Active Allocation
Dynamic Asset Allocation Balanced Fund (Class Y) (PABYX)
A globally diversified fund pursuing a balance of growth and income
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Q2 2020 | Dynamic Asset Allocation Funds Q&A
- Equity and bond markets prove resilient even as COVID-19 takes a toll on economic growth.
- Risks on the horizon include growth, corporate earnings, and a second wave of the virus.
- We will continue to take a tactical approach and adjust the fund's investments as needed.
How were market conditions in the second quarter?
Global financial markets proved to be surprisingly resilient during the second quarter. The coronavirus pandemic and the collapse in oil prices had sent equity and fixed-income markets into a tailspin during the first few months of the year. Bouncing from their lows in March, the S&P 500 Index, a broad measure of stocks, rose 20.54% and the MSCI World Index (ND) gained 19.36% during the period. The market's resilience has also benefited bondholders. The rate-sensitive Bloomberg Barclays U.S. Aggregate Bond Index advanced 2.90% during the quarter.
Investors, however, are bracing for a global recession and a second wave of the coronavirus outbreak. A flight-to-safety trade has pushed the yields on U.S. Treasuries lower. The yield on the 10-year Treasury note ended the quarter at 0.66% compared with 0.70% on March 31. The Fed cut interest rates to near zero in mid-March, and unleashed a torrent of bond-buying programs to help stabilize the markets. These actions have increased liquidity in the bond markets and, in turn, stabilized spreads. The U.S. Congress has also pumped trillions of stimulus dollars into the economy. Central banks across Europe, Asia, and other regions also rolled out COVID-19 stimulus measures.
The three Dynamic Asset Allocation Funds gained during the quarter. The Conservative Fund, with its more fixed-income-centric investments, rose 7.83%. The more equity-centric Balanced Fund and Growth Fund advanced 13.41% and 17.24%, respectively. The funds performed largely in line with their custom benchmarks.
What strategies affected performance?
All of the Dynamic Asset Allocation funds finished with positive returns, reflecting equity market strength. During the quarter, we continued to actively adjust our allocation mix. On balance, the strategies were slightly underweight equity risk and interest-rate risk, and overweight credit risk. Overall, these asset allocation decisions detracted a bit. The funds were slightly underweight equity risk entering the period, having benefited significantly in the first quarter from defensive positioning. This underweight was a small detractor early in the second quarter as equity markets rebounded sharply from the lows in late March. Equity risk was moved back to neutral in mid-April. In fixed income, the funds were slightly underweight rate risk and overweight credit risk. Still, these positions did not have a significant impact on quarterly performance.
Our active implementation decisions added to benchmark-relative performance. Security selection within equities was positive. We saw strength across U.S. large-cap equity strategies with both quantitative and fundamental sleeves adding value. In the Growth Fund, emerging-market equity selection boosted performance. Opportunistic fixed income, specifically a strategy focused on structured mortgage credit, was also additive, and made back a large portion of first-quarter weakness.
What is the outlook for the remainder of 2020?
Markets rebounded in the second quarter as governments and central banks introduced very significant stimulus measures to reduce the damage caused by the economic shutdown. However, the biggest risk on the horizon is the impact of a coronavirus resurgence on economic growth, corporate earnings growth, and cash flows. Many investors are wary as numerous uncertainties and challenges remain. In equities, we believe that a second wave may not cause a meaningful pullback because investors are prepared. Typically, bad news must be unexpected in order to have a se-vere negative impact, and historically, equity markets have tended to shrug off second waves of pandemics.
In corporate credit, both investment-grade and high-yield bonds advanced and spreads tightened, mirroring the strength seen across equity markets. We believe credit markets will continue to improve as the Fed stands as a backstop to spread widening with the purchase of investment-grade corporates. Interest rates remained range bound. Fed Chair Jerome Powell signaled in June that the central bank plans to keep rates near zero for "as long as it takes to provide some relief and stability." Therefore, we expect short-term rates to remain near record lows this year.
Against this backdrop, we continue to have conviction in our investment strategies based on their strong long-term results. As for asset allocation, we will continue to take a tactical approach, adjusting the fund's exposure across vari-ous markets as conditions warrant. We will continue to monitor equity and fixed-income markets, and add securities when we see more attractive valuation levels.
Highlights
Objective
The fund seeks total return.
Strategy and process
- Global benchmark: The fund starts with a globally diversified benchmark with more efficient exposures relative to a typical 60/40 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 |
$15.49
-0.13% | $-0.02 |
$15.53
02/19/20 |
$11.99
03/23/20 |
Fund facts as of 07/31/20
Total net assets
$2,678.08M
$2,678.08M
Turnover (fiscal year end)
137%
137%
Dividend frequency (view rate)
Quarterly
Quarterly
Number of holdings
2043
2043
Fiscal year-end
September
September
CUSIP / Fund code
746444884 / 1841
746444884 / 1841
Inception date
07/05/94
07/05/94
Category
Asset Allocation
Asset Allocation
Open to new investors
Ticker
PABYX
PABYX
Management team
Chief Investment Officer, Global Asset Allocation
Co-Head of Global Asset Allocation
Co-Head of Global Asset Allocation
Portfolio Manager
Manager commentary | Q2 2020
Day traders not driving market prices
Jason Vaillancourt, Co-Head of Global Asset Allocation, CFA, explains day trading and its effect on stock valuations.
Literature
Fund documents |
| Prospectuses/SAI |
| Fact Sheet (A share) (PDF) |
| Fact Sheet (Y share) (PDF) |
| Annual Fund Report (PDF) |
| Semiannual Fund Report (PDF) |
| Brochure (PDF) |
| Quarterly commentary (PDF) |
| Equity Outlook (PDF) |
Performance
Consistency of positive performance over five years
Performance shown above 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 see below.
17.79%
Best 5-year annualized return
(for period ending 12/31/99)
-3.21%
Worst 5-year annualized return
(for period ending 03/31/09)
6.76%
Average 5-year annualized return
Total return (%) as of 06/30/20
Annual performance as of 06/30/20
Annualized Total return (%) as of 06/30/20
| Annualized performance | 1 yr. | 3 yrs. | 5 yrs. | 10 yrs. |
|---|---|---|---|---|
| Before sales charge | 3.15% | 5.26% | 5.47% | 8.84% |
| After sales charge | N/A | N/A | N/A | N/A |
| Russell 3000 Index | 6.53% | 10.04% | 10.03% | 13.72% |
| Putnam Balanced Blended Benchmark | 6.23% | 7.45% | 7.22% | 9.30% |
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, R6, and Y shares of Putnam Mortgage Opportunities Fund before their inception is derived from the historical performance of class I shares, which have been adjusted for the applicable sales charge (or CDSC) and the higher operating expenses for such shares. Returns at public offering price (after sales charge) for class N shares reflect the current maximum initial sales charge of 1.50%. Class R5/R6 shares, available to qualified employee-benefit plans only, are sold without an initial sales charge and have no CDSC. Class Y shares are generally only available for corporate and institutional clients and have no initial sales charge. Performance for class R5/R6 shares before their inception are derived from the historical performance of class Y shares, which have not been adjusted for the lower expenses; had they, returns would have been higher. Class A shares of Putnam money market funds have no initial sales charge. For a portion of the period, some funds had expenses limitations or had been sold on a limited basis with limited assets and expenses, without which returns would be lower.
Performance snapshot
| Before sales charge | After sales charge | ||
|---|---|---|---|
| 1 mt. as of 07/31/20 | 3.95% | - | |
| YTD as of 08/07/20 | 3.78% | - | |
Yield
| Distribution rate before sales charge as of 08/07/20 |
2.01% |
|---|---|
| Distribution rate after sales charge as of 08/07/20 |
2.01% |
| 30-day SEC yield as of 07/31/20 | 1.15% |
Risk-adjusted performance as of 06/30/20
| Sharpe ratio (3 yrs.) | 0.33 |
|---|
Volatility as of 06/30/20
| Standard deviation (3 yrs.) | 10.98% |
|---|
Lipper rankings as of 06/30/20
| Time period | Rank/Funds in category | Percentile ranking |
|---|---|---|
| 1 yr. | 269/588 | 46% |
| 3 yrs. | 169/532 | 32% |
| 5 yrs. | 129/481 | 27% |
| 10 yrs. | 34/361 | 10% |
Morningstar Ratings™ as of 06/30/20
| Time period | Funds in category | Morningstar Rating™ |
|---|---|---|
| Overall | 636 | |
| 3 yrs. | 636 | |
| 5 yrs. | 558 | |
| 10 yrs. | 412 |
Distributions
| Record/Ex dividend date | 06/18/20 |
|---|---|
| Payable date | 06/22/20 |
| Income | $0.078 |
| 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.
Holdings
| Gnma Gii30 Tba 03.5000 07/01/2050 | 3.44% |
|---|---|
| Apple Inc Sedol 2046251 | 2.81% |
| Amazon.Com Inc Sedol 2000019 | 2.53% |
| Microsoft Corp Sedol 2588173 | 2.53% |
| Fnma Fn30 Tba Umbs 04.0000 07/01/2050 | 1.91% |
| Fnma Fn30 Tba Umbs 02.5000 07/01/2050 | 1.72% |
| Fnma Fn15 Tba Umbs 03.0000 07/01/2035 | 1.49% |
| Fhlmc Fr30 Zs4750 Umbs 03.0000 01/01/2048 | 1.28% |
| Alphabet Inc-Cl A Sedol Byvy8g0 | 1.15% |
| Adobe Inc Sedol 2008154 | 0.95% |
| Top 10 holdings, percent of portfolio | 19.81% |
| Top 10 holdings as of 06/30/20 | |
|---|---|
| Gnma Gii30 Tba 03.5000 07/01/2050 | |
| Apple Inc Sedol 2046251 | |
| Amazon.Com Inc Sedol 2000019 | |
| Microsoft Corp Sedol 2588173 | |
| Fnma Fn30 Tba Umbs 04.0000 07/01/2050 | |
| Fnma Fn30 Tba Umbs 02.5000 07/01/2050 | |
| Fnma Fn15 Tba Umbs 03.0000 07/01/2035 | |
| Fhlmc Fr30 Zs4750 Umbs 03.0000 01/01/2048 | |
| Alphabet Inc-Cl A Sedol Byvy8g0 | |
| Adobe Inc Sedol 2008154 | |
| Holdings represent 19.81% of portfolio | |
| Top 10 holdings as of 05/31/20 | |
|---|---|
| Apple Inc Sedol 2046251 | |
| Microsoft Corp Sedol 2588173 | |
| Amazon.Com Inc Sedol 2000019 | |
| Fnma Fn30 Tba Umbs 02.5000 07/01/2050 | |
| Gnma Gii30 Tba 03.5000 06/01/2050 | |
| Fhlmc Fr30 Zs4750 Umbs 03.0000 01/01/2048 | |
| GNMAGii30 TBA 03.5000 07/01/2050 | |
| Fnma Fn30 Tba Umbs 04.0000 07/01/2050 | |
| Fnma Fn15 Tba Umbs 03.0000 06/01/2035 | |
| Alphabet Inc-Cl A Sedol Byvy8g0 | |
| Holdings represent 16.60% of portfolio | |
| Top 10 holdings as of 04/30/20 | |
|---|---|
| Gnma Gii30 Tba 03.5000 05/01/2050 | |
| Apple Inc Sedol 2046251 | |
| Microsoft Corp Sedol 2588173 | |
| Amazon.Com Inc Sedol 2000019 | |
| Fhlmc Fr30 Zs4750 Umbs 03.0000 01/01/2048 | |
| Fnma Fn30 Tba Umbs 02.5000 05/01/2050 | |
| Fnma Fn30 Tba Umbs 02.5000 06/01/2050 | |
| Alphabet Inc-Cl A Sedol Byvy8g0 | |
| Fnma Fn15 Tba Umbs 03.0000 05/01/2035 | |
| Jpmorgan Chase & Co Sedol 2190385 | |
| Holdings represent 16.77% of portfolio | |
| Top 10 holdings as of 03/31/20 | |
|---|---|
| Gnma Gii30 Tba 03.5000 04/01/2050 | |
| Fnma Fn30 Tba Umbs 02.5000 04/01/2050 | |
| Apple Inc Sedol 2046251 | |
| Amazon.Com Inc Sedol 2000019 | |
| Fnma Fn30 Tba Umbs 04.0000 04/01/2050 | |
| Alphabet Inc-Cl A Sedol Byvy8g0 | |
| Fhlmc Fr30 Zs4750 Umbs 03.0000 01/01/2048 | |
| Microsoft Corp Sedol 2588173 | |
| Fnma Fn15 Tba Umbs 03.0000 04/01/2035 | |
| Jpmorgan Chase & Co Sedol 2190385 | |
| Holdings represent 19.80% of portfolio | |
| GSGLPWDL R US0001M P 12/15/25 GS | 6.09% |
|---|---|
| US 5YR NOTE (CBT) SEP20 FVU0 | 4.68% |
| E-MINI RUSS 2000 SEP20 RTYU0 | 3.69% |
| GNMA GII30 TBA 03.5000 07/01/2050 | 3.44% |
| CGPUTQL2 R US0003M P 06/10/21 CI | 3.07% |
| APPLE INC SEDOL 2046251 | 2.84% |
| MICROSOFT CORP SEDOL 2588173 | 2.55% |
| AMAZON.COM INC SEDOL 2000019 | 2.55% |
| US ULTRA BOND CBT SEP20 WNU0 | 2.48% |
| FNMA FN30 TBA UMBS 04.0000 07/01/2050 | 1.91% |
| FNMA FN30 TBA UMBS 02.5000 07/01/2050 | 1.72% |
| US 10YR NOTE (CBT)SEP20 TYU0 | 1.50% |
| FNMA FN15 TBA UMBS 03.0000 07/01/2035 | 1.49% |
| FHLMC FR30 ZS4750 UMBS 03.0000 01/01/2048 | 1.27% |
| GSGLPHCL R US0001M P 12/15/25 GS | 1.22% |
| ALPHABET INC-CL A SEDOL BYVY8G0 | 1.17% |
| ADOBE INC SEDOL 2008154 | 0.96% |
| JPMORGAN CHASE & CO SEDOL 2190385 | 0.92% |
| US LONG BOND(CBT) SEP20 USU0 | 0.88% |
| PROCTER & GAMBLE CO/THE SEDOL 2704407 | 0.80% |
| CISCO SYSTEMS INC SEDOL 2198163 | 0.74% |
| QUALCOMM INC SEDOL 2714923 | 0.71% |
| FNMA FN30 MA3563 UMBS 04.0000 01/01/2049 | 0.70% |
| CITIGROUP INC SEDOL 2297907 | 0.70% |
| VERIZON COMMUNICATIONS INC SEDOL 2090571 | 0.67% |
| JOHNSON & JOHNSON SEDOL 2475833 | 0.65% |
| FNMA FN30 FM1741 UMBS 04.0000 04/01/2049 | 0.62% |
| ATLANTIC ASSET SECURITIZATION 04821TGD1 DCP 07/13/2020 | 0.58% |
| NORTHROP GRUMMAN CORP SEDOL 2648806 | 0.57% |
| FNMA FN30 TBA UMBS 02.5000 08/01/2050 | 0.56% |
| EBAY INC SEDOL 2293819 | 0.53% |
| MERCK & CO. INC. SEDOL 2778844 | 0.53% |
| MATCHPOINT FINANCE PLC 57666AH47 DCP 08/04/2020 | 0.53% |
| ELI LILLY & CO SEDOL 2516152 | 0.51% |
| AMGEN INC SEDOL 2023607 | 0.50% |
| CHEVRON CORP | 0.49% |
| CRC FUNDING LLC 12619TGA6 DCP 07/10/2020 | 0.48% |
| LIBERTY STREET FUNDING LLC 53127TGF4 DCP 07/15/2020 | 0.48% |
| VICTORY RECEIVABLES CORP 92646KG97 DCP 07/09/2020 | 0.48% |
| INTUIT INC SEDOL 2459020 | 0.47% |
| PEPSICO INC SEDOL 2681511 | 0.47% |
| FNMA FN30 TBA UMBS 06.0000 07/01/2050 | 0.47% |
| ALPHABET INC-CL C SEDOL BYY88Y7 | 0.46% |
| DANAHER CORP SEDOL 2250870 | 0.46% |
| LOCKHEED MARTIN CORP SEDOL 2522096 | 0.44% |
| FNMA FN30 TBA UMBS 03.0000 08/01/2050 | 0.44% |
| COMCAST CORP-CLASS A SEDOL 2044545 | 0.43% |
| DOCUSIGN INC SEDOL BFYT7B7 | 0.42% |
| NVIDIA CORP SEDOL 2379504 | 0.41% |
| AMERICAN TOWER CORP SEDOL B7FBFL2 | 0.41% |
| COCA-COLA CO/THE SEDOL 2206657 | 0.41% |
| WALMART INC SEDOL 2936921 | 0.40% |
| ACTIVISION BLIZZARD INC SEDOL 2575818 | 0.40% |
| FACEBOOK INC-CLASS A SEDOL B7TL820 | 0.40% |
| REGENERON PHARMACEUTICALS SEDOL 2730190 | 0.38% |
| MEDTRONIC PLC SEDOL BTN1Y11 | 0.37% |
| PAYPAL HOLDINGS INC SEDOL BYW36M8 | 0.36% |
| PRUDENTIAL PLC 7443M2HA7 DCP 08/10/2020 | 0.36% |
| FIDELITY NATIONAL INFO SERV SEDOL 2769796 | 0.36% |
| HONEYWELL INTERNATIONAL INC SEDOL 2020459 | 0.36% |
| AMERICAN ELECTRIC POWER SEDOL 2026242 | 0.35% |
| VISA INC-CLASS A SHARES SEDOL B2PZN04 | 0.34% |
| CHARTER COMMUNICATIONS INC-A SEDOL BZ6VT82 | 0.34% |
| FNMA FN30 MA2737 UMBS 03.0000 09/01/2046 | 0.34% |
| VERTEX PHARMACEUTICALS INC SEDOL 2931034 | 0.33% |
| BOOKING HOLDINGS INC SEDOL BDRXDB4 | 0.32% |
| ABBVIE INC SEDOL B92SR70 | 0.31% |
| EXELON CORP SEDOL 2670519 | 0.31% |
| UNION PACIFIC CORP SEDOL 2914734 | 0.30% |
| FNMA FN30 BM5024 UMBS 03.0000 11/01/2048 | 0.29% |
| SERVICENOW INC SEDOL B80NXX8 | 0.28% |
| FNMA FN30 AL9859 UMBS 03.0000 03/01/2047 | 0.28% |
| UNITEDHEALTH GROUP INC SEDOL 2917766 | 0.28% |
| OTIS WORLDWIDE CORP SEDOL BK531S8 | 0.27% |
| BANK OF AMERICA CORP SEDOL 2295677 | 0.27% |
| TARGET CORP SEDOL 2259101 | 0.27% |
| HOME DEPOT INC SEDOL 2434209 | 0.27% |
| TREASURY BILL 00.0000 09/10/2020 | 0.27% |
| ABBOTT LABORATORIES SEDOL 2002305 | 0.26% |
| METLIFE INC SEDOL 2573209 | 0.26% |
| STARBUCKS CORP SEDOL 2842255 | 0.26% |
| VEEVA SYSTEMS INC-CLASS A SEDOL BFH3N85 | 0.25% |
| MASTERCARD INC - A SEDOL B121557 | 0.25% |
| ROCHE HOLDING AG-GENUSSCHEIN SEDOL 7110388 | 0.24% |
| TREASURY BILL 00.0000 08/13/2020 | 0.24% |
| HUMANA INC SEDOL 2445063 | 0.24% |
| ALLSTATE CORP SEDOL 2019952 | 0.23% |
| WASTE MANAGEMENT INC SEDOL 2937667 | 0.23% |
| TEXAS INSTRUMENTS INC SEDOL 2885409 | 0.23% |
| GOLDMAN SACHS GROUP INC SEDOL 2407966 | 0.23% |
| US 2YR NOTE (CBT) SEP20 TUU0 | 0.22% |
| JOHNSON CONTROLS INTERNATION SEDOL BY7QL61 | 0.22% |
| XILINX INC SEDOL 2985677 | 0.21% |
| PFIZER INC SEDOL 2684703 | 0.21% |
| LONZA GROUP AG-REG SEDOL 7333378 | 0.20% |
| NIKE INC -CL B SEDOL 2640147 | 0.20% |
| CROWN CASTLE INTL CORP SEDOL BTGQCX1 | 0.20% |
| MORGAN STANLEY | 0.19% |
| OKTA INC SEDOL BDFZSP1 | 0.19% |
| COSTAR GROUP INC SEDOL 2262864 | 0.19% |
| CRH PLC SEDOL 4182249 | 0.19% |
| IDEXX LABORATORIES INC SEDOL 2459202 | 0.19% |
| HILTON WORLDWIDE HOLDINGS IN SEDOL BYVMW06 | 0.19% |
| PULTEGROUP INC SEDOL 2708841 | 0.19% |
| NOVARTIS AG-REG SEDOL 7103065 | 0.19% |
| MONDELEZ INTERNATIONAL INC-A SEDOL B8CKK03 | 0.19% |
| VERIZON COMM 04.3290 09/21/2028 | 0.18% |
| EDWARDS LIFESCIENCES CORP SEDOL 2567116 | 0.18% |
| CLOROX COMPANY SEDOL 2204026 | 0.18% |
| CUMMINS INC SEDOL 2240202 | 0.18% |
| AT&T INC SEDOL 2831811 | 0.18% |
| SALESFORCE.COM INC SEDOL 2310525 | 0.18% |
| CIGNA CORP SEDOL BHJ0775 | 0.17% |
| CADENCE DESIGN SYS INC SEDOL 2302232 | 0.16% |
| EQUINIX INC SEDOL BVLZX12 | 0.16% |
| FORTINET INC SEDOL B5B2106 | 0.16% |
| BIOGEN INC SEDOL 2455965 | 0.16% |
| ABBVIE INC P/P 144A 03.2000 11/21/2029 | 0.16% |
| CAPITAL ONE FINANCIAL CORP SEDOL 2654461 | 0.16% |
| BJ'S WHOLESALE CLUB HOLDINGS SEDOL BFZNZF8 | 0.16% |
| S&P GLOBAL INC SEDOL BYV2325 | 0.16% |
| BRISTOL-MYERS SQUIBB CO SEDOL 2126335 | 0.15% |
| SHERWIN-WILLIAMS CO/THE SEDOL 2804211 | 0.15% |
| SYNOPSYS INC SEDOL 2867719 | 0.15% |
| SONY CORP SEDOL 6821506 | 0.15% |
| PHILLIPS 66 SEDOL B78C4Y8 | 0.14% |
| KINDER MORGAN INC SEDOL B3NQ4P8 | 0.14% |
| NRG ENERGY INC SEDOL 2212922 | 0.14% |
| TAKE-TWO INTERACTIVE SOFTWRE SEDOL 2122117 | 0.14% |
| AFLAC INC SEDOL 2026361 | 0.14% |
| JPMORGAN CHASE & CO 03.9640 11/15/2048 | 0.14% |
| CITIGROUP INC 03.6680 07/24/2028 | 0.14% |
| ESTEE LAUDER COMPANIES-CL A SEDOL 2320524 | 0.14% |
| TREASURY BILL 00.0000 07/23/2020 | 0.14% |
| AMERIPRISE FINANCIAL INC SEDOL B0J7D57 | 0.14% |
| KLA CORP SEDOL 2480138 | 0.14% |
| AIA GROUP LTD SEDOL B4TX8S1 | 0.13% |
| AXA SA SEDOL 7088429 | 0.13% |
| MORGAN STANLEY 03.6250 01/20/2027 | 0.13% |
| DEXCOM INC SEDOL B0796X4 | 0.13% |
| UNITED RENTALS INC SEDOL 2134781 | 0.13% |
| JPMORGAN CHASE & CO 03.6250 12/01/2027 | 0.13% |
| HOLOGIC INC SEDOL 2433530 | 0.13% |
| ASTRAZENECA PLC-SPONS ADR SEDOL 2989044 | 0.13% |
| TREASURY BILL 00.0000 07/09/2020 | 0.13% |
| STACR 2016-DNA2 M3 04.8345 10/25/2028 | 0.12% |
| SYNCHRONY FINANCIAL SEDOL BP96PS6 | 0.12% |
| FNMA FN30 BJ9256 UMBS 04.0000 06/01/2048 | 0.12% |
| AKAMAI TECHNOLOGIES INC SEDOL 2507457 | 0.12% |
| EXXON MOBIL CORPORATION 02.2220 03/01/2021 | 0.12% |
| GAMING AND LEISURE PROPERTIE SEDOL BFPK4S5 | 0.12% |
| NINTENDO CO LTD SEDOL 6639550 | 0.12% |
| DELTA AIR LINES INC SEDOL B1W9D46 | 0.12% |
| WASTE CONNECTIONS INC SEDOL BYVG1F6 | 0.12% |
| DOW INC SEDOL BHXCF84 | 0.12% |
| GOLDMAN SACHS GROUP INC 03.8500 01/26/2027 | 0.12% |
| JACK HENRY & ASSOCIATES INC SEDOL 2469193 | 0.12% |
| ATLASSIAN CORP PLC-CLASS A SEDOL BZ09BD1 | 0.12% |
| BANK OF AMERICA CORP 03.2480 10/21/2027 | 0.12% |
| LAM RESEARCH CORP SEDOL 2502247 | 0.12% |
| NESTLE SA-REG SEDOL 7123870 | 0.11% |
| EXXON MOBIL CORP SEDOL 2326618 | 0.11% |
| AT&T INC 04.1000 02/15/2028 | 0.11% |
| BOSTON PROPERTIES INC SEDOL 2019479 | 0.11% |
| HERSHEY CO/THE SEDOL 2422806 | 0.11% |
| CVS HEALTH CORP 04.7800 03/25/2038 | 0.11% |
| KONINKLIJKE AHOLD DELHAIZE N SEDOL BD0Q398 | 0.11% |
| LULULEMON ATHLETICA INC SEDOL B23FN39 | 0.11% |
| PNC FINANCIAL SERVICES GROUP SEDOL 2692665 | 0.11% |
| TREASURY BILL 00.0000 08/20/2020 | 0.11% |
| UBS GROUP AG P/P 144A 03.4910 05/23/2023 | 0.11% |
| AIR PRODUCTS & CHEMICALS INC SEDOL 2011602 | 0.11% |
| BAXTER INTERNATIONAL INC SEDOL 2085102 | 0.11% |
| KDDI CORP SEDOL 6248990 | 0.11% |
| CONOCOPHILLIPS | 0.11% |
| GODADDY INC - CLASS A SEDOL BWFRFC6 | 0.10% |
| NEW YORK LIFE INS P/P 144A 01.1000 05/05/2023 | 0.10% |
| SBA COMMUNICATIONS CORP SEDOL BZ6TS23 | 0.10% |
| ZIMMER BIOMET HOLDINGS INC SEDOL 2783815 | 0.10% |
| 2020 CASH EXCH TRUST P/P 144A 05.2500 CV PFD | 0.10% |
| SOUTHWEST AIRLINES CO SEDOL 2831543 | 0.10% |
| SUMITOMO MITSUI FINANCIAL GR SEDOL 6563024 | 0.10% |
| GOLDMAN SACHS GROUP INC 02.6000 12/27/2020 | 0.10% |
| SALESFORCE.COM INC 03.7000 04/11/2028 | 0.10% |
| DBUBS 2011-LC3A D P/P 144A 05.5126 08/10/2044 | 0.10% |
| FNMA FN30 AS7003 UMBS 03.0000 04/01/2046 | 0.10% |
| RAYTHEON TECHNOLOGIES CORP SEDOL BM5M5Y3 | 0.10% |
| REPUBLIC OF INDONESIA REGS 04.7500 01/08/2026 | 0.10% |
| FREEPORT-MCMORAN INC SEDOL 2352118 | 0.10% |
| TREASURY BILL 00.0000 09/03/2020 | 0.10% |
| VALERO ENERGY CORP SEDOL 2041364 | 0.10% |
| ANGLO AMER PLC SEDOL B1XZS82 | 0.10% |
| DEUTSCHE BOERSE AG SEDOL 7021963 | 0.10% |
| APOLLO GLOBAL MANAGEMENT INC SEDOL BKRLVD5 | 0.09% |
| BANK OF AMERICA CORP 06.1100 01/29/2037 | 0.09% |
| FORTUNE BRANDS HOME & SECURI SEDOL B3MC7D6 | 0.09% |
| IHS MARKIT LTD P/P 144A 04.7500 02/15/2025 | 0.09% |
| INTERPUBLIC GROUP COS 04.6500 10/01/2028 | 0.09% |
| NOVO NORDISK A/S-B SEDOL BHC8X90 | 0.09% |
| PUBLIC SERVICE ENTERPRISE GP SEDOL 2707677 | 0.09% |
| SEATTLE GENETICS INC SEDOL 2738127 | 0.09% |
| CHIPOTLE MEXICAN GRILL INC SEDOL B0X7DZ3 | 0.09% |
| MICROSOFT CORP 02.4000 08/08/2026 | 0.09% |
| AT&T INC. 03.8000 02/15/2027 | 0.09% |
| RINGCENTRAL INC-CLASS A SEDOL BDZCRX3 | 0.09% |
| SAUDI INTL BOND P/P 144A 03.2500 10/22/2030 | 0.09% |
| TREASURY BILL 00.0000 08/06/2020 | 0.09% |
| PETROBRAS GLOBAL FINANCE USD 06.2500 03/17/2024 | 0.09% |
| FNMA FN30 BC2733 UMBS 03.0000 05/01/2046 | 0.09% |
| LEIDOS HOLDINGS INC SEDOL BDV82B8 | 0.09% |
| TOTAL SA SEDOL B15C557 | 0.09% |
| MICROSOFT CORP 03.7000 08/08/2046 | 0.09% |
| BF0101 03.5000 06/01/2056 | 0.09% |
| EVERBRIDGE INC SEDOL BYY5ZB4 | 0.09% |
| FNMA FN30 AS8056 UMBS 03.0000 10/01/2046 | 0.09% |
| APPLE INC 04.2500 02/09/2047 | 0.08% |
| ASTRAZENECA PLC SEDOL 0989529 | 0.08% |
| BOOZ ALLEN HAMILTON HOLDINGS SEDOL B5367T7 | 0.08% |
| EATON CORP PLC SEDOL B8KQN82 | 0.08% |
| TELEFONICA EMISIONES SAU USD 04.8950 03/06/2048 | 0.08% |
| TORONTO-DOMINION BANK USD 01.9000 12/01/2022 | 0.08% |
| FAIRFAX FINL HLDGS USD 04.8500 04/17/2028 | 0.08% |
| ROYAL DUTCH SHELL PLC-B SHS SEDOL B03MM40 | 0.08% |
| ALLIANZ SE-REG SEDOL 5231485 | 0.08% |
| UNITED MEXICAN STATES USD 05.5500 01/21/2045 | 0.08% |
| ASSURED GUARANTY LTD SEDOL B00V7H8 | 0.08% |
| DUPONT DE NEMOURS INC SEDOL BK0VN47 | 0.08% |
| US BANK NA CINCINNATI 03.1500 04/26/2021 | 0.08% |
| WELLS FARGO & COMPANY 02.6000 07/22/2020 | 0.08% |
| ALPHABET INC 03.6250 05/19/2021 | 0.08% |
| AMETEK INC SEDOL 2089212 | 0.08% |
| FNMA FN30 TBA UMBS 03.0000 07/01/2050 | 0.08% |
| THERMO FISHER SCIENTIFIC INC SEDOL 2886907 | 0.08% |
| DISCOVER FINANCIAL SERVICES SEDOL B1YLC43 | 0.08% |
| WESFARMERS LTD SEDOL 6948836 | 0.08% |
| ALBEMARLE CORP SEDOL 2046853 | 0.08% |
| AVERY DENNISON CORP SEDOL 2066408 | 0.08% |
| KERING SEDOL 5505072 | 0.08% |
| MICROSOFT CORP 01.5500 08/08/2021 | 0.08% |
| ROPER TECHNOLOGIES INC SEDOL 2749602 | 0.08% |
| SPST 2020-2 A 01.0095 03/26/2021 | 0.08% |
| LIBERTY MEDIA COR-SIRIUSXM C SEDOL BD8QGH9 | 0.08% |
| RADIAN GROUP INC SEDOL 2173911 | 0.08% |
| CAS 2016-C02 1M2 06.1845 09/25/2028 | 0.08% |
| LINDE PLC SEDOL BZ12WP8 | 0.08% |
| SPST 2019-7 A 00.8848 09/24/2020 | 0.08% |
| ORACLE CORP 04.0000 11/15/2047 | 0.08% |
| RIO TINTO PLC SEDOL 0718875 | 0.08% |
| APTIV PLC SEDOL B783TY6 | 0.08% |
| SYSCO CORP SEDOL 2868165 | 0.08% |
| AMEREN CORPORATION SEDOL 2050832 | 0.07% |
| AMERICAN INTERNATIONAL GROUP SEDOL 2027342 | 0.07% |
| DEUTSCHE TELEKOM AG-REG SEDOL 5842359 | 0.07% |
| ENTERGY CORP SEDOL 2317087 | 0.07% |
| SPST 2019-11 A 00.9348 10/24/2020 | 0.07% |
| UNITEDHEALTH GROUP INC 03.8500 06/15/2028 | 0.07% |
| EDENRED SEDOL B62G1B5 | 0.07% |
| PRUDENTIAL PLC SEDOL 0709954 | 0.07% |
| STATE STREET CORP SEDOL 2842040 | 0.07% |
| ALIBABA GROUP HOLDING-SP ADR SEDOL BP41ZD1 | 0.07% |
| BRISTOL-MYERS P/P 144A 02.9000 07/26/2024 | 0.07% |
| ECOLAB INC 02.7000 11/01/2026 | 0.07% |
| HERMES INTERNATIONAL SEDOL 5253973 | 0.07% |
| LONDON STOCK EXCHANGE GROUP SEDOL B0SWJX3 | 0.07% |
| VERISK ANALYTICS INC SEDOL B4P9W92 | 0.07% |
| VISTRA CORP SEDOL BZ8VJQ8 | 0.07% |
| WFRBS 2011-C2 D P/P 144A 05.8498 02/15/2044 | 0.07% |
| WEST PHARMACEUTICAL SERVICES SEDOL 2950482 | 0.07% |
| AGNC INVESTMENT CORP SEDOL BYYHJL8 | 0.07% |
| DEUTSCHE POST AG-REG SEDOL 4617859 | 0.07% |
| ENTERPRISE PRODUCTS PARTNERS SEDOL 2285388 | 0.07% |
| NOVARTIS CAPITAL CORP 04.0000 11/20/2045 | 0.07% |
| SCHWAB (CHARLES) CORP SEDOL 2779397 | 0.07% |
| ANZ NEW ZEALAND INT P/P 144A 02.8750 01/25/2022 | 0.07% |
| CAS 2016-C01 1M2 06.9345 08/25/2028 | 0.07% |
| COMPASS GROUP PLC SEDOL BD6K457 | 0.07% |
| DIAMOND 1 FIN/DIAM P/P 144A 06.0200 06/15/2026 | 0.07% |
| ESSEX PROPERTY TRUST INC SEDOL 2316619 | 0.07% |
| MITSUBISHI UFJ FIN GRP USD 03.5350 07/26/2021 | 0.07% |
| AES CORP SEDOL 2002479 | 0.07% |
| AMAZON.COM INC 03.1500 08/22/2027 | 0.07% |
| CHARTER COMM OPT LLC 06.4840 10/23/2045 | 0.07% |
| MRAIT 2020-2 A 02.1345 10/22/2020 | 0.07% |
| COMMONWEALTH BK AUST P/P 144A 02.2000 11/09/2020 | 0.06% |
| DNB BANK ASA P/P 144A 02.1500 12/02/2022 | 0.06% |
| GOLDMAN SACHS GROUP INC 04.2230 05/01/2029 | 0.06% |
| HOYA CORP SEDOL 6441506 | 0.06% |
| L OREAL SEDOL 4057808 | 0.06% |
| DANAHER CORP 05.0000 CV PFD | 0.06% |
| DANSKE BANK A/S P/P 144A 02.7000 03/02/2022 | 0.06% |
| ENTERPRISE PRODUCTS OPER 04.2500 02/15/2048 | 0.06% |
| ITOCHU CORP SEDOL 6467803 | 0.06% |
| T-MOBILE USA INC P/P 144A 03.7500 04/15/2027 | 0.06% |
| AIR LEASE CORP 03.2500 10/01/2029 | 0.06% |
| BROADCOM CRP / CAYM 03.5000 01/15/2028 | 0.06% |
| FIFTH THIRD BANCORP SEDOL 2336747 | 0.06% |
| SANDVIK AB SEDOL B1VQ252 | 0.06% |
| BP PLC SEDOL 0798059 | 0.06% |
| INVITATION HOMES INC SEDOL BD81GW9 | 0.06% |
| MWST 2019-1 A 00.9845 06/25/2052 | 0.06% |
| CIT GROUP INC. 05.2500 03/07/2025 | 0.06% |
| DOVER CORP SEDOL 2278407 | 0.06% |
| EASTMAN CHEMICAL CO SEDOL 2298386 | 0.06% |
| FNMA FN30 BM1172 UMBS 03.0000 03/01/2047 | 0.06% |
| GARMIN LTD SEDOL B3Z5T14 | 0.06% |
| GENERAL MOTORS CO SEDOL B665KZ5 | 0.06% |
| GNMA GN30 BA5049 04.5000 05/15/2047 | 0.06% |
| CENTERPOINT ENERGY INC SEDOL 2440637 | 0.06% |
| GENERAL MOTORS FINL CO 04.0000 10/06/2026 | 0.06% |
| QUIDEL CORP SEDOL 2717591 | 0.06% |
| ARAMARK SEDOL BH3XG17 | 0.06% |
| HILL-ROM HOLDINGS INC SEDOL 2425924 | 0.06% |
| REPUBLIC SERVICES INC SEDOL 2262530 | 0.06% |
| ROCHE HOLDINGS INC P/P 144A 04.0000 11/28/2044 | 0.06% |
| UNITED AIRLINES HOLDINGS INC SEDOL B4QG225 | 0.06% |
| DASSAULT SYSTEMES SA SEDOL 5330047 | 0.06% |
| FERGUSON PLC SEDOL BJVNSS4 | 0.06% |
| FNMA FN30 AS7154 UMBS 03.0000 05/01/2046 | 0.06% |
| FNMA FN40 BF0171 UMBS 04.0000 01/01/2057 | 0.06% |
| PINNACLE WEST CAPITAL SEDOL 2048804 | 0.06% |
| BERKSHIRE HATHAWAY FIN 04.2500 01/15/2021 | 0.06% |
| CF INDUSTRIES HOLDINGS INC SEDOL B0G4K50 | 0.06% |
| ESSITY AKTIEBOLAG-B SEDOL BF1K7P7 | 0.06% |
| FHLMC FR30 ZS4703 UMBS 03.0000 02/01/2047 | 0.06% |
| INDUSTRIA DE DISENO TEXTIL SEDOL BP9DL90 | 0.06% |
| SCHNEIDER ELECTRIC SE SEDOL 4834108 | 0.06% |
| SIRIUS XM RADIO INC P/P 144A 05.0000 08/01/2027 | 0.06% |
| AVALONBAY COMMUNITIES INC SEDOL 2131179 | 0.06% |
| CBRE GROUP INC - A SEDOL B6WVMH3 | 0.06% |
| COMMONWEALTH BK AUST P/P 144A 03.1500 09/19/2027 | 0.06% |
| DUKE REALTY CORP SEDOL 2284084 | 0.06% |
| GSCBPAND R US0001M P 12/15/25 GS | 0.06% |
| KINDER MORGAN INC 03.1500 01/15/2023 | 0.06% |
| PETROLEOS MEXICANOS P/P 144A 06.8400 01/23/2030 | 0.06% |
| AMERICAN TOWER CORP 03.1250 01/15/2027 | 0.05% |
| CAS 2016-C04 1M2 04.4345 01/25/2029 | 0.05% |
| COCA-COLA HBC AG-DI SEDOL B9895B7 | 0.05% |
| ENERGY TRANSFER OPERATNG 03.7500 05/15/2030 | 0.05% |
| JPMORGAN CHASE & CO 04.6000 02/01/2025 | 0.05% |
| MGM RESORTS INTERNATIONAL SEDOL 2547419 | 0.05% |
| NEXI SPA SEDOL BJ1F880 | 0.05% |
| NXP SEMICONDUCTORS NV SEDOL B505PN7 | 0.05% |
| TRANSDIGM GROUP INC SEDOL B11FJK3 | 0.05% |
| AMDOCS LTD SEDOL 2256908 | 0.05% |
| ASTELLAS PHARMA INC SEDOL 6985383 | 0.05% |
| CDX CDX.NA.IG.34 100.0 06/20/2025 | 0.05% |
| COMCAST CORP 03.9690 11/01/2047 | 0.05% |
| CREDIT SUISSE GRP AG P/P 144A 02.1930 06/05/2026 | 0.05% |
| ORACLE CORP 02.5000 05/15/2022 | 0.05% |
| SVENSKA HANDELSBANKEN AB USD 01.9500 09/08/2020 | 0.05% |
| VIACOMCBS INC 04.2000 06/01/2029 | 0.05% |
| WFRBS 2013-C18 AS 04.3870 12/15/2046 | 0.05% |
| ADIDAS AG SEDOL 4031976 | 0.05% |
| AT&T INC 04.7500 05/15/2046 | 0.05% |
| CAS 2015-C04 1M2 05.8845 04/25/2028 | 0.05% |
| ING GROEP NV-CVA SEDOL 7154182 | 0.05% |
| ORACLE CORP 02.6500 07/15/2026 | 0.05% |
| SHELL INTERNATIONAL FIN USD 02.8750 05/10/2026 | 0.05% |
| UNILEVER NV SEDOL B1527V7 | 0.05% |
| ALLY FINANCIAL INC SEDOL B72XK05 | 0.05% |
| AMERICAN ELECTRIC POWER 04.3000 12/01/2028 | 0.05% |
| AUST & NZ BANKING GRP NY 02.1250 08/19/2020 | 0.05% |
| FNMA FN30 AS8074 UMBS 03.0000 10/01/2046 | 0.05% |
| LAMB WESTON HOLDINGS P/P 144A 04.8750 11/01/2026 | 0.05% |
| LIVE NATION ENTERTAINMENT IN SEDOL B0T7YX2 | 0.05% |
| PARTNERS GROUP HOLDING AG SEDOL B119QG0 | 0.05% |
| PNC BANK NA 02.0280 12/09/2022 | 0.05% |
| SECOM CO LTD SEDOL 6791591 | 0.05% |
| TESLA INC SEDOL B616C79 | 0.05% |
| BERRY GLOBAL GROUP INC SEDOL B8BR3H3 | 0.05% |
| CARLSBERG AS-B SEDOL 4169219 | 0.05% |
| FISERV INC 04.2000 10/01/2028 | 0.05% |
| IVORY COAST REGS 06.1250 06/15/2033 | 0.05% |
| MICROCHIP TECH INC 04.3330 06/01/2023 | 0.05% |
| NORDEA BANK ABP P/P 144A 02.5000 09/17/2020 | 0.05% |
| NORTHROP GRUMMAN CORP 03.2500 01/15/2028 | 0.05% |
| NRG ENERGY INC P/P 144A 04.4500 06/15/2029 | 0.05% |
| CAS 2015-C04 2M2 05.7345 04/25/2028 | 0.05% |
| EQUITY RESIDENTIAL TR REIT | 0.05% |
| FIDELITY NATL INFO SERV 03.7500 05/21/2029 | 0.05% |
| LINCOLN NATIONAL CORP SEDOL 2516378 | 0.05% |
| LNSTR 2015-3 B P/P 144A 03.3604 04/20/2048 | 0.05% |
| OMNICOM GP/OMNICOM CAP 03.6000 04/15/2026 | 0.05% |
| RAYTHEON TECH CORP P/P 144A 02.5000 12/15/2022 | 0.05% |
| WOLTERS KLUWER SEDOL 5671519 | 0.05% |
| BANQUE FED CRED MUTU P/P 144A 02.2000 07/20/2020 | 0.05% |
| CSAIL 2015-C1 C 04.4116 04/15/2050 | 0.05% |
| ENERGY TRANSFER OPERATNG 06.6250 02/15/2028 | 0.05% |
| FIRSTENERGY TRANSMIS P/P 144A 05.4500 07/15/2044 | 0.05% |
| GILEAD SCIENCES INC SEDOL 2369174 | 0.05% |
| MORGAN STANLEY 04.3750 01/22/2047 | 0.05% |
| STANDARD IND INC P/P 144A 05.0000 02/15/2027 | 0.05% |
| APTARGROUP INC SEDOL 2045247 | 0.05% |
| ASHTEAD CAPITAL INC P/P 144A 04.3750 08/15/2027 | 0.05% |
| BANK OF AMERICA CORP 03.4990 05/17/2022 | 0.05% |
| BNP PARIBAS SEDOL 7309681 | 0.05% |
| CITIGROUP INC 02.6500 10/26/2020 | 0.05% |
| DAIKIN INDUSTRIES LTD SEDOL 6250724 | 0.05% |
| ENEL SPA SEDOL 7144569 | 0.05% |
| GLOBAL PAYMENTS INC 04.0000 06/01/2023 | 0.05% |
| MOLSON COORS BEVERAGE CO - B SEDOL B067BM3 | 0.05% |
| SHIONOGI & CO LTD SEDOL 6804682 | 0.05% |
| VEREIT INC SEDOL BYVVTJ1 | 0.05% |
| WILLIS TOWERS WATSON PLC USD 05.7500 03/15/2021 | 0.05% |
| BANK OF MONTREAL USD 03.1000 04/13/2021 | 0.05% |
| GOLDMAN SACHS GROUP INC 05.7500 01/24/2022 | 0.05% |
| HEICO CORP SEDOL 2419217 | 0.05% |
| RAYTHEON TECH CORP 04.1250 11/16/2028 | 0.05% |
| TELEDYNE TECHNOLOGIES INC SEDOL 2503477 | 0.05% |
| AMAZON.COM INC. 02.5000 11/29/2022 | 0.04% |
| ANHEUSER-BUSCH CO/IN 03.6500 02/01/2026 | 0.04% |
| APPLE INC 00.7500 05/11/2023 | 0.04% |
| CSAIL 2015-C1 AS 03.7910 04/15/2050 | 0.04% |
| DENTSPLY SIRONA INC SEDOL BYNPPC6 | 0.04% |
| TORONTO-DOMINION BANK USD 03.6250 09/15/2031 | 0.04% |
| AKZO NOBEL N.V. SEDOL BJ2KSG2 | 0.04% |
| BMW US CAPITAL LLC P/P 144A 02.0000 04/11/2021 | 0.04% |
| CHENIERE CORP CHRIST 05.1250 06/30/2027 | 0.04% |
| HITACHI LTD SEDOL 6429104 | 0.04% |
| KONINKLIJKE DSM NV SEDOL B0HZL93 | 0.04% |
| MANUF & TRADERS TRUST CO 02.0500 08/17/2020 | 0.04% |
| REPUBLIC OF PERU USD 02.3920 01/23/2026 | 0.04% |
| ALLISON TRANSMISSION HOLDING SEDOL B4PZ892 | 0.04% |
| AVIVA PLC SEDOL 0216238 | 0.04% |
| BPCE SA P/P 144A 04.5000 03/15/2025 | 0.04% |
| BRISTOL-MYERS P/P 144A 03.2500 08/15/2022 | 0.04% |
| CWALT 2006-OA10 4A1 00.3745 08/25/2046 | 0.04% |
| ORSTED A/S SEDOL BYT16L4 | 0.04% |
| REPUBLIC OF KAZAKHSTAN REGS 04.8750 10/14/2044 | 0.04% |
| SKANDINAVISKA ENSKILDA BAN-A SEDOL 4813345 | 0.04% |
| STACR 2016-DNA1 M3 05.7183 07/25/2028 | 0.04% |
| BANCO BILBAO VIZCAYA ARGENTA SEDOL 5501906 | 0.04% |
| CONCHO RESOURCES INC 03.7500 10/01/2027 | 0.04% |
| DIAGEO PLC SEDOL 0237400 | 0.04% |
| DIGITAL REALTY TRUST LP 04.4500 07/15/2028 | 0.04% |
| DUKE ENERGY CORP 03.1500 08/15/2027 | 0.04% |
| MET LIFE GLOB P/P 144A 02.4000 06/17/2022 | 0.04% |
| ORACLE CORP SEDOL 2661568 | 0.04% |
| PEUGEOT SA SEDOL 7103526 | 0.04% |
| REP OF INDONESIA P/P 144A 04.3500 01/08/2027 | 0.04% |
| REPUBLIC OF SENEGAL REGS 06.2500 05/23/2033 | 0.04% |
| THALES SA SEDOL 4162791 | 0.04% |
| TPAT 2018-SL1 A P/P 144A 00.7683 01/25/2046 | 0.04% |
| ZALANDO SE SEDOL BQV0SV7 | 0.04% |
| ACCENTURE PLC-CL A SEDOL B4BNMY3 | 0.04% |
| AMER TRANS SYST P/P 144A 05.0000 09/01/2044 | 0.04% |
| AMERICAN TOWER CORPORATION 02.7500 01/15/2027 | 0.04% |
| AXALTA COATING SYSTEMS LTD SEDOL BSFWCF5 | 0.04% |
| BANK OF NOVA SCOTIA USD 02.3500 10/21/2020 | 0.04% |
| CF INDUSTRIES INC P/P 144A 04.5000 12/01/2026 | 0.04% |
| FNMA FN30 TBA UMBS 04.5000 07/01/2050 | 0.04% |
| GNMA GII30 TBA 04.0000 07/01/2050 | 0.04% |
| SIG COMBIBLOC GROUP AG SEDOL BD5GN60 | 0.04% |
| UBS GROUP AG P/P 144A 03.0000 04/15/2021 | 0.04% |
| VIRTU FINANCIAL INC-CLASS A SEDOL BWTVWD4 | 0.04% |
| WH GROUP LTD SEDOL BLLHKZ1 | 0.04% |
| ZOETIS INC SEDOL B95WG16 | 0.04% |
| BIOGEN INC 03.6250 09/15/2022 | 0.04% |
| CIGNA CORP 03.7500 07/15/2023 | 0.04% |
| CK ASSET HOLDINGS LTD SEDOL BYZQ077 | 0.04% |
| COMCAST CORPORATION 03.3750 02/15/2025 | 0.04% |
| COMM 2010-C1 D P/P 144A 06.0497 07/10/2046 | 0.04% |
| CROWN HOLDINGS INC | 0.04% |
| DOW CHEMICAL CO/THE 03.5000 10/01/2024 | 0.04% |
| HILTON WORLDWIDE FIN LLC 04.8750 04/01/2027 | 0.04% |
| MERCK & CO INC 03.7000 02/10/2045 | 0.04% |
| SAMSUNG ELECTRONICS-PREF SEDOL 6773812 | 0.04% |
| VODAFONE GROUP PLC SEDOL BH4HKS3 | 0.04% |
| WALGREENS BOOTS ALLIANCE INC SEDOL BTN1Y44 | 0.04% |
| WFRBS 2013-C12 AS 03.5600 03/15/2048 | 0.04% |
| WOOLWORTHS GROUP LTD SEDOL 6981239 | 0.04% |
| CREDIT SUISSE NEW YORK 02.8000 04/08/2022 | 0.04% |
| DUKE ENERGY CORP 04.2000 06/15/2049 | 0.04% |
| GSMS 2011-GC3 C P/P 144A 05.8239 03/10/2044 | 0.04% |
| IMPERIAL BRANDS PLC SEDOL 0454492 | 0.04% |
| KEYCORP SEDOL 2490911 | 0.04% |
| L3HARRIS TECH INC 03.8500 12/15/2026 | 0.04% |
| NETWORK INTERNATIONAL HOLDIN SEDOL BH3VJ78 | 0.04% |
| BALL CORP SEDOL 2073022 | 0.04% |
| CCO HOLDINGS LLC P/P 144A 05.3750 06/01/2029 | 0.04% |
| COMPUGROUP MEDICAL SE & CO K SEDOL BMY7CH1 | 0.04% |
| COVESTRO AG SEDOL BYTBWY9 | 0.04% |
| CSMC 2016-NXSR C 04.5037 12/15/2049 | 0.04% |
| DUKE ENERGY OHIO INC 03.6500 02/01/2029 | 0.04% |
| MSBAM 2014-C17 C 04.6565 08/15/2047 | 0.04% |
| ORACLE CORP 02.5000 10/15/2022 | 0.04% |
| SINGAPORE EXCHANGE LTD SEDOL 6303866 | 0.04% |
| SPRINT CORP 07.8750 09/15/2023 | 0.04% |
| SPST 2020-6 A 00.9983 09/07/2021 | 0.04% |
| SUN COMMUNITIES INC SEDOL 2860257 | 0.04% |
| VERIZON COMMUNICATIONS 04.4000 11/01/2034 | 0.04% |
| AMERICAN EXPRESS COMPANY 02.6500 12/02/2022 | 0.04% |
| AXIS CAPITAL HOLDINGS LTD SEDOL 2677606 | 0.04% |
| BANK OF NOVA SCOTIA USD 02.0000 11/15/2022 | 0.04% |
| COMM 2013-LC6 AM 03.2820 01/10/2046 | 0.04% |
| EOG RESOURCES INC 02.6250 03/15/2023 | 0.04% |
| GSMS 2011-GC3 D P/P 144A 05.8239 03/10/2044 | 0.04% |
| MONSTER BEVERAGE CORP SEDOL BZ07BW4 | 0.04% |
| NTT DOCOMO INC SEDOL 6129277 | 0.04% |
| VERIZON COMMUNICATIONS 05.2500 03/16/2037 | 0.04% |
| WESTROCK MWV LLC 08.2000 01/15/2030 | 0.04% |
| BP CAPITAL MARKETS PLC USD 03.2790 09/19/2027 | 0.04% |
| CITIGROUP INC 04.5000 01/14/2022 | 0.04% |
| DBS GROUP HOLDINGS LTD SEDOL 6175203 | 0.04% |
| DNB NOR ASA SEDOL 4263304 | 0.04% |
| DOMINICAN REPUBLIC REGS 05.9500 01/25/2027 | 0.04% |
| ENBRIDGE INC USD 04.5000 06/10/2044 | 0.04% |
| KION GROUP AG SEDOL BB22L96 | 0.04% |
| NIPPON TELEGRAPH & TELEPHONE SEDOL 6641373 | 0.04% |
| ORIX CORP SEDOL 6661144 | 0.04% |
| SPST 2020-WL1 A 00.8183 06/25/2051 | 0.04% |
| VOLKSWAGEN AG PFD SEDOL 5497168 | 0.04% |
| BHP GROUP PLC SEDOL BH0P3Z9 | 0.04% |
| DOLLAR GENERAL CORP SEDOL B5B1S13 | 0.04% |
| ELECTRONIC ARTS INC SEDOL 2310194 | 0.04% |
| FIDELITY NATIONAL FINANCIAL SEDOL BNBRDD4 | 0.04% |
| GLAXOSMITHKLINE PLC SEDOL 0925288 | 0.04% |
| ONCOR ELECTRIC DELIV 03.7500 04/01/2045 | 0.04% |
| PPG INDUSTRIES INC SEDOL 2698470 | 0.04% |
| TRK 2019-1 A1 04.3356 03/25/2022 | 0.04% |
| BRITISH AMERICAN TOBACCO PLC SEDOL 0287580 | 0.03% |
| CACI INTERNATIONAL INC -CL A SEDOL 2159267 | 0.03% |
| CAMDEN PROPERTY TRUST SEDOL 2166320 | 0.03% |
| COOPER COS INC/THE SEDOL 2222631 | 0.03% |
| CREDIT AGRICOLE SA SEDOL 7262610 | 0.03% |
| DIASORIN SPA SEDOL B234WN9 | 0.03% |
| EIFFAGE SEDOL B13X013 | 0.03% |
| EXPEDITORS INTL WASH INC SEDOL 2325507 | 0.03% |
| GEORGIA-PACIFIC LLC P/P 144A 02.1000 04/30/2027 | 0.03% |
| GLENCORE FUNDING LLC P/P 144A 04.6250 04/29/2024 | 0.03% |
| KEURIG DR PEPPER INC 04.5970 05/25/2028 | 0.03% |
| ONEOK INC SEDOL 2130109 | 0.03% |
| ORACLE CORP 01.9000 09/15/2021 | 0.03% |
| RMLT 2020-2 A2 02.5080 05/25/2060 | 0.03% |
| STACR 2015-DNA3 M3 04.8845 04/25/2028 | 0.03% |
| VONOVIA SE SEDOL BBJPFY1 | 0.03% |
| VORNADO REALTY TRUST SEDOL 2933632 | 0.03% |
| AGL ENERGY LTD SEDOL BSS7GP5 | 0.03% |
| AMGEN INC 02.6000 08/19/2026 | 0.03% |
| BANK LEUMI LE-ISRAEL SEDOL 6076425 | 0.03% |
| BROADRIDGE FINANCIAL SOLUTIO SEDOL B1VP7R6 | 0.03% |
| CAS 2020-R01 1M2 02.2345 01/25/2040 | 0.03% |
| CIGNA CORP P/P 144A 03.9000 02/15/2022 | 0.03% |
| CISCO SYSTEMS INC 02.2000 02/28/2021 | 0.03% |
| E.ON SE SEDOL 4942904 | 0.03% |
| ENBRIDGE INC USD 04.2500 12/01/2026 | 0.03% |
| EQUINOR ASA USD 02.9000 11/08/2020 | 0.03% |
| IBM CORP 01.8750 08/01/2022 | 0.03% |
| LEGRAND SA SEDOL B11ZRK9 | 0.03% |
| NIPPON PROLOGIS REIT INC SEDOL B98BC67 | 0.03% |
| PETROBRAS GLOBAL FINANCE USD 06.1250 01/17/2022 | 0.03% |
| RELIANCE STEEL & ALUMINUM SEDOL 2729068 | 0.03% |
| REPUBLIC OF CHILE USD 02.4500 01/31/2031 | 0.03% |
| SSE PLC SEDOL 0790873 | 0.03% |
| TAIWAN SEMICONDUCTOR MANUFAC SEDOL 6889106 | 0.03% |
| TOKYO ELECTRON LTD SEDOL 6895675 | 0.03% |
| ZOETIS INC 03.9000 08/20/2028 | 0.03% |
| ALNYLAM PHARMACEUTICALS INC SEDOL B00FWN1 | 0.03% |
| BRDCOM CRP / FIN 03.8750 01/15/2027 | 0.03% |
| BRISTOL-MYERS P/P 144A 02.2500 08/15/2021 | 0.03% |
| CAS 2016-C01 2M2 07.1345 08/25/2028 | 0.03% |
| CATERPILLAR INC SEDOL 2180201 | 0.03% |
| GSMS 2014-GC22 C 04.8467 06/10/2047 | 0.03% |
| HOME DEPOT INC 02.6250 06/01/2022 | 0.03% |
| JM SMUCKER CO/THE SEDOL 2951452 | 0.03% |
| JPMCC 2012-C6 AS 04.1166 05/15/2045 | 0.03% |
| NORDEA BANK ABP P/P 144A 02.2500 05/27/2021 | 0.03% |
| NORTONLIFELOCK INC SEDOL BJN4XN5 | 0.03% |
| NRG P/P 144A 03.7500 06/15/2024 | 0.03% |
| REGIONS FINANCIAL CORP 02.7500 08/14/2022 | 0.03% |
| SHIN-ETSU CHEMICAL CO LTD SEDOL 6804585 | 0.03% |
| SOFTWARE AG SEDOL BF06WX9 | 0.03% |
| BOEING CO 04.8750 05/01/2025 | 0.03% |
| CHARTER COMM OPT LLC/CAP 04.8000 03/01/2050 | 0.03% |
| CHINA MOBILE LTD SEDOL 6073556 | 0.03% |
| CITIGROUP INC 03.8870 01/10/2028 | 0.03% |
| DISCOVERY INC - A SEDOL B3D7K31 | 0.03% |
| GOODMAN GROUP SEDOL B03FYZ4 | 0.03% |
| HUNTINGTON BANCSHARES 04.3500 02/04/2023 | 0.03% |
| HYATT HOTELS CORP 04.8500 03/15/2026 | 0.03% |
| ITOCHU TECHNO-SOLUTIONS CORP SEDOL 6200194 | 0.03% |
| MINEBEA CO LTD SEDOL 6642406 | 0.03% |
| MONDELEZ INT HOLD NE P/P 144A 02.1250 09/19/2022 | 0.03% |
| NATIONAL AUSTRALIA BK/NY 02.5000 01/12/2021 | 0.03% |
| NIHON M&A CENTER INC SEDOL B1DN466 | 0.03% |
| NUTRIEN LTD USD 04.1250 03/15/2035 | 0.03% |
| REPUBLIC OF PARAGUAY REGS 04.7000 03/27/2027 | 0.03% |
| TPMT 2015-1 A2 P/P 144A 03.2500 10/25/2053 | 0.03% |
| TRANE TECHNOLOGIES PLC SEDOL BK9ZQ96 | 0.03% |
| UPJOHN INC P/P 144A 02.3000 06/22/2027 | 0.03% |
| AHM 2007-1 GA1C 00.3745 05/25/2047 | 0.03% |
| ALKERMES PLC SEDOL B3P6D26 | 0.03% |
| ASML HOLDING NV SEDOL B929F46 | 0.03% |
| ATLAS COPCO AB-A SHS SEDOL BD97BN2 | 0.03% |
| CROWN CASTLE INTL CORP 03.6500 09/01/2027 | 0.03% |
| GOOGLE INC 03.3750 02/25/2024 | 0.03% |
| KEURIG DR PEPPER INC 04.4170 05/25/2025 | 0.03% |
| STACR 2016-HQA2 M3 05.3345 11/25/2028 | 0.03% |
| VIDEOTRON LTD / LTEE P/P 144A 05.1250 04/15/2027 | 0.03% |
| AES CORP/THE 05.5000 04/15/2025 | 0.03% |
| AIR LEASE CORP 04.6250 10/01/2028 | 0.03% |
| ANHEUSER-BUSCH INBEV WOR 04.7500 01/23/2029 | 0.03% |
| APPLE INC 03.8500 05/04/2043 | 0.03% |
| BANK OF AMERICA CORP 02.4960 02/13/2031 | 0.03% |
| BP CAP MARKETS AMERICA 03.1190 05/04/2026 | 0.03% |
| BRAMBLES LTD SEDOL B1FJ0C0 | 0.03% |
| BROADCOM INC P/P 144A 04.1500 11/15/2030 | 0.03% |
| CAS 2016-C03 2M2 06.0845 10/25/2028 | 0.03% |
| CHS/COMMUNITY HEALTH SYS 06.2500 03/31/2023 | 0.03% |
| CI FINANCIAL CORP SEDOL B3KT0S5 | 0.03% |
| CROWN CASTLE INTL CORP 03.7000 06/15/2026 | 0.03% |
| EOG RESOURCES INC SEDOL 2318024 | 0.03% |
| EQUITY LIFESTYLE PROPERTIES SEDOL 2563125 | 0.03% |
| FERRARI NV SEDOL BD6G507 | 0.03% |
| INTL FLAVOR & FRAGRANCES 04.4500 09/26/2028 | 0.03% |
| JOHNSON CONTROLS INTL PL 04.5000 02/15/2047 | 0.03% |
| OTSUKA CORP SEDOL 6267058 | 0.03% |
| PFIZER INC 03.0000 12/15/2026 | 0.03% |
| SLM CORP | 0.03% |
| UBI SOFT ENTERTA SEDOL B1L3CS6 | 0.03% |
| VTB BANK (VTB CAP SA P/P 144A 06.9500 10/17/2022 | 0.03% |
| ALPHABET INC 01.9980 08/15/2026 | 0.03% |
| AMGEN INC 04.6630 06/15/2051 | 0.03% |
| CISCO SYSTEMS INC 02.5000 09/20/2026 | 0.03% |
| CME GROUP INC SEDOL 2965839 | 0.03% |
| CONSOLIDATED EDISON INC SEDOL 2216850 | 0.03% |
| FORTESCUE METALS GROUP LTD SEDOL B2B2B49 | 0.03% |
| JPMBB 2013-C12 C 04.2364 07/15/2045 | 0.03% |
| JPMCC 2012-C8 D P/P 144A 04.8263 10/15/2045 | 0.03% |
| KINGFISHER PLC SEDOL 3319521 | 0.03% |
| LINDE PLC SEDOL BYWD9S5 | 0.03% |
| NEWMARKET CORP SEDOL B01CGF1 | 0.03% |
| NEXON CO LTD SEDOL B63QM77 | 0.03% |
| PALTAC CORPORATION SEDOL B61BG94 | 0.03% |
| REPUBLICA ORIENT URUGUAY USD 05.1000 06/18/2050 | 0.03% |
| ROKU INC SEDOL BZ1LFG7 | 0.03% |
| WAMU 2005-AR12 1A8 03.8615 10/25/2035 | 0.03% |
| ABBVIE INC P/P 144A 03.8000 03/15/2025 | 0.03% |
| ANHEUSER-BUSCH INBEV WOR 05.5500 01/23/2049 | 0.03% |
| CAMPBELL SOUP CO SEDOL 2162845 | 0.03% |
| CWALT 2006-OA7 1A2 02.4438 06/25/2046 | 0.03% |
| DISH DBS CORP 05.8750 11/15/2024 | 0.03% |
| FNMA FN30 BC1155 UMBS 03.0000 06/01/2046 | 0.03% |
| GSMS 2016-GS3 A4 02.8500 10/10/2049 | 0.03% |
| JPMCC 2013-LC11 AS 03.2160 04/15/2046 | 0.03% |
| NETFLIX INC SEDOL 2857817 | 0.03% |
| NOMURA RESEARCH INSTITUTE LT SEDOL 6390921 | 0.03% |
| PETROBRAS GLOBAL FINANCE USD 07.3750 01/17/2027 | 0.03% |
| PORSCHE AUTOMOBIL HLDG-PRF SEDOL 7101069 | 0.03% |
| ROYAL BANK OF CANADA USD 04.6500 01/27/2026 | 0.03% |
| S&P GLOBAL INC 02.9500 01/22/2027 | 0.03% |
| T-MOBILE USA INC P/P 144A 03.8750 04/15/2030 | 0.03% |
| UNITEDHEALTH GROUP INC 03.3750 11/15/2021 | 0.03% |
| VINCI SA SEDOL B1XH026 | 0.03% |
| VISTRA OPERATION P/P 144A 03.5500 07/15/2024 | 0.03% |
| WR BERKLEY CORP SEDOL 2093644 | 0.03% |
| 3I GROUP PLC SEDOL B1YW440 | 0.03% |
| ADECCO GROUP AG-REG SEDOL 7110720 | 0.03% |
| APARTMENT INVT & MGMT CO -A SEDOL BJLNBG3 | 0.03% |
| BANCO SANTANDER SA USD 04.3790 04/12/2028 | 0.03% |
| BANCO SANTANDER SA USD 05.1790 11/19/2025 | 0.03% |
| COMCAST CORP 03.4500 02/01/2050 | 0.03% |
| DEUTSCHE TELEKOM INT FIN USD 08.7500 06/15/2030 | 0.03% |
| DOMINICAN REPUBLIC REGS 06.8750 01/29/2026 | 0.03% |
| DROPBOX INC-CLASS A SEDOL BG0T321 | 0.03% |
| ENERGY TRANSFER OPERA 05.8750 01/15/2024 | 0.03% |
| EQUINIX INC 03.2000 11/18/2029 | 0.03% |
| GLENCORE FUNDING LLC P/P 144A 04.0000 04/16/2025 | 0.03% |
| KEURIG DR PEPPER INC SEDOL BD3W133 | 0.03% |
| LOGITECH INTERNATIONAL-REG SEDOL B18ZRK2 | 0.03% |
| LPL FINANCIAL HOLDINGS INC SEDOL B75JX34 | 0.03% |
| OSHKOSH CORP 04.6000 05/15/2028 | 0.03% |
| SAIL 2004-10 A10 01.0845 11/25/2034 | 0.03% |
| SANTANDER UK GROUP H P/P 144A 04.7500 09/15/2025 | 0.03% |
| TEMPUR SEALY INTERNATIONAL I SEDOL 2216991 | 0.03% |
| UBS GROUP AG P/P 144A 04.1250 04/15/2026 | 0.03% |
| VISTRA CORP P/P 144A 04.3000 07/15/2029 | 0.03% |
| WFCM 2017-C39 A5 03.4180 09/15/2050 | 0.03% |
| WFRBS 2014-C22 XA IO 00.9557 09/15/2057 | 0.03% |
| ZOETIS INC 02.0000 05/15/2030 | 0.03% |
| AIG GLOBAL FUNDING P/P 144A 02.1500 07/02/2020 | 0.02% |
| APPLE INC 04.3750 05/13/2045 | 0.02% |
| AT&T INC 02.9500 07/15/2026 | 0.02% |
| AURIZON HOLDINGS LTD SEDOL B87CVM3 | 0.02% |
| CELANESE CORP SEDOL B05MZT4 | 0.02% |
| CISCO SYSTEMS INC 05.9000 02/15/2039 | 0.02% |
| CREDIT SUISSE GRP AG P/P 144A 06.2500 12/18/2024 | 0.02% |
| CVS HEALTH CORP 03.7000 03/09/2023 | 0.02% |
| ENI SPA SEDOL 7145056 | 0.02% |
| EQUITY COMMONWEALTH SEDOL BPH3N63 | 0.02% |
| GLOBAL PAYMENTS INC 02.9000 05/15/2030 | 0.02% |
| INTEL CORP SEDOL 2463247 | 0.02% |
| LBMLT 2004-1 A2 00.9845 02/25/2034 | 0.02% |
| LVMH MOET HENNESSY LOUIS VUI SEDOL 4061412 | 0.02% |
| MITSUBISHI UFJ FIN GRP USD 03.8500 03/01/2026 | 0.02% |
| MORGAN STANLEY 05.5000 07/28/2021 | 0.02% |
| NUTRIEN LTD. USD 04.2000 04/01/2029 | 0.02% |
| RENESAS ELECTRONICS CORP SEDOL 6635677 | 0.02% |
| ROYAL BK SCOTLND GRP PLC USD 04.8920 05/18/2029 | 0.02% |
| SPRINT CAPITAL CORPORATION 06.8750 11/15/2028 | 0.02% |
| SUMITOMO MITSUI TRUST HOLDIN SEDOL 6431897 | 0.02% |
| SYMRISE AG SEDOL B1JB4K8 | 0.02% |
| UNITEDHEALTH GROUP INC 03.9500 10/15/2042 | 0.02% |
| UNITEDHEALTH GROUP INC 04.7000 02/15/2021 | 0.02% |
| VERTIV TLB L+300 04.6550 03/02/2027 | 0.02% |
| WALT DISNEY COMPANY 07.7500 12/01/2045 | 0.02% |
| WASTE CONNECTIONS INC 03.5000 05/01/2029 | 0.02% |
| APPLE INC 02.8500 05/06/2021 | 0.02% |
| BAIDU INC - SPON ADR SEDOL B0FXT17 | 0.02% |
| CGCMT 2014-GC21 AS 04.0260 05/10/2047 | 0.02% |
| CHEVRON CORP 02.1000 05/16/2021 | 0.02% |
| CREDIT AGRICOLE SA P/P 144A 04.0000 01/10/2033 | 0.02% |
| ERAC USA FINANCE LLC P/P 144A 07.0000 10/15/2037 | 0.02% |
| FLUTTER ENTERTAINMENT PLC SEDOL BWXC0Z1 | 0.02% |
| FUJITSU LTD SEDOL 6356945 | 0.02% |
| HCA INC 04.1250 06/15/2029 | 0.02% |
| JOHNSON CONTROLS INTL PL 04.9500 07/02/2064 | 0.02% |
| JUNIPER NETWORKS INC SEDOL 2431846 | 0.02% |
| LEGAL & GENERAL GROUP PLC SEDOL 0560399 | 0.02% |
| LMAT 2019-GS7 A1 03.2500 11/25/2059 | 0.02% |
| NIELSEN HOLDINGS PLC SEDOL BWFY550 | 0.02% |
| ROGERS COMMUNICATIONS IN USD 04.5000 03/15/2043 | 0.02% |
| SHERWIN-WILLIAMS CO 03.4500 06/01/2027 | 0.02% |
| TENET HEALTHCARE P/P 144A 04.8750 01/01/2026 | 0.02% |
| TOYOTA INDUSTRIES CORP SEDOL 6900546 | 0.02% |
| TRANSCANADA TRUST USD 05.3000 03/15/2077 | 0.02% |
| US BANCORP 02.6250 01/24/2022 | 0.02% |
| APPLE INC 02.8500 05/11/2024 | 0.02% |
| BMW US CAPITAL LLC P/P 144A 03.9500 08/14/2028 | 0.02% |
| CENOVUS ENERGY INC SEDOL B57FG04 | 0.02% |
| CFCRE 2011-C1 D P/P 144A 06.2917 04/15/2044 | 0.02% |
| CITIGROUP INC 02.9000 12/08/2021 | 0.02% |
| CITIGROUP INC 04.4500 09/29/2027 | 0.02% |
| CROWN CASTLE INTL CORP 03.8000 02/15/2028 | 0.02% |
| CSX CORP 04.1000 03/15/2044 | 0.02% |
| JPMORGAN CHASE & CO 01.3924 05/15/2047 | 0.02% |
| KBC GROUP NV SEDOL 4497749 | 0.02% |
| KINDER MORGAN ENER PART 03.5000 03/01/2021 | 0.02% |
| L3HARRIS TECH INC 04.4000 06/15/2028 | 0.02% |
| LASERTEC CORP SEDOL 6506267 | 0.02% |
| LMAT 2020-GS1 A1 02.8820 10/25/2059 | 0.02% |
| MACQUARIE BANK LTD P/P 144A 02.8500 07/29/2020 | 0.02% |
| MBX.FN30.500.10 R USL1M P 01/12/41 BC | 0.02% |
| REPUBLIC OF KAZAKHSTAN REGS 05.1250 07/21/2025 | 0.02% |
| SEVEN & I HOLDINGS CO LTD SEDOL B0FS5D6 | 0.02% |
| SILGAN HOLDINGS INC SEDOL 2809324 | 0.02% |
| SNAM SPA SEDOL 7251470 | 0.02% |
| TEMPO ACQ LLC/FI P/P 144A 06.7500 06/01/2025 | 0.02% |
| TOTAL CAPITAL INTL SA USD 02.7500 06/19/2021 | 0.02% |
| UBS GROUP AG REGS 06.8750 12/29/2049 | 0.02% |
| WILMAR INTERNATIONAL LTD SEDOL B17KC69 | 0.02% |
| ALIMENTATION COUCHE-TARD 3.550000 07/26/2027 | 0.02% |
| BCE INC SEDOL B188TH2 | 0.02% |
| CANTOR FITZGERALD LP P/P 144A 06.5000 06/17/2022 | 0.02% |
| CELANESE US HOLDINGS LLC 03.5000 05/08/2024 | 0.02% |
| CHUGAI PHARMACEUTICAL CO LTD SEDOL 6196408 | 0.02% |
