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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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 |
$16.97
-0.18% | $-0.03 |
$17.00
01/20/21 |
$11.99
03/23/20 |
Fund facts as of 12/31/20
Total net assets
$2,688.82M
$2,688.82M
Turnover (fiscal year end)
265%
265%
Dividend frequency (view rate)
Quarterly
Quarterly
Number of holdings
1966
1966
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 | Q4 2020
K-shaped recovery to show in Q3 earnings
The post-pandemic recovery is likely to lift profits in some sectors more than others, says Jason Vaillancourt, CFA, Co-Head of Global Asset Allocation.
Literature
Fund documents |
| Prospectuses/SAI |
| Fact Sheet (YA 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)
6.79%
Average 5-year annualized return
Total return (%) as of 12/31/20
Annual performance as of 12/31/20
Annualized Total return (%) as of 12/31/20
| Annualized performance | 1 yr. | 3 yrs. | 5 yrs. | 10 yrs. |
|---|---|---|---|---|
| Before sales charge | 12.67% | 7.24% | 8.78% | 8.62% |
| After sales charge | N/A | N/A | N/A | N/A |
| Russell 3000 Index | 20.89% | 14.49% | 15.43% | 13.79% |
| Putnam Balanced Blended Benchmark | 14.80% | 10.22% | 10.67% | 9.33% |
Current performance may be lower or higher than the quoted past performance, which cannot guarantee future results. Share price, principal value, and return will vary, and you may have a gain or loss when you sell your shares. Performance assumes reinvestment of distributions and does not account for taxes. Returns before sales charge do not reflect the current maximum sales charges as indicated below. Had the sales charge been reflected, returns would be lower. Returns at public offering price (after sales charge) for class A and class M shares reflect the current maximum initial sales charges of 5.75% and 3.50% for equity funds and 4.00% and 3.25% for income funds (2.25% for class A of Putnam Floating Rate Income Fund, Short-Term Municipal Income, Short Duration Bond Fund, and Fixed Income Absolute Return Fund), respectively. Class B share returns reflect the applicable contingent deferred sales charge (CDSC), which is 5% in the first year, declining to 1% in the sixth year, and is eliminated thereafter (except for Putnam Floating Rate Income Fund, Putnam Short Duration Bond Fund, Putnam Fixed Income Absolute Return Fund, and Putnam Short-Term Municipal Income Fund, which is 1% in the first year, declining to 0.5% in the second year, and is eliminated thereafter). Class C shares reflect a 1% CDSC the first year that is eliminated thereafter. Performance for class B, C, M, N, R, and Y shares prior to their inception is derived from the historical performance of class A shares, adjusted for the applicable sales charge (or CDSC) and, except for class Y shares, the higher operating expenses for such shares (with the exception of Putnam Tax-Free High Yield Fund and Putnam Strategic Intermediate Municipal Fund, which are based on the historical performance of class B shares). Performance for class A, C, R6, and Y shares of Putnam Mortgage Opportunities Fund before their inception is derived from the historical performance of class I shares, which have been adjusted for the applicable sales charge (or CDSC) and the higher operating expenses for such shares. Returns at public offering price (after sales charge) for class N shares reflect the current maximum initial sales charge of 1.50%. Class R5/R6 shares, available to qualified employee-benefit plans only, are sold without an initial sales charge and have no CDSC. Class Y shares are generally only available for corporate and institutional clients and have no initial sales charge. Performance for class R5/R6 shares before their inception are derived from the historical performance of class Y shares, which have not been adjusted for the lower expenses; had they, returns would have been higher. Class A shares of Putnam money market funds have no initial sales charge. For a portion of the period, some funds had expenses limitations or had been sold on a limited basis with limited assets and expenses, without which returns would be lower.
Performance snapshot
| Before sales charge | After sales charge | ||
|---|---|---|---|
| 1 mt. as of 12/31/20 | 3.01% | - | |
| YTD as of 01/22/21 | 2.17% | - | |
Yield
| Distribution rate before sales charge as of 01/22/21 |
1.27% |
|---|---|
| Distribution rate after sales charge as of 01/22/21 |
1.27% |
| 30-day SEC yield as of 12/31/20 | 1.05% |
Risk-adjusted performance as of 12/31/20
| Sharpe ratio (3 yrs.) | 0.47 |
|---|
Volatility as of 12/31/20
| Standard deviation (3 yrs.) | 12.27% |
|---|
Fixed income statistics as of 12/31/20
| Average effective duration | 2.19 yrs. |
|---|
Lipper rankings as of 12/31/20
| Time period | Rank/Funds in category | Percentile ranking |
|---|---|---|
| 1 yr. | 183/574 | 32% |
| 3 yrs. | 227/536 | 43% |
| 5 yrs. | 155/486 | 32% |
| 10 yrs. | 40/361 | 12% |
Morningstar Ratings™ as of 12/31/20
| Time period | Funds in category | Morningstar Rating™ |
|---|---|---|
| Overall | 636 | |
| 3 yrs. | 636 | |
| 5 yrs. | 575 | |
| 10 yrs. | 414 |
Distributions
| Record/Ex dividend date | 12/17/20 |
|---|---|
| Payable date | 12/21/20 |
| Income | $0.054 |
| Extra income | -- |
| Short-term cap. gain | -- |
| Long-term cap. gain | $0.095 |
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
| Apple Inc Sedol 2046251 | 3.43% |
|---|---|
| Microsoft Corp Sedol 2588173 | 2.58% |
| Amazon.Com Inc Sedol 2000019 | 2.50% |
| Alphabet Inc-Cl A Sedol Byvy8g0 | 1.38% |
| Fnma Fn30 Tba Umbs 02.0000 01/01/2051 | 1.23% |
| FNMA FN15 TBA UMBS 02.5000 01/01/2036 | 1.20% |
| Jpmorgan Chase & Co Sedol 2190385 | 1.11% |
| Gnma Gii30 Ma6766 03.0000 07/20/2050 | 1.07% |
| Qualcomm Inc Sedol 2714923 | 1.05% |
| Fnma Fn30 Tba Umbs 02.5000 01/01/2051 | 1.02% |
| Top 10 holdings, percent of portfolio | 16.57% |
| Top 10 holdings as of 12/31/20 | |
|---|---|
| Apple Inc Sedol 2046251 | |
| Microsoft Corp Sedol 2588173 | |
| Amazon.Com Inc Sedol 2000019 | |
| Alphabet Inc-Cl A Sedol Byvy8g0 | |
| Fnma Fn30 Tba Umbs 02.0000 01/01/2051 | |
| FNMA FN15 TBA UMBS 02.5000 01/01/2036 | |
| Jpmorgan Chase & Co Sedol 2190385 | |
| Gnma Gii30 Ma6766 03.0000 07/20/2050 | |
| Qualcomm Inc Sedol 2714923 | |
| Fnma Fn30 Tba Umbs 02.5000 01/01/2051 | |
| Holdings represent 16.57% of portfolio | |
| Top 10 holdings as of 11/30/20 | |
|---|---|
| Apple Inc Sedol 2046251 | |
| Microsoft Corp Sedol 2588173 | |
| Amazon.Com Inc Sedol 2000019 | |
| Fnma Fn30 Tba Umbs 02.0000 01/01/2051 | |
| Alphabet Inc-Cl A Sedol Byvy8g0 | |
| Fnma Fn30 Tba Umbs 02.5000 01/01/2051 | |
| Jpmorgan Chase & Co Sedol 2190385 | |
| Fnma Fn15 Tba Umbs 02.5000 12/01/2035 | |
| Gnma Gii30 Ma6766 03.0000 07/20/2050 | |
| Qualcomm Inc Sedol 2714923 | |
| Holdings represent 17.29% of portfolio | |
| Top 10 holdings as of 10/31/20 | |
|---|---|
| Gnma Gii30 Tba 03.5000 11/01/2050 | |
| Apple Inc Sedol 2046251 | |
| Amazon.Com Inc Sedol 2000019 | |
| Microsoft Corp Sedol 2588173 | |
| Fnma Fn30 Tba Umbs 02.5000 11/01/2050 | |
| Alphabet Inc-Cl A Sedol Byvy8g0 | |
| Fnma Fn30 Tba Umbs 02.0000 12/01/2050 | |
| Fnma Fn15 Tba Umbs 02.5000 11/01/2035 | |
| Fhlmc Fr30 Zs4750 Umbs 03.0000 01/01/2048 | |
| Jpmorgan Chase & Co Sedol 2190385 | |
| Holdings represent 19.13% of portfolio | |
| Top 10 holdings as of 09/30/20 | |
|---|---|
| Gnma Gii30 Tba 03.5000 10/01/2050 | |
| Apple Inc Sedol 2046251 | |
| Amazon.Com Inc Sedol 2000019 | |
| Microsoft Corp Sedol 2588173 | |
| Fnma Fn30 Tba Umbs 02.5000 11/01/2050 | |
| Alphabet Inc-Cl A Sedol Byvy8g0 | |
| Fnma Fn15 Tba Umbs 02.5000 10/01/2035 | |
| Fnma Fn30 Tba Umbs 02.0000 11/01/2050 | |
| Fhlmc Fr30 Zs4750 Umbs 03.0000 01/01/2048 | |
| Adobe Inc Sedol 2008154 | |
| Holdings represent 18.83% of portfolio | |
| E-MINI RUSS 2000 MAR21 RTYH1 | 4.40% |
|---|---|
| US 5YR NOTE (CBT) MAR21 FVH1 | 4.25% |
| GSGLPWDL R US0001M P 12/15/25 GS | 4.21% |
| APPLE INC SEDOL 2046251 | 3.43% |
| MICROSOFT CORP SEDOL 2588173 | 2.58% |
| AMAZON.COM INC SEDOL 2000019 | 2.50% |
| US ULTRA BOND CBT MAR21 WNH1 | 2.25% |
| FNMA FN30 TBA UMBS 02.5000 01/01/2051 | 1.96% |
| US 10YR NOTE (CBT)MAR21 TYH1 | 1.72% |
| ALPHABET INC-CL A SEDOL BYVY8G0 | 1.38% |
| GSGLPHCL R US0001M P 12/15/25 GS | 1.29% |
| FNMA FN15 TBA UMBS 02.5000 01/01/2036 | 1.20% |
| JPMORGAN CHASE & CO SEDOL 2190385 | 1.11% |
| GNMA GII30 MA6766 03.0000 07/20/2050 | 1.07% |
| QUALCOMM INC SEDOL 2714923 | 1.05% |
| US LONG BOND(CBT) MAR21 USH1 | 0.98% |
| ADOBE INC SEDOL 2008154 | 0.92% |
| FNMA FN30 TBA UMBS 02.0000 02/01/2051 | 0.89% |
| FNMA FN30 TBA UMBS 03.5000 01/01/2051 | 0.83% |
| PROCTER & GAMBLE CO/THE SEDOL 2704407 | 0.82% |
| FHLMC FR30 ZS4750 UMBS 03.0000 01/01/2048 | 0.82% |
| CITIGROUP INC SEDOL 2297907 | 0.79% |
| NVIDIA CORP SEDOL 2379504 | 0.78% |
| GNMA GII30 MA6932 03.0000 10/20/2050 | 0.66% |
| ELI LILLY & CO SEDOL 2516152 | 0.66% |
| JOHNSON & JOHNSON SEDOL 2475833 | 0.63% |
| CISCO SYSTEMS INC SEDOL 2198163 | 0.62% |
| VERIZON COMMUNICATIONS INC SEDOL 2090571 | 0.62% |
| ALPHABET INC-CL C SEDOL BYY88Y7 | 0.55% |
| CHARTER COMMUNICATIONS INC-A SEDOL BZ6VT82 | 0.55% |
| GNMA GII30 MA6820 03.0000 08/20/2050 | 0.54% |
| INTUIT INC SEDOL 2459020 | 0.53% |
| FACEBOOK INC-CLASS A SEDOL B7TL820 | 0.51% |
| COMCAST CORP-CLASS A SEDOL 2044545 | 0.49% |
| PEPSICO INC SEDOL 2681511 | 0.49% |
| FNMA FN30 TBA UMBS 06.0000 01/01/2051 | 0.46% |
| HONEYWELL INTERNATIONAL INC SEDOL 2020459 | 0.46% |
| ACTIVISION BLIZZARD INC SEDOL 2575818 | 0.45% |
| LOCKHEED MARTIN CORP SEDOL 2522096 | 0.45% |
| MERCK & CO. INC. SEDOL 2778844 | 0.45% |
| WALMART INC SEDOL 2936921 | 0.44% |
| FNMA FN30 MA3563 UMBS 04.0000 01/01/2049 | 0.43% |
| PAYPAL HOLDINGS INC SEDOL BYW36M8 | 0.42% |
| MEDTRONIC PLC SEDOL BTN1Y11 | 0.42% |
| NORTHROP GRUMMAN CORP SEDOL 2648806 | 0.42% |
| SERVICENOW INC SEDOL B80NXX8 | 0.42% |
| TESLA INC SEDOL B616C79 | 0.41% |
| EBAY INC SEDOL 2293819 | 0.40% |
| FNMA FN30 FM1741 UMBS 04.0000 04/01/2049 | 0.39% |
| COCA-COLA CO/THE SEDOL 2206657 | 0.36% |
| VISA INC-CLASS A SHARES SEDOL B2PZN04 | 0.36% |
| TARGET CORP SEDOL 2259101 | 0.36% |
| EXELON CORP SEDOL 2670519 | 0.35% |
| BANK OF AMERICA CORP SEDOL 2295677 | 0.35% |
| FNMA FN30 TBA UMBS 02.0000 01/01/2051 | 0.35% |
| MASTERCARD INC - A SEDOL B121557 | 0.34% |
| AUTODESK INC SEDOL 2065159 | 0.34% |
| AMERICAN ELECTRIC POWER SEDOL 2026242 | 0.33% |
| ABBVIE INC SEDOL B92SR70 | 0.32% |
| TREASURY BILL 00.0000 03/25/2021 | 0.31% |
| UNITEDHEALTH GROUP INC SEDOL 2917766 | 0.31% |
| FNMA FN30 FM4328 UMBS 02.5000 09/01/2050 | 0.31% |
| UNION PACIFIC CORP SEDOL 2914734 | 0.31% |
| SIMON PROPERTY GROUP INC SEDOL 2812452 | 0.30% |
| DOCUSIGN INC SEDOL BFYT7B7 | 0.30% |
| METLIFE INC SEDOL 2573209 | 0.30% |
| MCDONALD'S CORP SEDOL 2550707 | 0.29% |
| GOLDMAN SACHS GROUP INC SEDOL 2407966 | 0.29% |
| NRG ENERGY INC SEDOL 2212922 | 0.29% |
| ABBOTT LABORATORIES SEDOL 2002305 | 0.28% |
| NIKE INC -CL B SEDOL 2640147 | 0.27% |
| HILTON WORLDWIDE HOLDINGS IN SEDOL BYVMW06 | 0.27% |
| DANAHER CORP SEDOL 2250870 | 0.27% |
| JOHNSON CONTROLS INTERNATION SEDOL BY7QL61 | 0.27% |
| VERTEX PHARMACEUTICALS INC SEDOL 2931034 | 0.26% |
| EDWARDS LIFESCIENCES CORP SEDOL 2567116 | 0.26% |
| VEEVA SYSTEMS INC-CLASS A SEDOL BFH3N85 | 0.26% |
| FNMA FN30 BQ1269 UMBS 02.5000 08/01/2050 | 0.26% |
| HUMANA INC SEDOL 2445063 | 0.26% |
| SOUTHERN CO/THE SEDOL 2829601 | 0.25% |
| FREEPORT-MCMORAN INC SEDOL 2352118 | 0.25% |
| HALLIBURTON CO SEDOL 2405302 | 0.25% |
| HOME DEPOT INC SEDOL 2434209 | 0.25% |
| MORGAN STANLEY | 0.25% |
| AMERICAN TOWER CORP SEDOL B7FBFL2 | 0.24% |
| CRH PLC SEDOL 4182249 | 0.24% |
| FNMA FN30 MA2737 UMBS 03.0000 09/01/2046 | 0.24% |
| FNMA FN30 TBA UMBS 04.0000 01/01/2051 | 0.24% |
| US 2YR NOTE (CBT) MAR21 TUH1 | 0.24% |
| AMGEN INC SEDOL 2023607 | 0.24% |
| GNMA GII30 TBA 03.0000 01/01/2051 | 0.23% |
| T-MOBILE US INC SEDOL B94Q9V0 | 0.22% |
| ALLSTATE CORP SEDOL 2019952 | 0.22% |
| CUMMINS INC SEDOL 2240202 | 0.22% |
| FNMA FN30 BQ0329 UMBS 02.5000 07/01/2050 | 0.22% |
| LONZA GROUP AG-REG SEDOL 7333378 | 0.22% |
| FORTINET INC SEDOL B5B2106 | 0.21% |
| FIDELITY NATIONAL INFO SERV SEDOL 2769796 | 0.21% |
| SONY CORP SEDOL 6821506 | 0.21% |
| CIGNA CORP SEDOL BHJ0775 | 0.21% |
| IDEXX LABORATORIES INC SEDOL 2459202 | 0.21% |
| LOWES COMPANIES INC | 0.21% |
| FNMA FN30 AL9859 UMBS 03.0000 03/01/2047 | 0.20% |
| SOUTHWEST AIRLINES CO SEDOL 2831543 | 0.20% |
| BEST BUY CO INC SEDOL 2094670 | 0.20% |
| ZIMMER BIOMET HOLDINGS INC SEDOL 2783815 | 0.20% |
| AIA GROUP LTD SEDOL B4TX8S1 | 0.20% |
| FNMA FN30 BM5024 UMBS 03.0000 11/01/2048 | 0.20% |
| GENERAL MOTORS CO SEDOL B665KZ5 | 0.20% |
| ALTRIA GROUP INC | 0.20% |
| TREASURY BILL 00.0000 03/18/2021 | 0.19% |
| COSTAR GROUP INC SEDOL 2262864 | 0.19% |
| GAMING AND LEISURE PROPERTIE SEDOL BFPK4S5 | 0.19% |
| CADENCE DESIGN SYS INC SEDOL 2302232 | 0.19% |
| SYNOPSYS INC SEDOL 2867719 | 0.19% |
| OTIS WORLDWIDE CORP SEDOL BK531S8 | 0.18% |
| SYNCHRONY FINANCIAL SEDOL BP96PS6 | 0.17% |
| AXA SA SEDOL 7088429 | 0.17% |
| ROCKWELL AUTOMATION INC SEDOL 2754060 | 0.17% |
| PFIZER INC SEDOL 2684703 | 0.17% |
| SHERWIN-WILLIAMS CO/THE SEDOL 2804211 | 0.17% |
| TREASURY BILL 00.0000 02/09/2021 | 0.17% |
| VERIZON COMM 04.3290 09/21/2028 | 0.17% |
| CROWN CASTLE INTL CORP SEDOL BTGQCX1 | 0.17% |
| OLD DOMINION FREIGHT LINE SEDOL 2656423 | 0.17% |
| YUM BRANDS INC SEDOL 2098876 | 0.17% |
| DOW INC SEDOL BHXCF84 | 0.16% |
| ESTEE LAUDER COMPANIES-CL A SEDOL 2320524 | 0.16% |
| MONDELEZ INTERNATIONAL INC-A SEDOL B8CKK03 | 0.16% |
| PNC FINANCIAL SERVICES GROUP SEDOL 2692665 | 0.16% |
| REGENERON PHARMACEUTICALS SEDOL 2730190 | 0.16% |
| AMERIPRISE FINANCIAL INC SEDOL B0J7D57 | 0.16% |
| COGNIZANT TECH SOLUTIONS-A SEDOL 2257019 | 0.16% |
| DEERE & CO SEDOL 2261203 | 0.16% |
| ABBVIE INC 03.2000 11/21/2029 | 0.16% |
| AFLAC INC SEDOL 2026361 | 0.16% |
| ALBEMARLE CORP SEDOL 2046853 | 0.15% |
| GODADDY INC - CLASS A SEDOL BWFRFC6 | 0.15% |
| PINTEREST INC- CLASS A SEDOL BJ2Z0H2 | 0.15% |
| BOSTON PROPERTIES INC SEDOL 2019479 | 0.15% |
| EQUINIX INC SEDOL BVLZX12 | 0.15% |
| S&P GLOBAL INC SEDOL BYV2325 | 0.15% |
| HOLOGIC INC SEDOL 2433530 | 0.15% |
| PULTEGROUP INC SEDOL 2708841 | 0.14% |
| BRISTOL-MYERS SQUIBB CO SEDOL 2126335 | 0.14% |
| CHEVRON CORP | 0.14% |
| DEXCOM INC SEDOL B0796X4 | 0.14% |
| CONOCOPHILLIPS | 0.14% |
| UNITED RENTALS INC SEDOL 2134781 | 0.14% |
| VALERO ENERGY CORP SEDOL 2041364 | 0.14% |
| ALLY FINANCIAL INC SEDOL B72XK05 | 0.14% |
| BJ'S WHOLESALE CLUB HOLDINGS SEDOL BFZNZF8 | 0.14% |
| CITIGROUP INC 03.6680 07/24/2028 | 0.14% |
| HOYA CORP SEDOL 6441506 | 0.13% |
| JPMORGAN CHASE & CO 03.9640 11/15/2048 | 0.13% |
| LULULEMON ATHLETICA INC SEDOL B23FN39 | 0.13% |
| MORGAN STANLEY 03.6250 01/20/2027 | 0.13% |
| ANGLO AMER PLC SEDOL B1XZS82 | 0.13% |
| JPMORGAN CHASE & CO 03.6250 12/01/2027 | 0.13% |
| ADVANCED MICRO DEVICES SEDOL 2007849 | 0.13% |
| DISCOVER FINANCIAL SERVICES SEDOL B1YLC43 | 0.13% |
| TEXAS INSTRUMENTS INC SEDOL 2885409 | 0.13% |
| CDX CDX.NA.IG.35 100.0 12/20/2025 | 0.13% |
| AT&T INC SEDOL 2831811 | 0.12% |
| NOVARTIS AG-REG SEDOL 7103065 | 0.12% |
| ASTRAZENECA PLC-SPONS ADR SEDOL 2989044 | 0.12% |
| FORD MOTOR CO SEDOL 2615468 | 0.12% |
| LEIDOS HOLDINGS INC SEDOL BDV82B8 | 0.12% |
| ROCHE HOLDING AG-GENUSSCHEIN SEDOL 7110388 | 0.12% |
| SCHLUMBERGER LTD SEDOL 2779201 | 0.12% |
| MORGAN STANLEY 03.1250 01/23/2023 | 0.12% |
| STACR 2016-DNA2 M3 04.7980 10/25/2028 | 0.12% |
| AT&T INC P/P 144A 03.5500 09/15/2055 | 0.12% |
| AVALARA INC SEDOL BZ1NVP4 | 0.12% |
| EATON CORP PLC SEDOL B8KQN82 | 0.12% |
| TJX COMPANIES INC SEDOL 2989301 | 0.12% |
| EXXON MOBIL CORPORATION 02.2220 03/01/2021 | 0.12% |
| GOLDMAN SACHS GROUP INC 03.8500 01/26/2027 | 0.12% |
| HERSHEY CO/THE SEDOL 2422806 | 0.12% |
| T-MOBILE US INC P/P 144A 05.2500 CV PFD | 0.12% |
| WASTE MANAGEMENT INC SEDOL 2937667 | 0.12% |
| RAYTHEON TECHNOLOGIES CORP SEDOL BM5M5Y3 | 0.12% |
| AT&T INC P/P 144A 02.5500 12/01/2033 | 0.11% |
| BANK OF AMERICA CORP 03.2480 10/21/2027 | 0.11% |
| COMPAGNIE DE SAINT-GOBAIN SEDOL 7380482 | 0.11% |
| LENNAR CORP-A SEDOL 2511920 | 0.11% |
| SCHWAB (CHARLES) CORP SEDOL 2779397 | 0.11% |
| BHP GROUP LTD SEDOL 6144690 | 0.11% |
| CHIPOTLE MEXICAN GRILL INC SEDOL B0X7DZ3 | 0.11% |
| ABIOMED INC SEDOL 2003698 | 0.11% |
| ASSURED GUARANTY LTD SEDOL B00V7H8 | 0.11% |
| CVS HEALTH CORP 04.7800 03/25/2038 | 0.11% |
| DEUTSCHE BOERSE AG SEDOL 7021963 | 0.11% |
| DYNATRACE INC SEDOL BJV2RD9 | 0.11% |
| SEA LTD-ADR SEDOL BYWD7L4 | 0.11% |
| CARDINAL HEALTH INC SEDOL 2175672 | 0.11% |
| TAIWAN SEMICONDUCTOR-SP ADR SEDOL 2113382 | 0.10% |
| UBS GROUP AG P/P 144A 03.4910 05/23/2023 | 0.10% |
| RADIAN GROUP INC SEDOL 2173911 | 0.10% |
| NESTLE SA-REG SEDOL 7123870 | 0.10% |
| SEAGEN INC SEDOL BLPK4D2 | 0.10% |
| BAXTER INTERNATIONAL INC SEDOL 2085102 | 0.10% |
| DUPONT DE NEMOURS INC SEDOL BK0VN47 | 0.10% |
| FAIR ISAAC CORP SEDOL 2330299 | 0.10% |
| LINCOLN NATIONAL CORP SEDOL 2516378 | 0.10% |
| QUANTA SERVICES INC SEDOL 2150204 | 0.10% |
| ALIBABA GROUP HOLDING LTD SEDOL BK6YZP5 | 0.10% |
| ARAMARK SEDOL BH3XG17 | 0.10% |
| NEW YORK LIFE INS P/P 144A 01.1000 05/05/2023 | 0.10% |
| PUBLIC SERVICE ENTERPRISE GP SEDOL 2707677 | 0.10% |
| PRUDENTIAL PLC SEDOL 0709954 | 0.10% |
| REPUBLIC OF INDONESIA REGS 04.7500 01/08/2026 | 0.10% |
| THERMO FISHER SCIENTIFIC INC SEDOL 2886907 | 0.10% |
| BIGCOMMERCE HOLDINGS-SER 1 SEDOL BMDCDP2 | 0.10% |
| ROYAL DUTCH SHELL PLC-B SHS SEDOL B03MM40 | 0.10% |
| TOTAL SE SEDOL B15C557 | 0.10% |
| AMETEK INC SEDOL 2089212 | 0.10% |
| COCA-COLA HBC AG-DI SEDOL B9895B7 | 0.10% |
| AVERY DENNISON CORP SEDOL 2066408 | 0.10% |
| BOOZ ALLEN HAMILTON HOLDINGS SEDOL B5367T7 | 0.10% |
| SALESFORCE.COM INC 03.7000 04/11/2028 | 0.10% |
| CBRE GROUP INC - A SEDOL B6WVMH3 | 0.09% |
| APOLLO GLOBAL MANAGEMENT INC SEDOL BKRLVD5 | 0.09% |
| BANK OF AMERICA CORP 06.1100 01/29/2037 | 0.09% |
| TRANSDIGM GROUP INC SEDOL B11FJK3 | 0.09% |
| EXXON MOBIL CORP SEDOL 2326618 | 0.09% |
| PETROBRAS GLOBAL FINANCE USD 06.2500 03/17/2024 | 0.09% |
| CAPITAL ONE FINANCIAL CORP SEDOL 2654461 | 0.09% |
| AMERICAN INTERNATIONAL GROUP SEDOL 2027342 | 0.09% |
| LONDON STOCK EXCHANGE GROUP SEDOL B0SWJX3 | 0.09% |
| UNITED MEXICAN STATES USD 05.5500 01/21/2045 | 0.09% |
| VONTIER CORP SEDOL BH4GV32 | 0.09% |
| JAZZ PHARMACEUTICALS PLC SEDOL B4Q5ZN4 | 0.09% |
| LABORATORY CRP OF AMER HLDGS SEDOL 2586122 | 0.09% |
| MICROSOFT CORP 02.4000 08/08/2026 | 0.09% |
| SCHNEIDER ELECTRIC SE SEDOL 4834108 | 0.09% |
| FORTUNE BRANDS HOME & SECURI SEDOL B3MC7D6 | 0.09% |
| DIAGEO PLC SEDOL 0237400 | 0.09% |
| EASTMAN CHEMICAL CO SEDOL 2298386 | 0.09% |
| MICROSOFT CORP 03.7000 08/08/2046 | 0.09% |
| NOVO NORDISK A/S-B SEDOL BHC8X90 | 0.09% |
| AGNC INVESTMENT CORP SEDOL BYYHJL8 | 0.08% |
| ALLIANZ SE-REG SEDOL 5231485 | 0.08% |
| APPLE INC 04.2500 02/09/2047 | 0.08% |
| NINTENDO CO LTD SEDOL 6639550 | 0.08% |
| EQUITABLE HOLDINGS INC SEDOL BKRMR96 | 0.08% |
| THALES SA SEDOL 4162791 | 0.08% |
| AMEREN CORPORATION SEDOL 2050832 | 0.08% |
| SAMSUNG ELECTRONICS-PREF SEDOL 6773812 | 0.08% |
| TORONTO-DOMINION BANK USD 01.9000 12/01/2022 | 0.08% |
| STATE STREET CORP SEDOL 2842040 | 0.08% |
| TREASURY BILL 00.0000 02/16/2021 | 0.08% |
| EXPEDITORS INTL WASH INC SEDOL 2325507 | 0.08% |
| INTERPUBLIC GROUP COS 04.6500 10/01/2028 | 0.08% |
| KEURIG DR PEPPER INC SEDOL BD3W133 | 0.08% |
| NEXI SPA SEDOL BJ1F880 | 0.08% |
| DRAFTKINGS INC - CL A SEDOL BMYML02 | 0.08% |
| EDP-ENERGIAS DE PORTUGAL SA SEDOL 4103596 | 0.08% |
| L OREAL SEDOL 4057808 | 0.08% |
| BF0101 03.5000 06/01/2056 | 0.08% |
| DANAHER CORP 05.0000 CV PFD | 0.08% |
| TELEFONICA EMISIONES SAU USD 04.8950 03/06/2048 | 0.08% |
| BOEING CO/THE SEDOL 2108601 | 0.08% |
| IHS MARKIT LTD P/P 144A 04.7500 02/15/2025 | 0.08% |
| ORACLE CORP 04.0000 11/15/2047 | 0.08% |
| ORSTED A/S SEDOL BYT16L4 | 0.08% |
| US BANK NA CINCINNATI 03.1500 04/26/2021 | 0.08% |
| WASTE CONNECTIONS INC SEDOL BYVG1F6 | 0.08% |
| ALPHABET INC 03.6250 05/19/2021 | 0.08% |
| FNMA FN30 BJ9256 UMBS 04.0000 06/01/2048 | 0.08% |
| SALESFORCE.COM INC SEDOL 2310525 | 0.08% |
| SPST 2020-2 A 00.9780 03/26/2021 | 0.08% |
| MICROSOFT CORP 01.5500 08/08/2021 | 0.08% |
| SBA COMMUNICATIONS CORP SEDOL BZ6TS23 | 0.08% |
| UNILEVER PLC SEDOL BLRB262 | 0.08% |
| ALLIANCE DATA SYSTEMS CORP SEDOL 2762030 | 0.08% |
| BOOKING HOLDINGS INC SEDOL BDRXDB4 | 0.08% |
| ENTERPRISE PRODUCTS PARTNERS SEDOL 2285388 | 0.08% |
| EQUINIX INC. 02.9000 11/18/2026 | 0.08% |
| RIO TINTO PLC SEDOL 0718875 | 0.08% |
| ADIDAS AG SEDOL 4031976 | 0.07% |
| DBUBS 2011-LC3A D P/P 144A 05.3353 08/10/2044 | 0.07% |
| FLUTTER ENTERTAINMENT PLC SEDOL BWXC0Z1 | 0.07% |
| FNMA FN30 AS7003 UMBS 03.0000 04/01/2046 | 0.07% |
| NXP SEMICONDUCTORS NV SEDOL B505PN7 | 0.07% |
| ORACLE CORP SEDOL 2661568 | 0.07% |
| DEUTSCHE TELEKOM AG-REG SEDOL 5842359 | 0.07% |
| DNB NOR ASA SEDOL 4263304 | 0.07% |
| ENTERPRISE PRODUCTS OPER 04.2500 02/15/2048 | 0.07% |
| ORACLE CORP 02.5000 10/15/2022 | 0.07% |
| DOVER CORP SEDOL 2278407 | 0.07% |
| UNITEDHEALTH GROUP INC 03.8500 06/15/2028 | 0.07% |
| ASAHI GROUP HOLDINGS LTD SEDOL 6054409 | 0.07% |
| BRISTOL-MYERS 02.9000 07/26/2024 | 0.07% |
| FAIRFAX FINL HLDGS USD 04.8500 04/17/2028 | 0.07% |
| UBS GROUP AG-REG SEDOL BRJL176 | 0.07% |
| ENTERGY CORP SEDOL 2317087 | 0.07% |
| NOVARTIS CAPITAL CORP 04.0000 11/20/2045 | 0.07% |
| PRINCIPAL FINANCIAL GROUP SEDOL 2803014 | 0.07% |
| WESFARMERS LTD SEDOL 6948836 | 0.07% |
| DEUTSCHE POST AG-REG SEDOL 4617859 | 0.07% |
| ECOLAB INC 02.7000 11/01/2026 | 0.07% |
| JPMORGAN CHASE & CO 03.3750 05/01/2023 | 0.07% |
| MERCK KGAA SEDOL 4741844 | 0.07% |
| NESTLE HOLDINGS INC P/P 144A 00.3750 01/15/2024 | 0.07% |
| WALT DISNEY CO/THE SEDOL 2270726 | 0.07% |
| AIR LEASE CORP 03.2500 10/01/2029 | 0.07% |
| MINEBEA CO LTD SEDOL 6642406 | 0.07% |
| CAIXABANK SA SEDOL B283W97 | 0.07% |
| GARMIN LTD SEDOL B3Z5T14 | 0.07% |
| HERMES INTERNATIONAL SEDOL 5253973 | 0.07% |
| ABB LTD-REG SEDOL 7108899 | 0.07% |
| AMAZON.COM INC 03.1500 08/22/2027 | 0.07% |
| ANZ NEW ZEALAND INT P/P 144A 02.8750 01/25/2022 | 0.07% |
| BRISTOL-MYERS 03.2500 02/20/2023 | 0.07% |
| MITSUBISHI UFJ FIN GRP USD 03.5350 07/26/2021 | 0.07% |
| SANDVIK AB SEDOL B1VQ252 | 0.07% |
| CIT GROUP INC. 05.2500 03/07/2025 | 0.06% |
| FERGUSON PLC SEDOL BJVNSS4 | 0.06% |
| FIAT CHRYSLER AUTOMOBILES NV SEDOL BRJFWP3 | 0.06% |
| ITOCHU CORP SEDOL 6467803 | 0.06% |
| KONINKLIJKE DSM NV SEDOL B0HZL93 | 0.06% |
| LIBERTY GLOBAL PLC- C SEDOL B8W67B1 | 0.06% |
| NETWORK INTERNATIONAL HOLDIN SEDOL BH3VJ78 | 0.06% |
| BROADCOM CRP / CAYM 03.5000 01/15/2028 | 0.06% |
| FNMA FN30 BC2733 UMBS 03.0000 05/01/2046 | 0.06% |
| GOLDMAN SACHS GROUP INC 04.2230 05/01/2029 | 0.06% |
| PETROLEOS MEXICANOS USD 06.8400 01/23/2030 | 0.06% |
| POLARIS INC SEDOL 2692933 | 0.06% |
| VOLVO AB-B SHS SEDOL B1QH830 | 0.06% |
| CAS 2016-C04 1M2 04.3980 01/25/2029 | 0.06% |
| DNB BANK ASA P/P 144A 02.1500 12/02/2022 | 0.06% |
| RENESAS ELECTRONICS CORP SEDOL 6635677 | 0.06% |
| REPUBLIC SERVICES INC SEDOL 2262530 | 0.06% |
| SECOM CO LTD SEDOL 6791591 | 0.06% |
| AKZO NOBEL N.V. SEDOL BJ2KSG2 | 0.06% |
| DANSKE BANK A/S P/P 144A 02.7000 03/02/2022 | 0.06% |
| GOODMAN GROUP SEDOL B03FYZ4 | 0.06% |
| JAPAN EXCHANGE GROUP INC SEDOL 6743882 | 0.06% |
| AMDOCS LTD SEDOL 2256908 | 0.06% |
| CHARTER COMM OPT LLC 06.4840 10/23/2045 | 0.06% |
| DELTA AIR LINES INC SEDOL B1W9D46 | 0.06% |
| JPMORGAN CHASE & CO 04.6000 02/01/2025 | 0.06% |
| MWST 2019-1 A 00.9480 06/25/2052 | 0.06% |
| PEUGEOT SA SEDOL 7103526 | 0.06% |
| SUMITOMO TR&BK P/P 144A 00.8000 09/12/2023 | 0.06% |
| BRENNTAG AG SEDOL B4YVF56 | 0.06% |
| BRUNSWICK CORP SEDOL 2149309 | 0.06% |
| CDX CDX.NA.HY.35 500.0 12/20/2025 | 0.06% |
| FNMA FN30 AS8056 UMBS 03.0000 10/01/2046 | 0.06% |
| GENERAL MOTORS FINL CO 04.0000 10/06/2026 | 0.06% |
| INVITATION HOMES INC SEDOL BD81GW9 | 0.06% |
| ROCHE HOLDINGS INC P/P 144A 04.0000 11/28/2044 | 0.06% |
| EQUINOR ASA SEDOL 7133608 | 0.06% |
| INDUSTRIA DE DISENO TEXTIL SEDOL BP9DL90 | 0.06% |
| KION GROUP AG SEDOL BB22L96 | 0.06% |
| AIRBNB INC-CLASS A SEDOL BMGYYH4 | 0.06% |
| DIALOG SEMICONDUCTOR PLC SEDOL 5982200 | 0.06% |
| FEDEX CORP SEDOL 2142784 | 0.06% |
| SIRIUS XM RADIO INC P/P 144A 05.0000 08/01/2027 | 0.06% |
| T-MOBILE USA INC P/P 144A 03.7500 04/15/2027 | 0.06% |
| BERRY GLOBAL GROUP INC SEDOL B8BR3H3 | 0.06% |
| BP PLC SEDOL 0798059 | 0.06% |
| DIGITAL REALTY TRUST LP 04.7500 10/01/2025 | 0.06% |
| ENERGY TRANSFER OPERATNG 03.7500 05/15/2030 | 0.06% |
| LEGRAND SA SEDOL B11ZRK9 | 0.06% |
| RELIANC-GDR 144A 144A SEDOL B16CYP9 | 0.06% |
| CROWN HOLDINGS INC | 0.06% |
| DUKE REALTY CORP SEDOL 2284084 | 0.06% |
| NABTESCO CORP SEDOL 6687571 | 0.06% |
| PARTNERS GROUP HOLDING AG SEDOL B119QG0 | 0.06% |
| SUMITOMO MITSUI FINANCIAL GR SEDOL 6563024 | 0.06% |
| BROADCOM INC 04.1500 11/15/2030 | 0.06% |
| COMPUGROUP MEDICAL SE & CO K SEDOL BMY7CH1 | 0.06% |
| DAIKIN INDUSTRIES LTD SEDOL 6250724 | 0.06% |
| FNMA FN30 BM1172 UMBS 03.0000 03/01/2047 | 0.06% |
| HANA FINANCIAL GROUP SEDOL B0RNRF5 | 0.06% |
| VISTRA CORP SEDOL BZ8VJQ8 | 0.06% |
| BERKSHIRE HATHAWAY FIN 04.2500 01/15/2021 | 0.05% |
| COMMONWEALTH BK AUST P/P 144A 03.1500 09/19/2027 | 0.05% |
| IVORY COAST REGS 06.1250 06/15/2033 | 0.05% |
| KDDI CORP SEDOL 6248990 | 0.05% |
| KINDER MORGAN INC 03.1500 01/15/2023 | 0.05% |
| KINGFISHER PLC SEDOL 3319521 | 0.05% |
| SIG COMBIBLOC GROUP AG SEDOL BD5GN60 | 0.05% |
| CAS 2016-C01 1M2 06.8980 08/25/2028 | 0.05% |
| CAS 2016-C02 1M2 06.1480 09/25/2028 | 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% |
| NIPPON PROLOGIS REIT INC SEDOL B98BC67 | 0.05% |
| NOMURA RESEARCH INSTITUTE LT SEDOL 6390921 | 0.05% |
| PINNACLE WEST CAPITAL SEDOL 2048804 | 0.05% |
| AT&T INC 04.7500 05/15/2046 | 0.05% |
| AVALONBAY COMMUNITIES INC SEDOL 2131179 | 0.05% |
| COMPASS GROUP PLC SEDOL BD6K457 | 0.05% |
| FNMA FN40 BF0171 UMBS 04.0000 01/01/2057 | 0.05% |
| KEYCORP SEDOL 2490911 | 0.05% |
| TELEDYNE TECHNOLOGIES INC SEDOL 2503477 | 0.05% |
| ZALANDO SE SEDOL BQV0SV7 | 0.05% |
| BANCO BILBAO VIZCAYA ARGENTA SEDOL 5501906 | 0.05% |
| CARLSBERG AS-B SEDOL 4169219 | 0.05% |
| CONSTELLATION BRANDS INC-A SEDOL 2170473 | 0.05% |
| COVESTRO AG SEDOL BYTBWY9 | 0.05% |
| MONCLER SPA SEDOL BGLP232 | 0.05% |
| ORACLE CORP 02.5000 05/15/2022 | 0.05% |
| ORACLE CORP 02.6500 07/15/2026 | 0.05% |
| SHELL INTERNATIONAL FIN USD 02.8750 05/10/2026 | 0.05% |
| UNUM GROUP SEDOL 2433842 | 0.05% |
| AMERICAN ELECTRIC POWER 04.3000 12/01/2028 | 0.05% |
| BAKER HUGHES CO SEDOL BDHLTQ5 | 0.05% |
| CENOVUS ENERGY INC SEDOL B57FG04 | 0.05% |
| ENEL SPA SEDOL 7144569 | 0.05% |
| LAMB WESTON HOLDINGS P/P 144A 04.8750 11/01/2026 | 0.05% |
| SLM CORP | 0.05% |
| T-MOBILE USA INC P/P 144A 02.2500 11/15/2031 | 0.05% |
| WFRBS 2013-C18 AS 04.3870 12/15/2046 | 0.05% |
| FISERV INC 04.2000 10/01/2028 | 0.05% |
| IMPERIAL BRANDS PLC SEDOL 0454492 | 0.05% |
| MORGAN STANLEY 04.3750 01/22/2047 | 0.05% |
| NORTHROP GRUMMAN CORP 03.2500 01/15/2028 | 0.05% |
| PNC BANK NA 02.0280 12/09/2022 | 0.05% |
| TEMPUR SEALY INTERNATIONAL I SEDOL 2216991 | 0.05% |
| APTARGROUP INC SEDOL 2045247 | 0.05% |
| AVIVA PLC SEDOL 0216238 | 0.05% |
| ENERGY TRANSFER OPERATNG 06.6250 02/15/2028 | 0.05% |
| PALTAC CORPORATION SEDOL B61BG94 | 0.05% |
| RAYTHEON TECH CORP P/P 02.5000 12/15/2022 | 0.05% |
| SAREPTA THERAPEUTICS INC SEDOL B8DPDT7 | 0.05% |
| STANDARD IND INC P/P 144A 05.0000 02/15/2027 | 0.05% |
| UBS AG LONDON P/P 144A 01.7500 04/21/2022 | 0.05% |
| ASHTEAD CAPITAL INC P/P 144A 04.3750 08/15/2027 | 0.05% |
| CSAIL 2015-C1 C 04.2643 04/15/2050 | 0.05% |
| HITACHI LTD SEDOL 6429104 | 0.05% |
| LNSTR 2015-3 B P/P 144A 03.1852 04/20/2048 | 0.05% |
| MOODY S CORP | 0.05% |
| ABCAM PLC SEDOL B677469 | 0.05% |
| AXALTA COATING SYSTEMS LTD SEDOL BSFWCF5 | 0.05% |
| CSAIL 2015-C1 AS 03.7910 04/15/2050 | 0.05% |
| FORTESCUE METALS GROUP LTD SEDOL B2B2B49 | 0.05% |
| LIVE NATION ENTERTAINMENT IN SEDOL B0T7YX2 | 0.05% |
| OMNICOM GP/OMNICOM CAP 03.6000 04/15/2026 | 0.05% |
| WFRBS 2013-C12 AS 03.5600 03/15/2048 | 0.05% |
| ALLISON TRANSMISSION HOLDING SEDOL B4PZ892 | 0.04% |
| BANK OF AMERICA CORP 03.4990 05/17/2022 | 0.04% |
| CASEYS GENERAL | 0.04% |
| GLOBAL PAYMENTS INC 04.0000 06/01/2023 | 0.04% |
| KONINKLIJKE AHOLD DELHAIZE N SEDOL BD0Q398 | 0.04% |
| LAFARGEHOLCIM LTD-REG SEDOL 7110753 | 0.04% |
| LAMAR ADVERTISING CO-A SEDOL BSPHGN6 | 0.04% |
| RAYTHEON TECH CORP 04.1250 11/16/2028 | 0.04% |
| SBI HOLDINGS INC SEDOL 6309466 | 0.04% |
| UBI SOFT ENTERTA SEDOL B1L3CS6 | 0.04% |
| WILLIS TOWERS WATSON PLC USD 05.7500 03/15/2021 | 0.04% |
| ANHEUSER-BUSCH CO/IN 03.6500 02/01/2026 | 0.04% |
| BANK OF MONTREAL USD 03.1000 04/13/2021 | 0.04% |
| CCO HOLDINGS LLC P/P 144A 05.3750 06/01/2029 | 0.04% |
| DBS GROUP HOLDINGS LTD SEDOL 6175203 | 0.04% |
| FNMA FN30 AS7154 UMBS 03.0000 05/01/2046 | 0.04% |
| REPUBLIC OF KAZAKHSTAN REGS 04.8750 10/14/2044 | 0.04% |
| REPUBLIC OF PERU USD 02.3920 01/23/2026 | 0.04% |
| REPUBLIC OF SENEGAL REGS 06.2500 05/23/2033 | 0.04% |
| SKANDINAVISKA ENSKILDA BAN-A SEDOL 4813345 | 0.04% |
| AMAZON.COM INC. 02.5000 11/29/2022 | 0.04% |
| APPLE INC 00.7500 05/11/2023 | 0.04% |
| BNP PARIBAS SEDOL 7309681 | 0.04% |
| CAS 2015-C04 1M2 05.8480 04/25/2028 | 0.04% |
| CF INDUSTRIES INC P/P 144A 04.5000 12/01/2026 | 0.04% |
| CK ASSET HOLDINGS LTD SEDOL BYZQ077 | 0.04% |
| FHLMC FR30 ZS4703 UMBS 03.0000 02/01/2047 | 0.04% |
| GOLDMAN SACHS GROUP INC 05.7500 01/24/2022 | 0.04% |
| PPG INDUSTRIES INC SEDOL 2698470 | 0.04% |
| REP OF INDONESIA P/P 144A 04.3500 01/08/2027 | 0.04% |
| TAIWAN SEMICONDUCTOR MANUFAC SEDOL 6889106 | 0.04% |
| TORONTO-DOMINION BANK USD 03.6250 09/15/2031 | 0.04% |
| VIACOMCBS INC 04.2000 06/01/2029 | 0.04% |
| BMW US CAPITAL LLC P/P 144A 02.0000 04/11/2021 | 0.04% |
| BRISTOL-MYERS 03.2500 08/15/2022 | 0.04% |
| HILTON WORLDWIDE FIN LLC 04.8750 04/01/2027 | 0.04% |
| KNORR-BREMSE AG SEDOL BD2P9X9 | 0.04% |
| NRG ENERGY INC P/P 144A 04.4500 06/15/2029 | 0.04% |
| SHIN-ETSU CHEMICAL CO LTD SEDOL 6804585 | 0.04% |
| THE AES CORPORATION P/P 144A 02.4500 01/15/2031 | 0.04% |
| TOKYO ELECTRON LTD SEDOL 6895675 | 0.04% |
| CAS 2015-C04 2M2 05.6980 04/25/2028 | 0.04% |
| DOMINICAN REPUBLIC REGS 05.9500 01/25/2027 | 0.04% |
| DUKE ENERGY CORP 03.1500 08/15/2027 | 0.04% |
| FIDELITY NATL INFO SERV 03.7500 05/21/2029 | 0.04% |
| AMERICAN TOWER CORP 03.1250 01/15/2027 | 0.04% |
| AMERICAN TOWER CORPORATION 02.7500 01/15/2027 | 0.04% |
| CREDIT AGRICOLE SA SEDOL 7262610 | 0.04% |
| CSMC 2016-NXSR C 04.3573 12/15/2049 | 0.04% |
| CWALT 2006-OA10 4A1 00.5280 08/25/2046 | 0.04% |
| DISCOVERY INC - A SEDOL B3D7K31 | 0.04% |
| FNMA FN30 TBA UMBS 04.5000 01/01/2051 | 0.04% |
| GENTEX CORP SEDOL 2366799 | 0.04% |
| GNMA GII30 TBA 04.0000 01/01/2051 | 0.04% |
| LINDE PLC SEDOL BYWD9S5 | 0.04% |
| MERCK & CO INC 03.7000 02/10/2045 | 0.04% |
| MET LIFE GLOB P/P 144A 02.4000 06/17/2022 | 0.04% |
| MICROCHIP TECH INC 04.3330 06/01/2023 | 0.04% |
| REPUBLIC OF PERU USD 08.7500 11/21/2033 | 0.04% |
| WOOLWORTHS GROUP LTD SEDOL 6981239 | 0.04% |
| AUD/USD 01/20/2021 RBSF | 0.04% |
| CIGNA CORP 03.7500 07/15/2023 | 0.04% |
| COMCAST CORPORATION 03.3750 02/15/2025 | 0.04% |
| DUKE ENERGY CORP 04.2000 06/15/2049 | 0.04% |
| GMO INTERNET INC SEDOL 6170167 | 0.04% |
| INTERCONTINENTALEXCHANGE 02.6500 09/15/2040 | 0.04% |
| UBS GROUP AG P/P 144A 03.0000 04/15/2021 | 0.04% |
| BIOGEN INC 03.6250 09/15/2022 | 0.04% |
| GSMS 2011-GC3 C P/P 144A 05.5449 03/10/2044 | 0.04% |
| MSBAM 2014-C17 C 04.4792 08/15/2047 | 0.04% |
| SPRINT CORP 07.8750 09/15/2023 | 0.04% |
| SYSCO CORP SEDOL 2868165 | 0.04% |
| VERIZON COMMUNICATIONS 04.4000 11/01/2034 | 0.04% |
| 10X GENOMICS INC-CLASS A SEDOL BKS3RS7 | 0.04% |
| BP CAPITAL MARKETS PLC USD 03.2790 09/19/2027 | 0.04% |
| CHENIERE CORP CHRIST 05.1250 06/30/2027 | 0.04% |
| COMM 2010-C1 D P/P 144A 05.7920 07/10/2046 | 0.04% |
| CREDIT SUISSE NEW YORK 02.8000 04/08/2022 | 0.04% |
| DAIWA HOUSE INDUSTRY CO LTD SEDOL 6251363 | 0.04% |
| DUKE ENERGY OHIO INC 03.6500 02/01/2029 | 0.04% |
| KERING SEDOL 5505072 | 0.04% |
| RELIANCE STEEL & ALUMINUM SEDOL 2729068 | 0.04% |
| SPST 2020-6 A 01.8933 09/07/2021 | 0.04% |
| WESTROCK MWV LLC 08.2000 01/15/2030 | 0.04% |
| AMERICAN EXPRESS COMPANY 02.6500 12/02/2022 | 0.04% |
| ARES CAPITAL CORP 03.8750 01/15/2026 | 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% |
| STACR 2016-DNA1 M3 05.7001 07/25/2028 | 0.04% |
| VERIZON COMMUNICATIONS 05.2500 03/16/2037 | 0.04% |
| AURIZON HOLDINGS LTD SEDOL B87CVM3 | 0.04% |
| BPCE SA P/P 144A 04.5000 03/15/2025 | 0.04% |
| CINTAS CORP SEDOL 2197137 | 0.04% |
| ENBRIDGE INC USD 04.5000 06/10/2044 | 0.04% |
| FNMA FN30 AS8074 UMBS 03.0000 10/01/2046 | 0.04% |
| MODERNA INC SEDOL BGSXTS3 | 0.04% |
| ONCOR ELECTRIC DELIV 03.7500 04/01/2045 | 0.04% |
| SHIONOGI & CO LTD SEDOL 6804682 | 0.04% |
| SPST 2020-WL1 A 01.2980 06/25/2051 | 0.04% |
| TPAT 2018-SL1 A P/P 144A 00.7493 01/25/2046 | 0.04% |
| 3I GROUP PLC SEDOL B1YW440 | 0.03% |
| BERKSHIRE HATHAWAY FIN 02.8500 10/15/2050 | 0.03% |
| CACI INTERNATIONAL INC -CL A SEDOL 2159267 | 0.03% |
| CAS 2020-R01 1M2 02.1980 01/25/2040 | 0.03% |
| CITIGROUP INC 04.5000 01/14/2022 | 0.03% |
| CONCHO RESOURCES INC 03.7500 10/01/2027 | 0.03% |
| GSMS 2014-GC22 C 04.6918 06/10/2047 | 0.03% |
| KONINKLIJKE KPN NV SEDOL 5956078 | 0.03% |
| L3HARRIS TECH INC 03.8500 12/15/2026 | 0.03% |
| SPST 2020-13 A 01.6433 10/10/2021 | 0.03% |
| SPST 2020-15 A 01.5133 12/10/2021 | 0.03% |
| TRK 2019-1 A1 04.3356 03/25/2022 | 0.03% |
| ARROW ELECTRONICS INC SEDOL 2051404 | 0.03% |
| CELANESE CORP SEDOL B05MZT4 | 0.03% |
| FHMS K106 X1 IO 01.3548 01/25/2030 | 0.03% |
| MRAIT 2020-11 A1X 01.9000 04/23/2021 | 0.03% |
| NIPPON TELEGRAPH & TELEPHONE SEDOL 6641373 | 0.03% |
| ORACLE CORP 01.9000 09/15/2021 | 0.03% |
| REPUBLIC OF CHILE USD 02.4500 01/31/2031 | 0.03% |
| REPUBLIC OF PARAGUAY REGS 04.7000 03/27/2027 | 0.03% |
| RMLT 2020-2 A2 02.5080 05/25/2060 | 0.03% |
| WH GROUP LTD SEDOL BLLHKZ1 | 0.03% |
| ADECCO GROUP AG-REG SEDOL 7110720 | 0.03% |
| AIR LEASE CORP 04.6250 10/01/2028 | 0.03% |
| AMGEN INC 02.6000 08/19/2026 | 0.03% |
| BHP GROUP PLC SEDOL BH0P3Z9 | 0.03% |
| CHARTER COMM OPT LLC/CAP 04.8000 03/01/2050 | 0.03% |
| CIGNA CORP 03.9000 02/15/2022 | 0.03% |
| CISCO SYSTEMS INC 02.2000 02/28/2021 | 0.03% |
| COMM 2014-CR19 AM 04.0800 08/10/2047 | 0.03% |
| CSAIL 2020-C19 XA IO 01.1210 03/15/2053 | 0.03% |
| HYATT HOTELS CORP 04.8500 03/15/2026 | 0.03% |
| IBM CORP 01.8750 08/01/2022 | 0.03% |
| NEXON CO LTD SEDOL B63QM77 | 0.03% |
| NUTRIEN LTD USD 04.1250 03/15/2035 | 0.03% |
| SBERBANK PJSC -SPONSORED ADR SEDOL B5SC091 | 0.03% |
| STACR 2016-HQA3 M3 03.9980 03/25/2029 | 0.03% |
| ZOETIS INC 03.9000 08/20/2028 | 0.03% |
| ASHLAND GLOBAL HOLDINGS INC SEDOL BYND5N1 | 0.03% |
| BRISTOL-MYERS 02.2500 08/15/2021 | 0.03% |
| CAS 2016-C05 2M2 04.5980 01/25/2029 | 0.03% |
| CITIGROUP INC 03.8870 01/10/2028 | 0.03% |
| COUSINS PROPERTIES INC SEDOL BJP0MF6 | 0.03% |
| DIGITAL REALTY TRUST LP 04.4500 07/15/2028 | 0.03% |
| JPMCC 2012-C6 AS 04.1166 05/15/2045 | 0.03% |
| LPL FINANCIAL HOLDINGS INC SEDOL B75JX34 | 0.03% |
| NORDEA BANK ABP P/P 144A 02.2500 05/27/2021 | 0.03% |
| SARTORIUS STEDIM BIOTECH SEDOL BYZ2QP5 | 0.03% |
| SHRP 2020-1 NOTE 03.1065 07/25/2024 | 0.03% |
| STACR 2015-DNA3 M3 04.8480 04/25/2028 | 0.03% |
| COMM 2013-CR13 C 04.8856 11/10/2046 | 0.03% |
| ENBRIDGE INC USD 04.2500 12/01/2026 | 0.03% |
| FIDELITY NATIONAL FINANCIAL SEDOL BNBRDD4 | 0.03% |
| HOME DEPOT INC 02.6250 06/01/2022 | 0.03% |
| HUNTINGTON BANCSHARES 04.3500 02/04/2023 | 0.03% |
| LOGITECH INTERNATIONAL-REG SEDOL B18ZRK2 | 0.03% |
| MATCH GRP HLD II LLC P/P 144A 04.6250 06/01/2028 | 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% |
| NOMURA HOLDINGS INC SEDOL 6643108 | 0.03% |
| VIDEOTRON LTD / LTEE P/P 144A 05.1250 04/15/2027 | 0.03% |
| ANHEUSER-BUSCH INBEV WOR 04.7500 01/23/2029 | 0.03% |
| BP CAP MARKETS AMERICA 03.1190 05/04/2026 | 0.03% |
| COX COMM INC P/P 144A 02.9500 10/01/2050 | 0.03% |
| CROWN CASTLE INTL CORP 03.6500 09/01/2027 | 0.03% |
| DOMINICAN REPUBLIC REGS 06.8750 01/29/2026 | 0.03% |
| FORD MOTOR CREDIT CO LLC 05.1250 06/16/2025 | 0.03% |
| GOOGLE INC 03.3750 02/25/2024 | 0.03% |
| MGIC INVESTMENT CORP SEDOL 2548616 | 0.03% |
| MRAIT 2020-12 A1X 07/15/2021 | 0.03% |
| MRAIT 2020-2 A2 | 0.03% |
| PETROBRAS GLOBAL FINANCE USD 07.3750 01/17/2027 | 0.03% |
| SEI INVESTMENTS COMPANY SEDOL 2793610 | 0.03% |
| SONIC HEALTHCARE LTD SEDOL 6821120 | 0.03% |
| SWEDBANK AB - A SHARES SEDOL 4846523 | 0.03% |
| VIATRIS INC P/P 144A 02.3000 06/22/2027 | 0.03% |
| WESTPAC BANKING CORP USD 02.9630 11/16/2040 | 0.03% |
| AES CORP SEDOL 2002479 | 0.03% |
| AHM 2007-1 GA1C 00.3380 05/25/2047 | 0.03% |
| AMGEN INC 04.6630 06/15/2051 | 0.03% |
| ANHEUSER-BUSCH INBEV WOR 05.5500 01/23/2049 | 0.03% |
| APPLE INC 03.8500 05/04/2043 | 0.03% |
| BANK OF AMERICA CORP 02.4960 02/13/2031 | 0.03% |
| BRITISH AMERICAN TOBACCO PLC SEDOL 0287580 | 0.03% |
| CROWN CASTLE INTL CORP 03.7000 06/15/2026 | 0.03% |
| DISH DBS CORP 05.8750 11/15/2024 | 0.03% |
| GSMS 2011-GC3 D P/P 144A 05.5449 03/10/2044 | 0.03% |
| INTL BUSINESS MACHINES CORP SEDOL 2005973 | 0.03% |
| JPMBB 2013-C12 C 04.0993 07/15/2045 | 0.03% |
| JPMCC 2013-LC11 AS 03.2160 04/15/2046 | 0.03% |
| KEURIG DR PEPPER INC 04.5970 05/25/2028 | 0.03% |
| NRG P/P 144A 03.7500 06/15/2024 | 0.03% |
| PANDORA A/S SEDOL B44XTX8 | 0.03% |
| PFIZER INC 03.0000 12/15/2026 | 0.03% |
| PORSCHE AUTOMOBIL HLDG-PRF SEDOL 7101069 | 0.03% |
| REPUBLIC OF INDONESIA USD 03.8500 10/15/2030 | 0.03% |
| ABBVIE INC P/P 03.8000 03/15/2025 | 0.03% |
| ALKERMES PLC SEDOL B3P6D26 | 0.03% |
| ALPHABET INC 01.9980 08/15/2026 | 0.03% |
| CISCO SYSTEMS INC 02.5000 09/20/2026 | 0.03% |
| EOG RESOURCES INC SEDOL 2318024 | 0.03% |
| ERAC USA FINANCE LLC P/P 144A 07.0000 10/15/2037 | 0.03% |
| HIKMA PHARMACEUTICALS PLC SEDOL B0LCW08 | 0.03% |
| INTL FLAVOR & FRAGRANCES 04.4500 09/26/2028 | 0.03% |
| M3 INC SEDOL B02K2M3 | 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% |
| SCOTTS MIRACLE-GRO CO SEDOL 2781518 | 0.03% |
| SOCIETE GENERALE P/P 144A 05.3750 11/18/2050 | 0.03% |
| STACR 2016-HQA2 M3 05.2980 11/25/2028 | 0.03% |
| VOLKSWAGEN AG PFD SEDOL 5497168 | 0.03% |
| ANALOG DEVICES INC 03.9000 12/15/2025 | 0.03% |
| BANCO SANTANDER SA USD 04.3790 04/12/2028 | 0.03% |
| BANK LEUMI LE-ISRAEL SEDOL 6076425 | 0.03% |
| BRAMBLES LTD SEDOL B1FJ0C0 | 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% |
| DOW CHEMICAL CO/THE 03.5000 10/01/2024 | 0.03% |
| EQUITY LIFESTYLE PROPERTIES SEDOL 2563125 | 0.03% |
| GLAXOSMITHKLINE PLC SEDOL 0925288 | 0.03% |
| GSMS 2016-GS3 A4 02.8500 10/10/2049 | 0.03% |
| JOHNSON CONTROLS INTL PL 04.9500 07/02/2064 | 0.03% |
| JPMORGAN CHASE & CO 01.2210 05/15/2047 | 0.03% |
| NITTO DENKO CORP SEDOL 6641801 | 0.03% |
| ONO PHARMACEUTICAL CO LTD SEDOL 6660107 | 0.03% |
| REINSURANCE GROUP OF AMERICA SEDOL 2731193 | 0.03% |
| SERVICENOW INC 01.4000 09/01/2030 | 0.03% |
| SPECTRUM BRANDS HOLDINGS INC SEDOL BDRYFB1 | 0.03% |
| SPRINT CAPITAL CORPORATION 06.8750 11/15/2028 | 0.03% |
| TEMPO ACQ LLC/FI P/P 144A 06.7500 06/01/2025 | 0.03% |
| UNITEDHEALTH GROUP INC 03.3750 11/15/2021 | 0.03% |
| UNITEDHEALTH GROUP INC 03.9500 10/15/2042 | 0.03% |
| VERTIV TLB L+300 03.1440 03/02/2027 | 0.03% |
| WFCM 2017-C39 A5 03.4180 09/15/2050 | 0.03% |
| WOLTERS KLUWER SEDOL 5671519 | 0.03% |
| AENA SME SA SEDOL BVRZ8L1 | 0.02% |
| APPLE INC 04.3750 05/13/2045 | 0.02% |
| ATLAS COPCO AB-A SHS SEDOL BD97BN2 | 0.02% |
| CAS 2017-C01 1M2 03.6980 07/25/2029 | 0.02% |
| CGCMT 2014-GC21 AS 04.0260 05/10/2047 | 0.02% |
| CHEMOURS CO/THE SEDOL BZ0CTP8 | 0.02% |
| CISCO SYSTEMS INC 05.9000 02/15/2039 | 0.02% |
| DIRECT LINE INSURANCE GROUP SEDOL BY9D0Y1 | 0.02% |
| FAURECIA SEDOL 4400446 | 0.02% |
| FUJITSU LTD SEDOL 6356945 | 0.02% |
| GEORGIA-PACIFIC LLC P/P 144A 02.1000 04/30/2027 | 0.02% |
| ITOCHU TECHNO-SOLUTIONS CORP SEDOL 6200194 | 0.02% |
| JOHNSON CONTROLS INTL PL 04.5000 02/15/2047 | 0.02% |
| KOITO MANUFACTURING CO LTD SEDOL 6496324 | 0.02% |
| MITSUBISHI UFJ FIN GRP USD 03.8500 03/01/2026 | 0.02% |
| MSC 2011-C3 B P/P 144A 05.2443 07/15/2049 | 0.02% |
| POPULAR INC SEDOL B86QM90 | 0.02% |
| SOFTWARE AG SEDOL BF06WX9 | 0.02% |
| TENET HEALTHCARE P/P 144A 04.8750 01/01/2026 | 0.02% |
| TRANSCANADA TRUST USD 05.3000 03/15/2077 | 0.02% |
| WALT DISNEY COMPANY 07.7500 12/01/2045 | 0.02% |
| WASTE CONNECTIONS INC 03.5000 05/01/2029 | 0.02% |
| ALPHABET INC 02.2500 08/15/2060 | 0.02% |
| ASSOCIATED BRITISH FOODS PLC SEDOL 0673123 | 0.02% |
| COSTCO WHOLESALE CORP SEDOL 2701271 | 0.02% |
| CWALT 2006-OA7 1A2 01.5494 06/25/2046 | 0.02% |
| EIFFAGE SEDOL B13X013 | 0.02% |
| ERAC USA FINANCE LLC P/P 144A 05.6250 03/15/2042 | 0.02% |
| GENERAL ELECTRIC CO SEDOL 2380498 | 0.02% |
| JPMCC 2012-C8 D P/P 144A 04.6701 10/15/2045 | 0.02% |
| KEURIG DR PEPPER INC 04.4170 05/25/2025 | 0.02% |
| MORGAN STANLEY 05.5000 07/28/2021 | 0.02% |
| NITORI HOLDINGS CO LTD SEDOL 6644800 | 0.02% |
| OPAP SA SEDOL 7107250 | 0.02% |
| OTSUKA CORP SEDOL 6267058 | 0.02% |
| ROGERS COMMUNICATIONS IN USD 04.5000 03/15/2043 | 0.02% |
| SHERWIN-WILLIAMS CO 03.4500 06/01/2027 | 0.02% |
| SILGAN HOLDINGS INC SEDOL 2809324 | 0.02% |
| SNAM SPA SEDOL 7251470 | 0.02% |
| T-MOBILE USA INC P/P 144A 03.8750 04/15/2030 | 0.02% |
| TARGA RESOURCES PART 05.0000 01/15/2028 | 0.02% |
| UBS GROUP AG REGS 06.8750 12/29/2049 | 0.02% |
| UNITEDHEALTH GROUP INC 04.7000 02/15/2021 | 0.02% |
| VISTRA CORP P/P 144A 04.3000 07/15/2029 | 0.02% |
| VISTRA OPERATION P/P 144A 03.5500 07/15/2024 | 0.02% |
| WAMU 2005-AR12 1A8 02.9169 10/25/2035 | 0.02% |
| ALIMENTATION COUCHE-TARD 3.550000 07/26/2027 | 0.02% |
| APARTMENT INCOME REIT CO SEDOL BN6QGL5 | 0.02% |
| APPLE INC 02.8500 05/06/2021 | 0.02% |
| APPLE INC 02.8500 05/11/2024 | 0.02% |
| ASTRAZENECA PLC SEDOL 0989529 | 0.02% |
| AUD/USD 01/20/2021 GSFX | 0.02% |
| BMW US CAPITAL LLC P/P 144A 03.9500 08/14/2028 | 0.02% |
| CAS 2016-C01 2M2 07.0980 08/25/2028 | 0.02% |
| CFCRE 2011-C1 D P/P 144A 06.0428 04/15/2044 | 0.02% |
| CHEVRON CORP 02.1000 05/16/2021 | 0.02% |
| CITIGROUP INC 04.4500 09/29/2027 | 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% |
| GLENCORE FUNDING LLC P/P 144A 04.0000 04/16/2025 | 0.02% |
| GSMS 2017-GS7 AS 03.6630 08/10/2050 | 0.02% |
| LASERTEC CORP SEDOL 6506267 | 0.02% |
| LBMLT 2004-1 A2 00.9480 02/25/2034 | 0.02% |
| LMAT 2019-GS7 A1 03.2500 11/25/2059 | 0.02% |
| MARSH & MCLENNAN COS INC 04.9000 03/15/2049 | 0.02% |
| MCAS 2019-01 M7 P/P 144A 01.8480 10/15/2049 | 0.02% |
| REPUBLIC OF KAZAKHSTAN REGS 05.1250 07/21/2025 | 0.02% |
| REPUBLIC OF SOUTH AFRICA USD 04.8500 09/27/2027 | 0.02% |
| TPMT 2015-1 A2 P/P 144A 03.2500 10/25/2053 | 0.02% |
| US BANCORP 02.6250 01/24/2022 | 0.02% |
| WFRBS 2011-C3 D P/P 144A 05.6424 03/15/2044 | 0.02% |
| AGL ENERGY LTD SEDOL BSS7GP5 | 0.02% |
| CAS 2016-C03 2M2 06.0480 10/25/2028 | 0.02% |
| CELANESE US HOLDINGS LLC 03.5000 05/08/2024 | 0.02% |
| CITIGROUP INC 02.9000 12/08/2021 | 0.02% |
| CITIGROUP INC 04.7500 05/18/2046 | 0.02% |
| COMCAST CORP 02.3500 01/15/2027 | 0.02% |
| CSX CORP 04.1000 03/15/2044 | 0.02% |
| ERAC USA FINANCE LLC P/P 144A 04.5000 02/15/2045 | 0.02% |
| FNMA FN30 BC1155 UMBS 03.0000 06/01/2046 | 0.02% |
| GSMS 2015-GC32 AS 04.0180 07/10/2048 | 0.02% |
| GSMS 2019-GC42 AS 03.2117 09/01/2052 | 0.02% |
| IVORY COAST REGS 05.3750 07/23/2024 | 0.02% |
| KINDER MORGAN ENER PART 03.5000 03/01/2021 | 0.02% |
| PLANTRONICS INC P/P 144A 05.5000 05/31/2023 | 0.02% |
| SPX 20211217 C 4150.00CITI | 0.02% |
| SUMITOMO MITSUI TRUST HOLDIN SEDOL 6431897 | 0.02% |
| TAKE-TWO INTERACTIVE SOFTWRE SEDOL 2122117 | 0.02% |
| TOTAL CAPITAL INTL SA USD 02.7500 06/19/2021 | 0.02% |
| TRANSDIGM INC. P/P 144A 06.2500 03/15/2026 | 0.02% |
| TREASURY BILL 00.0000 02/23/2021 | 0.02% |
| WILMAR INTERNATIONAL LTD SEDOL B17KC69 | 0.02% |
| CENTENE CORP 04.6250 12/15/2029 | 0.02% |
| ENI SPA SEDOL 7145056 | 0.02% |
| GNMA GN30 BA5049 04.5000 05/15/2047 | 0.02% |
| HCA INC. 05.3750 09/01/2026 | 0.02% |
| JPMCC 2012-C6 E P/P 144A 05.1519 05/15/2045 | 0.02% |
| L3HARRIS TECH INC 04.4000 06/15/2028 | 0.02% |
| LMAT 2020-GS1 A1 02.8820 10/25/2059 | 0.02% |
| MARSH & MCLENNAN COS INC 04.3750 03/15/2029 | 0.02% |
| OSHKOSH CORP 04.6000 05/15/2028 | 0.02% |
| REPUBLIC OF COLOMBIA USD 03.8750 04/25/2027 | 0.02% |
| STAPLES INC P/P 144A 07.5000 04/15/2026 | 0.02% |
| TCI COMMUNICATIONS INC 07.1250 02/15/2028 | 0.02% |
| TRUIST BANK 02.6360 09/17/2029 | 0.02% |
| UNITEDHEALTH GROUP INC 02.7500 02/15/2023 | 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 2014-C22 XA IO 00.8048 09/15/2057 | 0.02% |
| AGCO CORP SEDOL 2010278 | 0.02% |
| AMERICAN FINANCIAL GROUP INC SEDOL 2134532 | 0.02% |
| AUD/USD 01/20/2021 MSCIL | 0.02% |
| BANK 2017-BNK8 B 03.9273 11/15/2050 | 0.02% |
| BANK OF AMERICA CORP 06.1000 12/29/2049 | 0.02% |
| CHUGAI PHARMACEUTICAL CO LTD SEDOL 6196408 | 0.02% |
| DEERE & COMPANY 02.6000 06/08/2022 | 0.02% |
| DIVERSIFIED HEALTHCARE T 09.7500 06/15/2025 | 0.02% |
| DOLLAR GENERAL CORP 03.2500 04/15/2023 | 0.02% |
| DOMINICAN REPUBLIC REGS 06.5000 02/15/2048 | 0.02% |
| FHMS K105 X1 IO 01.5230 01/25/2030 | 0.02% |
| FIDELITY NATIONAL INFORM 04.2500 05/15/2028 | 0.02% |
| ING BANK NV P/P 144A 05.8000 09/25/2023 | 0.02% |
| LLOYDS BANKING GROUP PLC USD 04.5000 11/04/2024 | 0.02% |
| MSBAM 2014-C14 C 05.0503 02/15/2047 | 0.02% |
| PALO ALTO NETWORKS INC SEDOL B87ZMX0 | 0.02% |
| PPSI 2004-WCW2 M3 01.1980 10/25/2034 | 0.02% |
| S&P GLOBAL INC 02.9500 01/22/2027 | 0.02% |
| SINGAPORE EXCHANGE LTD SEDOL 6303866 | 0.02% |
| SUN HUNG KAI PROPERTIES SEDOL 6859927 | 0.02% |
| TOKYO GAS CO LTD SEDOL 6895448 | 0.02% |
| WFRBS 2013-C16 AS 04.6680 09/15/2046 | 0.02% |
| ALPINE SECURITIZATION LLC 02088WQ94 DCP 03/09/2021 | 0.02% |
| AP MOLLER-MAERSK A/S-B SEDOL 4253048 | 0.02% |
| BRISTOL-MYERS SQUIBB CO 01.4500 11/13/2030 | 0.02% |
| CAPGEMINI SE SEDOL 4163437 | 0.02% |
| CK HUTCHISON HOLDINGS LTD SEDOL BW9P816 | 0.02% |
| CSC HOLDINGS LLC 05.2500 06/01/2024 | 0.02% |
| ENERGY TRANSFER OPERA 05.8750 01/15/2024 | 0.02% |
| EQUINIX INC 03.2000 11/18/2029 | 0.02% |
| EQUITY COMMONWEALTH SEDOL BPH3N63 | 0.02% |
| FISERV INC 03.5000 07/01/2029 | 0.02% |
| GCP APPLIED TECH P/P 144A 05.5000 04/15/2026 | 0.02% |
| GLOBAL PAYMENTS INC 02.9000 05/15/2030 | 0.02% |
| HCA INC 04.1250 06/15/2029 | 0.02% |
| IHEARTCOMMUNICATIONS INC 08.3750 05/01/2027 | 0.02% |
| INTERCONTINENTALEXCHANGE 01.8500 09/15/2032 | 0.02% |
| JONES LANG LASALLE INC SEDOL 2040640 | 0.02% |
| LLOYDS BANKING GROUP PLC USD 04.6500 03/24/2026 | 0.02% |
| MBX.FN30.500.10 R USL1M P 01/12/41 BC | 0.02% |
| NUTRIEN LTD. USD 04.2000 04/01/2029 | 0.02% |
| TAYLOR WIMPEY PLC SEDOL 0878230 | 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% |
| TRUIST FINANCIAL CORP 04.8000 12/31/2099 | 0.02% |
| UNILEVER PLC SEDOL B10RZP7 | 0.02% |
| WFRBS 2011-C2 D P/P 144A 05.5232 02/15/2044 | 0.02% |
| WFRBS 2013-C11 C 04.1997 03/15/2045 | 0.02% |
| ZOETIS INC 02.0000 05/15/2030 | 0.02% |
| ZURICH INSURANCE GROUP AG SEDOL 5983816 | 0.02% |
| AMERICAN TOWER CORP 02.9000 01/15/2030 | 0.02% |
| BMIR 2019-4A M1C P/P 144A 02.6480 10/25/2029 | 0.02% |
| BOC HONG KONG HOLDINGS LTD SEDOL 6536112 | 0.02% |
| BRISTOL-MYERS 03.4000 07/26/2029 | 0.02% |
| CHARTER COMM OPT LLC/CAP 03.7500 02/15/2028 | 0.02% |
| COLES GROUP LTD SEDOL BYWR0T5 | 0.02% |
| COMM 2014-UBS6 C 04.4459 12/10/2047 | 0.02% |
| COX COMM INC P/P 144A 03.5000 08/15/2027 | 0.02% |
| CWALT 2006-OA19 A1 00.3316 02/20/2047 | 0.02% |
| DBUBS 2011-LC2A B P/P 144A 04.9980 07/10/2044 | 0.02% |
| ENERGY TRANSFER OPERATNG 05.2000 02/01/2022 | 0.02% |
| FIRST QUANTUM MINERA P/P 144A 07.5000 04/01/2025 | 0.02% |
| FIVE CORNERS FUNDING P/P 144A 04.4190 11/15/2023 | 0.02% |
| GLOBAL MEDICAL RESPONS L+475 05.7500 10/02/2025 | 0.02% |
| JPMCC 2013-C16 AS 04.5169 12/15/2046 | 0.02% |
| MEREDITH CORP 06.8750 02/01/2026 | 0.02% |
| MICROSOFT CORP 02.4000 02/06/2022 | 0.02% |
| MSBAM 2012-C6 D P/P 144A 04.6058 11/15/2045 | 0.02% |
| NAVISTAR INTL TLB L+350 03.6600 11/06/2024 | 0.02% |
| NRZT 2018-4A A1M 01.0480 01/25/2048 | 0.02% |
| ONEMAIN HOLDINGS INC SEDOL BYSZB89 | 0.02% |
| PENSKE TRUCK LEASING P/P 144A 03.9000 02/01/2024 | 0.02% |
| PULTEGROUP INC. 07.8750 06/15/2032 | 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% |
| UBSCM 2012-C1 C P/P 144A 05.5689 05/10/2045 | 0.02% |
| US BANCORP 02.9500 07/15/2022 | 0.02% |
| YAMATO HOLDINGS CO LTD SEDOL 6985565 | 0.02% |
| BANCO SANTANDER SA USD 05.1790 11/19/2025 | 0.02% |
| CAMPBELL SOUP CO SEDOL 2162845 | 0.02% |
| CD 2017-CD3 A4 03.6310 02/10/2050 | 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% |
| CSC HOLDINGS LLC P/P 144A 07.5000 04/01/2028 | 0.02% |
| ENTERPRISE PRODUCTS OPER 02.8000 01/31/2030 | 0.02% |
| GSMS 2013-GCJ14 B P/P 144A 04.7430 08/10/2046 | 0.02% |
| GSMS 2014-GC18 C 04.9886 01/10/2047 | 0.02% |
| HESS MIDSTREAM P P/P 144A 05.6250 02/15/2026 | 0.02% |
| ISRAEL DISCOUNT BANK -A SEDOL 6451271 | 0.02% |
| JPMBB 2013-C12 B 04.0993 07/15/2045 | 0.02% |
| JPMBB 2016-C1 AS 03.9704 03/15/2049 | 0.02% |
| KKR GROUP FIN CO III P/P 144A 05.1250 06/01/2044 | 0.02% |
| NATIONAL AUSTRALIA BK/NY 02.8000 01/10/2022 | 0.02% |
| NETFLIX INC. 05.8750 11/15/2028 | 0.02% |
| NEUBERGER BERMAN GRP P/P 144A 04.8750 04/15/2045 | 0.02% |
