Current performance may be lower or higher than the quoted past performance, which cannot guarantee future results. Share price, principal value, and return will vary, and you may have a gain or loss when you sell your shares. Performance assumes reinvestment of distributions and does not account for taxes. Returns before sales charge do not reflect the current maximum sales charges as indicated below. Had the sales charge been reflected, returns would be lower. Returns at public offering price (after sales charge) for class A and class M shares reflect the current maximum initial sales charges of 5.75% and 3.50% for equity funds and 4.00% and 3.25% for income funds (2.25% for class A of Putnam Floating Rate Income Fund, Short-Term Municipal Income, Short Duration Bond Fund, and Fixed Income Absolute Return Fund), respectively. Class B share returns reflect the applicable contingent deferred sales charge (CDSC), which is 5% in the first year, declining to 1% in the sixth year, and is eliminated thereafter (except for Putnam Floating Rate Income Fund, Putnam Short Duration Bond Fund, Putnam Fixed Income Absolute Return Fund, and Putnam Short-Term Municipal Income Fund, which is 1% in the first year, declining to 0.5% in the second year, and is eliminated thereafter). Class C shares reflect a 1% CDSC the first year that is eliminated thereafter. Performance for class B, C, M, N, R, and Y shares prior to their inception is derived from the historical performance of class A shares, adjusted for the applicable sales charge (or CDSC) and, except for class Y shares, the higher operating expenses for such shares (with the exception of Putnam Tax-Free High Yield Fund and Putnam AMT-Free Municipal Fund, which are based on the historical performance of class B shares). Performance for class A, C, and Y shares of Putnam Mortgage Opportunities Fund before their inception is derived from the historical performance of class I shares, which have been adjusted for the applicable sales charge (or CDSC) and the higher operating expenses for such shares. Returns at public offering price (after sales charge) for class N shares reflect the current maximum initial sales charge of 1.50%. Class R5/R6 shares, available to qualified employee-benefit plans only, are sold without an initial sales charge and have no CDSC. Class Y shares are generally only available for corporate and institutional clients and have no initial sales charge. Performance for class R5/R6 shares before their inception are derived from the historical performance of class Y shares, which have not been adjusted for the lower expenses; had they, returns would have been higher. Class A shares of Putnam money market funds have no initial sales charge. For a portion of the period, some funds had expenses limitations or had been sold on a limited basis with limited assets and expenses, without which returns would be lower.
Active Allocation
Dynamic Asset Allocation Balanced Fund (Class Y) (PABYX)
A globally diversified fund pursuing a balance of growth and income
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 |
$13.20
0.15% | $0.02 |
$15.53
02/14/20 |
$11.99
03/23/20 |
Fund facts as of 03/31/20
Total net assets
$2,339.96M
$2,339.96M
Turnover (fiscal year end)
137%
137%
Dividend frequency (view rate)
Quarterly
Quarterly
Number of holdings
1799
1799
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
Literature
Fund documents |
| Prospectuses/SAI |
| Fact Sheet (A share) (PDF) |
| Fact Sheet (Y share) (PDF) |
| Annual Fund Report (PDF) |
| Semiannual Fund Report (PDF) |
| Brochure (PDF) |
| Quarterly commentary (PDF) |
| Equity Outlook (PDF) |
Market volatility returns to "old" normal
Our outlook for stock market volatility sees the levels reached in 2018 continuing, in part because these levels were close to the long-term norm.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)
6.78%
Average 5-year annualized return
Total return (%) as of 03/31/20
Annual performance as of 03/31/20
Annualized Total return (%) as of 03/31/20
| Annualized performance | 1 yr. | 3 yrs. | 5 yrs. | 10 yrs. |
|---|---|---|---|---|
| Before sales charge | -6.43% | 1.86% | 2.77% | 6.76% |
| After sales charge | N/A | N/A | N/A | N/A |
| Russell 3000 Index | -9.13% | 4.00% | 5.77% | 10.15% |
| Putnam Balanced Blended Benchmark | -3.17% | 3.84% | 4.39% | 7.24% |
Performance snapshot
| Before sales charge | After sales charge | ||
|---|---|---|---|
| 1 mt. as of 03/31/20 | -8.99% | - | |
| YTD as of 04/07/20 | -12.03% | - | |
Yield
| Distribution rate before sales charge as of 04/07/20 |
2.36% |
|---|---|
| Distribution rate after sales charge as of 04/07/20 |
2.36% |
| 30-day SEC yield as of 03/31/20 | 2.04% |
Risk-adjusted performance as of 02/29/20
| Sharpe ratio (3 yrs.) | 0.43 |
|---|
Volatility as of 02/29/20
| Standard deviation (3 yrs.) | 8.36% |
|---|
Lipper rankings as of 02/29/20
| Time period | Rank/Funds in category | Percentile ranking |
|---|---|---|
| 1 yr. | 451/589 | 77% |
| 3 yrs. | 217/535 | 41% |
| 5 yrs. | 171/478 | 36% |
| 10 yrs. | 44/360 | 13% |
Morningstar Ratings™ as of 02/29/20
| Time period | Funds in category | Morningstar Rating™ |
|---|---|---|
| Overall | 640 | |
| 3 yrs. | 640 | |
| 5 yrs. | 560 | |
| 10 yrs. | 412 |
Distributions
| Record/Ex dividend date | 03/18/20 |
|---|---|
| Payable date | 03/20/20 |
| Income | $0.078 |
| Extra income | -- |
| Short-term cap. gain | -- |
| Long-term cap. gain | -- |
Lipper rankings are based on total return without sales charge relative to all share classes of funds with similar objectives as determined by Lipper. Past performance is not indicative of future results.
The Morningstar RatingTM for funds, or "star rating", is calculated for managed products (including mutual funds, variable annuity and variable life subaccounts, exchange-traded funds, closed-end funds, and separate accounts) with at least a three-year history. Exchange-traded funds and open-ended mutual funds are considered a single population for comparative purposes. It is calculated based on a Morningstar Risk-Adjusted Return measure that accounts for variation in a managed product's monthly excess performance, placing more emphasis on downward variations and rewarding consistent performance. The top 10% of products in each product category receive 5 stars, the next 22.5% receive 4 stars, the next 35% receive 3 stars, the next 22.5% receive 2 stars, and the bottom 10% receive 1 star. The Overall Morningstar Rating for a managed product is derived from a weighted average of the performance figures associated with its three-, five-, and 10-year (if applicable) Morningstar Rating metrics. The weights are: 100% three-year rating for 36-59 months of total returns, 60% five-year rating/40% three-year rating for 60-119 months of total returns, and 50% 10-year rating/30% five-year rating/20% three-year rating for 120 or more months of total returns. While the 10-year overall star rating formula seems to give the most weight to the 10-year period, the most recent three-year period actually has the greatest impact because it is included in all three rating periods.
The up-market capture ratio is used to evaluate how well an investment manager performed relative to an index during periods when that index has risen. The ratio is calculated by dividing the manager’s returns by the returns of the index during the up-market, and multiplying that factor by 100. The down-market capture ratio is used to evaluate how well an investment manager performed relative to an index during periods when that index has dropped. The ratio is calculated by dividing the manager’s returns by the returns of the index during the down-market and multiplying that factor by 100.
Holdings
| Gnma Gii30 Tba 03.5000 03/01/2050 | 3.39% |
|---|---|
| Apple Inc Sedol 2046251 | 2.36% |
| Amazon.Com Inc Sedol 2000019 | 1.91% |
| Alphabet Inc-Cl A Sedol Byvy8g0 | 1.76% |
| Fnma Fn30 Tba Umbs 04.0000 03/01/2050 | 1.56% |
| Fhlmc Fr30 Zs4750 Umbs 03.0000 01/01/2048 | 1.43% |
| Microsoft Corp Sedol 2588173 | 1.43% |
| Jpmorgan Chase & Co Sedol 2190385 | 1.34% |
| FNMA FN15 TBA UMBS 03.0000 03/01/2035 | 1.14% |
| Adobe Inc Sedol 2008154 | 1.02% |
| Top 10 holdings, percent of portfolio | 17.34% |
| Top 10 holdings as of 02/29/20 | |
|---|---|
| Gnma Gii30 Tba 03.5000 03/01/2050 | |
| Apple Inc Sedol 2046251 | |
| Amazon.Com Inc Sedol 2000019 | |
| Alphabet Inc-Cl A Sedol Byvy8g0 | |
| Fnma Fn30 Tba Umbs 04.0000 03/01/2050 | |
| Fhlmc Fr30 Zs4750 Umbs 03.0000 01/01/2048 | |
| Microsoft Corp Sedol 2588173 | |
| Jpmorgan Chase & Co Sedol 2190385 | |
| FNMA FN15 TBA UMBS 03.0000 03/01/2035 | |
| Adobe Inc Sedol 2008154 | |
| Holdings represent 17.34% of portfolio | |
| Top 10 holdings as of 01/31/20 | |
|---|---|
| Gnma Gii30 Tba 03.5000 02/01/2050 | |
| Apple Inc Sedol 2046251 | |
| Amazon.Com Inc Sedol 2000019 | |
| Alphabet Inc-Cl A Sedol Byvy8g0 | |
| Jpmorgan Chase & Co Sedol 2190385 | |
| Microsoft Corp Sedol 2588173 | |
| Fhlmc Fr30 Zs4750 Umbs 03.0000 01/01/2048 | |
| Fnma Fn15 Tba Umbs 03.0000 02/01/2035 | |
| Verizon Communications Inc Sedol 2090571 | |
| Procter & Gamble Co/The Sedol 2704407 | |
| Holdings represent 16.45% of portfolio | |
| Top 10 holdings as of 12/31/19 | |
|---|---|
| Gnma Gii30 Tba 03.5000 01/01/2050 | |
| Apple Inc Sedol 2046251 | |
| Amazon.Com Inc Sedol 2000019 | |
| Alphabet Inc-Cl A Sedol Byvy8g0 | |
| Jpmorgan Chase & Co Sedol 2190385 | |
| Fhlmc Fr30 Zs4750 Umbs 03.0000 01/01/2048 | |
| Microsoft Corp Sedol 2588173 | |
| Fnma Fn15 Tba Umbs 03.0000 01/01/2035 | |
| Verizon Communications Inc Sedol 2090571 | |
| Chevron Corp | |
| Holdings represent 15.43% of portfolio | |
| Top 10 holdings as of 11/30/19 | |
|---|---|
| Gnma Gii30 Tba 03.5000 12/01/2049 | |
| Amazon.Com Inc Sedol 2000019 | |
| Apple Inc Sedol 2046251 | |
| Alphabet Inc-Cl A Sedol Byvy8g0 | |
| Jpmorgan Chase & Co Sedol 2190385 | |
| Fhlmc Fr30 Zs4750 Umbs 03.0000 01/01/2048 | |
| Microsoft Corp Sedol 2588173 | |
| Fnma Fn15 Tba Umbs 03.0000 12/01/2034 | |
| Verizon Communications Inc Sedol 2090571 | |
| Chevron Corp | |
| Holdings represent 15.25% of portfolio | |
| GSGLPWDL R US0001M P 12/15/25 GS | 5.91% |
|---|---|
| US 2YR NOTE (CBT) JUN20 TUM0 | 5.23% |
| US 5YR NOTE (CBT) JUN20 FVM0 | 5.11% |
| E-MINI RUSS 2000 MAR20 RTYH0 | 3.91% |
| GNMA GII30 TBA 03.5000 03/01/2050 | 3.39% |
| CGPUTQL2 R US0003M P 11/25/20 CI | 3.06% |
| US ULTRA BOND CBT JUN20 WNM0 | 2.74% |
| APPLE INC SEDOL 2046251 | 2.36% |
| AMAZON.COM INC SEDOL 2000019 | 1.91% |
| US 10YR NOTE (CBT)JUN20 TYM0 | 1.86% |
| ALPHABET INC-CL A SEDOL BYVY8G0 | 1.76% |
| FNMA FN30 TBA UMBS 04.0000 03/01/2050 | 1.56% |
| FHLMC FR30 ZS4750 UMBS 03.0000 01/01/2048 | 1.43% |
| MICROSOFT CORP SEDOL 2588173 | 1.43% |
| JPMORGAN CHASE & CO SEDOL 2190385 | 1.34% |
| FNMA FN15 TBA UMBS 03.0000 03/01/2034 | 1.14% |
| US LONG BOND(CBT) JUN20 USM0 | 1.08% |
| ADOBE INC SEDOL 2008154 | 1.02% |
| VERIZON COMMUNICATIONS INC SEDOL 2090571 | 1.01% |
| PROCTER & GAMBLE CO/THE SEDOL 2704407 | 1.01% |
| FNMA FN30 MA3563 UMBS 04.0000 01/01/2049 | 0.92% |
| PAYPAL HOLDINGS INC SEDOL BYW36M8 | 0.92% |
| CISCO SYSTEMS INC SEDOL 2198163 | 0.92% |
| CITIGROUP INC SEDOL 2297907 | 0.88% |
| CHEVRON CORP | 0.86% |
| COCA-COLA CO/THE SEDOL 2206657 | 0.84% |
| ORACLE CORP SEDOL 2661568 | 0.82% |
| QUALCOMM INC SEDOL 2714923 | 0.82% |
| FNMA FN30 FM1741 UMBS 04.0000 04/01/2049 | 0.80% |
| COMCAST CORP-CLASS A SEDOL 2044545 | 0.75% |
| MEDTRONIC PLC SEDOL BTN1Y11 | 0.68% |
| JOHNSON & JOHNSON SEDOL 2475833 | 0.67% |
| LIBERTY STREET FUNDING LLC 53127TDE0 DCP 04/14/2020 | 0.61% |
| PEPSICO INC SEDOL 2681511 | 0.60% |
| BPCE SA 05571BC27 DCP 03/02/2020 | 0.57% |
| BARCLAYS BANK PLC CCP 06742VDR9 DCP 05/08/2020 | 0.57% |
| CHARIOT FUNDING LLC 15963TDD8 DCP 04/13/2020 | 0.57% |
| THUNDER BAY FUNDING LLC 88603HCA4 DCP 05/26/2020 | 0.57% |
| LOCKHEED MARTIN CORP SEDOL 2522096 | 0.55% |
| HONEYWELL INTERNATIONAL INC SEDOL 2020459 | 0.54% |
| INTUIT INC SEDOL 2459020 | 0.54% |
| MERCK & CO. INC. SEDOL 2778844 | 0.54% |
| AMGEN INC SEDOL 2023607 | 0.49% |
| STARBUCKS CORP SEDOL 2842255 | 0.49% |
| NORTHROP GRUMMAN CORP SEDOL 2648806 | 0.48% |
| FNMA FN30 TBA UMBS 06.0000 03/01/2049 | 0.46% |
| BOOKING HOLDINGS INC SEDOL BDRXDB4 | 0.45% |
| MONDELEZ INTERNATIONAL INC-A SEDOL B8CKK03 | 0.44% |
| S&P GLOBAL INC SEDOL BYV2325 | 0.40% |
| VICTORY RECEIVABLES CORP 92646KC59 DCP 03/05/2020 | 0.38% |
| ACTIVISION BLIZZARD INC SEDOL 2575818 | 0.38% |
| ABBOTT LABORATORIES SEDOL 2002305 | 0.37% |
| MORGAN STANLEY | 0.36% |
| FNMA FN30 MA2737 UMBS 03.0000 09/01/2046 | 0.36% |
| EXELON CORP SEDOL 2670519 | 0.36% |
| METLIFE INC SEDOL 2573209 | 0.35% |
| DELTA AIR LINES INC SEDOL B1W9D46 | 0.34% |
| MATCHPOINT FINANCE PLC 57666ACJ9 DCP 03/18/2020 | 0.33% |
| FNMA FN30 BM5024 UMBS 03.0000 11/01/2048 | 0.32% |
| LOWES COMPANIES INC | 0.32% |
| EBAY INC SEDOL 2293819 | 0.32% |
| DANAHER CORP SEDOL 2250870 | 0.31% |
| WASTE MANAGEMENT INC SEDOL 2937667 | 0.31% |
| BIOGEN INC SEDOL 2455965 | 0.31% |
| UNION PACIFIC CORP SEDOL 2914734 | 0.31% |
| EDWARDS LIFESCIENCES CORP SEDOL 2567116 | 0.31% |
| TRANE TECHNOLOGIES PLC SEDOL BK9ZQ96 | 0.31% |
| CAFCO LLC 1247P2CG7 DCP 03/16/2020 | 0.30% |
| FNMA FN30 AL9859 UMBS 03.0000 03/01/2047 | 0.30% |
| KINDER MORGAN INC SEDOL B3NQ4P8 | 0.30% |
| AUTODESK INC SEDOL 2065159 | 0.29% |
| CROWN CASTLE INTL CORP SEDOL BTGQCX1 | 0.28% |
| MCKESSON CORP SEDOL 2378534 | 0.27% |
| CUMMINS INC SEDOL 2240202 | 0.27% |
| ROCHE HOLDING AG-GENUSSCHEIN SEDOL 7110388 | 0.27% |
| VEEVA SYSTEMS INC-CLASS A SEDOL BFH3N85 | 0.26% |
| CAPITAL ONE FINANCIAL CORP SEDOL 2654461 | 0.26% |
| BRISTOL-MYERS SQUIBB CO SEDOL 2126335 | 0.26% |
| BROADCOM INC SEDOL BDZ78H9 | 0.25% |
| PHILLIPS 66 SEDOL B78C4Y8 | 0.25% |
| HILTON WORLDWIDE HOLDINGS IN SEDOL BYVMW06 | 0.24% |
| WILLIAMS COS INC SEDOL 2967181 | 0.24% |
| GILEAD SCIENCES INC SEDOL 2369174 | 0.24% |
| TREASURY BILL 00.0000 05/21/2020 | 0.23% |
| HERSHEY CO/THE SEDOL 2422806 | 0.23% |
| PFIZER INC SEDOL 2684703 | 0.23% |
| EQUINIX INC SEDOL BVLZX12 | 0.23% |
| AMERICAN ELECTRIC POWER SEDOL 2026242 | 0.22% |
| FACEBOOK INC-CLASS A SEDOL B7TL820 | 0.22% |
| TARGET CORP SEDOL 2259101 | 0.22% |
| AMERIPRISE FINANCIAL INC SEDOL B0J7D57 | 0.22% |
| JOHNSON CONTROLS INTERNATION SEDOL BY7QL61 | 0.21% |
| ALLSTATE CORP SEDOL 2019952 | 0.21% |
| ALLERGAN PLC SEDOL BY9D546 | 0.21% |
| FORTINET INC SEDOL B5B2106 | 0.20% |
| SKANDINAVISKA ENSKILDA USD 02.3000 03/11/2020 | 0.20% |
| SYNCHRONY FINANCIAL SEDOL BP96PS6 | 0.20% |
| EXPEDIA GROUP INC SEDOL B748CK2 | 0.20% |
| ZIMMER BIOMET HOLDINGS INC SEDOL 2783815 | 0.20% |
| LEIDOS HOLDINGS INC SEDOL BDV82B8 | 0.20% |
| NOVARTIS AG-REG SEDOL 7103065 | 0.20% |
| SOCIETE GENERALE SA 83369BC20 DCP 03/02/2020 | 0.19% |
| VERIZON COMM 04.3290 09/21/2028 | 0.19% |
| E*TRADE FINANCIAL CORPORATION | 0.19% |
| GOLDMAN SACHS GROUP INC SEDOL 2407966 | 0.19% |
| CADENCE DESIGN SYS INC SEDOL 2302232 | 0.18% |
| KLA CORP SEDOL 2480138 | 0.18% |
| PULTEGROUP INC SEDOL 2708841 | 0.18% |
| UNITED AIRLINES HOLDINGS INC SEDOL B4QG225 | 0.18% |
| DISCOVER FINANCIAL SERVICES SEDOL B1YLC43 | 0.18% |
| LAM RESEARCH CORP SEDOL 2502247 | 0.18% |
| EVERGY INC SEDOL BFMXGR0 | 0.18% |
| SYNOPSYS INC SEDOL 2867719 | 0.18% |
| AT&T INC SEDOL 2831811 | 0.17% |
| SYSCO CORP SEDOL 2868165 | 0.17% |
| PUBLIC SERVICE ENTERPRISE GP SEDOL 2707677 | 0.17% |
| NOVO NORDISK A/S-B SEDOL BHC8X90 | 0.16% |
| ATLASSIAN CORP PLC-CLASS A SEDOL BZ09BD1 | 0.16% |
| HARTFORD FINANCIAL SVCS GRP SEDOL 2476193 | 0.16% |
| ENTERGY CORP SEDOL 2317087 | 0.16% |
| SIEMENS FINANCIERING P/P 144A 02.2000 03/16/2020 | 0.16% |
| ABBVIE INC P/P 144A 03.2000 11/21/2029 | 0.15% |
| FNMA FN30 BJ9256 UMBS 04.0000 06/01/2048 | 0.15% |
| DTE ENERGY COMPANY SEDOL 2280220 | 0.14% |
| ESSEX PROPERTY TRUST INC SEDOL 2316619 | 0.14% |
| ENEL SPA SEDOL 7144569 | 0.14% |
| SONY CORP SEDOL 6821506 | 0.14% |
| AGILENT TECHNOLOGIES INC SEDOL 2520153 | 0.14% |
| ABBVIE INC SEDOL B92SR70 | 0.14% |
| ALLIANZ SE-REG SEDOL 5231485 | 0.14% |
| JPMORGAN CHASE & CO 03.9640 11/15/2048 | 0.14% |
| CITIGROUP INC 03.6680 07/24/2028 | 0.14% |
| FIFTH THIRD BANCORP SEDOL 2336747 | 0.14% |
| JP MORGAN CHASE BANK NA 03.0860 04/26/2021 | 0.14% |
| AES CORP SEDOL 2002479 | 0.13% |
| MGM RESORTS INTERNATIONAL SEDOL 2547419 | 0.13% |
| ALTICE USA INC- A SEDOL BDRY7P9 | 0.13% |
| AMETEK INC SEDOL 2089212 | 0.13% |
| UNILEVER NV SEDOL B1527V7 | 0.13% |
| MORGAN STANLEY 03.6250 01/20/2027 | 0.13% |
| JPMORGAN CHASE & CO 03.6250 12/01/2027 | 0.13% |
| ZOETIS INC SEDOL B95WG16 | 0.13% |
| CF INDUSTRIES HOLDINGS INC SEDOL B0G4K50 | 0.13% |
| VISTRA ENERGY CORP SEDOL BZ8VJQ8 | 0.13% |
| CENTERPOINT ENERGY INC SEDOL 2440637 | 0.12% |
| AVALONBAY COMMUNITIES INC SEDOL 2131179 | 0.12% |
| KDDI CORP SEDOL 6248990 | 0.12% |
| NESTLE SA-REG SEDOL 7123870 | 0.12% |
| AGNC INVESTMENT CORP SEDOL BYYHJL8 | 0.12% |
| EXXON MOBIL CORPORATION 02.2220 03/01/2021 | 0.12% |
| STACR 2016-DNA2 M3 06.2768 10/25/2028 | 0.12% |
| WESTPAC BANKING CORP USD 02.1500 03/06/2020 | 0.12% |
| RIO TINTO PLC SEDOL 0718875 | 0.12% |
| CBRE GROUP INC - A SEDOL B6WVMH3 | 0.12% |
| PINNACLE WEST CAPITAL SEDOL 2048804 | 0.12% |
| GOLDMAN SACHS GROUP INC 03.8500 01/26/2027 | 0.12% |
| UNILEVER PLC SEDOL B10RZP7 | 0.12% |
| HOYA CORP SEDOL 6441506 | 0.11% |
| ITOCHU CORP SEDOL 6467803 | 0.11% |
| BNP PARIBAS SEDOL 7309681 | 0.11% |
| KERING SEDOL 5505072 | 0.11% |
| ASTELLAS PHARMA INC SEDOL 6985383 | 0.11% |
| BANK OF AMERICA CORP 03.2480 10/21/2027 | 0.11% |
| DOVER CORP SEDOL 2278407 | 0.11% |
| KONINKLIJKE PHILIPS NV SEDOL 5986622 | 0.11% |
| THERMO FISHER SCIENTIFIC INC SEDOL 2886907 | 0.11% |
| ALLY FINANCIAL INC SEDOL B72XK05 | 0.11% |
| REPUBLIC SERVICES INC SEDOL 2262530 | 0.11% |
| VERISK ANALYTICS INC SEDOL B4P9W92 | 0.11% |
| INTERPUBLIC GROUP COS 04.6500 10/01/2028 | 0.11% |
| INVITATION HOMES INC SEDOL BD81GW9 | 0.11% |
| AT&T INC 04.1000 02/15/2028 | 0.11% |
| HOLOGIC INC SEDOL 2433530 | 0.11% |
| ROYAL DUTCH SHELL PLC-B SHS SEDOL B03MM40 | 0.11% |
| UBS GROUP AG P/P 144A 03.4910 05/23/2023 | 0.11% |
| SUMITOMO MITSUI FINANCIAL GR SEDOL 6563024 | 0.11% |
| VEREIT INC SEDOL BYVVTJ1 | 0.11% |
| WOLTERS KLUWER SEDOL 5671519 | 0.11% |
| EQUITY RESIDENTIAL TR REIT | 0.11% |
| FNMA FN30 AS7003 UMBS 03.0000 04/01/2046 | 0.11% |
| PARTNERS GROUP HOLDING AG SEDOL B119QG0 | 0.11% |
| DEUTSCHE TELEKOM AG-REG SEDOL 5842359 | 0.10% |
| WOOLWORTHS GROUP LTD SEDOL 6981239 | 0.10% |
| ASHTEAD GROUP PLC SEDOL 0053673 | 0.10% |
| CVS HEALTH CORP 04.7800 03/25/2038 | 0.10% |
| HD SUPPLY HOLDINGS INC SEDOL BBL5981 | 0.10% |
| IHS MARKIT LTD P/P 144A 04.7500 02/15/2025 | 0.10% |
| LEGAL & GENERAL GROUP PLC SEDOL 0560399 | 0.10% |
| LINCOLN NATIONAL CORP SEDOL 2516378 | 0.10% |
| DBUBS 2011-LC3A D P/P 144A 05.3344 08/10/2044 | 0.10% |
| FNMA FN30 BC2733 UMBS 03.0000 05/01/2046 | 0.10% |
| CRH PLC SEDOL 4182249 | 0.10% |
| SALESFORCE.COM INC 03.7000 04/11/2028 | 0.10% |
| SANDVIK AB SEDOL B1VQ252 | 0.10% |
| GOLDMAN SACHS GROUP INC 02.6000 12/27/2020 | 0.10% |
| HERMES INTERNATIONAL SEDOL 5253973 | 0.10% |
| WALT DISNEY COMPANY 07.7500 12/01/2045 | 0.10% |
| BANCO BILBAO VIZCAYA ARGENTA SEDOL 5501906 | 0.10% |
| HITACHI LTD SEDOL 6429104 | 0.10% |
| BOOZ ALLEN HAMILTON HOLDINGS SEDOL B5367T7 | 0.10% |
| REPUBLIC OF INDONESIA REGS 04.7500 01/08/2026 | 0.10% |
| XEROX HOLDINGS CORP SEDOL BJJD5G3 | 0.10% |
| COMPASS GROUP PLC SEDOL BD6K457 | 0.10% |
| ORIX CORP SEDOL 6661144 | 0.10% |
| SHIN-ETSU CHEMICAL CO LTD SEDOL 6804585 | 0.10% |
| SHIONOGI & CO LTD SEDOL 6804682 | 0.10% |
| NINTENDO CO LTD SEDOL 6639550 | 0.09% |
| WH GROUP LTD SEDOL BLLHKZ1 | 0.09% |
| PETROBRAS GLOBAL FINANCE USD 06.2500 03/17/2024 | 0.09% |
| AT&T INC. 03.8000 02/15/2027 | 0.09% |
| CK ASSET HOLDINGS LTD SEDOL BYZQ077 | 0.09% |
| EASTMAN CHEMICAL CO SEDOL 2298386 | 0.09% |
| FNMA FN30 AS8056 UMBS 03.0000 10/01/2046 | 0.09% |
| BANK OF AMERICA CORP 06.1100 01/29/2037 | 0.09% |
| DEUTSCHE POST AG-REG SEDOL 4617859 | 0.09% |
| PEUGEOT SA SEDOL 7103526 | 0.09% |
| UNITED MEXICAN STATES USD 05.5500 01/21/2045 | 0.09% |
| UNITED TECHNOLOGIES CORP 01.9000 05/04/2020 | 0.09% |
| BF0101 03.5000 06/01/2056 | 0.09% |
| FAIRFAX FINL HLDGS USD 04.8500 04/17/2028 | 0.09% |
| GARMIN LTD SEDOL B3Z5T14 | 0.09% |
| NORWEGIAN CRUISE LINE HOLDIN SEDOL B9CGTC3 | 0.09% |
| ARISTOCRAT LEISURE LTD SEDOL 6253983 | 0.09% |
| MICROSOFT CORP 02.4000 08/08/2026 | 0.09% |
| AVIVA PLC SEDOL 0216238 | 0.09% |
| CARLSBERG AS-B SEDOL 4169219 | 0.09% |
| DENTSPLY SIRONA INC SEDOL BYNPPC6 | 0.09% |
| DUKE REALTY CORP SEDOL 2284084 | 0.09% |
| FAIR ISAAC CORP SEDOL 2330299 | 0.09% |
| 2.00 R ISWP FWD US0003M P 03/18/2050 | 0.08% |
| BOSTON PROPERTIES INC SEDOL 2019479 | 0.08% |
| FEDERATIVE REP OF BRAZIL USD 04.6250 01/13/2028 | 0.08% |
| HEICO CORP SEDOL 2419217 | 0.08% |
| TELEDYNE TECHNOLOGIES INC SEDOL 2503477 | 0.08% |
| TELEFONICA EMISIONES SAU USD 04.8950 03/06/2048 | 0.08% |
| MICROSOFT CORP 03.7000 08/08/2046 | 0.08% |
| TORONTO-DOMINION BANK USD 01.9000 12/01/2022 | 0.08% |
| DAIKIN INDUSTRIES LTD SEDOL 6250724 | 0.08% |
| INDUSTRIA DE DISENO TEXTIL SEDOL BP9DL90 | 0.08% |
| WELLS FARGO & COMPANY 02.6000 07/22/2020 | 0.08% |
| ALPHABET INC 03.6250 05/19/2021 | 0.08% |
| APPLE INC 04.2500 02/09/2047 | 0.08% |
| ESSITY AKTIEBOLAG-B SEDOL BF1K7P7 | 0.08% |
| US BANK NA CINCINNATI 03.1500 04/26/2021 | 0.08% |
| VORNADO REALTY TRUST SEDOL 2933632 | 0.08% |
| MICHELIN (CGDE) SEDOL 4588364 | 0.08% |
| WEST PHARMACEUTICAL SERVICES SEDOL 2950482 | 0.08% |
| CIT GROUP INC. 05.2500 03/07/2025 | 0.08% |
| DIAMOND 1 FIN/DIAM P/P 144A 06.0200 06/15/2026 | 0.08% |
| ORACLE CORP 04.0000 11/15/2047 | 0.08% |
| STEEL DYNAMICS INC SEDOL 2849472 | 0.08% |
| CAS 2016-C02 1M2 07.6268 09/25/2028 | 0.08% |
| MICROSOFT CORP 01.5500 08/08/2021 | 0.08% |
| SPST 2019-3 A 02.3289 06/24/2020 | 0.08% |
| COVESTRO AG SEDOL BYTBWY9 | 0.08% |
| SPST 2019-7 A 02.3289 09/24/2020 | 0.08% |
| TELSTRA CORP LTD SEDOL 6087289 | 0.08% |
| ANGLO AMER PLC SEDOL B1XZS82 | 0.08% |
| AVERY DENNISON CORP SEDOL 2066408 | 0.08% |
| SKANDINAVISKA ENSKILDA BAN-A SEDOL 4813345 | 0.08% |
| AIR LEASE CORP 03.2500 10/01/2029 | 0.07% |
| CROWN HOLDINGS INC | 0.07% |
| FIAT CHRYSLER AUTOMOBILES NV SEDOL BRJFWP3 | 0.07% |
| SPST 2019-11 A 02.3789 10/24/2020 | 0.07% |
| STORE CAPITAL CORP SEDOL BSKRKJ5 | 0.07% |
| WFRBS 2011-C2 D P/P 144A 05.6622 02/15/2044 | 0.07% |
| AENA SME SA SEDOL BVRZ8L1 | 0.07% |
| BERRY GLOBAL GROUP INC SEDOL B8BR3H3 | 0.07% |
| 3I GROUP PLC SEDOL B1YW440 | 0.07% |
| SUN COMMUNITIES INC SEDOL 2860257 | 0.07% |
| WALMART INC SEDOL 2936921 | 0.07% |
| ALLISON TRANSMISSION HOLDING SEDOL B4PZ892 | 0.07% |
| BRISTOL-MYERS P/P 144A 02.9000 07/26/2024 | 0.07% |
| CHARTER COMM OPT LLC 06.4840 10/23/2045 | 0.07% |
| DUPONT DE NEMOURS INC SEDOL BK0VN47 | 0.07% |
| GNMA GN30 BA5049 04.5000 05/15/2047 | 0.07% |
| UNITEDHEALTH GROUP INC 03.8500 06/15/2028 | 0.07% |
| BANK LEUMI LE-ISRAEL SEDOL 6076425 | 0.07% |
| DR HORTON INC SEDOL 2250687 | 0.07% |
| MITSUBISHI UFJ FIN GRP USD 03.5350 07/26/2021 | 0.07% |
| VOLKSWAGEN AG PFD SEDOL 5497168 | 0.07% |
| ANZ NEW ZEALAND INT P/P 144A 02.8750 01/25/2022 | 0.07% |
| AVALARA INC SEDOL BZ1NVP4 | 0.07% |
| CDX CDX.NA.IG.33 100.0 12/20/2024 | 0.07% |
| ECOLAB INC 02.7000 11/01/2026 | 0.07% |
| NOVARTIS CAPITAL CORP 04.0000 11/20/2045 | 0.07% |
| SPST 2020-2 A 00.0000 03/26/2021 | 0.07% |
| CAMDEN PROPERTY TRUST SEDOL 2166320 | 0.07% |
| CAS 2016-C01 1M2 08.3768 08/25/2028 | 0.07% |
| COCA-COLA HBC AG-DI SEDOL B9895B7 | 0.07% |
| CREDIT AGRICOLE SA SEDOL 7262610 | 0.07% |
| UNITED MEXICAN STATES USD 03.2500 04/16/2030 | 0.07% |
| US FOODS HOLDING CORP SEDOL BYVFC94 | 0.07% |
| NEXON CO LTD SEDOL B63QM77 | 0.07% |
| AMAZON.COM INC 03.1500 08/22/2027 | 0.06% |
| AMERICAN TOWER CORP 03.1250 01/15/2027 | 0.06% |
| COMMONWEALTH BK AUST P/P 144A 02.2000 11/09/2020 | 0.06% |
| DISCOVERY INC - A SEDOL B3D7K31 | 0.06% |
| MRAIT 2020-2 A 01.1500 10/22/2020 | 0.06% |
| PETROLEOS MEXICANOS P/P 144A 06.8400 01/23/2030 | 0.06% |
| ASSOCIATED BRITISH FOODS PLC SEDOL 0673123 | 0.06% |
| AXALTA COATING SYSTEMS LTD SEDOL BSFWCF5 | 0.06% |
| FNMA FN30 AS7154 UMBS 03.0000 05/01/2046 | 0.06% |
| HENDERSON LAND DEVELOPMENT SEDOL 6420538 | 0.06% |
| NIPPON TELEGRAPH & TELEPHONE SEDOL 6641373 | 0.06% |
| BALL CORP SEDOL 2073022 | 0.06% |
| DANSKE BANK A/S P/P 144A 02.7000 03/02/2022 | 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% |
| MWST 2019-1 A 02.4268 06/25/2052 | 0.06% |
| VIACOMCBS INC 04.2000 06/01/2029 | 0.06% |
| ASPEN TECHNOLOGY INC SEDOL 2051868 | 0.06% |
| ENTERPRISE PRODUCTS OPER 04.2500 02/15/2048 | 0.06% |
| FIRSTENERGY TRANSMIS P/P 144A 05.4500 07/15/2044 | 0.06% |
| SERVICEMASTER GLOBAL HOLDING SEDOL BNG8BF0 | 0.06% |
| BROADCOM CRP / CAYM 03.5000 01/15/2028 | 0.06% |
| FAURECIA SEDOL 4400446 | 0.06% |
| FHLMC FR30 ZS4703 UMBS 03.0000 02/01/2047 | 0.06% |
| FNMA FN30 BM1172 UMBS 03.0000 03/01/2047 | 0.06% |
| FNMA FN40 BF0171 UMBS 04.0000 01/01/2057 | 0.06% |
| GENERAL MOTORS FINL CO 04.0000 10/06/2026 | 0.06% |
| HILTON WORLDWIDE FIN LLC 04.8750 04/01/2027 | 0.06% |
| SHELL INTERNATIONAL FIN USD 02.1250 05/11/2020 | 0.06% |
| JPMORGAN CHASE & CO 04.6000 01/23/2050 | 0.06% |
| NATIONAL AUSTRALIA BK/NY 02.1250 05/22/2020 | 0.06% |
| NIELSEN HOLDINGS PLC SEDOL BWFY550 | 0.06% |
| RELIANCE STEEL & ALUMINUM SEDOL 2729068 | 0.06% |
| ROYAL BANK OF CANADA USD 02.1250 03/02/2020 | 0.06% |
| CAS 2015-C04 2M2 07.1768 04/25/2028 | 0.06% |
| CIGNA CORP 03.7500 07/15/2023 | 0.06% |
| DEUTSCHE BOERSE AG SEDOL 7021963 | 0.06% |
| GEBERIT AG-REG SEDOL B1WGG93 | 0.06% |
| HILL-ROM HOLDINGS INC SEDOL 2425924 | 0.06% |
| PPG INDUSTRIES INC SEDOL 2698470 | 0.06% |
| ROCHE HOLDINGS INC P/P 144A 04.0000 11/28/2044 | 0.06% |
| BRITISH AMERICAN TOBACCO PLC SEDOL 0287580 | 0.06% |
| COMMONWEALTH BK AUST P/P 144A 02.2500 03/10/2020 | 0.06% |
| COSTAR GROUP INC SEDOL 2262864 | 0.06% |
| ENERGY TRANSFER OPERATNG 06.6250 02/15/2028 | 0.06% |
| MICROCHIP TECH INC 04.3330 06/01/2023 | 0.06% |
| SIRIUS XM RADIO INC P/P 144A 05.0000 08/01/2027 | 0.06% |
| BERKSHIRE HATHAWAY FIN 04.2500 01/15/2021 | 0.06% |
| CHEMED CORP SEDOL 2190084 | 0.06% |
| GENPACT LTD SEDOL B23DBK6 | 0.06% |
| SANTOS LTD SEDOL 6776703 | 0.06% |
| UBS AG LONDON P/P 144A 02.2000 06/08/2020 | 0.06% |
| FORTESCUE METALS GROUP LTD SEDOL B2B2B49 | 0.06% |
| MONSTER BEVERAGE CORP SEDOL BZ07BW4 | 0.06% |
| NBCUNIVERSAL MEDIA LLC 04.3750 04/01/2021 | 0.06% |
| TREASURY BILL 00.0000 03/12/2020 | 0.06% |
| APARTMENT INVT & MGMT CO -A SEDOL BJLNBG3 | 0.06% |
| CAS 2016-C04 1M2 05.8768 01/25/2029 | 0.06% |
| CHENIERE CORP CHRIST 05.1250 06/30/2027 | 0.06% |
| CITIZENS BANK NA/RI 02.2500 03/02/2020 | 0.06% |
| FNMA FN30 AS8074 UMBS 03.0000 10/01/2046 | 0.06% |
| GAMING AND LEISURE PROPERTIE SEDOL BFPK4S5 | 0.06% |
| REINSURANCE GROUP OF AMERICA SEDOL 2731193 | 0.06% |
| ABN AMRO BANK NV-CVA SEDOL BYQP136 | 0.05% |
| CATERPILLAR INC SEDOL 2180201 | 0.05% |
| CHARLES RIVER LABORATORIES SEDOL 2604336 | 0.05% |
| CSAIL 2015-C1 C 04.2716 04/15/2050 | 0.05% |
| ENERGY TRANSFER OPERATNG 03.7500 05/15/2030 | 0.05% |
| FIDELITY NATL INFO SERV 03.7500 05/21/2029 | 0.05% |
