P/P 144A 05.6250 02/15/2026 | 0.05% |
| L OREAL SEDOL 4057808 | 0.05% |
| TOTAL SE SEDOL B15C557 | 0.05% |
| VIACOMCBS INC 04.2000 06/01/2029 | 0.05% |
| CISCO SYSTEMS INC 02.5000 09/20/2026 | 0.05% |
| CREDIT SUISSE NEW YORK 02.8000 04/08/2022 | 0.05% |
| ENDEAVOR ENERGY P/P 144A 05.7500 01/30/2028 | 0.05% |
| EQUINOR ASA USD 02.9000 11/08/2020 | 0.05% |
| FORD MOTOR CO SEDOL 2615468 | 0.05% |
| KEURIG DR PEPPER INC SEDOL BD3W133 | 0.05% |
| UNILEVER NV SEDOL B1527V7 | 0.05% |
| UNITEDHEALTH GROUP INC 02.7500 02/15/2023 | 0.05% |
| APOLLO GLOBAL MANAGEMENT INC SEDOL BKRLVD5 | 0.05% |
| APPLE INC 03.8500 05/04/2043 | 0.05% |
| DOW CHEMICAL CO/THE 03.5000 10/01/2024 | 0.05% |
| ENBRIDGE INC USD 04.5000 06/10/2044 | 0.05% |
| ALPHABET INC 01.9980 08/15/2026 | 0.05% |
| AMAZON.COM INC. 02.5000 11/29/2022 | 0.05% |
| BANK OF AMERICA CORP 03.4990 05/17/2022 | 0.05% |
| CAPITAL ONE FINANCIAL CORP SEDOL 2654461 | 0.05% |
| DNB NOR ASA SEDOL 4263304 | 0.05% |
| SCHNEIDER ELECTRIC SE SEDOL 4834108 | 0.05% |
| STATE STREET CORP SEDOL 2842040 | 0.05% |
| TPAT 2018-SL1 A P/P 144A 00.7493 01/25/2046 | 0.05% |
| US BANCORP 02.6250 01/24/2022 | 0.05% |
| ALLY FINANCIAL INC SEDOL B72XK05 | 0.05% |
| COCA-COLA HBC AG-DI SEDOL B9895B7 | 0.05% |
| COMCAST CORP 02.3500 01/15/2027 | 0.05% |
| DOVER CORP SEDOL 2278407 | 0.05% |
| L3HARRIS TECH INC 03.8500 12/15/2026 | 0.05% |
| METLIFE CAP TRST IV P/P 144A 07.8750 12/15/2037 | 0.05% |
| NRG ENERGY INC P/P 144A 04.4500 06/15/2029 | 0.05% |
| POLARIS INC SEDOL 2692933 | 0.05% |
| SANDVIK AB SEDOL B1VQ252 | 0.05% |
| SERVICENOW INC 01.4000 09/01/2030 | 0.05% |
| SPST 2020-6 A 01.8993 09/07/2021 | 0.05% |
| SWISS RE TREAS P/P 144A 04.2500 12/06/2042 | 0.05% |
| AMERICAN EXPRESS COMPANY 02.6500 12/02/2022 | 0.05% |
| CWALT 2006-OA10 4A1 00.3393 08/25/2046 | 0.05% |
| ROYAL BANK OF CANADA USD 04.6500 01/27/2026 | 0.05% |
| UPJOHN INC P/P 144A 02.3000 06/22/2027 | 0.05% |
| WFRBS 2012-C8 AS 03.6600 08/15/2045 | 0.05% |
| ANALOG DEVICES INC 03.9000 12/15/2025 | 0.05% |
| AT&T INC 02.9500 07/15/2026 | 0.05% |
| CROWN CASTLE INTL CORP 03.7000 06/15/2026 | 0.05% |
| ENTERPRISE PRODUCTS PARTNERS SEDOL 2285388 | 0.05% |
| JOHNSON CONTROLS INTL PL 04.9500 07/02/2064 | 0.05% |
| KDDI CORP SEDOL 6248990 | 0.05% |
| KINDER MORGAN ENER PART 03.5000 03/01/2021 | 0.05% |
| NXP SEMICONDUCTORS NV SEDOL B505PN7 | 0.05% |
| SAUDI INTL BOND P/P 144A 03.2500 10/22/2030 | 0.05% |
| SHERWIN-WILLIAMS CO 03.4500 06/01/2027 | 0.05% |
| VALERO ENERGY CORP SEDOL 2041364 | 0.05% |
| VISTRA CORP SEDOL BZ8VJQ8 | 0.05% |
| CITIGROUP INC 04.5000 01/14/2022 | 0.05% |
| COMM 2014-CR19 AM 04.0800 08/10/2047 | 0.05% |
| GARMIN LTD SEDOL B3Z5T14 | 0.05% |
| HOME DEPOT INC 02.6250 06/01/2022 | 0.05% |
| REPUBLIC SERVICES INC SEDOL 2262530 | 0.05% |
| SPST 2020-13 A 01.6493 10/10/2021 | 0.05% |
| SPST 2020-WL1 A 01.2993 06/25/2051 | 0.05% |
| TCI COMMUNICATIONS INC 07.1250 02/15/2028 | 0.05% |
| ANHEUSER-BUSCH INBEV WOR 04.7500 01/23/2029 | 0.04% |
| BP CAP MARKETS AMERICA 03.1190 05/04/2026 | 0.04% |
| CHENIERE CORP CHRIST 05.1250 06/30/2027 | 0.04% |
| COMPASS GROUP PLC SEDOL BD6K457 | 0.04% |
| CSAIL 2020-C19 XA IO 01.1218 03/15/2053 | 0.04% |
| DAIKIN INDUSTRIES LTD SEDOL 6250724 | 0.04% |
| DIAGEO PLC SEDOL 0237400 | 0.04% |
| EPICOR SOFTWARE TLB L+425 05.2500 07/30/2027 | 0.04% |
| MITSUBISHI UFJ FIN GRP USD 03.8500 03/01/2026 | 0.04% |
| ORACLE CORP 01.9000 09/15/2021 | 0.04% |
| PINNACLE WEST CAPITAL SEDOL 2048804 | 0.04% |
| ROGERS COMMUNICATIONS IN USD 04.5000 03/15/2043 | 0.04% |
| SPST 2020-15 A 00.0000 12/10/2021 | 0.04% |
| WASTE CONNECTIONS INC 03.5000 05/01/2029 | 0.04% |
| WPX ENERGY INC 05.2500 10/15/2027 | 0.04% |
| CBRE GROUP INC - A SEDOL B6WVMH3 | 0.04% |
| COX COMM INC P/P 144A 02.9500 10/01/2050 | 0.04% |
| ERAC USA FINANCE LLC P/P 144A 05.6250 03/15/2042 | 0.04% |
| INDUSTRIA DE DISENO TEXTIL SEDOL BP9DL90 | 0.04% |
| INTL FLAVOR & FRAGRANCES 04.4500 09/26/2028 | 0.04% |
| INVITATION HOMES INC SEDOL BD81GW9 | 0.04% |
| KEURIG DR PEPPER INC 04.5970 05/25/2028 | 0.04% |
| SANTANDER UK GROUP H P/P 144A 04.7500 09/15/2025 | 0.04% |
| TRK 2019-1 A1 04.3356 03/25/2022 | 0.04% |
| WALT DISNEY COMPANY 07.7500 12/01/2045 | 0.04% |
| ALIMENTATION COUCHE-TARD 3.550000 07/26/2027 | 0.04% |
| ALPHABET INC 02.2500 08/15/2060 | 0.04% |
| APPLE INC 04.3750 05/13/2045 | 0.04% |
| BMW US CAPITAL LLC P/P 144A 03.9500 08/14/2028 | 0.04% |
| CAS 2016-C05 2M2 04.5993 01/25/2029 | 0.04% |
| CIGNA CORP 03.9000 02/15/2022 | 0.04% |
| CISCO SYSTEMS INC 05.9000 02/15/2039 | 0.04% |
| DUKE REALTY CORP SEDOL 2284084 | 0.04% |
| GLENCORE FUNDING LLC P/P 144A 04.0000 04/16/2025 | 0.04% |
| LLOYDS BANKING GROUP PLC USD 04.5000 11/04/2024 | 0.04% |
| MET LIFE GLOB P/P 144A 02.4000 06/17/2022 | 0.04% |
| ORSTED A/S SEDOL BYT16L4 | 0.04% |
| REPUBLIC OF CHILE USD 02.4500 01/31/2031 | 0.04% |
| ADIDAS AG SEDOL 4031976 | 0.04% |
| ANHEUSER-BUSCH INBEV WOR 05.5500 01/23/2049 | 0.04% |
| BMIR 2019-4A M1C P/P 144A 02.6493 10/25/2029 | 0.04% |
| BRISTOL-MYERS 02.2500 08/15/2021 | 0.04% |
| ENBRIDGE INC USD 04.2500 12/01/2026 | 0.04% |
| ESSITY AKTIEBOLAG-B SEDOL BF1K7P7 | 0.04% |
| HOME DEPOT INC 05.9500 04/01/2041 | 0.04% |
| JPMORGAN CHASE & CO 04.6000 02/01/2025 | 0.04% |
| KONINKLIJKE DSM NV SEDOL B0HZL93 | 0.04% |
| LMAT 2020-GS5 A1 03.2500 06/25/2060 | 0.04% |
| PARTNERS GROUP HOLDING AG SEDOL B119QG0 | 0.04% |
| REPUBLIC OF PARAGUAY REGS 04.7000 03/27/2027 | 0.04% |
| WOLTERS KLUWER SEDOL 5671519 | 0.04% |
| BRDCOM CRP / FIN 03.8750 01/15/2027 | 0.04% |
| CITIGROUP INC 04.4500 09/29/2027 | 0.04% |
| CROWN CASTLE INTL CORP 03.8000 02/15/2028 | 0.04% |
| ERAC USA FINANCE LLC P/P 144A 07.0000 10/15/2037 | 0.04% |
| MONDELEZ INT HOLD NE P/P 144A 02.1250 09/19/2022 | 0.04% |
| NATIONAL AUSTRALIA BK/NY 02.8000 01/10/2022 | 0.04% |
| PRINCIPAL FINANCIAL GROUP SEDOL 2803014 | 0.04% |
| SHRP 2020-1 NOTE 03.1250 07/25/2024 | 0.04% |
| ABB LTD-REG SEDOL 7108899 | 0.04% |
| BRUNSWICK CORP SEDOL 2149309 | 0.04% |
| CARLSBERG AS-B SEDOL 4169219 | 0.04% |
| CAS 2017-C01 1M2 03.6993 07/25/2029 | 0.04% |
| CF INDUSTRIES HOLDINGS INC SEDOL B0G4K50 | 0.04% |
| CSX CORP 04.1000 03/15/2044 | 0.04% |
| DIGITAL REALTY TRUST LP 04.4500 07/15/2028 | 0.04% |
| MATCH GRP HLD II LLC P/P 144A 04.6250 06/01/2028 | 0.04% |
| NEXI SPA SEDOL BJ1F880 | 0.04% |
| ORACLE CORP 05.3750 07/15/2040 | 0.04% |
| PRUDENTIAL PLC SEDOL 0709954 | 0.04% |
| SPRINT CORP 07.8750 09/15/2023 | 0.04% |
| UBS GROUP AG-REG SEDOL BRJL176 | 0.04% |
| AMDOCS LTD SEDOL 2256908 | 0.04% |
| BROADCOM INC 04.1500 11/15/2030 | 0.04% |
| CCO HOLDINGS LLC P/P 144A 05.3750 06/01/2029 | 0.04% |
| COVESTRO AG SEDOL BYTBWY9 | 0.04% |
| DOLLAR GENERAL CORP 03.2500 04/15/2023 | 0.04% |
| FORD MOTOR CREDIT CO LLC 05.1250 06/16/2025 | 0.04% |
| HITACHI LTD SEDOL 6429104 | 0.04% |
| JOHNSON CONTROLS INTL PL 04.5000 02/15/2047 | 0.04% |
| LBMLT 2004-1 A2 00.9493 02/25/2034 | 0.04% |
| LINCOLN NATIONAL CORP SEDOL 2516378 | 0.04% |
| MARSH & MCLENNAN COS INC 04.9000 03/15/2049 | 0.04% |
| MBX.FN30.500.10 R USL1M P 01/12/41 BC | 0.04% |
| PEUGEOT SA SEDOL 7103526 | 0.04% |
| REPUBLIC OF COLOMBIA USD 03.8750 04/25/2027 | 0.04% |
| BERRY GLOBAL GROUP INC SEDOL B8BR3H3 | 0.04% |
| CROWN HOLDINGS INC | 0.04% |
| EDP-ENERGIAS DE PORTUGAL SA SEDOL 4103596 | 0.04% |
| FIDELITY NATIONAL INFORM 04.2500 05/15/2028 | 0.04% |
| KEURIG DR PEPPER INC 04.4170 05/25/2025 | 0.04% |
| L3HARRIS TECH INC 04.4000 06/15/2028 | 0.04% |
| MARSH & MCLENNAN COS INC 04.3750 03/15/2029 | 0.04% |
| MERCK KGAA SEDOL 4741844 | 0.04% |
| SAMSUNG ELECTRONICS-PREF SEDOL 6773812 | 0.04% |
| TRANSCANADA TRUST USD 05.3000 03/15/2077 | 0.04% |
| AIR LEASE CORP 04.6250 10/01/2028 | 0.04% |
| AVALONBAY COMMUNITIES INC SEDOL 2131179 | 0.04% |
| CISCO SYSTEMS INC 02.2000 02/28/2021 | 0.04% |
| DELTA AIR LINES INC SEDOL B1W9D46 | 0.04% |
| EVERBRIDGE INC SEDOL BYY5ZB4 | 0.04% |
| EXXON MOBIL CORPORATION 02.2220 03/01/2021 | 0.04% |
| ING BANK NV P/P 144A 05.8000 09/25/2023 | 0.04% |
| LAMB WESTON HOLDINGS P/P 144A 04.8750 11/01/2026 | 0.04% |
| MSBAM 2012-C5 E P/P 144A 04.6753 08/15/2045 | 0.04% |
| T-MOBILE USA INC P/P 144A 03.8750 04/15/2030 | 0.04% |
| TARGA RESOURCES PART 05.0000 01/15/2028 | 0.04% |
| TELEDYNE TECHNOLOGIES INC SEDOL 2503477 | 0.04% |
| TERRIER MEDIA TLB L+425 05.9898 12/17/2026 | 0.04% |
| TRUIST BANK 02.6360 09/17/2029 | 0.04% |
| AES CORP/THE 05.5000 04/15/2025 | 0.04% |
| AKZO NOBEL N.V. SEDOL BJ2KSG2 | 0.04% |
| CITIGROUP INC 04.6000 03/09/2026 | 0.04% |
| DOMINICAN REPUBLIC REGS 06.8750 01/29/2026 | 0.04% |
| DUKE ENERGY INDIANA LLC 06.4500 04/01/2039 | 0.04% |
| ENEL SPA SEDOL 7144569 | 0.04% |
| NTT DOCOMO INC SEDOL 6129277 | 0.04% |
| TAIWAN SEMICONDUCTOR MANUFAC SEDOL 6889106 | 0.04% |
| UBS AG LONDON P/P 144A 01.7500 04/21/2022 | 0.04% |
| VISTRA OPERATION P/P 144A 03.5500 07/15/2024 | 0.04% |
| APTARGROUP INC SEDOL 2045247 | 0.04% |
| ARES CAPITAL CORP 03.8750 01/15/2026 | 0.04% |
| ASTELLAS PHARMA INC SEDOL 6985383 | 0.04% |
| AVIVA PLC SEDOL 0216238 | 0.04% |
| CFCRE 2011-C2 E P/P 144A 05.7394 12/15/2047 | 0.04% |
| CHINA MOBILE LTD SEDOL 6073556 | 0.04% |
| COX COMM INC P/P 144A 03.5000 08/15/2027 | 0.04% |
| ERAC USA FINANCE LLC P/P 144A 04.5000 02/15/2045 | 0.04% |
| FHMS K099 X1 IO 00.8861 09/25/2029 | 0.04% |
| FIVE CORNERS FUNDING P/P 144A 04.4190 11/15/2023 | 0.04% |
| JPMBB 2013-C12 C 04.0995 07/15/2045 | 0.04% |
| SECOM CO LTD SEDOL 6791591 | 0.04% |
| SKANDINAVISKA ENSKILDA BAN-A SEDOL 4813345 | 0.04% |
| SNOWFLAKE INC-CLASS A SEDOL BN134B7 | 0.04% |
| THALES SA SEDOL 4162791 | 0.04% |
| WAMU 2005-AR12 1A8 02.9274 10/25/2035 | 0.04% |
| WOOLWORTHS GROUP LTD SEDOL 6981239 | 0.04% |
| ALPHABET INC 03.6250 05/19/2021 | 0.03% |
| BNP PARIBAS SEDOL 7309681 | 0.03% |
| CAS 2016-C03 2M2 06.0493 10/25/2028 | 0.03% |
| CASEYS GENERAL | 0.03% |
| FISERV INC 03.5000 07/01/2029 | 0.03% |
| GEORGIA-PACIFIC LLC P/P 144A 02.1000 04/30/2027 | 0.03% |
| LIVE NATION ENTERTAINMENT IN SEDOL B0T7YX2 | 0.03% |
| MOODY S CORP | 0.03% |
| NSTAR ELECTRIC CO 02.3750 10/15/2022 | 0.03% |
| PFIZER INC 01.9500 06/03/2021 | 0.03% |
| ROPER TECHNOLOGIES INC SEDOL 2749602 | 0.03% |
| SPECTRA ENERGY PARTNERS 03.3750 10/15/2026 | 0.03% |
| AMERICAN TOWER CORP 02.9000 01/15/2030 | 0.03% |
| BOOKING HOLDINGS INC SEDOL BDRXDB4 | 0.03% |
| COMCAST CORP 04.0490 11/01/2052 | 0.03% |
| ENERGY TRANSFER OPERATNG 05.2000 02/01/2022 | 0.03% |
| FLUTTER ENTERTAINMENT PLC SEDOL BWXC0Z1 | 0.03% |
| GOODMAN GROUP SEDOL B03FYZ4 | 0.03% |
| MSC 2011-C3 B P/P 144A 05.2443 07/15/2049 | 0.03% |
| NIHON M&A CENTER INC SEDOL B1DN466 | 0.03% |
| RENESAS ELECTRONICS CORP SEDOL 6635677 | 0.03% |
| SAMI 2007-AR7 1A1 00.9993 05/25/2047 | 0.03% |
| TEMPUR SEALY INTERNATIONAL I SEDOL 2216991 | 0.03% |
| VISTRA CORP P/P 144A 04.3000 07/15/2029 | 0.03% |
| WFCM 2013-LC12 C 04.2751 07/15/2046 | 0.03% |
| AXALTA COATING SYSTEMS LTD SEDOL BSFWCF5 | 0.03% |
| BRISTOL-MYERS 03.4000 07/26/2029 | 0.03% |
| CHARTER COMM OPT LLC/CAP 03.7500 02/15/2028 | 0.03% |
| CITIGROUP INC 04.7500 05/18/2046 | 0.03% |
| COMM 2013-CR13 AM 04.4490 11/10/2046 | 0.03% |
| CREDIT SUISSE GRP AG P/P 144A 03.8690 01/12/2029 | 0.03% |
| CWALT 2005-59 1A1 00.4814 11/20/2035 | 0.03% |
| CWALT 2006-OA7 1A2 01.8225 06/25/2046 | 0.03% |
| DIASORIN SPA SEDOL B234WN9 | 0.03% |
| ENERGY TRANSFER OPERA 05.8750 01/15/2024 | 0.03% |
| FHLMC FR30 ZS9547 UMBS 04.0000 09/01/2045 | 0.03% |
| GSMS 2016-GS3 A4 02.8500 10/10/2049 | 0.03% |
| GSMS 2017-GS7 AS 03.6630 08/10/2050 | 0.03% |
| INTERCONTINENTALEXCHANGE 01.8500 09/15/2032 | 0.03% |
| MORGAN STANLEY 05.5000 07/28/2021 | 0.03% |
| NRG P/P 144A 03.7500 06/15/2024 | 0.03% |
| PENSKE TRUCK LEASING P/P 144A 03.9000 02/01/2024 | 0.03% |
| WFRBS 2011-C5 D P/P 144A 05.6558 11/15/2044 | 0.03% |
| BANK OF AMERICA CORP 06.1000 12/29/2049 | 0.03% |
| BANK OF NOVA SCOTIA USD 02.0000 11/15/2022 | 0.03% |
| BP PLC SEDOL 0798059 | 0.03% |
| BRENNTAG AG SEDOL B4YVF56 | 0.03% |
| CHS/COMMUNITY HEALTH SYS 06.2500 03/31/2023 | 0.03% |
| COMM 2013-CR11 C P/P 144A 05.1196 08/10/2050 | 0.03% |
| CONSTELLATION BRANDS INC-A SEDOL 2170473 | 0.03% |
| LLOYDS BANKING GROUP PLC USD 04.6500 03/24/2026 | 0.03% |
| LOWES COMPANIES INC | 0.03% |
| MSBAM 2014-C14 C 04.9424 02/15/2047 | 0.03% |
| PETROBRAS GLOBAL FINANCE USD 07.3750 01/17/2027 | 0.03% |
| PPG INDUSTRIES INC SEDOL 2698470 | 0.03% |
| REPUBLIC OF KAZAKHSTAN REGS 05.1250 07/21/2025 | 0.03% |
| STACR 2016-DNA1 M3 05.6981 07/25/2028 | 0.03% |
| UBI SOFT ENTERTA SEDOL B1L3CS6 | 0.03% |
| WH GROUP LTD SEDOL BLLHKZ1 | 0.03% |
| ALLISON TRANSMISSION HOLDING SEDOL B4PZ892 | 0.03% |
| DBS GROUP HOLDINGS LTD SEDOL 6175203 | 0.03% |
| GSMS 2015-GC32 AS 04.0180 07/10/2048 | 0.03% |
| KEYCORP SEDOL 2490911 | 0.03% |
| KINGFISHER PLC SEDOL 3319521 | 0.03% |
| NIPPON PROLOGIS REIT INC SEDOL B98BC67 | 0.03% |
| REPUBLICA ORIENT URUGUAY USD 07.6250 03/21/2036 | 0.03% |
| SAREPTA THERAPEUTICS INC SEDOL B8DPDT7 | 0.03% |
| SHIN-ETSU CHEMICAL CO LTD SEDOL 6804585 | 0.03% |
| TOKYO ELECTRON LTD SEDOL 6895675 | 0.03% |
| TPMT 2015-1 A2 P/P 144A 03.2500 10/25/2053 | 0.03% |
| UNUM GROUP SEDOL 2433842 | 0.03% |
| VIACOMCBS INC 02.9000 01/15/2027 | 0.03% |
| WFRBS 2011-C3 D P/P 144A 05.6734 03/15/2044 | 0.03% |
| WORLDLINE SA SEDOL BNFWR44 | 0.03% |
| 10X GENOMICS INC-CLASS A SEDOL BKS3RS7 | 0.03% |
| BANCO BILBAO VIZCAYA ARGENTA SEDOL 5501906 | 0.03% |
| CGCMT 2014-GC21 AS 04.0260 05/10/2047 | 0.03% |
| COMCAST CORP 03.9990 11/01/2049 | 0.03% |
| COMPUGROUP MEDICAL SE & CO K SEDOL BMY7CH1 | 0.03% |
| FORTESCUE METALS GROUP LTD SEDOL B2B2B49 | 0.03% |
| HONEYWELL INTL 03.8120 11/21/2047 | 0.03% |
| JAPAN EXCHANGE GROUP INC SEDOL 6743882 | 0.03% |
| NEUBERGER BERMAN GRP P/P 144A 04.8750 04/15/2045 | 0.03% |
| NEXON CO LTD SEDOL B63QM77 | 0.03% |
| PALTAC CORPORATION SEDOL B61BG94 | 0.03% |
| PPL CAPITAL FUNDING INC 04.2000 06/15/2022 | 0.03% |
| SHIONOGI & CO LTD SEDOL 6804682 | 0.03% |
| SLM CORP | 0.03% |
| APPLE INC 02.8500 05/06/2021 | 0.03% |
| APPLE INC 03.4500 05/06/2024 | 0.03% |
| BAKER HUGHES CO SEDOL BDHLTQ5 | 0.03% |
| CELANESE US HOLDINGS LLC 03.5000 05/08/2024 | 0.03% |
| DH EUROPE FINANCE II USD 03.4000 11/15/2049 | 0.03% |
| DIAMONDBACK ENERGY INC 03.2500 12/01/2026 | 0.03% |
| DISH DBS CORP 05.8750 11/15/2024 | 0.03% |
| ENTERPRISE PRODUCTS OPER 02.8000 01/31/2030 | 0.03% |
| EQUITY RESIDENTIAL TR REIT | 0.03% |
| GOLDMAN SACHS GROUP INC 02.6000 02/07/2030 | 0.03% |
| GSMS 2019-GC42 AS 03.2117 09/01/2052 | 0.03% |
| KION GROUP AG SEDOL BB22L96 | 0.03% |
| KKR GROUP FIN CO III P/P 144A 05.1250 06/01/2044 | 0.03% |
| LMAT 2019-GS7 A1 03.2500 11/25/2059 | 0.03% |
| LOGITECH INTERNATIONAL-REG SEDOL B18ZRK2 | 0.03% |
| MOODY'S CORPORATION 02.5500 08/18/2060 | 0.03% |
| PUBLIC SERVICE ELECTRIC 05.5000 03/01/2040 | 0.03% |
| REPUBLIC OF SOUTH AFRICA USD 04.8500 09/27/2027 | 0.03% |
| TEMPO ACQ LLC/FI P/P 144A 06.7500 06/01/2025 | 0.03% |
| VOLKSWAGEN AG PFD SEDOL 5497168 | 0.03% |
| WFRBS 2013-C11 AS 03.3110 03/15/2045 | 0.03% |
| AHM 2007-1 GA1C 00.3393 05/25/2047 | 0.03% |
| BANK 2017-BNK8 B 03.9275 11/15/2050 | 0.03% |
| BHP GROUP PLC SEDOL BH0P3Z9 | 0.03% |
| CITIGROUP INC 02.9000 12/08/2021 | 0.03% |
| CK ASSET HOLDINGS LTD SEDOL BYZQ077 | 0.03% |
| COMMONWEALTH EDISON CO 05.9000 03/15/2036 | 0.03% |
| GSMS 2011-GC3 C P/P 144A 05.6097 03/10/2044 | 0.03% |
| LMAT 2020-GS1 A1 02.8820 10/25/2059 | 0.03% |
| MSBAM 2014-C17 C 04.4792 08/15/2047 | 0.03% |
| NIPPON TELEGRAPH & TELEPHONE SEDOL 6641373 | 0.03% |
| ORIX CORP SEDOL 6661144 | 0.03% |
| RELIANCE STEEL & ALUMINUM SEDOL 2729068 | 0.03% |
| SARTORIUS STEDIM BIOTECH SEDOL BYZ2QP5 | 0.03% |
| SPRINT CAPITAL CORPORATION 06.8750 11/15/2028 | 0.03% |
| STACR 2017-DNA2 M2 03.5993 10/25/2029 | 0.03% |
| THE BANK OF NOVA SCOTIA USD 02.7000 03/07/2022 | 0.03% |
| VERTIV TLB L+300 04.6550 03/02/2027 | 0.03% |
| 3I GROUP PLC SEDOL B1YW440 | 0.03% |
| AMERICAN INTL GROUP 08.1750 05/15/2058 | 0.03% |
| ATLAS COPCO AB-A SHS SEDOL BD97BN2 | 0.03% |
| BBCMS 2019-C3 B 04.0960 05/15/2052 | 0.03% |
| CAS 2016-C01 2M2 07.0993 08/25/2028 | 0.03% |
| COMCAST CORP 03.1500 03/01/2026 | 0.03% |
| CSC HOLDINGS LLC P/P 144A 07.5000 04/01/2028 | 0.03% |
| E.ON SE SEDOL 4942904 | 0.03% |
| EQUINIX INC 03.2000 11/18/2029 | 0.03% |
| FIDELITY NATIONAL FINANCIAL SEDOL BNBRDD4 | 0.03% |
| GENTEX CORP SEDOL 2366799 | 0.03% |
| LEGRAND SA SEDOL B11ZRK9 | 0.03% |
| LIBERTY GLOBAL PLC- C SEDOL B8W67B1 | 0.03% |
| LINDE PLC SEDOL BYWD9S5 | 0.03% |
| OSAT 2020-RPL1 A1 03.1990 12/26/2059 | 0.03% |
| OSHKOSH CORP 04.6000 05/15/2028 | 0.03% |
| PPSI 2004-WCW2 M3 01.1993 10/25/2034 | 0.03% |
| SIG COMBIBLOC GROUP AG SEDOL BD5GN60 | 0.03% |
| SINGAPORE EXCHANGE LTD SEDOL 6303866 | 0.03% |
| VIRTU FINANCIAL INC-CLASS A SEDOL BWTVWD4 | 0.03% |
| ZALANDO SE SEDOL BQV0SV7 | 0.03% |
| AKAMAI TECHNOLOGIES INC SEDOL 2507457 | 0.02% |
| ASML HOLDING NV SEDOL B929F46 | 0.02% |
| CANTOR FITZGERALD LP P/P 144A 06.5000 06/17/2022 | 0.02% |
| CFCRE 2011-C1 D P/P 144A 06.0648 04/15/2044 | 0.02% |
| CREDIT AGRICOLE SA P/P 144A 04.0000 01/10/2033 | 0.02% |
| DRAFTKINGS INC - CL A SEDOL BMYML02 | 0.02% |
| GLOBAL PAYMENTS INC 02.9000 05/15/2030 | 0.02% |
| GNR 2016-H16 EI IO 02.4950 06/20/2066 | 0.02% |
| JPMCC 2012-C6 E P/P 144A 05.1521 05/15/2045 | 0.02% |
| MSBAM 2013-C8 B 03.5590 12/15/2048 | 0.02% |
| NABTESCO CORP SEDOL 6687571 | 0.02% |
| TENET HEALTHCARE P/P 144A 04.8750 01/01/2026 | 0.02% |
| TOTAL CAPITAL INTL SA USD 02.7500 06/19/2021 | 0.02% |
| UBS GROUP AG P/P 144A 04.1250 04/15/2026 | 0.02% |
| ZOETIS INC 02.0000 05/15/2030 | 0.02% |
| ALIMEN COUCHE P/P 144A 02.9500 01/25/2030 | 0.02% |
| BANK 2019-BN20 XA IO 00.8384 09/15/2062 | 0.02% |
| CAS 2016-C06 1M2 04.3993 04/25/2029 | 0.02% |
| CELANESE CORP SEDOL B05MZT4 | 0.02% |
| CHEVRON CORP 02.1000 05/16/2021 | 0.02% |
| CI FINANCIAL CORP SEDOL B3KT0S5 | 0.02% |
| CMLTI 2005-2 1A2A 03.8044 05/25/2035 | 0.02% |
| COMM 2013-CR11 AM 04.7150 08/10/2050 | 0.02% |
| DOMINICAN REPUBLIC REGS 06.5000 02/15/2048 | 0.02% |
| JPMBB 2014-C19 C 04.6766 04/15/2047 | 0.02% |
| JPMCC 2010-C2 C P/P 144A 05.6545 11/15/2043 | 0.02% |
| JPMCC 2013-C16 AS 04.5169 12/15/2046 | 0.02% |
| JPMCC 2013-LC11 C 03.9582 04/15/2046 | 0.02% |
| NETFLIX INC SEDOL 2857817 | 0.02% |
| NOMURA RESEARCH INSTITUTE LT SEDOL 6390921 | 0.02% |
| NUTRIEN LTD. USD 04.2000 04/01/2029 | 0.02% |
| SIRIUS XM HOLDINGS INC SEDOL BGLDK10 | 0.02% |
| SOFTWARE AG SEDOL BF06WX9 | 0.02% |
| STACR 2014-HQ2 M3 03.8993 09/25/2024 | 0.02% |
| STACR 2016-HQA3 M3 03.9993 03/25/2029 | 0.02% |
| TRUIST FINANCIAL CORP 04.8000 12/31/2099 | 0.02% |
| US BANCORP 02.9500 07/15/2022 | 0.02% |
| WFCM 2013-LC12 AS 04.2751 07/15/2046 | 0.02% |
| APPALACHIAN POWER CO 04.6000 03/30/2021 | 0.02% |
| BANK LEUMI LE-ISRAEL SEDOL 6076425 | 0.02% |
| BRITISH AMERICAN TOBACCO PLC SEDOL 0287580 | 0.02% |
| CACI INTERNATIONAL INC -CL A SEDOL 2159267 | 0.02% |
| CD 2017-CD3 A4 03.6310 02/10/2050 | 0.02% |
| CENTENE CORP 04.6250 12/15/2029 | 0.02% |
| CON EDISON CO OF NY INC 04.2000 03/15/2042 | 0.02% |
| CRED SUIS GP FUN LTD USD 03.4500 04/16/2021 | 0.02% |
| CREDIT AGRICOLE SA SEDOL 7262610 | 0.02% |
| CWALT 2006-OA19 A1 00.3314 02/20/2047 | 0.02% |
| DBUBS 2011-LC2A B P/P 144A 04.9980 07/10/2044 | 0.02% |
| DEUTSCHE TELEKOM INT FIN USD 08.7500 06/15/2030 | 0.02% |
| GLAXOSMITHKLINE PLC SEDOL 0925288 | 0.02% |
| ITOCHU TECHNO-SOLUTIONS CORP SEDOL 6200194 | 0.02% |
| JPMBB 2013-C12 B 04.0995 07/15/2045 | 0.02% |
| MSBAM 2012-C6 D P/P 144A 04.6062 11/15/2045 | 0.02% |
| OTIS WORLDWIDE CORP 02.5650 02/15/2030 | 0.02% |
| PACKAGING CORP OF AMERIC 04.5000 11/01/2023 | 0.02% |
| RAYTHEON TECH CORP P/P 144A 04.8750 10/15/2040 | 0.02% |
| STACR 2016-HQA1 M3 06.4993 09/25/2028 | 0.02% |
| STACR 2016-HQA2 M3 05.2993 11/25/2028 | 0.02% |
| STACR 2017-DNA1 M2 03.3993 07/25/2029 | 0.02% |
| STACR 2020-HQA4 M1 01.4493 09/25/2050 | 0.02% |
| TRANSDIGM INC. P/P 144A 06.2500 03/15/2026 | 0.02% |
| UBSCM 2012-C1 C P/P 144A 05.5689 05/10/2045 | 0.02% |
| UNITED MEXICAN STATES USD 03.2500 04/16/2030 | 0.02% |
| UNITEDHEALTH GROUP INC 02.8750 03/15/2022 | 0.02% |
| VOLVO AB-B SHS SEDOL B1QH830 | 0.02% |
| WALGREENS BOOTS ALLIANCE INC SEDOL BTN1Y44 | 0.02% |
| WELLS FARGO & COMPANY 05.8750 12/29/2049 | 0.02% |
| ADECCO GROUP AG-REG SEDOL 7110720 | 0.02% |
| ASTRAZENECA PLC SEDOL 0989529 | 0.02% |
| BAIDU INC - SPON ADR SEDOL B0FXT17 | 0.02% |
| BGC PARTNERS INC 05.1250 05/27/2021 | 0.02% |
| CELANESE US HOLDINGS LLC 04.6250 11/15/2022 | 0.02% |
| CGCMT 2014-GC19 AS 04.3450 03/10/2047 | 0.02% |
| COMM 2014-CR18 C 04.7951 07/15/2047 | 0.02% |
| CREDIT SUISSE GRP AG P/P 144A 06.2500 12/18/2024 | 0.02% |
| CVS PASS-THROUGH P/P 144A 04.7040 01/10/2036 | 0.02% |
| FHMS K104 XAM 01.3839 01/25/2030 | 0.02% |
| FIAT CHRYSLER AUTOMOBILES NV SEDOL BRJFWP3 | 0.02% |
| GLENCORE FUNDING LLC P/P 144A 04.6250 04/29/2024 | 0.02% |
| GSMS 2013-GCJ14 B P/P 144A 04.7435 08/10/2046 | 0.02% |
| HCA INC. 05.3750 09/01/2026 | 0.02% |
| LVMH MOET HENNESSY LOUIS VUI SEDOL 4061412 | 0.02% |
| NATWEST GROUP PLC USD 04.8920 05/18/2029 | 0.02% |
| PLANTRONICS INC P/P 144A 05.5000 05/31/2023 | 0.02% |
| STANDARD CHARTERED PLC SEDOL 0408284 | 0.02% |
| VMWARE INC 03.9000 08/21/2027 | 0.02% |
| WATCO COS LLC/FI P/P 144A 06.5000 06/15/2027 | 0.02% |
| AUST & NZ BANKING GR P/P 144A 06.7500 12/29/2049 | 0.02% |
| BANCO SANTANDER SA USD 04.3790 04/12/2028 | 0.02% |
| BANCO SANTANDER SA USD 05.1790 11/19/2025 | 0.02% |
| BPCE SA P/P 144A 05.1500 07/21/2024 | 0.02% |
| BRAMBLES LTD SEDOL B1FJ0C0 | 0.02% |
| CD 2017-CD6 AM 03.7090 11/13/2050 | 0.02% |
| COMM 2014-LC15 AM 04.1980 04/10/2047 | 0.02% |
| DISCOVERY INC - A SEDOL B3D7K31 | 0.02% |
| DIVERSIFIED HEALTHCARE T 09.7500 06/15/2025 | 0.02% |
| EQUINOR ASA USD 05.1000 08/17/2040 | 0.02% |
| GNR 2015-H25 BI IO 02.1340 10/20/2065 | 0.02% |
| HANA FINANCIAL GROUP SEDOL B0RNRF5 | 0.02% |
| IMPERIAL BRANDS PLC SEDOL 0454492 | 0.02% |
| JPMORGAN CHASE & CO 01.2801 05/15/2047 | 0.02% |
| LNSTR 2017-5 AS P/P 144A 04.0210 03/10/2050 | 0.02% |
| MINEBEA CO LTD SEDOL 6642406 | 0.02% |
| NETWORK INTERNATIONAL HOLDIN SEDOL BH3VJ78 | 0.02% |
| NUTRITION & BIO P/P 144A 02.3000 11/01/2030 | 0.02% |
| OTSUKA CORP SEDOL 6267058 | 0.02% |
| PENSKE TRUCK LE P/P 144A 03.4000 11/15/2026 | 0.02% |
| PORSCHE AUTOMOBIL HLDG-PRF SEDOL 7101069 | 0.02% |
| REP OF INDONESIA P/P 144A 04.7500 01/08/2026 | 0.02% |
| SABINE PASS LIQUEFACTION 04.2000 03/15/2028 | 0.02% |
| VIDEOTRON LTD / LTEE P/P 144A 05.1250 04/15/2027 | 0.02% |
| VODAFONE GROUP PLC SEDOL BH4HKS3 | 0.02% |
| WAMU 2005-AR10 1A3 03.0349 09/25/2035 | 0.02% |
| WEYERHAEUSER CO 07.3750 03/15/2032 | 0.02% |
| WFRBS 2012-C9 D P/P 144A 04.8106 11/15/2045 | 0.02% |
| WFRBS 2013-UBS1 AS 04.3060 03/15/2046 | 0.02% |
| ACCENTURE PLC-CL A SEDOL B4BNMY3 | 0.02% |
| AGL ENERGY LTD SEDOL BSS7GP5 | 0.02% |
| AMAZON.COM INC 01.5000 06/03/2030 | 0.02% |
| ARRW 2019-3 A3 03.4160 10/25/2048 | 0.02% |
| COSTCO WHOLESALE CORP SEDOL 2701271 | 0.02% |
| CSAIL 2019-C15 B 04.4757 03/15/2052 | 0.02% |
| CSC HOLDINGS LLC 05.2500 06/01/2024 | 0.02% |
| DRMT 2020-2 A1 01.6920 05/25/2065 | 0.02% |
| DUKE ENERGY PROGRESS LLC 03.3750 09/01/2023 | 0.02% |
| EIFFAGE SEDOL B13X013 | 0.02% |
| EQUITY LIFESTYLE PROPERTIES SEDOL 2563125 | 0.02% |
| FERRARI NV SEDOL BD6G507 | 0.02% |
| GCP APPLIED TECH P/P 144A 05.5000 04/15/2026 | 0.02% |
| GENERAL MOTORS FINL CO 04.3000 07/13/2025 | 0.02% |
| GLOBAL MEDICAL RESPONS L+475 05.5000 10/05/2025 | 0.02% |
| GSMS 2012-GC6 AS P/P 144A 04.9480 01/12/2045 | 0.02% |
| INTL BUSINESS MACHINES CORP SEDOL 2005973 | 0.02% |
| KINDER MORGAN ENER PART 03.4500 02/15/2023 | 0.02% |
| MWST 2020-1 A 01.0493 10/25/2053 | 0.02% |
| NAVISTAR INTL TLB L+350 03.6500 11/06/2024 | 0.02% |
| PERTAMINA PERSERO PT P/P 144A 04.3000 05/20/2023 | 0.02% |
| REP OF INDONESIA P/P 144A 03.3750 04/15/2023 | 0.02% |
| SEI INVESTMENTS COMPANY SEDOL 2793610 | 0.02% |
| STACR 2015-HQA2 M3 04.9493 05/25/2028 | 0.02% |
| SUMITOMO MITSUI TRUST HOLDIN SEDOL 6431897 | 0.02% |
| AES CORP SEDOL 2002479 | 0.02% |
| ARD FINANCE SA P/P 144A 06.5000 06/30/2027 | 0.02% |
| BLACKSTONE HLDG FINA P/P 144A 01.6000 03/30/2031 | 0.02% |
| COMM 2014-LC15 B 04.5990 04/10/2047 | 0.02% |
| COUSINS PROPERTIES INC SEDOL BJP0MF6 | 0.02% |
| DAIWA HOUSE INDUSTRY CO LTD SEDOL 6251363 | 0.02% |
| FAIRFAX US INC P/P 144A 04.8750 08/13/2024 | 0.02% |
| FUJITSU LTD SEDOL 6356945 | 0.02% |
| GNR 2014-116 IL IO 04.0000 08/20/2044 | 0.02% |
| LPL FINANCIAL HOLDINGS INC SEDOL B75JX34 | 0.02% |
| MONDELEZ INTL HLDING P/P 144A 02.0000 10/28/2021 | 0.02% |
| MSBAM 2015-C24 B 04.3424 05/15/2048 | 0.02% |
| NITTO DENKO CORP SEDOL 6641801 | 0.02% |
| PROLOGIS LP 02.2500 04/15/2030 | 0.02% |
| PULTEGROUP INC 05.5000 03/01/2026 | 0.02% |
| REINSURANCE GROUP OF AMERICA SEDOL 2731193 | 0.02% |
| RMLT 2020-2 A2 02.5080 05/25/2060 | 0.02% |
| SNAM SPA SEDOL 7251470 | 0.02% |
| STAPLES INC P/P 144A 07.5000 04/15/2026 | 0.02% |
| SYSCO CORP SEDOL 2868165 | 0.02% |
| TENET HEALTHCARE COR P/P 144A 05.1250 11/01/2027 | 0.02% |
| TEVA PHARMACEUTICALS NE USD 06.7500 03/01/2028 | 0.02% |
| UBSBB 2012-C2 XA IO P/P 144A 01.2926 05/10/2063 | 0.02% |
| UBSCM 2018-C8 XA IO 00.8753 02/15/2051 | 0.02% |
| WESTROCK MWV LLC 07.9500 02/15/2031 | 0.02% |
| WFCM 2013-LC12 D P/P 144A 04.2751 07/15/2046 | 0.02% |
| WILMAR INTERNATIONAL LTD SEDOL B17KC69 | 0.02% |
| ZOETIS INC SEDOL B95WG16 | 0.02% |
| 0.35 R ISWP FWD US0003M P 12/16/2025 | 0.02% |
| ALKERMES PLC SEDOL B3P6D26 | 0.02% |
| ASHLAND GLOBAL HOLDINGS INC SEDOL BYND5N1 | 0.02% |
| BERKSHIRE HATHAWAY FIN 04.3000 05/15/2043 | 0.02% |
| CAMPBELL SOUP CO SEDOL 2162845 | 0.02% |
| COMM 2014-CR14 XA IO 00.5823 02/10/2047 | 0.02% |
| DIAMOND 1 FIN/DIAMON P/P 144A 08.3500 07/15/2046 | 0.02% |
| FHMS KW10 X1 IO 00.6495 09/25/2029 | 0.02% |
| HCA INC. 05.5000 06/15/2047 | 0.02% |
| HIKMA PHARMACEUTICALS PLC SEDOL B0LCW08 | 0.02% |
| JDE PEET'S BV SEDOL BMC4ZZ3 | 0.02% |
| KEURIG DR PEPPER INC 04.0570 05/25/2023 | 0.02% |
| LASERTEC CORP SEDOL 6506267 | 0.02% |
| MGIC INVESTMENT CORP SEDOL 2548616 | 0.02% |
| NETFLIX INC. 05.8750 11/15/2028 | 0.02% |
| NOVELIS CORP P/P 144A 05.8750 09/30/2026 | 0.02% |
| PANDORA A/S SEDOL B44XTX8 | 0.02% |
| PRUDENTIAL FINANCIAL INC 05.2000 03/15/2044 | 0.02% |
| PULTEGROUP INC. 07.8750 06/15/2032 | 0.02% |
| STACR 2020-HQA1 M2 02.0493 01/25/2050 | 0.02% |
| SUN HUNG KAI PROPERTIES SEDOL 6859927 | 0.02% |
| WAMU 2005-AR11 A1B3 00.5493 08/25/2045 | 0.02% |
| WASTE PRO USA INC P/P 144A 05.5000 02/15/2026 | 0.02% |
| ABCAM PLC SEDOL B677469 | 0.02% |
| AENA SME SA SEDOL BVRZ8L1 | 0.02% |
| APPLE INC 02.8500 05/11/2024 | 0.02% |
| BECTON DICKINSON AND CO 02.8230 05/20/2030 | 0.02% |
| BROADRIDGE FINANCIAL SOLUTIO SEDOL B1VP7R6 | 0.02% |
| CAS 2015-C03 2M2 05.1493 07/25/2025 | 0.02% |
| CVS HEALTH CORP 03.7000 03/09/2023 | 0.02% |
| EMIR 2018-1 M1 01.8493 11/25/2028 | 0.02% |
| FAURECIA SEDOL 4400446 | 0.02% |
| GFL ENVIRONMENTAL P/P 144A 07.0000 06/01/2026 | 0.02% |
| GNR 2017-162 QI IO 05.0000 10/11/2047 | 0.02% |
| GOODRX HOLDINGS INC-CLASS A SEDOL BMTVQT8 | 0.02% |
| IHEARTCOMMUNICATIONS INC 08.3750 05/01/2027 | 0.02% |
| LEGAL & GENERAL GROUP PLC SEDOL 0560399 | 0.02% |
| M3 INC SEDOL B02K2M3 | 0.02% |
| MERCK & CO. INC. 02.7500 02/10/2025 | 0.02% |
| MSC 2011-C3 D P/P 144A 05.2443 07/15/2049 | 0.02% |
| NEWMARKET CORP SEDOL B01CGF1 | 0.02% |
| PACIFIC GAS & ELECTRIC 03.3000 03/15/2027 | 0.02% |
| SBI HOLDINGS INC SEDOL 6309466 | 0.02% |
| SCOTTS MIRACLE-GRO CO SEDOL 2781518 | 0.02% |
| SILGAN HOLDINGS INC SEDOL 2809324 | 0.02% |
| TPMT 2016-5 M2 P/P 144A 03.3750 10/25/2056 | 0.02% |
| UBSBB 2012-C2 D P/P 144A 04.8882 05/10/2063 | 0.02% |
| UNILEVER PLC SEDOL B10RZP7 | 0.02% |
| VONOVIA SE SEDOL BBJPFY1 | 0.02% |
| WAMU 2004-AR3 A2 03.6566 06/25/2034 | 0.02% |
| WFCM 2016-LC25 XA IO 00.9695 12/15/2059 | 0.02% |
| ASSOCIATED BRITISH FOODS PLC SEDOL 0673123 | 0.02% |
| AURIZON HOLDINGS LTD SEDOL B87CVM3 | 0.02% |
| BMW US CAPITAL LLC P/P 144A 03.4000 08/13/2021 | 0.02% |
| CAS 2019-HRP1 M2 02.2993 11/25/2039 | 0.02% |
| CGCMT 2014-GC19 D P/P 144A 05.0925 03/10/2047 | 0.02% |
| COMPASS MIN INTL P/P 144A 06.7500 12/01/2027 | 0.02% |
| DROPBOX INC-CLASS A SEDOL BG0T321 | 0.02% |
| ELECTRONIC ARTS INC SEDOL 2310194 | 0.02% |
| GLENCORE FUNDING LLC P/P 144A 01.6250 09/01/2025 | 0.02% |
| GSMS 2013-GC10 XA IO 01.4911 02/10/2046 | 0.02% |
| HCA INC 04.1250 06/15/2029 | 0.02% |
| HSBC USA INC 03.5000 06/23/2024 | 0.02% |
| JM SMUCKER CO/THE SEDOL 2951452 | 0.02% |
| JPMBB 2014-C22 C 04.5537 09/15/2047 | 0.02% |
| KBC GROUP NV SEDOL 4497749 | 0.02% |
| KOITO MANUFACTURING CO LTD SEDOL 6496324 | 0.02% |
| NORTONLIFELOCK INC SEDOL BJN4XN5 | 0.02% |
| RBIT 2020-HB1 A1 01.7188 10/25/2050 | 0.02% |
| SPRINT CORP 07.2500 09/15/2021 | 0.02% |
| UBSCM 2017-C7 XA IO 01.0363 12/15/2050 | 0.02% |
| WAMU 2005-AR9 A1C3 01.1093 07/25/2045 | 0.02% |
| APARTMENT INVT & MGMT CO -A SEDOL BJLNBG3 | 0.02% |
| AT&T INC 04.3000 02/15/2030 | 0.02% |
| BAFC 2005-B 3M1 00.8264 04/20/2035 | 0.02% |
| BOC HONG KONG HOLDINGS LTD SEDOL 6536112 | 0.02% |
| BRAND ENERGY TL L+425 05.2500 06/21/2024 | 0.02% |
| CAS 2017-C01 1EB1 01.3993 07/25/2029 | 0.02% |
| CBRE SERVICES INC 04.8750 03/01/2026 | 0.02% |
| CK HUTCHISON HOLDINGS LTD SEDOL BW9P816 | 0.02% |
| COMM 2013-CR9 D P/P 144A 04.2436 07/10/2045 | 0.02% |
| DELTA/SKYMILES P/P 144A 04.7500 10/20/2028 | 0.02% |
| EQUITY COMMONWEALTH SEDOL BPH3N63 | 0.02% |
| FORD MOTOR COMPANY 09.0000 04/22/2025 | 0.02% |
| FOX CORP 04.0300 01/25/2024 | 0.02% |
| GENERAL DYNAMICS CORP 02.2500 11/15/2022 | 0.02% |
| GJENSIDIGE FORSIKRING ASA SEDOL B4PH0C5 | 0.02% |
| GMO INTERNET INC SEDOL 6170167 | 0.02% |
| HENDERSON LAND DEVELOPMENT SEDOL 6420538 | 0.02% |
| HIKARI TSUSHIN INC SEDOL 6416322 | 0.02% |
| ISRAEL DISCOUNT BANK -A SEDOL 6451271 | 0.02% |
| KOSE CORP SEDOL 6194468 | 0.02% |
| MATTEL INC P/P 144A 05.8750 12/15/2027 | 0.02% |
| PETROBRAS GLOBAL FINANCE USD 06.1250 01/17/2022 | 0.02% |
| PM GENERAL PURCHASER P/P 144A 09.5000 10/01/2028 | 0.02% |
| POMEGRANATE MERGER S P/P 144A 09.7500 05/01/2023 | 0.02% |
| POPULAR INC SEDOL B86QM90 | 0.02% |
| SCIENTIFIC GAMES P/P 144A 07.2500 11/15/2029 | 0.02% |
| SCOTTS MIRACLE-GRO 04.5000 10/15/2029 | 0.02% |
| SERVICE CORPORATION INTL 04.6250 12/15/2027 | 0.02% |
| SMC CORP SEDOL 6763965 | 0.02% |
| SPECTRUM BRANDS HOLDINGS INC SEDOL BDRYFB1 | 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% |
| ALLISON TRANSMISSION P/P 144A 04.7500 10/01/2027 | 0.01% |
| AMERICAN FINANCIAL GROUP INC SEDOL 2134532 | 0.01% |
| ARKEMA SEDOL B0Z5YZ2 | 0.01% |
| BERKELEY GROUP HOLDINGS/THE SEDOL B02L3W3 | 0.01% |
| CALPINE CORP P/P 144A 04.5000 02/15/2028 | 0.01% |
| CAMDEN PROPERTY TRUST 04.8750 06/15/2023 | 0.01% |
| CARRIAGE SVCS INC P/P 144A 06.6250 06/01/2026 | 0.01% |
| CAS 2014-C03 2M2 03.0493 07/25/2024 | 0.01% |
| CAS 2014-C04 1M2 05.0493 11/25/2024 | 0.01% |
| CAS 2015-C02 2M2 04.1493 05/25/2025 | 0.01% |
| CENOVUS ENERGY INC SEDOL B57FG04 | 0.01% |
| CLP HOLDINGS LTD SEDOL 6097017 | 0.01% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | 0.01% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CS | 0.01% |
| COLES GROUP LTD SEDOL BYWR0T5 | 0.01% |
| COLT 2020-2 A1 01.8530 03/25/2065 | 0.01% |
| CRC ESCROW ISSUER LL P/P 144A 05.2500 10/15/2025 | 0.01% |
| DIRECT LINE INSURANCE GROUP SEDOL BY9D0Y1 | 0.01% |
| ENI SPA SEDOL 7145056 | 0.01% |
| EOG RESOURCES INC SEDOL 2318024 | 0.01% |
| GNMA GII30 BL6161 06.0000 12/20/2048 | 0.01% |
| GNR 2013-99 AS IO 05.8986 06/20/2043 | 0.01% |
| GRAY TELEVISION INC P/P 144A 07.0000 05/15/2027 | 0.01% |
| GREAT LAKES D&D 08.0000 05/15/2022 | 0.01% |
| HALLIBURTON CO SEDOL 2405302 | 0.01% |
| IRON MOUNTAIN INC P/P 144A 04.8750 09/15/2027 | 0.01% |
| JPMORGAN CHASE & CO 02.9560 05/13/2031 | 0.01% |
| KRAFT HEINZ FOODS CO 03.0000 06/01/2026 | 0.01% |
| KRAFT HEINZ FOODS CO 05.0000 07/15/2035 | 0.01% |
| LPL HOLDINGS INC P/P 144A 05.7500 09/15/2025 | 0.01% |
| MARATHON PETRO CORP 06.5000 03/01/2041 | 0.01% |
| MATTAMY GROUP CORP P/P 144A 05.2500 12/15/2027 | 0.01% |
| MICROSOFT CORP 02.4000 02/06/2022 | 0.01% |
| MSAC 2004-HE6 M1 00.9743 08/25/2034 | 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% |
| NUTRIEN LTD USD 05.2500 01/15/2045 | 0.01% |
| ONCOR ELECTRIC DELIVERY 05.3000 06/01/2042 | 0.01% |
| PACIFIC GAS & ELECTRIC 02.5000 02/01/2031 | 0.01% |
| PALO ALTO NETWORKS INC SEDOL B87ZMX0 | 0.01% |
| PNC FINANCIAL SERVICES 03.3000 03/08/2022 | 0.01% |
| REFINITIV US HLDG P/P 144A 06.2500 05/15/2026 | 0.01% |
| S&P GLOBAL INC 01.2500 08/15/2030 | 0.01% |
| SERVICE CORP INTL 05.1250 06/01/2029 | 0.01% |
| SHELL INTERNATIONAL FIN USD 01.8750 05/10/2021 | 0.01% |
| STEVENS HLDG CO INC P/P 144A 06.1250 10/01/2026 | 0.01% |
| SUNDRUG CO LTD SEDOL 6817895 | 0.01% |
| TELSTRA CORP LTD SEDOL 6087289 | 0.01% |
| TOSHIBA CORP SEDOL 6897217 | 0.01% |
| TOWNSQUARE MEDIA INC P/P 144A 06.5000 04/01/2023 | 0.01% |
| VIACOMCBS INC 04.0000 01/15/2026 | 0.01% |
| WFCM 2014-LC16 XA IO 01.0900 08/15/2050 | 0.01% |
| ZURICH INSURANCE GROUP AG SEDOL 5983816 | 0.01% |
| AKER BP ASA P/P 144A 03.7500 01/15/2030 | 0.01% |
| ALLIANT HOLDINGS P/P 144A 06.7500 10/15/2027 | 0.01% |
| ALLY FINANCIAL INC 08.0000 11/01/2031 | 0.01% |
| ARRW 2019-1 A3 04.2080 01/25/2049 | 0.01% |
| CAS 2016-C07 2M2 04.4993 05/25/2029 | 0.01% |
| CCO HLDGS LLC/CAP C P/P 144A 05.5000 05/01/2026 | 0.01% |
| CHUGAI PHARMACEUTICAL CO LTD SEDOL 6196408 | 0.01% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CS | 0.01% |
| CME GROUP INC SEDOL 2965839 | 0.01% |
| DAITO TRUST CONSTRUCT CO LTD SEDOL 6250508 | 0.01% |
| ENERGY TRANSFER OPERATNG 02.9000 05/15/2025 | 0.01% |
| GNR 2016-123 LI IO 03.5000 03/20/2044 | 0.01% |
| GOLDEN NUGGET INC P/P 144A 06.7500 10/15/2024 | 0.01% |
| HOSHIZAKI CORP SEDOL B3FF8W8 | 0.01% |
| HUSKY III HLDG LTD P/P 144A 13.0000 02/15/2025 | 0.01% |
| IDACORP INC SEDOL 2296937 | 0.01% |
| ING GROEP NV-CVA SEDOL 7154182 | 0.01% |
| KNORR-BREMSE AG SEDOL BD2P9X9 | 0.01% |
| MAGELLAN FINANCIAL GROUP LTD SEDOL B015YX4 | 0.01% |
| MARRIOTT INTERNATIONAL 04.6250 06/15/2030 | 0.01% |
| ORTHO-CLINICAL TLB L+325 03.3903 06/30/2025 | 0.01% |
| PARK-OHIO INDUSTRIES INC 06.6250 04/15/2027 | 0.01% |
| REPUBLIC OF PERU USD 05.6250 11/18/2050 | 0.01% |
| SABINE PASS LIQUEFAC 05.7500 05/15/2024 | 0.01% |
| SABRE GLBL INC P/P 144A 09.2500 04/15/2025 | 0.01% |
| SUZUKEN CO LTD SEDOL 6865560 | 0.01% |
| SYMRISE AG SEDOL B1JB4K8 | 0.01% |
| UNITEDHEALTH GROUP INC 02.0000 05/15/2030 | 0.01% |
| A2 MILK CO LTD SEDOL 6287250 | 0.01% |
| AGCO CORP SEDOL 2010278 | 0.01% |
| ALBERTSONS COS/SAFE P/P 144A 04.6250 01/15/2027 | 0.01% |
| ARCELORMITTAL USD 07.2500 10/15/2039 | 0.01% |
| ASCEND LEARNING LLC P/P 144A 06.8750 08/01/2025 | 0.01% |
| AUTO TRADER GROUP PLC SEDOL BVYVFW2 | 0.01% |
| BAUSCH HLTH COS INC P/P 144A 06.1250 04/15/2025 | 0.01% |
| BMC EAST LLC P/P 144A 05.5000 10/01/2024 | 0.01% |
| BRAND ENERGY & I P/P 144A 08.5000 07/15/2025 | 0.01% |
| CAPGEMINI SE SEDOL 4163437 | 0.01% |
| CF INDUSTRIES INC 04.9500 06/01/2043 | 0.01% |
| CFCRE 2011-C2 D P/P 144A 05.7394 12/15/2047 | 0.01% |
| CLUBCORP HLDG INC P/P 144A 08.5000 09/15/2025 | 0.01% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS | 0.01% |
| COMM 2013-LC13 XA IO 01.1143 08/10/2046 | 0.01% |
| COMPAGNIE DE SAINT-GOBAIN SEDOL 7380482 | 0.01% |
| CONTINENTAL RES 04.5000 04/15/2023 | 0.01% |
| CURTISS-WRIGHT CORP SEDOL 2241205 | 0.01% |
| DCP MIDSTREAM P/P 144A 06.7500 09/15/2037 | 0.01% |
| ELANCO ANIMAL HEALTH 05.9000 08/28/2028 | 0.01% |
| FHR 3065 DC 19.4149 03/15/2035 | 0.01% |
| GENERAL ELECTRIC CO SEDOL 2380498 | 0.01% |
| GREIF INC P/P 144A 06.5000 03/01/2027 | 0.01% |
| HOWARD HUGHES CORP P/P 144A 05.3750 03/15/2025 | 0.01% |
| HUB INTL LTD P/P 144A 07.0000 05/01/2026 | 0.01% |
| HUSKY TLB L+300 03.3614 03/28/2025 | 0.01% |
| INTELSAT JACKSON HLD P/P 144A 09.7500 07/15/2025 | 0.01% |
| IPALCO ENTPRS IN 03.7000 09/01/2024 | 0.01% |
| ISTAR INC 04.7500 10/01/2024 | 0.01% |
| LAFARGEHOLCIM LTD-REG SEDOL 7110753 | 0.01% |
| MBX.FN30.500.10 R USL1M P 01/12/41 CI | 0.01% |
| MICHELIN (CGDE) SEDOL 4588364 | 0.01% |
| NOMURA REAL ESTATE HOLDINGS SEDOL B1CWJM5 | 0.01% |
| NUTRITION & BIO P/P 144A 03.4680 12/01/2050 | 0.01% |
| OBAYASHI CORP SEDOL 6656407 | 0.01% |
| ODAKYU ELECTRIC RAILWAY CO SEDOL 6656106 | 0.01% |
| PETROBRAS GLOBAL FIN USD 05.9990 01/27/2028 | 0.01% |
| PETROLEOS MEXICANOS USD 07.6900 01/23/2050 | 0.01% |
| PQ CORP P/P 144A 05.7500 12/15/2025 | 0.01% |
| QVC INC 04.8500 04/01/2024 | 0.01% |
| RYOHIN KEIKAKU CO LTD SEDOL 6758455 | 0.01% |
| SPRINT CORP 07.6250 03/01/2026 | 0.01% |
| STACR 2017-DNA2 M1 01.3493 10/25/2029 | 0.01% |
| STANLEY ELECTRIC CO LTD SEDOL 6841106 | 0.01% |
| TRANSDIGM INC 05.5000 11/15/2027 | 0.01% |
| VIDEOTRON LTD USD 05.0000 07/15/2022 | 0.01% |
| VISTRA OPERATION P/P 144A 05.5000 09/01/2026 | 0.01% |
| WEST JAPAN RAILWAY CO SEDOL 6957995 | 0.01% |
| BANFF MERGER SUB INC P/P 144A 09.7500 09/01/2026 | 0.01% |
| BAUSCH HEALTH COS INC REGS 04.5000 05/15/2023 | 0.01% |
| BAUSCH HLTH AMERICAS P/P 144A 08.5000 01/31/2027 | 0.01% |
| BAUSCH HLTH COS INC P/P 144A 07.0000 03/15/2024 | 0.01% |
| BROTHER INDUSTRIES LTD SEDOL 6146500 | 0.01% |
| CHAMPIONX CORP 06.3750 05/01/2026 | 0.01% |
| COMCAST CORP 06.5000 11/15/2035 | 0.01% |
| COMM 2014-UBS4 XA IO 01.1034 08/10/2047 | 0.01% |
| COMM 2014-UBS6 XA IO 00.8884 12/10/2047 | 0.01% |
| DISCOVERY COMMUNICATIONS 03.6250 05/15/2030 | 0.01% |
| ELISA OYJ SEDOL 5701513 | 0.01% |
| ENERGY TRANSFER OPERATNG 06.1250 12/15/2045 | 0.01% |
| FIDELITY NATIONAL INFORM 03.0000 08/15/2026 | 0.01% |
| FINECOBANK SPA SEDOL BNGN9Z1 | 0.01% |
| GNMA GII30 AY2298 04.7000 05/20/2067 | 0.01% |
| GNMA GII30 AY4779 04.5110 03/20/2067 | 0.01% |
| GNMA GII30 BB0107 04.7000 08/20/2067 | 0.01% |
| GNR 2015-H26 EI IO 01.7317 10/20/2065 | 0.01% |
| GOLDMAN SACHS GROUP INC 05.7500 01/24/2022 | 0.01% |
| GSMS 2011-GC5 AS P/P 144A 05.2090 08/10/2044 | 0.01% |
| GW B-CR SECURITY P/P 144A 09.5000 11/01/2027 | 0.01% |
| JONES LANG LASALLE INC SEDOL 2040640 | 0.01% |
| L BRANDS INC 07.5000 06/15/2029 | 0.01% |
| MEREDITH CORP 06.8750 02/01/2026 | 0.01% |
| NAVISTAR INTL CORP P/P 144A 06.6250 11/01/2025 | 0.01% |
| NEUROCRINE BIOSCIENCES INC SEDOL 2623911 | 0.01% |
| ONO PHARMACEUTICAL CO LTD SEDOL 6660107 | 0.01% |
| PERSIMMON PLC SEDOL 0682538 | 0.01% |
| PROVIDENT FDG/PFG FI P/P 144A 06.3750 06/15/2025 | 0.01% |
| RECRUIT HOLDINGS CO LTD SEDOL BQRRZ00 | 0.01% |
| SOLENIS 1STL L+400 04.2559 06/26/2025 | 0.01% |
| STACR 2019-DNA1 M2 02.7993 01/25/2049 | 0.01% |
| T-MOBILE USA INC 04.7500 02/01/2028 | 0.01% |
| TWDC ENTERPRISES 18 CORP 02.7500 08/16/2021 | 0.01% |
| WERNER FINCO LP/INC P/P 144A 08.7500 07/15/2025 | 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% |
| YANGZIJIANG SHIPBUILDING SEDOL B1VT035 | 0.01% |
| ALLEGHENY TECHNOLOGIES INC 07.8750 08/15/2023 | 0.01% |
| BCE INC SEDOL B188TH2 | 0.01% |
| BIG RVR STL/FIN P/P 144A 06.6250 01/31/2029 | 0.01% |
| BROOKFIELD RESID P/P 144A 06.2500 09/15/2027 | 0.01% |
| CHARTER COMM OPT LLC 05.3750 05/01/2047 | 0.01% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS | 0.01% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 JP | 0.01% |
| CNO FINANCIAL GROUP INC 05.2500 05/30/2029 | 0.01% |
| COMM 2014-CR17 XA IO 00.9691 05/10/2047 | 0.01% |
| CWALT 2006-OA10 1A1 01.8425 08/25/2046 | 0.01% |
| DISH NETWORK CV 03.3750 08/15/2026 | 0.01% |
| ENDEAVOR ENERGY P/P 144A 06.6250 07/15/2025 | 0.01% |
| FHR 3249 PS 21.7853 12/15/2036 | 0.01% |
| FHR 3829 AS IO 06.8016 03/15/2041 | 0.01% |
| FNR 2006-8 HP 24.0194 03/25/2036 | 0.01% |
| GALAPAGOS NV SEDOL B07Q2V5 | 0.01% |
| GFL ENVIRON INC P/P 144A 05.1250 12/15/2026 | 0.01% |
| ICL GROUP LTD SEDOL 6455530 | 0.01% |
| JAPAN AIRLINES CO LTD SEDOL B8BRV46 | 0.01% |
| JUNIPER NETWORKS INC SEDOL 2431846 | 0.01% |
| KOBE BUSSAN CO LTD SEDOL B14RJB7 | 0.01% |
| KONE OYJ-B SEDOL B09M9D2 | 0.01% |
| LEVEL 3 FIN INC P/P 144A 04.6250 09/15/2027 | 0.01% |
| MARATHON OIL CORP SEDOL 2910970 | 0.01% |
| MARRIOTT INTERNATIONAL 05.7500 05/01/2025 | 0.01% |
| MASTEC INC P/P 144A 04.5000 08/15/2028 | 0.01% |
| MATTAMY GROUP CORP P/P 144A 04.6250 03/01/2030 | 0.01% |
| MICROCHIP TECH INC P/P 144A 04.2500 09/01/2025 | 0.01% |
| MLMI 2005-A2 A2 03.7859 02/25/2035 | 0.01% |
| ONEMAIN FINANCE CORP 05.3750 11/15/2029 | 0.01% |
| PANTHER BF AGGRE 2 P/P 144A 08.5000 05/15/2027 | 0.01% |
| RBS GLOBAL/REXNO P/P 144A 04.8750 12/15/2025 | 0.01% |
| SABINE PASS LIQUEF 05.0000 03/15/2027 | 0.01% |
| SAMI 2007-AR1 2A1 00.3293 01/25/2037 | 0.01% |
| SHIFT4 PAYMENTS LLC P/P 144A 04.6250 11/01/2026 | 0.01% |
| SIX FLAGS THEME PARK P/P 144A 07.0000 07/01/2025 | 0.01% |
| SMITH & NEPHEW PLC SEDOL 0922320 | 0.01% |
| SMURFIT KAPPA TREASURY USD 07.5000 11/20/2025 | 0.01% |
| STACR 2014-HQ3 M3 04.8993 10/25/2024 | 0.01% |
| STARWOOD PROP TR 04.7500 03/15/2025 | 0.01% |
| TALLGRASS NRG PRTNR P/P 144A 05.5000 01/15/2028 | 0.01% |
| TAYLOR WIMPEY PLC SEDOL 0878230 | 0.01% |
| TRANSUNION SEDOL BYMWL86 | 0.01% |
| UNIVISION COMM INC. P/P 144A 05.1250 02/15/2025 | 0.01% |
| USI INC/NY P/P 144A 06.8750 05/01/2025 | 0.01% |
| WESCO DISTRIBUT P/P 144A 07.2500 06/15/2028 | 0.01% |
| ALBERTSONS COS LLC P/P 144A 07.5000 03/15/2026 | 0.01% |
| ANTERO RESOURCES FIN 05.1250 12/01/2022 | 0.01% |
| BANK OF AMERICA CORP 01.0104 09/15/2026 | 0.01% |
| BASE INC SEDOL BKRQ8Q2 | 0.01% |
| BAUSCH HLTH COS INC P/P 144A 07.2500 05/30/2029 | 0.01% |
| BOMBARDIER INC P/P 144A 07.8750 04/15/2027 | 0.01% |
| BUMT 2005-1 1A1 00.7493 09/25/2045 | 0.01% |
| CCO HLDGS LLC/CAP CO P/P 144A 05.7500 02/15/2026 | 0.01% |
| CHS/COMMUNITY P/P 144A 06.6250 02/15/2025 | 0.01% |
| COGNIZANT TECH SOLUTIONS-A SEDOL 2257019 | 0.01% |
| CSC HOLDINGS LLC 06.7500 11/15/2021 | 0.01% |
| CWALT 2006-24CB A13 00.4993 08/25/2036 | 0.01% |
| DEVON ENERGY CORPORATION 07.9500 04/15/2032 | 0.01% |
| ENTERCOM MEDIA CORP P/P 144A 07.2500 11/01/2024 | 0.01% |
| FHR 3408 EK 25.1960 04/15/2037 | 0.01% |
| FISHER PAYKEL SEDOL 6340250 | 0.01% |
| GENERAL MOTORS FINL CO 04.0000 01/15/2025 | 0.01% |
| GLP CAPITAL LP / FIN II 05.2500 06/01/2025 | 0.01% |
| GNMA GII30 BA7681 04.6160 06/20/2067 | 0.01% |
| GNMA GII30 BL6185 06.0000 01/20/2049 | 0.01% |
| GNMA GII30 BL6216 06.0000 03/20/2049 | 0.01% |
| GNMA GII30 BL6235 06.0000 04/20/2049 | 0.01% |
| GOEASY LTD P/P 144A 05.3750 12/01/2024 | 0.01% |
| HANKYU HANSHIN HOLDINGS INC SEDOL 6408664 | 0.01% |
| HCA INC 05.2500 06/15/2026 | 0.01% |
| HESS MIDSTREAM P P/P 144A 05.1250 06/15/2028 | 0.01% |
| HUDBAY MINERALS INC P/P 144A 07.6250 01/15/2025 | 0.01% |
| ICAHN ENTER/FIN 06.2500 05/15/2026 | 0.01% |
| INTEL CORP SEDOL 2463247 | 0.01% |
| ISTAR INC. 04.2500 08/01/2025 | 0.01% |
| JPMBB 2014-C25 XA IO 00.8493 11/15/2047 | 0.01% |
| KAKAKU.COM INC SEDOL 6689533 | 0.01% |
| MATCH GRP HLD II LLC P/P 144A 05.0000 12/15/2027 | 0.01% |
| MEREDITH CORP P/P 144A 06.5000 07/01/2025 | 0.01% |
| MSRR 2015-R4 CB1 00.9734 08/26/2047 | 0.01% |
| NETFLIX INC 04.8750 04/15/2028 | 0.01% |
| NEWELL BRANDS INC 04.7000 04/01/2026 | 0.01% |
| NORDSTROM INC P/P 144A 08.7500 05/15/2025 | 0.01% |
| PACIFIC GAS & ELECTRIC 02.1000 08/01/2027 | 0.01% |
| PACIFIC GAS & ELECTRIC 02.9500 03/01/2026 | 0.01% |
| PENNYMAC FIN SVCS IN P/P 144A 05.3750 10/15/2025 | 0.01% |
| PRIME SECURITY SVCS P/P 144A 06.2500 01/15/2028 | 0.01% |
| QUEST DIAGNOSTICS INC SEDOL 2702791 | 0.01% |
| S&P GLOBAL INC 02.5000 12/01/2029 | 0.01% |
| SEKISUI HOUSE LTD SEDOL 6793906 | 0.01% |
| SERVICE CORP INTL 03.3750 08/15/2030 | 0.01% |
| SINCLAIR TELE P/P 144A 05.5000 03/01/2030 | 0.01% |
| STACR 2019-HQA1 M2 02.4993 02/25/2049 | 0.01% |
| STATION CASINOS LLC P/P 144A 04.5000 02/15/2028 | 0.01% |
| TRIPADVISOR INC P/P 144A 07.0000 07/15/2025 | 0.01% |
| UNIVISION COMM P/P 144A 06.6250 06/01/2027 | 0.01% |
| USA COMPRESSION PART 06.8750 04/01/2026 | 0.01% |
| USD/MXN PUT 20.50 20210416 GSFX | 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% |
| ACS ACTIVIDADES SEDOL B01FLQ6 | 0.01% |
| AG ISSUER LLC P/P 144A 06.2500 03/01/2028 | 0.01% |
| AIR LIQUIDE SA SEDOL B1YXBJ7 | 0.01% |
| AMERICAN AXLE & MFG INC 06.8750 07/01/2028 | 0.01% |
| AMUNDI SA SEDOL BYZR014 | 0.01% |
| ANTERO RESOURCES 05.3750 11/01/2021 | 0.01% |
| ASCENT RESOURCES/AEU P/P 144A 10.0000 04/01/2022 | 0.01% |
| BLACK KNIGHT INFOSER P/P 144A 03.6250 09/01/2028 | 0.01% |
| BOXER PARENT CO INC P/P 144A 09.1250 03/01/2026 | 0.01% |
| BT GROUP PLC SEDOL 3091357 | 0.01% |
| BUILDERS FIRSTSOURCE P/P 144A 06.7500 06/01/2027 | 0.01% |
| BWAY HOLDING CO P/P 144A 07.2500 04/15/2025 | 0.01% |
| C.H. ROBINSON WORLDWIDE INC SEDOL 2116228 | 0.01% |
| CAPITAL ONE FINANCIAL CO 04.2000 10/29/2025 | 0.01% |
| CENOVUS ENERGY INC USD 06.7500 11/15/2039 | 0.01% |
| CHENIERE CORP CHRIST 05.8750 03/31/2025 | 0.01% |
| CNO FINANCIAL GROUP INC 05.2500 05/30/2025 | 0.01% |
| DIAMOND SPORTS GR/DI P/P 144A 06.6250 08/15/2027 | 0.01% |
| EQUINIX INC 05.3750 05/15/2027 | 0.01% |
| ESH HOSPITALITY INC P/P 144A 05.2500 05/01/2025 | 0.01% |
| FIFTH THIRD BANCORP 05.1000 12/29/2049 | 0.01% |
| FREEDOM MTGE CORP P/P 144A 08.2500 04/15/2025 | 0.01% |
| FRONTIER COMM P/P 144A 05.8750 10/15/2027 | 0.01% |
| GBP/USD 12/16/2020 SSBT | 0.01% |
| GENERAL MOTORS CO 06.1250 10/01/2025 | 0.01% |
| GENESYS TELECOMMUNICAT L+400 04.7500 10/08/2027 | 0.01% |
| GNMA GII30 BL6184 06.0000 02/20/2049 | 0.01% |
| GNMA GII30 BL6217 06.0000 03/20/2049 | 0.01% |
| GNMA GII30 BL6219 06.0000 03/20/2049 | 0.01% |
| HMIR 2018-1 M1 P/P 144A 01.7493 10/25/2028 | 0.01% |
| IHEARTCOMMUNICATIONS INC 06.3750 05/01/2026 | 0.01% |
| INGEVITY CORP P/P 144A 03.8750 11/01/2028 | 0.01% |
| INTELLIGENT PACK P/P 144A 06.0000 09/15/2028 | 0.01% |
| KFC HLD/PIZZA HUT/TA P/P 144A 05.2500 06/01/2026 | 0.01% |
| KOBAYASHI PHARMACEUTICAL CO SEDOL 6149457 | 0.01% |
| KRAFT HEINZ FOODS CO P/P 144A 03.8750 05/15/2027 | 0.01% |
| LADDER CAP FINAN P/P 144A 04.2500 02/01/2027 | 0.01% |
| LAMB WESTON HLD P/P 144A 04.8750 05/15/2028 | 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% |
| MEG ENERGY CORP P/P 144A 06.5000 01/15/2025 | 0.01% |
| MSBAM 2014-C17 XA IO 01.0763 08/15/2047 | 0.01% |
| NATIONAL BANK OF CANADA SEDOL 2077303 | 0.01% |
| NATIONSTAR MTG HLD I P/P 144A 05.5000 08/15/2028 | 0.01% |
| NUTRIEN LTD USD 02.9500 05/13/2030 | 0.01% |
| OCCIDENTAL PETROLEUM COR 04.8500 03/15/2021 | 0.01% |
| OCCIDENTAL PETROLEUM COR 06.4500 09/15/2036 | 0.01% |
| ONEMAIN FINANCE CORP 06.8750 03/15/2025 | 0.01% |
| PRECISION DRILL P/P 144A 07.1250 01/15/2026 | 0.01% |
| PROLOGIS LP 02.1250 04/15/2027 | 0.01% |
| RITE AID CORP P/P 144A 08.0000 11/15/2026 | 0.01% |
| SEVEN BANK LTD SEDOL B2NT8S1 | 0.01% |
| SIX FLAGS ENT P/P 144A 05.5000 04/15/2027 | 0.01% |
| SOFTBANK GROUP CORP SEDOL 6770620 | 0.01% |
| STANDARD IND INC P/P 144A 03.3750 01/15/2031 | 0.01% |
| SUGAR HSP GAMING P/P 144A 05.8750 05/15/2025 | 0.01% |
| SWISS LIFE HOLDING AG-REG SEDOL 7437805 | 0.01% |
