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.
Active Allocation
Dynamic Asset Allocation Growth Fund (Class Y) (PAGYX)
A globally diversified fund pursuing growth
Highlights
Objective
The fund seeks capital appreciation.
Strategy and process
- Global benchmark: The fund starts with a globally diversified benchmark with more efficient exposures relative to a typical 80/20 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 |
$13.27
-3.49% | $-0.48 |
$17.29
02/19/20 |
$12.35
03/23/20 |
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.
20.56%
Best 5-year annualized return
(for period ending 12/31/99)
-3.41%
Worst 5-year annualized return
(for period ending 03/31/09)
7.40%
Average 5-year annualized return
Fund facts as of 02/29/20
Total net assets
$2,656.99M
$2,656.99M
Turnover (fiscal year end)
117%
117%
Dividend frequency
Annually
Annually
Number of holdings
1815
1815
Fiscal year-end
September
September
CUSIP / Fund code
746444702 / 1843
746444702 / 1843
Inception date
07/14/94
07/14/94
Category
Asset Allocation
Asset Allocation
Open to new investors
Ticker
PAGYX
PAGYX
Management team
Chief Investment Officer, Global Asset Allocation
Co-Head of Global Asset Allocation
Co-Head of Global Asset Allocation
Portfolio Manager
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) | |
| Putnam Dynamic Asset Allocation Growth Fund (PAGYX): Measuring the value of outperformance (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 03/31/20
Annual performance as of 03/31/20
Annualized Total return (%) as of 03/31/20
| Annualized performance | 1 yr. | 3 yrs. | 5 yrs. | 10 yrs. |
|---|---|---|---|---|
| Before sales charge | -10.85% | 0.87% | 2.44% | 6.98% |
| After sales charge | N/A | N/A | N/A | N/A |
| Russell 3000 Index | -9.13% | 4.00% | 5.77% | 10.15% |
| Putnam Growth Blended Benchmark | -7.52% | 3.01% | 4.19% | 7.60% |
Performance snapshot
| Before sales charge | After sales charge | ||
|---|---|---|---|
| 1 mt. as of 03/31/20 | -11.97% | - | |
| YTD as of 04/01/20 | -20.92% | - | |
Risk-adjusted performance as of 02/29/20
| Sharpe ratio (3 yrs.) | 0.34 |
|---|
Volatility as of 02/29/20
| Standard deviation (3 yrs.) | 11.01% |
|---|
Lipper rankings as of 02/29/20
| Time period | Rank/Funds in category | Percentile ranking |
|---|---|---|
| 1 yr. | 382/469 | 82% |
| 3 yrs. | 283/447 | 64% |
| 5 yrs. | 203/394 | 52% |
| 10 yrs. | 45/298 | 16% |
Morningstar Ratings™ as of 02/29/20
| Time period | Funds in category | Morningstar Rating™ |
|---|---|---|
| Overall | 309 | |
| 3 yrs. | 309 | |
| 5 yrs. | 273 | |
| 10 yrs. | 193 |
Distributions
| Record/Ex dividend date | 12/18/19 |
|---|---|
| Payable date | 12/20/19 |
| Income | $0.298 |
| 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
| Apple Inc Sedol 2046251 | 2.45% |
|---|---|
| Amazon.Com Inc Sedol 2000019 | 1.97% |
| Alphabet Inc-Cl A Sedol Byvy8g0 | 1.82% |
| Gnma Gii30 Tba 03.5000 03/01/2050 | 1.48% |
| Microsoft Corp Sedol 2588173 | 1.46% |
| Jpmorgan Chase & Co Sedol 2190385 | 1.40% |
| Verizon Communications Inc Sedol 2090571 | 1.06% |
| Adobe Inc Sedol 2008154 | 1.05% |
| Procter & Gamble Co/The Sedol 2704407 | 1.04% |
| Cisco Systems Inc Sedol 2198163 | 0.95% |
| Top 10 holdings, percent of portfolio | 14.68% |
| Top 10 holdings as of 02/29/20 | |
|---|---|
| Apple Inc Sedol 2046251 | |
| Amazon.Com Inc Sedol 2000019 | |
| Alphabet Inc-Cl A Sedol Byvy8g0 | |
| Gnma Gii30 Tba 03.5000 03/01/2050 | |
| Microsoft Corp Sedol 2588173 | |
| Jpmorgan Chase & Co Sedol 2190385 | |
| Verizon Communications Inc Sedol 2090571 | |
| Adobe Inc Sedol 2008154 | |
| Procter & Gamble Co/The Sedol 2704407 | |
| Cisco Systems Inc Sedol 2198163 | |
| Holdings represent 14.68% of portfolio | |
| Top 10 holdings as of 01/31/20 | |
|---|---|
| Apple Inc Sedol 2046251 | |
| Amazon.Com Inc Sedol 2000019 | |
| Alphabet Inc-Cl A Sedol Byvy8g0 | |
| Jpmorgan Chase & Co Sedol 2190385 | |
| Microsoft Corp Sedol 2588173 | |
| Gnma Gii30 Tba 03.5000 02/01/2050 | |
| Verizon Communications Inc Sedol 2090571 | |
| Procter & Gamble Co/The Sedol 2704407 | |
| Cisco Systems Inc Sedol 2198163 | |
| Adobe Inc Sedol 2008154 | |
| Holdings represent 14.58% of portfolio | |
| Top 10 holdings as of 12/31/19 | |
|---|---|
| Apple Inc Sedol 2046251 | |
| Amazon.Com Inc Sedol 2000019 | |
| Alphabet Inc-Cl A Sedol Byvy8g0 | |
| Jpmorgan Chase & Co Sedol 2190385 | |
| Microsoft Corp Sedol 2588173 | |
| Gnma Gii30 Tba 03.5000 01/01/2050 | |
| Verizon Communications Inc Sedol 2090571 | |
| Chevron Corp | |
| Citigroup Inc Sedol 2297907 | |
| Cisco Systems Inc Sedol 2198163 | |
| Holdings represent 13.70% of portfolio | |
| Top 10 holdings as of 11/30/19 | |
|---|---|
| Amazon.Com Inc Sedol 2000019 | |
| Apple Inc Sedol 2046251 | |
| Alphabet Inc-Cl A Sedol Byvy8g0 | |
| Jpmorgan Chase & Co Sedol 2190385 | |
| Microsoft Corp Sedol 2588173 | |
| Gnma Gii30 Tba 03.5000 12/01/2049 | |
| Verizon Communications Inc Sedol 2090571 | |
| Chevron Corp | |
| Cisco Systems Inc Sedol 2198163 | |
| Citigroup Inc Sedol 2297907 | |
| Holdings represent 13.32% of portfolio | |
| GSGLPWDL R US0001M P 12/15/25 GS | 6.01% |
|---|---|
| E-MINI RUSS 2000 MAR20 RTYH0 | 4.77% |
| CGPUTQL2 R US0003M P 11/25/20 CI | 3.06% |
| APPLE INC SEDOL 2046251 | 2.45% |
| US 2YR NOTE (CBT) JUN20 TUM0 | 2.33% |
| S&P MID 400 EMINI MAR20 FAH0 | 2.18% |
| US 5YR NOTE (CBT) JUN20 FVM0 | 2.10% |
| S&P500 EMINI FUT MAR20 ESH0 | 2.04% |
| AMAZON.COM INC SEDOL 2000019 | 1.97% |
| ALPHABET INC-CL A SEDOL BYVY8G0 | 1.82% |
| GNMA GII30 TBA 03.5000 03/01/2050 | 1.48% |
| MICROSOFT CORP SEDOL 2588173 | 1.46% |
| JPMORGAN CHASE & CO SEDOL 2190385 | 1.40% |
| US ULTRA BOND CBT JUN20 WNM0 | 1.17% |
| US 10YR NOTE (CBT)JUN20 TYM0 | 1.13% |
| ADOBE INC SEDOL 2008154 | 1.06% |
| VERIZON COMMUNICATIONS INC SEDOL 2090571 | 1.06% |
| PROCTER & GAMBLE CO/THE SEDOL 2704407 | 1.04% |
| CISCO SYSTEMS INC SEDOL 2198163 | 0.95% |
| PAYPAL HOLDINGS INC SEDOL BYW36M8 | 0.93% |
| CITIGROUP INC SEDOL 2297907 | 0.91% |
| CHEVRON CORP | 0.89% |
| COCA-COLA CO/THE SEDOL 2206657 | 0.87% |
| QUALCOMM INC SEDOL 2714923 | 0.84% |
| ORACLE CORP SEDOL 2661568 | 0.83% |
| COMCAST CORP-CLASS A SEDOL 2044545 | 0.75% |
| FNMA FN30 TBA UMBS 04.0000 03/01/2050 | 0.75% |
| MEDTRONIC PLC SEDOL BTN1Y11 | 0.71% |
| JOHNSON & JOHNSON SEDOL 2475833 | 0.71% |
| FHLMC FR30 ZS4750 UMBS 03.0000 01/01/2048 | 0.65% |
| PEPSICO INC SEDOL 2681511 | 0.63% |
| LOCKHEED MARTIN CORP SEDOL 2522096 | 0.58% |
| INTUIT INC SEDOL 2459020 | 0.57% |
| HONEYWELL INTERNATIONAL INC SEDOL 2020459 | 0.57% |
| MERCK & CO. INC. SEDOL 2778844 | 0.57% |
| ALIBABA GROUP HOLDING LTD SEDOL BK6YZP5 | 0.56% |
| BPCE SA 05571BC27 DCP 03/02/2020 | 0.56% |
| BARCLAYS BANK PLC CCP 06742VDR9 DCP 05/08/2020 | 0.56% |
| THUNDER BAY FUNDING LLC 88603HCA4 DCP 05/26/2020 | 0.56% |
| TORONTO-DOMINION BANK/THE 89119AD96 DCP 04/09/2020 | 0.55% |
| AMGEN INC SEDOL 2023607 | 0.52% |
| FNMA FN15 TBA UMBS 03.0000 03/01/2034 | 0.51% |
| STARBUCKS CORP SEDOL 2842255 | 0.51% |
| NORTHROP GRUMMAN CORP SEDOL 2648806 | 0.50% |
| US LONG BOND(CBT) JUN20 USM0 | 0.49% |
| CHARIOT FUNDING LLC 15963TDD8 DCP 04/13/2020 | 0.49% |
| MONDELEZ INTERNATIONAL INC-A SEDOL B8CKK03 | 0.47% |
| BOOKING HOLDINGS INC SEDOL BDRXDB4 | 0.47% |
| TENCENT HOLDINGS LTD SEDOL BMMV2K8 | 0.43% |
| S&P GLOBAL INC SEDOL BYV2325 | 0.40% |
| ROCHE HOLDING AG-GENUSSCHEIN SEDOL 7110388 | 0.40% |
| SAMSUNG ELECTRONICS CO LTD SEDOL 6771720 | 0.39% |
| FNMA FN30 MA3563 UMBS 04.0000 01/01/2049 | 0.39% |
| ACTIVISION BLIZZARD INC SEDOL 2575818 | 0.38% |
| ABBOTT LABORATORIES SEDOL 2002305 | 0.38% |
| EXELON CORP SEDOL 2670519 | 0.38% |
| MORGAN STANLEY | 0.38% |
| CHARIOT FUNDING LLC 15963TC56 DCP 03/05/2020 | 0.38% |
| VICTORY RECEIVABLES CORP 92646KC59 DCP 03/05/2020 | 0.38% |
| TREASURY BILL 00.0000 05/21/2020 | 0.37% |
| METLIFE INC SEDOL 2573209 | 0.35% |
| DELTA AIR LINES INC SEDOL B1W9D46 | 0.35% |
| LOWES COMPANIES INC | 0.34% |
| WASTE MANAGEMENT INC SEDOL 2937667 | 0.34% |
| MATCHPOINT FINANCE PLC 57666ACJ9 DCP 03/18/2020 | 0.33% |
| EBAY INC SEDOL 2293819 | 0.32% |
| TAIWAN SEMICONDUCTOR MANUFAC SEDOL 6889106 | 0.32% |
| BIOGEN INC SEDOL 2455965 | 0.32% |
| DANAHER CORP SEDOL 2250870 | 0.32% |
| TRANE TECHNOLOGIES PLC SEDOL BK9ZQ96 | 0.32% |
| UNION PACIFIC CORP SEDOL 2914734 | 0.32% |
| EDWARDS LIFESCIENCES CORP SEDOL 2567116 | 0.31% |
| KINDER MORGAN INC SEDOL B3NQ4P8 | 0.30% |
| CAFCO LLC 1247P2CG7 DCP 03/16/2020 | 0.30% |
| FNMA FN30 FM1741 UMBS 04.0000 04/01/2049 | 0.30% |
| AUTODESK INC SEDOL 2065159 | 0.30% |
| CROWN CASTLE INTL CORP SEDOL BTGQCX1 | 0.29% |
| NOVARTIS AG-REG SEDOL 7103065 | 0.29% |
| MCKESSON CORP SEDOL 2378534 | 0.28% |
| CUMMINS INC SEDOL 2240202 | 0.28% |
| CAPITAL ONE FINANCIAL CORP SEDOL 2654461 | 0.27% |
| BRISTOL-MYERS SQUIBB CO SEDOL 2126335 | 0.26% |
| VEEVA SYSTEMS INC-CLASS A SEDOL BFH3N85 | 0.26% |
| PHILLIPS 66 SEDOL B78C4Y8 | 0.26% |
| BROADCOM INC SEDOL BDZ78H9 | 0.26% |
| HILTON WORLDWIDE HOLDINGS IN SEDOL BYVMW06 | 0.25% |
| HERSHEY CO/THE SEDOL 2422806 | 0.25% |
| WILLIAMS COS INC SEDOL 2967181 | 0.25% |
| GILEAD SCIENCES INC SEDOL 2369174 | 0.25% |
| PFIZER INC SEDOL 2684703 | 0.24% |
| AMERICAN ELECTRIC POWER SEDOL 2026242 | 0.24% |
| KERING SEDOL 5505072 | 0.24% |
| NOVO NORDISK A/S-B SEDOL BHC8X90 | 0.24% |
| EQUINIX INC SEDOL BVLZX12 | 0.23% |
| FACEBOOK INC-CLASS A SEDOL B7TL820 | 0.22% |
| TARGET CORP SEDOL 2259101 | 0.22% |
| AMERIPRISE FINANCIAL INC SEDOL B0J7D57 | 0.22% |
| LEIDOS HOLDINGS INC SEDOL BDV82B8 | 0.22% |
| ALLSTATE CORP SEDOL 2019952 | 0.22% |
| JOHNSON CONTROLS INTERNATION SEDOL BY7QL61 | 0.22% |
| SYNCHRONY FINANCIAL SEDOL BP96PS6 | 0.21% |
| FNMA FN30 FM1521 UMBS 04.0000 05/01/2049 | 0.21% |
| FNMA FN30 TBA UMBS 06.0000 03/01/2049 | 0.21% |
| ALLERGAN PLC SEDOL BY9D546 | 0.21% |
| ENEL SPA SEDOL 7144569 | 0.21% |
| EXPEDIA GROUP INC SEDOL B748CK2 | 0.21% |
| SONY CORP SEDOL 6821506 | 0.21% |
| FORTINET INC SEDOL B5B2106 | 0.20% |
| ALLIANZ SE-REG SEDOL 5231485 | 0.20% |
| ZIMMER BIOMET HOLDINGS INC SEDOL 2783815 | 0.20% |
| CADENCE DESIGN SYS INC SEDOL 2302232 | 0.20% |
| E*TRADE FINANCIAL CORPORATION | 0.20% |
| GOLDMAN SACHS GROUP INC SEDOL 2407966 | 0.19% |
| UNILEVER NV SEDOL B1527V7 | 0.19% |
| SOCIETE GENERALE SA 83369BC20 DCP 03/02/2020 | 0.19% |
| NESTLE SA-REG SEDOL 7123870 | 0.18% |
| PULTEGROUP INC SEDOL 2708841 | 0.18% |
| SYNOPSYS INC SEDOL 2867719 | 0.18% |
| DISCOVER FINANCIAL SERVICES SEDOL B1YLC43 | 0.18% |
| KDDI CORP SEDOL 6248990 | 0.18% |
| KLA CORP SEDOL 2480138 | 0.18% |
| UNITED AIRLINES HOLDINGS INC SEDOL B4QG225 | 0.18% |
| EVERGY INC SEDOL BFMXGR0 | 0.18% |
| AT&T INC SEDOL 2831811 | 0.18% |
| LAM RESEARCH CORP SEDOL 2502247 | 0.18% |
| SYSCO CORP SEDOL 2868165 | 0.18% |
| RIO TINTO PLC SEDOL 0718875 | 0.17% |
| PUBLIC SERVICE ENTERPRISE GP SEDOL 2707677 | 0.17% |
| ITOCHU CORP SEDOL 6467803 | 0.17% |
| UNILEVER PLC SEDOL B10RZP7 | 0.17% |
| HOYA CORP SEDOL 6441506 | 0.17% |
| ASTELLAS PHARMA INC SEDOL 6985383 | 0.17% |
| BNP PARIBAS SEDOL 7309681 | 0.17% |
| KONINKLIJKE PHILIPS NV SEDOL 5986622 | 0.16% |
| ATLASSIAN CORP PLC-CLASS A SEDOL BZ09BD1 | 0.16% |
| FNMA FN30 AL9859 UMBS 03.0000 03/01/2047 | 0.16% |
| HDFC BANK LIMITED SEDOL BK1N461 | 0.16% |
| HARTFORD FINANCIAL SVCS GRP SEDOL 2476193 | 0.16% |
| ENTERGY CORP SEDOL 2317087 | 0.16% |
| ROYAL DUTCH SHELL PLC-B SHS SEDOL B03MM40 | 0.16% |
| SUMITOMO MITSUI FINANCIAL GR SEDOL 6563024 | 0.16% |
| WOLTERS KLUWER SEDOL 5671519 | 0.16% |
| FNMA FN30 MA2737 UMBS 03.0000 09/01/2046 | 0.16% |
| PARTNERS GROUP HOLDING AG SEDOL B119QG0 | 0.16% |
| DEUTSCHE TELEKOM AG-REG SEDOL 5842359 | 0.16% |
| DTE ENERGY COMPANY SEDOL 2280220 | 0.15% |
| WOOLWORTHS GROUP LTD SEDOL 6981239 | 0.15% |
| ASHTEAD GROUP PLC SEDOL 0053673 | 0.15% |
| LEGAL & GENERAL GROUP PLC SEDOL 0560399 | 0.15% |
| PING AN INSURANCE GROUP CO-H SEDOL B01FLR7 | 0.15% |
| CRH PLC SEDOL 4182249 | 0.15% |
| HERMES INTERNATIONAL SEDOL 5253973 | 0.15% |
| SANDVIK AB SEDOL B1VQ252 | 0.15% |
| ESSEX PROPERTY TRUST INC SEDOL 2316619 | 0.15% |
| ABBVIE INC SEDOL B92SR70 | 0.14% |
| AGILENT TECHNOLOGIES INC SEDOL 2520153 | 0.14% |
| BANCO BILBAO VIZCAYA ARGENTA SEDOL 5501906 | 0.14% |
| HITACHI LTD SEDOL 6429104 | 0.14% |
| COMPASS GROUP PLC SEDOL BD6K457 | 0.14% |
| ORIX CORP SEDOL 6661144 | 0.14% |
| RELIANCE INDUSTRIES LTD SEDOL 6099626 | 0.14% |
| SHIN-ETSU CHEMICAL CO LTD SEDOL 6804585 | 0.14% |
| SHIONOGI & CO LTD SEDOL 6804682 | 0.14% |
| FIFTH THIRD BANCORP SEDOL 2336747 | 0.14% |
| NINTENDO CO LTD SEDOL 6639550 | 0.14% |
| SKANDINAVISKA ENSKILDA USD 02.3000 03/11/2020 | 0.14% |
| WH GROUP LTD SEDOL BLLHKZ1 | 0.14% |
| ZOETIS INC SEDOL B95WG16 | 0.14% |
| AES CORP SEDOL 2002479 | 0.14% |
| AMETEK INC SEDOL 2089212 | 0.14% |
| CK ASSET HOLDINGS LTD SEDOL BYZQ077 | 0.14% |
| MGM RESORTS INTERNATIONAL SEDOL 2547419 | 0.14% |
| TREASURY BILL 00.0000 04/23/2020 | 0.14% |
| ALTICE USA INC- A SEDOL BDRY7P9 | 0.14% |
| DEUTSCHE POST AG-REG SEDOL 4617859 | 0.13% |
| LUKOIL PJSC-SPON ADR SEDOL BYZDW27 | 0.13% |
| PEUGEOT SA SEDOL 7103526 | 0.13% |
| CENTERPOINT ENERGY INC SEDOL 2440637 | 0.13% |
| CF INDUSTRIES HOLDINGS INC SEDOL B0G4K50 | 0.13% |
| ARISTOCRAT LEISURE LTD SEDOL 6253983 | 0.13% |
| AVALONBAY COMMUNITIES INC SEDOL 2131179 | 0.13% |
| VISTRA ENERGY CORP SEDOL BZ8VJQ8 | 0.13% |
| WALMART DE MEXICO SAB DE CV SEDOL BW1YVH8 | 0.13% |
| AVIVA PLC SEDOL 0216238 | 0.13% |
| CARLSBERG AS-B SEDOL 4169219 | 0.13% |
| AGNC INVESTMENT CORP SEDOL BYYHJL8 | 0.12% |
| CIA PARANAENSE DE ENERGI-PFB | 0.12% |
| INDUSTRIA DE DISENO TEXTIL SEDOL BP9DL90 | 0.12% |
| PINNACLE WEST CAPITAL SEDOL 2048804 | 0.12% |
| A-LIVING SVCS CO LTD SEDOL BFWK4M2 | 0.12% |
| DAIKIN INDUSTRIES LTD SEDOL 6250724 | 0.12% |
| CBRE GROUP INC - A SEDOL B6WVMH3 | 0.12% |
| ESSITY AKTIEBOLAG-B SEDOL BF1K7P7 | 0.12% |
| MICHELIN (CGDE) SEDOL 4588364 | 0.12% |
| CHINA MOBILE LTD SEDOL 6073556 | 0.12% |
| REPUBLIC SERVICES INC SEDOL 2262530 | 0.11% |
| THERMO FISHER SCIENTIFIC INC SEDOL 2886907 | 0.11% |
| COVESTRO AG SEDOL BYTBWY9 | 0.11% |
| VERISK ANALYTICS INC SEDOL B4P9W92 | 0.11% |
| ALLY FINANCIAL INC SEDOL B72XK05 | 0.11% |
| DOVER CORP SEDOL 2278407 | 0.11% |
| INVITATION HOMES INC SEDOL BD81GW9 | 0.11% |
| ANGLO AMER PLC SEDOL B1XZS82 | 0.11% |
| FIAT CHRYSLER AUTOMOBILES NV SEDOL BRJFWP3 | 0.11% |
| JUBILANT FOODWORKS LTD SEDOL B3PRM66 | 0.11% |
| TELSTRA CORP LTD SEDOL 6087289 | 0.11% |
| EQUITY RESIDENTIAL TR REIT | 0.11% |
| HOLOGIC INC SEDOL 2433530 | 0.11% |
| SKANDINAVISKA ENSKILDA BAN-A SEDOL 4813345 | 0.11% |
| VEREIT INC SEDOL BYVVTJ1 | 0.11% |
| AENA SME SA SEDOL BVRZ8L1 | 0.11% |
| HD SUPPLY HOLDINGS INC SEDOL BBL5981 | 0.11% |
| TREASURY BILL 00.0000 06/04/2020 | 0.11% |
| FNMA FN30 BM5024 UMBS 03.0000 11/01/2048 | 0.11% |
| 3I GROUP PLC SEDOL B1YW440 | 0.11% |
| ASIAN PAINTS LTD SEDOL BCRWL65 | 0.10% |
| LINCOLN NATIONAL CORP SEDOL 2516378 | 0.10% |
| SIEMENS FINANCIERING P/P 144A 02.2000 03/16/2020 | 0.10% |
| CHINA LESSO GROUP HOLDINGS L SEDOL BCDBKF8 | 0.10% |
| BANK LEUMI LE-ISRAEL SEDOL 6076425 | 0.10% |
| VOLKSWAGEN AG PFD SEDOL 5497168 | 0.10% |
| BOOZ ALLEN HAMILTON HOLDINGS SEDOL B5367T7 | 0.10% |
| CREDIT AGRICOLE SA SEDOL 7262610 | 0.10% |
| NEXON CO LTD SEDOL B63QM77 | 0.10% |
| XEROX HOLDINGS CORP SEDOL BJJD5G3 | 0.10% |
| COCA-COLA HBC AG-DI SEDOL B9895B7 | 0.10% |
| WESTPAC BANKING CORP USD 02.1500 03/06/2020 | 0.10% |
| ASSOCIATED BRITISH FOODS PLC SEDOL 0673123 | 0.09% |
| VERIZON COMM 04.3290 09/21/2028 | 0.09% |
| EASTMAN CHEMICAL CO SEDOL 2298386 | 0.09% |
| HENDERSON LAND DEVELOPMENT SEDOL 6420538 | 0.09% |
| NIPPON TELEGRAPH & TELEPHONE SEDOL 6641373 | 0.09% |
| GARMIN LTD SEDOL B3Z5T14 | 0.09% |
| NORWEGIAN CRUISE LINE HOLDIN SEDOL B9CGTC3 | 0.09% |
| DEUTSCHE BOERSE AG SEDOL 7021963 | 0.09% |
| DUKE REALTY CORP SEDOL 2284084 | 0.09% |
| FAURECIA SEDOL 4400446 | 0.09% |
| TELEDYNE TECHNOLOGIES INC SEDOL 2503477 | 0.09% |
| BOSTON PROPERTIES INC SEDOL 2019479 | 0.09% |
| FAIR ISAAC CORP SEDOL 2330299 | 0.09% |
| BRITISH AMERICAN TOBACCO PLC SEDOL 0287580 | 0.09% |
| DENTSPLY SIRONA INC SEDOL BYNPPC6 | 0.09% |
| JD.COM INC-ADR SEDOL BMM27D9 | 0.09% |
| KAKAO CORP SEDOL 6194037 | 0.09% |
| BF0101 03.5000 06/01/2056 | 0.09% |
| GEBERIT AG-REG SEDOL B1WGG93 | 0.09% |
| HEICO CORP SEDOL 2419217 | 0.08% |
| POYA INTERNATIONAL CO LTD SEDOL 6541826 | 0.08% |
| STACR 2016-DNA2 M3 06.2768 10/25/2028 | 0.08% |
| WALT DISNEY COMPANY 07.7500 12/01/2045 | 0.08% |
| SANTOS LTD SEDOL 6776703 | 0.08% |
| VORNADO REALTY TRUST SEDOL 2933632 | 0.08% |
| ABN AMRO BANK NV-CVA SEDOL BYQP136 | 0.08% |
| FORTESCUE METALS GROUP LTD SEDOL B2B2B49 | 0.08% |
| WEST PHARMACEUTICAL SERVICES SEDOL 2950482 | 0.08% |
| CLICKS GROUP LTD SEDOL 6105578 | 0.08% |
| PETROBRAS GLOBAL FINANCE USD 06.2500 03/17/2024 | 0.08% |
| STEEL DYNAMICS INC SEDOL 2849472 | 0.08% |
| SBERBANK PJSC -SPONSORED ADR SEDOL B5SC091 | 0.08% |
| E.ON SE SEDOL 4942904 | 0.08% |
| COMMERCIAL INTL BANK-GDR REG SEDOL 5668287 | 0.08% |
| SAFARICOM PLC SEDOL B2QN3J6 | 0.08% |
| WULIANGYE YIBIN CO LTD-A SEDOL BD5CPG2 | 0.08% |
| AVERY DENNISON CORP SEDOL 2066408 | 0.08% |
| GLAXOSMITHKLINE PLC SEDOL 0925288 | 0.08% |
| STMICROELECTRONICS NV SEDOL 5962332 | 0.08% |
| STORE CAPITAL CORP SEDOL BSKRKJ5 | 0.08% |
| CROWN HOLDINGS INC | 0.08% |
| NEW ORIENTAL EDUCATIO-SP ADR SEDOL B1CN1G6 | 0.08% |
| SK HYNIX INC SEDOL 6450267 | 0.08% |
| AURIZON HOLDINGS LTD SEDOL B87CVM3 | 0.08% |
| BERRY GLOBAL GROUP INC SEDOL B8BR3H3 | 0.08% |
| COMPANHIA DE LOCACAO DAS AME SEDOL B82CQN4 | 0.08% |
| LEGRAND SA SEDOL B11ZRK9 | 0.08% |
| OTSUKA CORP SEDOL 6267058 | 0.07% |
| SUN COMMUNITIES INC SEDOL 2860257 | 0.07% |
| ACS ACTIVIDADES SEDOL B01FLQ6 | 0.07% |
| ALLISON TRANSMISSION HOLDING SEDOL B4PZ892 | 0.07% |
| ARKEMA SEDOL B0Z5YZ2 | 0.07% |
| NOMURA RESEARCH INSTITUTE LT SEDOL 6390921 | 0.07% |
| GOLDMAN SACHS GROUP INC 02.6000 12/27/2020 | 0.07% |
| UNITED TECHNOLOGIES CORP 01.9000 05/04/2020 | 0.07% |
| DIAMOND 1 FIN/DIAM P/P 144A 06.0200 06/15/2026 | 0.07% |
| DR HORTON INC SEDOL 2250687 | 0.07% |
| DUPONT DE NEMOURS INC SEDOL BK0VN47 | 0.07% |
| IHS MARKIT LTD P/P 144A 04.7500 02/15/2025 | 0.07% |
| TOTVS SA SEDOL B10LQP6 | 0.07% |
| AVALARA INC SEDOL BZ1NVP4 | 0.07% |
| BHP GROUP PLC SEDOL BH0P3Z9 | 0.07% |
| ENI SPA SEDOL 7145056 | 0.07% |
| SHENZHOU INTERNATIONAL GROUP SEDOL B0MP1B0 | 0.07% |
| HITACHI HIGH-TECHNOLOGY SEDOL 6642804 | 0.07% |
| CAMDEN PROPERTY TRUST SEDOL 2166320 | 0.07% |
| TAISEI CORP SEDOL 6870100 | 0.07% |
| US FOODS HOLDING CORP SEDOL BYVFC94 | 0.07% |
| ABBVIE INC P/P 144A 03.2000 11/21/2029 | 0.07% |
| BALL CORP SEDOL 2073022 | 0.07% |
| BANK TABUNGAN PENSIUNAN NASI SEDOL BFNBJ41 | 0.07% |
| JPMORGAN CHASE & CO 03.9640 11/15/2048 | 0.07% |
| DISCOVERY INC - A SEDOL B3D7K31 | 0.07% |
| WALMART INC SEDOL 2936921 | 0.07% |
| ASPEN TECHNOLOGY INC SEDOL 2051868 | 0.06% |
| AXALTA COATING SYSTEMS LTD SEDOL BSFWCF5 | 0.06% |
| COSTAR GROUP INC SEDOL 2262864 | 0.06% |
| DINO POLSKA SA SEDOL BD0YVN2 | 0.06% |
| FU SHOU YUAN INTERNATIONAL SEDOL BH4TZ73 | 0.06% |
| HIKARI TSUSHIN INC SEDOL 6416322 | 0.06% |
| SERVICEMASTER GLOBAL HOLDING SEDOL BNG8BF0 | 0.06% |
| NTT DOCOMO INC SEDOL 6129277 | 0.06% |
| MICROSOFT CORP 01.5500 08/08/2021 | 0.06% |
| COMMONWEALTH BK AUST P/P 144A 02.2000 11/09/2020 | 0.06% |
| HILL-ROM HOLDINGS INC SEDOL 2425924 | 0.06% |
| INTERPUBLIC GROUP COS 04.6500 10/01/2028 | 0.06% |
| NIELSEN HOLDINGS PLC SEDOL BWFY550 | 0.06% |
| RELIANCE STEEL & ALUMINUM SEDOL 2729068 | 0.06% |
| TAYLOR WIMPEY PLC SEDOL 0878230 | 0.06% |
| VOLTRONIC POWER TECHNOLOGY SEDOL B96HCH8 | 0.06% |
| CHEMED CORP SEDOL 2190084 | 0.06% |
| CK HUTCHISON HOLDINGS LTD SEDOL BW9P816 | 0.06% |
| FEDERATIVE REP OF BRAZIL USD 04.6250 01/13/2028 | 0.06% |
| FNMA FN30 BM1172 UMBS 03.0000 03/01/2047 | 0.06% |
| PPG INDUSTRIES INC SEDOL 2698470 | 0.06% |
| CITIGROUP INC 03.6680 07/24/2028 | 0.06% |
| DNB NOR ASA SEDOL 4263304 | 0.06% |
| ISRAEL DISCOUNT BANK -A SEDOL 6451271 | 0.06% |
| SINGAPORE EXCHANGE LTD SEDOL 6303866 | 0.06% |
| WEST JAPAN RAILWAY CO SEDOL 6957995 | 0.06% |
| DBUBS 2011-LC3A D P/P 144A 05.3344 08/10/2044 | 0.06% |
| FNMA FN30 BJ9256 UMBS 04.0000 06/01/2048 | 0.06% |
| GENPACT LTD SEDOL B23DBK6 | 0.06% |
| REINSURANCE GROUP OF AMERICA SEDOL 2731193 | 0.06% |
| WUXI APPTEC CO LTD-H SEDOL BGHH0L6 | 0.06% |
| CHINA RESOURCES GAS GROUP LT SEDOL 6535517 | 0.06% |
| HOCHTIEF AG SEDOL 5108664 | 0.06% |
| MEDIATEK INC SEDOL 6372480 | 0.06% |
| MONSTER BEVERAGE CORP SEDOL BZ07BW4 | 0.06% |
| PROSUS NV SEDOL BJDS7M4 | 0.06% |
| SUN HUNG KAI PROPERTIES SEDOL 6859927 | 0.06% |
| APARTMENT INVT & MGMT CO -A SEDOL BJLNBG3 | 0.06% |
| GAMING AND LEISURE PROPERTIE SEDOL BFPK4S5 | 0.06% |
| GOODMAN GROUP SEDOL B03FYZ4 | 0.06% |
| MORGAN STANLEY 03.6250 01/20/2027 | 0.06% |
| ACCENTURE PLC-CL A SEDOL B4BNMY3 | 0.06% |
| CATERPILLAR INC SEDOL 2180201 | 0.06% |
| CENTRE TESTING INTL GROUP-A SEDOL BD5C7D3 | 0.06% |
| CHARLES RIVER LABORATORIES SEDOL 2604336 | 0.06% |
| JPMORGAN CHASE & CO 03.6250 12/01/2027 | 0.06% |
| UNITED MEXICAN STATES USD 05.5500 01/21/2045 | 0.06% |
| WELLS FARGO & COMPANY 02.6000 07/22/2020 | 0.06% |
| WR BERKLEY CORP SEDOL 2093644 | 0.06% |
| YANDEX NV-A SEDOL B5BSZB3 | 0.06% |
| BANK OF AMERICA CORP 06.1100 01/29/2037 | 0.05% |
| BERKELEY GROUP HOLDINGS/THE SEDOL B02L3W3 | 0.05% |
| EQUITY LIFESTYLE PROPERTIES SEDOL 2563125 | 0.05% |
| FNMA FN30 BC1155 UMBS 03.0000 06/01/2046 | 0.05% |
| NEW RESIDENTIAL INVESTMENT SEDOL BRJ9GW0 | 0.05% |
| AMERICAN TOWER CORP 03.1250 01/15/2027 | 0.05% |
| AT&T INC. 03.8000 02/15/2027 | 0.05% |
| BUPA ARABIA 144A/REGS WARRANT 12/16/2021 | 0.05% |
| GOLDMAN SACHS GROUP INC 03.8500 01/26/2027 | 0.05% |
| WILCON DEPOT INC SEDOL BYXYHM7 | 0.05% |
| YANGZIJIANG SHIPBUILDING SEDOL B1VT035 | 0.05% |
| CIT GROUP INC. 05.2500 03/07/2025 | 0.05% |
| DAIWA HOUSE INDUSTRY CO LTD SEDOL 6251363 | 0.05% |
| JAPAN AIRLINES CO LTD SEDOL B8BRV46 | 0.05% |
| MGIC INVESTMENT CORP SEDOL 2548616 | 0.05% |
| SNAM SPA SEDOL 7251470 | 0.05% |
| CME GROUP INC SEDOL 2965839 | 0.05% |
| DNB BANK ASA P/P 144A 02.1500 12/02/2022 | 0.05% |
| HILTON WORLDWIDE FIN LLC 04.8750 04/01/2027 | 0.05% |
| ENERGY TRANSFER OPERATNG 06.6250 02/15/2028 | 0.05% |
| ITOCHU TECHNO-SOLUTIONS CORP SEDOL 6200194 | 0.05% |
| JUMBO SA SEDOL 7243530 | 0.05% |
| OMV AG SEDOL 4651459 | 0.05% |
| SIRIUS XM RADIO INC P/P 144A 05.0000 08/01/2027 | 0.05% |
| TORONTO-DOMINION BANK USD 01.9000 12/01/2022 | 0.05% |
| BOC HONG KONG HOLDINGS LTD SEDOL 6536112 | 0.05% |
| CVS HEALTH CORP 04.7800 03/25/2038 | 0.05% |
| FEDERAL REALTY INVS TRUST SEDOL 2333931 | 0.05% |
| LIBERTY MEDIA CORP-LIBERTY-C SEDOL BD8QGD5 | 0.05% |
| SARTORIUS STEDIM BIOTECH SEDOL BYZ2QP5 | 0.05% |
| SPST 2019-3 A 02.3289 06/24/2020 | 0.05% |
| UBS GROUP AG P/P 144A 03.4910 05/23/2023 | 0.05% |
| CAS 2016-C02 1M2 07.6268 09/25/2028 | 0.05% |
| CELANESE CORP SEDOL B05MZT4 | 0.05% |
| CONSOLIDATED EDISON INC SEDOL 2216850 | 0.05% |
| FUJITSU LTD SEDOL 6356945 | 0.05% |
| MWST 2019-1 A 02.4268 06/25/2052 | 0.05% |
| TEMPUR SEALY INTERNATIONAL I SEDOL 2216991 | 0.05% |
| VOLVO AB-B SHS SEDOL B1QH830 | 0.05% |
| BRIGHT HORIZONS FAMILY SOLUT SEDOL B7MJWP2 | 0.05% |
| CAS 2015-C04 2M2 07.1768 04/25/2028 | 0.05% |
| JERONIMO MARTINS SEDOL B1Y1SQ7 | 0.05% |
| ROKU INC SEDOL BZ1LFG7 | 0.05% |
| SALESFORCE.COM INC 03.7000 04/11/2028 | 0.05% |
| SPST 2019-7 A 02.3289 09/24/2020 | 0.05% |
| SUNNY FRIEND ENVIRONMENTAL T SEDOL B6RXHJ1 | 0.05% |
| AIER EYE HOSPITAL GROUP CO-A SEDOL BD5CLQ4 | 0.05% |
| CHARTER COMM OPT LLC 06.4840 10/23/2045 | 0.05% |
| TOKYO ELECTRON LTD SEDOL 6895675 | 0.05% |
| AT&T INC 04.1000 02/15/2028 | 0.04% |
| EURONET WORLDWIDE INC | 0.04% |
| FIRSTENERGY TRANSMIS P/P 144A 05.4500 07/15/2044 | 0.04% |
| FNMA FN30 AS7003 UMBS 03.0000 04/01/2046 | 0.04% |
| LG HOUSEHOLD & HEALTH CARE SEDOL 6344456 | 0.04% |
| LPL FINANCIAL HOLDINGS INC SEDOL B75JX34 | 0.04% |
| NBCUNIVERSAL MEDIA LLC 04.3750 04/01/2021 | 0.04% |
| SPST 2019-11 A 02.3789 10/24/2020 | 0.04% |
| TENCENT HOLDINGS LTD-UNS ADR SEDOL B3F2DZ7 | 0.04% |
| THAI BEVERAGE PCL SEDOL B15F664 | 0.04% |
| CITIZENS BANK NA/RI 02.2500 03/02/2020 | 0.04% |
| CLP HOLDINGS LTD SEDOL 6097017 | 0.04% |
| DEUTSCHE WOHNEN SE SEDOL B0YZ0Z5 | 0.04% |
| NATIONAL AUSTRALIA BK/NY 02.1250 05/22/2020 | 0.04% |
| SUMITOMO MITSUI TRUST HOLDIN SEDOL 6431897 | 0.04% |
| TELEFONICA EMISIONES SAU USD 04.8950 03/06/2048 | 0.04% |
| ARROW ELECTRONICS INC SEDOL 2051404 | 0.04% |
| BANK OF AMERICA CORP 03.2480 10/21/2027 | 0.04% |
| HOME DEPOT INC SEDOL 2434209 | 0.04% |
| AUST & NZ BANKING GROUP USD 02.1250 08/19/2020 | 0.04% |
| CAS 2016-C01 1M2 08.3768 08/25/2028 | 0.04% |
| FNMA FN30 BC2733 UMBS 03.0000 05/01/2046 | 0.04% |
| TJX COMPANIES INC SEDOL 2989301 | 0.04% |
| TREASURY BILL 00.0000 06/18/2020 | 0.04% |
| AMERICAN FINANCIAL GROUP INC SEDOL 2134532 | 0.04% |
| BROADRIDGE FINANCIAL SOLUTIO SEDOL B1VP7R6 | 0.04% |
| FAIRFAX FINL HLDGS USD 04.8500 04/17/2028 | 0.04% |
| PETROLEOS MEXICANOS P/P 144A 06.8400 01/23/2030 | 0.04% |
| POPULAR INC SEDOL B86QM90 | 0.04% |
| ROYAL BANK OF CANADA USD 02.1250 03/02/2020 | 0.04% |
| SINO-AMERICAN SILICON PRODUC SEDOL 6335278 | 0.04% |
| SPST 2020-2 A 00.0000 03/26/2021 | 0.04% |
| BPCE SA P/P 144A 04.5000 03/15/2025 | 0.04% |
| CP ALL PCL-FOREIGN SEDOL B08YDF9 | 0.04% |
| FNMA FN30 AS8056 UMBS 03.0000 10/01/2046 | 0.04% |
| LNSTR 2015-3 B P/P 144A 03.1490 04/20/2048 | 0.04% |
| MRAIT 2020-2 A 01.1500 10/22/2020 | 0.04% |
| OUTFRONT MEDIA INC SEDOL BSP6611 | 0.04% |
| STANDARD IND INC P/P 144A 05.0000 02/15/2027 | 0.04% |
| SVENSKA HANDELSBANKEN AB USD 01.9500 09/08/2020 | 0.04% |
| TWO HARBORS INVESTMENT CORP SEDOL BD832H2 | 0.04% |
| CAS 2020-R01 1M2 03.6768 01/25/2040 | 0.04% |
| CF INDUSTRIES INC P/P 144A 04.5000 12/01/2026 | 0.04% |
| CHENIERE CORP CHRIST 05.1250 06/30/2027 | 0.04% |
| LI NING CO LTD SEDOL B01JCK9 | 0.04% |
| LUNDIN PETROLEUM AB SEDOL 7187627 | 0.04% |
| OBAYASHI CORP SEDOL 6656407 | 0.04% |
| REPUBLIC OF INDONESIA REGS 04.7500 01/08/2026 | 0.04% |
| SHERWIN-WILLIAMS CO/THE SEDOL 2804211 | 0.04% |
| TEXAS INSTRUMENTS INC SEDOL 2885409 | 0.04% |
| WFRBS 2011-C2 D P/P 144A 05.6622 02/15/2044 | 0.04% |
| ALKERMES PLC SEDOL B3P6D26 | 0.04% |
| BANQUE FED CRED MUTU P/P 144A 02.2000 07/20/2020 | 0.04% |
| SMITH & NEPHEW PLC SEDOL 0922320 | 0.04% |
| SOUTHERN CO/THE SEDOL 2829601 | 0.04% |
| CCO HOLDINGS LLC P/P 144A 05.3750 06/01/2029 | 0.04% |
| COMMONWEALTH BK AUST P/P 144A 02.2500 03/10/2020 | 0.04% |
| CWALT 2006-OA10 4A1 01.8168 08/25/2046 | 0.04% |
| FNMA FN40 BF0171 UMBS 04.0000 01/01/2057 | 0.04% |
| GENTING SINGAPORE LTD SEDOL BDRTVP2 | 0.04% |
| MICROSOFT CORP 02.4000 08/08/2026 | 0.04% |
| MICROSOFT CORP 03.7000 08/08/2046 | 0.04% |
| NEWMARKET CORP SEDOL B01CGF1 | 0.04% |
| SEKISUI HOUSE LTD SEDOL 6793906 | 0.04% |
| SPRINT CORP 07.8750 09/15/2023 | 0.04% |
| TECHTRONIC INDUSTRIES CO LTD SEDOL B0190C7 | 0.04% |
| CHAILEASE HOLDING CO LTD SEDOL B58J1S8 | 0.04% |
| SHOPRITE HOLDINGS LTD SEDOL 6801575 | 0.04% |
| UNITED MEXICAN STATES USD 03.2500 04/16/2030 | 0.04% |
| UNITED MEXICAN STATES USD 04.5000 04/22/2029 | 0.04% |
| WILMAR INTERNATIONAL LTD SEDOL B17KC69 | 0.04% |
| AMDOCS LTD SEDOL 2256908 | 0.04% |
| JPMCC 2012-C6 E P/P 144A 05.1569 05/15/2045 | 0.04% |
| MANUF & TRADERS TRUST CO 02.0500 08/17/2020 | 0.04% |
| NITTO DENKO CORP SEDOL 6641801 | 0.04% |
| TREASURY BILL 00.0000 03/12/2020 | 0.04% |
| CAS 2016-C04 1M2 05.8768 01/25/2029 | 0.03% |
| IDACORP INC SEDOL 2296937 | 0.03% |
| MICROCHIP TECH INC 04.3330 06/01/2023 | 0.03% |
| NRG ENERGY INC P/P 144A 04.4500 06/15/2029 | 0.03% |
| TESCO PLC SEDOL 0884709 | 0.03% |
| US 10YR ULTRA FUT JUN20 UXYM0 | 0.03% |
| ASHLAND GLOBAL HOLDINGS INC SEDOL BYND5N1 | 0.03% |
| BCE INC SEDOL B188TH2 | 0.03% |
| CARDINAL HEALTH INC SEDOL 2175672 | 0.03% |
| CAS 2015-C04 1M2 07.3268 04/25/2028 | 0.03% |
| EQUINOR ASA SEDOL 7133608 | 0.03% |
| ORACLE CORP 04.0000 11/15/2047 | 0.03% |
| REPUBLIC OF COLOMBIA USD 03.8750 04/25/2027 | 0.03% |
| SEI INVESTMENTS COMPANY SEDOL 2793610 | 0.03% |
| SUNDRUG CO LTD SEDOL 6817895 | 0.03% |
| 2.00 R ISWP FWD US0003M P 03/18/2050 | 0.03% |
| ALFRESA HOLDINGS CORP SEDOL 6687214 | 0.03% |
| BT GROUP PLC SEDOL 3091357 | 0.03% |
| CACI INTERNATIONAL INC -CL A SEDOL 2159267 | 0.03% |
| CITIGROUP INC 02.6500 10/26/2020 | 0.03% |
| GOLDMAN SACHS GROUP INC 04.2230 05/01/2029 | 0.03% |
| JOHNSON CONTROLS INTL PL 04.5000 02/15/2047 | 0.03% |
| JPMORGAN CHASE & CO 04.6000 01/23/2050 | 0.03% |
| UCB SA SEDOL 5596991 | 0.03% |
| UNITEDHEALTH GROUP INC 03.8500 06/15/2028 | 0.03% |
| VONOVIA SE SEDOL BBJPFY1 | 0.03% |
| ABBVIE INC 02.5000 05/14/2020 | 0.03% |
| AIR LEASE CORP 04.6250 10/01/2028 | 0.03% |
| AMERICAN CAMPUS COMMUNITIES SEDOL B02H871 | 0.03% |
| APPLE INC 04.2500 02/09/2047 | 0.03% |
| BRDCOM CRP / FIN 03.8750 01/15/2027 | 0.03% |
| BRISTOL-MYERS P/P 144A 02.9000 07/26/2024 | 0.03% |
| CAPGEMINI SE SEDOL 4163437 | 0.03% |
| DIGITAL REALTY TRUST LP 04.4500 07/15/2028 | 0.03% |
| GENERAL MOTORS FINL CO 04.0000 10/06/2026 | 0.03% |
| NOVARTIS CAPITAL CORP 04.0000 11/20/2045 | 0.03% |
| SUZUKEN CO LTD SEDOL 6865560 | 0.03% |
| SWISS LIFE HOLDING AG-REG SEDOL 7437805 | 0.03% |
| WEINGARTEN REALTY INVESTORS SEDOL 2946618 | 0.03% |
| ANZ NEW ZEALAND INT P/P 144A 02.8750 01/25/2022 | 0.03% |
| CHS/COMMUNITY HEALTH SYS 06.2500 03/31/2023 | 0.03% |
| COMM 2010-C1 D P/P 144A 06.1071 07/10/2046 | 0.03% |
| COSTCO WHOLESALE CORP SEDOL 2701271 | 0.03% |
| ECOLAB INC 02.7000 11/01/2026 | 0.03% |
| EXTENDED STAY AMERICA INC SEDOL BGH3F75 | 0.03% |
| FHLMC FR30 ZS4703 UMBS 03.0000 02/01/2047 | 0.03% |
| FIDELITY NATL INFO SERV 03.7500 05/21/2029 | 0.03% |
| IVORY COAST REGS 06.1250 06/15/2033 | 0.03% |
| KONINKLIJKE AHOLD DELHAIZE N SEDOL BD0Q398 | 0.03% |
| TPAT 2018-SL1 A P/P 144A 02.2268 01/25/2046 | 0.03% |
| AMAZON.COM INC 03.1500 08/22/2027 | 0.03% |
| ASHTEAD CAPITAL INC P/P 144A 04.3750 08/15/2027 | 0.03% |
| BANK OF MONTREAL USD 03.1000 04/13/2021 | 0.03% |
| CDX CDX.NA.IG.33 100.0 12/20/2024 | 0.03% |
| COGNIZANT TECH SOLUTIONS-A SEDOL 2257019 | 0.03% |
| CWALT 2006-OA7 1A2 02.9931 06/25/2046 | 0.03% |
| REP OF INDONESIA P/P 144A 04.3500 01/08/2027 | 0.03% |
| THALES SA SEDOL 4162791 | 0.03% |
| UNITEDHEALTH GROUP INC 03.1500 06/15/2021 | 0.03% |
| AXIS CAPITAL HOLDINGS LTD SEDOL 2677606 | 0.03% |
| DANSKE BANK A/S P/P 144A 02.7000 03/02/2022 | 0.03% |
| DISH DBS CORP 05.8750 11/15/2024 | 0.03% |
| ENTERPRISE PRODUCTS OPER 04.2500 02/15/2048 | 0.03% |
| FIDELITY NATIONAL INFO SERV SEDOL 2769796 | 0.03% |
| GSMS 2011-GC3 D P/P 144A 05.6363 03/10/2044 | 0.03% |
| MSBAM 2014-C17 C 04.4984 08/15/2047 | 0.03% |
| NATIONAL AUSTRALIA BK/NY 02.5000 01/12/2021 | 0.03% |
| NATIONAL BANK OF CANADA SEDOL 2077303 | 0.03% |
| AMAZON.COM INC. 02.5000 11/29/2022 | 0.03% |
| BMW US CAPITAL LLC P/P 144A 02.0000 04/11/2021 | 0.03% |
| BROADCOM CRP / CAYM 03.5000 01/15/2028 | 0.03% |
| CIGNA CORP 03.7500 07/15/2023 | 0.03% |
| ISHARES CORE MSCI EMERGING SEDOL B8NDCB6 | 0.03% |
| ISRAEL CHEMICALS LTD SEDOL 6455530 | 0.03% |
| JAPAN PRIME REALTY INVESTMEN SEDOL 6528175 | 0.03% |
| LIBERTY MEDIA COR-SIRIUSXM A SEDOL BD8QGF7 | 0.03% |
| NRG P/P 144A 03.7500 06/15/2024 | 0.03% |
| ROCHE HOLDINGS INC P/P 144A 04.0000 11/28/2044 | 0.03% |
| SINGAPORE TECH ENGINEERING SEDOL 6043214 | 0.03% |
| US BANCORP 02.6250 01/24/2022 | 0.03% |
| AIR LEASE CORP 03.2500 10/01/2029 | 0.03% |
| BAE SYSTEMS PLC SEDOL 0263494 | 0.03% |
| BANK OF AMERICA CORP 03.4990 05/17/2022 | 0.03% |
| ENERGY TRANSFER OPERA 05.8750 01/15/2024 | 0.03% |
| EQUINOR ASA USD 02.9000 11/08/2020 | 0.03% |
| FNMA FN30 AS7154 UMBS 03.0000 05/01/2046 | 0.03% |
| GFL ENVIRONMENTAL P/P 144A 07.0000 06/01/2026 | 0.03% |
| GSMS 2014-GC22 C 04.6906 06/10/2047 | 0.03% |
| JARIR MARKETING CO 144A/REGS WARRANT 02/04/2020 | 0.03% |
| JONES LANG LASALLE INC SEDOL 2040640 | 0.03% |
| LAMB WESTON HOLDINGS P/P 144A 04.8750 11/01/2026 | 0.03% |
| PNC BANK NA 02.0280 12/09/2022 | 0.03% |
| THE BANK OF NOVA SCOTIA USD 02.7000 03/07/2022 | 0.03% |
| TREASURY BILL 00.0000 05/07/2020 | 0.03% |
| WFRBS 2011-C3 D P/P 144A 05.6803 03/15/2044 | 0.03% |
| AMERICAN EXPRESS CO SEDOL 2026082 | 0.02% |
| COMCAST CORP 03.9690 11/01/2047 | 0.02% |
| CURTISS-WRIGHT CORP SEDOL 2241205 | 0.02% |
| JPMBB 2014-C22 C 04.5541 09/15/2047 | 0.02% |
| MOODY S CORP | 0.02% |
| NEC CORP SEDOL 6640400 | 0.02% |
| RUSSIAN FEDERATION P/P 144A 04.3750 03/21/2029 | 0.02% |
| TORONTO-DOMINION BANK SEDOL 2897222 | 0.02% |
| TRANSCANADA TRUST USD 05.3000 03/15/2077 | 0.02% |
| VERTIV TLB L+300 04.6550 03/02/2027 | 0.02% |
| WFRBS 2014-C22 XA IO 00.8077 09/15/2057 | 0.02% |
| ZURICH INSURANCE GROUP AG SEDOL 5983816 | 0.02% |
| AT&T INC 04.7500 05/15/2046 | 0.02% |
| BRIXMOR PROPERTY GROUP INC SEDOL BFTDJL8 | 0.02% |
| COMMONWEALTH BK AUST P/P 144A 03.1500 09/19/2027 | 0.02% |
| CSAIL 2015-C1 D P/P 144A 03.7716 04/15/2050 | 0.02% |
| ENERGY TRANSFER OPERATNG 03.7500 05/15/2030 | 0.02% |
| KEURIG DR PEPPER INC 04.5970 05/25/2028 | 0.02% |
| KINDER MORGAN INC 03.1500 01/15/2023 | 0.02% |
| MITSUBISHI UFJ LEASE & FINAN SEDOL 6268976 | 0.02% |
| PETROBRAS GLOBAL FINANCE USD 07.3750 01/17/2027 | 0.02% |
| QUEST DIAGNOSTICS INC SEDOL 2702791 | 0.02% |
| SAMI 2007-AR7 1A1 02.4768 05/25/2047 | 0.02% |
| STACR 2015-DNA3 M2 04.4768 04/25/2028 | 0.02% |
| TELEKOMUNIKASI INDONESIA PER SEDOL BD4T6W7 | 0.02% |
| TENET HEALTHCARE P/P 144A 04.8750 01/01/2026 | 0.02% |
| UBS AG LONDON P/P 144A 02.2000 06/08/2020 | 0.02% |
| AIR LIQUIDE SA SEDOL B1YXBJ7 | 0.02% |
| ALLY FINANCIAL INC 05.7500 11/20/2025 | 0.02% |
| AMER TRANS SYST P/P 144A 05.0000 09/01/2044 | 0.02% |
| AUTOMATIC DATA PROCESSING SEDOL 2065308 | 0.02% |
| FNMA FN30 AS8074 UMBS 03.0000 10/01/2046 | 0.02% |
| LIBERTY MEDIA COR-SIRIUSXM C SEDOL BD8QGH9 | 0.02% |
| MET LIFE GLOB P/P 144A 02.4000 06/17/2022 | 0.02% |
| NAVISTAR INTL TLB L+350 05.1600 11/06/2024 | 0.02% |
| ROSS STORES INC SEDOL 2746711 | 0.02% |
| SHELL INTERNATIONAL FIN USD 02.8750 05/10/2026 | 0.02% |
| SPRINT CAPITAL CORPORATION 06.8750 11/15/2028 | 0.02% |
| VIACOMCBS INC 04.2000 06/01/2029 | 0.02% |
| X 5 RETAIL GROUP NV-REGS GDR SEDOL B07T3T9 | 0.02% |
| Z HOLDINGS CORP SEDOL 6084848 | 0.02% |
| AMERICAN ELECTRIC POWER 04.3000 12/01/2028 | 0.02% |
| AMUNDI SA SEDOL BYZR014 | 0.02% |
| AUTOZONE INC SEDOL 2065955 | 0.02% |
| CFCRE 2011-C2 E P/P 144A 05.7414 12/15/2047 | 0.02% |
| CNP ASSURANCES SEDOL 5543986 | 0.02% |
| FISERV INC 04.2000 10/01/2028 | 0.02% |
| JPMBB 2014-C19 C 04.6786 04/15/2047 | 0.02% |
| MATCH GROUP INC P/P 144A 05.0000 12/15/2027 | 0.02% |
| MBX.FN30.500.10 R USL1M P 01/12/41 BC | 0.02% |
| MORGAN STANLEY 04.3750 01/22/2047 | 0.02% |
| MYLAN NV SEDOL BVFMFG8 | 0.02% |
| NORTHROP GRUMMAN CORP 03.2500 01/15/2028 | 0.02% |
| ORACLE CORP 02.6500 07/15/2026 | 0.02% |
| RAYTHEON COMPANY 02.5000 12/15/2022 | 0.02% |
| STACR 2015-DNA3 M3 06.3268 04/25/2028 | 0.02% |
| TEMPO ACQ LLC/FI P/P 144A 06.7500 06/01/2025 | 0.02% |
| TRK 2019-1 A1 04.3356 03/25/2022 | 0.02% |
| WFCM 2013-LC12 D P/P 144A 04.2853 07/15/2046 | 0.02% |
| ALLY FINANCIAL INC 08.0000 11/01/2031 | 0.02% |
| AXA SA SEDOL 7088429 | 0.02% |
| BAFC 2005-B 3M1 02.3220 04/20/2035 | 0.02% |
| CAS 2016-C03 2M2 07.5268 10/25/2028 | 0.02% |
| CHOCOLADEFABRIKEN LINDT-PC SEDOL 5962280 | 0.02% |
| COPA HOLDINGS SA-CLASS A SEDOL B0TNJH9 | 0.02% |
| CSC HOLDINGS LLC 05.2500 06/01/2024 | 0.02% |
| ENDEAVOR ENERGY P/P 144A 05.7500 01/30/2028 | 0.02% |
| ERAC USA FINANCE LLC P/P 144A 04.5000 02/15/2045 | 0.02% |
| GCP APPLIED TECH P/P 144A 05.5000 04/15/2026 | 0.02% |
| GLENCORE FUNDING LLC P/P 144A 04.6250 04/29/2024 | 0.02% |
| KIMBERLY-CLARK CORP SEDOL 2491839 | 0.02% |
| MET LIFE GLOB P/P 144A 01.9500 01/13/2023 | 0.02% |
| OSHKOSH CORP 04.6000 05/15/2028 | 0.02% |
| REPUBLIC OF SENEGAL REGS 06.2500 05/23/2033 | 0.02% |
| TORONTO-DOMINION BANK USD 03.6250 09/15/2031 | 0.02% |
| UBS GROUP AG P/P 144A 04.1250 04/15/2026 | 0.02% |
| VIACOMCBS INC 02.9000 01/15/2027 | 0.02% |
| WAMU 2005-AR12 1A8 03.8703 10/25/2035 | 0.02% |
| AIG GLOBAL FUNDING P/P 144A 02.1500 07/02/2020 | 0.02% |
| AMERICAN INTL GROUP 08.1750 05/15/2058 | 0.02% |
| AMERICAN TOWER CORP 02.7500 01/15/2027 | 0.02% |
| ANHEUSER-BUSCH CO/IN 03.6500 02/01/2026 | 0.02% |
| BANK OF MONTREAL SEDOL 2076009 | 0.02% |
| BROTHER INDUSTRIES LTD SEDOL 6146500 | 0.02% |
| CANTOR FITZGERALD LP P/P 144A 06.5000 06/17/2022 | 0.02% |
| CENTENE CORP P/P 144A 04.6250 12/15/2029 | 0.02% |
| CISCO SYSTEMS INC 02.2000 02/28/2021 | 0.02% |
| CREDIT SUISSE GRP AG P/P 144A 06.2500 12/18/2024 | 0.02% |
| DASSAULT AVIATION SA SEDOL 4067164 | 0.02% |
| DOW CHEMICAL CO/THE 03.5000 10/01/2024 | 0.02% |
| EXXON MOBIL CORP SEDOL 2326618 | 0.02% |
| EXXON MOBIL CORPORATION 02.2220 03/01/2021 | 0.02% |
| GLENCORE FUNDING LLC P/P 144A 04.0000 04/16/2025 | 0.02% |
| GLOBAL PAYMENTS INC 04.0000 06/01/2023 | 0.02% |
| HCA INC 05.3750 09/01/2026 | 0.02% |
| JP MORGAN CHASE BANK NA 03.0860 04/26/2021 | 0.02% |
| L3HARRIS TECHNOLOGIES INC SEDOL BK9DTN5 | 0.02% |
| PLAINS GP HOLDINGS LP-CL A SEDOL BDGHN95 | 0.02% |
| PLANTRONICS INC P/P 144A 05.5000 05/31/2023 | 0.02% |
| PROTECTIVE LIFE GLO P/P 144A 02.2620 04/08/2020 | 0.02% |
| SOHGO SECURITY SERVICES CO SEDOL 6546359 | 0.02% |
| STAPLES INC P/P 144A 07.5000 04/15/2026 | 0.02% |
| TARGA RESOURCES PART 05.0000 01/15/2028 | 0.02% |
| UNITED TECHNOLOGIES CORP 04.1250 11/16/2028 | 0.02% |
| WALT DISNEY CO/THE SEDOL 2270726 | 0.02% |
| WILLIS TOWERS WATSON PLC USD 05.7500 03/15/2021 | 0.02% |
| ALPHABET INC 03.6250 05/19/2021 | 0.02% |
| ANALOG DEVICES INC 02.8500 03/12/2020 | 0.02% |
| BANK OF AMERICA CORP 06.1000 12/29/2049 | 0.02% |
| BANK OF NOVA SCOTIA USD 02.3500 10/21/2020 | 0.02% |
| CAN IMPERIAL BK OF COMMERCE SEDOL 2170525 | 0.02% |
| CAS 2016-C01 2M2 08.5768 08/25/2028 | 0.02% |
| DOLLAR TREE INC SEDOL 2272476 | 0.02% |
| DOMINICAN REPUBLIC REGS 05.9500 01/25/2027 | 0.02% |
| EQUINIX INC 03.2000 11/18/2029 | 0.02% |
| HESS MIDSTREAM P P/P 144A 05.6250 02/15/2026 | 0.02% |
| IHEARTCOMMUNICATIONS INC 08.3750 05/01/2027 | 0.02% |
| KEURIG DR PEPPER INC 04.4170 05/25/2025 | 0.02% |
| LBMLT 2004-1 A2 02.4268 02/25/2034 | 0.02% |
| NAVISTAR INTL CORP P/P 144A 06.6250 11/01/2025 | 0.02% |
| NUTRIEN LTD. USD 04.2000 04/01/2029 | 0.02% |
| PFIZER INC 01.9500 06/03/2021 | 0.02% |
| TRANSDIGM INC. P/P 144A 06.2500 03/15/2026 | 0.02% |
| VODAFONE GROUP PLC USD 04.3750 05/30/2028 | 0.02% |
| WEYERHAEUSER CO 07.3750 03/15/2032 | 0.02% |
| AES CORP/THE 05.1250 09/01/2027 | 0.02% |
| BIOGEN INC 03.6250 09/15/2022 | 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% |
| CSC HOLDINGS LLC P/P 144A 07.5000 04/01/2028 | 0.02% |
| CWALT 2005-59 1A1 01.9770 11/20/2035 | 0.02% |
| DIRECT LINE INSURANCE GROUP SEDOL BY9D0Y1 | 0.02% |
| DUKE ENERGY CORP 03.1500 08/15/2027 | 0.02% |
| MERCK & CO INC 03.7000 02/10/2045 | 0.02% |
| MSBAM 2012-C6 D P/P 144A 04.6074 11/15/2045 | 0.02% |
| ONCOR ELECTRIC DELIV 03.7500 04/01/2045 | 0.02% |
| SHIRE ACQ INV IE 03.2000 09/23/2026 | 0.02% |
| SPST 2019-WL1 A 02.2768 08/25/2052 | 0.02% |
| STACR 2016-HQA2 M3 06.7768 11/25/2028 | 0.02% |
| STEVENS HLDG CO INC P/P 144A 06.1250 10/01/2026 | 0.02% |
| SWISS PRIME SITE-REG SEDOL B083BH4 | 0.02% |
| TENET HEALTHCARE COR P/P 144A 05.1250 11/01/2027 | 0.02% |
| TEVA PHARMACEUTICALS NE USD 06.0000 04/15/2024 | 0.02% |
| VISTRA OPERATION P/P 144A 03.5500 07/15/2024 | 0.02% |
| WELLS FARGO & COMPANY 05.8750 12/29/2049 | 0.02% |
| AES CORP/THE 05.5000 04/15/2025 | 0.02% |
| BANCO SANTANDER SA USD 05.1790 11/19/2025 | 0.02% |
| BRAMBLES LTD SEDOL B1FJ0C0 | 0.02% |
| CELANESE US HOLDINGS LLC 03.5000 05/08/2024 | 0.02% |
| CGCMT 2014-GC21 AS 04.0260 05/10/2047 | 0.02% |
| COMCAST CORPORATION 03.3750 02/15/2025 | 0.02% |
| COMM 2013-CR13 AM 04.4490 11/10/2046 | 0.02% |
| DOMINICAN REPUBLIC REGS 06.8750 01/29/2026 | 0.02% |
| ERAC USA FINANCE LLC P/P 144A 07.0000 10/15/2037 | 0.02% |
| FIRST QUANTUM MINERA P/P 144A 07.5000 04/01/2025 | 0.02% |
| FUJIFILM HOLDINGS CORP SEDOL 6356525 | 0.02% |
| HCA INC 04.1250 06/15/2029 | 0.02% |
| HYATT HOTELS CORP 04.8500 03/15/2026 | 0.02% |
| INTELSAT JACKSON HLD P/P 144A 09.7500 07/15/2025 | 0.02% |
| INTL FLAVOR & FRAGRANCES 04.4500 09/26/2028 | 0.02% |
| JPMCC 2012-C8 D P/P 144A 04.6490 10/15/2045 | 0.02% |
| JPMCC 2013-LC11 X IO 01.2572 04/15/2046 | 0.02% |
| MCAS 2019-01 M7 P/P 144A 03.3268 10/15/2049 | 0.02% |
| MIZUHO FINANCIAL GROUP INC SEDOL 6591014 | 0.02% |
| NOVELIS CORP P/P 144A 05.8750 09/30/2026 | 0.02% |
| NTT DATA CORP SEDOL 6125639 | 0.02% |
| OCCIDENTAL PETROLEUM COR 04.4000 04/15/2046 | 0.02% |
| SERVICE CORP INTL 05.3750 05/15/2024 | 0.02% |
| SONIC HEALTHCARE LTD SEDOL 6821120 | 0.02% |
| VISTRA OPERATION P/P 144A 04.3000 07/15/2029 | 0.02% |
| ABN AMRO BANK NV P/P 144A 02.4500 06/04/2020 | 0.02% |
| AFLAC INC SEDOL 2026361 | 0.02% |
| BMIR 2018-2A M1B P/P 144A 02.9768 08/25/2028 | 0.02% |
| BOLIDEN AB SEDOL BJV12J7 | 0.02% |
| BP CAPITAL MARKETS PLC USD 03.2790 09/19/2027 | 0.02% |
| BRAND ENERGY TL L+425 06.0880 06/21/2024 | 0.02% |
| BWAY HOLDING CO P/P 144A 07.2500 04/15/2025 | 0.02% |
| CAS 2015-C03 2M2 06.6268 07/25/2025 | 0.02% |
| CITIGROUP INC 02.9000 12/08/2021 | 0.02% |
| DUKE ENERGY CORP 04.2000 06/15/2049 | 0.02% |
| DUKE ENERGY OHIO INC 03.6500 02/01/2029 | 0.02% |
| EIFFAGE SEDOL B13X013 | 0.02% |
| EOG RESOURCES INC 02.6250 03/15/2023 | 0.02% |
| FAIRFAX US INC P/P 144A 04.8750 08/13/2024 | 0.02% |
| FEDERATIVE REP OF BRAZIL USD 04.2500 01/07/2025 | 0.02% |
| GRAY TELEVISION INC P/P 144A 07.0000 05/15/2027 | 0.02% |
| GSMS 2011-GC3 C P/P 144A 05.6363 03/10/2044 | 0.02% |
| HOME DEPOT INC 02.6250 06/01/2022 | 0.02% |
| NETFLIX INC. 05.8750 11/15/2028 | 0.02% |
| NORFOLK SOUTHERN CORP SEDOL 2641894 | 0.02% |
| OMNICOM GP/OMNICOM CAP 03.6000 04/15/2026 | 0.02% |
| OSHKOSH CORP 05.3750 03/01/2025 | 0.02% |
| PERTAMINA PERSERO PT P/P 144A 04.3000 05/20/2023 | 0.02% |
| PULTEGROUP INC 05.5000 03/01/2026 | 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 LIQUEFACTION 04.2000 03/15/2028 | 0.02% |
| TENET HEALTHCARE CORP 08.1250 04/01/2022 | 0.02% |
| TOYOTA MOTOR CORP SEDOL 6900643 | 0.02% |
| UNITEDHEALTH GROUP INC SEDOL 2917766 | 0.02% |
| VERIZON COMMUNICATIONS 05.2500 03/16/2037 | 0.02% |
| VIDEOTRON LTD / LTEE P/P 144A 05.1250 04/15/2027 | 0.02% |
| VTB BANK (VTB CAP SA P/P 144A 06.9500 10/17/2022 | 0.02% |
| WASTE PRO USA INC P/P 144A 05.5000 02/15/2026 | 0.02% |
| WESTERN DIGITAL CORPORATION 04.7500 02/15/2026 | 0.02% |
| WESTROCK MWV LLC 08.2000 01/15/2030 | 0.02% |
| WFCM 2013-LC12 C 04.2853 07/15/2046 | 0.02% |
| APPLE INC 02.8500 05/06/2021 | 0.02% |
| ARD FINANCE SA P/P 144A 06.5000 06/30/2027 | 0.02% |
| AXA SA P/P 144A 06.3790 12/29/2049 | 0.02% |
| BANFF MERGER SUB INC P/P 144A 09.7500 09/01/2026 | 0.02% |
| CBRE SERVICES INC 04.8750 03/01/2026 | 0.02% |
| CHEVRON CORP 02.1000 05/16/2021 | 0.02% |
| COCA-COLA EUROPEAN PARTNERS SEDOL BYQQ3P5 | 0.02% |
| DIAMOND SPORTS GR/DI P/P 144A 06.6250 08/15/2027 | 0.02% |
| ENBRIDGE INC USD 04.5000 06/10/2044 | 0.02% |
| F5 NETWORKS INC SEDOL 2427599 | 0.02% |
| FHLMC FR30 ZS9547 UMBS 04.0000 09/01/2045 | 0.02% |
| FHMS K099 X1 IO 01.0058 09/25/2029 | 0.02% |
| GNR 2015-H25 BI IO 02.0803 10/20/2065 | 0.02% |