| CITIGROUP INC 04.7500 05/18/2046 | 0.02% |
| COMCAST CORP 02.3500 01/15/2027 | 0.02% |
| FIAT CHRYSLER AUTOMOBILES NV SEDOL BRJFWP3 | 0.02% |
| GSMS 2017-GS7 AS 03.6630 08/10/2050 | 0.02% |
| GSMS 2019-GC42 AS 03.2117 09/01/2052 | 0.02% |
| JPMCC 2012-C6 E P/P 144A 05.3242 05/15/2045 | 0.02% |
| KERRY GROUP PLC-A SEDOL 4519579 | 0.02% |
| LIBERTY GLOBAL PLC- C SEDOL B8W67B1 | 0.02% |
| MARSH & MCLENNAN COS INC 04.9000 03/15/2049 | 0.02% |
| MCAS 2019-01 M7 P/P 144A 01.8845 10/15/2049 | 0.02% |
| REPUBLIC OF SOUTH AFRICA USD 04.8500 09/27/2027 | 0.02% |
| S&P GLOBAL INC 04.4000 02/15/2026 | 0.02% |
| SARTORIUS STEDIM BIOTECH SEDOL BYZ2QP5 | 0.02% |
| SMITH & NEPHEW PLC SEDOL 0922320 | 0.02% |
| STACR 2016-HQA3 M3 04.0345 03/25/2029 | 0.02% |
| SUN HUNG KAI PROPERTIES SEDOL 6859927 | 0.02% |
| T-MOBILE USA INC 06.3750 03/01/2025 | 0.02% |
| TARGA RESOURCES PART 05.0000 01/15/2028 | 0.02% |
| UNITEDHEALTH GROUP INC 02.7500 02/15/2023 | 0.02% |
| VOLVO AB-B SHS SEDOL B1QH830 | 0.02% |
| WFRBS 2013-UBS1 A4 04.0790 03/15/2046 | 0.02% |
| AENA SME SA SEDOL BVRZ8L1 | 0.02% |
| BHP GROUP LTD SEDOL 6144690 | 0.02% |
| CENTENE CORP 04.6250 12/15/2029 | 0.02% |
| COSTCO WHOLESALE CORP SEDOL 2701271 | 0.02% |
| DIRECT LINE INSURANCE GROUP SEDOL BY9D0Y1 | 0.02% |
| DNB BANK ASA P/P 144A 02.1250 10/02/2020 | 0.02% |
| DOLLAR GENERAL CORP 03.2500 04/15/2023 | 0.02% |
| DOMINICAN REPUBLIC REGS 08.6250 04/20/2027 | 0.02% |
| ERAC USA FINANCE LLC P/P 144A 04.5000 02/15/2045 | 0.02% |
| ERAC USA FINANCE LLC P/P 144A 05.6250 03/15/2042 | 0.02% |
| FAURECIA SEDOL 4400446 | 0.02% |
| FEDERAL REALTY INVS TRUST SEDOL 2333931 | 0.02% |
| FIDELITY NATIONAL INFORM 04.2500 05/15/2028 | 0.02% |
| HALLIBURTON CO SEDOL 2405302 | 0.02% |
| INTERNATIONAL PAPER CO 03.0000 02/15/2027 | 0.02% |
| IVORY COAST REGS 05.3750 07/23/2024 | 0.02% |
| MARATHON OIL CORP SEDOL 2910970 | 0.02% |
| MARSH & MCLENNAN COS INC 04.3750 03/15/2029 | 0.02% |
| MGIC INVESTMENT CORP SEDOL 2548616 | 0.02% |
| MWST 2018-W1 A 01.0345 11/25/2051 | 0.02% |
| NRZT 2018-4A A1M 01.0845 01/25/2048 | 0.02% |
| QUILTER PLC SEDOL BDCXV26 | 0.02% |
| REPUBLIC OF COLOMBIA USD 03.8750 04/25/2027 | 0.02% |
| TCI COMMUNICATIONS INC 07.1250 02/15/2028 | 0.02% |
| TOSHIBA CORP SEDOL 6897217 | 0.02% |
| TRANSDIGM INC. P/P 144A 06.2500 03/15/2026 | 0.02% |
| TRUIST BANK 02.6360 09/17/2029 | 0.02% |
| WATCO COS LLC/FI P/P 144A 06.5000 06/15/2027 | 0.02% |
| WESTPAC BANKING CORP USD 02.0000 08/19/2021 | 0.02% |
| WFRBS 2013-C16 AS 04.6680 09/15/2046 | 0.02% |
| A2 MILK CO LTD SEDOL 6287250 | 0.02% |
| ARRW 2018-1 A3 04.1570 04/25/2048 | 0.02% |
| ASSOCIATED BRITISH FOODS PLC SEDOL 0673123 | 0.02% |
| BOC HONG KONG HOLDINGS LTD SEDOL 6536112 | 0.02% |
| CHARTER COMM OPT LLC 04.9080 07/23/2025 | 0.02% |
| CK HUTCHISON HOLDINGS LTD SEDOL BW9P816 | 0.02% |
| DAIWA HOUSE INDUSTRY CO LTD SEDOL 6251363 | 0.02% |
| DEERE & COMPANY 02.6000 06/08/2022 | 0.02% |
| DIVERSIFIED HEALTHCARE T 09.7500 06/15/2025 | 0.02% |
| FISERV INC 03.5000 07/01/2029 | 0.02% |
| GSMS 2010-C1 D P/P 144A 06.1326 08/10/2043 | 0.02% |
| GSMS 2014-GC18 C 05.1551 01/10/2047 | 0.02% |
| HCA INC. 05.3750 09/01/2026 | 0.02% |
| ING BANK NV P/P 144A 05.8000 09/25/2023 | 0.02% |
| ISRAEL DISCOUNT BANK -A SEDOL 6451271 | 0.02% |
| JAPAN EXCHANGE GROUP INC SEDOL 6743882 | 0.02% |
| LLOYDS BANKING GROUP PLC USD 04.5000 11/04/2024 | 0.02% |
| MADISON SQUARE GARDEN ENTERT SEDOL BM8MM05 | 0.02% |
| MARRIOTT INTERNATIONAL 04.6250 06/15/2030 | 0.02% |
| PLANTRONICS INC P/P 144A 05.5000 05/31/2023 | 0.02% |
| REINSURANCE GROUP OF AMERICA SEDOL 2731193 | 0.02% |
| SEKISUI HOUSE LTD SEDOL 6793906 | 0.02% |
| STACR 2014-HQ3 M3 04.9345 10/25/2024 | 0.02% |
| TELSTRA CORP LTD SEDOL 6087289 | 0.02% |
| WEST JAPAN RAILWAY CO SEDOL 6957995 | 0.02% |
| WFRBS 2011-C3 D P/P 144A 05.8524 03/15/2044 | 0.02% |
| ASHLAND GLOBAL HOLDINGS INC SEDOL BYND5N1 | 0.02% |
| BANK OF AMERICA CORP 06.1000 12/29/2049 | 0.02% |
| CARDINAL HEALTH INC SEDOL 2175672 | 0.02% |
| CAS 2015-C03 2M2 05.1845 07/25/2025 | 0.02% |
| CLP HOLDINGS LTD SEDOL 6097017 | 0.02% |
| CORELOGIC INC SEDOL B5541Y2 | 0.02% |
| CSC HOLDINGS LLC 05.2500 06/01/2024 | 0.02% |
| CWALT 2006-OA19 A1 00.3700 02/20/2047 | 0.02% |
| ENERGY TRANSFER OPERATNG 05.2000 02/01/2022 | 0.02% |
| EQUITABLE HOLDINGS INC SEDOL BKRMR96 | 0.02% |
| FIVE CORNERS FUNDING P/P 144A 04.4190 11/15/2023 | 0.02% |
| GALAPAGOS NV SEDOL B07Q2V5 | 0.02% |
| GCP APPLIED TECH P/P 144A 05.5000 04/15/2026 | 0.02% |
| GJENSIDIGE FORSIKRING ASA SEDOL B4PH0C5 | 0.02% |
| HENDERSON LAND DEVELOPMENT SEDOL 6420538 | 0.02% |
| HESS MIDSTREAM P P/P 144A 05.6250 02/15/2026 | 0.02% |
| JDE PEET'S BV SEDOL BMC4ZZ3 | 0.02% |
| LLOYDS BANKING GROUP PLC USD 04.6500 03/24/2026 | 0.02% |
| MICROSOFT CORP 02.4000 02/06/2022 | 0.02% |
| PFIZER INC 01.9500 06/03/2021 | 0.02% |
| PPSI 2004-WCW2 M3 01.2345 10/25/2034 | 0.02% |
| SEI INVESTMENTS COMPANY SEDOL 2793610 | 0.02% |
| SOUTHERN CO/THE SEDOL 2829601 | 0.02% |
| STANDARD CHARTERED PLC SEDOL 0408284 | 0.02% |
| TEVA PHARMACEUTICALS NE USD 06.0000 04/15/2024 | 0.02% |
| UNILEVER PLC SEDOL B10RZP7 | 0.02% |
| AMERICAN INTL GROUP 08.1750 05/15/2058 | 0.02% |
| AMERICAN TOWER CORP 02.9000 01/15/2030 | 0.02% |
| BOISE CASCADE CO P/P 144A 05.6250 09/01/2024 | 0.02% |
| BRISTOL-MYERS P/P 144A 03.4000 07/26/2029 | 0.02% |
| CAS 2017-C01 1M2 03.7345 07/25/2029 | 0.02% |
| CITIGROUP INC 04.6000 03/09/2026 | 0.02% |
| COMM 2013-CR11 AM 04.7150 08/10/2050 | 0.02% |
| COX COMM INC P/P 144A 03.5000 08/15/2027 | 0.02% |
| DYNATRACE INC SEDOL BJV2RD9 | 0.02% |
| HIKMA PHARMACEUTICALS PLC SEDOL B0LCW08 | 0.02% |
| IDACORP INC SEDOL 2296937 | 0.02% |
| JPMCC 2013-C16 AS 04.5169 12/15/2046 | 0.02% |
| KONE OYJ-B SEDOL B09M9D2 | 0.02% |
| MSBAM 2014-C14 C 05.1111 02/15/2047 | 0.02% |
| NATIONAL AUSTRALIA BK/NY 02.8000 01/10/2022 | 0.02% |
| NAVISTAR INTL TLB L+350 03.7000 11/06/2024 | 0.02% |
| NITTO DENKO CORP SEDOL 6641801 | 0.02% |
| NSTAR ELECTRIC CO 02.3750 10/15/2022 | 0.02% |
| PENSKE TRUCK LEASING P/P 144A 03.9000 02/01/2024 | 0.02% |
| POPULAR INC SEDOL B86QM90 | 0.02% |
| SAMI 2007-AR7 1A1 01.0345 05/25/2047 | 0.02% |
| SMC CORP SEDOL 6763965 | 0.02% |
| SPECTRA ENERGY PARTNERS 03.3750 10/15/2026 | 0.02% |
| SWISS RE TREAS P/P 144A 04.2500 12/06/2042 | 0.02% |
| TENET HEALTHCARE COR P/P 144A 05.1250 11/01/2027 | 0.02% |
| US BANCORP 02.9500 07/15/2022 | 0.02% |
| WFRBS 2013-C11 AS 03.3110 03/15/2045 | 0.02% |
| ZURICH INSURANCE GROUP AG SEDOL 5983816 | 0.02% |
| AIR LIQUIDE SA SEDOL B1YXBJ7 | 0.02% |
| ARKEMA SEDOL B0Z5YZ2 | 0.02% |
| ARRW 2019-3 A3 03.4160 10/25/2048 | 0.02% |
| BECTON DICKINSON AND CO 02.8230 05/20/2030 | 0.02% |
| BMIR 2019-4A M1C P/P 144A 02.6845 10/25/2029 | 0.02% |
| BRIXMOR PROPERTY GROUP INC SEDOL BFTDJL8 | 0.02% |
| CD 2017-CD3 A4 03.6310 02/10/2050 | 0.02% |
| COLES GROUP LTD SEDOL BYWR0T5 | 0.02% |
| COMCAST CORP 03.1500 03/01/2026 | 0.02% |
| CSC HOLDINGS LLC P/P 144A 07.5000 04/01/2028 | 0.02% |
| DRMT 2020-2 A1 01.6920 05/25/2065 | 0.02% |
| ELISA OYJ SEDOL 5701513 | 0.02% |
| ENDEAVOR ENERGY P/P 144A 05.7500 01/30/2028 | 0.02% |
| ENTERPRISE PRODUCTS OPER 02.8000 01/31/2030 | 0.02% |
| EXTENDED STAY AMERICA INC SEDOL BGH3F75 | 0.02% |
| FIRST QUANTUM MINERA P/P 144A 07.5000 04/01/2025 | 0.02% |
| HIKARI TSUSHIN INC SEDOL 6416322 | 0.02% |
| JPMBB 2014-C22 C 04.7057 09/15/2047 | 0.02% |
| JPMBB 2016-C1 AS 03.9704 03/15/2049 | 0.02% |
| KOSE CORP SEDOL 6194468 | 0.02% |
| MAGELLAN FINANCIAL GROUP LTD SEDOL B015YX4 | 0.02% |
| MOODY S CORP | 0.02% |
| MSBAM 2012-C6 D P/P 144A 04.7604 11/15/2045 | 0.02% |
| NETFLIX INC. 05.8750 11/15/2028 | 0.02% |
| PULTEGROUP INC 05.5000 03/01/2026 | 0.02% |
| QUEST DIAGNOSTICS INC SEDOL 2702791 | 0.02% |
| REP OF INDONESIA P/P 144A 04.7500 01/08/2026 | 0.02% |
| SABINE PASS LIQUEFACTION 04.2000 03/15/2028 | 0.02% |
| STACR 2015-HQA2 M3 04.9845 05/25/2028 | 0.02% |
| STACR 2016-HQA1 M3 06.5345 09/25/2028 | 0.02% |
| TRUIST FIN CORP 04.8000 12/31/2099 | 0.02% |
| UBSCM 2012-C1 C P/P 144A 05.7547 05/10/2045 | 0.02% |
| VOPAK SEDOL 5809428 | 0.02% |
| WAMU 2007-HY2 1A1 03.5145 12/25/2036 | 0.02% |
| WASTE PRO USA INC P/P 144A 05.5000 02/15/2026 | 0.02% |
| WEYERHAEUSER CO 07.3750 03/15/2032 | 0.02% |
| WFCM 2013-LC12 C 04.4111 07/15/2046 | 0.02% |
| 0.85 R ISWP FWD US0003M P 06/17/2030 | 0.02% |
| ALLY FINANCIAL INC 08.0000 11/01/2031 | 0.02% |
| AMERICAN FINANCIAL GROUP INC SEDOL 2134532 | 0.02% |
| BROTHER INDUSTRIES LTD SEDOL 6146500 | 0.02% |
| CAMDEN PROPERTY TRUST 04.8750 06/15/2023 | 0.02% |
| CHEMED CORP SEDOL 2190084 | 0.02% |
| CMLTI 2005-2 1A2A 04.2660 05/25/2035 | 0.02% |
| COMCAST CORP 04.0490 11/01/2052 | 0.02% |
| COMM 2014-UBS6 C 04.5949 12/10/2047 | 0.02% |
| COMM 2015-LC19 A4 03.1830 02/10/2048 | 0.02% |
| DAITO TRUST CONSTRUCT CO LTD SEDOL 6250508 | 0.02% |
| DOMINICAN REPUBLIC REGS 06.5000 02/15/2048 | 0.02% |
| GENERAL ELECTRIC CO SEDOL 2380498 | 0.02% |
| GFL ENVIRONMENTAL P/P 144A 07.0000 06/01/2026 | 0.02% |
| GNR 2015-H25 BI IO 02.7630 10/20/2065 | 0.02% |
| GOLDMAN SACHS GROUP INC 02.6000 02/07/2030 | 0.02% |
| GRAY TELEVISION INC P/P 144A 07.0000 05/15/2027 | 0.02% |
| HOSHIZAKI CORP SEDOL B3FF8W8 | 0.02% |
| IHEARTCOMMUNICATIONS INC 08.3750 05/01/2027 | 0.02% |
| KKR GROUP FIN CO III P/P 144A 05.1250 06/01/2044 | 0.02% |
| KNORR-BREMSE AG SEDOL BD2P9X9 | 0.02% |
| KOITO MANUFACTURING CO LTD SEDOL 6496324 | 0.02% |
| MCDONALD'S HOLDINGS CO JAPAN SEDOL 6371863 | 0.02% |
| MSC 2016-BNK2 C 04.0339 11/15/2049 | 0.02% |
| NATIONAL BANK OF CANADA SEDOL 2077303 | 0.02% |
| NEUBERGER BERMAN GRP P/P 144A 04.8750 04/15/2045 | 0.02% |
| NEUROCRINE BIOSCIENCES INC SEDOL 2623911 | 0.02% |
| NOMURA REAL ESTATE HOLDINGS SEDOL B1CWJM5 | 0.02% |
| NOVELIS CORP P/P 144A 05.8750 09/30/2026 | 0.02% |
| OBAYASHI CORP SEDOL 6656407 | 0.02% |
| OSAT 2020-RPL1 A1 03.1990 12/26/2059 | 0.02% |
| OUTFRONT MEDIA INC SEDOL BSP6611 | 0.02% |
| PACIFIC GAS & ELECTRIC 02.1000 08/01/2027 | 0.02% |
| PULTEGROUP INC. 07.8750 06/15/2032 | 0.02% |
| RBS GLOBAL/REXNO P/P 144A 04.8750 12/15/2025 | 0.02% |
| SABINE PASS LIQUEF 05.0000 03/15/2027 | 0.02% |
| SAGE THERAPEUTICS INC SEDOL BP4GNK9 | 0.02% |
| STAPLES INC P/P 144A 07.5000 04/15/2026 | 0.02% |
| SUNDRUG CO LTD SEDOL 6817895 | 0.02% |
| SUZUKEN CO LTD SEDOL 6865560 | 0.02% |
| TAYLOR WIMPEY PLC SEDOL 0878230 | 0.02% |
| TENET HEALTHCARE CORPORATION 08.1250 04/01/2022 | 0.02% |
| WALT DISNEY COMP 07.7500 01/20/2024 | 0.02% |
| WEINGARTEN REALTY INVESTORS SEDOL 2946618 | 0.02% |
| WFRBS 2012-C9 D P/P 144A 04.9710 11/15/2045 | 0.02% |
| ARD FINANCE SA P/P 144A 06.5000 06/30/2027 | 0.02% |
| AUD/USD 07/15/2020 RBSF | 0.02% |
| C.H. ROBINSON WORLDWIDE INC SEDOL 2116228 | 0.02% |
| CAPGEMINI SE SEDOL 4163437 | 0.02% |
| COGNIZANT TECH SOLUTIONS-A SEDOL 2257019 | 0.02% |
| COMCAST CORP 03.9990 11/01/2049 | 0.02% |
| DH EUROPE FINANCE II USD 03.4000 11/15/2049 | 0.02% |
| DIAMONDBACK ENERGY INC 03.2500 12/01/2026 | 0.02% |
| DUKE ENERGY PROGRESS LLC 03.3750 09/01/2023 | 0.02% |
| FHLMC FR30 ZS9547 UMBS 04.0000 09/01/2045 | 0.02% |
| FOX CORP 04.0300 01/25/2024 | 0.02% |
| GSMS 2012-GC6 AS P/P 144A 04.9480 01/12/2045 | 0.02% |
| HONEYWELL INTL 03.8120 11/21/2047 | 0.02% |
| JPMCC 2010-C2 C P/P 144A 05.8216 11/15/2043 | 0.02% |
| KIMBERLY-CLARK CORP SEDOL 2491839 | 0.02% |
| LAFARGEHOLCIM LTD-REG SEDOL 7110753 | 0.02% |
| METLIFE CAP TRST IV P/P 144A 07.8750 12/15/2037 | 0.02% |
| NIELSEN FIN LLC/CO P/P 144A 05.0000 04/15/2022 | 0.02% |
| ODAKYU ELECTRIC RAILWAY CO SEDOL 6656106 | 0.02% |
| PANDORA A/S SEDOL B44XTX8 | 0.02% |
| PPL CAPITAL FUNDING INC 04.2000 06/15/2022 | 0.02% |
| SPRINT CORP 07.2500 09/15/2021 | 0.02% |
| TORONTO-DOMINION BANK SEDOL 2897222 | 0.02% |
| VIACOMCBS INC 02.9000 01/15/2027 | 0.02% |
| WFCM 2013-LC12 D P/P 144A 04.4111 07/15/2046 | 0.02% |
| WFCM 2016-LC25 XA IO 01.1233 12/15/2059 | 0.02% |
| WFRBS 2013-C15 D P/P 144A 04.6428 08/15/2046 | 0.02% |
| ALTICE FRANCE P/P 144A 06.0000 02/15/2028 | 0.01% |
| AMERICAN CAMPUS COMMUNITIES SEDOL B02H871 | 0.01% |
| APPLE INC 03.4500 05/06/2024 | 0.01% |
| AT&T INC 04.3000 02/15/2030 | 0.01% |
| BAE SYSTEMS PLC SEDOL 0263494 | 0.01% |
| BAFC 2005-B 3M1 00.8650 04/20/2035 | 0.01% |
| BRAND ENERGY & I P/P 144A 08.5000 07/15/2025 | 0.01% |
| BRAND ENERGY TL L+425 05.4519 06/21/2024 | 0.01% |
| CAS 2014-C03 2M2 03.0845 07/25/2024 | 0.01% |
| CAS 2014-C04 1M2 05.0845 11/25/2024 | 0.01% |
| COLT 2020-2 A1 01.8530 03/25/2065 | 0.01% |
| COMPASS MIN INTL P/P 144A 06.7500 12/01/2027 | 0.01% |
| CORPORATE OFFICE PROPERTIES SEDOL 2756152 | 0.01% |
| CRED SUIS GP FUN LTD USD 03.4500 04/16/2021 | 0.01% |
| CREDIT SUISSE GRP AG P/P 144A 03.8690 01/12/2029 | 0.01% |
| CSC HOLDINGS LLC 06.7500 11/15/2021 | 0.01% |
| DOLLAR TREE INC SEDOL 2272476 | 0.01% |
| GREAT LAKES D&D 08.0000 05/15/2022 | 0.01% |
| IHS MARKIT LTD USD 04.7500 08/01/2028 | 0.01% |
| JAPAN POST HOLDINGS CO LTD SEDOL BYT8143 | 0.01% |
| JPMORGAN CHASE & CO 02.9560 05/13/2031 | 0.01% |
| M3 INC SEDOL B02K2M3 | 0.01% |
| MICHELIN (CGDE) SEDOL 4588364 | 0.01% |
| MSBAM 2013-C9 D P/P 144A 04.2575 05/15/2046 | 0.01% |
| NZD/USD 07/15/2020 UBS | 0.01% |
| ONO PHARMACEUTICAL CO LTD SEDOL 6660107 | 0.01% |
| PACIFIC GAS & ELECTRIC 02.5000 02/01/2031 | 0.01% |
| REP OF INDONESIA P/P 144A 03.3750 04/15/2023 | 0.01% |
| SCOTTS MIRACLE-GRO 04.5000 10/15/2029 | 0.01% |
| STACR 2020-HQA1 M2 03.7350 01/25/2050 | 0.01% |
| STEVENS HLDG CO INC P/P 144A 06.1250 10/01/2026 | 0.01% |
| TTM TECHNOLOGIES INC P/P 144A 05.6250 10/01/2025 | 0.01% |
| UNITEDHEALTH GROUP INC 02.8750 03/15/2022 | 0.01% |
| UNIVAR SOLUTIONS P/P 144A 05.1250 12/01/2027 | 0.01% |
| WELLS FARGO & COMPANY 05.8750 12/29/2049 | 0.01% |
| WFCM 2014-LC16 XA IO 01.2653 08/15/2050 | 0.01% |
| ALIMEN COUCHE P/P 144A 02.9500 01/25/2030 | 0.01% |
| ALLISON TRANSMISSION P/P 144A 04.7500 10/01/2027 | 0.01% |
| AUTO TRADER GROUP PLC SEDOL BVYVFW2 | 0.01% |
| BANFF MERGER SUB INC P/P 144A 09.7500 09/01/2026 | 0.01% |
| BERKELEY GROUP HOLDINGS/THE SEDOL B02L3W3 | 0.01% |
| BGC PARTNERS INC 05.1250 05/27/2021 | 0.01% |
| BMIR 2018-2A M1B P/P 144A 01.5345 08/25/2028 | 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% |
| CBRE SERVICES INC 04.8750 03/01/2026 | 0.01% |
| CCO HLDGS LLC/CAP C P/P 144A 05.5000 05/01/2026 | 0.01% |
| COMPAGNIE DE SAINT-GOBAIN SEDOL 7380482 | 0.01% |
| COPA HOLDINGS SA-CLASS A SEDOL B0TNJH9 | 0.01% |
| CSAIL 2015-C1 D P/P 144A 03.9116 04/15/2050 | 0.01% |
| CURTISS-WRIGHT CORP SEDOL 2241205 | 0.01% |
| EMIR 2018-1 M1 01.8683 11/25/2028 | 0.01% |
| FINECOBANK SPA SEDOL BNGN9Z1 | 0.01% |
| FORD MOTOR COMPANY 09.0000 04/22/2025 | 0.01% |
| GNR 2016-H16 EI IO 01.9160 06/20/2066 | 0.01% |
| INTERCONTINENTAL HOTELS GROU SEDOL BHJYC05 | 0.01% |
| IRON MOUNTAIN INC P/P 144A 04.8750 09/15/2027 | 0.01% |
| JAPAN AIRLINES CO LTD SEDOL B8BRV46 | 0.01% |
| KRAFT HEINZ FOODS CO 03.0000 06/01/2026 | 0.01% |
| KRAFT HEINZ FOODS CO 05.0000 07/15/2035 | 0.01% |
| LPL HOLDINGS INC P/P 144A 05.7500 09/15/2025 | 0.01% |
| MATTAMY GROUP CORP P/P 144A 05.2500 12/15/2027 | 0.01% |
| MATTEL INC P/P 144A 05.8750 12/15/2027 | 0.01% |
| NIELSEN CO LUXEM P/P 144A 05.0000 02/01/2025 | 0.01% |
| ORACLE CORP JAPAN SEDOL 6141680 | 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% |
| PERSIMMON PLC SEDOL 0682538 | 0.01% |
| REFINITIV US HLDG P/P 144A 06.2500 05/15/2026 | 0.01% |
| SERVICE CORP INTL 05.1250 06/01/2029 | 0.01% |
| SERVICE CORP INTL 05.3750 05/15/2024 | 0.01% |
| SPRINT SPECTRUM P/P 144A 03.3600 09/20/2021 | 0.01% |
| STACR 2014-HQ2 M3 03.9345 09/25/2024 | 0.01% |
| STACR 2017-DNA2 M1 01.3845 10/25/2029 | 0.01% |
| STANLEY ELECTRIC CO LTD SEDOL 6841106 | 0.01% |
| STARWOOD PROPERTY TRUST INC SEDOL B3PQ520 | 0.01% |
| TERRIER MEDIA BU P/P 144A 08.8750 12/15/2027 | 0.01% |
| TRADEWEB MARKETS INC-CLASS A SEDOL BJXMVK2 | 0.01% |
| VIDEOTRON LTD USD 05.0000 07/15/2022 | 0.01% |
| WALT DISNEY CO/THE SEDOL 2270726 | 0.01% |
| WESTROCK MWV LLC 07.9500 02/15/2031 | 0.01% |
| YANGZIJIANG SHIPBUILDING SEDOL B1VT035 | 0.01% |
| ALBERTSONS COS/SAFE P/P 144A 04.6250 01/15/2027 | 0.01% |
| BAUSCH HLTH COS INC P/P 144A 06.1250 04/15/2025 | 0.01% |
| BIOMERIEUX SEDOL BF0LBX7 | 0.01% |
| BMC EAST LLC P/P 144A 05.5000 10/01/2024 | 0.01% |
| CEMEX FINANCE LLC P/P 144A 06.0000 04/01/2024 | 0.01% |
| COMM 2014-CR18 C 04.8821 07/15/2047 | 0.01% |
| CON EDISON CO OF NY INC 04.2000 03/15/2042 | 0.01% |
| CONTINENTAL RES 04.5000 04/15/2023 | 0.01% |
| CRC ESCROW ISSUER LL P/P 144A 05.2500 10/15/2025 | 0.01% |
| CVS PASS-THROUGH P/P 144A 04.7040 01/10/2036 | 0.01% |
| DISCOVERY COMMUNICATIONS 03.6250 05/15/2030 | 0.01% |
| EQUINOR ASA USD 05.1000 08/17/2040 | 0.01% |
| F5 NETWORKS INC SEDOL 2427599 | 0.01% |
| GENERAL MOTORS FINL CO 04.3000 07/13/2025 | 0.01% |
| GNMA GII30 BL6161 06.0000 12/20/2048 | 0.01% |
| GNR 2013-99 AS IO 05.8600 06/20/2043 | 0.01% |
| GW B-CR SECURITY P/P 144A 09.5000 11/01/2027 | 0.01% |
| HANKYU HANSHIN HOLDINGS INC SEDOL 6408664 | 0.01% |
| HCA INC 05.5000 06/15/2047 | 0.01% |
| HSBC USA INC 03.5000 06/23/2024 | 0.01% |
| HUSKY TLB L+300 03.3614 03/28/2025 | 0.01% |
| JONES LANG LASALLE INC SEDOL 2040640 | 0.01% |
| JPMCC 2013-C10 AS 03.3715 12/15/2047 | 0.01% |
| KINDER MORGAN ENER PART 03.4500 02/15/2023 | 0.01% |
| KOBE BUSSAN CO LTD SEDOL B14RJB7 | 0.01% |
| MATCH GROUP INC P/P 144A 05.0000 12/15/2027 | 0.01% |
| MERCK & CO. INC. 02.7500 02/10/2025 | 0.01% |
| MSC 2011-C3 D P/P 144A 05.4192 07/15/2049 | 0.01% |
| NEWCREST MINING LTD SEDOL 6637101 | 0.01% |
| NEXSTAR ESCROW P/P 144A 05.6250 07/15/2027 | 0.01% |
| NZD/USD 07/15/2020 SSBT | 0.01% |
| ORTHO-CLINICAL TLB L+325 03.4288 06/30/2025 | 0.01% |
| RAMC 2003-4 A1 00.7045 03/25/2034 | 0.01% |
| RECRUIT HOLDINGS CO LTD SEDOL BQRRZ00 | 0.01% |
| SABRE GLBL INC P/P 144A 09.2500 04/15/2025 | 0.01% |
| SCIENTIFIC GAMES P/P 144A 07.2500 11/15/2029 | 0.01% |
| SERVICE CORPORATION INTL 04.6250 12/15/2027 | 0.01% |
| SPRINT CORP 07.6250 03/01/2026 | 0.01% |
| STACR 2017-DNA1 M2 03.4345 07/25/2029 | 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% |
| TEVA PHARMACEUTICALS NE USD 06.7500 03/01/2028 | 0.01% |
| VISTRA CORP P/P 144A 05.5000 09/01/2026 | 0.01% |
| 1011778 BC / NEW RED P/P 144A 05.0000 10/15/2025 | 0.01% |
| ACS ACTIVIDADES SEDOL B01FLQ6 | 0.01% |
| ALTICE FRANCE P/P 144A 10.5000 05/15/2027 | 0.01% |
| AMUNDI SA SEDOL BYZR014 | 0.01% |
| ARCELORMITTAL USD 07.2500 10/15/2039 | 0.01% |
| ARRW 2019-1 A3 04.2080 01/25/2049 | 0.01% |
| ASCEND LEARNING LLC P/P 144A 06.8750 08/01/2025 | 0.01% |
| AUD/USD 07/15/2020 HSBCB | 0.01% |
| BANK OF MONTREAL SEDOL 2076009 | 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% |
| BENEFIT ONE INC SEDOL B02JV67 | 0.01% |
| BIG RVR STL/FIN P/P 144A 07.2500 09/01/2025 | 0.01% |
| BT GROUP PLC SEDOL 3091357 | 0.01% |
| CAN IMPERIAL BK OF COMMERCE SEDOL 2170525 | 0.01% |
| CAS 2017-C01 1EB1 01.4345 07/25/2029 | 0.01% |
| CELANESE US HOLDINGS LLC 04.6250 11/15/2022 | 0.01% |
| CF INDUSTRIES INC 04.9500 06/01/2043 | 0.01% |
| CHAMPIONX CORP 06.3750 05/01/2026 | 0.01% |
| CHS/COMMUNITY P/P 144A 06.6250 02/15/2025 | 0.01% |
| CLUBCORP HLDG INC P/P 144A 08.5000 09/15/2025 | 0.01% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CS | 0.01% |
| CWALT 2005-59 1A1 00.5200 11/20/2035 | 0.01% |
| DCP MIDSTREAM P/P 144A 06.7500 09/15/2037 | 0.01% |
| DOMINICAN REPUBLIC REGS 06.0000 07/19/2028 | 0.01% |
| ELANCO ANIMAL HEALTH 05.6500 08/28/2028 | 0.01% |
| ENERGY TRANSFER OPERATNG 02.9000 05/15/2025 | 0.01% |
| FISHER PAYKEL SEDOL 6340250 | 0.01% |
| GNR 2017-162 QI IO 05.0000 10/11/2047 | 0.01% |
| GOLDEN NUGGET INC P/P 144A 06.7500 10/15/2024 | 0.01% |
| GREIF INC P/P 144A 06.5000 03/01/2027 | 0.01% |
| HOWARD HUGHES CORP P/P 144A 05.3750 03/15/2025 | 0.01% |
| HUB INTL LTD P/P 144A 07.0000 05/01/2026 | 0.01% |
| HUSKY III HLDG LTD P/P 144A 13.0000 02/15/2025 | 0.01% |
| INTELSAT JACKSON HLD P/P 144A 09.7500 07/15/2025 | 0.01% |
| ISTAR INC 04.2500 08/01/2025 | 0.01% |
| ISTAR INC 04.7500 10/01/2024 | 0.01% |
| MEREDITH CORP 06.8750 02/01/2026 | 0.01% |
| MIZUHO FINANCIAL GROUP INC SEDOL 6591014 | 0.01% |
| NEC CORP SEDOL 6640400 | 0.01% |
| ORACLE CORP 05.3750 07/15/2040 | 0.01% |
| OVINTIV INC SEDOL BL3GRC2 | 0.01% |
| PARK-OHIO INDUSTRIES INC 06.6250 04/15/2027 | 0.01% |
| PETROLEOS MEXICANOS P/P 144A 07.6900 01/23/2050 | 0.01% |
| PNC FINANCIAL SERVICES 03.3000 03/08/2022 | 0.01% |
| PQ CORP P/P 144A 05.7500 12/15/2025 | 0.01% |
| PRUDENTIAL FINANCIAL INC 05.2000 03/15/2044 | 0.01% |
| REPUBLIC OF PERU USD 05.6250 11/18/2050 | 0.01% |
| SEVEN BANK LTD SEDOL B2NT8S1 | 0.01% |
| SOLENIS 1STL L+400 04.3625 06/26/2025 | 0.01% |
| SPIRAX-SARCO ENGINEERING PLC SEDOL BWFGQN1 | 0.01% |
| STANLEY BLACK & DECKER I 05.2500 CV PFD | 0.01% |
| SVENSKA HNDLSBKN P/P 144A 00.6250 06/30/2023 | 0.01% |
| SWISS LIFE HOLDING AG-REG SEDOL 7437805 | 0.01% |
| VMWARE INC 03.9000 08/21/2027 | 0.01% |
| WAMU 2005-AR9 A1C3 01.1445 07/25/2045 | 0.01% |
| ALLEGHENY TECHNOLOGIES INC 07.8750 08/15/2023 | 0.01% |
| AMAZON.COM INC 01.5000 06/03/2030 | 0.01% |
| ASHTEAD CAPITAL INC P/P 144A 04.2500 11/01/2029 | 0.01% |
| BANQUE CANTONALE VAUDOIS-REG SEDOL BMFY8R3 | 0.01% |
| BAUSCH HEALTH COS INC REGS 04.5000 05/15/2023 | 0.01% |
| BWAY HOLDING CO P/P 144A 07.2500 04/15/2025 | 0.01% |
| CAS 2014-C02 1M2 02.7845 05/25/2024 | 0.01% |
| CFCRE 2011-C2 D P/P 144A 05.9305 12/15/2047 | 0.01% |
| CHENIERE CORP CHRIST 05.8750 03/31/2025 | 0.01% |
| CHUBU ELECTRIC POWER CO INC SEDOL 6195609 | 0.01% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 CS | 0.01% |
| CONSTELLIUM SE P/P 144A 05.8750 02/15/2026 | 0.01% |
| CWALT 2006-24CB A19 00.6845 08/25/2036 | 0.01% |
| DIAMOND SPORTS GR/DI P/P 144A 06.6250 08/15/2027 | 0.01% |
| ELEKTA AB-B SHS SEDOL B0M42T2 | 0.01% |
| FAIRFAX US INC P/P 144A 04.8750 08/13/2024 | 0.01% |
| FUJIFILM HOLDINGS CORP SEDOL 6356525 | 0.01% |
| GENERAL DYNAMICS CORP 02.2500 11/15/2022 | 0.01% |
| HARGREAVES LANSDOWN PLC SEDOL B1VZ0M2 | 0.01% |
| HKT TRUST AND HKT LTD-SS SEDOL B4TXDZ3 | 0.01% |
| ICL GROUP LTD SEDOL 6455530 | 0.01% |
| JAPAN POST BANK CO LTD SEDOL BYT8165 | 0.01% |
| JPMORGAN CHASE & CO 06.1000 02/01/2049 | 0.01% |
| KAKAKU.COM INC SEDOL 6689533 | 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% |
| MARRIOTT INTERNATIONAL 05.7500 05/01/2025 | 0.01% |
| NAVISTAR INTL CORP P/P 144A 06.6250 11/01/2025 | 0.01% |
| NORFOLK SOUTHERN CORP SEDOL 2641894 | 0.01% |
| ORKLA ASA SEDOL B1VQF42 | 0.01% |
| PENSKE TRUCK LE P/P 144A 03.4000 11/15/2026 | 0.01% |
| PROLOGIS LP 02.2500 04/15/2030 | 0.01% |
| PROVIDENT FDG/PFG FI P/P 144A 06.3750 06/15/2025 | 0.01% |
| RYOHIN KEIKAKU CO LTD SEDOL 6758455 | 0.01% |
| SANTANDER UK PLC P/P 144A 05.0000 11/07/2023 | 0.01% |
| SIX FLAGS THEME PARK P/P 144A 07.0000 07/01/2025 | 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% |
| T-MOBILE USA INC 04.7500 02/01/2028 | 0.01% |
| TRANSDIGM INC 05.5000 11/15/2027 | 0.01% |
| TREASURY BILL 00.0000 07/16/2020 | 0.01% |
| US CONCRETE INC 06.3750 06/01/2024 | 0.01% |
| WAMU 2005-AR14 1A2 03.8279 12/25/2035 | 0.01% |
| WERNER FINCO LP/INC P/P 144A 08.7500 07/15/2025 | 0.01% |
| WESCO DISTRIBUT P/P 144A 07.2500 06/15/2028 | 0.01% |
| WYNN LAS VEGAS P/P 144A 05.2500 05/15/2027 | 0.01% |
| WYNN RESORTS FIN LLC P/P 144A 05.1250 10/01/2029 | 0.01% |
| ABBVIE INC P/P 144A 03.4500 03/15/2022 | 0.01% |
| AKER BP ASA P/P 144A 03.7500 01/15/2030 | 0.01% |
| ALTICE FRANCE P/P 144A 07.3750 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% |
| 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% |
| BECTON DICKINSON AND CO SEDOL 2087807 | 0.01% |
| BERKSHIRE HATHAWAY FIN 04.3000 05/15/2043 | 0.01% |
| BMW US CAPITAL LLC P/P 144A 03.4000 08/13/2021 | 0.01% |
| CCO HLDGS LLC/CAP CO P/P 144A 05.7500 02/15/2026 | 0.01% |
| CGCMT 2014-GC19 D P/P 144A 05.2614 03/10/2047 | 0.01% |
| CHUGOKU ELECTRIC POWER CO SEDOL 6195900 | 0.01% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS | 0.01% |
| CNO FINANCIAL GROUP INC 05.2500 05/30/2029 | 0.01% |
| DIAMOND 1 FIN/DIAMON P/P 144A 08.3500 07/15/2046 | 0.01% |
| EG GLOBAL FIN PLC P/P 144A 06.7500 02/07/2025 | 0.01% |
| ENDEAVOR ENERGY P/P 144A 06.6250 07/15/2025 | 0.01% |
| ENTERCOM MEDIA CORP P/P 144A 07.2500 11/01/2024 | 0.01% |
| FHR 3829 AS IO 06.7653 03/15/2041 | 0.01% |
| FISERV INC SEDOL 2342034 | 0.01% |
| FORD MOTOR CREDIT CO LLC 04.2710 01/09/2027 | 0.01% |
| GFL ENVIRON INC P/P 144A 05.1250 12/15/2026 | 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% |
| GOLDMAN SACHS GROUP INC 06.7500 10/01/2037 | 0.01% |
| GSMS 2014-GC24 XA IO 00.8667 09/10/2047 | 0.01% |
| HCA INC 05.2500 06/15/2026 | 0.01% |
| L BRANDS INC 07.5000 06/15/2029 | 0.01% |
| MATTAMY GROUP CORP P/P 144A 04.6250 03/01/2030 | 0.01% |
| MEREDITH CORP P/P 144A 06.5000 07/01/2025 | 0.01% |
| MITSUBISHI UFJ LEASE & FINAN SEDOL 6268976 | 0.01% |
| MTR CORP SEDOL 6290054 | 0.01% |
| NEWELL BRANDS INC 04.7000 04/01/2026 | 0.01% |
| OCCIDENTAL PETROLEUM COR 04.1000 02/01/2021 | 0.01% |
| ONCOR ELECTRIC DELIVERY 05.3000 06/01/2042 | 0.01% |
| PACIFIC GAS & ELECTRIC 02.9500 03/01/2026 | 0.01% |
| PANTHER BF AGGRE 2 P/P 144A 08.5000 05/15/2027 | 0.01% |
| PUBLIC SERVICE ELECTRIC 05.5000 03/01/2040 | 0.01% |
| RITE AID CORP P/P 144A 06.1250 04/01/2023 | 0.01% |
| SANOFI SEDOL 5671735 | 0.01% |
| SMURFIT KAPPA TREASURY USD 07.5000 11/20/2025 | 0.01% |
| SOHGO SECURITY SERVICES CO SEDOL 6546359 | 0.01% |
| SPRINGLEAF FINANCE CORP 05.3750 11/15/2029 | 0.01% |
| STACR 2016-DNA3 M3 05.1845 12/25/2028 | 0.01% |
| STARWOOD PROP TR 04.7500 03/15/2025 | 0.01% |
| SWISS PRIME SITE-REG SEDOL B083BH4 | 0.01% |
| TMS INTL HLDG CORP P/P 144A 07.2500 08/15/2025 | 0.01% |
| UNITED MEXICAN STATES USD 03.2500 04/16/2030 | 0.01% |
| UNIVISION COMM P/P 144A 05.1250 02/15/2025 | 0.01% |
| UNIVISION COMM P/P 144A 06.6250 06/01/2027 | 0.01% |
| USA COMPRESSION PART 06.8750 04/01/2026 | 0.01% |
| USI INC/NY P/P 144A 06.8750 05/01/2025 | 0.01% |
| WAMU 2005-AR11 A1B3 00.5845 08/25/2045 | 0.01% |
| WESTPAC BANKING CORP USD 04.4210 07/24/2039 | 0.01% |
| 1011778 BC / NEW RED P/P 144A 03.8750 01/15/2028 | 0.01% |
| AG ISSUER LLC P/P 144A 06.2500 03/01/2028 | 0.01% |
| ALBERTSONS COS LLC P/P 144A 07.5000 03/15/2026 | 0.01% |
| ALTICE FRANCE SA P/P 144A 05.5000 01/15/2028 | 0.01% |
| APACHE CORPORATION 03.2500 04/15/2022 | 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 07/15/2020 WPAC | 0.01% |
| BERRY GLOBAL INC 05.1250 07/15/2023 | 0.01% |
| BOMBARDIER INC P/P 144A 07.8750 04/15/2027 | 0.01% |
| BUILDERS FIRSTSOURCE P/P 144A 06.7500 06/01/2027 | 0.01% |
| CAS 2015-C01 1M2 04.4845 02/25/2025 | 0.01% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | 0.01% |
| CNO FINANCIAL GROUP INC 05.2500 05/30/2025 | 0.01% |
| COMM 2014-UBS6 XA IO 01.0384 12/10/2047 | 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% |
| DEVON ENERGY CORPORATION 07.9500 04/15/2032 | 0.01% |
| DIAMOND SPORTS P/P 144A 05.3750 08/15/2026 | 0.01% |
| EQUINIX INC 05.3750 05/15/2027 | 0.01% |
| ESH HOSPITALITY INC P/P 144A 05.2500 05/01/2025 | 0.01% |
| EUR/GBP CALL 0.90 20200803 UBS | 0.01% |
| GENERAL MOTORS CO 06.1250 10/01/2025 | 0.01% |
| GLP CAPITAL LP / FIN II 05.2500 06/01/2025 | 0.01% |
| GNMA GII30 BL6185 06.0000 01/20/2049 | 0.01% |
| GNMA GII30 BL6219 06.0000 03/20/2049 | 0.01% |
| GNMA GII30 BL6235 06.0000 04/20/2049 | 0.01% |
| GNR 2015-H26 EI IO 01.6944 10/20/2065 | 0.01% |
| HD SUPPLY HOLDINGS INC SEDOL BBL5981 | 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% |
| IHEARTCOMMUNICATIONS INC 06.3750 05/01/2026 | 0.01% |
| IPALCO ENTPRS IN 03.7000 09/01/2024 | 0.01% |
| JPMBB 2014-C25 XA IO 00.9986 11/15/2047 | 0.01% |
| KOBAYASHI PHARMACEUTICAL CO SEDOL 6149457 | 0.01% |
| KRAFT HEINZ FOODS CO P/P 144A 03.8750 05/15/2027 | 0.01% |
| LIONS GATE CAP HOLD P/P 144A 06.3750 02/01/2024 | 0.01% |
| LOUISIANA-PACIFIC CORPORATION 04.8750 09/15/2024 | 0.01% |
| MARATHON PETRO CORP 06.5000 03/01/2041 | 0.01% |
| MAXIM INTEGRATED PRODUCTS SEDOL 2573760 | 0.01% |
| NATIONSTAR MTG P/P 144A 08.1250 07/15/2023 | 0.01% |
| NAVISTAR INTL CORP P/P 144A 09.5000 05/01/2025 | 0.01% |
| NETFLIX INC 04.8750 04/15/2028 | 0.01% |
| NEXSTAR BROADC P/P 144A 05.6250 08/01/2024 | 0.01% |
| NIPPON STEEL CORP SEDOL 6642569 | 0.01% |
| NORDSTROM INC P/P 144A 08.7500 05/15/2025 | 0.01% |
| OCCIDENTAL PETROLEUM COR 06.4500 09/15/2036 | 0.01% |
| OCCIDENTAL PETROLEUM CORP SEDOL 2655408 | 0.01% |
| PEPTIDREAM INC SEDOL B97SH97 | 0.01% |
| PERTAMINA PERSERO PT P/P 144A 04.3000 05/20/2023 | 0.01% |
| PRECISION DRILL P/P 144A 07.1250 01/15/2026 | 0.01% |
| PRIME SECURITY SVCS P/P 144A 06.2500 01/15/2028 | 0.01% |
| REPUBLIC OF SENEGAL REGS 06.2500 07/30/2024 | 0.01% |
| ROYAL BK SCOTLND GRP PLC USD 07.5000 12/29/2049 | 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% |
| SOFTBANK GROUP CORP SEDOL 6770620 | 0.01% |
| SONIC HEALTHCARE LTD SEDOL 6821120 | 0.01% |
| STACR 2015-DNA2 M3 04.0845 12/25/2027 | 0.01% |
| SUGAR HSP GAMING P/P 144A 05.8750 05/15/2025 | 0.01% |
| TENNANT CO 05.6250 05/01/2025 | 0.01% |
| THE BANK OF NOVA SCOTIA USD 02.7000 03/07/2022 | 0.01% |
| TRIVIUM PACK FIN P/P 144A 05.5000 08/15/2026 | 0.01% |
| WFRBS 2013-C14 XA IO 00.8556 06/15/2046 | 0.01% |
| WR GRACE & CO-CONN P/P 144A 05.6250 10/01/2024 | 0.01% |
| AIR METHODS CORP P/P 144A 08.0000 05/15/2025 | 0.01% |
| AMSTED INDUSTRIES P/P 144A 05.6250 07/01/2027 | 0.01% |
| ANHEUSER-BUSCH INBEV WOR 04.1500 01/23/2025 | 0.01% |
| ANTERO RESOURCES 05.3750 11/01/2021 | 0.01% |
| ANTERO RESOURCES FIN 05.1250 12/01/2022 | 0.01% |
| ASCENT RESOURCES/AEU P/P 144A 10.0000 04/01/2022 | 0.01% |
| AXALTA COATING SYS P/P 144A 04.8750 08/15/2024 | 0.01% |
| BAUSCH HLTH COS INC P/P 144A 06.2500 02/15/2029 | 0.01% |
| BRIDGESTONE CORP SEDOL 6132101 | 0.01% |
| BUMT 2005-1 1A1 00.7845 09/25/2045 | 0.01% |
| CAPITAL ONE FINANCIAL CO 04.2000 10/29/2025 | 0.01% |
| CENOVUS ENERGY INC USD 06.7500 11/15/2039 | 0.01% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 JP | 0.01% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 ML | 0.01% |
| COMM 2014-CR19 XA IO 01.1633 08/10/2047 | 0.01% |
| COMMONWEALTH EDISON CO 05.9000 03/15/2036 | 0.01% |
| COMMSCOPE TECH LLC P/P 144A 06.0000 06/15/2025 | 0.01% |
| CROWN CORK & SEAL CO INC 07.3750 12/15/2026 | 0.01% |
| DIAMOND 1 FIN/DIAMON P/P 144A 07.1250 06/15/2024 | 0.01% |
| DISH NETWORK CV 03.3750 08/15/2026 | 0.01% |
| DRESDNER FDG TRST I P/P 144A 08.1510 06/30/2031 | 0.01% |
| EMIR 2018-1 M2 03.1683 11/25/2028 | 0.01% |
| ENTERCOM MEDIA CORP P/P 144A 06.5000 05/01/2027 | 0.01% |
| EUR/USD CALL 1.16 20201118 BANKAM | 0.01% |
| EUR/USD CALL 1.16 20201118 GSFX | 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% |
| GAP INC/THE P/P 144A 08.3750 05/15/2023 | 0.01% |
| GEBERIT AG-REG SEDOL B1WGG93 | 0.01% |
| GNMA GII30 BL6216 06.0000 03/20/2049 | 0.01% |
| GOLDEN NUGGET INC P/P 144A 08.7500 10/01/2025 | 0.01% |
| INDIGO NATURAL P/P 144A 06.8750 02/15/2026 | 0.01% |
| JPMBB 2015-C33 XA IO 01.0620 12/15/2048 | 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% |
| LADDER CAP FINAN P/P 144A 04.2500 02/01/2027 | 0.01% |
| LAMB WESTON HLD P/P 144A 04.8750 05/15/2028 | 0.01% |
| LIONS GATE CAP HOLD P/P 144A 05.8750 11/01/2024 | 0.01% |
| MBX.FN30.500.09 R USL1M P 01/12/40 BC | 0.01% |
| MEG ENERGY CORP P/P 144A 06.5000 01/15/2025 | 0.01% |
| NEWFIELD EXPLORATION CO 05.7500 01/30/2022 | 0.01% |
| NOBLE ENERGY INC. 03.9000 11/15/2024 | 0.01% |
| NRG ENERGY INC. 07.2500 05/15/2026 | 0.01% |
| NUCOR CORP SEDOL 2651086 | 0.01% |
| NUTRIEN LTD USD 02.9500 05/13/2030 | 0.01% |
| NUTRIEN LTD USD 05.2500 01/15/2045 | 0.01% |
| OCCIDENTAL PETROLEUM COR 04.8500 03/15/2021 | 0.01% |
| POMEGRANATE MERGER S P/P 144A 09.7500 05/01/2023 | 0.01% |
| POWER SOLUTIONS TLB L+350 05.7344 04/30/2026 | 0.01% |
| QORVO INC 05.5000 07/15/2026 | 0.01% |
| QORVO INC SEDOL BR9YYP4 | 0.01% |
| RAYTHEON TECH CORP P/P 144A 04.8750 10/15/2040 | 0.01% |
| REPUBLIC OF SENEGAL REGS 06.7500 03/13/2048 | 0.01% |
| SABINE PASS LIQUEFAC 05.7500 05/15/2024 | 0.01% |
| SPRINGLEAF FINANCE CORP 06.8750 03/15/2025 | 0.01% |
| STACR 2015-DN1 M3 04.3345 01/25/2025 | 0.01% |
| STATION CASINOS LLC P/P 144A 04.5000 02/15/2028 | 0.01% |
| STEEL DYNAMICS INC 05.5000 10/01/2024 | 0.01% |
| SWEDISH MATCH AB SEDOL 5048566 | 0.01% |
| TMX FIN LLC/TITLEMAX P/P 144A 11.1250 04/01/2023 | 0.01% |
| VIACOMCBS INC 04.0000 01/15/2026 | 0.01% |
| WM MORRISON SUPERMARKETS SEDOL 0604316 | 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 05.8750 06/15/2028 | 0.01% |
| WPX ENERGY INC 08.2500 08/01/2023 | 0.01% |
| WYNDHAM HOTELS & RE P/P 144A 05.3750 04/15/2026 | 0.01% |
| 1011778 BC ULC / P/P 144A 04.3750 01/15/2028 | 0.01% |
| ABC-MART INC SEDOL 6292102 | 0.01% |
| ALLIANT HOLDINGS P/P 144A 06.7500 10/15/2027 | 0.01% |
| AMSTED INDUSTRIES P/P 144A 04.6250 05/15/2030 | 0.01% |
| AUD/USD 07/15/2020 TDBK | 0.01% |
| BAUSCH HLTH COS INC P/P 144A 05.5000 11/01/2025 | 0.01% |
| BEACON ROOFING SUPP P/P 144A 04.8750 11/01/2025 | 0.01% |
| BSCMS 2006-PW11 B P/P 144A 05.8015 03/11/2039 | 0.01% |
| CALPINE CORP P/P 144A 05.2500 06/01/2026 | 0.01% |
| CAS 2015-C02 2M2 04.1845 05/25/2025 | 0.01% |
| CAS 2019-HRP1 M2 02.3345 11/25/2039 | 0.01% |
| CCO HOLDINGS LLC P/P 144A 04.5000 05/01/2032 | 0.01% |
| CENTENE CORP 04.7500 05/15/2022 | 0.01% |
| CGCMT 2012-GC8 XA IO P/P 144A 01.9252 09/10/2045 | 0.01% |
| CHARTER COMM OPT LLC 05.3750 05/01/2047 | 0.01% |
| CLARIOS GLOBAL LP P/P 144A 06.7500 05/15/2025 | 0.01% |
| CLEAN HARBORS INC P/P 144A 04.8750 07/15/2027 | 0.01% |
| CLEAR CHANNEL WORLDW P/P 144A 05.1250 08/15/2027 | 0.01% |
| COMCAST CORP 06.5000 11/15/2035 | 0.01% |
| COMM 2013-CR11 XA IO 01.0907 08/10/2050 | 0.01% |
| COMM 2014-LC17 XA IO 00.9185 10/10/2047 | 0.01% |
| COMSTOCK RE INC P/P 144A 07.5000 05/15/2025 | 0.01% |
| CROWN CASTLE INTL CORP 04.8750 04/15/2022 | 0.01% |
| DCP MIDSTREAM OPERATING 05.6250 07/15/2027 | 0.01% |
| DENBURY RESOURCES IN P/P 144A 09.0000 05/15/2021 | 0.01% |
| DIAMONDBACK ENERGY INC 05.3750 05/31/2025 | 0.01% |
| ENERGY TRANSFER OPERATNG 06.1250 12/15/2045 | 0.01% |
| FIDELITY NATIONAL INFORM 03.0000 08/15/2026 | 0.01% |
| FRESENIUS MEDICAL CARE AG & SEDOL 5129074 | 0.01% |
| FRONTIER COMM P/P 144A 08.5000 04/01/2026 | 0.01% |
| GENERAL MOTORS FINL CO 04.0000 01/15/2025 | 0.01% |
| GFL ENVIRONMENTA P/P 144A 08.5000 05/01/2027 | 0.01% |
| GNMA GII30 BL6184 06.0000 02/20/2049 | 0.01% |
| GNMA GII30 BL6217 06.0000 03/20/2049 | 0.01% |
| HANESBRANDS INC P/P 144A 04.6250 05/15/2024 | 0.01% |
| HMIR 2018-1 M1 P/P 144A 01.7845 10/25/2028 | 0.01% |
| HONGKONG LAND HOLDINGS LTD SEDOL 6434915 | 0.01% |
| ICAHN ENTER/FIN 06.7500 02/01/2024 | 0.01% |
| IDR/USD 08/19/2020 BCAP-FX | 0.01% |
| ITRON INC P/P 144A 05.0000 01/15/2026 | 0.01% |
| JPMCC 2012-LC9 D P/P 144A 04.5654 12/15/2047 | 0.01% |
| KFC HLD/PIZZA HUT/TA P/P 144A 04.7500 06/01/2027 | 0.01% |
| KINDER MORGAN INC/DELAWA 07.7500 01/15/2032 | 0.01% |
| LEVEL 3 FIN INC P/P 144A 04.2500 07/01/2028 | 0.01% |
| MBX.FN30.500.10 R USL1M P 01/12/41 CI | 0.01% |
| MLMI 2005-A2 A2 03.7380 02/25/2035 | 0.01% |
| MSRR 2015-R4 CB1 00.9939 08/26/2047 | 0.01% |
| NABORS INDUSTRIES INC. 05.7500 02/01/2025 | 0.01% |
| NOVELIS CORP P/P 144A 04.7500 01/30/2030 | 0.01% |
| NZD/USD 07/15/2020 BCAP-FX | 0.01% |
| OUTFRONT MEDIA C P/P 144A 06.2500 06/15/2025 | 0.01% |
| PENN NATIONAL GAMING P/P 144A 05.6250 01/15/2027 | 0.01% |
| QVC INC 04.8500 04/01/2024 | 0.01% |
| RESIDEO FUNDING INC P/P 144A 06.1250 11/01/2026 | 0.01% |
| SOFINA SEDOL 4820301 | 0.01% |
| SS&C TECH INC P/P 144A 05.5000 09/30/2027 | 0.01% |
| STACR 2019-DNA1 M2 02.8345 01/25/2049 | 0.01% |
| STACR 2019-HQA1 M2 02.5183 02/25/2049 | 0.01% |
| TOPBUILD CORP P/P 144A 05.6250 05/01/2026 | 0.01% |
| TRANSDIGM INC 06.3750 06/15/2026 | 0.01% |
| TRANSOCEAN POSEIDON P/P 144A 06.8750 02/01/2027 | 0.01% |
| TWDC ENTERPRISES 18 CORP 02.7500 08/16/2021 | 0.01% |
| USD/JPY PUT 105.00 20201124 BANKAM | 0.01% |
| USD/JPY PUT 105.00 20201124 GSFX | 0.01% |
| VALVOLINE INC P/P 144A 04.2500 02/15/2030 | 0.01% |
| VISTRA CORP P/P 144A 05.0000 07/31/2027 | 0.01% |
| WFRBS 2012-C9 XA IO P/P 144A 02.0478 11/15/2045 | 0.01% |
| WOLVERINE WORLD WIDE P/P 144A 05.0000 09/01/2026 | 0.01% |
| WOLVERINE WORLD WIDE P/P 144A 06.3750 05/15/2025 | 0.01% |
| WR GRACE & CO-CONN P/P 144A 04.8750 06/15/2027 | 0.01% |
| ZF NA CAPITAL P/P 144A 04.5000 04/29/2022 | 0.01% |
| ZIGGO BV P/P 144A 05.5000 01/15/2027 | 0.01% |
| 0.40 R ISWP FWD US0003M P 06/17/2022 | 0.00% |
| AIRBUS SE SEDOL 4012250 | 0.00% |
| ANHEUSER-BUSCH INBEV WOR 02.5000 07/15/2022 | 0.00% |
| APACHE CORP 04.3750 10/15/2028 | 0.00% |
| ASCEND LEARNING LLC P/P 144A 06.8750 08/01/2025 | 0.00% |
| BANK OF AMERICA CORP 01.0734 09/15/2026 | 0.00% |
| BERKSHIRE HATHAWAY INC-CL B SEDOL 2073390 | 0.00% |
| BERRY GLOBAL INC P/P 144A 05.6250 07/15/2027 | 0.00% |
| BOXER PARENT CO INC P/P 144A 09.1250 03/01/2026 | 0.00% |
| BWAY CORP TLB L+325 04.5614 04/03/2024 | 0.00% |
| CAD/USD 07/15/2020 GSFX | 0.00% |
| CAS 2019-R02 1M2 02.4845 08/25/2031 | 0.00% |
| CENTENE CORP P/P 144A 05.2500 04/01/2025 | 0.00% |
| CHS/COMMUNITY HEALT P/P 144A 08.1250 06/30/2024 | 0.00% |
| CLEAR CHANNEL WORLD 09.2500 02/15/2024 | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 JP | 0.00% |
| COLOPLAST-B SEDOL B8FMRX8 | 0.00% |
| CROWN AMER/CAP 04.7500 02/01/2026 | 0.00% |
| CWALT 2005-27 1A1 02.1614 08/25/2035 | 0.00% |
| DEVON ENERGY CORPORATION 07.8750 09/30/2031 | 0.00% |
| DIAMONDBACK ENERGY INC 04.7500 05/31/2025 | 0.00% |
| ENERGIZER HLDG INC P/P 144A 06.3750 07/15/2026 | 0.00% |
| EOG RESOURCES INC 04.1500 01/15/2026 | 0.00% |
| EUR/CHF CALL 1.10 20201209 CSI-FX | 0.00% |
| FHR 3408 EK 25.0497 04/15/2037 | 0.00% |
| FIFTH THIRD BANCORP 05.1000 12/29/2049 | 0.00% |
| FRONTIER COMM 10.5000 09/15/2022 | 0.00% |
| GARTNER INC P/P 144A 05.1250 04/01/2025 | 0.00% |
| GLP CAPITAL LP / FIN II 05.3750 04/15/2026 | 0.00% |
| GMAC CAPITAL TRUST I PCT 06.1773 | 0.00% |
| GNMA GII30 BL6218 06.0000 02/20/2049 | 0.00% |
| GSMS 2013-GC10 XA IO 01.6420 02/10/2046 | 0.00% |
| GSMS 2014-GC22 XA IO 01.1394 06/10/2047 | 0.00% |
| HOLOGIC INC P/P 144A 04.3750 10/15/2025 | 0.00% |
| ICAHN ENTER 04.7500 09/15/2024 | 0.00% |
| ICAHN ENTER/FIN 05.2500 05/15/2027 | 0.00% |
| IRB HOLDING CORP P/P 144A 07.0000 06/15/2025 | 0.00% |
| JARDINE MATHESON HLDGS LTD SEDOL 6472119 | 0.00% |
| JELD-WEN INC P/P 144A 04.6250 12/15/2025 | 0.00% |
| LIVE NATION ENT P/P 144A 06.5000 05/15/2027 | 0.00% |
| LIVE NATION ENTERTAI P/P 144A 05.6250 03/15/2026 | 0.00% |
| MATCH GROUP INC P/P 144A 04.6250 06/01/2028 | 0.00% |
| MAUSER PACKAGING SOL P/P 144A 05.5000 04/15/2024 | 0.00% |
| MERCER INTL INC USD 06.5000 02/01/2024 | 0.00% |
| MET LIFE GLOB FUND P/P 144A 03.0000 01/10/2023 | 0.00% |
| MICROCHIP TECH INC P/P 144A 04.2500 09/01/2025 | 0.00% |
| MONDELEZ INTERNATIONAL 02.1250 04/13/2023 | 0.00% |
| MSAC 2004-HE6 M1 01.0095 08/25/2034 | 0.00% |
| MSBAM 2014-C17 XA IO 01.2652 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% |
| NEWELL BRANDS INC 04.8750 06/01/2025 | 0.00% |
| PANTHER BF AGGREGA P/P 144A 06.2500 05/15/2026 | 0.00% |
| PENSKE AUTO GRP INC 05.7500 10/01/2022 | 0.00% |
| PETROBRAS GLOBAL FIN USD 05.9990 01/27/2028 | 0.00% |
| RITE AID CORP P/P 144A 07.5000 07/01/2025 | 0.00% |
| SOLENIS 2NDL L+850 10.8314 06/26/2026 | 0.00% |
| SOLERA LLC / SOLERA P/P 144A 10.5000 03/01/2024 | 0.00% |
| SPRINGLEAF FINANCE CORP 06.6250 01/15/2028 | 0.00% |
| STACR 2015-HQ2 M2 02.1345 05/25/2025 | 0.00% |
| TAYLOR MORRISON COMM P/P 144A 05.7500 01/15/2028 | 0.00% |
| TENET HEALTHCARE 04.6250 07/15/2024 | 0.00% |
| TRANSDIGM INC. 06.5000 07/15/2024 | 0.00% |
| TRI POINTE GROUP / HOMES 05.8750 06/15/2024 | 0.00% |
| TRI POINTE GROUP INC 05.7000 06/15/2028 | 0.00% |
| UBSBB 2012-C4 XA IO P/P 144A 01.7586 12/10/2045 | 0.00% |
| UNIVISION COMM P/P 144A 09.5000 05/01/2025 | 0.00% |
| VISTRA CORP P/P 144A 05.6250 02/15/2027 | 0.00% |
| VISTRA ENERGY CORP. P/P 144A 08.1250 01/30/2026 | 0.00% |
| WESCO DISTRIBUT P/P 144A 07.1250 06/15/2025 | 0.00% |
| WESTERN DIGITAL CORPORATION 04.7500 02/15/2026 | 0.00% |
| WFRBS 2012-C10 XA IO P/P 144A 01.6790 12/15/2045 | 0.00% |
| WPX ENERGY INC 05.7500 06/01/2026 | 0.00% |
| ZAYO GROUP HLDG INC L+300 04.6678 03/09/2027 | 0.00% |
| ABC SUPPLY CO INC P/P 144A 04.0000 01/15/2028 | 0.00% |
| ALLY FINANCIAL INC 05.7500 11/20/2025 | 0.00% |
| ALTRIA GROUP INC | 0.00% |
| APACHE CORP 05.1000 09/01/2040 | 0.00% |
| AROUNDTOWN SA SEDOL BF0CK44 | 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% |
| BOYD GAMING CORP P/P 144A 04.7500 12/01/2027 | 0.00% |
| BOYD GAMING CORP P/P 144A 08.6250 06/01/2025 | 0.00% |
| BOYD GAMING CORPORATION 06.0000 08/15/2026 | 0.00% |
| BROOKFIELD RESID P/P 144A 06.2500 09/15/2027 | 0.00% |
| BUCKEYE PARTNERS LP 05.8500 11/15/2043 | 0.00% |
| CARNIVAL CORP P/P 144A 11.5000 04/01/2023 | 0.00% |
| CAS 2015-C02 1M2 04.1845 05/25/2025 | 0.00% |
| CAS 2016-C06 1M2 04.4345 04/25/2029 | 0.00% |
| CCO HOLDINGS LLC P/P 144A 04.5000 08/15/2030 | 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% |
| CLEAN HARBORS INC P/P 144A 05.1250 07/15/2029 | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 JP | 0.00% |
| COMMSCOPE INC P/P 144A 06.0000 03/01/2026 | 0.00% |
| COMPASS MINERALS INT P/P 144A 04.8750 07/15/2024 | 0.00% |
| COMSTOCK RESOURCES 09.7500 08/15/2026 | 0.00% |
| CONTINENTAL RESOURCES 04.3750 01/15/2028 | 0.00% |
| CPG INTL TL L+375 04.7500 05/05/2024 | 0.00% |
| DEVON ENERGY CORPORATION 05.6000 07/15/2041 | 0.00% |
| DOMINO'S PIZZA INC SEDOL B01SD70 | 0.00% |
| DUN & BRADSTREET COR P/P 144A 06.8750 08/15/2026 | 0.00% |
| ENDO DAC/ENDO FI P/P 144A 06.0000 06/30/2028 | 0.00% |
| ENDO DAC/ENDO FI P/P 144A 09.5000 07/31/2027 | 0.00% |
| ERIE INDEMNITY COMPANY-CL A SEDOL 2311711 | 0.00% |
| FNR 2007-53 SP 23.5235 06/25/2037 | 0.00% |
| FREEPORT-MCMORAN INC 05.4500 03/15/2043 | 0.00% |
| GAP INC/THE P/P 144A 08.6250 05/15/2025 | 0.00% |
| GATES GLOBAL TLB L+275 03.7500 03/31/2024 | 0.00% |
| GBP/USD 09/16/2020 HSBCB | 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 04.6210 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 BM1953 06.0000 03/20/2049 | 0.00% |
| GO DADDY OPCO/FINCO P/P 144A 05.2500 12/01/2027 | 0.00% |
| HANESBRANDS INC P/P 144A 05.3750 05/15/2025 | 0.00% |
| HCA INC 03.5000 09/01/2030 | 0.00% |
| HK ELECTRIC INVEST SEDOL BJ3WDZ1 | 0.00% |
| HOLLY PAR/FIN P/P 144A 05.0000 02/01/2028 | 0.00% |
| HORMEL FOODS CORP SEDOL 2437264 | 0.00% |
| INTERNATIONAL LEASE FIN CORP 05.8750 08/15/2022 | 0.00% |
| IOS.FN30.400.10 R USL1M P 01/12/41 BC | 0.00% |
| IRON MOUNTAIN INC P/P 144A 05.2500 03/15/2028 | 0.00% |
| ISTAR INC. 05.2500 09/15/2022 | 0.00% |
| JELD-WEN INC P/P 144A 04.8750 12/15/2027 | 0.00% |
| JELD-WEN INC P/P 144A 06.2500 05/15/2025 | 0.00% |
| JOSEPH T RYERSON & S P/P 144A 11.0000 05/15/2022 | 0.00% |
| JPMBB 2014-C19 XA IO 00.9028 04/15/2047 | 0.00% |
| KINDER MORGAN ENER PART 05.4000 09/01/2044 | 0.00% |
| L BRANDS INC 06.7500 07/01/2036 | 0.00% |
| LEVI STRAUSS & CO P/P 144A 05.0000 05/01/2025 | 0.00% |
| MASONITE INTL C P/P 144A 05.3750 02/01/2028 | 0.00% |
| MEG ENERGY CORP P/P 144A 07.1250 02/01/2027 | 0.00% |
| MERCER INTL INC USD 05.5000 01/15/2026 | 0.00% |
| NATIONAL GRID PLC SEDOL BDR05C0 | 0.00% |
| NATIONSTAR MTG P/P 144A 06.0000 01/15/2027 | 0.00% |
| NOBLE ENERGY INC 06.0000 03/01/2041 | 0.00% |
| NRG ENERGY INC 05.7500 01/15/2028 | 0.00% |
| NRG ENERGY INC P/P 144A 05.2500 06/15/2029 | 0.00% |
| NZD/USD 07/15/2020 BANKAM | 0.00% |
| OCCIDENTAL PETROLEUM COR 03.5000 06/15/2025 | 0.00% |
| ORTHO-CLINICAL P/P 144A 07.3750 06/01/2025 | 0.00% |
| OSHKOSH CORP 03.1000 03/01/2030 | 0.00% |
| OWENS-BROCKWAY P/P 144A 06.6250 05/13/2027 | 0.00% |
| PENSKE AUTOMOTIVE GROUP 05.3750 12/01/2024 | 0.00% |
| PROLOGIS LP 02.1250 04/15/2027 | 0.00% |
| PRUDENTIAL FINANCIAL INC 05.6250 06/15/2043 | 0.00% |
| PUBLICIS GROUPE SEDOL 4380429 | 0.00% |
| ROBERTSHAW TL 2L L+800 09.0000 02/28/2026 | 0.00% |
| ROBERTSHAW US HOLDING L+325 04.2500 02/28/2025 | 0.00% |
| S&P GLOBAL INC 02.5000 12/01/2029 | 0.00% |
| SIRIUS XM RADIO INC. P/P 144A 05.5000 07/01/2029 | 0.00% |
| SM ENERGY CO 06.7500 09/15/2026 | 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% |
| SPRINGLEAF FINANCE CORP 08.8750 06/01/2025 | 0.00% |
| STACR 2018-HQA2 M2 02.4845 10/25/2048 | 0.00% |
| T-MOBILE USA INC 04.5000 02/01/2026 | 0.00% |
| T-MOBILE USA INC TLB L+300 04/01/2027 | 0.00% |
| TARGA RESOURCES PART 06.5000 07/15/2027 | 0.00% |
| TEMPO ACQ LLC/FI P/P 144A 05.7500 06/01/2025 | 0.00% |
| THE AES CORPORATION 05.1250 09/01/2027 | 0.00% |
| TOWNSQUARE MEDIA INC P/P 144A 06.5000 04/01/2023 | 0.00% |
| TYLER TECHNOLOGIES INC SEDOL 2909644 | 0.00% |
| USA COM PART/USA COM 06.8750 09/01/2027 | 0.00% |
| WEEKLEY HOMES LLC 06.0000 02/01/2023 | 0.00% |
| YUM! BRANDS INC P/P 144A 04.7500 01/15/2030 | 0.00% |
| ZAYO GROUP HLDG INC P/P 144A 06.1250 03/01/2028 | 0.00% |
| ADMIRAL GROUP PLC SEDOL B02J639 | 0.00% |
| AES CORP/THE P/P 144A 03.3000 07/15/2025 | 0.00% |
| ALBERTSONS COS P/P 144A 04.8750 02/15/2030 | 0.00% |
| AMPOL LTD SEDOL BM91201 | 0.00% |
| AUD/USD 07/15/2020 BANKAM | 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% |
| 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% |
| BOXER PARENT CO INC P/P 144A 07.1250 10/02/2025 | 0.00% |
| BOYD GAMING CORP 06.3750 04/01/2026 | 0.00% |
| BP CAP MARKETS AMERICA 03.9370 09/21/2028 | 0.00% |
| BUCKEYE PARTNERS LP P/P 144A 04.5000 03/01/2028 | 0.00% |
| CABOT OIL & GAS CORP | 0.00% |
| CBRE SERVICES INC 05.2500 03/15/2025 | 0.00% |
| CBS OUT AMER CAP LLC 05.6250 02/15/2024 | 0.00% |
| CENTENE CORP P/P 144A 05.3750 08/15/2026 | 0.00% |
| CINEMARK USA INC 05.1250 12/15/2022 | 0.00% |
| CIT GROUP INC. 05.0000 08/15/2022 | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 JP | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | 0.00% |
| COMM 2014-CR18 XA IO 01.1519 07/15/2047 | 0.00% |
| COMMSCOPE INC P/P 144A 05.5000 03/01/2024 | 0.00% |
| COMSTOCK RESOURCES INC 09.7500 08/15/2026 | 0.00% |
| CONTINENTAL RESOURCES 05.0000 09/15/2022 | 0.00% |
| CORNERSTONE BUILDING P/P 144A 08.0000 04/15/2026 | 0.00% |
| DELL INT / EMC P/P 144A 05.8500 07/15/2025 | 0.00% |
| DXC TECHNOLOGY CO SEDOL BYXD7B3 | 0.00% |
| ELDORADO RESORTS INC 07.0000 08/01/2023 | 0.00% |
| EQUINIX INC 05.8750 01/15/2026 | 0.00% |
| FEDEX CORP 02.6250 08/01/2022 | 0.00% |
| FHR 3072 SM 04.2533 11/15/2035 | 0.00% |
| FORD MOTOR CO SEDOL 2615468 | 0.00% |
| FOX CORP - CLASS B SEDOL BJJMGY5 | 0.00% |
| GBP/USD 09/16/2020 SSBT | 0.00% |
| GNMA GII30 BM4196 06.0000 04/20/2049 | 0.00% |
| GNMA GII30 BN1506 04.5000 05/20/2049 | 0.00% |
| GNR 2013-14 IO IO 03.5000 12/20/2042 | 0.00% |
| GSMS 2013-GC12 XA IO 01.5506 06/10/2046 | 0.00% |
| INCEPTION MRGR/RACK P/P 144A 08.6250 11/15/2024 | 0.00% |
| JAGUAR HL / PPDI P/P 144A 05.0000 06/15/2028 | 0.00% |
| JAPAN TOBACCO INC SEDOL 6474535 | 0.00% |
| LBUBS 2008-C1 AM 06.2864 04/15/2041 | 0.00% |
| LIVE NATION ENT P/P 144A 04.8750 11/01/2024 | 0.00% |
| MAUSER PACKAGING P/P 144A 08.5000 04/15/2024 | 0.00% |
| MBX.FN30.450.09 R USL1M P 01/12/40 BC | 0.00% |
| MBX.FN30.500.10 R USL1M P 01/12/41 CI | 0.00% |
| MCKESSON CORP SEDOL 2378534 | 0.00% |
| MICROSOFT CORP 02.5250 06/01/2050 | 0.00% |
| NABORS IND LTD P/P 144A 07.2500 01/15/2026 | 0.00% |
| NABORS IND LTD P/P 144A 07.5000 01/15/2028 | 0.00% |
| NATIONSTAR MTG P/P 144A 09.1250 07/15/2026 | 0.00% |
| NETFLIX INC. P/P 144A 04.8750 06/15/2030 | 0.00% |
| NEWS CORP - CLASS A SEDOL BBGVT40 | 0.00% |
| NN GROUP NV SEDOL BNG8PQ9 | 0.00% |
| NZD/USD 07/15/2020 RBSF | 0.00% |
| OCCIDENTAL PETROLEUM COR 02.9000 08/15/2024 | 0.00% |
| PETROBRAS GLOBAL FIN USD 05.2990 01/27/2025 | 0.00% |
| POLYONE CORP P/P 144A 05.7500 05/15/2025 | 0.00% |
| REPUBLIC OF VENEZUELA REGS 08.2500 10/13/2024 | 0.00% |
| RUB/USD 09/16/2020 GSFX | 0.00% |
| SAP SE SEDOL 4846288 | 0.00% |
| SCIENTIFIC GAMES P/P 144A 07.0000 05/15/2028 | 0.00% |
| SERVICE PROPERTIES TRUST 07.5000 09/15/2025 | 0.00% |
| SM ENERGY CO 05.0000 01/15/2024 | 0.00% |
| SM ENERGY CO 06.1250 11/15/2022 | 0.00% |
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| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 CG | 0.00% |