| NEUROCRINE BIOSCIENCES INC SEDOL 2623911 | 0.02% |
| NOVELIS CORP P/P 144A 05.8750 09/30/2026 | 0.02% |
| NSTAR ELECTRIC CO 02.3750 10/15/2022 | 0.02% |
| REP OF INDONESIA P/P 144A 04.7500 01/08/2026 | 0.02% |
| SAMI 2007-AR7 1A1 00.9980 05/25/2047 | 0.02% |
| SUNDRUG CO LTD SEDOL 6817895 | 0.02% |
| TRIMBLE INC SEDOL 2903958 | 0.02% |
| UBS GROUP AG P/P 144A 04.1250 04/15/2026 | 0.02% |
| WASTE PRO USA INC P/P 144A 05.5000 02/15/2026 | 0.02% |
| WFCM 2013-LC12 C 04.2746 07/15/2046 | 0.02% |
| WFRBS 2012-C9 D P/P 144A 04.8105 11/15/2045 | 0.02% |
| WFRBS 2013-C11 AS 03.3110 03/15/2045 | 0.02% |
| ARD FINANCE SA P/P 144A 06.5000 06/30/2027 | 0.02% |
| ARRW 2018-1 A3 04.1570 04/25/2048 | 0.02% |
| ARRW 2019-3 A3 03.4160 10/25/2048 | 0.02% |
| BROTHER INDUSTRIES LTD SEDOL 6146500 | 0.02% |
| CAMDEN PROPERTY TRUST 04.8750 06/15/2023 | 0.02% |
| CANTOR FITZGERALD LP P/P 144A 06.5000 06/17/2022 | 0.02% |
| CD 2017-CD6 AM 03.7090 11/13/2050 | 0.02% |
| CLP HOLDINGS LTD SEDOL 6097017 | 0.02% |
| COMCAST CORP 04.0490 11/01/2052 | 0.02% |
| CSAIL 2019-C15 B 04.4757 03/15/2052 | 0.02% |
| DH EUROPE FINANCE II USD 03.4000 11/15/2049 | 0.02% |
| E.ON SE SEDOL 4942904 | 0.02% |
| ENDEAVOR ENERGY P/P 144A 05.7500 01/30/2028 | 0.02% |
| FHMS K121 X1 IO 01.0288 10/25/2030 | 0.02% |
| GLENCORE FUNDING LLC P/P 144A 04.6250 04/29/2024 | 0.02% |
| LMAT 2020-GS5 A1 03.2500 06/25/2060 | 0.02% |
| MAGELLAN FINANCIAL GROUP LTD SEDOL B015YX4 | 0.02% |
| METLIFE CAP TRST IV P/P 144A 07.8750 12/15/2037 | 0.02% |
| MICHELIN (CGDE) SEDOL 4588364 | 0.02% |
| MSC 2016-BNK2 C 03.9020 11/15/2049 | 0.02% |
| NATWEST GROUP PLC USD 04.8920 05/18/2029 | 0.02% |
| NEWMARKET CORP SEDOL B01CGF1 | 0.02% |
| NH FOODS LTD SEDOL 6640767 | 0.02% |
| PERSIMMON PLC SEDOL 0682538 | 0.02% |
| PULTEGROUP INC 05.5000 03/01/2026 | 0.02% |
| REPUBLICA ORIENT URUGUAY USD 05.1000 06/18/2050 | 0.02% |
| STACR 2017-DNA2 M2 03.5980 10/25/2029 | 0.02% |
| TRANSUNION SEDOL BYMWL86 | 0.02% |
| WFCM 2018-C46 B 04.6330 08/15/2051 | 0.02% |
| ALLY FINANCIAL INC 08.0000 11/01/2031 | 0.02% |
| AUTO TRADER GROUP PLC SEDOL BVYVFW2 | 0.02% |
| BBCMS 2019-C3 B 04.0960 05/15/2052 | 0.02% |
| BRAND ENERGY TL L+425 05.2500 06/21/2024 | 0.02% |
| CNH INDUSTRIAL NV SEDOL BDSV2V0 | 0.02% |
| COMCAST CORP 03.9990 11/01/2049 | 0.02% |
| DELTA/SKYMILES P/P 144A 04.7500 10/20/2028 | 0.02% |
| DIAMOND 1 FIN/DIAM P/P 144A 06.0200 06/15/2026 | 0.02% |
| DIAMONDBACK ENERGY INC 03.2500 12/01/2026 | 0.02% |
| DUKE ENERGY PROGRESS LLC 03.3750 09/01/2023 | 0.02% |
| GOLDEN NUGGET INC P/P 144A 06.7500 10/15/2024 | 0.02% |
| GOLDMAN SACHS GROUP INC 02.6000 02/07/2030 | 0.02% |
| GSMS 2012-GC6 AS P/P 144A 04.9480 01/12/2045 | 0.02% |
| HENDERSON LAND DEVELOPMENT SEDOL 6420538 | 0.02% |
| HONEYWELL INTL 03.8120 11/21/2047 | 0.02% |
| JPMCC 2010-C2 C P/P 144A 05.6545 11/15/2043 | 0.02% |
| JPMCC 2013-C10 AS 03.3715 12/15/2047 | 0.02% |
| MOODY'S CORPORATION 02.5500 08/18/2060 | 0.02% |
| MSBAM 2013-C9 D P/P 144A 04.1183 05/15/2046 | 0.02% |
| OSAT 2020-RPL1 A1 03.1990 12/26/2059 | 0.02% |
| PM GENERAL PURCHASER P/P 144A 09.5000 10/01/2028 | 0.02% |
| POMEGRANATE MERGER S P/P 144A 09.7500 05/01/2023 | 0.02% |
| SCIENTIFIC GAMES P/P 144A 07.2500 11/15/2029 | 0.02% |
| SOLENIS 1STL L+400 04.2330 06/26/2025 | 0.02% |
| SPRINT CORP 07.2500 09/15/2021 | 0.02% |
| STACR 2016-HQA1 M3 06.4980 09/25/2028 | 0.02% |
| STANLEY ELECTRIC CO LTD SEDOL 6841106 | 0.02% |
| TOWNSQUARE MEDIA INC P/P 144A 06.8750 02/01/2026 | 0.02% |
| VIACOMCBS INC 02.9000 01/15/2027 | 0.02% |
| WAMU 2007-HY2 1A1 03.3239 12/25/2036 | 0.02% |
| WELLS FARGO & COMPANY 05.8750 12/29/2049 | 0.02% |
| ACS ACTIVIDADES SEDOL B01FLQ6 | 0.01% |
| ALLISON TRANSMISSION P/P 144A 04.7500 10/01/2027 | 0.01% |
| ALTICE FRANCE P/P 144A 06.0000 02/15/2028 | 0.01% |
| APPLE INC 03.4500 05/06/2024 | 0.01% |
| ASML HOLDING NV SEDOL B929F46 | 0.01% |
| AUST & NZ BANKING GR P/P 144A 02.5700 11/25/2035 | 0.01% |
| BT GROUP PLC SEDOL 3091357 | 0.01% |
| CALPINE CORP P/P 144A 04.5000 02/15/2028 | 0.01% |
| CFCRE 2017-C8 B 04.1985 06/15/2050 | 0.01% |
| CMLTI 2005-2 1A2A 03.2805 05/25/2035 | 0.01% |
| COCA-COLA EUROPEAN PARTNERS SEDOL BYQQ3P5 | 0.01% |
| COMPASS MIN INTL P/P 144A 06.7500 12/01/2027 | 0.01% |
| CRC ESCROW ISSUER LL P/P 144A 05.2500 10/15/2025 | 0.01% |
| CREDIT SUISSE GRP AG P/P 144A 03.8690 01/12/2029 | 0.01% |
| DAITO TRUST CONSTRUCT CO LTD SEDOL 6250508 | 0.01% |
| FHMS KW01 X1 IO 00.9674 01/25/2026 | 0.01% |
| FORD MOTOR COMPANY 09.0000 04/22/2025 | 0.01% |
| GNR 2015-H25 BI IO 01.9420 10/20/2065 | 0.01% |
| GRAY TELEVISION INC P/P 144A 07.0000 05/15/2027 | 0.01% |
| GREAT LAKES D&D 08.0000 05/15/2022 | 0.01% |
| IRON MOUNTAIN INC P/P 144A 04.8750 09/15/2027 | 0.01% |
| KRAFT HEINZ FOODS CO 05.0000 07/15/2035 | 0.01% |
| MATTEL INC P/P 144A 05.8750 12/15/2027 | 0.01% |
| MSBAM 2015-C24 B 04.3420 05/15/2048 | 0.01% |
| MWST 2020-1 A 01.0480 10/25/2053 | 0.01% |
| NIELSEN CO LUXEM P/P 144A 05.0000 02/01/2025 | 0.01% |
| NZD/USD 01/20/2021 MSCIL | 0.01% |
| OBAYASHI CORP SEDOL 6656407 | 0.01% |
| PACIFIC GAS & ELECTRIC 02.5000 02/01/2031 | 0.01% |
| PPL CAPITAL FUNDING INC 04.2000 06/15/2022 | 0.01% |
| SCOTTS MIRACLE-GRO 04.5000 10/15/2029 | 0.01% |
| STACR 2015-HQA2 M3 04.9480 05/25/2028 | 0.01% |
| STACR 2020-HQA1 M2 02.0480 01/25/2050 | 0.01% |
| STEVENS HLDG CO INC P/P 144A 06.1250 10/01/2026 | 0.01% |
| TERRIER MEDIA BU P/P 144A 08.8750 12/15/2027 | 0.01% |
| TOWNSQUARE MEDIA INC P/P 144A 06.5000 04/01/2023 | 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% |
| WEYERHAEUSER CO 07.3750 03/15/2032 | 0.01% |
| WFCM 2019-C49 AS 04.2440 03/15/2052 | 0.01% |
| ZOETIS INC SEDOL B95WG16 | 0.01% |
| ALIMEN COUCHE P/P 144A 02.9500 01/25/2030 | 0.01% |
| BECTON DICKINSON AND CO 02.8230 05/20/2030 | 0.01% |
| BERKELEY GROUP HOLDINGS/THE SEDOL B02L3W3 | 0.01% |
| BPCE SA P/P 144A 05.1500 07/21/2024 | 0.01% |
| CAD/USD 01/20/2021 GSFX | 0.01% |
| CARRIAGE SVCS INC P/P 144A 06.6250 06/01/2026 | 0.01% |
| CAS 2016-C06 1M2 04.3980 04/25/2029 | 0.01% |
| CCO HLDGS LLC/CAP C P/P 144A 05.5000 05/01/2026 | 0.01% |
| CHARTER COMM OPT LLC/CAP 03.7000 04/01/2051 | 0.01% |
| CLUBCORP HLDG INC P/P 144A 08.5000 09/15/2025 | 0.01% |
| COMM 2014-CR18 C 04.7432 07/15/2047 | 0.01% |
| CRED SUIS GP FUN LTD USD 03.4500 04/16/2021 | 0.01% |
| CSC HOLDINGS LLC 06.7500 11/15/2021 | 0.01% |
| DCP MIDSTREAM P/P 144A 06.7500 09/15/2037 | 0.01% |
| DRMT 2020-2 A1 01.6920 05/25/2065 | 0.01% |
| EMIR 2018-1 M1 01.8480 11/25/2028 | 0.01% |
| GALAXY ENT GRP L SEDOL 6465874 | 0.01% |
| ICL GROUP LTD SEDOL 6455530 | 0.01% |
| INTELSAT JACKSON HLD P/P 144A 09.7500 07/15/2025 | 0.01% |
| KRAFT HEINZ FOODS CO 03.0000 06/01/2026 | 0.01% |
| 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% |
| NUTRITION & BIO P/P 144A 02.3000 11/01/2030 | 0.01% |
| ORTHO-CLINICAL TLB L+325 03.3940 06/30/2025 | 0.01% |
| OTIS WORLDWIDE CORP 02.5650 02/15/2030 | 0.01% |
| PARK-OHIO INDUSTRIES INC 06.6250 04/15/2027 | 0.01% |
| PETROLEOS MEXICANOS USD 07.6900 01/23/2050 | 0.01% |
| REFINITIV US HLDG P/P 144A 06.2500 05/15/2026 | 0.01% |
| SABINE PASS LIQUEFACTION 04.2000 03/15/2028 | 0.01% |
| SABRE GLBL INC P/P 144A 09.2500 04/15/2025 | 0.01% |
| SAIL 2004-10 A10 01.0480 11/25/2034 | 0.01% |
| SERVICE CORP INTL 05.1250 06/01/2029 | 0.01% |
| STACR 2014-HQ2 M3 03.8980 09/25/2024 | 0.01% |
| SUZUKEN CO LTD SEDOL 6865560 | 0.01% |
| SWISS LIFE HOLDING AG-REG SEDOL 7437805 | 0.01% |
| VERTICAL US NEWCO IN P/P 144A 05.2500 07/15/2027 | 0.01% |
| VIDEOTRON LTD USD 05.0000 07/15/2022 | 0.01% |
| WFCM 2016-LC25 XA IO 00.9677 12/15/2059 | 0.01% |
| YANGZIJIANG SHIPBUILDING SEDOL B1VT035 | 0.01% |
| ALBERTSONS COS/SAFE P/P 144A 04.6250 01/15/2027 | 0.01% |
| ALLIANT HOLDINGS P/P 144A 06.7500 10/15/2027 | 0.01% |
| ANCESTRY.COM 1L L+400 04.5000 11/24/2027 | 0.01% |
| ARCELORMITTAL USD 07.2500 10/15/2039 | 0.01% |
| BAUSCH HLTH COS INC P/P 144A 06.1250 04/15/2025 | 0.01% |
| BGC PARTNERS INC 05.1250 05/27/2021 | 0.01% |
| CAS 2017-C01 1EB1 01.3980 07/25/2029 | 0.01% |
| CF INDUSTRIES INC 04.9500 06/01/2043 | 0.01% |
| CON EDISON CO OF NY INC 04.2000 03/15/2042 | 0.01% |
| CONTINENTAL RES 04.5000 04/15/2023 | 0.01% |
| CSAIL 2015-C1 D P/P 144A 03.7643 04/15/2050 | 0.01% |
| CVS PASS-THROUGH P/P 144A 04.7040 01/10/2036 | 0.01% |
| DOMINICAN REPUBLIC REGS 06.0000 07/19/2028 | 0.01% |
| DUKE ENERGY INDIANA LLC 06.4500 04/01/2039 | 0.01% |
| EQUINOR ASA USD 05.1000 08/17/2040 | 0.01% |
| FHLMC FR30 ZS9547 UMBS 04.0000 09/01/2045 | 0.01% |
| FORD MOTOR CREDIT CO LLC 04.0000 11/13/2030 | 0.01% |
| GENERAL MOTORS FINL CO 04.3000 07/13/2025 | 0.01% |
| GJENSIDIGE FORSIKRING ASA SEDOL B4PH0C5 | 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 III HLDG LTD P/P 144A 13.0000 02/15/2025 | 0.01% |
| HUSKY TLB L+300 03.2666 03/28/2025 | 0.01% |
| IHS MARKIT LTD USD 04.7500 08/01/2028 | 0.01% |
| ISTAR INC 04.7500 10/01/2024 | 0.01% |
| JPMBB 2014-C22 C 04.5535 09/15/2047 | 0.01% |
| KINDER MORGAN ENER PART 03.4500 02/15/2023 | 0.01% |
| PACKAGING CORP OF AMERIC 04.5000 11/01/2023 | 0.01% |
| PRUDENTIAL FINANCIAL INC 05.2000 03/15/2044 | 0.01% |
| SABINE PASS LIQUEF 05.0000 03/15/2027 | 0.01% |
| SPRINT CORP 07.6250 03/01/2026 | 0.01% |
| STACR 2017-DNA1 M2 03.3980 07/25/2029 | 0.01% |
| TEVA PHARMACEUTICALS NE USD 06.7500 03/01/2028 | 0.01% |
| TRANSDIGM INC 05.5000 11/15/2027 | 0.01% |
| WALT DISNEY COMP 07.7500 01/20/2024 | 0.01% |
| WERNER FINCO LP/INC P/P 144A 08.7500 07/15/2025 | 0.01% |
| WFCM 2014-LC16 XA IO 01.0889 08/15/2050 | 0.01% |
| ALTICE FRANCE P/P 144A 10.5000 05/15/2027 | 0.01% |
| AMERICAN BATH 1L L+450 05.2500 11/23/2027 | 0.01% |
| ASCEND LEARNING LLC P/P 144A 06.8750 08/01/2025 | 0.01% |
| AT&T INC 04.3000 02/15/2030 | 0.01% |
| BAFC 2005-B 3M1 00.8266 04/20/2035 | 0.01% |
| BANFF MERGER SUB INC P/P 144A 09.7500 09/01/2026 | 0.01% |
| BAUSCH HLTH AMERICAS P/P 144A 08.5000 01/31/2027 | 0.01% |
| BMC EAST LLC P/P 144A 05.5000 10/01/2024 | 0.01% |
| BOMBARDIER INC P/P 144A 07.8750 04/15/2027 | 0.01% |
| CAS 2014-C04 1M2 05.0480 11/25/2024 | 0.01% |
| CAS 2015-C03 2M2 05.1480 07/25/2025 | 0.01% |
| CELANESE US HOLDINGS LLC 04.6250 11/15/2022 | 0.01% |
| CGCMT 2014-GC19 D P/P 144A 05.0924 03/10/2047 | 0.01% |
| COLT 2020-2 A1 01.8530 03/25/2065 | 0.01% |
| DIAMOND SPORTS GR/DI P/P 144A 06.6250 08/15/2027 | 0.01% |
| ELANCO ANIMAL HEALTH 05.9000 08/28/2028 | 0.01% |
| FISHER PAYKEL SEDOL 6340250 | 0.01% |
| FOX CORP 04.0300 01/25/2024 | 0.01% |
| GLENCORE FUNDING LLC P/P 144A 01.6250 09/01/2025 | 0.01% |
| GNMA GII30 BL6161 06.0000 12/20/2048 | 0.01% |
| GNR 2016-H16 EI IO 02.4948 06/20/2066 | 0.01% |
| GREIF INC P/P 144A 06.5000 03/01/2027 | 0.01% |
| HUB INTL LTD P/P 144A 07.0000 05/01/2026 | 0.01% |
| JPMORGAN CHASE & CO 02.9560 05/13/2031 | 0.01% |
| KAKAKU.COM INC SEDOL 6689533 | 0.01% |
| L BRANDS INC 07.5000 06/15/2029 | 0.01% |
| MERCK & CO. INC. 02.7500 02/10/2025 | 0.01% |
| MSC 2011-C3 D P/P 144A 05.2443 07/15/2049 | 0.01% |
| ORACLE CORP 05.3750 07/15/2040 | 0.01% |
| PACIFIC GAS & ELECTRIC 03.3000 03/15/2027 | 0.01% |
| PENSKE TRUCK LE P/P 144A 03.4000 11/15/2026 | 0.01% |
| PRECISION DRILL P/P 144A 07.1250 01/15/2026 | 0.01% |
| PROVIDENT FDG/PFG FI P/P 144A 06.3750 06/15/2025 | 0.01% |
| RAMC 2003-4 A1 01.1880 03/25/2034 | 0.01% |
| STACR 2014-HQ3 M3 04.8980 10/25/2024 | 0.01% |
| SVENSKA HNDLSBKN P/P 144A 00.6250 06/30/2023 | 0.01% |
| TPMT 2016-5 M2 P/P 144A 03.3750 10/25/2056 | 0.01% |
| VISTRA OPERATION P/P 144A 05.5000 09/01/2026 | 0.01% |
| WESTROCK MWV LLC 07.9500 02/15/2031 | 0.01% |
| WYNN LAS VEGAS P/P 144A 05.2500 05/15/2027 | 0.01% |
| WYNN RESORTS FIN LLC P/P 144A 05.1250 10/01/2029 | 0.01% |
| ALLEGHENY TECHNOLOGIES INC 07.8750 08/15/2023 | 0.01% |
| AMAZON.COM INC 01.5000 06/03/2030 | 0.01% |
| ARDAGH PKG FIN/HLDGS P/P 144A 04.1250 08/15/2026 | 0.01% |
| ARDAGH PKG FIN/HLDGS P/P 144A 05.2500 08/15/2027 | 0.01% |
| ARRW 2019-1 A3 04.2080 01/25/2049 | 0.01% |
| ASHTEAD CAPITAL INC P/P 144A 04.2500 11/01/2029 | 0.01% |
| AUD/USD 01/20/2021 HSBCB | 0.01% |
| BAUSCH HLTH COS INC P/P 144A 07.0000 03/15/2024 | 0.01% |
| BIG RVR STL/FIN P/P 144A 06.6250 01/31/2029 | 0.01% |
| BLACKSTONE HLDG FINA P/P 144A 01.6000 03/30/2031 | 0.01% |
| CANPACK SA EASTERN L P/P 144A 03.1250 11/01/2025 | 0.01% |
| CAS 2014-C03 2M2 03.0480 07/25/2024 | 0.01% |
| CBRE SERVICES INC 04.8750 03/01/2026 | 0.01% |
| CFCRE 2011-C2 D P/P 144A 05.7394 12/15/2047 | 0.01% |
| CHAMPIONX CORP 06.3750 05/01/2026 | 0.01% |
| CHECK POINT SOFTWARE TECH SEDOL 2181334 | 0.01% |
| CONSTELLIUM SE P/P 144A 05.8750 02/15/2026 | 0.01% |
| CWALT 2005-59 1A1 00.8038 11/20/2035 | 0.01% |
| DIAMOND 1 FIN/DIAMON P/P 144A 08.3500 07/15/2046 | 0.01% |
| DISH NETWORK CV 03.3750 08/15/2026 | 0.01% |
| ENDEAVOR ENERGY P/P 144A 06.6250 07/15/2025 | 0.01% |
| ENTERCOM MEDIA CORP P/P 144A 07.2500 11/01/2024 | 0.01% |
| FAIRFAX US INC P/P 144A 04.8750 08/13/2024 | 0.01% |
| GENTING SINGAPORE LTD SEDOL BDRTVP2 | 0.01% |
| GW B-CR SECURITY P/P 144A 09.5000 11/01/2027 | 0.01% |
| HARGREAVES LANSDOWN PLC SEDOL B1VZ0M2 | 0.01% |
| JPMORGAN CHASE & CO 06.1000 02/01/2049 | 0.01% |
| KEURIG DR PEPPER INC 04.0570 05/25/2023 | 0.01% |
| KOBAYASHI PHARMACEUTICAL CO SEDOL 6149457 | 0.01% |
| LEVEL 3 FIN INC P/P 144A 04.6250 09/15/2027 | 0.01% |
| MARRIOTT INTERNATIONAL 04.6250 06/15/2030 | 0.01% |
| MATCH GRP HLD II LLC P/P 144A 05.0000 12/15/2027 | 0.01% |
| MATTAMY GROUP CORP P/P 144A 04.6250 03/01/2030 | 0.01% |
| MICROCHIP TECH INC P/P 144A 04.2500 09/01/2025 | 0.01% |
| NAVISTAR INTL CORP P/P 144A 06.6250 11/01/2025 | 0.01% |
| NIPPON EXPRESS CO LTD SEDOL 6642127 | 0.01% |
| ONEMAIN FINANCE CORP 05.3750 11/15/2029 | 0.01% |
| PANTHER BF AGGRE 2 P/P 144A 08.5000 05/15/2027 | 0.01% |
| PENN NATIONAL GAMING P/P 144A 05.6250 01/15/2027 | 0.01% |
| PNC FINANCIAL SERVICES 03.3000 03/08/2022 | 0.01% |
| PROLOGIS LP 02.2500 04/15/2030 | 0.01% |
| RBS GLOBAL/REXNO P/P 144A 04.8750 12/15/2025 | 0.01% |
| REPUBLIC OF PERU USD 05.6250 11/18/2050 | 0.01% |
| RYOHIN KEIKAKU CO LTD SEDOL 6758455 | 0.01% |
| SANTANDER UK PLC P/P 144A 05.0000 11/07/2023 | 0.01% |
| SERVICE CORPORATION INTL 04.6250 12/15/2027 | 0.01% |
| SIX FLAGS THEME PARK P/P 144A 07.0000 07/01/2025 | 0.01% |
| SMURFIT KAPPA TREASURY USD 07.5000 11/20/2025 | 0.01% |
| STARWOOD PROP TR 04.7500 03/15/2025 | 0.01% |
| SYNGENTA FINANCE NV P/P 144A 04.8920 04/24/2025 | 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% |
| UNIVISION COMM P/P 144A 06.6250 06/01/2027 | 0.01% |
| WESCO DISTRIBUT P/P 144A 07.2500 06/15/2028 | 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% |
| ANTERO RESOURCES FIN 05.1250 12/01/2022 | 0.01% |
| AUD/USD 01/20/2021 CSI-FX | 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% |
| BMW US CAPITAL LLC P/P 144A 03.4000 08/13/2021 | 0.01% |
| CAS 2014-C02 1M2 02.7480 05/25/2024 | 0.01% |
| CAS 2015-C02 2M2 04.1480 05/25/2025 | 0.01% |
| CENOVUS ENERGY INC USD 06.7500 11/15/2039 | 0.01% |
| CHS/COMMUNITY P/P 144A 06.6250 02/15/2025 | 0.01% |
| CNO FINANCIAL GROUP INC 05.2500 05/30/2029 | 0.01% |
| CWALT 2006-24CB A19 00.6480 08/25/2036 | 0.01% |
| DEVON ENERGY CORPORATION 07.9500 04/15/2032 | 0.01% |
| DIAMOND SPORTS P/P 144A 05.3750 08/15/2026 | 0.01% |
| DISCOVERY COMMUNICATIONS 03.6250 05/15/2030 | 0.01% |
| DOUBLE EAGLE III MID P/P 144A 07.7500 12/15/2025 | 0.01% |
| FORD MOTOR CREDIT CO LLC 04.2710 01/09/2027 | 0.01% |
| FORD MOTOR CREDIT CO LLC 05.1130 05/03/2029 | 0.01% |
| FRONTIER COMM P/P 144A 06.7500 05/01/2029 | 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% |
| GNR 2013-99 AS IO 05.8984 06/20/2043 | 0.01% |
| GNR 2017-162 QI IO 05.0000 10/11/2047 | 0.01% |
| GOEASY LTD P/P 144A 05.3750 12/01/2024 | 0.01% |
| GOLDMAN SACHS GROUP INC 06.7500 10/01/2037 | 0.01% |
| HCA INC 05.2500 06/15/2026 | 0.01% |
| HCA INC. 05.5000 06/15/2047 | 0.01% |
| ISTAR INC. 04.2500 08/01/2025 | 0.01% |
| LIONS GATE CAP HOLD P/P 144A 06.3750 02/01/2024 | 0.01% |
| MARRIOTT INTERNATIONAL 05.7500 05/01/2025 | 0.01% |
| MASTEC INC P/P 144A 04.5000 08/15/2028 | 0.01% |
| MERCER INTL INC USD 05.5000 01/15/2026 | 0.01% |
| MWST 2020-2 A 00.9531 11/25/2053 | 0.01% |
| NETFLIX INC 04.8750 04/15/2028 | 0.01% |
| NEWELL BRANDS INC 04.7000 04/01/2026 | 0.01% |
| OCCIDENTAL PETROLEUM COR 06.4500 09/15/2036 | 0.01% |
| ONCOR ELECTRIC DELIVERY 05.3000 06/01/2042 | 0.01% |
| PACIFIC GAS & ELECTRIC 02.9500 03/01/2026 | 0.01% |
| PENNYMAC FIN SVCS IN P/P 144A 05.3750 10/15/2025 | 0.01% |
| PRIME SECURITY SVCS P/P 144A 06.2500 01/15/2028 | 0.01% |
| PUBLIC SERVICE ELECTRIC 05.5000 03/01/2040 | 0.01% |
| S&P MID 400 EMINI MAR21 FAH1 | 0.01% |
| SHIFT4 PAYMENTS LLC P/P 144A 04.6250 11/01/2026 | 0.01% |
| SINCLAIR TELE P/P 144A 05.5000 03/01/2030 | 0.01% |
| STATION CASINOS LLC P/P 144A 04.5000 02/15/2028 | 0.01% |
| TRIPADVISOR INC P/P 144A 07.0000 07/15/2025 | 0.01% |
| UNITED MEXICAN STATES USD 02.6590 05/24/2031 | 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-AR14 1A2 02.8991 12/25/2035 | 0.01% |
| WAMU 2005-AR9 A1C3 01.1080 07/25/2045 | 0.01% |
| WFRBS 2013-C15 D P/P 144A 04.4900 08/15/2046 | 0.01% |
| 1011778 BC / NEW RED P/P 144A 03.8750 01/15/2028 | 0.01% |
| ADIENT GLOBAL HLDG P/P 144A 04.8750 08/15/2026 | 0.01% |
| AG ISSUER LLC P/P 144A 06.2500 03/01/2028 | 0.01% |
| AIR METHODS CORP P/P 144A 08.0000 05/15/2025 | 0.01% |
| AIRBUS SE SEDOL 4012250 | 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% |
| AMERICAN AXLE & MFG INC 06.8750 07/01/2028 | 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% |
| AUD/USD 01/20/2021 JPMCB | 0.01% |
| BMIR 2020-2A M1A 02.4480 08/26/2030 | 0.01% |
| BOXER PARENT CO INC P/P 144A 09.1250 03/01/2026 | 0.01% |
| BUILDERS FIRSTSOURCE P/P 144A 06.7500 06/01/2027 | 0.01% |
| BWAY HOLDING CO P/P 144A 07.2500 04/15/2025 | 0.01% |
| CAD/USD 01/20/2021 MSCIL | 0.01% |
| CCO HLDGS LLC/CAP CO P/P 144A 05.7500 02/15/2026 | 0.01% |
| CHS/COMMUNITY HEALT P/P 144A 08.1250 06/30/2024 | 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% |
| 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% |
| CONTINENTAL RESOURCES 04.3750 01/15/2028 | 0.01% |
| CSC HOLDINGS LLC P/P 144A 05.7500 01/15/2030 | 0.01% |
| ENERGY TRANSFER OPERATNG 02.9000 05/15/2025 | 0.01% |
| ESH HOSPITALITY INC P/P 144A 05.2500 05/01/2025 | 0.01% |
| FHR 3829 AS IO 06.7914 03/15/2041 | 0.01% |
| FREEDOM MTGE CORP P/P 144A 08.2500 04/15/2025 | 0.01% |
| FREEPORT-MCMORAN INC 04.3750 08/01/2028 | 0.01% |
| FRONTIER COMM 10.5000 09/15/2022 | 0.01% |
| GENERAL MOTORS CO 06.1250 10/01/2025 | 0.01% |
| GLP CAPITAL LP / FIN II 05.2500 06/01/2025 | 0.01% |
| GSMS 2014-GC24 XA IO 00.7320 09/10/2047 | 0.01% |
| HESS MIDSTREAM P P/P 144A 05.1250 06/15/2028 | 0.01% |
| HOLLY PAR/FIN P/P 144A 05.0000 02/01/2028 | 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% |
| INTELLIGENT PACK P/P 144A 06.0000 09/15/2028 | 0.01% |
| LADDER CAP FINAN P/P 144A 04.2500 02/01/2027 | 0.01% |
| LIONS GATE CAP HOLD P/P 144A 05.8750 11/01/2024 | 0.01% |
| MARATHON PETRO CORP 06.5000 03/01/2041 | 0.01% |
| MEG ENERGY CORP P/P 144A 06.5000 01/15/2025 | 0.01% |
| MONDELEZ INTL HLDING P/P 144A 02.0000 10/28/2021 | 0.01% |
| NATIONSTAR MTG HLD I P/P 144A 05.5000 08/15/2028 | 0.01% |
| NORDSTROM INC P/P 144A 08.7500 05/15/2025 | 0.01% |
| NUTRIEN LTD USD 05.2500 01/15/2045 | 0.01% |
| NUTRITION & BIO P/P 144A 03.4680 12/01/2050 | 0.01% |
| PERTAMINA PERSERO PT P/P 144A 04.3000 05/20/2023 | 0.01% |
| REPUBLIC OF SENEGAL REGS 06.2500 07/30/2024 | 0.01% |
| REPUBLIC OF SENEGAL REGS 06.7500 03/13/2048 | 0.01% |
| RITE AID CORP P/P 144A 08.0000 11/15/2026 | 0.01% |
| SEK/USD 03/17/2021 GSFX | 0.01% |
| STACR 2016-DNA3 M3 05.1480 12/25/2028 | 0.01% |
| STACR 2017-DNA2 M1 01.3480 10/25/2029 | 0.01% |
| STACR 2020-HQA4 M1 01.4480 09/25/2050 | 0.01% |
| TALLGRASS NRG PRTNR P/P 144A 06.0000 12/31/2030 | 0.01% |
| TENNANT CO 05.6250 05/01/2025 | 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% |
| TRONOX FINANCE PLC P/P 144A 05.7500 10/01/2025 | 0.01% |
| VERTICAL HOLDCO GMBH P/P 144A 07.6250 07/15/2028 | 0.01% |
| WAMU 2005-AR11 A1B3 00.9480 08/25/2045 | 0.01% |
| WFCM 2013-LC12 D P/P 144A 04.2746 07/15/2046 | 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% |
| 1011778 BC ULC / P/P 144A 04.3750 01/15/2028 | 0.01% |
| AMSTED INDUSTRIES P/P 144A 04.6250 05/15/2030 | 0.01% |
| AMSTED INDUSTRIES P/P 144A 05.6250 07/01/2027 | 0.01% |
| ANHEUSER-BUSCH INBEV WOR 04.1500 01/23/2025 | 0.01% |
| ASTELLAS PHARMA INC SEDOL 6985383 | 0.01% |
| ATOTECH ALPHA 2 BV P/P 144A 08.7500 06/01/2023 | 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% |
| BLACK KNIGHT INFOSER P/P 144A 03.6250 09/01/2028 | 0.01% |
| BOISE CASCADE CO P/P 144A 04.8750 07/01/2030 | 0.01% |
| BRAND ENERGY & I P/P 144A 08.5000 07/15/2025 | 0.01% |
| CCO HOLDINGS LLC P/P 144A 04.5000 05/01/2032 | 0.01% |
| CENTENE CORP P/P 144A 05.3750 08/15/2026 | 0.01% |
| CLP/USD 01/20/2021 CITI | 0.01% |
| COMMONWEALTH EDISON CO 05.9000 03/15/2036 | 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% |
| DIEBOLD NIXDORF INC 08.5000 04/15/2024 | 0.01% |
| DRESDNER FDG TRST I P/P 144A 08.1510 06/30/2031 | 0.01% |
| EMIR 2018-1 M2 03.1480 11/25/2028 | 0.01% |
| ENERGY TRANSFER OPERATNG 06.1250 12/15/2045 | 0.01% |
| ENTERCOM MEDIA CORP P/P 144A 06.5000 05/01/2027 | 0.01% |
| EPICOR SOFTWARE TLB L+425 05.2500 07/30/2027 | 0.01% |
| EQUINIX INC 05.3750 05/15/2027 | 0.01% |
| FREEDOM MTGE CORP P/P 144A 08.1250 11/15/2024 | 0.01% |
| GENESYS TELECOMMUNICAT L+400 04.7500 10/08/2027 | 0.01% |
| GNMA GII30 BL6185 06.0000 01/20/2049 | 0.01% |
| GNMA GII30 BL6235 06.0000 04/20/2049 | 0.01% |
| GNR 2016-123 LI IO 03.5000 03/20/2044 | 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% |
| INGEVITY CORP P/P 144A 03.8750 11/01/2028 | 0.01% |
| INTEL PKG HOLDCO P/P 144A 09.0000 01/15/2026 | 0.01% |
| ISTAR INC 05.5000 02/15/2026 | 0.01% |
| JPMBB 2014-C25 XA IO 00.8455 11/15/2047 | 0.01% |
| KFC HLD/PIZZA HUT/TA P/P 144A 05.2500 06/01/2026 | 0.01% |
| LAMB WESTON HLD P/P 144A 04.8750 05/15/2028 | 0.01% |
| NIELSEN FIN LLC/CO P/P 144A 05.6250 10/01/2028 | 0.01% |
| NOBLE ENERGY INC 06.0000 03/01/2041 | 0.01% |
| NRG ENERGY INC. 07.2500 05/15/2026 | 0.01% |
| ONEMAIN FINANCE CORP 06.8750 03/15/2025 | 0.01% |
| POWER SOLUTIONS TLB L+350 03.6468 04/30/2026 | 0.01% |
| RATTLER MIDSTREAM LP P/P 144A 05.6250 07/15/2025 | 0.01% |
| RAYTHEON TECH CORP P/P 04.8750 10/15/2040 | 0.01% |
| S&P GLOBAL INC 01.2500 08/15/2030 | 0.01% |
| SABINE PASS LIQUEFAC 05.7500 05/15/2024 | 0.01% |
| SANTOS LTD SEDOL 6776703 | 0.01% |
| SERVICE CORP INTL 03.3750 08/15/2030 | 0.01% |
| SPRINT SPECTRUM P/P 144A 03.3600 09/20/2021 | 0.01% |
| STANDARD IND INC P/P 144A 03.3750 01/15/2031 | 0.01% |
| SUGAR HSP GAMING P/P 144A 05.8750 05/15/2025 | 0.01% |
| THE GAP INC. P/P 144A 08.3750 05/15/2023 | 0.01% |
| TRANSDIGM INC 06.3750 06/15/2026 | 0.01% |
| VODAFONE GROUP PLC SEDOL BH4HKS3 | 0.01% |
| WESTPAC BANKING CORP USD 04.4210 07/24/2039 | 0.01% |
| WHITE CAP BUYER LLC P/P 144A 06.8750 10/15/2028 | 0.01% |
| WHITE CAP TLB L+400 04.5000 10/19/2027 | 0.01% |
| WMG ACQUISITION CORP P/P 144A 03.0000 02/15/2031 | 0.01% |
| WPX ENERGY INC 05.8750 06/15/2028 | 0.01% |
| WPX ENERGY INC 08.2500 08/01/2023 | 0.01% |
| WR GRACE & CO-CONN P/P 144A 04.8750 06/15/2027 | 0.01% |
| 1011778 BC / NEW RED P/P 144A 04.0000 10/15/2030 | 0.01% |
| APACHE CORP 04.3750 10/15/2028 | 0.01% |
| AUD/USD 01/20/2021 TDBK | 0.01% |
| BAUSCH HLTH COS INC P/P 144A 05.5000 11/01/2025 | 0.01% |
| BUMT 2005-1 1A1 00.7480 09/25/2045 | 0.01% |
| CAS 2015-C01 1M2 04.4480 02/25/2025 | 0.01% |
| CENTENE ESCROW I CO P/P 144A 05.3750 06/01/2026 | 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% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 JP | 0.01% |
| COMCAST CORP 06.5000 11/15/2035 | 0.01% |
| COMM 2014-CR19 XA IO 00.9755 08/10/2047 | 0.01% |
| COMM 2014-UBS6 XA IO 00.8875 12/10/2047 | 0.01% |
| COMMSCOPE TECH LLC P/P 144A 06.0000 06/15/2025 | 0.01% |
| COMSTOCK RE INC P/P 144A 07.5000 05/15/2025 | 0.01% |
| DEVON ENERGY CORPORATION 07.8750 09/30/2031 | 0.01% |
| FERRARI NV SEDOL BD6G507 | 0.01% |
| FIDELITY NATIONAL INFORM 03.0000 08/15/2026 | 0.01% |
| FIFTH THIRD BANCORP 05.1000 12/29/2049 | 0.01% |
| GALAPAGOS NV SEDOL B07Q2V5 | 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 BL6216 06.0000 03/20/2049 | 0.01% |
| GNMA GII30 BL6217 06.0000 03/20/2049 | 0.01% |
| GNMA GII30 BL6219 06.0000 03/20/2049 | 0.01% |
| GNR 2015-H26 EI IO 01.7238 10/20/2065 | 0.01% |
| GRAPHIC PACKAGIN P/P 144A 03.5000 03/01/2029 | 0.01% |
| HANESBRANDS INC P/P 144A 04.6250 05/15/2024 | 0.01% |
| HIKARI TSUSHIN INC SEDOL 6416322 | 0.01% |
| HMIR 2018-1 M1 P/P 144A 01.7480 10/25/2028 | 0.01% |
| ICAHN ENTER/FIN 05.2500 05/15/2027 | 0.01% |
| ICAHN ENTER/FIN 06.7500 02/01/2024 | 0.01% |
| IHEARTCOMMUNICATI L+400 04.7500 05/01/2026 | 0.01% |
| IPALCO ENTPRS IN 03.7000 09/01/2024 | 0.01% |
| ITRON INC P/P 144A 05.0000 01/15/2026 | 0.01% |
| JPMBB 2015-C33 XA IO 00.9069 12/15/2048 | 0.01% |
| KINDER MORGAN INC/DELAWA 07.7500 01/15/2032 | 0.01% |
| KRAFT HEINZ FOODS CO P/P 144A 03.8750 05/15/2027 | 0.01% |
| KRATON POLYMERS LLC/ P/P 144A 04.2500 12/15/2025 | 0.01% |
| LADDER CAP FIN LLLP P/P 144A 05.2500 10/01/2025 | 0.01% |
| LEVEL 3 FIN INC P/P 144A 04.2500 07/01/2028 | 0.01% |
| LIVE NATION ENTERTAI P/P 144A 05.6250 03/15/2026 | 0.01% |
| MBX.FN30.500.09 R USL1M P 01/12/40 BC | 0.01% |
| MEREDITH CORP P/P 144A 06.5000 07/01/2025 | 0.01% |
| MSRR 2015-R4 CB1 00.9758 08/26/2047 | 0.01% |
| NEWELL BRANDS INC 04.8750 06/01/2025 | 0.01% |
| NOVELIS CORP P/P 144A 04.7500 01/30/2030 | 0.01% |
| OASIS PETROLEUM INC SEDOL BLDDYB1 | 0.01% |
| OCCIDENTAL PETROLEUM COR 04.8500 03/15/2021 | 0.01% |
| OCCIDENTAL PETROLEUM COR 06.6250 09/01/2030 | 0.01% |
| OUTFRONT MEDIA C P/P 144A 06.2500 06/15/2025 | 0.01% |
| PACIFIC GAS & ELECTRIC 02.1000 08/01/2027 | 0.01% |
| PETROBRAS GLOBAL FIN USD 05.9990 01/27/2028 | 0.01% |
| QVC INC 04.8500 04/01/2024 | 0.01% |
| SEK/USD 03/17/2021 JPMCB | 0.01% |
| SIX FLAGS ENT P/P 144A 05.5000 04/15/2027 | 0.01% |
| SM ENERGY CO 06.7500 09/15/2026 | 0.01% |
| SS&C TECH INC P/P 144A 05.5000 09/30/2027 | 0.01% |
| STACR 2015-DNA2 M3 04.0480 12/25/2027 | 0.01% |
| STACR 2019-DNA1 M2 02.7980 01/25/2049 | 0.01% |
| STACR 2019-HQA1 M2 02.4980 02/25/2049 | 0.01% |
| TDK CORP SEDOL 6869302 | 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% |
| TWDC ENTERPRISES 18 CORP 02.7500 08/16/2021 | 0.01% |
| UNIVISION COMM P/P 144A 09.5000 05/01/2025 | 0.01% |
| UNIVISION COMM INC. P/P 144A 05.1250 02/15/2025 | 0.01% |
| VALVOLINE INC P/P 144A 04.2500 02/15/2030 | 0.01% |
| VIACOMCBS INC 04.0000 01/15/2026 | 0.01% |
| VISTRA CORP P/P 144A 05.0000 07/31/2027 | 0.01% |
| WFRBS 2013-C14 XA IO 00.7190 06/15/2046 | 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% |
| 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% |
| ALLISON TRANSMISSION P/P 144A 03.7500 01/30/2031 | 0.00% |
| APACHE CORP 05.1000 09/01/2040 | 0.00% |
| ASCEND LEARNING LLC P/P 144A 06.8750 08/01/2025 | 0.00% |
| BANK OF AMERICA CORP 00.9765 09/15/2026 | 0.00% |
| BERRY GLOBAL INC P/P 144A 05.6250 07/15/2027 | 0.00% |
| BOYD GAMING CORP 04.7500 12/01/2027 | 0.00% |
| BOYD GAMING CORP P/P 144A 08.6250 06/01/2025 | 0.00% |
| BWAY CORP TLB L+325 03.4795 04/03/2024 | 0.00% |
| CAPITAL ONE FINANCIAL CO 04.2000 10/29/2025 | 0.00% |
| CARNIVAL CORP P/P 144A 11.5000 04/01/2023 | 0.00% |
| CAS 2019-HRP1 M2 02.2980 11/25/2039 | 0.00% |
| CCO HOLDINGS LLC P/P 144A 04.5000 08/15/2030 | 0.00% |
| CENTENE CORP 03.0000 10/15/2030 | 0.00% |
| CHS/COMMUNITY HEALTH P/P 144A 08.0000 03/15/2026 | 0.00% |
| CLEAR CHANNEL WORLD 09.2500 02/15/2024 | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 ML | 0.00% |
| COMM 2013-CR11 XA IO 00.9201 08/10/2050 | 0.00% |
| COMMSCOPE INC P/P 144A 08.2500 03/01/2027 | 0.00% |
| COMSTOCK RESOURCES INC 09.7500 08/15/2026 | 0.00% |
| CONTINENTAL RESO P/P 144A 05.7500 01/15/2031 | 0.00% |
| CROWN AMER/CAP 04.7500 02/01/2026 | 0.00% |
| DCP MIDSTREAM OPERATING 05.6250 07/15/2027 | 0.00% |
| DIAMONDBACK ENERGY INC 04.7500 05/31/2025 | 0.00% |
| ENDO DAC/ENDO FI P/P 144A 06.0000 06/30/2028 | 0.00% |
| EPICOR SOFTWARE 2NDL L+775 08.7500 07/30/2028 | 0.00% |
| FREEPORT-MCMORAN INC 04.6250 08/01/2030 | 0.00% |
| FREEPORT-MCMORAN INC 05.4500 03/15/2043 | 0.00% |
| FRONTIER COMM P/P 144A 05.8750 10/15/2027 | 0.00% |
| GBP/USD 03/17/2021 MSCIL | 0.00% |
| GFL ENVIRON INC P/P 144A 03.5000 09/01/2028 | 0.00% |
| GLOBAL MEDICAL RESPO P/P 144A 06.5000 10/01/2025 | 0.00% |
| GLP CAPITAL LP / FIN II 05.3750 04/15/2026 | 0.00% |
| GMAC CAPITAL TRUST I PCT 06.0070 | 0.00% |
| GO DADDY OPCO/FINCO P/P 144A 05.2500 12/01/2027 | 0.00% |
| GRAY TELEVISION INC P/P 144A 04.7500 10/15/2030 | 0.00% |
| GSMS 2014-GC22 XA IO 00.9803 06/10/2047 | 0.00% |
| HCA INC 03.5000 09/01/2030 | 0.00% |
| ICAHN ENTER 04.7500 09/15/2024 | 0.00% |
| IRB HOLDING CORP P/P 144A 07.0000 06/15/2025 | 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% |
| JPY/USD 02/17/2021 MSCIL | 0.00% |
| JPY/USD 02/17/2021 UBS | 0.00% |
| KFC HLD/PIZZA HUT/TA P/P 144A 04.7500 06/01/2027 | 0.00% |
| KOBE BUSSAN CO LTD SEDOL B14RJB7 | 0.00% |
| KRW/USD 02/17/2021 HSBCB | 0.00% |
| KRW/USD 02/17/2021 JPMCB | 0.00% |
| L BRANDS INC 06.7500 07/01/2036 | 0.00% |
| L BRANDS INC P/P 144A 06.6250 10/01/2030 | 0.00% |
| L3HARRIS TECH INC 01.8000 01/15/2031 | 0.00% |
| LIVE NATION ENT P/P 144A 06.5000 05/15/2027 | 0.00% |
| LOUISIANA-PACIFIC CORPORATION 04.8750 09/15/2024 | 0.00% |
| MBX.FN30.500.10 R USL1M P 01/12/41 CI | 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% |
| MLMI 2005-A2 A2 03.6403 02/25/2035 | 0.00% |
| MONDELEZ INTERNATIONAL 02.1250 04/13/2023 | 0.00% |
| NABORS IND INC P/P 144A 09.0000 02/01/2025 | 0.00% |
| NETFLIX INC P/P 144A 05.3750 11/15/2029 | 0.00% |
| NETFLIX INC. 06.3750 05/15/2029 | 0.00% |
| NEXSTAR BROADCASTING P/P 144A 04.7500 11/01/2028 | 0.00% |
| NIELSEN FIN LLC/CO P/P 144A 05.0000 04/15/2022 | 0.00% |
| NORTHRIVER MIDSTREAM P/P 144A 05.6250 02/15/2026 | 0.00% |
| NUTRIEN LTD USD 02.9500 05/13/2030 | 0.00% |
| NZD/USD 01/20/2021 BCAP-FX | 0.00% |
| ONEMAIN FINANCE CORP 06.6250 01/15/2028 | 0.00% |
| ONEMAIN FINANCE CORP 07.1250 03/15/2026 | 0.00% |
| QORVO INC P/P 144A 03.3750 04/01/2031 | 0.00% |
| RITE AID CORP P/P 144A 07.5000 07/01/2025 | 0.00% |
| ROBERTSHAW TL 2L L+800 09.0000 02/28/2026 | 0.00% |
| SCRIPPS ESCROW II IN P/P 144A 03.8750 01/15/2029 | 0.00% |
| SINCLAIR TELE P/P 144A 04.1250 12/01/2030 | 0.00% |
| SOLENIS 2NDL L+850 08.7330 06/26/2026 | 0.00% |
| SOLERA LLC / SOLERA P/P 144A 10.5000 03/01/2024 | 0.00% |
| SONOVA HOLDING AG-REG SEDOL 7156036 | 0.00% |
| SPECTRUM BRANDS INC P/P 144A 05.0000 10/01/2029 | 0.00% |
| TAYLOR MORRISON COMM P/P 144A 05.7500 01/15/2028 | 0.00% |
| TENET HEALTHCARE 04.6250 07/15/2024 | 0.00% |
| 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% |
| USA COM PART/USA COM 06.8750 09/01/2027 | 0.00% |
| VISTRA CORP P/P 144A 05.6250 02/15/2027 | 0.00% |
| WESCO DISTRIBUT P/P 144A 07.1250 06/15/2025 | 0.00% |
| WESTERN DIGITAL CORPORATION 04.7500 02/15/2026 | 0.00% |
| WPX ENERGY INC 05.7500 06/01/2026 | 0.00% |
| YUM! BRANDS INC 03.6250 03/15/2031 | 0.00% |
| YUM! BRANDS INC P/P 144A 04.7500 01/15/2030 | 0.00% |
| AMERICAN BATH 1L2 L+450 05.2500 11/23/2027 | 0.00% |
| ANTERO RESOURCES P/P 144A 08.3750 07/15/2026 | 0.00% |
| AUTOMATION TOOLING S P/P 144A 04.1250 12/15/2028 | 0.00% |
| BAUSCH HLTH COS INC P/P 144A 05.0000 02/15/2029 | 0.00% |
| BAUSCH HLTH COS INC P/P 144A 07.0000 01/15/2028 | 0.00% |
| BERRY GLOBAL INC 05.1250 07/15/2023 | 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% |
| CALPINE CORP P/P 144A 05.2500 06/01/2026 | 0.00% |
| CAS 2016-C07 2M2 04.4980 05/25/2029 | 0.00% |
| CGCMT 2012-GC8 XA IO P/P 144A 01.7512 09/10/2045 | 0.00% |
| CHARTER COMM OPT LLC 05.3750 05/01/2047 | 0.00% |
| CHS/COMMUNITY HEALTH P/P 144A 05.6250 03/15/2027 | 0.00% |
| CINEMARK USA INC 05.1250 12/15/2022 | 0.00% |
| CLEAN HARBORS INC P/P 144A 05.1250 07/15/2029 | 0.00% |
| CLEARWATER PAPER COR P/P 144A 04.7500 08/15/2028 | 0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 JP | 0.00% |
| CNH/USD 02/18/2021 GSFX | 0.00% |
| COMM 2014-LC17 XA IO 00.7232 10/10/2047 | 0.00% |
| COMMSCOPE INC P/P 144A 06.0000 03/01/2026 | 0.00% |
| COMPASS MINERALS INT P/P 144A 04.8750 07/15/2024 | 0.00% |
| COMSTOCK RESOURCES 09.7500 08/15/2026 | 0.00% |
| CP ATLAS BUYER INC P/P 144A 07.0000 12/01/2028 | 0.00% |
| CWALT 2005-27 1A1 01.6503 08/25/2035 | 0.00% |
| DEVON ENERGY CORPORATION 05.6000 07/15/2041 | 0.00% |
| DIEBOLD NIXDORF INC P/P 144A 09.3750 07/15/2025 | 0.00% |
| ENDO DAC/ENDO FI P/P 144A 09.5000 07/31/2027 | 0.00% |
| FHR 3408 EK 25.1548 04/15/2037 | 0.00% |
| GAP INC/THE P/P 144A 08.6250 05/15/2025 | 0.00% |
| GARTNER INC P/P 144A 03.7500 10/01/2030 | 0.00% |
| GBP/USD 03/17/2021 JPMCB | 0.00% |
| GFL ENVIRONMENTAL IN P/P 144A 04.0000 08/01/2028 | 0.00% |
| GNMA GII30 AY2298 04.7000 05/20/2067 | 0.00% |
| GNMA GII30 AY4779 04.5110 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 BL6218 06.0000 02/20/2049 | 0.00% |
| GSMS 2010-C1 D P/P 144A 05.9819 08/10/2043 | 0.00% |
| GSMS 2013-GC10 XA IO 01.4889 02/10/2046 | 0.00% |
| HANESBRANDS INC P/P 144A 05.3750 05/15/2025 | 0.00% |
| INTERNATIONAL LEASE FIN CORP 05.8750 08/15/2022 | 0.00% |
| IRON MOUNTAIN INC P/P 144A 05.2500 03/15/2028 | 0.00% |
| JELD-WEN INC P/P 144A 06.2500 05/15/2025 | 0.00% |
| KINDER MORGAN ENER PART 05.4000 09/01/2044 | 0.00% |
| LEVEL 3 FINANCING IN P/P 144A 03.6250 01/15/2029 | 0.00% |
| LEVI STRAUSS & CO. 05.0000 05/01/2025 | 0.00% |
| LIVE NATION ENT P/P 144A 04.8750 11/01/2024 | 0.00% |
| MASONITE INTL C P/P 144A 05.3750 02/01/2028 | 0.00% |
| MPH ACQUISITION HLDG P/P 144A 05.7500 11/01/2028 | 0.00% |
| MSAC 2004-HE6 M1 00.9730 08/25/2034 | 0.00% |
| NATIONSTAR MTG P/P 144A 06.0000 01/15/2027 | 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 01/20/2021 UBS | 0.00% |
| OCCIDENTAL PETROLEUM COR 03.5000 06/15/2025 | 0.00% |
| ONEMAIN FINANCE CORP 04.0000 09/15/2030 | 0.00% |
| ONEMAIN FINANCE CORP 08.8750 06/01/2025 | 0.00% |
| ORTHO-CLINICAL P/P 144A 07.3750 06/01/2025 | 0.00% |
| OVINTIV INC 07.3750 11/01/2031 | 0.00% |
| OWENS-BROCKWAY P/P 144A 06.6250 05/13/2027 | 0.00% |
| PANTHER BF AGGREGA P/P 144A 06.2500 05/15/2026 | 0.00% |
| PRIME SEC/FIN P/P 144A 03.3750 08/31/2027 | 0.00% |
| PROLOGIS LP 02.1250 04/15/2027 | 0.00% |
| QUORUM HEALTH EXT TL L+825 09.2500 04/29/2025 | 0.00% |
| REPUBLIC OF VENEZUELA REGS 08.2500 10/13/2024 | 0.00% |
| ROBERTSHAW US HOLDING L+350 04.5000 02/28/2025 | 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 05.0000 01/15/2024 | 0.00% |
| SM ENERGY CO 06.1250 11/15/2022 | 0.00% |
| STACR 2018-HQA2 M2 02.4480 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% |
| TEMPO ACQ LLC/FI P/P 144A 05.7500 06/01/2025 | 0.00% |
| UBSBB 2012-C4 XA IO P/P 144A 01.6026 12/10/2045 | 0.00% |
| US CONCRETE INC 06.3750 06/01/2024 | 0.00% |
| US CONCRETE INC P/P 144A 05.1250 03/01/2029 | 0.00% |
| VIATRIS INC SEDOL BMWS3X9 | 0.00% |
| WFRBS 2012-C10 XA IO P/P 144A 01.5232 12/15/2045 | 0.00% |
| WFRBS 2012-C9 XA IO P/P 144A 01.8781 11/15/2045 | 0.00% |
| WPX ENERGY INC 04.5000 01/15/2030 | 0.00% |
| ZAYO GROUP HLDG INC L+300 03.1468 03/09/2027 | 0.00% |
| ZAYO GROUP HLDG INC P/P 144A 06.1250 03/01/2028 | 0.00% |
| ABC SUPPLY CO INC P/P 144A 05.8750 05/15/2026 | 0.00% |
| AES CORP/THE P/P 144A 03.3000 07/15/2025 | 0.00% |
| ALBERTSONS COS P/P 144A 04.8750 02/15/2030 | 0.00% |
| AMERICAN INTL GROUP 08.1750 05/15/2058 | 0.00% |
| APACHE CORPORATION 04.8750 11/15/2027 | 0.00% |
| APARTMENT INVT & MGMT CO -A SEDOL BN2W9T6 | 0.00% |
| ARCHES BUYER INC P/P 144A 04.2500 06/01/2028 | 0.00% |
| AVIENT CORP P/P 144A 05.7500 05/15/2025 | 0.00% |
| BANK OF AMERICA CORP 06.5000 10/29/2049 | 0.00% |
| BANK OF MONTREAL USD 03.8030 12/15/2032 | 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% |
| BY CROWN/BY BOND P/P 144A 04.2500 01/31/2026 | 0.00% |
| CAD/USD 01/20/2021 WPAC | 0.00% |
| CAS 2014-C04 2M2 05.1480 11/25/2024 | 0.00% |
| CAS 2015-C02 1M2 04.1480 05/25/2025 | 0.00% |
| CBS OUT AMER CAP LLC 05.6250 02/15/2024 | 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.11 2054-11-18 500.0 11/18/2054 JP | 0.00% |
| CORNERSTONE BUILDING P/P 144A 08.0000 04/15/2026 | 0.00% |
| CPG INTL TL L+375 04.7500 05/05/2024 | 0.00% |
| CVS HEALTH CORP 03.7000 03/09/2023 | 0.00% |
| DELL INT / EMC P/P 144A 05.8500 07/15/2025 | 0.00% |
| DIAMONDBACK ENERGY INC 05.3750 05/31/2025 | 0.00% |
| DUN & BRADSTREET COR P/P 144A 06.8750 08/15/2026 | 0.00% |
| EMERGENT BIOSOLUTION P/P 144A 03.8750 08/15/2028 | 0.00% |
| EMPIRE COMMUNITIES C P/P 144A 07.0000 12/15/2025 | 0.00% |
| FEDEX CORP 02.6250 08/01/2022 | 0.00% |
| FNR 2007-53 SP 23.6573 06/25/2037 | 0.00% |
| GATES GLOBAL TLB L+275 03.7500 03/31/2024 | 0.00% |
| GBP/USD 03/17/2021 RBSF | 0.00% |
| GNMA GII30 BA7681 04.6110 06/20/2067 | 0.00% |
| GNMA GII30 BM1953 06.0000 03/20/2049 | 0.00% |
| GNMA GII30 BM4196 06.0000 04/20/2049 | 0.00% |
| INSPIRE BRANDS TLB L+325 04.2500 11/19/2027 | 0.00% |
| IOS.FN30.400.10 R USL1M P 01/12/41 BC | 0.00% |
| JAGUAR HL / PPDI P/P 144A 05.0000 06/15/2028 | 0.00% |
| JPMBB 2014-C19 XA IO 00.7413 04/15/2047 | 0.00% |
| JPY/USD 02/17/2021 SSBT | 0.00% |
| JPY/USD 02/17/2021 WPAC | 0.00% |
| MAUSER PACKAGING P/P 144A 08.5000 04/15/2024 | 0.00% |
| MBX.FN30.500.10 R USL1M P 01/12/41 CI | 0.00% |
| MICROSOFT CORP 02.5250 06/01/2050 | 0.00% |
| MSBAM 2014-C17 XA IO 01.0756 08/15/2047 | 0.00% |
| NATIONSTAR MTG P/P 144A 05.1250 12/15/2030 | 0.00% |
| NETFLIX INC. P/P 144A 04.8750 06/15/2030 | 0.00% |
| OSHKOSH CORP 03.1000 03/01/2030 | 0.00% |
| OUTFRONT MEDIA C P/P 144A 04.6250 03/15/2030 | 0.00% |
| OVINTIV INC 06.5000 08/15/2034 | 0.00% |
| PETROBRAS GLOBAL FIN USD 05.2990 01/27/2025 | 0.00% |
| PRUDENTIAL FINANCIAL INC 05.6250 06/15/2043 | 0.00% |
| REPUBLIC OF VENEZUELA REGS 09.0000 05/07/2023 | 0.00% |
| SCRIPPS ESCROW P/P 144A 05.3750 01/15/2031 | 0.00% |
| SEK/USD 03/17/2021 BANKAM | 0.00% |
| SEK/USD 03/17/2021 MSCIL | 0.00% |
| SEK/USD 03/17/2021 UBS | 0.00% |
| SERVICE PROPERTIES TRUST 07.5000 09/15/2025 | 0.00% |
| SM ENERGY CO 06.6250 01/15/2027 | 0.00% |
| SM ENERGY CO P/P 144A 10.0000 01/15/2025 | 0.00% |
| SPECTRUM BRANDS INC 06.1250 12/15/2024 | 0.00% |
| STACR 2015-DN1 M3 04.2980 01/25/2025 | 0.00% |
| T-MOBILE USA INC. 04.0000 04/15/2022 | 0.00% |
| TARGA RES PRTNRS 05.5000 03/01/2030 | 0.00% |
| TARGA RESOURCES PART 06.8750 01/15/2029 | 0.00% |
| TRANSOCEAN PONTUS LT P/P 144A 06.1250 08/01/2025 | 0.00% |
| VALVOLINE INC 04.3750 08/15/2025 | 0.00% |
| VIPER ENERGY P/P 144A 05.3750 11/01/2027 | 0.00% |
| WFRBS 2011-C4 E P/P 144A 05.1930 06/15/2044 | 0.00% |
| WMG ACQUISITION CORP P/P 144A 05.5000 04/15/2026 | 0.00% |
| WYNN RESORTS FIN LLC P/P 144A 07.7500 04/15/2025 | 0.00% |
| 0.25 R ISWP FWD US0003M P 03/17/2023 | 0.00% |
| AKER BP ASA P/P 144A 05.8750 03/31/2025 | 0.00% |
| AMERICAN AXLE & MANUF L+225 03.0000 04/06/2024 | 0.00% |
| AMERICAN AXLE & MFG INC 06.2500 04/01/2025 | 0.00% |
| APACHE CORP 04.6250 11/15/2025 | 0.00% |
| BAYTEX ENERGY CORP P/P 144A 05.6250 06/01/2024 | 0.00% |
| BERRY GLOBAL INC P/P 144A 04.5000 02/15/2026 | 0.00% |
| BOMBARDIER INC P/P 144A 07.5000 12/01/2024 | 0.00% |
| BUCKEYE PARTNERS LP 03.9500 12/01/2026 | 0.00% |
| CAD/USD 01/20/2021 PSBS | 0.00% |
| CAD/USD 01/20/2021 RBSF | 0.00% |
| CALPINE CORP P/P 144A 05.0000 02/01/2031 | 0.00% |
| CD&R WATERWORKS MERGER 144A 6.125000 08/15/2025 | 0.00% |
| CHS/COMMUNITY HEALTH P/P 144A 09.8750 06/30/2023 | 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% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CS | 0.00% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CS | 0.00% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 ML | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.00% |
| CMB CMBX.NA.BB.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 CG | 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% |
| COMM 2014-CR18 XA IO 01.0068 07/15/2047 | 0.00% |
| COMMSCOPE INC P/P 144A 05.5000 03/01/2024 | 0.00% |
| ENLINK MIDSTREAM LLC P/P 144A 05.6250 01/15/2028 | 0.00% |
| FHR 2990 LB 16.5402 06/15/2034 | 0.00% |
| FHR 3072 SM 04.2533 11/15/2035 | 0.00% |
| FHR 3249 PS 21.7515 12/15/2036 | 0.00% |
| GARTNER INC P/P 144A 04.5000 07/01/2028 | 0.00% |
| GBP/USD 03/17/2021 WPAC | 0.00% |
| GNMA GII30 BJ9611 04.5000 05/20/2049 | 0.00% |
| GNMA GII30 BN1506 04.5000 05/20/2049 | 0.00% |
| GNMA GII30 BN1509 05.0000 05/20/2049 | 0.00% |
| GNMA GII30 BN2618 04.5000 05/20/2049 | 0.00% |
| GNR 2010-9 UI IO 05.0000 01/20/2040 | 0.00% |
| GNR 2013-14 IO IO 03.5000 12/20/2042 | 0.00% |
| GRAFTECH FINANCE INC P/P 144A 04.6250 12/15/2028 | 0.00% |
| GSMS 2013-GC12 XA IO 01.4071 06/10/2046 | 0.00% |
| HUDBAY MINERALS INC P/P 144A 06.1250 04/01/2029 | 0.00% |
| IHS MARKIT LTD P/P 144A 04.0000 03/01/2026 | 0.00% |
| JAGUAR HL / PPDI P/P 144A 04.6250 06/15/2025 | 0.00% |
| JPY/USD 02/17/2021 BCAP-FX | 0.00% |
| JPY/USD 02/17/2021 HSBCB | 0.00% |
| JPY/USD 02/17/2021 RBSF | 0.00% |
| JPY/USD 02/17/2021 TDBK | 0.00% |
| L BRANDS INC P/P 144A 06.8750 07/01/2025 | 0.00% |
| L BRANDS INC P/P 144A 09.3750 07/01/2025 | 0.00% |
| LAMB WESTON HOLDINGS P/P 144A 04.6250 11/01/2024 | 0.00% |
| LBM ACQUISITION LLC P/P 144A 06.2500 01/15/2029 | 0.00% |
| LBUBS 2008-C1 AM 06.2738 04/15/2041 | 0.00% |
| LENNAR CORP 05.8750 11/15/2024 | 0.00% |
| MACY'S INC P/P 144A 08.3750 06/15/2025 | 0.00% |
| MATCH GRP HLD II LLC P/P 144A 04.1250 08/01/2030 | 0.00% |
| MAUSER PACKAGING SOL P/P 144A 05.5000 04/15/2024 | 0.00% |
| MERCK & CO INC 02.9000 03/07/2024 | 0.00% |
| NOK/USD 03/17/2021 TDBK | 0.00% |
| NRG ENERGY INC 06.6250 01/15/2027 | 0.00% |
| NZD/USD 01/20/2021 CSI-FX | 0.00% |
| OCCIDENTAL PETROLEUM COR 05.8750 09/01/2025 | 0.00% |
| OCCIDENTAL PETROLEUM COR 06.1250 01/01/2031 | 0.00% |
| OMIR 2018-1A M1 01.6980 07/25/2028 | 0.00% |
| OVINTIV EXPLORATION INC 05.3750 01/01/2026 | 0.00% |
| OVINTIV EXPLORATION INC 05.6250 07/01/2024 | 0.00% |
| PENSKE AUTOMOTIVE GROUP 03.5000 09/01/2025 | 0.00% |
| QUEBECOR MEDIA INC USD 05.7500 01/15/2023 | 0.00% |
| RACKSPACE HOSTING INC L+300 04.0000 11/03/2023 | 0.00% |
| REGENCY ENERGY P 04.5000 11/01/2023 | 0.00% |
| ROYAL CARIBBEAN P/P 144A 09.1250 06/15/2023 | 0.00% |
| SGD/USD 02/17/2021 JPMCB | 0.00% |
| STACR 2020-DNA5 M1 01.3817 10/25/2050 | 0.00% |
| T-MOBILE USA INC 06.0000 03/01/2023 | 0.00% |
| TALLGRASS NRG PRTNR/ P/P 144A 07.5000 10/01/2025 | 0.00% |
| TAYLOR MORRISON COMM P/P 144A 05.1250 08/01/2030 | 0.00% |
| TENET HEALTHCARE P/P 144A 06.2500 02/01/2027 | 0.00% |
| TENET HEALTHCARE P/P 144A 07.5000 04/01/2025 | 0.00% |
| TRANSDIGM INC P/P 144A 08.0000 12/15/2025 | 0.00% |
| WEEKLEY HM LLC/ P/P 144A 04.8750 09/15/2028 | 0.00% |
| YUM! BRANDS INC. P/P 144A 07.7500 04/01/2025 | 0.00% |
| ZAYO GROUP HLDG INC P/P 144A 04.0000 03/01/2027 | 0.00% |
| 0.45 R ISWP FWD US0003M P 03/17/2026 | 0.00% |
| ALLEGHENY TECHNOLOGIES 05.8750 12/01/2027 | 0.00% |
| ARCHES BUYER INC P/P 144A 06.1250 12/01/2028 | 0.00% |
| BOMBARDIER INC P/P 144A 08.7500 12/01/2021 | 0.00% |
| BSCMS 2006-PW11 B P/P 144A 05.5182 03/11/2039 | 0.00% |
| CAD/USD 01/20/2021 CITI | 0.00% |
| CAD/USD 01/20/2021 HSBCB | 0.00% |
| CALPINE CORP P/P 144A 04.6250 02/01/2029 | 0.00% |
| CDW LLC/CDW FINANCE 03.2500 02/15/2029 | 0.00% |
| CHS/COMMUNITY HEALTH P/P 144A 06.0000 01/15/2029 | 0.00% |
| CMB CMBX.NA.A.7 2047-01-17 200.0 01/17/2047 CG | 0.00% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CG | 0.00% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CG | 0.00% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CS | 0.00% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 MS | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 MS | 0.00% |
| CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 JP | 0.00% |
| CMB CMBX.NA.BB.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.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 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 CG | 0.00% |
| CMB CMBX.NA.BBB-.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 MS | 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% |
| EQT CORP 05.0000 01/15/2029 | 0.00% |
| EUR/USD 03/17/2021 HSBCB | 0.00% |
| EUR/USD 03/17/2021 RBSF | 0.00% |
| EUR/USD 03/17/2021 UBS | 0.00% |
| FNMA FN30 BO0212 UMBS 04.5000 05/01/2049 | 0.00% |
| FNR 2005-106 JC 19.6651 12/25/2035 | 0.00% |
| FNR 2005-75 GS 19.8060 08/25/2035 | 0.00% |
| FNR 2006-62 PS 39.0120 07/25/2036 | 0.00% |
| GBP/USD 03/17/2021 BCAP-FX | 0.00% |
| GLOBAL PART/GLP FIN P/P 144A 06.8750 01/15/2029 | 0.00% |
| GNMA GII30 BN7073 04.5000 05/20/2049 | 0.00% |
| GNR 2012-141 WI IO 03.5000 11/20/2041 | 0.00% |
| GNR 2015-124 NI IO 03.5000 06/20/2039 | 0.00% |
| IHEARTMEDIA INC - CLASS A SEDOL BJVR9Y9 | 0.00% |
| JPY/USD 02/17/2021 BANKAM | 0.00% |
| JPY/USD 02/17/2021 CITI | 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% |
| NOK/USD 03/17/2021 GSFX | 0.00% |
| NOK/USD 03/17/2021 HSBCB | 0.00% |
| PAR PHARMA INC P/P 144A 07.5000 04/01/2027 | 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% |
| RACKSPACE TECHNOLOGY P/P 144A 05.3750 12/01/2028 | 0.00% |
| RAYONIER AM PROD INC P/P 144A 07.6250 01/15/2026 | 0.00% |
| ROYAL BANK OF CANADA USD 02.8000 04/29/2022 | 0.00% |
| STACR 2019-DNA2 M2 02.5980 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% |
| TENNECO INC P/P 144A 07.8750 01/15/2029 | 0.00% |
| THE SHERWIN-WILLIAMS COMPANY 02.7500 06/01/2022 | 0.00% |
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| TRANSDIGM INC 06.5000 05/15/2025 | 0.00% |
| TRONOX INC P/P 144A 06.5000 05/01/2025 | 0.00% |
| ADVANZ PHARMA CORP LTD SEDOL BG0RYR7 | 0.00% |
| BACM 2007-1 XW IO 00.4249 01/15/2049 | 0.00% |
| BSCMS 06-PW14 X1 IO P/P 144A 00.5565 12/11/2038 | 0.00% |
| CGCMT 2006-C5 XC IO P/P 144A 00.5170 10/15/2049 | 0.00% |
| CHF/USD 03/17/2021 CSI-FX | 0.00% |
| CHF/USD 03/17/2021 JPMCB | 0.00% |
| CHF/USD 03/17/2021 MSCIL | 0.00% |
| CHF/USD 03/17/2021 RBSF | 0.00% |
| CHF/USD 03/17/2021 SSBT | 0.00% |
| CHF/USD 03/17/2021 TDBK | 0.00% |
| CHF/USD 03/17/2021 UBS | 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 GS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 MS | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.00% |
| CMB CMBX.NA.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 ML | 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 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.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.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 JP | 0.00% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 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.BBB-.10 2059-11-17 300.0 11/17/2059 CG | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 CG | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 JP | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 JP | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 JP | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 ML | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.00% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 CG | 0.00% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 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-.12 2061-08-17 300.0 08/17/2061 CG | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 GS | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 JP | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 JP | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 JP | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 JP | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 MS | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 MS | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 MS | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 MS | 0.00% |
| CMB CMBX.NA.BBB-.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 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 ML | 0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 MS | 0.00% |
| CMB CMBX.NA.BBB-.9 2058-09-17 300.0 09/17/2058 CG | 0.00% |
| CMB CMBX.NA.BBB-.9 2058-09-17 300.0 09/17/2058 ML | 0.00% |
| CMB CMBX.NA.BBB-.9 2058-09-17 300.0 09/17/2058 ML | 0.00% |
| CNH/USD 02/18/2021 JPMCB | 0.00% |
| CNH/USD 02/18/2021 WPAC | 0.00% |
| CSFB 2003-C3 AX IO P/P 144A 01.7316 05/15/2038 | 0.00% |
| CSMC 2007-C2 AX IO P/P 144A 00.0142 01/15/2049 | 0.00% |
| DKK/USD 03/17/2021 CITI | 0.00% |
| EUR/USD 03/17/2021 BANKAM | 0.00% |
| EUR/USD 03/17/2021 CSI-FX | 0.00% |
| EUR/USD 03/17/2021 GSFX | 0.00% |
| EUR/USD 03/17/2021 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% |
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| 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% |
| FNR 2007-14 KO PO 00.0000 03/25/2037 | 0.00% |
| GBP/USD 03/17/2021 GSFX | 0.00% |
| GBP/USD 03/17/2021 TDBK | 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% |
| GNR 2019-78 SJ IO 05.8984 06/20/2049 | 0.00% |
| HC BRILLANT SERVICES GMBH P/P | 0.00% |
| HKD/USD 02/17/2021 BANKAM | 0.00% |
| HKD/USD 02/17/2021 BCAP-FX | 0.00% |
| HKD/USD 02/17/2021 HSBCB | 0.00% |
| HKD/USD 02/17/2021 SSBT | 0.00% |
| HKD/USD 02/17/2021 UBS | 0.00% |
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| IOS.FN30.400.10 R USL1M P 01/12/41 BC | 0.00% |
| IOS.FN30.400.11 R USL1M P 01/12/42 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.FN30.500.10 P USL1M R 01/12/41 BC | 0.00% |
| IOS.FN30.600.08 R USL1M P 01/12/39 GS | 0.00% |
| IOS.FN30.650.67 R USL1M P 01/12/38 BC | 0.00% |