| GOLDEN NUGGET INC P/P 144A 06.7500 10/15/2024 | 0.02% |
| HKT TRUST AND HKT LTD-SS SEDOL B4TXDZ3 | 0.02% |
| IBM CORP 01.8750 08/01/2022 | 0.02% |
| LMAT 2020-GS1 A1 02.8820 10/25/2059 | 0.02% |
| NIELSEN FIN LLC/CO P/P 144A 05.0000 04/15/2022 | 0.02% |
| PPSI 2004-WCW2 M3 02.6768 10/25/2034 | 0.02% |
| PRUDENTIAL FINANCIAL INC 05.2000 03/15/2044 | 0.02% |
| SANTANDER UK PLC P/P 144A 05.0000 11/07/2023 | 0.02% |
| SPRINT CORP 07.2500 09/15/2021 | 0.02% |
| STARFRUIT US/STAR FI P/P 144A 08.0000 10/01/2026 | 0.02% |
| UNIVAR SOLUTIONS P/P 144A 05.1250 12/01/2027 | 0.02% |
| VERIZON COMMUNICATIONS 04.4000 11/01/2034 | 0.02% |
| WESFARMERS LTD SEDOL 6948836 | 0.02% |
| WFCM 2014-LC16 XA IO 01.1121 08/15/2050 | 0.02% |
| WYNN LAS VEGAS P/P 144A 05.2500 05/15/2027 | 0.02% |
| ALLISON TRANSMISSION P/P 144A 04.7500 10/01/2027 | 0.01% |
| AMGEN INC 02.6000 08/19/2026 | 0.01% |
| APPLE INC 03.8500 05/04/2043 | 0.01% |
| BIG RVR STL/FIN P/P 144A 07.2500 09/01/2025 | 0.01% |
| BMW US CAPITAL LLC P/P 144A 03.9500 08/14/2028 | 0.01% |
| BPCE SA P/P 144A 05.1500 07/21/2024 | 0.01% |
| BRAND ENERGY & I P/P 144A 08.5000 07/15/2025 | 0.01% |
| CEMEX FINANCE LLC P/P 144A 06.0000 04/01/2024 | 0.01% |
| CFCRE 2011-C1 D P/P 144A 06.0887 04/15/2044 | 0.01% |
| CMLTI 2005-2 1A2A 04.3604 05/25/2035 | 0.01% |
| COMM 2014-CR18 C 04.7252 07/15/2047 | 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% |
| CROWN CASTLE INTL CORP 03.7000 06/15/2026 | 0.01% |
| DOMINICAN REPUBLIC REGS 08.6250 04/20/2027 | 0.01% |
| ELI LILLY & CO SEDOL 2516152 | 0.01% |
| EMIR 2018-1 M1 03.3268 11/25/2028 | 0.01% |
| FHMS K087 X1 IO 00.3626 12/25/2028 | 0.01% |
| FISERV INC SEDOL 2342034 | 0.01% |
| GENERAL DYNAMICS CORP SEDOL 2365161 | 0.01% |
| GOOGLE INC 03.3750 02/25/2024 | 0.01% |
| GREAT LAKES D&D 08.0000 05/15/2022 | 0.01% |
| GW B-CR SECURITY P/P 144A 09.5000 11/01/2027 | 0.01% |
| HUNTINGTON BANCSHARES 04.3500 02/04/2023 | 0.01% |
| IRON MOUNTAIN INC P/P 144A 04.8750 09/15/2027 | 0.01% |
| IVORY COAST REGS 05.3750 07/23/2024 | 0.01% |
| LMAT 2019-GS7 A1 03.2500 11/25/2059 | 0.01% |
| MATTAMY GROUP CORP P/P 144A 05.2500 12/15/2027 | 0.01% |
| MTR CORP SEDOL 6290054 | 0.01% |
| NEWCREST MINING LTD SEDOL 6637101 | 0.01% |
| NORDEA BANK ABP P/P 144A 02.2500 05/27/2021 | 0.01% |
| NUTRIEN LTD USD 04.1250 03/15/2035 | 0.01% |
| OCCIDENTAL PETROLEUM CORP SEDOL 2655408 | 0.01% |
| ORACLE CORP 02.5000 10/15/2022 | 0.01% |
| ORKLA ASA SEDOL B1VQF42 | 0.01% |
| REGIONS FINANCIAL CORP 02.7500 08/14/2022 | 0.01% |
| RENAISSANCERE HOLDINGS LTD SEDOL 2728429 | 0.01% |
| REPUBLIC OF SOUTH AFRICA USD 04.8500 09/27/2027 | 0.01% |
| TRANSDIGM INC P/P 144A 05.5000 11/15/2027 | 0.01% |
| TREASURY BILL 00.0000 06/11/2020 | 0.01% |
| TTM TECHNOLOGIES INC P/P 144A 05.6250 10/01/2025 | 0.01% |
| VIDEOTRON LTD USD 05.0000 07/15/2022 | 0.01% |
| WAMU 2004-AR12 A2B 02.5468 10/25/2044 | 0.01% |
| WFRBS 2011-C5 D P/P 144A 05.6608 11/15/2044 | 0.01% |
| ZOETIS INC 03.9000 08/20/2028 | 0.01% |
| AMGEN INC 03.4500 10/01/2020 | 0.01% |
| APPLE INC 04.3750 05/13/2045 | 0.01% |
| BAUSCH HLTH COS INC P/P 144A 06.1250 04/15/2025 | 0.01% |
| BMIR 2019-4A M1C P/P 144A 04.1268 10/25/2029 | 0.01% |
| CARRIAGE SVCS INC P/P 144A 06.6250 06/01/2026 | 0.01% |
| CCO HLDGS LLC/CAP C P/P 144A 05.5000 05/01/2026 | 0.01% |
| CITIGROUP INC 03.8870 01/10/2028 | 0.01% |
| CITIGROUP INC 04.4500 09/29/2027 | 0.01% |
| CROWN CASTLE INTL CORP 03.6500 09/01/2027 | 0.01% |
| CVS HEALTH CORP 03.7000 03/09/2023 | 0.01% |
| DENBURY RESOURCES IN P/P 144A 09.0000 05/15/2021 | 0.01% |
| GSMS 2010-C1 D P/P 144A 06.0513 08/10/2043 | 0.01% |
| HOWARD HUGHES CORP P/P 144A 05.3750 03/15/2025 | 0.01% |
| INTEL CORP SEDOL 2463247 | 0.01% |
| KRAFT HEINZ FOODS CO 03.0000 06/01/2026 | 0.01% |
| L3HARRIS TECH INC P/P 144A 04.4000 06/15/2028 | 0.01% |
| LPL HOLDINGS INC P/P 144A 05.7500 09/15/2025 | 0.01% |
| MATTEL INC P/P 144A 05.8750 12/15/2027 | 0.01% |
| MEREDITH CORP 06.8750 02/01/2026 | 0.01% |
| MITSUBISHI UFJ FIN GRP USD 03.5350 07/26/2021 | 0.01% |
| NIELSEN CO LUXEM P/P 144A 05.0000 02/01/2025 | 0.01% |
| NIPPON STEEL CORP SEDOL 6642569 | 0.01% |
| PARK-OHIO INDUSTRIES INC 06.6250 04/15/2027 | 0.01% |
| PETROBRAS GLOBAL FINANCE USD 06.1250 01/17/2022 | 0.01% |
| PFIZER INC 03.0000 12/15/2026 | 0.01% |
| REFINITIV US HLDG P/P 144A 06.2500 05/15/2026 | 0.01% |
| SANOFI SEDOL 5671735 | 0.01% |
| SCIENTIFIC GAMES P/P 144A 07.2500 11/15/2029 | 0.01% |
| SCIENTIFIC GAMES P/P 144A 08.2500 03/15/2026 | 0.01% |
| SCOTTS MIRACLE-GRO 04.5000 10/15/2029 | 0.01% |
| SERVICE CORP INTL 05.1250 06/01/2029 | 0.01% |
| STANDARD IND INC P/P 144A 05.3750 11/15/2024 | 0.01% |
| TERRIER MEDIA BU P/P 144A 08.8750 12/15/2027 | 0.01% |
| TOTAL CAPITAL INTL SA USD 02.7500 06/19/2021 | 0.01% |
| UBSCM 2012-C1 C P/P 144A 05.5702 05/10/2045 | 0.01% |
| US BANCORP SEDOL 2736035 | 0.01% |
| WAMU 2005-AR11 A1B3 02.0268 08/25/2045 | 0.01% |
| WATCO COS LLC/FI P/P 144A 06.3750 04/01/2023 | 0.01% |
| WFCM 2013-LC12 AS 04.2853 07/15/2046 | 0.01% |
| WFRBS 2013-C15 D P/P 144A 04.4935 08/15/2046 | 0.01% |
| WFRBS 2013-UBS1 AS 04.3060 03/15/2046 | 0.01% |
| YPSO FINANCE BIS P/P 144A 06.0000 02/15/2028 | 0.01% |
| 1011778 BC / NEW RED P/P 144A 05.0000 10/15/2025 | 0.01% |
| ALPHABET INC 01.9980 08/15/2026 | 0.01% |
| ARCELORMITTAL USD 07.0000 10/15/2039 | 0.01% |
| BMC EAST LLC P/P 144A 05.5000 10/01/2024 | 0.01% |
| CALPINE CORP P/P 144A 04.5000 02/15/2028 | 0.01% |
| CHS/COMMUNITY P/P 144A 06.6250 02/15/2025 | 0.01% |
| CISCO SYSTEMS INC 02.5000 09/20/2026 | 0.01% |
| CLUBCORP HLDG INC P/P 144A 08.5000 09/15/2025 | 0.01% |
| COMM 2014-CR17 C 04.7839 05/10/2047 | 0.01% |
| CORNERSTONE BUILDING P/P 144A 08.0000 04/15/2026 | 0.01% |
| CREDIT SUISSE GRP AG P/P 144A 03.8690 01/12/2029 | 0.01% |
| DCP MIDSTREAM P/P 144A 06.7500 09/15/2037 | 0.01% |
| DOMINICAN REPUBLIC REGS 06.5000 02/15/2048 | 0.01% |
| ERAC USA FINANCE LLC P/P 144A 05.6250 03/15/2042 | 0.01% |
| GOLDEN NUGGET INC P/P 144A 08.7500 10/01/2025 | 0.01% |
| GREIF INC P/P 144A 06.5000 03/01/2027 | 0.01% |
| HUSKY TLB L+300 04.6034 03/28/2025 | 0.01% |
| INGEVITY CORP P/P 144A 04.5000 02/01/2026 | 0.01% |
| ISTAR INC 04.2500 08/01/2025 | 0.01% |
| ISTAR INC 04.7500 10/01/2024 | 0.01% |
| ITRON INC P/P 144A 05.0000 01/15/2026 | 0.01% |
| JPMCC 2013-LC11 C 03.9582 04/15/2046 | 0.01% |
| JUNIPER NETWORKS INC SEDOL 2431846 | 0.01% |
| KRAFT HEINZ FOODS CO 05.0000 07/15/2035 | 0.01% |
| LOEWS CORP SEDOL 2523022 | 0.01% |
| MACQUARIE BANK LTD P/P 144A 02.8500 07/29/2020 | 0.01% |
| MSBAM 2014-C14 C 04.9341 02/15/2047 | 0.01% |
| NEXSTAR ESCROW P/P 144A 05.6250 07/15/2027 | 0.01% |
| NOMURA REAL ESTATE HOLDINGS SEDOL B1CWJM5 | 0.01% |
| ORACLE CORP JAPAN SEDOL 6141680 | 0.01% |
| ROYAL BANK OF CANADA USD 04.6500 01/27/2026 | 0.01% |
| SANTANDER UK GROUP H P/P 144A 04.7500 09/15/2025 | 0.01% |
| SHIRE ACQ INV IRELAND DA USD 02.8750 09/23/2023 | 0.01% |
| SIX FLAGS ENT P/P 144A 04.8750 07/31/2024 | 0.01% |
| STAPLES INC. P/P 144A 10.7500 04/15/2027 | 0.01% |
| SWISS RE TREAS P/P 144A 04.2500 12/06/2042 | 0.01% |
| TALLGRASS NRG PRTNR P/P 144A 05.5000 01/15/2028 | 0.01% |
| TEVA PHARMACEUTICALS NE USD 06.7500 03/01/2028 | 0.01% |
| TRUIST FIN CORP 04.8000 12/31/2099 | 0.01% |
| UNITEDHEALTH GROUP INC 04.7000 02/15/2021 | 0.01% |
| USD/JPY PUT 107.00 20200417 JPMCB | 0.01% |
| WERNER FINCO LP/INC P/P 144A 08.7500 07/15/2025 | 0.01% |
| AHM 2007-1 GA1C 01.8168 05/25/2047 | 0.01% |
| ALBERTSONS COS/SAFE P/P 144A 04.6250 01/15/2027 | 0.01% |
| ALLERGAN FUNDING SCS USD 03.8000 03/15/2025 | 0.01% |
| AMGEN INC 04.6630 06/15/2051 | 0.01% |
| APPLE INC 02.8500 05/11/2024 | 0.01% |
| ASCEND LEARNING LLC P/P 144A 06.8750 08/01/2025 | 0.01% |
| AT&T INC 02.9500 07/15/2026 | 0.01% |
| BAUSCH HLTH AMERICAS P/P 144A 08.5000 01/31/2027 | 0.01% |
| BOMBARDIER INC P/P 144A 07.8750 04/15/2027 | 0.01% |
| BP CAP MARKETS AMERICA 03.1190 05/04/2026 | 0.01% |
| BRIDGESTONE CORP SEDOL 6132101 | 0.01% |
| CGCMT 2014-GC19 AS 04.3450 03/10/2047 | 0.01% |
| CITIGROUP INC 04.7500 05/18/2046 | 0.01% |
| CNO FINANCIAL GROUP INC 05.2500 05/30/2025 | 0.01% |
| CWALT 2006-OA19 A1 01.8270 02/20/2047 | 0.01% |
| DEUTSCHE TELEKOM INT FIN USD 08.7500 06/15/2030 | 0.01% |
| DOMINICAN REPUBLIC REGS 06.0000 07/19/2028 | 0.01% |
| ELANCO ANIMAL HEALTH 05.6500 08/28/2028 | 0.01% |
| ENTERCOM MEDIA CORP P/P 144A 06.5000 05/01/2027 | 0.01% |
| ENTERCOM MEDIA CORP P/P 144A 07.2500 11/01/2024 | 0.01% |
| HCA INC 05.5000 06/15/2047 | 0.01% |
| HONGKONG LAND HOLDINGS LTD SEDOL 6434915 | 0.01% |
| HUSKY III HLDG LTD P/P 144A 13.0000 02/15/2025 | 0.01% |
| JOHNSON CONTROLS INTL PL 04.9500 07/02/2064 | 0.01% |
| KINDER MORGAN ENER PART 05.4000 09/01/2044 | 0.01% |
| MAXIM INTEGRATED PRODUCTS SEDOL 2573760 | 0.01% |
| MITSUBISHI UFJ FIN GRP USD 03.8500 03/01/2026 | 0.01% |
| NUCOR CORP SEDOL 2651086 | 0.01% |
| OSAT 2020-RPL1 A1 P/P 144A 03.1990 12/26/2059 | 0.01% |
| PORSCHE AUTOMOBIL HLDG-PRF SEDOL 7101069 | 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% |
| REP OF INDONESIA P/P 144A 03.3750 04/15/2023 | 0.01% |
| SERVICE CORPORATION INTL 04.6250 12/15/2027 | 0.01% |
| SMURFIT KAPPA TREASURY USD 07.5000 11/20/2025 | 0.01% |
| SPRINT CORP 07.6250 03/01/2026 | 0.01% |
| SYNGENTA FINANCE NV P/P 144A 04.8920 04/24/2025 | 0.01% |
| SYNGENTA FINANCE NV P/P 144A 05.1820 04/24/2028 | 0.01% |
| TMS INTL HLDG CORP P/P 144A 07.2500 08/15/2025 | 0.01% |
| TOPBUILD CORP P/P 144A 05.6250 05/01/2026 | 0.01% |
| US CONCRETE INC 06.3750 06/01/2024 | 0.01% |
| USD/JPY PUT 107.00 20200413 UBS | 0.01% |
| VISTRA OPERATIONS CO P/P 144A 05.5000 09/01/2026 | 0.01% |
| WASTE CONNECTIONS INC 03.5000 05/01/2029 | 0.01% |
| WESTROCK MWV LLC 07.9500 02/15/2031 | 0.01% |
| WFRBS 2013-C11 AS 03.3110 03/15/2045 | 0.01% |
| WFRBS 2014-C24 XA IO 00.8369 11/15/2047 | 0.01% |
| WYNN RESORTS FIN LLC P/P 144A 05.1250 10/01/2029 | 0.01% |
| YPSO FINANCE BIS P/P 144A 10.5000 05/15/2027 | 0.01% |
| ALIMENTATION COUCHE-TARD 3.550000 07/26/2027 | 0.01% |
| ALLEGHENY TECHNOLOGIES INC 07.8750 08/15/2023 | 0.01% |
| ALTICE FRANCE P/P 144A 07.3750 05/01/2026 | 0.01% |
| ANHEUSER-BUSCH INBEV WOR 04.7500 01/23/2029 | 0.01% |
| ANHEUSER-BUSCH INBEV WOR 05.5500 01/23/2049 | 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 COS INC P/P 144A 07.0000 03/15/2024 | 0.01% |
| CAD/USD 04/15/2020 SSBT | 0.01% |
| CAS 2014-C03 2M2 04.5268 07/25/2024 | 0.01% |
| CF INDUSTRIES INC 04.9500 06/01/2043 | 0.01% |
| CHENIERE CORP CHRIST 05.8750 03/31/2025 | 0.01% |
| CISCO SYSTEMS INC 05.9000 02/15/2039 | 0.01% |
| CONSTELLIUM SE P/P 144A 05.8750 02/15/2026 | 0.01% |
| CROWN CASTLE INTL CORP 03.8000 02/15/2028 | 0.01% |
| CSX CORP 04.1000 03/15/2044 | 0.01% |
| DIAMOND 1 FIN/DIAMON P/P 144A 07.1250 06/15/2024 | 0.01% |
| DIAMOND 1 FIN/DIAMON P/P 144A 08.3500 07/15/2046 | 0.01% |
| DIAMOND SPORTS P/P 144A 05.3750 08/15/2026 | 0.01% |
| DOLLAR GENERAL CORP 03.2500 04/15/2023 | 0.01% |
| ENERGY TRANSFER OPERATNG 02.9000 05/15/2025 | 0.01% |
| FHMS K104 XAM 01.3839 02/25/2052 | 0.01% |
| GFL ENVIRONMENTA P/P 144A 08.5000 05/01/2027 | 0.01% |
| HUB INTL LTD P/P 144A 07.0000 05/01/2026 | 0.01% |
| INFOR US INC 06.5000 05/15/2022 | 0.01% |
| ING BANK NV P/P 144A 05.8000 09/25/2023 | 0.01% |
| IPALCO ENTPRS IN 03.7000 09/01/2024 | 0.01% |
| JARDINE MATHESON HLDGS LTD SEDOL 6472119 | 0.01% |
| JFE HOLDINGS INC SEDOL 6543792 | 0.01% |
| JPMCC 2010-C2 C P/P 144A 05.6352 11/15/2043 | 0.01% |
| KINDER MORGAN ENER PART 03.5000 03/01/2021 | 0.01% |
| KLEPIERRE SEDOL 7582556 | 0.01% |
| MATTAMY GROUP CORP P/P 144A 04.6250 03/01/2030 | 0.01% |
| NABORS INDUSTRIES INC. 05.7500 02/01/2025 | 0.01% |
| NATIONAL AUSTRALIA BK/NY 02.8750 04/12/2023 | 0.01% |
| ROGERS COMMUNICATIONS IN USD 08.7500 05/01/2032 | 0.01% |
| S&P GLOBAL INC 04.4000 02/15/2026 | 0.01% |
| SHERWIN-WILLIAMS CO 03.4500 06/01/2027 | 0.01% |
| SPRINT CORP P/P 144A 07.2500 02/01/2028 | 0.01% |
| STACR 2014-HQ2 M3 05.3768 09/25/2024 | 0.01% |
| STACR 2017-DNA1 M2 04.8768 07/25/2029 | 0.01% |
| STARWOOD PROP TR 04.7500 03/15/2025 | 0.01% |
| T-MOBILE USA INC 04.7500 02/01/2028 | 0.01% |
| TCI COMMUNICATIONS INC 07.1250 02/15/2028 | 0.01% |
| TRI POINTE GROUP / HOMES 05.8750 06/15/2024 | 0.01% |
| TRUIST BANK 02.6360 09/17/2029 | 0.01% |
| UBSCM 2017-C7 XA IO 01.0558 12/15/2050 | 0.01% |
| UNITEDHEALTH GROUP INC 02.7500 02/15/2023 | 0.01% |
| UNITEDHEALTH GROUP INC 03.9500 10/15/2042 | 0.01% |
| UNIVISION COMM P/P 144A 05.1250 02/15/2025 | 0.01% |
| VIACOMCBS INC 04.6000 01/15/2045 | 0.01% |
| WAMU 2007-HY2 1A1 03.7866 12/25/2036 | 0.01% |
| WM MORRISON SUPERMARKETS SEDOL 0604316 | 0.01% |
| ABC-MART INC SEDOL 6292102 | 0.01% |
| AKER BP ASA P/P 144A 03.7500 01/15/2030 | 0.01% |
| ALBERTSONS COS LLC P/P 144A 07.5000 03/15/2026 | 0.01% |
| AMSTED INDUSTRIES P/P 144A 04.6250 05/15/2030 | 0.01% |
| ARDAGH PKG FIN/HLDGS P/P 144A 04.1250 08/15/2026 | 0.01% |
| ARDAGH PKG FIN/HLDGS P/P 144A 05.2500 08/15/2027 | 0.01% |
| AROUNDTOWN SA SEDOL BF0CK44 | 0.01% |
| ARRW 2019-3 A3 03.4160 10/25/2048 | 0.01% |
| BAUSCH HLTH COS INC P/P 144A 07.2500 05/30/2029 | 0.01% |
| CAS 2014-C04 1M2 06.5268 11/25/2024 | 0.01% |
| CENOVUS ENERGY INC USD 06.7500 11/15/2039 | 0.01% |
| CHARTER COMM OPT LLC/CAP 04.8000 03/01/2050 | 0.01% |
| CIGNA CORP P/P 144A 04.5000 03/15/2021 | 0.01% |
| CNO FINANCIAL GROUP INC 05.2500 05/30/2029 | 0.01% |
| COMCAST CORP 03.4500 02/01/2050 | 0.01% |
| DEERE & COMPANY 02.6000 06/08/2022 | 0.01% |
| EG GLOBAL FIN PLC P/P 144A 06.7500 02/07/2025 | 0.01% |
| ENBRIDGE INC USD 04.2500 12/01/2026 | 0.01% |
| ENDO LTD/FIN LLC/FIN P/P 144A 06.0000 02/01/2025 | 0.01% |
| ENERGY TRANSFER OPERATNG 05.2000 02/01/2022 | 0.01% |
| FIDELITY NATIONAL INFORM 04.2500 05/15/2028 | 0.01% |
| FIVE CORNERS FUNDING P/P 144A 04.4190 11/15/2023 | 0.01% |
| FRESENIUS MEDICAL CARE AG & SEDOL 5129074 | 0.01% |
| GFL ENVIRON INC P/P 144A 05.1250 12/15/2026 | 0.01% |
| GNR 2013-99 AS IO 04.4030 06/20/2043 | 0.01% |
| GNR 2017-162 QI IO 05.0000 10/11/2047 | 0.01% |
| GOEASY LTD P/P 144A 05.3750 12/01/2024 | 0.01% |
| HCA INC 05.2500 06/15/2026 | 0.01% |
| INTERNATIONAL PAPER CO 03.0000 02/15/2027 | 0.01% |
| JAPAN TOBACCO INC SEDOL 6474535 | 0.01% |
| KINDER MORGAN INC/DELAWA 07.7500 01/15/2032 | 0.01% |
| L3HARRIS TECH INC P/P 144A 03.8500 12/15/2026 | 0.01% |
| LEVEL 3 FIN INC P/P 144A 04.6250 09/15/2027 | 0.01% |
| LLOYDS BANKING GROUP PLC USD 04.6500 03/24/2026 | 0.01% |
| MARSH & MCLENNAN COS INC 04.3750 03/15/2029 | 0.01% |
| MARSH & MCLENNAN COS INC 04.9000 03/15/2049 | 0.01% |
| MSC 2011-C3 D P/P 144A 05.2445 07/15/2049 | 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% |
| PENSKE TRUCK LEASING P/P 144A 03.9000 02/01/2024 | 0.01% |
| QORVO INC SEDOL BR9YYP4 | 0.01% |
| ROYAL BK SCOTLND GRP PLC USD 04.8920 05/18/2029 | 0.01% |
| SABINE PASS LIQUEF 05.0000 03/15/2027 | 0.01% |
| SAMPO OYJ-A SHS SEDOL 5226038 | 0.01% |
| SERVICE PROPERTIES TRUST 04.3750 02/15/2030 | 0.01% |
| SINCLAIR TELE P/P 144A 05.5000 03/01/2030 | 0.01% |
| SIX FLAGS ENT P/P 144A 05.5000 04/15/2027 | 0.01% |
| SPRINGLEAF FINANCE CORP 05.3750 11/15/2029 | 0.01% |
| SWEDISH MATCH AB SEDOL 5048566 | 0.01% |
| TRANSDIGM INC 06.3750 06/15/2026 | 0.01% |
| USI INC/NY P/P 144A 06.8750 05/01/2025 | 0.01% |
| WAMU 2005-AR9 A1C3 02.5868 07/25/2045 | 0.01% |
| WEEKLEY HOMES LLC 06.0000 02/01/2023 | 0.01% |
| WESTPAC BANKING CORP USD 02.0000 08/19/2021 | 0.01% |
| WR GRACE & CO-CONN P/P 144A 05.6250 10/01/2024 | 0.01% |
| AG ISSUER LLC P/P 144A 06.2500 03/01/2028 | 0.01% |
| ALTICE FRANCE SA P/P 144A 05.5000 01/15/2028 | 0.01% |
| ARRW 2019-1 A3 04.2080 01/25/2049 | 0.01% |
| ASHTEAD CAPITAL INC P/P 144A 04.2500 11/01/2029 | 0.01% |
| ATOTECH ALPHA 2 BV P/P 144A 08.7500 06/01/2023 | 0.01% |
| ATOTECH ALPHA 3 BV P/P 144A 06.2500 02/01/2025 | 0.01% |
| AUST & NZ BANKING GR P/P 144A 06.7500 12/29/2049 | 0.01% |
| BANCO SANTANDER SA USD 04.3790 04/12/2028 | 0.01% |
| BEACON ROOFING SUPP P/P 144A 04.8750 11/01/2025 | 0.01% |
| BERRY GLOBAL INC 05.1250 07/15/2023 | 0.01% |
| BGC PARTNERS INC 05.1250 05/27/2021 | 0.01% |
| BRISTOL-MYERS P/P 144A 03.4000 07/26/2029 | 0.01% |
| BROOKFIELD RESID PRO P/P 144A 06.1250 07/01/2022 | 0.01% |
| CAMDEN PROPERTY TRUST 04.8750 06/15/2023 | 0.01% |
| CAPITAL ONE FINANCIAL CO 04.2000 10/29/2025 | 0.01% |
| CHARTER COMM OPT LLC 04.9080 07/23/2025 | 0.01% |
| COMCAST CORP 04.0490 11/01/2052 | 0.01% |
| COMM 2013-CR11 XA IO 00.9283 08/10/2050 | 0.01% |
| COMM 2014-CR17 XA IO 00.9735 05/10/2047 | 0.01% |
| COMM 2014-UBS6 XA IO 00.8920 12/10/2047 | 0.01% |
| COX COMM INC P/P 144A 03.5000 08/15/2027 | 0.01% |
| CSC HOLDINGS LLC P/P 144A 05.7500 01/15/2030 | 0.01% |
| CSC HOLDINGS LLC P/P 144A 07.7500 07/15/2025 | 0.01% |
| DIAMONDBACK ENERGY INC 05.3750 05/31/2025 | 0.01% |
| ECOLAB INC SEDOL 2304227 | 0.01% |
| EPR PROPERTIES 05.7500 CUM CV PFD | 0.01% |
| ESH HOSPITALITY INC P/P 144A 05.2500 05/01/2025 | 0.01% |
| FERGUSON PLC SEDOL BJVNSS4 | 0.01% |
| GLP CAPITAL LP / FIN II 05.2500 06/01/2025 | 0.01% |
| GNR 2015-H26 EI IO 01.7315 10/20/2065 | 0.01% |
| GNR 2016-123 LI IO 03.5000 03/20/2044 | 0.01% |
| GSMS 2014-GC22 XA IO 00.9848 06/10/2047 | 0.01% |
| HEINEKEN HOLDING NV SEDOL B0CCH46 | 0.01% |
| HESS MIDSTREAM P P/P 144A 05.1250 06/15/2028 | 0.01% |
| HUDBAY MINERALS INC P/P 144A 07.6250 01/15/2025 | 0.01% |
| ICAHN ENTER/FIN 06.2500 05/15/2026 | 0.01% |
| 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% |
| KKR GROUP FIN CO III P/P 144A 05.1250 06/01/2044 | 0.01% |
| L BRANDS INC 07.5000 06/15/2029 | 0.01% |
| LADDER CAP FINAN P/P 144A 04.2500 02/01/2027 | 0.01% |
| LIONS GATE CAP HOLD P/P 144A 05.8750 11/01/2024 | 0.01% |
| LIONS GATE CAP HOLD P/P 144A 06.3750 02/01/2024 | 0.01% |
| LLOYDS BANKING GROUP PLC USD 04.5000 11/04/2024 | 0.01% |
| LOUISIANA-PACIFIC CORPORATION 04.8750 09/15/2024 | 0.01% |
| MBX.FN30.500.10 R USL1M P 01/12/41 CI | 0.01% |
| MEG ENERGY CORP P/P 144A 06.5000 01/15/2025 | 0.01% |
| MICROSOFT CORP 02.4000 02/06/2022 | 0.01% |
| MWST 2018-W1 A 02.4768 11/25/2051 | 0.01% |
| NATIONAL AUSTRALIA BANK LTD SEDOL 6624608 | 0.01% |
| NATIONSTAR MTG P/P 144A 08.1250 07/15/2023 | 0.01% |
| NETFLIX INC 04.8750 04/15/2028 | 0.01% |
| NEWELL BRANDS INC 04.2000 04/01/2026 | 0.01% |
| NEXSTAR BROADC P/P 144A 05.6250 08/01/2024 | 0.01% |
| NSTAR ELECTRIC CO 02.3750 10/15/2022 | 0.01% |
| PRIME SECURITY SVCS P/P 144A 06.2500 01/15/2028 | 0.01% |
| QVC INC 04.8500 04/01/2024 | 0.01% |
| REP OF INDONESIA P/P 144A 04.7500 01/08/2026 | 0.01% |
| RITE AID CORP P/P 144A 06.1250 04/01/2023 | 0.01% |
| ROYAL BK SCOTLND GRP PLC USD 07.5000 12/29/2049 | 0.01% |
| RTL GROUP SEDOL B1BK209 | 0.01% |
| SECOM CO LTD SEDOL 6791591 | 0.01% |
| SHELL INTERNATIONAL FIN USD 01.8750 05/10/2021 | 0.01% |
| SPECTRA ENERGY PARTNERS 03.3750 10/15/2026 | 0.01% |
| STACR 2014-HQ3 M3 06.3768 10/25/2024 | 0.01% |
| STACR 2020-HQA1 M2 03.7350 01/25/2050 | 0.01% |
| STATION CASINOS LLC P/P 144A 04.5000 02/15/2028 | 0.01% |
| SUGAR HSP GAMING P/P 144A 05.8750 05/15/2025 | 0.01% |
| TENNANT CO 05.6250 05/01/2025 | 0.01% |
| TMX FIN LLC/TITLEMAX P/P 144A 11.1250 04/01/2023 | 0.01% |
| TRIVIUM PACK FIN P/P 144A 05.5000 08/15/2026 | 0.01% |
| UBS GROUP AG REGS 06.8750 12/29/2049 | 0.01% |
| VIACOMCBS INC 04.5000 03/01/2021 | 0.01% |
| WASTE MANAGEMENT INC. 04.7500 06/30/2020 | 0.01% |
| WYNDHAM HOTELS & RE P/P 144A 05.3750 04/15/2026 | 0.01% |
| 1011778 BC / NEW RED P/P 144A 03.8750 01/15/2028 | 0.01% |
| AIB GROUP PLC SEDOL BF0L353 | 0.01% |
| AMC ENT HOLDIN 05.8750 11/15/2026 | 0.01% |
| AMC ENTERTAINMENT HLDGS 05.7500 06/15/2025 | 0.01% |
| AMSTED INDUSTRIES P/P 144A 05.6250 07/01/2027 | 0.01% |
| ASCENT RESOURCES/AEU P/P 144A 10.0000 04/01/2022 | 0.01% |
| ASP AMC MERGER SUB P/P 144A 08.0000 05/15/2025 | 0.01% |
| AXALTA COATING SYS P/P 144A 04.8750 08/15/2024 | 0.01% |
| BANK OF AMERICA CORP 02.4960 02/13/2031 | 0.01% |
| CAS 2017-C01 1EB1 02.8768 07/25/2029 | 0.01% |
| CENTENE CORP 04.7500 05/15/2022 | 0.01% |
| CGCMT 2014-GC19 D P/P 144A 05.0918 03/10/2047 | 0.01% |
| CHS/COMMUNITY HEALT P/P 144A 08.1250 06/30/2024 | 0.01% |
| CITIGROUP INC 04.6000 03/09/2026 | 0.01% |
| COMCAST CORP 03.1500 03/01/2026 | 0.01% |
| COMMSCOPE TECH LLC P/P 144A 06.0000 06/15/2025 | 0.01% |
| CROWN CASTLE INTL CORP 04.8750 04/15/2022 | 0.01% |
| CROWN CORK & SEAL CO INC 07.3750 12/15/2026 | 0.01% |
| DISH NETWORK CV 03.3750 08/15/2026 | 0.01% |
| ENERGY TRANSFER OPERATNG 06.1250 12/15/2045 | 0.01% |
| EQUINIX INC 05.3750 05/15/2027 | 0.01% |
| FHR 3829 AS IO 05.2915 03/15/2041 | 0.01% |
| FISERV INC 03.5000 07/01/2029 | 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 10.5000 09/15/2022 | 0.01% |
| GNR 2015-H24 BI IO 01.6194 08/20/2065 | 0.01% |
| GOLDMAN SACHS GROUP INC 06.7500 10/01/2037 | 0.01% |
| GSMS 2011-GC5 AS P/P 144A 05.2090 08/10/2044 | 0.01% |
| HMIR 2018-1 M1 P/P 144A 03.2268 10/25/2028 | 0.01% |
| HONEYWELL INTL 03.8120 11/21/2047 | 0.01% |
| INTL BUSINESS MACHINES CORP SEDOL 2005973 | 0.01% |
| LIVE NATION ENTERTAI P/P 144A 05.6250 03/15/2026 | 0.01% |
| MBX.FN30.500.09 R USL1M P 01/12/40 BC | 0.01% |
| MLMI 2005-A2 A2 03.7323 02/25/2035 | 0.01% |
| NATIONAL GRID PLC SEDOL BDR05C0 | 0.01% |
| NCHET 2003-4 M1 02.7518 10/25/2033 | 0.01% |
| NEWFIELD EXPLORATION CO 05.7500 01/30/2022 | 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% |
| PENSKE AUTO GRP INC 05.7500 10/01/2022 | 0.01% |
| POWER SOLUTIONS TLB L+350 05.7344 04/30/2026 | 0.01% |
| PPL CAPITAL FUNDING INC 04.2000 06/15/2022 | 0.01% |
| PRUDENTIAL FINANCIAL INC 05.6250 06/15/2043 | 0.01% |
| PUBLICIS GROUPE SEDOL 4380429 | 0.01% |
| QORVO INC 05.5000 07/15/2026 | 0.01% |
| SABINE PASS LIQUEFAC 05.7500 05/15/2024 | 0.01% |
| SABRE GLBL INC P/P 144A 05.3750 04/15/2023 | 0.01% |
| SPRINGLEAF FINANCE CORP 06.8750 03/15/2025 | 0.01% |
| STEEL DYNAMICS INC 05.5000 10/01/2024 | 0.01% |
| TRANSOCEAN POSEIDON P/P 144A 06.8750 02/01/2027 | 0.01% |
| TRANSOCEAN SENTR P/P 144A 05.3750 05/15/2023 | 0.01% |
| TRONOX FINANCE PLC P/P 144A 05.7500 10/01/2025 | 0.01% |
| WESTPAC BANKING CORP USD 04.4210 07/24/2039 | 0.01% |
| WFRBS 2012-C9 XB IO P/P 144A 00.7151 11/15/2045 | 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% |
| WPX ENERGY INC 08.2500 08/01/2023 | 0.01% |
| 1011778 BC ULC / P/P 144A 04.3750 01/15/2028 | 0.01% |
| ALIMEN COUCHE P/P 144A 02.9500 01/25/2030 | 0.01% |
| AMERICAN TOWER CORP 02.9000 01/15/2030 | 0.01% |
| ANTERO RESOURCES 05.3750 11/01/2021 | 0.01% |
| APPLE INC 03.4500 05/06/2024 | 0.01% |
| AUD/USD 04/15/2020 SSBT | 0.01% |
| BAUSCH HLTH COS INC P/P 144A 05.5000 11/01/2025 | 0.01% |
| BOMBARDIER INC P/P 144A 07.5000 12/01/2024 | 0.01% |
| BUILDERS FIRSTSOURCE P/P 144A 06.7500 06/01/2027 | 0.01% |
| BWAY CORP TLB L+325 05.0840 04/03/2024 | 0.01% |
| CFCRE 2011-C2 D P/P 144A 05.7414 12/15/2047 | 0.01% |
| CGCMT 2012-GC8 XA IO P/P 144A 01.7685 09/10/2045 | 0.01% |
| CGCMT 2014-GC21 X IO 01.1769 05/10/2047 | 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% |
| COMCAST CORP 03.9990 11/01/2049 | 0.01% |
| COMSTOCK RE INC P/P 144A 07.5000 05/15/2025 | 0.01% |
| CON EDISON CO OF NY INC 04.2000 03/15/2042 | 0.01% |
| CONCHO RESOURCES INC 03.7500 10/01/2027 | 0.01% |
| CSC HOLDINGS LLC 06.7500 11/15/2021 | 0.01% |
| CVS PASS-THROUGH P/P 144A 04.7040 01/10/2036 | 0.01% |
| DH EUROPE FINANCE II USD 03.4000 11/15/2049 | 0.01% |
| DIAMONDBACK ENERGY INC 03.2500 12/01/2026 | 0.01% |
| ENTERPRISE PRODUCTS OPER 02.8000 01/31/2030 | 0.01% |
| EQUINOR ASA USD 05.1000 08/17/2040 | 0.01% |
| FIFTH THIRD BANCORP 05.1000 12/29/2049 | 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% |
| GLP CAPITAL LP / FIN II 05.3750 04/15/2026 | 0.01% |
| GMAC CAPITAL TRUST I PCT 07.4766 | 0.01% |
| GNMA GII30 BL6161 06.0000 12/20/2048 | 0.01% |
| GSMS 2013-GC10 XA IO 01.4994 02/10/2046 | 0.01% |
| HANESBRANDS INC P/P 144A 04.6250 05/15/2024 | 0.01% |
| HSBC HOLDINGS PLC SEDOL 0540528 | 0.01% |
| ICAHN ENTER/FIN 06.7500 02/01/2024 | 0.01% |
| INTERNATIONAL LEASE FIN CORP 05.8750 08/15/2022 | 0.01% |
| JELD-WEN INC P/P 144A 04.6250 12/15/2025 | 0.01% |
| JPMCC 2012-LC9 D P/P 144A 04.4179 12/15/2047 | 0.01% |
| JPMORGAN CHASE & CO 06.1000 02/01/2049 | 0.01% |
| KFC HLD/PIZZA HUT/TA P/P 144A 04.7500 06/01/2027 | 0.01% |
| KINDER MORGAN ENER PART 03.4500 02/15/2023 | 0.01% |
| LIVE NATION ENT P/P 144A 04.8750 11/01/2024 | 0.01% |
| MEG ENERGY CORP P/P 144A 07.1250 02/01/2027 | 0.01% |
| MERCER INTL INC USD 06.5000 02/01/2024 | 0.01% |
| MET LIFE GLOB FUND P/P 144A 03.0000 01/10/2023 | 0.01% |
| MSBAM 2014-C17 XA IO 01.1084 08/15/2047 | 0.01% |
| MSRR 2015-R4 CB1 02.4851 08/26/2047 | 0.01% |
| NEUBERGER BERMAN GRP P/P 144A 04.8750 04/15/2045 | 0.01% |
| NOVELIS CORP P/P 144A 04.7500 01/30/2030 | 0.01% |
| OTIS WORLDWIDE CORP P/P 144A 02.5650 02/15/2030 | 0.01% |
| PACKAGING CORP OF AMERIC 04.5000 11/01/2023 | 0.01% |
| PETROBRAS GLOBAL FIN P/P 144A 05.0930 01/15/2030 | 0.01% |
| PETROLEOS MEXICANOS P/P 144A 07.6900 01/23/2050 | 0.01% |
| RESIDEO FUNDING INC P/P 144A 06.1250 11/01/2026 | 0.01% |
| ROBERTSHAW US HOLDING L+325 04.8750 02/28/2025 | 0.01% |
| SES SEDOL B00ZQQ2 | 0.01% |
| SM ENERGY CO 06.7500 09/15/2026 | 0.01% |
| SS&C TECH INC P/P 144A 05.5000 09/30/2027 | 0.01% |
| TD AMERITRADE HOLDING CORP SEDOL 2983154 | 0.01% |
| TRANSOCEAN INC 07.5000 04/15/2031 | 0.01% |
| TREASURY BILL 00.0000 04/16/2020 | 0.01% |
| UBSBB 2012-C4 XA IO P/P 144A 01.6208 12/10/2045 | 0.01% |
| VALVOLINE INC P/P 144A 04.2500 02/15/2030 | 0.01% |
| VERTIV INT HOLD CORP P/P 144A 12.0000 02/15/2022 | 0.01% |
| VISTRA OPERATION P/P 144A 05.0000 07/31/2027 | 0.01% |
| WFRBS 2012-C9 XA IO P/P 144A 01.8935 11/15/2045 | 0.01% |
| WOLVERINE WORLD WIDE P/P 144A 05.0000 09/01/2026 | 0.01% |
| ZIGGO BV P/P 144A 05.5000 01/15/2027 | 0.01% |
| ALLERGAN FUNDING SCS USD 03.4500 03/15/2022 | 0.00% |
| ALLIANT HOLDINGS P/P 144A 06.7500 10/15/2027 | 0.00% |
| ALTRIA GROUP INC | 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% |
| AT&T INC 04.3000 02/15/2030 | 0.00% |
| AZRIELI GROUP LTD SEDOL B5MN1W0 | 0.00% |
| BERRY GLOBAL INC P/P 144A 05.6250 07/15/2027 | 0.00% |
| CALPINE CORP P/P 144A 05.2500 06/01/2026 | 0.00% |
| CAS 2015-C01 1M2 05.9268 02/25/2025 | 0.00% |
| CAS 2015-C02 1M2 05.6268 05/25/2025 | 0.00% |
| CELANESE US HOLDINGS LLC 04.6250 11/15/2022 | 0.00% |
| CENTENE CORP P/P 144A 05.2500 04/01/2025 | 0.00% |
| CHARTER COMM OPT LLC 05.3750 05/01/2047 | 0.00% |
| CHEMOURS CO 07.0000 05/15/2025 | 0.00% |
| CIGNA CORP SEDOL BHJ0775 | 0.00% |
| COMCAST CORP 02.3500 01/15/2027 | 0.00% |
| CREDIT ACCEPTANC P/P 144A 06.6250 03/15/2026 | 0.00% |
| CROWN AMER/CAP 04.7500 02/01/2026 | 0.00% |
| CWALT 2005-27 1A1 02.3858 08/25/2035 | 0.00% |
| DRESDNER FDG TRST I P/P 144A 08.1510 06/30/2031 | 0.00% |
| DUN & BRADSTREET COR P/P 144A 06.8750 08/15/2026 | 0.00% |
| FORD MOTOR CO SEDOL 2615468 | 0.00% |
| FOX CORP - CLASS B SEDOL BJJMGY5 | 0.00% |
| FRONT RANGE BIDCO INC L+300 04.6678 02/21/2027 | 0.00% |
| GATES GLOBAL TLB L+275 04.3534 03/31/2024 | 0.00% |
| GENERAL MOTORS FINL CO 04.3000 07/13/2025 | 0.00% |
| GO DADDY OPCO/FINCO P/P 144A 05.2500 12/01/2027 | 0.00% |
| HOLOGIC INC P/P 144A 04.3750 10/15/2025 | 0.00% |
| HSBC USA INC 03.5000 06/23/2024 | 0.00% |
| ICAHN ENTER P/P 144A 04.7500 09/15/2024 | 0.00% |
| ICAHN ENTER/FIN P/P 144A 05.2500 05/15/2027 | 0.00% |
| 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% |
| KRATON POLYMERS LLC/ P/P 144A 07.0000 04/15/2025 | 0.00% |
| L BRANDS INC 06.7500 07/01/2036 | 0.00% |
| LABORATORY CRP OF AMER HLDGS SEDOL 2586122 | 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% |
| MERCK & CO. INC. 02.7500 02/10/2025 | 0.00% |
| MOLINA HEALTHCARE IN 05.3750 11/15/2022 | 0.00% |
| NEIMAN MARCUS TL L+600 07.6663 10/25/2023 | 0.00% |
| NETFLIX INC P/P 144A 05.3750 11/15/2029 | 0.00% |
| NETFLIX INC. 06.3750 05/15/2029 | 0.00% |
| NEWS CORP - CLASS A SEDOL BBGVT40 | 0.00% |
| NZD/USD 04/15/2020 JPMCB | 0.00% |
| PENSKE AUTOMOTIVE GROUP 05.3750 12/01/2024 | 0.00% |
| PENSKE AUTOMOTIVE GROUP 05.5000 05/15/2026 | 0.00% |
| PENSKE TRUCK LE P/P 144A 03.4000 11/15/2026 | 0.00% |
| REVLON CONS TLB L+350 05.1132 09/07/2023 | 0.00% |
| RITE AID CORP P/P 144A 07.5000 07/01/2025 | 0.00% |
| ROBERTSHAW TL 2L L+800 09.6250 02/28/2026 | 0.00% |
| SEK/USD 03/18/2020 SSBT | 0.00% |
| SOLENIS 1STL L+400 05.6132 06/26/2025 | 0.00% |
| SOLENIS 2NDL L+850 10.8314 06/26/2026 | 0.00% |
| SOLENIS ADD-ON TL 1STL L+400 05.6550 06/26/2025 | 0.00% |
| 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% |
| STACR 2019-DNA1 M2 04.2768 01/25/2049 | 0.00% |
| STACR 2019-HQA1 M2 03.9768 02/25/2049 | 0.00% |
| TARGA RESOURCES PART 06.5000 07/15/2027 | 0.00% |
| TAYLOR MORRISON COMM P/P 144A 05.7500 01/15/2028 | 0.00% |
| TENET HEALTHCARE 04.6250 07/15/2024 | 0.00% |
| TENET HEALTHCARE P/P 144A 06.2500 02/01/2027 | 0.00% |
| TRANSDIGM INC. 06.5000 07/15/2024 | 0.00% |
| TRANSOCEAN INC P/P 144A 08.0000 02/01/2027 | 0.00% |
| TRANSOCEAN PONTUS LT P/P 144A 06.1250 08/01/2025 | 0.00% |
| UNITEDHEALTH GROUP INC 02.8750 03/15/2022 | 0.00% |
| VERTIV GROUP CORP P/P 144A 09.2500 10/15/2024 | 0.00% |
| VISTRA ENERGY CORP P/P 144A 08.1250 01/30/2026 | 0.00% |
| VISTRA OPERATIONS CO P/P 144A 05.6250 02/15/2027 | 0.00% |
| VMWARE INC 03.9000 08/21/2027 | 0.00% |
| WFRBS 2012-C10 XA IO P/P 144A 01.5368 12/15/2045 | 0.00% |
| WPX ENERGY INC 05.7500 06/01/2026 | 0.00% |
| ABC SUPPLY CO INC P/P 144A 04.0000 01/15/2028 | 0.00% |
| AES CORP/THE 04.5000 03/15/2023 | 0.00% |
| ALLY FINANCIAL INC 08.0000 03/15/2020 | 0.00% |
| ANHEUSER-BUSCH INBEV WOR 02.5000 07/15/2022 | 0.00% |
| ATHENE HOLDING LTD-CLASS A SEDOL BZ13MZ1 | 0.00% |
| AUD/USD 04/15/2020 UBS | 0.00% |
| AUTOMATION TOOLING S P/P 144A 06.5000 06/15/2023 | 0.00% |
| BANK OF MONTREAL USD 03.8030 12/15/2032 | 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% |
| BERKSHIRE HATHAWAY FIN 04.3000 05/15/2043 | 0.00% |
| BMW US CAPITAL LLC P/P 144A 03.4000 08/13/2021 | 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% |
| BROOKFIELD RESID P/P 144A 06.2500 09/15/2027 | 0.00% |
| BSCMS 2006-PW11 B P/P 144A 05.8015 03/11/2039 | 0.00% |
| BUCKEYE PARTNERS LP 05.8500 11/15/2043 | 0.00% |
| CAD/USD 04/15/2020 BANKAM | 0.00% |
| CANADIAN UTILITIES LTD-A SEDOL 2172639 | 0.00% |
| CAS 2019-HRP1 M2 03.8109 11/25/2039 | 0.00% |
| CAS 2019-R02 1M2 03.9268 08/25/2031 | 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 08/01/2023 | 0.00% |
| CLEAN HARBORS INC P/P 144A 05.1250 07/15/2029 | 0.00% |
| COMMSCOPE INC P/P 144A 06.0000 03/01/2026 | 0.00% |
| COMPASS MINERALS INT P/P 144A 04.8750 07/15/2024 | 0.00% |
| CREDIT ACCEPTANC P/P 144A 05.1250 12/31/2024 | 0.00% |
| CWALT 2006-24CB A13 01.9768 08/25/2036 | 0.00% |
| FREEPORT-MCMORAN INC 05.4500 03/15/2043 | 0.00% |
| FRONT RANGE BIDC P/P 144A 06.1250 03/01/2028 | 0.00% |
| GENERAL DYNAMICS CORP 02.2500 11/15/2022 | 0.00% |
| GETLINK SE SEDOL B292JQ9 | 0.00% |
| GNMA GII30 AY2298 04.7000 05/20/2067 | 0.00% |
| GNMA GII30 AY4779 04.5100 03/20/2067 | 0.00% |
| GNMA GII30 BA7681 04.6250 06/20/2067 | 0.00% |
| GNMA GII30 BB0107 04.7000 08/20/2067 | 0.00% |
| GNMA GII30 BL6185 06.0000 01/20/2049 | 0.00% |
| GNMA GII30 BL6216 06.0000 03/20/2049 | 0.00% |
| GNMA GII30 BL6219 06.0000 03/20/2049 | 0.00% |
| GNMA GII30 BL6235 06.0000 04/20/2049 | 0.00% |
| GNMA GII30 BM1953 06.0000 03/20/2049 | 0.00% |
| GOLDMAN SACHS GROUP INC 02.6000 02/07/2030 | 0.00% |
| HCA INC 03.5000 09/01/2030 | 0.00% |
| HOLLY PAR/FIN P/P 144A 05.0000 02/01/2028 | 0.00% |
| INTERCONTINENTAL EXCHANGE IN SEDOL BFSSDS9 | 0.00% |
| IRON MOUNTAIN INC P/P 144A 05.2500 03/15/2028 | 0.00% |
| ISTAR INC. 05.2500 09/15/2022 | 0.00% |
| JO-ANN STORES 2NDL L+925 10.8789 05/21/2024 | 0.00% |
| JOSEPH T RYERSON & S P/P 144A 11.0000 05/15/2022 | 0.00% |
| JPMORGAN CHASE & CO 02.6918 05/15/2047 | 0.00% |
| MASONITE INTL C P/P 144A 05.3750 02/01/2028 | 0.00% |
| MATTAMY GROUP CORP P/P 144A 06.5000 10/01/2025 | 0.00% |
| MERCER INTL INC USD 05.5000 01/15/2026 | 0.00% |
| MOOG INC P/P 144A 04.2500 12/15/2027 | 0.00% |
| MSAC 2004-HE6 M1 02.4518 08/25/2034 | 0.00% |
| NABORS IND LTD P/P 144A 07.2500 01/15/2026 | 0.00% |
| NABORS IND LTD P/P 144A 07.5000 01/15/2028 | 0.00% |
| NATIONSTAR MTG P/P 144A 06.0000 01/15/2027 | 0.00% |
| NN GROUP NV SEDOL BNG8PQ9 | 0.00% |
| NRG ENERGY INC 05.7500 01/15/2028 | 0.00% |
| NZD/USD 04/15/2020 CITI | 0.00% |
| OASIS PETROLEUM INC P/P 144A 06.2500 05/01/2026 | 0.00% |
| ONO PHARMACEUTICAL CO LTD SEDOL 6660107 | 0.00% |
| ORTHO-CLINICAL P/P 144A 07.2500 02/01/2028 | 0.00% |
| PANTHER BF AGGREGA P/P 144A 06.2500 05/15/2026 | 0.00% |
| PARTY CITY HLDG INC P/P 144A 06.1250 08/15/2023 | 0.00% |
| PETROBRAS GLOBAL FIN USD 05.9990 01/27/2028 | 0.00% |
| PROLOGIS LP 02.2500 04/15/2030 | 0.00% |
| PUBLIC SERVICE ELECTRIC 05.5000 03/01/2040 | 0.00% |
| QVC INC 04.4500 02/15/2025 | 0.00% |
| REPUBLIC OF VENEZUELA REGS 08.2500 10/13/2024 | 0.00% |
| SCIENTIFIC GAMES P/P 144A 07.0000 05/15/2028 | 0.00% |
| SHELL INTERNATIONAL FIN USD 02.1250 05/11/2020 | 0.00% |
| SIRIUS XM RADIO INC. P/P 144A 05.5000 07/01/2029 | 0.00% |
| SM ENERGY CO 05.0000 01/15/2024 | 0.00% |
| SM ENERGY CO 06.1250 11/15/2022 | 0.00% |
| SPECTRUM BRANDS INC P/P 144A 05.0000 10/01/2029 | 0.00% |
| SPRINT SPECTRUM P/P 144A 03.3600 09/20/2021 | 0.00% |
| STACR 2015-HQ2 M2 03.5768 05/25/2025 | 0.00% |
| T-MOBILE USA INC 04.5000 02/01/2026 | 0.00% |
| TRAVELPORT TLB L+500 07.5413 05/30/2026 | 0.00% |
| WFCM 2016-LC25 XA IO 00.9870 12/15/2059 | 0.00% |
| YUM! BRANDS INC P/P 144A 04.7500 01/15/2030 | 0.00% |
| ABC SUPPLY CO INC P/P 144A 05.8750 05/15/2026 | 0.00% |
| AIR MEDICAL MERGER S P/P 144A 06.3750 05/15/2023 | 0.00% |
| AKZO NOBEL N.V. SEDOL BJ2KSG2 | 0.00% |
| ALLY FINANCIAL INC 03.8750 05/21/2024 | 0.00% |
| BANK OF AMERICA CORP 06.5000 10/29/2049 | 0.00% |
| BAUSCH HLTH COS INC P/P 144A 05.0000 01/30/2028 | 0.00% |
| BAUSCH HLTH COS INC P/P 144A 05.2500 01/30/2030 | 0.00% |
| BAUSCH HLTH COS INC P/P 144A 06.5000 03/15/2022 | 0.00% |
| BERKSHIRE HATHAWAY FIN 04.2500 01/15/2021 | 0.00% |
| BERRY GLOBAL INC 05.5000 05/15/2022 | 0.00% |
| BMIR 2017-1 M1 P/P 144A 03.3268 10/25/2027 | 0.00% |
| BOYD GAMING CORP 06.3750 04/01/2026 | 0.00% |
| BUCKEYE PARTNERS LP P/P 144A 04.5000 03/01/2028 | 0.00% |
| BUILDERS FIRSTSO P/P 144A 05.0000 03/01/2030 | 0.00% |
| CALIFORNIA RESOURC TL L+475 06.3633 12/31/2022 | 0.00% |
| CAS 2015-C02 2M2 05.6268 05/25/2025 | 0.00% |
| CBRE SERVICES INC 05.2500 03/15/2025 | 0.00% |
| CENTENE CORP P/P 144A 05.3750 08/15/2026 | 0.00% |
| CHEMOURS CO 05.3750 05/15/2027 | 0.00% |
| CHF/USD 03/18/2020 JPMCB | 0.00% |
| CINEMARK USA INC 04.8750 06/01/2023 | 0.00% |
| CIT GROUP INC. 05.0000 08/15/2022 | 0.00% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 CS | 0.00% |
| COMMSCOPE INC P/P 144A 05.5000 03/01/2024 | 0.00% |
| COMSTOCK RESOURCES 09.7500 08/15/2026 | 0.00% |
| CPG INTL TL L+375 05.9333 05/05/2024 | 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% |
| ELDORADO RESORTS INC 07.0000 08/01/2023 | 0.00% |
| ENERGIZER HLDG INC P/P 144A 06.3750 07/15/2026 | 0.00% |
| ENTERPRISE MERG P/P 144A 08.7500 10/15/2026 | 0.00% |
| EQUINIX INC 05.8750 01/15/2026 | 0.00% |
| FHR 3072 SM 04.2533 11/15/2035 | 0.00% |
| FRAC TECH INTL TLB L+475 06.3534 04/16/2021 | 0.00% |
| GBP/USD 03/18/2020 SSBT | 0.00% |
| GNMA GII30 BL6016 06.0000 02/20/2049 | 0.00% |
| GNMA GII30 BL6184 06.0000 02/20/2049 | 0.00% |
| GNMA GII30 BL6217 06.0000 03/20/2049 | 0.00% |
| GNMA GII30 BL6218 06.0000 02/20/2049 | 0.00% |
| GNR 2010-9 UI IO 05.0000 01/20/2040 | 0.00% |
| GNR 2012-141 WI IO 03.5000 11/20/2041 | 0.00% |
| GNR 2015-124 NI IO 03.5000 06/20/2039 | 0.00% |
| H LUNDBECK A/S SEDOL 7085259 | 0.00% |
| INCEPTION MRGR/RACK P/P 144A 08.6250 11/15/2024 | 0.00% |
| IOS.FN30.400.10 R USL1M P 01/12/41 BC | 0.00% |
| JO-ANN STORES TL L+500 06.6289 10/16/2023 | 0.00% |
| JPMBB 2013-C17 XA IO 00.7599 01/15/2047 | 0.00% |
| KEURIG DR PEPPER INC 04.0570 05/25/2023 | 0.00% |
| KYUSHU RAILWAY COMPANY SEDOL BD2BST6 | 0.00% |
| LENNAR CORP 05.8750 11/15/2024 | 0.00% |
| LIVE NATION ENT P/P 144A 04.7500 10/15/2027 | 0.00% |
| MBX.FN30.450.09 R USL1M P 01/12/40 BC | 0.00% |
| MGM GROWTH/MGM FINANCE 04.5000 01/15/2028 | 0.00% |
| MICROSOFT CORP 05.3000 02/08/2041 | 0.00% |
| NATIONSTAR MTG P/P 144A 09.1250 07/15/2026 | 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% |
| NUTRIEN LTD USD 05.2500 01/15/2045 | 0.00% |
| NZD/USD 04/15/2020 GSFX | 0.00% |
| OASIS PETROLEUM INC 06.8750 03/15/2022 | 0.00% |
| OSHKOSH CORP 03.1000 03/01/2030 | 0.00% |
| OUTFRONT MEDIA C P/P 144A 04.6250 03/15/2030 | 0.00% |
| POMEGRANATE MERGER S P/P 144A 09.7500 05/01/2023 | 0.00% |
| RAYTHEON COMPANY 04.8750 10/15/2040 | 0.00% |
| REALOGY GRP / CO P/P 144A 09.3750 04/01/2027 | 0.00% |
| REGENCY ENERGY P 04.5000 11/01/2023 | 0.00% |
| REPUBLIC OF VENEZUELA REGS 09.0000 05/07/2023 | 0.00% |
| SM ENERGY CO 06.6250 01/15/2027 | 0.00% |
| SPECTRUM BRANDS INC 06.1250 12/15/2024 | 0.00% |
| SUBARU CORP SEDOL 6356406 | 0.00% |
| T-MOBILE USA INC 06.3750 03/01/2025 | 0.00% |
| T-MOBILE USA INC. 04.0000 04/15/2022 | 0.00% |
| TARGA RES PRTNRS P/P 144A 05.5000 03/01/2030 | 0.00% |
| TARGA RESOURCES PART 06.8750 01/15/2029 | 0.00% |
| TRONOX INC P/P 144A 06.5000 04/15/2026 | 0.00% |
| TWDC ENTERPRISES 18 CORP 02.7500 08/16/2021 | 0.00% |
| VIPER ENERGY P/P 144A 05.3750 11/01/2027 | 0.00% |
| WMG ACQUISITION CORP P/P 144A 05.5000 04/15/2026 | 0.00% |
| WPX ENERGY INC 04.5000 01/15/2030 | 0.00% |
| ZEKELMAN IND INC P/P 144A 09.8750 06/15/2023 | 0.00% |
| AKER BP ASA P/P 144A 05.8750 03/31/2025 | 0.00% |
| ALBERTSONS COS P/P 144A 04.8750 02/15/2030 | 0.00% |
| APACHE CORPORATION 03.2500 04/15/2022 | 0.00% |
| BERRY GLOBAL INC P/P 144A 04.5000 02/15/2026 | 0.00% |
| BROOKFIELD RESID P/P 144A 04.8750 02/15/2030 | 0.00% |
| BUCKEYE PARTNERS LP 03.9500 12/01/2026 | 0.00% |
| BUCKEYE PARTNERS LP P/P 144A 04.1250 03/01/2025 | 0.00% |
| CAD/USD 04/15/2020 TDBK | 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% |
| COMCAST CORP 06.5000 11/15/2035 | 0.00% |
| ELDORADO RESORTS INC 06.0000 09/15/2026 | 0.00% |
| EOG RESOURCES INC 04.1500 01/15/2026 | 0.00% |
| FHR 3065 DC 14.8845 03/15/2035 | 0.00% |
| FIDELITY NATIONAL INFORM 03.0000 08/15/2026 | 0.00% |
| FNMA FN30 971053 04.5000 02/01/2039 | 0.00% |
| FNR 2007-53 SP 18.2353 06/25/2037 | 0.00% |
| FRONT RANGE BIDC P/P 144A 04.0000 03/01/2027 | 0.00% |
| GARDA WORLD SECURITY P/P 144A 04.6250 02/15/2027 | 0.00% |
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| GLENCORE PLC SEDOL B4T3BW6 | 0.00% |
| GNMA GII30 BN1506 04.5000 05/20/2049 | 0.00% |
| HCA INC. 07.5000 02/15/2022 | 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% |
| IOS.FN30.400.09 R USL1M P 01/12/40 GS | 0.00% |
| JPY/USD 05/20/2020 CITI | 0.00% |
| LAMB WESTON HOLDINGS P/P 144A 04.6250 11/01/2024 | 0.00% |
| MALLINCKRODT FIN/SB P/P 144A 10.0000 04/15/2025 | 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% |
| NEW GOLD INC P/P 144A 06.2500 11/15/2022 | 0.00% |
| NOBLE HOLDING INTL LTD USD 07.7500 01/15/2024 | 0.00% |
| NRG ENERGY INC 06.6250 01/15/2027 | 0.00% |
| OASIS PETROLEUM INC CV 02.6250 09/15/2023 | 0.00% |
| ONCOR ELECTRIC DELIVERY 05.3000 06/01/2042 | 0.00% |
| PETROBRAS GLOBAL FIN USD 05.2990 01/27/2025 | 0.00% |
| PETROLEOS DE VEN P/P 144A 06.0000 11/15/2026 | 0.00% |
| PRESTIGE BRANDS INC P/P 144A 05.1250 01/15/2028 | 0.00% |
| PROLOGIS LP 02.1250 04/15/2027 | 0.00% |
| QUEBECOR MEDIA INC USD 05.7500 01/15/2023 | 0.00% |
| RACKSPACE HOSTING INC L+300 04.7632 11/03/2023 | 0.00% |
| REPSOL SA SEDOL 5669354 | 0.00% |
| SEK/USD 03/18/2020 HSBCB | 0.00% |
| SGD/USD 05/20/2020 JPMCB | 0.00% |
| STACR 2018-HQA2 M2 03.9268 10/25/2048 | 0.00% |
| T-MOBILE USA INC 06.0000 03/01/2023 | 0.00% |
| THE AES CORPORATION 04.8750 05/15/2023 | 0.00% |
| THE SHERWIN-WILLIAMS COMPANY 02.7500 06/01/2022 | 0.00% |
| TOWNSQUARE MEDIA INC P/P 144A 06.5000 04/01/2023 | 0.00% |
| TRANSDIGM INC 06.5000 05/15/2025 | 0.00% |
| TREASURY BILL 00.0000 04/21/2020 | 0.00% |
| USD/JPY PUT 101.00 20200413 UBS | 0.00% |
| USD/JPY PUT 101.00 20200417 JPMCB | 0.00% |
| VALARIS PLC USD 07.7500 02/01/2026 | 0.00% |
| VIACOMCBS INC 04.0000 01/15/2026 | 0.00% |
| AIR LEASE CORP 02.5000 03/01/2021 | 0.00% |
| ALLEGHENY TECHNOLOGIES 05.8750 12/01/2027 | 0.00% |
| AUD/USD 04/15/2020 BCAP-FX | 0.00% |
| AUD/USD 04/15/2020 HSBCB | 0.00% |
| BP CAP MARKETS AMERICA 03.9370 09/21/2028 | 0.00% |
| CAD/USD 04/15/2020 RBSF | 0.00% |
| CALIFORNIA RESOURCES P/P 144A 08.0000 12/15/2022 | 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.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% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP | 0.00% |
| COLORADO INTERSTATE GAS CO 06.8500 06/15/2037 | 0.00% |
| CONTINENTAL RESOURCES 05.0000 09/15/2022 | 0.00% |
| CROWN CASTLE INTL CORP 04.4500 02/15/2026 | 0.00% |
| DENBURY RESOURCES P/P 144A 09.2500 03/31/2022 | 0.00% |
| DKK/USD 03/18/2020 CITI | 0.00% |
| ENERGIZER HLDG INC P/P 144A 07.7500 01/15/2027 | 0.00% |
| EUR/USD 03/18/2020 HSBCB | 0.00% |
| EUR/USD PUT 1.086 20200331 HSBCB | 0.00% |
| FEDEX CORP 02.6250 08/01/2022 | 0.00% |
| FHR 2990 LB 12.7067 06/15/2034 | 0.00% |
| FHR 3249 PS 16.8020 12/15/2036 | 0.00% |
| FNR 2005-75 GS 15.3698 08/25/2035 | 0.00% |
| FNR 2006-62 PS 30.1395 07/25/2036 | 0.00% |
| FNR 2006-8 HP 18.6019 03/25/2036 | 0.00% |
| GBP/USD 03/18/2020 UBS | 0.00% |
| GNMA GII30 BJ9611 04.5000 05/20/2049 | 0.00% |
| GNMA GII30 BM4196 06.0000 04/20/2049 | 0.00% |
| GNMA GII30 BN1509 05.0000 05/20/2049 | 0.00% |
| GNMA GII30 BN2618 04.5000 05/20/2049 | 0.00% |
| GNR 2010-9 QI IO 04.5000 01/20/2040 | 0.00% |
| HKD/USD 05/20/2020 SSBT | 0.00% |
| IHEARTMEDIA INC - CLASS A SEDOL BJVR9Y9 | 0.00% |
| LBUBS 2006-C6 XCL IO P/P 144A 00.7004 09/15/2039 | 0.00% |
| MEG ENERGY CORP P/P 144A 07.0000 03/31/2024 | 0.00% |
| MERCK & CO INC 02.9000 03/07/2024 | 0.00% |
| MSC 2007-HQ11 C 05.5580 02/12/2044 | 0.00% |
| NOK/USD 03/18/2020 JPMCB | 0.00% |
| NOK/USD 03/18/2020 SSBT | 0.00% |
| ORACLE CORP 02.5000 05/15/2022 | 0.00% |
| PPL CAPITAL FUNDING INC 03.4000 06/01/2023 | 0.00% |
| ROYAL BANK OF CANADA USD 02.8000 04/29/2022 | 0.00% |
| S&P GLOBAL INC 02.5000 12/01/2029 | 0.00% |
| SEK/USD 03/18/2020 BCAP-FX | 0.00% |
| SEK/USD 03/18/2020 JPMCB | 0.00% |
| SEK/USD 03/18/2020 RBSF | 0.00% |
| SEK/USD 03/18/2020 TDBK | 0.00% |
| SEK/USD 03/18/2020 UBS | 0.00% |
| STACR 2019-DNA2 M2 04.0768 03/25/2049 | 0.00% |
| STANDARD IND INC P/P 144A 04.7500 01/15/2028 | 0.00% |
| T-MOBILE USA INC 05.3750 04/15/2027 | 0.00% |
| TITAN ACQ LTD P/P 144A 07.7500 04/15/2026 | 0.00% |
| TOLEDO EDISON COMPANY 07.2500 05/01/2020 | 0.00% |
| ADVANZ PHARMA CORP LTD SEDOL BG0RYR7 | 0.00% |
| ANHEUSER-BUSCH INBEV WOR 04.1500 01/23/2025 | 0.00% |
| AUD/USD 04/15/2020 GSFX | 0.00% |
| BACM 2007-1 XW IO 00.3559 01/15/2049 | 0.00% |
| BANK OF NOVA SCOTIA USD 02.0000 11/15/2022 | 0.00% |
| BSCMS 06-PW14 X1 IO P/P 144A 00.3318 12/11/2038 | 0.00% |
| BSCMS 2006-PW11 C P/P 144A 05.8015 03/11/2039 | 0.00% |
| CAD/USD 04/15/2020 HSBCB | 0.00% |
| CAD/USD 04/15/2020 JPMCB | 0.00% |
| CD 2007-CD4 XW IO P/P 144A 01.3004 12/11/2049 | 0.00% |
| CGCMT 2006-C5 XC IO P/P 144A 00.5360 10/15/2049 | 0.00% |
| CHINA INTERNATIONAL TRAVEL-A SEDOL BP3R466 | 0.00% |
