Active Allocation
Dynamic Asset Allocation Conservative Fund (Class Y) (PACYX)
A globally diversified fund for preserving wealth
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 |
Yesterday’s close | 52-week high | 52-week low |
|---|---|---|---|
| Net asset value |
$10.93
0.37% | $0.04 |
$10.93
12/13/19 |
$9.79
12/24/18 |
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.
12.85%
Best 5-year annualized return
(for period ending 03/31/14)
-1.45%
Worst 5-year annualized return
(for period ending 03/31/09)
5.85%
Average 5-year annualized return
Fund facts as of 11/30/19
Total net assets
$1,135.64M
$1,135.64M
Turnover (fiscal year end)
166%
166%
Dividend frequency (view rate)
Monthly
Monthly
Number of holdings
1709
1709
Fiscal year-end
September
September
CUSIP / Fund code
746444801 / 1842
746444801 / 1842
Inception date
07/14/94
07/14/94
Category
Asset Allocation
Asset Allocation
Open to new investors
Ticker
PACYX
PACYX
Management team
Chief Investment Officer, Global Asset Allocation
Co-Head of Global Asset Allocation
Co-Head of Global Asset Allocation
Portfolio Manager
Manager commentary | Q3 2019
Rate cuts aim at preserving growth
Jason Vaillancourt, Co-Head of Global Asset Allocation, discusses the impact of monetary policy on growth.
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) | |
| Alpha found: Comparing active multi-asset managers with a passive model (PDF) | |
Actively targeting inflation risk for retirement savers
We explain why a dynamic approach to hedging inflation risk in a target-date fund may be a better way to protect a retirement nest egg.Market volatility returns to "old" normal
Our outlook for stock market volatility sees the levels reached in 2018 continuing, in part because these levels were close to the long-term norm.Calibrate equity allocations with higher savings rates
Evidence of higher savings rates by plan participants make it reasonable to consider lower equity allocations across the glide path of target-date funds.Performance
Total return (%) as of 09/30/19
Annual performance as of 09/30/19
Annualized Total return (%) as of 09/30/19
| Annualized performance | 1 yr. | 3 yrs. | 5 yrs. | 10 yrs. |
|---|---|---|---|---|
| Before sales charge | 4.20% | 4.90% | 4.61% | 6.59% |
| After sales charge | N/A | N/A | N/A | N/A |
| Bloomberg Barclays U.S. Aggregate Bond Index | 10.30% | 2.92% | 3.38% | 3.75% |
| Putnam Conservative Blended Benchmark | 8.01% | 5.87% | 5.39% | 6.52% |
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 AMT-Free Municipal Fund, which are based on the historical performance of class B shares). Performance for class A, C, 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 11/30/19 | 0.66% | - | |
| YTD as of 12/13/19 | 11.79% | - | |
Yield
| Distribution rate before sales charge as of 12/13/19 |
2.31% |
|---|---|
| Distribution rate after sales charge as of 12/13/19 |
2.31% |
| 30-day SEC yield as of 11/29/19 | 1.77% |
Risk-adjusted performance as of 10/31/19
| Sharpe ratio (3 yrs.) | 0.89 |
|---|
Volatility as of 10/31/19
| Standard deviation (3 yrs.) | 4.42% |
|---|
Lipper rankings as of 10/31/19
| Time period | Rank/Funds in category | Percentile ranking |
|---|---|---|
| 1 yr. | 204/321 | 64% |
| 3 yrs. | 114/304 | 38% |
| 5 yrs. | 60/264 | 23% |
| 10 yrs. | 30/191 | 16% |
Morningstar Ratings™ as of 10/31/19
| Time period | Funds in category | Morningstar Rating™ |
|---|---|---|
| Overall | 491 | |
| 3 yrs. | 491 | |
| 5 yrs. | 399 | |
| 10 yrs. | 263 |
Distributions
| Record/Ex dividend date | 11/18/19 |
|---|---|
| Payable date | 11/20/19 |
| Income | $0.021 |
| 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 11/01/2049 | 5.25% |
|---|---|
| Fhlmc Fr30 Zs4750 Umbs 03.0000 01/01/2048 | 2.80% |
| Fnma Fn15 Tba Umbs 03.0000 11/01/2034 | 2.09% |
| Fnma Fn30 Ma3563 Umbs 04.0000 01/01/2049 | 1.91% |
| Fnma Fn30 Fm1741 Umbs 04.0000 04/01/2049 | 1.75% |
| Amazon.Com Inc Sedol 2000019 | 1.19% |
| Alphabet Inc-Cl A Sedol Byvy8g0 | 1.13% |
| Jpmorgan Chase & Co Sedol 2190385 | 1.04% |
| Apple Inc Sedol 2046251 | 0.92% |
| Microsoft Corp Sedol 2588173 | 0.84% |
| Top 10 holdings, percent of portfolio | 18.92% |
| Top 10 holdings as of 10/31/19 | |
|---|---|
| Gnma Gii30 Tba 03.5000 11/01/2049 | |
| Fhlmc Fr30 Zs4750 Umbs 03.0000 01/01/2048 | |
| Fnma Fn15 Tba Umbs 03.0000 11/01/2034 | |
| Fnma Fn30 Ma3563 Umbs 04.0000 01/01/2049 | |
| Fnma Fn30 Fm1741 Umbs 04.0000 04/01/2049 | |
| Amazon.Com Inc Sedol 2000019 | |
| Alphabet Inc-Cl A Sedol Byvy8g0 | |
| Jpmorgan Chase & Co Sedol 2190385 | |
| Apple Inc Sedol 2046251 | |
| Microsoft Corp Sedol 2588173 | |
| Holdings represent 18.92% of portfolio | |
| Top 10 holdings as of 09/30/19 | |
|---|---|
| Gnma Gii30 Ma4652 03.5000 08/20/2047 | |
| Fhlmc Fr30 Zs4750 Umbs 03.0000 01/01/2048 | |
| Fnma Fn30 Tba Umbs 04.0000 10/01/2049 | |
| Fnma Fn15 Tba Umbs 03.0000 10/01/2034 | |
| Fnma Fn30 Ma3563 Umbs 04.0000 01/01/2049 | |
| Alphabet | |
| Amazon | |
| JPMorgan Chase | |
| Apple | |
| Fnma Fn30 Tba Umbs 06.0000 10/01/2049 | |
| Holdings represent 18.70% of portfolio | |
| Top 10 holdings as of 08/31/19 | |
|---|---|
| Gnma Gii30 Ma4652 03.5000 08/20/2047 | |
| Fhlmc Fr30 Zs4750 Umbs 03.0000 01/01/2048 | |
| Fnma Fn30 Tba Umbs 04.0000 09/01/2049 | |
| Fnma Fn15 Tba Umbs 03.0000 09/01/2034 | |
| Fnma Fn30 Ma3563 Umbs 04.0000 01/01/2049 | |
| Alphabet | |
| Amazon | |
| JPMorgan Chase | |
| Fnma Fn30 Tba Umbs 06.0000 09/01/2049 | |
| Apple | |
| Holdings represent 18.67% of portfolio | |
| Top 10 holdings as of 07/31/19 | |
|---|---|
| Gnma Gii30 Ma4652 03.5000 08/20/2047 | |
| Fhlmc Fh30g G08795 03.0000 01/01/2048 | |
| Fnma Fn30 Ma3563 Umbs 04.0000 01/01/2049 | |
| Fnma Fn15 Tba Umbs 03.0000 08/01/2034 | |
| Fnma Fn30 Tba Umbs 04.0000 08/01/2049 | |
| Alphabet | |
| JPMorgan Chase | |
| Amazon | |
| Cisco Systems | |
| Apple | |
| Holdings represent 17.90% of portfolio | |
| US 5YR NOTE (CBT) MAR20 FVH0 | 7.70% |
|---|---|
| US 2YR NOTE (CBT) MAR20 TUH0 | 7.00% |
| GNMA GII30 TBA 03.5000 12/01/2049 | 5.46% |
| US ULTRA BOND CBT MAR20 WNH0 | 4.16% |
| US 10YR NOTE (CBT)MAR20 TYH0 | 3.60% |
| GSGLPWDL R US0001M P 12/15/20 GS | 3.29% |
| FHLMC FR30 ZS4750 UMBS 03.0000 01/01/2048 | 2.72% |
| E-MINI RUSS 2000 DEC19 RTYZ9 | 2.12% |
| FNMA FN15 TBA UMBS 03.0000 12/01/2034 | 2.07% |
| FNMA FN30 MA3563 UMBS 04.0000 01/01/2049 | 1.76% |
| CGPUTQL2 R US0003M P 11/25/20 CI | 1.74% |
| US LONG BOND(CBT) MAR20 USH0 | 1.72% |
| FNMA FN30 FM1741 UMBS 04.0000 04/01/2049 | 1.64% |
| AMAZON.COM INC SEDOL 2000019 | 1.21% |
| APPLE INC SEDOL 2046251 | 1.17% |
| ALPHABET INC-CL A SEDOL BYVY8G0 | 1.16% |
| JPMORGAN CHASE & CO SEDOL 2190385 | 1.04% |
| MICROSOFT CORP SEDOL 2588173 | 0.88% |
| FNMA FN30 TBA UMBS 04.0000 12/01/2049 | 0.82% |
| FNMA FN30 TBA UMBS 06.0000 12/01/2049 | 0.78% |
| VERIZON COMMUNICATIONS INC SEDOL 2090571 | 0.77% |
| CHEVRON CORP | 0.74% |
| CITIGROUP INC SEDOL 2297907 | 0.70% |
| CISCO SYSTEMS INC SEDOL 2198163 | 0.70% |
| PROCTER & GAMBLE CO/THE SEDOL 2704407 | 0.64% |
| ADOBE INC SEDOL 2008154 | 0.63% |
| ORACLE CORP SEDOL 2661568 | 0.62% |
| PAYPAL HOLDINGS INC SEDOL BYW36M8 | 0.62% |
| COCA-COLA CO/THE SEDOL 2206657 | 0.57% |
| COMCAST CORP-CLASS A SEDOL 2044545 | 0.54% |
| FNMA FN30 MA2737 UMBS 03.0000 09/01/2046 | 0.53% |
| MEDTRONIC PLC SEDOL BTN1Y11 | 0.51% |
| FNMA FN30 BM5024 UMBS 03.0000 11/01/2048 | 0.51% |
| FNMA FN30 AL9859 UMBS 03.0000 03/01/2047 | 0.47% |
| JOHNSON & JOHNSON SEDOL 2475833 | 0.46% |
| PEPSICO INC SEDOL 2681511 | 0.42% |
| MERCK & CO. INC. SEDOL 2778844 | 0.41% |
| LOCKHEED MARTIN CORP SEDOL 2522096 | 0.40% |
| HONEYWELL INTERNATIONAL INC SEDOL 2020459 | 0.40% |
| AMGEN INC SEDOL 2023607 | 0.39% |
| TREASURY BILL 00.0000 05/07/2020 | 0.37% |
| NORTHROP GRUMMAN CORP SEDOL 2648806 | 0.35% |
| BOOKING HOLDINGS INC SEDOL BDRXDB4 | 0.35% |
| INTUIT INC SEDOL 2459020 | 0.35% |
| QUALCOMM INC SEDOL 2714923 | 0.35% |
| SKANDINAVISKA ENSKILDA USD 02.3000 03/11/2020 | 0.34% |
| STARBUCKS CORP SEDOL 2842255 | 0.34% |
| CONOCOPHILLIPS | 0.33% |
| WALMART INC SEDOL 2936921 | 0.32% |
| TREASURY BILL 00.0000 05/21/2020 | 0.31% |
| MONDELEZ INTERNATIONAL INC-A SEDOL B8CKK03 | 0.29% |
| UNION PACIFIC CORP SEDOL 2914734 | 0.29% |
| DELTA AIR LINES INC SEDOL B1W9D46 | 0.28% |
| LAM RESEARCH CORP SEDOL 2502247 | 0.28% |
| ABBOTT LABORATORIES SEDOL 2002305 | 0.28% |
| MORGAN STANLEY | 0.27% |
| S&P GLOBAL INC SEDOL BYV2325 | 0.27% |
| METLIFE INC SEDOL 2573209 | 0.27% |
| VERIZON COMM 04.3290 09/21/2028 | 0.27% |
| PHILLIPS 66 SEDOL B78C4Y8 | 0.26% |
| SIEMENS FINANCIERING P/P 144A 02.2000 03/16/2020 | 0.26% |
| TREASURY BILL 00.0000 04/16/2020 | 0.26% |
| JPMORGAN CHASE & CO 03.9640 11/15/2048 | 0.25% |
| EXELON CORP SEDOL 2670519 | 0.25% |
| LOWES COMPANIES INC | 0.25% |
| JPMORGAN CHASE & CO 03.6250 12/01/2027 | 0.25% |
| ABBVIE INC P/P 144A 03.2000 11/21/2029 | 0.24% |
| BIOGEN INC SEDOL 2455965 | 0.24% |
| CITIGROUP INC 03.6680 07/24/2028 | 0.24% |
| MORGAN STANLEY 03.6250 01/20/2027 | 0.23% |
| INTL BUSINESS MACHINES CORP SEDOL 2005973 | 0.23% |
| CUMMINS INC SEDOL 2240202 | 0.22% |
| EBAY INC SEDOL 2293819 | 0.22% |
| BANK OF AMERICA CORP 03.2480 10/21/2027 | 0.22% |
| FNMA FN30 AS7003 UMBS 03.0000 04/01/2046 | 0.21% |
| INGERSOLL-RAND PLC SEDOL B633030 | 0.21% |
| DANAHER CORP SEDOL 2250870 | 0.21% |
| WASTE MANAGEMENT INC SEDOL 2937667 | 0.21% |
| CAPITAL ONE FINANCIAL CORP SEDOL 2654461 | 0.20% |
| KINDER MORGAN INC SEDOL B3NQ4P8 | 0.20% |
| EDWARDS LIFESCIENCES CORP SEDOL 2567116 | 0.20% |
| AT&T INC 04.1000 02/15/2028 | 0.20% |
| BROADCOM INC SEDOL BDZ78H9 | 0.20% |
| FNMA FN30 BC2733 UMBS 03.0000 05/01/2046 | 0.20% |
| ROCHE HOLDING AG-GENUSSCHEIN SEDOL 7110388 | 0.19% |
| MCKESSON CORP SEDOL 2378534 | 0.19% |
| GOLDMAN SACHS GROUP INC 03.8500 01/26/2027 | 0.19% |
| WESTPAC BANKING CORP USD 02.1500 03/06/2020 | 0.19% |
| UNITED AIRLINES HOLDINGS INC SEDOL B4QG225 | 0.19% |
| TARGET CORP SEDOL 2259101 | 0.18% |
| VEEVA SYSTEMS INC-CLASS A SEDOL BFH3N85 | 0.18% |
| HILTON WORLDWIDE HOLDINGS IN SEDOL BYVMW06 | 0.18% |
| PFIZER INC SEDOL 2684703 | 0.18% |
| SYNCHRONY FINANCIAL SEDOL BP96PS6 | 0.18% |
| CROWN CASTLE INTL CORP SEDOL BTGQCX1 | 0.18% |
| PETROBRAS GLOBAL FINANCE USD 06.2500 03/17/2024 | 0.18% |
| CVS HEALTH CORP 04.7800 03/25/2038 | 0.18% |
| UBS GROUP AG P/P 144A 03.4910 05/23/2023 | 0.18% |
| KLA CORP SEDOL 2480138 | 0.18% |
| PRUDENTIAL FINANCIAL INC SEDOL 2819118 | 0.18% |
| NOVARTIS AG-REG SEDOL 7103065 | 0.18% |
| AMERIPRISE FINANCIAL INC SEDOL B0J7D57 | 0.17% |
| BRISTOL-MYERS SQUIBB CO SEDOL 2126335 | 0.17% |
| GOLDMAN SACHS GROUP INC 02.6000 12/27/2020 | 0.16% |
| ABBVIE INC SEDOL B92SR70 | 0.16% |
| MICROSOFT CORP 02.4000 08/08/2026 | 0.16% |
| CDX CDX.NA.IG.33 100.0 12/20/2024 | 0.16% |
| OMNICOM GROUP SEDOL 2279303 | 0.16% |
| WALT DISNEY COMPANY 07.7500 12/01/2045 | 0.16% |
| AGILENT TECHNOLOGIES INC SEDOL 2520153 | 0.16% |
| HERSHEY CO/THE SEDOL 2422806 | 0.16% |
| IHS MARKIT LTD P/P 144A 04.7500 02/15/2025 | 0.16% |
| DISCOVER FINANCIAL SERVICES SEDOL B1YLC43 | 0.16% |
| HP INC SEDOL BYX4D52 | 0.16% |
| STACR 2016-DNA2 M3 06.3580 10/25/2028 | 0.16% |
| SALESFORCE.COM INC 03.7000 04/11/2028 | 0.15% |
| SPST 2018-8 A 02.4080 02/24/2020 | 0.15% |
| AFLAC INC SEDOL 2026361 | 0.15% |
| APPLE INC 04.2500 02/09/2047 | 0.15% |
| ALLSTATE CORP SEDOL 2019952 | 0.15% |
| FNMA FN30 BJ9256 UMBS 04.0000 06/01/2048 | 0.15% |
| INTERPUBLIC GROUP COS 04.6500 10/01/2028 | 0.14% |
| UNITED TECHNOLOGIES CORP 01.9000 05/04/2020 | 0.14% |
| ZIMMER BIOMET HOLDINGS INC SEDOL 2783815 | 0.14% |
| FHLMC FR30 ZS4703 UMBS 03.0000 02/01/2047 | 0.14% |
| GOLDMAN SACHS GROUP INC SEDOL 2407966 | 0.14% |
| EXPEDIA GROUP INC SEDOL B748CK2 | 0.14% |
| GILEAD SCIENCES INC SEDOL 2369174 | 0.14% |
| UNITEDHEALTH GROUP INC 03.8500 06/15/2028 | 0.14% |
| FORTINET INC SEDOL B5B2106 | 0.14% |
| TAKE-TWO INTERACTIVE SOFTWRE SEDOL 2122117 | 0.14% |
| FNMA FN30 AS8056 UMBS 03.0000 10/01/2046 | 0.14% |
| AT&T INC. 03.8000 02/15/2027 | 0.14% |
| ALLERGAN PLC SEDOL BY9D546 | 0.13% |
| HARTFORD FINANCIAL SVCS GRP SEDOL 2476193 | 0.13% |
| CADENCE DESIGN SYS INC SEDOL 2302232 | 0.13% |
| ECOLAB INC 02.7000 11/01/2026 | 0.13% |
| ANZ NEW ZEALAND INT P/P 144A 02.8750 01/25/2022 | 0.12% |
| E*TRADE FINANCIAL CORPORATION | 0.12% |
| AT&T INC SEDOL 2831811 | 0.12% |
| TELEFONICA EMISIONES SAU USD 04.8950 03/06/2048 | 0.12% |
| ALLIANZ SE-REG SEDOL 5231485 | 0.12% |
| PULTEGROUP INC SEDOL 2708841 | 0.12% |
| MGM RESORTS INTERNATIONAL SEDOL 2547419 | 0.12% |
| MICROSOFT CORP 01.5500 08/08/2021 | 0.12% |
| NOVO NORDISK A/S-B SEDOL BHC8X90 | 0.12% |
| SYNOPSYS INC SEDOL 2867719 | 0.12% |
| MICROSOFT CORP 03.7000 08/08/2046 | 0.12% |
| UNILEVER NV SEDOL B1527V7 | 0.12% |
| FNMA FN30 AS7154 UMBS 03.0000 05/01/2046 | 0.12% |
| GOLDMAN SACHS GROUP INC 04.2230 05/01/2029 | 0.12% |
| NOVARTIS CAPITAL CORP 04.0000 11/20/2045 | 0.12% |
| KEYSIGHT TECHNOLOGIES IN SEDOL BQZJ0Q9 | 0.12% |
| SONY CORP SEDOL 6821506 | 0.12% |
| VISTRA ENERGY CORP SEDOL BZ8VJQ8 | 0.12% |
| AMAZON.COM INC 03.1500 08/22/2027 | 0.12% |
| BRISTOL-MYERS P/P 144A 02.9000 07/26/2024 | 0.12% |
| DBUBS 2011-LC3A D P/P 144A 05.5120 08/10/2044 | 0.11% |
| FAIRFAX FINL HLDGS USD 04.8500 04/17/2028 | 0.11% |
| LEIDOS HOLDINGS INC SEDOL BDV82B8 | 0.11% |
| WELLS FARGO & COMPANY 02.6000 07/22/2020 | 0.11% |
| AIR LEASE CORP 03.2500 10/01/2029 | 0.11% |
| DANSKE BANK A/S P/P 144A 02.7000 03/02/2022 | 0.11% |
| GENERAL MOTORS FINL CO 04.0000 10/06/2026 | 0.11% |
| TREASURY BILL 00.0000 12/12/2019 | 0.11% |
| ENTERPRISE PRODUCTS OPER 04.2500 02/15/2048 | 0.11% |
| ORACLE CORP 04.0000 11/15/2047 | 0.11% |
| ROYAL DUTCH SHELL PLC-B SHS SEDOL B03MM40 | 0.11% |
| COMCAST CORP 03.4500 02/01/2050 | 0.11% |
| BROADCOM CRP / CAYM 03.5000 01/15/2028 | 0.11% |
| CF INDUSTRIES HOLDINGS INC SEDOL B0G4K50 | 0.11% |
| CHARTER COMM OPT LLC 06.4840 10/23/2045 | 0.11% |
| ENTERGY CORP SEDOL 2317087 | 0.11% |
| NATIONAL AUSTRALIA B P/P 144A 02.7921 12/09/2019 | 0.11% |
| BNP PARIBAS SEDOL 7309681 | 0.10% |
| RIO TINTO PLC SEDOL 0718875 | 0.10% |
| AMETEK INC SEDOL 2089212 | 0.10% |
| CAS 2015-C04 2M2 07.2580 04/25/2028 | 0.10% |
| CAS 2016-C02 1M2 07.7080 09/25/2028 | 0.10% |
| F5 NETWORKS INC SEDOL 2427599 | 0.10% |
| DNB BANK ASA P/P 144A 02.1500 12/02/2022 | 0.10% |
| AES CORP SEDOL 2002479 | 0.10% |
| BANK OF AMERICA CORP 06.1100 01/29/2037 | 0.10% |
| KDDI CORP SEDOL 6248990 | 0.10% |
| ENEL SPA SEDOL 7144569 | 0.10% |
| ROYAL BANK OF CANADA USD 02.1250 03/02/2020 | 0.10% |
| UNILEVER PLC SEDOL B10RZP7 | 0.10% |
| AMERICAN TOWER CORP 03.1250 01/15/2027 | 0.10% |
| CIGNA CORP 03.7500 07/15/2023 | 0.10% |
| COMMONWEALTH BK AUST P/P 144A 02.2500 03/10/2020 | 0.10% |
| NESTLE SA-REG SEDOL 7123870 | 0.10% |
| ROCHE HOLDINGS INC P/P 144A 04.0000 11/28/2044 | 0.10% |
| TORONTO-DOMINION BANK USD 01.9000 12/01/2022 | 0.10% |
| COMMONWEALTH BK AUST P/P 144A 02.2000 11/09/2020 | 0.10% |
| DIAMOND 1 FIN/DIAM P/P 144A 06.0200 06/15/2026 | 0.10% |
| NRG ENERGY INC SEDOL 2212922 | 0.10% |
| KINDER MORGAN INC 03.1500 01/15/2023 | 0.10% |
| KONINKLIJKE PHILIPS NV SEDOL 5986622 | 0.10% |
| RUSSIAN FEDERATION P/P 144A 04.3750 03/21/2029 | 0.10% |
| SUMITOMO MITSUI FINANCIAL GR SEDOL 6563024 | 0.10% |
| KERING SEDOL 5505072 | 0.10% |
| CIT GROUP INC. 05.2500 03/07/2025 | 0.10% |
| MWST 2019-1 A 02.5080 06/25/2052 | 0.10% |
| SPST 2019-3 A 02.4080 06/24/2020 | 0.10% |
| TREASURY BILL 00.0000 04/02/2020 | 0.10% |
| UNITED MEXICAN STATES USD 05.5500 01/21/2045 | 0.10% |
| ALLY FINANCIAL INC SEDOL B72XK05 | 0.09% |
| COMMONWEALTH BK AUST P/P 144A 03.1500 09/19/2027 | 0.09% |
| ASTELLAS PHARMA INC SEDOL 6985383 | 0.09% |
| FNMA FN30 TBA UMBS 04.5000 12/01/2049 | 0.09% |
| HILTON WORLDWIDE FIN LLC 04.8750 04/01/2027 | 0.09% |
| HOYA CORP SEDOL 6441506 | 0.09% |
| CRH PLC SEDOL 4182249 | 0.09% |
| SPST 2019-7 A 02.4080 09/24/2020 | 0.09% |
| AVALONBAY COMMUNITIES INC SEDOL 2131179 | 0.09% |
| CENTERPOINT ENERGY INC SEDOL 2440637 | 0.09% |
| DEUTSCHE POST AG-REG SEDOL 4617859 | 0.09% |
| GNMA GII30 TBA 04.0000 01/01/2050 | 0.09% |
| HITACHI LTD SEDOL 6429104 | 0.09% |
| WOOLWORTHS GROUP LTD SEDOL 6981239 | 0.09% |
| LINCOLN NATIONAL CORP SEDOL 2516378 | 0.09% |
| SERVICENOW INC SEDOL B80NXX8 | 0.09% |
| CAS 2016-C01 1M2 08.4580 08/25/2028 | 0.09% |
| ENERGY TRANSFER OPERA 05.8750 01/15/2024 | 0.09% |
| LEGAL & GENERAL GROUP PLC SEDOL 0560399 | 0.09% |
| ORACLE CORP 02.6500 07/15/2026 | 0.09% |
| SHELL INTERNATIONAL FIN USD 02.8750 05/10/2026 | 0.09% |
| SPST 2019-11 A 02.4580 10/24/2020 | 0.09% |
| FIRSTENERGY TRANSMIS P/P 144A 05.4500 07/15/2044 | 0.09% |
| NBCUNIVERSAL MEDIA LLC 04.3750 04/01/2021 | 0.09% |
| CITIZENS BANK NA/RI 02.2500 03/02/2020 | 0.09% |
| DEUTSCHE TELEKOM AG-REG SEDOL 5842359 | 0.09% |
| IVORY COAST REGS 06.1250 06/15/2033 | 0.09% |
| NORWEGIAN CRUISE LINE HOLDIN SEDOL B9CGTC3 | 0.09% |
| SANDVIK AB SEDOL B1VQ252 | 0.09% |
| WFRBS 2011-C2 D P/P 144A 05.8389 02/15/2044 | 0.09% |
| ALTICE USA INC- A SEDOL BDRY7P9 | 0.09% |
| CAS 2015-C04 1M2 07.4080 04/25/2028 | 0.09% |
| PEUGEOT SA SEDOL 7103526 | 0.09% |
| AUST & NZ BANKING GROUP USD 02.1250 08/19/2020 | 0.08% |
| BANCO BILBAO VIZCAYA ARGENTA SEDOL 5501906 | 0.08% |
| BPCE SA P/P 144A 04.5000 03/15/2025 | 0.08% |
| ITOCHU CORP SEDOL 6467803 | 0.08% |
| NINTENDO CO LTD SEDOL 6639550 | 0.08% |
| AGNC INVESTMENT CORP SEDOL BYYHJL8 | 0.08% |
| MITSUBISHI UFJ FIN GRP USD 03.5350 07/26/2021 | 0.08% |
| VEREIT INC SEDOL BYVVTJ1 | 0.08% |
| WOLTERS KLUWER SEDOL 5671519 | 0.08% |
| GSMS 2014-GC22 C 04.8472 06/10/2047 | 0.08% |
| SHIONOGI & CO LTD SEDOL 6804682 | 0.08% |
| SIRIUS XM RADIO INC P/P 144A 05.0000 08/01/2027 | 0.08% |
| COMPASS GROUP PLC SEDOL BD6K457 | 0.08% |
| FNMA FN30 AS8074 UMBS 03.0000 10/01/2046 | 0.08% |
| OMNICOM GP/OMNICOM CAP 03.6000 04/15/2026 | 0.08% |
| PARTNERS GROUP HOLDING AG SEDOL B119QG0 | 0.08% |
| WESTERN DIGITAL CORPORATION 04.7500 02/15/2026 | 0.08% |
| HERMES INTERNATIONAL SEDOL 5253973 | 0.08% |
| WILLIS TOWERS WATSON PLC USD 05.7500 03/15/2021 | 0.08% |
| ASHTEAD CAPITAL INC P/P 144A 04.3750 08/15/2027 | 0.08% |
| ASHTEAD GROUP PLC SEDOL 0053673 | 0.08% |
| CBRE GROUP INC - A SEDOL B6WVMH3 | 0.08% |
| CF INDUSTRIES INC P/P 144A 04.5000 12/01/2026 | 0.08% |
| DOVER CORP SEDOL 2278407 | 0.08% |
| FISERV INC 04.2000 10/01/2028 | 0.08% |
| HOLOGIC INC SEDOL 2433530 | 0.08% |
| THERMO FISHER SCIENTIFIC INC SEDOL 2886907 | 0.08% |
| AVIVA PLC SEDOL 0216238 | 0.08% |
| CK ASSET HOLDINGS LTD SEDOL BYZQ077 | 0.08% |
| EVERGY INC SEDOL BFMXGR0 | 0.08% |
| INVITATION HOMES INC SEDOL BD81GW9 | 0.08% |
| NORTHROP GRUMMAN CORP 03.2500 01/15/2028 | 0.08% |
| REP OF INDONESIA P/P 144A 04.3500 01/08/2027 | 0.08% |
| SVENSKA HANDELSBANKEN AB USD 01.9500 09/08/2020 | 0.08% |
| VERIZON COMMUNICATIONS 04.4000 11/01/2034 | 0.08% |
| XEROX HOLDINGS CORP SEDOL BJJD5G3 | 0.08% |
| CITIGROUP INC 02.6500 10/26/2020 | 0.08% |
| ORIX CORP SEDOL 6661144 | 0.08% |
| REPUBLIC OF INDONESIA REGS 04.7500 01/08/2026 | 0.08% |
| MICROCHIP TECH INC 04.3330 06/01/2023 | 0.08% |
| MORGAN STANLEY 04.3750 01/22/2047 | 0.08% |
| AMERISOURCEBERGEN CORP | 0.08% |
| ANHEUSER-BUSCH CO/IN 03.6500 02/01/2026 | 0.08% |
| BANQUE FED CRED MUTU P/P 144A 02.2000 07/20/2020 | 0.08% |
| COMCAST CORP 03.9690 11/01/2047 | 0.08% |
| COVESTRO AG SEDOL BYTBWY9 | 0.08% |
| NATIONAL AUSTRALIA BK/NY 02.1250 05/22/2020 | 0.08% |
| OCCIDENTAL PETROLEUM COR 04.4000 04/15/2046 | 0.08% |
| PINNACLE WEST CAPITAL SEDOL 2048804 | 0.08% |
| WH GROUP LTD SEDOL BLLHKZ1 | 0.08% |
| ANALOG DEVICES INC 02.8500 03/12/2020 | 0.08% |
| FNMA FN40 BF0171 UMBS 04.0000 01/01/2057 | 0.08% |
| GLOBAL PAYMENTS INC 04.0000 06/01/2023 | 0.08% |
| TORONTO-DOMINION BANK USD 03.6250 09/15/2031 | 0.08% |
| UNITED MEXICAN STATES USD 04.1500 03/28/2027 | 0.08% |
| ZOETIS INC SEDOL B95WG16 | 0.08% |
| ARISTOCRAT LEISURE LTD SEDOL 6253983 | 0.07% |
| CARLSBERG AS-B SEDOL 4169219 | 0.07% |
| DUPONT DE NEMOURS INC SEDOL BK0VN47 | 0.07% |
| REPUBLIC SERVICES INC SEDOL 2262530 | 0.07% |
| STANDARD IND INC P/P 144A 05.0000 02/15/2027 | 0.07% |
| UNITED TECHNOLOGIES CORP 04.1250 11/16/2028 | 0.07% |
| CBS CORP 04.2000 06/01/2029 | 0.07% |
| ENERGY TRANSFER OPERATNG 06.6250 02/15/2028 | 0.07% |
| MICHELIN (CGDE) SEDOL 4588364 | 0.07% |
| RAYTHEON COMPANY 02.5000 12/15/2022 | 0.07% |
| SHIN-ETSU CHEMICAL CO LTD SEDOL 6804585 | 0.07% |
| TELSTRA CORP LTD SEDOL 6087289 | 0.07% |
| VICI PROPERTIES INC SEDOL BYWH073 | 0.07% |
| CAS 2016-C04 1M2 05.9580 01/25/2029 | 0.07% |
| DOW CHEMICAL CO/THE 03.5000 10/01/2024 | 0.07% |
| DUKE ENERGY CORP 03.1500 08/15/2027 | 0.07% |
| FNMA FN30 BM1172 UMBS 03.0000 03/01/2047 | 0.07% |
| VERISK ANALYTICS INC SEDOL B4P9W92 | 0.07% |
| DAIKIN INDUSTRIES LTD SEDOL 6250724 | 0.07% |
| FIAT CHRYSLER AUTOMOBILES NV SEDOL BRJFWP3 | 0.07% |
| FIDELITY NATL INFO SERV 03.7500 05/21/2029 | 0.07% |
| HD SUPPLY HOLDINGS INC SEDOL BBL5981 | 0.07% |
| MANUF & TRADERS TRUST CO 02.0500 08/17/2020 | 0.07% |
| UNITED MEXICAN STATES USD 04.5000 04/22/2029 | 0.07% |
| WESTPAC BANKING CORP USD 02.0000 08/19/2021 | 0.07% |
| BANK OF NOVA SCOTIA USD 02.3500 10/21/2020 | 0.07% |
| BOOZ ALLEN HAMILTON HOLDINGS SEDOL B5367T7 | 0.07% |
| NATIONAL AUSTRALIA BK/NY 02.5000 01/12/2021 | 0.07% |
| BF0101 03.5000 06/01/2056 | 0.07% |
| ESSITY AKTIEBOLAG-B SEDOL BF1K7P7 | 0.07% |
| MERCK & CO INC 03.7000 02/10/2045 | 0.07% |
| VORNADO REALTY TRUST SEDOL 2933632 | 0.07% |
| ANGLO AMER PLC SEDOL B1XZS82 | 0.07% |
| DENTSPLY SIRONA INC SEDOL BYNPPC6 | 0.07% |
| EASTMAN CHEMICAL CO SEDOL 2298386 | 0.07% |
| HEICO CORP SEDOL 2419217 | 0.07% |
| STEEL DYNAMICS INC SEDOL 2849472 | 0.07% |
| BP CAPITAL MARKETS PLC USD 03.2790 09/19/2027 | 0.07% |
| DISCOVERY INC - A SEDOL B3D7K31 | 0.07% |
| GARMIN LTD SEDOL B3Z5T14 | 0.07% |
| HYATT HOTELS CORP 04.8500 03/15/2026 | 0.07% |
| INDUSTRIA DE DISENO TEXTIL SEDOL BP9DL90 | 0.07% |
| VOLKSWAGEN AG PFD SEDOL 5497168 | 0.07% |
| AENA SME SA SEDOL BVRZ8L1 | 0.06% |
| AMERICAN TOWER CORP 02.7500 01/15/2027 | 0.06% |
| BIOGEN INC 03.6250 09/15/2022 | 0.06% |
| CAS 2016-C03 2M2 07.6080 10/25/2028 | 0.06% |
| CHENIERE CORP CHRIST 05.1250 06/30/2027 | 0.06% |
| COMM 2010-C1 D P/P 144A 06.2638 07/10/2046 | 0.06% |
| CSAIL 2015-C1 C 04.4163 04/15/2050 | 0.06% |
| JP MORGAN CHASE BANK NA 03.0860 04/26/2021 | 0.06% |
| REPUBLIC OF COLOMBIA USD 03.8750 04/25/2027 | 0.06% |
| BRIXMOR PROPERTY GROUP INC SEDOL BFTDJL8 | 0.06% |
| DUKE REALTY CORP SEDOL 2284084 | 0.06% |
| FACEBOOK INC-CLASS A SEDOL B7TL820 | 0.06% |
| FNMA FN30 BC1155 UMBS 03.0000 06/01/2046 | 0.06% |
| MORGAN STANLEY 02.6500 01/27/2020 | 0.06% |
| TPAT 2018-SL1 A P/P 144A 02.3080 01/25/2046 | 0.06% |
| AMGEN INC 02.6000 08/19/2026 | 0.06% |
| JUNIPER NETWORKS INC SEDOL 2431846 | 0.06% |
| ROPER TECHNOLOGIES INC SEDOL 2749602 | 0.06% |
| TELEDYNE TECHNOLOGIES INC SEDOL 2503477 | 0.06% |
| WESTROCK MWV LLC 08.2000 01/15/2030 | 0.06% |
| 3I GROUP PLC SEDOL B1YW440 | 0.06% |
| EOG RESOURCES INC 02.6250 03/15/2023 | 0.06% |
| LNSTR 2015-3 B P/P 144A 03.2959 04/20/2048 | 0.06% |
| STORE CAPITAL CORP SEDOL BSKRKJ5 | 0.06% |
| BERRY GLOBAL GROUP INC SEDOL B8BR3H3 | 0.06% |
| CREDIT AGRICOLE SA SEDOL 7262610 | 0.06% |
| AUTONATION INC. 05.5000 02/01/2020 | 0.06% |
| BRDCOM CRP / FIN 03.8750 01/15/2027 | 0.06% |
| DIGITAL REALTY TRUST LP 04.4500 07/15/2028 | 0.06% |
| HOLLYFRONTIER CORP SEDOL B5VX1H6 | 0.06% |
| IBM CORP 01.8750 08/01/2022 | 0.06% |
| IDEX CORP SEDOL 2456612 | 0.06% |
| SHIRE ACQ INV IE 03.2000 09/23/2026 | 0.06% |
| WFRBS 2013-C18 AS 04.3870 12/15/2046 | 0.06% |
| ALLISON TRANSMISSION HOLDING SEDOL B4PZ892 | 0.06% |
| ASSOCIATED BRITISH FOODS PLC SEDOL 0673123 | 0.06% |
| FAIR ISAAC CORP SEDOL 2330299 | 0.06% |
| NEW RESIDENTIAL INVESTMENT SEDOL BRJ9GW0 | 0.06% |
| AMERICAN ELECTRIC POWER 04.3000 12/01/2028 | 0.06% |
| COCA-COLA HBC AG-DI SEDOL B9895B7 | 0.06% |
| NORDEA BANK ABP P/P 144A 02.2500 05/27/2021 | 0.06% |
| NRG ENERGY INC P/P 144A 04.4500 06/15/2029 | 0.06% |
| UBS GROUP AG REGS 06.8750 12/29/2049 | 0.06% |
| WFRBS 2011-C3 D P/P 144A 05.8557 03/15/2044 | 0.06% |
| AT&T INC 04.7500 05/15/2046 | 0.06% |
| DUKE ENERGY CORP 04.2000 06/15/2049 | 0.06% |
| DUKE ENERGY OHIO INC 03.6500 02/01/2029 | 0.06% |
| FAURECIA SEDOL 4400446 | 0.06% |
| GSMS 2011-GC3 D P/P 144A 05.8244 03/10/2044 | 0.06% |
| REGIONS FINANCIAL CORP 02.7500 08/14/2022 | 0.06% |
| SANTOS LTD SEDOL 6776703 | 0.06% |
| VERIZON COMMUNICATIONS 05.2500 03/16/2037 | 0.06% |
| BANK LEUMI LE-ISRAEL SEDOL 6076425 | 0.06% |
| BANK OF MONTREAL USD 03.1000 04/13/2021 | 0.06% |
| BERKSHIRE HATHAWAY E 03.8000 07/15/2048 | 0.06% |
| BMIR 2019-4A M1C P/P 144A 04.2080 10/25/2029 | 0.06% |
| CITIGROUP INC 03.8870 01/10/2028 | 0.06% |
| JOHNSON CONTROLS INTL PL 04.5000 02/15/2047 | 0.06% |
| NIPPON TELEGRAPH & TELEPHONE SEDOL 6641373 | 0.06% |
| UNUM GROUP SEDOL 2433842 | 0.06% |
| BECTON DICKINSON AND CO 03.7000 06/06/2027 | 0.05% |
| CHARTER COMM OPT LLC/CAP 04.8000 03/01/2050 | 0.05% |
| HENDERSON LAND DEVELOPMENT SEDOL 6420538 | 0.05% |
| ONCOR ELECTRIC DELIV 03.7500 04/01/2045 | 0.05% |
| SKANDINAVISKA ENSKILDA BAN-A SEDOL 4813345 | 0.05% |
| ABN AMRO BANK NV P/P 144A 02.4500 06/04/2020 | 0.05% |
| AVERY DENNISON CORP SEDOL 2066408 | 0.05% |
| BMW US CAPITAL LLC P/P 144A 02.0000 04/11/2021 | 0.05% |
| KEURIG DR PEPPER INC 04.5970 05/25/2028 | 0.05% |
| US FOODS HOLDING CORP SEDOL BYVFC94 | 0.05% |
| ABBVIE INC 02.5000 05/14/2020 | 0.05% |
| AMGEN INC 04.6630 06/15/2051 | 0.05% |
| CROWN CASTLE INTL CORP 03.6500 09/01/2027 | 0.05% |
| HUNTINGTON BANCSHARES 04.3500 02/04/2023 | 0.05% |
| SPST 2019-WL1 A 02.3580 08/25/2052 | 0.05% |
| UNITEDHEALTH GROUP INC 03.9500 10/15/2042 | 0.05% |
| ZOETIS INC 03.9000 08/20/2028 | 0.05% |
| ABN AMRO BANK NV-CVA SEDOL BYQP136 | 0.05% |
| ACS ACTIVIDADES SEDOL B01FLQ6 | 0.05% |
| ASPEN TECHNOLOGY INC SEDOL 2051868 | 0.05% |
| DEERE & COMPANY 02.6000 06/08/2022 | 0.05% |
| AURIZON HOLDINGS LTD SEDOL B87CVM3 | 0.05% |
| EQUINIX INC 05.3750 05/15/2027 | 0.05% |
| EQUINOR ASA USD 02.9000 11/08/2020 | 0.05% |
| FEDERATIVE REP OF BRAZIL USD 04.2500 01/07/2025 | 0.05% |
| GOOGLE INC 03.3750 02/25/2024 | 0.05% |
| INTERPUBLIC GROUP OF COS INC SEDOL 2466321 | 0.05% |
| MIDAMERICAN FUNDING LLC 06.9270 03/01/2029 | 0.05% |
| PPG INDUSTRIES INC SEDOL 2698470 | 0.05% |
| SANTANDER UK PLC P/P 144A 05.0000 11/07/2023 | 0.05% |
| ALLERGAN FUNDING SCS USD 03.8000 03/15/2025 | 0.05% |
| CWALT 2006-OA10 4A1 01.8980 08/25/2046 | 0.05% |
| MGIC INVESTMENT CORP SEDOL 2548616 | 0.05% |
| PETROBRAS GLOBAL FINANCE USD 07.3750 01/17/2027 | 0.05% |
| PFIZER INC 03.0000 12/15/2026 | 0.05% |
| SUN COMMUNITIES INC SEDOL 2860257 | 0.05% |
| AXALTA COATING SYSTEMS LTD SEDOL BSFWCF5 | 0.05% |
| FIRSTENERGY CORP 04.8500 07/15/2047 | 0.05% |
| GSMS 2010-C1 D P/P 144A 06.1974 08/10/2043 | 0.05% |
| HUNTINGTON NATIONAL BANK 02.3750 03/10/2020 | 0.05% |
| NUTRIEN LTD USD 04.1250 03/15/2035 | 0.05% |
| SHIRE ACQ INV IRELAND DA USD 02.8750 09/23/2023 | 0.05% |
| UNITEDHEALTH GROUP INC 02.7500 02/15/2023 | 0.05% |
| AMAZON.COM INC. 02.5000 11/29/2022 | 0.05% |
| BANK OF AMERICA CORP 03.4990 05/17/2022 | 0.05% |
| CAMDEN PROPERTY TRUST SEDOL 2166320 | 0.05% |
| CISCO SYSTEMS INC 02.5000 09/20/2026 | 0.05% |
| ENBRIDGE INC USD 04.5000 06/10/2044 | 0.05% |
| GLENCORE FUNDING LLC P/P 144A 04.0000 04/16/2025 | 0.05% |
| GLENCORE FUNDING LLC P/P 144A 04.6250 04/29/2024 | 0.05% |
| JPMCC 2012-C6 E P/P 144A 05.3290 05/15/2045 | 0.05% |
| L3HARRIS TECH INC P/P 144A 03.8500 12/15/2026 | 0.05% |
| REINSURANCE GROUP OF AMERICA SEDOL 2731193 | 0.05% |
| RELIANCE STEEL & ALUMINUM SEDOL 2729068 | 0.05% |
| SERVICEMASTER GLOBAL HOLDING SEDOL BNG8BF0 | 0.05% |
| UBS AG LONDON P/P 144A 02.2000 06/08/2020 | 0.05% |
| US BANCORP 02.6250 01/24/2022 | 0.05% |
| BRITISH AMERICAN TOBACCO PLC SEDOL 0287580 | 0.05% |
| CAS 2016-C01 2M2 08.6580 08/25/2028 | 0.05% |
| GEBERIT AG-REG SEDOL B1WGG93 | 0.05% |
| INTL FLAVOR & FRAGRANCES 04.4500 09/26/2028 | 0.05% |
| NEXON CO LTD SEDOL B63QM77 | 0.05% |
| OSHKOSH CORP 04.6000 05/15/2028 | 0.05% |
| ALLY FINANCIAL INC 05.7500 11/20/2025 | 0.04% |
| AMGEN INC 03.4500 10/01/2020 | 0.04% |
| BHP GROUP PLC SEDOL BH0P3Z9 | 0.04% |
| CHEMED CORP SEDOL 2190084 | 0.04% |
| DEUTSCHE BOERSE AG SEDOL 7021963 | 0.04% |
| ENI SPA SEDOL 7145056 | 0.04% |
| FORTESCUE METALS GROUP LTD SEDOL B2B2B49 | 0.04% |
| GLAXOSMITHKLINE PLC SEDOL 0925288 | 0.04% |
| HILL-ROM HOLDINGS INC SEDOL 2425924 | 0.04% |
| JONES LANG LASALLE INC SEDOL 2040640 | 0.04% |
| KEURIG DR PEPPER INC 04.4170 05/25/2025 | 0.04% |
| KINDER MORGAN ENER PART 03.5000 03/01/2021 | 0.04% |
| MBX.FN30.500.10 R USL1M P 01/12/41 BC | 0.04% |
| METLIFE CAP TRST IV P/P 144A 07.8750 12/15/2037 | 0.04% |
| ALPHABET INC 01.9980 08/15/2026 | 0.04% |
| APPLE INC 03.8500 05/04/2043 | 0.04% |
| COMCAST CORP 02.3500 01/15/2027 | 0.04% |
| KAR AUCTION SERVICES INC SEDOL B4Y1MH7 | 0.04% |
| LAMB WESTON HOLDINGS P/P 144A 04.8750 11/01/2026 | 0.04% |
| NIELSEN HOLDINGS PLC SEDOL BWFY550 | 0.04% |
| SWISS RE TREAS P/P 144A 04.2500 12/06/2042 | 0.04% |
| COSTAR GROUP INC SEDOL 2262864 | 0.04% |
| HOME DEPOT INC 02.6250 06/01/2022 | 0.04% |
| ROYAL BANK OF CANADA USD 04.6500 01/27/2026 | 0.04% |
| WAMU 2005-AR12 1A8 03.8769 10/25/2035 | 0.04% |
| APARTMENT INVT & MGMT CO -A SEDOL BJLNBG3 | 0.04% |
| ARKEMA SEDOL B0Z5YZ2 | 0.04% |
| CATERPILLAR INC SEDOL 2180201 | 0.04% |
| CELANESE CORP SEDOL B05MZT4 | 0.04% |
| CROWN CASTLE INTL CORP 03.7000 06/15/2026 | 0.04% |
| LIBERTY PROPERTY TRUST SEDOL 2513681 | 0.04% |
| PETROBRAS GLOBAL FINANCE USD 06.1250 01/17/2022 | 0.04% |
| PNC BANK NA 02.0000 05/19/2020 | 0.04% |
| REPUBLIC OF SENEGAL REGS 06.2500 05/23/2033 | 0.04% |
| SHERWIN-WILLIAMS CO 03.4500 06/01/2027 | 0.04% |
| TCI COMMUNICATIONS INC 07.1250 02/15/2028 | 0.04% |
| TRK 2019-1 A1 04.3356 03/25/2022 | 0.04% |
| WFCM 2013-LC12 D P/P 144A 04.4199 07/15/2046 | 0.04% |
| ANHEUSER-BUSCH INBEV WOR 04.7500 01/23/2029 | 0.04% |
| AT&T INC 02.9500 07/15/2026 | 0.04% |
| BP CAP MARKETS AMERICA 03.1190 05/04/2026 | 0.04% |
| CONSOLIDATED EDISON INC 02.0000 03/15/2020 | 0.04% |
| FEDERATIVE REP OF BRAZIL USD 04.6250 01/13/2028 | 0.04% |
| HIKARI TSUSHIN INC SEDOL 6416322 | 0.04% |