| IOS.FN30.650.67 R USL1M P 01/12/38 GS | 0.00% |
| JPMCC 2006-LDP8 X IO 00.2863 05/15/2045 | 0.00% |
| JPMCC 2007-LDPX X IO 00.0517 01/15/2049 | 0.00% |
| JPY/USD 02/17/2021 JPMCB | 0.00% |
| LBUBS 2007-C2 XW IO 00.1475 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 05.6942 07/15/2045 | 0.00% |
| MEZZ 2007-C5 X IO P/P 144A 06.5710 12/15/2049 | 0.00% |
| MWO HOLDINGS LLC | 0.00% |
| NOK/USD 03/17/2021 JPMCB | 0.00% |
| NOK/USD 03/17/2021 MSCIL | 0.00% |
| NOK/USD 03/17/2021 SSBT | 0.00% |
| OCCIDENTAL PETROLEUM -CW27 SEDOL BMVF784 | 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 03/17/2021 HSBCB | 0.00% |
| SEK/USD 03/17/2021 SSBT | 0.00% |
| SEK/USD 03/17/2021 TDBK | 0.00% |
| TERVITA CORP SEDOL BD1DCC4 | 0.00% |
| TEXAS COHLD TCEH ESCROW 11.5000 10/01/2021 | 0.00% |
| TIAAC 2003-1A E 144A 08.0000 12/28/2038 | 0.00% |
| TXU TCEH RIGHTS | 0.00% |
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| WBCMT 2006-C29 IO IO 00.2655 11/15/2048 | 0.00% |
| AUD/USD 01/20/2021 CITI | -0.00% |
| AUD/USD 01/20/2021 WPAC | -0.00% |
| CAD/USD 01/20/2021 CSI-FX | -0.00% |
| CHF/USD 03/17/2021 GSFX | -0.00% |
| CHF/USD 03/17/2021 HSBCB | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.A.7 2047-01-17 200.0 01/17/2047 JP | -0.00% |
| CMB CMBX.NA.BB.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 BC | -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% |
| CNH/USD 02/18/2021 BANKAM | -0.00% |
| EUR/USD 03/17/2021 BCAP-FX | -0.00% |
| EUR/USD 03/17/2021 CITI | -0.00% |
| EUR/USD 03/17/2021 JPMCB | -0.00% |
| EUR/USD 03/17/2021 MSCIL | -0.00% |
| GBP/USD 03/17/2021 CITI | -0.00% |
| GBP/USD 03/17/2021 UBS | -0.00% |
| INR/USD 02/17/2021 HSBCB | -0.00% |
| INR/USD 02/17/2021 JPMCB | -0.00% |
| IOS.FN30.400.11 P USL1M R 01/12/42 JP | -0.00% |
| JPY/USD 02/17/2021 GSFX | -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 03/17/2021 UBS | -0.00% |
| NZD/USD 01/20/2021 HSBCB | -0.00% |
| SEK/USD 03/17/2021 CITI | -0.00% |
| TWD/USD 02/17/2021 JPMCB | -0.00% |
| 0.90 R ISWP FWD US0003M P 03/17/2031 | -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% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.00% |
| EUR/USD 03/17/2021 TDBK | -0.00% |
| GBP/USD 03/17/2021 CSI-FX | -0.00% |
| GBP/USD 03/17/2021 HSBCB | -0.00% |
| MXN/USD 01/20/2021 BANKAM | -0.00% |
| NOK/USD 03/17/2021 RBSF | -0.00% |
| NZD/USD 01/20/2021 TDBK | -0.00% |
| SEK/USD 03/17/2021 BCAP-FX | -0.00% |
| SEK/USD 03/17/2021 RBSF | -0.00% |
| TWD/USD 02/17/2021 GSFX | -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% |
| GBP/USD 03/17/2021 SSBT | -0.00% |
| IOS.FN30.400.10 P USL1M R 01/12/41 JP | -0.00% |
| NZD/USD 01/20/2021 PSBS | -0.00% |
| AUD/USD 01/20/2021 BANKAM | -0.00% |
| CAD/USD 01/20/2021 BANKAM | -0.00% |
| CAD/USD 01/20/2021 UBS | -0.00% |
| CNH/USD 02/18/2021 HSBCB | -0.00% |
| EUR/USD 03/17/2021 SSBT | -0.00% |
| NZD/USD 01/20/2021 JPMCB | -0.00% |
| CAD/USD 01/20/2021 JPMCB | -0.00% |
| CAD/USD 01/20/2021 TDBK | -0.00% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 CG | -0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 CS | -0.00% |
| NZD/USD 01/20/2021 BANKAM | -0.00% |
| NZD/USD 01/20/2021 WPAC | -0.00% |
| SPX 20211217 C 4500.00CITI | -0.01% |
| MBX.FN30.650.67 P USL1M R 01/12/38 BC | -0.01% |
| AUD/USD 01/20/2021 PSBS | -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% |
| NZD/USD 01/20/2021 CITI | -0.01% |
| NZD/USD 01/20/2021 RBSF | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP | -0.02% |
| NZD/USD 01/20/2021 GSFX | -0.02% |
| AUD/USD 01/20/2021 UBS | -0.02% |
| 1.25 R ISWP FWD US0003M P 03/17/2051 | -0.02% |
| US 10YR ULTRA FUT MAR21 UXYH1 | -0.06% |
| GNMA GII30 TBA 04.5000 01/01/2051 | -0.08% |
| FNMA FN30 TBA UMBS 01.5000 01/01/2051 | -0.11% |
| FNMA FN30 TBA UMBS 03.0000 01/01/2051 | -0.20% |
| MSCI EAFE MAR21 MFSH1 | -0.84% |
| GSGLPWDS P US0001M R 12/15/25 GS | -4.24% |
| S&P500 EMINI FUT MAR21 ESH1 | -4.80% |
| E-MINI RUSS 2000 DEC20 RTYZ0 | 4.17% |
|---|---|
| GSGLPWDL R US0001M P 12/15/25 GS | 3.99% |
| US 5YR NOTE (CBT) MAR21 FVH1 | 3.93% |
| APPLE INC SEDOL 2046251 | 3.20% |
| MICROSOFT CORP SEDOL 2588173 | 2.56% |
| AMAZON.COM INC SEDOL 2000019 | 2.53% |
| US ULTRA BOND CBT MAR21 WNH1 | 2.20% |
| FNMA FN30 TBA UMBS 02.0000 01/01/2051 | 1.86% |
| US 10YR NOTE (CBT)MAR21 TYH1 | 1.67% |
| ALPHABET INC-CL A SEDOL BYVY8G0 | 1.44% |
| GSGLPHCL R US0001M P 12/15/25 GS | 1.24% |
| JPMORGAN CHASE & CO SEDOL 2190385 | 1.09% |
| FNMA FN15 TBA UMBS 02.5000 12/01/2035 | 1.07% |
| GNMA GII30 MA6766 03.0000 07/20/2050 | 1.06% |
| US LONG BOND(CBT) MAR21 USH1 | 0.96% |
| QUALCOMM INC SEDOL 2714923 | 0.91% |
| ADOBE INC SEDOL 2008154 | 0.89% |
| FHLMC FR30 ZS4750 UMBS 03.0000 01/01/2048 | 0.86% |
| PROCTER & GAMBLE CO/THE SEDOL 2704407 | 0.86% |
| FNMA FN30 TBA UMBS 02.5000 01/01/2051 | 0.84% |
| NVIDIA CORP SEDOL 2379504 | 0.82% |
| FNMA FN30 TBA UMBS 02.5000 12/01/2050 | 0.77% |
| CITIGROUP INC SEDOL 2297907 | 0.71% |
| VERIZON COMMUNICATIONS INC SEDOL 2090571 | 0.68% |
| GNMA GII30 MA6932 03.0000 10/20/2050 | 0.66% |
| JOHNSON & JOHNSON SEDOL 2475833 | 0.64% |
| CISCO SYSTEMS INC SEDOL 2198163 | 0.63% |
| FNMA FN30 TBA UMBS 03.5000 01/01/2051 | 0.58% |
| ELI LILLY & CO SEDOL 2516152 | 0.58% |
| CHARTER COMMUNICATIONS INC-A SEDOL BZ6VT82 | 0.56% |
| ALPHABET INC-CL C SEDOL BYY88Y7 | 0.55% |
| INTUIT INC SEDOL 2459020 | 0.54% |
| GNMA GII30 MA6820 03.0000 08/20/2050 | 0.54% |
| FACEBOOK INC-CLASS A SEDOL B7TL820 | 0.53% |
| LOCKHEED MARTIN CORP SEDOL 2522096 | 0.49% |
| PEPSICO INC SEDOL 2681511 | 0.49% |
| WALMART INC SEDOL 2936921 | 0.48% |
| COMCAST CORP-CLASS A SEDOL 2044545 | 0.48% |
| MERCK & CO. INC. SEDOL 2778844 | 0.48% |
| HONEYWELL INTERNATIONAL INC SEDOL 2020459 | 0.47% |
| FNMA FN30 MA3563 UMBS 04.0000 01/01/2049 | 0.46% |
| FNMA FN30 TBA UMBS 06.0000 12/01/2050 | 0.45% |
| FNMA FN30 TBA UMBS 01.5000 12/01/2050 | 0.44% |
| MEDTRONIC PLC SEDOL BTN1Y11 | 0.44% |
| NORTHROP GRUMMAN CORP SEDOL 2648806 | 0.42% |
| SERVICENOW INC SEDOL B80NXX8 | 0.42% |
| FNMA FN30 FM1741 UMBS 04.0000 04/01/2049 | 0.41% |
| EBAY INC SEDOL 2293819 | 0.41% |
| ACTIVISION BLIZZARD INC SEDOL 2575818 | 0.40% |
| TARGET CORP SEDOL 2259101 | 0.39% |
| PAYPAL HOLDINGS INC SEDOL BYW36M8 | 0.38% |
| EXELON CORP SEDOL 2670519 | 0.37% |
| AMERICAN ELECTRIC POWER SEDOL 2026242 | 0.36% |
| COCA-COLA CO/THE SEDOL 2206657 | 0.35% |
| VISA INC-CLASS A SHARES SEDOL B2PZN04 | 0.34% |
| TREASURY BILL 00.0000 12/08/2020 | 0.33% |
| AUTODESK INC SEDOL 2065159 | 0.32% |
| BANK OF AMERICA CORP SEDOL 2295677 | 0.32% |
| ABBVIE INC SEDOL B92SR70 | 0.32% |
| MASTERCARD INC - A SEDOL B121557 | 0.32% |
| DOCUSIGN INC SEDOL BFYT7B7 | 0.31% |
| GNMA GII30 TBA 03.0000 01/01/2051 | 0.31% |
| UNITEDHEALTH GROUP INC SEDOL 2917766 | 0.31% |
| FNMA FN30 FM4328 UMBS 02.5000 09/01/2050 | 0.30% |
| MCDONALD'S CORP SEDOL 2550707 | 0.30% |
| METLIFE INC SEDOL 2573209 | 0.30% |
| UNION PACIFIC CORP SEDOL 2914734 | 0.30% |
| SIMON PROPERTY GROUP INC SEDOL 2812452 | 0.30% |
| TREASURY BILL 00.0000 12/03/2020 | 0.30% |
| ABBOTT LABORATORIES SEDOL 2002305 | 0.29% |
| DANAHER CORP SEDOL 2250870 | 0.29% |
| FIDELITY NATIONAL INFO SERV SEDOL 2769796 | 0.29% |
| JOHNSON CONTROLS INTERNATION SEDOL BY7QL61 | 0.28% |
| VEEVA SYSTEMS INC-CLASS A SEDOL BFH3N85 | 0.28% |
| HOME DEPOT INC SEDOL 2434209 | 0.27% |
| FNMA FN30 TBA UMBS 02.0000 12/01/2050 | 0.27% |
| NIKE INC -CL B SEDOL 2640147 | 0.26% |
| HUMANA INC SEDOL 2445063 | 0.26% |
| FNMA FN30 BQ1269 UMBS 02.5000 08/01/2050 | 0.26% |
| HILTON WORLDWIDE HOLDINGS IN SEDOL BYVMW06 | 0.26% |
| SOUTHERN CO/THE SEDOL 2829601 | 0.26% |
| GOLDMAN SACHS GROUP INC SEDOL 2407966 | 0.25% |
| EDWARDS LIFESCIENCES CORP SEDOL 2567116 | 0.25% |
| FNMA FN30 MA2737 UMBS 03.0000 09/01/2046 | 0.25% |
| NRG ENERGY INC SEDOL 2212922 | 0.25% |
| AMERICAN TOWER CORP SEDOL B7FBFL2 | 0.25% |
| VERTEX PHARMACEUTICALS INC SEDOL 2931034 | 0.24% |
| AMGEN INC SEDOL 2023607 | 0.24% |
| CUMMINS INC SEDOL 2240202 | 0.23% |
| MORGAN STANLEY | 0.23% |
| BEST BUY CO INC SEDOL 2094670 | 0.23% |
| ALLSTATE CORP SEDOL 2019952 | 0.23% |
| HALLIBURTON CO SEDOL 2405302 | 0.22% |
| SALESFORCE.COM INC SEDOL 2310525 | 0.22% |
| TESLA INC SEDOL B616C79 | 0.22% |
| FREEPORT-MCMORAN INC SEDOL 2352118 | 0.22% |
| FNMA FN30 BQ0329 UMBS 02.5000 07/01/2050 | 0.22% |
| CRH PLC SEDOL 4182249 | 0.21% |
| FNMA FN30 AL9859 UMBS 03.0000 03/01/2047 | 0.21% |
| IDEXX LABORATORIES INC SEDOL 2459202 | 0.21% |
| FNMA FN30 BM5024 UMBS 03.0000 11/01/2048 | 0.21% |
| GENERAL MOTORS CO SEDOL B665KZ5 | 0.21% |
| LOWES COMPANIES INC | 0.21% |
| CIGNA CORP SEDOL BHJ0775 | 0.20% |
| ZIMMER BIOMET HOLDINGS INC SEDOL 2783815 | 0.20% |
| SOUTHWEST AIRLINES CO SEDOL 2831543 | 0.20% |
| ALTRIA GROUP INC | 0.20% |
| MONDELEZ INTERNATIONAL INC-A SEDOL B8CKK03 | 0.20% |
| FNMA FN30 TBA UMBS 03.5000 12/01/2050 | 0.19% |
| PFIZER INC SEDOL 2684703 | 0.19% |
| REGENERON PHARMACEUTICALS SEDOL 2730190 | 0.19% |
| SHERWIN-WILLIAMS CO/THE SEDOL 2804211 | 0.19% |
| COSTAR GROUP INC SEDOL 2262864 | 0.19% |
| CADENCE DESIGN SYS INC SEDOL 2302232 | 0.18% |
| LONZA GROUP AG-REG SEDOL 7333378 | 0.18% |
| SYNOPSYS INC SEDOL 2867719 | 0.18% |
| CROWN CASTLE INTL CORP SEDOL BTGQCX1 | 0.18% |
| OLD DOMINION FREIGHT LINE SEDOL 2656423 | 0.18% |
| ROCKWELL AUTOMATION INC SEDOL 2754060 | 0.18% |
| FORTINET INC SEDOL B5B2106 | 0.18% |
| COGNIZANT TECH SOLUTIONS-A SEDOL 2257019 | 0.18% |
| SONY CORP SEDOL 6821506 | 0.18% |
| GAMING AND LEISURE PROPERTIE SEDOL BFPK4S5 | 0.17% |
| OTIS WORLDWIDE CORP SEDOL BK531S8 | 0.17% |
| TEXAS INSTRUMENTS INC SEDOL 2885409 | 0.17% |
| CASH MGMT BILL 00.0000 02/09/2021 | 0.17% |
| VERIZON COMM 04.3290 09/21/2028 | 0.17% |
| YUM BRANDS INC SEDOL 2098876 | 0.17% |
| ESTEE LAUDER COMPANIES-CL A SEDOL 2320524 | 0.16% |
| PINTEREST INC- CLASS A SEDOL BJ2Z0H2 | 0.16% |
| AFLAC INC SEDOL 2026361 | 0.16% |
| CHEVRON CORP | 0.16% |
| SYNCHRONY FINANCIAL SEDOL BP96PS6 | 0.16% |
| WASTE MANAGEMENT INC SEDOL 2937667 | 0.16% |
| DEERE & CO SEDOL 2261203 | 0.16% |
| FNMA FN30 TBA UMBS 04.0000 01/01/2051 | 0.16% |
| AMERIPRISE FINANCIAL INC SEDOL B0J7D57 | 0.16% |
| DOW INC SEDOL BHXCF84 | 0.16% |
| ABBVIE INC 03.2000 11/21/2029 | 0.15% |
| BRISTOL-MYERS SQUIBB CO SEDOL 2126335 | 0.15% |
| EQUINIX INC SEDOL BVLZX12 | 0.15% |
| AIA GROUP LTD SEDOL B4TX8S1 | 0.15% |
| GODADDY INC - CLASS A SEDOL BWFRFC6 | 0.15% |
| AXA SA SEDOL 7088429 | 0.15% |
| BJ'S WHOLESALE CLUB HOLDINGS SEDOL BFZNZF8 | 0.15% |
| ROCHE HOLDING AG-GENUSSCHEIN SEDOL 7110388 | 0.15% |
| PNC FINANCIAL SERVICES GROUP SEDOL 2692665 | 0.14% |
| HOLOGIC INC SEDOL 2433530 | 0.14% |
| T-MOBILE US INC SEDOL B94Q9V0 | 0.14% |
| BOSTON PROPERTIES INC SEDOL 2019479 | 0.14% |
| ALBEMARLE CORP SEDOL 2046853 | 0.14% |
| PULTEGROUP INC SEDOL 2708841 | 0.14% |
| CONOCOPHILLIPS | 0.14% |
| UNITED RENTALS INC SEDOL 2134781 | 0.13% |
| CITIGROUP INC 03.6680 07/24/2028 | 0.13% |
| FORD MOTOR CO SEDOL 2615468 | 0.13% |
| JPMORGAN CHASE & CO 03.9640 11/15/2048 | 0.13% |
| AT&T INC SEDOL 2831811 | 0.13% |
| S&P GLOBAL INC SEDOL BYV2325 | 0.13% |
| ADVANCED MICRO DEVICES SEDOL 2007849 | 0.13% |
| JPMORGAN CHASE & CO 03.6250 12/01/2027 | 0.13% |
| MORGAN STANLEY 03.6250 01/20/2027 | 0.13% |
| VALERO ENERGY CORP SEDOL 2041364 | 0.13% |
| ASTRAZENECA PLC-SPONS ADR SEDOL 2989044 | 0.13% |
| BIGCOMMERCE HOLDINGS-SER 1 SEDOL BMDCDP2 | 0.13% |
| LULULEMON ATHLETICA INC SEDOL B23FN39 | 0.13% |
| CDX CDX.NA.IG.35 100.0 12/20/2025 | 0.12% |
| DEXCOM INC SEDOL B0796X4 | 0.12% |
| AVALARA INC SEDOL BZ1NVP4 | 0.12% |
| AT&T INC P/P 144A 03.5500 09/15/2055 | 0.12% |
| LEIDOS HOLDINGS INC SEDOL BDV82B8 | 0.12% |
| SCHLUMBERGER LTD SEDOL 2779201 | 0.12% |
| STACR 2016-DNA2 M3 04.8001 10/25/2028 | 0.12% |
| EATON CORP PLC SEDOL B8KQN82 | 0.12% |
| HERSHEY CO/THE SEDOL 2422806 | 0.12% |
| MORGAN STANLEY 03.1250 01/23/2023 | 0.12% |
| T-MOBILE US INC P/P 144A 05.2500 CV PFD | 0.12% |
| ALIBABA GROUP HOLDING LTD SEDOL BK6YZP5 | 0.12% |
| ALLY FINANCIAL INC SEDOL B72XK05 | 0.12% |
| EXXON MOBIL CORPORATION 02.2220 03/01/2021 | 0.12% |
| GOLDMAN SACHS GROUP INC 03.8500 01/26/2027 | 0.12% |
| LENNAR CORP-A SEDOL 2511920 | 0.12% |
| RAYTHEON TECHNOLOGIES CORP SEDOL BM5M5Y3 | 0.11% |
| CARDINAL HEALTH INC SEDOL 2175672 | 0.11% |
| DISCOVER FINANCIAL SERVICES SEDOL B1YLC43 | 0.11% |
| NOVARTIS AG-REG SEDOL 7103065 | 0.11% |
| BANK OF AMERICA CORP 03.2480 10/21/2027 | 0.11% |
| ORACLE CORP SEDOL 2661568 | 0.11% |
| AT&T INC 04.1000 02/15/2028 | 0.11% |
| CVS HEALTH CORP 04.7800 03/25/2038 | 0.11% |
| ANGLO AMER PLC SEDOL B1XZS82 | 0.10% |
| UBS GROUP AG P/P 144A 03.4910 05/23/2023 | 0.10% |
| NESTLE SA-REG SEDOL 7123870 | 0.10% |
| PUBLIC SERVICE ENTERPRISE GP SEDOL 2707677 | 0.10% |
| ASSURED GUARANTY LTD SEDOL B00V7H8 | 0.10% |
| SCHWAB (CHARLES) CORP SEDOL 2779397 | 0.10% |
| THERMO FISHER SCIENTIFIC INC SEDOL 2886907 | 0.10% |
| BOOKING HOLDINGS INC SEDOL BDRXDB4 | 0.10% |
| CHIPOTLE MEXICAN GRILL INC SEDOL B0X7DZ3 | 0.10% |
| EXPEDITORS INTL WASH INC SEDOL 2325507 | 0.10% |
| TJX COMPANIES INC SEDOL 2989301 | 0.10% |
| NEW YORK LIFE INS P/P 144A 01.1000 05/05/2023 | 0.10% |
| SEAGEN INC SEDOL BLPK4D2 | 0.10% |
| AMETEK INC SEDOL 2089212 | 0.10% |
| LINCOLN NATIONAL CORP SEDOL 2516378 | 0.10% |
| QUANTA SERVICES INC SEDOL 2150204 | 0.10% |
| BOOZ ALLEN HAMILTON HOLDINGS SEDOL B5367T7 | 0.10% |
| REPUBLIC OF INDONESIA REGS 04.7500 01/08/2026 | 0.10% |
| TOTAL SE SEDOL B15C557 | 0.10% |
| AVERY DENNISON CORP SEDOL 2066408 | 0.10% |
| BAXTER INTERNATIONAL INC SEDOL 2085102 | 0.10% |
| FAIR ISAAC CORP SEDOL 2330299 | 0.10% |
| GOLDMAN SACHS GROUP INC 02.6000 12/27/2020 | 0.10% |
| RADIAN GROUP INC SEDOL 2173911 | 0.10% |
| SEA LTD-ADR SEDOL BYWD7L4 | 0.10% |
| ABIOMED INC SEDOL 2003698 | 0.09% |
| CBRE GROUP INC - A SEDOL B6WVMH3 | 0.09% |
| EXXON MOBIL CORP SEDOL 2326618 | 0.09% |
| BANK OF AMERICA CORP 06.1100 01/29/2037 | 0.09% |
| DYNATRACE INC SEDOL BJV2RD9 | 0.09% |
| KERING SEDOL 5505072 | 0.09% |
| SALESFORCE.COM INC 03.7000 04/11/2028 | 0.09% |
| DUPONT DE NEMOURS INC SEDOL BK0VN47 | 0.09% |
| TAIWAN SEMICONDUCTOR-SP ADR SEDOL 2113382 | 0.09% |
| PETROBRAS GLOBAL FINANCE USD 06.2500 03/17/2024 | 0.09% |
| ARAMARK SEDOL BH3XG17 | 0.09% |
| DEUTSCHE BOERSE AG SEDOL 7021963 | 0.09% |
| AMERICAN INTERNATIONAL GROUP SEDOL 2027342 | 0.09% |
| LABORATORY CRP OF AMER HLDGS SEDOL 2586122 | 0.09% |
| MICROSOFT CORP 02.4000 08/08/2026 | 0.09% |
| NOVO NORDISK A/S-B SEDOL BHC8X90 | 0.09% |
| ALLIANZ SE-REG SEDOL 5231485 | 0.09% |
| EASTMAN CHEMICAL CO SEDOL 2298386 | 0.09% |
| EQUITABLE HOLDINGS INC SEDOL BKRMR96 | 0.09% |
| MICROSOFT CORP 03.7000 08/08/2046 | 0.09% |
| TRANSDIGM GROUP INC SEDOL B11FJK3 | 0.09% |
| UNITED MEXICAN STATES USD 05.5500 01/21/2045 | 0.09% |
| AGNC INVESTMENT CORP SEDOL BYYHJL8 | 0.08% |
| APPLE INC 04.2500 02/09/2047 | 0.08% |
| HOYA CORP SEDOL 6441506 | 0.08% |
| WESFARMERS LTD SEDOL 6948836 | 0.08% |
| FORTUNE BRANDS HOME & SECURI SEDOL B3MC7D6 | 0.08% |
| NINTENDO CO LTD SEDOL 6639550 | 0.08% |
| WASTE CONNECTIONS INC SEDOL BYVG1F6 | 0.08% |
| APOLLO GLOBAL MANAGEMENT INC SEDOL BKRLVD5 | 0.08% |
| DEUTSCHE POST AG-REG SEDOL 4617859 | 0.08% |
| IHS MARKIT LTD P/P 144A 04.7500 02/15/2025 | 0.08% |
| SUMITOMO MITSUI FINANCIAL GR SEDOL 6563024 | 0.08% |
| TORONTO-DOMINION BANK USD 01.9000 12/01/2022 | 0.08% |
| AMEREN CORPORATION SEDOL 2050832 | 0.08% |
| CASH MGMT BILL 00.0000 02/16/2021 | 0.08% |
| DBUBS 2011-LC3A D P/P 144A 05.5131 08/10/2044 | 0.08% |
| FEDEX CORP SEDOL 2142784 | 0.08% |
| FNMA FN30 BJ9256 UMBS 04.0000 06/01/2048 | 0.08% |
| INTERPUBLIC GROUP COS 04.6500 10/01/2028 | 0.08% |
| ROYAL DUTCH SHELL PLC-B SHS SEDOL B03MM40 | 0.08% |
| BF0101 03.5000 06/01/2056 | 0.08% |
| CAPITAL ONE FINANCIAL CORP SEDOL 2654461 | 0.08% |
| ENTERGY CORP SEDOL 2317087 | 0.08% |
| STATE STREET CORP SEDOL 2842040 | 0.08% |
| DANAHER CORP 05.0000 CV PFD | 0.08% |
| FNMA FN30 TBA UMBS 04.0000 12/01/2050 | 0.08% |
| RIO TINTO PLC SEDOL 0718875 | 0.08% |
| ALPHABET INC 03.6250 05/19/2021 | 0.08% |
| JAZZ PHARMACEUTICALS PLC SEDOL B4Q5ZN4 | 0.08% |
| LONDON STOCK EXCHANGE GROUP SEDOL B0SWJX3 | 0.08% |
| ORACLE CORP 04.0000 11/15/2047 | 0.08% |
| SBA COMMUNICATIONS CORP SEDOL BZ6TS23 | 0.08% |
| US BANK NA CINCINNATI 03.1500 04/26/2021 | 0.08% |
| ALLIANCE DATA SYSTEMS CORP SEDOL 2762030 | 0.08% |
| BHP GROUP LTD SEDOL 6144690 | 0.08% |
| BOEING CO/THE SEDOL 2108601 | 0.08% |
| FNMA FN30 AS7003 UMBS 03.0000 04/01/2046 | 0.08% |
| KEURIG DR PEPPER INC SEDOL BD3W133 | 0.08% |
| SPST 2020-2 A 00.9755 03/26/2021 | 0.08% |
| TELEFONICA EMISIONES SAU USD 04.8950 03/06/2048 | 0.08% |
| HERMES INTERNATIONAL SEDOL 5253973 | 0.08% |
| MICROSOFT CORP 01.5500 08/08/2021 | 0.08% |
| ENTERPRISE PRODUCTS PARTNERS SEDOL 2285388 | 0.07% |
| EQUINIX INC. 02.9000 11/18/2026 | 0.07% |
| PRINCIPAL FINANCIAL GROUP SEDOL 2803014 | 0.07% |
| DOVER CORP SEDOL 2278407 | 0.07% |
| ENTERPRISE PRODUCTS OPER 04.2500 02/15/2048 | 0.07% |
| NXP SEMICONDUCTORS NV SEDOL B505PN7 | 0.07% |
| ORACLE CORP 02.5000 10/15/2022 | 0.07% |
| DEUTSCHE TELEKOM AG-REG SEDOL 5842359 | 0.07% |
| DNB NOR ASA SEDOL 4263304 | 0.07% |
| FERGUSON PLC SEDOL BJVNSS4 | 0.07% |
| UNITEDHEALTH GROUP INC 03.8500 06/15/2028 | 0.07% |
| CDX CDX.NA.HY.35 500.0 12/20/2025 | 0.07% |
| ITOCHU CORP SEDOL 6467803 | 0.07% |
| WFRBS 2011-C2 D P/P 144A 05.6312 02/15/2044 | 0.07% |
| BRISTOL-MYERS 02.9000 07/26/2024 | 0.07% |
| DRAFTKINGS INC - CL A SEDOL BMYML02 | 0.07% |
| FAIRFAX FINL HLDGS USD 04.8500 04/17/2028 | 0.07% |
| KONINKLIJKE AHOLD DELHAIZE N SEDOL BD0Q398 | 0.07% |
| NOVARTIS CAPITAL CORP 04.0000 11/20/2045 | 0.07% |
| COCA-COLA HBC AG-DI SEDOL B9895B7 | 0.07% |
| ECOLAB INC 02.7000 11/01/2026 | 0.07% |
| JPMORGAN CHASE & CO 03.3750 05/01/2023 | 0.07% |
| NESTLE HOLDINGS INC P/P 144A 00.3750 01/15/2024 | 0.07% |
| GARMIN LTD SEDOL B3Z5T14 | 0.07% |
| POLARIS INC SEDOL 2692933 | 0.07% |
| SANDVIK AB SEDOL B1VQ252 | 0.07% |
| BRISTOL-MYERS 03.2500 02/20/2023 | 0.07% |
| COMPASS GROUP PLC SEDOL BD6K457 | 0.07% |
| L OREAL SEDOL 4057808 | 0.07% |
| MITSUBISHI UFJ FIN GRP USD 03.5350 07/26/2021 | 0.07% |
| AIR LEASE CORP 03.2500 10/01/2029 | 0.06% |
| AMAZON.COM INC 03.1500 08/22/2027 | 0.06% |
| ANZ NEW ZEALAND INT P/P 144A 02.8750 01/25/2022 | 0.06% |
| REPUBLIC SERVICES INC SEDOL 2262530 | 0.06% |
| CIT GROUP INC. 05.2500 03/07/2025 | 0.06% |
| FNMA FN30 BC2733 UMBS 03.0000 05/01/2046 | 0.06% |
| INDUSTRIA DE DISENO TEXTIL SEDOL BP9DL90 | 0.06% |
| BROADCOM CRP / CAYM 03.5000 01/15/2028 | 0.06% |
| CAS 2016-C04 1M2 04.4001 01/25/2029 | 0.06% |
| COMPAGNIE DE SAINT-GOBAIN SEDOL 7380482 | 0.06% |
| DELTA AIR LINES INC SEDOL B1W9D46 | 0.06% |
| FNMA FN30 AS8056 UMBS 03.0000 10/01/2046 | 0.06% |
| GOLDMAN SACHS GROUP INC 04.2230 05/01/2029 | 0.06% |
| THALES SA SEDOL 4162791 | 0.06% |
| UNILEVER PLC SEDOL BLRB262 | 0.06% |
| DNB BANK ASA P/P 144A 02.1500 12/02/2022 | 0.06% |
| PRUDENTIAL PLC SEDOL 0709954 | 0.06% |
| SCHNEIDER ELECTRIC SE SEDOL 4834108 | 0.06% |
| CHARTER COMM OPT LLC 06.4840 10/23/2045 | 0.06% |
| DANSKE BANK A/S P/P 144A 02.7000 03/02/2022 | 0.06% |
| DIAGEO PLC SEDOL 0237400 | 0.06% |
| BRUNSWICK CORP SEDOL 2149309 | 0.06% |
| MWST 2019-1 A 00.9501 06/25/2052 | 0.06% |
| PINNACLE WEST CAPITAL SEDOL 2048804 | 0.06% |
| REPUBLIC OF INDONESIA REGS 05.1250 01/15/2045 | 0.06% |
| SUMITOMO TR&BK P/P 144A 00.8000 09/12/2023 | 0.06% |
| DAIKIN INDUSTRIES LTD SEDOL 6250724 | 0.06% |
| GENERAL MOTORS FINL CO 04.0000 10/06/2026 | 0.06% |
| INVITATION HOMES INC SEDOL BD81GW9 | 0.06% |
| JPMORGAN CHASE & CO 04.6000 02/01/2025 | 0.06% |
| PETROLEOS MEXICANOS USD 06.8400 01/23/2030 | 0.06% |
| ROCHE HOLDINGS INC P/P 144A 04.0000 11/28/2044 | 0.06% |
| AMDOCS LTD SEDOL 2256908 | 0.06% |
| SIRIUS XM RADIO INC P/P 144A 05.0000 08/01/2027 | 0.06% |
| APTIV PLC SEDOL B783TY6 | 0.06% |
| AVALONBAY COMMUNITIES INC SEDOL 2131179 | 0.06% |
| DIGITAL REALTY TRUST LP 04.7500 10/01/2025 | 0.06% |
| NEXI SPA SEDOL BJ1F880 | 0.06% |
| T-MOBILE USA INC P/P 144A 03.7500 04/15/2027 | 0.06% |
| BERRY GLOBAL GROUP INC SEDOL B8BR3H3 | 0.06% |
| DUKE REALTY CORP SEDOL 2284084 | 0.06% |
| PEUGEOT SA SEDOL 7103526 | 0.06% |
| BERKSHIRE HATHAWAY FIN 04.2500 01/15/2021 | 0.05% |
| CROWN HOLDINGS INC | 0.05% |
| FNMA FN30 BM1172 UMBS 03.0000 03/01/2047 | 0.05% |
| KDDI CORP SEDOL 6248990 | 0.05% |
| PARTNERS GROUP HOLDING AG SEDOL B119QG0 | 0.05% |
| SAMSUNG ELECTRONICS-PREF SEDOL 6773812 | 0.05% |
| UBS GROUP AG-REG SEDOL BRJL176 | 0.05% |
| VISTRA CORP SEDOL BZ8VJQ8 | 0.05% |
| BNP PARIBAS SEDOL 7309681 | 0.05% |
| BP PLC SEDOL 0798059 | 0.05% |
| CAS 2016-C02 1M2 06.1501 09/25/2028 | 0.05% |
| COMCAST CORP 03.9690 11/01/2047 | 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% |
| FNMA FN40 BF0171 UMBS 04.0000 01/01/2057 | 0.05% |
| IVORY COAST REGS 06.1250 06/15/2033 | 0.05% |
| KINDER MORGAN INC 03.1500 01/15/2023 | 0.05% |
| MINEBEA CO LTD SEDOL 6642406 | 0.05% |
| SECOM CO LTD SEDOL 6791591 | 0.05% |
| TELEDYNE TECHNOLOGIES INC SEDOL 2503477 | 0.05% |
| CAS 2016-C01 1M2 06.9001 08/25/2028 | 0.05% |
| CREDIT SUISSE GRP AG P/P 144A 02.1930 06/05/2026 | 0.05% |
| MODERNA INC SEDOL BGSXTS3 | 0.05% |
| AT&T INC 04.7500 05/15/2046 | 0.05% |
| BANCO BILBAO VIZCAYA ARGENTA SEDOL 5501906 | 0.05% |
| ORSTED A/S SEDOL BYT16L4 | 0.05% |
| UNUM GROUP SEDOL 2433842 | 0.05% |
| ABB LTD-REG SEDOL 7108899 | 0.05% |
| AMERICAN ELECTRIC POWER 04.3000 12/01/2028 | 0.05% |
| CAIXABANK SA SEDOL B283W97 | 0.05% |
| CARLSBERG AS-B SEDOL 4169219 | 0.05% |
| CONSTELLATION BRANDS INC-A SEDOL 2170473 | 0.05% |
| EDP-ENERGIAS DE PORTUGAL SA SEDOL 4103596 | 0.05% |
| ESSITY AKTIEBOLAG-B SEDOL BF1K7P7 | 0.05% |
| KONINKLIJKE DSM NV SEDOL B0HZL93 | 0.05% |
| ORACLE CORP 02.5000 05/15/2022 | 0.05% |
| ORACLE CORP 02.6500 07/15/2026 | 0.05% |
| SHELL INTERNATIONAL FIN USD 02.8750 05/10/2026 | 0.05% |
| ADIDAS AG SEDOL 4031976 | 0.05% |
| COVESTRO AG SEDOL BYTBWY9 | 0.05% |
| FISERV INC 04.2000 10/01/2028 | 0.05% |
| LAMB WESTON HOLDINGS P/P 144A 04.8750 11/01/2026 | 0.05% |
| MORGAN STANLEY 04.3750 01/22/2047 | 0.05% |
| T-MOBILE USA INC P/P 144A 02.2500 11/15/2031 | 0.05% |
| WFRBS 2013-C18 AS 04.3870 12/15/2046 | 0.05% |
| AVIVA PLC SEDOL 0216238 | 0.05% |
| AXALTA COATING SYSTEMS LTD SEDOL BSFWCF5 | 0.05% |
| ENEL SPA SEDOL 7144569 | 0.05% |
| KEYCORP SEDOL 2490911 | 0.05% |
| MOODY S CORP | 0.05% |
| NORTHROP GRUMMAN CORP 03.2500 01/15/2028 | 0.05% |
| PNC BANK NA 02.0280 12/09/2022 | 0.05% |
| STANDARD IND INC P/P 144A 05.0000 02/15/2027 | 0.05% |
| UBS AG LONDON P/P 144A 01.7500 04/21/2022 | 0.05% |
| CASEYS GENERAL | 0.05% |
| HITACHI LTD SEDOL 6429104 | 0.05% |
| LNSTR 2015-3 B P/P 144A 03.3352 04/20/2048 | 0.05% |
| MERCK KGAA SEDOL 4741844 | 0.05% |
| RAYTHEON TECH CORP P/P 144A 02.5000 12/15/2022 | 0.05% |
| ROPER TECHNOLOGIES INC SEDOL 2749602 | 0.05% |
| SKANDINAVISKA ENSKILDA BAN-A SEDOL 4813345 | 0.05% |
| TEMPUR SEALY INTERNATIONAL I SEDOL 2216991 | 0.05% |
| WOLTERS KLUWER SEDOL 5671519 | 0.05% |
| APTARGROUP INC SEDOL 2045247 | 0.05% |
| ASHTEAD CAPITAL INC P/P 144A 04.3750 08/15/2027 | 0.05% |
| BAKER HUGHES CO SEDOL BDHLTQ5 | 0.05% |
| ENERGY TRANSFER OPERATNG 06.6250 02/15/2028 | 0.05% |
| WFRBS 2013-C12 AS 03.5600 03/15/2048 | 0.05% |
| ACCENTURE PLC-CL A SEDOL B4BNMY3 | 0.04% |
| BROADCOM INC 04.1500 11/15/2030 | 0.04% |
| CSAIL 2015-C1 AS 03.7910 04/15/2050 | 0.04% |
| CSAIL 2015-C1 C 04.4104 04/15/2050 | 0.04% |
| FHLMC FR30 ZS4703 UMBS 03.0000 02/01/2047 | 0.04% |
| FNMA FN30 AS7154 UMBS 03.0000 05/01/2046 | 0.04% |
| JAPAN EXCHANGE GROUP INC SEDOL 6743882 | 0.04% |
| OMNICOM GP/OMNICOM CAP 03.6000 04/15/2026 | 0.04% |
| PPG INDUSTRIES INC SEDOL 2698470 | 0.04% |
| ALLISON TRANSMISSION HOLDING SEDOL B4PZ892 | 0.04% |
| BANK OF AMERICA CORP 03.4990 05/17/2022 | 0.04% |
| BRENNTAG AG SEDOL B4YVF56 | 0.04% |
| FLUTTER ENTERTAINMENT PLC SEDOL BWXC0Z1 | 0.04% |
| GLOBAL PAYMENTS INC 04.0000 06/01/2023 | 0.04% |
| LAMAR ADVERTISING CO-A SEDOL BSPHGN6 | 0.04% |
| RAYTHEON TECH CORP 04.1250 11/16/2028 | 0.04% |
| REPUBLIC OF KAZAKHSTAN REGS 04.8750 10/14/2044 | 0.04% |
| SLM CORP | 0.04% |
| WILLIS TOWERS WATSON PLC USD 05.7500 03/15/2021 | 0.04% |
| 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% |
| BANK OF MONTREAL USD 03.1000 04/13/2021 | 0.04% |
| CCO HOLDINGS LLC P/P 144A 05.3750 06/01/2029 | 0.04% |
| GOLDMAN SACHS GROUP INC 05.7500 01/24/2022 | 0.04% |
| NIHON M&A CENTER INC SEDOL B1DN466 | 0.04% |
| REPUBLIC OF PERU USD 02.3920 01/23/2026 | 0.04% |
| REPUBLIC OF SENEGAL REGS 06.2500 05/23/2033 | 0.04% |
| AKZO NOBEL N.V. SEDOL BJ2KSG2 | 0.04% |
| BMW US CAPITAL LLC P/P 144A 02.0000 04/11/2021 | 0.04% |
| CAS 2015-C04 1M2 05.8501 04/25/2028 | 0.04% |
| CF INDUSTRIES INC P/P 144A 04.5000 12/01/2026 | 0.04% |
| LIBERTY GLOBAL PLC- C SEDOL B8W67B1 | 0.04% |
| REP OF INDONESIA P/P 144A 04.3500 01/08/2027 | 0.04% |
| TORONTO-DOMINION BANK USD 03.6250 09/15/2031 | 0.04% |
| VIACOMCBS INC 04.2000 06/01/2029 | 0.04% |
| 10X GENOMICS INC-CLASS A SEDOL BKS3RS7 | 0.04% |
| AES CORP/THE P/P 144A 02.4500 01/15/2031 | 0.04% |
| BRISTOL-MYERS 03.2500 08/15/2022 | 0.04% |
| HILTON WORLDWIDE FIN LLC 04.8750 04/01/2027 | 0.04% |
| NRG ENERGY INC P/P 144A 04.4500 06/15/2029 | 0.04% |
| SAREPTA THERAPEUTICS INC SEDOL B8DPDT7 | 0.04% |
| SHIN-ETSU CHEMICAL CO LTD SEDOL 6804585 | 0.04% |
| CAS 2015-C04 2M2 05.7001 04/25/2028 | 0.04% |
| CSMC 2016-NXSR C 04.5027 12/15/2049 | 0.04% |
| CWALT 2006-OA10 4A1 00.3401 08/25/2046 | 0.04% |
| DUKE ENERGY CORP 03.1500 08/15/2027 | 0.04% |
| DUKE ENERGY CORP 04.2000 06/15/2049 | 0.04% |
| FIDELITY NATL INFO SERV 03.7500 05/21/2029 | 0.04% |
| FNMA FN30 TBA UMBS 04.5000 12/01/2050 | 0.04% |
| IMPERIAL BRANDS PLC SEDOL 0454492 | 0.04% |
| LIVE NATION ENTERTAINMENT IN SEDOL B0T7YX2 | 0.04% |
| MERCK & CO INC 03.7000 02/10/2045 | 0.04% |
| MET LIFE GLOB P/P 144A 02.4000 06/17/2022 | 0.04% |
| RENESAS ELECTRONICS CORP SEDOL 6635677 | 0.04% |
| SINGAPORE EXCHANGE LTD SEDOL 6303866 | 0.04% |
| TOKYO ELECTRON LTD SEDOL 6895675 | 0.04% |
| AMERICAN TOWER CORP 03.1250 01/15/2027 | 0.04% |
| AMERICAN TOWER CORPORATION 02.7500 01/15/2027 | 0.04% |
| CIGNA CORP 03.7500 07/15/2023 | 0.04% |
| DBS GROUP HOLDINGS LTD SEDOL 6175203 | 0.04% |
| DOLLAR GENERAL CORP SEDOL B5B1S13 | 0.04% |
| DOMINICAN REPUBLIC REGS 05.9500 01/25/2027 | 0.04% |
| GENTEX CORP SEDOL 2366799 | 0.04% |
| GNMA GII30 TBA 04.0000 12/01/2050 | 0.04% |
| GOODMAN GROUP SEDOL B03FYZ4 | 0.04% |
| HANA FINANCIAL GROUP SEDOL B0RNRF5 | 0.04% |
| INTERCONTINENTALEXCHANGE 02.6500 09/15/2040 | 0.04% |
| KINGFISHER PLC SEDOL 3319521 | 0.04% |
| MICROCHIP TECH INC 04.3330 06/01/2023 | 0.04% |
| NABTESCO CORP SEDOL 6687571 | 0.04% |
| UBS GROUP AG P/P 144A 03.0000 04/15/2021 | 0.04% |
| BIOGEN INC 03.6250 09/15/2022 | 0.04% |
| COMCAST CORPORATION 03.3750 02/15/2025 | 0.04% |
| COMPUGROUP MEDICAL SE & CO K SEDOL BMY7CH1 | 0.04% |
| CREDIT AGRICOLE SA SEDOL 7262610 | 0.04% |
| GSMS 2011-GC3 C P/P 144A 05.7066 03/10/2044 | 0.04% |
| ORIX CORP SEDOL 6661144 | 0.04% |
| RELIANCE STEEL & ALUMINUM SEDOL 2729068 | 0.04% |
| VERIZON COMMUNICATIONS 04.4000 11/01/2034 | 0.04% |
| WOOLWORTHS GROUP LTD SEDOL 6981239 | 0.04% |
| BROADRIDGE FINANCIAL SOLUTIO SEDOL B1VP7R6 | 0.04% |
| CREDIT SUISSE NEW YORK 02.8000 04/08/2022 | 0.04% |
| DISCOVERY INC - A SEDOL B3D7K31 | 0.04% |
| DUKE ENERGY OHIO INC 03.6500 02/01/2029 | 0.04% |
| FNMA FN30 AS8074 UMBS 03.0000 10/01/2046 | 0.04% |
| MSBAM 2014-C17 C 04.6367 08/15/2047 | 0.04% |
| SPRINT CORP 07.8750 09/15/2023 | 0.04% |
| SYSCO CORP SEDOL 2868165 | 0.04% |
| VERIZON COMMUNICATIONS 05.2500 03/16/2037 | 0.04% |
| BP CAPITAL MARKETS PLC USD 03.2790 09/19/2027 | 0.04% |
| CHENIERE CORP CHRIST 05.1250 06/30/2027 | 0.04% |
| CINTAS CORP SEDOL 2197137 | 0.04% |
| COMM 2010-C1 D P/P 144A 05.9851 07/10/2046 | 0.04% |
| COMM 2013-LC6 AM 03.2820 01/10/2046 | 0.04% |
| FORTESCUE METALS GROUP LTD SEDOL B2B2B49 | 0.04% |
| SHIONOGI & CO LTD SEDOL 6804682 | 0.04% |
| SPST 2020-6 A 01.9001 09/07/2021 | 0.04% |
| STACR 2016-DNA1 M3 05.6993 07/25/2028 | 0.04% |
| VONOVIA SE SEDOL BBJPFY1 | 0.04% |
| WESTROCK MWV LLC 08.2000 01/15/2030 | 0.04% |
| AMERICAN EXPRESS COMPANY 02.6500 12/02/2022 | 0.04% |
| ARES CAPITAL CORP 03.8750 01/15/2026 | 0.04% |
| BANK LEUMI LE-ISRAEL SEDOL 6076425 | 0.04% |
| BANK OF NOVA SCOTIA USD 02.0000 11/15/2022 | 0.04% |
| BHP GROUP PLC SEDOL BH0P3Z9 | 0.04% |
| EIFFAGE SEDOL B13X013 | 0.04% |
| EOG RESOURCES INC 02.6250 03/15/2023 | 0.04% |
| FERRARI NV SEDOL BD6G507 | 0.04% |
| NETWORK INTERNATIONAL HOLDIN SEDOL BH3VJ78 | 0.04% |
| TPAT 2018-SL1 A P/P 144A 00.7493 01/25/2046 | 0.04% |
| VOLKSWAGEN AG PFD SEDOL 5497168 | 0.04% |
| BERKSHIRE HATHAWAY FIN 02.8500 10/15/2050 | 0.03% |
| BPCE SA P/P 144A 04.5000 03/15/2025 | 0.03% |
| CACI INTERNATIONAL INC -CL A SEDOL 2159267 | 0.03% |
| CELANESE CORP SEDOL B05MZT4 | 0.03% |
| CITIGROUP INC 04.5000 01/14/2022 | 0.03% |
| ENBRIDGE INC USD 04.5000 06/10/2044 | 0.03% |
| GSMS 2011-GC3 D P/P 144A 05.7066 03/10/2044 | 0.03% |
| JM SMUCKER CO/THE SEDOL 2951452 | 0.03% |
| L3HARRIS TECH INC 03.8500 12/15/2026 | 0.03% |
| LEGRAND SA SEDOL B11ZRK9 | 0.03% |
| ONCOR ELECTRIC DELIV 03.7500 04/01/2045 | 0.03% |
| SPST 2020-WL1 A 01.3001 06/25/2051 | 0.03% |
| TRK 2019-1 A1 04.3356 03/25/2022 | 0.03% |
| WH GROUP LTD SEDOL BLLHKZ1 | 0.03% |
| ASAHI GROUP HOLDINGS LTD SEDOL 6054409 | 0.03% |
| CAS 2020-R01 1M2 02.2001 01/25/2040 | 0.03% |
| CK ASSET HOLDINGS LTD SEDOL BYZQ077 | 0.03% |
| CONCHO RESOURCES INC 03.7500 10/01/2027 | 0.03% |
| DIALOG SEMICONDUCTOR PLC SEDOL 5982200 | 0.03% |
| DIASORIN SPA SEDOL B234WN9 | 0.03% |
| ELECTRONIC ARTS INC SEDOL 2310194 | 0.03% |
| GSMS 2014-GC22 C 04.8483 06/10/2047 | 0.03% |
| MRAIT 2020-11 A1X 01.9000 04/23/2021 | 0.03% |
| NEXON CO LTD SEDOL B63QM77 | 0.03% |
| PALTAC CORPORATION SEDOL B61BG94 | 0.03% |
| REPUBLIC OF CHILE USD 02.4500 01/31/2031 | 0.03% |
| RMLT 2020-2 A2 02.5080 05/25/2060 | 0.03% |
| SPST 2020-13 A 01.6501 10/10/2021 | 0.03% |
| SPST 2020-15 A 01.5201 12/10/2021 | 0.03% |
| TAIWAN SEMICONDUCTOR MANUFAC SEDOL 6889106 | 0.03% |
| UBI SOFT ENTERTA SEDOL B1L3CS6 | 0.03% |
| 3I GROUP PLC SEDOL B1YW440 | 0.03% |
| AMGEN INC 02.6000 08/19/2026 | 0.03% |
| ARROW ELECTRONICS INC SEDOL 2051404 | 0.03% |
| ASML HOLDING NV SEDOL B929F46 | 0.03% |
| ATLAS COPCO AB-A SHS SEDOL BD97BN2 | 0.03% |
| CHARTER COMM OPT LLC/CAP 04.8000 03/01/2050 | 0.03% |
| CI FINANCIAL CORP SEDOL B3KT0S5 | 0.03% |
| COUSINS PROPERTIES INC SEDOL BJP0MF6 | 0.03% |
| CSAIL 2020-C19 XA IO 01.2419 03/15/2053 | 0.03% |
| FIAT CHRYSLER AUTOMOBILES NV SEDOL BRJFWP3 | 0.03% |
| IBM CORP 01.8750 08/01/2022 | 0.03% |
| KION GROUP AG SEDOL BB22L96 | 0.03% |
| NIPPON PROLOGIS REIT INC SEDOL B98BC67 | 0.03% |
| NIPPON TELEGRAPH & TELEPHONE SEDOL 6641373 | 0.03% |
| ORACLE CORP 01.9000 09/15/2021 | 0.03% |
| REPUBLIC OF PARAGUAY REGS 04.7000 03/27/2027 | 0.03% |
| SOFTWARE AG SEDOL BF06WX9 | 0.03% |
| ZALANDO SE SEDOL BQV0SV7 | 0.03% |
| ZOETIS INC 03.9000 08/20/2028 | 0.03% |
| AIR LEASE CORP 04.6250 10/01/2028 | 0.03% |
| ASHLAND GLOBAL HOLDINGS INC SEDOL BYND5N1 | 0.03% |
| BRISTOL-MYERS 02.2500 08/15/2021 | 0.03% |
| CAS 2016-C05 2M2 04.6001 01/25/2029 | 0.03% |
| CIGNA CORP 03.9000 02/15/2022 | 0.03% |
| CISCO SYSTEMS INC 02.2000 02/28/2021 | 0.03% |
| COMM 2014-CR19 AM 04.0800 08/10/2047 | 0.03% |
| E.ON SE SEDOL 4942904 | 0.03% |
| HYATT HOTELS CORP 04.8500 03/15/2026 | 0.03% |
| JPMCC 2012-C6 AS 04.1166 05/15/2045 | 0.03% |
| LOGITECH INTERNATIONAL-REG SEDOL B18ZRK2 | 0.03% |
| NUTRIEN LTD USD 04.1250 03/15/2035 | 0.03% |
| STACR 2016-HQA3 M3 04.0001 03/25/2029 | 0.03% |
| ZOETIS INC SEDOL B95WG16 | 0.03% |
| ADECCO GROUP AG-REG SEDOL 7110720 | 0.03% |
| CENOVUS ENERGY INC SEDOL B57FG04 | 0.03% |
| CHS/COMMUNITY HEALTH SYS 06.2500 03/31/2023 | 0.03% |
| CITIGROUP INC 03.8870 01/10/2028 | 0.03% |
| DIGITAL REALTY TRUST LP 04.4500 07/15/2028 | 0.03% |
| HOME DEPOT INC 02.6250 06/01/2022 | 0.03% |
| LVMH MOET HENNESSY LOUIS VUI SEDOL 4061412 | 0.03% |
| MATCH GRP HLD II LLC P/P 144A 04.6250 06/01/2028 | 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% |
| NOMURA RESEARCH INSTITUTE LT SEDOL 6390921 | 0.03% |
| NORDEA BANK ABP P/P 144A 02.2500 05/27/2021 | 0.03% |
| REGIONS FINANCIAL CORP 02.7500 08/14/2022 | 0.03% |
| SBI HOLDINGS INC SEDOL 6309466 | 0.03% |
| SHRP 2020-1 NOTE 03.1091 07/25/2024 | 0.03% |
| SIG COMBIBLOC GROUP AG SEDOL BD5GN60 | 0.03% |
| STACR 2015-DNA3 M3 04.8501 04/25/2028 | 0.03% |
| VIDEOTRON LTD / LTEE P/P 144A 05.1250 04/15/2027 | 0.03% |
| CME GROUP INC SEDOL 2965839 | 0.03% |
| CROWN CASTLE INTL CORP 03.6500 09/01/2027 | 0.03% |
| ENBRIDGE INC USD 04.2500 12/01/2026 | 0.03% |
| FIDELITY NATIONAL FINANCIAL SEDOL BNBRDD4 | 0.03% |
| GNMA GN30 BA5049 04.5000 05/15/2047 | 0.03% |
| GOOGLE INC 03.3750 02/25/2024 | 0.03% |
| HUNTINGTON BANCSHARES 04.3500 02/04/2023 | 0.03% |
| MRAIT 2020-2 A2 | 0.03% |
| NORTONLIFELOCK INC SEDOL BJN4XN5 | 0.03% |
| PETROBRAS GLOBAL FINANCE USD 07.3750 01/17/2027 | 0.03% |
| RELIANC-GDR 144A 144A SEDOL B16CYP9 | 0.03% |
| REPUBLICA ORIENT URUGUAY USD 05.1000 06/18/2050 | 0.03% |
| VOLVO AB-B SHS SEDOL B1QH830 | 0.03% |
| WESTPAC BANKING CORP USD 02.9630 11/16/2040 | 0.03% |
| AES CORP/THE 05.5000 04/15/2025 | 0.03% |
| ANHEUSER-BUSCH INBEV WOR 04.7500 01/23/2029 | 0.03% |
| ANHEUSER-BUSCH INBEV WOR 05.5500 01/23/2049 | 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% |
| BRITISH AMERICAN TOBACCO PLC SEDOL 0287580 | 0.03% |
| COX COMM INC P/P 144A 02.9500 10/01/2050 | 0.03% |
| CROWN CASTLE INTL CORP 03.7000 06/15/2026 | 0.03% |
| DISH DBS CORP 05.8750 11/15/2024 | 0.03% |
| DOMINICAN REPUBLIC REGS 06.8750 01/29/2026 | 0.03% |
| FORD MOTOR CREDIT CO LLC 05.1250 06/16/2025 | 0.03% |
| GLAXOSMITHKLINE PLC SEDOL 0925288 | 0.03% |
| INTL BUSINESS MACHINES CORP SEDOL 2005973 | 0.03% |
| JPMCC 2013-LC11 AS 03.2160 04/15/2046 | 0.03% |
| KEURIG DR PEPPER INC 04.5970 05/25/2028 | 0.03% |
| LPL FINANCIAL HOLDINGS INC SEDOL B75JX34 | 0.03% |
| M3 INC SEDOL B02K2M3 | 0.03% |
| MGIC INVESTMENT CORP SEDOL 2548616 | 0.03% |
| PFIZER INC 03.0000 12/15/2026 | 0.03% |
| REPUBLIC OF INDONESIA USD 03.8500 10/15/2030 | 0.03% |
| SARTORIUS STEDIM BIOTECH SEDOL BYZ2QP5 | 0.03% |
| VIATRIS INC P/P 144A 02.3000 06/22/2027 | 0.03% |
| ABCAM PLC SEDOL B677469 | 0.03% |
| AHM 2007-1 GA1C 00.3401 05/25/2047 | 0.03% |
| AMGEN INC 04.6630 06/15/2051 | 0.03% |
| BRAMBLES LTD SEDOL B1FJ0C0 | 0.03% |
| CHINA MOBILE LTD SEDOL 6073556 | 0.03% |
| CISCO SYSTEMS INC 02.5000 09/20/2026 | 0.03% |
| GOODRX HOLDINGS INC-CLASS A SEDOL BMTVQT8 | 0.03% |
| JPMBB 2013-C12 C 04.2360 07/15/2045 | 0.03% |
| KBC GROUP NV SEDOL 4497749 | 0.03% |
| LEGAL & GENERAL GROUP PLC SEDOL 0560399 | 0.03% |
| LINDE PLC SEDOL BYWD9S5 | 0.03% |
| NRG P/P 144A 03.7500 06/15/2024 | 0.03% |
| PANDORA A/S SEDOL B44XTX8 | 0.03% |
| PORSCHE AUTOMOBIL HLDG-PRF SEDOL 7101069 | 0.03% |
| REINSURANCE GROUP OF AMERICA SEDOL 2731193 | 0.03% |
| ROYAL BANK OF CANADA USD 04.6500 01/27/2026 | 0.03% |
| SEI INVESTMENTS COMPANY SEDOL 2793610 | 0.03% |
| STACR 2016-HQA2 M3 05.3001 11/25/2028 | 0.03% |
| ABBVIE INC P/P 03.8000 03/15/2025 | 0.03% |
| ALKERMES PLC SEDOL B3P6D26 | 0.03% |
| ALPHABET INC 01.9980 08/15/2026 | 0.03% |
| COMCAST CORP 03.4500 02/01/2050 | 0.03% |
| COSTCO WHOLESALE CORP SEDOL 2701271 | 0.03% |
| DOW CHEMICAL CO/THE 03.5000 10/01/2024 | 0.03% |
| ERAC USA FINANCE LLC P/P 144A 07.0000 10/15/2037 | 0.03% |
| FUJITSU LTD SEDOL 6356945 | 0.03% |
| GSMS 2016-GS3 A4 02.8500 10/10/2049 | 0.03% |
| INTL FLAVOR & FRAGRANCES 04.4500 09/26/2028 | 0.03% |
| ITOCHU TECHNO-SOLUTIONS CORP SEDOL 6200194 | 0.03% |
| JPMORGAN CHASE & CO 01.2210 05/15/2047 | 0.03% |
| SANTANDER UK GROUP H P/P 144A 04.7500 09/15/2025 | 0.03% |
| SERVICENOW INC 01.4000 09/01/2030 | 0.03% |
| SOCIETE GENERALE P/P 144A 05.3750 11/18/2050 | 0.03% |
| SYMRISE AG SEDOL B1JB4K8 | 0.03% |
| TEMPO ACQ LLC/FI P/P 144A 06.7500 06/01/2025 | 0.03% |
| TPMT 2015-1 A2 P/P 144A 03.2500 10/25/2053 | 0.03% |
| UNITEDHEALTH GROUP INC 03.3750 11/15/2021 | 0.03% |
| AES CORP SEDOL 2002479 | 0.02% |
| AGL ENERGY LTD SEDOL BSS7GP5 | 0.02% |
| ALPHABET INC 02.2500 08/15/2060 | 0.02% |
| ANALOG DEVICES INC 03.9000 12/15/2025 | 0.02% |
| APPLE INC 04.3750 05/13/2045 | 0.02% |
| ASTRAZENECA PLC SEDOL 0989529 | 0.02% |
| BANCO SANTANDER SA USD 04.3790 04/12/2028 | 0.02% |
| CAS 2017-C01 1M2 03.7001 07/25/2029 | 0.02% |
| CGCMT 2014-GC21 AS 04.0260 05/10/2047 | 0.02% |
| CHEMOURS CO/THE SEDOL BZ0CTP8 | 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% |
| DEUTSCHE TELEKOM INT FIN USD 08.7500 06/15/2030 | 0.02% |
| ENI SPA SEDOL 7145056 | 0.02% |
| EOG RESOURCES INC SEDOL 2318024 | 0.02% |
| EQUITY LIFESTYLE PROPERTIES SEDOL 2563125 | 0.02% |
| FAURECIA SEDOL 4400446 | 0.02% |
| GEORGIA-PACIFIC LLC P/P 144A 02.1000 04/30/2027 | 0.02% |
| GMO INTERNET INC SEDOL 6170167 | 0.02% |
| JOHNSON CONTROLS INTL PL 04.9500 07/02/2064 | 0.02% |
| LASERTEC CORP SEDOL 6506267 | 0.02% |
| MSC 2011-C3 B P/P 144A 05.4191 07/15/2049 | 0.02% |
| NITTO DENKO CORP SEDOL 6641801 | 0.02% |
| SNAM SPA SEDOL 7251470 | 0.02% |
| SPRINT CAPITAL CORPORATION 06.8750 11/15/2028 | 0.02% |
| TRANSCANADA TRUST USD 05.3000 03/15/2077 | 0.02% |
| UNITEDHEALTH GROUP INC 03.9500 10/15/2042 | 0.02% |
| VERTIV TLB L+300 03.1534 03/02/2027 | 0.02% |
| WASTE CONNECTIONS INC 03.5000 05/01/2029 | 0.02% |
| WFCM 2017-C39 A5 03.4180 09/15/2050 | 0.02% |
| AENA SME SA SEDOL BVRZ8L1 | 0.02% |
| CWALT 2006-OA7 1A2 01.6834 06/25/2046 | 0.02% |
| DAIWA HOUSE INDUSTRY CO LTD SEDOL 6251363 | 0.02% |
| DIRECT LINE INSURANCE GROUP SEDOL BY9D0Y1 | 0.02% |
| ERAC USA FINANCE LLC P/P 144A 05.6250 03/15/2042 | 0.02% |
| JOHNSON CONTROLS INTL PL 04.5000 02/15/2047 | 0.02% |
| KEURIG DR PEPPER INC 04.4170 05/25/2025 | 0.02% |
| MITSUBISHI UFJ FIN GRP USD 03.8500 03/01/2026 | 0.02% |
| MORGAN STANLEY 05.5000 07/28/2021 | 0.02% |
| ROGERS COMMUNICATIONS IN USD 04.5000 03/15/2043 | 0.02% |
| SCOTTS MIRACLE-GRO CO SEDOL 2781518 | 0.02% |
| SHERWIN-WILLIAMS CO 03.4500 06/01/2027 | 0.02% |
| T-MOBILE USA INC P/P 144A 03.8750 04/15/2030 | 0.02% |
| TARGA RESOURCES PART 05.0000 01/15/2028 | 0.02% |
| TENET HEALTHCARE P/P 144A 04.8750 01/01/2026 | 0.02% |
| UBS GROUP AG REGS 06.8750 12/29/2049 | 0.02% |
| UNITEDHEALTH GROUP INC 04.7000 02/15/2021 | 0.02% |
| VISTRA OPERATION P/P 144A 03.5500 07/15/2024 | 0.02% |
| WALT DISNEY COMPANY 07.7500 12/01/2045 | 0.02% |
| WAMU 2005-AR12 1A8 02.9383 10/25/2035 | 0.02% |
| APARTMENT INVT & MGMT CO -A SEDOL BN2W9T6 | 0.02% |
| APPLE INC 02.8500 05/06/2021 | 0.02% |
| ASSOCIATED BRITISH FOODS PLC SEDOL 0673123 | 0.02% |
| BMW US CAPITAL LLC P/P 144A 03.9500 08/14/2028 | 0.02% |
| CAS 2016-C01 2M2 07.1001 08/25/2028 | 0.02% |
| CHEVRON CORP 02.1000 05/16/2021 | 0.02% |
| CREDIT AGRICOLE SA P/P 144A 04.0000 01/10/2033 | 0.02% |
| GLENCORE FUNDING LLC P/P 144A 04.0000 04/16/2025 | 0.02% |
| JPMCC 2012-C8 D P/P 144A 04.8258 10/15/2045 | 0.02% |
| KOITO MANUFACTURING CO LTD SEDOL 6496324 | 0.02% |
| LBMLT 2004-1 A2 00.9501 02/25/2034 | 0.02% |
| LMAT 2019-GS7 A1 03.2500 11/25/2059 | 0.02% |
| MARSH & MCLENNAN COS INC 04.9000 03/15/2049 | 0.02% |
| MCAS 2019-01 M7 P/P 144A 01.8501 10/15/2049 | 0.02% |
| OTSUKA CORP SEDOL 6267058 | 0.02% |
| SPECTRUM BRANDS HOLDINGS INC SEDOL BDRYFB1 | 0.02% |
| US BANCORP 02.6250 01/24/2022 | 0.02% |
| VISTRA CORP P/P 144A 04.3000 07/15/2029 | 0.02% |
| ALIMENTATION COUCHE-TARD 3.550000 07/26/2027 | 0.02% |
| APPLE INC 02.8500 05/11/2024 | 0.02% |
| AURIZON HOLDINGS LTD SEDOL B87CVM3 | 0.02% |
| CASH MGMT BILL 00.0000 02/23/2021 | 0.02% |
| CFCRE 2011-C1 D P/P 144A 06.2553 04/15/2044 | 0.02% |
| CITIGROUP INC 02.9000 12/08/2021 | 0.02% |
| CITIGROUP INC 04.4500 09/29/2027 | 0.02% |
| CITIGROUP INC 04.7500 05/18/2046 | 0.02% |
| CROWN CASTLE INTL CORP 03.8000 02/15/2028 | 0.02% |
| CSX CORP 04.1000 03/15/2044 | 0.02% |
| FNMA FN30 BC1155 UMBS 03.0000 06/01/2046 | 0.02% |
| GENERAL ELECTRIC CO SEDOL 2380498 | 0.02% |
| GSMS 2015-GC32 AS 04.0180 07/10/2048 | 0.02% |
| GSMS 2017-GS7 AS 03.6630 08/10/2050 | 0.02% |
| GSMS 2019-GC42 AS 03.2117 09/01/2052 | 0.02% |
| HIKMA PHARMACEUTICALS PLC SEDOL B0LCW08 | 0.02% |
| JUNIPER NETWORKS INC SEDOL 2431846 | 0.02% |
| KINDER MORGAN ENER PART 03.5000 03/01/2021 | 0.02% |
| PLANTRONICS INC P/P 144A 05.5000 05/31/2023 | 0.02% |
| POPULAR INC SEDOL B86QM90 | 0.02% |
| REPUBLIC OF KAZAKHSTAN REGS 05.1250 07/21/2025 | 0.02% |
| REPUBLIC OF SOUTH AFRICA USD 04.8500 09/27/2027 | 0.02% |
| SBERBANK PJSC -SPONSORED ADR SEDOL B5SC091 | 0.02% |
| SILGAN HOLDINGS INC SEDOL 2809324 | 0.02% |
| SMITH & NEPHEW PLC SEDOL 0922320 | 0.02% |
| SUMITOMO MITSUI TRUST HOLDIN SEDOL 6431897 | 0.02% |
| WFRBS 2014-C22 XA IO 00.9545 09/15/2057 | 0.02% |
| AMERICAN FINANCIAL GROUP INC SEDOL 2134532 | 0.02% |
| BCE INC SEDOL B188TH2 | 0.02% |
| CAS 2016-C03 2M2 06.0501 10/25/2028 | 0.02% |
| CELANESE US HOLDINGS LLC 03.5000 05/08/2024 | 0.02% |
| CENTENE CORP 04.6250 12/15/2029 | 0.02% |
| CK HUTCHISON HOLDINGS LTD SEDOL BW9P816 | 0.02% |
| COMCAST CORP 02.3500 01/15/2027 | 0.02% |
| ERAC USA FINANCE LLC P/P 144A 04.5000 02/15/2045 | 0.02% |
| GJENSIDIGE FORSIKRING ASA SEDOL B4PH0C5 | 0.02% |
| ING GROEP NV-CVA SEDOL 7154182 | 0.02% |
| IVORY COAST REGS 05.3750 07/23/2024 | 0.02% |
| JPMCC 2012-C6 E P/P 144A 05.3237 05/15/2045 | 0.02% |
| KONE OYJ-B SEDOL B09M9D2 | 0.02% |
| L3HARRIS TECH INC 04.4000 06/15/2028 | 0.02% |
| LMAT 2020-GS1 A1 02.8820 10/25/2059 | 0.02% |
| MARSH & MCLENNAN COS INC 04.3750 03/15/2029 | 0.02% |
| REPUBLIC OF COLOMBIA USD 03.8750 04/25/2027 | 0.02% |
| SMC CORP SEDOL 6763965 | 0.02% |
| SUN HUNG KAI PROPERTIES SEDOL 6859927 | 0.02% |
| TOTAL CAPITAL INTL SA USD 02.7500 06/19/2021 | 0.02% |
| TRANSDIGM INC. P/P 144A 06.2500 03/15/2026 | 0.02% |
| TRUIST BANK 02.6360 09/17/2029 | 0.02% |
| UNILEVER PLC SEDOL B10RZP7 | 0.02% |
| UNITEDHEALTH GROUP INC 02.7500 02/15/2023 | 0.02% |
| WATCO COS LLC/FI P/P 144A 06.5000 06/15/2027 | 0.02% |
| WILMAR INTERNATIONAL LTD SEDOL B17KC69 | 0.02% |
| BANK 2017-BNK8 B 04.0631 11/15/2050 | 0.02% |
| BANK OF AMERICA CORP 06.1000 12/29/2049 | 0.02% |
| BOC HONG KONG HOLDINGS LTD SEDOL 6536112 | 0.02% |
| DIVERSIFIED HEALTHCARE T 09.7500 06/15/2025 | 0.02% |
| DOLLAR GENERAL CORP 03.2500 04/15/2023 | 0.02% |
| FIDELITY NATIONAL INFORM 04.2500 05/15/2028 | 0.02% |
| HCA INC. 05.3750 09/01/2026 | 0.02% |
| HENDERSON LAND DEVELOPMENT SEDOL 6420538 | 0.02% |
| INTEL CORP SEDOL 2463247 | 0.02% |
| KOSE CORP SEDOL 6194468 | 0.02% |
| OSHKOSH CORP 04.6000 05/15/2028 | 0.02% |
| STAPLES INC P/P 144A 07.5000 04/15/2026 | 0.02% |
| TCI COMMUNICATIONS INC 07.1250 02/15/2028 | 0.02% |
| TELSTRA CORP LTD SEDOL 6087289 | 0.02% |
| VONTIER CORP SEDOL BH4GV32 | 0.02% |
| WESTPAC BANKING CORP USD 02.0000 08/19/2021 | 0.02% |
| WFRBS 2011-C3 D P/P 144A 05.8420 03/15/2044 | 0.02% |
| ARKEMA SEDOL B0Z5YZ2 | 0.02% |
| BRISTOL-MYERS SQUIBB CO 01.4500 11/13/2030 | 0.02% |
| CAMPBELL SOUP CO SEDOL 2162845 | 0.02% |
| CHUGAI PHARMACEUTICAL CO LTD SEDOL 6196408 | 0.02% |
| CSC HOLDINGS LLC 05.2500 06/01/2024 | 0.02% |
| DEERE & COMPANY 02.6000 06/08/2022 | 0.02% |
| EQUINIX INC 03.2000 11/18/2029 | 0.02% |
| EQUITY COMMONWEALTH SEDOL BPH3N63 | 0.02% |
| FISERV INC 03.5000 07/01/2029 | 0.02% |
| GCP APPLIED TECH P/P 144A 05.5000 04/15/2026 | 0.02% |
| GLOBAL PAYMENTS INC 02.9000 05/15/2030 | 0.02% |
| ING BANK NV P/P 144A 05.8000 09/25/2023 | 0.02% |
| INTERCONTINENTALEXCHANGE 01.8500 09/15/2032 | 0.02% |
| KNORR-BREMSE AG SEDOL BD2P9X9 | 0.02% |
| LLOYDS BANKING GROUP PLC USD 04.5000 11/04/2024 | 0.02% |
| LLOYDS BANKING GROUP PLC USD 04.6500 03/24/2026 | 0.02% |
| MBX.FN30.500.10 R USL1M P 01/12/41 BC | 0.02% |
| MSBAM 2014-C14 C 05.2187 02/15/2047 | 0.02% |
| NATIONAL BANK OF CANADA SEDOL 2077303 | 0.02% |
| PPSI 2004-WCW2 M3 01.2001 10/25/2034 | 0.02% |
| S&P GLOBAL INC 02.9500 01/22/2027 | 0.02% |
| SUNDRUG CO LTD SEDOL 6817895 | 0.02% |
| TAKE-TWO INTERACTIVE SOFTWRE SEDOL 2122117 | 0.02% |
| TEVA PHARMACEUTICALS NE USD 06.0000 04/15/2024 | 0.02% |
| TRUIST FINANCIAL CORP 04.8000 12/31/2099 | 0.02% |
| VODAFONE GROUP PLC SEDOL BH4HKS3 | 0.02% |
| WFRBS 2013-C16 AS 04.6680 09/15/2046 | 0.02% |
| ZOETIS INC 02.0000 05/15/2030 | 0.02% |
| ZURICH INSURANCE GROUP AG SEDOL 5983816 | 0.02% |
| AGCO CORP SEDOL 2010278 | 0.02% |
| AIR LIQUIDE SA SEDOL B1YXBJ7 | 0.02% |
| AMERICAN TOWER CORP 02.9000 01/15/2030 | 0.02% |
| BMIR 2019-4A M1C P/P 144A 02.6501 10/25/2029 | 0.02% |
| BRISTOL-MYERS 03.4000 07/26/2029 | 0.02% |
| CHARTER COMM OPT LLC/CAP 03.7500 02/15/2028 | 0.02% |
| COLES GROUP LTD SEDOL BYWR0T5 | 0.02% |
| COMM 2014-UBS6 C 04.5942 12/10/2047 | 0.02% |
| COX COMM INC P/P 144A 03.5000 08/15/2027 | 0.02% |
| CWALT 2006-OA19 A1 00.3265 02/20/2047 | 0.02% |
| DBUBS 2011-LC2A B P/P 144A 04.9980 07/10/2044 | 0.02% |
| DOMINICAN REPUBLIC REGS 06.5000 02/15/2048 | 0.02% |
| ENERGY TRANSFER OPERA 05.8750 01/15/2024 | 0.02% |
| ENERGY TRANSFER OPERATNG 05.2000 02/01/2022 | 0.02% |
| FIRST QUANTUM MINERA P/P 144A 07.5000 04/01/2025 | 0.02% |
| FIVE CORNERS FUNDING P/P 144A 04.4190 11/15/2023 | 0.02% |
| GLOBAL MEDICAL RESPONS L+475 05.7500 10/02/2025 | 0.02% |
| HCA INC 04.1250 06/15/2029 | 0.02% |
| IHEARTCOMMUNICATIONS INC 08.3750 05/01/2027 | 0.02% |
| JONES LANG LASALLE INC SEDOL 2040640 | 0.02% |
| JPMCC 2013-C16 AS 04.5169 12/15/2046 | 0.02% |
| MICROSOFT CORP 02.4000 02/06/2022 | 0.02% |
| NAVISTAR INTL TLB L+350 03.6500 11/06/2024 | 0.02% |
| NEUROCRINE BIOSCIENCES INC SEDOL 2623911 | 0.02% |
| NRZT 2018-4A A1M 01.0501 01/25/2048 | 0.02% |
| NUTRIEN LTD. USD 04.2000 04/01/2029 | 0.02% |
| PENSKE TRUCK LEASING P/P 144A 03.9000 02/01/2024 | 0.02% |
| PULTEGROUP INC. 07.8750 06/15/2032 | 0.02% |
| QUEST DIAGNOSTICS INC SEDOL 2702791 | 0.02% |
| SEKISUI HOUSE LTD SEDOL 6793906 | 0.02% |
| SWISS RE TREAS P/P 144A 04.2500 12/06/2042 | 0.02% |
| TAYLOR WIMPEY PLC SEDOL 0878230 | 0.02% |
| TENET HEALTHCARE COR P/P 144A 05.1250 11/01/2027 | 0.02% |
| US BANCORP 02.9500 07/15/2022 | 0.02% |
| BANCO SANTANDER SA USD 05.1790 11/19/2025 | 0.02% |
| C.H. ROBINSON WORLDWIDE INC SEDOL 2116228 | 0.02% |
| CAPGEMINI SE SEDOL 4163437 | 0.02% |
| CITIGROUP INC 04.6000 03/09/2026 | 0.02% |
| CLP HOLDINGS LTD SEDOL 6097017 | 0.02% |
| COMCAST CORP 03.1500 03/01/2026 | 0.02% |
| COMM 2013-CR11 AM 04.7150 08/10/2050 | 0.02% |
| CSC HOLDINGS LLC P/P 144A 07.5000 04/01/2028 | 0.02% |
| GSMS 2013-GCJ14 B P/P 144A 04.9013 08/10/2046 | 0.02% |
| GSMS 2014-GC18 C 05.1549 01/10/2047 | 0.02% |
| HESS MIDSTREAM P P/P 144A 05.6250 02/15/2026 | 0.02% |
| HIKARI TSUSHIN INC SEDOL 6416322 | 0.02% |
| HOSHIZAKI CORP SEDOL B3FF8W8 | 0.02% |
| JPMBB 2013-C12 B 04.2360 07/15/2045 | 0.02% |
| JPMBB 2016-C1 AS 03.9704 03/15/2049 | 0.02% |
| LAFARGEHOLCIM LTD-REG SEDOL 7110753 | 0.02% |
| MAGELLAN FINANCIAL GROUP LTD SEDOL B015YX4 | 0.02% |
| MSBAM 2012-C6 D P/P 144A 04.6913 11/15/2045 | 0.02% |
| NATIONAL AUSTRALIA BK/NY 02.8000 01/10/2022 | 0.02% |
| NETFLIX INC. 05.8750 11/15/2028 | 0.02% |
| NEUBERGER BERMAN GRP P/P 144A 04.8750 04/15/2045 | 0.02% |
| NOMURA REAL ESTATE HOLDINGS SEDOL B1CWJM5 | 0.02% |
| NOVELIS CORP P/P 144A 05.8750 09/30/2026 | 0.02% |
| NSTAR ELECTRIC CO 02.3750 10/15/2022 | 0.02% |
| ODAKYU ELECTRIC RAILWAY CO SEDOL 6656106 | 0.02% |
| PALO ALTO NETWORKS INC SEDOL B87ZMX0 | 0.02% |
| REP OF INDONESIA P/P 144A 04.7500 01/08/2026 | 0.02% |
| SAMI 2007-AR7 1A1 01.0001 05/25/2047 | 0.02% |
| SPECTRA ENERGY PARTNERS 03.3750 10/15/2026 | 0.02% |
| TORONTO-DOMINION BANK SEDOL 2897222 | 0.02% |
| TOSHIBA CORP SEDOL 6897217 | 0.02% |
| UBS GROUP AG P/P 144A 04.1250 04/15/2026 | 0.02% |
| UBSCM 2012-C1 C P/P 144A 05.7545 05/10/2045 | 0.02% |
| WASTE PRO USA INC P/P 144A 05.5000 02/15/2026 | 0.02% |
| WFRBS 2013-C11 AS 03.3110 03/15/2045 | 0.02% |
| ARRW 2018-1 A3 04.1570 04/25/2048 | 0.02% |
| BROTHER INDUSTRIES LTD SEDOL 6146500 | 0.02% |
| CAMDEN PROPERTY TRUST 04.8750 06/15/2023 | 0.02% |
| CANTOR FITZGERALD LP P/P 144A 06.5000 06/17/2022 | 0.02% |
| CD 2017-CD3 A4 03.6310 02/10/2050 | 0.02% |
| COMCAST CORP 03.9990 11/01/2049 | 0.02% |
| COMCAST CORP 04.0490 11/01/2052 | 0.02% |
| DAITO TRUST CONSTRUCT CO LTD SEDOL 6250508 | 0.02% |
| DH EUROPE FINANCE II USD 03.4000 11/15/2049 | 0.02% |
| DOLLAR TREE INC SEDOL 2272476 | 0.02% |
| ENDEAVOR ENERGY P/P 144A 05.7500 01/30/2028 | 0.02% |
| ENTERPRISE PRODUCTS OPER 02.8000 01/31/2030 | 0.02% |
| GLENCORE FUNDING LLC P/P 144A 04.6250 04/29/2024 | 0.02% |
| KKR GROUP FIN CO III P/P 144A 05.1250 06/01/2044 | 0.02% |
| LMAT 2020-GS5 A1 03.2500 06/25/2060 | 0.02% |
| MICHELIN (CGDE) SEDOL 4588364 | 0.02% |
| MSC 2016-BNK2 C 04.0323 11/15/2049 | 0.02% |
| NATWEST GROUP PLC USD 04.8920 05/18/2029 | 0.02% |
| PULTEGROUP INC 05.5000 03/01/2026 | 0.02% |
| STACR 2017-DNA2 M2 03.6001 10/25/2029 | 0.02% |
| SUZUKEN CO LTD SEDOL 6865560 | 0.02% |
| TRIMBLE INC SEDOL 2903958 | 0.02% |
| VOPAK SEDOL 5809428 | 0.02% |
| WALT DISNEY CO/THE SEDOL 2270726 | 0.02% |
| WEST JAPAN RAILWAY CO SEDOL 6957995 | 0.02% |
| WFCM 2013-LC12 C 04.4100 07/15/2046 | 0.02% |
| WFRBS 2012-C9 D P/P 144A 04.9709 11/15/2045 | 0.02% |
| A2 MILK CO LTD SEDOL 6287250 | 0.02% |
| ARD FINANCE SA P/P 144A 06.5000 06/30/2027 | 0.02% |
| ARRW 2019-3 A3 03.4160 10/25/2048 | 0.02% |
| ASTELLAS PHARMA INC SEDOL 6985383 | 0.02% |
| BAE SYSTEMS PLC SEDOL 0263494 | 0.02% |
| BERKELEY GROUP HOLDINGS/THE SEDOL B02L3W3 | 0.02% |
| CD 2017-CD6 AM 03.7090 11/13/2050 | 0.02% |
| COMPASS MIN INTL P/P 144A 06.7500 12/01/2027 | 0.02% |
| CSAIL 2019-C15 B 04.4757 03/15/2052 | 0.02% |