| CLEAR CHANNEL OUTDOOR HOLDIN SEDOL BJHVCH9 | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 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 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 CS | 0.00% |
| CMB CMBX.NA.A.7 2047-01-17 200.0 01/17/2047 JP | 0.00% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CG | 0.00% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CG | 0.00% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CS | 0.00% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CS | 0.00% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CS | 0.00% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 JP | 0.00% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 ML | 0.00% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 MS | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 JP | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 JP | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 JP | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 JP | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 JP | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 JP | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 JP | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 ML | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 MS | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 MS | 0.00% |
| CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 CG | 0.00% |
| CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 CG | 0.00% |
| CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 JP | 0.00% |
| CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 MS | 0.00% |
| CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 MS | 0.00% |
| CMB CMBX.NA.BB.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 MS | 0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CS | 0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CS | 0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CS | 0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS | 0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS | 0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 JP | 0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 MS | 0.00% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 CG | 0.00% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 CS | 0.00% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 GS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 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 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 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.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 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-.7 2047-01-17 300.0 01/17/2047 CS | 0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 GS | 0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 JP | 0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 JP | 0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 MS | 0.00% |
| CNH/USD 05/20/2020 BANKAM | 0.00% |
| CNH/USD 05/20/2020 GSFX | 0.00% |
| CSFB 2003-C3 AX IO P/P 144A 02.0663 05/15/2038 | 0.00% |
| CSMC 2007-C1 AX IO P/P 144A 00.4941 02/15/2040 | 0.00% |
| CSMC 2007-C2 AX IO P/P 144A 00.0225 01/15/2049 | 0.00% |
| CVS PASS-THROUGH TRUST 06.0360 12/10/2028 | 0.00% |
| EL PASO NATURAL GAS 08.3750 06/15/2032 | 0.00% |
| ESC CHESAPEAKEOILFIELD 06.6250 11/15/2020 | 0.00% |
| ESC SEVENTYSEVENERG 06.5000 07/15/2022 | 0.00% |
| EUR/NOK PUT 9.60 20200406 GSFX | 0.00% |
| EUR/USD 03/18/2020 BCAP-FX | 0.00% |
| FHR 1208 F PO 00.0000 02/15/2022 | 0.00% |
| FHR 3326 WF 00.0000 10/15/2035 | 0.00% |
| FNMA FN30 935058 04.5000 04/01/2039 | 0.00% |
| FNR 2001-50 BI IO 00.3782 10/25/2041 | 0.00% |
| FNR 2001-79 BI IO 00.2762 03/25/2045 | 0.00% |
| FNR 2003-34 P1 PO 00.0000 04/25/2043 | 0.00% |
| FNW 2002-W8 IO1 IO 00.3003 06/25/2042 | 0.00% |
| GBP/USD 03/18/2020 HSBCB | 0.00% |
| GBP/USD CALL 1.335 20200402 BCAP-FX | 0.00% |
| GBP/USD CALL 1.335 20200407 CITI | 0.00% |
| GBP/USD CALL 1.335 20200407 UBS | 0.00% |
| GECMC 2007-C1 XC IO P/P 144A 00.1703 12/10/2049 | 0.00% |
| GNR 2018-127 IB IO 04.5000 06/20/2045 | 0.00% |
| HC BRILLANT SERVICES GMBH P/P | 0.00% |
| HKD/USD 05/20/2020 BANKAM | 0.00% |
| HKD/USD 05/20/2020 BCAP-FX | 0.00% |
| HKD/USD 05/20/2020 HSBCB | 0.00% |
| HKD/USD 05/20/2020 TDBK | 0.00% |
| HKD/USD 05/20/2020 UBS | 0.00% |
| INTELSAT JACKSON HLD P/P 144A 08.0000 02/15/2024 | 0.00% |
| IOS.FN30.350.12 R USL1M P 01/12/43 BC | 0.00% |
| IOS.FN30.350.14 R USL1M P 01/12/45 CS | 0.00% |
| IOS.FN30.400.11 R USL1M P 01/12/42 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% |
| IOS.FN30.650.67 R USL1M P 01/12/38 BC | 0.00% |
| IOS.FN30.650.67 R USL1M P 01/12/38 GS | 0.00% |
| JPMCC 05-CB12 X1 IO P/P 144A 00.3200 09/12/2037 | 0.00% |
| JPMCC 2006-CB17 X IO 00.6517 12/12/2043 | 0.00% |
| JPMCC 2006-LDP8 X IO 00.2899 05/15/2045 | 0.00% |
| JPMCC 2007-LDPX X IO 00.1577 01/15/2049 | 0.00% |
| JPY/USD 05/20/2020 HSBCB | 0.00% |
| JPY/USD 05/20/2020 JPMCB | 0.00% |
| JPY/USD 05/20/2020 UBS | 0.00% |
| KRW/USD 05/20/2020 JPMCB | 0.00% |
| LBUBS 2005-C5 XCL IO P/P 144A 0.09 3 09/15/2040 | 0.00% |
| LBUBS 2005-C7 XCL IO P/P 144A 00.3125 11/15/2040 | 0.00% |
| LBUBS 2007-C2 XW IO 00.1915 02/15/2040 | 0.00% |
| MBX.FN30.650.67 P USL1M R 01/12/38 GS | 0.00% |
| MEZZ 2006-C4 X IO P/P 144A 06.5268 07/15/2045 | 0.00% |
| MWO HOLDINGS LLC | 0.00% |
| NEW BIGFOOT OTHER ASSETS GMBH P/P | 0.00% |
| NEW MIDDLE EAST OTHER ASSETS GMBH P/P | 0.00% |
| NINE POINT ENERGY CNV PRF | 0.00% |
| NINE POINT ENERGY COM | 0.00% |
| NZD/USD 04/15/2020 BCAP-FX | 0.00% |
| SASC 2006-AM1 A4 01.7868 04/25/2036 | 0.00% |
| SEK/USD 03/18/2020 BANKAM | 0.00% |
| TERVITA CORP SEDOL BD1DCC4 | 0.00% |
| TEXAS COHLD TCEH ESCROW 11.5000 10/01/2020 | 0.00% |
| TWD/USD 05/20/2020 BANKAM | 0.00% |
| TXU TCEH RIGHTS | 0.00% |
| WBCMT 2006-C29 IO IO 00.4170 11/15/2048 | 0.00% |
| AUD/USD 04/15/2020 CSI-FX | -0.00% |
| AUD/USD 04/15/2020 RBSF | -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 GS | -0.00% |
| CNH/USD 05/20/2020 HSBCB | -0.00% |
| EUR/USD 03/18/2020 JPMCB | -0.00% |
| EUR/USD 03/18/2020 RBSF | -0.00% |
| IOS.FN30.400.11 P USL1M R 01/12/42 JP | -0.00% |
| IOS.FN30.500.10 P USL1M R 01/12/41 BC | -0.00% |
| JPY/USD 05/20/2020 BANKAM | -0.00% |
| JPY/USD 05/20/2020 GSFX | -0.00% |
| JPY/USD 05/20/2020 SSBT | -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% |
| MXN/USD 04/15/2020 BANKAM | -0.00% |
| MXN/USD 04/15/2020 CITI | -0.00% |
| MXN/USD 04/15/2020 UBS | -0.00% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 CG | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| NZD/USD 04/15/2020 BANKAM | -0.00% |
| NZD/USD 04/15/2020 RBSF | -0.00% |
| NZD/USD 04/15/2020 WPAC | -0.00% |
| TWD/USD 05/20/2020 GSFX | -0.00% |
| AUD/USD 04/15/2020 BANKAM | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| EUR/USD CALL 1.1122 20200331 HSBCB | -0.00% |
| IOS.FN30.400.10 P USL1M R 01/12/41 JP | -0.00% |
| EUR/USD 03/18/2020 BANKAM | -0.00% |
| GBP/USD 03/18/2020 JPMCB | -0.00% |
| EUR/USD 03/18/2020 SSBT | -0.01% |
| NZD/USD 04/15/2020 UBS | -0.01% |
| NZD/USD 04/15/2020 SSBT | -0.01% |
| MBX.FN30.650.67 P USL1M R 01/12/38 BC | -0.01% |
| USD/JPY PUT 104.00 20200413 UBS | -0.01% |
| USD/JPY PUT 104.00 20200417 JPMCB | -0.01% |
| MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.01% |
| NOK/USD 03/18/2020 GSFX | -0.01% |
| AUD/USD 04/15/2020 JPMCB | -0.01% |
| 1.625 R ISWP FWD US0003M P 03/18/2025 | -0.02% |
| 1.60 R ISWP FWD US0003M P 03/18/2022 | -0.02% |
| 1.75 R ISWP FWD US0003M P 03/18/2030 | -0.03% |
| CDX CDX.NA.HY.33 500.0 12/20/2024 | -0.08% |
| FNMA FN30 TBA UMBS 03.5000 03/01/2050 | -0.12% |
| FNMA FN30 TBA UMBS 03.0000 03/01/2050 | -0.31% |
| RU10INTR P US0003M R 11/25/20 CI | -2.66% |
| GSGLPWDS P US0001M R 12/15/25 GS | -5.71% |
| GSGLPWDL R US0001M P 12/15/20 GS | 6.07% |
|---|---|
| E-MINI RUSS 2000 MAR20 RTYH0 | 4.88% |
| CGPUTQL2 R US0003M P 11/25/20 CI | 3.10% |
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| S&P500 EMINI FUT MAR20 ESH0 | 2.48% |
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| ALIBABA GROUP HOLDING LTD SEDOL BK6YZP5 | 0.49% |
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| US LONG BOND(CBT) MAR20 USH0 | 0.44% |
| S&P GLOBAL INC SEDOL BYV2325 | 0.41% |
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| EXELON CORP SEDOL 2670519 | 0.39% |
| METLIFE INC SEDOL 2573209 | 0.38% |
| ROCHE HOLDING AG-GENUSSCHEIN SEDOL 7110388 | 0.38% |
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| CUMMINS INC SEDOL 2240202 | 0.27% |
| MCKESSON CORP SEDOL 2378534 | 0.27% |
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| KLA CORP SEDOL 2480138 | 0.18% |
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| CONOCOPHILLIPS | 0.16% |
| HDFC BANK LIMITED SEDOL BK1N461 | 0.15% |
| CRH PLC SEDOL 4182249 | 0.15% |
| FNMA FN30 AL9859 UMBS 03.0000 03/01/2047 | 0.15% |
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| AES CORP SEDOL 2002479 | 0.15% |
| SANDVIK AB SEDOL B1VQ252 | 0.15% |
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| COMPASS GROUP PLC SEDOL BD6K457 | 0.15% |
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| WILLIAMS COS INC SEDOL 2967181 | 0.15% |
| ASHTEAD GROUP PLC SEDOL 0053673 | 0.15% |
| DEUTSCHE POST AG-REG SEDOL 4617859 | 0.14% |
| FNMA FN30 MA2737 UMBS 03.0000 09/01/2046 | 0.14% |
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| ORIX CORP SEDOL 6661144 | 0.14% |
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| CARLSBERG AS-B SEDOL 4169219 | 0.13% |
| CF INDUSTRIES HOLDINGS INC SEDOL B0G4K50 | 0.13% |
| PING AN INSURANCE GROUP CO-H SEDOL B01FLR7 | 0.13% |
| ZOETIS INC SEDOL B95WG16 | 0.13% |
| AVALONBAY COMMUNITIES INC SEDOL 2131179 | 0.13% |
| CK ASSET HOLDINGS LTD SEDOL BYZQ077 | 0.13% |
| ABBVIE INC SEDOL B92SR70 | 0.13% |
| ATLASSIAN CORP PLC-CLASS A SEDOL BZ09BD1 | 0.13% |
| JUBILANT FOODWORKS LTD SEDOL B3PRM66 | 0.13% |
| SKANDINAVISKA ENSKILDA USD 02.3000 03/11/2020 | 0.13% |
| AGNC INVESTMENT CORP SEDOL BYYHJL8 | 0.13% |
| AMERICAN ELECTRIC POWER SEDOL 2026242 | 0.13% |
| EQUINIX INC SEDOL BVLZX12 | 0.13% |
| TREASURY BILL 00.0000 04/23/2020 | 0.13% |
| PINNACLE WEST CAPITAL SEDOL 2048804 | 0.12% |
| INDUSTRIA DE DISENO TEXTIL SEDOL BP9DL90 | 0.12% |
| CIA PARANAENSE DE ENERGI-PFB | 0.12% |
| NORWEGIAN CRUISE LINE HOLDIN SEDOL B9CGTC3 | 0.12% |
| CBRE GROUP INC - A SEDOL B6WVMH3 | 0.12% |
| WALMART DE MEXICO SAB DE CV SEDOL BW1YVH8 | 0.12% |
| MICHELIN (CGDE) SEDOL 4588364 | 0.12% |
| WH GROUP LTD SEDOL BLLHKZ1 | 0.12% |
| LINCOLN NATIONAL CORP SEDOL 2516378 | 0.12% |
| TELSTRA CORP LTD SEDOL 6087289 | 0.12% |
| COVESTRO AG SEDOL BYTBWY9 | 0.12% |
| DAIKIN INDUSTRIES LTD SEDOL 6250724 | 0.12% |
| ESSEX PROPERTY TRUST INC SEDOL 2316619 | 0.12% |
| ESSITY AKTIEBOLAG-B SEDOL BF1K7P7 | 0.12% |
| SYSCO CORP SEDOL 2868165 | 0.12% |
| AENA SME SA SEDOL BVRZ8L1 | 0.12% |
| ANGLO AMER PLC SEDOL B1XZS82 | 0.12% |
| DOVER CORP SEDOL 2278407 | 0.12% |
| HOLOGIC INC SEDOL 2433530 | 0.12% |
| THERMO FISHER SCIENTIFIC INC SEDOL 2886907 | 0.11% |
| VEREIT INC SEDOL BYVVTJ1 | 0.11% |
| DTE ENERGY COMPANY SEDOL 2280220 | 0.11% |
| INVITATION HOMES INC SEDOL BD81GW9 | 0.11% |
| IRB BRASIL RESSEGUROS SA SEDOL BYZ6D56 | 0.11% |
| REPUBLIC SERVICES INC SEDOL 2262530 | 0.11% |
| 3I GROUP PLC SEDOL B1YW440 | 0.11% |
| VERISK ANALYTICS INC SEDOL B4P9W92 | 0.11% |
| HD SUPPLY HOLDINGS INC SEDOL BBL5981 | 0.11% |
| COCA-COLA HBC AG-DI SEDOL B9895B7 | 0.10% |
| FIAT CHRYSLER AUTOMOBILES NV SEDOL BRJFWP3 | 0.10% |
| OMNICOM GROUP SEDOL 2279303 | 0.10% |
| ASSOCIATED BRITISH FOODS PLC SEDOL 0673123 | 0.10% |
| BANK LEUMI LE-ISRAEL SEDOL 6076425 | 0.10% |
| SKANDINAVISKA ENSKILDA BAN-A SEDOL 4813345 | 0.10% |
| CREDIT AGRICOLE SA SEDOL 7262610 | 0.10% |
| VOLKSWAGEN AG PFD SEDOL 5497168 | 0.10% |
| SANTOS LTD SEDOL 6776703 | 0.10% |
| XEROX HOLDINGS CORP SEDOL BJJD5G3 | 0.10% |
| BOOZ ALLEN HAMILTON HOLDINGS SEDOL B5367T7 | 0.10% |
| EASTMAN CHEMICAL CO SEDOL 2298386 | 0.10% |
| TREASURY BILL 00.0000 06/04/2020 | 0.10% |
| CHINA LESSO GROUP HOLDINGS L SEDOL BCDBKF8 | 0.10% |
| FNMA FN30 BM5024 UMBS 03.0000 11/01/2048 | 0.10% |
| AFLAC INC SEDOL 2026361 | 0.10% |
| SIEMENS FINANCIERING P/P 144A 02.2000 03/16/2020 | 0.10% |
| ASIAN PAINTS LTD SEDOL BCRWL65 | 0.10% |
| A-LIVING SVCS CO LTD SEDOL BFWK4M2 | 0.09% |
| ABN AMRO BANK NV-CVA SEDOL BYQP136 | 0.09% |
| NIPPON TELEGRAPH & TELEPHONE SEDOL 6641373 | 0.09% |
| VORNADO REALTY TRUST SEDOL 2933632 | 0.09% |
| DENTSPLY SIRONA INC SEDOL BYNPPC6 | 0.09% |
| DUKE REALTY CORP SEDOL 2284084 | 0.09% |
| GARMIN LTD SEDOL B3Z5T14 | 0.09% |
| BRITISH AMERICAN TOBACCO PLC SEDOL 0287580 | 0.09% |
| HEICO CORP SEDOL 2419217 | 0.09% |
| PRUDENTIAL FINANCIAL INC SEDOL 2819118 | 0.09% |
| WULIANGYE YIBIN CO LTD-A SEDOL BD5CPG2 | 0.09% |
| TELEDYNE TECHNOLOGIES INC SEDOL 2503477 | 0.09% |
| FORTESCUE METALS GROUP LTD SEDOL B2B2B49 | 0.09% |
| WESTPAC BANKING CORP USD 02.1500 03/06/2020 | 0.09% |
| CLICKS GROUP LTD SEDOL 6105578 | 0.09% |
| FAIR ISAAC CORP SEDOL 2330299 | 0.09% |
| FAURECIA SEDOL 4400446 | 0.09% |
| JD.COM INC-ADR SEDOL BMM27D9 | 0.09% |
| VERIZON COMM 04.3290 09/21/2028 | 0.09% |
| DEUTSCHE BOERSE AG SEDOL 7021963 | 0.08% |
| STORE CAPITAL CORP SEDOL BSKRKJ5 | 0.08% |
| GEBERIT AG-REG SEDOL B1WGG93 | 0.08% |
| HENDERSON LAND DEVELOPMENT SEDOL 6420538 | 0.08% |
| STEEL DYNAMICS INC SEDOL 2849472 | 0.08% |
| GLAXOSMITHKLINE PLC SEDOL 0925288 | 0.08% |
| NRG ENERGY INC SEDOL 2212922 | 0.08% |
| AVERY DENNISON CORP SEDOL 2066408 | 0.08% |
| INTL BUSINESS MACHINES CORP SEDOL 2005973 | 0.08% |
| KAKAO CORP SEDOL 6194037 | 0.08% |
| DINO POLSKA SA SEDOL BD0YVN2 | 0.08% |
| BF0101 03.5000 06/01/2056 | 0.08% |
| SBERBANK PJSC -SPONSORED ADR SEDOL B5SC091 | 0.08% |
| TOTVS SA SEDOL B10LQP6 | 0.08% |
| AURIZON HOLDINGS LTD SEDOL B87CVM3 | 0.08% |
| DUPONT DE NEMOURS INC SEDOL BK0VN47 | 0.08% |
| STACR 2016-DNA2 M3 06.3109 10/25/2028 | 0.08% |
| BERRY GLOBAL GROUP INC SEDOL B8BR3H3 | 0.08% |
| BHP GROUP PLC SEDOL BH0P3Z9 | 0.08% |
| NEXON CO LTD SEDOL B63QM77 | 0.08% |
| SAFARICOM PLC SEDOL B2QN3J6 | 0.08% |
| HIKARI TSUSHIN INC SEDOL 6416322 | 0.08% |
| POYA INTERNATIONAL CO LTD SEDOL 6541826 | 0.08% |
| PETROBRAS GLOBAL FINANCE USD 06.2500 03/17/2024 | 0.08% |
| COMMERCIAL INTL BANK-GDR REG SEDOL 5668287 | 0.08% |
| COMPANHIA DE LOCACAO DAS AME SEDOL B82CQN4 | 0.08% |
| HP INC SEDOL BYX4D52 | 0.08% |
| US FOODS HOLDING CORP SEDOL BYVFC94 | 0.08% |
| WALT DISNEY COMPANY 07.7500 12/01/2045 | 0.08% |
| ACS ACTIVIDADES SEDOL B01FLQ6 | 0.07% |
| SPST 2018-8 A 02.3594 02/24/2020 | 0.07% |
| ALLISON TRANSMISSION HOLDING SEDOL B4PZ892 | 0.07% |
| DR HORTON INC SEDOL 2250687 | 0.07% |
| ENI SPA SEDOL 7145056 | 0.07% |
| LEGRAND SA SEDOL B11ZRK9 | 0.07% |
| STMICROELECTRONICS NV SEDOL 5962332 | 0.07% |
| TAISEI CORP SEDOL 6870100 | 0.07% |
| E.ON SE SEDOL 4942904 | 0.07% |
| FIFTH THIRD BANCORP SEDOL 2336747 | 0.07% |
| SHENZHOU INTERNATIONAL GROUP SEDOL B0MP1B0 | 0.07% |
| SUN COMMUNITIES INC SEDOL 2860257 | 0.07% |
| CHAILEASE HOLDING CO LTD SEDOL B58J1S8 | 0.07% |
| BANK TABUNGAN PENSIUNAN NASI SEDOL BFNBJ41 | 0.07% |
| NEW RESIDENTIAL INVESTMENT SEDOL BRJ9GW0 | 0.07% |
| AXALTA COATING SYSTEMS LTD SEDOL BSFWCF5 | 0.07% |
| DISCOVERY INC - A SEDOL B3D7K31 | 0.07% |
| F5 NETWORKS INC SEDOL 2427599 | 0.07% |
| NOMURA RESEARCH INSTITUTE LT SEDOL 6390921 | 0.07% |
| ASPEN TECHNOLOGY INC SEDOL 2051868 | 0.07% |
| CAMDEN PROPERTY TRUST SEDOL 2166320 | 0.07% |
| MEDIATEK INC SEDOL 6372480 | 0.07% |
| UNITED TECHNOLOGIES CORP 01.9000 05/04/2020 | 0.07% |
| DIAMOND 1 FIN/DIAM P/P 144A 06.0200 06/15/2026 | 0.07% |
| GOLDMAN SACHS GROUP INC 02.6000 12/27/2020 | 0.07% |
| LI NING CO LTD SEDOL B01JCK9 | 0.07% |
| ARKEMA SEDOL B0Z5YZ2 | 0.06% |
| IHS MARKIT LTD P/P 144A 04.7500 02/15/2025 | 0.06% |
| NEW ORIENTAL EDUCATIO-SP ADR SEDOL B1CN1G6 | 0.06% |
| WALMART INC SEDOL 2936921 | 0.06% |
| WEST JAPAN RAILWAY CO SEDOL 6957995 | 0.06% |
| CHEMED CORP SEDOL 2190084 | 0.06% |
| PPG INDUSTRIES INC SEDOL 2698470 | 0.06% |
| REINSURANCE GROUP OF AMERICA SEDOL 2731193 | 0.06% |
| RELIANCE STEEL & ALUMINUM SEDOL 2729068 | 0.06% |
| BALL CORP SEDOL 2073022 | 0.06% |
| HILL-ROM HOLDINGS INC SEDOL 2425924 | 0.06% |
| NIELSEN HOLDINGS PLC SEDOL BWFY550 | 0.06% |
| GENPACT LTD SEDOL B23DBK6 | 0.06% |
| HITACHI HIGH-TECHNOLOGY SEDOL 6642804 | 0.06% |
| HOCHTIEF AG SEDOL 5108664 | 0.06% |
| NTT DOCOMO INC SEDOL 6129277 | 0.06% |
| OTSUKA CORP SEDOL 6267058 | 0.06% |
| TAYLOR WIMPEY PLC SEDOL 0878230 | 0.06% |
| ABBVIE INC P/P 144A 03.2000 11/21/2029 | 0.06% |
| JPMORGAN CHASE & CO 03.9640 11/15/2048 | 0.06% |
| COSTAR GROUP INC SEDOL 2262864 | 0.06% |
| ISRAEL DISCOUNT BANK -A SEDOL 6451271 | 0.06% |
| SERVICEMASTER GLOBAL HOLDING SEDOL BNG8BF0 | 0.06% |
| ACCENTURE PLC-CL A SEDOL B4BNMY3 | 0.06% |
| MICROSOFT CORP 01.5500 08/08/2021 | 0.06% |
| VOLTRONIC POWER TECHNOLOGY SEDOL B96HCH8 | 0.06% |
| APARTMENT INVT & MGMT CO -A SEDOL BJLNBG3 | 0.06% |
| DNB NOR ASA SEDOL 4263304 | 0.06% |
| FU SHOU YUAN INTERNATIONAL SEDOL BH4TZ73 | 0.06% |
| MONSTER BEVERAGE CORP SEDOL BZ07BW4 | 0.06% |
| BERKELEY GROUP HOLDINGS/THE SEDOL B02L3W3 | 0.06% |
| CK HUTCHISON HOLDINGS LTD SEDOL BW9P816 | 0.06% |
| COMMONWEALTH BK AUST P/P 144A 02.2000 11/09/2020 | 0.06% |
| FEDERATIVE REP OF BRAZIL USD 04.6250 01/13/2028 | 0.06% |
| FNMA FN30 BM1172 UMBS 03.0000 03/01/2047 | 0.06% |
| MGIC INVESTMENT CORP SEDOL 2548616 | 0.06% |
| SINGAPORE EXCHANGE LTD SEDOL 6303866 | 0.06% |
| DAIWA HOUSE INDUSTRY CO LTD SEDOL 6251363 | 0.06% |
| FNMA FN30 BJ9256 UMBS 04.0000 06/01/2048 | 0.06% |
| GAMING AND LEISURE PROPERTIE SEDOL BFPK4S5 | 0.06% |
| INTERPUBLIC GROUP COS 04.6500 10/01/2028 | 0.06% |
| JAPAN AIRLINES CO LTD SEDOL B8BRV46 | 0.06% |
| JUMBO SA SEDOL 7243530 | 0.06% |
| CATERPILLAR INC SEDOL 2180201 | 0.05% |
| CENTRE TESTING INTL GROUP-A SEDOL BD5C7D3 | 0.05% |
| CITIGROUP INC 03.6680 07/24/2028 | 0.05% |
| DBUBS 2011-LC3A D P/P 144A 05.5121 08/10/2044 | 0.05% |
| OMV AG SEDOL 4651459 | 0.05% |
| CONSOLIDATED EDISON INC SEDOL 2216850 | 0.05% |
| EQUITY LIFESTYLE PROPERTIES SEDOL 2563125 | 0.05% |
| GOODMAN GROUP SEDOL B03FYZ4 | 0.05% |
| PROSUS NV SEDOL BJDS7M4 | 0.05% |
| CME GROUP INC SEDOL 2965839 | 0.05% |
| MORGAN STANLEY 03.6250 01/20/2027 | 0.05% |
| SNAM SPA SEDOL 7251470 | 0.05% |
| YANDEX NV-A SEDOL B5BSZB3 | 0.05% |
| BUPA ARABIA 144A/REGS WARRANT 12/16/2021 | 0.05% |
| CHARLES RIVER LABORATORIES SEDOL 2604336 | 0.05% |
| JARIR MARKETING CO 144A/REGS WARRANT 02/04/2020 | 0.05% |
| JPMORGAN CHASE & CO 03.6250 12/01/2027 | 0.05% |
| SUN HUNG KAI PROPERTIES SEDOL 6859927 | 0.05% |
| UNITED MEXICAN STATES USD 05.5500 01/21/2045 | 0.05% |
| WELLS FARGO & COMPANY 02.6000 07/22/2020 | 0.05% |
| BANK OF AMERICA CORP 06.1100 01/29/2037 | 0.05% |
| CP ALL PCL-FOREIGN SEDOL B08YDF9 | 0.05% |
| FNMA FN30 BC1155 UMBS 03.0000 06/01/2046 | 0.05% |
| AMERICAN TOWER CORP 03.1250 01/15/2027 | 0.05% |
| CELANESE CORP SEDOL B05MZT4 | 0.05% |
| ENERGY TRANSFER OPERATNG 06.6250 02/15/2028 | 0.05% |
| FEDERAL REALTY INVS TRUST SEDOL 2333931 | 0.05% |
| GOLDMAN SACHS GROUP INC 03.8500 01/26/2027 | 0.05% |
| HILTON WORLDWIDE FIN LLC 04.8750 04/01/2027 | 0.05% |
| ITOCHU TECHNO-SOLUTIONS CORP SEDOL 6200194 | 0.05% |
| VOLVO AB-B SHS SEDOL B1QH830 | 0.05% |
| WILCON DEPOT INC SEDOL BYXYHM7 | 0.05% |
| AT&T INC. 03.8000 02/15/2027 | 0.05% |
| CIT GROUP INC. 05.2500 03/07/2025 | 0.05% |
| YANGZIJIANG SHIPBUILDING SEDOL B1VT035 | 0.05% |
| CAS 2016-C02 1M2 07.6609 09/25/2028 | 0.05% |
| DNB BANK ASA P/P 144A 02.1500 12/02/2022 | 0.05% |
| JUNIPER NETWORKS INC SEDOL 2431846 | 0.05% |
| ROKU INC SEDOL BZ1LFG7 | 0.05% |
| SIRIUS XM RADIO INC P/P 144A 05.0000 08/01/2027 | 0.05% |
| WUXI APPTEC CO LTD-H SEDOL BGHH0L6 | 0.05% |
| BRIXMOR PROPERTY GROUP INC SEDOL BFTDJL8 | 0.05% |
| LIBERTY MEDIA CORP-LIBERTY-C SEDOL BD8QGD5 | 0.05% |
| TOKYO ELECTRON LTD SEDOL 6895675 | 0.05% |
| TORONTO-DOMINION BANK USD 01.9000 12/01/2022 | 0.05% |
| AMERICAN FINANCIAL GROUP INC SEDOL 2134532 | 0.04% |
| ARROW ELECTRONICS INC SEDOL 2051404 | 0.04% |
| CAS 2015-C04 2M2 07.2109 04/25/2028 | 0.04% |
| CVS HEALTH CORP 04.7800 03/25/2038 | 0.04% |
| FUJITSU LTD SEDOL 6356945 | 0.04% |
| SPST 2019-3 A 02.3594 06/24/2020 | 0.04% |
| SUNNY FRIEND ENVIRONMENTAL T SEDOL B6RXHJ1 | 0.04% |
| UBS GROUP AG P/P 144A 03.4910 05/23/2023 | 0.04% |
| BROADRIDGE FINANCIAL SOLUTIO SEDOL B1VP7R6 | 0.04% |
| MWST 2019-1 A 02.4609 06/25/2052 | 0.04% |
| POPULAR INC SEDOL B86QM90 | 0.04% |
| SPST 2019-7 A 02.3594 09/24/2020 | 0.04% |
| BOC HONG KONG HOLDINGS LTD SEDOL 6536112 | 0.04% |
| CHARTER COMM OPT LLC 06.4840 10/23/2045 | 0.04% |
| SALESFORCE.COM INC 03.7000 04/11/2028 | 0.04% |
| SARTORIUS STEDIM BIOTECH SEDOL BYZ2QP5 | 0.04% |
| SUMITOMO MITSUI TRUST HOLDIN SEDOL 6431897 | 0.04% |
| DEUTSCHE WOHNEN SE SEDOL B0YZ0Z5 | 0.04% |
| FNMA FN30 AS7003 UMBS 03.0000 04/01/2046 | 0.04% |
| HOME DEPOT INC SEDOL 2434209 | 0.04% |
| NBCUNIVERSAL MEDIA LLC 04.3750 04/01/2021 | 0.04% |
| OUTFRONT MEDIA INC SEDOL BSP6611 | 0.04% |
| SPST 2019-11 A 02.4094 10/24/2020 | 0.04% |
| AT&T INC 04.1000 02/15/2028 | 0.04% |
| CITIZENS BANK NA/RI 02.2500 03/02/2020 | 0.04% |
| EQUITY RESIDENTIAL TR REIT | 0.04% |
| HANA FINANCIAL GROUP SEDOL B0RNRF5 | 0.04% |
| LG HOUSEHOLD & HEALTH CARE SEDOL 6344456 | 0.04% |
| NATIONAL AUSTRALIA BK/NY 02.1250 05/22/2020 | 0.04% |
| SOUTHERN CO/THE SEDOL 2829601 | 0.04% |
| THAI BEVERAGE PCL SEDOL B15F664 | 0.04% |
| TWO HARBORS INVESTMENT CORP SEDOL BD832H2 | 0.04% |
| CAS 2016-C01 1M2 08.4109 08/25/2028 | 0.04% |
| CLP HOLDINGS LTD SEDOL 6097017 | 0.04% |
| FIRSTENERGY TRANSMIS P/P 144A 05.4500 07/15/2044 | 0.04% |
| FNMA FN30 BC2733 UMBS 03.0000 05/01/2046 | 0.04% |
| KAR AUCTION SERVICES INC SEDOL B4Y1MH7 | 0.04% |
| TELEFONICA EMISIONES SAU USD 04.8950 03/06/2048 | 0.04% |
| TENCENT HOLDINGS LTD-UNS ADR SEDOL B3F2DZ7 | 0.04% |
| AIER EYE HOSPITAL GROUP CO-A SEDOL BD5CLQ4 | 0.04% |
| AUST & NZ BANKING GROUP USD 02.1250 08/19/2020 | 0.04% |
| BANK OF AMERICA CORP 03.2480 10/21/2027 | 0.04% |
| LUNDIN PETROLEUM AB SEDOL 7187627 | 0.04% |
| OBAYASHI CORP SEDOL 6656407 | 0.04% |
| PETROLEOS MEXICANOS P/P 144A 06.8400 01/23/2030 | 0.04% |
| SHERWIN-WILLIAMS CO/THE SEDOL 2804211 | 0.04% |
| TREASURY BILL 00.0000 06/18/2020 | 0.04% |
| X 5 RETAIL GROUP NV-REGS GDR SEDOL B07T3T9 | 0.04% |
| CDX CDX.NA.IG.33 100.0 12/20/2024 | 0.04% |
| NEWMARKET CORP SEDOL B01CGF1 | 0.04% |
| ROYAL BANK OF CANADA USD 02.1250 03/02/2020 | 0.04% |
| SEKISUI HOUSE LTD SEDOL 6793906 | 0.04% |
| SMITH & NEPHEW PLC SEDOL 0922320 | 0.04% |
| STANDARD IND INC P/P 144A 05.0000 02/15/2027 | 0.04% |
| TECHTRONIC INDUSTRIES CO LTD SEDOL B0190C7 | 0.04% |
| TELEKOMUNIKASI INDONESIA PER SEDOL BD4T6W7 | 0.04% |
| TEXAS INSTRUMENTS INC SEDOL 2885409 | 0.04% |
| TJX COMPANIES INC SEDOL 2989301 | 0.04% |
| AMDOCS LTD SEDOL 2256908 | 0.04% |
| BOSTON PROPERTIES INC SEDOL 2019479 | 0.04% |
| BPCE SA P/P 144A 04.5000 03/15/2025 | 0.04% |
| EQUINOR ASA SEDOL 7133608 | 0.04% |
| FAIRFAX FINL HLDGS USD 04.8500 04/17/2028 | 0.04% |
| FNMA FN30 AS8056 UMBS 03.0000 10/01/2046 | 0.04% |
| IDACORP INC SEDOL 2296937 | 0.04% |
| LNSTR 2015-3 B P/P 144A 03.2956 04/20/2048 | 0.04% |
| SVENSKA HANDELSBANKEN AB USD 01.9500 09/08/2020 | 0.04% |
| WEST PHARMACEUTICAL SERVICES SEDOL 2950482 | 0.04% |
| BANQUE FED CRED MUTU P/P 144A 02.2000 07/20/2020 | 0.04% |
| CAS 2020-R01 1M2 03.7421 01/25/2040 | 0.04% |
| CHENIERE CORP CHRIST 05.1250 06/30/2027 | 0.04% |
| GENTING SINGAPORE LTD SEDOL BDRTVP2 | 0.04% |
| NITTO DENKO CORP SEDOL 6641801 | 0.04% |
| REPUBLIC OF INDONESIA REGS 04.7500 01/08/2026 | 0.04% |
| WFRBS 2011-C2 D P/P 144A 05.8389 02/15/2044 | 0.04% |
| BT GROUP PLC SEDOL 3091357 | 0.04% |
| CF INDUSTRIES INC P/P 144A 04.5000 12/01/2026 | 0.04% |
| CWALT 2006-OA10 4A1 01.8509 08/25/2046 | 0.04% |
| SINO-AMERICAN SILICON PRODUC SEDOL 6335278 | 0.04% |
| TESCO PLC SEDOL 0884709 | 0.04% |
| WESTERN DIGITAL CORPORATION 04.7500 02/15/2026 | 0.04% |
| CCO HOLDINGS LLC P/P 144A 05.3750 06/01/2029 | 0.03% |
| COMMONWEALTH BK AUST P/P 144A 02.2500 03/10/2020 | 0.03% |
| FNMA FN40 BF0171 UMBS 04.0000 01/01/2057 | 0.03% |
| GOLDMAN SACHS GROUP INC 04.2230 05/01/2029 | 0.03% |
| HOLLYFRONTIER CORP SEDOL B5VX1H6 | 0.03% |
| JONES LANG LASALLE INC SEDOL 2040640 | 0.03% |
| MICROSOFT CORP 02.4000 08/08/2026 | 0.03% |
| SUZUKEN CO LTD SEDOL 6865560 | 0.03% |
| ALFRESA HOLDINGS CORP SEDOL 6687214 | 0.03% |
| AMERISOURCEBERGEN CORP | 0.03% |
| BCE INC SEDOL B188TH2 | 0.03% |
| CACI INTERNATIONAL INC -CL A SEDOL 2159267 | 0.03% |
| CAS 2016-C04 1M2 05.9109 01/25/2029 | 0.03% |
| EXTENDED STAY AMERICA INC SEDOL BGH3F75 | 0.03% |
| MANUF & TRADERS TRUST CO 02.0500 08/17/2020 | 0.03% |
| MICROSOFT CORP 03.7000 08/08/2046 | 0.03% |
| SUNDRUG CO LTD SEDOL 6817895 | 0.03% |
| UNITED MEXICAN STATES USD 03.2500 04/16/2030 | 0.03% |
| UNITED MEXICAN STATES USD 04.5000 04/22/2029 | 0.03% |
| WILMAR INTERNATIONAL LTD SEDOL B17KC69 | 0.03% |
| ASHLAND GLOBAL HOLDINGS INC SEDOL BYND5N1 | 0.03% |
| CAPGEMINI SE SEDOL 4163437 | 0.03% |
| IDEX CORP SEDOL 2456612 | 0.03% |
| JPMCC 2012-C6 E P/P 144A 05.3289 05/15/2045 | 0.03% |
| TREASURY BILL 00.0000 03/12/2020 | 0.03% |
| CAS 2015-C04 1M2 07.3609 04/25/2028 | 0.03% |
| CROWN HOLDINGS INC | 0.03% |
| MICROCHIP TECH INC 04.3330 06/01/2023 | 0.03% |
| NRG ENERGY INC P/P 144A 04.4500 06/15/2029 | 0.03% |
| REPUBLIC OF COLOMBIA USD 03.8750 04/25/2027 | 0.03% |
| SWISS LIFE HOLDING AG-REG SEDOL 7437805 | 0.03% |
| VONOVIA SE SEDOL BBJPFY1 | 0.03% |
| WEINGARTEN REALTY INVESTORS SEDOL 2946618 | 0.03% |
| AXIS CAPITAL HOLDINGS LTD SEDOL 2677606 | 0.03% |
| CARDINAL HEALTH INC SEDOL 2175672 | 0.03% |
| COSTCO WHOLESALE CORP SEDOL 2701271 | 0.03% |
| JPMORGAN CHASE & CO 04.6000 01/23/2050 | 0.03% |
| ORACLE CORP 04.0000 11/15/2047 | 0.03% |
| UCB SA SEDOL 5596991 | 0.03% |
| US 10YR ULTRA FUT MAR20 UXYH0 | 0.03% |
| ABBVIE INC 02.5000 05/14/2020 | 0.03% |
| AIR LEASE CORP 04.6250 10/01/2028 | 0.03% |
| BRDCOM CRP / FIN 03.8750 01/15/2027 | 0.03% |
| BRISTOL-MYERS P/P 144A 02.9000 07/26/2024 | 0.03% |
| CITIGROUP INC 02.6500 10/26/2020 | 0.03% |
| DIGITAL REALTY TRUST LP 04.4500 07/15/2028 | 0.03% |
| GENERAL MOTORS FINL CO 04.0000 10/06/2026 | 0.03% |
| KONINKLIJKE AHOLD DELHAIZE N SEDOL BD0Q398 | 0.03% |
| THALES SA SEDOL 4162791 | 0.03% |
| UNITEDHEALTH GROUP INC 03.8500 06/15/2028 | 0.03% |
| AMERICAN EXPRESS CO SEDOL 2026082 | 0.03% |
| ANZ NEW ZEALAND INT P/P 144A 02.8750 01/25/2022 | 0.03% |
| APPLE INC 04.2500 02/09/2047 | 0.03% |
| CHS/COMMUNITY HEALTH SYS 06.2500 03/31/2023 | 0.03% |
| COMM 2010-C1 D P/P 144A 06.2640 07/10/2046 | 0.03% |
| CURTISS-WRIGHT CORP SEDOL 2241205 | 0.03% |
| FHLMC FR30 ZS4703 UMBS 03.0000 02/01/2047 | 0.03% |
| ISRAEL CHEMICALS LTD SEDOL 6455530 | 0.03% |
| IVORY COAST REGS 06.1250 06/15/2033 | 0.03% |
| JOHNSON CONTROLS INTL PL 04.5000 02/15/2047 | 0.03% |
| MBX.GII30.450.10 R USL1M P 01/12/41 CS | 0.03% |
| NATIONAL BANK OF CANADA SEDOL 2077303 | 0.03% |
| NEC CORP SEDOL 6640400 | 0.03% |
| TPAT 2018-SL1 A P/P 144A 02.3920 01/25/2046 | 0.03% |
| AMAZON.COM INC 03.1500 08/22/2027 | 0.03% |
| ASHTEAD CAPITAL INC P/P 144A 04.3750 08/15/2027 | 0.03% |
| BANK OF MONTREAL USD 03.1000 04/13/2021 | 0.03% |
| COGNIZANT TECH SOLUTIONS-A SEDOL 2257019 | 0.03% |
| CWALT 2006-OA7 1A2 03.0853 06/25/2046 | 0.03% |
| ECOLAB INC 02.7000 11/01/2026 | 0.03% |
| ENTERPRISE PRODUCTS OPER 04.2500 02/15/2048 | 0.03% |
| FIDELITY NATIONAL INFO SERV SEDOL 2769796 | 0.03% |
| FIDELITY NATL INFO SERV 03.7500 05/21/2029 | 0.03% |
| LIBERTY MEDIA COR-SIRIUSXM A SEDOL BD8QGF7 | 0.03% |
| NOVARTIS CAPITAL CORP 04.0000 11/20/2045 | 0.03% |
| REP OF INDONESIA P/P 144A 04.3500 01/08/2027 | 0.03% |
| UNITEDHEALTH GROUP INC 03.1500 06/15/2021 | 0.03% |
| AECOM SEDOL B1VZ431 | 0.03% |
| DANSKE BANK A/S P/P 144A 02.7000 03/02/2022 | 0.03% |
| GSMS 2011-GC3 D P/P 144A 05.8242 03/10/2044 | 0.03% |
| JAPAN PRIME REALTY INVESTMEN SEDOL 6528175 | 0.03% |
| MSBAM 2014-C17 C 04.6566 08/15/2047 | 0.03% |
| MYLAN NV SEDOL BVFMFG8 | 0.03% |
| UNUM GROUP SEDOL 2433842 | 0.03% |
| AIR LEASE CORP 03.2500 10/01/2029 | 0.02% |
| AMAZON.COM INC. 02.5000 11/29/2022 | 0.02% |
| BAE SYSTEMS PLC SEDOL 0263494 | 0.02% |
| BMW US CAPITAL LLC P/P 144A 02.0000 04/11/2021 | 0.02% |
| BROADCOM CRP / CAYM 03.5000 01/15/2028 | 0.02% |
| CIGNA CORP 03.7500 07/15/2023 | 0.02% |
| DISH DBS CORP 05.8750 11/15/2024 | 0.02% |
| KEYSIGHT TECHNOLOGIES IN SEDOL BQZJ0Q9 | 0.02% |
| LAMB WESTON HOLDINGS P/P 144A 04.8750 11/01/2026 | 0.02% |
| LPL FINANCIAL HOLDINGS INC SEDOL B75JX34 | 0.02% |
| MITSUBISHI UFJ LEASE & FINAN SEDOL 6268976 | 0.02% |
| MOODY S CORP | 0.02% |
| NATIONAL AUSTRALIA BK/NY 02.5000 01/12/2021 | 0.02% |
| NRG P/P 144A 03.7500 06/15/2024 | 0.02% |
| SHOPRITE HOLDINGS LTD SEDOL 6801575 | 0.02% |
| SPST 2019-WL1 A 02.3109 08/25/2052 | 0.02% |
| TORONTO-DOMINION BANK SEDOL 2897222 | 0.02% |
| US BANCORP 02.6250 01/24/2022 | 0.02% |
| ZURICH INSURANCE GROUP AG SEDOL 5983816 | 0.02% |
| AUTOMATIC DATA PROCESSING SEDOL 2065308 | 0.02% |
| BANK OF AMERICA CORP 03.4990 05/17/2022 | 0.02% |
| ENERGY TRANSFER OPERA 05.8750 01/15/2024 | 0.02% |
| EQUINOR ASA USD 02.9000 11/08/2020 | 0.02% |
| FNMA FN30 AS7154 UMBS 03.0000 05/01/2046 | 0.02% |
| GFL ENVIRONMENTAL P/P 144A 07.0000 06/01/2026 | 0.02% |
| GSMS 2014-GC22 C 04.8471 06/10/2047 | 0.02% |
| LIBERTY MEDIA COR-SIRIUSXM C SEDOL BD8QGH9 | 0.02% |
| PNC BANK NA 02.0280 12/09/2022 | 0.02% |
| RUSSIAN FEDERATION P/P 144A 04.3750 03/21/2029 | 0.02% |
| SINGAPORE TECH ENGINEERING SEDOL 6043214 | 0.02% |
| STACR 2015-DNA3 M2 04.5109 04/25/2028 | 0.02% |
| THE BANK OF NOVA SCOTIA USD 02.7000 03/07/2022 | 0.02% |
| TRANSCANADA TRUST USD 05.3000 03/15/2077 | 0.02% |
| TREASURY BILL 00.0000 05/07/2020 | 0.02% |
| WFRBS 2011-C3 D P/P 144A 05.8567 03/15/2044 | 0.02% |
| AIR LIQUIDE SA SEDOL B1YXBJ7 | 0.02% |
| AMUNDI SA SEDOL BYZR014 | 0.02% |
| AXA SA SEDOL 7088429 | 0.02% |
| CAS 2016-C03 2M2 07.5609 10/25/2028 | 0.02% |
| CNP ASSURANCES SEDOL 5543986 | 0.02% |
| COMCAST CORP 03.9690 11/01/2047 | 0.02% |
| COPA HOLDINGS SA-CLASS A SEDOL B0TNJH9 | 0.02% |
| EXXON MOBIL CORP SEDOL 2326618 | 0.02% |
| JPMBB 2014-C22 C 04.7060 09/15/2047 | 0.02% |
| KINDER MORGAN INC 03.1500 01/15/2023 | 0.02% |
| PETROBRAS GLOBAL FINANCE USD 07.3750 01/17/2027 | 0.02% |
| PLAINS GP HOLDINGS LP-CL A SEDOL BDGHN95 | 0.02% |
| QUEST DIAGNOSTICS INC SEDOL 2702791 | 0.02% |
| ROCHE HOLDINGS INC P/P 144A 04.0000 11/28/2044 | 0.02% |
| SPRINT CORP 07.8750 09/15/2023 | 0.02% |
| TAKE-TWO INTERACTIVE SOFTWRE SEDOL 2122117 | 0.02% |
| TENET HEALTHCARE P/P 144A 04.8750 01/01/2026 | 0.02% |
| WFRBS 2014-C22 XA IO 00.9569 09/15/2057 | 0.02% |
| Z HOLDINGS CORP SEDOL 6084848 | 0.02% |
| AT&T INC 04.7500 05/15/2046 | 0.02% |
| COMMONWEALTH BK AUST P/P 144A 03.1500 09/19/2027 | 0.02% |
| CSAIL 2015-C1 D P/P 144A 03.9142 04/15/2050 | 0.02% |
| DASSAULT AVIATION SA SEDOL 4067164 | 0.02% |
| ENERGY TRANSFER OPERATNG 03.7500 05/15/2030 | 0.02% |
| EURONET WORLDWIDE INC | 0.02% |
| HUNTINGTON NATIONAL BANK 02.3750 03/10/2020 | 0.02% |
| KEURIG DR PEPPER INC 04.5970 05/25/2028 | 0.02% |
| LIBERTY PROPERTY TRUST SEDOL 2513681 | 0.02% |
| ROSS STORES INC SEDOL 2746711 | 0.02% |
| SAMI 2007-AR7 1A1 02.5109 05/25/2047 | 0.02% |
| TEMPO ACQ LLC/FI P/P 144A 06.7500 06/01/2025 | 0.02% |
| TEMPUR SEALY INTERNATIONAL I SEDOL 2216991 | 0.02% |
| UBS AG LONDON P/P 144A 02.2000 06/08/2020 | 0.02% |
| WALT DISNEY CO/THE SEDOL 2270726 | 0.02% |
| ALLY FINANCIAL INC 05.7500 11/20/2025 | 0.02% |
| AMER TRANS SYST P/P 144A 05.0000 09/01/2044 | 0.02% |
| AUTOZONE INC SEDOL 2065955 | 0.02% |
| BANK OF MONTREAL SEDOL 2076009 | 0.02% |
| CHOCOLADEFABRIKEN LINDT-PC SEDOL 5962280 | 0.02% |
| ENDEAVOR ENERGY P/P 144A 05.7500 01/30/2028 | 0.02% |
| FNMA FN30 AS8074 UMBS 03.0000 10/01/2046 | 0.02% |
| KIMBERLY-CLARK CORP SEDOL 2491839 | 0.02% |
| MATCH GROUP INC P/P 144A 05.0000 12/15/2027 | 0.02% |
| MBX.FN30.500.10 R USL1M P 01/12/41 BC | 0.02% |
| MET LIFE GLOB P/P 144A 02.4000 06/17/2022 | 0.02% |
| NAVISTAR INTL TLB L+350 05.1700 11/06/2024 | 0.02% |
| OSHKOSH CORP 04.6000 05/15/2028 | 0.02% |
| SHELL INTERNATIONAL FIN USD 02.8750 05/10/2026 | 0.02% |
| STACR 2015-DNA3 M3 06.3609 04/25/2028 | 0.02% |
| VIACOMCBS INC 04.2000 06/01/2029 | 0.02% |
| ALLY FINANCIAL INC 08.0000 11/01/2031 | 0.02% |
| AMERICAN ELECTRIC POWER 04.3000 12/01/2028 | 0.02% |
| BAFC 2005-B 3M1 02.3294 04/20/2035 | 0.02% |
| BROTHER INDUSTRIES LTD SEDOL 6146500 | 0.02% |
| CFCRE 2011-C2 E P/P 144A 05.9327 12/15/2047 | 0.02% |
| FISERV INC 04.2000 10/01/2028 | 0.02% |
| L3HARRIS TECHNOLOGIES INC SEDOL BK9DTN5 | 0.02% |
| MORGAN STANLEY 04.3750 01/22/2047 | 0.02% |
| NORTHROP GRUMMAN CORP 03.2500 01/15/2028 | 0.02% |
| ORACLE CORP 02.6500 07/15/2026 | 0.02% |
| RAYTHEON COMPANY 02.5000 12/15/2022 | 0.02% |
| REPUBLIC OF SENEGAL REGS 06.2500 05/23/2033 | 0.02% |
| SOHGO SECURITY SERVICES CO SEDOL 6546359 | 0.02% |
| TRK 2019-1 A1 04.3356 03/25/2022 | 0.02% |
| UBS GROUP AG P/P 144A 04.1250 04/15/2026 | 0.02% |
| VIACOMCBS INC 02.9000 01/15/2027 | 0.02% |
| WAMU 2005-AR12 1A8 03.8777 10/25/2035 | 0.02% |
| WFCM 2013-LC12 D P/P 144A 04.4195 07/15/2046 | 0.02% |
| AIG GLOBAL FUNDING P/P 144A 02.1500 07/02/2020 | 0.02% |
| AMERICAN INTL GROUP 08.1750 05/15/2058 | 0.02% |
| CAN IMPERIAL BK OF COMMERCE SEDOL 2170525 | 0.02% |
| CANTOR FITZGERALD LP P/P 144A 06.5000 06/17/2022 | 0.02% |
| CAS 2016-C01 2M2 08.6109 08/25/2028 | 0.02% |
| CENTENE CORP P/P 144A 04.6250 12/15/2029 | 0.02% |
| CISCO SYSTEMS INC 02.2000 02/28/2021 | 0.02% |
| CREDIT SUISSE GRP AG P/P 144A 06.2500 12/18/2024 | 0.02% |
| CSC HOLDINGS LLC 05.2500 06/01/2024 | 0.02% |
| DIRECT LINE INSURANCE GROUP SEDOL BY9D0Y1 | 0.02% |
| ERAC USA FINANCE LLC P/P 144A 04.5000 02/15/2045 | 0.02% |
| EXXON MOBIL CORPORATION 02.2220 03/01/2021 | 0.02% |
| GCP APPLIED TECH P/P 144A 05.5000 04/15/2026 | 0.02% |
| GLENCORE FUNDING LLC P/P 144A 04.6250 04/29/2024 | 0.02% |
| GLOBAL PAYMENTS INC 04.0000 06/01/2023 | 0.02% |
| JP MORGAN CHASE BANK NA 03.0860 04/26/2021 | 0.02% |
| MET LIFE GLOB P/P 144A 01.9500 01/13/2023 | 0.02% |
| ONEMAIN HOLDINGS INC SEDOL BYSZB89 | 0.02% |
| PLANTRONICS INC P/P 144A 05.5000 05/31/2023 | 0.02% |
| SPRINT CORP 07.2500 09/15/2021 | 0.02% |
| STAPLES INC P/P 144A 07.5000 04/15/2026 | 0.02% |
| TARGA RESOURCES PART 05.0000 01/15/2028 | 0.02% |
| TORONTO-DOMINION BANK USD 03.6250 09/15/2031 | 0.02% |
| WILLIS TOWERS WATSON PLC USD 05.7500 03/15/2021 | 0.02% |
| ALPHABET INC 03.6250 05/19/2021 | 0.02% |
| AMERICAN TOWER CORP 02.7500 01/15/2027 | 0.02% |
| ANALOG DEVICES INC 02.8500 03/12/2020 | 0.02% |
| ANHEUSER-BUSCH CO/IN 03.6500 02/01/2026 | 0.02% |
| AVALARA INC SEDOL BZ1NVP4 | 0.02% |
| BANK OF AMERICA CORP 06.1000 12/29/2049 | 0.02% |
| BANK OF NOVA SCOTIA USD 02.3500 10/21/2020 | 0.02% |
| CARLISLE COS INC SEDOL 2176318 | 0.02% |
| CHIMERA INVESTMENT CORP SEDOL BVZCNC0 | 0.02% |
| DOLLAR TREE INC SEDOL 2272476 | 0.02% |
| DOMINICAN REPUBLIC REGS 05.9500 01/25/2027 | 0.02% |
| DOW CHEMICAL CO/THE 03.5000 10/01/2024 | 0.02% |
| EQUINIX INC 03.2000 11/18/2029 | 0.02% |
| GLENCORE FUNDING LLC P/P 144A 04.0000 04/16/2025 | 0.02% |
| HESS MIDSTREAM P P/P 144A 05.6250 02/15/2026 | 0.02% |
| LBMLT 2004-1 A2 02.4609 02/25/2034 | 0.02% |
| MACQUARIE INFRASTRUCTURE COR SEDOL B1Z4VB1 | 0.02% |
| NAVISTAR INTL CORP P/P 144A 06.6250 11/01/2025 | 0.02% |
| NTT DATA CORP SEDOL 6125639 | 0.02% |
| PROTECTIVE LIFE GLO P/P 144A 02.2620 04/08/2020 | 0.02% |
| SONIC HEALTHCARE LTD SEDOL 6821120 | 0.02% |
| SPRINT CAPITAL CORPORATION 06.8750 11/15/2028 | 0.02% |
| TRANSDIGM INC. P/P 144A 06.2500 03/15/2026 | 0.02% |
| UNITED TECHNOLOGIES CORP 04.1250 11/16/2028 | 0.02% |
| WEYERHAEUSER CO 07.3750 03/15/2032 | 0.02% |
| AES CORP/THE 05.1250 09/01/2027 | 0.02% |
| BIOGEN INC 03.6250 09/15/2022 | 0.02% |
| BOISE CASCADE CO P/P 144A 05.6250 09/01/2024 | 0.02% |
| BRAMBLES LTD SEDOL B1FJ0C0 | 0.02% |
| CSC HOLDINGS LLC P/P 144A 07.5000 04/01/2028 | 0.02% |
| CWALT 2005-59 1A1 01.9844 11/20/2035 | 0.02% |
| IHEARTCOMMUNICATIONS INC 08.3750 05/01/2027 | 0.02% |
| KEURIG DR PEPPER INC 04.4170 05/25/2025 | 0.02% |
| MIZUHO FINANCIAL GROUP INC SEDOL 6591014 | 0.02% |
| NORFOLK SOUTHERN CORP SEDOL 2641894 | 0.02% |
| NUTRIEN LTD. USD 04.2000 04/01/2029 | 0.02% |
| OCCIDENTAL PETROLEUM COR 04.4000 04/15/2046 | 0.02% |
| PFIZER INC 01.9500 06/03/2021 | 0.02% |
| STACR 2016-HQA2 M3 06.8109 11/25/2028 | 0.02% |
| STEVENS HLDG CO INC P/P 144A 06.1250 10/01/2026 | 0.02% |
| SWISS PRIME SITE-REG SEDOL B083BH4 | 0.02% |
| TENET HEALTHCARE COR P/P 144A 05.1250 11/01/2027 | 0.02% |
| VISTRA OPERATION P/P 144A 03.5500 07/15/2024 | 0.02% |
| VODAFONE GROUP PLC USD 04.3750 05/30/2028 | 0.02% |
| WELLS FARGO & COMPANY 05.8750 12/29/2049 | 0.02% |
| AES CORP/THE 05.5000 04/15/2025 | 0.02% |
| BANCO SANTANDER SA USD 05.1790 11/19/2025 | 0.02% |
| BMIR 2018-2A M1B P/P 144A 03.0109 08/25/2028 | 0.02% |
| BOLIDEN AB SEDOL BJV12J7 | 0.02% |
| BRIGHT HORIZONS FAMILY SOLUT SEDOL B7MJWP2 | 0.02% |
| CCO HLDGS LLC/CAP CO P/P 144A 05.7500 02/15/2026 | 0.02% |
| CGCMT 2014-GC21 AS 04.0260 05/10/2047 | 0.02% |
| COMCAST CORPORATION 03.3750 02/15/2025 | 0.02% |
| DIAMOND SPORTS GR/DI P/P 144A 06.6250 08/15/2027 | 0.02% |
| DUKE ENERGY CORP 03.1500 08/15/2027 | 0.02% |
| EIFFAGE SEDOL B13X013 | 0.02% |
| FIRST QUANTUM MINERA P/P 144A 07.5000 04/01/2025 | 0.02% |
| FUJIFILM HOLDINGS CORP SEDOL 6356525 | 0.02% |
| HOLLY ENERGY PARTNE P/P 144A 06.0000 08/01/2024 | 0.02% |
| HYATT HOTELS CORP 04.8500 03/15/2026 | 0.02% |
| JPMCC 2012-C8 D P/P 144A 04.8040 10/15/2045 | 0.02% |
| JPMCC 2013-LC11 X IO 01.3971 04/15/2046 | 0.02% |
| MERCK & CO INC 03.7000 02/10/2045 | 0.02% |
| MSBAM 2012-C6 D P/P 144A 04.7611 11/15/2045 | 0.02% |
| NOVELIS CORP P/P 144A 05.8750 09/30/2026 | 0.02% |
| NUANCE COMMUNICATIONS INC SEDOL 2402121 | 0.02% |
| OCCIDENTAL PETROLEUM CORP SEDOL 2655408 | 0.02% |
| ONCOR ELECTRIC DELIV 03.7500 04/01/2045 | 0.02% |
| SERVICE CORP INTL 05.3750 05/15/2024 | 0.02% |
| SHIRE ACQ INV IE 03.2000 09/23/2026 | 0.02% |
| TEVA PHARMACEUTICALS NE USD 06.0000 04/15/2024 | 0.02% |
| TOYOTA MOTOR CORP SEDOL 6900643 | 0.02% |
| UNITEDHEALTH GROUP INC SEDOL 2917766 | 0.02% |
| VISTRA OPERATION P/P 144A 04.3000 07/15/2029 | 0.02% |
| WESFARMERS LTD SEDOL 6948836 | 0.02% |
| WR BERKLEY CORP SEDOL 2093644 | 0.02% |
| ABN AMRO BANK NV P/P 144A 02.4500 06/04/2020 | 0.02% |
| BP CAPITAL MARKETS PLC USD 03.2790 09/19/2027 | 0.02% |
| BRAND ENERGY TL L+425 06.0880 06/21/2024 | 0.02% |
| BWAY HOLDING CO P/P 144A 07.2500 04/15/2025 | 0.02% |
| CAS 2015-C03 2M2 06.6609 07/25/2025 | 0.02% |
| CELANESE US HOLDINGS LLC 03.5000 05/08/2024 | 0.02% |
| CITIGROUP INC 02.9000 12/08/2021 | 0.02% |
| COMM 2013-CR13 AM 04.4490 11/10/2046 | 0.02% |
| DOMINICAN REPUBLIC REGS 06.8750 01/29/2026 | 0.02% |
| DUKE ENERGY OHIO INC 03.6500 02/01/2029 | 0.02% |
| EOG RESOURCES INC 02.6250 03/15/2023 | 0.02% |
| ERAC USA FINANCE LLC P/P 144A 07.0000 10/15/2037 | 0.02% |
| FAIRFAX US INC P/P 144A 04.8750 08/13/2024 | 0.02% |
| FEDERATIVE REP OF BRAZIL USD 04.2500 01/07/2025 | 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% |
| GSMS 2011-GC3 C P/P 144A 05.8242 03/10/2044 | 0.02% |
| HCA INC 04.1250 06/15/2029 | 0.02% |
| HOME DEPOT INC 02.6250 06/01/2022 | 0.02% |
| INTELSAT JACKSON HLD P/P 144A 09.7500 07/15/2025 | 0.02% |
| INTL FLAVOR & FRAGRANCES 04.4500 09/26/2028 | 0.02% |
| L3HARRIS TECH INC P/P 144A 03.8500 12/15/2026 | 0.02% |
| LEGRAND FRANCE USD 08.5000 02/15/2025 | 0.02% |
| NAVIENT CORP SEDOL BLP5GX1 | 0.02% |
| NETFLIX INC. 05.8750 11/15/2028 | 0.02% |
| NEWCREST MINING LTD SEDOL 6637101 | 0.02% |
| NIPPON STEEL CORP SEDOL 6642569 | 0.02% |
| OMNICOM GP/OMNICOM CAP 03.6000 04/15/2026 | 0.02% |
| ORKLA ASA SEDOL B1VQF42 | 0.02% |
| OSHKOSH CORP 05.3750 03/01/2025 | 0.02% |
| PERTAMINA PERSERO PT P/P 144A 04.3000 05/20/2023 | 0.02% |
| PULTEGROUP INC 05.5000 03/01/2026 | 0.02% |
| PULTEGROUP INC. 07.8750 06/15/2032 | 0.02% |
| RBS GLOBAL/REXNO P/P 144A 04.8750 12/15/2025 | 0.02% |
| RENAISSANCERE HOLDINGS LTD SEDOL 2728429 | 0.02% |
| SABINE PASS LIQUEFACTION 04.2000 03/15/2028 | 0.02% |
| STARFRUIT US/STAR FI P/P 144A 08.0000 10/01/2026 | 0.02% |
| TENET HEALTHCARE CORP 08.1250 04/01/2022 | 0.02% |
| UNIVAR SOLUTIONS P/P 144A 05.1250 12/01/2027 | 0.02% |
| VTB BANK (VTB CAP SA P/P 144A 06.9500 10/17/2022 | 0.02% |
| WESTROCK MWV LLC 08.2000 01/15/2030 | 0.02% |
| WFCM 2013-LC12 C 04.4195 07/15/2046 | 0.02% |
| WYNN LAS VEGAS P/P 144A 05.2500 05/15/2027 | 0.02% |
| APPLE INC 02.8500 05/06/2021 | 0.01% |
| ARD FINANCE SA P/P 144A 06.5000 06/30/2027 | 0.01% |
| AUTONATION INC. 05.5000 02/01/2020 | 0.01% |
| AXA SA P/P 144A 06.3790 12/29/2049 | 0.01% |
| BANFF MERGER SUB INC P/P 144A 09.7500 09/01/2026 | 0.01% |
| BERKSHIRE HATHAWAY E 03.8000 07/15/2048 | 0.01% |
| BRAND ENERGY & I P/P 144A 08.5000 07/15/2025 | 0.01% |
| CHEVRON CORP 02.1000 05/16/2021 | 0.01% |
| CMLTI 2005-2 1A2A 04.5026 05/25/2035 | 0.01% |
| COCA-COLA EUROPEAN PARTNERS SEDOL BYQQ3P5 | 0.01% |
| DUKE ENERGY CORP 04.2000 06/15/2049 | 0.01% |
| ELI LILLY & CO SEDOL 2516152 | 0.01% |
| EMIR 2018-1 M1 03.3609 11/25/2028 | 0.01% |
| ENBRIDGE INC USD 04.5000 06/10/2044 | 0.01% |
| FHLMC FR30 ZS9547 UMBS 04.0000 09/01/2045 | 0.01% |
| FISERV INC SEDOL 2342034 | 0.01% |
| GENERAL DYNAMICS CORP SEDOL 2365161 | 0.01% |
| GNR 2015-H25 BI IO 02.0015 10/20/2065 | 0.01% |
| IBM CORP 01.8750 08/01/2022 | 0.01% |
| INTEL CORP SEDOL 2463247 | 0.01% |
| NIELSEN FIN LLC/CO P/P 144A 05.0000 04/15/2022 | 0.01% |
| PPSI 2004-WCW2 M3 02.7109 10/25/2034 | 0.01% |
| PRUDENTIAL FINANCIAL INC 05.2000 03/15/2044 | 0.01% |
| SCIENTIFIC GAMES P/P 144A 07.2500 11/15/2029 | 0.01% |
| US BANCORP SEDOL 2736035 | 0.01% |
| VERIZON COMMUNICATIONS 04.4000 11/01/2034 | 0.01% |
| VERIZON COMMUNICATIONS 05.2500 03/16/2037 | 0.01% |
| VICI PROPERTIES INC SEDOL BYWH073 | 0.01% |
| VIDEOTRON LTD / LTEE P/P 144A 05.1250 04/15/2027 | 0.01% |
| WFCM 2014-LC16 XA IO 01.2726 08/15/2050 | 0.01% |
| ALLISON TRANSMISSION P/P 144A 04.7500 10/01/2027 | 0.01% |
| APPLE INC 03.8500 05/04/2043 | 0.01% |
| BIG RVR STL/FIN P/P 144A 07.2500 09/01/2025 | 0.01% |
| BMW US CAPITAL LLC P/P 144A 03.9500 08/14/2028 | 0.01% |
| BOMBARDIER INC P/P 144A 07.8750 04/15/2027 | 0.01% |
| BPCE SA P/P 144A 05.1500 07/21/2024 | 0.01% |
| BROOKFIELD PROPERTY REIT I-A SEDOL BGHFKV0 | 0.01% |
| CBRE SERVICES INC 04.8750 03/01/2026 | 0.01% |
| CEMEX FINANCE LLC P/P 144A 06.0000 04/01/2024 | 0.01% |
| CFCRE 2011-C1 D P/P 144A 06.2916 04/15/2044 | 0.01% |
| COMM 2014-CR18 C 04.8828 07/15/2047 | 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% |
| CROWN CASTLE INTL CORP 03.7000 06/15/2026 | 0.01% |
| DENBURY RESOURCES IN P/P 144A 09.0000 05/15/2021 | 0.01% |
| DOMINICAN REPUBLIC REGS 08.6250 04/20/2027 | 0.01% |
| FHMS K099 X1 IO 01.0058 09/25/2029 | 0.01% |
| GOOGLE INC 03.3750 02/25/2024 | 0.01% |
| GREAT LAKES D&D 08.0000 05/15/2022 | 0.01% |
| GW B-CR SECURITY P/P 144A 09.5000 11/01/2027 | 0.01% |
| HKT TRUST AND HKT LTD-SS SEDOL B4TXDZ3 | 0.01% |
| HOWARD HUGHES CORP P/P 144A 05.3750 03/15/2025 | 0.01% |
| HUNTINGTON BANCSHARES 04.3500 02/04/2023 | 0.01% |
| IRON MOUNTAIN INC P/P 144A 04.8750 09/15/2027 | 0.01% |