| ROGERS COMMUNICATIONS IN USD 04.5000 03/15/2043 | 0.04% |
| TAISEI CORP SEDOL 6870100 | 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% |
| AES CORP/THE 05.5000 04/15/2025 | 0.04% |
| AIG GLOBAL FUNDING P/P 144A 02.1500 07/02/2020 | 0.04% |
| DOMINICAN REPUBLIC REGS 05.9500 01/25/2027 | 0.04% |
| EQUINIX INC SEDOL BVLZX12 | 0.04% |
| ERAC USA FINANCE LLC P/P 144A 05.6250 03/15/2042 | 0.04% |
| GENPACT LTD SEDOL B23DBK6 | 0.04% |
| LBMLT 2004-1 A2 02.5080 02/25/2034 | 0.04% |
| LEGRAND SA SEDOL B11ZRK9 | 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% |
| MITSUBISHI UFJ FIN GRP USD 03.8500 03/01/2026 | 0.04% |
| SANTANDER UK GROUP H P/P 144A 04.7500 09/15/2025 | 0.04% |
| VISTRA OPERATION P/P 144A 03.5500 07/15/2024 | 0.04% |
| ANHEUSER-BUSCH INBEV WOR 05.5500 01/23/2049 | 0.04% |
| BALL CORP SEDOL 2073022 | 0.04% |
| BANCO SANTANDER SA USD 05.1790 11/19/2025 | 0.04% |
| BMW US CAPITAL LLC P/P 144A 03.9500 08/14/2028 | 0.04% |
| CDW CORP/DE SEDOL BBM5MD6 | 0.04% |
| CISCO SYSTEMS INC 05.9000 02/15/2039 | 0.04% |
| E.ON SE SEDOL 4942904 | 0.04% |
| EQUITY LIFESTYLE PROPERTIES SEDOL 2563125 | 0.04% |
| PROTECTIVE LIFE GLO P/P 144A 02.2620 04/08/2020 | 0.04% |
| WEST JAPAN RAILWAY CO SEDOL 6957995 | 0.04% |
| ALIMENTATION COUCHE-TARD 3.550000 07/26/2027 | 0.04% |
| CARLISLE COS INC SEDOL 2176318 | 0.04% |
| ENBRIDGE INC USD 04.2500 12/01/2026 | 0.04% |
| ERAC USA FINANCE LLC P/P 144A 04.5000 02/15/2045 | 0.04% |
| NATIONAL AUSTRALIA BK/NY 02.8000 01/10/2022 | 0.04% |
| AIR LEASE CORP 04.6250 10/01/2028 | 0.04% |
| APPLE INC 04.3750 05/13/2045 | 0.04% |
| BP CAPITAL MARKETS PLC USD 02.3150 02/13/2020 | 0.04% |
| CFCRE 2011-C2 E P/P 144A 05.9326 12/15/2047 | 0.04% |
| CITIGROUP INC 04.4500 09/29/2027 | 0.04% |
| CROWN CASTLE INTL CORP 03.8000 02/15/2028 | 0.04% |
| CVS HEALTH CORP 03.7000 03/09/2023 | 0.04% |
| CWALT 2005-59 1A1 02.0536 11/20/2035 | 0.04% |
| CWALT 2006-OA7 1A2 03.2664 06/25/2046 | 0.04% |
| ERAC USA FINANCE LLC P/P 144A 07.0000 10/15/2037 | 0.04% |
| FHLMC FR30 ZS9547 UMBS 04.0000 09/01/2045 | 0.04% |
| FHMS K099 X1 IO 01.0058 09/25/2029 | 0.04% |
| HOME DEPOT INC 05.9500 04/01/2041 | 0.04% |
| JOHNSON CONTROLS INTL PL 04.9500 07/02/2064 | 0.04% |
| L3HARRIS TECH INC P/P 144A 04.4000 06/15/2028 | 0.04% |
| MONSTER BEVERAGE CORP SEDOL BZ07BW4 | 0.04% |
| NOMURA RESEARCH INSTITUTE LT SEDOL 6390921 | 0.04% |
| OTSUKA CORP SEDOL 6267058 | 0.04% |
| SAMI 2007-AR7 1A1 02.5580 05/25/2047 | 0.04% |
| TRANSCANADA TRUST USD 05.3000 03/15/2077 | 0.04% |
| VISTRA OPERATION P/P 144A 04.3000 07/15/2029 | 0.04% |
| WFCM 2013-LC12 C 04.4199 07/15/2046 | 0.04% |
| CCO HOLDINGS LLC P/P 144A 05.3750 06/01/2029 | 0.04% |
| CSX CORP 04.1000 03/15/2044 | 0.04% |
| DOLLAR GENERAL CORP 03.2500 04/15/2023 | 0.04% |
| EMIR 2018-1 M1 03.4080 11/25/2028 | 0.04% |
| FEDERAL REALTY INVS TRUST SEDOL 2333931 | 0.04% |
| INTERNATIONAL PAPER CO 03.0000 02/15/2027 | 0.04% |
| JPMBB 2013-C12 C 04.2369 07/15/2045 | 0.04% |
| MACQUARIE BANK LTD P/P 144A 02.8500 07/29/2020 | 0.04% |
| ORACLE CORP 05.3750 07/15/2040 | 0.04% |
| STMICROELECTRONICS NV SEDOL 5962332 | 0.04% |
| VODAFONE GROUP PLC USD 04.3750 05/30/2028 | 0.04% |
| WFRBS 2012-C8 AS 03.6600 08/15/2045 | 0.04% |
| AECOM SEDOL B1VZ431 | 0.04% |
| CHARLES RIVER LABORATORIES SEDOL 2604336 | 0.04% |
| CISCO SYSTEMS INC 02.2000 02/28/2021 | 0.04% |
| EXXON MOBIL CORPORATION 02.2220 03/01/2021 | 0.04% |
| GAMING AND LEISURE PROPERTIE SEDOL BFPK4S5 | 0.04% |
| ING BANK NV P/P 144A 05.8000 09/25/2023 | 0.04% |
| NUTRIEN LTD. USD 04.2000 04/01/2029 | 0.04% |
| OMV AG SEDOL 4651459 | 0.04% |
| S&P GLOBAL INC 04.4000 02/15/2026 | 0.04% |
| TARGA RESOURCES PART 05.0000 01/15/2028 | 0.04% |
| ALCOA CORP SEDOL BYNF418 | 0.03% |
| BMIR 2018-2A M1B P/P 144A 03.0580 08/25/2028 | 0.03% |
| CAS 2015-C03 2M2 06.7080 07/25/2025 | 0.03% |
| CBS CORP 04.6000 01/15/2045 | 0.03% |
| CHS/COMMUNITY HEALTH SYS 06.2500 03/31/2023 | 0.03% |
| DOMINICAN REPUBLIC REGS 06.8750 01/29/2026 | 0.03% |
| FIDELITY NATIONAL INFORM 04.2500 05/15/2028 | 0.03% |
| HOCHTIEF AG SEDOL 5108664 | 0.03% |
| JPMORGAN CHASE & CO 05.3000 12/29/2049 | 0.03% |
| MARSH & MCLENNAN COS INC 04.3750 03/15/2029 | 0.03% |
| MARSH & MCLENNAN COS INC 04.9000 03/15/2049 | 0.03% |
| ALPHABET INC 03.6250 05/19/2021 | 0.03% |
| CHARTER COMM OPT LLC 04.9080 07/23/2025 | 0.03% |
| CITIGROUP INC 04.6000 03/09/2026 | 0.03% |
| CK HUTCHISON HOLDINGS LTD SEDOL BW9P816 | 0.03% |
| FIVE CORNERS FUNDING P/P 144A 04.4190 11/15/2023 | 0.03% |
| HITACHI HIGH-TECHNOLOGY SEDOL 6642804 | 0.03% |
| ISRAEL DISCOUNT BANK -A SEDOL 6451271 | 0.03% |
| JPMORGAN CHASE & CO 02.2500 01/23/2020 | 0.03% |
| SABINE PASS LIQUEFACTION 04.2000 03/15/2028 | 0.03% |
| SINCLAIR BROADCAST GROUP -A SEDOL 2799351 | 0.03% |
| AMERICAN FINANCIAL GROUP INC SEDOL 2134532 | 0.03% |
| CELANESE US HOLDINGS LLC 03.5000 05/08/2024 | 0.03% |
| CGCMT 2014-GC19 D P/P 144A 05.2617 03/10/2047 | 0.03% |
| COX COMM INC P/P 144A 03.5000 08/15/2027 | 0.03% |
| DNB NOR ASA SEDOL 4263304 | 0.03% |
| ENERGY TRANSFER OPERATNG 05.2000 02/01/2022 | 0.03% |
| PFIZER INC 01.9500 06/03/2021 | 0.03% |
| WEYERHAEUSER CO 07.3750 03/15/2032 | 0.03% |
| WFRBS 2011-C5 D P/P 144A 05.8516 11/15/2044 | 0.03% |
| CANTOR FITZGERALD LP P/P 144A 06.5000 06/17/2022 | 0.03% |
| CIGNA CORP P/P 144A 04.5000 03/15/2021 | 0.03% |
| DAIWA HOUSE INDUSTRY CO LTD SEDOL 6251363 | 0.03% |
| FISERV INC 03.5000 07/01/2029 | 0.03% |
| GNR 2014-116 IL IO 04.0000 08/20/2044 | 0.03% |
| JAPAN AIRLINES CO LTD SEDOL B8BRV46 | 0.03% |
| KEURIG DR PEPPER INC 04.0570 05/25/2023 | 0.03% |
| MSBAM 2012-C5 E P/P 144A 04.8338 08/15/2045 | 0.03% |
| NSTAR ELECTRIC CO 02.3750 10/15/2022 | 0.03% |
| POPULAR INC SEDOL B86QM90 | 0.03% |
| SPECTRA ENERGY PARTNERS 03.3750 10/15/2026 | 0.03% |
| SUN HUNG KAI PROPERTIES SEDOL 6859927 | 0.03% |
| T-MOBILE USA INC 06.3750 03/01/2025 | 0.03% |
| UBSBB 2012-C2 XA IO P/P 144A 01.4670 05/10/2063 | 0.03% |
| BANK OF AMERICA CORP 06.1000 12/29/2049 | 0.03% |
| CMLTI 2005-2 1A2A 04.7729 05/25/2035 | 0.03% |
| COMM 2013-CR13 AM 04.4490 11/10/2046 | 0.03% |
| GOODMAN GROUP SEDOL B03FYZ4 | 0.03% |
| MSBAM 2014-C14 C 05.0993 02/15/2047 | 0.03% |
| NEWMARKET CORP SEDOL B01CGF1 | 0.03% |
| NRG P/P 144A 03.7500 06/15/2024 | 0.03% |
| YANGZIJIANG SHIPBUILDING SEDOL B1VT035 | 0.03% |
| ARMSTRONG WORLD INDUSTRIES SEDOL B1FT462 | 0.03% |
| BANK OF NOVA SCOTIA USD 02.0000 11/15/2022 | 0.03% |
| CITIGROUP INC 04.7500 05/18/2046 | 0.03% |
| COMCAST CORP 04.0490 11/01/2052 | 0.03% |
| CREDIT SUISSE GRP AG P/P 144A 03.8690 01/12/2029 | 0.03% |
| GNR 2016-H16 EI IO 02.3967 06/20/2066 | 0.03% |
| MSBAM 2014-C17 C 04.6566 08/15/2047 | 0.03% |
| NTT DOCOMO INC SEDOL 6129277 | 0.03% |
| PENSKE TRUCK LEASING P/P 144A 03.9000 02/01/2024 | 0.03% |
| SINGAPORE EXCHANGE LTD SEDOL 6303866 | 0.03% |
| AMERICAN INTL GROUP 08.1750 05/15/2058 | 0.03% |
| BRISTOL-MYERS P/P 144A 03.4000 07/26/2029 | 0.03% |
| DOMINICAN REPUBLIC REGS 08.6250 04/20/2027 | 0.03% |
| DROPBOX INC-CLASS A SEDOL BG0T321 | 0.03% |
| LLOYDS BANKING GROUP PLC USD 04.6500 03/24/2026 | 0.03% |
| LMAT 2019-GS7 A1 03.2500 06/25/2059 | 0.03% |
| TAYLOR WIMPEY PLC SEDOL 0878230 | 0.03% |
| TWO HARBORS INVESTMENT CORP SEDOL BD832H2 | 0.03% |
| UBSBB 2012-C2 D P/P 144A 05.0473 05/10/2063 | 0.03% |
| WELLS FARGO & COMPANY 05.8750 12/29/2049 | 0.03% |
| AHM 2007-1 GA1C 02.0128 05/25/2047 | 0.03% |
| ARROW ELECTRONICS INC SEDOL 2051404 | 0.03% |
| AXA SA P/P 144A 06.3790 12/29/2049 | 0.03% |
| CGCMT 2014-GC21 AS 04.0260 05/10/2047 | 0.03% |
| COMM 2013-CR9 D P/P 144A 04.3965 07/10/2045 | 0.03% |
| CWALT 2006-OA19 A1 01.9036 02/20/2047 | 0.03% |
| EXTENDED STAY AMERICA INC SEDOL BGH3F75 | 0.03% |
| GSMS 2011-GC3 C P/P 144A 05.8244 03/10/2044 | 0.03% |
| HCA INC 05.5000 06/15/2047 | 0.03% |
| JPMCC 2013-LC11 C 03.9582 04/15/2046 | 0.03% |
| NEUBERGER BERMAN GRP P/P 144A 04.8750 04/15/2045 | 0.03% |
| PPL CAPITAL FUNDING INC 04.2000 06/15/2022 | 0.03% |
| REPUBLIC OF SOUTH AFRICA USD 04.8500 09/27/2027 | 0.03% |
| SNAM SPA SEDOL 7251470 | 0.03% |
| SOUTHERN CO/THE SEDOL 2829601 | 0.03% |
| STACR 2016-HQA2 M3 06.8580 11/25/2028 | 0.03% |
| SYSCO CORP SEDOL 2868165 | 0.03% |
| AMDOCS LTD SEDOL 2256908 | 0.03% |
| APPLE INC 02.8500 05/06/2021 | 0.03% |
| APPLE INC 03.4500 05/06/2024 | 0.03% |
| CBS CORP 02.9000 01/15/2027 | 0.03% |
| CONSOLIDATED EDISON INC SEDOL 2216850 | 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% |
| DISH DBS CORP 05.8750 11/15/2024 | 0.03% |
| FIRSTENERGY CORP 03.9000 07/15/2027 | 0.03% |
| GENERAL DYNAMICS CORP 03.6000 11/15/2042 | 0.03% |
| GFL ENVIRONMENTAL P/P 144A 07.0000 06/01/2026 | 0.03% |
| HONEYWELL INTL 03.8120 11/21/2047 | 0.03% |
| ITOCHU TECHNO-SOLUTIONS CORP SEDOL 6200194 | 0.03% |
| KKR GROUP FIN CO III P/P 144A 05.1250 06/01/2044 | 0.03% |
| SERVICE CORP INTL 05.3750 05/15/2024 | 0.03% |
| SUMITOMO MITSUI TRUST HOLDIN SEDOL 6431897 | 0.03% |
| VIDEOTRON LTD / LTEE P/P 144A 05.1250 04/15/2027 | 0.03% |
| VOLVO AB-B SHS SEDOL B1QH830 | 0.03% |
| WAMU 2005-AR10 1A3 04.1661 09/25/2035 | 0.03% |
| WFRBS 2012-C9 D P/P 144A 04.9712 11/15/2045 | 0.03% |
| BOC HONG KONG HOLDINGS LTD SEDOL 6536112 | 0.02% |
| CFCRE 2011-C1 D P/P 144A 06.2719 04/15/2044 | 0.02% |
| CITIGROUP INC 02.9000 12/08/2021 | 0.02% |
| COMM 2014-CR14 XA IO 00.7624 02/10/2047 | 0.02% |
| IDACORP INC SEDOL 2296937 | 0.02% |
| JPMBB 2014-C22 C 04.7085 09/15/2047 | 0.02% |
| OUTFRONT MEDIA INC SEDOL BSP6611 | 0.02% |
| PPSI 2004-WCW2 M3 02.7580 10/25/2034 | 0.02% |
| PUBLIC SERVICE ELECTRIC 05.5000 03/01/2040 | 0.02% |
| SERVICE PROPERTIES TRUST 04.3750 02/15/2030 | 0.02% |
| SHERWIN-WILLIAMS CO/THE SEDOL 2804211 | 0.02% |
| TENET HEALTHCARE P/P 144A 04.8750 01/01/2026 | 0.02% |
| THE BANK OF NOVA SCOTIA USD 02.7000 03/07/2022 | 0.02% |
| UBSCM 2012-C1 C P/P 144A 05.7560 05/10/2045 | 0.02% |
| WFRBS 2013-C12 AS 03.5600 03/15/2048 | 0.02% |
| BERKELEY GROUP HOLDINGS/THE SEDOL B02L3W3 | 0.02% |
| COMMONWEALTH EDISON CO 05.9000 03/15/2036 | 0.02% |
| DH EUROPE FINANCE II USD 03.4000 11/15/2049 | 0.02% |
| HCA INC 04.1250 06/15/2029 | 0.02% |
| MSBAM 2012-C6 D P/P 144A 04.7614 11/15/2045 | 0.02% |
| NAVISTAR INTL TLB L+350 05.2700 11/06/2024 | 0.02% |
| ONEMAIN HOLDINGS INC SEDOL BYSZB89 | 0.02% |
| STACR 2014-HQ2 M3 05.4580 09/25/2024 | 0.02% |
| TOKYO ELECTRON LTD SEDOL 6895675 | 0.02% |
| TOTAL CAPITAL INTL SA USD 02.7500 06/19/2021 | 0.02% |
| TREASURY BILL 00.0000 04/23/2020 | 0.02% |
| WAMU 2005-AR11 A1B3 02.1080 08/25/2045 | 0.02% |
| WEINGARTEN REALTY INVESTORS SEDOL 2946618 | 0.02% |
| ARRW 2019-3 A3 03.4160 10/25/2048 | 0.02% |
| ASHLAND GLOBAL HOLDINGS INC SEDOL BYND5N1 | 0.02% |
| BB&T CORPORATION 04.8000 12/31/2099 | 0.02% |
| CAS 2019-HRP1 M2 03.8580 11/25/2039 | 0.02% |
| CHEVRON CORP 02.1000 05/16/2021 | 0.02% |
| CLP HOLDINGS LTD SEDOL 6097017 | 0.02% |
| COMCAST CORP 03.1500 03/01/2026 | 0.02% |
| COMM 2014-CR18 C 04.8870 07/15/2047 | 0.02% |
| CREDIT AGRICOLE SA P/P 144A 04.0000 01/10/2033 | 0.02% |
| DOMINICAN REPUBLIC REGS 06.5000 02/15/2048 | 0.02% |
| GENTING SINGAPORE LTD SEDOL BDRTVP2 | 0.02% |
| GSMS 2013-GC10 XA IO 01.6498 02/10/2046 | 0.02% |
| LUNDIN PETROLEUM AB SEDOL 7187627 | 0.02% |
| PRUDENTIAL FINANCIAL INC 05.2000 03/15/2044 | 0.02% |
| STACR 2017-DNA1 M2 04.9580 07/25/2029 | 0.02% |
| WAMU 2004-AR3 A2 04.4940 06/25/2034 | 0.02% |
| WFCM 2013-LC12 AS 04.4199 07/15/2046 | 0.02% |
| APPALACHIAN POWER CO 04.6000 03/30/2021 | 0.02% |
| AT&T INC 04.3000 02/15/2030 | 0.02% |
| BT GROUP PLC SEDOL 3091357 | 0.02% |
| CBRE SERVICES INC 04.8750 03/01/2026 | 0.02% |
| COMM 2013-CR11 AM 04.7150 08/10/2050 | 0.02% |
| DOMINICAN REPUBLIC REGS 06.0000 07/19/2028 | 0.02% |
| EQUINOR ASA SEDOL 7133608 | 0.02% |
| FOX CORP P/P 144A 04.0300 01/25/2024 | 0.02% |
| FUJITSU LTD SEDOL 6356945 | 0.02% |
| GNR 2015-H25 BI IO 01.6873 10/20/2065 | 0.02% |
| GNR 2017-162 QI IO 05.0000 10/11/2047 | 0.02% |
| RAYTHEON COMPANY 04.8750 10/15/2040 | 0.02% |
| SUZUKEN CO LTD SEDOL 6865560 | 0.02% |
| UNITEDHEALTH GROUP INC 02.8750 03/15/2022 | 0.02% |
| BGC PARTNERS INC 05.1250 05/27/2021 | 0.02% |
| CARDINAL HEALTH INC SEDOL 2175672 | 0.02% |
| CAS 2014-C03 2M2 04.6080 07/25/2024 | 0.02% |
| CENTENE CORP P/P 144A 04.6250 12/15/2029 | 0.02% |
| CGCMT 2014-GC19 AS 04.3450 03/10/2047 | 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% |
| DEUTSCHE TELEKOM INT FIN USD 08.7500 06/15/2030 | 0.02% |
| GCP APPLIED TECH P/P 144A 05.5000 04/15/2026 | 0.02% |
| LEGRAND FRANCE USD 08.5000 02/15/2025 | 0.02% |
| MACQUARIE INFRASTRUCTURE COR SEDOL B1Z4VB1 | 0.02% |
| NITTO DENKO CORP SEDOL 6641801 | 0.02% |
| NUANCE COMMUNICATIONS INC SEDOL 2402121 | 0.02% |
| OBAYASHI CORP SEDOL 6656407 | 0.02% |
| PACKAGING CORP OF AMERIC 04.5000 11/01/2023 | 0.02% |
| PLANTRONICS INC P/P 144A 05.5000 05/31/2023 | 0.02% |
| SARTORIUS STEDIM BIOTECH SEDOL BYZ2QP5 | 0.02% |
| STAPLES INC P/P 144A 07.5000 04/15/2026 | 0.02% |
| WAMU 2005-AR9 A1C3 02.6680 07/25/2045 | 0.02% |
| WESTROCK MWV LLC 07.9500 02/15/2031 | 0.02% |
| WFRBS 2013-UBS1 AS 04.3060 03/15/2046 | 0.02% |
| AUST & NZ BANKING GR P/P 144A 06.7500 12/29/2049 | 0.02% |
| CELANESE US HOLDINGS LLC 04.6250 11/15/2022 | 0.02% |
| CHIMERA INVESTMENT CORP SEDOL BVZCNC0 | 0.02% |
| CON EDISON CO OF NY INC 04.2000 03/15/2042 | 0.02% |
| JACK OHIO FIN LLC/FI P/P 144A 10.2500 11/15/2022 | 0.02% |
| PULTEGROUP INC 05.5000 03/01/2026 | 0.02% |
| ROYAL BK SCOTLND GRP PLC USD 04.8920 05/18/2029 | 0.02% |
| SPRINT CORP 07.2500 09/15/2021 | 0.02% |
| TREASURY BILL 00.0000 12/05/2019 | 0.02% |
| VMWARE INC 03.9000 08/21/2027 | 0.02% |
| ACCENTURE PLC-CL A SEDOL B4BNMY3 | 0.02% |
| ALFRESA HOLDINGS CORP SEDOL 6687214 | 0.02% |
| AXIS CAPITAL HOLDINGS LTD SEDOL 2677606 | 0.02% |
| BAFC 2005-B 3M1 02.3986 04/20/2035 | 0.02% |
| BANCO SANTANDER SA USD 04.3790 04/12/2028 | 0.02% |
| BPCE SA P/P 144A 05.1500 07/21/2024 | 0.02% |
| CACI INTERNATIONAL INC -CL A SEDOL 2159267 | 0.02% |
| CAS 2014-C04 1M2 06.6080 11/25/2024 | 0.02% |
| CSC HOLDINGS LLC 05.2500 06/01/2024 | 0.02% |
| CURTISS-WRIGHT CORP SEDOL 2241205 | 0.02% |
| EQUINOR ASA USD 05.1000 08/17/2040 | 0.02% |
| GENERAL MOTORS FINL CO 04.3000 07/13/2025 | 0.02% |
| GNR 2013-99 AS IO 04.3264 06/20/2043 | 0.02% |
| IPALCO ENTPRS IN 03.7000 09/01/2024 | 0.02% |
| KINDER MORGAN ENER PART 03.4500 02/15/2023 | 0.02% |
| LIBERTY MEDIA COR-SIRIUSXM A SEDOL BD8QGF7 | 0.02% |
| LUKOIL INTL FIN BV P/P 144A 04.5630 04/24/2023 | 0.02% |
| MERCK & CO INC 02.9000 03/07/2024 | 0.02% |
| MSC 2011-C3 D P/P 144A 05.4193 07/15/2049 | 0.02% |
| NAVISTAR INTL CORP P/P 144A 06.6250 11/01/2025 | 0.02% |
| PENSKE TRUCK LE P/P 144A 03.4000 11/15/2026 | 0.02% |
| PERTAMINA PERSERO PT P/P 144A 04.3000 05/20/2023 | 0.02% |
| PETROBRAS GLOBAL FIN P/P 144A 05.0930 01/15/2030 | 0.02% |
| REP OF INDONESIA P/P 144A 04.7500 01/08/2026 | 0.02% |
| ROYAL BK SCOTLND GRP PLC USD 07.5000 12/29/2049 | 0.02% |
| SPRINT CORP 07.8750 09/15/2023 | 0.02% |
| STACR 2014-HQ3 M3 06.4580 10/25/2024 | 0.02% |
| SUNDRUG CO LTD SEDOL 6817895 | 0.02% |
| TRANSDIGM INC P/P 144A 06.2500 03/15/2026 | 0.02% |
| UBSCM 2017-C7 XA IO 01.2121 12/15/2050 | 0.02% |
| WFCM 2014-LC16 XA IO 01.2736 08/15/2050 | 0.02% |
| WILMAR INTERNATIONAL LTD SEDOL B17KC69 | 0.02% |
| WYNN LAS VEGAS P/P 144A 05.2500 05/15/2027 | 0.02% |
| ARD FINANCE SA P/P 144A 06.5000 06/30/2027 | 0.02% |
| BOISE CASCADE CO P/P 144A 05.6250 09/01/2024 | 0.02% |
| BROOKFIELD PROPERTY REIT I-A SEDOL BGHFKV0 | 0.02% |
| CAPGEMINI SE SEDOL 4163437 | 0.02% |
| CCO HLDGS LLC/CAP CO P/P 144A 05.7500 02/15/2026 | 0.02% |
| CEMEX FINANCE LLC P/P 144A 06.0000 04/01/2024 | 0.02% |
| DIAMOND SPORTS GR/DI P/P 144A 06.6250 08/15/2027 | 0.02% |
| FAIRFAX US INC P/P 144A 04.8750 08/13/2024 | 0.02% |
| GNR 2016-123 LI IO 03.5000 03/20/2044 | 0.02% |
| HMIR 2018-1 M1 P/P 144A 03.3080 10/25/2028 | 0.02% |
| IHEARTCOMMUNICATIONS INC 08.3750 05/01/2027 | 0.02% |
| ISRAEL CHEMICALS LTD SEDOL 6455530 | 0.02% |
| LYONDELLBASELL INDU-CL A SEDOL B3SPXZ3 | 0.02% |
| MORGAN STANLEY 02.7500 05/19/2022 | 0.02% |
| MSAC 2004-HE6 M1 02.5330 08/25/2034 | 0.02% |
| NAVIENT CORP SEDOL BLP5GX1 | 0.02% |
| NOVELIS CORP P/P 144A 05.8750 09/30/2026 | 0.02% |
| ORACLE CORP 02.5000 10/15/2022 | 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% |
| STEVENS HLDG CO INC P/P 144A 06.1250 10/01/2026 | 0.02% |
| TEMPO ACQ LLC/FI P/P 144A 06.7500 06/01/2025 | 0.02% |
| TENET HEALTHCARE COR P/P 144A 05.1250 11/01/2027 | 0.02% |
| TESCO PLC SEDOL 0884709 | 0.02% |
| BERKSHIRE HATHAWAY INC-CL B SEDOL 2073390 | 0.02% |
| CLUBCORP HLDG INC P/P 144A 08.5000 09/15/2025 | 0.02% |
| COPA HOLDINGS SA-CLASS A SEDOL B0TNJH9 | 0.02% |
| DIAMOND 1 FIN/DIAMON P/P 144A 08.3500 07/15/2046 | 0.02% |
| ENDEAVOR ENERGY P/P 144A 05.7500 01/30/2028 | 0.02% |
| GRAY TELEVISION INC P/P 144A 07.0000 05/15/2027 | 0.02% |
| HOLLY ENERGY PARTNE P/P 144A 06.0000 08/01/2024 | 0.02% |
| MYLAN NV SEDOL BVFMFG8 | 0.02% |
| SWISS LIFE HOLDING AG-REG SEDOL 7437805 | 0.02% |
| TEVA PHARMACEUTICALS NE USD 06.7500 03/01/2028 | 0.02% |
| ALLERGAN FUNDING SCS USD 03.4500 03/15/2022 | 0.02% |
| ALLY FINANCIAL INC 08.0000 11/01/2031 | 0.02% |
| APPLE INC 02.8500 05/11/2024 | 0.02% |
| ARRW 2019-1 A3 04.2080 01/25/2049 | 0.02% |
| BERKSHIRE HATHAWAY FIN 04.3000 05/15/2043 | 0.02% |
| BRAND ENERGY TL L+425 06.2356 06/21/2024 | 0.02% |
| CME GROUP INC SEDOL 2965839 | 0.02% |
| COMM 2013-LC13 XA IO 01.3248 08/10/2046 | 0.02% |
| HESS INFRASTRUCTURE P/P 144A 05.6250 02/15/2026 | 0.02% |
| INTELSAT JACKSON HLD P/P 144A 09.7500 07/15/2025 | 0.02% |
| NIELSEN FIN LLC/CO P/P 144A 05.0000 04/15/2022 | 0.02% |
| PULTEGROUP INC. 07.8750 06/15/2032 | 0.02% |
| TENET HEALTHCARE CORP 08.1250 04/01/2022 | 0.02% |
| WASTE MANAGEMENT INC. 04.7500 06/30/2020 | 0.02% |
| BMIR 2017-1 M1 P/P 144A 03.4080 10/25/2027 | 0.02% |
| BMW US CAPITAL LLC P/P 144A 03.4000 08/13/2021 | 0.02% |
| BRAND ENERGY & I P/P 144A 08.5000 07/15/2025 | 0.02% |
| BROADRIDGE FINANCIAL SOLUTIO SEDOL B1VP7R6 | 0.02% |
| BWAY HOLDING CO P/P 144A 07.2500 04/15/2025 | 0.02% |
| CHARTER COMM OPT LLC 05.3750 05/01/2047 | 0.02% |
| FHR 3829 AS IO 05.1846 03/15/2041 | 0.02% |
| GOLDEN NUGGET INC P/P 144A 06.7500 10/15/2024 | 0.02% |
| NETFLIX INC. 05.8750 11/15/2028 | 0.02% |
| OSHKOSH CORP 05.3750 03/01/2025 | 0.02% |
| PETROLEOS MEXICANOS P/P 144A 07.6900 01/23/2050 | 0.02% |
| RBS GLOBAL/REXNO P/P 144A 04.8750 12/15/2025 | 0.02% |
| SABINE PASS LIQUEF 05.0000 03/15/2027 | 0.02% |
| SAMI 2007-AR1 2A1 01.8880 01/25/2037 | 0.02% |
| SCIENTIFIC GAMES P/P 144A 07.2500 11/15/2029 | 0.02% |
| SEKISUI HOUSE LTD SEDOL 6793906 | 0.02% |
| UNIVAR SOLUTIONS P/P 144A 05.1250 12/01/2027 | 0.02% |
| WFRBS 2013-C11 AS 03.3110 03/15/2045 | 0.02% |
| ALLISON TRANSMISSION P/P 144A 04.7500 10/01/2027 | 0.01% |
| BANFF MERGER SUB INC P/P 144A 09.7500 09/01/2026 | 0.01% |
| BIG RVR STL/FIN P/P 144A 07.2500 09/01/2025 | 0.01% |
| CAS 2017-C01 1EB1 02.9580 07/25/2029 | 0.01% |
| COMM 2014-UBS4 XA IO 01.2642 08/10/2047 | 0.01% |
| COMM 2014-UBS6 XA IO 01.0469 12/10/2047 | 0.01% |
| COMPASS MIN INTL P/P 144A 06.7500 12/01/2027 | 0.01% |
| CRC ESCROW ISSUER LL P/P 144A 05.2500 10/15/2025 | 0.01% |
| DASSAULT AVIATION SA SEDOL 4067164 | 0.01% |
| GENERAL DYNAMICS CORP 02.2500 11/15/2022 | 0.01% |
| GNMA GII30 BL6161 06.0000 12/20/2048 | 0.01% |
| GREAT LAKES D&D 08.0000 05/15/2022 | 0.01% |
| HSBC USA INC 03.5000 06/23/2024 | 0.01% |
| IRON MOUNTAIN INC P/P 144A 04.8750 09/15/2027 | 0.01% |
| JACK OHIO FIN LLC/FI P/P 144A 06.7500 11/15/2021 | 0.01% |
| JAPAN PRIME REALTY INVESTMEN SEDOL 6528175 | 0.01% |
| MARATHON PETRO CORP 06.5000 03/01/2041 | 0.01% |
| MBX.FN30.500.10 R USL1M P 01/12/41 CI | 0.01% |
| MITSUBISHI UFJ LEASE & FINAN SEDOL 6268976 | 0.01% |
| SINGAPORE TECH ENGINEERING SEDOL 6043214 | 0.01% |
| TRANSDIGM INC P/P 144A 05.5000 11/15/2027 | 0.01% |
| TTM TECHNOLOGIES INC P/P 144A 05.6250 10/01/2025 | 0.01% |
| WATCO COS LLC/FI P/P 144A 06.3750 04/01/2023 | 0.01% |
| WFCM 2016-LC25 XA IO 01.1417 12/15/2059 | 0.01% |
| ZURICH INSURANCE GROUP AG SEDOL 5983816 | 0.01% |
| AMUNDI SA SEDOL BYZR014 | 0.01% |
| CAMDEN PROPERTY TRUST 04.8750 06/15/2023 | 0.01% |
| CBRE SERVICES INC 05.2500 03/15/2025 | 0.01% |
| CBS CORP 04.0000 01/15/2026 | 0.01% |
| CCO HLDGS LLC/CAP C P/P 144A 05.5000 05/01/2026 | 0.01% |
| CNP ASSURANCES SEDOL 5543986 | 0.01% |
| COMM 2014-CR17 XA IO 01.1441 05/10/2047 | 0.01% |
| DEUTSCHE WOHNEN SE SEDOL B0YZ0Z5 | 0.01% |
| FHR 3065 DC 14.5639 03/15/2035 | 0.01% |
| GOLDEN NUGGET INC P/P 144A 08.7500 10/01/2025 | 0.01% |
| HOME DEPOT INC SEDOL 2434209 | 0.01% |
| HOWARD HUGHES CORP P/P 144A 05.3750 03/15/2025 | 0.01% |
| LPL HOLDINGS INC P/P 144A 05.7500 09/15/2025 | 0.01% |
| MATCH GROUP INC P/P 144A 05.0000 12/15/2027 | 0.01% |
| MATTAMY GROUP CORP P/P 144A 05.2500 12/15/2027 | 0.01% |
| MEREDITH CORP 06.8750 02/01/2026 | 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% |
| ONCOR ELECTRIC DELIVERY 05.3000 06/01/2042 | 0.01% |
| REFINITIV US HLDG P/P 144A 06.2500 05/15/2026 | 0.01% |
| SCIENTIFIC GAMES P/P 144A 08.2500 03/15/2026 | 0.01% |
| SERVICE CORP INTL 05.1250 06/01/2029 | 0.01% |
| SHELL INTERNATIONAL FIN USD 01.8750 05/10/2021 | 0.01% |
| STAPLES INC. P/P 144A 10.7500 04/15/2027 | 0.01% |
| TJX COMPANIES INC SEDOL 2989301 | 0.01% |
| TREASURY BILL 00.0000 04/09/2020 | 0.01% |
| 1011778 BC / NEW RED P/P 144A 05.0000 10/15/2025 | 0.01% |
| ANHEUSER-BUSCH INBEV WOR 02.5000 07/15/2022 | 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% |
| BROTHER INDUSTRIES LTD SEDOL 6146500 | 0.01% |
| CAPITAL ONE FINANCIAL CO 04.2000 10/29/2025 | 0.01% |
| CFCRE 2011-C2 D P/P 144A 05.9326 12/15/2047 | 0.01% |
| COMCAST CORP 03.9990 11/01/2049 | 0.01% |
| CORNERSTONE BUILDING P/P 144A 08.0000 04/15/2026 | 0.01% |
| ENERGY TRANSFER OPERATNG 06.1250 12/15/2045 | 0.01% |
| GBP/USD 12/18/2019 JPMCB | 0.01% |
| GNR 2015-H26 EI IO 01.7825 10/20/2065 | 0.01% |
| HUSKY TLB L+300 04.7016 03/28/2025 | 0.01% |
| INGEVITY CORP P/P 144A 04.5000 02/01/2026 | 0.01% |
| ISTAR INC 04.7500 10/01/2024 | 0.01% |
| ITRON INC P/P 144A 05.0000 01/15/2026 | 0.01% |
| MLMI 2005-A2 A2 04.4618 02/25/2035 | 0.01% |
| MSBAM 2014-C17 XA IO 01.2676 08/15/2047 | 0.01% |
| NUTRIEN LTD USD 05.2500 01/15/2045 | 0.01% |
| PQ CORP P/P 144A 05.7500 12/15/2025 | 0.01% |
| RITE AID CORP P/P 144A 06.1250 04/01/2023 | 0.01% |
| SABINE PASS LIQUEFAC 05.7500 05/15/2024 | 0.01% |
| SHELL INTERNATIONAL FIN USD 02.1250 05/11/2020 | 0.01% |
| SIX FLAGS ENT P/P 144A 04.8750 07/31/2024 | 0.01% |
| SMITH & NEPHEW PLC SEDOL 0922320 | 0.01% |
| SOHGO SECURITY SERVICES CO SEDOL 6546359 | 0.01% |
| STACR 2019-DNA1 M2 04.3580 01/25/2049 | 0.01% |
| TEXAS INSTRUMENTS INC SEDOL 2885409 | 0.01% |
| THALES SA SEDOL 4162791 | 0.01% |
| VIDEOTRON LTD USD 05.0000 07/15/2022 | 0.01% |
| VISTRA OPERATIONS CO P/P 144A 05.5000 09/01/2026 | 0.01% |
| WESTPAC BANKING CORP USD 04.4210 07/24/2039 | 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% |
| ALLY FINANCIAL INC 03.8750 05/21/2024 | 0.01% |
| AMERICAN ELECTRIC POWER SEDOL 2026242 | 0.01% |
| ARCELORMITTAL USD 07.0000 10/15/2039 | 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% |
| BCE INC SEDOL B188TH2 | 0.01% |
| BUMT 2005-1 1A1 02.3080 09/25/2045 | 0.01% |
| COVEY PARK ENERGY LL P/P 144A 07.5000 05/15/2025 | 0.01% |
| CWALT 2006-24CB A13 02.0580 08/25/2036 | 0.01% |
| CWALT 2006-OA10 1A1 03.2864 08/25/2046 | 0.01% |
| DCP MIDSTREAM P/P 144A 06.7500 09/15/2037 | 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% |
| FNR 2006-8 HP 18.3040 03/25/2036 | 0.01% |
| GNMA GII30 AY2298 04.7000 05/20/2067 | 0.01% |
| GNMA GII30 BB0107 04.7000 08/20/2067 | 0.01% |
| GNMA GII30 BL6216 06.0000 03/20/2049 | 0.01% |
| GNMA GII30 BL6235 06.0000 04/20/2049 | 0.01% |
| GREIF INC P/P 144A 06.5000 03/01/2027 | 0.01% |
| HCA INC 05.3750 09/01/2026 | 0.01% |
| JPMBB 2014-C25 XA IO 01.0068 11/15/2047 | 0.01% |
| JPMCC 2012-LC9 D P/P 144A 04.5825 12/15/2047 | 0.01% |
| KINDER MORGAN ENER PART 05.4000 09/01/2044 | 0.01% |
| NABORS INDUSTRIES INC. 05.7500 02/01/2025 | 0.01% |
| PETROBRAS GLOBAL FIN USD 05.9990 01/27/2028 | 0.01% |
| PRECISION DRILL P/P 144A 07.1250 01/15/2026 | 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% |
| SCOTTS MIRACLE-GRO P/P 144A 04.5000 10/15/2029 | 0.01% |
| STANDARD IND INC P/P 144A 05.3750 11/15/2024 | 0.01% |
| TOPBUILD CORP P/P 144A 05.6250 05/01/2026 | 0.01% |
| TWDC ENTERPRISES 18 CORP 02.7500 08/16/2021 | 0.01% |
| US CONCRETE INC 06.3750 06/01/2024 | 0.01% |
| WFRBS 2011-C4 E P/P 144A 05.3964 06/15/2044 | 0.01% |
| WFRBS 2012-C9 XB IO P/P 144A 00.8756 11/15/2045 | 0.01% |
| WFRBS 2013-C15 D P/P 144A 04.6435 08/15/2046 | 0.01% |
| APERGY CORP 06.3750 05/01/2026 | 0.01% |
| BAUSCH HEALTH COS INC REGS 04.5000 05/15/2023 | 0.01% |
| BAUSCH HLTH AMERICAS P/P 144A 09.2500 04/01/2026 | 0.01% |
| BOLIDEN AB SEDOL BJV12J7 | 0.01% |
| BOMBARDIER INC P/P 144A 07.5000 12/01/2024 | 0.01% |
| BOMBARDIER INC P/P 144A 07.8750 04/15/2027 | 0.01% |
| BRAMBLES LTD SEDOL B1FJ0C0 | 0.01% |
| BROOKFIELD RESID P/P 144A 06.2500 09/15/2027 | 0.01% |
| CAS 2015-C02 1M2 05.7080 05/25/2025 | 0.01% |
| CAS 2019-R01 2M2 04.1580 07/25/2031 | 0.01% |
| CF INDUSTRIES INC 04.9500 06/01/2043 | 0.01% |
| CNO FINANCIAL GROUP INC 05.2500 05/30/2025 | 0.01% |
| COMCAST CORP 06.5000 11/15/2035 | 0.01% |
| DIAMOND 1 FIN/DIAMON P/P 144A 07.1250 06/15/2024 | 0.01% |
| EPR PROPERTIES 05.7500 CUM CV PFD | 0.01% |
| FHR 3249 PS 16.4492 12/15/2036 | 0.01% |
| FIDELITY NATIONAL INFORM 03.0000 08/15/2026 | 0.01% |
| GNMA GII30 AY4779 04.5090 03/20/2067 | 0.01% |
| GNMA GII30 BA7681 04.6260 06/20/2067 | 0.01% |
| GNMA GII30 BL6185 06.0000 01/20/2049 | 0.01% |
| GSMS 2011-GC5 AS P/P 144A 05.2090 08/10/2044 | 0.01% |
| HCA INC 05.0000 03/15/2024 | 0.01% |
| HUB INTL LTD P/P 144A 07.0000 05/01/2026 | 0.01% |
| JPMCC 2013-LC11 X IO 01.3989 04/15/2046 | 0.01% |
| KONINKLIJKE AHOLD DELHAIZE N SEDOL BD0Q398 | 0.01% |
| NTT DATA CORP SEDOL 6125639 | 0.01% |
| SIX FLAGS ENT P/P 144A 05.5000 04/15/2027 | 0.01% |
| SMURFIT KAPPA TREASURY USD 07.5000 11/20/2025 | 0.01% |
| SPRINGLEAF FINANCE CORP 05.3750 11/15/2029 | 0.01% |
| STARWOOD PROP TR 04.7500 03/15/2025 | 0.01% |
| T-MOBILE USA INC 04.7500 02/01/2028 | 0.01% |
| TMS INTL HLDG CORP P/P 144A 07.2500 08/15/2025 | 0.01% |
| UNIVISION COMM P/P 144A 05.1250 02/15/2025 | 0.01% |
| WASTE PRO USA INC P/P 144A 05.5000 02/15/2026 | 0.01% |
| WERNER FINCO LP/INC P/P 144A 08.7500 07/15/2025 | 0.01% |
| ALBERTSONS COS LLC P/P 144A 07.5000 03/15/2026 | 0.01% |
| BANK OF AMERICA CORP 02.8785 09/15/2026 | 0.01% |
| BAUSCH HLTH COS INC P/P 144A 07.2500 05/30/2029 | 0.01% |
| CAS 2015-C01 1M2 06.0080 02/25/2025 | 0.01% |
| CAS 2019-R02 1M2 04.0080 08/25/2031 | 0.01% |
| CENOVUS ENERGY INC USD 06.7500 11/15/2039 | 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% |
| ENTERCOM MEDIA CORP P/P 144A 06.5000 05/01/2027 | 0.01% |
| FHR 3408 EK 18.6894 04/15/2037 | 0.01% |
| GENERAL MOTORS FINL CO 04.0000 01/15/2025 | 0.01% |
| GFL ENVIRONMENTA P/P 144A 08.5000 05/01/2027 | 0.01% |
| GNMA GII30 BL6016 06.0000 02/20/2049 | 0.01% |
| GNMA GII30 BL6219 06.0000 03/20/2049 | 0.01% |
| GOEASY LTD P/P 144A 05.3750 12/01/2024 | 0.01% |
| ICAHN ENTER/FIN 06.2500 05/15/2026 | 0.01% |
| INFOR US INC 06.5000 05/15/2022 | 0.01% |
| MSRR 2015-R4 CB1 02.6465 08/26/2047 | 0.01% |
| NATIONAL BANK OF CANADA SEDOL 2077303 | 0.01% |
| NATIONSTAR MORT/ 06.5000 07/01/2021 | 0.01% |
| NRG ENERGY INC 06.6250 01/15/2027 | 0.01% |
| NRG ENERGY INC P/P 144A 05.2500 06/15/2029 | 0.01% |
| PANTHER BF AGGRE 2 P/P 144A 08.5000 05/15/2027 | 0.01% |
| PARK-OHIO INDUSTRIES INC 06.6250 04/15/2027 | 0.01% |
| PETROLEOS MEXICANOS P/P 144A 06.8400 01/23/2030 | 0.01% |
| SINCLAIR TELE P/P 144A 05.5000 03/01/2030 | 0.01% |
| TOYOTA MOTOR CORP SEDOL 6900643 | 0.01% |
| TRANSDIGM INC 06.3750 06/15/2026 | 0.01% |
| TRI POINTE GROUP / HOMES 05.8750 06/15/2024 | 0.01% |
| USI INC/NY P/P 144A 06.8750 05/01/2025 | 0.01% |
| VONOVIA SE SEDOL BBJPFY1 | 0.01% |
| WR GRACE & CO-CONN P/P 144A 05.6250 10/01/2024 | 0.01% |
| 1.3935 R ISWP US0003M P 10/04/2024 | 0.01% |
| 1011778 BC / NEW RED P/P 144A 03.8750 01/15/2028 | 0.01% |
| ALBERTSONS COS/SAFE P/P 144A 04.6250 01/15/2027 | 0.01% |
| AMC ENT HOLDIN 05.8750 11/15/2026 | 0.01% |
| AMERICAN EXPRESS CO SEDOL 2026082 | 0.01% |
| ANTERO RESOURCES 05.3750 11/01/2021 | 0.01% |
| ASCENT RESOURCES/AEU P/P 144A 10.0000 04/01/2022 | 0.01% |
| AUTOMATIC DATA PROCESSING SEDOL 2065308 | 0.01% |
| AXA SA SEDOL 7088429 | 0.01% |
| BANK OF MONTREAL USD 03.8030 12/15/2032 | 0.01% |
| BAUSCH HLTH COS INC P/P 144A 09.0000 12/15/2025 | 0.01% |
| BERRY GLOBAL INC 05.1250 07/15/2023 | 0.01% |
| CARRIAGE SVCS INC P/P 144A 06.6250 06/01/2026 | 0.01% |
| CHENIERE CORP CHRIST 05.8750 03/31/2025 | 0.01% |
| COCA-COLA EUROPEAN PARTNERS SEDOL BYQQ3P5 | 0.01% |
| CWALT 2005-27 1A1 02.5571 08/25/2035 | 0.01% |
| DIAMONDBACK ENERGY INC 05.3750 05/31/2025 | 0.01% |
| ESH HOSPITALITY INC P/P 144A 05.2500 05/01/2025 | 0.01% |
| EXXON MOBIL CORP SEDOL 2326618 | 0.01% |
| FIDELITY NATIONAL INFO SERV SEDOL 2769796 | 0.01% |
| FIFTH THIRD BANCORP 05.1000 12/29/2049 | 0.01% |
| GLP CAPITAL LP / FIN II 05.2500 06/01/2025 | 0.01% |
| GNMA GII30 BM1953 06.0000 03/20/2049 | 0.01% |
| GW B-CR SECURITY P/P 144A 09.5000 11/01/2027 | 0.01% |
| HCA INC 05.2500 06/15/2026 | 0.01% |
| HUDBAY MINERALS INC P/P 144A 07.6250 01/15/2025 | 0.01% |
| JPMBB 2014-C19 XA IO 00.9088 04/15/2047 | 0.01% |
| JPMORGAN CHASE & CO 06.1000 02/01/2049 | 0.01% |
| LIBERTY MEDIA COR-SIRIUSXM C SEDOL BD8QGH9 | 0.01% |
| LIONS GATE CAP HOLD P/P 144A 05.8750 11/01/2024 | 0.01% |
| LIONS GATE CAP HOLD P/P 144A 06.3750 02/01/2024 | 0.01% |
| LIVE NATION ENTERTAI P/P 144A 05.6250 03/15/2026 | 0.01% |
| LOUISIANA-PACIFIC CORPORATION 04.8750 09/15/2024 | 0.01% |
| MBX.FN30.450.09 R USL1M P 01/12/40 BC | 0.01% |
| MWST 2018-W1 A 02.5580 11/25/2051 | 0.01% |
| NATIONSTAR MTG P/P 144A 08.1250 07/15/2023 | 0.01% |
| NEC CORP SEDOL 6640400 | 0.01% |
| NETFLIX INC 04.8750 04/15/2028 | 0.01% |
| NEWELL BRANDS INC 04.2000 04/01/2026 | 0.01% |
| NEXSTAR BROADC P/P 144A 05.6250 08/01/2024 | 0.01% |
| PLAINS GP HOLDINGS LP-CL A SEDOL BDGHN95 | 0.01% |
| S&P GLOBAL INC 02.5000 12/01/2029 | 0.01% |