| TENNANT CO 05.6250 05/01/2025 | 0.01% |
| VOPAK SEDOL 5809428 | 0.01% |
| WESTPAC BANKING CORP USD 04.4210 07/24/2039 | 0.01% |
| WFRBS 2012-C9 XB IO P/P 144A 00.7149 11/15/2045 | 0.01% |
| WHITE CAP BUYER LLC P/P 144A 06.8750 10/15/2028 | 0.01% |
| WHITE CAP TLB L+400 04.5000 10/08/2027 | 0.01% |
| 1011778 BC ULC / P/P 144A 04.3750 01/15/2028 | 0.01% |
| AIR METHODS CORP P/P 144A 08.0000 05/15/2025 | 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% |
| BAUSCH HLTH COS INC P/P 144A 06.2500 02/15/2029 | 0.01% |
| BEACON ROOFING SUPP P/P 144A 04.8750 11/01/2025 | 0.01% |
| BERKSHIRE HATHAWAY FIN 04.2500 01/15/2021 | 0.01% |
| BOISE CASCADE CO P/P 144A 04.8750 07/01/2030 | 0.01% |
| CAS 2015-C02 1M2 04.1493 05/25/2025 | 0.01% |
| CCO HOLDINGS LLC P/P 144A 04.5000 05/01/2032 | 0.01% |
| CENTENE CORP P/P 144A 05.3750 08/15/2026 | 0.01% |
| CIT GROUP INC 05.0000 08/01/2023 | 0.01% |
| CLARIOS GLOBAL LP P/P 144A 06.7500 05/15/2025 | 0.01% |
| CLOROX COMPANY SEDOL 2204026 | 0.01% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CS | 0.01% |
| CONSOLIDATED EDISON INC SEDOL 2216850 | 0.01% |
| CROWN CORK & SEAL CO INC 07.3750 12/15/2026 | 0.01% |
| DIAMOND 1 FIN/DIAMON P/P 144A 07.1250 06/15/2024 | 0.01% |
| DOLLAR TREE INC SEDOL 2272476 | 0.01% |
| FREEDOM MTGE CORP P/P 144A 08.1250 11/15/2024 | 0.01% |
| FRONTIER COMM 10.5000 09/15/2022 | 0.01% |
| GBP/USD 12/16/2020 RBSF | 0.01% |
| GSMS 2010-C1 D P/P 144A 05.9814 08/10/2043 | 0.01% |
| HARGREAVES LANSDOWN PLC SEDOL B1VZ0M2 | 0.01% |
| IHEARTCOMMUNICATI L+400 04.7500 05/01/2026 | 0.01% |
| INDIGO NATURAL P/P 144A 06.8750 02/15/2026 | 0.01% |
| ISTAR INC 05.5000 02/15/2026 | 0.01% |
| ITRON INC P/P 144A 05.0000 01/15/2026 | 0.01% |
| JAPAN POST HOLDINGS CO LTD SEDOL BYT8143 | 0.01% |
| JPMBB 2014-C19 XA IO 00.7433 04/15/2047 | 0.01% |
| KIMBERLY-CLARK CORP SEDOL 2491839 | 0.01% |
| KINDER MORGAN ENER PART 05.4000 09/01/2044 | 0.01% |
| LEVEL 3 FIN INC P/P 144A 04.2500 07/01/2028 | 0.01% |
| MCDONALD'S HOLDINGS CO JAPAN SEDOL 6371863 | 0.01% |
| MITSUBISHI UFJ LEASE & FINAN SEDOL 6268976 | 0.01% |
| MONDELEZ INTERNATIONAL 02.1250 04/13/2023 | 0.01% |
| NEWFIELD EXPLORATION CO 05.7500 01/30/2022 | 0.01% |
| NIELSEN FIN LLC/CO P/P 144A 05.6250 10/01/2028 | 0.01% |
| NOBLE ENERGY INC 06.0000 03/01/2041 | 0.01% |
| NORTHRIVER MIDSTREAM P/P 144A 05.6250 02/15/2026 | 0.01% |
| NOVELIS CORP P/P 144A 04.7500 01/30/2030 | 0.01% |
| NRG ENERGY INC. 07.2500 05/15/2026 | 0.01% |
| PENN NATIONAL GAMING P/P 144A 05.6250 01/15/2027 | 0.01% |
| PEPTIDREAM INC SEDOL B97SH97 | 0.01% |
| RATTLER MIDSTREAM LP P/P 144A 05.6250 07/15/2025 | 0.01% |
| SOHGO SECURITY SERVICES CO SEDOL 6546359 | 0.01% |
| THE GAP INC. P/P 144A 08.3750 05/15/2023 | 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% |
| TORONTO-DOMINION BANK SEDOL 2897222 | 0.01% |
| TRANSDIGM INC 06.3750 06/15/2026 | 0.01% |
| USD/CNH PUT 6.65 20210415 MSCIL | 0.01% |
| WALT DISNEY CO/THE SEDOL 2270726 | 0.01% |
| WFRBS 2013-C15 D P/P 144A 04.4935 08/15/2046 | 0.01% |
| WOLVERINE WORLD WIDE P/P 144A 05.0000 09/01/2026 | 0.01% |
| WPX ENERGY INC 05.7500 06/01/2026 | 0.01% |
| WPX ENERGY INC 05.8750 06/15/2028 | 0.01% |
| WR GRACE & CO-CONN P/P 144A 04.8750 06/15/2027 | 0.01% |
| 1011778 BC / NEW RED P/P 144A 04.0000 10/15/2030 | 0.01% |
| 1011778 BC / NEW RED P/P 144A 05.0000 10/15/2025 | 0.01% |
| APACHE CORP 04.3750 10/15/2028 | 0.01% |
| BAE SYSTEMS PLC SEDOL 0263494 | 0.01% |
| BANK OF MONTREAL SEDOL 2076009 | 0.01% |
| BAUSCH HLTH COS INC P/P 144A 05.5000 11/01/2025 | 0.01% |
| BIOMERIEUX SEDOL BF0LBX7 | 0.01% |
| BWAY CORP TLB L+325 03.4795 04/03/2024 | 0.01% |
| CALPINE CORP P/P 144A 05.2500 06/01/2026 | 0.01% |
| CAN IMPERIAL BK OF COMMERCE SEDOL 2170525 | 0.01% |
| CAS 2014-C04 2M2 05.1493 11/25/2024 | 0.01% |
| CAS 2015-C01 1M2 04.4493 02/25/2025 | 0.01% |
| CAS 2019-R01 2M2 02.5993 07/25/2031 | 0.01% |
| CENTENE ESCROW I CO P/P 144A 05.3750 06/01/2026 | 0.01% |
| CHS/COMMUNITY HEALT P/P 144A 08.1250 06/30/2024 | 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% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 CS | 0.01% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 GS | 0.01% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 ML | 0.01% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP | 0.01% |
| COMMSCOPE TECH LLC P/P 144A 06.0000 06/15/2025 | 0.01% |
| COMSTOCK RE INC P/P 144A 07.5000 05/15/2025 | 0.01% |
| COMSTOCK RESOURCES INC 09.7500 08/15/2026 | 0.01% |
| CONCHO RESOURCES INC 03.7500 10/01/2027 | 0.01% |
| CROWN AMER/CAP 04.7500 02/01/2026 | 0.01% |
| CWALT 2005-27 1A1 01.8205 08/25/2035 | 0.01% |
| DEVON ENERGY CORPORATION 07.8750 09/30/2031 | 0.01% |
| DIAMOND SPORTS P/P 144A 05.3750 08/15/2026 | 0.01% |
| DIAMONDBACK ENERGY INC 04.7500 05/31/2025 | 0.01% |
| ENTERCOM MEDIA CORP P/P 144A 06.5000 05/01/2027 | 0.01% |
| FEDEX CORP 02.6250 08/01/2022 | 0.01% |
| FUJIFILM HOLDINGS CORP SEDOL 6356525 | 0.01% |
| GFL ENVIRONMENTA P/P 144A 08.5000 05/01/2027 | 0.01% |
| GOLDEN NUGGET INC P/P 144A 08.7500 10/01/2025 | 0.01% |
| GRAPHIC PACKAGIN P/P 144A 03.5000 03/01/2029 | 0.01% |
| HANESBRANDS INC P/P 144A 04.6250 05/15/2024 | 0.01% |
| ICAHN ENTER 04.7500 09/15/2024 | 0.01% |
| ICAHN ENTER/FIN 05.2500 05/15/2027 | 0.01% |
| ICAHN ENTER/FIN 06.7500 02/01/2024 | 0.01% |
| JPMCC 2013-LC11 X IO 01.2494 04/15/2046 | 0.01% |
| JPMORGAN CHASE & CO 06.1000 02/01/2049 | 0.01% |
| KFC HLD/PIZZA HUT/TA P/P 144A 04.7500 06/01/2027 | 0.01% |
| LADDER CAP FIN LLLP P/P 144A 05.2500 10/01/2025 | 0.01% |
| LIBERTY MEDIA COR-SIRIUSXM C SEDOL BD8QGH9 | 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% |
| NEC CORP SEDOL 6640400 | 0.01% |
| NETFLIX INC P/P 144A 05.3750 11/15/2029 | 0.01% |
| NETFLIX INC. 06.3750 05/15/2029 | 0.01% |
| NEWELL BRANDS INC 04.8750 06/01/2025 | 0.01% |
| NIELSEN FIN LLC/CO P/P 144A 05.0000 04/15/2022 | 0.01% |
| NORFOLK SOUTHERN CORP SEDOL 2641894 | 0.01% |
| OCCIDENTAL PETROLEUM COR 05.8750 09/01/2025 | 0.01% |
| OCCIDENTAL PETROLEUM COR 06.6250 09/01/2030 | 0.01% |
| ORACLE CORP JAPAN SEDOL 6141680 | 0.01% |
| OUTFRONT MEDIA C P/P 144A 06.2500 06/15/2025 | 0.01% |
| SOLENIS 2NDL L+850 10.8314 06/26/2026 | 0.01% |
| SPIRAX-SARCO ENGINEERING PLC SEDOL BWFGQN1 | 0.01% |
| SS&C TECH INC P/P 144A 05.5000 09/30/2027 | 0.01% |
| STACR 2018-HQA2 M2 02.4493 10/25/2048 | 0.01% |
| TENET HEALTHCARE 04.6250 07/15/2024 | 0.01% |
| TRADEWEB MARKETS INC-CLASS A SEDOL BJXMVK2 | 0.01% |
| UNIVISION COMM P/P 144A 09.5000 05/01/2025 | 0.01% |
| VALVOLINE INC P/P 144A 04.2500 02/15/2030 | 0.01% |
| VISTRA CORP P/P 144A 05.0000 07/31/2027 | 0.01% |
| WFRBS 2011-C4 E P/P 144A 05.2205 06/15/2044 | 0.01% |
| WMG ACQUISITION CORP P/P 144A 03.0000 02/15/2031 | 0.01% |
| WOLVERINE WORLD WIDE P/P 144A 06.3750 05/15/2025 | 0.01% |
| WPX ENERGY INC 08.2500 08/01/2023 | 0.01% |
| ABC SUPPLY CO INC P/P 144A 04.0000 01/15/2028 | 0.00% |
| AIRBUS SE SEDOL 4012250 | 0.00% |
| APACHE CORP 05.1000 09/01/2040 | 0.00% |
| ASCEND LEARNING LLC P/P 144A 06.8750 08/01/2025 | 0.00% |
| BANK OF MONTREAL USD 03.8030 12/15/2032 | 0.00% |
| BANQUE CANTONALE VAUDOIS-REG SEDOL BMFY8R3 | 0.00% |
| BERRY GLOBAL INC P/P 144A 05.6250 07/15/2027 | 0.00% |
| BOYD GAMING CORP 04.7500 12/01/2027 | 0.00% |
| BOYD GAMING CORP P/P 144A 08.6250 06/01/2025 | 0.00% |
| CARNIVAL CORP P/P 144A 11.5000 04/01/2023 | 0.00% |
| CCO HOLDINGS LLC P/P 144A 04.5000 08/15/2030 | 0.00% |
| CENTENE CORP 03.0000 10/15/2030 | 0.00% |
| CLEAR CHANNEL WORLD 09.2500 02/15/2024 | 0.00% |
| DCP MIDSTREAM OPERATING 05.6250 07/15/2027 | 0.00% |
| EPICOR SOFTWARE 2NDL L+775 08.7500 07/30/2028 | 0.00% |
| F5 NETWORKS INC SEDOL 2427599 | 0.00% |
| FHR 2990 LB 16.5664 06/15/2034 | 0.00% |
| FREEPORT-MCMORAN INC 04.3750 08/01/2028 | 0.00% |
| FREEPORT-MCMORAN INC 04.6250 08/01/2030 | 0.00% |
| FREEPORT-MCMORAN INC 05.4500 03/15/2043 | 0.00% |
| GLOBAL MEDICAL RESPO P/P 144A 06.5000 10/01/2025 | 0.00% |
| GLP CAPITAL LP / FIN II 05.3750 04/15/2026 | 0.00% |
| GMAC CAPITAL TRUST I PCT 06.0651 | 0.00% |
| GNMA GII30 BL6016 06.0000 02/20/2049 | 0.00% |
| GNMA GII30 BL6218 06.0000 02/20/2049 | 0.00% |
| GO DADDY OPCO/FINCO P/P 144A 05.2500 12/01/2027 | 0.00% |
| GRAY TELEVISION INC P/P 144A 04.7500 10/15/2030 | 0.00% |
| HCA INC 03.5000 09/01/2030 | 0.00% |
| IHS MARKIT LTD USD 04.7500 08/01/2028 | 0.00% |
| IRB HOLDING CORP P/P 144A 07.0000 06/15/2025 | 0.00% |
| JAPAN POST BANK CO LTD SEDOL BYT8165 | 0.00% |
| JELD-WEN INC P/P 144A 04.6250 12/15/2025 | 0.00% |
| JELD-WEN INC P/P 144A 04.8750 12/15/2027 | 0.00% |
| L BRANDS INC 06.7500 07/01/2036 | 0.00% |
| L BRANDS INC P/P 144A 06.6250 10/01/2030 | 0.00% |
| LIVE NATION ENT P/P 144A 06.5000 05/15/2027 | 0.00% |
| MERCER INTL INC USD 06.5000 02/01/2024 | 0.00% |
| MIZUHO FINANCIAL GROUP INC SEDOL 6591014 | 0.00% |
| MPH ACQUISITION HLDG P/P 144A 05.7500 11/01/2028 | 0.00% |
| NATIONSTAR MTG P/P 144A 06.0000 01/15/2027 | 0.00% |
| NEWCREST MINING LTD SEDOL 6637101 | 0.00% |
| NEXSTAR BROADCASTING P/P 144A 04.7500 11/01/2028 | 0.00% |
| ONEMAIN FINANCE CORP 06.6250 01/15/2028 | 0.00% |
| ONEMAIN FINANCE CORP 07.1250 03/15/2026 | 0.00% |
| ORKLA ASA SEDOL B1VQF42 | 0.00% |
| OSHKOSH CORP 03.1000 03/01/2030 | 0.00% |
| QORVO INC P/P 144A 03.3750 04/01/2031 | 0.00% |
| RITE AID CORP P/P 144A 07.5000 07/01/2025 | 0.00% |
| ROBERTSHAW US HOLDING L+350 04.5000 02/28/2025 | 0.00% |
| 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% |
| SOLERA LLC / SOLERA P/P 144A 10.5000 03/01/2024 | 0.00% |
| SONIC HEALTHCARE LTD SEDOL 6821120 | 0.00% |
| SPECTRUM BRANDS INC P/P 144A 05.0000 10/01/2029 | 0.00% |
| STACR 2020-DNA5 M1 01.3867 10/25/2050 | 0.00% |
| TARGA RESOURCES PART 06.5000 07/15/2027 | 0.00% |
| TAYLOR MORRISON COMM P/P 144A 05.7500 01/15/2028 | 0.00% |
| TRANSDIGM INC. 06.5000 07/15/2024 | 0.00% |
| TRANSOCEAN POSEIDON P/P 144A 06.8750 02/01/2027 | 0.00% |
| TRI POINTE GROUP / HOMES 05.8750 06/15/2024 | 0.00% |
| TRI POINTE GROUP INC 05.7000 06/15/2028 | 0.00% |
| USA COM PART/USA COM 06.8750 09/01/2027 | 0.00% |
| VISTRA CORP P/P 144A 05.6250 02/15/2027 | 0.00% |
| WESCO DISTRIBUT P/P 144A 07.1250 06/15/2025 | 0.00% |
| WESTERN DIGITAL CORPORATION 04.7500 02/15/2026 | 0.00% |
| WFRBS 2012-C10 XA IO P/P 144A 01.5260 12/15/2045 | 0.00% |
| YUM! BRANDS INC 03.6250 03/15/2031 | 0.00% |
| YUM! BRANDS INC P/P 144A 04.7500 01/15/2030 | 0.00% |
| ZAYO GROUP HLDG INC L+300 04.6678 03/09/2027 | 0.00% |
| AES CORP/THE P/P 144A 03.3000 07/15/2025 | 0.00% |
| BAUSCH HLTH COS INC P/P 144A 07.0000 01/15/2028 | 0.00% |
| BECTON DICKINSON AND CO SEDOL 2087807 | 0.00% |
| BOYD GAMING CORPORATION 06.0000 08/15/2026 | 0.00% |
| BRIDGESTONE CORP SEDOL 6132101 | 0.00% |
| BUCKEYE PARTNERS LP 05.8500 11/15/2043 | 0.00% |
| BUCKEYE PARTNERS LP P/P 144A 04.5000 03/01/2028 | 0.00% |
| CHS/COMMUNITY HEALTH P/P 144A 08.0000 03/15/2026 | 0.00% |
| CHUBU ELECTRIC POWER CO INC SEDOL 6195609 | 0.00% |
| CHUGOKU ELECTRIC POWER CO SEDOL 6195900 | 0.00% |
| CIT GROUP INC. 05.0000 08/15/2022 | 0.00% |
| CLEAN HARBORS INC P/P 144A 05.1250 07/15/2029 | 0.00% |
| CLEARWATER PAPER COR P/P 144A 04.7500 08/15/2028 | 0.00% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CS | 0.00% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CS | 0.00% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 ML | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 JP | 0.00% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 GS | 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% |
| 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% |
| CONTINENTAL RESOURCES 04.3750 01/15/2028 | 0.00% |
| CONTINENTAL RESOURCES 05.0000 09/15/2022 | 0.00% |
| CPG INTL TL L+375 04.7500 05/05/2024 | 0.00% |
| CVS PASS-THROUGH TRUST 06.0360 12/10/2028 | 0.00% |
| DELL INT / EMC P/P 144A 05.8500 07/15/2025 | 0.00% |
| DEVON ENERGY CORPORATION 05.6000 07/15/2041 | 0.00% |
| EUR/USD 12/16/2020 BCAP-FX | 0.00% |
| FISERV INC SEDOL 2342034 | 0.00% |
| FNR 2005-106 JC 19.6612 12/25/2035 | 0.00% |
| FRONTIER COMM P/P 144A 08.5000 04/01/2026 | 0.00% |
| GAP INC/THE P/P 144A 08.6250 05/15/2025 | 0.00% |
| GARTNER INC P/P 144A 03.7500 10/01/2030 | 0.00% |
| GATES GLOBAL TLB L+275 03.7500 03/31/2024 | 0.00% |
| GEBERIT AG-REG SEDOL B1WGG93 | 0.00% |
| GNMA GII30 BM1953 06.0000 03/20/2049 | 0.00% |
| HANESBRANDS INC P/P 144A 05.3750 05/15/2025 | 0.00% |
| HD SUPPLY HOLDINGS INC SEDOL BBL5981 | 0.00% |
| HKT TRUST AND HKT LTD-SS SEDOL B4TXDZ3 | 0.00% |
| HOLLY PAR/FIN P/P 144A 05.0000 02/01/2028 | 0.00% |
| INTERNATIONAL LEASE FIN CORP 05.8750 08/15/2022 | 0.00% |
| IRON MOUNTAIN INC P/P 144A 05.2500 03/15/2028 | 0.00% |
| JELD-WEN INC P/P 144A 06.2500 05/15/2025 | 0.00% |
| LEVEL 3 FINANCING IN P/P 144A 03.6250 01/15/2029 | 0.00% |
| LEVI STRAUSS & CO. 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% |
| MAXIM INTEGRATED PRODUCTS SEDOL 2573760 | 0.00% |
| MTR CORP SEDOL 6290054 | 0.00% |
| NIPPON STEEL CORP SEDOL 6642569 | 0.00% |
| NOK/USD 12/16/2020 JPMCB | 0.00% |
| NRG ENERGY INC 05.7500 01/15/2028 | 0.00% |
| NRG ENERGY INC P/P 144A 05.2500 06/15/2029 | 0.00% |
| NUCOR CORP SEDOL 2651086 | 0.00% |
| OCCIDENTAL PETROLEUM COR 03.5000 06/15/2025 | 0.00% |
| ONEMAIN FINANCE CORP 08.8750 06/01/2025 | 0.00% |
| ORTHO-CLINICAL P/P 144A 07.3750 06/01/2025 | 0.00% |
| OWENS-BROCKWAY P/P 144A 06.6250 05/13/2027 | 0.00% |
| PENSKE AUTOMOTIVE GROUP 05.3750 12/01/2024 | 0.00% |
| PETROBRAS GLOBAL FIN USD 05.2990 01/27/2025 | 0.00% |
| PRIME SEC/FIN P/P 144A 03.3750 08/31/2027 | 0.00% |
| PRUDENTIAL FINANCIAL INC 05.6250 06/15/2043 | 0.00% |
| QORVO INC SEDOL BR9YYP4 | 0.00% |
| REPUBLIC OF VENEZUELA REGS 08.2500 10/13/2024 | 0.00% |
| ROBERTSHAW TL 2L L+800 09.0000 02/28/2026 | 0.00% |
| SANOFI SEDOL 5671735 | 0.00% |
| SM ENERGY CO 06.1250 11/15/2022 | 0.00% |
| SWEDISH MATCH AB SEDOL 5048566 | 0.00% |
| SWISS PRIME SITE-REG SEDOL B083BH4 | 0.00% |
| T-MOBILE USA INC 04.5000 02/01/2026 | 0.00% |
| TEMPO ACQ LLC/FI P/P 144A 05.7500 06/01/2025 | 0.00% |
| THE AES CORPORATION 05.1250 09/01/2027 | 0.00% |
| US CONCRETE INC 06.3750 06/01/2024 | 0.00% |
| US CONCRETE INC P/P 144A 05.1250 03/01/2029 | 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% |
| ABC SUPPLY CO INC P/P 144A 05.8750 05/15/2026 | 0.00% |
| ALBERTSONS COS P/P 144A 04.8750 02/15/2030 | 0.00% |
| AMERICAN AXLE & MANUF L+273 03.4062 04/06/2024 | 0.00% |
| APACHE CORPORATION 04.8750 11/15/2027 | 0.00% |
| AUD/USD PUT 0.695 20201118 BANKAM | 0.00% |
| AVIENT CORP P/P 144A 05.7500 05/15/2025 | 0.00% |
| BANK OF AMERICA CORP 06.5000 10/29/2049 | 0.00% |
| BEACON ROOFING SUPPL P/P 144A 04.5000 11/15/2026 | 0.00% |
| BERKSHIRE HATHAWAY INC-CL B SEDOL 2073390 | 0.00% |
| BERRY GLOBAL INC 05.1250 07/15/2023 | 0.00% |
| BERRY GLOBAL INC P/P 144A 04.5000 02/15/2026 | 0.00% |
| BOXER PARENT CO INC P/P 144A 07.1250 10/02/2025 | 0.00% |
| BOYD GAMING CORP 06.3750 04/01/2026 | 0.00% |
| BY CROWN/BY BOND P/P 144A 04.2500 01/31/2026 | 0.00% |
| CBRE SERVICES INC 05.2500 03/15/2025 | 0.00% |
| CBS OUT AMER CAP LLC 05.6250 02/15/2024 | 0.00% |
| CCM MERGER INC P/P 144A 06.3750 05/01/2026 | 0.00% |
| CINEMARK USA INC 05.1250 12/15/2022 | 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.BBB-.10 2059-11-17 300.0 11/17/2059 CG | 0.00% |
| COLORADO INTERSTATE GAS CO 06.8500 06/15/2037 | 0.00% |
| COMM 2014-CR18 XA IO 01.0600 07/15/2047 | 0.00% |
| COMMSCOPE INC P/P 144A 05.5000 03/01/2024 | 0.00% |
| CORNERSTONE BUILDING P/P 144A 08.0000 04/15/2026 | 0.00% |
| DIAMONDBACK ENERGY INC 05.3750 05/31/2025 | 0.00% |
| DUN & BRADSTREET COR P/P 144A 06.8750 08/15/2026 | 0.00% |
| EMERGENT BIOSOLUTION P/P 144A 03.8750 08/15/2028 | 0.00% |
| EUR/USD 12/16/2020 JPMCB | 0.00% |
| EUR/USD 12/16/2020 SSBT | 0.00% |
| EUR/USD 12/16/2020 TDBK | 0.00% |
| FNR 2005-75 GS 19.8023 08/25/2035 | 0.00% |
| FNR 2006-62 PS 39.0045 07/25/2036 | 0.00% |
| FRESENIUS MEDICAL CARE AG & SEDOL 5129074 | 0.00% |
| GNMA GII30 BM4196 06.0000 04/20/2049 | 0.00% |
| GNMA GII30 BN1506 04.5000 05/20/2049 | 0.00% |
| GNMA GII30 BN1509 05.0000 05/20/2049 | 0.00% |
| GNR 2010-9 UI IO 05.0000 01/20/2040 | 0.00% |
| GNR 2013-14 IO IO 03.5000 12/20/2042 | 0.00% |
| HONGKONG LAND HOLDINGS LTD SEDOL 6434915 | 0.00% |
| IHS MARKIT LTD P/P 144A 04.0000 03/01/2026 | 0.00% |
| JAGUAR HL / PPDI P/P 144A 05.0000 06/15/2028 | 0.00% |
| JARDINE MATHESON HLDGS LTD SEDOL 6472119 | 0.00% |
| MAUSER PACKAGING P/P 144A 08.5000 04/15/2024 | 0.00% |
| MERCER INTL INC USD 05.5000 01/15/2026 | 0.00% |
| MERCK & CO INC 02.9000 03/07/2024 | 0.00% |
| NETFLIX INC. P/P 144A 04.8750 06/15/2030 | 0.00% |
| OCCIDENTAL PETROLEUM COR 02.9000 08/15/2024 | 0.00% |
| OCCIDENTAL PETROLEUM CORP SEDOL 2655408 | 0.00% |
| OUTFRONT MEDIA C P/P 144A 04.6250 03/15/2030 | 0.00% |
| REPUBLIC OF VENEZUELA REGS 09.0000 05/07/2023 | 0.00% |
| SERVICE PROPERTIES TRUST 07.5000 09/15/2025 | 0.00% |
| SM ENERGY CO 05.0000 01/15/2024 | 0.00% |
| SM ENERGY CO 06.7500 09/15/2026 | 0.00% |
| SM ENERGY CO P/P 144A 10.0000 01/15/2025 | 0.00% |
| SOFINA SEDOL 4820301 | 0.00% |
| SPECTRUM BRANDS INC 06.1250 12/15/2024 | 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 06.8750 01/15/2029 | 0.00% |
| TRANSOCEAN PONTUS LT P/P 144A 06.1250 08/01/2025 | 0.00% |
| TRONOX FINANCE PLC P/P 144A 05.7500 10/01/2025 | 0.00% |
| VALVOLINE INC 04.3750 08/15/2025 | 0.00% |
| VIPER ENERGY P/P 144A 05.3750 11/01/2027 | 0.00% |
| WM MORRISON SUPERMARKETS SEDOL 0604316 | 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% |
| ABC-MART INC SEDOL 6292102 | 0.00% |
| ADMIRAL GROUP PLC SEDOL B02J639 | 0.00% |
| APACHE CORP 04.6250 11/15/2025 | 0.00% |
| AROUNDTOWN SA SEDOL BF0CK44 | 0.00% |
| AUD/USD 01/20/2021 SSBT | 0.00% |
| AUD/USD CALL 0.76 20210311 HSBCB | 0.00% |
| BALL CORP SEDOL 2073022 | 0.00% |
| BAYTEX ENERGY CORP P/P 144A 05.6250 06/01/2024 | 0.00% |
| BOMBARDIER INC P/P 144A 07.5000 12/01/2024 | 0.00% |
| BSCMS 2006-PW11 B P/P 144A 05.5182 03/11/2039 | 0.00% |
| BUCKEYE PARTNERS LP 03.9500 12/01/2026 | 0.00% |
| CALPINE CORP P/P 144A 05.0000 02/01/2031 | 0.00% |
| CD&R WATERWORKS MERGER 144A 6.125000 08/15/2025 | 0.00% |
| CINEMARK USA INC P/P 144A 08.7500 05/01/2025 | 0.00% |
| CLP/USD 01/20/2021 CITI | 0.00% |
| CMB CMBX.NA.A.7 2047-01-17 200.0 01/17/2047 CG | 0.00% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CG | 0.00% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CG | 0.00% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CS | 0.00% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 MS | 0.00% |
| CMB CMBX.NA.BB.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 JP | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | 0.00% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 JP | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 MS | 0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 MS | 0.00% |
| COLOPLAST-B SEDOL B8FMRX8 | 0.00% |
| DOMINO'S PIZZA INC SEDOL B01SD70 | 0.00% |
| DXC TECHNOLOGY CO SEDOL BYXD7B3 | 0.00% |
| ERIE INDEMNITY COMPANY-CL A SEDOL 2311711 | 0.00% |
| EUR/USD CALL 1.23 20210215 BANKAM | 0.00% |
| EUR/USD CALL 1.23 20210215 UBS | 0.00% |
| EUR/USD CALL 1.23 20210301 MSCIL | 0.00% |
| FHR 3300 PO PO 00.0000 02/15/2037 | 0.00% |
| GAMESA SEDOL B01CP21 | 0.00% |
| GARTNER INC P/P 144A 04.5000 07/01/2028 | 0.00% |
| GBP/USD 12/16/2020 UBS | 0.00% |
| GBP/USD PUT 1.23 20201218 BANKAM | 0.00% |
| HK ELECTRIC INVEST SEDOL BJ3WDZ1 | 0.00% |
| HORMEL FOODS CORP SEDOL 2437264 | 0.00% |
| HUDBAY MINERALS INC P/P 144A 06.1250 04/01/2029 | 0.00% |
| IOS.FN30.400.10 R USL1M P 01/12/41 BC | 0.00% |
| JAGUAR HL / PPDI P/P 144A 04.6250 06/15/2025 | 0.00% |
| JPY/USD 11/18/2020 UBS | 0.00% |
| JPY/USD 11/18/2020 WPAC | 0.00% |
| KINDER MORGAN INC/DELAWA 07.7500 01/15/2032 | 0.00% |
| KRW/USD 02/17/2021 HSBCB | 0.00% |
| KRW/USD 02/17/2021 JPMCB | 0.00% |
| L BRANDS INC P/P 144A 06.8750 07/01/2025 | 0.00% |
| L BRANDS INC P/P 144A 09.3750 07/01/2025 | 0.00% |
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| MACY'S INC P/P 144A 08.3750 06/15/2025 | 0.00% |
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| MAUSER PACKAGING SOL P/P 144A 05.5000 04/15/2024 | 0.00% |
| NABORS IND LTD P/P 144A 07.2500 01/15/2026 | 0.00% |
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| NATIONSTAR MTG P/P 144A 09.1250 07/15/2026 | 0.00% |
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| NEWFIELD EXPLORATION CO 05.6250 07/01/2024 | 0.00% |
| NEWS CORP - CLASS A SEDOL BBGVT40 | 0.00% |
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| PUBLICIS GROUPE SEDOL 4380429 | 0.00% |
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| RACKSPACE HOSTING INC L+300 04.0000 11/03/2023 | 0.00% |
| REGENCY ENERGY P 04.5000 11/01/2023 | 0.00% |
| ROYAL BANK OF CANADA USD 02.8000 04/29/2022 | 0.00% |
| ROYAL CARIBBEAN P/P 144A 09.1250 06/15/2023 | 0.00% |
| SAP SE SEDOL 4846288 | 0.00% |
| SEK/USD 12/16/2020 BCAP-FX | 0.00% |
| T-MOBILE USA INC 06.0000 03/01/2023 | 0.00% |
| TALLGRASS NRG PRTNR/ P/P 144A 07.5000 10/01/2025 | 0.00% |
| TAYLOR MORRISON COMM P/P 144A 05.1250 08/01/2030 | 0.00% |
| TENET HEALTHCARE P/P 144A 06.2500 02/01/2027 | 0.00% |
| TENET HEALTHCARE P/P 144A 07.5000 04/01/2025 | 0.00% |
| TRANSDIGM INC P/P 144A 08.0000 12/15/2025 | 0.00% |
| TYLER TECHNOLOGIES INC SEDOL 2909644 | 0.00% |
| UBSBB 2012-C4 XA IO P/P 144A 01.6050 12/10/2045 | 0.00% |
| USD/CAD PUT 1.285 20210127 GSFX | 0.00% |
| WEEKLEY HM LLC/ P/P 144A 04.8750 09/15/2028 | 0.00% |
| WMG ACQUISITION CORP P/P 144A 03.0000 02/15/2031 | 0.00% |
| YUM! BRANDS INC. P/P 144A 07.7500 04/01/2025 | 0.00% |
| ZAYO GROUP HLDG INC P/P 144A 04.0000 03/01/2027 | 0.00% |
| 0.838 R ISWP US0003M P 10/23/2030 | 0.00% |
| 0.8425 R ISWP US0003M P 10/23/2030 | 0.00% |
| AIR LEASE CORP 02.5000 03/01/2021 | 0.00% |
| ALLEGHENY TECHNOLOGIES 05.8750 12/01/2027 | 0.00% |
| AMPOL LTD SEDOL BM91201 | 0.00% |
| AUD/USD 01/20/2021 RBSF | 0.00% |
| AUD/USD 01/20/2021 UBS | 0.00% |
| AZRIELI GROUP LTD SEDOL B5MN1W0 | 0.00% |
| BOMBARDIER INC P/P 144A 08.7500 12/01/2021 | 0.00% |
| CABOT OIL & GAS CORP | 0.00% |
| CALPINE CORP P/P 144A 04.6250 02/01/2029 | 0.00% |
| CDW LLC/CDW FINANCE 03.2500 02/15/2029 | 0.00% |
| CINEMARK USA INC 04.8750 06/01/2023 | 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 MS | 0.00% |
| CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 GS | 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 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 MS | 0.00% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 CG | 0.00% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 CS | 0.00% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 GS | 0.00% |
| CMB CMBX.NA.BB.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 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 CG | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 JP | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 JP | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 ML | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.00% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 CG | 0.00% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 CG | 0.00% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 CG | 0.00% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 CG | 0.00% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 CG | 0.00% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 CG | 0.00% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 CG | 0.00% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 JP | 0.00% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 JP | 0.00% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 JP | 0.00% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 JP | 0.00% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 MS | 0.00% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 MS | 0.00% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 MS | 0.00% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 MS | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 GS | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 JP | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 MS | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 MS | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 MS | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 MS | 0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 ML | 0.00% |
| CMB CMBX.NA.BBB-.9 2058-09-17 300.0 09/17/2058 CG | 0.00% |
| CMB CMBX.NA.BBB-.9 2058-09-17 300.0 09/17/2058 ML | 0.00% |
| DKK/USD 12/16/2020 CITI | 0.00% |
| ENERGIZER HLDG INC P/P 144A 07.7500 01/15/2027 | 0.00% |
| EUR/USD 12/16/2020 CSI-FX | 0.00% |
| EUR/USD 12/16/2020 GSFX | 0.00% |
| EUR/USD 12/16/2020 RBSF | 0.00% |
| EUR/USD CALL 1.22 20210127 BANKAM | 0.00% |
| FNR 2005-83 QP 17.0060 11/25/2034 | 0.00% |
| FNR 2007-14 KO PO 00.0000 03/25/2037 | 0.00% |
| FNR 2007-64 LO PO 00.0000 07/25/2037 | 0.00% |
| FOX CORP - CLASS B SEDOL BJJMGY5 | 0.00% |
| GBP/USD 12/16/2020 CITI | 0.00% |
| GBP/USD 12/16/2020 CSI-FX | 0.00% |
| GBP/USD 12/16/2020 MSCIL | 0.00% |
| GBP/USD 12/16/2020 TDBK | 0.00% |
| GBP/USD 12/16/2020 WPAC | 0.00% |
| GLOBAL PART/GLP FIN P/P 144A 06.8750 01/15/2029 | 0.00% |
| GNR 2010-9 QI IO 04.5000 01/20/2040 | 0.00% |
| GNR 2012-141 WI IO 03.5000 11/20/2041 | 0.00% |
| GNR 2015-124 NI IO 03.5000 06/20/2039 | 0.00% |
| GRIFOLS SEDOL B01SPF2 | 0.00% |
| INTERCONTINENTAL EXCHANGE IN SEDOL BFSSDS9 | 0.00% |
| IOS.FN30.400.10 R USL1M P 01/12/41 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% |
| JAPAN TOBACCO INC SEDOL 6474535 | 0.00% |
| JPY/USD 11/18/2020 BCAP-FX | 0.00% |
| KYUSHU RAILWAY COMPANY SEDOL BD2BST6 | 0.00% |
| LOEWS CORP SEDOL 2523022 | 0.00% |
| MALLINCKRODT FIN/SB P/P 144A 10.0000 04/15/2025 | 0.00% |
| MBX.FN30.500.09 R USL1M P 01/12/40 BC | 0.00% |
| MCKESSON CORP SEDOL 2378534 | 0.00% |
| MERCER INTL INC USD 07.3750 01/15/2025 | 0.00% |
| METRO INC/CN SEDOL 2583952 | 0.00% |
| MOLINA HEALTHCARE IN P/P 144A 04.8750 06/15/2025 | 0.00% |
| MSC 2007-HQ11 C 05.5580 02/12/2044 | 0.00% |
| NABORS IND LTD P/P 144A 07.5000 01/15/2028 | 0.00% |
| NABORS INDUSTRIES INC. 05.7500 02/01/2025 | 0.00% |
| NN GROUP NV SEDOL BNG8PQ9 | 0.00% |
| OASIS PETROLEUM INC 06.8750 03/15/2022 | 0.00% |
| OASIS PETROLEUM INC CV 02.6250 09/15/2023 | 0.00% |
| PANTHER BF AGGREGA P/P 144A 06.2500 05/15/2026 | 0.00% |
| PETROLEOS DE VEN P/P 144A 06.0000 11/15/2026 | 0.00% |
| PHILLIPS 66 SEDOL B78C4Y8 | 0.00% |
| PPL CAPITAL FUNDING INC 03.4000 06/01/2023 | 0.00% |
| REPSOL SA SEDOL 5669354 | 0.00% |
| RIO TINTO LTD SEDOL 6220103 | 0.00% |
| SCHINDLER HOLDING-PART CERT SEDOL B11TCY0 | 0.00% |
| SEK/USD 12/16/2020 CITI | 0.00% |
| SEK/USD 12/16/2020 RBSF | 0.00% |
| SEK/USD 12/16/2020 SSBT | 0.00% |
| SM ENERGY CO 06.6250 01/15/2027 | 0.00% |
| STACR 2019-DNA2 M2 02.5993 03/25/2049 | 0.00% |
| STANDARD IND INC P/P 144A 04.7500 01/15/2028 | 0.00% |
| SUBARU CORP SEDOL 6356406 | 0.00% |
| T-MOBILE USA INC 05.3750 04/15/2027 | 0.00% |
| THE SHERWIN-WILLIAMS COMPANY 02.7500 06/01/2022 | 0.00% |
| TIAAC 2003-1A E 144A 08.0000 12/28/2038 | 0.00% |
| TITAN ACQ LTD P/P 144A 07.7500 04/15/2026 | 0.00% |
| TOYOTA MOTOR CORP SEDOL 6900643 | 0.00% |
| TRANSDIGM INC 06.5000 05/15/2025 | 0.00% |
| TRONOX INC P/P 144A 06.5000 05/01/2025 | 0.00% |
| TWD/USD 02/17/2021 JPMCB | 0.00% |
| 0.2345 R ISWP US0003M P 10/23/2022 | 0.00% |
| 0.25 R ISWP FWD US0003M P 12/16/2022 | 0.00% |
| ADVANZ PHARMA CORP LTD SEDOL BG0RYR7 | 0.00% |
| AUD/USD 01/20/2021 CSI-FX | 0.00% |
| AUD/USD 01/20/2021 GSFX | 0.00% |
| AUD/USD 01/20/2021 JPMCB | 0.00% |
| AUD/USD 01/20/2021 WPAC | 0.00% |
| AUD/USD CALL 0.80 20210311 HSBCB | 0.00% |
| AUD/USD PUT 0.675 20201118 BANKAM | 0.00% |
| BSCMS 06-PW14 X1 IO P/P 144A 00.5546 12/11/2038 | 0.00% |
| CAD/USD 01/20/2021 BANKAM | 0.00% |
| CAD/USD 01/20/2021 CITI | 0.00% |
| CAD/USD 01/20/2021 CSI-FX | 0.00% |
| CAD/USD 01/20/2021 GSFX | 0.00% |
| CAD/USD 01/20/2021 HSBCB | 0.00% |
| CAD/USD 01/20/2021 JPMCB | 0.00% |
| CAD/USD 01/20/2021 MSCIL | 0.00% |
| CAD/USD 01/20/2021 RBSF | 0.00% |
| CAD/USD 01/20/2021 TDBK | 0.00% |
| CAD/USD 01/20/2021 UBS | 0.00% |
| CAD/USD 01/20/2021 WPAC | 0.00% |
| CGCMT 2006-C5 XC IO P/P 144A 00.5175 10/15/2049 | 0.00% |
| CHF/USD 12/16/2020 GSFX | 0.00% |
| CHF/USD 12/16/2020 HSBCB | 0.00% |
| CHF/USD 12/16/2020 MSCIL | 0.00% |
| CHF/USD 12/16/2020 RBSF | 0.00% |
| CHF/USD 12/16/2020 TDBK | 0.00% |
| CLEAR CHANNEL OUTDOOR HOLDIN SEDOL BJHVCH9 | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 JP | 0.00% |
| CMB CMBX.NA.A.7 2047-01-17 200.0 01/17/2047 GS | 0.00% |
| CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 CG | 0.00% |
| CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 MS | 0.00% |
| CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 MS | 0.00% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 JP | 0.00% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 MS | 0.00% |
| CMB CMBX.NA.BB.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 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.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 CG | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.00% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 CG | 0.00% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 GS | 0.00% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 MS | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 JP | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 JP | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 JP | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 MS | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 MS | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 MS | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 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-.9 2058-09-17 300.0 09/17/2058 ML | 0.00% |
| CNH/USD 02/18/2021 JPMCB | 0.00% |
| CNH/USD 02/18/2021 WPAC | 0.00% |
| CSFB 2003-C3 AX IO P/P 144A 02.1725 05/15/2038 | 0.00% |
| EUR/CHF CALL 1.10 20201209 CSI-FX | 0.00% |
| EUR/CHF CALL 1.12 20201209 CSI-FX | 0.00% |
| EUR/USD 12/16/2020 MSCIL | 0.00% |
| EUR/USD 12/16/2020 WPAC | 0.00% |
| FHR 3206 EO PO 00.0000 08/15/2036 | 0.00% |
| FHR 3326 WF 00.0000 10/15/2035 | 0.00% |
| FHR 3391 PO PO 00.0000 04/15/2037 | 0.00% |
| FNR 2006-125 OX PO 00.0000 01/25/2037 | 0.00% |
| FNR 2006-84 OT PO 00.0000 09/25/2036 | 0.00% |
| GNR 2006-36 OD PO 00.0000 07/16/2036 | 0.00% |
| HKD/USD 11/18/2020 BANKAM | 0.00% |
| HKD/USD 11/18/2020 BCAP-FX | 0.00% |
| HKD/USD 11/18/2020 GSFX | 0.00% |
| HKD/USD 11/18/2020 HSBCB | 0.00% |
| HKD/USD 11/18/2020 RBSF | 0.00% |
| HKD/USD 11/18/2020 SSBT | 0.00% |
| HKD/USD 11/18/2020 UBS | 0.00% |
| IHEARTMEDIA INC - CLASS A SEDOL BJVR9Y9 | 0.00% |
| INTELSAT JACKSON HLD P/P 144A 08.0000 02/15/2024 | 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% |
| IOS.FN30.600.08 R USL1M P 01/12/39 GS | 0.00% |
| IOS.FN30.650.67 R USL1M P 01/12/38 BC | 0.00% |
| IOS.FN30.650.67 R USL1M P 01/12/38 GS | 0.00% |
| JPMCC 05-CB12 X1 IO P/P 144A 00.3200 09/12/2037 | 0.00% |
| JPMCC 2006-LDP8 X IO 00.2876 05/15/2045 | 0.00% |
| JPY/USD 11/18/2020 BANKAM | 0.00% |
| JPY/USD 11/18/2020 CITI | 0.00% |
| JPY/USD 11/18/2020 HSBCB | 0.00% |
| JPY/USD 11/18/2020 MSCIL | 0.00% |
| JPY/USD 11/18/2020 RBSF | 0.00% |
| MEZZ 2006-C4 X IO P/P 144A 06.1110 07/15/2045 | 0.00% |
| MEZZ 2007-C5 X IO P/P 144A 06.5710 12/15/2049 | 0.00% |
| MWO HOLDINGS LLC | 0.00% |
| NOK/USD 12/16/2020 GSFX | 0.00% |
| NOK/USD 12/16/2020 UBS | 0.00% |
| NZD/USD 01/20/2021 BCAP-FX | 0.00% |
| NZD/USD 01/20/2021 CITI | 0.00% |
| NZD/USD 01/20/2021 CSI-FX | 0.00% |
| NZD/USD 01/20/2021 GSFX | 0.00% |
| NZD/USD 01/20/2021 HSBCB | 0.00% |
| NZD/USD 01/20/2021 JPMCB | 0.00% |
| NZD/USD 01/20/2021 RBSF | 0.00% |
| NZD/USD 01/20/2021 SSBT | 0.00% |
| NZD/USD 01/20/2021 TDBK | 0.00% |
| NZD/USD 01/20/2021 WPAC | 0.00% |
| OCCIDENTAL PETROLEUM -CW27 SEDOL BMVF784 | 0.00% |
| SEK/USD 12/16/2020 HSBCB | 0.00% |
| SEK/USD 12/16/2020 JPMCB | 0.00% |
| SEK/USD 12/16/2020 TDBK | 0.00% |
| SGD/USD 11/18/2020 JPMCB | 0.00% |
| TERVITA CORP SEDOL BD1DCC4 | 0.00% |
| TEXAS COHLD TCEH ESCROW 11.5000 10/01/2021 | 0.00% |
| TWD/USD 02/17/2021 GSFX | 0.00% |
| TXU TCEH RIGHTS | 0.00% |
| VIACOMCBS INC 04.2000 05/19/2032 | 0.00% |
| AUD/USD 01/20/2021 MSCIL | -0.00% |
| AUD/USD 01/20/2021 TDBK | -0.00% |
| CAD/USD 01/20/2021 SSBT | -0.00% |
| CHF/USD 12/16/2020 JPMCB | -0.00% |
| CHF/USD 12/16/2020 SSBT | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 BA | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 GS | -0.00% |
| EUR/USD 12/16/2020 CITI | -0.00% |
| EUR/USD 12/16/2020 HSBCB | -0.00% |
| EUR/USD CALL 1.27 20210215 BANKAM | -0.00% |
| EUR/USD CALL 1.27 20210215 UBS | -0.00% |
| EUR/USD CALL 1.27 20210301 MSCIL | -0.00% |
| GBP/USD 12/16/2020 BCAP-FX | -0.00% |
| GBP/USD 12/16/2020 GSFX | -0.00% |
| GBP/USD 12/16/2020 HSBCB | -0.00% |
| GBP/USD PUT 1.20 20201218 BANKAM | -0.00% |
| INR/USD 02/17/2021 HSBCB | -0.00% |
| INR/USD 02/17/2021 JPMCB | -0.00% |
| IOS.FN30.400.11 P USL1M R 01/12/42 JP | -0.00% |
| IOS.FN30.500.10 P USL1M R 01/12/41 BC | -0.00% |
| JPY/USD 11/18/2020 GSFX | -0.00% |
| JPY/USD 11/18/2020 JPMCB | -0.00% |
| MBX.FN30.600.08 P USL1M R 01/12/39 BC | -0.00% |
| MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.00% |
| MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.00% |
| NOK/USD 12/16/2020 HSBCB | -0.00% |
| NOK/USD 12/16/2020 MSCIL | -0.00% |
| NOK/USD 12/16/2020 SSBT | -0.00% |
| NZD/USD 01/20/2021 BANKAM | -0.00% |
| NZD/USD 01/20/2021 MSCIL | -0.00% |
| NZD/USD 01/20/2021 UBS | -0.00% |
| SEK/USD 12/16/2020 BANKAM | -0.00% |
| SEK/USD 12/16/2020 MSCIL | -0.00% |
| SEK/USD 12/16/2020 UBS | -0.00% |
| USD/CAD PUT 1.26 20210127 GSFX | -0.00% |
| AUD/USD 01/20/2021 BANKAM | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.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.BBB-.6 2063-05-11 300.0 05/11/2063 BA | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 GS | -0.00% |
| EUR/USD 12/16/2020 UBS | -0.00% |
| JPY/USD 11/18/2020 SSBT | -0.00% |
| AUD/USD 01/20/2021 HSBCB | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.A.7 2047-01-17 200.0 01/17/2047 JP | -0.00% |
| CMB CMBX.NA.BB.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 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 ML | -0.00% |
| EUR/USD 12/16/2020 BANKAM | -0.00% |
| IOS.FN30.400.10 P USL1M R 01/12/41 JP | -0.00% |
| USD/CNH PUT 6.50 20210415 MSCIL | -0.00% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 JP | -0.00% |
| GBP/USD 12/16/2020 JPMCB | -0.00% |
| SEK/USD 12/16/2020 GSFX | -0.00% |
| USD/MXN PUT 19.00 20210416 GSFX | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.00% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 MS | -0.01% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 CS | -0.01% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 GS | -0.01% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 CG | -0.01% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 JP | -0.01% |
| MBX.FN30.650.67 P USL1M R 01/12/38 BC | -0.01% |
| MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.01% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CS | -0.02% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.02% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 JP | -0.02% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CG | -0.02% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.02% |
| 1.15 R ISWP FWD US0003M P 12/16/2050 | -0.04% |
| 0.70 R ISWP FWD US0003M P 12/16/2030 | -0.04% |
| FNMA FN30 TBA UMBS 03.0000 11/01/2050 | -0.39% |
| S&P MID 400 EMINI DEC20 FAZ0 | -1.11% |
| RU10INTR P US0003M R 06/10/21 CI | -1.50% |
| US 10YR ULTRA FUT DEC20 UXYZ0 | -3.20% |
| MSCI EAFE DEC20 MFSZ0 | -3.23% |
| GSGLPWDS P US0001M R 12/15/25 GS | -3.23% |
| S&P500 EMINI FUT DEC20 ESZ0 | -7.78% |
| US 5YR NOTE (CBT) DEC20 FVZ0 | 8.33% |
|---|---|
| GNMA GII30 TBA 03.5000 10/01/2050 | 6.33% |
| US ULTRA BOND CBT DEC20 WNZ0 | 4.42% |
| US 10YR NOTE (CBT)DEC20 TYZ0 | 3.47% |
| GSGLPWDL R US0001M P 12/15/25 GS | 3.32% |
| US 2YR NOTE (CBT) DEC20 TUZ0 | 3.02% |
| FNMA FN30 TBA UMBS 03.5000 10/01/2050 | 2.40% |
| APPLE INC SEDOL 2046251 | 2.35% |
| FHLMC FR30 ZS4750 UMBS 03.0000 01/01/2048 | 2.02% |
| FNMA FN30 TBA UMBS 02.5000 11/01/2050 | 2.00% |
| FNMA FN15 TBA UMBS 02.5000 10/01/2035 | 2.00% |
| MICROSOFT CORP SEDOL 2588173 | 1.85% |
| AMAZON.COM INC SEDOL 2000019 | 1.83% |
| CGPUTQL2 R US0003M P 06/10/21 CI | 1.80% |
| US LONG BOND(CBT) DEC20 USZ0 | 1.73% |
| E-MINI RUSS 2000 DEC20 RTYZ0 | 1.72% |
| GSGLPHCL R US0001M P 12/15/25 GS | 1.23% |
| FNMA FN30 TBA UMBS 02.0000 11/01/2050 | 1.22% |
| FNMA FN30 FM1741 UMBS 04.0000 04/01/2049 | 0.98% |
| ALPHABET INC-CL A SEDOL BYVY8G0 | 0.95% |
| FNMA FN30 MA3563 UMBS 04.0000 01/01/2049 | 0.94% |
| FNMA FN30 TBA UMBS 02.5000 10/01/2050 | 0.86% |
| FNMA FN30 TBA UMBS 06.0000 10/01/2050 | 0.81% |
| ADOBE INC SEDOL 2008154 | 0.68% |
| JPMORGAN CHASE & CO SEDOL 2190385 | 0.66% |
| TREASURY BILL 00.0000 11/05/2020 | 0.66% |
| PROCTER & GAMBLE CO/THE SEDOL 2704407 | 0.65% |
| NVIDIA CORP SEDOL 2379504 | 0.64% |
| TREASURY BILL 00.0000 12/03/2020 | 0.63% |
| FNMA FN30 BQ1269 UMBS 02.5000 08/01/2050 | 0.56% |
| QUALCOMM INC SEDOL 2714923 | 0.56% |
| VERIZON COMMUNICATIONS INC SEDOL 2090571 | 0.55% |
| JOHNSON & JOHNSON SEDOL 2475833 | 0.48% |
| FNMA FN30 BQ0329 UMBS 02.5000 07/01/2050 | 0.47% |
| FNMA FN30 MA2737 UMBS 03.0000 09/01/2046 | 0.43% |
| ELI LILLY & CO SEDOL 2516152 | 0.43% |
| CISCO SYSTEMS INC SEDOL 2198163 | 0.43% |
| NORTHROP GRUMMAN CORP SEDOL 2648806 | 0.42% |
| TREASURY BILL 00.0000 10/08/2020 | 0.42% |
| CITIGROUP INC SEDOL 2297907 | 0.42% |
| FNMA FN30 BM5024 UMBS 03.0000 11/01/2048 | 0.40% |
| FNMA FN30 AL9859 UMBS 03.0000 03/01/2047 | 0.39% |
| LOCKHEED MARTIN CORP SEDOL 2522096 | 0.39% |
| CHARTER COMMUNICATIONS INC-A SEDOL BZ6VT82 | 0.39% |
| FNMA FN30 FM4328 UMBS 02.5000 09/01/2050 | 0.38% |
| FNMA FN30 TBA UMBS 03.5000 11/01/2050 | 0.38% |
| INTUIT INC SEDOL 2459020 | 0.38% |
| MERCK & CO. INC. SEDOL 2778844 | 0.36% |
| PEPSICO INC SEDOL 2681511 | 0.35% |
| COMCAST CORP-CLASS A SEDOL 2044545 | 0.35% |
| ALPHABET INC-CL C SEDOL BYY88Y7 | 0.34% |
| FACEBOOK INC-CLASS A SEDOL B7TL820 | 0.33% |
| EBAY INC SEDOL 2293819 | 0.32% |
| WALMART INC SEDOL 2936921 | 0.32% |
| DOCUSIGN INC SEDOL BFYT7B7 | 0.31% |
| ACTIVISION BLIZZARD INC SEDOL 2575818 | 0.30% |
| MEDTRONIC PLC SEDOL BTN1Y11 | 0.30% |
| SERVICENOW INC SEDOL B80NXX8 | 0.30% |
| VERIZON COMM 04.3290 09/21/2028 | 0.28% |
| HONEYWELL INTERNATIONAL INC SEDOL 2020459 | 0.28% |
| JPMORGAN CHASE & CO 03.9640 11/15/2048 | 0.28% |
| PAYPAL HOLDINGS INC SEDOL BYW36M8 | 0.27% |
| ABBVIE INC P/P 144A 03.2000 11/21/2029 | 0.27% |
| JPMORGAN CHASE & CO 03.6250 12/01/2027 | 0.27% |
| AMERICAN TOWER CORP SEDOL B7FBFL2 | 0.26% |
| COCA-COLA CO/THE SEDOL 2206657 | 0.26% |
| CITIGROUP INC 03.6680 07/24/2028 | 0.26% |
| MORGAN STANLEY 03.6250 01/20/2027 | 0.26% |
| AMERICAN ELECTRIC POWER SEDOL 2026242 | 0.25% |
| TARGET CORP SEDOL 2259101 | 0.25% |
| CASH MGMT BILL 00.0000 12/08/2020 | 0.25% |
| FIDELITY NATIONAL INFO SERV SEDOL 2769796 | 0.24% |
| BANK OF AMERICA CORP 03.2480 10/21/2027 | 0.24% |
| REGENERON PHARMACEUTICALS SEDOL 2730190 | 0.24% |
| MCDONALD'S CORP SEDOL 2550707 | 0.23% |
| UNION PACIFIC CORP SEDOL 2914734 | 0.23% |
| VISA INC-CLASS A SHARES SEDOL B2PZN04 | 0.23% |
| MASTERCARD INC - A SEDOL B121557 | 0.22% |
| DANAHER CORP SEDOL 2250870 | 0.22% |
| CDX CDX.NA.IG.35 100.0 12/20/2025 | 0.22% |
| AT&T INC 04.1000 02/15/2028 | 0.22% |
| EXELON CORP SEDOL 2670519 | 0.22% |
| ABBOTT LABORATORIES SEDOL 2002305 | 0.21% |
| HOME DEPOT INC SEDOL 2434209 | 0.21% |
| VEEVA SYSTEMS INC-CLASS A SEDOL BFH3N85 | 0.21% |
| GOLDMAN SACHS GROUP INC 03.8500 01/26/2027 | 0.21% |
| CIGNA CORP SEDOL BHJ0775 | 0.20% |
| HUMANA INC SEDOL 2445063 | 0.20% |
| BANK OF AMERICA CORP SEDOL 2295677 | 0.20% |
| AMGEN INC SEDOL 2023607 | 0.20% |
| ABBVIE INC SEDOL B92SR70 | 0.20% |
| CVS HEALTH CORP 04.7800 03/25/2038 | 0.20% |
| VERTEX PHARMACEUTICALS INC SEDOL 2931034 | 0.20% |
| FNMA FN30 TBA UMBS 04.0000 10/01/2050 | 0.19% |
| UNITEDHEALTH GROUP INC SEDOL 2917766 | 0.19% |
| UBS GROUP AG P/P 144A 03.4910 05/23/2023 | 0.19% |
| EDWARDS LIFESCIENCES CORP SEDOL 2567116 | 0.18% |
| PULTEGROUP INC SEDOL 2708841 | 0.18% |
| ERAC USA FINANCE LLC P/P 144A 05.2500 10/01/2020 | 0.18% |
| NIKE INC -CL B SEDOL 2640147 | 0.18% |
| JOHNSON CONTROLS INTERNATION SEDOL BY7QL61 | 0.18% |
| METLIFE INC SEDOL 2573209 | 0.18% |
| MICROSOFT CORP 02.4000 08/08/2026 | 0.18% |
| BEST BUY CO INC SEDOL 2094670 | 0.18% |
| FNMA FN30 AS7003 UMBS 03.0000 04/01/2046 | 0.18% |
| SOUTHERN CO/THE SEDOL 2829601 | 0.18% |
| CASH MGMT BILL 00.0000 12/15/2020 | 0.17% |
| APPLE INC 04.2500 02/09/2047 | 0.17% |
| GOLDMAN SACHS GROUP INC 02.6000 12/27/2020 | 0.17% |
| SALESFORCE.COM INC SEDOL 2310525 | 0.17% |
| SALESFORCE.COM INC 03.7000 04/11/2028 | 0.17% |
| GOLDMAN SACHS GROUP INC SEDOL 2407966 | 0.16% |
| NOVARTIS AG-REG SEDOL 7103065 | 0.16% |
| HILTON WORLDWIDE HOLDINGS IN SEDOL BYVMW06 | 0.16% |
| CUMMINS INC SEDOL 2240202 | 0.16% |
| UNITEDHEALTH GROUP INC 03.8500 06/15/2028 | 0.16% |
| ALLSTATE CORP SEDOL 2019952 | 0.16% |
| MORGAN STANLEY 03.1250 01/23/2023 | 0.16% |
| PFIZER INC SEDOL 2684703 | 0.16% |
| TREASURY BILL 00.0000 11/10/2020 | 0.16% |
| CRH PLC SEDOL 4182249 | 0.15% |
| NRG ENERGY INC SEDOL 2212922 | 0.15% |
| TEXAS INSTRUMENTS INC SEDOL 2885409 | 0.15% |
| IHS MARKIT LTD P/P 144A 04.7500 02/15/2025 | 0.15% |
| STACR 2016-DNA2 M3 04.7981 10/25/2028 | 0.15% |
| CHEVRON CORP | 0.15% |
| ALTRIA GROUP INC | 0.15% |
| FNMA FN30 BC2733 UMBS 03.0000 05/01/2046 | 0.15% |
| IDEXX LABORATORIES INC SEDOL 2459202 | 0.15% |
| LONZA GROUP AG-REG SEDOL 7333378 | 0.15% |
| TREASURY BILL 00.0000 12/10/2020 | 0.15% |
| OKTA INC SEDOL BDFZSP1 | 0.14% |
| AT&T INC. 03.8000 02/15/2027 | 0.14% |
| ECOLAB INC 02.7000 11/01/2026 | 0.14% |
| INTERPUBLIC GROUP COS 04.6500 10/01/2028 | 0.14% |
| MONDELEZ INTERNATIONAL INC-A SEDOL B8CKK03 | 0.14% |
| MORGAN STANLEY | 0.14% |
| CROWN CASTLE INTL CORP SEDOL BTGQCX1 | 0.14% |
| EQUINIX INC. 02.9000 11/18/2026 | 0.14% |
| MICROSOFT CORP 03.7000 08/08/2046 | 0.13% |
| NEW YORK LIFE INS P/P 144A 01.1000 05/05/2023 | 0.13% |
| NOVARTIS CAPITAL CORP 04.0000 11/20/2045 | 0.13% |
| ANZ NEW ZEALAND INT P/P 144A 02.8750 01/25/2022 | 0.13% |
| TELEFONICA EMISIONES SAU USD 04.8950 03/06/2048 | 0.13% |
| COSTAR GROUP INC SEDOL 2262864 | 0.13% |
| NINTENDO CO LTD SEDOL 6639550 | 0.13% |
| PETROBRAS GLOBAL FINANCE USD 06.2500 03/17/2024 | 0.13% |
| SONY CORP SEDOL 6821506 | 0.13% |
| FORTINET INC SEDOL B5B2106 | 0.13% |
| ROCHE HOLDING AG-GENUSSCHEIN SEDOL 7110388 | 0.13% |
| SYNOPSYS INC SEDOL 2867719 | 0.13% |
| AMAZON.COM INC 03.1500 08/22/2027 | 0.13% |
| MICROSOFT CORP 01.5500 08/08/2021 | 0.13% |
| ENTERPRISE PRODUCTS OPER 04.2500 02/15/2048 | 0.13% |
| BJ'S WHOLESALE CLUB HOLDINGS SEDOL BFZNZF8 | 0.12% |
| BRISTOL-MYERS 02.9000 07/26/2024 | 0.12% |
| EQUINIX INC SEDOL BVLZX12 | 0.12% |
| SHERWIN-WILLIAMS CO/THE SEDOL 2804211 | 0.12% |
| CADENCE DESIGN SYS INC SEDOL 2302232 | 0.12% |
| JPMORGAN CHASE & CO 03.3750 05/01/2023 | 0.12% |
| OLD DOMINION FREIGHT LINE SEDOL 2656423 | 0.12% |
| CDX CDX.NA.HY.34 500.0 06/20/2025 | 0.12% |
| FHLMC FR30 ZS4703 UMBS 03.0000 02/01/2047 | 0.12% |
| XILINX INC SEDOL 2985677 | 0.12% |
| BROADCOM CRP / CAYM 03.5000 01/15/2028 | 0.12% |
| DANSKE BANK A/S P/P 144A 02.7000 03/02/2022 | 0.12% |
| OTIS WORLDWIDE CORP SEDOL BK531S8 | 0.12% |
| FAIRFAX FINL HLDGS USD 04.8500 04/17/2028 | 0.12% |
| ORACLE CORP 04.0000 11/15/2047 | 0.12% |
| ROCHE HOLDINGS INC P/P 144A 04.0000 11/28/2044 | 0.12% |
| S&P GLOBAL INC SEDOL BYV2325 | 0.12% |
| BIOGEN INC SEDOL 2455965 | 0.12% |
| GENERAL MOTORS FINL CO 04.0000 10/06/2026 | 0.12% |
| DOLLAR GENERAL CORP SEDOL B5B1S13 | 0.11% |
| BRISTOL-MYERS SQUIBB CO SEDOL 2126335 | 0.11% |
| BANK OF AMERICA CORP 06.1100 01/29/2037 | 0.11% |
| TESLA INC SEDOL B616C79 | 0.11% |
| UNITED RENTALS INC SEDOL 2134781 | 0.11% |
| AIA GROUP LTD SEDOL B4TX8S1 | 0.11% |
| AIR LEASE CORP 03.2500 10/01/2029 | 0.11% |
| YUM BRANDS INC SEDOL 2098876 | 0.11% |
| DNB BANK ASA P/P 144A 02.1500 12/02/2022 | 0.11% |
| FNMA FN30 AS8056 UMBS 03.0000 10/01/2046 | 0.11% |
| CHARTER COMM OPT LLC 06.4840 10/23/2045 | 0.11% |
| ESTEE LAUDER COMPANIES-CL A SEDOL 2320524 | 0.11% |
| COMCAST CORP 03.4500 02/01/2050 | 0.11% |
| GODADDY INC - CLASS A SEDOL BWFRFC6 | 0.11% |
| HOLOGIC INC SEDOL 2433530 | 0.11% |
| TORONTO-DOMINION BANK USD 01.9000 12/01/2022 | 0.11% |
| WASTE MANAGEMENT INC SEDOL 2937667 | 0.11% |
| DBUBS 2011-LC3A D P/P 144A 05.5129 08/10/2044 | 0.10% |
| DIGITAL REALTY TRUST LP 04.7500 10/01/2025 | 0.10% |
| COMMONWEALTH BK AUST P/P 144A 03.1500 09/19/2027 | 0.10% |
| ROCKWELL AUTOMATION INC SEDOL 2754060 | 0.10% |
| TAKE-TWO INTERACTIVE SOFTWRE SEDOL 2122117 | 0.10% |
| DEXCOM INC SEDOL B0796X4 | 0.10% |
| KINDER MORGAN INC 03.1500 01/15/2023 | 0.10% |
| SYNCHRONY FINANCIAL SEDOL BP96PS6 | 0.10% |
| CREDIT SUISSE GRP AG P/P 144A 02.1930 06/05/2026 | 0.10% |
| APPLE INC 00.7500 05/11/2023 | 0.10% |
| COMMONWEALTH BK AUST P/P 144A 02.2000 11/09/2020 | 0.10% |
| SPST 2020-2 A 00.9748 03/26/2021 | 0.10% |
| BIGCOMMERCE HOLDINGS-SER 1 SEDOL BMDCDP2 | 0.10% |
| DOW INC SEDOL BHXCF84 | 0.10% |
| NESTLE SA-REG SEDOL 7123870 | 0.10% |
| GAMING AND LEISURE PROPERTIE SEDOL BFPK4S5 | 0.10% |
| SHELL INTERNATIONAL FIN USD 02.8750 05/10/2026 | 0.10% |
| AFLAC INC SEDOL 2026361 | 0.10% |
| AMERIPRISE FINANCIAL INC SEDOL B0J7D57 | 0.10% |
| FNMA FN30 TBA UMBS 04.5000 10/01/2050 | 0.10% |
| MWST 2019-1 A 00.9481 06/25/2052 | 0.10% |
| ORACLE CORP 02.6500 07/15/2026 | 0.10% |
| AIR PRODUCTS & CHEMICALS INC SEDOL 2011602 | 0.10% |
| FNMA FN30 TBA UMBS 04.0000 11/01/2050 | 0.10% |
| GNMA GII30 TBA 04.0000 10/01/2050 | 0.10% |
| GOLDMAN SACHS GROUP INC 04.2230 05/01/2029 | 0.10% |
| FNMA FN30 AS7154 UMBS 03.0000 05/01/2046 | 0.10% |
| FREEPORT-MCMORAN INC SEDOL 2352118 | 0.10% |
| ASTRAZENECA PLC-SPONS ADR SEDOL 2989044 | 0.10% |
| AT&T INC SEDOL 2831811 | 0.10% |
| ENERGY TRANSFER OPERATNG 03.7500 05/15/2030 | 0.10% |
| T-MOBILE USA INC P/P 144A 03.7500 04/15/2027 | 0.10% |
| UNITED MEXICAN STATES USD 05.5500 01/21/2045 | 0.10% |
| LENNAR CORP-A SEDOL 2511920 | 0.09% |
| ORACLE CORP 02.5000 10/15/2022 | 0.09% |
| SPST 2019-11 A 00.9011 10/24/2020 | 0.09% |
| FNMA FN30 BJ9256 UMBS 04.0000 06/01/2048 | 0.09% |
| NESTLE HOLDINGS INC P/P 144A 00.3750 01/15/2024 | 0.09% |
| AXA SA SEDOL 7088429 | 0.09% |
| BPCE SA P/P 144A 04.5000 03/15/2025 | 0.09% |
| DIAMOND 1 FIN/DIAM P/P 144A 06.0200 06/15/2026 | 0.09% |
| AMERICAN TOWER CORP 03.1250 01/15/2027 | 0.09% |
| FISERV INC 04.2000 10/01/2028 | 0.09% |
| KONINKLIJKE AHOLD DELHAIZE N SEDOL BD0Q398 | 0.09% |
| INPHI CORP SEDOL B5TRVW5 | 0.09% |
| NORTHROP GRUMMAN CORP 03.2500 01/15/2028 | 0.09% |