| DIAMOND 1 FIN/DIAM P/P 144A 06.0200 06/15/2026 | 0.02% |
| DIAMONDBACK ENERGY INC 03.2500 12/01/2026 | 0.02% |
| DUKE ENERGY PROGRESS LLC 03.3750 09/01/2023 | 0.02% |
| FINECOBANK SPA SEDOL BNGN9Z1 | 0.02% |
| GOLDMAN SACHS GROUP INC 02.6000 02/07/2030 | 0.02% |
| HONEYWELL INTL 03.8120 11/21/2047 | 0.02% |
| ICL GROUP LTD SEDOL 6455530 | 0.02% |
| ISRAEL DISCOUNT BANK -A SEDOL 6451271 | 0.02% |
| JPMCC 2010-C2 C P/P 144A 05.8430 11/15/2043 | 0.02% |
| METLIFE CAP TRST IV P/P 144A 07.8750 12/15/2037 | 0.02% |
| MOODY'S CORPORATION 02.5500 08/18/2060 | 0.02% |
| NEWMARKET CORP SEDOL B01CGF1 | 0.02% |
| OBAYASHI CORP SEDOL 6656407 | 0.02% |
| ONEMAIN HOLDINGS INC SEDOL BYSZB89 | 0.02% |
| ONO PHARMACEUTICAL CO LTD SEDOL 6660107 | 0.02% |
| OSAT 2020-RPL1 A1 03.1990 12/26/2059 | 0.02% |
| PERSIMMON PLC SEDOL 0682538 | 0.02% |
| PETROBRAS GLOBAL FINANCE USD 06.1250 01/17/2022 | 0.02% |
| SAIL 2004-10 A10 01.0501 11/25/2034 | 0.02% |
| SCIENTIFIC GAMES P/P 144A 07.2500 11/15/2029 | 0.02% |
| SPRINT CORP 07.2500 09/15/2021 | 0.02% |
| STACR 2016-HQA1 M3 06.5001 09/25/2028 | 0.02% |
| STANLEY ELECTRIC CO LTD SEDOL 6841106 | 0.02% |
| TRANSUNION SEDOL BYMWL86 | 0.02% |
| VIACOMCBS INC 02.9000 01/15/2027 | 0.02% |
| WAMU 2007-HY2 1A1 03.3332 12/25/2036 | 0.02% |
| WELLS FARGO & COMPANY 05.8750 12/29/2049 | 0.02% |
| ALLISON TRANSMISSION P/P 144A 04.7500 10/01/2027 | 0.01% |
| ALLY FINANCIAL INC 08.0000 11/01/2031 | 0.01% |
| ALTICE FRANCE P/P 144A 06.0000 02/15/2028 | 0.01% |
| APPLE INC 03.4500 05/06/2024 | 0.01% |
| AUST & NZ BANKING GR P/P 144A 02.5700 11/25/2035 | 0.01% |
| AUTO TRADER GROUP PLC SEDOL BVYVFW2 | 0.01% |
| BANK OF MONTREAL SEDOL 2076009 | 0.01% |
| BBCMS 2019-C3 B 04.0960 05/15/2052 | 0.01% |
| BRAND ENERGY TL L+425 05.2500 06/21/2024 | 0.01% |
| CAN IMPERIAL BK OF COMMERCE SEDOL 2170525 | 0.01% |
| CMLTI 2005-2 1A2A 03.5546 05/25/2035 | 0.01% |
| CONSOLIDATED EDISON INC SEDOL 2216850 | 0.01% |
| CREDIT SUISSE GRP AG P/P 144A 03.8690 01/12/2029 | 0.01% |
| DELTA/SKYMILES P/P 144A 04.7500 10/20/2028 | 0.01% |
| ELISA OYJ SEDOL 5701513 | 0.01% |
| FHMS KW01 X1 IO 01.1064 01/25/2026 | 0.01% |
| FORD MOTOR COMPANY 09.0000 04/22/2025 | 0.01% |
| GNR 2015-H25 BI IO 01.9291 10/20/2065 | 0.01% |
| GOLDEN NUGGET INC P/P 144A 06.7500 10/15/2024 | 0.01% |
| GRAY TELEVISION INC P/P 144A 07.0000 05/15/2027 | 0.01% |
| GREAT LAKES D&D 08.0000 05/15/2022 | 0.01% |
| GSMS 2012-GC6 AS P/P 144A 04.9480 01/12/2045 | 0.01% |
| JAPAN POST HOLDINGS CO LTD SEDOL BYT8143 | 0.01% |
| JPMCC 2013-C10 AS 03.3715 12/15/2047 | 0.01% |
| KIMBERLY-CLARK CORP SEDOL 2491839 | 0.01% |
| KOBE BUSSAN CO LTD SEDOL B14RJB7 | 0.01% |
| KRAFT HEINZ FOODS CO 05.0000 07/15/2035 | 0.01% |
| LIBERTY MEDIA COR-SIRIUSXM C SEDOL BD8QGH9 | 0.01% |
| MATTEL INC P/P 144A 05.8750 12/15/2027 | 0.01% |
| MCDONALD'S HOLDINGS CO JAPAN SEDOL 6371863 | 0.01% |
| MSBAM 2015-C24 B 04.4870 05/15/2048 | 0.01% |
| MWST 2020-1 A 01.0501 10/25/2053 | 0.01% |
| PACIFIC GAS & ELECTRIC 02.5000 02/01/2031 | 0.01% |
| PM GENERAL PURCHASER P/P 144A 09.5000 10/01/2028 | 0.01% |
| POMEGRANATE MERGER S P/P 144A 09.7500 05/01/2023 | 0.01% |
| PPL CAPITAL FUNDING INC 04.2000 06/15/2022 | 0.01% |
| RECRUIT HOLDINGS CO LTD SEDOL BQRRZ00 | 0.01% |
| REP OF INDONESIA P/P 144A 03.3750 04/15/2023 | 0.01% |
| RYOHIN KEIKAKU CO LTD SEDOL 6758455 | 0.01% |
| SCOTTS MIRACLE-GRO 04.5000 10/15/2029 | 0.01% |
| STACR 2015-HQA2 M3 04.9501 05/25/2028 | 0.01% |
| STACR 2020-HQA1 M2 02.0501 01/25/2050 | 0.01% |
| STEVENS HLDG CO INC P/P 144A 06.1250 10/01/2026 | 0.01% |
| TERRIER MEDIA BU P/P 144A 08.8750 12/15/2027 | 0.01% |
| TOWNSQUARE MEDIA INC P/P 144A 06.5000 04/01/2023 | 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% |
| WFCM 2019-C49 AS 04.2440 03/15/2052 | 0.01% |
| ACS ACTIVIDADES SEDOL B01FLQ6 | 0.01% |
| ALIMEN COUCHE P/P 144A 02.9500 01/25/2030 | 0.01% |
| BECTON DICKINSON AND CO 02.8230 05/20/2030 | 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% |
| CAS 2016-C06 1M2 04.4001 04/25/2029 | 0.01% |
| CCO HLDGS LLC/CAP C P/P 144A 05.5000 05/01/2026 | 0.01% |
| CHARTER COMM OPT LLC/CAP 03.7000 04/01/2051 | 0.01% |
| CLOROX COMPANY SEDOL 2204026 | 0.01% |
| COMM 2014-CR18 C 04.9015 07/15/2047 | 0.01% |
| CRC ESCROW ISSUER LL P/P 144A 05.2500 10/15/2025 | 0.01% |
| CRED SUIS GP FUN LTD USD 03.4500 04/16/2021 | 0.01% |
| CSC HOLDINGS LLC 06.7500 11/15/2021 | 0.01% |
| DRMT 2020-2 A1 01.6920 05/25/2065 | 0.01% |
| EMIR 2018-1 M1 01.8501 11/25/2028 | 0.01% |
| F5 NETWORKS INC SEDOL 2427599 | 0.01% |
| INTELSAT JACKSON HLD P/P 144A 09.7500 07/15/2025 | 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% |
| 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% |
| MSBAM 2013-C9 D P/P 144A 04.2559 05/15/2046 | 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% |
| NORFOLK SOUTHERN CORP SEDOL 2641894 | 0.01% |
| NUTRITION & BIO P/P 144A 02.3000 11/01/2030 | 0.01% |
| OTIS WORLDWIDE CORP 02.5650 02/15/2030 | 0.01% |
| PARK-OHIO INDUSTRIES INC 06.6250 04/15/2027 | 0.01% |
| REFINITIV US HLDG P/P 144A 06.2500 05/15/2026 | 0.01% |
| SABINE PASS LIQUEFACTION 04.2000 03/15/2028 | 0.01% |
| SERVICE CORP INTL 05.1250 06/01/2029 | 0.01% |
| SPIRAX-SARCO ENGINEERING PLC SEDOL BWFGQN1 | 0.01% |
| STACR 2014-HQ2 M3 03.9001 09/25/2024 | 0.01% |
| SWISS LIFE HOLDING AG-REG SEDOL 7437805 | 0.01% |
| TRADEWEB MARKETS INC-CLASS A SEDOL BJXMVK2 | 0.01% |
| VERTICAL US NEWCO IN P/P 144A 05.2500 07/15/2027 | 0.01% |
| VIDEOTRON LTD USD 05.0000 07/15/2022 | 0.01% |
| WEYERHAEUSER CO 07.3750 03/15/2032 | 0.01% |
| WFCM 2016-LC25 XA IO 01.1158 12/15/2059 | 0.01% |
| ALBERTSONS COS/SAFE P/P 144A 04.6250 01/15/2027 | 0.01% |
| ALLIANT HOLDINGS P/P 144A 06.7500 10/15/2027 | 0.01% |
| ANCESTRY.COM 1L L+400 04.5000 11/24/2027 | 0.01% |
| ARCELORMITTAL USD 07.2500 10/15/2039 | 0.01% |
| BAUSCH HLTH COS INC P/P 144A 06.1250 04/15/2025 | 0.01% |
| BGC PARTNERS INC 05.1250 05/27/2021 | 0.01% |
| BIOMERIEUX SEDOL BF0LBX7 | 0.01% |
| BT GROUP PLC SEDOL 3091357 | 0.01% |
| CAS 2015-C03 2M2 05.1501 07/25/2025 | 0.01% |
| CAS 2017-C01 1EB1 01.4001 07/25/2029 | 0.01% |
| CF INDUSTRIES INC 04.9500 06/01/2043 | 0.01% |
| CLUBCORP HLDG INC P/P 144A 08.5000 09/15/2025 | 0.01% |
| CON EDISON CO OF NY INC 04.2000 03/15/2042 | 0.01% |
| CONTINENTAL RES 04.5000 04/15/2023 | 0.01% |
| CSAIL 2015-C1 D P/P 144A 03.9104 04/15/2050 | 0.01% |
| CVS PASS-THROUGH P/P 144A 04.7040 01/10/2036 | 0.01% |
| DCP MIDSTREAM P/P 144A 06.7500 09/15/2037 | 0.01% |
| DOMINICAN REPUBLIC REGS 06.0000 07/19/2028 | 0.01% |
| DUKE ENERGY INDIANA LLC 06.4500 04/01/2039 | 0.01% |
| EQUINOR ASA USD 05.1000 08/17/2040 | 0.01% |
| FHLMC FR30 ZS9547 UMBS 04.0000 09/01/2045 | 0.01% |
| FISHER PAYKEL SEDOL 6340250 | 0.01% |
| FUJIFILM HOLDINGS CORP SEDOL 6356525 | 0.01% |
| GALAPAGOS NV SEDOL B07Q2V5 | 0.01% |
| GENERAL MOTORS FINL CO 04.3000 07/13/2025 | 0.01% |
| HD SUPPLY HOLDINGS INC SEDOL BBL5981 | 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 III HLDG LTD P/P 144A 13.0000 02/15/2025 | 0.01% |
| HUSKY TLB L+300 03.3614 03/28/2025 | 0.01% |
| IHS MARKIT LTD USD 04.7500 08/01/2028 | 0.01% |
| ISTAR INC 04.7500 10/01/2024 | 0.01% |
| JPMBB 2014-C22 C 04.7054 09/15/2047 | 0.01% |
| KINDER MORGAN ENER PART 03.4500 02/15/2023 | 0.01% |
| MEREDITH CORP 06.8750 02/01/2026 | 0.01% |
| NEC CORP SEDOL 6640400 | 0.01% |
| ORTHO-CLINICAL TLB L+325 03.3903 06/30/2025 | 0.01% |
| PACKAGING CORP OF AMERIC 04.5000 11/01/2023 | 0.01% |
| SABINE PASS LIQUEF 05.0000 03/15/2027 | 0.01% |
| SABRE GLBL INC P/P 144A 09.2500 04/15/2025 | 0.01% |
| SPRINT CORP 07.6250 03/01/2026 | 0.01% |
| STACR 2014-HQ3 M3 04.9001 10/25/2024 | 0.01% |
| STACR 2017-DNA1 M2 03.4001 07/25/2029 | 0.01% |
| TEVA PHARMACEUTICALS NE USD 06.7500 03/01/2028 | 0.01% |
| TRANSDIGM INC 05.5000 11/15/2027 | 0.01% |
| WALT DISNEY COMP 07.7500 01/20/2024 | 0.01% |
| WFCM 2014-LC16 XA IO 01.2493 08/15/2050 | 0.01% |
| YANGZIJIANG SHIPBUILDING SEDOL B1VT035 | 0.01% |
| ALTICE FRANCE P/P 144A 10.5000 05/15/2027 | 0.01% |
| AMUNDI SA SEDOL BYZR014 | 0.01% |
| ASCEND LEARNING LLC P/P 144A 06.8750 08/01/2025 | 0.01% |
| AT&T INC 04.3000 02/15/2030 | 0.01% |
| BAFC 2005-B 3M1 00.8215 04/20/2035 | 0.01% |
| BANQUE CANTONALE VAUDOIS-REG SEDOL BMFY8R3 | 0.01% |
| BAUSCH HLTH AMERICAS P/P 144A 08.5000 01/31/2027 | 0.01% |
| BMC EAST LLC P/P 144A 05.5000 10/01/2024 | 0.01% |
| CAS 2014-C03 2M2 03.0501 07/25/2024 | 0.01% |
| COLT 2020-2 A1 01.8530 03/25/2065 | 0.01% |
| DISH NETWORK CV 03.3750 08/15/2026 | 0.01% |
| ELANCO ANIMAL HEALTH 05.9000 08/28/2028 | 0.01% |
| FOX CORP 04.0300 01/25/2024 | 0.01% |
| GLENCORE FUNDING LLC P/P 144A 01.6250 09/01/2025 | 0.01% |
| GNMA GII30 BL6161 06.0000 12/20/2048 | 0.01% |
| GNR 2016-H16 EI IO 02.4964 06/20/2066 | 0.01% |
| GREIF INC P/P 144A 06.5000 03/01/2027 | 0.01% |
| HANKYU HANSHIN HOLDINGS INC SEDOL 6408664 | 0.01% |
| HUB INTL LTD P/P 144A 07.0000 05/01/2026 | 0.01% |
| JPMORGAN CHASE & CO 02.9560 05/13/2031 | 0.01% |
| KAKAKU.COM INC SEDOL 6689533 | 0.01% |
| KOBAYASHI PHARMACEUTICAL CO SEDOL 6149457 | 0.01% |
| MAXIM INTEGRATED PRODUCTS SEDOL 2573760 | 0.01% |
| MERCK & CO. INC. 02.7500 02/10/2025 | 0.01% |
| MIZUHO FINANCIAL GROUP INC SEDOL 6591014 | 0.01% |
| MSC 2011-C3 D P/P 144A 05.4191 07/15/2049 | 0.01% |
| NZD/USD 01/20/2021 UBS | 0.01% |
| ORACLE CORP 05.3750 07/15/2040 | 0.01% |
| ORACLE CORP JAPAN SEDOL 6141680 | 0.01% |
| ORKLA ASA SEDOL B1VQF42 | 0.01% |
| PETROLEOS MEXICANOS USD 07.6900 01/23/2050 | 0.01% |
| PRUDENTIAL FINANCIAL INC 05.2000 03/15/2044 | 0.01% |
| RAMC 2003-4 A1 01.1901 03/25/2034 | 0.01% |
| SOLENIS 1STL L+400 04.2328 06/26/2025 | 0.01% |
| SVENSKA HNDLSBKN P/P 144A 00.6250 06/30/2023 | 0.01% |
| TPMT 2016-5 M2 P/P 144A 03.3750 10/25/2056 | 0.01% |
| VISTRA OPERATION P/P 144A 05.5000 09/01/2026 | 0.01% |
| WERNER FINCO LP/INC P/P 144A 08.7500 07/15/2025 | 0.01% |
| WESTROCK MWV LLC 07.9500 02/15/2031 | 0.01% |
| WYNN LAS VEGAS P/P 144A 05.2500 05/15/2027 | 0.01% |
| WYNN RESORTS FIN LLC P/P 144A 05.1250 10/01/2029 | 0.01% |
| ALLEGHENY TECHNOLOGIES INC 07.8750 08/15/2023 | 0.01% |
| AMAZON.COM INC 01.5000 06/03/2030 | 0.01% |
| ARRW 2019-1 A3 04.2080 01/25/2049 | 0.01% |
| ASHTEAD CAPITAL INC P/P 144A 04.2500 11/01/2029 | 0.01% |
| BANFF MERGER SUB INC P/P 144A 09.7500 09/01/2026 | 0.01% |
| BAUSCH HEALTH COS INC REGS 04.5000 05/15/2023 | 0.01% |
| BAUSCH HLTH COS INC P/P 144A 07.0000 03/15/2024 | 0.01% |
| BLACKSTONE HLDG FINA P/P 144A 01.6000 03/30/2031 | 0.01% |
| BOMBARDIER INC P/P 144A 07.8750 04/15/2027 | 0.01% |
| CANPACK SA EASTERN L P/P 144A 03.1250 11/01/2025 | 0.01% |
| CAS 2014-C04 1M2 05.0501 11/25/2024 | 0.01% |
| CAS 2015-C02 2M2 04.1501 05/25/2025 | 0.01% |
| CBRE SERVICES INC 04.8750 03/01/2026 | 0.01% |
| CELANESE US HOLDINGS LLC 04.6250 11/15/2022 | 0.01% |
| CGCMT 2014-GC19 D P/P 144A 05.2622 03/10/2047 | 0.01% |
| CHAMPIONX CORP 06.3750 05/01/2026 | 0.01% |
| CVS HEALTH CORP 03.7000 03/09/2023 | 0.01% |
| CWALT 2005-59 1A1 00.8065 11/20/2035 | 0.01% |
| DIAMOND 1 FIN/DIAMON P/P 144A 08.3500 07/15/2046 | 0.01% |
| DIAMOND SPORTS GR/DI P/P 144A 06.6250 08/15/2027 | 0.01% |
| ENTERCOM MEDIA CORP P/P 144A 07.2500 11/01/2024 | 0.01% |
| FAIRFAX US INC P/P 144A 04.8750 08/13/2024 | 0.01% |
| FISERV INC SEDOL 2342034 | 0.01% |
| GW B-CR SECURITY P/P 144A 09.5000 11/01/2027 | 0.01% |
| JAPAN POST BANK CO LTD SEDOL BYT8165 | 0.01% |
| JPMORGAN CHASE & CO 06.1000 02/01/2049 | 0.01% |
| KEURIG DR PEPPER INC 04.0570 05/25/2023 | 0.01% |
| L BRANDS INC 07.5000 06/15/2029 | 0.01% |
| LEVEL 3 FIN INC P/P 144A 04.6250 09/15/2027 | 0.01% |
| MARRIOTT INTERNATIONAL 04.6250 06/15/2030 | 0.01% |
| MATTAMY GROUP CORP P/P 144A 04.6250 03/01/2030 | 0.01% |
| NAVISTAR INTL CORP P/P 144A 06.6250 11/01/2025 | 0.01% |
| NEWCREST MINING LTD SEDOL 6637101 | 0.01% |
| ONEMAIN FINANCE CORP 05.3750 11/15/2029 | 0.01% |
| PACIFIC GAS & ELECTRIC 03.3000 03/15/2027 | 0.01% |
| PANTHER BF AGGRE 2 P/P 144A 08.5000 05/15/2027 | 0.01% |
| PENSKE TRUCK LE P/P 144A 03.4000 11/15/2026 | 0.01% |
| PNC FINANCIAL SERVICES 03.3000 03/08/2022 | 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% |
| RBS GLOBAL/REXNO P/P 144A 04.8750 12/15/2025 | 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% |
| SERVICE CORPORATION INTL 04.6250 12/15/2027 | 0.01% |
| SIX FLAGS THEME PARK P/P 144A 07.0000 07/01/2025 | 0.01% |
| SOFTBANK GROUP CORP SEDOL 6770620 | 0.01% |
| SOHGO SECURITY SERVICES CO SEDOL 6546359 | 0.01% |
| SPRINT SPECTRUM P/P 144A 03.3600 09/20/2021 | 0.01% |
| STARWOOD PROP TR 04.7500 03/15/2025 | 0.01% |
| SYNGENTA FINANCE NV P/P 144A 04.8920 04/24/2025 | 0.01% |
| SYNGENTA FINANCE NV P/P 144A 05.1820 04/24/2028 | 0.01% |
| T-MOBILE USA INC 04.7500 02/01/2028 | 0.01% |
| TALLGRASS NRG PRTNR P/P 144A 05.5000 01/15/2028 | 0.01% |
| WESCO DISTRIBUT P/P 144A 07.2500 06/15/2028 | 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% |
| AMERICAN BATH 1L L+450 05.2500 11/19/2027 | 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% |
| BAUSCH HLTH COS INC P/P 144A 07.2500 05/30/2029 | 0.01% |
| BERKSHIRE HATHAWAY FIN 04.3000 05/15/2043 | 0.01% |
| BIG RVR STL/FIN P/P 144A 06.6250 01/31/2029 | 0.01% |
| BRDCOM CRP / FIN 03.8750 01/15/2027 | 0.01% |
| CFCRE 2011-C2 D P/P 144A 05.9307 12/15/2047 | 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% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS | 0.01% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CS | 0.01% |
| CNO FINANCIAL GROUP INC 05.2500 05/30/2029 | 0.01% |
| CONSTELLIUM SE P/P 144A 05.8750 02/15/2026 | 0.01% |
| CWALT 2006-24CB A19 00.6501 08/25/2036 | 0.01% |
| DIAMOND SPORTS P/P 144A 05.3750 08/15/2026 | 0.01% |
| DISCOVERY COMMUNICATIONS 03.6250 05/15/2030 | 0.01% |
| DOUBLE EAGLE III MID P/P 144A 07.7500 12/15/2025 | 0.01% |
| ENDEAVOR ENERGY P/P 144A 06.6250 07/15/2025 | 0.01% |
| FORD MOTOR CREDIT CO LLC 04.2710 01/09/2027 | 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% |
| GNR 2013-99 AS IO 05.9035 06/20/2043 | 0.01% |
| GNR 2017-162 QI IO 05.0000 10/11/2047 | 0.01% |
| GOEASY LTD P/P 144A 05.3750 12/01/2024 | 0.01% |
| 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% |
| HCA INC. 05.5000 06/15/2047 | 0.01% |
| ISTAR INC. 04.2500 08/01/2025 | 0.01% |
| KINDER MORGAN INC SEDOL B3NQ4P8 | 0.01% |
| MARRIOTT INTERNATIONAL 05.7500 05/01/2025 | 0.01% |
| MASTEC INC P/P 144A 04.5000 08/15/2028 | 0.01% |
| MATCH GRP HLD II LLC P/P 144A 05.0000 12/15/2027 | 0.01% |
| MERCER INTL INC USD 05.5000 01/15/2026 | 0.01% |
| MEREDITH CORP P/P 144A 06.5000 07/01/2025 | 0.01% |
| MICROCHIP TECH INC P/P 144A 04.2500 09/01/2025 | 0.01% |
| MTR CORP SEDOL 6290054 | 0.01% |
| NETFLIX INC 04.8750 04/15/2028 | 0.01% |
| NIPPON STEEL CORP SEDOL 6642569 | 0.01% |
| NUCOR CORP SEDOL 2651086 | 0.01% |
| ONCOR ELECTRIC DELIVERY 05.3000 06/01/2042 | 0.01% |
| PENNYMAC FIN SVCS IN P/P 144A 05.3750 10/15/2025 | 0.01% |
| PEPTIDREAM INC SEDOL B97SH97 | 0.01% |
| PRIME SECURITY SVCS P/P 144A 06.2500 01/15/2028 | 0.01% |
| QORVO INC SEDOL BR9YYP4 | 0.01% |
| SANOFI SEDOL 5671735 | 0.01% |
| SEVEN BANK LTD SEDOL B2NT8S1 | 0.01% |
| SHIFT4 PAYMENTS LLC P/P 144A 04.6250 11/01/2026 | 0.01% |
| SINCLAIR TELE P/P 144A 05.5000 03/01/2030 | 0.01% |
| SMURFIT KAPPA TREASURY USD 07.5000 11/20/2025 | 0.01% |
| SONIC HEALTHCARE LTD SEDOL 6821120 | 0.01% |
| STACR 2020-HQA4 M1 01.4501 09/25/2050 | 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-AR14 1A2 02.9174 12/25/2035 | 0.01% |
| WAMU 2005-AR9 A1C3 01.1101 07/25/2045 | 0.01% |
| WFRBS 2013-C15 D P/P 144A 04.6431 08/15/2046 | 0.01% |
| 0.35 R ISWP FWD US0003M P 12/16/2025 | 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% |
| AIR METHODS CORP P/P 144A 08.0000 05/15/2025 | 0.01% |
| AIRBUS SE SEDOL 4012250 | 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% |
| 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 2 BV P/P 144A 08.7500 06/01/2023 | 0.01% |
| AUST & NZ BANKING GR P/P 144A 06.7500 12/29/2049 | 0.01% |
| BECTON DICKINSON AND CO SEDOL 2087807 | 0.01% |
| BMIR 2020-2A M1A 02.4501 08/26/2030 | 0.01% |
| BMW US CAPITAL LLC P/P 144A 03.4000 08/13/2021 | 0.01% |
| BOXER PARENT CO INC P/P 144A 09.1250 03/01/2026 | 0.01% |
| BRIDGESTONE CORP SEDOL 6132101 | 0.01% |
| BUILDERS FIRSTSOURCE P/P 144A 06.7500 06/01/2027 | 0.01% |
| BWAY HOLDING CO P/P 144A 07.2500 04/15/2025 | 0.01% |
| CAS 2014-C02 1M2 02.7501 05/25/2024 | 0.01% |
| CCO HLDGS LLC/CAP CO P/P 144A 05.7500 02/15/2026 | 0.01% |
| CENOVUS ENERGY INC USD 06.7500 11/15/2039 | 0.01% |
| CHS/COMMUNITY P/P 144A 06.6250 02/15/2025 | 0.01% |
| CHUGOKU ELECTRIC POWER CO SEDOL 6195900 | 0.01% |
| CNO FINANCIAL GROUP INC 05.2500 05/30/2025 | 0.01% |
| CONTINENTAL RESOURCES 04.3750 01/15/2028 | 0.01% |
| CSC HOLDINGS LLC P/P 144A 05.7500 01/15/2030 | 0.01% |
| DEVON ENERGY CORPORATION 07.9500 04/15/2032 | 0.01% |
| ENERGY TRANSFER OPERATNG 02.9000 05/15/2025 | 0.01% |
| ESH HOSPITALITY INC P/P 144A 05.2500 05/01/2025 | 0.01% |
| FHR 3829 AS IO 06.8091 03/15/2041 | 0.01% |
| GEBERIT AG-REG SEDOL B1WGG93 | 0.01% |
| GENERAL MOTORS CO 06.1250 10/01/2025 | 0.01% |
| GLP CAPITAL LP / FIN II 05.2500 06/01/2025 | 0.01% |
| GSMS 2014-GC24 XA IO 00.8652 09/10/2047 | 0.01% |
| HESS MIDSTREAM P P/P 144A 05.1250 06/15/2028 | 0.01% |
| HKT TRUST AND HKT LTD-SS SEDOL B4TXDZ3 | 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% |
| INTELLIGENT PACK P/P 144A 06.0000 09/15/2028 | 0.01% |
| LADDER CAP FINAN P/P 144A 04.2500 02/01/2027 | 0.01% |
| LIONS GATE CAP HOLD P/P 144A 05.8750 11/01/2024 | 0.01% |
| LIONS GATE CAP HOLD P/P 144A 06.3750 02/01/2024 | 0.01% |
| MARATHON PETRO CORP 06.5000 03/01/2041 | 0.01% |
| MEG ENERGY CORP P/P 144A 06.5000 01/15/2025 | 0.01% |
| MITSUBISHI UFJ LEASE & FINAN SEDOL 6268976 | 0.01% |
| NEWELL BRANDS INC 04.7000 04/01/2026 | 0.01% |
| NORDSTROM INC P/P 144A 08.7500 05/15/2025 | 0.01% |
| NUTRITION & BIO P/P 144A 03.4680 12/01/2050 | 0.01% |
| NZD/USD 01/20/2021 MSCIL | 0.01% |
| OCCIDENTAL PETROLEUM COR 06.4500 09/15/2036 | 0.01% |
| PACIFIC GAS & ELECTRIC 02.9500 03/01/2026 | 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% |
| PUBLIC SERVICE ELECTRIC 05.5000 03/01/2040 | 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 2016-DNA3 M3 05.1501 12/25/2028 | 0.01% |
| STACR 2017-DNA2 M1 01.3501 10/25/2029 | 0.01% |
| STATION CASINOS LLC P/P 144A 04.5000 02/15/2028 | 0.01% |
| SWEDISH MATCH AB SEDOL 5048566 | 0.01% |
| SWISS PRIME SITE-REG SEDOL B083BH4 | 0.01% |
| TENNANT CO 05.6250 05/01/2025 | 0.01% |
| THE BANK OF NOVA SCOTIA USD 02.7000 03/07/2022 | 0.01% |
| TRIPADVISOR INC P/P 144A 07.0000 07/15/2025 | 0.01% |
| UNITED MEXICAN STATES USD 02.6590 05/24/2031 | 0.01% |
| VERTICAL HOLDCO GMBH P/P 144A 07.6250 07/15/2028 | 0.01% |
| WAMU 2005-AR11 A1B3 00.9501 08/25/2045 | 0.01% |
| WFCM 2013-LC12 D P/P 144A 04.4100 07/15/2046 | 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% |
| AMERICAN AXLE & MFG INC 06.8750 07/01/2028 | 0.01% |
| AMSTED INDUSTRIES P/P 144A 04.6250 05/15/2030 | 0.01% |
| AMSTED INDUSTRIES P/P 144A 05.6250 07/01/2027 | 0.01% |
| ATOTECH ALPHA 3 BV P/P 144A 06.2500 02/01/2025 | 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% |
| BLACK KNIGHT INFOSER P/P 144A 03.6250 09/01/2028 | 0.01% |
| BOISE CASCADE CO P/P 144A 04.8750 07/01/2030 | 0.01% |
| BRAND ENERGY & I P/P 144A 08.5000 07/15/2025 | 0.01% |
| CENTENE CORP P/P 144A 05.3750 08/15/2026 | 0.01% |
| CHS/COMMUNITY HEALT P/P 144A 08.1250 06/30/2024 | 0.01% |
| COMMONWEALTH EDISON CO 05.9000 03/15/2036 | 0.01% |
| CROWN CORK & SEAL CO INC 07.3750 12/15/2026 | 0.01% |
| DRESDNER FDG TRST I P/P 144A 08.1510 06/30/2031 | 0.01% |
| EMIR 2018-1 M2 03.1501 11/25/2028 | 0.01% |
| ENTERCOM MEDIA CORP P/P 144A 06.5000 05/01/2027 | 0.01% |
| EPICOR SOFTWARE TLB L+425 05.2500 07/30/2027 | 0.01% |
| EQUINIX INC 05.3750 05/15/2027 | 0.01% |
| FREEDOM MTGE CORP P/P 144A 08.1250 11/15/2024 | 0.01% |
| FREEDOM MTGE CORP P/P 144A 08.2500 04/15/2025 | 0.01% |
| FRONTIER COMM 10.5000 09/15/2022 | 0.01% |
| FRONTIER COMM P/P 144A 05.8750 10/15/2027 | 0.01% |
| GENESYS TELECOMMUNICAT L+400 04.7500 10/08/2027 | 0.01% |
| GNMA GII30 BL6185 06.0000 01/20/2049 | 0.01% |
| GNMA GII30 BL6216 06.0000 03/20/2049 | 0.01% |
| GNMA GII30 BL6235 06.0000 04/20/2049 | 0.01% |
| GNR 2015-H26 EI IO 01.7168 10/20/2065 | 0.01% |
| GNR 2016-123 LI IO 03.5000 03/20/2044 | 0.01% |
| GOLDEN NUGGET INC P/P 144A 08.7500 10/01/2025 | 0.01% |
| HOLLY PAR/FIN P/P 144A 05.0000 02/01/2028 | 0.01% |
| INDIGO NATURAL P/P 144A 06.8750 02/15/2026 | 0.01% |
| INGEVITY CORP P/P 144A 03.8750 11/01/2028 | 0.01% |
| ISTAR INC 05.5000 02/15/2026 | 0.01% |
| JPMBB 2014-C25 XA IO 00.9943 11/15/2047 | 0.01% |
| KFC HLD/PIZZA HUT/TA P/P 144A 05.2500 06/01/2026 | 0.01% |
| LAMB WESTON HLD P/P 144A 04.8750 05/15/2028 | 0.01% |
| MONDELEZ INTL HLDING P/P 144A 02.0000 10/28/2021 | 0.01% |
| NATIONSTAR MTG HLD I P/P 144A 05.5000 08/15/2028 | 0.01% |
| NEWFIELD EXPLORATION CO 05.7500 01/30/2022 | 0.01% |
| NIELSEN FIN LLC/CO P/P 144A 05.6250 10/01/2028 | 0.01% |
| NRG ENERGY INC. 07.2500 05/15/2026 | 0.01% |
| NUTRIEN LTD USD 05.2500 01/15/2045 | 0.01% |
| ONEMAIN FINANCE CORP 06.8750 03/15/2025 | 0.01% |
| POWER SOLUTIONS TLB L+350 03.6455 04/30/2026 | 0.01% |
| RATTLER MIDSTREAM LP P/P 144A 05.6250 07/15/2025 | 0.01% |
| RITE AID CORP P/P 144A 08.0000 11/15/2026 | 0.01% |
| S&P GLOBAL INC 01.2500 08/15/2030 | 0.01% |
| SERVICE CORP INTL 03.3750 08/15/2030 | 0.01% |
| SOFINA SEDOL 4820301 | 0.01% |
| STANDARD IND INC P/P 144A 03.3750 01/15/2031 | 0.01% |
| SUGAR HSP GAMING P/P 144A 05.8750 05/15/2025 | 0.01% |
| THE GAP INC. P/P 144A 08.3750 05/15/2023 | 0.01% |
| TMS INTL HLDG CORP P/P 144A 07.2500 08/15/2025 | 0.01% |
| TRANSDIGM INC 06.3750 06/15/2026 | 0.01% |
| TRONOX FINANCE PLC P/P 144A 05.7500 10/01/2025 | 0.01% |
| WESTPAC BANKING CORP USD 04.4210 07/24/2039 | 0.01% |
| WHITE CAP BUYER LLC P/P 144A 06.8750 10/15/2028 | 0.01% |
| WHITE CAP TLB L+400 04.5000 10/19/2027 | 0.01% |
| WM MORRISON SUPERMARKETS SEDOL 0604316 | 0.01% |
| WPX ENERGY INC 05.8750 06/15/2028 | 0.01% |
| 1011778 BC / NEW RED P/P 144A 04.0000 10/15/2030 | 0.01% |
| 1011778 BC ULC / P/P 144A 04.3750 01/15/2028 | 0.01% |
| ANHEUSER-BUSCH INBEV WOR 04.1500 01/23/2025 | 0.01% |
| BAUSCH HLTH COS INC P/P 144A 05.5000 11/01/2025 | 0.01% |
| BERKSHIRE HATHAWAY INC-CL B SEDOL 2073390 | 0.01% |
| BUMT 2005-1 1A1 00.7501 09/25/2045 | 0.01% |
| CALPINE CORP P/P 144A 05.2500 06/01/2026 | 0.01% |
| CAS 2015-C01 1M2 04.4501 02/25/2025 | 0.01% |
| CCO HOLDINGS LLC P/P 144A 04.5000 05/01/2032 | 0.01% |
| CENTENE ESCROW I CO P/P 144A 05.3750 06/01/2026 | 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% |
| 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 CG | 0.01% |
| COMCAST CORP 06.5000 11/15/2035 | 0.01% |
| COMM 2014-CR19 XA IO 01.1331 08/10/2047 | 0.01% |
| COMM 2014-UBS6 XA IO 01.0361 12/10/2047 | 0.01% |
| COMMSCOPE TECH LLC P/P 144A 06.0000 06/15/2025 | 0.01% |
| COMSTOCK RE INC P/P 144A 07.5000 05/15/2025 | 0.01% |
| DEVON ENERGY CORPORATION 07.8750 09/30/2031 | 0.01% |
| DIAMOND 1 FIN/DIAMON P/P 144A 07.1250 06/15/2024 | 0.01% |
| ENERGY TRANSFER OPERATNG 06.1250 12/15/2045 | 0.01% |
| FIDELITY NATIONAL INFORM 03.0000 08/15/2026 | 0.01% |
| FIFTH THIRD BANCORP 05.1000 12/29/2049 | 0.01% |
| FRESENIUS MEDICAL CARE AG & SEDOL 5129074 | 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% |
| GNMA GII30 BL6219 06.0000 03/20/2049 | 0.01% |
| GRAPHIC PACKAGIN P/P 144A 03.5000 03/01/2029 | 0.01% |
| HANESBRANDS INC P/P 144A 04.6250 05/15/2024 | 0.01% |
| HMIR 2018-1 M1 P/P 144A 01.7501 10/25/2028 | 0.01% |
| HONGKONG LAND HOLDINGS LTD SEDOL 6434915 | 0.01% |
| ICAHN ENTER/FIN 06.7500 02/01/2024 | 0.01% |
| IHEARTCOMMUNICATI L+400 04.7500 05/01/2026 | 0.01% |
| IPALCO ENTPRS IN 03.7000 09/01/2024 | 0.01% |
| ITRON INC P/P 144A 05.0000 01/15/2026 | 0.01% |
| JARDINE MATHESON HLDGS LTD SEDOL 6472119 | 0.01% |
| JPMBB 2015-C33 XA IO 01.0608 12/15/2048 | 0.01% |
| KINDER MORGAN INC/DELAWA 07.7500 01/15/2032 | 0.01% |
| KRAFT HEINZ FOODS CO P/P 144A 03.8750 05/15/2027 | 0.01% |
| LADDER CAP FIN LLLP P/P 144A 05.2500 10/01/2025 | 0.01% |
| LEVEL 3 FIN INC P/P 144A 04.2500 07/01/2028 | 0.01% |
| MBX.FN30.500.09 R USL1M P 01/12/40 BC | 0.01% |
| MSRR 2015-R4 CB1 00.9748 08/26/2047 | 0.01% |
| NOBLE ENERGY INC 06.0000 03/01/2041 | 0.01% |
| NOVELIS CORP P/P 144A 04.7500 01/30/2030 | 0.01% |
| OCCIDENTAL PETROLEUM COR 06.6250 09/01/2030 | 0.01% |
| OUTFRONT MEDIA C P/P 144A 06.2500 06/15/2025 | 0.01% |
| PACIFIC GAS & ELECTRIC 02.1000 08/01/2027 | 0.01% |
| PENN NATIONAL GAMING P/P 144A 05.6250 01/15/2027 | 0.01% |
| PETROBRAS GLOBAL FIN USD 05.9990 01/27/2028 | 0.01% |
| PUBLICIS GROUPE SEDOL 4380429 | 0.01% |
| QVC INC 04.8500 04/01/2024 | 0.01% |
| RAYTHEON TECH CORP P/P 144A 04.8750 10/15/2040 | 0.01% |
| SABINE PASS LIQUEFAC 05.7500 05/15/2024 | 0.01% |
| SIX FLAGS ENT P/P 144A 05.5000 04/15/2027 | 0.01% |
| SS&C TECH INC P/P 144A 05.5000 09/30/2027 | 0.01% |
| STACR 2019-DNA1 M2 02.8001 01/25/2049 | 0.01% |
| STACR 2019-HQA1 M2 02.5001 02/25/2049 | 0.01% |
| TOPBUILD CORP P/P 144A 05.6250 05/01/2026 | 0.01% |
| TWDC ENTERPRISES 18 CORP 02.7500 08/16/2021 | 0.01% |
| UNIVISION COMM INC. P/P 144A 05.1250 02/15/2025 | 0.01% |
| VALVOLINE INC P/P 144A 04.2500 02/15/2030 | 0.01% |
| VIACOMCBS INC 04.0000 01/15/2026 | 0.01% |
| VISTRA CORP P/P 144A 05.0000 07/31/2027 | 0.01% |
| WFRBS 2013-C14 XA IO 00.8521 06/15/2046 | 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% |
| 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% |
| ABC SUPPLY CO INC P/P 144A 04.0000 01/15/2028 | 0.00% |
| ABC-MART INC SEDOL 6292102 | 0.00% |
| APACHE CORP 04.3750 10/15/2028 | 0.00% |
| APACHE CORP 05.1000 09/01/2040 | 0.00% |
| AROUNDTOWN SA SEDOL BF0CK44 | 0.00% |
| ASCEND LEARNING LLC P/P 144A 06.8750 08/01/2025 | 0.00% |
| BALL CORP SEDOL 2073022 | 0.00% |
| BANK OF AMERICA CORP 01.0104 09/15/2026 | 0.00% |
| BWAY CORP TLB L+325 03.4795 04/03/2024 | 0.00% |
| CAPITAL ONE FINANCIAL CO 04.2000 10/29/2025 | 0.00% |
| CAS 2019-HRP1 M2 02.3001 11/25/2039 | 0.00% |
| CGCMT 2012-GC8 XA IO P/P 144A 01.9155 09/10/2045 | 0.00% |
| CLEAR CHANNEL WORLD 09.2500 02/15/2024 | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 ML | 0.00% |
| COMM 2013-CR11 XA IO 01.0866 08/10/2050 | 0.00% |
| COMMSCOPE INC P/P 144A 08.2500 03/01/2027 | 0.00% |
| COMSTOCK RESOURCES INC 09.7500 08/15/2026 | 0.00% |
| CONTINENTAL RESO P/P 144A 05.7500 01/15/2031 | 0.00% |
| CROWN AMER/CAP 04.7500 02/01/2026 | 0.00% |
| DCP MIDSTREAM OPERATING 05.6250 07/15/2027 | 0.00% |
| DIAMONDBACK ENERGY INC 04.7500 05/31/2025 | 0.00% |
| EPICOR SOFTWARE 2NDL L+775 08.7500 07/30/2028 | 0.00% |
| FREEPORT-MCMORAN INC 04.3750 08/01/2028 | 0.00% |
| FREEPORT-MCMORAN INC 04.6250 08/01/2030 | 0.00% |
| FREEPORT-MCMORAN INC 05.4500 03/15/2043 | 0.00% |
| GLOBAL MEDICAL RESPO P/P 144A 06.5000 10/01/2025 | 0.00% |
| GLP CAPITAL LP / FIN II 05.3750 04/15/2026 | 0.00% |
| GMAC CAPITAL TRUST I PCT 06.0070 | 0.00% |
| GSMS 2014-GC22 XA IO 01.1372 06/10/2047 | 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% |
| JELD-WEN INC P/P 144A 04.6250 12/15/2025 | 0.00% |
| KFC HLD/PIZZA HUT/TA P/P 144A 04.7500 06/01/2027 | 0.00% |
| KRW/USD 02/17/2021 JPMCB | 0.00% |
| L BRANDS INC 06.7500 07/01/2036 | 0.00% |
| L3HARRIS TECH INC 01.8000 01/15/2031 | 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% |
| LOUISIANA-PACIFIC CORPORATION 04.8750 09/15/2024 | 0.00% |
| MBX.FN30.500.10 R USL1M P 01/12/41 CI | 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% |
| MLMI 2005-A2 A2 03.7900 02/25/2035 | 0.00% |
| MONDELEZ INTERNATIONAL 02.1250 04/13/2023 | 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% |
| NEWS CORP - CLASS A SEDOL BBGVT40 | 0.00% |
| NEXSTAR BROADCASTING P/P 144A 04.7500 11/01/2028 | 0.00% |
| NIELSEN FIN LLC/CO P/P 144A 05.0000 04/15/2022 | 0.00% |
| NORTHRIVER MIDSTREAM P/P 144A 05.6250 02/15/2026 | 0.00% |
| NUTRIEN LTD USD 02.9500 05/13/2030 | 0.00% |
| NZD/USD 01/20/2021 BCAP-FX | 0.00% |
| OASIS PETROLEUM INC SEDOL BLDDYB1 | 0.00% |
| OCCIDENTAL PETROLEUM COR 04.8500 03/15/2021 | 0.00% |
| ONEMAIN FINANCE CORP 06.6250 01/15/2028 | 0.00% |
| RITE AID CORP P/P 144A 07.5000 07/01/2025 | 0.00% |
| ROBERTSHAW TL 2L L+800 09.0000 02/28/2026 | 0.00% |
| SEK/USD 12/16/2020 GSFX | 0.00% |
| SOLENIS 2NDL L+850 08.7330 06/26/2026 | 0.00% |
| SOLERA LLC / SOLERA P/P 144A 10.5000 03/01/2024 | 0.00% |
| SPECTRUM BRANDS INC P/P 144A 05.0000 10/01/2029 | 0.00% |
| STACR 2015-DNA2 M3 04.0501 12/25/2027 | 0.00% |
| TAYLOR MORRISON COMM P/P 144A 05.7500 01/15/2028 | 0.00% |
| TENET HEALTHCARE 04.6250 07/15/2024 | 0.00% |
| TRANSDIGM INC. 06.5000 07/15/2024 | 0.00% |
| TRANSOCEAN POSEIDON P/P 144A 06.8750 02/01/2027 | 0.00% |
| TRI POINTE GROUP / HOMES 05.8750 06/15/2024 | 0.00% |
| TRI POINTE GROUP INC 05.7000 06/15/2028 | 0.00% |
| TYLER TECHNOLOGIES INC SEDOL 2909644 | 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% |
| WESCO DISTRIBUT P/P 144A 07.1250 06/15/2025 | 0.00% |
| WESTERN DIGITAL CORPORATION 04.7500 02/15/2026 | 0.00% |
| WFRBS 2012-C9 XA IO P/P 144A 02.0400 11/15/2045 | 0.00% |
| WMG ACQUISITION CORP P/P 144A 03.0000 02/15/2031 | 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% |
| ZAYO GROUP HLDG INC L+300 03.1455 03/09/2027 | 0.00% |
| ADMIRAL GROUP PLC SEDOL B02J639 | 0.00% |
| ALLISON TRANSMISSION P/P 144A 03.7500 01/30/2031 | 0.00% |
| AUD/USD 01/20/2021 CSI-FX | 0.00% |
| AUD/USD 01/20/2021 HSBCB | 0.00% |
| AUD/USD 01/20/2021 RBSF | 0.00% |
| BAUSCH HLTH COS INC P/P 144A 05.0000 02/15/2029 | 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% |
| BOYD GAMING CORP 04.7500 12/01/2027 | 0.00% |
| BOYD GAMING CORP P/P 144A 08.6250 06/01/2025 | 0.00% |
| BOYD GAMING CORPORATION 06.0000 08/15/2026 | 0.00% |
| BROOKFIELD RESID P/P 144A 06.2500 09/15/2027 | 0.00% |
| BUCKEYE PARTNERS LP 05.8500 11/15/2043 | 0.00% |
| CAD/USD 01/20/2021 GSFX | 0.00% |
| CAD/USD 01/20/2021 MSCIL | 0.00% |
| CARNIVAL CORP P/P 144A 11.5000 04/01/2023 | 0.00% |
| CAS 2016-C07 2M2 04.5001 05/25/2029 | 0.00% |
| CCO HOLDINGS LLC P/P 144A 04.5000 08/15/2030 | 0.00% |
| CENTENE CORP 03.0000 10/15/2030 | 0.00% |
| CHARTER COMM OPT LLC 05.3750 05/01/2047 | 0.00% |
| CHS/COMMUNITY HEALTH P/P 144A 08.0000 03/15/2026 | 0.00% |
| CINEMARK USA INC 05.1250 12/15/2022 | 0.00% |
| CLEAN HARBORS INC P/P 144A 05.1250 07/15/2029 | 0.00% |
| CLEARWATER PAPER COR P/P 144A 04.7500 08/15/2028 | 0.00% |
| CLP/USD 01/20/2021 CITI | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 JP | 0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 JP | 0.00% |
| COLOPLAST-B SEDOL B8FMRX8 | 0.00% |
| COMM 2014-LC17 XA IO 00.8755 10/10/2047 | 0.00% |
| COMMSCOPE INC P/P 144A 06.0000 03/01/2026 | 0.00% |
| COMPASS MINERALS INT P/P 144A 04.8750 07/15/2024 | 0.00% |
| COMSTOCK RESOURCES 09.7500 08/15/2026 | 0.00% |
| CWALT 2005-27 1A1 01.7129 08/25/2035 | 0.00% |
| DEVON ENERGY CORPORATION 05.6000 07/15/2041 | 0.00% |
| DOMINO'S PIZZA INC SEDOL B01SD70 | 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% |
| FHR 3408 EK 25.2262 04/15/2037 | 0.00% |
| FRONTIER COMM P/P 144A 06.7500 05/01/2029 | 0.00% |
| GAMESA SEDOL B01CP21 | 0.00% |
| GAP INC/THE P/P 144A 08.6250 05/15/2025 | 0.00% |
| GARTNER INC P/P 144A 03.7500 10/01/2030 | 0.00% |
| GATES GLOBAL TLB L+275 03.7500 03/31/2024 | 0.00% |
| GBP/USD 12/16/2020 MSCIL | 0.00% |
| GBP/USD 12/16/2020 SSBT | 0.00% |
| GNMA GII30 AY2298 04.7000 05/20/2067 | 0.00% |
| GNMA GII30 AY4779 04.5110 03/20/2067 | 0.00% |
| GNMA GII30 BA7681 04.6120 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 BL6218 06.0000 02/20/2049 | 0.00% |
| GO DADDY OPCO/FINCO P/P 144A 05.2500 12/01/2027 | 0.00% |
| GRAY TELEVISION INC P/P 144A 04.7500 10/15/2030 | 0.00% |
| GSMS 2010-C1 D P/P 144A 06.1257 08/10/2043 | 0.00% |
| GSMS 2013-GC10 XA IO 01.6367 02/10/2046 | 0.00% |
| HANESBRANDS INC P/P 144A 05.3750 05/15/2025 | 0.00% |
| HCA INC 03.5000 09/01/2030 | 0.00% |
| HORMEL FOODS CORP SEDOL 2437264 | 0.00% |
| INTERNATIONAL LEASE FIN CORP 05.8750 08/15/2022 | 0.00% |
| IRON MOUNTAIN INC P/P 144A 05.2500 03/15/2028 | 0.00% |
| JELD-WEN INC P/P 144A 04.8750 12/15/2027 | 0.00% |
| JELD-WEN INC P/P 144A 06.2500 05/15/2025 | 0.00% |
| KINDER MORGAN ENER PART 05.4000 09/01/2044 | 0.00% |
| KRW/USD 02/17/2021 HSBCB | 0.00% |
| L BRANDS INC P/P 144A 06.6250 10/01/2030 | 0.00% |
| LEVEL 3 FINANCING IN P/P 144A 03.6250 01/15/2029 | 0.00% |
| LEVI STRAUSS & CO. 05.0000 05/01/2025 | 0.00% |
| MASONITE INTL C P/P 144A 05.3750 02/01/2028 | 0.00% |
| MPH ACQUISITION HLDG P/P 144A 05.7500 11/01/2028 | 0.00% |
| MSAC 2004-HE6 M1 00.9751 08/25/2034 | 0.00% |
| MSBAM 2014-C17 XA IO 01.2335 08/15/2047 | 0.00% |
| NATIONAL GRID PLC SEDOL BDR05C0 | 0.00% |
| NATIONSTAR MTG P/P 144A 06.0000 01/15/2027 | 0.00% |
| NN GROUP NV SEDOL BNG8PQ9 | 0.00% |
| NRG ENERGY INC 05.7500 01/15/2028 | 0.00% |
| NRG ENERGY INC P/P 144A 05.2500 06/15/2029 | 0.00% |
| OCCIDENTAL PETROLEUM COR 03.5000 06/15/2025 | 0.00% |
| ONEMAIN FINANCE CORP 07.1250 03/15/2026 | 0.00% |
| ONEMAIN FINANCE CORP 08.8750 06/01/2025 | 0.00% |
| ORTHO-CLINICAL P/P 144A 07.3750 06/01/2025 | 0.00% |
| OWENS-BROCKWAY P/P 144A 06.6250 05/13/2027 | 0.00% |
| PANTHER BF AGGREGA P/P 144A 06.2500 05/15/2026 | 0.00% |
| PENSKE AUTOMOTIVE GROUP 05.3750 12/01/2024 | 0.00% |
| PRIME SEC/FIN P/P 144A 03.3750 08/31/2027 | 0.00% |
| PROLOGIS LP 02.1250 04/15/2027 | 0.00% |
| QORVO INC P/P 144A 03.3750 04/01/2031 | 0.00% |
| REPUBLIC OF VENEZUELA REGS 08.2500 10/13/2024 | 0.00% |
| ROBERTSHAW US HOLDING L+325 04.5000 02/28/2025 | 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% |
| SEK/USD 12/16/2020 JPMCB | 0.00% |
| SEK/USD 12/16/2020 UBS | 0.00% |
| SINCLAIR TELE P/P 144A 04.1250 12/01/2030 | 0.00% |
| SIRIUS XM RADIO INC. P/P 144A 05.5000 07/01/2029 | 0.00% |
| SM ENERGY CO 06.1250 11/15/2022 | 0.00% |
| SM ENERGY CO 06.7500 09/15/2026 | 0.00% |
| STACR 2018-HQA2 M2 02.4501 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% |
| TEMPO ACQ LLC/FI P/P 144A 05.7500 06/01/2025 | 0.00% |
| THE AES CORPORATION 05.1250 09/01/2027 | 0.00% |
| UBSBB 2012-C4 XA IO P/P 144A 01.7528 12/10/2045 | 0.00% |
| US CONCRETE INC P/P 144A 05.1250 03/01/2029 | 0.00% |
| USA COM PART/USA COM 06.8750 09/01/2027 | 0.00% |
| VIATRIS INC SEDOL BMWS3X9 | 0.00% |
| WFRBS 2012-C10 XA IO P/P 144A 01.6721 12/15/2045 | 0.00% |
| YUM! BRANDS INC 03.6250 03/15/2031 | 0.00% |
| ZAYO GROUP HLDG INC P/P 144A 06.1250 03/01/2028 | 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% |
| AMERICAN BATH 1L2 L+450 05.2500 11/19/2027 | 0.00% |
| AMERICAN INTL GROUP 08.1750 05/15/2058 | 0.00% |
| AMPOL LTD SEDOL BM91201 | 0.00% |
| APACHE CORPORATION 04.8750 11/15/2027 | 0.00% |
| ARCHES BUYER INC P/P 144A 04.2500 06/01/2028 | 0.00% |
| AVIENT CORP P/P 144A 05.7500 05/15/2025 | 0.00% |
| AZRIELI GROUP LTD SEDOL B5MN1W0 | 0.00% |
| BANK OF MONTREAL USD 03.8030 12/15/2032 | 0.00% |
| BEACON ROOFING SUPPL P/P 144A 04.5000 11/15/2026 | 0.00% |
| BERRY GLOBAL INC 05.1250 07/15/2023 | 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% |
| BY CROWN/BY BOND P/P 144A 04.2500 01/31/2026 | 0.00% |
| CAS 2014-C04 2M2 05.1501 11/25/2024 | 0.00% |
| CAS 2015-C02 1M2 04.1501 05/25/2025 | 0.00% |
| CBRE SERVICES INC 05.2500 03/15/2025 | 0.00% |
| CBS OUT AMER CAP LLC 05.6250 02/15/2024 | 0.00% |
| CIT GROUP INC 05.0000 08/01/2023 | 0.00% |
| CIT GROUP INC. 05.0000 08/15/2022 | 0.00% |
| CORNERSTONE BUILDING P/P 144A 08.0000 04/15/2026 | 0.00% |
| CPG INTL TL L+375 04.7500 05/05/2024 | 0.00% |
| DELL INT / EMC P/P 144A 05.8500 07/15/2025 | 0.00% |
| DUN & BRADSTREET COR P/P 144A 06.8750 08/15/2026 | 0.00% |
| EMERGENT BIOSOLUTION P/P 144A 03.8750 08/15/2028 | 0.00% |
| FEDEX CORP 02.6250 08/01/2022 | 0.00% |
| FNR 2007-53 SP 23.6495 06/25/2037 | 0.00% |
| FOX CORP - CLASS B SEDOL BJJMGY5 | 0.00% |
| GBP/USD 12/16/2020 WPAC | 0.00% |
| GFL ENVIRONMENTAL IN P/P 144A 04.0000 08/01/2028 | 0.00% |
| GNMA GII30 BM1953 06.0000 03/20/2049 | 0.00% |
| GNMA GII30 BM4196 06.0000 04/20/2049 | 0.00% |
| HK ELECTRIC INVEST SEDOL BJ3WDZ1 | 0.00% |
| INSPIRE BRANDS TLB L+325 04.2500 11/19/2027 | 0.00% |
| INTERCONTINENTAL EXCHANGE IN SEDOL BFSSDS9 | 0.00% |
| IOS.FN30.400.10 R USL1M P 01/12/41 BC | 0.00% |
| JAGUAR HL / PPDI P/P 144A 05.0000 06/15/2028 | 0.00% |
| JAPAN TOBACCO INC SEDOL 6474535 | 0.00% |
| JPMBB 2014-C19 XA IO 00.8981 04/15/2047 | 0.00% |
| LIVE NATION ENT P/P 144A 04.8750 11/01/2024 | 0.00% |
| LOEWS CORP SEDOL 2523022 | 0.00% |
| MAUSER PACKAGING P/P 144A 08.5000 04/15/2024 | 0.00% |
| MBX.FN30.500.10 R USL1M P 01/12/41 CI | 0.00% |
| MCKESSON CORP SEDOL 2378534 | 0.00% |
| METRO INC/CN SEDOL 2583952 | 0.00% |
| MICROSOFT CORP 02.5250 06/01/2050 | 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% |
| OSHKOSH CORP 03.1000 03/01/2030 | 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% |
| PHILLIPS 66 SEDOL B78C4Y8 | 0.00% |
| PRUDENTIAL FINANCIAL INC 05.6250 06/15/2043 | 0.00% |
| SERVICE PROPERTIES TRUST 07.5000 09/15/2025 | 0.00% |
| SM ENERGY CO 05.0000 01/15/2024 | 0.00% |
| SPECTRUM BRANDS INC 06.1250 12/15/2024 | 0.00% |
| STACR 2015-DN1 M3 04.3001 01/25/2025 | 0.00% |
| T-MOBILE USA INC. 04.0000 04/15/2022 | 0.00% |
| TARGA RES PRTNRS 05.5000 03/01/2030 | 0.00% |
| TARGA RESOURCES PART 06.8750 01/15/2029 | 0.00% |
| TRANSOCEAN PONTUS LT P/P 144A 06.1250 08/01/2025 | 0.00% |
| US CONCRETE INC 06.3750 06/01/2024 | 0.00% |
| VALVOLINE INC 04.3750 08/15/2025 | 0.00% |
| VIPER ENERGY P/P 144A 05.3750 11/01/2027 | 0.00% |
| WFRBS 2011-C4 E P/P 144A 05.3828 06/15/2044 | 0.00% |
| WMG ACQUISITION CORP P/P 144A 05.5000 04/15/2026 | 0.00% |
| WPX ENERGY INC 04.5000 01/15/2030 | 0.00% |
| WYNN RESORTS FIN LLC P/P 144A 07.7500 04/15/2025 | 0.00% |
| ABC SUPPLY CO INC P/P 144A 05.8750 05/15/2026 | 0.00% |
| AKER BP ASA P/P 144A 05.8750 03/31/2025 | 0.00% |
| AMERICAN AXLE & MANUF L+225 03.0000 04/06/2024 | 0.00% |
| APACHE CORP 04.6250 11/15/2025 | 0.00% |
| AUD/USD 01/20/2021 TDBK | 0.00% |
| BANK OF AMERICA CORP 06.5000 10/29/2049 | 0.00% |
| BAYTEX ENERGY CORP P/P 144A 05.6250 06/01/2024 | 0.00% |
| BERRY GLOBAL INC P/P 144A 04.5000 02/15/2026 | 0.00% |
| BOMBARDIER INC P/P 144A 07.5000 12/01/2024 | 0.00% |
| BUCKEYE PARTNERS LP 03.9500 12/01/2026 | 0.00% |
| CABOT OIL & GAS CORP | 0.00% |
| CAD/USD 01/20/2021 PSBS | 0.00% |
| CAD/USD 01/20/2021 RBSF | 0.00% |
| CALPINE CORP P/P 144A 05.0000 02/01/2031 | 0.00% |
| CD&R WATERWORKS MERGER 144A 6.125000 08/15/2025 | 0.00% |
| CINEMARK USA INC 04.8750 06/01/2023 | 0.00% |
| CINEMARK USA INC P/P 144A 08.7500 05/01/2025 | 0.00% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CS | 0.00% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CS | 0.00% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 ML | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.00% |
| CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 JP | 0.00% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.BB.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 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% |
| COLORADO INTERSTATE GAS CO 06.8500 06/15/2037 | 0.00% |
| COMM 2014-CR18 XA IO 01.1655 07/15/2047 | 0.00% |
| COMMSCOPE INC P/P 144A 05.5000 03/01/2024 | 0.00% |
| CP ATLAS BUYER INC P/P 144A 07.0000 12/01/2028 | 0.00% |
| DIAMONDBACK ENERGY INC 05.3750 05/31/2025 | 0.00% |
| EUR/USD 12/16/2020 HSBCB | 0.00% |
| EUR/USD 12/16/2020 RBSF | 0.00% |
| FHR 2990 LB 16.5856 06/15/2034 | 0.00% |
| FHR 3072 SM 04.2533 11/15/2035 | 0.00% |
| FHR 3249 PS 21.8101 12/15/2036 | 0.00% |
| GARTNER INC P/P 144A 04.5000 07/01/2028 | 0.00% |
| GBP/USD 12/16/2020 RBSF | 0.00% |
| GNMA GII30 BJ9611 04.5000 05/20/2049 | 0.00% |
| GNMA GII30 BN1506 04.5000 05/20/2049 | 0.00% |
| GNMA GII30 BN1509 05.0000 05/20/2049 | 0.00% |
| GNR 2010-9 UI IO 05.0000 01/20/2040 | 0.00% |
| GNR 2013-14 IO IO 03.5000 12/20/2042 | 0.00% |
| GRIFOLS SEDOL B01SPF2 | 0.00% |
| GSMS 2013-GC12 XA IO 01.5452 06/10/2046 | 0.00% |
| HUDBAY MINERALS INC P/P 144A 06.1250 04/01/2029 | 0.00% |
| IHS MARKIT LTD P/P 144A 04.0000 03/01/2026 | 0.00% |
| JAGUAR HL / PPDI P/P 144A 04.6250 06/15/2025 | 0.00% |
| KYUSHU RAILWAY COMPANY SEDOL BD2BST6 | 0.00% |
| L BRANDS INC P/P 144A 06.8750 07/01/2025 | 0.00% |
| L BRANDS INC P/P 144A 09.3750 07/01/2025 | 0.00% |
| LAMB WESTON HOLDINGS P/P 144A 04.6250 11/01/2024 | 0.00% |
| LBUBS 2008-C1 AM 06.2742 04/15/2041 | 0.00% |
| LENNAR CORP 05.8750 11/15/2024 | 0.00% |
| MACY'S INC P/P 144A 08.3750 06/15/2025 | 0.00% |
| MATCH GRP HLD II LLC P/P 144A 04.1250 08/01/2030 | 0.00% |
| MAUSER PACKAGING SOL P/P 144A 05.5000 04/15/2024 | 0.00% |
| MERCK & CO INC 02.9000 03/07/2024 | 0.00% |
| NABORS IND LTD P/P 144A 07.2500 01/15/2026 | 0.00% |
| NABORS IND LTD P/P 144A 07.5000 01/15/2028 | 0.00% |
| NEWFIELD EXPLORATION CO 05.3750 01/01/2026 | 0.00% |
| NEWFIELD EXPLORATION CO 05.6250 07/01/2024 | 0.00% |
| NOK/USD 12/16/2020 GSFX | 0.00% |
| NOK/USD 12/16/2020 HSBCB | 0.00% |
| NRG ENERGY INC 06.6250 01/15/2027 | 0.00% |
| OCCIDENTAL PETROLEUM COR 05.8750 09/01/2025 | 0.00% |
| OMIR 2018-1A M1 01.7001 07/25/2028 | 0.00% |
| PENSKE AUTOMOTIVE GROUP 03.5000 09/01/2025 | 0.00% |
| QUEBECOR MEDIA INC USD 05.7500 01/15/2023 | 0.00% |
| RACKSPACE HOSTING INC L+300 04.0000 11/03/2023 | 0.00% |
| REGENCY ENERGY P 04.5000 11/01/2023 | 0.00% |
| REPSOL SA SEDOL 5669354 | 0.00% |
| REPUBLIC OF VENEZUELA REGS 09.0000 05/07/2023 | 0.00% |
| RIO TINTO LTD SEDOL 6220103 | 0.00% |
| ROYAL CARIBBEAN P/P 144A 09.1250 06/15/2023 | 0.00% |
| SAP SE SEDOL 4846288 | 0.00% |
| SCHINDLER HOLDING-PART CERT SEDOL B11TCY0 | 0.00% |
| SEK/USD 12/16/2020 SSBT | 0.00% |
| SM ENERGY CO 06.6250 01/15/2027 | 0.00% |
| SM ENERGY CO P/P 144A 10.0000 01/15/2025 | 0.00% |
| STACR 2020-DNA5 M1 01.3877 10/25/2050 | 0.00% |
| SUBARU CORP SEDOL 6356406 | 0.00% |
| T-MOBILE USA INC 06.0000 03/01/2023 | 0.00% |
| TALLGRASS NRG PRTNR/ P/P 144A 07.5000 10/01/2025 | 0.00% |
| TAYLOR MORRISON COMM P/P 144A 05.1250 08/01/2030 | 0.00% |
| TENET HEALTHCARE P/P 144A 06.2500 02/01/2027 | 0.00% |
| TENET HEALTHCARE P/P 144A 07.5000 04/01/2025 | 0.00% |
| TRANSDIGM INC P/P 144A 08.0000 12/15/2025 | 0.00% |
| WEEKLEY HM LLC/ P/P 144A 04.8750 09/15/2028 | 0.00% |
| WMG ACQUISITION CORP P/P 144A 03.0000 02/15/2031 | 0.00% |
| YUM! BRANDS INC. P/P 144A 07.7500 04/01/2025 | 0.00% |
| ZAYO GROUP HLDG INC P/P 144A 04.0000 03/01/2027 | 0.00% |
| 0.70 R ISWP FWD US0003M P 12/16/2030 | 0.00% |
| 0.97 R ISWP US0003M P 11/12/2030 | 0.00% |
| ALLEGHENY TECHNOLOGIES 05.8750 12/01/2027 | 0.00% |
| ARCHES BUYER INC P/P 144A 06.1250 12/01/2028 | 0.00% |
| BOMBARDIER INC P/P 144A 08.7500 12/01/2021 | 0.00% |
| BSCMS 2006-PW11 B P/P 144A 05.7021 03/11/2039 | 0.00% |
| CAD/USD 01/20/2021 HSBCB | 0.00% |
| CAD/USD 01/20/2021 WPAC | 0.00% |
| CALPINE CORP P/P 144A 04.6250 02/01/2029 | 0.00% |
| CDW LLC/CDW FINANCE 03.2500 02/15/2029 | 0.00% |
| CMB CMBX.NA.A.7 2047-01-17 200.0 01/17/2047 CG | 0.00% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CG | 0.00% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CG | 0.00% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CS | 0.00% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 MS | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.00% |
| CMB CMBX.NA.BB.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.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 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 CG | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 JP | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 ML | 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 MS | 0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 ML | 0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 MS | 0.00% |
| CMB CMBX.NA.BBB-.9 2058-09-17 300.0 09/17/2058 CG | 0.00% |
| CVS PASS-THROUGH TRUST 06.0360 12/10/2028 | 0.00% |
| ENERGIZER HLDG INC P/P 144A 07.7500 01/15/2027 | 0.00% |
| EQT CORP 05.0000 01/15/2029 | 0.00% |
| EUR/USD 12/16/2020 MSCIL | 0.00% |
| FNMA FN30 BO0212 UMBS 04.5000 05/01/2049 | 0.00% |
| FNR 2005-106 JC 19.6585 12/25/2035 | 0.00% |
| FNR 2005-75 GS 19.7996 08/25/2035 | 0.00% |
| FNR 2006-62 PS 38.9992 07/25/2036 | 0.00% |
| GBP/USD 12/16/2020 JPMCB | 0.00% |
| GBP/USD 12/16/2020 TDBK | 0.00% |
| GBP/USD 12/16/2020 UBS | 0.00% |
| GLOBAL PART/GLP FIN P/P 144A 06.8750 01/15/2029 | 0.00% |
| GNMA GII30 BN2618 04.5000 05/20/2049 | 0.00% |
| GNMA GII30 BN7073 04.5000 05/20/2049 | 0.00% |
| GNR 2012-141 WI IO 03.5000 11/20/2041 | 0.00% |
| GNR 2015-124 NI IO 03.5000 06/20/2039 | 0.00% |
| IHEARTMEDIA INC - CLASS A SEDOL BJVR9Y9 | 0.00% |
| JPY/USD 02/17/2021 HSBCB | 0.00% |
| JPY/USD 02/17/2021 UBS | 0.00% |
| JPY/USD 02/17/2021 WPAC | 0.00% |
| MALLINCKRODT FIN/SB P/P 144A 10.0000 04/15/2025 | 0.00% |
| MERCER INTL INC USD 07.3750 01/15/2025 | 0.00% |
| MOLINA HEALTHCARE IN P/P 144A 04.8750 06/15/2025 | 0.00% |
| MSC 2007-HQ11 C 05.5580 02/12/2044 | 0.00% |
| NABORS INDUSTRIES INC. 05.7500 02/01/2025 | 0.00% |
| NOK/USD 12/16/2020 JPMCB | 0.00% |
| NZD/USD 01/20/2021 CSI-FX | 0.00% |
| NZD/USD 01/20/2021 JPMCB | 0.00% |
| PAR PHARMA INC P/P 144A 07.5000 04/01/2027 | 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% |
| RACKSPACE TECHNOLOGY P/P 144A 05.3750 12/01/2028 | 0.00% |
| ROYAL BANK OF CANADA USD 02.8000 04/29/2022 | 0.00% |
| SEK/USD 12/16/2020 HSBCB | 0.00% |
| SGD/USD 02/17/2021 JPMCB | 0.00% |
| STACR 2019-DNA2 M2 02.6001 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% |
| TENNECO INC P/P 144A 07.8750 01/15/2029 | 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% |
| TOYOTA MOTOR CORP SEDOL 6900643 | 0.00% |
| TRANSDIGM INC 06.5000 05/15/2025 | 0.00% |
| TRONOX INC P/P 144A 06.5000 05/01/2025 | 0.00% |
| 0.2325 R ISWP US0003M P 11/06/2022 | 0.00% |
| 0.25 R ISWP FWD US0003M P 12/16/2022 | 0.00% |
| 0.258 R ISWP US0003M P 11/20/2022 | 0.00% |
| 0.26 R ISWP US0003M P 11/19/2022 | 0.00% |
| 0.8025 R ISWP US0003M P 11/06/2030 | 0.00% |
| 0.838 R ISWP US0003M P 10/23/2030 | 0.00% |
| 0.887 R ISWP US0003M P 11/20/2030 | 0.00% |
| ADVANZ PHARMA CORP LTD SEDOL BG0RYR7 | 0.00% |
| AUD/USD 01/20/2021 CITI | 0.00% |
| AUD/USD 01/20/2021 MSCIL | 0.00% |
| BACM 2007-1 XW IO 00.6235 01/15/2049 | 0.00% |
| BSCMS 06-PW14 X1 IO P/P 144A 00.7545 12/11/2038 | 0.00% |
| CAD/USD 01/20/2021 CITI | 0.00% |
| CD 2007-CD4 XW IO P/P 144A 01.3793 12/11/2049 | 0.00% |
| CGCMT 2006-C5 XC IO P/P 144A 00.7191 10/15/2049 | 0.00% |
| CHF/USD 12/16/2020 GSFX | 0.00% |
| CHF/USD 12/16/2020 JPMCB | 0.00% |
| CHF/USD 12/16/2020 MSCIL | 0.00% |
| CHF/USD 12/16/2020 RBSF | 0.00% |
| CHF/USD 12/16/2020 TDBK | 0.00% |
| CLEAR CHANNEL OUTDOOR HOLDIN SEDOL BJHVCH9 | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 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.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 ML | 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.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.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 JP | 0.00% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 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.BBB-.10 2059-11-17 300.0 11/17/2059 CG | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 CG | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 JP | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 JP | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.00% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 CG | 0.00% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 CG | 0.00% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 CG | 0.00% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 CG | 0.00% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 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-.12 2061-08-17 300.0 08/17/2061 CG | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 GS | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 JP | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 JP | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 JP | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 JP | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 MS | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 MS | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 MS | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 MS | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 MS | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 MS | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 MS | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 BA | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.BBB-.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% |
| CNH/USD 02/18/2021 BANKAM | 0.00% |
| CNH/USD 02/18/2021 JPMCB | 0.00% |
| CNH/USD 02/18/2021 WPAC | 0.00% |
| CSFB 2003-C3 AX IO P/P 144A 01.9335 05/15/2038 | 0.00% |
| CSMC 2007-C2 AX IO P/P 144A 00.0428 01/15/2049 | 0.00% |
| DKK/USD 12/16/2020 CITI | 0.00% |
| EUR/CHF CALL 1.10 20201209 CSI-FX | 0.00% |
| EUR/CHF CALL 1.12 20201209 CSI-FX | 0.00% |
| EUR/USD 12/16/2020 BANKAM | 0.00% |
| EUR/USD 12/16/2020 GSFX | 0.00% |
| EUR/USD 12/16/2020 TDBK | 0.00% |
| EUR/USD 12/16/2020 UBS | 0.00% |
| EUR/USD 12/16/2020 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% |
| FNR 2005-83 QP 17.0037 11/25/2034 | 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% |
| FNR 2007-14 KO PO 00.0000 03/25/2037 | 0.00% |
| GBP/USD 12/16/2020 BCAP-FX | 0.00% |
| GBP/USD 12/16/2020 CITI | 0.00% |
| GBP/USD 12/16/2020 CSI-FX | 0.00% |
| GBP/USD 12/16/2020 GSFX | 0.00% |
| GBP/USD 12/16/2020 HSBCB | 0.00% |