| SPRINGLEAF FINANCE CORP 06.8750 03/15/2025 | 0.01% |
| SUGAR HSP GAMING P/P 144A 05.8750 05/15/2025 | 0.01% |
| TENNANT CO 05.6250 05/01/2025 | 0.01% |
| THE SHERWIN-WILLIAMS COMPANY 02.7500 06/01/2022 | 0.01% |
| TMX FIN LLC/TITLEMAX P/P 144A 11.1250 04/01/2023 | 0.01% |
| TORONTO-DOMINION BANK SEDOL 2897222 | 0.01% |
| UCB SA SEDOL 5596991 | 0.01% |
| WALT DISNEY CO/THE SEDOL 2270726 | 0.01% |
| WFRBS 2012-C10 XA IO P/P 144A 01.6936 12/15/2045 | 0.01% |
| WYNDHAM HOTELS & RE P/P 144A 05.3750 04/15/2026 | 0.01% |
| AIR LIQUIDE SA SEDOL B1YXBJ7 | 0.01% |
| AMSTED INDUSTRIES P/P 144A 05.6250 07/01/2027 | 0.01% |
| ANTERO RESOURCES FIN 05.1250 12/01/2022 | 0.01% |
| APACHE CORPORATION 03.2500 04/15/2022 | 0.01% |
| AUTOZONE INC SEDOL 2065955 | 0.01% |
| BAE SYSTEMS PLC SEDOL 0263494 | 0.01% |
| BANK OF MONTREAL SEDOL 2076009 | 0.01% |
| BEACON ROOFING SUPP P/P 144A 04.8750 11/01/2025 | 0.01% |
| BSCMS 2006-PW11 B P/P 144A 05.8095 03/11/2039 | 0.01% |
| BUILDERS FIRSTSOURCE P/P 144A 06.7500 06/01/2027 | 0.01% |
| CAN IMPERIAL BK OF COMMERCE SEDOL 2170525 | 0.01% |
| CAS 2015-C02 2M2 05.7080 05/25/2025 | 0.01% |
| CHEMOURS CO 07.0000 05/15/2025 | 0.01% |
| CIT GROUP INC 05.0000 08/01/2023 | 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% |
| DTE ENERGY COMPANY SEDOL 2280220 | 0.01% |
| FEDEX CORP 02.6250 08/01/2022 | 0.01% |
| FREEDOM MTGE CORP P/P 144A 08.1250 11/15/2024 | 0.01% |
| FREEDOM MTGE CORP P/P 144A 08.2500 04/15/2025 | 0.01% |
| FRONTIER COMM 11.0000 09/15/2025 | 0.01% |
| GATES GLOBAL LLC P/P 144A 06.0000 07/15/2022 | 0.01% |
| GNMA GII30 BL6184 06.0000 02/20/2049 | 0.01% |
| GNMA GII30 BL6217 06.0000 03/20/2049 | 0.01% |
| GNMA GII30 BL6218 06.0000 02/20/2049 | 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% |
| NEWFIELD EXPLORATION CO 05.7500 01/30/2022 | 0.01% |
| NOMURA REAL ESTATE HOLDINGS SEDOL B1CWJM5 | 0.01% |
| NOVELIS CORP P/P 144A 06.2500 08/15/2024 | 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% |
| PORSCHE AUTOMOBIL HLDG-PRF SEDOL 7101069 | 0.01% |
| QORVO INC 05.5000 07/15/2026 | 0.01% |
| QUEST DIAGNOSTICS INC SEDOL 2702791 | 0.01% |
| ROSS STORES INC SEDOL 2746711 | 0.01% |
| STACR 2017-DNA3 M2 04.2080 03/25/2030 | 0.01% |
| TALLGRASS NRG PRTNR P/P 144A 05.5000 01/15/2028 | 0.01% |
| TRANSOCEAN SENTR P/P 144A 05.3750 05/15/2023 | 0.01% |
| WEEKLEY HOMES LLC 06.0000 02/01/2023 | 0.01% |
| WMG ACQUISITION CORP P/P 144A 05.0000 08/01/2023 | 0.01% |
| WPX ENERGY INC 05.2500 10/15/2027 | 0.01% |
| Z HOLDINGS CORP SEDOL 6084848 | 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% |
| AMER TRANS SYST P/P 144A 05.0000 09/01/2044 | 0.01% |
| ASP AMC MERGER SUB P/P 144A 08.0000 05/15/2025 | 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% |
| BROOKFIELD RESID PRO P/P 144A 06.1250 07/01/2022 | 0.01% |
| BWAY CORP TLB L+325 05.2343 04/03/2024 | 0.01% |
| CALPINE CORP P/P 144A 05.2500 06/01/2026 | 0.01% |
| CENTENE CORP 04.7500 05/15/2022 | 0.01% |
| CHOCOLADEFABRIKEN LINDT-PC SEDOL 5962280 | 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 WORLD P/P 144A 09.2500 02/15/2024 | 0.01% |
| CLEAR CHANNEL WORLDW P/P 144A 05.1250 08/15/2027 | 0.01% |
| CROWN AMER/CAP 04.7500 02/01/2026 | 0.01% |
| DENBURY RESOURCES IN P/P 144A 09.0000 05/15/2021 | 0.01% |
| DOLLAR TREE INC SEDOL 2272476 | 0.01% |
| EL PASO NATURAL GAS 08.3750 06/15/2032 | 0.01% |
| FHR 2990 LB 12.4335 06/15/2034 | 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% |
| GNR 2012-141 WI IO 03.5000 11/20/2041 | 0.01% |
| HANESBRANDS INC P/P 144A 04.6250 05/15/2024 | 0.01% |
| ICAHN ENTER/FIN 06.7500 02/01/2024 | 0.01% |
| ICAHN ENTERPRISES/FI 06.2500 02/01/2022 | 0.01% |
| JELD-WEN INC P/P 144A 04.6250 12/15/2025 | 0.01% |
| KIMBERLY-CLARK CORP SEDOL 2491839 | 0.01% |
| KLEPIERRE SEDOL 7582556 | 0.01% |
| L3HARRIS TECHNOLOGIES INC SEDOL BK9DTN5 | 0.01% |
| MATTAMY GROUP CORP P/P 144A 06.8750 12/15/2023 | 0.01% |
| MERCER INTL INC USD 06.5000 02/01/2024 | 0.01% |
| MIZUHO FINANCIAL GROUP INC SEDOL 6591014 | 0.01% |
| PRUDENTIAL FINANCIAL INC 05.6250 06/15/2043 | 0.01% |
| ROBERTSHAW US HOLDING L+325 05.0000 02/28/2025 | 0.01% |
| SABRE GLBL INC P/P 144A 05.3750 04/15/2023 | 0.01% |
| SONIC HEALTHCARE LTD SEDOL 6821120 | 0.01% |
| SS&C TECH INC P/P 144A 05.5000 09/30/2027 | 0.01% |
| STACR 2018-HQA2 M2 04.0080 10/25/2048 | 0.01% |
| TRANSOCEAN PONTUS LT P/P 144A 06.1250 08/01/2025 | 0.01% |
| VERTIV INT HOLD CORP P/P 144A 12.0000 02/15/2022 | 0.01% |
| VISTRA ENERGY CORP P/P 144A 08.1250 01/30/2026 | 0.01% |
| VISTRA OPERATION P/P 144A 05.0000 07/31/2027 | 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 08.2500 08/01/2023 | 0.01% |
| ALLEGHENY TECHNOLOGIES 05.9500 01/15/2021 | 0.00% |
| ASCEND LEARNING LLC P/P 144A 06.8750 08/01/2025 | 0.00% |
| BERRY GLOBAL INC P/P 144A 05.6250 07/15/2027 | 0.00% |
| BUILDERS FIRSTSOURCE P/P 144A 05.6250 09/01/2024 | 0.00% |
| CHEMOURS CO 06.6250 05/15/2023 | 0.00% |
| COMMSCOPE INC P/P 144A 08.2500 03/01/2027 | 0.00% |
| CONCHO RESOURCES INC 03.7500 10/01/2027 | 0.00% |
| CROWN CASTLE INTL CORP 04.8750 04/15/2022 | 0.00% |
| DIRECT LINE INSURANCE GROUP SEDOL BY9D0Y1 | 0.00% |
| EIFFAGE SEDOL B13X013 | 0.00% |
| EOG RESOURCES INC 04.1500 01/15/2026 | 0.00% |
| FISERV INC SEDOL 2342034 | 0.00% |
| FUJIFILM HOLDINGS CORP SEDOL 6356525 | 0.00% |
| GBP/USD CALL 1.33 20200123 BANKAM | 0.00% |
| GENERAL DYNAMICS CORP SEDOL 2365161 | 0.00% |
| GLP CAPITAL LP / FIN II 05.3750 04/15/2026 | 0.00% |
| GMAC CAPITAL TRUST I PCT 07.6948 | 0.00% |
| GNR 2013-14 IO IO 03.5000 12/20/2042 | 0.00% |
| GO DADDY OPCO/FINCO P/P 144A 05.2500 12/01/2027 | 0.00% |
| HESS MIDSTREAM P P/P 144A 05.1250 06/15/2028 | 0.00% |
| HOLOGIC INC P/P 144A 04.3750 10/15/2025 | 0.00% |
| ICAHN ENTER P/P 144A 04.7500 09/15/2024 | 0.00% |
| IHEARTCOMMUNICATIONS INC 06.3750 05/01/2026 | 0.00% |
| IHS MARKIT LTD USD 04.7500 08/01/2028 | 0.00% |
| INDIGO NATURAL P/P 144A 06.8750 02/15/2026 | 0.00% |
| JAGUAR HL / PPDI P/P 144A 06.3750 08/01/2023 | 0.00% |
| JELD-WEN INC P/P 144A 04.8750 12/15/2027 | 0.00% |
| KFC HLD/PIZZA HUT/TA P/P 144A 04.7500 06/01/2027 | 0.00% |
| KRATON POLYMERS LLC/ P/P 144A 07.0000 04/15/2025 | 0.00% |
| LEVEL 3 FINANCING INC 05.6250 02/01/2023 | 0.00% |
| LIVE NATION ENT P/P 144A 04.8750 11/01/2024 | 0.00% |
| MAUSER PACKAGING SOL P/P 144A 05.5000 04/15/2024 | 0.00% |
| MEG ENERGY CORP P/P 144A 06.5000 01/15/2025 | 0.00% |
| MERCER INTL INC USD 05.5000 01/15/2026 | 0.00% |
| MOLINA HEALTHCARE IN 05.3750 11/15/2022 | 0.00% |
| NETFLIX INC P/P 144A 05.3750 11/15/2029 | 0.00% |
| NETFLIX INC. 06.3750 05/15/2029 | 0.00% |
| NEWCREST MINING LTD SEDOL 6637101 | 0.00% |
| NIPPON STEEL CORP SEDOL 6642569 | 0.00% |
| NORFOLK SOUTHERN CORP SEDOL 2641894 | 0.00% |
| OCCIDENTAL PETROLEUM CORP SEDOL 2655408 | 0.00% |
| ORACLE CORP JAPAN SEDOL 6141680 | 0.00% |
| ORKLA ASA SEDOL B1VQF42 | 0.00% |
| PENSKE AUTO GRP INC 05.7500 10/01/2022 | 0.00% |
| PENSKE AUTOMOTIVE GROUP 05.5000 05/15/2026 | 0.00% |
| RENAISSANCERE HOLDINGS LTD SEDOL 2728429 | 0.00% |
| REPUBLIC OF VENEZUELA REGS 08.2500 10/13/2024 | 0.00% |
| RESIDEO FUNDING INC P/P 144A 06.1250 11/01/2026 | 0.00% |
| REVLON CONS TLB L+350 05.4091 09/07/2023 | 0.00% |
| ROBERTSHAW TL 2L L+800 09.7500 02/28/2026 | 0.00% |
| ROSE ROCK MIDSTREAM/ 05.6250 07/15/2022 | 0.00% |
| SCIENTIFIC GAMES P/P 144A 07.0000 05/15/2028 | 0.00% |
| SESI LLC 07.1250 12/15/2021 | 0.00% |
| SM ENERGY CO 06.1250 11/15/2022 | 0.00% |
| SM ENERGY CO 06.7500 09/15/2026 | 0.00% |
| SOLERA LLC / SOLERA P/P 144A 10.5000 03/01/2024 | 0.00% |
| SPRINGLEAF FINANCE CORP 06.6250 01/15/2028 | 0.00% |
| SPRINGLEAF FINANCE CORP 07.1250 03/15/2026 | 0.00% |
| STEEL DYNAMICS INC 05.5000 10/01/2024 | 0.00% |
| SWISS PRIME SITE-REG SEDOL B083BH4 | 0.00% |
| TARGA RESOURCES PART P/P 144A 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% |
| TENET HEALTHCARE P/P 144A 06.2500 02/01/2027 | 0.00% |
| TRANSDIGM INC. 06.5000 07/15/2024 | 0.00% |
| TRANSOCEAN POSEIDON P/P 144A 06.8750 02/01/2027 | 0.00% |
| TRAVELPORT TLB L+500 07.5413 05/30/2026 | 0.00% |
| UNITEDHEALTH GROUP INC SEDOL 2917766 | 0.00% |
| US BANCORP SEDOL 2736035 | 0.00% |
| VERTIV GROUP CORP P/P 144A 09.2500 10/15/2024 | 0.00% |
| VISTRA OPERATIONS CO P/P 144A 05.6250 02/15/2027 | 0.00% |
| WELLCARE HEALTH PLANS 05.2500 04/01/2025 | 0.00% |
| WESFARMERS LTD SEDOL 6948836 | 0.00% |
| YUM! BRANDS INC P/P 144A 04.7500 01/15/2030 | 0.00% |
| ABC SUPPLY CO INC P/P 144A 04.0000 01/15/2028 | 0.00% |
| ABC SUPPLY CO INC P/P 144A 05.7500 12/15/2023 | 0.00% |
| ABC-MART INC SEDOL 6292102 | 0.00% |
| AES CORP/THE 04.5000 03/15/2023 | 0.00% |
| AES CORP/THE 05.1250 09/01/2027 | 0.00% |
| AMC ENTERTAINMENT HLDGS 06.1250 05/15/2027 | 0.00% |
| AUTOMATION TOOLING S P/P 144A 06.5000 06/15/2023 | 0.00% |
| BAUSCH HLTH COS INC P/P 144A 06.5000 03/15/2022 | 0.00% |
| BAUSCH HLTH COS INC P/P 144A 07.0000 01/15/2028 | 0.00% |
| BAYTEX ENERGY CORP P/P 144A 05.6250 06/01/2024 | 0.00% |
| BEACON ROOFING SUPPL P/P 144A 04.5000 11/15/2026 | 0.00% |
| BOMBARDIER INC P/P 144A 08.7500 12/01/2021 | 0.00% |
| BOYD GAMING CORP P/P 144A 04.7500 12/01/2027 | 0.00% |
| BOYD GAMING CORPORATION 06.0000 08/15/2026 | 0.00% |
| BOYD GAMING CORPORATION 06.8750 05/15/2023 | 0.00% |
| BRIDGESTONE CORP SEDOL 6132101 | 0.00% |
| CBS OUT AMER CAP LLC 05.8750 03/15/2025 | 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% |
| CINEMARK USA INC 05.1250 12/15/2022 | 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% |
| COMM 2014-CR18 XA IO 01.1610 07/15/2047 | 0.00% |
| COMMSCOPE INC P/P 144A 06.0000 03/01/2026 | 0.00% |
| CPG INTL TL L+375 05.9333 05/05/2024 | 0.00% |
| CREDIT ACCEPTANC P/P 144A 06.6250 03/15/2026 | 0.00% |
| CVS PASS-THROUGH TRUST 06.0360 12/10/2028 | 0.00% |
| DISH NETWORK CV 03.3750 08/15/2026 | 0.00% |
| DUN & BRADSTREET COR P/P 144A 06.8750 08/15/2026 | 0.00% |
| ELI LILLY & CO SEDOL 2516152 | 0.00% |
| EQUINIX INC 03.2000 11/18/2029 | 0.00% |
| FERGUSON PLC SEDOL BJVNSS4 | 0.00% |
| FREEPORT-MCMORAN INC 05.4500 03/15/2043 | 0.00% |
| GATES GLOBAL TLB L+275 04.4516 03/31/2024 | 0.00% |
| GNR 2010-9 UI IO 05.0000 01/20/2040 | 0.00% |
| GNR 2015-124 NI IO 03.5000 06/20/2039 | 0.00% |
| HKT TRUST AND HKT LTD-SS SEDOL B4TXDZ3 | 0.00% |
| HONGKONG LAND HOLDINGS LTD SEDOL 6434915 | 0.00% |
| HSBC HOLDINGS PLC SEDOL 0540528 | 0.00% |
| INTEL CORP SEDOL 2463247 | 0.00% |
| INTERNATIONAL LEASE FIN CORP 05.8750 08/15/2022 | 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% |
| IRON MOUNTAIN INC P/P 144A 05.2500 03/15/2028 | 0.00% |
| ISTAR INC. 05.2500 09/15/2022 | 0.00% |
| JFE HOLDINGS INC SEDOL 6543792 | 0.00% |
| JO-ANN STORES TL L+500 06.9340 10/16/2023 | 0.00% |
| JOHNSON CONTROLS INTERNATION SEDOL BY7QL61 | 0.00% |
| JOSEPH T RYERSON & S P/P 144A 11.0000 05/15/2022 | 0.00% |
| LEVEL 3 FIN INC P/P 144A 04.6250 09/15/2027 | 0.00% |
| LOEWS CORP SEDOL 2523022 | 0.00% |
| MASONITE INTL C P/P 144A 05.3750 02/01/2028 | 0.00% |
| MEG ENERGY CORP P/P 144A 06.3750 01/30/2023 | 0.00% |
| MERCK & CO INC 01.8500 02/10/2020 | 0.00% |
| MGM GROWTH/MGM FINANCE 04.5000 01/15/2028 | 0.00% |
| MGM RESORTS INTL 06.6250 12/15/2021 | 0.00% |
| MTR CORP SEDOL 6290054 | 0.00% |
| NRG ENERGY INC 05.7500 01/15/2028 | 0.00% |
| NUCOR CORP SEDOL 2651086 | 0.00% |
| OASIS PETROLEUM INC 06.8750 03/15/2022 | 0.00% |
| PARTY CITY HLDG INC P/P 144A 06.1250 08/15/2023 | 0.00% |
| PENSKE AUTOMOTIVE GROUP 05.3750 12/01/2024 | 0.00% |
| PETROBRAS GLOBAL FIN USD 05.2990 01/27/2025 | 0.00% |
| POMEGRANATE MERGER S P/P 144A 09.7500 05/01/2023 | 0.00% |
| SANOFI SEDOL 5671735 | 0.00% |
| SIRIUS XM RADIO INC. P/P 144A 05.5000 07/01/2029 | 0.00% |
| SPECTRUM BRANDS INC P/P 144A 05.0000 10/01/2029 | 0.00% |
| STACR 2019-HQA1 M2 04.0580 02/25/2049 | 0.00% |
| T-MOBILE USA INC 04.5000 02/01/2026 | 0.00% |
| TECK RESOURCES LIMITED USD 03.7500 02/01/2023 | 0.00% |
| TRONOX FINANCE PLC P/P 144A 05.7500 10/01/2025 | 0.00% |
| WM MORRISON SUPERMARKETS SEDOL 0604316 | 0.00% |
| ABC SUPPLY CO INC P/P 144A 05.8750 05/15/2026 | 0.00% |
| AIB GROUP PLC SEDOL BF0L353 | 0.00% |
| AIR MEDICAL MERGER S P/P 144A 06.3750 05/15/2023 | 0.00% |
| AMC ENTERTAINMENT HLDGS 05.7500 06/15/2025 | 0.00% |
| AROUNDTOWN SA SEDOL BF0CK44 | 0.00% |
| BERRY GLOBAL INC P/P 144A 04.5000 02/15/2026 | 0.00% |
| BOYD GAMING CORP 06.3750 04/01/2026 | 0.00% |
| CALIFORNIA RESOURC TL L+475 06.4516 12/31/2022 | 0.00% |
| CBS OUT AMER CAP LLC 05.6250 02/15/2024 | 0.00% |
| CHEMOURS CO 05.3750 05/15/2027 | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 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% |
| COMPASS MINERALS INT P/P 144A 04.8750 07/15/2024 | 0.00% |
| COMSTOCK RESOURCES 09.7500 08/15/2026 | 0.00% |
| CPG MERGER SUB LLC P/P 144A 08.0000 10/01/2021 | 0.00% |
| CREDIT ACCEPTANC 07.3750 03/15/2023 | 0.00% |
| DELTA AIR LINES 2009 1A 07.7500 12/17/2019 | 0.00% |
| ECOLAB INC SEDOL 2304227 | 0.00% |
| ENERGIZER HLDG INC P/P 144A 06.3750 07/15/2026 | 0.00% |
| EQUINIX INC 05.8750 01/15/2026 | 0.00% |
| FNR 2005-106 JC 14.8279 12/25/2035 | 0.00% |
| FNR 2005-75 GS 15.1260 08/25/2035 | 0.00% |
| FNR 2006-62 PS 29.6520 07/25/2036 | 0.00% |
| FRAC TECH INTL TLB L+475 06.4516 04/16/2021 | 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% |
| HEINEKEN HOLDING NV SEDOL B0CCH46 | 0.00% |
| INCEPTION MRGR/RACK P/P 144A 08.6250 11/15/2024 | 0.00% |
| JAPAN TOBACCO INC SEDOL 6474535 | 0.00% |
| JARDINE MATHESON HLDGS LTD SEDOL 6472119 | 0.00% |
| JO-ANN STORES 2NDL L+925 10.9580 05/21/2024 | 0.00% |
| LIVE NATION ENT P/P 144A 04.7500 10/15/2027 | 0.00% |
| MATTAMY GROUP CORP P/P 144A 06.5000 10/01/2025 | 0.00% |
| MAXIM INTEGRATED PRODUCTS SEDOL 2573760 | 0.00% |
| NATIONAL AUSTRALIA BANK LTD SEDOL 6624608 | 0.00% |
| NEIMAN MARCUS TL L+600 07.7710 10/25/2023 | 0.00% |
| NETFLIX INC. P/P 144A 04.8750 06/15/2030 | 0.00% |
| NINE ENERGY SERVICE P/P 144A 08.7500 11/01/2023 | 0.00% |
| NOBLE HLDG INTL LTD P/P 144A 07.8750 02/01/2026 | 0.00% |
| QORVO INC SEDOL BR9YYP4 | 0.00% |
| REALOGY GRP / CO P/P 144A 09.3750 04/01/2027 | 0.00% |
| REPUBLIC OF VENEZUELA REGS 09.0000 05/07/2023 | 0.00% |
| RTL GROUP SEDOL B1BK209 | 0.00% |
| SAMPO OYJ-A SHS SEDOL 5226038 | 0.00% |
| SM ENERGY CO 05.0000 01/15/2024 | 0.00% |
| SPECTRUM BRANDS INC 06.1250 12/15/2024 | 0.00% |
| SPRINT CAPITAL CORPORATION 06.8750 11/15/2028 | 0.00% |
| STEEL DYNAMICS INC 05.0000 12/15/2026 | 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 P/P 144A 06.8750 01/15/2029 | 0.00% |
| TRANSOCEAN INC 07.5000 04/15/2031 | 0.00% |
| UBSBB 2012-C4 XA IO P/P 144A 01.7781 12/10/2045 | 0.00% |
| VIPER ENERGY P/P 144A 05.3750 11/01/2027 | 0.00% |
| WELLCARE HLTH PLANS P/P 144A 05.3750 08/15/2026 | 0.00% |
| WEWORK COS INC P/P 144A 07.8750 05/01/2025 | 0.00% |
| WMG ACQUISITION CORP P/P 144A 05.5000 04/15/2026 | 0.00% |
| ZEKELMAN IND INC P/P 144A 09.8750 06/15/2023 | 0.00% |
| ALLY FINANCIAL INC 08.0000 03/15/2020 | 0.00% |
| ALTRIA GROUP INC | 0.00% |
| ARCELORMITTAL USD 06.1250 06/01/2025 | 0.00% |
| ASCENT RESOURCES/AR P/P 144A 07.0000 11/01/2026 | 0.00% |
| AUD/JPY PUT 70.00 20200214 CITI | 0.00% |
| AUD/JPY PUT 70.00 20200214 GSFX | 0.00% |
| AUD/USD 01/15/2020 RBSF | 0.00% |
| AUD/USD 01/15/2020 SSBT | 0.00% |
| AUD/USD 01/15/2020 UBS | 0.00% |
| AZRIELI GROUP LTD SEDOL B5MN1W0 | 0.00% |
| BANK OF AMERICA CORP 06.5000 10/29/2049 | 0.00% |
| BERRY GLOBAL INC 05.5000 05/15/2022 | 0.00% |
| CIGNA CORP SEDOL BHJ0775 | 0.00% |
| CINEMARK USA INC 04.8750 06/01/2023 | 0.00% |
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| CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 JP | 0.00% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 CS | 0.00% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 JP | 0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CS | 0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CS | 0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS | 0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 ML | 0.00% |
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| FNR 2007-14 KO PO 00.0000 03/25/2037 | 0.00% |
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| GBP/USD 12/18/2019 BCAP-FX | 0.00% |
| GBP/USD 12/18/2019 SSBT | 0.00% |
| GETLINK SE SEDOL B292JQ9 | 0.00% |
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| GNR 2010-9 QI IO 04.5000 01/20/2040 | 0.00% |
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| HCA INC. 07.5000 02/15/2022 | 0.00% |
| IHEARTMEDIA INC - CLASS A SEDOL BJVR9Y9 | 0.00% |
| IHEARTMEDIA TL L+400 05.6911 05/01/2026 | 0.00% |
| INTERCONTINENTAL EXCHANGE IN SEDOL BFSSDS9 | 0.00% |
| IOS.FN30.350.12 R USL1M P 01/12/43 BC | 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% |
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| CAD/USD 01/15/2020 JPMCB | 0.00% |
| CAD/USD 01/15/2020 TDBK | 0.00% |
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| CLP/USD 01/15/2020 GSFX | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 JP | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 JP | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 JP | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 ML | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 ML | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 MS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 MS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 MS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 MS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 MS | 0.00% |
| CMB CMBX.NA.A.7 2047-01-17 200.0 01/17/2047 CG | 0.00% |
| CMB CMBX.NA.A.7 2047-01-17 200.0 01/17/2047 GS | 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 ML | 0.00% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 ML | 0.00% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 MS | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 MS | 0.00% |
| CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 MS | 0.00% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 JP | 0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CG | 0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CG | 0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CG | 0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CS | 0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS | 0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS | 0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 JP | 0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 MS | 0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 MS | 0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 MS | 0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 MS | 0.00% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 CG | 0.00% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 CS | 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 GS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 JP | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 JP | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 JP | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 BA | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 BA | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 BA | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.BBB-.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% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | 0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 CS | 0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 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% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 JP | 0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 JP | 0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 ML | 0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 MS | 0.00% |
| COMM 2006-C8 XS IO P/P 144A 00.5546 12/10/2046 | 0.00% |
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| DKK/USD 12/18/2019 CITI | 0.00% |
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| EUR/USD 12/18/2019 BANKAM | 0.00% |
| EUR/USD 12/18/2019 CSI-FX | 0.00% |
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| NZD/USD 01/15/2020 HSBCB | 0.00% |
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| 1.45 R ISWP FWD US0003M P 12/18/2024 | -0.00% |
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| CHF/USD 12/18/2019 JPMCB | -0.00% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 JP | -0.00% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 JP | -0.00% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 MS | -0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CG | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 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-.6 2063-05-11 300.0 05/11/2063 JP | -0.00% |
| EUR/USD 12/18/2019 JPMCB | -0.00% |
| IOS.FN30.500.10 P USL1M R 01/12/41 BC | -0.00% |
| JPY/USD 02/19/2020 UBS | -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% |
| SEK/USD 12/18/2019 RBSF | -0.00% |
| SEK/USD 12/18/2019 SSBT | -0.00% |
| BRL/USD 02/04/2020 BANKAM | -0.00% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 CG | -0.00% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 MS | -0.00% |
| GBP/USD CALL 1.36 20200123 BANKAM | -0.00% |
| IOS.FN30.400.11 P USL1M R 01/12/42 JP | -0.00% |
| NZD/USD 01/15/2020 BCAP-FX | -0.00% |
| SEK/USD 12/18/2019 HSBCB | -0.00% |
| CAD/USD 01/15/2020 SSBT | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| NZD/USD 01/15/2020 GSFX | -0.00% |
| NZD/USD 01/15/2020 JPMCB | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| 1.675 R ISWP US0003M P 10/04/2049 | -0.00% |
| IOS.FN30.400.10 P USL1M R 01/12/41 JP | -0.00% |
| NOK/USD 12/18/2019 GSFX | -0.00% |
| 1.4925 R ISWP US0003M P 10/04/2029 | -0.01% |
| MBX.FN30.650.67 P USL1M R 01/12/38 BC | -0.01% |
| 1.525 R ISWP FWD US0003M P 12/18/2029 | -0.02% |
| MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.02% |
| 1.65 R ISWP FWD US0003M P 12/18/2049 | -0.03% |
| CDX CDX.NA.HY.33 500.0 12/20/2024 | -0.06% |
| FNMA FN30 TBA UMBS 03.5000 12/01/2049 | -0.09% |
| FNMA FN30 TBA UMBS 03.0000 12/01/2049 | -0.27% |
| US 10YR ULTRA FUT MAR20 UXYH0 | -0.29% |
| S&P MID 400 EMINI DEC19 FAZ9 | -0.96% |
| RU10INTR P US0003M R 11/25/20 CI | -1.49% |
| MSCI EAFE DEC19 MFSZ9 | -2.92% |
| GSGLPWDS P US0001M R 12/15/20 GS | -3.05% |
| S&P500 EMINI FUT DEC19 ESZ9 | -12.91% |
| US 5YR NOTE (CBT) DEC19 FVZ9 | 8.21% |
|---|---|
| US 2YR NOTE (CBT) DEC19 TUZ9 | 8.05% |
| GNMA GII30 TBA 03.5000 11/01/2049 | 5.25% |
| US ULTRA BOND CBT DEC19 WNZ9 | 4.02% |
| US 10YR NOTE (CBT)DEC19 TYZ9 | 3.48% |
| GSGLPWDL R US0001M P 12/15/20 GS | 3.27% |
| FHLMC FR30 ZS4750 UMBS 03.0000 01/01/2048 | 2.79% |
| FNMA FN15 TBA UMBS 03.0000 11/01/2034 | 2.09% |
| E-MINI RUSS 2000 DEC19 RTYZ9 | 2.06% |
| FNMA FN30 MA3563 UMBS 04.0000 01/01/2049 | 1.90% |
| FNMA FN30 FM1741 UMBS 04.0000 04/01/2049 | 1.75% |
| CGPUTQL2 R US0003M P 11/26/19 CI | 1.70% |
| US LONG BOND(CBT) DEC19 USZ9 | 1.60% |
| AMAZON.COM INC SEDOL 2000019 | 1.18% |
| ALPHABET INC-CL A SEDOL BYVY8G0 | 1.13% |
| JPMORGAN CHASE & CO SEDOL 2190385 | 1.04% |
| APPLE INC SEDOL 2046251 | 0.92% |
| MICROSOFT CORP SEDOL 2588173 | 0.84% |
| FNMA FN30 TBA UMBS 04.0000 11/01/2049 | 0.83% |
| FNMA FN30 TBA UMBS 06.0000 11/01/2049 | 0.78% |
| VERIZON COMMUNICATIONS INC SEDOL 2090571 | 0.77% |
| CISCO SYSTEMS INC SEDOL 2198163 | 0.74% |
| CHEVRON CORP | 0.73% |
| CITIGROUP INC SEDOL 2297907 | 0.72% |
| PROCTER & GAMBLE CO/THE SEDOL 2704407 | 0.62% |
| PAYPAL HOLDINGS INC SEDOL BYW36M8 | 0.61% |
| ORACLE CORP SEDOL 2661568 | 0.61% |
| COCA-COLA CO/THE SEDOL 2206657 | 0.59% |
| STARBUCKS CORP SEDOL 2842255 | 0.56% |
| COMCAST CORP-CLASS A SEDOL 2044545 | 0.55% |
| ADOBE INC SEDOL 2008154 | 0.54% |
| FNMA FN30 MA2737 UMBS 03.0000 09/01/2046 | 0.54% |
| FNMA FN30 BM5024 UMBS 03.0000 11/01/2048 | 0.52% |
| MEDTRONIC PLC SEDOL BTN1Y11 | 0.50% |
| FNMA FN30 AL9859 UMBS 03.0000 03/01/2047 | 0.48% |
| JOHNSON & JOHNSON SEDOL 2475833 | 0.44% |
| MERCK & CO. INC. SEDOL 2778844 | 0.43% |
| PEPSICO INC SEDOL 2681511 | 0.43% |
| ABBOTT LABORATORIES SEDOL 2002305 | 0.41% |
| HONEYWELL INTERNATIONAL INC SEDOL 2020459 | 0.39% |
| LOCKHEED MARTIN CORP SEDOL 2522096 | 0.39% |
| BOOKING HOLDINGS INC SEDOL BDRXDB4 | 0.38% |
| AMGEN INC SEDOL 2023607 | 0.38% |
| TREASURY BILL 00.0000 11/21/2019 | 0.38% |
| TREASURY BILL 00.0000 11/07/2019 | 0.37% |
| INTUIT INC SEDOL 2459020 | 0.35% |
| SKANDINAVISKA ENSKILDA USD 02.3000 03/11/2020 | 0.34% |
| CONOCOPHILLIPS | 0.32% |
| WALMART INC SEDOL 2936921 | 0.32% |
| AUTOMATIC DATA PROCESSING SEDOL 2065308 | 0.30% |
| MONDELEZ INTERNATIONAL INC-A SEDOL B8CKK03 | 0.30% |
| DELTA AIR LINES INC SEDOL B1W9D46 | 0.28% |
| UNION PACIFIC CORP SEDOL 2914734 | 0.27% |
| VERIZON COMM 04.3290 09/21/2028 | 0.27% |
| S&P GLOBAL INC SEDOL BYV2325 | 0.27% |
| PHILLIPS 66 SEDOL B78C4Y8 | 0.27% |
| SIEMENS FINANCIERING P/P 144A 02.2000 03/16/2020 | 0.26% |
| MORGAN STANLEY | 0.26% |
| METLIFE INC SEDOL 2573209 | 0.26% |
| EXELON CORP SEDOL 2670519 | 0.25% |
| JPMORGAN CHASE & CO 03.9640 11/15/2048 | 0.25% |
| JPMORGAN CHASE & CO 03.6250 12/01/2027 | 0.25% |
| CELGENE CORP SEDOL 2182348 | 0.24% |
| LOWES COMPANIES INC | 0.24% |
| CITIGROUP INC 03.6680 07/24/2028 | 0.24% |
| BIOGEN INC SEDOL 2455965 | 0.24% |
| MORGAN STANLEY 03.6250 01/20/2027 | 0.23% |
| INTL BUSINESS MACHINES CORP SEDOL 2005973 | 0.23% |
| XILINX INC SEDOL 2985677 | 0.23% |
| EBAY INC SEDOL 2293819 | 0.22% |
| FNMA FN30 AS7003 UMBS 03.0000 04/01/2046 | 0.22% |
| BANK OF AMERICA CORP 03.2480 10/21/2027 | 0.22% |
| QUALCOMM INC SEDOL 2714923 | 0.22% |
| CUMMINS INC SEDOL 2240202 | 0.21% |
| WASTE MANAGEMENT INC SEDOL 2937667 | 0.21% |
| INGERSOLL-RAND PLC SEDOL B633030 | 0.21% |
| KINDER MORGAN INC SEDOL B3NQ4P8 | 0.20% |
| DANAHER CORP SEDOL 2250870 | 0.20% |
| FNMA FN30 BC2733 UMBS 03.0000 05/01/2046 | 0.20% |
| AT&T INC 04.1000 02/15/2028 | 0.20% |
| GOLDMAN SACHS GROUP INC 03.8500 01/26/2027 | 0.19% |
| EXPEDIA GROUP INC SEDOL B748CK2 | 0.19% |
| ROCHE HOLDING AG-GENUSSCHEIN SEDOL 7110388 | 0.19% |
| ROYAL DUTCH SHELL PLC-B SHS SEDOL B03MM40 | 0.19% |
| WESTPAC BANKING CORP USD 02.1500 03/06/2020 | 0.19% |
| CAPITAL ONE FINANCIAL CORP SEDOL 2654461 | 0.19% |
| CROWN CASTLE INTL CORP SEDOL BTGQCX1 | 0.19% |
| UNITED AIRLINES HOLDINGS INC SEDOL B4QG225 | 0.18% |
| KLA CORP SEDOL 2480138 | 0.18% |
| TREASURY BILL 00.0000 11/14/2019 | 0.18% |
| BROADCOM INC SEDOL BDZ78H9 | 0.18% |
| PETROBRAS GLOBAL FINANCE USD 06.2500 03/17/2024 | 0.18% |
| PFIZER INC SEDOL 2684703 | 0.18% |
| UBS GROUP AG P/P 144A 03.4910 05/23/2023 | 0.18% |
| MCKESSON CORP SEDOL 2378534 | 0.18% |
| VEEVA SYSTEMS INC-CLASS A SEDOL BFH3N85 | 0.18% |
| CVS HEALTH CORP 04.7800 03/25/2038 | 0.17% |
| PRUDENTIAL FINANCIAL INC SEDOL 2819118 | 0.17% |
| SYNCHRONY FINANCIAL SEDOL BP96PS6 | 0.17% |
| AGILENT TECHNOLOGIES INC SEDOL 2520153 | 0.17% |
| HILTON WORLDWIDE HOLDINGS IN SEDOL BYVMW06 | 0.17% |
| NORFOLK SOUTHERN CORP SEDOL 2641894 | 0.17% |
| GOLDMAN SACHS GROUP INC 02.6000 12/27/2020 | 0.17% |
| MICROSOFT CORP 02.4000 08/08/2026 | 0.16% |
| CATERPILLAR INC SEDOL 2180201 | 0.16% |
| IHS MARKIT LTD P/P 144A 04.7500 02/15/2025 | 0.16% |
| STACR 2016-DNA2 M3 06.4728 10/25/2028 | 0.16% |
| WALT DISNEY COMPANY P/P 144A 07.7500 12/01/2045 | 0.16% |
| AMERIPRISE FINANCIAL INC SEDOL B0J7D57 | 0.16% |
| HERSHEY CO/THE SEDOL 2422806 | 0.16% |
| TARGET CORP SEDOL 2259101 | 0.16% |
| SALESFORCE.COM INC 03.7000 04/11/2028 | 0.16% |
| OMNICOM GROUP SEDOL 2279303 | 0.16% |
| EDWARDS LIFESCIENCES CORP SEDOL 2567116 | 0.15% |
| FNMA FN30 BJ9256 UMBS 04.0000 06/01/2048 | 0.15% |
| SPST 2018-8 A 02.7459 02/24/2020 | 0.15% |
| APPLE INC 04.2500 02/09/2047 | 0.15% |
| ABBVIE INC SEDOL B92SR70 | 0.15% |
| DISCOVER FINANCIAL SERVICES SEDOL B1YLC43 | 0.15% |
| LAM RESEARCH CORP SEDOL 2502247 | 0.15% |
| AFLAC INC SEDOL 2026361 | 0.15% |
| CORTEVA INC SEDOL BK73B42 | 0.15% |
| INTERPUBLIC GROUP COS 04.6500 10/01/2028 | 0.15% |
| FHLMC FR30 ZS4703 UMBS 03.0000 02/01/2047 | 0.14% |
| UNITED TECHNOLOGIES CORP 01.9000 05/04/2020 | 0.14% |
| UNITEDHEALTH GROUP INC 03.8500 06/15/2028 | 0.14% |
| ALLSTATE CORP SEDOL 2019952 | 0.14% |
| FNMA FN30 AS8056 UMBS 03.0000 10/01/2046 | 0.14% |
| FORTINET INC SEDOL B5B2106 | 0.14% |
| GOLDMAN SACHS GROUP INC SEDOL 2407966 | 0.14% |
| AT&T INC. 03.8000 02/15/2027 | 0.14% |
| TAKE-TWO INTERACTIVE SOFTWRE SEDOL 2122117 | 0.14% |
| ZIMMER BIOMET HOLDINGS INC SEDOL 2783815 | 0.14% |
| CDX CDX.NA.IG.33 100.0 12/20/2024 | 0.14% |
| GILEAD SCIENCES INC SEDOL 2369174 | 0.14% |
| ECOLAB INC 02.7000 11/01/2026 | 0.13% |
| ANZ NEW ZEALAND INT P/P 144A 02.8750 01/25/2022 | 0.13% |
| ALLIANZ SE-REG SEDOL 5231485 | 0.12% |
| MICROSOFT CORP 01.5500 08/08/2021 | 0.12% |
| TELEFONICA EMISIONES SAU USD 04.8950 03/06/2048 | 0.12% |
| CADENCE DESIGN SYS INC SEDOL 2302232 | 0.12% |
| HARTFORD FINANCIAL SVCS GRP SEDOL 2476193 | 0.12% |
| FNMA FN30 AS7154 UMBS 03.0000 05/01/2046 | 0.12% |
| NESTLE SA-REG SEDOL 7123870 | 0.12% |
| NOVARTIS CAPITAL CORP 04.0000 11/20/2045 | 0.12% |
| NOVO NORDISK A/S-B SEDOL BHC8X90 | 0.12% |
| VISTRA ENERGY CORP SEDOL BZ8VJQ8 | 0.12% |
| E*TRADE FINANCIAL CORPORATION | 0.12% |
| MICROSOFT CORP 03.7000 08/08/2046 | 0.12% |
| SYNOPSYS INC SEDOL 2867719 | 0.12% |
| ALLERGAN PLC SEDOL BY9D546 | 0.12% |
| GOLDMAN SACHS GROUP INC 04.2230 05/01/2029 | 0.12% |
| AMAZON.COM INC 03.1500 08/22/2027 | 0.12% |
| BRISTOL-MYERS P/P 144A 02.9000 07/26/2024 | 0.12% |
| DBUBS 2011-LC3A D P/P 144A 05.3341 08/10/2044 | 0.12% |
| FAIRFAX FINL HLDGS USD 04.8500 04/17/2028 | 0.12% |
| WELLS FARGO & COMPANY 02.6000 07/22/2020 | 0.12% |
| AIR LEASE CORP 03.2500 10/01/2029 | 0.11% |
| DANSKE BANK A/S P/P 144A 02.7000 03/02/2022 | 0.11% |
| TREASURY BILL 00.0000 12/12/2019 | 0.11% |
| ENTERGY CORP SEDOL 2317087 | 0.11% |
| ENTERPRISE PRODUCTS OPER 04.2500 02/15/2048 | 0.11% |
| GENERAL MOTORS FINL CO 04.0000 10/06/2026 | 0.11% |
| NOVARTIS AG-REG SEDOL 7103065 | 0.11% |
| UNILEVER NV SEDOL B1527V7 | 0.11% |
| KEYSIGHT TECHNOLOGIES IN SEDOL BQZJ0Q9 | 0.11% |
| ORACLE CORP 04.0000 11/15/2047 | 0.11% |
| CAS 2015-C04 2M2 07.3728 04/25/2028 | 0.11% |
| COMCAST CORP 03.4500 02/01/2050 | 0.11% |
| LEIDOS HOLDINGS INC SEDOL BDV82B8 | 0.11% |
| CENTERPOINT ENERGY INC SEDOL 2440637 | 0.11% |
| CAS 2016-C02 1M2 07.8228 09/25/2028 | 0.11% |