| BRISTOL-MYERS 03.2500 02/20/2023 | 0.09% |
| HERSHEY CO/THE SEDOL 2422806 | 0.09% |
| MITSUBISHI UFJ FIN GRP USD 03.5350 07/26/2021 | 0.09% |
| SUMITOMO TR&BK P/P 144A 00.8000 09/12/2023 | 0.09% |
| VERIZON COMMUNICATIONS 04.4000 11/01/2034 | 0.09% |
| WFRBS 2011-C2 D P/P 144A 05.8558 02/15/2044 | 0.09% |
| OMNICOM GP/OMNICOM CAP 03.6000 04/15/2026 | 0.09% |
| REP OF INDONESIA P/P 144A 04.3500 01/08/2027 | 0.09% |
| SIRIUS XM RADIO INC P/P 144A 05.0000 08/01/2027 | 0.09% |
| CAS 2016-C04 1M2 04.3981 01/25/2029 | 0.08% |
| IVORY COAST REGS 06.1250 06/15/2033 | 0.08% |
| ASHTEAD CAPITAL INC P/P 144A 04.3750 08/15/2027 | 0.08% |
| COMCAST CORP 03.9690 11/01/2047 | 0.08% |
| MORGAN STANLEY 04.3750 01/22/2047 | 0.08% |
| PNC FINANCIAL SERVICES GROUP SEDOL 2692665 | 0.08% |
| REPUBLIC OF INDONESIA REGS 04.7500 01/08/2026 | 0.08% |
| SEATTLE GENETICS INC SEDOL 2738127 | 0.08% |
| ANHEUSER-BUSCH CO/IN 03.6500 02/01/2026 | 0.08% |
| SUMITOMO MITSUI FINANCIAL GR SEDOL 6563024 | 0.08% |
| TORONTO-DOMINION BANK USD 03.6250 09/15/2031 | 0.08% |
| NOVO NORDISK A/S-B SEDOL BHC8X90 | 0.08% |
| TREASURY BILL 00.0000 10/27/2020 | 0.08% |
| WILLIS TOWERS WATSON PLC USD 05.7500 03/15/2021 | 0.08% |
| ZIMMER BIOMET HOLDINGS INC SEDOL 2783815 | 0.08% |
| CAS 2016-C02 1M2 06.1481 09/25/2028 | 0.08% |
| CITIGROUP INC 02.6500 10/26/2020 | 0.08% |
| MRAIT 2020-2 A 01.3051 07/21/2021 | 0.08% |
| BOOKING HOLDINGS INC SEDOL BDRXDB4 | 0.08% |
| GLOBAL PAYMENTS INC 04.0000 06/01/2023 | 0.08% |
| LEIDOS HOLDINGS INC SEDOL BDV82B8 | 0.08% |
| RAYTHEON TECH CORP 04.1250 11/16/2028 | 0.08% |
| SOUTHWEST AIRLINES CO SEDOL 2831543 | 0.08% |
| ADVANCED MICRO DEVICES SEDOL 2007849 | 0.08% |
| DEUTSCHE BOERSE AG SEDOL 7021963 | 0.08% |
| DUKE ENERGY CORP 03.1500 08/15/2027 | 0.08% |
| GSMS 2014-GC22 C 04.8485 06/10/2047 | 0.08% |
| KINDER MORGAN INC SEDOL B3NQ4P8 | 0.08% |
| SBA COMMUNICATIONS CORP SEDOL BZ6TS23 | 0.08% |
| LULULEMON ATHLETICA INC SEDOL B23FN39 | 0.08% |
| PNC BANK NA 02.0280 12/09/2022 | 0.08% |
| RAYTHEON TECH CORP P/P 144A 02.5000 12/15/2022 | 0.08% |
| STANDARD IND INC P/P 144A 05.0000 02/15/2027 | 0.08% |
| CIT GROUP INC. 05.2500 03/07/2025 | 0.08% |
| FIRSTENERGY TRANSMIS P/P 144A 05.4500 07/15/2044 | 0.08% |
| KERING SEDOL 5505072 | 0.08% |
| MERCK & CO INC 03.7000 02/10/2045 | 0.08% |
| ORACLE CORP SEDOL 2661568 | 0.08% |
| T-MOBILE US INC P/P 144A 05.2500 CV PFD | 0.08% |
| PUBLIC SERVICE ENTERPRISE GP SEDOL 2707677 | 0.07% |
| ABIOMED INC SEDOL 2003698 | 0.07% |
| ANGLO AMER PLC SEDOL B1XZS82 | 0.07% |
| BAXTER INTERNATIONAL INC SEDOL 2085102 | 0.07% |
| CF INDUSTRIES INC P/P 144A 04.5000 12/01/2026 | 0.07% |
| PETROLEOS MEXICANOS P/P 144A 06.8400 01/23/2030 | 0.07% |
| WESTPAC BANKING CORP USD 02.0000 08/19/2021 | 0.07% |
| AMERICAN TOWER CORPORATION 02.7500 01/15/2027 | 0.07% |
| BOOZ ALLEN HAMILTON HOLDINGS SEDOL B5367T7 | 0.07% |
| BP CAPITAL MARKETS PLC USD 03.2790 09/19/2027 | 0.07% |
| CARDINAL HEALTH INC SEDOL 2175672 | 0.07% |
| CAS 2016-C01 1M2 06.8981 08/25/2028 | 0.07% |
| CHIPOTLE MEXICAN GRILL INC SEDOL B0X7DZ3 | 0.07% |
| EATON CORP PLC SEDOL B8KQN82 | 0.07% |
| EXPEDITORS INTL WASH INC SEDOL 2325507 | 0.07% |
| NATIONAL AUSTRALIA BK/NY 02.5000 01/12/2021 | 0.07% |
| BANK OF NOVA SCOTIA USD 02.3500 10/21/2020 | 0.07% |
| BOSTON PROPERTIES INC SEDOL 2019479 | 0.07% |
| CIGNA CORP 03.7500 07/15/2023 | 0.07% |
| DEUTSCHE POST AG-REG SEDOL 4617859 | 0.07% |
| FNMA FN40 BF0171 UMBS 04.0000 01/01/2057 | 0.07% |
| MICROCHIP TECH INC 04.3330 06/01/2023 | 0.07% |
| AMGEN INC 02.6000 08/19/2026 | 0.07% |
| BANK OF AMERICA CORP 02.4960 02/13/2031 | 0.07% |
| CAS 2015-C04 2M2 05.6981 04/25/2028 | 0.07% |
| FEDEX CORP SEDOL 2142784 | 0.07% |
| FNMA FN30 BM1172 UMBS 03.0000 03/01/2047 | 0.07% |
| REPUBLIC OF SENEGAL REGS 06.2500 05/23/2033 | 0.07% |
| FIDELITY NATL INFO SERV 03.7500 05/21/2029 | 0.07% |
| INTERCONTINENTALEXCHANGE 02.6500 09/15/2040 | 0.07% |
| BIOGEN INC 03.6250 09/15/2022 | 0.07% |
| LNSTR 2015-3 B P/P 144A 03.3512 04/20/2048 | 0.07% |
| SAUDI INTL BOND P/P 144A 02.9000 10/22/2025 | 0.07% |
| THERMO FISHER SCIENTIFIC INC SEDOL 2886907 | 0.07% |
| AVALARA INC SEDOL BZ1NVP4 | 0.07% |
| BF0101 03.5000 06/01/2056 | 0.07% |
| SCHLUMBERGER LTD SEDOL 2779201 | 0.07% |
| VIACOMCBS INC 04.2000 06/01/2029 | 0.07% |
| ALBEMARLE CORP SEDOL 2046853 | 0.07% |
| CAS 2015-C04 1M2 05.8481 04/25/2028 | 0.07% |
| FAIR ISAAC CORP SEDOL 2330299 | 0.07% |
| RAYTHEON TECHNOLOGIES CORP SEDOL BM5M5Y3 | 0.07% |
| WESTROCK MWV LLC 08.2000 01/15/2030 | 0.07% |
| COMM 2010-C1 D P/P 144A 06.0498 07/10/2046 | 0.06% |
| DISCOVER FINANCIAL SERVICES SEDOL B1YLC43 | 0.06% |
| EOG RESOURCES INC 02.6250 03/15/2023 | 0.06% |
| FNMA FN30 AS8074 UMBS 03.0000 10/01/2046 | 0.06% |
| WASTE CONNECTIONS INC SEDOL BYVG1F6 | 0.06% |
| ALLIANZ SE-REG SEDOL 5231485 | 0.06% |
| APTIV PLC SEDOL B783TY6 | 0.06% |
| DUKE ENERGY CORP 04.2000 06/15/2049 | 0.06% |
| TREASURY BILL 00.0000 11/19/2020 | 0.06% |
| VERIZON COMMUNICATIONS 05.2500 03/16/2037 | 0.06% |
| AMETEK INC SEDOL 2089212 | 0.06% |
| AVERY DENNISON CORP SEDOL 2066408 | 0.06% |
| CAS 2020-R01 1M2 02.1981 01/25/2040 | 0.06% |
| DOMINICAN REPUBLIC REGS 05.9500 01/25/2027 | 0.06% |
| HILTON WORLDWIDE FIN LLC 04.8750 04/01/2027 | 0.06% |
| IBM CORP 01.8750 08/01/2022 | 0.06% |
| ORACLE CORP 02.5000 05/15/2022 | 0.06% |
| RIO TINTO PLC SEDOL 0718875 | 0.06% |
| WESFARMERS LTD SEDOL 6948836 | 0.06% |
| AMERICAN ELECTRIC POWER 04.3000 12/01/2028 | 0.06% |
| DUKE ENERGY OHIO INC 03.6500 02/01/2029 | 0.06% |
| DUPONT DE NEMOURS INC SEDOL BK0VN47 | 0.06% |
| DYNATRACE INC SEDOL BJV2RD9 | 0.06% |
| FORTUNE BRANDS HOME & SECURI SEDOL B3MC7D6 | 0.06% |
| HOYA CORP SEDOL 6441506 | 0.06% |
| NRG ENERGY INC P/P 144A 04.4500 06/15/2029 | 0.06% |
| AGNC INVESTMENT CORP SEDOL BYYHJL8 | 0.06% |
| ALIBABA GROUP HOLDING LTD SEDOL BK6YZP5 | 0.06% |
| APOLLO GLOBAL MANAGEMENT INC SEDOL BKRLVD5 | 0.06% |
| AT&T INC 04.7500 05/15/2046 | 0.06% |
| CHARTER COMM OPT LLC/CAP 04.8000 03/01/2050 | 0.06% |
| EXXON MOBIL CORP SEDOL 2326618 | 0.06% |
| LONDON STOCK EXCHANGE GROUP SEDOL B0SWJX3 | 0.06% |
| ONCOR ELECTRIC DELIV 03.7500 04/01/2045 | 0.06% |
| WFRBS 2013-C18 AS 04.3870 12/15/2046 | 0.06% |
| AMEREN CORPORATION SEDOL 2050832 | 0.06% |
| BHP GROUP LTD SEDOL 6144690 | 0.06% |
| CONOCOPHILLIPS | 0.06% |
| CSAIL 2015-C1 C 04.4109 04/15/2050 | 0.06% |
| DEUTSCHE TELEKOM AG-REG SEDOL 5842359 | 0.06% |
| ENERGY TRANSFER OPERATNG 06.6250 02/15/2028 | 0.06% |
| ITOCHU CORP SEDOL 6467803 | 0.06% |
| JAZZ PHARMACEUTICALS PLC SEDOL B4Q5ZN4 | 0.06% |
| NORDEA BANK ABP P/P 144A 02.2500 05/27/2021 | 0.06% |
| REGIONS FINANCIAL CORP 02.7500 08/14/2022 | 0.06% |
| TOTAL SE SEDOL B15C557 | 0.06% |
| UNITEDHEALTH GROUP INC 03.9500 10/15/2042 | 0.06% |
| AMGEN INC 04.6630 06/15/2051 | 0.06% |
| CITIGROUP INC 03.8870 01/10/2028 | 0.06% |
| UBS GROUP AG REGS 06.8750 12/29/2049 | 0.06% |
| UBS GROUP AG P/P 144A 03.0000 04/15/2021 | 0.06% |
| FERGUSON PLC SEDOL BJVNSS4 | 0.06% |
| REPUBLIC OF PERU USD 02.3920 01/23/2026 | 0.06% |
| ZOETIS INC 03.9000 08/20/2028 | 0.06% |
| BANK OF MONTREAL USD 03.1000 04/13/2021 | 0.06% |
| CROWN CASTLE INTL CORP 03.6500 09/01/2027 | 0.06% |
| FNMA FN30 BC1155 UMBS 03.0000 06/01/2046 | 0.06% |
| HERMES INTERNATIONAL SEDOL 5253973 | 0.06% |
| DANAHER CORP 05.0000 CV PFD | 0.06% |
| HYATT HOTELS CORP 04.8500 03/15/2026 | 0.06% |
| REPUBLIC OF KAZAKHSTAN REGS 04.8750 10/14/2044 | 0.06% |
| BMW US CAPITAL LLC P/P 144A 02.0000 04/11/2021 | 0.06% |
| BRISTOL-MYERS 03.2500 08/15/2022 | 0.06% |
| CHENIERE CORP CHRIST 05.1250 06/30/2027 | 0.06% |
| ENTERGY CORP SEDOL 2317087 | 0.06% |
| GSMS 2011-GC3 D P/P 144A 05.7514 03/10/2044 | 0.06% |
| HUNTINGTON BANCSHARES 04.3500 02/04/2023 | 0.06% |
| NUTRIEN LTD USD 04.1250 03/15/2035 | 0.06% |
| PFIZER INC 03.0000 12/15/2026 | 0.06% |
| SCHWAB (CHARLES) CORP SEDOL 2779397 | 0.06% |
| WFRBS 2013-C12 AS 03.5600 03/15/2048 | 0.06% |
| BRDCOM CRP / FIN 03.8750 01/15/2027 | 0.05% |
| DEERE & COMPANY 02.6000 06/08/2022 | 0.05% |
| GOOGLE INC 03.3750 02/25/2024 | 0.05% |
| L OREAL SEDOL 4057808 | 0.05% |
| MET LIFE GLOB P/P 144A 01.9500 01/13/2023 | 0.05% |
| RADIAN GROUP INC SEDOL 2173911 | 0.05% |
| ROYAL DUTCH SHELL PLC-B SHS SEDOL B03MM40 | 0.05% |
| UNILEVER NV SEDOL B1527V7 | 0.05% |
| ABBVIE INC P/P 144A 03.8000 03/15/2025 | 0.05% |
| DIGITAL REALTY TRUST LP 04.4500 07/15/2028 | 0.05% |
| EASTMAN CHEMICAL CO SEDOL 2298386 | 0.05% |
| KEURIG DR PEPPER INC SEDOL BD3W133 | 0.05% |
| L3HARRIS TECH INC 03.8500 12/15/2026 | 0.05% |
| SANDVIK AB SEDOL B1VQ252 | 0.05% |
| ASSURED GUARANTY LTD SEDOL B00V7H8 | 0.05% |
| CISCO SYSTEMS INC 02.5000 09/20/2026 | 0.05% |
| CREDIT SUISSE NEW YORK 02.8000 04/08/2022 | 0.05% |
| GENERAL MOTORS CO SEDOL B665KZ5 | 0.05% |
| JOHNSON CONTROLS INTL PL 04.5000 02/15/2047 | 0.05% |
| APPLE INC 03.8500 05/04/2043 | 0.05% |
| ENBRIDGE INC USD 04.5000 06/10/2044 | 0.05% |
| EQUINOR ASA USD 02.9000 11/08/2020 | 0.05% |
| SCHNEIDER ELECTRIC SE SEDOL 4834108 | 0.05% |
| TPAT 2018-SL1 A P/P 144A 00.7751 01/25/2046 | 0.05% |
| UNITEDHEALTH GROUP INC 02.7500 02/15/2023 | 0.05% |
| VALERO ENERGY CORP SEDOL 2041364 | 0.05% |
| AMAZON.COM INC. 02.5000 11/29/2022 | 0.05% |
| ARAMARK SEDOL BH3XG17 | 0.05% |
| DOW CHEMICAL CO/THE 03.5000 10/01/2024 | 0.05% |
| KEURIG DR PEPPER INC 04.5970 05/25/2028 | 0.05% |
| POLARIS INC SEDOL 2692933 | 0.05% |
| UPJOHN INC P/P 144A 02.3000 06/22/2027 | 0.05% |
| VISTRA CORP SEDOL BZ8VJQ8 | 0.05% |
| ALPHABET INC 01.9980 08/15/2026 | 0.05% |
| BANK OF AMERICA CORP 03.4990 05/17/2022 | 0.05% |
| COMPASS GROUP PLC SEDOL BD6K457 | 0.05% |
| COX COMM INC P/P 144A 02.9500 10/01/2050 | 0.05% |
| INDUSTRIA DE DISENO TEXTIL SEDOL BP9DL90 | 0.05% |
| STATE STREET CORP SEDOL 2842040 | 0.05% |
| SWISS RE TREAS P/P 144A 04.2500 12/06/2042 | 0.05% |
| TAIWAN SEMICONDUCTOR-SP ADR SEDOL 2113382 | 0.05% |
| US BANCORP 02.6250 01/24/2022 | 0.05% |
| CAPITAL ONE FINANCIAL CORP SEDOL 2654461 | 0.05% |
| COMCAST CORP 02.3500 01/15/2027 | 0.05% |
| ESSITY AKTIEBOLAG-B SEDOL BF1K7P7 | 0.05% |
| METLIFE CAP TRST IV P/P 144A 07.8750 12/15/2037 | 0.05% |
| REPUBLIC SERVICES INC SEDOL 2262530 | 0.05% |
| SERVICENOW INC 01.4000 09/01/2030 | 0.05% |
| SPST 2020-6 A 01.9011 09/07/2021 | 0.05% |
| WFRBS 2012-C8 AS 03.6600 08/15/2045 | 0.05% |
| AMERICAN EXPRESS COMPANY 02.6500 12/02/2022 | 0.05% |
| AMERICAN INTERNATIONAL GROUP SEDOL 2027342 | 0.05% |
| ANALOG DEVICES INC 03.9000 12/15/2025 | 0.05% |
| CWALT 2006-OA10 4A1 00.3381 08/25/2046 | 0.05% |
| DOVER CORP SEDOL 2278407 | 0.05% |
| EQUITABLE HOLDINGS INC SEDOL BKRMR96 | 0.05% |
| GLENCORE FUNDING LLC P/P 144A 04.0000 04/16/2025 | 0.05% |
| INTL FLAVOR & FRAGRANCES 04.4500 09/26/2028 | 0.05% |
| JOHNSON CONTROLS INTL PL 04.9500 07/02/2064 | 0.05% |
| ROYAL BANK OF CANADA USD 04.6500 01/27/2026 | 0.05% |
| SHERWIN-WILLIAMS CO 03.4500 06/01/2027 | 0.05% |
| AT&T INC 02.9500 07/15/2026 | 0.05% |
| COCA-COLA HBC AG-DI SEDOL B9895B7 | 0.05% |
| CROWN CASTLE INTL CORP 03.7000 06/15/2026 | 0.05% |
| GSCBPAND R US0001M P 12/15/25 GS | 0.05% |
| KINDER MORGAN ENER PART 03.5000 03/01/2021 | 0.05% |
| SAUDI INTL BOND P/P 144A 03.2500 10/22/2030 | 0.05% |
| TCI COMMUNICATIONS INC 07.1250 02/15/2028 | 0.05% |
| ADIDAS AG SEDOL 4031976 | 0.04% |
| ALLY FINANCIAL INC SEDOL B72XK05 | 0.04% |
| ALPHABET INC 02.2500 08/15/2060 | 0.04% |
| ANHEUSER-BUSCH INBEV WOR 04.7500 01/23/2029 | 0.04% |
| ARES CAPITAL CORP 03.8750 01/15/2026 | 0.04% |
| BP CAP MARKETS AMERICA 03.1190 05/04/2026 | 0.04% |
| CITIGROUP INC 04.5000 01/14/2022 | 0.04% |
| COMM 2014-CR19 AM 04.0800 08/10/2047 | 0.04% |
| HOME DEPOT INC 02.6250 06/01/2022 | 0.04% |
| LAMB WESTON HOLDINGS P/P 144A 04.8750 11/01/2026 | 0.04% |
| ORACLE CORP 01.9000 09/15/2021 | 0.04% |
| ROGERS COMMUNICATIONS IN USD 04.5000 03/15/2043 | 0.04% |
| SPST 2020-13 A 01.6511 10/10/2021 | 0.04% |
| SPST 2020-WL1 A 01.2981 06/25/2051 | 0.04% |
| UBS GROUP AG P/P 144A 04.1250 04/15/2026 | 0.04% |
| WASTE CONNECTIONS INC 03.5000 05/01/2029 | 0.04% |
| DAIKIN INDUSTRIES LTD SEDOL 6250724 | 0.04% |
| ENTERPRISE PRODUCTS PARTNERS SEDOL 2285388 | 0.04% |
| EVERBRIDGE INC SEDOL BYY5ZB4 | 0.04% |
| FORD MOTOR CO SEDOL 2615468 | 0.04% |
| GEORGIA-PACIFIC LLC P/P 144A 02.1000 04/30/2027 | 0.04% |
| INVITATION HOMES INC SEDOL BD81GW9 | 0.04% |
| KDDI CORP SEDOL 6248990 | 0.04% |
| MITSUBISHI UFJ FIN GRP USD 03.8500 03/01/2026 | 0.04% |
| WALT DISNEY COMPANY 07.7500 12/01/2045 | 0.04% |
| APPLE INC 04.3750 05/13/2045 | 0.04% |
| CF INDUSTRIES HOLDINGS INC SEDOL B0G4K50 | 0.04% |
| CISCO SYSTEMS INC 05.9000 02/15/2039 | 0.04% |
| DNB NOR ASA SEDOL 4263304 | 0.04% |
| KEURIG DR PEPPER INC 04.4170 05/25/2025 | 0.04% |
| KONINKLIJKE DSM NV SEDOL B0HZL93 | 0.04% |
| NEXI SPA SEDOL BJ1F880 | 0.04% |
| PRUDENTIAL PLC SEDOL 0709954 | 0.04% |
| REPUBLIC OF CHILE USD 02.4500 01/31/2031 | 0.04% |
| SANTANDER UK GROUP H P/P 144A 04.7500 09/15/2025 | 0.04% |
| TRK 2019-1 A1 04.3356 03/25/2022 | 0.04% |
| WOLTERS KLUWER SEDOL 5671519 | 0.04% |
| ZALANDO SE SEDOL BQV0SV7 | 0.04% |
| ALIBABA GROUP HOLDING-SP ADR SEDOL BP41ZD1 | 0.04% |
| ALIMENTATION COUCHE-TARD 3.550000 07/26/2027 | 0.04% |
| BMW US CAPITAL LLC P/P 144A 03.9500 08/14/2028 | 0.04% |
| BRISTOL-MYERS 02.2500 08/15/2021 | 0.04% |
| CARLSBERG AS-B SEDOL 4169219 | 0.04% |
| CIGNA CORP 03.9000 02/15/2022 | 0.04% |
| ENERGY TRANSFER OPERA 05.8750 01/15/2024 | 0.04% |
| ERAC USA FINANCE LLC P/P 144A 04.5000 02/15/2045 | 0.04% |
| ERAC USA FINANCE LLC P/P 144A 05.6250 03/15/2042 | 0.04% |
| LLOYDS BANKING GROUP PLC USD 04.5000 11/04/2024 | 0.04% |
| MET LIFE GLOB P/P 144A 02.4000 06/17/2022 | 0.04% |
| NXP SEMICONDUCTORS NV SEDOL B505PN7 | 0.04% |
| PARTNERS GROUP HOLDING AG SEDOL B119QG0 | 0.04% |
| ABB LTD-REG SEDOL 7108899 | 0.04% |
| ANHEUSER-BUSCH INBEV WOR 05.5500 01/23/2049 | 0.04% |
| BANCO SANTANDER SA USD 05.1790 11/19/2025 | 0.04% |
| BMIR 2019-4A M1C P/P 144A 02.6751 10/25/2029 | 0.04% |
| CITIGROUP INC 04.4500 09/29/2027 | 0.04% |
| CROWN CASTLE INTL CORP 03.8000 02/15/2028 | 0.04% |
| DUKE REALTY CORP SEDOL 2284084 | 0.04% |
| ENBRIDGE INC USD 04.2500 12/01/2026 | 0.04% |
| GARMIN LTD SEDOL B3Z5T14 | 0.04% |
| HOME DEPOT INC 05.9500 04/01/2041 | 0.04% |
| JPMORGAN CHASE & CO 04.6000 02/01/2025 | 0.04% |
| L3HARRIS TECH INC 04.4000 06/15/2028 | 0.04% |
| LMAT 2020-GS5 A1 03.2500 06/25/2060 | 0.04% |
| PRINCIPAL FINANCIAL GROUP SEDOL 2803014 | 0.04% |
| REPUBLIC OF PARAGUAY REGS 04.7000 03/27/2027 | 0.04% |
| CBRE GROUP INC - A SEDOL B6WVMH3 | 0.04% |
| COVESTRO AG SEDOL BYTBWY9 | 0.04% |
| CSX CORP 04.1000 03/15/2044 | 0.04% |
| LINDE PLC SEDOL BZ12WP8 | 0.04% |
| LIVE NATION ENTERTAINMENT IN SEDOL B0T7YX2 | 0.04% |
| MONDELEZ INT HOLD NE P/P 144A 02.1250 09/19/2022 | 0.04% |
| NATIONAL AUSTRALIA BK/NY 02.8000 01/10/2022 | 0.04% |
| PINNACLE WEST CAPITAL SEDOL 2048804 | 0.04% |
| SHRP 2020-1 NOTE 03.1250 07/25/2024 | 0.04% |
| SPRINT CORP 07.8750 09/15/2023 | 0.04% |
| T-MOBILE USA INC P/P 144A 03.8750 04/15/2030 | 0.04% |
| VISTRA OPERATION P/P 144A 03.5500 07/15/2024 | 0.04% |
| AKZO NOBEL N.V. SEDOL BJ2KSG2 | 0.04% |
| AMDOCS LTD SEDOL 2256908 | 0.04% |
| ASTELLAS PHARMA INC SEDOL 6985383 | 0.04% |
| AVALONBAY COMMUNITIES INC SEDOL 2131179 | 0.04% |
| BROADCOM INC 04.1500 11/15/2030 | 0.04% |
| DIAGEO PLC SEDOL 0237400 | 0.04% |
| DOLLAR GENERAL CORP 03.2500 04/15/2023 | 0.04% |
| EDENRED SEDOL B62G1B5 | 0.04% |
| ERAC USA FINANCE LLC P/P 144A 07.0000 10/15/2037 | 0.04% |
| LBMLT 2004-1 A2 00.9481 02/25/2034 | 0.04% |
| MARSH & MCLENNAN COS INC 04.9000 03/15/2049 | 0.04% |
| MBX.FN30.500.10 R USL1M P 01/12/41 BC | 0.04% |
| ORACLE CORP 05.3750 07/15/2040 | 0.04% |
| WFRBS 2011-C3 D P/P 144A 05.8526 03/15/2044 | 0.04% |
| AVIVA PLC SEDOL 0216238 | 0.04% |
| BERRY GLOBAL GROUP INC SEDOL B8BR3H3 | 0.04% |
| CCO HOLDINGS LLC P/P 144A 05.3750 06/01/2029 | 0.04% |
| ENEL SPA SEDOL 7144569 | 0.04% |
| FIDELITY NATIONAL INFORM 04.2500 05/15/2028 | 0.04% |
| HITACHI LTD SEDOL 6429104 | 0.04% |
| MARSH & MCLENNAN COS INC 04.3750 03/15/2029 | 0.04% |
| ORSTED A/S SEDOL BYT16L4 | 0.04% |
| PEUGEOT SA SEDOL 7103526 | 0.04% |
| REPUBLIC OF COLOMBIA USD 03.8750 04/25/2027 | 0.04% |
| TAIWAN SEMICONDUCTOR MANUFAC SEDOL 6889106 | 0.04% |
| DELTA AIR LINES INC SEDOL B1W9D46 | 0.04% |
| IMPERIAL BRANDS PLC SEDOL 0454492 | 0.04% |
| MOODY S CORP | 0.04% |
| MSBAM 2012-C5 E P/P 144A 04.8314 08/15/2045 | 0.04% |
| NRG P/P 144A 03.7500 06/15/2024 | 0.04% |
| SECOM CO LTD SEDOL 6791591 | 0.04% |
| TELEDYNE TECHNOLOGIES INC SEDOL 2503477 | 0.04% |
| TRANSCANADA TRUST USD 05.3000 03/15/2077 | 0.04% |
| TRUIST BANK 02.6360 09/17/2029 | 0.04% |
| VISTRA CORP P/P 144A 04.3000 07/15/2029 | 0.04% |
| AES CORP/THE 05.5000 04/15/2025 | 0.04% |
| BRUNSWICK CORP SEDOL 2149309 | 0.04% |
| CASEYS GENERAL | 0.04% |
| CISCO SYSTEMS INC 02.2000 02/28/2021 | 0.04% |
| EXXON MOBIL CORPORATION 02.2220 03/01/2021 | 0.04% |
| ING BANK NV P/P 144A 05.8000 09/25/2023 | 0.04% |
| ROPER TECHNOLOGIES INC SEDOL 2749602 | 0.04% |
| SAMSUNG ELECTRONICS-PREF SEDOL 6773812 | 0.04% |
| SKANDINAVISKA ENSKILDA BAN-A SEDOL 4813345 | 0.04% |
| TARGA RESOURCES PART 05.0000 01/15/2028 | 0.04% |
| WAMU 2005-AR12 1A8 02.9538 10/25/2035 | 0.04% |
| AIR LEASE CORP 04.6250 10/01/2028 | 0.04% |
| BP PLC SEDOL 0798059 | 0.04% |
| CFCRE 2011-C2 E P/P 144A 05.9306 12/15/2047 | 0.04% |
| CITIGROUP INC 04.6000 03/09/2026 | 0.04% |
| CONSTELLATION BRANDS INC-A SEDOL 2170473 | 0.04% |
| COX COMM INC P/P 144A 03.5000 08/15/2027 | 0.04% |
| DOMINICAN REPUBLIC REGS 06.8750 01/29/2026 | 0.04% |
| DUKE ENERGY INDIANA LLC 06.4500 04/01/2039 | 0.04% |
| FHMS K099 X1 IO 01.0055 09/25/2029 | 0.04% |
| FIVE CORNERS FUNDING P/P 144A 04.4190 11/15/2023 | 0.04% |
| INTERCONTINENTALEXCHANGE 01.8500 09/15/2032 | 0.04% |
| JPMBB 2013-C12 C 04.2362 07/15/2045 | 0.04% |
| LINCOLN NATIONAL CORP SEDOL 2516378 | 0.04% |
| NTT DOCOMO INC SEDOL 6129277 | 0.04% |
| OSHKOSH CORP 04.6000 05/15/2028 | 0.04% |
| THALES SA SEDOL 4162791 | 0.04% |
| UBS AG LONDON P/P 144A 01.7500 04/21/2022 | 0.04% |
| VODAFONE GROUP PLC SEDOL BH4HKS3 | 0.04% |
| ALPHABET INC 03.6250 05/19/2021 | 0.03% |
| APTARGROUP INC SEDOL 2045247 | 0.03% |
| BNP PARIBAS SEDOL 7309681 | 0.03% |
| CAS 2016-C03 2M2 06.0481 10/25/2028 | 0.03% |
| CAS 2017-C01 1M2 03.6981 07/25/2029 | 0.03% |
| CROWN HOLDINGS INC | 0.03% |
| EDP-ENERGIAS DE PORTUGAL SA SEDOL 4103596 | 0.03% |
| EQUINIX INC 03.2000 11/18/2029 | 0.03% |
| FISERV INC 03.5000 07/01/2029 | 0.03% |
| SIG COMBIBLOC GROUP AG SEDOL BD5GN60 | 0.03% |
| SPECTRA ENERGY PARTNERS 03.3750 10/15/2026 | 0.03% |
| WOOLWORTHS GROUP LTD SEDOL 6981239 | 0.03% |
| AMERICAN TOWER CORP 02.9000 01/15/2030 | 0.03% |
| CHARTER COMM OPT LLC/CAP 03.7500 02/15/2028 | 0.03% |
| CHINA MOBILE LTD SEDOL 6073556 | 0.03% |
| COMPUGROUP MEDICAL SE & CO K SEDOL BMY7CH1 | 0.03% |
| ENERGY TRANSFER OPERATNG 05.2000 02/01/2022 | 0.03% |
| FHLMC FR30 ZS9547 UMBS 04.0000 09/01/2045 | 0.03% |
| GLOBAL PAYMENTS INC 02.9000 05/15/2030 | 0.03% |
| MOLSON COORS BEVERAGE CO - B SEDOL B067BM3 | 0.03% |
| NSTAR ELECTRIC CO 02.3750 10/15/2022 | 0.03% |
| PFIZER INC 01.9500 06/03/2021 | 0.03% |
| SAMI 2007-AR7 1A1 00.9981 05/25/2047 | 0.03% |
| WORLDLINE SA SEDOL BNFWR44 | 0.03% |
| ZOETIS INC 02.0000 05/15/2030 | 0.03% |
| BRISTOL-MYERS 03.4000 07/26/2029 | 0.03% |
| CANTOR FITZGERALD LP P/P 144A 06.5000 06/17/2022 | 0.03% |
| COMCAST CORP 04.0490 11/01/2052 | 0.03% |
| COMM 2013-CR13 AM 04.4490 11/10/2046 | 0.03% |
| CREDIT SUISSE GRP AG P/P 144A 03.8690 01/12/2029 | 0.03% |
| CWALT 2006-OA7 1A2 01.9593 06/25/2046 | 0.03% |
| FLUTTER ENTERTAINMENT PLC SEDOL BWXC0Z1 | 0.03% |
| GOODMAN GROUP SEDOL B03FYZ4 | 0.03% |
| GSMS 2017-GS7 AS 03.6630 08/10/2050 | 0.03% |
| JAPAN EXCHANGE GROUP INC SEDOL 6743882 | 0.03% |
| LOWES COMPANIES INC | 0.03% |
| MORGAN STANLEY 05.5000 07/28/2021 | 0.03% |
| MSC 2011-C3 B P/P 144A 05.4192 07/15/2049 | 0.03% |
| SHIONOGI & CO LTD SEDOL 6804682 | 0.03% |
| SOFTWARE AG SEDOL BF06WX9 | 0.03% |
| TEMPUR SEALY INTERNATIONAL I SEDOL 2216991 | 0.03% |
| UBS GROUP AG-REG SEDOL BRJL176 | 0.03% |
| WFCM 2013-LC12 C 04.4105 07/15/2046 | 0.03% |
| WFRBS 2011-C5 D P/P 144A 05.8444 11/15/2044 | 0.03% |
| BANK OF NOVA SCOTIA USD 02.0000 11/15/2022 | 0.03% |
| CITIGROUP INC 04.7500 05/18/2046 | 0.03% |
| COMM 2013-CR11 C P/P 144A 05.2854 08/10/2050 | 0.03% |
| CWALT 2005-59 1A1 00.4858 11/20/2035 | 0.03% |
| GSMS 2016-GS3 A4 02.8500 10/10/2049 | 0.03% |
| KION GROUP AG SEDOL BB22L96 | 0.03% |
| NIHON M&A CENTER INC SEDOL B1DN466 | 0.03% |
| NUTRIEN LTD. USD 04.2000 04/01/2029 | 0.03% |
| PENSKE TRUCK LEASING P/P 144A 03.9000 02/01/2024 | 0.03% |
| SAREPTA THERAPEUTICS INC SEDOL B8DPDT7 | 0.03% |
| STACR 2016-DNA1 M3 05.7251 07/25/2028 | 0.03% |
| UBI SOFT ENTERTA SEDOL B1L3CS6 | 0.03% |
| VOLKSWAGEN AG PFD SEDOL 5497168 | 0.03% |
| WH GROUP LTD SEDOL BLLHKZ1 | 0.03% |
| BANK OF AMERICA CORP 06.1000 12/29/2049 | 0.03% |
| CHS/COMMUNITY HEALTH SYS 06.2500 03/31/2023 | 0.03% |
| EQUITY RESIDENTIAL TR REIT | 0.03% |
| KINGFISHER PLC SEDOL 3319521 | 0.03% |
| LLOYDS BANKING GROUP PLC USD 04.6500 03/24/2026 | 0.03% |
| MSBAM 2014-C14 C 05.1073 02/15/2047 | 0.03% |
| NIPPON PROLOGIS REIT INC SEDOL B98BC67 | 0.03% |
| PETROBRAS GLOBAL FINANCE USD 07.3750 01/17/2027 | 0.03% |
| REPUBLIC OF KAZAKHSTAN REGS 05.1250 07/21/2025 | 0.03% |
| REPUBLICA ORIENT URUGUAY USD 07.6250 03/21/2036 | 0.03% |
| TPMT 2015-1 A2 P/P 144A 03.2500 10/25/2053 | 0.03% |
| ALLISON TRANSMISSION HOLDING SEDOL B4PZ892 | 0.03% |
| BHP GROUP PLC SEDOL BH0P3Z9 | 0.03% |
| CGCMT 2014-GC21 AS 04.0260 05/10/2047 | 0.03% |
| COMCAST CORP 03.9990 11/01/2049 | 0.03% |
| DBS GROUP HOLDINGS LTD SEDOL 6175203 | 0.03% |
| DIASORIN SPA SEDOL B234WN9 | 0.03% |
| HONEYWELL INTL 03.8120 11/21/2047 | 0.03% |
| NEUBERGER BERMAN GRP P/P 144A 04.8750 04/15/2045 | 0.03% |
| ORIX CORP SEDOL 6661144 | 0.03% |
| PPG INDUSTRIES INC SEDOL 2698470 | 0.03% |
| RENESAS ELECTRONICS CORP SEDOL 6635677 | 0.03% |
| SHIN-ETSU CHEMICAL CO LTD SEDOL 6804585 | 0.03% |
| TOKYO ELECTRON LTD SEDOL 6895675 | 0.03% |
| VIACOMCBS INC 02.9000 01/15/2027 | 0.03% |
| AKAMAI TECHNOLOGIES INC SEDOL 2507457 | 0.03% |
| APPLE INC 03.4500 05/06/2024 | 0.03% |
| ATLAS COPCO AB-A SHS SEDOL BD97BN2 | 0.03% |
| CK ASSET HOLDINGS LTD SEDOL BYZQ077 | 0.03% |
| DISH DBS CORP 05.8750 11/15/2024 | 0.03% |
| ENTERPRISE PRODUCTS OPER 02.8000 01/31/2030 | 0.03% |
| GOLDMAN SACHS GROUP INC 02.6000 02/07/2030 | 0.03% |
| GSMS 2019-GC42 AS 03.2117 09/01/2052 | 0.03% |
| KKR GROUP FIN CO III P/P 144A 05.1250 06/01/2044 | 0.03% |
| LEGRAND SA SEDOL B11ZRK9 | 0.03% |
| LMAT 2019-GS7 A1 03.2500 11/25/2059 | 0.03% |
| MOODY'S CORPORATION 02.5500 08/18/2060 | 0.03% |
| PPL CAPITAL FUNDING INC 04.2000 06/15/2022 | 0.03% |
| PUBLIC SERVICE ELECTRIC 05.5000 03/01/2040 | 0.03% |
| SABINE PASS LIQUEFACTION 04.2000 03/15/2028 | 0.03% |
| TEMPO ACQ LLC/FI P/P 144A 06.7500 06/01/2025 | 0.03% |
| UNUM GROUP SEDOL 2433842 | 0.03% |
| VIRTU FINANCIAL INC-CLASS A SEDOL BWTVWD4 | 0.03% |
| WEYERHAEUSER CO 07.3750 03/15/2032 | 0.03% |
| APPLE INC 02.8500 05/06/2021 | 0.03% |
| AXALTA COATING SYSTEMS LTD SEDOL BSFWCF5 | 0.03% |
| BANCO BILBAO VIZCAYA ARGENTA SEDOL 5501906 | 0.03% |
| BANK 2017-BNK8 B 04.0634 11/15/2050 | 0.03% |
| CELANESE US HOLDINGS LLC 03.5000 05/08/2024 | 0.03% |
| CITIGROUP INC 02.9000 12/08/2021 | 0.03% |
| COMMONWEALTH EDISON CO 05.9000 03/15/2036 | 0.03% |
| DH EUROPE FINANCE II USD 03.4000 11/15/2049 | 0.03% |
| E.ON SE SEDOL 4942904 | 0.03% |
| FORTESCUE METALS GROUP LTD SEDOL B2B2B49 | 0.03% |
| GSMS 2011-GC3 C P/P 144A 05.7514 03/10/2044 | 0.03% |
| KEYCORP SEDOL 2490911 | 0.03% |
| LINDE PLC SEDOL BYWD9S5 | 0.03% |
| LMAT 2020-GS1 A1 02.8820 10/25/2059 | 0.03% |
| MSBAM 2014-C17 C 04.6367 08/15/2047 | 0.03% |
| REPUBLIC OF SOUTH AFRICA USD 04.8500 09/27/2027 | 0.03% |
| SINGAPORE EXCHANGE LTD SEDOL 6303866 | 0.03% |
| VERTIV TLB L+300 04.6550 03/02/2027 | 0.03% |
| WFRBS 2013-C11 AS 03.3110 03/15/2045 | 0.03% |
| 10X GENOMICS INC-CLASS A SEDOL BKS3RS7 | 0.03% |
| 3I GROUP PLC SEDOL B1YW440 | 0.03% |
| AHM 2007-1 GA1C 00.3651 05/25/2047 | 0.03% |
| AMERICAN INTL GROUP 08.1750 05/15/2058 | 0.03% |
| BRITISH AMERICAN TOBACCO PLC SEDOL 0287580 | 0.03% |
| CAS 2016-C01 2M2 07.0981 08/25/2028 | 0.03% |
| CAS 2016-C05 2M2 04.5981 01/25/2029 | 0.03% |
| CI FINANCIAL CORP SEDOL B3KT0S5 | 0.03% |
| CREDIT AGRICOLE SA SEDOL 7262610 | 0.03% |
| CSC HOLDINGS LLC P/P 144A 07.5000 04/01/2028 | 0.03% |
| DIAMONDBACK ENERGY INC 03.2500 12/01/2026 | 0.03% |
| GLAXOSMITHKLINE PLC SEDOL 0925288 | 0.03% |
| GLENCORE FUNDING LLC P/P 144A 04.6250 04/29/2024 | 0.03% |
| OSAT 2020-RPL1 A1 03.1990 12/26/2059 | 0.03% |
| SNOWFLAKE INC-CLASS A SEDOL BN134B7 | 0.03% |
| SPRINT CAPITAL CORPORATION 06.8750 11/15/2028 | 0.03% |
| THE BANK OF NOVA SCOTIA USD 02.7000 03/07/2022 | 0.03% |
| VIDEOTRON LTD / LTEE P/P 144A 05.1250 04/15/2027 | 0.03% |
| ASML HOLDING NV SEDOL B929F46 | 0.02% |
| BAKER HUGHES CO SEDOL BDHLTQ5 | 0.02% |
| CFCRE 2011-C1 D P/P 144A 06.2917 04/15/2044 | 0.02% |
| COMCAST CORP 03.1500 03/01/2026 | 0.02% |
| CREDIT AGRICOLE SA P/P 144A 04.0000 01/10/2033 | 0.02% |
| FIDELITY NATIONAL FINANCIAL SEDOL BNBRDD4 | 0.02% |
| GNR 2016-H16 EI IO 02.4937 06/20/2066 | 0.02% |
| ITOCHU TECHNO-SOLUTIONS CORP SEDOL 6200194 | 0.02% |
| JPMCC 2012-C6 E P/P 144A 05.3239 05/15/2045 | 0.02% |
| LOGITECH INTERNATIONAL-REG SEDOL B18ZRK2 | 0.02% |
| NETFLIX INC SEDOL 2857817 | 0.02% |
| NETWORK INTERNATIONAL HOLDIN SEDOL BH3VJ78 | 0.02% |
| NEXON CO LTD SEDOL B63QM77 | 0.02% |
| NIPPON TELEGRAPH & TELEPHONE SEDOL 6641373 | 0.02% |
| PACIFIC GAS & ELECTRIC 02.1000 08/01/2027 | 0.02% |
| PALTAC CORPORATION SEDOL B61BG94 | 0.02% |
| PPSI 2004-WCW2 M3 01.1981 10/25/2034 | 0.02% |
| RELIANCE STEEL & ALUMINUM SEDOL 2729068 | 0.02% |
| SLM CORP | 0.02% |
| STANDARD CHARTERED PLC SEDOL 0408284 | 0.02% |
| TENET HEALTHCARE P/P 144A 04.8750 01/01/2026 | 0.02% |
| ADECCO GROUP AG-REG SEDOL 7110720 | 0.02% |
| ASTRAZENECA PLC SEDOL 0989529 | 0.02% |
| BAIDU INC - SPON ADR SEDOL B0FXT17 | 0.02% |
| BANK 2019-BN20 XA IO 00.9625 09/15/2062 | 0.02% |
| BRENNTAG AG SEDOL B4YVF56 | 0.02% |
| CAS 2016-C06 1M2 04.3981 04/25/2029 | 0.02% |
| CHEVRON CORP 02.1000 05/16/2021 | 0.02% |
| CMLTI 2005-2 1A2A 03.9686 05/25/2035 | 0.02% |
| GENTEX CORP SEDOL 2366799 | 0.02% |
| HCA INC. 05.5000 06/15/2047 | 0.02% |
| JPMBB 2014-C19 C 04.8327 04/15/2047 | 0.02% |
| JPMCC 2010-C2 C P/P 144A 05.8407 11/15/2043 | 0.02% |
| JPMCC 2013-C16 AS 04.5169 12/15/2046 | 0.02% |
| LIBERTY GLOBAL PLC- C SEDOL B8W67B1 | 0.02% |
| NOMURA RESEARCH INSTITUTE LT SEDOL 6390921 | 0.02% |
| NUTRITION & BIO P/P 144A 02.3000 11/01/2030 | 0.02% |
| SARTORIUS STEDIM BIOTECH SEDOL BYZ2QP5 | 0.02% |
| STACR 2016-HQA3 M3 03.9981 03/25/2029 | 0.02% |
| TOTAL CAPITAL INTL SA USD 02.7500 06/19/2021 | 0.02% |
| US BANCORP 02.9500 07/15/2022 | 0.02% |
| WALGREENS BOOTS ALLIANCE INC SEDOL BTN1Y44 | 0.02% |
| ALIMEN COUCHE P/P 144A 02.9500 01/25/2030 | 0.02% |
| APPALACHIAN POWER CO 04.6000 03/30/2021 | 0.02% |
| BRAMBLES LTD SEDOL B1FJ0C0 | 0.02% |
| CACI INTERNATIONAL INC -CL A SEDOL 2159267 | 0.02% |
| CD 2017-CD3 A4 03.6310 02/10/2050 | 0.02% |
| COMM 2013-CR11 AM 04.7150 08/10/2050 | 0.02% |
| CRED SUIS GP FUN LTD USD 03.4500 04/16/2021 | 0.02% |
| CWALT 2006-OA19 A1 00.3363 02/20/2047 | 0.02% |
| DBUBS 2011-LC2A B P/P 144A 04.9980 07/10/2044 | 0.02% |
| DEUTSCHE TELEKOM INT FIN USD 08.7500 06/15/2030 | 0.02% |
| DOMINICAN REPUBLIC REGS 06.5000 02/15/2048 | 0.02% |
| OTIS WORLDWIDE CORP 02.5650 02/15/2030 | 0.02% |
| OTSUKA CORP SEDOL 6267058 | 0.02% |
| PACKAGING CORP OF AMERIC 04.5000 11/01/2023 | 0.02% |
| PORSCHE AUTOMOBIL HLDG-PRF SEDOL 7101069 | 0.02% |
| PRUDENTIAL FINANCIAL INC 05.2000 03/15/2044 | 0.02% |
| RAYTHEON TECH CORP P/P 144A 04.8750 10/15/2040 | 0.02% |
| STACR 2014-HQ2 M3 03.8981 09/25/2024 | 0.02% |
| STACR 2016-HQA1 M3 06.4981 09/25/2028 | 0.02% |
| STACR 2016-HQA2 M3 05.2981 11/25/2028 | 0.02% |
| STACR 2017-DNA1 M2 03.3981 07/25/2029 | 0.02% |
| STACR 2020-HQA4 M1 01.5510 09/25/2050 | 0.02% |
| TRUIST FINANCIAL CORP 04.8000 12/31/2099 | 0.02% |
| UNITED MEXICAN STATES USD 03.2500 04/16/2030 | 0.02% |
| UNITEDHEALTH GROUP INC 02.8750 03/15/2022 | 0.02% |
| WESTROCK MWV LLC 07.9500 02/15/2031 | 0.02% |
| WFCM 2013-LC12 AS 04.4105 07/15/2046 | 0.02% |
| AGL ENERGY LTD SEDOL BSS7GP5 | 0.02% |
| BECTON DICKINSON AND CO 02.8230 05/20/2030 | 0.02% |
| BGC PARTNERS INC 05.1250 05/27/2021 | 0.02% |
| CELANESE CORP SEDOL B05MZT4 | 0.02% |
| CELANESE US HOLDINGS LLC 04.6250 11/15/2022 | 0.02% |
| CENTENE CORP 04.6250 12/15/2029 | 0.02% |
| CGCMT 2014-GC19 AS 04.3450 03/10/2047 | 0.02% |
| COMM 2014-CR18 C 04.8817 07/15/2047 | 0.02% |
| CON EDISON CO OF NY INC 04.2000 03/15/2042 | 0.02% |
| CREDIT SUISSE GRP AG P/P 144A 06.2500 12/18/2024 | 0.02% |
| DISCOVERY INC - A SEDOL B3D7K31 | 0.02% |
| EIFFAGE SEDOL B13X013 | 0.02% |
| FHMS K104 XAM 01.3839 01/25/2030 | 0.02% |
| FIAT CHRYSLER AUTOMOBILES NV SEDOL BRJFWP3 | 0.02% |
| FUJITSU LTD SEDOL 6356945 | 0.02% |
| GSMS 2010-C1 D P/P 144A 06.1251 08/10/2043 | 0.02% |
| JDE PEET'S BV SEDOL BMC4ZZ3 | 0.02% |
| JPMBB 2013-C12 B 04.2362 07/15/2045 | 0.02% |
| JPMCC 2013-LC11 C 03.9582 04/15/2046 | 0.02% |
| LVMH MOET HENNESSY LOUIS VUI SEDOL 4061412 | 0.02% |
| MINEBEA CO LTD SEDOL 6642406 | 0.02% |
| SIRIUS XM HOLDINGS INC SEDOL BGLDK10 | 0.02% |
| TRANSDIGM INC. P/P 144A 06.2500 03/15/2026 | 0.02% |
| UBSCM 2012-C1 C P/P 144A 05.7546 05/10/2045 | 0.02% |
| VMWARE INC 03.9000 08/21/2027 | 0.02% |
| VOLVO AB-B SHS SEDOL B1QH830 | 0.02% |
| WELLS FARGO & COMPANY 05.8750 12/29/2049 | 0.02% |
| ACCENTURE PLC-CL A SEDOL B4BNMY3 | 0.02% |
| AUST & NZ BANKING GR P/P 144A 06.7500 12/29/2049 | 0.02% |
| BANCO SANTANDER SA USD 04.3790 04/12/2028 | 0.02% |
| BANK LEUMI LE-ISRAEL SEDOL 6076425 | 0.02% |
| COUSINS PROPERTIES INC SEDOL BJP0MF6 | 0.02% |
| CVS PASS-THROUGH P/P 144A 04.7040 01/10/2036 | 0.02% |
| DIVERSIFIED HEALTHCARE T 09.7500 06/15/2025 | 0.02% |
| DRMT 2020-2 A1 01.6920 05/25/2065 | 0.02% |
| EQUINOR ASA USD 05.1000 08/17/2040 | 0.02% |
| GNR 2015-H25 BI IO 03.0807 10/20/2065 | 0.02% |
| GSMS 2013-GCJ14 B P/P 144A 04.9018 08/10/2046 | 0.02% |
| HCA INC 04.1250 06/15/2029 | 0.02% |
| HCA INC. 05.3750 09/01/2026 | 0.02% |
| INTL BUSINESS MACHINES CORP SEDOL 2005973 | 0.02% |
| JPMBB 2014-C22 C 04.7055 09/15/2047 | 0.02% |
| JPMORGAN CHASE & CO 01.2801 05/15/2047 | 0.02% |
| MSBAM 2012-C6 D P/P 144A 04.7599 11/15/2045 | 0.02% |
| NATWEST GROUP PLC USD 04.8920 05/18/2029 | 0.02% |
| PENSKE TRUCK LE P/P 144A 03.4000 11/15/2026 | 0.02% |
| PULTEGROUP INC 05.5000 03/01/2026 | 0.02% |
| REP OF INDONESIA P/P 144A 04.7500 01/08/2026 | 0.02% |
| SYSCO CORP SEDOL 2868165 | 0.02% |
| WAMU 2005-AR10 1A3 03.0172 09/25/2035 | 0.02% |
| WATCO COS LLC/FI P/P 144A 06.5000 06/15/2027 | 0.02% |
| WFRBS 2012-C9 D P/P 144A 04.9710 11/15/2045 | 0.02% |
| WFRBS 2013-UBS1 AS 04.3060 03/15/2046 | 0.02% |
| AMAZON.COM INC 01.5000 06/03/2030 | 0.02% |
| AT&T INC 04.3000 02/15/2030 | 0.02% |
| BPCE SA P/P 144A 05.1500 07/21/2024 | 0.02% |
| CSC HOLDINGS LLC 05.2500 06/01/2024 | 0.02% |
| DUKE ENERGY PROGRESS LLC 03.3750 09/01/2023 | 0.02% |
| EQUITY LIFESTYLE PROPERTIES SEDOL 2563125 | 0.02% |
| FERRARI NV SEDOL BD6G507 | 0.02% |
| GCP APPLIED TECH P/P 144A 05.5000 04/15/2026 | 0.02% |
| GENERAL MOTORS FINL CO 04.3000 07/13/2025 | 0.02% |
| GLOBAL MEDICAL RESPONS L+475 05.5000 10/05/2025 | 0.02% |
| GNR 2014-116 IL IO 04.0000 08/20/2044 | 0.02% |
| GSMS 2012-GC6 AS P/P 144A 04.9480 01/12/2045 | 0.02% |
| HESS MIDSTREAM P P/P 144A 05.6250 02/15/2026 | 0.02% |
| KINDER MORGAN ENER PART 03.4500 02/15/2023 | 0.02% |
| LNSTR 2017-5 AS P/P 144A 04.0210 03/10/2050 | 0.02% |
| PLANTRONICS INC P/P 144A 05.5000 05/31/2023 | 0.02% |
| SEA LTD-ADR SEDOL BYWD7L4 | 0.02% |
| SEI INVESTMENTS COMPANY SEDOL 2793610 | 0.02% |
| SNAM SPA SEDOL 7251470 | 0.02% |
| STACR 2015-HQA2 M3 04.9481 05/25/2028 | 0.02% |
| UBSBB 2012-C2 XA IO P/P 144A 01.4513 05/10/2063 | 0.02% |
| WILMAR INTERNATIONAL LTD SEDOL B17KC69 | 0.02% |
| ARRW 2019-3 A3 03.4160 10/25/2048 | 0.02% |
| CAS 2015-C03 2M2 05.1481 07/25/2025 | 0.02% |
| CBRE SERVICES INC 04.8750 03/01/2026 | 0.02% |
| CEMEX FINANCE LLC P/P 144A 06.0000 04/01/2024 | 0.02% |
| COMM 2014-LC15 B 04.5990 04/10/2047 | 0.02% |
| COSTCO WHOLESALE CORP SEDOL 2701271 | 0.02% |
| ENDEAVOR ENERGY P/P 144A 05.7500 01/30/2028 | 0.02% |
| FAIRFAX US INC P/P 144A 04.8750 08/13/2024 | 0.02% |
| FAURECIA SEDOL 4400446 | 0.02% |
| FOX CORP 04.0300 01/25/2024 | 0.02% |
| JPMORGAN CHASE & CO 02.9560 05/13/2031 | 0.02% |
| MSBAM 2015-C24 B 04.4874 05/15/2048 | 0.02% |
| NAVISTAR INTL TLB L+350 03.6600 11/06/2024 | 0.02% |
| PERTAMINA PERSERO PT P/P 144A 04.3000 05/20/2023 | 0.02% |
| PROLOGIS LP 02.2500 04/15/2030 | 0.02% |
| REP OF INDONESIA P/P 144A 03.3750 04/15/2023 | 0.02% |
| SERVICE CORPORATION INTL 04.6250 12/15/2027 | 0.02% |
| STAPLES INC P/P 144A 07.5000 04/15/2026 | 0.02% |
| SUMITOMO MITSUI TRUST HOLDIN SEDOL 6431897 | 0.02% |
| TENET HEALTHCARE COR P/P 144A 05.1250 11/01/2027 | 0.02% |
| TEVA PHARMACEUTICALS NE USD 06.7500 03/01/2028 | 0.02% |
| ZOETIS INC SEDOL B95WG16 | 0.02% |
| ALKERMES PLC SEDOL B3P6D26 | 0.02% |
| ARD FINANCE SA P/P 144A 06.5000 06/30/2027 | 0.02% |
| ASHLAND GLOBAL HOLDINGS INC SEDOL BYND5N1 | 0.02% |
| AURIZON HOLDINGS LTD SEDOL B87CVM3 | 0.02% |
| BERKSHIRE HATHAWAY FIN 04.3000 05/15/2043 | 0.02% |
| BLACKSTONE HLDG FINA P/P 144A 01.6000 03/30/2031 | 0.02% |
| CAMPBELL SOUP CO SEDOL 2162845 | 0.02% |
| COMM 2014-CR14 XA IO 00.7292 02/10/2047 | 0.02% |
| COMM 2014-LC15 AM 04.1980 04/10/2047 | 0.02% |
| DAIWA HOUSE INDUSTRY CO LTD SEDOL 6251363 | 0.02% |
| FHMS KW10 X1 IO 00.7737 09/25/2029 | 0.02% |
| GLENCORE FUNDING LLC P/P 144A 01.6250 09/01/2025 | 0.02% |
| HIKMA PHARMACEUTICALS PLC SEDOL B0LCW08 | 0.02% |
| LPL FINANCIAL HOLDINGS INC SEDOL B75JX34 | 0.02% |
| MONDELEZ INTL HLDING P/P 144A 02.0000 10/28/2021 | 0.02% |
| NOVELIS CORP P/P 144A 05.8750 09/30/2026 | 0.02% |
| PULTEGROUP INC. 07.8750 06/15/2032 | 0.02% |
| SILGAN HOLDINGS INC SEDOL 2809324 | 0.02% |
| STACR 2020-HQA1 M2 02.0481 01/25/2050 | 0.02% |
| SUN HUNG KAI PROPERTIES SEDOL 6859927 | 0.02% |
| TREASURY BILL 00.0000 10/22/2020 | 0.02% |
| UNILEVER PLC SEDOL B10RZP7 | 0.02% |
| VONOVIA SE SEDOL BBJPFY1 | 0.02% |
| WAMU 2004-AR3 A2 03.6658 06/25/2034 | 0.02% |
| WAMU 2005-AR11 A1B3 00.5481 08/25/2045 | 0.02% |
| WASTE PRO USA INC P/P 144A 05.5000 02/15/2026 | 0.02% |
| WFCM 2013-LC12 D P/P 144A 04.4105 07/15/2046 | 0.02% |
| ABBVIE INC P/P 144A 03.4500 03/15/2022 | 0.02% |
| AENA SME SA SEDOL BVRZ8L1 | 0.02% |
| AES CORP SEDOL 2002479 | 0.02% |
| APPLE INC 02.8500 05/11/2024 | 0.02% |
| ASSOCIATED BRITISH FOODS PLC SEDOL 0673123 | 0.02% |
| CVS HEALTH CORP 03.7000 03/09/2023 | 0.02% |
| DIAMOND 1 FIN/DIAMON P/P 144A 08.3500 07/15/2046 | 0.02% |
| DROPBOX INC-CLASS A SEDOL BG0T321 | 0.02% |
| ELECTRONIC ARTS INC SEDOL 2310194 | 0.02% |
| EMIR 2018-1 M1 01.8751 11/25/2028 | 0.02% |
| ENERGY TRANSFER OPERATNG 02.9000 05/15/2025 | 0.02% |
| GFL ENVIRONMENTAL P/P 144A 07.0000 06/01/2026 | 0.02% |
| GNR 2017-162 QI IO 05.0000 10/11/2047 | 0.02% |
| GRAY TELEVISION INC P/P 144A 07.0000 05/15/2027 | 0.02% |
| IHEARTCOMMUNICATIONS INC 08.3750 05/01/2027 | 0.02% |
| KEURIG DR PEPPER INC 04.0570 05/25/2023 | 0.02% |
| LASERTEC CORP SEDOL 6506267 | 0.02% |
| LEGAL & GENERAL GROUP PLC SEDOL 0560399 | 0.02% |
| MARRIOTT INTERNATIONAL 04.6250 06/15/2030 | 0.02% |
| MERCK & CO. INC. 02.7500 02/10/2025 | 0.02% |
| MERCK KGAA SEDOL 4741844 | 0.02% |
| MSC 2011-C3 D P/P 144A 05.4192 07/15/2049 | 0.02% |
| NETFLIX INC. 05.8750 11/15/2028 | 0.02% |
| NITTO DENKO CORP SEDOL 6641801 | 0.02% |
| REINSURANCE GROUP OF AMERICA SEDOL 2731193 | 0.02% |
| SCOTTS MIRACLE-GRO CO SEDOL 2781518 | 0.02% |
| TENET HEALTHCARE CORPORATION 08.1250 04/01/2022 | 0.02% |
| TPMT 2016-5 M2 P/P 144A 03.3750 10/25/2056 | 0.02% |
| UNITEDHEALTH GROUP INC 02.0000 05/15/2030 | 0.02% |
| WFCM 2016-LC25 XA IO 01.1176 12/15/2059 | 0.02% |
| APARTMENT INVT & MGMT CO -A SEDOL BJLNBG3 | 0.02% |
| BMW US CAPITAL LLC P/P 144A 03.4000 08/13/2021 | 0.02% |
| BROADRIDGE FINANCIAL SOLUTIO SEDOL B1VP7R6 | 0.02% |
| CAS 2019-HRP1 M2 02.2981 11/25/2039 | 0.02% |
| ENI SPA SEDOL 7145056 | 0.02% |
| GSMS 2013-GC10 XA IO 01.6389 02/10/2046 | 0.02% |
| IPALCO ENTPRS IN 03.7000 09/01/2024 | 0.02% |
| JM SMUCKER CO/THE SEDOL 2951452 | 0.02% |
| KBC GROUP NV SEDOL 4497749 | 0.02% |
| KOITO MANUFACTURING CO LTD SEDOL 6496324 | 0.02% |
| M3 INC SEDOL B02K2M3 | 0.02% |
| NEWMARKET CORP SEDOL B01CGF1 | 0.02% |
| NORTONLIFELOCK INC SEDOL BJN4XN5 | 0.02% |
| PALO ALTO NETWORKS INC SEDOL B87ZMX0 | 0.02% |
| PANDORA A/S SEDOL B44XTX8 | 0.02% |
| SPRINT CORP 07.2500 09/15/2021 | 0.02% |
| UBSBB 2012-C2 D P/P 144A 05.0455 05/10/2063 | 0.02% |
| UBSCM 2017-C7 XA IO 01.1997 12/15/2050 | 0.02% |
| WAMU 2005-AR9 A1C3 01.1081 07/25/2045 | 0.02% |
| 21VIANET GROUP INC-ADR SEDOL B3Q0VS9 | 0.02% |
| ARKEMA SEDOL B0Z5YZ2 | 0.02% |
| BAFC 2005-B 3M1 00.8313 04/20/2035 | 0.02% |
| BRAND ENERGY TL L+425 05.2500 06/21/2024 | 0.02% |
| CAS 2014-C03 2M2 03.0481 07/25/2024 | 0.02% |
| CAS 2014-C04 1M2 05.0481 11/25/2024 | 0.02% |
| CAS 2015-C02 2M2 04.1481 05/25/2025 | 0.02% |
| CAS 2017-C01 1EB1 01.3981 07/25/2029 | 0.02% |
| CGCMT 2014-GC19 D P/P 144A 05.2623 03/10/2047 | 0.02% |
| CHUGAI PHARMACEUTICAL CO LTD SEDOL 6196408 | 0.02% |
| CK HUTCHISON HOLDINGS LTD SEDOL BW9P816 | 0.02% |
| COMPASS MIN INTL P/P 144A 06.7500 12/01/2027 | 0.02% |
| DELTA/SKYMILES P/P 144A 04.7500 10/20/2028 | 0.02% |
| DISCOVERY COMMUNICATIONS 03.6250 05/15/2030 | 0.02% |
| EQUITY COMMONWEALTH SEDOL BPH3N63 | 0.02% |
| FORD MOTOR COMPANY 09.0000 04/22/2025 | 0.02% |
| GENERAL DYNAMICS CORP 02.2500 11/15/2022 | 0.02% |
| GJENSIDIGE FORSIKRING ASA SEDOL B4PH0C5 | 0.02% |
| GMO INTERNET INC SEDOL 6170167 | 0.02% |
| HENDERSON LAND DEVELOPMENT SEDOL 6420538 | 0.02% |
| HIKARI TSUSHIN INC SEDOL 6416322 | 0.02% |
| HSBC USA INC 03.5000 06/23/2024 | 0.02% |
| MGIC INVESTMENT CORP SEDOL 2548616 | 0.02% |
| PETROBRAS GLOBAL FINANCE USD 06.1250 01/17/2022 | 0.02% |
| PM GENERAL PURCHASER P/P 144A 09.5000 10/01/2028 | 0.02% |
| SCIENTIFIC GAMES P/P 144A 07.2500 11/15/2029 | 0.02% |
| SMC CORP SEDOL 6763965 | 0.02% |
| SPECTRUM BRANDS HOLDINGS INC SEDOL BDRYFB1 | 0.02% |
| TELSTRA CORP LTD SEDOL 6087289 | 0.02% |
| UNIVAR SOLUTIONS P/P 144A 05.1250 12/01/2027 | 0.02% |
| ALLISON TRANSMISSION P/P 144A 04.7500 10/01/2027 | 0.01% |
| BERKELEY GROUP HOLDINGS/THE SEDOL B02L3W3 | 0.01% |
| BOC HONG KONG HOLDINGS LTD SEDOL 6536112 | 0.01% |
| CALPINE CORP P/P 144A 04.5000 02/15/2028 | 0.01% |
| CAMDEN PROPERTY TRUST 04.8750 06/15/2023 | 0.01% |
| CHARTER COMM OPT LLC 05.3750 05/01/2047 | 0.01% |
| CLP HOLDINGS LTD SEDOL 6097017 | 0.01% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | 0.01% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CS | 0.01% |
| CME GROUP INC SEDOL 2965839 | 0.01% |
| COLES GROUP LTD SEDOL BYWR0T5 | 0.01% |
| COLT 2020-2 A1 01.8530 03/25/2065 | 0.01% |
| COMM 2013-CR9 D P/P 144A 04.3853 07/10/2045 | 0.01% |
| CRC ESCROW ISSUER LL P/P 144A 05.2500 10/15/2025 | 0.01% |
| DIRECT LINE INSURANCE GROUP SEDOL BY9D0Y1 | 0.01% |
| EOG RESOURCES INC SEDOL 2318024 | 0.01% |
| GNMA GII30 BL6161 06.0000 12/20/2048 | 0.01% |
| GNR 2013-99 AS IO 05.8938 06/20/2043 | 0.01% |
| GREAT LAKES D&D 08.0000 05/15/2022 | 0.01% |
| HALLIBURTON CO SEDOL 2405302 | 0.01% |
| IRON MOUNTAIN INC P/P 144A 04.8750 09/15/2027 | 0.01% |
| ISRAEL DISCOUNT BANK -A SEDOL 6451271 | 0.01% |
| KOSE CORP SEDOL 6194468 | 0.01% |
| KRAFT HEINZ FOODS CO 03.0000 06/01/2026 | 0.01% |
| KRAFT HEINZ FOODS CO 05.0000 07/15/2035 | 0.01% |
| LPL HOLDINGS INC P/P 144A 05.7500 09/15/2025 | 0.01% |
| MAGELLAN FINANCIAL GROUP LTD SEDOL B015YX4 | 0.01% |
| MARATHON PETRO CORP 06.5000 03/01/2041 | 0.01% |
| MATTEL INC P/P 144A 05.8750 12/15/2027 | 0.01% |
| MICROSOFT CORP 02.4000 02/06/2022 | 0.01% |
| MSAC 2004-HE6 M1 00.9731 08/25/2034 | 0.01% |
| NIELSEN CO LUXEM P/P 144A 05.0000 02/01/2025 | 0.01% |
| NUTRIEN LTD USD 05.2500 01/15/2045 | 0.01% |
| NUTRITION & BIO P/P 144A 03.4680 12/01/2050 | 0.01% |
| ONCOR ELECTRIC DELIVERY 05.3000 06/01/2042 | 0.01% |
| PACIFIC GAS & ELECTRIC 02.5000 02/01/2031 | 0.01% |
| PNC FINANCIAL SERVICES 03.3000 03/08/2022 | 0.01% |
| REFINITIV US HLDG P/P 144A 06.2500 05/15/2026 | 0.01% |
| S&P GLOBAL INC 01.2500 08/15/2030 | 0.01% |
| SCOTTS MIRACLE-GRO 04.5000 10/15/2029 | 0.01% |
| SERVICE CORP INTL 05.1250 06/01/2029 | 0.01% |
| SHELL INTERNATIONAL FIN USD 01.8750 05/10/2021 | 0.01% |
| STEVENS HLDG CO INC P/P 144A 06.1250 10/01/2026 | 0.01% |
| SUNDRUG CO LTD SEDOL 6817895 | 0.01% |
| SYMRISE AG SEDOL B1JB4K8 | 0.01% |
| TERRIER MEDIA BU P/P 144A 08.8750 12/15/2027 | 0.01% |
| TTM TECHNOLOGIES INC P/P 144A 05.6250 10/01/2025 | 0.01% |
| VIACOMCBS INC 04.0000 01/15/2026 | 0.01% |
| WEST JAPAN RAILWAY CO SEDOL 6957995 | 0.01% |
| WFCM 2014-LC16 XA IO 01.2504 08/15/2050 | 0.01% |
| ZURICH INSURANCE GROUP AG SEDOL 5983816 | 0.01% |
| A2 MILK CO LTD SEDOL 6287250 | 0.01% |
| AKER BP ASA P/P 144A 03.7500 01/15/2030 | 0.01% |
| ALLY FINANCIAL INC 08.0000 11/01/2031 | 0.01% |
| ARRW 2019-1 A3 04.2080 01/25/2049 | 0.01% |
| CAPGEMINI SE SEDOL 4163437 | 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% |
| CENOVUS ENERGY INC SEDOL B57FG04 | 0.01% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CS | 0.01% |
| COMPAGNIE DE SAINT-GOBAIN SEDOL 7380482 | 0.01% |
| CURTISS-WRIGHT CORP SEDOL 2241205 | 0.01% |
| ELISA OYJ SEDOL 5701513 | 0.01% |
| GOLDEN NUGGET INC P/P 144A 06.7500 10/15/2024 | 0.01% |
| ING GROEP NV-CVA SEDOL 7154182 | 0.01% |
| INTELSAT JACKSON HLD P/P 144A 09.7500 07/15/2025 | 0.01% |
| KNORR-BREMSE AG SEDOL BD2P9X9 | 0.01% |
| LAFARGEHOLCIM LTD-REG SEDOL 7110753 | 0.01% |
| MATTAMY GROUP CORP P/P 144A 05.2500 12/15/2027 | 0.01% |
| MBX.FN30.500.10 R USL1M P 01/12/41 CI | 0.01% |
| NEXSTAR ESCROW P/P 144A 05.6250 07/15/2027 | 0.01% |
| NOMURA REAL ESTATE HOLDINGS SEDOL B1CWJM5 | 0.01% |
| ORTHO-CLINICAL TLB L+325 03.4056 06/30/2025 | 0.01% |
| PARK-OHIO INDUSTRIES INC 06.6250 04/15/2027 | 0.01% |
| POPULAR INC SEDOL B86QM90 | 0.01% |
| REPUBLIC OF PERU USD 05.6250 11/18/2050 | 0.01% |
| SABINE PASS LIQUEF 05.0000 03/15/2027 | 0.01% |
| SABRE GLBL INC P/P 144A 09.2500 04/15/2025 | 0.01% |
| SUZUKEN CO LTD SEDOL 6865560 | 0.01% |
| TOSHIBA CORP SEDOL 6897217 | 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% |
| AMERICAN FINANCIAL GROUP INC SEDOL 2134532 | 0.01% |
| ARCELORMITTAL USD 07.2500 10/15/2039 | 0.01% |
| ASCEND LEARNING LLC P/P 144A 06.8750 08/01/2025 | 0.01% |
| AUTO TRADER GROUP PLC SEDOL BVYVFW2 | 0.01% |
| BAUSCH HLTH COS INC P/P 144A 06.1250 04/15/2025 | 0.01% |
| BMC EAST LLC P/P 144A 05.5000 10/01/2024 | 0.01% |
| BRAND ENERGY & I P/P 144A 08.5000 07/15/2025 | 0.01% |
| CF INDUSTRIES INC 04.9500 06/01/2043 | 0.01% |
| CFCRE 2011-C2 D P/P 144A 05.9306 12/15/2047 | 0.01% |
| CHAMPIONX CORP 06.3750 05/01/2026 | 0.01% |
| CLUBCORP HLDG INC P/P 144A 08.5000 09/15/2025 | 0.01% |
| COMM 2013-LC13 XA IO 01.2916 08/10/2046 | 0.01% |
| CONTINENTAL RES 04.5000 04/15/2023 | 0.01% |
| DAITO TRUST CONSTRUCT CO LTD SEDOL 6250508 | 0.01% |
| DCP MIDSTREAM P/P 144A 06.7500 09/15/2037 | 0.01% |
| ELANCO ANIMAL HEALTH 05.9000 08/28/2028 | 0.01% |
| FHR 3065 DC 19.4029 03/15/2035 | 0.01% |
| GNR 2016-123 LI IO 03.5000 03/20/2044 | 0.01% |
| HOSHIZAKI CORP SEDOL B3FF8W8 | 0.01% |
| HOWARD HUGHES CORP P/P 144A 05.3750 03/15/2025 | 0.01% |
| HUB INTL LTD P/P 144A 07.0000 05/01/2026 | 0.01% |
| HUSKY III HLDG LTD P/P 144A 13.0000 02/15/2025 | 0.01% |
| HUSKY TLB L+300 03.3614 03/28/2025 | 0.01% |
| IDACORP INC SEDOL 2296937 | 0.01% |
| ISTAR INC 04.7500 10/01/2024 | 0.01% |
| MARRIOTT INTERNATIONAL 05.7500 05/01/2025 | 0.01% |
| MICHELIN (CGDE) SEDOL 4588364 | 0.01% |
| OBAYASHI CORP SEDOL 6656407 | 0.01% |
| ODAKYU ELECTRIC RAILWAY CO SEDOL 6656106 | 0.01% |
| ONO PHARMACEUTICAL CO LTD SEDOL 6660107 | 0.01% |
| PERSIMMON PLC SEDOL 0682538 | 0.01% |
| PETROBRAS GLOBAL FIN USD 05.9990 01/27/2028 | 0.01% |
| PETROLEOS MEXICANOS P/P 144A 07.6900 01/23/2050 | 0.01% |
| POMEGRANATE MERGER S P/P 144A 09.7500 05/01/2023 | 0.01% |
| PQ CORP P/P 144A 05.7500 12/15/2025 | 0.01% |
| SABINE PASS LIQUEFAC 05.7500 05/15/2024 | 0.01% |
| SPRINT CORP 07.6250 03/01/2026 | 0.01% |
| STACR 2017-DNA2 M1 01.3481 10/25/2029 | 0.01% |
| STANLEY ELECTRIC CO LTD SEDOL 6841106 | 0.01% |
| TRANSDIGM INC 05.5000 11/15/2027 | 0.01% |
| VIDEOTRON LTD USD 05.0000 07/15/2022 | 0.01% |
| VISTRA OPERATION P/P 144A 05.5000 09/01/2026 | 0.01% |
| AGCO CORP SEDOL 2010278 | 0.01% |
| BANFF MERGER SUB INC P/P 144A 09.7500 09/01/2026 | 0.01% |
| BAUSCH HEALTH COS INC REGS 04.5000 05/15/2023 | 0.01% |
| BAUSCH HLTH AMERICAS P/P 144A 08.5000 01/31/2027 | 0.01% |
| BAUSCH HLTH COS INC P/P 144A 07.0000 03/15/2024 | 0.01% |
| BROTHER INDUSTRIES LTD SEDOL 6146500 | 0.01% |
| CAPITAL ONE FINANCIAL CO 04.2000 10/29/2025 | 0.01% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS | 0.01% |
| COMCAST CORP 06.5000 11/15/2035 | 0.01% |
| COMM 2014-UBS4 XA IO 01.2606 08/10/2047 | 0.01% |
| COMM 2014-UBS6 XA IO 01.0371 12/10/2047 | 0.01% |
| ENERGY TRANSFER OPERATNG 06.1250 12/15/2045 | 0.01% |
| FHR 3829 AS IO 06.7976 03/15/2041 | 0.01% |
| FIDELITY NATIONAL INFORM 03.0000 08/15/2026 | 0.01% |
| FINECOBANK SPA SEDOL BNGN9Z1 | 0.01% |
| GALAPAGOS NV SEDOL B07Q2V5 | 0.01% |
| GNMA GII30 AY4779 04.5110 03/20/2067 | 0.01% |
| GNMA GII30 BB0107 04.7000 08/20/2067 | 0.01% |
| GNR 2015-H26 EI IO 01.7280 10/20/2065 | 0.01% |
| GOLDMAN SACHS GROUP INC 05.7500 01/24/2022 | 0.01% |
| GREIF INC P/P 144A 06.5000 03/01/2027 | 0.01% |
| GSMS 2011-GC5 AS P/P 144A 05.2090 08/10/2044 | 0.01% |
| GW B-CR SECURITY P/P 144A 09.5000 11/01/2027 | 0.01% |
| JAPAN AIRLINES CO LTD SEDOL B8BRV46 | 0.01% |
| JUNIPER NETWORKS INC SEDOL 2431846 | 0.01% |
| KONE OYJ-B SEDOL B09M9D2 | 0.01% |
| L BRANDS INC 07.5000 06/15/2029 | 0.01% |
| MEREDITH CORP 06.8750 02/01/2026 | 0.01% |
| NAVISTAR INTL CORP P/P 144A 06.6250 11/01/2025 | 0.01% |
| NEUROCRINE BIOSCIENCES INC SEDOL 2623911 | 0.01% |
| NIELSEN FIN LLC/CO P/P 144A 05.0000 04/15/2022 | 0.01% |
| NUTRIEN LTD USD 02.9500 05/13/2030 | 0.01% |
| PROVIDENT FDG/PFG FI P/P 144A 06.3750 06/15/2025 | 0.01% |
| QVC INC 04.8500 04/01/2024 | 0.01% |
| RECRUIT HOLDINGS CO LTD SEDOL BQRRZ00 | 0.01% |
| SAMI 2007-AR1 2A1 00.3281 01/25/2037 | 0.01% |
| SMITH & NEPHEW PLC SEDOL 0922320 | 0.01% |
| SOLENIS 1STL L+400 04.2559 06/26/2025 | 0.01% |
| STACR 2014-HQ3 M3 04.8981 10/25/2024 | 0.01% |
| STACR 2019-DNA1 M2 02.7981 01/25/2049 | 0.01% |
| T-MOBILE USA INC 04.7500 02/01/2028 | 0.01% |
| TALLGRASS NRG PRTNR P/P 144A 05.5000 01/15/2028 | 0.01% |
| TRANSUNION SEDOL BYMWL86 | 0.01% |
| TWDC ENTERPRISES 18 CORP 02.7500 08/16/2021 | 0.01% |