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| EUR/USD CALL 1.1665 20200914 BANKAM | 0.00% |
| EUR/USD CALL 1.1665 20200914 BCAP-FX | 0.00% |
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| CAS 2016-C07 2M2 04.5345 05/25/2029 | 0.00% |
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| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CG | 0.00% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CG | 0.00% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CS | 0.00% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 MS | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 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 MS | 0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS | 0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 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.8 2057-10-17 500.0 10/17/2057 GS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 JP | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 JP | 0.00% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 CG | 0.00% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 CG | 0.00% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 CG | 0.00% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 JP | 0.00% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 JP | 0.00% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 MS | 0.00% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 MS | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 GS | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 JP | 0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 ML | 0.00% |
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| CMB CMBX.NA.BBB-.9 2058-09-17 300.0 09/17/2058 CG | 0.00% |
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| 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 GS | 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.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 GS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 CG | 0.00% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 CG | 0.00% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 JP | 0.00% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 JP | 0.00% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 MS | 0.00% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 MS | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 JP | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 MS | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 BA | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 GS | 0.00% |
| CMB CMBX.NA.BBB-.9 2058-09-17 300.0 09/17/2058 ML | 0.00% |
| CMB CMBX.NA.BBB-.9 2058-09-17 300.0 09/17/2058 ML | 0.00% |
| CMB CMBX.NA.BBB-.9 2058-09-17 300.0 09/17/2058 MS | 0.00% |
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| CSMC 2007-C2 AX IO P/P 144A 00.0438 01/15/2049 | 0.00% |
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| EUR/USD 09/16/2020 BCAP-FX | 0.00% |
| EUR/USD 09/16/2020 CITI | 0.00% |
| EUR/USD 09/16/2020 CSI-FX | 0.00% |
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| EUR/USD 09/16/2020 RBSF | 0.00% |
| EUR/USD 09/16/2020 TDBK | 0.00% |
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| IOS.FN30.400.11 R USL1M P 01/12/42 GS | 0.00% |
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| LBUBS 2005-C7 XCL IO P/P 144A 00.4985 11/15/2040 | 0.00% |
| LBUBS 2007-C2 XW IO 00.3586 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% |
| MEZZ 2007-C5 X IO P/P 144A 07.0043 12/15/2049 | 0.00% |
| MWO HOLDINGS LLC | 0.00% |
| NEWFIELD EXPLORATION CO 05.6250 07/01/2024 | 0.00% |
| NOBLE HOLDING INTL LTD USD 07.7500 01/15/2024 | 0.00% |
| NOK/USD 09/16/2020 BANKAM | 0.00% |
| NOK/USD 09/16/2020 CITI | 0.00% |
| NOK/USD 09/16/2020 GSFX | 0.00% |
| NOK/USD 09/16/2020 HSBCB | 0.00% |
| NOK/USD 09/16/2020 JPMCB | 0.00% |
| NOK/USD 09/16/2020 SSBT | 0.00% |
| NZD/USD 07/15/2020 CSI-FX | 0.00% |
| NZD/USD 07/15/2020 HSBCB | 0.00% |
| OASIS PETROLEUM INC CV 02.6250 09/15/2023 | 0.00% |
| PETROLEOS DE VENEZUELA S REGS 05.3750 04/12/2027 | 0.00% |
| PLN/USD 09/16/2020 BCAP-FX | 0.00% |
| REPUBLIC OF VENEZUELA REGS 07.6500 04/21/2025 | 0.00% |
| SEK/USD 09/16/2020 BCAP-FX | 0.00% |
| SEK/USD 09/16/2020 CITI | 0.00% |
| SEK/USD 09/16/2020 GSFX | 0.00% |
| SEK/USD 09/16/2020 JPMCB | 0.00% |
| SEK/USD 09/16/2020 SSBT | 0.00% |
| SEK/USD 09/16/2020 UBS | 0.00% |
| TERVITA CORP SEDOL BD1DCC4 | 0.00% |
| TEXAS COHLD TCEH ESCROW 11.5000 10/01/2020 | 0.00% |
| TWD/USD 08/19/2020 BANKAM | 0.00% |
| TXU TCEH RIGHTS | 0.00% |
| VALARIS PLC USD 07.7500 02/01/2026 | 0.00% |
| VIACOMCBS INC 04.2000 05/19/2032 | 0.00% |
| WBCMT 2006-C29 IO IO 00.4589 11/15/2048 | 0.00% |
| AUD/USD 07/15/2020 CSI-FX | -0.00% |
| CAD/USD 07/15/2020 CITI | -0.00% |
| CAD/USD 07/15/2020 HSBCB | -0.00% |
| CAD/USD 07/15/2020 UBS | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 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 MS | -0.00% |
| CMB CMBX.NA.A.7 2047-01-17 200.0 01/17/2047 JP | -0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 BA | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 BA | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 BC | -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% |
| EUR/GBP CALL 0.94 20200803 UBS | -0.00% |
| EUR/USD 09/16/2020 BANKAM | -0.00% |
| EUR/USD CALL 1.19 20200914 BANKAM | -0.00% |
| EUR/USD CALL 1.19 20200914 BCAP-FX | -0.00% |
| GBP/USD 09/16/2020 GSFX | -0.00% |
| IOS.FN30.400.11 P USL1M R 01/12/42 JP | -0.00% |
| JPY/USD 08/19/2020 BCAP-FX | -0.00% |
| JPY/USD 08/19/2020 SSBT | -0.00% |
| JPY/USD 08/19/2020 UBS | -0.00% |
| MBX.FN30.600.08 P USL1M R 01/12/39 BC | -0.00% |
| MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.00% |
| NOK/USD 09/16/2020 UBS | -0.00% |
| NZD/USD 07/15/2020 JPMCB | -0.00% |
| 0.6925 R ISWP US0003M P 05/29/2030 | -0.00% |
| AUD/USD 07/15/2020 JPMCB | -0.00% |
| CAD/USD 07/15/2020 CSI-FX | -0.00% |
| CAD/USD 07/15/2020 TDBK | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 MS | -0.00% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 JP | -0.00% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 MS | -0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| EUR/USD CALL 1.20 20201118 BANKAM | -0.00% |
| EUR/USD CALL 1.20 20201118 GSFX | -0.00% |
| USD/JPY PUT 100.00 20201124 BANKAM | -0.00% |
| USD/JPY PUT 100.00 20201124 GSFX | -0.00% |
| 0.90 R ISWP FWD US0003M P 06/17/2050 | -0.00% |
| CAD/USD 07/15/2020 JPMCB | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.00% |
| EUR/CHF CALL 1.12 20201209 CSI-FX | -0.00% |
| GBP/USD 09/16/2020 WPAC | -0.00% |
| SGD/USD 08/19/2020 JPMCB | -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% |
| EUR/USD 09/16/2020 SSBT | -0.00% |
| GBP/USD 09/16/2020 JPMCB | -0.00% |
| IOS.FN30.400.10 P USL1M R 01/12/41 JP | -0.00% |
| JPY/USD 08/19/2020 WPAC | -0.00% |
| NZD/USD 07/15/2020 GSFX | -0.00% |
| CAD/USD 07/15/2020 BANKAM | -0.01% |
| NOK/USD 09/16/2020 BCAP-FX | -0.01% |
| NZD/USD 07/15/2020 CITI | -0.01% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 CG | -0.01% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 MS | -0.01% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 CS | -0.01% |
| 0.89632 R ISWP US0003M P 06/10/2030 | -0.01% |
| MBX.FN30.650.67 P USL1M R 01/12/38 BC | -0.01% |
| AUD/USD 07/15/2020 SSBT | -0.01% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CG | -0.01% |
| MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.01% |
| CAD/USD 07/15/2020 SSBT | -0.01% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CS | -0.01% |
| CDX CDX.NA.HY.34 500.0 06/20/2025 | -0.02% |
| AUD/USD 07/15/2020 UBS | -0.02% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.02% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS | -0.02% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP | -0.02% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 JP | -0.02% |
| 0.65 R ISWP FWD US0003M P 06/17/2025 | -0.04% |
| GNMA GII30 TBA 04.5000 07/01/2050 | -0.08% |
| FNMA FN30 TBA UMBS 03.5000 07/01/2050 | -0.20% |
| MSCI EAFE SEP20 MFSU0 | -0.43% |
| US 10YR ULTRA FUT SEP20 UXYU0 | -2.80% |
| RU10INTR P US0003M R 06/10/21 CI | -2.98% |
| S&P500 EMINI FUT SEP20 ESU0 | -3.97% |
| GSGLPWDS P US0001M R 12/15/25 GS | -6.04% |
| GSGLPWDL R US0001M P 12/15/25 GS | 5.74% |
|---|---|
| US 5YR NOTE (CBT) SEP20 FVU0 | 4.30% |
| E-MINI RUSS 2000 JUN20 RTYM0 | 3.62% |
| CGPUTQL2 R US0003M P 11/25/20 CI | 3.05% |
| GNMA GII30 TBA 03.5000 06/01/2050 | 2.96% |
| APPLE INC SEDOL 2046251 | 2.50% |
| US ULTRA BOND CBT SEP20 WNU0 | 2.38% |
| MICROSOFT CORP SEDOL 2588173 | 2.36% |
| AMAZON.COM INC SEDOL 2000019 | 2.23% |
| FNMA FN30 TBA UMBS 02.5000 07/01/2050 | 1.69% |
| US 10YR NOTE (CBT)SEP20 TYU0 | 1.50% |
| FHLMC FR30 ZS4750 UMBS 03.0000 01/01/2048 | 1.34% |
| FNMA FN30 TBA UMBS 04.0000 07/01/2050 | 1.20% |
| FNMA FN15 TBA UMBS 03.0000 06/01/2035 | 1.19% |
| ALPHABET INC-CL A SEDOL BYVY8G0 | 1.13% |
| JPMORGAN CHASE & CO SEDOL 2190385 | 0.96% |
| ADOBE INC SEDOL 2008154 | 0.90% |
| US LONG BOND(CBT) SEP20 USU0 | 0.86% |
| PROCTER & GAMBLE CO/THE SEDOL 2704407 | 0.84% |
| CISCO SYSTEMS INC SEDOL 2198163 | 0.79% |
| FNMA FN30 MA3563 UMBS 04.0000 01/01/2049 | 0.77% |
| VERIZON COMMUNICATIONS INC SEDOL 2090571 | 0.71% |
| JOHNSON & JOHNSON SEDOL 2475833 | 0.68% |
| CITIGROUP INC SEDOL 2297907 | 0.66% |
| FNMA FN30 FM1741 UMBS 04.0000 04/01/2049 | 0.66% |
| QUALCOMM INC SEDOL 2714923 | 0.64% |
| NORTHROP GRUMMAN CORP SEDOL 2648806 | 0.63% |
| SOCIETE GENERALE SA 83369BFJ0 DCP 06/18/2020 | 0.62% |
| FNMA FN30 TBA UMBS 02.5000 06/01/2050 | 0.60% |
| ATLANTIC ASSET SECURITIZATION 04821TGD1 DCP 07/13/2020 | 0.58% |
| MERCK & CO. INC. SEDOL 2778844 | 0.58% |
| CHARIOT FUNDING LLC 15963TF12 DCP 06/01/2020 | 0.55% |
| COLLATERALIZED COMMERCIAL PAP 19423JFC6 DCP 06/12/2020 | 0.52% |
| CHEVRON CORP | 0.51% |
| AMGEN INC SEDOL 2023607 | 0.50% |
| CRC FUNDING LLC 12619TGA6 DCP 07/10/2020 | 0.48% |
| LIBERTY STREET FUNDING LLC 53127TGF4 DCP 07/15/2020 | 0.48% |
| VICTORY RECEIVABLES CORP 92646KG97 DCP 07/09/2020 | 0.48% |
| PEPSICO INC SEDOL 2681511 | 0.48% |
| FNMA FN30 TBA UMBS 06.0000 06/01/2050 | 0.48% |
| ALPHABET INC-CL C SEDOL BYY88Y7 | 0.48% |
| INTUIT INC SEDOL 2459020 | 0.47% |
| COCA-COLA CO/THE SEDOL 2206657 | 0.44% |
| COMCAST CORP-CLASS A SEDOL 2044545 | 0.44% |
| DANAHER CORP SEDOL 2250870 | 0.44% |
| WALMART INC SEDOL 2936921 | 0.42% |
| MEDTRONIC PLC SEDOL BTN1Y11 | 0.41% |
| FACEBOOK INC-CLASS A SEDOL B7TL820 | 0.40% |
| EBAY INC SEDOL 2293819 | 0.40% |
| AMERICAN TOWER CORP SEDOL B7FBFL2 | 0.39% |
| ORACLE CORP SEDOL 2661568 | 0.38% |
| ACTIVISION BLIZZARD INC SEDOL 2575818 | 0.38% |
| AMERICAN ELECTRIC POWER SEDOL 2026242 | 0.38% |
| DOCUSIGN INC SEDOL BFYT7B7 | 0.37% |
| ELI LILLY & CO SEDOL 2516152 | 0.37% |
| PRUDENTIAL PLC 7443M2HA7 DCP 08/10/2020 | 0.37% |
| HONEYWELL INTERNATIONAL INC SEDOL 2020459 | 0.36% |
| CHARTER COMMUNICATIONS INC-A SEDOL BZ6VT82 | 0.36% |
| SERVICENOW INC SEDOL B80NXX8 | 0.36% |
| VISA INC-CLASS A SHARES SEDOL B2PZN04 | 0.35% |
| FNMA FN30 MA2737 UMBS 03.0000 09/01/2046 | 0.35% |
| LOCKHEED MARTIN CORP SEDOL 2522096 | 0.35% |
| PAYPAL HOLDINGS INC SEDOL BYW36M8 | 0.35% |
| TAKE-TWO INTERACTIVE SOFTWRE SEDOL 2122117 | 0.34% |
| UNION PACIFIC CORP SEDOL 2914734 | 0.34% |
| EXELON CORP SEDOL 2670519 | 0.33% |
| REGENERON PHARMACEUTICALS SEDOL 2730190 | 0.32% |
| FIDELITY NATIONAL INFO SERV SEDOL 2769796 | 0.32% |
| FNMA FN30 BM5024 UMBS 03.0000 11/01/2048 | 0.31% |
| AT&T INC SEDOL 2831811 | 0.30% |
| HOME DEPOT INC SEDOL 2434209 | 0.30% |
| STARBUCKS CORP SEDOL 2842255 | 0.30% |
| ABBVIE INC SEDOL B92SR70 | 0.30% |
| FNMA FN30 AL9859 UMBS 03.0000 03/01/2047 | 0.30% |
| TARGET CORP SEDOL 2259101 | 0.29% |
| UNITEDHEALTH GROUP INC SEDOL 2917766 | 0.28% |
| BANK OF AMERICA CORP SEDOL 2295677 | 0.28% |
| ABBOTT LABORATORIES SEDOL 2002305 | 0.28% |
| TREASURY BILL 00.0000 09/10/2020 | 0.27% |
| BOOKING HOLDINGS INC SEDOL BDRXDB4 | 0.26% |
| TREASURY BILL 00.0000 06/25/2020 | 0.26% |
| MASTERCARD INC - A SEDOL B121557 | 0.26% |
| METLIFE INC SEDOL 2573209 | 0.26% |
| PFIZER INC SEDOL 2684703 | 0.25% |
| OTIS WORLDWIDE CORP SEDOL BK531S8 | 0.25% |
| ROCHE HOLDING AG-GENUSSCHEIN SEDOL 7110388 | 0.24% |
| NVIDIA CORP SEDOL 2379504 | 0.24% |
| TREASURY BILL 00.0000 08/13/2020 | 0.24% |
| VEEVA SYSTEMS INC-CLASS A SEDOL BFH3N85 | 0.24% |
| WASTE MANAGEMENT INC SEDOL 2937667 | 0.23% |
| GOLDMAN SACHS GROUP INC SEDOL 2407966 | 0.23% |
| COSTAR GROUP INC SEDOL 2262864 | 0.21% |
| HILTON WORLDWIDE HOLDINGS IN SEDOL BYVMW06 | 0.21% |
| CROWN CASTLE INTL CORP SEDOL BTGQCX1 | 0.20% |
| XILINX INC SEDOL 2985677 | 0.20% |
| EDWARDS LIFESCIENCES CORP SEDOL 2567116 | 0.20% |
| JOHNSON CONTROLS INTERNATION SEDOL BY7QL61 | 0.20% |
| AGNC INVESTMENT CORP SEDOL BYYHJL8 | 0.20% |
| NIKE INC -CL B SEDOL 2640147 | 0.20% |
| TEXAS INSTRUMENTS INC SEDOL 2885409 | 0.20% |
| CRH PLC SEDOL 4182249 | 0.19% |
| NOVARTIS AG-REG SEDOL 7103065 | 0.19% |
| VERTEX PHARMACEUTICALS INC SEDOL 2931034 | 0.19% |
| MONDELEZ INTERNATIONAL INC-A SEDOL B8CKK03 | 0.19% |
| AUTODESK INC SEDOL 2065159 | 0.19% |
| LONZA GROUP AG-REG SEDOL 7333378 | 0.19% |
| SALESFORCE.COM INC SEDOL 2310525 | 0.19% |
| BIOGEN INC SEDOL 2455965 | 0.19% |
| MCKESSON CORP SEDOL 2378534 | 0.18% |
| VERIZON COMM 04.3290 09/21/2028 | 0.18% |
| CIGNA CORP SEDOL BHJ0775 | 0.18% |
| IDEXX LABORATORIES INC SEDOL 2459202 | 0.18% |
| MORGAN STANLEY | 0.18% |
| CUMMINS INC SEDOL 2240202 | 0.18% |
| ANNALY CAPITAL MANAGEMENT IN SEDOL 2113456 | 0.18% |
| CAPITAL ONE FINANCIAL CORP SEDOL 2654461 | 0.17% |
| FORTINET INC SEDOL B5B2106 | 0.17% |
| EQUINIX INC SEDOL BVLZX12 | 0.16% |
| SONY CORP SEDOL 6821506 | 0.16% |
| S&P GLOBAL INC SEDOL BYV2325 | 0.16% |
| PULTEGROUP INC SEDOL 2708841 | 0.16% |
| NRG ENERGY INC SEDOL 2212922 | 0.16% |
| CADENCE DESIGN SYS INC SEDOL 2302232 | 0.16% |
| CLOROX COMPANY SEDOL 2204026 | 0.16% |
| SHERWIN-WILLIAMS CO/THE SEDOL 2804211 | 0.16% |
| ABBVIE INC P/P 144A 03.2000 11/21/2029 | 0.16% |
| BRISTOL-MYERS SQUIBB CO SEDOL 2126335 | 0.16% |
| PHILLIPS 66 SEDOL B78C4Y8 | 0.16% |
| BJ'S WHOLESALE CLUB HOLDINGS SEDOL BFZNZF8 | 0.15% |
| KINDER MORGAN INC SEDOL B3NQ4P8 | 0.15% |
| ESTEE LAUDER COMPANIES-CL A SEDOL 2320524 | 0.14% |
| SYNOPSYS INC SEDOL 2867719 | 0.14% |
| HERSHEY CO/THE SEDOL 2422806 | 0.14% |
| LEIDOS HOLDINGS INC SEDOL BDV82B8 | 0.14% |
| TREASURY BILL 00.0000 07/23/2020 | 0.14% |
| STACR 2016-DNA2 M3 04.8183 10/25/2028 | 0.14% |
| CITIGROUP INC 03.6680 07/24/2028 | 0.14% |
| ASTRAZENECA PLC-SPONS ADR SEDOL 2989044 | 0.13% |
| FNMA FN30 BJ9256 UMBS 04.0000 06/01/2048 | 0.13% |
| JPMORGAN CHASE & CO 03.9640 11/15/2048 | 0.13% |
| MORGAN STANLEY 03.6250 01/20/2027 | 0.13% |
| JPMORGAN CHASE & CO 03.6250 12/01/2027 | 0.13% |
| AMERIPRISE FINANCIAL INC SEDOL B0J7D57 | 0.13% |
| TRANE TECHNOLOGIES PLC SEDOL BK9ZQ96 | 0.13% |
| TREASURY BILL 00.0000 07/09/2020 | 0.13% |
| LULULEMON ATHLETICA INC SEDOL B23FN39 | 0.13% |
| DEXCOM INC SEDOL B0796X4 | 0.12% |
| AXA SA SEDOL 7088429 | 0.12% |
| KLA CORP SEDOL 2480138 | 0.12% |
| UNITED RENTALS INC SEDOL 2134781 | 0.12% |
| EXXON MOBIL CORPORATION 02.2220 03/01/2021 | 0.12% |
| ALLSTATE CORP SEDOL 2019952 | 0.12% |
| WASTE CONNECTIONS INC SEDOL BYVG1F6 | 0.12% |
| ATLASSIAN CORP PLC-CLASS A SEDOL BZ09BD1 | 0.12% |
| GAMING AND LEISURE PROPERTIE SEDOL BFPK4S5 | 0.12% |
| PNC FINANCIAL SERVICES GROUP SEDOL 2692665 | 0.12% |
| AIA GROUP LTD SEDOL B4TX8S1 | 0.12% |
| GOLDMAN SACHS GROUP INC 03.8500 01/26/2027 | 0.12% |
| EXXON MOBIL CORP SEDOL 2326618 | 0.12% |
| NESTLE SA-REG SEDOL 7123870 | 0.12% |
| BANK OF AMERICA CORP 03.2480 10/21/2027 | 0.12% |
| BAXTER INTERNATIONAL INC SEDOL 2085102 | 0.11% |
| DOW INC SEDOL BHXCF84 | 0.11% |
| INTEL CORP SEDOL 2463247 | 0.11% |
| KONINKLIJKE AHOLD DELHAIZE N SEDOL BD0Q398 | 0.11% |
| DELTA AIR LINES INC SEDOL B1W9D46 | 0.11% |
| NINTENDO CO LTD SEDOL 6639550 | 0.11% |
| ZIMMER BIOMET HOLDINGS INC SEDOL 2783815 | 0.11% |
| TREASURY BILL 00.0000 08/20/2020 | 0.11% |
| VALERO ENERGY CORP SEDOL 2041364 | 0.11% |
| AIR PRODUCTS & CHEMICALS INC SEDOL 2011602 | 0.11% |
| AT&T INC 04.1000 02/15/2028 | 0.11% |
| CVS HEALTH CORP 04.7800 03/25/2038 | 0.11% |
| SUMITOMO MITSUI FINANCIAL GR SEDOL 6563024 | 0.11% |
| UBS GROUP AG P/P 144A 03.4910 05/23/2023 | 0.11% |
| ASTELLAS PHARMA INC SEDOL 6985383 | 0.11% |
| CONOCOPHILLIPS | 0.11% |
| ANGLO AMER PLC SEDOL B1XZS82 | 0.11% |
| KERING SEDOL 5505072 | 0.11% |
| STARWOOD PROPERTY TRUST INC SEDOL B3PQ520 | 0.11% |
| BOSTON PROPERTIES INC SEDOL 2019479 | 0.11% |
| KDDI CORP SEDOL 6248990 | 0.11% |
| NEW YORK LIFE INS P/P 144A 01.1000 05/05/2023 | 0.10% |
| FNMA FN30 AS7003 UMBS 03.0000 04/01/2046 | 0.10% |
| RAYTHEON TECHNOLOGIES CORP SEDOL BM5M5Y3 | 0.10% |
| SBA COMMUNICATIONS CORP SEDOL BZ6TS23 | 0.10% |
| EVERGY INC SEDOL BFMXGR0 | 0.10% |
| GOLDMAN SACHS GROUP INC 02.6000 12/27/2020 | 0.10% |
| SALESFORCE.COM INC 03.7000 04/11/2028 | 0.10% |
| LAM RESEARCH CORP SEDOL 2502247 | 0.10% |
| PUBLIC SERVICE ENTERPRISE GP SEDOL 2707677 | 0.10% |
| REPUBLIC OF INDONESIA REGS 04.7500 01/08/2026 | 0.10% |
| TREASURY BILL 00.0000 09/03/2020 | 0.10% |
| DROPBOX INC-CLASS A SEDOL BG0T321 | 0.10% |
| SOUTHWEST AIRLINES CO SEDOL 2831543 | 0.10% |
| DBUBS 2011-LC3A D P/P 144A 05.3347 08/10/2044 | 0.10% |
| FNMA FN30 BC2733 UMBS 03.0000 05/01/2046 | 0.10% |
| NOVO NORDISK A/S-B SEDOL BHC8X90 | 0.10% |
| ROYAL DUTCH SHELL PLC-B SHS SEDOL B03MM40 | 0.10% |
| HOYA CORP SEDOL 6441506 | 0.09% |
| RINGCENTRAL INC-CLASS A SEDOL BDZCRX3 | 0.09% |
| CHIPOTLE MEXICAN GRILL INC SEDOL B0X7DZ3 | 0.09% |
| IHS MARKIT LTD P/P 144A 04.7500 02/15/2025 | 0.09% |
| MICROSOFT CORP 02.4000 08/08/2026 | 0.09% |
| ROPER TECHNOLOGIES INC SEDOL 2749602 | 0.09% |
| BANK OF AMERICA CORP 06.1100 01/29/2037 | 0.09% |
| FORTUNE BRANDS HOME & SECURI SEDOL B3MC7D6 | 0.09% |
| TREASURY BILL 00.0000 08/06/2020 | 0.09% |
| APOLLO GLOBAL MANAGEMENT INC SEDOL BKRLVD5 | 0.09% |
| INTERPUBLIC GROUP COS 04.6500 10/01/2028 | 0.09% |
| FNMA FN30 AS8056 UMBS 03.0000 10/01/2046 | 0.09% |
| PETROBRAS GLOBAL FINANCE USD 06.2500 03/17/2024 | 0.09% |
| ASSURED GUARANTY LTD SEDOL B00V7H8 | 0.09% |
| ASTRAZENECA PLC SEDOL 0989529 | 0.09% |
| AT&T INC. 03.8000 02/15/2027 | 0.09% |
| BF0101 03.5000 06/01/2056 | 0.09% |
| DEUTSCHE BOERSE AG SEDOL 7021963 | 0.09% |
| MICROSOFT CORP 03.7000 08/08/2046 | 0.09% |
| SAUDI INTL BOND P/P 144A 03.2500 10/22/2030 | 0.09% |
| SYSCO CORP SEDOL 2868165 | 0.09% |
| LINDE PLC SEDOL BZ12WP8 | 0.09% |
| SEATTLE GENETICS INC SEDOL 2738127 | 0.09% |
| SYNCHRONY FINANCIAL SEDOL BP96PS6 | 0.09% |
| TORONTO-DOMINION BANK USD 01.9000 12/01/2022 | 0.09% |
| APPLE INC 04.2500 02/09/2047 | 0.08% |
| AMETEK INC SEDOL 2089212 | 0.08% |
| COMPASS GROUP PLC SEDOL BD6K457 | 0.08% |
| EVERBRIDGE INC SEDOL BYY5ZB4 | 0.08% |
| TELEFONICA EMISIONES SAU USD 04.8950 03/06/2048 | 0.08% |
| CAS 2016-C02 1M2 06.1683 09/25/2028 | 0.08% |
| EATON CORP PLC SEDOL B8KQN82 | 0.08% |
| UNITED MEXICAN STATES USD 05.5500 01/21/2045 | 0.08% |
| US BANK NA CINCINNATI 03.1500 04/26/2021 | 0.08% |
| WELLS FARGO & COMPANY 02.6000 07/22/2020 | 0.08% |
| ALPHABET INC 03.6250 05/19/2021 | 0.08% |
| ENTERGY CORP SEDOL 2317087 | 0.08% |
| RADIAN GROUP INC SEDOL 2173911 | 0.08% |
| ALBEMARLE CORP SEDOL 2046853 | 0.08% |
| FAIRFAX FINL HLDGS USD 04.8500 04/17/2028 | 0.08% |
| MICROSOFT CORP 01.5500 08/08/2021 | 0.08% |
| SPST 2019-3 A 00.8683 06/24/2020 | 0.08% |
| SPST 2020-2 A 00.9983 03/26/2021 | 0.08% |
| VISTRA ENERGY CORP SEDOL BZ8VJQ8 | 0.08% |
| AMEREN CORPORATION SEDOL 2050832 | 0.08% |
| DUPONT DE NEMOURS INC SEDOL BK0VN47 | 0.08% |
| HERMES INTERNATIONAL SEDOL 5253973 | 0.08% |
| THERMO FISHER SCIENTIFIC INC SEDOL 2886907 | 0.08% |
| ORACLE CORP 04.0000 11/15/2047 | 0.08% |
| SPST 2019-7 A 00.8683 09/24/2020 | 0.08% |
| AVERY DENNISON CORP SEDOL 2066408 | 0.08% |
| DISCOVER FINANCIAL SERVICES SEDOL B1YLC43 | 0.08% |
| FREEPORT-MCMORAN INC SEDOL 2352118 | 0.08% |
| ALLIANZ SE-REG SEDOL 5231485 | 0.08% |
| CAS 2016-C01 1M2 06.9183 08/25/2028 | 0.08% |
| SCHWAB (CHARLES) CORP SEDOL 2779397 | 0.08% |
| SPST 2019-11 A 00.9183 10/24/2020 | 0.08% |
| UNITEDHEALTH GROUP INC 03.8500 06/15/2028 | 0.08% |
| ENTERPRISE PRODUCTS PARTNERS SEDOL 2285388 | 0.07% |
| VERISK ANALYTICS INC SEDOL B4P9W92 | 0.07% |
| APTIV PLC SEDOL B783TY6 | 0.07% |
| BRISTOL-MYERS P/P 144A 02.9000 07/26/2024 | 0.07% |
| DEUTSCHE TELEKOM AG-REG SEDOL 5842359 | 0.07% |
| ENEL SPA SEDOL 7144569 | 0.07% |
| ESSEX PROPERTY TRUST INC SEDOL 2316619 | 0.07% |
| RIO TINTO PLC SEDOL 0718875 | 0.07% |
| AMERICAN INTERNATIONAL GROUP SEDOL 2027342 | 0.07% |
| HOLOGIC INC SEDOL 2433530 | 0.07% |
| L OREAL SEDOL 4057808 | 0.07% |
| PRUDENTIAL PLC SEDOL 0709954 | 0.07% |
| ECOLAB INC 02.7000 11/01/2026 | 0.07% |
| EDENRED SEDOL B62G1B5 | 0.07% |
| ALIBABA GROUP HOLDING-SP ADR SEDOL BP41ZD1 | 0.07% |
| DEUTSCHE POST AG-REG SEDOL 4617859 | 0.07% |
| LONDON STOCK EXCHANGE GROUP SEDOL B0SWJX3 | 0.07% |
| MITSUBISHI UFJ FIN GRP USD 03.5350 07/26/2021 | 0.07% |
| NOVARTIS CAPITAL CORP 04.0000 11/20/2045 | 0.07% |
| STATE STREET CORP SEDOL 2842040 | 0.07% |
| ANZ NEW ZEALAND INT P/P 144A 02.8750 01/25/2022 | 0.07% |
| COOPER COS INC/THE SEDOL 2222631 | 0.07% |
| DIAMOND 1 FIN/DIAM P/P 144A 06.0200 06/15/2026 | 0.07% |
| WEST PHARMACEUTICAL SERVICES SEDOL 2950482 | 0.07% |
| AMAZON.COM INC 03.1500 08/22/2027 | 0.07% |
| ARAMARK SEDOL BH3XG17 | 0.07% |
| CHARTER COMM OPT LLC 06.4840 10/23/2045 | 0.07% |
| COMMONWEALTH BK AUST P/P 144A 02.2000 11/09/2020 | 0.07% |
| MRAIT 2020-2 A 02.1345 10/22/2020 | 0.07% |
| BOOZ ALLEN HAMILTON HOLDINGS SEDOL B5367T7 | 0.06% |
| DNB BANK ASA P/P 144A 02.1500 12/02/2022 | 0.06% |
| UNILEVER NV SEDOL B1527V7 | 0.06% |
| DANSKE BANK A/S P/P 144A 02.7000 03/02/2022 | 0.06% |
| DASSAULT SYSTEMES SA SEDOL 5330047 | 0.06% |
| FIFTH THIRD BANCORP SEDOL 2336747 | 0.06% |
| GOLDMAN SACHS GROUP INC 04.2230 05/01/2029 | 0.06% |
| ITOCHU CORP SEDOL 6467803 | 0.06% |
| MWST 2019-1 A 00.9683 06/25/2052 | 0.06% |
| SANDVIK AB SEDOL B1VQ252 | 0.06% |
| BP PLC SEDOL 0798059 | 0.06% |
| DANAHER CORP 05.0000 CV PFD | 0.06% |
| DOVER CORP SEDOL 2278407 | 0.06% |
| ENTERPRISE PRODUCTS OPER 04.2500 02/15/2048 | 0.06% |
| GENERAL MOTORS CO SEDOL B665KZ5 | 0.06% |
| REPUBLIC SERVICES INC SEDOL 2262530 | 0.06% |
| TOTAL SA SEDOL B15C557 | 0.06% |
| WESFARMERS LTD SEDOL 6948836 | 0.06% |
| BROADCOM CRP / CAYM 03.5000 01/15/2028 | 0.06% |
| GNMA GN30 BA5049 04.5000 05/15/2047 | 0.06% |
| PINNACLE WEST CAPITAL SEDOL 2048804 | 0.06% |
| T-MOBILE USA INC P/P 144A 03.7500 04/15/2027 | 0.06% |
| FNMA FN30 AS7154 UMBS 03.0000 05/01/2046 | 0.06% |
| FNMA FN30 BM1172 UMBS 03.0000 03/01/2047 | 0.06% |
| INDUSTRIA DE DISENO TEXTIL SEDOL BP9DL90 | 0.06% |
| CF INDUSTRIES HOLDINGS INC SEDOL B0G4K50 | 0.06% |
| CIT GROUP INC. 05.2500 03/07/2025 | 0.06% |
| EASTMAN CHEMICAL CO SEDOL 2298386 | 0.06% |
| FNMA FN40 BF0171 UMBS 04.0000 01/01/2057 | 0.06% |
| INVITATION HOMES INC SEDOL BD81GW9 | 0.06% |
| PARTNERS GROUP HOLDING AG SEDOL B119QG0 | 0.06% |
| WOLTERS KLUWER SEDOL 5671519 | 0.06% |
| AES CORP SEDOL 2002479 | 0.06% |
| ESSITY AKTIEBOLAG-B SEDOL BF1K7P7 | 0.06% |
| FHLMC FR30 ZS4703 UMBS 03.0000 02/01/2047 | 0.06% |
| SIRIUS XM RADIO INC P/P 144A 05.0000 08/01/2027 | 0.06% |
| AVALONBAY COMMUNITIES INC SEDOL 2131179 | 0.06% |
| BERKSHIRE HATHAWAY FIN 04.2500 01/15/2021 | 0.06% |
| CENTERPOINT ENERGY INC SEDOL 2440637 | 0.06% |
| GENERAL MOTORS FINL CO 04.0000 10/06/2026 | 0.06% |
| CAS 2016-C04 1M2 04.4183 01/25/2029 | 0.06% |
| COCA-COLA HBC AG-DI SEDOL B9895B7 | 0.06% |
| DAIKIN INDUSTRIES LTD SEDOL 6250724 | 0.06% |
| FERGUSON PLC SEDOL BJVNSS4 | 0.06% |
| GARMIN LTD SEDOL B3Z5T14 | 0.06% |
| LIVE NATION ENTERTAINMENT IN SEDOL B0T7YX2 | 0.06% |
| ROCHE HOLDINGS INC P/P 144A 04.0000 11/28/2044 | 0.06% |
| SHIONOGI & CO LTD SEDOL 6804682 | 0.06% |
| TELEDYNE TECHNOLOGIES INC SEDOL 2503477 | 0.06% |
| TRANSDIGM GROUP INC SEDOL B11FJK3 | 0.06% |
| AIR LEASE CORP 03.2500 10/01/2029 | 0.06% |
| KINDER MORGAN INC 03.1500 01/15/2023 | 0.06% |
| MGM RESORTS INTERNATIONAL SEDOL 2547419 | 0.06% |
| WELLS FARGO & CO SEDOL 2649100 | 0.06% |
| CAS 2015-C04 1M2 05.8683 04/25/2028 | 0.06% |
| DUKE REALTY CORP SEDOL 2284084 | 0.06% |
| FAIR ISAAC CORP SEDOL 2330299 | 0.06% |
| HITACHI LTD SEDOL 6429104 | 0.06% |
| JPMORGAN CHASE & CO 04.6000 02/01/2025 | 0.06% |
| TESLA INC SEDOL B616C79 | 0.06% |
| ADIDAS AG SEDOL 4031976 | 0.05% |
| AMERICAN TOWER CORP 03.1250 01/15/2027 | 0.05% |
| BNP PARIBAS SEDOL 7309681 | 0.05% |
| CBRE GROUP INC - A SEDOL B6WVMH3 | 0.05% |
| COMMONWEALTH BK AUST P/P 144A 03.1500 09/19/2027 | 0.05% |
| ENERGY TRANSFER OPERATNG 03.7500 05/15/2030 | 0.05% |
| PETROLEOS MEXICANOS P/P 144A 06.8400 01/23/2030 | 0.05% |
| WFRBS 2013-C18 AS 04.3870 12/15/2046 | 0.05% |
| FNMA FN30 AS8074 UMBS 03.0000 10/01/2046 | 0.05% |
| GILEAD SCIENCES INC SEDOL 2369174 | 0.05% |
| ORACLE CORP 02.5000 05/15/2022 | 0.05% |
| ORACLE CORP 02.6500 07/15/2026 | 0.05% |
| SVENSKA HANDELSBANKEN AB USD 01.9500 09/08/2020 | 0.05% |
| WFRBS 2011-C2 D P/P 144A 05.6623 02/15/2044 | 0.05% |
| AVALARA INC SEDOL BZ1NVP4 | 0.05% |
| CAS 2015-C04 2M2 05.7183 04/25/2028 | 0.05% |
| COMCAST CORP 03.9690 11/01/2047 | 0.05% |
| LAMB WESTON HOLDINGS P/P 144A 04.8750 11/01/2026 | 0.05% |
| MOLSON COORS BEVERAGE CO - B SEDOL B067BM3 | 0.05% |
| NRG ENERGY INC P/P 144A 04.4500 06/15/2029 | 0.05% |
| SCHNEIDER ELECTRIC SE SEDOL 4834108 | 0.05% |
| SHELL INTERNATIONAL FIN USD 02.8750 05/10/2026 | 0.05% |
| AMERICAN ELECTRIC POWER 04.3000 12/01/2028 | 0.05% |
| AT&T INC 04.7500 05/15/2046 | 0.05% |
| AUST & NZ BANKING GRP NY 02.1250 08/19/2020 | 0.05% |
| BERRY GLOBAL GROUP INC SEDOL B8BR3H3 | 0.05% |
| EQUITY RESIDENTIAL TR REIT | 0.05% |
| LINCOLN NATIONAL CORP SEDOL 2516378 | 0.05% |
| NORDEA BANK ABP P/P 144A 02.5000 09/17/2020 | 0.05% |
| PNC BANK NA 02.0280 12/09/2022 | 0.05% |
| VIACOMCBS INC 04.2000 06/01/2029 | 0.05% |
| ENERGY TRANSFER OPERATNG 06.6250 02/15/2028 | 0.05% |
| FISERV INC 04.2000 10/01/2028 | 0.05% |
| LNSTR 2015-3 B P/P 144A 03.1328 04/20/2048 | 0.05% |
| NORTHROP GRUMMAN CORP 03.2500 01/15/2028 | 0.05% |
| RAYTHEON COMPANY 02.5000 12/15/2022 | 0.05% |
| SECOM CO LTD SEDOL 6791591 | 0.05% |
| STANDARD IND INC P/P 144A 05.0000 02/15/2027 | 0.05% |
| BANQUE FED CRED MUTU P/P 144A 02.2000 07/20/2020 | 0.05% |
| CARLSBERG AS-B SEDOL 4169219 | 0.05% |
| FIDELITY NATL INFO SERV 03.7500 05/21/2029 | 0.05% |
| MICROCHIP TECH INC 04.3330 06/01/2023 | 0.05% |
| OMNICOM GP/OMNICOM CAP 03.6000 04/15/2026 | 0.05% |
| UNITED AIRLINES HOLDINGS INC SEDOL B4QG225 | 0.05% |
| APTARGROUP INC SEDOL 2045247 | 0.05% |
| BANK OF AMERICA CORP 03.4990 05/17/2022 | 0.05% |
| COVESTRO AG SEDOL BYTBWY9 | 0.05% |
| DENTSPLY SIRONA INC SEDOL BYNPPC6 | 0.05% |
| FIRSTENERGY TRANSMIS P/P 144A 05.4500 07/15/2044 | 0.05% |
| LEGAL & GENERAL GROUP PLC SEDOL 0560399 | 0.05% |
| NETFLIX INC SEDOL 2857817 | 0.05% |
| QUIDEL CORP SEDOL 2717591 | 0.05% |
| SHIN-ETSU CHEMICAL CO LTD SEDOL 6804585 | 0.05% |
| ASHTEAD CAPITAL INC P/P 144A 04.3750 08/15/2027 | 0.05% |
| CITIGROUP INC 02.6500 10/26/2020 | 0.05% |
| GLOBAL PAYMENTS INC 04.0000 06/01/2023 | 0.05% |
| HEICO CORP SEDOL 2419217 | 0.05% |
| IVORY COAST REGS 06.1250 06/15/2033 | 0.05% |
| MORGAN STANLEY 04.3750 01/22/2047 | 0.05% |
| WILLIS TOWERS WATSON PLC USD 05.7500 03/15/2021 | 0.05% |
| ALLY FINANCIAL INC SEDOL B72XK05 | 0.05% |
| AMAZON.COM INC. 02.5000 11/29/2022 | 0.05% |
| BANK OF MONTREAL USD 03.1000 04/13/2021 | 0.05% |
| CSAIL 2015-C1 C 04.2695 04/15/2050 | 0.05% |
| GOLDMAN SACHS GROUP INC 05.7500 01/24/2022 | 0.05% |
| NEXI SPA SEDOL BJ1F880 | 0.05% |
| NXP SEMICONDUCTORS NV SEDOL B505PN7 | 0.05% |
| PEUGEOT SA SEDOL 7103526 | 0.05% |
| RAYTHEON TECH CORP 04.1250 11/16/2028 | 0.05% |
| STACR 2016-DNA1 M3 05.7183 07/25/2028 | 0.05% |
| ALLISON TRANSMISSION HOLDING SEDOL B4PZ892 | 0.04% |
| ANHEUSER-BUSCH CO/IN 03.6500 02/01/2026 | 0.04% |
| APPLE INC 00.7500 05/11/2023 | 0.04% |
| MANUF & TRADERS TRUST CO 02.0500 08/17/2020 | 0.04% |
| BMW US CAPITAL LLC P/P 144A 02.0000 04/11/2021 | 0.04% |
| BRISTOL-MYERS P/P 144A 03.2500 08/15/2022 | 0.04% |
| CHENIERE CORP CHRIST 05.1250 06/30/2027 | 0.04% |
| CSAIL 2015-C1 AS 03.7910 04/15/2050 | 0.04% |
| DIAGEO PLC SEDOL 0237400 | 0.04% |
| ORSTED A/S SEDOL BYT16L4 | 0.04% |
| REPUBLIC OF PERU USD 02.3920 01/23/2026 | 0.04% |
| SKANDINAVISKA ENSKILDA BAN-A SEDOL 4813345 | 0.04% |
| TORONTO-DOMINION BANK USD 03.6250 09/15/2031 | 0.04% |
| WH GROUP LTD SEDOL BLLHKZ1 | 0.04% |
| BPCE SA P/P 144A 04.5000 03/15/2025 | 0.04% |
| CWALT 2006-OA10 4A1 00.3583 08/25/2046 | 0.04% |
| DNB NOR ASA SEDOL 4263304 | 0.04% |
| REPUBLIC OF KAZAKHSTAN REGS 04.8750 10/14/2044 | 0.04% |
| SIG COMBIBLOC GROUP AG SEDOL BD5GN60 | 0.04% |
| THALES SA SEDOL 4162791 | 0.04% |
| TPAT 2018-SL1 A P/P 144A 00.7683 01/25/2046 | 0.04% |
| AKZO NOBEL N.V. SEDOL BJ2KSG2 | 0.04% |
| AXALTA COATING SYSTEMS LTD SEDOL BSFWCF5 | 0.04% |
| BANK OF NOVA SCOTIA USD 02.3500 10/21/2020 | 0.04% |
| COMM 2010-C1 D P/P 144A 05.8545 07/10/2046 | 0.04% |
| DIGITAL REALTY TRUST LP 04.4500 07/15/2028 | 0.04% |
| DUKE ENERGY CORP 03.1500 08/15/2027 | 0.04% |
| MET LIFE GLOB P/P 144A 02.4000 06/17/2022 | 0.04% |
| REP OF INDONESIA P/P 144A 04.3500 01/08/2027 | 0.04% |
| VODAFONE GROUP PLC SEDOL BH4HKS3 | 0.04% |
| ZOETIS INC SEDOL B95WG16 | 0.04% |
| ACCENTURE PLC-CL A SEDOL B4BNMY3 | 0.04% |
| AMER TRANS SYST P/P 144A 05.0000 09/01/2044 | 0.04% |
| AMERICAN TOWER CORPORATION 02.7500 01/15/2027 | 0.04% |
| AVIVA PLC SEDOL 0216238 | 0.04% |
| BANCO BILBAO VIZCAYA ARGENTA SEDOL 5501906 | 0.04% |
| CF INDUSTRIES INC P/P 144A 04.5000 12/01/2026 | 0.04% |
| CIGNA CORP 03.7500 07/15/2023 | 0.04% |
| COMCAST CORPORATION 03.3750 02/15/2025 | 0.04% |
| CONCHO RESOURCES INC 03.7500 10/01/2027 | 0.04% |
| CROWN HOLDINGS INC | 0.04% |
| GNMA GII30 TBA 04.0000 06/01/2050 | 0.04% |
| HILTON WORLDWIDE FIN LLC 04.8750 04/01/2027 | 0.04% |
| KERRY GROUP PLC-A SEDOL 4519579 | 0.04% |
| MERCK & CO INC 03.7000 02/10/2045 | 0.04% |
| NETWORK INTERNATIONAL HOLDIN SEDOL BH3VJ78 | 0.04% |
| ORIX CORP SEDOL 6661144 | 0.04% |
| UBS GROUP AG P/P 144A 03.0000 04/15/2021 | 0.04% |
| WALGREENS BOOTS ALLIANCE INC SEDOL BTN1Y44 | 0.04% |
| WFRBS 2013-C12 AS 03.5600 03/15/2048 | 0.04% |
| BALL CORP SEDOL 2073022 | 0.04% |
| BIOGEN INC 03.6250 09/15/2022 | 0.04% |
| DOW CHEMICAL CO/THE 03.5000 10/01/2024 | 0.04% |
| SAMSUNG ELECTRONICS-PREF SEDOL 6773812 | 0.04% |
| VEREIT INC SEDOL BYVVTJ1 | 0.04% |
| VOLKSWAGEN AG PFD SEDOL 5497168 | 0.04% |
| BRITISH AMERICAN TOBACCO PLC SEDOL 0287580 | 0.04% |
| CCO HOLDINGS LLC P/P 144A 05.3750 06/01/2029 | 0.04% |
| COMPUGROUP MEDICAL SE SEDOL 5094536 | 0.04% |
| CREDIT SUISSE NEW YORK 02.8000 04/08/2022 | 0.04% |
| GSMS 2011-GC3 C P/P 144A 05.6361 03/10/2044 | 0.04% |
| KEYCORP SEDOL 2490911 | 0.04% |
| L3HARRIS TECH INC 03.8500 12/15/2026 | 0.04% |
| MONSTER BEVERAGE CORP SEDOL BZ07BW4 | 0.04% |
| MSBAM 2014-C17 C 04.4984 08/15/2047 | 0.04% |
| NIPPON TELEGRAPH & TELEPHONE SEDOL 6641373 | 0.04% |
| ORACLE CORP 02.5000 10/15/2022 | 0.04% |
| REPUBLIC OF SENEGAL REGS 06.2500 05/23/2033 | 0.04% |
| SEVEN & I HOLDINGS CO LTD SEDOL B0FS5D6 | 0.04% |
| SPRINT CORP 07.8750 09/15/2023 | 0.04% |
| SUN COMMUNITIES INC SEDOL 2860257 | 0.04% |
| VERIZON COMMUNICATIONS 04.4000 11/01/2034 | 0.04% |
| CK ASSET HOLDINGS LTD SEDOL BYZQ077 | 0.04% |
| DUKE ENERGY CORP 04.2000 06/15/2049 | 0.04% |
| DUKE ENERGY OHIO INC 03.6500 02/01/2029 | 0.04% |
| JPMCC 2012-C6 E P/P 144A 05.1565 05/15/2045 | 0.04% |
| NTT DOCOMO INC SEDOL 6129277 | 0.04% |
| ONEOK INC SEDOL 2130109 | 0.04% |
| VERIZON COMMUNICATIONS 05.2500 03/16/2037 | 0.04% |
| AMERICAN EXPRESS COMPANY 02.6500 12/02/2022 | 0.04% |
| ASPEN TECHNOLOGY INC SEDOL 2051868 | 0.04% |
| BANK OF NOVA SCOTIA USD 02.0000 11/15/2022 | 0.04% |
| BP CAPITAL MARKETS PLC USD 03.2790 09/19/2027 | 0.04% |
| COMM 2013-LC6 AM 03.2820 01/10/2046 | 0.04% |
| CSMC 2016-NXSR C 04.3586 12/15/2049 | 0.04% |
| EOG RESOURCES INC 02.6250 03/15/2023 | 0.04% |
| FIDELITY NATIONAL FINANCIAL SEDOL BNBRDD4 | 0.04% |
| GSMS 2011-GC3 D P/P 144A 05.6361 03/10/2044 | 0.04% |
| HILL-ROM HOLDINGS INC SEDOL 2425924 | 0.04% |
| IMPERIAL BRANDS PLC SEDOL 0454492 | 0.04% |
| KONINKLIJKE DSM NV SEDOL B0HZL93 | 0.04% |
| WOOLWORTHS GROUP LTD SEDOL 6981239 | 0.04% |
| AENA SME SA SEDOL BVRZ8L1 | 0.04% |
| CDX CDX.NA.IG.34 100.0 06/20/2025 | 0.04% |
| CITIGROUP INC 04.5000 01/14/2022 | 0.04% |
| DOMINICAN REPUBLIC REGS 05.9500 01/25/2027 | 0.04% |
| GLAXOSMITHKLINE PLC SEDOL 0925288 | 0.04% |
| WESTROCK MWV LLC 08.2000 01/15/2030 | 0.04% |
| AXIS CAPITAL HOLDINGS LTD SEDOL 2677606 | 0.04% |
| BANK LEUMI LE-ISRAEL SEDOL 6076425 | 0.04% |
| CAS 2016-C01 2M2 07.1183 08/25/2028 | 0.04% |
| KEURIG DR PEPPER INC 04.5970 05/25/2028 | 0.04% |
| ZALANDO SE SEDOL BQV0SV7 | 0.04% |
| AURIZON HOLDINGS LTD SEDOL B87CVM3 | 0.03% |
| BHP GROUP PLC SEDOL BH0P3Z9 | 0.03% |
| CAMDEN PROPERTY TRUST SEDOL 2166320 | 0.03% |
| CISCO SYSTEMS INC 02.2000 02/28/2021 | 0.03% |
| EIFFAGE SEDOL B13X013 | 0.03% |
| GEORGIA-PACIFIC LLC P/P 144A 02.1000 04/30/2027 | 0.03% |
| IBM CORP 01.8750 08/01/2022 | 0.03% |
| ING GROEP NV-CVA SEDOL 7154182 | 0.03% |
| NEXON CO LTD SEDOL B63QM77 | 0.03% |
| ONCOR ELECTRIC DELIV 03.7500 04/01/2045 | 0.03% |
| ORACLE CORP 01.9000 09/15/2021 | 0.03% |
| PPG INDUSTRIES INC SEDOL 2698470 | 0.03% |
| RELIANCE STEEL & ALUMINUM SEDOL 2729068 | 0.03% |
| STACR 2015-DNA3 M3 04.8683 04/25/2028 | 0.03% |
| AMGEN INC 02.6000 08/19/2026 | 0.03% |
| BRISTOL-MYERS P/P 144A 02.2500 08/15/2021 | 0.03% |
| CIGNA CORP P/P 144A 03.9000 02/15/2022 | 0.03% |
| DISCOVERY INC - A SEDOL B3D7K31 | 0.03% |
| ENBRIDGE INC USD 04.2500 12/01/2026 | 0.03% |
| ENBRIDGE INC USD 04.5000 06/10/2044 | 0.03% |
| EQUINOR ASA USD 02.9000 11/08/2020 | 0.03% |
| FAURECIA SEDOL 4400446 | 0.03% |
| GLENCORE FUNDING LLC P/P 144A 04.6250 04/29/2024 | 0.03% |
| PETROBRAS GLOBAL FINANCE USD 06.1250 01/17/2022 | 0.03% |
| REPUBLIC OF CHILE USD 02.4500 01/31/2031 | 0.03% |
| TOKYO ELECTRON LTD SEDOL 6895675 | 0.03% |
| TOSHIBA CORP SEDOL 6897217 | 0.03% |
| VORNADO REALTY TRUST SEDOL 2933632 | 0.03% |
| ABN AMRO BANK NV P/P 144A 02.4500 06/04/2020 | 0.03% |
| ASSOCIATED BRITISH FOODS PLC SEDOL 0673123 | 0.03% |
| BRDCOM CRP / FIN 03.8750 01/15/2027 | 0.03% |
| BROADRIDGE FINANCIAL SOLUTIO SEDOL B1VP7R6 | 0.03% |
| CAS 2016-C03 2M2 06.0683 10/25/2028 | 0.03% |
| CAS 2020-R01 1M2 02.2183 01/25/2040 | 0.03% |
| CHARTER COMM OPT LLC/CAP 04.8000 03/01/2050 | 0.03% |
| CREDIT AGRICOLE SA SEDOL 7262610 | 0.03% |
| DEUTSCHE WOHNEN SE SEDOL B0YZ0Z5 | 0.03% |
| E.ON SE SEDOL 4942904 | 0.03% |
| HOME DEPOT INC 02.6250 06/01/2022 | 0.03% |
| JPMCC 2012-C6 AS 04.1166 05/15/2045 | 0.03% |
| NATIONAL AUSTRALIA BK/NY 02.5000 01/12/2021 | 0.03% |
| NORDEA BANK ABP P/P 144A 02.2500 05/27/2021 | 0.03% |
| NRG P/P 144A 03.7500 06/15/2024 | 0.03% |
| REGIONS FINANCIAL CORP 02.7500 08/14/2022 | 0.03% |
| SPST 2019-WL1 A 00.8183 08/25/2052 | 0.03% |
| STACR 2016-HQA2 M3 05.3183 11/25/2028 | 0.03% |
| ZOETIS INC 03.9000 08/20/2028 | 0.03% |
| 3I GROUP PLC SEDOL B1YW440 | 0.03% |
| AHM 2007-1 GA1C 00.3583 05/25/2047 | 0.03% |
| CATERPILLAR INC SEDOL 2180201 | 0.03% |
| CITIGROUP INC 03.8870 01/10/2028 | 0.03% |
| CME GROUP INC SEDOL 2965839 | 0.03% |
| GOODMAN GROUP SEDOL B03FYZ4 | 0.03% |
| GOOGLE INC 03.3750 02/25/2024 | 0.03% |
| HUNTINGTON BANCSHARES 04.3500 02/04/2023 | 0.03% |
| MONDELEZ INT HOLD NE P/P 144A 02.1250 09/19/2022 | 0.03% |
| NIPPON PROLOGIS REIT INC SEDOL B98BC67 | 0.03% |
| REPUBLIC OF PARAGUAY REGS 04.7000 03/27/2027 | 0.03% |
| SOFTWARE AG SEDOL BF06WX9 | 0.03% |
| STMICROELECTRONICS NV SEDOL 5962332 | 0.03% |
| TAIWAN SEMICONDUCTOR MANUFAC SEDOL 6889106 | 0.03% |
| TRK 2019-1 A1 04.3356 03/25/2022 | 0.03% |
| VIDEOTRON LTD / LTEE P/P 144A 05.1250 04/15/2027 | 0.03% |
| ALNYLAM PHARMACEUTICALS INC SEDOL B00FWN1 | 0.03% |
| BOEING CO 04.8750 05/01/2025 | 0.03% |
| BRAMBLES LTD SEDOL B1FJ0C0 | 0.03% |
| CHS/COMMUNITY HEALTH SYS 06.2500 03/31/2023 | 0.03% |
| CROWN CASTLE INTL CORP 03.6500 09/01/2027 | 0.03% |
| GSMS 2014-GC22 C 04.6904 06/10/2047 | 0.03% |
| HYATT HOTELS CORP 04.8500 03/15/2026 | 0.03% |
| JOHNSON CONTROLS INTL PL 04.5000 02/15/2047 | 0.03% |
| KEURIG DR PEPPER INC 04.4170 05/25/2025 | 0.03% |
| LEGRAND SA SEDOL B11ZRK9 | 0.03% |
| NEWMARKET CORP SEDOL B01CGF1 | 0.03% |
| NOMURA RESEARCH INSTITUTE LT SEDOL 6390921 | 0.03% |
| NUTRIEN LTD USD 04.1250 03/15/2035 | 0.03% |
| PFIZER INC 03.0000 12/15/2026 | 0.03% |
| SSE PLC SEDOL 0790873 | 0.03% |
| AES CORP/THE 05.5000 04/15/2025 | 0.03% |
| ANHEUSER-BUSCH INBEV WOR 04.7500 01/23/2029 | 0.03% |
| APPLE INC 03.8500 05/04/2043 | 0.03% |
| ARKEMA SEDOL B0Z5YZ2 | 0.03% |
| BP CAP MARKETS AMERICA 03.1190 05/04/2026 | 0.03% |
| BROADCOM INC P/P 144A 04.1500 11/15/2030 | 0.03% |
| CONSOLIDATED EDISON INC SEDOL 2216850 | 0.03% |
| CROWN CASTLE INTL CORP 03.7000 06/15/2026 | 0.03% |
| EOG RESOURCES INC SEDOL 2318024 | 0.03% |
| EQUITY LIFESTYLE PROPERTIES SEDOL 2563125 | 0.03% |
| KION GROUP AG SEDOL BB22L96 | 0.03% |
| OTSUKA CORP SEDOL 6267058 | 0.03% |
| SINGAPORE EXCHANGE LTD SEDOL 6303866 | 0.03% |
| VTB BANK (VTB CAP SA P/P 144A 06.9500 10/17/2022 | 0.03% |
| WAMU 2005-AR12 1A8 03.8612 10/25/2035 | 0.03% |
| ACS ACTIVIDADES SEDOL B01FLQ6 | 0.03% |
| ALPHABET INC 01.9980 08/15/2026 | 0.03% |
| AMGEN INC 04.6630 06/15/2051 | 0.03% |
| BANK OF AMERICA CORP 02.4960 02/13/2031 | 0.03% |
| CHINA MOBILE LTD SEDOL 6073556 | 0.03% |
| CISCO SYSTEMS INC 02.5000 09/20/2026 | 0.03% |
| INTL FLAVOR & FRAGRANCES 04.4500 09/26/2028 | 0.03% |
| ITOCHU TECHNO-SOLUTIONS CORP SEDOL 6200194 | 0.03% |
| JPMBB 2013-C12 C 04.0998 07/15/2045 | 0.03% |
| UBI SOFT ENTERTA SEDOL B1L3CS6 | 0.03% |
| ABBVIE INC P/P 144A 03.8000 03/15/2025 | 0.03% |
| ADECCO GROUP AG-REG SEDOL 7110720 | 0.03% |
| ASML HOLDING NV SEDOL B929F46 | 0.03% |
| CWALT 2006-OA7 1A2 02.6305 06/25/2046 | 0.03% |
| DISH DBS CORP 05.8750 11/15/2024 | 0.03% |
| EXPEDIA GROUP INC SEDOL B748CK2 | 0.03% |
| FNMA FN30 BC1155 UMBS 03.0000 06/01/2046 | 0.03% |
| FORTESCUE METALS GROUP LTD SEDOL B2B2B49 | 0.03% |
| JPMCC 2013-LC11 AS 03.2160 04/15/2046 | 0.03% |
| LINDE PLC SEDOL BYWD9S5 | 0.03% |
| NIELSEN HOLDINGS PLC SEDOL BWFY550 | 0.03% |
| PETROBRAS GLOBAL FINANCE USD 07.3750 01/17/2027 | 0.03% |
| REPUBLICA ORIENT URUGUAY USD 05.1000 06/18/2050 | 0.03% |
| ROKU INC SEDOL BZ1LFG7 | 0.03% |
| ROYAL BANK OF CANADA USD 04.6500 01/27/2026 | 0.03% |
| S&P GLOBAL INC 02.9500 01/22/2027 | 0.03% |
| SAIL 2004-10 A10 01.0683 11/25/2034 | 0.03% |
| UNITEDHEALTH GROUP INC 03.3750 11/15/2021 | 0.03% |
| VINCI SA SEDOL B1XH026 | 0.03% |
| VISTRA OPERATION P/P 144A 03.5500 07/15/2024 | 0.03% |
| WFRBS 2014-C22 XA IO 00.8065 09/15/2057 | 0.03% |
| WR BERKLEY CORP SEDOL 2093644 | 0.03% |
| AIG GLOBAL FUNDING P/P 144A 02.1500 07/02/2020 | 0.03% |
| AIR LEASE CORP 04.6250 10/01/2028 | 0.03% |
| ANHEUSER-BUSCH INBEV WOR 05.5500 01/23/2049 | 0.03% |
| CELANESE CORP SEDOL B05MZT4 | 0.03% |
| COMCAST CORP 03.4500 02/01/2050 | 0.03% |
| CREDIT SUISSE GRP AG P/P 144A 06.2500 12/18/2024 | 0.03% |
| DEUTSCHE TELEKOM INT FIN USD 08.7500 06/15/2030 | 0.03% |
| DOMINICAN REPUBLIC REGS 06.8750 01/29/2026 | 0.03% |
| ENERGY TRANSFER OPERA 05.8750 01/15/2024 | 0.03% |
| EQUINIX INC 03.2000 11/18/2029 | 0.03% |
| GALAPAGOS NV SEDOL B07Q2V5 | 0.03% |
| JPMCC 2012-C8 D P/P 144A 04.6707 10/15/2045 | 0.03% |
| KEURIG DR PEPPER INC SEDOL BD3W133 | 0.03% |
| MINEBEA CO LTD SEDOL 6642406 | 0.03% |
| MORGAN STANLEY 05.5000 07/28/2021 | 0.03% |
| OSHKOSH CORP 04.6000 05/15/2028 | 0.03% |
| SANTANDER UK GROUP H P/P 144A 04.7500 09/15/2025 | 0.03% |
| STORE CAPITAL CORP SEDOL BSKRKJ5 | 0.03% |
| T-MOBILE USA INC P/P 144A 03.8750 04/15/2030 | 0.03% |
| TENET HEALTHCARE P/P 144A 04.8750 01/01/2026 | 0.03% |
| UBS GROUP AG P/P 144A 04.1250 04/15/2026 | 0.03% |
| UNITEDHEALTH GROUP INC 03.9500 10/15/2042 | 0.03% |
| VERTIV TLB L+300 04.6550 03/02/2027 | 0.03% |
| VISTRA OPERATION P/P 144A 04.3000 07/15/2029 | 0.03% |
| WEST JAPAN RAILWAY CO SEDOL 6957995 | 0.03% |
| ZOETIS INC 02.0000 05/15/2030 | 0.03% |
| ALKERMES PLC SEDOL B3P6D26 | 0.02% |
| APARTMENT INVT & MGMT CO -A SEDOL BJLNBG3 | 0.02% |
| APPLE INC 04.3750 05/13/2045 | 0.02% |
| BANCO SANTANDER SA USD 04.3790 04/12/2028 | 0.02% |
| BANCO SANTANDER SA USD 05.1790 11/19/2025 | 0.02% |
| CI FINANCIAL CORP SEDOL B3KT0S5 | 0.02% |
| CISCO SYSTEMS INC 05.9000 02/15/2039 | 0.02% |
| CVS HEALTH CORP 03.7000 03/09/2023 | 0.02% |
| GLENCORE FUNDING LLC P/P 144A 04.0000 04/16/2025 | 0.02% |
| GLOBAL PAYMENTS INC 02.9000 05/15/2030 | 0.02% |
| GSMS 2010-C1 D P/P 144A 05.9859 08/10/2043 | 0.02% |
| LBMLT 2004-1 A2 00.9683 02/25/2034 | 0.02% |
| MITSUBISHI UFJ FIN GRP USD 03.8500 03/01/2026 | 0.02% |
| NUTRIEN LTD. USD 04.2000 04/01/2029 | 0.02% |
| REINSURANCE GROUP OF AMERICA SEDOL 2731193 | 0.02% |
| ROYAL BK SCOTLND GRP PLC USD 04.8920 05/18/2029 | 0.02% |
| SEK/USD 06/17/2020 SSBT | 0.02% |
| SPRINT CAPITAL CORPORATION 06.8750 11/15/2028 | 0.02% |
| TJX COMPANIES INC SEDOL 2989301 | 0.02% |
| TREASURY BILL 00.0000 06/11/2020 | 0.02% |
| UNITEDHEALTH GROUP INC 04.7000 02/15/2021 | 0.02% |
| WALT DISNEY COMPANY 07.7500 12/01/2045 | 0.02% |
| WASTE CONNECTIONS INC 03.5000 05/01/2029 | 0.02% |
| APPLE INC 02.8500 05/06/2021 | 0.02% |
| APPLE INC 02.8500 05/11/2024 | 0.02% |
| AT&T INC 02.9500 07/15/2026 | 0.02% |
| CGCMT 2014-GC21 AS 04.0260 05/10/2047 | 0.02% |
| CHEVRON CORP 02.1000 05/16/2021 | 0.02% |
| ENI SPA SEDOL 7145056 | 0.02% |
| ERAC USA FINANCE LLC P/P 144A 07.0000 10/15/2037 | 0.02% |
| FIAT CHRYSLER AUTOMOBILES NV SEDOL BRJFWP3 | 0.02% |
| HCA INC 04.1250 06/15/2029 | 0.02% |
| JUST EAT TAKEAWAY SEDOL BYQ7HZ6 | 0.02% |
| LMAT 2019-GS7 A1 03.2500 11/25/2059 | 0.02% |
| LPL FINANCIAL HOLDINGS INC SEDOL B75JX34 | 0.02% |
| MBX.FN30.500.10 R USL1M P 01/12/41 BC | 0.02% |
| SARTORIUS STEDIM BIOTECH SEDOL BYZ2QP5 | 0.02% |
| SHERWIN-WILLIAMS CO 03.4500 06/01/2027 | 0.02% |
| TEMPUR SEALY INTERNATIONAL I SEDOL 2216991 | 0.02% |
| TOYOTA INDUSTRIES CORP SEDOL 6900546 | 0.02% |
| TRANSCANADA TRUST USD 05.3000 03/15/2077 | 0.02% |
| UBS GROUP AG REGS 06.8750 12/29/2049 | 0.02% |
| US BANCORP 02.6250 01/24/2022 | 0.02% |
| ARISTOCRAT LEISURE LTD SEDOL 6253983 | 0.02% |
| CFCRE 2011-C1 D P/P 144A 06.0887 04/15/2044 | 0.02% |
| CITIGROUP INC 02.9000 12/08/2021 | 0.02% |
| CREDIT AGRICOLE SA P/P 144A 04.0000 01/10/2033 | 0.02% |
| CROWN CASTLE INTL CORP 03.8000 02/15/2028 | 0.02% |
| JOHNSON CONTROLS INTL PL 04.9500 07/02/2064 | 0.02% |
| KINDER MORGAN ENER PART 03.5000 03/01/2021 | 0.02% |
| L3HARRIS TECH INC 04.4000 06/15/2028 | 0.02% |
| MACQUARIE BANK LTD P/P 144A 02.8500 07/29/2020 | 0.02% |
| MCAS 2019-01 M7 P/P 144A 01.8683 10/15/2049 | 0.02% |
| REPUBLIC OF KAZAKHSTAN REGS 05.1250 07/21/2025 | 0.02% |
| ROGERS COMMUNICATIONS IN USD 04.5000 03/15/2043 | 0.02% |
| SMITH & NEPHEW PLC SEDOL 0922320 | 0.02% |
| SNAM SPA SEDOL 7251470 | 0.02% |
| T-MOBILE USA INC 06.3750 03/01/2025 | 0.02% |
| TARGA RESOURCES PART 05.0000 01/15/2028 | 0.02% |
| TEMPO ACQ LLC/FI P/P 144A 06.7500 06/01/2025 | 0.02% |
| TOTAL CAPITAL INTL SA USD 02.7500 06/19/2021 | 0.02% |
| UCB SA SEDOL 5596991 | 0.02% |
| US FOODS HOLDING CORP SEDOL BYVFC94 | 0.02% |
| VONOVIA SE SEDOL BBJPFY1 | 0.02% |
| ABN AMRO BANK NV-CVA SEDOL BYQP136 | 0.02% |
| AGL ENERGY LTD SEDOL BSS7GP5 | 0.02% |
| ALIMENTATION COUCHE-TARD 3.550000 07/26/2027 | 0.02% |
| BMW US CAPITAL LLC P/P 144A 03.9500 08/14/2028 | 0.02% |
| CELANESE US HOLDINGS LLC 03.5000 05/08/2024 | 0.02% |
| CENTENE CORP 04.6250 12/15/2029 | 0.02% |
| CITIGROUP INC 04.4500 09/29/2027 | 0.02% |
| COMCAST CORP 02.3500 01/15/2027 | 0.02% |
| COSTCO WHOLESALE CORP SEDOL 2701271 | 0.02% |
| CSX CORP 04.1000 03/15/2044 | 0.02% |
| FUJITSU LTD SEDOL 6356945 | 0.02% |
| GSMS 2017-GS7 AS 03.6630 08/10/2050 | 0.02% |
| INTERCONTINENTAL HOTELS GROU SEDOL BHJYC05 | 0.02% |
| JPMORGAN CHASE & CO 01.3924 05/15/2047 | 0.02% |
| KINGFISHER PLC SEDOL 3319521 | 0.02% |
| LMAT 2020-GS1 A1 02.8820 10/25/2059 | 0.02% |
| MARSH & MCLENNAN COS INC 04.9000 03/15/2049 | 0.02% |
| NRZT 2018-4A A1M 01.0683 01/25/2048 | 0.02% |
| PALTAC CORPORATION SEDOL B61BG94 | 0.02% |
| S&P GLOBAL INC 04.4000 02/15/2026 | 0.02% |
| STACR 2016-HQA3 M3 04.0183 03/25/2029 | 0.02% |
| TRANSDIGM INC. P/P 144A 06.2500 03/15/2026 | 0.02% |
| UNITEDHEALTH GROUP INC 02.7500 02/15/2023 | 0.02% |
| WESTPAC BANKING CORP USD 02.0000 08/19/2021 | 0.02% |
| WFRBS 2013-UBS1 A4 04.0790 03/15/2046 | 0.02% |
| BCE INC SEDOL B188TH2 | 0.02% |
| CANTOR FITZGERALD LP P/P 144A 06.5000 06/17/2022 | 0.02% |
| CAS 2015-C03 2M2 05.1683 07/25/2025 | 0.02% |
| CENOVUS ENERGY INC SEDOL B57FG04 | 0.02% |
| CITIGROUP INC 04.7500 05/18/2046 | 0.02% |
| DAIWA HOUSE INDUSTRY CO LTD SEDOL 6251363 | 0.02% |
| DEERE & COMPANY 02.6000 06/08/2022 | 0.02% |
| DNB BANK ASA P/P 144A 02.1250 10/02/2020 | 0.02% |
| DOLLAR GENERAL CORP 03.2500 04/15/2023 | 0.02% |
| DOMINICAN REPUBLIC REGS 08.6250 04/20/2027 | 0.02% |
| ERAC USA FINANCE LLC P/P 144A 04.5000 02/15/2045 | 0.02% |
| FIDELITY NATIONAL INFORM 04.2500 05/15/2028 | 0.02% |
| HCA INC. 05.3750 09/01/2026 | 0.02% |
| INTERNATIONAL PAPER CO 03.0000 02/15/2027 | 0.02% |
| ISRAEL DISCOUNT BANK -A SEDOL 6451271 | 0.02% |
| JAPAN AIRLINES CO LTD SEDOL B8BRV46 | 0.02% |
| KBC GROUP NV SEDOL 4497749 | 0.02% |
| LIBERTY GLOBAL PLC- C SEDOL B8W67B1 | 0.02% |
| MARSH & MCLENNAN COS INC 04.3750 03/15/2029 | 0.02% |
| MGIC INVESTMENT CORP SEDOL 2548616 | 0.02% |
| MWST 2018-W1 A 01.0183 11/25/2051 | 0.02% |
| REPUBLIC OF COLOMBIA USD 03.8750 04/25/2027 | 0.02% |
| REPUBLIC OF SOUTH AFRICA USD 04.8500 09/27/2027 | 0.02% |
| S&P MID 400 EMINI JUN20 FAM0 | 0.02% |
| SOUTHERN CO/THE SEDOL 2829601 | 0.02% |
| TCI COMMUNICATIONS INC 07.1250 02/15/2028 | 0.02% |
| TRUIST BANK 02.6360 09/17/2029 | 0.02% |
| VOLVO AB-B SHS SEDOL B1QH830 | 0.02% |
| WFRBS 2013-C16 AS 04.6680 09/15/2046 | 0.02% |
| AMDOCS LTD SEDOL 2256908 | 0.02% |
| ARRW 2018-1 A3 04.1570 04/25/2048 | 0.02% |
| BANK OF AMERICA CORP 06.1000 12/29/2049 | 0.02% |
| CARDINAL HEALTH INC SEDOL 2175672 | 0.02% |
| CHARTER COMM OPT LLC 04.9080 07/23/2025 | 0.02% |
| DBS GROUP HOLDINGS LTD SEDOL 6175203 | 0.02% |
| ERAC USA FINANCE LLC P/P 144A 05.6250 03/15/2042 | 0.02% |
| FEDERAL REALTY INVS TRUST SEDOL 2333931 | 0.02% |
| GSMS 2014-GC18 C 04.9888 01/10/2047 | 0.02% |
| IDACORP INC SEDOL 2296937 | 0.02% |
| ING BANK NV P/P 144A 05.8000 09/25/2023 | 0.02% |
| IVORY COAST REGS 05.3750 07/23/2024 | 0.02% |
| LLOYDS BANKING GROUP PLC USD 04.5000 11/04/2024 | 0.02% |
| MARRIOTT INTERNATIONAL 04.6250 06/15/2030 | 0.02% |
| NEC CORP SEDOL 6640400 | 0.02% |
| QUILTER PLC SEDOL BDCXV26 | 0.02% |
| SEKISUI HOUSE LTD SEDOL 6793906 | 0.02% |
| STACR 2014-HQ3 M3 04.9183 10/25/2024 | 0.02% |
| SUN HUNG KAI PROPERTIES SEDOL 6859927 | 0.02% |
| TELSTRA CORP LTD SEDOL 6087289 | 0.02% |
| BERKELEY GROUP HOLDINGS/THE SEDOL B02L3W3 | 0.02% |
| BOISE CASCADE CO P/P 144A 05.6250 09/01/2024 | 0.02% |
| CAS 2017-C01 1M2 03.7183 07/25/2029 | 0.02% |
| CK HUTCHISON HOLDINGS LTD SEDOL BW9P816 | 0.02% |
| CLP HOLDINGS LTD SEDOL 6097017 | 0.02% |
| CSC HOLDINGS LLC 05.2500 06/01/2024 | 0.02% |
| CWALT 2006-OA19 A1 00.3508 02/20/2047 | 0.02% |
| DIVERSIFIED HEALTHCARE T 09.7500 06/15/2025 | 0.02% |
| ENERGY TRANSFER OPERATNG 05.2000 02/01/2022 | 0.02% |
| FISERV INC 03.5000 07/01/2029 | 0.02% |
| FIVE CORNERS FUNDING P/P 144A 04.4190 11/15/2023 | 0.02% |
| GCP APPLIED TECH P/P 144A 05.5000 04/15/2026 | 0.02% |
| HALLIBURTON CO SEDOL 2405302 | 0.02% |
| HENDERSON LAND DEVELOPMENT SEDOL 6420538 | 0.02% |
| HESS MIDSTREAM P P/P 144A 05.6250 02/15/2026 | 0.02% |
| LLOYDS BANKING GROUP PLC USD 04.6500 03/24/2026 | 0.02% |
| M3 INC SEDOL B02K2M3 | 0.02% |
| MARATHON OIL CORP SEDOL 2910970 | 0.02% |
| MICROSOFT CORP 02.4000 02/06/2022 | 0.02% |
| NAVISTAR INTL TLB L+350 03.6800 11/06/2024 | 0.02% |
| PFIZER INC 01.9500 06/03/2021 | 0.02% |
| POPULAR INC SEDOL B86QM90 | 0.02% |