| IVORY COAST REGS 05.3750 07/23/2024 | 0.01% |
| LMAT 2019-GS7 A1 03.2500 11/25/2059 | 0.01% |
| LMAT 2020-GS1 A1 02.8820 10/25/2059 | 0.01% |
| LOEWS CORP SEDOL 2523022 | 0.01% |
| LPL HOLDINGS INC P/P 144A 05.7500 09/15/2025 | 0.01% |
| MATTAMY GROUP CORP P/P 144A 05.2500 12/15/2027 | 0.01% |
| MTR CORP SEDOL 6290054 | 0.01% |
| NOMURA REAL ESTATE HOLDINGS SEDOL B1CWJM5 | 0.01% |
| NORDEA BANK ABP P/P 144A 02.2500 05/27/2021 | 0.01% |
| NUTRIEN LTD USD 04.1250 03/15/2035 | 0.01% |
| ORACLE CORP 02.5000 10/15/2022 | 0.01% |
| ORACLE CORP JAPAN SEDOL 6141680 | 0.01% |
| REGIONS FINANCIAL CORP 02.7500 08/14/2022 | 0.01% |
| REPUBLIC OF SOUTH AFRICA USD 04.8500 09/27/2027 | 0.01% |
| SANOFI SEDOL 5671735 | 0.01% |
| SANTANDER UK PLC P/P 144A 05.0000 11/07/2023 | 0.01% |
| SEI INVESTMENTS COMPANY SEDOL 2793610 | 0.01% |
| TRANSDIGM INC P/P 144A 05.5000 11/15/2027 | 0.01% |
| TREASURY BILL 00.0000 06/11/2020 | 0.01% |
| TTM TECHNOLOGIES INC P/P 144A 05.6250 10/01/2025 | 0.01% |
| VIDEOTRON LTD USD 05.0000 07/15/2022 | 0.01% |
| WAMU 2004-AR12 A2B 02.5809 10/25/2044 | 0.01% |
| WATCO COS LLC/FI P/P 144A 06.3750 04/01/2023 | 0.01% |
| WFRBS 2011-C5 D P/P 144A 05.8597 11/15/2044 | 0.01% |
| YPSO FINANCE BIS P/P 144A 06.0000 02/15/2028 | 0.01% |
| ZOETIS INC 03.9000 08/20/2028 | 0.01% |
| 2.00 R ISWP FWD US0003M P 03/18/2050 | 0.01% |
| ALKERMES PLC SEDOL B3P6D26 | 0.01% |
| AMGEN INC 02.6000 08/19/2026 | 0.01% |
| AMGEN INC 03.4500 10/01/2020 | 0.01% |
| ARMSTRONG WORLD INDUSTRIES SEDOL B1FT462 | 0.01% |
| BAUSCH HLTH COS INC P/P 144A 06.1250 04/15/2025 | 0.01% |
| CALPINE CORP P/P 144A 04.5000 02/15/2028 | 0.01% |
| CARRIAGE SVCS INC P/P 144A 06.6250 06/01/2026 | 0.01% |
| CCO HLDGS LLC/CAP C P/P 144A 05.5000 05/01/2026 | 0.01% |
| CITIGROUP INC 03.8870 01/10/2028 | 0.01% |
| CITIGROUP INC 04.4500 09/29/2027 | 0.01% |
| COMM 2012-CR2 AM 03.7910 08/15/2045 | 0.01% |
| CORNERSTONE BUILDING P/P 144A 08.0000 04/15/2026 | 0.01% |
| CROWN CASTLE INTL CORP 03.6500 09/01/2027 | 0.01% |
| CVS HEALTH CORP 03.7000 03/09/2023 | 0.01% |
| GOLDEN NUGGET INC P/P 144A 08.7500 10/01/2025 | 0.01% |
| GSMS 2010-C1 D P/P 144A 06.1975 08/10/2043 | 0.01% |
| HUSKY TLB L+300 04.6453 03/28/2025 | 0.01% |
| INTERPUBLIC GROUP OF COS INC SEDOL 2466321 | 0.01% |
| L3HARRIS TECH INC P/P 144A 04.4000 06/15/2028 | 0.01% |
| MEREDITH CORP 06.8750 02/01/2026 | 0.01% |
| MITSUBISHI UFJ FIN GRP USD 03.5350 07/26/2021 | 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% |
| NUCOR CORP SEDOL 2651086 | 0.01% |
| PARK-OHIO INDUSTRIES INC 06.6250 04/15/2027 | 0.01% |
| PETROBRAS GLOBAL FINANCE USD 06.1250 01/17/2022 | 0.01% |
| REFINITIV US HLDG P/P 144A 06.2500 05/15/2026 | 0.01% |
| RITE AID CORP P/P 144A 06.1250 04/01/2023 | 0.01% |
| SCIENTIFIC GAMES P/P 144A 08.2500 03/15/2026 | 0.01% |
| SCOTTS MIRACLE-GRO P/P 144A 04.5000 10/15/2029 | 0.01% |
| SERVICE CORP INTL 05.1250 06/01/2029 | 0.01% |
| STANDARD IND INC P/P 144A 05.3750 11/15/2024 | 0.01% |
| TALLGRASS NRG PRTNR P/P 144A 05.5000 01/15/2028 | 0.01% |
| TERRIER MEDIA BU P/P 144A 08.8750 12/15/2027 | 0.01% |
| TOTAL CAPITAL INTL SA USD 02.7500 06/19/2021 | 0.01% |
| UBSCM 2012-C1 C P/P 144A 05.7559 05/10/2045 | 0.01% |
| WAMU 2005-AR11 A1B3 02.0609 08/25/2045 | 0.01% |
| WFCM 2013-LC12 AS 04.4195 07/15/2046 | 0.01% |
| WFRBS 2013-C15 D P/P 144A 04.6433 08/15/2046 | 0.01% |
| WFRBS 2013-UBS1 AS 04.3060 03/15/2046 | 0.01% |
| 1011778 BC / NEW RED P/P 144A 05.0000 10/15/2025 | 0.01% |
| AHM 2007-1 GA1C 01.9820 05/25/2047 | 0.01% |
| ALPHABET INC 01.9980 08/15/2026 | 0.01% |
| APPLE INC 04.3750 05/13/2045 | 0.01% |
| ARCELORMITTAL USD 07.0000 10/15/2039 | 0.01% |
| BMC EAST LLC P/P 144A 05.5000 10/01/2024 | 0.01% |
| BMIR 2019-4A M1C P/P 144A 04.1609 10/25/2029 | 0.01% |
| BP CAPITAL MARKETS PLC USD 02.3150 02/13/2020 | 0.01% |
| BRIDGESTONE CORP SEDOL 6132101 | 0.01% |
| CGCMT 2014-GC19 D P/P 144A 05.2616 03/10/2047 | 0.01% |
| CHARTER COMM OPT LLC 04.9080 07/23/2025 | 0.01% |
| CHS/COMMUNITY P/P 144A 06.6250 02/15/2025 | 0.01% |
| CISCO SYSTEMS INC 02.5000 09/20/2026 | 0.01% |
| CLUBCORP HLDG INC P/P 144A 08.5000 09/15/2025 | 0.01% |
| COMCAST CORP 03.4500 02/01/2050 | 0.01% |
| COMM 2014-CR17 C 04.9455 05/10/2047 | 0.01% |
| COMSTOCK RE INC P/P 144A 07.5000 05/15/2025 | 0.01% |
| CREDIT SUISSE GRP AG P/P 144A 03.8690 01/12/2029 | 0.01% |
| CWALT 2006-OA19 A1 01.8344 02/20/2047 | 0.01% |
| DCP MIDSTREAM P/P 144A 06.7500 09/15/2037 | 0.01% |
| DOMINICAN REPUBLIC REGS 06.5000 02/15/2048 | 0.01% |
| DROPBOX INC-CLASS A SEDOL BG0T321 | 0.01% |
| GREIF INC P/P 144A 06.5000 03/01/2027 | 0.01% |
| HONGKONG LAND HOLDINGS LTD SEDOL 6434915 | 0.01% |
| INGEVITY CORP P/P 144A 04.5000 02/01/2026 | 0.01% |
| ISTAR INC 04.2500 08/01/2025 | 0.01% |
| ISTAR INC 04.7500 10/01/2024 | 0.01% |
| ITRON INC P/P 144A 05.0000 01/15/2026 | 0.01% |
| JFE HOLDINGS INC SEDOL 6543792 | 0.01% |
| JPMBB 2014-C19 C 04.8348 04/15/2047 | 0.01% |
| JPMCC 2013-LC11 C 03.9582 04/15/2046 | 0.01% |
| MACQUARIE BANK LTD P/P 144A 02.8500 07/29/2020 | 0.01% |
| MATTEL INC P/P 144A 05.8750 12/15/2027 | 0.01% |
| MAXIM INTEGRATED PRODUCTS SEDOL 2573760 | 0.01% |
| MIDAMERICAN FUNDING LLC 06.9270 03/01/2029 | 0.01% |
| MSBAM 2014-C14 C 05.0988 02/15/2047 | 0.01% |
| NABORS INDUSTRIES INC. 05.7500 02/01/2025 | 0.01% |
| PFIZER INC 03.0000 12/15/2026 | 0.01% |
| PORSCHE AUTOMOBIL HLDG-PRF SEDOL 7101069 | 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% |
| ROYAL BANK OF CANADA USD 04.6500 01/27/2026 | 0.01% |
| SANTANDER UK GROUP H P/P 144A 04.7500 09/15/2025 | 0.01% |
| SHIRE ACQ INV IRELAND DA USD 02.8750 09/23/2023 | 0.01% |
| SIX FLAGS ENT P/P 144A 04.8750 07/31/2024 | 0.01% |
| STAPLES INC. P/P 144A 10.7500 04/15/2027 | 0.01% |
| SWISS RE TREAS P/P 144A 04.2500 12/06/2042 | 0.01% |
| TEVA PHARMACEUTICALS NE USD 06.7500 03/01/2028 | 0.01% |
| TRUIST FIN CORP 04.8000 12/31/2099 | 0.01% |
| UNITEDHEALTH GROUP INC 04.7000 02/15/2021 | 0.01% |
| VISTRA OPERATIONS CO P/P 144A 05.5000 09/01/2026 | 0.01% |
| WERNER FINCO LP/INC P/P 144A 08.7500 07/15/2025 | 0.01% |
| ALBERTSONS COS/SAFE P/P 144A 04.6250 01/15/2027 | 0.01% |
| ALLEGHENY TECHNOLOGIES INC 07.8750 08/15/2023 | 0.01% |
| ALLERGAN FUNDING SCS USD 03.8000 03/15/2025 | 0.01% |
| ALTICE LUXEMBOURG SA P/P 144A 10.5000 05/15/2027 | 0.01% |
| AMGEN INC 04.6630 06/15/2051 | 0.01% |
| ANHEUSER-BUSCH INBEV WOR 04.7500 01/23/2029 | 0.01% |
| APPLE INC 02.8500 05/11/2024 | 0.01% |
| ASCEND LEARNING LLC P/P 144A 06.8750 08/01/2025 | 0.01% |
| AT&T INC 02.9500 07/15/2026 | 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% |
| BP CAP MARKETS AMERICA 03.1190 05/04/2026 | 0.01% |
| CF INDUSTRIES INC 04.9500 06/01/2043 | 0.01% |
| CGCMT 2014-GC19 AS 04.3450 03/10/2047 | 0.01% |
| CITIGROUP INC 04.7500 05/18/2046 | 0.01% |
| CNO FINANCIAL GROUP INC 05.2500 05/30/2025 | 0.01% |
| CSX CORP 04.1000 03/15/2044 | 0.01% |
| DEUTSCHE TELEKOM INT FIN USD 08.7500 06/15/2030 | 0.01% |
| DIAMOND SPORTS P/P 144A 05.3750 08/15/2026 | 0.01% |
| DOMINICAN REPUBLIC REGS 06.0000 07/19/2028 | 0.01% |
| ENERGY TRANSFER OPERATNG 02.9000 05/15/2025 | 0.01% |
| ENTERCOM MEDIA CORP P/P 144A 06.5000 05/01/2027 | 0.01% |
| ENTERCOM MEDIA CORP P/P 144A 07.2500 11/01/2024 | 0.01% |
| ERAC USA FINANCE LLC P/P 144A 05.6250 03/15/2042 | 0.01% |
| HCA INC 05.3750 09/01/2026 | 0.01% |
| HCA INC 05.5000 06/15/2047 | 0.01% |
| JARDINE MATHESON HLDGS LTD SEDOL 6472119 | 0.01% |
| JOHNSON CONTROLS INTL PL 04.9500 07/02/2064 | 0.01% |
| KINDER MORGAN ENER PART 03.5000 03/01/2021 | 0.01% |
| KINDER MORGAN ENER PART 05.4000 09/01/2044 | 0.01% |
| KLEPIERRE SEDOL 7582556 | 0.01% |
| MITSUBISHI UFJ FIN GRP USD 03.8500 03/01/2026 | 0.01% |
| MORGAN STANLEY 03.7500 02/25/2023 | 0.01% |
| PROVIDENT FDG/PFG FI P/P 144A 06.3750 06/15/2025 | 0.01% |
| REP OF INDONESIA P/P 144A 03.3750 04/15/2023 | 0.01% |
| SERVICE CORPORATION INTL 04.6250 12/15/2027 | 0.01% |
| SHERWIN-WILLIAMS CO 03.4500 06/01/2027 | 0.01% |
| SMURFIT KAPPA TREASURY USD 07.5000 11/20/2025 | 0.01% |
| STARWOOD PROP TR 04.7500 03/15/2025 | 0.01% |
| SYNGENTA FINANCE NV P/P 144A 04.8920 04/24/2025 | 0.01% |
| SYNGENTA FINANCE NV P/P 144A 05.1820 04/24/2028 | 0.01% |
| TCI COMMUNICATIONS INC 07.1250 02/15/2028 | 0.01% |
| TMS INTL HLDG CORP P/P 144A 07.2500 08/15/2025 | 0.01% |
| TOPBUILD CORP P/P 144A 05.6250 05/01/2026 | 0.01% |
| UNITEDHEALTH GROUP INC 03.9500 10/15/2042 | 0.01% |
| US CONCRETE INC 06.3750 06/01/2024 | 0.01% |
| VIACOMCBS INC 04.6000 01/15/2045 | 0.01% |
| WAMU 2007-HY2 1A1 03.8155 12/25/2036 | 0.01% |
| WASTE CONNECTIONS INC 03.5000 05/01/2029 | 0.01% |
| WESTROCK MWV LLC 07.9500 02/15/2031 | 0.01% |
| WFRBS 2013-C11 AS 03.3110 03/15/2045 | 0.01% |
| WFRBS 2014-C24 XA IO 00.9867 11/15/2047 | 0.01% |
| WM MORRISON SUPERMARKETS SEDOL 0604316 | 0.01% |
| WYNN RESORTS FIN LLC P/P 144A 05.1250 10/01/2029 | 0.01% |
| ABC-MART INC SEDOL 6292102 | 0.01% |
| ALIMENTATION COUCHE-TARD 3.550000 07/26/2027 | 0.01% |
| ALTICE FRANCE P/P 144A 07.3750 05/01/2026 | 0.01% |
| AMERICAN CAMPUS COMMUNITIES SEDOL B02H871 | 0.01% |
| ANHEUSER-BUSCH INBEV WOR 05.5500 01/23/2049 | 0.01% |
| APERGY CORP 06.3750 05/01/2026 | 0.01% |
| ARDAGH PKG FIN/HLDGS P/P 144A 04.1250 08/15/2026 | 0.01% |
| ARDAGH PKG FIN/HLDGS P/P 144A 05.2500 08/15/2027 | 0.01% |
| AROUNDTOWN SA SEDOL BF0CK44 | 0.01% |
| ARRW 2019-3 A3 03.4160 10/25/2048 | 0.01% |
| BAUSCH HEALTH COS INC REGS 04.5000 05/15/2023 | 0.01% |
| BOMBARDIER INC P/P 144A 07.5000 12/01/2024 | 0.01% |
| CAS 2014-C03 2M2 04.5609 07/25/2024 | 0.01% |
| CAS 2014-C04 1M2 06.5609 11/25/2024 | 0.01% |
| CBRE SERVICES INC 05.2500 03/15/2025 | 0.01% |
| CENOVUS ENERGY INC USD 06.7500 11/15/2039 | 0.01% |
| CHENIERE CORP CHRIST 05.8750 03/31/2025 | 0.01% |
| CISCO SYSTEMS INC 05.9000 02/15/2039 | 0.01% |
| CONSTELLIUM SE P/P 144A 05.8750 02/15/2026 | 0.01% |
| CROWN CASTLE INTL CORP 03.8000 02/15/2028 | 0.01% |
| DIAMOND 1 FIN/DIAMON P/P 144A 07.1250 06/15/2024 | 0.01% |
| DIAMOND 1 FIN/DIAMON P/P 144A 08.3500 07/15/2046 | 0.01% |
| DOLLAR GENERAL CORP 03.2500 04/15/2023 | 0.01% |
| EG GLOBAL FIN PLC P/P 144A 06.7500 02/07/2025 | 0.01% |
| FIDELITY NATIONAL INFORM 04.2500 05/15/2028 | 0.01% |
| FIVE CORNERS FUNDING P/P 144A 04.4190 11/15/2023 | 0.01% |
| GFL ENVIRONMENTA P/P 144A 08.5000 05/01/2027 | 0.01% |
| GNR 2017-162 QI IO 05.0000 10/11/2047 | 0.01% |
| HCA INC 05.0000 03/15/2024 | 0.01% |
| HCA INC 05.2500 06/15/2026 | 0.01% |
| HEINEKEN HOLDING NV SEDOL B0CCH46 | 0.01% |
| HUB INTL LTD P/P 144A 07.0000 05/01/2026 | 0.01% |
| INFOR US INC 06.5000 05/15/2022 | 0.01% |
| ING BANK NV P/P 144A 05.8000 09/25/2023 | 0.01% |
| INTERNATIONAL PAPER CO 03.0000 02/15/2027 | 0.01% |
| IPALCO ENTPRS IN 03.7000 09/01/2024 | 0.01% |
| JAPAN TOBACCO INC SEDOL 6474535 | 0.01% |
| JPMCC 2010-C2 C P/P 144A 05.7862 11/15/2043 | 0.01% |
| KEURIG DR PEPPER INC 04.0570 05/25/2023 | 0.01% |
| LEVEL 3 FIN INC P/P 144A 04.6250 09/15/2027 | 0.01% |
| MARSH & MCLENNAN COS INC 04.3750 03/15/2029 | 0.01% |
| NATIONAL AUSTRALIA BK/NY 02.8750 04/12/2023 | 0.01% |
| NRG ENERGY INC P/P 144A 05.2500 06/15/2029 | 0.01% |
| PNC BANK NA 02.7000 11/01/2022 | 0.01% |
| QORVO INC SEDOL BR9YYP4 | 0.01% |
| ROGERS COMMUNICATIONS IN USD 08.7500 05/01/2032 | 0.01% |
| ROYAL BK SCOTLND GRP PLC USD 04.8920 05/18/2029 | 0.01% |
| S&P GLOBAL INC 04.4000 02/15/2026 | 0.01% |
| SAMPO OYJ-A SHS SEDOL 5226038 | 0.01% |
| SINCLAIR BROADCAST GROUP -A SEDOL 2799351 | 0.01% |
| SIX FLAGS ENT P/P 144A 05.5000 04/15/2027 | 0.01% |
| SPRINGLEAF FINANCE CORP 05.3750 11/15/2029 | 0.01% |
| SPRINT CORP P/P 144A 07.2500 02/01/2028 | 0.01% |
| STACR 2014-HQ2 M3 05.4109 09/25/2024 | 0.01% |
| STACR 2017-DNA1 M2 04.9109 07/25/2029 | 0.01% |
| T-MOBILE USA INC 04.7500 02/01/2028 | 0.01% |
| TRANSDIGM INC 06.3750 06/15/2026 | 0.01% |
| TRI POINTE GROUP / HOMES 05.8750 06/15/2024 | 0.01% |
| TRUIST BANK 02.6360 09/17/2029 | 0.01% |
| UBSCM 2017-C7 XA IO 01.2098 12/15/2050 | 0.01% |
| UNITEDHEALTH GROUP INC 02.7500 02/15/2023 | 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% |
| WASTE PRO USA INC P/P 144A 05.5000 02/15/2026 | 0.01% |
| WESTPAC BANKING CORP USD 02.0000 08/19/2021 | 0.01% |
| AKER BP ASA P/P 144A 03.7500 01/15/2030 | 0.01% |
| ALBERTSONS COS LLC P/P 144A 07.5000 03/15/2026 | 0.01% |
| AMSTED INDUSTRIES P/P 144A 04.6250 05/15/2030 | 0.01% |
| ANTERO RESOURCES FIN 05.1250 12/01/2022 | 0.01% |
| AUST & NZ BANKING GR P/P 144A 06.7500 12/29/2049 | 0.01% |
| BANCO SANTANDER SA USD 04.3790 04/12/2028 | 0.01% |
| BAUSCH HLTH COS INC P/P 144A 07.2500 05/30/2029 | 0.01% |
| BERRY GLOBAL INC 05.1250 07/15/2023 | 0.01% |
| BGC PARTNERS INC 05.1250 05/27/2021 | 0.01% |
| CHARTER COMM OPT LLC/CAP 04.8000 03/01/2050 | 0.01% |
| CIGNA CORP P/P 144A 04.5000 03/15/2021 | 0.01% |
| CNO FINANCIAL GROUP INC 05.2500 05/30/2029 | 0.01% |
| COMM 2013-CR11 XA IO 01.0911 08/10/2050 | 0.01% |
| COMM 2014-CR17 XA IO 01.1356 05/10/2047 | 0.01% |
| COMM 2014-UBS6 XA IO 01.0445 12/10/2047 | 0.01% |
| DEERE & COMPANY 02.6000 06/08/2022 | 0.01% |
| DIAMONDBACK ENERGY INC 05.3750 05/31/2025 | 0.01% |
| ECOLAB INC SEDOL 2304227 | 0.01% |
| ENBRIDGE INC USD 04.2500 12/01/2026 | 0.01% |
| ENERGY TRANSFER OPERATNG 05.2000 02/01/2022 | 0.01% |
| EPR PROPERTIES 05.7500 CUM CV PFD | 0.01% |
| FERGUSON PLC SEDOL BJVNSS4 | 0.01% |
| FRESENIUS MEDICAL CARE AG & SEDOL 5129074 | 0.01% |
| GFL ENVIRON INC P/P 144A 05.1250 12/15/2026 | 0.01% |
| GLP CAPITAL LP / FIN II 05.2500 06/01/2025 | 0.01% |
| GNR 2013-99 AS IO 04.3923 06/20/2043 | 0.01% |
| GNR 2016-123 LI IO 03.5000 03/20/2044 | 0.01% |
| GOEASY LTD P/P 144A 05.3750 12/01/2024 | 0.01% |
| GSMS 2014-GC22 XA IO 01.1416 06/10/2047 | 0.01% |
| HESS MIDSTREAM P P/P 144A 05.1250 06/15/2028 | 0.01% |
| HUDBAY MINERALS INC P/P 144A 07.6250 01/15/2025 | 0.01% |
| ICAHN ENTER/FIN 06.2500 05/15/2026 | 0.01% |
| KINDER MORGAN INC/DELAWA 07.7500 01/15/2032 | 0.01% |
| L BRANDS INC 07.5000 06/15/2029 | 0.01% |
| LADDER CAP FINAN P/P 144A 04.2500 02/01/2027 | 0.01% |
| LIONS GATE CAP HOLD P/P 144A 06.3750 02/01/2024 | 0.01% |
| LLOYDS BANKING GROUP PLC USD 04.5000 11/04/2024 | 0.01% |
| LLOYDS BANKING GROUP PLC USD 04.6500 03/24/2026 | 0.01% |
| MARSH & MCLENNAN COS INC 04.9000 03/15/2049 | 0.01% |
| MBX.FN30.500.10 R USL1M P 01/12/41 CI | 0.01% |
| MEG ENERGY CORP P/P 144A 06.5000 01/15/2025 | 0.01% |
| MSC 2011-C3 D P/P 144A 05.4193 07/15/2049 | 0.01% |
| NATIONAL AUSTRALIA BANK LTD SEDOL 6624608 | 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% |
| PANTHER BF AGGRE 2 P/P 144A 08.5000 05/15/2027 | 0.01% |
| PENSKE TRUCK LEASING P/P 144A 03.9000 02/01/2024 | 0.01% |
| PRIME SECURITY SVCS P/P 144A 06.2500 01/15/2028 | 0.01% |
| PUBLICIS GROUPE SEDOL 4380429 | 0.01% |
| REP OF INDONESIA P/P 144A 04.7500 01/08/2026 | 0.01% |
| RTL GROUP SEDOL B1BK209 | 0.01% |
| SABINE PASS LIQUEF 05.0000 03/15/2027 | 0.01% |
| SECOM CO LTD SEDOL 6791591 | 0.01% |
| SERVICE PROPERTIES TRUST 04.3750 02/15/2030 | 0.01% |
| SHELL INTERNATIONAL FIN USD 01.8750 05/10/2021 | 0.01% |
| SINCLAIR TELE P/P 144A 05.5000 03/01/2030 | 0.01% |
| SM ENERGY CO 06.7500 09/15/2026 | 0.01% |
| STACR 2020-HQA1 M2 03.7350 01/25/2050 | 0.01% |
| STATION CASINOS LLC P/P 144A 04.5000 02/15/2028 | 0.01% |
| SUGAR HSP GAMING P/P 144A 05.8750 05/15/2025 | 0.01% |
| SWEDISH MATCH AB SEDOL 5048566 | 0.01% |
| UBS GROUP AG REGS 06.8750 12/29/2049 | 0.01% |
| USD/JPY PUT 107.00 20200417 JPMCB | 0.01% |
| VIACOMCBS INC 04.5000 03/01/2021 | 0.01% |
| WAMU 2005-AR9 A1C3 02.6209 07/25/2045 | 0.01% |
| WEEKLEY HOMES LLC 06.0000 02/01/2023 | 0.01% |
| WR GRACE & CO-CONN P/P 144A 05.6250 10/01/2024 | 0.01% |
| 1011778 BC / NEW RED P/P 144A 03.8750 01/15/2028 | 0.01% |
| AIB GROUP PLC SEDOL BF0L353 | 0.01% |
| ALTICE FRANCE SA P/P 144A 05.5000 01/15/2028 | 0.01% |
| AMC ENT HOLDIN 05.8750 11/15/2026 | 0.01% |
| AMC ENTERTAINMENT HLDGS 05.7500 06/15/2025 | 0.01% |
| ANTERO RESOURCES 05.3750 11/01/2021 | 0.01% |
| ARRW 2019-1 A3 04.2080 01/25/2049 | 0.01% |
| ASCENT RESOURCES/AEU P/P 144A 10.0000 04/01/2022 | 0.01% |
| ASHTEAD CAPITAL INC P/P 144A 04.2500 11/01/2029 | 0.01% |
| ATOTECH ALPHA 2 BV P/P 144A 08.7500 06/01/2023 | 0.01% |
| ATOTECH ALPHA 3 BV P/P 144A 06.2500 02/01/2025 | 0.01% |
| AXALTA COATING SYS P/P 144A 04.8750 08/15/2024 | 0.01% |
| BEACON ROOFING SUPP P/P 144A 04.8750 11/01/2025 | 0.01% |
| BRISTOL-MYERS P/P 144A 03.4000 07/26/2029 | 0.01% |
| BROOKFIELD RESID PRO P/P 144A 06.1250 07/01/2022 | 0.01% |
| CAMDEN PROPERTY TRUST 04.8750 06/15/2023 | 0.01% |
| CAPITAL ONE FINANCIAL CO 04.2000 10/29/2025 | 0.01% |
| CAS 2017-C01 1EB1 02.9109 07/25/2029 | 0.01% |
| COMCAST CORP 04.0490 11/01/2052 | 0.01% |
| COMMSCOPE TECH LLC P/P 144A 06.0000 06/15/2025 | 0.01% |
| COX COMM INC P/P 144A 03.5000 08/15/2027 | 0.01% |
| CROWN CORK & SEAL CO INC 07.3750 12/15/2026 | 0.01% |
| CSC HOLDINGS LLC P/P 144A 05.7500 01/15/2030 | 0.01% |
| CSC HOLDINGS LLC P/P 144A 07.7500 07/15/2025 | 0.01% |
| DISH NETWORK CV 03.3750 08/15/2026 | 0.01% |
| ENDO LTD/FIN LLC/FIN P/P 144A 06.0000 02/01/2025 | 0.01% |
| EQUINIX INC 05.3750 05/15/2027 | 0.01% |
| ESH HOSPITALITY INC P/P 144A 05.2500 05/01/2025 | 0.01% |
| FISERV INC 03.5000 07/01/2029 | 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 10.5000 09/15/2022 | 0.01% |
| GBP/USD 03/18/2020 JPMCB | 0.01% |
| GNR 2015-H24 BI IO 01.6487 08/20/2065 | 0.01% |
| GNR 2015-H26 EI IO 01.7603 10/20/2065 | 0.01% |
| HMIR 2018-1 M1 P/P 144A 03.2609 10/25/2028 | 0.01% |
| HONEYWELL INTL 03.8120 11/21/2047 | 0.01% |
| KFC HLD/PIZZA HUT/TA P/P 144A 05.0000 06/01/2024 | 0.01% |
| KFC HLD/PIZZA HUT/TA P/P 144A 05.2500 06/01/2026 | 0.01% |
| KKR GROUP FIN CO III P/P 144A 05.1250 06/01/2044 | 0.01% |
| LIONS GATE CAP HOLD P/P 144A 05.8750 11/01/2024 | 0.01% |
| LIVE NATION ENTERTAI P/P 144A 05.6250 03/15/2026 | 0.01% |
| LOUISIANA-PACIFIC CORPORATION 04.8750 09/15/2024 | 0.01% |
| MICROSOFT CORP 02.4000 02/06/2022 | 0.01% |
| MWST 2018-W1 A 02.5109 11/25/2051 | 0.01% |
| NATIONAL GRID PLC SEDOL BDR05C0 | 0.01% |
| NATIONSTAR MORT/ 06.5000 07/01/2021 | 0.01% |
| NATIONSTAR MTG P/P 144A 08.1250 07/15/2023 | 0.01% |
| NCHET 2003-4 M1 02.7859 10/25/2033 | 0.01% |
| NEWFIELD EXPLORATION CO 05.7500 01/30/2022 | 0.01% |
| NRG ENERGY INC. 07.2500 05/15/2026 | 0.01% |
| NSTAR ELECTRIC CO 02.3750 10/15/2022 | 0.01% |
| POWER SOLUTIONS TLB L+350 05.7344 04/30/2026 | 0.01% |
| QVC INC 04.8500 04/01/2024 | 0.01% |
| ROYAL BK SCOTLND GRP PLC USD 07.5000 12/29/2049 | 0.01% |
| SABRE GLBL INC P/P 144A 05.3750 04/15/2023 | 0.01% |
| SPECTRA ENERGY PARTNERS 03.3750 10/15/2026 | 0.01% |
| SPRINGLEAF FINANCE CORP 06.8750 03/15/2025 | 0.01% |
| STACR 2014-HQ3 M3 06.4109 10/25/2024 | 0.01% |
| STEEL DYNAMICS INC 05.5000 10/01/2024 | 0.01% |
| TENNANT CO 05.6250 05/01/2025 | 0.01% |
| TMX FIN LLC/TITLEMAX P/P 144A 11.1250 04/01/2023 | 0.01% |
| TRANSOCEAN INC 07.5000 04/15/2031 | 0.01% |
| TRANSOCEAN SENTR P/P 144A 05.3750 05/15/2023 | 0.01% |
| TRIVIUM PACK FIN P/P 144A 05.5000 08/15/2026 | 0.01% |
| TRONOX FINANCE PLC P/P 144A 05.7500 10/01/2025 | 0.01% |
| USD/JPY PUT 107.00 20200413 UBS | 0.01% |
| WASTE MANAGEMENT INC. 04.7500 06/30/2020 | 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% |
| 1011778 BC ULC / P/P 144A 04.3750 01/15/2028 | 0.01% |
| ALTRIA GROUP INC | 0.01% |
| AMSTED INDUSTRIES P/P 144A 05.6250 07/01/2027 | 0.01% |
| APPLE INC 03.4500 05/06/2024 | 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% |
| BECTON DICKINSON AND CO 03.7000 06/06/2027 | 0.01% |
| BUILDERS FIRSTSOURCE P/P 144A 06.7500 06/01/2027 | 0.01% |
| BWAY CORP TLB L+325 05.0840 04/03/2024 | 0.01% |
| CENTENE CORP 04.7500 05/15/2022 | 0.01% |
| CFCRE 2011-C2 D P/P 144A 05.9327 12/15/2047 | 0.01% |
| CHS/COMMUNITY HEALT P/P 144A 08.1250 06/30/2024 | 0.01% |
| CITIGROUP INC 04.6000 03/09/2026 | 0.01% |
| CLEAN HARBORS INC P/P 144A 04.8750 07/15/2027 | 0.01% |
| CLEAR CHANNEL WORLDW P/P 144A 05.1250 08/15/2027 | 0.01% |
| CNH/USD 02/19/2020 HSBCB | 0.01% |
| COMCAST CORP 03.1500 03/01/2026 | 0.01% |
| CROWN CASTLE INTL CORP 04.8750 04/15/2022 | 0.01% |
| CVS PASS-THROUGH P/P 144A 04.7040 01/10/2036 | 0.01% |
| DH EUROPE FINANCE II USD 03.4000 11/15/2049 | 0.01% |
| DIAMONDBACK ENERGY INC 03.2500 12/01/2026 | 0.01% |
| ENERGY TRANSFER OPERATNG 06.1250 12/15/2045 | 0.01% |
| FHR 3829 AS IO 05.2738 03/15/2041 | 0.01% |
| FIFTH THIRD BANCORP 05.1000 12/29/2049 | 0.01% |
| FRONTIER COMM P/P 144A 08.5000 04/01/2026 | 0.01% |
| GMAC CAPITAL TRUST I PCT 07.6948 | 0.01% |
| GOLDMAN SACHS GROUP INC 06.7500 10/01/2037 | 0.01% |
| GSMS 2011-GC5 AS P/P 144A 05.2090 08/10/2044 | 0.01% |
| GSMS 2013-GC10 XA IO 01.6479 02/10/2046 | 0.01% |
| HANESBRANDS INC P/P 144A 04.6250 05/15/2024 | 0.01% |
| HSBC HOLDINGS PLC SEDOL 0540528 | 0.01% |
| ICAHN ENTER/FIN 06.7500 02/01/2024 | 0.01% |
| INTERNATIONAL LEASE FIN CORP 05.8750 08/15/2022 | 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% |
| JPMCC 2012-LC9 D P/P 144A 04.5650 12/15/2047 | 0.01% |
| JPMORGAN CHASE & CO 06.1000 02/01/2049 | 0.01% |
| KINDER MORGAN ENER PART 03.4500 02/15/2023 | 0.01% |
| MBX.FN30.500.09 R USL1M P 01/12/40 BC | 0.01% |
| MEG ENERGY CORP P/P 144A 07.1250 02/01/2027 | 0.01% |
| MERCER INTL INC USD 06.5000 02/01/2024 | 0.01% |
| MET LIFE GLOB FUND P/P 144A 03.0000 01/10/2023 | 0.01% |
| MLMI 2005-A2 A2 03.8839 02/25/2035 | 0.01% |
| MSRR 2015-R4 CB1 02.6162 08/26/2047 | 0.01% |
| NEUBERGER BERMAN GRP P/P 144A 04.8750 04/15/2045 | 0.01% |
| NOVELIS CORP P/P 144A 04.7500 01/30/2030 | 0.01% |
| PACKAGING CORP OF AMERIC 04.5000 11/01/2023 | 0.01% |
| PENN NATIONAL GAMING P/P 144A 05.6250 01/15/2027 | 0.01% |
| PENSKE AUTO GRP INC 05.7500 10/01/2022 | 0.01% |
| PETROBRAS GLOBAL FIN P/P 144A 05.0930 01/15/2030 | 0.01% |
| PETROLEOS MEXICANOS P/P 144A 07.6900 01/23/2050 | 0.01% |
| PPL CAPITAL FUNDING INC 04.2000 06/15/2022 | 0.01% |
| PRUDENTIAL FINANCIAL INC 05.6250 06/15/2043 | 0.01% |
| QORVO INC 05.5000 07/15/2026 | 0.01% |
| SABINE PASS LIQUEFAC 05.7500 05/15/2024 | 0.01% |
| SES SEDOL B00ZQQ2 | 0.01% |
| SPRINT CORP 07.6250 03/01/2026 | 0.01% |
| SS&C TECH INC P/P 144A 05.5000 09/30/2027 | 0.01% |
| TD AMERITRADE HOLDING CORP SEDOL 2983154 | 0.01% |
| TRANSOCEAN INC P/P 144A 08.0000 02/01/2027 | 0.01% |
| TRANSOCEAN PONTUS LT P/P 144A 06.1250 08/01/2025 | 0.01% |
| TRANSOCEAN POSEIDON P/P 144A 06.8750 02/01/2027 | 0.01% |
| TREASURY BILL 00.0000 04/16/2020 | 0.01% |
| UBSBB 2012-C4 XA IO P/P 144A 01.7710 12/10/2045 | 0.01% |
| VERTIV INT HOLD CORP P/P 144A 12.0000 02/15/2022 | 0.01% |
| WESTPAC BANKING CORP USD 04.4210 07/24/2039 | 0.01% |
| WFRBS 2012-C9 XB IO P/P 144A 00.8755 11/15/2045 | 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% |
| ZIGGO BV P/P 144A 05.5000 01/15/2027 | 0.01% |
| ALIMEN COUCHE P/P 144A 02.9500 01/25/2030 | 0.00% |
| ALLIANT HOLDINGS P/P 144A 06.7500 10/15/2027 | 0.00% |
| AMERICAN TOWER CORP 02.9000 01/15/2030 | 0.00% |
| ASCEND LEARNING LLC P/P 144A 06.8750 08/01/2025 | 0.00% |
| AT&T INC 04.3000 02/15/2030 | 0.00% |
| AZRIELI GROUP LTD SEDOL B5MN1W0 | 0.00% |
| BUCKEYE PARTNERS LP 03.9500 12/01/2026 | 0.00% |
| BUILDERS FIRSTSOURCE P/P 144A 05.6250 09/01/2024 | 0.00% |
| CALPINE CORP P/P 144A 05.2500 06/01/2026 | 0.00% |
| CAS 2015-C01 1M2 05.9609 02/25/2025 | 0.00% |
| CENTENE CORP P/P 144A 05.2500 04/01/2025 | 0.00% |
| CGCMT 2012-GC8 XA IO P/P 144A 01.9327 09/10/2045 | 0.00% |
| CGCMT 2014-GC21 X IO 01.3425 05/10/2047 | 0.00% |
| CHEMOURS CO 07.0000 05/15/2025 | 0.00% |
| CIGNA CORP SEDOL BHJ0775 | 0.00% |
| CLEAR CHANNEL WORLD P/P 144A 09.2500 02/15/2024 | 0.00% |
| CON EDISON CO OF NY INC 04.2000 03/15/2042 | 0.00% |
| CONCHO RESOURCES INC 03.7500 10/01/2027 | 0.00% |
| CROWN AMER/CAP 04.7500 02/01/2026 | 0.00% |
| CSC HOLDINGS LLC 06.7500 11/15/2021 | 0.00% |
| CWALT 2005-27 1A1 02.4611 08/25/2035 | 0.00% |
| DRESDNER FDG TRST I P/P 144A 08.1510 06/30/2031 | 0.00% |
| ENTERPRISE PRODUCTS OPER 02.8000 01/31/2030 | 0.00% |
| EQUINOR ASA USD 05.1000 08/17/2040 | 0.00% |
| FORD MOTOR CO SEDOL 2615468 | 0.00% |
| FOX CORP - CLASS B SEDOL BJJMGY5 | 0.00% |
| GARTNER INC P/P 144A 05.1250 04/01/2025 | 0.00% |
| GENERAL MOTORS FINL CO 04.3000 07/13/2025 | 0.00% |
| GLP CAPITAL LP / FIN II 05.3750 04/15/2026 | 0.00% |
| GNMA GII30 BL6161 06.0000 12/20/2048 | 0.00% |
| HSBC USA INC 03.5000 06/23/2024 | 0.00% |
| ICAHN ENTER P/P 144A 04.7500 09/15/2024 | 0.00% |
| ICAHN ENTER/FIN P/P 144A 05.2500 05/15/2027 | 0.00% |
| IHEARTCOMMUNICATIONS INC 06.3750 05/01/2026 | 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% |
| 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% |
| LABORATORY CRP OF AMER HLDGS SEDOL 2586122 | 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% |
| MOLINA HEALTHCARE IN 05.3750 11/15/2022 | 0.00% |
| MSBAM 2014-C17 XA IO 01.2669 08/15/2047 | 0.00% |
| NETFLIX INC P/P 144A 05.3750 11/15/2029 | 0.00% |
| NETFLIX INC. 06.3750 05/15/2029 | 0.00% |
| NEWS CORP - CLASS A SEDOL BBGVT40 | 0.00% |
| OASIS PETROLEUM INC P/P 144A 06.2500 05/01/2026 | 0.00% |
| PENSKE AUTOMOTIVE GROUP 05.3750 12/01/2024 | 0.00% |
| PENSKE AUTOMOTIVE GROUP 05.5000 05/15/2026 | 0.00% |
| RESIDEO FUNDING INC P/P 144A 06.1250 11/01/2026 | 0.00% |
| REVLON CONS TLB L+350 05.4086 09/07/2023 | 0.00% |
| ROBERTSHAW TL 2L L+800 09.6875 02/28/2026 | 0.00% |
| ROBERTSHAW US HOLDING L+325 04.9375 02/28/2025 | 0.00% |
| SEK/USD 03/18/2020 SSBT | 0.00% |
| SESI LLC 07.1250 12/15/2021 | 0.00% |
| SOLENIS 1STL L+400 05.9086 06/26/2025 | 0.00% |
| SOLENIS 2NDL L+850 10.8314 06/26/2026 | 0.00% |
| SOLERA LLC / SOLERA P/P 144A 10.5000 03/01/2024 | 0.00% |
| SPRINGLEAF FINANCE CORP 06.6250 01/15/2028 | 0.00% |
| STACR 2019-DNA1 M2 04.3109 01/25/2049 | 0.00% |
| TENET HEALTHCARE 04.6250 07/15/2024 | 0.00% |
| TRANSDIGM INC. 06.5000 07/15/2024 | 0.00% |
| UNITEDHEALTH GROUP INC 02.8750 03/15/2022 | 0.00% |
| VERTIV GROUP CORP P/P 144A 09.2500 10/15/2024 | 0.00% |
| VISTRA ENERGY CORP P/P 144A 08.1250 01/30/2026 | 0.00% |
| VISTRA OPERATION P/P 144A 05.0000 07/31/2027 | 0.00% |
| VISTRA OPERATIONS CO P/P 144A 05.6250 02/15/2027 | 0.00% |
| VMWARE INC 03.9000 08/21/2027 | 0.00% |
| WFRBS 2012-C10 XA IO P/P 144A 01.6857 12/15/2045 | 0.00% |
| WFRBS 2012-C9 XA IO P/P 144A 02.0553 11/15/2045 | 0.00% |
| WPX ENERGY INC 05.7500 06/01/2026 | 0.00% |
| ABC SUPPLY CO INC P/P 144A 04.0000 01/15/2028 | 0.00% |
| AES CORP/THE 04.5000 03/15/2023 | 0.00% |
| ALLERGAN FUNDING SCS USD 03.4500 03/15/2022 | 0.00% |
| ALLY FINANCIAL INC 08.0000 03/15/2020 | 0.00% |
| ATHENE HOLDING LTD-CLASS A SEDOL BZ13MZ1 | 0.00% |
| AUTOMATION TOOLING S P/P 144A 06.5000 06/15/2023 | 0.00% |
| BANK OF MONTREAL USD 03.8030 12/15/2032 | 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% |
| BERKSHIRE HATHAWAY FIN 04.3000 05/15/2043 | 0.00% |
| BERRY GLOBAL INC P/P 144A 05.6250 07/15/2027 | 0.00% |
| BMIR 2017-1 M1 P/P 144A 03.3609 10/25/2027 | 0.00% |
| BMW US CAPITAL LLC P/P 144A 03.4000 08/13/2021 | 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% |
| BROOKFIELD RESID P/P 144A 06.2500 09/15/2027 | 0.00% |
| BSCMS 2006-PW11 B P/P 144A 05.8015 03/11/2039 | 0.00% |
| CAS 2015-C02 1M2 05.6609 05/25/2025 | 0.00% |
| CAS 2019-HRP1 M2 03.8109 11/25/2039 | 0.00% |
| CAS 2019-R02 1M2 03.9609 08/25/2031 | 0.00% |
| CELANESE US HOLDINGS LLC 04.6250 11/15/2022 | 0.00% |
| CENTENE ESCROW I CO P/P 144A 05.3750 06/01/2026 | 0.00% |
| CHARTER COMM OPT LLC 05.3750 05/01/2047 | 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% |
| COMCAST CORP 02.3500 01/15/2027 | 0.00% |
| COMMSCOPE INC P/P 144A 06.0000 03/01/2026 | 0.00% |
| CREDIT ACCEPTANC P/P 144A 05.1250 12/31/2024 | 0.00% |
| CREDIT ACCEPTANC P/P 144A 06.6250 03/15/2026 | 0.00% |
| CWALT 2006-24CB A13 02.0109 08/25/2036 | 0.00% |
| DUN & BRADSTREET COR P/P 144A 06.8750 08/15/2026 | 0.00% |
| FREEPORT-MCMORAN INC 05.4500 03/15/2043 | 0.00% |
| GATES GLOBAL TLB L+275 04.3953 03/31/2024 | 0.00% |
| GENERAL DYNAMICS CORP 02.2500 11/15/2022 | 0.00% |
| GETLINK SE SEDOL B292JQ9 | 0.00% |
| GNMA GII30 AY2298 04.7000 05/20/2067 | 0.00% |
| GNMA GII30 AY4779 04.5090 03/20/2067 | 0.00% |
| GNMA GII30 BA7681 04.6250 06/20/2067 | 0.00% |
| GNMA GII30 BB0107 04.7000 08/20/2067 | 0.00% |
| GNMA GII30 BL6185 06.0000 01/20/2049 | 0.00% |
| GNMA GII30 BL6216 06.0000 03/20/2049 | 0.00% |
| GNMA GII30 BL6235 06.0000 04/20/2049 | 0.00% |
| GO DADDY OPCO/FINCO P/P 144A 05.2500 12/01/2027 | 0.00% |
| HOLLY PAR/FIN P/P 144A 05.0000 02/01/2028 | 0.00% |
| HOLOGIC INC P/P 144A 04.3750 10/15/2025 | 0.00% |
| IHS MARKIT LTD USD 04.7500 08/01/2028 | 0.00% |
| INTERCONTINENTAL EXCHANGE IN SEDOL BFSSDS9 | 0.00% |
| IRON MOUNTAIN INC P/P 144A 05.2500 03/15/2028 | 0.00% |
| ISTAR INC. 05.2500 09/15/2022 | 0.00% |
| JOSEPH T RYERSON & S P/P 144A 11.0000 05/15/2022 | 0.00% |
| L BRANDS INC 06.7500 07/01/2036 | 0.00% |
| MAUSER PACKAGING SOL P/P 144A 05.5000 04/15/2024 | 0.00% |
| MEG ENERGY CORP P/P 144A 06.3750 01/30/2023 | 0.00% |
| MERCER INTL INC USD 05.5000 01/15/2026 | 0.00% |
| MERCK & CO. INC. 02.7500 02/10/2025 | 0.00% |
| MSAC 2004-HE6 M1 02.4859 08/25/2034 | 0.00% |
| NABORS IND LTD P/P 144A 07.2500 01/15/2026 | 0.00% |
| NABORS IND LTD P/P 144A 07.5000 01/15/2028 | 0.00% |
| NATIONSTAR MTG P/P 144A 06.0000 01/15/2027 | 0.00% |
| NEIMAN MARCUS TL L+600 07.7344 10/25/2023 | 0.00% |
| NN GROUP NV SEDOL BNG8PQ9 | 0.00% |
| NRG ENERGY INC 05.7500 01/15/2028 | 0.00% |
| OASIS PETROLEUM INC 06.8750 03/15/2022 | 0.00% |
| ONO PHARMACEUTICAL CO LTD SEDOL 6660107 | 0.00% |
| ORTHO-CLINICAL P/P 144A 07.2500 02/01/2028 | 0.00% |
| PANTHER BF AGGREGA P/P 144A 06.2500 05/15/2026 | 0.00% |
| PARTY CITY HLDG INC P/P 144A 06.1250 08/15/2023 | 0.00% |
| PENSKE TRUCK LE P/P 144A 03.4000 11/15/2026 | 0.00% |
| PETROBRAS GLOBAL FIN USD 05.9990 01/27/2028 | 0.00% |
| PUBLIC SERVICE ELECTRIC 05.5000 03/01/2040 | 0.00% |
| QVC INC 04.4500 02/15/2025 | 0.00% |
| SCIENTIFIC GAMES P/P 144A 07.0000 05/15/2028 | 0.00% |
| SHELL INTERNATIONAL FIN USD 02.1250 05/11/2020 | 0.00% |
| SIRIUS XM RADIO INC. P/P 144A 05.5000 07/01/2029 | 0.00% |
| SM ENERGY CO 05.0000 01/15/2024 | 0.00% |
| SM ENERGY CO 06.1250 11/15/2022 | 0.00% |
| SPECTRUM BRANDS INC P/P 144A 05.0000 10/01/2029 | 0.00% |
| SPRINGLEAF FINANCE CORP 07.1250 03/15/2026 | 0.00% |
| STACR 2015-HQ2 M2 03.6109 05/25/2025 | 0.00% |
| T-MOBILE USA INC 04.5000 02/01/2026 | 0.00% |
| TARGA RESOURCES PART 06.5000 07/15/2027 | 0.00% |
| TAYLOR MORRISON COMM P/P 144A 05.7500 01/15/2028 | 0.00% |
| TENET HEALTHCARE P/P 144A 06.2500 02/01/2027 | 0.00% |
| TRAVELPORT TLB L+500 07.5413 05/30/2026 | 0.00% |
| TREASURY BILL 00.0000 02/20/2020 | 0.00% |
| WFCM 2016-LC25 XA IO 01.1368 12/15/2059 | 0.00% |
| YUM! BRANDS INC P/P 144A 04.7500 01/15/2030 | 0.00% |
| AIR MEDICAL MERGER S P/P 144A 06.3750 05/15/2023 | 0.00% |
| AKZO NOBEL N.V. SEDOL BJ2KSG2 | 0.00% |
| ANHEUSER-BUSCH INBEV WOR 02.5000 07/15/2022 | 0.00% |
| BANK OF AMERICA CORP 06.5000 10/29/2049 | 0.00% |
| BAUSCH HLTH COS INC P/P 144A 05.0000 01/30/2028 | 0.00% |
| BAUSCH HLTH COS INC P/P 144A 05.2500 01/30/2030 | 0.00% |
| BAUSCH HLTH COS INC P/P 144A 06.5000 03/15/2022 | 0.00% |
| BEACON ROOFING SUPPL P/P 144A 04.5000 11/15/2026 | 0.00% |
| BERKSHIRE HATHAWAY FIN 04.2500 01/15/2021 | 0.00% |
| BERRY GLOBAL INC 05.5000 05/15/2022 | 0.00% |
| BOYD GAMING CORP 06.3750 04/01/2026 | 0.00% |
| CAD/USD 04/15/2020 SSBT | 0.00% |
| CALIFORNIA RESOURC TL L+475 06.4000 12/31/2022 | 0.00% |
| CANADIAN UTILITIES LTD-A SEDOL 2172639 | 0.00% |
| CENTENE CORP P/P 144A 05.3750 08/15/2026 | 0.00% |
| CHF/USD 03/18/2020 JPMCB | 0.00% |
| CIT GROUP INC 05.0000 08/01/2023 | 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% |
| COMCAST CORP 03.9990 11/01/2049 | 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 INTL TL L+375 05.9333 05/05/2024 | 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% |
| ELDORADO RESORTS INC 07.0000 08/01/2023 | 0.00% |
| ENERGIZER HLDG INC P/P 144A 06.3750 07/15/2026 | 0.00% |
| ENTERPRISE MERG P/P 144A 08.7500 10/15/2026 | 0.00% |
| EQUINIX INC 05.8750 01/15/2026 | 0.00% |
| FHR 3072 SM 04.2533 11/15/2035 | 0.00% |
| GBP/USD CALL 1.335 20200402 BCAP-FX | 0.00% |
| GBP/USD CALL 1.335 20200407 CITI | 0.00% |
| GBP/USD CALL 1.335 20200407 UBS | 0.00% |
| GNMA GII30 BL6016 06.0000 02/20/2049 | 0.00% |
| GNMA GII30 BL6184 06.0000 02/20/2049 | 0.00% |
| GNMA GII30 BL6217 06.0000 03/20/2049 | 0.00% |
| GNMA GII30 BL6219 06.0000 03/20/2049 | 0.00% |
| GNMA GII30 BM1953 06.0000 03/20/2049 | 0.00% |
| GNR 2010-9 UI IO 05.0000 01/20/2040 | 0.00% |
| GNR 2012-141 WI IO 03.5000 11/20/2041 | 0.00% |
| GNR 2015-124 NI IO 03.5000 06/20/2039 | 0.00% |
| H LUNDBECK A/S SEDOL 7085259 | 0.00% |
| I-SENS INC SEDOL B94K2F7 | 0.00% |
| INCEPTION MRGR/RACK P/P 144A 08.6250 11/15/2024 | 0.00% |
| IOS.FN30.400.10 R USL1M P 01/12/41 BC | 0.00% |
| JO-ANN STORES 2NDL L+925 10.9095 05/21/2024 | 0.00% |
| JO-ANN STORES TL L+500 06.6595 10/16/2023 | 0.00% |
| JPMBB 2013-C17 XA IO 00.9240 01/15/2047 | 0.00% |
| JPMORGAN CHASE & CO 02.9099 05/15/2047 | 0.00% |
| KYUSHU RAILWAY COMPANY SEDOL BD2BST6 | 0.00% |
| LENNAR CORP 05.8750 11/15/2024 | 0.00% |
| LIVE NATION ENT P/P 144A 04.7500 10/15/2027 | 0.00% |
| MASONITE INTL C P/P 144A 05.3750 02/01/2028 | 0.00% |
| MATTAMY GROUP CORP P/P 144A 06.5000 10/01/2025 | 0.00% |
| MBX.FN30.450.09 R USL1M P 01/12/40 BC | 0.00% |
| MGM GROWTH/MGM FINANCE 04.5000 01/15/2028 | 0.00% |
| MICROSOFT CORP 05.3000 02/08/2041 | 0.00% |
| MOOG INC P/P 144A 04.2500 12/15/2027 | 0.00% |
| NATIONSTAR MTG P/P 144A 09.1250 07/15/2026 | 0.00% |
| 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% |
| NUTRIEN LTD USD 05.2500 01/15/2045 | 0.00% |
| OUTFRONT MEDIA C P/P 144A 04.6250 03/15/2030 | 0.00% |
| POMEGRANATE MERGER S P/P 144A 09.7500 05/01/2023 | 0.00% |
| RAYTHEON COMPANY 04.8750 10/15/2040 | 0.00% |
| REALOGY GRP / CO P/P 144A 09.3750 04/01/2027 | 0.00% |
| REGENCY ENERGY P 04.5000 11/01/2023 | 0.00% |
| REPSOL SA SEDOL 5669354 | 0.00% |
| REPUBLIC OF VENEZUELA REGS 08.2500 10/13/2024 | 0.00% |
| SPECTRUM BRANDS INC 06.1250 12/15/2024 | 0.00% |
| SPRINT SPECTRUM P/P 144A 03.3600 09/20/2021 | 0.00% |
| SUBARU CORP SEDOL 6356406 | 0.00% |
| T-MOBILE USA INC 06.3750 03/01/2025 | 0.00% |
| T-MOBILE USA INC. 04.0000 04/15/2022 | 0.00% |
| TARGA RES PRTNRS P/P 144A 05.5000 03/01/2030 | 0.00% |
| TARGA RESOURCES PART 06.8750 01/15/2029 | 0.00% |
| TECK RESOURCES LIMITED USD 03.7500 02/01/2023 | 0.00% |
| TRONOX INC P/P 144A 06.5000 04/15/2026 | 0.00% |
| TWDC ENTERPRISES 18 CORP 02.7500 08/16/2021 | 0.00% |
| VIPER ENERGY P/P 144A 05.3750 11/01/2027 | 0.00% |
| WMG ACQUISITION CORP P/P 144A 05.5000 04/15/2026 | 0.00% |
| WPX ENERGY INC 04.5000 01/15/2030 | 0.00% |
| ZEKELMAN IND INC P/P 144A 09.8750 06/15/2023 | 0.00% |
| ABC SUPPLY CO INC P/P 144A 05.8750 05/15/2026 | 0.00% |
| AKER BP ASA P/P 144A 05.8750 03/31/2025 | 0.00% |
| ALBERTSONS COS P/P 144A 04.8750 02/15/2030 | 0.00% |
| ALLY FINANCIAL INC 03.8750 05/21/2024 | 0.00% |
| APACHE CORPORATION 03.2500 04/15/2022 | 0.00% |
| ASCENT RESOURCES/AR P/P 144A 07.0000 11/01/2026 | 0.00% |
| AUD/USD 04/15/2020 SSBT | 0.00% |
| AUD/USD 04/15/2020 UBS | 0.00% |
| BERRY GLOBAL INC P/P 144A 04.5000 02/15/2026 | 0.00% |
| BUCKEYE PARTNERS LP 05.8500 11/15/2043 | 0.00% |
| CAD/USD 04/15/2020 BANKAM | 0.00% |
| CALIFORNIA RESOURCES P/P 144A 08.0000 12/15/2022 | 0.00% |
| CAS 2015-C02 2M2 05.6609 05/25/2025 | 0.00% |
| CBS OUT AMER CAP LLC 05.6250 02/15/2024 | 0.00% |
| CHEMOURS CO 05.3750 05/15/2027 | 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% |
| COMCAST CORP 06.5000 11/15/2035 | 0.00% |
| EAGLE HLDG CO II LLC P/P 144A 07.7500 05/15/2022 | 0.00% |
| ELDORADO RESORTS INC 06.0000 09/15/2026 | 0.00% |
| EOG RESOURCES INC 04.1500 01/15/2026 | 0.00% |
| FHR 3065 DC 14.8313 03/15/2035 | 0.00% |
| FIDELITY NATIONAL INFORM 03.0000 08/15/2026 | 0.00% |
| FNMA FN30 971053 04.5000 02/01/2039 | 0.00% |
| FNR 2007-53 SP 18.1101 06/25/2037 | 0.00% |
| FRAC TECH INTL TLB L+475 06.3953 04/16/2021 | 0.00% |
| GARDA WORLD SECURITY P/P 144A 04.6250 02/15/2027 | 0.00% |
| GENERAL MOTORS FINL CO 04.0000 01/15/2025 | 0.00% |
| GLENCORE PLC SEDOL B4T3BW6 | 0.00% |
| GNMA GII30 BL6218 06.0000 02/20/2049 | 0.00% |
| HCA INC. 07.5000 02/15/2022 | 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% |
| IOS.FN30.400.09 R USL1M P 01/12/40 GS | 0.00% |
| LAMB WESTON HOLDINGS P/P 144A 04.6250 11/01/2024 | 0.00% |
| MERCER INTL INC USD 07.3750 01/15/2025 | 0.00% |
| MERCK & CO INC 01.8500 02/10/2020 | 0.00% |
| MOLINA HEALTHCARE IN P/P 144A 04.8750 06/15/2025 | 0.00% |
| NEW GOLD INC P/P 144A 06.2500 11/15/2022 | 0.00% |
| NOBLE HOLDING INTL LTD USD 07.7500 01/15/2024 | 0.00% |
| NOK/USD 03/18/2020 BCAP-FX | 0.00% |
| NOK/USD 03/18/2020 SSBT | 0.00% |
| NRG ENERGY INC 06.6250 01/15/2027 | 0.00% |
| OASIS PETROLEUM INC CV 02.6250 09/15/2023 | 0.00% |
| ONCOR ELECTRIC DELIVERY 05.3000 06/01/2042 | 0.00% |
| PETROBRAS GLOBAL FIN USD 05.2990 01/27/2025 | 0.00% |
| PRESTIGE BRANDS INC P/P 144A 05.1250 01/15/2028 | 0.00% |
| QUEBECOR MEDIA INC USD 05.7500 01/15/2023 | 0.00% |
| RACKSPACE HOSTING INC L+300 04.7632 11/03/2023 | 0.00% |
| REPUBLIC OF VENEZUELA REGS 09.0000 05/07/2023 | 0.00% |
| SEK/USD 03/18/2020 HSBCB | 0.00% |
| STACR 2018-HQA2 M2 03.9609 10/25/2048 | 0.00% |
| STACR 2019-HQA1 M2 04.0109 02/25/2049 | 0.00% |
| T-MOBILE USA INC 06.0000 03/01/2023 | 0.00% |
| THE AES CORPORATION 04.8750 05/15/2023 | 0.00% |
| THE SHERWIN-WILLIAMS COMPANY 02.7500 06/01/2022 | 0.00% |
| TOWNSQUARE MEDIA INC P/P 144A 06.5000 04/01/2023 | 0.00% |
| VALARIS PLC USD 07.7500 02/01/2026 | 0.00% |
| VIACOMCBS INC 04.0000 01/15/2026 | 0.00% |
| AIR LEASE CORP 02.5000 03/01/2021 | 0.00% |
| ALLEGHENY TECHNOLOGIES 05.8750 12/01/2027 | 0.00% |
| ANTERO MIDSTREAM P/P 144A 05.7500 01/15/2028 | 0.00% |
| AUD/USD 04/15/2020 BCAP-FX | 0.00% |
| BOMBARDIER INC P/P 144A 08.7500 12/01/2021 | 0.00% |
| BP CAP MARKETS AMERICA 03.9370 09/21/2028 | 0.00% |
| CAD/USD 04/15/2020 TDBK | 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.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.9 2058-09-17 500.0 09/17/2058 CG | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CS | 0.00% |
| COLORADO INTERSTATE GAS CO 06.8500 06/15/2037 | 0.00% |
| CONTINENTAL RESOURCES 05.0000 09/15/2022 | 0.00% |
| CROWN CASTLE INTL CORP 04.4500 02/15/2026 | 0.00% |
| DENBURY RESOURCES P/P 144A 09.2500 03/31/2022 | 0.00% |
| ENERGIZER HLDG INC P/P 144A 07.7500 01/15/2027 | 0.00% |
| FEDEX CORP 02.6250 08/01/2022 | 0.00% |
| FHR 2990 LB 12.6613 06/15/2034 | 0.00% |
| FHR 3249 PS 16.7434 12/15/2036 | 0.00% |
| FNR 2005-75 GS 15.2674 08/25/2035 | 0.00% |
| FNR 2006-62 PS 29.9347 07/25/2036 | 0.00% |
| FNR 2006-8 HP 18.4768 03/25/2036 | 0.00% |
| GBP/USD 03/18/2020 BANKAM | 0.00% |
| GBP/USD 03/18/2020 RBSF | 0.00% |
| GNMA GII30 BJ9611 04.5000 05/20/2049 | 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% |
| GNMA GII30 BN2618 04.5000 05/20/2049 | 0.00% |
| GNR 2010-9 QI IO 04.5000 01/20/2040 | 0.00% |
| IHEARTMEDIA INC - CLASS A SEDOL BJVR9Y9 | 0.00% |
| IHEARTMEDIA TL L+400 05.6550 05/01/2026 | 0.00% |
| IOS.FN30.350.14 R USL1M P 01/12/45 CS | 0.00% |
| MALLINCKRODT FIN/SB P/P 144A 10.0000 04/15/2025 | 0.00% |
| MEG ENERGY CORP P/P 144A 07.0000 03/31/2024 | 0.00% |
| MERCK & CO INC 02.9000 03/07/2024 | 0.00% |
| MSC 2007-HQ11 C 05.5580 02/12/2044 | 0.00% |
| NOK/USD 03/18/2020 HSBCB | 0.00% |
| NZD/USD 04/15/2020 BCAP-FX | 0.00% |
| NZD/USD 04/15/2020 GSFX | 0.00% |
| NZD/USD 04/15/2020 JPMCB | 0.00% |
| 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% |
| ROYAL BANK OF CANADA USD 02.8000 04/29/2022 | 0.00% |
| S&P GLOBAL INC 02.5000 12/01/2029 | 0.00% |
| SEK/USD 03/18/2020 BCAP-FX | 0.00% |
| SEK/USD 03/18/2020 JPMCB | 0.00% |
| SEK/USD 03/18/2020 RBSF | 0.00% |
| SEK/USD 03/18/2020 TDBK | 0.00% |
| SEK/USD 03/18/2020 UBS | 0.00% |
| SM ENERGY CO 06.6250 01/15/2027 | 0.00% |
| STACR 2019-DNA2 M2 04.1109 03/25/2049 | 0.00% |
| STANDARD IND INC P/P 144A 04.7500 01/15/2028 | 0.00% |
| T-MOBILE USA INC 05.3750 04/15/2027 | 0.00% |
| TITAN ACQ LTD P/P 144A 07.7500 04/15/2026 | 0.00% |
| TOLEDO EDISON COMPANY 07.2500 05/01/2020 | 0.00% |
| TRANSDIGM INC 06.5000 05/15/2025 | 0.00% |
| USD/JPY PUT 101.00 20200413 UBS | 0.00% |
| USD/JPY PUT 101.00 20200417 JPMCB | 0.00% |
| ADVANZ PHARMA CORP LTD SEDOL BG0RYR7 | 0.00% |
| ANHEUSER-BUSCH INBEV WOR 04.1500 01/23/2025 | 0.00% |
| AUD/USD 04/15/2020 GSFX | 0.00% |
| AUD/USD 04/15/2020 RBSF | 0.00% |
| BACM 2005-1 XW IO P/P 144A 00.0000 11/10/2042 | 0.00% |
| BACM 2007-1 XW IO 00.4864 01/15/2049 | 0.00% |
| BACM 2007-5 XW IO P/P 144A 00.0000 02/10/2051 | 0.00% |
| BANK OF NOVA SCOTIA USD 02.0000 11/15/2022 | 0.00% |
| BERKSHIRE HATHAWAY ENERG 06.1250 04/01/2036 | 0.00% |
| BSCMS 04-PR3I X1 IO 00.0000 02/11/2041 | 0.00% |
| BSCMS 06-PW14 X1 IO P/P 144A 00.4981 12/11/2038 | 0.00% |
| BSCMS 2006-PW11 C P/P 144A 05.8015 03/11/2039 | 0.00% |
| CAD/USD 04/15/2020 RBSF | 0.00% |
| CD 2007-CD4 XW IO P/P 144A 01.3816 12/11/2049 | 0.00% |
| CGCMT 2006-C5 XC IO P/P 144A 00.7215 10/15/2049 | 0.00% |
| CHINA INTERNATIONAL TRAVEL-A SEDOL BP3R466 | 0.00% |
| CLEAR CHANNEL OUTDOOR HOLDIN SEDOL BJHVCH9 | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 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 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 MS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 MS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 MS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 MS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 MS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 MS | 0.00% |
| CMB CMBX.NA.A.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 CS | 0.00% |
| CMB CMBX.NA.A.7 2047-01-17 200.0 01/17/2047 JP | 0.00% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CG | 0.00% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CG | 0.00% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CS | 0.00% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CS | 0.00% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CS | 0.00% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 JP | 0.00% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 ML | 0.00% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 MS | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 JP | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 JP | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 JP | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 JP | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 JP | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 JP | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 ML | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 MS | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 MS | 0.00% |
| CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 JP | 0.00% |