| WERNER FINCO LP/INC P/P 144A 08.7500 07/15/2025 | 0.01% |
| WESTPAC BANKING CORP USD 04.4210 07/24/2039 | 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% |
| YANGZIJIANG SHIPBUILDING SEDOL B1VT035 | 0.01% |
| ALLEGHENY TECHNOLOGIES INC 07.8750 08/15/2023 | 0.01% |
| BCE INC SEDOL B188TH2 | 0.01% |
| BIG RVR STL/FIN P/P 144A 06.6250 01/31/2029 | 0.01% |
| BOMBARDIER INC P/P 144A 07.8750 04/15/2027 | 0.01% |
| BROOKFIELD RESID P/P 144A 06.2500 09/15/2027 | 0.01% |
| CHS/COMMUNITY P/P 144A 06.6250 02/15/2025 | 0.01% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS | 0.01% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 JP | 0.01% |
| COMM 2014-CR17 XA IO 01.1312 05/10/2047 | 0.01% |
| DIAMOND SPORTS GR/DI P/P 144A 06.6250 08/15/2027 | 0.01% |
| DISH NETWORK CV 03.3750 08/15/2026 | 0.01% |
| FHR 3249 PS 21.7721 12/15/2036 | 0.01% |
| FNR 2006-8 HP 24.0235 03/25/2036 | 0.01% |
| GENERAL ELECTRIC CO SEDOL 2380498 | 0.01% |
| GNMA GII30 AY2298 04.7000 05/20/2067 | 0.01% |
| GNMA GII30 BA7681 04.6160 06/20/2067 | 0.01% |
| GNMA GII30 BL6235 06.0000 04/20/2049 | 0.01% |
| ICL GROUP LTD SEDOL 6455530 | 0.01% |
| INTEL CORP SEDOL 2463247 | 0.01% |
| JONES LANG LASALLE INC SEDOL 2040640 | 0.01% |
| KINDER MORGAN ENER PART 05.4000 09/01/2044 | 0.01% |
| KOBE BUSSAN CO LTD SEDOL B14RJB7 | 0.01% |
| KRAFT HEINZ FOODS CO P/P 144A 03.8750 05/15/2027 | 0.01% |
| LEVEL 3 FIN INC P/P 144A 04.6250 09/15/2027 | 0.01% |
| MARATHON OIL CORP SEDOL 2910970 | 0.01% |
| MASTEC INC P/P 144A 04.5000 08/15/2028 | 0.01% |
| MATTAMY GROUP CORP P/P 144A 04.6250 03/01/2030 | 0.01% |
| MICROCHIP TECH INC P/P 144A 04.2500 09/01/2025 | 0.01% |
| MLMI 2005-A2 A2 03.7759 02/25/2035 | 0.01% |
| ONEMAIN FINANCE CORP 05.3750 11/15/2029 | 0.01% |
| PANTHER BF AGGRE 2 P/P 144A 08.5000 05/15/2027 | 0.01% |
| RBS GLOBAL/REXNO P/P 144A 04.8750 12/15/2025 | 0.01% |
| RYOHIN KEIKAKU CO LTD SEDOL 6758455 | 0.01% |
| SIX FLAGS THEME PARK P/P 144A 07.0000 07/01/2025 | 0.01% |
| SMURFIT KAPPA TREASURY USD 07.5000 11/20/2025 | 0.01% |
| STARWOOD PROP TR 04.7500 03/15/2025 | 0.01% |
| TAYLOR WIMPEY PLC SEDOL 0878230 | 0.01% |
| UNIVISION COMM INC. P/P 144A 05.1250 02/15/2025 | 0.01% |
| USI INC/NY P/P 144A 06.8750 05/01/2025 | 0.01% |
| WESCO DISTRIBUT P/P 144A 07.2500 06/15/2028 | 0.01% |
| AIR LIQUIDE SA SEDOL B1YXBJ7 | 0.01% |
| ALBERTSONS COS LLC P/P 144A 07.5000 03/15/2026 | 0.01% |
| BANK OF AMERICA CORP 01.0104 09/15/2026 | 0.01% |
| BAUSCH HLTH COS INC P/P 144A 07.2500 05/30/2029 | 0.01% |
| BUMT 2005-1 1A1 00.7481 09/25/2045 | 0.01% |
| C.H. ROBINSON WORLDWIDE INC SEDOL 2116228 | 0.01% |
| CCO HLDGS LLC/CAP CO P/P 144A 05.7500 02/15/2026 | 0.01% |
| CNO FINANCIAL GROUP INC 05.2500 05/30/2029 | 0.01% |
| COGNIZANT TECH SOLUTIONS-A SEDOL 2257019 | 0.01% |
| CSC HOLDINGS LLC 06.7500 11/15/2021 | 0.01% |
| CWALT 2006-24CB A13 00.4981 08/25/2036 | 0.01% |
| CWALT 2006-OA10 1A1 01.9793 08/25/2046 | 0.01% |
| DEVON ENERGY CORPORATION 07.9500 04/15/2032 | 0.01% |
| ENDEAVOR ENERGY P/P 144A 06.6250 07/15/2025 | 0.01% |
| ENTERCOM MEDIA CORP P/P 144A 07.2500 11/01/2024 | 0.01% |
| FHR 3408 EK 25.1799 04/15/2037 | 0.01% |
| FISHER PAYKEL SEDOL 6340250 | 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% |
| GNMA GII30 BL6185 06.0000 01/20/2049 | 0.01% |
| GNMA GII30 BL6216 06.0000 03/20/2049 | 0.01% |
| GOEASY LTD P/P 144A 05.3750 12/01/2024 | 0.01% |
| HANKYU HANSHIN HOLDINGS INC SEDOL 6408664 | 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% |
| ISTAR INC. 04.2500 08/01/2025 | 0.01% |
| JPMBB 2014-C25 XA IO 00.9981 11/15/2047 | 0.01% |
| KAKAKU.COM INC SEDOL 6689533 | 0.01% |
| LIONS GATE CAP HOLD P/P 144A 06.3750 02/01/2024 | 0.01% |
| MATCH GRP HLD II LLC P/P 144A 05.0000 12/15/2027 | 0.01% |
| MEREDITH CORP P/P 144A 06.5000 07/01/2025 | 0.01% |
| MSRR 2015-R4 CB1 01.0008 08/26/2047 | 0.01% |
| NATIONAL BANK OF CANADA SEDOL 2077303 | 0.01% |
| NETFLIX INC 04.8750 04/15/2028 | 0.01% |
| NEWELL BRANDS INC 04.7000 04/01/2026 | 0.01% |
| OCCIDENTAL PETROLEUM COR 06.4500 09/15/2036 | 0.01% |
| PACIFIC GAS & ELECTRIC 02.9500 03/01/2026 | 0.01% |
| PRIME SECURITY SVCS P/P 144A 06.2500 01/15/2028 | 0.01% |
| S&P GLOBAL INC 02.5000 12/01/2029 | 0.01% |
| SEKISUI HOUSE LTD SEDOL 6793906 | 0.01% |
| SERVICE CORP INTL 03.3750 08/15/2030 | 0.01% |
| STACR 2019-HQA1 M2 02.4981 02/25/2049 | 0.01% |
| SWISS LIFE HOLDING AG-REG SEDOL 7437805 | 0.01% |
| TRIPADVISOR INC P/P 144A 07.0000 07/15/2025 | 0.01% |
| UNIVISION COMM P/P 144A 06.6250 06/01/2027 | 0.01% |
| USA COMPRESSION PART 06.8750 04/01/2026 | 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% |
| ACS ACTIVIDADES SEDOL B01FLQ6 | 0.01% |
| AG ISSUER LLC P/P 144A 06.2500 03/01/2028 | 0.01% |
| AIR METHODS CORP P/P 144A 08.0000 05/15/2025 | 0.01% |
| AMUNDI SA SEDOL BYZR014 | 0.01% |
| ANTERO RESOURCES 05.3750 11/01/2021 | 0.01% |
| ANTERO RESOURCES FIN 05.1250 12/01/2022 | 0.01% |
| ASCENT RESOURCES/AEU P/P 144A 10.0000 04/01/2022 | 0.01% |
| BLACK KNIGHT INFOSER P/P 144A 03.6250 09/01/2028 | 0.01% |
| BOXER PARENT CO INC P/P 144A 09.1250 03/01/2026 | 0.01% |
| BT GROUP PLC SEDOL 3091357 | 0.01% |
| BUILDERS FIRSTSOURCE P/P 144A 06.7500 06/01/2027 | 0.01% |
| BWAY HOLDING CO P/P 144A 07.2500 04/15/2025 | 0.01% |
| CHENIERE CORP CHRIST 05.8750 03/31/2025 | 0.01% |
| CNO FINANCIAL GROUP INC 05.2500 05/30/2025 | 0.01% |
| DIAMOND SPORTS P/P 144A 05.3750 08/15/2026 | 0.01% |
| EPICOR SOFTWARE TLB L+425 05.2500 07/30/2027 | 0.01% |
| EQUINIX INC 05.3750 05/15/2027 | 0.01% |
| ESH HOSPITALITY INC P/P 144A 05.2500 05/01/2025 | 0.01% |
| FIFTH THIRD BANCORP 05.1000 12/29/2049 | 0.01% |
| FREEDOM MTGE CORP P/P 144A 08.2500 04/15/2025 | 0.01% |
| GBP/USD 12/16/2020 RBSF | 0.01% |
| GBP/USD 12/16/2020 SSBT | 0.01% |
| GENERAL MOTORS CO 06.1250 10/01/2025 | 0.01% |
| GLP CAPITAL LP / FIN II 05.2500 06/01/2025 | 0.01% |
| GNMA GII30 BL6184 06.0000 02/20/2049 | 0.01% |
| HARGREAVES LANSDOWN PLC SEDOL B1VZ0M2 | 0.01% |
| HCA INC 05.2500 06/15/2026 | 0.01% |
| HMIR 2018-1 M1 P/P 144A 01.7481 10/25/2028 | 0.01% |
| IHEARTCOMMUNICATIONS INC 06.3750 05/01/2026 | 0.01% |
| KFC HLD/PIZZA HUT/TA P/P 144A 05.2500 06/01/2026 | 0.01% |
| KOBAYASHI PHARMACEUTICAL CO SEDOL 6149457 | 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% |
| MEG ENERGY CORP P/P 144A 06.5000 01/15/2025 | 0.01% |
| MSBAM 2014-C17 XA IO 01.2342 08/15/2047 | 0.01% |
| MWST 2018-W1 A 00.9981 11/25/2051 | 0.01% |
| NATIONSTAR MTG HLD I P/P 144A 05.5000 08/15/2028 | 0.01% |
| NORDSTROM INC P/P 144A 08.7500 05/15/2025 | 0.01% |
| OCCIDENTAL PETROLEUM COR 04.8500 03/15/2021 | 0.01% |
| ONEMAIN FINANCE CORP 06.8750 03/15/2025 | 0.01% |
| PRECISION DRILL P/P 144A 07.1250 01/15/2026 | 0.01% |
| PROLOGIS LP 02.1250 04/15/2027 | 0.01% |
| QUEST DIAGNOSTICS INC SEDOL 2702791 | 0.01% |
| RITE AID CORP P/P 144A 08.0000 11/15/2026 | 0.01% |
| SEVEN BANK LTD SEDOL B2NT8S1 | 0.01% |
| SINCLAIR TELE P/P 144A 05.5000 03/01/2030 | 0.01% |
| SIX FLAGS ENT P/P 144A 05.5000 04/15/2027 | 0.01% |
| STANDARD IND INC P/P 144A 03.3750 01/15/2031 | 0.01% |
| STATION CASINOS LLC P/P 144A 04.5000 02/15/2028 | 0.01% |
| SUGAR HSP GAMING P/P 144A 05.8750 05/15/2025 | 0.01% |
| TENNANT CO 05.6250 05/01/2025 | 0.01% |
| VOPAK SEDOL 5809428 | 0.01% |
| WFRBS 2012-C9 XB IO P/P 144A 00.8753 11/15/2045 | 0.01% |
| WPX ENERGY INC 05.2500 10/15/2027 | 0.01% |
| AMERICAN AXLE & MFG INC 06.8750 07/01/2028 | 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% |
| BAE SYSTEMS PLC SEDOL 0263494 | 0.01% |
| BANK OF MONTREAL USD 03.8030 12/15/2032 | 0.01% |
| BAUSCH HLTH COS INC P/P 144A 06.2500 02/15/2029 | 0.01% |
| BEACON ROOFING SUPP P/P 144A 04.8750 11/01/2025 | 0.01% |
| BIOMERIEUX SEDOL BF0LBX7 | 0.01% |
| BOISE CASCADE CO P/P 144A 04.8750 07/01/2030 | 0.01% |
| CAS 2015-C02 1M2 04.1481 05/25/2025 | 0.01% |
| CAS 2016-C07 2M2 04.4981 05/25/2029 | 0.01% |
| CCO HOLDINGS LLC P/P 144A 04.5000 05/01/2032 | 0.01% |
| CENOVUS ENERGY INC USD 06.7500 11/15/2039 | 0.01% |
| CENTENE CORP P/P 144A 05.3750 08/15/2026 | 0.01% |
| CIT GROUP INC 05.0000 08/01/2023 | 0.01% |
| CLARIOS GLOBAL LP P/P 144A 06.7500 05/15/2025 | 0.01% |
| CLOROX COMPANY SEDOL 2204026 | 0.01% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CS | 0.01% |
| COMMSCOPE TECH LLC P/P 144A 06.0000 06/15/2025 | 0.01% |
| CONSOLIDATED EDISON INC SEDOL 2216850 | 0.01% |
| CROWN CORK & SEAL CO INC 07.3750 12/15/2026 | 0.01% |
| DIAMOND 1 FIN/DIAMON P/P 144A 07.1250 06/15/2024 | 0.01% |
| DOLLAR TREE INC SEDOL 2272476 | 0.01% |
| FREEDOM MTGE CORP P/P 144A 08.1250 11/15/2024 | 0.01% |
| FRONTIER COMM 10.5000 09/15/2022 | 0.01% |
| GNMA GII30 BL6217 06.0000 03/20/2049 | 0.01% |
| GNMA GII30 BL6219 06.0000 03/20/2049 | 0.01% |
| IHEARTCOMMUNICATI L+400 04.7500 05/01/2026 | 0.01% |
| INDIGO NATURAL P/P 144A 06.8750 02/15/2026 | 0.01% |
| ISTAR INC 05.5000 02/15/2026 | 0.01% |
| ITRON INC P/P 144A 05.0000 01/15/2026 | 0.01% |
| JAPAN POST HOLDINGS CO LTD SEDOL BYT8143 | 0.01% |
| JPMBB 2014-C19 XA IO 00.9001 04/15/2047 | 0.01% |
| JPMCC 2013-LC11 X IO 01.3893 04/15/2046 | 0.01% |
| KIMBERLY-CLARK CORP SEDOL 2491839 | 0.01% |
| LAMB WESTON HLD P/P 144A 04.8750 05/15/2028 | 0.01% |
| MCDONALD'S HOLDINGS CO JAPAN SEDOL 6371863 | 0.01% |
| MITSUBISHI UFJ LEASE & FINAN SEDOL 6268976 | 0.01% |
| MONDELEZ INTERNATIONAL 02.1250 04/13/2023 | 0.01% |
| NEWFIELD EXPLORATION CO 05.7500 01/30/2022 | 0.01% |
| NIELSEN FIN LLC/CO P/P 144A 05.6250 10/01/2028 | 0.01% |
| NOBLE ENERGY INC. 03.9000 11/15/2024 | 0.01% |
| NRG ENERGY INC. 07.2500 05/15/2026 | 0.01% |
| PENN NATIONAL GAMING P/P 144A 05.6250 01/15/2027 | 0.01% |
| PENNYMAC FIN SVCS IN P/P 144A 05.3750 10/15/2025 | 0.01% |
| PEPTIDREAM INC SEDOL B97SH97 | 0.01% |
| QORVO INC 05.5000 07/15/2026 | 0.01% |
| SOFTBANK GROUP CORP SEDOL 6770620 | 0.01% |
| SOHGO SECURITY SERVICES CO SEDOL 6546359 | 0.01% |
| THE GAP INC. P/P 144A 08.3750 05/15/2023 | 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% |
| TORONTO-DOMINION BANK SEDOL 2897222 | 0.01% |
| TRANSDIGM INC 06.3750 06/15/2026 | 0.01% |
| USD/CNH PUT 6.75 20210301 GSFX | 0.01% |
| WALT DISNEY CO/THE SEDOL 2270726 | 0.01% |
| WFRBS 2013-C15 D P/P 144A 04.6435 08/15/2046 | 0.01% |
| WPX ENERGY INC 05.7500 06/01/2026 | 0.01% |
| WPX ENERGY INC 05.8750 06/15/2028 | 0.01% |
| WR GRACE & CO-CONN P/P 144A 04.8750 06/15/2027 | 0.01% |
| 1011778 BC ULC / P/P 144A 04.3750 01/15/2028 | 0.01% |
| ALLIANT HOLDINGS P/P 144A 06.7500 10/15/2027 | 0.01% |
| BANK OF MONTREAL SEDOL 2076009 | 0.01% |
| BAUSCH HLTH COS INC P/P 144A 05.5000 11/01/2025 | 0.01% |
| BERKSHIRE HATHAWAY FIN 04.2500 01/15/2021 | 0.01% |
| BWAY CORP TLB L+325 03.5229 04/03/2024 | 0.01% |
| CALPINE CORP P/P 144A 05.2500 06/01/2026 | 0.01% |
| CAN IMPERIAL BK OF COMMERCE SEDOL 2170525 | 0.01% |
| CAS 2014-C04 2M2 05.1481 11/25/2024 | 0.01% |
| CAS 2015-C01 1M2 04.4481 02/25/2025 | 0.01% |
| CAS 2019-R01 2M2 02.5981 07/25/2031 | 0.01% |
| CENTENE CORP 04.7500 05/15/2022 | 0.01% |
| CENTENE ESCROW I CO P/P 144A 05.3750 06/01/2026 | 0.01% |
| CHS/COMMUNITY HEALT P/P 144A 08.1250 06/30/2024 | 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% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 CS | 0.01% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 GS | 0.01% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 ML | 0.01% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP | 0.01% |
| COMSTOCK RE INC P/P 144A 07.5000 05/15/2025 | 0.01% |
| COMSTOCK RESOURCES INC 09.7500 08/15/2026 | 0.01% |
| CROWN AMER/CAP 04.7500 02/01/2026 | 0.01% |
| CWALT 2005-27 1A1 01.9009 08/25/2035 | 0.01% |
| DCP MIDSTREAM OPERATING 05.6250 07/15/2027 | 0.01% |
| DEVON ENERGY CORPORATION 07.8750 09/30/2031 | 0.01% |
| ENTERCOM MEDIA CORP P/P 144A 06.5000 05/01/2027 | 0.01% |
| FEDEX CORP 02.6250 08/01/2022 | 0.01% |
| GFL ENVIRONMENTA P/P 144A 08.5000 05/01/2027 | 0.01% |
| GOLDEN NUGGET INC P/P 144A 08.7500 10/01/2025 | 0.01% |
| GRAPHIC PACKAGIN P/P 144A 03.5000 03/01/2029 | 0.01% |
| HANESBRANDS INC P/P 144A 04.6250 05/15/2024 | 0.01% |
| ICAHN ENTER 04.7500 09/15/2024 | 0.01% |
| ICAHN ENTER/FIN 05.2500 05/15/2027 | 0.01% |
| ICAHN ENTER/FIN 06.7500 02/01/2024 | 0.01% |
| INTELLIGENT PACK P/P 144A 06.0000 09/15/2028 | 0.01% |
| JPMORGAN CHASE & CO 06.1000 02/01/2049 | 0.01% |
| KFC HLD/PIZZA HUT/TA P/P 144A 04.7500 06/01/2027 | 0.01% |
| LEVEL 3 FIN INC P/P 144A 04.2500 07/01/2028 | 0.01% |
| LIBERTY MEDIA COR-SIRIUSXM C SEDOL BD8QGH9 | 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% |
| MBX.FN30.450.09 R USL1M P 01/12/40 BC | 0.01% |
| NEC CORP SEDOL 6640400 | 0.01% |
| NETFLIX INC P/P 144A 05.3750 11/15/2029 | 0.01% |
| NETFLIX INC. 06.3750 05/15/2029 | 0.01% |
| NEWCREST MINING LTD SEDOL 6637101 | 0.01% |
| NOBLE ENERGY INC 06.0000 03/01/2041 | 0.01% |
| NORFOLK SOUTHERN CORP SEDOL 2641894 | 0.01% |
| NOVELIS CORP P/P 144A 04.7500 01/30/2030 | 0.01% |
| OCCIDENTAL PETROLEUM COR 05.8750 09/01/2025 | 0.01% |
| OCCIDENTAL PETROLEUM COR 06.6250 09/01/2030 | 0.01% |
| ORACLE CORP JAPAN SEDOL 6141680 | 0.01% |
| ORKLA ASA SEDOL B1VQF42 | 0.01% |
| OSHKOSH CORP 03.1000 03/01/2030 | 0.01% |
| OUTFRONT MEDIA C P/P 144A 06.2500 06/15/2025 | 0.01% |
| QUILTER PLC SEDOL BDCXV26 | 0.01% |
| RATTLER MIDSTREAM LP P/P 144A 05.6250 07/15/2025 | 0.01% |
| SOLENIS 2NDL L+850 10.8314 06/26/2026 | 0.01% |
| SPIRAX-SARCO ENGINEERING PLC SEDOL BWFGQN1 | 0.01% |
| SS&C TECH INC P/P 144A 05.5000 09/30/2027 | 0.01% |
| STACR 2018-HQA2 M2 02.4481 10/25/2048 | 0.01% |
| TRADEWEB MARKETS INC-CLASS A SEDOL BJXMVK2 | 0.01% |
| VALVOLINE INC P/P 144A 04.2500 02/15/2030 | 0.01% |
| VISTRA CORP P/P 144A 05.0000 07/31/2027 | 0.01% |
| WFRBS 2011-C4 E P/P 144A 05.3897 06/15/2044 | 0.01% |
| WOLVERINE WORLD WIDE P/P 144A 05.0000 09/01/2026 | 0.01% |
| WOLVERINE WORLD WIDE P/P 144A 06.3750 05/15/2025 | 0.01% |
| WPX ENERGY INC 08.2500 08/01/2023 | 0.01% |
| WYNDHAM HOTELS & RE P/P 144A 05.3750 04/15/2026 | 0.01% |
| 1011778 BC / NEW RED P/P 144A 04.0000 10/15/2030 | 0.00% |
| ABC SUPPLY CO INC P/P 144A 04.0000 01/15/2028 | 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 10/21/2020 HSBCB | 0.00% |
| BANQUE CANTONALE VAUDOIS-REG SEDOL BMFY8R3 | 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% |
| CCO HOLDINGS LLC P/P 144A 04.5000 08/15/2030 | 0.00% |
| CENTENE CORP 03.0000 10/15/2030 | 0.00% |
| CENTENE CORP P/P 144A 05.2500 04/01/2025 | 0.00% |
| CLEAR CHANNEL WORLD 09.2500 02/15/2024 | 0.00% |
| CONCHO RESOURCES INC 03.7500 10/01/2027 | 0.00% |
| DIAMONDBACK ENERGY INC 04.7500 05/31/2025 | 0.00% |
| ENERGIZER HLDG INC P/P 144A 06.3750 07/15/2026 | 0.00% |
| EOG RESOURCES INC 04.1500 01/15/2026 | 0.00% |
| EPICOR SOFTWARE 2NDL L+775 08.7500 07/30/2028 | 0.00% |
| F5 NETWORKS INC SEDOL 2427599 | 0.00% |
| FHR 2990 LB 16.5562 06/15/2034 | 0.00% |
| FREEPORT-MCMORAN INC 04.3750 08/01/2028 | 0.00% |
| FREEPORT-MCMORAN INC 04.6250 08/01/2030 | 0.00% |
| FREEPORT-MCMORAN INC 05.4500 03/15/2043 | 0.00% |
| FUJIFILM HOLDINGS CORP SEDOL 6356525 | 0.00% |
| GLOBAL MEDICAL RESPO P/P 144A 06.5000 10/01/2025 | 0.00% |
| GLP CAPITAL LP / FIN II 05.3750 04/15/2026 | 0.00% |
| GMAC CAPITAL TRUST I PCT 06.0651 | 0.00% |
| GNMA GII30 BL6016 06.0000 02/20/2049 | 0.00% |
| GNMA GII30 BL6218 06.0000 02/20/2049 | 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% |
| HOLOGIC INC P/P 144A 04.3750 10/15/2025 | 0.00% |
| IHS MARKIT LTD USD 04.7500 08/01/2028 | 0.00% |
| IRB HOLDING CORP P/P 144A 07.0000 06/15/2025 | 0.00% |
| JAPAN POST BANK CO LTD SEDOL BYT8165 | 0.00% |
| JELD-WEN INC P/P 144A 04.6250 12/15/2025 | 0.00% |
| JELD-WEN INC P/P 144A 04.8750 12/15/2027 | 0.00% |
| L BRANDS INC 06.7500 07/01/2036 | 0.00% |
| L BRANDS INC P/P 144A 06.6250 10/01/2030 | 0.00% |
| LIVE NATION ENT P/P 144A 06.5000 05/15/2027 | 0.00% |
| MATCH GRP HLD II LLC P/P 144A 04.6250 06/01/2028 | 0.00% |
| MERCER INTL INC USD 06.5000 02/01/2024 | 0.00% |
| MIZUHO FINANCIAL GROUP INC SEDOL 6591014 | 0.00% |
| NATIONSTAR MTG P/P 144A 06.0000 01/15/2027 | 0.00% |
| NEWELL BRANDS INC 04.8750 06/01/2025 | 0.00% |
| NEXSTAR BROADCASTING P/P 144A 04.7500 11/01/2028 | 0.00% |
| ONEMAIN FINANCE CORP 06.6250 01/15/2028 | 0.00% |
| ONEMAIN FINANCE CORP 07.1250 03/15/2026 | 0.00% |
| PENSKE AUTO GRP INC 05.7500 10/01/2022 | 0.00% |
| PRUDENTIAL FINANCIAL INC 05.6250 06/15/2043 | 0.00% |
| QORVO INC P/P 144A 03.3750 04/01/2031 | 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% |
| SOLERA LLC / SOLERA P/P 144A 10.5000 03/01/2024 | 0.00% |
| SPECTRUM BRANDS INC P/P 144A 05.0000 10/01/2029 | 0.00% |
| TARGA RESOURCES PART 06.5000 07/15/2027 | 0.00% |
| TAYLOR MORRISON COMM P/P 144A 05.7500 01/15/2028 | 0.00% |
| TENET HEALTHCARE 04.6250 07/15/2024 | 0.00% |
| TRANSDIGM INC. 06.5000 07/15/2024 | 0.00% |
| TRANSOCEAN POSEIDON P/P 144A 06.8750 02/01/2027 | 0.00% |
| TRI POINTE GROUP / HOMES 05.8750 06/15/2024 | 0.00% |
| TRI POINTE GROUP INC 05.7000 06/15/2028 | 0.00% |
| UNIVISION COMM P/P 144A 09.5000 05/01/2025 | 0.00% |
| US CONCRETE INC 06.3750 06/01/2024 | 0.00% |
| USA COM PART/USA COM 06.8750 09/01/2027 | 0.00% |
| VISTRA CORP P/P 144A 05.6250 02/15/2027 | 0.00% |
| WESCO DISTRIBUT P/P 144A 07.1250 06/15/2025 | 0.00% |
| WESTERN DIGITAL CORPORATION 04.7500 02/15/2026 | 0.00% |
| WFRBS 2012-C10 XA IO P/P 144A 01.6749 12/15/2045 | 0.00% |
| YUM! BRANDS INC 03.6250 03/15/2031 | 0.00% |
| YUM! BRANDS INC P/P 144A 04.7500 01/15/2030 | 0.00% |
| ZAYO GROUP HLDG INC L+300 04.6678 03/09/2027 | 0.00% |
| AIRBUS SE SEDOL 4012250 | 0.00% |
| APACHE CORP 05.1000 09/01/2040 | 0.00% |
| AUD/USD CALL 0.76 20210311 HSBCB | 0.00% |
| BAUSCH HLTH COS INC P/P 144A 07.0000 01/15/2028 | 0.00% |
| BECTON DICKINSON AND CO SEDOL 2087807 | 0.00% |
| BMIR 2018-2A M1B P/P 144A 01.4981 08/25/2028 | 0.00% |
| BOYD GAMING CORP 04.7500 12/01/2027 | 0.00% |
| BOYD GAMING CORP P/P 144A 08.6250 06/01/2025 | 0.00% |
| BOYD GAMING CORPORATION 06.0000 08/15/2026 | 0.00% |
| BUCKEYE PARTNERS LP 05.8500 11/15/2043 | 0.00% |
| BUCKEYE PARTNERS LP P/P 144A 04.5000 03/01/2028 | 0.00% |
| CHS/COMMUNITY HEALTH P/P 144A 08.0000 03/15/2026 | 0.00% |
| CHUBU ELECTRIC POWER CO INC SEDOL 6195609 | 0.00% |
| CHUGOKU ELECTRIC POWER CO SEDOL 6195900 | 0.00% |
| CIT GROUP INC. 05.0000 08/15/2022 | 0.00% |
| CLEAN HARBORS INC P/P 144A 05.1250 07/15/2029 | 0.00% |
| CLEARWATER PAPER COR P/P 144A 04.7500 08/15/2028 | 0.00% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CS | 0.00% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CS | 0.00% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 ML | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 JP | 0.00% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 GS | 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% |
| COMM 2014-CR18 XA IO 01.1500 07/15/2047 | 0.00% |
| COMMSCOPE INC P/P 144A 06.0000 03/01/2026 | 0.00% |
| COMPASS MINERALS INT P/P 144A 04.8750 07/15/2024 | 0.00% |
| COMSTOCK RESOURCES 09.7500 08/15/2026 | 0.00% |
| CONTINENTAL RESOURCES 04.3750 01/15/2028 | 0.00% |
| CONTINENTAL RESOURCES 05.0000 09/15/2022 | 0.00% |
| CPG INTL TL L+375 04.7500 05/05/2024 | 0.00% |
| CVS PASS-THROUGH TRUST 06.0360 12/10/2028 | 0.00% |
| DELL INT / EMC P/P 144A 05.8500 07/15/2025 | 0.00% |
| DEVON ENERGY CORPORATION 05.6000 07/15/2041 | 0.00% |
| EUR/USD CALL 1.23 20210215 BANKAM | 0.00% |
| EUR/USD CALL 1.23 20210215 UBS | 0.00% |
| FISERV INC SEDOL 2342034 | 0.00% |
| FRONTIER COMM P/P 144A 08.5000 04/01/2026 | 0.00% |
| GAP INC/THE P/P 144A 08.6250 05/15/2025 | 0.00% |
| GARTNER INC P/P 144A 03.7500 10/01/2030 | 0.00% |
| GATES GLOBAL TLB L+275 03.7500 03/31/2024 | 0.00% |
| GEBERIT AG-REG SEDOL B1WGG93 | 0.00% |
| GNMA GII30 BM1953 06.0000 03/20/2049 | 0.00% |
| HANESBRANDS INC P/P 144A 05.3750 05/15/2025 | 0.00% |
| HD SUPPLY HOLDINGS INC SEDOL BBL5981 | 0.00% |
| HKT TRUST AND HKT LTD-SS SEDOL B4TXDZ3 | 0.00% |
| HOLLY PAR/FIN P/P 144A 05.0000 02/01/2028 | 0.00% |
| INTERNATIONAL LEASE FIN CORP 05.8750 08/15/2022 | 0.00% |
| IRON MOUNTAIN INC P/P 144A 05.2500 03/15/2028 | 0.00% |
| JELD-WEN INC P/P 144A 06.2500 05/15/2025 | 0.00% |
| LEVEL 3 FINANCING IN P/P 144A 03.6250 01/15/2029 | 0.00% |
| LEVI STRAUSS & CO. 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% |
| MAXIM INTEGRATED PRODUCTS SEDOL 2573760 | 0.00% |
| MTR CORP SEDOL 6290054 | 0.00% |
| NAVISTAR INTL CORP P/P 144A 09.5000 05/01/2025 | 0.00% |
| NIPPON STEEL CORP SEDOL 6642569 | 0.00% |
| NRG ENERGY INC 05.7500 01/15/2028 | 0.00% |
| NRG ENERGY INC P/P 144A 05.2500 06/15/2029 | 0.00% |
| NUCOR CORP SEDOL 2651086 | 0.00% |
| OCCIDENTAL PETROLEUM COR 03.5000 06/15/2025 | 0.00% |
| ONEMAIN FINANCE CORP 08.8750 06/01/2025 | 0.00% |
| ORTHO-CLINICAL P/P 144A 07.3750 06/01/2025 | 0.00% |
| OWENS-BROCKWAY P/P 144A 06.6250 05/13/2027 | 0.00% |
| PENSKE AUTOMOTIVE GROUP 05.3750 12/01/2024 | 0.00% |
| PETROBRAS GLOBAL FIN USD 05.2990 01/27/2025 | 0.00% |
| PRIME SEC/FIN P/P 144A 03.3750 08/31/2027 | 0.00% |
| QORVO INC SEDOL BR9YYP4 | 0.00% |
| REPUBLIC OF VENEZUELA REGS 08.2500 10/13/2024 | 0.00% |
| ROBERTSHAW TL 2L L+800 09.0000 02/28/2026 | 0.00% |
| ROBERTSHAW US HOLDING L+325 04.2478 02/28/2025 | 0.00% |
| SANOFI SEDOL 5671735 | 0.00% |
| SIRIUS XM RADIO INC. P/P 144A 05.5000 07/01/2029 | 0.00% |
| SM ENERGY CO 06.1250 11/15/2022 | 0.00% |
| SONIC HEALTHCARE LTD SEDOL 6821120 | 0.00% |
| SWEDISH MATCH AB SEDOL 5048566 | 0.00% |
| SWISS PRIME SITE-REG SEDOL B083BH4 | 0.00% |
| T-MOBILE USA INC 04.5000 02/01/2026 | 0.00% |
| T-MOBILE USA INC TLB L+300 04/01/2027 | 0.00% |
| TEMPO ACQ LLC/FI P/P 144A 05.7500 06/01/2025 | 0.00% |
| THE AES CORPORATION 05.1250 09/01/2027 | 0.00% |
| TOWNSQUARE MEDIA INC P/P 144A 06.5000 04/01/2023 | 0.00% |
| US CONCRETE INC P/P 144A 05.1250 03/01/2029 | 0.00% |
| USD/JPY PUT 105.00 20201124 BANKAM | 0.00% |
| USD/JPY PUT 105.00 20201124 GSFX | 0.00% |
| USD/MXN PUT 21.00 20201130 GSFX | 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% |
| ABC SUPPLY CO INC P/P 144A 05.8750 05/15/2026 | 0.00% |
| AES CORP/THE P/P 144A 03.3000 07/15/2025 | 0.00% |
| ALBERTSONS COS P/P 144A 04.8750 02/15/2030 | 0.00% |
| APACHE CORPORATION 04.8750 11/15/2027 | 0.00% |
| AUD/USD 10/21/2020 SSBT | 0.00% |
| AVIENT CORP P/P 144A 05.7500 05/15/2025 | 0.00% |
| BANK OF AMERICA CORP 06.5000 10/29/2049 | 0.00% |
| BEACON ROOFING SUPPL P/P 144A 04.5000 11/15/2026 | 0.00% |
| BERKSHIRE HATHAWAY INC-CL B SEDOL 2073390 | 0.00% |
| BERRY GLOBAL INC 05.1250 07/15/2023 | 0.00% |
| BERRY GLOBAL INC P/P 144A 04.5000 02/15/2026 | 0.00% |
| BOXER PARENT CO INC P/P 144A 07.1250 10/02/2025 | 0.00% |
| BOYD GAMING CORP 06.3750 04/01/2026 | 0.00% |
| BRIDGESTONE CORP SEDOL 6132101 | 0.00% |
| BY CROWN/BY BOND P/P 144A 04.2500 01/31/2026 | 0.00% |
| CBRE SERVICES INC 05.2500 03/15/2025 | 0.00% |
| CBS OUT AMER CAP LLC 05.6250 02/15/2024 | 0.00% |
| CINEMARK USA INC 05.1250 12/15/2022 | 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.BBB-.10 2059-11-17 300.0 11/17/2059 CG | 0.00% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 JP | 0.00% |
| COLORADO INTERSTATE GAS CO 06.8500 06/15/2037 | 0.00% |
| COMMSCOPE INC P/P 144A 05.5000 03/01/2024 | 0.00% |
| CORNERSTONE BUILDING P/P 144A 08.0000 04/15/2026 | 0.00% |
| DIAMONDBACK ENERGY INC 05.3750 05/31/2025 | 0.00% |
| DUN & BRADSTREET COR P/P 144A 06.8750 08/15/2026 | 0.00% |
| EMERGENT BIOSOLUTION P/P 144A 03.8750 08/15/2028 | 0.00% |
| EUR/USD CALL 1.22 20210127 BANKAM | 0.00% |
| EUR/USD CALL 1.23 20210301 MSCIL | 0.00% |
| FNR 2005-106 JC 19.6647 12/25/2035 | 0.00% |
| FNR 2005-75 GS 19.8056 08/25/2035 | 0.00% |
| FNR 2006-62 PS 39.0112 07/25/2036 | 0.00% |
| FRESENIUS MEDICAL CARE AG & SEDOL 5129074 | 0.00% |
| GBP/USD PUT 1.23 20201218 BANKAM | 0.00% |
| GNMA GII30 BM4196 06.0000 04/20/2049 | 0.00% |
| GNMA GII30 BN1506 04.5000 05/20/2049 | 0.00% |
| GNMA GII30 BN1509 05.0000 05/20/2049 | 0.00% |
| GNR 2010-9 UI IO 05.0000 01/20/2040 | 0.00% |
| GNR 2013-14 IO IO 03.5000 12/20/2042 | 0.00% |
| HONGKONG LAND HOLDINGS LTD SEDOL 6434915 | 0.00% |
| IHS MARKIT LTD P/P 144A 04.0000 03/01/2026 | 0.00% |
| IOS.FN30.400.09 R USL1M P 01/12/40 GS | 0.00% |
| IOS.FN30.400.10 R USL1M P 01/12/41 BC | 0.00% |
| JAGUAR HL / PPDI P/P 144A 05.0000 06/15/2028 | 0.00% |
| JARDINE MATHESON HLDGS LTD SEDOL 6472119 | 0.00% |
| MAUSER PACKAGING P/P 144A 08.5000 04/15/2024 | 0.00% |
| MERCER INTL INC USD 05.5000 01/15/2026 | 0.00% |
| MERCK & CO INC 02.9000 03/07/2024 | 0.00% |
| NETFLIX INC. P/P 144A 04.8750 06/15/2030 | 0.00% |
| NOK/USD 12/16/2020 JPMCB | 0.00% |
| NZD/USD 10/21/2020 SSBT | 0.00% |
| OCCIDENTAL PETROLEUM COR 02.9000 08/15/2024 | 0.00% |
| OCCIDENTAL PETROLEUM CORP SEDOL 2655408 | 0.00% |
| OUTFRONT MEDIA C P/P 144A 04.6250 03/15/2030 | 0.00% |
| SERVICE PROPERTIES TRUST 07.5000 09/15/2025 | 0.00% |
| SM ENERGY CO 05.0000 01/15/2024 | 0.00% |
| SM ENERGY CO 06.7500 09/15/2026 | 0.00% |
| SM ENERGY CO P/P 144A 10.0000 01/15/2025 | 0.00% |
| SOFINA SEDOL 4820301 | 0.00% |
| SPECTRUM BRANDS INC 06.1250 12/15/2024 | 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 06.8750 01/15/2029 | 0.00% |
| TRANSOCEAN PONTUS LT P/P 144A 06.1250 08/01/2025 | 0.00% |
| TRONOX FINANCE PLC P/P 144A 05.7500 10/01/2025 | 0.00% |
| VALVOLINE INC 04.3750 08/15/2025 | 0.00% |
| VIPER ENERGY P/P 144A 05.3750 11/01/2027 | 0.00% |
| WM MORRISON SUPERMARKETS SEDOL 0604316 | 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% |
| 0.35 R ISWP FWD US0003M P 12/16/2025 | 0.00% |
| ABC-MART INC SEDOL 6292102 | 0.00% |
| ADMIRAL GROUP PLC SEDOL B02J639 | 0.00% |
| APACHE CORP 04.6250 11/15/2025 | 0.00% |
| AROUNDTOWN SA SEDOL BF0CK44 | 0.00% |
| AUD/USD 10/21/2020 BANKAM | 0.00% |
| AUD/USD 10/21/2020 TDBK | 0.00% |
| AUD/USD 10/21/2020 WPAC | 0.00% |
| BALL CORP SEDOL 2073022 | 0.00% |
| BAYTEX ENERGY CORP P/P 144A 05.6250 06/01/2024 | 0.00% |
| BOMBARDIER INC P/P 144A 07.5000 12/01/2024 | 0.00% |
| BSCMS 2006-PW11 B P/P 144A 05.7021 03/11/2039 | 0.00% |
| BUCKEYE PARTNERS LP 03.9500 12/01/2026 | 0.00% |
| CALPINE CORP P/P 144A 05.0000 02/01/2031 | 0.00% |
| CINEMARK USA INC P/P 144A 08.7500 05/01/2025 | 0.00% |
| CMB CMBX.NA.A.7 2047-01-17 200.0 01/17/2047 CG | 0.00% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CG | 0.00% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CG | 0.00% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CS | 0.00% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 MS | 0.00% |
| CMB CMBX.NA.BB.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 JP | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 MS | 0.00% |
| COLOPLAST-B SEDOL B8FMRX8 | 0.00% |
| DOMINO'S PIZZA INC SEDOL B01SD70 | 0.00% |
| DXC TECHNOLOGY CO SEDOL BYXD7B3 | 0.00% |
| ERIE INDEMNITY COMPANY-CL A SEDOL 2311711 | 0.00% |
| EUR/CHF CALL 1.10 20201209 CSI-FX | 0.00% |
| EUR/USD 12/16/2020 BCAP-FX | 0.00% |
| EUR/USD 12/16/2020 JPMCB | 0.00% |
| EUR/USD 12/16/2020 SSBT | 0.00% |
| FHR 3300 PO PO 00.0000 02/15/2037 | 0.00% |
| GAMESA SEDOL B01CP21 | 0.00% |
| GARTNER INC P/P 144A 04.5000 07/01/2028 | 0.00% |
| GBP/USD 12/16/2020 CITI | 0.00% |
| GBP/USD 12/16/2020 UBS | 0.00% |
| GNR 2012-141 WI IO 03.5000 11/20/2041 | 0.00% |
| HK ELECTRIC INVEST SEDOL BJ3WDZ1 | 0.00% |
| HORMEL FOODS CORP SEDOL 2437264 | 0.00% |
| HUDBAY MINERALS INC P/P 144A 06.1250 04/01/2029 | 0.00% |
| JAGUAR HL / PPDI P/P 144A 04.6250 06/15/2025 | 0.00% |
| KINDER MORGAN INC/DELAWA 07.7500 01/15/2032 | 0.00% |
| L BRANDS INC P/P 144A 06.8750 07/01/2025 | 0.00% |
| L BRANDS INC P/P 144A 09.3750 07/01/2025 | 0.00% |
| LAMB WESTON HOLDINGS P/P 144A 04.6250 11/01/2024 | 0.00% |
| LENNAR CORP 05.8750 11/15/2024 | 0.00% |
| MACY'S INC P/P 144A 08.3750 06/15/2025 | 0.00% |
| MATCH GRP HLD II LLC P/P 144A 04.1250 08/01/2030 | 0.00% |
| MAUSER PACKAGING SOL P/P 144A 05.5000 04/15/2024 | 0.00% |
| NABORS IND LTD P/P 144A 07.2500 01/15/2026 | 0.00% |
| NABORS IND LTD P/P 144A 07.5000 01/15/2028 | 0.00% |
| NABORS INDUSTRIES INC. 05.7500 02/01/2025 | 0.00% |
| NATIONAL GRID PLC SEDOL BDR05C0 | 0.00% |
| NATIONSTAR MTG P/P 144A 09.1250 07/15/2026 | 0.00% |
| NEWFIELD EXPLORATION CO 05.3750 01/01/2026 | 0.00% |
| NEWFIELD EXPLORATION CO 05.6250 07/01/2024 | 0.00% |
| NEWS CORP - CLASS A SEDOL BBGVT40 | 0.00% |
| NN GROUP NV SEDOL BNG8PQ9 | 0.00% |
| NRG ENERGY INC 06.6250 01/15/2027 | 0.00% |
| NZD/USD 10/21/2020 UBS | 0.00% |
| OASIS PETROLEUM INC 06.8750 01/15/2023 | 0.00% |
| PENSKE AUTOMOTIVE GROUP 03.5000 09/01/2025 | 0.00% |
| PUBLICIS GROUPE SEDOL 4380429 | 0.00% |
| QUEBECOR MEDIA INC USD 05.7500 01/15/2023 | 0.00% |
| RACKSPACE HOSTING INC L+300 04.0000 11/03/2023 | 0.00% |
| REGENCY ENERGY P 04.5000 11/01/2023 | 0.00% |
| REPUBLIC OF VENEZUELA REGS 09.0000 05/07/2023 | 0.00% |
| ROYAL BANK OF CANADA USD 02.8000 04/29/2022 | 0.00% |
| ROYAL CARIBBEAN P/P 144A 09.1250 06/15/2023 | 0.00% |
| SAP SE SEDOL 4846288 | 0.00% |
| SEK/USD 12/16/2020 BCAP-FX | 0.00% |
| SM ENERGY CO 06.6250 01/15/2027 | 0.00% |
| T-MOBILE USA INC 06.0000 03/01/2023 | 0.00% |
| TALLGRASS NRG PRTNR/ P/P 144A 07.5000 10/01/2025 | 0.00% |
| TAYLOR MORRISON COMM P/P 144A 05.1250 08/01/2030 | 0.00% |
| TENET HEALTHCARE P/P 144A 06.2500 02/01/2027 | 0.00% |
| TENET HEALTHCARE P/P 144A 07.5000 04/01/2025 | 0.00% |
| TRANSDIGM INC P/P 144A 08.0000 12/15/2025 | 0.00% |
| TYLER TECHNOLOGIES INC SEDOL 2909644 | 0.00% |
| UBSBB 2012-C4 XA IO P/P 144A 01.7552 12/10/2045 | 0.00% |
| WEEKLEY HM LLC/ P/P 144A 04.8750 09/15/2028 | 0.00% |
| WMG ACQUISITION CORP P/P 144A 03.0000 02/15/2031 | 0.00% |
| YUM! BRANDS INC. P/P 144A 07.7500 04/01/2025 | 0.00% |
| ZAYO GROUP HLDG INC P/P 144A 04.0000 03/01/2027 | 0.00% |
| 0.25 R ISWP FWD US0003M P 12/16/2022 | 0.00% |
| AIR LEASE CORP 02.5000 03/01/2021 | 0.00% |
| ALLEGHENY TECHNOLOGIES 05.8750 12/01/2027 | 0.00% |
| AMPOL LTD SEDOL BM91201 | 0.00% |
| AUD/USD 03/15/2021 UBS | 0.00% |
| AUD/USD 10/21/2020 RBSF | 0.00% |
| AZRIELI GROUP LTD SEDOL B5MN1W0 | 0.00% |
| BOMBARDIER INC P/P 144A 08.7500 12/01/2021 | 0.00% |
| CABOT OIL & GAS CORP | 0.00% |
| CAD/USD 10/21/2020 GSFX | 0.00% |
| CAD/USD 10/21/2020 RBSF | 0.00% |
| CALIFORNIA RESOURC TL L+475 05.7500 12/31/2022 | 0.00% |
| CALPINE CORP P/P 144A 04.6250 02/01/2029 | 0.00% |
| CINEMARK USA INC 04.8750 06/01/2023 | 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 MS | 0.00% |
| CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 GS | 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 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 MS | 0.00% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 CG | 0.00% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 CS | 0.00% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 GS | 0.00% |
| CMB CMBX.NA.BB.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 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 JP | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 JP | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 ML | 0.00% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 CG | 0.00% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 CG | 0.00% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 CG | 0.00% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 CG | 0.00% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 CG | 0.00% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 CG | 0.00% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 CG | 0.00% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 JP | 0.00% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 JP | 0.00% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 JP | 0.00% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 JP | 0.00% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 MS | 0.00% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 MS | 0.00% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 MS | 0.00% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 MS | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 GS | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 JP | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 JP | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 MS | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 MS | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 MS | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 MS | 0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 ML | 0.00% |
| CMB CMBX.NA.BBB-.9 2058-09-17 300.0 09/17/2058 CG | 0.00% |
| CMB CMBX.NA.BBB-.9 2058-09-17 300.0 09/17/2058 ML | 0.00% |
| CMB CMBX.NA.BBB-.9 2058-09-17 300.0 09/17/2058 ML | 0.00% |
| DKK/USD 12/16/2020 CITI | 0.00% |
| ENERGIZER HLDG INC P/P 144A 07.7500 01/15/2027 | 0.00% |
| EUR/USD 12/16/2020 CSI-FX | 0.00% |
| EUR/USD 12/16/2020 RBSF | 0.00% |
| EUR/USD 12/16/2020 TDBK | 0.00% |
| FNR 2005-83 QP 17.0089 11/25/2034 | 0.00% |
| FNR 2007-14 KO PO 00.0000 03/25/2037 | 0.00% |
| FNR 2007-64 LO PO 00.0000 07/25/2037 | 0.00% |
| FOX CORP - CLASS B SEDOL BJJMGY5 | 0.00% |
| GBP/USD 12/16/2020 CSI-FX | 0.00% |
| GBP/USD 12/16/2020 MSCIL | 0.00% |
| GBP/USD 12/16/2020 TDBK | 0.00% |
| GBP/USD 12/16/2020 WPAC | 0.00% |
| GLOBAL PART/GLP FIN P/P 144A 06.8750 01/15/2029 | 0.00% |
| GNR 2010-9 QI IO 04.5000 01/20/2040 | 0.00% |
| GNR 2015-124 NI IO 03.5000 06/20/2039 | 0.00% |
| GRIFOLS SEDOL B01SPF2 | 0.00% |
| INTERCONTINENTAL EXCHANGE IN SEDOL BFSSDS9 | 0.00% |
| IOS.FN30.350.14 R USL1M P 01/12/45 CS | 0.00% |
| IOS.FN30.400.10 R USL1M P 01/12/41 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% |
| JAPAN TOBACCO INC SEDOL 6474535 | 0.00% |
| KYUSHU RAILWAY COMPANY SEDOL BD2BST6 | 0.00% |
| LOEWS CORP SEDOL 2523022 | 0.00% |
| MALLINCKRODT FIN/SB P/P 144A 10.0000 04/15/2025 | 0.00% |
| MBX.FN30.500.09 R USL1M P 01/12/40 BC | 0.00% |
| MCKESSON CORP SEDOL 2378534 | 0.00% |
| MERCER INTL INC USD 07.3750 01/15/2025 | 0.00% |
| METRO INC/CN SEDOL 2583952 | 0.00% |
| MOLINA HEALTHCARE IN P/P 144A 04.8750 06/15/2025 | 0.00% |
| MSC 2007-HQ11 C 05.5580 02/12/2044 | 0.00% |
| NOK/USD 12/16/2020 GSFX | 0.00% |
| NZD/USD 10/21/2020 BCAP-FX | 0.00% |
| NZD/USD 10/21/2020 RBSF | 0.00% |
| OASIS PETROLEUM INC 06.8750 03/15/2022 | 0.00% |
| OASIS PETROLEUM INC CV 02.6250 09/15/2023 | 0.00% |
| PANTHER BF AGGREGA P/P 144A 06.2500 05/15/2026 | 0.00% |
| PETROLEOS DE VEN P/P 144A 06.0000 11/15/2026 | 0.00% |
| PHILLIPS 66 SEDOL B78C4Y8 | 0.00% |
| PPL CAPITAL FUNDING INC 03.4000 06/01/2023 | 0.00% |
| REPSOL SA SEDOL 5669354 | 0.00% |
| RIO TINTO LTD SEDOL 6220103 | 0.00% |
| SCHINDLER HOLDING-PART CERT SEDOL B11TCY0 | 0.00% |
| SEK/USD 12/16/2020 CITI | 0.00% |
| SEK/USD 12/16/2020 RBSF | 0.00% |
| SEK/USD 12/16/2020 SSBT | 0.00% |
| STACR 2019-DNA2 M2 02.5981 03/25/2049 | 0.00% |
| STANDARD IND INC P/P 144A 04.7500 01/15/2028 | 0.00% |
| SUBARU CORP SEDOL 6356406 | 0.00% |
| T-MOBILE USA INC 05.3750 04/15/2027 | 0.00% |
| THE SHERWIN-WILLIAMS COMPANY 02.7500 06/01/2022 | 0.00% |
| TIAAC 2003-1A E 144A 08.0000 12/28/2038 | 0.00% |
| TITAN ACQ LTD P/P 144A 07.7500 04/15/2026 | 0.00% |
| TOYOTA MOTOR CORP SEDOL 6900643 | 0.00% |
| TRANSDIGM INC 06.5000 05/15/2025 | 0.00% |
| TRANSOCEAN INC P/P 144A 11.5000 01/30/2027 | 0.00% |
| TRONOX INC P/P 144A 06.5000 05/01/2025 | 0.00% |
| ADVANZ PHARMA CORP LTD SEDOL BG0RYR7 | 0.00% |
| AUD/USD 10/21/2020 CSI-FX | 0.00% |
| AUD/USD 10/21/2020 JPMCB | 0.00% |
| BSCMS 06-PW14 X1 IO P/P 144A 00.7525 12/11/2038 | 0.00% |
| CAD/USD 10/21/2020 CITI | 0.00% |
| CAD/USD 10/21/2020 HSBCB | 0.00% |
| CAD/USD 10/21/2020 MSCIL | 0.00% |
| CAD/USD 10/21/2020 UBS | 0.00% |
| CGCMT 2006-C5 XC IO P/P 144A 00.7196 10/15/2049 | 0.00% |
| CHF/USD 12/16/2020 GSFX | 0.00% |
| CHF/USD 12/16/2020 HSBCB | 0.00% |
| CHF/USD 12/16/2020 MSCIL | 0.00% |
| CHF/USD 12/16/2020 SSBT | 0.00% |
| CHF/USD 12/16/2020 TDBK | 0.00% |
| CLEAR CHANNEL OUTDOOR HOLDIN SEDOL BJHVCH9 | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 JP | 0.00% |
| CMB CMBX.NA.A.7 2047-01-17 200.0 01/17/2047 GS | 0.00% |
| CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 CG | 0.00% |
| CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 MS | 0.00% |
| CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 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 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.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 CG | 0.00% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 GS | 0.00% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 MS | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 JP | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 MS | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 MS | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 MS | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 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-.9 2058-09-17 300.0 09/17/2058 MS | 0.00% |
| CSFB 2003-C3 AX IO P/P 144A 02.3861 05/15/2038 | 0.00% |
| EUR/USD 12/16/2020 GSFX | 0.00% |
| EUR/USD 12/16/2020 HSBCB | 0.00% |
| EUR/USD 12/16/2020 MSCIL | 0.00% |
| EUR/USD 12/16/2020 WPAC | 0.00% |
| EUR/USD CALL 1.21 20201028 BANKAM | 0.00% |
| EUR/USD CALL 1.21 20201028 MSCIL | 0.00% |
| EUR/USD CALL 1.24 20201028 BANKAM | 0.00% |
| EUR/USD CALL 1.24 20201028 MSCIL | 0.00% |
| FHR 3206 EO PO 00.0000 08/15/2036 | 0.00% |
| FHR 3326 WF 00.0000 10/15/2035 | 0.00% |
| FHR 3391 PO PO 00.0000 04/15/2037 | 0.00% |
| FNR 2006-125 OX PO 00.0000 01/25/2037 | 0.00% |
| FNR 2006-84 OT PO 00.0000 09/25/2036 | 0.00% |
| GNR 2006-36 OD PO 00.0000 07/16/2036 | 0.00% |
| HKD/USD 11/18/2020 BANKAM | 0.00% |
| HKD/USD 11/18/2020 BCAP-FX | 0.00% |
| HKD/USD 11/18/2020 GSFX | 0.00% |
| HKD/USD 11/18/2020 HSBCB | 0.00% |
| HKD/USD 11/18/2020 RBSF | 0.00% |
| HKD/USD 11/18/2020 SSBT | 0.00% |
| HKD/USD 11/18/2020 UBS | 0.00% |
| IHEARTMEDIA INC - CLASS A SEDOL BJVR9Y9 | 0.00% |
| INTELSAT JACKSON HLD P/P 144A 08.0000 02/15/2024 | 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% |
| IOS.FN30.600.08 R USL1M P 01/12/39 GS | 0.00% |
| IOS.FN30.650.67 R USL1M P 01/12/38 BC | 0.00% |
| IOS.FN30.650.67 R USL1M P 01/12/38 GS | 0.00% |
| JPMCC 05-CB12 X1 IO P/P 144A 00.3200 09/12/2037 | 0.00% |
| JPMCC 2006-LDP8 X IO 00.2879 05/15/2045 | 0.00% |
| JPY/USD 11/18/2020 BANKAM | 0.00% |
| JPY/USD 11/18/2020 BCAP-FX | 0.00% |
| JPY/USD 11/18/2020 CITI | 0.00% |
| JPY/USD 11/18/2020 GSFX | 0.00% |
| JPY/USD 11/18/2020 HSBCB | 0.00% |
| JPY/USD 11/18/2020 JPMCB | 0.00% |
| JPY/USD 11/18/2020 MSCIL | 0.00% |
| JPY/USD 11/18/2020 RBSF | 0.00% |
| JPY/USD 11/18/2020 SSBT | 0.00% |
| JPY/USD 11/18/2020 UBS | 0.00% |
| JPY/USD 11/18/2020 WPAC | 0.00% |
| MEZZ 2006-C4 X IO P/P 144A 07.2328 07/15/2045 | 0.00% |
| MEZZ 2007-C5 X IO P/P 144A 07.0043 12/15/2049 | 0.00% |
| MWO HOLDINGS LLC | 0.00% |
| MXN/USD 10/21/2020 BANKAM | 0.00% |
| MXN/USD 10/21/2020 UBS | 0.00% |
| NOK/USD 12/16/2020 UBS | 0.00% |
| NZD/USD 10/21/2020 BANKAM | 0.00% |
| NZD/USD 10/21/2020 CSI-FX | 0.00% |
| NZD/USD 10/21/2020 HSBCB | 0.00% |
| NZD/USD 10/21/2020 JPMCB | 0.00% |
| NZD/USD 10/21/2020 MSCIL | 0.00% |
| NZD/USD 10/21/2020 TDBK | 0.00% |
| NZD/USD 10/21/2020 WPAC | 0.00% |
| OCCIDENTAL PETROLEUM -CW27 SEDOL BMVF784 | 0.00% |
| RMLT 2020-2 A2 02.5080 05/25/2060 | 0.00% |
| SEK/USD 12/16/2020 JPMCB | 0.00% |
| SEK/USD 12/16/2020 MSCIL | 0.00% |
| SEK/USD 12/16/2020 TDBK | 0.00% |
| SGD/USD 11/18/2020 JPMCB | 0.00% |
| TERVITA CORP SEDOL BD1DCC4 | 0.00% |
| TEXAS COHLD TCEH ESCROW 11.5000 10/01/2021 | 0.00% |
| TXU TCEH RIGHTS | 0.00% |
| VIACOMCBS INC 04.2000 05/19/2032 | 0.00% |
| AUD/USD 10/21/2020 GSFX | -0.00% |
| AUD/USD 10/21/2020 MSCIL | -0.00% |
| AUD/USD 10/21/2020 UBS | -0.00% |
| AUD/USD CALL 0.80 20210311 HSBCB | -0.00% |
| CAD/USD 10/21/2020 CSI-FX | -0.00% |
| CAD/USD 10/21/2020 JPMCB | -0.00% |
| CAD/USD 10/21/2020 WPAC | -0.00% |
| CHF/USD 12/16/2020 JPMCB | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 JP | -0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 BA | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 GS | -0.00% |
| EUR/CHF CALL 1.12 20201209 CSI-FX | -0.00% |
| EUR/USD 12/16/2020 CITI | -0.00% |
| EUR/USD 12/16/2020 UBS | -0.00% |
| EUR/USD CALL 1.26 20210127 BANKAM | -0.00% |
| EUR/USD CALL 1.27 20210301 MSCIL | -0.00% |
| GBP/USD 12/16/2020 BCAP-FX | -0.00% |
| GBP/USD 12/16/2020 GSFX | -0.00% |
| GBP/USD 12/16/2020 HSBCB | -0.00% |
| IOS.FN30.400.11 P USL1M R 01/12/42 JP | -0.00% |
| IOS.FN30.500.10 P USL1M R 01/12/41 BC | -0.00% |
| MBX.FN30.600.08 P USL1M R 01/12/39 BC | -0.00% |
| MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.00% |
| MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.00% |
| NOK/USD 12/16/2020 MSCIL | -0.00% |
| NOK/USD 12/16/2020 SSBT | -0.00% |
| NZD/USD 10/21/2020 CITI | -0.00% |
| NZD/USD 10/21/2020 GSFX | -0.00% |
| SEK/USD 12/16/2020 BANKAM | -0.00% |
| USD/JPY PUT 100.00 20201124 BANKAM | -0.00% |
| USD/JPY PUT 100.00 20201124 GSFX | -0.00% |
| USD/MXN PUT 20.00 20201130 GSFX | -0.00% |
| CAD/USD 10/21/2020 BANKAM | -0.00% |
| CAD/USD 10/21/2020 TDBK | -0.00% |
| CLP/USD 10/21/2020 CITI | -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.7 2047-01-17 200.0 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-.7 2047-01-17 300.0 01/17/2047 GS | -0.00% |
| EUR/USD 12/16/2020 BANKAM | -0.00% |
| EUR/USD CALL 1.27 20210215 BANKAM | -0.00% |
| EUR/USD CALL 1.27 20210215 UBS | -0.00% |
| GBP/USD PUT 1.20 20201218 BANKAM | -0.00% |
| SEK/USD 12/16/2020 UBS | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.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 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 ML | -0.00% |
| IOS.FN30.400.10 P USL1M R 01/12/41 JP | -0.00% |
| USD/CNH PUT 6.60 20210301 GSFX | -0.00% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 JP | -0.00% |
| 0.70 R ISWP FWD US0003M P 12/16/2030 | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.00% |
| GBP/USD 12/16/2020 JPMCB | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.01% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 MS | -0.01% |
| SEK/USD 12/16/2020 GSFX | -0.01% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 CS | -0.01% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 GS | -0.01% |
| CAD/USD 10/21/2020 SSBT | -0.01% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 CG | -0.01% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 JP | -0.01% |
| 1.08 R ISWP FWD US0003M P 12/16/2050 | -0.01% |
| MBX.FN30.650.67 P USL1M R 01/12/38 BC | -0.01% |
| MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.01% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CG | -0.02% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.02% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CS | -0.02% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.02% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 JP | -0.03% |
| FNMA FN30 TBA UMBS 03.0000 10/01/2050 | -0.38% |
| S&P MID 400 EMINI DEC20 FAZ0 | -1.06% |
| RU10INTR P US0003M R 06/10/21 CI | -1.66% |
| US 10YR ULTRA FUT DEC20 UXYZ0 | -3.20% |
| GSGLPWDS P US0001M R 12/15/25 GS | -3.27% |
| MSCI EAFE DEC20 MFSZ0 | -3.27% |
| S&P500 EMINI FUT DEC20 ESZ0 | -12.71% |
| US 5YR NOTE (CBT) DEC20 FVZ0 | 7.74% |
|---|---|
| GNMA GII30 TBA 03.5000 09/01/2050 | 5.84% |
| US ULTRA BOND CBT DEC20 WNZ0 | 4.33% |
| GSGLPWDL R US0001M P 12/15/25 GS | 3.54% |
| US 10YR NOTE (CBT)DEC20 TYZ0 | 3.03% |
| FNMA FN30 TBA UMBS 03.5000 09/01/2050 | 2.74% |
| FNMA FN30 TBA UMBS 02.5000 09/01/2050 | 2.64% |
| APPLE INC SEDOL 2046251 | 2.58% |
| US 2YR NOTE (CBT) DEC20 TUZ0 | 2.30% |
| FHLMC FR30 ZS4750 UMBS 03.0000 01/01/2048 | 2.13% |
| AMAZON.COM INC SEDOL 2000019 | 2.09% |
| MICROSOFT CORP SEDOL 2588173 | 1.95% |
| FNMA FN15 TBA UMBS 02.5000 09/01/2035 | 1.88% |
| CGPUTQL2 R US0003M P 06/10/21 CI | 1.84% |
| E-MINI RUSS 2000 SEP20 RTYU0 | 1.75% |
| US LONG BOND(CBT) DEC20 USZ0 | 1.60% |
| GSGLPHCL R US0001M P 12/15/25 GS | 1.23% |
| FNMA FN30 TBA UMBS 02.5000 10/01/2050 | 1.22% |
| FNMA FN30 FM1741 UMBS 04.0000 04/01/2049 | 1.01% |
| FNMA FN30 MA3563 UMBS 04.0000 01/01/2049 | 1.00% |
| ALPHABET INC-CL A SEDOL BYVY8G0 | 0.99% |
| FNMA FN30 TBA UMBS 06.0000 09/01/2050 | 0.80% |
| ADOBE INC SEDOL 2008154 | 0.70% |
| JPMORGAN CHASE & CO SEDOL 2190385 | 0.68% |
| TREASURY BILL 00.0000 11/05/2020 | 0.64% |
| PROCTER & GAMBLE CO/THE SEDOL 2704407 | 0.63% |
| QUALCOMM INC SEDOL 2714923 | 0.58% |
| FNMA FN30 BQ1269 UMBS 02.5000 08/01/2050 | 0.56% |
| VERIZON COMMUNICATIONS INC SEDOL 2090571 | 0.54% |
| CITIGROUP INC SEDOL 2297907 | 0.48% |
| JOHNSON & JOHNSON SEDOL 2475833 | 0.48% |
| NVIDIA CORP SEDOL 2379504 | 0.47% |
| FNMA FN30 BQ0329 UMBS 02.5000 07/01/2050 | 0.47% |
| NORTHROP GRUMMAN CORP SEDOL 2648806 | 0.45% |
| CISCO SYSTEMS INC SEDOL 2198163 | 0.45% |
| FNMA FN30 MA2737 UMBS 03.0000 09/01/2046 | 0.45% |
| FNMA FN30 BM5024 UMBS 03.0000 11/01/2048 | 0.41% |
| TREASURY BILL 00.0000 10/08/2020 | 0.41% |
| ELI LILLY & CO SEDOL 2516152 | 0.41% |
| FNMA FN30 AL9859 UMBS 03.0000 03/01/2047 | 0.40% |
| LOCKHEED MARTIN CORP SEDOL 2522096 | 0.40% |
| MERCK & CO. INC. SEDOL 2778844 | 0.39% |
| INTUIT INC SEDOL 2459020 | 0.38% |
| ALPHABET INC-CL C SEDOL BYY88Y7 | 0.38% |
| CHARTER COMMUNICATIONS INC-A SEDOL BZ6VT82 | 0.37% |
| FACEBOOK INC-CLASS A SEDOL B7TL820 | 0.37% |
| PEPSICO INC SEDOL 2681511 | 0.35% |
| REGENERON PHARMACEUTICALS SEDOL 2730190 | 0.34% |
| COMCAST CORP-CLASS A SEDOL 2044545 | 0.33% |
| EBAY INC SEDOL 2293819 | 0.33% |
| DOCUSIGN INC SEDOL BFYT7B7 | 0.32% |
| WALMART INC SEDOL 2936921 | 0.31% |
| ACTIVISION BLIZZARD INC SEDOL 2575818 | 0.31% |
| TREASURY BILL 00.0000 09/08/2020 | 0.30% |
| MEDTRONIC PLC SEDOL BTN1Y11 | 0.30% |
| FNMA FN30 TBA UMBS 04.0000 09/01/2050 | 0.29% |
| VERIZON COMM 04.3290 09/21/2028 | 0.28% |
| HONEYWELL INTERNATIONAL INC SEDOL 2020459 | 0.28% |
| PAYPAL HOLDINGS INC SEDOL BYW36M8 | 0.28% |
| AMERICAN TOWER CORP SEDOL B7FBFL2 | 0.28% |
| JPMORGAN CHASE & CO 03.9640 11/15/2048 | 0.27% |
| TREASURY BILL 00.0000 09/10/2020 | 0.27% |
| ABBVIE INC P/P 144A 03.2000 11/21/2029 | 0.27% |
| JPMORGAN CHASE & CO 03.6250 12/01/2027 | 0.27% |
| FIDELITY NATIONAL INFO SERV SEDOL 2769796 | 0.26% |
| COCA-COLA CO/THE SEDOL 2206657 | 0.26% |
| CITIGROUP INC 03.6680 07/24/2028 | 0.25% |
| MORGAN STANLEY 03.6250 01/20/2027 | 0.25% |
| AMERICAN ELECTRIC POWER SEDOL 2026242 | 0.24% |
| VISA INC-CLASS A SHARES SEDOL B2PZN04 | 0.24% |
| TARGET CORP SEDOL 2259101 | 0.24% |
| CHEVRON CORP | 0.24% |
| BANK OF AMERICA CORP 03.2480 10/21/2027 | 0.24% |
| SERVICENOW INC SEDOL B80NXX8 | 0.23% |
| MASTERCARD INC - A SEDOL B121557 | 0.23% |
| MCDONALD'S CORP SEDOL 2550707 | 0.22% |
| UNION PACIFIC CORP SEDOL 2914734 | 0.22% |
| EXELON CORP SEDOL 2670519 | 0.22% |
| HOME DEPOT INC SEDOL 2434209 | 0.22% |
| AT&T INC 04.1000 02/15/2028 | 0.22% |
| ABBOTT LABORATORIES SEDOL 2002305 | 0.21% |
| ABBVIE INC SEDOL B92SR70 | 0.21% |
| BANK OF AMERICA CORP SEDOL 2295677 | 0.21% |
| GOLDMAN SACHS GROUP INC 03.8500 01/26/2027 | 0.21% |
| DANAHER CORP SEDOL 2250870 | 0.21% |
| VEEVA SYSTEMS INC-CLASS A SEDOL BFH3N85 | 0.21% |