| KINDER MORGAN INC 03.1500 01/15/2023 | 0.05% |
| BPCE SA P/P 144A 04.5000 03/15/2025 | 0.05% |
| COMMONWEALTH BK AUST P/P 144A 03.1500 09/19/2027 | 0.05% |
| EQUITY LIFESTYLE PROPERTIES SEDOL 2563125 | 0.05% |
| UNITED MEXICAN STATES USD 04.5000 04/22/2029 | 0.05% |
| WR BERKLEY CORP SEDOL 2093644 | 0.05% |
| CSMC 2016-NXSR C 04.3592 12/15/2049 | 0.05% |
| E.ON SE SEDOL 4942904 | 0.05% |
| MGIC INVESTMENT CORP SEDOL 2548616 | 0.05% |
| NEW RESIDENTIAL INVESTMENT SEDOL BRJ9GW0 | 0.05% |
| STMICROELECTRONICS NV SEDOL 5962332 | 0.05% |
| SVENSKA HANDELSBANKEN AB USD 01.9500 09/08/2020 | 0.05% |
| WFRBS 2013-C18 AS 04.3870 12/15/2046 | 0.05% |
| AURIZON HOLDINGS LTD SEDOL B87CVM3 | 0.05% |
| CAS 2015-C04 1M2 07.3268 04/25/2028 | 0.05% |
| CF INDUSTRIES INC P/P 144A 04.5000 12/01/2026 | 0.05% |
| COMCAST CORP 03.9690 11/01/2047 | 0.05% |
| GLAXOSMITHKLINE PLC SEDOL 0925288 | 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% |
| LEGRAND SA SEDOL B11ZRK9 | 0.05% |
| NRG ENERGY INC P/P 144A 04.4500 06/15/2029 | 0.05% |
| OMNICOM GP/OMNICOM CAP 03.6000 04/15/2026 | 0.05% |
| OTSUKA CORP SEDOL 6267058 | 0.05% |
| ACS ACTIVIDADES SEDOL B01FLQ6 | 0.05% |
| AMERICAN ELECTRIC POWER 04.3000 12/01/2028 | 0.05% |
| AT&T INC 04.7500 05/15/2046 | 0.05% |
| AUST & NZ BANKING GROUP USD 02.1250 08/19/2020 | 0.05% |
| DIGITAL REALTY TRUST LP 04.4500 07/15/2028 | 0.05% |
| NOMURA RESEARCH INSTITUTE LT SEDOL 6390921 | 0.05% |
| NORDEA BANK ABP P/P 144A 02.5000 09/17/2020 | 0.05% |
| ORACLE CORP 02.6500 07/15/2026 | 0.05% |
| PNC BANK NA 02.0280 12/09/2022 | 0.05% |
| SHELL INTERNATIONAL FIN USD 02.8750 05/10/2026 | 0.05% |
| CONCHO RESOURCES INC 03.7500 10/01/2027 | 0.05% |
| FISERV INC 04.2000 10/01/2028 | 0.05% |
| PETROBRAS GLOBAL FINANCE USD 07.3750 01/17/2027 | 0.05% |
| RAYTHEON COMPANY 02.5000 12/15/2022 | 0.05% |
| STANDARD IND INC P/P 144A 05.0000 02/15/2027 | 0.05% |
| TREASURY BILL 00.0000 04/02/2020 | 0.05% |
| BANQUE FED CRED MUTU P/P 144A 02.2000 07/20/2020 | 0.05% |
| FEDERAL REALTY INVS TRUST SEDOL 2333931 | 0.05% |
| LIBERTY MEDIA CORP-LIBERTY-C SEDOL BD8QGD5 | 0.05% |
| LNSTR 2015-3 B P/P 144A 03.1490 04/20/2048 | 0.05% |
| NORTHROP GRUMMAN CORP 03.2500 01/15/2028 | 0.05% |
| ASHTEAD CAPITAL INC P/P 144A 04.3750 08/15/2027 | 0.05% |
| BANK OF AMERICA CORP 03.4990 05/17/2022 | 0.05% |
| BHP GROUP PLC SEDOL BH0P3Z9 | 0.05% |
| TPAT 2018-SL1 A P/P 144A 02.2268 01/25/2046 | 0.05% |
| WILLIS TOWERS WATSON PLC USD 05.7500 03/15/2021 | 0.05% |
| ARKEMA SEDOL B0Z5YZ2 | 0.05% |
| BRIGHT HORIZONS FAMILY SOLUT SEDOL B7MJWP2 | 0.05% |
| CELANESE CORP SEDOL B05MZT4 | 0.05% |
| CITIGROUP INC 02.6500 10/26/2020 | 0.05% |
| CSAIL 2015-C1 AS 03.7910 04/15/2050 | 0.05% |
| ENI SPA SEDOL 7145056 | 0.05% |
| GLOBAL PAYMENTS INC 04.0000 06/01/2023 | 0.05% |
| HITACHI HIGH-TECHNOLOGY SEDOL 6642804 | 0.05% |
| MORGAN STANLEY 04.3750 01/22/2047 | 0.05% |
| ROKU INC SEDOL BZ1LFG7 | 0.05% |
| TAISEI CORP SEDOL 6870100 | 0.05% |
| TEMPUR SEALY INTERNATIONAL I SEDOL 2216991 | 0.05% |
| BANK OF MONTREAL USD 03.1000 04/13/2021 | 0.04% |
| LPL FINANCIAL HOLDINGS INC SEDOL B75JX34 | 0.04% |
| UNITED TECHNOLOGIES CORP 04.1250 11/16/2028 | 0.04% |
| AMAZON.COM INC. 02.5000 11/29/2022 | 0.04% |
| AMER TRANS SYST P/P 144A 05.0000 09/01/2044 | 0.04% |
| EURONET WORLDWIDE INC | 0.04% |
| FEDERATIVE REP OF BRAZIL USD 04.2500 01/07/2025 | 0.04% |
| HIKARI TSUSHIN INC SEDOL 6416322 | 0.04% |
| JPMCC 2012-C6 E P/P 144A 05.1569 05/15/2045 | 0.04% |
| MANUF & TRADERS TRUST CO 02.0500 08/17/2020 | 0.04% |
| MSBAM 2014-C17 C 04.4984 08/15/2047 | 0.04% |
| TORONTO-DOMINION BANK USD 03.6250 09/15/2031 | 0.04% |
| ANALOG DEVICES INC 02.8500 03/12/2020 | 0.04% |
| ANHEUSER-BUSCH CO/IN 03.6500 02/01/2026 | 0.04% |
| BMW US CAPITAL LLC P/P 144A 02.0000 04/11/2021 | 0.04% |
| COMM 2010-C1 D P/P 144A 06.1071 07/10/2046 | 0.04% |
| CWALT 2006-OA10 4A1 01.8168 08/25/2046 | 0.04% |
| NTT DOCOMO INC SEDOL 6129277 | 0.04% |
| ARROW ELECTRONICS INC SEDOL 2051404 | 0.04% |
| REP OF INDONESIA P/P 144A 04.3500 01/08/2027 | 0.04% |
| RUSSIAN FEDERATION P/P 144A 04.3750 03/21/2029 | 0.04% |
| BANK OF NOVA SCOTIA USD 02.3500 10/21/2020 | 0.04% |
| DNB NOR ASA SEDOL 4263304 | 0.04% |
| MET LIFE GLOB P/P 144A 02.4000 06/17/2022 | 0.04% |
| S&P MID 400 EMINI MAR20 FAH0 | 0.04% |
| TAYLOR WIMPEY PLC SEDOL 0878230 | 0.04% |
| CAS 2016-C01 2M2 08.5768 08/25/2028 | 0.04% |
| CK HUTCHISON HOLDINGS LTD SEDOL BW9P816 | 0.04% |
| CONSOLIDATED EDISON INC SEDOL 2216850 | 0.04% |
| DOW CHEMICAL CO/THE 03.5000 10/01/2024 | 0.04% |
| DUKE ENERGY CORP 03.1500 08/15/2027 | 0.04% |
| GNMA GII30 TBA 04.0000 03/01/2050 | 0.04% |
| GSMS 2011-GC3 C P/P 144A 05.6363 03/10/2044 | 0.04% |
| ISRAEL DISCOUNT BANK -A SEDOL 6451271 | 0.04% |
| JOHNSON CONTROLS INTL PL 04.5000 02/15/2047 | 0.04% |
| OUTFRONT MEDIA INC SEDOL BSP6611 | 0.04% |
| SINGAPORE EXCHANGE LTD SEDOL 6303866 | 0.04% |
| WEST JAPAN RAILWAY CO SEDOL 6957995 | 0.04% |
| AMERICAN FINANCIAL GROUP INC SEDOL 2134532 | 0.04% |
| AMERICAN TOWER CORP 02.7500 01/15/2027 | 0.04% |
| BIOGEN INC 03.6250 09/15/2022 | 0.04% |
| COMCAST CORPORATION 03.3750 02/15/2025 | 0.04% |
| GLENCORE FUNDING LLC P/P 144A 04.6250 04/29/2024 | 0.04% |
| GSMS 2011-GC3 D P/P 144A 05.6363 03/10/2044 | 0.04% |
| HYATT HOTELS CORP 04.8500 03/15/2026 | 0.04% |
| MERCK & CO INC 03.7000 02/10/2045 | 0.04% |
| POPULAR INC SEDOL B86QM90 | 0.04% |
| TREASURY BILL 00.0000 04/21/2020 | 0.04% |
| TWO HARBORS INVESTMENT CORP SEDOL BD832H2 | 0.04% |
| AHM 2007-1 GA1C 01.8168 05/25/2047 | 0.04% |
| BRDCOM CRP / FIN 03.8750 01/15/2027 | 0.04% |
| CCO HOLDINGS LLC P/P 144A 05.3750 06/01/2029 | 0.04% |
| DUKE ENERGY CORP 04.2000 06/15/2049 | 0.04% |
| GOODMAN GROUP SEDOL B03FYZ4 | 0.04% |
| GSMS 2014-GC22 C 04.6906 06/10/2047 | 0.04% |
| HOCHTIEF AG SEDOL 5108664 | 0.04% |
| KEURIG DR PEPPER INC 04.5970 05/25/2028 | 0.04% |
| L3HARRIS TECH INC P/P 144A 03.8500 12/15/2026 | 0.04% |
| OCCIDENTAL PETROLEUM COR 04.4000 04/15/2046 | 0.04% |
| REPUBLIC OF COLOMBIA USD 03.8750 04/25/2027 | 0.04% |
| SPRINT CORP 07.8750 09/15/2023 | 0.04% |
| VERIZON COMMUNICATIONS 04.4000 11/01/2034 | 0.04% |
| ALKERMES PLC SEDOL B3P6D26 | 0.04% |
| COMM 2013-LC6 AM 03.2820 01/10/2046 | 0.04% |
| DUKE ENERGY OHIO INC 03.6500 02/01/2029 | 0.04% |
| SOUTHERN CO/THE SEDOL 2829601 | 0.04% |
| SUN HUNG KAI PROPERTIES SEDOL 6859927 | 0.04% |
| VERIZON COMMUNICATIONS 05.2500 03/16/2037 | 0.04% |
| WESTROCK MWV LLC 08.2000 01/15/2030 | 0.04% |
| ABBVIE INC 02.5000 05/14/2020 | 0.04% |
| ACCENTURE PLC-CL A SEDOL B4BNMY3 | 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% |
| CAS 2016-C03 2M2 07.5268 10/25/2028 | 0.04% |
| ENBRIDGE INC USD 04.5000 06/10/2044 | 0.04% |
| EOG RESOURCES INC 02.6250 03/15/2023 | 0.04% |
| NEWMARKET CORP SEDOL B01CGF1 | 0.04% |
| NRG P/P 144A 03.7500 06/15/2024 | 0.04% |
| SNAM SPA SEDOL 7251470 | 0.04% |
| STACR 2015-DNA3 M3 06.3268 04/25/2028 | 0.04% |
| YANGZIJIANG SHIPBUILDING SEDOL B1VT035 | 0.04% |
| ALLY FINANCIAL INC 05.7500 11/20/2025 | 0.04% |
| CAS 2020-R01 1M2 03.6768 01/25/2040 | 0.04% |
| DAIWA HOUSE INDUSTRY CO LTD SEDOL 6251363 | 0.04% |
| ENBRIDGE INC USD 04.2500 12/01/2026 | 0.04% |
| ITOCHU TECHNO-SOLUTIONS CORP SEDOL 6200194 | 0.04% |
| JAPAN AIRLINES CO LTD SEDOL B8BRV46 | 0.04% |
| ONCOR ELECTRIC DELIV 03.7500 04/01/2045 | 0.04% |
| TRK 2019-1 A1 04.3356 03/25/2022 | 0.04% |
| AMDOCS LTD SEDOL 2256908 | 0.03% |
| CME GROUP INC SEDOL 2965839 | 0.03% |
| IDACORP INC SEDOL 2296937 | 0.03% |
| OMV AG SEDOL 4651459 | 0.03% |
| OSHKOSH CORP 04.6000 05/15/2028 | 0.03% |
| SHIRE ACQ INV IE 03.2000 09/23/2026 | 0.03% |
| VOLVO AB-B SHS SEDOL B1QH830 | 0.03% |
| ASHLAND GLOBAL HOLDINGS INC SEDOL BYND5N1 | 0.03% |
| BOC HONG KONG HOLDINGS LTD SEDOL 6536112 | 0.03% |
| CISCO SYSTEMS INC 02.2000 02/28/2021 | 0.03% |
| DOMINICAN REPUBLIC REGS 05.9500 01/25/2027 | 0.03% |
| EQUINOR ASA USD 02.9000 11/08/2020 | 0.03% |
| FUJITSU LTD SEDOL 6356945 | 0.03% |
| IBM CORP 01.8750 08/01/2022 | 0.03% |
| KEURIG DR PEPPER INC 04.4170 05/25/2025 | 0.03% |
| PETROBRAS GLOBAL FINANCE USD 06.1250 01/17/2022 | 0.03% |
| S&P GLOBAL INC 02.9500 01/22/2027 | 0.03% |
| SARTORIUS STEDIM BIOTECH SEDOL BYZ2QP5 | 0.03% |
| SHERWIN-WILLIAMS CO/THE SEDOL 2804211 | 0.03% |
| STACR 2016-HQA2 M3 06.7768 11/25/2028 | 0.03% |
| WFRBS 2011-C3 D P/P 144A 05.6803 03/15/2044 | 0.03% |
| ABN AMRO BANK NV P/P 144A 02.4500 06/04/2020 | 0.03% |
| AES CORP/THE 05.5000 04/15/2025 | 0.03% |
| AIR LEASE CORP 04.6250 10/01/2028 | 0.03% |
| AMGEN INC 02.6000 08/19/2026 | 0.03% |
| CACI INTERNATIONAL INC -CL A SEDOL 2159267 | 0.03% |
| CARDINAL HEALTH INC SEDOL 2175672 | 0.03% |
| ENERGY TRANSFER OPERA 05.8750 01/15/2024 | 0.03% |
| EQUINIX INC 03.2000 11/18/2029 | 0.03% |
| INTL FLAVOR & FRAGRANCES 04.4500 09/26/2028 | 0.03% |
| SEI INVESTMENTS COMPANY SEDOL 2793610 | 0.03% |
| ZOETIS INC 03.9000 08/20/2028 | 0.03% |
| HOME DEPOT INC 02.6250 06/01/2022 | 0.03% |
| JPMCC 2012-C6 AS 04.1166 05/15/2045 | 0.03% |
| NATIONAL AUSTRALIA BK/NY 02.5000 01/12/2021 | 0.03% |
| NORDEA BANK ABP P/P 144A 02.2500 05/27/2021 | 0.03% |
| NUTRIEN LTD USD 04.1250 03/15/2035 | 0.03% |
| REGIONS FINANCIAL CORP 02.7500 08/14/2022 | 0.03% |
| TOKYO ELECTRON LTD SEDOL 6895675 | 0.03% |
| VIDEOTRON LTD / LTEE P/P 144A 05.1250 04/15/2027 | 0.03% |
| VISTRA OPERATION P/P 144A 03.5500 07/15/2024 | 0.03% |
| WAMU 2005-AR12 1A8 03.8703 10/25/2035 | 0.03% |
| AMERICAN CAMPUS COMMUNITIES SEDOL B02H871 | 0.03% |
| APPLE INC 02.0000 05/06/2020 | 0.03% |
| CHARTER COMM OPT LLC/CAP 04.8000 03/01/2050 | 0.03% |
| CHS/COMMUNITY HEALTH SYS 06.2500 03/31/2023 | 0.03% |
| CITIGROUP INC 03.8870 01/10/2028 | 0.03% |
| CLP HOLDINGS LTD SEDOL 6097017 | 0.03% |
| GOOGLE INC 03.3750 02/25/2024 | 0.03% |
| HCA INC 04.1250 06/15/2029 | 0.03% |
| HUNTINGTON BANCSHARES 04.3500 02/04/2023 | 0.03% |
| JPMBB 2013-C12 C 04.1000 07/15/2045 | 0.03% |
| NUTRIEN LTD. USD 04.2000 04/01/2029 | 0.03% |
| TREASURY BILL 00.0000 05/07/2020 | 0.03% |
| VODAFONE GROUP PLC USD 04.3750 05/30/2028 | 0.03% |
| WEINGARTEN REALTY INVESTORS SEDOL 2946618 | 0.03% |
| BERKELEY GROUP HOLDINGS/THE SEDOL B02L3W3 | 0.03% |
| COSTCO WHOLESALE CORP SEDOL 2701271 | 0.03% |
| CROWN CASTLE INTL CORP 03.6500 09/01/2027 | 0.03% |
| CWALT 2006-OA7 1A2 02.9931 06/25/2046 | 0.03% |
| DEUTSCHE WOHNEN SE SEDOL B0YZ0Z5 | 0.03% |
| ERAC USA FINANCE LLC P/P 144A 07.0000 10/15/2037 | 0.03% |
| EXTENDED STAY AMERICA INC SEDOL BGH3F75 | 0.03% |
| HOME DEPOT INC SEDOL 2434209 | 0.03% |
| JPMCC 2012-C8 D P/P 144A 04.6490 10/15/2045 | 0.03% |
| JPMORGAN CHASE & CO 02.6918 05/15/2047 | 0.03% |
| SANTANDER UK PLC P/P 144A 05.0000 11/07/2023 | 0.03% |
| SPST 2019-WL1 A 02.2768 08/25/2052 | 0.03% |
| VTB BANK (VTB CAP SA P/P 144A 06.9500 10/17/2022 | 0.03% |
| WFRBS 2014-C22 XA IO 00.8077 09/15/2057 | 0.03% |
| AMGEN INC 03.4500 10/01/2020 | 0.03% |
| ANHEUSER-BUSCH INBEV WOR 04.7500 01/23/2029 | 0.03% |
| AXIS CAPITAL HOLDINGS LTD SEDOL 2677606 | 0.03% |
| BANK OF AMERICA CORP 02.4960 02/13/2031 | 0.03% |
| BP CAP MARKETS AMERICA 03.1190 05/04/2026 | 0.03% |
| CROWN CASTLE INTL CORP 03.7000 06/15/2026 | 0.03% |
| DISH DBS CORP 05.8750 11/15/2024 | 0.03% |
| DOMINICAN REPUBLIC REGS 06.8750 01/29/2026 | 0.03% |
| FNMA FN30 BC1155 UMBS 03.0000 06/01/2046 | 0.03% |
| GLENCORE FUNDING LLC P/P 144A 04.0000 04/16/2025 | 0.03% |
| GSMS 2010-C1 D P/P 144A 06.0513 08/10/2043 | 0.03% |
| PFIZER INC 03.0000 12/15/2026 | 0.03% |
| SUMITOMO MITSUI TRUST HOLDIN SEDOL 6431897 | 0.03% |
| TJX COMPANIES INC SEDOL 2989301 | 0.03% |
| VISTRA OPERATION P/P 144A 04.3000 07/15/2029 | 0.03% |
| ALLERGAN FUNDING SCS USD 03.8000 03/15/2025 | 0.03% |
| ANHEUSER-BUSCH INBEV WOR 05.5500 01/23/2049 | 0.03% |
| APPLE INC 03.8500 05/04/2043 | 0.03% |
| BROADRIDGE FINANCIAL SOLUTIO SEDOL B1VP7R6 | 0.03% |
| CELANESE US HOLDINGS LLC 03.5000 05/08/2024 | 0.03% |
| CISCO SYSTEMS INC 02.5000 09/20/2026 | 0.03% |
| GFL ENVIRONMENTAL P/P 144A 07.0000 06/01/2026 | 0.03% |
| LUNDIN PETROLEUM AB SEDOL 7187627 | 0.03% |
| MCAS 2019-01 M7 P/P 144A 03.3268 10/15/2049 | 0.03% |
| REPUBLIC OF SENEGAL REGS 06.2500 05/23/2033 | 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% |
| SHIRE ACQ INV IRELAND DA USD 02.8750 09/23/2023 | 0.03% |
| UNITEDHEALTH GROUP INC 03.3750 11/15/2021 | 0.03% |
| WFRBS 2013-C12 AS 03.5600 03/15/2048 | 0.03% |
| ALPHABET INC 01.9980 08/15/2026 | 0.03% |
| AMGEN INC 04.6630 06/15/2051 | 0.03% |
| BANCO SANTANDER SA USD 04.3790 04/12/2028 | 0.03% |
| BANCO SANTANDER SA USD 05.1790 11/19/2025 | 0.03% |
| CREDIT SUISSE GRP AG P/P 144A 06.2500 12/18/2024 | 0.03% |
| JPMCC 2013-LC11 AS 03.2160 04/15/2046 | 0.03% |
| LBMLT 2004-1 A2 02.4268 02/25/2034 | 0.03% |
| LIBERTY MEDIA COR-SIRIUSXM A SEDOL BD8QGF7 | 0.03% |
| OBAYASHI CORP SEDOL 6656407 | 0.03% |
| SAIL 2004-10 A10 02.5268 11/25/2034 | 0.03% |
| STACR 2014-HQ3 M3 06.3768 10/25/2024 | 0.03% |
| TEXAS INSTRUMENTS INC SEDOL 2885409 | 0.03% |
| VERTIV TLB L+300 04.6550 03/02/2027 | 0.03% |
| AIG GLOBAL FUNDING P/P 144A 02.1500 07/02/2020 | 0.02% |
| BMIR 2018-2A M1B P/P 144A 02.9768 08/25/2028 | 0.02% |
| BMIR 2019-4A M1C P/P 144A 04.1268 10/25/2029 | 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% |
| CURTISS-WRIGHT CORP SEDOL 2241205 | 0.02% |
| CVS HEALTH CORP 03.7000 03/09/2023 | 0.02% |
| DEUTSCHE TELEKOM INT FIN USD 08.7500 06/15/2030 | 0.02% |
| ERAC USA FINANCE LLC P/P 144A 04.5000 02/15/2045 | 0.02% |
| GENTING SINGAPORE LTD SEDOL BDRTVP2 | 0.02% |
| LMAT 2019-GS7 A1 03.2500 11/25/2059 | 0.02% |
| MOODY S CORP | 0.02% |
| PROTECTIVE LIFE GLO P/P 144A 02.2620 04/08/2020 | 0.02% |
| ROYAL BK SCOTLND GRP PLC USD 04.8920 05/18/2029 | 0.02% |
| SEKISUI HOUSE LTD SEDOL 6793906 | 0.02% |
| SMITH & NEPHEW PLC SEDOL 0922320 | 0.02% |
| TENET HEALTHCARE P/P 144A 04.8750 01/01/2026 | 0.02% |
| TRANSCANADA TRUST USD 05.3000 03/15/2077 | 0.02% |
| UBS GROUP AG P/P 144A 04.1250 04/15/2026 | 0.02% |
| UNITEDHEALTH GROUP INC 04.7000 02/15/2021 | 0.02% |
| WASTE CONNECTIONS INC 03.5000 05/01/2029 | 0.02% |
| WILMAR INTERNATIONAL LTD SEDOL B17KC69 | 0.02% |
| APPLE INC 02.8500 05/06/2021 | 0.02% |
| APPLE INC 04.3750 05/13/2045 | 0.02% |
| AT&T INC 02.9500 07/15/2026 | 0.02% |
| CAS 2015-C03 2M2 06.6268 07/25/2025 | 0.02% |
| CFCRE 2011-C1 D P/P 144A 06.0887 04/15/2044 | 0.02% |
| CHEVRON CORP 02.1000 05/16/2021 | 0.02% |
| CITIBANK NA 03.0500 05/01/2020 | 0.02% |
| ERAC USA FINANCE LLC P/P 144A 05.6250 03/15/2042 | 0.02% |
| JOHNSON CONTROLS INTL PL 04.9500 07/02/2064 | 0.02% |
| JONES LANG LASALLE INC SEDOL 2040640 | 0.02% |
| LMAT 2020-GS1 A1 02.8820 10/25/2059 | 0.02% |
| MBX.FN30.500.10 R USL1M P 01/12/41 BC | 0.02% |
| MITSUBISHI UFJ FIN GRP USD 03.8500 03/01/2026 | 0.02% |
| NAVISTAR INTL TLB L+350 05.1600 11/06/2024 | 0.02% |
| NITTO DENKO CORP SEDOL 6641801 | 0.02% |
| NRZT 2018-4A A1M 02.5268 01/25/2048 | 0.02% |
| SHERWIN-WILLIAMS CO 03.4500 06/01/2027 | 0.02% |
| SPRINT CAPITAL CORPORATION 06.8750 11/15/2028 | 0.02% |
| STACR 2016-DNA1 M3 07.1768 07/25/2028 | 0.02% |
| UBS GROUP AG REGS 06.8750 12/29/2049 | 0.02% |
| UNITEDHEALTH GROUP INC 03.9500 10/15/2042 | 0.02% |
| US BANCORP 02.6250 01/24/2022 | 0.02% |
| APPLE INC 02.8500 05/11/2024 | 0.02% |
| BMW US CAPITAL LLC P/P 144A 03.9500 08/14/2028 | 0.02% |
| BRIXMOR PROPERTY GROUP INC SEDOL BFTDJL8 | 0.02% |
| CITIGROUP INC 02.9000 12/08/2021 | 0.02% |
| CREDIT AGRICOLE SA P/P 144A 04.0000 01/10/2033 | 0.02% |
| DOMINICAN REPUBLIC REGS 08.6250 04/20/2027 | 0.02% |
| EMIR 2018-1 M1 03.3268 11/25/2028 | 0.02% |
| EQUINOR ASA SEDOL 7133608 | 0.02% |
| KINDER MORGAN ENER PART 03.5000 03/01/2021 | 0.02% |
| MACQUARIE BANK LTD P/P 144A 02.8500 07/29/2020 | 0.02% |
| MATCH GROUP INC P/P 144A 05.0000 12/15/2027 | 0.02% |
| REPUBLIC OF SOUTH AFRICA USD 04.8500 09/27/2027 | 0.02% |
| ROGERS COMMUNICATIONS IN USD 04.5000 03/15/2043 | 0.02% |
| STACR 2016-HQA3 M3 05.4768 03/25/2029 | 0.02% |
| TARGA RESOURCES PART 05.0000 01/15/2028 | 0.02% |
| TESCO PLC SEDOL 0884709 | 0.02% |
| WESTERN DIGITAL CORPORATION 04.7500 02/15/2026 | 0.02% |
| ALIMENTATION COUCHE-TARD 3.550000 07/26/2027 | 0.02% |
| AMERICAN INTL GROUP 08.1750 05/15/2058 | 0.02% |
| ARRW 2018-1 A3 04.1570 04/25/2048 | 0.02% |
| BCE INC SEDOL B188TH2 | 0.02% |
| BT GROUP PLC SEDOL 3091357 | 0.02% |
| CANTOR FITZGERALD LP P/P 144A 06.5000 06/17/2022 | 0.02% |
| CAPGEMINI SE SEDOL 4163437 | 0.02% |
| CITIGROUP INC 04.4500 09/29/2027 | 0.02% |
| CROWN CASTLE INTL CORP 03.8000 02/15/2028 | 0.02% |
| ENDEAVOR ENERGY P/P 144A 05.7500 01/30/2028 | 0.02% |
| GCP APPLIED TECH P/P 144A 05.5000 04/15/2026 | 0.02% |
| GSMS 2014-GC18 C 04.9889 01/10/2047 | 0.02% |
| IVORY COAST REGS 05.3750 07/23/2024 | 0.02% |
| L3HARRIS TECH INC P/P 144A 04.4000 06/15/2028 | 0.02% |
| MARSH & MCLENNAN COS INC 04.9000 03/15/2049 | 0.02% |
| MYLAN NV SEDOL BVFMFG8 | 0.02% |
| SUNDRUG CO LTD SEDOL 6817895 | 0.02% |
| SUZUKEN CO LTD SEDOL 6865560 | 0.02% |
| T-MOBILE USA INC 06.3750 03/01/2025 | 0.02% |
| TEMPO ACQ LLC/FI P/P 144A 06.7500 06/01/2025 | 0.02% |
| TOTAL CAPITAL INTL SA USD 02.7500 06/19/2021 | 0.02% |
| WEYERHAEUSER CO 07.3750 03/15/2032 | 0.02% |
| ALFRESA HOLDINGS CORP SEDOL 6687214 | 0.02% |
| CENTENE CORP P/P 144A 04.6250 12/15/2029 | 0.02% |
| CHARTER COMM OPT LLC 04.9080 07/23/2025 | 0.02% |
| 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% |
| CWALT 2006-OA19 A1 01.8270 02/20/2047 | 0.02% |
| DNB BANK ASA P/P 144A 02.1250 10/02/2020 | 0.02% |
| HCA INC 05.3750 09/01/2026 | 0.02% |
| INTERNATIONAL PAPER CO 03.0000 02/15/2027 | 0.02% |
| MARSH & MCLENNAN COS INC 04.3750 03/15/2029 | 0.02% |
| MSBAM 2014-C14 C 04.9341 02/15/2047 | 0.02% |
| MWST 2018-W1 A 02.4768 11/25/2051 | 0.02% |
| S&P GLOBAL INC 04.4000 02/15/2026 | 0.02% |
| SABINE PASS LIQUEFACTION 04.2000 03/15/2028 | 0.02% |
| SAMI 2007-AR7 1A1 02.4768 05/25/2047 | 0.02% |
| TCI COMMUNICATIONS INC 07.1250 02/15/2028 | 0.02% |
| TRUIST BANK 02.6360 09/17/2029 | 0.02% |
| UCB SA SEDOL 5596991 | 0.02% |
| UNITEDHEALTH GROUP INC 02.7500 02/15/2023 | 0.02% |
| VONOVIA SE SEDOL BBJPFY1 | 0.02% |
| WESTPAC BANKING CORP USD 02.0000 08/19/2021 | 0.02% |
| WFRBS 2012-C9 D P/P 144A 04.8108 11/15/2045 | 0.02% |
| BANK OF AMERICA CORP 06.1000 12/29/2049 | 0.02% |
| COMM 2014-UBS6 C 04.4472 12/10/2047 | 0.02% |
| COPA HOLDINGS SA-CLASS A SEDOL B0TNJH9 | 0.02% |
| DEERE & COMPANY 02.6000 06/08/2022 | 0.02% |
| DOLLAR GENERAL CORP 03.2500 04/15/2023 | 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% |
| JPMBB 2014-C22 C 04.5541 09/15/2047 | 0.02% |
| KONINKLIJKE AHOLD DELHAIZE N SEDOL BD0Q398 | 0.02% |
| MSBAM 2012-C6 D P/P 144A 04.6074 11/15/2045 | 0.02% |
| PLANTRONICS INC P/P 144A 05.5000 05/31/2023 | 0.02% |
| PPSI 2004-WCW2 M3 02.6768 10/25/2034 | 0.02% |
| SABINE PASS LIQUEF 05.0000 03/15/2027 | 0.02% |
| STAPLES INC P/P 144A 07.5000 04/15/2026 | 0.02% |
| SWISS LIFE HOLDING AG-REG SEDOL 7437805 | 0.02% |
| THALES SA SEDOL 4162791 | 0.02% |
| UBSCM 2012-C1 C P/P 144A 05.5702 05/10/2045 | 0.02% |
| WFCM 2013-LC12 C 04.2853 07/15/2046 | 0.02% |
| WFRBS 2013-C16 AS 04.6680 09/15/2046 | 0.02% |
| AXA SA P/P 144A 06.3790 12/29/2049 | 0.02% |
| CIGNA CORP P/P 144A 04.5000 03/15/2021 | 0.02% |
| COGNIZANT TECH SOLUTIONS-A SEDOL 2257019 | 0.02% |
| CSAIL 2015-C1 D P/P 144A 03.7716 04/15/2050 | 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% |
| FIVE CORNERS FUNDING P/P 144A 04.4190 11/15/2023 | 0.02% |
| FOX CORP P/P 144A 04.0300 01/25/2024 | 0.02% |
| HESS MIDSTREAM P P/P 144A 05.6250 02/15/2026 | 0.02% |
| IHEARTCOMMUNICATIONS INC 08.3750 05/01/2027 | 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% |
| NAVISTAR INTL CORP P/P 144A 06.6250 11/01/2025 | 0.02% |
| ORACLE CORP 02.5000 10/15/2022 | 0.02% |
| STEVENS HLDG CO INC P/P 144A 06.1250 10/01/2026 | 0.02% |
| SWISS RE TREAS P/P 144A 04.2500 12/06/2042 | 0.02% |
| TENET HEALTHCARE COR P/P 144A 05.1250 11/01/2027 | 0.02% |
| TEVA PHARMACEUTICALS NE USD 06.0000 04/15/2024 | 0.02% |
| TRANSDIGM INC. P/P 144A 06.2500 03/15/2026 | 0.02% |
| TREASURY BILL 00.0000 04/16/2020 | 0.02% |
| TRUIST FIN CORP 04.8000 12/31/2099 | 0.02% |
| VIACOMCBS INC 04.6000 01/15/2045 | 0.02% |
| WELLS FARGO & COMPANY 05.8750 12/29/2049 | 0.02% |
| WFMBS 2006-AR5 1A1 04.9256 04/25/2036 | 0.02% |
| ALLY FINANCIAL INC 08.0000 11/01/2031 | 0.02% |
| ARRW 2019-3 A3 03.4160 10/25/2048 | 0.02% |
| ASHTEAD CAPITAL INC P/P 144A 04.2500 11/01/2029 | 0.02% |
| BOISE CASCADE CO P/P 144A 05.6250 09/01/2024 | 0.02% |
| BRISTOL-MYERS P/P 144A 03.4000 07/26/2029 | 0.02% |
| CCO HLDGS LLC/CAP CO P/P 144A 05.7500 02/15/2026 | 0.02% |
| CMLTI 2005-2 1A2A 04.3604 05/25/2035 | 0.02% |
| COX COMM INC P/P 144A 03.5000 08/15/2027 | 0.02% |
| CSC HOLDINGS LLC P/P 144A 07.5000 04/01/2028 | 0.02% |
| DOMINICAN REPUBLIC REGS 06.0000 07/19/2028 | 0.02% |
| DOMINICAN REPUBLIC REGS 06.5000 02/15/2048 | 0.02% |
| FIDELITY NATIONAL INFO SERV SEDOL 2769796 | 0.02% |
| ISRAEL CHEMICALS LTD SEDOL 6455530 | 0.02% |
| JAPAN PRIME REALTY INVESTMEN SEDOL 6528175 | 0.02% |
| MICROSOFT CORP 02.4000 02/06/2022 | 0.02% |
| MSC 2016-BNK2 C 03.9049 11/15/2049 | 0.02% |
| NATIONAL AUSTRALIA BK/NY 02.8000 01/10/2022 | 0.02% |
| NATIONAL BANK OF CANADA SEDOL 2077303 | 0.02% |
| NSTAR ELECTRIC CO 02.3750 10/15/2022 | 0.02% |
| PENSKE TRUCK LEASING P/P 144A 03.9000 02/01/2024 | 0.02% |
| PFIZER INC 01.9500 06/03/2021 | 0.02% |
| SINGAPORE TECH ENGINEERING SEDOL 6043214 | 0.02% |
| SPRINT SPECTRUM P/P 144A 03.3600 09/20/2021 | 0.02% |
| TREASURY BILL 00.0000 06/04/2020 | 0.02% |
| WAMU 2007-HY2 1A1 03.7866 12/25/2036 | 0.02% |
| WFCM 2013-LC12 D P/P 144A 04.2853 07/15/2046 | 0.02% |
| WFRBS 2013-C15 D P/P 144A 04.4935 08/15/2046 | 0.02% |
| ZURICH INSURANCE GROUP AG SEDOL 5983816 | 0.02% |
| AMERICAN EXPRESS CO SEDOL 2026082 | 0.02% |
| AMERICAN TOWER CORP 02.9000 01/15/2030 | 0.02% |
| AT&T INC 04.3000 02/15/2030 | 0.02% |
| BAE SYSTEMS PLC SEDOL 0263494 | 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% |
| 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% |
| INTELSAT JACKSON HLD P/P 144A 09.7500 07/15/2025 | 0.02% |
| MSBAM 2013-C9 D P/P 144A 04.1222 05/15/2046 | 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% |
| PULTEGROUP INC 05.5000 03/01/2026 | 0.02% |
| PULTEGROUP INC. 07.8750 06/15/2032 | 0.02% |
| REP OF INDONESIA P/P 144A 04.7500 01/08/2026 | 0.02% |
| SERVICE PROPERTIES TRUST 04.3750 02/15/2030 | 0.02% |
| SPECTRA ENERGY PARTNERS 03.3750 10/15/2026 | 0.02% |
| TORONTO-DOMINION BANK SEDOL 2897222 | 0.02% |
| VIACOMCBS INC 04.5000 03/01/2021 | 0.02% |
| WASTE PRO USA INC P/P 144A 05.5000 02/15/2026 | 0.02% |
| BAFC 2005-B 3M1 02.3220 04/20/2035 | 0.02% |
| BWAY HOLDING CO P/P 144A 07.2500 04/15/2025 | 0.02% |
| CAMDEN PROPERTY TRUST 04.8750 06/15/2023 | 0.02% |
| CAS 2014-C03 2M2 04.5268 07/25/2024 | 0.02% |
| CAS 2014-C04 1M2 06.5268 11/25/2024 | 0.02% |
| CBRE SERVICES INC 04.8750 03/01/2026 | 0.02% |
| ENTERPRISE PRODUCTS OPER 02.8000 01/31/2030 | 0.02% |
| FHLMC FR30 ZS9547 UMBS 04.0000 09/01/2045 | 0.02% |
| GNR 2015-H25 BI IO 02.0803 10/20/2065 | 0.02% |
| IHS MARKIT LTD USD 04.7500 08/01/2028 | 0.02% |
| JPMCC 2010-C2 C P/P 144A 05.6352 11/15/2043 | 0.02% |
| KKR GROUP FIN CO III P/P 144A 05.1250 06/01/2044 | 0.02% |
| MITSUBISHI UFJ LEASE & FINAN SEDOL 6268976 | 0.02% |
| NEC CORP SEDOL 6640400 | 0.02% |
| OSAT 2020-RPL1 A1 P/P 144A 03.1990 12/26/2059 | 0.02% |
| QUEST DIAGNOSTICS INC SEDOL 2702791 | 0.02% |
| RBS GLOBAL/REXNO P/P 144A 04.8750 12/15/2025 | 0.02% |
| SPRINT CORP 07.2500 09/15/2021 | 0.02% |
| TENET HEALTHCARE CORP 08.1250 04/01/2022 | 0.02% |
| UNIVAR SOLUTIONS P/P 144A 05.1250 12/01/2027 | 0.02% |
| WALT DISNEY COMP 07.7500 01/20/2024 | 0.02% |
| WFCM 2014-LC16 XA IO 01.1121 08/15/2050 | 0.02% |
| Z HOLDINGS CORP SEDOL 6084848 | 0.02% |
| AIR LIQUIDE SA SEDOL B1YXBJ7 | 0.02% |
| AMUNDI SA SEDOL BYZR014 | 0.02% |
| ARD FINANCE SA P/P 144A 06.5000 06/30/2027 | 0.02% |
| AUTOMATIC DATA PROCESSING SEDOL 2065308 | 0.02% |
| BANFF MERGER SUB INC P/P 144A 09.7500 09/01/2026 | 0.02% |
| BRAND ENERGY & I P/P 144A 08.5000 07/15/2025 | 0.02% |
| BRAND ENERGY TL L+425 06.0880 06/21/2024 | 0.02% |
| CNP ASSURANCES SEDOL 5543986 | 0.02% |
| COMCAST CORP 03.9990 11/01/2049 | 0.02% |
| COMCAST CORP 04.0490 11/01/2052 | 0.02% |
| COMPASS MIN INTL P/P 144A 06.7500 12/01/2027 | 0.02% |
| DH EUROPE FINANCE II USD 03.4000 11/15/2049 | 0.02% |
| DIAMOND SPORTS GR/DI P/P 144A 06.6250 08/15/2027 | 0.02% |
| DIAMONDBACK ENERGY INC 03.2500 12/01/2026 | 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% |
| HONEYWELL INTL 03.8120 11/21/2047 | 0.02% |
| LIBERTY MEDIA COR-SIRIUSXM C SEDOL BD8QGH9 | 0.02% |
| METLIFE CAP TRST IV P/P 144A 07.8750 12/15/2037 | 0.02% |
| NIELSEN FIN LLC/CO P/P 144A 05.0000 04/15/2022 | 0.02% |
| PPL CAPITAL FUNDING INC 04.2000 06/15/2022 | 0.02% |
| STACR 2020-HQA1 M2 03.7350 01/25/2050 | 0.02% |
| VIACOMCBS INC 02.9000 01/15/2027 | 0.02% |
| WYNN LAS VEGAS P/P 144A 05.2500 05/15/2027 | 0.02% |
| ALLISON TRANSMISSION P/P 144A 04.7500 10/01/2027 | 0.01% |
| APPLE INC 03.4500 05/06/2024 | 0.01% |
| AUTOZONE INC SEDOL 2065955 | 0.01% |
| AXA SA SEDOL 7088429 | 0.01% |
| CHOCOLADEFABRIKEN LINDT-PC SEDOL 5962280 | 0.01% |
| COMM 2014-CR18 C 04.7252 07/15/2047 | 0.01% |
| CREDIT SUISSE GRP AG P/P 144A 03.8690 01/12/2029 | 0.01% |
| CSC HOLDINGS LLC 06.7500 11/15/2021 | 0.01% |
| DASSAULT AVIATION SA SEDOL 4067164 | 0.01% |
| DENBURY RESOURCES IN P/P 144A 09.0000 05/15/2021 | 0.01% |
| GNR 2016-H16 EI IO 02.3983 06/20/2066 | 0.01% |
| GREAT LAKES D&D 08.0000 05/15/2022 | 0.01% |
| GW B-CR SECURITY P/P 144A 09.5000 11/01/2027 | 0.01% |
| HCA INC 05.5000 06/15/2047 | 0.01% |
| HOWARD HUGHES CORP P/P 144A 05.3750 03/15/2025 | 0.01% |
| KIMBERLY-CLARK CORP SEDOL 2491839 | 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% |
| PARK-OHIO INDUSTRIES INC 06.6250 04/15/2027 | 0.01% |
| PRUDENTIAL FINANCIAL INC 05.2000 03/15/2044 | 0.01% |
| REP OF INDONESIA P/P 144A 03.3750 04/15/2023 | 0.01% |
| ROSS STORES INC SEDOL 2746711 | 0.01% |
| SCIENTIFIC GAMES P/P 144A 07.2500 11/15/2029 | 0.01% |
| SCOTTS MIRACLE-GRO 04.5000 10/15/2029 | 0.01% |
| SOHGO SECURITY SERVICES CO SEDOL 6546359 | 0.01% |
| STACR 2014-HQ2 M3 05.3768 09/25/2024 | 0.01% |
| TRANSDIGM INC P/P 144A 05.5000 11/15/2027 | 0.01% |
| TTM TECHNOLOGIES INC P/P 144A 05.6250 10/01/2025 | 0.01% |
| UNITEDHEALTH GROUP INC 02.8750 03/15/2022 | 0.01% |
| YPSO FINANCE BIS P/P 144A 06.0000 02/15/2028 | 0.01% |
| ALIMEN COUCHE P/P 144A 02.9500 01/25/2030 | 0.01% |
| ARRW 2019-1 A3 04.2080 01/25/2049 | 0.01% |
| BANK OF MONTREAL SEDOL 2076009 | 0.01% |
| BGC PARTNERS INC 05.1250 05/27/2021 | 0.01% |
| BIG RVR STL/FIN P/P 144A 07.2500 09/01/2025 | 0.01% |
| BPCE SA P/P 144A 05.1500 07/21/2024 | 0.01% |
| CALPINE CORP P/P 144A 04.5000 02/15/2028 | 0.01% |
| CARRIAGE SVCS INC P/P 144A 06.6250 06/01/2026 | 0.01% |
| CCO HLDGS LLC/CAP C P/P 144A 05.5000 05/01/2026 | 0.01% |
| CON EDISON CO OF NY INC 04.2000 03/15/2042 | 0.01% |
| CRC ESCROW ISSUER LL P/P 144A 05.2500 10/15/2025 | 0.01% |
| CVS PASS-THROUGH P/P 144A 04.7040 01/10/2036 | 0.01% |
| ENERGY TRANSFER OPERATNG 02.9000 05/15/2025 | 0.01% |
| EXXON MOBIL CORP SEDOL 2326618 | 0.01% |
| GNR 2013-99 AS IO 04.4030 06/20/2043 | 0.01% |