| CHARTER COMM OPT LLC 06.4840 10/23/2045 | 0.11% |
| NATIONAL AUSTRALIA B P/P 144A 02.7921 12/09/2019 | 0.11% |
| BROADCOM CRP / CAYM 03.5000 01/15/2028 | 0.11% |
| CF INDUSTRIES HOLDINGS INC SEDOL B0G4K50 | 0.11% |
| SONY CORP SEDOL 6821506 | 0.11% |
| ALTICE USA INC- A SEDOL BDRY7P9 | 0.10% |
| ENEL SPA SEDOL 7144569 | 0.10% |
| F5 NETWORKS INC SEDOL 2427599 | 0.10% |
| BANK OF AMERICA CORP 06.1100 01/29/2037 | 0.10% |
| BNP PARIBAS SEDOL 7309681 | 0.10% |
| UNILEVER PLC SEDOL B10RZP7 | 0.10% |
| ROYAL BANK OF CANADA USD 02.1250 03/02/2020 | 0.10% |
| AMERICAN TOWER CORP 03.1250 01/15/2027 | 0.10% |
| CIGNA CORP 03.7500 07/15/2023 | 0.10% |
| COMMONWEALTH BK AUST P/P 144A 02.2500 03/10/2020 | 0.10% |
| RIO TINTO PLC SEDOL 0718875 | 0.10% |
| NRG ENERGY INC SEDOL 2212922 | 0.10% |
| ROCHE HOLDINGS INC P/P 144A 04.0000 11/28/2044 | 0.10% |
| COMMONWEALTH BK AUST P/P 144A 02.2000 11/09/2020 | 0.10% |
| DIAMOND 1 FIN/DIAM P/P 144A 06.0200 06/15/2026 | 0.10% |
| KDDI CORP SEDOL 6248990 | 0.10% |
| TORONTO-DOMINION BANK USD 01.9000 12/01/2022 | 0.10% |
| KINDER MORGAN INC 03.1500 01/15/2023 | 0.10% |
| AMETEK INC SEDOL 2089212 | 0.10% |
| MWST 2019-1 A 02.6228 06/25/2052 | 0.10% |
| RUSSIAN FEDERATION P/P 144A 04.3750 03/21/2029 | 0.10% |
| SPST 2019-3 A 02.7459 06/24/2020 | 0.10% |
| TREASURY BILL 00.0000 04/02/2020 | 0.10% |
| UNITED MEXICAN STATES USD 05.5500 01/21/2045 | 0.10% |
| CIT GROUP INC. 05.2500 03/07/2025 | 0.10% |
| COMMONWEALTH BK AUST P/P 144A 03.1500 09/19/2027 | 0.10% |
| SUMITOMO MITSUI FINANCIAL GR SEDOL 6563024 | 0.10% |
| ASTELLAS PHARMA INC SEDOL 6985383 | 0.09% |
| HILTON WORLDWIDE FIN LLC 04.8750 04/01/2027 | 0.09% |
| AES CORP SEDOL 2002479 | 0.09% |
| AVALONBAY COMMUNITIES INC SEDOL 2131179 | 0.09% |
| FNMA FN30 TBA UMBS 04.5000 11/01/2049 | 0.09% |
| CAS 2016-C01 1M2 08.5728 08/25/2028 | 0.09% |
| GNMA GII30 TBA 04.0000 11/01/2049 | 0.09% |
| SPST 2019-7 A 02.7459 09/24/2020 | 0.09% |
| ALLY FINANCIAL INC SEDOL B72XK05 | 0.09% |
| HOYA CORP SEDOL 6441506 | 0.09% |
| SHELL INTERNATIONAL FIN USD 02.8750 05/10/2026 | 0.09% |
| ENERGY TRANSFER OPERA 05.8750 01/15/2024 | 0.09% |
| ORACLE CORP 02.6500 07/15/2026 | 0.09% |
| NBCUNIVERSAL MEDIA LLC 04.3750 04/01/2021 | 0.09% |
| SPST 2019-11 A 02.5718 10/24/2020 | 0.09% |
| CITIZENS BANK NA/RI 02.2500 03/02/2020 | 0.09% |
| FIRSTENERGY TRANSMIS P/P 144A 05.4500 07/15/2044 | 0.09% |
| WOOLWORTHS GROUP LTD SEDOL 6981239 | 0.09% |
| ANNALY CAPITAL MANAGEMENT IN SEDOL 2113456 | 0.09% |
| CAS 2015-C04 1M2 07.5228 04/25/2028 | 0.09% |
| HITACHI LTD SEDOL 6429104 | 0.09% |
| LINCOLN NATIONAL CORP SEDOL 2516378 | 0.09% |
| WFRBS 2011-C2 D P/P 144A 05.6517 02/15/2044 | 0.09% |
| AUST & NZ BANKING GROUP USD 02.1250 08/19/2020 | 0.09% |
| KONINKLIJKE PHILIPS NV SEDOL 5986622 | 0.09% |
| BANCO BILBAO VIZCAYA ARGENTA SEDOL 5501906 | 0.08% |
| BPCE SA P/P 144A 04.5000 03/15/2025 | 0.08% |
| KERING SEDOL 5505072 | 0.08% |
| MITSUBISHI UFJ FIN GRP USD 03.5350 07/26/2021 | 0.08% |
| SANDVIK AB SEDOL B1VQ252 | 0.08% |
| SHIONOGI & CO LTD SEDOL 6804682 | 0.08% |
| FNMA FN30 AS8074 UMBS 03.0000 10/01/2046 | 0.08% |
| GSMS 2014-GC22 C 04.6909 06/10/2047 | 0.08% |
| LEGAL & GENERAL GROUP PLC SEDOL 0560399 | 0.08% |
| SIRIUS XM RADIO INC P/P 144A 05.0000 08/01/2027 | 0.08% |
| AGNC INVESTMENT CORP SEDOL BYYHJL8 | 0.08% |
| NORWEGIAN CRUISE LINE HOLDIN SEDOL B9CGTC3 | 0.08% |
| OMNICOM GP/OMNICOM CAP 03.6000 04/15/2026 | 0.08% |
| PEUGEOT SA SEDOL 7103526 | 0.08% |
| PINNACLE WEST CAPITAL SEDOL 2048804 | 0.08% |
| AVIVA PLC SEDOL 0216238 | 0.08% |
| ITOCHU CORP SEDOL 6467803 | 0.08% |
| VOLVO AB-B SHS SEDOL B1QH830 | 0.08% |
| WESTERN DIGITAL CORPORATION 04.7500 02/15/2026 | 0.08% |
| ASHTEAD CAPITAL INC P/P 144A 04.3750 08/15/2027 | 0.08% |
| ASHTEAD GROUP PLC SEDOL 0053673 | 0.08% |
| FISERV INC 04.2000 10/01/2028 | 0.08% |
| HERMES INTERNATIONAL SEDOL 5253973 | 0.08% |
| KEURIG DR PEPPER INC 04.5970 05/25/2028 | 0.08% |
| CF INDUSTRIES INC P/P 144A 04.5000 12/01/2026 | 0.08% |
| EVERGY INC SEDOL BFMXGR0 | 0.08% |
| INVITATION HOMES INC SEDOL BD81GW9 | 0.08% |
| NORTHROP GRUMMAN CORP 03.2500 01/15/2028 | 0.08% |
| REP OF INDONESIA P/P 144A 04.3500 01/08/2027 | 0.08% |
| SVENSKA HANDELSBANKEN AB USD 01.9500 09/08/2020 | 0.08% |
| ZOETIS INC SEDOL B95WG16 | 0.08% |
| CITIGROUP INC 02.6500 10/26/2020 | 0.08% |
| NINTENDO CO LTD SEDOL 6639550 | 0.08% |
| ORIX CORP SEDOL 6661144 | 0.08% |
| SERVICENOW INC SEDOL B80NXX8 | 0.08% |
| VERIZON COMMUNICATIONS 04.4000 11/01/2034 | 0.08% |
| FNMA FN40 BF0171 UMBS 04.0000 01/01/2057 | 0.08% |
| MICROCHIP TECH INC 04.3330 06/01/2023 | 0.08% |
| PULTEGROUP INC SEDOL 2708841 | 0.08% |
| REPUBLIC OF INDONESIA REGS 04.7500 01/08/2026 | 0.08% |
| THERMO FISHER SCIENTIFIC INC SEDOL 2886907 | 0.08% |
| WOLTERS KLUWER SEDOL 5671519 | 0.08% |
| ANHEUSER-BUSCH CO/IN 03.6500 02/01/2026 | 0.08% |
| NATIONAL AUSTRALIA BK/NY 02.1250 05/22/2020 | 0.08% |
| OCCIDENTAL PETROLEUM COR 04.4000 04/15/2046 | 0.08% |
| BANQUE FED CRED MUTU P/P 144A 02.2000 07/20/2020 | 0.08% |
| CBRE GROUP INC - A SEDOL B6WVMH3 | 0.08% |
| COMCAST CORP 03.9690 11/01/2047 | 0.08% |
| DOVER CORP SEDOL 2278407 | 0.08% |
| ENERGY TRANSFER OPERATNG 06.6250 02/15/2028 | 0.08% |
| GLOBAL PAYMENTS INC 04.0000 06/01/2023 | 0.08% |
| HOLOGIC INC SEDOL 2433530 | 0.08% |
| PARTNERS GROUP HOLDING AG SEDOL B119QG0 | 0.08% |
| SHIN-ETSU CHEMICAL CO LTD SEDOL 6804585 | 0.08% |
| TORONTO-DOMINION BANK USD 03.6250 09/15/2031 | 0.08% |
| ANALOG DEVICES INC 02.8500 03/12/2020 | 0.08% |
| DEUTSCHE TELEKOM AG-REG SEDOL 5842359 | 0.08% |
| DISCOVERY INC - A SEDOL B3D7K31 | 0.08% |
| MORGAN STANLEY 04.3750 01/22/2047 | 0.08% |
| STANDARD IND INC P/P 144A 05.0000 02/15/2027 | 0.08% |
| UNITED MEXICAN STATES USD 04.1500 03/28/2027 | 0.08% |
| UNITED TECHNOLOGIES CORP 04.1250 11/16/2028 | 0.08% |
| AMERISOURCEBERGEN CORP | 0.07% |
| CBS CORP 04.2000 06/01/2029 | 0.07% |
| FIAT CHRYSLER AUTOMOBILES NV SEDOL BRJFWP3 | 0.07% |
| MICHELIN (CGDE) SEDOL 4588364 | 0.07% |
| REPUBLIC SERVICES INC SEDOL 2262530 | 0.07% |
| CARLSBERG AS-B SEDOL 4169219 | 0.07% |
| RAYTHEON COMPANY 02.5000 12/15/2022 | 0.07% |
| XEROX HOLDINGS CORP SEDOL BJJD5G3 | 0.07% |
| AENA SME SA SEDOL BVRZ8L1 | 0.07% |
| CK ASSET HOLDINGS LTD SEDOL BYZQ077 | 0.07% |
| COVESTRO AG SEDOL BYTBWY9 | 0.07% |
| DUKE ENERGY CORP 03.1500 08/15/2027 | 0.07% |
| FNMA FN30 BM1172 UMBS 03.0000 03/01/2047 | 0.07% |
| CAS 2016-C04 1M2 06.0728 01/25/2029 | 0.07% |
| DOW CHEMICAL CO/THE 03.5000 10/01/2024 | 0.07% |
| MANUF & TRADERS TRUST CO 02.0500 08/17/2020 | 0.07% |
| UNITED MEXICAN STATES USD 04.5000 04/22/2029 | 0.07% |
| VERISK ANALYTICS INC SEDOL B4P9W92 | 0.07% |
| ARISTOCRAT LEISURE LTD SEDOL 6253983 | 0.07% |
| BANK OF NOVA SCOTIA USD 02.3500 10/21/2020 | 0.07% |
| BF0101 03.5000 06/01/2056 | 0.07% |
| FIDELITY NATL INFO SERV 03.7500 05/21/2029 | 0.07% |
| HD SUPPLY HOLDINGS INC SEDOL BBL5981 | 0.07% |
| NATIONAL AUSTRALIA BK/NY 02.5000 01/12/2021 | 0.07% |
| WESTPAC BANKING CORP USD 02.0000 08/19/2021 | 0.07% |
| AMERICAN TOWER CORP 03.5500 07/15/2027 | 0.07% |
| E.ON SE SEDOL 4942904 | 0.07% |
| VICI PROPERTIES INC SEDOL BYWH073 | 0.07% |
| VORNADO REALTY TRUST SEDOL 2933632 | 0.07% |
| ESSITY AKTIEBOLAG-B SEDOL BF1K7P7 | 0.07% |
| MERCK & CO INC 03.7000 02/10/2045 | 0.07% |
| TELSTRA CORP LTD SEDOL 6087289 | 0.07% |
| BOOZ ALLEN HAMILTON HOLDINGS SEDOL B5367T7 | 0.07% |
| BP CAPITAL MARKETS PLC USD 03.2790 09/19/2027 | 0.07% |
| CAS 2016-C03 2M2 07.7228 10/25/2028 | 0.07% |
| ANGLO AMER PLC SEDOL B1XZS82 | 0.07% |
| CSAIL 2015-C1 C 04.2740 04/15/2050 | 0.07% |
| DENTSPLY SIRONA INC SEDOL BYNPPC6 | 0.07% |
| HYATT HOTELS CORP 04.8500 03/15/2026 | 0.07% |
| JP MORGAN CHASE BANK NA 03.0860 04/26/2021 | 0.07% |
| REPUBLIC OF COLOMBIA USD 03.8750 04/25/2027 | 0.07% |
| TPAT 2018-SL1 A P/P 144A 02.4228 01/25/2046 | 0.07% |
| BIOGEN INC 03.6250 09/15/2022 | 0.06% |
| BRIXMOR PROPERTY GROUP INC SEDOL BFTDJL8 | 0.06% |
| CHENIERE CORP CHRIST 05.1250 06/30/2027 | 0.06% |
| COMM 2010-C1 D P/P 144A 06.1066 07/10/2046 | 0.06% |
| EASTMAN CHEMICAL CO SEDOL 2298386 | 0.06% |
| FNMA FN30 BC1155 UMBS 03.0000 06/01/2046 | 0.06% |
| HEICO CORP SEDOL 2419217 | 0.06% |
| AMGEN INC 02.6000 08/19/2026 | 0.06% |
| DUKE REALTY CORP SEDOL 2284084 | 0.06% |
| GARMIN LTD SEDOL B3Z5T14 | 0.06% |
| MEDICAL PROPERTIES TRUST INC SEDOL B0JL5L9 | 0.06% |
| MORGAN STANLEY 02.6500 01/27/2020 | 0.06% |
| DEUTSCHE POST AG-REG SEDOL 4617859 | 0.06% |
| JUNIPER NETWORKS INC SEDOL 2431846 | 0.06% |
| LNSTR 2015-3 B P/P 144A 03.1498 04/20/2048 | 0.06% |
| WESTROCK MWV LLC 08.2000 01/15/2030 | 0.06% |
| EOG RESOURCES INC 02.6250 03/15/2023 | 0.06% |
| EQUINOR ASA SEDOL 7133608 | 0.06% |
| STORE CAPITAL CORP SEDOL BSKRKJ5 | 0.06% |
| FACEBOOK INC-CLASS A SEDOL B7TL820 | 0.06% |
| STEEL DYNAMICS INC SEDOL 2849472 | 0.06% |
| TELEDYNE TECHNOLOGIES INC SEDOL 2503477 | 0.06% |
| AUTONATION INC. 05.5000 02/01/2020 | 0.06% |
| BRDCOM CRP / FIN 03.8750 01/15/2027 | 0.06% |
| DIGITAL REALTY TRUST LP 04.4500 07/15/2028 | 0.06% |
| IBM CORP 01.8750 08/01/2022 | 0.06% |
| NEW RESIDENTIAL INVESTMENT SEDOL BRJ9GW0 | 0.06% |
| ROPER TECHNOLOGIES INC SEDOL 2749602 | 0.06% |
| WFRBS 2013-C18 AS 04.3870 12/15/2046 | 0.06% |
| SHIRE ACQ INV IE 03.2000 09/23/2026 | 0.06% |
| AMERICAN ELECTRIC POWER 04.3000 12/01/2028 | 0.06% |
| AT&T INC SEDOL 2831811 | 0.06% |
| CREDIT AGRICOLE SA SEDOL 7262610 | 0.06% |
| NORDEA BANK ABP P/P 144A 02.2500 05/27/2021 | 0.06% |
| NRG ENERGY INC P/P 144A 04.4500 06/15/2029 | 0.06% |
| DUKE ENERGY OHIO INC 03.6500 02/01/2029 | 0.06% |
| IDEX CORP SEDOL 2456612 | 0.06% |
| REGIONS FINANCIAL CORP 02.7500 08/14/2022 | 0.06% |
| SANTOS LTD SEDOL 6776703 | 0.06% |
| UBS GROUP AG REGS 06.8750 12/29/2049 | 0.06% |
| WFRBS 2011-C3 D P/P 144A 05.6831 03/15/2044 | 0.06% |
| ABN AMRO BANK NV-CVA SEDOL BYQP136 | 0.06% |
| AT&T INC 04.7500 05/15/2046 | 0.06% |
| BALL CORP SEDOL 2073022 | 0.06% |
| BANK LEUMI LE-ISRAEL SEDOL 6076425 | 0.06% |
| BANK OF MONTREAL USD 03.1000 04/13/2021 | 0.06% |
| BERKSHIRE HATHAWAY E 03.8000 07/15/2048 | 0.06% |
| COCA-COLA HBC AG-DI SEDOL B9895B7 | 0.06% |
| DUKE ENERGY CORP 04.2000 06/15/2049 | 0.06% |
| GSMS 2011-GC3 D P/P 144A 05.6366 03/10/2044 | 0.06% |
| VERIZON COMMUNICATIONS 05.2500 03/16/2037 | 0.06% |
| BECTON DICKINSON AND CO 03.7000 06/06/2027 | 0.06% |
| BMIR 2019-4A M1C P/P 144A 04.4135 10/25/2029 | 0.06% |
| CITIGROUP INC 03.8870 01/10/2028 | 0.06% |
| JOHNSON CONTROLS INTL PL 04.5000 02/15/2047 | 0.06% |
| ONCOR ELECTRIC DELIV 03.7500 04/01/2045 | 0.06% |
| VERIZON COMM 04.6720 03/15/2055 | 0.06% |
| ABN AMRO BANK NV P/P 144A 02.4500 06/04/2020 | 0.05% |
| ACS ACTIVIDADES SEDOL B01FLQ6 | 0.05% |
| BERRY GLOBAL GROUP INC SEDOL B8BR3H3 | 0.05% |
| BMW US CAPITAL LLC P/P 144A 02.0000 04/11/2021 | 0.05% |
| CHARTER COMM OPT LLC/CAP 04.8000 03/01/2050 | 0.05% |
| FUJIFILM HOLDINGS CORP SEDOL 6356525 | 0.05% |
| HEIDELBERGCEMENT AG SEDOL 5120679 | 0.05% |
| NIPPON TELEGRAPH & TELEPHONE SEDOL 6641373 | 0.05% |
| HANG SENG BANK LTD SEDOL 6408374 | 0.05% |
| HUNTINGTON BANCSHARES 04.3500 02/04/2023 | 0.05% |
| US FOODS HOLDING CORP SEDOL BYVFC94 | 0.05% |
| ZOETIS INC 03.9000 08/20/2028 | 0.05% |
| ABBVIE INC 02.5000 05/14/2020 | 0.05% |
| ALLISON TRANSMISSION HOLDING SEDOL B4PZ892 | 0.05% |
| AURIZON HOLDINGS LTD SEDOL B87CVM3 | 0.05% |
| CROWN CASTLE INTL CORP 03.6500 09/01/2027 | 0.05% |
| DEERE & COMPANY 02.6000 06/08/2022 | 0.05% |
| KAR AUCTION SERVICES INC SEDOL B4Y1MH7 | 0.05% |
| SPST 2019-WL1 A 02.4728 08/25/2052 | 0.05% |
| UNITEDHEALTH GROUP INC 03.9500 10/15/2042 | 0.05% |
| AMGEN INC 04.6630 06/15/2051 | 0.05% |
| ASSOCIATED BRITISH FOODS PLC SEDOL 0673123 | 0.05% |
| FEDERATIVE REP OF BRAZIL USD 04.2500 01/07/2025 | 0.05% |
| GOOGLE INC 03.3750 02/25/2024 | 0.05% |
| MIDAMERICAN FUNDING LLC 06.9270 03/01/2029 | 0.05% |
| AXALTA COATING SYSTEMS LTD SEDOL BSFWCF5 | 0.05% |
| CWALT 2006-OA10 4A1 02.0128 08/25/2046 | 0.05% |
| EQUINIX INC 05.3750 05/15/2027 | 0.05% |
| EQUINOR ASA USD 02.9000 11/08/2020 | 0.05% |
| FAURECIA SEDOL 4400446 | 0.05% |
| PFIZER INC 03.0000 12/15/2026 | 0.05% |
| SANTANDER UK PLC P/P 144A 05.0000 11/07/2023 | 0.05% |
| UNUM GROUP SEDOL 2433842 | 0.05% |
| ALLERGAN FUNDING SCS USD 03.8000 03/15/2025 | 0.05% |
| CAMDEN PROPERTY TRUST SEDOL 2166320 | 0.05% |
| FAIR ISAAC CORP SEDOL 2330299 | 0.05% |
| FIRSTENERGY CORP 04.8500 07/15/2047 | 0.05% |
| INTERPUBLIC GROUP OF COS INC SEDOL 2466321 | 0.05% |
| PETROBRAS GLOBAL FINANCE USD 07.3750 01/17/2027 | 0.05% |
| PPG INDUSTRIES INC SEDOL 2698470 | 0.05% |
| SHIRE ACQ INV IRELAND DA USD 02.8750 09/23/2023 | 0.05% |
| SUN COMMUNITIES INC SEDOL 2860257 | 0.05% |
| UNITEDHEALTH GROUP INC 02.7500 02/15/2023 | 0.05% |
| BANK OF AMERICA CORP 03.4990 05/17/2022 | 0.05% |
| CAS 2016-C01 2M2 08.7728 08/25/2028 | 0.05% |
| GSMS 2010-C1 D P/P 144A 06.0513 08/10/2043 | 0.05% |
| HUNTINGTON NATIONAL BANK 02.3750 03/10/2020 | 0.05% |
| L3HARRIS TECH INC P/P 144A 03.8500 12/15/2026 | 0.05% |
| NUTRIEN LTD USD 04.1250 03/15/2035 | 0.05% |
| UCB SA SEDOL 5596991 | 0.05% |
| AMAZON.COM INC. 02.5000 11/29/2022 | 0.05% |
| ASPEN TECHNOLOGY INC SEDOL 2051868 | 0.05% |
| CISCO SYSTEMS INC 02.5000 09/20/2026 | 0.05% |
| ENBRIDGE INC USD 04.5000 06/10/2044 | 0.05% |
| GLENCORE FUNDING LLC P/P 144A 04.0000 04/16/2025 | 0.05% |
| GLENCORE FUNDING LLC P/P 144A 04.6250 04/29/2024 | 0.05% |
| JPMCC 2012-C6 E P/P 144A 05.1577 05/15/2045 | 0.05% |
| MGIC INVESTMENT CORP SEDOL 2548616 | 0.05% |
| PROOFPOINT INC SEDOL B6VDQC3 | 0.05% |
| UBS AG LONDON P/P 144A 02.2000 06/08/2020 | 0.05% |
| US BANCORP 02.6250 01/24/2022 | 0.05% |
| 3I GROUP PLC SEDOL B1YW440 | 0.05% |
| DEUTSCHE BOERSE AG SEDOL 7021963 | 0.05% |
| GLAXOSMITHKLINE PLC SEDOL 0925288 | 0.05% |
| HENDERSON LAND DEVELOPMENT SEDOL 6420538 | 0.05% |
| INTL FLAVOR & FRAGRANCES 04.4500 09/26/2028 | 0.05% |
| MBX.FN30.500.10 R USL1M P 01/12/41 BC | 0.05% |
| NEXON CO LTD SEDOL B63QM77 | 0.05% |
| REINSURANCE GROUP OF AMERICA SEDOL 2731193 | 0.05% |
| RELIANCE STEEL & ALUMINUM SEDOL 2729068 | 0.05% |
| ALLY FINANCIAL INC 05.7500 11/20/2025 | 0.04% |
| ALPHABET INC 01.9980 08/15/2026 | 0.04% |
| AMGEN INC 03.4500 10/01/2020 | 0.04% |
| APPLE INC 03.8500 05/04/2043 | 0.04% |
| ENI SPA SEDOL 7145056 | 0.04% |
| FEDERATIVE REP OF BRAZIL USD 06.0000 04/07/2026 | 0.04% |
| HILL-ROM HOLDINGS INC SEDOL 2425924 | 0.04% |
| KINDER MORGAN ENER PART 03.5000 03/01/2021 | 0.04% |
| METLIFE CAP TRST IV P/P 144A 07.8750 12/15/2037 | 0.04% |
| NIELSEN HOLDINGS PLC SEDOL BWFY550 | 0.04% |
| OSHKOSH CORP 04.6000 05/15/2028 | 0.04% |
| BHP GROUP PLC SEDOL BH0P3Z9 | 0.04% |
| COMCAST CORP 02.3500 01/15/2027 | 0.04% |
| GAMING AND LEISURE PROPERTIE SEDOL BFPK4S5 | 0.04% |
| LAMB WESTON HOLDINGS P/P 144A 04.8750 11/01/2026 | 0.04% |
| SWISS RE TREAS P/P 144A 04.2500 12/06/2042 | 0.04% |
| WAMU 2005-AR12 1A8 03.8686 10/25/2035 | 0.04% |
| APARTMENT INVT & MGMT CO -A SEDOL BJLNBG3 | 0.04% |
| CROWN CASTLE INTL CORP 03.7000 06/15/2026 | 0.04% |
| GEBERIT AG-REG SEDOL B1WGG93 | 0.04% |
| HOME DEPOT INC 02.6250 06/01/2022 | 0.04% |
| PNC BANK NA 02.0000 05/19/2020 | 0.04% |
| ROYAL BANK OF CANADA USD 04.6500 01/27/2026 | 0.04% |
| SHERWIN-WILLIAMS CO 03.4500 06/01/2027 | 0.04% |
| TCI COMMUNICATIONS INC 07.1250 02/15/2028 | 0.04% |
| ANHEUSER-BUSCH INBEV WOR 04.7500 01/23/2029 | 0.04% |
| ARKEMA SEDOL B0Z5YZ2 | 0.04% |
| AT&T INC 02.9500 07/15/2026 | 0.04% |
| CAPGEMINI SE SEDOL 4163437 | 0.04% |
| CHEMED CORP SEDOL 2190084 | 0.04% |
| FORTESCUE METALS GROUP LTD SEDOL B2B2B49 | 0.04% |
| PETROBRAS GLOBAL FINANCE USD 06.1250 01/17/2022 | 0.04% |
| ROGERS COMMUNICATIONS IN USD 04.5000 03/15/2043 | 0.04% |
| TAISEI CORP SEDOL 6870100 | 0.04% |
| TRK 2019-1 A1 04.3356 03/25/2022 | 0.04% |
| UBS GROUP AG P/P 144A 04.1250 04/15/2026 | 0.04% |
| WFCM 2013-LC12 D P/P 144A 04.2847 07/15/2046 | 0.04% |
| AES CORP/THE 05.5000 04/15/2025 | 0.04% |
| BP CAP MARKETS AMERICA 03.1190 05/04/2026 | 0.04% |
| BRITISH AMERICAN TOBACCO PLC SEDOL 0287580 | 0.04% |
| CELANESE CORP SEDOL B05MZT4 | 0.04% |
| CONSOLIDATED EDISON INC 02.0000 03/15/2020 | 0.04% |
| LIBERTY PROPERTY TRUST SEDOL 2513681 | 0.04% |
| MITSUBISHI UFJ FIN GRP USD 03.8500 03/01/2026 | 0.04% |
| SANTANDER UK GROUP H P/P 144A 04.7500 09/15/2025 | 0.04% |
| VISTRA OPERATION P/P 144A 03.5500 07/15/2024 | 0.04% |
| WASTE CONNECTIONS INC 03.5000 05/01/2029 | 0.04% |
| AIG GLOBAL FUNDING P/P 144A 02.1500 07/02/2020 | 0.04% |
| ANHEUSER-BUSCH INBEV WOR 05.5500 01/23/2049 | 0.04% |
| BALOISE HOLDING AG - REG SEDOL 7124594 | 0.04% |
| CISCO SYSTEMS INC 05.9000 02/15/2039 | 0.04% |
| EMIR 2018-1 M1 03.5228 11/25/2028 | 0.04% |
| EQUINIX INC SEDOL BVLZX12 | 0.04% |
| ERAC USA FINANCE LLC P/P 144A 05.6250 03/15/2042 | 0.04% |
| JONES LANG LASALLE INC SEDOL 2040640 | 0.04% |
| LBMLT 2004-1 A2 02.6228 02/25/2034 | 0.04% |
| LEGRAND SA SEDOL B11ZRK9 | 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% |
| PROTECTIVE LIFE GLO P/P 144A 02.2620 04/08/2020 | 0.04% |
| ROKU INC SEDOL BZ1LFG7 | 0.04% |
| BANCO SANTANDER SA USD 05.1790 11/19/2025 | 0.04% |
| BMW US CAPITAL LLC P/P 144A 03.9500 08/14/2028 | 0.04% |
| COSTAR GROUP INC SEDOL 2262864 | 0.04% |
| CWALT 2006-OA7 1A2 03.3299 06/25/2046 | 0.04% |
| GENPACT LTD SEDOL B23DBK6 | 0.04% |
| HIKARI TSUSHIN INC SEDOL 6416322 | 0.04% |
| KBC GROUP NV SEDOL 4497749 | 0.04% |
| NATIONAL AUSTRALIA BK/NY 02.8000 01/10/2022 | 0.04% |
| SAMI 2007-AR7 1A1 02.6728 05/25/2047 | 0.04% |
| ALIMENTATION COUCHE-TARD 3.550000 07/26/2027 | 0.04% |
| APPLE INC 04.3750 05/13/2045 | 0.04% |
| BP CAPITAL MARKETS PLC USD 02.3150 02/13/2020 | 0.04% |
| CITIGROUP INC 04.4500 09/29/2027 | 0.04% |
| CRH PLC SEDOL 4182249 | 0.04% |
| CROWN CASTLE INTL CORP 03.8000 02/15/2028 | 0.04% |
| CWALT 2005-59 1A1 02.1803 11/20/2035 | 0.04% |
| ENBRIDGE INC USD 04.2500 12/01/2026 | 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% |
| FHLMC FR30 ZS9547 UMBS 04.0000 09/01/2045 | 0.04% |
| HOME DEPOT INC 05.9500 04/01/2041 | 0.04% |
| IMPERIAL BRANDS PLC SEDOL 0454492 | 0.04% |
| JOHNSON CONTROLS INTL PL 04.9500 07/02/2064 | 0.04% |
| NOMURA RESEARCH INSTITUTE LT SEDOL 6390921 | 0.04% |
| SINCLAIR BROADCAST GROUP -A SEDOL 2799351 | 0.04% |
| TARGA RESOURCES PART 05.0000 01/15/2028 | 0.04% |
| VISTRA OPERATION P/P 144A 04.3000 07/15/2029 | 0.04% |
| WEST JAPAN RAILWAY CO SEDOL 6957995 | 0.04% |
| AIR LEASE CORP 04.6250 10/01/2028 | 0.04% |
| CDW CORP/DE SEDOL BBM5MD6 | 0.04% |
| CFCRE 2011-C2 E P/P 144A 05.7412 12/15/2047 | 0.04% |
| CVS HEALTH CORP 03.7000 03/09/2023 | 0.04% |
| DOLLAR GENERAL CORP 03.2500 04/15/2023 | 0.04% |
| EQUITY LIFESTYLE PROPERTIES SEDOL 2563125 | 0.04% |
| FEDERAL REALTY INVS TRUST SEDOL 2333931 | 0.04% |
| FHMS K099 X1 IO 01.0058 09/25/2029 | 0.04% |
| INTERNATIONAL PAPER CO 03.0000 02/15/2027 | 0.04% |
| L3HARRIS TECH INC P/P 144A 04.4000 06/15/2028 | 0.04% |
| MACQUARIE BANK LTD P/P 144A 02.8500 07/29/2020 | 0.04% |
| OTSUKA CORP SEDOL 6267058 | 0.04% |
| TRANSCANADA TRUST USD 05.3000 03/15/2077 | 0.04% |
| WFCM 2013-LC12 C 04.2847 07/15/2046 | 0.04% |
| CAS 2015-C03 2M2 06.8228 07/25/2025 | 0.04% |
| CCO HOLDINGS LLC P/P 144A 05.3750 06/01/2029 | 0.04% |
| CSX CORP 04.1000 03/15/2044 | 0.04% |
| JAPAN AIRLINES CO LTD SEDOL B8BRV46 | 0.04% |
| NUTRIEN LTD. USD 04.2000 04/01/2029 | 0.04% |
| OMV AG SEDOL 4651459 | 0.04% |
| ORACLE CORP 05.3750 07/15/2040 | 0.04% |
| VODAFONE GROUP PLC USD 04.3750 05/30/2028 | 0.04% |
| WFRBS 2012-C8 AS 03.6600 08/15/2045 | 0.04% |
| CISCO SYSTEMS INC 02.2000 02/28/2021 | 0.04% |
| DAIWA HOUSE INDUSTRY CO LTD SEDOL 6251363 | 0.04% |
| EXXON MOBIL CORPORATION 02.2220 03/01/2021 | 0.04% |
| HOCHTIEF AG SEDOL 5108664 | 0.04% |
| ING BANK NV P/P 144A 05.8000 09/25/2023 | 0.04% |
| MARSH & MCLENNAN COS INC 04.3750 03/15/2029 | 0.04% |
| S&P GLOBAL INC 04.4000 02/15/2026 | 0.04% |
| SOFTBANK GROUP CORP SEDOL 6770620 | 0.04% |
| BMIR 2018-2A M1B P/P 144A 03.1728 08/25/2028 | 0.03% |
| CBS CORP 04.6000 01/15/2045 | 0.03% |
| CHS/COMMUNITY HEALTH SYS 06.2500 03/31/2023 | 0.03% |
| CK HUTCHISON HOLDINGS LTD SEDOL BW9P816 | 0.03% |
| FIDELITY NATIONAL INFORM 04.2500 05/15/2028 | 0.03% |
| INDUSTRIA DE DISENO TEXTIL SEDOL BP9DL90 | 0.03% |
| JPMORGAN CHASE & CO 02.2500 01/23/2020 | 0.03% |
| JPMORGAN CHASE & CO 05.3000 12/29/2049 | 0.03% |
| MARSH & MCLENNAN COS INC 04.9000 03/15/2049 | 0.03% |
| ALPHABET INC 03.6250 05/19/2021 | 0.03% |
| CHARTER COMM OPT LLC 04.9080 07/23/2025 | 0.03% |
| CITIGROUP INC 04.6000 03/09/2026 | 0.03% |
| FIVE CORNERS FUNDING P/P 144A 04.4190 11/15/2023 | 0.03% |
| ISRAEL DISCOUNT BANK -A SEDOL 6451271 | 0.03% |
| SABINE PASS LIQUEFACTION 04.2000 03/15/2028 | 0.03% |
| STMICROELECTRONICS NV SEDOL 5962332 | 0.03% |
| UBSBB 2012-C2 XA IO P/P 144A 01.3115 05/10/2063 | 0.03% |
| CELANESE US HOLDINGS LLC 03.5000 05/08/2024 | 0.03% |
| CGCMT 2014-GC19 D P/P 144A 05.0921 03/10/2047 | 0.03% |
| CIGNA CORP P/P 144A 04.5000 03/15/2021 | 0.03% |
| CMLTI 2005-2 1A2A 04.8900 05/25/2035 | 0.03% |
| COX COMM INC P/P 144A 03.5000 08/15/2027 | 0.03% |
| ENERGY TRANSFER OPERATNG 05.2000 02/01/2022 | 0.03% |
| KEURIG DR PEPPER INC 04.0570 05/25/2023 | 0.03% |
| PFIZER INC 01.9500 06/03/2021 | 0.03% |
| SUN HUNG KAI PROPERTIES SEDOL 6859927 | 0.03% |
| WEYERHAEUSER CO 07.3750 03/15/2032 | 0.03% |
| ANHEUSER-BUSCH INBEV WOR 02.5000 07/15/2022 | 0.03% |
| CANTOR FITZGERALD LP P/P 144A 06.5000 06/17/2022 | 0.03% |
| CDX CDX.NA.HY.33 500.0 12/20/2024 | 0.03% |
| CHARLES RIVER LABORATORIES SEDOL 2604336 | 0.03% |
| FISERV INC 03.5000 07/01/2029 | 0.03% |
| GNR 2014-116 IL IO 04.0000 08/20/2044 | 0.03% |
| NSTAR ELECTRIC CO 02.3750 10/15/2022 | 0.03% |
| POPULAR INC SEDOL B86QM90 | 0.03% |
| SPECTRA ENERGY PARTNERS 03.3750 10/15/2026 | 0.03% |
| T-MOBILE USA INC 06.3750 03/01/2025 | 0.03% |
| AMERICAN FINANCIAL GROUP INC SEDOL 2134532 | 0.03% |
| BANK OF AMERICA CORP 06.1000 12/29/2049 | 0.03% |
| COMM 2013-CR13 AM 04.4490 11/10/2046 | 0.03% |
| GNR 2016-H16 EI IO 02.3945 06/20/2066 | 0.03% |
| GOODMAN GROUP SEDOL B03FYZ4 | 0.03% |
| MSBAM 2014-C14 C 04.9350 02/15/2047 | 0.03% |
| NEWMARKET CORP SEDOL B01CGF1 | 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% |
| AECOM SEDOL B1VZ431 | 0.03% |
| BANK OF NOVA SCOTIA USD 02.0000 11/15/2022 | 0.03% |
| BRISTOL-MYERS P/P 144A 03.4000 07/26/2029 | 0.03% |
| CITIGROUP INC 04.7500 05/18/2046 | 0.03% |
| COMCAST CORP 04.0490 11/01/2052 | 0.03% |
| CREDIT SUISSE GRP AG P/P 144A 03.8690 01/12/2029 | 0.03% |
| MSBAM 2014-C17 C 04.4984 08/15/2047 | 0.03% |
| ARMSTRONG WORLD INDUSTRIES SEDOL B1FT462 | 0.03% |
| COMM 2013-CR9 D P/P 144A 04.2549 07/10/2045 | 0.03% |
| CONSOLIDATED EDISON INC SEDOL 2216850 | 0.03% |
| CWALT 2006-OA19 A1 02.0264 02/20/2047 | 0.03% |
| GENTING SINGAPORE LTD SEDOL BDRTVP2 | 0.03% |
| HSBC BANK USA NA 05.6250 08/15/2035 | 0.03% |
| LLOYDS BANKING GROUP PLC USD 04.6500 03/24/2026 | 0.03% |
| LMAT 2019-GS7 A1 03.2500 06/25/2059 | 0.03% |
| SNAM SPA SEDOL 7251470 | 0.03% |
| UBSBB 2012-C2 D P/P 144A 04.8904 05/10/2063 | 0.03% |
| WELLS FARGO & COMPANY 05.8750 12/29/2049 | 0.03% |
| YANGZIJIANG SHIPBUILDING SEDOL B1VT035 | 0.03% |
| AHM 2007-1 GA1C 02.0128 05/25/2047 | 0.03% |
| AMERICAN INTL GROUP 08.1750 05/15/2058 | 0.03% |
| APPLE INC 02.8500 05/06/2021 | 0.03% |
| AXA SA P/P 144A 06.3790 12/29/2049 | 0.03% |
| CGCMT 2014-GC21 AS 04.0260 05/10/2047 | 0.03% |
| DISH DBS CORP 05.8750 11/15/2024 | 0.03% |
| GSMS 2011-GC3 C P/P 144A 05.6366 03/10/2044 | 0.03% |
| HCA INC 05.5000 06/15/2047 | 0.03% |
| IVORY COAST REGS 06.1250 06/15/2033 | 0.03% |
| JPMCC 2013-LC11 C 03.9582 04/15/2046 | 0.03% |
| NEUBERGER BERMAN GRP P/P 144A 04.8750 04/15/2045 | 0.03% |
| OUTFRONT MEDIA INC SEDOL BSP6611 | 0.03% |
| PPL CAPITAL FUNDING INC 04.2000 06/15/2022 | 0.03% |
| REPUBLIC OF SOUTH AFRICA USD 04.8500 09/27/2027 | 0.03% |
| SOUTHERN CO/THE SEDOL 2829601 | 0.03% |
| STACR 2016-HQA2 M3 06.9728 11/25/2028 | 0.03% |
| SYSCO CORP SEDOL 2868165 | 0.03% |
| TAYLOR WIMPEY PLC SEDOL 0878230 | 0.03% |
| TWO HARBORS INVESTMENT CORP SEDOL BD832H2 | 0.03% |
| WAMU 2005-AR10 1A3 04.1917 09/25/2035 | 0.03% |
| APPLE INC 03.4500 05/06/2024 | 0.03% |
| BANK OF AMERICA CORP 02.1510 11/09/2020 | 0.03% |
| CBS CORP 02.9000 01/15/2027 | 0.03% |
| CFCRE 2011-C1 D P/P 144A 06.0696 04/15/2044 | 0.03% |
| CITIGROUP INC 02.9000 12/08/2021 | 0.03% |
| COMM 2014-CR14 XA IO 00.6167 02/10/2047 | 0.03% |
| CSC HOLDINGS LLC P/P 144A 07.5000 04/01/2028 | 0.03% |
| EXTENDED STAY AMERICA INC SEDOL BGH3F75 | 0.03% |
| FIRSTENERGY CORP 03.9000 07/15/2027 | 0.03% |
| GENERAL DYNAMICS CORP 03.6000 11/15/2042 | 0.03% |
| HONEYWELL INTL 03.8120 11/21/2047 | 0.03% |
| IDACORP INC SEDOL 2296937 | 0.03% |
| JPMBB 2014-C22 C 04.5567 09/15/2047 | 0.03% |
| KKR GROUP FIN CO III P/P 144A 05.1250 06/01/2044 | 0.03% |
| PPSI 2004-WCW2 M3 02.8728 10/25/2034 | 0.03% |
| SERVICE CORP INTL 05.3750 05/15/2024 | 0.03% |
| VIDEOTRON LTD / LTEE P/P 144A 05.1250 04/15/2027 | 0.03% |
| WFRBS 2012-C9 D P/P 144A 04.8109 11/15/2045 | 0.03% |
| BOC HONG KONG HOLDINGS LTD SEDOL 6536112 | 0.02% |
| COMMONWEALTH EDISON CO 05.9000 03/15/2036 | 0.02% |
| PUBLIC SERVICE ELECTRIC 05.5000 03/01/2040 | 0.02% |
| RAKUTEN INC SEDOL 6229597 | 0.02% |
| SERVICE PROPERTIES TRUST 04.3750 02/15/2030 | 0.02% |
| SHERWIN-WILLIAMS CO/THE SEDOL 2804211 | 0.02% |
| SUMITOMO MITSUI TRUST HOLDIN SEDOL 6431897 | 0.02% |
| TENET HEALTHCARE P/P 144A 04.8750 01/01/2026 | 0.02% |
| THE BANK OF NOVA SCOTIA USD 02.7000 03/07/2022 | 0.02% |
| UBSCM 2012-C1 C P/P 144A 05.5703 05/10/2045 | 0.02% |
| WFRBS 2013-C12 AS 03.5600 03/15/2048 | 0.02% |
| ARRW 2019-3 A3 03.4160 10/25/2048 | 0.02% |
| BERKELEY GROUP HOLDINGS/THE SEDOL B02L3W3 | 0.02% |
| BT GROUP PLC SEDOL 3091357 | 0.02% |
| DH EUROPE FINANCE II USD 03.4000 11/15/2049 | 0.02% |
| HCA INC 04.1250 06/15/2029 | 0.02% |
| MSBAM 2012-C6 D P/P 144A 04.6080 11/15/2045 | 0.02% |
| STACR 2014-HQ2 M3 05.5728 09/25/2024 | 0.02% |
| TOSOH CORP SEDOL 6900289 | 0.02% |
| TOTAL CAPITAL INTL SA USD 02.7500 06/19/2021 | 0.02% |
| WAMU 2004-AR3 A2 04.5031 06/25/2034 | 0.02% |
| WAMU 2005-AR11 A1B3 02.2228 08/25/2045 | 0.02% |
| WEINGARTEN REALTY INVESTORS SEDOL 2946618 | 0.02% |
| WFCM 2013-LC12 AS 04.2847 07/15/2046 | 0.02% |
| AT&T INC 04.3500 03/01/2029 | 0.02% |
| BB&T CORPORATION 04.8000 12/31/2099 | 0.02% |
| CBRE SERVICES INC 04.8750 03/01/2026 | 0.02% |
| CHEVRON CORP 02.1000 05/16/2021 | 0.02% |
| CLP HOLDINGS LTD SEDOL 6097017 | 0.02% |
| COMCAST CORP 03.1500 03/01/2026 | 0.02% |
| COMM 2014-CR18 C 04.7295 07/15/2047 | 0.02% |
| CREDIT AGRICOLE SA P/P 144A 04.0000 01/10/2033 | 0.02% |
| FOX CORP P/P 144A 04.0300 01/25/2024 | 0.02% |
| GNR 2015-H25 BI IO 01.6613 10/20/2065 | 0.02% |
| GSMS 2013-GC10 XA IO 01.5042 02/10/2046 | 0.02% |
| INVESTOR AB-B SHS SEDOL 5679591 | 0.02% |
| PRUDENTIAL FINANCIAL INC 05.2000 03/15/2044 | 0.02% |
| STACR 2017-DNA1 M2 05.0728 07/25/2029 | 0.02% |
| TOKYO ELECTRON LTD SEDOL 6895675 | 0.02% |
| APPALACHIAN POWER CO 04.6000 03/30/2021 | 0.02% |
| BGC PARTNERS INC 05.1250 05/27/2021 | 0.02% |
| COMM 2013-CR11 AM 04.7150 08/10/2050 | 0.02% |
| CVS PASS-THROUGH P/P 144A 04.7040 01/10/2036 | 0.02% |
| GCP APPLIED TECH P/P 144A 05.5000 04/15/2026 | 0.02% |
| GNR 2017-162 QI IO 05.0000 10/11/2047 | 0.02% |
| ONEMAIN HOLDINGS INC SEDOL BYSZB89 | 0.02% |
| RAYTHEON COMPANY 04.8750 10/15/2040 | 0.02% |
| SUZUKEN CO LTD SEDOL 6865560 | 0.02% |
| UNITEDHEALTH GROUP INC 02.8750 03/15/2022 | 0.02% |
| BROOKFIELD PROPERTY REIT I-A SEDOL BGHFKV0 | 0.02% |
| CAS 2014-C03 2M2 04.7228 07/25/2024 | 0.02% |
| CELANESE US HOLDINGS LLC 04.6250 11/15/2022 | 0.02% |
| CGCMT 2014-GC19 AS 04.3450 03/10/2047 | 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% |
| DEUTSCHE TELEKOM INT FIN USD 08.7500 06/15/2030 | 0.02% |
| FUJITSU LTD SEDOL 6356945 | 0.02% |
| LEGRAND FRANCE USD 08.5000 02/15/2025 | 0.02% |
| MACQUARIE INFRASTRUCTURE COR SEDOL B1Z4VB1 | 0.02% |
| PACKAGING CORP OF AMERIC 04.5000 11/01/2023 | 0.02% |
| REPUBLIC OF SENEGAL REGS 06.2500 05/23/2033 | 0.02% |
| STAPLES INC P/P 144A 07.5000 04/15/2026 | 0.02% |
| TREASURY BILL 00.0000 12/05/2019 | 0.02% |
| WAMU 2005-AR9 A1C3 02.7828 07/25/2045 | 0.02% |
| WESTROCK MWV LLC 07.9500 02/15/2031 | 0.02% |
| WFRBS 2013-UBS1 AS 04.3060 03/15/2046 | 0.02% |
| ALFRESA HOLDINGS CORP SEDOL 6687214 | 0.02% |
| AUST & NZ BANKING GR P/P 144A 06.7500 12/29/2049 | 0.02% |
| BRISTOL-MYERS SQUIBB CO SEDOL 2126335 | 0.02% |
| CHIMERA INVESTMENT CORP SEDOL BVZCNC0 | 0.02% |
| EQUINOR ASA USD 05.1000 08/17/2040 | 0.02% |
| GNR 2013-99 AS IO 04.2036 06/20/2043 | 0.02% |
| HMIR 2018-1 M1 P/P 144A 03.4228 10/25/2028 | 0.02% |
| HOLLYFRONTIER CORP SEDOL B5VX1H6 | 0.02% |
| INTELSAT JACKSON HLD P/P 144A 09.7500 07/15/2025 | 0.02% |
| JACK OHIO FIN LLC/FI P/P 144A 10.2500 11/15/2022 | 0.02% |
| NAVISTAR INTL TLB L+350 05.4200 11/06/2024 | 0.02% |
| OBAYASHI CORP SEDOL 6656407 | 0.02% |
| PETROBRAS GLOBAL FIN P/P 144A 05.0930 01/15/2030 | 0.02% |
| PULTEGROUP INC 05.5000 03/01/2026 | 0.02% |
| REP OF INDONESIA P/P 144A 04.7500 01/08/2026 | 0.02% |
| ROYAL BK SCOTLND GRP PLC USD 04.8920 05/18/2029 | 0.02% |
| SARTORIUS STEDIM BIOTECH SEDOL BYZ2QP5 | 0.02% |
| SEKISUI HOUSE LTD SEDOL 6793906 | 0.02% |
| SERVICEMASTER GLOBAL HOLDING SEDOL BNG8BF0 | 0.02% |
| SPRINT CORP 07.2500 09/15/2021 | 0.02% |
| STACR 2014-HQ3 M3 06.5728 10/25/2024 | 0.02% |
| VMWARE INC 03.9000 08/21/2027 | 0.02% |
| AXIS CAPITAL HOLDINGS LTD SEDOL 2677606 | 0.02% |
| BAFC 2005-B 3M1 02.5214 04/20/2035 | 0.02% |
| BANCO SANTANDER SA USD 04.3790 04/12/2028 | 0.02% |
| BPCE SA P/P 144A 05.1500 07/21/2024 | 0.02% |
| CARDINAL HEALTH INC SEDOL 2175672 | 0.02% |
| CAS 2014-C04 1M2 06.7228 11/25/2024 | 0.02% |
| CSC HOLDINGS LLC 05.2500 06/01/2024 | 0.02% |
| CURTISS-WRIGHT CORP SEDOL 2241205 | 0.02% |
| DIAMOND SPORTS GR/DI P/P 144A 06.6250 08/15/2027 | 0.02% |
| GENERAL MOTORS FINL CO 04.3000 07/13/2025 | 0.02% |
| GNR 2016-123 LI IO 03.5000 03/20/2044 | 0.02% |
| IPALCO ENTPRS IN 03.7000 09/01/2024 | 0.02% |
| KINDER MORGAN ENER PART 03.4500 02/15/2023 | 0.02% |
| LUKOIL INTL FIN BV P/P 144A 04.5630 04/24/2023 | 0.02% |
| MERCK & CO INC 02.9000 03/07/2024 | 0.02% |
| MSC 2011-C3 D P/P 144A 05.2445 07/15/2049 | 0.02% |