| CIGNA CORP SEDOL BHJ0775 | 0.21% |
| TREASURY BILL 00.0000 09/22/2020 | 0.20% |
| VERTEX PHARMACEUTICALS INC SEDOL 2931034 | 0.20% |
| CVS HEALTH CORP 04.7800 03/25/2038 | 0.20% |
| UNITEDHEALTH GROUP INC SEDOL 2917766 | 0.19% |
| AMGEN INC SEDOL 2023607 | 0.19% |
| HUMANA INC SEDOL 2445063 | 0.19% |
| TREASURY BILL 00.0000 09/15/2020 | 0.19% |
| METLIFE INC SEDOL 2573209 | 0.18% |
| UBS GROUP AG P/P 144A 03.4910 05/23/2023 | 0.18% |
| FNMA FN30 AS7003 UMBS 03.0000 04/01/2046 | 0.18% |
| ERAC USA FINANCE LLC P/P 144A 05.2500 10/01/2020 | 0.18% |
| PETROBRAS GLOBAL FINANCE USD 06.2500 03/17/2024 | 0.18% |
| SALESFORCE.COM INC SEDOL 2310525 | 0.18% |
| EDWARDS LIFESCIENCES CORP SEDOL 2567116 | 0.18% |
| JOHNSON CONTROLS INTERNATION SEDOL BY7QL61 | 0.18% |
| MICROSOFT CORP 02.4000 08/08/2026 | 0.18% |
| PULTEGROUP INC SEDOL 2708841 | 0.17% |
| CDX CDX.NA.IG.34 100.0 06/20/2025 | 0.17% |
| GOLDMAN SACHS GROUP INC 02.6000 12/27/2020 | 0.17% |
| APPLE INC 04.2500 02/09/2047 | 0.17% |
| SOUTHERN CO/THE SEDOL 2829601 | 0.17% |
| GOLDMAN SACHS GROUP INC SEDOL 2407966 | 0.16% |
| HILTON WORLDWIDE HOLDINGS IN SEDOL BYVMW06 | 0.16% |
| SALESFORCE.COM INC 03.7000 04/11/2028 | 0.16% |
| NIKE INC -CL B SEDOL 2640147 | 0.16% |
| TEXAS INSTRUMENTS INC SEDOL 2885409 | 0.16% |
| PFIZER INC SEDOL 2684703 | 0.16% |
| NOVARTIS AG-REG SEDOL 7103065 | 0.16% |
| FNMA FN30 BC2733 UMBS 03.0000 05/01/2046 | 0.15% |
| NRG ENERGY INC SEDOL 2212922 | 0.15% |
| UNITEDHEALTH GROUP INC 03.8500 06/15/2028 | 0.15% |
| MORGAN STANLEY 03.1250 01/23/2023 | 0.15% |
| CASH MGMT BILL 00.0000 11/10/2020 | 0.15% |
| CRH PLC SEDOL 4182249 | 0.15% |
| IHS MARKIT LTD P/P 144A 04.7500 02/15/2025 | 0.15% |
| ALLSTATE CORP SEDOL 2019952 | 0.15% |
| CUMMINS INC SEDOL 2240202 | 0.15% |
| LONZA GROUP AG-REG SEDOL 7333378 | 0.15% |
| STACR 2016-DNA2 M3 04.8251 10/25/2028 | 0.15% |
| IDEXX LABORATORIES INC SEDOL 2459202 | 0.15% |
| MORGAN STANLEY | 0.15% |
| OKTA INC SEDOL BDFZSP1 | 0.14% |
| AT&T INC. 03.8000 02/15/2027 | 0.14% |
| CDX CDX.NA.HY.34 500.0 06/20/2025 | 0.14% |
| FORTINET INC SEDOL B5B2106 | 0.14% |
| MONDELEZ INTERNATIONAL INC-A SEDOL B8CKK03 | 0.14% |
| ECOLAB INC 02.7000 11/01/2026 | 0.14% |
| INTERPUBLIC GROUP COS 04.6500 10/01/2028 | 0.14% |
| SONY CORP SEDOL 6821506 | 0.14% |
| BJ'S WHOLESALE CLUB HOLDINGS SEDOL BFZNZF8 | 0.13% |
| CROWN CASTLE INTL CORP SEDOL BTGQCX1 | 0.13% |
| MICROSOFT CORP 03.7000 08/08/2046 | 0.13% |
| TELEFONICA EMISIONES SAU USD 04.8950 03/06/2048 | 0.13% |
| NEW YORK LIFE INS P/P 144A 01.1000 05/05/2023 | 0.13% |
| ANZ NEW ZEALAND INT P/P 144A 02.8750 01/25/2022 | 0.13% |
| COSTAR GROUP INC SEDOL 2262864 | 0.13% |
| NOVARTIS CAPITAL CORP 04.0000 11/20/2045 | 0.13% |
| ROCHE HOLDING AG-GENUSSCHEIN SEDOL 7110388 | 0.13% |
| CADENCE DESIGN SYS INC SEDOL 2302232 | 0.13% |
| ENTERPRISE PRODUCTS OPER 04.2500 02/15/2048 | 0.13% |
| EQUINIX INC SEDOL BVLZX12 | 0.13% |
| AMAZON.COM INC 03.1500 08/22/2027 | 0.13% |
| FHLMC FR30 ZS4703 UMBS 03.0000 02/01/2047 | 0.12% |
| MICROSOFT CORP 01.5500 08/08/2021 | 0.12% |
| BRISTOL-MYERS P/P 02.9000 07/26/2024 | 0.12% |
| CLOROX COMPANY SEDOL 2204026 | 0.12% |
| JPMORGAN CHASE & CO 03.3750 05/01/2023 | 0.12% |
| NINTENDO CO LTD SEDOL 6639550 | 0.12% |
| BROADCOM CRP / CAYM 03.5000 01/15/2028 | 0.12% |
| FAIRFAX FINL HLDGS USD 04.8500 04/17/2028 | 0.12% |
| DANSKE BANK A/S P/P 144A 02.7000 03/02/2022 | 0.12% |
| SHERWIN-WILLIAMS CO/THE SEDOL 2804211 | 0.12% |
| XILINX INC SEDOL 2985677 | 0.12% |
| GODADDY INC - CLASS A SEDOL BWFRFC6 | 0.12% |
| ORACLE CORP 04.0000 11/15/2047 | 0.12% |
| OTIS WORLDWIDE CORP SEDOL BK531S8 | 0.12% |
| BIOGEN INC SEDOL 2455965 | 0.12% |
| S&P GLOBAL INC SEDOL BYV2325 | 0.12% |
| SYNOPSYS INC SEDOL 2867719 | 0.12% |
| GENERAL MOTORS FINL CO 04.0000 10/06/2026 | 0.12% |
| FNMA FN30 AS8056 UMBS 03.0000 10/01/2046 | 0.11% |
| AIA GROUP LTD SEDOL B4TX8S1 | 0.11% |
| AIR LEASE CORP 03.2500 10/01/2029 | 0.11% |
| BRISTOL-MYERS SQUIBB CO SEDOL 2126335 | 0.11% |
| ROCHE HOLDINGS INC P/P 144A 04.0000 11/28/2044 | 0.11% |
| UNITED RENTALS INC SEDOL 2134781 | 0.11% |
| BANK OF AMERICA CORP 06.1100 01/29/2037 | 0.11% |
| AT&T INC SEDOL 2831811 | 0.11% |
| CHARTER COMM OPT LLC 06.4840 10/23/2045 | 0.11% |
| DNB BANK ASA P/P 144A 02.1500 12/02/2022 | 0.11% |
| ESTEE LAUDER COMPANIES-CL A SEDOL 2320524 | 0.11% |
| DOLLAR GENERAL CORP SEDOL B5B1S13 | 0.11% |
| ROCKWELL AUTOMATION INC SEDOL 2754060 | 0.11% |
| COMCAST CORP 03.4500 02/01/2050 | 0.11% |
| TAKE-TWO INTERACTIVE SOFTWRE SEDOL 2122117 | 0.11% |
| BOOKING HOLDINGS INC SEDOL BDRXDB4 | 0.10% |
| DEXCOM INC SEDOL B0796X4 | 0.10% |
| WASTE MANAGEMENT INC SEDOL 2937667 | 0.10% |
| DIGITAL REALTY TRUST LP 04.7500 10/01/2025 | 0.10% |
| TESLA INC SEDOL B616C79 | 0.10% |
| TORONTO-DOMINION BANK USD 01.9000 12/01/2022 | 0.10% |
| BEST BUY CO INC SEDOL 2094670 | 0.10% |
| COMMONWEALTH BK AUST P/P 144A 03.1500 09/19/2027 | 0.10% |
| DBUBS 2011-LC3A D P/P 144A 05.5128 08/10/2044 | 0.10% |
| KINDER MORGAN INC 03.1500 01/15/2023 | 0.10% |
| CAPITAL ONE FINANCIAL CORP SEDOL 2654461 | 0.10% |
| CREDIT SUISSE GRP AG P/P 144A 02.1930 06/05/2026 | 0.10% |
| COMMONWEALTH BK AUST P/P 144A 02.2000 11/09/2020 | 0.10% |
| APPLE INC 00.7500 05/11/2023 | 0.10% |
| NESTLE SA-REG SEDOL 7123870 | 0.10% |
| SPST 2020-2 A 01.0043 03/26/2021 | 0.10% |
| AMERIPRISE FINANCIAL INC SEDOL B0J7D57 | 0.10% |
| FNMA FN30 AS7154 UMBS 03.0000 05/01/2046 | 0.10% |
| SHELL INTERNATIONAL FIN USD 02.8750 05/10/2026 | 0.10% |
| AXA SA SEDOL 7088429 | 0.10% |
| FNMA FN30 TBA UMBS 04.5000 09/01/2050 | 0.10% |
| ORACLE CORP 02.6500 07/15/2026 | 0.10% |
| AFLAC INC SEDOL 2026361 | 0.10% |
| ASTRAZENECA PLC-SPONS ADR SEDOL 2989044 | 0.10% |
| ENERGY TRANSFER OPERATNG 03.7500 05/15/2030 | 0.10% |
| GOLDMAN SACHS GROUP INC 04.2230 05/01/2029 | 0.10% |
| KLA CORP SEDOL 2480138 | 0.10% |
| MWST 2019-1 A 00.9751 06/25/2052 | 0.10% |
| SYNCHRONY FINANCIAL SEDOL BP96PS6 | 0.10% |
| UNITED MEXICAN STATES USD 05.5500 01/21/2045 | 0.10% |
| GNMA GII30 TBA 04.0000 09/01/2050 | 0.10% |
| DOW INC SEDOL BHXCF84 | 0.09% |
| FNMA FN30 BJ9256 UMBS 04.0000 06/01/2048 | 0.09% |
| FREEPORT-MCMORAN INC SEDOL 2352118 | 0.09% |
| HOLOGIC INC SEDOL 2433530 | 0.09% |
| T-MOBILE USA INC P/P 144A 03.7500 04/15/2027 | 0.09% |
| AIR PRODUCTS & CHEMICALS INC SEDOL 2011602 | 0.09% |
| SPST 2019-7 A 00.8833 09/24/2020 | 0.09% |
| FNMA FN30 TBA UMBS 02.0000 09/01/2050 | 0.09% |
| FNMA FN30 TBA UMBS 02.0000 10/01/2050 | 0.09% |
| DELTA AIR LINES INC SEDOL B1W9D46 | 0.09% |
| ORACLE CORP 02.5000 10/15/2022 | 0.09% |
| GAMING AND LEISURE PROPERTIE SEDOL BFPK4S5 | 0.09% |
| IVORY COAST REGS 06.1250 06/15/2033 | 0.09% |
| SPST 2019-11 A 00.9333 10/24/2020 | 0.09% |
| BPCE SA P/P 144A 04.5000 03/15/2025 | 0.09% |
| DIAMOND 1 FIN/DIAM P/P 144A 06.0200 06/15/2026 | 0.09% |
| HERSHEY CO/THE SEDOL 2422806 | 0.09% |
| KONINKLIJKE AHOLD DELHAIZE N SEDOL BD0Q398 | 0.09% |
| AMERICAN TOWER CORP 03.1250 01/15/2027 | 0.09% |
| CAS 2016-C02 1M2 06.1751 09/25/2028 | 0.09% |
| INPHI CORP SEDOL B5TRVW5 | 0.09% |
| FISERV INC 04.2000 10/01/2028 | 0.09% |
| NORTHROP GRUMMAN CORP 03.2500 01/15/2028 | 0.09% |
| SUMITOMO MITSUI FINANCIAL GR SEDOL 6563024 | 0.09% |
| VERIZON COMMUNICATIONS 04.4000 11/01/2034 | 0.09% |
| ATLASSIAN CORP PLC-CLASS A SEDOL BZ09BD1 | 0.09% |
| BRISTOL-MYERS 03.2500 02/20/2023 | 0.09% |
| KINDER MORGAN INC SEDOL B3NQ4P8 | 0.09% |
| LULULEMON ATHLETICA INC SEDOL B23FN39 | 0.09% |
| MITSUBISHI UFJ FIN GRP USD 03.5350 07/26/2021 | 0.09% |
| COMCAST CORP 03.9690 11/01/2047 | 0.08% |
| MORGAN STANLEY 04.3750 01/22/2047 | 0.08% |
| OMNICOM GP/OMNICOM CAP 03.6000 04/15/2026 | 0.08% |
| REP OF INDONESIA P/P 144A 04.3500 01/08/2027 | 0.08% |
| SIRIUS XM RADIO INC P/P 144A 05.0000 08/01/2027 | 0.08% |
| WFRBS 2011-C2 D P/P 144A 05.8499 02/15/2044 | 0.08% |
| FORTUNE BRANDS HOME & SECURI SEDOL B3MC7D6 | 0.08% |
| KDDI CORP SEDOL 6248990 | 0.08% |
| DEUTSCHE BOERSE AG SEDOL 7021963 | 0.08% |
| PNC FINANCIAL SERVICES GROUP SEDOL 2692665 | 0.08% |
| REPUBLIC OF INDONESIA REGS 04.7500 01/08/2026 | 0.08% |
| ZIMMER BIOMET HOLDINGS INC SEDOL 2783815 | 0.08% |
| ANHEUSER-BUSCH CO/IN 03.6500 02/01/2026 | 0.08% |
| ASHTEAD CAPITAL INC P/P 144A 04.3750 08/15/2027 | 0.08% |
| TORONTO-DOMINION BANK USD 03.6250 09/15/2031 | 0.08% |
| ALIBABA GROUP HOLDING-SP ADR SEDOL BP41ZD1 | 0.08% |
| SCHLUMBERGER LTD SEDOL 2779201 | 0.08% |
| SVENSKA HANDELSBANKEN AB USD 01.9500 09/08/2020 | 0.08% |
| TREASURY BILL 00.0000 10/27/2020 | 0.08% |
| WILLIS TOWERS WATSON PLC USD 05.7500 03/15/2021 | 0.08% |
| ABIOMED INC SEDOL 2003698 | 0.08% |
| CITIGROUP INC 02.6500 10/26/2020 | 0.08% |
| RAYTHEON TECH CORP 04.1250 11/16/2028 | 0.08% |
| ALTRIA GROUP INC | 0.08% |
| CAS 2016-C01 1M2 06.9251 08/25/2028 | 0.08% |
| GLOBAL PAYMENTS INC 04.0000 06/01/2023 | 0.08% |
| LEIDOS HOLDINGS INC SEDOL BDV82B8 | 0.08% |
| SOUTHWEST AIRLINES CO SEDOL 2831543 | 0.08% |
| BAXTER INTERNATIONAL INC SEDOL 2085102 | 0.08% |
| PETROLEOS MEXICANOS P/P 144A 06.8400 01/23/2030 | 0.08% |
| CIT GROUP INC. 05.2500 03/07/2025 | 0.08% |
| DUKE ENERGY CORP 03.1500 08/15/2027 | 0.08% |
| NOVO NORDISK A/S-B SEDOL BHC8X90 | 0.08% |
| ADVANCED MICRO DEVICES SEDOL 2007849 | 0.08% |
| BOSTON PROPERTIES INC SEDOL 2019479 | 0.08% |
| CARDINAL HEALTH INC SEDOL 2175672 | 0.08% |
| GSMS 2014-GC22 C 04.8466 06/10/2047 | 0.08% |
| PNC BANK NA 02.0280 12/09/2022 | 0.08% |
| RAYTHEON TECH CORP P/P 144A 02.5000 12/15/2022 | 0.08% |
| STANDARD IND INC P/P 144A 05.0000 02/15/2027 | 0.08% |
| BOOZ ALLEN HAMILTON HOLDINGS SEDOL B5367T7 | 0.08% |
| CHIPOTLE MEXICAN GRILL INC SEDOL B0X7DZ3 | 0.08% |
| DOW CHEMICAL CO/THE 03.5000 10/01/2024 | 0.08% |
| T-MOBILE US INC P/P 144A 05.2500 CV PFD | 0.08% |
| MERCK & CO INC 03.7000 02/10/2045 | 0.07% |
| SBA COMMUNICATIONS CORP SEDOL BZ6TS23 | 0.07% |
| AMERICAN TOWER CORPORATION 02.7500 01/15/2027 | 0.07% |
| BP CAPITAL MARKETS PLC USD 03.2790 09/19/2027 | 0.07% |
| FIRSTENERGY TRANSMIS P/P 144A 05.4500 07/15/2044 | 0.07% |
| REPUBLIC OF SENEGAL REGS 06.2500 05/23/2033 | 0.07% |
| WESTPAC BANKING CORP USD 02.0000 08/19/2021 | 0.07% |
| ALLIANZ SE-REG SEDOL 5231485 | 0.07% |
| EATON CORP PLC SEDOL B8KQN82 | 0.07% |
| FNMA FN40 BF0171 UMBS 04.0000 01/01/2057 | 0.07% |
| JACK HENRY & ASSOCIATES INC SEDOL 2469193 | 0.07% |
| NATIONAL AUSTRALIA BK/NY 02.5000 01/12/2021 | 0.07% |
| AMGEN INC 02.6000 08/19/2026 | 0.07% |
| ANGLO AMER PLC SEDOL B1XZS82 | 0.07% |
| BANK OF NOVA SCOTIA USD 02.3500 10/21/2020 | 0.07% |
| CAS 2015-C04 1M2 05.8751 04/25/2028 | 0.07% |
| CF INDUSTRIES INC P/P 144A 04.5000 12/01/2026 | 0.07% |
| CIGNA CORP 03.7500 07/15/2023 | 0.07% |
| FNMA FN30 BM1172 UMBS 03.0000 03/01/2047 | 0.07% |
| MICROCHIP TECH INC 04.3330 06/01/2023 | 0.07% |
| BANK OF AMERICA CORP 02.4960 02/13/2031 | 0.07% |
| CAS 2015-C04 2M2 05.7251 04/25/2028 | 0.07% |
| CONOCOPHILLIPS | 0.07% |
| DEUTSCHE POST AG-REG SEDOL 4617859 | 0.07% |
| EXPEDITORS INTL WASH INC SEDOL 2325507 | 0.07% |
| EXXON MOBIL CORP SEDOL 2326618 | 0.07% |
| INTERCONTINENTALEXCHANGE 02.6500 09/15/2040 | 0.07% |
| PUBLIC SERVICE ENTERPRISE GP SEDOL 2707677 | 0.07% |
| RAYTHEON TECHNOLOGIES CORP SEDOL BM5M5Y3 | 0.07% |
| FIDELITY NATL INFO SERV 03.7500 05/21/2029 | 0.07% |
| FNMA FN30 AS8074 UMBS 03.0000 10/01/2046 | 0.07% |
| KERING SEDOL 5505072 | 0.07% |
| TOTAL SE SEDOL B15C557 | 0.07% |
| ALBEMARLE CORP SEDOL 2046853 | 0.07% |
| BIOGEN INC 03.6250 09/15/2022 | 0.07% |
| LNSTR 2015-3 B P/P 144A 03.3595 04/20/2048 | 0.07% |
| WESFARMERS LTD SEDOL 6948836 | 0.07% |
| BF0101 03.5000 06/01/2056 | 0.07% |
| DYNATRACE INC SEDOL BJV2RD9 | 0.07% |
| ENERGY TRANSFER OPERATNG 06.6250 02/15/2028 | 0.07% |
| SAUDI INTL BOND P/P 144A 02.9000 10/22/2025 | 0.07% |
| WASTE CONNECTIONS INC SEDOL BYVG1F6 | 0.07% |
| WESTROCK MWV LLC 08.2000 01/15/2030 | 0.07% |
| EOG RESOURCES INC 02.6250 03/15/2023 | 0.06% |
| THERMO FISHER SCIENTIFIC INC SEDOL 2886907 | 0.06% |
| VIACOMCBS INC 04.2000 06/01/2029 | 0.06% |
| AVALARA INC SEDOL BZ1NVP4 | 0.06% |
| FAIR ISAAC CORP SEDOL 2330299 | 0.06% |
| AMETEK INC SEDOL 2089212 | 0.06% |
| APOLLO GLOBAL MANAGEMENT INC SEDOL BKRLVD5 | 0.06% |
| BHP GROUP LTD SEDOL 6144690 | 0.06% |
| COMM 2010-C1 D P/P 144A 06.0498 07/10/2046 | 0.06% |
| DUKE ENERGY CORP 04.2000 06/15/2049 | 0.06% |
| HILTON WORLDWIDE FIN LLC 04.8750 04/01/2027 | 0.06% |
| RIO TINTO PLC SEDOL 0718875 | 0.06% |
| ROYAL DUTCH SHELL PLC-B SHS SEDOL B03MM40 | 0.06% |
| TREASURY BILL 00.0000 11/19/2020 | 0.06% |
| ASTRAZENECA PLC SEDOL 0989529 | 0.06% |
| DEUTSCHE TELEKOM AG-REG SEDOL 5842359 | 0.06% |
| DOMINICAN REPUBLIC REGS 05.9500 01/25/2027 | 0.06% |
| IBM CORP 01.8750 08/01/2022 | 0.06% |
| ORACLE CORP 02.5000 05/15/2022 | 0.06% |
| TREASURY BILL 00.0000 09/03/2020 | 0.06% |
| AMERICAN ELECTRIC POWER 04.3000 12/01/2028 | 0.06% |
| AT&T INC 04.7500 05/15/2046 | 0.06% |
| CAS 2020-R01 1M2 02.2251 01/25/2040 | 0.06% |
| DUKE ENERGY OHIO INC 03.6500 02/01/2029 | 0.06% |
| DUPONT DE NEMOURS INC SEDOL BK0VN47 | 0.06% |
| LONDON STOCK EXCHANGE GROUP SEDOL B0SWJX3 | 0.06% |
| NRG ENERGY INC P/P 144A 04.4500 06/15/2029 | 0.06% |
| VALERO ENERGY CORP SEDOL 2041364 | 0.06% |
| VERIZON COMMUNICATIONS 05.2500 03/16/2037 | 0.06% |
| CHARTER COMM OPT LLC/CAP 04.8000 03/01/2050 | 0.06% |
| ONCOR ELECTRIC DELIV 03.7500 04/01/2045 | 0.06% |
| SEATTLE GENETICS INC SEDOL 2738127 | 0.06% |
| WFRBS 2013-C18 AS 04.3870 12/15/2046 | 0.06% |
| AMEREN CORPORATION SEDOL 2050832 | 0.06% |
| AMGEN INC 04.6630 06/15/2051 | 0.06% |
| APTIV PLC SEDOL B783TY6 | 0.06% |
| CITIGROUP INC 03.8870 01/10/2028 | 0.06% |
| CSAIL 2015-C1 C 04.4111 04/15/2050 | 0.06% |
| DISCOVER FINANCIAL SERVICES SEDOL B1YLC43 | 0.06% |
| FNMA FN30 BC1155 UMBS 03.0000 06/01/2046 | 0.06% |
| ITOCHU CORP SEDOL 6467803 | 0.06% |
| MRAIT 2020-2 A 01.3119 10/22/2020 | 0.06% |
| NORDEA BANK ABP P/P 144A 02.2500 05/27/2021 | 0.06% |
| REGIONS FINANCIAL CORP 02.7500 08/14/2022 | 0.06% |
| COMPASS GROUP PLC SEDOL BD6K457 | 0.06% |
| ESSEX PROPERTY TRUST INC SEDOL 2316619 | 0.06% |
| UBS GROUP AG REGS 06.8750 12/29/2049 | 0.06% |
| UBS GROUP AG P/P 144A 03.0000 04/15/2021 | 0.06% |
| UNITEDHEALTH GROUP INC 03.9500 10/15/2042 | 0.06% |
| ZOETIS INC 03.9000 08/20/2028 | 0.06% |
| CAS 2016-C04 1M2 04.4251 01/25/2029 | 0.06% |
| CROWN CASTLE INTL CORP 03.6500 09/01/2027 | 0.06% |
| EDENRED SEDOL B62G1B5 | 0.06% |
| PRUDENTIAL PLC SEDOL 0709954 | 0.06% |
| REPUBLIC OF KAZAKHSTAN REGS 04.8750 10/14/2044 | 0.06% |
| REPUBLIC OF PERU USD 02.3920 01/23/2026 | 0.06% |
| AVERY DENNISON CORP SEDOL 2066408 | 0.06% |
| BANK OF MONTREAL USD 03.1000 04/13/2021 | 0.06% |
| EVERBRIDGE INC SEDOL BYY5ZB4 | 0.06% |
| FERGUSON PLC SEDOL BJVNSS4 | 0.06% |
| KEURIG DR PEPPER INC SEDOL BD3W133 | 0.06% |
| RADIAN GROUP INC SEDOL 2173911 | 0.06% |
| BMW US CAPITAL LLC P/P 144A 02.0000 04/11/2021 | 0.06% |
| CHENIERE CORP CHRIST 05.1250 06/30/2027 | 0.06% |
| FEDEX CORP SEDOL 2142784 | 0.06% |
| HERMES INTERNATIONAL SEDOL 5253973 | 0.06% |
| HYATT HOTELS CORP 04.8500 03/15/2026 | 0.06% |
| JAZZ PHARMACEUTICALS PLC SEDOL B4Q5ZN4 | 0.06% |
| STATE STREET CORP SEDOL 2842040 | 0.06% |
| BRISTOL-MYERS 03.2500 08/15/2022 | 0.05% |
| ENTERGY CORP SEDOL 2317087 | 0.05% |
| GSMS 2011-GC3 D P/P 144A 05.7515 03/10/2044 | 0.05% |
| HUNTINGTON BANCSHARES 04.3500 02/04/2023 | 0.05% |
| NUTRIEN LTD USD 04.1250 03/15/2035 | 0.05% |
| PFIZER INC 03.0000 12/15/2026 | 0.05% |
| ABBVIE INC P/P 144A 03.8000 03/15/2025 | 0.05% |
| BRDCOM CRP / FIN 03.8750 01/15/2027 | 0.05% |
| DEERE & COMPANY 02.6000 06/08/2022 | 0.05% |
| DIGITAL REALTY TRUST LP 04.4500 07/15/2028 | 0.05% |
| GOOGLE INC 03.3750 02/25/2024 | 0.05% |
| HOYA CORP SEDOL 6441506 | 0.05% |
| L OREAL SEDOL 4057808 | 0.05% |
| MET LIFE GLOB P/P 144A 01.9500 01/13/2023 | 0.05% |
| SANDVIK AB SEDOL B1VQ252 | 0.05% |
| SCHWAB (CHARLES) CORP SEDOL 2779397 | 0.05% |
| AGNC INVESTMENT CORP SEDOL BYYHJL8 | 0.05% |
| ARAMARK SEDOL BH3XG17 | 0.05% |
| ASSURED GUARANTY LTD SEDOL B00V7H8 | 0.05% |
| CISCO SYSTEMS INC 02.5000 09/20/2026 | 0.05% |
| DANAHER CORP 05.0000 CV PFD | 0.05% |
| L3HARRIS TECH INC 03.8500 12/15/2026 | 0.05% |
| CREDIT SUISSE NEW YORK 02.8000 04/08/2022 | 0.05% |
| ENBRIDGE INC USD 04.5000 06/10/2044 | 0.05% |
| GENERAL MOTORS CO SEDOL B665KZ5 | 0.05% |
| TPAT 2018-SL1 A P/P 144A 00.7751 01/25/2046 | 0.05% |
| UNILEVER NV SEDOL B1527V7 | 0.05% |
| UNITEDHEALTH GROUP INC 02.7500 02/15/2023 | 0.05% |
| APPLE INC 03.8500 05/04/2043 | 0.05% |
| EQUINOR ASA USD 02.9000 11/08/2020 | 0.05% |
| JOHNSON CONTROLS INTL PL 04.5000 02/15/2047 | 0.05% |
| KEURIG DR PEPPER INC 04.5970 05/25/2028 | 0.05% |
| LINDE PLC SEDOL BZ12WP8 | 0.05% |
| SCHNEIDER ELECTRIC SE SEDOL 4834108 | 0.05% |
| TREASURY BILL 00.0000 09/17/2020 | 0.05% |
| UPJOHN INC P/P 144A 02.3000 06/22/2027 | 0.05% |
| VISTRA CORP SEDOL BZ8VJQ8 | 0.05% |
| ALPHABET INC 01.9980 08/15/2026 | 0.05% |
| AMAZON.COM INC. 02.5000 11/29/2022 | 0.05% |
| AMERICAN INTERNATIONAL GROUP SEDOL 2027342 | 0.05% |
| INDUSTRIA DE DISENO TEXTIL SEDOL BP9DL90 | 0.05% |
| OLD DOMINION FREIGHT LINE SEDOL 2656423 | 0.05% |
| BANK OF AMERICA CORP 03.4990 05/17/2022 | 0.05% |
| COMCAST CORP 02.3500 01/15/2027 | 0.05% |
| EASTMAN CHEMICAL CO SEDOL 2298386 | 0.05% |
| ENTERPRISE PRODUCTS PARTNERS SEDOL 2285388 | 0.05% |
| ESSITY AKTIEBOLAG-B SEDOL BF1K7P7 | 0.05% |
| METLIFE CAP TRST IV P/P 144A 07.8750 12/15/2037 | 0.05% |
| POLARIS INC SEDOL 2692933 | 0.05% |
| ROPER TECHNOLOGIES INC SEDOL 2749602 | 0.05% |
| SERVICENOW INC 01.4000 09/01/2030 | 0.05% |
| SWISS RE TREAS P/P 144A 04.2500 12/06/2042 | 0.05% |
| US BANCORP 02.6250 01/24/2022 | 0.05% |
| COCA-COLA HBC AG-DI SEDOL B9895B7 | 0.05% |
| CWALT 2006-OA10 4A1 00.3651 08/25/2046 | 0.05% |
| DOVER CORP SEDOL 2278407 | 0.05% |
| ROYAL BANK OF CANADA USD 04.6500 01/27/2026 | 0.05% |
| SPST 2020-6 A 01.9333 09/07/2021 | 0.05% |
| SYSCO CORP SEDOL 2868165 | 0.05% |
| TAIWAN SEMICONDUCTOR-SP ADR SEDOL 2113382 | 0.05% |
| WFRBS 2012-C8 AS 03.6600 08/15/2045 | 0.05% |
| AMERICAN EXPRESS COMPANY 02.6500 12/02/2022 | 0.05% |
| ANALOG DEVICES INC 03.9000 12/15/2025 | 0.05% |
| AT&T INC 02.9500 07/15/2026 | 0.05% |
| CROWN CASTLE INTL CORP 03.7000 06/15/2026 | 0.05% |
| GLENCORE FUNDING LLC P/P 144A 04.0000 04/16/2025 | 0.05% |
| GSCBPAND R US0001M P 12/15/25 GS | 0.05% |
| KINDER MORGAN ENER PART 03.5000 03/01/2021 | 0.05% |
| LIVE NATION ENTERTAINMENT IN SEDOL B0T7YX2 | 0.05% |
| PARTNERS GROUP HOLDING AG SEDOL B119QG0 | 0.05% |
| REPUBLIC SERVICES INC SEDOL 2262530 | 0.05% |
| SAUDI INTL BOND P/P 144A 03.2500 10/22/2030 | 0.05% |
| SHERWIN-WILLIAMS CO 03.4500 06/01/2027 | 0.05% |
| ALPHABET INC 02.2500 08/15/2060 | 0.04% |
| CF INDUSTRIES HOLDINGS INC SEDOL B0G4K50 | 0.04% |
| GARMIN LTD SEDOL B3Z5T14 | 0.04% |
| INTL FLAVOR & FRAGRANCES 04.4500 09/26/2028 | 0.04% |
| JOHNSON CONTROLS INTL PL 04.9500 07/02/2064 | 0.04% |
| TCI COMMUNICATIONS INC 07.1250 02/15/2028 | 0.04% |
| UBS GROUP AG P/P 144A 04.1250 04/15/2026 | 0.04% |
| WFRBS 2013-C12 AS 03.5600 03/15/2048 | 0.04% |
| ANHEUSER-BUSCH INBEV WOR 04.7500 01/23/2029 | 0.04% |
| BP CAP MARKETS AMERICA 03.1190 05/04/2026 | 0.04% |
| CITIGROUP INC 04.5000 01/14/2022 | 0.04% |
| COMM 2014-CR19 AM 04.0800 08/10/2047 | 0.04% |
| DAIKIN INDUSTRIES LTD SEDOL 6250724 | 0.04% |
| GEORGIA-PACIFIC LLC P/P 144A 02.1000 04/30/2027 | 0.04% |
| HOME DEPOT INC 02.6250 06/01/2022 | 0.04% |
| INVITATION HOMES INC SEDOL BD81GW9 | 0.04% |
| LAMB WESTON HOLDINGS P/P 144A 04.8750 11/01/2026 | 0.04% |
| MITSUBISHI UFJ FIN GRP USD 03.8500 03/01/2026 | 0.04% |
| ORACLE CORP 01.9000 09/15/2021 | 0.04% |
| ROGERS COMMUNICATIONS IN USD 04.5000 03/15/2043 | 0.04% |
| SPST 2020-WL1 A 01.3251 06/25/2051 | 0.04% |
| WASTE CONNECTIONS INC 03.5000 05/01/2029 | 0.04% |
| CARLSBERG AS-B SEDOL 4169219 | 0.04% |
| CISCO SYSTEMS INC 05.9000 02/15/2039 | 0.04% |
| KEURIG DR PEPPER INC 04.4170 05/25/2025 | 0.04% |
| REPUBLIC OF CHILE USD 02.4500 01/31/2031 | 0.04% |
| SANTANDER UK GROUP H P/P 144A 04.7500 09/15/2025 | 0.04% |
| WALT DISNEY COMPANY 07.7500 12/01/2045 | 0.04% |
| BMW US CAPITAL LLC P/P 144A 03.9500 08/14/2028 | 0.04% |
| BP PLC SEDOL 0798059 | 0.04% |
| CIGNA CORP 03.9000 02/15/2022 | 0.04% |
| DNB NOR ASA SEDOL 4263304 | 0.04% |
| DUKE REALTY CORP SEDOL 2284084 | 0.04% |
| ENERGY TRANSFER OPERA 05.8750 01/15/2024 | 0.04% |
| LLOYDS BANKING GROUP PLC USD 04.5000 11/04/2024 | 0.04% |
| MET LIFE GLOB P/P 144A 02.4000 06/17/2022 | 0.04% |
| NEXI SPA SEDOL BJ1F880 | 0.04% |
| NXP SEMICONDUCTORS NV SEDOL B505PN7 | 0.04% |
| PETROBRAS GLOBAL FINANCE USD 06.1250 01/17/2022 | 0.04% |
| PRINCIPAL FINANCIAL GROUP SEDOL 2803014 | 0.04% |
| TRK 2019-1 A1 04.3356 03/25/2022 | 0.04% |
| ADIDAS AG SEDOL 4031976 | 0.04% |
| ALIMENTATION COUCHE-TARD 3.550000 07/26/2027 | 0.04% |
| ALLY FINANCIAL INC SEDOL B72XK05 | 0.04% |
| AMDOCS LTD SEDOL 2256908 | 0.04% |
| ANHEUSER-BUSCH INBEV WOR 05.5500 01/23/2049 | 0.04% |
| APPLE INC 04.3750 05/13/2045 | 0.04% |
| AVALONBAY COMMUNITIES INC SEDOL 2131179 | 0.04% |
| BANCO SANTANDER SA USD 05.1790 11/19/2025 | 0.04% |
| BNP PARIBAS SEDOL 7309681 | 0.04% |
| BRISTOL-MYERS 02.2500 08/15/2021 | 0.04% |
| CSX CORP 04.1000 03/15/2044 | 0.04% |
| ENBRIDGE INC USD 04.2500 12/01/2026 | 0.04% |
| HOME DEPOT INC 05.9500 04/01/2041 | 0.04% |
| JPMORGAN CHASE & CO 04.6000 02/01/2025 | 0.04% |
| KONINKLIJKE DSM NV SEDOL B0HZL93 | 0.04% |
| REPUBLIC OF PARAGUAY REGS 04.7000 03/27/2027 | 0.04% |
| WOLTERS KLUWER SEDOL 5671519 | 0.04% |
| ASTELLAS PHARMA INC SEDOL 6985383 | 0.04% |
| BERRY GLOBAL GROUP INC SEDOL B8BR3H3 | 0.04% |
| BMIR 2019-4A M1C P/P 144A 02.6751 10/25/2029 | 0.04% |
| CBRE GROUP INC - A SEDOL B6WVMH3 | 0.04% |
| CITIGROUP INC 04.4500 09/29/2027 | 0.04% |
| CROWN CASTLE INTL CORP 03.8000 02/15/2028 | 0.04% |
| ERAC USA FINANCE LLC P/P 144A 05.6250 03/15/2042 | 0.04% |
| INTERNATIONAL PAPER COMPANY 03.0000 02/15/2027 | 0.04% |
| L3HARRIS TECH INC 04.4000 06/15/2028 | 0.04% |
| NATIONAL AUSTRALIA BK/NY 02.8000 01/10/2022 | 0.04% |
| SHRP 2020-1 NOTE 03.1500 07/25/2024 | 0.04% |
| SPRINT CORP 07.8750 09/15/2023 | 0.04% |
| T-MOBILE USA INC P/P 144A 03.8750 04/15/2030 | 0.04% |
| ENEL SPA SEDOL 7144569 | 0.04% |
| ERAC USA FINANCE LLC P/P 144A 04.5000 02/15/2045 | 0.04% |
| LINCOLN NATIONAL CORP SEDOL 2516378 | 0.04% |
| MARSH & MCLENNAN COS INC 04.9000 03/15/2049 | 0.04% |
| MBX.FN30.500.10 R USL1M P 01/12/41 BC | 0.04% |
| MONDELEZ INT HOLD NE P/P 144A 02.1250 09/19/2022 | 0.04% |
| PINNACLE WEST CAPITAL SEDOL 2048804 | 0.04% |
| SKANDINAVISKA ENSKILDA BAN-A SEDOL 4813345 | 0.04% |
| VISTRA OPERATION P/P 144A 03.5500 07/15/2024 | 0.04% |
| ZALANDO SE SEDOL BQV0SV7 | 0.04% |
| ABB LTD-REG SEDOL 7108899 | 0.04% |
| AVIVA PLC SEDOL 0216238 | 0.04% |
| BROADCOM INC 04.1500 11/15/2030 | 0.04% |
| BRUNSWICK CORP SEDOL 2149309 | 0.04% |
| CCO HOLDINGS LLC P/P 144A 05.3750 06/01/2029 | 0.04% |
| COVESTRO AG SEDOL BYTBWY9 | 0.04% |
| DOLLAR GENERAL CORP 03.2500 04/15/2023 | 0.04% |
| ERAC USA FINANCE LLC P/P 144A 07.0000 10/15/2037 | 0.04% |
| LBMLT 2004-1 A2 00.9751 02/25/2034 | 0.04% |
| MARSH & MCLENNAN COS INC 04.3750 03/15/2029 | 0.04% |
| ORACLE CORP 05.3750 07/15/2040 | 0.04% |
| ORSTED A/S SEDOL BYT16L4 | 0.04% |
| REPUBLIC OF COLOMBIA USD 03.8750 04/25/2027 | 0.04% |
| SECOM CO LTD SEDOL 6791591 | 0.04% |
| TRANSCANADA TRUST USD 05.3000 03/15/2077 | 0.04% |
| AKZO NOBEL N.V. SEDOL BJ2KSG2 | 0.04% |
| FIDELITY NATIONAL INFORM 04.2500 05/15/2028 | 0.04% |
| HITACHI LTD SEDOL 6429104 | 0.04% |
| NRG P/P 144A 03.7500 06/15/2024 | 0.04% |
| TELEDYNE TECHNOLOGIES INC SEDOL 2503477 | 0.04% |
| WOOLWORTHS GROUP LTD SEDOL 6981239 | 0.04% |
| CAS 2016-C03 2M2 06.0751 10/25/2028 | 0.04% |
| CISCO SYSTEMS INC 02.2000 02/28/2021 | 0.04% |
| EXXON MOBIL CORPORATION 02.2220 03/01/2021 | 0.04% |
| ING BANK NV P/P 144A 05.8000 09/25/2023 | 0.04% |
| MOLSON COORS BEVERAGE CO - B SEDOL B067BM3 | 0.04% |
| PEUGEOT SA SEDOL 7103526 | 0.04% |
| SIG COMBIBLOC GROUP AG SEDOL BD5GN60 | 0.04% |
| TAIWAN SEMICONDUCTOR MANUFAC SEDOL 6889106 | 0.04% |
| TARGA RESOURCES PART 05.0000 01/15/2028 | 0.04% |
| THALES SA SEDOL 4162791 | 0.04% |
| TRUIST BANK 02.6360 09/17/2029 | 0.04% |
| VISTRA CORP P/P 144A 04.3000 07/15/2029 | 0.04% |
| WAMU 2005-AR12 1A8 03.6881 10/25/2035 | 0.04% |
| WFRBS 2011-C3 D P/P 144A 05.8525 03/15/2044 | 0.04% |
| AES CORP/THE 05.5000 04/15/2025 | 0.04% |
| AIR LEASE CORP 04.6250 10/01/2028 | 0.04% |
| APTARGROUP INC SEDOL 2045247 | 0.04% |
| CHINA MOBILE LTD SEDOL 6073556 | 0.04% |
| CITIGROUP INC 04.6000 03/09/2026 | 0.04% |
| DIAGEO PLC SEDOL 0237400 | 0.04% |
| DUKE ENERGY INDIANA LLC 06.4500 04/01/2039 | 0.04% |
| FHMS K099 X1 IO 01.0055 09/25/2029 | 0.04% |
| HILL-ROM HOLDINGS INC SEDOL 2425924 | 0.04% |
| INTERCONTINENTALEXCHANGE 01.8500 09/15/2032 | 0.04% |
| KION GROUP AG SEDOL BB22L96 | 0.04% |
| LIBERTY MEDIA COR-SIRIUSXM C SEDOL BD8QGH9 | 0.04% |
| NETWORK INTERNATIONAL HOLDIN SEDOL BH3VJ78 | 0.04% |
| UBS AG LONDON P/P 144A 01.7500 04/21/2022 | 0.04% |
| UBS GROUP AG-REG SEDOL BRJL176 | 0.04% |
| CFCRE 2011-C2 E P/P 144A 05.9306 12/15/2047 | 0.03% |
| COX COMM INC P/P 144A 03.5000 08/15/2027 | 0.03% |
| DOMINICAN REPUBLIC REGS 06.8750 01/29/2026 | 0.03% |
| EQUINIX INC 03.2000 11/18/2029 | 0.03% |
| FISERV INC 03.5000 07/01/2029 | 0.03% |
| FIVE CORNERS FUNDING P/P 144A 04.4190 11/15/2023 | 0.03% |
| JPMBB 2013-C12 C 04.2362 07/15/2045 | 0.03% |
| OSHKOSH CORP 04.6000 05/15/2028 | 0.03% |
| SPECTRA ENERGY PARTNERS 03.3750 10/15/2026 | 0.03% |
| VODAFONE GROUP PLC SEDOL BH4HKS3 | 0.03% |
| WORLDLINE SA SEDOL BNFWR44 | 0.03% |
| ALPHABET INC 03.6250 05/19/2021 | 0.03% |
| AMERICAN TOWER CORP 02.9000 01/15/2030 | 0.03% |
| CONSTELLATION BRANDS INC-A SEDOL 2170473 | 0.03% |
| CROWN HOLDINGS INC | 0.03% |
| EQUITY RESIDENTIAL TR REIT | 0.03% |
| FHLMC FR30 ZS9547 UMBS 04.0000 09/01/2045 | 0.03% |
| GOODMAN GROUP SEDOL B03FYZ4 | 0.03% |
| IMPERIAL BRANDS PLC SEDOL 0454492 | 0.03% |
| MSBAM 2012-C5 E P/P 144A 04.8316 08/15/2045 | 0.03% |
| PFIZER INC 01.9500 06/03/2021 | 0.03% |
| QUIDEL CORP SEDOL 2717591 | 0.03% |
| SAMSUNG ELECTRONICS-PREF SEDOL 6773812 | 0.03% |
| SHIONOGI & CO LTD SEDOL 6804682 | 0.03% |
| ZOETIS INC 02.0000 05/15/2030 | 0.03% |
| CANTOR FITZGERALD LP P/P 144A 06.5000 06/17/2022 | 0.03% |
| CHARTER COMM OPT LLC/CAP 03.7500 02/15/2028 | 0.03% |
| CITIGROUP INC 04.7500 05/18/2046 | 0.03% |
| COMCAST CORP 04.0490 11/01/2052 | 0.03% |
| ENERGY TRANSFER OPERATNG 05.2000 02/01/2022 | 0.03% |
| GLOBAL PAYMENTS INC 02.9000 05/15/2030 | 0.03% |
| MORGAN STANLEY 05.5000 07/28/2021 | 0.03% |
| MSC 2011-C3 B P/P 144A 05.4192 07/15/2049 | 0.03% |
| NSTAR ELECTRIC CO 02.3750 10/15/2022 | 0.03% |
| SAMI 2007-AR7 1A1 01.0251 05/25/2047 | 0.03% |
| SOFTWARE AG SEDOL BF06WX9 | 0.03% |
| WH GROUP LTD SEDOL BLLHKZ1 | 0.03% |
| BHP GROUP PLC SEDOL BH0P3Z9 | 0.03% |
| BRISTOL-MYERS 03.4000 07/26/2029 | 0.03% |
| CHS/COMMUNITY HEALTH SYS 06.2500 03/31/2023 | 0.03% |
| COMM 2013-CR13 AM 04.4490 11/10/2046 | 0.03% |
| COMPUGROUP MEDICAL SE & CO K SEDOL BMY7CH1 | 0.03% |
| CREDIT SUISSE GRP AG P/P 144A 03.8690 01/12/2029 | 0.03% |
| CWALT 2005-59 1A1 00.4880 11/20/2035 | 0.03% |
| CWALT 2006-OA7 1A2 02.1107 06/25/2046 | 0.03% |
| EDP-ENERGIAS DE PORTUGAL SA SEDOL 4103596 | 0.03% |
| EQUITABLE HOLDINGS INC SEDOL BKRMR96 | 0.03% |
| FLUTTER ENTERTAINMENT PLC SEDOL BWXC0Z1 | 0.03% |
| GSMS 2016-GS3 A4 02.8500 10/10/2049 | 0.03% |
| GSMS 2017-GS7 AS 03.6630 08/10/2050 | 0.03% |
| NUTRIEN LTD. USD 04.2000 04/01/2029 | 0.03% |
| PENSKE TRUCK LEASING P/P 144A 03.9000 02/01/2024 | 0.03% |
| SAREPTA THERAPEUTICS INC SEDOL B8DPDT7 | 0.03% |
| T-MOBILE USA INC 06.3750 03/01/2025 | 0.03% |
| VIRTU FINANCIAL INC-CLASS A SEDOL BWTVWD4 | 0.03% |
| VOLKSWAGEN AG PFD SEDOL 5497168 | 0.03% |
| WFCM 2013-LC12 C 04.4107 07/15/2046 | 0.03% |
| WFRBS 2011-C5 D P/P 144A 05.8444 11/15/2044 | 0.03% |
| BANK OF AMERICA CORP 06.1000 12/29/2049 | 0.03% |
| BANK OF NOVA SCOTIA USD 02.0000 11/15/2022 | 0.03% |
| CK ASSET HOLDINGS LTD SEDOL BYZQ077 | 0.03% |
| COMM 2013-CR11 C P/P 144A 05.2854 08/10/2050 | 0.03% |
| KINGFISHER PLC SEDOL 3319521 | 0.03% |
| LLOYDS BANKING GROUP PLC USD 04.6500 03/24/2026 | 0.03% |
| REPUBLIC OF KAZAKHSTAN REGS 05.1250 07/21/2025 | 0.03% |
| REPUBLICA ORIENT URUGUAY USD 07.6250 03/21/2036 | 0.03% |
| STACR 2016-DNA1 M3 05.7251 07/25/2028 | 0.03% |
| UNUM GROUP SEDOL 2433842 | 0.03% |
| AKAMAI TECHNOLOGIES INC SEDOL 2507457 | 0.03% |
| ALLISON TRANSMISSION HOLDING SEDOL B4PZ892 | 0.03% |
| AXALTA COATING SYSTEMS LTD SEDOL BSFWCF5 | 0.03% |
| CI FINANCIAL CORP SEDOL B3KT0S5 | 0.03% |
| COMCAST CORP 03.9990 11/01/2049 | 0.03% |
| CREDIT AGRICOLE SA SEDOL 7262610 | 0.03% |
| DBS GROUP HOLDINGS LTD SEDOL 6175203 | 0.03% |
| FORTESCUE METALS GROUP LTD SEDOL B2B2B49 | 0.03% |
| HONEYWELL INTL 03.8120 11/21/2047 | 0.03% |
| JAPAN EXCHANGE GROUP INC SEDOL 6743882 | 0.03% |
| LEGRAND SA SEDOL B11ZRK9 | 0.03% |
| LINDE PLC SEDOL BYWD9S5 | 0.03% |
| MSBAM 2014-C14 C 05.1105 02/15/2047 | 0.03% |
| PETROBRAS GLOBAL FINANCE USD 07.3750 01/17/2027 | 0.03% |
| TPMT 2015-1 A2 P/P 144A 03.2500 10/25/2053 | 0.03% |
| VIACOMCBS INC 02.9000 01/15/2027 | 0.03% |
| BANCO BILBAO VIZCAYA ARGENTA SEDOL 5501906 | 0.03% |
| CAS 2016-C01 2M2 07.1251 08/25/2028 | 0.03% |
| CGCMT 2014-GC21 AS 04.0260 05/10/2047 | 0.03% |
| DH EUROPE FINANCE II USD 03.4000 11/15/2049 | 0.03% |
| DISH DBS CORP 05.8750 11/15/2024 | 0.03% |
| DOMINICAN REPUBLIC REGS 08.6250 04/20/2027 | 0.03% |
| E.ON SE SEDOL 4942904 | 0.03% |
| GOLDMAN SACHS GROUP INC 02.6000 02/07/2030 | 0.03% |
| KEYCORP SEDOL 2490911 | 0.03% |
| KKR GROUP FIN CO III P/P 144A 05.1250 06/01/2044 | 0.03% |
| MOODY'S CORPORATION 02.5500 08/18/2060 | 0.03% |
| NEUBERGER BERMAN GRP P/P 144A 04.8750 04/15/2045 | 0.03% |
| NIPPON PROLOGIS REIT INC SEDOL B98BC67 | 0.03% |
| NIPPON TELEGRAPH & TELEPHONE SEDOL 6641373 | 0.03% |
| ORIX CORP SEDOL 6661144 | 0.03% |
| PPG INDUSTRIES INC SEDOL 2698470 | 0.03% |
| PPL CAPITAL FUNDING INC 04.2000 06/15/2022 | 0.03% |
| PUBLIC SERVICE ELECTRIC 05.5000 03/01/2040 | 0.03% |
| SABINE PASS LIQUEFACTION 04.2000 03/15/2028 | 0.03% |
| AHM 2007-1 GA1C 00.3651 05/25/2047 | 0.03% |
| APPLE INC 02.8500 05/06/2021 | 0.03% |
| APPLE INC 03.4500 05/06/2024 | 0.03% |
| CELANESE US HOLDINGS LLC 03.5000 05/08/2024 | 0.03% |
| COMMONWEALTH EDISON CO 05.9000 03/15/2036 | 0.03% |
| DIAMONDBACK ENERGY INC 03.2500 12/01/2026 | 0.03% |
| ENTERPRISE PRODUCTS OPER 02.8000 01/31/2030 | 0.03% |
| GLAXOSMITHKLINE PLC SEDOL 0925288 | 0.03% |
| GSMS 2011-GC3 C P/P 144A 05.7515 03/10/2044 | 0.03% |
| GSMS 2019-GC42 AS 03.2117 09/01/2052 | 0.03% |
| LMAT 2019-GS7 A1 03.2500 11/25/2059 | 0.03% |
| NIHON M&A CENTER INC SEDOL B1DN466 | 0.03% |
| PALTAC CORPORATION SEDOL B61BG94 | 0.03% |
| REPUBLIC OF SOUTH AFRICA USD 04.8500 09/27/2027 | 0.03% |
| TEMPO ACQ LLC/FI P/P 144A 06.7500 06/01/2025 | 0.03% |
| TOKYO ELECTRON LTD SEDOL 6895675 | 0.03% |
| WEYERHAEUSER CO 07.3750 03/15/2032 | 0.03% |
| WFRBS 2013-C11 AS 03.3110 03/15/2045 | 0.03% |
| ATLAS COPCO AB-A SHS SEDOL BD97BN2 | 0.03% |
| CAS 2016-C06 1M2 04.4251 04/25/2029 | 0.03% |
| CITIGROUP INC 02.9000 12/08/2021 | 0.03% |
| CSC HOLDINGS LLC P/P 144A 07.5000 04/01/2028 | 0.03% |
| FIDELITY NATIONAL FINANCIAL SEDOL BNBRDD4 | 0.03% |
| GLENCORE FUNDING LLC P/P 144A 04.6250 04/29/2024 | 0.03% |
| LMAT 2020-GS1 A1 02.8820 10/25/2059 | 0.03% |
| MSBAM 2014-C17 C 04.6565 08/15/2047 | 0.03% |
| NETFLIX INC SEDOL 2857817 | 0.03% |
| NTT DOCOMO INC SEDOL 6129277 | 0.03% |
| OSAT 2020-RPL1 A1 03.1990 12/26/2059 | 0.03% |
| SHIN-ETSU CHEMICAL CO LTD SEDOL 6804585 | 0.03% |
| SPRINT CAPITAL CORPORATION 06.8750 11/15/2028 | 0.03% |
| THE BANK OF NOVA SCOTIA USD 02.7000 03/07/2022 | 0.03% |
| UBI SOFT ENTERTA SEDOL B1L3CS6 | 0.03% |
| VERTIV TLB L+300 04.6550 03/02/2027 | 0.03% |
| VIDEOTRON LTD / LTEE P/P 144A 05.1250 04/15/2027 | 0.03% |
| 3I GROUP PLC SEDOL B1YW440 | 0.02% |
| AMERICAN INTL GROUP 08.1750 05/15/2058 | 0.02% |
| ASML HOLDING NV SEDOL B929F46 | 0.02% |
| BRAMBLES LTD SEDOL B1FJ0C0 | 0.02% |
| CACI INTERNATIONAL INC -CL A SEDOL 2159267 | 0.02% |
| CAS 2017-C01 1M2 03.7251 07/25/2029 | 0.02% |
| CATERPILLAR INC SEDOL 2180201 | 0.02% |
| CMLTI 2005-2 1A2A 04.0630 05/25/2035 | 0.02% |
| COMCAST CORP 03.1500 03/01/2026 | 0.02% |
| CREDIT AGRICOLE SA P/P 144A 04.0000 01/10/2033 | 0.02% |
| DIASORIN SPA SEDOL B234WN9 | 0.02% |
| GNR 2016-H16 EI IO 02.4955 06/20/2066 | 0.02% |
| MARRIOTT INTERNATIONAL 04.6250 06/15/2030 | 0.02% |
| RELIANCE STEEL & ALUMINUM SEDOL 2729068 | 0.02% |
| RENESAS ELECTRONICS CORP SEDOL 6635677 | 0.02% |
| SARTORIUS STEDIM BIOTECH SEDOL BYZ2QP5 | 0.02% |
| SINGAPORE EXCHANGE LTD SEDOL 6303866 | 0.02% |
| TENET HEALTHCARE P/P 144A 04.8750 01/01/2026 | 0.02% |
| WALGREENS BOOTS ALLIANCE INC SEDOL BTN1Y44 | 0.02% |
| 10X GENOMICS INC-CLASS A SEDOL BKS3RS7 | 0.02% |
| AGL ENERGY LTD SEDOL BSS7GP5 | 0.02% |
| BANK 2019-BN20 XA IO 00.9628 09/15/2062 | 0.02% |
| BANK LEUMI LE-ISRAEL SEDOL 6076425 | 0.02% |
| BRITISH AMERICAN TOBACCO PLC SEDOL 0287580 | 0.02% |
| CAMDEN PROPERTY TRUST SEDOL 2166320 | 0.02% |
| CFCRE 2011-C1 D P/P 144A 06.2917 04/15/2044 | 0.02% |
| CHEVRON CORP 02.1000 05/16/2021 | 0.02% |
| EIFFAGE SEDOL B13X013 | 0.02% |
| GENTEX CORP SEDOL 2366799 | 0.02% |
| HCA INC 05.5000 06/15/2047 | 0.02% |
| JPMCC 2010-C2 C P/P 144A 05.8374 11/15/2043 | 0.02% |
| JPMCC 2012-C6 E P/P 144A 05.3240 05/15/2045 | 0.02% |
| JPMCC 2013-C16 AS 04.5169 12/15/2046 | 0.02% |
| PACIFIC GAS & ELECTRIC 02.1000 08/01/2027 | 0.02% |
| PPSI 2004-WCW2 M3 01.2251 10/25/2034 | 0.02% |
| SIRIUS XM HOLDINGS INC SEDOL BGLDK10 | 0.02% |
| SLM CORP | 0.02% |
| TOTAL CAPITAL INTL SA USD 02.7500 06/19/2021 | 0.02% |
| TRUIST FINANCIAL CORP 04.8000 12/31/2099 | 0.02% |
| ADECCO GROUP AG-REG SEDOL 7110720 | 0.02% |
| ALIMEN COUCHE P/P 144A 02.9500 01/25/2030 | 0.02% |
| COMM 2013-CR11 AM 04.7150 08/10/2050 | 0.02% |
| CRED SUIS GP FUN LTD USD 03.4500 04/16/2021 | 0.02% |
| DBUBS 2011-LC2A B P/P 144A 04.9980 07/10/2044 | 0.02% |
| DEUTSCHE TELEKOM INT FIN USD 08.7500 06/15/2030 | 0.02% |
| DOMINICAN REPUBLIC REGS 06.5000 02/15/2048 | 0.02% |
| ITOCHU TECHNO-SOLUTIONS CORP SEDOL 6200194 | 0.02% |
| JPMBB 2014-C19 C 04.8330 04/15/2047 | 0.02% |
| LOGITECH INTERNATIONAL-REG SEDOL B18ZRK2 | 0.02% |
| NEXON CO LTD SEDOL B63QM77 | 0.02% |
| PORSCHE AUTOMOBIL HLDG-PRF SEDOL 7101069 | 0.02% |
| PRUDENTIAL FINANCIAL INC 05.2000 03/15/2044 | 0.02% |
| RINGCENTRAL INC-CLASS A SEDOL BDZCRX3 | 0.02% |
| STACR 2014-HQ2 M3 03.9251 09/25/2024 | 0.02% |
| STACR 2016-HQA2 M3 05.3251 11/25/2028 | 0.02% |
| UNITED MEXICAN STATES USD 03.2500 04/16/2030 | 0.02% |
| US BANCORP 02.9500 07/15/2022 | 0.02% |
| WELLS FARGO & COMPANY 05.8750 12/29/2049 | 0.02% |
| WESTROCK MWV LLC 07.9500 02/15/2031 | 0.02% |
| WFCM 2013-LC12 AS 04.4107 07/15/2046 | 0.02% |
| APPALACHIAN POWER CO 04.6000 03/30/2021 | 0.02% |
| BECTON DICKINSON AND CO 02.8230 05/20/2030 | 0.02% |
| CD 2017-CD3 A4 03.6310 02/10/2050 | 0.02% |
| CENTENE CORP 04.6250 12/15/2029 | 0.02% |
| CGCMT 2014-GC19 AS 04.3450 03/10/2047 | 0.02% |
| COMM 2014-CR18 C 04.8818 07/15/2047 | 0.02% |
| CON EDISON CO OF NY INC 04.2000 03/15/2042 | 0.02% |
| CREDIT SUISSE GRP AG P/P 144A 06.2500 12/18/2024 | 0.02% |
| CWALT 2006-OA19 A1 00.3380 02/20/2047 | 0.02% |
| DISCOVERY INC - A SEDOL B3D7K31 | 0.02% |
| DRMT 2020-2 A1 01.6920 05/25/2065 | 0.02% |
| FHMS K104 XAM 01.3839 01/25/2030 | 0.02% |
| GSMS 2010-C1 D P/P 144A 06.1248 08/10/2043 | 0.02% |
| JPMBB 2013-C12 B 04.2362 07/15/2045 | 0.02% |
| LVMH MOET HENNESSY LOUIS VUI SEDOL 4061412 | 0.02% |
| OTIS WORLDWIDE CORP P/P 144A 02.5650 02/15/2030 | 0.02% |
| OTSUKA CORP SEDOL 6267058 | 0.02% |
| PACKAGING CORP OF AMERIC 04.5000 11/01/2023 | 0.02% |
| RAYTHEON TECH CORP P/P 144A 04.8750 10/15/2040 | 0.02% |
| STACR 2016-HQA1 M3 06.5251 09/25/2028 | 0.02% |
| STACR 2017-DNA1 M2 03.4251 07/25/2029 | 0.02% |
| TEMPUR SEALY INTERNATIONAL I SEDOL 2216991 | 0.02% |
| TRANSDIGM INC. P/P 144A 06.2500 03/15/2026 | 0.02% |
| UBSCM 2012-C1 C P/P 144A 05.7546 05/10/2045 | 0.02% |
| UNITEDHEALTH GROUP INC 02.8750 03/15/2022 | 0.02% |
| VOLVO AB-B SHS SEDOL B1QH830 | 0.02% |
| WAMU 2005-AR10 1A3 03.0278 09/25/2035 | 0.02% |
| ACCENTURE PLC-CL A SEDOL B4BNMY3 | 0.02% |
| AUST & NZ BANKING GR P/P 144A 06.7500 12/29/2049 | 0.02% |
| BANCO SANTANDER SA USD 04.3790 04/12/2028 | 0.02% |
| BGC PARTNERS INC 05.1250 05/27/2021 | 0.02% |
| CAS 2015-C03 2M2 05.1751 07/25/2025 | 0.02% |
| CELANESE CORP SEDOL B05MZT4 | 0.02% |
| CELANESE US HOLDINGS LLC 04.6250 11/15/2022 | 0.02% |
| COUSINS PROPERTIES INC SEDOL BJP0MF6 | 0.02% |
| CVS PASS-THROUGH P/P 144A 04.7040 01/10/2036 | 0.02% |
| DIVERSIFIED HEALTHCARE T 09.7500 06/15/2025 | 0.02% |
| EQUINOR ASA USD 05.1000 08/17/2040 | 0.02% |
| EQUITY LIFESTYLE PROPERTIES SEDOL 2563125 | 0.02% |
| FERRARI NV SEDOL BD6G507 | 0.02% |
| FUJITSU LTD SEDOL 6356945 | 0.02% |
| GNR 2015-H25 BI IO 03.5505 10/20/2065 | 0.02% |
| GSMS 2013-GCJ14 B P/P 144A 04.9020 08/10/2046 | 0.02% |
| HCA INC 04.1250 06/15/2029 | 0.02% |
| HCA INC. 05.3750 09/01/2026 | 0.02% |
| INTL BUSINESS MACHINES CORP SEDOL 2005973 | 0.02% |
| JPMBB 2014-C22 C 04.7056 09/15/2047 | 0.02% |
| JPMCC 2013-LC11 C 03.9582 04/15/2046 | 0.02% |
| MSBAM 2012-C6 D P/P 144A 04.7601 11/15/2045 | 0.02% |
| NATWEST GROUP PLC USD 04.8920 05/18/2029 | 0.02% |
| NOMURA RESEARCH INSTITUTE LT SEDOL 6390921 | 0.02% |
| PENSKE TRUCK LE P/P 144A 03.4000 11/15/2026 | 0.02% |
| PLANTRONICS INC P/P 144A 05.5000 05/31/2023 | 0.02% |
| PULTEGROUP INC 05.5000 03/01/2026 | 0.02% |
| REP OF INDONESIA P/P 144A 04.7500 01/08/2026 | 0.02% |
| SEI INVESTMENTS COMPANY SEDOL 2793610 | 0.02% |
| STANDARD CHARTERED PLC SEDOL 0408284 | 0.02% |
| UBSBB 2012-C2 XA IO P/P 144A 01.4529 05/10/2063 | 0.02% |
| VMWARE INC 03.9000 08/21/2027 | 0.02% |
| WATCO COS LLC/FI P/P 144A 06.5000 06/15/2027 | 0.02% |
| WFRBS 2013-UBS1 AS 04.3060 03/15/2046 | 0.02% |
| ALNYLAM PHARMACEUTICALS INC SEDOL B00FWN1 | 0.02% |
| AMAZON.COM INC 01.5000 06/03/2030 | 0.02% |
| AT&T INC 04.3000 02/15/2030 | 0.02% |
| BAIDU INC - SPON ADR SEDOL B0FXT17 | 0.02% |
| BPCE SA P/P 144A 05.1500 07/21/2024 | 0.02% |
| CSC HOLDINGS LLC 05.2500 06/01/2024 | 0.02% |
| GCP APPLIED TECH P/P 144A 05.5000 04/15/2026 | 0.02% |
| GENERAL MOTORS FINL CO 04.3000 07/13/2025 | 0.02% |
| GNR 2014-116 IL IO 04.0000 08/20/2044 | 0.02% |
| GSMS 2012-GC6 AS P/P 144A 04.9480 01/12/2045 | 0.02% |
| HESS MIDSTREAM P P/P 144A 05.6250 02/15/2026 | 0.02% |
| JPMORGAN CHASE & CO 01.2801 05/15/2047 | 0.02% |
| KINDER MORGAN ENER PART 03.4500 02/15/2023 | 0.02% |
| LEGAL & GENERAL GROUP PLC SEDOL 0560399 | 0.02% |
| LNSTR 2017-5 AS P/P 144A 04.0210 03/10/2050 | 0.02% |
| MINEBEA CO LTD SEDOL 6642406 | 0.02% |
| ORACLE CORP SEDOL 2661568 | 0.02% |
| SNAM SPA SEDOL 7251470 | 0.02% |
| STACR 2015-HQA2 M3 04.9751 05/25/2028 | 0.02% |
| SUMITOMO MITSUI TRUST HOLDIN SEDOL 6431897 | 0.02% |
| TEVA PHARMACEUTICALS NE USD 06.7500 03/01/2028 | 0.02% |
| WFRBS 2012-C9 D P/P 144A 04.9710 11/15/2045 | 0.02% |
| WILMAR INTERNATIONAL LTD SEDOL B17KC69 | 0.02% |
| ARRW 2019-3 A3 03.4160 10/25/2048 | 0.02% |
| ASSOCIATED BRITISH FOODS PLC SEDOL 0673123 | 0.02% |
| CAMPBELL SOUP CO SEDOL 2162845 | 0.02% |
| CBRE SERVICES INC 04.8750 03/01/2026 | 0.02% |
| COMM 2014-CR14 XA IO 00.7302 02/10/2047 | 0.02% |
| COSTCO WHOLESALE CORP SEDOL 2701271 | 0.02% |
| DUKE ENERGY PROGRESS LLC 03.3750 09/01/2023 | 0.02% |
| ENDEAVOR ENERGY P/P 144A 05.7500 01/30/2028 | 0.02% |
| FIAT CHRYSLER AUTOMOBILES NV SEDOL BRJFWP3 | 0.02% |
| FOX CORP 04.0300 01/25/2024 | 0.02% |
| JDE PEET'S BV SEDOL BMC4ZZ3 | 0.02% |
| LIBERTY GLOBAL PLC- C SEDOL B8W67B1 | 0.02% |
| LPL FINANCIAL HOLDINGS INC SEDOL B75JX34 | 0.02% |
| NAVISTAR INTL TLB L+350 03.6600 11/06/2024 | 0.02% |
| PERTAMINA PERSERO PT P/P 144A 04.3000 05/20/2023 | 0.02% |
| QUILTER PLC SEDOL BDCXV26 | 0.02% |
| REP OF INDONESIA P/P 144A 03.3750 04/15/2023 | 0.02% |
| RMLT 2020-2 A2 02.5080 05/25/2060 | 0.02% |
| SERVICE CORPORATION INTL 04.6250 12/15/2027 | 0.02% |
| TENET HEALTHCARE COR P/P 144A 05.1250 11/01/2027 | 0.02% |
| VONOVIA SE SEDOL BBJPFY1 | 0.02% |
| WAMU 2004-AR3 A2 03.6636 06/25/2034 | 0.02% |
| AENA SME SA SEDOL BVRZ8L1 | 0.02% |
| ALIBABA GROUP HOLDING LTD SEDOL BK6YZP5 | 0.02% |
| ALKERMES PLC SEDOL B3P6D26 | 0.02% |
| ARD FINANCE SA P/P 144A 06.5000 06/30/2027 | 0.02% |
| AURIZON HOLDINGS LTD SEDOL B87CVM3 | 0.02% |
| BOISE CASCADE CO P/P 144A 05.6250 09/01/2024 | 0.02% |
| CEMEX FINANCE LLC P/P 144A 06.0000 04/01/2024 | 0.02% |
| COMM 2014-LC15 AM 04.1980 04/10/2047 | 0.02% |
| DAIWA HOUSE INDUSTRY CO LTD SEDOL 6251363 | 0.02% |
| DROPBOX INC-CLASS A SEDOL BG0T321 | 0.02% |
| ELECTRONIC ARTS INC SEDOL 2310194 | 0.02% |
| ENI SPA SEDOL 7145056 | 0.02% |
| EOG RESOURCES INC SEDOL 2318024 | 0.02% |
| FAIRFAX US INC P/P 144A 04.8750 08/13/2024 | 0.02% |
| FAURECIA SEDOL 4400446 | 0.02% |
| FHMS KW10 X1 IO 00.7737 09/25/2029 | 0.02% |
| GLENCORE FUNDING LLC P/P 144A 01.6250 09/01/2025 | 0.02% |
| HALLIBURTON CO SEDOL 2405302 | 0.02% |
| JPMORGAN CHASE & CO 02.9560 05/13/2031 | 0.02% |
| KBC GROUP NV SEDOL 4497749 | 0.02% |
| MONDELEZ INTL HLDING P/P 144A 02.0000 10/28/2021 | 0.02% |
| MSBAM 2015-C24 B 04.4876 05/15/2048 | 0.02% |
| NETFLIX INC. 05.8750 11/15/2028 | 0.02% |
| NORTONLIFELOCK INC SEDOL BJN4XN5 | 0.02% |
| NOVELIS CORP P/P 144A 05.8750 09/30/2026 | 0.02% |
| PROLOGIS LP 02.2500 04/15/2030 | 0.02% |
| SCOTTS MIRACLE-GRO CO SEDOL 2781518 | 0.02% |
| SILGAN HOLDINGS INC SEDOL 2809324 | 0.02% |
| STAPLES INC P/P 144A 07.5000 04/15/2026 | 0.02% |
| SUN HUNG KAI PROPERTIES SEDOL 6859927 | 0.02% |
| TREASURY BILL 00.0000 10/22/2020 | 0.02% |
| WAMU 2005-AR11 A1B3 00.5751 08/25/2045 | 0.02% |
| WASTE PRO USA INC P/P 144A 05.5000 02/15/2026 | 0.02% |
| WFCM 2013-LC12 D P/P 144A 04.4107 07/15/2046 | 0.02% |
| APPLE INC 02.8500 05/11/2024 | 0.02% |
| BERKSHIRE HATHAWAY FIN 04.3000 05/15/2043 | 0.02% |
| BROADRIDGE FINANCIAL SOLUTIO SEDOL B1VP7R6 | 0.02% |
| CVS HEALTH CORP 03.7000 03/09/2023 | 0.02% |
| DIAMOND 1 FIN/DIAMON P/P 144A 08.3500 07/15/2046 | 0.02% |
| EMIR 2018-1 M1 01.8751 11/25/2028 | 0.02% |
| ENERGY TRANSFER OPERATNG 02.9000 05/15/2025 | 0.02% |
| EQUITY COMMONWEALTH SEDOL BPH3N63 | 0.02% |
| GNR 2017-162 QI IO 05.0000 10/11/2047 | 0.02% |
| GRAY TELEVISION INC P/P 144A 07.0000 05/15/2027 | 0.02% |
| GSMS 2013-GC10 XA IO 01.6399 02/10/2046 | 0.02% |
| HIKMA PHARMACEUTICALS PLC SEDOL B0LCW08 | 0.02% |
| IHEARTCOMMUNICATIONS INC 08.3750 05/01/2027 | 0.02% |
| JM SMUCKER CO/THE SEDOL 2951452 | 0.02% |
| KEURIG DR PEPPER INC 04.0570 05/25/2023 | 0.02% |
| LENNAR CORP-A SEDOL 2511920 | 0.02% |
| MERCK & CO. INC. 02.7500 02/10/2025 | 0.02% |
| NEWMARKET CORP SEDOL B01CGF1 | 0.02% |
| NIELSEN HOLDINGS PLC SEDOL BWFY550 | 0.02% |
| PULTEGROUP INC. 07.8750 06/15/2032 | 0.02% |
| STACR 2020-HQA1 M2 02.0751 01/25/2050 | 0.02% |
| UNILEVER PLC SEDOL B10RZP7 | 0.02% |
| UNITEDHEALTH GROUP INC 02.0000 05/15/2030 | 0.02% |
| WFCM 2016-LC25 XA IO 01.1184 12/15/2059 | 0.02% |
| ABBVIE INC P/P 144A 03.4500 03/15/2022 | 0.02% |
| AES CORP SEDOL 2002479 | 0.02% |
| APARTMENT INVT & MGMT CO -A SEDOL BJLNBG3 | 0.02% |
| BAFC 2005-B 3M1 00.8330 04/20/2035 | 0.02% |
| BMW US CAPITAL LLC P/P 144A 03.4000 08/13/2021 | 0.02% |
| CAS 2014-C03 2M2 03.0751 07/25/2024 | 0.02% |
| CAS 2019-HRP1 M2 02.3251 11/25/2039 | 0.02% |
| CK HUTCHISON HOLDINGS LTD SEDOL BW9P816 | 0.02% |
| DIRECT LINE INSURANCE GROUP SEDOL BY9D0Y1 | 0.02% |
| GFL ENVIRONMENTAL P/P 144A 07.0000 06/01/2026 | 0.02% |
| GJENSIDIGE FORSIKRING ASA SEDOL B4PH0C5 | 0.02% |
| HENDERSON LAND DEVELOPMENT SEDOL 6420538 | 0.02% |
| IMMUNOMEDICS INC SEDOL 2457961 | 0.02% |
| IPALCO ENTPRS IN 03.7000 09/01/2024 | 0.02% |
| ISRAEL DISCOUNT BANK -A SEDOL 6451271 | 0.02% |
| MGIC INVESTMENT CORP SEDOL 2548616 | 0.02% |
| MSC 2011-C3 D P/P 144A 05.4192 07/15/2049 | 0.02% |
| NIELSEN FIN LLC/CO P/P 144A 05.0000 04/15/2022 | 0.02% |
| NITTO DENKO CORP SEDOL 6641801 | 0.02% |
| PALO ALTO NETWORKS INC SEDOL B87ZMX0 | 0.02% |
| PANDORA A/S SEDOL B44XTX8 | 0.02% |
| REINSURANCE GROUP OF AMERICA SEDOL 2731193 | 0.02% |
| SEK/USD 09/16/2020 GSFX | 0.02% |
| TENET HEALTHCARE CORPORATION 08.1250 04/01/2022 | 0.02% |
| UBSCM 2017-C7 XA IO 01.2009 12/15/2050 | 0.02% |
| WAMU 2005-AR9 A1C3 01.1351 07/25/2045 | 0.02% |
| A2 MILK CO LTD SEDOL 6287250 | 0.02% |
| ARKEMA SEDOL B0Z5YZ2 | 0.02% |
| BERKELEY GROUP HOLDINGS/THE SEDOL B02L3W3 | 0.02% |
| BRAND ENERGY & I P/P 144A 08.5000 07/15/2025 | 0.02% |
| BRAND ENERGY TL L+425 05.2500 06/21/2024 | 0.02% |
| CAS 2014-C04 1M2 05.0751 11/25/2024 | 0.02% |
| CENOVUS ENERGY INC SEDOL B57FG04 | 0.02% |
| CLP HOLDINGS LTD SEDOL 6097017 | 0.02% |
| COLES GROUP LTD SEDOL BYWR0T5 | 0.02% |
| COMPASS MIN INTL P/P 144A 06.7500 12/01/2027 | 0.02% |
| DISCOVERY COMMUNICATIONS 03.6250 05/15/2030 | 0.02% |
| FORD MOTOR COMPANY 09.0000 04/22/2025 | 0.02% |
| GENERAL DYNAMICS CORP 02.2500 11/15/2022 | 0.02% |
| HIKARI TSUSHIN INC SEDOL 6416322 | 0.02% |
| HSBC USA INC 03.5000 06/23/2024 | 0.02% |
| ING GROEP NV-CVA SEDOL 7154182 | 0.02% |
| KOITO MANUFACTURING CO LTD SEDOL 6496324 | 0.02% |
| LASERTEC CORP SEDOL 6506267 | 0.02% |
| SMC CORP SEDOL 6763965 | 0.02% |
| SPRINT CORP 07.2500 09/15/2021 | 0.02% |
| TELSTRA CORP LTD SEDOL 6087289 | 0.02% |
| TOSHIBA CORP SEDOL 6897217 | 0.02% |
| UBSBB 2012-C2 D P/P 144A 05.0456 05/10/2063 | 0.02% |
| UNIVAR SOLUTIONS P/P 144A 05.1250 12/01/2027 | 0.02% |
| WEST JAPAN RAILWAY CO SEDOL 6957995 | 0.02% |
| ZURICH INSURANCE GROUP AG SEDOL 5983816 | 0.02% |
| 21VIANET GROUP INC-ADR SEDOL B3Q0VS9 | 0.01% |
| ALLISON TRANSMISSION P/P 144A 04.7500 10/01/2027 | 0.01% |
| ASHLAND GLOBAL HOLDINGS INC SEDOL BYND5N1 | 0.01% |
| BANFF MERGER SUB INC P/P 144A 09.7500 09/01/2026 | 0.01% |
| BOC HONG KONG HOLDINGS LTD SEDOL 6536112 | 0.01% |
| CALPINE CORP P/P 144A 04.5000 02/15/2028 | 0.01% |
| CAMDEN PROPERTY TRUST 04.8750 06/15/2023 | 0.01% |
| CAPGEMINI SE SEDOL 4163437 | 0.01% |
| CAS 2017-C01 1EB1 01.4251 07/25/2029 | 0.01% |
| CGCMT 2014-GC19 D P/P 144A 05.2623 03/10/2047 | 0.01% |
| CHUGAI PHARMACEUTICAL CO LTD SEDOL 6196408 | 0.01% |
| CME GROUP INC SEDOL 2965839 | 0.01% |
| COLT 2020-2 A1 01.8530 03/25/2065 | 0.01% |
| COMM 2013-CR9 D P/P 144A 04.3855 07/10/2045 | 0.01% |
| CURTISS-WRIGHT CORP SEDOL 2241205 | 0.01% |
| EXTENDED STAY AMERICA INC SEDOL BGH3F75 | 0.01% |
| GNMA GII30 BL6161 06.0000 12/20/2048 | 0.01% |
| GNR 2013-99 AS IO 05.8920 06/20/2043 | 0.01% |
| GREAT LAKES D&D 08.0000 05/15/2022 | 0.01% |
| IRON MOUNTAIN INC P/P 144A 04.8750 09/15/2027 | 0.01% |
| KNORR-BREMSE AG SEDOL BD2P9X9 | 0.01% |
| KOSE CORP SEDOL 6194468 | 0.01% |
| KRAFT HEINZ FOODS CO 03.0000 06/01/2026 | 0.01% |
| KRAFT HEINZ FOODS CO 05.0000 07/15/2035 | 0.01% |
| LPL HOLDINGS INC P/P 144A 05.7500 09/15/2025 | 0.01% |
| M3 INC SEDOL B02K2M3 | 0.01% |
| MAGELLAN FINANCIAL GROUP LTD SEDOL B015YX4 | 0.01% |