| GNR 2017-162 QI IO 05.0000 10/11/2047 | 0.01% |
| IRON MOUNTAIN INC P/P 144A 04.8750 09/15/2027 | 0.01% |
| KRAFT HEINZ FOODS CO 03.0000 06/01/2026 | 0.01% |
| KRAFT HEINZ FOODS CO 05.0000 07/15/2035 | 0.01% |
| L3HARRIS TECHNOLOGIES INC SEDOL BK9DTN5 | 0.01% |
| LPL HOLDINGS INC P/P 144A 05.7500 09/15/2025 | 0.01% |
| MEREDITH CORP 06.8750 02/01/2026 | 0.01% |
| MSC 2011-C3 D P/P 144A 05.2445 07/15/2049 | 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% |
| OSHKOSH CORP 05.3750 03/01/2025 | 0.01% |
| OTIS WORLDWIDE CORP P/P 144A 02.5650 02/15/2030 | 0.01% |
| PACKAGING CORP OF AMERIC 04.5000 11/01/2023 | 0.01% |
| PETROLEOS MEXICANOS P/P 144A 07.6900 01/23/2050 | 0.01% |
| PLAINS GP HOLDINGS LP-CL A SEDOL BDGHN95 | 0.01% |
| RAMC 2003-4 A1 02.1468 03/25/2034 | 0.01% |
| REFINITIV US HLDG P/P 144A 06.2500 05/15/2026 | 0.01% |
| SCIENTIFIC GAMES P/P 144A 08.2500 03/15/2026 | 0.01% |
| SERVICE CORP INTL 05.1250 06/01/2029 | 0.01% |
| SERVICE CORP INTL 05.3750 05/15/2024 | 0.01% |
| STACR 2017-DNA1 M2 04.8768 07/25/2029 | 0.01% |
| TERRIER MEDIA BU P/P 144A 08.8750 12/15/2027 | 0.01% |
| VIDEOTRON LTD USD 05.0000 07/15/2022 | 0.01% |
| WALT DISNEY CO/THE SEDOL 2270726 | 0.01% |
| WAMU 2005-AR9 A1C3 02.5868 07/25/2045 | 0.01% |
| WASTE MANAGEMENT INC. 04.7500 06/30/2020 | 0.01% |
| WATCO COS LLC/FI P/P 144A 06.3750 04/01/2023 | 0.01% |
| WESTROCK MWV LLC 07.9500 02/15/2031 | 0.01% |
| ALBERTSONS COS/SAFE P/P 144A 04.6250 01/15/2027 | 0.01% |
| ARCELORMITTAL USD 07.0000 10/15/2039 | 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% |
| BOMBARDIER INC P/P 144A 07.8750 04/15/2027 | 0.01% |
| BRAMBLES LTD SEDOL B1FJ0C0 | 0.01% |
| CAN IMPERIAL BK OF COMMERCE SEDOL 2170525 | 0.01% |
| CAS 2014-C02 1M2 04.2268 05/25/2024 | 0.01% |
| CAS 2017-C01 1EB1 02.8768 07/25/2029 | 0.01% |
| CEMEX FINANCE LLC P/P 144A 06.0000 04/01/2024 | 0.01% |
| CHS/COMMUNITY P/P 144A 06.6250 02/15/2025 | 0.01% |
| CLUBCORP HLDG INC P/P 144A 08.5000 09/15/2025 | 0.01% |
| CORNERSTONE BUILDING P/P 144A 08.0000 04/15/2026 | 0.01% |
| CWALT 2005-59 1A1 01.9770 11/20/2035 | 0.01% |
| DCP MIDSTREAM P/P 144A 06.7500 09/15/2037 | 0.01% |
| DIAMOND 1 FIN/DIAMON P/P 144A 08.3500 07/15/2046 | 0.01% |
| DIRECT LINE INSURANCE GROUP SEDOL BY9D0Y1 | 0.01% |
| DOLLAR TREE INC SEDOL 2272476 | 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% |
| GOLDEN NUGGET INC P/P 144A 08.7500 10/01/2025 | 0.01% |
| GREIF INC P/P 144A 06.5000 03/01/2027 | 0.01% |
| HSBC USA INC 03.5000 06/23/2024 | 0.01% |
| HUSKY TLB L+300 04.6034 03/28/2025 | 0.01% |
| INGEVITY CORP P/P 144A 04.5000 02/01/2026 | 0.01% |
| ISTAR INC 04.2500 08/01/2025 | 0.01% |
| ISTAR INC 04.7500 10/01/2024 | 0.01% |
| ITRON INC P/P 144A 05.0000 01/15/2026 | 0.01% |
| JPMCC 2013-C10 AS 03.3715 12/15/2047 | 0.01% |
| KINDER MORGAN ENER PART 03.4500 02/15/2023 | 0.01% |
| MIZUHO FINANCIAL GROUP INC SEDOL 6591014 | 0.01% |
| NTT DATA CORP SEDOL 6125639 | 0.01% |
| PRECISION DRILL P/P 144A 07.1250 01/15/2026 | 0.01% |
| SERVICE CORPORATION INTL 04.6250 12/15/2027 | 0.01% |
| STANDARD IND INC P/P 144A 05.3750 11/15/2024 | 0.01% |
| STAPLES INC. P/P 144A 10.7500 04/15/2027 | 0.01% |
| SWISS PRIME SITE-REG SEDOL B083BH4 | 0.01% |
| TALLGRASS NRG PRTNR P/P 144A 05.5000 01/15/2028 | 0.01% |
| TEVA PHARMACEUTICALS NE USD 06.7500 03/01/2028 | 0.01% |
| WAMU 2005-AR14 1A2 03.8382 12/25/2035 | 0.01% |
| WERNER FINCO LP/INC P/P 144A 08.7500 07/15/2025 | 0.01% |
| 1011778 BC / NEW RED P/P 144A 05.0000 10/15/2025 | 0.01% |
| AFLAC INC SEDOL 2026361 | 0.01% |
| ASCEND LEARNING LLC P/P 144A 06.8750 08/01/2025 | 0.01% |
| BAUSCH HLTH AMERICAS P/P 144A 08.5000 01/31/2027 | 0.01% |
| BOLIDEN AB SEDOL BJV12J7 | 0.01% |
| BROTHER INDUSTRIES LTD SEDOL 6146500 | 0.01% |
| CELANESE US HOLDINGS LLC 04.6250 11/15/2022 | 0.01% |
| CGCMT 2014-GC19 D P/P 144A 05.0918 03/10/2047 | 0.01% |
| CWALT 2006-24CB A19 02.1268 08/25/2036 | 0.01% |
| DIAMOND SPORTS P/P 144A 05.3750 08/15/2026 | 0.01% |
| EIFFAGE SEDOL B13X013 | 0.01% |
| ELANCO ANIMAL HEALTH 05.6500 08/28/2028 | 0.01% |
| ENTERCOM MEDIA CORP P/P 144A 06.5000 05/01/2027 | 0.01% |
| ENTERCOM MEDIA CORP P/P 144A 07.2500 11/01/2024 | 0.01% |
| FUJIFILM HOLDINGS CORP SEDOL 6356525 | 0.01% |
| GNR 2016-123 LI IO 03.5000 03/20/2044 | 0.01% |
| HMIR 2018-1 M1 P/P 144A 03.2268 10/25/2028 | 0.01% |
| HUSKY III HLDG LTD P/P 144A 13.0000 02/15/2025 | 0.01% |
| JPMORGAN CHASE & CO 06.1000 02/01/2049 | 0.01% |
| MERCK & CO. INC. 02.7500 02/10/2025 | 0.01% |
| NABORS INDUSTRIES INC. 05.7500 02/01/2025 | 0.01% |
| ORACLE CORP 05.3750 07/15/2040 | 0.01% |
| PQ CORP P/P 144A 05.7500 12/15/2025 | 0.01% |
| PROVIDENT FDG/PFG FI P/P 144A 06.3750 06/15/2025 | 0.01% |
| SIX FLAGS ENT P/P 144A 04.8750 07/31/2024 | 0.01% |
| SONIC HEALTHCARE LTD SEDOL 6821120 | 0.01% |
| SPRINT CORP 07.6250 03/01/2026 | 0.01% |
| SPRINT CORP P/P 144A 07.2500 02/01/2028 | 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% |
| TOPBUILD CORP P/P 144A 05.6250 05/01/2026 | 0.01% |
| TOYOTA MOTOR CORP SEDOL 6900643 | 0.01% |
| US CONCRETE INC 06.3750 06/01/2024 | 0.01% |
| USD/JPY PUT 107.00 20200413 UBS | 0.01% |
| USD/JPY PUT 107.00 20200417 JPMCB | 0.01% |
| VISTRA OPERATIONS CO P/P 144A 05.5000 09/01/2026 | 0.01% |
| VMWARE INC 03.9000 08/21/2027 | 0.01% |
| WAMU 2005-AR11 A1B3 02.0268 08/25/2045 | 0.01% |
| WESTPAC BANKING CORP USD 04.4210 07/24/2039 | 0.01% |
| WFCM 2016-LC25 XA IO 00.9870 12/15/2059 | 0.01% |
| WYNN RESORTS FIN LLC P/P 144A 05.1250 10/01/2029 | 0.01% |
| YPSO FINANCE BIS P/P 144A 10.5000 05/15/2027 | 0.01% |
| ALLEGHENY TECHNOLOGIES INC 07.8750 08/15/2023 | 0.01% |
| APERGY CORP 06.3750 05/01/2026 | 0.01% |
| BAUSCH HEALTH COS INC REGS 04.5000 05/15/2023 | 0.01% |
| BAUSCH HLTH COS INC P/P 144A 07.0000 03/15/2024 | 0.01% |
| CAS 2015-C01 1M2 05.9268 02/25/2025 | 0.01% |
| CF INDUSTRIES INC 04.9500 06/01/2043 | 0.01% |
| CFCRE 2011-C2 D P/P 144A 05.7414 12/15/2047 | 0.01% |
| CHENIERE CORP CHRIST 05.8750 03/31/2025 | 0.01% |
| CNO FINANCIAL GROUP INC 05.2500 05/30/2025 | 0.01% |
| COCA-COLA EUROPEAN PARTNERS SEDOL BYQQ3P5 | 0.01% |
| CONSTELLIUM SE P/P 144A 05.8750 02/15/2026 | 0.01% |
| DIAMOND 1 FIN/DIAMON P/P 144A 07.1250 06/15/2024 | 0.01% |
| F5 NETWORKS INC SEDOL 2427599 | 0.01% |
| FAIRFAX US INC P/P 144A 04.8750 08/13/2024 | 0.01% |
| GENERAL DYNAMICS CORP 02.2500 11/15/2022 | 0.01% |
| GFL ENVIRONMENTA P/P 144A 08.5000 05/01/2027 | 0.01% |
| HKT TRUST AND HKT LTD-SS SEDOL B4TXDZ3 | 0.01% |
| HUB INTL LTD P/P 144A 07.0000 05/01/2026 | 0.01% |
| INFOR US INC 06.5000 05/15/2022 | 0.01% |
| IPALCO ENTPRS IN 03.7000 09/01/2024 | 0.01% |
| KEURIG DR PEPPER INC 04.0570 05/25/2023 | 0.01% |
| LEVEL 3 FIN INC P/P 144A 04.6250 09/15/2027 | 0.01% |
| MATTAMY GROUP CORP P/P 144A 04.6250 03/01/2030 | 0.01% |
| NORFOLK SOUTHERN CORP SEDOL 2641894 | 0.01% |
| NRG ENERGY INC P/P 144A 05.2500 06/15/2029 | 0.01% |
| PENSKE TRUCK LE P/P 144A 03.4000 11/15/2026 | 0.01% |
| PETROBRAS GLOBAL FIN P/P 144A 05.0930 01/15/2030 | 0.01% |
| PROLOGIS LP 02.2500 04/15/2030 | 0.01% |
| SMURFIT KAPPA TREASURY USD 07.5000 11/20/2025 | 0.01% |
| SPRINGLEAF FINANCE CORP 05.3750 11/15/2029 | 0.01% |
| STACR 2015-DN1 M3 05.7768 01/25/2025 | 0.01% |
| STACR 2015-DNA2 M3 05.5268 12/25/2027 | 0.01% |
| STARWOOD PROP TR 04.7500 03/15/2025 | 0.01% |
| T-MOBILE USA INC 04.7500 02/01/2028 | 0.01% |
| TMS INTL HLDG CORP P/P 144A 07.2500 08/15/2025 | 0.01% |
| TREASURY BILL 00.0000 07/16/2020 | 0.01% |
| UNITEDHEALTH GROUP INC SEDOL 2917766 | 0.01% |
| WESFARMERS LTD SEDOL 6948836 | 0.01% |
| AKER BP ASA P/P 144A 03.7500 01/15/2030 | 0.01% |
| ALLERGAN FUNDING SCS USD 03.4500 03/15/2022 | 0.01% |
| ALTICE FRANCE P/P 144A 07.3750 05/01/2026 | 0.01% |
| AMSTED INDUSTRIES P/P 144A 04.6250 05/15/2030 | 0.01% |
| ARDAGH PKG FIN/HLDGS P/P 144A 04.1250 08/15/2026 | 0.01% |
| ARDAGH PKG FIN/HLDGS P/P 144A 05.2500 08/15/2027 | 0.01% |
| 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% |
| CAD/USD 04/15/2020 SSBT | 0.01% |
| CAPITAL ONE FINANCIAL CO 04.2000 10/29/2025 | 0.01% |
| CENOVUS ENERGY INC USD 06.7500 11/15/2039 | 0.01% |
| CNO FINANCIAL GROUP INC 05.2500 05/30/2029 | 0.01% |
| COMM 2014-UBS6 XA IO 00.8920 12/10/2047 | 0.01% |
| EG GLOBAL FIN PLC P/P 144A 06.7500 02/07/2025 | 0.01% |
| ELI LILLY & CO SEDOL 2516152 | 0.01% |
| FHR 3829 AS IO 05.2915 03/15/2041 | 0.01% |
| FISERV INC SEDOL 2342034 | 0.01% |
| GENERAL DYNAMICS CORP SEDOL 2365161 | 0.01% |
| GFL ENVIRON INC P/P 144A 05.1250 12/15/2026 | 0.01% |
| GNR 2015-H26 EI IO 01.7315 10/20/2065 | 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% |
| INTEL CORP SEDOL 2463247 | 0.01% |
| JPMBB 2014-C25 XA IO 00.8523 11/15/2047 | 0.01% |
| MARATHON PETRO CORP 06.5000 03/01/2041 | 0.01% |
| MTR CORP SEDOL 6290054 | 0.01% |
| NEWCREST MINING LTD SEDOL 6637101 | 0.01% |
| NEWELL BRANDS INC 04.2000 04/01/2026 | 0.01% |
| NIPPON STEEL CORP SEDOL 6642569 | 0.01% |
| NOMURA REAL ESTATE HOLDINGS SEDOL B1CWJM5 | 0.01% |
| OCCIDENTAL PETROLEUM CORP SEDOL 2655408 | 0.01% |
| ONCOR ELECTRIC DELIVERY 05.3000 06/01/2042 | 0.01% |
| ORKLA ASA SEDOL B1VQF42 | 0.01% |
| PANTHER BF AGGRE 2 P/P 144A 08.5000 05/15/2027 | 0.01% |
| PUBLIC SERVICE ELECTRIC 05.5000 03/01/2040 | 0.01% |
| RENAISSANCERE HOLDINGS LTD SEDOL 2728429 | 0.01% |
| SANOFI SEDOL 5671735 | 0.01% |
| 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 2019-HQA1 M2 03.9768 02/25/2049 | 0.01% |
| TRANSDIGM INC 06.3750 06/15/2026 | 0.01% |
| TREASURY BILL 00.0000 04/23/2020 | 0.01% |
| TRI POINTE GROUP / HOMES 05.8750 06/15/2024 | 0.01% |
| UNIVISION COMM P/P 144A 05.1250 02/15/2025 | 0.01% |
| US BANCORP SEDOL 2736035 | 0.01% |
| USI INC/NY P/P 144A 06.8750 05/01/2025 | 0.01% |
| WFRBS 2013-C14 XA IO 00.7310 06/15/2046 | 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% |
| 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% |
| 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% |
| BEACON ROOFING SUPP P/P 144A 04.8750 11/01/2025 | 0.01% |
| BERRY GLOBAL INC 05.1250 07/15/2023 | 0.01% |
| CGCMT 2012-GC8 XA IO P/P 144A 01.7685 09/10/2045 | 0.01% |
| CSC HOLDINGS LLC P/P 144A 05.7500 01/15/2030 | 0.01% |
| CSC HOLDINGS LLC P/P 144A 07.7500 07/15/2025 | 0.01% |
| DIAMONDBACK ENERGY INC 05.3750 05/31/2025 | 0.01% |
| DISH NETWORK CV 03.3750 08/15/2026 | 0.01% |
| ENDO LTD/FIN LLC/FIN P/P 144A 06.0000 02/01/2025 | 0.01% |
| ENERGY TRANSFER OPERATNG 06.1250 12/15/2045 | 0.01% |
| EPR PROPERTIES 05.7500 CUM CV PFD | 0.01% |
| ESH HOSPITALITY INC P/P 144A 05.2500 05/01/2025 | 0.01% |
| GLP CAPITAL LP / FIN II 05.2500 06/01/2025 | 0.01% |
| GNMA GII30 BL6185 06.0000 01/20/2049 | 0.01% |
| GNMA GII30 BL6216 06.0000 03/20/2049 | 0.01% |
| GNMA GII30 BL6219 06.0000 03/20/2049 | 0.01% |
| GNMA GII30 BL6235 06.0000 04/20/2049 | 0.01% |
| HESS MIDSTREAM P P/P 144A 05.1250 06/15/2028 | 0.01% |
| HUDBAY MINERALS INC P/P 144A 07.6250 01/15/2025 | 0.01% |
| ICAHN ENTER/FIN 06.2500 05/15/2026 | 0.01% |
| JPMBB 2015-C33 XA IO 00.9707 12/15/2048 | 0.01% |
| JUNIPER NETWORKS INC SEDOL 2431846 | 0.01% |
| L BRANDS INC 07.5000 06/15/2029 | 0.01% |
| LADDER CAP FINAN P/P 144A 04.2500 02/01/2027 | 0.01% |
| LIONS GATE CAP HOLD P/P 144A 05.8750 11/01/2024 | 0.01% |
| LIONS GATE CAP HOLD P/P 144A 06.3750 02/01/2024 | 0.01% |
| LOEWS CORP SEDOL 2523022 | 0.01% |
| LOUISIANA-PACIFIC CORPORATION 04.8750 09/15/2024 | 0.01% |
| MEG ENERGY CORP P/P 144A 06.5000 01/15/2025 | 0.01% |
| NATIONSTAR MTG P/P 144A 08.1250 07/15/2023 | 0.01% |
| NETFLIX INC 04.8750 04/15/2028 | 0.01% |
| NEXSTAR BROADC P/P 144A 05.6250 08/01/2024 | 0.01% |
| ORACLE CORP 02.5000 05/15/2022 | 0.01% |
| ORACLE CORP JAPAN SEDOL 6141680 | 0.01% |
| PERTAMINA PERSERO PT P/P 144A 04.3000 05/20/2023 | 0.01% |
| PORSCHE AUTOMOBIL HLDG-PRF SEDOL 7101069 | 0.01% |
| PRIME SECURITY SVCS P/P 144A 06.2500 01/15/2028 | 0.01% |
| QVC INC 04.8500 04/01/2024 | 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 06.1250 04/01/2023 | 0.01% |
| ROYAL BK SCOTLND GRP PLC USD 07.5000 12/29/2049 | 0.01% |
| STATION CASINOS LLC P/P 144A 04.5000 02/15/2028 | 0.01% |
| SUGAR HSP GAMING P/P 144A 05.8750 05/15/2025 | 0.01% |
| TENNANT CO 05.6250 05/01/2025 | 0.01% |
| THE BANK OF NOVA SCOTIA USD 02.7000 03/07/2022 | 0.01% |
| TMX FIN LLC/TITLEMAX P/P 144A 11.1250 04/01/2023 | 0.01% |
| TRIVIUM PACK FIN P/P 144A 05.5000 08/15/2026 | 0.01% |
| TRONOX FINANCE PLC P/P 144A 05.7500 10/01/2025 | 0.01% |
| WFRBS 2013-C11 AS 03.3110 03/15/2045 | 0.01% |
| WPX ENERGY INC 05.2500 10/15/2027 | 0.01% |
| AMC ENT HOLDIN 05.8750 11/15/2026 | 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% |
| ASCENT RESOURCES/AEU P/P 144A 10.0000 04/01/2022 | 0.01% |
| AUD/USD 04/15/2020 UBS | 0.01% |
| AXALTA COATING SYS P/P 144A 04.8750 08/15/2024 | 0.01% |
| BRIDGESTONE CORP SEDOL 6132101 | 0.01% |
| BROOKFIELD RESID PRO P/P 144A 06.1250 07/01/2022 | 0.01% |
| BUILDERS FIRSTSOURCE P/P 144A 06.7500 06/01/2027 | 0.01% |
| BUMT 2005-1 1A1 02.2268 09/25/2045 | 0.01% |
| CAS 2015-C02 2M2 05.6268 05/25/2025 | 0.01% |
| CAS 2019-HRP1 M2 03.8109 11/25/2039 | 0.01% |
| CAS 2019-R02 1M2 03.9268 08/25/2031 | 0.01% |
| CHARTER COMM OPT LLC 05.3750 05/01/2047 | 0.01% |
| CHS/COMMUNITY HEALT P/P 144A 08.1250 06/30/2024 | 0.01% |
| COMM 2013-CR11 XA IO 00.9283 08/10/2050 | 0.01% |
| COMM 2014-CR19 XA IO 01.0079 08/10/2047 | 0.01% |
| COMMONWEALTH EDISON CO 05.9000 03/15/2036 | 0.01% |
| COMMSCOPE TECH LLC P/P 144A 06.0000 06/15/2025 | 0.01% |
| CROWN CORK & SEAL CO INC 07.3750 12/15/2026 | 0.01% |
| DRESDNER FDG TRST I P/P 144A 08.1510 06/30/2031 | 0.01% |
| EMIR 2018-1 M2 04.6268 11/25/2028 | 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% |
| GENERAL MOTORS FINL CO 04.0000 01/15/2025 | 0.01% |
| GNMA GII30 BL6016 06.0000 02/20/2049 | 0.01% |
| GNMA GII30 BM1953 06.0000 03/20/2049 | 0.01% |
| GSMS 2014-GC24 XA IO 00.7368 09/10/2047 | 0.01% |
| HONGKONG LAND HOLDINGS LTD SEDOL 6434915 | 0.01% |
| JARDINE MATHESON HLDGS LTD SEDOL 6472119 | 0.01% |
| JPMCC 2012-LC9 D P/P 144A 04.4179 12/15/2047 | 0.01% |
| KFC HLD/PIZZA HUT/TA P/P 144A 05.0000 06/01/2024 | 0.01% |
| KFC HLD/PIZZA HUT/TA P/P 144A 05.2500 06/01/2026 | 0.01% |
| KLEPIERRE SEDOL 7582556 | 0.01% |
| LIVE NATION ENTERTAI P/P 144A 05.6250 03/15/2026 | 0.01% |
| MAXIM INTEGRATED PRODUCTS SEDOL 2573760 | 0.01% |
| MBX.FN30.500.09 R USL1M P 01/12/40 BC | 0.01% |
| MLMI 2005-A2 A2 03.7323 02/25/2035 | 0.01% |
| NEWFIELD EXPLORATION CO 05.7500 01/30/2022 | 0.01% |
| NRG ENERGY INC. 07.2500 05/15/2026 | 0.01% |
| NUCOR CORP SEDOL 2651086 | 0.01% |
| NUTRIEN LTD USD 05.2500 01/15/2045 | 0.01% |
| 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% |
| QORVO INC 05.5000 07/15/2026 | 0.01% |
| RAYTHEON COMPANY 04.8750 10/15/2040 | 0.01% |
| REPUBLIC OF VENEZUELA REGS 08.2500 10/13/2024 | 0.01% |
| SABINE PASS LIQUEFAC 05.7500 05/15/2024 | 0.01% |
| SPRINGLEAF FINANCE CORP 06.8750 03/15/2025 | 0.01% |
| STACR 2015-HQ2 M2 03.5768 05/25/2025 | 0.01% |
| STACR 2019-DNA1 M2 04.2768 01/25/2049 | 0.01% |
| TRANSOCEAN POSEIDON P/P 144A 06.8750 02/01/2027 | 0.01% |
| TRANSOCEAN SENTR P/P 144A 05.3750 05/15/2023 | 0.01% |
| VERTIV INT HOLD CORP P/P 144A 12.0000 02/15/2022 | 0.01% |
| WEEKLEY HOMES LLC 06.0000 02/01/2023 | 0.01% |
| WFRBS 2012-C9 XA IO P/P 144A 01.8935 11/15/2045 | 0.01% |
| WM MORRISON SUPERMARKETS SEDOL 0604316 | 0.01% |
| WMG ACQUISITION CORP P/P 144A 05.0000 08/01/2023 | 0.01% |
| WPX ENERGY INC 08.2500 08/01/2023 | 0.01% |
| WYNDHAM HOTELS & RE P/P 144A 05.3750 04/15/2026 | 0.01% |
| 1011778 BC ULC / P/P 144A 04.3750 01/15/2028 | 0.01% |
| ABC-MART INC SEDOL 6292102 | 0.01% |
| ALLIANT HOLDINGS P/P 144A 06.7500 10/15/2027 | 0.01% |
| ALLY FINANCIAL INC 03.8750 05/21/2024 | 0.01% |
| AMC ENTERTAINMENT HLDGS 05.7500 06/15/2025 | 0.01% |
| ANTERO RESOURCES FIN 05.1250 12/01/2022 | 0.01% |
| AROUNDTOWN SA SEDOL BF0CK44 | 0.01% |
| ASP AMC MERGER SUB P/P 144A 08.0000 05/15/2025 | 0.01% |
| BAUSCH HLTH COS INC P/P 144A 05.5000 11/01/2025 | 0.01% |
| BOMBARDIER INC P/P 144A 07.5000 12/01/2024 | 0.01% |
| BWAY CORP TLB L+325 05.0840 04/03/2024 | 0.01% |
| CENTENE CORP 04.7500 05/15/2022 | 0.01% |
| CHEMOURS CO 07.0000 05/15/2025 | 0.01% |
| CLEAN HARBORS INC P/P 144A 04.8750 07/15/2027 | 0.01% |
| CLEAR CHANNEL WORLD P/P 144A 09.2500 02/15/2024 | 0.01% |
| CLEAR CHANNEL WORLDW P/P 144A 05.1250 08/15/2027 | 0.01% |
| COMCAST CORP 06.5000 11/15/2035 | 0.01% |
| COMM 2014-LC17 XA IO 00.7681 10/10/2047 | 0.01% |
| COMSTOCK RE INC P/P 144A 07.5000 05/15/2025 | 0.01% |
| CWALT 2005-27 1A1 02.3858 08/25/2035 | 0.01% |
| FERGUSON PLC SEDOL BJVNSS4 | 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% |
| FRONTIER COMM P/P 144A 08.5000 04/01/2026 | 0.01% |
| GARTNER INC P/P 144A 05.1250 04/01/2025 | 0.01% |
| GNMA GII30 BL6184 06.0000 02/20/2049 | 0.01% |
| GNMA GII30 BL6217 06.0000 03/20/2049 | 0.01% |
| GSMS 2013-GC10 XA IO 01.4994 02/10/2046 | 0.01% |
| GSMS 2014-GC22 XA IO 00.9848 06/10/2047 | 0.01% |
| HANESBRANDS INC P/P 144A 04.6250 05/15/2024 | 0.01% |
| ICAHN ENTER/FIN 06.7500 02/01/2024 | 0.01% |
| JAPAN TOBACCO INC SEDOL 6474535 | 0.01% |
| JELD-WEN INC P/P 144A 04.6250 12/15/2025 | 0.01% |
| JFE HOLDINGS INC SEDOL 6543792 | 0.01% |
| KINDER MORGAN INC/DELAWA 07.7500 01/15/2032 | 0.01% |
| LIVE NATION ENT P/P 144A 04.8750 11/01/2024 | 0.01% |
| MBX.FN30.500.10 R USL1M P 01/12/41 CI | 0.01% |
| MEG ENERGY CORP P/P 144A 07.1250 02/01/2027 | 0.01% |
| MERCER INTL INC USD 06.5000 02/01/2024 | 0.01% |
| MSBAM 2014-C17 XA IO 01.1084 08/15/2047 | 0.01% |
| MSRR 2015-R4 CB1 02.4851 08/26/2047 | 0.01% |
| NOVELIS CORP P/P 144A 04.7500 01/30/2030 | 0.01% |
| PETROBRAS GLOBAL FIN USD 05.9990 01/27/2028 | 0.01% |
| QORVO INC SEDOL BR9YYP4 | 0.01% |
| RESIDEO FUNDING INC P/P 144A 06.1250 11/01/2026 | 0.01% |
| ROBERTSHAW US HOLDING L+325 04.8750 02/28/2025 | 0.01% |
| SABRE GLBL INC P/P 144A 05.3750 04/15/2023 | 0.01% |
| SAMPO OYJ-A SHS SEDOL 5226038 | 0.01% |
| SEK/USD 03/18/2020 SSBT | 0.01% |
| SM ENERGY CO 06.7500 09/15/2026 | 0.01% |
| SOLENIS ADD-ON TL 1STL L+400 05.6550 06/26/2025 | 0.01% |
| SS&C TECH INC P/P 144A 05.5000 09/30/2027 | 0.01% |
| STARFRUIT US/STAR FI P/P 144A 08.0000 10/01/2026 | 0.01% |
| STEEL DYNAMICS INC 05.5000 10/01/2024 | 0.01% |
| SWEDISH MATCH AB SEDOL 5048566 | 0.01% |
| TRANSOCEAN INC 07.5000 04/15/2031 | 0.01% |
| TRANSOCEAN INC P/P 144A 08.0000 02/01/2027 | 0.01% |
| TWDC ENTERPRISES 18 CORP 02.7500 08/16/2021 | 0.01% |
| UBSBB 2012-C4 XA IO P/P 144A 01.6208 12/10/2045 | 0.01% |
| VALVOLINE INC P/P 144A 04.2500 02/15/2030 | 0.01% |
| VIACOMCBS INC 04.0000 01/15/2026 | 0.01% |
| VISTRA OPERATION P/P 144A 05.0000 07/31/2027 | 0.01% |
| WFRBS 2012-C10 XA IO P/P 144A 01.5368 12/15/2045 | 0.01% |
| WOLVERINE WORLD WIDE P/P 144A 05.0000 09/01/2026 | 0.01% |
| ZF NA CAPITAL P/P 144A 04.5000 04/29/2022 | 0.01% |
| ZIGGO BV P/P 144A 05.5000 01/15/2027 | 0.01% |
| ANHEUSER-BUSCH INBEV WOR 02.5000 07/15/2022 | 0.00% |
| ASCEND LEARNING LLC P/P 144A 06.8750 08/01/2025 | 0.00% |
| AUD/USD 04/15/2020 SSBT | 0.00% |
| BANK OF AMERICA CORP 02.6536 09/15/2026 | 0.00% |
| BANK OF MONTREAL USD 03.8030 12/15/2032 | 0.00% |
| BERRY GLOBAL INC P/P 144A 05.6250 07/15/2027 | 0.00% |
| BOYD GAMING CORP P/P 144A 04.7500 12/01/2027 | 0.00% |
| BSCMS 2006-PW11 B P/P 144A 05.8015 03/11/2039 | 0.00% |
| CALPINE CORP P/P 144A 05.2500 06/01/2026 | 0.00% |
| CENTENE CORP P/P 144A 05.2500 04/01/2025 | 0.00% |
| CHS/COMMUNITY HEALTH P/P 144A 08.0000 03/15/2026 | 0.00% |
| CREDIT ACCEPTANC P/P 144A 05.1250 12/31/2024 | 0.00% |
| CROWN AMER/CAP 04.7500 02/01/2026 | 0.00% |
| CROWN CASTLE INTL CORP 04.8750 04/15/2022 | 0.00% |
| ECOLAB INC SEDOL 2304227 | 0.00% |
| FHR 3408 EK 19.1195 04/15/2037 | 0.00% |
| FRONT RANGE BIDCO INC L+300 04.6678 02/21/2027 | 0.00% |
| GLP CAPITAL LP / FIN II 05.3750 04/15/2026 | 0.00% |
| GMAC CAPITAL TRUST I PCT 07.4766 | 0.00% |
| GNMA GII30 BL6218 06.0000 02/20/2049 | 0.00% |
| GO DADDY OPCO/FINCO P/P 144A 05.2500 12/01/2027 | 0.00% |
| HEINEKEN HOLDING NV SEDOL B0CCH46 | 0.00% |
| HOLOGIC INC P/P 144A 04.3750 10/15/2025 | 0.00% |
| ICAHN ENTER P/P 144A 04.7500 09/15/2024 | 0.00% |
| ICAHN ENTER/FIN P/P 144A 05.2500 05/15/2027 | 0.00% |
| IHEARTCOMMUNICATIONS INC 06.3750 05/01/2026 | 0.00% |
| INDIGO NATURAL P/P 144A 06.8750 02/15/2026 | 0.00% |
| INTERNATIONAL LEASE FIN CORP 05.8750 08/15/2022 | 0.00% |
| INTL BUSINESS MACHINES CORP SEDOL 2005973 | 0.00% |
| JELD-WEN INC P/P 144A 04.8750 12/15/2027 | 0.00% |
| KFC HLD/PIZZA HUT/TA P/P 144A 04.7500 06/01/2027 | 0.00% |
| KINDER MORGAN ENER PART 05.4000 09/01/2044 | 0.00% |
| KRATON POLYMERS LLC/ P/P 144A 07.0000 04/15/2025 | 0.00% |
| L BRANDS INC 06.7500 07/01/2036 | 0.00% |
| LEVEL 3 FINANCING INC 05.6250 02/01/2023 | 0.00% |
| MAUSER PACKAGING SOL P/P 144A 05.5000 04/15/2024 | 0.00% |
| MET LIFE GLOB FUND P/P 144A 03.0000 01/10/2023 | 0.00% |
| MICROSOFT CORP 05.3000 02/08/2041 | 0.00% |
| MOLINA HEALTHCARE IN 05.3750 11/15/2022 | 0.00% |
| MSAC 2004-HE6 M1 02.4518 08/25/2034 | 0.00% |
| NATIONAL AUSTRALIA BANK LTD SEDOL 6624608 | 0.00% |
| NETFLIX INC P/P 144A 05.3750 11/15/2029 | 0.00% |
| NETFLIX INC. 06.3750 05/15/2029 | 0.00% |
| NZD/USD 04/15/2020 JPMCB | 0.00% |
| OASIS PETROLEUM INC P/P 144A 06.2500 05/01/2026 | 0.00% |
| OSHKOSH CORP 03.1000 03/01/2030 | 0.00% |
| PENSKE AUTO GRP INC 05.7500 10/01/2022 | 0.00% |
| PENSKE AUTOMOTIVE GROUP 05.5000 05/15/2026 | 0.00% |
| PRUDENTIAL FINANCIAL INC 05.6250 06/15/2043 | 0.00% |
| PUBLICIS GROUPE SEDOL 4380429 | 0.00% |
| RITE AID CORP P/P 144A 07.5000 07/01/2025 | 0.00% |
| ROBERTSHAW TL 2L L+800 09.6250 02/28/2026 | 0.00% |
| RTL GROUP SEDOL B1BK209 | 0.00% |
| SECOM CO LTD SEDOL 6791591 | 0.00% |
| SOLENIS 1STL L+400 05.6132 06/26/2025 | 0.00% |
| SOLENIS 2NDL L+850 10.8314 06/26/2026 | 0.00% |
| SOLERA LLC / SOLERA P/P 144A 10.5000 03/01/2024 | 0.00% |
| SPECTRUM BRANDS INC P/P 144A 05.0000 10/01/2029 | 0.00% |
| SPRINGLEAF FINANCE CORP 06.6250 01/15/2028 | 0.00% |
| TAYLOR MORRISON COMM P/P 144A 05.7500 01/15/2028 | 0.00% |
| TENET HEALTHCARE 04.6250 07/15/2024 | 0.00% |
| THE SHERWIN-WILLIAMS COMPANY 02.7500 06/01/2022 | 0.00% |
| TRANSDIGM INC. 06.5000 07/15/2024 | 0.00% |
| TRANSOCEAN PONTUS LT P/P 144A 06.1250 08/01/2025 | 0.00% |
| VERTIV GROUP CORP P/P 144A 09.2500 10/15/2024 | 0.00% |
| VISTRA ENERGY CORP P/P 144A 08.1250 01/30/2026 | 0.00% |
| VISTRA OPERATIONS CO P/P 144A 05.6250 02/15/2027 | 0.00% |
| WFRBS 2011-C4 E P/P 144A 05.2297 06/15/2044 | 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% |
| ABC SUPPLY CO INC P/P 144A 04.0000 01/15/2028 | 0.00% |
| AES CORP/THE 04.5000 03/15/2023 | 0.00% |
| AES CORP/THE 05.1250 09/01/2027 | 0.00% |
| AIB GROUP PLC SEDOL BF0L353 | 0.00% |
| APACHE CORPORATION 03.2500 04/15/2022 | 0.00% |
| AUTOMATION TOOLING S P/P 144A 06.5000 06/15/2023 | 0.00% |
| BAUSCH HLTH COS INC P/P 144A 05.0000 01/30/2028 | 0.00% |
| BAUSCH HLTH COS INC P/P 144A 05.2500 01/30/2030 | 0.00% |
| BAUSCH HLTH COS INC P/P 144A 07.0000 01/15/2028 | 0.00% |
| BAYTEX ENERGY CORP P/P 144A 05.6250 06/01/2024 | 0.00% |
| BEACON ROOFING SUPPL P/P 144A 04.5000 11/15/2026 | 0.00% |
| BMIR 2017-1 M1 P/P 144A 03.3268 10/25/2027 | 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% |
| CAS 2015-C02 1M2 05.6268 05/25/2025 | 0.00% |
| CENTENE ESCROW I CO P/P 144A 05.3750 06/01/2026 | 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% |
| 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% |
| CPG INTL TL L+375 05.9333 05/05/2024 | 0.00% |
| CREDIT ACCEPTANC P/P 144A 06.6250 03/15/2026 | 0.00% |
| DUN & BRADSTREET COR P/P 144A 06.8750 08/15/2026 | 0.00% |
| EL PASO NATURAL GAS 08.3750 06/15/2032 | 0.00% |
| EOG RESOURCES INC 04.1500 01/15/2026 | 0.00% |
| FNR 2007-53 SP 18.2353 06/25/2037 | 0.00% |
| FREEPORT-MCMORAN INC 05.4500 03/15/2043 | 0.00% |
| FRONT RANGE BIDC P/P 144A 06.1250 03/01/2028 | 0.00% |
| GATES GLOBAL TLB L+275 04.3534 03/31/2024 | 0.00% |
| GNMA GII30 AY2298 04.7000 05/20/2067 | 0.00% |
| GNMA GII30 AY4779 04.5100 03/20/2067 | 0.00% |
| GNMA GII30 BA7681 04.6250 06/20/2067 | 0.00% |
| GNMA GII30 BB0107 04.7000 08/20/2067 | 0.00% |
| HCA INC 03.5000 09/01/2030 | 0.00% |
| HOLLY PAR/FIN P/P 144A 05.0000 02/01/2028 | 0.00% |
| HSBC HOLDINGS PLC SEDOL 0540528 | 0.00% |
| IOS.FN30.400.10 R USL1M P 01/12/41 BC | 0.00% |
| IRON MOUNTAIN INC P/P 144A 05.2500 03/15/2028 | 0.00% |
| ISTAR INC. 05.2500 09/15/2022 | 0.00% |
| JO-ANN STORES 2NDL L+925 10.8789 05/21/2024 | 0.00% |
| JO-ANN STORES TL L+500 06.6289 10/16/2023 | 0.00% |
| JOSEPH T RYERSON & S P/P 144A 11.0000 05/15/2022 | 0.00% |
| JPMBB 2014-C19 XA IO 00.7505 04/15/2047 | 0.00% |
| MASONITE INTL C P/P 144A 05.3750 02/01/2028 | 0.00% |
| MBX.FN30.450.09 R USL1M P 01/12/40 BC | 0.00% |
| MBX.FN30.500.10 R USL1M P 01/12/41 CI | 0.00% |
| MERCER INTL INC USD 05.5000 01/15/2026 | 0.00% |
| MGM GROWTH/MGM FINANCE 04.5000 01/15/2028 | 0.00% |
| MOOG INC P/P 144A 04.2500 12/15/2027 | 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% |
| NATIONAL GRID PLC SEDOL BDR05C0 | 0.00% |
| NATIONSTAR MTG P/P 144A 06.0000 01/15/2027 | 0.00% |
| NEIMAN MARCUS TL L+600 07.6663 10/25/2023 | 0.00% |
| NRG ENERGY INC 05.7500 01/15/2028 | 0.00% |
| NZD/USD 04/15/2020 CITI | 0.00% |
| OMIR 2018-1A M1 03.1768 07/25/2028 | 0.00% |
| ORTHO-CLINICAL P/P 144A 07.2500 02/01/2028 | 0.00% |
| PANTHER BF AGGREGA P/P 144A 06.2500 05/15/2026 | 0.00% |
| PARTY CITY HLDG INC P/P 144A 06.1250 08/15/2023 | 0.00% |
| PENSKE AUTOMOTIVE GROUP 05.3750 12/01/2024 | 0.00% |
| PROLOGIS LP 02.1250 04/15/2027 | 0.00% |
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| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 CS | 0.00% |
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| GBP/USD 03/18/2020 SSBT | 0.00% |
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| SM ENERGY CO 06.6250 01/15/2027 | 0.00% |
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| CAD/USD 04/15/2020 JPMCB | 0.00% |
| CAD/USD 04/15/2020 TDBK | 0.00% |
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| AUD/USD 04/15/2020 BCAP-FX | 0.00% |
| AUD/USD 04/15/2020 HSBCB | 0.00% |
| CAD/USD 04/15/2020 RBSF | 0.00% |
| CALIFORNIA RESOURCES P/P 144A 08.0000 12/15/2022 | 0.00% |
| CMB CMBX.NA.BB.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 GS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 ML | 0.00% |
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| EUR/USD PUT 1.086 20200331 HSBCB | 0.00% |
| FNMA FN30 BO0212 UMBS 04.5000 05/01/2049 | 0.00% |
| FNR 2005-75 GS 15.3698 08/25/2035 | 0.00% |
| FNR 2005-83 QP 13.1645 11/25/2034 | 0.00% |
| FNR 2007-14 KO PO 00.0000 03/25/2037 | 0.00% |
| GBP/USD 03/18/2020 UBS | 0.00% |
| GLENCORE PLC SEDOL B4T3BW6 | 0.00% |
| GNMA GII30 BN7073 04.5000 05/20/2049 | 0.00% |
| GNR 2010-9 QI IO 04.5000 01/20/2040 | 0.00% |
| GNR 2019-78 SJ IO 04.4030 06/20/2049 | 0.00% |
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| IHEARTMEDIA INC - CLASS A SEDOL BJVR9Y9 | 0.00% |
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| IOS.FN30.400.10 R USL1M P 01/12/41 BC | 0.00% |
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| MSC 2007-HQ11 C 05.5580 02/12/2044 | 0.00% |
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| NOK/USD 03/18/2020 SSBT | 0.00% |
| PPL CAPITAL FUNDING INC 03.4000 06/01/2023 | 0.00% |