| PPSI 2004-WCW2 M3 01.2183 10/25/2034 | 0.02% |
| RENESAS ELECTRONICS CORP SEDOL 6635677 | 0.02% |
| SEI INVESTMENTS COMPANY SEDOL 2793610 | 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% |
| TREASURY BILL 00.0000 06/04/2020 | 0.02% |
| UNILEVER PLC SEDOL B10RZP7 | 0.02% |
| US BANCORP 02.9500 07/15/2022 | 0.02% |
| WFRBS 2011-C3 D P/P 144A 05.6803 03/15/2044 | 0.02% |
| WFRBS 2012-C9 D P/P 144A 04.8107 11/15/2045 | 0.02% |
| YANGZIJIANG SHIPBUILDING SEDOL B1VT035 | 0.02% |
| AMERICAN TOWER CORP 02.9000 01/15/2030 | 0.02% |
| ARRW 2019-3 A3 03.4160 10/25/2048 | 0.02% |
| ASHLAND GLOBAL HOLDINGS INC SEDOL BYND5N1 | 0.02% |
| BOC HONG KONG HOLDINGS LTD SEDOL 6536112 | 0.02% |
| BRISTOL-MYERS P/P 144A 03.4000 07/26/2029 | 0.02% |
| COMM 2013-CR11 AM 04.7150 08/10/2050 | 0.02% |
| COX COMM INC P/P 144A 03.5000 08/15/2027 | 0.02% |
| CSC HOLDINGS LLC P/P 144A 07.5000 04/01/2028 | 0.02% |
| ELEKTA AB-B SHS SEDOL B0M42T2 | 0.02% |
| ENDEAVOR ENERGY P/P 144A 05.7500 01/30/2028 | 0.02% |
| EXTENDED STAY AMERICA INC SEDOL BGH3F75 | 0.02% |
| JPMCC 2013-C16 AS 04.5169 12/15/2046 | 0.02% |
| KOSE CORP SEDOL 6194468 | 0.02% |
| MSBAM 2014-C14 C 04.9464 02/15/2047 | 0.02% |
| NATIONAL AUSTRALIA BK/NY 02.8000 01/10/2022 | 0.02% |
| NEW RESIDENTIAL INVESTMENT SEDOL BRJ9GW0 | 0.02% |
| NITTO DENKO CORP SEDOL 6641801 | 0.02% |
| NSTAR ELECTRIC CO 02.3750 10/15/2022 | 0.02% |
| OMV AG SEDOL 4651459 | 0.02% |
| PENSKE TRUCK LEASING P/P 144A 03.9000 02/01/2024 | 0.02% |
| QUEST DIAGNOSTICS INC SEDOL 2702791 | 0.02% |
| SAMI 2007-AR7 1A1 01.0183 05/25/2047 | 0.02% |
| SMC CORP SEDOL 6763965 | 0.02% |
| STACR 2015-HQA2 M3 04.9683 05/25/2028 | 0.02% |
| STACR 2016-HQA1 M3 06.5183 09/25/2028 | 0.02% |
| STAPLES INC P/P 144A 07.5000 04/15/2026 | 0.02% |
| STEVENS HLDG CO INC P/P 144A 06.1250 10/01/2026 | 0.02% |
| SWISS RE TREAS P/P 144A 04.2500 12/06/2042 | 0.02% |
| TRUIST FIN CORP 04.8000 12/31/2099 | 0.02% |
| Z HOLDINGS CORP SEDOL 6084848 | 0.02% |
| AMERICAN INTL GROUP 08.1750 05/15/2058 | 0.02% |
| BECTON DICKINSON AND CO 02.8230 05/20/2030 | 0.02% |
| BMIR 2018-2A M1B P/P 144A 01.5183 08/25/2028 | 0.02% |
| BMIR 2019-4A M1C P/P 144A 02.6683 10/25/2029 | 0.02% |
| CD 2017-CD3 A4 03.6310 02/10/2050 | 0.02% |
| CELLNEX TELECOM SA SEDOL BX90C05 | 0.02% |
| CITIGROUP INC 04.6000 03/09/2026 | 0.02% |
| COGNIZANT TECH SOLUTIONS-A SEDOL 2257019 | 0.02% |
| COMCAST CORP 03.1500 03/01/2026 | 0.02% |
| ENTERPRISE PRODUCTS OPER 02.8000 01/31/2030 | 0.02% |
| GNR 2015-H25 BI IO 02.4249 10/20/2065 | 0.02% |
| GRAY TELEVISION INC P/P 144A 07.0000 05/15/2027 | 0.02% |
| HIKARI TSUSHIN INC SEDOL 6416322 | 0.02% |
| HSBC HOLDINGS PLC SEDOL 0540528 | 0.02% |
| IHEARTCOMMUNICATIONS INC 08.3750 05/01/2027 | 0.02% |
| KAO CORP SEDOL 6483809 | 0.02% |
| MOODY S CORP | 0.02% |
| NETFLIX INC. 05.8750 11/15/2028 | 0.02% |
| NOVELIS CORP P/P 144A 05.8750 09/30/2026 | 0.02% |
| ONO PHARMACEUTICAL CO LTD SEDOL 6660107 | 0.02% |
| PLANTRONICS INC P/P 144A 05.5000 05/31/2023 | 0.02% |
| PULTEGROUP INC 05.5000 03/01/2026 | 0.02% |
| REP OF INDONESIA P/P 144A 04.7500 01/08/2026 | 0.02% |
| SABINE PASS LIQUEFACTION 04.2000 03/15/2028 | 0.02% |
| SANTOS LTD SEDOL 6776703 | 0.02% |
| SPECTRA ENERGY PARTNERS 03.3750 10/15/2026 | 0.02% |
| UBSCM 2012-C1 C P/P 144A 05.5691 05/10/2045 | 0.02% |
| WALT DISNEY COMP 07.7500 01/20/2024 | 0.02% |
| WAMU 2007-HY2 1A1 03.6208 12/25/2036 | 0.02% |
| WASTE PRO USA INC P/P 144A 05.5000 02/15/2026 | 0.02% |
| WEYERHAEUSER CO 07.3750 03/15/2032 | 0.02% |
| WILMAR INTERNATIONAL LTD SEDOL B17KC69 | 0.02% |
| AIR LIQUIDE SA SEDOL B1YXBJ7 | 0.02% |
| ALFRESA HOLDINGS CORP SEDOL 6687214 | 0.02% |
| ALLY FINANCIAL INC 08.0000 11/01/2031 | 0.02% |
| AUTOZONE INC SEDOL 2065955 | 0.02% |
| CAMDEN PROPERTY TRUST 04.8750 06/15/2023 | 0.02% |
| CMLTI 2005-2 1A2A 04.2904 05/25/2035 | 0.02% |
| COMCAST CORP 04.0490 11/01/2052 | 0.02% |
| COMM 2014-UBS6 C 04.4468 12/10/2047 | 0.02% |
| COMM 2015-LC19 A4 03.1830 02/10/2048 | 0.02% |
| DOMINICAN REPUBLIC REGS 06.5000 02/15/2048 | 0.02% |
| FIRST QUANTUM MINERA P/P 144A 07.5000 04/01/2025 | 0.02% |
| GFL ENVIRONMENTAL P/P 144A 07.0000 06/01/2026 | 0.02% |
| JPMBB 2014-C22 C 04.5540 09/15/2047 | 0.02% |
| LIBERTY MEDIA COR-SIRIUSXM A SEDOL BD8QGF7 | 0.02% |
| LUNDIN ENERGY AB SEDOL 7187627 | 0.02% |
| MSBAM 2012-C6 D P/P 144A 04.6070 11/15/2045 | 0.02% |
| MSBAM 2013-C9 D P/P 144A 04.1205 05/15/2046 | 0.02% |
| MSC 2016-BNK2 C 03.9040 11/15/2049 | 0.02% |
| NATIONAL BANK OF CANADA SEDOL 2077303 | 0.02% |
| NEUROCRINE BIOSCIENCES INC SEDOL 2623911 | 0.02% |
| NIELSEN FIN LLC/CO P/P 144A 05.0000 04/15/2022 | 0.02% |
| NOMURA REAL ESTATE HOLDINGS SEDOL B1CWJM5 | 0.02% |
| OBAYASHI CORP SEDOL 6656407 | 0.02% |
| OUTFRONT MEDIA INC SEDOL BSP6611 | 0.02% |
| PULTEGROUP INC. 07.8750 06/15/2032 | 0.02% |
| RBS GLOBAL/REXNO P/P 144A 04.8750 12/15/2025 | 0.02% |
| SABINE PASS LIQUEF 05.0000 03/15/2027 | 0.02% |
| SPRINT CORP 07.2500 09/15/2021 | 0.02% |
| STACR 2017-DNA2 M1 01.3683 10/25/2029 | 0.02% |
| STANDARD CHARTERED PLC SEDOL 0408284 | 0.02% |
| SUNDRUG CO LTD SEDOL 6817895 | 0.02% |
| SUZUKEN CO LTD SEDOL 6865560 | 0.02% |
| TAYLOR WIMPEY PLC SEDOL 0878230 | 0.02% |
| TENET HEALTHCARE CORPORATION 08.1250 04/01/2022 | 0.02% |
| WFCM 2013-LC12 C 04.2762 07/15/2046 | 0.02% |
| ZURICH INSURANCE GROUP AG SEDOL 5983816 | 0.02% |
| AMERICAN EXPRESS CO SEDOL 2026082 | 0.02% |
| AMERICAN FINANCIAL GROUP INC SEDOL 2134532 | 0.02% |
| ARD FINANCE SA P/P 144A 06.5000 06/30/2027 | 0.02% |
| AUTOMATIC DATA PROCESSING SEDOL 2065308 | 0.02% |
| BAIDU INC - SPON ADR SEDOL B0FXT17 | 0.02% |
| BRIXMOR PROPERTY GROUP INC SEDOL BFTDJL8 | 0.02% |
| CHOCOLADEFABRIKEN LINDT-PC SEDOL 5962280 | 0.02% |
| COMCAST CORP 03.9990 11/01/2049 | 0.02% |
| COMPASS MIN INTL P/P 144A 06.7500 12/01/2027 | 0.02% |
| CURTISS-WRIGHT CORP SEDOL 2241205 | 0.02% |
| DH EUROPE FINANCE II USD 03.4000 11/15/2049 | 0.02% |
| DIAMONDBACK ENERGY INC 03.2500 12/01/2026 | 0.02% |
| DUKE ENERGY PROGRESS LLC 03.3750 09/01/2023 | 0.02% |
| FHLMC FR30 ZS9547 UMBS 04.0000 09/01/2045 | 0.02% |
| FOX CORP 04.0300 01/25/2024 | 0.02% |
| GENERAL ELECTRIC CO SEDOL 2380498 | 0.02% |
| GOLDMAN SACHS GROUP INC 02.6000 02/07/2030 | 0.02% |
| GSMS 2012-GC6 AS P/P 144A 04.9480 01/12/2045 | 0.02% |
| HOSHIZAKI CORP SEDOL B3FF8W8 | 0.02% |
| JPMCC 2010-C2 C P/P 144A 05.6353 11/15/2043 | 0.02% |
| KIMBERLY-CLARK CORP SEDOL 2491839 | 0.02% |
| KKR GROUP FIN CO III P/P 144A 05.1250 06/01/2044 | 0.02% |
| METLIFE CAP TRST IV P/P 144A 07.8750 12/15/2037 | 0.02% |
| NEUBERGER BERMAN GRP P/P 144A 04.8750 04/15/2045 | 0.02% |
| ODAKYU ELECTRIC RAILWAY CO SEDOL 6656106 | 0.02% |
| OSAT 2020-RPL1 A1 03.1990 12/26/2059 | 0.02% |
| PPL CAPITAL FUNDING INC 04.2000 06/15/2022 | 0.02% |
| SPRINT SPECTRUM P/P 144A 03.3600 09/20/2021 | 0.02% |
| TESCO PLC SEDOL 0884709 | 0.02% |
| UNITEDHEALTH GROUP INC 02.8750 03/15/2022 | 0.02% |
| WATCO COS LLC/FI P/P 144A 06.3750 04/01/2023 | 0.02% |
| WEINGARTEN REALTY INVESTORS SEDOL 2946618 | 0.02% |
| WELLS FARGO & COMPANY 05.8750 12/29/2049 | 0.02% |
| WFCM 2013-LC12 D P/P 144A 04.2762 07/15/2046 | 0.02% |
| WFRBS 2013-C15 D P/P 144A 04.4932 08/15/2046 | 0.02% |
| ALTICE FRANCE P/P 144A 06.0000 02/15/2028 | 0.01% |
| APPLE INC 03.4500 05/06/2024 | 0.01% |
| ASAHI INTECC CO LTD SEDOL B019MQ5 | 0.01% |
| AT&T INC 04.3000 02/15/2030 | 0.01% |
| BAFC 2005-B 3M1 00.8458 04/20/2035 | 0.01% |
| BRAND ENERGY & I P/P 144A 08.5000 07/15/2025 | 0.01% |
| BRAND ENERGY TL L+425 05.4549 06/21/2024 | 0.01% |
| CALPINE CORP P/P 144A 04.5000 02/15/2028 | 0.01% |
| CAPGEMINI SE SEDOL 4163437 | 0.01% |
| CAS 2014-C04 1M2 05.0683 11/25/2024 | 0.01% |
| CCO HLDGS LLC/CAP C P/P 144A 05.5000 05/01/2026 | 0.01% |
| CRED SUIS GP FUN LTD USD 03.4500 04/16/2021 | 0.01% |
| CREDIT SUISSE GRP AG P/P 144A 03.8690 01/12/2029 | 0.01% |
| CSC HOLDINGS LLC 06.7500 11/15/2021 | 0.01% |
| DOLLAR TREE INC SEDOL 2272476 | 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% |
| HONEYWELL INTL 03.8120 11/21/2047 | 0.01% |
| IHS MARKIT LTD USD 04.7500 08/01/2028 | 0.01% |
| IRON MOUNTAIN INC P/P 144A 04.8750 09/15/2027 | 0.01% |
| JPMORGAN CHASE & CO 02.9560 05/13/2031 | 0.01% |
| LAFARGEHOLCIM LTD-REG SEDOL 7110753 | 0.01% |
| LPL HOLDINGS INC P/P 144A 05.7500 09/15/2025 | 0.01% |
| NAVISTAR INTL CORP P/P 144A 06.6250 11/01/2025 | 0.01% |
| NIELSEN CO LUXEM P/P 144A 05.0000 02/01/2025 | 0.01% |
| REP OF INDONESIA P/P 144A 03.3750 04/15/2023 | 0.01% |
| SAGE THERAPEUTICS INC SEDOL BP4GNK9 | 0.01% |
| SCOTTS MIRACLE-GRO 04.5000 10/15/2029 | 0.01% |
| SERVICE CORP INTL 05.3750 05/15/2024 | 0.01% |
| TORONTO-DOMINION BANK SEDOL 2897222 | 0.01% |
| TOYOTA MOTOR CORP SEDOL 6900643 | 0.01% |
| TTM TECHNOLOGIES INC P/P 144A 05.6250 10/01/2025 | 0.01% |
| TWO HARBORS INVESTMENT CORP SEDOL BD832H2 | 0.01% |
| UNIVAR SOLUTIONS P/P 144A 05.1250 12/01/2027 | 0.01% |
| VIACOMCBS INC 02.9000 01/15/2027 | 0.01% |
| VIDEOTRON LTD USD 05.0000 07/15/2022 | 0.01% |
| WFCM 2014-LC16 XA IO 01.1058 08/15/2050 | 0.01% |
| ALIMEN COUCHE P/P 144A 02.9500 01/25/2030 | 0.01% |
| ALLISON TRANSMISSION P/P 144A 04.7500 10/01/2027 | 0.01% |
| AMERICAN CAMPUS COMMUNITIES SEDOL B02H871 | 0.01% |
| BAE SYSTEMS PLC SEDOL 0263494 | 0.01% |
| BANFF MERGER SUB INC P/P 144A 09.7500 09/01/2026 | 0.01% |
| BENEFIT ONE INC SEDOL B02JV67 | 0.01% |
| BGC PARTNERS INC 05.1250 05/27/2021 | 0.01% |
| BPCE SA P/P 144A 05.1500 07/21/2024 | 0.01% |
| CARRIAGE SVCS INC P/P 144A 06.6250 06/01/2026 | 0.01% |
| CAS 2014-C03 2M2 03.0683 07/25/2024 | 0.01% |
| CHEMED CORP SEDOL 2190084 | 0.01% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CS | 0.01% |
| CSAIL 2015-C1 D P/P 144A 03.7695 04/15/2050 | 0.01% |
| DTE ENERGY COMPANY SEDOL 2280220 | 0.01% |
| EMIR 2018-1 M1 01.8683 11/25/2028 | 0.01% |
| FERRARI NV SEDOL BD6G507 | 0.01% |
| FORD MOTOR COMPANY 09.0000 04/22/2025 | 0.01% |
| GNR 2013-99 AS IO 05.8793 06/20/2043 | 0.01% |
| GNR 2016-H16 EI IO 02.3880 06/20/2066 | 0.01% |
| GOLDEN NUGGET INC P/P 144A 06.7500 10/15/2024 | 0.01% |
| KRAFT HEINZ FOODS CO 03.0000 06/01/2026 | 0.01% |
| KRAFT HEINZ FOODS CO 05.0000 07/15/2035 | 0.01% |
| L3HARRIS TECHNOLOGIES INC SEDOL BK9DTN5 | 0.01% |
| LIBERTY MEDIA COR-SIRIUSXM C SEDOL BD8QGH9 | 0.01% |
| MATTEL INC P/P 144A 05.8750 12/15/2027 | 0.01% |
| NEXSTAR ESCROW P/P 144A 05.6250 07/15/2027 | 0.01% |
| ORTHO-CLINICAL TLB L+325 03.5796 06/01/2025 | 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% |
| REFINITIV US HLDG P/P 144A 06.2500 05/15/2026 | 0.01% |
| ROSS STORES INC SEDOL 2746711 | 0.01% |
| SCIENTIFIC GAMES P/P 144A 07.2500 11/15/2029 | 0.01% |
| SERVICE CORP INTL 05.1250 06/01/2029 | 0.01% |
| SERVICE CORPORATION INTL 04.6250 12/15/2027 | 0.01% |
| SERVICE PROPERTIES TRUST 04.3750 02/15/2030 | 0.01% |
| STACR 2017-DNA1 M2 03.4183 07/25/2029 | 0.01% |
| STACR 2020-HQA1 M2 03.7350 01/25/2050 | 0.01% |
| TERRIER MEDIA BU P/P 144A 08.8750 12/15/2027 | 0.01% |
| TRANSDIGM INC P/P 144A 05.5000 11/15/2027 | 0.01% |
| WALT DISNEY CO/THE SEDOL 2270726 | 0.01% |
| WASTE MANAGEMENT INC. 04.7500 06/30/2020 | 0.01% |
| WESTROCK MWV LLC 07.9500 02/15/2031 | 0.01% |
| 1011778 BC / NEW RED P/P 144A 05.0000 10/15/2025 | 0.01% |
| ALBERTSONS COS/SAFE P/P 144A 04.6250 01/15/2027 | 0.01% |
| ARRW 2019-1 A3 04.2080 01/25/2049 | 0.01% |
| BAUSCH HLTH COS INC P/P 144A 06.1250 04/15/2025 | 0.01% |
| BMC EAST LLC P/P 144A 05.5000 10/01/2024 | 0.01% |
| BT GROUP PLC SEDOL 3091357 | 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% |
| CHS/COMMUNITY P/P 144A 06.6250 02/15/2025 | 0.01% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | 0.01% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 ML | 0.01% |
| CON EDISON CO OF NY INC 04.2000 03/15/2042 | 0.01% |
| CRC ESCROW ISSUER LL P/P 144A 05.2500 10/15/2025 | 0.01% |
| CVS PASS-THROUGH P/P 144A 04.7040 01/10/2036 | 0.01% |
| EQUINOR ASA USD 05.1000 08/17/2040 | 0.01% |
| F5 NETWORKS INC SEDOL 2427599 | 0.01% |
| GNMA GII30 BL6161 06.0000 12/20/2048 | 0.01% |
| GNR 2017-162 QI IO 05.0000 10/11/2047 | 0.01% |
| HCA INC 05.5000 06/15/2047 | 0.01% |
| HSBC USA INC 03.5000 06/23/2024 | 0.01% |
| HUB INTL LTD P/P 144A 07.0000 05/01/2026 | 0.01% |
| HUSKY TLB L+300 04.4501 03/28/2025 | 0.01% |
| ICL GROUP LTD SEDOL 6455530 | 0.01% |
| ITRON INC P/P 144A 05.0000 01/15/2026 | 0.01% |
| JONES LANG LASALLE INC SEDOL 2040640 | 0.01% |
| JPMCC 2013-C10 AS 03.3715 12/15/2047 | 0.01% |
| KINDER MORGAN ENER PART 03.4500 02/15/2023 | 0.01% |
| MATCH GROUP INC P/P 144A 05.0000 12/15/2027 | 0.01% |
| MATTAMY GROUP CORP P/P 144A 05.2500 12/15/2027 | 0.01% |
| MERCK & CO. INC. 02.7500 02/10/2025 | 0.01% |
| MEREDITH CORP 06.8750 02/01/2026 | 0.01% |
| MSC 2011-C3 D P/P 144A 05.2444 07/15/2049 | 0.01% |
| ORACLE CORP JAPAN SEDOL 6141680 | 0.01% |
| RAMC 2003-4 A1 00.6883 03/25/2034 | 0.01% |
| SABRE GLBL INC P/P 144A 09.2500 04/15/2025 | 0.01% |
| SEK/USD 06/17/2020 GSFX | 0.01% |
| SPRINT CORP 07.6250 03/01/2026 | 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% |
| TEVA PHARMACEUTICALS NE USD 06.7500 03/01/2028 | 0.01% |
| VISTRA OPERATIONS CO P/P 144A 05.5000 09/01/2026 | 0.01% |
| A2 MILK CO LTD SEDOL 6287250 | 0.01% |
| ALTICE FRANCE P/P 144A 10.5000 05/15/2027 | 0.01% |
| AMUNDI SA SEDOL BYZR014 | 0.01% |
| APERGY CORP 06.3750 05/01/2026 | 0.01% |
| ARCELORMITTAL USD 07.2500 10/15/2039 | 0.01% |
| ASCEND LEARNING LLC P/P 144A 06.8750 08/01/2025 | 0.01% |
| BAUSCH HLTH AMERICAS P/P 144A 08.5000 01/31/2027 | 0.01% |
| BAUSCH HLTH COS INC P/P 144A 07.0000 03/15/2024 | 0.01% |
| BIG RVR STL/FIN P/P 144A 07.2500 09/01/2025 | 0.01% |
| CAN IMPERIAL BK OF COMMERCE SEDOL 2170525 | 0.01% |
| CAS 2017-C01 1EB1 01.4183 07/25/2029 | 0.01% |
| CELANESE US HOLDINGS LLC 04.6250 11/15/2022 | 0.01% |
| COMM 2014-CR18 C 04.7248 07/15/2047 | 0.01% |
| COPA HOLDINGS SA-CLASS A SEDOL B0TNJH9 | 0.01% |
| CWALT 2005-59 1A1 00.5008 11/20/2035 | 0.01% |
| DIAMOND SPORTS GR/DI P/P 144A 06.6250 08/15/2027 | 0.01% |
| DISCOVERY COMMUNICATIONS 03.6250 05/15/2030 | 0.01% |
| ELANCO ANIMAL HEALTH 05.6500 08/28/2028 | 0.01% |
| FUJIFILM HOLDINGS CORP SEDOL 6356525 | 0.01% |
| GENERAL MOTORS FINL CO 04.3000 07/13/2025 | 0.01% |
| GREIF INC P/P 144A 06.5000 03/01/2027 | 0.01% |
| HARGREAVES LANSDOWN PLC SEDOL B1VZ0M2 | 0.01% |
| HOWARD HUGHES CORP P/P 144A 05.3750 03/15/2025 | 0.01% |
| HUSKY III HLDG LTD P/P 144A 13.0000 02/15/2025 | 0.01% |
| INTELSAT JACKSON HLD P/P 144A 09.7500 07/15/2025 | 0.01% |
| ISTAR INC 04.2500 08/01/2025 | 0.01% |
| ISTAR INC 04.7500 10/01/2024 | 0.01% |
| MIZUHO FINANCIAL GROUP INC SEDOL 6591014 | 0.01% |
| NEWCREST MINING LTD SEDOL 6637101 | 0.01% |
| ORACLE CORP 05.3750 07/15/2040 | 0.01% |
| PETROLEOS MEXICANOS P/P 144A 07.6900 01/23/2050 | 0.01% |
| PNC FINANCIAL SERVICES 03.3000 03/08/2022 | 0.01% |
| PQ CORP P/P 144A 05.7500 12/15/2025 | 0.01% |
| PRUDENTIAL FINANCIAL INC 05.2000 03/15/2044 | 0.01% |
| REPUBLIC OF PERU USD 05.6250 11/18/2050 | 0.01% |
| SOLENIS 1STL L+400 04.3620 06/26/2025 | 0.01% |
| SONIC HEALTHCARE LTD SEDOL 6821120 | 0.01% |
| STACR 2014-HQ2 M3 03.9183 09/25/2024 | 0.01% |
| SWISS LIFE HOLDING AG-REG SEDOL 7437805 | 0.01% |
| US CONCRETE INC 06.3750 06/01/2024 | 0.01% |
| VMWARE INC 03.9000 08/21/2027 | 0.01% |
| WAMU 2005-AR14 1A2 03.8314 12/25/2035 | 0.01% |
| WAMU 2005-AR9 A1C3 01.1283 07/25/2045 | 0.01% |
| WYNN LAS VEGAS P/P 144A 05.2500 05/15/2027 | 0.01% |
| WYNN RESORTS FIN LLC P/P 144A 05.1250 10/01/2029 | 0.01% |
| ABBVIE INC P/P 144A 03.4500 03/15/2022 | 0.01% |
| ARDAGH PKG FIN/HLDGS P/P 144A 04.1250 08/15/2026 | 0.01% |
| ASHTEAD CAPITAL INC P/P 144A 04.2500 11/01/2029 | 0.01% |
| BANK OF MONTREAL SEDOL 2076009 | 0.01% |
| BAUSCH HEALTH COS INC REGS 04.5000 05/15/2023 | 0.01% |
| BWAY HOLDING CO P/P 144A 07.2500 04/15/2025 | 0.01% |
| CF INDUSTRIES INC 04.9500 06/01/2043 | 0.01% |
| CFCRE 2011-C2 D P/P 144A 05.7391 12/15/2047 | 0.01% |
| CHENIERE CORP CHRIST 05.8750 03/31/2025 | 0.01% |
| CLUBCORP HLDG INC P/P 144A 08.5000 09/15/2025 | 0.01% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 CS | 0.01% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS | 0.01% |
| CONSTELLIUM SE P/P 144A 05.8750 02/15/2026 | 0.01% |
| CONTINENTAL RES 04.5000 04/15/2023 | 0.01% |
| CWALT 2006-24CB A19 00.6683 08/25/2036 | 0.01% |
| DCP MIDSTREAM P/P 144A 06.7500 09/15/2037 | 0.01% |
| DIRECT LINE INSURANCE GROUP SEDOL BY9D0Y1 | 0.01% |
| DOMINICAN REPUBLIC REGS 06.0000 07/19/2028 | 0.01% |
| EG GLOBAL FIN PLC P/P 144A 06.7500 02/07/2025 | 0.01% |
| ENERGY TRANSFER OPERATNG 02.9000 05/15/2025 | 0.01% |
| FAIRFAX US INC P/P 144A 04.8750 08/13/2024 | 0.01% |
| FHR 3829 AS IO 06.7664 03/15/2041 | 0.01% |
| GENERAL DYNAMICS CORP 02.2500 11/15/2022 | 0.01% |
| GJENSIDIGE FORSIKRING ASA SEDOL B4PH0C5 | 0.01% |
| GNR 2016-123 LI IO 03.5000 03/20/2044 | 0.01% |
| JPMORGAN CHASE & CO 06.1000 02/01/2049 | 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% |
| MARRIOTT INTERNATIONAL 05.7500 05/01/2025 | 0.01% |
| MITSUBISHI UFJ LEASE & FINAN SEDOL 6268976 | 0.01% |
| NORFOLK SOUTHERN CORP SEDOL 2641894 | 0.01% |
| NRG ENERGY INC P/P 144A 05.2500 06/15/2029 | 0.01% |
| ORKLA ASA SEDOL B1VQF42 | 0.01% |
| PARK-OHIO INDUSTRIES INC 06.6250 04/15/2027 | 0.01% |
| PENSKE TRUCK LE P/P 144A 03.4000 11/15/2026 | 0.01% |
| PLAINS GP HOLDINGS LP-CL A SEDOL BDGHN95 | 0.01% |
| PROLOGIS LP 02.2500 04/15/2030 | 0.01% |
| PROVIDENT FDG/PFG FI P/P 144A 06.3750 06/15/2025 | 0.01% |
| SANTANDER UK PLC P/P 144A 05.0000 11/07/2023 | 0.01% |
| SEK/USD 06/17/2020 JPMCB | 0.01% |
| SIX FLAGS THEME PARK P/P 144A 07.0000 07/01/2025 | 0.01% |
| SMURFIT KAPPA TREASURY USD 07.5000 11/20/2025 | 0.01% |
| SOHGO SECURITY SERVICES CO SEDOL 6546359 | 0.01% |
| STANLEY BLACK & DECKER I 05.2500 CV PFD | 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% |
| TREASURY BILL 00.0000 07/16/2020 | 0.01% |
| UNIVISION COMM P/P 144A 05.1250 02/15/2025 | 0.01% |
| WERNER FINCO LP/INC P/P 144A 08.7500 07/15/2025 | 0.01% |
| WFCM 2016-LC25 XA IO 00.9788 12/15/2059 | 0.01% |
| AFLAC INC SEDOL 2026361 | 0.01% |
| ALBERTSONS COS LLC P/P 144A 07.5000 03/15/2026 | 0.01% |
| ALLEGHENY TECHNOLOGIES INC 07.8750 08/15/2023 | 0.01% |
| ALTICE FRANCE P/P 144A 07.3750 05/01/2026 | 0.01% |
| ARDAGH PKG FIN/HLDGS P/P 144A 05.2500 08/15/2027 | 0.01% |
| AUST & NZ BANKING GR P/P 144A 06.7500 12/29/2049 | 0.01% |
| AZEK CO LLC/THE P/P 144A 09.5000 05/15/2025 | 0.01% |
| BAUSCH HLTH COS INC P/P 144A 07.2500 05/30/2029 | 0.01% |
| BERKSHIRE HATHAWAY FIN 04.3000 05/15/2043 | 0.01% |
| BERRY GLOBAL INC 05.1250 07/15/2023 | 0.01% |
| BMW US CAPITAL LLC P/P 144A 03.4000 08/13/2021 | 0.01% |
| CAS 2014-C02 1M2 02.7683 05/25/2024 | 0.01% |
| CCO HLDGS LLC/CAP CO P/P 144A 05.7500 02/15/2026 | 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% |
| ENTERCOM MEDIA CORP P/P 144A 07.2500 11/01/2024 | 0.01% |
| FISERV INC SEDOL 2342034 | 0.01% |
| FISHER PAYKEL SEDOL 6340250 | 0.01% |
| GENERAL DYNAMICS CORP SEDOL 2365161 | 0.01% |
| GFL ENVIRON INC P/P 144A 05.1250 12/15/2026 | 0.01% |
| GNMA GII30 BL6235 06.0000 04/20/2049 | 0.01% |
| GOEASY LTD P/P 144A 05.3750 12/01/2024 | 0.01% |
| GOLDMAN SACHS GROUP INC 06.7500 10/01/2037 | 0.01% |
| HCA INC 05.2500 06/15/2026 | 0.01% |
| HKT TRUST AND HKT LTD-SS SEDOL B4TXDZ3 | 0.01% |
| JPMBB 2014-C25 XA IO 00.8509 11/15/2047 | 0.01% |
| JUNIPER NETWORKS INC SEDOL 2431846 | 0.01% |
| KOBAYASHI PHARMACEUTICAL CO SEDOL 6149457 | 0.01% |
| L BRANDS INC 07.5000 06/15/2029 | 0.01% |
| LIONS GATE CAP HOLD P/P 144A 06.3750 02/01/2024 | 0.01% |
| MATTAMY GROUP CORP P/P 144A 04.6250 03/01/2030 | 0.01% |
| NEWELL BRANDS INC 04.7000 04/01/2026 | 0.01% |
| OCCIDENTAL PETROLEUM CORP SEDOL 2655408 | 0.01% |
| ONCOR ELECTRIC DELIVERY 05.3000 06/01/2042 | 0.01% |
| OUTFRONT MEDIA C P/P 144A 06.2500 06/15/2025 | 0.01% |
| OVINTIV INC SEDOL BL3GRC2 | 0.01% |
| PANTHER BF AGGRE 2 P/P 144A 08.5000 05/15/2027 | 0.01% |
| PUBLIC SERVICE ELECTRIC 05.5000 03/01/2040 | 0.01% |
| RENAISSANCERE HOLDINGS LTD SEDOL 2728429 | 0.01% |
| SANOFI SEDOL 5671735 | 0.01% |
| SIX FLAGS ENT P/P 144A 05.5000 04/15/2027 | 0.01% |
| STACR 2015-DNA2 M3 04.0683 12/25/2027 | 0.01% |
| STACR 2016-DNA3 M3 05.1683 12/25/2028 | 0.01% |
| STARWOOD PROP TR 04.7500 03/15/2025 | 0.01% |
| SWISS PRIME SITE-REG SEDOL B083BH4 | 0.01% |
| TMS INTL HLDG CORP P/P 144A 07.2500 08/15/2025 | 0.01% |
| UNITED MEXICAN STATES USD 03.2500 04/16/2030 | 0.01% |
| USA COMPRESSION PART 06.8750 04/01/2026 | 0.01% |
| USI INC/NY P/P 144A 06.8750 05/01/2025 | 0.01% |
| WAMU 2005-AR11 A1B3 00.5683 08/25/2045 | 0.01% |
| 0.40 R ISWP FWD US0003M P 06/17/2022 | 0.01% |
| 1011778 BC / NEW RED P/P 144A 03.8750 01/15/2028 | 0.01% |
| AG ISSUER LLC P/P 144A 06.2500 03/01/2028 | 0.01% |
| AKER BP ASA P/P 144A 03.7500 01/15/2030 | 0.01% |
| ALTICE FRANCE SA P/P 144A 05.5000 01/15/2028 | 0.01% |
| APACHE CORPORATION 03.2500 04/15/2022 | 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% |
| BOMBARDIER INC P/P 144A 07.8750 04/15/2027 | 0.01% |
| BUILDERS FIRSTSOURCE P/P 144A 06.7500 06/01/2027 | 0.01% |
| CAS 2015-C01 1M2 04.4683 02/25/2025 | 0.01% |
| CGCMT 2014-GC19 D P/P 144A 05.0917 03/10/2047 | 0.01% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 JP | 0.01% |
| CNO FINANCIAL GROUP INC 05.2500 05/30/2025 | 0.01% |
| CNO FINANCIAL GROUP INC 05.2500 05/30/2029 | 0.01% |
| COMM 2014-UBS6 XA IO 00.8907 12/10/2047 | 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% |
| 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% |
| EUR/GBP CALL 0.90 20200803 UBS | 0.01% |
| FORD MOTOR CREDIT CO LLC 04.2710 01/09/2027 | 0.01% |
| GLP CAPITAL LP / FIN II 05.2500 06/01/2025 | 0.01% |
| GNMA GII30 BL6185 06.0000 01/20/2049 | 0.01% |
| GNMA GII30 BL6216 06.0000 03/20/2049 | 0.01% |
| GNMA GII30 BL6219 06.0000 03/20/2049 | 0.01% |
| GOLDEN NUGGET INC P/P 144A 08.7500 10/01/2025 | 0.01% |
| HESS MIDSTREAM P P/P 144A 05.1250 06/15/2028 | 0.01% |
| HOCHTIEF AG SEDOL 5108664 | 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% |
| IHEARTCOMMUNICATIONS INC 06.3750 05/01/2026 | 0.01% |
| IPALCO ENTPRS IN 03.7000 09/01/2024 | 0.01% |
| KFC HLD/PIZZA HUT/TA P/P 144A 05.0000 06/01/2024 | 0.01% |
| KFC HLD/PIZZA HUT/TA P/P 144A 05.2500 06/01/2026 | 0.01% |
| KRAFT HEINZ FOODS CO P/P 144A 03.8750 05/15/2027 | 0.01% |
| LIONS GATE CAP HOLD P/P 144A 05.8750 11/01/2024 | 0.01% |
| MARATHON PETRO CORP 06.5000 03/01/2041 | 0.01% |
| MAXIM INTEGRATED PRODUCTS SEDOL 2573760 | 0.01% |
| MEG ENERGY CORP P/P 144A 06.5000 01/15/2025 | 0.01% |
| MTR CORP SEDOL 6290054 | 0.01% |
| NATIONSTAR MTG P/P 144A 08.1250 07/15/2023 | 0.01% |
| NETFLIX INC 04.8750 04/15/2028 | 0.01% |
| NEXSTAR BROADC P/P 144A 05.6250 08/01/2024 | 0.01% |
| NORDSTROM INC P/P 144A 08.7500 05/15/2025 | 0.01% |
| PEPTIDREAM INC SEDOL B97SH97 | 0.01% |
| PERTAMINA PERSERO PT P/P 144A 04.3000 05/20/2023 | 0.01% |
| PRIME SECURITY SVCS P/P 144A 06.2500 01/15/2028 | 0.01% |
| REPUBLIC OF SENEGAL REGS 06.2500 07/30/2024 | 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% |
| SINCLAIR TELE P/P 144A 05.5000 03/01/2030 | 0.01% |
| SPRINGLEAF FINANCE CORP 05.3750 11/15/2029 | 0.01% |
| STACR 2015-DN1 M3 04.3183 01/25/2025 | 0.01% |
| STAPLES INC. P/P 144A 10.7500 04/15/2027 | 0.01% |
| STATION CASINOS LLC P/P 144A 04.5000 02/15/2028 | 0.01% |
| TENNANT CO 05.6250 05/01/2025 | 0.01% |
| THE BANK OF NOVA SCOTIA USD 02.7000 03/07/2022 | 0.01% |
| TRANSDIGM INC 06.3750 06/15/2026 | 0.01% |
| TRIVIUM PACK FIN P/P 144A 05.5000 08/15/2026 | 0.01% |
| WESTPAC BANKING CORP USD 04.4210 07/24/2039 | 0.01% |
| WFRBS 2013-C11 AS 03.3110 03/15/2045 | 0.01% |
| WFRBS 2013-C14 XA IO 00.7238 06/15/2046 | 0.01% |
| WPX ENERGY INC 05.2500 10/15/2027 | 0.01% |
| WR GRACE & CO-CONN P/P 144A 05.6250 10/01/2024 | 0.01% |
| ALLY FINANCIAL INC 05.7500 11/20/2025 | 0.01% |
| AMSTED INDUSTRIES P/P 144A 05.6250 07/01/2027 | 0.01% |
| ANHEUSER-BUSCH INBEV WOR 04.1500 01/23/2025 | 0.01% |
| ANTERO RESOURCES 05.3750 11/01/2021 | 0.01% |
| ANTERO RESOURCES FIN 05.1250 12/01/2022 | 0.01% |
| ASCENT RESOURCES/AEU P/P 144A 10.0000 04/01/2022 | 0.01% |
| AUD/USD 07/15/2020 HSBCB | 0.01% |
| AXALTA COATING SYS P/P 144A 04.8750 08/15/2024 | 0.01% |
| BAUSCH HLTH COS INC P/P 144A 06.2500 02/15/2029 | 0.01% |
| BEACON ROOFING SUPP P/P 144A 04.8750 11/01/2025 | 0.01% |
| BRIDGESTONE CORP SEDOL 6132101 | 0.01% |
| BUMT 2005-1 1A1 00.7683 09/25/2045 | 0.01% |
| CAPITAL ONE FINANCIAL CO 04.2000 10/29/2025 | 0.01% |
| CCO HOLDINGS LLC P/P 144A 04.5000 05/01/2032 | 0.01% |
| CENOVUS ENERGY INC USD 06.7500 11/15/2039 | 0.01% |
| CGCMT 2012-GC8 XA IO P/P 144A 01.7641 09/10/2045 | 0.01% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 JP | 0.01% |
| COMM 2014-CR19 XA IO 01.0062 08/10/2047 | 0.01% |
| COMMONWEALTH EDISON CO 05.9000 03/15/2036 | 0.01% |
| COMMSCOPE TECH LLC P/P 144A 06.0000 06/15/2025 | 0.01% |
| CROWN CORK & SEAL CO INC 07.3750 12/15/2026 | 0.01% |
| DENBURY RESOURCES IN P/P 144A 09.0000 05/15/2021 | 0.01% |
| DEVON ENERGY CORPORATION 07.9500 04/15/2032 | 0.01% |
| DIAMOND 1 FIN/DIAMON P/P 144A 07.1250 06/15/2024 | 0.01% |
| DISH NETWORK CV 03.3750 08/15/2026 | 0.01% |
| ENTERCOM MEDIA CORP P/P 144A 06.5000 05/01/2027 | 0.01% |
| EUR/GBP CALL 0.91 20200818 BANKAM | 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% |
| GAP INC/THE P/P 144A 08.3750 05/15/2023 | 0.01% |
| GBP/USD 06/17/2020 SSBT | 0.01% |
| GEBERIT AG-REG SEDOL B1WGG93 | 0.01% |
| GENERAL MOTORS CO 06.1250 10/01/2025 | 0.01% |
| GNR 2015-H26 EI IO 01.8830 10/20/2065 | 0.01% |
| HD SUPPLY HOLDINGS INC SEDOL BBL5981 | 0.01% |
| INDIGO NATURAL P/P 144A 06.8750 02/15/2026 | 0.01% |
| JPMBB 2015-C33 XA IO 00.9085 12/15/2048 | 0.01% |
| LADDER CAP FINAN P/P 144A 04.2500 02/01/2027 | 0.01% |
| LAMB WESTON HLD P/P 144A 04.8750 05/15/2028 | 0.01% |
| LOUISIANA-PACIFIC CORPORATION 04.8750 09/15/2024 | 0.01% |
| MBX.FN30.500.09 R USL1M P 01/12/40 BC | 0.01% |
| MFA FINANCIAL INC SEDOL 2418162 | 0.01% |
| NEWFIELD EXPLORATION CO 05.7500 01/30/2022 | 0.01% |
| NIPPON STEEL CORP SEDOL 6642569 | 0.01% |
| NOBLE ENERGY INC. 03.9000 11/15/2024 | 0.01% |
| NRG ENERGY INC. 07.2500 05/15/2026 | 0.01% |
| NUCOR CORP SEDOL 2651086 | 0.01% |
| NUTRIEN LTD USD 02.9500 05/13/2030 | 0.01% |
| NUTRIEN LTD USD 05.2500 01/15/2045 | 0.01% |
| OCCIDENTAL PETROLEUM COR 04.8500 03/15/2021 | 0.01% |
| POWER SOLUTIONS TLB L+350 05.7344 04/30/2026 | 0.01% |
| QORVO INC 05.5000 07/15/2026 | 0.01% |
| RAYTHEON COMPANY 04.8750 10/15/2040 | 0.01% |
| REPUBLIC OF SENEGAL REGS 06.7500 03/13/2048 | 0.01% |
| SABINE PASS LIQUEFAC 05.7500 05/15/2024 | 0.01% |
| SPRINGLEAF FINANCE CORP 06.8750 03/15/2025 | 0.01% |
| STACR 2019-DNA1 M2 02.8183 01/25/2049 | 0.01% |
| STACR 2019-HQA1 M2 02.5183 02/25/2049 | 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% |
| TMX FIN LLC/TITLEMAX P/P 144A 11.1250 04/01/2023 | 0.01% |
| TWDC ENTERPRISES 18 CORP 02.7500 08/16/2021 | 0.01% |
| US BANCORP SEDOL 2736035 | 0.01% |
| USD/JPY PUT 105.00 20201124 BANKAM | 0.01% |
| USD/JPY PUT 105.00 20201124 GSFX | 0.01% |
| WM MORRISON SUPERMARKETS SEDOL 0604316 | 0.01% |
| WMG ACQUISITION CORP P/P 144A 05.0000 08/01/2023 | 0.01% |
| WYNDHAM HOTELS & RE P/P 144A 05.3750 04/15/2026 | 0.01% |
| 0.85 R ISWP FWD US0003M P 06/17/2030 | 0.01% |
| 1011778 BC ULC / P/P 144A 04.3750 01/15/2028 | 0.01% |
| ABC-MART INC SEDOL 6292102 | 0.01% |
| AIR METHODS CORP P/P 144A 08.0000 05/15/2025 | 0.01% |
| ALLIANT HOLDINGS P/P 144A 06.7500 10/15/2027 | 0.01% |
| AMSTED INDUSTRIES P/P 144A 04.6250 05/15/2030 | 0.01% |
| AUD/USD 07/15/2020 RBSF | 0.01% |
| AUD/USD 07/15/2020 WPAC | 0.01% |
| BAUSCH HLTH COS INC P/P 144A 05.5000 11/01/2025 | 0.01% |
| CALPINE CORP P/P 144A 05.2500 06/01/2026 | 0.01% |
| CAS 2015-C02 2M2 04.1683 05/25/2025 | 0.01% |
| CAS 2019-R02 1M2 02.4683 08/25/2031 | 0.01% |
| CENTENE CORP 04.7500 05/15/2022 | 0.01% |
| CHARTER COMM OPT LLC 05.3750 05/01/2047 | 0.01% |
| CLARIOS GLOBAL LP P/P 144A 06.7500 05/15/2025 | 0.01% |
| CLEAN HARBORS INC P/P 144A 04.8750 07/15/2027 | 0.01% |
| CLEAR CHANNEL WORLDW P/P 144A 05.1250 08/15/2027 | 0.01% |
| COMCAST CORP 06.5000 11/15/2035 | 0.01% |
| COMM 2013-CR11 XA IO 00.9259 08/10/2050 | 0.01% |
| COMM 2014-LC17 XA IO 00.7666 10/10/2047 | 0.01% |
| CPG INTL TL L+375 05.9333 05/05/2024 | 0.01% |
| CROWN CASTLE INTL CORP 04.8750 04/15/2022 | 0.01% |
| DRESDNER FDG TRST I P/P 144A 08.1510 06/30/2031 | 0.01% |
| ECOLAB INC SEDOL 2304227 | 0.01% |
| EMIR 2018-1 M2 03.1683 11/25/2028 | 0.01% |
| ENERGY TRANSFER OPERATNG 06.1250 12/15/2045 | 0.01% |
| FIDELITY NATIONAL INFORM 03.0000 08/15/2026 | 0.01% |
| FRESENIUS MEDICAL CARE AG & SEDOL 5129074 | 0.01% |
| FRONTIER COMM 10.5000 09/15/2022 | 0.01% |
| FRONTIER COMM P/P 144A 08.5000 04/01/2026 | 0.01% |
| GARTNER INC P/P 144A 05.1250 04/01/2025 | 0.01% |
| GENERAL MOTORS FINL CO 04.0000 01/15/2025 | 0.01% |
| GFL ENVIRONMENTA P/P 144A 08.5000 05/01/2027 | 0.01% |
| GNMA GII30 BL6184 06.0000 02/20/2049 | 0.01% |
| GNMA GII30 BL6217 06.0000 03/20/2049 | 0.01% |
| GSMS 2014-GC24 XA IO 00.7341 09/10/2047 | 0.01% |
| HANESBRANDS INC P/P 144A 04.6250 05/15/2024 | 0.01% |
| HMIR 2018-1 M1 P/P 144A 01.7683 10/25/2028 | 0.01% |
| HONGKONG LAND HOLDINGS LTD SEDOL 6434915 | 0.01% |
| ICAHN ENTER/FIN 06.7500 02/01/2024 | 0.01% |
| JAPAN TOBACCO INC SEDOL 6474535 | 0.01% |
| JPMCC 2012-LC9 D P/P 144A 04.4181 12/15/2047 | 0.01% |
| KFC HLD/PIZZA HUT/TA P/P 144A 04.7500 06/01/2027 | 0.01% |
| KINDER MORGAN INC/DELAWA 07.7500 01/15/2032 | 0.01% |
| LOEWS CORP SEDOL 2523022 | 0.01% |
| MBX.FN30.500.10 R USL1M P 01/12/41 CI | 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% |
| MLMI 2005-A2 A2 03.7314 02/25/2035 | 0.01% |
| MSRR 2015-R4 CB1 01.3124 08/26/2047 | 0.01% |
| NOVELIS CORP P/P 144A 04.7500 01/30/2030 | 0.01% |
| PENN NATIONAL GAMING P/P 144A 05.6250 01/15/2027 | 0.01% |
| PRECISION DRILL P/P 144A 07.1250 01/15/2026 | 0.01% |
| QORVO INC SEDOL BR9YYP4 | 0.01% |
| QVC INC 04.8500 04/01/2024 | 0.01% |
| SS&C TECH INC P/P 144A 05.5000 09/30/2027 | 0.01% |
| TOPBUILD CORP P/P 144A 05.6250 05/01/2026 | 0.01% |
| TRANSOCEAN POSEIDON P/P 144A 06.8750 02/01/2027 | 0.01% |
| UNIVISION COMM P/P 144A 09.5000 05/01/2025 | 0.01% |
| VALVOLINE INC P/P 144A 04.2500 02/15/2030 | 0.01% |
| VIACOMCBS INC 04.0000 01/15/2026 | 0.01% |
| VISTRA OPERATION P/P 144A 05.0000 07/31/2027 | 0.01% |
| VISTRA OPERATIONS CO P/P 144A 05.6250 02/15/2027 | 0.01% |
| WFRBS 2012-C10 XA IO P/P 144A 01.5328 12/15/2045 | 0.01% |
| WFRBS 2012-C9 XA IO P/P 144A 01.8890 11/15/2045 | 0.01% |
| WOLVERINE WORLD WIDE P/P 144A 05.0000 09/01/2026 | 0.01% |
| WOLVERINE WORLD WIDE P/P 144A 06.3750 05/15/2025 | 0.01% |
| WPX ENERGY INC 08.2500 08/01/2023 | 0.01% |
| ZF NA CAPITAL P/P 144A 04.5000 04/29/2022 | 0.01% |
| ZIGGO BV P/P 144A 05.5000 01/15/2027 | 0.01% |
| ABC SUPPLY CO INC P/P 144A 04.0000 01/15/2028 | 0.00% |
| ANHEUSER-BUSCH INBEV WOR 02.5000 07/15/2022 | 0.00% |
| APACHE CORP 04.3750 10/15/2028 | 0.00% |
| ASCEND LEARNING LLC P/P 144A 06.8750 08/01/2025 | 0.00% |
| BERRY GLOBAL INC P/P 144A 05.6250 07/15/2027 | 0.00% |
| BOXER PARENT CO INC P/P 144A 09.1250 03/01/2026 | 0.00% |
| BOYD GAMING CORP P/P 144A 08.6250 06/01/2025 | 0.00% |
| BSCMS 2006-PW11 B P/P 144A 05.7751 03/11/2039 | 0.00% |
| BWAY CORP TLB L+325 04.5614 04/03/2024 | 0.00% |
| CAS 2019-HRP1 M2 02.3183 11/25/2039 | 0.00% |
| CCO HOLDINGS LLC P/P 144A 04.5000 08/15/2030 | 0.00% |
| CENTENE CORP P/P 144A 05.2500 04/01/2025 | 0.00% |
| CHS/COMMUNITY HEALT P/P 144A 08.1250 06/30/2024 | 0.00% |
| CLEAR CHANNEL WORLD 09.2500 02/15/2024 | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 JP | 0.00% |
| COMSTOCK RE INC P/P 144A 07.5000 05/15/2025 | 0.00% |
| CROWN AMER/CAP 04.7500 02/01/2026 | 0.00% |
| CWALT 2005-27 1A1 02.2321 08/25/2035 | 0.00% |
| DEVON ENERGY CORPORATION 07.8750 09/30/2031 | 0.00% |
| DIAMONDBACK ENERGY INC 04.7500 05/31/2025 | 0.00% |
| DUN & BRADSTREET COR P/P 144A 06.8750 08/15/2026 | 0.00% |
| ENERGIZER HLDG INC P/P 144A 06.3750 07/15/2026 | 0.00% |
| EOG RESOURCES INC 04.1500 01/15/2026 | 0.00% |
| FHR 3408 EK 25.0542 04/15/2037 | 0.00% |
| FIFTH THIRD BANCORP 05.1000 12/29/2049 | 0.00% |
| FRONT RANGE BIDCO INC L+300 04.6678 03/09/2027 | 0.00% |
| GLP CAPITAL LP / FIN II 05.3750 04/15/2026 | 0.00% |
| GMAC CAPITAL TRUST I PCT 06.1773 | 0.00% |
| GNMA GII30 AY2298 04.7000 05/20/2067 | 0.00% |
| GNMA GII30 BL6218 06.0000 02/20/2049 | 0.00% |
| GO DADDY OPCO/FINCO P/P 144A 05.2500 12/01/2027 | 0.00% |
| GSMS 2013-GC10 XA IO 01.4963 02/10/2046 | 0.00% |
| GSMS 2014-GC22 XA IO 00.9835 06/10/2047 | 0.00% |
| HEINEKEN HOLDING NV SEDOL B0CCH46 | 0.00% |
| HOLOGIC INC P/P 144A 04.3750 10/15/2025 | 0.00% |
| ICAHN ENTER 04.7500 09/15/2024 | 0.00% |
| ICAHN ENTER/FIN 05.2500 05/15/2027 | 0.00% |
| IRB HOLDING CORP P/P 144A 07.0000 06/15/2025 | 0.00% |
| JARDINE MATHESON HLDGS LTD SEDOL 6472119 | 0.00% |
| JELD-WEN INC P/P 144A 04.6250 12/15/2025 | 0.00% |
| JFE HOLDINGS INC SEDOL 6543792 | 0.00% |
| LEVEL 3 FINANCING INC 05.6250 02/01/2023 | 0.00% |
| LIVE NATION ENT P/P 144A 06.5000 05/15/2027 | 0.00% |
| LIVE NATION ENTERTAI P/P 144A 05.6250 03/15/2026 | 0.00% |
| MATCH GROUP INC P/P 144A 04.6250 06/01/2028 | 0.00% |
| MAUSER PACKAGING SOL P/P 144A 05.5000 04/15/2024 | 0.00% |
| MET LIFE GLOB FUND P/P 144A 03.0000 01/10/2023 | 0.00% |
| MICROSOFT CORP 05.3000 02/08/2041 | 0.00% |
| MONDELEZ INTERNATIONAL 02.1250 04/13/2023 | 0.00% |
| MSAC 2004-HE6 M1 00.9933 08/25/2034 | 0.00% |
| MSBAM 2014-C17 XA IO 01.1074 08/15/2047 | 0.00% |
| NABORS INDUSTRIES INC. 05.7500 02/01/2025 | 0.00% |
| NAVISTAR INTL CORP P/P 144A 09.5000 05/01/2025 | 0.00% |
| NETFLIX INC P/P 144A 05.3750 11/15/2029 | 0.00% |
| NETFLIX INC. 06.3750 05/15/2029 | 0.00% |
| NEWELL BRANDS INC 04.8750 06/01/2025 | 0.00% |
| NZD/USD 07/15/2020 SSBT | 0.00% |
| NZD/USD 07/15/2020 UBS | 0.00% |
| OCCIDENTAL PETROLEUM COR 04.1000 02/01/2021 | 0.00% |
| PANTHER BF AGGREGA P/P 144A 06.2500 05/15/2026 | 0.00% |
| PENSKE AUTO GRP INC 05.7500 10/01/2022 | 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% |
| RESIDEO FUNDING INC P/P 144A 06.1250 11/01/2026 | 0.00% |
| RITE AID CORP P/P 144A 07.5000 07/01/2025 | 0.00% |
| SAMPO OYJ-A SHS SEDOL 5226038 | 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% |
| STACR 2015-HQ2 M2 02.1183 05/25/2025 | 0.00% |
| TENET HEALTHCARE 04.6250 07/15/2024 | 0.00% |
| TRANSDIGM INC. 06.5000 07/15/2024 | 0.00% |
| TRI POINTE GROUP / HOMES 05.8750 06/15/2024 | 0.00% |
| UBSBB 2012-C4 XA IO P/P 144A 01.6174 12/10/2045 | 0.00% |
| VISTRA ENERGY CORP P/P 144A 08.1250 01/30/2026 | 0.00% |
| WESTERN DIGITAL CORPORATION 04.7500 02/15/2026 | 0.00% |
| WPX ENERGY INC 05.7500 06/01/2026 | 0.00% |
| YUM! BRANDS INC P/P 144A 04.7500 01/15/2030 | 0.00% |
| AES CORP/THE 04.5000 03/15/2023 | 0.00% |
| AES CORP/THE 05.1250 09/01/2027 | 0.00% |
| APACHE CORP 05.1000 09/01/2040 | 0.00% |
| AROUNDTOWN SA SEDOL BF0CK44 | 0.00% |
| AUD/USD 07/15/2020 TDBK | 0.00% |
| AUTOMATION TOOLING S P/P 144A 06.5000 06/15/2023 | 0.00% |
| BANK OF AMERICA CORP 01.5005 09/15/2026 | 0.00% |
| BANK OF MONTREAL USD 03.8030 12/15/2032 | 0.00% |
| BAUSCH HLTH COS INC P/P 144A 05.0000 01/30/2028 | 0.00% |
| BAUSCH HLTH COS INC P/P 144A 05.2500 01/30/2030 | 0.00% |
| BAUSCH HLTH COS INC P/P 144A 06.5000 03/15/2022 | 0.00% |
| BAUSCH HLTH COS INC P/P 144A 07.0000 01/15/2028 | 0.00% |
| 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% |
| BUCKEYE PARTNERS LP 05.8500 11/15/2043 | 0.00% |
| CARNIVAL CORP P/P 144A 11.5000 04/01/2023 | 0.00% |
| CAS 2015-C02 1M2 04.1683 05/25/2025 | 0.00% |
| CAS 2016-C06 1M2 04.4183 04/25/2029 | 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% |
| CLEAN HARBORS INC P/P 144A 05.1250 07/15/2029 | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.00% |
| COMMSCOPE INC P/P 144A 06.0000 03/01/2026 | 0.00% |
| COMPASS MINERALS INT P/P 144A 04.8750 07/15/2024 | 0.00% |
| COMSTOCK RESOURCES 09.7500 08/15/2026 | 0.00% |
| CORNERSTONE BUILDING P/P 144A 08.0000 04/15/2026 | 0.00% |
| EUR/USD CALL 1.14 20201118 BANKAM | 0.00% |
| EUR/USD CALL 1.14 20201118 GSFX | 0.00% |
| FNR 2007-53 SP 23.5831 06/25/2037 | 0.00% |
| FREEPORT-MCMORAN INC 05.4500 03/15/2043 | 0.00% |
| GAP INC/THE P/P 144A 08.6250 05/15/2025 | 0.00% |
| GATES GLOBAL TLB L+275 03.7500 03/31/2024 | 0.00% |
| GNMA GII30 AY4779 04.5100 03/20/2067 | 0.00% |
| GNMA GII30 BA7681 04.6220 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 BM1953 06.0000 03/20/2049 | 0.00% |
| HANESBRANDS INC P/P 144A 05.3750 05/15/2025 | 0.00% |
| HCA INC 03.5000 09/01/2030 | 0.00% |
| HOLLY PAR/FIN P/P 144A 05.0000 02/01/2028 | 0.00% |
| INTERNATIONAL LEASE FIN CORP 05.8750 08/15/2022 | 0.00% |
| INTL BUSINESS MACHINES CORP SEDOL 2005973 | 0.00% |
| IOS.FN30.400.10 R USL1M P 01/12/41 BC | 0.00% |
| IRON MOUNTAIN INC P/P 144A 05.2500 03/15/2028 | 0.00% |
| ISTAR INC. 05.2500 09/15/2022 | 0.00% |
| JELD-WEN INC P/P 144A 04.8750 12/15/2027 | 0.00% |
| JELD-WEN INC P/P 144A 06.2500 05/15/2025 | 0.00% |
| JOSEPH T RYERSON & S P/P 144A 11.0000 05/15/2022 | 0.00% |
| JPMBB 2014-C19 XA IO 00.7478 04/15/2047 | 0.00% |
| KINDER MORGAN ENER PART 05.4000 09/01/2044 | 0.00% |
| L BRANDS INC 06.7500 07/01/2036 | 0.00% |
| LEVI STRAUSS & CO P/P 144A 05.0000 05/01/2025 | 0.00% |
| LIVE NATION ENT P/P 144A 04.8750 11/01/2024 | 0.00% |
| MASONITE INTL C P/P 144A 05.3750 02/01/2028 | 0.00% |
| MBX.FN30.450.09 R USL1M P 01/12/40 BC | 0.00% |
| MBX.FN30.500.10 R USL1M P 01/12/41 CI | 0.00% |
| MERCER INTL INC USD 05.5000 01/15/2026 | 0.00% |
| NATIONAL AUSTRALIA BANK LTD SEDOL 6624608 | 0.00% |
| NATIONAL GRID PLC SEDOL BDR05C0 | 0.00% |
| NATIONSTAR MTG P/P 144A 06.0000 01/15/2027 | 0.00% |
| NEWS CORP - CLASS A SEDOL BBGVT40 | 0.00% |
| NRG ENERGY INC 05.7500 01/15/2028 | 0.00% |
| OCCIDENTAL PETROLEUM COR 03.5000 06/15/2025 | 0.00% |
| ORTHO-CLINICAL P/P 144A 07.3750 06/01/2025 | 0.00% |
| OSHKOSH CORP 03.1000 03/01/2030 | 0.00% |
| OWENS-BROCKWAY P/P 144A 06.6250 05/13/2027 | 0.00% |
| PENSKE AUTOMOTIVE GROUP 05.3750 12/01/2024 | 0.00% |
| PROLOGIS LP 02.1250 04/15/2027 | 0.00% |
| PRUDENTIAL FINANCIAL INC 05.6250 06/15/2043 | 0.00% |
| PUBLICIS GROUPE SEDOL 4380429 | 0.00% |
| ROBERTSHAW US HOLDING L+325 04.2500 02/28/2025 | 0.00% |
| RTL GROUP SEDOL B1BK209 | 0.00% |
| S&P GLOBAL INC 02.5000 12/01/2029 | 0.00% |
| SCIENTIFIC GAMES P/P 144A 07.0000 05/15/2028 | 0.00% |
| SIRIUS XM RADIO INC. P/P 144A 05.5000 07/01/2029 | 0.00% |
| SM ENERGY CO 06.7500 09/15/2026 | 0.00% |
| SPECTRUM BRANDS INC P/P 144A 05.0000 10/01/2029 | 0.00% |
| SPRINGLEAF FINANCE CORP 06.6250 01/15/2028 | 0.00% |
| SPRINGLEAF FINANCE CORP 07.1250 03/15/2026 | 0.00% |
| SPRINGLEAF FINANCE CORP 08.8750 06/01/2025 | 0.00% |
| STACR 2018-HQA2 M2 02.4683 10/25/2048 | 0.00% |
| T-MOBILE USA INC 04.5000 02/01/2026 | 0.00% |
| T-MOBILE USA INC TLB L+300 04/01/2027 | 0.00% |
| TARGA RESOURCES PART 06.5000 07/15/2027 | 0.00% |
| TAYLOR MORRISON COMM P/P 144A 05.7500 01/15/2028 | 0.00% |
| TD AMERITRADE HOLDING CORP SEDOL 2983154 | 0.00% |
| TEMPO ACQ LLC/FI P/P 144A 05.7500 06/01/2025 | 0.00% |
| TENET HEALTHCARE P/P 144A 06.2500 02/01/2027 | 0.00% |
| USA COM PART/USA COM 06.8750 09/01/2027 | 0.00% |
| WEEKLEY HOMES LLC 06.0000 02/01/2023 | 0.00% |
| ZAYO GROUP HLDG INC P/P 144A 06.1250 03/01/2028 | 0.00% |
| ABC SUPPLY CO INC P/P 144A 05.8750 05/15/2026 | 0.00% |
| AES CORP/THE P/P 144A 03.3000 07/15/2025 | 0.00% |
| AIR MEDICAL MERGER S P/P 144A 06.3750 05/15/2023 | 0.00% |
| ALBERTSONS COS P/P 144A 04.8750 02/15/2030 | 0.00% |
| ALTRIA GROUP INC | 0.00% |
| BANK OF AMERICA CORP 06.5000 10/29/2049 | 0.00% |
| BEACON ROOFING SUPPL P/P 144A 04.5000 11/15/2026 | 0.00% |
| BERRY GLOBAL INC P/P 144A 04.5000 02/15/2026 | 0.00% |
| BOXER PARENT CO INC P/P 144A 07.1250 10/02/2025 | 0.00% |
| BOYD GAMING CORP 06.3750 04/01/2026 | 0.00% |
| BP CAP MARKETS AMERICA 03.9370 09/21/2028 | 0.00% |
| BUCKEYE PARTNERS LP P/P 144A 04.5000 03/01/2028 | 0.00% |
| CAD/USD 07/15/2020 GSFX | 0.00% |
| CBRE SERVICES INC 05.2500 03/15/2025 | 0.00% |
| CBS OUT AMER CAP LLC 05.6250 02/15/2024 | 0.00% |
| CENTENE CORP P/P 144A 05.3750 08/15/2026 | 0.00% |
| CINEMARK USA INC 05.1250 12/15/2022 | 0.00% |
| CIT GROUP INC. 05.0000 08/15/2022 | 0.00% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CS | 0.00% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CS | 0.00% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 ML | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 ML | 0.00% |
| CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 JP | 0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 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 JP | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 CG | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | 0.00% |
| CNP ASSURANCES SEDOL 5543986 | 0.00% |
| COMM 2014-CR18 XA IO 00.9951 07/15/2047 | 0.00% |
| COMMSCOPE INC P/P 144A 05.5000 03/01/2024 | 0.00% |
| CONTINENTAL RESOURCES 04.3750 01/15/2028 | 0.00% |
| CPG MERGER SUB LLC P/P 144A 08.0000 10/01/2021 | 0.00% |
| DELL INT / EMC P/P 144A 05.8500 07/15/2025 | 0.00% |
| DEVON ENERGY CORPORATION 05.6000 07/15/2041 | 0.00% |
| DXC TECHNOLOGY CO SEDOL BYXD7B3 | 0.00% |
| ELDORADO RESORTS INC 07.0000 08/01/2023 | 0.00% |
| EQUINIX INC 05.8750 01/15/2026 | 0.00% |
| FEDEX CORP 02.6250 08/01/2022 | 0.00% |
| FHR 2990 LB 16.4763 06/15/2034 | 0.00% |
| FHR 3072 SM 04.2533 11/15/2035 | 0.00% |
| FHR 3249 PS 21.6690 12/15/2036 | 0.00% |
| FOX CORP - CLASS B SEDOL BJJMGY5 | 0.00% |
| GBP/USD 06/17/2020 GSFX | 0.00% |
| GNMA GII30 BM4196 06.0000 04/20/2049 | 0.00% |
| GNMA GII30 BN1506 04.5000 05/20/2049 | 0.00% |
| GNR 2010-9 UI IO 05.0000 01/20/2040 | 0.00% |
| GNR 2012-141 WI IO 03.5000 11/20/2041 | 0.00% |
| GNR 2013-14 IO IO 03.5000 12/20/2042 | 0.00% |
| GSMS 2013-GC12 XA IO 01.4146 06/10/2046 | 0.00% |
| IDR/USD 08/19/2020 BCAP-FX | 0.00% |
| INCEPTION MRGR/RACK P/P 144A 08.6250 11/15/2024 | 0.00% |
| INTERCONTINENTAL EXCHANGE IN SEDOL BFSSDS9 | 0.00% |
| JAGUAR HL / PPDI P/P 144A 05.0000 06/15/2028 | 0.00% |
| LABORATORY CRP OF AMER HLDGS SEDOL 2586122 | 0.00% |
| LBUBS 2008-C1 AM 06.2760 04/15/2041 | 0.00% |
| MAUSER PACKAGING P/P 144A 08.5000 04/15/2024 | 0.00% |
| MICROCHIP TECH INC P/P 144A 04.2500 09/01/2025 | 0.00% |
| NABORS IND LTD P/P 144A 07.2500 01/15/2026 | 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% |
| NN GROUP NV SEDOL BNG8PQ9 | 0.00% |
| NZD/USD 07/15/2020 BCAP-FX | 0.00% |
| OCCIDENTAL PETROLEUM COR 02.9000 08/15/2024 | 0.00% |
| OCCIDENTAL PETROLEUM COR 06.4500 09/15/2036 | 0.00% |
| PETROBRAS GLOBAL FIN USD 05.2990 01/27/2025 | 0.00% |
| POLYONE CORP P/P 144A 05.7500 05/15/2025 | 0.00% |
| REPUBLIC OF VENEZUELA REGS 08.2500 10/13/2024 | 0.00% |
| ROBERTSHAW TL 2L L+800 09.0000 02/28/2026 | 0.00% |
| RUB/USD 09/16/2020 GSFX | 0.00% |
| SES SEDOL B00ZQQ2 | 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 06.1250 12/15/2024 | 0.00% |
| T-MOBILE USA INC. 04.0000 04/15/2022 | 0.00% |
| TARGA RES PRTNRS P/P 144A 05.5000 03/01/2030 | 0.00% |
| TARGA RESOURCES PART 06.8750 01/15/2029 | 0.00% |
| TENET HEALTHCARE P/P 144A 07.5000 04/01/2025 | 0.00% |
| TRANSOCEAN PONTUS LT P/P 144A 06.1250 08/01/2025 | 0.00% |
| TRONOX FINANCE PLC P/P 144A 05.7500 10/01/2025 | 0.00% |
| VALVOLINE INC P/P 144A 04.3750 08/15/2025 | 0.00% |
| VIPER ENERGY P/P 144A 05.3750 11/01/2027 | 0.00% |
| WMG ACQUISITION CORP P/P 144A 05.5000 04/15/2026 | 0.00% |
| WPX ENERGY INC 04.5000 01/15/2030 | 0.00% |
| WYNN RESORTS FIN LLC P/P 144A 07.7500 04/15/2025 | 0.00% |
| ZEKELMAN IND INC P/P 144A 09.8750 06/15/2023 | 0.00% |
| AIB GROUP PLC SEDOL BF0L353 | 0.00% |
| AKER BP ASA P/P 144A 05.8750 03/31/2025 | 0.00% |
| ATHENE HOLDING LTD-CLASS A SEDOL BZ13MZ1 | 0.00% |
| AUD/USD 07/15/2020 BANKAM | 0.00% |
| AZRIELI GROUP LTD SEDOL B5MN1W0 | 0.00% |
| BAYTEX ENERGY CORP P/P 144A 05.6250 06/01/2024 | 0.00% |
| BUCKEYE PARTNERS LP 03.9500 12/01/2026 | 0.00% |
| CANADIAN UTILITIES LTD-A SEDOL 2172639 | 0.00% |
| CHEMOURS CO 05.3750 05/15/2027 | 0.00% |
| CINEMARK USA INC 04.8750 06/01/2023 | 0.00% |
| CINEMARK USA INC P/P 144A 08.7500 05/01/2025 | 0.00% |
| CIT GROUP INC 05.0000 08/01/2023 | 0.00% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CS | 0.00% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS | 0.00% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 CG | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.00% |
| COLORADO INTERSTATE GAS CO 06.8500 06/15/2037 | 0.00% |
| CREDIT ACCEPTANC 06.6250 03/15/2026 | 0.00% |
| CREDIT ACCEPTANC P/P 144A 05.1250 12/31/2024 | 0.00% |
| ELDORADO RESORTS INC 06.0000 09/15/2026 | 0.00% |
| FNR 2005-106 JC 19.6023 12/25/2035 | 0.00% |
| FNR 2006-62 PS 38.8905 07/25/2036 | 0.00% |
| FORD MOTOR CO SEDOL 2615468 | 0.00% |
| GBP/USD 06/17/2020 BCAP-FX | 0.00% |
| GBP/USD 06/17/2020 CSI-FX | 0.00% |
| GBP/USD 06/17/2020 TDBK | 0.00% |
| GETLINK SE SEDOL B292JQ9 | 0.00% |
| GNMA GII30 BJ9611 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 2015-124 NI IO 03.5000 06/20/2039 | 0.00% |
| H LUNDBECK A/S SEDOL 7085259 | 0.00% |
| IHS MARKIT LTD P/P 144A 04.0000 03/01/2026 | 0.00% |
| IOS.FN30.400.09 R USL1M P 01/12/40 GS | 0.00% |
| JAGUAR HL / PPDI P/P 144A 04.6250 06/15/2025 | 0.00% |
| KYUSHU RAILWAY COMPANY SEDOL BD2BST6 | 0.00% |
| LAMB WESTON HOLDINGS P/P 144A 04.6250 11/01/2024 | 0.00% |
| LENNAR CORP 05.8750 11/15/2024 | 0.00% |
| MACY'S INC P/P 144A 08.3750 06/15/2025 | 0.00% |
| MERCK & CO INC 02.9000 03/07/2024 | 0.00% |
| MOLINA HEALTHCARE IN P/P 144A 04.8750 06/15/2025 | 0.00% |
| NABORS IND LTD P/P 144A 07.5000 01/15/2028 | 0.00% |
| NRG ENERGY INC 06.6250 01/15/2027 | 0.00% |
| NZD/USD 07/15/2020 BANKAM | 0.00% |
| OMIR 2018-1A M1 01.7183 07/25/2028 | 0.00% |
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| WFRBS 2011-C4 E P/P 144A 05.2210 06/15/2044 | 0.00% |
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| BERRY GLOBAL INC 05.5000 05/15/2022 | 0.00% |
| BOMBARDIER INC P/P 144A 07.5000 12/01/2024 | 0.00% |
| CAD/USD 07/15/2020 RBSF | 0.00% |
| CALIFORNIA RESOURC TL L+475 05.7500 12/31/2022 | 0.00% |
| CMB CMBX.NA.A.7 2047-01-17 200.0 01/17/2047 CG | 0.00% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CG | 0.00% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CG | 0.00% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 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 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 GS | 0.00% |
| CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 MS | 0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS | 0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 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 CS | 0.00% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 GS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 JP | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 JP | 0.00% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 CG | 0.00% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 CG | 0.00% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 CG | 0.00% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 CG | 0.00% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 JP | 0.00% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 JP | 0.00% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 JP | 0.00% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 JP | 0.00% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 MS | 0.00% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 MS | 0.00% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 MS | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 GS | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 JP | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 MS | 0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 ML | 0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 MS | 0.00% |
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| NZD/USD 07/15/2020 TDBK | 0.00% |
| NZD/USD 07/15/2020 WPAC | 0.00% |
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| CLEAR CHANNEL OUTDOOR HOLDIN SEDOL BJHVCH9 | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.00% |
| CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 CG | 0.00% |
| CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 MS | 0.00% |
| CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 MS | 0.00% |
| CMB CMBX.NA.BB.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.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 GS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 JP | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 BA | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 GS | 0.00% |
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| CSMC 2007-C2 AX IO P/P 144A 00.0155 01/15/2049 | 0.00% |
| DKK/USD 06/17/2020 CITI | 0.00% |
| EUR/CHF PUT 1.00 20200615 GSFX | 0.00% |
| EUR/CHF PUT 1.03 20200615 GSFX | 0.00% |
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| TIAAC 2003-1A E 144A 08.0000 12/28/2038 | 0.00% |
| TXU TCEH RIGHTS | 0.00% |
| USD/CHF PUT 0.91 20200605 CITI | 0.00% |
| USD/CHF PUT 0.94 20200605 GSFX | 0.00% |
| USD/JPY PUT 102.00 20200701 BANKAM | 0.00% |
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| 0.6925 R ISWP US0003M P 05/29/2030 | -0.00% |
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| AUD/USD 07/15/2020 JPMCB | -0.00% |
| CAD/USD 07/15/2020 CSI-FX | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | -0.00% |
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| 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.7 2047-01-17 200.0 01/17/2047 JP | -0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 BA | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 BA | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 BC | -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% |
| EUR/USD 06/17/2020 WPAC | -0.00% |
| GBP/USD 06/17/2020 HSBCB | -0.00% |
| IOS.FN30.400.11 P USL1M R 01/12/42 JP | -0.00% |
| IOS.FN30.500.10 P USL1M R 01/12/41 BC | -0.00% |
| JPY/USD 08/19/2020 BCAP-FX | -0.00% |
| JPY/USD 08/19/2020 UBS | -0.00% |
| MBX.FN30.600.08 P USL1M R 01/12/39 BC | -0.00% |
| MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.00% |
| CAD/USD 07/15/2020 HSBCB | -0.00% |
| CAD/USD 07/15/2020 JPMCB | -0.00% |
| CAD/USD 07/15/2020 TDBK | -0.00% |
| CAD/USD 07/15/2020 UBS | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 MS | -0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| EUR/GBP CALL 0.94 20200803 UBS | -0.00% |
| EUR/GBP CALL 0.95 20200818 BANKAM | -0.00% |
| EUR/USD 06/17/2020 CITI | -0.00% |
| EUR/USD 06/17/2020 GSFX | -0.00% |
| EUR/USD 06/17/2020 TDBK | -0.00% |
| GBP/USD 06/17/2020 WPAC | -0.00% |
| SGD/USD 08/19/2020 JPMCB | -0.00% |
| 0.90 R ISWP FWD US0003M P 06/17/2050 | -0.00% |
| CHF/USD 06/17/2020 JPMCB | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 JP | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.00% |
| EUR/USD 06/17/2020 BCAP-FX | -0.00% |
| EUR/USD 06/17/2020 CSI-FX | -0.00% |
| EUR/USD 06/17/2020 RBSF | -0.00% |
| NZD/USD 07/15/2020 CITI | -0.00% |
| NZD/USD 07/15/2020 GSFX | -0.00% |
| USD/JPY PUT 100.00 20201124 BANKAM | -0.00% |
| USD/JPY PUT 100.00 20201124 GSFX | -0.00% |
| CAD/USD 07/15/2020 BANKAM | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 MS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| IOS.FN30.400.10 P USL1M R 01/12/41 JP | -0.00% |
| JPY/USD 08/19/2020 WPAC | -0.00% |
| EUR/USD 06/17/2020 HSBCB | -0.00% |
| EUR/USD 06/17/2020 UBS | -0.00% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 CG | -0.01% |
| GBP/USD 06/17/2020 JPMCB | -0.01% |
| CAD/USD 07/15/2020 SSBT | -0.01% |
| EUR/USD 06/17/2020 BANKAM | -0.01% |
| EUR/USD 06/17/2020 JPMCB | -0.01% |
| AUD/USD 07/15/2020 SSBT | -0.01% |
| MBX.FN30.650.67 P USL1M R 01/12/38 BC | -0.01% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 MS | -0.01% |
| AUD/USD 07/15/2020 UBS | -0.01% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CG | -0.01% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 CS | -0.01% |
| MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.01% |
| EUR/USD 06/17/2020 SSBT | -0.01% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CS | -0.02% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.02% |
| CDX CDX.NA.HY.34 500.0 06/20/2025 | -0.02% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS | -0.02% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP | -0.02% |
| MSCI EAFE JUN20 MFSM0 | -0.03% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 JP | -0.03% |
| NOK/USD 06/17/2020 JPMCB | -0.03% |
| NOK/USD 06/17/2020 GSFX | -0.04% |
| 0.65 R ISWP FWD US0003M P 06/17/2025 | -0.04% |
| FNMA FN30 TBA UMBS 03.0000 06/01/2050 | -0.12% |
| FNMA FN30 TBA UMBS 03.5000 06/01/2050 | -0.20% |
| US 2YR NOTE (CBT) SEP20 TUU0 | -0.21% |
| RU10INTR P US0003M R 11/25/20 CI | -0.34% |
| S&P500 EMINI FUT JUN20 ESM0 | -1.66% |
| RU10INTR P US0003M R 11/25/20 CI | -2.81% |
| US 10YR ULTRA FUT SEP20 UXYU0 | -2.83% |
| GSGLPWDS P US0001M R 12/15/25 GS | -5.43% |
| GSGLPWDL R US0001M P 12/15/25 GS | 5.62% |
|---|---|
| US 5YR NOTE (CBT) JUN20 FVM0 | 4.42% |
| E-MINI RUSS 2000 JUN20 RTYM0 | 3.53% |
| CGPUTQL2 R US0003M P 11/25/20 CI | 3.02% |
| GNMA GII30 TBA 03.5000 05/01/2050 | 2.79% |
| US ULTRA BOND CBT JUN20 WNM0 | 2.39% |
| MICROSOFT CORP SEDOL 2588173 | 2.39% |
| APPLE INC SEDOL 2046251 | 2.37% |
| AMAZON.COM INC SEDOL 2000019 | 2.32% |
| US 10YR NOTE (CBT)JUN20 TYM0 | 1.51% |
| FHLMC FR30 ZS4750 UMBS 03.0000 01/01/2048 | 1.44% |
| FNMA FN30 TBA UMBS 02.5000 05/01/2050 | 1.20% |
| FNMA FN30 TBA UMBS 02.5000 06/01/2050 | 1.16% |
| ALPHABET INC-CL A SEDOL BYVY8G0 | 1.09% |
| FNMA FN15 TBA UMBS 03.0000 05/01/2035 | 1.05% |
| JPMORGAN CHASE & CO SEDOL 2190385 | 0.97% |
| PROCTER & GAMBLE CO/THE SEDOL 2704407 | 0.88% |
| US LONG BOND(CBT) JUN20 USM0 | 0.87% |
| FNMA FN30 MA3563 UMBS 04.0000 01/01/2049 | 0.87% |
| ADOBE INC SEDOL 2008154 | 0.84% |
| FNMA FN30 FM1741 UMBS 04.0000 04/01/2049 | 0.75% |
| VERIZON COMMUNICATIONS INC SEDOL 2090571 | 0.73% |
| CISCO SYSTEMS INC SEDOL 2198163 | 0.72% |
| JOHNSON & JOHNSON SEDOL 2475833 | 0.71% |
| CITIGROUP INC SEDOL 2297907 | 0.69% |
| QUALCOMM INC SEDOL 2714923 | 0.64% |
| NORTHROP GRUMMAN CORP SEDOL 2648806 | 0.64% |
| SOCIETE GENERALE SA 83369BFJ0 DCP 06/18/2020 | 0.64% |
| ATLANTIC ASSET SECURITIZATION 04821TGD1 DCP 07/13/2020 | 0.60% |
| BARCLAYS BANK PLC CCP 06742VDR9 DCP 05/08/2020 | 0.60% |
| MERCK & CO. INC. SEDOL 2778844 | 0.60% |
| FNMA FN30 TBA UMBS 04.0000 07/01/2050 | 0.59% |
| CHARIOT FUNDING LLC 15963TF12 DCP 06/01/2020 | 0.57% |
| S&P500 EMINI FUT JUN20 ESM0 | 0.54% |
| COLLATERALIZED COMMERCIAL PAP 19423JFC6 DCP 06/12/2020 | 0.54% |
| AMGEN INC SEDOL 2023607 | 0.53% |
| CHEVRON CORP | 0.52% |
| PEPSICO INC SEDOL 2681511 | 0.50% |
| LIBERTY STREET FUNDING LLC 53127TGF4 DCP 07/15/2020 | 0.50% |
| VICTORY RECEIVABLES CORP 92646KG97 DCP 07/09/2020 | 0.50% |
| FNMA FN30 TBA UMBS 06.0000 05/01/2049 | 0.49% |
| ALPINE SECURITIZATION LLC 02088WES5 DCP 05/26/2020 | 0.48% |
| INTUIT INC SEDOL 2459020 | 0.45% |
| COCA-COLA CO/THE SEDOL 2206657 | 0.44% |
| DANAHER CORP SEDOL 2250870 | 0.44% |
| ALPHABET INC-CL C SEDOL BYY88Y7 | 0.43% |
| COMCAST CORP-CLASS A SEDOL 2044545 | 0.43% |
| WALMART INC SEDOL 2936921 | 0.42% |
| MEDTRONIC PLC SEDOL BTN1Y11 | 0.41% |
| SUMITOMO MITSUI TRUST BANK LI 86563GEC2 DCP 05/12/2020 | 0.40% |
| ORACLE CORP SEDOL 2661568 | 0.39% |
| AMERICAN ELECTRIC POWER SEDOL 2026242 | 0.38% |
| ELI LILLY & CO SEDOL 2516152 | 0.38% |
| AMERICAN TOWER CORP SEDOL B7FBFL2 | 0.37% |
| FNMA FN30 MA2737 UMBS 03.0000 09/01/2046 | 0.37% |
| HONEYWELL INTERNATIONAL INC SEDOL 2020459 | 0.36% |
| LOCKHEED MARTIN CORP SEDOL 2522096 | 0.36% |
| EBAY INC SEDOL 2293819 | 0.36% |
| ACTIVISION BLIZZARD INC SEDOL 2575818 | 0.35% |
| CHARTER COMMUNICATIONS INC-A SEDOL BZ6VT82 | 0.34% |
| FNMA FN30 BM5024 UMBS 03.0000 11/01/2048 | 0.33% |
| VISA INC-CLASS A SHARES SEDOL B2PZN04 | 0.33% |
| EXELON CORP SEDOL 2670519 | 0.33% |
| SERVICENOW INC SEDOL B80NXX8 | 0.33% |
| TARGET CORP SEDOL 2259101 | 0.32% |
| TAKE-TWO INTERACTIVE SOFTWRE SEDOL 2122117 | 0.32% |
| FNMA FN30 AL9859 UMBS 03.0000 03/01/2047 | 0.31% |
| FIDELITY NATIONAL INFO SERV SEDOL 2769796 | 0.31% |
| AT&T INC SEDOL 2831811 | 0.31% |
| PAYPAL HOLDINGS INC SEDOL BYW36M8 | 0.31% |
| STARBUCKS CORP SEDOL 2842255 | 0.31% |
| FACEBOOK INC-CLASS A SEDOL B7TL820 | 0.30% |
| REGENERON PHARMACEUTICALS SEDOL 2730190 | 0.30% |
| DOCUSIGN INC SEDOL BFYT7B7 | 0.29% |
| HOME DEPOT INC SEDOL 2434209 | 0.29% |
| BANK OF AMERICA CORP SEDOL 2295677 | 0.28% |
| UNION PACIFIC CORP SEDOL 2914734 | 0.28% |
| TREASURY BILL 00.0000 09/10/2020 | 0.28% |
| ABBOTT LABORATORIES SEDOL 2002305 | 0.27% |
| UNITEDHEALTH GROUP INC SEDOL 2917766 | 0.27% |
| TREASURY BILL 00.0000 06/25/2020 | 0.26% |
| METLIFE INC SEDOL 2573209 | 0.26% |
| PFIZER INC SEDOL 2684703 | 0.26% |
| FNMA FN30 TBA UMBS 04.0000 06/01/2050 | 0.26% |
| EDWARDS LIFESCIENCES CORP SEDOL 2567116 | 0.25% |
| ROCHE HOLDING AG-GENUSSCHEIN SEDOL 7110388 | 0.25% |
| TREASURY BILL 00.0000 08/13/2020 | 0.25% |
| TREASURY BILL 00.0000 05/21/2020 | 0.24% |
| BOOKING HOLDINGS INC SEDOL BDRXDB4 | 0.24% |
| MASTERCARD INC - A SEDOL B121557 | 0.24% |
| OTIS WORLDWIDE CORP SEDOL BK531S8 | 0.23% |
| WASTE MANAGEMENT INC SEDOL 2937667 | 0.22% |
| ABBVIE INC SEDOL B92SR70 | 0.22% |
| NVIDIA CORP SEDOL 2379504 | 0.22% |
| GOLDMAN SACHS GROUP INC SEDOL 2407966 | 0.22% |
| VEEVA SYSTEMS INC-CLASS A SEDOL BFH3N85 | 0.22% |
| SALESFORCE.COM INC SEDOL 2310525 | 0.21% |
| COSTAR GROUP INC SEDOL 2262864 | 0.21% |
| TEXAS INSTRUMENTS INC SEDOL 2885409 | 0.21% |
| HILTON WORLDWIDE HOLDINGS IN SEDOL BYVMW06 | 0.20% |
| XILINX INC SEDOL 2985677 | 0.20% |
| AGNC INVESTMENT CORP SEDOL BYYHJL8 | 0.20% |
| NOVARTIS AG-REG SEDOL 7103065 | 0.20% |
| CROWN CASTLE INTL CORP SEDOL BTGQCX1 | 0.20% |
| MONDELEZ INTERNATIONAL INC-A SEDOL B8CKK03 | 0.19% |
| JOHNSON CONTROLS INTERNATION SEDOL BY7QL61 | 0.19% |
| VERIZON COMM 04.3290 09/21/2028 | 0.19% |
| CIGNA CORP SEDOL BHJ0775 | 0.19% |
| CRH PLC SEDOL 4182249 | 0.19% |
| ANNALY CAPITAL MANAGEMENT IN SEDOL 2113456 | 0.18% |
| BIOGEN INC SEDOL 2455965 | 0.18% |
| CUMMINS INC SEDOL 2240202 | 0.18% |
| VERTEX PHARMACEUTICALS INC SEDOL 2931034 | 0.17% |
| AUTODESK INC SEDOL 2065159 | 0.17% |
| LONZA GROUP AG-REG SEDOL 7333378 | 0.17% |
| NIKE INC -CL B SEDOL 2640147 | 0.17% |
| MCKESSON CORP SEDOL 2378534 | 0.17% |
| CAPITAL ONE FINANCIAL CORP SEDOL 2654461 | 0.17% |
| SONY CORP SEDOL 6821506 | 0.17% |
| MORGAN STANLEY | 0.16% |
| BRISTOL-MYERS SQUIBB CO SEDOL 2126335 | 0.16% |
| EQUINIX INC SEDOL BVLZX12 | 0.16% |
| ASTRAZENECA PLC-SPONS ADR SEDOL 2989044 | 0.16% |
| ABBVIE INC P/P 144A 03.2000 11/21/2029 | 0.16% |
| IDEXX LABORATORIES INC SEDOL 2459202 | 0.16% |
| NRG ENERGY INC SEDOL 2212922 | 0.15% |
| PHILLIPS 66 SEDOL B78C4Y8 | 0.15% |
| KINDER MORGAN INC SEDOL B3NQ4P8 | 0.15% |
| CLOROX COMPANY SEDOL 2204026 | 0.15% |
| S&P GLOBAL INC SEDOL BYV2325 | 0.15% |
| SHERWIN-WILLIAMS CO/THE SEDOL 2804211 | 0.15% |
| FNMA FN30 BJ9256 UMBS 04.0000 06/01/2048 | 0.14% |
| CADENCE DESIGN SYS INC SEDOL 2302232 | 0.14% |
| TREASURY BILL 00.0000 07/23/2020 | 0.14% |
| STACR 2016-DNA2 M3 05.1373 10/25/2028 | 0.14% |
| AIA GROUP LTD SEDOL B4TX8S1 | 0.14% |
| HERSHEY CO/THE SEDOL 2422806 | 0.14% |
| JPMORGAN CHASE & CO 03.9640 11/15/2048 | 0.14% |
| PULTEGROUP INC SEDOL 2708841 | 0.14% |
| CITIGROUP INC 03.6680 07/24/2028 | 0.14% |
| LEIDOS HOLDINGS INC SEDOL BDV82B8 | 0.13% |
| MORGAN STANLEY 03.6250 01/20/2027 | 0.13% |
| FORTINET INC SEDOL B5B2106 | 0.13% |
| JPMORGAN CHASE & CO 03.6250 12/01/2027 | 0.13% |
| ALLSTATE CORP SEDOL 2019952 | 0.13% |
| TREASURY BILL 00.0000 07/09/2020 | 0.13% |
| AXA SA SEDOL 7088429 | 0.13% |
| NINTENDO CO LTD SEDOL 6639550 | 0.13% |
| SYNOPSYS INC SEDOL 2867719 | 0.13% |
| TRANE TECHNOLOGIES PLC SEDOL BK9ZQ96 | 0.13% |
| EXXON MOBIL CORPORATION 02.2220 03/01/2021 | 0.13% |
| ALLERGAN PLC SEDOL BY9D546 | 0.12% |
| EXXON MOBIL CORP SEDOL 2326618 | 0.12% |
| KONINKLIJKE AHOLD DELHAIZE N SEDOL BD0Q398 | 0.12% |
| GOLDMAN SACHS GROUP INC 03.8500 01/26/2027 | 0.12% |
| KLA CORP SEDOL 2480138 | 0.12% |
| UNITED RENTALS INC SEDOL 2134781 | 0.12% |
| DELTA AIR LINES INC SEDOL B1W9D46 | 0.12% |
| BANK OF AMERICA CORP 03.2480 10/21/2027 | 0.12% |
| NESTLE SA-REG SEDOL 7123870 | 0.12% |
| PNC FINANCIAL SERVICES GROUP SEDOL 2692665 | 0.12% |
| BAXTER INTERNATIONAL INC SEDOL 2085102 | 0.12% |
| WASTE CONNECTIONS INC SEDOL BYVG1F6 | 0.12% |
| BJ'S WHOLESALE CLUB HOLDINGS SEDOL BFZNZF8 | 0.11% |
| TREASURY BILL 00.0000 08/20/2020 | 0.11% |
| DEXCOM INC SEDOL B0796X4 | 0.11% |
| AT&T INC 04.1000 02/15/2028 | 0.11% |
| CONOCOPHILLIPS | 0.11% |
| DOW INC SEDOL BHXCF84 | 0.11% |
| INTEL CORP SEDOL 2463247 | 0.11% |
| UBS GROUP AG P/P 144A 03.4910 05/23/2023 | 0.11% |
| FNMA FN30 AS7003 UMBS 03.0000 04/01/2046 | 0.11% |
| AMERIPRISE FINANCIAL INC SEDOL B0J7D57 | 0.11% |
| CVS HEALTH CORP 04.7800 03/25/2038 | 0.11% |
| KDDI CORP SEDOL 6248990 | 0.11% |
| VALERO ENERGY CORP SEDOL 2041364 | 0.11% |
| ZIMMER BIOMET HOLDINGS INC SEDOL 2783815 | 0.11% |
| RAYTHEON TECHNOLOGIES CORP SEDOL BM5M5Y3 | 0.11% |
| STARWOOD PROPERTY TRUST INC SEDOL B3PQ520 | 0.11% |
| AIR PRODUCTS & CHEMICALS INC SEDOL 2011602 | 0.10% |
| KERING SEDOL 5505072 | 0.10% |
| ASSURED GUARANTY LTD SEDOL B00V7H8 | 0.10% |
| ATLASSIAN CORP PLC-CLASS A SEDOL BZ09BD1 | 0.10% |
| HOYA CORP SEDOL 6441506 | 0.10% |
| ASTELLAS PHARMA INC SEDOL 6985383 | 0.10% |
| GOLDMAN SACHS GROUP INC 02.6000 12/27/2020 | 0.10% |
| ROYAL DUTCH SHELL PLC-B SHS SEDOL B03MM40 | 0.10% |
| FNMA FN30 BC2733 UMBS 03.0000 05/01/2046 | 0.10% |
| SALESFORCE.COM INC 03.7000 04/11/2028 | 0.10% |
| GAMING AND LEISURE PROPERTIE SEDOL BFPK4S5 | 0.10% |
| PUBLIC SERVICE ENTERPRISE GP SEDOL 2707677 | 0.10% |
| SUMITOMO MITSUI FINANCIAL GR SEDOL 6563024 | 0.10% |
| TREASURY BILL 00.0000 09/03/2020 | 0.10% |
| ASTRAZENECA PLC SEDOL 0989529 | 0.10% |
| CHIPOTLE MEXICAN GRILL INC SEDOL B0X7DZ3 | 0.10% |
| DBUBS 2011-LC3A D P/P 144A 05.5124 08/10/2044 | 0.10% |
| REPUBLIC OF INDONESIA REGS 04.7500 01/08/2026 | 0.10% |
| EVERGY INC SEDOL BFMXGR0 | 0.10% |
| BOSTON PROPERTIES INC SEDOL 2019479 | 0.10% |
| COMPASS GROUP PLC SEDOL BD6K457 | 0.10% |
| NOVO NORDISK A/S-B SEDOL BHC8X90 | 0.10% |
| SOUTHWEST AIRLINES CO SEDOL 2831543 | 0.10% |
| ALIBABA GROUP HOLDING-SP ADR SEDOL BP41ZD1 | 0.10% |
| FNMA FN30 AS8056 UMBS 03.0000 10/01/2046 | 0.10% |
| LAM RESEARCH CORP SEDOL 2502247 | 0.10% |
| IHS MARKIT LTD P/P 144A 04.7500 02/15/2025 | 0.09% |
| MICROSOFT CORP 02.4000 08/08/2026 | 0.09% |
| SEATTLE GENETICS INC SEDOL 2738127 | 0.09% |
| TREASURY BILL 00.0000 08/06/2020 | 0.09% |
| ANGLO AMER PLC SEDOL B1XZS82 | 0.09% |
| BANK OF AMERICA CORP 06.1100 01/29/2037 | 0.09% |
| SYSCO CORP SEDOL 2868165 | 0.09% |
| BF0101 03.5000 06/01/2056 | 0.09% |
| DROPBOX INC-CLASS A SEDOL BG0T321 | 0.09% |
| AT&T INC. 03.8000 02/15/2027 | 0.09% |
| INTERPUBLIC GROUP COS 04.6500 10/01/2028 | 0.09% |
| MICROSOFT CORP 03.7000 08/08/2046 | 0.09% |
| APPLE INC 04.2500 02/09/2047 | 0.09% |
| LULULEMON ATHLETICA INC SEDOL B23FN39 | 0.09% |
| PETROBRAS GLOBAL FINANCE USD 06.2500 03/17/2024 | 0.09% |
| RINGCENTRAL INC-CLASS A SEDOL BDZCRX3 | 0.09% |
| SBA COMMUNICATIONS CORP SEDOL BZ6TS23 | 0.09% |
| CAS 2016-C02 1M2 06.4873 09/25/2028 | 0.09% |
| TORONTO-DOMINION BANK USD 01.9000 12/01/2022 | 0.09% |
| PRUDENTIAL PLC SEDOL 0709954 | 0.09% |
| TELEFONICA EMISIONES SAU USD 04.8950 03/06/2048 | 0.09% |
| WELLS FARGO & COMPANY 02.6000 07/22/2020 | 0.09% |
| DEUTSCHE BOERSE AG SEDOL 7021963 | 0.08% |
| SYNCHRONY FINANCIAL SEDOL BP96PS6 | 0.08% |
| US BANK NA CINCINNATI 03.1500 04/26/2021 | 0.08% |
| ALPHABET INC 03.6250 05/19/2021 | 0.08% |
| EATON CORP PLC SEDOL B8KQN82 | 0.08% |
| FAIRFAX FINL HLDGS USD 04.8500 04/17/2028 | 0.08% |
| FEDERATIVE REP OF BRAZIL USD 04.6250 01/13/2028 | 0.08% |
| MICROSOFT CORP 01.5500 08/08/2021 | 0.08% |
| SPST 2019-3 A 01.6285 06/24/2020 | 0.08% |
| ORACLE CORP 04.0000 11/15/2047 | 0.08% |
| ROPER TECHNOLOGIES INC SEDOL 2749602 | 0.08% |
| SCHWAB (CHARLES) CORP SEDOL 2779397 | 0.08% |
| LINDE PLC SEDOL BZ12WP8 | 0.08% |
| SPST 2019-7 A 01.6285 09/24/2020 | 0.08% |
| AMEREN CORPORATION SEDOL 2050832 | 0.08% |
| APOLLO GLOBAL MANAGEMENT INC SEDOL BKRLVD5 | 0.08% |
| AVERY DENNISON CORP SEDOL 2066408 | 0.08% |
| CAS 2016-C01 1M2 07.2373 08/25/2028 | 0.08% |
| ALLIANZ SE-REG SEDOL 5231485 | 0.08% |
| AMETEK INC SEDOL 2089212 | 0.08% |
| ENTERGY CORP SEDOL 2317087 | 0.08% |
| RADIAN GROUP INC SEDOL 2173911 | 0.08% |
| VISTRA ENERGY CORP SEDOL BZ8VJQ8 | 0.08% |
| FREEPORT-MCMORAN INC SEDOL 2352118 | 0.08% |
| SPST 2019-11 A 01.3198 10/24/2020 | 0.08% |
| THERMO FISHER SCIENTIFIC INC SEDOL 2886907 | 0.08% |
| DUPONT DE NEMOURS INC SEDOL BK0VN47 | 0.08% |
| ESSEX PROPERTY TRUST INC SEDOL 2316619 | 0.08% |
| BRISTOL-MYERS P/P 144A 02.9000 07/26/2024 | 0.08% |
| LIVE NATION ENTERTAINMENT IN SEDOL B0T7YX2 | 0.08% |
| STATE STREET CORP SEDOL 2842040 | 0.08% |
| UNITED MEXICAN STATES USD 05.5500 01/21/2045 | 0.08% |
| ARAMARK SEDOL BH3XG17 | 0.07% |
| L OREAL SEDOL 4057808 | 0.07% |
| UNITEDHEALTH GROUP INC 03.8500 06/15/2028 | 0.07% |
| WFRBS 2011-C2 D P/P 144A 05.8497 02/15/2044 | 0.07% |
| FORTUNE BRANDS HOME & SECURI SEDOL B3MC7D6 | 0.07% |
| NOVARTIS CAPITAL CORP 04.0000 11/20/2045 | 0.07% |
| MITSUBISHI UFJ FIN GRP USD 03.5350 07/26/2021 | 0.07% |
| ANZ NEW ZEALAND INT P/P 144A 02.8750 01/25/2022 | 0.07% |
| DISCOVER FINANCIAL SERVICES SEDOL B1YLC43 | 0.07% |
| ECOLAB INC 02.7000 11/01/2026 | 0.07% |
| HERMES INTERNATIONAL SEDOL 5253973 | 0.07% |
| SPST 2020-2 A 01.3173 03/26/2021 | 0.07% |
| AMAZON.COM INC 03.1500 08/22/2027 | 0.07% |
| DEUTSCHE TELEKOM AG-REG SEDOL 5842359 | 0.07% |
| ENTERPRISE PRODUCTS PARTNERS SEDOL 2285388 | 0.07% |
| HOLOGIC INC SEDOL 2433530 | 0.07% |
| NETFLIX INC SEDOL 2857817 | 0.07% |
| APTIV PLC SEDOL B783TY6 | 0.07% |
| DEUTSCHE POST AG-REG SEDOL 4617859 | 0.07% |
| MRAIT 2020-2 A 02.1345 10/22/2020 | 0.07% |
| UNILEVER NV SEDOL B1527V7 | 0.07% |
| CHARTER COMM OPT LLC 06.4840 10/23/2045 | 0.07% |
| COMMONWEALTH BK AUST P/P 144A 02.2000 11/09/2020 | 0.07% |
| DIAMOND 1 FIN/DIAM P/P 144A 06.0200 06/15/2026 | 0.07% |
| LONDON STOCK EXCHANGE GROUP SEDOL B0SWJX3 | 0.07% |
| BP PLC SEDOL 0798059 | 0.07% |
| ENEL SPA SEDOL 7144569 | 0.07% |
| VERISK ANALYTICS INC SEDOL B4P9W92 | 0.07% |
| ALBEMARLE CORP SEDOL 2046853 | 0.07% |
| DNB BANK ASA P/P 144A 02.1500 12/02/2022 | 0.07% |
| DANSKE BANK A/S P/P 144A 02.7000 03/02/2022 | 0.06% |
| FNMA FN30 AS7154 UMBS 03.0000 05/01/2046 | 0.06% |
| MWST 2019-1 A 01.2873 06/25/2052 | 0.06% |
| RIO TINTO PLC SEDOL 0718875 | 0.06% |
| AES CORP SEDOL 2002479 | 0.06% |
| COCA-COLA HBC AG-DI SEDOL B9895B7 | 0.06% |
| COOPER COS INC/THE SEDOL 2222631 | 0.06% |
| FIFTH THIRD BANCORP SEDOL 2336747 | 0.06% |
| GOLDMAN SACHS GROUP INC 04.2230 05/01/2029 | 0.06% |
| T-MOBILE USA INC P/P 144A 03.7500 04/15/2027 | 0.06% |
| BROADCOM CRP / CAYM 03.5000 01/15/2028 | 0.06% |
| FHLMC FR30 ZS4703 UMBS 03.0000 02/01/2047 | 0.06% |
| FNMA FN30 BM1172 UMBS 03.0000 03/01/2047 | 0.06% |
| GNMA GN30 BA5049 04.5000 05/15/2047 | 0.06% |
| PINNACLE WEST CAPITAL SEDOL 2048804 | 0.06% |
| SHELL INTERNATIONAL FIN USD 02.1250 05/11/2020 | 0.06% |
| TESLA INC SEDOL B616C79 | 0.06% |
| WELLS FARGO & CO SEDOL 2649100 | 0.06% |
| AMERICAN INTERNATIONAL GROUP SEDOL 2027342 | 0.06% |
| AVALONBAY COMMUNITIES INC SEDOL 2131179 | 0.06% |
| DANAHER CORP 04.7500 CUM CV PFD | 0.06% |
| DOVER CORP SEDOL 2278407 | 0.06% |
| FNMA FN40 BF0171 UMBS 04.0000 01/01/2057 | 0.06% |
| NATIONAL AUSTRALIA BK/NY 02.1250 05/22/2020 | 0.06% |
| TOTAL SA SEDOL B15C557 | 0.06% |
| UNITED MEXICAN STATES USD 03.2500 04/16/2030 | 0.06% |
| WEST PHARMACEUTICAL SERVICES SEDOL 2950482 | 0.06% |
| BOOZ ALLEN HAMILTON HOLDINGS SEDOL B5367T7 | 0.06% |
| CIT GROUP INC. 05.2500 03/07/2025 | 0.06% |
| SANDVIK AB SEDOL B1VQ252 | 0.06% |
| ENTERPRISE PRODUCTS OPER 04.2500 02/15/2048 | 0.06% |
| ESTEE LAUDER COMPANIES-CL A SEDOL 2320524 | 0.06% |
| ITOCHU CORP SEDOL 6467803 | 0.06% |
| ROCHE HOLDINGS INC P/P 144A 04.0000 11/28/2044 | 0.06% |
| SIRIUS XM RADIO INC P/P 144A 05.0000 08/01/2027 | 0.06% |
| UBS AG LONDON P/P 144A 02.2000 06/08/2020 | 0.06% |
| BERKSHIRE HATHAWAY FIN 04.2500 01/15/2021 | 0.06% |
| ESSITY AKTIEBOLAG-B SEDOL BF1K7P7 | 0.06% |
| GILEAD SCIENCES INC SEDOL 2369174 | 0.06% |
| PARTNERS GROUP HOLDING AG SEDOL B119QG0 | 0.06% |
| REPUBLIC SERVICES INC SEDOL 2262530 | 0.06% |
| CF INDUSTRIES HOLDINGS INC SEDOL B0G4K50 | 0.06% |
| MOLSON COORS BEVERAGE CO - B SEDOL B067BM3 | 0.06% |
| TREASURY BILL 00.0000 05/05/2020 | 0.06% |
| WESFARMERS LTD SEDOL 6948836 | 0.06% |
| CENTERPOINT ENERGY INC SEDOL 2440637 | 0.06% |
| DASSAULT SYSTEMES SA SEDOL 5330047 | 0.06% |
| DUKE REALTY CORP SEDOL 2284084 | 0.06% |
| INDUSTRIA DE DISENO TEXTIL SEDOL BP9DL90 | 0.06% |
| JPMORGAN CHASE & CO 04.6000 02/01/2025 | 0.06% |
| WOLTERS KLUWER SEDOL 5671519 | 0.06% |
| EQUITY RESIDENTIAL TR REIT | 0.06% |
| FNMA FN30 AS8074 UMBS 03.0000 10/01/2046 | 0.06% |
| GENERAL MOTORS CO SEDOL B665KZ5 | 0.06% |
| KINDER MORGAN INC 03.1500 01/15/2023 | 0.06% |
| MGM RESORTS INTERNATIONAL SEDOL 2547419 | 0.06% |
| AIR LEASE CORP 03.2500 10/01/2029 | 0.06% |
| AMERICAN TOWER CORP 03.1250 01/15/2027 | 0.06% |
| COMMONWEALTH BK AUST P/P 144A 03.1500 09/19/2027 | 0.06% |
| EASTMAN CHEMICAL CO SEDOL 2298386 | 0.06% |
| INVITATION HOMES INC SEDOL BD81GW9 | 0.06% |
| SVENSKA HANDELSBANKEN AB USD 01.9500 09/08/2020 | 0.06% |
| WFRBS 2013-C18 AS 04.3870 12/15/2046 | 0.06% |
| CBRE GROUP INC - A SEDOL B6WVMH3 | 0.05% |
| COMCAST CORP 03.9690 11/01/2047 | 0.05% |
| GENERAL MOTORS FINL CO 04.0000 10/06/2026 | 0.05% |
| ORACLE CORP 02.5000 05/15/2022 | 0.05% |
| SECOM CO LTD SEDOL 6791591 | 0.05% |
| SHIONOGI & CO LTD SEDOL 6804682 | 0.05% |
| AUST & NZ BANKING GRP NY 02.1250 08/19/2020 | 0.05% |
| CAS 2016-C04 1M2 04.7373 01/25/2029 | 0.05% |
| FERGUSON PLC SEDOL BJVNSS4 | 0.05% |
| GARMIN LTD SEDOL B3Z5T14 | 0.05% |
| HITACHI LTD SEDOL 6429104 | 0.05% |
| ORACLE CORP 02.6500 07/15/2026 | 0.05% |
| UNITED AIRLINES HOLDINGS INC SEDOL B4QG225 | 0.05% |
| AT&T INC 04.7500 05/15/2046 | 0.05% |
| DAIKIN INDUSTRIES LTD SEDOL 6250724 | 0.05% |
| NORDEA BANK ABP P/P 144A 02.5000 09/17/2020 | 0.05% |
| PNC BANK NA 02.0280 12/09/2022 | 0.05% |
| RAYTHEON COMPANY 02.5000 12/15/2022 | 0.05% |
| SHELL INTERNATIONAL FIN USD 02.8750 05/10/2026 | 0.05% |
| AMERICAN ELECTRIC POWER 04.3000 12/01/2028 | 0.05% |
| CAS 2015-C04 2M2 06.0373 04/25/2028 | 0.05% |
| EDENRED SEDOL B62G1B5 | 0.05% |
| ENERGY TRANSFER OPERATNG 03.7500 05/15/2030 | 0.05% |
| LAMB WESTON HOLDINGS P/P 144A 04.8750 11/01/2026 | 0.05% |
| LEGAL & GENERAL GROUP PLC SEDOL 0560399 | 0.05% |
| LNSTR 2015-3 B P/P 144A 03.2802 04/20/2048 | 0.05% |
| NRG ENERGY INC P/P 144A 04.4500 06/15/2029 | 0.05% |
| PETROLEOS MEXICANOS P/P 144A 06.8400 01/23/2030 | 0.05% |
| TELEDYNE TECHNOLOGIES INC SEDOL 2503477 | 0.05% |
| VIACOMCBS INC 04.2000 06/01/2029 | 0.05% |
| BANQUE FED CRED MUTU P/P 144A 02.2000 07/20/2020 | 0.05% |
| FISERV INC 04.2000 10/01/2028 | 0.05% |
| IMPERIAL BRANDS PLC SEDOL 0454492 | 0.05% |
| MICROCHIP TECH INC 04.3330 06/01/2023 | 0.05% |
| NORTHROP GRUMMAN CORP 03.2500 01/15/2028 | 0.05% |
| STANDARD IND INC P/P 144A 05.0000 02/15/2027 | 0.05% |
| WH GROUP LTD SEDOL BLLHKZ1 | 0.05% |
| BANK OF AMERICA CORP 03.4990 05/17/2022 | 0.05% |
| CARLSBERG AS-B SEDOL 4169219 | 0.05% |
| EVERBRIDGE INC SEDOL BYY5ZB4 | 0.05% |
| FAIR ISAAC CORP SEDOL 2330299 | 0.05% |
| FIDELITY NATL INFO SERV 03.7500 05/21/2029 | 0.05% |
| LINCOLN NATIONAL CORP SEDOL 2516378 | 0.05% |
| NXP SEMICONDUCTORS NV SEDOL B505PN7 | 0.05% |
| OMNICOM GP/OMNICOM CAP 03.6000 04/15/2026 | 0.05% |
| SCHNEIDER ELECTRIC SE SEDOL 4834108 | 0.05% |
| UNITED MEXICAN STATES USD 04.5000 04/22/2029 | 0.05% |
| WILLIS TOWERS WATSON PLC USD 05.7500 03/15/2021 | 0.05% |
| BNP PARIBAS SEDOL 7309681 | 0.05% |
| CITIGROUP INC 02.6500 10/26/2020 | 0.05% |
| CSAIL 2015-C1 C 04.4121 04/15/2050 | 0.05% |
| FIRSTENERGY TRANSMIS P/P 144A 05.4500 07/15/2044 | 0.05% |
| GLOBAL PAYMENTS INC 04.0000 06/01/2023 | 0.05% |
| MORGAN STANLEY 04.3750 01/22/2047 | 0.05% |
| PEUGEOT SA SEDOL 7103526 | 0.05% |
| STACR 2016-DNA1 M3 06.0373 07/25/2028 | 0.05% |
| ADIDAS AG SEDOL 4031976 | 0.05% |
| AMAZON.COM INC. 02.5000 11/29/2022 | 0.05% |
| APTARGROUP INC SEDOL 2045247 | 0.05% |
| ASHTEAD CAPITAL INC P/P 144A 04.3750 08/15/2027 | 0.05% |
| BANK OF MONTREAL USD 03.1000 04/13/2021 | 0.05% |
| BERRY GLOBAL GROUP INC SEDOL B8BR3H3 | 0.05% |
| ENERGY TRANSFER OPERATNG 06.6250 02/15/2028 | 0.05% |
| GOLDMAN SACHS GROUP INC 05.7500 01/24/2022 | 0.05% |
| RAYTHEON TECH CORP 04.1250 11/16/2028 | 0.05% |
| SHIN-ETSU CHEMICAL CO LTD SEDOL 6804585 | 0.05% |
| KONINKLIJKE DSM NV SEDOL B0HZL93 | 0.05% |
| MANUF & TRADERS TRUST CO 02.0500 08/17/2020 | 0.05% |
| ANHEUSER-BUSCH CO/IN 03.6500 02/01/2026 | 0.04% |
| BMW US CAPITAL LLC P/P 144A 02.0000 04/11/2021 | 0.04% |
| BRISTOL-MYERS P/P 144A 03.2500 08/15/2022 | 0.04% |
| CAS 2015-C04 1M2 06.1873 04/25/2028 | 0.04% |
| CSAIL 2015-C1 AS 03.7910 04/15/2050 | 0.04% |
| DENTSPLY SIRONA INC SEDOL BYNPPC6 | 0.04% |
| IVORY COAST REGS 06.1250 06/15/2033 | 0.04% |
| ALLISON TRANSMISSION HOLDING SEDOL B4PZ892 | 0.04% |
| ALLY FINANCIAL INC SEDOL B72XK05 | 0.04% |
| AVALARA INC SEDOL BZ1NVP4 | 0.04% |
| BANCO BILBAO VIZCAYA ARGENTA SEDOL 5501906 | 0.04% |
| COVESTRO AG SEDOL BYTBWY9 | 0.04% |
| FEDERATIVE REP OF BRAZIL USD 04.2500 01/07/2025 | 0.04% |
| SAMSUNG ELECTRONICS-PREF SEDOL 6773812 | 0.04% |
| TORONTO-DOMINION BANK USD 03.6250 09/15/2031 | 0.04% |
| TPAT 2018-SL1 A P/P 144A 02.2268 01/25/2046 | 0.04% |
| AMER TRANS SYST P/P 144A 05.0000 09/01/2044 | 0.04% |
| BANK OF NOVA SCOTIA USD 02.3500 10/21/2020 | 0.04% |
| BPCE SA P/P 144A 04.5000 03/15/2025 | 0.04% |
| CK ASSET HOLDINGS LTD SEDOL BYZQ077 | 0.04% |
| COMM 2010-C1 D P/P 144A 06.1149 07/10/2046 | 0.04% |
| HILL-ROM HOLDINGS INC SEDOL 2425924 | 0.04% |
| KERRY GROUP PLC-A SEDOL 4519579 | 0.04% |
| MET LIFE GLOB P/P 144A 02.4000 06/17/2022 | 0.04% |
| NEXI SPA SEDOL BJ1F880 | 0.04% |
| SKANDINAVISKA ENSKILDA BAN-A SEDOL 4813345 | 0.04% |
| TRANSDIGM GROUP INC SEDOL B11FJK3 | 0.04% |
| WALGREENS BOOTS ALLIANCE INC SEDOL BTN1Y44 | 0.04% |
| AVIVA PLC SEDOL 0216238 | 0.04% |
| CF INDUSTRIES INC P/P 144A 04.5000 12/01/2026 | 0.04% |
| CROWN HOLDINGS INC | 0.04% |
| CWALT 2006-OA10 4A1 00.6773 08/25/2046 | 0.04% |
| DUKE ENERGY CORP 03.1500 08/15/2027 | 0.04% |
| GNMA GII30 TBA 04.0000 05/01/2050 | 0.04% |
| HEICO CORP SEDOL 2419217 | 0.04% |
| MERCK & CO INC 03.7000 02/10/2045 | 0.04% |
| NTT DOCOMO INC SEDOL 6129277 | 0.04% |
| REP OF INDONESIA P/P 144A 04.3500 01/08/2027 | 0.04% |
| SIG COMBIBLOC GROUP AG SEDOL BD5GN60 | 0.04% |
| UBS GROUP AG P/P 144A 03.0000 04/15/2021 | 0.04% |
| AMERICAN TOWER CORPORATION 02.7500 01/15/2027 | 0.04% |
| BIOGEN INC 03.6250 09/15/2022 | 0.04% |
| CHENIERE CORP CHRIST 05.1250 06/30/2027 | 0.04% |
| CIGNA CORP 03.7500 07/15/2023 | 0.04% |
| COMCAST CORPORATION 03.3750 02/15/2025 | 0.04% |
| DIGITAL REALTY TRUST LP 04.4500 07/15/2028 | 0.04% |
| HILTON WORLDWIDE FIN LLC 04.8750 04/01/2027 | 0.04% |
| VEREIT INC SEDOL BYVVTJ1 | 0.04% |
| AKZO NOBEL N.V. SEDOL BJ2KSG2 | 0.04% |
| CONCHO RESOURCES INC 03.7500 10/01/2027 | 0.04% |
| CREDIT SUISSE NEW YORK 02.8000 04/08/2022 | 0.04% |
| DOW CHEMICAL CO/THE 03.5000 10/01/2024 | 0.04% |
| DUKE ENERGY CORP 04.2000 06/15/2049 | 0.04% |
| GSMS 2011-GC3 C P/P 144A 05.8240 03/10/2044 | 0.04% |
| MSBAM 2014-C17 C 04.6566 08/15/2047 | 0.04% |
| NIPPON TELEGRAPH & TELEPHONE SEDOL 6641373 | 0.04% |
| ORACLE CORP 02.5000 10/15/2022 | 0.04% |
| PERNOD RICARD SA SEDOL 4682329 | 0.04% |
| VOLKSWAGEN AG PFD SEDOL 5497168 | 0.04% |
| VORNADO REALTY TRUST SEDOL 2933632 | 0.04% |
| ZOETIS INC SEDOL B95WG16 | 0.04% |
| ACCENTURE PLC-CL A SEDOL B4BNMY3 | 0.04% |
| BRITISH AMERICAN TOBACCO PLC SEDOL 0287580 | 0.04% |
| CCO HOLDINGS LLC P/P 144A 05.3750 06/01/2029 | 0.04% |
| COMM 2013-LC6 AM 03.2820 01/10/2046 | 0.04% |
| DNB NOR ASA SEDOL 4263304 | 0.04% |
| DUKE ENERGY OHIO INC 03.6500 02/01/2029 | 0.04% |
| KEYCORP SEDOL 2490911 | 0.04% |
| L3HARRIS TECH INC P/P 144A 03.8500 12/15/2026 | 0.04% |
| ORSTED A/S SEDOL BYT16L4 | 0.04% |
| SPRINT CORP 07.8750 09/15/2023 | 0.04% |
| SUN COMMUNITIES INC SEDOL 2860257 | 0.04% |
| VERIZON COMMUNICATIONS 04.4000 11/01/2034 | 0.04% |
| ABBVIE INC 02.5000 05/14/2020 | 0.04% |
| BANK OF NOVA SCOTIA USD 02.0000 11/15/2022 | 0.04% |
| CSMC 2016-NXSR C 04.5041 12/15/2049 | 0.04% |
| JPMCC 2012-C6 E P/P 144A 05.3286 05/15/2045 | 0.04% |
| ORIX CORP SEDOL 6661144 | 0.04% |
| SEVEN & I HOLDINGS CO LTD SEDOL B0FS5D6 | 0.04% |
| VERIZON COMMUNICATIONS 05.2500 03/16/2037 | 0.04% |
| VINCI SA SEDOL B1XH026 | 0.04% |
| WESTROCK MWV LLC 08.2000 01/15/2030 | 0.04% |
| AMERICAN EXPRESS COMPANY 02.6500 12/02/2022 | 0.04% |
| ASPEN TECHNOLOGY INC SEDOL 2051868 | 0.04% |
| AXALTA COATING SYSTEMS LTD SEDOL BSFWCF5 | 0.04% |
| BALL CORP SEDOL 2073022 | 0.04% |
| CAS 2016-C01 2M2 07.4373 08/25/2028 | 0.04% |
| CITIGROUP INC 04.5000 01/14/2022 | 0.04% |
| COMPUGROUP MEDICAL SE SEDOL 5094536 | 0.04% |
| EOG RESOURCES INC 02.6250 03/15/2023 | 0.04% |
| GLAXOSMITHKLINE PLC SEDOL 0925288 | 0.04% |
| GSMS 2011-GC3 D P/P 144A 05.8240 03/10/2044 | 0.04% |
| NETWORK INTERNATIONAL HOLDIN SEDOL BH3VJ78 | 0.04% |
| ONCOR ELECTRIC DELIV 03.7500 04/01/2045 | 0.04% |
| SSE PLC SEDOL 0790873 | 0.04% |
| VODAFONE GROUP PLC SEDOL BH4HKS3 | 0.04% |
| WOOLWORTHS GROUP LTD SEDOL 6981239 | 0.04% |
| BANK LEUMI LE-ISRAEL SEDOL 6076425 | 0.04% |
| BARRY CALLEBAUT AG-REG SEDOL 5476929 | 0.04% |
| BP CAPITAL MARKETS PLC USD 03.2790 09/19/2027 | 0.04% |
| LINDE PLC SEDOL BYWD9S5 | 0.04% |
| THALES SA SEDOL 4162791 | 0.04% |
| ASSOCIATED BRITISH FOODS PLC SEDOL 0673123 | 0.04% |
| AXIS CAPITAL HOLDINGS LTD SEDOL 2677606 | 0.04% |
| DISCOVERY INC - A SEDOL B3D7K31 | 0.04% |
| IBM CORP 01.8750 08/01/2022 | 0.04% |
| ORACLE CORP 01.9000 09/15/2021 | 0.04% |
| SINGAPORE EXCHANGE LTD SEDOL 6303866 | 0.04% |
| TOKYO ELECTRON LTD SEDOL 6895675 | 0.04% |
| AMGEN INC 02.6000 08/19/2026 | 0.03% |
| BRISTOL-MYERS P/P 144A 02.2500 08/15/2021 | 0.03% |
| CAMDEN PROPERTY TRUST SEDOL 2166320 | 0.03% |
| CIGNA CORP P/P 144A 03.9000 02/15/2022 | 0.03% |
| CISCO SYSTEMS INC 02.2000 02/28/2021 | 0.03% |
| EQUINOR ASA USD 02.9000 11/08/2020 | 0.03% |
| GEORGIA-PACIFIC LLC P/P 144A 02.1000 04/30/2027 | 0.03% |
| KEURIG DR PEPPER INC 04.5970 05/25/2028 | 0.03% |
| MONSTER BEVERAGE CORP SEDOL BZ07BW4 | 0.03% |
| PETROBRAS GLOBAL FINANCE USD 06.1250 01/17/2022 | 0.03% |
| STACR 2015-DNA3 M3 05.1873 04/25/2028 | 0.03% |
| ABN AMRO BANK NV P/P 144A 02.4500 06/04/2020 | 0.03% |
| AENA SME SA SEDOL BVRZ8L1 | 0.03% |
| AHM 2007-1 GA1C 00.6773 05/25/2047 | 0.03% |
| AURIZON HOLDINGS LTD SEDOL B87CVM3 | 0.03% |
| CAS 2016-C03 2M2 06.3873 10/25/2028 | 0.03% |
| CHARTER COMM OPT LLC/CAP 04.8000 03/01/2050 | 0.03% |
| CHINA MOBILE LTD SEDOL 6073556 | 0.03% |
| DOMINICAN REPUBLIC REGS 05.9500 01/25/2027 | 0.03% |
| ENBRIDGE INC USD 04.5000 06/10/2044 | 0.03% |
| GLENCORE FUNDING LLC P/P 144A 04.6250 04/29/2024 | 0.03% |
| HOME DEPOT INC 02.6250 06/01/2022 | 0.03% |
| NATIONAL AUSTRALIA BK/NY 02.5000 01/12/2021 | 0.03% |
| NIPPON PROLOGIS REIT INC SEDOL B98BC67 | 0.03% |
| NORDEA BANK ABP P/P 144A 02.2500 05/27/2021 | 0.03% |
| STMICROELECTRONICS NV SEDOL 5962332 | 0.03% |
| TOYOTA INDUSTRIES CORP SEDOL 6900546 | 0.03% |
| ZOETIS INC 03.9000 08/20/2028 | 0.03% |
| APPLE INC 02.0000 05/06/2020 | 0.03% |
| BRDCOM CRP / FIN 03.8750 01/15/2027 | 0.03% |
| ENBRIDGE INC USD 04.2500 12/01/2026 | 0.03% |
| FAURECIA SEDOL 4400446 | 0.03% |
| FIDELITY NATIONAL FINANCIAL SEDOL BNBRDD4 | 0.03% |
| GOOGLE INC 03.3750 02/25/2024 | 0.03% |
| MONDELEZ INT HOLD NE P/P 144A 02.1250 09/19/2022 | 0.03% |
| NRG P/P 144A 03.7500 06/15/2024 | 0.03% |
| ONEOK INC SEDOL 2130109 | 0.03% |
| REGIONS FINANCIAL CORP 02.7500 08/14/2022 | 0.03% |
| RELIANCE STEEL & ALUMINUM SEDOL 2729068 | 0.03% |
| STACR 2016-HQA2 M3 05.6373 11/25/2028 | 0.03% |
| TAIWAN SEMICONDUCTOR MANUFAC SEDOL 6889106 | 0.03% |
| TREASURY BILL 00.0000 05/07/2020 | 0.03% |
| TRK 2019-1 A1 04.3356 03/25/2022 | 0.03% |
| VIDEOTRON LTD / LTEE P/P 144A 05.1250 04/15/2027 | 0.03% |
| BROADRIDGE FINANCIAL SOLUTIO SEDOL B1VP7R6 | 0.03% |
| CATERPILLAR INC SEDOL 2180201 | 0.03% |
| CITIGROUP INC 03.8870 01/10/2028 | 0.03% |
| CME GROUP INC SEDOL 2965839 | 0.03% |
| CONSOLIDATED EDISON INC SEDOL 2216850 | 0.03% |
| E.ON SE SEDOL 4942904 | 0.03% |
| EIFFAGE SEDOL B13X013 | 0.03% |
| GSMS 2014-GC22 C 04.8469 06/10/2047 | 0.03% |
| HUNTINGTON BANCSHARES 04.3500 02/04/2023 | 0.03% |
| JPMCC 2012-C6 AS 04.1166 05/15/2045 | 0.03% |
| NUTRIEN LTD USD 04.1250 03/15/2035 | 0.03% |
| PPG INDUSTRIES INC SEDOL 2698470 | 0.03% |
| TOSHIBA CORP SEDOL 6897217 | 0.03% |
| 3I GROUP PLC SEDOL B1YW440 | 0.03% |
| AES CORP/THE 05.5000 04/15/2025 | 0.03% |
| ALNYLAM PHARMACEUTICALS INC SEDOL B00FWN1 | 0.03% |
| BHP GROUP PLC SEDOL BH0P3Z9 | 0.03% |
| CHS/COMMUNITY HEALTH SYS 06.2500 03/31/2023 | 0.03% |
| CREDIT AGRICOLE SA SEDOL 7262610 | 0.03% |
| CROWN CASTLE INTL CORP 03.6500 09/01/2027 | 0.03% |
| DEUTSCHE WOHNEN SE SEDOL B0YZ0Z5 | 0.03% |
| HYATT HOTELS CORP 04.8500 03/15/2026 | 0.03% |
| JOHNSON CONTROLS INTL PL 04.5000 02/15/2047 | 0.03% |
| KEURIG DR PEPPER INC 04.4170 05/25/2025 | 0.03% |
| LEGRAND SA SEDOL B11ZRK9 | 0.03% |
| NIELSEN HOLDINGS PLC SEDOL BWFY550 | 0.03% |
| PFIZER INC 03.0000 12/15/2026 | 0.03% |
| REINSURANCE GROUP OF AMERICA SEDOL 2731193 | 0.03% |
| ROKU INC SEDOL BZ1LFG7 | 0.03% |
| SPST 2019-WL1 A 01.1373 08/25/2052 | 0.03% |
| AMGEN INC 04.6630 06/15/2051 | 0.03% |
| ANHEUSER-BUSCH INBEV WOR 04.7500 01/23/2029 | 0.03% |
| APPLE INC 03.8500 05/04/2043 | 0.03% |
| BANK OF AMERICA CORP 02.4960 02/13/2031 | 0.03% |
| BP CAP MARKETS AMERICA 03.1190 05/04/2026 | 0.03% |
| CROWN CASTLE INTL CORP 03.7000 06/15/2026 | 0.03% |
| EQUITY LIFESTYLE PROPERTIES SEDOL 2563125 | 0.03% |
| FNMA FN30 BC1155 UMBS 03.0000 06/01/2046 | 0.03% |
| GALAPAGOS NV SEDOL B07Q2V5 | 0.03% |
| GSMS 2010-C1 D P/P 144A 06.1690 08/10/2043 | 0.03% |
| MINEBEA CO LTD SEDOL 6642406 | 0.03% |
| NEWMARKET CORP SEDOL B01CGF1 | 0.03% |
| SOFTWARE AG SEDOL BF06WX9 | 0.03% |
| VTB BANK (VTB CAP SA P/P 144A 06.9500 10/17/2022 | 0.03% |
| ALPHABET INC 01.9980 08/15/2026 | 0.03% |
| ARKEMA SEDOL B0Z5YZ2 | 0.03% |
| BRAMBLES LTD SEDOL B1FJ0C0 | 0.03% |
| CAS 2020-R01 1M2 02.5373 01/25/2040 | 0.03% |
| CISCO SYSTEMS INC 02.5000 09/20/2026 | 0.03% |
| EOG RESOURCES INC SEDOL 2318024 | 0.03% |
| INTL FLAVOR & FRAGRANCES 04.4500 09/26/2028 | 0.03% |
| JPMBB 2013-C12 C 04.2365 07/15/2045 | 0.03% |
| JPMCC 2013-LC11 AS 03.2160 04/15/2046 | 0.03% |
| NOMURA RESEARCH INSTITUTE LT SEDOL 6390921 | 0.03% |
| OTSUKA CORP SEDOL 6267058 | 0.03% |
| ROYAL BANK OF CANADA USD 04.6500 01/27/2026 | 0.03% |
| STORE CAPITAL CORP SEDOL BSKRKJ5 | 0.03% |
| UBI SOFT ENTERTA SEDOL B1L3CS6 | 0.03% |
| UNITEDHEALTH GROUP INC 03.3750 11/15/2021 | 0.03% |
| VISTRA OPERATION P/P 144A 03.5500 07/15/2024 | 0.03% |
| WAMU 2005-AR12 1A8 03.8589 10/25/2035 | 0.03% |
| WFRBS 2014-C22 XA IO 00.9555 09/15/2057 | 0.03% |
| ACS ACTIVIDADES SEDOL B01FLQ6 | 0.03% |
| AIR LEASE CORP 04.6250 10/01/2028 | 0.03% |
| ALLERGAN FUNDING SCS USD 03.8000 03/15/2025 | 0.03% |
| APARTMENT INVT & MGMT CO -A SEDOL BJLNBG3 | 0.03% |
| CWALT 2006-OA7 1A2 02.8105 06/25/2046 | 0.03% |
| DISH DBS CORP 05.8750 11/15/2024 | 0.03% |
| GOODMAN GROUP SEDOL B03FYZ4 | 0.03% |
| JPMORGAN CHASE & CO 02.6918 05/15/2047 | 0.03% |
| NEXON CO LTD SEDOL B63QM77 | 0.03% |
| PETROBRAS GLOBAL FINANCE USD 07.3750 01/17/2027 | 0.03% |
| S&P GLOBAL INC 02.9500 01/22/2027 | 0.03% |
| SAIL 2004-10 A10 01.3873 11/25/2034 | 0.03% |
| T-MOBILE USA INC P/P 144A 03.8750 04/15/2030 | 0.03% |
| WFRBS 2013-C12 AS 03.5600 03/15/2048 | 0.03% |
| AIG GLOBAL FUNDING P/P 144A 02.1500 07/02/2020 | 0.03% |
| ANHEUSER-BUSCH INBEV WOR 05.5500 01/23/2049 | 0.03% |
| APPLE INC 04.3750 05/13/2045 | 0.03% |
| BANCO SANTANDER SA USD 04.3790 04/12/2028 | 0.03% |
| BANCO SANTANDER SA USD 05.1790 11/19/2025 | 0.03% |
| CISCO SYSTEMS INC 05.9000 02/15/2039 | 0.03% |
| COMCAST CORP 03.4500 02/01/2050 | 0.03% |
| CREDIT SUISSE GRP AG P/P 144A 06.2500 12/18/2024 | 0.03% |
| CVS HEALTH CORP 03.7000 03/09/2023 | 0.03% |
| DEUTSCHE TELEKOM INT FIN USD 08.7500 06/15/2030 | 0.03% |
| ENI SPA SEDOL 7145056 | 0.03% |
| EQUINIX INC 03.2000 11/18/2029 | 0.03% |
| ITOCHU TECHNO-SOLUTIONS CORP SEDOL 6200194 | 0.03% |
| JPMCC 2012-C8 D P/P 144A 04.8265 10/15/2045 | 0.03% |
| LBMLT 2004-1 A2 01.2873 02/25/2034 | 0.03% |
| MORGAN STANLEY 05.5000 07/28/2021 | 0.03% |
| OCCIDENTAL PETROLEUM COR 04.4000 04/15/2046 | 0.03% |
| OSHKOSH CORP 04.6000 05/15/2028 | 0.03% |
| REPUBLICA ORIENT URUGUAY USD 05.1000 06/18/2050 | 0.03% |
| S&P MID 400 EMINI JUN20 FAM0 | 0.03% |
| SANTANDER UK GROUP H P/P 144A 04.7500 09/15/2025 | 0.03% |
| SPRINT CAPITAL CORPORATION 06.8750 11/15/2028 | 0.03% |
| TREASURY BILL 00.0000 06/11/2020 | 0.03% |
| UBS GROUP AG P/P 144A 04.1250 04/15/2026 | 0.03% |
| UNITEDHEALTH GROUP INC 03.9500 10/15/2042 | 0.03% |
| UNITEDHEALTH GROUP INC 04.7000 02/15/2021 | 0.03% |
| US FOODS HOLDING CORP SEDOL BYVFC94 | 0.03% |
| VERTIV TLB L+300 04.6550 03/02/2027 | 0.03% |
| WALT DISNEY COMPANY 07.7500 12/01/2045 | 0.03% |
| WR BERKLEY CORP SEDOL 2093644 | 0.03% |
| ADECCO GROUP AG-REG SEDOL 7110720 | 0.02% |
| APPLE INC 02.8500 05/06/2021 | 0.02% |
| ASML HOLDING NV SEDOL B929F46 | 0.02% |
| AT&T INC 02.9500 07/15/2026 | 0.02% |
| CELANESE CORP SEDOL B05MZT4 | 0.02% |
| CGCMT 2014-GC21 AS 04.0260 05/10/2047 | 0.02% |
| CHEVRON CORP 02.1000 05/16/2021 | 0.02% |
| CITIBANK NA 03.0500 05/01/2020 | 0.02% |
| DOMINICAN REPUBLIC REGS 06.8750 01/29/2026 | 0.02% |
| ENERGY TRANSFER OPERA 05.8750 01/15/2024 | 0.02% |
| ERAC USA FINANCE LLC P/P 144A 07.0000 10/15/2037 | 0.02% |
| EXPEDIA GROUP INC SEDOL B748CK2 | 0.02% |
| FIAT CHRYSLER AUTOMOBILES NV SEDOL BRJFWP3 | 0.02% |
| GLENCORE FUNDING LLC P/P 144A 04.0000 04/16/2025 | 0.02% |
| HCA INC 04.1250 06/15/2029 | 0.02% |
| INTERCONTINENTAL HOTELS GROU SEDOL BHJYC05 | 0.02% |
| KEURIG DR PEPPER INC SEDOL BD3W133 | 0.02% |
| MBX.FN30.500.10 R USL1M P 01/12/41 BC | 0.02% |
| MITSUBISHI UFJ FIN GRP USD 03.8500 03/01/2026 | 0.02% |
| NUTRIEN LTD. USD 04.2000 04/01/2029 | 0.02% |
| PROSUS NV SEDOL BJDS7L3 | 0.02% |
| ROYAL BK SCOTLND GRP PLC USD 04.8920 05/18/2029 | 0.02% |
| SEK/USD 06/17/2020 SSBT | 0.02% |
| TENET HEALTHCARE P/P 144A 04.8750 01/01/2026 | 0.02% |
| US BANCORP 02.6250 01/24/2022 | 0.02% |
| VISTRA OPERATION P/P 144A 04.3000 07/15/2029 | 0.02% |
| WASTE CONNECTIONS INC 03.5000 05/01/2029 | 0.02% |
| WEST JAPAN RAILWAY CO SEDOL 6957995 | 0.02% |
| APPLE INC 02.8500 05/11/2024 | 0.02% |
| CFCRE 2011-C1 D P/P 144A 06.2917 04/15/2044 | 0.02% |
| CITIGROUP INC 02.9000 12/08/2021 | 0.02% |
| JOHNSON CONTROLS INTL PL 04.9500 07/02/2064 | 0.02% |
| KINDER MORGAN ENER PART 03.5000 03/01/2021 | 0.02% |
| LMAT 2019-GS7 A1 03.2500 11/25/2059 | 0.02% |
| MACQUARIE BANK LTD P/P 144A 02.8500 07/29/2020 | 0.02% |
| MCAS 2019-01 M7 P/P 144A 02.1873 10/15/2049 | 0.02% |
| REPUBLIC OF SENEGAL REGS 06.2500 05/23/2033 | 0.02% |
| ROGERS COMMUNICATIONS IN USD 04.5000 03/15/2043 | 0.02% |
| SHERWIN-WILLIAMS CO 03.4500 06/01/2027 | 0.02% |
| SUN HUNG KAI PROPERTIES SEDOL 6859927 | 0.02% |
| TJX COMPANIES INC SEDOL 2989301 | 0.02% |
| UBS GROUP AG REGS 06.8750 12/29/2049 | 0.02% |
| AGL ENERGY LTD SEDOL BSS7GP5 | 0.02% |
| ARISTOCRAT LEISURE LTD SEDOL 6253983 | 0.02% |
| BMW US CAPITAL LLC P/P 144A 03.9500 08/14/2028 | 0.02% |
| CITIGROUP INC 04.4500 09/29/2027 | 0.02% |
| CK HUTCHISON HOLDINGS LTD SEDOL BW9P816 | 0.02% |
| CREDIT AGRICOLE SA P/P 144A 04.0000 01/10/2033 | 0.02% |
| CROWN CASTLE INTL CORP 03.8000 02/15/2028 | 0.02% |
| FORTESCUE METALS GROUP LTD SEDOL B2B2B49 | 0.02% |
| JUST EAT TAKEAWAY SEDOL BYQ7HZ6 | 0.02% |
| L3HARRIS TECH INC 04.4000 06/15/2028 | 0.02% |
| MARSH & MCLENNAN COS INC 04.9000 03/15/2049 | 0.02% |
| NRZT 2018-4A A1M 01.3873 01/25/2048 | 0.02% |
| REPUBLIC OF KAZAKHSTAN REGS 05.1250 07/21/2025 | 0.02% |
| SMITH & NEPHEW PLC SEDOL 0922320 | 0.02% |
| T-MOBILE USA INC 06.3750 03/01/2025 | 0.02% |
| TEMPO ACQ LLC/FI P/P 144A 06.7500 06/01/2025 | 0.02% |
| TOTAL CAPITAL INTL SA USD 02.7500 06/19/2021 | 0.02% |
| TRANSCANADA TRUST USD 05.3000 03/15/2077 | 0.02% |
| UNITEDHEALTH GROUP INC 02.7500 02/15/2023 | 0.02% |
| ALIMENTATION COUCHE-TARD 3.550000 07/26/2027 | 0.02% |
| ALKERMES PLC SEDOL B3P6D26 | 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% |
| CITIGROUP INC 04.7500 05/18/2046 | 0.02% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | 0.02% |
| COMCAST CORP 02.3500 01/15/2027 | 0.02% |
| COSTCO WHOLESALE CORP SEDOL 2701271 | 0.02% |
| CSX CORP 04.1000 03/15/2044 | 0.02% |
| DAIWA HOUSE INDUSTRY CO LTD SEDOL 6251363 | 0.02% |
| DNB BANK ASA P/P 144A 02.1250 10/02/2020 | 0.02% |
| ERAC USA FINANCE LLC P/P 144A 04.5000 02/15/2045 | 0.02% |
| ISRAEL DISCOUNT BANK -A SEDOL 6451271 | 0.02% |
| KBC GROUP NV SEDOL 4497749 | 0.02% |
| LMAT 2020-GS1 A1 02.8820 10/25/2059 | 0.02% |
| MARATHON OIL CORP SEDOL 2910970 | 0.02% |
| MARSH & MCLENNAN COS INC 04.3750 03/15/2029 | 0.02% |
| MWST 2018-W1 A 01.3373 11/25/2051 | 0.02% |
| S&P GLOBAL INC 04.4000 02/15/2026 | 0.02% |
| SNAM SPA SEDOL 7251470 | 0.02% |
| STACR 2016-HQA3 M3 04.3373 03/25/2029 | 0.02% |
| TCI COMMUNICATIONS INC 07.1250 02/15/2028 | 0.02% |
| UCB SA SEDOL 5596991 | 0.02% |
| WESTPAC BANKING CORP USD 02.0000 08/19/2021 | 0.02% |
| WFRBS 2013-C16 AS 04.6680 09/15/2046 | 0.02% |
| ABN AMRO BANK NV-CVA SEDOL BYQP136 | 0.02% |
| AMDOCS LTD SEDOL 2256908 | 0.02% |
| ARRW 2018-1 A3 04.1570 04/25/2048 | 0.02% |
| BCE INC SEDOL B188TH2 | 0.02% |
| BMIR 2018-2A M1B P/P 144A 01.8373 08/25/2028 | 0.02% |
| CAS 2015-C03 2M2 05.4873 07/25/2025 | 0.02% |
| CELANESE US HOLDINGS LLC 03.5000 05/08/2024 | 0.02% |
| CHARTER COMM OPT LLC 04.9080 07/23/2025 | 0.02% |
| CLP HOLDINGS LTD SEDOL 6097017 | 0.02% |
| DEERE & COMPANY 02.6000 06/08/2022 | 0.02% |
| DOLLAR GENERAL CORP 03.2500 04/15/2023 | 0.02% |
| FEDERAL REALTY INVS TRUST SEDOL 2333931 | 0.02% |
| FIDELITY NATIONAL INFORM 04.2500 05/15/2028 | 0.02% |
| FUJITSU LTD SEDOL 6356945 | 0.02% |
| GSMS 2014-GC18 C 05.1552 01/10/2047 | 0.02% |
| HCA INC. 05.3750 09/01/2026 | 0.02% |
| HENDERSON LAND DEVELOPMENT SEDOL 6420538 | 0.02% |
| ING GROEP NV-CVA SEDOL 7154182 | 0.02% |
| INTERNATIONAL PAPER CO 03.0000 02/15/2027 | 0.02% |
| LPL FINANCIAL HOLDINGS INC SEDOL B75JX34 | 0.02% |
| REPUBLIC OF SOUTH AFRICA USD 04.8500 09/27/2027 | 0.02% |
| SARTORIUS STEDIM BIOTECH SEDOL BYZ2QP5 | 0.02% |
| SOUTHERN CO/THE SEDOL 2829601 | 0.02% |
| TARGA RESOURCES PART 05.0000 01/15/2028 | 0.02% |
| TRANSDIGM INC. P/P 144A 06.2500 03/15/2026 | 0.02% |
| TRUIST BANK 02.6360 09/17/2029 | 0.02% |
| YANGZIJIANG SHIPBUILDING SEDOL B1VT035 | 0.02% |
| AMERICAN INTL GROUP 08.1750 05/15/2058 | 0.02% |
| BANK OF AMERICA CORP 06.1000 12/29/2049 | 0.02% |
| BERKELEY GROUP HOLDINGS/THE SEDOL B02L3W3 | 0.02% |
| BOC HONG KONG HOLDINGS LTD SEDOL 6536112 | 0.02% |
| DBS GROUP HOLDINGS LTD SEDOL 6175203 | 0.02% |
| DOMINICAN REPUBLIC REGS 08.6250 04/20/2027 | 0.02% |
| ERAC USA FINANCE LLC P/P 144A 05.6250 03/15/2042 | 0.02% |
| FISERV INC 03.5000 07/01/2029 | 0.02% |
| HSBC HOLDINGS PLC SEDOL 0540528 | 0.02% |
| IDACORP INC SEDOL 2296937 | 0.02% |
| ING BANK NV P/P 144A 05.8000 09/25/2023 | 0.02% |
| IVORY COAST REGS 05.3750 07/23/2024 | 0.02% |
| JAPAN AIRLINES CO LTD SEDOL B8BRV46 | 0.02% |
| LIBERTY GLOBAL PLC- C SEDOL B8W67B1 | 0.02% |
| LLOYDS BANKING GROUP PLC USD 04.5000 11/04/2024 | 0.02% |
| POPULAR INC SEDOL B86QM90 | 0.02% |
| REPUBLIC OF COLOMBIA USD 03.8750 04/25/2027 | 0.02% |
| STACR 2014-HQ3 M3 05.2373 10/25/2024 | 0.02% |
| TEMPUR SEALY INTERNATIONAL I SEDOL 2216991 | 0.02% |
| VONOVIA SE SEDOL BBJPFY1 | 0.02% |
| BOISE CASCADE CO P/P 144A 05.6250 09/01/2024 | 0.02% |
| BRISTOL-MYERS P/P 144A 03.4000 07/26/2029 | 0.02% |
| CARDINAL HEALTH INC SEDOL 2175672 | 0.02% |
| CAS 2017-C01 1M2 04.0373 07/25/2029 | 0.02% |
| CI FINANCIAL CORP SEDOL B3KT0S5 | 0.02% |
| COGNIZANT TECH SOLUTIONS-A SEDOL 2257019 | 0.02% |
| CSC HOLDINGS LLC 05.2500 06/01/2024 | 0.02% |
| CWALT 2006-OA19 A1 00.8983 02/20/2047 | 0.02% |
| ENERGY TRANSFER OPERATNG 05.2000 02/01/2022 | 0.02% |
| FIVE CORNERS FUNDING P/P 144A 04.4190 11/15/2023 | 0.02% |
| GCP APPLIED TECH P/P 144A 05.5000 04/15/2026 | 0.02% |
| HESS MIDSTREAM P P/P 144A 05.6250 02/15/2026 | 0.02% |
| LLOYDS BANKING GROUP PLC USD 04.6500 03/24/2026 | 0.02% |
| MATCH GROUP INC P/P 144A 05.0000 12/15/2027 | 0.02% |
| MGIC INVESTMENT CORP SEDOL 2548616 | 0.02% |
| MICROSOFT CORP 02.4000 02/06/2022 | 0.02% |
| PFIZER INC 01.9500 06/03/2021 | 0.02% |
| PPSI 2004-WCW2 M3 01.5373 10/25/2034 | 0.02% |
| SEKISUI HOUSE LTD SEDOL 6793906 | 0.02% |
| STACR 2016-HQA1 M3 06.8373 09/25/2028 | 0.02% |
| STACR 2017-DNA2 M1 01.6873 10/25/2029 | 0.02% |
| SWISS RE TREAS P/P 144A 04.2500 12/06/2042 | 0.02% |
| TELSTRA CORP LTD SEDOL 6087289 | 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% |
| TREASURY BILL 00.0000 06/04/2020 | 0.02% |
| UBSCM 2012-C1 C P/P 144A 05.7548 05/10/2045 | 0.02% |
| UNILEVER PLC SEDOL B10RZP7 | 0.02% |
| US BANCORP 02.9500 07/15/2022 | 0.02% |
| VOLVO AB-B SHS SEDOL B1QH830 | 0.02% |
| WFRBS 2012-C9 D P/P 144A 04.9711 11/15/2045 | 0.02% |
| AMERICAN TOWER CORP 02.9000 01/15/2030 | 0.02% |
| ARRW 2019-3 A3 03.4160 10/25/2048 | 0.02% |
| AXA SA P/P 144A 06.3790 12/29/2049 | 0.02% |
| CITIGROUP INC 04.6000 03/09/2026 | 0.02% |
| COMCAST CORP 03.1500 03/01/2026 | 0.02% |
| COMM 2013-CR11 AM 04.7150 08/10/2050 | 0.02% |
| COX COMM INC P/P 144A 03.5000 08/15/2027 | 0.02% |
| CSC HOLDINGS LLC P/P 144A 07.5000 04/01/2028 | 0.02% |
| KOSE CORP SEDOL 6194468 | 0.02% |
| MSBAM 2014-C14 C 05.1116 02/15/2047 | 0.02% |
| NATIONAL AUSTRALIA BK/NY 02.8000 01/10/2022 | 0.02% |
| NAVISTAR INTL TLB L+350 04.2200 11/06/2024 | 0.02% |
| NEC CORP SEDOL 6640400 | 0.02% |
| NETFLIX INC. 05.8750 11/15/2028 | 0.02% |
| NSTAR ELECTRIC CO 02.3750 10/15/2022 | 0.02% |
| OMV AG SEDOL 4651459 | 0.02% |
| OUTFRONT MEDIA INC SEDOL BSP6611 | 0.02% |
| PENSKE TRUCK LEASING P/P 144A 03.9000 02/01/2024 | 0.02% |
| PLANTRONICS INC P/P 144A 05.5000 05/31/2023 | 0.02% |
| RENESAS ELECTRONICS CORP SEDOL 6635677 | 0.02% |
| REPUBLIC OF KAZAKHSTAN REGS 04.8750 10/14/2044 | 0.02% |
| SAMI 2007-AR7 1A1 01.3373 05/25/2047 | 0.02% |
| SEI INVESTMENTS COMPANY SEDOL 2793610 | 0.02% |
| STACR 2015-HQA2 M3 05.2873 05/25/2028 | 0.02% |
| STEVENS HLDG CO INC P/P 144A 06.1250 10/01/2026 | 0.02% |
| SUZUKEN CO LTD SEDOL 6865560 | 0.02% |
| TRUIST FIN CORP 04.8000 12/31/2099 | 0.02% |
| VIACOMCBS INC 04.5000 03/01/2021 | 0.02% |
| VIACOMCBS INC 04.6000 01/15/2045 | 0.02% |
| WASTE PRO USA INC P/P 144A 05.5000 02/15/2026 | 0.02% |
| WFRBS 2011-C3 D P/P 144A 05.8523 03/15/2044 | 0.02% |
| AMERICAN FINANCIAL GROUP INC SEDOL 2134532 | 0.02% |
| ASHLAND GLOBAL HOLDINGS INC SEDOL BYND5N1 | 0.02% |
| ASHTEAD CAPITAL INC P/P 144A 04.2500 11/01/2029 | 0.02% |
| BMIR 2019-4A M1C P/P 144A 02.9873 10/25/2029 | 0.02% |
| CMLTI 2005-2 1A2A 04.3008 05/25/2035 | 0.02% |
| EMIR 2018-1 M1 02.1873 11/25/2028 | 0.02% |
| ENDEAVOR ENERGY P/P 144A 05.7500 01/30/2028 | 0.02% |
| EXTENDED STAY AMERICA INC SEDOL BGH3F75 | 0.02% |
| GFL ENVIRONMENTAL P/P 144A 07.0000 06/01/2026 | 0.02% |
| HALLIBURTON CO SEDOL 2405302 | 0.02% |
| KAO CORP SEDOL 6483809 | 0.02% |
| KION GROUP AG SEDOL BB22L96 | 0.02% |
| LUNDIN ENERGY AB SEDOL 7187627 | 0.02% |
| M3 INC SEDOL B02K2M3 | 0.02% |
| MSBAM 2012-C6 D P/P 144A 04.7607 11/15/2045 | 0.02% |
| MSBAM 2013-C9 D P/P 144A 04.2581 05/15/2046 | 0.02% |
| MSC 2016-BNK2 C 04.0345 11/15/2049 | 0.02% |
| NEUBERGER BERMAN GRP P/P 144A 04.8750 04/15/2045 | 0.02% |
| NITTO DENKO CORP SEDOL 6641801 | 0.02% |
| NOVELIS CORP P/P 144A 05.8750 09/30/2026 | 0.02% |
| PULTEGROUP INC 05.5000 03/01/2026 | 0.02% |
| QUEST DIAGNOSTICS INC SEDOL 2702791 | 0.02% |
| QUILTER PLC SEDOL BDCXV26 | 0.02% |
| REP OF INDONESIA P/P 144A 04.7500 01/08/2026 | 0.02% |
| SPECTRA ENERGY PARTNERS 03.3750 10/15/2026 | 0.02% |