| GBP/USD PUT 1.20 20201218 BANKAM | 0.00% |
| GBP/USD PUT 1.23 20201218 BANKAM | 0.00% |
| GECMC 2007-C1 XC IO P/P 144A 00.2595 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% |
| GNR 2019-78 SJ IO 05.9035 06/20/2049 | 0.00% |
| HC BRILLANT SERVICES GMBH P/P | 0.00% |
| HKD/USD 02/17/2021 BANKAM | 0.00% |
| HKD/USD 02/17/2021 BCAP-FX | 0.00% |
| HKD/USD 02/17/2021 HSBCB | 0.00% |
| HKD/USD 02/17/2021 SSBT | 0.00% |
| HKD/USD 02/17/2021 UBS | 0.00% |
| INTELSAT JACKSON HLD P/P 144A 08.0000 02/15/2024 | 0.00% |
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| IOS.FN30.400.10 R USL1M P 01/12/41 BC | 0.00% |
| IOS.FN30.400.11 R USL1M P 01/12/42 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.FN30.500.10 P USL1M R 01/12/41 BC | 0.00% |
| IOS.FN30.600.08 R USL1M P 01/12/39 GS | 0.00% |
| IOS.FN30.650.67 R USL1M P 01/12/38 BC | 0.00% |
| IOS.FN30.650.67 R USL1M P 01/12/38 GS | 0.00% |
| JPMCC 05-CB12 X1 IO P/P 144A 00.3200 09/12/2037 | 0.00% |
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| JPY/USD 02/17/2021 BANKAM | 0.00% |
| JPY/USD 02/17/2021 BCAP-FX | 0.00% |
| JPY/USD 02/17/2021 CITI | 0.00% |
| JPY/USD 02/17/2021 GSFX | 0.00% |
| JPY/USD 02/17/2021 JPMCB | 0.00% |
| JPY/USD 02/17/2021 MSCIL | 0.00% |
| JPY/USD 02/17/2021 RBSF | 0.00% |
| JPY/USD 02/17/2021 SSBT | 0.00% |
| JPY/USD 02/17/2021 TDBK | 0.00% |
| KION GROUP AG-RTS SEDOL BMC7422 | 0.00% |
| LBUBS 2007-C2 XW IO 00.3514 02/15/2040 | 0.00% |
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| MEZZ 2007-C5 X IO P/P 144A 07.0043 12/15/2049 | 0.00% |
| MWO HOLDINGS LLC | 0.00% |
| NOK/USD 12/16/2020 MSCIL | 0.00% |
| NOK/USD 12/16/2020 UBS | 0.00% |
| NZD/USD 01/20/2021 HSBCB | 0.00% |
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| 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 12/16/2020 MSCIL | 0.00% |
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| WBCMT 2006-C29 IO IO 00.4582 11/15/2048 | 0.00% |
| 0.876 R ISWP US0003M P 11/19/2030 | -0.00% |
| 0.97164 R ISWP US0003M P 11/12/2030 | -0.00% |
| 0.9745 R ISWP US0003M P 11/12/2030 | -0.00% |
| 0.977 R ISWP US0003M P 11/12/2030 | -0.00% |
| 0.97881 R ISWP US0003M P 11/12/2030 | -0.00% |
| AUD/USD 01/20/2021 GSFX | -0.00% |
| AUD/USD 01/20/2021 JPMCB | -0.00% |
| CAD/USD 01/20/2021 CSI-FX | -0.00% |
| CHF/USD 12/16/2020 HSBCB | -0.00% |
| CHF/USD 12/16/2020 SSBT | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.A.7 2047-01-17 200.0 01/17/2047 JP | -0.00% |
| CMB CMBX.NA.BB.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 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% |
| CNH/USD 02/18/2021 GSFX | -0.00% |
| CNH/USD 02/18/2021 HSBCB | -0.00% |
| EUR/USD 12/16/2020 BCAP-FX | -0.00% |
| EUR/USD 12/16/2020 CSI-FX | -0.00% |
| EUR/USD 12/16/2020 JPMCB | -0.00% |
| INR/USD 02/17/2021 HSBCB | -0.00% |
| INR/USD 02/17/2021 JPMCB | -0.00% |
| IOS.FN30.400.11 P USL1M R 01/12/42 JP | -0.00% |
| MBX.FN30.600.08 P USL1M R 01/12/39 BC | -0.00% |
| MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.00% |
| MXN/USD 01/20/2021 BANKAM | -0.00% |
| NZD/USD 01/20/2021 PSBS | -0.00% |
| NZD/USD 01/20/2021 TDBK | -0.00% |
| NZD/USD 01/20/2021 WPAC | -0.00% |
| SEK/USD 12/16/2020 CITI | -0.00% |
| SEK/USD 12/16/2020 TDBK | -0.00% |
| TWD/USD 02/17/2021 JPMCB | -0.00% |
| AUD/USD 01/20/2021 WPAC | -0.00% |
| CAD/USD 01/20/2021 BANKAM | -0.00% |
| CAD/USD 01/20/2021 UBS | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 JP | -0.00% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 JP | -0.00% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 MS | -0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.00% |
| EUR/USD 12/16/2020 SSBT | -0.00% |
| SEK/USD 12/16/2020 BCAP-FX | -0.00% |
| SEK/USD 12/16/2020 RBSF | -0.00% |
| TWD/USD 02/17/2021 GSFX | -0.00% |
| AUD/USD 01/20/2021 BANKAM | -0.00% |
| CAD/USD 01/20/2021 JPMCB | -0.00% |
| CAD/USD 01/20/2021 TDBK | -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% |
| NZD/USD 01/20/2021 RBSF | -0.00% |
| NOK/USD 12/16/2020 SSBT | -0.00% |
| NZD/USD 01/20/2021 BANKAM | -0.00% |
| NZD/USD 01/20/2021 GSFX | -0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 CS | -0.00% |
| EUR/USD 12/16/2020 CITI | -0.00% |
| NZD/USD 01/20/2021 CITI | -0.00% |
| AUD/USD 01/20/2021 PSBS | -0.01% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 CG | -0.01% |
| AUD/USD 01/20/2021 UBS | -0.01% |
| MBX.FN30.650.67 P USL1M R 01/12/38 BC | -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% |
| 1.15 R ISWP FWD US0003M P 12/16/2050 | -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 GS | -0.02% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP | -0.02% |
| GNMA GII30 TBA 04.5000 12/01/2050 | -0.08% |
| FNMA FN30 TBA UMBS 03.0000 12/01/2050 | -0.19% |
| US 2YR NOTE (CBT) MAR21 TUH1 | -0.25% |
| MSCI EAFE DEC20 MFSZ0 | -0.65% |
| US 10YR ULTRA FUT MAR21 UXYH1 | -2.67% |
| S&P500 EMINI FUT DEC20 ESZ0 | -2.97% |
| GSGLPWDS P US0001M R 12/15/25 GS | -4.01% |
| GSGLPWDL R US0001M P 12/15/25 GS | 6.15% |
|---|---|
| US 5YR NOTE (CBT) DEC20 FVZ0 | 4.48% |
| E-MINI RUSS 2000 DEC20 RTYZ0 | 3.81% |
| GNMA GII30 TBA 03.5000 11/01/2050 | 3.22% |
| APPLE INC SEDOL 2046251 | 3.13% |
| CGPUTQL2 R US0003M P 06/10/21 CI | 2.95% |
| AMAZON.COM INC SEDOL 2000019 | 2.59% |
| MICROSOFT CORP SEDOL 2588173 | 2.58% |
| US ULTRA BOND CBT DEC20 WNZ0 | 2.34% |
| US 10YR NOTE (CBT)DEC20 TYZ0 | 1.76% |
| ALPHABET INC-CL A SEDOL BYVY8G0 | 1.48% |
| FNMA FN30 TBA UMBS 02.0000 12/01/2050 | 1.41% |
| GSGLPHCL R US0001M P 12/15/25 GS | 1.23% |
| FNMA FN30 TBA UMBS 02.5000 12/01/2050 | 1.18% |
| FNMA FN15 TBA UMBS 02.5000 11/01/2035 | 1.14% |
| FHLMC FR30 ZS4750 UMBS 03.0000 01/01/2048 | 1.00% |
| US LONG BOND(CBT) DEC20 USZ0 | 0.99% |
| JPMORGAN CHASE & CO SEDOL 2190385 | 0.96% |
| PROCTER & GAMBLE CO/THE SEDOL 2704407 | 0.91% |
| ADOBE INC SEDOL 2008154 | 0.88% |
| NVIDIA CORP SEDOL 2379504 | 0.83% |
| QUALCOMM INC SEDOL 2714923 | 0.82% |
| VERIZON COMMUNICATIONS INC SEDOL 2090571 | 0.74% |
| JOHNSON & JOHNSON SEDOL 2475833 | 0.64% |
| CITIGROUP INC SEDOL 2297907 | 0.57% |
| NORTHROP GRUMMAN CORP SEDOL 2648806 | 0.56% |
| CISCO SYSTEMS INC SEDOL 2198163 | 0.56% |
| FACEBOOK INC-CLASS A SEDOL B7TL820 | 0.56% |
| ELI LILLY & CO SEDOL 2516152 | 0.55% |
| ALPHABET INC-CL C SEDOL BYY88Y7 | 0.54% |
| CHARTER COMMUNICATIONS INC-A SEDOL BZ6VT82 | 0.54% |
| FNMA FN30 MA3563 UMBS 04.0000 01/01/2049 | 0.53% |
| INTUIT INC SEDOL 2459020 | 0.52% |
| LOCKHEED MARTIN CORP SEDOL 2522096 | 0.50% |
| FNMA FN30 TBA UMBS 03.5000 11/01/2050 | 0.50% |
| FNMA FN30 TBA UMBS 06.0000 11/01/2050 | 0.48% |
| PEPSICO INC SEDOL 2681511 | 0.48% |
| FNMA FN30 FM1741 UMBS 04.0000 04/01/2049 | 0.48% |
| WALMART INC SEDOL 2936921 | 0.47% |
| MERCK & CO. INC. SEDOL 2778844 | 0.47% |
| SERVICENOW INC SEDOL B80NXX8 | 0.46% |
| COMCAST CORP-CLASS A SEDOL 2044545 | 0.46% |
| MEDTRONIC PLC SEDOL BTN1Y11 | 0.42% |
| EBAY INC SEDOL 2293819 | 0.42% |
| DOCUSIGN INC SEDOL BFYT7B7 | 0.41% |
| FNMA FN30 TBA UMBS 02.5000 11/01/2050 | 0.41% |
| HONEYWELL INTERNATIONAL INC SEDOL 2020459 | 0.41% |
| AMERICAN ELECTRIC POWER SEDOL 2026242 | 0.40% |
| ACTIVISION BLIZZARD INC SEDOL 2575818 | 0.40% |
| EXELON CORP SEDOL 2670519 | 0.38% |
| PAYPAL HOLDINGS INC SEDOL BYW36M8 | 0.37% |
| FNMA FN30 TBA UMBS 01.5000 12/01/2050 | 0.36% |
| TREASURY BILL 00.0000 12/08/2020 | 0.35% |
| COCA-COLA CO/THE SEDOL 2206657 | 0.35% |
| TARGET CORP SEDOL 2259101 | 0.35% |
| DANAHER CORP SEDOL 2250870 | 0.34% |
| AMERICAN TOWER CORP SEDOL B7FBFL2 | 0.33% |
| FNMA FN30 FM4328 UMBS 02.5000 09/01/2050 | 0.33% |
| MCDONALD'S CORP SEDOL 2550707 | 0.32% |
| TREASURY BILL 00.0000 12/03/2020 | 0.32% |
| VISA INC-CLASS A SHARES SEDOL B2PZN04 | 0.30% |
| ABBOTT LABORATORIES SEDOL 2002305 | 0.30% |
| HOME DEPOT INC SEDOL 2434209 | 0.29% |
| FIDELITY NATIONAL INFO SERV SEDOL 2769796 | 0.29% |
| VEEVA SYSTEMS INC-CLASS A SEDOL BFH3N85 | 0.29% |
| BANK OF AMERICA CORP SEDOL 2295677 | 0.28% |
| CIGNA CORP SEDOL BHJ0775 | 0.28% |
| FNMA FN30 MA2737 UMBS 03.0000 09/01/2046 | 0.28% |
| FNMA FN30 BQ1269 UMBS 02.5000 08/01/2050 | 0.28% |
| REGENERON PHARMACEUTICALS SEDOL 2730190 | 0.28% |
| HUMANA INC SEDOL 2445063 | 0.28% |
| UNITEDHEALTH GROUP INC SEDOL 2917766 | 0.28% |
| ABBVIE INC SEDOL B92SR70 | 0.28% |
| UNION PACIFIC CORP SEDOL 2914734 | 0.27% |
| MASTERCARD INC - A SEDOL B121557 | 0.27% |
| JOHNSON CONTROLS INTERNATION SEDOL BY7QL61 | 0.27% |
| METLIFE INC SEDOL 2573209 | 0.26% |
| SOUTHERN CO/THE SEDOL 2829601 | 0.26% |
| NRG ENERGY INC SEDOL 2212922 | 0.25% |
| NIKE INC -CL B SEDOL 2640147 | 0.25% |
| FNMA FN30 TBA UMBS 04.0000 11/01/2050 | 0.25% |
| BEST BUY CO INC SEDOL 2094670 | 0.25% |
| FNMA FN30 TBA UMBS 03.5000 12/01/2050 | 0.25% |
| AMGEN INC SEDOL 2023607 | 0.24% |
| FNMA FN30 AL9859 UMBS 03.0000 03/01/2047 | 0.24% |
| FNMA FN30 BM5024 UMBS 03.0000 11/01/2048 | 0.24% |
| FNMA FN30 BQ0329 UMBS 02.5000 07/01/2050 | 0.24% |
| TREASURY BILL 00.0000 11/12/2020 | 0.23% |
| HILTON WORLDWIDE HOLDINGS IN SEDOL BYVMW06 | 0.23% |
| PULTEGROUP INC SEDOL 2708841 | 0.23% |
| EDWARDS LIFESCIENCES CORP SEDOL 2567116 | 0.23% |
| CUMMINS INC SEDOL 2240202 | 0.23% |
| SALESFORCE.COM INC SEDOL 2310525 | 0.22% |
| VERTEX PHARMACEUTICALS INC SEDOL 2931034 | 0.22% |
| GOLDMAN SACHS GROUP INC SEDOL 2407966 | 0.22% |
| IDEXX LABORATORIES INC SEDOL 2459202 | 0.22% |
| TEXAS INSTRUMENTS INC SEDOL 2885409 | 0.21% |
| ALLSTATE CORP SEDOL 2019952 | 0.21% |
| CHEVRON CORP | 0.20% |
| CRH PLC SEDOL 4182249 | 0.20% |
| OKTA INC SEDOL BDFZSP1 | 0.20% |
| LONZA GROUP AG-REG SEDOL 7333378 | 0.20% |
| ALTRIA GROUP INC | 0.19% |
| XILINX INC SEDOL 2985677 | 0.19% |
| MONDELEZ INTERNATIONAL INC-A SEDOL B8CKK03 | 0.19% |
| PFIZER INC SEDOL 2684703 | 0.19% |
| MORGAN STANLEY | 0.19% |
| CADENCE DESIGN SYS INC SEDOL 2302232 | 0.19% |
| SHERWIN-WILLIAMS CO/THE SEDOL 2804211 | 0.18% |
| SYNOPSYS INC SEDOL 2867719 | 0.18% |
| OLD DOMINION FREIGHT LINE SEDOL 2656423 | 0.18% |
| CROWN CASTLE INTL CORP SEDOL BTGQCX1 | 0.18% |
| COSTAR GROUP INC SEDOL 2262864 | 0.18% |
| VERIZON COMM 04.3290 09/21/2028 | 0.18% |
| SOUTHWEST AIRLINES CO SEDOL 2831543 | 0.18% |
| DOLLAR GENERAL CORP SEDOL B5B1S13 | 0.18% |
| FORTINET INC SEDOL B5B2106 | 0.17% |
| EQUINIX INC SEDOL BVLZX12 | 0.17% |
| SONY CORP SEDOL 6821506 | 0.17% |
| OTIS WORLDWIDE CORP SEDOL BK531S8 | 0.17% |
| ABBVIE INC P/P 144A 03.2000 11/21/2029 | 0.16% |
| YUM BRANDS INC SEDOL 2098876 | 0.16% |
| ESTEE LAUDER COMPANIES-CL A SEDOL 2320524 | 0.16% |
| ROCKWELL AUTOMATION INC SEDOL 2754060 | 0.16% |
| INPHI CORP SEDOL B5TRVW5 | 0.16% |
| HOLOGIC INC SEDOL 2433530 | 0.15% |
| BRISTOL-MYERS SQUIBB CO SEDOL 2126335 | 0.15% |
| FREEPORT-MCMORAN INC SEDOL 2352118 | 0.15% |
| ROCHE HOLDING AG-GENUSSCHEIN SEDOL 7110388 | 0.15% |
| WASTE MANAGEMENT INC SEDOL 2937667 | 0.15% |
| ALIBABA GROUP HOLDING LTD SEDOL BK6YZP5 | 0.15% |
| BIOGEN INC SEDOL 2455965 | 0.15% |
| GENERAL MOTORS CO SEDOL B665KZ5 | 0.15% |
| TESLA INC SEDOL B616C79 | 0.15% |
| AMERIPRISE FINANCIAL INC SEDOL B0J7D57 | 0.14% |
| NINTENDO CO LTD SEDOL 6639550 | 0.14% |
| BJ'S WHOLESALE CLUB HOLDINGS SEDOL BFZNZF8 | 0.14% |
| GODADDY INC - CLASS A SEDOL BWFRFC6 | 0.14% |
| CITIGROUP INC 03.6680 07/24/2028 | 0.14% |
| DOW INC SEDOL BHXCF84 | 0.14% |
| GAMING AND LEISURE PROPERTIE SEDOL BFPK4S5 | 0.14% |
| SYNCHRONY FINANCIAL SEDOL BP96PS6 | 0.14% |
| MORGAN STANLEY 03.6250 01/20/2027 | 0.14% |
| JPMORGAN CHASE & CO 03.6250 12/01/2027 | 0.14% |
| JPMORGAN CHASE & CO 03.9640 11/15/2048 | 0.14% |
| AIA GROUP LTD SEDOL B4TX8S1 | 0.13% |
| TAKE-TWO INTERACTIVE SOFTWRE SEDOL 2122117 | 0.13% |
| TREASURY BILL 00.0000 11/05/2020 | 0.13% |
| AFLAC INC SEDOL 2026361 | 0.13% |
| S&P GLOBAL INC SEDOL BYV2325 | 0.13% |
| STACR 2016-DNA2 M3 04.7993 10/25/2028 | 0.13% |
| ASTRAZENECA PLC-SPONS ADR SEDOL 2989044 | 0.13% |
| AT&T INC SEDOL 2831811 | 0.13% |
| MORGAN STANLEY 03.1250 01/23/2023 | 0.12% |
| BIGCOMMERCE HOLDINGS-SER 1 SEDOL BMDCDP2 | 0.12% |
| EXXON MOBIL CORPORATION 02.2220 03/01/2021 | 0.12% |
| PNC FINANCIAL SERVICES GROUP SEDOL 2692665 | 0.12% |
| DEXCOM INC SEDOL B0796X4 | 0.12% |
| GOLDMAN SACHS GROUP INC 03.8500 01/26/2027 | 0.12% |
| ADVANCED MICRO DEVICES SEDOL 2007849 | 0.12% |
| BANK OF AMERICA CORP 03.2480 10/21/2027 | 0.12% |
| LULULEMON ATHLETICA INC SEDOL B23FN39 | 0.12% |
| HERSHEY CO/THE SEDOL 2422806 | 0.12% |
| AT&T INC 04.1000 02/15/2028 | 0.11% |
| LENNAR CORP-A SEDOL 2511920 | 0.11% |
| ORACLE CORP SEDOL 2661568 | 0.11% |
| AVALARA INC SEDOL BZ1NVP4 | 0.11% |
| ZIMMER BIOMET HOLDINGS INC SEDOL 2783815 | 0.11% |
| NESTLE SA-REG SEDOL 7123870 | 0.11% |
| UBS GROUP AG P/P 144A 03.4910 05/23/2023 | 0.11% |
| KINDER MORGAN INC SEDOL B3NQ4P8 | 0.11% |
| KONINKLIJKE AHOLD DELHAIZE N SEDOL BD0Q398 | 0.11% |
| PUBLIC SERVICE ENTERPRISE GP SEDOL 2707677 | 0.11% |
| UNITED RENTALS INC SEDOL 2134781 | 0.11% |
| CVS HEALTH CORP 04.7800 03/25/2038 | 0.11% |
| AXA SA SEDOL 7088429 | 0.11% |
| EXPEDITORS INTL WASH INC SEDOL 2325507 | 0.11% |
| LEIDOS HOLDINGS INC SEDOL BDV82B8 | 0.11% |
| NEW YORK LIFE INS P/P 144A 01.1000 05/05/2023 | 0.11% |
| EATON CORP PLC SEDOL B8KQN82 | 0.10% |
| FEDEX CORP SEDOL 2142784 | 0.10% |
| T-MOBILE US INC P/P 144A 05.2500 CV PFD | 0.10% |
| THERMO FISHER SCIENTIFIC INC SEDOL 2886907 | 0.10% |
| DISCOVER FINANCIAL SERVICES SEDOL B1YLC43 | 0.10% |
| NOVARTIS AG-REG SEDOL 7103065 | 0.10% |
| REPUBLIC OF INDONESIA REGS 04.7500 01/08/2026 | 0.10% |
| SEAGEN INC SEDOL BLPK4D2 | 0.10% |
| GOLDMAN SACHS GROUP INC 02.6000 12/27/2020 | 0.10% |
| TREASURY BILL 00.0000 11/10/2020 | 0.10% |
| BAXTER INTERNATIONAL INC SEDOL 2085102 | 0.10% |
| ALBEMARLE CORP SEDOL 2046853 | 0.10% |
| CARDINAL HEALTH INC SEDOL 2175672 | 0.10% |
| CHIPOTLE MEXICAN GRILL INC SEDOL B0X7DZ3 | 0.10% |
| SALESFORCE.COM INC 03.7000 04/11/2028 | 0.10% |
| APTIV PLC SEDOL B783TY6 | 0.10% |
| BANK OF AMERICA CORP 06.1100 01/29/2037 | 0.10% |
| PETROBRAS GLOBAL FINANCE USD 06.2500 03/17/2024 | 0.10% |
| RADIAN GROUP INC SEDOL 2173911 | 0.10% |
| AVERY DENNISON CORP SEDOL 2066408 | 0.09% |
| BOOZ ALLEN HAMILTON HOLDINGS SEDOL B5367T7 | 0.09% |
| DBUBS 2011-LC3A D P/P 144A 05.3351 08/10/2044 | 0.09% |
| FNMA FN30 BJ9256 UMBS 04.0000 06/01/2048 | 0.09% |
| ABIOMED INC SEDOL 2003698 | 0.09% |
| SAUDI INTL BOND P/P 144A 03.2500 10/22/2030 | 0.09% |
| MICROSOFT CORP 02.4000 08/08/2026 | 0.09% |
| BOSTON PROPERTIES INC SEDOL 2019479 | 0.09% |
| ASSURED GUARANTY LTD SEDOL B00V7H8 | 0.09% |
| CDX CDX.NA.IG.35 100.0 12/20/2025 | 0.09% |
| RAYTHEON TECHNOLOGIES CORP SEDOL BM5M5Y3 | 0.09% |
| SCHLUMBERGER LTD SEDOL 2779201 | 0.09% |
| WASTE CONNECTIONS INC SEDOL BYVG1F6 | 0.09% |
| AMEREN CORPORATION SEDOL 2050832 | 0.09% |
| ANGLO AMER PLC SEDOL B1XZS82 | 0.09% |
| NOVO NORDISK A/S-B SEDOL BHC8X90 | 0.09% |
| SCHWAB (CHARLES) CORP SEDOL 2779397 | 0.09% |
| SEA LTD-ADR SEDOL BYWD7L4 | 0.09% |
| DUPONT DE NEMOURS INC SEDOL BK0VN47 | 0.09% |
| MICROSOFT CORP 03.7000 08/08/2046 | 0.09% |
| UNITED MEXICAN STATES USD 05.5500 01/21/2045 | 0.09% |
| AMETEK INC SEDOL 2089212 | 0.09% |
| APPLE INC 04.2500 02/09/2047 | 0.09% |
| TORONTO-DOMINION BANK USD 01.9000 12/01/2022 | 0.09% |
| AT&T INC. 03.8000 02/15/2027 | 0.09% |
| BF0101 03.5000 06/01/2056 | 0.09% |
| EXXON MOBIL CORP SEDOL 2326618 | 0.09% |
| IHS MARKIT LTD P/P 144A 04.7500 02/15/2025 | 0.09% |
| FNMA FN30 AS7003 UMBS 03.0000 04/01/2046 | 0.08% |
| JAZZ PHARMACEUTICALS PLC SEDOL B4Q5ZN4 | 0.08% |
| TAIWAN SEMICONDUCTOR-SP ADR SEDOL 2113382 | 0.08% |
| AGNC INVESTMENT CORP SEDOL BYYHJL8 | 0.08% |
| DANAHER CORP 05.0000 CV PFD | 0.08% |
| FAIR ISAAC CORP SEDOL 2330299 | 0.08% |
| FORTUNE BRANDS HOME & SECURI SEDOL B3MC7D6 | 0.08% |
| INTERPUBLIC GROUP COS 04.6500 10/01/2028 | 0.08% |
| SUMITOMO MITSUI FINANCIAL GR SEDOL 6563024 | 0.08% |
| KERING SEDOL 5505072 | 0.08% |
| SBA COMMUNICATIONS CORP SEDOL BZ6TS23 | 0.08% |
| US BANK NA CINCINNATI 03.1500 04/26/2021 | 0.08% |
| ALPHABET INC 03.6250 05/19/2021 | 0.08% |
| LONDON STOCK EXCHANGE GROUP SEDOL B0SWJX3 | 0.08% |
| DEUTSCHE POST AG-REG SEDOL 4617859 | 0.08% |
| SPST 2020-2 A 00.9793 03/26/2021 | 0.08% |
| WESFARMERS LTD SEDOL 6948836 | 0.08% |
| MICROSOFT CORP 01.5500 08/08/2021 | 0.08% |
| AMERICAN INTERNATIONAL GROUP SEDOL 2027342 | 0.08% |
| DEUTSCHE BOERSE AG SEDOL 7021963 | 0.08% |
| ENTERGY CORP SEDOL 2317087 | 0.08% |
| EQUITABLE HOLDINGS INC SEDOL BKRMR96 | 0.08% |
| ORACLE CORP 04.0000 11/15/2047 | 0.08% |
| DYNATRACE INC SEDOL BJV2RD9 | 0.08% |
| EASTMAN CHEMICAL CO SEDOL 2298386 | 0.08% |
| EQUINIX INC. 02.9000 11/18/2026 | 0.08% |
| HERMES INTERNATIONAL SEDOL 5253973 | 0.08% |
| ORACLE CORP 02.5000 10/15/2022 | 0.08% |
| ARAMARK SEDOL BH3XG17 | 0.08% |
| CONOCOPHILLIPS | 0.08% |
| HOYA CORP SEDOL 6441506 | 0.08% |
| TELEFONICA EMISIONES SAU USD 04.8950 03/06/2048 | 0.08% |
| UNITEDHEALTH GROUP INC 03.8500 06/15/2028 | 0.08% |
| BRISTOL-MYERS 02.9000 07/26/2024 | 0.07% |
| WFRBS 2011-C2 D P/P 144A 05.6725 02/15/2044 | 0.07% |
| ECOLAB INC 02.7000 11/01/2026 | 0.07% |
| FAIRFAX FINL HLDGS USD 04.8500 04/17/2028 | 0.07% |
| FNMA FN30 BC2733 UMBS 03.0000 05/01/2046 | 0.07% |
| FORD MOTOR CO SEDOL 2615468 | 0.07% |
| RIO TINTO PLC SEDOL 0718875 | 0.07% |
| TOTAL SE SEDOL B15C557 | 0.07% |
| APOLLO GLOBAL MANAGEMENT INC SEDOL BKRLVD5 | 0.07% |
| CAPITAL ONE FINANCIAL CORP SEDOL 2654461 | 0.07% |
| JPMORGAN CHASE & CO 03.3750 05/01/2023 | 0.07% |
| KEURIG DR PEPPER INC SEDOL BD3W133 | 0.07% |
| NESTLE HOLDINGS INC P/P 144A 00.3750 01/15/2024 | 0.07% |
| NOVARTIS CAPITAL CORP 04.0000 11/20/2045 | 0.07% |
| CDX CDX.NA.HY.35 500.0 12/20/2025 | 0.07% |
| ENTERPRISE PRODUCTS OPER 04.2500 02/15/2048 | 0.07% |
| FNMA FN30 AS8056 UMBS 03.0000 10/01/2046 | 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% |
| BRISTOL-MYERS 03.2500 02/20/2023 | 0.07% |
| DOVER CORP SEDOL 2278407 | 0.07% |
| STATE STREET CORP SEDOL 2842040 | 0.07% |
| AMAZON.COM INC 03.1500 08/22/2027 | 0.07% |
| ITOCHU CORP SEDOL 6467803 | 0.07% |
| ALLIANZ SE-REG SEDOL 5231485 | 0.07% |
| ALLY FINANCIAL INC SEDOL B72XK05 | 0.07% |
| CIT GROUP INC. 05.2500 03/07/2025 | 0.07% |
| FERGUSON PLC SEDOL BJVNSS4 | 0.07% |
| POLARIS INC SEDOL 2692933 | 0.07% |
| ENTERPRISE PRODUCTS PARTNERS SEDOL 2285388 | 0.07% |
| GOLDMAN SACHS GROUP INC 04.2230 05/01/2029 | 0.07% |
| BHP GROUP LTD SEDOL 6144690 | 0.07% |
| CAS 2016-C04 1M2 04.3993 01/25/2029 | 0.07% |
| COMMONWEALTH BK AUST P/P 144A 02.2000 11/09/2020 | 0.07% |
| DNB BANK ASA P/P 144A 02.1500 12/02/2022 | 0.07% |
| NXP SEMICONDUCTORS NV SEDOL B505PN7 | 0.07% |
| VALERO ENERGY CORP SEDOL 2041364 | 0.07% |
| VISTRA CORP SEDOL BZ8VJQ8 | 0.07% |
| AIR LEASE CORP 03.2500 10/01/2029 | 0.06% |
| BROADCOM CRP / CAYM 03.5000 01/15/2028 | 0.06% |
| DANSKE BANK A/S P/P 144A 02.7000 03/02/2022 | 0.06% |
| DEUTSCHE TELEKOM AG-REG SEDOL 5842359 | 0.06% |
| GARMIN LTD SEDOL B3Z5T14 | 0.06% |
| MWST 2019-1 A 00.9493 06/25/2052 | 0.06% |
| PINNACLE WEST CAPITAL SEDOL 2048804 | 0.06% |
| SUMITOMO TR&BK P/P 144A 00.8000 09/12/2023 | 0.06% |
| UNILEVER NV SEDOL B1527V7 | 0.06% |
| DIAMOND 1 FIN/DIAM P/P 144A 06.0200 06/15/2026 | 0.06% |
| REPUBLIC SERVICES INC SEDOL 2262530 | 0.06% |
| ROYAL DUTCH SHELL PLC-B SHS SEDOL B03MM40 | 0.06% |
| CHARTER COMM OPT LLC 06.4840 10/23/2045 | 0.06% |
| GNMA GN30 BA5049 04.5000 05/15/2047 | 0.06% |
| L OREAL SEDOL 4057808 | 0.06% |
| ROCHE HOLDINGS INC P/P 144A 04.0000 11/28/2044 | 0.06% |
| SCHNEIDER ELECTRIC SE SEDOL 4834108 | 0.06% |
| CBRE GROUP INC - A SEDOL B6WVMH3 | 0.06% |
| GENERAL MOTORS FINL CO 04.0000 10/06/2026 | 0.06% |
| JPMORGAN CHASE & CO 04.6000 02/01/2025 | 0.06% |
| COCA-COLA HBC AG-DI SEDOL B9895B7 | 0.06% |
| DIGITAL REALTY TRUST LP 04.7500 10/01/2025 | 0.06% |
| DNB NOR ASA SEDOL 4263304 | 0.06% |
| INVITATION HOMES INC SEDOL BD81GW9 | 0.06% |
| SIRIUS XM RADIO INC P/P 144A 05.0000 08/01/2027 | 0.06% |
| T-MOBILE USA INC P/P 144A 03.7500 04/15/2027 | 0.06% |
| DUKE REALTY CORP SEDOL 2284084 | 0.06% |
| FNMA FN30 BM1172 UMBS 03.0000 03/01/2047 | 0.06% |
| BERKSHIRE HATHAWAY FIN 04.2500 01/15/2021 | 0.06% |
| CAS 2016-C01 1M2 06.8993 08/25/2028 | 0.06% |
| FNMA FN40 BF0171 UMBS 04.0000 01/01/2057 | 0.06% |
| PETROLEOS MEXICANOS USD 06.8400 01/23/2030 | 0.06% |
| SANDVIK AB SEDOL B1VQ252 | 0.06% |
| CAS 2016-C02 1M2 06.1493 09/25/2028 | 0.06% |
| COMMONWEALTH BK AUST P/P 144A 03.1500 09/19/2027 | 0.06% |
| CREDIT SUISSE GRP AG P/P 144A 02.1930 06/05/2026 | 0.06% |
| KINDER MORGAN INC 03.1500 01/15/2023 | 0.06% |
| PRINCIPAL FINANCIAL GROUP SEDOL 2803014 | 0.06% |
| BRUNSWICK CORP SEDOL 2149309 | 0.06% |
| CF INDUSTRIES HOLDINGS INC SEDOL B0G4K50 | 0.06% |
| DIAGEO PLC SEDOL 0237400 | 0.06% |
| AMDOCS LTD SEDOL 2256908 | 0.05% |
| COMCAST CORP 03.9690 11/01/2047 | 0.05% |
| COMPASS GROUP PLC SEDOL BD6K457 | 0.05% |
| ENERGY TRANSFER OPERATNG 03.7500 05/15/2030 | 0.05% |
| KDDI CORP SEDOL 6248990 | 0.05% |
| LINCOLN NATIONAL CORP SEDOL 2516378 | 0.05% |
| NTT DOCOMO INC SEDOL 6129277 | 0.05% |
| ORACLE CORP 02.5000 05/15/2022 | 0.05% |
| ORACLE CORP 02.6500 07/15/2026 | 0.05% |
| SHELL INTERNATIONAL FIN USD 02.8750 05/10/2026 | 0.05% |
| CROWN HOLDINGS INC | 0.05% |
| KONINKLIJKE DSM NV SEDOL B0HZL93 | 0.05% |
| ORSTED A/S SEDOL BYT16L4 | 0.05% |
| WFRBS 2013-C18 AS 04.3870 12/15/2046 | 0.05% |
| AMERICAN ELECTRIC POWER 04.3000 12/01/2028 | 0.05% |
| BERRY GLOBAL GROUP INC SEDOL B8BR3H3 | 0.05% |
| DAIKIN INDUSTRIES LTD SEDOL 6250724 | 0.05% |
| DELTA AIR LINES INC SEDOL B1W9D46 | 0.05% |
| EVERBRIDGE INC SEDOL BYY5ZB4 | 0.05% |
| IVORY COAST REGS 06.1250 06/15/2033 | 0.05% |
| LAMB WESTON HOLDINGS P/P 144A 04.8750 11/01/2026 | 0.05% |
| PNC BANK NA 02.0280 12/09/2022 | 0.05% |
| ADIDAS AG SEDOL 4031976 | 0.05% |
| AT&T INC 04.7500 05/15/2046 | 0.05% |
| FISERV INC 04.2000 10/01/2028 | 0.05% |
| FNMA FN30 AS7154 UMBS 03.0000 05/01/2046 | 0.05% |
| INDUSTRIA DE DISENO TEXTIL SEDOL BP9DL90 | 0.05% |
| NORTHROP GRUMMAN CORP 03.2500 01/15/2028 | 0.05% |
| RAYTHEON TECH CORP P/P 144A 02.5000 12/15/2022 | 0.05% |
| UBS AG LONDON P/P 144A 01.7500 04/21/2022 | 0.05% |
| ABB LTD-REG SEDOL 7108899 | 0.05% |
| AVALONBAY COMMUNITIES INC SEDOL 2131179 | 0.05% |
| FHLMC FR30 ZS4703 UMBS 03.0000 02/01/2047 | 0.05% |
| LNSTR 2015-3 B P/P 144A 03.2018 04/20/2048 | 0.05% |
| MORGAN STANLEY 04.3750 01/22/2047 | 0.05% |
| SNOWFLAKE INC-CLASS A SEDOL BN134B7 | 0.05% |
| STANDARD IND INC P/P 144A 05.0000 02/15/2027 | 0.05% |
| ASHTEAD CAPITAL INC P/P 144A 04.3750 08/15/2027 | 0.05% |
| ESSITY AKTIEBOLAG-B SEDOL BF1K7P7 | 0.05% |
| NEXI SPA SEDOL BJ1F880 | 0.05% |
| PARTNERS GROUP HOLDING AG SEDOL B119QG0 | 0.05% |
| PRUDENTIAL PLC SEDOL 0709954 | 0.05% |
| ROPER TECHNOLOGIES INC SEDOL 2749602 | 0.05% |
| UBS GROUP AG-REG SEDOL BRJL176 | 0.05% |
| WFRBS 2013-C12 AS 03.5600 03/15/2048 | 0.05% |
| BANK OF AMERICA CORP 03.4990 05/17/2022 | 0.05% |
| CSAIL 2015-C1 AS 03.7910 04/15/2050 | 0.05% |
| CSAIL 2015-C1 C 04.2684 04/15/2050 | 0.05% |
| LIVE NATION ENTERTAINMENT IN SEDOL B0T7YX2 | 0.05% |
| OMNICOM GP/OMNICOM CAP 03.6000 04/15/2026 | 0.05% |
| WOLTERS KLUWER SEDOL 5671519 | 0.05% |
| APTARGROUP INC SEDOL 2045247 | 0.05% |
| BOOKING HOLDINGS INC SEDOL BDRXDB4 | 0.05% |
| CASEYS GENERAL | 0.05% |
| GLOBAL PAYMENTS INC 04.0000 06/01/2023 | 0.05% |
| MERCK KGAA SEDOL 4741844 | 0.05% |
| MOODY S CORP | 0.05% |
| RAYTHEON TECH CORP 04.1250 11/16/2028 | 0.05% |
| WILLIS TOWERS WATSON PLC USD 05.7500 03/15/2021 | 0.05% |
| AMAZON.COM INC. 02.5000 11/29/2022 | 0.05% |
| ANHEUSER-BUSCH CO/IN 03.6500 02/01/2026 | 0.05% |
| APPLE INC 00.7500 05/11/2023 | 0.05% |
| BANK OF MONTREAL USD 03.1000 04/13/2021 | 0.05% |
| CARLSBERG AS-B SEDOL 4169219 | 0.05% |
| CCO HOLDINGS LLC P/P 144A 05.3750 06/01/2029 | 0.05% |
| EDP-ENERGIAS DE PORTUGAL SA SEDOL 4103596 | 0.05% |
| ENERGY TRANSFER OPERATNG 06.6250 02/15/2028 | 0.05% |
| GOLDMAN SACHS GROUP INC 05.7500 01/24/2022 | 0.05% |
| REPUBLIC OF KAZAKHSTAN REGS 04.8750 10/14/2044 | 0.05% |
| REPUBLIC OF PERU USD 02.3920 01/23/2026 | 0.05% |
| SAMSUNG ELECTRONICS-PREF SEDOL 6773812 | 0.05% |
| TELEDYNE TECHNOLOGIES INC SEDOL 2503477 | 0.05% |
| AKZO NOBEL N.V. SEDOL BJ2KSG2 | 0.04% |
| AXALTA COATING SYSTEMS LTD SEDOL BSFWCF5 | 0.04% |
| BMW US CAPITAL LLC P/P 144A 02.0000 04/11/2021 | 0.04% |
| CAS 2015-C04 1M2 05.8493 04/25/2028 | 0.04% |
| CF INDUSTRIES INC P/P 144A 04.5000 12/01/2026 | 0.04% |
| COVESTRO AG SEDOL BYTBWY9 | 0.04% |
| HITACHI LTD SEDOL 6429104 | 0.04% |
| PEUGEOT SA SEDOL 7103526 | 0.04% |
| SECOM CO LTD SEDOL 6791591 | 0.04% |
| TORONTO-DOMINION BANK USD 03.6250 09/15/2031 | 0.04% |
| BP PLC SEDOL 0798059 | 0.04% |
| BRISTOL-MYERS 03.2500 08/15/2022 | 0.04% |
| REP OF INDONESIA P/P 144A 04.3500 01/08/2027 | 0.04% |
| TAIWAN SEMICONDUCTOR MANUFAC SEDOL 6889106 | 0.04% |
| TEMPUR SEALY INTERNATIONAL I SEDOL 2216991 | 0.04% |
| VIACOMCBS INC 04.2000 06/01/2029 | 0.04% |
| ASTELLAS PHARMA INC SEDOL 6985383 | 0.04% |
| CAS 2015-C04 2M2 05.6993 04/25/2028 | 0.04% |
| CHINA MOBILE LTD SEDOL 6073556 | 0.04% |
| CONSTELLATION BRANDS INC-A SEDOL 2170473 | 0.04% |
| CWALT 2006-OA10 4A1 00.3393 08/25/2046 | 0.04% |
| KEYCORP SEDOL 2490911 | 0.04% |
| MET LIFE GLOB P/P 144A 02.4000 06/17/2022 | 0.04% |
| PPG INDUSTRIES INC SEDOL 2698470 | 0.04% |
| REPUBLIC OF SENEGAL REGS 06.2500 05/23/2033 | 0.04% |
| THALES SA SEDOL 4162791 | 0.04% |
| ACCENTURE PLC-CL A SEDOL B4BNMY3 | 0.04% |
| ALLISON TRANSMISSION HOLDING SEDOL B4PZ892 | 0.04% |
| AMERICAN TOWER CORP 03.1250 01/15/2027 | 0.04% |
| AMERICAN TOWER CORPORATION 02.7500 01/15/2027 | 0.04% |
| DUKE ENERGY CORP 03.1500 08/15/2027 | 0.04% |
| FIDELITY NATL INFO SERV 03.7500 05/21/2029 | 0.04% |
| FNMA FN30 AS8074 UMBS 03.0000 10/01/2046 | 0.04% |
| FNMA FN30 TBA UMBS 04.5000 11/01/2050 | 0.04% |
| GNMA GII30 TBA 04.0000 11/01/2050 | 0.04% |
| HILTON WORLDWIDE FIN LLC 04.8750 04/01/2027 | 0.04% |
| LOWES COMPANIES INC | 0.04% |
| MICROCHIP TECH INC 04.3330 06/01/2023 | 0.04% |
| NRG ENERGY INC P/P 144A 04.4500 06/15/2029 | 0.04% |
| SAREPTA THERAPEUTICS INC SEDOL B8DPDT7 | 0.04% |
| CIGNA CORP 03.7500 07/15/2023 | 0.04% |
| COMCAST CORPORATION 03.3750 02/15/2025 | 0.04% |
| CSMC 2016-NXSR C 04.3577 12/15/2049 | 0.04% |
| ENEL SPA SEDOL 7144569 | 0.04% |
| FLUTTER ENTERTAINMENT PLC SEDOL BWXC0Z1 | 0.04% |
| RENESAS ELECTRONICS CORP SEDOL 6635677 | 0.04% |
| SINGAPORE EXCHANGE LTD SEDOL 6303866 | 0.04% |
| SKANDINAVISKA ENSKILDA BAN-A SEDOL 4813345 | 0.04% |
| SLM CORP | 0.04% |
| UBS GROUP AG P/P 144A 03.0000 04/15/2021 | 0.04% |
| UNUM GROUP SEDOL 2433842 | 0.04% |
| AVIVA PLC SEDOL 0216238 | 0.04% |
| BIOGEN INC 03.6250 09/15/2022 | 0.04% |
| DOMINICAN REPUBLIC REGS 05.9500 01/25/2027 | 0.04% |
| DUKE ENERGY CORP 04.2000 06/15/2049 | 0.04% |
| GSMS 2011-GC3 C P/P 144A 05.6097 03/10/2044 | 0.04% |
| INTERCONTINENTALEXCHANGE 02.6500 09/15/2040 | 0.04% |
| MERCK & CO INC 03.7000 02/10/2045 | 0.04% |
| MSBAM 2014-C17 C 04.4792 08/15/2047 | 0.04% |
| VERIZON COMMUNICATIONS 04.4000 11/01/2034 | 0.04% |
| WOOLWORTHS GROUP LTD SEDOL 6981239 | 0.04% |
| 10X GENOMICS INC-CLASS A SEDOL BKS3RS7 | 0.04% |
| BAKER HUGHES CO SEDOL BDHLTQ5 | 0.04% |
| BNP PARIBAS SEDOL 7309681 | 0.04% |
| CREDIT SUISSE NEW YORK 02.8000 04/08/2022 | 0.04% |
| DUKE ENERGY OHIO INC 03.6500 02/01/2029 | 0.04% |
| EQUITY RESIDENTIAL TR REIT | 0.04% |
| GOODMAN GROUP SEDOL B03FYZ4 | 0.04% |
| SPRINT CORP 07.8750 09/15/2023 | 0.04% |
| SPST 2020-6 A 01.8993 09/07/2021 | 0.04% |
| STACR 2016-DNA1 M3 05.6981 07/25/2028 | 0.04% |
| TPAT 2018-SL1 A P/P 144A 00.7493 01/25/2046 | 0.04% |
| VERIZON COMMUNICATIONS 05.2500 03/16/2037 | 0.04% |
| AMERICAN EXPRESS COMPANY 02.6500 12/02/2022 | 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% |
| BRENNTAG AG SEDOL B4YVF56 | 0.04% |
| COMM 2010-C1 D P/P 144A 05.8396 07/10/2046 | 0.04% |
| COMM 2013-LC6 AM 03.2820 01/10/2046 | 0.04% |
| EOG RESOURCES INC 02.6250 03/15/2023 | 0.04% |
| NIHON M&A CENTER INC SEDOL B1DN466 | 0.04% |
| UBI SOFT ENTERTA SEDOL B1L3CS6 | 0.04% |
| WESTROCK MWV LLC 08.2000 01/15/2030 | 0.04% |
| BROADRIDGE FINANCIAL SOLUTIO SEDOL B1VP7R6 | 0.04% |
| CHENIERE CORP CHRIST 05.1250 06/30/2027 | 0.04% |
| DIASORIN SPA SEDOL B234WN9 | 0.04% |
| FIRSTENERGY TRANSMIS P/P 144A 05.4500 07/15/2044 | 0.04% |
| GSMS 2011-GC3 D P/P 144A 05.6097 03/10/2044 | 0.04% |
| RELIANCE STEEL & ALUMINUM SEDOL 2729068 | 0.04% |
| SPST 2020-WL1 A 01.2993 06/25/2051 | 0.04% |
| WORLDLINE SA SEDOL BNFWR44 | 0.04% |
| ARES CAPITAL CORP 03.8750 01/15/2026 | 0.04% |
| BPCE SA P/P 144A 04.5000 03/15/2025 | 0.04% |
| CITIGROUP INC 04.5000 01/14/2022 | 0.04% |
| GENTEX CORP SEDOL 2366799 | 0.04% |
| KINGFISHER PLC SEDOL 3319521 | 0.04% |
| NIPPON PROLOGIS REIT INC SEDOL B98BC67 | 0.04% |
| SHIN-ETSU CHEMICAL CO LTD SEDOL 6804585 | 0.04% |
| SPST 2020-13 A 01.6493 10/10/2021 | 0.04% |
| TRK 2019-1 A1 04.3356 03/25/2022 | 0.04% |
| VIRTU FINANCIAL INC-CLASS A SEDOL BWTVWD4 | 0.04% |
| VONOVIA SE SEDOL BBJPFY1 | 0.04% |
| CAS 2020-R01 1M2 02.1993 01/25/2040 | 0.04% |
| COMPUGROUP MEDICAL SE & CO K SEDOL BMY7CH1 | 0.04% |
| CONCHO RESOURCES INC 03.7500 10/01/2027 | 0.04% |
| CSAIL 2020-C19 XA IO 01.1218 03/15/2053 | 0.04% |
| DRAFTKINGS INC - CL A SEDOL BMYML02 | 0.04% |
| ENBRIDGE INC USD 04.5000 06/10/2044 | 0.04% |
| FIDELITY NATIONAL FINANCIAL SEDOL BNBRDD4 | 0.04% |
| FORTESCUE METALS GROUP LTD SEDOL B2B2B49 | 0.04% |
| GSMS 2014-GC22 C 04.6920 06/10/2047 | 0.04% |
| JAPAN EXCHANGE GROUP INC SEDOL 6743882 | 0.04% |
| KION GROUP AG SEDOL BB22L96 | 0.04% |
| L3HARRIS TECH INC 03.8500 12/15/2026 | 0.04% |
| ONCOR ELECTRIC DELIV 03.7500 04/01/2045 | 0.04% |
| ORACLE CORP 01.9000 09/15/2021 | 0.04% |
| PALTAC CORPORATION SEDOL B61BG94 | 0.04% |
| RMLT 2020-2 A2 02.5080 05/25/2060 | 0.04% |
| SPST 2020-15 A 00.0000 12/10/2021 | 0.04% |
| TREASURY BILL 00.0000 11/17/2020 | 0.04% |
| WH GROUP LTD SEDOL BLLHKZ1 | 0.04% |
| AKAMAI TECHNOLOGIES INC SEDOL 2507457 | 0.03% |
| AMGEN INC 02.6000 08/19/2026 | 0.03% |
| BANCO BILBAO VIZCAYA ARGENTA SEDOL 5501906 | 0.03% |
| BERKSHIRE HATHAWAY FIN 02.8500 10/15/2050 | 0.03% |
| CIGNA CORP 03.9000 02/15/2022 | 0.03% |
| CISCO SYSTEMS INC 02.2000 02/28/2021 | 0.03% |
| IBM CORP 01.8750 08/01/2022 | 0.03% |
| JM SMUCKER CO/THE SEDOL 2951452 | 0.03% |
| NETFLIX INC SEDOL 2857817 | 0.03% |
| NORTONLIFELOCK INC SEDOL BJN4XN5 | 0.03% |
| REPUBLIC OF CHILE USD 02.4500 01/31/2031 | 0.03% |
| SHIONOGI & CO LTD SEDOL 6804682 | 0.03% |
| TOKYO ELECTRON LTD SEDOL 6895675 | 0.03% |
| ZOETIS INC 03.9000 08/20/2028 | 0.03% |
| BRISTOL-MYERS 02.2500 08/15/2021 | 0.03% |
| CHARTER COMM OPT LLC/CAP 04.8000 03/01/2050 | 0.03% |
| COMM 2014-CR19 AM 04.0800 08/10/2047 | 0.03% |
| DBS GROUP HOLDINGS LTD SEDOL 6175203 | 0.03% |
| ELECTRONIC ARTS INC SEDOL 2310194 | 0.03% |
| EQUINOR ASA USD 02.9000 11/08/2020 | 0.03% |
| JPMCC 2012-C6 AS 04.1166 05/15/2045 | 0.03% |
| NEXON CO LTD SEDOL B63QM77 | 0.03% |
| NUTRIEN LTD USD 04.1250 03/15/2035 | 0.03% |
| REGIONS FINANCIAL CORP 02.7500 08/14/2022 | 0.03% |
| REPUBLIC OF PARAGUAY REGS 04.7000 03/27/2027 | 0.03% |
| SIRIUS XM HOLDINGS INC SEDOL BGLDK10 | 0.03% |
| STACR 2015-DNA3 M3 04.8493 04/25/2028 | 0.03% |
| STACR 2016-HQA3 M3 03.9993 03/25/2029 | 0.03% |
| VOLKSWAGEN AG PFD SEDOL 5497168 | 0.03% |
| WALGREENS BOOTS ALLIANCE INC SEDOL BTN1Y44 | 0.03% |
| ZOETIS INC SEDOL B95WG16 | 0.03% |
| BHP GROUP PLC SEDOL BH0P3Z9 | 0.03% |
| CACI INTERNATIONAL INC -CL A SEDOL 2159267 | 0.03% |
| CELANESE CORP SEDOL B05MZT4 | 0.03% |
| CITIGROUP INC 03.8870 01/10/2028 | 0.03% |
| DIGITAL REALTY TRUST LP 04.4500 07/15/2028 | 0.03% |
| HOME DEPOT INC 02.6250 06/01/2022 | 0.03% |
| HYATT HOTELS CORP 04.8500 03/15/2026 | 0.03% |
| LEGRAND SA SEDOL B11ZRK9 | 0.03% |
| LIBERTY GLOBAL PLC- C SEDOL B8W67B1 | 0.03% |
| LINDE PLC SEDOL BYWD9S5 | 0.03% |
| LOGITECH INTERNATIONAL-REG SEDOL B18ZRK2 | 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% |
| NORDEA BANK ABP P/P 144A 02.2500 05/27/2021 | 0.03% |
| ORIX CORP SEDOL 6661144 | 0.03% |
| SHRP 2020-1 NOTE 03.1250 07/25/2024 | 0.03% |
| SIG COMBIBLOC GROUP AG SEDOL BD5GN60 | 0.03% |
| VIDEOTRON LTD / LTEE P/P 144A 05.1250 04/15/2027 | 0.03% |
| ZALANDO SE SEDOL BQV0SV7 | 0.03% |
| AIR LEASE CORP 04.6250 10/01/2028 | 0.03% |
| BANK LEUMI LE-ISRAEL SEDOL 6076425 | 0.03% |
| BROADCOM INC 04.1500 11/15/2030 | 0.03% |
| CHS/COMMUNITY HEALTH SYS 06.2500 03/31/2023 | 0.03% |
| CK ASSET HOLDINGS LTD SEDOL BYZQ077 | 0.03% |
| E.ON SE SEDOL 4942904 | 0.03% |
| ENBRIDGE INC USD 04.2500 12/01/2026 | 0.03% |
| FERRARI NV SEDOL BD6G507 | 0.03% |
| GOOGLE INC 03.3750 02/25/2024 | 0.03% |
| HUNTINGTON BANCSHARES 04.3500 02/04/2023 | 0.03% |
| MATCH GRP HLD II LLC P/P 144A 04.6250 06/01/2028 | 0.03% |
| MRAIT 2020-2 A2 | 0.03% |
| NABTESCO CORP SEDOL 6687571 | 0.03% |
| NIPPON TELEGRAPH & TELEPHONE SEDOL 6641373 | 0.03% |
| SARTORIUS STEDIM BIOTECH SEDOL BYZ2QP5 | 0.03% |
| TPMT 2015-1 A2 P/P 144A 03.2500 10/25/2053 | 0.03% |
| 3I GROUP PLC SEDOL B1YW440 | 0.03% |
| AES CORP/THE 05.5000 04/15/2025 | 0.03% |
| ANHEUSER-BUSCH INBEV WOR 04.7500 01/23/2029 | 0.03% |
| ATLAS COPCO AB-A SHS SEDOL BD97BN2 | 0.03% |
| BP CAP MARKETS AMERICA 03.1190 05/04/2026 | 0.03% |
| CI FINANCIAL CORP SEDOL B3KT0S5 | 0.03% |
| CROWN CASTLE INTL CORP 03.6500 09/01/2027 | 0.03% |
| DISCOVERY INC - A SEDOL B3D7K31 | 0.03% |
| JPMCC 2013-LC11 AS 03.2160 04/15/2046 | 0.03% |
| PETROBRAS GLOBAL FINANCE USD 07.3750 01/17/2027 | 0.03% |
| PFIZER INC 03.0000 12/15/2026 | 0.03% |
| REPUBLICA ORIENT URUGUAY USD 05.1000 06/18/2050 | 0.03% |
| AHM 2007-1 GA1C 00.3393 05/25/2047 | 0.03% |
| APPLE INC 03.8500 05/04/2043 | 0.03% |
| ASML HOLDING NV SEDOL B929F46 | 0.03% |
| BANK OF AMERICA CORP 02.4960 02/13/2031 | 0.03% |
| CAS 2016-C05 2M2 04.5993 01/25/2029 | 0.03% |
| COX COMM INC P/P 144A 02.9500 10/01/2050 | 0.03% |
| CROWN CASTLE INTL CORP 03.7000 06/15/2026 | 0.03% |
| DOMINICAN REPUBLIC REGS 06.8750 01/29/2026 | 0.03% |
| FORD MOTOR CREDIT CO LLC 05.1250 06/16/2025 | 0.03% |
| JPMBB 2013-C12 C 04.0995 07/15/2045 | 0.03% |
| KEURIG DR PEPPER INC 04.5970 05/25/2028 | 0.03% |
| NRG P/P 144A 03.7500 06/15/2024 | 0.03% |
| SOFTWARE AG SEDOL BF06WX9 | 0.03% |
| UPJOHN INC P/P 144A 02.3000 06/22/2027 | 0.03% |
| VTB BANK (VTB CAP SA P/P 144A 06.9500 10/17/2022 | 0.03% |
| ABBVIE INC P/P 144A 03.8000 03/15/2025 | 0.03% |
| ALPHABET INC 01.9980 08/15/2026 | 0.03% |
| AMGEN INC 04.6630 06/15/2051 | 0.03% |
| ANHEUSER-BUSCH INBEV WOR 05.5500 01/23/2049 | 0.03% |
| BAIDU INC - SPON ADR SEDOL B0FXT17 | 0.03% |
| CISCO SYSTEMS INC 02.5000 09/20/2026 | 0.03% |
| CREDIT AGRICOLE SA SEDOL 7262610 | 0.03% |
| DISH DBS CORP 05.8750 11/15/2024 | 0.03% |
| EIFFAGE SEDOL B13X013 | 0.03% |
| INTL FLAVOR & FRAGRANCES 04.4500 09/26/2028 | 0.03% |
| NOMURA RESEARCH INSTITUTE LT SEDOL 6390921 | 0.03% |
| ROYAL BANK OF CANADA USD 04.6500 01/27/2026 | 0.03% |
| STACR 2016-HQA2 M3 05.2993 11/25/2028 | 0.03% |
| SYMRISE AG SEDOL B1JB4K8 | 0.03% |
| SYSCO CORP SEDOL 2868165 | 0.03% |
| ANALOG DEVICES INC 03.9000 12/15/2025 | 0.03% |
| BANCO SANTANDER SA USD 04.3790 04/12/2028 | 0.03% |
| BRITISH AMERICAN TOBACCO PLC SEDOL 0287580 | 0.03% |
| CME GROUP INC SEDOL 2965839 | 0.03% |
| DEUTSCHE TELEKOM INT FIN USD 08.7500 06/15/2030 | 0.03% |
| DOW CHEMICAL CO/THE 03.5000 10/01/2024 | 0.03% |
| EQUITY LIFESTYLE PROPERTIES SEDOL 2563125 | 0.03% |
| FIAT CHRYSLER AUTOMOBILES NV SEDOL BRJFWP3 | 0.03% |
| GLAXOSMITHKLINE PLC SEDOL 0925288 | 0.03% |
| GSMS 2016-GS3 A4 02.8500 10/10/2049 | 0.03% |
| INTL BUSINESS MACHINES CORP SEDOL 2005973 | 0.03% |
| ITOCHU TECHNO-SOLUTIONS CORP SEDOL 6200194 | 0.03% |
| MSC 2011-C3 B P/P 144A 05.2443 07/15/2049 | 0.03% |
| SANTANDER UK GROUP H P/P 144A 04.7500 09/15/2025 | 0.03% |
| SEI INVESTMENTS COMPANY SEDOL 2793610 | 0.03% |
| SERVICENOW INC 01.4000 09/01/2030 | 0.03% |
| STANDARD CHARTERED PLC SEDOL 0408284 | 0.03% |
| TEMPO ACQ LLC/FI P/P 144A 06.7500 06/01/2025 | 0.03% |
| UNITEDHEALTH GROUP INC 03.3750 11/15/2021 | 0.03% |
| WAMU 2005-AR12 1A8 02.9274 10/25/2035 | 0.03% |
| WFCM 2017-C39 A5 03.4180 09/15/2050 | 0.03% |
| ADECCO GROUP AG-REG SEDOL 7110720 | 0.03% |
| AES CORP SEDOL 2002479 | 0.03% |
| APPLE INC 04.3750 05/13/2045 | 0.03% |
| ASTRAZENECA PLC SEDOL 0989529 | 0.03% |
| CGCMT 2014-GC21 AS 04.0260 05/10/2047 | 0.03% |
| CISCO SYSTEMS INC 05.9000 02/15/2039 | 0.03% |
| COMCAST CORP 03.4500 02/01/2050 | 0.03% |
| COUSINS PROPERTIES INC SEDOL BJP0MF6 | 0.03% |
| CREDIT SUISSE GRP AG P/P 144A 06.2500 12/18/2024 | 0.03% |
| CWALT 2006-OA7 1A2 01.8225 06/25/2046 | 0.03% |
| ERAC USA FINANCE LLC P/P 144A 07.0000 10/15/2037 | 0.03% |
| GEORGIA-PACIFIC LLC P/P 144A 02.1000 04/30/2027 | 0.03% |
| HANA FINANCIAL GROUP SEDOL B0RNRF5 | 0.03% |
| IMPERIAL BRANDS PLC SEDOL 0454492 | 0.03% |
| JPMORGAN CHASE & CO 01.2801 05/15/2047 | 0.03% |
| LPL FINANCIAL HOLDINGS INC SEDOL B75JX34 | 0.03% |
| LVMH MOET HENNESSY LOUIS VUI SEDOL 4061412 | 0.03% |
| MINEBEA CO LTD SEDOL 6642406 | 0.03% |
| MITSUBISHI UFJ FIN GRP USD 03.8500 03/01/2026 | 0.03% |
| MORGAN STANLEY 05.5000 07/28/2021 | 0.03% |
| NETWORK INTERNATIONAL HOLDIN SEDOL BH3VJ78 | 0.03% |
| SPRINT CAPITAL CORPORATION 06.8750 11/15/2028 | 0.03% |
| TENET HEALTHCARE P/P 144A 04.8750 01/01/2026 | 0.03% |
| UNITEDHEALTH GROUP INC 03.9500 10/15/2042 | 0.03% |
| VERTIV TLB L+300 04.6550 03/02/2027 | 0.03% |
| VODAFONE GROUP PLC SEDOL BH4HKS3 | 0.03% |
| VOLVO AB-B SHS SEDOL B1QH830 | 0.03% |
| WASTE CONNECTIONS INC 03.5000 05/01/2029 | 0.03% |
| ASHLAND GLOBAL HOLDINGS INC SEDOL BYND5N1 | 0.02% |
| AT&T INC 02.9500 07/15/2026 | 0.02% |
| BRDCOM CRP / FIN 03.8750 01/15/2027 | 0.02% |
| CAMPBELL SOUP CO SEDOL 2162845 | 0.02% |
| CAS 2016-C01 2M2 07.0993 08/25/2028 | 0.02% |
| CHEVRON CORP 02.1000 05/16/2021 | 0.02% |
| COSTCO WHOLESALE CORP SEDOL 2701271 | 0.02% |
| JOHNSON CONTROLS INTL PL 04.9500 07/02/2064 | 0.02% |
| KEURIG DR PEPPER INC 04.4170 05/25/2025 | 0.02% |
| LBMLT 2004-1 A2 00.9493 02/25/2034 | 0.02% |
| MCAS 2019-01 M7 P/P 144A 01.8493 10/15/2049 | 0.02% |
| MGIC INVESTMENT CORP SEDOL 2548616 | 0.02% |
| NEWMARKET CORP SEDOL B01CGF1 | 0.02% |
| REINSURANCE GROUP OF AMERICA SEDOL 2731193 | 0.02% |
| SHERWIN-WILLIAMS CO 03.4500 06/01/2027 | 0.02% |
| T-MOBILE USA INC P/P 144A 03.8750 04/15/2030 | 0.02% |
| TRANSCANADA TRUST USD 05.3000 03/15/2077 | 0.02% |
| UBS GROUP AG REGS 06.8750 12/29/2049 | 0.02% |
| UNITEDHEALTH GROUP INC 04.7000 02/15/2021 | 0.02% |
| US BANCORP 02.6250 01/24/2022 | 0.02% |
| VISTRA OPERATION P/P 144A 03.5500 07/15/2024 | 0.02% |
| WALT DISNEY COMPANY 07.7500 12/01/2045 | 0.02% |
| ALIMENTATION COUCHE-TARD 3.550000 07/26/2027 | 0.02% |
| ALKERMES PLC SEDOL B3P6D26 | 0.02% |
| ALPHABET INC 02.2500 08/15/2060 | 0.02% |
| APPLE INC 02.8500 05/06/2021 | 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% |
| BRAMBLES LTD SEDOL B1FJ0C0 | 0.02% |
| CAS 2017-C01 1M2 03.6993 07/25/2029 | 0.02% |
| CFCRE 2011-C1 D P/P 144A 06.0648 04/15/2044 | 0.02% |
| CITIGROUP INC 02.9000 12/08/2021 | 0.02% |
| CITIGROUP INC 04.4500 09/29/2027 | 0.02% |
| CREDIT AGRICOLE SA P/P 144A 04.0000 01/10/2033 | 0.02% |
| ERAC USA FINANCE LLC P/P 144A 05.6250 03/15/2042 | 0.02% |
| FNMA FN30 BC1155 UMBS 03.0000 06/01/2046 | 0.02% |
| GLENCORE FUNDING LLC P/P 144A 04.0000 04/16/2025 | 0.02% |
| JOHNSON CONTROLS INTL PL 04.5000 02/15/2047 | 0.02% |
| JPMCC 2012-C8 D P/P 144A 04.6703 10/15/2045 | 0.02% |
| KINDER MORGAN ENER PART 03.5000 03/01/2021 | 0.02% |
| LMAT 2019-GS7 A1 03.2500 11/25/2059 | 0.02% |
| OTSUKA CORP SEDOL 6267058 | 0.02% |
| PORSCHE AUTOMOBIL HLDG-PRF SEDOL 7101069 | 0.02% |
| REPUBLIC OF KAZAKHSTAN REGS 05.1250 07/21/2025 | 0.02% |
| ROGERS COMMUNICATIONS IN USD 04.5000 03/15/2043 | 0.02% |
| SILGAN HOLDINGS INC SEDOL 2809324 | 0.02% |
| TARGA RESOURCES PART 05.0000 01/15/2028 | 0.02% |
| VISTRA CORP P/P 144A 04.3000 07/15/2029 | 0.02% |
| WFRBS 2014-C22 XA IO 00.8057 09/15/2057 | 0.02% |
| AGL ENERGY LTD SEDOL BSS7GP5 | 0.02% |
| CAS 2016-C03 2M2 06.0493 10/25/2028 | 0.02% |
| CELANESE US HOLDINGS LLC 03.5000 05/08/2024 | 0.02% |
| COMCAST CORP 02.3500 01/15/2027 | 0.02% |
| CROWN CASTLE INTL CORP 03.8000 02/15/2028 | 0.02% |
| FUJITSU LTD SEDOL 6356945 | 0.02% |
| GOODRX HOLDINGS INC-CLASS A SEDOL BMTVQT8 | 0.02% |
| GSMS 2015-GC32 AS 04.0180 07/10/2048 | 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 05.1521 05/15/2045 | 0.02% |
| LMAT 2020-GS1 A1 02.8820 10/25/2059 | 0.02% |
| MARSH & MCLENNAN COS INC 04.9000 03/15/2049 | 0.02% |
| NITTO DENKO CORP SEDOL 6641801 | 0.02% |
| PANDORA A/S SEDOL B44XTX8 | 0.02% |
| REPUBLIC OF SOUTH AFRICA USD 04.8500 09/27/2027 | 0.02% |
| SNAM SPA SEDOL 7251470 | 0.02% |
| TOTAL CAPITAL INTL SA USD 02.7500 06/19/2021 | 0.02% |
| CENTENE CORP 04.6250 12/15/2029 | 0.02% |
| CITIGROUP INC 04.7500 05/18/2046 | 0.02% |
| CSX CORP 04.1000 03/15/2044 | 0.02% |
| DAIWA HOUSE INDUSTRY CO LTD SEDOL 6251363 | 0.02% |
| DIRECT LINE INSURANCE GROUP SEDOL BY9D0Y1 | 0.02% |
| DROPBOX INC-CLASS A SEDOL BG0T321 | 0.02% |
| ERAC USA FINANCE LLC P/P 144A 04.5000 02/15/2045 | 0.02% |
| HCA INC. 05.3750 09/01/2026 | 0.02% |
| HIKMA PHARMACEUTICALS PLC SEDOL B0LCW08 | 0.02% |
| IVORY COAST REGS 05.3750 07/23/2024 | 0.02% |
| JDE PEET'S BV SEDOL BMC4ZZ3 | 0.02% |
| L3HARRIS TECH INC 04.4000 06/15/2028 | 0.02% |
| LASERTEC CORP SEDOL 6506267 | 0.02% |
| M3 INC SEDOL B02K2M3 | 0.02% |
| MARSH & MCLENNAN COS INC 04.3750 03/15/2029 | 0.02% |
| PLANTRONICS INC P/P 144A 05.5000 05/31/2023 | 0.02% |
| REPUBLIC OF COLOMBIA USD 03.8750 04/25/2027 | 0.02% |
| SCOTTS MIRACLE-GRO CO SEDOL 2781518 | 0.02% |
| SUMITOMO MITSUI TRUST HOLDIN SEDOL 6431897 | 0.02% |
| SUN HUNG KAI PROPERTIES SEDOL 6859927 | 0.02% |
| TCI COMMUNICATIONS INC 07.1250 02/15/2028 | 0.02% |
| TRANSDIGM INC. P/P 144A 06.2500 03/15/2026 | 0.02% |
| TRUIST BANK 02.6360 09/17/2029 | 0.02% |
| UNITEDHEALTH GROUP INC 02.7500 02/15/2023 | 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% |
| AENA SME SA SEDOL BVRZ8L1 | 0.02% |
| APARTMENT INVT & MGMT CO -A SEDOL BJLNBG3 | 0.02% |
| BANK 2017-BNK8 B 03.9275 11/15/2050 | 0.02% |
| BANK OF AMERICA CORP 06.1000 12/29/2049 | 0.02% |
| BCE INC SEDOL B188TH2 | 0.02% |
| DEERE & COMPANY 02.6000 06/08/2022 | 0.02% |
| DIVERSIFIED HEALTHCARE T 09.7500 06/15/2025 | 0.02% |
| DOLLAR GENERAL CORP 03.2500 04/15/2023 | 0.02% |
| FAURECIA SEDOL 4400446 | 0.02% |
| FIDELITY NATIONAL INFORM 04.2500 05/15/2028 | 0.02% |
| JUNIPER NETWORKS INC SEDOL 2431846 | 0.02% |
| KONE OYJ-B SEDOL B09M9D2 | 0.02% |
| LEGAL & GENERAL GROUP PLC SEDOL 0560399 | 0.02% |
| MBX.FN30.500.10 R USL1M P 01/12/41 BC | 0.02% |
| OSHKOSH CORP 04.6000 05/15/2028 | 0.02% |
| PPSI 2004-WCW2 M3 01.1993 10/25/2034 | 0.02% |
| S&P GLOBAL INC 02.9500 01/22/2027 | 0.02% |
| SBI HOLDINGS INC SEDOL 6309466 | 0.02% |
| SMITH & NEPHEW PLC SEDOL 0922320 | 0.02% |
| SPECTRUM BRANDS HOLDINGS INC SEDOL BDRYFB1 | 0.02% |
| UNILEVER PLC SEDOL B10RZP7 | 0.02% |
| WFRBS 2013-C16 AS 04.6680 09/15/2046 | 0.02% |
| WILMAR INTERNATIONAL LTD SEDOL B17KC69 | 0.02% |
| ABCAM PLC SEDOL B677469 | 0.02% |
| AMERICAN INTL GROUP 08.1750 05/15/2058 | 0.02% |
| AURIZON HOLDINGS LTD SEDOL B87CVM3 | 0.02% |
| COGNIZANT TECH SOLUTIONS-A SEDOL 2257019 | 0.02% |
| CSC HOLDINGS LLC 05.2500 06/01/2024 | 0.02% |
| EOG RESOURCES INC SEDOL 2318024 | 0.02% |
| EQUINIX INC 03.2000 11/18/2029 | 0.02% |
| EQUITY COMMONWEALTH SEDOL BPH3N63 | 0.02% |
| FISERV INC 03.5000 07/01/2029 | 0.02% |
| GCP APPLIED TECH P/P 144A 05.5000 04/15/2026 | 0.02% |
| GJENSIDIGE FORSIKRING ASA SEDOL B4PH0C5 | 0.02% |
| HALLIBURTON CO SEDOL 2405302 | 0.02% |
| ING BANK NV P/P 144A 05.8000 09/25/2023 | 0.02% |
| INTERCONTINENTALEXCHANGE 01.8500 09/15/2032 | 0.02% |
| KBC GROUP NV SEDOL 4497749 | 0.02% |
| KOITO MANUFACTURING CO LTD SEDOL 6496324 | 0.02% |
| LLOYDS BANKING GROUP PLC USD 04.5000 11/04/2024 | 0.02% |
| LLOYDS BANKING GROUP PLC USD 04.6500 03/24/2026 | 0.02% |
| MSBAM 2014-C14 C 04.9424 02/15/2047 | 0.02% |
| NRZT 2018-4A A1M 01.0493 01/25/2048 | 0.02% |
| POPULAR INC SEDOL B86QM90 | 0.02% |
| STAPLES INC P/P 144A 07.5000 04/15/2026 | 0.02% |
| TREASURY BILL 00.0000 11/19/2020 | 0.02% |
| TRUIST FINANCIAL CORP 04.8000 12/31/2099 | 0.02% |
| ZOETIS INC 02.0000 05/15/2030 | 0.02% |
| AMERICAN FINANCIAL GROUP INC SEDOL 2134532 | 0.02% |
| AMERICAN TOWER CORP 02.9000 01/15/2030 | 0.02% |
| ASSOCIATED BRITISH FOODS PLC SEDOL 0673123 | 0.02% |
| BMIR 2019-4A M1C P/P 144A 02.6493 10/25/2029 | 0.02% |
| BRISTOL-MYERS 03.4000 07/26/2029 | 0.02% |
| CHARTER COMM OPT LLC/CAP 03.7500 02/15/2028 | 0.02% |
| CK HUTCHISON HOLDINGS LTD SEDOL BW9P816 | 0.02% |
| COMM 2014-UBS6 C 04.4461 12/10/2047 | 0.02% |
| COX COMM INC P/P 144A 03.5000 08/15/2027 | 0.02% |
| CWALT 2006-OA19 A1 00.3314 02/20/2047 | 0.02% |
| DBUBS 2011-LC2A B P/P 144A 04.9980 07/10/2044 | 0.02% |
| ENERGY TRANSFER OPERA 05.8750 01/15/2024 | 0.02% |
| ENERGY TRANSFER OPERATNG 05.2000 02/01/2022 | 0.02% |
| ENI SPA SEDOL 7145056 | 0.02% |
| FIVE CORNERS FUNDING P/P 144A 04.4190 11/15/2023 | 0.02% |
| GLOBAL MEDICAL RESPONS L+475 05.5000 10/05/2025 | 0.02% |
| GLOBAL PAYMENTS INC 02.9000 05/15/2030 | 0.02% |
| GMO INTERNET INC SEDOL 6170167 | 0.02% |
| HCA INC 04.1250 06/15/2029 | 0.02% |
| HENDERSON LAND DEVELOPMENT SEDOL 6420538 | 0.02% |
| INTEL CORP SEDOL 2463247 | 0.02% |
| JPMCC 2013-C16 AS 04.5169 12/15/2046 | 0.02% |
| KNORR-BREMSE AG SEDOL BD2P9X9 | 0.02% |
| MICROSOFT CORP 02.4000 02/06/2022 | 0.02% |
| NAVISTAR INTL TLB L+350 03.6500 11/06/2024 | 0.02% |
| NUTRIEN LTD. USD 04.2000 04/01/2029 | 0.02% |
| PALO ALTO NETWORKS INC SEDOL B87ZMX0 | 0.02% |
| PENSKE TRUCK LEASING P/P 144A 03.9000 02/01/2024 | 0.02% |
| PFIZER INC 01.9500 06/03/2021 | 0.02% |
| QUEST DIAGNOSTICS INC SEDOL 2702791 | 0.02% |
| SAIL 2004-10 A10 01.0493 11/25/2034 | 0.02% |
| SMC CORP SEDOL 6763965 | 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% |
| TEVA PHARMACEUTICALS NE USD 06.0000 04/15/2024 | 0.02% |
| US BANCORP 02.9500 07/15/2022 | 0.02% |
| WFRBS 2011-C3 D P/P 144A 05.6734 03/15/2044 | 0.02% |
| ARRW 2018-1 A3 04.1570 04/25/2048 | 0.02% |
| BANCO SANTANDER SA USD 05.1790 11/19/2025 | 0.02% |
| BOC HONG KONG HOLDINGS LTD SEDOL 6536112 | 0.02% |
| CITIGROUP INC 04.6000 03/09/2026 | 0.02% |
| CLP HOLDINGS LTD SEDOL 6097017 | 0.02% |
| COLES GROUP LTD SEDOL BYWR0T5 | 0.02% |
| COMCAST CORP 03.1500 03/01/2026 | 0.02% |
| COMM 2013-CR11 AM 04.7150 08/10/2050 | 0.02% |
| CSC HOLDINGS LLC P/P 144A 07.5000 04/01/2028 | 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% |
| GSMS 2013-GCJ14 B P/P 144A 04.7435 08/10/2046 | 0.02% |
| GSMS 2014-GC18 C 04.9887 01/10/2047 | 0.02% |
| IDACORP INC SEDOL 2296937 | 0.02% |
| IHEARTCOMMUNICATIONS INC 08.3750 05/01/2027 | 0.02% |
| JPMBB 2013-C12 B 04.0995 07/15/2045 | 0.02% |
| JPMBB 2016-C1 AS 03.9704 03/15/2049 | 0.02% |
| KOSE CORP SEDOL 6194468 | 0.02% |
| MSBAM 2012-C6 D P/P 144A 04.6062 11/15/2045 | 0.02% |
| NATIONAL AUSTRALIA BK/NY 02.8000 01/10/2022 | 0.02% |
| NATIONAL BANK OF CANADA SEDOL 2077303 | 0.02% |
| NETFLIX INC. 05.8750 11/15/2028 | 0.02% |
| NSTAR ELECTRIC CO 02.3750 10/15/2022 | 0.02% |
| PULTEGROUP INC. 07.8750 06/15/2032 | 0.02% |
| REP OF INDONESIA P/P 144A 04.7500 01/08/2026 | 0.02% |
| SAMI 2007-AR7 1A1 00.9993 05/25/2047 | 0.02% |
| SEKISUI HOUSE LTD SEDOL 6793906 | 0.02% |
| SPECTRA ENERGY PARTNERS 03.3750 10/15/2026 | 0.02% |
| SUNDRUG CO LTD SEDOL 6817895 | 0.02% |
| TELSTRA CORP LTD SEDOL 6087289 | 0.02% |
| UBS GROUP AG P/P 144A 04.1250 04/15/2026 | 0.02% |
| UBSCM 2012-C1 C P/P 144A 05.5689 05/10/2045 | 0.02% |
| WASTE PRO USA INC P/P 144A 05.5000 02/15/2026 | 0.02% |
| WFRBS 2013-C11 AS 03.3110 03/15/2045 | 0.02% |
| AIR LIQUIDE SA SEDOL B1YXBJ7 | 0.02% |
| ARKEMA SEDOL B0Z5YZ2 | 0.02% |
| C.H. ROBINSON WORLDWIDE INC SEDOL 2116228 | 0.02% |
| CAMDEN PROPERTY TRUST 04.8750 06/15/2023 | 0.02% |
| CANTOR FITZGERALD LP P/P 144A 06.5000 06/17/2022 | 0.02% |
| CD 2017-CD3 A4 03.6310 02/10/2050 | 0.02% |
| CENOVUS ENERGY INC SEDOL B57FG04 | 0.02% |
| ENTERPRISE PRODUCTS OPER 02.8000 01/31/2030 | 0.02% |
| GENERAL ELECTRIC CO SEDOL 2380498 | 0.02% |
| GLENCORE FUNDING LLC P/P 144A 04.6250 04/29/2024 | 0.02% |
| HESS MIDSTREAM P P/P 144A 05.6250 02/15/2026 | 0.02% |
| HIKARI TSUSHIN INC SEDOL 6416322 | 0.02% |
| LMAT 2020-GS5 A1 03.2500 06/25/2060 | 0.02% |
| MAGELLAN FINANCIAL GROUP LTD SEDOL B015YX4 | 0.02% |
| MSC 2016-BNK2 C 03.9026 11/15/2049 | 0.02% |
| NATWEST GROUP PLC USD 04.8920 05/18/2029 | 0.02% |
| NEUBERGER BERMAN GRP P/P 144A 04.8750 04/15/2045 | 0.02% |
| NOVELIS CORP P/P 144A 05.8750 09/30/2026 | 0.02% |
| STACR 2017-DNA2 M2 03.5993 10/25/2029 | 0.02% |
| TOSHIBA CORP SEDOL 6897217 | 0.02% |
| VOPAK SEDOL 5809428 | 0.02% |
| WFCM 2013-LC12 C 04.2751 07/15/2046 | 0.02% |
| WFRBS 2012-C9 D P/P 144A 04.8106 11/15/2045 | 0.02% |
| ZURICH INSURANCE GROUP AG SEDOL 5983816 | 0.02% |
| AGCO CORP SEDOL 2010278 | 0.02% |
| ARD FINANCE SA P/P 144A 06.5000 06/30/2027 | 0.02% |
| ARRW 2019-3 A3 03.4160 10/25/2048 | 0.02% |
| CAPGEMINI SE SEDOL 4163437 | 0.02% |
| CD 2017-CD6 AM 03.7090 11/13/2050 | 0.02% |
| CHUGAI PHARMACEUTICAL CO LTD SEDOL 6196408 | 0.02% |
| COMCAST CORP 03.9990 11/01/2049 | 0.02% |
| COMCAST CORP 04.0490 11/01/2052 | 0.02% |
| CSAIL 2019-C15 B 04.4757 03/15/2052 | 0.02% |
| CURTISS-WRIGHT CORP SEDOL 2241205 | 0.02% |
| DAITO TRUST CONSTRUCT CO LTD SEDOL 6250508 | 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% |
| ENDEAVOR ENERGY P/P 144A 05.7500 01/30/2028 | 0.02% |
| GFL ENVIRONMENTAL P/P 144A 07.0000 06/01/2026 | 0.02% |
| GNR 2015-H25 BI IO 02.1340 10/20/2065 | 0.02% |
| GOLDMAN SACHS GROUP INC 02.6000 02/07/2030 | 0.02% |
| ING GROEP NV-CVA SEDOL 7154182 | 0.02% |