| CMB CMBX.NA.BB.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 CG | 0.00% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 JP | 0.00% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 JP | 0.00% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 JP | 0.00% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 JP | 0.00% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 MS | 0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CG | 0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CG | 0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CG | 0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CG | 0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CG | 0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CS | 0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CS | 0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CS | 0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS | 0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS | 0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 JP | 0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 MS | 0.00% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 CG | 0.00% |
| CMB CMBX.NA.BB.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 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 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 GS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 JP | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 JP | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 ML | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.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 CG | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP | 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 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 MS | 0.00% |
| CNH/USD 05/20/2020 BANKAM | 0.00% |
| CNH/USD 05/20/2020 GSFX | 0.00% |
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| CSMC 2007-C2 AX IO P/P 144A 00.0442 01/15/2049 | 0.00% |
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| EUR/USD 03/18/2020 BCAP-FX | 0.00% |
| EUR/USD 03/18/2020 CSI-FX | 0.00% |
| EUR/USD 03/18/2020 HSBCB | 0.00% |
| EUR/USD 03/18/2020 JPMCB | 0.00% |
| EUR/USD 03/18/2020 RBSF | 0.00% |
| EUR/USD 03/18/2020 TDBK | 0.00% |
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| 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% |
| IOS.FN30.650.67 R USL1M P 01/12/38 BC | 0.00% |
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| BIOGEN INC SEDOL 2455965 | 0.33% |
| WASTE MANAGEMENT INC SEDOL 2937667 | 0.32% |
| EBAY INC SEDOL 2293819 | 0.31% |
| DANAHER CORP SEDOL 2250870 | 0.31% |
| KINDER MORGAN INC SEDOL B3NQ4P8 | 0.31% |
| TAIWAN SEMICONDUCTOR MANUFAC SEDOL 6889106 | 0.30% |
| INGERSOLL-RAND PLC SEDOL B633030 | 0.30% |
| CUMMINS INC SEDOL 2240202 | 0.30% |
| NOVARTIS AG-REG SEDOL 7103065 | 0.30% |
| MATCHPOINT FINANCE PLC 57666ACJ9 DCP 03/18/2020 | 0.30% |
| FNMA FN30 FM1741 UMBS 04.0000 04/01/2049 | 0.29% |
| CAPITAL ONE FINANCIAL CORP SEDOL 2654461 | 0.29% |
| BROADCOM INC SEDOL BDZ78H9 | 0.28% |
| CAFCO LLC 1247P2CG7 DCP 03/16/2020 | 0.27% |
| KERING SEDOL 5505072 | 0.27% |
| KLA CORP SEDOL 2480138 | 0.27% |
| CROWN CASTLE INTL CORP SEDOL BTGQCX1 | 0.27% |
| HILTON WORLDWIDE HOLDINGS IN SEDOL BYVMW06 | 0.27% |
| BRISTOL-MYERS SQUIBB CO SEDOL 2126335 | 0.27% |
| PFIZER INC SEDOL 2684703 | 0.27% |
| REGENCY MARKETS NO. 1 LLC 7588R0AG2 DCP 01/16/2020 | 0.26% |
| EDWARDS LIFESCIENCES CORP SEDOL 2567116 | 0.26% |
| TARGET CORP SEDOL 2259101 | 0.26% |
| MCKESSON CORP SEDOL 2378534 | 0.26% |
| PRUDENTIAL FINANCIAL INC SEDOL 2819118 | 0.25% |
| AMERIPRISE FINANCIAL INC SEDOL B0J7D57 | 0.25% |
| UNITED AIRLINES HOLDINGS INC SEDOL B4QG225 | 0.24% |
| VEEVA SYSTEMS INC-CLASS A SEDOL BFH3N85 | 0.24% |
| SYNCHRONY FINANCIAL SEDOL BP96PS6 | 0.24% |
| AGILENT TECHNOLOGIES INC SEDOL 2520153 | 0.24% |
| HERSHEY CO/THE SEDOL 2422806 | 0.24% |
| ABBVIE INC SEDOL B92SR70 | 0.24% |
| OMNICOM GROUP SEDOL 2279303 | 0.23% |
| ALLSTATE CORP SEDOL 2019952 | 0.22% |
| DISCOVER FINANCIAL SERVICES SEDOL B1YLC43 | 0.22% |
| HP INC SEDOL BYX4D52 | 0.22% |
| AFLAC INC SEDOL 2026361 | 0.22% |
| NOVO NORDISK A/S-B SEDOL BHC8X90 | 0.21% |
| ALLIANZ SE-REG SEDOL 5231485 | 0.21% |
| EXPEDIA GROUP INC SEDOL B748CK2 | 0.21% |
| ZIMMER BIOMET HOLDINGS INC SEDOL 2783815 | 0.21% |
| SONY CORP SEDOL 6821506 | 0.21% |
| GOLDMAN SACHS GROUP INC SEDOL 2407966 | 0.21% |
| FNMA FN30 FM1521 UMBS 04.0000 05/01/2049 | 0.20% |
| LEIDOS HOLDINGS INC SEDOL BDV82B8 | 0.20% |
| RIO TINTO PLC SEDOL 0718875 | 0.20% |
| FORTINET INC SEDOL B5B2106 | 0.20% |
| ROYAL DUTCH SHELL PLC-B SHS SEDOL B03MM40 | 0.20% |
| GILEAD SCIENCES INC SEDOL 2369174 | 0.20% |
| ALLERGAN PLC SEDOL BY9D546 | 0.19% |
| UNILEVER NV SEDOL B1527V7 | 0.19% |
| CADENCE DESIGN SYS INC SEDOL 2302232 | 0.19% |
| TAKE-TWO INTERACTIVE SOFTWRE SEDOL 2122117 | 0.19% |
| FNMA FN30 TBA UMBS 06.0000 01/01/2050 | 0.19% |
| AT&T INC SEDOL 2831811 | 0.18% |
| BNP PARIBAS SEDOL 7309681 | 0.18% |
| HARTFORD FINANCIAL SVCS GRP SEDOL 2476193 | 0.18% |
| E*TRADE FINANCIAL CORPORATION | 0.18% |
| ENEL SPA SEDOL 7144569 | 0.18% |
| FNMA FN30 TBA UMBS 04.0000 01/01/2050 | 0.18% |
| KDDI CORP SEDOL 6248990 | 0.18% |
| NESTLE SA-REG SEDOL 7123870 | 0.18% |
| SYNOPSYS INC SEDOL 2867719 | 0.17% |
| MGM RESORTS INTERNATIONAL SEDOL 2547419 | 0.17% |
| SOCIETE GENERALE SA 83369BC20 DCP 03/02/2020 | 0.17% |
| KONINKLIJKE PHILIPS NV SEDOL 5986622 | 0.17% |
| ALIBABA GROUP HOLDING-SP ADR SEDOL BP41ZD1 | 0.16% |
| ASTELLAS PHARMA INC SEDOL 6985383 | 0.16% |
| HITACHI LTD SEDOL 6429104 | 0.16% |
| HOYA CORP SEDOL 6441506 | 0.16% |
| PULTEGROUP INC SEDOL 2708841 | 0.16% |
| SUMITOMO MITSUI FINANCIAL GR SEDOL 6563024 | 0.16% |
| UNILEVER PLC SEDOL B10RZP7 | 0.16% |
| LEGAL & GENERAL GROUP PLC SEDOL 0560399 | 0.16% |
| CRH PLC SEDOL 4182249 | 0.16% |
| ITOCHU CORP SEDOL 6467803 | 0.16% |
| SANDVIK AB SEDOL B1VQ252 | 0.16% |
| CF INDUSTRIES HOLDINGS INC SEDOL B0G4K50 | 0.16% |
| DEUTSCHE POST AG-REG SEDOL 4617859 | 0.16% |
| HDFC BANK LIMITED SEDOL BK1N461 | 0.16% |
| KEYSIGHT TECHNOLOGIES IN SEDOL BQZJ0Q9 | 0.16% |
| BANCO BILBAO VIZCAYA ARGENTA SEDOL 5501906 | 0.15% |
| AES CORP SEDOL 2002479 | 0.15% |
| ENTERGY CORP SEDOL 2317087 | 0.15% |
| FNMA FN30 AL9859 UMBS 03.0000 03/01/2047 | 0.15% |
| F5 NETWORKS INC SEDOL 2427599 | 0.15% |
| NINTENDO CO LTD SEDOL 6639550 | 0.15% |
| PARTNERS GROUP HOLDING AG SEDOL B119QG0 | 0.15% |
| PEUGEOT SA SEDOL 7103526 | 0.15% |
| COMPASS GROUP PLC SEDOL BD6K457 | 0.15% |
| AMETEK INC SEDOL 2089212 | 0.15% |
| SHIONOGI & CO LTD SEDOL 6804682 | 0.14% |
| CK ASSET HOLDINGS LTD SEDOL BYZQ077 | 0.14% |
| FNMA FN30 MA2737 UMBS 03.0000 09/01/2046 | 0.14% |
| WOLTERS KLUWER SEDOL 5671519 | 0.14% |
| WOOLWORTHS GROUP LTD SEDOL 6981239 | 0.14% |
| ASHTEAD GROUP PLC SEDOL 0053673 | 0.14% |
| CENTERPOINT ENERGY INC SEDOL 2440637 | 0.14% |
| VISTRA ENERGY CORP SEDOL BZ8VJQ8 | 0.14% |
| DEUTSCHE TELEKOM AG-REG SEDOL 5842359 | 0.14% |
| HERMES INTERNATIONAL SEDOL 5253973 | 0.14% |
| AVIVA PLC SEDOL 0216238 | 0.14% |
| NRG ENERGY INC SEDOL 2212922 | 0.14% |
| ORIX CORP SEDOL 6661144 | 0.13% |
| PING AN INSURANCE GROUP CO-H SEDOL B01FLR7 | 0.13% |
| NORWEGIAN CRUISE LINE HOLDIN SEDOL B9CGTC3 | 0.13% |
| CARLSBERG AS-B SEDOL 4169219 | 0.13% |
| ARISTOCRAT LEISURE LTD SEDOL 6253983 | 0.13% |
| ALTICE USA INC- A SEDOL BDRY7P9 | 0.13% |
| LINCOLN NATIONAL CORP SEDOL 2516378 | 0.13% |
| LUKOIL PJSC-SPON ADR SEDOL BYZDW27 | 0.13% |
| SERVICENOW INC SEDOL B80NXX8 | 0.13% |
| WH GROUP LTD SEDOL BLLHKZ1 | 0.13% |
| ZOETIS INC SEDOL B95WG16 | 0.13% |
| ALLY FINANCIAL INC SEDOL B72XK05 | 0.13% |
| CHINA LESSO GROUP HOLDINGS L SEDOL BCDBKF8 | 0.12% |
| COVESTRO AG SEDOL BYTBWY9 | 0.12% |
| INDUSTRIA DE DISENO TEXTIL SEDOL BP9DL90 | 0.12% |
| SHIN-ETSU CHEMICAL CO LTD SEDOL 6804585 | 0.12% |
| SKANDINAVISKA ENSKILDA USD 02.3000 03/11/2020 | 0.12% |
| ANGLO AMER PLC SEDOL B1XZS82 | 0.12% |
| AVALONBAY COMMUNITIES INC SEDOL 2131179 | 0.12% |
| MICHELIN (CGDE) SEDOL 4588364 | 0.12% |
| TREASURY BILL 00.0000 04/23/2020 | 0.12% |
| CBRE GROUP INC - A SEDOL B6WVMH3 | 0.12% |
| AGNC INVESTMENT CORP SEDOL BYYHJL8 | 0.12% |
| CIA PARANAENSE DE ENERGI-PFB | 0.12% |
| FIAT CHRYSLER AUTOMOBILES NV SEDOL BRJFWP3 | 0.12% |
| THERMO FISHER SCIENTIFIC INC SEDOL 2886907 | 0.12% |
| A-LIVING SVCS CO LTD SEDOL BFWK4M2 | 0.12% |
| DOVER CORP SEDOL 2278407 | 0.12% |
| AENA SME SA SEDOL BVRZ8L1 | 0.12% |
| ESSITY AKTIEBOLAG-B SEDOL BF1K7P7 | 0.12% |
| DAIKIN INDUSTRIES LTD SEDOL 6250724 | 0.11% |
| EVERGY INC SEDOL BFMXGR0 | 0.11% |
| HOLOGIC INC SEDOL 2433530 | 0.11% |
| PINNACLE WEST CAPITAL SEDOL 2048804 | 0.11% |
| TELSTRA CORP LTD SEDOL 6087289 | 0.11% |
| ASIAN PAINTS LTD SEDOL BCRWL65 | 0.11% |
| RELIANCE INDUSTRIES LTD SEDOL 6099626 | 0.11% |
| VOLKSWAGEN AG PFD SEDOL 5497168 | 0.11% |
| JUBILANT FOODWORKS LTD SEDOL B3PRM66 | 0.11% |
| 3I GROUP PLC SEDOL B1YW440 | 0.11% |
| CREDIT AGRICOLE SA SEDOL 7262610 | 0.11% |
| INVITATION HOMES INC SEDOL BD81GW9 | 0.11% |
| VEREIT INC SEDOL BYVVTJ1 | 0.11% |
| WULIANGYE YIBIN CO LTD-A SEDOL BD5CPG2 | 0.11% |
| HD SUPPLY HOLDINGS INC SEDOL BBL5981 | 0.11% |
| REPUBLIC SERVICES INC SEDOL 2262530 | 0.10% |
| VICI PROPERTIES INC SEDOL BYWH073 | 0.10% |
| WALMART DE MEXICO SAB DE CV SEDOL BW1YVH8 | 0.10% |
| XEROX HOLDINGS CORP SEDOL BJJD5G3 | 0.10% |
| BANK LEUMI LE-ISRAEL SEDOL 6076425 | 0.10% |
| AMERISOURCEBERGEN CORP | 0.10% |
| ASSOCIATED BRITISH FOODS PLC SEDOL 0673123 | 0.10% |
| VERISK ANALYTICS INC SEDOL B4P9W92 | 0.10% |
| SANTOS LTD SEDOL 6776703 | 0.10% |
| DUPONT DE NEMOURS INC SEDOL BK0VN47 | 0.10% |
| FNMA FN30 BM5024 UMBS 03.0000 11/01/2048 | 0.10% |
| SKANDINAVISKA ENSKILDA BAN-A SEDOL 4813345 | 0.10% |
| ABN AMRO BANK NV-CVA SEDOL BYQP136 | 0.10% |
| STEEL DYNAMICS INC SEDOL 2849472 | 0.10% |
| COCA-COLA HBC AG-DI SEDOL B9895B7 | 0.10% |
| EASTMAN CHEMICAL CO SEDOL 2298386 | 0.10% |
| FAURECIA SEDOL 4400446 | 0.10% |
| SIEMENS FINANCIERING P/P 144A 02.2000 03/16/2020 | 0.10% |
| VORNADO REALTY TRUST SEDOL 2933632 | 0.10% |
| CHAILEASE HOLDING CO LTD SEDOL B58J1S8 | 0.09% |
| DISCOVERY INC - A SEDOL B3D7K31 | 0.09% |
| IRB BRASIL RESSEGUROS SA SEDOL BYZ6D56 | 0.09% |
| DENTSPLY SIRONA INC SEDOL BYNPPC6 | 0.09% |
| FACEBOOK INC-CLASS A SEDOL B7TL820 | 0.09% |
| GARMIN LTD SEDOL B3Z5T14 | 0.09% |
| JUNIPER NETWORKS INC SEDOL 2431846 | 0.09% |
| BOOZ ALLEN HAMILTON HOLDINGS SEDOL B5367T7 | 0.09% |
| NIPPON TELEGRAPH & TELEPHONE SEDOL 6641373 | 0.09% |
| HENDERSON LAND DEVELOPMENT SEDOL 6420538 | 0.09% |
| BRIXMOR PROPERTY GROUP INC SEDOL BFTDJL8 | 0.09% |
| ACS ACTIVIDADES SEDOL B01FLQ6 | 0.09% |
| CLICKS GROUP LTD SEDOL 6105578 | 0.09% |
| DUKE REALTY CORP SEDOL 2284084 | 0.09% |
| GEBERIT AG-REG SEDOL B1WGG93 | 0.09% |
| BERRY GLOBAL GROUP INC SEDOL B8BR3H3 | 0.09% |
| FORTESCUE METALS GROUP LTD SEDOL B2B2B49 | 0.09% |
| IDEX CORP SEDOL 2456612 | 0.09% |
| WESTPAC BANKING CORP USD 02.1500 03/06/2020 | 0.09% |
| COMPANHIA DE LOCACAO DAS AME SEDOL B82CQN4 | 0.09% |
| ROPER TECHNOLOGIES INC SEDOL 2749602 | 0.09% |
| BRITISH AMERICAN TOBACCO PLC SEDOL 0287580 | 0.08% |
| NEW RESIDENTIAL INVESTMENT SEDOL BRJ9GW0 | 0.08% |
| HEICO CORP SEDOL 2419217 | 0.08% |
| TELEDYNE TECHNOLOGIES INC SEDOL 2503477 | 0.08% |
| BHP GROUP PLC SEDOL BH0P3Z9 | 0.08% |
| VERIZON COMM 04.3290 09/21/2028 | 0.08% |
| GLAXOSMITHKLINE PLC SEDOL 0925288 | 0.08% |
| AURIZON HOLDINGS LTD SEDOL B87CVM3 | 0.08% |
| DEUTSCHE BOERSE AG SEDOL 7021963 | 0.08% |
| FAIR ISAAC CORP SEDOL 2330299 | 0.08% |
| KAKAO CORP SEDOL 6194037 | 0.08% |
| STORE CAPITAL CORP SEDOL BSKRKJ5 | 0.08% |
| ALLISON TRANSMISSION HOLDING SEDOL B4PZ892 | 0.08% |
| ENI SPA SEDOL 7145056 | 0.08% |
| STACR 2016-DNA2 M3 06.4420 10/25/2028 | 0.08% |
| HOLLYFRONTIER CORP SEDOL B5VX1H6 | 0.08% |
| JD.COM INC-ADR SEDOL BMM27D9 | 0.08% |
| SHENZHOU INTERNATIONAL GROUP SEDOL B0MP1B0 | 0.08% |
| US FOODS HOLDING CORP SEDOL BYVFC94 | 0.08% |
| BF0101 03.5000 06/01/2056 | 0.08% |
| SAFARICOM PLC SEDOL B2QN3J6 | 0.08% |
| HIKARI TSUSHIN INC SEDOL 6416322 | 0.08% |
| MEDIATEK INC SEDOL 6372480 | 0.08% |
| NEXON CO LTD SEDOL B63QM77 | 0.08% |
| TAISEI CORP SEDOL 6870100 | 0.08% |
| ARKEMA SEDOL B0Z5YZ2 | 0.07% |
| INTERPUBLIC GROUP OF COS INC SEDOL 2466321 | 0.07% |
| LI NING CO LTD SEDOL B01JCK9 | 0.07% |
| PETROBRAS GLOBAL FINANCE USD 06.2500 03/17/2024 | 0.07% |
| POYA INTERNATIONAL CO LTD SEDOL 6541826 | 0.07% |
| AXALTA COATING SYSTEMS LTD SEDOL BSFWCF5 | 0.07% |
| SBERBANK PJSC -SPONSORED ADR SEDOL B5SC091 | 0.07% |
| SPST 2018-8 A 02.4799 02/24/2020 | 0.07% |
| UNUM GROUP SEDOL 2433842 | 0.07% |
| AVERY DENNISON CORP SEDOL 2066408 | 0.07% |
| COMMERCIAL INTL BANK-GDR REG SEDOL 5668287 | 0.07% |
| DINO POLSKA SA SEDOL BD0YVN2 | 0.07% |
| LEGRAND SA SEDOL B11ZRK9 | 0.07% |
| TOTVS SA SEDOL B10LQP6 | 0.07% |
| PPG INDUSTRIES INC SEDOL 2698470 | 0.07% |
| WALT DISNEY COMPANY 07.7500 12/01/2045 | 0.07% |
| X 5 RETAIL GROUP NV-REGS GDR SEDOL B07T3T9 | 0.07% |
| NEW ORIENTAL EDUCATIO-SP ADR SEDOL B1CN1G6 | 0.07% |
| JONES LANG LASALLE INC SEDOL 2040640 | 0.07% |
| STMICROELECTRONICS NV SEDOL 5962332 | 0.07% |
| ASPEN TECHNOLOGY INC SEDOL 2051868 | 0.07% |
| CHEMED CORP SEDOL 2190084 | 0.07% |
| MGIC INVESTMENT CORP SEDOL 2548616 | 0.07% |
| HILL-ROM HOLDINGS INC SEDOL 2425924 | 0.07% |
| HOCHTIEF AG SEDOL 5108664 | 0.07% |
| THAI BEVERAGE PCL SEDOL B15F664 | 0.07% |
| BANK TABUNGAN PENSIUNAN NASI SEDOL BFNBJ41 | 0.07% |
| E.ON SE SEDOL 4942904 | 0.07% |
| REINSURANCE GROUP OF AMERICA SEDOL 2731193 | 0.07% |
| RELIANCE STEEL & ALUMINUM SEDOL 2729068 | 0.07% |
| UNITED TECHNOLOGIES CORP 01.9000 05/04/2020 | 0.07% |
| WEST JAPAN RAILWAY CO SEDOL 6957995 | 0.07% |
| GOLDMAN SACHS GROUP INC 02.6000 12/27/2020 | 0.06% |
| NOMURA RESEARCH INSTITUTE LT SEDOL 6390921 | 0.06% |
| DIAMOND 1 FIN/DIAM P/P 144A 06.0200 06/15/2026 | 0.06% |
| SERVICEMASTER GLOBAL HOLDING SEDOL BNG8BF0 | 0.06% |
| CAMDEN PROPERTY TRUST SEDOL 2166320 | 0.06% |
| CP ALL PCL-FOREIGN SEDOL B08YDF9 | 0.06% |
| IHS MARKIT LTD P/P 144A 04.7500 02/15/2025 | 0.06% |
| KAR AUCTION SERVICES INC SEDOL B4Y1MH7 | 0.06% |
| NIELSEN HOLDINGS PLC SEDOL BWFY550 | 0.06% |
| OTSUKA CORP SEDOL 6267058 | 0.06% |
| SUN COMMUNITIES INC SEDOL 2860257 | 0.06% |
| CATERPILLAR INC SEDOL 2180201 | 0.06% |
| CDW CORP/DE SEDOL BBM5MD6 | 0.06% |
| CK HUTCHISON HOLDINGS LTD SEDOL BW9P816 | 0.06% |
| DNB NOR ASA SEDOL 4263304 | 0.06% |
| EQUINIX INC SEDOL BVLZX12 | 0.06% |
| HITACHI HIGH-TECHNOLOGY SEDOL 6642804 | 0.06% |
| JAPAN AIRLINES CO LTD SEDOL B8BRV46 | 0.06% |
| OMV AG SEDOL 4651459 | 0.06% |
| ABBVIE INC P/P 144A 03.2000 11/21/2029 | 0.06% |
| ACCENTURE PLC-CL A SEDOL B4BNMY3 | 0.06% |
| CELANESE CORP SEDOL B05MZT4 | 0.06% |
| GENPACT LTD SEDOL B23DBK6 | 0.06% |
| ISRAEL DISCOUNT BANK -A SEDOL 6451271 | 0.06% |
| NTT DOCOMO INC SEDOL 6129277 | 0.06% |
| SHOPRITE HOLDINGS LTD SEDOL 6801575 | 0.06% |
| JPMORGAN CHASE & CO 03.9640 11/15/2048 | 0.06% |
| LIBERTY PROPERTY TRUST SEDOL 2513681 | 0.06% |
| SYSCO CORP SEDOL 2868165 | 0.06% |
| YANGZIJIANG SHIPBUILDING SEDOL B1VT035 | 0.06% |
| BALL CORP SEDOL 2073022 | 0.06% |
| SINGAPORE EXCHANGE LTD SEDOL 6303866 | 0.06% |
| APARTMENT INVT & MGMT CO -A SEDOL BJLNBG3 | 0.06% |
| JUMBO SA SEDOL 7243530 | 0.06% |
| MICROSOFT CORP 01.5500 08/08/2021 | 0.06% |
| VOLTRONIC POWER TECHNOLOGY SEDOL B96HCH8 | 0.06% |
| COMMONWEALTH BK AUST P/P 144A 02.2000 11/09/2020 | 0.06% |
| COSTAR GROUP INC SEDOL 2262864 | 0.06% |
| FNMA FN30 BJ9256 UMBS 04.0000 06/01/2048 | 0.06% |
| FNMA FN30 BM1172 UMBS 03.0000 03/01/2047 | 0.06% |
| SUN HUNG KAI PROPERTIES SEDOL 6859927 | 0.06% |
| CARLISLE COS INC SEDOL 2176318 | 0.05% |
| DBUBS 2011-LC3A D P/P 144A 05.3343 08/10/2044 | 0.05% |
| MONSTER BEVERAGE CORP SEDOL BZ07BW4 | 0.05% |
| TAYLOR WIMPEY PLC SEDOL 0878230 | 0.05% |
| DAIWA HOUSE INDUSTRY CO LTD SEDOL 6251363 | 0.05% |
| FEDERATIVE REP OF BRAZIL USD 04.6250 01/13/2028 | 0.05% |
| CITIGROUP INC 03.6680 07/24/2028 | 0.05% |
| EQUITY LIFESTYLE PROPERTIES SEDOL 2563125 | 0.05% |
| INTERPUBLIC GROUP COS 04.6500 10/01/2028 | 0.05% |
| JARIR MARKETING CO 144A/REGS WARRANT 02/04/2020 | 0.05% |
| BERKELEY GROUP HOLDINGS/THE SEDOL B02L3W3 | 0.05% |
| CONSOLIDATED EDISON INC SEDOL 2216850 | 0.05% |
| GAMING AND LEISURE PROPERTIE SEDOL BFPK4S5 | 0.05% |
| ALCOA CORP SEDOL BYNF418 | 0.05% |
| BUPA ARABIA 144A/REGS WARRANT 12/16/2021 | 0.05% |
| CHARLES RIVER LABORATORIES SEDOL 2604336 | 0.05% |
| FEDERAL REALTY INVS TRUST SEDOL 2333931 | 0.05% |
| FU SHOU YUAN INTERNATIONAL SEDOL BH4TZ73 | 0.05% |
| MORGAN STANLEY 03.6250 01/20/2027 | 0.05% |
| SNAM SPA SEDOL 7251470 | 0.05% |
| WELLS FARGO & COMPANY 02.6000 07/22/2020 | 0.05% |
| YANDEX NV-A SEDOL B5BSZB3 | 0.05% |
| FNMA FN30 BC1155 UMBS 03.0000 06/01/2046 | 0.05% |
| GOODMAN GROUP SEDOL B03FYZ4 | 0.05% |
| JPMORGAN CHASE & CO 03.6250 12/01/2027 | 0.05% |
| LG HOUSEHOLD & HEALTH CARE SEDOL 6344456 | 0.05% |
| AECOM SEDOL B1VZ431 | 0.05% |
| BANK OF AMERICA CORP 06.1100 01/29/2037 | 0.05% |
| ENERGY TRANSFER OPERA 05.8750 01/15/2024 | 0.05% |
| HILTON WORLDWIDE FIN LLC 04.8750 04/01/2027 | 0.05% |
| UNITED MEXICAN STATES USD 05.5500 01/21/2045 | 0.05% |
| WUXI APPTEC CO LTD-H SEDOL BGHH0L6 | 0.05% |
| AMERICAN TOWER CORP 03.1250 01/15/2027 | 0.05% |
| CAS 2016-C02 1M2 07.7920 09/25/2028 | 0.05% |
| CIT GROUP INC. 05.2500 03/07/2025 | 0.05% |
| CME GROUP INC SEDOL 2965839 | 0.05% |
| GOLDMAN SACHS GROUP INC 03.8500 01/26/2027 | 0.05% |
| HANA FINANCIAL GROUP SEDOL B0RNRF5 | 0.05% |
| VOLVO AB-B SHS SEDOL B1QH830 | 0.05% |
| AT&T INC. 03.8000 02/15/2027 | 0.05% |
| CAS 2015-C04 2M2 07.3420 04/25/2028 | 0.05% |
| DNB BANK ASA P/P 144A 02.1500 12/02/2022 | 0.05% |
| ITOCHU TECHNO-SOLUTIONS CORP SEDOL 6200194 | 0.05% |
| POPULAR INC SEDOL B86QM90 | 0.05% |
| SIRIUS XM RADIO INC P/P 144A 05.0000 08/01/2027 | 0.05% |
| SUMITOMO MITSUI TRUST HOLDIN SEDOL 6431897 | 0.05% |
| WILCON DEPOT INC SEDOL BYXYHM7 | 0.05% |
| AMERICAN FINANCIAL GROUP INC SEDOL 2134532 | 0.04% |
| BOC HONG KONG HOLDINGS LTD SEDOL 6536112 | 0.04% |
| SINCLAIR BROADCAST GROUP -A SEDOL 2799351 | 0.04% |
| TOKYO ELECTRON LTD SEDOL 6895675 | 0.04% |
| TORONTO-DOMINION BANK USD 01.9000 12/01/2022 | 0.04% |
| AFREECATV CO LTD SEDOL 6724508 | 0.04% |
| BROADRIDGE FINANCIAL SOLUTIO SEDOL B1VP7R6 | 0.04% |
| MWST 2019-1 A 02.5920 06/25/2052 | 0.04% |
| SPST 2019-3 A 02.4799 06/24/2020 | 0.04% |
| UBS GROUP AG P/P 144A 03.4910 05/23/2023 | 0.04% |
| CVS HEALTH CORP 04.7800 03/25/2038 | 0.04% |
| LUNDIN PETROLEUM AB SEDOL 7187627 | 0.04% |
| NEWMARKET CORP SEDOL B01CGF1 | 0.04% |
| SPST 2019-7 A 02.4799 09/24/2020 | 0.04% |
| ENERGY TRANSFER OPERATNG 06.6250 02/15/2028 | 0.04% |
| FNMA FN30 AS7003 UMBS 03.0000 04/01/2046 | 0.04% |
| ITAU UNIBANCO H-SPON PRF ADR SEDOL 2849739 | 0.04% |
| BT GROUP PLC SEDOL 3091357 | 0.04% |
| CAS 2016-C01 1M2 08.5420 08/25/2028 | 0.04% |
| NBCUNIVERSAL MEDIA LLC 04.3750 04/01/2021 | 0.04% |
| SALESFORCE.COM INC 03.7000 04/11/2028 | 0.04% |
| SPST 2019-11 A 02.5299 10/24/2020 | 0.04% |
| AIER EYE HOSPITAL GROUP CO-A SEDOL BD5CLQ4 | 0.04% |
| ARMSTRONG WORLD INDUSTRIES SEDOL B1FT462 | 0.04% |
| ARROW ELECTRONICS INC SEDOL 2051404 | 0.04% |
| AT&T INC 04.1000 02/15/2028 | 0.04% |
| CHARTER COMM OPT LLC 06.4840 10/23/2045 | 0.04% |
| CITIZENS BANK NA/RI 02.2500 03/02/2020 | 0.04% |
| CLP HOLDINGS LTD SEDOL 6097017 | 0.04% |
| DEUTSCHE WOHNEN SE SEDOL B0YZ0Z5 | 0.04% |
| HOME DEPOT INC SEDOL 2434209 | 0.04% |
| NATIONAL AUSTRALIA BK/NY 02.1250 05/22/2020 | 0.04% |
| SHERWIN-WILLIAMS CO/THE SEDOL 2804211 | 0.04% |
| TENCENT HOLDINGS LTD-UNS ADR SEDOL B3F2DZ7 | 0.04% |
| TEXAS INSTRUMENTS INC SEDOL 2885409 | 0.04% |
| TWO HARBORS INVESTMENT CORP SEDOL BD832H2 | 0.04% |
| EQUINOR ASA SEDOL 7133608 | 0.04% |
| FNMA FN30 BC2733 UMBS 03.0000 05/01/2046 | 0.04% |
| FUJITSU LTD SEDOL 6356945 | 0.04% |
| GENTING SINGAPORE LTD SEDOL BDRTVP2 | 0.04% |
| OBAYASHI CORP SEDOL 6656407 | 0.04% |
| SARTORIUS STEDIM BIOTECH SEDOL BYZ2QP5 | 0.04% |
| SUNNY FRIEND ENVIRONMENTAL T SEDOL B6RXHJ1 | 0.04% |
| TJX COMPANIES INC SEDOL 2989301 | 0.04% |
| AUST & NZ BANKING GROUP USD 02.1250 08/19/2020 | 0.04% |
| BANK OF AMERICA CORP 03.2480 10/21/2027 | 0.04% |
| CDX CDX.NA.IG.33 100.0 12/20/2024 | 0.04% |
| DROPBOX INC-CLASS A SEDOL BG0T321 | 0.04% |
| EXTENDED STAY AMERICA INC SEDOL BGH3F75 | 0.04% |
| OUTFRONT MEDIA INC SEDOL BSP6611 | 0.04% |
| PETROLEOS MEXICANOS P/P 144A 06.8400 01/23/2030 | 0.04% |
| ROYAL BANK OF CANADA USD 02.1250 03/02/2020 | 0.04% |
| SMITH & NEPHEW PLC SEDOL 0922320 | 0.04% |
| TECHTRONIC INDUSTRIES CO LTD SEDOL B0190C7 | 0.04% |
| TELEFONICA EMISIONES SAU USD 04.8950 03/06/2048 | 0.04% |
| TELEKOMUNIKASI INDONESIA PER SEDOL BD4T6W7 | 0.04% |
| AMDOCS LTD SEDOL 2256908 | 0.04% |
| FIRSTENERGY TRANSMIS P/P 144A 05.4500 07/15/2044 | 0.04% |
| SEKISUI HOUSE LTD SEDOL 6793906 | 0.04% |
| SOUTHERN CO/THE SEDOL 2829601 | 0.04% |
| STANDARD IND INC P/P 144A 05.0000 02/15/2027 | 0.04% |
| BPCE SA P/P 144A 04.5000 03/15/2025 | 0.04% |
| FAIRFAX FINL HLDGS USD 04.8500 04/17/2028 | 0.04% |
| FNMA FN30 AS8056 UMBS 03.0000 10/01/2046 | 0.04% |
| NITTO DENKO CORP SEDOL 6641801 | 0.04% |
| SINO-AMERICAN SILICON PRODUC SEDOL 6335278 | 0.04% |
| SVENSKA HANDELSBANKEN AB USD 01.9500 09/08/2020 | 0.04% |
| TESCO PLC SEDOL 0884709 | 0.04% |
| WFRBS 2011-C2 D P/P 144A 05.6518 02/15/2044 | 0.04% |
| AMERICAN ELECTRIC POWER SEDOL 2026242 | 0.04% |
| BANQUE FED CRED MUTU P/P 144A 02.2000 07/20/2020 | 0.04% |
| CHENIERE CORP CHRIST 05.1250 06/30/2027 | 0.04% |
| IDACORP INC SEDOL 2296937 | 0.04% |
| LNSTR 2015-3 B P/P 144A 03.1494 04/20/2048 | 0.04% |
| REPUBLIC OF INDONESIA REGS 04.7500 01/08/2026 | 0.04% |
| SUZUKEN CO LTD SEDOL 6865560 | 0.04% |
| WILMAR INTERNATIONAL LTD SEDOL B17KC69 | 0.04% |
| CCO HOLDINGS LLC P/P 144A 05.3750 06/01/2029 | 0.03% |
| CF INDUSTRIES INC P/P 144A 04.5000 12/01/2026 | 0.03% |
| COMMONWEALTH BK AUST P/P 144A 02.2500 03/10/2020 | 0.03% |
| CWALT 2006-OA10 4A1 01.9820 08/25/2046 | 0.03% |
| FNMA FN40 BF0171 UMBS 04.0000 01/01/2057 | 0.03% |
| SUNDRUG CO LTD SEDOL 6817895 | 0.03% |
| WESTERN DIGITAL CORPORATION 04.7500 02/15/2026 | 0.03% |
| ALFRESA HOLDINGS CORP SEDOL 6687214 | 0.03% |
| ASHLAND GLOBAL HOLDINGS INC SEDOL BYND5N1 | 0.03% |
| CAS 2016-C04 1M2 06.0420 01/25/2029 | 0.03% |
| GOLDMAN SACHS GROUP INC 04.2230 05/01/2029 | 0.03% |
| WEINGARTEN REALTY INVESTORS SEDOL 2946618 | 0.03% |
| BCE INC SEDOL B188TH2 | 0.03% |
| CHS/COMMUNITY HEALTH SYS 06.2500 03/31/2023 | 0.03% |
| MANUF & TRADERS TRUST CO 02.0500 08/17/2020 | 0.03% |
| MICROSOFT CORP 02.4000 08/08/2026 | 0.03% |
| ONEMAIN HOLDINGS INC SEDOL BYSZB89 | 0.03% |
| UNITED MEXICAN STATES USD 04.1500 03/28/2027 | 0.03% |
| UNITED MEXICAN STATES USD 04.5000 04/22/2029 | 0.03% |
| CAPGEMINI SE SEDOL 4163437 | 0.03% |
| CAS 2015-C04 1M2 07.4920 04/25/2028 | 0.03% |
| EQUINIX INC 05.3750 05/15/2027 | 0.03% |
| ISRAEL CHEMICALS LTD SEDOL 6455530 | 0.03% |
| JPMCC 2012-C6 E P/P 144A 05.1571 05/15/2045 | 0.03% |
| MICROSOFT CORP 03.7000 08/08/2046 | 0.03% |
| TREASURY BILL 00.0000 03/12/2020 | 0.03% |
| MACQUARIE INFRASTRUCTURE COR SEDOL B1Z4VB1 | 0.03% |
| MICROCHIP TECH INC 04.3330 06/01/2023 | 0.03% |
| NRG ENERGY INC P/P 144A 04.4500 06/15/2029 | 0.03% |
| NUANCE COMMUNICATIONS INC SEDOL 2402121 | 0.03% |
| REPUBLIC OF COLOMBIA USD 03.8750 04/25/2027 | 0.03% |
| SWISS LIFE HOLDING AG-REG SEDOL 7437805 | 0.03% |
| CARDINAL HEALTH INC SEDOL 2175672 | 0.03% |
| CITIGROUP INC 02.6500 10/26/2020 | 0.03% |
| GENERAL MOTORS FINL CO 04.0000 10/06/2026 | 0.03% |
| KONINKLIJKE AHOLD DELHAIZE N SEDOL BD0Q398 | 0.03% |
| MORGAN STANLEY 02.6500 01/27/2020 | 0.03% |
| US 10YR ULTRA FUT MAR20 UXYH0 | 0.03% |
| VONOVIA SE SEDOL BBJPFY1 | 0.03% |
| ABBVIE INC 02.5000 05/14/2020 | 0.03% |
| AIR LEASE CORP 04.6250 10/01/2028 | 0.03% |
| AXIS CAPITAL HOLDINGS LTD SEDOL 2677606 | 0.03% |
| BRDCOM CRP / FIN 03.8750 01/15/2027 | 0.03% |
| BRISTOL-MYERS P/P 144A 02.9000 07/26/2024 | 0.03% |
| CHIMERA INVESTMENT CORP SEDOL BVZCNC0 | 0.03% |
| CURTISS-WRIGHT CORP SEDOL 2241205 | 0.03% |
| MBX.GII30.450.10 R USL1M P 01/12/41 CS | 0.03% |
| ORACLE CORP 04.0000 11/15/2047 | 0.03% |
| TPAT 2018-SL1 A P/P 144A 02.3080 01/25/2046 | 0.03% |
| UNITEDHEALTH GROUP INC 03.8500 06/15/2028 | 0.03% |
| ANZ NEW ZEALAND INT P/P 144A 02.8750 01/25/2022 | 0.03% |
| APPLE INC 04.2500 02/09/2047 | 0.03% |
| ASHTEAD CAPITAL INC P/P 144A 04.3750 08/15/2027 | 0.03% |
| CACI INTERNATIONAL INC -CL A SEDOL 2159267 | 0.03% |
| COMM 2010-C1 D P/P 144A 06.1069 07/10/2046 | 0.03% |
| CWALT 2006-OA7 1A2 03.1795 06/25/2046 | 0.03% |
| DIGITAL REALTY TRUST LP 04.4500 07/15/2028 | 0.03% |
| FHLMC FR30 ZS4703 UMBS 03.0000 02/01/2047 | 0.03% |
| IVORY COAST REGS 06.1250 06/15/2033 | 0.03% |
| LIBERTY MEDIA COR-SIRIUSXM A SEDOL BD8QGF7 | 0.03% |
| NATIONAL BANK OF CANADA SEDOL 2077303 | 0.03% |
| THALES SA SEDOL 4162791 | 0.03% |
| WFRBS 2011-C3 D P/P 144A 05.6832 03/15/2044 | 0.03% |
| AMAZON.COM INC 03.1500 08/22/2027 | 0.03% |
| AMERICAN EXPRESS CO SEDOL 2026082 | 0.03% |
| BANK OF MONTREAL USD 03.1000 04/13/2021 | 0.03% |
| COGNIZANT TECH SOLUTIONS-A SEDOL 2257019 | 0.03% |
| ECOLAB INC 02.7000 11/01/2026 | 0.03% |
| ENTERPRISE PRODUCTS OPER 04.2500 02/15/2048 | 0.03% |
| FIDELITY NATIONAL INFO SERV SEDOL 2769796 | 0.03% |
| FIDELITY NATL INFO SERV 03.7500 05/21/2029 | 0.03% |
| GSMS 2011-GC3 D P/P 144A 05.6364 03/10/2044 | 0.03% |
| LYONDELLBASELL INDU-CL A SEDOL B3SPXZ3 | 0.03% |
| NOVARTIS CAPITAL CORP 04.0000 11/20/2045 | 0.03% |
| PLAINS GP HOLDINGS LP-CL A SEDOL BDGHN95 | 0.03% |
| REP OF INDONESIA P/P 144A 04.3500 01/08/2027 | 0.03% |
| STACR 2015-DNA3 M2 04.6420 04/25/2028 | 0.03% |
| UNITEDHEALTH GROUP INC 03.1500 06/15/2021 | 0.03% |
| BERKSHIRE HATHAWAY INC-CL B SEDOL 2073390 | 0.02% |
| CNP ASSURANCES SEDOL 5543986 | 0.02% |
| COPA HOLDINGS SA-CLASS A SEDOL B0TNJH9 | 0.02% |
| DANSKE BANK A/S P/P 144A 02.7000 03/02/2022 | 0.02% |
| DISH DBS CORP 05.8750 11/15/2024 | 0.02% |
| EXXON MOBIL CORP SEDOL 2326618 | 0.02% |
| JAPAN PRIME REALTY INVESTMEN SEDOL 6528175 | 0.02% |
| JOHNSON CONTROLS INTL PL 04.5000 02/15/2047 | 0.02% |
| MITSUBISHI UFJ LEASE & FINAN SEDOL 6268976 | 0.02% |
| MSBAM 2014-C17 C 04.4984 08/15/2047 | 0.02% |
| NATIONAL AUSTRALIA BK/NY 02.5000 01/12/2021 | 0.02% |
| NEC CORP SEDOL 6640400 | 0.02% |
| TORONTO-DOMINION BANK SEDOL 2897222 | 0.02% |
| UCB SA SEDOL 5596991 | 0.02% |
| US BANCORP 02.6250 01/24/2022 | 0.02% |
| AIR LEASE CORP 03.2500 10/01/2029 | 0.02% |
| AMAZON.COM INC. 02.5000 11/29/2022 | 0.02% |
| AXA SA SEDOL 7088429 | 0.02% |
| BANK OF AMERICA CORP 03.4990 05/17/2022 | 0.02% |
| BMW US CAPITAL LLC P/P 144A 02.0000 04/11/2021 | 0.02% |
| BROADCOM CRP / CAYM 03.5000 01/15/2028 | 0.02% |
| BROOKFIELD PROPERTY REIT I-A SEDOL BGHFKV0 | 0.02% |
| CAS 2016-C03 2M2 07.6920 10/25/2028 | 0.02% |
| CIGNA CORP 03.7500 07/15/2023 | 0.02% |
| FNMA FN30 AS7154 UMBS 03.0000 05/01/2046 | 0.02% |
| GFL ENVIRONMENTAL P/P 144A 07.0000 06/01/2026 | 0.02% |
| JPMORGAN CHASE & CO 05.3000 12/29/2049 | 0.02% |
| LAMB WESTON HOLDINGS P/P 144A 04.8750 11/01/2026 | 0.02% |
| MYLAN NV SEDOL BVFMFG8 | 0.02% |
| PNC BANK NA 02.0280 12/09/2022 | 0.02% |
| SINGAPORE TECH ENGINEERING SEDOL 6043214 | 0.02% |
| SPST 2019-WL1 A 02.4420 08/25/2052 | 0.02% |
| THE BANK OF NOVA SCOTIA USD 02.7000 03/07/2022 | 0.02% |
| Z HOLDINGS CORP SEDOL 6084848 | 0.02% |
| ZURICH INSURANCE GROUP AG SEDOL 5983816 | 0.02% |
| AUTOMATIC DATA PROCESSING SEDOL 2065308 | 0.02% |
| AUTOZONE INC SEDOL 2065955 | 0.02% |
| DASSAULT AVIATION SA SEDOL 4067164 | 0.02% |
| EQUINOR ASA USD 02.9000 11/08/2020 | 0.02% |
| GSMS 2014-GC22 C 04.6908 06/10/2047 | 0.02% |
| JPMBB 2014-C22 C 04.5566 09/15/2047 | 0.02% |
| LIBERTY MEDIA COR-SIRIUSXM C SEDOL BD8QGH9 | 0.02% |
| NAVIENT CORP SEDOL BLP5GX1 | 0.02% |
| RUSSIAN FEDERATION P/P 144A 04.3750 03/21/2029 | 0.02% |
| TENET HEALTHCARE P/P 144A 04.8750 01/01/2026 | 0.02% |
| TRANSCANADA TRUST USD 05.3000 03/15/2077 | 0.02% |
| TREASURY BILL 00.0000 05/07/2020 | 0.02% |
| WFRBS 2014-C22 XA IO 00.8088 09/15/2057 | 0.02% |
| AIR LIQUIDE SA SEDOL B1YXBJ7 | 0.02% |
| AMUNDI SA SEDOL BYZR014 | 0.02% |
| BAE SYSTEMS PLC SEDOL 0263494 | 0.02% |
| DTE ENERGY COMPANY SEDOL 2280220 | 0.02% |
| HUNTINGTON NATIONAL BANK 02.3750 03/10/2020 | 0.02% |
| KINDER MORGAN INC 03.1500 01/15/2023 | 0.02% |
| PETROBRAS GLOBAL FINANCE USD 07.3750 01/17/2027 | 0.02% |
| QUEST DIAGNOSTICS INC SEDOL 2702791 | 0.02% |
| ROCHE HOLDINGS INC P/P 144A 04.0000 11/28/2044 | 0.02% |
| ROSS STORES INC SEDOL 2746711 | 0.02% |
| SAMI 2007-AR7 1A1 02.6420 05/25/2047 | 0.02% |
| UBS AG LONDON P/P 144A 02.2000 06/08/2020 | 0.02% |
| WALT DISNEY CO/THE SEDOL 2270726 | 0.02% |
| AT&T INC 04.7500 05/15/2046 | 0.02% |
| BANK OF MONTREAL SEDOL 2076009 | 0.02% |
| BROTHER INDUSTRIES LTD SEDOL 6146500 | 0.02% |
| COMCAST CORP 03.9690 11/01/2047 | 0.02% |
| COMMONWEALTH BK AUST P/P 144A 03.1500 09/19/2027 | 0.02% |
| CSAIL 2015-C1 D P/P 144A 03.7720 04/15/2050 | 0.02% |
| FNMA FN30 AS8074 UMBS 03.0000 10/01/2046 | 0.02% |
| KEURIG DR PEPPER INC 04.5970 05/25/2028 | 0.02% |
| MBX.FN30.500.10 R USL1M P 01/12/41 BC | 0.02% |
| MET LIFE GLOB P/P 144A 02.4000 06/17/2022 | 0.02% |
| NAVISTAR INTL TLB L+350 05.2400 11/06/2024 | 0.02% |
| NRG P/P 144A 03.7500 06/15/2024 | 0.02% |
| OSHKOSH CORP 04.6000 05/15/2028 | 0.02% |
| SOHGO SECURITY SERVICES CO SEDOL 6546359 | 0.02% |
| SPRINT CORP 07.2500 09/15/2021 | 0.02% |
| TEMPO ACQ LLC/FI P/P 144A 06.7500 06/01/2025 | 0.02% |
| ALLY FINANCIAL INC 05.7500 11/20/2025 | 0.02% |
| AMER TRANS SYST P/P 144A 05.0000 09/01/2044 | 0.02% |
| I-SENS INC SEDOL B94K2F7 | 0.02% |
| KIMBERLY-CLARK CORP SEDOL 2491839 | 0.02% |
| MATCH GROUP INC P/P 144A 05.0000 12/15/2027 | 0.02% |
| NOK/USD 03/18/2020 GSFX | 0.02% |
| RAYTHEON COMPANY 02.5000 12/15/2022 | 0.02% |
| SHELL INTERNATIONAL FIN USD 02.8750 05/10/2026 | 0.02% |
| SPRINT CAPITAL CORPORATION 06.8750 11/15/2028 | 0.02% |
| STACR 2015-DNA3 M3 06.4920 04/25/2028 | 0.02% |
| TRK 2019-1 A1 04.3356 03/25/2022 | 0.02% |
| VIACOMCBS INC 04.2000 06/01/2029 | 0.02% |
| WAMU 2005-AR12 1A8 03.8844 10/25/2035 | 0.02% |
| WFCM 2013-LC12 D P/P 144A 04.2843 07/15/2046 | 0.02% |
| AIG GLOBAL FUNDING P/P 144A 02.1500 07/02/2020 | 0.02% |
| ALLY FINANCIAL INC 08.0000 11/01/2031 | 0.02% |
| AMERICAN ELECTRIC POWER 04.3000 12/01/2028 | 0.02% |
| BAFC 2005-B 3M1 02.4396 04/20/2035 | 0.02% |
| CAN IMPERIAL BK OF COMMERCE SEDOL 2170525 | 0.02% |
| CAS 2016-C01 2M2 08.7420 08/25/2028 | 0.02% |
| CFCRE 2011-C2 E P/P 144A 05.7413 12/15/2047 | 0.02% |
| CHOCOLADEFABRIKEN LINDT-PC SEDOL 5962280 | 0.02% |
| CSC HOLDINGS LLC 05.2500 06/01/2024 | 0.02% |
| DOLLAR TREE INC SEDOL 2272476 | 0.02% |
| FISERV INC 04.2000 10/01/2028 | 0.02% |
| GCP APPLIED TECH P/P 144A 05.5000 04/15/2026 | 0.02% |
| MORGAN STANLEY 04.3750 01/22/2047 | 0.02% |
| NORTHROP GRUMMAN CORP 03.2500 01/15/2028 | 0.02% |
| ORACLE CORP 02.6500 07/15/2026 | 0.02% |
| PLANTRONICS INC P/P 144A 05.5000 05/31/2023 | 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% |
| TARGA RESOURCES PART 05.0000 01/15/2028 | 0.02% |
| UBS GROUP AG P/P 144A 04.1250 04/15/2026 | 0.02% |
| VIACOMCBS INC 02.9000 01/15/2027 | 0.02% |
| WILLIS TOWERS WATSON PLC USD 05.7500 03/15/2021 | 0.02% |
| AMERICAN INTL GROUP 08.1750 05/15/2058 | 0.02% |
| ANALOG DEVICES INC 02.8500 03/12/2020 | 0.02% |
| ANHEUSER-BUSCH CO/IN 03.6500 02/01/2026 | 0.02% |
| BANK OF AMERICA CORP 06.1000 12/29/2049 | 0.02% |
| BOLIDEN AB SEDOL BJV12J7 | 0.02% |
| CANTOR FITZGERALD LP P/P 144A 06.5000 06/17/2022 | 0.02% |
| CENTENE CORP P/P 144A 04.6250 12/15/2029 | 0.02% |
| CISCO SYSTEMS INC 02.2000 02/28/2021 | 0.02% |
| CREDIT SUISSE GRP AG P/P 144A 06.2500 12/18/2024 | 0.02% |
| DOMINICAN REPUBLIC REGS 05.9500 01/25/2027 | 0.02% |
| DOW CHEMICAL CO/THE 03.5000 10/01/2024 | 0.02% |
| ERAC USA FINANCE LLC P/P 144A 04.5000 02/15/2045 | 0.02% |
| EXXON MOBIL CORPORATION 02.2220 03/01/2021 | 0.02% |
| GLENCORE FUNDING LLC P/P 144A 04.6250 04/29/2024 | 0.02% |
| GLOBAL PAYMENTS INC 04.0000 06/01/2023 | 0.02% |
| JACK OHIO FIN LLC/FI P/P 144A 10.2500 11/15/2022 | 0.02% |
| JP MORGAN CHASE BANK NA 03.0860 04/26/2021 | 0.02% |
| JPMCC 2013-LC11 X IO 01.2591 04/15/2046 | 0.02% |
| L3HARRIS TECHNOLOGIES INC SEDOL BK9DTN5 | 0.02% |
| MIZUHO FINANCIAL GROUP INC SEDOL 6591014 | 0.02% |
| PROTECTIVE LIFE GLO P/P 144A 02.2620 04/08/2020 | 0.02% |
| TORONTO-DOMINION BANK USD 03.6250 09/15/2031 | 0.02% |
| WYNN LAS VEGAS P/P 144A 05.2500 05/15/2027 | 0.02% |
| AES CORP/THE 05.1250 09/01/2027 | 0.02% |
| ALPHABET INC 03.6250 05/19/2021 | 0.02% |
| AMERICAN TOWER CORP 02.7500 01/15/2027 | 0.02% |
| BANK OF NOVA SCOTIA USD 02.3500 10/21/2020 | 0.02% |
| BIOGEN INC 03.6250 09/15/2022 | 0.02% |
| BOISE CASCADE CO P/P 144A 05.6250 09/01/2024 | 0.02% |
| BRAMBLES LTD SEDOL B1FJ0C0 | 0.02% |
| CWALT 2005-59 1A1 02.0946 11/20/2035 | 0.02% |
| DIRECT LINE INSURANCE GROUP SEDOL BY9D0Y1 | 0.02% |
| GLENCORE FUNDING LLC P/P 144A 04.0000 04/16/2025 | 0.02% |
| IHEARTCOMMUNICATIONS INC 08.3750 05/01/2027 | 0.02% |
| KEURIG DR PEPPER INC 04.4170 05/25/2025 | 0.02% |
| LBMLT 2004-1 A2 02.5920 02/25/2034 | 0.02% |
| NAVISTAR INTL CORP P/P 144A 06.6250 11/01/2025 | 0.02% |
| NTT DATA CORP SEDOL 6125639 | 0.02% |
| NUTRIEN LTD. USD 04.2000 04/01/2029 | 0.02% |
| OCCIDENTAL PETROLEUM COR 04.4000 04/15/2046 | 0.02% |
| PFIZER INC 01.9500 06/03/2021 | 0.02% |
| SONIC HEALTHCARE LTD SEDOL 6821120 | 0.02% |
| STEVENS HLDG CO INC P/P 144A 06.1250 10/01/2026 | 0.02% |
| TENET HEALTHCARE COR P/P 144A 05.1250 11/01/2027 | 0.02% |
| TRANSDIGM INC P/P 144A 06.2500 03/15/2026 | 0.02% |
| UNITED TECHNOLOGIES CORP 04.1250 11/16/2028 | 0.02% |
| UNITEDHEALTH GROUP INC SEDOL 2917766 | 0.02% |
| VODAFONE GROUP PLC USD 04.3750 05/30/2028 | 0.02% |
| WELLS FARGO & COMPANY 05.8750 12/29/2049 | 0.02% |
| WEYERHAEUSER CO 07.3750 03/15/2032 | 0.02% |
| BMIR 2018-2A M1B P/P 144A 03.1420 08/25/2028 | 0.02% |
| CCO HLDGS LLC/CAP CO P/P 144A 05.7500 02/15/2026 | 0.02% |
| CSC HOLDINGS LLC P/P 144A 07.5000 04/01/2028 | 0.02% |
| DIAMOND SPORTS GR/DI P/P 144A 06.6250 08/15/2027 | 0.02% |
| DUKE ENERGY CORP 03.1500 08/15/2027 | 0.02% |
| EIFFAGE SEDOL B13X013 | 0.02% |
| HOLLY ENERGY PARTNE P/P 144A 06.0000 08/01/2024 | 0.02% |
| INTELSAT JACKSON HLD P/P 144A 09.7500 07/15/2025 | 0.02% |
| JPMCC 2012-C8 D P/P 144A 04.6491 10/15/2045 | 0.02% |
| MSBAM 2012-C6 D P/P 144A 04.6077 11/15/2045 | 0.02% |
| NIPPON STEEL CORP SEDOL 6642569 | 0.02% |
| NOVELIS CORP P/P 144A 05.8750 09/30/2026 | 0.02% |
| OCCIDENTAL PETROLEUM CORP SEDOL 2655408 | 0.02% |
| ORKLA ASA SEDOL B1VQF42 | 0.02% |
| SERVICE CORP INTL 05.3750 05/15/2024 | 0.02% |
| SPRINT CORP 07.8750 09/15/2023 | 0.02% |
| STACR 2016-HQA2 M3 06.9420 11/25/2028 | 0.02% |
| TEVA PHARMACEUTICALS NE USD 06.0000 04/15/2024 | 0.02% |
| TOYOTA MOTOR CORP SEDOL 6900643 | 0.02% |
| VISTRA OPERATION P/P 144A 03.5500 07/15/2024 | 0.02% |
| VISTRA OPERATION P/P 144A 04.3000 07/15/2029 | 0.02% |
| AES CORP/THE 05.5000 04/15/2025 | 0.02% |
| BANCO SANTANDER SA USD 05.1790 11/19/2025 | 0.02% |
| BRAND ENERGY TL L+425 06.2353 06/21/2024 | 0.02% |
| CAS 2015-C03 2M2 06.7920 07/25/2025 | 0.02% |
| CELANESE US HOLDINGS LLC 03.5000 05/08/2024 | 0.02% |
| CGCMT 2014-GC21 AS 04.0260 05/10/2047 | 0.02% |
| CITIGROUP INC 02.9000 12/08/2021 | 0.02% |
| COMCAST CORPORATION 03.3750 02/15/2025 | 0.02% |
| COMM 2013-CR13 AM 04.4490 11/10/2046 | 0.02% |
| DOMINICAN REPUBLIC REGS 06.8750 01/29/2026 | 0.02% |
| EMIR 2018-1 M1 03.4920 11/25/2028 | 0.02% |
| ENDEAVOR ENERGY P/P 144A 05.7500 01/30/2028 | 0.02% |
| ERAC USA FINANCE LLC P/P 144A 07.0000 10/15/2037 | 0.02% |
| FUJIFILM HOLDINGS CORP SEDOL 6356525 | 0.02% |
| GRAY TELEVISION INC P/P 144A 07.0000 05/15/2027 | 0.02% |
| HCA INC 04.1250 06/15/2029 | 0.02% |
| HESS MIDSTREAM P P/P 144A 05.6250 02/15/2026 | 0.02% |
| HYATT HOTELS CORP 04.8500 03/15/2026 | 0.02% |
| L3HARRIS TECH INC P/P 144A 03.8500 12/15/2026 | 0.02% |
| LEGRAND FRANCE USD 08.5000 02/15/2025 | 0.02% |
| MERCK & CO INC 03.7000 02/10/2045 | 0.02% |
| NETFLIX INC. 05.8750 11/15/2028 | 0.02% |
| NEWCREST MINING LTD SEDOL 6637101 | 0.02% |
| NORFOLK SOUTHERN CORP SEDOL 2641894 | 0.02% |
| ONCOR ELECTRIC DELIV 03.7500 04/01/2045 | 0.02% |
| OSHKOSH CORP 05.3750 03/01/2025 | 0.02% |
| PULTEGROUP INC 05.5000 03/01/2026 | 0.02% |
| RENAISSANCERE HOLDINGS LTD SEDOL 2728429 | 0.02% |
| SABINE PASS LIQUEFACTION 04.2000 03/15/2028 | 0.02% |
| SHIRE ACQ INV IE 03.2000 09/23/2026 | 0.02% |
| STARFRUIT US/STAR FI P/P 144A 08.0000 10/01/2026 | 0.02% |
| SWISS PRIME SITE-REG SEDOL B083BH4 | 0.02% |
| TENET HEALTHCARE CORP 08.1250 04/01/2022 | 0.02% |
| TREASURY BILL 00.0000 06/18/2020 | 0.02% |
| US BANCORP SEDOL 2736035 | 0.02% |
| VTB BANK (VTB CAP SA P/P 144A 06.9500 10/17/2022 | 0.02% |
| WESFARMERS LTD SEDOL 6948836 | 0.02% |
| WFCM 2014-LC16 XA IO 01.1131 08/15/2050 | 0.02% |
| ABN AMRO BANK NV P/P 144A 02.4500 06/04/2020 | 0.01% |
| APPLE INC 02.8500 05/06/2021 | 0.01% |
| ARD FINANCE SA P/P 144A 06.5000 06/30/2027 | 0.01% |
| AUTONATION INC. 05.5000 02/01/2020 | 0.01% |
| BANFF MERGER SUB INC P/P 144A 09.7500 09/01/2026 | 0.01% |
| BOMBARDIER INC P/P 144A 07.8750 04/15/2027 | 0.01% |
| BP CAPITAL MARKETS PLC USD 03.2790 09/19/2027 | 0.01% |
| BRAND ENERGY & I P/P 144A 08.5000 07/15/2025 | 0.01% |
| BWAY HOLDING CO P/P 144A 07.2500 04/15/2025 | 0.01% |
| CHEVRON CORP 02.1000 05/16/2021 | 0.01% |
| CMLTI 2005-2 1A2A 04.6394 05/25/2035 | 0.01% |
| DUKE ENERGY OHIO INC 03.6500 02/01/2029 | 0.01% |
| EOG RESOURCES INC 02.6250 03/15/2023 | 0.01% |
| FAIRFAX US INC P/P 144A 04.8750 08/13/2024 | 0.01% |
| FEDERATIVE REP OF BRAZIL USD 04.2500 01/07/2025 | 0.01% |
| FHLMC FR30 ZS9547 UMBS 04.0000 09/01/2045 | 0.01% |
| FISERV INC SEDOL 2342034 | 0.01% |
| GENERAL DYNAMICS CORP SEDOL 2365161 | 0.01% |
| GNR 2015-H25 BI IO 01.7779 10/20/2065 | 0.01% |
| GOLDEN NUGGET INC P/P 144A 06.7500 10/15/2024 | 0.01% |
| GSMS 2011-GC3 C P/P 144A 05.6364 03/10/2044 | 0.01% |
| HOME DEPOT INC 02.6250 06/01/2022 | 0.01% |
| INTL FLAVOR & FRAGRANCES 04.4500 09/26/2028 | 0.01% |
| NIELSEN FIN LLC/CO P/P 144A 05.0000 04/15/2022 | 0.01% |
| OMNICOM GP/OMNICOM CAP 03.6000 04/15/2026 | 0.01% |
| PERTAMINA PERSERO PT P/P 144A 04.3000 05/20/2023 | 0.01% |
| PPSI 2004-WCW2 M3 02.8420 10/25/2034 | 0.01% |
| PRUDENTIAL FINANCIAL INC 05.2000 03/15/2044 | 0.01% |
| PULTEGROUP INC. 07.8750 06/15/2032 | 0.01% |
| RBS GLOBAL/REXNO P/P 144A 04.8750 12/15/2025 | 0.01% |
| SCIENTIFIC GAMES P/P 144A 07.2500 11/15/2029 | 0.01% |
| UNIVAR SOLUTIONS P/P 144A 05.1250 12/01/2027 | 0.01% |
| VIDEOTRON LTD / LTEE P/P 144A 05.1250 04/15/2027 | 0.01% |
| WESTROCK MWV LLC 08.2000 01/15/2030 | 0.01% |
| WFCM 2013-LC12 C 04.2843 07/15/2046 | 0.01% |
| ALLISON TRANSMISSION P/P 144A 04.7500 10/01/2027 | 0.01% |
| AXA SA P/P 144A 06.3790 12/29/2049 | 0.01% |
| BERKSHIRE HATHAWAY E 03.8000 07/15/2048 | 0.01% |
| BIG RVR STL/FIN P/P 144A 07.2500 09/01/2025 | 0.01% |
| CBRE SERVICES INC 04.8750 03/01/2026 | 0.01% |
| CEMEX FINANCE LLC P/P 144A 06.0000 04/01/2024 | 0.01% |
| CFCRE 2011-C1 D P/P 144A 06.0887 04/15/2044 | 0.01% |
| COCA-COLA EUROPEAN PARTNERS SEDOL BYQQ3P5 | 0.01% |
| COMM 2014-CR18 C 04.7254 07/15/2047 | 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% |
| DOMINICAN REPUBLIC REGS 08.6250 04/20/2027 | 0.01% |
| DUKE ENERGY CORP 04.2000 06/15/2049 | 0.01% |
| ELI LILLY & CO SEDOL 2516152 | 0.01% |
| ENBRIDGE INC USD 04.5000 06/10/2044 | 0.01% |
| FHMS K099 X1 IO 01.0058 09/25/2029 | 0.01% |
| GREAT LAKES D&D 08.0000 05/15/2022 | 0.01% |
| IBM CORP 01.8750 08/01/2022 | 0.01% |
| INTEL CORP SEDOL 2463247 | 0.01% |
| IRON MOUNTAIN INC P/P 144A 04.8750 09/15/2027 | 0.01% |
| IVORY COAST REGS 05.3750 07/23/2024 | 0.01% |
| LMAT 2019-GS7 A1 03.2500 11/25/2059 | 0.01% |
| LOEWS CORP SEDOL 2523022 | 0.01% |
| MTR CORP SEDOL 6290054 | 0.01% |
| NOMURA REAL ESTATE HOLDINGS SEDOL B1CWJM5 | 0.01% |
| NORDEA BANK ABP P/P 144A 02.2500 05/27/2021 | 0.01% |
| NUCOR CORP SEDOL 2651086 | 0.01% |
| ORACLE CORP JAPAN SEDOL 6141680 | 0.01% |
| REGIONS FINANCIAL CORP 02.7500 08/14/2022 | 0.01% |
| REPUBLIC OF SOUTH AFRICA USD 04.8500 09/27/2027 | 0.01% |
| SANOFI SEDOL 5671735 | 0.01% |
| SANTANDER UK PLC P/P 144A 05.0000 11/07/2023 | 0.01% |
| TTM TECHNOLOGIES INC P/P 144A 05.6250 10/01/2025 | 0.01% |
| VERIZON COMMUNICATIONS 04.4000 11/01/2034 | 0.01% |
| VERIZON COMMUNICATIONS 05.2500 03/16/2037 | 0.01% |
| VIDEOTRON LTD USD 05.0000 07/15/2022 | 0.01% |
| WAMU 2004-AR12 A2B 02.7120 10/25/2044 | 0.01% |
| AMGEN INC 02.6000 08/19/2026 | 0.01% |
| AMGEN INC 03.4500 10/01/2020 | 0.01% |
| APPLE INC 03.8500 05/04/2043 | 0.01% |
| BAUSCH HLTH COS INC P/P 144A 06.1250 04/15/2025 | 0.01% |
| BMW US CAPITAL LLC P/P 144A 03.9500 08/14/2028 | 0.01% |
| BPCE SA P/P 144A 05.1500 07/21/2024 | 0.01% |
| CALPINE CORP P/P 144A 04.5000 02/15/2028 | 0.01% |
| CARRIAGE SVCS INC P/P 144A 06.6250 06/01/2026 | 0.01% |
| CCO HLDGS LLC/CAP C P/P 144A 05.5000 05/01/2026 | 0.01% |
| CITIGROUP INC 03.8870 01/10/2028 | 0.01% |
| CITIGROUP INC 04.4500 09/29/2027 | 0.01% |
| COMM 2012-CR2 AM 03.7910 08/15/2045 | 0.01% |
| CROWN CASTLE INTL CORP 03.6500 09/01/2027 | 0.01% |
| CROWN CASTLE INTL CORP 03.7000 06/15/2026 | 0.01% |
| DENBURY RESOURCES IN P/P 144A 09.0000 05/15/2021 | 0.01% |
| GOLDEN NUGGET INC P/P 144A 08.7500 10/01/2025 | 0.01% |
| GOOGLE INC 03.3750 02/25/2024 | 0.01% |
| GSMS 2010-C1 D P/P 144A 06.0513 08/10/2043 | 0.01% |
| HKT TRUST AND HKT LTD-SS SEDOL B4TXDZ3 | 0.01% |
| HONGKONG LAND HOLDINGS LTD SEDOL 6434915 | 0.01% |
| HOWARD HUGHES CORP P/P 144A 05.3750 03/15/2025 | 0.01% |
| HUNTINGTON BANCSHARES 04.3500 02/04/2023 | 0.01% |
| JFE HOLDINGS INC SEDOL 6543792 | 0.01% |
| JOHNSON CONTROLS INTERNATION SEDOL BY7QL61 | 0.01% |
| LPL HOLDINGS INC P/P 144A 05.7500 09/15/2025 | 0.01% |
| MATTAMY GROUP CORP P/P 144A 05.2500 12/15/2027 | 0.01% |
| MEREDITH CORP 06.8750 02/01/2026 | 0.01% |
| MITSUBISHI UFJ FIN GRP USD 03.5350 07/26/2021 | 0.01% |
| NEXSTAR ESCROW P/P 144A 05.6250 07/15/2027 | 0.01% |
| NIELSEN CO LUXEM P/P 144A 05.0000 02/01/2025 | 0.01% |
| NUTRIEN LTD USD 04.1250 03/15/2035 | 0.01% |
| ORACLE CORP 02.5000 10/15/2022 | 0.01% |
| PETROBRAS GLOBAL FINANCE USD 06.1250 01/17/2022 | 0.01% |
| PORSCHE AUTOMOBIL HLDG-PRF SEDOL 7101069 | 0.01% |
| REFINITIV US HLDG P/P 144A 06.2500 05/15/2026 | 0.01% |
| RITE AID CORP P/P 144A 06.1250 04/01/2023 | 0.01% |
| SCIENTIFIC GAMES P/P 144A 08.2500 03/15/2026 | 0.01% |
| SCOTTS MIRACLE-GRO P/P 144A 04.5000 10/15/2029 | 0.01% |
| SERVICE CORP INTL 05.1250 06/01/2029 | 0.01% |
| STANDARD IND INC P/P 144A 05.3750 11/15/2024 | 0.01% |
| TOTAL CAPITAL INTL SA USD 02.7500 06/19/2021 | 0.01% |
| TRANSDIGM INC P/P 144A 05.5000 11/15/2027 | 0.01% |
| UBSCM 2012-C1 C P/P 144A 05.5703 05/10/2045 | 0.01% |
| WAMU 2005-AR11 A1B3 02.1920 08/25/2045 | 0.01% |
| WATCO COS LLC/FI P/P 144A 06.3750 04/01/2023 | 0.01% |
| WFCM 2013-LC12 AS 04.2843 07/15/2046 | 0.01% |
| WFRBS 2011-C5 D P/P 144A 05.6708 11/15/2044 | 0.01% |
| WFRBS 2013-C15 D P/P 144A 04.4936 08/15/2046 | 0.01% |
| ZOETIS INC 03.9000 08/20/2028 | 0.01% |
| 1011778 BC / NEW RED P/P 144A 05.0000 10/15/2025 | 0.01% |
| AHM 2007-1 GA1C 01.9820 05/25/2047 | 0.01% |
| APPLE INC 04.3750 05/13/2045 | 0.01% |
| BMC EAST LLC P/P 144A 05.5000 10/01/2024 | 0.01% |
| BMIR 2019-4A M1C P/P 144A 04.2920 10/25/2029 | 0.01% |
| BP CAPITAL MARKETS PLC USD 02.3150 02/13/2020 | 0.01% |
| BRIDGESTONE CORP SEDOL 6132101 | 0.01% |
| CGCMT 2014-GC19 D P/P 144A 05.0920 03/10/2047 | 0.01% |
| CHARTER COMM OPT LLC 04.9080 07/23/2025 | 0.01% |
| CLUBCORP HLDG INC P/P 144A 08.5000 09/15/2025 | 0.01% |