| STAPLES INC P/P 144A 07.5000 04/15/2026 | 0.02% |
| SUNDRUG CO LTD SEDOL 6817895 | 0.02% |
| TAYLOR WIMPEY PLC SEDOL 0878230 | 0.02% |
| WALT DISNEY COMP 07.7500 01/20/2024 | 0.02% |
| WAMU 2007-HY2 1A1 03.6913 12/25/2036 | 0.02% |
| WEYERHAEUSER CO 07.3750 03/15/2032 | 0.02% |
| WFCM 2013-LC12 C 04.4120 07/15/2046 | 0.02% |
| Z HOLDINGS CORP SEDOL 6084848 | 0.02% |
| ALFRESA HOLDINGS CORP SEDOL 6687214 | 0.02% |
| ALLY FINANCIAL INC 08.0000 11/01/2031 | 0.02% |
| BRIXMOR PROPERTY GROUP INC SEDOL BFTDJL8 | 0.02% |
| CAMDEN PROPERTY TRUST 04.8750 06/15/2023 | 0.02% |
| CELLNEX TELECOM SA SEDOL BX90C05 | 0.02% |
| COMCAST CORP 03.9990 11/01/2049 | 0.02% |
| COMCAST CORP 04.0490 11/01/2052 | 0.02% |
| COMM 2014-UBS6 C 04.5951 12/10/2047 | 0.02% |
| COMM 2015-LC19 A4 03.1830 02/10/2048 | 0.02% |
| CURTISS-WRIGHT CORP SEDOL 2241205 | 0.02% |
| DH EUROPE FINANCE II USD 03.4000 11/15/2049 | 0.02% |
| DUKE ENERGY PROGRESS LLC 03.3750 09/01/2023 | 0.02% |
| ENTERPRISE PRODUCTS OPER 02.8000 01/31/2030 | 0.02% |
| FHLMC FR30 ZS9547 UMBS 04.0000 09/01/2045 | 0.02% |
| FIRST QUANTUM MINERA P/P 144A 07.5000 04/01/2025 | 0.02% |
| GENERAL ELECTRIC CO SEDOL 2380498 | 0.02% |
| GNR 2015-H25 BI IO 02.1211 10/20/2065 | 0.02% |
| GRAY TELEVISION INC P/P 144A 07.0000 05/15/2027 | 0.02% |
| JPMBB 2014-C22 C 04.7058 09/15/2047 | 0.02% |
| MOODY S CORP | 0.02% |
| NEW RESIDENTIAL INVESTMENT SEDOL BRJ9GW0 | 0.02% |
| NIELSEN FIN LLC/CO P/P 144A 05.0000 04/15/2022 | 0.02% |
| OBAYASHI CORP SEDOL 6656407 | 0.02% |
| OSAT 2020-RPL1 A1 03.1990 12/26/2059 | 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% |
| SAGE THERAPEUTICS INC SEDOL BP4GNK9 | 0.02% |
| SANTOS LTD SEDOL 6776703 | 0.02% |
| SMC CORP SEDOL 6763965 | 0.02% |
| SPRINT CORP 07.2500 09/15/2021 | 0.02% |
| SPRINT SPECTRUM P/P 144A 03.3600 09/20/2021 | 0.02% |
| TENET HEALTHCARE CORP 08.1250 04/01/2022 | 0.02% |
| TESCO PLC SEDOL 0884709 | 0.02% |
| UNIVAR SOLUTIONS P/P 144A 05.1250 12/01/2027 | 0.02% |
| WEINGARTEN REALTY INVESTORS SEDOL 2946618 | 0.02% |
| WELLS FARGO & COMPANY 05.8750 12/29/2049 | 0.02% |
| ZURICH INSURANCE GROUP AG SEDOL 5983816 | 0.02% |
| AIR LIQUIDE SA SEDOL B1YXBJ7 | 0.02% |
| AMERICAN CAMPUS COMMUNITIES SEDOL B02H871 | 0.02% |
| APPLE INC 03.4500 05/06/2024 | 0.02% |
| ARD FINANCE SA P/P 144A 06.5000 06/30/2027 | 0.02% |
| AUTOMATIC DATA PROCESSING SEDOL 2065308 | 0.02% |
| BAFC 2005-B 3M1 01.3933 04/20/2035 | 0.02% |
| CHOCOLADEFABRIKEN LINDT-PC SEDOL 5962280 | 0.02% |
| CSAIL 2015-C1 D P/P 144A 03.9121 04/15/2050 | 0.02% |
| FOX CORP 04.0300 01/25/2024 | 0.02% |
| GOLDMAN SACHS GROUP INC 02.6000 02/07/2030 | 0.02% |
| GREAT LAKES D&D 08.0000 05/15/2022 | 0.02% |
| HIKARI TSUSHIN INC SEDOL 6416322 | 0.02% |
| HONEYWELL INTL 03.8120 11/21/2047 | 0.02% |
| HOSHIZAKI CORP SEDOL B3FF8W8 | 0.02% |
| IHEARTCOMMUNICATIONS INC 08.3750 05/01/2027 | 0.02% |
| IHS MARKIT LTD USD 04.7500 08/01/2028 | 0.02% |
| JPMCC 2010-C2 C P/P 144A 05.8231 11/15/2043 | 0.02% |
| KIMBERLY-CLARK CORP SEDOL 2491839 | 0.02% |
| KKR GROUP FIN CO III P/P 144A 05.1250 06/01/2044 | 0.02% |
| LAFARGEHOLCIM LTD-REG SEDOL 7110753 | 0.02% |
| LIBERTY MEDIA COR-SIRIUSXM A SEDOL BD8QGF7 | 0.02% |
| METLIFE CAP TRST IV P/P 144A 07.8750 12/15/2037 | 0.02% |
| NATIONAL BANK OF CANADA SEDOL 2077303 | 0.02% |
| ONO PHARMACEUTICAL CO LTD SEDOL 6660107 | 0.02% |
| PPL CAPITAL FUNDING INC 04.2000 06/15/2022 | 0.02% |
| PULTEGROUP INC. 07.8750 06/15/2032 | 0.02% |
| REP OF INDONESIA P/P 144A 03.3750 04/15/2023 | 0.02% |
| SABINE PASS LIQUEF 05.0000 03/15/2027 | 0.02% |
| UNITEDHEALTH GROUP INC 02.8750 03/15/2022 | 0.02% |
| WFCM 2013-LC12 D P/P 144A 04.4120 07/15/2046 | 0.02% |
| WFCM 2014-LC16 XA IO 01.2710 08/15/2050 | 0.02% |
| WFRBS 2013-C15 D P/P 144A 04.6430 08/15/2046 | 0.02% |
| WILMAR INTERNATIONAL LTD SEDOL B17KC69 | 0.02% |
| ALTICE FRANCE P/P 144A 06.0000 02/15/2028 | 0.01% |
| AMERICAN EXPRESS CO SEDOL 2026082 | 0.01% |
| AT&T INC 04.3000 02/15/2030 | 0.01% |
| AUTOZONE INC SEDOL 2065955 | 0.01% |
| BAE SYSTEMS PLC SEDOL 0263494 | 0.01% |
| BANFF MERGER SUB INC P/P 144A 09.7500 09/01/2026 | 0.01% |
| BRAND ENERGY TL L+425 05.4549 06/21/2024 | 0.01% |
| CALPINE CORP P/P 144A 04.5000 02/15/2028 | 0.01% |
| CAS 2014-C03 2M2 03.3873 07/25/2024 | 0.01% |
| CAS 2014-C04 1M2 05.3873 11/25/2024 | 0.01% |
| CCO HLDGS LLC/CAP C P/P 144A 05.5000 05/01/2026 | 0.01% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CS | 0.01% |
| COMPASS MIN INTL P/P 144A 06.7500 12/01/2027 | 0.01% |
| CRED SUIS GP FUN LTD USD 03.4500 04/16/2021 | 0.01% |
| CREDIT SUISSE GRP AG P/P 144A 03.8690 01/12/2029 | 0.01% |
| CSC HOLDINGS LLC 06.7500 11/15/2021 | 0.01% |
| DOMINICAN REPUBLIC REGS 06.5000 02/15/2048 | 0.01% |
| GW B-CR SECURITY P/P 144A 09.5000 11/01/2027 | 0.01% |
| IRON MOUNTAIN INC P/P 144A 04.8750 09/15/2027 | 0.01% |
| KRAFT HEINZ FOODS CO 03.0000 06/01/2026 | 0.01% |
| NIELSEN CO LUXEM P/P 144A 05.0000 02/01/2025 | 0.01% |
| NOMURA REAL ESTATE HOLDINGS SEDOL B1CWJM5 | 0.01% |
| ODAKYU ELECTRIC RAILWAY CO SEDOL 6656106 | 0.01% |
| REFINITIV US HLDG P/P 144A 06.2500 05/15/2026 | 0.01% |
| SERVICE CORP INTL 05.3750 05/15/2024 | 0.01% |
| SERVICE PROPERTIES TRUST 04.3750 02/15/2030 | 0.01% |
| TORONTO-DOMINION BANK SEDOL 2897222 | 0.01% |
| TOYOTA MOTOR CORP SEDOL 6900643 | 0.01% |
| TTM TECHNOLOGIES INC P/P 144A 05.6250 10/01/2025 | 0.01% |
| TWO HARBORS INVESTMENT CORP SEDOL BD832H2 | 0.01% |
| VIACOMCBS INC 02.9000 01/15/2027 | 0.01% |
| VIDEOTRON LTD USD 05.0000 07/15/2022 | 0.01% |
| ALIMEN COUCHE P/P 144A 02.9500 01/25/2030 | 0.01% |
| ALLISON TRANSMISSION P/P 144A 04.7500 10/01/2027 | 0.01% |
| BGC PARTNERS INC 05.1250 05/27/2021 | 0.01% |
| BIG RVR STL/FIN P/P 144A 07.2500 09/01/2025 | 0.01% |
| BPCE SA P/P 144A 05.1500 07/21/2024 | 0.01% |
| BWAY HOLDING CO P/P 144A 07.2500 04/15/2025 | 0.01% |
| CAPGEMINI SE SEDOL 4163437 | 0.01% |
| CARRIAGE SVCS INC P/P 144A 06.6250 06/01/2026 | 0.01% |
| CBRE SERVICES INC 04.8750 03/01/2026 | 0.01% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 ML | 0.01% |
| CON EDISON CO OF NY INC 04.2000 03/15/2042 | 0.01% |
| DIAMONDBACK ENERGY INC 03.2500 12/01/2026 | 0.01% |
| DTE ENERGY COMPANY SEDOL 2280220 | 0.01% |
| FERRARI NV SEDOL BD6G507 | 0.01% |
| GNR 2013-99 AS IO 05.3318 06/20/2043 | 0.01% |
| GNR 2016-H16 EI IO 02.4040 06/20/2066 | 0.01% |
| JONES LANG LASALLE INC SEDOL 2040640 | 0.01% |
| KRAFT HEINZ FOODS CO 05.0000 07/15/2035 | 0.01% |
| L3HARRIS TECHNOLOGIES INC SEDOL BK9DTN5 | 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% |
| NAVISTAR INTL CORP P/P 144A 06.6250 11/01/2025 | 0.01% |
| NEUROCRINE BIOSCIENCES INC SEDOL 2623911 | 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% |
| ROSS STORES INC SEDOL 2746711 | 0.01% |
| SCOTTS MIRACLE-GRO 04.5000 10/15/2029 | 0.01% |
| SERVICE CORP INTL 05.1250 06/01/2029 | 0.01% |
| SERVICE CORPORATION INTL 04.6250 12/15/2027 | 0.01% |
| STANDARD CHARTERED PLC SEDOL 0408284 | 0.01% |
| WALT DISNEY CO/THE SEDOL 2270726 | 0.01% |
| WASTE MANAGEMENT INC. 04.7500 06/30/2020 | 0.01% |
| WATCO COS LLC/FI P/P 144A 06.3750 04/01/2023 | 0.01% |
| WESTROCK MWV LLC 07.9500 02/15/2031 | 0.01% |
| ZALANDO SE SEDOL BQV0SV7 | 0.01% |
| 1011778 BC / NEW RED P/P 144A 05.0000 10/15/2025 | 0.01% |
| ALBERTSONS COS/SAFE P/P 144A 04.6250 01/15/2027 | 0.01% |
| ARRW 2019-1 A3 04.2080 01/25/2049 | 0.01% |
| ASAHI INTECC CO LTD SEDOL B019MQ5 | 0.01% |
| BAUSCH HLTH AMERICAS P/P 144A 08.5000 01/31/2027 | 0.01% |
| BAUSCH HLTH COS INC P/P 144A 06.1250 04/15/2025 | 0.01% |
| BRAND ENERGY & I P/P 144A 08.5000 07/15/2025 | 0.01% |
| BT GROUP PLC SEDOL 3091357 | 0.01% |
| CHEMED CORP SEDOL 2190084 | 0.01% |
| COMM 2014-CR18 C 04.8824 07/15/2047 | 0.01% |
| DOLLAR TREE INC SEDOL 2272476 | 0.01% |
| EQUINOR ASA USD 05.1000 08/17/2040 | 0.01% |
| F5 NETWORKS INC SEDOL 2427599 | 0.01% |
| FORD MOTOR COMPANY 09.0000 04/22/2025 | 0.01% |
| GNMA GII30 BL6161 06.0000 12/20/2048 | 0.01% |
| GNR 2017-162 QI IO 05.0000 10/11/2047 | 0.01% |
| GOLDEN NUGGET INC P/P 144A 06.7500 10/15/2024 | 0.01% |
| GREIF INC P/P 144A 06.5000 03/01/2027 | 0.01% |
| HCA INC 05.5000 06/15/2047 | 0.01% |
| HOWARD HUGHES CORP P/P 144A 05.3750 03/15/2025 | 0.01% |
| HSBC USA INC 03.5000 06/23/2024 | 0.01% |
| HUSKY TLB L+300 04.4501 03/28/2025 | 0.01% |
| ICL LTD SEDOL 6455530 | 0.01% |
| ITRON INC P/P 144A 05.0000 01/15/2026 | 0.01% |
| JPMCC 2013-C10 AS 03.3715 12/15/2047 | 0.01% |
| KINDER MORGAN ENER PART 03.4500 02/15/2023 | 0.01% |
| LIBERTY MEDIA COR-SIRIUSXM C SEDOL BD8QGH9 | 0.01% |
| MATTAMY GROUP CORP P/P 144A 05.2500 12/15/2027 | 0.01% |
| MERCK & CO. INC. 02.7500 02/10/2025 | 0.01% |
| MSC 2011-C3 D P/P 144A 05.4192 07/15/2049 | 0.01% |
| NEXSTAR ESCROW P/P 144A 05.6250 07/15/2027 | 0.01% |
| OCCIDENTAL PETROLEUM CORP SEDOL 2655408 | 0.01% |
| ORACLE CORP 05.3750 07/15/2040 | 0.01% |
| ORTHO-CLINICAL TLB L+325 03.5796 06/01/2025 | 0.01% |
| PRUDENTIAL FINANCIAL INC 05.2000 03/15/2044 | 0.01% |
| RAMC 2003-4 A1 01.0073 03/25/2034 | 0.01% |
| SABRE GLBL INC P/P 144A 09.2500 04/15/2025 | 0.01% |
| SPRINT CORP 07.6250 03/01/2026 | 0.01% |
| STACR 2017-DNA1 M2 03.7373 07/25/2029 | 0.01% |
| STANDARD IND INC P/P 144A 05.3750 11/15/2024 | 0.01% |
| TEVA PHARMACEUTICALS NE USD 06.7500 03/01/2028 | 0.01% |
| TRANSDIGM INC P/P 144A 05.5000 11/15/2027 | 0.01% |
| VISTRA OPERATIONS CO P/P 144A 05.5000 09/01/2026 | 0.01% |
| WAMU 2005-AR9 A1C3 01.4473 07/25/2045 | 0.01% |
| A2 MILK CO LTD SEDOL 6287250 | 0.01% |
| ALTICE FRANCE P/P 144A 10.5000 05/15/2027 | 0.01% |
| ASCEND LEARNING LLC P/P 144A 06.8750 08/01/2025 | 0.01% |
| BAUSCH HLTH COS INC P/P 144A 07.0000 03/15/2024 | 0.01% |
| BMC EAST LLC P/P 144A 05.5000 10/01/2024 | 0.01% |
| CAS 2017-C01 1EB1 01.7373 07/25/2029 | 0.01% |
| CDX CDX.NA.IG.34 100.0 06/20/2025 | 0.01% |
| CELANESE US HOLDINGS LLC 04.6250 11/15/2022 | 0.01% |
| CEMEX FINANCE LLC P/P 144A 06.0000 04/01/2024 | 0.01% |
| CHS/COMMUNITY P/P 144A 06.6250 02/15/2025 | 0.01% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 CS | 0.01% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS | 0.01% |
| COPA HOLDINGS SA-CLASS A SEDOL B0TNJH9 | 0.01% |
| CRC ESCROW ISSUER LL P/P 144A 05.2500 10/15/2025 | 0.01% |
| CVS PASS-THROUGH P/P 144A 04.7040 01/10/2036 | 0.01% |
| CWALT 2005-59 1A1 01.0028 11/20/2035 | 0.01% |
| DIAMOND SPORTS GR/DI P/P 144A 06.6250 08/15/2027 | 0.01% |
| DIRECT LINE INSURANCE GROUP SEDOL BY9D0Y1 | 0.01% |
| ELANCO ANIMAL HEALTH 05.6500 08/28/2028 | 0.01% |
| FUJIFILM HOLDINGS CORP SEDOL 6356525 | 0.01% |
| GENERAL MOTORS FINL CO 04.3000 07/13/2025 | 0.01% |
| GNR 2016-123 LI IO 03.5000 03/20/2044 | 0.01% |
| HKT TRUST AND HKT LTD-SS SEDOL B4TXDZ3 | 0.01% |
| HUSKY III HLDG LTD P/P 144A 13.0000 02/15/2025 | 0.01% |
| INGEVITY CORP P/P 144A 04.5000 02/01/2026 | 0.01% |
| INTELSAT JACKSON HLD P/P 144A 09.7500 07/15/2025 | 0.01% |
| ISTAR INC 04.7500 10/01/2024 | 0.01% |
| MEREDITH CORP 06.8750 02/01/2026 | 0.01% |
| MIZUHO FINANCIAL GROUP INC SEDOL 6591014 | 0.01% |
| NOK/USD 06/17/2020 BCAP-FX | 0.01% |
| ORACLE CORP JAPAN SEDOL 6141680 | 0.01% |
| ORKLA ASA SEDOL B1VQF42 | 0.01% |
| PARK-OHIO INDUSTRIES INC 06.6250 04/15/2027 | 0.01% |
| PNC FINANCIAL SERVICES 03.3000 03/08/2022 | 0.01% |
| PQ CORP P/P 144A 05.7500 12/15/2025 | 0.01% |
| SCIENTIFIC GAMES P/P 144A 07.2500 11/15/2029 | 0.01% |
| SONIC HEALTHCARE LTD SEDOL 6821120 | 0.01% |
| STACR 2020-HQA1 M2 03.7350 01/25/2050 | 0.01% |
| SWISS LIFE HOLDING AG-REG SEDOL 7437805 | 0.01% |
| TERRIER MEDIA BU P/P 144A 08.8750 12/15/2027 | 0.01% |
| TOPBUILD CORP P/P 144A 05.6250 05/01/2026 | 0.01% |
| TREASURY BILL 00.0000 07/16/2020 | 0.01% |
| VMWARE INC 03.9000 08/21/2027 | 0.01% |
| WAMU 2005-AR14 1A2 03.8313 12/25/2035 | 0.01% |
| WERNER FINCO LP/INC P/P 144A 08.7500 07/15/2025 | 0.01% |
| WFCM 2016-LC25 XA IO 01.1287 12/15/2059 | 0.01% |
| WYNN RESORTS FIN LLC P/P 144A 05.1250 10/01/2029 | 0.01% |
| AFLAC INC SEDOL 2026361 | 0.01% |
| ALLERGAN FUNDING SCS USD 03.4500 03/15/2022 | 0.01% |
| ALTICE FRANCE P/P 144A 07.3750 05/01/2026 | 0.01% |
| AMUNDI SA SEDOL BYZR014 | 0.01% |
| APERGY CORP 06.3750 05/01/2026 | 0.01% |
| ARCELORMITTAL USD 07.0000 10/15/2039 | 0.01% |
| ARDAGH PKG FIN/HLDGS P/P 144A 04.1250 08/15/2026 | 0.01% |
| BANK OF MONTREAL SEDOL 2076009 | 0.01% |
| BAUSCH HEALTH COS INC REGS 04.5000 05/15/2023 | 0.01% |
| BENEFIT ONE INC SEDOL B02JV67 | 0.01% |
| CAN IMPERIAL BK OF COMMERCE SEDOL 2170525 | 0.01% |
| CAS 2014-C02 1M2 03.0873 05/25/2024 | 0.01% |
| CENOVUS ENERGY INC SEDOL B57FG04 | 0.01% |
| CF INDUSTRIES INC 04.9500 06/01/2043 | 0.01% |
| CFCRE 2011-C2 D P/P 144A 05.9304 12/15/2047 | 0.01% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 JP | 0.01% |
| CNO FINANCIAL GROUP INC 05.2500 05/30/2025 | 0.01% |
| CWALT 2006-24CB A19 00.9873 08/25/2036 | 0.01% |
| DOMINICAN REPUBLIC REGS 06.0000 07/19/2028 | 0.01% |
| ENERGY TRANSFER OPERATNG 02.9000 05/15/2025 | 0.01% |
| FAIRFAX US INC P/P 144A 04.8750 08/13/2024 | 0.01% |
| FHR 3829 AS IO 06.1360 03/15/2041 | 0.01% |
| GENERAL DYNAMICS CORP 02.2500 11/15/2022 | 0.01% |
| GFL ENVIRON INC P/P 144A 05.1250 12/15/2026 | 0.01% |
| GJENSIDIGE FORSIKRING ASA SEDOL B4PH0C5 | 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% |
| ISTAR INC 04.2500 08/01/2025 | 0.01% |
| JPMORGAN CHASE & CO 06.1000 02/01/2049 | 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% |
| MARRIOTT INTERNATIONAL 05.7500 05/01/2025 | 0.01% |
| MITSUBISHI UFJ LEASE & FINAN SEDOL 6268976 | 0.01% |
| NEWCREST MINING LTD SEDOL 6637101 | 0.01% |
| NORFOLK SOUTHERN CORP SEDOL 2641894 | 0.01% |
| NRG ENERGY INC P/P 144A 05.2500 06/15/2029 | 0.01% |
| ONCOR ELECTRIC DELIVERY 05.3000 06/01/2042 | 0.01% |
| PENSKE TRUCK LE P/P 144A 03.4000 11/15/2026 | 0.01% |
| PETROLEOS MEXICANOS P/P 144A 07.6900 01/23/2050 | 0.01% |
| PROLOGIS LP 02.2500 04/15/2030 | 0.01% |
| PROVIDENT FDG/PFG FI P/P 144A 06.3750 06/15/2025 | 0.01% |
| REPUBLIC OF PERU USD 05.6250 11/18/2050 | 0.01% |
| SANTANDER UK PLC P/P 144A 05.0000 11/07/2023 | 0.01% |
| SCIENTIFIC GAMES P/P 144A 08.2500 03/15/2026 | 0.01% |
| SIX FLAGS THEME PARK P/P 144A 07.0000 07/01/2025 | 0.01% |
| SMURFIT KAPPA TREASURY USD 07.5000 11/20/2025 | 0.01% |
| SOHGO SECURITY SERVICES CO SEDOL 6546359 | 0.01% |
| SOLENIS 1STL L+400 05.6133 06/26/2025 | 0.01% |
| STACR 2014-HQ2 M3 04.2373 09/25/2024 | 0.01% |
| STACR 2016-DNA3 M3 05.4873 12/25/2028 | 0.01% |
| STANLEY BLACK & DECKER I 05.2500 CV PFD | 0.01% |
| SWISS PRIME SITE-REG SEDOL B083BH4 | 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% |
| TALLGRASS NRG PRTNR P/P 144A 05.5000 01/15/2028 | 0.01% |
| US CONCRETE INC 06.3750 06/01/2024 | 0.01% |
| WYNN LAS VEGAS P/P 144A 05.2500 05/15/2027 | 0.01% |
| ALBERTSONS COS LLC P/P 144A 07.5000 03/15/2026 | 0.01% |
| ALLEGHENY TECHNOLOGIES INC 07.8750 08/15/2023 | 0.01% |
| AMSTED INDUSTRIES P/P 144A 04.6250 05/15/2030 | 0.01% |
| ARDAGH PKG FIN/HLDGS P/P 144A 05.2500 08/15/2027 | 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% |
| BERKSHIRE HATHAWAY FIN 04.3000 05/15/2043 | 0.01% |
| BERRY GLOBAL INC 05.1250 07/15/2023 | 0.01% |
| BMW US CAPITAL LLC P/P 144A 03.4000 08/13/2021 | 0.01% |
| BOMBARDIER INC P/P 144A 07.8750 04/15/2027 | 0.01% |
| CCO HLDGS LLC/CAP CO P/P 144A 05.7500 02/15/2026 | 0.01% |
| CGCMT 2014-GC19 D P/P 144A 05.2615 03/10/2047 | 0.01% |
| CHENIERE CORP CHRIST 05.8750 03/31/2025 | 0.01% |
| CLUBCORP HLDG INC P/P 144A 08.5000 09/15/2025 | 0.01% |
| CNO FINANCIAL GROUP INC 05.2500 05/30/2029 | 0.01% |
| CONSTELLIUM SE P/P 144A 05.8750 02/15/2026 | 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% |
| EG GLOBAL FIN PLC P/P 144A 06.7500 02/07/2025 | 0.01% |
| FISERV INC SEDOL 2342034 | 0.01% |
| GNMA GII30 BL6185 06.0000 01/20/2049 | 0.01% |
| GNMA GII30 BL6235 06.0000 04/20/2049 | 0.01% |
| GOLDMAN SACHS GROUP INC 06.7500 10/01/2037 | 0.01% |
| HARGREAVES LANSDOWN PLC SEDOL B1VZ0M2 | 0.01% |
| HCA INC 05.2500 06/15/2026 | 0.01% |
| JPMBB 2014-C25 XA IO 00.9995 11/15/2047 | 0.01% |
| KOBAYASHI PHARMACEUTICAL CO SEDOL 6149457 | 0.01% |
| MATTAMY GROUP CORP P/P 144A 04.6250 03/01/2030 | 0.01% |
| MTR CORP SEDOL 6290054 | 0.01% |
| NETFLIX INC 04.8750 04/15/2028 | 0.01% |
| NEWELL BRANDS INC 04.7000 04/01/2026 | 0.01% |
| NORDSTROM INC P/P 144A 08.7500 05/15/2025 | 0.01% |
| PLAINS GP HOLDINGS LP-CL A SEDOL BDGHN95 | 0.01% |
| PUBLIC SERVICE ELECTRIC 05.5000 03/01/2040 | 0.01% |
| SANOFI SEDOL 5671735 | 0.01% |
| SEK/USD 06/17/2020 HSBCB | 0.01% |
| SEK/USD 06/17/2020 JPMCB | 0.01% |
| STACR 2015-DN1 M3 04.6373 01/25/2025 | 0.01% |
| STACR 2015-DNA2 M3 04.3873 12/25/2027 | 0.01% |
| STARWOOD PROP TR 04.7500 03/15/2025 | 0.01% |
| THE BANK OF NOVA SCOTIA USD 02.7000 03/07/2022 | 0.01% |
| TMS INTL HLDG CORP P/P 144A 07.2500 08/15/2025 | 0.01% |
| UNIVISION COMM P/P 144A 05.1250 02/15/2025 | 0.01% |
| USI INC/NY P/P 144A 06.8750 05/01/2025 | 0.01% |
| WAMU 2005-AR11 A1B3 00.8873 08/25/2045 | 0.01% |
| WESTPAC BANKING CORP USD 04.4210 07/24/2039 | 0.01% |
| WFRBS 2013-C14 XA IO 00.8569 06/15/2046 | 0.01% |
| 1011778 BC / NEW RED P/P 144A 03.8750 01/15/2028 | 0.01% |
| AG ISSUER LLC P/P 144A 06.2500 03/01/2028 | 0.01% |
| AKER BP ASA P/P 144A 03.7500 01/15/2030 | 0.01% |
| ALTICE FRANCE SA P/P 144A 05.5000 01/15/2028 | 0.01% |
| APACHE CORPORATION 03.2500 04/15/2022 | 0.01% |
| ATOTECH ALPHA 2 BV P/P 144A 08.7500 06/01/2023 | 0.01% |
| BUILDERS FIRSTSOURCE P/P 144A 06.7500 06/01/2027 | 0.01% |
| CAS 2015-C01 1M2 04.7873 02/25/2025 | 0.01% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 JP | 0.01% |
| COMM 2014-CR19 XA IO 01.1644 08/10/2047 | 0.01% |
| COMM 2014-UBS6 XA IO 01.0393 12/10/2047 | 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% |
| ENDO LTD/FIN LLC/FIN P/P 144A 06.0000 02/01/2025 | 0.01% |
| ENTERCOM MEDIA CORP P/P 144A 06.5000 05/01/2027 | 0.01% |
| EQUINIX INC 05.3750 05/15/2027 | 0.01% |
| ESH HOSPITALITY INC P/P 144A 05.2500 05/01/2025 | 0.01% |
| FISHER PAYKEL SEDOL 6340250 | 0.01% |
| GENERAL DYNAMICS CORP SEDOL 2365161 | 0.01% |
| GLP CAPITAL LP / FIN II 05.2500 06/01/2025 | 0.01% |
| GNMA GII30 BL6216 06.0000 03/20/2049 | 0.01% |
| GNMA GII30 BL6219 06.0000 03/20/2049 | 0.01% |
| GOEASY LTD P/P 144A 05.3750 12/01/2024 | 0.01% |
| HESS MIDSTREAM P P/P 144A 05.1250 06/15/2028 | 0.01% |
| HMIR 2018-1 M1 P/P 144A 02.0873 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% |
| IPALCO ENTPRS IN 03.7000 09/01/2024 | 0.01% |
| JPMBB 2015-C33 XA IO 01.0624 12/15/2048 | 0.01% |
| JUNIPER NETWORKS INC SEDOL 2431846 | 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% |
| L BRANDS INC 07.5000 06/15/2029 | 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% |
| NATIONSTAR MTG P/P 144A 08.1250 07/15/2023 | 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% |
| PERTAMINA PERSERO PT P/P 144A 04.3000 05/20/2023 | 0.01% |
| PRIME SECURITY SVCS P/P 144A 06.2500 01/15/2028 | 0.01% |
| RENAISSANCERE HOLDINGS LTD SEDOL 2728429 | 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% |
| 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% |
| TENNANT CO 05.6250 05/01/2025 | 0.01% |
| TRANSDIGM INC 06.3750 06/15/2026 | 0.01% |
| TRIVIUM PACK FIN P/P 144A 05.5000 08/15/2026 | 0.01% |
| WFRBS 2013-C11 AS 03.3110 03/15/2045 | 0.01% |
| WR GRACE & CO-CONN P/P 144A 05.6250 10/01/2024 | 0.01% |
| 1011778 BC ULC / P/P 144A 04.3750 01/15/2028 | 0.01% |
| ALLY FINANCIAL INC 05.7500 11/20/2025 | 0.01% |
| AMSTED INDUSTRIES P/P 144A 05.6250 07/01/2027 | 0.01% |
| ANHEUSER-BUSCH INBEV WOR 04.1500 01/23/2025 | 0.01% |
| ANTERO RESOURCES 05.3750 11/01/2021 | 0.01% |
| ANTERO RESOURCES FIN 05.1250 12/01/2022 | 0.01% |
| ASCENT RESOURCES/AEU P/P 144A 10.0000 04/01/2022 | 0.01% |
| 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% |
| BRIDGESTONE CORP SEDOL 6132101 | 0.01% |
| BUMT 2005-1 1A1 01.0873 09/25/2045 | 0.01% |
| CAPITAL ONE FINANCIAL CO 04.2000 10/29/2025 | 0.01% |
| CCO HOLDINGS LLC P/P 144A 04.5000 05/01/2032 | 0.01% |
| CGCMT 2012-GC8 XA IO P/P 144A 01.9282 09/10/2045 | 0.01% |
| CLEAN HARBORS INC P/P 144A 04.8750 07/15/2027 | 0.01% |
| COMCAST CORP 06.5000 11/15/2035 | 0.01% |
| COMMONWEALTH EDISON CO 05.9000 03/15/2036 | 0.01% |
| COMMSCOPE TECH LLC P/P 144A 06.0000 06/15/2025 | 0.01% |
| CROWN CORK & SEAL CO INC 07.3750 12/15/2026 | 0.01% |
| DCP MIDSTREAM P/P 144A 06.7500 09/15/2037 | 0.01% |
| DIAMOND 1 FIN/DIAMON P/P 144A 07.1250 06/15/2024 | 0.01% |
| DISH NETWORK CV 03.3750 08/15/2026 | 0.01% |
| ENTERCOM MEDIA CORP P/P 144A 07.2500 11/01/2024 | 0.01% |
| FREEDOM MTGE CORP P/P 144A 08.2500 04/15/2025 | 0.01% |
| GAP INC/THE P/P 144A 08.3750 05/15/2023 | 0.01% |
| GNMA GII30 BL6184 06.0000 02/20/2049 | 0.01% |
| GNR 2015-H26 EI IO 01.7253 10/20/2065 | 0.01% |
| GOLDEN NUGGET INC P/P 144A 08.7500 10/01/2025 | 0.01% |
| GSMS 2014-GC24 XA IO 00.8691 09/10/2047 | 0.01% |
| HD SUPPLY HOLDINGS INC SEDOL BBL5981 | 0.01% |
| HOCHTIEF AG SEDOL 5108664 | 0.01% |
| JPMCC 2012-LC9 D P/P 144A 04.5653 12/15/2047 | 0.01% |
| LADDER CAP FINAN P/P 144A 04.2500 02/01/2027 | 0.01% |
| LOUISIANA-PACIFIC CORPORATION 04.8750 09/15/2024 | 0.01% |
| MARATHON PETRO CORP 06.5000 03/01/2041 | 0.01% |
| MAXIM INTEGRATED PRODUCTS SEDOL 2573760 | 0.01% |
| MBX.FN30.500.09 R USL1M P 01/12/40 BC | 0.01% |
| MEG ENERGY CORP P/P 144A 06.5000 01/15/2025 | 0.01% |
| MFA FINANCIAL INC SEDOL 2418162 | 0.01% |
| MLMI 2005-A2 A2 03.7284 02/25/2035 | 0.01% |
| NIPPON STEEL CORP SEDOL 6642569 | 0.01% |
| NRG ENERGY INC. 07.2500 05/15/2026 | 0.01% |
| NUCOR CORP SEDOL 2651086 | 0.01% |
| NUTRIEN LTD USD 05.2500 01/15/2045 | 0.01% |
| OVINTIV INC SEDOL BL3GRC2 | 0.01% |
| PEPTIDREAM INC SEDOL B97SH97 | 0.01% |
| POWER SOLUTIONS TLB L+350 05.7344 04/30/2026 | 0.01% |
| QORVO INC 05.5000 07/15/2026 | 0.01% |
| RAYTHEON COMPANY 04.8750 10/15/2040 | 0.01% |
| REPUBLIC OF SENEGAL REGS 06.2500 07/30/2024 | 0.01% |
| REPUBLIC OF SENEGAL REGS 06.7500 03/13/2048 | 0.01% |
| STACR 2019-DNA1 M2 03.1373 01/25/2049 | 0.01% |
| STACR 2019-HQA1 M2 02.8373 02/25/2049 | 0.01% |
| STAPLES INC. P/P 144A 10.7500 04/15/2027 | 0.01% |
| STATION CASINOS LLC P/P 144A 04.5000 02/15/2028 | 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% |
| TMX FIN LLC/TITLEMAX P/P 144A 11.1250 04/01/2023 | 0.01% |
| TRI POINTE GROUP / HOMES 05.8750 06/15/2024 | 0.01% |
| TRONOX FINANCE PLC P/P 144A 05.7500 10/01/2025 | 0.01% |
| TWDC ENTERPRISES 18 CORP 02.7500 08/16/2021 | 0.01% |
| US BANCORP SEDOL 2736035 | 0.01% |
| WEEKLEY HOMES LLC 06.0000 02/01/2023 | 0.01% |
| WFRBS 2012-C9 XA IO P/P 144A 02.0508 11/15/2045 | 0.01% |
| WM MORRISON SUPERMARKETS SEDOL 0604316 | 0.01% |
| WMG ACQUISITION CORP P/P 144A 05.0000 08/01/2023 | 0.01% |
| WPX ENERGY INC 05.2500 10/15/2027 | 0.01% |
| WYNDHAM HOTELS & RE P/P 144A 05.3750 04/15/2026 | 0.01% |
| AIR METHODS CORP P/P 144A 08.0000 05/15/2025 | 0.01% |
| ALLIANT HOLDINGS P/P 144A 06.7500 10/15/2027 | 0.01% |
| BAUSCH HLTH COS INC P/P 144A 05.5000 11/01/2025 | 0.01% |
| CALPINE CORP P/P 144A 05.2500 06/01/2026 | 0.01% |
| CAS 2015-C02 2M2 04.4873 05/25/2025 | 0.01% |
| CAS 2019-HRP1 M2 02.6373 11/25/2039 | 0.01% |
| CAS 2019-R02 1M2 02.7873 08/25/2031 | 0.01% |
| CENTENE CORP 04.7500 05/15/2022 | 0.01% |
| CHARTER COMM OPT LLC 05.3750 05/01/2047 | 0.01% |
| CHEMOURS CO 07.0000 05/15/2025 | 0.01% |
| CLEAR CHANNEL WORLDW P/P 144A 05.1250 08/15/2027 | 0.01% |
| COMM 2013-CR11 XA IO 01.0924 08/10/2050 | 0.01% |
| COMM 2014-LC17 XA IO 00.9194 10/10/2047 | 0.01% |
| CROWN CASTLE INTL CORP 04.8750 04/15/2022 | 0.01% |
| DRESDNER FDG TRST I P/P 144A 08.1510 06/30/2031 | 0.01% |
| ECOLAB INC SEDOL 2304227 | 0.01% |
| EMIR 2018-1 M2 03.4873 11/25/2028 | 0.01% |
| ENERGY TRANSFER OPERATNG 06.1250 12/15/2045 | 0.01% |
| FIDELITY NATIONAL INFORM 03.0000 08/15/2026 | 0.01% |
| FREEDOM MTGE CORP P/P 144A 08.1250 11/15/2024 | 0.01% |
| FRESENIUS MEDICAL CARE AG & SEDOL 5129074 | 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% |
| GEBERIT AG-REG SEDOL B1WGG93 | 0.01% |
| GENERAL MOTORS FINL CO 04.0000 01/15/2025 | 0.01% |
| GFL ENVIRONMENTA P/P 144A 08.5000 05/01/2027 | 0.01% |
| GNMA GII30 BL6217 06.0000 03/20/2049 | 0.01% |
| GNMA GII30 BL6218 06.0000 02/20/2049 | 0.01% |
| HANESBRANDS INC P/P 144A 04.6250 05/15/2024 | 0.01% |
| HONGKONG LAND HOLDINGS LTD SEDOL 6434915 | 0.01% |
| ICAHN ENTER/FIN 06.7500 02/01/2024 | 0.01% |
| JAPAN TOBACCO INC SEDOL 6474535 | 0.01% |
| JARDINE MATHESON HLDGS LTD SEDOL 6472119 | 0.01% |
| KFC HLD/PIZZA HUT/TA P/P 144A 04.7500 06/01/2027 | 0.01% |
| LIVE NATION ENTERTAI P/P 144A 05.6250 03/15/2026 | 0.01% |
| LOEWS CORP SEDOL 2523022 | 0.01% |
| MBX.FN30.500.10 R USL1M P 01/12/41 CI | 0.01% |
| MERCER INTL INC USD 06.5000 02/01/2024 | 0.01% |
| MSRR 2015-R4 CB1 01.7716 08/26/2047 | 0.01% |
| NEWFIELD EXPLORATION CO 05.7500 01/30/2022 | 0.01% |
| NOVELIS CORP P/P 144A 04.7500 01/30/2030 | 0.01% |
| PENN NATIONAL GAMING P/P 144A 05.6250 01/15/2027 | 0.01% |
| QORVO INC SEDOL BR9YYP4 | 0.01% |
| QVC INC 04.8500 04/01/2024 | 0.01% |
| SABINE PASS LIQUEFAC 05.7500 05/15/2024 | 0.01% |
| SEK/USD 06/17/2020 RBSF | 0.01% |
| SEK/USD 06/17/2020 TDBK | 0.01% |
| SPRINGLEAF FINANCE CORP 06.8750 03/15/2025 | 0.01% |
| SS&C TECH INC P/P 144A 05.5000 09/30/2027 | 0.01% |
| STACR 2015-HQ2 M2 02.4373 05/25/2025 | 0.01% |
| STARFRUIT US/STAR FI P/P 144A 08.0000 10/01/2026 | 0.01% |
| SWEDISH MATCH AB SEDOL 5048566 | 0.01% |
| TENET HEALTHCARE 04.6250 07/15/2024 | 0.01% |
| UBSBB 2012-C4 XA IO P/P 144A 01.7676 12/10/2045 | 0.01% |
| VALVOLINE INC P/P 144A 04.2500 02/15/2030 | 0.01% |
| VIACOMCBS INC 04.0000 01/15/2026 | 0.01% |
| VISTRA ENERGY CORP P/P 144A 08.1250 01/30/2026 | 0.01% |
| VISTRA OPERATION P/P 144A 05.0000 07/31/2027 | 0.01% |
| VISTRA OPERATIONS CO P/P 144A 05.6250 02/15/2027 | 0.01% |
| WFRBS 2012-C10 XA IO P/P 144A 01.6817 12/15/2045 | 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% |
| ZF NA CAPITAL P/P 144A 04.5000 04/29/2022 | 0.01% |
| ZIGGO BV P/P 144A 05.5000 01/15/2027 | 0.01% |
| 0.90 R ISWP FWD US0003M P 06/17/2050 | 0.00% |
| ABC SUPPLY CO INC P/P 144A 04.0000 01/15/2028 | 0.00% |
| ABC-MART INC SEDOL 6292102 | 0.00% |
| ANHEUSER-BUSCH INBEV WOR 02.5000 07/15/2022 | 0.00% |
| ASCEND LEARNING LLC P/P 144A 06.8750 08/01/2025 | 0.00% |
| AUD/USD PUT 0.62 20200715 GSFX | 0.00% |
| BERRY GLOBAL INC P/P 144A 05.6250 07/15/2027 | 0.00% |
| BSCMS 2006-PW11 B P/P 144A 05.8015 03/11/2039 | 0.00% |
| BWAY CORP TLB L+325 04.5614 04/03/2024 | 0.00% |
| CCO HOLDINGS LLC P/P 144A 04.5000 08/15/2030 | 0.00% |
| CENOVUS ENERGY INC USD 06.7500 11/15/2039 | 0.00% |
| CENTENE CORP P/P 144A 05.2500 04/01/2025 | 0.00% |
| CHS/COMMUNITY HEALT P/P 144A 08.1250 06/30/2024 | 0.00% |
| CLEAR CHANNEL WORLD P/P 144A 09.2500 02/15/2024 | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 JP | 0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 JP | 0.00% |
| COMSTOCK RE INC P/P 144A 07.5000 05/15/2025 | 0.00% |
| CROWN AMER/CAP 04.7500 02/01/2026 | 0.00% |
| CWALT 2005-27 1A1 02.2821 08/25/2035 | 0.00% |
| DUN & BRADSTREET COR P/P 144A 06.8750 08/15/2026 | 0.00% |
| ENERGIZER HLDG INC P/P 144A 06.3750 07/15/2026 | 0.00% |
| EOG RESOURCES INC 04.1500 01/15/2026 | 0.00% |
| FHR 3408 EK 22.5177 04/15/2037 | 0.00% |
| FIFTH THIRD BANCORP 05.1000 12/29/2049 | 0.00% |
| FRONT RANGE BIDCO INC L+300 04.6678 03/09/2027 | 0.00% |
| FRONTIER COMM 10.5000 09/15/2022 | 0.00% |
| GLP CAPITAL LP / FIN II 05.3750 04/15/2026 | 0.00% |
| GMAC CAPITAL TRUST I PCT 07.4766 | 0.00% |
| GNMA GII30 AY2298 04.7000 05/20/2067 | 0.00% |
| GNMA GII30 AY4779 04.5100 03/20/2067 | 0.00% |
| GNMA GII30 BB0107 04.7000 08/20/2067 | 0.00% |
| GNMA GII30 BL6016 06.0000 02/20/2049 | 0.00% |
| GNMA GII30 BM1953 06.0000 03/20/2049 | 0.00% |
| GO DADDY OPCO/FINCO P/P 144A 05.2500 12/01/2027 | 0.00% |
| GSMS 2013-GC10 XA IO 01.6441 02/10/2046 | 0.00% |
| GSMS 2014-GC22 XA IO 01.1403 06/10/2047 | 0.00% |
| HEINEKEN HOLDING NV SEDOL B0CCH46 | 0.00% |
| HOLOGIC INC P/P 144A 04.3750 10/15/2025 | 0.00% |
| ICAHN ENTER 04.7500 09/15/2024 | 0.00% |
| ICAHN ENTER/FIN 05.2500 05/15/2027 | 0.00% |
| IHEARTCOMMUNICATIONS INC 06.3750 05/01/2026 | 0.00% |
| INDIGO NATURAL P/P 144A 06.8750 02/15/2026 | 0.00% |
| INTL BUSINESS MACHINES CORP SEDOL 2005973 | 0.00% |
| JFE HOLDINGS INC SEDOL 6543792 | 0.00% |
| KINDER MORGAN INC/DELAWA 07.7500 01/15/2032 | 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 07.1250 02/01/2027 | 0.00% |
| MET LIFE GLOB FUND P/P 144A 03.0000 01/10/2023 | 0.00% |
| MICROSOFT CORP 05.3000 02/08/2041 | 0.00% |
| MONDELEZ INTERNATIONAL 02.1250 04/13/2023 | 0.00% |
| MSAC 2004-HE6 M1 01.3123 08/25/2034 | 0.00% |
| MSBAM 2014-C17 XA IO 01.2659 08/15/2047 | 0.00% |
| NAVISTAR INTL CORP P/P 144A 09.5000 05/01/2025 | 0.00% |
| NETFLIX INC P/P 144A 05.3750 11/15/2029 | 0.00% |
| NETFLIX INC. 06.3750 05/15/2029 | 0.00% |
| OCCIDENTAL PETROLEUM COR 04.1000 02/01/2021 | 0.00% |
| PANTHER BF AGGREGA P/P 144A 06.2500 05/15/2026 | 0.00% |
| PENSKE AUTO GRP INC 05.7500 10/01/2022 | 0.00% |
| PENSKE AUTOMOTIVE GROUP 05.5000 05/15/2026 | 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% |
| PRECISION DRILL P/P 144A 07.1250 01/15/2026 | 0.00% |
| RESIDEO FUNDING INC P/P 144A 06.1250 11/01/2026 | 0.00% |
| RITE AID CORP P/P 144A 07.5000 07/01/2025 | 0.00% |
| SAMPO OYJ-A SHS SEDOL 5226038 | 0.00% |
| SEK/USD 06/17/2020 BANKAM | 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% |
| TRANSDIGM INC. 06.5000 07/15/2024 | 0.00% |
| TRANSOCEAN POSEIDON P/P 144A 06.8750 02/01/2027 | 0.00% |
| UNIVISION COMM P/P 144A 09.5000 05/01/2025 | 0.00% |
| USD/JPY PUT 108.00 20200622 BANKAM | 0.00% |
| USD/JPY PUT 108.00 20200622 CITI | 0.00% |
| USD/JPY PUT 108.00 20200622 GSFX | 0.00% |
| WESTERN DIGITAL CORPORATION 04.7500 02/15/2026 | 0.00% |
| WPX ENERGY INC 05.7500 06/01/2026 | 0.00% |
| YUM! BRANDS INC P/P 144A 04.7500 01/15/2030 | 0.00% |
| AES CORP/THE 04.5000 03/15/2023 | 0.00% |
| AES CORP/THE 05.1250 09/01/2027 | 0.00% |
| ALTRIA GROUP INC | 0.00% |
| AROUNDTOWN SA SEDOL BF0CK44 | 0.00% |
| AUD/USD 07/15/2020 WPAC | 0.00% |
| AUTOMATION TOOLING S P/P 144A 06.5000 06/15/2023 | 0.00% |
| BANK OF AMERICA CORP 01.5005 09/15/2026 | 0.00% |
| BANK OF MONTREAL USD 03.8030 12/15/2032 | 0.00% |
| BAUSCH HLTH COS INC P/P 144A 05.0000 01/30/2028 | 0.00% |
| BAUSCH HLTH COS INC P/P 144A 05.2500 01/30/2030 | 0.00% |
| BAUSCH HLTH COS INC P/P 144A 06.5000 03/15/2022 | 0.00% |
| BAUSCH HLTH COS INC P/P 144A 07.0000 01/15/2028 | 0.00% |
| 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% |
| CARNIVAL CORP P/P 144A 11.5000 04/01/2023 | 0.00% |
| CAS 2015-C02 1M2 04.4873 05/25/2025 | 0.00% |
| CENTENE CORP P/P 144A 05.3750 08/15/2026 | 0.00% |
| CENTENE ESCROW I CO P/P 144A 05.3750 06/01/2026 | 0.00% |
| CHS/COMMUNITY HEALTH P/P 144A 08.0000 03/15/2026 | 0.00% |
| CLEAN HARBORS INC P/P 144A 05.1250 07/15/2029 | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 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% |
| CORNERSTONE BUILDING P/P 144A 08.0000 04/15/2026 | 0.00% |
| CPG INTL TL L+375 05.9333 05/05/2024 | 0.00% |
| CREDIT ACCEPTANC 06.6250 03/15/2026 | 0.00% |
| CREDIT ACCEPTANC P/P 144A 05.1250 12/31/2024 | 0.00% |
| DXC TECHNOLOGY CO SEDOL BYXD7B3 | 0.00% |
| FNR 2007-53 SP 22.4134 06/25/2037 | 0.00% |
| FREEPORT-MCMORAN INC 05.4500 03/15/2043 | 0.00% |
| GAP INC/THE P/P 144A 08.6250 05/15/2025 | 0.00% |
| GATES GLOBAL TLB L+275 03.7500 03/31/2024 | 0.00% |
| GBP/USD 06/17/2020 GSFX | 0.00% |
| GBP/USD 06/17/2020 SSBT | 0.00% |
| GNMA GII30 BA7681 04.6250 06/20/2067 | 0.00% |
| HCA INC 03.5000 09/01/2030 | 0.00% |
| HOLLY PAR/FIN P/P 144A 05.0000 02/01/2028 | 0.00% |
| INTERNATIONAL LEASE FIN CORP 05.8750 08/15/2022 | 0.00% |
| IOS.FN30.400.10 R USL1M P 01/12/41 BC | 0.00% |
| IRON MOUNTAIN INC P/P 144A 05.2500 03/15/2028 | 0.00% |
| ISTAR INC. 05.2500 09/15/2022 | 0.00% |
| 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% |
| JELD-WEN INC P/P 144A 06.2500 05/15/2025 | 0.00% |
| JOSEPH T RYERSON & S P/P 144A 11.0000 05/15/2022 | 0.00% |
| JPMBB 2014-C19 XA IO 00.9046 04/15/2047 | 0.00% |
| KINDER MORGAN ENER PART 05.4000 09/01/2044 | 0.00% |
| L BRANDS INC 06.7500 07/01/2036 | 0.00% |
| LEVI STRAUSS & CO P/P 144A 05.0000 05/01/2025 | 0.00% |
| MAUSER PACKAGING SOL P/P 144A 05.5000 04/15/2024 | 0.00% |
| MBX.FN30.450.09 R USL1M P 01/12/40 BC | 0.00% |
| MBX.FN30.500.10 R USL1M P 01/12/41 CI | 0.00% |
| MERCER INTL INC USD 05.5000 01/15/2026 | 0.00% |
| MOOG INC P/P 144A 04.2500 12/15/2027 | 0.00% |
| NATIONAL AUSTRALIA BANK LTD SEDOL 6624608 | 0.00% |
| NATIONAL GRID PLC SEDOL BDR05C0 | 0.00% |
| NATIONSTAR MTG P/P 144A 06.0000 01/15/2027 | 0.00% |
| NRG ENERGY INC 05.7500 01/15/2028 | 0.00% |
| OCCIDENTAL PETROLEUM COR 04.8500 03/15/2021 | 0.00% |
| OSHKOSH CORP 03.1000 03/01/2030 | 0.00% |
| PENSKE AUTOMOTIVE GROUP 05.3750 12/01/2024 | 0.00% |
| PROLOGIS LP 02.1250 04/15/2027 | 0.00% |
| PRUDENTIAL FINANCIAL INC 05.6250 06/15/2043 | 0.00% |
| PUBLICIS GROUPE SEDOL 4380429 | 0.00% |
| REPUBLIC OF VENEZUELA REGS 08.2500 10/13/2024 | 0.00% |
| ROBERTSHAW TL 2L L+800 09.0000 02/28/2026 | 0.00% |
| RTL GROUP SEDOL B1BK209 | 0.00% |
| S&P GLOBAL INC 02.5000 12/01/2029 | 0.00% |
| SIRIUS XM RADIO INC. P/P 144A 05.5000 07/01/2029 | 0.00% |
| SPECTRUM BRANDS INC P/P 144A 05.0000 10/01/2029 | 0.00% |
| SPRINGLEAF FINANCE CORP 06.6250 01/15/2028 | 0.00% |
| SPRINGLEAF FINANCE CORP 07.1250 03/15/2026 | 0.00% |
| STACR 2018-HQA2 M2 02.7873 10/25/2048 | 0.00% |
| T-MOBILE USA INC 04.5000 02/01/2026 | 0.00% |
| T-MOBILE USA INC TLB L+300 04/01/2027 | 0.00% |
| TARGA RESOURCES PART 06.5000 07/15/2027 | 0.00% |
| TAYLOR MORRISON COMM P/P 144A 05.7500 01/15/2028 | 0.00% |
| TD AMERITRADE HOLDING CORP SEDOL 2983154 | 0.00% |
| TENET HEALTHCARE P/P 144A 06.2500 02/01/2027 | 0.00% |
| WFRBS 2011-C4 E P/P 144A 05.3901 06/15/2044 | 0.00% |
| ZAYO GROUP HLDG INC P/P 144A 06.1250 03/01/2028 | 0.00% |
| 0.40 R ISWP FWD US0003M P 06/17/2022 | 0.00% |
| ABC SUPPLY CO INC P/P 144A 05.8750 05/15/2026 | 0.00% |
| AIB GROUP PLC SEDOL BF0L353 | 0.00% |
| AIR MEDICAL MERGER S P/P 144A 06.3750 05/15/2023 | 0.00% |
| ALBERTSONS COS P/P 144A 04.8750 02/15/2030 | 0.00% |
| APACHE CORP 04.3750 10/15/2028 | 0.00% |
| APACHE CORP 05.1000 09/01/2040 | 0.00% |
| AUD/USD 07/15/2020 HSBCB | 0.00% |
| AUD/USD 07/15/2020 TDBK | 0.00% |
| AZRIELI GROUP LTD SEDOL B5MN1W0 | 0.00% |
| BANK OF AMERICA CORP 06.5000 10/29/2049 | 0.00% |
| BEACON ROOFING SUPPL P/P 144A 04.5000 11/15/2026 | 0.00% |
| BERRY GLOBAL INC P/P 144A 04.5000 02/15/2026 | 0.00% |
| BOYD GAMING CORP 06.3750 04/01/2026 | 0.00% |
| BP CAP MARKETS AMERICA 03.9370 09/21/2028 | 0.00% |
| BUCKEYE PARTNERS LP 05.8500 11/15/2043 | 0.00% |
| BUCKEYE PARTNERS LP P/P 144A 04.5000 03/01/2028 | 0.00% |
| CBRE SERVICES INC 05.2500 03/15/2025 | 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 05.1250 12/15/2022 | 0.00% |
| CIT GROUP INC. 05.0000 08/15/2022 | 0.00% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CS | 0.00% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CS | 0.00% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 ML | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 ML | 0.00% |
| CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 JP | 0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 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 MS | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | 0.00% |
| CNP ASSURANCES SEDOL 5543986 | 0.00% |
| COMM 2014-CR18 XA IO 01.1532 07/15/2047 | 0.00% |
| COMMSCOPE INC P/P 144A 05.5000 03/01/2024 | 0.00% |
| COMSTOCK RESOURCES 09.7500 08/15/2026 | 0.00% |
| CPG MERGER SUB LLC P/P 144A 08.0000 10/01/2021 | 0.00% |
| DELL INT / EMC P/P 144A 05.8500 07/15/2025 | 0.00% |
| DENBURY RESOURCES IN P/P 144A 09.0000 05/15/2021 | 0.00% |
| DEVON ENERGY CORPORATION 05.6000 07/15/2041 | 0.00% |
| ELDORADO RESORTS INC 07.0000 08/01/2023 | 0.00% |
| EQUINIX INC 05.8750 01/15/2026 | 0.00% |
| FEDEX CORP 02.6250 08/01/2022 | 0.00% |
| FHR 2990 LB 14.8652 06/15/2034 | 0.00% |
| FHR 3072 SM 04.2533 11/15/2035 | 0.00% |
| FHR 3249 PS 19.5888 12/15/2036 | 0.00% |
| FOX CORP - CLASS B SEDOL BJJMGY5 | 0.00% |
| GBP/USD 06/17/2020 BCAP-FX | 0.00% |
| GNMA GII30 BM4196 06.0000 04/20/2049 | 0.00% |
| GNMA GII30 BN1506 04.5000 05/20/2049 | 0.00% |
| GNR 2010-9 UI IO 05.0000 01/20/2040 | 0.00% |
| GNR 2012-141 WI IO 03.5000 11/20/2041 | 0.00% |
| GNR 2013-14 IO IO 03.5000 12/20/2042 | 0.00% |
| GSMS 2013-GC12 XA IO 01.5527 06/10/2046 | 0.00% |
| INCEPTION MRGR/RACK P/P 144A 08.6250 11/15/2024 | 0.00% |
| LABORATORY CRP OF AMER HLDGS SEDOL 2586122 | 0.00% |
| LBUBS 2008-C1 AM 06.2762 04/15/2041 | 0.00% |
| MASONITE INTL C P/P 144A 05.3750 02/01/2028 | 0.00% |
| MGM GROWTH/MGM FINANCE 04.5000 01/15/2028 | 0.00% |
| NABORS INDUSTRIES INC. 05.7500 02/01/2025 | 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% |
| NEWS CORP - CLASS A SEDOL BBGVT40 | 0.00% |
| NN GROUP NV SEDOL BNG8PQ9 | 0.00% |
| NZD/USD 07/15/2020 SSBT | 0.00% |
| NZD/USD 07/15/2020 UBS | 0.00% |
| OMIR 2018-1A M1 02.0373 07/25/2028 | 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% |
| POLYONE CORP P/P 144A 05.7500 05/15/2025 | 0.00% |
| REPUBLIC OF VENEZUELA REGS 09.0000 05/07/2023 | 0.00% |
| ROBERTSHAW US HOLDING L+325 04.2500 02/28/2025 | 0.00% |
| SCIENTIFIC GAMES P/P 144A 07.0000 05/15/2028 | 0.00% |
| SEK/USD 06/17/2020 CITI | 0.00% |
| SEK/USD 06/17/2020 GSFX | 0.00% |
| SPECTRUM BRANDS INC 06.1250 12/15/2024 | 0.00% |
| T-MOBILE USA INC. 04.0000 04/15/2022 | 0.00% |
| TARGA RESOURCES PART 06.8750 01/15/2029 | 0.00% |
| TENET HEALTHCARE P/P 144A 07.5000 04/01/2025 | 0.00% |
| TRANSOCEAN PONTUS LT P/P 144A 06.1250 08/01/2025 | 0.00% |
| USD/JPY PUT 106.00 20200701 BANKAM | 0.00% |
| WMG ACQUISITION CORP P/P 144A 05.5000 04/15/2026 | 0.00% |
| WPX ENERGY INC 04.5000 01/15/2030 | 0.00% |
| WYNN RESORTS FIN LLC P/P 144A 07.7500 04/15/2025 | 0.00% |
| 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% |
| ATHENE HOLDING LTD-CLASS A SEDOL BZ13MZ1 | 0.00% |
| BAYTEX ENERGY CORP P/P 144A 05.6250 06/01/2024 | 0.00% |
| BERRY GLOBAL INC 05.5000 05/15/2022 | 0.00% |
| BOMBARDIER INC P/P 144A 07.5000 12/01/2024 | 0.00% |
| BROOKFIELD RESID P/P 144A 04.8750 02/15/2030 | 0.00% |
| BUCKEYE PARTNERS LP 03.9500 12/01/2026 | 0.00% |
| CANADIAN UTILITIES LTD-A SEDOL 2172639 | 0.00% |
| CINEMARK USA INC 04.8750 06/01/2023 | 0.00% |
| CINEMARK USA INC P/P 144A 08.7500 05/01/2025 | 0.00% |
| CIT GROUP INC 05.0000 08/01/2023 | 0.00% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CS | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.00% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS | 0.00% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 CG | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 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% |
| COLORADO INTERSTATE GAS CO 06.8500 06/15/2037 | 0.00% |
| ELDORADO RESORTS INC 06.0000 09/15/2026 | 0.00% |
| EUR/CHF PUT 1.03 20200615 GSFX | 0.00% |
| FNR 2005-106 JC 18.6132 12/25/2035 | 0.00% |
| FNR 2006-62 PS 36.9765 07/25/2036 | 0.00% |
| FORD MOTOR CO SEDOL 2615468 | 0.00% |
| GBP/USD 06/17/2020 CSI-FX | 0.00% |
| GBP/USD 06/17/2020 TDBK | 0.00% |
| GETLINK SE SEDOL B292JQ9 | 0.00% |
| GNMA GII30 BJ9611 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 2015-124 NI IO 03.5000 06/20/2039 | 0.00% |
| H LUNDBECK A/S SEDOL 7085259 | 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% |
| INTERCONTINENTAL EXCHANGE IN SEDOL BFSSDS9 | 0.00% |
| IOS.FN30.400.09 R USL1M P 01/12/40 GS | 0.00% |
| JO-ANN STORES 2NDL L+925 10.2500 05/21/2024 | 0.00% |
| KYUSHU RAILWAY COMPANY SEDOL BD2BST6 | 0.00% |
| LAMB WESTON HOLDINGS P/P 144A 04.6250 11/01/2024 | 0.00% |
| LENNAR CORP 05.8750 11/15/2024 | 0.00% |
| MERCK & CO INC 02.9000 03/07/2024 | 0.00% |
| MOLINA HEALTHCARE IN P/P 144A 04.8750 06/15/2025 | 0.00% |
| NABORS IND LTD P/P 144A 07.2500 01/15/2026 | 0.00% |
| NABORS IND LTD P/P 144A 07.5000 01/15/2028 | 0.00% |
| NATIONSTAR MTG P/P 144A 09.1250 07/15/2026 | 0.00% |
| NEIMAN MARCUS TL L+600 07.5000 10/25/2023 | 0.00% |
| NRG ENERGY INC 06.6250 01/15/2027 | 0.00% |
| NZD/USD 07/15/2020 BCAP-FX | 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 04.0000 11/03/2023 | 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% |
| ROYAL BANK OF CANADA USD 02.8000 04/29/2022 | 0.00% |
| SEK/USD 06/17/2020 CSI-FX | 0.00% |
| SEK/USD 06/17/2020 UBS | 0.00% |
| SES SEDOL B00ZQQ2 | 0.00% |
| SGD/USD 05/20/2020 JPMCB | 0.00% |
| SM ENERGY CO 05.0000 01/15/2024 | 0.00% |
| SM ENERGY CO 06.1250 11/15/2022 | 0.00% |
| SM ENERGY CO 06.7500 09/15/2026 | 0.00% |
| SUBARU CORP SEDOL 6356406 | 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% |
| TRANSDIGM INC P/P 144A 08.0000 12/15/2025 | 0.00% |
| VAIL RESORTS INC P/P 144A 06.2500 05/15/2025 | 0.00% |
| VIPER ENERGY P/P 144A 05.3750 11/01/2027 | 0.00% |
| YUM! BRANDS INC P/P 144A 07.7500 04/01/2025 | 0.00% |
| ZAYO GROUP HLDG INC P/P 144A 04.0000 03/01/2027 | 0.00% |
| ALLEGHENY TECHNOLOGIES 05.8750 12/01/2027 | 0.00% |
| AUD/USD 07/15/2020 BANKAM | 0.00% |
| AUD/USD 07/15/2020 RBSF | 0.00% |
| BMIR 2017-1 M1 P/P 144A 02.1873 10/25/2027 | 0.00% |
| CAD/USD 07/15/2020 GSFX | 0.00% |
| CALIFORNIA RESOURC TL L+475 06.3633 12/31/2022 | 0.00% |
| CMB CMBX.NA.A.7 2047-01-17 200.0 01/17/2047 CG | 0.00% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CG | 0.00% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CG | 0.00% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 MS | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 MS | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 MS | 0.00% |
| CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 GS | 0.00% |
| CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 MS | 0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS | 0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 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 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 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 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-.10 2059-11-17 300.0 11/17/2059 JP | 0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 ML | 0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 MS | 0.00% |
| CONTINENTAL RESOURCES 05.0000 09/15/2022 | 0.00% |
| CVS PASS-THROUGH TRUST 06.0360 12/10/2028 | 0.00% |
| DKK/USD 06/17/2020 CITI | 0.00% |
| ENERGIZER HLDG INC P/P 144A 07.7500 01/15/2027 | 0.00% |
| FNMA FN30 BO0212 UMBS 04.5000 05/01/2049 | 0.00% |
| FNR 2005-75 GS 18.7883 08/25/2035 | 0.00% |
| FNR 2005-83 QP 16.1272 11/25/2034 | 0.00% |
| FNR 2007-14 KO PO 00.0000 03/25/2037 | 0.00% |
| GBP/USD 06/17/2020 RBSF | 0.00% |
| GBP/USD 06/17/2020 WPAC | 0.00% |
| GLENCORE PLC SEDOL B4T3BW6 | 0.00% |
| GNMA GII30 BN7073 04.5000 05/20/2049 | 0.00% |
| GNR 2019-78 SJ IO 05.3318 06/20/2049 | 0.00% |
| IOS.FN30.350.14 R USL1M P 01/12/45 CS | 0.00% |
| JO-ANN STORES TL L+500 06.0000 10/16/2023 | 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% |
| MERCER INTL INC USD 07.3750 01/15/2025 | 0.00% |
| MSC 2007-HQ11 C 05.5580 02/12/2044 | 0.00% |
| NOBLE HLDG INTL LTD P/P 144A 07.8750 02/01/2026 | 0.00% |
| NZD/USD 07/15/2020 BANKAM | 0.00% |
| NZD/USD 07/15/2020 CSI-FX | 0.00% |
| NZD/USD 07/15/2020 HSBCB | 0.00% |
| NZD/USD 07/15/2020 RBSF | 0.00% |
| NZD/USD 07/15/2020 TDBK | 0.00% |
| NZD/USD 07/15/2020 WPAC | 0.00% |
| OASIS PETROLEUM INC 06.8750 03/15/2022 | 0.00% |
| OASIS PETROLEUM INC P/P 144A 06.2500 05/01/2026 | 0.00% |
| PETROLEOS DE VEN P/P 144A 06.0000 11/15/2026 | 0.00% |
| PPL CAPITAL FUNDING INC 03.4000 06/01/2023 | 0.00% |
| REPSOL SA SEDOL 5669354 | 0.00% |
| REPUBLIC OF PERU USD 02.3920 01/23/2026 | 0.00% |
| SEK/USD 06/17/2020 BCAP-FX | 0.00% |
| SM ENERGY CO 06.6250 01/15/2027 | 0.00% |
| STACR 2019-DNA2 M2 02.9373 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% |
| THE SHERWIN-WILLIAMS COMPANY 02.7500 06/01/2022 | 0.00% |
| TITAN ACQ LTD P/P 144A 07.7500 04/15/2026 | 0.00% |
| TOWNSQUARE MEDIA INC P/P 144A 06.5000 04/01/2023 | 0.00% |
| TRANSDIGM INC 06.5000 05/15/2025 | 0.00% |
| TRANSOCEAN INC 07.5000 04/15/2031 | 0.00% |
| TRONOX INC P/P 144A 06.5000 05/01/2025 | 0.00% |
| USD/CHF PUT 0.94 20200605 GSFX | 0.00% |
| ADVANZ PHARMA CORP LTD SEDOL BG0RYR7 | 0.00% |
| AUD/USD 07/15/2020 JPMCB | 0.00% |
| BACM 2007-1 XW IO 00.4856 01/15/2049 | 0.00% |
| BSCMS 06-PW14 X1 IO P/P 144A 00.4966 12/11/2038 | 0.00% |
| CAD/USD 07/15/2020 CITI | 0.00% |
| CAD/USD 07/15/2020 HSBCB | 0.00% |
| CAD/USD 07/15/2020 RBSF | 0.00% |
| CAD/USD 07/15/2020 UBS | 0.00% |
| CAD/USD 07/15/2020 WPAC | 0.00% |
| CALIFORNIA RESOURCES P/P 144A 08.0000 12/15/2022 | 0.00% |
| CD 2007-CD4 XW IO P/P 144A 01.3810 12/11/2049 | 0.00% |
| CGCMT 2006-C5 XC IO P/P 144A 00.7208 10/15/2049 | 0.00% |
| CLEAR CHANNEL OUTDOOR HOLDIN SEDOL BJHVCH9 | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.00% |
| CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 CG | 0.00% |
| CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 CG | 0.00% |
| CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 MS | 0.00% |
| CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 MS | 0.00% |
| CMB CMBX.NA.BB.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.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 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 BA | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 GS | 0.00% |
| CSFB 2003-C3 AX IO P/P 144A 02.3865 05/15/2038 | 0.00% |
| CSMC 2007-C2 AX IO P/P 144A 00.0439 01/15/2049 | 0.00% |
| FHR 3117 AF 00.0000 02/15/2036 | 0.00% |
| FHR 3206 EO PO 00.0000 08/15/2036 | 0.00% |
| FHR 3326 WF 00.0000 10/15/2035 | 0.00% |
| FHR 3391 PO PO 00.0000 04/15/2037 | 0.00% |
| FIRSTENERGY CORP 03.9000 07/15/2027 | 0.00% |
| FIRSTENERGY CORP 04.8500 07/15/2047 | 0.00% |
| FNR 2006-125 OX PO 00.0000 01/25/2037 | 0.00% |
| FNR 2006-46 OC PO 00.0000 06/25/2036 | 0.00% |
| FNR 2006-84 OT PO 00.0000 09/25/2036 | 0.00% |
| GECMC 2007-C1 XC IO P/P 144A 00.2608 12/10/2049 | 0.00% |
| GNR 2006-36 OD PO 00.0000 07/16/2036 | 0.00% |
| GNR 2010-9 QI IO 04.5000 01/20/2040 | 0.00% |
| 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 GSFX | 0.00% |
| HKD/USD 05/20/2020 HSBCB | 0.00% |
| HKD/USD 05/20/2020 RBSF | 0.00% |
| HKD/USD 05/20/2020 TDBK | 0.00% |
| HKD/USD 05/20/2020 UBS | 0.00% |
| IHEARTMEDIA INC - CLASS A SEDOL BJVR9Y9 | 0.00% |
| INTELSAT JACKSON HLD P/P 144A 08.0000 02/15/2024 | 0.00% |
| IOS.FN30.350.12 R USL1M P 01/12/43 BC | 0.00% |
| IOS.FN30.400.10 R USL1M P 01/12/41 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 00.3200 09/12/2037 | 0.00% |
| JPMCC 2006-LDP8 X IO 00.2892 05/15/2045 | 0.00% |
| JPMCC 2007-LDPX X IO 00.1279 01/15/2049 | 0.00% |
| JPY/USD 05/20/2020 CITI | 0.00% |
| JPY/USD 05/20/2020 SSBT | 0.00% |
| JPY/USD 05/20/2020 UBS | 0.00% |
| LBUBS 2005-C7 XCL IO P/P 144A 00.4985 11/15/2040 | 0.00% |
| LBUBS 2007-C2 XW IO 00.3586 02/15/2040 | 0.00% |
| MEZZ 2006-C4 X IO P/P 144A 07.2328 07/15/2045 | 0.00% |
| MEZZ 2007-C5 X IO P/P 144A 06.2101 12/15/2049 | 0.00% |
| MWO HOLDINGS LLC | 0.00% |
| NOBLE HOLDING INTL LTD USD 07.7500 01/15/2024 | 0.00% |
| NZD/USD 07/15/2020 JPMCB | 0.00% |
| OASIS PETROLEUM INC CV 02.6250 09/15/2023 | 0.00% |
| PARTY CITY HLDG INC P/P 144A 06.1250 08/15/2023 | 0.00% |
| PETROLEOS DE VENEZUELA S REGS 05.3750 04/12/2027 | 0.00% |
| REPUBLIC OF VENEZUELA REGS 07.6500 04/21/2025 | 0.00% |
| TERVITA CORP SEDOL BD1DCC4 | 0.00% |
| TEXAS COHLD TCEH ESCROW 11.5000 10/01/2020 | 0.00% |
| TIAAC 2003-1A E 144A 08.0000 12/28/2038 | 0.00% |
| TXU TCEH RIGHTS | 0.00% |
| USD/CHF PUT 0.91 20200605 CITI | 0.00% |
| VALARIS PLC USD 07.7500 02/01/2026 | 0.00% |
| WBCMT 2006-C29 IO IO 00.4592 11/15/2048 | 0.00% |
| AUD/USD 07/15/2020 CSI-FX | -0.00% |
| AUD/USD PUT 0.59 20200715 GSFX | -0.00% |
| CAD/USD 07/15/2020 CSI-FX | -0.00% |
| CAD/USD 07/15/2020 JPMCB | -0.00% |
| CAD/USD 07/15/2020 TDBK | -0.00% |
| CHF/USD 06/17/2020 CITI | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 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 JP | -0.00% |
| CMB CMBX.NA.A.7 2047-01-17 200.0 01/17/2047 JP | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 BA | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 BA | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 BC | -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% |