| MARATHON PETRO CORP 06.5000 03/01/2041 | 0.01% |
| MATTEL INC P/P 144A 05.8750 12/15/2027 | 0.01% |
| MICROSOFT CORP 02.4000 02/06/2022 | 0.01% |
| MSAC 2004-HE6 M1 01.0001 08/25/2034 | 0.01% |
| NIELSEN CO LUXEM P/P 144A 05.0000 02/01/2025 | 0.01% |
| ONCOR ELECTRIC DELIVERY 05.3000 06/01/2042 | 0.01% |
| PACIFIC GAS & ELECTRIC 02.5000 02/01/2031 | 0.01% |
| PNC FINANCIAL SERVICES 03.3000 03/08/2022 | 0.01% |
| SCIENTIFIC GAMES P/P 144A 07.2500 11/15/2029 | 0.01% |
| SCOTTS MIRACLE-GRO 04.5000 10/15/2029 | 0.01% |
| SHELL INTERNATIONAL FIN USD 01.8750 05/10/2021 | 0.01% |
| STEVENS HLDG CO INC P/P 144A 06.1250 10/01/2026 | 0.01% |
| SUNDRUG CO LTD SEDOL 6817895 | 0.01% |
| SYMRISE AG SEDOL B1JB4K8 | 0.01% |
| TERRIER MEDIA BU P/P 144A 08.8750 12/15/2027 | 0.01% |
| TTM TECHNOLOGIES INC P/P 144A 05.6250 10/01/2025 | 0.01% |
| VIACOMCBS INC 04.0000 01/15/2026 | 0.01% |
| WFCM 2014-LC16 XA IO 01.2510 08/15/2050 | 0.01% |
| AKER BP ASA P/P 144A 03.7500 01/15/2030 | 0.01% |
| ALLY FINANCIAL INC 08.0000 11/01/2031 | 0.01% |
| ARRW 2019-1 A3 04.2080 01/25/2049 | 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% |
| CHARTER COMM OPT LLC 05.3750 05/01/2047 | 0.01% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | 0.01% |
| COMM 2013-LC13 XA IO 01.2927 08/10/2046 | 0.01% |
| CRC ESCROW ISSUER LL P/P 144A 05.2500 10/15/2025 | 0.01% |
| ELISA OYJ SEDOL 5701513 | 0.01% |
| GNR 2016-123 LI IO 03.5000 03/20/2044 | 0.01% |
| GOLDEN NUGGET INC P/P 144A 06.7500 10/15/2024 | 0.01% |
| IDACORP INC SEDOL 2296937 | 0.01% |
| INTELSAT JACKSON HLD P/P 144A 09.7500 07/15/2025 | 0.01% |
| LAFARGEHOLCIM LTD-REG SEDOL 7110753 | 0.01% |
| MARATHON OIL CORP SEDOL 2910970 | 0.01% |
| MATTAMY GROUP CORP P/P 144A 05.2500 12/15/2027 | 0.01% |
| MBX.FN30.500.10 R USL1M P 01/12/41 CI | 0.01% |
| MOODY S CORP | 0.01% |
| NEXSTAR ESCROW P/P 144A 05.6250 07/15/2027 | 0.01% |
| NOMURA REAL ESTATE HOLDINGS SEDOL B1CWJM5 | 0.01% |
| NUTRIEN LTD USD 05.2500 01/15/2045 | 0.01% |
| OBAYASHI CORP SEDOL 6656407 | 0.01% |
| ORTHO-CLINICAL TLB L+325 03.4056 06/30/2025 | 0.01% |
| PERSIMMON PLC SEDOL 0682538 | 0.01% |
| PETROLEOS MEXICANOS P/P 144A 07.6900 01/23/2050 | 0.01% |
| POPULAR INC SEDOL B86QM90 | 0.01% |
| REFINITIV US HLDG P/P 144A 06.2500 05/15/2026 | 0.01% |
| REPUBLIC OF PERU USD 05.6250 11/18/2050 | 0.01% |
| S&P GLOBAL INC 01.2500 08/15/2030 | 0.01% |
| SABINE PASS LIQUEF 05.0000 03/15/2027 | 0.01% |
| SERVICE CORP INTL 05.1250 06/01/2029 | 0.01% |
| SUZUKEN CO LTD SEDOL 6865560 | 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% |
| AMERICAN FINANCIAL GROUP INC SEDOL 2134532 | 0.01% |
| ARCELORMITTAL USD 07.2500 10/15/2039 | 0.01% |
| ASCEND LEARNING LLC P/P 144A 06.8750 08/01/2025 | 0.01% |
| AUTO TRADER GROUP PLC SEDOL BVYVFW2 | 0.01% |
| BAUSCH HLTH COS INC P/P 144A 06.1250 04/15/2025 | 0.01% |
| BIG RVR STL/FIN P/P 144A 07.2500 09/01/2025 | 0.01% |
| BMC EAST LLC P/P 144A 05.5000 10/01/2024 | 0.01% |
| CF INDUSTRIES INC 04.9500 06/01/2043 | 0.01% |
| CHS/COMMUNITY P/P 144A 06.6250 02/15/2025 | 0.01% |
| CLUBCORP HLDG INC P/P 144A 08.5000 09/15/2025 | 0.01% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CS | 0.01% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CS | 0.01% |
| COMPAGNIE DE SAINT-GOBAIN SEDOL 7380482 | 0.01% |
| CONTINENTAL RES 04.5000 04/15/2023 | 0.01% |
| DAITO TRUST CONSTRUCT CO LTD SEDOL 6250508 | 0.01% |
| DCP MIDSTREAM P/P 144A 06.7500 09/15/2037 | 0.01% |
| ELANCO ANIMAL HEALTH 05.9000 08/28/2028 | 0.01% |
| FHR 3065 DC 19.3744 03/15/2035 | 0.01% |
| FINECOBANK SPA SEDOL BNGN9Z1 | 0.01% |
| HOSHIZAKI CORP SEDOL B3FF8W8 | 0.01% |
| HOWARD HUGHES CORP P/P 144A 05.3750 03/15/2025 | 0.01% |
| HUB INTL LTD P/P 144A 07.0000 05/01/2026 | 0.01% |
| HUSKY III HLDG LTD P/P 144A 13.0000 02/15/2025 | 0.01% |
| HUSKY TLB L+300 03.3614 03/28/2025 | 0.01% |
| ISTAR INC 04.7500 10/01/2024 | 0.01% |
| JUNIPER NETWORKS INC SEDOL 2431846 | 0.01% |
| MARRIOTT INTERNATIONAL 05.7500 05/01/2025 | 0.01% |
| MICHELIN (CGDE) SEDOL 4588364 | 0.01% |
| ODAKYU ELECTRIC RAILWAY CO SEDOL 6656106 | 0.01% |
| ONO PHARMACEUTICAL CO LTD SEDOL 6660107 | 0.01% |
| PARK-OHIO INDUSTRIES INC 06.6250 04/15/2027 | 0.01% |
| SABINE PASS LIQUEFAC 05.7500 05/15/2024 | 0.01% |
| SABRE GLBL INC P/P 144A 09.2500 04/15/2025 | 0.01% |
| SPRINT CORP 07.6250 03/01/2026 | 0.01% |
| STACR 2014-HQ3 M3 04.9251 10/25/2024 | 0.01% |
| STACR 2017-DNA2 M1 01.3751 10/25/2029 | 0.01% |
| STANLEY ELECTRIC CO LTD SEDOL 6841106 | 0.01% |
| TALLGRASS NRG PRTNR P/P 144A 05.5000 01/15/2028 | 0.01% |
| TAYLOR WIMPEY PLC SEDOL 0878230 | 0.01% |
| TRANSDIGM INC 05.5000 11/15/2027 | 0.01% |
| VIDEOTRON LTD USD 05.0000 07/15/2022 | 0.01% |
| VISTRA CORP P/P 144A 05.5000 09/01/2026 | 0.01% |
| BAUSCH HEALTH COS INC REGS 04.5000 05/15/2023 | 0.01% |
| BAUSCH HLTH AMERICAS P/P 144A 08.5000 01/31/2027 | 0.01% |
| BAUSCH HLTH COS INC P/P 144A 07.0000 03/15/2024 | 0.01% |
| BROTHER INDUSTRIES LTD SEDOL 6146500 | 0.01% |
| CFCRE 2011-C2 D P/P 144A 05.9306 12/15/2047 | 0.01% |
| CHAMPIONX CORP 06.3750 05/01/2026 | 0.01% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS | 0.01% |
| COMCAST CORP 06.5000 11/15/2035 | 0.01% |
| COMM 2014-UBS4 XA IO 01.2610 08/10/2047 | 0.01% |
| COMM 2014-UBS6 XA IO 01.0375 12/10/2047 | 0.01% |
| DISH NETWORK CV 03.3750 08/15/2026 | 0.01% |
| ENERGY TRANSFER OPERATNG 06.1250 12/15/2045 | 0.01% |
| FHR 3829 AS IO 06.7881 03/15/2041 | 0.01% |
| FIDELITY NATIONAL INFORM 03.0000 08/15/2026 | 0.01% |
| GALAPAGOS NV SEDOL B07Q2V5 | 0.01% |
| GNMA GII30 AY4779 04.5110 03/20/2067 | 0.01% |
| GNMA GII30 BB0107 04.7000 08/20/2067 | 0.01% |
| GNR 2015-H26 EI IO 01.7207 10/20/2065 | 0.01% |
| GOLDMAN SACHS GROUP INC 05.7500 01/24/2022 | 0.01% |
| GREIF INC P/P 144A 06.5000 03/01/2027 | 0.01% |
| GW B-CR SECURITY P/P 144A 09.5000 11/01/2027 | 0.01% |
| JAPAN AIRLINES CO LTD SEDOL B8BRV46 | 0.01% |
| MADISON SQUARE GARDEN ENTERT SEDOL BM8MM05 | 0.01% |
| MATCH GRP HLD II LLC P/P 144A 05.0000 12/15/2027 | 0.01% |
| MEREDITH CORP 06.8750 02/01/2026 | 0.01% |
| NAVISTAR INTL CORP P/P 144A 06.6250 11/01/2025 | 0.01% |
| NUTRIEN LTD USD 02.9500 05/13/2030 | 0.01% |
| PETROBRAS GLOBAL FIN USD 05.9990 01/27/2028 | 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% |
| QVC INC 04.8500 04/01/2024 | 0.01% |
| SAMI 2007-AR1 2A1 00.3551 01/25/2037 | 0.01% |
| SMITH & NEPHEW PLC SEDOL 0922320 | 0.01% |
| SOLENIS 1STL L+400 04.2556 06/26/2025 | 0.01% |
| STARWOOD PROPERTY TRUST INC SEDOL B3PQ520 | 0.01% |
| T-MOBILE USA INC 04.7500 02/01/2028 | 0.01% |
| TRANSUNION SEDOL BYMWL86 | 0.01% |
| TWDC ENTERPRISES 18 CORP 02.7500 08/16/2021 | 0.01% |
| US CONCRETE INC 06.3750 06/01/2024 | 0.01% |
| WERNER FINCO LP/INC P/P 144A 08.7500 07/15/2025 | 0.01% |
| WESTPAC BANKING CORP USD 04.4210 07/24/2039 | 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% |
| ALLEGHENY TECHNOLOGIES INC 07.8750 08/15/2023 | 0.01% |
| AMERICAN CAMPUS COMMUNITIES SEDOL B02H871 | 0.01% |
| BCE INC SEDOL B188TH2 | 0.01% |
| BROOKFIELD RESID P/P 144A 06.2500 09/15/2027 | 0.01% |
| CAPITAL ONE FINANCIAL CO 04.2000 10/29/2025 | 0.01% |
| COMM 2014-CR17 XA IO 01.1317 05/10/2047 | 0.01% |
| DIAMOND SPORTS GR/DI P/P 144A 06.6250 08/15/2027 | 0.01% |
| EUR/USD CALL 1.23 20210215 BANKAM | 0.01% |
| EUR/USD CALL 1.23 20210215 UBS | 0.01% |
| FHR 3249 PS 21.7408 12/15/2036 | 0.01% |
| FISHER PAYKEL SEDOL 6340250 | 0.01% |
| FNR 2006-8 HP 23.9245 03/25/2036 | 0.01% |
| GENERAL ELECTRIC CO SEDOL 2380498 | 0.01% |
| GNMA GII30 AY2298 04.7000 05/20/2067 | 0.01% |
| GNMA GII30 BA7681 04.6160 06/20/2067 | 0.01% |
| GNMA GII30 BL6235 06.0000 04/20/2049 | 0.01% |
| GSMS 2011-GC5 AS P/P 144A 05.2090 08/10/2044 | 0.01% |
| ICL GROUP LTD SEDOL 6455530 | 0.01% |
| INTEL CORP SEDOL 2463247 | 0.01% |
| ISTAR INC. 04.2500 08/01/2025 | 0.01% |
| JONES LANG LASALLE INC SEDOL 2040640 | 0.01% |
| JPMCC 2012-LC9 D P/P 144A 04.5655 12/15/2047 | 0.01% |
| KINDER MORGAN ENER PART 05.4000 09/01/2044 | 0.01% |
| KOBE BUSSAN CO LTD SEDOL B14RJB7 | 0.01% |
| KONE OYJ-B SEDOL B09M9D2 | 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% |
| MASTEC INC P/P 144A 04.5000 08/15/2028 | 0.01% |
| MATTAMY GROUP CORP P/P 144A 04.6250 03/01/2030 | 0.01% |
| MLMI 2005-A2 A2 03.7815 02/25/2035 | 0.01% |
| NEUROCRINE BIOSCIENCES INC SEDOL 2623911 | 0.01% |
| OCCIDENTAL PETROLEUM COR 06.4500 09/15/2036 | 0.01% |
| ONEMAIN FINANCE CORP 05.3750 11/15/2029 | 0.01% |
| POMEGRANATE MERGER S P/P 144A 09.7500 05/01/2023 | 0.01% |
| RBS GLOBAL/REXNO P/P 144A 04.8750 12/15/2025 | 0.01% |
| RECRUIT HOLDINGS CO LTD SEDOL BQRRZ00 | 0.01% |
| SEKISUI HOUSE LTD SEDOL 6793906 | 0.01% |
| SIX FLAGS THEME PARK P/P 144A 07.0000 07/01/2025 | 0.01% |
| SMURFIT KAPPA TREASURY USD 07.5000 11/20/2025 | 0.01% |
| STACR 2019-DNA1 M2 02.8251 01/25/2049 | 0.01% |
| TMS INTL HLDG CORP P/P 144A 07.2500 08/15/2025 | 0.01% |
| UNIVISION COMM INC. P/P 144A 05.1250 02/15/2025 | 0.01% |
| USI INC/NY P/P 144A 06.8750 05/01/2025 | 0.01% |
| WESCO DISTRIBUT P/P 144A 07.2500 06/15/2028 | 0.01% |
| YANGZIJIANG SHIPBUILDING SEDOL B1VT035 | 0.01% |
| AIR LIQUIDE SA SEDOL B1YXBJ7 | 0.01% |
| ALBERTSONS COS LLC P/P 144A 07.5000 03/15/2026 | 0.01% |
| AMUNDI SA SEDOL BYZR014 | 0.01% |
| BANK OF AMERICA CORP 01.0734 09/15/2026 | 0.01% |
| BAUSCH HLTH COS INC P/P 144A 07.2500 05/30/2029 | 0.01% |
| BOMBARDIER INC P/P 144A 07.8750 04/15/2027 | 0.01% |
| BT GROUP PLC SEDOL 3091357 | 0.01% |
| BUMT 2005-1 1A1 00.7751 09/25/2045 | 0.01% |
| C.H. ROBINSON WORLDWIDE INC SEDOL 2116228 | 0.01% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS | 0.01% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 JP | 0.01% |
| CNO FINANCIAL GROUP INC 05.2500 05/30/2029 | 0.01% |
| CWALT 2006-24CB A13 00.5251 08/25/2036 | 0.01% |
| CWALT 2006-OA10 1A1 02.1307 08/25/2046 | 0.01% |
| DEVON ENERGY CORPORATION 07.9500 04/15/2032 | 0.01% |
| ENDEAVOR ENERGY P/P 144A 06.6250 07/15/2025 | 0.01% |
| EUR/USD 09/16/2020 BANKAM | 0.01% |
| FHR 3408 EK 25.1417 04/15/2037 | 0.01% |
| GBP/USD 09/16/2020 JPMCB | 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% |
| GNMA GII30 BL6219 06.0000 03/20/2049 | 0.01% |
| GOEASY LTD P/P 144A 05.3750 12/01/2024 | 0.01% |
| HANKYU HANSHIN HOLDINGS INC SEDOL 6408664 | 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% |
| JPMBB 2014-C25 XA IO 00.9977 11/15/2047 | 0.01% |
| KAKAKU.COM INC SEDOL 6689533 | 0.01% |
| KRAFT HEINZ FOODS CO P/P 144A 03.8750 05/15/2027 | 0.01% |
| LIONS GATE CAP HOLD P/P 144A 06.3750 02/01/2024 | 0.01% |
| MEREDITH CORP P/P 144A 06.5000 07/01/2025 | 0.01% |
| MSRR 2015-R4 CB1 00.9973 08/26/2047 | 0.01% |
| NATIONAL BANK OF CANADA SEDOL 2077303 | 0.01% |
| NETFLIX INC 04.8750 04/15/2028 | 0.01% |
| NEWELL BRANDS INC 04.7000 04/01/2026 | 0.01% |
| PACIFIC GAS & ELECTRIC 02.9500 03/01/2026 | 0.01% |
| PANTHER BF AGGRE 2 P/P 144A 08.5000 05/15/2027 | 0.01% |
| PRIME SECURITY SVCS P/P 144A 06.2500 01/15/2028 | 0.01% |
| RYOHIN KEIKAKU CO LTD SEDOL 6758455 | 0.01% |
| S&P GLOBAL INC 02.5000 12/01/2029 | 0.01% |
| SERVICE CORP INTL 03.3750 08/15/2030 | 0.01% |
| SINCLAIR TELE P/P 144A 05.5000 03/01/2030 | 0.01% |
| SIX FLAGS ENT P/P 144A 05.5000 04/15/2027 | 0.01% |
| STARWOOD PROP TR 04.7500 03/15/2025 | 0.01% |
| STATION CASINOS LLC P/P 144A 04.5000 02/15/2028 | 0.01% |
| SWISS LIFE HOLDING AG-REG SEDOL 7437805 | 0.01% |
| TRIPADVISOR INC P/P 144A 07.0000 07/15/2025 | 0.01% |
| UNIVISION COMM P/P 144A 06.6250 06/01/2027 | 0.01% |
| USA COMPRESSION PART 06.8750 04/01/2026 | 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% |
| ACS ACTIVIDADES SEDOL B01FLQ6 | 0.01% |
| AG ISSUER LLC P/P 144A 06.2500 03/01/2028 | 0.01% |
| AIR METHODS CORP P/P 144A 08.0000 05/15/2025 | 0.01% |
| ANTERO RESOURCES 05.3750 11/01/2021 | 0.01% |
| ANTERO RESOURCES FIN 05.1250 12/01/2022 | 0.01% |
| AUD/USD 10/21/2020 HSBCB | 0.01% |
| BLACK KNIGHT INFOSER P/P 144A 03.6250 09/01/2028 | 0.01% |
| BMIR 2018-2A M1B P/P 144A 01.5251 08/25/2028 | 0.01% |
| BUILDERS FIRSTSOURCE P/P 144A 06.7500 06/01/2027 | 0.01% |
| BWAY HOLDING CO P/P 144A 07.2500 04/15/2025 | 0.01% |
| CAS 2015-C02 1M2 04.1751 05/25/2025 | 0.01% |
| CCO HLDGS LLC/CAP CO P/P 144A 05.7500 02/15/2026 | 0.01% |
| CHENIERE CORP CHRIST 05.8750 03/31/2025 | 0.01% |
| CNO FINANCIAL GROUP INC 05.2500 05/30/2025 | 0.01% |
| COGNIZANT TECH SOLUTIONS-A SEDOL 2257019 | 0.01% |
| CSC HOLDINGS LLC 06.7500 11/15/2021 | 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% |
| EPICOR SOFTWARE TLB L+425 05.2500 07/30/2027 | 0.01% |
| EQUINIX INC 05.3750 05/15/2027 | 0.01% |
| ESH HOSPITALITY INC P/P 144A 05.2500 05/01/2025 | 0.01% |
| FIFTH THIRD BANCORP 05.1000 12/29/2049 | 0.01% |
| FREEDOM MTGE CORP P/P 144A 08.2500 04/15/2025 | 0.01% |
| GENERAL MOTORS CO 06.1250 10/01/2025 | 0.01% |
| GLP CAPITAL LP / FIN II 05.2500 06/01/2025 | 0.01% |
| GNMA GII30 BL6185 06.0000 01/20/2049 | 0.01% |
| GNMA GII30 BL6216 06.0000 03/20/2049 | 0.01% |
| HARGREAVES LANSDOWN PLC SEDOL B1VZ0M2 | 0.01% |
| HCA INC 05.2500 06/15/2026 | 0.01% |
| IHEARTCOMMUNICATIONS INC 06.3750 05/01/2026 | 0.01% |
| ISTAR INC 05.5000 02/15/2026 | 0.01% |
| KIMBERLY-CLARK CORP SEDOL 2491839 | 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% |
| MEG ENERGY CORP P/P 144A 06.5000 01/15/2025 | 0.01% |
| MSBAM 2014-C17 XA IO 01.2645 08/15/2047 | 0.01% |
| MWST 2018-W1 A 01.0251 11/25/2051 | 0.01% |
| NATIONSTAR MTG HLD I P/P 144A 05.5000 08/15/2028 | 0.01% |
| NAVISTAR INTL CORP P/P 144A 09.5000 05/01/2025 | 0.01% |
| NEXSTAR BROADC P/P 144A 05.6250 08/01/2024 | 0.01% |
| NORDSTROM INC P/P 144A 08.7500 05/15/2025 | 0.01% |
| OCCIDENTAL PETROLEUM COR 04.8500 03/15/2021 | 0.01% |
| ONEMAIN FINANCE CORP 06.8750 03/15/2025 | 0.01% |
| PRECISION DRILL P/P 144A 07.1250 01/15/2026 | 0.01% |
| PROLOGIS LP 02.1250 04/15/2027 | 0.01% |
| QUEST DIAGNOSTICS INC SEDOL 2702791 | 0.01% |
| RITE AID CORP P/P 144A 08.0000 11/15/2026 | 0.01% |
| SEVEN BANK LTD SEDOL B2NT8S1 | 0.01% |
| STACR 2019-HQA1 M2 02.5251 02/25/2049 | 0.01% |
| STANDARD IND INC P/P 144A 03.3750 01/15/2031 | 0.01% |
| SUGAR HSP GAMING P/P 144A 05.8750 05/15/2025 | 0.01% |
| TENNANT CO 05.6250 05/01/2025 | 0.01% |
| TORONTO-DOMINION BANK SEDOL 2897222 | 0.01% |
| VOPAK SEDOL 5809428 | 0.01% |
| WFRBS 2012-C9 XB IO P/P 144A 00.8753 11/15/2045 | 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% |
| ZOETIS INC SEDOL B95WG16 | 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% |
| ASCENT RESOURCES/AEU P/P 144A 10.0000 04/01/2022 | 0.01% |
| BAE SYSTEMS PLC SEDOL 0263494 | 0.01% |
| BANK OF MONTREAL USD 03.8030 12/15/2032 | 0.01% |
| BAUSCH HLTH COS INC P/P 144A 06.2500 02/15/2029 | 0.01% |
| BEACON ROOFING SUPP P/P 144A 04.8750 11/01/2025 | 0.01% |
| BOISE CASCADE CO P/P 144A 04.8750 07/01/2030 | 0.01% |
| CAS 2015-C01 1M2 04.4751 02/25/2025 | 0.01% |
| CAS 2016-C07 2M2 04.5251 05/25/2029 | 0.01% |
| CCO HOLDINGS LLC P/P 144A 04.5000 05/01/2032 | 0.01% |
| CENOVUS ENERGY INC USD 06.7500 11/15/2039 | 0.01% |
| CIT GROUP INC 05.0000 08/01/2023 | 0.01% |
| CLARIOS GLOBAL LP P/P 144A 06.7500 05/15/2025 | 0.01% |
| COMMSCOPE TECH LLC P/P 144A 06.0000 06/15/2025 | 0.01% |
| CROWN CORK & SEAL CO INC 07.3750 12/15/2026 | 0.01% |
| DCP MIDSTREAM OPERATING 05.6250 07/15/2027 | 0.01% |
| DIAMOND 1 FIN/DIAMON P/P 144A 07.1250 06/15/2024 | 0.01% |
| DOLLAR TREE INC SEDOL 2272476 | 0.01% |
| EUR/USD CALL 1.22 20210127 BANKAM | 0.01% |
| FREEDOM MTGE CORP P/P 144A 08.1250 11/15/2024 | 0.01% |
| FRONTIER COMM 10.5000 09/15/2022 | 0.01% |
| GAP INC/THE P/P 144A 08.3750 05/15/2023 | 0.01% |
| GNMA GII30 BL6184 06.0000 02/20/2049 | 0.01% |
| GNMA GII30 BL6217 06.0000 03/20/2049 | 0.01% |
| HMIR 2018-1 M1 P/P 144A 01.7751 10/25/2028 | 0.01% |
| INDIGO NATURAL P/P 144A 06.8750 02/15/2026 | 0.01% |
| INTERCONTINENTAL HOTELS GROU SEDOL BHJYC05 | 0.01% |
| JAPAN POST HOLDINGS CO LTD SEDOL BYT8143 | 0.01% |
| JPMBB 2014-C19 XA IO 00.9010 04/15/2047 | 0.01% |
| JPMCC 2013-LC11 X IO 01.3903 04/15/2046 | 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% |
| KOBAYASHI PHARMACEUTICAL CO SEDOL 6149457 | 0.01% |
| LAMB WESTON HLD P/P 144A 04.8750 05/15/2028 | 0.01% |
| MCDONALD'S HOLDINGS CO JAPAN SEDOL 6371863 | 0.01% |
| MITSUBISHI UFJ LEASE & FINAN SEDOL 6268976 | 0.01% |
| MONDELEZ INTERNATIONAL 02.1250 04/13/2023 | 0.01% |
| NEWFIELD EXPLORATION CO 05.7500 01/30/2022 | 0.01% |
| NOBLE ENERGY INC. 03.9000 11/15/2024 | 0.01% |
| NRG ENERGY INC. 07.2500 05/15/2026 | 0.01% |
| ON SEMICONDUCTOR P/P 144A 03.8750 09/01/2028 | 0.01% |
| PENN NATIONAL GAMING P/P 144A 05.6250 01/15/2027 | 0.01% |
| QORVO INC 05.5000 07/15/2026 | 0.01% |
| RATTLER MIDSTREAM LP P/P 144A 05.6250 07/15/2025 | 0.01% |
| SOFTBANK GROUP CORP SEDOL 6770620 | 0.01% |
| SOHGO SECURITY SERVICES CO SEDOL 6546359 | 0.01% |
| TOPBUILD CORP P/P 144A 05.6250 05/01/2026 | 0.01% |
| TRANSDIGM INC 06.3750 06/15/2026 | 0.01% |
| WALT DISNEY CO/THE SEDOL 2270726 | 0.01% |
| WFRBS 2013-C15 D P/P 144A 04.6541 08/15/2046 | 0.01% |
| WPX ENERGY INC 05.8750 06/15/2028 | 0.01% |
| WR GRACE & CO-CONN P/P 144A 04.8750 06/15/2027 | 0.01% |
| 1011778 BC ULC / P/P 144A 04.3750 01/15/2028 | 0.01% |
| ALLIANT HOLDINGS P/P 144A 06.7500 10/15/2027 | 0.01% |
| APACHE CORP 04.3750 10/15/2028 | 0.01% |
| BANK OF MONTREAL SEDOL 2076009 | 0.01% |
| BAUSCH HLTH COS INC P/P 144A 05.5000 11/01/2025 | 0.01% |
| BERKSHIRE HATHAWAY FIN 04.2500 01/15/2021 | 0.01% |
| BIOMERIEUX SEDOL BF0LBX7 | 0.01% |
| BWAY CORP TLB L+325 03.5229 04/03/2024 | 0.01% |
| BY CROWN/BY BOND P/P 144A 04.2500 01/31/2026 | 0.01% |
| CALPINE CORP P/P 144A 05.2500 06/01/2026 | 0.01% |
| CAN IMPERIAL BK OF COMMERCE SEDOL 2170525 | 0.01% |
| CAS 2019-R01 2M2 02.6251 07/25/2031 | 0.01% |
| CENTENE CORP 04.7500 05/15/2022 | 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% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CS | 0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP | 0.01% |
| COMSTOCK RE INC P/P 144A 07.5000 05/15/2025 | 0.01% |
| COMSTOCK RESOURCES INC 09.7500 08/15/2026 | 0.01% |
| CONSOLIDATED EDISON INC SEDOL 2216850 | 0.01% |
| CROWN AMER/CAP 04.7500 02/01/2026 | 0.01% |
| CWALT 2005-27 1A1 01.9290 08/25/2035 | 0.01% |
| DEVON ENERGY CORPORATION 07.8750 09/30/2031 | 0.01% |
| ENTERCOM MEDIA CORP P/P 144A 06.5000 05/01/2027 | 0.01% |
| FEDEX CORP 02.6250 08/01/2022 | 0.01% |
| GARTNER INC P/P 144A 05.1250 04/01/2025 | 0.01% |
| GFL ENVIRONMENTA P/P 144A 08.5000 05/01/2027 | 0.01% |
| GNMA GII30 BL6218 06.0000 02/20/2049 | 0.01% |
| GOLDEN NUGGET INC P/P 144A 08.7500 10/01/2025 | 0.01% |
| GRAPHIC PACKAGIN P/P 144A 03.5000 03/01/2029 | 0.01% |
| HANESBRANDS INC P/P 144A 04.6250 05/15/2024 | 0.01% |
| ICAHN ENTER 04.7500 09/15/2024 | 0.01% |
| ICAHN ENTER/FIN 05.2500 05/15/2027 | 0.01% |
| ICAHN ENTER/FIN 06.7500 02/01/2024 | 0.01% |
| IHEARTCOMMUNICATI L+400 04.7500 05/01/2026 | 0.01% |
| INTELLIGENT PACK P/P 144A 06.0000 09/15/2028 | 0.01% |
| ITRON INC P/P 144A 05.0000 01/15/2026 | 0.01% |
| JPMORGAN CHASE & CO 06.1000 02/01/2049 | 0.01% |
| KFC HLD/PIZZA HUT/TA P/P 144A 04.7500 06/01/2027 | 0.01% |
| LEVEL 3 FIN INC P/P 144A 04.2500 07/01/2028 | 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% |
| MBX.FN30.450.09 R USL1M P 01/12/40 BC | 0.01% |
| MIZUHO FINANCIAL GROUP INC SEDOL 6591014 | 0.01% |
| NEC CORP SEDOL 6640400 | 0.01% |
| NETFLIX INC P/P 144A 05.3750 11/15/2029 | 0.01% |
| NETFLIX INC. 06.3750 05/15/2029 | 0.01% |
| NEWCREST MINING LTD SEDOL 6637101 | 0.01% |
| NOBLE ENERGY INC 06.0000 03/01/2041 | 0.01% |
| NORFOLK SOUTHERN CORP SEDOL 2641894 | 0.01% |
| NOVELIS CORP P/P 144A 04.7500 01/30/2030 | 0.01% |
| NZD/USD 10/21/2020 UBS | 0.01% |
| OCCIDENTAL PETROLEUM COR 05.8750 09/01/2025 | 0.01% |
| OCCIDENTAL PETROLEUM COR 06.6250 09/01/2030 | 0.01% |
| ORACLE CORP JAPAN SEDOL 6141680 | 0.01% |
| ORKLA ASA SEDOL B1VQF42 | 0.01% |
| OSHKOSH CORP 03.1000 03/01/2030 | 0.01% |
| OUTFRONT MEDIA C P/P 144A 06.2500 06/15/2025 | 0.01% |
| PEPTIDREAM INC SEDOL B97SH97 | 0.01% |
| RESIDEO FUNDING INC P/P 144A 06.1250 11/01/2026 | 0.01% |
| SEK/USD 09/16/2020 UBS | 0.01% |
| SPIRAX-SARCO ENGINEERING PLC SEDOL BWFGQN1 | 0.01% |
| SS&C TECH INC P/P 144A 05.5000 09/30/2027 | 0.01% |
| STACR 2018-HQA2 M2 02.4751 10/25/2048 | 0.01% |
| TRADEWEB MARKETS INC-CLASS A SEDOL BJXMVK2 | 0.01% |
| USD/JPY PUT 105.00 20201124 BANKAM | 0.01% |
| USD/JPY PUT 105.00 20201124 GSFX | 0.01% |
| VALVOLINE INC P/P 144A 04.2500 02/15/2030 | 0.01% |
| VISTRA CORP P/P 144A 05.0000 07/31/2027 | 0.01% |
| WFRBS 2011-C4 E P/P 144A 05.3898 06/15/2044 | 0.01% |
| WOLVERINE WORLD WIDE P/P 144A 05.0000 09/01/2026 | 0.01% |
| WOLVERINE WORLD WIDE P/P 144A 06.3750 05/15/2025 | 0.01% |
| WPX ENERGY INC 05.7500 06/01/2026 | 0.01% |
| WPX ENERGY INC 08.2500 08/01/2023 | 0.01% |
| ABC SUPPLY CO INC P/P 144A 04.0000 01/15/2028 | 0.00% |
| AIRBUS SE SEDOL 4012250 | 0.00% |
| APACHE CORP 05.1000 09/01/2040 | 0.00% |
| ASCEND LEARNING LLC P/P 144A 06.8750 08/01/2025 | 0.00% |
| BANQUE CANTONALE VAUDOIS-REG SEDOL BMFY8R3 | 0.00% |
| BERRY GLOBAL INC P/P 144A 05.6250 07/15/2027 | 0.00% |
| BOXER PARENT CO INC P/P 144A 09.1250 03/01/2026 | 0.00% |
| 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% |
| CHF/USD 09/16/2020 JPMCB | 0.00% |
| CHS/COMMUNITY HEALT P/P 144A 08.1250 06/30/2024 | 0.00% |
| CLEAR CHANNEL WORLD 09.2500 02/15/2024 | 0.00% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 CS | 0.00% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 ML | 0.00% |
| CONCHO RESOURCES INC 03.7500 10/01/2027 | 0.00% |
| DIAMONDBACK ENERGY INC 04.7500 05/31/2025 | 0.00% |
| ENERGIZER HLDG INC P/P 144A 06.3750 07/15/2026 | 0.00% |
| EOG RESOURCES INC 04.1500 01/15/2026 | 0.00% |
| EPICOR SOFTWARE 2NDL L+775 08.7500 07/30/2028 | 0.00% |
| F5 NETWORKS INC SEDOL 2427599 | 0.00% |
| FHR 2990 LB 16.5319 06/15/2034 | 0.00% |
| FREEPORT-MCMORAN INC 04.3750 08/01/2028 | 0.00% |
| FREEPORT-MCMORAN INC 04.6250 08/01/2030 | 0.00% |
| FREEPORT-MCMORAN INC 05.4500 03/15/2043 | 0.00% |
| FUJIFILM HOLDINGS CORP SEDOL 6356525 | 0.00% |
| GLP CAPITAL LP / FIN II 05.3750 04/15/2026 | 0.00% |
| GNMA GII30 BL6016 06.0000 02/20/2049 | 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% |
| HOLOGIC INC P/P 144A 04.3750 10/15/2025 | 0.00% |
| IHS MARKIT LTD USD 04.7500 08/01/2028 | 0.00% |
| IRB HOLDING CORP P/P 144A 07.0000 06/15/2025 | 0.00% |
| JAPAN POST BANK CO LTD SEDOL BYT8165 | 0.00% |
| JELD-WEN INC P/P 144A 04.6250 12/15/2025 | 0.00% |
| JELD-WEN INC P/P 144A 04.8750 12/15/2027 | 0.00% |
| L BRANDS INC 06.7500 07/01/2036 | 0.00% |
| LIVE NATION ENT P/P 144A 06.5000 05/15/2027 | 0.00% |
| MATCH GRP HLD II LLC P/P 144A 04.6250 06/01/2028 | 0.00% |
| MERCER INTL INC USD 05.5000 01/15/2026 | 0.00% |
| MERCER INTL INC USD 06.5000 02/01/2024 | 0.00% |
| MICROCHIP TECH INC P/P 144A 04.2500 09/01/2025 | 0.00% |
| NATIONSTAR MTG P/P 144A 06.0000 01/15/2027 | 0.00% |
| NEWELL BRANDS INC 04.8750 06/01/2025 | 0.00% |
| ONEMAIN FINANCE CORP 06.6250 01/15/2028 | 0.00% |
| ONEMAIN FINANCE CORP 07.1250 03/15/2026 | 0.00% |
| PENSKE AUTO GRP INC 05.7500 10/01/2022 | 0.00% |
| PRUDENTIAL FINANCIAL INC 05.6250 06/15/2043 | 0.00% |
| RITE AID CORP P/P 144A 07.5000 07/01/2025 | 0.00% |
| SOLENIS 2NDL L+850 10.8314 06/26/2026 | 0.00% |
| SOLERA LLC / SOLERA P/P 144A 10.5000 03/01/2024 | 0.00% |
| SPECTRUM BRANDS INC P/P 144A 05.0000 10/01/2029 | 0.00% |
| TARGA RESOURCES PART 06.5000 07/15/2027 | 0.00% |
| TAYLOR MORRISON COMM P/P 144A 05.7500 01/15/2028 | 0.00% |
| TENET HEALTHCARE 04.6250 07/15/2024 | 0.00% |
| TRANSDIGM INC. 06.5000 07/15/2024 | 0.00% |
| TRANSOCEAN POSEIDON P/P 144A 06.8750 02/01/2027 | 0.00% |
| TRI POINTE GROUP / HOMES 05.8750 06/15/2024 | 0.00% |
| TRI POINTE GROUP INC 05.7000 06/15/2028 | 0.00% |
| UNIVISION COMM P/P 144A 09.5000 05/01/2025 | 0.00% |
| USA COM PART/USA COM 06.8750 09/01/2027 | 0.00% |
| VISTRA CORP P/P 144A 05.6250 02/15/2027 | 0.00% |
| WEEKLEY HOMES LLC 06.0000 02/01/2023 | 0.00% |
| WESCO DISTRIBUT P/P 144A 07.1250 06/15/2025 | 0.00% |
| WESTERN DIGITAL CORPORATION 04.7500 02/15/2026 | 0.00% |
| WFRBS 2012-C10 XA IO P/P 144A 01.6763 12/15/2045 | 0.00% |
| YUM! BRANDS INC P/P 144A 04.7500 01/15/2030 | 0.00% |
| ZAYO GROUP HLDG INC L+300 04.6678 03/09/2027 | 0.00% |
| AUD/USD 10/21/2020 TDBK | 0.00% |
| BAUSCH HLTH COS INC P/P 144A 07.0000 01/15/2028 | 0.00% |
| BECTON DICKINSON AND CO SEDOL 2087807 | 0.00% |
| BERRY GLOBAL INC 05.1250 07/15/2023 | 0.00% |
| BOYD GAMING CORP 04.7500 12/01/2027 | 0.00% |
| BOYD GAMING CORP P/P 144A 08.6250 06/01/2025 | 0.00% |
| BOYD GAMING CORPORATION 06.0000 08/15/2026 | 0.00% |
| BUCKEYE PARTNERS LP 05.8500 11/15/2043 | 0.00% |
| BUCKEYE PARTNERS LP P/P 144A 04.5000 03/01/2028 | 0.00% |
| CARNIVAL CORP P/P 144A 11.5000 04/01/2023 | 0.00% |
| CAS 2015-C02 2M2 04.1751 05/25/2025 | 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% |
| CHUBU ELECTRIC POWER CO INC SEDOL 6195609 | 0.00% |
| CHUGOKU ELECTRIC POWER CO SEDOL 6195900 | 0.00% |
| CIT GROUP INC. 05.0000 08/15/2022 | 0.00% |
| CLEAN HARBORS INC P/P 144A 05.1250 07/15/2029 | 0.00% |
| CLEARWATER PAPER COR P/P 144A 04.7500 08/15/2028 | 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.6 2063-05-11 500.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | 0.00% |
| COMM 2014-CR18 XA IO 01.1506 07/15/2047 | 0.00% |
| COMMSCOPE INC P/P 144A 06.0000 03/01/2026 | 0.00% |
| COMPASS MINERALS INT P/P 144A 04.8750 07/15/2024 | 0.00% |
| COMSTOCK RESOURCES 09.7500 08/15/2026 | 0.00% |
| CONTINENTAL RESOURCES 04.3750 01/15/2028 | 0.00% |
| CPG INTL TL L+375 04.7500 05/05/2024 | 0.00% |
| CVS PASS-THROUGH TRUST 06.0360 12/10/2028 | 0.00% |
| DELL INT / EMC P/P 144A 05.8500 07/15/2025 | 0.00% |
| DEVON ENERGY CORPORATION 05.6000 07/15/2041 | 0.00% |
| DUN & BRADSTREET COR P/P 144A 06.8750 08/15/2026 | 0.00% |
| EUR/CHF CALL 1.10 20201209 CSI-FX | 0.00% |
| EUR/USD CALL 1.21 20201028 BANKAM | 0.00% |
| FISERV INC SEDOL 2342034 | 0.00% |
| FRONTIER COMM P/P 144A 08.5000 04/01/2026 | 0.00% |
| GAP INC/THE P/P 144A 08.6250 05/15/2025 | 0.00% |
| GATES GLOBAL TLB L+275 03.7500 03/31/2024 | 0.00% |
| GEBERIT AG-REG SEDOL B1WGG93 | 0.00% |
| GMAC CAPITAL TRUST I PCT 06.0651 | 0.00% |
| GNMA GII30 BM1953 06.0000 03/20/2049 | 0.00% |
| HANESBRANDS INC P/P 144A 05.3750 05/15/2025 | 0.00% |
| HD SUPPLY HOLDINGS INC SEDOL BBL5981 | 0.00% |
| HKT TRUST AND HKT LTD-SS SEDOL B4TXDZ3 | 0.00% |
| HOLLY PAR/FIN P/P 144A 05.0000 02/01/2028 | 0.00% |
| INTERNATIONAL LEASE FIN CORP 05.8750 08/15/2022 | 0.00% |
| IRON MOUNTAIN INC P/P 144A 05.2500 03/15/2028 | 0.00% |
| JELD-WEN INC P/P 144A 06.2500 05/15/2025 | 0.00% |
| LEVEL 3 FINANCING IN P/P 144A 03.6250 01/15/2029 | 0.00% |
| LEVI STRAUSS & CO. 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% |
| MAXIM INTEGRATED PRODUCTS SEDOL 2573760 | 0.00% |
| MTR CORP SEDOL 6290054 | 0.00% |
| NIPPON STEEL CORP SEDOL 6642569 | 0.00% |
| NRG ENERGY INC 05.7500 01/15/2028 | 0.00% |
| NRG ENERGY INC P/P 144A 05.2500 06/15/2029 | 0.00% |
| NUCOR CORP SEDOL 2651086 | 0.00% |
| OCCIDENTAL PETROLEUM COR 03.5000 06/15/2025 | 0.00% |
| OCCIDENTAL PETROLEUM CORP SEDOL 2655408 | 0.00% |
| ONEMAIN FINANCE CORP 08.8750 06/01/2025 | 0.00% |
| ORTHO-CLINICAL P/P 144A 07.3750 06/01/2025 | 0.00% |
| OWENS-BROCKWAY P/P 144A 06.6250 05/13/2027 | 0.00% |
| PENSKE AUTOMOTIVE GROUP 05.3750 12/01/2024 | 0.00% |
| PETROBRAS GLOBAL FIN USD 05.2990 01/27/2025 | 0.00% |
| PRIME SEC/FIN P/P 144A 03.3750 08/31/2027 | 0.00% |
| QORVO INC SEDOL BR9YYP4 | 0.00% |
| ROBERTSHAW TL 2L L+800 09.0000 02/28/2026 | 0.00% |
| ROBERTSHAW US HOLDING L+325 04.2478 02/28/2025 | 0.00% |
| SANOFI SEDOL 5671735 | 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% |
| SM ENERGY CO 06.1250 11/15/2022 | 0.00% |
| SM ENERGY CO 06.7500 09/15/2026 | 0.00% |
| SONIC HEALTHCARE LTD SEDOL 6821120 | 0.00% |
| SWEDISH MATCH AB SEDOL 5048566 | 0.00% |
| SWISS PRIME SITE-REG SEDOL B083BH4 | 0.00% |
| T-MOBILE USA INC 04.5000 02/01/2026 | 0.00% |
| T-MOBILE USA INC TLB L+300 04/01/2027 | 0.00% |
| TEMPO ACQ LLC/FI P/P 144A 05.7500 06/01/2025 | 0.00% |
| THE AES CORPORATION 05.1250 09/01/2027 | 0.00% |
| TOWNSQUARE MEDIA INC P/P 144A 06.5000 04/01/2023 | 0.00% |
| WM MORRISON SUPERMARKETS SEDOL 0604316 | 0.00% |
| ZAYO GROUP HLDG INC P/P 144A 06.1250 03/01/2028 | 0.00% |
| ABC SUPPLY CO INC P/P 144A 05.8750 05/15/2026 | 0.00% |
| AES CORP/THE P/P 144A 03.3000 07/15/2025 | 0.00% |
| ALBERTSONS COS P/P 144A 04.8750 02/15/2030 | 0.00% |
| APACHE CORP 04.8750 11/15/2027 | 0.00% |
| AUD/USD 10/21/2020 WPAC | 0.00% |
| AVIENT CORP P/P 144A 05.7500 05/15/2025 | 0.00% |
| BANK OF AMERICA CORP 06.5000 10/29/2049 | 0.00% |
| BEACON ROOFING SUPPL P/P 144A 04.5000 11/15/2026 | 0.00% |
| BERKSHIRE HATHAWAY INC-CL B SEDOL 2073390 | 0.00% |
| BERRY GLOBAL INC P/P 144A 04.5000 02/15/2026 | 0.00% |
| BOXER PARENT CO INC P/P 144A 07.1250 10/02/2025 | 0.00% |
| BOYD GAMING CORP 06.3750 04/01/2026 | 0.00% |
| BRIDGESTONE CORP SEDOL 6132101 | 0.00% |
| CBRE SERVICES INC 05.2500 03/15/2025 | 0.00% |
| CBS OUT AMER CAP LLC 05.6250 02/15/2024 | 0.00% |
| CENTENE CORP P/P 144A 05.3750 08/15/2026 | 0.00% |
| CINEMARK USA INC 05.1250 12/15/2022 | 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% |
| COLORADO INTERSTATE GAS CO 06.8500 06/15/2037 | 0.00% |
| COMMSCOPE INC P/P 144A 05.5000 03/01/2024 | 0.00% |
| CONTINENTAL RESOURCES 05.0000 09/15/2022 | 0.00% |
| CORNERSTONE BUILDING P/P 144A 08.0000 04/15/2026 | 0.00% |
| DIAMONDBACK ENERGY INC 05.3750 05/31/2025 | 0.00% |
| DXC TECHNOLOGY CO SEDOL BYXD7B3 | 0.00% |
| EMERGENT BIOSOLUTION P/P 144A 03.8750 08/15/2028 | 0.00% |
| EUR/USD 09/16/2020 CITI | 0.00% |
| EUR/USD 09/16/2020 UBS | 0.00% |
| FNR 2005-106 JC 19.5810 12/25/2035 | 0.00% |
| FNR 2005-75 GS 19.7246 08/25/2035 | 0.00% |
| FNR 2006-62 PS 38.8492 07/25/2036 | 0.00% |
| FRESENIUS MEDICAL CARE AG & SEDOL 5129074 | 0.00% |
| GFL ENVIRONMENTAL P/P 144A 03.7500 08/01/2025 | 0.00% |
| GNMA GII30 BM4196 06.0000 04/20/2049 | 0.00% |
| GNMA GII30 BN1506 04.5000 05/20/2049 | 0.00% |
| GNR 2010-9 UI IO 05.0000 01/20/2040 | 0.00% |
| GNR 2013-14 IO IO 03.5000 12/20/2042 | 0.00% |
| HONGKONG LAND HOLDINGS LTD SEDOL 6434915 | 0.00% |
| IHS MARKIT LTD P/P 144A 04.0000 03/01/2026 | 0.00% |
| IOS.FN30.400.09 R USL1M P 01/12/40 GS | 0.00% |
| IOS.FN30.400.10 R USL1M P 01/12/41 BC | 0.00% |
| JAGUAR HL / PPDI P/P 144A 05.0000 06/15/2028 | 0.00% |
| JARDINE MATHESON HLDGS LTD SEDOL 6472119 | 0.00% |
| MAUSER PACKAGING P/P 144A 08.5000 04/15/2024 | 0.00% |
| MERCK & CO INC 02.9000 03/07/2024 | 0.00% |
| NETFLIX INC. P/P 144A 04.8750 06/15/2030 | 0.00% |
| NZD/USD 10/21/2020 SSBT | 0.00% |
| OCCIDENTAL PETROLEUM COR 02.9000 08/15/2024 | 0.00% |
| OUTFRONT MEDIA C P/P 144A 04.6250 03/15/2030 | 0.00% |
| REPUBLIC OF VENEZUELA REGS 08.2500 10/13/2024 | 0.00% |
| SAP SE SEDOL 4846288 | 0.00% |
| SEK/USD 09/16/2020 BANKAM | 0.00% |
| SERVICE PROPERTIES TRUST 07.5000 09/15/2025 | 0.00% |
| SM ENERGY CO 05.0000 01/15/2024 | 0.00% |
| SOFINA SEDOL 4820301 | 0.00% |
| SPECTRUM BRANDS INC 06.1250 12/15/2024 | 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 06.8750 01/15/2029 | 0.00% |
| TRANSOCEAN PONTUS LT P/P 144A 06.1250 08/01/2025 | 0.00% |
| TRONOX FINANCE PLC P/P 144A 05.7500 10/01/2025 | 0.00% |
| VALVOLINE INC 04.3750 08/15/2025 | 0.00% |
| VIPER ENERGY P/P 144A 05.3750 11/01/2027 | 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% |
| WYNN RESORTS FIN LLC P/P 144A 07.7500 04/15/2025 | 0.00% |
| ABC-MART INC SEDOL 6292102 | 0.00% |
| ADMIRAL GROUP PLC SEDOL B02J639 | 0.00% |
| APACHE CORP 04.6250 11/15/2025 | 0.00% |
| AROUNDTOWN SA SEDOL BF0CK44 | 0.00% |
| AUD/USD 10/21/2020 BANKAM | 0.00% |
| BALL CORP SEDOL 2073022 | 0.00% |
| BAYTEX ENERGY CORP P/P 144A 05.6250 06/01/2024 | 0.00% |
| BOMBARDIER INC P/P 144A 07.5000 12/01/2024 | 0.00% |
| BSCMS 2006-PW11 B P/P 144A 05.8015 03/11/2039 | 0.00% |
| BUCKEYE PARTNERS LP 03.9500 12/01/2026 | 0.00% |
| CAD/USD 10/21/2020 GSFX | 0.00% |
| CAD/USD 10/21/2020 RBSF | 0.00% |
| CALPINE CORP P/P 144A 05.0000 02/01/2031 | 0.00% |
| CINEMARK USA INC P/P 144A 08.7500 05/01/2025 | 0.00% |
| CMB CMBX.NA.A.7 2047-01-17 200.0 01/17/2047 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.6 2063-05-11 500.0 05/11/2063 JP | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 CG | 0.00% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 JP | 0.00% |
| COLOPLAST-B SEDOL B8FMRX8 | 0.00% |
| DOMINO'S PIZZA INC SEDOL B01SD70 | 0.00% |
| ERIE INDEMNITY COMPANY-CL A SEDOL 2311711 | 0.00% |
| FHR 3300 PO PO 00.0000 02/15/2037 | 0.00% |
| GAMESA SEDOL B01CP21 | 0.00% |
| GARTNER INC P/P 144A 04.5000 07/01/2028 | 0.00% |
| GBP/USD 09/16/2020 GSFX | 0.00% |
| GNMA GII30 BN1509 05.0000 05/20/2049 | 0.00% |
| GNR 2012-141 WI IO 03.5000 11/20/2041 | 0.00% |
| GNR 2015-124 NI IO 03.5000 06/20/2039 | 0.00% |
| HK ELECTRIC INVEST SEDOL BJ3WDZ1 | 0.00% |
| HORMEL FOODS CORP SEDOL 2437264 | 0.00% |
| JAGUAR HL / PPDI P/P 144A 04.6250 06/15/2025 | 0.00% |
| KINDER MORGAN INC/DELAWA 07.7500 01/15/2032 | 0.00% |
| L BRANDS INC P/P 144A 06.8750 07/01/2025 | 0.00% |
| L BRANDS INC P/P 144A 09.3750 07/01/2025 | 0.00% |
| LAMB WESTON HOLDINGS P/P 144A 04.6250 11/01/2024 | 0.00% |
| LENNAR CORP 05.8750 11/15/2024 | 0.00% |
| MACY'S INC P/P 144A 08.3750 06/15/2025 | 0.00% |
| MAUSER PACKAGING SOL P/P 144A 05.5000 04/15/2024 | 0.00% |
| NABORS IND LTD P/P 144A 07.2500 01/15/2026 | 0.00% |
| NABORS IND LTD P/P 144A 07.5000 01/15/2028 | 0.00% |
| NABORS INDUSTRIES INC. 05.7500 02/01/2025 | 0.00% |
| NATIONAL GRID PLC SEDOL BDR05C0 | 0.00% |
| NATIONSTAR MTG P/P 144A 09.1250 07/15/2026 | 0.00% |
| NEWFIELD EXPLORATION CO 05.3750 01/01/2026 | 0.00% |
| NEWFIELD EXPLORATION CO 05.6250 07/01/2024 | 0.00% |
| NEWS CORP - CLASS A SEDOL BBGVT40 | 0.00% |
| NN GROUP NV SEDOL BNG8PQ9 | 0.00% |
| NRG ENERGY INC 06.6250 01/15/2027 | 0.00% |
| NZD/USD 10/21/2020 BCAP-FX | 0.00% |
| PANTHER BF AGGREGA P/P 144A 06.2500 05/15/2026 | 0.00% |
| PENSKE AUTOMOTIVE GROUP 03.5000 09/01/2025 | 0.00% |
| PHILLIPS 66 SEDOL B78C4Y8 | 0.00% |
| PUBLICIS GROUPE SEDOL 4380429 | 0.00% |
| QUEBECOR MEDIA INC USD 05.7500 01/15/2023 | 0.00% |
| RACKSPACE HOSTING INC L+300 04.0000 11/03/2023 | 0.00% |
| REGENCY ENERGY P 04.5000 11/01/2023 | 0.00% |
| REPUBLIC OF VENEZUELA REGS 09.0000 05/07/2023 | 0.00% |
| ROYAL BANK OF CANADA USD 02.8000 04/29/2022 | 0.00% |
| ROYAL CARIBBEAN P/P 144A 09.1250 06/15/2023 | 0.00% |
| SM ENERGY CO 06.6250 01/15/2027 | 0.00% |
| T-MOBILE USA INC 06.0000 03/01/2023 | 0.00% |
| TAYLOR MORRISON COMM P/P 144A 05.1250 08/01/2030 | 0.00% |
| TENET HEALTHCARE P/P 144A 06.2500 02/01/2027 | 0.00% |
| TENET HEALTHCARE P/P 144A 07.5000 04/01/2025 | 0.00% |
| TRANSDIGM INC P/P 144A 08.0000 12/15/2025 | 0.00% |
| TYLER TECHNOLOGIES INC SEDOL 2909644 | 0.00% |
| UBSBB 2012-C4 XA IO P/P 144A 01.7563 12/10/2045 | 0.00% |
| WMG ACQUISITION CORP P/P 144A 03.0000 02/15/2031 | 0.00% |
| YUM! BRANDS INC. P/P 144A 07.7500 04/01/2025 | 0.00% |
| ZAYO GROUP HLDG INC P/P 144A 04.0000 03/01/2027 | 0.00% |
| AIR LEASE CORP 02.5000 03/01/2021 | 0.00% |
| ALLEGHENY TECHNOLOGIES 05.8750 12/01/2027 | 0.00% |
| AMPOL LTD SEDOL BM91201 | 0.00% |
| AUD/USD 10/21/2020 GSFX | 0.00% |
| AUD/USD 10/21/2020 SSBT | 0.00% |
| AZRIELI GROUP LTD SEDOL B5MN1W0 | 0.00% |
| BOMBARDIER INC P/P 144A 08.7500 12/01/2021 | 0.00% |
| CABOT OIL & GAS CORP | 0.00% |
| CAD/USD 10/21/2020 MSCIL | 0.00% |
| CAD/USD 10/21/2020 UBS | 0.00% |
| CALIFORNIA RESOURC TL L+475 05.7500 12/31/2022 | 0.00% |
| CALPINE CORP P/P 144A 04.6250 02/01/2029 | 0.00% |
| CINEMARK USA INC 04.8750 06/01/2023 | 0.00% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 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 MS | 0.00% |
| CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 GS | 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 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 MS | 0.00% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 CG | 0.00% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 CS | 0.00% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 GS | 0.00% |
| CMB CMBX.NA.BB.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 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-.10 2059-11-17 300.0 11/17/2059 JP | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 JP | 0.00% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 CG | 0.00% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 CG | 0.00% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 CG | 0.00% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 CG | 0.00% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 JP | 0.00% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 JP | 0.00% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 MS | 0.00% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 MS | 0.00% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 MS | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 GS | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 JP | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 MS | 0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 ML | 0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 MS | 0.00% |
| CMB CMBX.NA.BBB-.9 2058-09-17 300.0 09/17/2058 CG | 0.00% |
| CMB CMBX.NA.BBB-.9 2058-09-17 300.0 09/17/2058 ML | 0.00% |
| CMB CMBX.NA.BBB-.9 2058-09-17 300.0 09/17/2058 ML | 0.00% |
| ENERGIZER HLDG INC P/P 144A 07.7500 01/15/2027 | 0.00% |
| EUR/USD 09/16/2020 HSBCB | 0.00% |
| EUR/USD CALL 1.24 20201028 MSCIL | 0.00% |
| FNR 2005-83 QP 16.9387 11/25/2034 | 0.00% |
| FNR 2007-14 KO PO 00.0000 03/25/2037 | 0.00% |
| FNR 2007-64 LO PO 00.0000 07/25/2037 | 0.00% |
| FORD MOTOR CO SEDOL 2615468 | 0.00% |
| FOX CORP - CLASS B SEDOL BJJMGY5 | 0.00% |
| GBP/USD 09/16/2020 BCAP-FX | 0.00% |
| GBP/USD 09/16/2020 HSBCB | 0.00% |
| GBP/USD 09/16/2020 RBSF | 0.00% |
| GRIFOLS SEDOL B01SPF2 | 0.00% |
| INTERCONTINENTAL EXCHANGE IN SEDOL BFSSDS9 | 0.00% |
| IOS.FN30.350.14 R USL1M P 01/12/45 CS | 0.00% |
| IOS.FN30.400.10 R USL1M P 01/12/41 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% |
| JAPAN TOBACCO INC SEDOL 6474535 | 0.00% |
| JPY/USD 11/18/2020 SSBT | 0.00% |
| KYUSHU RAILWAY COMPANY SEDOL BD2BST6 | 0.00% |
| LOEWS CORP SEDOL 2523022 | 0.00% |
| MALLINCKRODT FIN/SB P/P 144A 10.0000 04/15/2025 | 0.00% |
| MBX.FN30.500.09 R USL1M P 01/12/40 BC | 0.00% |
| MCKESSON CORP SEDOL 2378534 | 0.00% |
| MERCER INTL INC USD 07.3750 01/15/2025 | 0.00% |
| METRO INC/CN SEDOL 2583952 | 0.00% |
| MOLINA HEALTHCARE IN P/P 144A 04.8750 06/15/2025 | 0.00% |
| MSC 2007-HQ11 C 05.5580 02/12/2044 | 0.00% |
| NZD/USD 10/21/2020 BANKAM | 0.00% |
| NZD/USD 10/21/2020 MSCIL | 0.00% |
| NZD/USD 10/21/2020 RBSF | 0.00% |
| NZD/USD 10/21/2020 WPAC | 0.00% |
| OASIS PETROLEUM INC 06.8750 01/15/2023 | 0.00% |
| OASIS PETROLEUM INC 06.8750 03/15/2022 | 0.00% |
| PETROLEOS DE VEN P/P 144A 06.0000 11/15/2026 | 0.00% |
| PPL CAPITAL FUNDING INC 03.4000 06/01/2023 | 0.00% |
| REPSOL SA SEDOL 5669354 | 0.00% |
| RIO TINTO LTD SEDOL 6220103 | 0.00% |
| SCHINDLER HOLDING-PART CERT SEDOL B11TCY0 | 0.00% |
| SEK/USD 09/16/2020 MSCIL | 0.00% |
| SEK/USD 09/16/2020 SSBT | 0.00% |
| STACR 2019-DNA2 M2 02.6251 03/25/2049 | 0.00% |
| STANDARD IND INC P/P 144A 04.7500 01/15/2028 | 0.00% |
| SUBARU CORP SEDOL 6356406 | 0.00% |
| SUSHIRO GLOBAL HOLDINGS LTD SEDOL BF1HPT8 | 0.00% |
| T-MOBILE USA INC 05.3750 04/15/2027 | 0.00% |
| THE SHERWIN-WILLIAMS COMPANY 02.7500 06/01/2022 | 0.00% |
| TIAAC 2003-1A E 144A 08.0000 12/28/2038 | 0.00% |
| TITAN ACQ LTD P/P 144A 07.7500 04/15/2026 | 0.00% |
| TOYOTA MOTOR CORP SEDOL 6900643 | 0.00% |
| TRANSDIGM INC 06.5000 05/15/2025 | 0.00% |
| TRANSOCEAN INC 07.5000 04/15/2031 | 0.00% |
| TRONOX INC P/P 144A 06.5000 05/01/2025 | 0.00% |
| 0.20 R ISWP FWD US0003M P 09/16/2022 | 0.00% |
| 0.2235 R ISWP US0003M P 07/15/2022 | 0.00% |
| 0.226 R ISWP US0003M P 07/17/2022 | 0.00% |
| 0.2295 R ISWP US0003M P 07/03/2022 | 0.00% |
| 0.6085 R ISWP US0003M P 07/17/2030 | 0.00% |
| 0.6195 R ISWP US0003M P 07/15/2030 | 0.00% |
| 0.655 R ISWP US0003M P 07/03/2030 | 0.00% |
| ADVANZ PHARMA CORP LTD SEDOL BG0RYR7 | 0.00% |
| AUD/USD 10/21/2020 CSI-FX | 0.00% |
| AUD/USD 10/21/2020 JPMCB | 0.00% |
| BSCMS 06-PW14 X1 IO P/P 144A 00.7516 12/11/2038 | 0.00% |
| CAD/USD 10/21/2020 HSBCB | 0.00% |
| CAD/USD 10/21/2020 WPAC | 0.00% |
| CALIFORNIA RESOURCES P/P 144A 08.0000 12/15/2022 | 0.00% |
| CGCMT 2006-C5 XC IO P/P 144A 00.7198 10/15/2049 | 0.00% |
| CHF/USD 09/16/2020 GSFX | 0.00% |
| CHF/USD 09/16/2020 MSCIL | 0.00% |
| CHF/USD 09/16/2020 SSBT | 0.00% |
| CLEAR CHANNEL OUTDOOR HOLDIN SEDOL BJHVCH9 | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 JP | 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 GS | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.00% |
| CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 CG | 0.00% |
| CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 MS | 0.00% |
| CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 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 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-.11 2054-11-18 300.0 11/18/2054 CG | 0.00% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 CG | 0.00% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 CG | 0.00% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 CG | 0.00% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 JP | 0.00% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 JP | 0.00% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 MS | 0.00% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 MS | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 JP | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 MS | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 MS | 0.00% |
| CMB CMBX.NA.BBB-.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-.9 2058-09-17 300.0 09/17/2058 MS | 0.00% |
| CSFB 2003-C3 AX IO P/P 144A 02.3861 05/15/2038 | 0.00% |
| EUR/USD 09/16/2020 MSCIL | 0.00% |
| EUR/USD 09/16/2020 WPAC | 0.00% |
| FHR 3206 EO PO 00.0000 08/15/2036 | 0.00% |
| FHR 3326 WF 00.0000 10/15/2035 | 0.00% |
| FHR 3391 PO PO 00.0000 04/15/2037 | 0.00% |
| FNR 2006-125 OX PO 00.0000 01/25/2037 | 0.00% |
| FNR 2006-84 OT PO 00.0000 09/25/2036 | 0.00% |
| GNR 2006-36 OD PO 00.0000 07/16/2036 | 0.00% |
| GNR 2010-9 QI IO 04.5000 01/20/2040 | 0.00% |
| HKD/USD 11/18/2020 BANKAM | 0.00% |
| HKD/USD 11/18/2020 BCAP-FX | 0.00% |
| HKD/USD 11/18/2020 GSFX | 0.00% |
| HKD/USD 11/18/2020 HSBCB | 0.00% |
| HKD/USD 11/18/2020 RBSF | 0.00% |
| HKD/USD 11/18/2020 SSBT | 0.00% |
| HKD/USD 11/18/2020 UBS | 0.00% |
| IHEARTMEDIA INC - CLASS A SEDOL BJVR9Y9 | 0.00% |
| INTELSAT JACKSON HLD P/P 144A 08.0000 02/15/2024 | 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% |
| IOS.FN30.600.08 R USL1M P 01/12/39 GS | 0.00% |
| IOS.FN30.650.67 R USL1M P 01/12/38 BC | 0.00% |
| IOS.FN30.650.67 R USL1M P 01/12/38 GS | 0.00% |
| JPMCC 05-CB12 X1 IO P/P 144A 00.3200 09/12/2037 | 0.00% |
| JPMCC 2006-LDP8 X IO 00.2882 05/15/2045 | 0.00% |
| JPY/USD 11/18/2020 BANKAM | 0.00% |
| JPY/USD 11/18/2020 BCAP-FX | 0.00% |
| JPY/USD 11/18/2020 CITI | 0.00% |
| JPY/USD 11/18/2020 GSFX | 0.00% |
| JPY/USD 11/18/2020 HSBCB | 0.00% |
| JPY/USD 11/18/2020 JPMCB | 0.00% |
| JPY/USD 11/18/2020 MSCIL | 0.00% |
| MEZZ 2006-C4 X IO P/P 144A 06.5268 07/15/2045 | 0.00% |
| MEZZ 2007-C5 X IO P/P 144A 07.0043 12/15/2049 | 0.00% |
| MWO HOLDINGS LLC | 0.00% |
| NOK/USD 09/16/2020 MSCIL | 0.00% |
| NZD/USD 10/21/2020 CSI-FX | 0.00% |
| NZD/USD 10/21/2020 HSBCB | 0.00% |
| NZD/USD 10/21/2020 JPMCB | 0.00% |
| NZD/USD 10/21/2020 TDBK | 0.00% |
| OASIS PETROLEUM INC CV 02.6250 09/15/2023 | 0.00% |
| OCCIDENTAL PETROLEUM -CW27 SEDOL BMVF784 | 0.00% |
| SEK/USD 09/16/2020 RBSF | 0.00% |
| SGD/USD 11/18/2020 JPMCB | 0.00% |
| TERVITA CORP SEDOL BD1DCC4 | 0.00% |
| TEXAS COHLD TCEH ESCROW 11.5000 10/01/2020 | 0.00% |
| TXU TCEH RIGHTS | 0.00% |
| VIACOMCBS INC 04.2000 05/19/2032 | 0.00% |
| 0.34358 R ISWP US0003M P 08/14/2025 | -0.00% |
| 0.70 R ISWP FWD US0003M P 09/16/2030 | -0.00% |
| 0.733 R ISWP US0003M P 09/02/2030 | -0.00% |
| 0.7375 R ISWP US0003M P 09/02/2030 | -0.00% |
| AUD/USD 10/21/2020 RBSF | -0.00% |
| CAD/USD 10/21/2020 CITI | -0.00% |
| CAD/USD 10/21/2020 CSI-FX | -0.00% |
| CLP/USD 10/21/2020 CITI | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 MS | -0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 BA | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 GS | -0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 GS | -0.00% |
| EUR/USD CALL 1.24 20201028 BANKAM | -0.00% |
| GBP/USD 09/16/2020 CSI-FX | -0.00% |
| GBP/USD 09/16/2020 TDBK | -0.00% |
| GBP/USD 09/16/2020 WPAC | -0.00% |
| IOS.FN30.500.10 P USL1M R 01/12/41 BC | -0.00% |
| JPY/USD 11/18/2020 UBS | -0.00% |
| JPY/USD 11/18/2020 WPAC | -0.00% |
| MBX.FN30.600.08 P USL1M R 01/12/39 BC | -0.00% |
| MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.00% |
| MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.00% |
| NOK/USD 09/16/2020 SSBT | -0.00% |
| SEK/USD 09/16/2020 JPMCB | -0.00% |
| USD/JPY PUT 100.00 20201124 BANKAM | -0.00% |
| USD/JPY PUT 100.00 20201124 GSFX | -0.00% |
| AUD/USD 10/21/2020 UBS | -0.00% |
| CAD/USD 10/21/2020 JPMCB | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 MS | -0.00% |
| CMB CMBX.NA.A.7 2047-01-17 200.0 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 ML | -0.00% |
| DKK/USD 09/16/2020 CITI | -0.00% |
| EUR/CHF CALL 1.12 20201209 CSI-FX | -0.00% |
| EUR/USD 09/16/2020 GSFX | -0.00% |
| IOS.FN30.400.11 P USL1M R 01/12/42 JP | -0.00% |
| NZD/USD 10/21/2020 CITI | -0.00% |
| NZD/USD 10/21/2020 GSFX | -0.00% |
| SEK/USD 09/16/2020 CITI | -0.00% |
| 0.35 R ISWP FWD US0003M P 09/16/2025 | -0.00% |
| CAD/USD 10/21/2020 BANKAM | -0.00% |
| CAD/USD 10/21/2020 TDBK | -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 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 GS | -0.00% |
| EUR/USD 09/16/2020 CSI-FX | -0.00% |
| EUR/USD CALL 1.26 20210127 BANKAM | -0.00% |
| GBP/USD 09/16/2020 CITI | -0.00% |
| IOS.FN30.400.10 P USL1M R 01/12/41 JP | -0.00% |
| NOK/USD 09/16/2020 JPMCB | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 JP | -0.00% |
| EUR/USD 09/16/2020 RBSF | -0.00% |
| EUR/USD CALL 1.21 20201028 MSCIL | -0.00% |
| GBP/USD 09/16/2020 UBS | -0.00% |
| 0.5575 R ISWP US0003M P 07/14/2030 | -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 MS | -0.00% |
| EUR/USD 09/16/2020 JPMCB | -0.00% |
| EUR/USD CALL 1.27 20210215 BANKAM | -0.00% |
| EUR/USD CALL 1.27 20210215 UBS | -0.00% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 MS | -0.01% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 CS | -0.01% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 GS | -0.01% |
| NOK/USD 09/16/2020 UBS | -0.01% |
| SEK/USD 09/16/2020 BCAP-FX | -0.01% |
| EUR/USD 09/16/2020 TDBK | -0.01% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 CG | -0.01% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 JP | -0.01% |