| SEK/USD 03/18/2020 BCAP-FX | 0.00% |
| SEK/USD 03/18/2020 JPMCB | 0.00% |
| SEK/USD 03/18/2020 RBSF | 0.00% |
| SEK/USD 03/18/2020 TDBK | 0.00% |
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| TXU TCEH RIGHTS | 0.00% |
| 1.75 R ISWP FWD US0003M P 03/18/2030 | 0.00% |
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| BACM 2007-1 XW IO 00.3559 01/15/2049 | 0.00% |
| BSCMS 06-PW14 X1 IO P/P 144A 00.3318 12/11/2038 | 0.00% |
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| CD 2007-CD4 XW IO P/P 144A 01.3004 12/11/2049 | 0.00% |
| CGCMT 2006-C5 XC IO P/P 144A 00.5360 10/15/2049 | 0.00% |
| CLEAR CHANNEL OUTDOOR HOLDIN SEDOL BJHVCH9 | 0.00% |
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| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 JP | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 JP | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 JP | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 JP | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 JP | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 ML | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 MS | 0.00% |
| CMB CMBX.NA.A.7 2047-01-17 200.0 01/17/2047 CG | 0.00% |
| CMB CMBX.NA.A.7 2047-01-17 200.0 01/17/2047 JP | 0.00% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CG | 0.00% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CG | 0.00% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CS | 0.00% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CS | 0.00% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CS | 0.00% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 ML | 0.00% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 MS | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 JP | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 JP | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 JP | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 JP | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 JP | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 JP | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 JP | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 ML | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 MS | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 MS | 0.00% |
| CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 CG | 0.00% |
| CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 CG | 0.00% |
| CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 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 CS | 0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CS | 0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS | 0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS | 0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 JP | 0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 MS | 0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 MS | 0.00% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 CG | 0.00% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 CS | 0.00% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 GS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 JP | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 JP | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 JP | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 JP | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 JP | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 JP | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 BA | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 BA | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 BA | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 BC | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 GS | 0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 JP | 0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 JP | 0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 ML | 0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 MS | 0.00% |
| CNH/USD 05/20/2020 BANKAM | 0.00% |
| CNH/USD 05/20/2020 GSFX | 0.00% |
| CSFB 2003-C3 AX IO P/P 144A 02.0663 05/15/2038 | 0.00% |
| CSMC 2007-C2 AX IO P/P 144A 00.0225 01/15/2049 | 0.00% |
| DENBURY RESOURCES P/P 144A 09.2500 03/31/2022 | 0.00% |
| DKK/USD 03/18/2020 CITI | 0.00% |
| ESC CHESAPEAKEOILFIELD 06.6250 11/15/2020 | 0.00% |
| ESC SEVENTYSEVENERG 06.5000 07/15/2022 | 0.00% |
| EUR/NOK PUT 9.60 20200406 GSFX | 0.00% |
| FHR 3117 AF 00.0000 02/15/2036 | 0.00% |
| FHR 3206 EO PO 00.0000 08/15/2036 | 0.00% |
| FHR 3326 WF 00.0000 10/15/2035 | 0.00% |
| FHR 3391 PO PO 00.0000 04/15/2037 | 0.00% |
| FIRSTENERGY CORP 03.9000 07/15/2027 | 0.00% |
| FIRSTENERGY CORP 04.8500 07/15/2047 | 0.00% |
| FNR 2006-125 OX PO 00.0000 01/25/2037 | 0.00% |
| FNR 2006-46 OC PO 00.0000 06/25/2036 | 0.00% |
| FNR 2006-84 OT PO 00.0000 09/25/2036 | 0.00% |
| GBP/USD 03/18/2020 HSBCB | 0.00% |
| GBP/USD CALL 1.335 20200402 BCAP-FX | 0.00% |
| GBP/USD CALL 1.335 20200407 CITI | 0.00% |
| GBP/USD CALL 1.335 20200407 UBS | 0.00% |
| GECMC 2007-C1 XC IO P/P 144A 00.1703 12/10/2049 | 0.00% |
| GNR 2006-36 OD PO 00.0000 07/16/2036 | 0.00% |
| GNR 2018-127 IB IO 04.5000 06/20/2045 | 0.00% |
| HC BRILLANT SERVICES GMBH P/P | 0.00% |
| HKD/USD 05/20/2020 BANKAM | 0.00% |
| HKD/USD 05/20/2020 BCAP-FX | 0.00% |
| HKD/USD 05/20/2020 HSBCB | 0.00% |
| HKD/USD 05/20/2020 TDBK | 0.00% |
| HKD/USD 05/20/2020 UBS | 0.00% |
| INTELSAT JACKSON HLD P/P 144A 08.0000 02/15/2024 | 0.00% |
| IOS.FN30.350.12 R USL1M P 01/12/43 BC | 0.00% |
| IOS.FN30.400.11 R USL1M P 01/12/42 BC | 0.00% |
| IOS.FN30.400.11 R USL1M P 01/12/42 GS | 0.00% |
| IOS.FN30.400.11 R USL1M P 01/12/42 GS | 0.00% |
| IOS.FN30.600.08 R USL1M P 01/12/39 GS | 0.00% |
| IOS.FN30.650.67 R USL1M P 01/12/38 BC | 0.00% |
| IOS.FN30.650.67 R USL1M P 01/12/38 GS | 0.00% |
| JPMCC 05-CB12 X1 IO P/P 144A 00.3200 09/12/2037 | 0.00% |
| JPMCC 2006-LDP8 X IO 00.2899 05/15/2045 | 0.00% |
| JPMCC 2007-LDPX X IO 00.1577 01/15/2049 | 0.00% |
| JPY/USD 05/20/2020 HSBCB | 0.00% |
| JPY/USD 05/20/2020 JPMCB | 0.00% |
| JPY/USD 05/20/2020 UBS | 0.00% |
| LBUBS 2005-C7 XCL IO P/P 144A 00.3125 11/15/2040 | 0.00% |
| LBUBS 2007-C2 XW IO 00.1915 02/15/2040 | 0.00% |
| MBX.FN30.650.67 P USL1M R 01/12/38 GS | 0.00% |
| MEZZ 2006-C4 X IO P/P 144A 06.5268 07/15/2045 | 0.00% |
| MEZZ 2007-C5 X IO P/P 144A 06.2193 12/15/2049 | 0.00% |
| MWO HOLDINGS LLC | 0.00% |
| NEW BIGFOOT OTHER ASSETS GMBH P/P | 0.00% |
| NEW MIDDLE EAST OTHER ASSETS GMBH P/P | 0.00% |
| NINE POINT ENERGY CNV PRF | 0.00% |
| NINE POINT ENERGY COM | 0.00% |
| NZD/USD 04/15/2020 BCAP-FX | 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% |
| SASC 2006-AM1 A4 01.7868 04/25/2036 | 0.00% |
| TERVITA CORP SEDOL BD1DCC4 | 0.00% |
| TEXAS COHLD TCEH ESCROW 11.5000 10/01/2020 | 0.00% |
| TIAAC 2003-1A E 144A 08.0000 12/28/2038 | 0.00% |
| TWD/USD 05/20/2020 BANKAM | 0.00% |
| WBCMT 2006-C29 IO IO 00.4170 11/15/2048 | 0.00% |
| AUD/USD 04/15/2020 CSI-FX | -0.00% |
| AUD/USD 04/15/2020 RBSF | -0.00% |
| CMB CMBX.NA.BB.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.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% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 CS | -0.00% |
| EUR/USD 03/18/2020 BANKAM | -0.00% |
| EUR/USD 03/18/2020 JPMCB | -0.00% |
| EUR/USD 03/18/2020 RBSF | -0.00% |
| IOS.FN30.400.11 P USL1M R 01/12/42 JP | -0.00% |
| IOS.FN30.500.10 P USL1M R 01/12/41 BC | -0.00% |
| JPY/USD 05/20/2020 BANKAM | -0.00% |
| JPY/USD 05/20/2020 GSFX | -0.00% |
| MBX.FN30.600.08 P USL1M R 01/12/39 BC | -0.00% |
| MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.00% |
| MXN/USD 04/15/2020 BANKAM | -0.00% |
| MXN/USD 04/15/2020 CITI | -0.00% |
| MXN/USD 04/15/2020 UBS | -0.00% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 CG | -0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CG | -0.00% |
| JPY/USD 05/20/2020 SSBT | -0.00% |
| NZD/USD 04/15/2020 BANKAM | -0.00% |
| NZD/USD 04/15/2020 RBSF | -0.00% |
| NZD/USD 04/15/2020 WPAC | -0.00% |
| AUD/USD 04/15/2020 BANKAM | -0.00% |
| EUR/USD CALL 1.1122 20200331 HSBCB | -0.00% |
| GBP/USD 03/18/2020 JPMCB | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| EUR/USD 03/18/2020 BCAP-FX | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS | -0.00% |
| IOS.FN30.400.10 P USL1M R 01/12/41 JP | -0.00% |
| NZD/USD 04/15/2020 UBS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP | -0.01% |
| EUR/USD 03/18/2020 SSBT | -0.01% |
| NZD/USD 04/15/2020 SSBT | -0.01% |
| AUD/USD 04/15/2020 JPMCB | -0.01% |
| USD/JPY PUT 104.00 20200413 UBS | -0.01% |
| MBX.FN30.650.67 P USL1M R 01/12/38 BC | -0.01% |
| USD/JPY PUT 104.00 20200417 JPMCB | -0.01% |
| MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.01% |
| NOK/USD 03/18/2020 GSFX | -0.01% |
| 1.625 R ISWP FWD US0003M P 03/18/2025 | -0.03% |
| 1.60 R ISWP FWD US0003M P 03/18/2022 | -0.03% |
| US 10YR ULTRA FUT JUN20 UXYM0 | -0.06% |
| CDX CDX.NA.HY.33 500.0 12/20/2024 | -0.06% |
| FNMA FN30 TBA UMBS 03.0000 03/01/2050 | -0.12% |
| FNMA FN30 TBA UMBS 03.5000 03/01/2050 | -0.20% |
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| S&P500 EMINI FUT MAR20 ESH0 | -4.48% |
| GSGLPWDS P US0001M R 12/15/25 GS | -5.61% |
| GSGLPWDL R US0001M P 12/15/20 GS | 6.12% |
|---|---|
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| US 5YR NOTE (CBT) MAR20 FVH0 | 4.82% |
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| EBAY INC SEDOL 2293819 | 0.29% |
| CAFCO LLC 1247P2CG7 DCP 03/16/2020 | 0.29% |
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| ENTERGY CORP SEDOL 2317087 | 0.16% |
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| NOVO NORDISK A/S-B SEDOL BHC8X90 | 0.16% |
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| CONOCOPHILLIPS | 0.15% |
| SONY CORP SEDOL 6821506 | 0.15% |
| AES CORP SEDOL 2002479 | 0.15% |
| SIEMENS FINANCIERING P/P 144A 02.2000 03/16/2020 | 0.15% |
| WILLIAMS COS INC SEDOL 2967181 | 0.15% |
| ALLIANZ SE-REG SEDOL 5231485 | 0.14% |
| FNMA FN30 BJ9256 UMBS 04.0000 06/01/2048 | 0.14% |
| ABBVIE INC P/P 144A 03.2000 11/21/2029 | 0.14% |
| JOHNSON CONTROLS INTERNATION SEDOL BY7QL61 | 0.14% |
| AMETEK INC SEDOL 2089212 | 0.14% |
| VISTRA ENERGY CORP SEDOL BZ8VJQ8 | 0.14% |
| ENEL SPA SEDOL 7144569 | 0.14% |
| CENTERPOINT ENERGY INC SEDOL 2440637 | 0.14% |
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| ALLY FINANCIAL INC SEDOL B72XK05 | 0.13% |
| ALTICE USA INC- A SEDOL BDRY7P9 | 0.13% |
| CF INDUSTRIES HOLDINGS INC SEDOL B0G4K50 | 0.13% |
| JP MORGAN CHASE BANK NA 03.0860 04/26/2021 | 0.13% |
| JPMORGAN CHASE & CO 03.9640 11/15/2048 | 0.13% |
| RIO TINTO PLC SEDOL 0718875 | 0.13% |
| AVALONBAY COMMUNITIES INC SEDOL 2131179 | 0.13% |
| CITIGROUP INC 03.6680 07/24/2028 | 0.13% |
| AGNC INVESTMENT CORP SEDOL BYYHJL8 | 0.12% |
| ATLASSIAN CORP PLC-CLASS A SEDOL BZ09BD1 | 0.12% |
| EQUINIX INC SEDOL BVLZX12 | 0.12% |
| NESTLE SA-REG SEDOL 7123870 | 0.12% |
| KDDI CORP SEDOL 6248990 | 0.12% |
| ROYAL DUTCH SHELL PLC-B SHS SEDOL B03MM40 | 0.12% |
| ABBVIE INC SEDOL B92SR70 | 0.12% |
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| CBRE GROUP INC - A SEDOL B6WVMH3 | 0.12% |
| JPMORGAN CHASE & CO 03.6250 12/01/2027 | 0.12% |
| HOYA CORP SEDOL 6441506 | 0.12% |
| BNP PARIBAS SEDOL 7309681 | 0.12% |
| DOVER CORP SEDOL 2278407 | 0.12% |
| LINCOLN NATIONAL CORP SEDOL 2516378 | 0.12% |
| STACR 2016-DNA2 M3 06.3109 10/25/2028 | 0.12% |
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| HOLOGIC INC SEDOL 2433530 | 0.12% |
| KERING SEDOL 5505072 | 0.12% |
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| ITOCHU CORP SEDOL 6467803 | 0.11% |
| SUMITOMO MITSUI FINANCIAL GR SEDOL 6563024 | 0.11% |
| SYSCO CORP SEDOL 2868165 | 0.11% |
| REPUBLIC SERVICES INC SEDOL 2262530 | 0.11% |
| VERISK ANALYTICS INC SEDOL B4P9W92 | 0.11% |
| GOLDMAN SACHS GROUP INC 03.8500 01/26/2027 | 0.11% |
| WOOLWORTHS GROUP LTD SEDOL 6981239 | 0.11% |
| CRH PLC SEDOL 4182249 | 0.10% |
| HITACHI LTD SEDOL 6429104 | 0.10% |
| PARTNERS GROUP HOLDING AG SEDOL B119QG0 | 0.10% |
| BANK OF AMERICA CORP 03.2480 10/21/2027 | 0.10% |
| DTE ENERGY COMPANY SEDOL 2280220 | 0.10% |
| HD SUPPLY HOLDINGS INC SEDOL BBL5981 | 0.10% |
| COMPASS GROUP PLC SEDOL BD6K457 | 0.10% |
| OMNICOM GROUP SEDOL 2279303 | 0.10% |
| SANDVIK AB SEDOL B1VQ252 | 0.10% |
| WOLTERS KLUWER SEDOL 5671519 | 0.10% |
| ASHTEAD GROUP PLC SEDOL 0053673 | 0.10% |
| AT&T INC 04.1000 02/15/2028 | 0.10% |
| UBS GROUP AG P/P 144A 03.4910 05/23/2023 | 0.10% |
| XEROX HOLDINGS CORP SEDOL BJJD5G3 | 0.10% |
| BOOZ ALLEN HAMILTON HOLDINGS SEDOL B5367T7 | 0.10% |
| DEUTSCHE POST AG-REG SEDOL 4617859 | 0.10% |
| EASTMAN CHEMICAL CO SEDOL 2298386 | 0.10% |
| FNMA FN30 AS7003 UMBS 03.0000 04/01/2046 | 0.10% |
| INTERPUBLIC GROUP COS 04.6500 10/01/2028 | 0.10% |
| BANCO BILBAO VIZCAYA ARGENTA SEDOL 5501906 | 0.10% |
| HERMES INTERNATIONAL SEDOL 5253973 | 0.10% |
| DEUTSCHE TELEKOM AG-REG SEDOL 5842359 | 0.10% |
| SHIONOGI & CO LTD SEDOL 6804682 | 0.10% |
| CVS HEALTH CORP 04.7800 03/25/2038 | 0.10% |
| FNMA FN30 BC2733 UMBS 03.0000 05/01/2046 | 0.10% |
| IHS MARKIT LTD P/P 144A 04.7500 02/15/2025 | 0.10% |
| NINTENDO CO LTD SEDOL 6639550 | 0.10% |
| ORIX CORP SEDOL 6661144 | 0.10% |
| DBUBS 2011-LC3A D P/P 144A 05.5121 08/10/2044 | 0.10% |
| AVIVA PLC SEDOL 0216238 | 0.09% |
| CDX CDX.NA.IG.33 100.0 12/20/2024 | 0.09% |
| VORNADO REALTY TRUST SEDOL 2933632 | 0.09% |
| GOLDMAN SACHS GROUP INC 02.6000 12/27/2020 | 0.09% |
| SALESFORCE.COM INC 03.7000 04/11/2028 | 0.09% |
| SHIN-ETSU CHEMICAL CO LTD SEDOL 6804585 | 0.09% |
| DENTSPLY SIRONA INC SEDOL BYNPPC6 | 0.09% |
| REPUBLIC OF INDONESIA REGS 04.7500 01/08/2026 | 0.09% |
| AFLAC INC SEDOL 2026361 | 0.09% |
| DUKE REALTY CORP SEDOL 2284084 | 0.09% |
| GARMIN LTD SEDOL B3Z5T14 | 0.09% |
| HEICO CORP SEDOL 2419217 | 0.09% |
| PEUGEOT SA SEDOL 7103526 | 0.09% |
| ARISTOCRAT LEISURE LTD SEDOL 6253983 | 0.09% |
| CARLSBERG AS-B SEDOL 4169219 | 0.09% |
| WALT DISNEY COMPANY 07.7500 12/01/2045 | 0.09% |
| CK ASSET HOLDINGS LTD SEDOL BYZQ077 | 0.09% |
| PETROBRAS GLOBAL FINANCE USD 06.2500 03/17/2024 | 0.09% |
| PRUDENTIAL FINANCIAL INC SEDOL 2819118 | 0.09% |
| SPST 2018-8 A 02.3594 02/24/2020 | 0.09% |
| BANK OF AMERICA CORP 06.1100 01/29/2037 | 0.09% |
| FAIR ISAAC CORP SEDOL 2330299 | 0.09% |
| FNMA FN30 AS8056 UMBS 03.0000 10/01/2046 | 0.09% |
| TELEDYNE TECHNOLOGIES INC SEDOL 2503477 | 0.09% |
| AT&T INC. 03.8000 02/15/2027 | 0.09% |
| UNITED MEXICAN STATES USD 05.5500 01/21/2045 | 0.08% |
| UNITED TECHNOLOGIES CORP 01.9000 05/04/2020 | 0.08% |
| INDUSTRIA DE DISENO TEXTIL SEDOL BP9DL90 | 0.08% |
| STORE CAPITAL CORP SEDOL BSKRKJ5 | 0.08% |
| FAIRFAX FINL HLDGS USD 04.8500 04/17/2028 | 0.08% |
| STEEL DYNAMICS INC SEDOL 2849472 | 0.08% |
| BF0101 03.5000 06/01/2056 | 0.08% |
| MICHELIN (CGDE) SEDOL 4588364 | 0.08% |
| NRG ENERGY INC SEDOL 2212922 | 0.08% |
| TELSTRA CORP LTD SEDOL 6087289 | 0.08% |
| WH GROUP LTD SEDOL BLLHKZ1 | 0.08% |
| AVERY DENNISON CORP SEDOL 2066408 | 0.08% |
| ESSITY AKTIEBOLAG-B SEDOL BF1K7P7 | 0.08% |
| INTL BUSINESS MACHINES CORP SEDOL 2005973 | 0.08% |
| MICROSOFT CORP 02.4000 08/08/2026 | 0.08% |
| AENA SME SA SEDOL BVRZ8L1 | 0.08% |
| ANGLO AMER PLC SEDOL B1XZS82 | 0.08% |
| COVESTRO AG SEDOL BYTBWY9 | 0.08% |
| DAIKIN INDUSTRIES LTD SEDOL 6250724 | 0.08% |
| FEDERATIVE REP OF BRAZIL USD 04.6250 01/13/2028 | 0.08% |
| DUPONT DE NEMOURS INC SEDOL BK0VN47 | 0.08% |
| TELEFONICA EMISIONES SAU USD 04.8950 03/06/2048 | 0.08% |
| TORONTO-DOMINION BANK USD 01.9000 12/01/2022 | 0.08% |
| WELLS FARGO & COMPANY 02.6000 07/22/2020 | 0.08% |
| BERRY GLOBAL GROUP INC SEDOL B8BR3H3 | 0.08% |
| CAS 2016-C02 1M2 07.6609 09/25/2028 | 0.08% |
| GNMA GN30 BA5049 04.5000 05/15/2047 | 0.08% |
| MICROSOFT CORP 03.7000 08/08/2046 | 0.08% |
| 3I GROUP PLC SEDOL B1YW440 | 0.08% |
| ALPHABET INC 03.6250 05/19/2021 | 0.08% |
| US BANK NA CINCINNATI 03.1500 04/26/2021 | 0.08% |
| US FOODS HOLDING CORP SEDOL BYVFC94 | 0.08% |
| APPLE INC 04.2500 02/09/2047 | 0.08% |
| CIT GROUP INC. 05.2500 03/07/2025 | 0.08% |
| GOLDMAN SACHS GROUP INC 04.2230 05/01/2029 | 0.08% |
| DIAMOND 1 FIN/DIAM P/P 144A 06.0200 06/15/2026 | 0.07% |
| HP INC SEDOL BYX4D52 | 0.07% |
| SPST 2019-3 A 02.3594 06/24/2020 | 0.07% |
| COCA-COLA HBC AG-DI SEDOL B9895B7 | 0.07% |
| DR HORTON INC SEDOL 2250687 | 0.07% |
| FIAT CHRYSLER AUTOMOBILES NV SEDOL BRJFWP3 | 0.07% |
| MICROSOFT CORP 01.5500 08/08/2021 | 0.07% |
| SKANDINAVISKA ENSKILDA BAN-A SEDOL 4813345 | 0.07% |
| SPST 2019-7 A 02.3594 09/24/2020 | 0.07% |
| ALLISON TRANSMISSION HOLDING SEDOL B4PZ892 | 0.07% |
| ASSOCIATED BRITISH FOODS PLC SEDOL 0673123 | 0.07% |
| BANK LEUMI LE-ISRAEL SEDOL 6076425 | 0.07% |
| CREDIT AGRICOLE SA SEDOL 7262610 | 0.07% |
| ORACLE CORP 04.0000 11/15/2047 | 0.07% |
| S&P MID 400 EMINI MAR20 FAH0 | 0.07% |
| SUN COMMUNITIES INC SEDOL 2860257 | 0.07% |
| VOLKSWAGEN AG PFD SEDOL 5497168 | 0.07% |
| FIFTH THIRD BANCORP SEDOL 2336747 | 0.07% |
| WALMART INC SEDOL 2936921 | 0.07% |
| AIR LEASE CORP 03.2500 10/01/2029 | 0.07% |
| AXALTA COATING SYSTEMS LTD SEDOL BSFWCF5 | 0.07% |
| DISCOVERY INC - A SEDOL B3D7K31 | 0.07% |
| SANTOS LTD SEDOL 6776703 | 0.07% |
| SPST 2019-11 A 02.4094 10/24/2020 | 0.07% |
| WFRBS 2011-C2 D P/P 144A 05.8389 02/15/2044 | 0.07% |
| NEW RESIDENTIAL INVESTMENT SEDOL BRJ9GW0 | 0.07% |
| CAMDEN PROPERTY TRUST SEDOL 2166320 | 0.07% |
| CHARTER COMM OPT LLC 06.4840 10/23/2045 | 0.07% |
| ASPEN TECHNOLOGY INC SEDOL 2051868 | 0.07% |
| BRISTOL-MYERS P/P 144A 02.9000 07/26/2024 | 0.07% |
| CAS 2016-C01 1M2 08.4109 08/25/2028 | 0.07% |
| UNITEDHEALTH GROUP INC 03.8500 06/15/2028 | 0.07% |
| MITSUBISHI UFJ FIN GRP USD 03.5350 07/26/2021 | 0.06% |
| NIPPON TELEGRAPH & TELEPHONE SEDOL 6641373 | 0.06% |
| ABN AMRO BANK NV-CVA SEDOL BYQP136 | 0.06% |
| ANZ NEW ZEALAND INT P/P 144A 02.8750 01/25/2022 | 0.06% |
| ECOLAB INC 02.7000 11/01/2026 | 0.06% |
| F5 NETWORKS INC SEDOL 2427599 | 0.06% |
| NIELSEN HOLDINGS PLC SEDOL BWFY550 | 0.06% |
| PETROLEOS MEXICANOS P/P 144A 06.8400 01/23/2030 | 0.06% |
| PPG INDUSTRIES INC SEDOL 2698470 | 0.06% |
| RELIANCE STEEL & ALUMINUM SEDOL 2729068 | 0.06% |
| CHEMED CORP SEDOL 2190084 | 0.06% |
| UNITED MEXICAN STATES USD 03.2500 04/16/2030 | 0.06% |
| GENPACT LTD SEDOL B23DBK6 | 0.06% |
| HILL-ROM HOLDINGS INC SEDOL 2425924 | 0.06% |
| NOVARTIS CAPITAL CORP 04.0000 11/20/2045 | 0.06% |
| AMERICAN TOWER CORP 03.1250 01/15/2027 | 0.06% |
| BALL CORP SEDOL 2073022 | 0.06% |
| BRITISH AMERICAN TOBACCO PLC SEDOL 0287580 | 0.06% |
| COMMONWEALTH BK AUST P/P 144A 02.2000 11/09/2020 | 0.06% |
| FNMA FN30 AS7154 UMBS 03.0000 05/01/2046 | 0.06% |
| FORTESCUE METALS GROUP LTD SEDOL B2B2B49 | 0.06% |
| REINSURANCE GROUP OF AMERICA SEDOL 2731193 | 0.06% |
| AMAZON.COM INC 03.1500 08/22/2027 | 0.06% |
| ENTERPRISE PRODUCTS OPER 04.2500 02/15/2048 | 0.06% |
| FAURECIA SEDOL 4400446 | 0.06% |
| VIACOMCBS INC 04.2000 06/01/2029 | 0.06% |
| DANSKE BANK A/S P/P 144A 02.7000 03/02/2022 | 0.06% |
| DNB BANK ASA P/P 144A 02.1500 12/02/2022 | 0.06% |
| GENERAL MOTORS FINL CO 04.0000 10/06/2026 | 0.06% |
| HENDERSON LAND DEVELOPMENT SEDOL 6420538 | 0.06% |
| HILTON WORLDWIDE FIN LLC 04.8750 04/01/2027 | 0.06% |
| MWST 2019-1 A 02.4609 06/25/2052 | 0.06% |
| SERVICEMASTER GLOBAL HOLDING SEDOL BNG8BF0 | 0.06% |
| DEUTSCHE BOERSE AG SEDOL 7021963 | 0.06% |
| ENERGY TRANSFER OPERATNG 06.6250 02/15/2028 | 0.06% |
| GEBERIT AG-REG SEDOL B1WGG93 | 0.06% |
| JPMORGAN CHASE & CO 04.6000 01/23/2050 | 0.06% |
| APARTMENT INVT & MGMT CO -A SEDOL BJLNBG3 | 0.06% |
| BROADCOM CRP / CAYM 03.5000 01/15/2028 | 0.06% |
| CAS 2015-C04 2M2 07.2109 04/25/2028 | 0.06% |
| FHLMC FR30 ZS4703 UMBS 03.0000 02/01/2047 | 0.06% |
| FNMA FN30 BM1172 UMBS 03.0000 03/01/2047 | 0.06% |
| FNMA FN40 BF0171 UMBS 04.0000 01/01/2057 | 0.06% |
| GLAXOSMITHKLINE PLC SEDOL 0925288 | 0.06% |
| MONSTER BEVERAGE CORP SEDOL BZ07BW4 | 0.06% |
| ROYAL BANK OF CANADA USD 02.1250 03/02/2020 | 0.06% |
| SHELL INTERNATIONAL FIN USD 02.1250 05/11/2020 | 0.06% |
| CIGNA CORP 03.7500 07/15/2023 | 0.06% |
| FIRSTENERGY TRANSMIS P/P 144A 05.4500 07/15/2044 | 0.06% |
| MGIC INVESTMENT CORP SEDOL 2548616 | 0.06% |
| NATIONAL AUSTRALIA BK/NY 02.1250 05/22/2020 | 0.06% |
| SIRIUS XM RADIO INC P/P 144A 05.0000 08/01/2027 | 0.06% |
| WESTERN DIGITAL CORPORATION 04.7500 02/15/2026 | 0.06% |
| AURIZON HOLDINGS LTD SEDOL B87CVM3 | 0.06% |
| COMMONWEALTH BK AUST P/P 144A 02.2500 03/10/2020 | 0.06% |
| GAMING AND LEISURE PROPERTIE SEDOL BFPK4S5 | 0.06% |
| BERKSHIRE HATHAWAY FIN 04.2500 01/15/2021 | 0.05% |
| CAS 2016-C04 1M2 05.9109 01/25/2029 | 0.05% |
| CATERPILLAR INC SEDOL 2180201 | 0.05% |
| COSTAR GROUP INC SEDOL 2262864 | 0.05% |
| HIKARI TSUSHIN INC SEDOL 6416322 | 0.05% |
| MICROCHIP TECH INC 04.3330 06/01/2023 | 0.05% |
| UBS AG LONDON P/P 144A 02.2000 06/08/2020 | 0.05% |
| BHP GROUP PLC SEDOL BH0P3Z9 | 0.05% |
| EQUITY LIFESTYLE PROPERTIES SEDOL 2563125 | 0.05% |
| NBCUNIVERSAL MEDIA LLC 04.3750 04/01/2021 | 0.05% |
| NEXON CO LTD SEDOL B63QM77 | 0.05% |
| ROCHE HOLDINGS INC P/P 144A 04.0000 11/28/2044 | 0.05% |
| TREASURY BILL 00.0000 03/12/2020 | 0.05% |
| ACS ACTIVIDADES SEDOL B01FLQ6 | 0.05% |
| CHENIERE CORP CHRIST 05.1250 06/30/2027 | 0.05% |
| CITIZENS BANK NA/RI 02.2500 03/02/2020 | 0.05% |
| ENERGY TRANSFER OPERATNG 03.7500 05/15/2030 | 0.05% |
| FNMA FN30 AS8074 UMBS 03.0000 10/01/2046 | 0.05% |
| BPCE SA P/P 144A 04.5000 03/15/2025 | 0.05% |
| CHARLES RIVER LABORATORIES SEDOL 2604336 | 0.05% |
| CSAIL 2015-C1 C 04.4142 04/15/2050 | 0.05% |
| KINDER MORGAN INC 03.1500 01/15/2023 | 0.05% |
| LEGRAND SA SEDOL B11ZRK9 | 0.05% |
| TAISEI CORP SEDOL 6870100 | 0.05% |
| COMMONWEALTH BK AUST P/P 144A 03.1500 09/19/2027 | 0.05% |
| ENI SPA SEDOL 7145056 | 0.05% |
| FIDELITY NATL INFO SERV 03.7500 05/21/2029 | 0.05% |
| STMICROELECTRONICS NV SEDOL 5962332 | 0.05% |
| UNITED MEXICAN STATES USD 04.5000 04/22/2029 | 0.05% |
| CAS 2015-C04 1M2 07.3609 04/25/2028 | 0.05% |
| CSMC 2016-NXSR C 04.5047 12/15/2049 | 0.05% |
| E.ON SE SEDOL 4942904 | 0.05% |
| FEDERAL REALTY INVS TRUST SEDOL 2333931 | 0.05% |
| LAMB WESTON HOLDINGS P/P 144A 04.8750 11/01/2026 | 0.05% |
| NRG ENERGY INC P/P 144A 04.4500 06/15/2029 | 0.05% |
| SVENSKA HANDELSBANKEN AB USD 01.9500 09/08/2020 | 0.05% |
| WFRBS 2013-C18 AS 04.3870 12/15/2046 | 0.05% |
| AUST & NZ BANKING GROUP USD 02.1250 08/19/2020 | 0.05% |
| CELANESE CORP SEDOL B05MZT4 | 0.05% |
| IVORY COAST REGS 06.1250 06/15/2033 | 0.05% |
| OMNICOM GP/OMNICOM CAP 03.6000 04/15/2026 | 0.05% |
| AT&T INC 04.7500 05/15/2046 | 0.05% |
| CF INDUSTRIES INC P/P 144A 04.5000 12/01/2026 | 0.05% |
| COMCAST CORP 03.9690 11/01/2047 | 0.05% |
| CONCHO RESOURCES INC 03.7500 10/01/2027 | 0.05% |
| DIGITAL REALTY TRUST LP 04.4500 07/15/2028 | 0.05% |
| NOMURA RESEARCH INSTITUTE LT SEDOL 6390921 | 0.05% |
| NORDEA BANK ABP P/P 144A 02.5000 09/17/2020 | 0.05% |
| ORACLE CORP 02.6500 07/15/2026 | 0.05% |
| PETROBRAS GLOBAL FINANCE USD 07.3750 01/17/2027 | 0.05% |
| PNC BANK NA 02.0280 12/09/2022 | 0.05% |
| ROKU INC SEDOL BZ1LFG7 | 0.05% |
| SHELL INTERNATIONAL FIN USD 02.8750 05/10/2026 | 0.05% |
| STANDARD IND INC P/P 144A 05.0000 02/15/2027 | 0.05% |
| TREASURY BILL 00.0000 04/02/2020 | 0.05% |
| AMERICAN ELECTRIC POWER 04.3000 12/01/2028 | 0.05% |
| RAYTHEON COMPANY 02.5000 12/15/2022 | 0.05% |
| TPAT 2018-SL1 A P/P 144A 02.3920 01/25/2046 | 0.05% |
| ARROW ELECTRONICS INC SEDOL 2051404 | 0.04% |
| ASHTEAD CAPITAL INC P/P 144A 04.3750 08/15/2027 | 0.04% |
| BANQUE FED CRED MUTU P/P 144A 02.2000 07/20/2020 | 0.04% |
| BRIXMOR PROPERTY GROUP INC SEDOL BFTDJL8 | 0.04% |
| CONSOLIDATED EDISON INC SEDOL 2216850 | 0.04% |
| FISERV INC 04.2000 10/01/2028 | 0.04% |
| LIBERTY MEDIA CORP-LIBERTY-C SEDOL BD8QGD5 | 0.04% |
| NORTHROP GRUMMAN CORP 03.2500 01/15/2028 | 0.04% |
| WEST JAPAN RAILWAY CO SEDOL 6957995 | 0.04% |
| AMERICAN FINANCIAL GROUP INC SEDOL 2134532 | 0.04% |
| BANK OF AMERICA CORP 03.4990 05/17/2022 | 0.04% |
| CITIGROUP INC 02.6500 10/26/2020 | 0.04% |
| LNSTR 2015-3 B P/P 144A 03.2956 04/20/2048 | 0.04% |
| OTSUKA CORP SEDOL 6267058 | 0.04% |
| POPULAR INC SEDOL B86QM90 | 0.04% |
| WILLIS TOWERS WATSON PLC USD 05.7500 03/15/2021 | 0.04% |
| ARKEMA SEDOL B0Z5YZ2 | 0.04% |
| BANK OF MONTREAL USD 03.1000 04/13/2021 | 0.04% |
| CSAIL 2015-C1 AS 03.7910 04/15/2050 | 0.04% |
| GLOBAL PAYMENTS INC 04.0000 06/01/2023 | 0.04% |
| MORGAN STANLEY 04.3750 01/22/2047 | 0.04% |
| NTT DOCOMO INC SEDOL 6129277 | 0.04% |
| OUTFRONT MEDIA INC SEDOL BSP6611 | 0.04% |
| CWALT 2006-OA10 4A1 01.8509 08/25/2046 | 0.04% |
| FEDERATIVE REP OF BRAZIL USD 04.2500 01/07/2025 | 0.04% |
| HITACHI HIGH-TECHNOLOGY SEDOL 6642804 | 0.04% |
| HOCHTIEF AG SEDOL 5108664 | 0.04% |
| JUNIPER NETWORKS INC SEDOL 2431846 | 0.04% |
| MANUF & TRADERS TRUST CO 02.0500 08/17/2020 | 0.04% |
| TAYLOR WIMPEY PLC SEDOL 0878230 | 0.04% |
| UNITED TECHNOLOGIES CORP 04.1250 11/16/2028 | 0.04% |
| AMAZON.COM INC. 02.5000 11/29/2022 | 0.04% |
| AMER TRANS SYST P/P 144A 05.0000 09/01/2044 | 0.04% |
| ANALOG DEVICES INC 02.8500 03/12/2020 | 0.04% |
| ANHEUSER-BUSCH CO/IN 03.6500 02/01/2026 | 0.04% |
| BMW US CAPITAL LLC P/P 144A 02.0000 04/11/2021 | 0.04% |
| COMM 2010-C1 D P/P 144A 06.2640 07/10/2046 | 0.04% |
| EQUITY RESIDENTIAL TR REIT | 0.04% |
| ISRAEL DISCOUNT BANK -A SEDOL 6451271 | 0.04% |
| JPMCC 2012-C6 E P/P 144A 05.3289 05/15/2045 | 0.04% |
| MSBAM 2014-C17 C 04.6566 08/15/2047 | 0.04% |
| RUSSIAN FEDERATION P/P 144A 04.3750 03/21/2029 | 0.04% |
| SOUTHERN CO/THE SEDOL 2829601 | 0.04% |
| SPST 2019-WL1 A 02.3109 08/25/2052 | 0.04% |
| TORONTO-DOMINION BANK USD 03.6250 09/15/2031 | 0.04% |
| TWO HARBORS INVESTMENT CORP SEDOL BD832H2 | 0.04% |
| CAS 2016-C01 2M2 08.6109 08/25/2028 | 0.04% |
| CAS 2016-C03 2M2 07.5609 10/25/2028 | 0.04% |
| DNB NOR ASA SEDOL 4263304 | 0.04% |
| KAR AUCTION SERVICES INC SEDOL B4Y1MH7 | 0.04% |
| OCCIDENTAL PETROLEUM COR 04.4000 04/15/2046 | 0.04% |
| ACCENTURE PLC-CL A SEDOL B4BNMY3 | 0.04% |
| BANK OF NOVA SCOTIA USD 02.3500 10/21/2020 | 0.04% |
| REP OF INDONESIA P/P 144A 04.3500 01/08/2027 | 0.04% |
| SINGAPORE EXCHANGE LTD SEDOL 6303866 | 0.04% |
| CK HUTCHISON HOLDINGS LTD SEDOL BW9P816 | 0.04% |
| DAIWA HOUSE INDUSTRY CO LTD SEDOL 6251363 | 0.04% |
| GSMS 2011-GC3 C P/P 144A 05.8242 03/10/2044 | 0.04% |
| JAPAN AIRLINES CO LTD SEDOL B8BRV46 | 0.04% |
| MET LIFE GLOB P/P 144A 02.4000 06/17/2022 | 0.04% |
| NEWMARKET CORP SEDOL B01CGF1 | 0.04% |
| OMV AG SEDOL 4651459 | 0.04% |
| BIOGEN INC 03.6250 09/15/2022 | 0.04% |
| BOSTON PROPERTIES INC SEDOL 2019479 | 0.04% |
| BRDCOM CRP / FIN 03.8750 01/15/2027 | 0.04% |
| DOW CHEMICAL CO/THE 03.5000 10/01/2024 | 0.04% |
| DUKE ENERGY CORP 03.1500 08/15/2027 | 0.04% |
| GLENCORE FUNDING LLC P/P 144A 04.6250 04/29/2024 | 0.04% |
| GNMA GII30 TBA 04.0000 02/01/2050 | 0.04% |
| GOODMAN GROUP SEDOL B03FYZ4 | 0.04% |
| GSMS 2011-GC3 D P/P 144A 05.8242 03/10/2044 | 0.04% |
| IDACORP INC SEDOL 2296937 | 0.04% |
| WEST PHARMACEUTICAL SERVICES SEDOL 2950482 | 0.04% |
| AHM 2007-1 GA1C 01.9820 05/25/2047 | 0.04% |
| AMDOCS LTD SEDOL 2256908 | 0.04% |
| AMERICAN TOWER CORP 02.7500 01/15/2027 | 0.04% |
| CCO HOLDINGS LLC P/P 144A 05.3750 06/01/2029 | 0.04% |
| COMCAST CORPORATION 03.3750 02/15/2025 | 0.04% |
| GSMS 2014-GC22 C 04.8471 06/10/2047 | 0.04% |