| JONES LANG LASALLE INC SEDOL 2040640 | 0.02% |
| JPMCC 2010-C2 C P/P 144A 05.6545 11/15/2043 | 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% |
| NEUROCRINE BIOSCIENCES INC SEDOL 2623911 | 0.02% |
| OSAT 2020-RPL1 A1 03.1990 12/26/2059 | 0.02% |
| PETROBRAS GLOBAL FINANCE USD 06.1250 01/17/2022 | 0.02% |
| PULTEGROUP INC 05.5000 03/01/2026 | 0.02% |
| RYOHIN KEIKAKU CO LTD SEDOL 6758455 | 0.02% |
| SPRINT CORP 07.2500 09/15/2021 | 0.02% |
| STACR 2016-HQA1 M3 06.4993 09/25/2028 | 0.02% |
| SUZUKEN CO LTD SEDOL 6865560 | 0.02% |
| VIACOMCBS INC 02.9000 01/15/2027 | 0.02% |
| WAMU 2007-HY2 1A1 03.3335 12/25/2036 | 0.02% |
| WEST JAPAN RAILWAY CO SEDOL 6957995 | 0.02% |
| A2 MILK CO LTD SEDOL 6287250 | 0.02% |
| ALLY FINANCIAL INC 08.0000 11/01/2031 | 0.02% |
| AUTO TRADER GROUP PLC SEDOL BVYVFW2 | 0.02% |
| BBCMS 2019-C3 B 04.0960 05/15/2052 | 0.02% |
| BRAND ENERGY TL L+425 05.2500 06/21/2024 | 0.02% |
| CLOROX COMPANY SEDOL 2204026 | 0.02% |
| CMLTI 2005-2 1A2A 03.8044 05/25/2035 | 0.02% |
| COMPAGNIE DE SAINT-GOBAIN SEDOL 7380482 | 0.02% |
| COMPASS MIN INTL P/P 144A 06.7500 12/01/2027 | 0.02% |
| CONSOLIDATED EDISON INC SEDOL 2216850 | 0.02% |
| CREDIT SUISSE GRP AG P/P 144A 03.8690 01/12/2029 | 0.02% |
| DRMT 2020-2 A1 01.6920 05/25/2065 | 0.02% |
| FORD MOTOR COMPANY 09.0000 04/22/2025 | 0.02% |
| GRAY TELEVISION INC P/P 144A 07.0000 05/15/2027 | 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% |
| HOSHIZAKI CORP SEDOL B3FF8W8 | 0.02% |
| JPMCC 2013-C10 AS 03.3715 12/15/2047 | 0.02% |
| LAFARGEHOLCIM LTD-REG SEDOL 7110753 | 0.02% |
| MCDONALD'S HOLDINGS CO JAPAN SEDOL 6371863 | 0.02% |
| MICHELIN (CGDE) SEDOL 4588364 | 0.02% |
| MOODY'S CORPORATION 02.5500 08/18/2060 | 0.02% |
| MSBAM 2015-C24 B 04.3424 05/15/2048 | 0.02% |
| MWST 2020-1 A 01.0493 10/25/2053 | 0.02% |
| NOMURA REAL ESTATE HOLDINGS SEDOL B1CWJM5 | 0.02% |
| OBAYASHI CORP SEDOL 6656407 | 0.02% |
| ODAKYU ELECTRIC RAILWAY CO SEDOL 6656106 | 0.02% |
| PM GENERAL PURCHASER P/P 144A 09.5000 10/01/2028 | 0.02% |
| PPL CAPITAL FUNDING INC 04.2000 06/15/2022 | 0.02% |
| REP OF INDONESIA P/P 144A 03.3750 04/15/2023 | 0.02% |
| SCIENTIFIC GAMES P/P 144A 07.2500 11/15/2029 | 0.02% |
| STACR 2020-HQA1 M2 02.0493 01/25/2050 | 0.02% |
| STANLEY ELECTRIC CO LTD SEDOL 6841106 | 0.02% |
| TORONTO-DOMINION BANK SEDOL 2897222 | 0.02% |
| TTM TECHNOLOGIES INC P/P 144A 05.6250 10/01/2025 | 0.02% |
| UNITEDHEALTH GROUP INC 02.8750 03/15/2022 | 0.02% |
| UNIVAR SOLUTIONS P/P 144A 05.1250 12/01/2027 | 0.02% |
| WELLS FARGO & COMPANY 05.8750 12/29/2049 | 0.02% |
| WFCM 2016-LC25 XA IO 00.9695 12/15/2059 | 0.02% |
| ALIMEN COUCHE P/P 144A 02.9500 01/25/2030 | 0.01% |
| ALLISON TRANSMISSION P/P 144A 04.7500 10/01/2027 | 0.01% |
| ALTICE FRANCE P/P 144A 06.0000 02/15/2028 | 0.01% |
| APPLE INC 03.4500 05/06/2024 | 0.01% |
| BIOMERIEUX SEDOL BF0LBX7 | 0.01% |
| BPCE SA P/P 144A 05.1500 07/21/2024 | 0.01% |
| BROTHER INDUSTRIES LTD SEDOL 6146500 | 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% |
| CAS 2016-C06 1M2 04.3993 04/25/2029 | 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% |
| CSC HOLDINGS LLC 06.7500 11/15/2021 | 0.01% |
| DELTA/SKYMILES P/P 144A 04.7500 10/20/2028 | 0.01% |
| DOLLAR TREE INC SEDOL 2272476 | 0.01% |
| ELISA OYJ SEDOL 5701513 | 0.01% |
| EMIR 2018-1 M1 01.8493 11/25/2028 | 0.01% |
| FHLMC FR30 ZS9547 UMBS 04.0000 09/01/2045 | 0.01% |
| FINECOBANK SPA SEDOL BNGN9Z1 | 0.01% |
| GREAT LAKES D&D 08.0000 05/15/2022 | 0.01% |
| IRON MOUNTAIN INC P/P 144A 04.8750 09/15/2027 | 0.01% |
| ISRAEL DISCOUNT BANK -A SEDOL 6451271 | 0.01% |
| JAPAN POST HOLDINGS CO LTD SEDOL BYT8143 | 0.01% |
| KIMBERLY-CLARK CORP SEDOL 2491839 | 0.01% |
| KRAFT HEINZ FOODS CO 03.0000 06/01/2026 | 0.01% |
| KRAFT HEINZ FOODS CO 05.0000 07/15/2035 | 0.01% |
| LPL HOLDINGS INC P/P 144A 05.7500 09/15/2025 | 0.01% |
| MARATHON OIL CORP SEDOL 2910970 | 0.01% |
| 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% |
| MSBAM 2013-C9 D P/P 144A 04.1189 05/15/2046 | 0.01% |
| NIELSEN CO LUXEM P/P 144A 05.0000 02/01/2025 | 0.01% |
| NUTRITION & BIO P/P 144A 02.3000 11/01/2030 | 0.01% |
| ONO PHARMACEUTICAL CO LTD SEDOL 6660107 | 0.01% |
| PACIFIC GAS & ELECTRIC 02.5000 02/01/2031 | 0.01% |
| PERSIMMON PLC SEDOL 0682538 | 0.01% |
| POMEGRANATE MERGER S P/P 144A 09.7500 05/01/2023 | 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% |
| SPIRAX-SARCO ENGINEERING PLC SEDOL BWFGQN1 | 0.01% |
| STACR 2014-HQ3 M3 04.8993 10/25/2024 | 0.01% |
| STACR 2015-HQA2 M3 04.9493 05/25/2028 | 0.01% |
| STEVENS HLDG CO INC P/P 144A 06.1250 10/01/2026 | 0.01% |
| TERRIER MEDIA BU P/P 144A 08.8750 12/15/2027 | 0.01% |
| TRANSUNION SEDOL BYMWL86 | 0.01% |
| VERTICAL US NEWCO IN P/P 144A 05.2500 07/15/2027 | 0.01% |
| VIDEOTRON LTD USD 05.0000 07/15/2022 | 0.01% |
| WALT DISNEY CO/THE SEDOL 2270726 | 0.01% |
| WEYERHAEUSER CO 07.3750 03/15/2032 | 0.01% |
| ALBERTSONS COS/SAFE P/P 144A 04.6250 01/15/2027 | 0.01% |
| BECTON DICKINSON AND CO 02.8230 05/20/2030 | 0.01% |
| BERKELEY GROUP HOLDINGS/THE SEDOL B02L3W3 | 0.01% |
| BGC PARTNERS INC 05.1250 05/27/2021 | 0.01% |
| CAN IMPERIAL BK OF COMMERCE SEDOL 2170525 | 0.01% |
| CAS 2015-C03 2M2 05.1493 07/25/2025 | 0.01% |
| COMM 2014-CR18 C 04.7951 07/15/2047 | 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% |
| CSAIL 2015-C1 D P/P 144A 03.7684 04/15/2050 | 0.01% |
| GOLDEN NUGGET INC P/P 144A 06.7500 10/15/2024 | 0.01% |
| ICL GROUP LTD SEDOL 6455530 | 0.01% |
| JAPAN AIRLINES CO LTD SEDOL B8BRV46 | 0.01% |
| LIBERTY MEDIA COR-SIRIUSXM C SEDOL BD8QGH9 | 0.01% |
| NEXSTAR ESCROW P/P 144A 05.6250 07/15/2027 | 0.01% |
| NORFOLK SOUTHERN CORP SEDOL 2641894 | 0.01% |
| ORTHO-CLINICAL TLB L+325 03.3903 06/30/2025 | 0.01% |
| OTIS WORLDWIDE CORP 02.5650 02/15/2030 | 0.01% |
| PACKAGING CORP OF AMERIC 04.5000 11/01/2023 | 0.01% |
| PARK-OHIO INDUSTRIES INC 06.6250 04/15/2027 | 0.01% |
| RECRUIT HOLDINGS CO LTD SEDOL BQRRZ00 | 0.01% |
| SABINE PASS LIQUEFACTION 04.2000 03/15/2028 | 0.01% |
| SABRE GLBL INC P/P 144A 09.2500 04/15/2025 | 0.01% |
| STACR 2014-HQ2 M3 03.8993 09/25/2024 | 0.01% |
| TAYLOR WIMPEY PLC SEDOL 0878230 | 0.01% |
| TOWNSQUARE MEDIA INC P/P 144A 06.5000 04/01/2023 | 0.01% |
| TRADEWEB MARKETS INC-CLASS A SEDOL BJXMVK2 | 0.01% |
| USD/MXN PUT 20.50 20210416 GSFX | 0.01% |
| WFCM 2014-LC16 XA IO 01.0900 08/15/2050 | 0.01% |
| YANGZIJIANG SHIPBUILDING SEDOL B1VT035 | 0.01% |
| 0.35 R ISWP FWD US0003M P 12/16/2025 | 0.01% |
| ALLIANT HOLDINGS P/P 144A 06.7500 10/15/2027 | 0.01% |
| BAE SYSTEMS PLC SEDOL 0263494 | 0.01% |
| BAFC 2005-B 3M1 00.8264 04/20/2035 | 0.01% |
| BANK OF MONTREAL SEDOL 2076009 | 0.01% |
| BAUSCH HLTH COS INC P/P 144A 06.1250 04/15/2025 | 0.01% |
| BMC EAST LLC P/P 144A 05.5000 10/01/2024 | 0.01% |
| BRAND ENERGY & I P/P 144A 08.5000 07/15/2025 | 0.01% |
| CAS 2014-C03 2M2 03.0493 07/25/2024 | 0.01% |
| CAS 2014-C04 1M2 05.0493 11/25/2024 | 0.01% |
| CAS 2017-C01 1EB1 01.3993 07/25/2029 | 0.01% |
| CF INDUSTRIES INC 04.9500 06/01/2043 | 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% |
| COLT 2020-2 A1 01.8530 03/25/2065 | 0.01% |
| CONTINENTAL RES 04.5000 04/15/2023 | 0.01% |
| CVS PASS-THROUGH P/P 144A 04.7040 01/10/2036 | 0.01% |
| DOMINICAN REPUBLIC REGS 06.0000 07/19/2028 | 0.01% |
| DUKE ENERGY INDIANA LLC 06.4500 04/01/2039 | 0.01% |
| ELANCO ANIMAL HEALTH 05.9000 08/28/2028 | 0.01% |
| EQUINOR ASA USD 05.1000 08/17/2040 | 0.01% |
| F5 NETWORKS INC SEDOL 2427599 | 0.01% |
| FOX CORP 04.0300 01/25/2024 | 0.01% |
| FUJIFILM HOLDINGS CORP SEDOL 6356525 | 0.01% |
| GALAPAGOS NV SEDOL B07Q2V5 | 0.01% |
| GENERAL MOTORS FINL CO 04.3000 07/13/2025 | 0.01% |
| GLENCORE FUNDING LLC P/P 144A 01.6250 09/01/2025 | 0.01% |
| GNMA GII30 BL6161 06.0000 12/20/2048 | 0.01% |
| GNR 2016-H16 EI IO 02.4950 06/20/2066 | 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% |
| HSBC USA INC 03.5000 06/23/2024 | 0.01% |
| HUB INTL LTD P/P 144A 07.0000 05/01/2026 | 0.01% |
| HUSKY III HLDG LTD P/P 144A 13.0000 02/15/2025 | 0.01% |
| HUSKY TLB L+300 03.3614 03/28/2025 | 0.01% |
| IHS MARKIT LTD USD 04.7500 08/01/2028 | 0.01% |
| INTELSAT JACKSON HLD P/P 144A 09.7500 07/15/2025 | 0.01% |
| ISTAR INC 04.7500 10/01/2024 | 0.01% |
| JPMBB 2014-C22 C 04.5537 09/15/2047 | 0.01% |
| KINDER MORGAN ENER PART 03.4500 02/15/2023 | 0.01% |
| KOBE BUSSAN CO LTD SEDOL B14RJB7 | 0.01% |
| MERCK & CO. INC. 02.7500 02/10/2025 | 0.01% |
| NEC CORP SEDOL 6640400 | 0.01% |
| ORACLE CORP 05.3750 07/15/2040 | 0.01% |
| PQ CORP P/P 144A 05.7500 12/15/2025 | 0.01% |
| PRUDENTIAL FINANCIAL INC 05.2000 03/15/2044 | 0.01% |
| RAMC 2003-4 A1 00.6693 03/25/2034 | 0.01% |
| SABINE PASS LIQUEF 05.0000 03/15/2027 | 0.01% |
| SPRINT CORP 07.6250 03/01/2026 | 0.01% |
| STACR 2017-DNA1 M2 03.3993 07/25/2029 | 0.01% |
| TEVA PHARMACEUTICALS NE USD 06.7500 03/01/2028 | 0.01% |
| TPMT 2016-5 M2 P/P 144A 03.3750 10/25/2056 | 0.01% |
| TRANSDIGM INC 05.5000 11/15/2027 | 0.01% |
| VISTRA OPERATION P/P 144A 05.5000 09/01/2026 | 0.01% |
| VMWARE INC 03.9000 08/21/2027 | 0.01% |
| WALT DISNEY COMP 07.7500 01/20/2024 | 0.01% |
| WFRBS 2013-C15 D P/P 144A 04.4935 08/15/2046 | 0.01% |
| ALTICE FRANCE P/P 144A 10.5000 05/15/2027 | 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% |
| ASHTEAD CAPITAL INC P/P 144A 04.2500 11/01/2029 | 0.01% |
| AT&T INC 04.3000 02/15/2030 | 0.01% |
| BANFF MERGER SUB INC P/P 144A 09.7500 09/01/2026 | 0.01% |
| BANQUE CANTONALE VAUDOIS-REG SEDOL BMFY8R3 | 0.01% |
| BASE INC SEDOL BKRQ8Q2 | 0.01% |
| BAUSCH HEALTH COS INC REGS 04.5000 05/15/2023 | 0.01% |
| BAUSCH HLTH AMERICAS P/P 144A 08.5000 01/31/2027 | 0.01% |
| BAUSCH HLTH COS INC P/P 144A 07.0000 03/15/2024 | 0.01% |
| BT GROUP PLC SEDOL 3091357 | 0.01% |
| CANPACK SA EASTERN L P/P 144A 03.1250 11/01/2025 | 0.01% |
| CAS 2015-C02 2M2 04.1493 05/25/2025 | 0.01% |
| CELANESE US HOLDINGS LLC 04.6250 11/15/2022 | 0.01% |
| CVS HEALTH CORP 03.7000 03/09/2023 | 0.01% |
| DCP MIDSTREAM P/P 144A 06.7500 09/15/2037 | 0.01% |
| FISHER PAYKEL SEDOL 6340250 | 0.01% |
| GNR 2017-162 QI IO 05.0000 10/11/2047 | 0.01% |
| HANKYU HANSHIN HOLDINGS INC SEDOL 6408664 | 0.01% |
| JAPAN POST BANK CO LTD SEDOL BYT8165 | 0.01% |
| JPMORGAN CHASE & CO 02.9560 05/13/2031 | 0.01% |
| KAKAKU.COM INC SEDOL 6689533 | 0.01% |
| L BRANDS INC 07.5000 06/15/2029 | 0.01% |
| MEREDITH CORP 06.8750 02/01/2026 | 0.01% |
| MIZUHO FINANCIAL GROUP INC SEDOL 6591014 | 0.01% |
| MSC 2011-C3 D P/P 144A 05.2443 07/15/2049 | 0.01% |
| NAVISTAR INTL CORP P/P 144A 06.6250 11/01/2025 | 0.01% |
| NEWCREST MINING LTD SEDOL 6637101 | 0.01% |
| ORACLE CORP JAPAN SEDOL 6141680 | 0.01% |
| ORKLA ASA SEDOL B1VQF42 | 0.01% |
| PACIFIC GAS & ELECTRIC 03.3000 03/15/2027 | 0.01% |
| PENSKE TRUCK LE P/P 144A 03.4000 11/15/2026 | 0.01% |
| PETROLEOS MEXICANOS USD 07.6900 01/23/2050 | 0.01% |
| PNC FINANCIAL SERVICES 03.3000 03/08/2022 | 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% |
| SOLENIS 1STL L+400 04.2559 06/26/2025 | 0.01% |
| SVENSKA HNDLSBKN P/P 144A 00.6250 06/30/2023 | 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% |
| WERNER FINCO LP/INC P/P 144A 08.7500 07/15/2025 | 0.01% |
| WESTROCK MWV LLC 07.9500 02/15/2031 | 0.01% |
| WYNN LAS VEGAS P/P 144A 05.2500 05/15/2027 | 0.01% |
| WYNN RESORTS FIN LLC P/P 144A 05.1250 10/01/2029 | 0.01% |
| ACS ACTIVIDADES SEDOL B01FLQ6 | 0.01% |
| ALLEGHENY TECHNOLOGIES INC 07.8750 08/15/2023 | 0.01% |
| AMAZON.COM INC 01.5000 06/03/2030 | 0.01% |
| AMUNDI SA SEDOL BYZR014 | 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% |
| BERKSHIRE HATHAWAY FIN 04.3000 05/15/2043 | 0.01% |
| BIG RVR STL/FIN P/P 144A 06.6250 01/31/2029 | 0.01% |
| BLACKSTONE HLDG FINA P/P 144A 01.6000 03/30/2031 | 0.01% |
| CBRE SERVICES INC 04.8750 03/01/2026 | 0.01% |
| CFCRE 2011-C2 D P/P 144A 05.7394 12/15/2047 | 0.01% |
| CGCMT 2014-GC19 D P/P 144A 05.0925 03/10/2047 | 0.01% |
| CHAMPIONX CORP 06.3750 05/01/2026 | 0.01% |
| CHENIERE CORP CHRIST 05.8750 03/31/2025 | 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% |
| CNO FINANCIAL GROUP INC 05.2500 05/30/2029 | 0.01% |
| CONSTELLIUM SE P/P 144A 05.8750 02/15/2026 | 0.01% |
| CWALT 2005-59 1A1 00.4814 11/20/2035 | 0.01% |
| DIAMOND 1 FIN/DIAMON P/P 144A 08.3500 07/15/2046 | 0.01% |
| DISH NETWORK CV 03.3750 08/15/2026 | 0.01% |
| ENDEAVOR ENERGY P/P 144A 06.6250 07/15/2025 | 0.01% |
| FAIRFAX US INC P/P 144A 04.8750 08/13/2024 | 0.01% |
| GBP/USD 12/16/2020 SSBT | 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% |
| GW B-CR SECURITY P/P 144A 09.5000 11/01/2027 | 0.01% |
| HCA INC 05.2500 06/15/2026 | 0.01% |
| JPMORGAN CHASE & CO 06.1000 02/01/2049 | 0.01% |
| KEURIG DR PEPPER INC 04.0570 05/25/2023 | 0.01% |
| KOBAYASHI PHARMACEUTICAL CO SEDOL 6149457 | 0.01% |
| LEVEL 3 FIN INC P/P 144A 04.6250 09/15/2027 | 0.01% |
| MARRIOTT INTERNATIONAL 04.6250 06/15/2030 | 0.01% |
| MASTEC INC P/P 144A 04.5000 08/15/2028 | 0.01% |
| MATCH GRP HLD II LLC P/P 144A 05.0000 12/15/2027 | 0.01% |
| MATTAMY GROUP CORP P/P 144A 04.6250 03/01/2030 | 0.01% |
| MAXIM INTEGRATED PRODUCTS SEDOL 2573760 | 0.01% |
| MICROCHIP TECH INC P/P 144A 04.2500 09/01/2025 | 0.01% |
| ONCOR ELECTRIC DELIVERY 05.3000 06/01/2042 | 0.01% |
| ONEMAIN FINANCE CORP 05.3750 11/15/2029 | 0.01% |
| PANTHER BF AGGRE 2 P/P 144A 08.5000 05/15/2027 | 0.01% |
| RBS GLOBAL/REXNO P/P 144A 04.8750 12/15/2025 | 0.01% |
| SANTANDER UK PLC P/P 144A 05.0000 11/07/2023 | 0.01% |
| SERVICE CORPORATION INTL 04.6250 12/15/2027 | 0.01% |
| SEVEN BANK LTD SEDOL B2NT8S1 | 0.01% |
| SHIFT4 PAYMENTS LLC P/P 144A 04.6250 11/01/2026 | 0.01% |
| SIX FLAGS THEME PARK P/P 144A 07.0000 07/01/2025 | 0.01% |
| SMURFIT KAPPA TREASURY USD 07.5000 11/20/2025 | 0.01% |
| SOFTBANK GROUP CORP SEDOL 6770620 | 0.01% |
| SONIC HEALTHCARE LTD SEDOL 6821120 | 0.01% |
| SPRINT SPECTRUM P/P 144A 03.3600 09/20/2021 | 0.01% |
| STACR 2020-HQA4 M1 01.4493 09/25/2050 | 0.01% |
| STARWOOD PROP TR 04.7500 03/15/2025 | 0.01% |
| SWISS LIFE HOLDING AG-REG SEDOL 7437805 | 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% |
| UNIVISION COMM P/P 144A 06.6250 06/01/2027 | 0.01% |
| UNIVISION COMM INC. P/P 144A 05.1250 02/15/2025 | 0.01% |
| USD/CNH PUT 6.65 20210415 MSCIL | 0.01% |
| WAMU 2005-AR14 1A2 03.3725 12/25/2035 | 0.01% |
| WAMU 2005-AR9 A1C3 01.1093 07/25/2045 | 0.01% |
| WESCO DISTRIBUT P/P 144A 07.2500 06/15/2028 | 0.01% |
| AKER BP ASA P/P 144A 03.7500 01/15/2030 | 0.01% |
| ALBERTSONS COS LLC P/P 144A 07.5000 03/15/2026 | 0.01% |
| ALTICE FRANCE P/P 144A 07.3750 05/01/2026 | 0.01% |
| ANTERO RESOURCES FIN 05.1250 12/01/2022 | 0.01% |
| AUST & NZ BANKING GR P/P 144A 06.7500 12/29/2049 | 0.01% |
| BAUSCH HLTH COS INC P/P 144A 07.2500 05/30/2029 | 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% |
| CAS 2014-C02 1M2 02.7493 05/25/2024 | 0.01% |
| CCO HLDGS LLC/CAP CO P/P 144A 05.7500 02/15/2026 | 0.01% |
| CHS/COMMUNITY P/P 144A 06.6250 02/15/2025 | 0.01% |
| CHUBU ELECTRIC POWER CO INC SEDOL 6195609 | 0.01% |
| CNO FINANCIAL GROUP INC 05.2500 05/30/2025 | 0.01% |
| CWALT 2006-24CB A19 00.6493 08/25/2036 | 0.01% |
| DEVON ENERGY CORPORATION 07.9500 04/15/2032 | 0.01% |
| DISCOVERY COMMUNICATIONS 03.6250 05/15/2030 | 0.01% |
| ENTERCOM MEDIA CORP P/P 144A 07.2500 11/01/2024 | 0.01% |
| FISERV INC SEDOL 2342034 | 0.01% |
| FORD MOTOR CREDIT CO LLC 04.2710 01/09/2027 | 0.01% |
| GNR 2013-99 AS IO 05.8986 06/20/2043 | 0.01% |
| GNR 2016-123 LI IO 03.5000 03/20/2044 | 0.01% |
| GOEASY LTD P/P 144A 05.3750 12/01/2024 | 0.01% |
| GOLDMAN SACHS GROUP INC 06.7500 10/01/2037 | 0.01% |
| HARGREAVES LANSDOWN PLC SEDOL B1VZ0M2 | 0.01% |
| HCA INC. 05.5000 06/15/2047 | 0.01% |
| HD SUPPLY HOLDINGS INC SEDOL BBL5981 | 0.01% |
| HKT TRUST AND HKT LTD-SS SEDOL B4TXDZ3 | 0.01% |
| HUDBAY MINERALS INC P/P 144A 07.6250 01/15/2025 | 0.01% |
| ICAHN ENTER/FIN 06.2500 05/15/2026 | 0.01% |
| ISTAR INC. 04.2500 08/01/2025 | 0.01% |
| MARRIOTT INTERNATIONAL 05.7500 05/01/2025 | 0.01% |
| MEREDITH CORP P/P 144A 06.5000 07/01/2025 | 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% |
| NUCOR CORP SEDOL 2651086 | 0.01% |
| PACIFIC GAS & ELECTRIC 02.9500 03/01/2026 | 0.01% |
| PENNYMAC FIN SVCS IN P/P 144A 05.3750 10/15/2025 | 0.01% |
| PEPTIDREAM INC SEDOL B97SH97 | 0.01% |
| PRIME SECURITY SVCS P/P 144A 06.2500 01/15/2028 | 0.01% |
| PUBLIC SERVICE ELECTRIC 05.5000 03/01/2040 | 0.01% |
| SANOFI SEDOL 5671735 | 0.01% |
| SINCLAIR TELE P/P 144A 05.5000 03/01/2030 | 0.01% |
| SOHGO SECURITY SERVICES CO SEDOL 6546359 | 0.01% |
| STATION CASINOS LLC P/P 144A 04.5000 02/15/2028 | 0.01% |
| SWISS PRIME SITE-REG SEDOL B083BH4 | 0.01% |
| THE BANK OF NOVA SCOTIA USD 02.7000 03/07/2022 | 0.01% |
| TRIPADVISOR INC P/P 144A 07.0000 07/15/2025 | 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 00.5493 08/25/2045 | 0.01% |
| WR GRACE & CO-CONN P/P 144A 05.6250 10/01/2024 | 0.01% |
| 1011778 BC / NEW RED P/P 144A 03.8750 01/15/2028 | 0.01% |
| AG ISSUER LLC P/P 144A 06.2500 03/01/2028 | 0.01% |
| ALTICE FRANCE SA P/P 144A 05.5000 01/15/2028 | 0.01% |
| AMERICAN AXLE & MFG INC 06.8750 07/01/2028 | 0.01% |
| ANTERO RESOURCES 05.3750 11/01/2021 | 0.01% |
| ASCENT RESOURCES/AEU P/P 144A 10.0000 04/01/2022 | 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% |
| BECTON DICKINSON AND CO SEDOL 2087807 | 0.01% |
| BLACK KNIGHT INFOSER P/P 144A 03.6250 09/01/2028 | 0.01% |
| BMIR 2020-2A M1A 02.4493 08/26/2030 | 0.01% |
| BOISE CASCADE CO P/P 144A 04.8750 07/01/2030 | 0.01% |
| BOXER PARENT CO INC P/P 144A 09.1250 03/01/2026 | 0.01% |
| BRIDGESTONE CORP SEDOL 6132101 | 0.01% |
| BUILDERS FIRSTSOURCE P/P 144A 06.7500 06/01/2027 | 0.01% |
| BWAY HOLDING CO P/P 144A 07.2500 04/15/2025 | 0.01% |
| CENOVUS ENERGY INC USD 06.7500 11/15/2039 | 0.01% |
| CHUGOKU ELECTRIC POWER CO SEDOL 6195900 | 0.01% |
| CSC HOLDINGS LLC P/P 144A 05.7500 01/15/2030 | 0.01% |
| DIAMOND SPORTS GR/DI P/P 144A 06.6250 08/15/2027 | 0.01% |
| ENERGY TRANSFER OPERATNG 02.9000 05/15/2025 | 0.01% |
| EPICOR SOFTWARE TLB L+425 05.2500 07/30/2027 | 0.01% |
| EQUINIX INC 05.3750 05/15/2027 | 0.01% |
| ESH HOSPITALITY INC P/P 144A 05.2500 05/01/2025 | 0.01% |
| FREEDOM MTGE CORP P/P 144A 08.2500 04/15/2025 | 0.01% |
| FRONTIER COMM P/P 144A 05.8750 10/15/2027 | 0.01% |
| GBP/USD 12/16/2020 HSBCB | 0.01% |
| GEBERIT AG-REG SEDOL B1WGG93 | 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 BL6235 06.0000 04/20/2049 | 0.01% |
| GNR 2015-H26 EI IO 01.7317 10/20/2065 | 0.01% |
| GSMS 2014-GC24 XA IO 00.7326 09/10/2047 | 0.01% |
| HESS MIDSTREAM P P/P 144A 05.1250 06/15/2028 | 0.01% |
| IHEARTCOMMUNICATIONS INC 06.3750 05/01/2026 | 0.01% |
| INGEVITY CORP P/P 144A 03.8750 11/01/2028 | 0.01% |
| INTELLIGENT PACK P/P 144A 06.0000 09/15/2028 | 0.01% |
| JPMBB 2014-C25 XA IO 00.8493 11/15/2047 | 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 05.8750 11/01/2024 | 0.01% |
| LIONS GATE CAP HOLD P/P 144A 06.3750 02/01/2024 | 0.01% |
| MARATHON PETRO CORP 06.5000 03/01/2041 | 0.01% |
| MEG ENERGY CORP P/P 144A 06.5000 01/15/2025 | 0.01% |
| MITSUBISHI UFJ LEASE & FINAN SEDOL 6268976 | 0.01% |
| MONDELEZ INTL HLDING P/P 144A 02.0000 10/28/2021 | 0.01% |
| MTR CORP SEDOL 6290054 | 0.01% |
| NATIONSTAR MTG HLD I P/P 144A 05.5000 08/15/2028 | 0.01% |
| NEWFIELD EXPLORATION CO 05.7500 01/30/2022 | 0.01% |
| NIPPON STEEL CORP SEDOL 6642569 | 0.01% |
| NUTRIEN LTD USD 05.2500 01/15/2045 | 0.01% |
| NUTRITION & BIO P/P 144A 03.4680 12/01/2050 | 0.01% |
| OCCIDENTAL PETROLEUM COR 04.8500 03/15/2021 | 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% |
| QORVO INC SEDOL BR9YYP4 | 0.01% |
| REPUBLIC OF SENEGAL REGS 06.2500 07/30/2024 | 0.01% |
| REPUBLIC OF SENEGAL REGS 06.7500 03/13/2048 | 0.01% |
| S&P GLOBAL INC 01.2500 08/15/2030 | 0.01% |
| SERVICE CORP INTL 03.3750 08/15/2030 | 0.01% |
| SIX FLAGS ENT P/P 144A 05.5000 04/15/2027 | 0.01% |
| STACR 2016-DNA3 M3 05.1493 12/25/2028 | 0.01% |
| STACR 2017-DNA2 M1 01.3493 10/25/2029 | 0.01% |
| SUGAR HSP GAMING P/P 144A 05.8750 05/15/2025 | 0.01% |
| SWEDISH MATCH AB SEDOL 5048566 | 0.01% |
| TENNANT CO 05.6250 05/01/2025 | 0.01% |
| VERTICAL HOLDCO GMBH P/P 144A 07.6250 07/15/2028 | 0.01% |
| WFCM 2013-LC12 D P/P 144A 04.2751 07/15/2046 | 0.01% |
| WHITE CAP TLB L+400 04.5000 10/08/2027 | 0.01% |
| WPX ENERGY INC 05.2500 10/15/2027 | 0.01% |
| 1011778 BC ULC / P/P 144A 04.3750 01/15/2028 | 0.01% |
| AIR METHODS CORP P/P 144A 08.0000 05/15/2025 | 0.01% |
| AMSTED INDUSTRIES P/P 144A 04.6250 05/15/2030 | 0.01% |
| AMSTED INDUSTRIES P/P 144A 05.6250 07/01/2027 | 0.01% |
| ANHEUSER-BUSCH INBEV WOR 04.1500 01/23/2025 | 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% |
| CAS 2015-C01 1M2 04.4493 02/25/2025 | 0.01% |
| CCO HOLDINGS LLC P/P 144A 04.5000 05/01/2032 | 0.01% |
| CENTENE CORP P/P 144A 05.3750 08/15/2026 | 0.01% |
| 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% |
| 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 CG | 0.01% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 ML | 0.01% |
| COMCAST CORP 06.5000 11/15/2035 | 0.01% |
| COMM 2014-CR19 XA IO 00.9767 08/10/2047 | 0.01% |
| COMM 2014-UBS6 XA IO 00.8884 12/10/2047 | 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% |
| DIAMOND SPORTS P/P 144A 05.3750 08/15/2026 | 0.01% |
| DRESDNER FDG TRST I P/P 144A 08.1510 06/30/2031 | 0.01% |
| EMIR 2018-1 M2 03.1493 11/25/2028 | 0.01% |
| ENTERCOM MEDIA CORP P/P 144A 06.5000 05/01/2027 | 0.01% |
| FHR 3829 AS IO 06.8016 03/15/2041 | 0.01% |
| FREEDOM MTGE CORP P/P 144A 08.1250 11/15/2024 | 0.01% |
| FRONTIER COMM 10.5000 09/15/2022 | 0.01% |
| GENESYS TELECOMMUNICAT L+400 04.7500 10/08/2027 | 0.01% |
| GNMA GII30 BL6185 06.0000 01/20/2049 | 0.01% |
| GNMA GII30 BL6216 06.0000 03/20/2049 | 0.01% |
| INDIGO NATURAL P/P 144A 06.8750 02/15/2026 | 0.01% |
| ISTAR INC 05.5000 02/15/2026 | 0.01% |
| ITRON INC P/P 144A 05.0000 01/15/2026 | 0.01% |
| JPMBB 2015-C33 XA IO 00.9073 12/15/2048 | 0.01% |
| LAMB WESTON HLD P/P 144A 04.8750 05/15/2028 | 0.01% |
| LEVEL 3 FIN INC P/P 144A 04.2500 07/01/2028 | 0.01% |
| NIELSEN FIN LLC/CO P/P 144A 05.6250 10/01/2028 | 0.01% |
| NORTHRIVER MIDSTREAM P/P 144A 05.6250 02/15/2026 | 0.01% |
| NRG ENERGY INC. 07.2500 05/15/2026 | 0.01% |
| OCCIDENTAL PETROLEUM COR 06.4500 09/15/2036 | 0.01% |
| ONEMAIN FINANCE CORP 06.8750 03/15/2025 | 0.01% |
| PENN NATIONAL GAMING P/P 144A 05.6250 01/15/2027 | 0.01% |
| POWER SOLUTIONS TLB L+350 05.7344 04/30/2026 | 0.01% |
| RATTLER MIDSTREAM LP P/P 144A 05.6250 07/15/2025 | 0.01% |
| RAYTHEON TECH CORP P/P 144A 04.8750 10/15/2040 | 0.01% |
| RITE AID CORP P/P 144A 08.0000 11/15/2026 | 0.01% |
| SABINE PASS LIQUEFAC 05.7500 05/15/2024 | 0.01% |
| STANDARD IND INC P/P 144A 03.3750 01/15/2031 | 0.01% |
| THE GAP INC. P/P 144A 08.3750 05/15/2023 | 0.01% |
| TMS INTL HLDG CORP P/P 144A 07.2500 08/15/2025 | 0.01% |
| TRANSDIGM INC 06.3750 06/15/2026 | 0.01% |
| TWDC ENTERPRISES 18 CORP 02.7500 08/16/2021 | 0.01% |
| VIACOMCBS INC 04.0000 01/15/2026 | 0.01% |
| WESTPAC BANKING CORP USD 04.4210 07/24/2039 | 0.01% |
| WFRBS 2013-C14 XA IO 00.7204 06/15/2046 | 0.01% |
| WHITE CAP BUYER LLC P/P 144A 06.8750 10/15/2028 | 0.01% |
| WM MORRISON SUPERMARKETS SEDOL 0604316 | 0.01% |
| WPX ENERGY INC 05.8750 06/15/2028 | 0.01% |
| WPX ENERGY INC 08.2500 08/01/2023 | 0.01% |
| WR GRACE & CO-CONN P/P 144A 04.8750 06/15/2027 | 0.01% |
| 1011778 BC / NEW RED P/P 144A 04.0000 10/15/2030 | 0.01% |
| 1011778 BC / NEW RED P/P 144A 05.0000 10/15/2025 | 0.01% |
| AIRBUS SE SEDOL 4012250 | 0.01% |
| BAUSCH HLTH COS INC P/P 144A 05.5000 11/01/2025 | 0.01% |
| BUMT 2005-1 1A1 00.7493 09/25/2045 | 0.01% |
| BWAY CORP TLB L+325 03.4795 04/03/2024 | 0.01% |
| CALPINE CORP P/P 144A 05.2500 06/01/2026 | 0.01% |
| CAPITAL ONE FINANCIAL CO 04.2000 10/29/2025 | 0.01% |
| CENTENE ESCROW I CO P/P 144A 05.3750 06/01/2026 | 0.01% |
| CHS/COMMUNITY HEALT P/P 144A 08.1250 06/30/2024 | 0.01% |
| CLEAR CHANNEL WORLDW P/P 144A 05.1250 08/15/2027 | 0.01% |
| COMSTOCK RE INC P/P 144A 07.5000 05/15/2025 | 0.01% |
| COMSTOCK RESOURCES INC 09.7500 08/15/2026 | 0.01% |
| DEVON ENERGY CORPORATION 07.8750 09/30/2031 | 0.01% |
| ENERGY TRANSFER OPERATNG 06.1250 12/15/2045 | 0.01% |
| EUR/USD 12/16/2020 BANKAM | 0.01% |
| FIDELITY NATIONAL INFORM 03.0000 08/15/2026 | 0.01% |
| FIFTH THIRD BANCORP 05.1000 12/29/2049 | 0.01% |
| FRESENIUS MEDICAL CARE AG & SEDOL 5129074 | 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% |
| GNMA GII30 BL6219 06.0000 03/20/2049 | 0.01% |
| GOLDEN NUGGET INC P/P 144A 08.7500 10/01/2025 | 0.01% |
| GRAPHIC PACKAGIN P/P 144A 03.5000 03/01/2029 | 0.01% |
| HANESBRANDS INC P/P 144A 04.6250 05/15/2024 | 0.01% |
| HMIR 2018-1 M1 P/P 144A 01.7493 10/25/2028 | 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% |
| IHEARTCOMMUNICATI L+400 04.7500 05/01/2026 | 0.01% |
| IPALCO ENTPRS IN 03.7000 09/01/2024 | 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% |
| KINDER MORGAN INC/DELAWA 07.7500 01/15/2032 | 0.01% |
| KRAFT HEINZ FOODS CO P/P 144A 03.8750 05/15/2027 | 0.01% |
| LADDER CAP FIN LLLP P/P 144A 05.2500 10/01/2025 | 0.01% |
| MBX.FN30.500.09 R USL1M P 01/12/40 BC | 0.01% |
| MBX.FN30.500.10 R USL1M P 01/12/41 CI | 0.01% |
| MLMI 2005-A2 A2 03.7859 02/25/2035 | 0.01% |
| MSRR 2015-R4 CB1 00.9734 08/26/2047 | 0.01% |
| NETFLIX INC P/P 144A 05.3750 11/15/2029 | 0.01% |
| NETFLIX INC. 06.3750 05/15/2029 | 0.01% |
| NEWELL BRANDS INC 04.8750 06/01/2025 | 0.01% |
| NIELSEN FIN LLC/CO P/P 144A 05.0000 04/15/2022 | 0.01% |
| NOBLE ENERGY INC 06.0000 03/01/2041 | 0.01% |
| NOVELIS CORP P/P 144A 04.7500 01/30/2030 | 0.01% |
| NUTRIEN LTD USD 02.9500 05/13/2030 | 0.01% |
| OUTFRONT MEDIA C P/P 144A 06.2500 06/15/2025 | 0.01% |
| PACIFIC GAS & ELECTRIC 02.1000 08/01/2027 | 0.01% |
| PETROBRAS GLOBAL FIN USD 05.9990 01/27/2028 | 0.01% |
| QVC INC 04.8500 04/01/2024 | 0.01% |
| SOFINA SEDOL 4820301 | 0.01% |
| SOLENIS 2NDL L+850 10.8314 06/26/2026 | 0.01% |
| SS&C TECH INC P/P 144A 05.5000 09/30/2027 | 0.01% |
| STACR 2015-DNA2 M3 04.0493 12/25/2027 | 0.01% |
| STACR 2019-DNA1 M2 02.7993 01/25/2049 | 0.01% |
| STACR 2019-HQA1 M2 02.4993 02/25/2049 | 0.01% |
| TENET HEALTHCARE 04.6250 07/15/2024 | 0.01% |
| TOPBUILD CORP P/P 144A 05.6250 05/01/2026 | 0.01% |
| TRI POINTE GROUP / HOMES 05.8750 06/15/2024 | 0.01% |
| UNIVISION COMM P/P 144A 09.5000 05/01/2025 | 0.01% |
| VALVOLINE INC P/P 144A 04.2500 02/15/2030 | 0.01% |
| VISTRA CORP P/P 144A 05.0000 07/31/2027 | 0.01% |
| VISTRA CORP P/P 144A 05.6250 02/15/2027 | 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% |
| 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% |
| ABC-MART INC SEDOL 6292102 | 0.00% |
| APACHE CORP 04.3750 10/15/2028 | 0.00% |
| APACHE CORP 05.1000 09/01/2040 | 0.00% |
| ASCEND LEARNING LLC P/P 144A 06.8750 08/01/2025 | 0.00% |
| BALL CORP SEDOL 2073022 | 0.00% |
| BANK OF AMERICA CORP 01.0104 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% |
| BOYD GAMING CORP 04.7500 12/01/2027 | 0.00% |
| BOYD GAMING CORP P/P 144A 08.6250 06/01/2025 | 0.00% |
| CARNIVAL CORP P/P 144A 11.5000 04/01/2023 | 0.00% |
| CAS 2016-C07 2M2 04.4993 05/25/2029 | 0.00% |
| CAS 2019-HRP1 M2 02.2993 11/25/2039 | 0.00% |
| CCO HOLDINGS LLC P/P 144A 04.5000 08/15/2030 | 0.00% |
| CENTENE CORP 03.0000 10/15/2030 | 0.00% |
| CGCMT 2012-GC8 XA IO P/P 144A 01.7564 09/10/2045 | 0.00% |
| CHS/COMMUNITY HEALTH P/P 144A 08.0000 03/15/2026 | 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% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 JP | 0.00% |
| COMM 2013-CR11 XA IO 00.9218 08/10/2050 | 0.00% |
| COMM 2014-LC17 XA IO 00.7243 10/10/2047 | 0.00% |
| CROWN AMER/CAP 04.7500 02/01/2026 | 0.00% |
| DCP MIDSTREAM OPERATING 05.6250 07/15/2027 | 0.00% |
| DIAMONDBACK ENERGY INC 04.7500 05/31/2025 | 0.00% |
| ENDO DAC/ENDO FI P/P 144A 06.0000 06/30/2028 | 0.00% |
| EPICOR SOFTWARE 2NDL L+775 08.7500 07/30/2028 | 0.00% |
| ERIE INDEMNITY COMPANY-CL A SEDOL 2311711 | 0.00% |
| FREEPORT-MCMORAN INC 04.3750 08/01/2028 | 0.00% |
| FREEPORT-MCMORAN INC 04.6250 08/01/2030 | 0.00% |
| FREEPORT-MCMORAN INC 05.4500 03/15/2043 | 0.00% |
| GLOBAL MEDICAL RESPO P/P 144A 06.5000 10/01/2025 | 0.00% |
| GLP CAPITAL LP / FIN II 05.3750 04/15/2026 | 0.00% |
| GMAC CAPITAL TRUST I PCT 06.0651 | 0.00% |
| GNMA GII30 AY4779 04.5110 03/20/2067 | 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% |
| GRAY TELEVISION INC P/P 144A 04.7500 10/15/2030 | 0.00% |
| GSMS 2013-GC10 XA IO 01.4911 02/10/2046 | 0.00% |
| GSMS 2014-GC22 XA IO 00.9812 06/10/2047 | 0.00% |
| HCA INC 03.5000 09/01/2030 | 0.00% |
| INTERNATIONAL LEASE FIN CORP 05.8750 08/15/2022 | 0.00% |
| IRB HOLDING CORP P/P 144A 07.0000 06/15/2025 | 0.00% |
| JELD-WEN INC P/P 144A 04.6250 12/15/2025 | 0.00% |
| JELD-WEN INC P/P 144A 04.8750 12/15/2027 | 0.00% |
| L BRANDS INC 06.7500 07/01/2036 | 0.00% |
| L BRANDS INC P/P 144A 06.6250 10/01/2030 | 0.00% |
| LEVEL 3 FINANCING IN P/P 144A 03.6250 01/15/2029 | 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% |
| LOUISIANA-PACIFIC CORPORATION 04.8750 09/15/2024 | 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% |
| MONDELEZ INTERNATIONAL 02.1250 04/13/2023 | 0.00% |
| MPH ACQUISITION HLDG P/P 144A 05.7500 11/01/2028 | 0.00% |
| MSAC 2004-HE6 M1 00.9743 08/25/2034 | 0.00% |
| NEXSTAR BROADCASTING P/P 144A 04.7500 11/01/2028 | 0.00% |
| NOK/USD 12/16/2020 JPMCB | 0.00% |
| OCCIDENTAL PETROLEUM COR 05.8750 09/01/2025 | 0.00% |
| OCCIDENTAL PETROLEUM COR 06.6250 09/01/2030 | 0.00% |
| ONEMAIN FINANCE CORP 06.6250 01/15/2028 | 0.00% |
| ONEMAIN FINANCE CORP 07.1250 03/15/2026 | 0.00% |
| PRIME SEC/FIN P/P 144A 03.3750 08/31/2027 | 0.00% |
| PUBLICIS GROUPE SEDOL 4380429 | 0.00% |
| QORVO INC P/P 144A 03.3750 04/01/2031 | 0.00% |
| RITE AID CORP P/P 144A 07.5000 07/01/2025 | 0.00% |
| SOLERA LLC / SOLERA P/P 144A 10.5000 03/01/2024 | 0.00% |
| SPECTRUM BRANDS INC P/P 144A 05.0000 10/01/2029 | 0.00% |
| TARGA RESOURCES PART 06.5000 07/15/2027 | 0.00% |
| TAYLOR MORRISON COMM P/P 144A 05.7500 01/15/2028 | 0.00% |
| TRANSDIGM INC. 06.5000 07/15/2024 | 0.00% |
| TRANSOCEAN POSEIDON P/P 144A 06.8750 02/01/2027 | 0.00% |
| TRI POINTE GROUP INC 05.7000 06/15/2028 | 0.00% |
| TYLER TECHNOLOGIES INC SEDOL 2909644 | 0.00% |
| USA COM PART/USA COM 06.8750 09/01/2027 | 0.00% |
| WESCO DISTRIBUT P/P 144A 07.1250 06/15/2025 | 0.00% |
| WESTERN DIGITAL CORPORATION 04.7500 02/15/2026 | 0.00% |
| WFRBS 2012-C9 XA IO P/P 144A 01.8813 11/15/2045 | 0.00% |
| WMG ACQUISITION CORP P/P 144A 03.0000 02/15/2031 | 0.00% |
| WPX ENERGY INC 05.7500 06/01/2026 | 0.00% |
| YUM! BRANDS INC 03.6250 03/15/2031 | 0.00% |
| YUM! BRANDS INC P/P 144A 04.7500 01/15/2030 | 0.00% |
| ZAYO GROUP HLDG INC L+300 04.6678 03/09/2027 | 0.00% |
| ADMIRAL GROUP PLC SEDOL B02J639 | 0.00% |
| AUD/USD 01/20/2021 SSBT | 0.00% |
| AUD/USD 01/20/2021 UBS | 0.00% |
| AUD/USD PUT 0.695 20201118 BANKAM | 0.00% |
| BAUSCH HLTH COS INC P/P 144A 07.0000 01/15/2028 | 0.00% |
| BERRY GLOBAL INC 05.1250 07/15/2023 | 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% |
| BY CROWN/BY BOND P/P 144A 04.2500 01/31/2026 | 0.00% |
| CHARTER COMM OPT LLC 05.3750 05/01/2047 | 0.00% |
| CLEAN HARBORS INC P/P 144A 05.1250 07/15/2029 | 0.00% |
| CLEARWATER PAPER COR P/P 144A 04.7500 08/15/2028 | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.00% |
| COLOPLAST-B SEDOL B8FMRX8 | 0.00% |
| COMMSCOPE INC P/P 144A 06.0000 03/01/2026 | 0.00% |
| COMPASS MINERALS INT P/P 144A 04.8750 07/15/2024 | 0.00% |
| COMSTOCK RESOURCES 09.7500 08/15/2026 | 0.00% |
| CONTINENTAL RESOURCES 04.3750 01/15/2028 | 0.00% |
| CONTINENTAL RESOURCES 05.0000 09/15/2022 | 0.00% |
| CPG INTL TL L+375 04.7500 05/05/2024 | 0.00% |
| CWALT 2005-27 1A1 01.8205 08/25/2035 | 0.00% |
| DEVON ENERGY CORPORATION 05.6000 07/15/2041 | 0.00% |
| DOMINO'S PIZZA INC SEDOL B01SD70 | 0.00% |
| DXC TECHNOLOGY CO SEDOL BYXD7B3 | 0.00% |
| ENDO DAC/ENDO FI P/P 144A 09.5000 07/31/2027 | 0.00% |
| FHR 3408 EK 25.1960 04/15/2037 | 0.00% |
| FRONTIER COMM P/P 144A 08.5000 04/01/2026 | 0.00% |
| GAMESA SEDOL B01CP21 | 0.00% |
| GAP INC/THE P/P 144A 08.6250 05/15/2025 | 0.00% |
| GARTNER INC P/P 144A 03.7500 10/01/2030 | 0.00% |
| GATES GLOBAL TLB L+275 03.7500 03/31/2024 | 0.00% |
| GBP/USD 12/16/2020 UBS | 0.00% |
| GNMA GII30 AY2298 04.7000 05/20/2067 | 0.00% |
| GNMA GII30 BA7681 04.6160 06/20/2067 | 0.00% |
| GNMA GII30 BL6016 06.0000 02/20/2049 | 0.00% |
| GNMA GII30 BL6218 06.0000 02/20/2049 | 0.00% |
| GNMA GII30 BM1953 06.0000 03/20/2049 | 0.00% |
| GSMS 2010-C1 D P/P 144A 05.9814 08/10/2043 | 0.00% |
| HANESBRANDS INC P/P 144A 05.3750 05/15/2025 | 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% |
| IRON MOUNTAIN INC P/P 144A 05.2500 03/15/2028 | 0.00% |
| JELD-WEN INC P/P 144A 06.2500 05/15/2025 | 0.00% |
| JPMBB 2014-C19 XA IO 00.7433 04/15/2047 | 0.00% |
| KINDER MORGAN ENER PART 05.4000 09/01/2044 | 0.00% |
| LEVI STRAUSS & CO. 05.0000 05/01/2025 | 0.00% |
| LIVE NATION ENT P/P 144A 04.8750 11/01/2024 | 0.00% |
| MASONITE INTL C P/P 144A 05.3750 02/01/2028 | 0.00% |
| MSBAM 2014-C17 XA IO 01.0763 08/15/2047 | 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% |
| NRG ENERGY INC P/P 144A 05.2500 06/15/2029 | 0.00% |
| OCCIDENTAL PETROLEUM COR 03.5000 06/15/2025 | 0.00% |
| OCCIDENTAL PETROLEUM CORP SEDOL 2655408 | 0.00% |
| ONEMAIN FINANCE CORP 08.8750 06/01/2025 | 0.00% |
| ORTHO-CLINICAL P/P 144A 07.3750 06/01/2025 | 0.00% |
| OSHKOSH CORP 03.1000 03/01/2030 | 0.00% |
| OWENS-BROCKWAY P/P 144A 06.6250 05/13/2027 | 0.00% |
| PANTHER BF AGGREGA P/P 144A 06.2500 05/15/2026 | 0.00% |
| PENSKE AUTOMOTIVE GROUP 05.3750 12/01/2024 | 0.00% |
| PROLOGIS LP 02.1250 04/15/2027 | 0.00% |
| REPUBLIC OF VENEZUELA REGS 08.2500 10/13/2024 | 0.00% |
| ROBERTSHAW TL 2L L+800 09.0000 02/28/2026 | 0.00% |
| ROBERTSHAW US HOLDING L+350 04.5000 02/28/2025 | 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 06.1250 11/15/2022 | 0.00% |
| STACR 2015-DN1 M3 04.2993 01/25/2025 | 0.00% |
| STACR 2018-HQA2 M2 02.4493 10/25/2048 | 0.00% |
| T-MOBILE USA INC 04.5000 02/01/2026 | 0.00% |
| TEMPO ACQ LLC/FI P/P 144A 05.7500 06/01/2025 | 0.00% |
| THE AES CORPORATION 05.1250 09/01/2027 | 0.00% |
| UBSBB 2012-C4 XA IO P/P 144A 01.6050 12/10/2045 | 0.00% |
| US CONCRETE INC 06.3750 06/01/2024 | 0.00% |
| US CONCRETE INC P/P 144A 05.1250 03/01/2029 | 0.00% |
| WFRBS 2012-C10 XA IO P/P 144A 01.5260 12/15/2045 | 0.00% |
| ZAYO GROUP HLDG INC P/P 144A 06.1250 03/01/2028 | 0.00% |
| ABC SUPPLY CO INC P/P 144A 05.8750 05/15/2026 | 0.00% |
| AES CORP/THE P/P 144A 03.3000 07/15/2025 | 0.00% |
| ALBERTSONS COS P/P 144A 04.8750 02/15/2030 | 0.00% |
| APACHE CORPORATION 04.8750 11/15/2027 | 0.00% |
| AROUNDTOWN SA SEDOL BF0CK44 | 0.00% |
| AUD/USD CALL 0.76 20210311 HSBCB | 0.00% |
| AVIENT CORP P/P 144A 05.7500 05/15/2025 | 0.00% |
| BANK OF AMERICA CORP 06.5000 10/29/2049 | 0.00% |
| BANK OF MONTREAL USD 03.8030 12/15/2032 | 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% |
| CABOT OIL & GAS CORP | 0.00% |
| CAS 2014-C04 2M2 05.1493 11/25/2024 | 0.00% |
| CAS 2015-C02 1M2 04.1493 05/25/2025 | 0.00% |
| CBRE SERVICES INC 05.2500 03/15/2025 | 0.00% |
| CBS OUT AMER CAP LLC 05.6250 02/15/2024 | 0.00% |
| CCM MERGER INC P/P 144A 06.3750 05/01/2026 | 0.00% |
| CINEMARK USA INC 05.1250 12/15/2022 | 0.00% |
| CIT GROUP INC 05.0000 08/01/2023 | 0.00% |
| CIT GROUP INC. 05.0000 08/15/2022 | 0.00% |
| CLP/USD 01/20/2021 CITI | 0.00% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CS | 0.00% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CS | 0.00% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 ML | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.00% |
| CMB CMBX.NA.BB.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.BBB-.6 2063-05-11 300.0 05/11/2063 GS | 0.00% |
| COMM 2014-CR18 XA IO 01.0600 07/15/2047 | 0.00% |
| COMMSCOPE INC P/P 144A 05.5000 03/01/2024 | 0.00% |
| CORNERSTONE BUILDING P/P 144A 08.0000 04/15/2026 | 0.00% |
| DELL INT / EMC P/P 144A 05.8500 07/15/2025 | 0.00% |
| DIAMONDBACK ENERGY INC 05.3750 05/31/2025 | 0.00% |
| DUN & BRADSTREET COR P/P 144A 06.8750 08/15/2026 | 0.00% |
| EMERGENT BIOSOLUTION P/P 144A 03.8750 08/15/2028 | 0.00% |
| EUR/USD 12/16/2020 BCAP-FX | 0.00% |
| EUR/USD CALL 1.23 20210215 BANKAM | 0.00% |
| EUR/USD CALL 1.23 20210215 UBS | 0.00% |
| EUR/USD CALL 1.23 20210301 MSCIL | 0.00% |
| FEDEX CORP 02.6250 08/01/2022 | 0.00% |
| FHR 3072 SM 04.2533 11/15/2035 | 0.00% |
| FNR 2007-53 SP 23.6528 06/25/2037 | 0.00% |
| FOX CORP - CLASS B SEDOL BJJMGY5 | 0.00% |
| GNMA GII30 BM4196 06.0000 04/20/2049 | 0.00% |
| GNMA GII30 BN1506 04.5000 05/20/2049 | 0.00% |
| GSMS 2013-GC12 XA IO 01.4093 06/10/2046 | 0.00% |
| INTERCONTINENTAL EXCHANGE IN SEDOL BFSSDS9 | 0.00% |
| IOS.FN30.400.10 R USL1M P 01/12/41 BC | 0.00% |
| JAGUAR HL / PPDI P/P 144A 05.0000 06/15/2028 | 0.00% |
| JAPAN TOBACCO INC SEDOL 6474535 | 0.00% |
| KRW/USD 02/17/2021 JPMCB | 0.00% |
| L BRANDS INC P/P 144A 06.8750 07/01/2025 | 0.00% |
| MAUSER PACKAGING P/P 144A 08.5000 04/15/2024 | 0.00% |
| MBX.FN30.500.10 R USL1M P 01/12/41 CI | 0.00% |
| MCKESSON CORP SEDOL 2378534 | 0.00% |
| MERCER INTL INC USD 05.5000 01/15/2026 | 0.00% |
| METRO INC/CN SEDOL 2583952 | 0.00% |
| MICROSOFT CORP 02.5250 06/01/2050 | 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% |
| NOK/USD 12/16/2020 UBS | 0.00% |
| OCCIDENTAL PETROLEUM COR 02.9000 08/15/2024 | 0.00% |
| OUTFRONT MEDIA C P/P 144A 04.6250 03/15/2030 | 0.00% |
| PETROBRAS GLOBAL FIN USD 05.2990 01/27/2025 | 0.00% |
| PHILLIPS 66 SEDOL B78C4Y8 | 0.00% |
| PRUDENTIAL FINANCIAL INC 05.6250 06/15/2043 | 0.00% |
| REPUBLIC OF VENEZUELA REGS 09.0000 05/07/2023 | 0.00% |
| SERVICE PROPERTIES TRUST 07.5000 09/15/2025 | 0.00% |
| SM ENERGY CO 05.0000 01/15/2024 | 0.00% |
| SM ENERGY CO 06.7500 09/15/2026 | 0.00% |
| 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% |
| USD/CAD PUT 1.285 20210127 GSFX | 0.00% |
| VALVOLINE INC 04.3750 08/15/2025 | 0.00% |
| VIPER ENERGY P/P 144A 05.3750 11/01/2027 | 0.00% |
| WFRBS 2011-C4 E P/P 144A 05.2205 06/15/2044 | 0.00% |
| WMG ACQUISITION CORP P/P 144A 05.5000 04/15/2026 | 0.00% |
| WPX ENERGY INC 04.5000 01/15/2030 | 0.00% |
| WYNN RESORTS FIN LLC P/P 144A 07.7500 04/15/2025 | 0.00% |
| 0.70 R ISWP FWD US0003M P 12/16/2030 | 0.00% |
| AKER BP ASA P/P 144A 05.8750 03/31/2025 | 0.00% |
| AMERICAN AXLE & MANUF L+273 03.4062 04/06/2024 | 0.00% |
| AMPOL LTD SEDOL BM91201 | 0.00% |
| APACHE CORP 04.6250 11/15/2025 | 0.00% |
| AZRIELI GROUP LTD SEDOL B5MN1W0 | 0.00% |
| BAYTEX ENERGY CORP P/P 144A 05.6250 06/01/2024 | 0.00% |
| BOMBARDIER INC P/P 144A 07.5000 12/01/2024 | 0.00% |
| BUCKEYE PARTNERS LP 03.9500 12/01/2026 | 0.00% |
| CALPINE CORP P/P 144A 05.0000 02/01/2031 | 0.00% |
| CD&R WATERWORKS MERGER 144A 6.125000 08/15/2025 | 0.00% |
| CINEMARK USA INC 04.8750 06/01/2023 | 0.00% |
| CINEMARK USA INC P/P 144A 08.7500 05/01/2025 | 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.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.BBB-.10 2059-11-17 300.0 11/17/2059 CG | 0.00% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 JP | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 MS | 0.00% |
| COLORADO INTERSTATE GAS CO 06.8500 06/15/2037 | 0.00% |
| EUR/USD 12/16/2020 CSI-FX | 0.00% |
| EUR/USD 12/16/2020 TDBK | 0.00% |
| EUR/USD CALL 1.22 20210127 BANKAM | 0.00% |
| FHR 2990 LB 16.5664 06/15/2034 | 0.00% |
| FHR 3249 PS 21.7853 12/15/2036 | 0.00% |
| FNR 2005-106 JC 19.6612 12/25/2035 | 0.00% |
| FNR 2006-62 PS 39.0045 07/25/2036 | 0.00% |
| GARTNER INC P/P 144A 04.5000 07/01/2028 | 0.00% |
| GBP/USD 12/16/2020 CITI | 0.00% |
| GBP/USD 12/16/2020 MSCIL | 0.00% |
| GBP/USD PUT 1.23 20201218 BANKAM | 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 2010-9 UI IO 05.0000 01/20/2040 | 0.00% |
| GNR 2013-14 IO IO 03.5000 12/20/2042 | 0.00% |
| GRIFOLS SEDOL B01SPF2 | 0.00% |
| HUDBAY MINERALS INC P/P 144A 06.1250 04/01/2029 | 0.00% |
| IHS MARKIT LTD P/P 144A 04.0000 03/01/2026 | 0.00% |
| JAGUAR HL / PPDI P/P 144A 04.6250 06/15/2025 | 0.00% |
| JPY/USD 11/18/2020 UBS | 0.00% |
| JPY/USD 11/18/2020 WPAC | 0.00% |
| KRW/USD 02/17/2021 HSBCB | 0.00% |
| KYUSHU RAILWAY COMPANY SEDOL BD2BST6 | 0.00% |
| L BRANDS INC P/P 144A 09.3750 07/01/2025 | 0.00% |
| LAMB WESTON HOLDINGS P/P 144A 04.6250 11/01/2024 | 0.00% |
| LBUBS 2008-C1 AM 06.2745 04/15/2041 | 0.00% |
| LENNAR CORP 05.8750 11/15/2024 | 0.00% |
| LOEWS CORP SEDOL 2523022 | 0.00% |
| MACY'S INC P/P 144A 08.3750 06/15/2025 | 0.00% |
| MALLINCKRODT FIN/SB P/P 144A 10.0000 04/15/2025 | 0.00% |
| MATCH GRP HLD II LLC P/P 144A 04.1250 08/01/2030 | 0.00% |
| MAUSER PACKAGING SOL P/P 144A 05.5000 04/15/2024 | 0.00% |
| MERCK & CO INC 02.9000 03/07/2024 | 0.00% |
| NABORS IND LTD P/P 144A 07.2500 01/15/2026 | 0.00% |
| NEWFIELD EXPLORATION CO 05.6250 07/01/2024 | 0.00% |
| NRG ENERGY INC 06.6250 01/15/2027 | 0.00% |
| OASIS PETROLEUM INC 06.8750 01/15/2023 | 0.00% |
| OMIR 2018-1A M1 01.6993 07/25/2028 | 0.00% |
| PENSKE AUTOMOTIVE GROUP 03.5000 09/01/2025 | 0.00% |
| QUEBECOR MEDIA INC USD 05.7500 01/15/2023 | 0.00% |
| RACKSPACE HOSTING INC L+300 04.0000 11/03/2023 | 0.00% |
| REGENCY ENERGY P 04.5000 11/01/2023 | 0.00% |
| RIO TINTO LTD SEDOL 6220103 | 0.00% |
| ROYAL BANK OF CANADA USD 02.8000 04/29/2022 | 0.00% |
| ROYAL CARIBBEAN P/P 144A 09.1250 06/15/2023 | 0.00% |
| SAP SE SEDOL 4846288 | 0.00% |
| SCHINDLER HOLDING-PART CERT SEDOL B11TCY0 | 0.00% |
| SEK/USD 12/16/2020 BCAP-FX | 0.00% |
| SM ENERGY CO P/P 144A 10.0000 01/15/2025 | 0.00% |
| STACR 2020-DNA5 M1 01.3867 10/25/2050 | 0.00% |
| SUBARU CORP SEDOL 6356406 | 0.00% |
| T-MOBILE USA INC 06.0000 03/01/2023 | 0.00% |
| TALLGRASS NRG PRTNR/ P/P 144A 07.5000 10/01/2025 | 0.00% |
| TAYLOR MORRISON COMM P/P 144A 05.1250 08/01/2030 | 0.00% |
| TENET HEALTHCARE P/P 144A 06.2500 02/01/2027 | 0.00% |
| TOYOTA MOTOR CORP SEDOL 6900643 | 0.00% |
| TRANSDIGM INC P/P 144A 08.0000 12/15/2025 | 0.00% |
| WEEKLEY HM LLC/ P/P 144A 04.8750 09/15/2028 | 0.00% |
| WMG ACQUISITION CORP P/P 144A 03.0000 02/15/2031 | 0.00% |
| YUM! BRANDS INC. P/P 144A 07.7500 04/01/2025 | 0.00% |
| ZAYO GROUP HLDG INC P/P 144A 04.0000 03/01/2027 | 0.00% |
| ALLEGHENY TECHNOLOGIES 05.8750 12/01/2027 | 0.00% |
| BOMBARDIER INC P/P 144A 08.7500 12/01/2021 | 0.00% |
| BSCMS 2006-PW11 B P/P 144A 05.5182 03/11/2039 | 0.00% |
| CAD/USD 01/20/2021 JPMCB | 0.00% |
| CAD/USD 01/20/2021 TDBK | 0.00% |
| CAD/USD 01/20/2021 UBS | 0.00% |
| CALPINE CORP P/P 144A 04.6250 02/01/2029 | 0.00% |
| CDW LLC/CDW FINANCE 03.2500 02/15/2029 | 0.00% |
| CMB CMBX.NA.A.7 2047-01-17 200.0 01/17/2047 CG | 0.00% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CG | 0.00% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CG | 0.00% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CS | 0.00% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 MS | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.00% |
| CMB CMBX.NA.BB.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.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 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-.10 2059-11-17 300.0 11/17/2059 JP | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 JP | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 ML | 0.00% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 CG | 0.00% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 CG | 0.00% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 CG | 0.00% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 CG | 0.00% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 JP | 0.00% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 JP | 0.00% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 MS | 0.00% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 MS | 0.00% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 MS | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 GS | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 JP | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 MS | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 MS | 0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 ML | 0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 MS | 0.00% |
| CMB CMBX.NA.BBB-.9 2058-09-17 300.0 09/17/2058 CG | 0.00% |
| CMB CMBX.NA.BBB-.9 2058-09-17 300.0 09/17/2058 ML | 0.00% |
| CVS PASS-THROUGH TRUST 06.0360 12/10/2028 | 0.00% |
| DKK/USD 12/16/2020 CITI | 0.00% |
| ENERGIZER HLDG INC P/P 144A 07.7500 01/15/2027 | 0.00% |
| EUR/USD 12/16/2020 GSFX | 0.00% |
| EUR/USD 12/16/2020 JPMCB | 0.00% |
| EUR/USD 12/16/2020 RBSF | 0.00% |
| FNMA FN30 BO0212 UMBS 04.5000 05/01/2049 | 0.00% |
| FNR 2005-75 GS 19.8023 08/25/2035 | 0.00% |
| FNR 2007-14 KO PO 00.0000 03/25/2037 | 0.00% |
| GBP/USD 12/16/2020 CSI-FX | 0.00% |
| GBP/USD 12/16/2020 TDBK | 0.00% |
| GLOBAL PART/GLP FIN P/P 144A 06.8750 01/15/2029 | 0.00% |
| GNMA GII30 BN7073 04.5000 05/20/2049 | 0.00% |
| GNR 2012-141 WI IO 03.5000 11/20/2041 | 0.00% |
| GNR 2015-124 NI IO 03.5000 06/20/2039 | 0.00% |
| JPY/USD 11/18/2020 BCAP-FX | 0.00% |
| JPY/USD 11/18/2020 HSBCB | 0.00% |
| JPY/USD 11/18/2020 MSCIL | 0.00% |
| MERCER INTL INC USD 07.3750 01/15/2025 | 0.00% |
| MOLINA HEALTHCARE IN P/P 144A 04.8750 06/15/2025 | 0.00% |
| MSC 2007-HQ11 C 05.5580 02/12/2044 | 0.00% |
| NABORS IND LTD P/P 144A 07.5000 01/15/2028 | 0.00% |
| NABORS INDUSTRIES INC. 05.7500 02/01/2025 | 0.00% |
| NEWFIELD EXPLORATION CO 05.3750 01/01/2026 | 0.00% |
| OASIS PETROLEUM INC 06.8750 03/15/2022 | 0.00% |
| OASIS PETROLEUM INC CV 02.6250 09/15/2023 | 0.00% |
| PAR PHARMA INC P/P 144A 07.5000 04/01/2027 | 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 12/16/2020 CITI | 0.00% |
| SEK/USD 12/16/2020 RBSF | 0.00% |
| SEK/USD 12/16/2020 SSBT | 0.00% |
| SGD/USD 11/18/2020 JPMCB | 0.00% |
| SM ENERGY CO 06.6250 01/15/2027 | 0.00% |
| STACR 2015-HQ2 M2 02.0993 05/25/2025 | 0.00% |
| STACR 2019-DNA2 M2 02.5993 03/25/2049 | 0.00% |
| STANDARD IND INC P/P 144A 04.7500 01/15/2028 | 0.00% |
| 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% |
| TRONOX INC P/P 144A 06.5000 05/01/2025 | 0.00% |
| TWD/USD 02/17/2021 GSFX | 0.00% |
| TWD/USD 02/17/2021 JPMCB | 0.00% |
| TXU TCEH RIGHTS | 0.00% |
| 0.25 R ISWP FWD US0003M P 12/16/2022 | 0.00% |
| 0.838 R ISWP US0003M P 10/23/2030 | 0.00% |
| ADVANZ PHARMA CORP LTD SEDOL BG0RYR7 | 0.00% |
| AUD/USD 01/20/2021 CSI-FX | 0.00% |
| AUD/USD 01/20/2021 GSFX | 0.00% |
| AUD/USD 01/20/2021 JPMCB | 0.00% |
| AUD/USD 01/20/2021 WPAC | 0.00% |
| BACM 2007-1 XW IO 00.4255 01/15/2049 | 0.00% |
| BSCMS 06-PW14 X1 IO P/P 144A 00.5546 12/11/2038 | 0.00% |
| CAD/USD 01/20/2021 BANKAM | 0.00% |
| CAD/USD 01/20/2021 CITI | 0.00% |
| CAD/USD 01/20/2021 CSI-FX | 0.00% |
| CAD/USD 01/20/2021 HSBCB | 0.00% |
| CAD/USD 01/20/2021 MSCIL | 0.00% |
| CAD/USD 01/20/2021 RBSF | 0.00% |
| CAD/USD 01/20/2021 WPAC | 0.00% |
| CALIFORNIA RESOURCES CORP SEDOL BMBK002 | 0.00% |
| CD 2007-CD4 XW IO P/P 144A 01.2957 12/11/2049 | 0.00% |
| CGCMT 2006-C5 XC IO P/P 144A 00.5175 10/15/2049 | 0.00% |
| CHF/USD 12/16/2020 GSFX | 0.00% |
| CHF/USD 12/16/2020 HSBCB | 0.00% |
| CHF/USD 12/16/2020 RBSF | 0.00% |
| CHF/USD 12/16/2020 TDBK | 0.00% |
| CLEAR CHANNEL OUTDOOR HOLDIN SEDOL BJHVCH9 | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 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.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.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 JP | 0.00% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 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 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 CG | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 CG | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.00% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 CG | 0.00% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 CG | 0.00% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 CG | 0.00% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 CG | 0.00% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 GS | 0.00% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 JP | 0.00% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 JP | 0.00% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 MS | 0.00% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 MS | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 JP | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 JP | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 JP | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 MS | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 MS | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 MS | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 MS | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 MS | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 BA | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.BBB-.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% |
| CNH/USD 02/18/2021 JPMCB | 0.00% |
| CNH/USD 02/18/2021 WPAC | 0.00% |
| CSFB 2003-C3 AX IO P/P 144A 02.1725 05/15/2038 | 0.00% |
| CSMC 2007-C2 AX IO P/P 144A 00.0144 01/15/2049 | 0.00% |
| EUR/CHF CALL 1.10 20201209 CSI-FX | 0.00% |
| EUR/CHF CALL 1.12 20201209 CSI-FX | 0.00% |
| EUR/USD 12/16/2020 MSCIL | 0.00% |
| EUR/USD 12/16/2020 WPAC | 0.00% |
| FHR 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% |
| FNR 2005-83 QP 17.0060 11/25/2034 | 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 12/16/2020 RBSF | 0.00% |
| GBP/USD 12/16/2020 WPAC | 0.00% |
| GECMC 2007-C1 XC IO P/P 144A 00.0682 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% |