| COMM 2014-CR17 C 04.7861 05/10/2047 | 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% |
| CVS HEALTH CORP 03.7000 03/09/2023 | 0.01% |
| CWALT 2006-OA19 A1 01.9446 02/20/2047 | 0.01% |
| DOMINICAN REPUBLIC REGS 06.5000 02/15/2048 | 0.01% |
| GREIF INC P/P 144A 06.5000 03/01/2027 | 0.01% |
| HUSKY TLB L+300 04.7994 03/28/2025 | 0.01% |
| INGEVITY CORP P/P 144A 04.5000 02/01/2026 | 0.01% |
| ISTAR INC 04.2500 08/01/2025 | 0.01% |
| ISTAR INC 04.7500 10/01/2024 | 0.01% |
| ITRON INC P/P 144A 05.0000 01/15/2026 | 0.01% |
| KLEPIERRE SEDOL 7582556 | 0.01% |
| L3HARRIS TECH INC P/P 144A 04.4000 06/15/2028 | 0.01% |
| MAXIM INTEGRATED PRODUCTS SEDOL 2573760 | 0.01% |
| MIDAMERICAN FUNDING LLC 06.9270 03/01/2029 | 0.01% |
| MSBAM 2014-C14 C 04.9346 02/15/2047 | 0.01% |
| NABORS INDUSTRIES INC. 05.7500 02/01/2025 | 0.01% |
| PARK-OHIO INDUSTRIES INC 06.6250 04/15/2027 | 0.01% |
| PFIZER INC 03.0000 12/15/2026 | 0.01% |
| PRECISION DRILL P/P 144A 07.1250 01/15/2026 | 0.01% |
| ROYAL BANK OF CANADA USD 04.6500 01/27/2026 | 0.01% |
| SHIRE ACQ INV IRELAND DA USD 02.8750 09/23/2023 | 0.01% |
| SIX FLAGS ENT P/P 144A 04.8750 07/31/2024 | 0.01% |
| STAPLES INC. P/P 144A 10.7500 04/15/2027 | 0.01% |
| TRUIST FIN CORP 04.8000 12/31/2099 | 0.01% |
| UNITEDHEALTH GROUP INC 04.7000 02/15/2021 | 0.01% |
| VISTRA OPERATIONS CO P/P 144A 05.5000 09/01/2026 | 0.01% |
| WFRBS 2013-UBS1 AS 04.3060 03/15/2046 | 0.01% |
| WM MORRISON SUPERMARKETS SEDOL 0604316 | 0.01% |
| WYNN RESORTS FIN LLC P/P 144A 05.1250 10/01/2029 | 0.01% |
| ABC-MART INC SEDOL 6292102 | 0.01% |
| ALBERTSONS COS/SAFE P/P 144A 04.6250 01/15/2027 | 0.01% |
| ALLEGHENY TECHNOLOGIES INC 07.8750 08/15/2023 | 0.01% |
| ALLERGAN FUNDING SCS USD 03.8000 03/15/2025 | 0.01% |
| ALPHABET INC 01.9980 08/15/2026 | 0.01% |
| ALTICE LUXEMBOURG SA P/P 144A 10.5000 05/15/2027 | 0.01% |
| APPLE INC 02.8500 05/11/2024 | 0.01% |
| ARCELORMITTAL USD 07.0000 10/15/2039 | 0.01% |
| ASCEND LEARNING LLC P/P 144A 06.8750 08/01/2025 | 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% |
| BOMBARDIER INC P/P 144A 07.5000 12/01/2024 | 0.01% |
| BP CAP MARKETS AMERICA 03.1190 05/04/2026 | 0.01% |
| CGCMT 2014-GC19 AS 04.3450 03/10/2047 | 0.01% |
| CISCO SYSTEMS INC 02.5000 09/20/2026 | 0.01% |
| CITIGROUP INC 04.7500 05/18/2046 | 0.01% |
| CNO FINANCIAL GROUP INC 05.2500 05/30/2025 | 0.01% |
| COMCAST CORP 03.4500 02/01/2050 | 0.01% |
| CREDIT SUISSE GRP AG P/P 144A 03.8690 01/12/2029 | 0.01% |
| DCP MIDSTREAM P/P 144A 06.7500 09/15/2037 | 0.01% |
| DEUTSCHE TELEKOM INT FIN USD 08.7500 06/15/2030 | 0.01% |
| DIAMOND SPORTS P/P 144A 05.3750 08/15/2026 | 0.01% |
| DOMINICAN REPUBLIC REGS 06.0000 07/19/2028 | 0.01% |
| ENTERCOM MEDIA CORP P/P 144A 06.5000 05/01/2027 | 0.01% |
| ENTERCOM MEDIA CORP P/P 144A 07.2500 11/01/2024 | 0.01% |
| ERAC USA FINANCE LLC P/P 144A 05.6250 03/15/2042 | 0.01% |
| GW B-CR SECURITY P/P 144A 09.5000 11/01/2027 | 0.01% |
| JPMBB 2014-C19 C 04.6791 04/15/2047 | 0.01% |
| JPMCC 2013-LC11 C 03.9582 04/15/2046 | 0.01% |
| KINDER MORGAN ENER PART 05.4000 09/01/2044 | 0.01% |
| MACQUARIE BANK LTD P/P 144A 02.8500 07/29/2020 | 0.01% |
| MORGAN STANLEY 02.7500 05/19/2022 | 0.01% |
| PQ CORP P/P 144A 05.7500 12/15/2025 | 0.01% |
| PROVIDENT FDG/PFG FI P/P 144A 06.3750 06/15/2025 | 0.01% |
| QORVO INC SEDOL BR9YYP4 | 0.01% |
| REP OF INDONESIA P/P 144A 03.3750 04/15/2023 | 0.01% |
| SANTANDER UK GROUP H P/P 144A 04.7500 09/15/2025 | 0.01% |
| SERVICE CORPORATION INTL 04.6250 12/15/2027 | 0.01% |
| STARWOOD PROP TR 04.7500 03/15/2025 | 0.01% |
| SWISS RE TREAS P/P 144A 04.2500 12/06/2042 | 0.01% |
| TEVA PHARMACEUTICALS NE USD 06.7500 03/01/2028 | 0.01% |
| TOPBUILD CORP P/P 144A 05.6250 05/01/2026 | 0.01% |
| US CONCRETE INC 06.3750 06/01/2024 | 0.01% |
| WASTE CONNECTIONS INC 03.5000 05/01/2029 | 0.01% |
| WERNER FINCO LP/INC P/P 144A 08.7500 07/15/2025 | 0.01% |
| WFRBS 2013-C11 AS 03.3110 03/15/2045 | 0.01% |
| WFRBS 2014-C24 XA IO 00.8414 11/15/2047 | 0.01% |
| AIB GROUP PLC SEDOL BF0L353 | 0.01% |
| ALTICE FRANCE P/P 144A 07.3750 05/01/2026 | 0.01% |
| AMGEN INC 04.6630 06/15/2051 | 0.01% |
| ANHEUSER-BUSCH INBEV WOR 04.7500 01/23/2029 | 0.01% |
| ANHEUSER-BUSCH INBEV WOR 05.5500 01/23/2049 | 0.01% |
| APERGY CORP 06.3750 05/01/2026 | 0.01% |
| ARDAGH PKG FIN/HLDGS P/P 144A 05.2500 08/15/2027 | 0.01% |
| ARRW 2019-3 A3 03.4160 10/25/2048 | 0.01% |
| AT&T INC 02.9500 07/15/2026 | 0.01% |
| BAUSCH HEALTH COS INC REGS 04.5000 05/15/2023 | 0.01% |
| CAS 2014-C03 2M2 04.6920 07/25/2024 | 0.01% |
| CAS 2014-C04 1M2 06.6920 11/25/2024 | 0.01% |
| CBRE SERVICES INC 05.2500 03/15/2025 | 0.01% |
| CENOVUS ENERGY INC USD 06.7500 11/15/2039 | 0.01% |
| CF INDUSTRIES INC 04.9500 06/01/2043 | 0.01% |
| CHENIERE CORP CHRIST 05.8750 03/31/2025 | 0.01% |
| CISCO SYSTEMS INC 05.9000 02/15/2039 | 0.01% |
| CONSTELLIUM SE P/P 144A 05.8750 02/15/2026 | 0.01% |
| CROWN CASTLE INTL CORP 03.8000 02/15/2028 | 0.01% |
| CSX CORP 04.1000 03/15/2044 | 0.01% |
| DIAMOND 1 FIN/DIAMON P/P 144A 07.1250 06/15/2024 | 0.01% |
| DIAMOND 1 FIN/DIAMON P/P 144A 08.3500 07/15/2046 | 0.01% |
| DOLLAR GENERAL CORP 03.2500 04/15/2023 | 0.01% |
| EG GLOBAL FIN PLC P/P 144A 06.7500 02/07/2025 | 0.01% |
| FIRST QUANTUM MINERA P/P 144A 07.5000 04/01/2025 | 0.01% |
| FIVE CORNERS FUNDING P/P 144A 04.4190 11/15/2023 | 0.01% |
| GFL ENVIRONMENTA P/P 144A 08.5000 05/01/2027 | 0.01% |
| GNR 2017-162 QI IO 05.0000 10/11/2047 | 0.01% |
| HCA INC 05.0000 03/15/2024 | 0.01% |
| HCA INC 05.3750 09/01/2026 | 0.01% |
| HCA INC 05.5000 06/15/2047 | 0.01% |
| HUB INTL LTD P/P 144A 07.0000 05/01/2026 | 0.01% |
| INFOR US INC 06.5000 05/15/2022 | 0.01% |
| ING BANK NV P/P 144A 05.8000 09/25/2023 | 0.01% |
| IPALCO ENTPRS IN 03.7000 09/01/2024 | 0.01% |
| JAPAN TOBACCO INC SEDOL 6474535 | 0.01% |
| JARDINE MATHESON HLDGS LTD SEDOL 6472119 | 0.01% |
| JOHNSON CONTROLS INTL PL 04.9500 07/02/2064 | 0.01% |
| JPMCC 2010-C2 C P/P 144A 05.5995 11/15/2043 | 0.01% |
| KEURIG DR PEPPER INC 04.0570 05/25/2023 | 0.01% |
| KINDER MORGAN ENER PART 03.5000 03/01/2021 | 0.01% |
| MITSUBISHI UFJ FIN GRP USD 03.8500 03/01/2026 | 0.01% |
| NATIONAL AUSTRALIA BK/NY 02.8750 04/12/2023 | 0.01% |
| NATIONSTAR MORT/ 06.5000 07/01/2021 | 0.01% |
| NRG ENERGY INC P/P 144A 05.2500 06/15/2029 | 0.01% |
| PNC BANK NA 02.7000 11/01/2022 | 0.01% |
| S&P GLOBAL INC 04.4000 02/15/2026 | 0.01% |
| SHERWIN-WILLIAMS CO 03.4500 06/01/2027 | 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% |
| STACR 2014-HQ2 M3 05.5420 09/25/2024 | 0.01% |
| STACR 2017-DNA1 M2 05.0420 07/25/2029 | 0.01% |
| SYNGENTA FINANCE NV P/P 144A 04.8920 04/24/2025 | 0.01% |
| SYNGENTA FINANCE NV P/P 144A 05.1820 04/24/2028 | 0.01% |
| T-MOBILE USA INC 04.7500 02/01/2028 | 0.01% |
| TCI COMMUNICATIONS INC 07.1250 02/15/2028 | 0.01% |
| TERRIER MEDIA BU P/P 144A 08.8750 12/15/2027 | 0.01% |
| TMS INTL HLDG CORP P/P 144A 07.2500 08/15/2025 | 0.01% |
| TRANSDIGM INC 06.3750 06/15/2026 | 0.01% |
| TRI POINTE GROUP / HOMES 05.8750 06/15/2024 | 0.01% |
| TRUIST BANK 02.6360 09/17/2029 | 0.01% |
| UBSCM 2017-C7 XA IO 01.0583 12/15/2050 | 0.01% |
| UNITEDHEALTH GROUP INC 02.7500 02/15/2023 | 0.01% |
| UNITEDHEALTH GROUP INC 03.9500 10/15/2042 | 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% |
| VIACOMCBS INC 04.6000 01/15/2045 | 0.01% |
| WAMU 2007-HY2 1A1 03.8038 12/25/2036 | 0.01% |
| WASTE PRO USA INC P/P 144A 05.5000 02/15/2026 | 0.01% |
| WESTROCK MWV LLC 07.9500 02/15/2031 | 0.01% |
| 1.75 R ISWP FWD US0003M P 03/18/2030 | 0.01% |
| ALBERTSONS COS LLC P/P 144A 07.5000 03/15/2026 | 0.01% |
| ALIMENTATION COUCHE-TARD 3.550000 07/26/2027 | 0.01% |
| AMSTED INDUSTRIES P/P 144A 04.6250 05/15/2030 | 0.01% |
| ANTERO RESOURCES FIN 05.1250 12/01/2022 | 0.01% |
| ARDAGH PKG FIN/HLDGS P/P 144A 04.1250 08/15/2026 | 0.01% |
| AROUNDTOWN SA SEDOL BF0CK44 | 0.01% |
| ARRW 2019-1 A3 04.2080 01/25/2049 | 0.01% |
| AUST & NZ BANKING GR P/P 144A 06.7500 12/29/2049 | 0.01% |
| BAUSCH HLTH COS INC P/P 144A 07.2500 05/30/2029 | 0.01% |
| BERRY GLOBAL INC 05.1250 07/15/2023 | 0.01% |
| BGC PARTNERS INC 05.1250 05/27/2021 | 0.01% |
| CHARTER COMM OPT LLC/CAP 04.8000 03/01/2050 | 0.01% |
| CIGNA CORP P/P 144A 04.5000 03/15/2021 | 0.01% |
| CNO FINANCIAL GROUP INC 05.2500 05/30/2029 | 0.01% |
| COMM 2013-CR11 XA IO 00.9262 08/10/2050 | 0.01% |
| COMM 2014-CR17 XA IO 00.9819 05/10/2047 | 0.01% |
| COMM 2014-UBS6 XA IO 00.8975 12/10/2047 | 0.01% |
| DEERE & COMPANY 02.6000 06/08/2022 | 0.01% |
| DIAMONDBACK ENERGY INC 05.3750 05/31/2025 | 0.01% |
| ECOLAB INC SEDOL 2304227 | 0.01% |
| ENBRIDGE INC USD 04.2500 12/01/2026 | 0.01% |
| ENERGY TRANSFER OPERATNG 05.2000 02/01/2022 | 0.01% |
| EPR PROPERTIES 05.7500 CUM CV PFD | 0.01% |
| FERGUSON PLC SEDOL BJVNSS4 | 0.01% |
| FIDELITY NATIONAL INFORM 04.2500 05/15/2028 | 0.01% |
| FRESENIUS MEDICAL CARE AG & SEDOL 5129074 | 0.01% |
| GBP/USD 03/18/2020 JPMCB | 0.01% |
| GFL ENVIRON INC P/P 144A 05.1250 12/15/2026 | 0.01% |
| GNR 2013-99 AS IO 04.2854 06/20/2043 | 0.01% |
| GNR 2016-123 LI IO 03.5000 03/20/2044 | 0.01% |
| GOEASY LTD P/P 144A 05.3750 12/01/2024 | 0.01% |
| GSMS 2014-GC22 XA IO 00.9856 06/10/2047 | 0.01% |
| HCA INC 05.2500 06/15/2026 | 0.01% |
| HEINEKEN HOLDING NV SEDOL B0CCH46 | 0.01% |
| HMIR 2018-1 M1 P/P 144A 03.3920 10/25/2028 | 0.01% |
| HUDBAY MINERALS INC P/P 144A 07.6250 01/15/2025 | 0.01% |
| ICAHN ENTER/FIN 06.2500 05/15/2026 | 0.01% |
| INTERNATIONAL PAPER CO 03.0000 02/15/2027 | 0.01% |
| LIONS GATE CAP HOLD P/P 144A 06.3750 02/01/2024 | 0.01% |
| LLOYDS BANKING GROUP PLC USD 04.6500 03/24/2026 | 0.01% |
| MARSH & MCLENNAN COS INC 04.3750 03/15/2029 | 0.01% |
| MARSH & MCLENNAN COS INC 04.9000 03/15/2049 | 0.01% |
| MBX.FN30.500.10 R USL1M P 01/12/41 CI | 0.01% |
| MSC 2011-C3 D P/P 144A 05.2445 07/15/2049 | 0.01% |
| NATIONAL AUSTRALIA BANK LTD SEDOL 6624608 | 0.01% |
| NEWELL BRANDS INC 04.2000 04/01/2026 | 0.01% |
| NEXSTAR BROADC P/P 144A 05.6250 08/01/2024 | 0.01% |
| PANTHER BF AGGRE 2 P/P 144A 08.5000 05/15/2027 | 0.01% |
| PENSKE TRUCK LEASING P/P 144A 03.9000 02/01/2024 | 0.01% |
| PUBLICIS GROUPE SEDOL 4380429 | 0.01% |
| REP OF INDONESIA P/P 144A 04.7500 01/08/2026 | 0.01% |
| ROGERS COMMUNICATIONS IN USD 08.7500 05/01/2032 | 0.01% |
| ROYAL BK SCOTLND GRP PLC USD 04.8920 05/18/2029 | 0.01% |
| RTL GROUP SEDOL B1BK209 | 0.01% |
| SABINE PASS LIQUEF 05.0000 03/15/2027 | 0.01% |
| SAMPO OYJ-A SHS SEDOL 5226038 | 0.01% |
| SECOM CO LTD SEDOL 6791591 | 0.01% |
| SERVICE PROPERTIES TRUST 04.3750 02/15/2030 | 0.01% |
| SHELL INTERNATIONAL FIN USD 01.8750 05/10/2021 | 0.01% |
| SINCLAIR TELE P/P 144A 05.5000 03/01/2030 | 0.01% |
| SM ENERGY CO 06.7500 09/15/2026 | 0.01% |
| TALLGRASS NRG PRTNR P/P 144A 05.5000 01/15/2028 | 0.01% |
| UBS GROUP AG REGS 06.8750 12/29/2049 | 0.01% |
| WAMU 2005-AR9 A1C3 02.7520 07/25/2045 | 0.01% |
| WEEKLEY HOMES LLC 06.0000 02/01/2023 | 0.01% |
| WESTPAC BANKING CORP USD 02.0000 08/19/2021 | 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% |
| ALTICE FRANCE SA P/P 144A 05.5000 01/15/2028 | 0.01% |
| AMC ENT HOLDIN 05.8750 11/15/2026 | 0.01% |
| ANTERO RESOURCES 05.3750 11/01/2021 | 0.01% |
| ASCENT RESOURCES/AEU P/P 144A 10.0000 04/01/2022 | 0.01% |
| ASHTEAD CAPITAL INC P/P 144A 04.2500 11/01/2029 | 0.01% |
| ATOTECH ALPHA 2 BV P/P 144A 08.7500 06/01/2023 | 0.01% |
| ATOTECH ALPHA 3 BV P/P 144A 06.2500 02/01/2025 | 0.01% |
| AUD/USD 01/15/2020 JPMCB | 0.01% |
| AXALTA COATING SYS P/P 144A 04.8750 08/15/2024 | 0.01% |
| BANCO SANTANDER SA USD 04.3790 04/12/2028 | 0.01% |
| BEACON ROOFING SUPP P/P 144A 04.8750 11/01/2025 | 0.01% |
| BRISTOL-MYERS P/P 144A 03.4000 07/26/2029 | 0.01% |
| BROOKFIELD RESID PRO P/P 144A 06.1250 07/01/2022 | 0.01% |
| CAMDEN PROPERTY TRUST 04.8750 06/15/2023 | 0.01% |
| CAPITAL ONE FINANCIAL CO 04.2000 10/29/2025 | 0.01% |
| COMCAST CORP 04.0490 11/01/2052 | 0.01% |
| COMMSCOPE TECH LLC P/P 144A 06.0000 06/15/2025 | 0.01% |
| COX COMM INC P/P 144A 03.5000 08/15/2027 | 0.01% |
| CROWN CORK & SEAL CO INC 07.3750 12/15/2026 | 0.01% |
| CSC HOLDINGS LLC P/P 144A 05.7500 01/15/2030 | 0.01% |
| CSC HOLDINGS LLC P/P 144A 07.7500 07/15/2025 | 0.01% |
| ENDO LTD/FIN LLC/FIN P/P 144A 06.0000 02/01/2025 | 0.01% |
| ESH HOSPITALITY INC P/P 144A 05.2500 05/01/2025 | 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 10.5000 09/15/2022 | 0.01% |
| GLP CAPITAL LP / FIN II 05.2500 06/01/2025 | 0.01% |
| GNR 2015-H26 EI IO 01.7656 10/20/2065 | 0.01% |
| GSMS 2013-GC10 XA IO 01.5024 02/10/2046 | 0.01% |
| KFC HLD/PIZZA HUT/TA P/P 144A 05.0000 06/01/2024 | 0.01% |
| KFC HLD/PIZZA HUT/TA P/P 144A 05.2500 06/01/2026 | 0.01% |
| KINDER MORGAN INC/DELAWA 07.7500 01/15/2032 | 0.01% |
| LIONS GATE CAP HOLD P/P 144A 05.8750 11/01/2024 | 0.01% |
| LIVE NATION ENTERTAI P/P 144A 05.6250 03/15/2026 | 0.01% |
| LLOYDS BANKING GROUP PLC USD 04.5000 11/04/2024 | 0.01% |
| LOUISIANA-PACIFIC CORPORATION 04.8750 09/15/2024 | 0.01% |
| MATTEL INC P/P 144A 05.8750 12/15/2027 | 0.01% |
| MICROSOFT CORP 02.4000 02/06/2022 | 0.01% |
| MWST 2018-W1 A 02.6420 11/25/2051 | 0.01% |
| NATIONSTAR MTG P/P 144A 08.1250 07/15/2023 | 0.01% |
| NCHET 2003-4 M1 02.9170 10/25/2033 | 0.01% |
| NETFLIX INC 04.8750 04/15/2028 | 0.01% |
| NEWFIELD EXPLORATION CO 05.7500 01/30/2022 | 0.01% |
| NOK/USD 03/18/2020 RBSF | 0.01% |
| NOVELIS CORP P/P 144A 06.2500 08/15/2024 | 0.01% |
| NRG ENERGY INC. 07.2500 05/15/2026 | 0.01% |
| NSTAR ELECTRIC CO 02.3750 10/15/2022 | 0.01% |
| POWER SOLUTIONS TLB L+350 05.7344 04/30/2026 | 0.01% |
| QVC INC 04.8500 04/01/2024 | 0.01% |
| ROYAL BK SCOTLND GRP PLC USD 07.5000 12/29/2049 | 0.01% |
| SES SEDOL B00ZQQ2 | 0.01% |
| SPECTRA ENERGY PARTNERS 03.3750 10/15/2026 | 0.01% |
| SPRINGLEAF FINANCE CORP 06.8750 03/15/2025 | 0.01% |
| STACR 2014-HQ3 M3 06.5420 10/25/2024 | 0.01% |
| STEEL DYNAMICS INC 05.5000 10/01/2024 | 0.01% |
| SUGAR HSP GAMING P/P 144A 05.8750 05/15/2025 | 0.01% |
| SWEDISH MATCH AB SEDOL 5048566 | 0.01% |
| TD AMERITRADE HOLDING CORP SEDOL 2983154 | 0.01% |
| TENNANT CO 05.6250 05/01/2025 | 0.01% |
| TMX FIN LLC/TITLEMAX P/P 144A 11.1250 04/01/2023 | 0.01% |
| TRANSOCEAN SENTR P/P 144A 05.3750 05/15/2023 | 0.01% |
| TRIVIUM PACK FIN P/P 144A 05.5000 08/15/2026 | 0.01% |
| TRONOX FINANCE PLC P/P 144A 05.7500 10/01/2025 | 0.01% |
| VIACOMCBS INC 04.5000 03/01/2021 | 0.01% |
| WASTE MANAGEMENT INC. 04.7500 06/30/2020 | 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% |
| ALTRIA GROUP INC | 0.01% |
| AMSTED INDUSTRIES P/P 144A 05.6250 07/01/2027 | 0.01% |
| ASP AMC MERGER SUB P/P 144A 08.0000 05/15/2025 | 0.01% |
| AUD/USD 01/15/2020 UBS | 0.01% |
| BAUSCH HLTH COS INC P/P 144A 05.5000 11/01/2025 | 0.01% |
| BECTON DICKINSON AND CO 03.7000 06/06/2027 | 0.01% |
| BUILDERS FIRSTSOURCE P/P 144A 06.7500 06/01/2027 | 0.01% |
| BWAY CORP TLB L+325 05.2343 04/03/2024 | 0.01% |
| CAS 2017-C01 1EB1 03.0420 07/25/2029 | 0.01% |
| CENTENE CORP 04.7500 05/15/2022 | 0.01% |
| CFCRE 2011-C2 D P/P 144A 05.7413 12/15/2047 | 0.01% |
| CGCMT 2012-GC8 XA IO P/P 144A 01.7714 09/10/2045 | 0.01% |
| CHS/COMMUNITY HEALT P/P 144A 08.1250 06/30/2024 | 0.01% |
| CITIGROUP INC 04.6000 03/09/2026 | 0.01% |
| CLEAN HARBORS INC P/P 144A 04.8750 07/15/2027 | 0.01% |
| CLEAR CHANNEL WORLDW P/P 144A 05.1250 08/15/2027 | 0.01% |
| COMCAST CORP 03.1500 03/01/2026 | 0.01% |
| CROWN CASTLE INTL CORP 04.8750 04/15/2022 | 0.01% |
| DIAMONDBACK ENERGY INC 03.2500 12/01/2026 | 0.01% |
| ENERGY TRANSFER OPERATNG 06.1250 12/15/2045 | 0.01% |
| FHR 3829 AS IO 05.2103 03/15/2041 | 0.01% |
| FISERV INC 03.5000 07/01/2029 | 0.01% |
| FRONTIER COMM P/P 144A 08.5000 04/01/2026 | 0.01% |
| GMAC CAPITAL TRUST I PCT 07.6948 | 0.01% |
| GNR 2015-H24 BI IO 01.6552 08/20/2065 | 0.01% |
| GOLDMAN SACHS GROUP INC 06.7500 10/01/2037 | 0.01% |
| GSMS 2011-GC5 AS P/P 144A 05.2090 08/10/2044 | 0.01% |
| HANESBRANDS INC P/P 144A 04.6250 05/15/2024 | 0.01% |
| HONEYWELL INTL 03.8120 11/21/2047 | 0.01% |
| HSBC HOLDINGS PLC SEDOL 0540528 | 0.01% |
| ICAHN ENTER/FIN 06.7500 02/01/2024 | 0.01% |
| JAGUAR HL / PPDI P/P 144A 06.3750 08/01/2023 | 0.01% |
| JPMCC 2012-LC9 D P/P 144A 04.4177 12/15/2047 | 0.01% |
| JPMORGAN CHASE & CO 06.1000 02/01/2049 | 0.01% |
| KKR GROUP FIN CO III P/P 144A 05.1250 06/01/2044 | 0.01% |
| MBX.FN30.500.09 R USL1M P 01/12/40 BC | 0.01% |
| MERCER INTL INC USD 06.5000 02/01/2024 | 0.01% |
| MLMI 2005-A2 A2 04.3590 02/25/2035 | 0.01% |
| NATIONAL GRID PLC SEDOL BDR05C0 | 0.01% |
| NEWS CORP - CLASS A SEDOL BBGVT40 | 0.01% |
| NOK/USD 03/18/2020 SSBT | 0.01% |
| NZD/USD 01/15/2020 UBS | 0.01% |
| PENN NATIONAL GAMING P/P 144A 05.6250 01/15/2027 | 0.01% |
| PENSKE AUTO GRP INC 05.7500 10/01/2022 | 0.01% |
| PETROBRAS GLOBAL FIN P/P 144A 05.0930 01/15/2030 | 0.01% |
| PETROLEOS MEXICANOS P/P 144A 07.6900 01/23/2050 | 0.01% |
| PPL CAPITAL FUNDING INC 04.2000 06/15/2022 | 0.01% |
| PRUDENTIAL FINANCIAL INC 05.6250 06/15/2043 | 0.01% |
| QORVO INC 05.5000 07/15/2026 | 0.01% |
| SABINE PASS LIQUEFAC 05.7500 05/15/2024 | 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% |
| TREASURY BILL 00.0000 04/16/2020 | 0.01% |
| UBSBB 2012-C4 XA IO P/P 144A 01.6278 12/10/2045 | 0.01% |
| VERTIV INT HOLD CORP P/P 144A 12.0000 02/15/2022 | 0.01% |
| WESTPAC BANKING CORP USD 04.4210 07/24/2039 | 0.01% |
| WFRBS 2012-C9 XA IO P/P 144A 01.8964 11/15/2045 | 0.01% |
| WFRBS 2012-C9 XB IO P/P 144A 00.7152 11/15/2045 | 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% |
| 1011778 BC ULC / P/P 144A 04.3750 01/15/2028 | 0.00% |
| ALLIANT HOLDINGS P/P 144A 06.7500 10/15/2027 | 0.00% |
| APPLE INC 03.4500 05/06/2024 | 0.00% |
| ASCEND LEARNING LLC P/P 144A 06.8750 08/01/2025 | 0.00% |
| AT&T INC 04.3000 02/15/2030 | 0.00% |
| AZRIELI GROUP LTD SEDOL B5MN1W0 | 0.00% |
| BMIR 2017-1 M1 P/P 144A 03.4920 10/25/2027 | 0.00% |
| CALPINE CORP P/P 144A 05.2500 06/01/2026 | 0.00% |
| CAS 2015-C01 1M2 06.0920 02/25/2025 | 0.00% |
| CGCMT 2014-GC21 X IO 01.1783 05/10/2047 | 0.00% |
| CHEMOURS CO 07.0000 05/15/2025 | 0.00% |
| CIGNA CORP SEDOL BHJ0775 | 0.00% |
| CLEAR CHANNEL WORLD P/P 144A 09.2500 02/15/2024 | 0.00% |
| CON EDISON CO OF NY INC 04.2000 03/15/2042 | 0.00% |
| CONCHO RESOURCES INC 03.7500 10/01/2027 | 0.00% |
| CROWN AMER/CAP 04.7500 02/01/2026 | 0.00% |
| CSC HOLDINGS LLC 06.7500 11/15/2021 | 0.00% |
| CVS PASS-THROUGH P/P 144A 04.7040 01/10/2036 | 0.00% |
| CWALT 2005-27 1A1 02.5120 08/25/2035 | 0.00% |
| DH EUROPE FINANCE II USD 03.4000 11/15/2049 | 0.00% |
| DRESDNER FDG TRST I P/P 144A 08.1510 06/30/2031 | 0.00% |
| EQUINOR ASA USD 05.1000 08/17/2040 | 0.00% |
| FIFTH THIRD BANCORP 05.1000 12/29/2049 | 0.00% |
| FORD MOTOR CO SEDOL 2615468 | 0.00% |
| FOX CORP - CLASS B SEDOL BJJMGY5 | 0.00% |
| GARTNER INC P/P 144A 05.1250 04/01/2025 | 0.00% |
| GENERAL MOTORS FINL CO 04.3000 07/13/2025 | 0.00% |
| GLP CAPITAL LP / FIN II 05.3750 04/15/2026 | 0.00% |
| GNMA GII30 BL6161 06.0000 12/20/2048 | 0.00% |
| HSBC USA INC 03.5000 06/23/2024 | 0.00% |
| ICAHN ENTER P/P 144A 04.7500 09/15/2024 | 0.00% |
| ICAHN ENTER/FIN P/P 144A 05.2500 05/15/2027 | 0.00% |
| IHEARTCOMMUNICATIONS INC 06.3750 05/01/2026 | 0.00% |
| INDIGO NATURAL P/P 144A 06.8750 02/15/2026 | 0.00% |
| INTERNATIONAL LEASE FIN CORP 05.8750 08/15/2022 | 0.00% |
| JELD-WEN INC P/P 144A 04.6250 12/15/2025 | 0.00% |
| JELD-WEN INC P/P 144A 04.8750 12/15/2027 | 0.00% |
| KFC HLD/PIZZA HUT/TA P/P 144A 04.7500 06/01/2027 | 0.00% |
| KINDER MORGAN ENER PART 03.4500 02/15/2023 | 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% |
| MEG ENERGY CORP P/P 144A 06.5000 01/15/2025 | 0.00% |
| MERCK & CO INC 02.9000 03/07/2024 | 0.00% |
| MET LIFE GLOB FUND P/P 144A 03.0000 01/10/2023 | 0.00% |
| MOLINA HEALTHCARE IN 05.3750 11/15/2022 | 0.00% |
| MSBAM 2014-C17 XA IO 01.1091 08/15/2047 | 0.00% |
| MSRR 2015-R4 CB1 02.5326 08/26/2047 | 0.00% |
| NETFLIX INC P/P 144A 05.3750 11/15/2029 | 0.00% |
| NEUBERGER BERMAN GRP P/P 144A 04.8750 04/15/2045 | 0.00% |
| NZD/USD 01/15/2020 SSBT | 0.00% |
| PACKAGING CORP OF AMERIC 04.5000 11/01/2023 | 0.00% |
| PENSKE AUTOMOTIVE GROUP 05.3750 12/01/2024 | 0.00% |
| PENSKE AUTOMOTIVE GROUP 05.5000 05/15/2026 | 0.00% |
| RESIDEO FUNDING INC P/P 144A 06.1250 11/01/2026 | 0.00% |
| REVLON CONS TLB L+350 05.4086 09/07/2023 | 0.00% |
| ROBERTSHAW TL 2L L+800 09.8125 02/28/2026 | 0.00% |
| ROBERTSHAW US HOLDING L+325 05.0625 02/28/2025 | 0.00% |
| SESI LLC 07.1250 12/15/2021 | 0.00% |
| SM ENERGY CO 05.0000 01/15/2024 | 0.00% |
| SOLENIS 1STL L+400 05.9086 06/26/2025 | 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% |
| STACR 2019-DNA1 M2 04.4420 01/25/2049 | 0.00% |
| TENET HEALTHCARE 04.6250 07/15/2024 | 0.00% |
| TRANSDIGM INC. 06.5000 07/15/2024 | 0.00% |
| TRANSOCEAN INC 07.5000 04/15/2031 | 0.00% |
| TRANSOCEAN PONTUS LT P/P 144A 06.1250 08/01/2025 | 0.00% |
| TRANSOCEAN POSEIDON P/P 144A 06.8750 02/01/2027 | 0.00% |
| UNITEDHEALTH GROUP INC 02.8750 03/15/2022 | 0.00% |
| VERTIV GROUP CORP P/P 144A 09.2500 10/15/2024 | 0.00% |
| VISTRA ENERGY CORP P/P 144A 08.1250 01/30/2026 | 0.00% |
| VISTRA OPERATION P/P 144A 05.0000 07/31/2027 | 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% |
| WFRBS 2012-C10 XA IO P/P 144A 01.5393 12/15/2045 | 0.00% |
| ZIGGO BV P/P 144A 05.5000 01/15/2027 | 0.00% |
| ABC SUPPLY CO INC P/P 144A 04.0000 01/15/2028 | 0.00% |
| AES CORP/THE 04.5000 03/15/2023 | 0.00% |
| ALLERGAN FUNDING SCS USD 03.4500 03/15/2022 | 0.00% |
| ATHENE HOLDING LTD-CLASS A SEDOL BZ13MZ1 | 0.00% |
| AUTOMATION TOOLING S P/P 144A 06.5000 06/15/2023 | 0.00% |
| BANK OF MONTREAL USD 03.8030 12/15/2032 | 0.00% |
| BAUSCH HLTH COS INC P/P 144A 07.0000 01/15/2028 | 0.00% |
| BERKSHIRE HATHAWAY FIN 04.3000 05/15/2043 | 0.00% |
| BERRY GLOBAL INC P/P 144A 05.6250 07/15/2027 | 0.00% |
| BMW US CAPITAL LLC P/P 144A 03.4000 08/13/2021 | 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% |
| BROOKFIELD RESID P/P 144A 06.2500 09/15/2027 | 0.00% |
| BSCMS 2006-PW11 B P/P 144A 05.7745 03/11/2039 | 0.00% |
| BUILDERS FIRSTSOURCE P/P 144A 05.6250 09/01/2024 | 0.00% |
| CAS 2015-C02 1M2 05.7920 05/25/2025 | 0.00% |
| CAS 2019-HRP1 M2 03.9420 11/25/2039 | 0.00% |
| CAS 2019-R02 1M2 04.0920 08/25/2031 | 0.00% |
| CELANESE US HOLDINGS LLC 04.6250 11/15/2022 | 0.00% |
| CENTENE ESCROW I CO P/P 144A 05.3750 06/01/2026 | 0.00% |
| CHARTER COMM OPT LLC 05.3750 05/01/2047 | 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% |
| COMCAST CORP 02.3500 01/15/2027 | 0.00% |
| COMMSCOPE INC P/P 144A 06.0000 03/01/2026 | 0.00% |
| CREDIT ACCEPTANC P/P 144A 05.1250 12/31/2024 | 0.00% |
| CREDIT ACCEPTANC P/P 144A 06.6250 03/15/2026 | 0.00% |
| CWALT 2006-24CB A13 02.1420 08/25/2036 | 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% |
| FREEPORT-MCMORAN INC 05.4500 03/15/2043 | 0.00% |
| GATES GLOBAL TLB L+275 04.5494 03/31/2024 | 0.00% |
| GETLINK SE SEDOL B292JQ9 | 0.00% |
| GNMA GII30 AY2298 04.7000 05/20/2067 | 0.00% |
| GNMA GII30 AY4779 04.5090 03/20/2067 | 0.00% |
| GNMA GII30 BA7681 04.6250 06/20/2067 | 0.00% |
| GNMA GII30 BB0107 04.7000 08/20/2067 | 0.00% |
| GNMA GII30 BL6185 06.0000 01/20/2049 | 0.00% |
| GNMA GII30 BL6216 06.0000 03/20/2049 | 0.00% |
| GNMA GII30 BL6235 06.0000 04/20/2049 | 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% |
| IHS MARKIT LTD USD 04.7500 08/01/2028 | 0.00% |
| IRON MOUNTAIN INC P/P 144A 05.2500 03/15/2028 | 0.00% |
| ISTAR INC. 05.2500 09/15/2022 | 0.00% |
| JOSEPH T RYERSON & S P/P 144A 11.0000 05/15/2022 | 0.00% |
| LABORATORY CRP OF AMER HLDGS SEDOL 2586122 | 0.00% |
| LEVEL 3 FIN INC P/P 144A 04.6250 09/15/2027 | 0.00% |
| MAUSER PACKAGING SOL P/P 144A 05.5000 04/15/2024 | 0.00% |
| MEG ENERGY CORP P/P 144A 06.3750 01/30/2023 | 0.00% |
| MERCER INTL INC USD 05.5000 01/15/2026 | 0.00% |
| MSAC 2004-HE6 M1 02.6170 08/25/2034 | 0.00% |
| NEIMAN MARCUS TL L+600 07.7131 10/25/2023 | 0.00% |
| NETFLIX INC. 06.3750 05/15/2029 | 0.00% |
| NN GROUP NV SEDOL BNG8PQ9 | 0.00% |
| NRG ENERGY INC 05.7500 01/15/2028 | 0.00% |
| OASIS PETROLEUM INC 06.8750 03/15/2022 | 0.00% |
| ONO PHARMACEUTICAL CO LTD SEDOL 6660107 | 0.00% |
| PANTHER BF AGGREGA P/P 144A 06.2500 05/15/2026 | 0.00% |
| PARTY CITY HLDG INC P/P 144A 06.1250 08/15/2023 | 0.00% |
| PENSKE TRUCK LE P/P 144A 03.4000 11/15/2026 | 0.00% |
| QVC INC 04.4500 02/15/2025 | 0.00% |
| SCIENTIFIC GAMES P/P 144A 07.0000 05/15/2028 | 0.00% |
| SHELL INTERNATIONAL FIN USD 02.1250 05/11/2020 | 0.00% |
| SIRIUS XM RADIO INC. P/P 144A 05.5000 07/01/2029 | 0.00% |
| SM ENERGY CO 06.1250 11/15/2022 | 0.00% |
| SPECTRUM BRANDS INC P/P 144A 05.0000 10/01/2029 | 0.00% |
| SPRINGLEAF FINANCE CORP 07.1250 03/15/2026 | 0.00% |
| STACR 2015-HQ2 M2 03.7420 05/25/2025 | 0.00% |
| T-MOBILE USA INC 04.5000 02/01/2026 | 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% |
| TRAVELPORT TLB L+500 07.5413 05/30/2026 | 0.00% |
| TREASURY BILL 00.0000 02/20/2020 | 0.00% |
| TREASURY BILL 00.0000 06/04/2020 | 0.00% |
| VMWARE INC 03.9000 08/21/2027 | 0.00% |
| WFCM 2016-LC25 XA IO 00.9923 12/15/2059 | 0.00% |
| YUM! BRANDS INC P/P 144A 04.7500 01/15/2030 | 0.00% |
| 1.625 R ISWP FWD US0003M P 03/18/2025 | 0.00% |
| AIR MEDICAL MERGER S P/P 144A 06.3750 05/15/2023 | 0.00% |
| AKZO NOBEL N.V. SEDOL BJ2KSG2 | 0.00% |
| ALLY FINANCIAL INC 08.0000 03/15/2020 | 0.00% |
| AMC ENTERTAINMENT HLDGS 05.7500 06/15/2025 | 0.00% |
| AMC ENTERTAINMENT HLDGS 06.1250 05/15/2027 | 0.00% |
| ANHEUSER-BUSCH INBEV WOR 02.5000 07/15/2022 | 0.00% |
| BANK OF AMERICA CORP 06.5000 10/29/2049 | 0.00% |
| BAUSCH HLTH COS INC P/P 144A 05.0000 01/30/2028 | 0.00% |
| BAUSCH HLTH COS INC P/P 144A 05.2500 01/30/2030 | 0.00% |
| BAUSCH HLTH COS INC P/P 144A 06.5000 03/15/2022 | 0.00% |
| BAYTEX ENERGY CORP P/P 144A 05.6250 06/01/2024 | 0.00% |
| BEACON ROOFING SUPPL P/P 144A 04.5000 11/15/2026 | 0.00% |
| BERKSHIRE HATHAWAY FIN 04.2500 01/15/2021 | 0.00% |
| BERRY GLOBAL INC 05.5000 05/15/2022 | 0.00% |
| BOYD GAMING CORP 06.3750 04/01/2026 | 0.00% |
| CALIFORNIA RESOURC TL L+475 06.5548 12/31/2022 | 0.00% |
| CANADIAN UTILITIES LTD-A SEDOL 2172639 | 0.00% |
| CAS 2015-C02 2M2 05.7920 05/25/2025 | 0.00% |
| CHF/USD 03/18/2020 JPMCB | 0.00% |
| CIT GROUP INC 05.0000 08/01/2023 | 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% |
| COMCAST CORP 03.9990 11/01/2049 | 0.00% |
| COMPASS MINERALS INT P/P 144A 04.8750 07/15/2024 | 0.00% |
| COMSTOCK RESOURCES 09.7500 08/15/2026 | 0.00% |
| CPG INTL TL L+375 05.9333 05/05/2024 | 0.00% |
| CPG MERGER SUB LLC P/P 144A 08.0000 10/01/2021 | 0.00% |
| CREDIT ACCEPTANC 07.3750 03/15/2023 | 0.00% |
| ELDORADO RESORTS INC 07.0000 08/01/2023 | 0.00% |
| ENERGIZER HLDG INC P/P 144A 06.3750 07/15/2026 | 0.00% |
| ENTERPRISE MERG P/P 144A 08.7500 10/15/2026 | 0.00% |
| EQUINIX INC 05.8750 01/15/2026 | 0.00% |
| EUR/NOK PUT 9.85 20200121 GSFX | 0.00% |
| EUR/USD 03/18/2020 BANKAM | 0.00% |
| FHR 3072 SM 04.2533 11/15/2035 | 0.00% |
| GENERAL DYNAMICS CORP 02.2500 11/15/2022 | 0.00% |
| GNMA GII30 BL6016 06.0000 02/20/2049 | 0.00% |
| GNMA GII30 BL6184 06.0000 02/20/2049 | 0.00% |
| GNMA GII30 BL6217 06.0000 03/20/2049 | 0.00% |
| GNMA GII30 BL6219 06.0000 03/20/2049 | 0.00% |
| GNMA GII30 BM1953 06.0000 03/20/2049 | 0.00% |
| GNR 2010-9 UI IO 05.0000 01/20/2040 | 0.00% |
| GNR 2012-141 WI IO 03.5000 11/20/2041 | 0.00% |
| GNR 2015-124 NI IO 03.5000 06/20/2039 | 0.00% |
| H LUNDBECK A/S SEDOL 7085259 | 0.00% |
| INCEPTION MRGR/RACK P/P 144A 08.6250 11/15/2024 | 0.00% |
| INTERCONTINENTAL EXCHANGE IN SEDOL BFSSDS9 | 0.00% |
| IOS.FN30.400.10 R USL1M P 01/12/41 BC | 0.00% |
| JO-ANN STORES 2NDL L+925 11.0420 05/21/2024 | 0.00% |
| JO-ANN STORES TL L+500 06.9340 10/16/2023 | 0.00% |
| JPMBB 2013-C17 XA IO 00.7624 01/15/2047 | 0.00% |
| KYUSHU RAILWAY COMPANY SEDOL BD2BST6 | 0.00% |
| LENNAR CORP 05.8750 11/15/2024 | 0.00% |
| MASONITE INTL C P/P 144A 05.3750 02/01/2028 | 0.00% |
| MATTAMY GROUP CORP P/P 144A 06.5000 10/01/2025 | 0.00% |
| MBX.FN30.450.09 R USL1M P 01/12/40 BC | 0.00% |
| MGM GROWTH/MGM FINANCE 04.5000 01/15/2028 | 0.00% |
| MICROSOFT CORP 05.3000 02/08/2041 | 0.00% |
| MOOG INC P/P 144A 04.2500 12/15/2027 | 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% |
| NUTRIEN LTD USD 05.2500 01/15/2045 | 0.00% |
| PETROBRAS GLOBAL FIN USD 05.9990 01/27/2028 | 0.00% |
| POMEGRANATE MERGER S P/P 144A 09.7500 05/01/2023 | 0.00% |
| PUBLIC SERVICE ELECTRIC 05.5000 03/01/2040 | 0.00% |
| RAYTHEON COMPANY 04.8750 10/15/2040 | 0.00% |
| REALOGY GRP / CO P/P 144A 09.3750 04/01/2027 | 0.00% |
| REGENCY ENERGY P 04.5000 11/01/2023 | 0.00% |
| REPSOL SA SEDOL 5669354 | 0.00% |
| REPUBLIC OF VENEZUELA REGS 08.2500 10/13/2024 | 0.00% |
| SPECTRUM BRANDS INC 06.1250 12/15/2024 | 0.00% |
| SPRINT COMMUNICATIONS INC. 07.0000 08/15/2020 | 0.00% |
| SPRINT SPECTRUM P/P 144A 03.3600 09/20/2021 | 0.00% |
| STEEL DYNAMICS INC 05.0000 12/15/2026 | 0.00% |
| SUBARU CORP SEDOL 6356406 | 0.00% |
| T-MOBILE USA INC 06.3750 03/01/2025 | 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% |
| TECK RESOURCES LIMITED USD 03.7500 02/01/2023 | 0.00% |
| TWDC ENTERPRISES 18 CORP 02.7500 08/16/2021 | 0.00% |
| WELLCARE HLTH PLANS P/P 144A 05.3750 08/15/2026 | 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% |
| 1.60 R ISWP FWD US0003M P 03/18/2022 | 0.00% |
| ABC SUPPLY CO INC P/P 144A 05.8750 05/15/2026 | 0.00% |
| AKER BP ASA P/P 144A 05.8750 03/31/2025 | 0.00% |
| ALLY FINANCIAL INC 03.8750 05/21/2024 | 0.00% |
| APACHE CORPORATION 03.2500 04/15/2022 | 0.00% |
| ASCENT RESOURCES/AR P/P 144A 07.0000 11/01/2026 | 0.00% |
| BERRY GLOBAL INC P/P 144A 04.5000 02/15/2026 | 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% |
| CHEMOURS CO 05.3750 05/15/2027 | 0.00% |
| CINEMARK USA INC 04.8750 06/01/2023 | 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.BB.6 2063-05-11 500.0 05/11/2063 CS | 0.00% |
| CNH/USD 02/19/2020 HSBCB | 0.00% |
| COMCAST CORP 06.5000 11/15/2035 | 0.00% |
| COMMSCOPE INC P/P 144A 05.5000 03/01/2024 | 0.00% |
| EAGLE HLDG CO II LLC P/P 144A 07.7500 05/15/2022 | 0.00% |
| ELDORADO RESORTS INC 06.0000 09/15/2026 | 0.00% |
| EOG RESOURCES INC 04.1500 01/15/2026 | 0.00% |
| EUR/USD 03/18/2020 SSBT | 0.00% |
| FHR 3065 DC 14.6408 03/15/2035 | 0.00% |
| FIDELITY NATIONAL INFORM 03.0000 08/15/2026 | 0.00% |
| FNMA FN30 971053 04.5000 02/01/2039 | 0.00% |
| FNR 2007-53 SP 17.6293 06/25/2037 | 0.00% |
| FRAC TECH INTL TLB L+475 06.5494 04/16/2021 | 0.00% |
| GENERAL MOTORS FINL CO 04.0000 01/15/2025 | 0.00% |
| GLENCORE PLC SEDOL B4T3BW6 | 0.00% |
| GNMA GII30 BL6218 06.0000 02/20/2049 | 0.00% |
| HCA INC. 07.5000 02/15/2022 | 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% |
| IOS.FN30.400.09 R USL1M P 01/12/40 GS | 0.00% |
| LAMB WESTON HOLDINGS P/P 144A 04.6250 11/01/2024 | 0.00% |
| LIVE NATION ENT P/P 144A 04.7500 10/15/2027 | 0.00% |
| MEG ENERGY CORP P/P 144A 07.0000 03/31/2024 | 0.00% |
| MERCER INTL INC USD 07.3750 01/15/2025 | 0.00% |
| MERCK & CO INC 01.8500 02/10/2020 | 0.00% |
| MOLINA HEALTHCARE IN P/P 144A 04.8750 06/15/2025 | 0.00% |
| NATIONSTAR MTG P/P 144A 09.1250 07/15/2026 | 0.00% |
| NETFLIX INC. P/P 144A 04.8750 06/15/2030 | 0.00% |
| NEW GOLD INC P/P 144A 06.2500 11/15/2022 | 0.00% |
| NOBLE HOLDING INTL LTD USD 07.7500 01/15/2024 | 0.00% |
| NRG ENERGY INC 06.6250 01/15/2027 | 0.00% |
| OASIS PETROLEUM INC P/P 144A 06.2500 05/01/2026 | 0.00% |
| ONCOR ELECTRIC DELIVERY 05.3000 06/01/2042 | 0.00% |
| OUTFRONT MEDIA C P/P 144A 04.6250 03/15/2030 | 0.00% |
| PETROBRAS GLOBAL FIN USD 05.2990 01/27/2025 | 0.00% |
| PRESTIGE BRANDS INC P/P 144A 05.1250 01/15/2028 | 0.00% |
| QUEBECOR MEDIA INC USD 05.7500 01/15/2023 | 0.00% |
| RACKSPACE HOSTING INC L+300 04.9023 11/03/2023 | 0.00% |
| REPUBLIC OF VENEZUELA REGS 09.0000 05/07/2023 | 0.00% |
| SM ENERGY CO 06.6250 01/15/2027 | 0.00% |
| STACR 2018-HQA2 M2 04.0920 10/25/2048 | 0.00% |
| STACR 2019-HQA1 M2 04.1420 02/25/2049 | 0.00% |
| T-MOBILE USA INC 06.0000 03/01/2023 | 0.00% |
| TARGA RES PRTNRS P/P 144A 05.5000 03/01/2030 | 0.00% |
| THE AES CORPORATION 04.8750 05/15/2023 | 0.00% |
| THE SHERWIN-WILLIAMS COMPANY 02.7500 06/01/2022 | 0.00% |
| TOWNSQUARE MEDIA INC P/P 144A 06.5000 04/01/2023 | 0.00% |
| TREASURY BILL 00.0000 06/11/2020 | 0.00% |
| VALARIS PLC USD 07.7500 02/01/2026 | 0.00% |
| VIACOMCBS INC 04.0000 01/15/2026 | 0.00% |
| VIPER ENERGY P/P 144A 05.3750 11/01/2027 | 0.00% |
| AIR LEASE CORP 02.5000 03/01/2021 | 0.00% |
| ALLEGHENY TECHNOLOGIES 05.8750 12/01/2027 | 0.00% |
| ANTERO MIDSTREAM P/P 144A 05.7500 01/15/2028 | 0.00% |
| BP CAP MARKETS AMERICA 03.9370 09/21/2028 | 0.00% |
| BRL/USD 02/04/2020 GSFX | 0.00% |
| CALPINE CORP P/P 144A 05.8750 01/15/2024 | 0.00% |
| CLEAN TEQ HOLDINGS LTD SEDOL B291LT3 | 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.9 2058-09-17 500.0 09/17/2058 CG | 0.00% |
| COLORADO INTERSTATE GAS CO 06.8500 06/15/2037 | 0.00% |
| CONTINENTAL RESOURCES 05.0000 09/15/2022 | 0.00% |
| CROWN CASTLE INTL CORP 04.4500 02/15/2026 | 0.00% |
| ENERGIZER HLDG INC P/P 144A 07.7500 01/15/2027 | 0.00% |
| EQUINIX INC 03.2000 11/18/2029 | 0.00% |
| EUR/USD 03/18/2020 RBSF | 0.00% |
| FEDEX CORP 02.6250 08/01/2022 | 0.00% |
| FHR 2990 LB 12.4990 06/15/2034 | 0.00% |
| FHR 3249 PS 16.5338 12/15/2036 | 0.00% |
| FNR 2005-75 GS 14.8740 08/25/2035 | 0.00% |
| FNR 2006-62 PS 29.1480 07/25/2036 | 0.00% |
| FNR 2006-8 HP 17.9960 03/25/2036 | 0.00% |
| GBP/USD 03/18/2020 BANKAM | 0.00% |
| GBP/USD 03/18/2020 RBSF | 0.00% |
| GNMA GII30 BJ9611 04.5000 05/20/2049 | 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% |
| GNMA GII30 BN2618 04.5000 05/20/2049 | 0.00% |
| GNR 2010-9 QI IO 04.5000 01/20/2040 | 0.00% |
| IHEARTMEDIA INC - CLASS A SEDOL BJVR9Y9 | 0.00% |
| IHEARTMEDIA TL L+400 05.7809 05/01/2026 | 0.00% |
| IOS.FN30.350.14 R USL1M P 01/12/45 CS | 0.00% |
| JACK OHIO FIN LLC/FI P/P 144A 06.7500 11/15/2021 | 0.00% |
| LBUBS 2006-C6 XCL IO P/P 144A 00.6848 09/15/2039 | 0.00% |
| MALLINCKRODT FIN/SB P/P 144A 10.0000 04/15/2025 | 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 03/18/2020 CITI | 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% |
| ROYAL BANK OF CANADA USD 02.8000 04/29/2022 | 0.00% |
| S&P GLOBAL INC 02.5000 12/01/2029 | 0.00% |
| SGD/USD 02/19/2020 JPMCB | 0.00% |
| STACR 2019-DNA2 M2 04.2420 03/25/2049 | 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% |
| STEEL DYNAMICS INC 05.2500 04/15/2023 | 0.00% |
| T-MOBILE USA INC 05.3750 04/15/2027 | 0.00% |
| TITAN ACQ LTD P/P 144A 07.7500 04/15/2026 | 0.00% |
| TOLEDO EDISON COMPANY 07.2500 05/01/2020 | 0.00% |
| TRANSDIGM INC 06.5000 05/15/2025 | 0.00% |
| ADVANZ PHARMA CORP SEDOL BH4P601 | 0.00% |
| ANHEUSER-BUSCH INBEV WOR 04.1500 01/23/2025 | 0.00% |
| AUD/JPY PUT 70.00 20200214 CITI | 0.00% |
| AUD/JPY PUT 70.00 20200214 GSFX | 0.00% |
| BACM 2005-1 XW IO P/P 144A 00.0000 11/10/2042 | 0.00% |
| BACM 2007-1 XW IO 00.2916 01/15/2049 | 0.00% |
| BACM 2007-5 XW IO P/P 144A 00.0000 02/10/2051 | 0.00% |
| BANK OF NOVA SCOTIA USD 02.0000 11/15/2022 | 0.00% |
| BERKSHIRE HATHAWAY ENERG 06.1250 04/01/2036 | 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 00.3082 12/11/2038 | 0.00% |
| BSCMS 2006-PW11 C P/P 144A 05.7745 03/11/2039 | 0.00% |
| CD 2007-CD4 XW IO P/P 144A 01.3015 12/11/2049 | 0.00% |
| CGCMT 2006-C5 XC IO P/P 144A 00.5198 10/15/2049 | 0.00% |
| CHINA INTERNATIONAL TRAVEL-A SEDOL BP3R466 | 0.00% |
| CLEAR CHANNEL OUTDOOR HOLDIN SEDOL BJHVCH9 | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 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 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 MS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 MS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 MS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 MS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 MS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 MS | 0.00% |
| CMB CMBX.NA.A.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 CS | 0.00% |
| CMB CMBX.NA.A.7 2047-01-17 200.0 01/17/2047 JP | 0.00% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CG | 0.00% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CG | 0.00% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CS | 0.00% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CS | 0.00% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CS | 0.00% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 JP | 0.00% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 ML | 0.00% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 ML | 0.00% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 MS | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 JP | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 JP | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 JP | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 JP | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 JP | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 MS | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 MS | 0.00% |
| CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 JP | 0.00% |
| CMB CMBX.NA.BB.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 CG | 0.00% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 JP | 0.00% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 JP | 0.00% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 JP | 0.00% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 JP | 0.00% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 MS | 0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CG | 0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CG | 0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CG | 0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CS | 0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CS | 0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CS | 0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS | 0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS | 0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 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 CS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 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 GS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 JP | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 JP | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 ML | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 ML | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.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 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 GS | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP | 0.00% |
| CMB CMBX.NA.BBB-.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 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 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 02.0007 05/15/2038 | 0.00% |
| CSMC 2007-C1 AX IO P/P 144A 00.4560 02/15/2040 | 0.00% |
| CSMC 2007-C2 AX IO P/P 144A 00.0159 01/15/2049 | 0.00% |
| CVS PASS-THROUGH TRUST 06.0360 12/10/2028 | 0.00% |
| EL PASO NATURAL GAS 08.3750 06/15/2032 | 0.00% |
| ESC CHESAPEAKEOILFIELD 06.6250 11/15/2020 | 0.00% |
| ESC SEVENTYSEVENERG 06.5000 07/15/2022 | 0.00% |
| EUR/USD 03/18/2020 BCAP-FX | 0.00% |
| EUR/USD 03/18/2020 CSI-FX | 0.00% |
| EUR/USD 03/18/2020 TDBK | 0.00% |
| EUR/USD 03/18/2020 WPAC | 0.00% |
| FEDL01 P ISWP SOFRRATE R 12/05/2020 | 0.00% |
| FHR 1208 F PO 00.0000 02/15/2022 | 0.00% |
| FHR 3326 WF 00.0000 10/15/2035 | 0.00% |
| FNMA FN30 935058 04.5000 04/01/2039 | 0.00% |
| FNR 2001-50 BI IO 00.3757 10/25/2041 | 0.00% |
| FNR 2001-79 BI IO 00.2789 03/25/2045 | 0.00% |
| FNR 2003-34 P1 PO 00.0000 04/25/2043 | 0.00% |
| FNW 2002-W8 IO1 IO 00.2993 06/25/2042 | 0.00% |
| GBP/USD 03/18/2020 WPAC | 0.00% |
| GECMC 2007-C1 XC IO P/P 144A 00.0763 12/10/2049 | 0.00% |
| GLOBAL FASHION GRP P/P | 0.00% |
| GNR 2018-127 IB IO 04.5000 06/20/2045 | 0.00% |
| HC BRILLANT SERVICES GMBH P/P | 0.00% |
| INTELSAT JACKSON HLD P/P 144A 08.0000 02/15/2024 | 0.00% |
| IOS.FN30.350.12 R USL1M P 01/12/43 BC | 0.00% |
| IOS.FN30.400.11 R USL1M P 01/12/42 BC | 0.00% |
| IOS.FN30.400.11 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% |
| 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 00.4486 09/12/2037 | 0.00% |
| JPMCC 2006-CB17 X IO 00.6520 12/12/2043 | 0.00% |
| JPMCC 2006-LDP8 X IO 00.2997 05/15/2045 | 0.00% |
| JPMCC 2007-LDPX X IO 00.0543 01/15/2049 | 0.00% |
| JPY/USD 02/19/2020 BANKAM | 0.00% |
| JPY/USD 02/19/2020 CITI | 0.00% |
| JPY/USD 02/19/2020 GSFX | 0.00% |
| JPY/USD 02/19/2020 JPMCB | 0.00% |
| JPY/USD 02/19/2020 UBS | 0.00% |
| KRW/USD 02/19/2020 JPMCB | 0.00% |
| LBUBS 2005-C5 XCL IO P/P 144A 0.09 3 09/15/2040 | 0.00% |
| LBUBS 2005-C7 XCL IO P/P 144A 00.3174 11/15/2040 | 0.00% |
| LBUBS 2007-C2 XW IO 00.1634 02/15/2040 | 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% |
| 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% |
| MLMT 2005-MCP1 XC IO P/P 144A 00.0012 06/12/2043 | 0.00% |
| MWO HOLDINGS LLC | 0.00% |
| NEW BIGFOOT OTHER ASSETS GMBH P/P | 0.00% |
| NEW MIDDLE EAST OTHER ASSETS GMBH P/P | 0.00% |
| NINE POINT ENERGY CNV PRF | 0.00% |
| NINE POINT ENERGY COM | 0.00% |
| SASC 2006-AM1 A4 01.9520 04/25/2036 | 0.00% |
| SEK/USD 03/18/2020 BANKAM | 0.00% |
| SEK/USD 03/18/2020 BCAP-FX | 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% |
| WBCMT 2006-C29 IO IO 00.3056 11/15/2048 | 0.00% |
| WBCMT 2007-C34 IO IO 00.0852 05/15/2046 | 0.00% |
| CAD/USD 01/15/2020 BANKAM | -0.00% |
| CAD/USD 01/15/2020 SSBT | -0.00% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 CG | -0.00% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 MS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| DKK/USD 03/18/2020 CITI | -0.00% |
| GBP/USD 03/18/2020 SSBT | -0.00% |
| GBP/USD 03/18/2020 UBS | -0.00% |
| HKD/USD 02/19/2020 BCAP-FX | -0.00% |
| IOS.FN30.400.11 P USL1M R 01/12/42 JP | -0.00% |
| IOS.FN30.500.10 P USL1M R 01/12/41 BC | -0.00% |
| JPY/USD 02/19/2020 SSBT | -0.00% |
| MBX.FN30.600.08 P USL1M R 01/12/39 BC | -0.00% |
| NOK/USD 03/18/2020 BCAP-FX | -0.00% |
| NOK/USD 03/18/2020 HSBCB | -0.00% |
| NOK/USD 03/18/2020 JPMCB | -0.00% |
| SEK/USD 03/18/2020 GSFX | -0.00% |
| SEK/USD 03/18/2020 JPMCB | -0.00% |
| SEK/USD 03/18/2020 TDBK | -0.00% |
| SEK/USD 03/18/2020 UBS | -0.00% |
| CAD/USD 01/15/2020 TDBK | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| GBP/USD 03/18/2020 GSFX | -0.00% |
| GBP/USD 03/18/2020 HSBCB | -0.00% |
| SEK/USD 03/18/2020 RBSF | -0.00% |
| 2.00 R ISWP FWD US0003M P 03/18/2050 | -0.00% |
| BRL/USD 02/04/2020 BANKAM | -0.00% |
| IOS.FN30.400.10 P USL1M R 01/12/41 JP | -0.00% |
| SEK/USD 03/18/2020 HSBCB | -0.00% |
| SEK/USD 03/18/2020 SSBT | -0.00% |
| AUD/USD 01/15/2020 SSBT | -0.01% |
| MBX.FN30.650.67 P USL1M R 01/12/38 BC | -0.01% |
| MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.01% |
| FNMA FN30 TBA UMBS 03.5000 01/01/2050 | -0.11% |
| CDX CDX.NA.HY.33 500.0 12/20/2024 | -0.14% |
| FNMA FN30 TBA UMBS 03.0000 01/01/2050 | -0.28% |
| RU10INTR P US0003M R 11/25/20 CI | -2.64% |
| GSGLPWDS P US0001M R 12/15/20 GS | -5.68% |
| GSGLPWDL R US0001M P 12/15/20 GS | 6.01% |
|---|---|
| E-MINI RUSS 2000 DEC19 RTYZ9 | 5.09% |
| CGPUTQL2 R US0003M P 11/25/20 CI | 3.02% |
| S&P MID 400 EMINI DEC19 FAZ9 | 2.25% |
| S&P500 EMINI FUT DEC19 ESZ9 | 2.20% |
| AMAZON.COM INC SEDOL 2000019 | 1.75% |