| NAVISTAR INTL CORP P/P 144A 06.6250 11/01/2025 | 0.02% |
| NUANCE COMMUNICATIONS INC SEDOL 2402121 | 0.02% |
| PENSKE TRUCK LE P/P 144A 03.4000 11/15/2026 | 0.02% |
| PERTAMINA PERSERO PT P/P 144A 04.3000 05/20/2023 | 0.02% |
| ROYAL BK SCOTLND GRP PLC USD 07.5000 12/29/2049 | 0.02% |
| SERVICE CORPORATION INTL 04.6250 12/15/2027 | 0.02% |
| SPRINT CORP 07.8750 09/15/2023 | 0.02% |
| TRANSDIGM INC P/P 144A 06.2500 03/15/2026 | 0.02% |
| UBSCM 2017-C7 XA IO 01.0604 12/15/2050 | 0.02% |
| WFCM 2014-LC16 XA IO 01.1140 08/15/2050 | 0.02% |
| WYNN LAS VEGAS P/P 144A 05.2500 05/15/2027 | 0.02% |
| ZEBRA TECHNOLOGIES CORP-CL A SEDOL 2989356 | 0.02% |
| BMIR 2017-1 M1 P/P 144A 03.5228 10/25/2027 | 0.02% |
| BOISE CASCADE CO P/P 144A 05.6250 09/01/2024 | 0.02% |
| CCO HLDGS LLC/CAP CO P/P 144A 05.7500 02/15/2026 | 0.02% |
| CEMEX FINANCE LLC P/P 144A 06.0000 04/01/2024 | 0.02% |
| COCA-COLA EUROPEAN PARTNERS SEDOL BYQQ3P5 | 0.02% |
| COMM 2013-LC13 XA IO 01.1502 08/10/2046 | 0.02% |
| FAIRFAX US INC P/P 144A 04.8750 08/13/2024 | 0.02% |
| KEURIG DR PEPPER INC 04.4170 05/25/2025 | 0.02% |
| LIBERTY MEDIA COR-SIRIUSXM A SEDOL BD8QGF7 | 0.02% |
| MORGAN STANLEY 02.7500 05/19/2022 | 0.02% |
| MSAC 2004-HE6 M1 02.6478 08/25/2034 | 0.02% |
| NOVELIS CORP P/P 144A 05.8750 09/30/2026 | 0.02% |
| ORACLE CORP 02.5000 10/15/2022 | 0.02% |
| REP OF INDONESIA P/P 144A 03.3750 04/15/2023 | 0.02% |
| STEVENS HLDG CO INC P/P 144A 06.1250 10/01/2026 | 0.02% |
| TEMPO ACQ LLC/FI P/P 144A 06.7500 06/01/2025 | 0.02% |
| TENET HEALTHCARE COR P/P 144A 05.1250 11/01/2027 | 0.02% |
| TESCO PLC SEDOL 0884709 | 0.02% |
| W.R. GRACE & CO | 0.02% |
| WILMAR INTERNATIONAL LTD SEDOL B17KC69 | 0.02% |
| ACCENTURE PLC-CL A SEDOL B4BNMY3 | 0.02% |
| DIAMOND 1 FIN/DIAMON P/P 144A 08.3500 07/15/2046 | 0.02% |
| HESS INFRASTRUCTURE P/P 144A 05.6250 02/15/2026 | 0.02% |
| HOLLY ENERGY PARTNE P/P 144A 06.0000 08/01/2024 | 0.02% |
| LYONDELLBASELL INDU-CL A SEDOL B3SPXZ3 | 0.02% |
| SWISS LIFE HOLDING AG-REG SEDOL 7437805 | 0.02% |
| ALLERGAN FUNDING SCS USD 03.4500 03/15/2022 | 0.02% |
| ALLY FINANCIAL INC 08.0000 11/01/2031 | 0.02% |
| APPLE INC 02.8500 05/11/2024 | 0.02% |
| ARRW 2019-1 A3 04.2080 01/25/2049 | 0.02% |
| BERKSHIRE HATHAWAY FIN 04.3000 05/15/2043 | 0.02% |
| BRAND ENERGY TL L+425 06.2356 06/21/2024 | 0.02% |
| CME GROUP INC SEDOL 2965839 | 0.02% |
| GFL ENVIRONMENTAL P/P 144A 07.0000 06/01/2026 | 0.02% |
| GOLDEN NUGGET INC P/P 144A 06.7500 10/15/2024 | 0.02% |
| GRAY TELEVISION INC P/P 144A 07.0000 05/15/2027 | 0.02% |
| NETFLIX INC. 05.8750 11/15/2028 | 0.02% |
| NIELSEN FIN LLC/CO P/P 144A 05.0000 04/15/2022 | 0.02% |
| PULTEGROUP INC. 07.8750 06/15/2032 | 0.02% |
| RBS GLOBAL/REXNO P/P 144A 04.8750 12/15/2025 | 0.02% |
| SABINE PASS LIQUEF 05.0000 03/15/2027 | 0.02% |
| SCIENTIFIC GAMES INT 10.0000 12/01/2022 | 0.02% |
| TENET HEALTHCARE CORP 08.1250 04/01/2022 | 0.02% |
| TEVA PHARMACEUTICALS NE USD 06.7500 03/01/2028 | 0.02% |
| WASTE MANAGEMENT INC. 04.7500 06/30/2020 | 0.02% |
| BMW US CAPITAL LLC P/P 144A 03.4000 08/13/2021 | 0.02% |
| BRAND ENERGY & I P/P 144A 08.5000 07/15/2025 | 0.02% |
| BROADRIDGE FINANCIAL SOLUTIO SEDOL B1VP7R6 | 0.02% |
| BWAY HOLDING CO P/P 144A 07.2500 04/15/2025 | 0.02% |
| CHARTER COMM OPT LLC 05.3750 05/01/2047 | 0.02% |
| CLUBCORP HLDG INC P/P 144A 08.5000 09/15/2025 | 0.02% |
| COMPASS MINERALS INT P/P 144A 04.8750 07/15/2024 | 0.02% |
| ENDEAVOR ENERGY P/P 144A 05.7500 01/30/2028 | 0.02% |
| HSBC USA INC 03.5000 06/23/2024 | 0.02% |
| JAPAN PRIME REALTY INVESTMEN SEDOL 6528175 | 0.02% |
| MBX.FN30.500.10 R USL1M P 01/12/41 CI | 0.02% |
| OSHKOSH CORP 05.3750 03/01/2025 | 0.02% |
| PETROLEOS MEXICANOS P/P 144A 07.6900 01/23/2050 | 0.02% |
| SAMI 2007-AR1 2A1 02.0028 01/25/2037 | 0.02% |
| WFRBS 2013-C11 AS 03.3110 03/15/2045 | 0.02% |
| ALLISON TRANSMISSION P/P 144A 04.7500 10/01/2027 | 0.01% |
| BANFF MERGER SUB INC P/P 144A 09.7500 09/01/2026 | 0.01% |
| BIG RVR STL/FIN P/P 144A 07.2500 09/01/2025 | 0.01% |
| CAMDEN PROPERTY TRUST 04.8750 06/15/2023 | 0.01% |
| CAS 2017-C01 1EB1 03.0728 07/25/2029 | 0.01% |
| COMM 2014-UBS4 XA IO 01.1077 08/10/2047 | 0.01% |
| COMM 2014-UBS6 XA IO 00.9210 12/10/2047 | 0.01% |
| CRC ESCROW ISSUER LL P/P 144A 05.2500 10/15/2025 | 0.01% |
| DASSAULT AVIATION SA SEDOL 4067164 | 0.01% |
| FHR 3829 AS IO 05.0288 03/15/2041 | 0.01% |
| GBP/USD 12/18/2019 JPMCB | 0.01% |
| GENERAL DYNAMICS CORP 02.2500 11/15/2022 | 0.01% |
| GREAT LAKES D&D 08.0000 05/15/2022 | 0.01% |
| HOME DEPOT INC SEDOL 2434209 | 0.01% |
| IPSEN SEDOL B0R7JF1 | 0.01% |
| IRON MOUNTAIN INC P/P 144A 04.8750 09/15/2027 | 0.01% |
| JACK OHIO FIN LLC/FI P/P 144A 06.7500 11/15/2021 | 0.01% |
| MARATHON PETRO CORP 06.5000 03/01/2041 | 0.01% |
| MICROSOFT CORP 02.4000 02/06/2022 | 0.01% |
| MITSUBISHI UFJ LEASE & FINAN SEDOL 6268976 | 0.01% |
| SINGAPORE TECH ENGINEERING SEDOL 6043214 | 0.01% |
| SUNDRUG CO LTD SEDOL 6817895 | 0.01% |
| TTM TECHNOLOGIES INC P/P 144A 05.6250 10/01/2025 | 0.01% |
| WATCO COS LLC/FI P/P 144A 06.3750 04/01/2023 | 0.01% |
| WFCM 2016-LC25 XA IO 00.9967 12/15/2059 | 0.01% |
| CBRE SERVICES INC 05.2500 03/15/2025 | 0.01% |
| CBS CORP 04.0000 01/15/2026 | 0.01% |
| CCO HLDGS LLC/CAP C P/P 144A 05.5000 05/01/2026 | 0.01% |
| COMM 2014-CR17 XA IO 00.9829 05/10/2047 | 0.01% |
| FHR 3065 DC 14.0963 03/15/2035 | 0.01% |
| GOLDEN NUGGET INC P/P 144A 08.7500 10/01/2025 | 0.01% |
| HOWARD HUGHES CORP P/P 144A 05.3750 03/15/2025 | 0.01% |
| LPL HOLDINGS INC P/P 144A 05.7500 09/15/2025 | 0.01% |
| MATCH GROUP INC P/P 144A 05.0000 12/15/2027 | 0.01% |
| MEREDITH CORP 06.8750 02/01/2026 | 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% |
| REFINITIV US HLDG P/P 144A 06.2500 05/15/2026 | 0.01% |
| SCIENTIFIC GAMES P/P 144A 08.2500 03/15/2026 | 0.01% |
| SERVICE CORP INTL 05.1250 06/01/2029 | 0.01% |
| SHELL INTERNATIONAL FIN USD 01.8750 05/10/2021 | 0.01% |
| STAPLES INC. P/P 144A 10.7500 04/15/2027 | 0.01% |
| TRANSDIGM INC 06.3750 06/15/2026 | 0.01% |
| TREASURY BILL 00.0000 04/09/2020 | 0.01% |
| 1011778 BC / NEW RED P/P 144A 05.0000 10/15/2025 | 0.01% |
| AMERICAN ELECTRIC POWER SEDOL 2026242 | 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% |
| BRIGGS & STRATTON CORPORATION 06.8750 12/15/2020 | 0.01% |
| CAPITAL ONE FINANCIAL CO 04.2000 10/29/2025 | 0.01% |
| CFCRE 2011-C2 D P/P 144A 05.7412 12/15/2047 | 0.01% |
| COMCAST CORP 03.9990 11/01/2049 | 0.01% |
| CORNERSTONE BUILDING P/P 144A 08.0000 04/15/2026 | 0.01% |
| CWALT 2006-24CB A13 02.1728 08/25/2036 | 0.01% |
| DEUTSCHE WOHNEN SE SEDOL B0YZ0Z5 | 0.01% |
| DIAMONDBACK ENERGY INC 05.3750 05/31/2025 | 0.01% |
| ENERGY TRANSFER OPERATNG 06.1250 12/15/2045 | 0.01% |
| GNR 2015-H26 EI IO 01.7396 10/20/2065 | 0.01% |
| HUSKY TLB L+300 04.7859 03/28/2025 | 0.01% |
| INGEVITY CORP P/P 144A 04.5000 02/01/2026 | 0.01% |
| ITRON INC P/P 144A 05.0000 01/15/2026 | 0.01% |
| MLMI 2005-A2 A2 04.4323 02/25/2035 | 0.01% |
| MSBAM 2014-C17 XA IO 01.1097 08/15/2047 | 0.01% |
| NEXSTAR BROADC P/P 144A 05.6250 08/01/2024 | 0.01% |
| PETROBRAS GLOBAL FIN USD 05.9990 01/27/2028 | 0.01% |
| RITE AID CORP P/P 144A 06.1250 04/01/2023 | 0.01% |
| SABINE PASS LIQUEFAC 05.7500 05/15/2024 | 0.01% |
| SHELL INTERNATIONAL FIN USD 02.1250 05/11/2020 | 0.01% |
| SIX FLAGS ENT P/P 144A 04.8750 07/31/2024 | 0.01% |
| STACR 2019-DNA1 M2 04.4728 01/25/2049 | 0.01% |
| TEXAS INSTRUMENTS INC SEDOL 2885409 | 0.01% |
| THALES SA SEDOL 4162791 | 0.01% |
| TJX COMPANIES INC SEDOL 2989301 | 0.01% |
| VIDEOTRON LTD USD 05.0000 07/15/2022 | 0.01% |
| VISTRA OPERATIONS CO P/P 144A 05.5000 09/01/2026 | 0.01% |
| WESTPAC BANKING CORP USD 04.4210 07/24/2039 | 0.01% |
| WFRBS 2012-C9 XB IO P/P 144A 00.7152 11/15/2045 | 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% |
| ARCELORMITTAL USD 07.0000 10/15/2039 | 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% |
| BCE INC SEDOL B188TH2 | 0.01% |
| BOLIDEN AB SEDOL BJV12J7 | 0.01% |
| BROTHER INDUSTRIES LTD SEDOL 6146500 | 0.01% |
| BUMT 2005-1 1A1 02.4228 09/25/2045 | 0.01% |
| COVEY PARK ENERGY LL P/P 144A 07.5000 05/15/2025 | 0.01% |
| CWALT 2006-OA10 1A1 03.3499 08/25/2046 | 0.01% |
| DCP MIDSTREAM P/P 144A 06.7500 09/15/2037 | 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% |
| FNR 2006-8 HP 17.8833 03/25/2036 | 0.01% |
| GNMA GII30 AY2298 04.7000 05/20/2067 | 0.01% |
| GNMA GII30 BB0107 04.7000 08/20/2067 | 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% |
| ISTAR INC 04.7500 10/01/2024 | 0.01% |
| JPMBB 2014-C25 XA IO 00.8639 11/15/2047 | 0.01% |
| JPMCC 2012-LC9 D P/P 144A 04.4007 12/15/2047 | 0.01% |
| KINDER MORGAN ENER PART 05.4000 09/01/2044 | 0.01% |
| PQ CORP P/P 144A 05.7500 12/15/2025 | 0.01% |
| PRECISION DRILL P/P 144A 07.1250 01/15/2026 | 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% |
| SMITH & NEPHEW PLC SEDOL 0922320 | 0.01% |
| STANDARD IND INC P/P 144A 05.3750 11/15/2024 | 0.01% |
| TOPBUILD CORP P/P 144A 05.6250 05/01/2026 | 0.01% |
| TWDC ENTERPRISES 18 CORP 02.7500 08/16/2021 | 0.01% |
| US CONCRETE INC 06.3750 06/01/2024 | 0.01% |
| WFRBS 2011-C4 E P/P 144A 05.2301 06/15/2044 | 0.01% |
| WFRBS 2013-C15 D P/P 144A 04.4938 08/15/2046 | 0.01% |
| APERGY CORP 06.3750 05/01/2026 | 0.01% |
| BAUSCH HEALTH COS INC REGS 04.5000 05/15/2023 | 0.01% |
| BAUSCH HLTH AMERICAS P/P 144A 09.2500 04/01/2026 | 0.01% |
| BOMBARDIER INC P/P 144A 07.5000 12/01/2024 | 0.01% |
| BRAMBLES LTD SEDOL B1FJ0C0 | 0.01% |
| BRIDGESTONE CORP SEDOL 6132101 | 0.01% |
| CAS 2015-C01 1M2 06.1228 02/25/2025 | 0.01% |
| CAS 2015-C02 1M2 05.8228 05/25/2025 | 0.01% |
| CAS 2019-R01 2M2 04.2728 07/25/2031 | 0.01% |
| CF INDUSTRIES INC 04.9500 06/01/2043 | 0.01% |
| CNO FINANCIAL GROUP INC 05.2500 05/30/2025 | 0.01% |
| COMCAST CORP 06.5000 11/15/2035 | 0.01% |
| DIAMOND 1 FIN/DIAMON P/P 144A 07.1250 06/15/2024 | 0.01% |
| EPR PROPERTIES 05.7500 CUM CV PFD | 0.01% |
| FHR 3249 PS 15.9349 12/15/2036 | 0.01% |
| FIDELITY NATIONAL INFORM 03.0000 08/15/2026 | 0.01% |
| GFL ENVIRONMENTA P/P 144A 08.5000 05/01/2027 | 0.01% |
| GNMA GII30 AY4779 04.5090 03/20/2067 | 0.01% |
| GNMA GII30 BA7681 04.6260 06/20/2067 | 0.01% |
| GW B-CR SECURITY P/P 144A 09.5000 11/01/2027 | 0.01% |
| HCA INC 05.0000 03/15/2024 | 0.01% |
| HUB INTL LTD P/P 144A 07.0000 05/01/2026 | 0.01% |
| IHEARTCOMMUNICATIONS INC 08.3750 05/01/2027 | 0.01% |
| JPMCC 2013-LC11 X IO 01.2610 04/15/2046 | 0.01% |
| KONINKLIJKE AHOLD DELHAIZE N SEDOL BD0Q398 | 0.01% |
| NABORS INDUSTRIES INC. 05.7500 02/01/2025 | 0.01% |
| NRG ENERGY INC P/P 144A 05.2500 06/15/2029 | 0.01% |
| NTT DATA CORP SEDOL 6125639 | 0.01% |
| PETROLEOS MEXICANOS P/P 144A 06.8400 01/23/2030 | 0.01% |
| SIX FLAGS ENT P/P 144A 05.5000 04/15/2027 | 0.01% |
| SMURFIT KAPPA TREASURY USD 07.5000 11/20/2025 | 0.01% |
| STARWOOD PROP TR 04.7500 03/15/2025 | 0.01% |
| T-MOBILE USA INC 04.7500 02/01/2028 | 0.01% |
| TMS INTL HLDG CORP P/P 144A 07.2500 08/15/2025 | 0.01% |
| UNIVISION COMM P/P 144A 05.1250 02/15/2025 | 0.01% |
| VONOVIA SE SEDOL BBJPFY1 | 0.01% |
| WERNER FINCO LP/INC P/P 144A 08.7500 07/15/2025 | 0.01% |
| WFMBS 2005-AR4 1A3 05.1537 04/25/2035 | 0.01% |
| ZURICH INSURANCE GROUP AG SEDOL 5983816 | 0.01% |
| ALBERTSONS COS LLC P/P 144A 07.5000 03/15/2026 | 0.01% |
| ALLY FINANCIAL INC 03.8750 05/21/2024 | 0.01% |
| BANK OF AMERICA CORP 02.8785 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% |
| BROOKFIELD RESID P/P 144A 06.2500 09/15/2027 | 0.01% |
| CAS 2019-R02 1M2 04.1228 08/25/2031 | 0.01% |
| CENOVUS ENERGY INC USD 06.7500 11/15/2039 | 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% |
| ENTERCOM MEDIA CORP P/P 144A 06.5000 05/01/2027 | 0.01% |
| EUTELSAT COMMUNICATIONS SEDOL B0M7KJ7 | 0.01% |
| FHR 3408 EK 18.0622 04/15/2037 | 0.01% |
| GENERAL MOTORS FINL CO 04.0000 01/15/2025 | 0.01% |
| GSMS 2012-GC6 D P/P 144A 05.6512 01/10/2045 | 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% |
| INFOR US INC 06.5000 05/15/2022 | 0.01% |
| INTELSAT CONNECT FIN P/P 144A 09.5000 02/15/2023 | 0.01% |
| KAMIGUMI CO LTD SEDOL 6482668 | 0.01% |
| MASTEC INC 04.8750 03/15/2023 | 0.01% |
| MSRR 2015-R4 CB1 02.8427 08/26/2047 | 0.01% |
| NATIONSTAR MORT/ 06.5000 07/01/2021 | 0.01% |
| NRG ENERGY INC 06.6250 01/15/2027 | 0.01% |
| SPRINGLEAF FINANCE CORP 06.8750 03/15/2025 | 0.01% |
| THE SHERWIN-WILLIAMS COMPANY 02.7500 06/01/2022 | 0.01% |
| TRANSDIGM INC P/P 144A 05.5000 11/15/2027 | 0.01% |
| TRAVELPORT TLB L+500 07.5413 05/30/2026 | 0.01% |
| TRI POINTE GROUP / HOMES 05.8750 06/15/2024 | 0.01% |
| USI INC/NY P/P 144A 06.8750 05/01/2025 | 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% |
| AMC ENT HOLDIN 05.8750 11/15/2026 | 0.01% |
| AMERICAN EXPRESS CO SEDOL 2026082 | 0.01% |
| BANK OF MONTREAL USD 03.8030 12/15/2032 | 0.01% |
| BAUSCH HLTH COS INC P/P 144A 09.0000 12/15/2025 | 0.01% |
| BERRY GLOBAL INC 05.1250 07/15/2023 | 0.01% |
| CARRIAGE SVCS INC P/P 144A 06.6250 06/01/2026 | 0.01% |
| CENTENE CORP 06.1250 02/15/2024 | 0.01% |
| CHENIERE CORP CHRIST 05.8750 03/31/2025 | 0.01% |
| CWALT 2005-27 1A1 02.5527 08/25/2035 | 0.01% |
| ESH HOSPITALITY INC P/P 144A 05.2500 05/01/2025 | 0.01% |
| EXXON MOBIL CORP SEDOL 2326618 | 0.01% |
| FIDELITY NATIONAL INFO SERV SEDOL 2769796 | 0.01% |
| FIFTH THIRD BANCORP 05.1000 12/29/2049 | 0.01% |
| GBP/USD CALL 1.33 20200123 BANKAM | 0.01% |
| GLP CAPITAL LP / FIN II 05.2500 06/01/2025 | 0.01% |
| HCA INC 05.2500 06/15/2026 | 0.01% |
| HSBC HOLDINGS PLC SEDOL 0540528 | 0.01% |
| JPMBB 2014-C19 XA IO 00.7533 04/15/2047 | 0.01% |
| JPMORGAN CHASE & CO 06.1000 02/01/2049 | 0.01% |
| KFC HLD/PIZZA HUT/TA P/P 144A 05.2500 06/01/2026 | 0.01% |
| LIONS GATE CAP HOLD P/P 144A 05.8750 11/01/2024 | 0.01% |
| LIONS GATE CAP HOLD P/P 144A 06.3750 02/01/2024 | 0.01% |
| LIVE NATION ENTERTAI P/P 144A 05.6250 03/15/2026 | 0.01% |
| LOUISIANA-PACIFIC CORPORATION 04.8750 09/15/2024 | 0.01% |
| MBX.FN30.450.09 R USL1M P 01/12/40 BC | 0.01% |
| MWST 2018-W1 A 02.6728 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% |
| NEC CORP SEDOL 6640400 | 0.01% |
| NETFLIX INC 04.8750 04/15/2028 | 0.01% |
| NEWELL BRANDS INC 04.2000 04/01/2026 | 0.01% |
| NEWFIELD EXPLORATION CO 05.7500 01/30/2022 | 0.01% |
| PANTHER BF AGGRE 2 P/P 144A 08.5000 05/15/2027 | 0.01% |
| PLAINS GP HOLDINGS LP-CL A SEDOL BDGHN95 | 0.01% |
| SUGAR HSP GAMING P/P 144A 05.8750 05/15/2025 | 0.01% |
| TENNANT CO 05.6250 05/01/2025 | 0.01% |
| TMX FIN LLC/TITLEMAX P/P 144A 11.1250 04/01/2023 | 0.01% |
| TORONTO-DOMINION BANK SEDOL 2897222 | 0.01% |
| USA COMPRESSION PART 06.8750 04/01/2026 | 0.01% |
| WFRBS 2012-C10 XA IO P/P 144A 01.5471 12/15/2045 | 0.01% |
| WH GROUP LTD SEDOL BLLHKZ1 | 0.01% |
| WYNDHAM HOTELS & RE P/P 144A 05.3750 04/15/2026 | 0.01% |
| AIR LIQUIDE SA SEDOL B1YXBJ7 | 0.01% |
| AMSTED INDUSTRIES P/P 144A 05.6250 07/01/2027 | 0.01% |
| APACHE CORPORATION 03.2500 04/15/2022 | 0.01% |
| ASCENT RESOURCES/AEU P/P 144A 10.0000 04/01/2022 | 0.01% |
| AUTOZONE INC SEDOL 2065955 | 0.01% |
| AXA SA SEDOL 7088429 | 0.01% |
| BAE SYSTEMS PLC SEDOL 0263494 | 0.01% |
| BANK OF MONTREAL SEDOL 2076009 | 0.01% |
| BEACON ROOFING SUPP P/P 144A 04.8750 11/01/2025 | 0.01% |
| BSCMS 2006-PW11 B P/P 144A 05.7745 03/11/2039 | 0.01% |
| BUILDERS FIRSTSOURCE P/P 144A 06.7500 06/01/2027 | 0.01% |
| CAS 2015-C02 2M2 05.8228 05/25/2025 | 0.01% |
| CHEMOURS CO 07.0000 05/15/2025 | 0.01% |
| CIT GROUP INC 05.0000 08/01/2023 | 0.01% |
| COMPASS GROUP PLC SEDOL BD6K457 | 0.01% |
| CROWN CORK & SEAL CO INC 07.3750 12/15/2026 | 0.01% |
| DENBURY RESOURCES IN P/P 144A 09.0000 05/15/2021 | 0.01% |
| DOLLAR TREE INC SEDOL 2272476 | 0.01% |
| DTE ENERGY COMPANY SEDOL 2280220 | 0.01% |
| FEDEX CORP 02.6250 08/01/2022 | 0.01% |
| FHR 2990 LB 12.0351 06/15/2034 | 0.01% |
| FREEDOM MTGE CORP P/P 144A 08.1250 11/15/2024 | 0.01% |
| FREEDOM MTGE CORP P/P 144A 08.2500 04/15/2025 | 0.01% |
| FRONTIER COMM 11.0000 09/15/2025 | 0.01% |
| GATES GLOBAL LLC P/P 144A 06.0000 07/15/2022 | 0.01% |
| GOEASY LTD P/P 144A 07.8750 11/01/2022 | 0.01% |
| KFC HLD/PIZZA HUT/TA P/P 144A 05.0000 06/01/2024 | 0.01% |
| LIBERTY MEDIA COR-SIRIUSXM C SEDOL BD8QGH9 | 0.01% |
| NOVELIS CORP P/P 144A 06.2500 08/15/2024 | 0.01% |
| NRG ENERGY INC. 07.2500 05/15/2026 | 0.01% |
| NTT DOCOMO INC SEDOL 6129277 | 0.01% |
| PENN NATIONAL GAMING P/P 144A 05.6250 01/15/2027 | 0.01% |
| PORSCHE AUTOMOBIL HLDG-PRF SEDOL 7101069 | 0.01% |
| QORVO INC 05.5000 07/15/2026 | 0.01% |
| QUEST DIAGNOSTICS INC SEDOL 2702791 | 0.01% |
| RIO TINTO LTD SEDOL 6220103 | 0.01% |
| ROSS STORES INC SEDOL 2746711 | 0.01% |
| SCOTTS MIRACLE-GRO P/P 144A 04.5000 10/15/2029 | 0.01% |
| STACR 2017-DNA3 M2 04.3228 03/25/2030 | 0.01% |
| SWIRE PROPERTIES LTD SEDOL B67C2G0 | 0.01% |
| TALLGRASS NRG PRTNR P/P 144A 05.5000 01/15/2028 | 0.01% |
| TRANSOCEAN SENTR P/P 144A 05.3750 05/15/2023 | 0.01% |
| UNIVAR USA INC P/P 144A 06.7500 07/15/2023 | 0.01% |
| WALT DISNEY CO/THE SEDOL 2270726 | 0.01% |
| WEEKLEY HOMES LLC 06.0000 02/01/2023 | 0.01% |
| WESTPAC BANKING CORP USD 04.8750 11/19/2019 | 0.01% |
| WMG ACQUISITION CORP P/P 144A 05.0000 08/01/2023 | 0.01% |
| WPX ENERGY INC 05.2500 10/15/2027 | 0.01% |
| ALLIANT HOLDINGS P/P 144A 06.7500 10/15/2027 | 0.01% |
| AMER TRANS SYST P/P 144A 05.0000 09/01/2044 | 0.01% |
| ASP AMC MERGER SUB P/P 144A 08.0000 05/15/2025 | 0.01% |
| AUD/USD 01/15/2020 RBSF | 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% |
| BROOKFIELD RESID PRO P/P 144A 06.1250 07/01/2022 | 0.01% |
| BWAY CORP TLB L+325 05.2343 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% |
| CENTENE CORP 04.7500 05/15/2022 | 0.01% |
| CHOCOLADEFABRIKEN LINDT-PC SEDOL 5962280 | 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 WORLD P/P 144A 09.2500 02/15/2024 | 0.01% |
| CLEAR CHANNEL WORLDW P/P 144A 05.1250 08/15/2027 | 0.01% |
| COMMSCOPE TECH LLC P/P 144A 06.0000 06/15/2025 | 0.01% |
| CROWN AMER/CAP 04.7500 02/01/2026 | 0.01% |
| EL PASO NATURAL GAS 08.3750 06/15/2032 | 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% |
| GNR 2012-141 WI IO 03.5000 11/20/2041 | 0.01% |
| HANESBRANDS INC P/P 144A 04.6250 05/15/2024 | 0.01% |
| ICAHN ENTER/FIN 06.7500 02/01/2024 | 0.01% |
| ICAHN ENTERPRISES/FI 06.2500 02/01/2022 | 0.01% |
| JAGUAR HL / PPDI P/P 144A 06.3750 08/01/2023 | 0.01% |
| JELD-WEN INC P/P 144A 04.6250 12/15/2025 | 0.01% |
| KFC HLD/PIZZA HUT/TA P/P 144A 04.7500 06/01/2027 | 0.01% |
| KIMBERLY-CLARK CORP SEDOL 2491839 | 0.01% |
| KLEPIERRE SEDOL 7582556 | 0.01% |
| L3HARRIS TECHNOLOGIES INC SEDOL BK9DTN5 | 0.01% |
| LIVE NATION ENT P/P 144A 04.8750 11/01/2024 | 0.01% |
| MATTAMY GROUP CORP P/P 144A 06.8750 12/15/2023 | 0.01% |
| MEG ENERGY CORP P/P 144A 06.5000 01/15/2025 | 0.01% |
| MERCER INTL INC USD 06.5000 02/01/2024 | 0.01% |
| MIZUHO FINANCIAL GROUP INC SEDOL 6591014 | 0.01% |
| NORTHROP GRUMMAN CORP SEDOL 2648806 | 0.01% |
| PRUDENTIAL FINANCIAL INC 05.6250 06/15/2043 | 0.01% |
| RESIDEO FUNDING INC P/P 144A 06.1250 11/01/2026 | 0.01% |
| ROBERTSHAW US HOLDING L+325 05.0625 02/28/2025 | 0.01% |
| SABRE GLBL INC P/P 144A 05.3750 04/15/2023 | 0.01% |
| SS&C TECH INC P/P 144A 05.5000 09/30/2027 | 0.01% |
| STACR 2018-HQA2 M2 04.1228 10/25/2048 | 0.01% |
| TRANSOCEAN PONTUS LT P/P 144A 06.1250 08/01/2025 | 0.01% |
| VERTIV INT HOLD CORP P/P 144A 12.0000 02/15/2022 | 0.01% |
| VISTRA ENERGY CORP P/P 144A 08.1250 01/30/2026 | 0.01% |
| VISTRA OPERATION P/P 144A 05.0000 07/31/2027 | 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 08.2500 08/01/2023 | 0.01% |
| Z HOLDINGS CORP SEDOL 6084848 | 0.01% |
| ALLEGHENY TECHNOLOGIES 05.9500 01/15/2021 | 0.00% |
| ANTERO RESOURCES FIN 05.1250 12/01/2022 | 0.00% |
| ASCEND LEARNING LLC P/P 144A 06.8750 08/01/2025 | 0.00% |
| AUD/USD 01/15/2020 UBS | 0.00% |
| BERRY GLOBAL INC P/P 144A 05.6250 07/15/2027 | 0.00% |
| BUILDERS FIRSTSOURCE P/P 144A 05.6250 09/01/2024 | 0.00% |
| CHEMOURS CO 06.6250 05/15/2023 | 0.00% |
| CHESAPEAKE ENERGY CORPORATION 08.0000 01/15/2025 | 0.00% |
| CONCHO RESOURCES INC 03.7500 10/01/2027 | 0.00% |
| CROWN CASTLE INTL CORP 04.8750 04/15/2022 | 0.00% |
| DIRECT LINE INSURANCE GROUP SEDOL BY9D0Y1 | 0.00% |
| EIFFAGE SEDOL B13X013 | 0.00% |
| EOG RESOURCES INC 04.1500 01/15/2026 | 0.00% |
| GENERAL DYNAMICS CORP SEDOL 2365161 | 0.00% |
| GLP CAPITAL LP / FIN II 05.3750 04/15/2026 | 0.00% |
| GMAC CAPITAL TRUST I PCT 07.9431 | 0.00% |
| GNR 2013-14 IO IO 03.5000 12/20/2042 | 0.00% |
| GO DADDY OPCO/FINCO P/P 144A 05.2500 12/01/2027 | 0.00% |
| HARVEY NORMAN HOLDINGS LTD SEDOL 6173508 | 0.00% |
| HKT TRUST AND HKT LTD-SS SEDOL B4TXDZ3 | 0.00% |
| HOLOGIC INC P/P 144A 04.3750 10/15/2025 | 0.00% |
| ICAHN ENTER P/P 144A 04.7500 09/15/2024 | 0.00% |
| IHEARTCOMMUNICATIONS INC 06.3750 05/01/2026 | 0.00% |
| IHS MARKIT LTD USD 04.7500 08/01/2028 | 0.00% |
| INDIGO NATURAL P/P 144A 06.8750 02/15/2026 | 0.00% |
| JELD-WEN INC P/P 144A 04.8750 12/15/2027 | 0.00% |
| KERRY PROPERTIES LTD SEDOL 6486314 | 0.00% |
| KRATON POLYMERS LLC/ P/P 144A 07.0000 04/15/2025 | 0.00% |
| LEVEL 3 FIN INC P/P 144A 04.6250 09/15/2027 | 0.00% |
| LEVEL 3 FINANCING INC 05.6250 02/01/2023 | 0.00% |
| MAUSER PACKAGING SOL P/P 144A 05.5000 04/15/2024 | 0.00% |
| MERCER INTL INC USD 05.5000 01/15/2026 | 0.00% |
| MITSUI AND CO LTD SEDOL 6597302 | 0.00% |
| MOLINA HEALTHCARE IN 05.3750 11/15/2022 | 0.00% |
| NETFLIX INC P/P 144A 05.3750 11/15/2029 | 0.00% |
| NETFLIX INC. 06.3750 05/15/2029 | 0.00% |
| NEWCREST MINING LTD SEDOL 6637101 | 0.00% |
| NIPPON STEEL CORP SEDOL 6642569 | 0.00% |
| OASIS PETROLEUM INC 06.8750 03/15/2022 | 0.00% |
| OCCIDENTAL PETROLEUM CORP SEDOL 2655408 | 0.00% |
| ORACLE CORP JAPAN SEDOL 6141680 | 0.00% |
| ORKLA ASA SEDOL B1VQF42 | 0.00% |
| PARK-OHIO INDUSTRIES INC 06.6250 04/15/2027 | 0.00% |
| PENSKE AUTO GRP INC 05.7500 10/01/2022 | 0.00% |
| PENSKE AUTOMOTIVE GROUP 05.5000 05/15/2026 | 0.00% |
| PLANTRONICS INC P/P 144A 05.5000 05/31/2023 | 0.00% |
| RENAISSANCERE HOLDINGS LTD SEDOL 2728429 | 0.00% |
| REPUBLIC OF VENEZUELA REGS 08.2500 10/13/2024 | 0.00% |
| REVLON CONS TLB L+350 05.6241 09/07/2023 | 0.00% |
| ROBERTSHAW TL 2L L+800 09.8125 02/28/2026 | 0.00% |
| ROSE ROCK MIDSTREAM/ 05.6250 07/15/2022 | 0.00% |
| SESI LLC 07.1250 12/15/2021 | 0.00% |
| SINCLAIR TELEVISION P/P 144A 05.6250 08/01/2024 | 0.00% |
| SINGAPORE EXCHANGE LTD SEDOL 6303866 | 0.00% |
| SM ENERGY CO 06.1250 11/15/2022 | 0.00% |
| SM ENERGY CO 06.7500 09/15/2026 | 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% |
| SPRINGLEAF FINANCE CORP 06.6250 01/15/2028 | 0.00% |
| SPRINGLEAF FINANCE CORP 07.1250 03/15/2026 | 0.00% |
| STEEL DYNAMICS INC 05.5000 10/01/2024 | 0.00% |
| SWISS PRIME SITE-REG SEDOL B083BH4 | 0.00% |
| TARGA RESOURCES PART P/P 144A 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% |
| TENET HEALTHCARE P/P 144A 06.2500 02/01/2027 | 0.00% |
| TRANSDIGM INC. 06.5000 07/15/2024 | 0.00% |
| TRANSOCEAN POSEIDON P/P 144A 06.8750 02/01/2027 | 0.00% |
| UNITEDHEALTH GROUP INC SEDOL 2917766 | 0.00% |
| US BANCORP SEDOL 2736035 | 0.00% |
| VERTIV GROUP CORP P/P 144A 09.2500 10/15/2024 | 0.00% |
| VISTRA OPERATIONS CO P/P 144A 05.6250 02/15/2027 | 0.00% |
| WELLCARE HEALTH PLANS 05.2500 04/01/2025 | 0.00% |
| WESFARMERS LTD SEDOL 6948836 | 0.00% |
| YUM! BRANDS INC P/P 144A 04.7500 01/15/2030 | 0.00% |
| 1.3935 R ISWP US0003M P 10/04/2024 | 0.00% |
| 1011778 BC / NEW RED P/P 144A 04.2500 05/15/2024 | 0.00% |
| ABC SUPPLY CO INC P/P 144A 04.0000 01/15/2028 | 0.00% |
| ABC SUPPLY CO INC P/P 144A 05.7500 12/15/2023 | 0.00% |
| ABC-MART INC SEDOL 6292102 | 0.00% |
| AES CORP/THE 04.5000 03/15/2023 | 0.00% |
| AES CORP/THE 05.1250 09/01/2027 | 0.00% |
| AMC ENTERTAINMENT HLDGS 06.1250 05/15/2027 | 0.00% |
| ANTERO RESOURCES 05.3750 11/01/2021 | 0.00% |
| AUTOMATION TOOLING S P/P 144A 06.5000 06/15/2023 | 0.00% |
| BAUSCH HLTH COS INC P/P 144A 06.5000 03/15/2022 | 0.00% |
| BAUSCH HLTH COS INC P/P 144A 07.0000 01/15/2028 | 0.00% |
| BAYTEX ENERGY CORP P/P 144A 05.6250 06/01/2024 | 0.00% |
| BEACON ROOFING SUPPL P/P 144A 04.5000 11/15/2026 | 0.00% |
| BOMBARDIER INC P/P 144A 08.7500 12/01/2021 | 0.00% |
| BOYD GAMING CORPORATION 06.0000 08/15/2026 | 0.00% |
| BOYD GAMING CORPORATION 06.8750 05/15/2023 | 0.00% |
| CALIFORNIA RESOURC TL L+475 06.5496 12/31/2022 | 0.00% |
| CBS OUT AMER CAP LLC 05.8750 03/15/2025 | 0.00% |
| CENTENE ESCROW I CO P/P 144A 05.3750 06/01/2026 | 0.00% |
| CHEMOURS CO 05.3750 05/15/2027 | 0.00% |
| CHS/COMMUNITY HEALTH P/P 144A 08.0000 03/15/2026 | 0.00% |
| CINEMARK USA INC 05.1250 12/15/2022 | 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% |
| COMM 2014-CR18 XA IO 01.0041 07/15/2047 | 0.00% |
| COMMSCOPE INC P/P 144A 06.0000 03/01/2026 | 0.00% |
| CPG INTL TL L+375 05.9333 05/05/2024 | 0.00% |
| CREDIT ACCEPTANC P/P 144A 06.6250 03/15/2026 | 0.00% |
| CVS PASS-THROUGH TRUST 06.0360 12/10/2028 | 0.00% |
| DISH NETWORK CV 03.3750 08/15/2026 | 0.00% |
| DUN & BRADSTREET COR P/P 144A 06.8750 08/15/2026 | 0.00% |
| ELI LILLY & CO SEDOL 2516152 | 0.00% |
| FISERV INC SEDOL 2342034 | 0.00% |
| FNR 2005-106 JC 14.4721 12/25/2035 | 0.00% |
| FNR 2005-75 GS 14.7818 08/25/2035 | 0.00% |
| FREEPORT-MCMORAN INC 05.4500 03/15/2043 | 0.00% |
| GATES GLOBAL TLB L+275 04.5359 03/31/2024 | 0.00% |
| GNR 2010-9 UI IO 05.0000 01/20/2040 | 0.00% |
| GNR 2015-124 NI IO 03.5000 06/20/2039 | 0.00% |
| HONGKONG LAND HOLDINGS LTD SEDOL 6434915 | 0.00% |
| INTEL CORP SEDOL 2463247 | 0.00% |
| INTERNATIONAL LEASE FIN CORP 05.8750 08/15/2022 | 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% |
| IRON MOUNTAIN INC P/P 144A 05.2500 03/15/2028 | 0.00% |
| ISTAR INC. 05.2500 09/15/2022 | 0.00% |
| JFE HOLDINGS INC SEDOL 6543792 | 0.00% |
| JO-ANN STORES TL L+500 06.9340 10/16/2023 | 0.00% |
| JOHNSON CONTROLS INTERNATION SEDOL BY7QL61 | 0.00% |
| JOSEPH T RYERSON & S P/P 144A 11.0000 05/15/2022 | 0.00% |
| LOEWS CORP SEDOL 2523022 | 0.00% |
| MASONITE INTL C P/P 144A 05.3750 02/01/2028 | 0.00% |
| MAXIM INTEGRATED PRODUCTS SEDOL 2573760 | 0.00% |
| MEG ENERGY CORP P/P 144A 06.3750 01/30/2023 | 0.00% |
| MERCK & CO INC 01.8500 02/10/2020 | 0.00% |
| MGM GROWTH/MGM FINANCE 04.5000 01/15/2028 | 0.00% |
| MGM RESORTS INTL 06.6250 12/15/2021 | 0.00% |
| MGP ESCROW ISSUER/CO 05.6250 05/01/2024 | 0.00% |
| MTR CORP SEDOL 6290054 | 0.00% |
| NEXSTAR ESCROW P/P 144A 05.6250 07/15/2027 | 0.00% |
| NOBLE HLDG INTL LTD P/P 144A 07.8750 02/01/2026 | 0.00% |
| NRG ENERGY INC 05.7500 01/15/2028 | 0.00% |
| NUCOR CORP SEDOL 2651086 | 0.00% |
| PENSKE AUTOMOTIVE GROUP 05.3750 12/01/2024 | 0.00% |
| PETROBRAS GLOBAL FIN USD 05.2990 01/27/2025 | 0.00% |
| POMEGRANATE MERGER S P/P 144A 09.7500 05/01/2023 | 0.00% |
| SANOFI SEDOL 5671735 | 0.00% |
| STACR 2019-HQA1 M2 04.1728 02/25/2049 | 0.00% |
| T-MOBILE USA INC 04.5000 02/01/2026 | 0.00% |
| TECK RESOURCES LIMITED USD 03.7500 02/01/2023 | 0.00% |
| TOYOTA MOTOR CORP SEDOL 6900643 | 0.00% |
| TRONOX FINANCE PLC P/P 144A 05.7500 10/01/2025 | 0.00% |
| WM MORRISON SUPERMARKETS SEDOL 0604316 | 0.00% |
| ABC SUPPLY CO INC P/P 144A 05.8750 05/15/2026 | 0.00% |
| AIB GROUP PLC SEDOL BF0L353 | 0.00% |
| AIR MEDICAL MERGER S P/P 144A 06.3750 05/15/2023 | 0.00% |
| AMC ENTERTAINMENT HLDGS 05.7500 06/15/2025 | 0.00% |
| AROUNDTOWN SA SEDOL BF0CK44 | 0.00% |
| AUD/JPY PUT 70.00 20200214 CITI | 0.00% |
| AUD/JPY PUT 70.00 20200214 GSFX | 0.00% |
| BANK OF AMERICA CORP 06.5000 10/29/2049 | 0.00% |
| BERRY GLOBAL INC P/P 144A 04.5000 02/15/2026 | 0.00% |
| BOYD GAMING CORP 06.3750 04/01/2026 | 0.00% |
| CABLEVISION SYS CORP 08.0000 04/15/2020 | 0.00% |
| CBS OUT AMER CAP LLC 05.6250 02/15/2024 | 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% |
| COMSTOCK RESOURCES 09.7500 08/15/2026 | 0.00% |
| CPG MERGER SUB LLC P/P 144A 08.0000 10/01/2021 | 0.00% |
| CREDIT ACCEPTANC 07.3750 03/15/2023 | 0.00% |
| DELTA AIR LINES 2009 1A 07.7500 12/17/2019 | 0.00% |
| ECOLAB INC SEDOL 2304227 | 0.00% |
| ENERGIZER HLDG INC P/P 144A 06.3750 07/15/2026 | 0.00% |
| EQUINIX INC 05.8750 01/15/2026 | 0.00% |
| FNR 2006-62 PS 28.9635 07/25/2036 | 0.00% |
| FRAC TECH INTL TLB L+475 06.5359 04/16/2021 | 0.00% |
| GNMA GII30 BN1506 04.5000 05/20/2049 | 0.00% |
| GNMA GII30 BN1509 05.0000 05/20/2049 | 0.00% |
| HEINEKEN HOLDING NV SEDOL B0CCH46 | 0.00% |
| INCEPTION MRGR/RACK P/P 144A 08.6250 11/15/2024 | 0.00% |
| JAPAN TOBACCO INC SEDOL 6474535 | 0.00% |
| JARDINE MATHESON HLDGS LTD SEDOL 6472119 | 0.00% |
| JO-ANN STORES 2NDL L+925 11.0730 05/21/2024 | 0.00% |
| LIVE NATION ENT P/P 144A 04.7500 10/15/2027 | 0.00% |
| MATTAMY GROUP CORP P/P 144A 06.5000 10/01/2025 | 0.00% |
| NATIONAL AUSTRALIA BANK LTD SEDOL 6624608 | 0.00% |
| NEIMAN MARCUS TL L+600 07.9895 10/25/2023 | 0.00% |
| NETFLIX INC P/P 144A 04.8750 06/15/2030 | 0.00% |
| NINE ENERGY SERVICE P/P 144A 08.7500 11/01/2023 | 0.00% |
| REALOGY GRP / CO P/P 144A 09.3750 04/01/2027 | 0.00% |
| REPUBLIC OF VENEZUELA REGS 09.0000 05/07/2023 | 0.00% |
| RTL GROUP SEDOL B1BK209 | 0.00% |
| RUB/USD 12/18/2019 BANKAM | 0.00% |
| RUB/USD 12/18/2019 GSFX | 0.00% |
| SAMPO OYJ-A SHS SEDOL 5226038 | 0.00% |
| SES SEDOL B00ZQQ2 | 0.00% |
| SM ENERGY CO 05.0000 01/15/2024 | 0.00% |
| SPECTRUM BRANDS INC 06.1250 12/15/2024 | 0.00% |
| SPRINT CAPITAL CORPORATION 06.8750 11/15/2028 | 0.00% |
| STEEL DYNAMICS INC 05.0000 12/15/2026 | 0.00% |
| T-MOBILE USA INC. 04.0000 04/15/2022 | 0.00% |
| TARGA RESOURCES PART P/P 144A 06.8750 01/15/2029 | 0.00% |
| TRANSOCEAN INC 07.5000 04/15/2031 | 0.00% |
| TREASURY BILL 00.0000 04/16/2020 | 0.00% |
| UBSBB 2012-C4 XA IO P/P 144A 01.6299 12/10/2045 | 0.00% |
| USA COM PART/USA COM P/P 144A 06.8750 09/01/2027 | 0.00% |
| VIPER ENERGY P/P 144A 05.3750 11/01/2027 | 0.00% |
| WELLCARE HLTH PLANS P/P 144A 05.3750 08/15/2026 | 0.00% |
| WEWORK COS INC P/P 144A 07.8750 05/01/2025 | 0.00% |
| WMG ACQUISITION CORP P/P 144A 05.5000 04/15/2026 | 0.00% |
| ZEKELMAN IND INC P/P 144A 09.8750 06/15/2023 | 0.00% |
| ALLY FINANCIAL INC 08.0000 03/15/2020 | 0.00% |
| ALTRIA GROUP INC | 0.00% |
| ARCELORMITTAL USD 06.1250 06/01/2025 | 0.00% |
| ASCENT RESOURCES/AR P/P 144A 07.0000 11/01/2026 | 0.00% |
| AUD/USD 01/15/2020 SSBT | 0.00% |
| AZRIELI GROUP LTD SEDOL B5MN1W0 | 0.00% |
| BERRY GLOBAL INC 05.5000 05/15/2022 | 0.00% |
| CHESAPEAKE ENERGY CORP 08.0000 06/15/2027 | 0.00% |