| GNR 2019-78 SJ IO 05.8986 06/20/2049 | 0.00% |
| HC BRILLANT SERVICES GMBH P/P | 0.00% |
| HKD/USD 11/18/2020 BANKAM | 0.00% |
| HKD/USD 11/18/2020 BCAP-FX | 0.00% |
| HKD/USD 11/18/2020 HSBCB | 0.00% |
| HKD/USD 11/18/2020 SSBT | 0.00% |
| HKD/USD 11/18/2020 UBS | 0.00% |
| IHEARTMEDIA INC - CLASS A SEDOL BJVR9Y9 | 0.00% |
| INTELSAT JACKSON HLD P/P 144A 08.0000 02/15/2024 | 0.00% |
| IOS.FN30.350.12 R USL1M P 01/12/43 BC | 0.00% |
| IOS.FN30.400.10 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.FN30.500.10 P USL1M R 01/12/41 BC | 0.00% |
| IOS.FN30.600.08 R USL1M P 01/12/39 GS | 0.00% |
| IOS.FN30.650.67 R USL1M P 01/12/38 BC | 0.00% |
| IOS.FN30.650.67 R USL1M P 01/12/38 GS | 0.00% |
| JPMCC 05-CB12 X1 IO P/P 144A 00.3200 09/12/2037 | 0.00% |
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| JPMCC 2007-LDPX X IO 00.0517 01/15/2049 | 0.00% |
| JPY/USD 11/18/2020 BANKAM | 0.00% |
| JPY/USD 11/18/2020 CITI | 0.00% |
| JPY/USD 11/18/2020 RBSF | 0.00% |
| JPY/USD 11/18/2020 SSBT | 0.00% |
| LBUBS 2007-C2 XW IO 00.1645 02/15/2040 | 0.00% |
| MBX.FN30.650.67 P USL1M R 01/12/38 GS | 0.00% |
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| MEZZ 2007-C5 X IO P/P 144A 06.5710 12/15/2049 | 0.00% |
| MWO HOLDINGS LLC | 0.00% |
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| NZD/USD 01/20/2021 BCAP-FX | 0.00% |
| NZD/USD 01/20/2021 CITI | 0.00% |
| NZD/USD 01/20/2021 CSI-FX | 0.00% |
| NZD/USD 01/20/2021 GSFX | 0.00% |
| NZD/USD 01/20/2021 HSBCB | 0.00% |
| NZD/USD 01/20/2021 JPMCB | 0.00% |
| NZD/USD 01/20/2021 RBSF | 0.00% |
| NZD/USD 01/20/2021 SSBT | 0.00% |
| NZD/USD 01/20/2021 TDBK | 0.00% |
| NZD/USD 01/20/2021 WPAC | 0.00% |
| OCCIDENTAL PETROLEUM -CW27 SEDOL BMVF784 | 0.00% |
| 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 12/16/2020 HSBCB | 0.00% |
| SEK/USD 12/16/2020 TDBK | 0.00% |
| TERVITA CORP SEDOL BD1DCC4 | 0.00% |
| TEXAS COHLD TCEH ESCROW 11.5000 10/01/2021 | 0.00% |
| TIAAC 2003-1A E 144A 08.0000 12/28/2038 | 0.00% |
| VIACOMCBS INC 04.2000 05/19/2032 | 0.00% |
| WBCMT 2006-C29 IO IO 00.2657 11/15/2048 | 0.00% |
| AUD/USD 01/20/2021 MSCIL | -0.00% |
| AUD/USD CALL 0.80 20210311 HSBCB | -0.00% |
| AUD/USD PUT 0.675 20201118 BANKAM | -0.00% |
| CAD/USD 01/20/2021 GSFX | -0.00% |
| CAD/USD 01/20/2021 SSBT | -0.00% |
| CHF/USD 12/16/2020 JPMCB | -0.00% |
| CHF/USD 12/16/2020 MSCIL | -0.00% |
| CHF/USD 12/16/2020 SSBT | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.A.7 2047-01-17 200.0 01/17/2047 JP | -0.00% |
| CMB CMBX.NA.BB.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 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 12/16/2020 HSBCB | -0.00% |
| EUR/USD 12/16/2020 UBS | -0.00% |
| EUR/USD CALL 1.27 20210215 BANKAM | -0.00% |
| EUR/USD CALL 1.27 20210215 UBS | -0.00% |
| EUR/USD CALL 1.27 20210301 MSCIL | -0.00% |
| GBP/USD 12/16/2020 BCAP-FX | -0.00% |
| GBP/USD 12/16/2020 GSFX | -0.00% |
| GBP/USD PUT 1.20 20201218 BANKAM | -0.00% |
| INR/USD 02/17/2021 HSBCB | -0.00% |
| INR/USD 02/17/2021 JPMCB | -0.00% |
| IOS.FN30.400.11 P USL1M R 01/12/42 JP | -0.00% |
| JPY/USD 11/18/2020 GSFX | -0.00% |
| JPY/USD 11/18/2020 JPMCB | -0.00% |
| MBX.FN30.600.08 P USL1M R 01/12/39 BC | -0.00% |
| MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.00% |
| NOK/USD 12/16/2020 HSBCB | -0.00% |
| NOK/USD 12/16/2020 SSBT | -0.00% |
| NZD/USD 01/20/2021 BANKAM | -0.00% |
| NZD/USD 01/20/2021 UBS | -0.00% |
| SEK/USD 12/16/2020 MSCIL | -0.00% |
| USD/CAD PUT 1.26 20210127 GSFX | -0.00% |
| AUD/USD 01/20/2021 TDBK | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 MS | -0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| 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 12/16/2020 CITI | -0.00% |
| EUR/USD 12/16/2020 SSBT | -0.00% |
| NOK/USD 12/16/2020 MSCIL | -0.00% |
| NZD/USD 01/20/2021 MSCIL | -0.00% |
| SEK/USD 12/16/2020 UBS | -0.00% |
| AUD/USD 01/20/2021 BANKAM | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.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% |
| IOS.FN30.400.10 P USL1M R 01/12/41 JP | -0.00% |
| AUD/USD 01/20/2021 HSBCB | -0.00% |
| AUD/USD 01/20/2021 RBSF | -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% |
| SEK/USD 12/16/2020 GSFX | -0.00% |
| USD/CNH PUT 6.50 20210415 MSCIL | -0.00% |
| GBP/USD 12/16/2020 JPMCB | -0.00% |
| SEK/USD 12/16/2020 JPMCB | -0.00% |
| USD/MXN PUT 19.00 20210416 GSFX | -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 CS | -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 BC | -0.01% |
| MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.01% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CG | -0.01% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 JP | -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 GS | -0.02% |
| 1.15 R ISWP FWD US0003M P 12/16/2050 | -0.02% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP | -0.02% |
| GNMA GII30 TBA 04.5000 11/01/2050 | -0.08% |
| US 2YR NOTE (CBT) DEC20 TUZ0 | -0.15% |
| FNMA FN30 TBA UMBS 03.0000 11/01/2050 | -0.20% |
| S&P500 EMINI FUT DEC20 ESZ0 | -0.37% |
| MSCI EAFE DEC20 MFSZ0 | -0.62% |
| RU10INTR P US0003M R 06/10/21 CI | -2.63% |
| US 10YR ULTRA FUT DEC20 UXYZ0 | -2.86% |
| GSGLPWDS P US0001M R 12/15/25 GS | -6.02% |
| GSGLPWDL R US0001M P 12/15/25 GS | 6.01% |
|---|---|
| US 5YR NOTE (CBT) DEC20 FVZ0 | 4.70% |
| E-MINI RUSS 2000 DEC20 RTYZ0 | 3.66% |
| GNMA GII30 TBA 03.5000 10/01/2050 | 3.47% |
| CGPUTQL2 R US0003M P 06/10/21 CI | 3.21% |
| APPLE INC SEDOL 2046251 | 3.21% |
| AMAZON.COM INC SEDOL 2000019 | 2.59% |
| MICROSOFT CORP SEDOL 2588173 | 2.57% |
| US ULTRA BOND CBT DEC20 WNZ0 | 2.43% |
| US 10YR NOTE (CBT)DEC20 TYZ0 | 1.70% |
| ALPHABET INC-CL A SEDOL BYVY8G0 | 1.30% |
| GSGLPHCL R US0001M P 12/15/25 GS | 1.23% |
| FNMA FN30 TBA UMBS 02.5000 11/01/2050 | 1.22% |
| FNMA FN30 TBA UMBS 03.5000 10/01/2050 | 1.14% |
| FNMA FN15 TBA UMBS 02.5000 10/01/2035 | 1.10% |
| FNMA FN30 TBA UMBS 02.0000 11/01/2050 | 1.04% |
| FHLMC FR30 ZS4750 UMBS 03.0000 01/01/2048 | 1.03% |
| US LONG BOND(CBT) DEC20 USZ0 | 0.99% |
| ADOBE INC SEDOL 2008154 | 0.93% |
| JPMORGAN CHASE & CO SEDOL 2190385 | 0.91% |
| PROCTER & GAMBLE CO/THE SEDOL 2704407 | 0.89% |
| NVIDIA CORP SEDOL 2379504 | 0.87% |
| QUALCOMM INC SEDOL 2714923 | 0.76% |
| VERIZON COMMUNICATIONS INC SEDOL 2090571 | 0.75% |
| JOHNSON & JOHNSON SEDOL 2475833 | 0.67% |
| CISCO SYSTEMS INC SEDOL 2198163 | 0.59% |
| ELI LILLY & CO SEDOL 2516152 | 0.59% |
| NORTHROP GRUMMAN CORP SEDOL 2648806 | 0.58% |
| CITIGROUP INC SEDOL 2297907 | 0.57% |
| MANHATTAN ASSET FUNDING CO LL 56274LKE3 DCP 10/14/2020 | 0.56% |
| FNMA FN30 MA3563 UMBS 04.0000 01/01/2049 | 0.54% |
| CHARTER COMMUNICATIONS INC-A SEDOL BZ6VT82 | 0.53% |
| LOCKHEED MARTIN CORP SEDOL 2522096 | 0.53% |
| INTUIT INC SEDOL 2459020 | 0.52% |
| FNMA FN30 FM1741 UMBS 04.0000 04/01/2049 | 0.51% |
| MERCK & CO. INC. SEDOL 2778844 | 0.50% |
| COMCAST CORP-CLASS A SEDOL 2044545 | 0.49% |
| PEPSICO INC SEDOL 2681511 | 0.48% |
| ALPHABET INC-CL C SEDOL BYY88Y7 | 0.47% |
| FNMA FN30 TBA UMBS 02.5000 10/01/2050 | 0.47% |
| FACEBOOK INC-CLASS A SEDOL B7TL820 | 0.46% |
| FNMA FN30 TBA UMBS 06.0000 10/01/2050 | 0.46% |
| WALMART INC SEDOL 2936921 | 0.46% |
| EBAY INC SEDOL 2293819 | 0.44% |
| DOCUSIGN INC SEDOL BFYT7B7 | 0.42% |
| MEDTRONIC PLC SEDOL BTN1Y11 | 0.42% |
| ACTIVISION BLIZZARD INC SEDOL 2575818 | 0.41% |
| SERVICENOW INC SEDOL B80NXX8 | 0.41% |
| HONEYWELL INTERNATIONAL INC SEDOL 2020459 | 0.39% |
| PAYPAL HOLDINGS INC SEDOL BYW36M8 | 0.38% |
| AMERICAN TOWER CORP SEDOL B7FBFL2 | 0.36% |
| AMERICAN ELECTRIC POWER SEDOL 2026242 | 0.35% |
| COCA-COLA CO/THE SEDOL 2206657 | 0.35% |
| TARGET CORP SEDOL 2259101 | 0.35% |
| CASH MGMT BILL 00.0000 12/08/2020 | 0.34% |
| FIDELITY NATIONAL INFO SERV SEDOL 2769796 | 0.34% |
| REGENERON PHARMACEUTICALS SEDOL 2730190 | 0.33% |
| US 2YR NOTE (CBT) DEC20 TUZ0 | 0.32% |
| MCDONALD'S CORP SEDOL 2550707 | 0.32% |
| UNION PACIFIC CORP SEDOL 2914734 | 0.32% |
| VISA INC-CLASS A SHARES SEDOL B2PZN04 | 0.32% |
| FNMA FN30 FM4328 UMBS 02.5000 09/01/2050 | 0.32% |
| MASTERCARD INC - A SEDOL B121557 | 0.30% |
| TREASURY BILL 00.0000 12/03/2020 | 0.30% |
| DANAHER CORP SEDOL 2250870 | 0.30% |
| EXELON CORP SEDOL 2670519 | 0.30% |
| ABBOTT LABORATORIES SEDOL 2002305 | 0.30% |
| HOME DEPOT INC SEDOL 2434209 | 0.29% |
| VEEVA SYSTEMS INC-CLASS A SEDOL BFH3N85 | 0.29% |
| FNMA FN30 MA2737 UMBS 03.0000 09/01/2046 | 0.28% |
| HUMANA INC SEDOL 2445063 | 0.28% |
| AMGEN INC SEDOL 2023607 | 0.28% |
| CIGNA CORP SEDOL BHJ0775 | 0.28% |
| BANK OF AMERICA CORP SEDOL 2295677 | 0.27% |
| ABBVIE INC SEDOL B92SR70 | 0.27% |
| FNMA FN30 BQ1269 UMBS 02.5000 08/01/2050 | 0.27% |
| UNITEDHEALTH GROUP INC SEDOL 2917766 | 0.27% |
| VERTEX PHARMACEUTICALS INC SEDOL 2931034 | 0.27% |
| NIKE INC -CL B SEDOL 2640147 | 0.25% |
| METLIFE INC SEDOL 2573209 | 0.25% |
| PULTEGROUP INC SEDOL 2708841 | 0.25% |
| JOHNSON CONTROLS INTERNATION SEDOL BY7QL61 | 0.25% |
| EDWARDS LIFESCIENCES CORP SEDOL 2567116 | 0.25% |
| FNMA FN30 BM5024 UMBS 03.0000 11/01/2048 | 0.24% |
| FNMA FN30 AL9859 UMBS 03.0000 03/01/2047 | 0.24% |
| BEST BUY CO INC SEDOL 2094670 | 0.24% |
| SOUTHERN CO/THE SEDOL 2829601 | 0.24% |
| FNMA FN30 BQ0329 UMBS 02.5000 07/01/2050 | 0.23% |
| SALESFORCE.COM INC SEDOL 2310525 | 0.23% |
| GOLDMAN SACHS GROUP INC SEDOL 2407966 | 0.22% |
| TEXAS INSTRUMENTS INC SEDOL 2885409 | 0.22% |
| TREASURY BILL 00.0000 11/12/2020 | 0.22% |
| ALLSTATE CORP SEDOL 2019952 | 0.22% |
| PFIZER INC SEDOL 2684703 | 0.22% |
| HILTON WORLDWIDE HOLDINGS IN SEDOL BYVMW06 | 0.22% |
| CUMMINS INC SEDOL 2240202 | 0.21% |
| NRG ENERGY INC SEDOL 2212922 | 0.21% |
| CHEVRON CORP | 0.20% |
| IDEXX LABORATORIES INC SEDOL 2459202 | 0.20% |
| ALTRIA GROUP INC | 0.20% |
| MONDELEZ INTERNATIONAL INC-A SEDOL B8CKK03 | 0.20% |
| FNMA FN30 TBA UMBS 04.0000 10/01/2050 | 0.20% |
| OKTA INC SEDOL BDFZSP1 | 0.20% |
| CRH PLC SEDOL 4182249 | 0.20% |
| FNMA FN30 TBA UMBS 03.5000 11/01/2050 | 0.20% |
| LONZA GROUP AG-REG SEDOL 7333378 | 0.19% |
| CROWN CASTLE INTL CORP SEDOL BTGQCX1 | 0.19% |
| NOVARTIS AG-REG SEDOL 7103065 | 0.19% |
| MORGAN STANLEY | 0.19% |
| VERIZON COMM 04.3290 09/21/2028 | 0.18% |
| FORTINET INC SEDOL B5B2106 | 0.18% |
| SYNOPSYS INC SEDOL 2867719 | 0.18% |
| SHERWIN-WILLIAMS CO/THE SEDOL 2804211 | 0.18% |
| COSTAR GROUP INC SEDOL 2262864 | 0.18% |
| CADENCE DESIGN SYS INC SEDOL 2302232 | 0.18% |
| BJ'S WHOLESALE CLUB HOLDINGS SEDOL BFZNZF8 | 0.17% |
| EQUINIX INC SEDOL BVLZX12 | 0.17% |
| DOLLAR GENERAL CORP SEDOL B5B1S13 | 0.17% |
| OLD DOMINION FREIGHT LINE SEDOL 2656423 | 0.17% |
| XILINX INC SEDOL 2985677 | 0.16% |
| BIOGEN INC SEDOL 2455965 | 0.16% |
| ROCHE HOLDING AG-GENUSSCHEIN SEDOL 7110388 | 0.16% |
| S&P GLOBAL INC SEDOL BYV2325 | 0.16% |
| OTIS WORLDWIDE CORP SEDOL BK531S8 | 0.16% |
| ABBVIE INC P/P 144A 03.2000 11/21/2029 | 0.16% |
| WASTE MANAGEMENT INC SEDOL 2937667 | 0.16% |
| TESLA INC SEDOL B616C79 | 0.15% |
| UNITED RENTALS INC SEDOL 2134781 | 0.15% |
| BRISTOL-MYERS SQUIBB CO SEDOL 2126335 | 0.15% |
| SONY CORP SEDOL 6821506 | 0.15% |
| YUM BRANDS INC SEDOL 2098876 | 0.15% |
| ESTEE LAUDER COMPANIES-CL A SEDOL 2320524 | 0.15% |
| NINTENDO CO LTD SEDOL 6639550 | 0.15% |
| GODADDY INC - CLASS A SEDOL BWFRFC6 | 0.15% |
| HOLOGIC INC SEDOL 2433530 | 0.14% |
| DEXCOM INC SEDOL B0796X4 | 0.14% |
| ROCKWELL AUTOMATION INC SEDOL 2754060 | 0.14% |
| AIA GROUP LTD SEDOL B4TX8S1 | 0.14% |
| SYNCHRONY FINANCIAL SEDOL BP96PS6 | 0.14% |
| TAKE-TWO INTERACTIVE SOFTWRE SEDOL 2122117 | 0.14% |
| DOW INC SEDOL BHXCF84 | 0.14% |
| BIGCOMMERCE HOLDINGS-SER 1 SEDOL BMDCDP2 | 0.14% |
| AFLAC INC SEDOL 2026361 | 0.14% |
| GAMING AND LEISURE PROPERTIE SEDOL BFPK4S5 | 0.14% |
| AMERIPRISE FINANCIAL INC SEDOL B0J7D57 | 0.13% |
| CITIGROUP INC 03.6680 07/24/2028 | 0.13% |
| AIR PRODUCTS & CHEMICALS INC SEDOL 2011602 | 0.13% |
| JPMORGAN CHASE & CO 03.9640 11/15/2048 | 0.13% |
| ASTRAZENECA PLC-SPONS ADR SEDOL 2989044 | 0.13% |
| FREEPORT-MCMORAN INC SEDOL 2352118 | 0.13% |
| MORGAN STANLEY 03.6250 01/20/2027 | 0.13% |
| AT&T INC SEDOL 2831811 | 0.13% |
| JPMORGAN CHASE & CO 03.6250 12/01/2027 | 0.13% |
| LENNAR CORP-A SEDOL 2511920 | 0.13% |
| TREASURY BILL 00.0000 11/05/2020 | 0.13% |
| CDX CDX.NA.IG.35 100.0 12/20/2025 | 0.12% |
| INPHI CORP SEDOL B5TRVW5 | 0.12% |
| STACR 2016-DNA2 M3 04.7981 10/25/2028 | 0.12% |
| MORGAN STANLEY 03.1250 01/23/2023 | 0.12% |
| EXXON MOBIL CORPORATION 02.2220 03/01/2021 | 0.12% |
| HERSHEY CO/THE SEDOL 2422806 | 0.12% |
| AXA SA SEDOL 7088429 | 0.12% |
| ORACLE CORP SEDOL 2661568 | 0.12% |
| GOLDMAN SACHS GROUP INC 03.8500 01/26/2027 | 0.12% |
| NESTLE SA-REG SEDOL 7123870 | 0.12% |
| SEATTLE GENETICS INC SEDOL 2738127 | 0.12% |
| KONINKLIJKE AHOLD DELHAIZE N SEDOL BD0Q398 | 0.12% |
| PNC FINANCIAL SERVICES GROUP SEDOL 2692665 | 0.12% |
| BANK OF AMERICA CORP 03.2480 10/21/2027 | 0.11% |
| ZIMMER BIOMET HOLDINGS INC SEDOL 2783815 | 0.11% |
| KINDER MORGAN INC SEDOL B3NQ4P8 | 0.11% |
| AT&T INC 04.1000 02/15/2028 | 0.11% |
| BOOKING HOLDINGS INC SEDOL BDRXDB4 | 0.11% |
| LEIDOS HOLDINGS INC SEDOL BDV82B8 | 0.11% |
| SOUTHWEST AIRLINES CO SEDOL 2831543 | 0.11% |
| ADVANCED MICRO DEVICES SEDOL 2007849 | 0.11% |
| SBA COMMUNICATIONS CORP SEDOL BZ6TS23 | 0.11% |
| CDX CDX.NA.HY.34 500.0 06/20/2025 | 0.11% |
| EXPEDITORS INTL WASH INC SEDOL 2325507 | 0.11% |
| LULULEMON ATHLETICA INC SEDOL B23FN39 | 0.11% |
| UBS GROUP AG P/P 144A 03.4910 05/23/2023 | 0.11% |
| CVS HEALTH CORP 04.7800 03/25/2038 | 0.10% |
| T-MOBILE US INC P/P 144A 05.2500 CV PFD | 0.10% |
| NEW YORK LIFE INS P/P 144A 01.1000 05/05/2023 | 0.10% |
| PUBLIC SERVICE ENTERPRISE GP SEDOL 2707677 | 0.10% |
| ABIOMED INC SEDOL 2003698 | 0.10% |
| BAXTER INTERNATIONAL INC SEDOL 2085102 | 0.10% |
| CARDINAL HEALTH INC SEDOL 2175672 | 0.10% |
| CHIPOTLE MEXICAN GRILL INC SEDOL B0X7DZ3 | 0.10% |
| EATON CORP PLC SEDOL B8KQN82 | 0.10% |
| REPUBLIC OF INDONESIA REGS 04.7500 01/08/2026 | 0.10% |
| SALESFORCE.COM INC 03.7000 04/11/2028 | 0.10% |
| BOOZ ALLEN HAMILTON HOLDINGS SEDOL B5367T7 | 0.10% |
| BOSTON PROPERTIES INC SEDOL 2019479 | 0.10% |
| FEDEX CORP SEDOL 2142784 | 0.10% |
| GOLDMAN SACHS GROUP INC 02.6000 12/27/2020 | 0.10% |
| SUMITOMO MITSUI FINANCIAL GR SEDOL 6563024 | 0.10% |
| TREASURY BILL 00.0000 11/10/2020 | 0.10% |
| FNMA FN30 BJ9256 UMBS 04.0000 06/01/2048 | 0.10% |
| NOVO NORDISK A/S-B SEDOL BHC8X90 | 0.10% |
| INTERPUBLIC GROUP COS 04.6500 10/01/2028 | 0.09% |
| THERMO FISHER SCIENTIFIC INC SEDOL 2886907 | 0.09% |
| AVALARA INC SEDOL BZ1NVP4 | 0.09% |
| IHS MARKIT LTD P/P 144A 04.7500 02/15/2025 | 0.09% |
| ALBEMARLE CORP SEDOL 2046853 | 0.09% |
| BANK OF AMERICA CORP 06.1100 01/29/2037 | 0.09% |
| DEUTSCHE BOERSE AG SEDOL 7021963 | 0.09% |
| RAYTHEON TECHNOLOGIES CORP SEDOL BM5M5Y3 | 0.09% |
| SCHLUMBERGER LTD SEDOL 2779201 | 0.09% |
| PETROBRAS GLOBAL FINANCE USD 06.2500 03/17/2024 | 0.09% |
| DBUBS 2011-LC3A D P/P 144A 05.5129 08/10/2044 | 0.09% |
| FAIR ISAAC CORP SEDOL 2330299 | 0.09% |
| KERING SEDOL 5505072 | 0.09% |
| MICROSOFT CORP 02.4000 08/08/2026 | 0.09% |
| SAUDI INTL BOND P/P 144A 03.2500 10/22/2030 | 0.09% |
| WASTE CONNECTIONS INC SEDOL BYVG1F6 | 0.09% |
| AT&T INC. 03.8000 02/15/2027 | 0.09% |
| DISCOVER FINANCIAL SERVICES SEDOL B1YLC43 | 0.09% |
| APTIV PLC SEDOL B783TY6 | 0.09% |
| AMETEK INC SEDOL 2089212 | 0.09% |
| ANGLO AMER PLC SEDOL B1XZS82 | 0.09% |
| DYNATRACE INC SEDOL BJV2RD9 | 0.09% |
| EXXON MOBIL CORP SEDOL 2326618 | 0.09% |
| FNMA FN30 AS7003 UMBS 03.0000 04/01/2046 | 0.09% |
| FORTUNE BRANDS HOME & SECURI SEDOL B3MC7D6 | 0.09% |
| TREASURY BILL 00.0000 10/27/2020 | 0.09% |
| AVERY DENNISON CORP SEDOL 2066408 | 0.08% |
| MICROSOFT CORP 03.7000 08/08/2046 | 0.08% |
| APOLLO GLOBAL MANAGEMENT INC SEDOL BKRLVD5 | 0.08% |
| APPLE INC 04.2500 02/09/2047 | 0.08% |
| FAIRFAX FINL HLDGS USD 04.8500 04/17/2028 | 0.08% |
| LONDON STOCK EXCHANGE GROUP SEDOL B0SWJX3 | 0.08% |
| AMEREN CORPORATION SEDOL 2050832 | 0.08% |
| BF0101 03.5000 06/01/2056 | 0.08% |
| CONOCOPHILLIPS | 0.08% |
| DUPONT DE NEMOURS INC SEDOL BK0VN47 | 0.08% |
| TORONTO-DOMINION BANK USD 01.9000 12/01/2022 | 0.08% |
| UNITED MEXICAN STATES USD 05.5500 01/21/2045 | 0.08% |
| DEUTSCHE POST AG-REG SEDOL 4617859 | 0.08% |
| AGNC INVESTMENT CORP SEDOL BYYHJL8 | 0.08% |
| JAZZ PHARMACEUTICALS PLC SEDOL B4Q5ZN4 | 0.08% |
| ALIBABA GROUP HOLDING LTD SEDOL BK6YZP5 | 0.08% |
| TOTAL SE SEDOL B15C557 | 0.08% |
| ALPHABET INC 03.6250 05/19/2021 | 0.08% |
| TELEFONICA EMISIONES SAU USD 04.8950 03/06/2048 | 0.08% |
| US BANK NA CINCINNATI 03.1500 04/26/2021 | 0.08% |
| WESFARMERS LTD SEDOL 6948836 | 0.08% |
| MICROSOFT CORP 01.5500 08/08/2021 | 0.08% |
| RIO TINTO PLC SEDOL 0718875 | 0.08% |
| SPST 2020-2 A 00.9748 03/26/2021 | 0.08% |
| DANAHER CORP 05.0000 CV PFD | 0.08% |
| ORACLE CORP 04.0000 11/15/2047 | 0.08% |
| FNMA FN30 TBA UMBS 01.5000 10/01/2050 | 0.08% |
| SCHWAB (CHARLES) CORP SEDOL 2779397 | 0.08% |
| ALLIANZ SE-REG SEDOL 5231485 | 0.07% |
| ENTERGY CORP SEDOL 2317087 | 0.07% |
| EQUINIX INC. 02.9000 11/18/2026 | 0.07% |
| FNMA FN30 BC2733 UMBS 03.0000 05/01/2046 | 0.07% |
| ORACLE CORP 02.5000 10/15/2022 | 0.07% |
| RADIAN GROUP INC SEDOL 2173911 | 0.07% |
| HOYA CORP SEDOL 6441506 | 0.07% |
| SPST 2019-11 A 00.9011 10/24/2020 | 0.07% |
| ASSURED GUARANTY LTD SEDOL B00V7H8 | 0.07% |
| EASTMAN CHEMICAL CO SEDOL 2298386 | 0.07% |
| FNMA FN30 AS8056 UMBS 03.0000 10/01/2046 | 0.07% |
| GENERAL MOTORS CO SEDOL B665KZ5 | 0.07% |
| ITOCHU CORP SEDOL 6467803 | 0.07% |
| UNITEDHEALTH GROUP INC 03.8500 06/15/2028 | 0.07% |
| BRISTOL-MYERS 02.9000 07/26/2024 | 0.07% |
| VALERO ENERGY CORP SEDOL 2041364 | 0.07% |
| WFRBS 2011-C2 D P/P 144A 05.8558 02/15/2044 | 0.07% |
| DEUTSCHE TELEKOM AG-REG SEDOL 5842359 | 0.07% |
| ECOLAB INC 02.7000 11/01/2026 | 0.07% |
| HERMES INTERNATIONAL SEDOL 5253973 | 0.07% |
| KEURIG DR PEPPER INC SEDOL BD3W133 | 0.07% |
| VISTRA CORP SEDOL BZ8VJQ8 | 0.07% |
| ARAMARK SEDOL BH3XG17 | 0.07% |
| DIAMOND 1 FIN/DIAM P/P 144A 06.0200 06/15/2026 | 0.07% |
| JPMORGAN CHASE & CO 03.3750 05/01/2023 | 0.07% |
| NESTLE HOLDINGS INC P/P 144A 00.3750 01/15/2024 | 0.07% |
| NOVARTIS CAPITAL CORP 04.0000 11/20/2045 | 0.07% |
| BHP GROUP LTD SEDOL 6144690 | 0.07% |
| CAPITAL ONE FINANCIAL CORP SEDOL 2654461 | 0.07% |
| FERGUSON PLC SEDOL BJVNSS4 | 0.07% |
| POLARIS INC SEDOL 2692933 | 0.07% |
| STATE STREET CORP SEDOL 2842040 | 0.07% |
| ANZ NEW ZEALAND INT P/P 144A 02.8750 01/25/2022 | 0.07% |
| BRISTOL-MYERS 03.2500 02/20/2023 | 0.07% |
| MITSUBISHI UFJ FIN GRP USD 03.5350 07/26/2021 | 0.07% |
| TAIWAN SEMICONDUCTOR-SP ADR SEDOL 2113382 | 0.07% |
| AMAZON.COM INC 03.1500 08/22/2027 | 0.07% |
| DOVER CORP SEDOL 2278407 | 0.07% |
| ENTERPRISE PRODUCTS OPER 04.2500 02/15/2048 | 0.07% |
| AMERICAN INTERNATIONAL GROUP SEDOL 2027342 | 0.06% |
| CHARTER COMM OPT LLC 06.4840 10/23/2045 | 0.06% |
| REPUBLIC SERVICES INC SEDOL 2262530 | 0.06% |
| UNILEVER NV SEDOL B1527V7 | 0.06% |
| EQUITABLE HOLDINGS INC SEDOL BKRMR96 | 0.06% |
| MRAIT 2020-2 A 01.3051 07/21/2021 | 0.06% |
| BROADCOM CRP / CAYM 03.5000 01/15/2028 | 0.06% |
| 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% |
| GSCBPAND R US0001M P 12/15/25 GS | 0.06% |
| ROYAL DUTCH SHELL PLC-B SHS SEDOL B03MM40 | 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% |
| ALLY FINANCIAL INC SEDOL B72XK05 | 0.06% |
| DANSKE BANK A/S P/P 144A 02.7000 03/02/2022 | 0.06% |
| L OREAL SEDOL 4057808 | 0.06% |
| SANDVIK AB SEDOL B1VQ252 | 0.06% |
| CAS 2016-C04 1M2 04.3981 01/25/2029 | 0.06% |
| CIT GROUP INC. 05.2500 03/07/2025 | 0.06% |
| ENTERPRISE PRODUCTS PARTNERS SEDOL 2285388 | 0.06% |
| FORD MOTOR CO SEDOL 2615468 | 0.06% |
| MWST 2019-1 A 00.9481 06/25/2052 | 0.06% |
| ROCHE HOLDINGS INC P/P 144A 04.0000 11/28/2044 | 0.06% |
| SUMITOMO TR&BK P/P 144A 00.8000 09/12/2023 | 0.06% |
| CAS 2016-C02 1M2 06.1481 09/25/2028 | 0.06% |
| EVERBRIDGE INC SEDOL BYY5ZB4 | 0.06% |
| GENERAL MOTORS FINL CO 04.0000 10/06/2026 | 0.06% |
| GNMA GN30 BA5049 04.5000 05/15/2047 | 0.06% |
| INVITATION HOMES INC SEDOL BD81GW9 | 0.06% |
| SCHNEIDER ELECTRIC SE SEDOL 4834108 | 0.06% |
| CF INDUSTRIES HOLDINGS INC SEDOL B0G4K50 | 0.06% |
| COMPASS GROUP PLC SEDOL BD6K457 | 0.06% |
| ALIBABA GROUP HOLDING-SP ADR SEDOL BP41ZD1 | 0.06% |
| JPMORGAN CHASE & CO 04.6000 02/01/2025 | 0.06% |
| NXP SEMICONDUCTORS NV SEDOL B505PN7 | 0.06% |
| DIGITAL REALTY TRUST LP 04.7500 10/01/2025 | 0.06% |
| FNMA FN30 BM1172 UMBS 03.0000 03/01/2047 | 0.06% |
| GARMIN LTD SEDOL B3Z5T14 | 0.06% |
| INDUSTRIA DE DISENO TEXTIL SEDOL BP9DL90 | 0.06% |
| SIRIUS XM RADIO INC P/P 144A 05.0000 08/01/2027 | 0.06% |
| COCA-COLA HBC AG-DI SEDOL B9895B7 | 0.06% |
| ESSITY AKTIEBOLAG-B SEDOL BF1K7P7 | 0.06% |
| LIVE NATION ENTERTAINMENT IN SEDOL B0T7YX2 | 0.06% |
| PINNACLE WEST CAPITAL SEDOL 2048804 | 0.06% |
| PRINCIPAL FINANCIAL GROUP SEDOL 2803014 | 0.06% |
| BERKSHIRE HATHAWAY FIN 04.2500 01/15/2021 | 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% |
| FNMA FN40 BF0171 UMBS 04.0000 01/01/2057 | 0.06% |
| LINDE PLC SEDOL BZ12WP8 | 0.06% |
| PETROLEOS MEXICANOS P/P 144A 06.8400 01/23/2030 | 0.06% |
| EDENRED SEDOL B62G1B5 | 0.05% |
| KINDER MORGAN INC 03.1500 01/15/2023 | 0.05% |
| ADIDAS AG SEDOL 4031976 | 0.05% |
| AMDOCS LTD SEDOL 2256908 | 0.05% |
| AMERICAN TOWER CORP 03.1250 01/15/2027 | 0.05% |
| CAS 2016-C01 1M2 06.8981 08/25/2028 | 0.05% |
| CREDIT SUISSE GRP AG P/P 144A 02.1930 06/05/2026 | 0.05% |
| VIACOMCBS INC 04.2000 06/01/2029 | 0.05% |
| AVALONBAY COMMUNITIES INC SEDOL 2131179 | 0.05% |
| BERRY GLOBAL GROUP INC SEDOL B8BR3H3 | 0.05% |
| KONINKLIJKE DSM NV SEDOL B0HZL93 | 0.05% |
| WOLTERS KLUWER SEDOL 5671519 | 0.05% |
| COMCAST CORP 03.9690 11/01/2047 | 0.05% |
| DAIKIN INDUSTRIES LTD SEDOL 6250724 | 0.05% |
| DNB NOR ASA SEDOL 4263304 | 0.05% |
| ENERGY TRANSFER OPERATNG 03.7500 05/15/2030 | 0.05% |
| FNMA FN30 AS7154 UMBS 03.0000 05/01/2046 | 0.05% |
| KDDI CORP SEDOL 6248990 | 0.05% |
| MOODY S CORP | 0.05% |
| NEXI SPA SEDOL BJ1F880 | 0.05% |
| NRG ENERGY INC P/P 144A 04.4500 06/15/2029 | 0.05% |
| ORACLE CORP 02.5000 05/15/2022 | 0.05% |
| ORACLE CORP 02.6500 07/15/2026 | 0.05% |
| PRUDENTIAL PLC SEDOL 0709954 | 0.05% |
| SHELL INTERNATIONAL FIN USD 02.8750 05/10/2026 | 0.05% |
| ZALANDO SE SEDOL BQV0SV7 | 0.05% |
| AMERICAN ELECTRIC POWER 04.3000 12/01/2028 | 0.05% |
| BRUNSWICK CORP SEDOL 2149309 | 0.05% |
| DELTA AIR LINES INC SEDOL B1W9D46 | 0.05% |
| FHLMC FR30 ZS4703 UMBS 03.0000 02/01/2047 | 0.05% |
| FISERV INC 04.2000 10/01/2028 | 0.05% |
| LAMB WESTON HOLDINGS P/P 144A 04.8750 11/01/2026 | 0.05% |
| NTT DOCOMO INC SEDOL 6129277 | 0.05% |
| ROPER TECHNOLOGIES INC SEDOL 2749602 | 0.05% |
| WFRBS 2013-C18 AS 04.3870 12/15/2046 | 0.05% |
| ABB LTD-REG SEDOL 7108899 | 0.05% |
| AT&T INC 04.7500 05/15/2046 | 0.05% |
| MICROCHIP TECH INC 04.3330 06/01/2023 | 0.05% |
| NORTHROP GRUMMAN CORP 03.2500 01/15/2028 | 0.05% |
| OMNICOM GP/OMNICOM CAP 03.6000 04/15/2026 | 0.05% |
| PARTNERS GROUP HOLDING AG SEDOL B119QG0 | 0.05% |
| PNC BANK NA 02.0280 12/09/2022 | 0.05% |
| UBS AG LONDON P/P 144A 01.7500 04/21/2022 | 0.05% |
| BP PLC SEDOL 0798059 | 0.05% |
| CARLSBERG AS-B SEDOL 4169219 | 0.05% |
| CASEYS GENERAL | 0.05% |
| CONSTELLATION BRANDS INC-A SEDOL 2170473 | 0.05% |
| FIDELITY NATL INFO SERV 03.7500 05/21/2029 | 0.05% |
| LNSTR 2015-3 B P/P 144A 03.3512 04/20/2048 | 0.05% |
| RAYTHEON TECH CORP P/P 144A 02.5000 12/15/2022 | 0.05% |
| STANDARD IND INC P/P 144A 05.0000 02/15/2027 | 0.05% |
| ASHTEAD CAPITAL INC P/P 144A 04.3750 08/15/2027 | 0.05% |
| DIAGEO PLC SEDOL 0237400 | 0.05% |
| FIRSTENERGY TRANSMIS P/P 144A 05.4500 07/15/2044 | 0.05% |
| LINCOLN NATIONAL CORP SEDOL 2516378 | 0.05% |
| MORGAN STANLEY 04.3750 01/22/2047 | 0.05% |
| SECOM CO LTD SEDOL 6791591 | 0.05% |
| WFRBS 2013-C12 AS 03.5600 03/15/2048 | 0.05% |
| AKZO NOBEL N.V. SEDOL BJ2KSG2 | 0.05% |
| APTARGROUP INC SEDOL 2045247 | 0.05% |
| ASTELLAS PHARMA INC SEDOL 6985383 | 0.05% |
| BANK OF AMERICA CORP 03.4990 05/17/2022 | 0.05% |
| COVESTRO AG SEDOL BYTBWY9 | 0.05% |
| CROWN HOLDINGS INC | 0.05% |
| CSAIL 2015-C1 AS 03.7910 04/15/2050 | 0.05% |
| CSAIL 2015-C1 C 04.4109 04/15/2050 | 0.05% |
| TAIWAN SEMICONDUCTOR MANUFAC SEDOL 6889106 | 0.05% |
| AVIVA PLC SEDOL 0216238 | 0.04% |
| CITIGROUP INC 02.6500 10/26/2020 | 0.04% |
| ENEL SPA SEDOL 7144569 | 0.04% |
| GLOBAL PAYMENTS INC 04.0000 06/01/2023 | 0.04% |
| HITACHI LTD SEDOL 6429104 | 0.04% |
| IVORY COAST REGS 06.1250 06/15/2033 | 0.04% |
| MOLSON COORS BEVERAGE CO - B SEDOL B067BM3 | 0.04% |
| ORSTED A/S SEDOL BYT16L4 | 0.04% |
| PEUGEOT SA SEDOL 7103526 | 0.04% |
| RAYTHEON TECH CORP 04.1250 11/16/2028 | 0.04% |
| TELEDYNE TECHNOLOGIES INC SEDOL 2503477 | 0.04% |
| WILLIS TOWERS WATSON PLC USD 05.7500 03/15/2021 | 0.04% |
| 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% |
| BANK OF MONTREAL USD 03.1000 04/13/2021 | 0.04% |
| GOLDMAN SACHS GROUP INC 05.7500 01/24/2022 | 0.04% |
| IMPERIAL BRANDS PLC SEDOL 0454492 | 0.04% |
| TORONTO-DOMINION BANK USD 03.6250 09/15/2031 | 0.04% |
| BMW US CAPITAL LLC P/P 144A 02.0000 04/11/2021 | 0.04% |
| BPCE SA P/P 144A 04.5000 03/15/2025 | 0.04% |
| CHENIERE CORP CHRIST 05.1250 06/30/2027 | 0.04% |
| INTERCONTINENTALEXCHANGE 02.6500 09/15/2040 | 0.04% |
| REPUBLIC OF KAZAKHSTAN REGS 04.8750 10/14/2044 | 0.04% |
| REPUBLIC OF PERU USD 02.3920 01/23/2026 | 0.04% |
| SAMSUNG ELECTRONICS-PREF SEDOL 6773812 | 0.04% |
| TEMPUR SEALY INTERNATIONAL I SEDOL 2216991 | 0.04% |
| ACCENTURE PLC-CL A SEDOL B4BNMY3 | 0.04% |
| BRISTOL-MYERS 03.2500 08/15/2022 | 0.04% |
| CAS 2015-C04 1M2 05.8481 04/25/2028 | 0.04% |
| CF INDUSTRIES INC P/P 144A 04.5000 12/01/2026 | 0.04% |
| ENERGY TRANSFER OPERATNG 06.6250 02/15/2028 | 0.04% |
| FNMA FN30 AS8074 UMBS 03.0000 10/01/2046 | 0.04% |
| LOWES COMPANIES INC | 0.04% |
| REP OF INDONESIA P/P 144A 04.3500 01/08/2027 | 0.04% |
| SAREPTA THERAPEUTICS INC SEDOL B8DPDT7 | 0.04% |
| SINGAPORE EXCHANGE LTD SEDOL 6303866 | 0.04% |
| SKANDINAVISKA ENSKILDA BAN-A SEDOL 4813345 | 0.04% |
| THALES SA SEDOL 4162791 | 0.04% |
| VODAFONE GROUP PLC SEDOL BH4HKS3 | 0.04% |
| BNP PARIBAS SEDOL 7309681 | 0.04% |
| CAS 2015-C04 2M2 05.6981 04/25/2028 | 0.04% |
| COMM 2010-C1 D P/P 144A 06.0498 07/10/2046 | 0.04% |
| CONCHO RESOURCES INC 03.7500 10/01/2027 | 0.04% |
| CWALT 2006-OA10 4A1 00.3381 08/25/2046 | 0.04% |
| DIGITAL REALTY TRUST LP 04.4500 07/15/2028 | 0.04% |
| EDP-ENERGIAS DE PORTUGAL SA SEDOL 4103596 | 0.04% |
| EQUITY RESIDENTIAL TR REIT | 0.04% |
| HILTON WORLDWIDE FIN LLC 04.8750 04/01/2027 | 0.04% |
| MET LIFE GLOB P/P 144A 02.4000 06/17/2022 | 0.04% |
| AMERICAN TOWER CORPORATION 02.7500 01/15/2027 | 0.04% |
| BANK OF NOVA SCOTIA USD 02.3500 10/21/2020 | 0.04% |
| DUKE ENERGY CORP 03.1500 08/15/2027 | 0.04% |
| FNMA FN30 TBA UMBS 04.0000 11/01/2050 | 0.04% |
| FNMA FN30 TBA UMBS 04.5000 10/01/2050 | 0.04% |
| GNMA GII30 TBA 04.0000 10/01/2050 | 0.04% |
| SIG COMBIBLOC GROUP AG SEDOL BD5GN60 | 0.04% |
| AKAMAI TECHNOLOGIES INC SEDOL 2507457 | 0.04% |
| ALLISON TRANSMISSION HOLDING SEDOL B4PZ892 | 0.04% |
| BIOGEN INC 03.6250 09/15/2022 | 0.04% |
| CHINA MOBILE LTD SEDOL 6073556 | 0.04% |
| CIGNA CORP 03.7500 07/15/2023 | 0.04% |
| COMCAST CORPORATION 03.3750 02/15/2025 | 0.04% |
| COMPUGROUP MEDICAL SE & CO K SEDOL BMY7CH1 | 0.04% |
| CSMC 2016-NXSR C 04.5031 12/15/2049 | 0.04% |
| FLUTTER ENTERTAINMENT PLC SEDOL BWXC0Z1 | 0.04% |
| MERCK & CO INC 03.7000 02/10/2045 | 0.04% |
| PPG INDUSTRIES INC SEDOL 2698470 | 0.04% |
| REPUBLIC OF SENEGAL REGS 06.2500 05/23/2033 | 0.04% |
| UBS GROUP AG P/P 144A 03.0000 04/15/2021 | 0.04% |
| UBS GROUP AG-REG SEDOL BRJL176 | 0.04% |
| WORLDLINE SA SEDOL BNFWR44 | 0.04% |
| AXALTA COATING SYSTEMS LTD SEDOL BSFWCF5 | 0.04% |
| CCO HOLDINGS LLC P/P 144A 05.3750 06/01/2029 | 0.04% |
| CREDIT SUISSE NEW YORK 02.8000 04/08/2022 | 0.04% |
| DOMINICAN REPUBLIC REGS 05.9500 01/25/2027 | 0.04% |
| DUKE ENERGY CORP 04.2000 06/15/2049 | 0.04% |
| GOODMAN GROUP SEDOL B03FYZ4 | 0.04% |
| GSMS 2011-GC3 C P/P 144A 05.7514 03/10/2044 | 0.04% |
| JAPAN EXCHANGE GROUP INC SEDOL 6743882 | 0.04% |
| KEYCORP SEDOL 2490911 | 0.04% |
| L3HARRIS TECH INC 03.8500 12/15/2026 | 0.04% |
| MSBAM 2014-C17 C 04.6367 08/15/2047 | 0.04% |
| NIHON M&A CENTER INC SEDOL B1DN466 | 0.04% |
| SHIONOGI & CO LTD SEDOL 6804682 | 0.04% |
| SOFTWARE AG SEDOL BF06WX9 | 0.04% |
| SPRINT CORP 07.8750 09/15/2023 | 0.04% |
| TPAT 2018-SL1 A P/P 144A 00.7751 01/25/2046 | 0.04% |
| UBI SOFT ENTERTA SEDOL B1L3CS6 | 0.04% |
| UNUM GROUP SEDOL 2433842 | 0.04% |
| VERIZON COMMUNICATIONS 04.4000 11/01/2034 | 0.04% |
| VIRTU FINANCIAL INC-CLASS A SEDOL BWTVWD4 | 0.04% |
| WOOLWORTHS GROUP LTD SEDOL 6981239 | 0.04% |
| COMM 2013-LC6 AM 03.2820 01/10/2046 | 0.04% |
| DUKE ENERGY OHIO INC 03.6500 02/01/2029 | 0.04% |
| KION GROUP AG SEDOL BB22L96 | 0.04% |
| SPST 2020-6 A 01.9011 09/07/2021 | 0.04% |
| STACR 2016-DNA1 M3 05.7251 07/25/2028 | 0.04% |
| VERIZON COMMUNICATIONS 05.2500 03/16/2037 | 0.04% |
| VONOVIA SE SEDOL BBJPFY1 | 0.04% |
| AMERICAN EXPRESS COMPANY 02.6500 12/02/2022 | 0.04% |
| BANK OF NOVA SCOTIA USD 02.0000 11/15/2022 | 0.04% |
| BHP GROUP PLC SEDOL BH0P3Z9 | 0.04% |
| BP CAPITAL MARKETS PLC USD 03.2790 09/19/2027 | 0.04% |
| EOG RESOURCES INC 02.6250 03/15/2023 | 0.04% |
| GSMS 2011-GC3 D P/P 144A 05.7514 03/10/2044 | 0.04% |
| KINGFISHER PLC SEDOL 3319521 | 0.04% |
| NIPPON PROLOGIS REIT INC SEDOL B98BC67 | 0.04% |
| SNOWFLAKE INC-CLASS A SEDOL BN134B7 | 0.04% |
| WESTROCK MWV LLC 08.2000 01/15/2030 | 0.04% |
| WH GROUP LTD SEDOL BLLHKZ1 | 0.04% |
| 10X GENOMICS INC-CLASS A SEDOL BKS3RS7 | 0.04% |
| DIASORIN SPA SEDOL B234WN9 | 0.04% |
| ENBRIDGE INC USD 04.5000 06/10/2044 | 0.04% |
| NETFLIX INC SEDOL 2857817 | 0.04% |
| RENESAS ELECTRONICS CORP SEDOL 6635677 | 0.04% |
| SHIN-ETSU CHEMICAL CO LTD SEDOL 6804585 | 0.04% |
| SLM CORP | 0.04% |
| SPST 2020-WL1 A 01.2981 06/25/2051 | 0.04% |
| VOLKSWAGEN AG PFD SEDOL 5497168 | 0.04% |
| ARES CAPITAL CORP 03.8750 01/15/2026 | 0.03% |
| BAKER HUGHES CO SEDOL BDHLTQ5 | 0.03% |
| BROADRIDGE FINANCIAL SOLUTIO SEDOL B1VP7R6 | 0.03% |
| CAS 2020-R01 1M2 02.1981 01/25/2040 | 0.03% |
| CITIGROUP INC 04.5000 01/14/2022 | 0.03% |
| ELECTRONIC ARTS INC SEDOL 2310194 | 0.03% |
| FIDELITY NATIONAL FINANCIAL SEDOL BNBRDD4 | 0.03% |
| GEORGIA-PACIFIC LLC P/P 144A 02.1000 04/30/2027 | 0.03% |
| JM SMUCKER CO/THE SEDOL 2951452 | 0.03% |
| KEURIG DR PEPPER INC 04.5970 05/25/2028 | 0.03% |
| ONCOR ELECTRIC DELIV 03.7500 04/01/2045 | 0.03% |
| ORIX CORP SEDOL 6661144 | 0.03% |
| RELIANCE STEEL & ALUMINUM SEDOL 2729068 | 0.03% |
| SPST 2020-13 A 01.6511 10/10/2021 | 0.03% |
| TOKYO ELECTRON LTD SEDOL 6895675 | 0.03% |
| TREASURY BILL 00.0000 11/17/2020 | 0.03% |
| TRK 2019-1 A1 04.3356 03/25/2022 | 0.03% |
| ATLAS COPCO AB-A SHS SEDOL BD97BN2 | 0.03% |
| DBS GROUP HOLDINGS LTD SEDOL 6175203 | 0.03% |
| ENBRIDGE INC USD 04.2500 12/01/2026 | 0.03% |
| FORTESCUE METALS GROUP LTD SEDOL B2B2B49 | 0.03% |
| GSMS 2014-GC22 C 04.8485 06/10/2047 | 0.03% |
| IBM CORP 01.8750 08/01/2022 | 0.03% |
| LEGRAND SA SEDOL B11ZRK9 | 0.03% |
| LINDE PLC SEDOL BYWD9S5 | 0.03% |
| NORTONLIFELOCK INC SEDOL BJN4XN5 | 0.03% |
| ORACLE CORP 01.9000 09/15/2021 | 0.03% |
| REPUBLIC OF CHILE USD 02.4500 01/31/2031 | 0.03% |
| RMLT 2020-2 A2 02.5080 05/25/2060 | 0.03% |
| WALGREENS BOOTS ALLIANCE INC SEDOL BTN1Y44 | 0.03% |
| ZOETIS INC SEDOL B95WG16 | 0.03% |
| AMGEN INC 02.6000 08/19/2026 | 0.03% |
| BANCO BILBAO VIZCAYA ARGENTA SEDOL 5501906 | 0.03% |
| BRDCOM CRP / FIN 03.8750 01/15/2027 | 0.03% |
| BRISTOL-MYERS 02.2500 08/15/2021 | 0.03% |
| CACI INTERNATIONAL INC -CL A SEDOL 2159267 | 0.03% |
| CIGNA CORP 03.9000 02/15/2022 | 0.03% |
| CISCO SYSTEMS INC 02.2000 02/28/2021 | 0.03% |
| COMM 2014-CR19 AM 04.0800 08/10/2047 | 0.03% |
| E.ON SE SEDOL 4942904 | 0.03% |
| EQUINOR ASA USD 02.9000 11/08/2020 | 0.03% |
| GENTEX CORP SEDOL 2366799 | 0.03% |
| JOHNSON CONTROLS INTL PL 04.5000 02/15/2047 | 0.03% |
| NUTRIEN LTD USD 04.1250 03/15/2035 | 0.03% |
| REPUBLIC OF PARAGUAY REGS 04.7000 03/27/2027 | 0.03% |
| STACR 2016-HQA3 M3 03.9981 03/25/2029 | 0.03% |
| ZOETIS INC 03.9000 08/20/2028 | 0.03% |
| BRITISH AMERICAN TOBACCO PLC SEDOL 0287580 | 0.03% |
| CHARTER COMM OPT LLC/CAP 04.8000 03/01/2050 | 0.03% |
| CI FINANCIAL CORP SEDOL B3KT0S5 | 0.03% |
| CITIGROUP INC 03.8870 01/10/2028 | 0.03% |
| CK ASSET HOLDINGS LTD SEDOL BYZQ077 | 0.03% |
| COX COMM INC P/P 144A 02.9500 10/01/2050 | 0.03% |
| CREDIT AGRICOLE SA SEDOL 7262610 | 0.03% |
| DISCOVERY INC - A SEDOL B3D7K31 | 0.03% |
| HOME DEPOT INC 02.6250 06/01/2022 | 0.03% |
| HYATT HOTELS CORP 04.8500 03/15/2026 | 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% |
| SHRP 2020-1 NOTE 03.1250 07/25/2024 | 0.03% |
| STACR 2015-DNA3 M3 04.8481 04/25/2028 | 0.03% |
| SYSCO CORP SEDOL 2868165 | 0.03% |
| 3I GROUP PLC SEDOL B1YW440 | 0.03% |
| BROADCOM INC 04.1500 11/15/2030 | 0.03% |
| EIFFAGE SEDOL B13X013 | 0.03% |
| FERRARI NV SEDOL BD6G507 | 0.03% |
| GLAXOSMITHKLINE PLC SEDOL 0925288 | 0.03% |
| GOOGLE INC 03.3750 02/25/2024 | 0.03% |
| HUNTINGTON BANCSHARES 04.3500 02/04/2023 | 0.03% |
| LOGITECH INTERNATIONAL-REG SEDOL B18ZRK2 | 0.03% |
| MONDELEZ INT HOLD NE P/P 144A 02.1250 09/19/2022 | 0.03% |
| NETWORK INTERNATIONAL HOLDIN SEDOL BH3VJ78 | 0.03% |
| NEXON CO LTD SEDOL B63QM77 | 0.03% |
| PALTAC CORPORATION SEDOL B61BG94 | 0.03% |
| SIRIUS XM HOLDINGS INC SEDOL BGLDK10 | 0.03% |
| STANDARD CHARTERED PLC SEDOL 0408284 | 0.03% |
| SYMRISE AG SEDOL B1JB4K8 | 0.03% |
| TPMT 2015-1 A2 P/P 144A 03.2500 10/25/2053 | 0.03% |
| UPJOHN INC P/P 144A 02.3000 06/22/2027 | 0.03% |
| VIDEOTRON LTD / LTEE P/P 144A 05.1250 04/15/2027 | 0.03% |
| ADECCO GROUP AG-REG SEDOL 7110720 | 0.03% |
| AIR LEASE CORP 04.6250 10/01/2028 | 0.03% |
| ANHEUSER-BUSCH INBEV WOR 04.7500 01/23/2029 | 0.03% |
| ASML HOLDING NV SEDOL B929F46 | 0.03% |
| ASTRAZENECA PLC SEDOL 0989529 | 0.03% |
| BP CAP MARKETS AMERICA 03.1190 05/04/2026 | 0.03% |
| BRENNTAG AG SEDOL B4YVF56 | 0.03% |
| CELANESE CORP SEDOL B05MZT4 | 0.03% |
| CHS/COMMUNITY HEALTH SYS 06.2500 03/31/2023 | 0.03% |
| CROWN CASTLE INTL CORP 03.6500 09/01/2027 | 0.03% |
| INTL BUSINESS MACHINES CORP SEDOL 2005973 | 0.03% |
| INTL FLAVOR & FRAGRANCES 04.4500 09/26/2028 | 0.03% |
| ITOCHU TECHNO-SOLUTIONS CORP SEDOL 6200194 | 0.03% |
| KEURIG DR PEPPER INC 04.4170 05/25/2025 | 0.03% |
| NIPPON TELEGRAPH & TELEPHONE SEDOL 6641373 | 0.03% |
| REPUBLICA ORIENT URUGUAY USD 05.1000 06/18/2050 | 0.03% |
| SARTORIUS STEDIM BIOTECH SEDOL BYZ2QP5 | 0.03% |
| AES CORP/THE 05.5000 04/15/2025 | 0.03% |
| AHM 2007-1 GA1C 00.3651 05/25/2047 | 0.03% |
| APPLE INC 03.8500 05/04/2043 | 0.03% |
| BAIDU INC - SPON ADR SEDOL B0FXT17 | 0.03% |
| BANK LEUMI LE-ISRAEL SEDOL 6076425 | 0.03% |
| BANK OF AMERICA CORP 02.4960 02/13/2031 | 0.03% |
| BRAMBLES LTD SEDOL B1FJ0C0 | 0.03% |
| CME GROUP INC SEDOL 2965839 | 0.03% |
| COUSINS PROPERTIES INC SEDOL BJP0MF6 | 0.03% |
| CROWN CASTLE INTL CORP 03.7000 06/15/2026 | 0.03% |
| FUJITSU LTD SEDOL 6356945 | 0.03% |
| JPMBB 2013-C12 C 04.2362 07/15/2045 | 0.03% |
| LIBERTY GLOBAL PLC- C SEDOL B8W67B1 | 0.03% |
| NOMURA RESEARCH INSTITUTE LT SEDOL 6390921 | 0.03% |
| PETROBRAS GLOBAL FINANCE USD 07.3750 01/17/2027 | 0.03% |
| PFIZER INC 03.0000 12/15/2026 | 0.03% |
| PORSCHE AUTOMOBIL HLDG-PRF SEDOL 7101069 | 0.03% |
| VISTRA OPERATION P/P 144A 03.5500 07/15/2024 | 0.03% |
| VTB BANK (VTB CAP SA P/P 144A 06.9500 10/17/2022 | 0.03% |
| ABBVIE INC P/P 144A 03.8000 03/15/2025 | 0.03% |
| AGL ENERGY LTD SEDOL BSS7GP5 | 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% |
| DISH DBS CORP 05.8750 11/15/2024 | 0.03% |
| DOMINICAN REPUBLIC REGS 06.8750 01/29/2026 | 0.03% |
| EQUITY LIFESTYLE PROPERTIES SEDOL 2563125 | 0.03% |
| JDE PEET'S BV SEDOL BMC4ZZ3 | 0.03% |
| JPMCC 2013-LC11 AS 03.2160 04/15/2046 | 0.03% |
| LVMH MOET HENNESSY LOUIS VUI SEDOL 4061412 | 0.03% |
| OSHKOSH CORP 04.6000 05/15/2028 | 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% |
| SEA LTD-ADR SEDOL BYWD7L4 | 0.03% |
| SEI INVESTMENTS COMPANY SEDOL 2793610 | 0.03% |
| STACR 2016-HQA2 M3 05.2981 11/25/2028 | 0.03% |
| T-MOBILE USA INC P/P 144A 03.8750 04/15/2030 | 0.03% |
| WAMU 2005-AR12 1A8 02.9538 10/25/2035 | 0.03% |
| ANALOG DEVICES INC 03.9000 12/15/2025 | 0.03% |
| ANHEUSER-BUSCH INBEV WOR 05.5500 01/23/2049 | 0.03% |
| DOW CHEMICAL CO/THE 03.5000 10/01/2024 | 0.03% |
| EQUINIX INC 03.2000 11/18/2029 | 0.03% |
| ERAC USA FINANCE LLC P/P 144A 07.0000 10/15/2037 | 0.03% |
| FIAT CHRYSLER AUTOMOBILES NV SEDOL BRJFWP3 | 0.03% |
| GLENCORE FUNDING LLC P/P 144A 04.0000 04/16/2025 | 0.03% |
| GSMS 2016-GS3 A4 02.8500 10/10/2049 | 0.03% |
| MINEBEA CO LTD SEDOL 6642406 | 0.03% |
| MSC 2011-C3 B P/P 144A 05.4192 07/15/2049 | 0.03% |
| OTSUKA CORP SEDOL 6267058 | 0.03% |
| SANTANDER UK GROUP H P/P 144A 04.7500 09/15/2025 | 0.03% |
| SERVICENOW INC 01.4000 09/01/2030 | 0.03% |
| TEMPO ACQ LLC/FI P/P 144A 06.7500 06/01/2025 | 0.03% |
| TREASURY BILL 00.0000 10/15/2020 | 0.03% |
| UBS GROUP AG P/P 144A 04.1250 04/15/2026 | 0.03% |
| UNITEDHEALTH GROUP INC 03.3750 11/15/2021 | 0.03% |
| VISTRA CORP P/P 144A 04.3000 07/15/2029 | 0.03% |
| VOLVO AB-B SHS SEDOL B1QH830 | 0.03% |
| WFCM 2017-C39 A5 03.4180 09/15/2050 | 0.03% |
| 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% |
| CAMPBELL SOUP CO SEDOL 2162845 | 0.02% |
| CGCMT 2014-GC21 AS 04.0260 05/10/2047 | 0.02% |
| CISCO SYSTEMS INC 05.9000 02/15/2039 | 0.02% |
| COMCAST CORP 03.4500 02/01/2050 | 0.02% |
| CREDIT SUISSE GRP AG P/P 144A 06.2500 12/18/2024 | 0.02% |
| CWALT 2006-OA7 1A2 01.9593 06/25/2046 | 0.02% |
| DEUTSCHE TELEKOM INT FIN USD 08.7500 06/15/2030 | 0.02% |
| ENERGY TRANSFER OPERA 05.8750 01/15/2024 | 0.02% |
| GLOBAL PAYMENTS INC 02.9000 05/15/2030 | 0.02% |
| JOHNSON CONTROLS INTL PL 04.9500 07/02/2064 | 0.02% |
| JPMORGAN CHASE & CO 01.2801 05/15/2047 | 0.02% |
| LBMLT 2004-1 A2 00.9481 02/25/2034 | 0.02% |
| MITSUBISHI UFJ FIN GRP USD 03.8500 03/01/2026 | 0.02% |
| MORGAN STANLEY 05.5000 07/28/2021 | 0.02% |
| NATWEST GROUP PLC USD 04.8920 05/18/2029 | 0.02% |
| NUTRIEN LTD. USD 04.2000 04/01/2029 | 0.02% |
| SILGAN HOLDINGS INC SEDOL 2809324 | 0.02% |
| SPRINT CAPITAL CORPORATION 06.8750 11/15/2028 | 0.02% |
| TENET HEALTHCARE P/P 144A 04.8750 01/01/2026 | 0.02% |
| UNITEDHEALTH GROUP INC 03.9500 10/15/2042 | 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% |
| ZOETIS INC 02.0000 05/15/2030 | 0.02% |
| ALKERMES PLC SEDOL B3P6D26 | 0.02% |
| ALPHABET INC 02.2500 08/15/2060 | 0.02% |
| ASHLAND GLOBAL HOLDINGS INC SEDOL BYND5N1 | 0.02% |
| AT&T INC 02.9500 07/15/2026 | 0.02% |
| CAS 2016-C01 2M2 07.0981 08/25/2028 | 0.02% |
| CHEVRON CORP 02.1000 05/16/2021 | 0.02% |
| COSTCO WHOLESALE CORP SEDOL 2701271 | 0.02% |
| ERAC USA FINANCE LLC P/P 144A 04.5000 02/15/2045 | 0.02% |
| FNMA FN30 BC1155 UMBS 03.0000 06/01/2046 | 0.02% |
| HCA INC 04.1250 06/15/2029 | 0.02% |
| LPL FINANCIAL HOLDINGS INC SEDOL B75JX34 | 0.02% |
| MCAS 2019-01 M7 P/P 144A 01.8481 10/15/2049 | 0.02% |
| SHERWIN-WILLIAMS CO 03.4500 06/01/2027 | 0.02% |
| SNAM SPA SEDOL 7251470 | 0.02% |
| TRANSCANADA TRUST USD 05.3000 03/15/2077 | 0.02% |
| UBS GROUP AG REGS 06.8750 12/29/2049 | 0.02% |
| UNITEDHEALTH GROUP INC 04.7000 02/15/2021 | 0.02% |
| WFRBS 2011-C3 D P/P 144A 05.8526 03/15/2044 | 0.02% |
| AES CORP SEDOL 2002479 | 0.02% |
| ALIMENTATION COUCHE-TARD 3.550000 07/26/2027 | 0.02% |
| APPLE INC 02.8500 05/06/2021 | 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% |
| 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% |
| CREDIT AGRICOLE SA P/P 144A 04.0000 01/10/2033 | 0.02% |
| CROWN CASTLE INTL CORP 03.8000 02/15/2028 | 0.02% |
| GSMS 2017-GS7 AS 03.6630 08/10/2050 | 0.02% |
| JPMCC 2012-C8 D P/P 144A 04.8261 10/15/2045 | 0.02% |
| KINDER MORGAN ENER PART 03.5000 03/01/2021 | 0.02% |
| L3HARRIS TECH INC 04.4000 06/15/2028 | 0.02% |
| LMAT 2019-GS7 A1 03.2500 11/25/2059 | 0.02% |
| NEWMARKET CORP SEDOL B01CGF1 | 0.02% |
| REINSURANCE GROUP OF AMERICA SEDOL 2731193 | 0.02% |
| ROGERS COMMUNICATIONS IN USD 04.5000 03/15/2043 | 0.02% |
| TARGA RESOURCES PART 05.0000 01/15/2028 | 0.02% |
| US BANCORP 02.6250 01/24/2022 | 0.02% |
| WFRBS 2014-C22 XA IO 00.9543 09/15/2057 | 0.02% |
| WILMAR INTERNATIONAL LTD SEDOL B17KC69 | 0.02% |
| APARTMENT INVT & MGMT CO -A SEDOL BJLNBG3 | 0.02% |
| AURIZON HOLDINGS LTD SEDOL B87CVM3 | 0.02% |
| CAS 2016-C03 2M2 06.0481 10/25/2028 | 0.02% |
| CAS 2017-C01 1M2 03.6981 07/25/2029 | 0.02% |
| CELANESE US HOLDINGS LLC 03.5000 05/08/2024 | 0.02% |
| COMCAST CORP 02.3500 01/15/2027 | 0.02% |
| CSX CORP 04.1000 03/15/2044 | 0.02% |
| DIRECT LINE INSURANCE GROUP SEDOL BY9D0Y1 | 0.02% |
| DROPBOX INC-CLASS A SEDOL BG0T321 | 0.02% |
| ERAC USA FINANCE LLC P/P 144A 05.6250 03/15/2042 | 0.02% |
| FAURECIA SEDOL 4400446 | 0.02% |
| GSMS 2019-GC42 AS 03.2117 09/01/2052 | 0.02% |
| HIKMA PHARMACEUTICALS PLC SEDOL B0LCW08 | 0.02% |
| JPMCC 2012-C6 E P/P 144A 05.3239 05/15/2045 | 0.02% |
| JUNIPER NETWORKS INC SEDOL 2431846 | 0.02% |
| KONE OYJ-B SEDOL B09M9D2 | 0.02% |
| LMAT 2020-GS1 A1 02.8820 10/25/2059 | 0.02% |
| MARSH & MCLENNAN COS INC 04.9000 03/15/2049 | 0.02% |
| MGIC INVESTMENT CORP SEDOL 2548616 | 0.02% |
| REPUBLIC OF KAZAKHSTAN REGS 05.1250 07/21/2025 | 0.02% |
| SCOTTS MIRACLE-GRO CO SEDOL 2781518 | 0.02% |
| SMITH & NEPHEW PLC SEDOL 0922320 | 0.02% |
| SUMITOMO MITSUI TRUST HOLDIN SEDOL 6431897 | 0.02% |
| TOTAL CAPITAL INTL SA USD 02.7500 06/19/2021 | 0.02% |
| AENA SME SA SEDOL BVRZ8L1 | 0.02% |
| BCE INC SEDOL B188TH2 | 0.02% |
| CANTOR FITZGERALD LP P/P 144A 06.5000 06/17/2022 | 0.02% |
| CENTENE CORP 04.6250 12/15/2029 | 0.02% |
| CITIGROUP INC 04.7500 05/18/2046 | 0.02% |
| DAIWA HOUSE INDUSTRY CO LTD SEDOL 6251363 | 0.02% |
| DNB BANK ASA P/P 144A 02.1250 10/02/2020 | 0.02% |
| FIDELITY NATIONAL INFORM 04.2500 05/15/2028 | 0.02% |
| INTEL CORP SEDOL 2463247 | 0.02% |
| INTERCONTINENTALEXCHANGE 01.8500 09/15/2032 | 0.02% |
| IVORY COAST REGS 05.3750 07/23/2024 | 0.02% |
| LEGAL & GENERAL GROUP PLC SEDOL 0560399 | 0.02% |
| MARSH & MCLENNAN COS INC 04.3750 03/15/2029 | 0.02% |
| MBX.FN30.500.10 R USL1M P 01/12/41 BC | 0.02% |
| MERCK KGAA SEDOL 4741844 | 0.02% |
| MWST 2018-W1 A 00.9981 11/25/2051 | 0.02% |
| NITTO DENKO CORP SEDOL 6641801 | 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% |
| SAIL 2004-10 A10 01.0481 11/25/2034 | 0.02% |
| SUN HUNG KAI PROPERTIES SEDOL 6859927 | 0.02% |
| TCI COMMUNICATIONS INC 07.1250 02/15/2028 | 0.02% |
| TRANSDIGM INC. P/P 144A 06.2500 03/15/2026 | 0.02% |
| TRUIST BANK 02.6360 09/17/2029 | 0.02% |
| UNILEVER PLC SEDOL B10RZP7 | 0.02% |
| UNITEDHEALTH GROUP INC 02.7500 02/15/2023 | 0.02% |
| WESTPAC BANKING CORP USD 02.0000 08/19/2021 | 0.02% |
| ASSOCIATED BRITISH FOODS PLC SEDOL 0673123 | 0.02% |
| BANK 2017-BNK8 B 04.0634 11/15/2050 | 0.02% |
| BANK OF AMERICA CORP 06.1000 12/29/2049 | 0.02% |
| DEERE & COMPANY 02.6000 06/08/2022 | 0.02% |
| DIVERSIFIED HEALTHCARE T 09.7500 06/15/2025 | 0.02% |
| DOLLAR GENERAL CORP 03.2500 04/15/2023 | 0.02% |
| ENI SPA SEDOL 7145056 | 0.02% |
| EOG RESOURCES INC SEDOL 2318024 | 0.02% |
| EQUITY COMMONWEALTH SEDOL BPH3N63 | 0.02% |
| GJENSIDIGE FORSIKRING ASA SEDOL B4PH0C5 | 0.02% |
| GLENCORE FUNDING LLC P/P 144A 04.6250 04/29/2024 | 0.02% |
| HCA INC. 05.3750 09/01/2026 | 0.02% |
| KBC GROUP NV SEDOL 4497749 | 0.02% |
| KOITO MANUFACTURING CO LTD SEDOL 6496324 | 0.02% |
| LASERTEC CORP SEDOL 6506267 | 0.02% |
| PALO ALTO NETWORKS INC SEDOL B87ZMX0 | 0.02% |
| PANDORA A/S SEDOL B44XTX8 | 0.02% |
| SPECTRUM BRANDS HOLDINGS INC SEDOL BDRYFB1 | 0.02% |
| WATCO COS LLC/FI P/P 144A 06.5000 06/15/2027 | 0.02% |
| WFRBS 2013-C16 AS 04.6680 09/15/2046 | 0.02% |
| AMERICAN INTL GROUP 08.1750 05/15/2058 | 0.02% |
| C.H. ROBINSON WORLDWIDE INC SEDOL 2116228 | 0.02% |
| CHARTER COMM OPT LLC/CAP 03.7500 02/15/2028 | 0.02% |
| CSC HOLDINGS LLC 05.2500 06/01/2024 | 0.02% |
| ENERGY TRANSFER OPERATNG 05.2000 02/01/2022 | 0.02% |
| FISERV INC 03.5000 07/01/2029 | 0.02% |
| GCP APPLIED TECH P/P 144A 05.5000 04/15/2026 | 0.02% |
| HALLIBURTON CO SEDOL 2405302 | 0.02% |
| HESS MIDSTREAM P P/P 144A 05.6250 02/15/2026 | 0.02% |
| ING BANK NV P/P 144A 05.8000 09/25/2023 | 0.02% |
| LLOYDS BANKING GROUP PLC USD 04.5000 11/04/2024 | 0.02% |
| LLOYDS BANKING GROUP PLC USD 04.6500 03/24/2026 | 0.02% |
| M3 INC SEDOL B02K2M3 | 0.02% |
| MSBAM 2014-C14 C 05.1073 02/15/2047 | 0.02% |
| NRZT 2018-4A A1M 01.0481 01/25/2048 | 0.02% |
| PLANTRONICS INC P/P 144A 05.5000 05/31/2023 | 0.02% |
| PPSI 2004-WCW2 M3 01.1981 10/25/2034 | 0.02% |
| SMC CORP SEDOL 6763965 | 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% |
| TREASURY BILL 00.0000 11/19/2020 | 0.02% |
| TRUIST FINANCIAL CORP 04.8000 12/31/2099 | 0.02% |
| 21VIANET GROUP INC-ADR SEDOL B3Q0VS9 | 0.02% |
| AIR LIQUIDE SA SEDOL B1YXBJ7 | 0.02% |
| AMERICAN TOWER CORP 02.9000 01/15/2030 | 0.02% |
| ARKEMA SEDOL B0Z5YZ2 | 0.02% |
| ARRW 2018-1 A3 04.1570 04/25/2048 | 0.02% |
| BMIR 2019-4A M1C P/P 144A 02.6751 10/25/2029 | 0.02% |
| BRISTOL-MYERS 03.4000 07/26/2029 | 0.02% |
| CAS 2016-C05 2M2 04.5981 01/25/2029 | 0.02% |
| CHUGAI PHARMACEUTICAL CO LTD SEDOL 6196408 | 0.02% |
| CK HUTCHISON HOLDINGS LTD SEDOL BW9P816 | 0.02% |
| COGNIZANT TECH SOLUTIONS-A SEDOL 2257019 | 0.02% |
| COMM 2014-UBS6 C 04.5945 12/10/2047 | 0.02% |
| COX COMM INC P/P 144A 03.5000 08/15/2027 | 0.02% |
| CWALT 2006-OA19 A1 00.3363 02/20/2047 | 0.02% |
| DBUBS 2011-LC2A B P/P 144A 04.9980 07/10/2044 | 0.02% |
| FIVE CORNERS FUNDING P/P 144A 04.4190 11/15/2023 | 0.02% |
| GLOBAL MEDICAL RESPONS L+475 05.5000 10/05/2025 | 0.02% |
| GMO INTERNET INC SEDOL 6170167 | 0.02% |
| GSMS 2014-GC18 C 05.1550 01/10/2047 | 0.02% |
| HENDERSON LAND DEVELOPMENT SEDOL 6420538 | 0.02% |
| HIKARI TSUSHIN INC SEDOL 6416322 | 0.02% |
| JPMCC 2013-C16 AS 04.5169 12/15/2046 | 0.02% |
| KNORR-BREMSE AG SEDOL BD2P9X9 | 0.02% |
| MICROSOFT CORP 02.4000 02/06/2022 | 0.02% |
| NATIONAL BANK OF CANADA SEDOL 2077303 | 0.02% |
| NAVISTAR INTL TLB L+350 03.6600 11/06/2024 | 0.02% |
| PENSKE TRUCK LEASING P/P 144A 03.9000 02/01/2024 | 0.02% |
| PFIZER INC 01.9500 06/03/2021 | 0.02% |
| SAMI 2007-AR7 1A1 00.9981 05/25/2047 | 0.02% |
| SEKISUI HOUSE LTD SEDOL 6793906 | 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% |
| TELSTRA CORP LTD SEDOL 6087289 | 0.02% |
| TENET HEALTHCARE COR P/P 144A 05.1250 11/01/2027 | 0.02% |
| UBSCM 2012-C1 C P/P 144A 05.7546 05/10/2045 | 0.02% |
| US BANCORP 02.9500 07/15/2022 | 0.02% |
| WEYERHAEUSER CO 07.3750 03/15/2032 | 0.02% |
| WFRBS 2013-C11 AS 03.3110 03/15/2045 | 0.02% |
| BECTON DICKINSON AND CO 02.8230 05/20/2030 | 0.02% |
| BOC HONG KONG HOLDINGS LTD SEDOL 6536112 | 0.02% |
| CD 2017-CD3 A4 03.6310 02/10/2050 | 0.02% |
| CITIGROUP INC 04.6000 03/09/2026 | 0.02% |
| CLP HOLDINGS LTD SEDOL 6097017 | 0.02% |
| COLES GROUP LTD SEDOL BYWR0T5 | 0.02% |
| COMCAST CORP 03.1500 03/01/2026 | 0.02% |
| COMM 2013-CR11 AM 04.7150 08/10/2050 | 0.02% |
| CSC HOLDINGS LLC P/P 144A 07.5000 04/01/2028 | 0.02% |
| CURTISS-WRIGHT CORP SEDOL 2241205 | 0.02% |
| DOMINICAN REPUBLIC REGS 06.5000 02/15/2048 | 0.02% |
| ENDEAVOR ENERGY P/P 144A 05.7500 01/30/2028 | 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% |
| GRAY TELEVISION INC P/P 144A 07.0000 05/15/2027 | 0.02% |
| GSMS 2013-GCJ14 B P/P 144A 04.9018 08/10/2046 | 0.02% |
| IHEARTCOMMUNICATIONS INC 08.3750 05/01/2027 | 0.02% |
| JPMBB 2013-C12 B 04.2362 07/15/2045 | 0.02% |
| JPMBB 2016-C1 AS 03.9704 03/15/2049 | 0.02% |
| MAGELLAN FINANCIAL GROUP LTD SEDOL B015YX4 | 0.02% |
| NATIONAL AUSTRALIA BK/NY 02.8000 01/10/2022 | 0.02% |
| NETFLIX INC. 05.8750 11/15/2028 | 0.02% |
| NEUBERGER BERMAN GRP P/P 144A 04.8750 04/15/2045 | 0.02% |
| NOVELIS CORP P/P 144A 05.8750 09/30/2026 | 0.02% |
| NSTAR ELECTRIC CO 02.3750 10/15/2022 | 0.02% |
| POPULAR INC SEDOL B86QM90 | 0.02% |
| PULTEGROUP INC 05.5000 03/01/2026 | 0.02% |
| PULTEGROUP INC. 07.8750 06/15/2032 | 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% |
| SUNDRUG CO LTD SEDOL 6817895 | 0.02% |
| VOPAK SEDOL 5809428 | 0.02% |
| WASTE PRO USA INC P/P 144A 05.5000 02/15/2026 | 0.02% |
| WEST JAPAN RAILWAY CO SEDOL 6957995 | 0.02% |
| ZURICH INSURANCE GROUP AG SEDOL 5983816 | 0.02% |
| AMERICAN FINANCIAL GROUP INC SEDOL 2134532 | 0.02% |
| ARRW 2019-3 A3 03.4160 10/25/2048 | 0.02% |
| CAMDEN PROPERTY TRUST 04.8750 06/15/2023 | 0.02% |
| CAPGEMINI SE SEDOL 4163437 | 0.02% |
| ELISA OYJ SEDOL 5701513 | 0.02% |
| GFL ENVIRONMENTAL P/P 144A 07.0000 06/01/2026 | 0.02% |
| IDACORP INC SEDOL 2296937 | 0.02% |
| ING GROEP NV-CVA SEDOL 7154182 | 0.02% |
| JPMBB 2014-C22 C 04.7055 09/15/2047 | 0.02% |
| KKR GROUP FIN CO III P/P 144A 05.1250 06/01/2044 | 0.02% |
| KOSE CORP SEDOL 6194468 | 0.02% |
| LMAT 2020-GS5 A1 03.2500 06/25/2060 | 0.02% |
| METLIFE CAP TRST IV P/P 144A 07.8750 12/15/2037 | 0.02% |
| MSBAM 2012-C6 D P/P 144A 04.7599 11/15/2045 | 0.02% |
| MSC 2016-BNK2 C 04.0330 11/15/2049 | 0.02% |
| NOMURA REAL ESTATE HOLDINGS SEDOL B1CWJM5 | 0.02% |
| OBAYASHI CORP SEDOL 6656407 | 0.02% |
| SABINE PASS LIQUEF 05.0000 03/15/2027 | 0.02% |
| STACR 2016-HQA1 M3 06.4981 09/25/2028 | 0.02% |
| SUZUKEN CO LTD SEDOL 6865560 | 0.02% |
| TENET HEALTHCARE CORPORATION 08.1250 04/01/2022 | 0.02% |
| TOSHIBA CORP SEDOL 6897217 | 0.02% |
| WALT DISNEY COMP 07.7500 01/20/2024 | 0.02% |
| WAMU 2007-HY2 1A1 03.3527 12/25/2036 | 0.02% |
| WFCM 2013-LC12 C 04.4105 07/15/2046 | 0.02% |
| WFRBS 2012-C9 D P/P 144A 04.9710 11/15/2045 | 0.02% |
| A2 MILK CO LTD SEDOL 6287250 | 0.02% |
| AGCO CORP SEDOL 2010278 | 0.02% |