| APPLE INC SEDOL 2046251 | 1.69% |
| ALPHABET INC-CL A SEDOL BYVY8G0 | 1.67% |
| JPMORGAN CHASE & CO SEDOL 2190385 | 1.51% |
| MICROSOFT CORP SEDOL 2588173 | 1.28% |
| GNMA GII30 TBA 03.5000 12/01/2049 | 1.25% |
| VERIZON COMMUNICATIONS INC SEDOL 2090571 | 1.10% |
| CHEVRON CORP | 1.05% |
| US 10YR NOTE (CBT)MAR20 TYH0 | 1.03% |
| CISCO SYSTEMS INC SEDOL 2198163 | 1.01% |
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| US ULTRA BOND CBT MAR20 WNH0 | 0.94% |
| PROCTER & GAMBLE CO/THE SEDOL 2704407 | 0.92% |
| ADOBE INC SEDOL 2008154 | 0.89% |
| ORACLE CORP SEDOL 2661568 | 0.89% |
| PAYPAL HOLDINGS INC SEDOL BYW36M8 | 0.88% |
| COCA-COLA CO/THE SEDOL 2206657 | 0.82% |
| COMCAST CORP-CLASS A SEDOL 2044545 | 0.77% |
| MEDTRONIC PLC SEDOL BTN1Y11 | 0.74% |
| JOHNSON & JOHNSON SEDOL 2475833 | 0.68% |
| FHLMC FR30 ZS4750 UMBS 03.0000 01/01/2048 | 0.61% |
| PEPSICO INC SEDOL 2681511 | 0.61% |
| MERCK & CO. INC. SEDOL 2778844 | 0.60% |
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| LOCKHEED MARTIN CORP SEDOL 2522096 | 0.57% |
| AMGEN INC SEDOL 2023607 | 0.57% |
| GOTHAM FUNDING CORP 38346LAD8 DCP 01/13/2020 | 0.55% |
| INTUIT INC SEDOL 2459020 | 0.52% |
| CHARTA LLC 16115WZ59 DCP 12/05/2019 | 0.52% |
| CRC FUNDING LLC 12619UZB0 DCP 12/11/2019 | 0.52% |
| NATIONWIDE BUILDING SOCIETY 6385E1ZD6 DCP 12/13/2019 | 0.52% |
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| BARCLAYS BANK PLC CCP 06742VBQ3 DCP 02/07/2020 | 0.52% |
| STARBUCKS CORP SEDOL 2842255 | 0.52% |
| BPCE SA 05571BC27 DCP 03/02/2020 | 0.52% |
| NORTHROP GRUMMAN CORP SEDOL 2648806 | 0.50% |
| FNMA FN15 TBA UMBS 03.0000 12/01/2034 | 0.50% |
| BOOKING HOLDINGS INC SEDOL BDRXDB4 | 0.49% |
| QUALCOMM INC SEDOL 2714923 | 0.48% |
| ALIBABA GROUP HOLDING-SP ADR SEDOL BP41ZD1 | 0.47% |
| CONOCOPHILLIPS | 0.47% |
| WALMART INC SEDOL 2936921 | 0.46% |
| MONDELEZ INTERNATIONAL INC-A SEDOL B8CKK03 | 0.44% |
| US LONG BOND(CBT) MAR20 USH0 | 0.42% |
| FNMA FN30 MA3563 UMBS 04.0000 01/01/2049 | 0.42% |
| DELTA AIR LINES INC SEDOL B1W9D46 | 0.41% |
| UNION PACIFIC CORP SEDOL 2914734 | 0.40% |
| MANHATTAN ASSET FUNDING CO LL 56274MZC9 DCP 12/12/2019 | 0.40% |
| ABBOTT LABORATORIES SEDOL 2002305 | 0.40% |
| LAM RESEARCH CORP SEDOL 2502247 | 0.39% |
| MORGAN STANLEY | 0.39% |
| METLIFE INC SEDOL 2573209 | 0.39% |
| S&P GLOBAL INC SEDOL BYV2325 | 0.38% |
| PHILLIPS 66 SEDOL B78C4Y8 | 0.37% |
| EXELON CORP SEDOL 2670519 | 0.37% |
| MANHATTAN ASSET FUNDING CO LL 56274LBA1 DCP 02/10/2020 | 0.35% |
| LOWES COMPANIES INC | 0.35% |
| ROCHE HOLDING AG-GENUSSCHEIN SEDOL 7110388 | 0.35% |
| TREASURY BILL 00.0000 05/21/2020 | 0.34% |
| BIOGEN INC SEDOL 2455965 | 0.34% |
| INTL BUSINESS MACHINES CORP SEDOL 2005973 | 0.34% |
| SAMSUNG ELECTRONICS CO LTD SEDOL 6771720 | 0.33% |
| WASTE MANAGEMENT INC SEDOL 2937667 | 0.32% |
| TENCENT HOLDINGS LTD SEDOL BMMV2K8 | 0.32% |
| CUMMINS INC SEDOL 2240202 | 0.31% |
| EBAY INC SEDOL 2293819 | 0.31% |
| FNMA FN30 FM1741 UMBS 04.0000 04/01/2049 | 0.30% |
| INGERSOLL-RAND PLC SEDOL B633030 | 0.30% |
| DANAHER CORP SEDOL 2250870 | 0.30% |
| NOVARTIS AG-REG SEDOL 7103065 | 0.30% |
| KINDER MORGAN INC SEDOL B3NQ4P8 | 0.29% |
| CAPITAL ONE FINANCIAL CORP SEDOL 2654461 | 0.28% |
| BROADCOM INC SEDOL BDZ78H9 | 0.28% |
| EDWARDS LIFESCIENCES CORP SEDOL 2567116 | 0.28% |
| MCKESSON CORP SEDOL 2378534 | 0.27% |
| TAIWAN SEMICONDUCTOR MANUFAC SEDOL 6889106 | 0.27% |
| PFIZER INC SEDOL 2684703 | 0.26% |
| VEEVA SYSTEMS INC-CLASS A SEDOL BFH3N85 | 0.26% |
| UNITED AIRLINES HOLDINGS INC SEDOL B4QG225 | 0.26% |
| HILTON WORLDWIDE HOLDINGS IN SEDOL BYVMW06 | 0.26% |
| TARGET CORP SEDOL 2259101 | 0.26% |
| CROWN CASTLE INTL CORP SEDOL BTGQCX1 | 0.26% |
| SYNCHRONY FINANCIAL SEDOL BP96PS6 | 0.26% |
| KERING SEDOL 5505072 | 0.25% |
| KLA CORP SEDOL 2480138 | 0.25% |
| PRUDENTIAL FINANCIAL INC SEDOL 2819118 | 0.25% |
| US 2YR NOTE (CBT) MAR20 TUH0 | 0.25% |
| AMERIPRISE FINANCIAL INC SEDOL B0J7D57 | 0.24% |
| HERSHEY CO/THE SEDOL 2422806 | 0.24% |
| BRISTOL-MYERS SQUIBB CO SEDOL 2126335 | 0.24% |
| ABBVIE INC SEDOL B92SR70 | 0.24% |
| AGILENT TECHNOLOGIES INC SEDOL 2520153 | 0.23% |
| OMNICOM GROUP SEDOL 2279303 | 0.23% |
| AFLAC INC SEDOL 2026361 | 0.22% |
| DISCOVER FINANCIAL SERVICES SEDOL B1YLC43 | 0.22% |
| ALLSTATE CORP SEDOL 2019952 | 0.22% |
| HP INC SEDOL BYX4D52 | 0.22% |
| ALLIANZ SE-REG SEDOL 5231485 | 0.21% |
| NOVO NORDISK A/S-B SEDOL BHC8X90 | 0.21% |
| US 5YR NOTE (CBT) MAR20 FVH0 | 0.21% |
| FNMA FN30 FM1521 UMBS 04.0000 05/01/2049 | 0.21% |
| MATCHPOINT FINANCE PLC 57666BZ52 DCP 12/05/2019 | 0.21% |
| ZIMMER BIOMET HOLDINGS INC SEDOL 2783815 | 0.20% |
| GILEAD SCIENCES INC SEDOL 2369174 | 0.20% |
| UNILEVER NV SEDOL B1527V7 | 0.20% |
| EXPEDIA GROUP INC SEDOL B748CK2 | 0.20% |
| GOLDMAN SACHS GROUP INC SEDOL 2407966 | 0.20% |
| FORTINET INC SEDOL B5B2106 | 0.20% |
| SONY CORP SEDOL 6821506 | 0.20% |
| CADENCE DESIGN SYS INC SEDOL 2302232 | 0.19% |
| ROYAL DUTCH SHELL PLC-B SHS SEDOL B03MM40 | 0.19% |
| FNMA FN30 TBA UMBS 06.0000 12/01/2049 | 0.19% |
| ALLERGAN PLC SEDOL BY9D546 | 0.19% |
| LEIDOS HOLDINGS INC SEDOL BDV82B8 | 0.19% |
| TAKE-TWO INTERACTIVE SOFTWRE SEDOL 2122117 | 0.19% |
| HARTFORD FINANCIAL SVCS GRP SEDOL 2476193 | 0.19% |
| RIO TINTO PLC SEDOL 0718875 | 0.19% |
| BNP PARIBAS SEDOL 7309681 | 0.18% |
| FNMA FN30 TBA UMBS 04.0000 12/01/2049 | 0.18% |
| AT&T INC SEDOL 2831811 | 0.18% |
| E*TRADE FINANCIAL CORPORATION | 0.18% |
| SYNOPSYS INC SEDOL 2867719 | 0.18% |
| ENEL SPA SEDOL 7144569 | 0.18% |
| UNILEVER PLC SEDOL B10RZP7 | 0.18% |
| KDDI CORP SEDOL 6248990 | 0.17% |
| REGENCY MARKETS NO. 1 LLC 7588R1ZG3 DCP 12/16/2019 | 0.17% |
| NESTLE SA-REG SEDOL 7123870 | 0.17% |
| PULTEGROUP INC SEDOL 2708841 | 0.17% |
| ASTELLAS PHARMA INC SEDOL 6985383 | 0.17% |
| SUMITOMO MITSUI FINANCIAL GR SEDOL 6563024 | 0.17% |
| MGM RESORTS INTERNATIONAL SEDOL 2547419 | 0.17% |
| VISTRA ENERGY CORP SEDOL BZ8VJQ8 | 0.17% |
| KONINKLIJKE PHILIPS NV SEDOL 5986622 | 0.16% |
| KEYSIGHT TECHNOLOGIES IN SEDOL BQZJ0Q9 | 0.16% |
| HOYA CORP SEDOL 6441506 | 0.16% |
| F5 NETWORKS INC SEDOL 2427599 | 0.16% |
| HITACHI LTD SEDOL 6429104 | 0.16% |
| CRH PLC SEDOL 4182249 | 0.16% |
| DEUTSCHE POST AG-REG SEDOL 4617859 | 0.16% |
| WOOLWORTHS GROUP LTD SEDOL 6981239 | 0.16% |
| HDFC BANK LIMITED SEDOL BK1N461 | 0.15% |
| PEUGEOT SA SEDOL 7103526 | 0.15% |
| FNMA FN30 AL9859 UMBS 03.0000 03/01/2047 | 0.15% |
| CF INDUSTRIES HOLDINGS INC SEDOL B0G4K50 | 0.15% |
| ITOCHU CORP SEDOL 6467803 | 0.15% |
| LEGAL & GENERAL GROUP PLC SEDOL 0560399 | 0.15% |
| SANDVIK AB SEDOL B1VQ252 | 0.15% |
| COMPASS GROUP PLC SEDOL BD6K457 | 0.15% |
| DEUTSCHE TELEKOM AG-REG SEDOL 5842359 | 0.15% |
| BANCO BILBAO VIZCAYA ARGENTA SEDOL 5501906 | 0.15% |
| ENTERGY CORP SEDOL 2317087 | 0.15% |
| NINTENDO CO LTD SEDOL 6639550 | 0.15% |
| AMETEK INC SEDOL 2089212 | 0.15% |
| FNMA FN30 MA2737 UMBS 03.0000 09/01/2046 | 0.15% |
| AES CORP SEDOL 2002479 | 0.14% |
| HERMES INTERNATIONAL SEDOL 5253973 | 0.14% |
| WOLTERS KLUWER SEDOL 5671519 | 0.14% |
| SHIONOGI & CO LTD SEDOL 6804682 | 0.14% |
| PARTNERS GROUP HOLDING AG SEDOL B119QG0 | 0.14% |
| ASHTEAD GROUP PLC SEDOL 0053673 | 0.14% |
| NRG ENERGY INC SEDOL 2212922 | 0.14% |
| ORIX CORP SEDOL 6661144 | 0.14% |
| AVIVA PLC SEDOL 0216238 | 0.14% |
| CK ASSET HOLDINGS LTD SEDOL BYZQ077 | 0.14% |
| ALLY FINANCIAL INC SEDOL B72XK05 | 0.13% |
| FOMENTO ECONOMICO MEX-SP ADR SEDOL 2246039 | 0.13% |
| COVESTRO AG SEDOL BYTBWY9 | 0.13% |
| WH GROUP LTD SEDOL BLLHKZ1 | 0.13% |
| CARLSBERG AS-B SEDOL 4169219 | 0.13% |
| CENTERPOINT ENERGY INC SEDOL 2440637 | 0.13% |
| LINCOLN NATIONAL CORP SEDOL 2516378 | 0.13% |
| SERVICENOW INC SEDOL B80NXX8 | 0.13% |
| ARISTOCRAT LEISURE LTD SEDOL 6253983 | 0.13% |
| AVALONBAY COMMUNITIES INC SEDOL 2131179 | 0.13% |
| PING AN INSURANCE GROUP CO-H SEDOL B01FLR7 | 0.13% |
| SHIN-ETSU CHEMICAL CO LTD SEDOL 6804585 | 0.13% |
| SKANDINAVISKA ENSKILDA USD 02.3000 03/11/2020 | 0.13% |
| MICHELIN (CGDE) SEDOL 4588364 | 0.12% |
| TELSTRA CORP LTD SEDOL 6087289 | 0.12% |
| NORWEGIAN CRUISE LINE HOLDIN SEDOL B9CGTC3 | 0.12% |
| FIAT CHRYSLER AUTOMOBILES NV SEDOL BRJFWP3 | 0.12% |
| LUKOIL PJSC-SPON ADR SEDOL BYZDW27 | 0.12% |
| ALTICE USA INC- A SEDOL BDRY7P9 | 0.12% |
| DAIKIN INDUSTRIES LTD SEDOL 6250724 | 0.12% |
| AGNC INVESTMENT CORP SEDOL BYYHJL8 | 0.12% |
| ESSITY AKTIEBOLAG-B SEDOL BF1K7P7 | 0.12% |
| ZOETIS INC SEDOL B95WG16 | 0.12% |
| AENA SME SA SEDOL BVRZ8L1 | 0.12% |
| ANGLO AMER PLC SEDOL B1XZS82 | 0.12% |
| VEREIT INC SEDOL BYVVTJ1 | 0.12% |
| THERMO FISHER SCIENTIFIC INC SEDOL 2886907 | 0.12% |
| CBRE GROUP INC - A SEDOL B6WVMH3 | 0.11% |
| DOVER CORP SEDOL 2278407 | 0.11% |
| INDUSTRIA DE DISENO TEXTIL SEDOL BP9DL90 | 0.11% |
| EVERGY INC SEDOL BFMXGR0 | 0.11% |
| HOLOGIC INC SEDOL 2433530 | 0.11% |
| PINNACLE WEST CAPITAL SEDOL 2048804 | 0.11% |
| VOLKSWAGEN AG PFD SEDOL 5497168 | 0.11% |
| XEROX HOLDINGS CORP SEDOL BJJD5G3 | 0.11% |
| INVITATION HOMES INC SEDOL BD81GW9 | 0.11% |
| A-LIVING SVCS CO LTD SEDOL BFWK4M2 | 0.11% |
| HD SUPPLY HOLDINGS INC SEDOL BBL5981 | 0.11% |
| 3I GROUP PLC SEDOL B1YW440 | 0.11% |
| AMERISOURCEBERGEN CORP | 0.11% |
| ASIAN PAINTS LTD SEDOL BCRWL65 | 0.11% |
| CREDIT AGRICOLE SA SEDOL 7262610 | 0.11% |
| JUBILANT FOODWORKS LTD SEDOL B3PRM66 | 0.10% |
| REPUBLIC SERVICES INC SEDOL 2262530 | 0.10% |
| BANK LEUMI LE-ISRAEL SEDOL 6076425 | 0.10% |
| NESTLE INDIA LTD SEDOL 6128605 | 0.10% |
| TREASURY BILL 00.0000 12/12/2019 | 0.10% |
| CIA PARANAENSE DE ENERGI-PFB | 0.10% |
| VICI PROPERTIES INC SEDOL BYWH073 | 0.10% |
| ASSOCIATED BRITISH FOODS PLC SEDOL 0673123 | 0.10% |
| CHINA LESSO GROUP HOLDINGS L SEDOL BCDBKF8 | 0.10% |
| DUPONT DE NEMOURS INC SEDOL BK0VN47 | 0.10% |
| VERISK ANALYTICS INC SEDOL B4P9W92 | 0.10% |
| WULIANGYE YIBIN CO LTD-A SEDOL BD5CPG2 | 0.10% |
| FNMA FN30 BM5024 UMBS 03.0000 11/01/2048 | 0.10% |
| SANTOS LTD SEDOL 6776703 | 0.10% |
| COCA-COLA HBC AG-DI SEDOL B9895B7 | 0.10% |
| FAURECIA SEDOL 4400446 | 0.10% |
| DISCOVERY INC - A SEDOL B3D7K31 | 0.10% |
| HEICO CORP SEDOL 2419217 | 0.10% |
| JUNIPER NETWORKS INC SEDOL 2431846 | 0.10% |
| SIEMENS FINANCIERING P/P 144A 02.2000 03/16/2020 | 0.10% |
| STEEL DYNAMICS INC SEDOL 2849472 | 0.10% |
| BOOZ ALLEN HAMILTON HOLDINGS SEDOL B5367T7 | 0.10% |
| EASTMAN CHEMICAL CO SEDOL 2298386 | 0.10% |
| NIPPON TELEGRAPH & TELEPHONE SEDOL 6641373 | 0.10% |
| DENTSPLY SIRONA INC SEDOL BYNPPC6 | 0.09% |
| GARMIN LTD SEDOL B3Z5T14 | 0.09% |
| VORNADO REALTY TRUST SEDOL 2933632 | 0.09% |
| FACEBOOK INC-CLASS A SEDOL B7TL820 | 0.09% |
| SKANDINAVISKA ENSKILDA BAN-A SEDOL 4813345 | 0.09% |
| ABN AMRO BANK NV-CVA SEDOL BYQP136 | 0.09% |
| BRIXMOR PROPERTY GROUP INC SEDOL BFTDJL8 | 0.09% |
| HENDERSON LAND DEVELOPMENT SEDOL 6420538 | 0.09% |
| CHAILEASE HOLDING CO LTD SEDOL B58J1S8 | 0.09% |
| DUKE REALTY CORP SEDOL 2284084 | 0.09% |
| ACS ACTIVIDADES SEDOL B01FLQ6 | 0.09% |
| ROPER TECHNOLOGIES INC SEDOL 2749602 | 0.09% |
| STORE CAPITAL CORP SEDOL BSKRKJ5 | 0.09% |
| WESTPAC BANKING CORP USD 02.1500 03/06/2020 | 0.09% |
| AURIZON HOLDINGS LTD SEDOL B87CVM3 | 0.09% |
| BERRY GLOBAL GROUP INC SEDOL B8BR3H3 | 0.09% |
| GEBERIT AG-REG SEDOL B1WGG93 | 0.08% |
| IDEX CORP SEDOL 2456612 | 0.08% |
| TELEDYNE TECHNOLOGIES INC SEDOL 2503477 | 0.08% |
| VERIZON COMM 04.3290 09/21/2028 | 0.08% |
| NEW RESIDENTIAL INVESTMENT SEDOL BRJ9GW0 | 0.08% |
| STACR 2016-DNA2 M3 06.3580 10/25/2028 | 0.08% |
| ALLISON TRANSMISSION HOLDING SEDOL B4PZ892 | 0.08% |
| CLICKS GROUP LTD SEDOL 6105578 | 0.08% |
| HOLLYFRONTIER CORP SEDOL B5VX1H6 | 0.08% |
| BF0101 03.5000 06/01/2056 | 0.08% |
| BRITISH AMERICAN TOBACCO PLC SEDOL 0287580 | 0.08% |
| DEUTSCHE BOERSE AG SEDOL 7021963 | 0.08% |
| FAIR ISAAC CORP SEDOL 2330299 | 0.08% |
| GLAXOSMITHKLINE PLC SEDOL 0925288 | 0.08% |
| KAKAO CORP SEDOL 6194037 | 0.08% |
| BHP GROUP PLC SEDOL BH0P3Z9 | 0.08% |
| FORTESCUE METALS GROUP LTD SEDOL B2B2B49 | 0.08% |
| NEXON CO LTD SEDOL B63QM77 | 0.08% |
| ENI SPA SEDOL 7145056 | 0.08% |
| LI NING CO LTD SEDOL B01JCK9 | 0.08% |
| UNUM GROUP SEDOL 2433842 | 0.08% |
| MEDIATEK INC SEDOL 6372480 | 0.08% |
| US FOODS HOLDING CORP SEDOL BYVFC94 | 0.08% |
| PETROBRAS GLOBAL FINANCE USD 06.2500 03/17/2024 | 0.07% |
| POYA INTERNATIONAL CO LTD SEDOL 6541826 | 0.07% |
| SPST 2018-8 A 02.4080 02/24/2020 | 0.07% |
| ARKEMA SEDOL B0Z5YZ2 | 0.07% |
| AVERY DENNISON CORP SEDOL 2066408 | 0.07% |
| HIKARI TSUSHIN INC SEDOL 6416322 | 0.07% |
| WALT DISNEY COMPANY 07.7500 12/01/2045 | 0.07% |
| X 5 RETAIL GROUP NV-REGS GDR SEDOL B07T3T9 | 0.07% |
| ASPEN TECHNOLOGY INC SEDOL 2051868 | 0.07% |
| INTERPUBLIC GROUP OF COS INC SEDOL 2466321 | 0.07% |
| SAFARICOM PLC SEDOL B2QN3J6 | 0.07% |
| TAISEI CORP SEDOL 6870100 | 0.07% |
| LEGRAND SA SEDOL B11ZRK9 | 0.07% |
| MGIC INVESTMENT CORP SEDOL 2548616 | 0.07% |
| PPG INDUSTRIES INC SEDOL 2698470 | 0.07% |
| SHENZHOU INTERNATIONAL GROUP SEDOL B0MP1B0 | 0.07% |
| AXALTA COATING SYSTEMS LTD SEDOL BSFWCF5 | 0.07% |
| SUN COMMUNITIES INC SEDOL 2860257 | 0.07% |
| LG HOUSEHOLD & HEALTH CARE SEDOL 6344456 | 0.07% |
| REINSURANCE GROUP OF AMERICA SEDOL 2731193 | 0.07% |
| TOTVS SA SEDOL B10LQP6 | 0.07% |
| WEST JAPAN RAILWAY CO SEDOL 6957995 | 0.07% |
| CAMDEN PROPERTY TRUST SEDOL 2166320 | 0.07% |
| CHEMED CORP SEDOL 2190084 | 0.07% |
| COMMERCIAL INTL BANK-GDR REG SEDOL 5668287 | 0.07% |
| IRB BRASIL RESSEGUROS SA SEDOL BYZ6D56 | 0.07% |
| UNITED TECHNOLOGIES CORP 01.9000 05/04/2020 | 0.07% |
| E.ON SE SEDOL 4942904 | 0.07% |
| GOLDMAN SACHS GROUP INC 02.6000 12/27/2020 | 0.07% |
| HOCHTIEF AG SEDOL 5108664 | 0.07% |
| JONES LANG LASALLE INC SEDOL 2040640 | 0.07% |
| RELIANCE STEEL & ALUMINUM SEDOL 2729068 | 0.07% |
| CP ALL PCL-FOREIGN SEDOL B08YDF9 | 0.06% |
| SERVICEMASTER GLOBAL HOLDING SEDOL BNG8BF0 | 0.06% |
| THAI BEVERAGE PCL SEDOL B15F664 | 0.06% |
| DIAMOND 1 FIN/DIAM P/P 144A 06.0200 06/15/2026 | 0.06% |
| HILL-ROM HOLDINGS INC SEDOL 2425924 | 0.06% |
| IHS MARKIT LTD P/P 144A 04.7500 02/15/2025 | 0.06% |
| NEW ORIENTAL EDUCATIO-SP ADR SEDOL B1CN1G6 | 0.06% |
| NOMURA RESEARCH INSTITUTE LT SEDOL 6390921 | 0.06% |
| OTSUKA CORP SEDOL 6267058 | 0.06% |
| STMICROELECTRONICS NV SEDOL 5962332 | 0.06% |
| NIELSEN HOLDINGS PLC SEDOL BWFY550 | 0.06% |
| OMV AG SEDOL 4651459 | 0.06% |
| SHOPRITE HOLDINGS LTD SEDOL 6801575 | 0.06% |
| YUM CHINA HOLDINGS INC SEDOL BYW4289 | 0.06% |
| CELANESE CORP SEDOL B05MZT4 | 0.06% |
| KAR AUCTION SERVICES INC SEDOL B4Y1MH7 | 0.06% |
| BANK TABUNGAN PENSIUNAN NASI SEDOL BFNBJ41 | 0.06% |
| CATERPILLAR INC SEDOL 2180201 | 0.06% |
| DINO POLSKA SA SEDOL BD0YVN2 | 0.06% |
| ISRAEL DISCOUNT BANK -A SEDOL 6451271 | 0.06% |
| JAPAN AIRLINES CO LTD SEDOL B8BRV46 | 0.06% |
| LIBERTY PROPERTY TRUST SEDOL 2513681 | 0.06% |
| ABBVIE INC P/P 144A 03.2000 11/21/2029 | 0.06% |
| APARTMENT INVT & MGMT CO -A SEDOL BJLNBG3 | 0.06% |
| BALL CORP SEDOL 2073022 | 0.06% |
| EQUINIX INC SEDOL BVLZX12 | 0.06% |
| JPMORGAN CHASE & CO 03.9640 11/15/2048 | 0.06% |
| NTT DOCOMO INC SEDOL 6129277 | 0.06% |
| SBERBANK PJSC -SPONSORED ADR SEDOL B5SC091 | 0.06% |
| CDW CORP/DE SEDOL BBM5MD6 | 0.06% |
| CK HUTCHISON HOLDINGS LTD SEDOL BW9P816 | 0.06% |
| GENPACT LTD SEDOL B23DBK6 | 0.06% |
| ACCENTURE PLC-CL A SEDOL B4BNMY3 | 0.06% |
| COSTAR GROUP INC SEDOL 2262864 | 0.06% |
| FNMA FN30 BJ9256 UMBS 04.0000 06/01/2048 | 0.06% |
| MICROSOFT CORP 01.5500 08/08/2021 | 0.06% |
| SINGAPORE EXCHANGE LTD SEDOL 6303866 | 0.06% |
| COMMONWEALTH BK AUST P/P 144A 02.2000 11/09/2020 | 0.06% |
| FNMA FN30 BM1172 UMBS 03.0000 03/01/2047 | 0.06% |
| FU SHOU YUAN INTERNATIONAL SEDOL BH4TZ73 | 0.06% |
| HITACHI HIGH-TECHNOLOGY SEDOL 6642804 | 0.06% |
| EQUITY LIFESTYLE PROPERTIES SEDOL 2563125 | 0.06% |
| SYSCO CORP SEDOL 2868165 | 0.06% |
| VOLTRONIC POWER TECHNOLOGY SEDOL B96HCH8 | 0.06% |
| BUPA ARABIA 144A/REGS WARRANT 12/16/2021 | 0.05% |
| COMPANHIA DE LOCACAO DAS AME SEDOL B82CQN4 | 0.05% |
| DBUBS 2011-LC3A D P/P 144A 05.5120 08/10/2044 | 0.05% |
| DNB NOR ASA SEDOL 4263304 | 0.05% |
| DAIWA HOUSE INDUSTRY CO LTD SEDOL 6251363 | 0.05% |
| FEDERATIVE REP OF BRAZIL USD 04.6250 01/13/2028 | 0.05% |
| GOODMAN GROUP SEDOL B03FYZ4 | 0.05% |
| INTERPUBLIC GROUP COS 04.6500 10/01/2028 | 0.05% |
| JUMBO SA SEDOL 7243530 | 0.05% |
| SUN HUNG KAI PROPERTIES SEDOL 6859927 | 0.05% |
| YANGZIJIANG SHIPBUILDING SEDOL B1VT035 | 0.05% |
| CARLISLE COS INC SEDOL 2176318 | 0.05% |
| CITIGROUP INC 03.6680 07/24/2028 | 0.05% |
| FEDERAL REALTY INVS TRUST SEDOL 2333931 | 0.05% |
| MONSTER BEVERAGE CORP SEDOL BZ07BW4 | 0.05% |
| SUNNY FRIEND ENVIRONMENTAL T SEDOL B6RXHJ1 | 0.05% |
| WELLS FARGO & COMPANY 02.6000 07/22/2020 | 0.05% |
| FNMA FN30 BC1155 UMBS 03.0000 06/01/2046 | 0.05% |
| GAMING AND LEISURE PROPERTIE SEDOL BFPK4S5 | 0.05% |
| JARIR MARKETING CO 144A/REGS WARRANT 02/04/2020 | 0.05% |
| MORGAN STANLEY 03.6250 01/20/2027 | 0.05% |
| AECOM SEDOL B1VZ431 | 0.05% |
| CAS 2016-C02 1M2 07.7080 09/25/2028 | 0.05% |
| CONSOLIDATED EDISON INC SEDOL 2216850 | 0.05% |
| ENERGY TRANSFER OPERA 05.8750 01/15/2024 | 0.05% |
| HILTON WORLDWIDE FIN LLC 04.8750 04/01/2027 | 0.05% |
| JPMORGAN CHASE & CO 03.6250 12/01/2027 | 0.05% |
| BANK OF AMERICA CORP 06.1100 01/29/2037 | 0.05% |
| BERKELEY GROUP HOLDINGS/THE SEDOL B02L3W3 | 0.05% |
| CAS 2015-C04 2M2 07.2580 04/25/2028 | 0.05% |
| CHARLES RIVER LABORATORIES SEDOL 2604336 | 0.05% |
| CIT GROUP INC. 05.2500 03/07/2025 | 0.05% |
| CME GROUP INC SEDOL 2965839 | 0.05% |
| SNAM SPA SEDOL 7251470 | 0.05% |
| TAYLOR WIMPEY PLC SEDOL 0878230 | 0.05% |
| UNITED MEXICAN STATES USD 05.5500 01/21/2045 | 0.05% |
| WILCON DEPOT INC SEDOL BYXYHM7 | 0.05% |
| YANDEX NV-A SEDOL B5BSZB3 | 0.05% |
| ALCOA CORP SEDOL BYNF418 | 0.05% |
| AMERICAN TOWER CORP 03.1250 01/15/2027 | 0.05% |
| AT&T INC. 03.8000 02/15/2027 | 0.05% |
| GOLDMAN SACHS GROUP INC 03.8500 01/26/2027 | 0.05% |
| ITAU UNIBANCO H-SPON PRF ADR SEDOL 2849739 | 0.05% |
| SINCLAIR BROADCAST GROUP -A SEDOL 2799351 | 0.05% |
| SIRIUS XM RADIO INC P/P 144A 05.0000 08/01/2027 | 0.05% |
| AMERICAN FINANCIAL GROUP INC SEDOL 2134532 | 0.05% |
| DNB BANK ASA P/P 144A 02.1500 12/02/2022 | 0.05% |
| BROADRIDGE FINANCIAL SOLUTIO SEDOL B1VP7R6 | 0.04% |
| HANA FINANCIAL GROUP SEDOL B0RNRF5 | 0.04% |
| KEI INDUSTRIES LTD SEDOL B1L9PJ6 | 0.04% |
| NEWMARKET CORP SEDOL B01CGF1 | 0.04% |
| SPST 2019-3 A 02.4080 06/24/2020 | 0.04% |
| SUMITOMO MITSUI TRUST HOLDIN SEDOL 6431897 | 0.04% |
| TORONTO-DOMINION BANK USD 01.9000 12/01/2022 | 0.04% |
| WUXI APPTEC CO LTD-H SEDOL BGHH0L6 | 0.04% |
| BOC HONG KONG HOLDINGS LTD SEDOL 6536112 | 0.04% |
| ITOCHU TECHNO-SOLUTIONS CORP SEDOL 6200194 | 0.04% |
| MWST 2019-1 A 02.5080 06/25/2052 | 0.04% |
| POPULAR INC SEDOL B86QM90 | 0.04% |
| UBS GROUP AG P/P 144A 03.4910 05/23/2023 | 0.04% |
| VOLVO AB-B SHS SEDOL B1QH830 | 0.04% |
| AFREECATV CO LTD SEDOL 6724508 | 0.04% |
| CAS 2016-C01 1M2 08.4580 08/25/2028 | 0.04% |
| CVS HEALTH CORP 04.7800 03/25/2038 | 0.04% |
| FNMA FN30 AS7003 UMBS 03.0000 04/01/2046 | 0.04% |
| SPST 2019-7 A 02.4080 09/24/2020 | 0.04% |
| TOKYO ELECTRON LTD SEDOL 6895675 | 0.04% |
| ARMSTRONG WORLD INDUSTRIES SEDOL B1FT462 | 0.04% |
| SALESFORCE.COM INC 03.7000 04/11/2028 | 0.04% |
| CITIZENS BANK NA/RI 02.2500 03/02/2020 | 0.04% |
| ENERGY TRANSFER OPERATNG 06.6250 02/15/2028 | 0.04% |
| HOME DEPOT INC SEDOL 2434209 | 0.04% |
| NATIONAL AUSTRALIA BK/NY 02.1250 05/22/2020 | 0.04% |
| NBCUNIVERSAL MEDIA LLC 04.3750 04/01/2021 | 0.04% |
| SPST 2019-11 A 02.4580 10/24/2020 | 0.04% |
| AIER EYE HOSPITAL GROUP CO-A SEDOL BD5CLQ4 | 0.04% |
| AT&T INC 04.1000 02/15/2028 | 0.04% |
| BT GROUP PLC SEDOL 3091357 | 0.04% |
| CHARTER COMM OPT LLC 06.4840 10/23/2045 | 0.04% |
| CLP HOLDINGS LTD SEDOL 6097017 | 0.04% |
| FNMA FN30 BC2733 UMBS 03.0000 05/01/2046 | 0.04% |
| SHERWIN-WILLIAMS CO/THE SEDOL 2804211 | 0.04% |
| TJX COMPANIES INC SEDOL 2989301 | 0.04% |
| TWO HARBORS INVESTMENT CORP SEDOL BD832H2 | 0.04% |
| AUST & NZ BANKING GROUP USD 02.1250 08/19/2020 | 0.04% |
| DEUTSCHE WOHNEN SE SEDOL B0YZ0Z5 | 0.04% |
| DROPBOX INC-CLASS A SEDOL BG0T321 | 0.04% |
| GENTING SINGAPORE LTD SEDOL BDRTVP2 | 0.04% |
| LUNDIN PETROLEUM AB SEDOL 7187627 | 0.04% |
| ARROW ELECTRONICS INC SEDOL 2051404 | 0.04% |
| BANK OF AMERICA CORP 03.2480 10/21/2027 | 0.04% |
| EXTENDED STAY AMERICA INC SEDOL BGH3F75 | 0.04% |
| FIRSTENERGY TRANSMIS P/P 144A 05.4500 07/15/2044 | 0.04% |
| FUJITSU LTD SEDOL 6356945 | 0.04% |
| OBAYASHI CORP SEDOL 6656407 | 0.04% |
| ROYAL BANK OF CANADA USD 02.1250 03/02/2020 | 0.04% |
| SARTORIUS STEDIM BIOTECH SEDOL BYZ2QP5 | 0.04% |
| SEKISUI HOUSE LTD SEDOL 6793906 | 0.04% |
| STANDARD IND INC P/P 144A 05.0000 02/15/2027 | 0.04% |
| SUZUKEN CO LTD SEDOL 6865560 | 0.04% |
| TELEFONICA EMISIONES SAU USD 04.8950 03/06/2048 | 0.04% |
| TELEKOMUNIKASI INDONESIA PER SEDOL BD4T6W7 | 0.04% |
| TEXAS INSTRUMENTS INC SEDOL 2885409 | 0.04% |
| EQUINOR ASA SEDOL 7133608 | 0.04% |
| FNMA FN30 AS8056 UMBS 03.0000 10/01/2046 | 0.04% |
| SOUTHERN CO/THE SEDOL 2829601 | 0.04% |
| SVENSKA HANDELSBANKEN AB USD 01.9500 09/08/2020 | 0.04% |
| AMDOCS LTD SEDOL 2256908 | 0.04% |
| BPCE SA P/P 144A 04.5000 03/15/2025 | 0.04% |
| CDX CDX.NA.IG.33 100.0 12/20/2024 | 0.04% |
| FAIRFAX FINL HLDGS USD 04.8500 04/17/2028 | 0.04% |
| LNSTR 2015-3 B P/P 144A 03.2959 04/20/2048 | 0.04% |
| NITTO DENKO CORP SEDOL 6641801 | 0.04% |
| OUTFRONT MEDIA INC SEDOL BSP6611 | 0.04% |
| WFRBS 2011-C2 D P/P 144A 05.8389 02/15/2044 | 0.04% |
| BANQUE FED CRED MUTU P/P 144A 02.2000 07/20/2020 | 0.04% |
| CHENIERE CORP CHRIST 05.1250 06/30/2027 | 0.04% |
| CWALT 2006-OA10 4A1 01.8980 08/25/2046 | 0.04% |
| FNMA FN40 BF0171 UMBS 04.0000 01/01/2057 | 0.04% |
| IDACORP INC SEDOL 2296937 | 0.04% |
| MEGACABLE HOLDINGS-CPO SEDOL B292SM8 | 0.04% |
| REPUBLIC OF INDONESIA REGS 04.7500 01/08/2026 | 0.04% |
| SMITH & NEPHEW PLC SEDOL 0922320 | 0.04% |
| TECHTRONIC INDUSTRIES CO LTD SEDOL B0190C7 | 0.04% |
| TENCENT HOLDINGS LTD-UNS ADR SEDOL B3F2DZ7 | 0.04% |
| WILMAR INTERNATIONAL LTD SEDOL B17KC69 | 0.04% |
| ALFRESA HOLDINGS CORP SEDOL 6687214 | 0.03% |
| AMERICAN ELECTRIC POWER SEDOL 2026242 | 0.03% |
| BCE INC SEDOL B188TH2 | 0.03% |
| CAS 2016-C04 1M2 05.9580 01/25/2029 | 0.03% |
| CCO HOLDINGS LLC P/P 144A 05.3750 06/01/2029 | 0.03% |
| CF INDUSTRIES INC P/P 144A 04.5000 12/01/2026 | 0.03% |
| COMMONWEALTH BK AUST P/P 144A 02.2500 03/10/2020 | 0.03% |
| SUNDRUG CO LTD SEDOL 6817895 | 0.03% |
| WEINGARTEN REALTY INVESTORS SEDOL 2946618 | 0.03% |
| WESTERN DIGITAL CORPORATION 04.7500 02/15/2026 | 0.03% |
| GOLDMAN SACHS GROUP INC 04.2230 05/01/2029 | 0.03% |
| MANUF & TRADERS TRUST CO 02.0500 08/17/2020 | 0.03% |
| MICROSOFT CORP 02.4000 08/08/2026 | 0.03% |
| ONEMAIN HOLDINGS INC SEDOL BYSZB89 | 0.03% |
| ASHLAND GLOBAL HOLDINGS INC SEDOL BYND5N1 | 0.03% |
| CARDINAL HEALTH INC SEDOL 2175672 | 0.03% |
| CAS 2015-C04 1M2 07.4080 04/25/2028 | 0.03% |
| CHS/COMMUNITY HEALTH SYS 06.2500 03/31/2023 | 0.03% |
| ISRAEL CHEMICALS LTD SEDOL 6455530 | 0.03% |
| MICROSOFT CORP 03.7000 08/08/2046 | 0.03% |
| TESCO PLC SEDOL 0884709 | 0.03% |
| TREASURY BILL 00.0000 03/12/2020 | 0.03% |
| UNITED MEXICAN STATES USD 04.1500 03/28/2027 | 0.03% |
| UNITED MEXICAN STATES USD 04.5000 04/22/2029 | 0.03% |
| CAPGEMINI SE SEDOL 4163437 | 0.03% |
| EQUINIX INC 05.3750 05/15/2027 | 0.03% |
| JPMCC 2012-C6 E P/P 144A 05.3290 05/15/2045 | 0.03% |
| NUANCE COMMUNICATIONS INC SEDOL 2402121 | 0.03% |
| SINO-AMERICAN SILICON PRODUC SEDOL 6335278 | 0.03% |
| KONINKLIJKE AHOLD DELHAIZE N SEDOL BD0Q398 | 0.03% |
| MACQUARIE INFRASTRUCTURE COR SEDOL B1Z4VB1 | 0.03% |
| MICROCHIP TECH INC 04.3330 06/01/2023 | 0.03% |
| MORGAN STANLEY 02.6500 01/27/2020 | 0.03% |
| NRG ENERGY INC P/P 144A 04.4500 06/15/2029 | 0.03% |
| REPUBLIC OF COLOMBIA USD 03.8750 04/25/2027 | 0.03% |
| SWISS LIFE HOLDING AG-REG SEDOL 7437805 | 0.03% |
| TPAT 2018-SL1 A P/P 144A 02.3080 01/25/2046 | 0.03% |
| US 10YR ULTRA FUT MAR20 UXYH0 | 0.03% |
| CITIGROUP INC 02.6500 10/26/2020 | 0.03% |
| MBX.GII30.450.10 R USL1M P 01/12/41 CS | 0.03% |
| ORACLE CORP 04.0000 11/15/2047 | 0.03% |
| STACR 2015-DNA3 M2 04.5580 04/25/2028 | 0.03% |
| ABBVIE INC 02.5000 05/14/2020 | 0.03% |
| AIR LEASE CORP 04.6250 10/01/2028 | 0.03% |
| AXIS CAPITAL HOLDINGS LTD SEDOL 2677606 | 0.03% |
| BRDCOM CRP / FIN 03.8750 01/15/2027 | 0.03% |
| BRISTOL-MYERS P/P 144A 02.9000 07/26/2024 | 0.03% |
| CHIMERA INVESTMENT CORP SEDOL BVZCNC0 | 0.03% |
| COGNIZANT TECH SOLUTIONS-A SEDOL 2257019 | 0.03% |
| COMM 2010-C1 D P/P 144A 06.2638 07/10/2046 | 0.03% |
| CWALT 2006-OA7 1A2 03.2664 06/25/2046 | 0.03% |
| DIGITAL REALTY TRUST LP 04.4500 07/15/2028 | 0.03% |
| FHLMC FR30 ZS4703 UMBS 03.0000 02/01/2047 | 0.03% |
| GENERAL MOTORS FINL CO 04.0000 10/06/2026 | 0.03% |
| UNITEDHEALTH GROUP INC 03.8500 06/15/2028 | 0.03% |
| VONOVIA SE SEDOL BBJPFY1 | 0.03% |
| ANZ NEW ZEALAND INT P/P 144A 02.8750 01/25/2022 | 0.03% |
| APPLE INC 04.2500 02/09/2047 | 0.03% |
| ASHTEAD CAPITAL INC P/P 144A 04.3750 08/15/2027 | 0.03% |
| CURTISS-WRIGHT CORP SEDOL 2241205 | 0.03% |
| ECOLAB INC 02.7000 11/01/2026 | 0.03% |
| I-SENS INC SEDOL B94K2F7 | 0.03% |
| IVORY COAST REGS 06.1250 06/15/2033 | 0.03% |
| LIBERTY MEDIA COR-SIRIUSXM A SEDOL BD8QGF7 | 0.03% |
| NOVARTIS CAPITAL CORP 04.0000 11/20/2045 | 0.03% |
| WFRBS 2011-C3 D P/P 144A 05.8557 03/15/2044 | 0.03% |
| AMAZON.COM INC 03.1500 08/22/2027 | 0.03% |
| BANK OF MONTREAL USD 03.1000 04/13/2021 | 0.03% |
| BROOKFIELD PROPERTY REIT I-A SEDOL BGHFKV0 | 0.03% |
| CACI INTERNATIONAL INC -CL A SEDOL 2159267 | 0.03% |
| ENTERPRISE PRODUCTS OPER 04.2500 02/15/2048 | 0.03% |
| FIDELITY NATIONAL INFO SERV SEDOL 2769796 | 0.03% |
| FIDELITY NATL INFO SERV 03.7500 05/21/2029 | 0.03% |
| GSMS 2011-GC3 D P/P 144A 05.8244 03/10/2044 | 0.03% |
| JAPAN PRIME REALTY INVESTMEN SEDOL 6528175 | 0.03% |
| JOHNSON CONTROLS INTL PL 04.5000 02/15/2047 | 0.03% |
| LYONDELLBASELL INDU-CL A SEDOL B3SPXZ3 | 0.03% |
| MITSUBISHI UFJ LEASE & FINAN SEDOL 6268976 | 0.03% |
| NATIONAL BANK OF CANADA SEDOL 2077303 | 0.03% |
| REP OF INDONESIA P/P 144A 04.3500 01/08/2027 | 0.03% |
| THALES SA SEDOL 4162791 | 0.03% |
| TORONTO-DOMINION BANK SEDOL 2897222 | 0.03% |
| UCB SA SEDOL 5596991 | 0.03% |
| UNITEDHEALTH GROUP INC 03.1500 06/15/2021 | 0.03% |
| AMAZON.COM INC. 02.5000 11/29/2022 | 0.02% |
| AMERICAN EXPRESS CO SEDOL 2026082 | 0.02% |
| BMW US CAPITAL LLC P/P 144A 02.0000 04/11/2021 | 0.02% |
| CAS 2016-C03 2M2 07.6080 10/25/2028 | 0.02% |
| CNP ASSURANCES SEDOL 5543986 | 0.02% |
| DANSKE BANK A/S P/P 144A 02.7000 03/02/2022 | 0.02% |
| DISH DBS CORP 05.8750 11/15/2024 | 0.02% |
| EXXON MOBIL CORP SEDOL 2326618 | 0.02% |
| JPMORGAN CHASE & CO 05.3000 12/29/2049 | 0.02% |
| LAMB WESTON HOLDINGS P/P 144A 04.8750 11/01/2026 | 0.02% |
| MSBAM 2014-C17 C 04.6566 08/15/2047 | 0.02% |
| NATIONAL AUSTRALIA B P/P 144A 02.7921 12/09/2019 | 0.02% |
| NATIONAL AUSTRALIA BK/NY 02.5000 01/12/2021 | 0.02% |
| NAVIENT CORP SEDOL BLP5GX1 | 0.02% |
| NEC CORP SEDOL 6640400 | 0.02% |
| SINGAPORE TECH ENGINEERING SEDOL 6043214 | 0.02% |
| US BANCORP 02.6250 01/24/2022 | 0.02% |
| AIR LEASE CORP 03.2500 10/01/2029 | 0.02% |
| AUTOMATIC DATA PROCESSING SEDOL 2065308 | 0.02% |
| BANK OF AMERICA CORP 03.4990 05/17/2022 | 0.02% |
| BERKSHIRE HATHAWAY INC-CL B SEDOL 2073390 | 0.02% |
| BROADCOM CRP / CAYM 03.5000 01/15/2028 | 0.02% |
| CIGNA CORP 03.7500 07/15/2023 | 0.02% |
| COPA HOLDINGS SA-CLASS A SEDOL B0TNJH9 | 0.02% |
| CSC HOLDINGS LLC P/P 144A 07.5000 04/01/2028 | 0.02% |
| DASSAULT AVIATION SA SEDOL 4067164 | 0.02% |
| EQUINOR ASA USD 02.9000 11/08/2020 | 0.02% |
| FNMA FN30 AS7154 UMBS 03.0000 05/01/2046 | 0.02% |
| GSMS 2014-GC22 C 04.8472 06/10/2047 | 0.02% |
| PLAINS GP HOLDINGS LP-CL A SEDOL BDGHN95 | 0.02% |
| SPST 2019-WL1 A 02.3580 08/25/2052 | 0.02% |
| THE BANK OF NOVA SCOTIA USD 02.7000 03/07/2022 | 0.02% |
| TREASURY BILL 00.0000 05/07/2020 | 0.02% |
| WALT DISNEY CO/THE SEDOL 2270726 | 0.02% |
| WFRBS 2014-C22 XA IO 00.9579 09/15/2057 | 0.02% |
| AUTOZONE INC SEDOL 2065955 | 0.02% |
| AXA SA SEDOL 7088429 | 0.02% |
| GFL ENVIRONMENTAL P/P 144A 07.0000 06/01/2026 | 0.02% |
| JPMBB 2014-C22 C 04.7085 09/15/2047 | 0.02% |
| LIBERTY MEDIA COR-SIRIUSXM C SEDOL BD8QGH9 | 0.02% |
| MYLAN NV SEDOL BVFMFG8 | 0.02% |
| RUSSIAN FEDERATION P/P 144A 04.3750 03/21/2029 | 0.02% |
| TENET HEALTHCARE P/P 144A 04.8750 01/01/2026 | 0.02% |
| TRANSCANADA TRUST USD 05.3000 03/15/2077 | 0.02% |
| ZURICH INSURANCE GROUP AG SEDOL 5983816 | 0.02% |
| BAE SYSTEMS PLC SEDOL 0263494 | 0.02% |
| COMCAST CORP 03.9690 11/01/2047 | 0.02% |
| CSAIL 2015-C1 D P/P 144A 03.9163 04/15/2050 | 0.02% |
| DTE ENERGY COMPANY SEDOL 2280220 | 0.02% |
| FNMA FN30 AS8074 UMBS 03.0000 10/01/2046 | 0.02% |
| HUNTINGTON NATIONAL BANK 02.3750 03/10/2020 | 0.02% |
| KEURIG DR PEPPER INC 04.5970 05/25/2028 | 0.02% |
| KINDER MORGAN INC 03.1500 01/15/2023 | 0.02% |
| PETROBRAS GLOBAL FINANCE USD 07.3750 01/17/2027 | 0.02% |
| QUEST DIAGNOSTICS INC SEDOL 2702791 | 0.02% |
| ROCHE HOLDINGS INC P/P 144A 04.0000 11/28/2044 | 0.02% |
| ROSS STORES INC SEDOL 2746711 | 0.02% |
| SPRINT CORP 07.2500 09/15/2021 | 0.02% |
| UBS AG LONDON P/P 144A 02.2000 06/08/2020 | 0.02% |
| AIR LIQUIDE SA SEDOL B1YXBJ7 | 0.02% |
| AMUNDI SA SEDOL BYZR014 | 0.02% |
| AT&T INC 04.7500 05/15/2046 | 0.02% |
| BANK OF MONTREAL SEDOL 2076009 | 0.02% |
| COMMONWEALTH BK AUST P/P 144A 03.1500 09/19/2027 | 0.02% |
| MBX.FN30.500.10 R USL1M P 01/12/41 BC | 0.02% |
| MET LIFE GLOB P/P 144A 02.4000 06/17/2022 | 0.02% |
| NAVISTAR INTL TLB L+350 05.2700 11/06/2024 | 0.02% |
| OSHKOSH CORP 04.6000 05/15/2028 | 0.02% |
| SAMI 2007-AR7 1A1 02.5580 05/25/2047 | 0.02% |
| STACR 2015-DNA3 M3 06.4080 04/25/2028 | 0.02% |
| WAMU 2005-AR12 1A8 03.8769 10/25/2035 | 0.02% |
| WFCM 2013-LC12 D P/P 144A 04.4199 07/15/2046 | 0.02% |
| ALLY FINANCIAL INC 05.7500 11/20/2025 | 0.02% |
| AMER TRANS SYST P/P 144A 05.0000 09/01/2044 | 0.02% |
| AMERICAN ELECTRIC POWER 04.3000 12/01/2028 | 0.02% |
| BAFC 2005-B 3M1 02.3986 04/20/2035 | 0.02% |
| BROTHER INDUSTRIES LTD SEDOL 6146500 | 0.02% |
| CAN IMPERIAL BK OF COMMERCE SEDOL 2170525 | 0.02% |
| CAS 2016-C01 2M2 08.6580 08/25/2028 | 0.02% |
| CBS CORP 04.2000 06/01/2029 | 0.02% |
| CEMEX FINANCE LLC P/P 144A 06.0000 04/01/2024 | 0.02% |
| CFCRE 2011-C2 E P/P 144A 05.9326 12/15/2047 | 0.02% |
| FISERV INC 04.2000 10/01/2028 | 0.02% |
| GBP/USD 12/18/2019 JPMCB | 0.02% |
| KIMBERLY-CLARK CORP SEDOL 2491839 | 0.02% |
| MATCH GROUP INC P/P 144A 05.0000 12/15/2027 | 0.02% |
| MORGAN STANLEY 04.3750 01/22/2047 | 0.02% |
| PNC BANK NA 02.0000 05/19/2020 | 0.02% |
| RAYTHEON COMPANY 02.5000 12/15/2022 | 0.02% |
| SHELL INTERNATIONAL FIN USD 02.8750 05/10/2026 | 0.02% |
| SOHGO SECURITY SERVICES CO SEDOL 6546359 | 0.02% |
| SPRINT CAPITAL CORPORATION 06.8750 11/15/2028 | 0.02% |
| TRK 2019-1 A1 04.3356 03/25/2022 | 0.02% |
| Z HOLDINGS CORP SEDOL 6084848 | 0.02% |
| AIG GLOBAL FUNDING P/P 144A 02.1500 07/02/2020 | 0.02% |
| ALLY FINANCIAL INC 08.0000 11/01/2031 | 0.02% |
| CBS CORP 02.9000 01/15/2027 | 0.02% |
| CHOCOLADEFABRIKEN LINDT-PC SEDOL 5962280 | 0.02% |
| CSC HOLDINGS LLC 05.2500 06/01/2024 | 0.02% |
| DOLLAR TREE INC SEDOL 2272476 | 0.02% |
| GCP APPLIED TECH P/P 144A 05.5000 04/15/2026 | 0.02% |
| GLENCORE FUNDING LLC P/P 144A 04.6250 04/29/2024 | 0.02% |
| JP MORGAN CHASE BANK NA 03.0860 04/26/2021 | 0.02% |
| NORTHROP GRUMMAN CORP 03.2500 01/15/2028 | 0.02% |
| ORACLE CORP 02.6500 07/15/2026 | 0.02% |
| PLANTRONICS INC P/P 144A 05.5000 05/31/2023 | 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% |
| UBS GROUP AG P/P 144A 04.1250 04/15/2026 | 0.02% |
| WILLIS TOWERS WATSON PLC USD 05.7500 03/15/2021 | 0.02% |
| ALPHABET INC 03.6250 05/19/2021 | 0.02% |
| AMERICAN INTL GROUP 08.1750 05/15/2058 | 0.02% |
| ANALOG DEVICES INC 02.8500 03/12/2020 | 0.02% |
| ANHEUSER-BUSCH CO/IN 03.6500 02/01/2026 | 0.02% |
| BANK OF AMERICA CORP 06.1000 12/29/2049 | 0.02% |
| BANK OF NOVA SCOTIA USD 02.3500 10/21/2020 | 0.02% |
| CANTOR FITZGERALD LP P/P 144A 06.5000 06/17/2022 | 0.02% |
| CENTENE CORP P/P 144A 04.6250 12/15/2029 | 0.02% |
| CISCO SYSTEMS INC 02.2000 02/28/2021 | 0.02% |
| CREDIT SUISSE GRP AG P/P 144A 06.2500 12/18/2024 | 0.02% |
| DOMINICAN REPUBLIC REGS 05.9500 01/25/2027 | 0.02% |
| DOW CHEMICAL CO/THE 03.5000 10/01/2024 | 0.02% |
| ERAC USA FINANCE LLC P/P 144A 04.5000 02/15/2045 | 0.02% |
| EXXON MOBIL CORPORATION 02.2220 03/01/2021 | 0.02% |
| GLOBAL PAYMENTS INC 04.0000 06/01/2023 | 0.02% |
| JACK OHIO FIN LLC/FI P/P 144A 10.2500 11/15/2022 | 0.02% |
| JPMCC 2013-LC11 X IO 01.3989 04/15/2046 | 0.02% |
| L3HARRIS TECHNOLOGIES INC SEDOL BK9DTN5 | 0.02% |
| LBMLT 2004-1 A2 02.5080 02/25/2034 | 0.02% |
| MIZUHO FINANCIAL GROUP INC SEDOL 6591014 | 0.02% |
| PROTECTIVE LIFE GLO P/P 144A 02.2620 04/08/2020 | 0.02% |
| TARGA RESOURCES PART 05.0000 01/15/2028 | 0.02% |
| TORONTO-DOMINION BANK USD 03.6250 09/15/2031 | 0.02% |
| TREASURY BILL 00.0000 12/05/2019 | 0.02% |
| WYNN LAS VEGAS P/P 144A 05.2500 05/15/2027 | 0.02% |
| AES CORP/THE 05.1250 09/01/2027 | 0.02% |
| AMERICAN TOWER CORP 02.7500 01/15/2027 | 0.02% |
| BIOGEN INC 03.6250 09/15/2022 | 0.02% |
| BOISE CASCADE CO P/P 144A 05.6250 09/01/2024 | 0.02% |
| BOLIDEN AB SEDOL BJV12J7 | 0.02% |
| BRAMBLES LTD SEDOL B1FJ0C0 | 0.02% |
| CWALT 2005-59 1A1 02.0536 11/20/2035 | 0.02% |
| EMIR 2018-1 M1 03.4080 11/25/2028 | 0.02% |
| GLENCORE FUNDING LLC P/P 144A 04.0000 04/16/2025 | 0.02% |
| IHEARTCOMMUNICATIONS INC 08.3750 05/01/2027 | 0.02% |
| JPMORGAN CHASE & CO 02.2500 01/23/2020 | 0.02% |
| KEURIG DR PEPPER INC 04.4170 05/25/2025 | 0.02% |
| NAVISTAR INTL CORP P/P 144A 06.6250 11/01/2025 | 0.02% |
| NTT DATA CORP SEDOL 6125639 | 0.02% |
| NUTRIEN LTD. USD 04.2000 04/01/2029 | 0.02% |
| OCCIDENTAL PETROLEUM COR 04.4000 04/15/2046 | 0.02% |
| PFIZER INC 01.9500 06/03/2021 | 0.02% |
| SONIC HEALTHCARE LTD SEDOL 6821120 | 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% |
| TRANSDIGM INC P/P 144A 06.2500 03/15/2026 | 0.02% |
| UNITED TECHNOLOGIES CORP 04.1250 11/16/2028 | 0.02% |
| VODAFONE GROUP PLC USD 04.3750 05/30/2028 | 0.02% |
| WELLS FARGO & COMPANY 05.8750 12/29/2049 | 0.02% |
| WEYERHAEUSER CO 07.3750 03/15/2032 | 0.02% |
| AES CORP/THE 05.5000 04/15/2025 | 0.02% |
| BMIR 2018-2A M1B P/P 144A 03.0580 08/25/2028 | 0.02% |
| CAS 2015-C03 2M2 06.7080 07/25/2025 | 0.02% |
| CCO HLDGS LLC/CAP CO P/P 144A 05.7500 02/15/2026 | 0.02% |
| CGCMT 2014-GC21 AS 04.0260 05/10/2047 | 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% |
| DIRECT LINE INSURANCE GROUP SEDOL BY9D0Y1 | 0.02% |
| DUKE ENERGY CORP 03.1500 08/15/2027 | 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% |
| JPMCC 2012-C8 D P/P 144A 04.8041 10/15/2045 | 0.02% |
| MSBAM 2012-C6 D P/P 144A 04.7614 11/15/2045 | 0.02% |
| NIPPON STEEL CORP SEDOL 6642569 | 0.02% |
| NOVELIS CORP P/P 144A 05.8750 09/30/2026 | 0.02% |
| NRG P/P 144A 03.7500 06/15/2024 | 0.02% |
| OCCIDENTAL PETROLEUM CORP SEDOL 2655408 | 0.02% |
| SERVICE CORP INTL 05.3750 05/15/2024 | 0.02% |
| SHIRE ACQ INV IE 03.2000 09/23/2026 | 0.02% |
| SPRINT CORP 07.8750 09/15/2023 | 0.02% |
| STACR 2016-HQA2 M3 06.8580 11/25/2028 | 0.02% |
| TEVA PHARMACEUTICALS NE USD 06.0000 04/15/2024 | 0.02% |
| TOYOTA MOTOR CORP SEDOL 6900643 | 0.02% |
| UNITEDHEALTH GROUP INC SEDOL 2917766 | 0.02% |
| US BANCORP SEDOL 2736035 | 0.02% |
| VISTRA OPERATION P/P 144A 03.5500 07/15/2024 | 0.02% |
| VISTRA OPERATION P/P 144A 04.3000 07/15/2029 | 0.02% |
| ABN AMRO BANK NV P/P 144A 02.4500 06/04/2020 | 0.02% |
| BANCO SANTANDER SA USD 05.1790 11/19/2025 | 0.02% |
| BP CAPITAL MARKETS PLC USD 03.2790 09/19/2027 | 0.02% |
| BRAND ENERGY TL L+425 06.2356 06/21/2024 | 0.02% |
| CELANESE US HOLDINGS LLC 03.5000 05/08/2024 | 0.02% |
| CITIGROUP INC 02.9000 12/08/2021 | 0.02% |
| COMCAST CORPORATION 03.3750 02/15/2025 | 0.02% |
| COMM 2013-CR13 AM 04.4490 11/10/2046 | 0.02% |
| DOMINICAN REPUBLIC REGS 06.8750 01/29/2026 | 0.02% |
| DUKE ENERGY OHIO INC 03.6500 02/01/2029 | 0.02% |
| EIFFAGE SEDOL B13X013 | 0.02% |
| ENDEAVOR ENERGY P/P 144A 05.7500 01/30/2028 | 0.02% |
| EOG RESOURCES INC 02.6250 03/15/2023 | 0.02% |
| ERAC USA FINANCE LLC P/P 144A 07.0000 10/15/2037 | 0.02% |
| FHLMC FR30 ZS9547 UMBS 04.0000 09/01/2045 | 0.02% |
| FUJIFILM HOLDINGS CORP SEDOL 6356525 | 0.02% |
| GENERAL DYNAMICS CORP SEDOL 2365161 | 0.02% |
| GNR 2015-H25 BI IO 01.6873 10/20/2065 | 0.02% |
| GSMS 2011-GC3 C P/P 144A 05.8244 03/10/2044 | 0.02% |
| HCA INC 04.1250 06/15/2029 | 0.02% |
| HESS INFRASTRUCTURE P/P 144A 05.6250 02/15/2026 | 0.02% |
| HYATT HOTELS CORP 04.8500 03/15/2026 | 0.02% |
| INTELSAT JACKSON HLD P/P 144A 09.7500 07/15/2025 | 0.02% |
| INTL FLAVOR & FRAGRANCES 04.4500 09/26/2028 | 0.02% |
| L3HARRIS TECH INC P/P 144A 03.8500 12/15/2026 | 0.02% |
| LEGRAND FRANCE USD 08.5000 02/15/2025 | 0.02% |
| MERCK & CO INC 03.7000 02/10/2045 | 0.02% |
| NETFLIX INC. 05.8750 11/15/2028 | 0.02% |
| NEWCREST MINING LTD SEDOL 6637101 | 0.02% |
| NORFOLK SOUTHERN CORP SEDOL 2641894 | 0.02% |
| ONCOR ELECTRIC DELIV 03.7500 04/01/2045 | 0.02% |
| ORKLA ASA SEDOL B1VQF42 | 0.02% |
| OSHKOSH CORP 05.3750 03/01/2025 | 0.02% |
| PERTAMINA PERSERO PT P/P 144A 04.3000 05/20/2023 | 0.02% |
| PULTEGROUP INC 05.5000 03/01/2026 | 0.02% |
| RBS GLOBAL/REXNO P/P 144A 04.8750 12/15/2025 | 0.02% |
| SABINE PASS LIQUEFACTION 04.2000 03/15/2028 | 0.02% |
| STARFRUIT US/STAR FI P/P 144A 08.0000 10/01/2026 | 0.02% |
| TENET HEALTHCARE CORP 08.1250 04/01/2022 | 0.02% |
| VIDEOTRON LTD / LTEE P/P 144A 05.1250 04/15/2027 | 0.02% |
| VTB BANK (VTB CAP SA P/P 144A 06.9500 10/17/2022 | 0.02% |
| WESFARMERS LTD SEDOL 6948836 | 0.02% |
| WESTROCK MWV LLC 08.2000 01/15/2030 | 0.02% |
| WFCM 2014-LC16 XA IO 01.2736 08/15/2050 | 0.02% |
| APPLE INC 02.8500 05/06/2021 | 0.01% |
| ARD FINANCE SA P/P 144A 06.5000 06/30/2027 | 0.01% |
| AUTONATION INC. 05.5000 02/01/2020 | 0.01% |
| BWAY HOLDING CO P/P 144A 07.2500 04/15/2025 | 0.01% |
| CHEVRON CORP 02.1000 05/16/2021 | 0.01% |
| CMLTI 2005-2 1A2A 04.7729 05/25/2035 | 0.01% |
| COCA-COLA EUROPEAN PARTNERS SEDOL BYQQ3P5 | 0.01% |
| CONSOLIDATED EDISON INC 02.0000 03/15/2020 | 0.01% |
| DUKE ENERGY CORP 04.2000 06/15/2049 | 0.01% |
| FAIRFAX US INC P/P 144A 04.8750 08/13/2024 | 0.01% |
| FEDERATIVE REP OF BRAZIL USD 04.2500 01/07/2025 | 0.01% |
| FISERV INC SEDOL 2342034 | 0.01% |
| GOLDEN NUGGET INC P/P 144A 06.7500 10/15/2024 | 0.01% |
| HOME DEPOT INC 02.6250 06/01/2022 | 0.01% |
| NIELSEN FIN LLC/CO P/P 144A 05.0000 04/15/2022 | 0.01% |
| NUCOR CORP SEDOL 2651086 | 0.01% |
| OMNICOM GP/OMNICOM CAP 03.6000 04/15/2026 | 0.01% |
| PPSI 2004-WCW2 M3 02.7580 10/25/2034 | 0.01% |
| PRUDENTIAL FINANCIAL INC 05.2000 03/15/2044 | 0.01% |
| PULTEGROUP INC. 07.8750 06/15/2032 | 0.01% |
| RENAISSANCERE HOLDINGS LTD SEDOL 2728429 | 0.01% |
| SWISS PRIME SITE-REG SEDOL B083BH4 | 0.01% |
| VERIZON COMMUNICATIONS 05.2500 03/16/2037 | 0.01% |
| WAMU 2004-AR12 A2B 02.6280 10/25/2044 | 0.01% |
| WFCM 2013-LC12 C 04.4199 07/15/2046 | 0.01% |
| ALLISON TRANSMISSION P/P 144A 04.7500 10/01/2027 | 0.01% |
| AXA SA P/P 144A 06.3790 12/29/2049 | 0.01% |
| BANFF MERGER SUB INC P/P 144A 09.7500 09/01/2026 | 0.01% |
| BERKSHIRE HATHAWAY E 03.8000 07/15/2048 | 0.01% |
| BIG RVR STL/FIN P/P 144A 07.2500 09/01/2025 | 0.01% |
| BRAND ENERGY & I P/P 144A 08.5000 07/15/2025 | 0.01% |
| CBRE SERVICES INC 04.8750 03/01/2026 | 0.01% |
| CFCRE 2011-C1 D P/P 144A 06.2719 04/15/2044 | 0.01% |
| COMM 2014-CR18 C 04.8870 07/15/2047 | 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% |
| DOMINICAN REPUBLIC REGS 08.6250 04/20/2027 | 0.01% |
| ENBRIDGE INC USD 04.5000 06/10/2044 | 0.01% |
| FHMS K099 X1 IO 01.0058 09/25/2029 | 0.01% |
| GREAT LAKES D&D 08.0000 05/15/2022 | 0.01% |
| HKT TRUST AND HKT LTD-SS SEDOL B4TXDZ3 | 0.01% |
| HOWARD HUGHES CORP P/P 144A 05.3750 03/15/2025 | 0.01% |
| HUNTINGTON BANCSHARES 04.3500 02/04/2023 | 0.01% |
| IBM CORP 01.8750 08/01/2022 | 0.01% |
| INTEL CORP SEDOL 2463247 | 0.01% |
| IRON MOUNTAIN INC P/P 144A 04.8750 09/15/2027 | 0.01% |
| IVORY COAST REGS 05.3750 07/23/2024 | 0.01% |
| JACK OHIO FIN LLC/FI P/P 144A 06.7500 11/15/2021 | 0.01% |
| JOHNSON CONTROLS INTERNATION SEDOL BY7QL61 | 0.01% |
| LMAT 2019-GS7 A1 03.2500 06/25/2059 | 0.01% |
| LOEWS CORP SEDOL 2523022 | 0.01% |
| LPL HOLDINGS INC P/P 144A 05.7500 09/15/2025 | 0.01% |
| MTR CORP SEDOL 6290054 | 0.01% |
| NOMURA REAL ESTATE HOLDINGS SEDOL B1CWJM5 | 0.01% |
| NORDEA BANK ABP P/P 144A 02.2500 05/27/2021 | 0.01% |
| ORACLE CORP 02.5000 10/15/2022 | 0.01% |
| ORACLE CORP JAPAN SEDOL 6141680 | 0.01% |
| REGIONS FINANCIAL CORP 02.7500 08/14/2022 | 0.01% |
| REPUBLIC OF SOUTH AFRICA USD 04.8500 09/27/2027 | 0.01% |
| SANTANDER UK PLC P/P 144A 05.0000 11/07/2023 | 0.01% |
| SCIENTIFIC GAMES P/P 144A 07.2500 11/15/2029 | 0.01% |
| TTM TECHNOLOGIES INC P/P 144A 05.6250 10/01/2025 | 0.01% |
| UNIVAR SOLUTIONS P/P 144A 05.1250 12/01/2027 | 0.01% |
| VERIZON COMMUNICATIONS 04.4000 11/01/2034 | 0.01% |
| VIDEOTRON LTD USD 05.0000 07/15/2022 | 0.01% |
| WAMU 2005-AR11 A1B3 02.1080 08/25/2045 | 0.01% |
| WATCO COS LLC/FI P/P 144A 06.3750 04/01/2023 | 0.01% |
| WFRBS 2011-C5 D P/P 144A 05.8516 11/15/2044 | 0.01% |
| ZOETIS INC 03.9000 08/20/2028 | 0.01% |
| AMGEN INC 02.6000 08/19/2026 | 0.01% |
| AMGEN INC 03.4500 10/01/2020 | 0.01% |
| APPLE INC 03.8500 05/04/2043 | 0.01% |
| BAUSCH HLTH COS INC P/P 144A 06.1250 04/15/2025 | 0.01% |
| BMW US CAPITAL LLC P/P 144A 03.9500 08/14/2028 | 0.01% |
| BPCE SA P/P 144A 05.1500 07/21/2024 | 0.01% |
| BRIDGESTONE CORP SEDOL 6132101 | 0.01% |
| CCO HLDGS LLC/CAP C P/P 144A 05.5000 05/01/2026 | 0.01% |
| CITIGROUP INC 03.8870 01/10/2028 | 0.01% |
| CITIGROUP INC 04.4500 09/29/2027 | 0.01% |
| COMM 2012-CR2 AM 03.7910 08/15/2045 | 0.01% |
| CROWN CASTLE INTL CORP 03.6500 09/01/2027 | 0.01% |
| CROWN CASTLE INTL CORP 03.7000 06/15/2026 | 0.01% |
| CVS HEALTH CORP 03.7000 03/09/2023 | 0.01% |
| ELI LILLY & CO SEDOL 2516152 | 0.01% |
| GOLDEN NUGGET INC P/P 144A 08.7500 10/01/2025 | 0.01% |
| GOOGLE INC 03.3750 02/25/2024 | 0.01% |
| GSMS 2010-C1 D P/P 144A 06.1974 08/10/2043 | 0.01% |
| JFE HOLDINGS INC SEDOL 6543792 | 0.01% |
| L3HARRIS TECH INC P/P 144A 04.4000 06/15/2028 | 0.01% |
| MATTAMY GROUP CORP P/P 144A 05.2500 12/15/2027 | 0.01% |
| MEREDITH CORP 06.8750 02/01/2026 | 0.01% |
| MITSUBISHI UFJ FIN GRP USD 03.5350 07/26/2021 | 0.01% |
| NEXSTAR ESCROW P/P 144A 05.6250 07/15/2027 | 0.01% |
| NIELSEN CO LUXEM P/P 144A 05.0000 02/01/2025 | 0.01% |
| NUTRIEN LTD USD 04.1250 03/15/2035 | 0.01% |
| PETROBRAS GLOBAL FINANCE USD 06.1250 01/17/2022 | 0.01% |
| PORSCHE AUTOMOBIL HLDG-PRF SEDOL 7101069 | 0.01% |
| REFINITIV US HLDG P/P 144A 06.2500 05/15/2026 | 0.01% |
| SANOFI SEDOL 5671735 | 0.01% |
| SCIENTIFIC GAMES P/P 144A 08.2500 03/15/2026 | 0.01% |
| SERVICE CORP INTL 05.1250 06/01/2029 | 0.01% |
| STANDARD IND INC P/P 144A 05.3750 11/15/2024 | 0.01% |
| TOTAL CAPITAL INTL SA USD 02.7500 06/19/2021 | 0.01% |
| TRANSDIGM INC P/P 144A 05.5000 11/15/2027 | 0.01% |
| UBSCM 2012-C1 C P/P 144A 05.7560 05/10/2045 | 0.01% |
| WFCM 2013-LC12 AS 04.4199 07/15/2046 | 0.01% |
| WFRBS 2013-C15 D P/P 144A 04.6435 08/15/2046 | 0.01% |
| WFRBS 2013-UBS1 AS 04.3060 03/15/2046 | 0.01% |
| 1011778 BC / NEW RED P/P 144A 05.0000 10/15/2025 | 0.01% |