| CINEMARK USA INC 04.8750 06/01/2023 | 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.7 2047-01-17 500.0 01/17/2047 CS | 0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS | 0.00% |
| CNP ASSURANCES SEDOL 5543986 | 0.00% |
| EAGLE HLDG CO II LLC P/P 144A 07.7500 05/15/2022 | 0.00% |
| ELDORADO RESORTS INC 07.0000 08/01/2023 | 0.00% |
| FHR 3300 PO PO 00.0000 02/15/2037 | 0.00% |
| FORD MOTOR CO SEDOL 2615468 | 0.00% |
| FRESENIUS MEDICAL CARE AG & SEDOL 5129074 | 0.00% |
| GBP/USD 12/18/2019 BCAP-FX | 0.00% |
| GBP/USD 12/18/2019 SSBT | 0.00% |
| GENON 939CER907 | 0.00% |
| IHS MARKIT LTD P/P 144A 04.0000 03/01/2026 | 0.00% |
| INSTALLED BUILDI P/P 144A 05.7500 02/01/2028 | 0.00% |
| JPY/USD 11/20/2019 JPMCB | 0.00% |
| KINDER MORGAN INC/DELAWA 07.7500 01/15/2032 | 0.00% |
| LAMB WESTON HOLDINGS P/P 144A 04.6250 11/01/2024 | 0.00% |
| LENNAR CORP 05.8750 11/15/2024 | 0.00% |
| MBX.FN30.500.09 R USL1M P 01/12/40 BC | 0.00% |
| MERCER INTL INC USD 07.3750 01/15/2025 | 0.00% |
| MOLINA HEALTHCARE IN P/P 144A 04.8750 06/15/2025 | 0.00% |
| MXN/USD 01/15/2020 BANKAM | 0.00% |
| NATIONAL GRID PLC SEDOL BDR05C0 | 0.00% |
| NATIONSTAR MTG P/P 144A 09.1250 07/15/2026 | 0.00% |
| NEW GOLD INC P/P 144A 06.2500 11/15/2022 | 0.00% |
| NEWS CORP - CLASS A SEDOL BBGVT40 | 0.00% |
| NN GROUP NV SEDOL BNG8PQ9 | 0.00% |
| NOBLE HOLDING INTL LTD USD 07.7500 01/15/2024 | 0.00% |
| OASIS PETROLEUM INC P/P 144A 06.2500 05/01/2026 | 0.00% |
| PANTHER BF AGGREGA P/P 144A 06.2500 05/15/2026 | 0.00% |
| PUBLICIS GROUPE SEDOL 4380429 | 0.00% |
| QORVO INC SEDOL BR9YYP4 | 0.00% |
| QUEBECOR MEDIA INC USD 05.7500 01/15/2023 | 0.00% |
| RACKSPACE HOSTING INC L+300 04.9021 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% |
| SECOM CO LTD SEDOL 6791591 | 0.00% |
| SPRINT COMMUNICATIONS INC. 07.0000 08/15/2020 | 0.00% |
| STACR 2019-DNA2 M2 04.2728 03/25/2049 | 0.00% |
| SWEDISH MATCH AB SEDOL 5048566 | 0.00% |
| T-MOBILE USA INC 06.0000 03/01/2023 | 0.00% |
| TD AMERITRADE HOLDING CORP SEDOL 2983154 | 0.00% |
| THE AES CORPORATION 04.8750 05/15/2023 | 0.00% |
| TIAAC 2003-1A E 144A 08.0000 12/28/2038 | 0.00% |
| VALARIS PLC USD 07.7500 02/01/2026 | 0.00% |
| WASTE PRO USA INC P/P 144A 05.5000 02/15/2026 | 0.00% |
| AIR LEASE CORP 02.5000 03/01/2021 | 0.00% |
| AKZO NOBEL N.V. SEDOL BJ2KSG2 | 0.00% |
| ANTERO RESOURCES COR 05.6250 06/01/2023 | 0.00% |
| ATHENE HOLDING LTD-CLASS A SEDOL BZ13MZ1 | 0.00% |
| AUD/USD 01/15/2020 HSBCB | 0.00% |
| BRL/USD 02/04/2020 GSFX | 0.00% |
| CALIFORNIA RESOURCES P/P 144A 08.0000 12/15/2022 | 0.00% |
| CALPINE CORP P/P 144A 05.8750 01/15/2024 | 0.00% |
| CANADIAN UTILITIES LTD-A SEDOL 2172639 | 0.00% |
| CIGNA CORP SEDOL BHJ0775 | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 JP | 0.00% |
| CMB CMBX.NA.A.7 2047-01-17 200.0 01/17/2047 JP | 0.00% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 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.12 2061-08-17 500.0 08/17/2061 JP | 0.00% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 JP | 0.00% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 JP | 0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CS | 0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS | 0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 ML | 0.00% |
| CONTINENTAL RESOURCES 05.0000 09/15/2022 | 0.00% |
| ELDORADO RESORTS INC 06.0000 09/15/2026 | 0.00% |
| ENERGIZER HLDG INC P/P 144A 07.7500 01/15/2027 | 0.00% |
| EUR/USD 12/18/2019 BANKAM | 0.00% |
| EUR/USD 12/18/2019 BCAP-FX | 0.00% |
| EUR/USD 12/18/2019 CSI-FX | 0.00% |
| FNR 2005-83 QP 12.6549 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% |
| GETLINK SE SEDOL B292JQ9 | 0.00% |
| GLENCORE PLC SEDOL B4T3BW6 | 0.00% |
| GNR 2010-9 QI IO 04.5000 01/20/2040 | 0.00% |
| H LUNDBECK A/S SEDOL 7085259 | 0.00% |
| HCA INC. 07.5000 02/15/2022 | 0.00% |
| IHEARTMEDIA INC - CLASS A SEDOL BJVR9Y9 | 0.00% |
| IHEARTMEDIA TL L+400 05.7814 05/01/2026 | 0.00% |
| INTERCONTINENTAL EXCHANGE IN SEDOL BFSSDS9 | 0.00% |
| IOS.FN30.350.12 R USL1M P 01/12/43 BC | 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% |
| IOS.FN30.600.08 R USL1M P 01/12/39 GS | 0.00% |
| KYUSHU RAILWAY COMPANY SEDOL BD2BST6 | 0.00% |
| LABORATORY CRP OF AMER HLDGS SEDOL 2586122 | 0.00% |
| MALLINCKRODT FIN/SB P/P 144A 05.5000 04/15/2025 | 0.00% |
| MEG ENERGY CORP P/P 144A 07.0000 03/31/2024 | 0.00% |
| MSC 2007-HQ11 C 05.5580 02/12/2044 | 0.00% |
| NABORS INDUSTRIES INC. 05.5000 01/15/2023 | 0.00% |
| NOK/USD 12/18/2019 SSBT | 0.00% |
| NZD/USD 01/15/2020 UBS | 0.00% |
| ONO PHARMACEUTICAL CO LTD SEDOL 6660107 | 0.00% |
| ORACLE CORP 02.5000 05/15/2022 | 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% |
| STANDARD IND INC P/P 144A 04.7500 01/15/2028 | 0.00% |
| STEEL DYNAMICS INC 04.1250 09/15/2025 | 0.00% |
| SUBARU CORP SEDOL 6356406 | 0.00% |
| T-MOBILE USA INC 05.3750 04/15/2027 | 0.00% |
| TOWNSQUARE MEDIA INC P/P 144A 06.5000 04/01/2023 | 0.00% |
| TRANSDIGM INC 06.5000 05/15/2025 | 0.00% |
| 1.45 R ISWP FWD US0003M P 12/18/2024 | 0.00% |
| 1.512 R ISWP US0003M P 10/04/2021 | 0.00% |
| ADVANZ PHARMA CORP SEDOL BH4P601 | 0.00% |
| AUD/USD PUT 0.655 20200109 UBS | 0.00% |
| AVAYA INC ESCROW P/P 144A 07.0000 04/01/2020 | 0.00% |
| BACM 2005-1 XW IO P/P 144A 00.0000 11/10/2042 | 0.00% |
| BACM 2007-5 XW IO P/P 144A 00.0000 02/10/2051 | 0.00% |
| BRL/USD 02/04/2020 CITI | 0.00% |
| BSCMS 04-PR3I X1 IO 00.0000 02/11/2041 | 0.00% |
| BSCMS 06-PW14 X1 IO P/P 144A 00.3088 12/11/2038 | 0.00% |
| BSCMS 2006-PW11 C P/P 144A 05.7745 03/11/2039 | 0.00% |
| CAD/USD 01/15/2020 JPMCB | 0.00% |
| CGCMT 2006-C5 XC IO P/P 144A 00.5203 10/15/2049 | 0.00% |
| CHESAPEAKE ENERGY CORP 05.7500 03/15/2023 | 0.00% |
| CHF/USD 12/18/2019 JPMCB | 0.00% |
| CLEAR CHANNEL OUTDOOR HOLDIN SEDOL BJHVCH9 | 0.00% |
| CLP/USD 01/15/2020 GSFX | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 JP | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 JP | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 ML | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 ML | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 MS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 MS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 MS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 MS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 MS | 0.00% |
| CMB CMBX.NA.A.7 2047-01-17 200.0 01/17/2047 CG | 0.00% |
| CMB CMBX.NA.A.7 2047-01-17 200.0 01/17/2047 GS | 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 ML | 0.00% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 ML | 0.00% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 MS | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 MS | 0.00% |
| CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 MS | 0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CG | 0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CG | 0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CS | 0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS | 0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS | 0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 JP | 0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 MS | 0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 MS | 0.00% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 CG | 0.00% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 CS | 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 GS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 JP | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 JP | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 BA | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 BA | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 BA | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 CS | 0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 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% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 JP | 0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 JP | 0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 ML | 0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 MS | 0.00% |
| COMM 2006-C8 XS IO P/P 144A 00.3595 12/10/2046 | 0.00% |
| CSFB 2003-C3 AX IO P/P 144A 02.0025 05/15/2038 | 0.00% |
| DKK/USD 12/18/2019 CITI | 0.00% |
| ESC CHESAPEAKEOILFIELD 06.6250 11/15/2020 | 0.00% |
| ESC SEVENTYSEVENERG 06.5000 07/15/2022 | 0.00% |
| EUR/NOK PUT 9.85 20200121 GSFX | 0.00% |
| EUR/SEK PUT 10.50 20191121 CITI | 0.00% |
| EUR/USD 12/18/2019 CITI | 0.00% |
| EUR/USD 12/18/2019 JPMCB | 0.00% |
| EUR/USD PUT 1.08 20200103 BANKAM | 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 12/18/2019 HSBCB | 0.00% |
| GNR 2006-36 OD PO 00.0000 07/16/2036 | 0.00% |
| HKD/USD 11/20/2019 BCAP-FX | 0.00% |
| INTELSAT JACKSON HLD P/P 144A 08.0000 02/15/2024 | 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 00.4507 09/12/2037 | 0.00% |
| JPMCC 06-LDP6 X1 IO P/P 144A 00.0000 04/15/2043 | 0.00% |
| JPMCC 2006-LDP8 X IO 00.3045 05/15/2045 | 0.00% |
| KEANE GROUP TLB L+375 05.5625 05/25/2025 | 0.00% |
| LBUBS 2005-C7 XCL IO P/P 144A 00.3174 11/15/2040 | 0.00% |
| MEZZ 2005-C3 X IO P/P 144A 06.7220 05/15/2044 | 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 05.8113 12/15/2049 | 0.00% |
| MLMT 2005-MCP1 XC IO P/P 144A 00.0012 06/12/2043 | 0.00% |
| MWO HOLDINGS LLC | 0.00% |
| NINE POINT ENERGY CNV PRF | 0.00% |
| NINE POINT ENERGY COM | 0.00% |
| NOK/USD 12/18/2019 JPMCB | 0.00% |
| NZD/USD 01/15/2020 CITI | 0.00% |
| NZD/USD 01/15/2020 HSBCB | 0.00% |
| SEK/USD 12/18/2019 JPMCB | 0.00% |
| SEK/USD 12/18/2019 UBS | 0.00% |
| SGD/USD 11/20/2019 JPMCB | 0.00% |
| SPEC BRNDS ESCROW CO 06.6250 11/15/2022 | 0.00% |
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| TEXAS COHLD TCEH ESCROW 11.5000 10/01/2020 | 0.00% |
| TRANSOCEAN INC P/P 144A 09.0000 07/15/2023 | 0.00% |
| TXU TCEH RIGHTS | 0.00% |
| AUD/JPY PUT 66.00 20200214 GSFX | -0.00% |
| CAD/USD 01/15/2020 BCAP-FX | -0.00% |
| CAD/USD 01/15/2020 SSBT | -0.00% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 JP | -0.00% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 JP | -0.00% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 MS | -0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CG | -0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CG | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 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-.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% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.00% |
| EUR/USD 12/18/2019 RBSF | -0.00% |
| EUR/USD 12/18/2019 SSBT | -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% |
| SEK/USD 12/18/2019 BANKAM | -0.00% |
| SEK/USD 12/18/2019 GSFX | -0.00% |
| SEK/USD 12/18/2019 HSBCB | -0.00% |
| SEK/USD 12/18/2019 RBSF | -0.00% |
| SEK/USD 12/18/2019 SSBT | -0.00% |
| 1.58 R ISWP FWD US0003M P 12/18/2021 | -0.00% |
| AUD/USD CALL 0.6898 20200109 UBS | -0.00% |
| BRL/USD 02/04/2020 BANKAM | -0.00% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 MS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP | -0.00% |
| IOS.FN30.400.11 P USL1M R 01/12/42 JP | -0.00% |
| NZD/USD 01/15/2020 BCAP-FX | -0.00% |
| 1.675 R ISWP US0003M P 10/04/2049 | -0.00% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 CG | -0.00% |
| JPY/USD 11/20/2019 SSBT | -0.00% |
| NZD/USD 01/15/2020 GSFX | -0.00% |
| NZD/USD 01/15/2020 JPMCB | -0.00% |
| 1.525 R ISWP FWD US0003M P 12/18/2029 | -0.00% |
| NOK/USD 12/18/2019 GSFX | -0.00% |
| 1.4925 R ISWP US0003M P 10/04/2029 | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| EUR/USD CALL 1.1291 20200103 BANKAM | -0.00% |
| GBP/USD CALL 1.36 20200123 BANKAM | -0.00% |
| IOS.FN30.400.10 P USL1M R 01/12/41 JP | -0.00% |
| JPY/USD 11/20/2019 UBS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% |
| GBP/USD 12/18/2019 BANKAM | -0.01% |
| MBX.FN30.650.67 P USL1M R 01/12/38 BC | -0.02% |
| MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.02% |
| 1.65 R ISWP FWD US0003M P 12/18/2049 | -0.02% |
| FNMA FN30 TBA UMBS 03.5000 11/01/2049 | -0.09% |
| FNMA FN30 TBA UMBS 03.0000 12/01/2049 | -0.27% |
| US 10YR ULTRA FUT DEC19 UXYZ9 | -0.30% |
| S&P MID 400 EMINI DEC19 FAZ9 | -0.95% |
| RU10INTR P US0003M R 11/26/19 CI | -1.45% |
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| GSGLPWDS P US0001M R 12/15/20 GS | -3.05% |
| S&P500 EMINI FUT DEC19 ESZ9 | -10.69% |
| US 2YR NOTE (CBT) DEC19 TUZ9 | 8.72% |
|---|---|
| US 5YR NOTE (CBT) DEC19 FVZ9 | 8.57% |
| US ULTRA BOND CBT DEC19 WNZ9 | 4.17% |
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| FNMA FN15 TBA UMBS 03.0000 10/01/2034 | 2.25% |
| FNMA FN30 MA3563 UMBS 04.0000 01/01/2049 | 2.11% |
| E-MINI RUSS 2000 DEC19 RTYZ9 | 2.04% |
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| STACR 2016-DNA2 M3 06.6684 10/25/2028 | 0.17% |
| MICROSOFT CORP 02.4000 08/08/2026 | 0.17% |
| WALT DISNEY COMPANY P/P 144A 07.7500 12/01/2045 | 0.17% |
| CORTEVA INC SEDOL BK73B42 | 0.17% |
| HILTON WORLDWIDE HOLDINGS IN SEDOL BYVMW06 | 0.17% |
| IHS MARKIT LTD P/P 144A 04.7500 02/15/2025 | 0.16% |
| OMNICOM GROUP SEDOL 2279303 | 0.16% |
| AMERIPRISE FINANCIAL INC SEDOL B0J7D57 | 0.16% |
| SALESFORCE.COM INC 03.7000 04/11/2028 | 0.16% |
| SPST 2018-8 A 02.7365 02/24/2020 | 0.16% |
| APPLE INC 04.2500 02/09/2047 | 0.16% |
| DISCOVER FINANCIAL SERVICES SEDOL B1YLC43 | 0.16% |
| FORTINET INC SEDOL B5B2106 | 0.16% |
| FHLMC FR30 ZS4703 UMBS 03.0000 02/01/2047 | 0.15% |
| INTERPUBLIC GROUP COS 04.6500 10/01/2028 | 0.15% |
| AFLAC INC SEDOL 2026361 | 0.15% |
| UNITED TECHNOLOGIES CORP 01.9000 05/04/2020 | 0.15% |
| EDWARDS LIFESCIENCES CORP SEDOL 2567116 | 0.15% |
| FNMA FN30 AS8056 UMBS 03.0000 10/01/2046 | 0.15% |
| UNITEDHEALTH GROUP INC 03.8500 06/15/2028 | 0.15% |
| ORACLE CORPORATION 02.2500 10/08/2019 | 0.14% |
| DARDEN RESTAURANTS INC SEDOL 2289874 | 0.14% |
| ZIMMER BIOMET HOLDINGS INC SEDOL 2783815 | 0.14% |
| AT&T INC. 03.8000 02/15/2027 | 0.14% |
| GILEAD SCIENCES INC SEDOL 2369174 | 0.14% |
| GOLDMAN SACHS GROUP INC SEDOL 2407966 | 0.14% |
| CATERPILLAR INC SEDOL 2180201 | 0.14% |
| HARTFORD FINANCIAL SVCS GRP SEDOL 2476193 | 0.14% |
| ECOLAB INC 02.7000 11/01/2026 | 0.13% |
| ANZ NEW ZEALAND INT P/P 144A 02.8750 01/25/2022 | 0.13% |
| ALLSTATE CORP SEDOL 2019952 | 0.13% |
| CDX CDX.NA.IG.33 100.0 12/20/2024 | 0.13% |
| E*TRADE FINANCIAL CORPORATION | 0.13% |
| CADENCE DESIGN SYS INC SEDOL 2302232 | 0.13% |
| FNMA FN30 AS7154 UMBS 03.0000 05/01/2046 | 0.13% |
| MICROSOFT CORP 01.5500 08/08/2021 | 0.13% |
| TELEFONICA EMISIONES SAU USD 04.8950 03/06/2048 | 0.13% |
| EMERSON ELECTRIC CO SEDOL 2313405 | 0.13% |
| NESTLE SA-REG SEDOL 7123870 | 0.12% |
| ALLIANZ SE-REG SEDOL 5231485 | 0.12% |
| MICROSOFT CORP 03.7000 08/08/2046 | 0.12% |
| NOVARTIS CAPITAL CORP 04.0000 11/20/2045 | 0.12% |
| VISTRA ENERGY CORP SEDOL BZ8VJQ8 | 0.12% |
| GOLDMAN SACHS GROUP INC 04.2230 05/01/2029 | 0.12% |
| BRISTOL-MYERS P/P 144A 02.9000 07/26/2024 | 0.12% |
| KEURIG DR PEPPER INC 04.5970 05/25/2028 | 0.12% |
| AMAZON.COM INC 03.1500 08/22/2027 | 0.12% |
| CF INDUSTRIES HOLDINGS INC SEDOL B0G4K50 | 0.12% |
| DBUBS 2011-LC3A D P/P 144A 05.5118 08/10/2044 | 0.12% |
| FAIRFAX FINL HLDGS USD 04.8500 04/17/2028 | 0.12% |
| WELLS FARGO & COMPANY 02.6000 07/22/2020 | 0.12% |
| ZEBRA TECHNOLOGIES CORP-CL A SEDOL 2989356 | 0.12% |
| DANSKE BANK A/S P/P 144A 02.7000 03/02/2022 | 0.12% |
| CAS 2015-C04 2M2 07.5684 04/25/2028 | 0.12% |
| ENTERPRISE PRODUCTS OPER 04.2500 02/15/2048 | 0.12% |
| TREASURY BILL 00.0000 12/12/2019 | 0.12% |
| UNILEVER NV SEDOL B1527V7 | 0.12% |
| ALLERGAN PLC SEDOL BY9D546 | 0.12% |
| CENTERPOINT ENERGY INC SEDOL 2440637 | 0.12% |
| GENERAL MOTORS FINL CO 04.0000 10/06/2026 | 0.12% |
| NOVO NORDISK A/S-B SEDOL BHC8X90 | 0.12% |
| CAS 2016-C02 1M2 08.0184 09/25/2028 | 0.11% |
| NOVARTIS AG-REG SEDOL 7103065 | 0.11% |
| ORACLE CORP 04.0000 11/15/2047 | 0.11% |
| LEIDOS HOLDINGS INC SEDOL BDV82B8 | 0.11% |
| BROADCOM CRP / CAYM 03.5000 01/15/2028 | 0.11% |
| KEYSIGHT TECHNOLOGIES IN SEDOL BQZJ0Q9 | 0.11% |
| NATIONAL AUSTRALIA B P/P 144A 02.7921 12/09/2019 | 0.11% |
| CHARTER COMM OPT LLC 06.4840 10/23/2045 | 0.11% |
| AIR LEASE CORP 03.6250 04/01/2027 | 0.11% |
| TREASURY BILL 00.0000 10/10/2019 | 0.11% |
| BANK OF AMERICA CORP 06.1100 01/29/2037 | 0.10% |
| F5 NETWORKS INC SEDOL 2427599 | 0.10% |
| ROYAL BANK OF CANADA USD 02.1250 03/02/2020 | 0.10% |
| UNILEVER PLC SEDOL B10RZP7 | 0.10% |
| AMERICAN TOWER CORP 03.1250 01/15/2027 | 0.10% |
| CIGNA CORP 03.7500 07/15/2023 | 0.10% |
| COMMONWEALTH BK AUST P/P 144A 02.2500 03/10/2020 | 0.10% |
| ENEL SPA SEDOL 7144569 | 0.10% |
| ROCHE HOLDINGS INC P/P 144A 04.0000 11/28/2044 | 0.10% |
| RIO TINTO PLC SEDOL 0718875 | 0.10% |
| SONY CORP SEDOL 6821506 | 0.10% |
| COMMONWEALTH BK AUST P/P 144A 02.2000 11/09/2020 | 0.10% |
| NRG ENERGY INC SEDOL 2212922 | 0.10% |
| DIAMOND 1 FIN/DIAM P/P 144A 06.0200 06/15/2026 | 0.10% |
| KINDER MORGAN INC 03.1500 01/15/2023 | 0.10% |
| ALTICE USA INC- A SEDOL BDRY7P9 | 0.10% |
| AMETEK INC SEDOL 2089212 | 0.10% |
| BNP PARIBAS SEDOL 7309681 | 0.10% |
| MWST 2019-1 A 02.8184 06/25/2052 | 0.10% |
| SPST 2019-3 A 02.7365 06/24/2020 | 0.10% |
| CAS 2016-C01 1M2 08.7684 08/25/2028 | 0.10% |
| CIT GROUP INC. 05.2500 03/07/2025 | 0.10% |
| COMMONWEALTH BK AUST P/P 144A 03.1500 09/19/2027 | 0.10% |
| RUSSIAN FEDERATION P/P 144A 04.3750 03/21/2029 | 0.10% |
| UNITED MEXICAN STATES USD 05.5500 01/21/2045 | 0.10% |
| FNMA FN30 TBA UMBS 04.5000 10/01/2049 | 0.10% |
| HILTON WORLDWIDE FIN LLC 04.8750 04/01/2027 | 0.10% |
| LINCOLN NATIONAL CORP SEDOL 2516378 | 0.10% |
| SPST 2019-7 A 02.7365 09/24/2020 | 0.10% |
| AVALONBAY COMMUNITIES INC SEDOL 2131179 | 0.10% |
| KDDI CORP SEDOL 6248990 | 0.09% |
| SHELL INTERNATIONAL FIN USD 02.8750 05/10/2026 | 0.09% |
| SUMITOMO MITSUI FINANCIAL GR SEDOL 6563024 | 0.09% |
| ENERGY TRANSFER OPERA 05.8750 01/15/2024 | 0.09% |
| KONINKLIJKE PHILIPS NV SEDOL 5986622 | 0.09% |
| ORACLE CORP 02.6500 07/15/2026 | 0.09% |
| AES CORP SEDOL 2002479 | 0.09% |
| CAS 2015-C04 1M2 07.7184 04/25/2028 | 0.09% |
| CDW CORP/DE SEDOL BBM5MD6 | 0.09% |
| ENTERGY CORP SEDOL 2317087 | 0.09% |
| NBCUNIVERSAL MEDIA LLC 04.3750 04/01/2021 | 0.09% |
| SPST 2019-11 A 02.7865 10/24/2020 | 0.09% |
| CITIZENS BANK NA/RI 02.2500 03/02/2020 | 0.09% |
| FIRSTENERGY TRANSMIS P/P 144A 05.4500 07/15/2044 | 0.09% |
| WFRBS 2011-C2 D P/P 144A 05.8389 02/15/2044 | 0.09% |
| ANNALY CAPITAL MANAGEMENT IN SEDOL 2113456 | 0.09% |
| AUST & NZ BANKING GROUP USD 02.1250 08/19/2020 | 0.09% |
| HITACHI LTD SEDOL 6429104 | 0.09% |
| PINNACLE WEST CAPITAL SEDOL 2048804 | 0.09% |
| FNMA FN30 AS8074 UMBS 03.0000 10/01/2046 | 0.09% |
| MITSUBISHI UFJ FIN GRP USD 03.5350 07/26/2021 | 0.09% |
| BPCE SA P/P 144A 04.5000 03/15/2025 | 0.09% |
| ELI LILLY & CO SEDOL 2516152 | 0.09% |
| GSMS 2014-GC22 C 04.8474 06/10/2047 | 0.09% |
| HOYA CORP SEDOL 6441506 | 0.09% |
| NORWEGIAN CRUISE LINE HOLDIN SEDOL B9CGTC3 | 0.09% |
| WOOLWORTHS GROUP LTD SEDOL 6981239 | 0.09% |
| BANCO BILBAO VIZCAYA ARGENTA SEDOL 5501906 | 0.09% |
| EVERGY INC SEDOL BFMXGR0 | 0.09% |
| OMNICOM GP/OMNICOM CAP 03.6000 04/15/2026 | 0.09% |
| NINTENDO CO LTD SEDOL 6639550 | 0.08% |
| PEUGEOT SA SEDOL 7103526 | 0.08% |
| SIRIUS XM RADIO INC P/P 144A 05.0000 08/01/2027 | 0.08% |
| WESTERN DIGITAL CORPORATION 04.7500 02/15/2026 | 0.08% |
| ASHTEAD CAPITAL INC P/P 144A 04.3750 08/15/2027 | 0.08% |
| ITOCHU CORP SEDOL 6467803 | 0.08% |
| SERVICENOW INC SEDOL B80NXX8 | 0.08% |
| CF INDUSTRIES INC P/P 144A 04.5000 12/01/2026 | 0.08% |
| FISERV INC 04.2000 10/01/2028 | 0.08% |
| NORTHROP GRUMMAN CORP 03.2500 01/15/2028 | 0.08% |
| SVENSKA HANDELSBANKEN AB USD 01.9500 09/08/2020 | 0.08% |
| CITIGROUP INC 02.6500 10/26/2020 | 0.08% |
| REP OF INDONESIA P/P 144A 04.3500 01/08/2027 | 0.08% |
| AGNC INVESTMENT CORP SEDOL BYYHJL8 | 0.08% |
| ASTELLAS PHARMA INC SEDOL 6985383 | 0.08% |
| FNMA FN40 BF0171 UMBS 04.0000 01/01/2057 | 0.08% |
| OCCIDENTAL PETROLEUM COR 04.4000 04/15/2046 | 0.08% |
| REPUBLIC OF INDONESIA REGS 04.7500 01/08/2026 | 0.08% |
| VERIZON COMMUNICATIONS 04.4000 11/01/2034 | 0.08% |
| ZOETIS INC SEDOL B95WG16 | 0.08% |
| ANHEUSER-BUSCH CO/IN 03.6500 02/01/2026 | 0.08% |
| INVITATION HOMES INC SEDOL BD81GW9 | 0.08% |
| MICROCHIP TECH INC 04.3330 06/01/2023 | 0.08% |
| VERISK ANALYTICS INC SEDOL B4P9W92 | 0.08% |
| WOLTERS KLUWER SEDOL 5671519 | 0.08% |
| BANQUE FED CRED MUTU P/P 144A 02.2000 07/20/2020 | 0.08% |
| CARLSBERG AS-B SEDOL 4169219 | 0.08% |
| COMCAST CORP 03.9690 11/01/2047 | 0.08% |
| NATIONAL AUSTRALIA BK/NY 02.1250 05/22/2020 | 0.08% |
| SHIONOGI & CO LTD SEDOL 6804682 | 0.08% |
| ANALOG DEVICES INC 02.8500 03/12/2020 | 0.08% |
| CBRE GROUP INC - A SEDOL B6WVMH3 | 0.08% |
| ENERGY TRANSFER OPERATNG 06.6250 02/15/2028 | 0.08% |
| GLOBAL PAYMENTS INC 04.0000 06/01/2023 | 0.08% |
| HERMES INTERNATIONAL SEDOL 5253973 | 0.08% |
| ORIX CORP SEDOL 6661144 | 0.08% |
| SANDVIK AB SEDOL B1VQ252 | 0.08% |
| THERMO FISHER SCIENTIFIC INC SEDOL 2886907 | 0.08% |
| TORONTO-DOMINION BANK USD 03.6250 09/15/2031 | 0.08% |
| CBS CORP 04.2000 06/01/2029 | 0.08% |
| COVESTRO AG SEDOL BYTBWY9 | 0.08% |
| DISCOVERY INC - A SEDOL B3D7K31 | 0.08% |
| MORGAN STANLEY 04.3750 01/22/2047 | 0.08% |
| STANDARD IND INC P/P 144A 05.0000 02/15/2027 | 0.08% |
| UNITED MEXICAN STATES USD 04.1500 03/28/2027 | 0.08% |
| UNITED TECHNOLOGIES CORP 04.1250 11/16/2028 | 0.08% |
| VOLVO AB-B SHS SEDOL B1QH830 | 0.08% |
| ALLY FINANCIAL INC SEDOL B72XK05 | 0.08% |
| ASHTEAD GROUP PLC SEDOL 0053673 | 0.08% |
| FNMA FN30 BM1172 UMBS 03.0000 03/01/2047 | 0.08% |
| KERING SEDOL 5505072 | 0.08% |
| LEGAL & GENERAL GROUP PLC SEDOL 0560399 | 0.08% |
| RAYTHEON COMPANY 02.5000 12/15/2022 | 0.08% |
| SHIN-ETSU CHEMICAL CO LTD SEDOL 6804585 | 0.08% |
| AVIVA PLC SEDOL 0216238 | 0.08% |
| DOVER CORP SEDOL 2278407 | 0.08% |
| PARTNERS GROUP HOLDING AG SEDOL B119QG0 | 0.08% |
| REPUBLIC SERVICES INC SEDOL 2262530 | 0.08% |
| AMERISOURCEBERGEN CORP | 0.07% |
| CAS 2016-C04 1M2 06.2684 01/25/2029 | 0.07% |
| DUKE ENERGY CORP 03.1500 08/15/2027 | 0.07% |
| BF0101 03.5000 06/01/2056 | 0.07% |
| CK ASSET HOLDINGS LTD SEDOL BYZQ077 | 0.07% |
| DOW CHEMICAL CO/THE 03.5000 10/01/2024 | 0.07% |
| FIDELITY NATL INFO SERV 03.7500 05/21/2029 | 0.07% |
| MANUF & TRADERS TRUST CO 02.0500 08/17/2020 | 0.07% |
| AENA SME SA SEDOL BVRZ8L1 | 0.07% |
| BANK OF NOVA SCOTIA USD 02.3500 10/21/2020 | 0.07% |
| CAS 2016-C03 2M2 07.9184 10/25/2028 | 0.07% |
| DEUTSCHE TELEKOM AG-REG SEDOL 5842359 | 0.07% |
| HD SUPPLY HOLDINGS INC SEDOL BBL5981 | 0.07% |
| NATIONAL AUSTRALIA BK/NY 02.5000 01/12/2021 | 0.07% |
| UNITED MEXICAN STATES USD 04.5000 04/22/2029 | 0.07% |
| WESTPAC BANKING CORP USD 02.0000 08/19/2021 | 0.07% |
| AMERICAN TOWER CORP 03.5500 07/15/2027 | 0.07% |
| MERCK & CO INC 03.7000 02/10/2045 | 0.07% |
| LAM RESEARCH CORP SEDOL 2502247 | 0.07% |
| TPAT 2018-SL1 A P/P 144A 02.7453 01/25/2046 | 0.07% |
| ARISTOCRAT LEISURE LTD SEDOL 6253983 | 0.07% |
| ASPEN TECHNOLOGY INC SEDOL 2051868 | 0.07% |
| BP CAPITAL MARKETS PLC USD 03.2790 09/19/2027 | 0.07% |
| HYATT HOTELS CORP 04.8500 03/15/2026 | 0.07% |
| REPUBLIC OF COLOMBIA USD 03.8750 04/25/2027 | 0.07% |
| VICI PROPERTIES INC SEDOL BYWH073 | 0.07% |
| WESTLAKE CHEMICAL CORP 04.3750 11/15/2047 | 0.07% |
| CHENIERE CORP CHRIST 05.1250 06/30/2027 | 0.07% |
| COMM 2010-C1 D P/P 144A 06.3040 07/10/2046 | 0.07% |
| CSAIL 2015-C1 C 04.4167 04/15/2050 | 0.07% |
| FNMA FN30 BC1155 UMBS 03.0000 06/01/2046 | 0.07% |
| JP MORGAN CHASE BANK NA 03.0860 04/26/2021 | 0.07% |
| LEAR CORP 03.8000 09/15/2027 | 0.07% |
| MICHELIN (CGDE) SEDOL 4588364 | 0.07% |
| BIOGEN INC 03.6250 09/15/2022 | 0.07% |
| MORGAN STANLEY 02.6500 01/27/2020 | 0.07% |
| TELSTRA CORP LTD SEDOL 6087289 | 0.07% |
| DENTSPLY SIRONA INC SEDOL BYNPPC6 | 0.07% |
| E.ON SE SEDOL 4942904 | 0.07% |
| EQUINOR ASA SEDOL 7133608 | 0.07% |
| XEROX HOLDINGS CORP SEDOL BJJD5G3 | 0.07% |
| AMGEN INC 02.6000 08/19/2026 | 0.06% |
| COOPER COS INC/THE SEDOL 2222631 | 0.06% |
| EOG RESOURCES INC 02.6250 03/15/2023 | 0.06% |
| JUNIPER NETWORKS INC SEDOL 2431846 | 0.06% |
| LNSTR 2015-3 B P/P 144A 03.3029 04/20/2048 | 0.06% |
| ROPER TECHNOLOGIES INC SEDOL 2749602 | 0.06% |
| WESTROCK MWV LLC 08.2000 01/15/2030 | 0.06% |
| DUKE REALTY CORP SEDOL 2284084 | 0.06% |
| ESSITY AKTIEBOLAG-B SEDOL BF1K7P7 | 0.06% |
| AUTONATION INC. 05.5000 02/01/2020 | 0.06% |
| BRIXMOR PROPERTY GROUP INC SEDOL BFTDJL8 | 0.06% |
| DIGITAL REALTY TRUST LP 04.4500 07/15/2028 | 0.06% |
| EASTMAN CHEMICAL CO SEDOL 2298386 | 0.06% |
| IBM CORP 01.8750 08/01/2022 | 0.06% |
| IDEX CORP SEDOL 2456612 | 0.06% |
| MEDICAL PROPERTIES TRUST INC SEDOL B0JL5L9 | 0.06% |
| NEW RESIDENTIAL INVESTMENT SEDOL BRJ9GW0 | 0.06% |
| STEEL DYNAMICS INC SEDOL 2849472 | 0.06% |
| WFRBS 2013-C18 AS 04.3870 12/15/2046 | 0.06% |
| BRDCOM CRP / FIN 03.8750 01/15/2027 | 0.06% |
| COCA-COLA HBC AG-DI SEDOL B9895B7 | 0.06% |
| FIAT CHRYSLER AUTOMOBILES NV SEDOL BRJFWP3 | 0.06% |
| MSBAM 2012-C6 AS 03.4760 11/15/2045 | 0.06% |
| SHIRE ACQ INV IE 03.2000 09/23/2026 | 0.06% |
| ANGLO AMER PLC SEDOL B1XZS82 | 0.06% |
| BALL CORP SEDOL 2073022 | 0.06% |
| GARMIN LTD SEDOL B3Z5T14 | 0.06% |
| NORDEA BANK ABP P/P 144A 02.2500 05/27/2021 | 0.06% |
| STORE CAPITAL CORP SEDOL BSKRKJ5 | 0.06% |
| AMERICAN ELECTRIC POWER 04.3000 12/01/2028 | 0.06% |
| AT&T INC SEDOL 2831811 | 0.06% |
| DEUTSCHE POST AG-REG SEDOL 4617859 | 0.06% |
| DUKE ENERGY OHIO INC 03.6500 02/01/2029 | 0.06% |
| FACEBOOK INC-CLASS A SEDOL B7TL820 | 0.06% |
| GSMS 2011-GC3 D P/P 144A 05.8245 03/10/2044 | 0.06% |
| NRG ENERGY INC P/P 144A 04.4500 06/15/2029 | 0.06% |
| REGIONS FINANCIAL CORP 02.7500 08/14/2022 | 0.06% |
| WFRBS 2011-C3 D P/P 144A 05.8556 03/15/2044 | 0.06% |
| ALLISON TRANSMISSION HOLDING SEDOL B4PZ892 | 0.06% |
| AT&T INC 04.7500 05/15/2046 | 0.06% |
| BANK OF MONTREAL USD 03.1000 04/13/2021 | 0.06% |
| DUKE ENERGY CORP 04.2000 06/15/2049 | 0.06% |
| JOHNSON CONTROLS INTL PL 04.5000 02/15/2047 | 0.06% |
| RAYMOND JAMES FINANCIAL INC SEDOL 2718992 | 0.06% |
| UBS GROUP FUNDING SWITZE REGS 06.8750 12/29/2049 | 0.06% |
| BERKSHIRE HATHAWAY E 03.8000 07/15/2048 | 0.06% |
| CITIGROUP INC 03.8870 01/10/2028 | 0.06% |
| HOLOGIC INC SEDOL 2433530 | 0.06% |
| ONCOR ELECTRIC DELIV 03.7500 04/01/2045 | 0.06% |
| US FOODS HOLDING CORP SEDOL BYVFC94 | 0.06% |
| ABN AMRO BANK NV P/P 144A 02.4500 06/04/2020 | 0.06% |
| ATHENE HOLDING LTD-CLASS A SEDOL BZ13MZ1 | 0.06% |
| BANK LEUMI LE-ISRAEL SEDOL 6076425 | 0.06% |
| BECTON DICKINSON AND CO 03.7000 06/06/2027 | 0.06% |
| EXXON MOBIL CORP SEDOL 2326618 | 0.06% |
| GOLDMAN SACHS GROUP INC 02.5500 10/23/2019 | 0.06% |
| BMW US CAPITAL LLC P/P 144A 02.0000 04/11/2021 | 0.06% |
| CREDIT AGRICOLE SA SEDOL 7262610 | 0.06% |
| HANG SENG BANK LTD SEDOL 6408374 | 0.06% |
| HUNTINGTON BANCSHARES 04.3500 02/04/2023 | 0.06% |
| SANTOS LTD SEDOL 6776703 | 0.06% |
| UNUM GROUP SEDOL 2433842 | 0.06% |
| VERIZON COMM 04.6720 03/15/2055 | 0.06% |
| ABBVIE INC 02.5000 05/14/2020 | 0.05% |
| CROWN CASTLE INTL CORP 03.6500 09/01/2027 | 0.05% |
| FUJIFILM HOLDINGS CORP SEDOL 6356525 | 0.05% |
| HEICO CORP SEDOL 2419217 | 0.05% |
| PROOFPOINT INC SEDOL B6VDQC3 | 0.05% |
| SPST 2019-WL1 A 02.6684 08/25/2052 | 0.05% |
| ZOETIS INC 03.9000 08/20/2028 | 0.05% |
| ACS ACTIVIDADES SEDOL B01FLQ6 | 0.05% |
| AMGEN INC 04.6630 06/15/2051 | 0.05% |
| AXALTA COATING SYSTEMS LTD SEDOL BSFWCF5 | 0.05% |
| BERRY GLOBAL GROUP INC SEDOL B8BR3H3 | 0.05% |
| CWALT 2006-OA10 4A1 02.2084 08/25/2046 | 0.05% |
| DEERE & COMPANY 02.6000 06/08/2022 | 0.05% |
| GOOGLE INC 03.3750 02/25/2024 | 0.05% |
| MIDAMERICAN FUNDING LLC 06.9270 03/01/2029 | 0.05% |
| UNITEDHEALTH GROUP INC 03.9500 10/15/2042 | 0.05% |
| ABN AMRO BANK NV-CVA SEDOL BYQP136 | 0.05% |
| EQUINIX INC 05.3750 05/15/2027 | 0.05% |
| EQUINOR ASA USD 02.9000 11/08/2020 | 0.05% |
| FEDERATIVE REP OF BRAZIL USD 04.2500 01/07/2025 | 0.05% |
| HEIDELBERGCEMENT AG SEDOL 5120679 | 0.05% |
| NIPPON TELEGRAPH & TELEPHONE SEDOL 6641373 | 0.05% |
| AURIZON HOLDINGS LTD SEDOL B87CVM3 | 0.05% |
| CAS 2016-C01 2M2 08.9684 08/25/2028 | 0.05% |
| FAURECIA SEDOL 4400446 | 0.05% |
| INTERPUBLIC GROUP OF COS INC SEDOL 2466321 | 0.05% |
| PETROBRAS GLOBAL FINANCE USD 07.3750 01/17/2027 | 0.05% |
| PFIZER INC 03.0000 12/15/2026 | 0.05% |
| SANTANDER UK PLC P/P 144A 05.0000 11/07/2023 | 0.05% |
| ALLERGAN FUNDING SCS USD 03.8000 03/15/2025 | 0.05% |
| ASSOCIATED BRITISH FOODS PLC SEDOL 0673123 | 0.05% |
| ENBRIDGE INC USD 04.5000 06/10/2044 | 0.05% |
| FAIR ISAAC CORP SEDOL 2330299 | 0.05% |
| FIRSTENERGY CORP 04.8500 07/15/2047 | 0.05% |
| GSMS 2010-C1 D P/P 144A 06.1973 08/10/2043 | 0.05% |
| HUNTINGTON NATIONAL BANK 02.3750 03/10/2020 | 0.05% |
| NUTRIEN LTD USD 04.1250 03/15/2035 | 0.05% |
| SHIRE ACQ INV IRELAND DA USD 02.8750 09/23/2023 | 0.05% |
| UNITEDHEALTH GROUP INC 02.7500 02/15/2023 | 0.05% |
| AMAZON.COM INC. 02.5000 11/29/2022 | 0.05% |
| BANK OF AMERICA CORP 03.4990 05/17/2022 | 0.05% |
| CAMDEN PROPERTY TRUST SEDOL 2166320 | 0.05% |
| CISCO SYSTEMS INC 02.5000 09/20/2026 | 0.05% |
| EVEREST RE GROUP LTD SEDOL 2556868 | 0.05% |
| GLENCORE FUNDING LLC P/P 144A 04.0000 04/16/2025 | 0.05% |
| GLENCORE FUNDING LLC P/P 144A 04.6250 04/29/2024 | 0.05% |
| JPMCC 2012-C6 E P/P 144A 05.3187 05/15/2045 | 0.05% |
| L3HARRIS TECH INC P/P 144A 03.8500 12/15/2026 | 0.05% |
| MBX.FN30.500.10 R USL1M P 01/12/41 BC | 0.05% |
| NIELSEN HOLDINGS PLC SEDOL BWFY550 | 0.05% |
| UBS AG LONDON P/P 144A 02.2000 06/08/2020 | 0.05% |
| US BANCORP 02.6250 01/24/2022 | 0.05% |
| DEUTSCHE BOERSE AG SEDOL 7021963 | 0.05% |
| INTL FLAVOR & FRAGRANCES 04.4500 09/26/2028 | 0.05% |
| NEXON CO LTD SEDOL B63QM77 | 0.05% |
| PPG INDUSTRIES INC SEDOL 2698470 | 0.05% |
| ALLY FINANCIAL INC 05.7500 11/20/2025 | 0.05% |
| ANHEUSER-BUSCH INBEV WOR 02.5000 07/15/2022 | 0.05% |
| APPLE INC 03.8500 05/04/2043 | 0.05% |
| KINDER MORGAN ENER PART 03.5000 03/01/2021 | 0.05% |
| OSHKOSH CORP 04.6000 05/15/2028 | 0.05% |
| REINSURANCE GROUP OF AMERICA SEDOL 2731193 | 0.05% |
| TELEDYNE TECHNOLOGIES INC SEDOL 2503477 | 0.05% |
| WAMU 2005-AR12 1A8 03.8756 10/25/2035 | 0.05% |
| 3I GROUP PLC SEDOL B1YW440 | 0.05% |