| CAD/USD 10/21/2020 SSBT | -0.01% |
| EUR/USD 09/16/2020 BCAP-FX | -0.01% |
| MBX.FN30.650.67 P USL1M R 01/12/38 BC | -0.01% |
| GBP/USD 09/16/2020 SSBT | -0.01% |
| MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.01% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CG | -0.02% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.02% |
| EUR/USD 09/16/2020 SSBT | -0.02% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CS | -0.02% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.02% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 JP | -0.03% |
| 0.90 R ISWP FWD US0003M P 09/16/2050 | -0.04% |
| FNMA FN30 TBA UMBS 03.0000 09/01/2050 | -0.09% |
| FNMA FN30 TBA UMBS 03.0000 10/01/2050 | -0.28% |
| S&P MID 400 EMINI SEP20 FAU0 | -1.09% |
| RU10INTR P US0003M R 06/10/21 CI | -1.69% |
| US 10YR ULTRA FUT DEC20 UXYZ0 | -3.14% |
| MSCI EAFE SEP20 MFSU0 | -3.30% |
| GSGLPWDS P US0001M R 12/15/25 GS | -3.50% |
| S&P500 EMINI FUT SEP20 ESU0 | -13.63% |
| US 5YR NOTE (CBT) SEP20 FVU0 | 8.11% |
|---|---|
| GNMA GII30 TBA 03.5000 08/01/2050 | 5.26% |
| US ULTRA BOND CBT SEP20 WNU0 | 4.60% |
| FNMA FN30 TBA UMBS 02.5000 09/01/2050 | 3.82% |
| FNMA FN30 TBA UMBS 03.5000 09/01/2050 | 3.45% |
| GSGLPWDL R US0001M P 12/15/25 GS | 3.43% |
| US 10YR NOTE (CBT)SEP20 TYU0 | 3.10% |
| US 2YR NOTE (CBT) SEP20 TUU0 | 2.43% |
| FHLMC FR30 ZS4750 UMBS 03.0000 01/01/2048 | 2.31% |
| APPLE INC SEDOL 2046251 | 2.16% |
| FNMA FN15 TBA UMBS 02.5000 09/01/2035 | 2.10% |
| AMAZON.COM INC SEDOL 2000019 | 1.95% |
| MICROSOFT CORP SEDOL 2588173 | 1.80% |
| CGPUTQL2 R US0003M P 06/10/21 CI | 1.77% |
| E-MINI RUSS 2000 SEP20 RTYU0 | 1.68% |
| US LONG BOND(CBT) SEP20 USU0 | 1.64% |
| GSGLPHCL R US0001M P 12/15/25 GS | 1.23% |
| FNMA FN30 FM1741 UMBS 04.0000 04/01/2049 | 1.10% |
| FNMA FN30 MA3563 UMBS 04.0000 01/01/2049 | 1.09% |
| ALPHABET INC-CL A SEDOL BYVY8G0 | 0.84% |
| FNMA FN30 TBA UMBS 06.0000 08/01/2050 | 0.81% |
| JPMORGAN CHASE & CO SEDOL 2190385 | 0.66% |
| ADOBE INC SEDOL 2008154 | 0.61% |
| PROCTER & GAMBLE CO/THE SEDOL 2704407 | 0.61% |
| FNMA FN30 BQ1269 UMBS 02.5000 08/01/2050 | 0.57% |
| QUALCOMM INC SEDOL 2714923 | 0.55% |
| VERIZON COMMUNICATIONS INC SEDOL 2090571 | 0.54% |
| CISCO SYSTEMS INC SEDOL 2198163 | 0.52% |
| CITIGROUP INC SEDOL 2297907 | 0.48% |
| FNMA FN30 MA2737 UMBS 03.0000 09/01/2046 | 0.48% |
| FNMA FN30 BQ0329 UMBS 02.5000 07/01/2050 | 0.48% |
| JOHNSON & JOHNSON SEDOL 2475833 | 0.47% |
| FNMA FN30 BM5024 UMBS 03.0000 11/01/2048 | 0.44% |
| NORTHROP GRUMMAN CORP SEDOL 2648806 | 0.43% |
| FNMA FN30 AL9859 UMBS 03.0000 03/01/2047 | 0.43% |
| TREASURY BILL 00.0000 10/08/2020 | 0.42% |
| LOCKHEED MARTIN CORP SEDOL 2522096 | 0.41% |
| TREASURY BILL 00.0000 08/11/2020 | 0.40% |
| NVIDIA CORP SEDOL 2379504 | 0.39% |
| MERCK & CO. INC. SEDOL 2778844 | 0.38% |
| ELI LILLY & CO SEDOL 2516152 | 0.38% |
| DOCUSIGN INC SEDOL BFYT7B7 | 0.36% |
| PEPSICO INC SEDOL 2681511 | 0.35% |
| REGENERON PHARMACEUTICALS SEDOL 2730190 | 0.35% |
| ALPHABET INC-CL C SEDOL BYY88Y7 | 0.34% |
| INTUIT INC SEDOL 2459020 | 0.34% |
| COMCAST CORP-CLASS A SEDOL 2044545 | 0.32% |
| CHEVRON CORP | 0.32% |
| EBAY INC SEDOL 2293819 | 0.32% |
| FACEBOOK INC-CLASS A SEDOL B7TL820 | 0.31% |
| ACTIVISION BLIZZARD INC SEDOL 2575818 | 0.31% |
| TREASURY BILL 00.0000 09/08/2020 | 0.31% |
| COCA-COLA CO/THE SEDOL 2206657 | 0.30% |
| AMERICAN TOWER CORP SEDOL B7FBFL2 | 0.29% |
| JPMORGAN CHASE & CO 03.9640 11/15/2048 | 0.29% |
| WALMART INC SEDOL 2936921 | 0.29% |
| VERIZON COMM 04.3290 09/21/2028 | 0.29% |
| PAYPAL HOLDINGS INC SEDOL BYW36M8 | 0.29% |
| CHARTER COMMUNICATIONS INC-A SEDOL BZ6VT82 | 0.28% |
| TREASURY BILL 00.0000 09/10/2020 | 0.28% |
| ABBVIE INC P/P 144A 03.2000 11/21/2029 | 0.28% |
| FIDELITY NATIONAL INFO SERV SEDOL 2769796 | 0.28% |
| JPMORGAN CHASE & CO 03.6250 12/01/2027 | 0.27% |
| MEDTRONIC PLC SEDOL BTN1Y11 | 0.27% |
| AMERICAN ELECTRIC POWER SEDOL 2026242 | 0.27% |
| CITIGROUP INC 03.6680 07/24/2028 | 0.26% |
| MORGAN STANLEY 03.6250 01/20/2027 | 0.26% |
| HONEYWELL INTERNATIONAL INC SEDOL 2020459 | 0.26% |
| BANK OF AMERICA CORP 03.2480 10/21/2027 | 0.24% |
| DANAHER CORP SEDOL 2250870 | 0.24% |
| EXELON CORP SEDOL 2670519 | 0.23% |
| VISA INC-CLASS A SHARES SEDOL B2PZN04 | 0.23% |
| AT&T INC 04.1000 02/15/2028 | 0.22% |
| OTIS WORLDWIDE CORP SEDOL BK531S8 | 0.22% |
| SERVICENOW INC SEDOL B80NXX8 | 0.22% |
| UNION PACIFIC CORP SEDOL 2914734 | 0.22% |
| VERTEX PHARMACEUTICALS INC SEDOL 2931034 | 0.21% |
| ABBVIE INC SEDOL B92SR70 | 0.21% |
| GOLDMAN SACHS GROUP INC 03.8500 01/26/2027 | 0.21% |
| CVS HEALTH CORP 04.7800 03/25/2038 | 0.21% |
| BANK OF AMERICA CORP SEDOL 2295677 | 0.20% |
| HOME DEPOT INC SEDOL 2434209 | 0.20% |
| MCDONALD'S CORP SEDOL 2550707 | 0.20% |
| CIGNA CORP SEDOL BHJ0775 | 0.20% |
| TREASURY BILL 00.0000 09/22/2020 | 0.20% |
| TARGET CORP SEDOL 2259101 | 0.20% |
| UNITEDHEALTH GROUP INC SEDOL 2917766 | 0.20% |
| ABBOTT LABORATORIES SEDOL 2002305 | 0.20% |
| VEEVA SYSTEMS INC-CLASS A SEDOL BFH3N85 | 0.20% |
| TREASURY BILL 00.0000 08/13/2020 | 0.20% |
| FNMA FN30 TBA UMBS 04.0000 09/01/2050 | 0.19% |
| FNMA FN30 AS7003 UMBS 03.0000 04/01/2046 | 0.19% |
| AMGEN INC SEDOL 2023607 | 0.19% |
| TREASURY BILL 00.0000 09/15/2020 | 0.19% |
| UBS GROUP AG P/P 144A 03.4910 05/23/2023 | 0.19% |
| ROCHE HOLDING AG-GENUSSCHEIN SEDOL 7110388 | 0.18% |
| MASTERCARD INC - A SEDOL B121557 | 0.18% |
| METLIFE INC SEDOL 2573209 | 0.18% |
| ERAC USA FINANCE LLC P/P 144A 05.2500 10/01/2020 | 0.18% |
| PETROBRAS GLOBAL FINANCE USD 06.2500 03/17/2024 | 0.18% |
| APPLE INC 04.2500 02/09/2047 | 0.18% |
| MICROSOFT CORP 02.4000 08/08/2026 | 0.18% |
| SOUTHERN CO/THE SEDOL 2829601 | 0.18% |
| PULTEGROUP INC SEDOL 2708841 | 0.17% |
| GOLDMAN SACHS GROUP INC 02.6000 12/27/2020 | 0.17% |
| COSTAR GROUP INC SEDOL 2262864 | 0.17% |
| JOHNSON CONTROLS INTERNATION SEDOL BY7QL61 | 0.17% |
| SALESFORCE.COM INC 03.7000 04/11/2028 | 0.17% |
| EDWARDS LIFESCIENCES CORP SEDOL 2567116 | 0.16% |
| FNMA FN30 BC2733 UMBS 03.0000 05/01/2046 | 0.16% |
| HUMANA INC SEDOL 2445063 | 0.16% |
| IDEXX LABORATORIES INC SEDOL 2459202 | 0.16% |
| LONZA GROUP AG-REG SEDOL 7333378 | 0.16% |
| XILINX INC SEDOL 2985677 | 0.16% |
| PFIZER INC SEDOL 2684703 | 0.16% |
| GOLDMAN SACHS GROUP INC SEDOL 2407966 | 0.16% |
| WASTE MANAGEMENT INC SEDOL 2937667 | 0.16% |
| UNITEDHEALTH GROUP INC 03.8500 06/15/2028 | 0.16% |
| MORGAN STANLEY 03.1250 01/23/2023 | 0.16% |
| TEXAS INSTRUMENTS INC SEDOL 2885409 | 0.16% |
| ALLSTATE CORP SEDOL 2019952 | 0.16% |
| IHS MARKIT LTD P/P 144A 04.7500 02/15/2025 | 0.15% |
| TREASURY BILL 00.0000 08/20/2020 | 0.15% |
| FORTINET INC SEDOL B5B2106 | 0.15% |
| STACR 2016-DNA2 M3 04.8216 10/25/2028 | 0.15% |
| CRH PLC SEDOL 4182249 | 0.15% |
| OKTA INC SEDOL BDFZSP1 | 0.15% |
| NOVARTIS AG-REG SEDOL 7103065 | 0.14% |
| AT&T INC. 03.8000 02/15/2027 | 0.14% |
| ECOLAB INC 02.7000 11/01/2026 | 0.14% |
| CDX CDX.NA.IG.34 100.0 06/20/2025 | 0.14% |
| CUMMINS INC SEDOL 2240202 | 0.14% |
| NIKE INC -CL B SEDOL 2640147 | 0.14% |
| INTERPUBLIC GROUP COS 04.6500 10/01/2028 | 0.14% |
| MICROSOFT CORP 03.7000 08/08/2046 | 0.14% |
| NOVARTIS CAPITAL CORP 04.0000 11/20/2045 | 0.14% |
| TELEFONICA EMISIONES SAU USD 04.8950 03/06/2048 | 0.14% |
| ENTERPRISE PRODUCTS OPER 04.2500 02/15/2048 | 0.14% |
| HILTON WORLDWIDE HOLDINGS IN SEDOL BYVMW06 | 0.14% |
| MORGAN STANLEY | 0.14% |
| SONY CORP SEDOL 6821506 | 0.14% |
| CROWN CASTLE INTL CORP SEDOL BTGQCX1 | 0.14% |
| MONDELEZ INTERNATIONAL INC-A SEDOL B8CKK03 | 0.14% |
| BOOKING HOLDINGS INC SEDOL BDRXDB4 | 0.13% |
| CLOROX COMPANY SEDOL 2204026 | 0.13% |
| NEW YORK LIFE INS P/P 144A 01.1000 05/05/2023 | 0.13% |
| ANZ NEW ZEALAND INT P/P 144A 02.8750 01/25/2022 | 0.13% |
| FHLMC FR30 ZS4703 UMBS 03.0000 02/01/2047 | 0.13% |
| SALESFORCE.COM INC SEDOL 2310525 | 0.13% |
| AMAZON.COM INC 03.1500 08/22/2027 | 0.13% |
| EQUINIX INC SEDOL BVLZX12 | 0.13% |
| MICROSOFT CORP 01.5500 08/08/2021 | 0.13% |
| CADENCE DESIGN SYS INC SEDOL 2302232 | 0.13% |
| ORACLE CORP 04.0000 11/15/2047 | 0.13% |
| JPMORGAN CHASE & CO 03.3750 05/01/2023 | 0.12% |
| TREASURY BILL 00.0000 08/06/2020 | 0.12% |
| FNMA FN30 AS8056 UMBS 03.0000 10/01/2046 | 0.12% |
| BJ'S WHOLESALE CLUB HOLDINGS SEDOL BFZNZF8 | 0.12% |
| BROADCOM CRP / CAYM 03.5000 01/15/2028 | 0.12% |
| DANSKE BANK A/S P/P 144A 02.7000 03/02/2022 | 0.12% |
| FAIRFAX FINL HLDGS USD 04.8500 04/17/2028 | 0.12% |
| S&P GLOBAL INC SEDOL BYV2325 | 0.12% |
| COMCAST CORP 03.4500 02/01/2050 | 0.12% |
| GENERAL MOTORS FINL CO 04.0000 10/06/2026 | 0.12% |
| SHERWIN-WILLIAMS CO/THE SEDOL 2804211 | 0.12% |
| BANK OF AMERICA CORP 06.1100 01/29/2037 | 0.12% |
| ROCHE HOLDINGS INC P/P 144A 04.0000 11/28/2044 | 0.12% |
| AT&T INC SEDOL 2831811 | 0.11% |
| CHARTER COMM OPT LLC 06.4840 10/23/2045 | 0.11% |
| AIR LEASE CORP 03.2500 10/01/2029 | 0.11% |
| BIOGEN INC SEDOL 2455965 | 0.11% |
| CAPITAL ONE FINANCIAL CORP SEDOL 2654461 | 0.11% |
| ESTEE LAUDER COMPANIES-CL A SEDOL 2320524 | 0.11% |
| HOLOGIC INC SEDOL 2433530 | 0.11% |
| DNB BANK ASA P/P 144A 02.1500 12/02/2022 | 0.11% |
| BRISTOL-MYERS SQUIBB CO SEDOL 2126335 | 0.11% |
| NRG ENERGY INC SEDOL 2212922 | 0.11% |
| SYNOPSYS INC SEDOL 2867719 | 0.11% |
| TORONTO-DOMINION BANK USD 01.9000 12/01/2022 | 0.11% |
| COMMONWEALTH BK AUST P/P 144A 03.1500 09/19/2027 | 0.10% |
| DOLLAR GENERAL CORP SEDOL B5B1S13 | 0.10% |
| FNMA FN30 AS7154 UMBS 03.0000 05/01/2046 | 0.10% |
| FNMA FN30 BJ9256 UMBS 04.0000 06/01/2048 | 0.10% |
| KINDER MORGAN INC 03.1500 01/15/2023 | 0.10% |
| TAKE-TWO INTERACTIVE SOFTWRE SEDOL 2122117 | 0.10% |
| CREDIT SUISSE GRP AG P/P 144A 02.1930 06/05/2026 | 0.10% |
| DBUBS 2011-LC3A D P/P 144A 05.3349 08/10/2044 | 0.10% |
| INPHI CORP SEDOL B5TRVW5 | 0.10% |
| AIA GROUP LTD SEDOL B4TX8S1 | 0.10% |
| APPLE INC 00.7500 05/11/2023 | 0.10% |
| COMMONWEALTH BK AUST P/P 144A 02.2000 11/09/2020 | 0.10% |
| SPST 2020-2 A 01.0016 03/26/2021 | 0.10% |
| DEXCOM INC SEDOL B0796X4 | 0.10% |
| GODADDY INC - CLASS A SEDOL BWFRFC6 | 0.10% |
| NINTENDO CO LTD SEDOL 6639550 | 0.10% |
| UNITED RENTALS INC SEDOL 2134781 | 0.10% |
| GOLDMAN SACHS GROUP INC 04.2230 05/01/2029 | 0.10% |
| NESTLE SA-REG SEDOL 7123870 | 0.10% |
| ORACLE CORP 02.6500 07/15/2026 | 0.10% |
| SHELL INTERNATIONAL FIN USD 02.8750 05/10/2026 | 0.10% |
| UNITED MEXICAN STATES USD 05.5500 01/21/2045 | 0.10% |
| AMERIPRISE FINANCIAL INC SEDOL B0J7D57 | 0.10% |
| FNMA FN30 TBA UMBS 04.5000 08/01/2050 | 0.10% |
| ASTRAZENECA PLC-SPONS ADR SEDOL 2989044 | 0.10% |
| ENERGY TRANSFER OPERATNG 03.7500 05/15/2030 | 0.10% |
| FNMA FN30 TBA UMBS 04.0000 08/01/2050 | 0.10% |
| MWST 2019-1 A 00.9716 06/25/2052 | 0.10% |
| AFLAC INC SEDOL 2026361 | 0.10% |
| AXA SA SEDOL 7088429 | 0.10% |
| GNMA GII30 TBA 04.0000 08/01/2050 | 0.10% |
| CAS 2016-C02 1M2 06.1716 09/25/2028 | 0.10% |
| SPST 2019-7 A 00.8790 09/24/2020 | 0.10% |
| T-MOBILE USA INC P/P 144A 03.7500 04/15/2027 | 0.10% |
| FNMA FN30 TBA UMBS 02.0000 08/01/2050 | 0.09% |
| FNMA FN30 TBA UMBS 02.0000 09/01/2050 | 0.09% |
| KLA CORP SEDOL 2480138 | 0.09% |
| AIR PRODUCTS & CHEMICALS INC SEDOL 2011602 | 0.09% |
| WASTE CONNECTIONS INC SEDOL BYVG1F6 | 0.09% |
| ORACLE CORP 02.5000 10/15/2022 | 0.09% |
| COMCAST CORP 03.9690 11/01/2047 | 0.09% |
| GAMING AND LEISURE PROPERTIE SEDOL BFPK4S5 | 0.09% |
| MORGAN STANLEY 04.3750 01/22/2047 | 0.09% |
| SPST 2019-11 A 00.9290 10/24/2020 | 0.09% |
| VERIZON COMMUNICATIONS 04.4000 11/01/2034 | 0.09% |
| AMERICAN TOWER CORP 03.1250 01/15/2027 | 0.09% |
| BPCE SA P/P 144A 04.5000 03/15/2025 | 0.09% |
| DIAMOND 1 FIN/DIAM P/P 144A 06.0200 06/15/2026 | 0.09% |
| FISERV INC 04.2000 10/01/2028 | 0.09% |
| KDDI CORP SEDOL 6248990 | 0.09% |
| KINDER MORGAN INC SEDOL B3NQ4P8 | 0.09% |
| HERSHEY CO/THE SEDOL 2422806 | 0.09% |
| IVORY COAST REGS 06.1250 06/15/2033 | 0.09% |
| NORTHROP GRUMMAN CORP 03.2500 01/15/2028 | 0.09% |
| AUST & NZ BANKING GRP NY 02.1250 08/19/2020 | 0.09% |
| BRISTOL-MYERS 03.2500 02/20/2023 | 0.09% |
| MITSUBISHI UFJ FIN GRP USD 03.5350 07/26/2021 | 0.09% |
| DOW INC SEDOL BHXCF84 | 0.09% |
| KONINKLIJKE AHOLD DELHAIZE N SEDOL BD0Q398 | 0.09% |
| SIRIUS XM RADIO INC P/P 144A 05.0000 08/01/2027 | 0.09% |
| SYNCHRONY FINANCIAL SEDOL BP96PS6 | 0.09% |
| OMNICOM GP/OMNICOM CAP 03.6000 04/15/2026 | 0.09% |
| PHILLIPS 66 SEDOL B78C4Y8 | 0.09% |
| REP OF INDONESIA P/P 144A 04.3500 01/08/2027 | 0.09% |
| WFRBS 2011-C2 D P/P 144A 05.6624 02/15/2044 | 0.09% |
| CAS 2016-C01 1M2 06.9216 08/25/2028 | 0.08% |
| LEIDOS HOLDINGS INC SEDOL BDV82B8 | 0.08% |
| ANHEUSER-BUSCH CO/IN 03.6500 02/01/2026 | 0.08% |
| ASHTEAD CAPITAL INC P/P 144A 04.3750 08/15/2027 | 0.08% |
| REPUBLIC OF INDONESIA REGS 04.7500 01/08/2026 | 0.08% |
| TORONTO-DOMINION BANK USD 03.6250 09/15/2031 | 0.08% |
| CARDINAL HEALTH INC SEDOL 2175672 | 0.08% |
| WILLIS TOWERS WATSON PLC USD 05.7500 03/15/2021 | 0.08% |
| CASH MGMT BILL 00.0000 10/27/2020 | 0.08% |
| SVENSKA HANDELSBANKEN AB USD 01.9500 09/08/2020 | 0.08% |
| CITIGROUP INC 02.6500 10/26/2020 | 0.08% |
| FORTUNE BRANDS HOME & SECURI SEDOL B3MC7D6 | 0.08% |
| MERCK & CO INC 03.7000 02/10/2045 | 0.08% |
| PNC FINANCIAL SERVICES GROUP SEDOL 2692665 | 0.08% |
| RAYTHEON TECH CORP 04.1250 11/16/2028 | 0.08% |
| ZIMMER BIOMET HOLDINGS INC SEDOL 2783815 | 0.08% |
| ATLASSIAN CORP PLC-CLASS A SEDOL BZ09BD1 | 0.08% |
| DEUTSCHE BOERSE AG SEDOL 7021963 | 0.08% |
| DUKE ENERGY CORP 03.1500 08/15/2027 | 0.08% |
| GLOBAL PAYMENTS INC 04.0000 06/01/2023 | 0.08% |
| BOSTON PROPERTIES INC SEDOL 2019479 | 0.08% |
| FREEPORT-MCMORAN INC SEDOL 2352118 | 0.08% |
| BAXTER INTERNATIONAL INC SEDOL 2085102 | 0.08% |
| JACK HENRY & ASSOCIATES INC SEDOL 2469193 | 0.08% |
| NOVO NORDISK A/S-B SEDOL BHC8X90 | 0.08% |
| STANDARD IND INC P/P 144A 05.0000 02/15/2027 | 0.08% |
| SUMITOMO MITSUI FINANCIAL GR SEDOL 6563024 | 0.08% |
| CAS 2015-C04 2M2 05.7216 04/25/2028 | 0.08% |
| CIT GROUP INC. 05.2500 03/07/2025 | 0.08% |
| GSMS 2014-GC22 C 04.6903 06/10/2047 | 0.08% |
| PNC BANK NA 02.0280 12/09/2022 | 0.08% |
| RAYTHEON TECH CORP P/P 144A 02.5000 12/15/2022 | 0.08% |
| SBA COMMUNICATIONS CORP SEDOL BZ6TS23 | 0.08% |
| DOW CHEMICAL CO/THE 03.5000 10/01/2024 | 0.08% |
| LULULEMON ATHLETICA INC SEDOL B23FN39 | 0.08% |
| PETROLEOS MEXICANOS P/P 144A 06.8400 01/23/2030 | 0.08% |
| CAS 2015-C04 1M2 05.8716 04/25/2028 | 0.08% |
| DELTA AIR LINES INC SEDOL B1W9D46 | 0.08% |
| FIRSTENERGY TRANSMIS P/P 144A 05.4500 07/15/2044 | 0.08% |
| PUBLIC SERVICE ENTERPRISE GP SEDOL 2707677 | 0.08% |
| EXXON MOBIL CORP SEDOL 2326618 | 0.07% |
| AMERICAN TOWER CORPORATION 02.7500 01/15/2027 | 0.07% |
| BP CAPITAL MARKETS PLC USD 03.2790 09/19/2027 | 0.07% |
| FNMA FN30 AS8074 UMBS 03.0000 10/01/2046 | 0.07% |
| T-MOBILE US INC P/P 144A 05.2500 CV PFD | 0.07% |
| WESTPAC BANKING CORP USD 02.0000 08/19/2021 | 0.07% |
| CDX CDX.NA.HY.34 500.0 06/20/2025 | 0.07% |
| FNMA FN40 BF0171 UMBS 04.0000 01/01/2057 | 0.07% |
| NATIONAL AUSTRALIA BK/NY 02.5000 01/12/2021 | 0.07% |
| AMGEN INC 02.6000 08/19/2026 | 0.07% |
| ASTRAZENECA PLC SEDOL 0989529 | 0.07% |
| BANK OF AMERICA CORP 02.4960 02/13/2031 | 0.07% |
| BANK OF NOVA SCOTIA USD 02.3500 10/21/2020 | 0.07% |
| BOOZ ALLEN HAMILTON HOLDINGS SEDOL B5367T7 | 0.07% |
| CHIPOTLE MEXICAN GRILL INC SEDOL B0X7DZ3 | 0.07% |
| CIGNA CORP 03.7500 07/15/2023 | 0.07% |
| FIDELITY NATL INFO SERV 03.7500 05/21/2029 | 0.07% |
| FNMA FN30 BM1172 UMBS 03.0000 03/01/2047 | 0.07% |
| MICROCHIP TECH INC 04.3330 06/01/2023 | 0.07% |
| REPUBLIC OF SENEGAL REGS 06.2500 05/23/2033 | 0.07% |
| CF INDUSTRIES INC P/P 144A 04.5000 12/01/2026 | 0.07% |
| ALLIANZ SE-REG SEDOL 5231485 | 0.07% |
| CONOCOPHILLIPS | 0.07% |
| DUKE ENERGY CORP 04.2000 06/15/2049 | 0.07% |
| BF0101 03.5000 06/01/2056 | 0.07% |
| BIOGEN INC 03.6250 09/15/2022 | 0.07% |
| FAIR ISAAC CORP SEDOL 2330299 | 0.07% |
| LNSTR 2015-3 B P/P 144A 03.2115 04/20/2048 | 0.07% |
| SAUDI INTL BOND P/P 144A 02.9000 10/22/2025 | 0.07% |
| APOLLO GLOBAL MANAGEMENT INC SEDOL BKRLVD5 | 0.07% |
| VALERO ENERGY CORP SEDOL 2041364 | 0.07% |
| VIACOMCBS INC 04.2000 06/01/2029 | 0.07% |
| WESTROCK MWV LLC 08.2000 01/15/2030 | 0.07% |
| ANGLO AMER PLC SEDOL B1XZS82 | 0.07% |
| EOG RESOURCES INC 02.6250 03/15/2023 | 0.07% |
| SOUTHWEST AIRLINES CO SEDOL 2831543 | 0.07% |
| ALIBABA GROUP HOLDING-SP ADR SEDOL BP41ZD1 | 0.06% |
| CHARTER COMM OPT LLC/CAP 04.8000 03/01/2050 | 0.06% |
| EATON CORP PLC SEDOL B8KQN82 | 0.06% |
| HILTON WORLDWIDE FIN LLC 04.8750 04/01/2027 | 0.06% |
| ONCOR ELECTRIC DELIV 03.7500 04/01/2045 | 0.06% |
| RAYTHEON TECHNOLOGIES CORP SEDOL BM5M5Y3 | 0.06% |
| TOTAL SE SEDOL B15C557 | 0.06% |
| VERIZON COMMUNICATIONS 05.2500 03/16/2037 | 0.06% |
| WESFARMERS LTD SEDOL 6948836 | 0.06% |
| AMGEN INC 04.6630 06/15/2051 | 0.06% |
| AT&T INC 04.7500 05/15/2046 | 0.06% |
| ENERGY TRANSFER OPERATNG 06.6250 02/15/2028 | 0.06% |
| KERING SEDOL 5505072 | 0.06% |
| SEATTLE GENETICS INC SEDOL 2738127 | 0.06% |
| THERMO FISHER SCIENTIFIC INC SEDOL 2886907 | 0.06% |
| AMERICAN ELECTRIC POWER 04.3000 12/01/2028 | 0.06% |
| COMM 2010-C1 D P/P 144A 05.8546 07/10/2046 | 0.06% |
| DEUTSCHE POST AG-REG SEDOL 4617859 | 0.06% |
| DUKE ENERGY OHIO INC 03.6500 02/01/2029 | 0.06% |
| EVERBRIDGE INC SEDOL BYY5ZB4 | 0.06% |
| FNMA FN30 BC1155 UMBS 03.0000 06/01/2046 | 0.06% |
| IBM CORP 01.8750 08/01/2022 | 0.06% |
| ORACLE CORP 02.5000 05/15/2022 | 0.06% |
| RIO TINTO PLC SEDOL 0718875 | 0.06% |
| ROYAL DUTCH SHELL PLC-B SHS SEDOL B03MM40 | 0.06% |
| TREASURY BILL 00.0000 09/03/2020 | 0.06% |
| UNITEDHEALTH GROUP INC 03.9500 10/15/2042 | 0.06% |
| CAS 2016-C04 1M2 04.4216 01/25/2029 | 0.06% |
| DOMINICAN REPUBLIC REGS 05.9500 01/25/2027 | 0.06% |
| ALBEMARLE CORP SEDOL 2046853 | 0.06% |
| AMEREN CORPORATION SEDOL 2050832 | 0.06% |
| CAS 2020-R01 1M2 02.2216 01/25/2040 | 0.06% |
| CSAIL 2015-C1 C 04.2691 04/15/2050 | 0.06% |
| NRG ENERGY INC P/P 144A 04.4500 06/15/2029 | 0.06% |
| RINGCENTRAL INC-CLASS A SEDOL BDZCRX3 | 0.06% |
| WFRBS 2013-C18 AS 04.3870 12/15/2046 | 0.06% |
| CITIGROUP INC 03.8870 01/10/2028 | 0.06% |
| DEUTSCHE TELEKOM AG-REG SEDOL 5842359 | 0.06% |
| ESSEX PROPERTY TRUST INC SEDOL 2316619 | 0.06% |
| MRAIT 2020-2 A 02.1900 10/22/2020 | 0.06% |
| NORDEA BANK ABP P/P 144A 02.2500 05/27/2021 | 0.06% |
| REGIONS FINANCIAL CORP 02.7500 08/14/2022 | 0.06% |
| AMETEK INC SEDOL 2089212 | 0.06% |
| DUPONT DE NEMOURS INC SEDOL BK0VN47 | 0.06% |
| EDENRED SEDOL B62G1B5 | 0.06% |
| UBS GROUP AG P/P 144A 03.0000 04/15/2021 | 0.06% |
| ZOETIS INC 03.9000 08/20/2028 | 0.06% |
| BANK OF MONTREAL USD 03.1000 04/13/2021 | 0.06% |
| CROWN CASTLE INTL CORP 03.6500 09/01/2027 | 0.06% |
| ENTERGY CORP SEDOL 2317087 | 0.06% |
| QUIDEL CORP SEDOL 2717591 | 0.06% |
| REPUBLIC OF PERU USD 02.3920 01/23/2026 | 0.06% |
| ROPER TECHNOLOGIES INC SEDOL 2749602 | 0.06% |
| UBS GROUP AG REGS 06.8750 12/29/2049 | 0.06% |
| REPUBLIC OF KAZAKHSTAN REGS 04.8750 10/14/2044 | 0.06% |
| AVERY DENNISON CORP SEDOL 2066408 | 0.06% |
| CHENIERE CORP CHRIST 05.1250 06/30/2027 | 0.06% |
| DISCOVER FINANCIAL SERVICES SEDOL B1YLC43 | 0.06% |
| AMERICAN INTERNATIONAL GROUP SEDOL 2027342 | 0.06% |
| BMW US CAPITAL LLC P/P 144A 02.0000 04/11/2021 | 0.06% |
| BRISTOL-MYERS 03.2500 08/15/2022 | 0.06% |
| HUNTINGTON BANCSHARES 04.3500 02/04/2023 | 0.06% |
| HYATT HOTELS CORP 04.8500 03/15/2026 | 0.06% |
| L OREAL SEDOL 4057808 | 0.06% |
| LONDON STOCK EXCHANGE GROUP SEDOL B0SWJX3 | 0.06% |
| NUTRIEN LTD USD 04.1250 03/15/2035 | 0.06% |
| PFIZER INC 03.0000 12/15/2026 | 0.06% |
| RADIAN GROUP INC SEDOL 2173911 | 0.06% |
| TREASURY BILL 00.0000 08/25/2020 | 0.06% |
| APTIV PLC SEDOL B783TY6 | 0.05% |
| BRDCOM CRP / FIN 03.8750 01/15/2027 | 0.05% |
| DEERE & COMPANY 02.6000 06/08/2022 | 0.05% |
| DIGITAL REALTY TRUST LP 04.4500 07/15/2028 | 0.05% |
| GOOGLE INC 03.3750 02/25/2024 | 0.05% |
| GSMS 2011-GC3 D P/P 144A 05.5661 03/10/2044 | 0.05% |
| HOYA CORP SEDOL 6441506 | 0.05% |
| LINDE PLC SEDOL BZ12WP8 | 0.05% |
| MET LIFE GLOB P/P 144A 01.9500 01/13/2023 | 0.05% |
| UBER TECHNOLOGIES INC SEDOL BK6N347 | 0.05% |
| ABBVIE INC P/P 144A 03.8000 03/15/2025 | 0.05% |
| AGNC INVESTMENT CORP SEDOL BYYHJL8 | 0.05% |
| APPLE INC 03.8500 05/04/2043 | 0.05% |
| ASSURED GUARANTY LTD SEDOL B00V7H8 | 0.05% |
| CISCO SYSTEMS INC 02.5000 09/20/2026 | 0.05% |
| DANAHER CORP 05.0000 CV PFD | 0.05% |
| ENBRIDGE INC USD 04.5000 06/10/2044 | 0.05% |
| HERMES INTERNATIONAL SEDOL 5253973 | 0.05% |
| L3HARRIS TECH INC 03.8500 12/15/2026 | 0.05% |
| STATE STREET CORP SEDOL 2842040 | 0.05% |
| TPAT 2018-SL1 A P/P 144A 00.7716 01/25/2046 | 0.05% |
| BHP GROUP LTD SEDOL 6144690 | 0.05% |
| CREDIT SUISSE NEW YORK 02.8000 04/08/2022 | 0.05% |
| FERGUSON PLC SEDOL BJVNSS4 | 0.05% |
| KEURIG DR PEPPER INC 04.5970 05/25/2028 | 0.05% |
| LIBERTY MEDIA COR-SIRIUSXM C SEDOL BD8QGH9 | 0.05% |
| PRUDENTIAL PLC SEDOL 0709954 | 0.05% |
| DYNATRACE INC SEDOL BJV2RD9 | 0.05% |
| EQUINOR ASA USD 02.9000 11/08/2020 | 0.05% |
| ITOCHU CORP SEDOL 6467803 | 0.05% |
| JOHNSON CONTROLS INTL PL 04.5000 02/15/2047 | 0.05% |
| SANDVIK AB SEDOL B1VQ252 | 0.05% |
| TREASURY BILL 00.0000 09/17/2020 | 0.05% |
| UNITEDHEALTH GROUP INC 02.7500 02/15/2023 | 0.05% |
| UPJOHN INC P/P 144A 02.3000 06/22/2027 | 0.05% |
| ALPHABET INC 01.9980 08/15/2026 | 0.05% |
| AMAZON.COM INC. 02.5000 11/29/2022 | 0.05% |
| COMPASS GROUP PLC SEDOL BD6K457 | 0.05% |
| SCHWAB (CHARLES) CORP SEDOL 2779397 | 0.05% |
| SWISS RE TREAS P/P 144A 04.2500 12/06/2042 | 0.05% |
| SYSCO CORP SEDOL 2868165 | 0.05% |
| VISTRA CORP SEDOL BZ8VJQ8 | 0.05% |
| BANK OF AMERICA CORP 03.4990 05/17/2022 | 0.05% |
| COMCAST CORP 02.3500 01/15/2027 | 0.05% |
| ENTERPRISE PRODUCTS PARTNERS SEDOL 2285388 | 0.05% |
| US BANCORP 02.6250 01/24/2022 | 0.05% |
| CWALT 2006-OA10 4A1 00.3616 08/25/2046 | 0.05% |
| ROYAL BANK OF CANADA USD 04.6500 01/27/2026 | 0.05% |
| SPST 2020-6 A 01.9290 09/07/2021 | 0.05% |
| UNILEVER NV SEDOL B1527V7 | 0.05% |
| WFRBS 2012-C8 AS 03.6600 08/15/2045 | 0.05% |
| AMERICAN EXPRESS COMPANY 02.6500 12/02/2022 | 0.05% |
| CROWN CASTLE INTL CORP 03.7000 06/15/2026 | 0.05% |
| INDUSTRIA DE DISENO TEXTIL SEDOL BP9DL90 | 0.05% |
| INVITATION HOMES INC SEDOL BD81GW9 | 0.05% |
| JOHNSON CONTROLS INTL PL 04.9500 07/02/2064 | 0.05% |
| METLIFE CAP TRST IV P/P 144A 07.8750 12/15/2037 | 0.05% |
| ROGERS COMMUNICATIONS IN USD 04.5000 03/15/2043 | 0.05% |
| SAUDI INTL BOND P/P 144A 03.2500 10/22/2030 | 0.05% |
| SHERWIN-WILLIAMS CO 03.4500 06/01/2027 | 0.05% |
| TCI COMMUNICATIONS INC 07.1250 02/15/2028 | 0.05% |
| AT&T INC 02.9500 07/15/2026 | 0.05% |
| CARLSBERG AS-B SEDOL 4169219 | 0.05% |
| COCA-COLA HBC AG-DI SEDOL B9895B7 | 0.05% |
| ESSITY AKTIEBOLAG-B SEDOL BF1K7P7 | 0.05% |
| FIFTH THIRD BANCORP SEDOL 2336747 | 0.05% |
| GLENCORE FUNDING LLC P/P 144A 04.0000 04/16/2025 | 0.05% |
| INTL FLAVOR & FRAGRANCES 04.4500 09/26/2028 | 0.05% |
| KINDER MORGAN ENER PART 03.5000 03/01/2021 | 0.05% |
| WASTE CONNECTIONS INC 03.5000 05/01/2029 | 0.05% |
| ANHEUSER-BUSCH INBEV WOR 04.7500 01/23/2029 | 0.04% |
| APPLE INC 04.3750 05/13/2045 | 0.04% |
| BP CAP MARKETS AMERICA 03.1190 05/04/2026 | 0.04% |
| CISCO SYSTEMS INC 05.9000 02/15/2039 | 0.04% |
| CITIGROUP INC 04.5000 01/14/2022 | 0.04% |
| COMM 2014-CR19 AM 04.0800 08/10/2047 | 0.04% |
| DOVER CORP SEDOL 2278407 | 0.04% |
| DUKE REALTY CORP SEDOL 2284084 | 0.04% |
| EASTMAN CHEMICAL CO SEDOL 2298386 | 0.04% |
| GEORGIA-PACIFIC LLC P/P 144A 02.1000 04/30/2027 | 0.04% |
| HOME DEPOT INC 02.6250 06/01/2022 | 0.04% |
| JAZZ PHARMACEUTICALS PLC SEDOL B4Q5ZN4 | 0.04% |
| LAMB WESTON HOLDINGS P/P 144A 04.8750 11/01/2026 | 0.04% |
| ORACLE CORP 01.9000 09/15/2021 | 0.04% |
| PINNACLE WEST CAPITAL SEDOL 2048804 | 0.04% |
| SPST 2020-WL1 A 01.3216 06/25/2051 | 0.04% |
| UBS GROUP AG P/P 144A 04.1250 04/15/2026 | 0.04% |
| WALT DISNEY COMPANY 07.7500 12/01/2045 | 0.04% |
| WFRBS 2013-C12 AS 03.5600 03/15/2048 | 0.04% |
| CF INDUSTRIES HOLDINGS INC SEDOL B0G4K50 | 0.04% |
| GENERAL MOTORS CO SEDOL B665KZ5 | 0.04% |
| GLENCORE FUNDING LLC P/P 144A 04.6250 04/29/2024 | 0.04% |
| HOME DEPOT INC 05.9500 04/01/2041 | 0.04% |
| KEURIG DR PEPPER INC 04.4170 05/25/2025 | 0.04% |
| MITSUBISHI UFJ FIN GRP USD 03.8500 03/01/2026 | 0.04% |
| NEXI SPA SEDOL BJ1F880 | 0.04% |
| PARTNERS GROUP HOLDING AG SEDOL B119QG0 | 0.04% |
| REPUBLIC OF CHILE USD 02.4500 01/31/2031 | 0.04% |
| REPUBLIC SERVICES INC SEDOL 2262530 | 0.04% |
| ADIDAS AG SEDOL 4031976 | 0.04% |
| ANHEUSER-BUSCH INBEV WOR 05.5500 01/23/2049 | 0.04% |
| BMW US CAPITAL LLC P/P 144A 03.9500 08/14/2028 | 0.04% |
| BP PLC SEDOL 0798059 | 0.04% |
| CSX CORP 04.1000 03/15/2044 | 0.04% |
| GARMIN LTD SEDOL B3Z5T14 | 0.04% |
| LLOYDS BANKING GROUP PLC USD 04.5000 11/04/2024 | 0.04% |
| MET LIFE GLOB P/P 144A 02.4000 06/17/2022 | 0.04% |
| SANTANDER UK GROUP H P/P 144A 04.7500 09/15/2025 | 0.04% |
| SCHNEIDER ELECTRIC SE SEDOL 4834108 | 0.04% |
| TRK 2019-1 A1 04.3356 03/25/2022 | 0.04% |
| ALIMENTATION COUCHE-TARD 3.550000 07/26/2027 | 0.04% |
| AMDOCS LTD SEDOL 2256908 | 0.04% |
| BRISTOL-MYERS 02.2500 08/15/2021 | 0.04% |
| CIGNA CORP 03.9000 02/15/2022 | 0.04% |
| CROWN CASTLE INTL CORP 03.8000 02/15/2028 | 0.04% |
| DAIKIN INDUSTRIES LTD SEDOL 6250724 | 0.04% |
| ENERGY TRANSFER OPERA 05.8750 01/15/2024 | 0.04% |
| L3HARRIS TECH INC 04.4000 06/15/2028 | 0.04% |
| PETROBRAS GLOBAL FINANCE USD 06.1250 01/17/2022 | 0.04% |
| REPUBLIC OF PARAGUAY REGS 04.7000 03/27/2027 | 0.04% |
| ASTELLAS PHARMA INC SEDOL 6985383 | 0.04% |
| BANCO SANTANDER SA USD 05.1790 11/19/2025 | 0.04% |
| CITIGROUP INC 04.4500 09/29/2027 | 0.04% |
| ENBRIDGE INC USD 04.2500 12/01/2026 | 0.04% |
| ERAC USA FINANCE LLC P/P 144A 05.6250 03/15/2042 | 0.04% |
| INTERNATIONAL PAPER CO 03.0000 02/15/2027 | 0.04% |
| MARSH & MCLENNAN COS INC 04.9000 03/15/2049 | 0.04% |
| MBX.FN30.500.10 R USL1M P 01/12/41 BC | 0.04% |
| ORACLE CORP 05.3750 07/15/2040 | 0.04% |
| ARAMARK SEDOL BH3XG17 | 0.04% |
| AVALONBAY COMMUNITIES INC SEDOL 2131179 | 0.04% |
| BERRY GLOBAL GROUP INC SEDOL B8BR3H3 | 0.04% |
| BMIR 2019-4A M1C P/P 144A 02.6716 10/25/2029 | 0.04% |
| CAS 2016-C03 2M2 06.0716 10/25/2028 | 0.04% |
| CVS HEALTH CORP 03.7000 03/09/2023 | 0.04% |
| ENEL SPA SEDOL 7144569 | 0.04% |
| JPMORGAN CHASE & CO 04.6000 02/01/2025 | 0.04% |
| KONINKLIJKE DSM NV SEDOL B0HZL93 | 0.04% |
| MONDELEZ INT HOLD NE P/P 144A 02.1250 09/19/2022 | 0.04% |
| NATIONAL AUSTRALIA BK/NY 02.8000 01/10/2022 | 0.04% |
| NXP SEMICONDUCTORS NV SEDOL B505PN7 | 0.04% |
| SPRINT CORP 07.8750 09/15/2023 | 0.04% |
| T-MOBILE USA INC P/P 144A 03.8750 04/15/2030 | 0.04% |
| WOLTERS KLUWER SEDOL 5671519 | 0.04% |
| AES CORP SEDOL 2002479 | 0.04% |
| BOEING CO 04.8750 05/01/2025 | 0.04% |
| BROADCOM INC P/P 144A 04.1500 11/15/2030 | 0.04% |
| DOLLAR GENERAL CORP 03.2500 04/15/2023 | 0.04% |
| LBMLT 2004-1 A2 00.9716 02/25/2034 | 0.04% |
| MARSH & MCLENNAN COS INC 04.3750 03/15/2029 | 0.04% |
| ORSTED A/S SEDOL BYT16L4 | 0.04% |
| REPUBLIC OF COLOMBIA USD 03.8750 04/25/2027 | 0.04% |
| SKANDINAVISKA ENSKILDA BAN-A SEDOL 4813345 | 0.04% |
| TESLA INC SEDOL B616C79 | 0.04% |
| VISTRA OPERATION P/P 144A 03.5500 07/15/2024 | 0.04% |
| BNP PARIBAS SEDOL 7309681 | 0.04% |
| CCO HOLDINGS LLC P/P 144A 05.3750 06/01/2029 | 0.04% |
| DIAGEO PLC SEDOL 0237400 | 0.04% |
| ERAC USA FINANCE LLC P/P 144A 04.5000 02/15/2045 | 0.04% |
| ERAC USA FINANCE LLC P/P 144A 07.0000 10/15/2037 | 0.04% |
| FIDELITY NATIONAL INFORM 04.2500 05/15/2028 | 0.04% |
| GSCBPAND R US0001M P 12/15/25 GS | 0.04% |
| LIVE NATION ENTERTAINMENT IN SEDOL B0T7YX2 | 0.04% |
| S&P GLOBAL INC 04.4000 02/15/2026 | 0.04% |
| TRANSCANADA TRUST USD 05.3000 03/15/2077 | 0.04% |
| CBRE GROUP INC - A SEDOL B6WVMH3 | 0.04% |
| DUKE ENERGY INDIANA LLC 06.4500 04/01/2039 | 0.04% |
| HILL-ROM HOLDINGS INC SEDOL 2425924 | 0.04% |
| MGM RESORTS INTERNATIONAL SEDOL 2547419 | 0.04% |
| NRG P/P 144A 03.7500 06/15/2024 | 0.04% |
| TAIWAN SEMICONDUCTOR MANUFAC SEDOL 6889106 | 0.04% |
| TARGA RESOURCES PART 05.0000 01/15/2028 | 0.04% |
| WAMU 2005-AR12 1A8 03.8341 10/25/2035 | 0.04% |
| AES CORP/THE 05.5000 04/15/2025 | 0.04% |
| AKZO NOBEL N.V. SEDOL BJ2KSG2 | 0.04% |
| ALLY FINANCIAL INC SEDOL B72XK05 | 0.04% |
| AVIVA PLC SEDOL 0216238 | 0.04% |
| CISCO SYSTEMS INC 02.2000 02/28/2021 | 0.04% |
| CITIGROUP INC 04.6000 03/09/2026 | 0.04% |
| EXXON MOBIL CORPORATION 02.2220 03/01/2021 | 0.04% |
| FHMS K099 X1 IO 00.8862 09/25/2029 | 0.04% |
| ING BANK NV P/P 144A 05.8000 09/25/2023 | 0.04% |
| MOLSON COORS BEVERAGE CO - B SEDOL B067BM3 | 0.04% |
| SHIONOGI & CO LTD SEDOL 6804682 | 0.04% |
| TELEDYNE TECHNOLOGIES INC SEDOL 2503477 | 0.04% |
| TRUIST BANK 02.6360 09/17/2029 | 0.04% |
| VISTRA CORP P/P 144A 04.3000 07/15/2029 | 0.04% |
| 0.90 R ISWP FWD US0003M P 09/16/2050 | 0.04% |
| AIR LEASE CORP 04.6250 10/01/2028 | 0.04% |
| APTARGROUP INC SEDOL 2045247 | 0.04% |
| COMCAST CORP 04.0490 11/01/2052 | 0.04% |
| COX COMM INC P/P 144A 03.5000 08/15/2027 | 0.04% |
| DNB NOR ASA SEDOL 4263304 | 0.04% |
| EQUINIX INC 03.2000 11/18/2029 | 0.04% |
| FHLMC FR30 ZS9547 UMBS 04.0000 09/01/2045 | 0.04% |
| FISERV INC 03.5000 07/01/2029 | 0.04% |
| FIVE CORNERS FUNDING P/P 144A 04.4190 11/15/2023 | 0.04% |
| LINCOLN NATIONAL CORP SEDOL 2516378 | 0.04% |
| NETWORK INTERNATIONAL HOLDIN SEDOL BH3VJ78 | 0.04% |
| OSHKOSH CORP 04.6000 05/15/2028 | 0.04% |
| SAMSUNG ELECTRONICS-PREF SEDOL 6773812 | 0.04% |
| SECOM CO LTD SEDOL 6791591 | 0.04% |
| UBS AG LONDON P/P 144A 01.7500 04/21/2022 | 0.04% |
| WOOLWORTHS GROUP LTD SEDOL 6981239 | 0.04% |
| ZALANDO SE SEDOL BQV0SV7 | 0.04% |
| ALPHABET INC 03.6250 05/19/2021 | 0.03% |
| AMERICAN TOWER CORP 02.9000 01/15/2030 | 0.03% |
| CFCRE 2011-C2 E P/P 144A 05.7392 12/15/2047 | 0.03% |
| CHARTER COMM OPT LLC 04.9080 07/23/2025 | 0.03% |
| DOMINICAN REPUBLIC REGS 06.8750 01/29/2026 | 0.03% |
| GLOBAL PAYMENTS INC 02.9000 05/15/2030 | 0.03% |
| JPMBB 2013-C12 C 04.0997 07/15/2045 | 0.03% |
| PEUGEOT SA SEDOL 7103526 | 0.03% |
| SAREPTA THERAPEUTICS INC SEDOL B8DPDT7 | 0.03% |
| SPECTRA ENERGY PARTNERS 03.3750 10/15/2026 | 0.03% |
| TRANSDIGM GROUP INC SEDOL B11FJK3 | 0.03% |
| VEREIT INC SEDOL BYVVTJ1 | 0.03% |
| WFRBS 2011-C3 D P/P 144A 05.6804 03/15/2044 | 0.03% |
| WH GROUP LTD SEDOL BLLHKZ1 | 0.03% |
| ZOETIS INC 02.0000 05/15/2030 | 0.03% |
| CITIGROUP INC 04.7500 05/18/2046 | 0.03% |
| CWALT 2006-OA7 1A2 02.2622 06/25/2046 | 0.03% |
| ENERGY TRANSFER OPERATNG 05.2000 02/01/2022 | 0.03% |
| HITACHI LTD SEDOL 6429104 | 0.03% |
| MSBAM 2012-C5 E P/P 144A 04.6759 08/15/2045 | 0.03% |
| NSTAR ELECTRIC CO 02.3750 10/15/2022 | 0.03% |
| PFIZER INC 01.9500 06/03/2021 | 0.03% |
| SIG COMBIBLOC GROUP AG SEDOL BD5GN60 | 0.03% |
| STACR 2016-DNA1 M3 05.7216 07/25/2028 | 0.03% |
| WORLDLINE SA SEDOL BNFWR44 | 0.03% |
| BRISTOL-MYERS 03.4000 07/26/2029 | 0.03% |
| CANTOR FITZGERALD LP P/P 144A 06.5000 06/17/2022 | 0.03% |
| CONSTELLATION BRANDS INC-A SEDOL 2170473 | 0.03% |
| CREDIT SUISSE GRP AG P/P 144A 03.8690 01/12/2029 | 0.03% |
| CWALT 2005-59 1A1 00.5099 11/20/2035 | 0.03% |
| EQUITY RESIDENTIAL TR REIT | 0.03% |
| KION GROUP AG SEDOL BB22L96 | 0.03% |
| MORGAN STANLEY 05.5000 07/28/2021 | 0.03% |
| NUTRIEN LTD. USD 04.2000 04/01/2029 | 0.03% |
| SAMI 2007-AR7 1A1 01.0216 05/25/2047 | 0.03% |
| WFCM 2013-LC12 C 04.2757 07/15/2046 | 0.03% |
| WFRBS 2011-C5 D P/P 144A 05.6559 11/15/2044 | 0.03% |
| ALLISON TRANSMISSION HOLDING SEDOL B4PZ892 | 0.03% |
| BANCO BILBAO VIZCAYA ARGENTA SEDOL 5501906 | 0.03% |
| BANK OF NOVA SCOTIA USD 02.0000 11/15/2022 | 0.03% |
| CAS 2016-C01 2M2 07.1216 08/25/2028 | 0.03% |
| CHINA MOBILE LTD SEDOL 6073556 | 0.03% |
| CHS/COMMUNITY HEALTH SYS 06.2500 03/31/2023 | 0.03% |
| CK ASSET HOLDINGS LTD SEDOL BYZQ077 | 0.03% |
| COMCAST CORP 03.9990 11/01/2049 | 0.03% |
| COMM 2013-CR13 AM 04.4490 11/10/2046 | 0.03% |
| COMPUGROUP MEDICAL SE & CO K SEDOL BMY7CH1 | 0.03% |
| COVESTRO AG SEDOL BYTBWY9 | 0.03% |
| CROWN HOLDINGS INC | 0.03% |
| GSMS 2016-GS3 A4 02.8500 10/10/2049 | 0.03% |
| GSMS 2017-GS7 AS 03.6630 08/10/2050 | 0.03% |
| HEICO CORP SEDOL 2419217 | 0.03% |
| HONEYWELL INTL 03.8120 11/21/2047 | 0.03% |
| PENSKE TRUCK LEASING P/P 144A 03.9000 02/01/2024 | 0.03% |
| REPUBLIC OF KAZAKHSTAN REGS 05.1250 07/21/2025 | 0.03% |
| T-MOBILE USA INC 06.3750 03/01/2025 | 0.03% |
| BANK OF AMERICA CORP 06.1000 12/29/2049 | 0.03% |
| BHP GROUP PLC SEDOL BH0P3Z9 | 0.03% |
| COMM 2013-CR11 C P/P 144A 05.1198 08/10/2050 | 0.03% |
| GOODMAN GROUP SEDOL B03FYZ4 | 0.03% |
| IMPERIAL BRANDS PLC SEDOL 0454492 | 0.03% |
| LLOYDS BANKING GROUP PLC USD 04.6500 03/24/2026 | 0.03% |
| NEUBERGER BERMAN GRP P/P 144A 04.8750 04/15/2045 | 0.03% |
| NIPPON PROLOGIS REIT INC SEDOL B98BC67 | 0.03% |
| REPUBLICA ORIENT URUGUAY USD 07.6250 03/21/2036 | 0.03% |
| SOFTWARE AG SEDOL BF06WX9 | 0.03% |
| SUN COMMUNITIES INC SEDOL 2860257 | 0.03% |
| THALES SA SEDOL 4162791 | 0.03% |
| TOKYO ELECTRON LTD SEDOL 6895675 | 0.03% |
| TPMT 2015-1 A2 P/P 144A 03.2500 10/25/2053 | 0.03% |
| VIRTU FINANCIAL INC-CLASS A SEDOL BWTVWD4 | 0.03% |
| VODAFONE GROUP PLC SEDOL BH4HKS3 | 0.03% |
| 0.70 R ISWP FWD US0003M P 09/16/2030 | 0.03% |
| ABB LTD-REG SEDOL 7108899 | 0.03% |
| AKAMAI TECHNOLOGIES INC SEDOL 2507457 | 0.03% |
| DH EUROPE FINANCE II USD 03.4000 11/15/2049 | 0.03% |
| DOMINICAN REPUBLIC REGS 08.6250 04/20/2027 | 0.03% |
| E.ON SE SEDOL 4942904 | 0.03% |
| EDP-ENERGIAS DE PORTUGAL SA SEDOL 4103596 | 0.03% |
| FORTESCUE METALS GROUP LTD SEDOL B2B2B49 | 0.03% |
| KKR GROUP FIN CO III P/P 144A 05.1250 06/01/2044 | 0.03% |
| MSBAM 2014-C14 C 04.9459 02/15/2047 | 0.03% |
| NIPPON TELEGRAPH & TELEPHONE SEDOL 6641373 | 0.03% |
| PETROBRAS GLOBAL FINANCE USD 07.3750 01/17/2027 | 0.03% |
| PUBLIC SERVICE ELECTRIC 05.5000 03/01/2040 | 0.03% |
| VIACOMCBS INC 02.9000 01/15/2027 | 0.03% |
| APPLE INC 03.4500 05/06/2024 | 0.03% |
| CAS 2016-C06 1M2 04.4216 04/25/2029 | 0.03% |
| CGCMT 2014-GC21 AS 04.0260 05/10/2047 | 0.03% |
| COMMONWEALTH EDISON CO 05.9000 03/15/2036 | 0.03% |
| CREDIT AGRICOLE SA SEDOL 7262610 | 0.03% |
| DBS GROUP HOLDINGS LTD SEDOL 6175203 | 0.03% |
| DIASORIN SPA SEDOL B234WN9 | 0.03% |
| DISH DBS CORP 05.8750 11/15/2024 | 0.03% |
| ENTERPRISE PRODUCTS OPER 02.8000 01/31/2030 | 0.03% |
| GOLDMAN SACHS GROUP INC 02.6000 02/07/2030 | 0.03% |
| KEYCORP SEDOL 2490911 | 0.03% |
| LMAT 2019-GS7 A1 03.2500 11/25/2059 | 0.03% |
| PPL CAPITAL FUNDING INC 04.2000 06/15/2022 | 0.03% |
| SABINE PASS LIQUEFACTION 04.2000 03/15/2028 | 0.03% |
| TEMPO ACQ LLC/FI P/P 144A 06.7500 06/01/2025 | 0.03% |
| UBS GROUP AG-REG SEDOL BRJL176 | 0.03% |
| VOLKSWAGEN AG PFD SEDOL 5497168 | 0.03% |
| WALGREENS BOOTS ALLIANCE INC SEDOL BTN1Y44 | 0.03% |
| AGL ENERGY LTD SEDOL BSS7GP5 | 0.03% |
| AHM 2007-1 GA1C 00.3616 05/25/2047 | 0.03% |
| APPLE INC 02.8500 05/06/2021 | 0.03% |
| AXALTA COATING SYSTEMS LTD SEDOL BSFWCF5 | 0.03% |
| CAS 2017-C01 1M2 03.7216 07/25/2029 | 0.03% |
| CELANESE US HOLDINGS LLC 03.5000 05/08/2024 | 0.03% |
| CITIGROUP INC 02.9000 12/08/2021 | 0.03% |
| CSC HOLDINGS LLC P/P 144A 07.5000 04/01/2028 | 0.03% |
| DIAMONDBACK ENERGY INC 03.2500 12/01/2026 | 0.03% |
| GLAXOSMITHKLINE PLC SEDOL 0925288 | 0.03% |
| GSMS 2011-GC3 C P/P 144A 05.5661 03/10/2044 | 0.03% |
| GSMS 2019-GC42 AS 03.2117 09/01/2052 | 0.03% |
| ITOCHU TECHNO-SOLUTIONS CORP SEDOL 6200194 | 0.03% |
| JAPAN EXCHANGE GROUP INC SEDOL 6743882 | 0.03% |
| LEGRAND SA SEDOL B11ZRK9 | 0.03% |
| LINDE PLC SEDOL BYWD9S5 | 0.03% |
| MSBAM 2014-C17 C 04.4984 08/15/2047 | 0.03% |
| OSAT 2020-RPL1 A1 03.1990 12/26/2059 | 0.03% |
| PALTAC CORPORATION SEDOL B61BG94 | 0.03% |
| REPUBLIC OF SOUTH AFRICA USD 04.8500 09/27/2027 | 0.03% |
| ROKU INC SEDOL BZ1LFG7 | 0.03% |
| SPRINT CAPITAL CORPORATION 06.8750 11/15/2028 | 0.03% |
| UBI SOFT ENTERTA SEDOL B1L3CS6 | 0.03% |
| VERTIV TLB L+300 04.6550 03/02/2027 | 0.03% |
| WEYERHAEUSER CO 07.3750 03/15/2032 | 0.03% |
| WFRBS 2013-C11 AS 03.3110 03/15/2045 | 0.03% |
| ATLAS COPCO AB-A SHS SEDOL BD97BN2 | 0.03% |
| CI FINANCIAL CORP SEDOL B3KT0S5 | 0.03% |
| CMLTI 2005-2 1A2A 04.2031 05/25/2035 | 0.03% |
| COMCAST CORP 03.1500 03/01/2026 | 0.03% |
| FIDELITY NATIONAL FINANCIAL SEDOL BNBRDD4 | 0.03% |
| GNR 2016-H16 EI IO 00.6448 06/20/2066 | 0.03% |
| HCA INC 05.5000 06/15/2047 | 0.03% |
| KINGFISHER PLC SEDOL 3319521 | 0.03% |
| LMAT 2020-GS1 A1 02.8820 10/25/2059 | 0.03% |
| NEXON CO LTD SEDOL B63QM77 | 0.03% |
| NIHON M&A CENTER INC SEDOL B1DN466 | 0.03% |
| NTT DOCOMO INC SEDOL 6129277 | 0.03% |
| SERVICE CORP INTL 05.3750 05/15/2024 | 0.03% |
| SHIN-ETSU CHEMICAL CO LTD SEDOL 6804585 | 0.03% |
| TENET HEALTHCARE P/P 144A 04.8750 01/01/2026 | 0.03% |
| THE BANK OF NOVA SCOTIA USD 02.7000 03/07/2022 | 0.03% |
| VIDEOTRON LTD / LTEE P/P 144A 05.1250 04/15/2027 | 0.03% |
| AMERICAN INTL GROUP 08.1750 05/15/2058 | 0.02% |
| CFCRE 2011-C1 D P/P 144A 06.0887 04/15/2044 | 0.02% |
| CREDIT AGRICOLE SA P/P 144A 04.0000 01/10/2033 | 0.02% |
| GENTEX CORP SEDOL 2366799 | 0.02% |
| JPMCC 2012-C6 E P/P 144A 05.1524 05/15/2045 | 0.02% |
| MARRIOTT INTERNATIONAL 04.6250 06/15/2030 | 0.02% |
| ORIX CORP SEDOL 6661144 | 0.02% |
| PACIFIC GAS & ELECTRIC 02.1000 08/01/2027 | 0.02% |
| PPG INDUSTRIES INC SEDOL 2698470 | 0.02% |
| PPSI 2004-WCW2 M3 01.2216 10/25/2034 | 0.02% |
| TOTAL CAPITAL INTL SA USD 02.7500 06/19/2021 | 0.02% |
| 3I GROUP PLC SEDOL B1YW440 | 0.02% |
| BANK 2019-BN20 XA IO 00.8394 09/15/2062 | 0.02% |
| BANK LEUMI LE-ISRAEL SEDOL 6076425 | 0.02% |
| BRAMBLES LTD SEDOL B1FJ0C0 | 0.02% |
| BRITISH AMERICAN TOBACCO PLC SEDOL 0287580 | 0.02% |
| CAMDEN PROPERTY TRUST SEDOL 2166320 | 0.02% |
| CATERPILLAR INC SEDOL 2180201 | 0.02% |
| CHEVRON CORP 02.1000 05/16/2021 | 0.02% |
| COMM 2013-CR11 AM 04.7150 08/10/2050 | 0.02% |
| DEUTSCHE TELEKOM INT FIN USD 08.7500 06/15/2030 | 0.02% |
| DRMT 2020-2 A1 01.6920 05/25/2065 | 0.02% |
| JPMCC 2010-C2 C P/P 144A 05.6491 11/15/2043 | 0.02% |
| JPMCC 2013-C16 AS 04.5169 12/15/2046 | 0.02% |
| NETFLIX INC SEDOL 2857817 | 0.02% |
| PRUDENTIAL FINANCIAL INC 05.2000 03/15/2044 | 0.02% |
| RAYTHEON TECH CORP P/P 144A 04.8750 10/15/2040 | 0.02% |
| RELIANCE STEEL & ALUMINUM SEDOL 2729068 | 0.02% |
| SINGAPORE EXCHANGE LTD SEDOL 6303866 | 0.02% |
| SIRIUS XM HOLDINGS INC SEDOL BGLDK10 | 0.02% |
| US BANCORP 02.9500 07/15/2022 | 0.02% |
| ALIMEN COUCHE P/P 144A 02.9500 01/25/2030 | 0.02% |
| ALNYLAM PHARMACEUTICALS INC SEDOL B00FWN1 | 0.02% |
| APPALACHIAN POWER CO 04.6000 03/30/2021 | 0.02% |
| ASML HOLDING NV SEDOL B929F46 | 0.02% |
| CACI INTERNATIONAL INC -CL A SEDOL 2159267 | 0.02% |
| CAS 2015-C03 2M2 05.1716 07/25/2025 | 0.02% |
| CD 2017-CD3 A4 03.6310 02/10/2050 | 0.02% |
| CENTENE CORP 04.6250 12/15/2029 | 0.02% |
| CON EDISON CO OF NY INC 04.2000 03/15/2042 | 0.02% |
| CRED SUIS GP FUN LTD USD 03.4500 04/16/2021 | 0.02% |
| CWALT 2006-OA19 A1 00.3668 02/20/2047 | 0.02% |
| DOMINICAN REPUBLIC REGS 06.5000 02/15/2048 | 0.02% |
| EIFFAGE SEDOL B13X013 | 0.02% |
| FHMS K104 XAM 01.3839 01/25/2030 | 0.02% |
| JPMBB 2014-C19 C 04.6773 04/15/2047 | 0.02% |
| JPMCC 2013-LC11 C 03.9582 04/15/2046 | 0.02% |
| LOGITECH INTERNATIONAL-REG SEDOL B18ZRK2 | 0.02% |
| OTIS WORLDWIDE CORP P/P 144A 02.5650 02/15/2030 | 0.02% |
| OTSUKA CORP SEDOL 6267058 | 0.02% |
| PACKAGING CORP OF AMERIC 04.5000 11/01/2023 | 0.02% |
| STACR 2014-HQ2 M3 03.9216 09/25/2024 | 0.02% |
| STACR 2016-HQA1 M3 06.5216 09/25/2028 | 0.02% |
| STACR 2016-HQA2 M3 05.3216 11/25/2028 | 0.02% |
| TRANSDIGM INC. P/P 144A 06.2500 03/15/2026 | 0.02% |
| TRUIST FIN CORP 04.8000 12/31/2099 | 0.02% |
| UBSBB 2012-C2 XA IO P/P 144A 01.2975 05/10/2063 | 0.02% |
| UNITED MEXICAN STATES USD 03.2500 04/16/2030 | 0.02% |
| UNITEDHEALTH GROUP INC 02.8750 03/15/2022 | 0.02% |
| WESTROCK MWV LLC 07.9500 02/15/2031 | 0.02% |
| WFCM 2013-LC12 AS 04.2757 07/15/2046 | 0.02% |
| BECTON DICKINSON AND CO 02.8230 05/20/2030 | 0.02% |
| BGC PARTNERS INC 05.1250 05/27/2021 | 0.02% |
| CGCMT 2014-GC19 AS 04.3450 03/10/2047 | 0.02% |
| COMM 2014-CR18 C 04.7245 07/15/2047 | 0.02% |
| COUSINS PROPERTIES INC SEDOL BJP0MF6 | 0.02% |
| CREDIT SUISSE GRP AG P/P 144A 06.2500 12/18/2024 | 0.02% |
| EQUINOR ASA USD 05.1000 08/17/2040 | 0.02% |
| EQUITY LIFESTYLE PROPERTIES SEDOL 2563125 | 0.02% |
| FLUTTER ENTERTAINMENT PLC SEDOL BWXC0Z1 | 0.02% |
| FUJITSU LTD SEDOL 6356945 | 0.02% |
| GNR 2014-116 IL IO 04.0000 08/20/2044 | 0.02% |
| GSMS 2010-C1 D P/P 144A 05.9835 08/10/2043 | 0.02% |
| HCA INC 04.1250 06/15/2029 | 0.02% |
| HCA INC. 05.3750 09/01/2026 | 0.02% |
| NATWEST GROUP PLC USD 04.8920 05/18/2029 | 0.02% |
| PORSCHE AUTOMOBIL HLDG-PRF SEDOL 7101069 | 0.02% |
| PULTEGROUP INC 05.5000 03/01/2026 | 0.02% |
| RENESAS ELECTRONICS CORP SEDOL 6635677 | 0.02% |
| SARTORIUS STEDIM BIOTECH SEDOL BYZ2QP5 | 0.02% |
| STACR 2015-HQA2 M3 04.9716 05/25/2028 | 0.02% |
| STACR 2017-DNA1 M2 03.4216 07/25/2029 | 0.02% |
| UBSCM 2012-C1 C P/P 144A 05.5690 05/10/2045 | 0.02% |
| VMWARE INC 03.9000 08/21/2027 | 0.02% |
| VORNADO REALTY TRUST SEDOL 2933632 | 0.02% |
| WAMU 2005-AR10 1A3 04.0791 09/25/2035 | 0.02% |
| WATCO COS LLC/FI P/P 144A 06.5000 06/15/2027 | 0.02% |
| WELLS FARGO & COMPANY 05.8750 12/29/2049 | 0.02% |
| ADECCO GROUP AG-REG SEDOL 7110720 | 0.02% |
| BANCO SANTANDER SA USD 04.3790 04/12/2028 | 0.02% |
| CELANESE US HOLDINGS LLC 04.6250 11/15/2022 | 0.02% |
| CVS PASS-THROUGH P/P 144A 04.7040 01/10/2036 | 0.02% |
| DISCOVERY INC - A SEDOL B3D7K31 | 0.02% |
| DIVERSIFIED HEALTHCARE T 09.7500 06/15/2025 | 0.02% |
| EXPEDITORS INTL WASH INC SEDOL 2325507 | 0.02% |
| GNR 2015-H25 BI IO 03.4702 10/20/2065 | 0.02% |
| HESS MIDSTREAM P P/P 144A 05.6250 02/15/2026 | 0.02% |
| JPMBB 2014-C22 C 04.5538 09/15/2047 | 0.02% |
| MSBAM 2012-C6 D P/P 144A 04.6067 11/15/2045 | 0.02% |
| NOMURA RESEARCH INSTITUTE LT SEDOL 6390921 | 0.02% |
| PENSKE TRUCK LE P/P 144A 03.4000 11/15/2026 | 0.02% |
| PLANTRONICS INC P/P 144A 05.5000 05/31/2023 | 0.02% |
| REP OF INDONESIA P/P 144A 04.7500 01/08/2026 | 0.02% |
| SEI INVESTMENTS COMPANY SEDOL 2793610 | 0.02% |
| SNAM SPA SEDOL 7251470 | 0.02% |
| TEMPUR SEALY INTERNATIONAL I SEDOL 2216991 | 0.02% |
| WFRBS 2013-UBS1 AS 04.3060 03/15/2046 | 0.02% |
| WILMAR INTERNATIONAL LTD SEDOL B17KC69 | 0.02% |
| WR BERKLEY CORP SEDOL 2093644 | 0.02% |
| ACCENTURE PLC-CL A SEDOL B4BNMY3 | 0.02% |
| AMAZON.COM INC 01.5000 06/03/2030 | 0.02% |
| ARRW 2019-3 A3 03.4160 10/25/2048 | 0.02% |
| AT&T INC 04.3000 02/15/2030 | 0.02% |
| AUST & NZ BANKING GR P/P 144A 06.7500 12/29/2049 | 0.02% |
| BAIDU INC - SPON ADR SEDOL B0FXT17 | 0.02% |
| BPCE SA P/P 144A 05.1500 07/21/2024 | 0.02% |
| CELANESE CORP SEDOL B05MZT4 | 0.02% |
| COMM 2014-CR14 XA IO 00.5853 02/10/2047 | 0.02% |
| CSC HOLDINGS LLC 05.2500 06/01/2024 | 0.02% |
| DROPBOX INC-CLASS A SEDOL BG0T321 | 0.02% |
| DUKE ENERGY PROGRESS LLC 03.3750 09/01/2023 | 0.02% |
| GCP APPLIED TECH P/P 144A 05.5000 04/15/2026 | 0.02% |
| GENERAL MOTORS FINL CO 04.3000 07/13/2025 | 0.02% |
| GSMS 2012-GC6 AS P/P 144A 04.9480 01/12/2045 | 0.02% |
| KEURIG DR PEPPER INC SEDOL BD3W133 | 0.02% |
| KINDER MORGAN ENER PART 03.4500 02/15/2023 | 0.02% |
| LEGAL & GENERAL GROUP PLC SEDOL 0560399 | 0.02% |
| LNSTR 2017-5 AS P/P 144A 04.0210 03/10/2050 | 0.02% |
| LVMH MOET HENNESSY LOUIS VUI SEDOL 4061412 | 0.02% |
| ORACLE CORP SEDOL 2661568 | 0.02% |
| TEVA PHARMACEUTICALS NE USD 06.7500 03/01/2028 | 0.02% |
| VOLVO AB-B SHS SEDOL B1QH830 | 0.02% |
| WFRBS 2012-C9 D P/P 144A 04.8107 11/15/2045 | 0.02% |
| ALKERMES PLC SEDOL B3P6D26 | 0.02% |
| ARD FINANCE SA P/P 144A 06.5000 06/30/2027 | 0.02% |
| AURIZON HOLDINGS LTD SEDOL B87CVM3 | 0.02% |
| BERKSHIRE HATHAWAY FIN 04.3000 05/15/2043 | 0.02% |
| BOISE CASCADE CO P/P 144A 05.6250 09/01/2024 | 0.02% |
| CBRE SERVICES INC 04.8750 03/01/2026 | 0.02% |
| ENDEAVOR ENERGY P/P 144A 05.7500 01/30/2028 | 0.02% |
| EOG RESOURCES INC SEDOL 2318024 | 0.02% |
| FERRARI NV SEDOL BD6G507 | 0.02% |
| FHMS KW10 X1 IO 00.6496 09/25/2029 | 0.02% |
| FOX CORP 04.0300 01/25/2024 | 0.02% |
| JPMORGAN CHASE & CO 01.3924 05/15/2047 | 0.02% |
| JPMORGAN CHASE & CO 02.9560 05/13/2031 | 0.02% |
| KBC GROUP NV SEDOL 4497749 | 0.02% |
| LIBERTY GLOBAL PLC- C SEDOL B8W67B1 | 0.02% |
| LPL FINANCIAL HOLDINGS INC SEDOL B75JX34 | 0.02% |
| MINEBEA CO LTD SEDOL 6642406 | 0.02% |
| NATWEST GROUP PLC USD 07.5000 12/29/2049 | 0.02% |
| NAVISTAR INTL TLB L+350 03.6900 11/06/2024 | 0.02% |
| PERTAMINA PERSERO PT P/P 144A 04.3000 05/20/2023 | 0.02% |
| PROLOGIS LP 02.2500 04/15/2030 | 0.02% |
| QUILTER PLC SEDOL BDCXV26 | 0.02% |
| REP OF INDONESIA P/P 144A 03.3750 04/15/2023 | 0.02% |
| RMLT 2020-2 A2 02.5080 05/25/2060 | 0.02% |
| SERVICE CORPORATION INTL 04.6250 12/15/2027 | 0.02% |
| SILGAN HOLDINGS INC SEDOL 2809324 | 0.02% |
| SLM CORP | 0.02% |
| SUMITOMO MITSUI TRUST HOLDIN SEDOL 6431897 | 0.02% |
| TENET HEALTHCARE COR P/P 144A 05.1250 11/01/2027 | 0.02% |
| WAMU 2004-AR3 A2 03.6647 06/25/2034 | 0.02% |
| WAMU 2005-AR11 A1B3 00.5716 08/25/2045 | 0.02% |
| APARTMENT INVT & MGMT CO -A SEDOL BJLNBG3 | 0.02% |
| CAMPBELL SOUP CO SEDOL 2162845 | 0.02% |
| CEMEX FINANCE LLC P/P 144A 06.0000 04/01/2024 | 0.02% |
| COSTCO WHOLESALE CORP SEDOL 2701271 | 0.02% |
| DIAMOND 1 FIN/DIAMON P/P 144A 08.3500 07/15/2046 | 0.02% |
| ELECTRONIC ARTS INC SEDOL 2310194 | 0.02% |
| ENI SPA SEDOL 7145056 | 0.02% |
| FAIRFAX US INC P/P 144A 04.8750 08/13/2024 | 0.02% |
| FIAT CHRYSLER AUTOMOBILES NV SEDOL BRJFWP3 | 0.02% |
| KEURIG DR PEPPER INC 04.0570 05/25/2023 | 0.02% |
| LASERTEC CORP SEDOL 6506267 | 0.02% |
| NETFLIX INC. 05.8750 11/15/2028 | 0.02% |
| NOVELIS CORP P/P 144A 05.8750 09/30/2026 | 0.02% |
| STAPLES INC P/P 144A 07.5000 04/15/2026 | 0.02% |
| TELSTRA CORP LTD SEDOL 6087289 | 0.02% |
| TREASURY BILL 00.0000 10/22/2020 | 0.02% |
| UNITEDHEALTH GROUP INC 02.0000 05/15/2030 | 0.02% |
| WASTE PRO USA INC P/P 144A 05.5000 02/15/2026 | 0.02% |
| WFCM 2013-LC12 D P/P 144A 04.2757 07/15/2046 | 0.02% |
| WFCM 2016-LC25 XA IO 00.9734 12/15/2059 | 0.02% |
| A2 MILK CO LTD SEDOL 6287250 | 0.02% |
| ABBVIE INC P/P 144A 03.4500 03/15/2022 | 0.02% |
| APPLE INC 02.8500 05/11/2024 | 0.02% |
| BROADRIDGE FINANCIAL SOLUTIO SEDOL B1VP7R6 | 0.02% |
| CONSOLIDATED EDISON INC SEDOL 2216850 | 0.02% |
| EMIR 2018-1 M1 01.8716 11/25/2028 | 0.02% |
| ENERGY TRANSFER OPERATNG 02.9000 05/15/2025 | 0.02% |
| EQUITY COMMONWEALTH SEDOL BPH3N63 | 0.02% |
| EUR/USD CALL 1.16 20201118 BANKAM | 0.02% |
| EUR/USD CALL 1.16 20201118 GSFX | 0.02% |
| FAURECIA SEDOL 4400446 | 0.02% |
| GFL ENVIRONMENTAL P/P 144A 07.0000 06/01/2026 | 0.02% |
| GNR 2017-162 QI IO 05.0000 10/11/2047 | 0.02% |
| GRAY TELEVISION INC P/P 144A 07.0000 05/15/2027 | 0.02% |
| GSMS 2013-GC10 XA IO 01.4942 02/10/2046 | 0.02% |
| IHEARTCOMMUNICATIONS INC 08.3750 05/01/2027 | 0.02% |
| JDE PEET'S BV SEDOL BMC4ZZ3 | 0.02% |
| MERCK & CO. INC. 02.7500 02/10/2025 | 0.02% |
| NEWMARKET CORP SEDOL B01CGF1 | 0.02% |