| HYATT HOTELS CORP 04.8500 03/15/2026 | 0.04% |
| KEURIG DR PEPPER INC 04.5970 05/25/2028 | 0.04% |
| MERCK & CO INC 03.7000 02/10/2045 | 0.04% |
| REPUBLIC OF COLOMBIA USD 03.8750 04/25/2027 | 0.04% |
| SNAM SPA SEDOL 7251470 | 0.04% |
| CME GROUP INC SEDOL 2965839 | 0.04% |
| COMM 2013-LC6 AM 03.2820 01/10/2046 | 0.04% |
| DUKE ENERGY CORP 04.2000 06/15/2049 | 0.04% |
| DUKE ENERGY OHIO INC 03.6500 02/01/2029 | 0.04% |
| JOHNSON CONTROLS INTL PL 04.5000 02/15/2047 | 0.04% |
| L3HARRIS TECH INC P/P 144A 03.8500 12/15/2026 | 0.04% |
| OSHKOSH CORP 04.6000 05/15/2028 | 0.04% |
| VERIZON COMMUNICATIONS 04.4000 11/01/2034 | 0.04% |
| VOLVO AB-B SHS SEDOL B1QH830 | 0.04% |
| WESTROCK MWV LLC 08.2000 01/15/2030 | 0.04% |
| ABBVIE INC 02.5000 05/14/2020 | 0.03% |
| BANK OF NOVA SCOTIA USD 02.0000 11/15/2022 | 0.03% |
| CAS 2020-R01 1M2 03.7421 01/25/2040 | 0.03% |
| EOG RESOURCES INC 02.6250 03/15/2023 | 0.03% |
| HOLLYFRONTIER CORP SEDOL B5VX1H6 | 0.03% |
| ITOCHU TECHNO-SOLUTIONS CORP SEDOL 6200194 | 0.03% |
| NRG P/P 144A 03.7500 06/15/2024 | 0.03% |
| STACR 2015-DNA3 M3 06.3609 04/25/2028 | 0.03% |
| VERIZON COMMUNICATIONS 05.2500 03/16/2037 | 0.03% |
| YANGZIJIANG SHIPBUILDING SEDOL B1VT035 | 0.03% |
| 2.00 R ISWP FWD US0003M P 03/18/2050 | 0.03% |
| ALLY FINANCIAL INC 05.7500 11/20/2025 | 0.03% |
| AMERISOURCEBERGEN CORP | 0.03% |
| AUTONATION INC. 05.5000 02/01/2020 | 0.03% |
| BP CAPITAL MARKETS PLC USD 03.2790 09/19/2027 | 0.03% |
| CACI INTERNATIONAL INC -CL A SEDOL 2159267 | 0.03% |
| ENBRIDGE INC USD 04.2500 12/01/2026 | 0.03% |
| ENBRIDGE INC USD 04.5000 06/10/2044 | 0.03% |
| JONES LANG LASALLE INC SEDOL 2040640 | 0.03% |
| MBX.GII30.450.10 R USL1M P 01/12/41 CS | 0.03% |
| SHERWIN-WILLIAMS CO/THE SEDOL 2804211 | 0.03% |
| SUN HUNG KAI PROPERTIES SEDOL 6859927 | 0.03% |
| TRK 2019-1 A1 04.3356 03/25/2022 | 0.03% |
| ASHLAND GLOBAL HOLDINGS INC SEDOL BYND5N1 | 0.03% |
| EXTENDED STAY AMERICA INC SEDOL BGH3F75 | 0.03% |
| IDEX CORP SEDOL 2456612 | 0.03% |
| PETROBRAS GLOBAL FINANCE USD 06.1250 01/17/2022 | 0.03% |
| STACR 2016-HQA2 M3 06.8109 11/25/2028 | 0.03% |
| TOKYO ELECTRON LTD SEDOL 6895675 | 0.03% |
| AES CORP/THE 05.5000 04/15/2025 | 0.03% |
| AIR LEASE CORP 04.6250 10/01/2028 | 0.03% |
| BECTON DICKINSON AND CO 03.7000 06/06/2027 | 0.03% |
| BERKELEY GROUP HOLDINGS/THE SEDOL B02L3W3 | 0.03% |
| CISCO SYSTEMS INC 02.2000 02/28/2021 | 0.03% |
| CROWN HOLDINGS INC | 0.03% |
| DOMINICAN REPUBLIC REGS 05.9500 01/25/2027 | 0.03% |
| EQUINOR ASA USD 02.9000 11/08/2020 | 0.03% |
| FUJITSU LTD SEDOL 6356945 | 0.03% |
| IBM CORP 01.8750 08/01/2022 | 0.03% |
| KEURIG DR PEPPER INC 04.4170 05/25/2025 | 0.03% |
| ONCOR ELECTRIC DELIV 03.7500 04/01/2045 | 0.03% |
| SHIRE ACQ INV IE 03.2000 09/23/2026 | 0.03% |
| WFRBS 2011-C3 D P/P 144A 05.8567 03/15/2044 | 0.03% |
| ABN AMRO BANK NV P/P 144A 02.4500 06/04/2020 | 0.03% |
| AMGEN INC 02.6000 08/19/2026 | 0.03% |
| AXIS CAPITAL HOLDINGS LTD SEDOL 2677606 | 0.03% |
| BERKSHIRE HATHAWAY E 03.8000 07/15/2048 | 0.03% |
| BOC HONG KONG HOLDINGS LTD SEDOL 6536112 | 0.03% |
| CARDINAL HEALTH INC SEDOL 2175672 | 0.03% |
| COMCAST CORP 03.4500 02/01/2050 | 0.03% |
| COSTCO WHOLESALE CORP SEDOL 2701271 | 0.03% |
| ENERGY TRANSFER OPERA 05.8750 01/15/2024 | 0.03% |
| EQUINIX INC 03.2000 11/18/2029 | 0.03% |
| NORDEA BANK ABP P/P 144A 02.2500 05/27/2021 | 0.03% |
| S&P GLOBAL INC 02.9500 01/22/2027 | 0.03% |
| SARTORIUS STEDIM BIOTECH SEDOL BYZ2QP5 | 0.03% |
| WAMU 2005-AR12 1A8 03.8777 10/25/2035 | 0.03% |
| WEINGARTEN REALTY INVESTORS SEDOL 2946618 | 0.03% |
| APPLE INC 02.0000 05/06/2020 | 0.03% |
| BROADRIDGE FINANCIAL SOLUTIO SEDOL B1VP7R6 | 0.03% |
| CHS/COMMUNITY HEALTH SYS 06.2500 03/31/2023 | 0.03% |
| HOME DEPOT INC 02.6250 06/01/2022 | 0.03% |
| INTL FLAVOR & FRAGRANCES 04.4500 09/26/2028 | 0.03% |
| JPMCC 2012-C6 AS 04.1166 05/15/2045 | 0.03% |
| NATIONAL AUSTRALIA BK/NY 02.5000 01/12/2021 | 0.03% |
| NUTRIEN LTD USD 04.1250 03/15/2035 | 0.03% |
| REGIONS FINANCIAL CORP 02.7500 08/14/2022 | 0.03% |
| SUMITOMO MITSUI TRUST HOLDIN SEDOL 6431897 | 0.03% |
| VIDEOTRON LTD / LTEE P/P 144A 05.1250 04/15/2027 | 0.03% |
| VISTRA OPERATION P/P 144A 03.5500 07/15/2024 | 0.03% |
| ZOETIS INC 03.9000 08/20/2028 | 0.03% |
| CHARTER COMM OPT LLC/CAP 04.8000 03/01/2050 | 0.03% |
| CITIGROUP INC 03.8870 01/10/2028 | 0.03% |
| CLP HOLDINGS LTD SEDOL 6097017 | 0.03% |
| CURTISS-WRIGHT CORP SEDOL 2241205 | 0.03% |
| CWALT 2006-OA7 1A2 03.0853 06/25/2046 | 0.03% |
| DEUTSCHE WOHNEN SE SEDOL B0YZ0Z5 | 0.03% |
| GOOGLE INC 03.3750 02/25/2024 | 0.03% |
| HCA INC 04.1250 06/15/2029 | 0.03% |
| HOME DEPOT INC SEDOL 2434209 | 0.03% |
| HUNTINGTON BANCSHARES 04.3500 02/04/2023 | 0.03% |
| HUNTINGTON NATIONAL BANK 02.3750 03/10/2020 | 0.03% |
| JPMBB 2013-C12 C 04.2367 07/15/2045 | 0.03% |
| JPMCC 2012-C8 D P/P 144A 04.8040 10/15/2045 | 0.03% |
| NUTRIEN LTD. USD 04.2000 04/01/2029 | 0.03% |
| TREASURY BILL 00.0000 05/07/2020 | 0.03% |
| VODAFONE GROUP PLC USD 04.3750 05/30/2028 | 0.03% |
| WFRBS 2014-C22 XA IO 00.9569 09/15/2057 | 0.03% |
| AMGEN INC 03.4500 10/01/2020 | 0.03% |
| ANHEUSER-BUSCH INBEV WOR 04.7500 01/23/2029 | 0.03% |
| CROWN CASTLE INTL CORP 03.6500 09/01/2027 | 0.03% |
| DOMINICAN REPUBLIC REGS 06.8750 01/29/2026 | 0.03% |
| GSMS 2010-C1 D P/P 144A 06.1975 08/10/2043 | 0.03% |
| JPMORGAN CHASE & CO 02.9099 05/15/2047 | 0.03% |
| LIBERTY MEDIA COR-SIRIUSXM A SEDOL BD8QGF7 | 0.03% |
| LUNDIN PETROLEUM AB SEDOL 7187627 | 0.03% |
| OBAYASHI CORP SEDOL 6656407 | 0.03% |
| SANTANDER UK PLC P/P 144A 05.0000 11/07/2023 | 0.03% |
| VISTRA OPERATION P/P 144A 04.3000 07/15/2029 | 0.03% |
| VTB BANK (VTB CAP SA P/P 144A 06.9500 10/17/2022 | 0.03% |
| AECOM SEDOL B1VZ431 | 0.03% |
| ANHEUSER-BUSCH INBEV WOR 05.5500 01/23/2049 | 0.03% |
| BMIR 2018-2A M1B P/P 144A 03.0109 08/25/2028 | 0.03% |
| BP CAP MARKETS AMERICA 03.1190 05/04/2026 | 0.03% |
| CROWN CASTLE INTL CORP 03.7000 06/15/2026 | 0.03% |
| DISH DBS CORP 05.8750 11/15/2024 | 0.03% |
| EQUINOR ASA SEDOL 7133608 | 0.03% |
| ERAC USA FINANCE LLC P/P 144A 07.0000 10/15/2037 | 0.03% |
| FNMA FN30 BC1155 UMBS 03.0000 06/01/2046 | 0.03% |
| GLENCORE FUNDING LLC P/P 144A 04.0000 04/16/2025 | 0.03% |
| MYLAN NV SEDOL BVFMFG8 | 0.03% |
| PFIZER INC 03.0000 12/15/2026 | 0.03% |
| REPUBLIC OF SENEGAL REGS 06.2500 05/23/2033 | 0.03% |
| SEKISUI HOUSE LTD SEDOL 6793906 | 0.03% |
| SMITH & NEPHEW PLC SEDOL 0922320 | 0.03% |
| TEXAS INSTRUMENTS INC SEDOL 2885409 | 0.03% |
| TJX COMPANIES INC SEDOL 2989301 | 0.03% |
| ALLERGAN FUNDING SCS USD 03.8000 03/15/2025 | 0.02% |
| ALPHABET INC 01.9980 08/15/2026 | 0.02% |
| APPLE INC 03.8500 05/04/2043 | 0.02% |
| BANCO SANTANDER SA USD 05.1790 11/19/2025 | 0.02% |
| CELANESE US HOLDINGS LLC 03.5000 05/08/2024 | 0.02% |
| CISCO SYSTEMS INC 02.5000 09/20/2026 | 0.02% |
| CREDIT SUISSE GRP AG P/P 144A 06.2500 12/18/2024 | 0.02% |
| GENTING SINGAPORE LTD SEDOL BDRTVP2 | 0.02% |
| GFL ENVIRONMENTAL P/P 144A 07.0000 06/01/2026 | 0.02% |
| KEYSIGHT TECHNOLOGIES IN SEDOL BQZJ0Q9 | 0.02% |
| LBMLT 2004-1 A2 02.4609 02/25/2034 | 0.02% |
| MOODY S CORP | 0.02% |
| NITTO DENKO CORP SEDOL 6641801 | 0.02% |
| ROYAL BANK OF CANADA USD 04.6500 01/27/2026 | 0.02% |
| SAIL 2004-10 A10 02.5609 11/25/2034 | 0.02% |
| SANTANDER UK GROUP H P/P 144A 04.7500 09/15/2025 | 0.02% |
| SHIRE ACQ INV IRELAND DA USD 02.8750 09/23/2023 | 0.02% |
| STACR 2014-HQ3 M3 06.4109 10/25/2024 | 0.02% |
| UNITEDHEALTH GROUP INC 03.3750 11/15/2021 | 0.02% |
| UNUM GROUP SEDOL 2433842 | 0.02% |
| WFRBS 2013-C12 AS 03.5600 03/15/2048 | 0.02% |
| AIG GLOBAL FUNDING P/P 144A 02.1500 07/02/2020 | 0.02% |
| AMGEN INC 04.6630 06/15/2051 | 0.02% |
| BANCO SANTANDER SA USD 04.3790 04/12/2028 | 0.02% |
| BMIR 2019-4A M1C P/P 144A 04.1609 10/25/2029 | 0.02% |
| BT GROUP PLC SEDOL 3091357 | 0.02% |
| CGCMT 2014-GC21 AS 04.0260 05/10/2047 | 0.02% |
| DEUTSCHE TELEKOM INT FIN USD 08.7500 06/15/2030 | 0.02% |
| JPMCC 2013-LC11 AS 03.2160 04/15/2046 | 0.02% |
| LMAT 2019-GS7 A1 03.2500 11/25/2059 | 0.02% |
| LPL FINANCIAL HOLDINGS INC SEDOL B75JX34 | 0.02% |
| PROTECTIVE LIFE GLO P/P 144A 02.2620 04/08/2020 | 0.02% |
| ROYAL BK SCOTLND GRP PLC USD 04.8920 05/18/2029 | 0.02% |
| SUZUKEN CO LTD SEDOL 6865560 | 0.02% |
| TENET HEALTHCARE P/P 144A 04.8750 01/01/2026 | 0.02% |
| TESCO PLC SEDOL 0884709 | 0.02% |
| TRANSCANADA TRUST USD 05.3000 03/15/2077 | 0.02% |
| UBS GROUP AG P/P 144A 04.1250 04/15/2026 | 0.02% |
| UNITEDHEALTH GROUP INC 04.7000 02/15/2021 | 0.02% |
| CAPGEMINI SE SEDOL 4163437 | 0.02% |
| CAS 2015-C03 2M2 06.6609 07/25/2025 | 0.02% |
| CFCRE 2011-C1 D P/P 144A 06.2916 04/15/2044 | 0.02% |
| CHEVRON CORP 02.1000 05/16/2021 | 0.02% |
| CISCO SYSTEMS INC 05.9000 02/15/2039 | 0.02% |
| CITIBANK NA 03.0500 05/01/2020 | 0.02% |
| CVS HEALTH CORP 03.7000 03/09/2023 | 0.02% |
| EMIR 2018-1 M1 03.3609 11/25/2028 | 0.02% |
| ERAC USA FINANCE LLC P/P 144A 04.5000 02/15/2045 | 0.02% |
| MBX.FN30.500.10 R USL1M P 01/12/41 BC | 0.02% |
| MITSUBISHI UFJ FIN GRP USD 03.8500 03/01/2026 | 0.02% |
| NAVISTAR INTL TLB L+350 05.1700 11/06/2024 | 0.02% |
| NRZT 2018-4A A1M 02.5609 01/25/2048 | 0.02% |
| STACR 2016-DNA1 M3 07.2109 07/25/2028 | 0.02% |
| SUNDRUG CO LTD SEDOL 6817895 | 0.02% |
| TAKE-TWO INTERACTIVE SOFTWRE SEDOL 2122117 | 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 03.9500 10/15/2042 | 0.02% |
| WASTE CONNECTIONS INC 03.5000 05/01/2029 | 0.02% |
| WILMAR INTERNATIONAL LTD SEDOL B17KC69 | 0.02% |
| ALFRESA HOLDINGS CORP SEDOL 6687214 | 0.02% |
| APPLE INC 02.8500 05/06/2021 | 0.02% |
| APPLE INC 04.3750 05/13/2045 | 0.02% |
| AT&T INC 02.9500 07/15/2026 | 0.02% |
| BCE INC SEDOL B188TH2 | 0.02% |
| BMW US CAPITAL LLC P/P 144A 03.9500 08/14/2028 | 0.02% |
| CITIGROUP INC 02.9000 12/08/2021 | 0.02% |
| COPA HOLDINGS SA-CLASS A SEDOL B0TNJH9 | 0.02% |
| CREDIT AGRICOLE SA P/P 144A 04.0000 01/10/2033 | 0.02% |
| DOMINICAN REPUBLIC REGS 08.6250 04/20/2027 | 0.02% |
| ENDEAVOR ENERGY P/P 144A 05.7500 01/30/2028 | 0.02% |
| ERAC USA FINANCE LLC P/P 144A 05.6250 03/15/2042 | 0.02% |
| EURONET WORLDWIDE INC | 0.02% |
| KINDER MORGAN ENER PART 03.5000 03/01/2021 | 0.02% |
| LIBERTY PROPERTY TRUST SEDOL 2513681 | 0.02% |
| LMAT 2020-GS1 A1 02.8820 10/25/2059 | 0.02% |
| MACQUARIE BANK LTD P/P 144A 02.8500 07/29/2020 | 0.02% |
| MATCH GROUP INC P/P 144A 05.0000 12/15/2027 | 0.02% |
| REPUBLIC OF SOUTH AFRICA USD 04.8500 09/27/2027 | 0.02% |
| SHERWIN-WILLIAMS CO 03.4500 06/01/2027 | 0.02% |
| SPRINT CORP 07.8750 09/15/2023 | 0.02% |
| STACR 2016-HQA3 M3 05.5109 03/25/2029 | 0.02% |
| TEMPO ACQ LLC/FI P/P 144A 06.7500 06/01/2025 | 0.02% |
| TEMPUR SEALY INTERNATIONAL I SEDOL 2216991 | 0.02% |
| US BANCORP 02.6250 01/24/2022 | 0.02% |
| ALIMENTATION COUCHE-TARD 3.550000 07/26/2027 | 0.02% |
| AMERICAN INTL GROUP 08.1750 05/15/2058 | 0.02% |
| APPLE INC 02.8500 05/11/2024 | 0.02% |
| ARRW 2018-1 A3 04.1570 04/25/2048 | 0.02% |
| BP CAPITAL MARKETS PLC USD 02.3150 02/13/2020 | 0.02% |
| CANTOR FITZGERALD LP P/P 144A 06.5000 06/17/2022 | 0.02% |
| CITIGROUP INC 04.4500 09/29/2027 | 0.02% |
| CROWN CASTLE INTL CORP 03.8000 02/15/2028 | 0.02% |
| CWALT 2006-OA19 A1 01.8344 02/20/2047 | 0.02% |
| IVORY COAST REGS 05.3750 07/23/2024 | 0.02% |
| JOHNSON CONTROLS INTL PL 04.9500 07/02/2064 | 0.02% |
| KEURIG DR PEPPER INC 04.0570 05/25/2023 | 0.02% |
| L3HARRIS TECH INC P/P 144A 04.4000 06/15/2028 | 0.02% |
| ROGERS COMMUNICATIONS IN USD 04.5000 03/15/2043 | 0.02% |
| SWISS LIFE HOLDING AG-REG SEDOL 7437805 | 0.02% |
| T-MOBILE USA INC 06.3750 03/01/2025 | 0.02% |
| TOTAL CAPITAL INTL SA USD 02.7500 06/19/2021 | 0.02% |
| VONOVIA SE SEDOL BBJPFY1 | 0.02% |
| WEYERHAEUSER CO 07.3750 03/15/2032 | 0.02% |
| CENTENE CORP P/P 144A 04.6250 12/15/2029 | 0.02% |
| CGCMT 2014-GC19 D P/P 144A 05.2616 03/10/2047 | 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% |
| DNB BANK ASA P/P 144A 02.1250 10/02/2020 | 0.02% |
| GCP APPLIED TECH P/P 144A 05.5000 04/15/2026 | 0.02% |
| GSMS 2014-GC18 C 05.1564 01/10/2047 | 0.02% |
| ISRAEL CHEMICALS LTD SEDOL 6455530 | 0.02% |
| KONINKLIJKE AHOLD DELHAIZE N SEDOL BD0Q398 | 0.02% |
| MARSH & MCLENNAN COS INC 04.9000 03/15/2049 | 0.02% |
| MORGAN STANLEY 03.7500 02/25/2023 | 0.02% |
| MWST 2018-W1 A 02.5109 11/25/2051 | 0.02% |
| PLANTRONICS INC P/P 144A 05.5000 05/31/2023 | 0.02% |
| S&P GLOBAL INC 04.4000 02/15/2026 | 0.02% |
| SABINE PASS LIQUEFACTION 04.2000 03/15/2028 | 0.02% |
| SAMI 2007-AR7 1A1 02.5109 05/25/2047 | 0.02% |
| STAPLES INC P/P 144A 07.5000 04/15/2026 | 0.02% |
| THALES SA SEDOL 4162791 | 0.02% |
| TRUIST BANK 02.6360 09/17/2029 | 0.02% |
| UCB SA SEDOL 5596991 | 0.02% |
| UNITEDHEALTH GROUP INC 02.7500 02/15/2023 | 0.02% |
| WESTPAC BANKING CORP USD 02.0000 08/19/2021 | 0.02% |
| WFRBS 2012-C9 D P/P 144A 04.9712 11/15/2045 | 0.02% |
| BANK OF AMERICA CORP 06.1000 12/29/2049 | 0.02% |
| CHARTER COMM OPT LLC 04.9080 07/23/2025 | 0.02% |
| COMM 2014-UBS6 C 04.5973 12/10/2047 | 0.02% |
| DEERE & COMPANY 02.6000 06/08/2022 | 0.02% |
| DOLLAR GENERAL CORP 03.2500 04/15/2023 | 0.02% |
| FIDELITY NATIONAL INFORM 04.2500 05/15/2028 | 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% |
| INTERNATIONAL PAPER CO 03.0000 02/15/2027 | 0.02% |
| MARSH & MCLENNAN COS INC 04.3750 03/15/2029 | 0.02% |
| MIDAMERICAN FUNDING LLC 06.9270 03/01/2029 | 0.02% |
| MSBAM 2014-C14 C 05.0988 02/15/2047 | 0.02% |
| NEC CORP SEDOL 6640400 | 0.02% |
| ONEMAIN HOLDINGS INC SEDOL BYSZB89 | 0.02% |
| PPSI 2004-WCW2 M3 02.7109 10/25/2034 | 0.02% |
| SABINE PASS LIQUEF 05.0000 03/15/2027 | 0.02% |
| SPRINT CAPITAL CORPORATION 06.8750 11/15/2028 | 0.02% |
| TCI COMMUNICATIONS INC 07.1250 02/15/2028 | 0.02% |
| UBSCM 2012-C1 C P/P 144A 05.7559 05/10/2045 | 0.02% |
| VIACOMCBS INC 04.6000 01/15/2045 | 0.02% |
| WFRBS 2013-C16 AS 04.6680 09/15/2046 | 0.02% |
| AMERICAN EXPRESS CO SEDOL 2026082 | 0.02% |
| ARRW 2019-3 A3 03.4160 10/25/2048 | 0.02% |
| AVALARA INC SEDOL BZ1NVP4 | 0.02% |
| AXA SA P/P 144A 06.3790 12/29/2049 | 0.02% |
| BOISE CASCADE CO P/P 144A 05.6250 09/01/2024 | 0.02% |
| CARLISLE COS INC SEDOL 2176318 | 0.02% |
| CHIMERA INVESTMENT CORP SEDOL BVZCNC0 | 0.02% |
| CIGNA CORP P/P 144A 04.5000 03/15/2021 | 0.02% |
| COGNIZANT TECH SOLUTIONS-A SEDOL 2257019 | 0.02% |
| CSAIL 2015-C1 D P/P 144A 03.9142 04/15/2050 | 0.02% |
| CSC HOLDINGS LLC 05.2500 06/01/2024 | 0.02% |
| DOMINICAN REPUBLIC REGS 06.5000 02/15/2048 | 0.02% |
| ENERGY TRANSFER OPERATNG 05.2000 02/01/2022 | 0.02% |
| FISERV INC 03.5000 07/01/2029 | 0.02% |
| FIVE CORNERS FUNDING P/P 144A 04.4190 11/15/2023 | 0.02% |
| IHEARTCOMMUNICATIONS INC 08.3750 05/01/2027 | 0.02% |
| JAPAN PRIME REALTY INVESTMEN SEDOL 6528175 | 0.02% |
| JPMBB 2014-C22 C 04.7060 09/15/2047 | 0.02% |
| LEGRAND FRANCE USD 08.5000 02/15/2025 | 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% |
| MACQUARIE INFRASTRUCTURE COR SEDOL B1Z4VB1 | 0.02% |
| MSBAM 2012-C6 D P/P 144A 04.7611 11/15/2045 | 0.02% |
| NATIONAL BANK OF CANADA SEDOL 2077303 | 0.02% |
| NAVISTAR INTL CORP P/P 144A 06.6250 11/01/2025 | 0.02% |
| ORACLE CORP 02.5000 10/15/2022 | 0.02% |
| STEVENS HLDG CO INC P/P 144A 06.1250 10/01/2026 | 0.02% |
| TENET HEALTHCARE COR P/P 144A 05.1250 11/01/2027 | 0.02% |
| TEVA PHARMACEUTICALS NE USD 06.0000 04/15/2024 | 0.02% |
| TRANSDIGM INC. P/P 144A 06.2500 03/15/2026 | 0.02% |
| TREASURY BILL 00.0000 04/16/2020 | 0.02% |
| TRUIST FIN CORP 04.8000 12/31/2099 | 0.02% |
| WELLS FARGO & COMPANY 05.8750 12/29/2049 | 0.02% |
| WFCM 2013-LC12 C 04.4195 07/15/2046 | 0.02% |
| WFMBS 2006-AR5 1A1 05.1539 04/25/2036 | 0.02% |
| ZURICH INSURANCE GROUP AG SEDOL 5983816 | 0.02% |
| ALLY FINANCIAL INC 08.0000 11/01/2031 | 0.02% |
| ASHTEAD CAPITAL INC P/P 144A 04.2500 11/01/2029 | 0.02% |
| BAE SYSTEMS PLC SEDOL 0263494 | 0.02% |
| CCO HLDGS LLC/CAP CO P/P 144A 05.7500 02/15/2026 | 0.02% |
| CMLTI 2005-2 1A2A 04.5026 05/25/2035 | 0.02% |
| COX COMM INC P/P 144A 03.5000 08/15/2027 | 0.02% |
| CSC HOLDINGS LLC P/P 144A 07.5000 04/01/2028 | 0.02% |
| DOMINICAN REPUBLIC REGS 06.0000 07/19/2028 | 0.02% |
| FIDELITY NATIONAL INFO SERV SEDOL 2769796 | 0.02% |
| FOX CORP P/P 144A 04.0300 01/25/2024 | 0.02% |
| HOLLY ENERGY PARTNE P/P 144A 06.0000 08/01/2024 | 0.02% |
| MICROSOFT CORP 02.4000 02/06/2022 | 0.02% |
| MITSUBISHI UFJ LEASE & FINAN SEDOL 6268976 | 0.02% |
| MSC 2016-BNK2 C 04.0354 11/15/2049 | 0.02% |
| NATIONAL AUSTRALIA BK/NY 02.8000 01/10/2022 | 0.02% |
| PENSKE TRUCK LEASING P/P 144A 03.9000 02/01/2024 | 0.02% |
| PFIZER INC 01.9500 06/03/2021 | 0.02% |
| SINGAPORE TECH ENGINEERING SEDOL 6043214 | 0.02% |
| SPRINT SPECTRUM P/P 144A 03.3600 09/20/2021 | 0.02% |
| SWISS RE TREAS P/P 144A 04.2500 12/06/2042 | 0.02% |
| TORONTO-DOMINION BANK SEDOL 2897222 | 0.02% |
| TREASURY BILL 00.0000 06/04/2020 | 0.02% |
| WAMU 2007-HY2 1A1 03.8155 12/25/2036 | 0.02% |
| WFCM 2013-LC12 D P/P 144A 04.4195 07/15/2046 | 0.02% |
| WFRBS 2013-C15 D P/P 144A 04.6433 08/15/2046 | 0.02% |
| AMERICAN TOWER CORP 02.9000 01/15/2030 | 0.02% |
| AMUNDI SA SEDOL BYZR014 | 0.02% |
| AT&T INC 04.3000 02/15/2030 | 0.02% |
| AUTOMATIC DATA PROCESSING SEDOL 2065308 | 0.02% |
| AXA SA SEDOL 7088429 | 0.02% |
| BRIGHT HORIZONS FAMILY SOLUT SEDOL B7MJWP2 | 0.02% |
| BRISTOL-MYERS P/P 144A 03.4000 07/26/2029 | 0.02% |
| CAS 2014-C03 2M2 04.5609 07/25/2024 | 0.02% |
| CITIGROUP INC 04.6000 03/09/2026 | 0.02% |
| CNP ASSURANCES SEDOL 5543986 | 0.02% |
| COMCAST CORP 03.1500 03/01/2026 | 0.02% |
| COMM 2013-CR11 AM 04.7150 08/10/2050 | 0.02% |
| DIAMOND SPORTS GR/DI P/P 144A 06.6250 08/15/2027 | 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% |
| LIBERTY MEDIA COR-SIRIUSXM C SEDOL BD8QGH9 | 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% |
| NUANCE COMMUNICATIONS INC SEDOL 2402121 | 0.02% |
| PULTEGROUP INC 05.5000 03/01/2026 | 0.02% |
| PULTEGROUP INC. 07.8750 06/15/2032 | 0.02% |
| REP OF INDONESIA P/P 144A 04.7500 01/08/2026 | 0.02% |
| SERVICE PROPERTIES TRUST 04.3750 02/15/2030 | 0.02% |
| SPECTRA ENERGY PARTNERS 03.3750 10/15/2026 | 0.02% |
| SPRINT CORP 07.2500 09/15/2021 | 0.02% |
| TENET HEALTHCARE CORP 08.1250 04/01/2022 | 0.02% |
| UNIVAR SOLUTIONS P/P 144A 05.1250 12/01/2027 | 0.02% |
| VIACOMCBS INC 04.5000 03/01/2021 | 0.02% |
| WFCM 2014-LC16 XA IO 01.2726 08/15/2050 | 0.02% |
| WR BERKLEY CORP SEDOL 2093644 | 0.02% |
| WYNN LAS VEGAS P/P 144A 05.2500 05/15/2027 | 0.02% |
| Z HOLDINGS CORP SEDOL 6084848 | 0.02% |
| AIR LIQUIDE SA SEDOL B1YXBJ7 | 0.02% |
| ARD FINANCE SA P/P 144A 06.5000 06/30/2027 | 0.02% |
| BAFC 2005-B 3M1 02.3294 04/20/2035 | 0.02% |
| BANFF MERGER SUB INC P/P 144A 09.7500 09/01/2026 | 0.02% |
| BOMBARDIER INC P/P 144A 07.8750 04/15/2027 | 0.02% |
| BRAND ENERGY TL L+425 06.0880 06/21/2024 | 0.02% |
| BWAY HOLDING CO P/P 144A 07.2500 04/15/2025 | 0.02% |
| CAMDEN PROPERTY TRUST 04.8750 06/15/2023 | 0.02% |
| CAS 2014-C04 1M2 06.5609 11/25/2024 | 0.02% |
| CBRE SERVICES INC 04.8750 03/01/2026 | 0.02% |
| DASSAULT AVIATION SA SEDOL 4067164 | 0.02% |
| ENTERPRISE PRODUCTS OPER 02.8000 01/31/2030 | 0.02% |
| EXXON MOBIL CORP SEDOL 2326618 | 0.02% |
| FHLMC FR30 ZS9547 UMBS 04.0000 09/01/2045 | 0.02% |
| GNR 2015-H25 BI IO 02.0015 10/20/2065 | 0.02% |
| GOLDEN NUGGET INC P/P 144A 06.7500 10/15/2024 | 0.02% |
| IHS MARKIT LTD USD 04.7500 08/01/2028 | 0.02% |
| INTELSAT JACKSON HLD P/P 144A 09.7500 07/15/2025 | 0.02% |
| JPMCC 2010-C2 C P/P 144A 05.7862 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% |
| NIELSEN FIN LLC/CO P/P 144A 05.0000 04/15/2022 | 0.02% |
| PLAINS GP HOLDINGS LP-CL A SEDOL BDGHN95 | 0.02% |
| QUEST DIAGNOSTICS INC SEDOL 2702791 | 0.02% |
| RBS GLOBAL/REXNO P/P 144A 04.8750 12/15/2025 | 0.02% |
| WALT DISNEY CO/THE SEDOL 2270726 | 0.02% |
| WALT DISNEY COMP 07.7500 01/20/2024 | 0.02% |
| AUTOZONE INC SEDOL 2065955 | 0.01% |
| BANK OF MONTREAL SEDOL 2076009 | 0.01% |
| BRAND ENERGY & I P/P 144A 08.5000 07/15/2025 | 0.01% |
| CHOCOLADEFABRIKEN LINDT-PC SEDOL 5962280 | 0.01% |
| COMCAST CORP 04.0490 11/01/2052 | 0.01% |
| COMPASS MIN INTL P/P 144A 06.7500 12/01/2027 | 0.01% |
| DENBURY RESOURCES IN P/P 144A 09.0000 05/15/2021 | 0.01% |
| DH EUROPE FINANCE II USD 03.4000 11/15/2049 | 0.01% |
| DIAMONDBACK ENERGY INC 03.2500 12/01/2026 | 0.01% |
| GREAT LAKES D&D 08.0000 05/15/2022 | 0.01% |
| GW B-CR SECURITY P/P 144A 09.5000 11/01/2027 | 0.01% |
| HONEYWELL INTL 03.8120 11/21/2047 | 0.01% |
| KIMBERLY-CLARK CORP SEDOL 2491839 | 0.01% |
| L3HARRIS TECHNOLOGIES INC SEDOL BK9DTN5 | 0.01% |
| NAVIENT CORP SEDOL BLP5GX1 | 0.01% |
| PPL CAPITAL FUNDING INC 04.2000 06/15/2022 | 0.01% |
| PRUDENTIAL FINANCIAL INC 05.2000 03/15/2044 | 0.01% |
| ROSS STORES INC SEDOL 2746711 | 0.01% |
| SCIENTIFIC GAMES P/P 144A 07.2500 11/15/2029 | 0.01% |
| SOHGO SECURITY SERVICES CO SEDOL 6546359 | 0.01% |
| STACR 2020-HQA1 M2 03.7350 01/25/2050 | 0.01% |
| TTM TECHNOLOGIES INC P/P 144A 05.6250 10/01/2025 | 0.01% |
| VIACOMCBS INC 02.9000 01/15/2027 | 0.01% |
| VICI PROPERTIES INC SEDOL BYWH073 | 0.01% |
| ALLISON TRANSMISSION P/P 144A 04.7500 10/01/2027 | 0.01% |
| APPLE INC 03.4500 05/06/2024 | 0.01% |
| BIG RVR STL/FIN P/P 144A 07.2500 09/01/2025 | 0.01% |
| BROOKFIELD PROPERTY REIT I-A SEDOL BGHFKV0 | 0.01% |
| CALPINE CORP P/P 144A 04.5000 02/15/2028 | 0.01% |
| CAN IMPERIAL BK OF COMMERCE SEDOL 2170525 | 0.01% |
| CARRIAGE SVCS INC P/P 144A 06.6250 06/01/2026 | 0.01% |
| CCO HLDGS LLC/CAP C P/P 144A 05.5000 05/01/2026 | 0.01% |
| COMM 2014-CR18 C 04.8828 07/15/2047 | 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% |
| CSC HOLDINGS LLC 06.7500 11/15/2021 | 0.01% |
| DIRECT LINE INSURANCE GROUP SEDOL BY9D0Y1 | 0.01% |
| GNR 2016-H16 EI IO 02.3987 06/20/2066 | 0.01% |
| HCA INC 05.5000 06/15/2047 | 0.01% |
| HOWARD HUGHES CORP P/P 144A 05.3750 03/15/2025 | 0.01% |
| IRON MOUNTAIN INC P/P 144A 04.8750 09/15/2027 | 0.01% |
| LPL HOLDINGS INC P/P 144A 05.7500 09/15/2025 | 0.01% |
| MATTAMY GROUP CORP P/P 144A 05.2500 12/15/2027 | 0.01% |
| NIELSEN CO LUXEM P/P 144A 05.0000 02/01/2025 | 0.01% |
| NTT DATA CORP SEDOL 6125639 | 0.01% |
| PARK-OHIO INDUSTRIES INC 06.6250 04/15/2027 | 0.01% |
| PETROLEOS MEXICANOS P/P 144A 07.6900 01/23/2050 | 0.01% |
| REFINITIV US HLDG P/P 144A 06.2500 05/15/2026 | 0.01% |
| REP OF INDONESIA P/P 144A 03.3750 04/15/2023 | 0.01% |
| SCIENTIFIC GAMES P/P 144A 08.2500 03/15/2026 | 0.01% |
| SCOTTS MIRACLE-GRO P/P 144A 04.5000 10/15/2029 | 0.01% |
| SEI INVESTMENTS COMPANY SEDOL 2793610 | 0.01% |
| SERVICE CORP INTL 05.3750 05/15/2024 | 0.01% |
| STACR 2014-HQ2 M3 05.4109 09/25/2024 | 0.01% |
| TALLGRASS NRG PRTNR P/P 144A 05.5000 01/15/2028 | 0.01% |
| TERRIER MEDIA BU P/P 144A 08.8750 12/15/2027 | 0.01% |
| TRANSDIGM INC P/P 144A 05.5000 11/15/2027 | 0.01% |
| UNITEDHEALTH GROUP INC 02.8750 03/15/2022 | 0.01% |
| VIDEOTRON LTD USD 05.0000 07/15/2022 | 0.01% |
| WAMU 2005-AR9 A1C3 02.6209 07/25/2045 | 0.01% |
| WATCO COS LLC/FI P/P 144A 06.3750 04/01/2023 | 0.01% |
| YPSO FINANCE BIS P/P 144A 06.0000 02/15/2028 | 0.01% |
| ALIMEN COUCHE P/P 144A 02.9500 01/25/2030 | 0.01% |
| ALKERMES PLC SEDOL B3P6D26 | 0.01% |
| ARMSTRONG WORLD INDUSTRIES SEDOL B1FT462 | 0.01% |
| ARRW 2019-1 A3 04.2080 01/25/2049 | 0.01% |
| BGC PARTNERS INC 05.1250 05/27/2021 | 0.01% |
| BOLIDEN AB SEDOL BJV12J7 | 0.01% |
| BPCE SA P/P 144A 05.1500 07/21/2024 | 0.01% |
| BRAMBLES LTD SEDOL B1FJ0C0 | 0.01% |
| CAS 2014-C02 1M2 04.2609 05/25/2024 | 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% |
| CORNERSTONE BUILDING P/P 144A 08.0000 04/15/2026 | 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% |
| DOLLAR TREE INC SEDOL 2272476 | 0.01% |
| ENERGY TRANSFER OPERATNG 02.9000 05/15/2025 | 0.01% |
| GNR 2013-99 AS IO 04.3923 06/20/2043 | 0.01% |
| GNR 2017-162 QI IO 05.0000 10/11/2047 | 0.01% |
| GOLDEN NUGGET INC P/P 144A 08.7500 10/01/2025 | 0.01% |
| HMIR 2018-1 M1 P/P 144A 03.2609 10/25/2028 | 0.01% |
| HUSKY TLB L+300 04.6453 03/28/2025 | 0.01% |
| INGEVITY CORP P/P 144A 04.5000 02/01/2026 | 0.01% |
| INTERPUBLIC GROUP OF COS INC SEDOL 2466321 | 0.01% |
| ISTAR INC 04.2500 08/01/2025 | 0.01% |
| ISTAR INC 04.7500 10/01/2024 | 0.01% |
| ITRON INC P/P 144A 05.0000 01/15/2026 | 0.01% |
| MEREDITH CORP 06.8750 02/01/2026 | 0.01% |
| MIZUHO FINANCIAL GROUP INC SEDOL 6591014 | 0.01% |
| MSC 2011-C3 D P/P 144A 05.4193 07/15/2049 | 0.01% |
| NEXSTAR ESCROW P/P 144A 05.6250 07/15/2027 | 0.01% |
| OSHKOSH CORP 05.3750 03/01/2025 | 0.01% |
| PACKAGING CORP OF AMERIC 04.5000 11/01/2023 | 0.01% |
| RAMC 2003-4 A1 02.1809 03/25/2034 | 0.01% |
| RITE AID CORP P/P 144A 06.1250 04/01/2023 | 0.01% |
| SERVICE CORP INTL 05.1250 06/01/2029 | 0.01% |
| SERVICE CORPORATION INTL 04.6250 12/15/2027 | 0.01% |
| SONIC HEALTHCARE LTD SEDOL 6821120 | 0.01% |
| STACR 2017-DNA1 M2 04.9109 07/25/2029 | 0.01% |
| STAPLES INC. P/P 144A 10.7500 04/15/2027 | 0.01% |
| WASTE MANAGEMENT INC. 04.7500 06/30/2020 | 0.01% |
| WESTROCK MWV LLC 07.9500 02/15/2031 | 0.01% |
| 1011778 BC / NEW RED P/P 144A 05.0000 10/15/2025 | 0.01% |
| ALBERTSONS COS/SAFE P/P 144A 04.6250 01/15/2027 | 0.01% |
| ALTICE LUXEMBOURG SA P/P 144A 10.5000 05/15/2027 | 0.01% |
| ARCELORMITTAL USD 07.0000 10/15/2039 | 0.01% |
| ASCEND LEARNING LLC P/P 144A 06.8750 08/01/2025 | 0.01% |
| BAUSCH HLTH AMERICAS P/P 144A 08.5000 01/31/2027 | 0.01% |
| BAUSCH HLTH COS INC P/P 144A 06.1250 04/15/2025 | 0.01% |
| BMC EAST LLC P/P 144A 05.5000 10/01/2024 | 0.01% |
| BROTHER INDUSTRIES LTD SEDOL 6146500 | 0.01% |
| CAS 2017-C01 1EB1 02.9109 07/25/2029 | 0.01% |
| CEMEX FINANCE LLC P/P 144A 06.0000 04/01/2024 | 0.01% |
| CHS/COMMUNITY P/P 144A 06.6250 02/15/2025 | 0.01% |
| COMSTOCK RE INC P/P 144A 07.5000 05/15/2025 | 0.01% |
| CWALT 2005-59 1A1 01.9844 11/20/2035 | 0.01% |
| CWALT 2006-24CB A19 02.1609 08/25/2036 | 0.01% |
| DIAMOND 1 FIN/DIAMON P/P 144A 08.3500 07/15/2046 | 0.01% |
| DIAMOND SPORTS P/P 144A 05.3750 08/15/2026 | 0.01% |
| DROPBOX INC-CLASS A SEDOL BG0T321 | 0.01% |
| EIFFAGE SEDOL B13X013 | 0.01% |
| EQUINOR ASA USD 05.1000 08/17/2040 | 0.01% |
| FUJIFILM HOLDINGS CORP SEDOL 6356525 | 0.01% |
| GENERAL MOTORS FINL CO 04.3000 07/13/2025 | 0.01% |
| GNMA GII30 BL6161 06.0000 12/20/2048 | 0.01% |
| GNR 2016-123 LI IO 03.5000 03/20/2044 | 0.01% |
| GREIF INC P/P 144A 06.5000 03/01/2027 | 0.01% |
| HSBC USA INC 03.5000 06/23/2024 | 0.01% |
| JPMCC 2013-C10 AS 03.3715 12/15/2047 | 0.01% |
| JPMORGAN CHASE & CO 06.1000 02/01/2049 | 0.01% |
| KINDER MORGAN ENER PART 03.4500 02/15/2023 | 0.01% |
| MATTEL INC P/P 144A 05.8750 12/15/2027 | 0.01% |
| NABORS INDUSTRIES INC. 05.7500 02/01/2025 | 0.01% |
| NORFOLK SOUTHERN CORP SEDOL 2641894 | 0.01% |
| OCCIDENTAL PETROLEUM CORP SEDOL 2655408 | 0.01% |
| ORACLE CORP 05.3750 07/15/2040 | 0.01% |
| PQ CORP P/P 144A 05.7500 12/15/2025 | 0.01% |
| PRECISION DRILL P/P 144A 07.1250 01/15/2026 | 0.01% |
| SIX FLAGS ENT P/P 144A 04.8750 07/31/2024 | 0.01% |
| STANDARD IND INC P/P 144A 05.3750 11/15/2024 | 0.01% |
| SWISS PRIME SITE-REG SEDOL B083BH4 | 0.01% |
| TEVA PHARMACEUTICALS NE USD 06.7500 03/01/2028 | 0.01% |
| TOYOTA MOTOR CORP SEDOL 6900643 | 0.01% |
| VISTRA OPERATIONS CO P/P 144A 05.5000 09/01/2026 | 0.01% |
| WAMU 2005-AR14 1A2 03.8409 12/25/2035 | 0.01% |
| WERNER FINCO LP/INC P/P 144A 08.7500 07/15/2025 | 0.01% |