| ALPHABET INC 01.9980 08/15/2026 | 0.01% |
| APPLE INC 04.3750 05/13/2045 | 0.01% |
| BB&T CORPORATION 04.8000 12/31/2099 | 0.01% |
| BMC EAST LLC P/P 144A 05.5000 10/01/2024 | 0.01% |
| BMIR 2019-4A M1C P/P 144A 04.2080 10/25/2029 | 0.01% |
| BP CAPITAL MARKETS PLC USD 02.3150 02/13/2020 | 0.01% |
| CGCMT 2014-GC19 D P/P 144A 05.2617 03/10/2047 | 0.01% |
| CHARTER COMM OPT LLC 04.9080 07/23/2025 | 0.01% |
| CISCO SYSTEMS INC 02.5000 09/20/2026 | 0.01% |
| COMM 2014-CR17 C 04.9478 05/10/2047 | 0.01% |
| CORNERSTONE BUILDING P/P 144A 08.0000 04/15/2026 | 0.01% |
| CREDIT SUISSE GRP AG P/P 144A 03.8690 01/12/2029 | 0.01% |
| CWALT 2006-OA19 A1 01.9036 02/20/2047 | 0.01% |
| DOMINICAN REPUBLIC REGS 06.5000 02/15/2048 | 0.01% |
| GREIF INC P/P 144A 06.5000 03/01/2027 | 0.01% |
| HONGKONG LAND HOLDINGS LTD SEDOL 6434915 | 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% |
| KLEPIERRE SEDOL 7582556 | 0.01% |
| MACQUARIE BANK LTD P/P 144A 02.8500 07/29/2020 | 0.01% |
| MIDAMERICAN FUNDING LLC 06.9270 03/01/2029 | 0.01% |
| MSBAM 2014-C14 C 05.0993 02/15/2047 | 0.01% |
| PFIZER INC 03.0000 12/15/2026 | 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% |
| ROYAL BANK OF CANADA USD 04.6500 01/27/2026 | 0.01% |
| SHIRE ACQ INV IRELAND DA USD 02.8750 09/23/2023 | 0.01% |
| SIX FLAGS ENT P/P 144A 04.8750 07/31/2024 | 0.01% |
| STAPLES INC. P/P 144A 10.7500 04/15/2027 | 0.01% |
| UNITEDHEALTH GROUP INC 04.7000 02/15/2021 | 0.01% |
| VISTRA OPERATIONS CO P/P 144A 05.5000 09/01/2026 | 0.01% |
| WM MORRISON SUPERMARKETS SEDOL 0604316 | 0.01% |
| WYNN RESORTS FIN LLC P/P 144A 05.1250 10/01/2029 | 0.01% |
| ABC-MART INC SEDOL 6292102 | 0.01% |
| ALLEGHENY TECHNOLOGIES INC 07.8750 08/15/2023 | 0.01% |
| ALLERGAN FUNDING SCS USD 03.8000 03/15/2025 | 0.01% |
| ALTICE LUXEMBOURG SA P/P 144A 10.5000 05/15/2027 | 0.01% |
| APPLE INC 02.8500 05/11/2024 | 0.01% |
| ARCELORMITTAL USD 07.0000 10/15/2039 | 0.01% |
| ASCEND LEARNING LLC P/P 144A 06.8750 08/01/2025 | 0.01% |
| BAUSCH HLTH AMERICAS P/P 144A 08.5000 01/31/2027 | 0.01% |
| BAUSCH HLTH AMERICAS P/P 144A 09.2500 04/01/2026 | 0.01% |
| BAUSCH HLTH COS INC P/P 144A 07.0000 03/15/2024 | 0.01% |
| BP CAP MARKETS AMERICA 03.1190 05/04/2026 | 0.01% |
| CGCMT 2014-GC19 AS 04.3450 03/10/2047 | 0.01% |
| CITIGROUP INC 04.7500 05/18/2046 | 0.01% |
| CNO FINANCIAL GROUP INC 05.2500 05/30/2025 | 0.01% |
| COMCAST CORP 03.4500 02/01/2050 | 0.01% |
| COVEY PARK ENERGY LL P/P 144A 07.5000 05/15/2025 | 0.01% |
| DCP MIDSTREAM P/P 144A 06.7500 09/15/2037 | 0.01% |
| DEUTSCHE TELEKOM INT FIN USD 08.7500 06/15/2030 | 0.01% |
| DIAMOND SPORTS P/P 144A 05.3750 08/15/2026 | 0.01% |
| DOMINICAN REPUBLIC REGS 06.0000 07/19/2028 | 0.01% |
| ENTERCOM MEDIA CORP P/P 144A 07.2500 11/01/2024 | 0.01% |
| ERAC USA FINANCE LLC P/P 144A 05.6250 03/15/2042 | 0.01% |
| GNR 2017-162 QI IO 05.0000 10/11/2047 | 0.01% |
| HCA INC 05.5000 06/15/2047 | 0.01% |
| JAPAN TOBACCO INC SEDOL 6474535 | 0.01% |
| JARDINE MATHESON HLDGS LTD SEDOL 6472119 | 0.01% |
| JPMCC 2013-LC11 C 03.9582 04/15/2046 | 0.01% |
| KINDER MORGAN ENER PART 05.4000 09/01/2044 | 0.01% |
| MAXIM INTEGRATED PRODUCTS SEDOL 2573760 | 0.01% |
| MORGAN STANLEY 02.7500 05/19/2022 | 0.01% |
| NABORS INDUSTRIES INC. 05.7500 02/01/2025 | 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% |
| REP OF INDONESIA P/P 144A 03.3750 04/15/2023 | 0.01% |
| SANTANDER UK GROUP H P/P 144A 04.7500 09/15/2025 | 0.01% |
| SCOTTS MIRACLE-GRO P/P 144A 04.5000 10/15/2029 | 0.01% |
| SERVICE CORPORATION INTL 04.6250 12/15/2027 | 0.01% |
| SMURFIT KAPPA TREASURY USD 07.5000 11/20/2025 | 0.01% |
| STARWOOD PROP TR 04.7500 03/15/2025 | 0.01% |
| SWISS RE TREAS P/P 144A 04.2500 12/06/2042 | 0.01% |
| TEVA PHARMACEUTICALS NE USD 06.7500 03/01/2028 | 0.01% |
| TOPBUILD CORP P/P 144A 05.6250 05/01/2026 | 0.01% |
| US CONCRETE INC 06.3750 06/01/2024 | 0.01% |
| WAMU 2007-HY2 1A1 03.8129 12/25/2036 | 0.01% |
| WASTE CONNECTIONS INC 03.5000 05/01/2029 | 0.01% |
| WERNER FINCO LP/INC P/P 144A 08.7500 07/15/2025 | 0.01% |
| WESTROCK MWV LLC 07.9500 02/15/2031 | 0.01% |
| WFRBS 2013-C11 AS 03.3110 03/15/2045 | 0.01% |
| WFRBS 2014-C24 XA IO 00.9926 11/15/2047 | 0.01% |
| ALIMENTATION COUCHE-TARD 3.550000 07/26/2027 | 0.01% |
| ALTICE FRANCE P/P 144A 07.3750 05/01/2026 | 0.01% |
| AMGEN INC 04.6630 06/15/2051 | 0.01% |
| ANHEUSER-BUSCH INBEV WOR 04.7500 01/23/2029 | 0.01% |
| ANHEUSER-BUSCH INBEV WOR 05.5500 01/23/2049 | 0.01% |
| APERGY CORP 06.3750 05/01/2026 | 0.01% |
| ARDAGH PKG FIN/HLDGS P/P 144A 05.2500 08/15/2027 | 0.01% |
| ARRW 2019-3 A3 03.4160 10/25/2048 | 0.01% |
| AT&T INC 02.9500 07/15/2026 | 0.01% |
| BAUSCH HEALTH COS INC REGS 04.5000 05/15/2023 | 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% |
| CAS 2014-C03 2M2 04.6080 07/25/2024 | 0.01% |
| CAS 2014-C04 1M2 06.6080 11/25/2024 | 0.01% |
| CBRE SERVICES INC 05.2500 03/15/2025 | 0.01% |
| CBS CORP 04.6000 01/15/2045 | 0.01% |
| CF INDUSTRIES INC 04.9500 06/01/2043 | 0.01% |
| CHENIERE CORP CHRIST 05.8750 03/31/2025 | 0.01% |
| CISCO SYSTEMS INC 05.9000 02/15/2039 | 0.01% |
| CONSTELLIUM SE P/P 144A 05.8750 02/15/2026 | 0.01% |
| CROWN CASTLE INTL CORP 03.8000 02/15/2028 | 0.01% |
| CSX CORP 04.1000 03/15/2044 | 0.01% |
| DIAMOND 1 FIN/DIAMON P/P 144A 07.1250 06/15/2024 | 0.01% |
| DIAMOND 1 FIN/DIAMON P/P 144A 08.3500 07/15/2046 | 0.01% |
| DOLLAR GENERAL CORP 03.2500 04/15/2023 | 0.01% |
| ENTERCOM MEDIA CORP P/P 144A 06.5000 05/01/2027 | 0.01% |
| FIRST QUANTUM MINERA P/P 144A 07.5000 04/01/2025 | 0.01% |
| FIVE CORNERS FUNDING P/P 144A 04.4190 11/15/2023 | 0.01% |
| GFL ENVIRONMENTA P/P 144A 08.5000 05/01/2027 | 0.01% |
| GNR 2016-123 LI IO 03.5000 03/20/2044 | 0.01% |
| HCA INC 05.0000 03/15/2024 | 0.01% |
| HCA INC 05.2500 06/15/2026 | 0.01% |
| HCA INC 05.3750 09/01/2026 | 0.01% |
| HUB INTL LTD P/P 144A 07.0000 05/01/2026 | 0.01% |
| INFOR US INC 06.5000 05/15/2022 | 0.01% |
| ING BANK NV P/P 144A 05.8000 09/25/2023 | 0.01% |
| IPALCO ENTPRS IN 03.7000 09/01/2024 | 0.01% |
| JOHNSON CONTROLS INTL PL 04.9500 07/02/2064 | 0.01% |
| KEURIG DR PEPPER INC 04.0570 05/25/2023 | 0.01% |
| KINDER MORGAN ENER PART 03.5000 03/01/2021 | 0.01% |
| MITSUBISHI UFJ FIN GRP USD 03.8500 03/01/2026 | 0.01% |
| NATIONAL AUSTRALIA BK/NY 02.8750 04/12/2023 | 0.01% |
| NATIONSTAR MORT/ 06.5000 07/01/2021 | 0.01% |
| NRG ENERGY INC P/P 144A 05.2500 06/15/2029 | 0.01% |
| PNC BANK NA 02.7000 11/01/2022 | 0.01% |
| QORVO INC SEDOL BR9YYP4 | 0.01% |
| S&P GLOBAL INC 04.4000 02/15/2026 | 0.01% |
| SHERWIN-WILLIAMS CO 03.4500 06/01/2027 | 0.01% |
| SIX FLAGS ENT P/P 144A 05.5000 04/15/2027 | 0.01% |
| SPRINGLEAF FINANCE CORP 05.3750 11/15/2029 | 0.01% |
| STACR 2014-HQ2 M3 05.4580 09/25/2024 | 0.01% |
| STACR 2017-DNA1 M2 04.9580 07/25/2029 | 0.01% |
| SYNGENTA FINANCE NV P/P 144A 04.8920 04/24/2025 | 0.01% |
| SYNGENTA FINANCE NV P/P 144A 05.1820 04/24/2028 | 0.01% |
| T-MOBILE USA INC 04.7500 02/01/2028 | 0.01% |
| TCI COMMUNICATIONS INC 07.1250 02/15/2028 | 0.01% |
| TMS INTL HLDG CORP P/P 144A 07.2500 08/15/2025 | 0.01% |
| TRANSDIGM INC 06.3750 06/15/2026 | 0.01% |
| TRI POINTE GROUP / HOMES 05.8750 06/15/2024 | 0.01% |
| UBSCM 2017-C7 XA IO 01.2121 12/15/2050 | 0.01% |
| UNITEDHEALTH GROUP INC 02.7500 02/15/2023 | 0.01% |
| UNITEDHEALTH GROUP INC 03.9500 10/15/2042 | 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% |
| WASTE PRO USA INC P/P 144A 05.5000 02/15/2026 | 0.01% |
| AHM 2007-1 GA1C 02.0128 05/25/2047 | 0.01% |
| AIB GROUP PLC SEDOL BF0L353 | 0.01% |
| ALBERTSONS COS LLC P/P 144A 07.5000 03/15/2026 | 0.01% |
| ARDAGH PKG FIN/HLDGS P/P 144A 04.1250 08/15/2026 | 0.01% |
| AROUNDTOWN SA SEDOL BF0CK44 | 0.01% |
| ARRW 2019-1 A3 04.2080 01/25/2049 | 0.01% |
| AUST & NZ BANKING GR P/P 144A 06.7500 12/29/2049 | 0.01% |
| BANCO SANTANDER SA USD 04.3790 04/12/2028 | 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% |
| BERRY GLOBAL INC 05.1250 07/15/2023 | 0.01% |
| BGC PARTNERS INC 05.1250 05/27/2021 | 0.01% |
| CARRIAGE SVCS INC P/P 144A 06.6250 06/01/2026 | 0.01% |
| CENOVUS ENERGY INC USD 06.7500 11/15/2039 | 0.01% |
| CHARTER COMM OPT LLC/CAP 04.8000 03/01/2050 | 0.01% |
| CIGNA CORP P/P 144A 04.5000 03/15/2021 | 0.01% |
| CNO FINANCIAL GROUP INC 05.2500 05/30/2029 | 0.01% |
| COMM 2013-CR11 XA IO 01.0964 08/10/2050 | 0.01% |
| COMM 2014-CR17 XA IO 01.1441 05/10/2047 | 0.01% |
| COMM 2014-UBS6 XA IO 01.0469 12/10/2047 | 0.01% |
| DEERE & COMPANY 02.6000 06/08/2022 | 0.01% |
| DIAMONDBACK ENERGY INC 05.3750 05/31/2025 | 0.01% |
| ECOLAB INC SEDOL 2304227 | 0.01% |
| EG GLOBAL FIN PLC P/P 144A 06.7500 02/07/2025 | 0.01% |
| ENBRIDGE INC USD 04.2500 12/01/2026 | 0.01% |
| ENERGY TRANSFER OPERATNG 05.2000 02/01/2022 | 0.01% |
| EPR PROPERTIES 05.7500 CUM CV PFD | 0.01% |
| FERGUSON PLC SEDOL BJVNSS4 | 0.01% |
| FIDELITY NATIONAL INFORM 04.2500 05/15/2028 | 0.01% |
| FRESENIUS MEDICAL CARE AG & SEDOL 5129074 | 0.01% |
| GATES GLOBAL LLC P/P 144A 06.0000 07/15/2022 | 0.01% |
| GNR 2013-99 AS IO 04.3264 06/20/2043 | 0.01% |
| GOEASY LTD P/P 144A 05.3750 12/01/2024 | 0.01% |
| GSMS 2014-GC22 XA IO 01.1424 06/10/2047 | 0.01% |
| HEINEKEN HOLDING NV SEDOL B0CCH46 | 0.01% |
| HMIR 2018-1 M1 P/P 144A 03.3080 10/25/2028 | 0.01% |
| HUDBAY MINERALS INC P/P 144A 07.6250 01/15/2025 | 0.01% |
| ICAHN ENTER/FIN 06.2500 05/15/2026 | 0.01% |
| INTERNATIONAL PAPER CO 03.0000 02/15/2027 | 0.01% |
| LIONS GATE CAP HOLD P/P 144A 06.3750 02/01/2024 | 0.01% |
| LLOYDS BANKING GROUP PLC USD 04.6500 03/24/2026 | 0.01% |
| MARSH & MCLENNAN COS INC 04.3750 03/15/2029 | 0.01% |
| MARSH & MCLENNAN COS INC 04.9000 03/15/2049 | 0.01% |
| MBX.FN30.500.10 R USL1M P 01/12/41 CI | 0.01% |
| MSC 2011-C3 D P/P 144A 05.4193 07/15/2049 | 0.01% |
| NATIONAL AUSTRALIA BANK LTD SEDOL 6624608 | 0.01% |
| NEWELL BRANDS INC 04.2000 04/01/2026 | 0.01% |
| NEXSTAR BROADC P/P 144A 05.6250 08/01/2024 | 0.01% |
| NRG ENERGY INC 06.6250 01/15/2027 | 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% |
| PENSKE TRUCK LEASING P/P 144A 03.9000 02/01/2024 | 0.01% |
| PUBLICIS GROUPE SEDOL 4380429 | 0.01% |
| REP OF INDONESIA P/P 144A 04.7500 01/08/2026 | 0.01% |
| ROGERS COMMUNICATIONS IN USD 08.7500 05/01/2032 | 0.01% |
| ROYAL BK SCOTLND GRP PLC USD 04.8920 05/18/2029 | 0.01% |
| RTL GROUP SEDOL B1BK209 | 0.01% |
| SABINE PASS LIQUEF 05.0000 03/15/2027 | 0.01% |
| SAMPO OYJ-A SHS SEDOL 5226038 | 0.01% |
| SECOM CO LTD SEDOL 6791591 | 0.01% |
| SERVICE PROPERTIES TRUST 04.3750 02/15/2030 | 0.01% |
| SHELL INTERNATIONAL FIN USD 01.8750 05/10/2021 | 0.01% |
| SINCLAIR TELE P/P 144A 05.5000 03/01/2030 | 0.01% |
| STACR 2014-HQ3 M3 06.4580 10/25/2024 | 0.01% |
| UBS GROUP AG REGS 06.8750 12/29/2049 | 0.01% |
| WAMU 2005-AR9 A1C3 02.6680 07/25/2045 | 0.01% |
| WEEKLEY HOMES LLC 06.0000 02/01/2023 | 0.01% |
| WESTPAC BANKING CORP USD 02.0000 08/19/2021 | 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% |
| ALBERTSONS COS/SAFE P/P 144A 04.6250 01/15/2027 | 0.01% |
| ALTICE FRANCE SA P/P 144A 05.5000 01/15/2028 | 0.01% |
| AMC ENT HOLDIN 05.8750 11/15/2026 | 0.01% |
| ANTERO RESOURCES 05.3750 11/01/2021 | 0.01% |
| ASCENT RESOURCES/AEU P/P 144A 10.0000 04/01/2022 | 0.01% |
| ASHTEAD CAPITAL INC P/P 144A 04.2500 11/01/2029 | 0.01% |
| ATOTECH ALPHA 2 BV P/P 144A 08.7500 06/01/2023 | 0.01% |
| ATOTECH ALPHA 3 BV P/P 144A 06.2500 02/01/2025 | 0.01% |
| AXALTA COATING SYS P/P 144A 04.8750 08/15/2024 | 0.01% |
| BEACON ROOFING SUPP P/P 144A 04.8750 11/01/2025 | 0.01% |
| BMIR 2017-1 M1 P/P 144A 03.4080 10/25/2027 | 0.01% |
| BRISTOL-MYERS P/P 144A 03.4000 07/26/2029 | 0.01% |
| BROOKFIELD RESID PRO P/P 144A 06.1250 07/01/2022 | 0.01% |
| CAMDEN PROPERTY TRUST 04.8750 06/15/2023 | 0.01% |
| CAPITAL ONE FINANCIAL CO 04.2000 10/29/2025 | 0.01% |
| CAS 2017-C01 1EB1 02.9580 07/25/2029 | 0.01% |
| CLEAN TEQ HOLDINGS LTD SEDOL B291LT3 | 0.01% |
| COMCAST CORP 04.0490 11/01/2052 | 0.01% |
| COMMSCOPE TECH LLC P/P 144A 06.0000 06/15/2025 | 0.01% |
| COX COMM INC P/P 144A 03.5000 08/15/2027 | 0.01% |
| CROWN CORK & SEAL CO INC 07.3750 12/15/2026 | 0.01% |
| CSC HOLDINGS LLC P/P 144A 05.7500 01/15/2030 | 0.01% |
| CSC HOLDINGS LLC P/P 144A 07.7500 07/15/2025 | 0.01% |
| ENDO LTD/FIN LLC/FIN P/P 144A 06.0000 02/01/2025 | 0.01% |
| ESH HOSPITALITY INC P/P 144A 05.2500 05/01/2025 | 0.01% |
| FHR 3829 AS IO 05.1846 03/15/2041 | 0.01% |
| FISERV INC 03.5000 07/01/2029 | 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% |
| GLP CAPITAL LP / FIN II 05.2500 06/01/2025 | 0.01% |
| GNR 2015-H24 BI IO 01.6717 08/20/2065 | 0.01% |
| GNR 2015-H26 EI IO 01.7825 10/20/2065 | 0.01% |
| GSMS 2013-GC10 XA IO 01.6498 02/10/2046 | 0.01% |
| GW B-CR SECURITY P/P 144A 09.5000 11/01/2027 | 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% |
| KINDER MORGAN INC/DELAWA 07.7500 01/15/2032 | 0.01% |
| KKR GROUP FIN CO III P/P 144A 05.1250 06/01/2044 | 0.01% |
| LIONS GATE CAP HOLD P/P 144A 05.8750 11/01/2024 | 0.01% |
| LIVE NATION ENTERTAI P/P 144A 05.6250 03/15/2026 | 0.01% |
| LLOYDS BANKING GROUP PLC USD 04.5000 11/04/2024 | 0.01% |
| LOUISIANA-PACIFIC CORPORATION 04.8750 09/15/2024 | 0.01% |
| MICROSOFT CORP 02.4000 02/06/2022 | 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% |
| NCHET 2003-4 M1 02.8330 10/25/2033 | 0.01% |
| NETFLIX INC 04.8750 04/15/2028 | 0.01% |
| NEWFIELD EXPLORATION CO 05.7500 01/30/2022 | 0.01% |
| NOVELIS CORP P/P 144A 06.2500 08/15/2024 | 0.01% |
| NRG ENERGY INC. 07.2500 05/15/2026 | 0.01% |
| NSTAR ELECTRIC CO 02.3750 10/15/2022 | 0.01% |
| POWER SOLUTIONS TLB L+350 05.7344 04/30/2026 | 0.01% |
| QVC INC 04.8500 04/01/2024 | 0.01% |
| ROYAL BK SCOTLND GRP PLC USD 07.5000 12/29/2049 | 0.01% |
| SABRE GLBL INC P/P 144A 05.3750 04/15/2023 | 0.01% |
| SPECTRA ENERGY PARTNERS 03.3750 10/15/2026 | 0.01% |
| SPRINGLEAF FINANCE CORP 06.8750 03/15/2025 | 0.01% |
| STEEL DYNAMICS INC 05.5000 10/01/2024 | 0.01% |
| SUGAR HSP GAMING P/P 144A 05.8750 05/15/2025 | 0.01% |
| SWEDISH MATCH AB SEDOL 5048566 | 0.01% |
| TD AMERITRADE HOLDING CORP SEDOL 2983154 | 0.01% |
| TENNANT CO 05.6250 05/01/2025 | 0.01% |
| TMX FIN LLC/TITLEMAX P/P 144A 11.1250 04/01/2023 | 0.01% |
| TRANSOCEAN SENTR P/P 144A 05.3750 05/15/2023 | 0.01% |
| TRIVIUM PACK FIN P/P 144A 05.5000 08/15/2026 | 0.01% |
| UBSBB 2012-C4 XA IO P/P 144A 01.7781 12/10/2045 | 0.01% |
| VIACOM INC 04.5000 03/01/2021 | 0.01% |
| WASTE MANAGEMENT INC. 04.7500 06/30/2020 | 0.01% |
| WFRBS 2012-C9 XB IO P/P 144A 00.8756 11/15/2045 | 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% |
| 1011778 BC ULC / P/P 144A 04.3750 01/15/2028 | 0.01% |
| ALTRIA GROUP INC | 0.01% |
| AMSTED INDUSTRIES P/P 144A 05.6250 07/01/2027 | 0.01% |
| ANTERO RESOURCES FIN 05.1250 12/01/2022 | 0.01% |
| APPLE INC 03.4500 05/06/2024 | 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% |
| BECTON DICKINSON AND CO 03.7000 06/06/2027 | 0.01% |
| BUILDERS FIRSTSOURCE P/P 144A 06.7500 06/01/2027 | 0.01% |
| BWAY CORP TLB L+325 05.2343 04/03/2024 | 0.01% |
| CENTENE CORP 04.7500 05/15/2022 | 0.01% |
| CFCRE 2011-C2 D P/P 144A 05.9326 12/15/2047 | 0.01% |
| CGCMT 2012-GC8 XA IO P/P 144A 01.9355 09/10/2045 | 0.01% |
| CGCMT 2014-GC21 X IO 01.3450 05/10/2047 | 0.01% |
| CHEMOURS CO 07.0000 05/15/2025 | 0.01% |
| CITIGROUP INC 04.6000 03/09/2026 | 0.01% |
| CLEAN HARBORS INC P/P 144A 04.8750 07/15/2027 | 0.01% |
| CLEAR CHANNEL WORLDW P/P 144A 05.1250 08/15/2027 | 0.01% |
| COMCAST CORP 03.1500 03/01/2026 | 0.01% |
| CROWN CASTLE INTL CORP 04.8750 04/15/2022 | 0.01% |
| DENBURY RESOURCES IN P/P 144A 09.0000 05/15/2021 | 0.01% |
| DH EUROPE FINANCE II USD 03.4000 11/15/2049 | 0.01% |
| DIAMONDBACK ENERGY INC 03.2500 12/01/2026 | 0.01% |
| ENERGY TRANSFER OPERATNG 06.1250 12/15/2045 | 0.01% |
| FIFTH THIRD BANCORP 05.1000 12/29/2049 | 0.01% |
| GBP/USD CALL 1.33 20200123 BANKAM | 0.01% |
| GENERAL DYNAMICS CORP 03.6000 11/15/2042 | 0.01% |
| GMAC CAPITAL TRUST I PCT 07.6948 | 0.01% |
| GOLDMAN SACHS GROUP INC 06.7500 10/01/2037 | 0.01% |
| GSMS 2011-GC5 AS P/P 144A 05.2090 08/10/2044 | 0.01% |
| HANESBRANDS INC P/P 144A 04.6250 05/15/2024 | 0.01% |
| HONEYWELL INTL 03.8120 11/21/2047 | 0.01% |
| HSBC HOLDINGS PLC SEDOL 0540528 | 0.01% |
| ICAHN ENTER/FIN 06.7500 02/01/2024 | 0.01% |
| INTERNATIONAL LEASE FIN CORP 05.8750 08/15/2022 | 0.01% |
| JAGUAR HL / PPDI P/P 144A 06.3750 08/01/2023 | 0.01% |
| JPMCC 2012-LC9 D P/P 144A 04.5825 12/15/2047 | 0.01% |
| JPMORGAN CHASE & CO 06.1000 02/01/2049 | 0.01% |
| KINDER MORGAN ENER PART 03.4500 02/15/2023 | 0.01% |
| MATTAMY GROUP CORP P/P 144A 06.8750 12/15/2023 | 0.01% |
| MBX.FN30.500.09 R USL1M P 01/12/40 BC | 0.01% |
| MERCER INTL INC USD 06.5000 02/01/2024 | 0.01% |
| MET LIFE GLOB FUND P/P 144A 03.0000 01/10/2023 | 0.01% |
| MGM RESORTS INTL 06.6250 12/15/2021 | 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% |
| MSRR 2015-R4 CB1 02.6465 08/26/2047 | 0.01% |
| NATIONAL GRID PLC SEDOL BDR05C0 | 0.01% |
| NEUBERGER BERMAN GRP P/P 144A 04.8750 04/15/2045 | 0.01% |
| PENN NATIONAL GAMING P/P 144A 05.6250 01/15/2027 | 0.01% |
| PENSKE AUTO GRP INC 05.7500 10/01/2022 | 0.01% |
| PETROBRAS GLOBAL FIN P/P 144A 05.0930 01/15/2030 | 0.01% |
| PETROLEOS MEXICANOS P/P 144A 06.8400 01/23/2030 | 0.01% |
| PETROLEOS MEXICANOS P/P 144A 07.6900 01/23/2050 | 0.01% |
| PPL CAPITAL FUNDING INC 04.2000 06/15/2022 | 0.01% |
| PRUDENTIAL FINANCIAL INC 05.6250 06/15/2043 | 0.01% |
| QORVO INC 05.5000 07/15/2026 | 0.01% |
| SABINE PASS LIQUEFAC 05.7500 05/15/2024 | 0.01% |
| SES SEDOL B00ZQQ2 | 0.01% |
| SS&C TECH INC P/P 144A 05.5000 09/30/2027 | 0.01% |
| TALLGRASS NRG PRTNR P/P 144A 05.5000 01/15/2028 | 0.01% |
| TREASURY BILL 00.0000 04/16/2020 | 0.01% |
| WESTPAC BANKING CORP USD 04.4210 07/24/2039 | 0.01% |
| WFRBS 2012-C9 XA IO P/P 144A 02.0581 11/15/2045 | 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% |
| ZIGGO BV P/P 144A 05.5000 01/15/2027 | 0.01% |
| ABC SUPPLY CO INC P/P 144A 05.7500 12/15/2023 | 0.00% |
| ALLEGHENY TECHNOLOGIES 05.9500 01/15/2021 | 0.00% |
| ALLIANT HOLDINGS P/P 144A 06.7500 10/15/2027 | 0.00% |
| ASCEND LEARNING LLC P/P 144A 06.8750 08/01/2025 | 0.00% |
| AT&T INC 04.3000 02/15/2030 | 0.00% |
| AZRIELI GROUP LTD SEDOL B5MN1W0 | 0.00% |
| BUILDERS FIRSTSOURCE P/P 144A 05.6250 09/01/2024 | 0.00% |
| CALPINE CORP P/P 144A 05.2500 06/01/2026 | 0.00% |
| CAS 2015-C01 1M2 06.0080 02/25/2025 | 0.00% |
| CHS/COMMUNITY HEALT P/P 144A 08.1250 06/30/2024 | 0.00% |
| CIGNA CORP SEDOL BHJ0775 | 0.00% |
| CLEAR CHANNEL WORLD P/P 144A 09.2500 02/15/2024 | 0.00% |
| COMMSCOPE INC P/P 144A 08.2500 03/01/2027 | 0.00% |
| CON EDISON CO OF NY INC 04.2000 03/15/2042 | 0.00% |
| CONCHO RESOURCES INC 03.7500 10/01/2027 | 0.00% |
| CROWN AMER/CAP 04.7500 02/01/2026 | 0.00% |
| CSC HOLDINGS LLC 06.7500 11/15/2021 | 0.00% |
| CVS PASS-THROUGH P/P 144A 04.7040 01/10/2036 | 0.00% |
| CWALT 2005-27 1A1 02.5571 08/25/2035 | 0.00% |
| DRESDNER FDG TRST I P/P 144A 08.1510 06/30/2031 | 0.00% |
| EQUINOR ASA USD 05.1000 08/17/2040 | 0.00% |
| FORD MOTOR CO SEDOL 2615468 | 0.00% |
| FOX CORP - CLASS B SEDOL BJJMGY5 | 0.00% |
| FRONTIER COMM P/P 144A 08.5000 04/01/2026 | 0.00% |
| GARTNER INC P/P 144A 05.1250 04/01/2025 | 0.00% |
| GENERAL MOTORS FINL CO 04.3000 07/13/2025 | 0.00% |
| GLP CAPITAL LP / FIN II 05.3750 04/15/2026 | 0.00% |
| GNMA GII30 BL6161 06.0000 12/20/2048 | 0.00% |
| HSBC USA INC 03.5000 06/23/2024 | 0.00% |
| ICAHN ENTER P/P 144A 04.7500 09/15/2024 | 0.00% |
| ICAHN ENTERPRISES/FI 06.2500 02/01/2022 | 0.00% |
| IHEARTCOMMUNICATIONS INC 06.3750 05/01/2026 | 0.00% |
| INDIGO NATURAL P/P 144A 06.8750 02/15/2026 | 0.00% |
| JELD-WEN INC P/P 144A 04.6250 12/15/2025 | 0.00% |
| JELD-WEN INC P/P 144A 04.8750 12/15/2027 | 0.00% |
| 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% |
| MEG ENERGY CORP P/P 144A 06.5000 01/15/2025 | 0.00% |
| MERCK & CO INC 02.9000 03/07/2024 | 0.00% |
| MOLINA HEALTHCARE IN 05.3750 11/15/2022 | 0.00% |
| NETFLIX INC P/P 144A 05.3750 11/15/2029 | 0.00% |
| NEWS CORP - CLASS A SEDOL BBGVT40 | 0.00% |
| NN GROUP NV SEDOL BNG8PQ9 | 0.00% |
| PACKAGING CORP OF AMERIC 04.5000 11/01/2023 | 0.00% |
| PENSKE AUTOMOTIVE GROUP 05.3750 12/01/2024 | 0.00% |
| PENSKE AUTOMOTIVE GROUP 05.5000 05/15/2026 | 0.00% |
| RESIDEO FUNDING INC P/P 144A 06.1250 11/01/2026 | 0.00% |
| ROBERTSHAW TL 2L L+800 09.7500 02/28/2026 | 0.00% |
| ROBERTSHAW US HOLDING L+325 05.0000 02/28/2025 | 0.00% |
| ROSE ROCK MIDSTREAM/ 05.6250 07/15/2022 | 0.00% |
| SESI LLC 07.1250 12/15/2021 | 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% |
| STACR 2019-DNA1 M2 04.3580 01/25/2049 | 0.00% |
| TENET HEALTHCARE 04.6250 07/15/2024 | 0.00% |
| TRANSDIGM INC. 06.5000 07/15/2024 | 0.00% |
| TRANSOCEAN PONTUS LT P/P 144A 06.1250 08/01/2025 | 0.00% |
| TRANSOCEAN POSEIDON P/P 144A 06.8750 02/01/2027 | 0.00% |
| UNITEDHEALTH GROUP INC 02.8750 03/15/2022 | 0.00% |
| VERTIV GROUP CORP P/P 144A 09.2500 10/15/2024 | 0.00% |
| VERTIV INT HOLD CORP P/P 144A 12.0000 02/15/2022 | 0.00% |
| VISTRA ENERGY CORP P/P 144A 08.1250 01/30/2026 | 0.00% |
| VISTRA OPERATION P/P 144A 05.0000 07/31/2027 | 0.00% |
| VISTRA OPERATIONS CO P/P 144A 05.6250 02/15/2027 | 0.00% |
| VMWARE INC 03.9000 08/21/2027 | 0.00% |
| WELLCARE HEALTH PLANS 05.2500 04/01/2025 | 0.00% |
| WFRBS 2012-C10 XA IO P/P 144A 01.6936 12/15/2045 | 0.00% |
| 1.525 R ISWP FWD US0003M P 12/18/2029 | 0.00% |
| ABC SUPPLY CO INC P/P 144A 04.0000 01/15/2028 | 0.00% |
| AES CORP/THE 04.5000 03/15/2023 | 0.00% |
| ALLERGAN FUNDING SCS USD 03.4500 03/15/2022 | 0.00% |
| ALLY FINANCIAL INC 08.0000 03/15/2020 | 0.00% |
| AMC ENTERTAINMENT HLDGS 05.7500 06/15/2025 | 0.00% |
| ATHENE HOLDING LTD-CLASS A SEDOL BZ13MZ1 | 0.00% |
| AUD/USD 01/15/2020 UBS | 0.00% |
| AUTOMATION TOOLING S P/P 144A 06.5000 06/15/2023 | 0.00% |
| BANK OF MONTREAL USD 03.8030 12/15/2032 | 0.00% |
| BAUSCH HLTH COS INC P/P 144A 07.0000 01/15/2028 | 0.00% |
| BERKSHIRE HATHAWAY FIN 04.3000 05/15/2043 | 0.00% |
| BERRY GLOBAL INC P/P 144A 05.6250 07/15/2027 | 0.00% |
| BMW US CAPITAL LLC P/P 144A 03.4000 08/13/2021 | 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% |
| BROOKFIELD RESID P/P 144A 06.2500 09/15/2027 | 0.00% |
| BSCMS 2006-PW11 B P/P 144A 05.8095 03/11/2039 | 0.00% |
| CAS 2015-C02 1M2 05.7080 05/25/2025 | 0.00% |
| CAS 2019-HRP1 M2 03.8580 11/25/2039 | 0.00% |
| CAS 2019-R02 1M2 04.0080 08/25/2031 | 0.00% |
| CBS OUT AMER CAP LLC 05.8750 03/15/2025 | 0.00% |
| CELANESE US HOLDINGS LLC 04.6250 11/15/2022 | 0.00% |
| CENTENE ESCROW I CO P/P 144A 05.3750 06/01/2026 | 0.00% |
| CHARTER COMM OPT LLC 05.3750 05/01/2047 | 0.00% |
| CHEMOURS CO 06.6250 05/15/2023 | 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% |
| COMCAST CORP 02.3500 01/15/2027 | 0.00% |
| COMMSCOPE INC P/P 144A 06.0000 03/01/2026 | 0.00% |
| CREDIT ACCEPTANC P/P 144A 06.6250 03/15/2026 | 0.00% |
| CWALT 2006-24CB A13 02.0580 08/25/2036 | 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% |
| FREEPORT-MCMORAN INC 05.4500 03/15/2043 | 0.00% |
| GATES GLOBAL TLB L+275 04.4516 03/31/2024 | 0.00% |
| GBP/USD 12/18/2019 SSBT | 0.00% |
| GENERAL DYNAMICS CORP 02.2500 11/15/2022 | 0.00% |
| GETLINK SE SEDOL B292JQ9 | 0.00% |
| GNMA GII30 AY2298 04.7000 05/20/2067 | 0.00% |
| GNMA GII30 AY4779 04.5090 03/20/2067 | 0.00% |
| GNMA GII30 BA7681 04.6260 06/20/2067 | 0.00% |
| GNMA GII30 BB0107 04.7000 08/20/2067 | 0.00% |
| GNMA GII30 BL6016 06.0000 02/20/2049 | 0.00% |
| GNMA GII30 BL6185 06.0000 01/20/2049 | 0.00% |
| GNMA GII30 BL6216 06.0000 03/20/2049 | 0.00% |
| GNMA GII30 BL6235 06.0000 04/20/2049 | 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% |
| IHS MARKIT LTD USD 04.7500 08/01/2028 | 0.00% |
| IRON MOUNTAIN INC P/P 144A 05.2500 03/15/2028 | 0.00% |
| ISTAR INC. 05.2500 09/15/2022 | 0.00% |
| JOSEPH T RYERSON & S P/P 144A 11.0000 05/15/2022 | 0.00% |
| LABORATORY CRP OF AMER HLDGS SEDOL 2586122 | 0.00% |
| LEVEL 3 FIN INC P/P 144A 04.6250 09/15/2027 | 0.00% |
| MAUSER PACKAGING SOL P/P 144A 05.5000 04/15/2024 | 0.00% |
| MEG ENERGY CORP P/P 144A 06.3750 01/30/2023 | 0.00% |
| MERCER INTL INC USD 05.5000 01/15/2026 | 0.00% |
| MSAC 2004-HE6 M1 02.5330 08/25/2034 | 0.00% |
| NEIMAN MARCUS TL L+600 07.7710 10/25/2023 | 0.00% |
| NETFLIX INC. 06.3750 05/15/2029 | 0.00% |
| NRG ENERGY INC 05.7500 01/15/2028 | 0.00% |
| OASIS PETROLEUM INC 06.8750 03/15/2022 | 0.00% |
| ONO PHARMACEUTICAL CO LTD SEDOL 6660107 | 0.00% |
| PANTHER BF AGGREGA P/P 144A 06.2500 05/15/2026 | 0.00% |
| PENSKE TRUCK LE P/P 144A 03.4000 11/15/2026 | 0.00% |
| POMEGRANATE MERGER S P/P 144A 09.7500 05/01/2023 | 0.00% |
| QVC INC 04.4500 02/15/2025 | 0.00% |
| REVLON CONS TLB L+350 05.4091 09/07/2023 | 0.00% |
| SCIENTIFIC GAMES P/P 144A 07.0000 05/15/2028 | 0.00% |
| SHELL INTERNATIONAL FIN USD 02.1250 05/11/2020 | 0.00% |
| SIRIUS XM RADIO INC. P/P 144A 05.5000 07/01/2029 | 0.00% |
| SM ENERGY CO 06.1250 11/15/2022 | 0.00% |
| SPECTRUM BRANDS INC P/P 144A 05.0000 10/01/2029 | 0.00% |
| SPRINGLEAF FINANCE CORP 07.1250 03/15/2026 | 0.00% |
| SPRINT SPECTRUM P/P 144A 03.3600 09/20/2021 | 0.00% |
| STACR 2015-HQ2 M2 03.6580 05/25/2025 | 0.00% |
| T-MOBILE USA INC 04.5000 02/01/2026 | 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% |
| TRAVELPORT TLB L+500 07.5413 05/30/2026 | 0.00% |
| TREASURY BILL 00.0000 02/20/2020 | 0.00% |
| WFCM 2016-LC25 XA IO 01.1417 12/15/2059 | 0.00% |
| YUM! BRANDS INC P/P 144A 04.7500 01/15/2030 | 0.00% |
| 1.45 R ISWP FWD US0003M P 12/18/2024 | 0.00% |
| AIR MEDICAL MERGER S P/P 144A 06.3750 05/15/2023 | 0.00% |
| AKZO NOBEL N.V. SEDOL BJ2KSG2 | 0.00% |
| AMC ENTERTAINMENT HLDGS 06.1250 05/15/2027 | 0.00% |
| ANHEUSER-BUSCH INBEV WOR 02.5000 07/15/2022 | 0.00% |
| AUD/USD 01/15/2020 RBSF | 0.00% |
| AUD/USD 01/15/2020 SSBT | 0.00% |
| BANK OF AMERICA CORP 06.5000 10/29/2049 | 0.00% |
| BAUSCH HLTH COS INC P/P 144A 06.5000 03/15/2022 | 0.00% |
| 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% |
| BERKSHIRE HATHAWAY FIN 04.2500 01/15/2021 | 0.00% |
| BERRY GLOBAL INC 05.5000 05/15/2022 | 0.00% |
| BOYD GAMING CORP 06.3750 04/01/2026 | 0.00% |
| CANADIAN UTILITIES LTD-A SEDOL 2172639 | 0.00% |
| CAS 2015-C02 2M2 05.7080 05/25/2025 | 0.00% |
| CIT GROUP INC 05.0000 08/01/2023 | 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% |
| COMCAST CORP 03.9990 11/01/2049 | 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 INTL TL L+375 05.9333 05/05/2024 | 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% |
| ELDORADO RESORTS INC 07.0000 08/01/2023 | 0.00% |
| ENERGIZER HLDG INC P/P 144A 06.3750 07/15/2026 | 0.00% |
| EQUINIX INC 05.8750 01/15/2026 | 0.00% |
| FHR 3072 SM 04.2533 11/15/2035 | 0.00% |
| GENON 939CER907 | 0.00% |
| GNMA GII30 BL6184 06.0000 02/20/2049 | 0.00% |
| GNMA GII30 BL6217 06.0000 03/20/2049 | 0.00% |
| GNMA GII30 BL6218 06.0000 02/20/2049 | 0.00% |
| GNMA GII30 BL6219 06.0000 03/20/2049 | 0.00% |
| GNMA GII30 BM1953 06.0000 03/20/2049 | 0.00% |
| GNR 2010-9 UI IO 05.0000 01/20/2040 | 0.00% |
| GNR 2012-141 WI IO 03.5000 11/20/2041 | 0.00% |
| GNR 2015-124 NI IO 03.5000 06/20/2039 | 0.00% |
| H LUNDBECK A/S SEDOL 7085259 | 0.00% |
| INCEPTION MRGR/RACK P/P 144A 08.6250 11/15/2024 | 0.00% |
| INTERCONTINENTAL EXCHANGE IN SEDOL BFSSDS9 | 0.00% |
| IOS.FN30.400.10 R USL1M P 01/12/41 BC | 0.00% |
| JO-ANN STORES 2NDL L+925 10.9580 05/21/2024 | 0.00% |
| JO-ANN STORES TL L+500 06.9340 10/16/2023 | 0.00% |
| JPMBB 2013-C17 XA IO 00.9264 01/15/2047 | 0.00% |
| KYUSHU RAILWAY COMPANY SEDOL BD2BST6 | 0.00% |
| LENNAR CORP 05.8750 11/15/2024 | 0.00% |
| MASONITE INTL C P/P 144A 05.3750 02/01/2028 | 0.00% |
| MATTAMY GROUP CORP P/P 144A 06.5000 10/01/2025 | 0.00% |
| MBX.FN30.450.09 R USL1M P 01/12/40 BC | 0.00% |
| MGM GROWTH/MGM FINANCE 04.5000 01/15/2028 | 0.00% |
| MICROSOFT CORP 05.3000 02/08/2041 | 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% |
| NUTRIEN LTD USD 05.2500 01/15/2045 | 0.00% |
| PARTY CITY HLDG INC P/P 144A 06.1250 08/15/2023 | 0.00% |
| PETROBRAS GLOBAL FIN USD 05.9990 01/27/2028 | 0.00% |
| PUBLIC SERVICE ELECTRIC 05.5000 03/01/2040 | 0.00% |
| RAYTHEON COMPANY 04.8750 10/15/2040 | 0.00% |
| REGENCY ENERGY P 04.5000 11/01/2023 | 0.00% |
| REPSOL SA SEDOL 5669354 | 0.00% |
| REPUBLIC OF VENEZUELA REGS 08.2500 10/13/2024 | 0.00% |
| SM ENERGY CO 05.0000 01/15/2024 | 0.00% |
| SPECTRUM BRANDS INC 06.1250 12/15/2024 | 0.00% |
| SPRINT COMMUNICATIONS INC. 07.0000 08/15/2020 | 0.00% |
| STEEL DYNAMICS INC 05.0000 12/15/2026 | 0.00% |
| SUBARU CORP SEDOL 6356406 | 0.00% |
| T-MOBILE USA INC 06.3750 03/01/2025 | 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% |
| TECK RESOURCES LIMITED USD 03.7500 02/01/2023 | 0.00% |
| TRANSOCEAN INC 07.5000 04/15/2031 | 0.00% |
| TREASURY BILL 00.0000 04/23/2020 | 0.00% |
| TRONOX FINANCE PLC P/P 144A 05.7500 10/01/2025 | 0.00% |
| TWDC ENTERPRISES 18 CORP 02.7500 08/16/2021 | 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% |
| ABC SUPPLY CO INC P/P 144A 05.8750 05/15/2026 | 0.00% |
| AKER BP ASA P/P 144A 05.8750 03/31/2025 | 0.00% |
| ALLY FINANCIAL INC 03.8750 05/21/2024 | 0.00% |
| APACHE CORPORATION 03.2500 04/15/2022 | 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 JPMCB | 0.00% |
| BERRY GLOBAL INC P/P 144A 04.5000 02/15/2026 | 0.00% |
| CALIFORNIA RESOURC TL L+475 06.4516 12/31/2022 | 0.00% |
| CBS CORP 04.0000 01/15/2026 | 0.00% |
| CBS OUT AMER CAP LLC 05.6250 02/15/2024 | 0.00% |
| CHEMOURS CO 05.3750 05/15/2027 | 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% |
| COMCAST CORP 06.5000 11/15/2035 | 0.00% |
| DELTA AIR LINES 2009 1A 07.7500 12/17/2019 | 0.00% |
| EAGLE HLDG CO II LLC P/P 144A 07.7500 05/15/2022 | 0.00% |
| ELDORADO RESORTS INC 06.0000 09/15/2026 | 0.00% |
| EOG RESOURCES INC 04.1500 01/15/2026 | 0.00% |
| FEDEX CORP 02.6250 08/01/2022 | 0.00% |
| FHR 3065 DC 14.5639 03/15/2035 | 0.00% |
| FIDELITY NATIONAL INFORM 03.0000 08/15/2026 | 0.00% |
| FNMA FN30 971053 04.5000 02/01/2039 | 0.00% |
| FNR 2007-53 SP 17.9373 06/25/2037 | 0.00% |
| FRAC TECH INTL TLB L+475 06.4516 04/16/2021 | 0.00% |
| GENERAL MOTORS FINL CO 04.0000 01/15/2025 | 0.00% |
| GLENCORE PLC SEDOL B4T3BW6 | 0.00% |
| HCA INC. 07.5000 02/15/2022 | 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% |
| IOS.FN30.400.09 R USL1M P 01/12/40 GS | 0.00% |
| LAMB WESTON HOLDINGS P/P 144A 04.6250 11/01/2024 | 0.00% |
| LIVE NATION ENT P/P 144A 04.7500 10/15/2027 | 0.00% |
| MATTEL INC P/P 144A 05.8750 12/15/2027 | 0.00% |
| MEG ENERGY CORP P/P 144A 07.0000 03/31/2024 | 0.00% |
| MERCER INTL INC USD 07.3750 01/15/2025 | 0.00% |
| MERCK & CO INC 01.8500 02/10/2020 | 0.00% |
| MOLINA HEALTHCARE IN P/P 144A 04.8750 06/15/2025 | 0.00% |
| MXN/USD 01/15/2020 BANKAM | 0.00% |
| NATIONSTAR MTG P/P 144A 09.1250 07/15/2026 | 0.00% |
| NETFLIX INC. P/P 144A 04.8750 06/15/2030 | 0.00% |
| NEW GOLD INC P/P 144A 06.2500 11/15/2022 | 0.00% |
| 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% |
| ONCOR ELECTRIC DELIVERY 05.3000 06/01/2042 | 0.00% |
| OUTFRONT MEDIA C P/P 144A 04.6250 03/15/2030 | 0.00% |
| PETROBRAS GLOBAL FIN USD 05.2990 01/27/2025 | 0.00% |
| PRESTIGE BRANDS INC P/P 144A 05.1250 01/15/2028 | 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% |
| REALOGY GRP / CO P/P 144A 09.3750 04/01/2027 | 0.00% |
| REPUBLIC OF VENEZUELA REGS 09.0000 05/07/2023 | 0.00% |
| STACR 2018-HQA2 M2 04.0080 10/25/2048 | 0.00% |
| STACR 2019-HQA1 M2 04.0580 02/25/2049 | 0.00% |
| T-MOBILE USA INC 06.0000 03/01/2023 | 0.00% |
| TARGA RES PRTNRS P/P 144A 05.5000 03/01/2030 | 0.00% |
| THE AES CORPORATION 04.8750 05/15/2023 | 0.00% |
| THE SHERWIN-WILLIAMS COMPANY 02.7500 06/01/2022 | 0.00% |
| TOWNSQUARE MEDIA INC P/P 144A 06.5000 04/01/2023 | 0.00% |
| VALARIS PLC USD 07.7500 02/01/2026 | 0.00% |
| 1.4925 R ISWP US0003M P 10/04/2029 | 0.00% |
| 1.519 R ISWP US0003M P 10/02/2024 | 0.00% |
| 1.58 R ISWP FWD US0003M P 12/18/2021 | 0.00% |
| AIR LEASE CORP 02.5000 03/01/2021 | 0.00% |
| ALLEGHENY TECHNOLOGIES 05.8750 12/01/2027 | 0.00% |
| BP CAP MARKETS AMERICA 03.9370 09/21/2028 | 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% |
| 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.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.9 2058-09-17 500.0 09/17/2058 CG | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CS | 0.00% |
| CNH/USD 02/19/2020 HSBCB | 0.00% |
| COLORADO INTERSTATE GAS CO 06.8500 06/15/2037 | 0.00% |
| CONTINENTAL RESOURCES 05.0000 09/15/2022 | 0.00% |
| CROWN CASTLE INTL CORP 04.4500 02/15/2026 | 0.00% |
| ENERGIZER HLDG INC P/P 144A 07.7500 01/15/2027 | 0.00% |
| EQUINIX INC 03.2000 11/18/2029 | 0.00% |
| FHR 2990 LB 12.4335 06/15/2034 | 0.00% |
| FHR 3249 PS 16.4492 12/15/2036 | 0.00% |
| FNR 2005-75 GS 15.1260 08/25/2035 | 0.00% |
| FNR 2006-62 PS 29.6520 07/25/2036 | 0.00% |
| FNR 2006-8 HP 18.3040 03/25/2036 | 0.00% |
| GNMA GII30 BJ9611 04.5000 05/20/2049 | 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% |
| GNMA GII30 BN2618 04.5000 05/20/2049 | 0.00% |
| GNR 2010-9 QI IO 04.5000 01/20/2040 | 0.00% |
| IHEARTMEDIA INC - CLASS A SEDOL BJVR9Y9 | 0.00% |
| IHEARTMEDIA TL L+400 05.6911 05/01/2026 | 0.00% |
| IOS.FN30.350.14 R USL1M P 01/12/45 CS | 0.00% |
| LBUBS 2006-C6 XCL IO P/P 144A 00.7770 09/15/2039 | 0.00% |
| MALLINCKRODT FIN/SB P/P 144A 05.5000 04/15/2025 | 0.00% |
| MSC 2007-HQ11 C 05.5580 02/12/2044 | 0.00% |
| NABORS INDUSTRIES INC. 05.5000 01/15/2023 | 0.00% |
| NZD/USD 01/15/2020 UBS | 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% |
| ROYAL BANK OF CANADA USD 02.8000 04/29/2022 | 0.00% |
| S&P GLOBAL INC 02.5000 12/01/2029 | 0.00% |
| SASC 2006-AM1 A4 01.8680 04/25/2036 | 0.00% |
| STACR 2019-DNA2 M2 04.1580 03/25/2049 | 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% |
| STEEL DYNAMICS INC 05.2500 04/15/2023 | 0.00% |
| T-MOBILE USA INC 05.3750 04/15/2027 | 0.00% |
| TOLEDO EDISON COMPANY 07.2500 05/01/2020 | 0.00% |
| TRANSDIGM INC 06.5000 05/15/2025 | 0.00% |
| 1.512 R ISWP US0003M P 10/04/2021 | 0.00% |
| ADVANZ PHARMA CORP SEDOL BH4P601 | 0.00% |
| ANHEUSER-BUSCH INBEV WOR 04.1500 01/23/2025 | 0.00% |
| AUD/USD 01/15/2020 GSFX | 0.00% |
| AVAYA HOLDINGS CORP SEDOL BD9G9B3 | 0.00% |
| BACM 2005-1 XW IO P/P 144A 00.0000 11/10/2042 | 0.00% |
| BACM 2007-1 XW IO 00.4018 01/15/2049 | 0.00% |
| BACM 2007-5 XW IO P/P 144A 00.0000 02/10/2051 | 0.00% |
| BANK OF NOVA SCOTIA USD 02.0000 11/15/2022 | 0.00% |
| BERKSHIRE HATHAWAY ENERG 06.1250 04/01/2036 | 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 00.4989 12/11/2038 | 0.00% |
| BSCMS 2006-PW11 C P/P 144A 05.8095 03/11/2039 | 0.00% |
| CAD/USD 01/15/2020 BANKAM | 0.00% |
| CAD/USD 01/15/2020 BCAP-FX | 0.00% |
| CAD/USD 01/15/2020 TDBK | 0.00% |
| CD 2007-CD4 XW IO P/P 144A 01.0376 12/11/2049 | 0.00% |
| CGCMT 2006-C5 XC IO P/P 144A 00.7220 10/15/2049 | 0.00% |
| CHINA INTERNATIONAL TRAVEL-A SEDOL BP3R466 | 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 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 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 MS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 MS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 MS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 MS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 MS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 MS | 0.00% |
| CMB CMBX.NA.A.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 CS | 0.00% |
| CMB CMBX.NA.A.7 2047-01-17 200.0 01/17/2047 JP | 0.00% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CG | 0.00% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CG | 0.00% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CS | 0.00% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CS | 0.00% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CS | 0.00% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 JP | 0.00% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 ML | 0.00% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 ML | 0.00% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 MS | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 JP | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 JP | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 JP | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 MS | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 MS | 0.00% |
| CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 JP | 0.00% |
| CMB CMBX.NA.BB.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 CG | 0.00% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 JP | 0.00% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 JP | 0.00% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 JP | 0.00% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 JP | 0.00% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 MS | 0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CG | 0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CG | 0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CG | 0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CS | 0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CS | 0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CS | 0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS | 0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS | 0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 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 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 ML | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 BA | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 BA | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 BA | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 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 GS | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP | 0.00% |
| CMB CMBX.NA.BBB-.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 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 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 02.2093 05/15/2038 | 0.00% |
| CSMC 2007-C1 AX IO P/P 144A 00.6533 02/15/2040 | 0.00% |
| CSMC 2007-C2 AX IO P/P 144A 00.0444 01/15/2049 | 0.00% |
| CVS PASS-THROUGH TRUST 06.0360 12/10/2028 | 0.00% |
| DISH NETWORK CORP-RTS SEDOL BL0L9Q8 | 0.00% |
| DKK/USD 12/18/2019 CITI | 0.00% |
| EL PASO NATURAL GAS 08.3750 06/15/2032 | 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/USD 12/18/2019 RBSF | 0.00% |
| FHR 1208 F PO 00.0000 02/15/2022 | 0.00% |
| FHR 3326 WF 00.0000 10/15/2035 | 0.00% |
| FNMA FN30 935058 04.5000 04/01/2039 | 0.00% |
| FNR 2001-50 BI IO 00.3743 10/25/2041 | 0.00% |
| FNR 2001-79 BI IO 00.2780 03/25/2045 | 0.00% |
| FNR 2003-34 P1 PO 00.0000 04/25/2043 | 0.00% |
| FNW 2002-W8 IO1 IO 00.2997 06/25/2042 | 0.00% |
| GBP/USD 12/18/2019 GSFX | 0.00% |
| GBP/USD 12/18/2019 HSBCB | 0.00% |
| GECMC 2007-C1 XC IO P/P 144A 00.2697 12/10/2049 | 0.00% |
| GLOBAL FASHION GRP P/P | 0.00% |
| GNR 2018-127 IB IO 04.5000 06/20/2045 | 0.00% |
| HC BRILLANT SERVICES GMBH P/P | 0.00% |
| HKD/USD 02/19/2020 BCAP-FX | 0.00% |
| INTELSAT JACKSON HLD P/P 144A 08.0000 02/15/2024 | 0.00% |
| IOS.FN30.350.12 R USL1M P 01/12/43 BC | 0.00% |
| IOS.FN30.400.11 R USL1M P 01/12/42 BC | 0.00% |
| IOS.FN30.400.11 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% |
| 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 00.5061 09/12/2037 | 0.00% |
| JPMCC 2006-CB17 X IO 00.8568 12/12/2043 | 0.00% |
| JPMCC 2006-LDP8 X IO 00.2998 05/15/2045 | 0.00% |
| JPMCC 2007-LDPX X IO 00.3226 01/15/2049 | 0.00% |
| JPY/USD 02/19/2020 GSFX | 0.00% |
| KRW/USD 02/19/2020 JPMCB | 0.00% |
| LBUBS 2005-C5 XCL IO P/P 144A 0.09 3 09/15/2040 | 0.00% |
| LBUBS 2005-C7 XCL IO P/P 144A 00.5070 11/15/2040 | 0.00% |
| LBUBS 2007-C2 XW IO 00.3551 02/15/2040 | 0.00% |
| MBX.FN30.650.67 P USL1M R 01/12/38 GS | 0.00% |
| MEZZ 2005-C3 X IO P/P 144A 07.1366 05/15/2044 | 0.00% |
| MEZZ 2006-C4 X IO P/P 144A 06.5268 07/15/2045 | 0.00% |
| MLMT 2005-MCP1 XC IO P/P 144A 00.0012 06/12/2043 | 0.00% |
| MWO HOLDINGS LLC | 0.00% |
| NEW BIGFOOT OTHER ASSETS GMBH P/P | 0.00% |
| NEW MIDDLE EAST OTHER ASSETS GMBH P/P | 0.00% |
| NINE POINT ENERGY CNV PRF | 0.00% |
| NINE POINT ENERGY COM | 0.00% |
| NOK/USD 03/18/2020 GSFX | 0.00% |
| NOK/USD 03/18/2020 SSBT | 0.00% |
| NOK/USD 12/18/2019 CITI | 0.00% |
| NOK/USD 12/18/2019 JPMCB | 0.00% |
| NOK/USD 12/18/2019 RBSF | 0.00% |
| NZD/USD 01/15/2020 HSBCB | 0.00% |
| SEK/USD 03/18/2020 GSFX | 0.00% |
| SEK/USD 03/18/2020 HSBCB | 0.00% |
| SEK/USD 03/18/2020 SSBT | 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% |
| WBCMT 2006-C29 IO IO 00.4760 11/15/2048 | 0.00% |
| WBCMT 2007-C34 IO IO 00.0964 05/15/2046 | 0.00% |
| 1.396 R ISWP US0003M P 10/04/2024 | -0.00% |
| AUD/USD 01/15/2020 HSBCB | -0.00% |
| CAD/USD 01/15/2020 CITI | -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% |
| EUR/USD 12/18/2019 BANKAM | -0.00% |
| EUR/USD 12/18/2019 BCAP-FX | -0.00% |
| IOS.FN30.400.11 P USL1M R 01/12/42 JP | -0.00% |
| IOS.FN30.500.10 P USL1M R 01/12/41 BC | -0.00% |
| JPY/USD 02/19/2020 CITI | -0.00% |
| JPY/USD 02/19/2020 SSBT | -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% |
| SEK/USD 12/18/2019 BANKAM | -0.00% |
| SEK/USD 12/18/2019 HSBCB | -0.00% |
| SEK/USD 12/18/2019 JPMCB | -0.00% |
| SEK/USD 12/18/2019 RBSF | -0.00% |
| SGD/USD 02/19/2020 JPMCB | -0.00% |
| 1.675 R ISWP US0003M P 10/04/2049 | -0.00% |
| BRL/USD 02/04/2020 BANKAM | -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% |
| NZD/USD 01/15/2020 BCAP-FX | -0.00% |
| SEK/USD 12/18/2019 GSFX | -0.00% |
| SEK/USD 12/18/2019 SSBT | -0.00% |
| CHF/USD 12/18/2019 JPMCB | -0.00% |
| GBP/USD CALL 1.36 20200123 BANKAM | -0.00% |
| IOS.FN30.400.10 P USL1M R 01/12/41 JP | -0.00% |
| 1.65 R ISWP FWD US0003M P 12/18/2049 | -0.00% |
| CAD/USD 01/15/2020 SSBT | -0.00% |
| NZD/USD 01/15/2020 GSFX | -0.00% |
| NZD/USD 01/15/2020 JPMCB | -0.00% |
| NOK/USD 12/18/2019 GSFX | -0.01% |
| MBX.FN30.650.67 P USL1M R 01/12/38 BC | -0.01% |
| MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.01% |
| FNMA FN30 TBA UMBS 03.5000 12/01/2049 | -0.11% |
| CDX CDX.NA.HY.33 500.0 12/20/2024 | -0.11% |
| FNMA FN30 TBA UMBS 03.0000 12/01/2049 | -0.28% |
| RU10INTR P US0003M R 11/25/20 CI | -2.59% |
| GSGLPWDS P US0001M R 12/15/20 GS | -5.57% |
Portfolio composition as of 02/29/20
| U.S. large-cap equity | 47.68% |
|---|---|
| U.S. Investment-grade bonds | 16.87% |
| International equity | 13.45% |
| U.S. small- and mid-cap equity | 11.49% |
| Emerging-markets equity | 5.54% |
| U.S. money markets | 2.55% |
| U.S. High-yield bonds | 2.42% |
Fixed income statistics as of 02/29/20
| Average effective maturity | 6.18 yrs. |
|---|---|
| Average effective duration | 1.10 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 | 1.07% | 1.82% | 1.82% | 1.32% | 0.80% | 0.70% | 0.82% |
| What you pay | 1.07% | 1.82% | 1.82% | 1.32% | 0.80% | 0.70% | 0.82% |
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 Russell 3000 Index is an unmanaged index of the 3,000 largest U.S. companies. The Putnam Growth Blended Benchmark is a benchmark administered by Putnam Management, comprising 60% the Russell 3000 Index, 15% the MSCI EAFE Index (ND), 15% the Bloomberg Barclays U.S. Aggregate Bond Index, 5% the JPMorgan Developed High Yield Index, and 5% the MSCI Emerging Markets Index (GD). 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.