| ALPHABET INC 01.9980 08/15/2026 | 0.05% |
| AMGEN INC 03.4500 10/01/2020 | 0.05% |
| CHEMED CORP SEDOL 2190084 | 0.05% |
| FEDERATIVE REP OF BRAZIL USD 06.0000 04/07/2026 | 0.05% |
| HILL-ROM HOLDINGS INC SEDOL 2425924 | 0.05% |
| METLIFE CAP TRST IV P/P 144A 07.8750 12/15/2037 | 0.05% |
| SUN COMMUNITIES INC SEDOL 2860257 | 0.05% |
| SWISS RE TREAS P/P 144A 04.2500 12/06/2042 | 0.05% |
| COMCAST CORP 02.3500 01/15/2027 | 0.04% |
| EMIR 2018-1 M1 03.7184 11/25/2028 | 0.04% |
| ENI SPA SEDOL 7145056 | 0.04% |
| GLAXOSMITHKLINE PLC SEDOL 0925288 | 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% |
| ROYAL BANK OF CANADA USD 04.6500 01/27/2026 | 0.04% |
| BHP GROUP PLC SEDOL BH0P3Z9 | 0.04% |
| COSTAR GROUP INC SEDOL 2262864 | 0.04% |
| CROWN CASTLE INTL CORP 03.7000 06/15/2026 | 0.04% |
| MGIC INVESTMENT CORP SEDOL 2548616 | 0.04% |
| PETROBRAS GLOBAL FINANCE USD 06.1250 01/17/2022 | 0.04% |
| PNC BANK NA 02.0000 05/19/2020 | 0.04% |
| SHERWIN-WILLIAMS CO 03.4500 06/01/2027 | 0.04% |
| TCI COMMUNICATIONS INC 07.1250 02/15/2028 | 0.04% |
| TRK 2019-1 A1 04.3356 03/25/2022 | 0.04% |
| WFCM 2013-LC12 D P/P 144A 04.4203 07/15/2046 | 0.04% |
| ANHEUSER-BUSCH INBEV WOR 04.7500 01/23/2029 | 0.04% |
| AT&T INC 02.9500 07/15/2026 | 0.04% |
| BP CAP MARKETS AMERICA 03.1190 05/04/2026 | 0.04% |
| BRITISH AMERICAN TOBACCO PLC SEDOL 0287580 | 0.04% |
| CELANESE CORP SEDOL B05MZT4 | 0.04% |
| CONSOLIDATED EDISON INC 02.0000 03/15/2020 | 0.04% |
| GAMING AND LEISURE PROPERTIE SEDOL BFPK4S5 | 0.04% |
| ROGERS COMMUNICATIONS IN USD 04.5000 03/15/2043 | 0.04% |
| UBS GROUP FUNDIN P/P 144A 04.1250 04/15/2026 | 0.04% |
| AES CORP/THE 05.5000 04/15/2025 | 0.04% |
| BLACK KNIGHT INC SEDOL BDG75V1 | 0.04% |
| CAPGEMINI SE SEDOL 4163437 | 0.04% |
| EQUINIX INC SEDOL BVLZX12 | 0.04% |
| ERAC USA FINANCE LLC P/P 144A 05.6250 03/15/2042 | 0.04% |
| GEBERIT AG-REG SEDOL B1WGG93 | 0.04% |
| HENDERSON LAND DEVELOPMENT SEDOL 6420538 | 0.04% |
| KAR AUCTION SERVICES INC SEDOL B4Y1MH7 | 0.04% |
| MET LIFE GLOB P/P 144A 02.4000 06/17/2022 | 0.04% |
| MITSUBISHI UFJ FIN GRP USD 03.8500 03/01/2026 | 0.04% |
| SINCLAIR BROADCAST GROUP -A SEDOL 2799351 | 0.04% |
| UCB SA SEDOL 5596991 | 0.04% |
| VISTRA OPERATION P/P 144A 03.5500 07/15/2024 | 0.04% |
| WASTE CONNECTIONS INC 03.5000 05/01/2029 | 0.04% |
| AIG GLOBAL FUNDING P/P 144A 02.1500 07/02/2020 | 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% |
| CWALT 2006-OA7 1A2 03.3861 06/25/2046 | 0.04% |
| FHLMC FR30 ZS9547 UMBS 04.0000 09/01/2045 | 0.04% |
| FORTESCUE METALS GROUP LTD SEDOL B2B2B49 | 0.04% |
| GNMA GII30 635063 04.0000 03/20/2046 | 0.04% |
| LBMLT 2004-1 A2 02.8184 02/25/2034 | 0.04% |
| LLOYDS BANKING GROUP PLC USD 04.5000 11/04/2024 | 0.04% |
| PROTECTIVE LIFE GLO P/P 144A 02.2620 04/08/2020 | 0.04% |
| RELIANCE STEEL & ALUMINUM SEDOL 2729068 | 0.04% |
| SAMI 2007-AR7 1A1 02.8684 05/25/2047 | 0.04% |
| SANTANDER UK GROUP H P/P 144A 04.7500 09/15/2025 | 0.04% |
| TAISEI CORP SEDOL 6870100 | 0.04% |
| BANCO SANTANDER SA USD 05.1790 11/19/2025 | 0.04% |
| ENBRIDGE INC USD 04.2500 12/01/2026 | 0.04% |
| GENPACT LTD SEDOL B23DBK6 | 0.04% |
| HIKARI TSUSHIN INC SEDOL 6416322 | 0.04% |
| IMPERIAL BRANDS PLC SEDOL 0454492 | 0.04% |
| JONES LANG LASALLE INC SEDOL 2040640 | 0.04% |
| NATIONAL AUSTRALIA BK/NY 02.8000 01/10/2022 | 0.04% |
| TARGA RESOURCES PART 05.0000 01/15/2028 | 0.04% |
| ALIMENTATION COUCHE-TARD 3.550000 07/26/2027 | 0.04% |
| APARTMENT INVT & MGMT CO -A SEDOL BJLNBG3 | 0.04% |
| APPLE INC 04.3750 05/13/2045 | 0.04% |
| BALOISE HOLDING AG - REG SEDOL 7124594 | 0.04% |
| BP CAPITAL MARKETS PLC USD 02.3150 02/13/2020 | 0.04% |
| CITIGROUP INC 04.4500 09/29/2027 | 0.04% |
| CROWN CASTLE INTL CORP 03.8000 02/15/2028 | 0.04% |
| CVS HEALTH CORP 03.7000 03/09/2023 | 0.04% |
| CWALT 2005-59 1A1 02.3743 11/20/2035 | 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% |
| FEDERAL REALTY INVS TRUST SEDOL 2333931 | 0.04% |
| HOME DEPOT INC 05.9500 04/01/2041 | 0.04% |
| JOHNSON CONTROLS INTL PL 04.9500 07/02/2064 | 0.04% |
| L3HARRIS TECH INC P/P 144A 04.4000 06/15/2028 | 0.04% |
| VISTRA OPERATION P/P 144A 04.3000 07/15/2029 | 0.04% |
| AIR LEASE CORP 04.6250 10/01/2028 | 0.04% |
| CAS 2015-C03 2M2 07.0184 07/25/2025 | 0.04% |
| CCO HOLDINGS LLC P/P 144A 05.3750 06/01/2029 | 0.04% |
| CFCRE 2011-C2 E P/P 144A 05.9394 12/15/2047 | 0.04% |
| DOLLAR GENERAL CORP 03.2500 04/15/2023 | 0.04% |
| INTERNATIONAL PAPER CO 03.0000 02/15/2027 | 0.04% |
| LEGRAND SA SEDOL B11ZRK9 | 0.04% |
| LPL FINANCIAL HOLDINGS INC SEDOL B75JX34 | 0.04% |
| MACQUARIE BANK LTD P/P 144A 02.8500 07/29/2020 | 0.04% |
| VODAFONE GROUP PLC USD 04.3750 05/30/2028 | 0.04% |
| WFCM 2013-LC12 C 04.4203 07/15/2046 | 0.04% |
| CISCO SYSTEMS INC 02.2000 02/28/2021 | 0.04% |
| CSX CORP 04.1000 03/15/2044 | 0.04% |
| EQUITY LIFESTYLE PROPERTIES SEDOL 2563125 | 0.04% |
| EXXON MOBIL CORPORATION 02.2220 03/01/2021 | 0.04% |
| LIBERTY PROPERTY TRUST SEDOL 2513681 | 0.04% |
| NUTRIEN LTD. USD 04.2000 04/01/2029 | 0.04% |
| ORACLE CORP 05.3750 07/15/2040 | 0.04% |
| OTSUKA CORP SEDOL 6267058 | 0.04% |
| TRANSCANADA TRUST USD 05.3000 03/15/2077 | 0.04% |
| WALGREENS BOOTS ALLIANCE 03.3000 11/18/2021 | 0.04% |
| WEST JAPAN RAILWAY CO SEDOL 6957995 | 0.04% |
| WFRBS 2012-C8 AS 03.6600 08/15/2045 | 0.04% |
| ARKEMA SEDOL B0Z5YZ2 | 0.04% |
| CHS/COMMUNITY HEALTH SYS 06.2500 03/31/2023 | 0.04% |
| CRH PLC SEDOL 4182249 | 0.04% |
| FIDELITY NATIONAL INFORM 04.2500 05/15/2028 | 0.04% |
| ING BANK NV P/P 144A 05.8000 09/25/2023 | 0.04% |
| JAPAN AIRLINES CO LTD SEDOL B8BRV46 | 0.04% |
| KBC GROUP NV SEDOL 4497749 | 0.04% |
| MARSH & MCLENNAN COS INC 04.3750 03/15/2029 | 0.04% |
| S&P GLOBAL INC 04.4000 02/15/2026 | 0.04% |
| BMIR 2018-2A M1B P/P 144A 03.3684 08/25/2028 | 0.04% |
| CBS CORP 04.6000 01/15/2045 | 0.04% |
| GNMA GN30 635061 04.0000 03/15/2046 | 0.04% |
| INDUSTRIA DE DISENO TEXTIL SEDOL BP9DL90 | 0.04% |
| JPMORGAN CHASE & CO 02.2500 01/23/2020 | 0.04% |
| JPMORGAN CHASE & CO 05.3000 12/29/2049 | 0.04% |
| MARSH & MCLENNAN COS INC 04.9000 03/15/2049 | 0.04% |
| NOMURA RESEARCH INSTITUTE LT SEDOL 6390921 | 0.04% |
| SOFTBANK GROUP CORP SEDOL 6770620 | 0.04% |
| UBSBB 2012-C2 XA IO P/P 144A 01.4699 05/10/2063 | 0.04% |
| WFCM 2012-LC5 AS 03.5390 10/15/2045 | 0.04% |
| ALPHABET INC 03.6250 05/19/2021 | 0.03% |
| CHARTER COMM OPT LLC 04.9080 07/23/2025 | 0.03% |
| CITIGROUP INC 04.6000 03/09/2026 | 0.03% |
| CMLTI 2005-2 1A2A 04.9300 05/25/2035 | 0.03% |
| FIVE CORNERS FUNDING P/P 144A 04.4190 11/15/2023 | 0.03% |
| OMV AG SEDOL 4651459 | 0.03% |
| SABINE PASS LIQUEFACTION 04.2000 03/15/2028 | 0.03% |
| AMERICAN FINANCIAL GROUP INC SEDOL 2134532 | 0.03% |
| CELANESE US HOLDINGS LLC 03.5000 05/08/2024 | 0.03% |
| CHARLES RIVER LABORATORIES SEDOL 2604336 | 0.03% |
| CIGNA HOLDING CO 04.5000 03/15/2021 | 0.03% |
| COX COMM INC P/P 144A 03.5000 08/15/2027 | 0.03% |
| ENERGY TRANSFER OPERATNG 05.2000 02/01/2022 | 0.03% |
| GNR 2014-116 IL IO 04.0000 08/20/2044 | 0.03% |
| ISRAEL DISCOUNT BANK -A SEDOL 6451271 | 0.03% |
| PFIZER INC 01.9500 06/03/2021 | 0.03% |
| WEYERHAEUSER CO 07.3750 03/15/2032 | 0.03% |
| CANTOR FITZGERALD LP P/P 144A 06.5000 06/17/2022 | 0.03% |
| CK HUTCHISON HOLDINGS LTD SEDOL BW9P816 | 0.03% |
| DAIWA HOUSE INDUSTRY CO LTD SEDOL 6251363 | 0.03% |
| FISERV INC 03.5000 07/01/2029 | 0.03% |
| NSTAR ELECTRIC CO 02.3750 10/15/2022 | 0.03% |
| POPULAR INC SEDOL B86QM90 | 0.03% |
| SPECTRA ENERGY PARTNERS 03.3750 10/15/2026 | 0.03% |
| SYSCO CORP SEDOL 2868165 | 0.03% |
| T-MOBILE USA INC 06.3750 03/01/2025 | 0.03% |
| COMM 2013-CR13 AM 04.4490 11/10/2046 | 0.03% |
| GNR 2016-H16 EI IO 02.3966 06/20/2066 | 0.03% |
| HOCHTIEF AG SEDOL 5108664 | 0.03% |
| NRG P/P 144A 03.7500 06/15/2024 | 0.03% |
| PULTEGROUP INC SEDOL 2708841 | 0.03% |
| ARMSTRONG WORLD INDUSTRIES SEDOL B1FT462 | 0.03% |
| BANK OF AMERICA CORP 06.1000 12/29/2049 | 0.03% |
| CDX CDX.NA.HY.33 500.0 12/20/2024 | 0.03% |
| COMCAST CORP 04.0490 11/01/2052 | 0.03% |
| CONSOLIDATED EDISON INC SEDOL 2216850 | 0.03% |
| CREDIT SUISSE GRP AG P/P 144A 03.8690 01/12/2029 | 0.03% |
| GOODMAN GROUP SEDOL B03FYZ4 | 0.03% |
| MSBAM 2014-C17 C 04.6566 08/15/2047 | 0.03% |
| NEWMARKET CORP SEDOL B01CGF1 | 0.03% |
| PENSKE TRUCK LEASING P/P 144A 03.9000 02/01/2024 | 0.03% |
| SUN HUNG KAI PROPERTIES SEDOL 6859927 | 0.03% |
| BRISTOL-MYERS P/P 144A 03.4000 07/26/2029 | 0.03% |
| CITIGROUP INC 04.7500 05/18/2046 | 0.03% |
| CWALT 2006-OA19 A1 02.2243 02/20/2047 | 0.03% |
| GSMS 2011-GC5 AS P/P 144A 05.2090 08/10/2044 | 0.03% |
| HSBC BANK USA NA 05.6250 08/15/2035 | 0.03% |
| LLOYDS BANKING GROUP PLC USD 04.6500 03/24/2026 | 0.03% |
| OUTFRONT MEDIA INC SEDOL BSP6611 | 0.03% |
| SERVICEMASTER GLOBAL HOLDING SEDOL BNG8BF0 | 0.03% |
| STMICROELECTRONICS NV SEDOL 5962332 | 0.03% |
| UBSBB 2012-C2 D P/P 144A 05.0476 05/10/2063 | 0.03% |
| WELLS FARGO & COMPANY 05.8750 12/29/2049 | 0.03% |
| YANGZIJIANG SHIPBUILDING SEDOL B1VT035 | 0.03% |
| AMERICAN INTL GROUP 08.1750 05/15/2058 | 0.03% |
| APPLE INC 02.8500 05/06/2021 | 0.03% |
| CGCMT 2014-GC21 AS 04.0260 05/10/2047 | 0.03% |
| COMM 2013-CR9 D P/P 144A 04.3969 07/10/2045 | 0.03% |
| GSMS 2011-GC3 C P/P 144A 05.8245 03/10/2044 | 0.03% |
| IDACORP INC SEDOL 2296937 | 0.03% |
| IVORY COAST REGS 06.1250 06/15/2033 | 0.03% |
| JPMCC 2013-LC11 C 03.9582 04/15/2046 | 0.03% |
| NEUBERGER BERMAN GRP P/P 144A 04.8750 04/15/2045 | 0.03% |
| PPL CAPITAL FUNDING INC 04.2000 06/15/2022 | 0.03% |
| REPUBLIC OF SOUTH AFRICA USD 04.8500 09/27/2027 | 0.03% |
| SNAM SPA SEDOL 7251470 | 0.03% |
| STACR 2016-HQA2 M3 07.1684 11/25/2028 | 0.03% |
| WAMU 2005-AR10 1A3 04.1759 09/25/2035 | 0.03% |
| APPLE INC 03.4500 05/06/2024 | 0.03% |
| AXA SA P/P 144A 06.3790 12/29/2049 | 0.03% |
| BANK OF AMERICA CORP 02.1510 11/09/2020 | 0.03% |
| CBS CORP 02.9000 01/15/2027 | 0.03% |
| CFCRE 2011-C1 D P/P 144A 06.2719 04/15/2044 | 0.03% |
| CSC HOLDINGS LLC P/P 144A 07.5000 04/01/2028 | 0.03% |
| DISH DBS CORP 05.8750 11/15/2024 | 0.03% |
| EXTENDED STAY AMERICA INC SEDOL BGH3F75 | 0.03% |
| FIRSTENERGY CORP 03.9000 07/15/2027 | 0.03% |
| GENTING SINGAPORE LTD SEDOL BDRTVP2 | 0.03% |
| HCA INC 05.5000 06/15/2047 | 0.03% |
| HONEYWELL INTL 03.8120 11/21/2047 | 0.03% |
| JPMBB 2014-C22 C 04.7086 09/15/2047 | 0.03% |
| KKR GROUP FIN CO III P/P 144A 05.1250 06/01/2044 | 0.03% |
| LIBERTY MEDIA COR-SIRIUSXM A SEDOL BD8QGF7 | 0.03% |
| PPSI 2004-WCW2 M3 03.0684 10/25/2034 | 0.03% |
| RAKUTEN INC SEDOL 6229597 | 0.03% |
| SERVICE CORP INTL 05.3750 05/15/2024 | 0.03% |
| VIDEOTRON LTD / LTEE P/P 144A 05.1250 04/15/2027 | 0.03% |
| WFRBS 2012-C9 D P/P 144A 04.9713 11/15/2045 | 0.03% |
| BOC HONG KONG HOLDINGS LTD SEDOL 6536112 | 0.03% |
| CANTOR FITZGERALD LP P/P 144A 07.8750 10/15/2019 | 0.03% |
| CITIGROUP INC 02.9000 12/08/2021 | 0.03% |
| COMM 2014-CR14 XA IO 00.7645 02/10/2047 | 0.03% |
| COMMONWEALTH EDISON CO 05.9000 03/15/2036 | 0.03% |
| GENERAL DYNAMICS CORP 03.6000 11/15/2042 | 0.03% |
| PUBLIC SERVICE ELECTRIC 05.5000 03/01/2040 | 0.03% |
| SERVICE PROPERTIES TRUST 04.3750 02/15/2030 | 0.03% |
| TELEPHONE AND DATA SYSTEMS SEDOL B6YR5K3 | 0.03% |
| THE BANK OF NOVA SCOTIA USD 02.7000 03/07/2022 | 0.03% |
| TWO HARBORS INVESTMENT CORP SEDOL BD832H2 | 0.03% |
| UBSCM 2012-C1 C P/P 144A 05.7278 05/10/2045 | 0.03% |
| WAMU 2005-AR11 A1B3 02.4184 08/25/2045 | 0.03% |
| WFRBS 2013-C12 AS 03.5600 03/15/2048 | 0.03% |
| ARRW 2019-3 A3 03.4160 10/25/2048 | 0.02% |
| HCA INC 04.1250 06/15/2029 | 0.02% |
| MSBAM 2012-C6 D P/P 144A 04.7617 11/15/2045 | 0.02% |
| NEWS CORP - CLASS A SEDOL BBGVT40 | 0.02% |
| SHERWIN-WILLIAMS CO/THE SEDOL 2804211 | 0.02% |
| STACR 2014-HQ2 M3 05.7684 09/25/2024 | 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% |
| WAMU 2004-AR3 A2 04.4990 06/25/2034 | 0.02% |
| BROOKFIELD PROPERTY REIT I-A SEDOL BGHFKV0 | 0.02% |
| CHEVRON CORP 02.1000 05/16/2021 | 0.02% |
| COMCAST CORP 03.1500 03/01/2026 | 0.02% |
| COMM 2014-CR18 C 04.8873 07/15/2047 | 0.02% |
| CREDIT AGRICOLE SA P/P 144A 04.0000 01/10/2033 | 0.02% |
| GCP APPLIED TECH P/P 144A 05.5000 04/15/2026 | 0.02% |
| GNR 2015-H25 BI IO 01.8500 10/20/2065 | 0.02% |
| GSMS 2013-GC10 XA IO 01.6541 02/10/2046 | 0.02% |
| STACR 2017-DNA1 M2 05.2684 07/25/2029 | 0.02% |
| TAYLOR WIMPEY PLC SEDOL 0878230 | 0.02% |
| TOSOH CORP SEDOL 6900289 | 0.02% |
| WFCM 2013-LC12 AS 04.4203 07/15/2046 | 0.02% |
| APPALACHIAN POWER CO 04.6000 03/30/2021 | 0.02% |
| APPLE HOSPITALITY REIT INC SEDOL BXRTX56 | 0.02% |
| AT&T INC 04.3500 03/01/2029 | 0.02% |
| AXIS CAPITAL HOLDINGS LTD SEDOL 2677606 | 0.02% |
| BB&T CORPORATION 04.8000 12/31/2099 | 0.02% |
| CAS 2014-C03 2M2 04.9184 07/25/2024 | 0.02% |
| CBRE SERVICES INC 04.8750 03/01/2026 | 0.02% |
| CLP HOLDINGS LTD SEDOL 6097017 | 0.02% |
| COMM 2013-CR11 AM 04.7150 08/10/2050 | 0.02% |
| CVS PASS-THROUGH P/P 144A 04.7040 01/10/2036 | 0.02% |
| FOX CORP P/P 144A 04.0300 01/25/2024 | 0.02% |
| GNR 2017-162 QI IO 05.0000 10/11/2047 | 0.02% |
| HMIR 2018-1 M1 P/P 144A 03.6184 10/25/2028 | 0.02% |
| PRUDENTIAL FINANCIAL INC 05.2000 03/15/2044 | 0.02% |
| RAYTHEON COMPANY 04.8750 10/15/2040 | 0.02% |
| SUMITOMO MITSUI TRUST HOLDIN SEDOL 6431897 | 0.02% |
| SUZUKEN CO LTD SEDOL 6865560 | 0.02% |
| TOKYO ELECTRON LTD SEDOL 6895675 | 0.02% |
| UNITEDHEALTH GROUP INC 02.8750 03/15/2022 | 0.02% |
| WEINGARTEN REALTY INVESTORS SEDOL 2946618 | 0.02% |
| BGC PARTNERS INC 05.1250 05/27/2021 | 0.02% |
| BMIR 2017-1 M1 P/P 144A 03.7184 10/25/2027 | 0.02% |
| CGCMT 2014-GC19 AS 04.3450 03/10/2047 | 0.02% |
| CREDIT SUISSE GRP AG P/P 144A 06.2500 12/18/2024 | 0.02% |
| DEUTSCHE TELEKOM INT FIN USD 08.7500 06/15/2030 | 0.02% |
| INVESTOR AB-B SHS SEDOL 5679591 | 0.02% |
| LEGRAND FRANCE USD 08.5000 02/15/2025 | 0.02% |
| LYONDELLBASELL INDU-CL A SEDOL B3SPXZ3 | 0.02% |
| PACKAGING CORP OF AMERIC 04.5000 11/01/2023 | 0.02% |
| REPUBLIC OF SENEGAL REGS 06.2500 05/23/2033 | 0.02% |
| STACR 2014-HQ3 M3 06.7684 10/25/2024 | 0.02% |
| WAMU 2005-AR9 A1C3 02.9784 07/25/2045 | 0.02% |
| WESTROCK MWV LLC 07.9500 02/15/2031 | 0.02% |
| ALFRESA HOLDINGS CORP SEDOL 6687214 | 0.02% |
| BT GROUP PLC SEDOL 3091357 | 0.02% |
| CELANESE US HOLDINGS LLC 04.6250 11/15/2022 | 0.02% |
| CON EDISON CO OF NY INC 04.2000 03/15/2042 | 0.02% |
| INTELSAT CONNECT FIN P/P 144A 09.5000 02/15/2023 | 0.02% |
| INTELSAT JACKSON HLD P/P 144A 09.7500 07/15/2025 | 0.02% |
| NAVISTAR INTL TLB L+350 05.5300 11/06/2024 | 0.02% |
| OBAYASHI CORP SEDOL 6656407 | 0.02% |
| ONEMAIN HOLDINGS INC SEDOL BYSZB89 | 0.02% |
| PULTEGROUP INC 05.5000 03/01/2026 | 0.02% |
| SPRINT CORP 07.2500 09/15/2021 | 0.02% |
| STAPLES INC P/P 144A 07.5000 04/15/2026 | 0.02% |
| TREASURY BILL 00.0000 12/05/2019 | 0.02% |
| WFRBS 2013-UBS1 AS 04.3060 03/15/2046 | 0.02% |
| AUST & NZ BANKING GR P/P 144A 06.7500 12/29/2049 | 0.02% |
| BAFC 2005-B 3M1 02.7193 04/20/2035 | 0.02% |
| BANCO SANTANDER SA USD 04.3790 04/12/2028 | 0.02% |
| BPCE SA P/P 144A 05.1500 07/21/2024 | 0.02% |
| CAS 2014-C04 1M2 06.9184 11/25/2024 | 0.02% |
| CHIMERA INVESTMENT CORP SEDOL BVZCNC0 | 0.02% |
| CSC HOLDINGS LLC 05.2500 06/01/2024 | 0.02% |
| EQUINOR ASA USD 05.1000 08/17/2040 | 0.02% |
| FUJITSU LTD SEDOL 6356945 | 0.02% |
| GNR 2013-99 AS IO 04.0058 06/20/2043 | 0.02% |
| GNR 2016-123 LI IO 03.5000 03/20/2044 | 0.02% |
| HOLLYFRONTIER CORP SEDOL B5VX1H6 | 0.02% |
| JACK OHIO FIN LLC/FI P/P 144A 10.2500 11/15/2022 | 0.02% |
| KINDER MORGAN ENER PART 03.4500 02/15/2023 | 0.02% |
| MACQUARIE INFRASTRUCTURE COR SEDOL B1Z4VB1 | 0.02% |
| MERCK & CO INC 02.9000 03/07/2024 | 0.02% |
| NUANCE COMMUNICATIONS INC SEDOL 2402121 | 0.02% |
| PENSKE TRUCK LE P/P 144A 03.4000 11/15/2026 | 0.02% |
| PETROBRAS GLOBAL FIN P/P 144A 05.0930 01/15/2030 | 0.02% |
| REP OF INDONESIA P/P 144A 04.7500 01/08/2026 | 0.02% |
| ROYAL BK SCOTLND GRP PLC USD 04.8920 05/18/2029 | 0.02% |
| SPRINT CORP 07.8750 09/15/2023 | 0.02% |
| UBSCM 2017-C7 XA IO 01.2142 12/15/2050 | 0.02% |
| VMWARE INC 03.9000 08/21/2027 | 0.02% |
| WFCM 2014-LC16 XA IO 01.2745 08/15/2050 | 0.02% |
| WYNN LAS VEGAS P/P 144A 05.2500 05/15/2027 | 0.02% |
| ACCENTURE PLC-CL A SEDOL B4BNMY3 | 0.02% |
| BOISE CASCADE CO P/P 144A 05.6250 09/01/2024 | 0.02% |
| CARDINAL HEALTH INC SEDOL 2175672 | 0.02% |
| CEMEX FINANCE LLC P/P 144A 06.0000 04/01/2024 | 0.02% |
| COCA-COLA EUROPEAN PARTNERS SEDOL BYQQ3P5 | 0.02% |
| COMM 2013-LC13 XA IO 01.3267 08/10/2046 | 0.02% |
| CURTISS-WRIGHT CORP SEDOL 2241205 | 0.02% |
| FAIRFAX US INC P/P 144A 04.8750 08/13/2024 | 0.02% |
| GENERAL MOTORS FINL CO 04.3000 07/13/2025 | 0.02% |
| IPALCO ENTPRS IN 03.7000 09/01/2024 | 0.02% |
| KEURIG DR PEPPER INC 04.4170 05/25/2025 | 0.02% |
| LUKOIL INTL FIN BV P/P 144A 04.5630 04/24/2023 | 0.02% |
| MORGAN STANLEY 02.7500 05/19/2022 | 0.02% |
| MSAC 2004-HE6 M1 02.8434 08/25/2034 | 0.02% |
| MSC 2011-C3 D P/P 144A 05.2925 07/15/2049 | 0.02% |
| NAVISTAR INTL CORP P/P 144A 06.6250 11/01/2025 | 0.02% |
| ORACLE CORP 02.5000 10/15/2022 | 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% |
| ROYAL BK SCOTLND GRP PLC USD 07.5000 12/29/2049 | 0.02% |
| SARTORIUS STEDIM BIOTECH SEDOL BYZ2QP5 | 0.02% |
| SEKISUI HOUSE LTD SEDOL 6793906 | 0.02% |
| SERVICE CORPORATION INTL 04.6250 12/15/2027 | 0.02% |
| STEVENS HLDG CO INC P/P 144A 06.1250 10/01/2026 | 0.02% |
| TEMPO ACQ LLC/FI P/P 144A 06.7500 06/01/2025 | 0.02% |
| TENET HEALTHCARE COR P/P 144A 05.1250 11/01/2027 | 0.02% |
| BERKELEY GROUP HOLDINGS/THE SEDOL B02L3W3 | 0.02% |
| BRISTOL-MYERS SQUIBB CO SEDOL 2126335 | 0.02% |
| CCO HLDGS LLC/CAP CO P/P 144A 05.7500 02/15/2026 | 0.02% |
| CEQUEL COM HLDG I/CA P/P 144A 05.1250 12/15/2021 | 0.02% |
| CLUBCORP HLDG INC P/P 144A 08.5000 09/15/2025 | 0.02% |
| DIAMOND SPORTS GR/DI P/P 144A 06.6250 08/15/2027 | 0.02% |
| HOLLY ENERGY PARTNE P/P 144A 06.0000 08/01/2024 | 0.02% |
| NOVELIS CORP P/P 144A 05.8750 09/30/2026 | 0.02% |
| TESCO PLC SEDOL 0884709 | 0.02% |
| W.R. GRACE & CO | 0.02% |
| WILMAR INTERNATIONAL LTD SEDOL B17KC69 | 0.02% |
| ALLERGAN FUNDING SCS USD 03.4500 03/15/2022 | 0.02% |
| APPLE INC 02.8500 05/11/2024 | 0.02% |
| ARRW 2019-1 A3 04.2080 01/25/2049 | 0.02% |
| BOEING CAPITAL CORPORATION 04.7000 10/27/2019 | 0.02% |
| CHENIERE CORP CHRIST 05.8750 03/31/2025 | 0.02% |
| CME GROUP INC SEDOL 2965839 | 0.02% |
| DIAMOND 1 FIN/DIAMON P/P 144A 08.3500 07/15/2046 | 0.02% |
| GFL ENVIRONMENTAL P/P 144A 07.0000 06/01/2026 | 0.02% |
| GRAY TELEVISION INC P/P 144A 07.0000 05/15/2027 | 0.02% |
| HESS INFRASTRUCTURE P/P 144A 05.6250 02/15/2026 | 0.02% |
| SCIENTIFIC GAMES INT 10.0000 12/01/2022 | 0.02% |
| SIX FLAGS ENT P/P 144A 04.8750 07/31/2024 | 0.02% |
| SWISS LIFE HOLDING AG-REG SEDOL 7437805 | 0.02% |
| TENET HEALTHCARE CORP 08.1250 04/01/2022 | 0.02% |
| TRANSDIGM INC P/P 144A 06.2500 03/15/2026 | 0.02% |
| WASTE MANAGEMENT INC. 04.7500 06/30/2020 | 0.02% |
| ALLY FINANCIAL INC 08.0000 11/01/2031 | 0.02% |
| BERKSHIRE HATHAWAY FIN 04.3000 05/15/2043 | 0.02% |
| BMW US CAPITAL LLC P/P 144A 03.4000 08/13/2021 | 0.02% |
| BRAND ENERGY TL L+425 06.4076 06/21/2024 | 0.02% |
| BROADRIDGE FINANCIAL SOLUTIO SEDOL B1VP7R6 | 0.02% |
| BWAY HOLDING CO P/P 144A 07.2500 04/15/2025 | 0.02% |
| CHARTER COMM OPT LLC 05.3750 05/01/2047 | 0.02% |
| COMM 2014-UBS6 XA IO 01.0704 12/10/2047 | 0.02% |
| COMPASS MINERALS INT P/P 144A 04.8750 07/15/2024 | 0.02% |
| ENDEAVOR ENERGY P/P 144A 05.7500 01/30/2028 | 0.02% |
| GOLDEN NUGGET INC P/P 144A 06.7500 10/15/2024 | 0.02% |
| JAPAN PRIME REALTY INVESTMEN SEDOL 6528175 | 0.02% |
| MBX.FN30.500.10 R USL1M P 01/12/41 CI | 0.02% |
| NETFLIX INC. 05.8750 11/15/2028 | 0.02% |
| NIELSEN FIN LLC/CO P/P 144A 05.0000 04/15/2022 | 0.02% |
| OSHKOSH CORP 05.3750 03/01/2025 | 0.02% |
| PULTEGROUP INC. 07.8750 06/15/2032 | 0.02% |
| RBS GLOBAL/REXNO P/P 144A 04.8750 12/15/2025 | 0.02% |
| SABINE PASS LIQUEF 05.0000 03/15/2027 | 0.02% |
| SAMI 2007-AR1 2A1 02.1984 01/25/2037 | 0.02% |
| BANFF MERGER SUB INC P/P 144A 09.7500 09/01/2026 | 0.02% |
| BIG RVR STL/FIN P/P 144A 07.2500 09/01/2025 | 0.02% |
| BRAND ENERGY & I P/P 144A 08.5000 07/15/2025 | 0.02% |
| CAS 2017-C01 1EB1 03.2684 07/25/2029 | 0.02% |
| COMM 2014-UBS4 XA IO 01.2649 08/10/2047 | 0.02% |
| CRC ESCROW ISSUER LL P/P 144A 05.2500 10/15/2025 | 0.02% |
| DASSAULT AVIATION SA SEDOL 4067164 | 0.02% |
| DIAMONDBACK ENERGY INC 05.3750 05/31/2025 | 0.02% |
| FHR 3829 AS IO 04.9225 03/15/2041 | 0.02% |
| GENERAL DYNAMICS CORP 02.2500 11/15/2022 | 0.02% |
| GREAT LAKES D&D 08.0000 05/15/2022 | 0.02% |
| HOME DEPOT INC SEDOL 2434209 | 0.02% |
| HSBC USA INC 03.5000 06/23/2024 | 0.02% |
| JACK OHIO FIN LLC/FI P/P 144A 06.7500 11/15/2021 | 0.02% |
| MASIMO CORP SEDOL B1YWR63 | 0.02% |
| PETROLEOS MEXICANOS USD 06.3750 01/23/2045 | 0.02% |
| TEVA PHARMACEUTICALS NE USD 06.7500 03/01/2028 | 0.02% |
| THALES SA SEDOL 4162791 | 0.02% |
| WFCM 2016-LC25 XA IO 01.1461 12/15/2059 | 0.02% |
| WFRBS 2013-C11 AS 03.3110 03/15/2045 | 0.02% |
| ALLISON TRANSMISSION P/P 144A 04.7500 10/01/2027 | 0.01% |
| BOMBARDIER INC P/P 144A 07.5000 12/01/2024 | 0.01% |
| CAMDEN PROPERTY TRUST 04.8750 06/15/2023 | 0.01% |
| CBRE SERVICES INC 05.2500 03/15/2025 | 0.01% |
| COMM 2014-CR17 XA IO 01.1451 05/10/2047 | 0.01% |
| FHR 3065 DC 13.7775 03/15/2035 | 0.01% |
| HOWARD HUGHES CORP P/P 144A 05.3750 03/15/2025 | 0.01% |
| IRON MOUNTAIN INC P/P 144A 04.8750 09/15/2027 | 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% |
| MATCH GROUP INC P/P 144A 05.0000 12/15/2027 | 0.01% |
| MEREDITH CORP 06.8750 02/01/2026 | 0.01% |
| MICROSOFT CORP 02.4000 02/06/2022 | 0.01% |
| NIELSEN CO LUXEM P/P 144A 05.0000 02/01/2025 | 0.01% |
| REFINITIV US HLDG P/P 144A 06.2500 05/15/2026 | 0.01% |
| SCIENTIFIC GAMES P/P 144A 08.2500 03/15/2026 | 0.01% |
| SHELL INTERNATIONAL FIN USD 01.8750 05/10/2021 | 0.01% |
| SIX FLAGS ENT P/P 144A 05.5000 04/15/2027 | 0.01% |
| STACR 2019-DNA1 M2 04.6684 01/25/2049 | 0.01% |
| SUNDRUG CO LTD SEDOL 6817895 | 0.01% |
| TEXAS INSTRUMENTS INC SEDOL 2885409 | 0.01% |
| TRANSDIGM INC 06.3750 06/15/2026 | 0.01% |
| TTM TECHNOLOGIES INC P/P 144A 05.6250 10/01/2025 | 0.01% |
| WATCO COS LLC/FI P/P 144A 06.3750 04/01/2023 | 0.01% |
| AIR LEASE CORP 03.2500 10/01/2029 | 0.01% |
| BRIGGS & STRATTON CORPORATION 06.8750 12/15/2020 | 0.01% |
| CAPITAL ONE FINANCIAL CO 04.2000 10/29/2025 | 0.01% |
| CBS CORP 04.0000 01/15/2026 | 0.01% |
| CCO HLDGS LLC/CAP C P/P 144A 05.5000 05/01/2026 | 0.01% |
| CWALT 2006-OA10 1A1 03.4061 08/25/2046 | 0.01% |
| ENERGY TRANSFER OPERATNG 06.1250 12/15/2045 | 0.01% |
| GNR 2015-H26 EI IO 01.7488 10/20/2065 | 0.01% |
| GOLDEN NUGGET INC P/P 144A 08.7500 10/01/2025 | 0.01% |
| HUSKY TLB L+300 05.0435 03/28/2025 | 0.01% |
| IPSEN SEDOL B0R7JF1 | 0.01% |
| ITRON INC P/P 144A 05.0000 01/15/2026 | 0.01% |
| MITSUBISHI UFJ LEASE & FINAN SEDOL 6268976 | 0.01% |
| MLMI 2005-A2 A2 04.4481 02/25/2035 | 0.01% |
| NUTRIEN LTD USD 05.2500 01/15/2045 | 0.01% |
| ONCOR ELECTRIC DELIVERY 05.3000 06/01/2042 | 0.01% |
| SERVICE CORP INTL 05.1250 06/01/2029 | 0.01% |
| SHELL INTERNATIONAL FIN USD 02.1250 05/11/2020 | 0.01% |
| SINGAPORE TECH ENGINEERING SEDOL 6043214 | 0.01% |
| SMITH & NEPHEW PLC SEDOL 0922320 | 0.01% |
| STAPLES INC. P/P 144A 10.7500 04/15/2027 | 0.01% |
| WESTPAC BANKING CORP USD 04.4210 07/24/2039 | 0.01% |
| WFRBS 2012-C9 XB IO P/P 144A 00.8756 11/15/2045 | 0.01% |
| 1011778 BC / NEW RED P/P 144A 05.0000 10/15/2025 | 0.01% |
| AMERICAN ELECTRIC POWER SEDOL 2026242 | 0.01% |
| ARCELORMITTAL USD 07.0000 10/15/2039 | 0.01% |
| ASCEND LEARNING LLC P/P 144A 06.8750 08/01/2025 | 0.01% |
| AVAYA TLB L+425 06.3343 12/15/2024 | 0.01% |
| BAUSCH HLTH COS INC P/P 144A 06.1250 04/15/2025 | 0.01% |
| BCE INC SEDOL B188TH2 | 0.01% |
| BMC EAST LLC P/P 144A 05.5000 10/01/2024 | 0.01% |
| BUMT 2005-1 1A1 02.6184 09/25/2045 | 0.01% |
| CFCRE 2011-C2 D P/P 144A 05.9394 12/15/2047 | 0.01% |
| COMCAST CORP 03.9990 11/01/2049 | 0.01% |
| CORNERSTONE BUILDING P/P 144A 08.0000 04/15/2026 | 0.01% |
| COVEY PARK ENERGY LL P/P 144A 07.5000 05/15/2025 | 0.01% |
| CWALT 2006-24CB A13 02.3684 08/25/2036 | 0.01% |
| DCP MIDSTREAM P/P 144A 06.7500 09/15/2037 | 0.01% |
| DEUTSCHE WOHNEN SE SEDOL B0YZ0Z5 | 0.01% |
| FNR 2006-8 HP 17.1659 03/25/2036 | 0.01% |
| GREIF INC P/P 144A 06.5000 03/01/2027 | 0.01% |
| INGEVITY CORP P/P 144A 04.5000 02/01/2026 | 0.01% |
| ISTAR INC 04.7500 10/01/2024 | 0.01% |
| JPMBB 2014-C25 XA IO 01.0133 11/15/2047 | 0.01% |
| KINDER MORGAN ENER PART 05.4000 09/01/2044 | 0.01% |
| MSBAM 2014-C17 XA IO 01.2682 08/15/2047 | 0.01% |
| MWST 2018-W1 A 02.8684 11/25/2051 | 0.01% |
| NEXSTAR BROADC P/P 144A 05.6250 08/01/2024 | 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% |
| PRECISION DRILL P/P 144A 07.1250 01/15/2026 | 0.01% |
| QVC INC 04.8500 04/01/2024 | 0.01% |
| RITE AID CORP P/P 144A 06.1250 04/01/2023 | 0.01% |
| SABINE PASS LIQUEFAC 05.7500 05/15/2024 | 0.01% |
| TJX COMPANIES INC SEDOL 2989301 | 0.01% |
| VIDEOTRON LTD USD 05.0000 07/15/2022 | 0.01% |
| VISTRA OPERATIONS CO P/P 144A 05.5000 09/01/2026 | 0.01% |
| ALLEGHENY TECHNOLOGIES INC 07.8750 08/15/2023 | 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% |
| CAS 2015-C02 1M2 06.0184 05/25/2025 | 0.01% |
| COMCAST CORP 06.5000 11/15/2035 | 0.01% |
| DIAMOND SPORTS P/P 144A 05.3750 08/15/2026 | 0.01% |
| ENTERCOM MEDIA CORP P/P 144A 07.2500 11/01/2024 | 0.01% |
| FHR 3249 PS 15.5843 12/15/2036 | 0.01% |
| FRONTIER COMM P/P 144A 08.5000 04/01/2026 | 0.01% |
| GNMA GII30 AY2298 04.7000 05/20/2067 | 0.01% |
| GNMA GII30 BB0107 04.7000 08/20/2067 | 0.01% |
| HUB INTL LTD P/P 144A 07.0000 05/01/2026 | 0.01% |
| IHEARTCOMMUNICATIONS INC 08.3750 05/01/2027 | 0.01% |
| JPMCC 2012-LC9 D P/P 144A 04.5473 12/15/2047 | 0.01% |
| NABORS INDUSTRIES INC. 05.7500 02/01/2025 | 0.01% |
| PROVIDENT FDG/PFG FI P/P 144A 06.3750 06/15/2025 | 0.01% |
| STANDARD IND INC P/P 144A 05.3750 11/15/2024 | 0.01% |
| T-MOBILE USA INC 04.7500 02/01/2028 | 0.01% |
| TOPBUILD CORP P/P 144A 05.6250 05/01/2026 | 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% |
| WFRBS 2011-C4 E P/P 144A 05.3965 06/15/2044 | 0.01% |
| WFRBS 2013-C15 D P/P 144A 04.6242 08/15/2046 | 0.01% |
| APERGY CORP 06.3750 05/01/2026 | 0.01% |
| BAUSCH HEALTH COS INC REGS 04.5000 05/15/2023 | 0.01% |
| BAUSCH HLTH AMERICAS P/P 144A 09.2500 04/01/2026 | 0.01% |
| BOMBARDIER INC P/P 144A 07.8750 04/15/2027 | 0.01% |
| BRIDGESTONE CORP SEDOL 6132101 | 0.01% |
| CAS 2015-C01 1M2 06.3184 02/25/2025 | 0.01% |
| CAS 2019-R01 2M2 04.4684 07/25/2031 | 0.01% |
| CF INDUSTRIES INC 04.9500 06/01/2043 | 0.01% |
| CNO FINANCIAL GROUP INC 05.2500 05/30/2025 | 0.01% |
| DIAMOND 1 FIN/DIAMON P/P 144A 07.1250 06/15/2024 | 0.01% |
| ENTERCOM MEDIA CORP P/P 144A 06.5000 05/01/2027 | 0.01% |
| EPR PROPERTIES 05.7500 CUM CV PFD | 0.01% |
| FHR 3408 EK 17.6347 04/15/2037 | 0.01% |
| FIDELITY NATIONAL INFORM 03.0000 08/15/2026 | 0.01% |
| GFL ENVIRONMENTA P/P 144A 08.5000 05/01/2027 | 0.01% |
| GNMA GII30 AY4779 04.5090 03/20/2067 | 0.01% |
| GNMA GII30 BA7681 04.6260 06/20/2067 | 0.01% |
| HCA INC 05.0000 03/15/2024 | 0.01% |
| INFOR US INC 06.5000 05/15/2022 | 0.01% |
| JPMCC 2013-LC11 X IO 01.4008 04/15/2046 | 0.01% |
| KONINKLIJKE AHOLD DELHAIZE N SEDOL BD0Q398 | 0.01% |
| LIONS GATE CAP HOLD P/P 144A 05.8750 11/01/2024 | 0.01% |
| NATIONSTAR MORT/ 06.5000 07/01/2021 | 0.01% |
| NRG ENERGY INC P/P 144A 05.2500 06/15/2029 | 0.01% |
| NTT DATA CORP SEDOL 6125639 | 0.01% |
| PLAINS GP HOLDINGS LP-CL A SEDOL BDGHN95 | 0.01% |
| SMURFIT KAPPA TREASURY USD 07.5000 11/20/2025 | 0.01% |
| STARWOOD PROP TR 04.7500 03/15/2025 | 0.01% |
| TMS INTL HLDG CORP P/P 144A 07.2500 08/15/2025 | 0.01% |
| UNIVISION COMM P/P 144A 05.1250 02/15/2025 | 0.01% |
| USI INC/NY P/P 144A 06.8750 05/01/2025 | 0.01% |
| VONOVIA SE SEDOL BBJPFY1 | 0.01% |
| WFMBS 2005-AR4 1A3 05.1622 04/25/2035 | 0.01% |
| ZURICH INSURANCE GROUP AG SEDOL 5983816 | 0.01% |
| ALBERTSONS COS LLC P/P 144A 07.5000 03/15/2026 | 0.01% |
| AMERICAN EXPRESS CO SEDOL 2026082 | 0.01% |
| BANK OF AMERICA CORP 02.8785 09/15/2026 | 0.01% |
| BAUSCH HLTH COS INC P/P 144A 07.2500 05/30/2029 | 0.01% |
| BAUSCH HLTH COS INC P/P 144A 09.0000 12/15/2025 | 0.01% |
| BOLIDEN AB SEDOL BJV12J7 | 0.01% |
| BRAMBLES LTD SEDOL B1FJ0C0 | 0.01% |
| BROTHER INDUSTRIES LTD SEDOL 6146500 | 0.01% |
| CAS 2019-R02 1M2 04.3184 08/25/2031 | 0.01% |
| CENOVUS ENERGY INC USD 06.7500 11/15/2039 | 0.01% |
| CENTENE CORP 06.1250 02/15/2024 | 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 2005-27 1A1 02.5641 08/25/2035 | 0.01% |
| EUTELSAT COMMUNICATIONS SEDOL B0M7KJ7 | 0.01% |
| FIFTH THIRD BANCORP 05.1000 12/29/2049 | 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% |
| GSMS 2012-GC6 D P/P 144A 05.8397 01/10/2045 | 0.01% |
| HUDBAY MINERALS INC P/P 144A 07.6250 01/15/2025 | 0.01% |
| ICAHN ENTER/FIN P/P 144A 06.2500 05/15/2026 | 0.01% |
| INDIGO NATURAL P/P 144A 06.8750 02/15/2026 | 0.01% |
| KAMIGUMI CO LTD SEDOL 6482668 | 0.01% |
| LIONS GATE CAP HOLD P/P 144A 06.3750 02/01/2024 | 0.01% |
| MASTEC INC 04.8750 03/15/2023 | 0.01% |
| MSRR 2015-R4 CB1 02.9695 08/26/2047 | 0.01% |
| NEC CORP SEDOL 6640400 | 0.01% |
| NEWELL BRANDS INC 04.2000 04/01/2026 | 0.01% |
| NRG ENERGY INC 06.6250 01/15/2027 | 0.01% |
| NZD/USD 10/16/2019 JPMCB | 0.01% |
| PANTHER BF AGGRE 2 P/P 144A 08.5000 05/15/2027 | 0.01% |
| PETROLEOS MEXICANOS USD 04.8750 01/18/2024 | 0.01% |
| SPRINGLEAF FINANCE CORP 06.8750 03/15/2025 | 0.01% |
| THE SHERWIN-WILLIAMS COMPANY 02.7500 06/01/2022 | 0.01% |
| TORONTO-DOMINION BANK SEDOL 2897222 | 0.01% |
| TRAVELPORT TLB L+500 07.5413 05/30/2026 | 0.01% |
| TRI POINTE GROUP / HOMES 05.8750 06/15/2024 | 0.01% |
| WFRBS 2012-C10 XA IO P/P 144A 01.6986 12/15/2045 | 0.01% |
| WR GRACE & CO-CONN P/P 144A 05.6250 10/01/2024 | 0.01% |
| WYNN RESORTS FIN LLC P/P 144A 05.1250 10/01/2029 | 0.01% |
| 1011778 BC / NEW RED P/P 144A 04.2500 05/15/2024 | 0.01% |
| AMC ENT HOLDIN 05.8750 11/15/2026 | 0.01% |
| ASCENT RESOURCES/AEU P/P 144A 10.0000 04/01/2022 | 0.01% |
| BANK OF MONTREAL USD 03.8030 12/15/2032 | 0.01% |
| BEACON ROOFING SUPP P/P 144A 04.8750 11/01/2025 | 0.01% |
| BEACON ROOFING SUPPL 06.3750 10/01/2023 | 0.01% |
| BERRY GLOBAL INC 05.1250 07/15/2023 | 0.01% |
| CARRIAGE SVCS INC P/P 144A 06.6250 06/01/2026 | 0.01% |