| WESFARMERS LTD SEDOL 6948836 | 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% |
| BAUSCH HLTH COS INC P/P 144A 07.0000 03/15/2024 | 0.01% |
| CAS 2015-C01 1M2 05.9609 02/25/2025 | 0.01% |
| CBRE SERVICES INC 05.2500 03/15/2025 | 0.01% |
| CELANESE US HOLDINGS LLC 04.6250 11/15/2022 | 0.01% |
| CF INDUSTRIES INC 04.9500 06/01/2043 | 0.01% |
| CFCRE 2011-C2 D P/P 144A 05.9327 12/15/2047 | 0.01% |
| CNO FINANCIAL GROUP INC 05.2500 05/30/2025 | 0.01% |
| COCA-COLA EUROPEAN PARTNERS SEDOL BYQQ3P5 | 0.01% |
| ELI LILLY & CO SEDOL 2516152 | 0.01% |
| ENTERCOM MEDIA CORP P/P 144A 06.5000 05/01/2027 | 0.01% |
| ENTERCOM MEDIA CORP P/P 144A 07.2500 11/01/2024 | 0.01% |
| FAIRFAX US INC P/P 144A 04.8750 08/13/2024 | 0.01% |
| FISERV INC SEDOL 2342034 | 0.01% |
| GENERAL DYNAMICS CORP SEDOL 2365161 | 0.01% |
| HCA INC 05.3750 09/01/2026 | 0.01% |
| HUB INTL LTD P/P 144A 07.0000 05/01/2026 | 0.01% |
| MERCK & CO. INC. 02.7500 02/10/2025 | 0.01% |
| NEWCREST MINING LTD SEDOL 6637101 | 0.01% |
| NIPPON STEEL CORP SEDOL 6642569 | 0.01% |
| ORKLA ASA SEDOL B1VQF42 | 0.01% |
| PENSKE TRUCK LE P/P 144A 03.4000 11/15/2026 | 0.01% |
| PETROBRAS GLOBAL FIN P/P 144A 05.0930 01/15/2030 | 0.01% |
| PROVIDENT FDG/PFG FI P/P 144A 06.3750 06/15/2025 | 0.01% |
| RENAISSANCERE HOLDINGS LTD SEDOL 2728429 | 0.01% |
| SPRINT CORP P/P 144A 07.2500 02/01/2028 | 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% |
| TMS INTL HLDG CORP P/P 144A 07.2500 08/15/2025 | 0.01% |
| TOPBUILD CORP P/P 144A 05.6250 05/01/2026 | 0.01% |
| UNITEDHEALTH GROUP INC SEDOL 2917766 | 0.01% |
| US CONCRETE INC 06.3750 06/01/2024 | 0.01% |
| VMWARE INC 03.9000 08/21/2027 | 0.01% |
| WAMU 2005-AR11 A1B3 02.0609 08/25/2045 | 0.01% |
| WASTE PRO USA INC P/P 144A 05.5000 02/15/2026 | 0.01% |
| WESTPAC BANKING CORP USD 04.4210 07/24/2039 | 0.01% |
| WFCM 2016-LC25 XA IO 01.1368 12/15/2059 | 0.01% |
| AKER BP ASA P/P 144A 03.7500 01/15/2030 | 0.01% |
| ALLERGAN FUNDING SCS USD 03.4500 03/15/2022 | 0.01% |
| ALTICE FRANCE P/P 144A 07.3750 05/01/2026 | 0.01% |
| AMERICAN CAMPUS COMMUNITIES SEDOL B02H871 | 0.01% |
| AMSTED INDUSTRIES P/P 144A 04.6250 05/15/2030 | 0.01% |
| APERGY CORP 06.3750 05/01/2026 | 0.01% |
| ARDAGH PKG FIN/HLDGS P/P 144A 04.1250 08/15/2026 | 0.01% |
| ARDAGH PKG FIN/HLDGS P/P 144A 05.2500 08/15/2027 | 0.01% |
| BAUSCH HEALTH COS INC REGS 04.5000 05/15/2023 | 0.01% |
| BAUSCH HLTH COS INC P/P 144A 07.2500 05/30/2029 | 0.01% |
| BOMBARDIER INC P/P 144A 07.5000 12/01/2024 | 0.01% |
| CENOVUS ENERGY INC USD 06.7500 11/15/2039 | 0.01% |
| CHENIERE CORP CHRIST 05.8750 03/31/2025 | 0.01% |
| CNO FINANCIAL GROUP INC 05.2500 05/30/2029 | 0.01% |
| CONSTELLIUM SE P/P 144A 05.8750 02/15/2026 | 0.01% |
| DIAMOND 1 FIN/DIAMON P/P 144A 07.1250 06/15/2024 | 0.01% |
| EG GLOBAL FIN PLC P/P 144A 06.7500 02/07/2025 | 0.01% |
| EPR PROPERTIES 05.7500 CUM CV PFD | 0.01% |
| FHR 3829 AS IO 05.2738 03/15/2041 | 0.01% |
| GENERAL DYNAMICS CORP 02.2500 11/15/2022 | 0.01% |
| GFL ENVIRON INC P/P 144A 05.1250 12/15/2026 | 0.01% |
| GFL ENVIRONMENTA P/P 144A 08.5000 05/01/2027 | 0.01% |
| GNMA GII30 BL6235 06.0000 04/20/2049 | 0.01% |
| GOEASY LTD P/P 144A 05.3750 12/01/2024 | 0.01% |
| HCA INC 05.0000 03/15/2024 | 0.01% |
| HCA INC 05.2500 06/15/2026 | 0.01% |
| HKT TRUST AND HKT LTD-SS SEDOL B4TXDZ3 | 0.01% |
| INFOR US INC 06.5000 05/15/2022 | 0.01% |
| INTEL CORP SEDOL 2463247 | 0.01% |
| IPALCO ENTPRS IN 03.7000 09/01/2024 | 0.01% |
| JPMBB 2014-C25 XA IO 01.0059 11/15/2047 | 0.01% |
| LEVEL 3 FIN INC P/P 144A 04.6250 09/15/2027 | 0.01% |
| LOEWS CORP SEDOL 2523022 | 0.01% |
| MTR CORP SEDOL 6290054 | 0.01% |
| NOMURA REAL ESTATE HOLDINGS SEDOL B1CWJM5 | 0.01% |
| NRG ENERGY INC P/P 144A 05.2500 06/15/2029 | 0.01% |
| ONCOR ELECTRIC DELIVERY 05.3000 06/01/2042 | 0.01% |
| PANTHER BF AGGRE 2 P/P 144A 08.5000 05/15/2027 | 0.01% |
| PNC BANK NA 02.7000 11/01/2022 | 0.01% |
| SINCLAIR BROADCAST GROUP -A SEDOL 2799351 | 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% |
| SMURFIT KAPPA TREASURY USD 07.5000 11/20/2025 | 0.01% |
| SPRINGLEAF FINANCE CORP 05.3750 11/15/2029 | 0.01% |
| STACR 2015-DN1 M3 05.8109 01/25/2025 | 0.01% |
| STACR 2015-DNA2 M3 05.5609 12/25/2027 | 0.01% |
| T-MOBILE USA INC 04.7500 02/01/2028 | 0.01% |
| TRANSDIGM INC 06.3750 06/15/2026 | 0.01% |
| TREASURY BILL 00.0000 04/23/2020 | 0.01% |
| TRI POINTE GROUP / HOMES 05.8750 06/15/2024 | 0.01% |
| UNIVISION COMM P/P 144A 05.1250 02/15/2025 | 0.01% |
| US BANCORP SEDOL 2736035 | 0.01% |
| USI INC/NY P/P 144A 06.8750 05/01/2025 | 0.01% |
| WFRBS 2013-C14 XA IO 00.8642 06/15/2046 | 0.01% |
| 1011778 BC / NEW RED P/P 144A 03.8750 01/15/2028 | 0.01% |
| ALBERTSONS COS LLC P/P 144A 07.5000 03/15/2026 | 0.01% |
| ANTERO RESOURCES 05.3750 11/01/2021 | 0.01% |
| ANTERO RESOURCES FIN 05.1250 12/01/2022 | 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% |
| BERKSHIRE HATHAWAY ENERG 06.1250 04/01/2036 | 0.01% |
| BERKSHIRE HATHAWAY FIN 04.3000 05/15/2043 | 0.01% |
| BERRY GLOBAL INC 05.1250 07/15/2023 | 0.01% |
| BMW US CAPITAL LLC P/P 144A 03.4000 08/13/2021 | 0.01% |
| CAPITAL ONE FINANCIAL CO 04.2000 10/29/2025 | 0.01% |
| CGCMT 2012-GC8 XA IO P/P 144A 01.9327 09/10/2045 | 0.01% |
| COMM 2014-UBS6 XA IO 01.0445 12/10/2047 | 0.01% |
| CSC HOLDINGS LLC P/P 144A 05.7500 01/15/2030 | 0.01% |
| CSC HOLDINGS LLC P/P 144A 07.7500 07/15/2025 | 0.01% |
| DIAMONDBACK ENERGY INC 05.3750 05/31/2025 | 0.01% |
| ENERGY TRANSFER OPERATNG 06.1250 12/15/2045 | 0.01% |
| ESH HOSPITALITY INC P/P 144A 05.2500 05/01/2025 | 0.01% |
| GLP CAPITAL LP / FIN II 05.2500 06/01/2025 | 0.01% |
| GNMA GII30 BL6185 06.0000 01/20/2049 | 0.01% |
| GNR 2015-H26 EI IO 01.7603 10/20/2065 | 0.01% |
| GOLDMAN SACHS GROUP INC 06.7500 10/01/2037 | 0.01% |
| HESS MIDSTREAM P P/P 144A 05.1250 06/15/2028 | 0.01% |
| HUDBAY MINERALS INC P/P 144A 07.6250 01/15/2025 | 0.01% |
| ICAHN ENTER/FIN 06.2500 05/15/2026 | 0.01% |
| JFE HOLDINGS INC SEDOL 6543792 | 0.01% |
| JPMBB 2015-C33 XA IO 01.1264 12/15/2048 | 0.01% |
| L BRANDS INC 07.5000 06/15/2029 | 0.01% |
| LADDER CAP FINAN P/P 144A 04.2500 02/01/2027 | 0.01% |
| LIONS GATE CAP HOLD P/P 144A 06.3750 02/01/2024 | 0.01% |
| MARATHON PETRO CORP 06.5000 03/01/2041 | 0.01% |
| MEG ENERGY CORP P/P 144A 06.5000 01/15/2025 | 0.01% |
| NATIONSTAR MTG P/P 144A 08.1250 07/15/2023 | 0.01% |
| NETFLIX INC 04.8750 04/15/2028 | 0.01% |
| NEWELL BRANDS INC 04.2000 04/01/2026 | 0.01% |
| NUCOR CORP SEDOL 2651086 | 0.01% |
| ORACLE CORP 02.5000 05/15/2022 | 0.01% |
| ORACLE CORP JAPAN SEDOL 6141680 | 0.01% |
| PERTAMINA PERSERO PT P/P 144A 04.3000 05/20/2023 | 0.01% |
| PORSCHE AUTOMOBIL HLDG-PRF SEDOL 7101069 | 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% |
| REPUBLIC OF SENEGAL REGS 06.2500 07/30/2024 | 0.01% |
| SANOFI SEDOL 5671735 | 0.01% |
| SM ENERGY CO 06.7500 09/15/2026 | 0.01% |
| STATION CASINOS LLC P/P 144A 04.5000 02/15/2028 | 0.01% |
| TENNANT CO 05.6250 05/01/2025 | 0.01% |
| THE BANK OF NOVA SCOTIA USD 02.7000 03/07/2022 | 0.01% |
| TRIVIUM PACK FIN P/P 144A 05.5000 08/15/2026 | 0.01% |
| USD/JPY PUT 107.00 20200417 JPMCB | 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% |
| ALTICE FRANCE SA P/P 144A 05.5000 01/15/2028 | 0.01% |
| AMC ENT HOLDIN 05.8750 11/15/2026 | 0.01% |
| AMC ENTERTAINMENT HLDGS 05.7500 06/15/2025 | 0.01% |
| AMSTED INDUSTRIES P/P 144A 05.6250 07/01/2027 | 0.01% |
| ASCENT RESOURCES/AEU P/P 144A 10.0000 04/01/2022 | 0.01% |
| ATOTECH ALPHA 3 BV P/P 144A 06.2500 02/01/2025 | 0.01% |
| AXALTA COATING SYS P/P 144A 04.8750 08/15/2024 | 0.01% |
| BEACON ROOFING SUPP P/P 144A 04.8750 11/01/2025 | 0.01% |
| BRIDGESTONE CORP SEDOL 6132101 | 0.01% |
| BROOKFIELD RESID PRO P/P 144A 06.1250 07/01/2022 | 0.01% |
| BUILDERS FIRSTSOURCE P/P 144A 06.7500 06/01/2027 | 0.01% |
| BUMT 2005-1 1A1 02.2609 09/25/2045 | 0.01% |
| CAS 2015-C02 2M2 05.6609 05/25/2025 | 0.01% |
| CAS 2019-HRP1 M2 03.8109 11/25/2039 | 0.01% |
| CAS 2019-R02 1M2 03.9609 08/25/2031 | 0.01% |
| CHARTER COMM OPT LLC 05.3750 05/01/2047 | 0.01% |
| COMM 2014-CR19 XA IO 01.1899 08/10/2047 | 0.01% |
| COMMONWEALTH EDISON CO 05.9000 03/15/2036 | 0.01% |
| COMMSCOPE TECH LLC P/P 144A 06.0000 06/15/2025 | 0.01% |
| DISH NETWORK CV 03.3750 08/15/2026 | 0.01% |
| EMIR 2018-1 M2 04.6609 11/25/2028 | 0.01% |
| ENDO LTD/FIN LLC/FIN P/P 144A 06.0000 02/01/2025 | 0.01% |
| EQUINIX INC 05.3750 05/15/2027 | 0.01% |
| 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% |
| GNMA GII30 BL6216 06.0000 03/20/2049 | 0.01% |
| GNMA GII30 BL6219 06.0000 03/20/2049 | 0.01% |
| GNMA GII30 BM1953 06.0000 03/20/2049 | 0.01% |
| GSMS 2014-GC24 XA IO 00.8700 09/10/2047 | 0.01% |
| HONGKONG LAND HOLDINGS LTD SEDOL 6434915 | 0.01% |
| JPMCC 2012-LC9 D P/P 144A 04.5650 12/15/2047 | 0.01% |
| KFC HLD/PIZZA HUT/TA P/P 144A 05.0000 06/01/2024 | 0.01% |
| KFC HLD/PIZZA HUT/TA P/P 144A 05.2500 06/01/2026 | 0.01% |
| KLEPIERRE SEDOL 7582556 | 0.01% |
| LIONS GATE CAP HOLD P/P 144A 05.8750 11/01/2024 | 0.01% |
| LIVE NATION ENTERTAI P/P 144A 05.6250 03/15/2026 | 0.01% |
| LOUISIANA-PACIFIC CORPORATION 04.8750 09/15/2024 | 0.01% |
| MAXIM INTEGRATED PRODUCTS SEDOL 2573760 | 0.01% |
| MBX.FN30.500.09 R USL1M P 01/12/40 BC | 0.01% |
| MLMI 2005-A2 A2 03.8839 02/25/2035 | 0.01% |
| NEWFIELD EXPLORATION CO 05.7500 01/30/2022 | 0.01% |
| NEXSTAR BROADC P/P 144A 05.6250 08/01/2024 | 0.01% |
| NRG ENERGY INC. 07.2500 05/15/2026 | 0.01% |
| NUTRIEN LTD USD 05.2500 01/15/2045 | 0.01% |
| POWER SOLUTIONS TLB L+350 05.7344 04/30/2026 | 0.01% |
| QORVO INC 05.5000 07/15/2026 | 0.01% |
| QVC INC 04.8500 04/01/2024 | 0.01% |
| REPUBLIC OF SENEGAL REGS 06.7500 03/13/2048 | 0.01% |
| ROYAL BK SCOTLND GRP PLC USD 07.5000 12/29/2049 | 0.01% |
| SPRINGLEAF FINANCE CORP 06.8750 03/15/2025 | 0.01% |
| STACR 2017-DNA3 M2 04.1609 03/25/2030 | 0.01% |
| STACR 2019-DNA1 M2 04.3109 01/25/2049 | 0.01% |
| SUGAR HSP GAMING P/P 144A 05.8750 05/15/2025 | 0.01% |
| TMX FIN LLC/TITLEMAX P/P 144A 11.1250 04/01/2023 | 0.01% |
| TRANSOCEAN INC 07.5000 04/15/2031 | 0.01% |
| TRANSOCEAN POSEIDON P/P 144A 06.8750 02/01/2027 | 0.01% |
| TRANSOCEAN SENTR P/P 144A 05.3750 05/15/2023 | 0.01% |
| TRONOX FINANCE PLC P/P 144A 05.7500 10/01/2025 | 0.01% |
| USD/JPY PUT 107.00 20200413 UBS | 0.01% |
| WFRBS 2012-C9 XA IO P/P 144A 02.0553 11/15/2045 | 0.01% |
| WFRBS 2013-C11 AS 03.3110 03/15/2045 | 0.01% |
| WM MORRISON SUPERMARKETS SEDOL 0604316 | 0.01% |
| WMG ACQUISITION CORP P/P 144A 05.0000 08/01/2023 | 0.01% |
| WYNDHAM HOTELS & RE P/P 144A 05.3750 04/15/2026 | 0.01% |
| 1011778 BC ULC / P/P 144A 04.3750 01/15/2028 | 0.01% |
| ABC-MART INC SEDOL 6292102 | 0.01% |
| ALLIANT HOLDINGS P/P 144A 06.7500 10/15/2027 | 0.01% |
| ALLY FINANCIAL INC 03.8750 05/21/2024 | 0.01% |
| ANHEUSER-BUSCH INBEV WOR 04.1500 01/23/2025 | 0.01% |
| AROUNDTOWN SA SEDOL BF0CK44 | 0.01% |
| ASP AMC MERGER SUB P/P 144A 08.0000 05/15/2025 | 0.01% |
| BAUSCH HLTH COS INC P/P 144A 05.5000 11/01/2025 | 0.01% |
| BWAY CORP TLB L+325 05.0840 04/03/2024 | 0.01% |
| CENTENE CORP 04.7500 05/15/2022 | 0.01% |
| CHS/COMMUNITY HEALT P/P 144A 08.1250 06/30/2024 | 0.01% |
| CLEAN HARBORS INC P/P 144A 04.8750 07/15/2027 | 0.01% |
| CLEAR CHANNEL WORLDW P/P 144A 05.1250 08/15/2027 | 0.01% |
| COMCAST CORP 03.9990 11/01/2049 | 0.01% |
| COMCAST CORP 06.5000 11/15/2035 | 0.01% |
| COMM 2013-CR11 XA IO 01.0911 08/10/2050 | 0.01% |
| COMM 2014-LC17 XA IO 00.9240 10/10/2047 | 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% |
| FERGUSON PLC SEDOL BJVNSS4 | 0.01% |
| FIDELITY NATIONAL INFORM 03.0000 08/15/2026 | 0.01% |
| FIFTH THIRD BANCORP 05.1000 12/29/2049 | 0.01% |
| FRONTIER COMM P/P 144A 08.5000 04/01/2026 | 0.01% |
| GENERAL MOTORS FINL CO 04.0000 01/15/2025 | 0.01% |
| GNMA GII30 BL6016 06.0000 02/20/2049 | 0.01% |
| GNMA GII30 BL6184 06.0000 02/20/2049 | 0.01% |
| GNMA GII30 BL6217 06.0000 03/20/2049 | 0.01% |
| HANESBRANDS INC P/P 144A 04.6250 05/15/2024 | 0.01% |
| HEINEKEN HOLDING NV SEDOL B0CCH46 | 0.01% |
| ICAHN ENTER/FIN 06.7500 02/01/2024 | 0.01% |
| JAGUAR HL / PPDI P/P 144A 06.3750 08/01/2023 | 0.01% |
| JAPAN TOBACCO INC SEDOL 6474535 | 0.01% |
| JARDINE MATHESON HLDGS LTD SEDOL 6472119 | 0.01% |
| JELD-WEN INC P/P 144A 04.6250 12/15/2025 | 0.01% |
| MBX.FN30.500.10 R USL1M P 01/12/41 CI | 0.01% |
| MEG ENERGY CORP P/P 144A 07.1250 02/01/2027 | 0.01% |
| MERCER INTL INC USD 06.5000 02/01/2024 | 0.01% |
| MSRR 2015-R4 CB1 02.6162 08/26/2047 | 0.01% |
| NATIONSTAR MORT/ 06.5000 07/01/2021 | 0.01% |
| NOVELIS CORP P/P 144A 04.7500 01/30/2030 | 0.01% |
| PENN NATIONAL GAMING P/P 144A 05.6250 01/15/2027 | 0.01% |
| PETROBRAS GLOBAL FIN USD 05.9990 01/27/2028 | 0.01% |
| QORVO INC SEDOL BR9YYP4 | 0.01% |
| RAYTHEON COMPANY 04.8750 10/15/2040 | 0.01% |
| ROBERTSHAW US HOLDING L+325 04.9375 02/28/2025 | 0.01% |
| SABINE PASS LIQUEFAC 05.7500 05/15/2024 | 0.01% |
| SABRE GLBL INC P/P 144A 05.3750 04/15/2023 | 0.01% |
| SAMPO OYJ-A SHS SEDOL 5226038 | 0.01% |
| SESI LLC 07.1250 12/15/2021 | 0.01% |
| SPRINT CORP 07.6250 03/01/2026 | 0.01% |
| SS&C TECH INC P/P 144A 05.5000 09/30/2027 | 0.01% |
| STACR 2015-HQ2 M2 03.6109 05/25/2025 | 0.01% |
| STARFRUIT US/STAR FI P/P 144A 08.0000 10/01/2026 | 0.01% |
| STEEL DYNAMICS INC 05.5000 10/01/2024 | 0.01% |
| TRANSOCEAN INC P/P 144A 08.0000 02/01/2027 | 0.01% |
| TRANSOCEAN PONTUS LT P/P 144A 06.1250 08/01/2025 | 0.01% |
| TWDC ENTERPRISES 18 CORP 02.7500 08/16/2021 | 0.01% |
| UBSBB 2012-C4 XA IO P/P 144A 01.7710 12/10/2045 | 0.01% |
| VERTIV INT HOLD CORP P/P 144A 12.0000 02/15/2022 | 0.01% |
| VIACOMCBS INC 04.0000 01/15/2026 | 0.01% |
| VISTRA OPERATION P/P 144A 05.0000 07/31/2027 | 0.01% |
| WEEKLEY HOMES LLC 06.0000 02/01/2023 | 0.01% |
| WFRBS 2012-C10 XA IO P/P 144A 01.6857 12/15/2045 | 0.01% |
| WOLVERINE WORLD WIDE P/P 144A 05.0000 09/01/2026 | 0.01% |
| WPX ENERGY INC 08.2500 08/01/2023 | 0.01% |
| ZF NA CAPITAL P/P 144A 04.5000 04/29/2022 | 0.01% |
| ZIGGO BV P/P 144A 05.5000 01/15/2027 | 0.01% |
| AIB GROUP PLC SEDOL BF0L353 | 0.00% |
| ANHEUSER-BUSCH INBEV WOR 02.5000 07/15/2022 | 0.00% |
| ASCEND LEARNING LLC P/P 144A 06.8750 08/01/2025 | 0.00% |
| BANK OF MONTREAL USD 03.8030 12/15/2032 | 0.00% |
| BMIR 2017-1 M1 P/P 144A 03.3609 10/25/2027 | 0.00% |
| BUCKEYE PARTNERS LP 03.9500 12/01/2026 | 0.00% |
| BUILDERS FIRSTSOURCE P/P 144A 05.6250 09/01/2024 | 0.00% |
| CALPINE CORP P/P 144A 05.2500 06/01/2026 | 0.00% |
| CENTENE CORP P/P 144A 05.2500 04/01/2025 | 0.00% |
| CHEMOURS CO 07.0000 05/15/2025 | 0.00% |
| CLEAR CHANNEL WORLD P/P 144A 09.2500 02/15/2024 | 0.00% |
| CROWN AMER/CAP 04.7500 02/01/2026 | 0.00% |
| CROWN CASTLE INTL CORP 04.8750 04/15/2022 | 0.00% |
| CWALT 2005-27 1A1 02.4611 08/25/2035 | 0.00% |
| ECOLAB INC SEDOL 2304227 | 0.00% |
| FRESENIUS MEDICAL CARE AG & SEDOL 5129074 | 0.00% |
| GARTNER INC P/P 144A 05.1250 04/01/2025 | 0.00% |
| GLP CAPITAL LP / FIN II 05.3750 04/15/2026 | 0.00% |
| GMAC CAPITAL TRUST I PCT 07.6948 | 0.00% |
| GNMA GII30 BL6218 06.0000 02/20/2049 | 0.00% |
| GSMS 2013-GC10 XA IO 01.6479 02/10/2046 | 0.00% |
| GSMS 2014-GC22 XA IO 01.1416 06/10/2047 | 0.00% |
| ICAHN ENTER P/P 144A 04.7500 09/15/2024 | 0.00% |
| ICAHN ENTER/FIN P/P 144A 05.2500 05/15/2027 | 0.00% |
| IHEARTCOMMUNICATIONS INC 06.3750 05/01/2026 | 0.00% |
| INDIGO NATURAL P/P 144A 06.8750 02/15/2026 | 0.00% |
| JELD-WEN INC P/P 144A 04.8750 12/15/2027 | 0.00% |
| KFC HLD/PIZZA HUT/TA P/P 144A 04.7500 06/01/2027 | 0.00% |
| KINDER MORGAN ENER PART 05.4000 09/01/2044 | 0.00% |
| KINDER MORGAN INC/DELAWA 07.7500 01/15/2032 | 0.00% |
| KRATON POLYMERS LLC/ P/P 144A 07.0000 04/15/2025 | 0.00% |
| LEVEL 3 FINANCING INC 05.6250 02/01/2023 | 0.00% |
| LIVE NATION ENT P/P 144A 04.8750 11/01/2024 | 0.00% |
| MET LIFE GLOB FUND P/P 144A 03.0000 01/10/2023 | 0.00% |
| MOLINA HEALTHCARE IN 05.3750 11/15/2022 | 0.00% |
| MSAC 2004-HE6 M1 02.4859 08/25/2034 | 0.00% |
| MSBAM 2014-C17 XA IO 01.2669 08/15/2047 | 0.00% |
| NATIONAL AUSTRALIA BANK LTD SEDOL 6624608 | 0.00% |
| NETFLIX INC P/P 144A 05.3750 11/15/2029 | 0.00% |
| NETFLIX INC. 06.3750 05/15/2029 | 0.00% |
| OASIS PETROLEUM INC P/P 144A 06.2500 05/01/2026 | 0.00% |
| PENSKE AUTO GRP INC 05.7500 10/01/2022 | 0.00% |
| PENSKE AUTOMOTIVE GROUP 05.5000 05/15/2026 | 0.00% |
| PRUDENTIAL FINANCIAL INC 05.6250 06/15/2043 | 0.00% |
| PUBLICIS GROUPE SEDOL 4380429 | 0.00% |
| REPUBLIC OF VENEZUELA REGS 08.2500 10/13/2024 | 0.00% |
| RESIDEO FUNDING INC P/P 144A 06.1250 11/01/2026 | 0.00% |
| REVLON CONS TLB L+350 05.4086 09/07/2023 | 0.00% |
| ROBERTSHAW TL 2L L+800 09.6875 02/28/2026 | 0.00% |
| RTL GROUP SEDOL B1BK209 | 0.00% |
| SECOM CO LTD SEDOL 6791591 | 0.00% |
| SEK/USD 03/18/2020 SSBT | 0.00% |
| SOLENIS 1STL L+400 05.9086 06/26/2025 | 0.00% |
| SOLENIS 2NDL L+850 10.8314 06/26/2026 | 0.00% |
| SOLERA LLC / SOLERA P/P 144A 10.5000 03/01/2024 | 0.00% |
| SPRINGLEAF FINANCE CORP 06.6250 01/15/2028 | 0.00% |
| SWEDISH MATCH AB SEDOL 5048566 | 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% |
| TRAVELPORT TLB L+500 07.5413 05/30/2026 | 0.00% |
| VERTIV GROUP CORP P/P 144A 09.2500 10/15/2024 | 0.00% |
| VISTRA ENERGY CORP P/P 144A 08.1250 01/30/2026 | 0.00% |
| VISTRA OPERATIONS CO P/P 144A 05.6250 02/15/2027 | 0.00% |
| WFRBS 2011-C4 E P/P 144A 05.3962 06/15/2044 | 0.00% |
| WPX ENERGY INC 05.7500 06/01/2026 | 0.00% |
| ABC SUPPLY CO INC P/P 144A 04.0000 01/15/2028 | 0.00% |
| AES CORP/THE 04.5000 03/15/2023 | 0.00% |
| AES CORP/THE 05.1250 09/01/2027 | 0.00% |
| ALTRIA GROUP INC | 0.00% |
| APACHE CORPORATION 03.2500 04/15/2022 | 0.00% |
| AUTOMATION TOOLING S P/P 144A 06.5000 06/15/2023 | 0.00% |
| BANK OF AMERICA CORP 02.6536 09/15/2026 | 0.00% |
| BAUSCH HLTH COS INC P/P 144A 07.0000 01/15/2028 | 0.00% |
| BAYTEX ENERGY CORP P/P 144A 05.6250 06/01/2024 | 0.00% |
| BEACON ROOFING SUPPL P/P 144A 04.5000 11/15/2026 | 0.00% |
| BERRY GLOBAL INC P/P 144A 05.6250 07/15/2027 | 0.00% |
| BOYD GAMING CORP P/P 144A 04.7500 12/01/2027 | 0.00% |
| BOYD GAMING CORPORATION 06.0000 08/15/2026 | 0.00% |
| BROOKFIELD RESID P/P 144A 06.2500 09/15/2027 | 0.00% |
| BSCMS 2006-PW11 B P/P 144A 05.8015 03/11/2039 | 0.00% |
| CAS 2015-C02 1M2 05.6609 05/25/2025 | 0.00% |
| CENTENE ESCROW I CO P/P 144A 05.3750 06/01/2026 | 0.00% |
| CHS/COMMUNITY HEALTH P/P 144A 08.0000 03/15/2026 | 0.00% |
| CINEMARK USA INC 05.1250 12/15/2022 | 0.00% |
| COMMSCOPE INC P/P 144A 06.0000 03/01/2026 | 0.00% |
| CPG INTL TL L+375 05.9333 05/05/2024 | 0.00% |
| CREDIT ACCEPTANC P/P 144A 05.1250 12/31/2024 | 0.00% |
| CREDIT ACCEPTANC P/P 144A 06.6250 03/15/2026 | 0.00% |
| DUN & BRADSTREET COR P/P 144A 06.8750 08/15/2026 | 0.00% |
| EOG RESOURCES INC 04.1500 01/15/2026 | 0.00% |
| FHR 3408 EK 19.0481 04/15/2037 | 0.00% |
| FORD MOTOR CO SEDOL 2615468 | 0.00% |
| FREEPORT-MCMORAN INC 05.4500 03/15/2043 | 0.00% |
| GATES GLOBAL TLB L+275 04.3953 03/31/2024 | 0.00% |
| GBP/USD 03/18/2020 JPMCB | 0.00% |
| GNMA GII30 AY2298 04.7000 05/20/2067 | 0.00% |
| GNMA GII30 AY4779 04.5090 03/20/2067 | 0.00% |
| GNMA GII30 BA7681 04.6250 06/20/2067 | 0.00% |
| GNMA GII30 BB0107 04.7000 08/20/2067 | 0.00% |
| GNR 2013-14 IO IO 03.5000 12/20/2042 | 0.00% |
| GO DADDY OPCO/FINCO P/P 144A 05.2500 12/01/2027 | 0.00% |
| HOLLY PAR/FIN P/P 144A 05.0000 02/01/2028 | 0.00% |
| HOLOGIC INC P/P 144A 04.3750 10/15/2025 | 0.00% |
| HSBC HOLDINGS PLC SEDOL 0540528 | 0.00% |
| INTERNATIONAL LEASE FIN CORP 05.8750 08/15/2022 | 0.00% |
| IOS.FN30.400.10 R USL1M P 01/12/41 BC | 0.00% |
| IRON MOUNTAIN INC P/P 144A 05.2500 03/15/2028 | 0.00% |
| ISTAR INC. 05.2500 09/15/2022 | 0.00% |
| JOSEPH T RYERSON & S P/P 144A 11.0000 05/15/2022 | 0.00% |
| L BRANDS INC 06.7500 07/01/2036 | 0.00% |
| MAUSER PACKAGING SOL P/P 144A 05.5000 04/15/2024 | 0.00% |
| MBX.FN30.450.09 R USL1M P 01/12/40 BC | 0.00% |
| MERCER INTL INC USD 05.5000 01/15/2026 | 0.00% |
| MICROSOFT CORP 05.3000 02/08/2041 | 0.00% |
| MOOG INC P/P 144A 04.2500 12/15/2027 | 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% |
| NATIONAL GRID PLC SEDOL BDR05C0 | 0.00% |
| NATIONSTAR MTG P/P 144A 06.0000 01/15/2027 | 0.00% |
| NEIMAN MARCUS TL L+600 07.7344 10/25/2023 | 0.00% |
| NEWS CORP - CLASS A SEDOL BBGVT40 | 0.00% |
| NOBLE HLDG INTL LTD P/P 144A 07.8750 02/01/2026 | 0.00% |
| NRG ENERGY INC 05.7500 01/15/2028 | 0.00% |
| OASIS PETROLEUM INC 06.8750 03/15/2022 | 0.00% |
| OMIR 2018-1A M1 03.2109 07/25/2028 | 0.00% |
| ORTHO-CLINICAL P/P 144A 07.2500 02/01/2028 | 0.00% |
| PANTHER BF AGGREGA P/P 144A 06.2500 05/15/2026 | 0.00% |
| PARTY CITY HLDG INC P/P 144A 06.1250 08/15/2023 | 0.00% |
| PENSKE AUTOMOTIVE GROUP 05.3750 12/01/2024 | 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% |
| SES SEDOL B00ZQQ2 | 0.00% |
| SIRIUS XM RADIO INC. P/P 144A 05.5000 07/01/2029 | 0.00% |
| SM ENERGY CO 05.0000 01/15/2024 | 0.00% |
| SM ENERGY CO 06.1250 11/15/2022 | 0.00% |
| SPECTRUM BRANDS INC P/P 144A 05.0000 10/01/2029 | 0.00% |
| SPRINGLEAF FINANCE CORP 07.1250 03/15/2026 | 0.00% |
| STACR 2018-HQA2 M2 03.9609 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% |
| TD AMERITRADE HOLDING CORP SEDOL 2983154 | 0.00% |
| TENET HEALTHCARE P/P 144A 06.2500 02/01/2027 | 0.00% |
| THE SHERWIN-WILLIAMS COMPANY 02.7500 06/01/2022 | 0.00% |
| YUM! BRANDS INC P/P 144A 04.7500 01/15/2030 | 0.00% |
| AIR MEDICAL MERGER S P/P 144A 06.3750 05/15/2023 | 0.00% |
| ALBERTSONS COS P/P 144A 04.8750 02/15/2030 | 0.00% |
| ALLY FINANCIAL INC 08.0000 03/15/2020 | 0.00% |
| ATHENE HOLDING LTD-CLASS A SEDOL BZ13MZ1 | 0.00% |
| AUD/USD 04/15/2020 UBS | 0.00% |
| AZRIELI GROUP LTD SEDOL B5MN1W0 | 0.00% |
| BAUSCH HLTH COS INC P/P 144A 05.0000 01/30/2028 | 0.00% |
| BAUSCH HLTH COS INC P/P 144A 05.2500 01/30/2030 | 0.00% |
| BAUSCH HLTH COS INC P/P 144A 06.5000 03/15/2022 | 0.00% |
| BOYD GAMING CORP 06.3750 04/01/2026 | 0.00% |
| BP CAP MARKETS AMERICA 03.9370 09/21/2028 | 0.00% |
| CALIFORNIA RESOURC TL L+475 06.4000 12/31/2022 | 0.00% |
| CBS OUT AMER CAP LLC 05.6250 02/15/2024 | 0.00% |
| CENTENE CORP P/P 144A 05.3750 08/15/2026 | 0.00% |
| CHF/USD 03/18/2020 JPMCB | 0.00% |
| CIGNA CORP SEDOL BHJ0775 | 0.00% |
| CIT GROUP INC. 05.0000 08/15/2022 | 0.00% |
| CLEAN HARBORS INC P/P 144A 05.1250 07/15/2029 | 0.00% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 CS | 0.00% |
| COMM 2014-CR18 XA IO 01.1553 07/15/2047 | 0.00% |
| COMPASS MINERALS INT P/P 144A 04.8750 07/15/2024 | 0.00% |
| COMSTOCK RESOURCES 09.7500 08/15/2026 | 0.00% |
| CREDIT ACCEPTANC 07.3750 03/15/2023 | 0.00% |
| EL PASO NATURAL GAS 08.3750 06/15/2032 | 0.00% |
| ELDORADO RESORTS INC 07.0000 08/01/2023 | 0.00% |
| ENERGIZER HLDG INC P/P 144A 06.3750 07/15/2026 | 0.00% |
| ENTERPRISE MERG P/P 144A 08.7500 10/15/2026 | 0.00% |
| EQUINIX INC 05.8750 01/15/2026 | 0.00% |
| FEDEX CORP 02.6250 08/01/2022 | 0.00% |
| FHR 2990 LB 12.6613 06/15/2034 | 0.00% |
| FNR 2007-53 SP 18.1101 06/25/2037 | 0.00% |
| FOX CORP - CLASS B SEDOL BJJMGY5 | 0.00% |
| GBP/USD CALL 1.335 20200402 BCAP-FX | 0.00% |
| GBP/USD CALL 1.335 20200407 CITI | 0.00% |
| GBP/USD CALL 1.335 20200407 UBS | 0.00% |
| GETLINK SE SEDOL B292JQ9 | 0.00% |
| GNMA GII30 BM4196 06.0000 04/20/2049 | 0.00% |
| GNR 2010-9 UI IO 05.0000 01/20/2040 | 0.00% |
| GNR 2012-141 WI IO 03.5000 11/20/2041 | 0.00% |
| GNR 2015-124 NI IO 03.5000 06/20/2039 | 0.00% |
| GSMS 2013-GC12 XA IO 01.5556 06/10/2046 | 0.00% |
| INCEPTION MRGR/RACK P/P 144A 08.6250 11/15/2024 | 0.00% |
| JO-ANN STORES 2NDL L+925 10.9095 05/21/2024 | 0.00% |
| JO-ANN STORES TL L+500 06.6595 10/16/2023 | 0.00% |
| JPMBB 2014-C19 XA IO 00.9073 04/15/2047 | 0.00% |
| LABORATORY CRP OF AMER HLDGS SEDOL 2586122 | 0.00% |
| LBUBS 2008-C1 AM 06.2770 04/15/2041 | 0.00% |
| LIVE NATION ENT P/P 144A 04.7500 10/15/2027 | 0.00% |
| MASONITE INTL C P/P 144A 05.3750 02/01/2028 | 0.00% |
| MATTAMY GROUP CORP P/P 144A 06.5000 10/01/2025 | 0.00% |
| MBX.FN30.500.10 R USL1M P 01/12/41 CI | 0.00% |
| MEG ENERGY CORP P/P 144A 06.3750 01/30/2023 | 0.00% |
| MERCK & CO INC 01.8500 02/10/2020 | 0.00% |
| MGM GROWTH/MGM FINANCE 04.5000 01/15/2028 | 0.00% |
| NATIONSTAR MTG P/P 144A 09.1250 07/15/2026 | 0.00% |
| NETFLIX INC. P/P 144A 04.8750 06/15/2030 | 0.00% |
| NEW GOLD INC P/P 144A 06.2500 11/15/2022 | 0.00% |
| NINE ENERGY SERVICE P/P 144A 08.7500 11/01/2023 | 0.00% |
| NN GROUP NV SEDOL BNG8PQ9 | 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% |
| POMEGRANATE MERGER S P/P 144A 09.7500 05/01/2023 | 0.00% |
| REPUBLIC OF VENEZUELA REGS 09.0000 05/07/2023 | 0.00% |
| SPECTRUM BRANDS INC 06.1250 12/15/2024 | 0.00% |
| STACR 2019-HQA1 M2 04.0109 02/25/2049 | 0.00% |
| T-MOBILE USA INC. 04.0000 04/15/2022 | 0.00% |
| TARGA RES PRTNRS P/P 144A 05.5000 03/01/2030 | 0.00% |
| TARGA RESOURCES PART 06.8750 01/15/2029 | 0.00% |
| TECK RESOURCES LIMITED USD 03.7500 02/01/2023 | 0.00% |
| TRONOX INC P/P 144A 06.5000 04/15/2026 | 0.00% |
| VIPER ENERGY P/P 144A 05.3750 11/01/2027 | 0.00% |
| WMG ACQUISITION CORP P/P 144A 05.5000 04/15/2026 | 0.00% |
| WPX ENERGY INC 04.5000 01/15/2030 | 0.00% |
| ZEKELMAN IND INC P/P 144A 09.8750 06/15/2023 | 0.00% |
| ABC SUPPLY CO INC P/P 144A 05.8750 05/15/2026 | 0.00% |
| AKER BP ASA P/P 144A 05.8750 03/31/2025 | 0.00% |
| AKZO NOBEL N.V. SEDOL BJ2KSG2 | 0.00% |
| ASCENT RESOURCES/AR P/P 144A 07.0000 11/01/2026 | 0.00% |
| AUD/USD 04/15/2020 SSBT | 0.00% |
| BANK OF AMERICA CORP 06.5000 10/29/2049 | 0.00% |
| BERRY GLOBAL INC 05.5000 05/15/2022 | 0.00% |
| BERRY GLOBAL INC P/P 144A 04.5000 02/15/2026 | 0.00% |
| BOMBARDIER INC P/P 144A 08.7500 12/01/2021 | 0.00% |
| BUCKEYE PARTNERS LP 05.8500 11/15/2043 | 0.00% |
| CAD/USD 04/15/2020 SSBT | 0.00% |
| CALIFORNIA RESOURCES P/P 144A 08.0000 12/15/2022 | 0.00% |
| CANADIAN UTILITIES LTD-A SEDOL 2172639 | 0.00% |
| CHEMOURS CO 05.3750 05/15/2027 | 0.00% |
| CINEMARK USA INC 04.8750 06/01/2023 | 0.00% |
| CIT GROUP INC 05.0000 08/01/2023 | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 JP | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | 0.00% |
| COLORADO INTERSTATE GAS CO 06.8500 06/15/2037 | 0.00% |
| COMMSCOPE INC P/P 144A 05.5000 03/01/2024 | 0.00% |
| CPG MERGER SUB LLC P/P 144A 08.0000 10/01/2021 | 0.00% |
| EAGLE HLDG CO II LLC P/P 144A 07.7500 05/15/2022 | 0.00% |
| ELDORADO RESORTS INC 06.0000 09/15/2026 | 0.00% |
| FHR 3072 SM 04.2533 11/15/2035 | 0.00% |
| FHR 3249 PS 16.7434 12/15/2036 | 0.00% |
| FNR 2006-62 PS 29.9347 07/25/2036 | 0.00% |
| FRAC TECH INTL TLB L+475 06.3953 04/16/2021 | 0.00% |
| GARDA WORLD SECURITY P/P 144A 04.6250 02/15/2027 | 0.00% |
| GLENCORE PLC SEDOL B4T3BW6 | 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% |
| H LUNDBECK A/S SEDOL 7085259 | 0.00% |
| IHS MARKIT LTD P/P 144A 04.0000 03/01/2026 | 0.00% |
| INSTALLED BUILDI P/P 144A 05.7500 02/01/2028 | 0.00% |
| INTERCONTINENTAL EXCHANGE IN SEDOL BFSSDS9 | 0.00% |
| IOS.FN30.400.09 R USL1M P 01/12/40 GS | 0.00% |
| KYUSHU RAILWAY COMPANY SEDOL BD2BST6 | 0.00% |
| LAMB WESTON HOLDINGS P/P 144A 04.6250 11/01/2024 | 0.00% |
| LENNAR CORP 05.8750 11/15/2024 | 0.00% |
| MERCER INTL INC USD 07.3750 01/15/2025 | 0.00% |
| MERCK & CO INC 02.9000 03/07/2024 | 0.00% |
| MOLINA HEALTHCARE IN P/P 144A 04.8750 06/15/2025 | 0.00% |
| NOBLE HOLDING INTL LTD USD 07.7500 01/15/2024 | 0.00% |
| NOK/USD 03/18/2020 BCAP-FX | 0.00% |
| NOK/USD 03/18/2020 SSBT | 0.00% |
| NRG ENERGY INC 06.6250 01/15/2027 | 0.00% |