| EUR/CHF PUT 1.00 20200615 GSFX | -0.00% |
| EUR/USD 06/17/2020 BCAP-FX | -0.00% |
| EUR/USD 06/17/2020 GSFX | -0.00% |
| EUR/USD 06/17/2020 TDBK | -0.00% |
| EUR/USD 06/17/2020 WPAC | -0.00% |
| GBP/USD 06/17/2020 UBS | -0.00% |
| HKD/USD 05/20/2020 SSBT | -0.00% |
| 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 JPMCB | -0.00% |
| JPY/USD 05/20/2020 WPAC | -0.00% |
| MBX.FN30.600.08 P USL1M R 01/12/39 BC | -0.00% |
| MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.00% |
| MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.00% |
| USD/JPY PUT 102.00 20200701 BANKAM | -0.00% |
| CAD/USD 07/15/2020 BANKAM | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | -0.00% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 MS | -0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| EUR/USD 06/17/2020 CITI | -0.00% |
| EUR/USD 06/17/2020 CSI-FX | -0.00% |
| EUR/USD 06/17/2020 RBSF | -0.00% |
| GBP/USD 06/17/2020 JPMCB | -0.00% |
| JPY/USD 05/20/2020 HSBCB | -0.00% |
| NOK/USD 06/17/2020 TDBK | -0.00% |
| NOK/USD 06/17/2020 UBS | -0.00% |
| NZD/USD 07/15/2020 CITI | -0.00% |
| NZD/USD 07/15/2020 GSFX | -0.00% |
| USD/JPY PUT 105.00 20200622 BANKAM | -0.00% |
| USD/JPY PUT 105.00 20200622 CITI | -0.00% |
| USD/JPY PUT 105.00 20200622 GSFX | -0.00% |
| CAD/USD 07/15/2020 SSBT | -0.00% |
| CHF/USD 06/17/2020 GSFX | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 JP | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.00% |
| JPY/USD 05/20/2020 GSFX | -0.00% |
| NOK/USD 06/17/2020 BANKAM | -0.00% |
| CHF/USD 06/17/2020 JPMCB | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.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% |
| IOS.FN30.400.10 P USL1M R 01/12/41 JP | -0.00% |
| NOK/USD 06/17/2020 CITI | -0.00% |
| EUR/USD 06/17/2020 BANKAM | -0.00% |
| EUR/USD 06/17/2020 UBS | -0.00% |
| 0.85 R ISWP FWD US0003M P 06/17/2030 | -0.01% |
| EUR/USD 06/17/2020 HSBCB | -0.01% |
| GBP/USD 06/17/2020 HSBCB | -0.01% |
| NOK/USD 06/17/2020 RBSF | -0.01% |
| NOK/USD 06/17/2020 SSBT | -0.01% |
| AUD/USD 07/15/2020 SSBT | -0.01% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 CG | -0.01% |
| NOK/USD 06/17/2020 HSBCB | -0.01% |
| AUD/USD 07/15/2020 UBS | -0.01% |
| EUR/USD 06/17/2020 SSBT | -0.01% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 MS | -0.01% |
| EUR/USD 06/17/2020 JPMCB | -0.01% |
| MBX.FN30.650.67 P USL1M R 01/12/38 BC | -0.01% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 CS | -0.01% |
| JPY/USD 05/20/2020 BCAP-FX | -0.01% |
| MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.01% |
| NOK/USD 06/17/2020 CSI-FX | -0.01% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CG | -0.01% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CS | -0.02% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.02% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS | -0.02% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP | -0.02% |
| NOK/USD 06/17/2020 JPMCB | -0.02% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 JP | -0.03% |
| 0.65 R ISWP FWD US0003M P 06/17/2025 | -0.03% |
| NOK/USD 06/17/2020 GSFX | -0.05% |
| CDX CDX.NA.HY.34 500.0 06/20/2025 | -0.06% |
| US 2YR NOTE (CBT) JUN20 TUM0 | -0.07% |
| FNMA FN30 TBA UMBS 03.0000 05/01/2050 | -0.13% |
| FNMA FN30 TBA UMBS 03.5000 05/01/2050 | -0.21% |
| RU10INTR P US0003M R 11/25/20 CI | -0.34% |
| RU10INTR P US0003M R 11/25/20 CI | -2.74% |
| US 10YR ULTRA FUT JUN20 UXYM0 | -2.90% |
| GSGLPWDS P US0001M R 12/15/25 GS | -5.28% |
| US 2YR NOTE (CBT) JUN20 TUM0 | 5.76% |
|---|---|
| GSGLPWDL R US0001M P 12/15/25 GS | 5.55% |
| US 5YR NOTE (CBT) JUN20 FVM0 | 5.51% |
| GNMA GII30 TBA 03.5000 04/01/2050 | 3.65% |
| E-MINI RUSS 2000 JUN20 RTYM0 | 3.34% |
| US ULTRA BOND CBT JUN20 WNM0 | 3.03% |
| CGPUTQL2 R US0003M P 11/25/20 CI | 2.90% |
| FNMA FN30 TBA UMBS 02.5000 04/01/2050 | 2.52% |
| APPLE INC SEDOL 2046251 | 2.42% |
| AMAZON.COM INC SEDOL 2000019 | 2.18% |
| US 10YR NOTE (CBT)JUN20 TYM0 | 1.90% |
| FNMA FN30 TBA UMBS 04.0000 04/01/2050 | 1.78% |
| ALPHABET INC-CL A SEDOL BYVY8G0 | 1.68% |
| FHLMC FR30 ZS4750 UMBS 03.0000 01/01/2048 | 1.59% |
| MICROSOFT CORP SEDOL 2588173 | 1.53% |
| FNMA FN15 TBA UMBS 03.0000 04/01/2035 | 1.30% |
| JPMORGAN CHASE & CO SEDOL 2190385 | 1.15% |
| US LONG BOND(CBT) JUN20 USM0 | 1.11% |
| VERIZON COMMUNICATIONS INC SEDOL 2090571 | 1.11% |
| PROCTER & GAMBLE CO/THE SEDOL 2704407 | 1.08% |
| ADOBE INC SEDOL 2008154 | 1.04% |
| CISCO SYSTEMS INC SEDOL 2198163 | 1.00% |
| FNMA FN30 MA3563 UMBS 04.0000 01/01/2049 | 1.00% |
| PAYPAL HOLDINGS INC SEDOL BYW36M8 | 0.90% |
| ORACLE CORP SEDOL 2661568 | 0.89% |
| FNMA FN30 FM1741 UMBS 04.0000 04/01/2049 | 0.87% |
| QUALCOMM INC SEDOL 2714923 | 0.78% |
| COCA-COLA CO/THE SEDOL 2206657 | 0.76% |
| CHEVRON CORP | 0.74% |
| JOHNSON & JOHNSON SEDOL 2475833 | 0.72% |
| COMCAST CORP-CLASS A SEDOL 2044545 | 0.70% |
| LIBERTY STREET FUNDING LLC 53127TDE0 DCP 04/14/2020 | 0.68% |
| MEDTRONIC PLC SEDOL BTN1Y11 | 0.67% |
| CITIGROUP INC SEDOL 2297907 | 0.64% |
| CHARIOT FUNDING LLC 15963TDD8 DCP 04/13/2020 | 0.64% |
| BARCLAYS BANK PLC CCP 06742VDR9 DCP 05/08/2020 | 0.64% |
| THUNDER BAY FUNDING LLC 88603HCA4 DCP 05/26/2020 | 0.64% |
| PEPSICO INC SEDOL 2681511 | 0.60% |
| MERCK & CO. INC. SEDOL 2778844 | 0.59% |
| LOCKHEED MARTIN CORP SEDOL 2522096 | 0.56% |
| AMGEN INC SEDOL 2023607 | 0.55% |
| FNMA FN30 TBA UMBS 06.0000 04/01/2050 | 0.52% |
| INTUIT INC SEDOL 2459020 | 0.52% |
| ALPINE SECURITIZATION LLC 02088WES5 DCP 05/26/2020 | 0.51% |
| HONEYWELL INTERNATIONAL INC SEDOL 2020459 | 0.49% |
| NORTHROP GRUMMAN CORP SEDOL 2648806 | 0.48% |
| MONDELEZ INTERNATIONAL INC-A SEDOL B8CKK03 | 0.46% |
| STARBUCKS CORP SEDOL 2842255 | 0.45% |
| REGENCY MARKETS NO. 1 LLC 7588R0D87 DCP 04/08/2020 | 0.43% |
| SUMITOMO MITSUI TRUST BANK LI 86563GEC2 DCP 05/12/2020 | 0.43% |
| ACTIVISION BLIZZARD INC SEDOL 2575818 | 0.42% |
| ABBOTT LABORATORIES SEDOL 2002305 | 0.42% |
| FNMA FN30 MA2737 UMBS 03.0000 09/01/2046 | 0.40% |
| S&P GLOBAL INC SEDOL BYV2325 | 0.40% |
| BOOKING HOLDINGS INC SEDOL BDRXDB4 | 0.40% |
| FNMA FN30 BM5024 UMBS 03.0000 11/01/2048 | 0.36% |
| BIOGEN INC SEDOL 2455965 | 0.35% |
| EXELON CORP SEDOL 2670519 | 0.34% |
| FNMA FN30 AL9859 UMBS 03.0000 03/01/2047 | 0.34% |
| DANAHER CORP SEDOL 2250870 | 0.33% |
| CROWN CASTLE INTL CORP SEDOL BTGQCX1 | 0.32% |
| VEEVA SYSTEMS INC-CLASS A SEDOL BFH3N85 | 0.32% |
| EDWARDS LIFESCIENCES CORP SEDOL 2567116 | 0.31% |
| EBAY INC SEDOL 2293819 | 0.30% |
| MORGAN STANLEY | 0.30% |
| UNION PACIFIC CORP SEDOL 2914734 | 0.30% |
| TREASURY BILL 00.0000 09/10/2020 | 0.30% |
| MCKESSON CORP SEDOL 2378534 | 0.29% |
| WASTE MANAGEMENT INC SEDOL 2937667 | 0.29% |
| LOWES COMPANIES INC | 0.29% |
| TREASURY BILL 00.0000 06/25/2020 | 0.28% |
| GILEAD SCIENCES INC SEDOL 2369174 | 0.28% |
| METLIFE INC SEDOL 2573209 | 0.28% |
| EQUINIX INC SEDOL BVLZX12 | 0.27% |
| BRISTOL-MYERS SQUIBB CO SEDOL 2126335 | 0.27% |
| TREASURY BILL 00.0000 08/13/2020 | 0.26% |
| CUMMINS INC SEDOL 2240202 | 0.26% |
| TREASURY BILL 00.0000 05/21/2020 | 0.26% |
| AUTODESK INC SEDOL 2065159 | 0.26% |
| ROCHE HOLDING AG-GENUSSCHEIN SEDOL 7110388 | 0.26% |
| PFIZER INC SEDOL 2684703 | 0.25% |
| BROADCOM INC SEDOL BDZ78H9 | 0.24% |
| KINDER MORGAN INC SEDOL B3NQ4P8 | 0.24% |
| HERSHEY CO/THE SEDOL 2422806 | 0.24% |
| DELTA AIR LINES INC SEDOL B1W9D46 | 0.23% |
| AMERICAN ELECTRIC POWER SEDOL 2026242 | 0.22% |
| FORTINET INC SEDOL B5B2106 | 0.22% |
| TARGET CORP SEDOL 2259101 | 0.22% |
| TRANE TECHNOLOGIES PLC SEDOL BK9ZQ96 | 0.22% |
| ALLERGAN PLC SEDOL BY9D546 | 0.21% |
| FACEBOOK INC-CLASS A SEDOL B7TL820 | 0.21% |
| VERIZON COMM 04.3290 09/21/2028 | 0.20% |
| CADENCE DESIGN SYS INC SEDOL 2302232 | 0.20% |
| ALLSTATE CORP SEDOL 2019952 | 0.20% |
| WILLIAMS COS INC SEDOL 2967181 | 0.20% |
| LEIDOS HOLDINGS INC SEDOL BDV82B8 | 0.20% |
| PHILLIPS 66 SEDOL B78C4Y8 | 0.20% |
| NOVARTIS AG-REG SEDOL 7103065 | 0.19% |
| HILTON WORLDWIDE HOLDINGS IN SEDOL BYVMW06 | 0.19% |
| KLA CORP SEDOL 2480138 | 0.19% |
| NESTLE SA-REG SEDOL 7123870 | 0.18% |
| SYNOPSYS INC SEDOL 2867719 | 0.18% |
| AMERIPRISE FINANCIAL INC SEDOL B0J7D57 | 0.17% |
| JOHNSON CONTROLS INTERNATION SEDOL BY7QL61 | 0.17% |
| ROYAL DUTCH SHELL PLC-B SHS SEDOL B03MM40 | 0.17% |
| ATLASSIAN CORP PLC-CLASS A SEDOL BZ09BD1 | 0.16% |
| EVERGY INC SEDOL BFMXGR0 | 0.16% |
| FNMA FN30 BJ9256 UMBS 04.0000 06/01/2048 | 0.16% |
| ABBVIE INC P/P 144A 03.2000 11/21/2029 | 0.16% |
| CAPITAL ONE FINANCIAL CORP SEDOL 2654461 | 0.16% |
| ZIMMER BIOMET HOLDINGS INC SEDOL 2783815 | 0.16% |
| PUBLIC SERVICE ENTERPRISE GP SEDOL 2707677 | 0.16% |
| GOLDMAN SACHS GROUP INC SEDOL 2407966 | 0.16% |
| LAM RESEARCH CORP SEDOL 2502247 | 0.16% |
| AT&T INC SEDOL 2831811 | 0.16% |
| E*TRADE FINANCIAL CORPORATION | 0.16% |
| TREASURY BILL 00.0000 07/23/2020 | 0.15% |
| JP MORGAN CHASE BANK NA 03.0860 04/26/2021 | 0.15% |
| CDX CDX.NA.HY.34 500.0 06/20/2025 | 0.15% |
| JPMORGAN CHASE & CO 03.9640 11/15/2048 | 0.15% |
| NOVO NORDISK A/S-B SEDOL BHC8X90 | 0.15% |
| AGILENT TECHNOLOGIES INC SEDOL 2520153 | 0.14% |
| CITIGROUP INC 03.6680 07/24/2028 | 0.14% |
| MORGAN STANLEY 03.6250 01/20/2027 | 0.14% |
| TREASURY BILL 00.0000 07/09/2020 | 0.14% |
| JPMORGAN CHASE & CO 03.6250 12/01/2027 | 0.14% |
| ENTERGY CORP SEDOL 2317087 | 0.14% |
| ABBVIE INC SEDOL B92SR70 | 0.14% |
| EXXON MOBIL CORPORATION 02.2220 03/01/2021 | 0.14% |
| DTE ENERGY COMPANY SEDOL 2280220 | 0.13% |
| EXPEDIA GROUP INC SEDOL B748CK2 | 0.13% |
| SYSCO CORP SEDOL 2868165 | 0.13% |
| ALTICE USA INC- A SEDOL BDRY7P9 | 0.13% |
| SYNCHRONY FINANCIAL SEDOL BP96PS6 | 0.12% |
| ZOETIS INC SEDOL B95WG16 | 0.12% |
| SONY CORP SEDOL 6821506 | 0.12% |
| ESSEX PROPERTY TRUST INC SEDOL 2316619 | 0.12% |
| AMETEK INC SEDOL 2089212 | 0.12% |
| GOLDMAN SACHS GROUP INC 03.8500 01/26/2027 | 0.12% |
| HARTFORD FINANCIAL SVCS GRP SEDOL 2476193 | 0.12% |
| TREASURY BILL 00.0000 08/20/2020 | 0.12% |
| ALLIANZ SE-REG SEDOL 5231485 | 0.12% |
| AES CORP SEDOL 2002479 | 0.12% |
| BANK OF AMERICA CORP 03.2480 10/21/2027 | 0.12% |
| FNMA FN30 AS7003 UMBS 03.0000 04/01/2046 | 0.12% |
| THERMO FISHER SCIENTIFIC INC SEDOL 2886907 | 0.12% |
| STACR 2016-DNA2 M3 05.5966 10/25/2028 | 0.12% |
| UBS GROUP AG P/P 144A 03.4910 05/23/2023 | 0.12% |
| VISTRA ENERGY CORP SEDOL BZ8VJQ8 | 0.12% |
| AT&T INC 04.1000 02/15/2028 | 0.11% |
| 2.00 R ISWP FWD US0003M P 03/18/2050 | 0.11% |
| FNMA FN30 BC2733 UMBS 03.0000 05/01/2046 | 0.11% |
| ENEL SPA SEDOL 7144569 | 0.11% |
| PULTEGROUP INC SEDOL 2708841 | 0.11% |
| GOLDMAN SACHS GROUP INC 02.6000 12/27/2020 | 0.11% |
| SALESFORCE.COM INC 03.7000 04/11/2028 | 0.11% |
| VERISK ANALYTICS INC SEDOL B4P9W92 | 0.11% |
| CVS HEALTH CORP 04.7800 03/25/2038 | 0.11% |
| L OREAL SEDOL 4057808 | 0.11% |
| NINTENDO CO LTD SEDOL 6639550 | 0.11% |
| PINNACLE WEST CAPITAL SEDOL 2048804 | 0.11% |
| TREASURY BILL 00.0000 09/03/2020 | 0.11% |
| KDDI CORP SEDOL 6248990 | 0.11% |
| DEUTSCHE POST AG-REG SEDOL 4617859 | 0.11% |
| DEUTSCHE TELEKOM AG-REG SEDOL 5842359 | 0.11% |
| DISCOVER FINANCIAL SERVICES SEDOL B1YLC43 | 0.11% |
| HERMES INTERNATIONAL SEDOL 5253973 | 0.11% |
| IHS MARKIT LTD P/P 144A 04.7500 02/15/2025 | 0.11% |
| INTERPUBLIC GROUP COS 04.6500 10/01/2028 | 0.10% |
| ASTELLAS PHARMA INC SEDOL 6985383 | 0.10% |
| KONINKLIJKE AHOLD DELHAIZE N SEDOL BD0Q398 | 0.10% |
| BOOZ ALLEN HAMILTON HOLDINGS SEDOL B5367T7 | 0.10% |
| CF INDUSTRIES HOLDINGS INC SEDOL B0G4K50 | 0.10% |
| FNMA FN30 AS8056 UMBS 03.0000 10/01/2046 | 0.10% |
| KERING SEDOL 5505072 | 0.10% |
| ITOCHU CORP SEDOL 6467803 | 0.10% |
| REPUBLIC OF INDONESIA REGS 04.7500 01/08/2026 | 0.10% |
| REPUBLIC SERVICES INC SEDOL 2262530 | 0.10% |
| RIO TINTO PLC SEDOL 0718875 | 0.10% |
| UNITED AIRLINES HOLDINGS INC SEDOL B4QG225 | 0.10% |
| AVALONBAY COMMUNITIES INC SEDOL 2131179 | 0.10% |
| DBUBS 2011-LC3A D P/P 144A 05.3348 08/10/2044 | 0.10% |
| DOVER CORP SEDOL 2278407 | 0.10% |
| TREASURY BILL 00.0000 08/06/2020 | 0.10% |
| AT&T INC. 03.8000 02/15/2027 | 0.10% |
| BF0101 03.5000 06/01/2056 | 0.10% |
| MICROSOFT CORP 02.4000 08/08/2026 | 0.10% |
| INDUSTRIA DE DISENO TEXTIL SEDOL BP9DL90 | 0.10% |
| EQUITY RESIDENTIAL TR REIT | 0.10% |
| DUKE REALTY CORP SEDOL 2284084 | 0.10% |
| FAIRFAX FINL HLDGS USD 04.8500 04/17/2028 | 0.10% |
| BANK OF AMERICA CORP 06.1100 01/29/2037 | 0.09% |
| CENTERPOINT ENERGY INC SEDOL 2440637 | 0.09% |
| MICROSOFT CORP 03.7000 08/08/2046 | 0.09% |
| SANDVIK AB SEDOL B1VQ252 | 0.09% |
| APPLE INC 04.2500 02/09/2047 | 0.09% |
| CAS 2016-C02 1M2 06.9466 09/25/2028 | 0.09% |
| HOYA CORP SEDOL 6441506 | 0.09% |
| TORONTO-DOMINION BANK USD 01.9000 12/01/2022 | 0.09% |
| WELLS FARGO & COMPANY 02.6000 07/22/2020 | 0.09% |
| ESSITY AKTIEBOLAG-B SEDOL BF1K7P7 | 0.09% |
| FEDERATIVE REP OF BRAZIL USD 04.6250 01/13/2028 | 0.09% |
| FIFTH THIRD BANCORP SEDOL 2336747 | 0.09% |
| PETROBRAS GLOBAL FINANCE USD 06.2500 03/17/2024 | 0.09% |
| TREASURY BILL 00.0000 04/28/2020 | 0.09% |
| WOLTERS KLUWER SEDOL 5671519 | 0.09% |
| ALPHABET INC 03.6250 05/19/2021 | 0.09% |
| INVITATION HOMES INC SEDOL BD81GW9 | 0.09% |
| US BANK NA CINCINNATI 03.1500 04/26/2021 | 0.09% |
| WEST PHARMACEUTICAL SERVICES SEDOL 2950482 | 0.09% |
| HOLOGIC INC SEDOL 2433530 | 0.09% |
| SPST 2019-3 A 01.6285 06/24/2020 | 0.09% |
| SUMITOMO MITSUI FINANCIAL GR SEDOL 6563024 | 0.09% |
| UNITED MEXICAN STATES USD 05.5500 01/21/2045 | 0.09% |
| MICROSOFT CORP 01.5500 08/08/2021 | 0.09% |
| TELEFONICA EMISIONES SAU USD 04.8950 03/06/2048 | 0.09% |
| TREASURY BILL 00.0000 04/21/2020 | 0.09% |
| CBRE GROUP INC - A SEDOL B6WVMH3 | 0.09% |
| SPST 2019-7 A 01.6285 09/24/2020 | 0.09% |
| HD SUPPLY HOLDINGS INC SEDOL BBL5981 | 0.08% |
| HITACHI LTD SEDOL 6429104 | 0.08% |
| PARTNERS GROUP HOLDING AG SEDOL B119QG0 | 0.08% |
| AGNC INVESTMENT CORP SEDOL BYYHJL8 | 0.08% |
| GARMIN LTD SEDOL B3Z5T14 | 0.08% |
| SPST 2019-11 A 01.6785 10/24/2020 | 0.08% |
| TELEDYNE TECHNOLOGIES INC SEDOL 2503477 | 0.08% |
| WALMART INC SEDOL 2936921 | 0.08% |
| ANGLO AMER PLC SEDOL B1XZS82 | 0.08% |
| WESFARMERS LTD SEDOL 6948836 | 0.08% |
| CAS 2016-C01 1M2 07.6966 08/25/2028 | 0.08% |
| DAIKIN INDUSTRIES LTD SEDOL 6250724 | 0.08% |
| ORACLE CORP 04.0000 11/15/2047 | 0.08% |
| SHIONOGI & CO LTD SEDOL 6804682 | 0.08% |
| BRISTOL-MYERS P/P 144A 02.9000 07/26/2024 | 0.08% |
| CIT GROUP INC. 05.2500 03/07/2025 | 0.08% |
| LEGAL & GENERAL GROUP PLC SEDOL 0560399 | 0.08% |
| WH GROUP LTD SEDOL BLLHKZ1 | 0.08% |
| DIAMOND 1 FIN/DIAM P/P 144A 06.0200 06/15/2026 | 0.08% |
| FAIR ISAAC CORP SEDOL 2330299 | 0.08% |
| NOVARTIS CAPITAL CORP 04.0000 11/20/2045 | 0.08% |
| MITSUBISHI UFJ FIN GRP USD 03.5350 07/26/2021 | 0.08% |
| UNITEDHEALTH GROUP INC 03.8500 06/15/2028 | 0.08% |
| WFRBS 2011-C2 D P/P 144A 05.6626 02/15/2044 | 0.08% |
| BNP PARIBAS SEDOL 7309681 | 0.08% |
| EASTMAN CHEMICAL CO SEDOL 2298386 | 0.08% |
| FERGUSON PLC SEDOL BJVNSS4 | 0.08% |
| SPST 2020-2 A 01.7549 03/26/2021 | 0.08% |
| AVIVA PLC SEDOL 0216238 | 0.08% |
| DENTSPLY SIRONA INC SEDOL BYNPPC6 | 0.08% |
| ANZ NEW ZEALAND INT P/P 144A 02.8750 01/25/2022 | 0.07% |
| AVERY DENNISON CORP SEDOL 2066408 | 0.07% |
| CHARTER COMM OPT LLC 06.4840 10/23/2045 | 0.07% |
| AMAZON.COM INC 03.1500 08/22/2027 | 0.07% |
| CARLSBERG AS-B SEDOL 4169219 | 0.07% |
| ECOLAB INC 02.7000 11/01/2026 | 0.07% |
| MRAIT 2020-2 A 02.7311 10/22/2020 | 0.07% |
| STEEL DYNAMICS INC SEDOL 2849472 | 0.07% |
| COMMONWEALTH BK AUST P/P 144A 02.2000 11/09/2020 | 0.07% |
| BANCO BILBAO VIZCAYA ARGENTA SEDOL 5501906 | 0.07% |
| BERRY GLOBAL GROUP INC SEDOL B8BR3H3 | 0.07% |
| FNMA FN30 AS7154 UMBS 03.0000 05/01/2046 | 0.07% |
| ALLY FINANCIAL INC SEDOL B72XK05 | 0.07% |
| COMPASS GROUP PLC SEDOL BD6K457 | 0.07% |
| MGM RESORTS INTERNATIONAL SEDOL 2547419 | 0.07% |
| MWST 2019-1 A 01.7466 06/25/2052 | 0.07% |
| DNB BANK ASA P/P 144A 02.1500 12/02/2022 | 0.07% |
| GNMA GN30 BA5049 04.5000 05/15/2047 | 0.07% |
| NIPPON TELEGRAPH & TELEPHONE SEDOL 6641373 | 0.07% |
| SHIN-ETSU CHEMICAL CO LTD SEDOL 6804585 | 0.07% |
| UNITED MEXICAN STATES USD 03.2500 04/16/2030 | 0.07% |
| AMERICAN TOWER CORP 03.1250 01/15/2027 | 0.07% |
| COVESTRO AG SEDOL BYTBWY9 | 0.07% |
| FHLMC FR30 ZS4703 UMBS 03.0000 02/01/2047 | 0.07% |
| FNMA FN30 BM1172 UMBS 03.0000 03/01/2047 | 0.07% |
| HILL-ROM HOLDINGS INC SEDOL 2425924 | 0.07% |
| SHELL INTERNATIONAL FIN USD 02.1250 05/11/2020 | 0.07% |
| BOSTON PROPERTIES INC SEDOL 2019479 | 0.07% |
| CROWN HOLDINGS INC | 0.07% |
| FNMA FN40 BF0171 UMBS 04.0000 01/01/2057 | 0.07% |
| NATIONAL AUSTRALIA BK/NY 02.1250 05/22/2020 | 0.07% |
| PEUGEOT SA SEDOL 7103526 | 0.07% |
| AIR LEASE CORP 03.2500 10/01/2029 | 0.07% |
| AVALARA INC SEDOL BZ1NVP4 | 0.07% |
| DANSKE BANK A/S P/P 144A 02.7000 03/02/2022 | 0.07% |
| GOLDMAN SACHS GROUP INC 04.2230 05/01/2029 | 0.07% |
| VEREIT INC SEDOL BYVVTJ1 | 0.07% |
| CHEMED CORP SEDOL 2190084 | 0.06% |
| HEICO CORP SEDOL 2419217 | 0.06% |
| LINCOLN NATIONAL CORP SEDOL 2516378 | 0.06% |
| SUN COMMUNITIES INC SEDOL 2860257 | 0.06% |
| BALL CORP SEDOL 2073022 | 0.06% |
| CK ASSET HOLDINGS LTD SEDOL BYZQ077 | 0.06% |
| UBS AG LONDON P/P 144A 02.2000 06/08/2020 | 0.06% |
| BERKSHIRE HATHAWAY FIN 04.2500 01/15/2021 | 0.06% |
| NTT DOCOMO INC SEDOL 6129277 | 0.06% |
| SIRIUS XM RADIO INC P/P 144A 05.0000 08/01/2027 | 0.06% |
| XEROX HOLDINGS CORP SEDOL BJJD5G3 | 0.06% |
| ALLISON TRANSMISSION HOLDING SEDOL B4PZ892 | 0.06% |
| ORIX CORP SEDOL 6661144 | 0.06% |
| TREASURY BILL 00.0000 05/05/2020 | 0.06% |
| ASPEN TECHNOLOGY INC SEDOL 2051868 | 0.06% |
| BROADCOM CRP / CAYM 03.5000 01/15/2028 | 0.06% |
| DUPONT DE NEMOURS INC SEDOL BK0VN47 | 0.06% |
| FNMA FN30 AS8074 UMBS 03.0000 10/01/2046 | 0.06% |
| VIACOMCBS INC 04.2000 06/01/2029 | 0.06% |
| ENTERPRISE PRODUCTS OPER 04.2500 02/15/2048 | 0.06% |
| MICROCHIP TECH INC 04.3330 06/01/2023 | 0.06% |
| VORNADO REALTY TRUST SEDOL 2933632 | 0.06% |
| JPMORGAN CHASE & CO 04.6000 01/23/2050 | 0.06% |
| WFRBS 2013-C18 AS 04.3870 12/15/2046 | 0.06% |
| COSTAR GROUP INC SEDOL 2262864 | 0.06% |
| DEUTSCHE BOERSE AG SEDOL 7021963 | 0.06% |
| FIDELITY NATL INFO SERV 03.7500 05/21/2029 | 0.06% |
| ROCHE HOLDINGS INC P/P 144A 04.0000 11/28/2044 | 0.06% |
| SVENSKA HANDELSBANKEN AB USD 01.9500 09/08/2020 | 0.06% |
| WOOLWORTHS GROUP LTD SEDOL 6981239 | 0.06% |
| AUST & NZ BANKING GROUP USD 02.1250 08/19/2020 | 0.06% |
| FIRSTENERGY TRANSMIS P/P 144A 05.4500 07/15/2044 | 0.06% |
| GENERAL MOTORS FINL CO 04.0000 10/06/2026 | 0.06% |
| INGERSOLL-RAND INC SEDOL BL5GZ82 | 0.06% |
| KINDER MORGAN INC 03.1500 01/15/2023 | 0.06% |
| RELIANCE STEEL & ALUMINUM SEDOL 2729068 | 0.06% |
| SKANDINAVISKA ENSKILDA BAN-A SEDOL 4813345 | 0.06% |
| BRITISH AMERICAN TOBACCO PLC SEDOL 0287580 | 0.06% |
| CATERPILLAR INC SEDOL 2180201 | 0.06% |
| COMCAST CORP 03.9690 11/01/2047 | 0.06% |
| COMMONWEALTH BK AUST P/P 144A 03.1500 09/19/2027 | 0.06% |
| LAMB WESTON HOLDINGS P/P 144A 04.8750 11/01/2026 | 0.06% |
| MONSTER BEVERAGE CORP SEDOL BZ07BW4 | 0.06% |
| TREASURY BILL 00.0000 04/02/2020 | 0.06% |
| BANK LEUMI LE-ISRAEL SEDOL 6076425 | 0.06% |
| BPCE SA P/P 144A 04.5000 03/15/2025 | 0.06% |
| CAMDEN PROPERTY TRUST SEDOL 2166320 | 0.06% |
| CAS 2016-C04 1M2 05.1966 01/25/2029 | 0.06% |
| NORDEA BANK ABP P/P 144A 02.5000 09/17/2020 | 0.06% |
| ORACLE CORP 02.6500 07/15/2026 | 0.06% |
| PNC BANK NA 02.0280 12/09/2022 | 0.06% |
| SHELL INTERNATIONAL FIN USD 02.8750 05/10/2026 | 0.06% |
| CAS 2015-C04 2M2 06.4966 04/25/2028 | 0.05% |
| DISCOVERY INC - A SEDOL B3D7K31 | 0.05% |
| E.ON SE SEDOL 4942904 | 0.05% |
| GLAXOSMITHKLINE PLC SEDOL 0925288 | 0.05% |
| LNSTR 2015-3 B P/P 144A 03.1423 04/20/2048 | 0.05% |
| NRG ENERGY INC P/P 144A 04.4500 06/15/2029 | 0.05% |
| RAYTHEON COMPANY 02.5000 12/15/2022 | 0.05% |
| VOLKSWAGEN AG PFD SEDOL 5497168 | 0.05% |
| ASSOCIATED BRITISH FOODS PLC SEDOL 0673123 | 0.05% |
| AT&T INC 04.7500 05/15/2046 | 0.05% |
| BANQUE FED CRED MUTU P/P 144A 02.2000 07/20/2020 | 0.05% |
| CF INDUSTRIES INC P/P 144A 04.5000 12/01/2026 | 0.05% |
| DIGITAL REALTY TRUST LP 04.4500 07/15/2028 | 0.05% |
| UNITED MEXICAN STATES USD 04.5000 04/22/2029 | 0.05% |
| BANK OF AMERICA CORP 03.4990 05/17/2022 | 0.05% |
| CITIGROUP INC 02.6500 10/26/2020 | 0.05% |
| CSAIL 2015-C1 C 04.2705 04/15/2050 | 0.05% |
| FISERV INC 04.2000 10/01/2028 | 0.05% |
| HITACHI HIGH-TECHNOLOGY SEDOL 6642804 | 0.05% |
| NORTHROP GRUMMAN CORP 03.2500 01/15/2028 | 0.05% |
| OMNICOM GP/OMNICOM CAP 03.6000 04/15/2026 | 0.05% |
| PPG INDUSTRIES INC SEDOL 2698470 | 0.05% |
| SERVICEMASTER GLOBAL HOLDING SEDOL BNG8BF0 | 0.05% |
| WILLIS TOWERS WATSON PLC USD 05.7500 03/15/2021 | 0.05% |
| AMERICAN ELECTRIC POWER 04.3000 12/01/2028 | 0.05% |
| PETROLEOS MEXICANOS P/P 144A 06.8400 01/23/2030 | 0.05% |
| BANK OF MONTREAL USD 03.1000 04/13/2021 | 0.05% |
| CAS 2015-C04 1M2 06.6466 04/25/2028 | 0.05% |
| GLOBAL PAYMENTS INC 04.0000 06/01/2023 | 0.05% |
| MORGAN STANLEY 04.3750 01/22/2047 | 0.05% |
| TPAT 2018-SL1 A P/P 144A 02.2268 01/25/2046 | 0.05% |
| AMAZON.COM INC. 02.5000 11/29/2022 | 0.05% |
| AXALTA COATING SYSTEMS LTD SEDOL BSFWCF5 | 0.05% |
| CRH PLC SEDOL 4182249 | 0.05% |
| DR HORTON INC SEDOL 2250687 | 0.05% |
| EQUITY LIFESTYLE PROPERTIES SEDOL 2563125 | 0.05% |
| MANUF & TRADERS TRUST CO 02.0500 08/17/2020 | 0.05% |
| 3I GROUP PLC SEDOL B1YW440 | 0.05% |
| AURIZON HOLDINGS LTD SEDOL B87CVM3 | 0.05% |
| CHARLES RIVER LABORATORIES SEDOL 2604336 | 0.05% |
| FEDERATIVE REP OF BRAZIL USD 04.2500 01/07/2025 | 0.05% |
| GENPACT LTD SEDOL B23DBK6 | 0.05% |
| IVORY COAST REGS 06.1250 06/15/2033 | 0.05% |
| STACR 2016-DNA1 M3 06.4966 07/25/2028 | 0.05% |
| STANDARD IND INC P/P 144A 05.0000 02/15/2027 | 0.05% |
| TOKYO ELECTRON LTD SEDOL 6895675 | 0.05% |
| UNITED TECHNOLOGIES CORP 04.1250 11/16/2028 | 0.05% |
| ANHEUSER-BUSCH CO/IN 03.6500 02/01/2026 | 0.05% |
| ASHTEAD CAPITAL INC P/P 144A 04.3750 08/15/2027 | 0.05% |
| BMW US CAPITAL LLC P/P 144A 02.0000 04/11/2021 | 0.05% |
| CHENIERE CORP CHRIST 05.1250 06/30/2027 | 0.05% |
| COMM 2010-C1 D P/P 144A 05.8948 07/10/2046 | 0.05% |
| CSAIL 2015-C1 AS 03.7910 04/15/2050 | 0.05% |
| MSBAM 2014-C17 C 04.4986 08/15/2047 | 0.05% |
| SINGAPORE EXCHANGE LTD SEDOL 6303866 | 0.05% |
| STMICROELECTRONICS NV SEDOL 5962332 | 0.05% |
| BANK OF NOVA SCOTIA USD 02.3500 10/21/2020 | 0.05% |
| ENERGY TRANSFER OPERATNG 03.7500 05/15/2030 | 0.05% |
| LEGRAND SA SEDOL B11ZRK9 | 0.05% |
| NIELSEN HOLDINGS PLC SEDOL BWFY550 | 0.05% |
| RUSSIAN FEDERATION P/P 144A 04.3750 03/21/2029 | 0.05% |
| WR BERKLEY CORP SEDOL 2093644 | 0.05% |
| APARTMENT INVT & MGMT CO -A SEDOL BJLNBG3 | 0.04% |
| BHP GROUP PLC SEDOL BH0P3Z9 | 0.04% |
| CONCHO RESOURCES INC 03.7500 10/01/2027 | 0.04% |
| GNMA GII30 TBA 04.0000 04/01/2050 | 0.04% |
| MET LIFE GLOB P/P 144A 02.4000 06/17/2022 | 0.04% |
| STORE CAPITAL CORP SEDOL BSKRKJ5 | 0.04% |
| TORONTO-DOMINION BANK USD 03.6250 09/15/2031 | 0.04% |
| CONSOLIDATED EDISON INC SEDOL 2216850 | 0.04% |
| CREDIT AGRICOLE SA SEDOL 7262610 | 0.04% |
| CWALT 2006-OA10 4A1 01.1366 08/25/2046 | 0.04% |
| MERCK & CO INC 03.7000 02/10/2045 | 0.04% |
| NEXON CO LTD SEDOL B63QM77 | 0.04% |
| REP OF INDONESIA P/P 144A 04.3500 01/08/2027 | 0.04% |
| TOSHIBA CORP SEDOL 6897217 | 0.04% |
| WEST JAPAN RAILWAY CO SEDOL 6957995 | 0.04% |
| AENA SME SA SEDOL BVRZ8L1 | 0.04% |
| BIOGEN INC 03.6250 09/15/2022 | 0.04% |
| CIGNA CORP 03.7500 07/15/2023 | 0.04% |
| COMCAST CORPORATION 03.3750 02/15/2025 | 0.04% |
| ENI SPA SEDOL 7145056 | 0.04% |
| FAURECIA SEDOL 4400446 | 0.04% |
| HILTON WORLDWIDE FIN LLC 04.8750 04/01/2027 | 0.04% |
| OTSUKA CORP SEDOL 6267058 | 0.04% |
| AMER TRANS SYST P/P 144A 05.0000 09/01/2044 | 0.04% |
| BRAMBLES LTD SEDOL B1FJ0C0 | 0.04% |
| CAD/USD 04/15/2020 SSBT | 0.04% |
| GALAPAGOS NV SEDOL B07Q2V5 | 0.04% |
| GSMS 2011-GC3 C P/P 144A 05.6366 03/10/2044 | 0.04% |
| REINSURANCE GROUP OF AMERICA SEDOL 2731193 | 0.04% |
| WESTROCK MWV LLC 08.2000 01/15/2030 | 0.04% |
| AMERICAN TOWER CORP 02.7500 01/15/2027 | 0.04% |
| CCO HOLDINGS LLC P/P 144A 05.3750 06/01/2029 | 0.04% |
| COMM 2013-LC6 AM 03.2820 01/10/2046 | 0.04% |
| DOW CHEMICAL CO/THE 03.5000 10/01/2024 | 0.04% |
| DUKE ENERGY CORP 03.1500 08/15/2027 | 0.04% |
| GSMS 2011-GC3 D P/P 144A 05.6366 03/10/2044 | 0.04% |
| KEURIG DR PEPPER INC 04.5970 05/25/2028 | 0.04% |
| SPRINT CORP 07.8750 09/15/2023 | 0.04% |
| VERIZON COMMUNICATIONS 04.4000 11/01/2034 | 0.04% |
| ABBVIE INC 02.5000 05/14/2020 | 0.04% |
| BANK OF NOVA SCOTIA USD 02.0000 11/15/2022 | 0.04% |
| CELANESE CORP SEDOL B05MZT4 | 0.04% |
| EIFFAGE SEDOL B13X013 | 0.04% |
| JPMCC 2012-C6 E P/P 144A 05.1571 05/15/2045 | 0.04% |
| BRDCOM CRP / FIN 03.8750 01/15/2027 | 0.04% |
| CAS 2016-C01 2M2 07.8966 08/25/2028 | 0.04% |
| DUKE ENERGY OHIO INC 03.6500 02/01/2029 | 0.04% |
| GOODMAN GROUP SEDOL B03FYZ4 | 0.04% |
| ITOCHU TECHNO-SOLUTIONS CORP SEDOL 6200194 | 0.04% |
| JOHNSON CONTROLS INTL PL 04.5000 02/15/2047 | 0.04% |
| L3HARRIS TECH INC P/P 144A 03.8500 12/15/2026 | 0.04% |
| NEWMARKET CORP SEDOL B01CGF1 | 0.04% |
| NOMURA RESEARCH INSTITUTE LT SEDOL 6390921 | 0.04% |
| ROKU INC SEDOL BZ1LFG7 | 0.04% |
| TRK 2019-1 A1 04.3356 03/25/2022 | 0.04% |
| US FOODS HOLDING CORP SEDOL BYVFC94 | 0.04% |
| VERIZON COMMUNICATIONS 05.2500 03/16/2037 | 0.04% |
| ARKEMA SEDOL B0Z5YZ2 | 0.04% |
| BP CAPITAL MARKETS PLC USD 03.2790 09/19/2027 | 0.04% |
| EOG RESOURCES INC 02.6250 03/15/2023 | 0.04% |
| GAMING AND LEISURE PROPERTIE SEDOL BFPK4S5 | 0.04% |
| NRG P/P 144A 03.7500 06/15/2024 | 0.04% |
| SUN HUNG KAI PROPERTIES SEDOL 6859927 | 0.04% |
| ACCENTURE PLC-CL A SEDOL B4BNMY3 | 0.04% |
| ADECCO GROUP AG-REG SEDOL 7110720 | 0.04% |
| ASTRAZENECA PLC SEDOL 0989529 | 0.04% |
| CISCO SYSTEMS INC 02.2000 02/28/2021 | 0.04% |
| GLENCORE FUNDING LLC P/P 144A 04.6250 04/29/2024 | 0.04% |
| IBM CORP 01.8750 08/01/2022 | 0.04% |
| LIBERTY MEDIA CORP-LIBERTY-C SEDOL BD8QGD5 | 0.04% |
| SNAM SPA SEDOL 7251470 | 0.04% |
| SOUTHERN CO/THE SEDOL 2829601 | 0.04% |
| ABN AMRO BANK NV-CVA SEDOL BYQP136 | 0.04% |
| AGL ENERGY LTD SEDOL BSS7GP5 | 0.04% |
| ARROW ELECTRONICS INC SEDOL 2051404 | 0.04% |
| ASML HOLDING NV SEDOL B929F46 | 0.04% |
| DUKE ENERGY CORP 04.2000 06/15/2049 | 0.04% |
| EQUINOR ASA USD 02.9000 11/08/2020 | 0.04% |
| INTL FLAVOR & FRAGRANCES 04.4500 09/26/2028 | 0.04% |
| SHIRE ACQ INV IE 03.2000 09/23/2026 | 0.04% |
| ABN AMRO BANK NV P/P 144A 02.4500 06/04/2020 | 0.04% |
| ACS ACTIVIDADES SEDOL B01FLQ6 | 0.04% |
| AES CORP/THE 05.5000 04/15/2025 | 0.04% |
| AHM 2007-1 GA1C 01.8168 05/25/2047 | 0.04% |
| AMGEN INC 02.6000 08/19/2026 | 0.04% |
| CAS 2016-C03 2M2 06.8466 10/25/2028 | 0.04% |
| CK HUTCHISON HOLDINGS LTD SEDOL BW9P816 | 0.04% |
| CSMC 2016-NXSR C 04.3591 12/15/2049 | 0.04% |
| DAIWA HOUSE INDUSTRY CO LTD SEDOL 6251363 | 0.04% |
| ENERGY TRANSFER OPERATNG 06.6250 02/15/2028 | 0.04% |
| HOME DEPOT INC 02.6250 06/01/2022 | 0.04% |
| HSBC HOLDINGS PLC SEDOL 0540528 | 0.04% |
| KEURIG DR PEPPER INC 04.4170 05/25/2025 | 0.04% |
| NATIONAL AUSTRALIA BK/NY 02.5000 01/12/2021 | 0.04% |
| NORDEA BANK ABP P/P 144A 02.2500 05/27/2021 | 0.04% |
| PETROBRAS GLOBAL FINANCE USD 06.1250 01/17/2022 | 0.04% |
| STACR 2015-DNA3 M3 05.6466 04/25/2028 | 0.04% |
| TREASURY BILL 00.0000 04/14/2020 | 0.04% |
| WFRBS 2011-C3 D P/P 144A 05.6807 03/15/2044 | 0.04% |
| APPLE INC 02.0000 05/06/2020 | 0.03% |
| FEDERAL REALTY INVS TRUST SEDOL 2333931 | 0.03% |
| GOOGLE INC 03.3750 02/25/2024 | 0.03% |
| IDACORP INC SEDOL 2296937 | 0.03% |
| LPL FINANCIAL HOLDINGS INC SEDOL B75JX34 | 0.03% |
| ONCOR ELECTRIC DELIV 03.7500 04/01/2045 | 0.03% |
| REGIONS FINANCIAL CORP 02.7500 08/14/2022 | 0.03% |
| S&P GLOBAL INC 02.9500 01/22/2027 | 0.03% |
| TREASURY BILL 00.0000 05/07/2020 | 0.03% |
| AMERICAN FINANCIAL GROUP INC SEDOL 2134532 | 0.03% |
| BRIGHT HORIZONS FAMILY SOLUT SEDOL B7MJWP2 | 0.03% |
| CARDINAL HEALTH INC SEDOL 2175672 | 0.03% |
| CME GROUP INC SEDOL 2965839 | 0.03% |
| COSTCO WHOLESALE CORP SEDOL 2701271 | 0.03% |
| EURONET WORLDWIDE INC | 0.03% |
| FIAT CHRYSLER AUTOMOBILES NV SEDOL BRJFWP3 | 0.03% |
| HUNTINGTON BANCSHARES 04.3500 02/04/2023 | 0.03% |
| JPMCC 2012-C6 AS 04.1166 05/15/2045 | 0.03% |
| SPST 2019-WL1 A 01.5966 08/25/2052 | 0.03% |
| STACR 2016-HQA2 M3 06.0966 11/25/2028 | 0.03% |
| VIDEOTRON LTD / LTEE P/P 144A 05.1250 04/15/2027 | 0.03% |
| AMDOCS LTD SEDOL 2256908 | 0.03% |
| CHARTER COMM OPT LLC/CAP 04.8000 03/01/2050 | 0.03% |
| CHS/COMMUNITY HEALTH SYS 06.2500 03/31/2023 | 0.03% |
| CITIGROUP INC 03.8870 01/10/2028 | 0.03% |
| ENBRIDGE INC USD 04.2500 12/01/2026 | 0.03% |
| ENBRIDGE INC USD 04.5000 06/10/2044 | 0.03% |
| EQUINIX INC 03.2000 11/18/2029 | 0.03% |
| FUJITSU LTD SEDOL 6356945 | 0.03% |
| HENDERSON LAND DEVELOPMENT SEDOL 6420538 | 0.03% |
| HYATT HOTELS CORP 04.8500 03/15/2026 | 0.03% |
| ISRAEL DISCOUNT BANK -A SEDOL 6451271 | 0.03% |
| OSHKOSH CORP 04.6000 05/15/2028 | 0.03% |
| POPULAR INC SEDOL B86QM90 | 0.03% |
| SHERWIN-WILLIAMS CO/THE SEDOL 2804211 | 0.03% |
| ZOETIS INC 03.9000 08/20/2028 | 0.03% |
| DBS GROUP HOLDINGS LTD SEDOL 6175203 | 0.03% |
| DOMINICAN REPUBLIC REGS 05.9500 01/25/2027 | 0.03% |
| ENERGY TRANSFER OPERA 05.8750 01/15/2024 | 0.03% |
| FNMA FN30 BC1155 UMBS 03.0000 06/01/2046 | 0.03% |
| GSMS 2010-C1 D P/P 144A 05.9805 08/10/2043 | 0.03% |
| HCA INC 04.1250 06/15/2029 | 0.03% |
| JPMBB 2013-C12 C 04.1002 07/15/2045 | 0.03% |
| KBC GROUP NV SEDOL 4497749 | 0.03% |
| NUTRIEN LTD. USD 04.2000 04/01/2029 | 0.03% |
| PFIZER INC 03.0000 12/15/2026 | 0.03% |
| S&P MID 400 EMINI JUN20 FAM0 | 0.03% |
| VISTRA OPERATION P/P 144A 03.5500 07/15/2024 | 0.03% |
| VODAFONE GROUP PLC USD 04.3750 05/30/2028 | 0.03% |
| WFRBS 2014-C22 XA IO 00.8077 09/15/2057 | 0.03% |
| ALPHABET INC 01.9980 08/15/2026 | 0.03% |
| AMGEN INC 04.6630 06/15/2051 | 0.03% |
| ANHEUSER-BUSCH INBEV WOR 04.7500 01/23/2029 | 0.03% |
| APPLE INC 03.8500 05/04/2043 | 0.03% |
| BANK OF AMERICA CORP 02.4960 02/13/2031 | 0.03% |
| BOC HONG KONG HOLDINGS LTD SEDOL 6536112 | 0.03% |
| BP CAP MARKETS AMERICA 03.1190 05/04/2026 | 0.03% |
| CACI INTERNATIONAL INC -CL A SEDOL 2159267 | 0.03% |
| CROWN CASTLE INTL CORP 03.6500 09/01/2027 | 0.03% |
| DEUTSCHE WOHNEN SE SEDOL B0YZ0Z5 | 0.03% |
| DISH DBS CORP 05.8750 11/15/2024 | 0.03% |
| GSMS 2014-GC22 C 04.6907 06/10/2047 | 0.03% |
| MCAS 2019-01 M7 P/P 144A 02.6466 10/15/2049 | 0.03% |
| MGIC INVESTMENT CORP SEDOL 2548616 | 0.03% |
| NUTRIEN LTD USD 04.1250 03/15/2035 | 0.03% |
| SEI INVESTMENTS COMPANY SEDOL 2793610 | 0.03% |
| TEMPUR SEALY INTERNATIONAL I SEDOL 2216991 | 0.03% |
| UNILEVER PLC SEDOL B10RZP7 | 0.03% |
| UNITEDHEALTH GROUP INC 03.3750 11/15/2021 | 0.03% |
| VTB BANK (VTB CAP SA P/P 144A 06.9500 10/17/2022 | 0.03% |
| WAMU 2005-AR12 1A8 03.8631 10/25/2035 | 0.03% |
| WFRBS 2013-C12 AS 03.5600 03/15/2048 | 0.03% |
| ZURICH INSURANCE GROUP AG SEDOL 5983816 | 0.03% |
| ARISTOCRAT LEISURE LTD SEDOL 6253983 | 0.03% |
| CISCO SYSTEMS INC 02.5000 09/20/2026 | 0.03% |
| CLP HOLDINGS LTD SEDOL 6097017 | 0.03% |
| COCA-COLA HBC AG-DI SEDOL B9895B7 | 0.03% |
| CROWN CASTLE INTL CORP 03.7000 06/15/2026 | 0.03% |
| DNB NOR ASA SEDOL 4263304 | 0.03% |
| FORTESCUE METALS GROUP LTD SEDOL B2B2B49 | 0.03% |
| JAPAN AIRLINES CO LTD SEDOL B8BRV46 | 0.03% |
| NORWEGIAN CRUISE LINE HOLDIN SEDOL B9CGTC3 | 0.03% |
| SAIL 2004-10 A10 01.8466 11/25/2034 | 0.03% |
| SARTORIUS STEDIM BIOTECH SEDOL BYZ2QP5 | 0.03% |
| SHIRE ACQ INV IRELAND DA USD 02.8750 09/23/2023 | 0.03% |
| TELSTRA CORP LTD SEDOL 6087289 | 0.03% |
| VOLVO AB-B SHS SEDOL B1QH830 | 0.03% |
| AIG GLOBAL FUNDING P/P 144A 02.1500 07/02/2020 | 0.03% |
| ALKERMES PLC SEDOL B3P6D26 | 0.03% |
| ALLERGAN FUNDING SCS USD 03.8000 03/15/2025 | 0.03% |
| BROADRIDGE FINANCIAL SOLUTIO SEDOL B1VP7R6 | 0.03% |
| COMCAST CORP 03.4500 02/01/2050 | 0.03% |
| CWALT 2006-OA7 1A2 02.9059 06/25/2046 | 0.03% |
| ERAC USA FINANCE LLC P/P 144A 07.0000 10/15/2037 | 0.03% |
| GLENCORE FUNDING LLC P/P 144A 04.0000 04/16/2025 | 0.03% |
| JPMCC 2013-LC11 AS 03.2160 04/15/2046 | 0.03% |
| JUST EAT TAKEAWAY SEDOL BYQ7HZ6 | 0.03% |
| KAO CORP SEDOL 6483809 | 0.03% |
| KOSE CORP SEDOL 6194468 | 0.03% |
| PETROBRAS GLOBAL FINANCE USD 07.3750 01/17/2027 | 0.03% |
| PROTECTIVE LIFE GLO P/P 144A 02.2620 04/08/2020 | 0.03% |
| TREASURY BILL 00.0000 06/11/2020 | 0.03% |
| UNITEDHEALTH GROUP INC 04.7000 02/15/2021 | 0.03% |
| YANGZIJIANG SHIPBUILDING SEDOL B1VT035 | 0.03% |
| APPLE INC 04.3750 05/13/2045 | 0.03% |
| AUD/USD 04/15/2020 UBS | 0.03% |
| CELANESE US HOLDINGS LLC 03.5000 05/08/2024 | 0.03% |
| CHEVRON CORP 02.1000 05/16/2021 | 0.03% |
| CISCO SYSTEMS INC 05.9000 02/15/2039 | 0.03% |
| CITIBANK NA 03.0500 05/01/2020 | 0.03% |
| CVS HEALTH CORP 03.7000 03/09/2023 | 0.03% |
| DOMINICAN REPUBLIC REGS 06.8750 01/29/2026 | 0.03% |
| HOME DEPOT INC SEDOL 2434209 | 0.03% |
| LBMLT 2004-1 A2 01.7466 02/25/2034 | 0.03% |
| MBX.FN30.500.10 R USL1M P 01/12/41 BC | 0.03% |
| ROYAL BANK OF CANADA USD 04.6500 01/27/2026 | 0.03% |
| SANTANDER UK GROUP H P/P 144A 04.7500 09/15/2025 | 0.03% |
| SUZUKEN CO LTD SEDOL 6865560 | 0.03% |
| UNITEDHEALTH GROUP INC 03.9500 10/15/2042 | 0.03% |
| VERTIV TLB L+300 04.6550 03/02/2027 | 0.03% |
| VISTRA OPERATION P/P 144A 04.3000 07/15/2029 | 0.03% |
| AIR LEASE CORP 04.6250 10/01/2028 | 0.03% |
| ANHEUSER-BUSCH INBEV WOR 05.5500 01/23/2049 | 0.03% |
| APPLE INC 02.8500 05/06/2021 | 0.03% |
| APPLE INC 02.8500 05/11/2024 | 0.03% |
| BANCO SANTANDER SA USD 04.3790 04/12/2028 | 0.03% |
| BANCO SANTANDER SA USD 05.1790 11/19/2025 | 0.03% |
| CGCMT 2014-GC21 AS 04.0260 05/10/2047 | 0.03% |
| JPMCC 2012-C8 D P/P 144A 04.6748 10/15/2045 | 0.03% |
| KINDER MORGAN ENER PART 03.5000 03/01/2021 | 0.03% |
| REPUBLIC OF SENEGAL REGS 06.2500 05/23/2033 | 0.03% |
| ROYAL BK SCOTLND GRP PLC USD 04.8920 05/18/2029 | 0.03% |
| SPRINT CAPITAL CORPORATION 06.8750 11/15/2028 | 0.03% |
| SUNDRUG CO LTD SEDOL 6817895 | 0.03% |
| TENET HEALTHCARE P/P 144A 04.8750 01/01/2026 | 0.03% |
| US BANCORP 02.6250 01/24/2022 | 0.03% |
| WALT DISNEY COMPANY 07.7500 12/01/2045 | 0.03% |
| ALFRESA HOLDINGS CORP SEDOL 6687214 | 0.02% |
| ASHLAND GLOBAL HOLDINGS INC SEDOL BYND5N1 | 0.02% |
| AT&T INC 02.9500 07/15/2026 | 0.02% |
| CAS 2020-R01 1M2 02.9966 01/25/2040 | 0.02% |
| CFCRE 2011-C1 D P/P 144A 06.0890 04/15/2044 | 0.02% |
| CITIGROUP INC 02.9000 12/08/2021 | 0.02% |
| CREDIT SUISSE GRP AG P/P 144A 06.2500 12/18/2024 | 0.02% |
| DEUTSCHE TELEKOM INT FIN USD 08.7500 06/15/2030 | 0.02% |
| JPMORGAN CHASE & CO 02.6918 05/15/2047 | 0.02% |
| LMAT 2019-GS7 A1 03.2500 11/25/2059 | 0.02% |
| MACQUARIE BANK LTD P/P 144A 02.8500 07/29/2020 | 0.02% |
| MITSUBISHI UFJ FIN GRP USD 03.8500 03/01/2026 | 0.02% |
| NRZT 2018-4A A1M 01.8466 01/25/2048 | 0.02% |
| OBAYASHI CORP SEDOL 6656407 | 0.02% |
| OMV AG SEDOL 4651459 | 0.02% |
| SHERWIN-WILLIAMS CO 03.4500 06/01/2027 | 0.02% |
| STACR 2014-HQ3 M3 05.6966 10/25/2024 | 0.02% |
| T-MOBILE USA INC 06.3750 03/01/2025 | 0.02% |
| TESCO PLC SEDOL 0884709 | 0.02% |
| TEXAS INSTRUMENTS INC SEDOL 2885409 | 0.02% |
| TJX COMPANIES INC SEDOL 2989301 | 0.02% |
| TOTAL CAPITAL INTL SA USD 02.7500 06/19/2021 | 0.02% |
| UBS GROUP AG P/P 144A 04.1250 04/15/2026 | 0.02% |
| WASTE CONNECTIONS INC 03.5000 05/01/2029 | 0.02% |
| BERKELEY GROUP HOLDINGS/THE SEDOL B02L3W3 | 0.02% |
| BMIR 2018-2A M1B P/P 144A 02.2966 08/25/2028 | 0.02% |
| BMIR 2019-4A M1C P/P 144A 03.4466 10/25/2029 | 0.02% |
| CREDIT AGRICOLE SA P/P 144A 04.0000 01/10/2033 | 0.02% |
| LMAT 2020-GS1 A1 02.8820 10/25/2059 | 0.02% |
| MATCH GROUP INC P/P 144A 05.0000 12/15/2027 | 0.02% |
| MOODY S CORP | 0.02% |
| NITTO DENKO CORP SEDOL 6641801 | 0.02% |
| ROGERS COMMUNICATIONS IN USD 04.5000 03/15/2043 | 0.02% |
| SMC CORP SEDOL 6763965 | 0.02% |
| TCI COMMUNICATIONS INC 07.1250 02/15/2028 | 0.02% |
| UBS GROUP AG REGS 06.8750 12/29/2049 | 0.02% |
| UNITEDHEALTH GROUP INC 02.7500 02/15/2023 | 0.02% |
| ALIMENTATION COUCHE-TARD 3.550000 07/26/2027 | 0.02% |
| BCE INC SEDOL B188TH2 | 0.02% |
| BMW US CAPITAL LLC P/P 144A 03.9500 08/14/2028 | 0.02% |
| CANTOR FITZGERALD LP P/P 144A 06.5000 06/17/2022 | 0.02% |
| CELLNEX TELECOM SA SEDOL BX90C05 | 0.02% |
| CITIGROUP INC 04.4500 09/29/2027 | 0.02% |
| COMCAST CORP 02.3500 01/15/2027 | 0.02% |
| CROWN CASTLE INTL CORP 03.8000 02/15/2028 | 0.02% |
| DNB BANK ASA P/P 144A 02.1250 10/02/2020 | 0.02% |
| HOSHIZAKI CORP SEDOL B3FF8W8 | 0.02% |
| INTERNATIONAL PAPER CO 03.0000 02/15/2027 | 0.02% |
| JOHNSON CONTROLS INTL PL 04.9500 07/02/2064 | 0.02% |
| L3HARRIS TECH INC P/P 144A 04.4000 06/15/2028 | 0.02% |
| M3 INC SEDOL B02K2M3 | 0.02% |
| MARSH & MCLENNAN COS INC 04.9000 03/15/2049 | 0.02% |
| MWST 2018-W1 A 01.7966 11/25/2051 | 0.02% |
| NAVISTAR INTL TLB L+350 04.2800 11/06/2024 | 0.02% |
| NOMURA REAL ESTATE HOLDINGS SEDOL B1CWJM5 | 0.02% |
| S&P GLOBAL INC 04.4000 02/15/2026 | 0.02% |
| STACR 2016-HQA3 M3 04.7966 03/25/2029 | 0.02% |
| TEMPO ACQ LLC/FI P/P 144A 06.7500 06/01/2025 | 0.02% |
| TOYOTA MOTOR CORP SEDOL 6900643 | 0.02% |
| WESTPAC BANKING CORP USD 02.0000 08/19/2021 | 0.02% |
| WFRBS 2013-C16 AS 04.6680 09/15/2046 | 0.02% |
| ARRW 2018-1 A3 04.1570 04/25/2048 | 0.02% |
| CAS 2015-C03 2M2 05.9466 07/25/2025 | 0.02% |
| CENTENE CORP P/P 144A 04.6250 12/15/2029 | 0.02% |
| CHARTER COMM OPT LLC 04.9080 07/23/2025 | 0.02% |
| DEERE & COMPANY 02.6000 06/08/2022 | 0.02% |
| DOLLAR GENERAL CORP 03.2500 04/15/2023 | 0.02% |
| DOMINICAN REPUBLIC REGS 08.6250 04/20/2027 | 0.02% |
| FIDELITY NATIONAL INFORM 04.2500 05/15/2028 | 0.02% |
| GCP APPLIED TECH P/P 144A 05.5000 04/15/2026 | 0.02% |
| GSMS 2014-GC18 C 04.9892 01/10/2047 | 0.02% |
| HCA INC 05.3750 09/01/2026 | 0.02% |
| HIKARI TSUSHIN INC SEDOL 6416322 | 0.02% |
| MARSH & MCLENNAN COS INC 04.3750 03/15/2029 | 0.02% |
| ODAKYU ELECTRIC RAILWAY CO SEDOL 6656106 | 0.02% |
| ONO PHARMACEUTICAL CO LTD SEDOL 6660107 | 0.02% |
| OUTFRONT MEDIA INC SEDOL BSP6611 | 0.02% |
| REPUBLIC OF COLOMBIA USD 03.8750 04/25/2027 | 0.02% |
| SEK/USD 06/17/2020 SSBT | 0.02% |
| SMITH & NEPHEW PLC SEDOL 0922320 | 0.02% |
| TAYLOR WIMPEY PLC SEDOL 0878230 | 0.02% |
| TRUIST BANK 02.6360 09/17/2029 | 0.02% |
| UCB SA SEDOL 5596991 | 0.02% |
| VONOVIA SE SEDOL BBJPFY1 | 0.02% |
| WILMAR INTERNATIONAL LTD SEDOL B17KC69 | 0.02% |
| AMERICAN CAMPUS COMMUNITIES SEDOL B02H871 | 0.02% |
| AMERICAN INTL GROUP 08.1750 05/15/2058 | 0.02% |
| AXIS CAPITAL HOLDINGS LTD SEDOL 2677606 | 0.02% |
| BANK OF AMERICA CORP 06.1000 12/29/2049 | 0.02% |
| CITIGROUP INC 04.7500 05/18/2046 | 0.02% |
| CSX CORP 04.1000 03/15/2044 | 0.02% |
| CURTISS-WRIGHT CORP SEDOL 2241205 | 0.02% |
| EMIR 2018-1 M1 02.6466 11/25/2028 | 0.02% |
| ERAC USA FINANCE LLC P/P 144A 04.5000 02/15/2045 | 0.02% |
| ERAC USA FINANCE LLC P/P 144A 05.6250 03/15/2042 | 0.02% |
| EXTENDED STAY AMERICA INC SEDOL BGH3F75 | 0.02% |
| ING BANK NV P/P 144A 05.8000 09/25/2023 | 0.02% |
| IVORY COAST REGS 05.3750 07/23/2024 | 0.02% |
| LAFARGEHOLCIM LTD-REG SEDOL 7110753 | 0.02% |
| MICROSOFT CORP 02.4000 02/06/2022 | 0.02% |
| MYLAN NV SEDOL BVFMFG8 | 0.02% |
| ORACLE CORP 02.5000 10/15/2022 | 0.02% |
| PFIZER INC 01.9500 06/03/2021 | 0.02% |
| PPSI 2004-WCW2 M3 01.9966 10/25/2034 | 0.02% |
| REPUBLIC OF SOUTH AFRICA USD 04.8500 09/27/2027 | 0.02% |
| SWISS RE TREAS P/P 144A 04.2500 12/06/2042 | 0.02% |
| TARGA RESOURCES PART 05.0000 01/15/2028 | 0.02% |
| TREASURY BILL 00.0000 04/07/2020 | 0.02% |
| TREASURY BILL 00.0000 04/16/2020 | 0.02% |
| TREASURY BILL 00.0000 06/04/2020 | 0.02% |
| UBSCM 2012-C1 C P/P 144A 05.5725 05/10/2045 | 0.02% |
| BT GROUP PLC SEDOL 3091357 | 0.02% |
| CAS 2017-C01 1M2 04.4966 07/25/2029 | 0.02% |
| COMM 2013-CR11 AM 04.7150 08/10/2050 | 0.02% |
| CSC HOLDINGS LLC 05.2500 06/01/2024 | 0.02% |
| CWALT 2006-OA19 A1 00.9529 02/20/2047 | 0.02% |
| FERRARI NV SEDOL BD6G507 | 0.02% |
| FISERV INC 03.5000 07/01/2029 | 0.02% |
| FIVE CORNERS FUNDING P/P 144A 04.4190 11/15/2023 | 0.02% |
| FOX CORP 04.0300 01/25/2024 | 0.02% |
| LIBERTY MEDIA COR-SIRIUSXM A SEDOL BD8QGF7 | 0.02% |
| LLOYDS BANKING GROUP PLC USD 04.5000 11/04/2024 | 0.02% |
| LUNDIN PETROLEUM AB SEDOL 7187627 | 0.02% |
| NATIONAL AUSTRALIA BK/NY 02.8000 01/10/2022 | 0.02% |
| OCCIDENTAL PETROLEUM COR 04.4000 04/15/2046 | 0.02% |
| SAMI 2007-AR7 1A1 01.7966 05/25/2047 | 0.02% |
| STAPLES INC P/P 144A 07.5000 04/15/2026 | 0.02% |
| TEVA PHARMACEUTICALS NE USD 06.0000 04/15/2024 | 0.02% |
| TRANSCANADA TRUST USD 05.3000 03/15/2077 | 0.02% |
| TRANSDIGM INC. P/P 144A 06.2500 03/15/2026 | 0.02% |
| WELLS FARGO & COMPANY 05.8750 12/29/2049 | 0.02% |
| WEYERHAEUSER CO 07.3750 03/15/2032 | 0.02% |
| ARRW 2019-3 A3 03.4160 10/25/2048 | 0.02% |
| AXA SA P/P 144A 06.3790 12/29/2049 | 0.02% |
| BOISE CASCADE CO P/P 144A 05.6250 09/01/2024 | 0.02% |
| BRISTOL-MYERS P/P 144A 03.4000 07/26/2029 | 0.02% |
| CAPGEMINI SE SEDOL 4163437 | 0.02% |
| COMM 2014-UBS6 C 04.4472 12/10/2047 | 0.02% |
| CSC HOLDINGS LLC P/P 144A 07.5000 04/01/2028 | 0.02% |
| ENERGY TRANSFER OPERATNG 05.2000 02/01/2022 | 0.02% |
| LLOYDS BANKING GROUP PLC USD 04.6500 03/24/2026 | 0.02% |
| MSBAM 2012-C6 D P/P 144A 04.6075 11/15/2045 | 0.02% |
| MSBAM 2014-C14 C 04.9544 02/15/2047 | 0.02% |
| MSC 2016-BNK2 C 03.9048 11/15/2049 | 0.02% |
| NSTAR ELECTRIC CO 02.3750 10/15/2022 | 0.02% |
| PENSKE TRUCK LEASING P/P 144A 03.9000 02/01/2024 | 0.02% |
| SABINE PASS LIQUEFACTION 04.2000 03/15/2028 | 0.02% |
| SEKISUI HOUSE LTD SEDOL 6793906 | 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% |
| WFRBS 2012-C9 D P/P 144A 04.8111 11/15/2045 | 0.02% |
| AMERICAN TOWER CORP 02.9000 01/15/2030 | 0.02% |
| ASAHI INTECC CO LTD SEDOL B019MQ5 | 0.02% |
| AT&T INC 04.3000 02/15/2030 | 0.02% |
| CAMDEN PROPERTY TRUST 04.8750 06/15/2023 | 0.02% |
| CITIGROUP INC 04.6000 03/09/2026 | 0.02% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | 0.02% |
| CMLTI 2005-2 1A2A 04.2979 05/25/2035 | 0.02% |
| COMCAST CORP 03.1500 03/01/2026 | 0.02% |
| COX COMM INC P/P 144A 03.5000 08/15/2027 | 0.02% |
| CSAIL 2015-C1 D P/P 144A 03.7705 04/15/2050 | 0.02% |
| FIDELITY NATIONAL INFO SERV SEDOL 2769796 | 0.02% |
| ISRAEL CHEMICALS LTD SEDOL 6455530 | 0.02% |
| JONES LANG LASALLE INC SEDOL 2040640 | 0.02% |
| MSBAM 2013-C9 D P/P 144A 04.1217 05/15/2046 | 0.02% |
| NEC CORP SEDOL 6640400 | 0.02% |
| NETFLIX INC. 05.8750 11/15/2028 | 0.02% |
| NEUBERGER BERMAN GRP P/P 144A 04.8750 04/15/2045 | 0.02% |
| NEW RESIDENTIAL INVESTMENT SEDOL BRJ9GW0 | 0.02% |
| NOVELIS CORP P/P 144A 05.8750 09/30/2026 | 0.02% |
| PLANTRONICS INC P/P 144A 05.5000 05/31/2023 | 0.02% |
| REP OF INDONESIA P/P 144A 04.7500 01/08/2026 | 0.02% |
| SANTOS LTD SEDOL 6776703 | 0.02% |
| TRUIST FIN CORP 04.8000 12/31/2099 | 0.02% |
| VIACOMCBS INC 04.5000 03/01/2021 | 0.02% |
| WALT DISNEY COMP 07.7500 01/20/2024 | 0.02% |
| WAMU 2007-HY2 1A1 03.7398 12/25/2036 | 0.02% |
| WASTE PRO USA INC P/P 144A 05.5000 02/15/2026 | 0.02% |
| WEINGARTEN REALTY INVESTORS SEDOL 2946618 | 0.02% |
| ALLY FINANCIAL INC 08.0000 11/01/2031 | 0.02% |
| BAFC 2005-B 3M1 01.4479 04/20/2035 | 0.02% |
| CHOCOLADEFABRIKEN LINDT-PC SEDOL 5962280 | 0.02% |
| COMCAST CORP 03.9990 11/01/2049 | 0.02% |
| COMCAST CORP 04.0490 11/01/2052 | 0.02% |
| DOMINICAN REPUBLIC REGS 06.0000 07/19/2028 | 0.02% |
| DOMINICAN REPUBLIC REGS 06.5000 02/15/2048 | 0.02% |
| ENDEAVOR ENERGY P/P 144A 05.7500 01/30/2028 | 0.02% |
| FHLMC FR30 ZS9547 UMBS 04.0000 09/01/2045 | 0.02% |
| GFL ENVIRONMENTAL P/P 144A 07.0000 06/01/2026 | 0.02% |
| GRAY TELEVISION INC P/P 144A 07.0000 05/15/2027 | 0.02% |
| IHEARTCOMMUNICATIONS INC 08.3750 05/01/2027 | 0.02% |
| NAVISTAR INTL CORP P/P 144A 06.6250 11/01/2025 | 0.02% |
| OSAT 2020-RPL1 A1 P/P 144A 03.1990 12/26/2059 | 0.02% |
| PULTEGROUP INC 05.5000 03/01/2026 | 0.02% |
| SABINE PASS LIQUEF 05.0000 03/15/2027 | 0.02% |
| SPECTRA ENERGY PARTNERS 03.3750 10/15/2026 | 0.02% |
| SPRINT CORP 07.2500 09/15/2021 | 0.02% |
| SPRINT SPECTRUM P/P 144A 03.3600 09/20/2021 | 0.02% |
| SWISS LIFE HOLDING AG-REG SEDOL 7437805 | 0.02% |
| VIACOMCBS INC 04.6000 01/15/2045 | 0.02% |
| WFCM 2013-LC12 C 04.2825 07/15/2046 | 0.02% |
| WFCM 2014-LC16 XA IO 01.1118 08/15/2050 | 0.02% |
| A2 MILK CO LTD SEDOL 6287250 | 0.02% |
| AIR LIQUIDE SA SEDOL B1YXBJ7 | 0.02% |
| ASHTEAD CAPITAL INC P/P 144A 04.2500 11/01/2029 | 0.02% |
| BAE SYSTEMS PLC SEDOL 0263494 | 0.02% |
| CAS 2014-C03 2M2 03.8466 07/25/2024 | 0.02% |
| CBRE SERVICES INC 04.8750 03/01/2026 | 0.02% |
| COGNIZANT TECH SOLUTIONS-A SEDOL 2257019 | 0.02% |
| ENTERPRISE PRODUCTS OPER 02.8000 01/31/2030 | 0.02% |
| FIRST QUANTUM MINERA P/P 144A 07.5000 04/01/2025 | 0.02% |
| IHS MARKIT LTD USD 04.7500 08/01/2028 | 0.02% |
| JPMBB 2014-C22 C 04.5543 09/15/2047 | 0.02% |
| JPMCC 2010-C2 C P/P 144A 05.6356 11/15/2043 | 0.02% |
| MITSUBISHI UFJ LEASE & FINAN SEDOL 6268976 | 0.02% |
| NIELSEN FIN LLC/CO P/P 144A 05.0000 04/15/2022 | 0.02% |
| PPL CAPITAL FUNDING INC 04.2000 06/15/2022 | 0.02% |
| RBS GLOBAL/REXNO P/P 144A 04.8750 12/15/2025 | 0.02% |
| SOHGO SECURITY SERVICES CO SEDOL 6546359 | 0.02% |
| TENET HEALTHCARE CORP 08.1250 04/01/2022 | 0.02% |
| UNITEDHEALTH GROUP INC 02.8750 03/15/2022 | 0.02% |
| UNIVAR SOLUTIONS P/P 144A 05.1250 12/01/2027 | 0.02% |
| WFCM 2013-LC12 D P/P 144A 04.2825 07/15/2046 | 0.02% |
| WFRBS 2013-C15 D P/P 144A 04.4936 08/15/2046 | 0.02% |
| Z HOLDINGS CORP SEDOL 6084848 | 0.02% |
| APPLE INC 03.4500 05/06/2024 | 0.02% |
| ARD FINANCE SA P/P 144A 06.5000 06/30/2027 | 0.02% |
| AUTOMATIC DATA PROCESSING SEDOL 2065308 | 0.02% |
| BANFF MERGER SUB INC P/P 144A 09.7500 09/01/2026 | 0.02% |
| CAS 2014-C04 1M2 05.8466 11/25/2024 | 0.02% |
| CCO HLDGS LLC/CAP C P/P 144A 05.5000 05/01/2026 | 0.02% |
| CREDIT SUISSE GRP AG P/P 144A 03.8690 01/12/2029 | 0.02% |
| CSC HOLDINGS LLC 06.7500 11/15/2021 | 0.02% |
| DH EUROPE FINANCE II USD 03.4000 11/15/2049 | 0.02% |
| FISHER PAYKEL SEDOL 6340250 | 0.02% |
| GJENSIDIGE FORSIKRING ASA SEDOL B4PH0C5 | 0.02% |
| GNR 2015-H25 BI IO 02.0491 10/20/2065 | 0.02% |
| GOLDMAN SACHS GROUP INC 02.6000 02/07/2030 | 0.02% |
| GREAT LAKES D&D 08.0000 05/15/2022 | 0.02% |
| HCA INC 05.5000 06/15/2047 | 0.02% |
| HESS MIDSTREAM P P/P 144A 05.6250 02/15/2026 | 0.02% |
| HONEYWELL INTL 03.8120 11/21/2047 | 0.02% |
| HOWARD HUGHES CORP P/P 144A 05.3750 03/15/2025 | 0.02% |
| IRON MOUNTAIN INC P/P 144A 04.8750 09/15/2027 | 0.02% |
| KIMBERLY-CLARK CORP SEDOL 2491839 | 0.02% |
| KKR GROUP FIN CO III P/P 144A 05.1250 06/01/2044 | 0.02% |
| KOBAYASHI PHARMACEUTICAL CO SEDOL 6149457 | 0.02% |
| MATTEL INC P/P 144A 05.8750 12/15/2027 | 0.02% |
| METLIFE CAP TRST IV P/P 144A 07.8750 12/15/2037 | 0.02% |
| NATIONAL BANK OF CANADA SEDOL 2077303 | 0.02% |
| PULTEGROUP INC. 07.8750 06/15/2032 | 0.02% |
| REP OF INDONESIA P/P 144A 03.3750 04/15/2023 | 0.02% |
| SERVICE CORP INTL 05.3750 05/15/2024 | 0.02% |
| TORONTO-DOMINION BANK SEDOL 2897222 | 0.02% |
| VIACOMCBS INC 02.9000 01/15/2027 | 0.02% |
| VIDEOTRON LTD USD 05.0000 07/15/2022 | 0.02% |
| ALLISON TRANSMISSION P/P 144A 04.7500 10/01/2027 | 0.01% |
| ALTICE FRANCE P/P 144A 06.0000 02/15/2028 | 0.01% |
| AMERICAN EXPRESS CO SEDOL 2026082 | 0.01% |
| AMUNDI SA SEDOL BYZR014 | 0.01% |
| BGC PARTNERS INC 05.1250 05/27/2021 | 0.01% |
| BIG RVR STL/FIN P/P 144A 07.2500 09/01/2025 | 0.01% |
| BPCE SA P/P 144A 05.1500 07/21/2024 | 0.01% |
| BRAND ENERGY TL L+425 06.0847 06/21/2024 | 0.01% |
| BWAY HOLDING CO P/P 144A 07.2500 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% |
| COMPASS MIN INTL P/P 144A 06.7500 12/01/2027 | 0.01% |
| CVS PASS-THROUGH P/P 144A 04.7040 01/10/2036 | 0.01% |
| DIAMOND SPORTS GR/DI P/P 144A 06.6250 08/15/2027 | 0.01% |
| GW B-CR SECURITY P/P 144A 09.5000 11/01/2027 | 0.01% |
| HARGREAVES LANSDOWN PLC SEDOL B1VZ0M2 | 0.01% |
| KRAFT HEINZ FOODS CO 03.0000 06/01/2026 | 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% |
| 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% |
| PACKAGING CORP OF AMERIC 04.5000 11/01/2023 | 0.01% |
| PRUDENTIAL FINANCIAL INC 05.2000 03/15/2044 | 0.01% |
| REFINITIV US HLDG P/P 144A 06.2500 05/15/2026 | 0.01% |