| CAS 2015-C02 2M2 06.0184 05/25/2025 | 0.01% |
| CHS/COMMUNITY HEALTH 06.8750 02/01/2022 | 0.01% |
| DOLLAR TREE INC SEDOL 2272476 | 0.01% |
| DTE ENERGY COMPANY SEDOL 2280220 | 0.01% |
| ESH HOSPITALITY INC P/P 144A 05.2500 05/01/2025 | 0.01% |
| FHR 2990 LB 11.7636 06/15/2034 | 0.01% |
| FIDELITY NATIONAL INFO SERV SEDOL 2769796 | 0.01% |
| HCA INC 05.2500 06/15/2026 | 0.01% |
| HSBC HOLDINGS PLC SEDOL 0540528 | 0.01% |
| JPMBB 2014-C19 XA IO 00.9291 04/15/2047 | 0.01% |
| JPMORGAN CHASE & CO 06.1000 02/01/2049 | 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% |
| KRATON POLYMERS LLC/ P/P 144A 07.0000 04/15/2025 | 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% |
| NATIONAL BANK OF CANADA SEDOL 2077303 | 0.01% |
| NATIONSTAR MTG P/P 144A 08.1250 07/15/2023 | 0.01% |
| NETFLIX INC 04.8750 04/15/2028 | 0.01% |
| NEWFIELD EXPLORATION CO 05.7500 01/30/2022 | 0.01% |
| NRG ENERGY INC. 07.2500 05/15/2026 | 0.01% |
| QUEST DIAGNOSTICS INC SEDOL 2702791 | 0.01% |
| STACR 2017-DNA3 M2 04.5184 03/25/2030 | 0.01% |
| SUGAR HSP GAMING P/P 144A 05.8750 05/15/2025 | 0.01% |
| TENNANT CO 05.6250 05/01/2025 | 0.01% |
| TMX FIN LLC/TITLEMAX P/P 144A 11.1250 04/01/2023 | 0.01% |
| USA COMPRESSION PART 06.8750 04/01/2026 | 0.01% |
| WMG ACQUISITION CORP P/P 144A 05.0000 08/01/2023 | 0.01% |
| WPX ENERGY INC 05.2500 10/15/2027 | 0.01% |
| WYNDHAM HOTELS & RE P/P 144A 05.3750 04/15/2026 | 0.01% |
| AIR LIQUIDE SA SEDOL B1YXBJ7 | 0.01% |
| AMSTED INDUSTRIES P/P 144A 05.6250 07/01/2027 | 0.01% |
| APACHE CORPORATION 03.2500 04/15/2022 | 0.01% |
| ASP AMC MERGER SUB P/P 144A 08.0000 05/15/2025 | 0.01% |
| AUD/JPY PUT 70.00 20200214 CITI | 0.01% |
| AUD/JPY PUT 70.00 20200214 GSFX | 0.01% |
| AUTOZONE INC SEDOL 2065955 | 0.01% |
| AXA SA SEDOL 7088429 | 0.01% |
| BAE SYSTEMS PLC SEDOL 0263494 | 0.01% |
| BANK OF MONTREAL SEDOL 2076009 | 0.01% |
| BERKSHIRE HATHAWAY FIN 04.2500 01/15/2021 | 0.01% |
| BSCMS 2006-PW11 B P/P 144A 05.8095 03/11/2039 | 0.01% |
| BUILDERS FIRSTSOURCE P/P 144A 06.7500 06/01/2027 | 0.01% |
| CALPINE CORPORATION 05.7500 01/15/2025 | 0.01% |
| CHEMOURS CO 07.0000 05/15/2025 | 0.01% |
| CIT GROUP INC 05.0000 08/01/2023 | 0.01% |
| CLEAR CHANNEL WORLDW P/P 144A 05.1250 08/15/2027 | 0.01% |
| COMMSCOPE TECH LLC P/P 144A 06.0000 06/15/2025 | 0.01% |
| COMPASS GROUP PLC SEDOL BD6K457 | 0.01% |
| CROWN CORK & SEAL CO INC 07.3750 12/15/2026 | 0.01% |
| DENBURY RESOURCES IN P/P 144A 09.0000 05/15/2021 | 0.01% |
| EUR/USD PUT 1.097 20191017 BANKAM | 0.01% |
| FEDEX CORP 02.6250 08/01/2022 | 0.01% |
| FREEDOM MTGE CORP P/P 144A 08.1250 11/15/2024 | 0.01% |
| FREEDOM MTGE CORP P/P 144A 08.2500 04/15/2025 | 0.01% |
| FRONTIER COMM 11.0000 09/15/2025 | 0.01% |
| GATES GLOBAL LLC P/P 144A 06.0000 07/15/2022 | 0.01% |
| GOEASY LTD P/P 144A 07.8750 11/01/2022 | 0.01% |
| KIMBERLY-CLARK CORP SEDOL 2491839 | 0.01% |
| L3HARRIS TECHNOLOGIES INC SEDOL BK9DTN5 | 0.01% |
| LIBERTY MEDIA COR-SIRIUSXM C SEDOL BD8QGH9 | 0.01% |
| MERCER INTL INC USD 06.5000 02/01/2024 | 0.01% |
| NOVELIS CORP P/P 144A 06.2500 08/15/2024 | 0.01% |
| PENN NATIONAL GAMING P/P 144A 05.6250 01/15/2027 | 0.01% |
| QORVO INC 05.5000 07/15/2026 | 0.01% |
| RIO TINTO LTD SEDOL 6220103 | 0.01% |
| ROSS STORES INC SEDOL 2746711 | 0.01% |
| SABRE GLBL INC P/P 144A 05.3750 04/15/2023 | 0.01% |
| TALLGRASS NRG PRTNR P/P 144A 05.5000 01/15/2028 | 0.01% |
| TRANSOCEAN SENTR P/P 144A 05.3750 05/15/2023 | 0.01% |
| UNIVAR USA INC P/P 144A 06.7500 07/15/2023 | 0.01% |
| WALT DISNEY CO/THE SEDOL 2270726 | 0.01% |
| WEEKLEY HOMES LLC 06.0000 02/01/2023 | 0.01% |
| WESTPAC BANKING CORP USD 04.8750 11/19/2019 | 0.01% |
| WH GROUP LTD SEDOL BLLHKZ1 | 0.01% |
| WPX ENERGY INC 05.7500 06/01/2026 | 0.01% |
| AMER TRANS SYST P/P 144A 05.0000 09/01/2044 | 0.01% |
| ANTERO RESOURCES FIN 05.1250 12/01/2022 | 0.01% |
| BROOKFIELD RESID PRO P/P 144A 06.1250 07/01/2022 | 0.01% |
| BWAY CORP TLB L+325 05.5895 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% |
| CENTENE CORP 04.7500 05/15/2022 | 0.01% |
| CHOCOLADEFABRIKEN LINDT-PC SEDOL 5962280 | 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 WORLD P/P 144A 09.2500 02/15/2024 | 0.01% |
| CROWN AMER/CAP 04.7500 02/01/2026 | 0.01% |
| EL PASO NATURAL GAS 08.3750 06/15/2032 | 0.01% |
| GARTNER INC P/P 144A 05.1250 04/01/2025 | 0.01% |
| GNR 2012-141 WI IO 03.5000 11/20/2041 | 0.01% |
| GNR 2013-14 IO IO 03.5000 12/20/2042 | 0.01% |
| HANESBRANDS INC P/P 144A 04.6250 05/15/2024 | 0.01% |
| HARVEY NORMAN HOLDINGS LTD SEDOL 6173508 | 0.01% |
| ICAHN ENTER P/P 144A 04.7500 09/15/2024 | 0.01% |
| ICAHN ENTER/FIN 06.7500 02/01/2024 | 0.01% |
| ICAHN ENTERPRISES/FI 06.2500 02/01/2022 | 0.01% |
| JAGUAR HL / PPDI P/P 144A 06.3750 08/01/2023 | 0.01% |
| JELD-WEN INC P/P 144A 04.6250 12/15/2025 | 0.01% |
| KFC HLD/PIZZA HUT/TA P/P 144A 04.7500 06/01/2027 | 0.01% |
| KLEPIERRE SEDOL 7582556 | 0.01% |
| LIVE NATION ENT P/P 144A 04.8750 11/01/2024 | 0.01% |
| MATTAMY GROUP CORP P/P 144A 06.8750 12/15/2023 | 0.01% |
| MEG ENERGY CORP P/P 144A 06.5000 01/15/2025 | 0.01% |
| MIZUHO FINANCIAL GROUP INC SEDOL 6591014 | 0.01% |
| NEWCREST MINING LTD SEDOL 6637101 | 0.01% |
| NORTHROP GRUMMAN CORP SEDOL 2648806 | 0.01% |
| NTT DOCOMO INC SEDOL 6129277 | 0.01% |
| OASIS PETROLEUM INC 06.8750 03/15/2022 | 0.01% |
| OCCIDENTAL PETROLEUM CORP SEDOL 2655408 | 0.01% |
| PORSCHE AUTOMOBIL HLDG-PRF SEDOL 7101069 | 0.01% |
| PRUDENTIAL FINANCIAL INC 05.6250 06/15/2043 | 0.01% |
| REPUBLIC OF VENEZUELA REGS 08.2500 10/13/2024 | 0.01% |
| RESIDEO FUNDING INC P/P 144A 06.1250 11/01/2026 | 0.01% |
| ROBERTSHAW TL 2L L+800 10.0625 02/28/2026 | 0.01% |
| ROBERTSHAW US HOLDING L+325 05.3125 02/28/2025 | 0.01% |
| ROSE ROCK MIDSTREAM/ 05.6250 07/15/2022 | 0.01% |
| SS&C TECH INC P/P 144A 05.5000 09/30/2027 | 0.01% |
| STACR 2018-HQA2 M2 04.3184 10/25/2048 | 0.01% |
| STEEL DYNAMICS INC 05.5000 10/01/2024 | 0.01% |
| TENET HEALTHCARE 04.6250 07/15/2024 | 0.01% |
| TRANSOCEAN PONTUS LT P/P 144A 06.1250 08/01/2025 | 0.01% |
| VISTRA ENERGY CORP P/P 144A 08.1250 01/30/2026 | 0.01% |
| VISTRA OPERATION P/P 144A 05.0000 07/31/2027 | 0.01% |
| WOLVERINE WORLD WIDE P/P 144A 05.0000 09/01/2026 | 0.01% |
| WPX ENERGY INC 08.2500 08/01/2023 | 0.01% |
| Z HOLDINGS CORP SEDOL 6084848 | 0.01% |
| ALLEGHENY TECHNOLOGIES 05.9500 01/15/2021 | 0.00% |
| ASCEND LEARNING LLC P/P 144A 06.8750 08/01/2025 | 0.00% |
| AUD/USD 10/16/2019 GSFX | 0.00% |
| BERRY GLOBAL INC P/P 144A 05.6250 07/15/2027 | 0.00% |
| BUILDERS FIRSTSOURCE P/P 144A 05.6250 09/01/2024 | 0.00% |
| CALIFORNIA RESOURC TL L+475 06.7935 12/31/2022 | 0.00% |
| CAS 2016-C06 1M2 06.2684 04/25/2029 | 0.00% |
| CHEMOURS CO 06.6250 05/15/2023 | 0.00% |
| CHESAPEAKE ENERGY CORPORATION 08.0000 01/15/2025 | 0.00% |
| COMM 2014-CR18 XA IO 01.1624 07/15/2047 | 0.00% |
| CONCHO RESOURCES INC 03.7500 10/01/2027 | 0.00% |
| CROWN CASTLE INTL CORP 04.8750 04/15/2022 | 0.00% |
| DIRECT LINE INSURANCE GROUP SEDOL BY9D0Y1 | 0.00% |
| DUN & BRADSTREET COR P/P 144A 06.8750 08/15/2026 | 0.00% |
| EIFFAGE SEDOL B13X013 | 0.00% |
| EOG RESOURCES INC 04.1500 01/15/2026 | 0.00% |
| EP ENER/EVEREST ACQ P/P 144A 07.7500 05/15/2026 | 0.00% |
| GENERAL DYNAMICS CORP SEDOL 2365161 | 0.00% |
| GLP CAPITAL LP / FIN II 05.3750 04/15/2026 | 0.00% |
| GMAC CAPITAL TRUST I PCT 07.9431 | 0.00% |
| GNR 2015-124 NI IO 03.5000 06/20/2039 | 0.00% |
| GO DADDY OPCO/FINCO P/P 144A 05.2500 12/01/2027 | 0.00% |
| HKT TRUST AND HKT LTD-SS SEDOL B4TXDZ3 | 0.00% |
| HOLOGIC INC P/P 144A 04.3750 10/15/2025 | 0.00% |
| IHEARTCOMMUNICATIONS INC 06.3750 05/01/2026 | 0.00% |
| IHS MARKIT LTD USD 04.7500 08/01/2028 | 0.00% |
| JELD-WEN INC P/P 144A 04.8750 12/15/2027 | 0.00% |
| JOHNSON CONTROLS INTERNATION SEDOL BY7QL61 | 0.00% |
| KERRY PROPERTIES LTD SEDOL 6486314 | 0.00% |
| KRW/USD 11/20/2019 GSFX | 0.00% |
| LEVEL 3 FIN INC P/P 144A 04.6250 09/15/2027 | 0.00% |
| LEVEL 3 FINANCING INC 05.6250 02/01/2023 | 0.00% |
| MAUSER PACKAGING SOL P/P 144A 05.5000 04/15/2024 | 0.00% |
| MERCER INTL INC USD 05.5000 01/15/2026 | 0.00% |
| MITSUI AND CO LTD SEDOL 6597302 | 0.00% |
| MOLINA HEALTHCARE IN 05.3750 11/15/2022 | 0.00% |
| NETFLIX INC. P/P 144A 06.3750 05/15/2029 | 0.00% |
| NIPPON STEEL CORP SEDOL 6642569 | 0.00% |
| NZD/USD 10/16/2019 BCAP-FX | 0.00% |
| ORACLE CORP JAPAN SEDOL 6141680 | 0.00% |
| ORKLA ASA SEDOL B1VQF42 | 0.00% |
| PARK-OHIO INDUSTRIES INC 06.6250 04/15/2027 | 0.00% |
| PENSKE AUTO GRP INC 05.7500 10/01/2022 | 0.00% |
| PENSKE AUTOMOTIVE GROUP 05.5000 05/15/2026 | 0.00% |
| RENAISSANCERE HOLDINGS LTD SEDOL 2728429 | 0.00% |
| REVLON CONS TLB L+350 05.6241 09/07/2023 | 0.00% |
| SESI LLC 07.1250 12/15/2021 | 0.00% |
| SINCLAIR TELEVISION P/P 144A 05.6250 08/01/2024 | 0.00% |
| SINGAPORE EXCHANGE LTD SEDOL 6303866 | 0.00% |
| SM ENERGY CO 06.1250 11/15/2022 | 0.00% |
| SM ENERGY CO 06.7500 09/15/2026 | 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% |
| SPRINGLEAF FINANCE CORP 06.6250 01/15/2028 | 0.00% |
| SPRINGLEAF FINANCE CORP 07.1250 03/15/2026 | 0.00% |
| SWIRE PROPERTIES LTD SEDOL B67C2G0 | 0.00% |
| SWISS PRIME SITE-REG SEDOL B083BH4 | 0.00% |
| SYNOPSYS INC SEDOL 2867719 | 0.00% |
| TARGA RESOURCES PART P/P 144A 06.5000 07/15/2027 | 0.00% |
| TAYLOR MORRISON COMM P/P 144A 05.7500 01/15/2028 | 0.00% |
| TENET HEALTHCARE P/P 144A 06.2500 02/01/2027 | 0.00% |
| TRANSDIGM INC. 06.5000 07/15/2024 | 0.00% |
| TRANSOCEAN POSEIDON P/P 144A 06.8750 02/01/2027 | 0.00% |
| US BANCORP SEDOL 2736035 | 0.00% |
| VERTIV GROUP CORP P/P 144A 09.2500 10/15/2024 | 0.00% |
| VISTRA OPERATIONS CO P/P 144A 05.6250 02/15/2027 | 0.00% |
| WALGREENS BOOTS ALLIANCE 03.4500 06/01/2026 | 0.00% |
| WELLCARE HEALTH PLANS 05.2500 04/01/2025 | 0.00% |
| WESFARMERS LTD SEDOL 6948836 | 0.00% |
| YUM! BRANDS INC P/P 144A 04.7500 01/15/2030 | 0.00% |
| ABC SUPPLY CO INC P/P 144A 05.7500 12/15/2023 | 0.00% |
| AES CORP/THE 04.5000 03/15/2023 | 0.00% |
| AES CORP/THE 05.1250 09/01/2027 | 0.00% |
| ALLIANT HOLD / CO-IS P/P 144A 08.2500 08/01/2023 | 0.00% |
| AMC ENTERTAINMENT HLDGS 06.1250 05/15/2027 | 0.00% |
| ANTERO RESOURCES 05.3750 11/01/2021 | 0.00% |
| AUTOMATION TOOLING S P/P 144A 06.5000 06/15/2023 | 0.00% |
| AVAYA HOLDINGS CORP SEDOL BD9G9B3 | 0.00% |
| BAUSCH HLTH COS INC P/P 144A 06.5000 03/15/2022 | 0.00% |
| BAUSCH HLTH COS INC P/P 144A 07.0000 01/15/2028 | 0.00% |
| BAYTEX ENERGY CORP P/P 144A 05.6250 06/01/2024 | 0.00% |
| BEACON ROOFING SUPPL P/P 144A 04.5000 11/15/2026 | 0.00% |
| BOMBARDIER INC P/P 144A 08.7500 12/01/2021 | 0.00% |
| BOYD GAMING CORPORATION 06.0000 08/15/2026 | 0.00% |
| BOYD GAMING CORPORATION 06.8750 05/15/2023 | 0.00% |
| BROOKFIELD RESID P/P 144A 06.2500 09/15/2027 | 0.00% |
| CBS OUT AMER CAP LLC 05.8750 03/15/2025 | 0.00% |
| CENTENE ESCROW I CO P/P 144A 05.3750 06/01/2026 | 0.00% |
| CHEMOURS CO 05.3750 05/15/2027 | 0.00% |
| CHS/COMMUNITY HEALTH P/P 144A 08.0000 03/15/2026 | 0.00% |
| CINEMARK USA INC 05.1250 12/15/2022 | 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.9 2058-09-17 500.0 09/17/2058 CG | 0.00% |
| COMMSCOPE INC P/P 144A 06.0000 03/01/2026 | 0.00% |
| CPG INTL TL L+375 05.9333 05/05/2024 | 0.00% |
| CREDIT ACCEPTANC P/P 144A 06.6250 03/15/2026 | 0.00% |
| CVS PASS-THROUGH TRUST 06.0360 12/10/2028 | 0.00% |
| DISH NETWORK CV 03.3750 08/15/2026 | 0.00% |
| FISERV INC SEDOL 2342034 | 0.00% |
| FNR 2005-106 JC 13.8655 12/25/2035 | 0.00% |
| FNR 2005-75 GS 14.1949 08/25/2035 | 0.00% |
| FREEPORT-MCMORAN INC 05.4500 03/15/2043 | 0.00% |
| GATES GLOBAL TLB L+275 04.7935 03/31/2024 | 0.00% |
| GNR 2010-9 UI IO 05.0000 01/20/2040 | 0.00% |
| HONGKONG LAND HOLDINGS LTD SEDOL 6434915 | 0.00% |
| INTEL CORP SEDOL 2463247 | 0.00% |
| INTERNATIONAL LEASE FIN CORP 05.8750 08/15/2022 | 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% |
| ISTAR INC. 05.2500 09/15/2022 | 0.00% |
| JFE HOLDINGS INC SEDOL 6543792 | 0.00% |
| JO-ANN STORES TL L+500 07.2516 10/16/2023 | 0.00% |
| JOSEPH T RYERSON & S P/P 144A 11.0000 05/15/2022 | 0.00% |
| LOEWS CORP SEDOL 2523022 | 0.00% |
| MASONITE INTL C P/P 144A 05.3750 02/01/2028 | 0.00% |
| MAXIM INTEGRATED PRODUCTS SEDOL 2573760 | 0.00% |
| MEG ENERGY CORP P/P 144A 06.3750 01/30/2023 | 0.00% |
| MERCK & CO INC 01.8500 02/10/2020 | 0.00% |
| MGM GROWTH/MGM FINANCE 04.5000 01/15/2028 | 0.00% |
| MGM RESORTS INTL 06.6250 12/15/2021 | 0.00% |
| MGP ESCROW ISSUER/CO 05.6250 05/01/2024 | 0.00% |
| MTR CORP SEDOL 6290054 | 0.00% |
| NEIMAN MARCUS TL L+600 07.9895 10/25/2023 | 0.00% |
| NEXSTAR ESCROW INC P/P 144A 05.6250 07/15/2027 | 0.00% |
| NOBLE HLDG INTL LTD P/P 144A 07.8750 02/01/2026 | 0.00% |
| NRG ENERGY INC 05.7500 01/15/2028 | 0.00% |
| NUCOR CORP SEDOL 2651086 | 0.00% |
| NZD/USD 10/16/2019 GSFX | 0.00% |
| PENSKE AUTOMOTIVE GROUP 05.3750 12/01/2024 | 0.00% |
| PETROBRAS GLOBAL FIN USD 05.2990 01/27/2025 | 0.00% |
| PLANTRONICS INC P/P 144A 05.5000 05/31/2023 | 0.00% |
| POMEGRANATE MERGER S P/P 144A 09.7500 05/01/2023 | 0.00% |
| SANOFI SEDOL 5671735 | 0.00% |
| STERIGENICS-NORDION P/P 144A 06.5000 05/15/2023 | 0.00% |
| T-MOBILE USA INC 04.5000 02/01/2026 | 0.00% |
| TECK RESOURCES LIMITED USD 03.7500 02/01/2023 | 0.00% |
| TOYOTA MOTOR CORP SEDOL 6900643 | 0.00% |
| TRONOX FINANCE PLC P/P 144A 05.7500 10/01/2025 | 0.00% |
| UNITEDHEALTH GROUP INC SEDOL 2917766 | 0.00% |
| WM MORRISON SUPERMARKETS SEDOL 0604316 | 0.00% |
| ABC SUPPLY CO INC P/P 144A 05.8750 05/15/2026 | 0.00% |
| ABC-MART INC SEDOL 6292102 | 0.00% |
| AIB GROUP PLC SEDOL BF0L353 | 0.00% |
| AIR MEDICAL MERGER S P/P 144A 06.3750 05/15/2023 | 0.00% |
| AMC ENTERTAINMENT HLDGS 05.7500 06/15/2025 | 0.00% |
| AROUNDTOWN SA SEDOL BF0CK44 | 0.00% |
| ASCENT RESOURCES/AR P/P 144A 07.0000 11/01/2026 | 0.00% |
| AUD/USD 10/16/2019 HSBCB | 0.00% |
| BANK OF AMERICA CORP 06.5000 10/29/2049 | 0.00% |
| BAUSCH HLTH COS INC P/P 144A 05.5000 11/01/2025 | 0.00% |
| BAUSCH HLTH COS INC P/P 144A 05.7500 08/15/2027 | 0.00% |
| BERRY GLOBAL INC P/P 144A 04.5000 02/15/2026 | 0.00% |
| BOYD GAMING CORP 06.3750 04/01/2026 | 0.00% |
| CABLEVISION SYS CORP 08.0000 04/15/2020 | 0.00% |
| CALIFORNIA RESOURCES P/P 144A 08.0000 12/15/2022 | 0.00% |
| CBS OUT AMER CAP LLC 05.6250 02/15/2024 | 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% |
| COMSTOCK RESOURCES 09.7500 08/15/2026 | 0.00% |
| CPG MERGER SUB LLC P/P 144A 08.0000 10/01/2021 | 0.00% |
| CREDIT ACCEPTANC 07.3750 03/15/2023 | 0.00% |
| DELTA AIR LINES 2009 1A 07.7500 12/17/2019 | 0.00% |
| ECOLAB INC SEDOL 2304227 | 0.00% |
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| 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% |
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| CIGNA CORP SEDOL BHJ0775 | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 JP | 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.12 2061-08-17 500.0 08/17/2061 JP | 0.00% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 JP | 0.00% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 JP | 0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CS | 0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 ML | 0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 JP | 0.00% |
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| EUR/USD 12/18/2019 CITI | 0.00% |
| EUR/USD 12/18/2019 RBSF | 0.00% |
| EUR/USD 12/18/2019 SSBT | 0.00% |
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| IOS.FN30.350.12 R USL1M P 01/12/43 BC | 0.00% |
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| 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% |
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| SEK/USD 12/18/2019 GSFX | 0.00% |
| SEK/USD 12/18/2019 HSBCB | 0.00% |
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| SUBARU CORP SEDOL 6356406 | 0.00% |
| T-MOBILE USA INC 05.3750 04/15/2027 | 0.00% |
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| BRL/USD 02/04/2020 CITI | 0.00% |
| BRL/USD 02/04/2020 GSFX | 0.00% |
| BSCMS 04-PR3I X1 IO 00.0000 02/11/2041 | 0.00% |
| BSCMS 06-PW14 X1 IO P/P 144A 00.4995 12/11/2038 | 0.00% |
| BSCMS 2006-PW11 C P/P 144A 05.8095 03/11/2039 | 0.00% |
| CAD/USD 10/16/2019 BANKAM | 0.00% |
| CAD/USD 10/16/2019 CSI-FX | 0.00% |
| CAD/USD 10/16/2019 GSFX | 0.00% |
| CAD/USD 10/16/2019 SSBT | 0.00% |
| CAD/USD 10/16/2019 WPAC | 0.00% |
| CGCMT 2006-C5 XC IO P/P 144A 00.7224 10/15/2049 | 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 CG | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 JP | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 JP | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 ML | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 ML | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 MS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 MS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 MS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 MS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 MS | 0.00% |
| CMB CMBX.NA.A.7 2047-01-17 200.0 01/17/2047 CG | 0.00% |
| CMB CMBX.NA.A.7 2047-01-17 200.0 01/17/2047 GS | 0.00% |
| CMB CMBX.NA.A.7 2047-01-17 200.0 01/17/2047 JP | 0.00% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CG | 0.00% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CG | 0.00% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CS | 0.00% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 ML | 0.00% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 ML | 0.00% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 MS | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 MS | 0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CG | 0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CG | 0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CS | 0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS | 0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS | 0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 JP | 0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 MS | 0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 MS | 0.00% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 CG | 0.00% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 CS | 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 GS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 JP | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 ML | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 BA | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 BA | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 BA | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 ML | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 ML | 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% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 GS | 0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 JP | 0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 ML | 0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 MS | 0.00% |
| COMM 2006-C8 XS IO P/P 144A 00.5546 12/10/2046 | 0.00% |
| CSFB 2003-C3 AX IO P/P 144A 02.2111 05/15/2038 | 0.00% |
| DKK/USD 12/18/2019 CITI | 0.00% |
| ESC CHESAPEAKEOILFIELD 06.6250 11/15/2019 | 0.00% |
| ESC SEVENTYSEVENERG 06.5000 07/15/2022 | 0.00% |
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| GBP/USD 12/18/2019 BCAP-FX | 0.00% |
| GBP/USD 12/18/2019 HSBCB | 0.00% |
| GNR 2006-36 OD PO 00.0000 07/16/2036 | 0.00% |
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| 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 00.5090 09/12/2037 | 0.00% |
| JPMCC 06-LDP6 X1 IO P/P 144A 00.0000 04/15/2043 | 0.00% |
| JPMCC 2006-LDP8 X IO 00.3118 05/15/2045 | 0.00% |
| LBUBS 2005-C7 XCL IO P/P 144A 00.5070 11/15/2040 | 0.00% |
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| MEZZ 2006-C4 X IO P/P 144A 06.5268 07/15/2045 | 0.00% |
| MEZZ 2007-C5 X IO P/P 144A 06.2193 12/15/2049 | 0.00% |
| MLMT 2005-MCP1 XC IO P/P 144A 00.0012 06/12/2043 | 0.00% |
| MWO HOLDINGS LLC | 0.00% |
| NINE POINT ENERGY CNV PRF | 0.00% |
| NINE POINT ENERGY COM | 0.00% |
| NOK/USD 12/18/2019 JPMCB | 0.00% |
| SEK/USD 12/18/2019 JPMCB | 0.00% |
| SEK/USD 12/18/2019 SSBT | 0.00% |
| SGD/USD 11/20/2019 JPMCB | 0.00% |
| SPEC BRNDS ESCROW CO 06.6250 11/15/2022 | 0.00% |
| STEEL DYNAMICS INC 05.2500 04/15/2023 | 0.00% |
| TERVITA CORP SEDOL BD1DCC4 | 0.00% |
| TEXAS COHLD TCEH ESCROW 11.5000 10/01/2020 | 0.00% |
| TRANSOCEAN INC P/P 144A 09.0000 07/15/2023 | 0.00% |
| TXU TCEH RIGHTS | 0.00% |
| 1.58 R ISWP FWD US0003M P 12/18/2021 | -0.00% |
| AUD/USD 10/16/2019 JPMCB | -0.00% |
| AUD/USD 10/16/2019 SSBT | -0.00% |
| BRL/USD 02/04/2020 BANKAM | -0.00% |
| CAD/USD 10/16/2019 CITI | -0.00% |
| CAD/USD 10/16/2019 RBSF | -0.00% |
| CHF/USD 12/18/2019 JPMCB | -0.00% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 JP | -0.00% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 JP | -0.00% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 MS | -0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CG | -0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CG | -0.00% |
| CMB CMBX.NA.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-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 CS | -0.00% |
| EUR/USD 12/18/2019 BANKAM | -0.00% |
| EUR/USD 12/18/2019 CSI-FX | -0.00% |
| EUR/USD 12/18/2019 JPMCB | -0.00% |
| GBP/USD 12/18/2019 BANKAM | -0.00% |
| GBP/USD 12/18/2019 JPMCB | -0.00% |
| GBP/USD 12/18/2019 SSBT | -0.00% |
| IDR/USD 11/20/2019 HSBCB | -0.00% |
| INR/USD 11/20/2019 GSFX | -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% |
| MXN/USD 10/16/2019 BANKAM | -0.00% |
| NOK/USD 12/18/2019 GSFX | -0.00% |
| 1.525 R ISWP FWD US0003M P 12/18/2029 | -0.00% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 MS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP | -0.00% |
| INR/USD 11/20/2019 RBSF | -0.00% |
| IOS.FN30.400.11 P USL1M R 01/12/42 JP | -0.00% |
| JPY/USD 11/20/2019 BCAP-FX | -0.00% |
| NZD/USD 10/16/2019 HSBCB | -0.00% |
| TWD/USD 11/20/2019 GSFX | -0.00% |
| TWD/USD 11/20/2019 RBSF | -0.00% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 CG | -0.00% |
| JPY/USD 11/20/2019 CITI | -0.00% |
| JPY/USD 11/20/2019 SSBT | -0.00% |
| AUD/JPY PUT 66.00 20200214 CITI | -0.00% |
| AUD/JPY PUT 66.00 20200214 GSFX | -0.00% |
| AUD/USD 10/16/2019 CSI-FX | -0.00% |
| JPY/USD 11/20/2019 RBSF | -0.00% |
| AUD/USD 10/16/2019 BANKAM | -0.00% |
| AUD/USD 10/16/2019 WPAC | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| IOS.FN30.400.10 P USL1M R 01/12/41 JP | -0.00% |
| JPY/USD 11/20/2019 UBS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% |
| 1.65 R ISWP FWD US0003M P 12/18/2049 | -0.01% |
| AUD/USD 10/16/2019 RBSF | -0.01% |
| MBX.FN30.650.67 P USL1M R 01/12/38 BC | -0.02% |
| MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.02% |
| FNMA FN30 TBA UMBS 03.5000 10/01/2049 | -0.09% |
| FNMA FN30 TBA UMBS 03.0000 10/01/2049 | -0.28% |
| US 10YR ULTRA FUT DEC19 UXYZ9 | -0.31% |
| S&P MID 400 EMINI DEC19 FAZ9 | -1.07% |
| RU10INTR P US0003M R 11/26/19 CI | -1.49% |
| MSCI EAFE DEC19 MFSZ9 | -2.92% |
| GSGLPWDS P US0001M R 12/15/20 GS | -3.08% |
| S&P500 EMINI FUT DEC19 ESZ9 | -6.04% |
Portfolio composition as of 10/31/19
| U.S. Investment-grade bonds | 62.70% |
|---|---|
| U.S. large-cap equity | 21.04% |
| International equity | 4.84% |
| U.S. High-yield bonds | 4.07% |
| U.S. small- and mid-cap equity | 3.74% |
| U.S. money markets | 3.61% |
Fixed income statistics as of 10/31/19
| Average effective maturity | 9.60 yrs. |
|---|---|
| Average effective duration | 3.61 yrs. |
Fund characteristics will vary over time.
Due to rounding, percentages may not equal 100%.
Consider these risks before investing: Allocation of assets among asset classes may hurt performance. The value of investments in the fund’s portfolio may fall or fail to rise over extended periods of time for a variety of reasons, including general economic, political or financial market conditions, investor sentiment and market perceptions, government actions, geopolitical events or changes, and factors related to a specific issuer, asset class, geography, industry or sector. These and other factors may lead to increased volatility and reduced liquidity in the fund’s portfolio holdings. International investing involves currency, economic, and political risks. Emerging-market securities carry illiquidity and volatility risks. Investments in small and/or midsize companies increase the risk of greater price fluctuations. Growth stocks may be more susceptible to earnings disappointments, and value stocks may fail to rebound. Funds that invest in government securities are not guaranteed. Mortgage-backed investments, unlike traditional debt investments, are also subject to prepayment risk, which means that they may increase in value less than other bonds when interest rates decline and decline in value more than other bonds when interest rates rise. Bond investments are subject to interest-rate risk (the risk of bond prices falling if interest rates rise) and credit risk (the risk of an issuer defaulting on interest or principal payments). Default risk is generally higher for non-qualified mortgages. Interest-rate risk is generally greater for longer-term bonds, and credit risk is generally greater for below-investment-grade bonds. Unlike bonds, funds that invest in bonds have fees and expenses. The use of derivatives may increase these risks by increasing investment exposure (which may be considered leverage) or, in the case of over-the-counter instruments, because of the potential inability to terminate or sell derivatives positions and the potential failure of the other party to the instrument to meet its obligations. You can lose money by investing in the fund.
Expenses
Expense ratio |
Class A | Class B | Class C | Class R | Class R5 | Class R6 | Class Y |
|---|---|---|---|---|---|---|---|
| Total expense ratio | 0.99% | 1.74% | 1.74% | 1.24% | 0.71% | 0.64% | 0.74% |
| What you pay | 0.99% | 1.74% | 1.74% | 1.24% | 0.71% | 0.64% | 0.74% |
Sales charge
| Breakpoint | Class A | Class B | Class C | Class R | Class R5 | Class R6 | Class Y |
|---|---|---|---|---|---|---|---|
| $0-$49,999 | 5.75% / 5.00% | 0.00% / 4.00% | 0.00% / 1.00% | -- | -- | -- | -- |
| $50,000-$99,999 | 4.50% / 3.75% | 0.00% / 4.00% | 0.00% / 1.00% | -- | -- | -- | -- |
| $100,000-$249,999 | 3.50% / 2.75% | -- | 0.00% / 1.00% | -- | -- | -- | -- |
| $250,000-$499,999 | 2.50% / 2.00% | -- | 0.00% / 1.00% | -- | -- | -- | -- |
| $500,000-$999,999 | 2.00% / 1.75% | -- | 0.00% / 1.00% | -- | -- | -- | -- |
| $1M-$4M | 0.00% / 1.00% | -- | -- | -- | -- | -- | -- |
| $4M-$50M | 0.00% / 0.50% | -- | -- | -- | -- | -- | -- |
| $50M+ | 0.00% / 0.25% | -- | -- | -- | -- | -- | -- |
CDSC
| Class A (sales for $1,000,000+) | Class B | Class C | Class R | Class R5 | Class R6 | Class Y | |
|---|---|---|---|---|---|---|---|
| 0 to 9 mts. | 1.00% | 5.00% | 1.00% | -- | -- | -- | -- |
| 9 to 12 mts. | 1.00% | 5.00% | 1.00% | -- | -- | -- | -- |
| 2 yrs. | 0.00% | 4.00% | 0.00% | -- | -- | -- | -- |
| 3 yrs. | 0.00% | 3.00% | 0.00% | -- | -- | -- | -- |
| 4 yrs. | 0.00% | 3.00% | 0.00% | -- | -- | -- | -- |
| 5 yrs. | 0.00% | 2.00% | 0.00% | -- | -- | -- | -- |
| 6 yrs. | 0.00% | 1.00% | 0.00% | -- | -- | -- | -- |
| 7+ yrs. | 0.00% | 0.00% | 0.00% | -- | -- | -- | -- |
Trail commissions
| Class A | Class B | Class C | Class R | Class R5 | Class R6 | Class Y | |
|---|---|---|---|---|---|---|---|
| 0.25% | 0.25% | 1.00% | 0.50% | 0.00% | 0.00% | 0.00% | |
| NA | NA | NA | NA | NA | NA | NA | |
| NA | NA | NA | NA | NA | NA | NA |
For sales and trail commission information on purchases over $1 million and participant-directed qualified retirement plans, see a Putnam fund prospectus and the statement of additional information.
The Bloomberg Barclays U.S. Aggregate Bond Index is an unmanaged index of U.S. investment-grade fixed-income securities. The Putnam Conservative Blended Benchmark is a benchmark administered by Putnam Management, comprising 65% the Bloomberg Barclays U.S. Aggregate Bond Index, 25% the Russell 3000 Index, 5% the MSCI EAFE Index (ND), and 5% the JPMorgan Developed High Yield Index. You cannot invest directly in an index.
Consider these risks before investing: Allocation of assets among asset classes may hurt performance. The value of investments in the fund’s portfolio may fall or fail to rise over extended periods of time for a variety of reasons, including general economic, political or financial market conditions, investor sentiment and market perceptions, government actions, geopolitical events or changes, and factors related to a specific issuer, asset class, geography, industry or sector. These and other factors may lead to increased volatility and reduced liquidity in the fund’s portfolio holdings. International investing involves currency, economic, and political risks. Emerging-market securities carry illiquidity and volatility risks. Investments in small and/or midsize companies increase the risk of greater price fluctuations. Growth stocks may be more susceptible to earnings disappointments, and value stocks may fail to rebound. Funds that invest in government securities are not guaranteed. Mortgage-backed investments, unlike traditional debt investments, are also subject to prepayment risk, which means that they may increase in value less than other bonds when interest rates decline and decline in value more than other bonds when interest rates rise. Bond investments are subject to interest-rate risk (the risk of bond prices falling if interest rates rise) and credit risk (the risk of an issuer defaulting on interest or principal payments). Default risk is generally higher for non-qualified mortgages. Interest-rate risk is generally greater for longer-term bonds, and credit risk is generally greater for below-investment-grade bonds. Unlike bonds, funds that invest in bonds have fees and expenses. The use of derivatives may increase these risks by increasing investment exposure (which may be considered leverage) or, in the case of over-the-counter instruments, because of the potential inability to terminate or sell derivatives positions and the potential failure of the other party to the instrument to meet its obligations. You can lose money by investing in the fund.