| NORTONLIFELOCK INC SEDOL BJN4XN5 | 0.02% |
| PULTEGROUP INC. 07.8750 06/15/2032 | 0.02% |
| SCOTTS MIRACLE-GRO CO SEDOL 2781518 | 0.02% |
| STACR 2020-HQA1 M2 02.0716 01/25/2050 | 0.02% |
| STANDARD CHARTERED PLC SEDOL 0408284 | 0.02% |
| SUN HUNG KAI PROPERTIES SEDOL 6859927 | 0.02% |
| TENET HEALTHCARE CORPORATION 08.1250 04/01/2022 | 0.02% |
| UBSCM 2017-C7 XA IO 01.0495 12/15/2050 | 0.02% |
| UNILEVER PLC SEDOL B10RZP7 | 0.02% |
| VONOVIA SE SEDOL BBJPFY1 | 0.02% |
| WAMU 2005-AR9 A1C3 01.1316 07/25/2045 | 0.02% |
| AENA SME SA SEDOL BVRZ8L1 | 0.02% |
| ALLY FINANCIAL INC 08.0000 11/01/2031 | 0.02% |
| ASSOCIATED BRITISH FOODS PLC SEDOL 0673123 | 0.02% |
| BAFC 2005-B 3M1 00.8618 04/20/2035 | 0.02% |
| BMW US CAPITAL LLC P/P 144A 03.4000 08/13/2021 | 0.02% |
| CAS 2019-HRP1 M2 02.3216 11/25/2039 | 0.02% |
| CK HUTCHISON HOLDINGS LTD SEDOL BW9P816 | 0.02% |
| DIRECT LINE INSURANCE GROUP SEDOL BY9D0Y1 | 0.02% |
| GJENSIDIGE FORSIKRING ASA SEDOL B4PH0C5 | 0.02% |
| HALLIBURTON CO SEDOL 2405302 | 0.02% |
| HSBC USA INC 03.5000 06/23/2024 | 0.02% |
| IPALCO ENTPRS IN 03.7000 09/01/2024 | 0.02% |
| ISRAEL DISCOUNT BANK -A SEDOL 6451271 | 0.02% |
| JM SMUCKER CO/THE SEDOL 2951452 | 0.02% |
| MSC 2011-C3 D P/P 144A 05.2444 07/15/2049 | 0.02% |
| NIELSEN FIN LLC/CO P/P 144A 05.0000 04/15/2022 | 0.02% |
| NIELSEN HOLDINGS PLC SEDOL BWFY550 | 0.02% |
| REINSURANCE GROUP OF AMERICA SEDOL 2731193 | 0.02% |
| SPRINT CORP 07.2500 09/15/2021 | 0.02% |
| TOSHIBA CORP SEDOL 6897217 | 0.02% |
| ARKEMA SEDOL B0Z5YZ2 | 0.02% |
| BERKELEY GROUP HOLDINGS/THE SEDOL B02L3W3 | 0.02% |
| BRAND ENERGY TL L+425 05.2500 06/21/2024 | 0.02% |
| CAS 2014-C03 2M2 03.0716 07/25/2024 | 0.02% |
| CAS 2014-C04 1M2 05.0716 11/25/2024 | 0.02% |
| CHARTER COMM OPT LLC 05.3750 05/01/2047 | 0.02% |
| CHUGAI PHARMACEUTICAL CO LTD SEDOL 6196408 | 0.02% |
| CLP HOLDINGS LTD SEDOL 6097017 | 0.02% |
| COLES GROUP LTD SEDOL BYWR0T5 | 0.02% |
| COLT 2020-2 A1 01.8530 03/25/2065 | 0.02% |
| COMPASS MIN INTL P/P 144A 06.7500 12/01/2027 | 0.02% |
| DAIWA HOUSE INDUSTRY CO LTD SEDOL 6251363 | 0.02% |
| DISCOVERY COMMUNICATIONS 03.6250 05/15/2030 | 0.02% |
| FORD MOTOR COMPANY 09.0000 04/22/2025 | 0.02% |
| GALAPAGOS NV SEDOL B07Q2V5 | 0.02% |
| GENERAL DYNAMICS CORP 02.2500 11/15/2022 | 0.02% |
| HENDERSON LAND DEVELOPMENT SEDOL 6420538 | 0.02% |
| HIKMA PHARMACEUTICALS PLC SEDOL B0LCW08 | 0.02% |
| IMMUNOMEDICS INC SEDOL 2457961 | 0.02% |
| MAGELLAN FINANCIAL GROUP LTD SEDOL B015YX4 | 0.02% |
| MARATHON PETRO CORP 06.5000 03/01/2041 | 0.02% |
| MSAC 2004-HE6 M1 00.9966 08/25/2034 | 0.02% |
| NITTO DENKO CORP SEDOL 6641801 | 0.02% |
| ONCOR ELECTRIC DELIVERY 05.3000 06/01/2042 | 0.02% |
| PACIFIC GAS & ELECTRIC 02.5000 02/01/2031 | 0.02% |
| UNIVAR SOLUTIONS P/P 144A 05.1250 12/01/2027 | 0.02% |
| WFCM 2014-LC16 XA IO 01.0917 08/15/2050 | 0.02% |
| ZURICH INSURANCE GROUP AG SEDOL 5983816 | 0.02% |
| ALLISON TRANSMISSION P/P 144A 04.7500 10/01/2027 | 0.01% |
| ASHLAND GLOBAL HOLDINGS INC SEDOL BYND5N1 | 0.01% |
| BANFF MERGER SUB INC P/P 144A 09.7500 09/01/2026 | 0.01% |
| BOC HONG KONG HOLDINGS LTD SEDOL 6536112 | 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% |
| CAMDEN PROPERTY TRUST 04.8750 06/15/2023 | 0.01% |
| CAPGEMINI SE SEDOL 4163437 | 0.01% |
| CAS 2017-C01 1EB1 01.4216 07/25/2029 | 0.01% |
| CGCMT 2014-GC19 D P/P 144A 05.0926 03/10/2047 | 0.01% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | 0.01% |
| CME GROUP INC SEDOL 2965839 | 0.01% |
| COMM 2013-CR9 D P/P 144A 04.2442 07/10/2045 | 0.01% |
| EQUITABLE HOLDINGS INC SEDOL BKRMR96 | 0.01% |
| GNMA GII30 BL6161 06.0000 12/20/2048 | 0.01% |
| GNR 2013-99 AS IO 05.8633 06/20/2043 | 0.01% |
| GREAT LAKES D&D 08.0000 05/15/2022 | 0.01% |
| HIKARI TSUSHIN INC SEDOL 6416322 | 0.01% |
| IDACORP INC SEDOL 2296937 | 0.01% |
| IRON MOUNTAIN INC P/P 144A 04.8750 09/15/2027 | 0.01% |
| KRAFT HEINZ FOODS CO 03.0000 06/01/2026 | 0.01% |
| KRAFT HEINZ FOODS CO 05.0000 07/15/2035 | 0.01% |
| LPL HOLDINGS INC P/P 144A 05.7500 09/15/2025 | 0.01% |
| MARATHON OIL CORP SEDOL 2910970 | 0.01% |
| MATTEL INC P/P 144A 05.8750 12/15/2027 | 0.01% |
| MGIC INVESTMENT CORP SEDOL 2548616 | 0.01% |
| MICROSOFT CORP 02.4000 02/06/2022 | 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% |
| NUTRIEN LTD USD 05.2500 01/15/2045 | 0.01% |
| PANDORA A/S SEDOL B44XTX8 | 0.01% |
| PNC FINANCIAL SERVICES 03.3000 03/08/2022 | 0.01% |
| REFINITIV US HLDG P/P 144A 06.2500 05/15/2026 | 0.01% |
| REPUBLIC OF PERU USD 05.6250 11/18/2050 | 0.01% |
| SAMI 2007-AR1 2A1 00.3645 01/25/2037 | 0.01% |
| SCOTTS MIRACLE-GRO 04.5000 10/15/2029 | 0.01% |
| SERVICE CORP INTL 05.1250 06/01/2029 | 0.01% |
| SHELL INTERNATIONAL FIN USD 01.8750 05/10/2021 | 0.01% |
| SMC CORP SEDOL 6763965 | 0.01% |
| STEVENS HLDG CO INC P/P 144A 06.1250 10/01/2026 | 0.01% |
| TERRIER MEDIA BU P/P 144A 08.8750 12/15/2027 | 0.01% |
| TTM TECHNOLOGIES INC P/P 144A 05.6250 10/01/2025 | 0.01% |
| UBSBB 2012-C2 D P/P 144A 04.8888 05/10/2063 | 0.01% |
| VIACOMCBS INC 04.0000 01/15/2026 | 0.01% |
| AKER BP ASA P/P 144A 03.7500 01/15/2030 | 0.01% |
| ALBERTSONS COS/SAFE P/P 144A 04.6250 01/15/2027 | 0.01% |
| ANHEUSER-BUSCH INBEV WOR 02.5000 07/15/2022 | 0.01% |
| ARRW 2019-1 A3 04.2080 01/25/2049 | 0.01% |
| CARRIAGE SVCS INC P/P 144A 06.6250 06/01/2026 | 0.01% |
| CCO HLDGS LLC/CAP C P/P 144A 05.5000 05/01/2026 | 0.01% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CS | 0.01% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CS | 0.01% |
| COMM 2013-LC13 XA IO 01.1177 08/10/2046 | 0.01% |
| CRC ESCROW ISSUER LL P/P 144A 05.2500 10/15/2025 | 0.01% |
| ELISA OYJ SEDOL 5701513 | 0.01% |
| EXTENDED STAY AMERICA INC SEDOL BGH3F75 | 0.01% |
| FHR 3065 DC 19.3358 03/15/2035 | 0.01% |
| GNR 2016-123 LI IO 03.5000 03/20/2044 | 0.01% |
| HUB INTL LTD P/P 144A 07.0000 05/01/2026 | 0.01% |
| ING GROEP NV-CVA SEDOL 7154182 | 0.01% |
| INTELSAT JACKSON HLD P/P 144A 09.7500 07/15/2025 | 0.01% |
| JUNIPER NETWORKS INC SEDOL 2431846 | 0.01% |
| KNORR-BREMSE AG SEDOL BD2P9X9 | 0.01% |
| KOITO MANUFACTURING CO LTD SEDOL 6496324 | 0.01% |
| LAFARGEHOLCIM LTD-REG SEDOL 7110753 | 0.01% |
| M3 INC SEDOL B02K2M3 | 0.01% |
| MADISON SQUARE GARDEN ENTERT SEDOL BM8MM05 | 0.01% |
| MATTAMY GROUP CORP P/P 144A 05.2500 12/15/2027 | 0.01% |
| MBX.FN30.500.10 R USL1M P 01/12/41 CI | 0.01% |
| MODERNA INC SEDOL BGSXTS3 | 0.01% |
| ORTHO-CLINICAL TLB L+325 03.4056 06/30/2025 | 0.01% |
| PETROLEOS MEXICANOS P/P 144A 07.6900 01/23/2050 | 0.01% |
| POPULAR INC SEDOL B86QM90 | 0.01% |
| SABINE PASS LIQUEF 05.0000 03/15/2027 | 0.01% |
| SABRE GLBL INC P/P 144A 09.2500 04/15/2025 | 0.01% |
| SCIENTIFIC GAMES P/P 144A 07.2500 11/15/2029 | 0.01% |
| SEK/USD 09/16/2020 GSFX | 0.01% |
| SPRINT CORP 07.6250 03/01/2026 | 0.01% |
| STACR 2014-HQ3 M3 04.9216 10/25/2024 | 0.01% |
| STACR 2017-DNA2 M1 01.3716 10/25/2029 | 0.01% |
| STARWOOD PROPERTY TRUST INC SEDOL B3PQ520 | 0.01% |
| SUNDRUG CO LTD SEDOL 6817895 | 0.01% |
| SYMRISE AG SEDOL B1JB4K8 | 0.01% |
| 1011778 BC / NEW RED P/P 144A 05.0000 10/15/2025 | 0.01% |
| APACHE CORPORATION 03.2500 04/15/2022 | 0.01% |
| ARCELORMITTAL USD 07.2500 10/15/2039 | 0.01% |
| ASCEND LEARNING LLC P/P 144A 06.8750 08/01/2025 | 0.01% |
| BAUSCH HLTH COS INC P/P 144A 06.1250 04/15/2025 | 0.01% |
| BMC EAST LLC P/P 144A 05.5000 10/01/2024 | 0.01% |
| BMIR 2018-2A M1B P/P 144A 01.5216 08/25/2028 | 0.01% |
| CF INDUSTRIES INC 04.9500 06/01/2043 | 0.01% |
| CFCRE 2011-C2 D P/P 144A 05.7392 12/15/2047 | 0.01% |
| CHAMPIONX CORP 06.3750 05/01/2026 | 0.01% |
| CHS/COMMUNITY P/P 144A 06.6250 02/15/2025 | 0.01% |
| CLUBCORP HLDG INC P/P 144A 08.5000 09/15/2025 | 0.01% |
| COMCAST CORP 06.5000 11/15/2035 | 0.01% |
| COMM 2014-UBS4 XA IO 01.1045 08/10/2047 | 0.01% |
| COMM 2014-UBS6 XA IO 00.8898 12/10/2047 | 0.01% |
| CONTINENTAL RES 04.5000 04/15/2023 | 0.01% |
| CURTISS-WRIGHT CORP SEDOL 2241205 | 0.01% |
| DCP MIDSTREAM P/P 144A 06.7500 09/15/2037 | 0.01% |
| ELANCO ANIMAL HEALTH 05.6500 08/28/2028 | 0.01% |
| FEDERAL REALTY INVS TRUST SEDOL 2333931 | 0.01% |
| FHR 3829 AS IO 06.7753 03/15/2041 | 0.01% |
| GREIF INC P/P 144A 06.5000 03/01/2027 | 0.01% |
| HOSHIZAKI CORP SEDOL B3FF8W8 | 0.01% |
| HOWARD HUGHES CORP P/P 144A 05.3750 03/15/2025 | 0.01% |
| HUSKY III HLDG LTD P/P 144A 13.0000 02/15/2025 | 0.01% |
| HUSKY TLB L+300 03.3614 03/28/2025 | 0.01% |
| ISTAR INC 04.2500 08/01/2025 | 0.01% |
| ISTAR INC 04.7500 10/01/2024 | 0.01% |
| KOSE CORP SEDOL 6194468 | 0.01% |
| MARRIOTT INTERNATIONAL 05.7500 05/01/2025 | 0.01% |
| OBAYASHI CORP SEDOL 6656407 | 0.01% |
| PARK-OHIO INDUSTRIES INC 06.6250 04/15/2027 | 0.01% |
| PERSIMMON PLC SEDOL 0682538 | 0.01% |
| PETROBRAS GLOBAL FIN USD 05.9990 01/27/2028 | 0.01% |
| PQ CORP P/P 144A 05.7500 12/15/2025 | 0.01% |
| SABINE PASS LIQUEFAC 05.7500 05/15/2024 | 0.01% |
| SAGE THERAPEUTICS INC SEDOL BP4GNK9 | 0.01% |
| SUZUKEN CO LTD SEDOL 6865560 | 0.01% |
| TALLGRASS NRG PRTNR P/P 144A 05.5000 01/15/2028 | 0.01% |
| TRANSDIGM INC 05.5000 11/15/2027 | 0.01% |
| VIDEOTRON LTD USD 05.0000 07/15/2022 | 0.01% |
| VISTRA CORP P/P 144A 05.5000 09/01/2026 | 0.01% |
| WEST JAPAN RAILWAY CO SEDOL 6957995 | 0.01% |
| WESTPAC BANKING CORP USD 04.4210 07/24/2039 | 0.01% |
| ALIBABA GROUP HOLDING LTD SEDOL BK6YZP5 | 0.01% |
| ALLEGHENY TECHNOLOGIES INC 07.8750 08/15/2023 | 0.01% |
| AMERICAN FINANCIAL GROUP INC SEDOL 2134532 | 0.01% |
| AUTO TRADER GROUP PLC SEDOL BVYVFW2 | 0.01% |
| AVALARA INC SEDOL BZ1NVP4 | 0.01% |
| BAUSCH HEALTH COS INC REGS 04.5000 05/15/2023 | 0.01% |
| BAUSCH HLTH AMERICAS P/P 144A 08.5000 01/31/2027 | 0.01% |
| BAUSCH HLTH COS INC P/P 144A 07.0000 03/15/2024 | 0.01% |
| BIG RVR STL/FIN P/P 144A 07.2500 09/01/2025 | 0.01% |
| BROTHER INDUSTRIES LTD SEDOL 6146500 | 0.01% |
| CAPITAL ONE FINANCIAL CO 04.2000 10/29/2025 | 0.01% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS | 0.01% |
| COMPAGNIE DE SAINT-GOBAIN SEDOL 7380482 | 0.01% |
| DAITO TRUST CONSTRUCT CO LTD SEDOL 6250508 | 0.01% |
| ENERGY TRANSFER OPERATNG 06.1250 12/15/2045 | 0.01% |
| FIDELITY NATIONAL INFORM 03.0000 08/15/2026 | 0.01% |
| FINECOBANK SPA SEDOL BNGN9Z1 | 0.01% |
| FNR 2006-8 HP 23.9374 03/25/2036 | 0.01% |
| GNMA GII30 AY2298 04.7000 05/20/2067 | 0.01% |
| GNMA GII30 AY4779 04.5110 03/20/2067 | 0.01% |
| GNMA GII30 BB0107 04.7000 08/20/2067 | 0.01% |
| GNR 2015-H26 EI IO 01.8545 10/20/2065 | 0.01% |
| GOLDEN NUGGET INC P/P 144A 06.7500 10/15/2024 | 0.01% |
| GOLDMAN SACHS GROUP INC 05.7500 01/24/2022 | 0.01% |
| GSMS 2011-GC5 AS P/P 144A 05.2090 08/10/2044 | 0.01% |
| GW B-CR SECURITY P/P 144A 09.5000 11/01/2027 | 0.01% |
| KOBE BUSSAN CO LTD SEDOL B14RJB7 | 0.01% |
| LEVEL 3 FIN INC P/P 144A 04.6250 09/15/2027 | 0.01% |
| MATCH GRP HLD II LLC P/P 144A 05.0000 12/15/2027 | 0.01% |
| MEREDITH CORP 06.8750 02/01/2026 | 0.01% |
| MICHELIN (CGDE) SEDOL 4588364 | 0.01% |
| NAVISTAR INTL CORP P/P 144A 06.6250 11/01/2025 | 0.01% |
| NEUROCRINE BIOSCIENCES INC SEDOL 2623911 | 0.01% |
| NOMURA REAL ESTATE HOLDINGS SEDOL B1CWJM5 | 0.01% |
| NUTRIEN LTD USD 02.9500 05/13/2030 | 0.01% |
| ONO PHARMACEUTICAL CO LTD SEDOL 6660107 | 0.01% |
| PROVIDENT FDG/PFG FI P/P 144A 06.3750 06/15/2025 | 0.01% |
| QVC INC 04.8500 04/01/2024 | 0.01% |
| SCHLUMBERGER LTD SEDOL 2779201 | 0.01% |
| SMITH & NEPHEW PLC SEDOL 0922320 | 0.01% |
| SOLENIS 1STL L+400 04.3625 06/26/2025 | 0.01% |
| T-MOBILE USA INC 04.7500 02/01/2028 | 0.01% |
| TAYLOR WIMPEY PLC SEDOL 0878230 | 0.01% |
| TRANSUNION SEDOL BYMWL86 | 0.01% |
| TWDC ENTERPRISES 18 CORP 02.7500 08/16/2021 | 0.01% |
| US CONCRETE INC 06.3750 06/01/2024 | 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% |
| AMERICAN CAMPUS COMMUNITIES SEDOL B02H871 | 0.01% |
| BCE INC SEDOL B188TH2 | 0.01% |
| BENEFIT ONE INC SEDOL B02JV67 | 0.01% |
| BOMBARDIER INC P/P 144A 07.8750 04/15/2027 | 0.01% |
| BROOKFIELD RESID P/P 144A 06.2500 09/15/2027 | 0.01% |
| CENOVUS ENERGY INC SEDOL B57FG04 | 0.01% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS | 0.01% |
| COMM 2014-CR17 XA IO 00.9707 05/10/2047 | 0.01% |
| CORPORATE OFFICE PROPERTIES SEDOL 2756152 | 0.01% |
| CWALT 2006-OA10 1A1 02.2822 08/25/2046 | 0.01% |
| DIAMOND SPORTS GR/DI P/P 144A 06.6250 08/15/2027 | 0.01% |
| ENDEAVOR ENERGY P/P 144A 06.6250 07/15/2025 | 0.01% |
| FHR 3249 PS 21.6983 12/15/2036 | 0.01% |
| GENERAL ELECTRIC CO SEDOL 2380498 | 0.01% |
| GFL ENVIRON INC P/P 144A 05.1250 12/15/2026 | 0.01% |
| GNMA GII30 BA7681 04.6210 06/20/2067 | 0.01% |
| GNMA GII30 BL6235 06.0000 04/20/2049 | 0.01% |
| INTEL CORP SEDOL 2463247 | 0.01% |
| JONES LANG LASALLE INC SEDOL 2040640 | 0.01% |
| JPMBB 2014-C25 XA IO 00.8500 11/15/2047 | 0.01% |
| JPMCC 2012-LC9 D P/P 144A 04.4182 12/15/2047 | 0.01% |
| KINDER MORGAN ENER PART 05.4000 09/01/2044 | 0.01% |
| KONE OYJ-B SEDOL B09M9D2 | 0.01% |
| KRAFT HEINZ FOODS CO P/P 144A 03.8750 05/15/2027 | 0.01% |
| L BRANDS INC 07.5000 06/15/2029 | 0.01% |
| MASTEC INC P/P 144A 04.5000 08/15/2028 | 0.01% |
| MATTAMY GROUP CORP P/P 144A 04.6250 03/01/2030 | 0.01% |
| MLMI 2005-A2 A2 03.7839 02/25/2035 | 0.01% |
| MOODY S CORP | 0.01% |
| MSBAM 2014-C17 XA IO 01.1067 08/15/2047 | 0.01% |
| NETFLIX INC 04.8750 04/15/2028 | 0.01% |
| OCCIDENTAL PETROLEUM COR 06.4500 09/15/2036 | 0.01% |
| ODAKYU ELECTRIC RAILWAY CO SEDOL 6656106 | 0.01% |
| ONEMAIN FINANCE CORP 05.3750 11/15/2029 | 0.01% |
| RBS GLOBAL/REXNO P/P 144A 04.8750 12/15/2025 | 0.01% |
| SIX FLAGS THEME PARK P/P 144A 07.0000 07/01/2025 | 0.01% |
| SMURFIT KAPPA TREASURY USD 07.5000 11/20/2025 | 0.01% |
| STACR 2019-DNA1 M2 02.8216 01/25/2049 | 0.01% |
| STANLEY ELECTRIC CO LTD SEDOL 6841106 | 0.01% |
| STARBUCKS CORP SEDOL 2842255 | 0.01% |
| STARWOOD PROP TR 04.7500 03/15/2025 | 0.01% |
| SUSHIRO GLOBAL HOLDINGS LTD SEDOL BF1HPT8 | 0.01% |
| TMS INTL HLDG CORP P/P 144A 07.2500 08/15/2025 | 0.01% |
| UNIVISION COMM INC. P/P 144A 05.1250 02/15/2025 | 0.01% |
| USI INC/NY P/P 144A 06.8750 05/01/2025 | 0.01% |
| WEINGARTEN REALTY INVESTORS SEDOL 2946618 | 0.01% |
| WERNER FINCO LP/INC P/P 144A 08.7500 07/15/2025 | 0.01% |
| WESCO DISTRIBUT P/P 144A 07.2500 06/15/2028 | 0.01% |
| YANGZIJIANG SHIPBUILDING SEDOL B1VT035 | 0.01% |
| AIR LIQUIDE SA SEDOL B1YXBJ7 | 0.01% |
| ALBERTSONS COS LLC P/P 144A 07.5000 03/15/2026 | 0.01% |
| AMUNDI SA SEDOL BYZR014 | 0.01% |
| BANK OF AMERICA CORP 01.0734 09/15/2026 | 0.01% |
| BAUSCH HLTH COS INC P/P 144A 07.2500 05/30/2029 | 0.01% |
| BSCMS 2006-PW11 B P/P 144A 05.7751 03/11/2039 | 0.01% |
| BUMT 2005-1 1A1 00.7716 09/25/2045 | 0.01% |
| CCO HLDGS LLC/CAP CO P/P 144A 05.7500 02/15/2026 | 0.01% |
| CNO FINANCIAL GROUP INC 05.2500 05/30/2029 | 0.01% |
| COGNIZANT TECH SOLUTIONS-A SEDOL 2257019 | 0.01% |
| CSC HOLDINGS LLC 06.7500 11/15/2021 | 0.01% |
| CWALT 2006-24CB A13 00.5216 08/25/2036 | 0.01% |
| ENTERCOM MEDIA CORP P/P 144A 07.2500 11/01/2024 | 0.01% |
| FHR 3408 EK 25.0899 04/15/2037 | 0.01% |
| FISHER PAYKEL SEDOL 6340250 | 0.01% |
| GENERAL MOTORS FINL CO 04.0000 01/15/2025 | 0.01% |
| GNMA GII30 BL6185 06.0000 01/20/2049 | 0.01% |
| GNMA GII30 BL6216 06.0000 03/20/2049 | 0.01% |
| GNMA GII30 BL6219 06.0000 03/20/2049 | 0.01% |
| GOEASY LTD P/P 144A 05.3750 12/01/2024 | 0.01% |
| HARGREAVES LANSDOWN PLC SEDOL B1VZ0M2 | 0.01% |
| HCA INC 05.2500 06/15/2026 | 0.01% |
| HESS MIDSTREAM P P/P 144A 05.1250 06/15/2028 | 0.01% |
| HUDBAY MINERALS INC P/P 144A 07.6250 01/15/2025 | 0.01% |
| ICAHN ENTER/FIN 06.2500 05/15/2026 | 0.01% |
| INTERCONTINENTAL HOTELS GROU SEDOL BHJYC05 | 0.01% |
| JAPAN AIRLINES CO LTD SEDOL B8BRV46 | 0.01% |
| LIONS GATE CAP HOLD P/P 144A 06.3750 02/01/2024 | 0.01% |
| MEREDITH CORP P/P 144A 06.5000 07/01/2025 | 0.01% |
| MSRR 2015-R4 CB1 01.0092 08/26/2047 | 0.01% |
| NEWELL BRANDS INC 04.7000 04/01/2026 | 0.01% |
| PACIFIC GAS & ELECTRIC 02.9500 03/01/2026 | 0.01% |
| PANTHER BF AGGRE 2 P/P 144A 08.5000 05/15/2027 | 0.01% |
| POMEGRANATE MERGER S P/P 144A 09.7500 05/01/2023 | 0.01% |
| PRECISION DRILL P/P 144A 07.1250 01/15/2026 | 0.01% |
| PRIME SECURITY SVCS P/P 144A 06.2500 01/15/2028 | 0.01% |
| QUEST DIAGNOSTICS INC SEDOL 2702791 | 0.01% |
| S&P GLOBAL INC 02.5000 12/01/2029 | 0.01% |
| SEKISUI HOUSE LTD SEDOL 6793906 | 0.01% |
| SINCLAIR TELE P/P 144A 05.5000 03/01/2030 | 0.01% |
| SIX FLAGS ENT P/P 144A 05.5000 04/15/2027 | 0.01% |
| SWISS LIFE HOLDING AG-REG SEDOL 7437805 | 0.01% |
| TOYOTA INDUSTRIES CORP SEDOL 6900546 | 0.01% |
| UNIVISION COMM P/P 144A 06.6250 06/01/2027 | 0.01% |
| USA COMPRESSION PART 06.8750 04/01/2026 | 0.01% |
| WFRBS 2012-C9 XB IO P/P 144A 00.7150 11/15/2045 | 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% |
| ACS ACTIVIDADES SEDOL B01FLQ6 | 0.01% |
| AG ISSUER LLC P/P 144A 06.2500 03/01/2028 | 0.01% |
| ANTERO RESOURCES 05.3750 11/01/2021 | 0.01% |
| BERRY GLOBAL INC 05.1250 07/15/2023 | 0.01% |
| BT GROUP PLC SEDOL 3091357 | 0.01% |
| BUILDERS FIRSTSOURCE P/P 144A 06.7500 06/01/2027 | 0.01% |
| BWAY HOLDING CO P/P 144A 07.2500 04/15/2025 | 0.01% |
| C.H. ROBINSON WORLDWIDE INC SEDOL 2116228 | 0.01% |
| CAS 2015-C02 1M2 04.1716 05/25/2025 | 0.01% |
| CAS 2016-C07 2M2 04.5216 05/25/2029 | 0.01% |
| CENOVUS ENERGY INC USD 06.7500 11/15/2039 | 0.01% |
| CHENIERE CORP CHRIST 05.8750 03/31/2025 | 0.01% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 JP | 0.01% |
| CNO FINANCIAL GROUP INC 05.2500 05/30/2025 | 0.01% |
| DEVON ENERGY CORPORATION 07.9500 04/15/2032 | 0.01% |
| DIAMOND SPORTS P/P 144A 05.3750 08/15/2026 | 0.01% |
| DISH NETWORK CV 03.3750 08/15/2026 | 0.01% |
| EPICOR SOFTWARE TLB L+425 05.2500 07/30/2027 | 0.01% |
| EQUINIX INC 05.3750 05/15/2027 | 0.01% |
| ESH HOSPITALITY INC P/P 144A 05.2500 05/01/2025 | 0.01% |
| FIFTH THIRD BANCORP 05.1000 12/29/2049 | 0.01% |
| FREEDOM MTGE CORP P/P 144A 08.2500 04/15/2025 | 0.01% |
| GENERAL MOTORS CO 06.1250 10/01/2025 | 0.01% |
| GLP CAPITAL LP / FIN II 05.2500 06/01/2025 | 0.01% |
| GNMA GII30 BL6184 06.0000 02/20/2049 | 0.01% |
| HANKYU HANSHIN HOLDINGS INC SEDOL 6408664 | 0.01% |
| HMIR 2018-1 M1 P/P 144A 01.7716 10/25/2028 | 0.01% |
| ICL GROUP LTD SEDOL 6455530 | 0.01% |
| IHEARTCOMMUNICATIONS INC 06.3750 05/01/2026 | 0.01% |
| KAKAKU.COM INC SEDOL 6689533 | 0.01% |
| KFC HLD/PIZZA HUT/TA P/P 144A 05.2500 06/01/2026 | 0.01% |
| LADDER CAP FINAN P/P 144A 04.2500 02/01/2027 | 0.01% |
| LAMB WESTON HLD P/P 144A 04.8750 05/15/2028 | 0.01% |
| LIONS GATE CAP HOLD P/P 144A 05.8750 11/01/2024 | 0.01% |
| LOUISIANA-PACIFIC CORPORATION 04.8750 09/15/2024 | 0.01% |
| MEG ENERGY CORP P/P 144A 06.5000 01/15/2025 | 0.01% |
| MWST 2018-W1 A 01.0216 11/25/2051 | 0.01% |
| NATIONAL BANK OF CANADA SEDOL 2077303 | 0.01% |
| NATIONSTAR MTG P/P 144A 08.1250 07/15/2023 | 0.01% |
| NAVISTAR INTL CORP P/P 144A 09.5000 05/01/2025 | 0.01% |
| NEXSTAR BROADC P/P 144A 05.6250 08/01/2024 | 0.01% |
| NOBLE ENERGY INC. 03.9000 11/15/2024 | 0.01% |
| NORDSTROM INC P/P 144A 08.7500 05/15/2025 | 0.01% |
| OCCIDENTAL PETROLEUM COR 04.8500 03/15/2021 | 0.01% |
| ONEMAIN FINANCE CORP 06.8750 03/15/2025 | 0.01% |
| PROLOGIS LP 02.1250 04/15/2027 | 0.01% |
| RECRUIT HOLDINGS CO LTD SEDOL BQRRZ00 | 0.01% |
| RITE AID CORP P/P 144A 08.0000 11/15/2026 | 0.01% |
| SEVEN BANK LTD SEDOL B2NT8S1 | 0.01% |
| STACR 2019-HQA1 M2 02.5216 02/25/2049 | 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% |
| TENNANT CO 05.6250 05/01/2025 | 0.01% |
| VOPAK SEDOL 5809428 | 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% |
| ZOETIS INC SEDOL B95WG16 | 0.01% |
| 1011778 BC ULC / P/P 144A 04.3750 01/15/2028 | 0.01% |
| AIR METHODS CORP P/P 144A 08.0000 05/15/2025 | 0.01% |
| AMSTED INDUSTRIES P/P 144A 04.6250 05/15/2030 | 0.01% |
| AMSTED INDUSTRIES P/P 144A 05.6250 07/01/2027 | 0.01% |
| ANTERO RESOURCES FIN 05.1250 12/01/2022 | 0.01% |
| ASCENT RESOURCES/AEU P/P 144A 10.0000 04/01/2022 | 0.01% |
| BAE SYSTEMS PLC SEDOL 0263494 | 0.01% |
| BANK OF MONTREAL USD 03.8030 12/15/2032 | 0.01% |
| BAUSCH HLTH COS INC P/P 144A 06.2500 02/15/2029 | 0.01% |
| BEACON ROOFING SUPP P/P 144A 04.8750 11/01/2025 | 0.01% |
| BIOMERIEUX SEDOL BF0LBX7 | 0.01% |
| BOISE CASCADE CO P/P 144A 04.8750 07/01/2030 | 0.01% |
| CAS 2015-C01 1M2 04.4716 02/25/2025 | 0.01% |
| CAS 2019-R01 2M2 02.6216 07/25/2031 | 0.01% |
| CCO HOLDINGS LLC P/P 144A 04.5000 05/01/2032 | 0.01% |
| CIT GROUP INC 05.0000 08/01/2023 | 0.01% |
| CLARIOS GLOBAL LP P/P 144A 06.7500 05/15/2025 | 0.01% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CS | 0.01% |
| COMMSCOPE TECH LLC P/P 144A 06.0000 06/15/2025 | 0.01% |
| CROWN CORK & SEAL CO INC 07.3750 12/15/2026 | 0.01% |
| DCP MIDSTREAM OPERATING 05.6250 07/15/2027 | 0.01% |
| DIAMOND 1 FIN/DIAMON P/P 144A 07.1250 06/15/2024 | 0.01% |
| DOLLAR TREE INC SEDOL 2272476 | 0.01% |
| EUR/USD 09/16/2020 BANKAM | 0.01% |
| FREEDOM MTGE CORP P/P 144A 08.1250 11/15/2024 | 0.01% |
| GAP INC/THE P/P 144A 08.3750 05/15/2023 | 0.01% |
| GNMA GII30 BL6217 06.0000 03/20/2049 | 0.01% |
| IHEARTCOMMUNICATI L+400 04.7500 05/01/2026 | 0.01% |
| INDIGO NATURAL P/P 144A 06.8750 02/15/2026 | 0.01% |
| ITRON INC P/P 144A 05.0000 01/15/2026 | 0.01% |
| JAPAN POST HOLDINGS CO LTD SEDOL BYT8143 | 0.01% |
| JPMBB 2014-C19 XA IO 00.7460 04/15/2047 | 0.01% |
| JPMCC 2013-LC11 X IO 01.2524 04/15/2046 | 0.01% |
| KFC HLD/PIZZA HUT/TA P/P 144A 05.0000 06/01/2024 | 0.01% |
| KIMBERLY-CLARK CORP SEDOL 2491839 | 0.01% |
| KOBAYASHI PHARMACEUTICAL CO SEDOL 6149457 | 0.01% |
| LEVEL 3 FIN INC P/P 144A 04.2500 07/01/2028 | 0.01% |
| MBX.FN30.450.09 R USL1M P 01/12/40 BC | 0.01% |
| MCDONALD'S HOLDINGS CO JAPAN SEDOL 6371863 | 0.01% |
| MONDELEZ INTERNATIONAL 02.1250 04/13/2023 | 0.01% |
| NEWFIELD EXPLORATION CO 05.7500 01/30/2022 | 0.01% |
| NOBLE ENERGY INC 06.0000 03/01/2041 | 0.01% |
| NOVELIS CORP P/P 144A 04.7500 01/30/2030 | 0.01% |
| NRG ENERGY INC. 07.2500 05/15/2026 | 0.01% |
| ORACLE CORP JAPAN SEDOL 6141680 | 0.01% |
| PENN NATIONAL GAMING P/P 144A 05.6250 01/15/2027 | 0.01% |
| QORVO INC 05.5000 07/15/2026 | 0.01% |
| RATTLER MIDSTREAM LP P/P 144A 05.6250 07/15/2025 | 0.01% |
| RYOHIN KEIKAKU CO LTD SEDOL 6758455 | 0.01% |
| SOFTBANK GROUP CORP SEDOL 6770620 | 0.01% |
| SOHGO SECURITY SERVICES CO SEDOL 6546359 | 0.01% |
| TOPBUILD CORP P/P 144A 05.6250 05/01/2026 | 0.01% |
| TORONTO-DOMINION BANK SEDOL 2897222 | 0.01% |
| TRANSDIGM INC 06.3750 06/15/2026 | 0.01% |
| WFRBS 2013-C15 D P/P 144A 04.4930 08/15/2046 | 0.01% |
| WPX ENERGY INC 05.8750 06/15/2028 | 0.01% |
| WR GRACE & CO-CONN P/P 144A 04.8750 06/15/2027 | 0.01% |
| ALLIANT HOLDINGS P/P 144A 06.7500 10/15/2027 | 0.01% |
| APACHE CORP 04.3750 10/15/2028 | 0.01% |
| BAUSCH HLTH COS INC P/P 144A 05.5000 11/01/2025 | 0.01% |
| BERKSHIRE HATHAWAY FIN 04.2500 01/15/2021 | 0.01% |
| BWAY CORP TLB L+325 03.5229 04/03/2024 | 0.01% |
| BY CROWN/BY BOND P/P 144A 04.2500 01/31/2026 | 0.01% |
| CALPINE CORP P/P 144A 05.2500 06/01/2026 | 0.01% |
| CAN IMPERIAL BK OF COMMERCE SEDOL 2170525 | 0.01% |
| CENTENE CORP 04.7500 05/15/2022 | 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% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 GS | 0.01% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 ML | 0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP | 0.01% |
| COMSTOCK RE INC P/P 144A 07.5000 05/15/2025 | 0.01% |
| CROWN AMER/CAP 04.7500 02/01/2026 | 0.01% |
| CWALT 2005-27 1A1 02.0466 08/25/2035 | 0.01% |
| DEVON ENERGY CORPORATION 07.8750 09/30/2031 | 0.01% |
| ENTERCOM MEDIA CORP P/P 144A 06.5000 05/01/2027 | 0.01% |
| EUR/USD CALL 1.22 20210127 BANKAM | 0.01% |
| FEDEX CORP 02.6250 08/01/2022 | 0.01% |
| FHR 2990 LB 16.4990 06/15/2034 | 0.01% |
| FRONTIER COMM 10.5000 09/15/2022 | 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% |
| GBP/USD 09/16/2020 JPMCB | 0.01% |
| GFL ENVIRONMENTA P/P 144A 08.5000 05/01/2027 | 0.01% |
| GNMA GII30 BL6218 06.0000 02/20/2049 | 0.01% |
| GOLDEN NUGGET INC P/P 144A 08.7500 10/01/2025 | 0.01% |
| HANESBRANDS INC P/P 144A 04.6250 05/15/2024 | 0.01% |
| ICAHN ENTER 04.7500 09/15/2024 | 0.01% |
| ICAHN ENTER/FIN 05.2500 05/15/2027 | 0.01% |
| ICAHN ENTER/FIN 06.7500 02/01/2024 | 0.01% |
| JPMORGAN CHASE & CO 06.1000 02/01/2049 | 0.01% |
| KFC HLD/PIZZA HUT/TA P/P 144A 04.7500 06/01/2027 | 0.01% |
| LIVE NATION ENTERTAI P/P 144A 05.6250 03/15/2026 | 0.01% |
| MITSUBISHI UFJ LEASE & FINAN SEDOL 6268976 | 0.01% |
| NEC CORP SEDOL 6640400 | 0.01% |
| NETFLIX INC P/P 144A 05.3750 11/15/2029 | 0.01% |
| NETFLIX INC. 06.3750 05/15/2029 | 0.01% |
| NEWCREST MINING LTD SEDOL 6637101 | 0.01% |
| ORKLA ASA SEDOL B1VQF42 | 0.01% |
| OSHKOSH CORP 03.1000 03/01/2030 | 0.01% |
| OUTFRONT MEDIA C P/P 144A 06.2500 06/15/2025 | 0.01% |
| PEPTIDREAM INC SEDOL B97SH97 | 0.01% |
| RESIDEO FUNDING INC P/P 144A 06.1250 11/01/2026 | 0.01% |
| SPIRAX-SARCO ENGINEERING PLC SEDOL BWFGQN1 | 0.01% |
| SS&C TECH INC P/P 144A 05.5000 09/30/2027 | 0.01% |
| STACR 2018-HQA2 M2 02.4716 10/25/2048 | 0.01% |
| TENET HEALTHCARE 04.6250 07/15/2024 | 0.01% |
| TRADEWEB MARKETS INC-CLASS A SEDOL BJXMVK2 | 0.01% |
| TRANSOCEAN POSEIDON P/P 144A 06.8750 02/01/2027 | 0.01% |
| USD/JPY PUT 105.00 20201124 BANKAM | 0.01% |
| USD/JPY PUT 105.00 20201124 GSFX | 0.01% |
| VALVOLINE INC P/P 144A 04.2500 02/15/2030 | 0.01% |
| VISTRA CORP P/P 144A 05.0000 07/31/2027 | 0.01% |
| WALT DISNEY CO/THE SEDOL 2270726 | 0.01% |
| WFRBS 2011-C4 E P/P 144A 05.2208 06/15/2044 | 0.01% |
| WFRBS 2012-C10 XA IO P/P 144A 01.5301 12/15/2045 | 0.01% |
| WOLVERINE WORLD WIDE P/P 144A 05.0000 09/01/2026 | 0.01% |
| WOLVERINE WORLD WIDE P/P 144A 06.3750 05/15/2025 | 0.01% |
| WPX ENERGY INC 05.7500 06/01/2026 | 0.01% |
| WPX ENERGY INC 08.2500 08/01/2023 | 0.01% |
| ABC SUPPLY CO INC P/P 144A 04.0000 01/15/2028 | 0.00% |
| APACHE CORP 05.1000 09/01/2040 | 0.00% |
| ASCEND LEARNING LLC P/P 144A 06.8750 08/01/2025 | 0.00% |
| BANK OF MONTREAL SEDOL 2076009 | 0.00% |
| BANQUE CANTONALE VAUDOIS-REG SEDOL BMFY8R3 | 0.00% |
| BECTON DICKINSON AND CO SEDOL 2087807 | 0.00% |
| BERRY GLOBAL INC P/P 144A 05.6250 07/15/2027 | 0.00% |
| BOXER PARENT CO INC P/P 144A 09.1250 03/01/2026 | 0.00% |
| BOYD GAMING CORP P/P 144A 08.6250 06/01/2025 | 0.00% |
| CAS 2015-C02 2M2 04.1716 05/25/2025 | 0.00% |
| CCO HOLDINGS LLC P/P 144A 04.5000 08/15/2030 | 0.00% |
| CENTENE CORP P/P 144A 05.2500 04/01/2025 | 0.00% |
| CHS/COMMUNITY HEALT P/P 144A 08.1250 06/30/2024 | 0.00% |
| CLEAR CHANNEL WORLD 09.2500 02/15/2024 | 0.00% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 CS | 0.00% |
| CONCHO RESOURCES INC 03.7500 10/01/2027 | 0.00% |
| DIAMONDBACK ENERGY INC 04.7500 05/31/2025 | 0.00% |
| ENERGIZER HLDG INC P/P 144A 06.3750 07/15/2026 | 0.00% |
| EOG RESOURCES INC 04.1500 01/15/2026 | 0.00% |
| EPICOR SOFTWARE 2NDL L+775 08.7500 07/30/2028 | 0.00% |
| F5 NETWORKS INC SEDOL 2427599 | 0.00% |
| FREEPORT-MCMORAN INC 04.3750 08/01/2028 | 0.00% |
| FREEPORT-MCMORAN INC 04.6250 08/01/2030 | 0.00% |
| FREEPORT-MCMORAN INC 05.4500 03/15/2043 | 0.00% |
| FUJIFILM HOLDINGS CORP SEDOL 6356525 | 0.00% |
| GLP CAPITAL LP / FIN II 05.3750 04/15/2026 | 0.00% |
| GNMA GII30 BL6016 06.0000 02/20/2049 | 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% |
| HKT TRUST AND HKT LTD-SS SEDOL B4TXDZ3 | 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% |
| IRB HOLDING CORP P/P 144A 07.0000 06/15/2025 | 0.00% |
| JAPAN POST BANK CO LTD SEDOL BYT8165 | 0.00% |
| JELD-WEN INC P/P 144A 04.6250 12/15/2025 | 0.00% |
| JELD-WEN INC P/P 144A 04.8750 12/15/2027 | 0.00% |
| L BRANDS INC 06.7500 07/01/2036 | 0.00% |
| LIVE NATION ENT P/P 144A 06.5000 05/15/2027 | 0.00% |
| MATCH GRP HLD II LLC P/P 144A 04.6250 06/01/2028 | 0.00% |
| MERCER INTL INC USD 05.5000 01/15/2026 | 0.00% |
| MERCER INTL INC USD 06.5000 02/01/2024 | 0.00% |
| MICROCHIP TECH INC P/P 144A 04.2500 09/01/2025 | 0.00% |
| MIZUHO FINANCIAL GROUP INC SEDOL 6591014 | 0.00% |
| NATIONSTAR MTG P/P 144A 06.0000 01/15/2027 | 0.00% |
| NEWELL BRANDS INC 04.8750 06/01/2025 | 0.00% |
| NORFOLK SOUTHERN CORP SEDOL 2641894 | 0.00% |
| OCCIDENTAL PETROLEUM CORP SEDOL 2655408 | 0.00% |
| ONEMAIN FINANCE CORP 06.6250 01/15/2028 | 0.00% |
| ONEMAIN FINANCE CORP 07.1250 03/15/2026 | 0.00% |
| PENSKE AUTO GRP INC 05.7500 10/01/2022 | 0.00% |
| PRUDENTIAL FINANCIAL INC 05.6250 06/15/2043 | 0.00% |
| RITE AID CORP P/P 144A 07.5000 07/01/2025 | 0.00% |
| SANOFI SEDOL 5671735 | 0.00% |
| SEK/USD 09/16/2020 UBS | 0.00% |
| SIRIUS XM RADIO INC. P/P 144A 05.5000 07/01/2029 | 0.00% |
| SOLENIS 2NDL L+850 10.8314 06/26/2026 | 0.00% |
| SOLERA LLC / SOLERA P/P 144A 10.5000 03/01/2024 | 0.00% |
| SPECTRUM BRANDS INC P/P 144A 05.0000 10/01/2029 | 0.00% |
| TARGA RESOURCES PART 06.5000 07/15/2027 | 0.00% |
| TAYLOR MORRISON COMM P/P 144A 05.7500 01/15/2028 | 0.00% |
| TRANSDIGM INC. 06.5000 07/15/2024 | 0.00% |
| TRI POINTE GROUP / HOMES 05.8750 06/15/2024 | 0.00% |
| TRI POINTE GROUP INC 05.7000 06/15/2028 | 0.00% |
| TRIPADVISOR INC P/P 144A 07.0000 07/15/2025 | 0.00% |
| UNIVISION COMM P/P 144A 09.5000 05/01/2025 | 0.00% |
| USA COM PART/USA COM 06.8750 09/01/2027 | 0.00% |
| VISTRA CORP P/P 144A 05.6250 02/15/2027 | 0.00% |
| WEEKLEY HOMES LLC 06.0000 02/01/2023 | 0.00% |
| WESCO DISTRIBUT P/P 144A 07.1250 06/15/2025 | 0.00% |
| WESTERN DIGITAL CORPORATION 04.7500 02/15/2026 | 0.00% |
| YUM! BRANDS INC P/P 144A 04.7500 01/15/2030 | 0.00% |
| ZAYO GROUP HLDG INC L+300 04.6678 03/09/2027 | 0.00% |
| AIRBUS SE SEDOL 4012250 | 0.00% |
| AUD/USD 10/21/2020 HSBCB | 0.00% |
| BAUSCH HLTH COS INC P/P 144A 05.0000 01/30/2028 | 0.00% |
| BAUSCH HLTH COS INC P/P 144A 05.2500 01/30/2030 | 0.00% |
| BAUSCH HLTH COS INC P/P 144A 07.0000 01/15/2028 | 0.00% |
| BOYD GAMING CORP P/P 144A 04.7500 12/01/2027 | 0.00% |
| BOYD GAMING CORPORATION 06.0000 08/15/2026 | 0.00% |
| BUCKEYE PARTNERS LP 05.8500 11/15/2043 | 0.00% |
| BUCKEYE PARTNERS LP P/P 144A 04.5000 03/01/2028 | 0.00% |
| CARNIVAL CORP P/P 144A 11.5000 04/01/2023 | 0.00% |
| CENTENE ESCROW I CO P/P 144A 05.3750 06/01/2026 | 0.00% |
| CHF/USD 09/16/2020 JPMCB | 0.00% |
| CHS/COMMUNITY HEALTH P/P 144A 08.0000 03/15/2026 | 0.00% |
| CHUBU ELECTRIC POWER CO INC SEDOL 6195609 | 0.00% |
| CHUGOKU ELECTRIC POWER CO SEDOL 6195900 | 0.00% |
| CIT GROUP INC. 05.0000 08/15/2022 | 0.00% |
| CLEAN HARBORS INC P/P 144A 05.1250 07/15/2029 | 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.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.6 2063-05-11 500.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | 0.00% |
| COMM 2014-CR18 XA IO 00.9938 07/15/2047 | 0.00% |
| COMMSCOPE INC P/P 144A 06.0000 03/01/2026 | 0.00% |
| COMPASS MINERALS INT P/P 144A 04.8750 07/15/2024 | 0.00% |
| COMSTOCK RESOURCES 09.7500 08/15/2026 | 0.00% |
| CONTINENTAL RESOURCES 04.3750 01/15/2028 | 0.00% |
| CONTINENTAL RESOURCES 05.0000 09/15/2022 | 0.00% |
| CPG INTL TL L+375 04.7500 05/05/2024 | 0.00% |
| CVS PASS-THROUGH TRUST 06.0360 12/10/2028 | 0.00% |
| DELL INT / EMC P/P 144A 05.8500 07/15/2025 | 0.00% |
| DEVON ENERGY CORPORATION 05.6000 07/15/2041 | 0.00% |
| DUN & BRADSTREET COR P/P 144A 06.8750 08/15/2026 | 0.00% |
| EUR/CHF CALL 1.10 20201209 CSI-FX | 0.00% |
| EUR/USD CALL 1.21 20201028 BANKAM | 0.00% |
| FISERV INC SEDOL 2342034 | 0.00% |
| FNR 2005-106 JC 19.5918 12/25/2035 | 0.00% |
| GAP INC/THE P/P 144A 08.6250 05/15/2025 | 0.00% |
| GATES GLOBAL TLB L+275 03.7500 03/31/2024 | 0.00% |
| GEBERIT AG-REG SEDOL B1WGG93 | 0.00% |
| GMAC CAPITAL TRUST I PCT 06.1773 | 0.00% |
| GNMA GII30 BM1953 06.0000 03/20/2049 | 0.00% |
| HANESBRANDS INC P/P 144A 05.3750 05/15/2025 | 0.00% |
| HD SUPPLY HOLDINGS INC SEDOL BBL5981 | 0.00% |
| HOLLY PAR/FIN P/P 144A 05.0000 02/01/2028 | 0.00% |
| INTERNATIONAL LEASE FIN CORP 05.8750 08/15/2022 | 0.00% |
| IRON MOUNTAIN INC P/P 144A 05.2500 03/15/2028 | 0.00% |
| ISTAR INC. 05.2500 09/15/2022 | 0.00% |
| JELD-WEN INC P/P 144A 06.2500 05/15/2025 | 0.00% |
| LEVI STRAUSS & CO P/P 144A 05.0000 05/01/2025 | 0.00% |
| MASONITE INTL C P/P 144A 05.3750 02/01/2028 | 0.00% |
| MAXIM INTEGRATED PRODUCTS SEDOL 2573760 | 0.00% |
| MTR CORP SEDOL 6290054 | 0.00% |
| NABORS INDUSTRIES INC. 05.7500 02/01/2025 | 0.00% |
| NOK/USD 09/16/2020 BCAP-FX | 0.00% |
| NRG ENERGY INC 05.7500 01/15/2028 | 0.00% |
| NRG ENERGY INC P/P 144A 05.2500 06/15/2029 | 0.00% |
| OCCIDENTAL PETROLEUM COR 03.5000 06/15/2025 | 0.00% |
| ONEMAIN FINANCE CORP 08.8750 06/01/2025 | 0.00% |
| ORTHO-CLINICAL P/P 144A 07.3750 06/01/2025 | 0.00% |
| OWENS-BROCKWAY P/P 144A 06.6250 05/13/2027 | 0.00% |
| PENSKE AUTOMOTIVE GROUP 05.3750 12/01/2024 | 0.00% |
| PETROBRAS GLOBAL FIN USD 05.2990 01/27/2025 | 0.00% |
| QORVO INC SEDOL BR9YYP4 | 0.00% |
| REPUBLIC OF VENEZUELA REGS 08.2500 10/13/2024 | 0.00% |
| ROBERTSHAW TL 2L L+800 09.0000 02/28/2026 | 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% |
| SM ENERGY CO 06.1250 11/15/2022 | 0.00% |
| SM ENERGY CO 06.7500 09/15/2026 | 0.00% |
| SONIC HEALTHCARE LTD SEDOL 6821120 | 0.00% |
| SWEDISH MATCH AB SEDOL 5048566 | 0.00% |
| SWISS PRIME SITE-REG SEDOL B083BH4 | 0.00% |
| T-MOBILE USA INC 04.5000 02/01/2026 | 0.00% |
| T-MOBILE USA INC TLB L+300 04/01/2027 | 0.00% |
| TEMPO ACQ LLC/FI P/P 144A 05.7500 06/01/2025 | 0.00% |
| THE AES CORPORATION 05.1250 09/01/2027 | 0.00% |
| TOWNSQUARE MEDIA INC P/P 144A 06.5000 04/01/2023 | 0.00% |
| TRANSOCEAN PONTUS LT P/P 144A 06.1250 08/01/2025 | 0.00% |
| WM MORRISON SUPERMARKETS SEDOL 0604316 | 0.00% |
| ZAYO GROUP HLDG INC P/P 144A 06.1250 03/01/2028 | 0.00% |
| ABC SUPPLY CO INC P/P 144A 05.8750 05/15/2026 | 0.00% |
| AES CORP/THE P/P 144A 03.3000 07/15/2025 | 0.00% |
| ALBERTSONS COS P/P 144A 04.8750 02/15/2030 | 0.00% |
| AVIENT CORP P/P 144A 05.7500 05/15/2025 | 0.00% |
| BANK OF AMERICA CORP 06.5000 10/29/2049 | 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% |
| BOXER PARENT CO INC P/P 144A 07.1250 10/02/2025 | 0.00% |
| BOYD GAMING CORP 06.3750 04/01/2026 | 0.00% |
| BRIDGESTONE CORP SEDOL 6132101 | 0.00% |
| CBRE SERVICES INC 05.2500 03/15/2025 | 0.00% |
| CBS OUT AMER CAP LLC 05.6250 02/15/2024 | 0.00% |
| CENTENE CORP P/P 144A 05.3750 08/15/2026 | 0.00% |
| CINEMARK USA INC 05.1250 12/15/2022 | 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% |
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| FNR 2005-75 GS 19.7351 08/25/2035 | 0.00% |
| FNR 2006-62 PS 38.8702 07/25/2036 | 0.00% |
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| GNMA GII30 BN1506 04.5000 05/20/2049 | 0.00% |
| GNMA GII30 BN1509 05.0000 05/20/2049 | 0.00% |
| GNR 2010-9 UI IO 05.0000 01/20/2040 | 0.00% |
| GNR 2013-14 IO IO 03.5000 12/20/2042 | 0.00% |
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| SM ENERGY CO 05.0000 01/15/2024 | 0.00% |
| SOFINA SEDOL 4820301 | 0.00% |
| SPECTRUM BRANDS INC 06.1250 12/15/2024 | 0.00% |
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| TARGA RES PRTNRS P/P 144A 05.5000 03/01/2030 | 0.00% |
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| VALVOLINE INC P/P 144A 04.3750 08/15/2025 | 0.00% |
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| AUD/USD 10/21/2020 WPAC | 0.00% |
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| CINEMARK USA INC P/P 144A 08.7500 05/01/2025 | 0.00% |
| CMB CMBX.NA.A.7 2047-01-17 200.0 01/17/2047 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.6 2063-05-11 500.0 05/11/2063 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 JP | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 CG | 0.00% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 JP | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.00% |
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| DOMINO'S PIZZA INC SEDOL B01SD70 | 0.00% |
| DXC TECHNOLOGY CO SEDOL BYXD7B3 | 0.00% |
| ERIE INDEMNITY COMPANY-CL A SEDOL 2311711 | 0.00% |
| EUR/USD 09/16/2020 CITI | 0.00% |
| EUR/USD 09/16/2020 UBS | 0.00% |
| FHR 3300 PO PO 00.0000 02/15/2037 | 0.00% |
| GARTNER INC P/P 144A 04.5000 07/01/2028 | 0.00% |
| GNR 2012-141 WI IO 03.5000 11/20/2041 | 0.00% |
| GNR 2015-124 NI IO 03.5000 06/20/2039 | 0.00% |
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| L BRANDS INC P/P 144A 06.8750 07/01/2025 | 0.00% |
| L BRANDS INC P/P 144A 09.3750 07/01/2025 | 0.00% |
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| NEWFIELD EXPLORATION CO 05.6250 07/01/2024 | 0.00% |
| NEWS CORP - CLASS A SEDOL BBGVT40 | 0.00% |
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| PUBLICIS GROUPE SEDOL 4380429 | 0.00% |
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| RACKSPACE HOSTING INC L+300 04.0000 11/03/2023 | 0.00% |
| REGENCY ENERGY P 04.5000 11/01/2023 | 0.00% |
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| ROYAL CARIBBEAN P/P 144A 09.1250 06/15/2023 | 0.00% |
| RUB/USD 09/16/2020 GSFX | 0.00% |
| SAP SE SEDOL 4846288 | 0.00% |
| SEK/USD 09/16/2020 BANKAM | 0.00% |
| SM ENERGY CO 06.6250 01/15/2027 | 0.00% |
| T-MOBILE USA INC 06.0000 03/01/2023 | 0.00% |
| TAYLOR MORRISON COMM P/P 144A 05.1250 08/01/2030 | 0.00% |
| TENET HEALTHCARE P/P 144A 06.2500 02/01/2027 | 0.00% |
| TRANSDIGM INC P/P 144A 08.0000 12/15/2025 | 0.00% |
| TYLER TECHNOLOGIES INC SEDOL 2909644 | 0.00% |
| UBSBB 2012-C4 XA IO P/P 144A 01.6085 12/10/2045 | 0.00% |
| YUM! BRANDS INC P/P 144A 07.7500 04/01/2025 | 0.00% |
| ZAYO GROUP HLDG INC P/P 144A 04.0000 03/01/2027 | 0.00% |
| 0.20 R ISWP FWD US0003M P 09/16/2022 | 0.00% |
| 0.5575 R ISWP US0003M P 07/14/2030 | 0.00% |
| AIR LEASE CORP 02.5000 03/01/2021 | 0.00% |
| ALLEGHENY TECHNOLOGIES 05.8750 12/01/2027 | 0.00% |
| AMPOL LTD SEDOL BM91201 | 0.00% |
| AUD/USD 10/21/2020 BANKAM | 0.00% |
| AUD/USD 10/21/2020 SSBT | 0.00% |
| AZRIELI GROUP LTD SEDOL B5MN1W0 | 0.00% |
| CABOT OIL & GAS CORP | 0.00% |
| CAD/USD 10/21/2020 GSFX | 0.00% |
| CALIFORNIA RESOURC TL L+475 05.7500 12/31/2022 | 0.00% |
| CALPINE CORP P/P 144A 04.6250 02/01/2029 | 0.00% |
| CINEMARK USA INC 04.8750 06/01/2023 | 0.00% |
| CLP/USD 10/21/2020 CITI | 0.00% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CG | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.00% |
| CMB CMBX.NA.BB.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 GS | 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 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 MS | 0.00% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 CG | 0.00% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 CS | 0.00% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 GS | 0.00% |
| CMB CMBX.NA.BB.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 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-.10 2059-11-17 300.0 11/17/2059 JP | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 JP | 0.00% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 CG | 0.00% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 CG | 0.00% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 CG | 0.00% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 JP | 0.00% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 JP | 0.00% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 MS | 0.00% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 MS | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 GS | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 JP | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 MS | 0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 ML | 0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 MS | 0.00% |
| CMB CMBX.NA.BBB-.9 2058-09-17 300.0 09/17/2058 CG | 0.00% |
| CMB CMBX.NA.BBB-.9 2058-09-17 300.0 09/17/2058 ML | 0.00% |
| CMB CMBX.NA.BBB-.9 2058-09-17 300.0 09/17/2058 ML | 0.00% |
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| EUR/USD 09/16/2020 HSBCB | 0.00% |
| FNR 2005-83 QP 16.9478 11/25/2034 | 0.00% |
| FNR 2007-14 KO PO 00.0000 03/25/2037 | 0.00% |
| FNR 2007-64 LO PO 00.0000 07/25/2037 | 0.00% |
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| FOX CORP - CLASS B SEDOL BJJMGY5 | 0.00% |
| GAMESA SEDOL B01CP21 | 0.00% |
| GBP/USD 09/16/2020 GSFX | 0.00% |
| GBP/USD 09/16/2020 HSBCB | 0.00% |
| GBP/USD 09/16/2020 RBSF | 0.00% |
| GNR 2010-9 QI IO 04.5000 01/20/2040 | 0.00% |
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| IOS.FN30.350.14 R USL1M P 01/12/45 CS | 0.00% |
| IOS.FN30.400.10 R USL1M P 01/12/41 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% |
| IOS.FN30.600.08 R USL1M P 01/12/39 GS | 0.00% |
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| NZD/USD 10/21/2020 BCAP-FX | 0.00% |
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| STACR 2019-DNA2 M2 02.6216 03/25/2049 | 0.00% |
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| SUBARU CORP SEDOL 6356406 | 0.00% |
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| THE SHERWIN-WILLIAMS COMPANY 02.7500 06/01/2022 | 0.00% |
| TIAAC 2003-1A E 144A 08.0000 12/28/2038 | 0.00% |
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| TRANSDIGM INC 06.5000 05/15/2025 | 0.00% |
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| 0.2235 R ISWP US0003M P 07/15/2022 | 0.00% |
| 0.226 R ISWP US0003M P 07/17/2022 | 0.00% |
| 0.2295 R ISWP US0003M P 07/03/2022 | 0.00% |
| 0.6085 R ISWP US0003M P 07/17/2030 | 0.00% |
| 0.6195 R ISWP US0003M P 07/15/2030 | 0.00% |
| 0.655 R ISWP US0003M P 07/03/2030 | 0.00% |
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| AUD/USD 10/21/2020 CSI-FX | 0.00% |
| AUD/USD 10/21/2020 GSFX | 0.00% |
| AUD/USD 10/21/2020 JPMCB | 0.00% |
| BSCMS 06-PW14 X1 IO P/P 144A 00.3049 12/11/2038 | 0.00% |
| BSCMS 2006-PW11 C P/P 144A 05.7751 03/11/2039 | 0.00% |
| CAD/USD 10/21/2020 CITI | 0.00% |
| CAD/USD 10/21/2020 HSBCB | 0.00% |
| CAD/USD 10/21/2020 MSCIL | 0.00% |
| CAD/USD 10/21/2020 RBSF | 0.00% |
| CAD/USD 10/21/2020 UBS | 0.00% |
| CAD/USD 10/21/2020 WPAC | 0.00% |
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| 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 GS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.A.7 2047-01-17 200.0 01/17/2047 GS | 0.00% |
| CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 CG | 0.00% |
| CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 MS | 0.00% |
| CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 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 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.BBB-.11 2054-11-18 300.0 11/18/2054 CG | 0.00% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 CG | 0.00% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 JP | 0.00% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 JP | 0.00% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 MS | 0.00% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 MS | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 JP | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 MS | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 MS | 0.00% |
| CMB CMBX.NA.BBB-.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-.9 2058-09-17 300.0 09/17/2058 MS | 0.00% |
| CSFB 2003-C3 AX IO P/P 144A 02.1728 05/15/2038 | 0.00% |
| EUR/USD 09/16/2020 WPAC | 0.00% |
| FHR 3206 EO PO 00.0000 08/15/2036 | 0.00% |
| FHR 3326 WF 00.0000 10/15/2035 | 0.00% |
| FHR 3391 PO PO 00.0000 04/15/2037 | 0.00% |
| FNR 2006-125 OX PO 00.0000 01/25/2037 | 0.00% |
| FNR 2006-84 OT PO 00.0000 09/25/2036 | 0.00% |
| GBP/USD 09/16/2020 BCAP-FX | 0.00% |
| GBP/USD 09/16/2020 TDBK | 0.00% |
| GNR 2006-36 OD PO 00.0000 07/16/2036 | 0.00% |
| HKD/USD 08/19/2020 BANKAM | 0.00% |
| HKD/USD 08/19/2020 BCAP-FX | 0.00% |
| HKD/USD 08/19/2020 HSBCB | 0.00% |
| HKD/USD 08/19/2020 RBSF | 0.00% |
| HKD/USD 08/19/2020 SSBT | 0.00% |
| HKD/USD 08/19/2020 UBS | 0.00% |
| IHEARTMEDIA INC - CLASS A SEDOL BJVR9Y9 | 0.00% |
| INTELSAT JACKSON HLD P/P 144A 08.0000 02/15/2024 | 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% |
| IOS.FN30.650.67 R USL1M P 01/12/38 BC | 0.00% |
| IOS.FN30.650.67 R USL1M P 01/12/38 GS | 0.00% |
| JPMCC 05-CB12 X1 IO P/P 144A 00.3200 09/12/2037 | 0.00% |
| JPMCC 2006-LDP8 X IO 00.2884 05/15/2045 | 0.00% |
| JPY/USD 08/19/2020 BANKAM | 0.00% |
| JPY/USD 08/19/2020 CITI | 0.00% |
| MEZZ 2006-C4 X IO P/P 144A 06.1110 07/15/2045 | 0.00% |
| MEZZ 2007-C5 X IO P/P 144A 06.5710 12/15/2049 | 0.00% |
| MWO HOLDINGS LLC | 0.00% |
| NZD/USD 10/21/2020 CSI-FX | 0.00% |
| NZD/USD 10/21/2020 HSBCB | 0.00% |
| NZD/USD 10/21/2020 JPMCB | 0.00% |
| NZD/USD 10/21/2020 MSCIL | 0.00% |
| NZD/USD 10/21/2020 TDBK | 0.00% |
| NZD/USD 10/21/2020 WPAC | 0.00% |
| OASIS PETROLEUM INC CV 02.6250 09/15/2023 | 0.00% |
| OCCIDENTAL PETROLEUM -CW27 SEDOL BMVF784 | 0.00% |
| PLN/USD 09/16/2020 BCAP-FX | 0.00% |
| TERVITA CORP SEDOL BD1DCC4 | 0.00% |
| TEXAS COHLD TCEH ESCROW 11.5000 10/01/2020 | 0.00% |
| TXU TCEH RIGHTS | 0.00% |
| VALARIS PLC USD 07.7500 02/01/2026 | 0.00% |
| VIACOMCBS INC 04.2000 05/19/2032 | 0.00% |
| VINCI SA SEDOL B1XH026 | 0.00% |
| AUD/USD 10/21/2020 UBS | -0.00% |
| CAD/USD 10/21/2020 BANKAM | -0.00% |
| CAD/USD 10/21/2020 CSI-FX | -0.00% |
| CAD/USD 10/21/2020 JPMCB | -0.00% |
| CAD/USD 10/21/2020 TDBK | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 JP | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 MS | -0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 BA | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 GS | -0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 GS | -0.00% |
| GBP/USD 09/16/2020 CSI-FX | -0.00% |
| GBP/USD 09/16/2020 WPAC | -0.00% |
| IOS.FN30.500.10 P USL1M R 01/12/41 BC | -0.00% |
| JPY/USD 08/19/2020 GSFX | -0.00% |
| JPY/USD 08/19/2020 JPMCB | -0.00% |
| MBX.FN30.600.08 P USL1M R 01/12/39 BC | -0.00% |
| MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.00% |
| MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.00% |
| NOK/USD 09/16/2020 BANKAM | -0.00% |
| NOK/USD 09/16/2020 CITI | -0.00% |
| NOK/USD 09/16/2020 JPMCB | -0.00% |
| NOK/USD 09/16/2020 SSBT | -0.00% |
| NZD/USD 10/21/2020 CITI | -0.00% |
| NZD/USD 10/21/2020 GSFX | -0.00% |
| SEK/USD 09/16/2020 JPMCB | -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.7 2047-01-17 200.0 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 ML | -0.00% |
| DKK/USD 09/16/2020 CITI | -0.00% |
| EUR/CHF CALL 1.12 20201209 CSI-FX | -0.00% |
| EUR/USD 09/16/2020 GSFX | -0.00% |
| EUR/USD CALL 1.24 20201028 BANKAM | -0.00% |
| GBP/USD 09/16/2020 CITI | -0.00% |
| GBP/USD 09/16/2020 UBS | -0.00% |
| IOS.FN30.400.11 P USL1M R 01/12/42 JP | -0.00% |
| NOK/USD 09/16/2020 HSBCB | -0.00% |
| SEK/USD 09/16/2020 CITI | -0.00% |
| SGD/USD 08/19/2020 JPMCB | -0.00% |
| USD/JPY PUT 100.00 20201124 BANKAM | -0.00% |
| USD/JPY PUT 100.00 20201124 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 MS | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 MS | -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 GS | -0.00% |
| EUR/USD 09/16/2020 CSI-FX | -0.00% |
| EUR/USD CALL 1.26 20210127 BANKAM | -0.00% |
| JPY/USD 08/19/2020 SSBT | -0.00% |
| CAD/USD 10/21/2020 SSBT | -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.10 2059-11-17 500.0 11/17/2059 JP | -0.00% |
| EUR/USD 09/16/2020 JPMCB | -0.00% |
| EUR/USD 09/16/2020 RBSF | -0.00% |