| ARD FINANCE SA P/P 144A 06.5000 06/30/2027 | 0.02% |
| CENOVUS ENERGY INC SEDOL B57FG04 | 0.02% |
| CMLTI 2005-2 1A2A 03.9686 05/25/2035 | 0.02% |
| COMCAST CORP 03.9990 11/01/2049 | 0.02% |
| COMCAST CORP 04.0490 11/01/2052 | 0.02% |
| COMPAGNIE DE SAINT-GOBAIN SEDOL 7380482 | 0.02% |
| COMPASS MIN INTL P/P 144A 06.7500 12/01/2027 | 0.02% |
| DAITO TRUST CONSTRUCT CO LTD SEDOL 6250508 | 0.02% |
| DH EUROPE FINANCE II USD 03.4000 11/15/2049 | 0.02% |
| DIAMONDBACK ENERGY INC 03.2500 12/01/2026 | 0.02% |
| DRMT 2020-2 A1 01.6920 05/25/2065 | 0.02% |
| DUKE ENERGY PROGRESS LLC 03.3750 09/01/2023 | 0.02% |
| FOX CORP 04.0300 01/25/2024 | 0.02% |
| GNR 2015-H25 BI IO 03.0807 10/20/2065 | 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% |
| HONEYWELL INTL 03.8120 11/21/2047 | 0.02% |
| JPMCC 2010-C2 C P/P 144A 05.8407 11/15/2043 | 0.02% |
| JPMCC 2013-C10 AS 03.3715 12/15/2047 | 0.02% |
| KIMBERLY-CLARK CORP SEDOL 2491839 | 0.02% |
| LAFARGEHOLCIM LTD-REG SEDOL 7110753 | 0.02% |
| MOODY'S CORPORATION 02.5500 08/18/2060 | 0.02% |
| NEUROCRINE BIOSCIENCES INC SEDOL 2623911 | 0.02% |
| NUTRITION & BIO P/P 144A 02.3000 11/01/2030 | 0.02% |
| ODAKYU ELECTRIC RAILWAY CO SEDOL 6656106 | 0.02% |
| ONO PHARMACEUTICAL CO LTD SEDOL 6660107 | 0.02% |
| OSAT 2020-RPL1 A1 03.1990 12/26/2059 | 0.02% |
| PACIFIC GAS & ELECTRIC 02.1000 08/01/2027 | 0.02% |
| PETROBRAS GLOBAL FINANCE USD 06.1250 01/17/2022 | 0.02% |
| PPL CAPITAL FUNDING INC 04.2000 06/15/2022 | 0.02% |
| SPRINT CORP 07.2500 09/15/2021 | 0.02% |
| STACR 2014-HQ3 M3 04.8981 10/25/2024 | 0.02% |
| STANLEY ELECTRIC CO LTD SEDOL 6841106 | 0.02% |
| TORONTO-DOMINION BANK SEDOL 2897222 | 0.02% |
| VIACOMCBS INC 02.9000 01/15/2027 | 0.02% |
| WELLS FARGO & COMPANY 05.8750 12/29/2049 | 0.02% |
| ALLY FINANCIAL INC 08.0000 11/01/2031 | 0.01% |
| APPLE INC 03.4500 05/06/2024 | 0.01% |
| AT&T INC 04.3000 02/15/2030 | 0.01% |
| AUTO TRADER GROUP PLC SEDOL BVYVFW2 | 0.01% |
| BAE SYSTEMS PLC SEDOL 0263494 | 0.01% |
| BIOMERIEUX SEDOL BF0LBX7 | 0.01% |
| BRAND ENERGY TL L+425 05.2500 06/21/2024 | 0.01% |
| CAS 2015-C03 2M2 05.1481 07/25/2025 | 0.01% |
| CAS 2016-C06 1M2 04.3981 04/25/2029 | 0.01% |
| CLOROX COMPANY SEDOL 2204026 | 0.01% |
| CONSOLIDATED EDISON INC SEDOL 2216850 | 0.01% |
| CREDIT SUISSE GRP AG P/P 144A 03.8690 01/12/2029 | 0.01% |
| CSAIL 2015-C1 D P/P 144A 03.9109 04/15/2050 | 0.01% |
| DELTA/SKYMILES P/P 144A 04.7500 10/20/2028 | 0.01% |
| FORD MOTOR COMPANY 09.0000 04/22/2025 | 0.01% |
| GALAPAGOS NV SEDOL B07Q2V5 | 0.01% |
| GENERAL ELECTRIC CO SEDOL 2380498 | 0.01% |
| GLENCORE FUNDING LLC P/P 144A 01.6250 09/01/2025 | 0.01% |
| GREAT LAKES D&D 08.0000 05/15/2022 | 0.01% |
| HOSHIZAKI CORP SEDOL B3FF8W8 | 0.01% |
| IHS MARKIT LTD USD 04.7500 08/01/2028 | 0.01% |
| JONES LANG LASALLE INC SEDOL 2040640 | 0.01% |
| JPMORGAN CHASE & CO 02.9560 05/13/2031 | 0.01% |
| KRAFT HEINZ FOODS CO 05.0000 07/15/2035 | 0.01% |
| MARATHON OIL CORP SEDOL 2910970 | 0.01% |
| MATTEL INC P/P 144A 05.8750 12/15/2027 | 0.01% |
| MCDONALD'S HOLDINGS CO JAPAN SEDOL 6371863 | 0.01% |
| MICHELIN (CGDE) SEDOL 4588364 | 0.01% |
| MSBAM 2013-C9 D P/P 144A 04.2566 05/15/2046 | 0.01% |
| MSBAM 2015-C24 B 04.4874 05/15/2048 | 0.01% |
| NIELSEN CO LUXEM P/P 144A 05.0000 02/01/2025 | 0.01% |
| PERSIMMON PLC SEDOL 0682538 | 0.01% |
| PM GENERAL PURCHASER P/P 144A 09.5000 10/01/2028 | 0.01% |
| REP OF INDONESIA P/P 144A 03.3750 04/15/2023 | 0.01% |
| SCIENTIFIC GAMES P/P 144A 07.2500 11/15/2029 | 0.01% |
| SCOTTS MIRACLE-GRO 04.5000 10/15/2029 | 0.01% |
| STACR 2015-HQA2 M3 04.9481 05/25/2028 | 0.01% |
| STACR 2020-HQA1 M2 02.0481 01/25/2050 | 0.01% |
| STEVENS HLDG CO INC P/P 144A 06.1250 10/01/2026 | 0.01% |
| TRANSUNION SEDOL BYMWL86 | 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% |
| WALT DISNEY CO/THE SEDOL 2270726 | 0.01% |
| WFCM 2016-LC25 XA IO 01.1176 12/15/2059 | 0.01% |
| YANGZIJIANG SHIPBUILDING SEDOL B1VT035 | 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% |
| ALTICE FRANCE P/P 144A 06.0000 02/15/2028 | 0.01% |
| BERKELEY GROUP HOLDINGS/THE SEDOL B02L3W3 | 0.01% |
| BPCE SA P/P 144A 05.1500 07/21/2024 | 0.01% |
| BROTHER INDUSTRIES LTD SEDOL 6146500 | 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% |
| COMM 2014-CR18 C 04.8817 07/15/2047 | 0.01% |
| CRC ESCROW ISSUER LL P/P 144A 05.2500 10/15/2025 | 0.01% |
| CRED SUIS GP FUN LTD USD 03.4500 04/16/2021 | 0.01% |
| CSC HOLDINGS LLC 06.7500 11/15/2021 | 0.01% |
| DOLLAR TREE INC SEDOL 2272476 | 0.01% |
| EMIR 2018-1 M1 01.8751 11/25/2028 | 0.01% |
| FHLMC FR30 ZS9547 UMBS 04.0000 09/01/2045 | 0.01% |
| FINECOBANK SPA SEDOL BNGN9Z1 | 0.01% |
| GOLDEN NUGGET INC P/P 144A 06.7500 10/15/2024 | 0.01% |
| IRON MOUNTAIN INC P/P 144A 04.8750 09/15/2027 | 0.01% |
| JAPAN AIRLINES CO LTD SEDOL B8BRV46 | 0.01% |
| JAPAN POST HOLDINGS CO LTD SEDOL BYT8143 | 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% |
| MARRIOTT INTERNATIONAL 04.6250 06/15/2030 | 0.01% |
| MATTAMY GROUP CORP P/P 144A 05.2500 12/15/2027 | 0.01% |
| NEC CORP SEDOL 6640400 | 0.01% |
| NEXSTAR ESCROW P/P 144A 05.6250 07/15/2027 | 0.01% |
| OTIS WORLDWIDE CORP 02.5650 02/15/2030 | 0.01% |
| PACIFIC GAS & ELECTRIC 02.5000 02/01/2031 | 0.01% |
| RECRUIT HOLDINGS CO LTD SEDOL BQRRZ00 | 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% |
| SPIRAX-SARCO ENGINEERING PLC SEDOL BWFGQN1 | 0.01% |
| STACR 2014-HQ2 M3 03.8981 09/25/2024 | 0.01% |
| TERRIER MEDIA BU P/P 144A 08.8750 12/15/2027 | 0.01% |
| TRADEWEB MARKETS INC-CLASS A SEDOL BJXMVK2 | 0.01% |
| VERTICAL US NEWCO IN P/P 144A 05.2500 07/15/2027 | 0.01% |
| VIDEOTRON LTD USD 05.0000 07/15/2022 | 0.01% |
| WESTROCK MWV LLC 07.9500 02/15/2031 | 0.01% |
| WFCM 2014-LC16 XA IO 01.2504 08/15/2050 | 0.01% |
| ALBERTSONS COS/SAFE P/P 144A 04.6250 01/15/2027 | 0.01% |
| BAFC 2005-B 3M1 00.8313 04/20/2035 | 0.01% |
| BANK OF MONTREAL SEDOL 2076009 | 0.01% |
| BAUSCH HLTH COS INC P/P 144A 06.1250 04/15/2025 | 0.01% |
| BGC PARTNERS INC 05.1250 05/27/2021 | 0.01% |
| BMC EAST LLC P/P 144A 05.5000 10/01/2024 | 0.01% |
| CAN IMPERIAL BK OF COMMERCE SEDOL 2170525 | 0.01% |
| CAS 2014-C03 2M2 03.0481 07/25/2024 | 0.01% |
| CAS 2014-C04 1M2 05.0481 11/25/2024 | 0.01% |
| CAS 2015-C02 2M2 04.1481 05/25/2025 | 0.01% |
| CAS 2017-C01 1EB1 01.3981 07/25/2029 | 0.01% |
| CEMEX FINANCE LLC P/P 144A 06.0000 04/01/2024 | 0.01% |
| COLT 2020-2 A1 01.8530 03/25/2065 | 0.01% |
| CON EDISON CO OF NY INC 04.2000 03/15/2042 | 0.01% |
| CVS PASS-THROUGH P/P 144A 04.7040 01/10/2036 | 0.01% |
| DUKE ENERGY INDIANA LLC 06.4500 04/01/2039 | 0.01% |
| EQUINOR ASA USD 05.1000 08/17/2040 | 0.01% |
| GENERAL MOTORS FINL CO 04.3000 07/13/2025 | 0.01% |
| GNMA GII30 BL6161 06.0000 12/20/2048 | 0.01% |
| GNR 2016-H16 EI IO 02.4937 06/20/2066 | 0.01% |
| GSMS 2010-C1 D P/P 144A 06.1251 08/10/2043 | 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 III HLDG LTD P/P 144A 13.0000 02/15/2025 | 0.01% |
| HUSKY TLB L+300 03.3614 03/28/2025 | 0.01% |
| ICL GROUP LTD SEDOL 6455530 | 0.01% |
| INTELSAT JACKSON HLD P/P 144A 09.7500 07/15/2025 | 0.01% |
| ISRAEL DISCOUNT BANK -A SEDOL 6451271 | 0.01% |
| ISTAR INC 04.7500 10/01/2024 | 0.01% |
| KINDER MORGAN ENER PART 03.4500 02/15/2023 | 0.01% |
| KOBE BUSSAN CO LTD SEDOL B14RJB7 | 0.01% |
| LIBERTY MEDIA COR-SIRIUSXM C SEDOL BD8QGH9 | 0.01% |
| NEWCREST MINING LTD SEDOL 6637101 | 0.01% |
| NORFOLK SOUTHERN CORP SEDOL 2641894 | 0.01% |
| ORKLA ASA SEDOL B1VQF42 | 0.01% |
| ORTHO-CLINICAL TLB L+325 03.4056 06/30/2025 | 0.01% |
| PACKAGING CORP OF AMERIC 04.5000 11/01/2023 | 0.01% |
| PARK-OHIO INDUSTRIES INC 06.6250 04/15/2027 | 0.01% |
| POMEGRANATE MERGER S P/P 144A 09.7500 05/01/2023 | 0.01% |
| RYOHIN KEIKAKU CO LTD SEDOL 6758455 | 0.01% |
| SABRE GLBL INC P/P 144A 09.2500 04/15/2025 | 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 03.3981 07/25/2029 | 0.01% |
| TAYLOR WIMPEY PLC SEDOL 0878230 | 0.01% |
| TEVA PHARMACEUTICALS NE USD 06.7500 03/01/2028 | 0.01% |
| VISTRA OPERATION P/P 144A 05.5000 09/01/2026 | 0.01% |
| 1011778 BC / NEW RED P/P 144A 05.0000 10/15/2025 | 0.01% |
| ALTICE FRANCE P/P 144A 10.5000 05/15/2027 | 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% |
| BANQUE CANTONALE VAUDOIS-REG SEDOL BMFY8R3 | 0.01% |
| BAUSCH HLTH AMERICAS P/P 144A 08.5000 01/31/2027 | 0.01% |
| BRAND ENERGY & I P/P 144A 08.5000 07/15/2025 | 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% |
| 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% |
| CONTINENTAL RES 04.5000 04/15/2023 | 0.01% |
| CVS HEALTH CORP 03.7000 03/09/2023 | 0.01% |
| DCP MIDSTREAM P/P 144A 06.7500 09/15/2037 | 0.01% |
| DISCOVERY COMMUNICATIONS 03.6250 05/15/2030 | 0.01% |
| DOMINICAN REPUBLIC REGS 06.0000 07/19/2028 | 0.01% |
| ELANCO ANIMAL HEALTH 05.9000 08/28/2028 | 0.01% |
| FUJIFILM HOLDINGS CORP SEDOL 6356525 | 0.01% |
| GREIF INC P/P 144A 06.5000 03/01/2027 | 0.01% |
| HANKYU HANSHIN HOLDINGS INC SEDOL 6408664 | 0.01% |
| HUB INTL LTD P/P 144A 07.0000 05/01/2026 | 0.01% |
| JAPAN POST BANK CO LTD SEDOL BYT8165 | 0.01% |
| MERCK & CO. INC. 02.7500 02/10/2025 | 0.01% |
| MIZUHO FINANCIAL GROUP INC SEDOL 6591014 | 0.01% |
| MSC 2011-C3 D P/P 144A 05.4192 07/15/2049 | 0.01% |
| ORACLE CORP 05.3750 07/15/2040 | 0.01% |
| ORACLE CORP JAPAN SEDOL 6141680 | 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% |
| RAMC 2003-4 A1 00.6681 03/25/2034 | 0.01% |
| SOLENIS 1STL L+400 04.2559 06/26/2025 | 0.01% |
| SVENSKA HNDLSBKN P/P 144A 00.6250 06/30/2023 | 0.01% |
| SWISS LIFE HOLDING AG-REG SEDOL 7437805 | 0.01% |
| SYNGENTA FINANCE NV P/P 144A 05.1820 04/24/2028 | 0.01% |
| TALLGRASS NRG PRTNR P/P 144A 05.5000 01/15/2028 | 0.01% |
| TPMT 2016-5 M2 P/P 144A 03.3750 10/25/2056 | 0.01% |
| TRANSDIGM INC 05.5000 11/15/2027 | 0.01% |
| VMWARE INC 03.9000 08/21/2027 | 0.01% |
| WERNER FINCO LP/INC P/P 144A 08.7500 07/15/2025 | 0.01% |
| WFRBS 2013-C15 D P/P 144A 04.6435 08/15/2046 | 0.01% |
| WYNN RESORTS FIN LLC P/P 144A 05.1250 10/01/2029 | 0.01% |
| ALLEGHENY TECHNOLOGIES INC 07.8750 08/15/2023 | 0.01% |
| AMAZON.COM INC 01.5000 06/03/2030 | 0.01% |
| AMUNDI SA SEDOL BYZR014 | 0.01% |
| ASHTEAD CAPITAL INC P/P 144A 04.2500 11/01/2029 | 0.01% |
| BANFF MERGER SUB INC P/P 144A 09.7500 09/01/2026 | 0.01% |
| BAUSCH HEALTH COS INC REGS 04.5000 05/15/2023 | 0.01% |
| BAUSCH HLTH COS INC P/P 144A 07.0000 03/15/2024 | 0.01% |
| BLACKSTONE HLDG FINA P/P 144A 01.6000 03/30/2031 | 0.01% |
| BT GROUP PLC SEDOL 3091357 | 0.01% |
| CFCRE 2011-C2 D P/P 144A 05.9306 12/15/2047 | 0.01% |
| CGCMT 2014-GC19 D P/P 144A 05.2623 03/10/2047 | 0.01% |
| CHENIERE CORP CHRIST 05.8750 03/31/2025 | 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% |
| CWALT 2005-59 1A1 00.4858 11/20/2035 | 0.01% |
| DISH NETWORK CV 03.3750 08/15/2026 | 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% |
| F5 NETWORKS INC SEDOL 2427599 | 0.01% |
| FAIRFAX US INC P/P 144A 04.8750 08/13/2024 | 0.01% |
| FISHER PAYKEL SEDOL 6340250 | 0.01% |
| GBP/USD 12/16/2020 SSBT | 0.01% |
| GENERAL DYNAMICS CORP 02.2500 11/15/2022 | 0.01% |
| GNR 2017-162 QI IO 05.0000 10/11/2047 | 0.01% |
| GW B-CR SECURITY P/P 144A 09.5000 11/01/2027 | 0.01% |
| HARGREAVES LANSDOWN PLC SEDOL B1VZ0M2 | 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% |
| L BRANDS INC 07.5000 06/15/2029 | 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% |
| MATCH GRP HLD II LLC P/P 144A 05.0000 12/15/2027 | 0.01% |
| MEREDITH CORP 06.8750 02/01/2026 | 0.01% |
| MICROCHIP TECH INC P/P 144A 04.2500 09/01/2025 | 0.01% |
| NAVISTAR INTL CORP P/P 144A 06.6250 11/01/2025 | 0.01% |
| NIELSEN FIN LLC/CO P/P 144A 05.0000 04/15/2022 | 0.01% |
| ONEMAIN FINANCE CORP 05.3750 11/15/2029 | 0.01% |
| PANTHER BF AGGRE 2 P/P 144A 08.5000 05/15/2027 | 0.01% |
| 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% |
| RBS GLOBAL/REXNO P/P 144A 04.8750 12/15/2025 | 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% |
| SEVEN BANK LTD SEDOL B2NT8S1 | 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% |
| SPRINT SPECTRUM P/P 144A 03.3600 09/20/2021 | 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% |
| WAMU 2005-AR14 1A2 03.6837 12/25/2035 | 0.01% |
| WAMU 2005-AR9 A1C3 01.1081 07/25/2045 | 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% |
| ABBVIE INC P/P 144A 03.4500 03/15/2022 | 0.01% |
| ACS ACTIVIDADES SEDOL B01FLQ6 | 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% |
| AUD/USD 10/21/2020 RBSF | 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% |
| BIG RVR STL/FIN P/P 144A 06.6250 01/31/2029 | 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% |
| CAS 2014-C02 1M2 02.7481 05/25/2024 | 0.01% |
| CHS/COMMUNITY P/P 144A 06.6250 02/15/2025 | 0.01% |
| CHUBU ELECTRIC POWER CO INC SEDOL 6195609 | 0.01% |
| CNO FINANCIAL GROUP INC 05.2500 05/30/2029 | 0.01% |
| CWALT 2006-24CB A19 00.6481 08/25/2036 | 0.01% |
| DIAMOND 1 FIN/DIAMON P/P 144A 08.3500 07/15/2046 | 0.01% |
| DIAMOND SPORTS GR/DI P/P 144A 06.6250 08/15/2027 | 0.01% |
| ENDEAVOR ENERGY P/P 144A 06.6250 07/15/2025 | 0.01% |
| ENTERCOM MEDIA CORP P/P 144A 07.2500 11/01/2024 | 0.01% |
| FISERV INC SEDOL 2342034 | 0.01% |
| FORD MOTOR CREDIT CO LLC 04.2710 01/09/2027 | 0.01% |
| GBP/USD 12/16/2020 HSBCB | 0.01% |
| GFL ENVIRON INC P/P 144A 05.1250 12/15/2026 | 0.01% |
| GNR 2013-99 AS IO 05.8938 06/20/2043 | 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% |
| HD SUPPLY HOLDINGS INC SEDOL BBL5981 | 0.01% |
| ISTAR INC. 04.2500 08/01/2025 | 0.01% |
| KOBAYASHI PHARMACEUTICAL CO SEDOL 6149457 | 0.01% |
| MASTEC INC P/P 144A 04.5000 08/15/2028 | 0.01% |
| MATTAMY GROUP CORP P/P 144A 04.6250 03/01/2030 | 0.01% |
| MAXIM INTEGRATED PRODUCTS SEDOL 2573760 | 0.01% |
| MEREDITH CORP P/P 144A 06.5000 07/01/2025 | 0.01% |
| MITSUBISHI UFJ LEASE & FINAN SEDOL 6268976 | 0.01% |
| NETFLIX INC 04.8750 04/15/2028 | 0.01% |
| NEWELL BRANDS INC 04.7000 04/01/2026 | 0.01% |
| NUTRITION & BIO P/P 144A 03.4680 12/01/2050 | 0.01% |
| ONCOR ELECTRIC DELIVERY 05.3000 06/01/2042 | 0.01% |
| PRIME SECURITY SVCS P/P 144A 06.2500 01/15/2028 | 0.01% |
| PUBLIC SERVICE ELECTRIC 05.5000 03/01/2040 | 0.01% |
| SANOFI SEDOL 5671735 | 0.01% |
| SOFTBANK GROUP CORP SEDOL 6770620 | 0.01% |
| SOHGO SECURITY SERVICES CO SEDOL 6546359 | 0.01% |
| SONIC HEALTHCARE LTD SEDOL 6821120 | 0.01% |
| STACR 2020-HQA4 M1 01.5510 09/25/2050 | 0.01% |
| STARWOOD PROP TR 04.7500 03/15/2025 | 0.01% |
| SWISS PRIME SITE-REG SEDOL B083BH4 | 0.01% |
| UNITED MEXICAN STATES USD 03.2500 04/16/2030 | 0.01% |
| UNIVISION COMM P/P 144A 06.6250 06/01/2027 | 0.01% |
| UNIVISION COMM INC. P/P 144A 05.1250 02/15/2025 | 0.01% |
| USA COMPRESSION PART 06.8750 04/01/2026 | 0.01% |
| USD/CNH PUT 6.75 20210301 GSFX | 0.01% |
| USI INC/NY P/P 144A 06.8750 05/01/2025 | 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% |
| AIR METHODS CORP P/P 144A 08.0000 05/15/2025 | 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% |
| ASCENT RESOURCES/AEU P/P 144A 10.0000 04/01/2022 | 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% |
| BECTON DICKINSON AND CO SEDOL 2087807 | 0.01% |
| BMIR 2020-2A M1A 02.4481 08/26/2030 | 0.01% |
| BOXER PARENT CO INC P/P 144A 09.1250 03/01/2026 | 0.01% |
| BUILDERS FIRSTSOURCE P/P 144A 06.7500 06/01/2027 | 0.01% |
| BWAY HOLDING CO P/P 144A 07.2500 04/15/2025 | 0.01% |
| CCO HLDGS LLC/CAP CO P/P 144A 05.7500 02/15/2026 | 0.01% |
| CHUGOKU ELECTRIC POWER CO SEDOL 6195900 | 0.01% |
| CNO FINANCIAL GROUP INC 05.2500 05/30/2025 | 0.01% |
| CSC HOLDINGS LLC P/P 144A 05.7500 01/15/2030 | 0.01% |
| DEVON ENERGY CORPORATION 07.9500 04/15/2032 | 0.01% |
| DIAMOND SPORTS P/P 144A 05.3750 08/15/2026 | 0.01% |
| ESH HOSPITALITY INC P/P 144A 05.2500 05/01/2025 | 0.01% |
| GEBERIT AG-REG SEDOL B1WGG93 | 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 BL6235 06.0000 04/20/2049 | 0.01% |
| GNR 2015-H26 EI IO 01.7280 10/20/2065 | 0.01% |
| GNR 2016-123 LI IO 03.5000 03/20/2044 | 0.01% |
| GSMS 2014-GC24 XA IO 00.8658 09/10/2047 | 0.01% |
| HESS MIDSTREAM P P/P 144A 05.1250 06/15/2028 | 0.01% |
| HKT TRUST AND HKT LTD-SS SEDOL B4TXDZ3 | 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 00.9981 11/15/2047 | 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% |
| LIONS GATE CAP HOLD P/P 144A 06.3750 02/01/2024 | 0.01% |
| MARATHON PETRO CORP 06.5000 03/01/2041 | 0.01% |
| MEG ENERGY CORP P/P 144A 06.5000 01/15/2025 | 0.01% |
| MONDELEZ INTL HLDING P/P 144A 02.0000 10/28/2021 | 0.01% |
| MTR CORP SEDOL 6290054 | 0.01% |
| NORDSTROM INC P/P 144A 08.7500 05/15/2025 | 0.01% |
| NUCOR CORP SEDOL 2651086 | 0.01% |
| OCCIDENTAL PETROLEUM COR 06.4500 09/15/2036 | 0.01% |
| PACIFIC GAS & ELECTRIC 02.9500 03/01/2026 | 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% |
| QORVO INC SEDOL BR9YYP4 | 0.01% |
| REPUBLIC OF SENEGAL REGS 06.2500 07/30/2024 | 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% |
| STACR 2016-DNA3 M3 05.1481 12/25/2028 | 0.01% |
| STACR 2017-DNA2 M1 01.3481 10/25/2029 | 0.01% |
| STATION CASINOS LLC P/P 144A 04.5000 02/15/2028 | 0.01% |
| SWEDISH MATCH AB SEDOL 5048566 | 0.01% |
| TENNANT CO 05.6250 05/01/2025 | 0.01% |
| THE BANK OF NOVA SCOTIA USD 02.7000 03/07/2022 | 0.01% |
| TRIPADVISOR INC P/P 144A 07.0000 07/15/2025 | 0.01% |
| VERTICAL HOLDCO GMBH P/P 144A 07.6250 07/15/2028 | 0.01% |
| WAMU 2005-AR11 A1B3 00.5481 08/25/2045 | 0.01% |
| WFCM 2013-LC12 D P/P 144A 04.4105 07/15/2046 | 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% |
| AMERICAN AXLE & MFG INC 06.8750 07/01/2028 | 0.01% |
| AMSTED INDUSTRIES P/P 144A 04.6250 05/15/2030 | 0.01% |
| AMSTED INDUSTRIES P/P 144A 05.6250 07/01/2027 | 0.01% |
| 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% |
| AUD/USD 10/21/2020 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% |
| BLACK KNIGHT INFOSER P/P 144A 03.6250 09/01/2028 | 0.01% |
| BOISE CASCADE CO P/P 144A 04.8750 07/01/2030 | 0.01% |
| BRIDGESTONE CORP SEDOL 6132101 | 0.01% |
| CAPITAL ONE FINANCIAL CO 04.2000 10/29/2025 | 0.01% |
| CAS 2015-C01 1M2 04.4481 02/25/2025 | 0.01% |
| CENOVUS ENERGY INC USD 06.7500 11/15/2039 | 0.01% |
| CENTENE CORP P/P 144A 05.3750 08/15/2026 | 0.01% |
| 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 CG | 0.01% |
| COMM 2014-CR19 XA IO 01.1343 08/10/2047 | 0.01% |
| COMM 2014-UBS6 XA IO 01.0371 12/10/2047 | 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% |
| DRESDNER FDG TRST I P/P 144A 08.1510 06/30/2031 | 0.01% |
| EMIR 2018-1 M2 03.1751 11/25/2028 | 0.01% |
| EPICOR SOFTWARE TLB L+425 05.2500 07/30/2027 | 0.01% |
| EQUINIX INC 05.3750 05/15/2027 | 0.01% |
| FHR 3829 AS IO 06.7976 03/15/2041 | 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% |
| GNMA GII30 BL6185 06.0000 01/20/2049 | 0.01% |
| GNMA GII30 BL6216 06.0000 03/20/2049 | 0.01% |
| INDIGO NATURAL P/P 144A 06.8750 02/15/2026 | 0.01% |
| ISTAR INC 05.5000 02/15/2026 | 0.01% |
| ITRON INC P/P 144A 05.0000 01/15/2026 | 0.01% |
| JPMBB 2015-C33 XA IO 01.0613 12/15/2048 | 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% |
| NATIONSTAR MTG HLD I P/P 144A 05.5000 08/15/2028 | 0.01% |
| NEWFIELD EXPLORATION CO 05.7500 01/30/2022 | 0.01% |
| NIELSEN FIN LLC/CO P/P 144A 05.6250 10/01/2028 | 0.01% |
| 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% |
| 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% |
| ONEMAIN FINANCE CORP 06.8750 03/15/2025 | 0.01% |
| PENN NATIONAL GAMING P/P 144A 05.6250 01/15/2027 | 0.01% |
| PENNYMAC FIN SVCS IN P/P 144A 05.3750 10/15/2025 | 0.01% |
| POWER SOLUTIONS TLB L+350 05.7344 04/30/2026 | 0.01% |
| QORVO INC 05.5000 07/15/2026 | 0.01% |
| QUILTER PLC SEDOL BDCXV26 | 0.01% |
| REPUBLIC OF SENEGAL REGS 06.7500 03/13/2048 | 0.01% |
| RITE AID CORP P/P 144A 08.0000 11/15/2026 | 0.01% |
| S&P GLOBAL INC 01.2500 08/15/2030 | 0.01% |
| SABINE PASS LIQUEFAC 05.7500 05/15/2024 | 0.01% |
| SERVICE CORP INTL 03.3750 08/15/2030 | 0.01% |
| STANDARD IND INC P/P 144A 03.3750 01/15/2031 | 0.01% |
| SUGAR HSP GAMING P/P 144A 05.8750 05/15/2025 | 0.01% |
| THE GAP INC. P/P 144A 08.3750 05/15/2023 | 0.01% |
| TMS INTL HLDG CORP P/P 144A 07.2500 08/15/2025 | 0.01% |
| TRANSDIGM INC 06.3750 06/15/2026 | 0.01% |
| WFRBS 2013-C14 XA IO 00.8535 06/15/2046 | 0.01% |
| WM MORRISON SUPERMARKETS SEDOL 0604316 | 0.01% |
| WPX ENERGY INC 05.8750 06/15/2028 | 0.01% |
| WPX ENERGY INC 08.2500 08/01/2023 | 0.01% |
| 1011778 BC ULC / P/P 144A 04.3750 01/15/2028 | 0.01% |
| ALLIANT HOLDINGS P/P 144A 06.7500 10/15/2027 | 0.01% |
| AUD/USD CALL 0.76 20210311 HSBCB | 0.01% |
| BAUSCH HLTH COS INC P/P 144A 05.5000 11/01/2025 | 0.01% |
| BUMT 2005-1 1A1 00.7481 09/25/2045 | 0.01% |
| CALPINE CORP P/P 144A 05.2500 06/01/2026 | 0.01% |
| CCO HOLDINGS LLC P/P 144A 04.5000 05/01/2032 | 0.01% |
| CENTENE CORP 04.7500 05/15/2022 | 0.01% |
| CENTENE ESCROW I CO P/P 144A 05.3750 06/01/2026 | 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% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 ML | 0.01% |
| COMCAST CORP 06.5000 11/15/2035 | 0.01% |
| COMSTOCK RE INC P/P 144A 07.5000 05/15/2025 | 0.01% |
| DCP MIDSTREAM OPERATING 05.6250 07/15/2027 | 0.01% |
| DEVON ENERGY CORPORATION 07.8750 09/30/2031 | 0.01% |
| ENERGY TRANSFER OPERATNG 06.1250 12/15/2045 | 0.01% |
| ENTERCOM MEDIA CORP P/P 144A 06.5000 05/01/2027 | 0.01% |
| EUR/USD CALL 1.23 20210215 BANKAM | 0.01% |
| EUR/USD CALL 1.23 20210215 UBS | 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% |
| 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% |
| GNMA GII30 BL6219 06.0000 03/20/2049 | 0.01% |
| GOLDEN NUGGET INC P/P 144A 08.7500 10/01/2025 | 0.01% |
| GRAPHIC PACKAGIN P/P 144A 03.5000 03/01/2029 | 0.01% |
| HANESBRANDS INC P/P 144A 04.6250 05/15/2024 | 0.01% |
| HMIR 2018-1 M1 P/P 144A 01.7481 10/25/2028 | 0.01% |
| HONGKONG LAND HOLDINGS LTD SEDOL 6434915 | 0.01% |
| ICAHN ENTER/FIN 06.7500 02/01/2024 | 0.01% |
| IHEARTCOMMUNICATI L+400 04.7500 05/01/2026 | 0.01% |
| INTELLIGENT PACK P/P 144A 06.0000 09/15/2028 | 0.01% |
| 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.FN30.500.09 R USL1M P 01/12/40 BC | 0.01% |
| MLMI 2005-A2 A2 03.7759 02/25/2035 | 0.01% |
| MSRR 2015-R4 CB1 01.0008 08/26/2047 | 0.01% |
| NETFLIX INC P/P 144A 05.3750 11/15/2029 | 0.01% |
| NOBLE ENERGY INC 06.0000 03/01/2041 | 0.01% |
| NOVELIS CORP P/P 144A 04.7500 01/30/2030 | 0.01% |
| OUTFRONT MEDIA C P/P 144A 06.2500 06/15/2025 | 0.01% |
| PETROBRAS GLOBAL FIN USD 05.9990 01/27/2028 | 0.01% |
| QVC INC 04.8500 04/01/2024 | 0.01% |
| RATTLER MIDSTREAM LP P/P 144A 05.6250 07/15/2025 | 0.01% |
| RAYTHEON TECH CORP P/P 144A 04.8750 10/15/2040 | 0.01% |
| SOFINA SEDOL 4820301 | 0.01% |
| SS&C TECH INC P/P 144A 05.5000 09/30/2027 | 0.01% |
| STACR 2015-DNA2 M3 04.0481 12/25/2027 | 0.01% |
| STACR 2019-DNA1 M2 02.7981 01/25/2049 | 0.01% |
| STACR 2019-HQA1 M2 02.4981 02/25/2049 | 0.01% |
| TOPBUILD CORP P/P 144A 05.6250 05/01/2026 | 0.01% |
| TWDC ENTERPRISES 18 CORP 02.7500 08/16/2021 | 0.01% |
| USD/JPY PUT 105.00 20201124 BANKAM | 0.01% |
| USD/JPY PUT 105.00 20201124 GSFX | 0.01% |
| USD/MXN PUT 21.00 20201130 GSFX | 0.01% |
| VALVOLINE INC P/P 144A 04.2500 02/15/2030 | 0.01% |
| VIACOMCBS INC 04.0000 01/15/2026 | 0.01% |
| VISTRA CORP P/P 144A 05.0000 07/31/2027 | 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% |
| ABC SUPPLY CO INC P/P 144A 04.0000 01/15/2028 | 0.00% |
| ABC-MART INC SEDOL 6292102 | 0.00% |
| AIRBUS SE SEDOL 4012250 | 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 01.0104 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% |
| BOYD GAMING CORP P/P 144A 08.6250 06/01/2025 | 0.00% |
| BWAY CORP TLB L+325 03.5229 04/03/2024 | 0.00% |
| CAS 2019-HRP1 M2 02.2981 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% |
| CGCMT 2012-GC8 XA IO P/P 144A 01.9206 09/10/2045 | 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% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 JP | 0.00% |
| COLOPLAST-B SEDOL B8FMRX8 | 0.00% |
| COMM 2013-CR11 XA IO 01.0883 08/10/2050 | 0.00% |
| COMM 2014-LC17 XA IO 00.8766 10/10/2047 | 0.00% |
| COMSTOCK RESOURCES INC 09.7500 08/15/2026 | 0.00% |
| CROWN AMER/CAP 04.7500 02/01/2026 | 0.00% |
| DIAMONDBACK ENERGY INC 04.7500 05/31/2025 | 0.00% |
| ENERGIZER HLDG INC P/P 144A 06.3750 07/15/2026 | 0.00% |
| EOG RESOURCES INC 04.1500 01/15/2026 | 0.00% |
| EPICOR SOFTWARE 2NDL L+775 08.7500 07/30/2028 | 0.00% |
| FIFTH THIRD BANCORP 05.1000 12/29/2049 | 0.00% |
| FREEPORT-MCMORAN INC 04.3750 08/01/2028 | 0.00% |
| FREEPORT-MCMORAN INC 04.6250 08/01/2030 | 0.00% |
| FREEPORT-MCMORAN INC 05.4500 03/15/2043 | 0.00% |
| GLP CAPITAL LP / FIN II 05.3750 04/15/2026 | 0.00% |
| GMAC CAPITAL TRUST I PCT 06.0651 | 0.00% |
| GSMS 2014-GC22 XA IO 01.1381 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% |
| KFC HLD/PIZZA HUT/TA P/P 144A 04.7500 06/01/2027 | 0.00% |
| L BRANDS INC 06.7500 07/01/2036 | 0.00% |
| LIVE NATION ENT P/P 144A 06.5000 05/15/2027 | 0.00% |
| LIVE NATION ENTERTAI P/P 144A 05.6250 03/15/2026 | 0.00% |
| LOUISIANA-PACIFIC CORPORATION 04.8750 09/15/2024 | 0.00% |
| MATCH GRP HLD II LLC P/P 144A 04.6250 06/01/2028 | 0.00% |
| MBX.FN30.500.10 R USL1M P 01/12/41 CI | 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% |
| MONDELEZ INTERNATIONAL 02.1250 04/13/2023 | 0.00% |
| MSAC 2004-HE6 M1 00.9731 08/25/2034 | 0.00% |
| NETFLIX INC. 06.3750 05/15/2029 | 0.00% |
| NEWELL BRANDS INC 04.8750 06/01/2025 | 0.00% |
| NEXSTAR BROADCASTING P/P 144A 04.7500 11/01/2028 | 0.00% |
| OCCIDENTAL PETROLEUM COR 05.8750 09/01/2025 | 0.00% |
| OCCIDENTAL PETROLEUM COR 06.6250 09/01/2030 | 0.00% |
| ONEMAIN FINANCE CORP 06.6250 01/15/2028 | 0.00% |
| OSHKOSH CORP 03.1000 03/01/2030 | 0.00% |
| PENSKE AUTO GRP INC 05.7500 10/01/2022 | 0.00% |
| QORVO INC P/P 144A 03.3750 04/01/2031 | 0.00% |
| RITE AID CORP P/P 144A 07.5000 07/01/2025 | 0.00% |
| 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-DN1 M3 04.2981 01/25/2025 | 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% |
| TRANSOCEAN POSEIDON P/P 144A 06.8750 02/01/2027 | 0.00% |
| TRI POINTE GROUP / HOMES 05.8750 06/15/2024 | 0.00% |
| TRI POINTE GROUP INC 05.7000 06/15/2028 | 0.00% |
| UNIVISION COMM P/P 144A 09.5000 05/01/2025 | 0.00% |
| US CONCRETE INC 06.3750 06/01/2024 | 0.00% |
| VISTRA CORP P/P 144A 05.6250 02/15/2027 | 0.00% |
| WESCO DISTRIBUT P/P 144A 07.1250 06/15/2025 | 0.00% |
| WESTERN DIGITAL CORPORATION 04.7500 02/15/2026 | 0.00% |
| WFRBS 2012-C9 XA IO P/P 144A 02.0432 11/15/2045 | 0.00% |
| WPX ENERGY INC 05.7500 06/01/2026 | 0.00% |
| WYNDHAM HOTELS & RE P/P 144A 05.3750 04/15/2026 | 0.00% |
| YUM! BRANDS INC P/P 144A 04.7500 01/15/2030 | 0.00% |
| ZAYO GROUP HLDG INC L+300 04.6678 03/09/2027 | 0.00% |
| 1011778 BC / NEW RED P/P 144A 04.0000 10/15/2030 | 0.00% |
| ADMIRAL GROUP PLC SEDOL B02J639 | 0.00% |
| APACHE CORP 05.1000 09/01/2040 | 0.00% |
| BALL CORP SEDOL 2073022 | 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 05.1250 07/15/2023 | 0.00% |
| BOYD GAMING CORP 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 2014-C04 2M2 05.1481 11/25/2024 | 0.00% |
| CAS 2016-C07 2M2 04.4981 05/25/2029 | 0.00% |
| CENTENE CORP 03.0000 10/15/2030 | 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% |
| CLEARWATER PAPER COR P/P 144A 04.7500 08/15/2028 | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 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% |
| CONTINENTAL RESOURCES 04.3750 01/15/2028 | 0.00% |
| CPG INTL TL L+375 04.7500 05/05/2024 | 0.00% |
| CWALT 2005-27 1A1 01.9009 08/25/2035 | 0.00% |
| DEVON ENERGY CORPORATION 05.6000 07/15/2041 | 0.00% |
| DOMINO'S PIZZA INC SEDOL B01SD70 | 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% |
| EUR/USD 12/16/2020 BANKAM | 0.00% |
| EUR/USD CALL 1.22 20210127 BANKAM | 0.00% |
| EUR/USD CALL 1.23 20210301 MSCIL | 0.00% |
| FHR 3408 EK 25.1799 04/15/2037 | 0.00% |
| FRONTIER COMM P/P 144A 08.5000 04/01/2026 | 0.00% |
| GAP INC/THE P/P 144A 08.6250 05/15/2025 | 0.00% |
| GARTNER INC P/P 144A 03.7500 10/01/2030 | 0.00% |
| GATES GLOBAL TLB L+275 03.7500 03/31/2024 | 0.00% |
| GBP/USD 12/16/2020 UBS | 0.00% |
| GBP/USD PUT 1.23 20201218 BANKAM | 0.00% |
| GLOBAL MEDICAL RESPO P/P 144A 06.5000 10/01/2025 | 0.00% |
| GNMA GII30 AY2298 04.7000 05/20/2067 | 0.00% |
| GNMA GII30 AY4779 04.5110 03/20/2067 | 0.00% |
| GNMA GII30 BA7681 04.6160 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 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 01.6389 02/10/2046 | 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% |
| HORMEL FOODS CORP SEDOL 2437264 | 0.00% |
| INTERNATIONAL LEASE FIN CORP 05.8750 08/15/2022 | 0.00% |
| IRON MOUNTAIN INC P/P 144A 05.2500 03/15/2028 | 0.00% |
| JELD-WEN INC P/P 144A 04.8750 12/15/2027 | 0.00% |
| JELD-WEN INC P/P 144A 06.2500 05/15/2025 | 0.00% |
| KINDER MORGAN ENER PART 05.4000 09/01/2044 | 0.00% |
| L BRANDS INC P/P 144A 06.6250 10/01/2030 | 0.00% |
| LEVEL 3 FINANCING IN P/P 144A 03.6250 01/15/2029 | 0.00% |
| LEVI STRAUSS & CO. 05.0000 05/01/2025 | 0.00% |
| MASONITE INTL C P/P 144A 05.3750 02/01/2028 | 0.00% |
| MSBAM 2014-C17 XA IO 01.2342 08/15/2047 | 0.00% |
| NATIONAL GRID PLC SEDOL BDR05C0 | 0.00% |
| NATIONSTAR MTG P/P 144A 06.0000 01/15/2027 | 0.00% |
| NAVISTAR INTL CORP P/P 144A 09.5000 05/01/2025 | 0.00% |
| NEWS CORP - CLASS A SEDOL BBGVT40 | 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 10/21/2020 SSBT | 0.00% |
| OCCIDENTAL PETROLEUM COR 03.5000 06/15/2025 | 0.00% |
| OCCIDENTAL PETROLEUM CORP SEDOL 2655408 | 0.00% |
| ONEMAIN FINANCE CORP 07.1250 03/15/2026 | 0.00% |
| ONEMAIN FINANCE CORP 08.8750 06/01/2025 | 0.00% |
| OWENS-BROCKWAY P/P 144A 06.6250 05/13/2027 | 0.00% |
| PANTHER BF AGGREGA P/P 144A 06.2500 05/15/2026 | 0.00% |
| PENSKE AUTOMOTIVE GROUP 05.3750 12/01/2024 | 0.00% |
| PRIME SEC/FIN P/P 144A 03.3750 08/31/2027 | 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 04.2478 02/28/2025 | 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 06.1250 11/15/2022 | 0.00% |
| SPECTRUM BRANDS INC P/P 144A 05.0000 10/01/2029 | 0.00% |
| STACR 2018-HQA2 M2 02.4481 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% |
| UBSBB 2012-C4 XA IO P/P 144A 01.7552 12/10/2045 | 0.00% |
| US CONCRETE INC P/P 144A 05.1250 03/01/2029 | 0.00% |
| USA COM PART/USA COM 06.8750 09/01/2027 | 0.00% |
| WFRBS 2012-C10 XA IO P/P 144A 01.6749 12/15/2045 | 0.00% |
| YUM! BRANDS INC 03.6250 03/15/2031 | 0.00% |
| ZAYO GROUP HLDG INC P/P 144A 06.1250 03/01/2028 | 0.00% |
| ABC SUPPLY CO INC P/P 144A 05.8750 05/15/2026 | 0.00% |
| AES CORP/THE P/P 144A 03.3000 07/15/2025 | 0.00% |
| ALBERTSONS COS P/P 144A 04.8750 02/15/2030 | 0.00% |
| AROUNDTOWN SA SEDOL BF0CK44 | 0.00% |
| AUD/USD 10/21/2020 WPAC | 0.00% |
| AVIENT CORP P/P 144A 05.7500 05/15/2025 | 0.00% |
| BEACON ROOFING SUPPL P/P 144A 04.5000 11/15/2026 | 0.00% |
| BMIR 2018-2A M1B P/P 144A 01.4981 08/25/2028 | 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% |
| BY CROWN/BY BOND P/P 144A 04.2500 01/31/2026 | 0.00% |
| CABOT OIL & GAS CORP | 0.00% |
| CAD/USD 10/21/2020 GSFX | 0.00% |
| CAS 2015-C02 1M2 04.1481 05/25/2025 | 0.00% |
| CBRE SERVICES INC 05.2500 03/15/2025 | 0.00% |
| CBS OUT AMER CAP LLC 05.6250 02/15/2024 | 0.00% |
| CINEMARK USA INC 05.1250 12/15/2022 | 0.00% |
| 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.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.BBB-.6 2063-05-11 300.0 05/11/2063 GS | 0.00% |
| COMM 2014-CR18 XA IO 01.1500 07/15/2047 | 0.00% |
| COMMSCOPE INC P/P 144A 05.5000 03/01/2024 | 0.00% |
| CONTINENTAL RESOURCES 05.0000 09/15/2022 | 0.00% |
| CORNERSTONE BUILDING P/P 144A 08.0000 04/15/2026 | 0.00% |
| DELL INT / EMC P/P 144A 05.8500 07/15/2025 | 0.00% |
| DIAMONDBACK ENERGY INC 05.3750 05/31/2025 | 0.00% |
| DUN & BRADSTREET COR P/P 144A 06.8750 08/15/2026 | 0.00% |
| DXC TECHNOLOGY CO SEDOL BYXD7B3 | 0.00% |
| EMERGENT BIOSOLUTION P/P 144A 03.8750 08/15/2028 | 0.00% |
| EUR/CHF CALL 1.10 20201209 CSI-FX | 0.00% |
| FEDEX CORP 02.6250 08/01/2022 | 0.00% |
| FHR 3072 SM 04.2533 11/15/2035 | 0.00% |
| FNR 2007-53 SP 23.6569 06/25/2037 | 0.00% |
| FOX CORP - CLASS B SEDOL BJJMGY5 | 0.00% |
| GAMESA SEDOL B01CP21 | 0.00% |
| GNMA GII30 BM1953 06.0000 03/20/2049 | 0.00% |
| GNMA GII30 BM4196 06.0000 04/20/2049 | 0.00% |
| GNMA GII30 BN1506 04.5000 05/20/2049 | 0.00% |
| GSMS 2013-GC12 XA IO 01.5474 06/10/2046 | 0.00% |
| HK ELECTRIC INVEST SEDOL BJ3WDZ1 | 0.00% |
| INTERCONTINENTAL EXCHANGE IN SEDOL BFSSDS9 | 0.00% |
| IOS.FN30.400.10 R USL1M P 01/12/41 BC | 0.00% |
| JAGUAR HL / PPDI P/P 144A 05.0000 06/15/2028 | 0.00% |
| JAPAN TOBACCO INC SEDOL 6474535 | 0.00% |
| JPMBB 2014-C19 XA IO 00.9001 04/15/2047 | 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% |
| MERCER INTL INC USD 05.5000 01/15/2026 | 0.00% |
| METRO INC/CN SEDOL 2583952 | 0.00% |
| MICROSOFT CORP 02.5250 06/01/2050 | 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% |
| NOK/USD 12/16/2020 JPMCB | 0.00% |
| NZD/USD 10/21/2020 UBS | 0.00% |
| OCCIDENTAL PETROLEUM COR 02.9000 08/15/2024 | 0.00% |
| ORTHO-CLINICAL P/P 144A 07.3750 06/01/2025 | 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% |
| PHILLIPS 66 SEDOL B78C4Y8 | 0.00% |
| REPUBLIC OF VENEZUELA REGS 08.2500 10/13/2024 | 0.00% |
| SAP SE SEDOL 4846288 | 0.00% |
| SEK/USD 12/16/2020 BCAP-FX | 0.00% |
| SERVICE PROPERTIES TRUST 07.5000 09/15/2025 | 0.00% |
| SM ENERGY CO 05.0000 01/15/2024 | 0.00% |
| SM ENERGY CO 06.7500 09/15/2026 | 0.00% |
| SPECTRUM BRANDS INC 06.1250 12/15/2024 | 0.00% |
| T-MOBILE USA INC. 04.0000 04/15/2022 | 0.00% |
| TARGA RES PRTNRS P/P 144A 05.5000 03/01/2030 | 0.00% |
| TARGA RESOURCES PART 06.8750 01/15/2029 | 0.00% |
| TRANSOCEAN PONTUS LT P/P 144A 06.1250 08/01/2025 | 0.00% |
| TRONOX FINANCE PLC P/P 144A 05.7500 10/01/2025 | 0.00% |
| VALVOLINE INC 04.3750 08/15/2025 | 0.00% |
| VIPER ENERGY P/P 144A 05.3750 11/01/2027 | 0.00% |
| WFRBS 2011-C4 E P/P 144A 05.3897 06/15/2044 | 0.00% |
| WMG ACQUISITION CORP P/P 144A 05.5000 04/15/2026 | 0.00% |
| WPX ENERGY INC 04.5000 01/15/2030 | 0.00% |
| WYNN RESORTS FIN LLC P/P 144A 07.7500 04/15/2025 | 0.00% |
| 0.35 R ISWP FWD US0003M P 12/16/2025 | 0.00% |
| AKER BP ASA P/P 144A 05.8750 03/31/2025 | 0.00% |
| AMPOL LTD SEDOL BM91201 | 0.00% |
| APACHE CORP 04.6250 11/15/2025 | 0.00% |
| APACHE CORPORATION 04.8750 11/15/2027 | 0.00% |
| AUD/USD 10/21/2020 BANKAM | 0.00% |
| AUD/USD 10/21/2020 SSBT | 0.00% |
| AUD/USD 10/21/2020 TDBK | 0.00% |
| AZRIELI GROUP LTD SEDOL B5MN1W0 | 0.00% |
| BANK OF AMERICA CORP 06.5000 10/29/2049 | 0.00% |
| BAYTEX ENERGY CORP P/P 144A 05.6250 06/01/2024 | 0.00% |
| BERRY GLOBAL INC P/P 144A 04.5000 02/15/2026 | 0.00% |
| BOMBARDIER INC P/P 144A 07.5000 12/01/2024 | 0.00% |
| BUCKEYE PARTNERS LP 03.9500 12/01/2026 | 0.00% |
| CALPINE CORP P/P 144A 05.0000 02/01/2031 | 0.00% |
| CINEMARK USA INC 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.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.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.9 2058-09-17 500.0 09/17/2058 CG | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 CG | 0.00% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 JP | 0.00% |
| 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% |
| EUR/USD 12/16/2020 BCAP-FX | 0.00% |
| FHR 2990 LB 16.5562 06/15/2034 | 0.00% |
| FHR 3249 PS 21.7721 12/15/2036 | 0.00% |
| FNR 2005-106 JC 19.6647 12/25/2035 | 0.00% |
| GARTNER INC P/P 144A 04.5000 07/01/2028 | 0.00% |
| GBP/USD 12/16/2020 CITI | 0.00% |
| GBP/USD 12/16/2020 MSCIL | 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 2010-9 UI IO 05.0000 01/20/2040 | 0.00% |
| GNR 2013-14 IO IO 03.5000 12/20/2042 | 0.00% |
| GRIFOLS SEDOL B01SPF2 | 0.00% |
| HUDBAY MINERALS INC P/P 144A 06.1250 04/01/2029 | 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% |
| L BRANDS INC P/P 144A 06.8750 07/01/2025 | 0.00% |
| L BRANDS INC P/P 144A 09.3750 07/01/2025 | 0.00% |
| LAMB WESTON HOLDINGS P/P 144A 04.6250 11/01/2024 | 0.00% |
| LBUBS 2008-C1 AM 06.2748 04/15/2041 | 0.00% |
| LENNAR CORP 05.8750 11/15/2024 | 0.00% |
| LOEWS CORP SEDOL 2523022 | 0.00% |
| MACY'S INC P/P 144A 08.3750 06/15/2025 | 0.00% |
| MATCH GRP HLD II LLC P/P 144A 04.1250 08/01/2030 | 0.00% |
| MAUSER PACKAGING SOL P/P 144A 05.5000 04/15/2024 | 0.00% |
| MERCK & CO INC 02.9000 03/07/2024 | 0.00% |
| NABORS IND LTD P/P 144A 07.2500 01/15/2026 | 0.00% |
| NABORS IND LTD P/P 144A 07.5000 01/15/2028 | 0.00% |
| NEWFIELD EXPLORATION CO 05.6250 07/01/2024 | 0.00% |
| NOK/USD 12/16/2020 UBS | 0.00% |
| NRG ENERGY INC 06.6250 01/15/2027 | 0.00% |
| NZD/USD 10/21/2020 RBSF | 0.00% |
| OASIS PETROLEUM INC 06.8750 01/15/2023 | 0.00% |
| OMIR 2018-1A M1 01.6981 07/25/2028 | 0.00% |
| PENSKE AUTOMOTIVE GROUP 03.5000 09/01/2025 | 0.00% |
| QUEBECOR MEDIA INC USD 05.7500 01/15/2023 | 0.00% |
| RACKSPACE HOSTING INC L+300 04.0000 11/03/2023 | 0.00% |
| REGENCY ENERGY P 04.5000 11/01/2023 | 0.00% |
| REPUBLIC OF VENEZUELA REGS 09.0000 05/07/2023 | 0.00% |
| RIO TINTO LTD SEDOL 6220103 | 0.00% |
| ROYAL BANK OF CANADA USD 02.8000 04/29/2022 | 0.00% |
| ROYAL CARIBBEAN P/P 144A 09.1250 06/15/2023 | 0.00% |
| SCHINDLER HOLDING-PART CERT SEDOL B11TCY0 | 0.00% |
| SEK/USD 12/16/2020 RBSF | 0.00% |
| SEK/USD 12/16/2020 SSBT | 0.00% |
| SM ENERGY CO 06.6250 01/15/2027 | 0.00% |
| SM ENERGY CO P/P 144A 10.0000 01/15/2025 | 0.00% |
| STACR 2015-HQ2 M2 02.0981 05/25/2025 | 0.00% |
| SUBARU CORP SEDOL 6356406 | 0.00% |
| T-MOBILE USA INC 06.0000 03/01/2023 | 0.00% |
| TALLGRASS NRG PRTNR/ P/P 144A 07.5000 10/01/2025 | 0.00% |
| TAYLOR MORRISON COMM P/P 144A 05.1250 08/01/2030 | 0.00% |
| TENET HEALTHCARE P/P 144A 06.2500 02/01/2027 | 0.00% |
| TENET HEALTHCARE P/P 144A 07.5000 04/01/2025 | 0.00% |
| TRANSDIGM INC P/P 144A 08.0000 12/15/2025 | 0.00% |
| WEEKLEY HM LLC/ P/P 144A 04.8750 09/15/2028 | 0.00% |
| WMG ACQUISITION CORP P/P 144A 03.0000 02/15/2031 | 0.00% |
| YUM! BRANDS INC. P/P 144A 07.7500 04/01/2025 | 0.00% |
| ZAYO GROUP HLDG INC P/P 144A 04.0000 03/01/2027 | 0.00% |
| 0.25 R ISWP FWD US0003M P 12/16/2022 | 0.00% |
| ALLEGHENY TECHNOLOGIES 05.8750 12/01/2027 | 0.00% |
| AUD/USD 03/15/2021 UBS | 0.00% |
| BOMBARDIER INC P/P 144A 08.7500 12/01/2021 | 0.00% |
| BSCMS 2006-PW11 B P/P 144A 05.7021 03/11/2039 | 0.00% |
| CAD/USD 10/21/2020 RBSF | 0.00% |
| CALIFORNIA RESOURC TL L+475 05.7500 12/31/2022 | 0.00% |
| CALPINE CORP P/P 144A 04.6250 02/01/2029 | 0.00% |
| CMB CMBX.NA.A.7 2047-01-17 200.0 01/17/2047 CG | 0.00% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CG | 0.00% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CG | 0.00% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CS | 0.00% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 MS | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.00% |
| CMB CMBX.NA.BB.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.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 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-.10 2059-11-17 300.0 11/17/2059 JP | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 JP | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 ML | 0.00% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 CG | 0.00% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 CG | 0.00% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 CG | 0.00% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 CG | 0.00% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 JP | 0.00% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 JP | 0.00% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 MS | 0.00% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 MS | 0.00% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 MS | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 GS | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 JP | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 MS | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 MS | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 MS | 0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 ML | 0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 MS | 0.00% |
| CMB CMBX.NA.BBB-.9 2058-09-17 300.0 09/17/2058 CG | 0.00% |
| CMB CMBX.NA.BBB-.9 2058-09-17 300.0 09/17/2058 ML | 0.00% |
| CMB CMBX.NA.BBB-.9 2058-09-17 300.0 09/17/2058 ML | 0.00% |
| CVS PASS-THROUGH TRUST 06.0360 12/10/2028 | 0.00% |
| DKK/USD 12/16/2020 CITI | 0.00% |
| ENERGIZER HLDG INC P/P 144A 07.7500 01/15/2027 | 0.00% |
| EUR/USD 12/16/2020 CSI-FX | 0.00% |
| EUR/USD 12/16/2020 GSFX | 0.00% |
| EUR/USD 12/16/2020 RBSF | 0.00% |
| EUR/USD 12/16/2020 TDBK | 0.00% |
| FNMA FN30 BO0212 UMBS 04.5000 05/01/2049 | 0.00% |
| FNR 2005-75 GS 19.8056 08/25/2035 | 0.00% |
| FNR 2006-62 PS 39.0112 07/25/2036 | 0.00% |
| FNR 2007-14 KO PO 00.0000 03/25/2037 | 0.00% |
| GBP/USD 12/16/2020 CSI-FX | 0.00% |
| GBP/USD 12/16/2020 TDBK | 0.00% |
| GLOBAL PART/GLP FIN P/P 144A 06.8750 01/15/2029 | 0.00% |
| GNMA GII30 BN7073 04.5000 05/20/2049 | 0.00% |
| GNR 2012-141 WI IO 03.5000 11/20/2041 | 0.00% |
| GNR 2015-124 NI IO 03.5000 06/20/2039 | 0.00% |
| IOS.FN30.350.14 R USL1M P 01/12/45 CS | 0.00% |
| MALLINCKRODT FIN/SB P/P 144A 10.0000 04/15/2025 | 0.00% |
| MERCER INTL INC USD 07.3750 01/15/2025 | 0.00% |
| MOLINA HEALTHCARE IN P/P 144A 04.8750 06/15/2025 | 0.00% |
| MSC 2007-HQ11 C 05.5580 02/12/2044 | 0.00% |
| NABORS INDUSTRIES INC. 05.7500 02/01/2025 | 0.00% |
| NEWFIELD EXPLORATION CO 05.3750 01/01/2026 | 0.00% |
| NOK/USD 12/16/2020 GSFX | 0.00% |
| NZD/USD 10/21/2020 BANKAM | 0.00% |
| NZD/USD 10/21/2020 BCAP-FX | 0.00% |
| OASIS PETROLEUM INC 06.8750 03/15/2022 | 0.00% |
| OASIS PETROLEUM INC CV 02.6250 09/15/2023 | 0.00% |
| PAR PHARMA INC P/P 144A 07.5000 04/01/2027 | 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 12/16/2020 CITI | 0.00% |
| SGD/USD 11/18/2020 JPMCB | 0.00% |
| STACR 2019-DNA2 M2 02.5981 03/25/2049 | 0.00% |
| STANDARD IND INC P/P 144A 04.7500 01/15/2028 | 0.00% |
| T-MOBILE USA INC 05.3750 04/15/2027 | 0.00% |
| THE SHERWIN-WILLIAMS COMPANY 02.7500 06/01/2022 | 0.00% |
| TIAAC 2003-1A E 144A 08.0000 12/28/2038 | 0.00% |
| TITAN ACQ LTD P/P 144A 07.7500 04/15/2026 | 0.00% |
| TOYOTA MOTOR CORP SEDOL 6900643 | 0.00% |
| TRANSDIGM INC 06.5000 05/15/2025 | 0.00% |
| TRANSOCEAN INC P/P 144A 11.5000 01/30/2027 | 0.00% |
| TRONOX INC P/P 144A 06.5000 05/01/2025 | 0.00% |
| TXU TCEH RIGHTS | 0.00% |
| ADVANZ PHARMA CORP LTD SEDOL BG0RYR7 | 0.00% |
| AUD/USD 10/21/2020 CSI-FX | 0.00% |
| AUD/USD 10/21/2020 JPMCB | 0.00% |
| BACM 2007-1 XW IO 00.6240 01/15/2049 | 0.00% |
| BSCMS 06-PW14 X1 IO P/P 144A 00.7525 12/11/2038 | 0.00% |
| CAD/USD 10/21/2020 CITI | 0.00% |
| CAD/USD 10/21/2020 MSCIL | 0.00% |
| CD 2007-CD4 XW IO P/P 144A 01.3798 12/11/2049 | 0.00% |
| CGCMT 2006-C5 XC IO P/P 144A 00.7196 10/15/2049 | 0.00% |
| CHF/USD 12/16/2020 HSBCB | 0.00% |
| CHF/USD 12/16/2020 SSBT | 0.00% |
| CHF/USD 12/16/2020 TDBK | 0.00% |
| CLEAR CHANNEL OUTDOOR HOLDIN SEDOL BJHVCH9 | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 JP | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 MS | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.00% |
| CMB CMBX.NA.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 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.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 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-.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 GS | 0.00% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 JP | 0.00% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 JP | 0.00% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 MS | 0.00% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 MS | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 JP | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 JP | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 MS | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 MS | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 MS | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 MS | 0.00% |
| CMB CMBX.NA.BBB-.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 MS | 0.00% |
| CSFB 2003-C3 AX IO P/P 144A 02.3861 05/15/2038 | 0.00% |
| CSMC 2007-C2 AX IO P/P 144A 00.0000 01/15/2049 | 0.00% |
| EUR/USD 12/16/2020 HSBCB | 0.00% |
| EUR/USD 12/16/2020 MSCIL | 0.00% |
| EUR/USD 12/16/2020 UBS | 0.00% |
| EUR/USD 12/16/2020 WPAC | 0.00% |
| EUR/USD CALL 1.21 20201028 BANKAM | 0.00% |
| EUR/USD CALL 1.21 20201028 MSCIL | 0.00% |
| EUR/USD CALL 1.24 20201028 BANKAM | 0.00% |
| EUR/USD CALL 1.24 20201028 MSCIL | 0.00% |
| FHR 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% |
| FNR 2005-83 QP 17.0089 11/25/2034 | 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 12/16/2020 WPAC | 0.00% |
| GECMC 2007-C1 XC IO P/P 144A 00.2606 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% |
| GNR 2019-78 SJ IO 05.8938 06/20/2049 | 0.00% |
| HC BRILLANT SERVICES GMBH P/P | 0.00% |
| HKD/USD 11/18/2020 BANKAM | 0.00% |
| HKD/USD 11/18/2020 BCAP-FX | 0.00% |
| HKD/USD 11/18/2020 HSBCB | 0.00% |
| HKD/USD 11/18/2020 SSBT | 0.00% |
| HKD/USD 11/18/2020 UBS | 0.00% |
| IHEARTMEDIA INC - CLASS A SEDOL BJVR9Y9 | 0.00% |
| INTELSAT JACKSON HLD P/P 144A 08.0000 02/15/2024 | 0.00% |
| IOS.FN30.350.12 R USL1M P 01/12/43 BC | 0.00% |
| IOS.FN30.400.10 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.FN30.500.10 P USL1M R 01/12/41 BC | 0.00% |
| IOS.FN30.600.08 R USL1M P 01/12/39 GS | 0.00% |
| IOS.FN30.650.67 R USL1M P 01/12/38 BC | 0.00% |
| IOS.FN30.650.67 R USL1M P 01/12/38 GS | 0.00% |
| JPMCC 05-CB12 X1 IO P/P 144A 00.3200 09/12/2037 | 0.00% |
| JPMCC 2006-LDP8 X IO 00.2879 05/15/2045 | 0.00% |
| JPMCC 2007-LDPX X IO 00.1268 01/15/2049 | 0.00% |
| JPY/USD 11/18/2020 BANKAM | 0.00% |
| JPY/USD 11/18/2020 BCAP-FX | 0.00% |
| JPY/USD 11/18/2020 CITI | 0.00% |
| JPY/USD 11/18/2020 GSFX | 0.00% |
| JPY/USD 11/18/2020 HSBCB | 0.00% |
| JPY/USD 11/18/2020 MSCIL | 0.00% |
| JPY/USD 11/18/2020 RBSF | 0.00% |
| JPY/USD 11/18/2020 SSBT | 0.00% |
| JPY/USD 11/18/2020 UBS | 0.00% |
| JPY/USD 11/18/2020 WPAC | 0.00% |
| 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 07.2328 07/15/2045 | 0.00% |
| MEZZ 2007-C5 X IO P/P 144A 07.0043 12/15/2049 | 0.00% |
| MWO HOLDINGS LLC | 0.00% |
| MXN/USD 10/21/2020 BANKAM | 0.00% |
| MXN/USD 10/21/2020 UBS | 0.00% |
| NZD/USD 10/21/2020 CSI-FX | 0.00% |
| NZD/USD 10/21/2020 HSBCB | 0.00% |
| NZD/USD 10/21/2020 JPMCB | 0.00% |
| NZD/USD 10/21/2020 MSCIL | 0.00% |
| NZD/USD 10/21/2020 TDBK | 0.00% |
| NZD/USD 10/21/2020 WPAC | 0.00% |
| OCCIDENTAL PETROLEUM -CW27 SEDOL BMVF784 | 0.00% |
| 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 12/16/2020 TDBK | 0.00% |
| TERVITA CORP SEDOL BD1DCC4 | 0.00% |
| TEXAS COHLD TCEH ESCROW 11.5000 10/01/2021 | 0.00% |
| VIACOMCBS INC 04.2000 05/19/2032 | 0.00% |
| WBCMT 2006-C29 IO IO 00.4585 11/15/2048 | 0.00% |
| 0.70 R ISWP FWD US0003M P 12/16/2030 | -0.00% |
| AUD/USD 10/21/2020 GSFX | -0.00% |
| AUD/USD 10/21/2020 MSCIL | -0.00% |
| CAD/USD 10/21/2020 CSI-FX | -0.00% |
| CAD/USD 10/21/2020 HSBCB | -0.00% |
| CAD/USD 10/21/2020 WPAC | -0.00% |
| CHF/USD 12/16/2020 JPMCB | -0.00% |
| CHF/USD 12/16/2020 MSCIL | -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 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/CHF CALL 1.12 20201209 CSI-FX | -0.00% |
| EUR/USD 12/16/2020 CITI | -0.00% |
| EUR/USD 12/16/2020 JPMCB | -0.00% |
| EUR/USD CALL 1.26 20210127 BANKAM | -0.00% |
| GBP/USD 12/16/2020 BCAP-FX | -0.00% |
| GBP/USD 12/16/2020 GSFX | -0.00% |
| GBP/USD 12/16/2020 RBSF | -0.00% |
| IOS.FN30.400.11 P USL1M R 01/12/42 JP | -0.00% |
| JPY/USD 11/18/2020 JPMCB | -0.00% |
| MBX.FN30.600.08 P USL1M R 01/12/39 BC | -0.00% |
| MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.00% |
| NOK/USD 12/16/2020 MSCIL | -0.00% |
| NZD/USD 10/21/2020 CITI | -0.00% |
| NZD/USD 10/21/2020 GSFX | -0.00% |
| SEK/USD 12/16/2020 MSCIL | -0.00% |
| USD/JPY PUT 100.00 20201124 BANKAM | -0.00% |
| USD/JPY PUT 100.00 20201124 GSFX | -0.00% |
| USD/MXN PUT 20.00 20201130 GSFX | -0.00% |
| AUD/USD CALL 0.80 20210311 HSBCB | -0.00% |
| CAD/USD 10/21/2020 BANKAM | -0.00% |
| CAD/USD 10/21/2020 JPMCB | -0.00% |
| CAD/USD 10/21/2020 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% |
| EUR/USD 12/16/2020 SSBT | -0.00% |
| EUR/USD CALL 1.27 20210215 BANKAM | -0.00% |
| EUR/USD CALL 1.27 20210215 UBS | -0.00% |
| EUR/USD CALL 1.27 20210301 MSCIL | -0.00% |
| GBP/USD PUT 1.20 20201218 BANKAM | -0.00% |
| NOK/USD 12/16/2020 SSBT | -0.00% |
| CAD/USD 10/21/2020 TDBK | -0.00% |
| CLP/USD 10/21/2020 CITI | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.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% |
| IOS.FN30.400.10 P USL1M R 01/12/41 JP | -0.00% |
| SEK/USD 12/16/2020 UBS | -0.00% |
| USD/CNH PUT 6.60 20210301 GSFX | -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% |
| AUD/USD 10/21/2020 UBS | -0.00% |
| SEK/USD 12/16/2020 JPMCB | -0.00% |
| 1.08 R ISWP FWD US0003M P 12/16/2050 | -0.01% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 CG | -0.01% |
| GBP/USD 12/16/2020 JPMCB | -0.01% |
| SEK/USD 12/16/2020 GSFX | -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% |
| 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 10/21/2020 SSBT | -0.01% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CS | -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 GS | -0.02% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 JP | -0.02% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP | -0.02% |
| GNMA GII30 TBA 04.5000 10/01/2050 | -0.08% |
| FNMA FN30 TBA UMBS 03.0000 10/01/2050 | -0.20% |
| MSCI EAFE DEC20 MFSZ0 | -0.51% |