| SCOTTS MIRACLE-GRO 04.5000 10/15/2029 | 0.01% |
| SERVICE CORP INTL 05.1250 06/01/2029 | 0.01% |
| SERVICE PROPERTIES TRUST 04.3750 02/15/2030 | 0.01% |
| TRANSDIGM INC P/P 144A 05.5000 11/15/2027 | 0.01% |
| WASTE MANAGEMENT INC. 04.7500 06/30/2020 | 0.01% |
| WATCO COS LLC/FI P/P 144A 06.3750 04/01/2023 | 0.01% |
| WESTROCK MWV LLC 07.9500 02/15/2031 | 0.01% |
| ALBERTSONS COS/SAFE P/P 144A 04.6250 01/15/2027 | 0.01% |
| ALIMEN COUCHE P/P 144A 02.9500 01/25/2030 | 0.01% |
| ARRW 2019-1 A3 04.2080 01/25/2049 | 0.01% |
| AUTOZONE INC SEDOL 2065955 | 0.01% |
| BAUSCH HLTH COS INC P/P 144A 06.1250 04/15/2025 | 0.01% |
| BRAND ENERGY & I P/P 144A 08.5000 07/15/2025 | 0.01% |
| BRIXMOR PROPERTY GROUP INC SEDOL BFTDJL8 | 0.01% |
| FUJIFILM HOLDINGS CORP SEDOL 6356525 | 0.01% |
| GNMA GII30 BL6161 06.0000 12/20/2048 | 0.01% |
| GNR 2013-99 AS IO 05.2771 06/20/2043 | 0.01% |
| INGEVITY CORP P/P 144A 04.5000 02/01/2026 | 0.01% |
| INTELSAT JACKSON HLD P/P 144A 09.7500 07/15/2025 | 0.01% |
| ITRON INC P/P 144A 05.0000 01/15/2026 | 0.01% |
| JPMCC 2013-C10 AS 03.3715 12/15/2047 | 0.01% |
| KINDER MORGAN ENER PART 03.4500 02/15/2023 | 0.01% |
| KRAFT HEINZ FOODS CO 05.0000 07/15/2035 | 0.01% |
| L3HARRIS TECHNOLOGIES INC SEDOL BK9DTN5 | 0.01% |
| MEREDITH CORP 06.8750 02/01/2026 | 0.01% |
| MSC 2011-C3 D P/P 144A 05.2448 07/15/2049 | 0.01% |
| OTIS WORLDWIDE CORP P/P 144A 02.5650 02/15/2030 | 0.01% |
| QUEST DIAGNOSTICS INC SEDOL 2702791 | 0.01% |
| RAMC 2003-4 A1 01.4666 03/25/2034 | 0.01% |
| ROSS STORES INC SEDOL 2746711 | 0.01% |
| SEK/USD 06/17/2020 HSBCB | 0.01% |
| SERVICE CORPORATION INTL 04.6250 12/15/2027 | 0.01% |
| STACR 2014-HQ2 M3 04.6966 09/25/2024 | 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% |
| TTM TECHNOLOGIES INC P/P 144A 05.6250 10/01/2025 | 0.01% |
| VISTRA OPERATIONS CO P/P 144A 05.5000 09/01/2026 | 0.01% |
| 1011778 BC / NEW RED P/P 144A 05.0000 10/15/2025 | 0.01% |
| ASCEND LEARNING LLC P/P 144A 06.8750 08/01/2025 | 0.01% |
| AXA SA SEDOL 7088429 | 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% |
| BMC EAST LLC P/P 144A 05.5000 10/01/2024 | 0.01% |
| CAS 2014-C02 1M2 03.5466 05/25/2024 | 0.01% |
| CELANESE US HOLDINGS LLC 04.6250 11/15/2022 | 0.01% |
| CHS/COMMUNITY P/P 144A 06.6250 02/15/2025 | 0.01% |
| CON EDISON CO OF NY INC 04.2000 03/15/2042 | 0.01% |
| COPA HOLDINGS SA-CLASS A SEDOL B0TNJH9 | 0.01% |
| DIAMONDBACK ENERGY INC 03.2500 12/01/2026 | 0.01% |
| DIRECT LINE INSURANCE GROUP SEDOL BY9D0Y1 | 0.01% |
| DOLLAR TREE INC SEDOL 2272476 | 0.01% |
| ELANCO ANIMAL HEALTH 05.6500 08/28/2028 | 0.01% |
| ENERGY TRANSFER OPERATNG 02.9000 05/15/2025 | 0.01% |
| EQUINOR ASA USD 05.1000 08/17/2040 | 0.01% |
| FAIRFAX US INC P/P 144A 04.8750 08/13/2024 | 0.01% |
| GNR 2016-H16 EI IO 02.4028 06/20/2066 | 0.01% |
| GNR 2017-162 QI IO 05.0000 10/11/2047 | 0.01% |
| GREIF INC P/P 144A 06.5000 03/01/2027 | 0.01% |
| HSBC USA INC 03.5000 06/23/2024 | 0.01% |
| HUSKY TLB L+300 04.4501 03/28/2025 | 0.01% |
| JPMORGAN CHASE & CO 06.1000 02/01/2049 | 0.01% |
| LIBERTY MEDIA COR-SIRIUSXM C SEDOL BD8QGH9 | 0.01% |
| MERCK & CO. INC. 02.7500 02/10/2025 | 0.01% |
| ORACLE CORP 05.3750 07/15/2040 | 0.01% |
| PARK-OHIO INDUSTRIES INC 06.6250 04/15/2027 | 0.01% |
| SPRINT CORP 07.6250 03/01/2026 | 0.01% |
| SPRINT CORP P/P 144A 07.2500 02/01/2028 | 0.01% |
| STACR 2017-DNA1 M2 04.1966 07/25/2029 | 0.01% |
| TEVA PHARMACEUTICALS NE USD 06.7500 03/01/2028 | 0.01% |
| TWO HARBORS INVESTMENT CORP SEDOL BD832H2 | 0.01% |
| WALT DISNEY CO/THE SEDOL 2270726 | 0.01% |
| WAMU 2005-AR9 A1C3 01.9066 07/25/2045 | 0.01% |
| WERNER FINCO LP/INC P/P 144A 08.7500 07/15/2025 | 0.01% |
| WFCM 2016-LC25 XA IO 00.9846 12/15/2059 | 0.01% |
| ALLEGHENY TECHNOLOGIES INC 07.8750 08/15/2023 | 0.01% |
| ALTICE FRANCE P/P 144A 10.5000 05/15/2027 | 0.01% |
| ARDAGH PKG FIN/HLDGS P/P 144A 05.2500 08/15/2027 | 0.01% |
| BANK OF MONTREAL SEDOL 2076009 | 0.01% |
| BAUSCH HEALTH COS INC REGS 04.5000 05/15/2023 | 0.01% |
| CAN IMPERIAL BK OF COMMERCE SEDOL 2170525 | 0.01% |
| CEMEX FINANCE LLC P/P 144A 06.0000 04/01/2024 | 0.01% |
| CFCRE 2011-C2 D P/P 144A 05.7436 12/15/2047 | 0.01% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CS | 0.01% |
| CNO FINANCIAL GROUP INC 05.2500 05/30/2025 | 0.01% |
| COMM 2014-CR18 C 04.7252 07/15/2047 | 0.01% |
| CRC ESCROW ISSUER LL P/P 144A 05.2500 10/15/2025 | 0.01% |
| CWALT 2005-59 1A1 01.1029 11/20/2035 | 0.01% |
| CWALT 2006-24CB A19 01.4466 08/25/2036 | 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% |
| ELI LILLY & CO SEDOL 2516152 | 0.01% |
| EXXON MOBIL CORP SEDOL 2326618 | 0.01% |
| FHR 3829 AS IO 06.2454 03/15/2041 | 0.01% |
| GENERAL MOTORS FINL CO 04.3000 07/13/2025 | 0.01% |
| GNR 2016-123 LI IO 03.5000 03/20/2044 | 0.01% |
| GOLDEN NUGGET INC P/P 144A 06.7500 10/15/2024 | 0.01% |
| HMIR 2018-1 M1 P/P 144A 02.5466 10/25/2028 | 0.01% |
| HUB INTL LTD P/P 144A 07.0000 05/01/2026 | 0.01% |
| IPALCO ENTPRS IN 03.7000 09/01/2024 | 0.01% |
| ISTAR INC 04.2500 08/01/2025 | 0.01% |
| ISTAR INC 04.7500 10/01/2024 | 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% |
| MIZUHO FINANCIAL GROUP INC SEDOL 6591014 | 0.01% |
| NRG ENERGY INC P/P 144A 05.2500 06/15/2029 | 0.01% |
| ORKLA ASA SEDOL B1VQF42 | 0.01% |
| PENSKE TRUCK LE P/P 144A 03.4000 11/15/2026 | 0.01% |
| PEPTIDREAM INC SEDOL B97SH97 | 0.01% |
| PQ CORP P/P 144A 05.7500 12/15/2025 | 0.01% |
| SANTANDER UK PLC P/P 144A 05.0000 11/07/2023 | 0.01% |
| SMURFIT KAPPA TREASURY USD 07.5000 11/20/2025 | 0.01% |
| SWISS PRIME SITE-REG SEDOL B083BH4 | 0.01% |
| SYNGENTA FINANCE NV P/P 144A 04.8920 04/24/2025 | 0.01% |
| T-MOBILE USA INC 04.7500 02/01/2028 | 0.01% |
| TMS INTL HLDG CORP P/P 144A 07.2500 08/15/2025 | 0.01% |
| TOPBUILD CORP P/P 144A 05.6250 05/01/2026 | 0.01% |
| TREASURY BILL 00.0000 07/16/2020 | 0.01% |
| UNITEDHEALTH GROUP INC SEDOL 2917766 | 0.01% |
| US CONCRETE INC 06.3750 06/01/2024 | 0.01% |
| VMWARE INC 03.9000 08/21/2027 | 0.01% |
| WAMU 2005-AR14 1A2 03.8348 12/25/2035 | 0.01% |
| WYNN LAS VEGAS P/P 144A 05.2500 05/15/2027 | 0.01% |
| WYNN RESORTS FIN LLC P/P 144A 05.1250 10/01/2029 | 0.01% |
| AFLAC INC SEDOL 2026361 | 0.01% |
| ALLERGAN FUNDING SCS USD 03.4500 03/15/2022 | 0.01% |
| ALTICE FRANCE P/P 144A 07.3750 05/01/2026 | 0.01% |
| ARCELORMITTAL USD 07.0000 10/15/2039 | 0.01% |
| ARDAGH PKG FIN/HLDGS P/P 144A 04.1250 08/15/2026 | 0.01% |
| BAUSCH HLTH COS INC P/P 144A 07.2500 05/30/2029 | 0.01% |
| BERKSHIRE HATHAWAY FIN 04.3000 05/15/2043 | 0.01% |
| BMW US CAPITAL LLC P/P 144A 03.4000 08/13/2021 | 0.01% |
| CAS 2015-C01 1M2 05.2466 02/25/2025 | 0.01% |
| CAS 2017-C01 1EB1 02.1966 07/25/2029 | 0.01% |
| CF INDUSTRIES INC 04.9500 06/01/2043 | 0.01% |
| CGCMT 2014-GC19 D P/P 144A 05.0921 03/10/2047 | 0.01% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 JP | 0.01% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 ML | 0.01% |
| DIAMOND SPORTS P/P 144A 05.3750 08/15/2026 | 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% |
| F5 NETWORKS INC SEDOL 2427599 | 0.01% |
| GENERAL DYNAMICS CORP 02.2500 11/15/2022 | 0.01% |
| GFL ENVIRON INC P/P 144A 05.1250 12/15/2026 | 0.01% |
| HKT TRUST AND HKT LTD-SS SEDOL B4TXDZ3 | 0.01% |
| INFOR US INC 06.5000 05/15/2022 | 0.01% |
| JPMBB 2014-C25 XA IO 00.8520 11/15/2047 | 0.01% |
| MATTAMY GROUP CORP P/P 144A 04.6250 03/01/2030 | 0.01% |
| NOK/USD 06/17/2020 BCAP-FX | 0.01% |
| NZD/USD 04/15/2020 GSFX | 0.01% |
| ONCOR ELECTRIC DELIVERY 05.3000 06/01/2042 | 0.01% |
| ORACLE CORP JAPAN SEDOL 6141680 | 0.01% |
| PETROLEOS MEXICANOS P/P 144A 07.6900 01/23/2050 | 0.01% |
| PROLOGIS LP 02.2500 04/15/2030 | 0.01% |
| PROVIDENT FDG/PFG FI P/P 144A 06.3750 06/15/2025 | 0.01% |
| SCIENTIFIC GAMES P/P 144A 07.2500 11/15/2029 | 0.01% |
| SOLENIS 1STL L+400 05.6133 06/26/2025 | 0.01% |
| SONIC HEALTHCARE LTD SEDOL 6821120 | 0.01% |
| SPRINGLEAF FINANCE CORP 05.3750 11/15/2029 | 0.01% |
| STACR 2015-DN1 M3 05.0966 01/25/2025 | 0.01% |
| STACR 2015-DNA2 M3 04.8466 12/25/2027 | 0.01% |
| STACR 2020-HQA1 M2 03.7350 01/25/2050 | 0.01% |
| STAPLES INC. P/P 144A 10.7500 04/15/2027 | 0.01% |
| STARWOOD PROP TR 04.7500 03/15/2025 | 0.01% |
| TRANSDIGM INC 06.3750 06/15/2026 | 0.01% |
| TREASURY BILL 00.0000 04/23/2020 | 0.01% |
| USD/JPY PUT 108.00 20200622 BANKAM | 0.01% |
| USD/JPY PUT 108.00 20200622 CITI | 0.01% |
| USD/JPY PUT 108.00 20200622 GSFX | 0.01% |
| WAMU 2005-AR11 A1B3 01.3466 08/25/2045 | 0.01% |
| WESTPAC BANKING CORP USD 04.4210 07/24/2039 | 0.01% |
| WFRBS 2013-C14 XA IO 00.7305 06/15/2046 | 0.01% |
| 1011778 BC / NEW RED P/P 144A 03.8750 01/15/2028 | 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% |
| AUD/USD 04/15/2020 SSBT | 0.01% |
| BERRY GLOBAL INC 05.1250 07/15/2023 | 0.01% |
| BOMBARDIER INC P/P 144A 07.8750 04/15/2027 | 0.01% |
| CAPITAL ONE FINANCIAL CO 04.2000 10/29/2025 | 0.01% |
| CCO HLDGS LLC/CAP CO P/P 144A 05.7500 02/15/2026 | 0.01% |
| CLUBCORP HLDG INC P/P 144A 08.5000 09/15/2025 | 0.01% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 CS | 0.01% |
| CNO FINANCIAL GROUP INC 05.2500 05/30/2029 | 0.01% |
| COMM 2014-UBS6 XA IO 00.8918 12/10/2047 | 0.01% |
| CONSTELLIUM SE P/P 144A 05.8750 02/15/2026 | 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% |
| EG GLOBAL FIN PLC P/P 144A 06.7500 02/07/2025 | 0.01% |
| FISERV INC SEDOL 2342034 | 0.01% |
| GENERAL DYNAMICS CORP SEDOL 2365161 | 0.01% |
| GNMA GII30 BL6185 06.0000 01/20/2049 | 0.01% |
| GNMA GII30 BL6216 06.0000 03/20/2049 | 0.01% |
| GNMA GII30 BL6219 06.0000 03/20/2049 | 0.01% |
| GNMA GII30 BL6235 06.0000 04/20/2049 | 0.01% |
| GOEASY LTD P/P 144A 05.3750 12/01/2024 | 0.01% |
| GOLDMAN SACHS GROUP INC 06.7500 10/01/2037 | 0.01% |
| HCA INC 05.2500 06/15/2026 | 0.01% |
| HUSKY III HLDG LTD P/P 144A 13.0000 02/15/2025 | 0.01% |
| ICAHN ENTER/FIN 06.2500 05/15/2026 | 0.01% |
| INTEL CORP SEDOL 2463247 | 0.01% |
| L BRANDS INC 07.5000 06/15/2029 | 0.01% |
| MTR CORP SEDOL 6290054 | 0.01% |
| NETFLIX INC 04.8750 04/15/2028 | 0.01% |
| NEWELL BRANDS INC 04.4500 04/01/2026 | 0.01% |
| NORFOLK SOUTHERN CORP SEDOL 2641894 | 0.01% |
| ORACLE CORP 02.5000 05/15/2022 | 0.01% |
| PERTAMINA PERSERO PT P/P 144A 04.3000 05/20/2023 | 0.01% |
| PUBLIC SERVICE ELECTRIC 05.5000 03/01/2040 | 0.01% |
| RENAISSANCERE HOLDINGS LTD SEDOL 2728429 | 0.01% |
| SANOFI SEDOL 5671735 | 0.01% |
| SCIENTIFIC GAMES P/P 144A 08.2500 03/15/2026 | 0.01% |
| SEK/USD 06/17/2020 JPMCB | 0.01% |
| SIX FLAGS ENT P/P 144A 05.5000 04/15/2027 | 0.01% |
| SYNGENTA FINANCE NV P/P 144A 05.1820 04/24/2028 | 0.01% |
| THE BANK OF NOVA SCOTIA USD 02.7000 03/07/2022 | 0.01% |
| TRI POINTE GROUP / HOMES 05.8750 06/15/2024 | 0.01% |
| TRIVIUM PACK FIN P/P 144A 05.5000 08/15/2026 | 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% |
| WR GRACE & CO-CONN P/P 144A 05.6250 10/01/2024 | 0.01% |
| 0.9575 R ISWP US0003M P 03/23/2030 | 0.01% |
| AG ISSUER LLC P/P 144A 06.2500 03/01/2028 | 0.01% |
| AKER BP ASA P/P 144A 03.7500 01/15/2030 | 0.01% |
| ALTICE FRANCE SA P/P 144A 05.5000 01/15/2028 | 0.01% |
| APERGY CORP 06.3750 05/01/2026 | 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 04/15/2020 GSFX | 0.01% |
| AUST & NZ BANKING GR P/P 144A 06.7500 12/29/2049 | 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% |
| BUMT 2005-1 1A1 01.5466 09/25/2045 | 0.01% |
| CAD/USD 04/15/2020 TDBK | 0.01% |
| CGCMT 2012-GC8 XA IO P/P 144A 01.7674 09/10/2045 | 0.01% |
| CHENIERE CORP CHRIST 05.8750 03/31/2025 | 0.01% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS | 0.01% |
| COMM 2014-CR19 XA IO 01.0076 08/10/2047 | 0.01% |
| COMMSCOPE TECH LLC P/P 144A 06.0000 06/15/2025 | 0.01% |
| CORNERSTONE BUILDING P/P 144A 08.0000 04/15/2026 | 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% |
| GLP CAPITAL LP / FIN II 05.2500 06/01/2025 | 0.01% |
| GNR 2015-H26 EI IO 01.7903 10/20/2065 | 0.01% |
| GSMS 2014-GC24 XA IO 00.7367 09/10/2047 | 0.01% |
| HUDBAY MINERALS INC P/P 144A 07.6250 01/15/2025 | 0.01% |
| JPMBB 2015-C33 XA IO 00.9196 12/15/2048 | 0.01% |
| JUNIPER NETWORKS INC SEDOL 2431846 | 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% |
| 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% |
| 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% |
| NATIONSTAR MTG P/P 144A 08.1250 07/15/2023 | 0.01% |
| NEWCREST MINING LTD SEDOL 6637101 | 0.01% |
| NEXSTAR BROADC P/P 144A 05.6250 08/01/2024 | 0.01% |
| NRG ENERGY INC. 07.2500 05/15/2026 | 0.01% |
| NZD/USD 04/15/2020 CITI | 0.01% |
| PANTHER BF AGGRE 2 P/P 144A 08.5000 05/15/2027 | 0.01% |
| POWER SOLUTIONS TLB L+350 05.7344 04/30/2026 | 0.01% |
| PRIME SECURITY SVCS P/P 144A 06.2500 01/15/2028 | 0.01% |
| QORVO INC 05.5000 07/15/2026 | 0.01% |
| REPUBLIC OF SENEGAL REGS 06.2500 07/30/2024 | 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% |
| SINCLAIR TELE P/P 144A 05.5000 03/01/2030 | 0.01% |
| STACR 2019-HQA1 M2 03.2966 02/25/2049 | 0.01% |
| STATION CASINOS LLC P/P 144A 04.5000 02/15/2028 | 0.01% |
| TALLGRASS NRG PRTNR P/P 144A 05.5000 01/15/2028 | 0.01% |
| TENNANT CO 05.6250 05/01/2025 | 0.01% |
| TRONOX FINANCE PLC P/P 144A 05.7500 10/01/2025 | 0.01% |
| WFRBS 2012-C9 XA IO P/P 144A 01.8924 11/15/2045 | 0.01% |
| WFRBS 2013-C11 AS 03.3110 03/15/2045 | 0.01% |
| WM MORRISON SUPERMARKETS SEDOL 0604316 | 0.01% |
| WMG ACQUISITION CORP P/P 144A 05.0000 08/01/2023 | 0.01% |
| 1011778 BC ULC / P/P 144A 04.3750 01/15/2028 | 0.01% |
| ALLY FINANCIAL INC 05.7500 11/20/2025 | 0.01% |
| AMSTED INDUSTRIES P/P 144A 05.6250 07/01/2027 | 0.01% |
| ANHEUSER-BUSCH INBEV WOR 04.1500 01/23/2025 | 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% |
| BRIDGESTONE CORP SEDOL 6132101 | 0.01% |
| BUILDERS FIRSTSOURCE P/P 144A 06.7500 06/01/2027 | 0.01% |
| CAD/USD 04/15/2020 HSBCB | 0.01% |
| CAD/USD 04/15/2020 JPMCB | 0.01% |
| CAS 2015-C02 2M2 04.9466 05/25/2025 | 0.01% |
| CAS 2019-R02 1M2 03.2466 08/25/2031 | 0.01% |
| CCO HOLDINGS LLC P/P 144A 04.5000 05/01/2032 | 0.01% |
| CENTENE CORP 04.7500 05/15/2022 | 0.01% |
| CHARTER COMM OPT LLC 05.3750 05/01/2047 | 0.01% |
| CLEAN HARBORS INC P/P 144A 04.8750 07/15/2027 | 0.01% |
| COMCAST CORP 06.5000 11/15/2035 | 0.01% |
| COMM 2013-CR11 XA IO 00.9315 08/10/2050 | 0.01% |
| COMM 2014-LC17 XA IO 00.7663 10/10/2047 | 0.01% |
| COMMONWEALTH EDISON CO 05.9000 03/15/2036 | 0.01% |
| CROWN CORK & SEAL CO INC 07.3750 12/15/2026 | 0.01% |
| DCP MIDSTREAM P/P 144A 06.7500 09/15/2037 | 0.01% |
| DISH NETWORK CV 03.3750 08/15/2026 | 0.01% |
| ENERGY TRANSFER OPERATNG 06.1250 12/15/2045 | 0.01% |
| ESH HOSPITALITY INC P/P 144A 05.2500 05/01/2025 | 0.01% |
| FREEDOM MTGE CORP P/P 144A 08.2500 04/15/2025 | 0.01% |
| GEBERIT AG-REG SEDOL B1WGG93 | 0.01% |
| GNMA GII30 BL6184 06.0000 02/20/2049 | 0.01% |
| GNMA GII30 BL6217 06.0000 03/20/2049 | 0.01% |
| GOLDEN NUGGET INC P/P 144A 08.7500 10/01/2025 | 0.01% |
| HOCHTIEF AG SEDOL 5108664 | 0.01% |
| JARDINE MATHESON HLDGS LTD SEDOL 6472119 | 0.01% |
| JPMCC 2012-LC9 D P/P 144A 04.4181 12/15/2047 | 0.01% |
| LIONS GATE CAP HOLD P/P 144A 05.8750 11/01/2024 | 0.01% |
| LOEWS CORP SEDOL 2523022 | 0.01% |
| LOUISIANA-PACIFIC CORPORATION 04.8750 09/15/2024 | 0.01% |
| MARATHON PETRO CORP 06.5000 03/01/2041 | 0.01% |
| MAXIM INTEGRATED PRODUCTS SEDOL 2573760 | 0.01% |
| MBX.FN30.500.10 R USL1M P 01/12/41 CI | 0.01% |
| NIPPON STEEL CORP SEDOL 6642569 | 0.01% |
| NUCOR CORP SEDOL 2651086 | 0.01% |
| NUTRIEN LTD USD 05.2500 01/15/2045 | 0.01% |
| QVC INC 04.8500 04/01/2024 | 0.01% |
| RAYTHEON COMPANY 04.8750 10/15/2040 | 0.01% |
| REPUBLIC OF SENEGAL REGS 06.7500 03/13/2048 | 0.01% |
| SEK/USD 06/17/2020 RBSF | 0.01% |
| SPRINGLEAF FINANCE CORP 06.8750 03/15/2025 | 0.01% |
| SS&C TECH INC P/P 144A 05.5000 09/30/2027 | 0.01% |
| STACR 2015-HQ2 M2 02.8966 05/25/2025 | 0.01% |
| STACR 2019-DNA1 M2 03.5966 01/25/2049 | 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% |
| THALES SA SEDOL 4162791 | 0.01% |
| TMX FIN LLC/TITLEMAX P/P 144A 11.1250 04/01/2023 | 0.01% |
| TWDC ENTERPRISES 18 CORP 02.7500 08/16/2021 | 0.01% |
| US BANCORP SEDOL 2736035 | 0.01% |
| VISTRA OPERATION P/P 144A 05.0000 07/31/2027 | 0.01% |
| WEEKLEY HOMES LLC 06.0000 02/01/2023 | 0.01% |
| WFRBS 2012-C10 XA IO P/P 144A 01.5358 12/15/2045 | 0.01% |
| WYNDHAM HOTELS & RE P/P 144A 05.3750 04/15/2026 | 0.01% |
| ABC-MART INC SEDOL 6292102 | 0.01% |
| ALLIANT HOLDINGS P/P 144A 06.7500 10/15/2027 | 0.01% |
| ALLY FINANCIAL INC 03.8750 05/21/2024 | 0.01% |
| ANHEUSER-BUSCH INBEV WOR 02.5000 07/15/2022 | 0.01% |
| ANTERO RESOURCES 05.3750 11/01/2021 | 0.01% |
| CALPINE CORP P/P 144A 05.2500 06/01/2026 | 0.01% |
| CAS 2019-HRP1 M2 03.0966 11/25/2039 | 0.01% |
| CHEMOURS CO 07.0000 05/15/2025 | 0.01% |
| CHS/COMMUNITY HEALT P/P 144A 08.1250 06/30/2024 | 0.01% |
| CLEAR CHANNEL WORLDW P/P 144A 05.1250 08/15/2027 | 0.01% |
| CROWN AMER/CAP 04.7500 02/01/2026 | 0.01% |
| CROWN CASTLE INTL CORP 04.8750 04/15/2022 | 0.01% |
| DIAMONDBACK ENERGY INC 05.3750 05/31/2025 | 0.01% |
| DRESDNER FDG TRST I P/P 144A 08.1510 06/30/2031 | 0.01% |
| EMIR 2018-1 M2 03.9466 11/25/2028 | 0.01% |
| FIDELITY NATIONAL INFORM 03.0000 08/15/2026 | 0.01% |
| FREEDOM MTGE CORP P/P 144A 08.1250 11/15/2024 | 0.01% |
| FRESENIUS MEDICAL CARE AG & SEDOL 5129074 | 0.01% |
| FRONTIER COMM P/P 144A 08.5000 04/01/2026 | 0.01% |
| GARTNER INC P/P 144A 05.1250 04/01/2025 | 0.01% |
| GBP/USD 06/17/2020 SSBT | 0.01% |
| GENERAL MOTORS FINL CO 04.0000 01/15/2025 | 0.01% |
| GFL ENVIRONMENTA P/P 144A 08.5000 05/01/2027 | 0.01% |
| GNMA GII30 BL6016 06.0000 02/20/2049 | 0.01% |
| GNMA GII30 BL6218 06.0000 02/20/2049 | 0.01% |
| GNMA GII30 BM1953 06.0000 03/20/2049 | 0.01% |
| GSMS 2013-GC10 XA IO 01.4987 02/10/2046 | 0.01% |
| GSMS 2014-GC22 XA IO 00.9846 06/10/2047 | 0.01% |
| HANESBRANDS INC P/P 144A 04.6250 05/15/2024 | 0.01% |
| HESS MIDSTREAM P P/P 144A 05.1250 06/15/2028 | 0.01% |
| HONGKONG LAND HOLDINGS LTD SEDOL 6434915 | 0.01% |
| ICAHN ENTER 04.7500 09/15/2024 | 0.01% |
| ICAHN ENTER/FIN 05.2500 05/15/2027 | 0.01% |
| ICAHN ENTER/FIN 06.7500 02/01/2024 | 0.01% |
| JAPAN TOBACCO INC SEDOL 6474535 | 0.01% |
| JELD-WEN INC P/P 144A 04.6250 12/15/2025 | 0.01% |
| KFC HLD/PIZZA HUT/TA P/P 144A 04.7500 06/01/2027 | 0.01% |
| LEVEL 3 FINANCING INC 05.6250 02/01/2023 | 0.01% |
| LIVE NATION ENT P/P 144A 04.8750 11/01/2024 | 0.01% |
| MEG ENERGY CORP P/P 144A 06.5000 01/15/2025 | 0.01% |
| MERCER INTL INC USD 06.5000 02/01/2024 | 0.01% |
| MET LIFE GLOB FUND P/P 144A 03.0000 01/10/2023 | 0.01% |
| MLMI 2005-A2 A2 03.7323 02/25/2035 | 0.01% |
| MSAC 2004-HE6 M1 01.7716 08/25/2034 | 0.01% |
| MSBAM 2014-C17 XA IO 01.1083 08/15/2047 | 0.01% |
| MSRR 2015-R4 CB1 02.4514 08/26/2047 | 0.01% |
| NETFLIX INC P/P 144A 05.3750 11/15/2029 | 0.01% |
| NOVELIS CORP P/P 144A 04.7500 01/30/2030 | 0.01% |
| PETROBRAS GLOBAL FIN USD 05.9990 01/27/2028 | 0.01% |
| PLAINS GP HOLDINGS LP-CL A SEDOL BDGHN95 | 0.01% |
| RESIDEO FUNDING INC P/P 144A 06.1250 11/01/2026 | 0.01% |
| SABINE PASS LIQUEFAC 05.7500 05/15/2024 | 0.01% |
| SECOM CO LTD SEDOL 6791591 | 0.01% |
| STARFRUIT US/STAR FI P/P 144A 08.0000 10/01/2026 | 0.01% |
| SWEDISH MATCH AB SEDOL 5048566 | 0.01% |
| TENET HEALTHCARE 04.6250 07/15/2024 | 0.01% |
| TRANSOCEAN POSEIDON P/P 144A 06.8750 02/01/2027 | 0.01% |
| UBSBB 2012-C4 XA IO P/P 144A 01.6199 12/10/2045 | 0.01% |
| VALVOLINE INC P/P 144A 04.2500 02/15/2030 | 0.01% |
| VIACOMCBS INC 04.0000 01/15/2026 | 0.01% |
| VISTRA ENERGY CORP P/P 144A 08.1250 01/30/2026 | 0.01% |
| VISTRA OPERATIONS CO P/P 144A 05.6250 02/15/2027 | 0.01% |
| WESTERN DIGITAL CORPORATION 04.7500 02/15/2026 | 0.01% |
| WFRBS 2011-C4 E P/P 144A 05.2215 06/15/2044 | 0.01% |
| WOLVERINE WORLD WIDE P/P 144A 05.0000 09/01/2026 | 0.01% |
| ZF NA CAPITAL P/P 144A 04.5000 04/29/2022 | 0.01% |
| ZIGGO BV P/P 144A 05.5000 01/15/2027 | 0.01% |
| ABC SUPPLY CO INC P/P 144A 04.0000 01/15/2028 | 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% |
| ASCENT RESOURCES/AEU P/P 144A 10.0000 04/01/2022 | 0.00% |
| BANK OF AMERICA CORP 01.5005 09/15/2026 | 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% |
| BERRY GLOBAL INC P/P 144A 05.6250 07/15/2027 | 0.00% |
| BSCMS 2006-PW11 B P/P 144A 05.7487 03/11/2039 | 0.00% |
| BWAY CORP TLB L+325 05.0840 04/03/2024 | 0.00% |
| CAD/USD 04/15/2020 BANKAM | 0.00% |
| CCO HOLDINGS LLC P/P 144A 04.5000 08/15/2030 | 0.00% |
| CENTENE CORP P/P 144A 05.2500 04/01/2025 | 0.00% |
| CENTENE 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% |
| CLEAR CHANNEL WORLD P/P 144A 09.2500 02/15/2024 | 0.00% |
| CWALT 2005-27 1A1 02.3391 08/25/2035 | 0.00% |
| DENBURY RESOURCES IN P/P 144A 09.0000 05/15/2021 | 0.00% |
| DUN & BRADSTREET COR P/P 144A 06.8750 08/15/2026 | 0.00% |
| ECOLAB INC SEDOL 2304227 | 0.00% |
| EOG RESOURCES INC 04.1500 01/15/2026 | 0.00% |
| FHR 3408 EK 22.9578 04/15/2037 | 0.00% |
| FIFTH THIRD BANCORP 05.1000 12/29/2049 | 0.00% |
| FRONT RANGE BIDCO INC L+300 04.6678 03/09/2027 | 0.00% |
| FRONTIER COMM 10.5000 09/15/2022 | 0.00% |
| GLP CAPITAL LP / FIN II 05.3750 04/15/2026 | 0.00% |
| GMAC CAPITAL TRUST I PCT 07.4766 | 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% |
| GO DADDY OPCO/FINCO P/P 144A 05.2500 12/01/2027 | 0.00% |
| HEINEKEN HOLDING NV SEDOL B0CCH46 | 0.00% |
| HOLOGIC INC P/P 144A 04.3750 10/15/2025 | 0.00% |
| IHEARTCOMMUNICATIONS INC 06.3750 05/01/2026 | 0.00% |
| JELD-WEN INC P/P 144A 04.8750 12/15/2027 | 0.00% |
| JFE HOLDINGS INC SEDOL 6543792 | 0.00% |
| KINDER MORGAN ENER PART 05.4000 09/01/2044 | 0.00% |
| KINDER MORGAN INC/DELAWA 07.7500 01/15/2032 | 0.00% |
| KRATON POLYMERS LLC/ P/P 144A 07.0000 04/15/2025 | 0.00% |
| MAUSER PACKAGING SOL P/P 144A 05.5000 04/15/2024 | 0.00% |
| MICROSOFT CORP 05.3000 02/08/2041 | 0.00% |
| MOLINA HEALTHCARE IN 05.3750 11/15/2022 | 0.00% |
| NATIONAL GRID PLC SEDOL BDR05C0 | 0.00% |
| NETFLIX INC. 06.3750 05/15/2029 | 0.00% |
| NEWFIELD EXPLORATION CO 05.7500 01/30/2022 | 0.00% |
| OSHKOSH CORP 03.1000 03/01/2030 | 0.00% |
| PANTHER BF AGGREGA P/P 144A 06.2500 05/15/2026 | 0.00% |
| PENN NATIONAL GAMING P/P 144A 05.6250 01/15/2027 | 0.00% |
| PENSKE AUTO GRP INC 05.7500 10/01/2022 | 0.00% |
| PENSKE AUTOMOTIVE GROUP 05.5000 05/15/2026 | 0.00% |
| PRECISION DRILL P/P 144A 07.1250 01/15/2026 | 0.00% |
| PRUDENTIAL FINANCIAL INC 05.6250 06/15/2043 | 0.00% |
| QORVO INC SEDOL BR9YYP4 | 0.00% |
| REPUBLIC OF VENEZUELA REGS 08.2500 10/13/2024 | 0.00% |
| RITE AID CORP P/P 144A 07.5000 07/01/2025 | 0.00% |
| RTL GROUP SEDOL B1BK209 | 0.00% |
| SAMPO OYJ-A SHS SEDOL 5226038 | 0.00% |
| SEK/USD 06/17/2020 TDBK | 0.00% |
| SIRIUS XM RADIO INC. P/P 144A 05.5000 07/01/2029 | 0.00% |
| SOLERA LLC / SOLERA P/P 144A 10.5000 03/01/2024 | 0.00% |
| SPRINGLEAF FINANCE CORP 06.6250 01/15/2028 | 0.00% |
| TENET HEALTHCARE P/P 144A 06.2500 02/01/2027 | 0.00% |
| TRANSDIGM INC. 06.5000 07/15/2024 | 0.00% |
| WPX ENERGY INC 05.2500 10/15/2027 | 0.00% |
| WPX ENERGY INC 08.2500 08/01/2023 | 0.00% |
| YUM! BRANDS INC P/P 144A 04.7500 01/15/2030 | 0.00% |
| AES CORP/THE 04.5000 03/15/2023 | 0.00% |
| AES CORP/THE 05.1250 09/01/2027 | 0.00% |
| ALTRIA GROUP INC | 0.00% |
| AROUNDTOWN SA SEDOL BF0CK44 | 0.00% |
| AUD/USD 04/15/2020 CITI | 0.00% |
| AUTOMATION TOOLING S P/P 144A 06.5000 06/15/2023 | 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% |
| BOYD GAMING CORP P/P 144A 04.7500 12/01/2027 | 0.00% |
| BOYD GAMING CORPORATION 06.0000 08/15/2026 | 0.00% |
| BP CAP MARKETS AMERICA 03.9370 09/21/2028 | 0.00% |
| BROOKFIELD RESID P/P 144A 06.2500 09/15/2027 | 0.00% |
| CAD/USD 04/15/2020 UBS | 0.00% |
| CAS 2015-C02 1M2 04.9466 05/25/2025 | 0.00% |
| CBS OUT AMER CAP LLC 05.6250 02/15/2024 | 0.00% |
| CENOVUS ENERGY INC USD 06.7500 11/15/2039 | 0.00% |
| CENTENE CORP P/P 144A 05.3750 08/15/2026 | 0.00% |
| CLEAN HARBORS INC P/P 144A 05.1250 07/15/2029 | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.00% |
| COMMSCOPE INC P/P 144A 06.0000 03/01/2026 | 0.00% |
| COMPASS MINERALS INT P/P 144A 04.8750 07/15/2024 | 0.00% |
| COMSTOCK RE INC P/P 144A 07.5000 05/15/2025 | 0.00% |
| CPG INTL TL L+375 05.9333 05/05/2024 | 0.00% |
| CREDIT ACCEPTANC 06.6250 03/15/2026 | 0.00% |
| CREDIT ACCEPTANC P/P 144A 05.1250 12/31/2024 | 0.00% |
| EPR PROPERTIES 05.7500 CUM CV PFD | 0.00% |
| FNR 2007-53 SP 20.7290 06/25/2037 | 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% |
| GATES GLOBAL TLB L+275 03.7500 03/31/2024 | 0.00% |
| HCA INC 03.5000 09/01/2030 | 0.00% |
| HOLLY PAR/FIN P/P 144A 05.0000 02/01/2028 | 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% |
| INTL BUSINESS MACHINES CORP SEDOL 2005973 | 0.00% |
| IOS.FN30.400.10 R USL1M P 01/12/41 BC | 0.00% |
| IRON MOUNTAIN INC P/P 144A 05.2500 03/15/2028 | 0.00% |
| ISTAR INC. 05.2500 09/15/2022 | 0.00% |
| JOSEPH T RYERSON & S P/P 144A 11.0000 05/15/2022 | 0.00% |
| JPMBB 2014-C19 XA IO 00.7498 04/15/2047 | 0.00% |
| L BRANDS INC 06.7500 07/01/2036 | 0.00% |
| MASONITE INTL C P/P 144A 05.3750 02/01/2028 | 0.00% |
| MBX.FN30.450.09 R USL1M P 01/12/40 BC | 0.00% |
| MBX.FN30.500.10 R USL1M P 01/12/41 CI | 0.00% |
| MEG ENERGY CORP P/P 144A 07.1250 02/01/2027 | 0.00% |
| MERCER INTL INC USD 05.5000 01/15/2026 | 0.00% |
| MOOG INC P/P 144A 04.2500 12/15/2027 | 0.00% |
| NABORS INDUSTRIES INC. 05.7500 02/01/2025 | 0.00% |
| NATIONAL AUSTRALIA BANK LTD SEDOL 6624608 | 0.00% |
| NATIONSTAR MTG P/P 144A 06.0000 01/15/2027 | 0.00% |
| NRG ENERGY INC 05.7500 01/15/2028 | 0.00% |
| NZD/USD 04/15/2020 JPMCB | 0.00% |
| OCCIDENTAL PETROLEUM CORP SEDOL 2655408 | 0.00% |
| ORTHO-CLINICAL P/P 144A 07.2500 02/01/2028 | 0.00% |
| PENSKE AUTOMOTIVE GROUP 05.3750 12/01/2024 | 0.00% |
| POMEGRANATE MERGER S P/P 144A 09.7500 05/01/2023 | 0.00% |
| PROLOGIS LP 02.1250 04/15/2027 | 0.00% |
| PUBLICIS GROUPE SEDOL 4380429 | 0.00% |
| ROBERTSHAW TL 2L L+800 09.0000 02/28/2026 | 0.00% |
| ROBERTSHAW US HOLDING L+325 04.2500 02/28/2025 | 0.00% |
| S&P GLOBAL INC 02.5000 12/01/2029 | 0.00% |
| SOLENIS 2NDL L+850 10.8314 06/26/2026 | 0.00% |
| SPECTRUM BRANDS INC P/P 144A 05.0000 10/01/2029 | 0.00% |
| SPRINGLEAF FINANCE CORP 07.1250 03/15/2026 | 0.00% |
| STACR 2018-HQA2 M2 03.2466 10/25/2048 | 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% |
| TD AMERITRADE HOLDING CORP SEDOL 2983154 | 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% |
| ALBERTSONS COS P/P 144A 04.8750 02/15/2030 | 0.00% |
| AMC ENTERTAINMENT HLDGS 05.7500 06/15/2025 | 0.00% |
| APACHE CORPORATION 03.2500 04/15/2022 | 0.00% |
| AUD/USD 04/15/2020 HSBCB | 0.00% |
| AZRIELI GROUP LTD SEDOL B5MN1W0 | 0.00% |
| BANK OF AMERICA CORP 06.5000 10/29/2049 | 0.00% |
| BERRY GLOBAL INC P/P 144A 04.5000 02/15/2026 | 0.00% |
| BMIR 2017-1 M1 P/P 144A 02.6466 10/25/2027 | 0.00% |
| BOYD GAMING CORP 06.3750 04/01/2026 | 0.00% |
| BUCKEYE PARTNERS LP 05.8500 11/15/2043 | 0.00% |
| BUCKEYE PARTNERS LP P/P 144A 04.5000 03/01/2028 | 0.00% |
| CAD/USD 04/15/2020 RBSF | 0.00% |
| CBRE SERVICES INC 05.2500 03/15/2025 | 0.00% |
| CHEMOURS CO 05.3750 05/15/2027 | 0.00% |
| CIGNA CORP SEDOL BHJ0775 | 0.00% |
| CINEMARK USA INC 05.1250 12/15/2022 | 0.00% |
| CIT GROUP INC 05.0000 08/01/2023 | 0.00% |
| CIT GROUP INC. 05.0000 08/15/2022 | 0.00% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CS | 0.00% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CS | 0.00% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 ML | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 JP | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 ML | 0.00% |
| CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 JP | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | 0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 JP | 0.00% |
| CNP ASSURANCES SEDOL 5543986 | 0.00% |
| COMM 2014-CR18 XA IO 00.9967 07/15/2047 | 0.00% |
| COMMSCOPE INC P/P 144A 05.5000 03/01/2024 | 0.00% |
| COMSTOCK RESOURCES 09.7500 08/15/2026 | 0.00% |
| CPG MERGER SUB LLC P/P 144A 08.0000 10/01/2021 | 0.00% |
| 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% |
| FEDEX CORP 02.6250 08/01/2022 | 0.00% |
| FHR 2990 LB 15.1447 06/15/2034 | 0.00% |
| FHR 3072 SM 04.2533 11/15/2035 | 0.00% |
| FHR 3249 PS 19.9497 12/15/2036 | 0.00% |
| GBP/USD 06/17/2020 BCAP-FX | 0.00% |
| GBP/USD 06/17/2020 GSFX | 0.00% |
| GNMA GII30 BM4196 06.0000 04/20/2049 | 0.00% |
| GNMA GII30 BN1506 04.5000 05/20/2049 | 0.00% |
| GNR 2010-9 UI IO 05.0000 01/20/2040 | 0.00% |
| GNR 2012-141 WI IO 03.5000 11/20/2041 | 0.00% |
| GNR 2013-14 IO IO 03.5000 12/20/2042 | 0.00% |
| GSMS 2013-GC12 XA IO 01.4170 06/10/2046 | 0.00% |
| INCEPTION MRGR/RACK P/P 144A 08.6250 11/15/2024 | 0.00% |
| LABORATORY CRP OF AMER HLDGS SEDOL 2586122 | 0.00% |
| LAMB WESTON HOLDINGS P/P 144A 04.6250 11/01/2024 | 0.00% |
| LBUBS 2008-C1 AM 06.2765 04/15/2041 | 0.00% |
| MGM GROWTH/MGM FINANCE 04.5000 01/15/2028 | 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% |
| NEWS CORP - CLASS A SEDOL BBGVT40 | 0.00% |
| NN GROUP NV SEDOL BNG8PQ9 | 0.00% |
| OMIR 2018-1A M1 02.4966 07/25/2028 | 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% |
| REPUBLIC OF VENEZUELA REGS 09.0000 05/07/2023 | 0.00% |
| REVLON CONS TLB L+350 05.1128 09/07/2023 | 0.00% |
| SCIENTIFIC GAMES P/P 144A 07.0000 05/15/2028 | 0.00% |
| SM ENERGY CO 06.7500 09/15/2026 | 0.00% |
| SPECTRUM BRANDS INC 06.1250 12/15/2024 | 0.00% |
| T-MOBILE USA INC. 04.0000 04/15/2022 | 0.00% |
| TRANSOCEAN PONTUS LT P/P 144A 06.1250 08/01/2025 | 0.00% |
| TRONOX INC P/P 144A 06.5000 04/15/2026 | 0.00% |
| USD/CHF PUT 0.94 20200605 GSFX | 0.00% |
| USD/JPY PUT 106.00 20200416 BANKAM | 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 05.7500 06/01/2026 | 0.00% |
| ZEKELMAN IND INC P/P 144A 09.8750 06/15/2023 | 0.00% |
| AIB GROUP PLC SEDOL BF0L353 | 0.00% |
| AKER BP ASA P/P 144A 05.8750 03/31/2025 | 0.00% |
| AKZO NOBEL N.V. SEDOL BJ2KSG2 | 0.00% |
| ATHENE HOLDING LTD-CLASS A SEDOL BZ13MZ1 | 0.00% |
| AUD/USD 04/15/2020 WPAC | 0.00% |
| BAYTEX ENERGY CORP P/P 144A 05.6250 06/01/2024 | 0.00% |
| BERRY GLOBAL INC 05.5000 05/15/2022 | 0.00% |
| BOMBARDIER INC P/P 144A 07.5000 12/01/2024 | 0.00% |
| BROOKFIELD RESID P/P 144A 04.8750 02/15/2030 | 0.00% |
| BUCKEYE PARTNERS LP 03.9500 12/01/2026 | 0.00% |
| CANADIAN UTILITIES LTD-A SEDOL 2172639 | 0.00% |
| CINEMARK USA INC 04.8750 06/01/2023 | 0.00% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CS | 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.6 2063-05-11 500.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CS | 0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | 0.00% |
| COLORADO INTERSTATE GAS CO 06.8500 06/15/2037 | 0.00% |
| ELDORADO RESORTS INC 06.0000 09/15/2026 | 0.00% |
| ENTERPRISE MERG P/P 144A 08.7500 10/15/2026 | 0.00% |
| FNMA FN30 BO0212 UMBS 04.5000 05/01/2049 | 0.00% |
| FNR 2005-106 JC 17.1887 12/25/2035 | 0.00% |
| FNR 2005-75 GS 17.4101 08/25/2035 | 0.00% |
| FNR 2006-62 PS 34.2202 07/25/2036 | 0.00% |
| FORD MOTOR CO SEDOL 2615468 | 0.00% |
| FOX CORP - CLASS B SEDOL BJJMGY5 | 0.00% |
| FRONT RANGE BIDC P/P 144A 04.0000 03/01/2027 | 0.00% |
| GBP/USD 06/17/2020 CSI-FX | 0.00% |
| GBP/USD 06/17/2020 TDBK | 0.00% |
| GETLINK SE SEDOL B292JQ9 | 0.00% |
| GNMA GII30 BJ9611 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 2015-124 NI IO 03.5000 06/20/2039 | 0.00% |
| H LUNDBECK A/S SEDOL 7085259 | 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% |
| INTERCONTINENTAL EXCHANGE IN SEDOL BFSSDS9 | 0.00% |
| IOS.FN30.400.09 R USL1M P 01/12/40 GS | 0.00% |
| JO-ANN STORES TL L+500 06.0000 10/16/2023 | 0.00% |
| KYUSHU RAILWAY COMPANY SEDOL BD2BST6 | 0.00% |
| LENNAR CORP 05.8750 11/15/2024 | 0.00% |
| MERCK & CO INC 02.9000 03/07/2024 | 0.00% |
| MOLINA HEALTHCARE IN P/P 144A 04.8750 06/15/2025 | 0.00% |
| NABORS IND LTD P/P 144A 07.2500 01/15/2026 | 0.00% |
| NABORS IND LTD P/P 144A 07.5000 01/15/2028 | 0.00% |
| NEIMAN MARCUS TL L+600 07.5000 10/25/2023 | 0.00% |
| NRG ENERGY INC 06.6250 01/15/2027 | 0.00% |
| NZD/USD 04/15/2020 HSBCB | 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 04.7633 11/03/2023 | 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% |
| ROYAL BANK OF CANADA USD 02.8000 04/29/2022 | 0.00% |
| SEK/USD 06/17/2020 BANKAM | 0.00% |
| SEK/USD 06/17/2020 CITI | 0.00% |
| SEK/USD 06/17/2020 CSI-FX | 0.00% |
| SEK/USD 06/17/2020 UBS | 0.00% |
| SES SEDOL B00ZQQ2 | 0.00% |
| SGD/USD 05/20/2020 JPMCB | 0.00% |
| SM ENERGY CO 05.0000 01/15/2024 | 0.00% |
| SM ENERGY CO 06.1250 11/15/2022 | 0.00% |
| SUBARU CORP SEDOL 6356406 | 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% |
| TARGA RESOURCES PART 06.8750 01/15/2029 | 0.00% |
| THE AES CORPORATION 04.8750 05/15/2023 | 0.00% |
| TOWNSQUARE MEDIA INC P/P 144A 06.5000 04/01/2023 | 0.00% |
| WPX ENERGY INC 04.5000 01/15/2030 | 0.00% |
| YUM! BRANDS INC P/P 144A 07.7500 04/01/2025 | 0.00% |
| ALLEGHENY TECHNOLOGIES 05.8750 12/01/2027 | 0.00% |
| AUD/USD 04/15/2020 TDBK | 0.00% |
| CAD/USD 04/15/2020 CITI | 0.00% |
| CALIFORNIA RESOURC TL L+475 06.3633 12/31/2022 | 0.00% |
| CMB CMBX.NA.A.7 2047-01-17 200.0 01/17/2047 CG | 0.00% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CG | 0.00% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CG | 0.00% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 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 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 GS | 0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS | 0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 MS | 0.00% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 CG | 0.00% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 CS | 0.00% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 GS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 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.BBB-.7 2047-01-17 300.0 01/17/2047 ML | 0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 MS | 0.00% |
| CONTINENTAL RESOURCES 05.0000 09/15/2022 | 0.00% |
| CVS PASS-THROUGH TRUST 06.0360 12/10/2028 | 0.00% |
| ENERGIZER HLDG INC P/P 144A 07.7500 01/15/2027 | 0.00% |
| FNR 2005-83 QP 14.9328 11/25/2034 | 0.00% |
| FNR 2007-14 KO PO 00.0000 03/25/2037 | 0.00% |
| GBP/USD 06/17/2020 HSBCB | 0.00% |
| GBP/USD 06/17/2020 UBS | 0.00% |
| GLENCORE PLC SEDOL B4T3BW6 | 0.00% |
| GNMA GII30 BN7073 04.5000 05/20/2049 | 0.00% |
| GNR 2010-9 QI IO 04.5000 01/20/2040 | 0.00% |
| GNR 2019-78 SJ IO 05.2771 06/20/2049 | 0.00% |
| IOS.FN30.350.14 R USL1M P 01/12/45 CS | 0.00% |
| IOS.FN30.400.10 R USL1M P 01/12/41 BC | 0.00% |
| JO-ANN STORES 2NDL L+925 10.2500 05/21/2024 | 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% |
| MSC 2007-HQ11 C 05.5580 02/12/2044 | 0.00% |
| NINE ENERGY SERVICE P/P 144A 08.7500 11/01/2023 | 0.00% |
| NOBLE HLDG INTL LTD P/P 144A 07.8750 02/01/2026 | 0.00% |
| NZD/USD 04/15/2020 CSI-FX | 0.00% |
| NZD/USD 07/15/2020 HSBCB | 0.00% |
| OASIS PETROLEUM INC 06.8750 03/15/2022 | 0.00% |
| OASIS PETROLEUM INC P/P 144A 06.2500 05/01/2026 | 0.00% |
| PARTY CITY HLDG INC P/P 144A 06.1250 08/15/2023 | 0.00% |
| PETROLEOS DE VEN P/P 144A 06.0000 11/15/2026 | 0.00% |
| PPL CAPITAL FUNDING INC 03.4000 06/01/2023 | 0.00% |
| REPSOL SA SEDOL 5669354 | 0.00% |
| SEK/USD 06/17/2020 BCAP-FX | 0.00% |
| SM ENERGY CO 06.6250 01/15/2027 | 0.00% |
| STACR 2019-DNA2 M2 03.3966 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% |
| THE SHERWIN-WILLIAMS COMPANY 02.7500 06/01/2022 | 0.00% |
| TITAN ACQ LTD P/P 144A 07.7500 04/15/2026 | 0.00% |
| TRANSDIGM INC 06.5000 05/15/2025 | 0.00% |
| TRANSOCEAN INC 07.5000 04/15/2031 | 0.00% |
| TXU TCEH RIGHTS | 0.00% |
| USD/CHF PUT 0.91 20200605 CITI | 0.00% |
| WFMBS 2006-AR5 1A1 04.2084 04/25/2036 | 0.00% |
| ADVANZ PHARMA CORP LTD SEDOL BG0RYR7 | 0.00% |
| AUD/USD 04/15/2020 BCAP-FX | 0.00% |
| AUD/USD 07/15/2020 CSI-FX | 0.00% |
| AUD/USD 07/15/2020 HSBCB | 0.00% |
| BACM 2007-1 XW IO 00.2286 01/15/2049 | 0.00% |
| BSCMS 06-PW14 X1 IO P/P 144A 00.2832 12/11/2038 | 0.00% |
| CAD/USD 04/15/2020 GSFX | 0.00% |
| CAD/USD 04/15/2020 WPAC | 0.00% |
| CAD/USD 07/15/2020 CSI-FX | 0.00% |
| CAD/USD 07/15/2020 HSBCB | 0.00% |
| CALIFORNIA RESOURCES P/P 144A 08.0000 12/15/2022 | 0.00% |
| CD 2007-CD4 XW IO P/P 144A 01.3000 12/11/2049 | 0.00% |
| CGCMT 2006-C5 XC IO P/P 144A 00.5026 10/15/2049 | 0.00% |
| CLEAR CHANNEL OUTDOOR HOLDIN SEDOL BJHVCH9 | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 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.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.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.7 2047-01-17 500.0 01/17/2047 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 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 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.BBB-.6 2063-05-11 300.0 05/11/2063 BA | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 BA | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.BBB-.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% |
| CNH/USD 05/20/2020 BANKAM | 0.00% |
| CNH/USD 05/20/2020 GSFX | 0.00% |
| CSFB 2003-C3 AX IO P/P 144A 02.1712 05/15/2038 | 0.00% |
| CSMC 2007-C2 AX IO P/P 144A 00.0089 01/15/2049 | 0.00% |
| DENBURY RESOURCES P/P 144A 09.2500 03/31/2022 | 0.00% |
| DKK/USD 06/17/2020 CITI | 0.00% |
| EUR/NOK PUT 9.60 20200406 GSFX | 0.00% |
| EUR/USD 06/17/2020 WPAC | 0.00% |
| FHR 3117 AF 00.0000 02/15/2036 | 0.00% |
| FHR 3206 EO PO 00.0000 08/15/2036 | 0.00% |
| FHR 3326 WF 00.0000 10/15/2035 | 0.00% |
| FHR 3391 PO PO 00.0000 04/15/2037 | 0.00% |
| FIRSTENERGY CORP 03.9000 07/15/2027 | 0.00% |
| FIRSTENERGY CORP 04.8500 07/15/2047 | 0.00% |
| FNR 2006-125 OX PO 00.0000 01/25/2037 | 0.00% |
| FNR 2006-46 OC PO 00.0000 06/25/2036 | 0.00% |
| FNR 2006-84 OT PO 00.0000 09/25/2036 | 0.00% |
| GBP/USD CALL 1.335 20200402 BCAP-FX | 0.00% |
| GBP/USD CALL 1.335 20200407 UBS | 0.00% |
| GECMC 2007-C1 XC IO P/P 144A 00.0029 12/10/2049 | 0.00% |
| GNR 2006-36 OD PO 00.0000 07/16/2036 | 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 GSFX | 0.00% |
| HKD/USD 05/20/2020 HSBCB | 0.00% |
| HKD/USD 05/20/2020 RBSF | 0.00% |
| HKD/USD 05/20/2020 TDBK | 0.00% |
| HKD/USD 05/20/2020 UBS | 0.00% |
| IHEARTMEDIA INC - CLASS A SEDOL BJVR9Y9 | 0.00% |
| INTELSAT JACKSON HLD P/P 144A 08.0000 02/15/2024 | 0.00% |
| IOS.FN30.350.12 R USL1M P 01/12/43 BC | 0.00% |
| IOS.FN30.400.11 R USL1M P 01/12/42 BC | 0.00% |
| IOS.FN30.400.11 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-LDP8 X IO 00.2897 05/15/2045 | 0.00% |
| JPMCC 2007-LDPX X IO 00.0305 01/15/2049 | 0.00% |
| JPY/USD 05/20/2020 CITI | 0.00% |
| JPY/USD 05/20/2020 UBS | 0.00% |
| LBUBS 2005-C7 XCL IO P/P 144A 00.3130 11/15/2040 | 0.00% |
| LBUBS 2007-C2 XW IO 00.1419 02/15/2040 | 0.00% |
| MEG ENERGY CORP P/P 144A 07.0000 03/31/2024 | 0.00% |
| MEZZ 2006-C4 X IO P/P 144A 06.4012 07/15/2045 | 0.00% |
| MEZZ 2007-C5 X IO P/P 144A 05.3947 12/15/2049 | 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% |
| NOBLE HOLDING INTL LTD USD 07.7500 01/15/2024 | 0.00% |
| NZD/USD 04/15/2020 TDBK | 0.00% |
| OASIS PETROLEUM INC CV 02.6250 09/15/2023 | 0.00% |
| PETROLEOS DE VENEZUELA S REGS 05.3750 04/12/2027 | 0.00% |
| REPUBLIC OF VENEZUELA REGS 07.6500 04/21/2025 | 0.00% |
| SEK/USD 06/17/2020 GSFX | 0.00% |
| TERVITA CORP SEDOL BD1DCC4 | 0.00% |
| TEXAS COHLD TCEH ESCROW 11.5000 10/01/2020 | 0.00% |
| TIAAC 2003-1A E 144A 08.0000 12/28/2038 | 0.00% |
| VALARIS PLC USD 07.7500 02/01/2026 | 0.00% |
| WBCMT 2006-C29 IO IO 00.1166 11/15/2048 | 0.00% |
| AUD/USD 04/15/2020 CSI-FX | -0.00% |
| CHF/USD 06/17/2020 CITI | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 JP | -0.00% |
| CMB CMBX.NA.A.7 2047-01-17 200.0 01/17/2047 JP | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 BA | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 BC | -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% |
| EUR/USD 06/17/2020 BANKAM | -0.00% |
| EUR/USD 06/17/2020 CSI-FX | -0.00% |
| HKD/USD 05/20/2020 SSBT | -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 JPMCB | -0.00% |
| JPY/USD 05/20/2020 WPAC | -0.00% |
| MBX.FN30.600.08 P USL1M R 01/12/39 BC | -0.00% |
| MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.00% |
| MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.00% |
| USD/JPY PUT 103.00 20200416 BANKAM | -0.00% |
| 0.609 R ISWP US0003M P 03/26/2025 | -0.00% |
| AUD/USD 04/15/2020 RBSF | -0.00% |
| CHF/USD 06/17/2020 GSFX | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 MS | -0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CS | -0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 JP | -0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 JP | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.00% |
| EUR/USD 06/17/2020 BCAP-FX | -0.00% |
| EUR/USD 06/17/2020 GSFX | -0.00% |
| EUR/USD 06/17/2020 RBSF | -0.00% |
| EUR/USD 06/17/2020 TDBK | -0.00% |
| JPY/USD 05/20/2020 HSBCB | -0.00% |
| NOK/USD 06/17/2020 BANKAM | -0.00% |
| NOK/USD 06/17/2020 TDBK | -0.00% |
| NOK/USD 06/17/2020 UBS | -0.00% |
| TWD/USD 05/20/2020 BANKAM | -0.00% |
| CHF/USD 06/17/2020 JPMCB | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 JP | -0.00% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 MS | -0.00% |
| EUR/USD 06/17/2020 CITI | -0.00% |
| JPY/USD 05/20/2020 GSFX | -0.00% |
| USD/CHF PUT 0.91 20200605 GSFX | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| EUR/USD 06/17/2020 HSBCB | -0.00% |
| EUR/USD 06/17/2020 UBS | -0.00% |
| JPY/USD 05/20/2020 SSBT | -0.00% |
| NOK/USD 06/17/2020 CITI | -0.00% |
| NZD/USD 04/15/2020 BANKAM | -0.00% |
| NZD/USD 04/15/2020 BCAP-FX | -0.00% |
| NZD/USD 04/15/2020 RBSF | -0.00% |
| EUR/USD 06/17/2020 SSBT | -0.00% |
| IOS.FN30.400.10 P USL1M R 01/12/41 JP | -0.00% |
| NOK/USD 06/17/2020 RBSF | -0.00% |
| NZD/USD 04/15/2020 WPAC | -0.00% |
| AUD/USD 04/15/2020 BANKAM | -0.01% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 CG | -0.01% |
| GBP/USD 06/17/2020 JPMCB | -0.01% |
| USD/JPY PUT 105.00 20200622 BANKAM | -0.01% |
| USD/JPY PUT 105.00 20200622 CITI | -0.01% |
| USD/JPY PUT 105.00 20200622 GSFX | -0.01% |
| 0.742 R ISWP US0003M P 03/23/2025 | -0.01% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 MS | -0.01% |
| EUR/USD 06/17/2020 JPMCB | -0.01% |
| NOK/USD 06/17/2020 HSBCB | -0.01% |
| 0.7525 R ISWP US0003M P 03/23/2025 | -0.01% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 CS | -0.01% |
| NOK/USD 06/17/2020 SSBT | -0.01% |
| NZD/USD 04/15/2020 UBS | -0.01% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CG | -0.01% |
| MBX.FN30.650.67 P USL1M R 01/12/38 BC | -0.01% |
| NOK/USD 06/17/2020 CSI-FX | -0.01% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CS | -0.01% |
| JPY/USD 05/20/2020 BCAP-FX | -0.01% |
| MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% |
| NZD/USD 04/15/2020 SSBT | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS | -0.02% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP | -0.02% |
| 1.75 R ISWP FWD US0003M P 03/18/2030 | -0.02% |
| AUD/USD 04/15/2020 JPMCB | -0.02% |
| CDX CDX.NA.IG.34 100.0 06/20/2025 | -0.02% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 JP | -0.02% |
| NOK/USD 06/17/2020 JPMCB | -0.02% |
| 1.625 R ISWP FWD US0003M P 03/18/2025 | -0.06% |
| NOK/USD 06/17/2020 GSFX | -0.06% |
| 1.60 R ISWP FWD US0003M P 03/18/2022 | -0.07% |
| US 10YR ULTRA FUT JUN20 UXYM0 | -0.07% |
| FNMA FN30 TBA UMBS 03.0000 04/01/2050 | -0.13% |
| FNMA FN30 TBA UMBS 03.5000 04/01/2050 | -0.23% |
| RU10INTR P US0003M R 11/25/20 CI | -0.32% |
| RU10INTR P US0003M R 11/25/20 CI | -2.59% |
| GSGLPWDS P US0001M R 12/15/25 GS | -5.14% |
| S&P500 EMINI FUT JUN20 ESM0 | -7.21% |
Portfolio composition as of 06/30/20
| U.S. large-cap equity | 40.67% |
|---|---|
| U.S. Investment-grade bonds | 32.49% |
| International equity | 10.61% |
| U.S. small- and mid-cap equity | 7.45% |
| U.S. High-yield bonds | 6.23% |
| U.S. money markets | 2.55% |
Fixed income statistics as of 06/30/20
| Average effective maturity | 8.00 yrs. |
|---|---|
| Average effective duration | 1.97 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. Our investment techniques, analyses, and judgments may not produce the outcome we intend. The investments we select for the fund may not perform as well as other securities that we do not select for the fund. We, or the fund's other service providers, may experience disruptions or operating errors that could have a negative effect on the fund. You can lose money by investing in the fund.
Expenses
Expense ratio |
Class A | Class B | Class C | Class R | Class R5 | Class R6 | Class Y |
|---|---|---|---|---|---|---|---|
| Total expense ratio | 0.98% | 1.73% | 1.73% | 1.23% | 0.73% | 0.63% | 0.73% |
| What you pay | 0.98% | 1.73% | 1.73% | 1.23% | 0.73% | 0.63% | 0.73% |
Sales charge
| Investment Breakpoint | Class A | Class B | Class C | Class R | Class R5 | Class R6 | Class Y |
|---|---|---|---|---|---|---|---|
| $0-$49,999 | 5.75% | 0.00% | 0.00% | -- | -- | -- | -- |
| $50,000-$99,999 | 4.50% | 0.00% | 0.00% | -- | -- | -- | -- |
| $100,000-$249,999 | 3.50% | -- | 0.00% | -- | -- | -- | -- |
| $250,000-$499,999 | 2.50% | -- | 0.00% | -- | -- | -- | -- |
| $500,000-$999,999 | 2.00% | -- | 0.00% | -- | -- | -- | -- |
| $1M-$4M | 0.00% | -- | -- | -- | -- | -- | -- |
| $4M-$50M | 0.00% | -- | -- | -- | -- | -- | -- |
| $50M+ | 0.00% | -- | -- | -- | -- | -- | -- |
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% | -- | -- | -- | -- |
The Russell 3000 Index is an unmanaged index of the 3,000 largest U.S. companies. The Putnam Balanced Blended Benchmark is a benchmark administered by Putnam Management, comprising 50% the Russell 3000 Index, 35% the Bloomberg Barclays U.S. Aggregate Bond Index, 10% the MSCI EAFE Index (ND), and 5% the JPMorgan Developed High Yield Index. You cannot invest directly in an index.
Consider these risks before investing: Allocation of assets among asset classes may hurt performance. The value of investments in the fund’s portfolio may fall or fail to rise over extended periods of time for a variety of reasons, including general economic, political or financial market conditions, investor sentiment and market perceptions, government actions, geopolitical events or changes, and factors related to a specific issuer, asset class, geography, industry or sector. These and other factors may lead to increased volatility and reduced liquidity in the fund’s portfolio holdings. International investing involves currency, economic, and political risks. Emerging-market securities carry illiquidity and volatility risks. Investments in small and/or midsize companies increase the risk of greater price fluctuations. Growth stocks may be more susceptible to earnings disappointments, and value stocks may fail to rebound. Funds that invest in government securities are not guaranteed. Mortgage-backed investments, unlike traditional debt investments, are also subject to prepayment risk, which means that they may increase in value less than other bonds when interest rates decline and decline in value more than other bonds when interest rates rise. Bond investments are subject to interest-rate risk (the risk of bond prices falling if interest rates rise) and credit risk (the risk of an issuer defaulting on interest or principal payments). Default risk is generally higher for non-qualified mortgages. Interest-rate risk is generally greater for longer-term bonds, and credit risk is generally greater for below-investment-grade bonds. Unlike bonds, funds that invest in bonds have fees and expenses. The use of derivatives may increase these risks by increasing investment exposure (which may be considered leverage) or, in the case of over-the-counter instruments, because of the potential inability to terminate or sell derivatives positions and the potential failure of the other party to the instrument to meet its obligations. Our investment techniques, analyses, and judgments may not produce the outcome we intend. The investments we select for the fund may not perform as well as other securities that we do not select for the fund. We, or the fund's other service providers, may experience disruptions or operating errors that could have a negative effect on the fund. You can lose money by investing in the fund.