| OASIS PETROLEUM INC CV 02.6250 09/15/2023 | 0.00% |
| ONO PHARMACEUTICAL CO LTD SEDOL 6660107 | 0.00% |
| PETROLEOS DE VEN P/P 144A 06.0000 11/15/2026 | 0.00% |
| PRESTIGE BRANDS INC P/P 144A 05.1250 01/15/2028 | 0.00% |
| QUEBECOR MEDIA INC USD 05.7500 01/15/2023 | 0.00% |
| RACKSPACE HOSTING INC L+300 04.7632 11/03/2023 | 0.00% |
| REALOGY GRP / CO P/P 144A 09.3750 04/01/2027 | 0.00% |
| REGENCY ENERGY P 04.5000 11/01/2023 | 0.00% |
| REPSOL SA SEDOL 5669354 | 0.00% |
| SEK/USD 03/18/2020 HSBCB | 0.00% |
| SM ENERGY CO 06.6250 01/15/2027 | 0.00% |
| SUBARU CORP SEDOL 6356406 | 0.00% |
| T-MOBILE USA INC 06.0000 03/01/2023 | 0.00% |
| VALARIS PLC USD 07.7500 02/01/2026 | 0.00% |
| ALLEGHENY TECHNOLOGIES 05.8750 12/01/2027 | 0.00% |
| ANTERO MIDSTREAM P/P 144A 05.7500 01/15/2028 | 0.00% |
| AUD/USD 04/15/2020 BCAP-FX | 0.00% |
| CAD/USD 04/15/2020 BANKAM | 0.00% |
| CAD/USD 04/15/2020 JPMCB | 0.00% |
| CAD/USD 04/15/2020 TDBK | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CS | 0.00% |
| CMB CMBX.NA.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 GS | 0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 JP | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 ML | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP | 0.00% |
| CONTINENTAL RESOURCES 05.0000 09/15/2022 | 0.00% |
| CVS PASS-THROUGH TRUST 06.0360 12/10/2028 | 0.00% |
| ENERGIZER HLDG INC P/P 144A 07.7500 01/15/2027 | 0.00% |
| EUR/USD 03/18/2020 TDBK | 0.00% |
| FNMA FN30 BO0212 UMBS 04.5000 05/01/2049 | 0.00% |
| FNR 2005-106 JC 14.9740 12/25/2035 | 0.00% |
| FNR 2005-75 GS 15.2674 08/25/2035 | 0.00% |
| FNR 2005-83 QP 13.0757 11/25/2034 | 0.00% |
| FNR 2007-14 KO PO 00.0000 03/25/2037 | 0.00% |
| GBP/USD 03/18/2020 BANKAM | 0.00% |
| GBP/USD 03/18/2020 RBSF | 0.00% |
| GNMA GII30 BN7073 04.5000 05/20/2049 | 0.00% |
| GNR 2010-9 QI IO 04.5000 01/20/2040 | 0.00% |
| GNR 2019-78 SJ IO 04.3923 06/20/2049 | 0.00% |
| HCA INC. 07.5000 02/15/2022 | 0.00% |
| IHEARTMEDIA INC - CLASS A SEDOL BJVR9Y9 | 0.00% |
| IHEARTMEDIA TL L+400 05.6550 05/01/2026 | 0.00% |
| IOS.FN30.350.14 R USL1M P 01/12/45 CS | 0.00% |
| IOS.FN30.400.10 R USL1M P 01/12/41 BC | 0.00% |
| IOS.FN30.400.11 R USL1M P 01/12/42 GS | 0.00% |
| IOS.FN30.400.11 R USL1M P 01/12/42 GS | 0.00% |
| MALLINCKRODT FIN/SB P/P 144A 10.0000 04/15/2025 | 0.00% |
| MEG ENERGY CORP P/P 144A 07.0000 03/31/2024 | 0.00% |
| MSC 2007-HQ11 C 05.5580 02/12/2044 | 0.00% |
| NOK/USD 03/18/2020 HSBCB | 0.00% |
| NZD/USD 04/15/2020 BCAP-FX | 0.00% |
| NZD/USD 04/15/2020 GSFX | 0.00% |
| NZD/USD 04/15/2020 JPMCB | 0.00% |
| PPL CAPITAL FUNDING INC 03.4000 06/01/2023 | 0.00% |
| ROYAL BANK OF CANADA USD 02.8000 04/29/2022 | 0.00% |
| SEK/USD 03/18/2020 BCAP-FX | 0.00% |
| SEK/USD 03/18/2020 JPMCB | 0.00% |
| SEK/USD 03/18/2020 RBSF | 0.00% |
| SEK/USD 03/18/2020 TDBK | 0.00% |
| SEK/USD 03/18/2020 UBS | 0.00% |
| STACR 2019-DNA2 M2 04.1109 03/25/2049 | 0.00% |
| STANDARD IND INC P/P 144A 04.7500 01/15/2028 | 0.00% |
| T-MOBILE USA INC 05.3750 04/15/2027 | 0.00% |
| THE AES CORPORATION 04.8750 05/15/2023 | 0.00% |
| TITAN ACQ LTD P/P 144A 07.7500 04/15/2026 | 0.00% |
| TOWNSQUARE MEDIA INC P/P 144A 06.5000 04/01/2023 | 0.00% |
| TRANSDIGM INC 06.5000 05/15/2025 | 0.00% |
| USD/JPY PUT 101.00 20200413 UBS | 0.00% |
| USD/JPY PUT 101.00 20200417 JPMCB | 0.00% |
| ADVANZ PHARMA CORP LTD SEDOL BG0RYR7 | 0.00% |
| AUD/USD 04/15/2020 GSFX | 0.00% |
| AUD/USD 04/15/2020 RBSF | 0.00% |
| BACM 2007-1 XW IO 00.4864 01/15/2049 | 0.00% |
| BACM 2007-5 XW IO P/P 144A 00.0000 02/10/2051 | 0.00% |
| BSCMS 04-PR3I X1 IO 00.0000 02/11/2041 | 0.00% |
| BSCMS 06-PW14 X1 IO P/P 144A 00.4981 12/11/2038 | 0.00% |
| CAD/USD 04/15/2020 RBSF | 0.00% |
| CD 2007-CD4 XW IO P/P 144A 01.3816 12/11/2049 | 0.00% |
| CD 2007-CD5 XS IO 144A 00.0000 11/15/2044 | 0.00% |
| CGCMT 2006-C5 XC IO P/P 144A 00.7215 10/15/2049 | 0.00% |
| CLEAR CHANNEL OUTDOOR HOLDIN SEDOL BJHVCH9 | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 JP | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 JP | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 JP | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 JP | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 ML | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 MS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 MS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 MS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 MS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 MS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 MS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 MS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 MS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 MS | 0.00% |
| CMB CMBX.NA.A.7 2047-01-17 200.0 01/17/2047 CG | 0.00% |
| CMB CMBX.NA.A.7 2047-01-17 200.0 01/17/2047 JP | 0.00% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CG | 0.00% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CG | 0.00% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CS | 0.00% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CS | 0.00% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CS | 0.00% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 JP | 0.00% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 ML | 0.00% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 MS | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 JP | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 JP | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 JP | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 JP | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 JP | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 JP | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 ML | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 MS | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 MS | 0.00% |
| CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 JP | 0.00% |
| CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 MS | 0.00% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 CG | 0.00% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 JP | 0.00% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 JP | 0.00% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 JP | 0.00% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 MS | 0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CG | 0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CG | 0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CG | 0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CG | 0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CG | 0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CS | 0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CS | 0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS | 0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS | 0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 JP | 0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 MS | 0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 MS | 0.00% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 CG | 0.00% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 CS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 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 JP | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 JP | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 JP | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 JP | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 JP | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 BA | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 BA | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 BA | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 BC | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | 0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 CS | 0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 GS | 0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 JP | 0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 JP | 0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 ML | 0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 MS | 0.00% |
| CNH/USD 05/20/2020 BANKAM | 0.00% |
| CNH/USD 05/20/2020 GSFX | 0.00% |
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| FNMA FN30 MA2737 UMBS 03.0000 09/01/2046 | 0.34% |
| LOWES COMPANIES INC | 0.34% |
| INTL BUSINESS MACHINES CORP SEDOL 2005973 | 0.33% |
| BIOGEN INC SEDOL 2455965 | 0.32% |
| DANAHER CORP SEDOL 2250870 | 0.31% |
| EBAY INC SEDOL 2293819 | 0.31% |
| MATCHPOINT FINANCE PLC 57666ACJ9 DCP 03/18/2020 | 0.31% |
| FNMA FN30 BM5024 UMBS 03.0000 11/01/2048 | 0.30% |
| KINDER MORGAN INC SEDOL B3NQ4P8 | 0.30% |
| WASTE MANAGEMENT INC SEDOL 2937667 | 0.30% |
| INGERSOLL-RAND PLC SEDOL B633030 | 0.30% |
| CUMMINS INC SEDOL 2240202 | 0.30% |
| CAFCO LLC 1247P2CG7 DCP 03/16/2020 | 0.28% |
| FNMA FN30 AL9859 UMBS 03.0000 03/01/2047 | 0.28% |
| CAPITAL ONE FINANCIAL CORP SEDOL 2654461 | 0.28% |
| BROADCOM INC SEDOL BDZ78H9 | 0.28% |
| KLA CORP SEDOL 2480138 | 0.27% |
| REGENCY MARKETS NO. 1 LLC 7588R0AG2 DCP 01/16/2020 | 0.27% |
| CROWN CASTLE INTL CORP SEDOL BTGQCX1 | 0.26% |
| BRISTOL-MYERS SQUIBB CO SEDOL 2126335 | 0.26% |
| HILTON WORLDWIDE HOLDINGS IN SEDOL BYVMW06 | 0.26% |
| EDWARDS LIFESCIENCES CORP SEDOL 2567116 | 0.26% |
| TARGET CORP SEDOL 2259101 | 0.26% |
| PFIZER INC SEDOL 2684703 | 0.25% |
| MCKESSON CORP SEDOL 2378534 | 0.25% |
| ROCHE HOLDING AG-GENUSSCHEIN SEDOL 7110388 | 0.25% |
| PRUDENTIAL FINANCIAL INC SEDOL 2819118 | 0.24% |
| VEEVA SYSTEMS INC-CLASS A SEDOL BFH3N85 | 0.24% |
| AMERIPRISE FINANCIAL INC SEDOL B0J7D57 | 0.24% |
| UNITED AIRLINES HOLDINGS INC SEDOL B4QG225 | 0.24% |
| SYNCHRONY FINANCIAL SEDOL BP96PS6 | 0.24% |
| AGILENT TECHNOLOGIES INC SEDOL 2520153 | 0.23% |
| ABBVIE INC SEDOL B92SR70 | 0.23% |
| NATIONAL BANK OF CANADA 63307LAA9 DCP 01/10/2020 | 0.22% |
| OMNICOM GROUP SEDOL 2279303 | 0.22% |
| HERSHEY CO/THE SEDOL 2422806 | 0.22% |
| TREASURY BILL 00.0000 05/21/2020 | 0.22% |
| DISCOVER FINANCIAL SERVICES SEDOL B1YLC43 | 0.22% |
| HP INC SEDOL BYX4D52 | 0.22% |
| EXPEDIA GROUP INC SEDOL B748CK2 | 0.21% |
| NOVARTIS AG-REG SEDOL 7103065 | 0.21% |
| ALLSTATE CORP SEDOL 2019952 | 0.21% |
| ZIMMER BIOMET HOLDINGS INC SEDOL 2783815 | 0.20% |
| AFLAC INC SEDOL 2026361 | 0.20% |
| GOLDMAN SACHS GROUP INC SEDOL 2407966 | 0.20% |
| FORTINET INC SEDOL B5B2106 | 0.20% |
| ALLERGAN PLC SEDOL BY9D546 | 0.19% |
| SKANDINAVISKA ENSKILDA USD 02.3000 03/11/2020 | 0.19% |
| GILEAD SCIENCES INC SEDOL 2369174 | 0.19% |
| TAKE-TWO INTERACTIVE SOFTWRE SEDOL 2122117 | 0.19% |
| LEIDOS HOLDINGS INC SEDOL BDV82B8 | 0.18% |
| CADENCE DESIGN SYS INC SEDOL 2302232 | 0.18% |
| AT&T INC SEDOL 2831811 | 0.18% |
| HARTFORD FINANCIAL SVCS GRP SEDOL 2476193 | 0.18% |
| SOCIETE GENERALE SA 83369BC20 DCP 03/02/2020 | 0.18% |
| E*TRADE FINANCIAL CORPORATION | 0.17% |
| VERIZON COMM 04.3290 09/21/2028 | 0.17% |
| MGM RESORTS INTERNATIONAL SEDOL 2547419 | 0.17% |
| SYNOPSYS INC SEDOL 2867719 | 0.16% |
| PULTEGROUP INC SEDOL 2708841 | 0.16% |
| KEYSIGHT TECHNOLOGIES IN SEDOL BQZJ0Q9 | 0.15% |
| CF INDUSTRIES HOLDINGS INC SEDOL B0G4K50 | 0.15% |
| ENTERGY CORP SEDOL 2317087 | 0.15% |
| AES CORP SEDOL 2002479 | 0.15% |
| NOVO NORDISK A/S-B SEDOL BHC8X90 | 0.15% |
| ALLIANZ SE-REG SEDOL 5231485 | 0.15% |
| FNMA FN30 BJ9256 UMBS 04.0000 06/01/2048 | 0.15% |
| SIEMENS FINANCIERING P/P 144A 02.2000 03/16/2020 | 0.14% |
| SONY CORP SEDOL 6821506 | 0.14% |
| AMETEK INC SEDOL 2089212 | 0.14% |
| F5 NETWORKS INC SEDOL 2427599 | 0.14% |
| VISTRA ENERGY CORP SEDOL BZ8VJQ8 | 0.14% |
| CENTERPOINT ENERGY INC SEDOL 2440637 | 0.14% |
| RIO TINTO PLC SEDOL 0718875 | 0.14% |
| ROYAL DUTCH SHELL PLC-B SHS SEDOL B03MM40 | 0.14% |
| ABBVIE INC P/P 144A 03.2000 11/21/2029 | 0.14% |
| NRG ENERGY INC SEDOL 2212922 | 0.13% |
| UNILEVER NV SEDOL B1527V7 | 0.13% |
| NORWEGIAN CRUISE LINE HOLDIN SEDOL B9CGTC3 | 0.13% |
| BNP PARIBAS SEDOL 7309681 | 0.13% |
| JP MORGAN CHASE BANK NA 03.0860 04/26/2021 | 0.13% |
| ALTICE USA INC- A SEDOL BDRY7P9 | 0.13% |
| ALLY FINANCIAL INC SEDOL B72XK05 | 0.12% |
| SERVICENOW INC SEDOL B80NXX8 | 0.12% |
| ENEL SPA SEDOL 7144569 | 0.12% |
| LINCOLN NATIONAL CORP SEDOL 2516378 | 0.12% |
| CITIGROUP INC 03.6680 07/24/2028 | 0.12% |
| JPMORGAN CHASE & CO 03.9640 11/15/2048 | 0.12% |
| KDDI CORP SEDOL 6248990 | 0.12% |
| NESTLE SA-REG SEDOL 7123870 | 0.12% |
| AVALONBAY COMMUNITIES INC SEDOL 2131179 | 0.12% |
| KERING SEDOL 5505072 | 0.12% |
| CBRE GROUP INC - A SEDOL B6WVMH3 | 0.12% |
| KONINKLIJKE PHILIPS NV SEDOL 5986622 | 0.12% |
| S&P MID 400 EMINI MAR20 FAH0 | 0.12% |
| STACR 2016-DNA2 M3 06.4420 10/25/2028 | 0.12% |
| ZOETIS INC SEDOL B95WG16 | 0.12% |
| AGNC INVESTMENT CORP SEDOL BYYHJL8 | 0.12% |
| DOVER CORP SEDOL 2278407 | 0.12% |
| JPMORGAN CHASE & CO 03.6250 12/01/2027 | 0.12% |
| MORGAN STANLEY 03.6250 01/20/2027 | 0.12% |
| THERMO FISHER SCIENTIFIC INC SEDOL 2886907 | 0.12% |
| HITACHI LTD SEDOL 6429104 | 0.12% |
| HOYA CORP SEDOL 6441506 | 0.12% |
| SUMITOMO MITSUI FINANCIAL GR SEDOL 6563024 | 0.12% |
| UNILEVER PLC SEDOL B10RZP7 | 0.12% |
| ASTELLAS PHARMA INC SEDOL 6985383 | 0.11% |
| LEGAL & GENERAL GROUP PLC SEDOL 0560399 | 0.11% |
| EXXON MOBIL CORPORATION 02.2220 03/01/2021 | 0.11% |
| CRH PLC SEDOL 4182249 | 0.11% |
| EVERGY INC SEDOL BFMXGR0 | 0.11% |
| HOLOGIC INC SEDOL 2433530 | 0.11% |
| WESTPAC BANKING CORP USD 02.1500 03/06/2020 | 0.11% |
| ITOCHU CORP SEDOL 6467803 | 0.11% |
| PINNACLE WEST CAPITAL SEDOL 2048804 | 0.11% |
| SANDVIK AB SEDOL B1VQ252 | 0.11% |
| DEUTSCHE POST AG-REG SEDOL 4617859 | 0.11% |
| INVITATION HOMES INC SEDOL BD81GW9 | 0.11% |
| VEREIT INC SEDOL BYVVTJ1 | 0.11% |
| BANCO BILBAO VIZCAYA ARGENTA SEDOL 5501906 | 0.11% |
| GOLDMAN SACHS GROUP INC 03.8500 01/26/2027 | 0.10% |
| NINTENDO CO LTD SEDOL 6639550 | 0.10% |
| PARTNERS GROUP HOLDING AG SEDOL B119QG0 | 0.10% |
| XEROX HOLDINGS CORP SEDOL BJJD5G3 | 0.10% |
| CDX CDX.NA.IG.33 100.0 12/20/2024 | 0.10% |
| COMPASS GROUP PLC SEDOL BD6K457 | 0.10% |
| PEUGEOT SA SEDOL 7103526 | 0.10% |
| REPUBLIC SERVICES INC SEDOL 2262530 | 0.10% |
| HD SUPPLY HOLDINGS INC SEDOL BBL5981 | 0.10% |
| VICI PROPERTIES INC SEDOL BYWH073 | 0.10% |
| AMERISOURCEBERGEN CORP | 0.10% |
| BANK OF AMERICA CORP 03.2480 10/21/2027 | 0.10% |
| SHIONOGI & CO LTD SEDOL 6804682 | 0.10% |
| CK ASSET HOLDINGS LTD SEDOL BYZQ077 | 0.10% |
| UBS GROUP AG P/P 144A 03.4910 05/23/2023 | 0.10% |
| VERISK ANALYTICS INC SEDOL B4P9W92 | 0.10% |
| WOOLWORTHS GROUP LTD SEDOL 6981239 | 0.10% |
| ASHTEAD GROUP PLC SEDOL 0053673 | 0.10% |
| FNMA FN30 AS7003 UMBS 03.0000 04/01/2046 | 0.10% |
| WOLTERS KLUWER SEDOL 5671519 | 0.10% |
| AT&T INC 04.1000 02/15/2028 | 0.10% |
| DEUTSCHE TELEKOM AG-REG SEDOL 5842359 | 0.10% |
| HERMES INTERNATIONAL SEDOL 5253973 | 0.10% |
| AVIVA PLC SEDOL 0216238 | 0.10% |
| DUPONT DE NEMOURS INC SEDOL BK0VN47 | 0.10% |
| DBUBS 2011-LC3A D P/P 144A 05.3343 08/10/2044 | 0.10% |
| INTERPUBLIC GROUP COS 04.6500 10/01/2028 | 0.10% |
| FNMA FN30 BC2733 UMBS 03.0000 05/01/2046 | 0.10% |
| EASTMAN CHEMICAL CO SEDOL 2298386 | 0.09% |
| IHS MARKIT LTD P/P 144A 04.7500 02/15/2025 | 0.09% |
| STEEL DYNAMICS INC SEDOL 2849472 | 0.09% |
| VORNADO REALTY TRUST SEDOL 2933632 | 0.09% |
| CVS HEALTH CORP 04.7800 03/25/2038 | 0.09% |
| DISCOVERY INC - A SEDOL B3D7K31 | 0.09% |
| FACEBOOK INC-CLASS A SEDOL B7TL820 | 0.09% |
| ORIX CORP SEDOL 6661144 | 0.09% |
| DENTSPLY SIRONA INC SEDOL BYNPPC6 | 0.09% |
| GOLDMAN SACHS GROUP INC 02.6000 12/27/2020 | 0.09% |
| CARLSBERG AS-B SEDOL 4169219 | 0.09% |
| GARMIN LTD SEDOL B3Z5T14 | 0.09% |
| SALESFORCE.COM INC 03.7000 04/11/2028 | 0.09% |
| ARISTOCRAT LEISURE LTD SEDOL 6253983 | 0.09% |
| BOOZ ALLEN HAMILTON HOLDINGS SEDOL B5367T7 | 0.09% |
| REPUBLIC OF INDONESIA REGS 04.7500 01/08/2026 | 0.09% |
| WH GROUP LTD SEDOL BLLHKZ1 | 0.09% |
| SHIN-ETSU CHEMICAL CO LTD SEDOL 6804585 | 0.09% |
| SPST 2018-8 A 02.4799 02/24/2020 | 0.09% |
| ANGLO AMER PLC SEDOL B1XZS82 | 0.09% |
| BRIXMOR PROPERTY GROUP INC SEDOL BFTDJL8 | 0.09% |
| COVESTRO AG SEDOL BYTBWY9 | 0.09% |
| FNMA FN30 AS8056 UMBS 03.0000 10/01/2046 | 0.09% |
| INDUSTRIA DE DISENO TEXTIL SEDOL BP9DL90 | 0.09% |
| JUNIPER NETWORKS INC SEDOL 2431846 | 0.09% |
| PETROBRAS GLOBAL FINANCE USD 06.2500 03/17/2024 | 0.09% |
| DUKE REALTY CORP SEDOL 2284084 | 0.09% |
| IDEX CORP SEDOL 2456612 | 0.09% |
| MICHELIN (CGDE) SEDOL 4588364 | 0.09% |
| ROPER TECHNOLOGIES INC SEDOL 2749602 | 0.09% |
| WALT DISNEY COMPANY 07.7500 12/01/2045 | 0.09% |
| BERRY GLOBAL GROUP INC SEDOL B8BR3H3 | 0.08% |
| HEICO CORP SEDOL 2419217 | 0.08% |
| UNITED TECHNOLOGIES CORP 01.9000 05/04/2020 | 0.08% |
| AT&T INC. 03.8000 02/15/2027 | 0.08% |
| BANK OF AMERICA CORP 06.1100 01/29/2037 | 0.08% |
| NEW RESIDENTIAL INVESTMENT SEDOL BRJ9GW0 | 0.08% |
| BF0101 03.5000 06/01/2056 | 0.08% |
| ESSITY AKTIEBOLAG-B SEDOL BF1K7P7 | 0.08% |
| FIAT CHRYSLER AUTOMOBILES NV SEDOL BRJFWP3 | 0.08% |
| TELEDYNE TECHNOLOGIES INC SEDOL 2503477 | 0.08% |
| AENA SME SA SEDOL BVRZ8L1 | 0.08% |
| FAIR ISAAC CORP SEDOL 2330299 | 0.08% |
| FAIRFAX FINL HLDGS USD 04.8500 04/17/2028 | 0.08% |
| TELSTRA CORP LTD SEDOL 6087289 | 0.08% |
| UNITED MEXICAN STATES USD 05.5500 01/21/2045 | 0.08% |
| DAIKIN INDUSTRIES LTD SEDOL 6250724 | 0.08% |
| STORE CAPITAL CORP SEDOL BSKRKJ5 | 0.08% |
| US FOODS HOLDING CORP SEDOL BYVFC94 | 0.08% |
| ALLISON TRANSMISSION HOLDING SEDOL B4PZ892 | 0.08% |
| HOLLYFRONTIER CORP SEDOL B5VX1H6 | 0.08% |
| MICROSOFT CORP 02.4000 08/08/2026 | 0.08% |
| VOLKSWAGEN AG PFD SEDOL 5497168 | 0.08% |
| CAS 2016-C02 1M2 07.7920 09/25/2028 | 0.08% |
| FEDERATIVE REP OF BRAZIL USD 04.6250 01/13/2028 | 0.08% |
| TORONTO-DOMINION BANK USD 01.9000 12/01/2022 | 0.08% |
| WELLS FARGO & COMPANY 02.6000 07/22/2020 | 0.08% |
| 3I GROUP PLC SEDOL B1YW440 | 0.08% |
| CREDIT AGRICOLE SA SEDOL 7262610 | 0.08% |
| GNMA GN30 BA5049 04.5000 05/15/2047 | 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% |
| CIT GROUP INC. 05.2500 03/07/2025 | 0.07% |
| AXALTA COATING SYSTEMS LTD SEDOL BSFWCF5 | 0.07% |
| MICROSOFT CORP 03.7000 08/08/2046 | 0.07% |
| SPST 2019-3 A 02.4799 06/24/2020 | 0.07% |
| APPLE INC 04.2500 02/09/2047 | 0.07% |
| BANK LEUMI LE-ISRAEL SEDOL 6076425 | 0.07% |
| DIAMOND 1 FIN/DIAM P/P 144A 06.0200 06/15/2026 | 0.07% |
| GOLDMAN SACHS GROUP INC 04.2230 05/01/2029 | 0.07% |
| INTERPUBLIC GROUP OF COS INC SEDOL 2466321 | 0.07% |
| MICROSOFT CORP 01.5500 08/08/2021 | 0.07% |
| SPST 2019-7 A 02.4799 09/24/2020 | 0.07% |
| ASSOCIATED BRITISH FOODS PLC SEDOL 0673123 | 0.07% |
| AVERY DENNISON CORP SEDOL 2066408 | 0.07% |
| UNUM GROUP SEDOL 2433842 | 0.07% |
| PPG INDUSTRIES INC SEDOL 2698470 | 0.07% |
| SANTOS LTD SEDOL 6776703 | 0.07% |
| SKANDINAVISKA ENSKILDA BAN-A SEDOL 4813345 | 0.07% |
| SPST 2019-11 A 02.5299 10/24/2020 | 0.07% |
| WFRBS 2011-C2 D P/P 144A 05.6518 02/15/2044 | 0.07% |
| AIR LEASE CORP 03.2500 10/01/2029 | 0.07% |
| ORACLE CORP 04.0000 11/15/2047 | 0.07% |
| COCA-COLA HBC AG-DI SEDOL B9895B7 | 0.07% |
| FAURECIA SEDOL 4400446 | 0.07% |
| MGIC INVESTMENT CORP SEDOL 2548616 | 0.07% |
| ABN AMRO BANK NV-CVA SEDOL BYQP136 | 0.07% |
| ASPEN TECHNOLOGY INC SEDOL 2051868 | 0.07% |
| CAS 2016-C01 1M2 08.5420 08/25/2028 | 0.07% |
| CHEMED CORP SEDOL 2190084 | 0.07% |
| HILL-ROM HOLDINGS INC SEDOL 2425924 | 0.07% |
| JONES LANG LASALLE INC SEDOL 2040640 | 0.07% |
| RELIANCE STEEL & ALUMINUM SEDOL 2729068 | 0.07% |
| BRISTOL-MYERS P/P 144A 02.9000 07/26/2024 | 0.06% |
| HENDERSON LAND DEVELOPMENT SEDOL 6420538 | 0.06% |
| MITSUBISHI UFJ FIN GRP USD 03.5350 07/26/2021 | 0.06% |
| NIPPON TELEGRAPH & TELEPHONE SEDOL 6641373 | 0.06% |
| UNITEDHEALTH GROUP INC 03.8500 06/15/2028 | 0.06% |
| ANZ NEW ZEALAND INT P/P 144A 02.8750 01/25/2022 | 0.06% |
| CHARTER COMM OPT LLC 06.4840 10/23/2045 | 0.06% |
| NIELSEN HOLDINGS PLC SEDOL BWFY550 | 0.06% |
| REINSURANCE GROUP OF AMERICA SEDOL 2731193 | 0.06% |
| SERVICEMASTER GLOBAL HOLDING SEDOL BNG8BF0 | 0.06% |
| ACS ACTIVIDADES SEDOL B01FLQ6 | 0.06% |
| CAMDEN PROPERTY TRUST SEDOL 2166320 | 0.06% |
| ECOLAB INC 02.7000 11/01/2026 | 0.06% |
| GEBERIT AG-REG SEDOL B1WGG93 | 0.06% |
| PETROLEOS MEXICANOS P/P 144A 06.8400 01/23/2030 | 0.06% |
| SUN COMMUNITIES INC SEDOL 2860257 | 0.06% |
| CATERPILLAR INC SEDOL 2180201 | 0.06% |
| FORTESCUE METALS GROUP LTD SEDOL B2B2B49 | 0.06% |
| KAR AUCTION SERVICES INC SEDOL B4Y1MH7 | 0.06% |
| COMMONWEALTH BK AUST P/P 144A 02.2000 11/09/2020 | 0.06% |
| FNMA FN30 AS7154 UMBS 03.0000 05/01/2046 | 0.06% |
| UNITED MEXICAN STATES USD 04.1500 03/28/2027 | 0.06% |
| AMAZON.COM INC 03.1500 08/22/2027 | 0.06% |
| AMERICAN TOWER CORP 03.1250 01/15/2027 | 0.06% |
| CAS 2015-C04 2M2 07.3420 04/25/2028 | 0.06% |
| CDW CORP/DE SEDOL BBM5MD6 | 0.06% |
| DNB BANK ASA P/P 144A 02.1500 12/02/2022 | 0.06% |
| ENERGY TRANSFER OPERA 05.8750 01/15/2024 | 0.06% |
| GENPACT LTD SEDOL B23DBK6 | 0.06% |
| HILTON WORLDWIDE FIN LLC 04.8750 04/01/2027 | 0.06% |
| MWST 2019-1 A 02.5920 06/25/2052 | 0.06% |
| NOVARTIS CAPITAL CORP 04.0000 11/20/2045 | 0.06% |
| BRITISH AMERICAN TOBACCO PLC SEDOL 0287580 | 0.06% |
| DANSKE BANK A/S P/P 144A 02.7000 03/02/2022 | 0.06% |
| ENTERPRISE PRODUCTS OPER 04.2500 02/15/2048 | 0.06% |
| EQUINIX INC SEDOL BVLZX12 | 0.06% |
| FNMA FN40 BF0171 UMBS 04.0000 01/01/2057 | 0.06% |
| GENERAL MOTORS FINL CO 04.0000 10/06/2026 | 0.06% |
| VIACOMCBS INC 04.2000 06/01/2029 | 0.06% |
| AURIZON HOLDINGS LTD SEDOL B87CVM3 | 0.06% |
| BHP GROUP PLC SEDOL BH0P3Z9 | 0.06% |
| FHLMC FR30 ZS4703 UMBS 03.0000 02/01/2047 | 0.06% |
| FNMA FN30 BM1172 UMBS 03.0000 03/01/2047 | 0.06% |
| LIBERTY PROPERTY TRUST SEDOL 2513681 | 0.06% |
| SHELL INTERNATIONAL FIN USD 02.1250 05/11/2020 | 0.06% |
| APARTMENT INVT & MGMT CO -A SEDOL BJLNBG3 | 0.06% |
| BROADCOM CRP / CAYM 03.5000 01/15/2028 | 0.06% |
| CELANESE CORP SEDOL B05MZT4 | 0.06% |
| GLAXOSMITHKLINE PLC SEDOL 0925288 | 0.06% |
| NATIONAL AUSTRALIA BK/NY 02.1250 05/22/2020 | 0.06% |
| ROYAL BANK OF CANADA USD 02.1250 03/02/2020 | 0.06% |
| BALL CORP SEDOL 2073022 | 0.06% |
| CAS 2016-C04 1M2 06.0420 01/25/2029 | 0.06% |
| CIGNA CORP 03.7500 07/15/2023 | 0.06% |
| COMMONWEALTH BK AUST P/P 144A 02.2500 03/10/2020 | 0.06% |
| DEUTSCHE BOERSE AG SEDOL 7021963 | 0.06% |
| HIKARI TSUSHIN INC SEDOL 6416322 | 0.06% |
| SIRIUS XM RADIO INC P/P 144A 05.0000 08/01/2027 | 0.06% |
| ENI SPA SEDOL 7145056 | 0.05% |
| FIRSTENERGY TRANSMIS P/P 144A 05.4500 07/15/2044 | 0.05% |
| UBS AG LONDON P/P 144A 02.2000 06/08/2020 | 0.05% |
| WESTERN DIGITAL CORPORATION 04.7500 02/15/2026 | 0.05% |
| BERKSHIRE HATHAWAY FIN 04.2500 01/15/2021 | 0.05% |
| CARLISLE COS INC SEDOL 2176318 | 0.05% |
| MICROCHIP TECH INC 04.3330 06/01/2023 | 0.05% |
| MONSTER BEVERAGE CORP SEDOL BZ07BW4 | 0.05% |
| SYSCO CORP SEDOL 2868165 | 0.05% |
| CITIZENS BANK NA/RI 02.2500 03/02/2020 | 0.05% |
| FNMA FN30 AS8074 UMBS 03.0000 10/01/2046 | 0.05% |
| NBCUNIVERSAL MEDIA LLC 04.3750 04/01/2021 | 0.05% |
| NEXON CO LTD SEDOL B63QM77 | 0.05% |
| TAISEI CORP SEDOL 6870100 | 0.05% |
| TREASURY BILL 00.0000 03/12/2020 | 0.05% |
| CHENIERE CORP CHRIST 05.1250 06/30/2027 | 0.05% |
| EQUITY LIFESTYLE PROPERTIES SEDOL 2563125 | 0.05% |
| LEGRAND SA SEDOL B11ZRK9 | 0.05% |
| BPCE SA P/P 144A 04.5000 03/15/2025 | 0.05% |
| CAS 2015-C04 1M2 07.4920 04/25/2028 | 0.05% |
| CHARLES RIVER LABORATORIES SEDOL 2604336 | 0.05% |
| ENERGY TRANSFER OPERATNG 06.6250 02/15/2028 | 0.05% |
| FEDERAL REALTY INVS TRUST SEDOL 2333931 | 0.05% |
| KINDER MORGAN INC 03.1500 01/15/2023 | 0.05% |
| ROCHE HOLDINGS INC P/P 144A 04.0000 11/28/2044 | 0.05% |
| ALCOA CORP SEDOL BYNF418 | 0.05% |
| ARKEMA SEDOL B0Z5YZ2 | 0.05% |
| COSTAR GROUP INC SEDOL 2262864 | 0.05% |
| CSAIL 2015-C1 C 04.2720 04/15/2050 | 0.05% |
| FIDELITY NATL INFO SERV 03.7500 05/21/2029 | 0.05% |
| GAMING AND LEISURE PROPERTIE SEDOL BFPK4S5 | 0.05% |
| LAMB WESTON HOLDINGS P/P 144A 04.8750 11/01/2026 | 0.05% |
| SVENSKA HANDELSBANKEN AB USD 01.9500 09/08/2020 | 0.05% |
| COMMONWEALTH BK AUST P/P 144A 03.1500 09/19/2027 | 0.05% |
| STMICROELECTRONICS NV SEDOL 5962332 | 0.05% |
| UNITED MEXICAN STATES USD 04.5000 04/22/2029 | 0.05% |
| WFRBS 2013-C18 AS 04.3870 12/15/2046 | 0.05% |
| AECOM SEDOL B1VZ431 | 0.05% |
| AUST & NZ BANKING GROUP USD 02.1250 08/19/2020 | 0.05% |
| CSMC 2016-NXSR C 04.3596 12/15/2049 | 0.05% |
| IVORY COAST REGS 06.1250 06/15/2033 | 0.05% |
| JPMORGAN CHASE & CO 05.3000 12/29/2049 | 0.05% |
| NORDEA BANK ABP P/P 144A 02.5000 09/17/2020 | 0.05% |
| CF INDUSTRIES INC P/P 144A 04.5000 12/01/2026 | 0.05% |
| CONCHO RESOURCES INC 03.7500 10/01/2027 | 0.05% |
| HOCHTIEF AG SEDOL 5108664 | 0.05% |
| NRG ENERGY INC P/P 144A 04.4500 06/15/2029 | 0.05% |
| OMNICOM GP/OMNICOM CAP 03.6000 04/15/2026 | 0.05% |
| ORACLE CORP 02.6500 07/15/2026 | 0.05% |
| PETROBRAS GLOBAL FINANCE USD 07.3750 01/17/2027 | 0.05% |
| PNC BANK NA 02.0280 12/09/2022 | 0.05% |
| SHELL INTERNATIONAL FIN USD 02.8750 05/10/2026 | 0.05% |
| STANDARD IND INC P/P 144A 05.0000 02/15/2027 | 0.05% |
| TPAT 2018-SL1 A P/P 144A 02.3080 01/25/2046 | 0.05% |
| TREASURY BILL 00.0000 04/02/2020 | 0.05% |
| WEST JAPAN RAILWAY CO SEDOL 6957995 | 0.05% |
| AMERICAN ELECTRIC POWER 04.3000 12/01/2028 | 0.04% |
| AT&T INC 04.7500 05/15/2046 | 0.04% |
| BANQUE FED CRED MUTU P/P 144A 02.2000 07/20/2020 | 0.04% |
| COMCAST CORP 03.9690 11/01/2047 | 0.04% |
| DIGITAL REALTY TRUST LP 04.4500 07/15/2028 | 0.04% |
| E.ON SE SEDOL 4942904 | 0.04% |
| NOMURA RESEARCH INSTITUTE LT SEDOL 6390921 | 0.04% |
| POPULAR INC SEDOL B86QM90 | 0.04% |
| RAYTHEON COMPANY 02.5000 12/15/2022 | 0.04% |
| AMERICAN FINANCIAL GROUP INC SEDOL 2134532 | 0.04% |
| ASHTEAD CAPITAL INC P/P 144A 04.3750 08/15/2027 | 0.04% |
| FISERV INC 04.2000 10/01/2028 | 0.04% |
| OTSUKA CORP SEDOL 6267058 | 0.04% |
| SINCLAIR BROADCAST GROUP -A SEDOL 2799351 | 0.04% |
| WILLIS TOWERS WATSON PLC USD 05.7500 03/15/2021 | 0.04% |
| BANK OF AMERICA CORP 03.4990 05/17/2022 | 0.04% |
| CITIGROUP INC 02.6500 10/26/2020 | 0.04% |
| CONSOLIDATED EDISON INC SEDOL 2216850 | 0.04% |
| LNSTR 2015-3 B P/P 144A 03.1494 04/20/2048 | 0.04% |
| NORTHROP GRUMMAN CORP 03.2500 01/15/2028 | 0.04% |
| BANK OF MONTREAL USD 03.1000 04/13/2021 | 0.04% |
| CSAIL 2015-C1 AS 03.7910 04/15/2050 | 0.04% |
| DNB NOR ASA SEDOL 4263304 | 0.04% |
| GLOBAL PAYMENTS INC 04.0000 06/01/2023 | 0.04% |
| ISRAEL DISCOUNT BANK -A SEDOL 6451271 | 0.04% |
| JAPAN AIRLINES CO LTD SEDOL B8BRV46 | 0.04% |
| NEWMARKET CORP SEDOL B01CGF1 | 0.04% |
| OMV AG SEDOL 4651459 | 0.04% |
| AMAZON.COM INC. 02.5000 11/29/2022 | 0.04% |
| CK HUTCHISON HOLDINGS LTD SEDOL BW9P816 | 0.04% |
| CWALT 2006-OA10 4A1 01.9820 08/25/2046 | 0.04% |
| EQUINIX INC 05.3750 05/15/2027 | 0.04% |
| FEDERATIVE REP OF BRAZIL USD 04.2500 01/07/2025 | 0.04% |
| HITACHI HIGH-TECHNOLOGY SEDOL 6642804 | 0.04% |
| JPMCC 2012-C6 E P/P 144A 05.1571 05/15/2045 | 0.04% |
| MANUF & TRADERS TRUST CO 02.0500 08/17/2020 | 0.04% |
| MORGAN STANLEY 04.3750 01/22/2047 | 0.04% |
| NTT DOCOMO INC SEDOL 6129277 | 0.04% |
| SPST 2019-WL1 A 02.4420 08/25/2052 | 0.04% |
| UNITED TECHNOLOGIES CORP 04.1250 11/16/2028 | 0.04% |
| YANGZIJIANG SHIPBUILDING SEDOL B1VT035 | 0.04% |
| ACCENTURE PLC-CL A SEDOL B4BNMY3 | 0.04% |
| ANALOG DEVICES INC 02.8500 03/12/2020 | 0.04% |
| ANHEUSER-BUSCH CO/IN 03.6500 02/01/2026 | 0.04% |
| ARMSTRONG WORLD INDUSTRIES SEDOL B1FT462 | 0.04% |
| BMW US CAPITAL LLC P/P 144A 02.0000 04/11/2021 | 0.04% |
| CAS 2016-C01 2M2 08.7420 08/25/2028 | 0.04% |
| CAS 2016-C03 2M2 07.6920 10/25/2028 | 0.04% |
| COMM 2010-C1 D P/P 144A 06.1069 07/10/2046 | 0.04% |
| MSBAM 2014-C17 C 04.4984 08/15/2047 | 0.04% |
| OCCIDENTAL PETROLEUM COR 04.4000 04/15/2046 | 0.04% |
| RUSSIAN FEDERATION P/P 144A 04.3750 03/21/2029 | 0.04% |
| SINGAPORE EXCHANGE LTD SEDOL 6303866 | 0.04% |
| AMER TRANS SYST P/P 144A 05.0000 09/01/2044 | 0.04% |
| ARROW ELECTRONICS INC SEDOL 2051404 | 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% |
| TWO HARBORS INVESTMENT CORP SEDOL BD832H2 | 0.04% |
| BANK OF NOVA SCOTIA USD 02.3500 10/21/2020 | 0.04% |
| GSMS 2011-GC3 C P/P 144A 05.6364 03/10/2044 | 0.04% |
| MET LIFE GLOB P/P 144A 02.4000 06/17/2022 | 0.04% |
| OUTFRONT MEDIA INC SEDOL BSP6611 | 0.04% |
| AHM 2007-1 GA1C 01.9820 05/25/2047 | 0.04% |
| DAIWA HOUSE INDUSTRY CO LTD SEDOL 6251363 | 0.04% |
| DROPBOX INC-CLASS A SEDOL BG0T321 | 0.04% |
| GNMA GII30 TBA 04.0000 01/01/2050 | 0.04% |
| MORGAN STANLEY 02.6500 01/27/2020 | 0.04% |
| SOUTHERN CO/THE SEDOL 2829601 | 0.04% |
| SUN HUNG KAI PROPERTIES SEDOL 6859927 | 0.04% |
| TAYLOR WIMPEY PLC SEDOL 0878230 | 0.04% |
| AMDOCS LTD SEDOL 2256908 | 0.04% |
| BIOGEN INC 03.6250 09/15/2022 | 0.04% |
| BRDCOM CRP / FIN 03.8750 01/15/2027 | 0.04% |
| COMCAST CORPORATION 03.3750 02/15/2025 | 0.04% |
| DOW CHEMICAL CO/THE 03.5000 10/01/2024 | 0.04% |
| DUKE ENERGY CORP 03.1500 08/15/2027 | 0.04% |
| EXTENDED STAY AMERICA INC SEDOL BGH3F75 | 0.04% |
| GLENCORE FUNDING LLC P/P 144A 04.6250 04/29/2024 | 0.04% |
| GSMS 2011-GC3 D P/P 144A 05.6364 03/10/2044 | 0.04% |
| AMERICAN TOWER CORP 02.7500 01/15/2027 | 0.04% |
| CCO HOLDINGS LLC P/P 144A 05.3750 06/01/2029 | 0.04% |
| GOODMAN GROUP SEDOL B03FYZ4 | 0.04% |
| GSMS 2014-GC22 C 04.6908 06/10/2047 | 0.04% |
| HYATT HOTELS CORP 04.8500 03/15/2026 | 0.04% |
| IDACORP INC SEDOL 2296937 | 0.04% |
| KEURIG DR PEPPER INC 04.5970 05/25/2028 | 0.04% |
| REPUBLIC OF COLOMBIA USD 03.8750 04/25/2027 | 0.04% |
| SNAM SPA SEDOL 7251470 | 0.04% |
| WFRBS 2011-C3 D P/P 144A 05.6832 03/15/2044 | 0.04% |
| ABBVIE INC 02.5000 05/14/2020 | 0.03% |
| COMM 2013-LC6 AM 03.2820 01/10/2046 | 0.03% |
| L3HARRIS TECH INC P/P 144A 03.8500 12/15/2026 | 0.03% |
| MERCK & CO INC 03.7000 02/10/2045 | 0.03% |
| OSHKOSH CORP 04.6000 05/15/2028 | 0.03% |
| SHERWIN-WILLIAMS CO/THE SEDOL 2804211 | 0.03% |
| VERIZON COMMUNICATIONS 04.4000 11/01/2034 | 0.03% |
| VOLVO AB-B SHS SEDOL B1QH830 | 0.03% |
| WESTROCK MWV LLC 08.2000 01/15/2030 | 0.03% |
| ASHLAND GLOBAL HOLDINGS INC SEDOL BYND5N1 | 0.03% |
| BANK OF NOVA SCOTIA USD 02.0000 11/15/2022 | 0.03% |
| BP CAPITAL MARKETS PLC USD 03.2790 09/19/2027 | 0.03% |
| CHS/COMMUNITY HEALTH SYS 06.2500 03/31/2023 | 0.03% |
| DUKE ENERGY CORP 04.2000 06/15/2049 | 0.03% |
| DUKE ENERGY OHIO INC 03.6500 02/01/2029 | 0.03% |
| ENBRIDGE INC USD 04.2500 12/01/2026 | 0.03% |
| EOG RESOURCES INC 02.6250 03/15/2023 | 0.03% |
| ITOCHU TECHNO-SOLUTIONS CORP SEDOL 6200194 | 0.03% |
| MBX.GII30.450.10 R USL1M P 01/12/41 CS | 0.03% |
| REPUBLIC OF SENEGAL REGS 06.2500 05/23/2033 | 0.03% |
| STACR 2015-DNA3 M3 06.4920 04/25/2028 | 0.03% |
| TRK 2019-1 A1 04.3356 03/25/2022 | 0.03% |
| ALLY FINANCIAL INC 05.7500 11/20/2025 | 0.03% |
| AUTONATION INC. 05.5000 02/01/2020 | 0.03% |
| CME GROUP INC SEDOL 2965839 | 0.03% |
| ENBRIDGE INC USD 04.5000 06/10/2044 | 0.03% |
| JOHNSON CONTROLS INTL PL 04.5000 02/15/2047 | 0.03% |
| ONEMAIN HOLDINGS INC SEDOL BYSZB89 | 0.03% |
| PETROBRAS GLOBAL FINANCE USD 06.1250 01/17/2022 | 0.03% |
| VERIZON COMMUNICATIONS 05.2500 03/16/2037 | 0.03% |
| WEINGARTEN REALTY INVESTORS SEDOL 2946618 | 0.03% |
| AES CORP/THE 05.5000 04/15/2025 | 0.03% |
| BOC HONG KONG HOLDINGS LTD SEDOL 6536112 | 0.03% |
| CISCO SYSTEMS INC 02.2000 02/28/2021 | 0.03% |
| DOMINICAN REPUBLIC REGS 05.9500 01/25/2027 | 0.03% |
| EQUINOR ASA USD 02.9000 11/08/2020 | 0.03% |
| STACR 2016-HQA2 M3 06.9420 11/25/2028 | 0.03% |
| SUMITOMO MITSUI TRUST HOLDIN SEDOL 6431897 | 0.03% |
| TOKYO ELECTRON LTD SEDOL 6895675 | 0.03% |
| WAMU 2005-AR12 1A8 03.8844 10/25/2035 | 0.03% |
| ABN AMRO BANK NV P/P 144A 02.4500 06/04/2020 | 0.03% |
| BECTON DICKINSON AND CO 03.7000 06/06/2027 | 0.03% |
| BROADRIDGE FINANCIAL SOLUTIO SEDOL B1VP7R6 | 0.03% |
| IBM CORP 01.8750 08/01/2022 | 0.03% |
| KEURIG DR PEPPER INC 04.4170 05/25/2025 | 0.03% |
| LUNDIN PETROLEUM AB SEDOL 7187627 | 0.03% |
| NRG P/P 144A 03.7500 06/15/2024 | 0.03% |
| SHIRE ACQ INV IE 03.2000 09/23/2026 | 0.03% |
| AIR LEASE CORP 04.6250 10/01/2028 | 0.03% |
| AMGEN INC 02.6000 08/19/2026 | 0.03% |
| CARDINAL HEALTH INC SEDOL 2175672 | 0.03% |
| COMCAST CORP 03.4500 02/01/2050 | 0.03% |
| HOME DEPOT INC 02.6250 06/01/2022 | 0.03% |
| MACQUARIE INFRASTRUCTURE COR SEDOL B1Z4VB1 | 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% |
| NUANCE COMMUNICATIONS INC SEDOL 2402121 | 0.03% |
| ONCOR ELECTRIC DELIV 03.7500 04/01/2045 | 0.03% |
| REGIONS FINANCIAL CORP 02.7500 08/14/2022 | 0.03% |
| S&P GLOBAL INC 02.9500 01/22/2027 | 0.03% |
| VIDEOTRON LTD / LTEE P/P 144A 05.1250 04/15/2027 | 0.03% |
| APPLE INC 02.0000 05/06/2020 | 0.03% |
| AXIS CAPITAL HOLDINGS LTD SEDOL 2677606 | 0.03% |
| BERKELEY GROUP HOLDINGS/THE SEDOL B02L3W3 | 0.03% |
| BERKSHIRE HATHAWAY E 03.8000 07/15/2048 | 0.03% |
| BT GROUP PLC SEDOL 3091357 | 0.03% |
| CHIMERA INVESTMENT CORP SEDOL BVZCNC0 | 0.03% |
| CITIGROUP INC 03.8870 01/10/2028 | 0.03% |
| CLP HOLDINGS LTD SEDOL 6097017 | 0.03% |
| CWALT 2006-OA7 1A2 03.1795 06/25/2046 | 0.03% |
| EQUINOR ASA SEDOL 7133608 | 0.03% |
| FUJITSU LTD SEDOL 6356945 | 0.03% |
| GENTING SINGAPORE LTD SEDOL BDRTVP2 | 0.03% |
| HUNTINGTON BANCSHARES 04.3500 02/04/2023 | 0.03% |
| HUNTINGTON NATIONAL BANK 02.3750 03/10/2020 | 0.03% |
| INTL FLAVOR & FRAGRANCES 04.4500 09/26/2028 | 0.03% |
| JPMBB 2013-C12 C 04.1001 07/15/2045 | 0.03% |
| JPMCC 2012-C6 AS 04.1166 05/15/2045 | 0.03% |
| TREASURY BILL 00.0000 05/07/2020 | 0.03% |
| VISTRA OPERATION P/P 144A 03.5500 07/15/2024 | 0.03% |
| WFRBS 2014-C22 XA IO 00.8088 09/15/2057 | 0.03% |
| ZOETIS INC 03.9000 08/20/2028 | 0.03% |
| CHARTER COMM OPT LLC/CAP 04.8000 03/01/2050 | 0.03% |
| CURTISS-WRIGHT CORP SEDOL 2241205 | 0.03% |
| DEUTSCHE WOHNEN SE SEDOL B0YZ0Z5 | 0.03% |
| GOOGLE INC 03.3750 02/25/2024 | 0.03% |
| GSMS 2010-C1 D P/P 144A 06.0513 08/10/2043 | 0.03% |
| HCA INC 04.1250 06/15/2029 | 0.03% |
| HOME DEPOT INC SEDOL 2434209 | 0.03% |
| JPMCC 2012-C8 D P/P 144A 04.6491 10/15/2045 | 0.03% |
| NUTRIEN LTD USD 04.1250 03/15/2035 | 0.03% |
| NUTRIEN LTD. USD 04.2000 04/01/2029 | 0.03% |
| OBAYASHI CORP SEDOL 6656407 | 0.03% |
| SARTORIUS STEDIM BIOTECH SEDOL BYZ2QP5 | 0.03% |
| TEXAS INSTRUMENTS INC SEDOL 2885409 | 0.03% |
| VODAFONE GROUP PLC USD 04.3750 05/30/2028 | 0.03% |
| VTB BANK (VTB CAP SA P/P 144A 06.9500 10/17/2022 | 0.03% |
| AMGEN INC 03.4500 10/01/2020 | 0.03% |
| ANHEUSER-BUSCH INBEV WOR 04.7500 01/23/2029 | 0.03% |
| BMIR 2018-2A M1B P/P 144A 03.1420 08/25/2028 | 0.03% |
| BP CAP MARKETS AMERICA 03.1190 05/04/2026 | 0.03% |
| CACI INTERNATIONAL INC -CL A SEDOL 2159267 | 0.03% |
| CROWN CASTLE INTL CORP 03.6500 09/01/2027 | 0.03% |
| DISH DBS CORP 05.8750 11/15/2024 | 0.03% |
| DOMINICAN REPUBLIC REGS 06.8750 01/29/2026 | 0.03% |
| ERAC USA FINANCE LLC P/P 144A 07.0000 10/15/2037 | 0.03% |
| FNMA FN30 BC1155 UMBS 03.0000 06/01/2046 | 0.03% |
| LIBERTY MEDIA COR-SIRIUSXM A SEDOL BD8QGF7 | 0.03% |
| LYONDELLBASELL INDU-CL A SEDOL B3SPXZ3 | 0.03% |
| SANTANDER UK PLC P/P 144A 05.0000 11/07/2023 | 0.03% |
| SEKISUI HOUSE LTD SEDOL 6793906 | 0.03% |
| SMITH & NEPHEW PLC SEDOL 0922320 | 0.03% |
| TJX COMPANIES INC SEDOL 2989301 | 0.03% |
| VISTRA OPERATION P/P 144A 04.3000 07/15/2029 | 0.03% |
| CELANESE US HOLDINGS LLC 03.5000 05/08/2024 | 0.02% |
| CROWN CASTLE INTL CORP 03.7000 06/15/2026 | 0.02% |
| EMIR 2018-1 M1 03.4920 11/25/2028 | 0.02% |
| GFL ENVIRONMENTAL P/P 144A 07.0000 06/01/2026 | 0.02% |
| GLENCORE FUNDING LLC P/P 144A 04.0000 04/16/2025 | 0.02% |
| LBMLT 2004-1 A2 02.5920 02/25/2034 | 0.02% |
| NITTO DENKO CORP SEDOL 6641801 | 0.02% |
| PFIZER INC 03.0000 12/15/2026 | 0.02% |
| SAIL 2004-10 A10 02.6920 11/25/2034 | 0.02% |
| SHIRE ACQ INV IRELAND DA USD 02.8750 09/23/2023 | 0.02% |
| STACR 2014-HQ3 M3 06.5420 10/25/2024 | 0.02% |
| SUZUKEN CO LTD SEDOL 6865560 | 0.02% |
| TESCO PLC SEDOL 0884709 | 0.02% |
| UNITEDHEALTH GROUP INC 03.3750 11/15/2021 | 0.02% |
| WFRBS 2013-C12 AS 03.5600 03/15/2048 | 0.02% |
| WILMAR INTERNATIONAL LTD SEDOL B17KC69 | 0.02% |
| AIG GLOBAL FUNDING P/P 144A 02.1500 07/02/2020 | 0.02% |
| ALLERGAN FUNDING SCS USD 03.8000 03/15/2025 | 0.02% |
| ALPHABET INC 01.9980 08/15/2026 | 0.02% |
| ANHEUSER-BUSCH INBEV WOR 05.5500 01/23/2049 | 0.02% |
| APPLE INC 03.8500 05/04/2043 | 0.02% |
| BANCO SANTANDER SA USD 05.1790 11/19/2025 | 0.02% |
| BERKSHIRE HATHAWAY INC-CL B SEDOL 2073390 | 0.02% |
| BMIR 2019-4A M1C P/P 144A 04.2920 10/25/2029 | 0.02% |
| BROOKFIELD PROPERTY REIT I-A SEDOL BGHFKV0 | 0.02% |
| CAS 2015-C03 2M2 06.7920 07/25/2025 | 0.02% |
| CISCO SYSTEMS INC 02.5000 09/20/2026 | 0.02% |
| COPA HOLDINGS SA-CLASS A SEDOL B0TNJH9 | 0.02% |
| CREDIT SUISSE GRP AG P/P 144A 06.2500 12/18/2024 | 0.02% |
| MYLAN NV SEDOL BVFMFG8 | 0.02% |
| NOK/USD 03/18/2020 GSFX | 0.02% |
| PROTECTIVE LIFE GLO P/P 144A 02.2620 04/08/2020 | 0.02% |
| ROYAL BANK OF CANADA USD 04.6500 01/27/2026 | 0.02% |
| SANTANDER UK GROUP H P/P 144A 04.7500 09/15/2025 | 0.02% |
| SUNDRUG CO LTD SEDOL 6817895 | 0.02% |
| TENET HEALTHCARE P/P 144A 04.8750 01/01/2026 | 0.02% |
| AMERICAN ELECTRIC POWER SEDOL 2026242 | 0.02% |
| AMGEN INC 04.6630 06/15/2051 | 0.02% |
| BANCO SANTANDER SA USD 04.3790 04/12/2028 | 0.02% |
| CFCRE 2011-C1 D P/P 144A 06.0887 04/15/2044 | 0.02% |
| CGCMT 2014-GC21 AS 04.0260 05/10/2047 | 0.02% |
| CITIBANK NA 03.0500 05/01/2020 | 0.02% |
| CVS HEALTH CORP 03.7000 03/09/2023 | 0.02% |
| DEUTSCHE TELEKOM INT FIN USD 08.7500 06/15/2030 | 0.02% |
| JPMCC 2013-LC11 AS 03.2160 04/15/2046 | 0.02% |
| LMAT 2019-GS7 A1 03.2500 11/25/2059 | 0.02% |
| MBX.FN30.500.10 R USL1M P 01/12/41 BC | 0.02% |
| NAVIENT CORP SEDOL BLP5GX1 | 0.02% |
| NRZT 2018-4A A1M 02.6920 01/25/2048 | 0.02% |
| ROYAL BK SCOTLND GRP PLC USD 04.8920 05/18/2029 | 0.02% |
| STACR 2016-DNA1 M3 07.3420 07/25/2028 | 0.02% |
| TARGA RESOURCES PART 05.0000 01/15/2028 | 0.02% |
| TRANSCANADA TRUST USD 05.3000 03/15/2077 | 0.02% |
| UBS GROUP AG REGS 06.8750 12/29/2049 | 0.02% |
| UBS GROUP AG P/P 144A 04.1250 04/15/2026 | 0.02% |
| UNITEDHEALTH GROUP INC 04.7000 02/15/2021 | 0.02% |
| ALFRESA HOLDINGS CORP SEDOL 6687214 | 0.02% |
| APPLE INC 02.8500 05/06/2021 | 0.02% |
| AT&T INC 02.9500 07/15/2026 | 0.02% |
| BCE INC SEDOL B188TH2 | 0.02% |
| CAPGEMINI SE SEDOL 4163437 | 0.02% |
| CHEVRON CORP 02.1000 05/16/2021 | 0.02% |
| CISCO SYSTEMS INC 05.9000 02/15/2039 | 0.02% |
| DOMINICAN REPUBLIC REGS 08.6250 04/20/2027 | 0.02% |
| ERAC USA FINANCE LLC P/P 144A 04.5000 02/15/2045 | 0.02% |
| ISRAEL CHEMICALS LTD SEDOL 6455530 | 0.02% |
| KINDER MORGAN ENER PART 03.5000 03/01/2021 | 0.02% |
| MATCH GROUP INC P/P 144A 05.0000 12/15/2027 | 0.02% |
| MITSUBISHI UFJ FIN GRP USD 03.8500 03/01/2026 | 0.02% |
| NAVISTAR INTL TLB L+350 05.2400 11/06/2024 | 0.02% |
| SHERWIN-WILLIAMS CO 03.4500 06/01/2027 | 0.02% |
| STACR 2016-HQA3 M3 05.6420 03/25/2029 | 0.02% |
| TEMPO ACQ LLC/FI P/P 144A 06.7500 06/01/2025 | 0.02% |
| US BANCORP 02.6250 01/24/2022 | 0.02% |
| WASTE CONNECTIONS INC 03.5000 05/01/2029 | 0.02% |
| APPLE INC 02.8500 05/11/2024 | 0.02% |
| APPLE INC 04.3750 05/13/2045 | 0.02% |
| ARRW 2018-1 A3 04.1570 04/25/2048 | 0.02% |
| BMW US CAPITAL LLC P/P 144A 03.9500 08/14/2028 | 0.02% |
| BP CAPITAL MARKETS PLC USD 02.3150 02/13/2020 | 0.02% |
| CITIGROUP INC 02.9000 12/08/2021 | 0.02% |
| CREDIT AGRICOLE SA P/P 144A 04.0000 01/10/2033 | 0.02% |
| CWALT 2006-OA19 A1 01.9446 02/20/2047 | 0.02% |
| ERAC USA FINANCE LLC P/P 144A 05.6250 03/15/2042 | 0.02% |
| IVORY COAST REGS 05.3750 07/23/2024 | 0.02% |
| MACQUARIE BANK LTD P/P 144A 02.8500 07/29/2020 | 0.02% |
| REPUBLIC OF SOUTH AFRICA USD 04.8500 09/27/2027 | 0.02% |
| SWISS LIFE HOLDING AG-REG SEDOL 7437805 | 0.02% |
| T-MOBILE USA INC 06.3750 03/01/2025 | 0.02% |
| TOTAL CAPITAL INTL SA USD 02.7500 06/19/2021 | 0.02% |
| UNITEDHEALTH GROUP INC 03.9500 10/15/2042 | 0.02% |
| ALIMENTATION COUCHE-TARD 3.550000 07/26/2027 | 0.02% |
| AMERICAN INTL GROUP 08.1750 05/15/2058 | 0.02% |
| CANTOR FITZGERALD LP P/P 144A 06.5000 06/17/2022 | 0.02% |
| CGCMT 2014-GC19 D P/P 144A 05.0920 03/10/2047 | 0.02% |
| CITIGROUP INC 04.4500 09/29/2027 | 0.02% |
| CROWN CASTLE INTL CORP 03.8000 02/15/2028 | 0.02% |
| DNB BANK ASA P/P 144A 02.1250 10/02/2020 | 0.02% |
| GCP APPLIED TECH P/P 144A 05.5000 04/15/2026 | 0.02% |
| GSMS 2014-GC18 C 04.9901 01/10/2047 | 0.02% |
| KEURIG DR PEPPER INC 04.0570 05/25/2023 | 0.02% |
| KONINKLIJKE AHOLD DELHAIZE N SEDOL BD0Q398 | 0.02% |
| L3HARRIS TECH INC P/P 144A 04.4000 06/15/2028 | 0.02% |
| MORGAN STANLEY 02.7500 05/19/2022 | 0.02% |
| MWST 2018-W1 A 02.6420 11/25/2051 | 0.02% |
| PLANTRONICS INC P/P 144A 05.5000 05/31/2023 | 0.02% |
| ROGERS COMMUNICATIONS IN USD 04.5000 03/15/2043 | 0.02% |
| SABINE PASS LIQUEFACTION 04.2000 03/15/2028 | 0.02% |
| SAMI 2007-AR7 1A1 02.6420 05/25/2047 | 0.02% |
| STAPLES INC P/P 144A 07.5000 04/15/2026 | 0.02% |
| UNITEDHEALTH GROUP INC 02.7500 02/15/2023 | 0.02% |
| VONOVIA SE SEDOL BBJPFY1 | 0.02% |
| WESTPAC BANKING CORP USD 02.0000 08/19/2021 | 0.02% |
| WEYERHAEUSER CO 07.3750 03/15/2032 | 0.02% |
| WFRBS 2012-C9 D P/P 144A 04.8108 11/15/2045 | 0.02% |
| BANK OF AMERICA CORP 06.1000 12/29/2049 | 0.02% |
| CENTENE CORP P/P 144A 04.6250 12/15/2029 | 0.02% |
| CHARTER COMM OPT LLC 04.9080 07/23/2025 | 0.02% |
| 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% |
| DEERE & COMPANY 02.6000 06/08/2022 | 0.02% |
| DOLLAR GENERAL CORP 03.2500 04/15/2023 | 0.02% |
| INTERNATIONAL PAPER CO 03.0000 02/15/2027 | 0.02% |
| JACK OHIO FIN LLC/FI P/P 144A 10.2500 11/15/2022 | 0.02% |
| JOHNSON CONTROLS INTL PL 04.9500 07/02/2064 | 0.02% |
| JPMBB 2014-C22 C 04.5566 09/15/2047 | 0.02% |
| MARSH & MCLENNAN COS INC 04.3750 03/15/2029 | 0.02% |
| MARSH & MCLENNAN COS INC 04.9000 03/15/2049 | 0.02% |
| MIDAMERICAN FUNDING LLC 06.9270 03/01/2029 | 0.02% |
| MSBAM 2014-C14 C 04.9346 02/15/2047 | 0.02% |
| PPSI 2004-WCW2 M3 02.8420 10/25/2034 | 0.02% |
| S&P GLOBAL INC 04.4000 02/15/2026 | 0.02% |
| TCI COMMUNICATIONS INC 07.1250 02/15/2028 | 0.02% |
| THALES SA SEDOL 4162791 | 0.02% |
| TRUIST BANK 02.6360 09/17/2029 | 0.02% |
| UBSCM 2012-C1 C P/P 144A 05.5703 05/10/2045 | 0.02% |
| WFRBS 2013-C16 AS 04.6680 09/15/2046 | 0.02% |
| AMERICAN EXPRESS CO SEDOL 2026082 | 0.02% |
| ARRW 2019-3 A3 03.4160 10/25/2048 | 0.02% |
| CIGNA CORP P/P 144A 04.5000 03/15/2021 | 0.02% |
| CMLTI 2005-2 1A2A 04.6394 05/25/2035 | 0.02% |
| COGNIZANT TECH SOLUTIONS-A SEDOL 2257019 | 0.02% |
| COMM 2014-UBS6 C 04.4492 12/10/2047 | 0.02% |
| CSC HOLDINGS LLC 05.2500 06/01/2024 | 0.02% |
| DOMINICAN REPUBLIC REGS 06.5000 02/15/2048 | 0.02% |
| ENERGY TRANSFER OPERATNG 05.2000 02/01/2022 | 0.02% |
| FIDELITY NATIONAL INFORM 04.2500 05/15/2028 | 0.02% |
| IHEARTCOMMUNICATIONS INC 08.3750 05/01/2027 | 0.02% |
| ING BANK NV P/P 144A 05.8000 09/25/2023 | 0.02% |
| LEGRAND FRANCE USD 08.5000 02/15/2025 | 0.02% |
| LLOYDS BANKING GROUP PLC USD 04.5000 11/04/2024 | 0.02% |
| MSBAM 2012-C6 D P/P 144A 04.6077 11/15/2045 | 0.02% |
| NATIONAL BANK OF CANADA SEDOL 2077303 | 0.02% |
| ORACLE CORP 02.5000 10/15/2022 | 0.02% |
| SABINE PASS LIQUEF 05.0000 03/15/2027 | 0.02% |
| SPRINT CORP 07.2500 09/15/2021 | 0.02% |
| STEVENS HLDG CO INC P/P 144A 06.1250 10/01/2026 | 0.02% |
| TENET HEALTHCARE COR P/P 144A 05.1250 11/01/2027 | 0.02% |
| TRANSDIGM INC P/P 144A 06.2500 03/15/2026 | 0.02% |
| TRUIST FIN CORP 04.8000 12/31/2099 | 0.02% |
| VIACOMCBS INC 04.6000 01/15/2045 | 0.02% |
| WELLS FARGO & COMPANY 05.8750 12/29/2049 | 0.02% |
| WFCM 2013-LC12 C 04.2843 07/15/2046 | 0.02% |
| WFMBS 2006-AR5 1A1 05.1720 04/25/2036 | 0.02% |
| WYNN LAS VEGAS P/P 144A 05.2500 05/15/2027 | 0.02% |
| ALLY FINANCIAL INC 08.0000 11/01/2031 | 0.02% |
| ASHTEAD CAPITAL INC P/P 144A 04.2500 11/01/2029 | 0.02% |
| BOISE CASCADE CO P/P 144A 05.6250 09/01/2024 | 0.02% |
| CCO HLDGS LLC/CAP CO P/P 144A 05.7500 02/15/2026 | 0.02% |
| CNP ASSURANCES SEDOL 5543986 | 0.02% |
| CSAIL 2015-C1 D P/P 144A 03.7720 04/15/2050 | 0.02% |
| CSC HOLDINGS LLC P/P 144A 07.5000 04/01/2028 | 0.02% |
| DIAMOND SPORTS GR/DI P/P 144A 06.6250 08/15/2027 | 0.02% |
| DOMINICAN REPUBLIC REGS 06.0000 07/19/2028 | 0.02% |
| EXXON MOBIL CORP SEDOL 2326618 | 0.02% |
| FIDELITY NATIONAL INFO SERV SEDOL 2769796 | 0.02% |
| FISERV INC 03.5000 07/01/2029 | 0.02% |
| FIVE CORNERS FUNDING P/P 144A 04.4190 11/15/2023 | 0.02% |
| FOX CORP P/P 144A 04.0300 01/25/2024 | 0.02% |
| JAPAN PRIME REALTY INVESTMEN SEDOL 6528175 | 0.02% |
| LLOYDS BANKING GROUP PLC USD 04.6500 03/24/2026 | 0.02% |
| MICROSOFT CORP 02.4000 02/06/2022 | 0.02% |
| MITSUBISHI UFJ LEASE & FINAN SEDOL 6268976 | 0.02% |
| MSC 2016-BNK2 C 03.9055 11/15/2049 | 0.02% |
| NAVISTAR INTL CORP P/P 144A 06.6250 11/01/2025 | 0.02% |
| NEC CORP SEDOL 6640400 | 0.02% |
| PENSKE TRUCK LEASING P/P 144A 03.9000 02/01/2024 | 0.02% |
| PFIZER INC 01.9500 06/03/2021 | 0.02% |
| PLAINS GP HOLDINGS LP-CL A SEDOL BDGHN95 | 0.02% |
| SINGAPORE TECH ENGINEERING SEDOL 6043214 | 0.02% |
| SPRINT SPECTRUM P/P 144A 03.3600 09/20/2021 | 0.02% |
| TEVA PHARMACEUTICALS NE USD 06.0000 04/15/2024 | 0.02% |
| TORONTO-DOMINION BANK SEDOL 2897222 | 0.02% |
| TREASURY BILL 00.0000 04/16/2020 | 0.02% |
| UCB SA SEDOL 5596991 | 0.02% |
| WAMU 2007-HY2 1A1 03.8038 12/25/2036 | 0.02% |
| WFCM 2014-LC16 XA IO 01.1131 08/15/2050 | 0.02% |
| WFRBS 2013-C15 D P/P 144A 04.4936 08/15/2046 | 0.02% |
| Z HOLDINGS CORP SEDOL 6084848 | 0.02% |
| ZURICH INSURANCE GROUP AG SEDOL 5983816 | 0.02% |
| AMUNDI SA SEDOL BYZR014 | 0.02% |
| AT&T INC 04.3000 02/15/2030 | 0.02% |
| AUTOMATIC DATA PROCESSING SEDOL 2065308 | 0.02% |
| AXA SA SEDOL 7088429 | 0.02% |
| AXA SA P/P 144A 06.3790 12/29/2049 | 0.02% |
| BOMBARDIER INC P/P 144A 07.8750 04/15/2027 | 0.02% |
| BRISTOL-MYERS P/P 144A 03.4000 07/26/2029 | 0.02% |
| CAS 2014-C03 2M2 04.6920 07/25/2024 | 0.02% |
| CITIGROUP INC 04.6000 03/09/2026 | 0.02% |
| COMM 2013-CR11 AM 04.7150 08/10/2050 | 0.02% |
| COX COMM INC P/P 144A 03.5000 08/15/2027 | 0.02% |
| DASSAULT AVIATION SA SEDOL 4067164 | 0.02% |
| GRAY TELEVISION INC P/P 144A 07.0000 05/15/2027 | 0.02% |
| HESS MIDSTREAM P P/P 144A 05.6250 02/15/2026 | 0.02% |
| HOLLY ENERGY PARTNE P/P 144A 06.0000 08/01/2024 | 0.02% |
| INTELSAT JACKSON HLD P/P 144A 09.7500 07/15/2025 | 0.02% |
| NATIONAL AUSTRALIA BK/NY 02.8000 01/10/2022 | 0.02% |
| NOVELIS CORP P/P 144A 05.8750 09/30/2026 | 0.02% |
| NSTAR ELECTRIC CO 02.3750 10/15/2022 | 0.02% |
| PULTEGROUP INC 05.5000 03/01/2026 | 0.02% |
| REP OF INDONESIA P/P 144A 04.7500 01/08/2026 | 0.02% |
| SERVICE PROPERTIES TRUST 04.3750 02/15/2030 | 0.02% |
| SPECTRA ENERGY PARTNERS 03.3750 10/15/2026 | 0.02% |
| SWISS RE TREAS P/P 144A 04.2500 12/06/2042 | 0.02% |
| TENET HEALTHCARE CORP 08.1250 04/01/2022 | 0.02% |
| VIACOMCBS INC 04.5000 03/01/2021 | 0.02% |
| WFCM 2013-LC12 D P/P 144A 04.2843 07/15/2046 | 0.02% |
| AIR LIQUIDE SA SEDOL B1YXBJ7 | 0.02% |
| ARD FINANCE SA P/P 144A 06.5000 06/30/2027 | 0.02% |
| AUTOZONE INC SEDOL 2065955 | 0.02% |
| BAE SYSTEMS PLC SEDOL 0263494 | 0.02% |
| BAFC 2005-B 3M1 02.4396 04/20/2035 | 0.02% |
| BRAND ENERGY TL L+425 06.2353 06/21/2024 | 0.02% |
| BWAY HOLDING CO P/P 144A 07.2500 04/15/2025 | 0.02% |
| CAMDEN PROPERTY TRUST 04.8750 06/15/2023 | 0.02% |
| CAS 2014-C04 1M2 06.6920 11/25/2024 | 0.02% |
| CBRE SERVICES INC 04.8750 03/01/2026 | 0.02% |
| COMCAST CORP 03.1500 03/01/2026 | 0.02% |
| DTE ENERGY COMPANY SEDOL 2280220 | 0.02% |
| ENDEAVOR ENERGY P/P 144A 05.7500 01/30/2028 | 0.02% |
| FHLMC FR30 ZS9547 UMBS 04.0000 09/01/2045 | 0.02% |
| GNR 2015-H25 BI IO 01.7779 10/20/2065 | 0.02% |
| GOLDEN NUGGET INC P/P 144A 06.7500 10/15/2024 | 0.02% |
| IHS MARKIT LTD USD 04.7500 08/01/2028 | 0.02% |
| JPMCC 2010-C2 C P/P 144A 05.5995 11/15/2043 | 0.02% |
| LIBERTY MEDIA COR-SIRIUSXM C SEDOL BD8QGH9 | 0.02% |
| NETFLIX INC. 05.8750 11/15/2028 | 0.02% |
| NEUBERGER BERMAN GRP P/P 144A 04.8750 04/15/2045 | 0.02% |
| PULTEGROUP INC. 07.8750 06/15/2032 | 0.02% |
| QUEST DIAGNOSTICS INC SEDOL 2702791 | 0.02% |
| RBS GLOBAL/REXNO P/P 144A 04.8750 12/15/2025 | 0.02% |
| SCIENTIFIC GAMES P/P 144A 07.2500 11/15/2029 | 0.02% |
| SOHGO SECURITY SERVICES CO SEDOL 6546359 | 0.02% |
| UNIVAR SOLUTIONS P/P 144A 05.1250 12/01/2027 | 0.02% |
| WALT DISNEY CO/THE SEDOL 2270726 | 0.02% |
| WALT DISNEY COMP 07.7500 01/20/2024 | 0.02% |
| BANFF MERGER SUB INC P/P 144A 09.7500 09/01/2026 | 0.01% |
| BANK OF MONTREAL SEDOL 2076009 | 0.01% |
| BRAND ENERGY & I P/P 144A 08.5000 07/15/2025 | 0.01% |
| COMPASS MIN INTL P/P 144A 06.7500 12/01/2027 | 0.01% |
| DIAMONDBACK ENERGY INC 03.2500 12/01/2026 | 0.01% |
| GREAT LAKES D&D 08.0000 05/15/2022 | 0.01% |
| KKR GROUP FIN CO III P/P 144A 05.1250 06/01/2044 | 0.01% |
| METLIFE CAP TRST IV P/P 144A 07.8750 12/15/2037 | 0.01% |
| NIELSEN FIN LLC/CO P/P 144A 05.0000 04/15/2022 | 0.01% |
| PPL CAPITAL FUNDING INC 04.2000 06/15/2022 | 0.01% |
| PRUDENTIAL FINANCIAL INC 05.2000 03/15/2044 | 0.01% |
| ROSS STORES INC SEDOL 2746711 | 0.01% |
| SPRINT CAPITAL CORPORATION 06.8750 11/15/2028 | 0.01% |
| TTM TECHNOLOGIES INC P/P 144A 05.6250 10/01/2025 | 0.01% |
| ALLISON TRANSMISSION P/P 144A 04.7500 10/01/2027 | 0.01% |
| APPLE INC 03.4500 05/06/2024 | 0.01% |
| ARRW 2019-1 A3 04.2080 01/25/2049 | 0.01% |
| BIG RVR STL/FIN P/P 144A 07.2500 09/01/2025 | 0.01% |
| BOLIDEN AB SEDOL BJV12J7 | 0.01% |
| CALPINE CORP P/P 144A 04.5000 02/15/2028 | 0.01% |
| CAN IMPERIAL BK OF COMMERCE SEDOL 2170525 | 0.01% |
| CARRIAGE SVCS INC P/P 144A 06.6250 06/01/2026 | 0.01% |
| CCO HLDGS LLC/CAP C P/P 144A 05.5000 05/01/2026 | 0.01% |
| CHOCOLADEFABRIKEN LINDT-PC SEDOL 5962280 | 0.01% |
| COMCAST CORP 04.0490 11/01/2052 | 0.01% |
| COMM 2014-CR18 C 04.7254 07/15/2047 | 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% |
| CSC HOLDINGS LLC 06.7500 11/15/2021 | 0.01% |
| DENBURY RESOURCES IN P/P 144A 09.0000 05/15/2021 | 0.01% |
| DH EUROPE FINANCE II USD 03.4000 11/15/2049 | 0.01% |
| DOLLAR TREE INC SEDOL 2272476 | 0.01% |
| GNR 2016-H16 EI IO 02.4004 06/20/2066 | 0.01% |
| GNR 2017-162 QI IO 05.0000 10/11/2047 | 0.01% |
| HCA INC 05.5000 06/15/2047 | 0.01% |
| HMIR 2018-1 M1 P/P 144A 03.3920 10/25/2028 | 0.01% |
| HONEYWELL INTL 03.8120 11/21/2047 | 0.01% |
| HOWARD HUGHES CORP P/P 144A 05.3750 03/15/2025 | 0.01% |
| IRON MOUNTAIN INC P/P 144A 04.8750 09/15/2027 | 0.01% |
| KIMBERLY-CLARK CORP SEDOL 2491839 | 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% |
| NIELSEN CO LUXEM P/P 144A 05.0000 02/01/2025 | 0.01% |
| PETROLEOS MEXICANOS P/P 144A 07.6900 01/23/2050 | 0.01% |
| REFINITIV US HLDG P/P 144A 06.2500 05/15/2026 | 0.01% |
| REP OF INDONESIA P/P 144A 03.3750 04/15/2023 | 0.01% |
| SCIENTIFIC GAMES P/P 144A 08.2500 03/15/2026 | 0.01% |
| SCOTTS MIRACLE-GRO P/P 144A 04.5000 10/15/2029 | 0.01% |
| SERVICE CORP INTL 05.3750 05/15/2024 | 0.01% |
| SPRINT CORP 07.8750 09/15/2023 | 0.01% |
| STACR 2014-HQ2 M3 05.5420 09/25/2024 | 0.01% |
| TRANSDIGM INC P/P 144A 05.5000 11/15/2027 | 0.01% |
| UNITEDHEALTH GROUP INC 02.8750 03/15/2022 | 0.01% |
| VIACOMCBS INC 02.9000 01/15/2027 | 0.01% |
| VIDEOTRON LTD USD 05.0000 07/15/2022 | 0.01% |
| WAMU 2005-AR9 A1C3 02.7520 07/25/2045 | 0.01% |
| BGC PARTNERS INC 05.1250 05/27/2021 | 0.01% |
| BPCE SA P/P 144A 05.1500 07/21/2024 | 0.01% |
| BRAMBLES LTD SEDOL B1FJ0C0 | 0.01% |
| BROTHER INDUSTRIES LTD SEDOL 6146500 | 0.01% |
| CAS 2014-C02 1M2 04.3920 05/25/2024 | 0.01% |
| CLUBCORP HLDG INC P/P 144A 08.5000 09/15/2025 | 0.01% |
| CORNERSTONE BUILDING P/P 144A 08.0000 04/15/2026 | 0.01% |
| DIRECT LINE INSURANCE GROUP SEDOL BY9D0Y1 | 0.01% |
| GNR 2013-99 AS IO 04.2854 06/20/2043 | 0.01% |
| GOLDEN NUGGET INC P/P 144A 08.7500 10/01/2025 | 0.01% |
| HUSKY TLB L+300 04.7994 03/28/2025 | 0.01% |
| INGEVITY CORP P/P 144A 04.5000 02/01/2026 | 0.01% |
| ISTAR INC 04.2500 08/01/2025 | 0.01% |
| ISTAR INC 04.7500 10/01/2024 | 0.01% |
| L3HARRIS TECHNOLOGIES INC SEDOL BK9DTN5 | 0.01% |
| MERCK & CO INC 02.9000 03/07/2024 | 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 05.2445 07/15/2049 | 0.01% |
| NEXSTAR ESCROW P/P 144A 05.6250 07/15/2027 | 0.01% |
| NTT DATA CORP SEDOL 6125639 | 0.01% |
| OSHKOSH CORP 05.3750 03/01/2025 | 0.01% |
| PACKAGING CORP OF AMERIC 04.5000 11/01/2023 | 0.01% |
| RAMC 2003-4 A1 02.3120 03/25/2034 | 0.01% |
| RITE AID CORP P/P 144A 06.1250 04/01/2023 | 0.01% |
| SERVICE CORP INTL 05.1250 06/01/2029 | 0.01% |
| SERVICE CORPORATION INTL 04.6250 12/15/2027 | 0.01% |
| STACR 2017-DNA1 M2 05.0420 07/25/2029 | 0.01% |
| STAPLES INC. P/P 144A 10.7500 04/15/2027 | 0.01% |
| WASTE MANAGEMENT INC. 04.7500 06/30/2020 | 0.01% |
| WATCO COS LLC/FI P/P 144A 06.3750 04/01/2023 | 0.01% |
| WESTROCK MWV LLC 07.9500 02/15/2031 | 0.01% |
| 1011778 BC / NEW RED P/P 144A 05.0000 10/15/2025 | 0.01% |
| ALBERTSONS COS/SAFE P/P 144A 04.6250 01/15/2027 | 0.01% |
| BAUSCH HLTH AMERICAS P/P 144A 08.5000 01/31/2027 | 0.01% |
| BAUSCH HLTH COS INC P/P 144A 06.1250 04/15/2025 | 0.01% |
| BMC EAST LLC P/P 144A 05.5000 10/01/2024 | 0.01% |
| CAS 2017-C01 1EB1 03.0420 07/25/2029 | 0.01% |
| CEMEX FINANCE LLC P/P 144A 06.0000 04/01/2024 | 0.01% |
| CON EDISON CO OF NY INC 04.2000 03/15/2042 | 0.01% |
| COVEY PARK ENERGY LL P/P 144A 07.5000 05/15/2025 | 0.01% |
| CVS PASS-THROUGH P/P 144A 04.7040 01/10/2036 | 0.01% |
| CWALT 2005-59 1A1 02.0946 11/20/2035 | 0.01% |
| CWALT 2006-24CB A19 02.2920 08/25/2036 | 0.01% |
| DIAMOND 1 FIN/DIAMON P/P 144A 08.3500 07/15/2046 | 0.01% |
| DIAMOND SPORTS P/P 144A 05.3750 08/15/2026 | 0.01% |
| EIFFAGE SEDOL B13X013 | 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 2016-123 LI IO 03.5000 03/20/2044 | 0.01% |
| GREIF INC P/P 144A 06.5000 03/01/2027 | 0.01% |
| GW B-CR SECURITY P/P 144A 09.5000 11/01/2027 | 0.01% |
| HSBC USA INC 03.5000 06/23/2024 | 0.01% |
| ITRON INC P/P 144A 05.0000 01/15/2026 | 0.01% |
| JPMCC 2013-C10 AS 03.3715 12/15/2047 | 0.01% |
| JPMORGAN CHASE & CO 06.1000 02/01/2049 | 0.01% |
| KINDER MORGAN ENER PART 03.4500 02/15/2023 | 0.01% |
| NABORS INDUSTRIES INC. 05.7500 02/01/2025 | 0.01% |
| NIPPON STEEL CORP SEDOL 6642569 | 0.01% |
| OCCIDENTAL PETROLEUM CORP SEDOL 2655408 | 0.01% |
| ORKLA ASA SEDOL B1VQF42 | 0.01% |
| PARK-OHIO INDUSTRIES INC 06.6250 04/15/2027 | 0.01% |
| PQ CORP P/P 144A 05.7500 12/15/2025 | 0.01% |
| PRECISION DRILL P/P 144A 07.1250 01/15/2026 | 0.01% |
| SIX FLAGS ENT P/P 144A 04.8750 07/31/2024 | 0.01% |
| SONIC HEALTHCARE LTD SEDOL 6821120 | 0.01% |
| STANDARD IND INC P/P 144A 05.3750 11/15/2024 | 0.01% |
| TEVA PHARMACEUTICALS NE USD 06.7500 03/01/2028 | 0.01% |
| TOYOTA MOTOR CORP SEDOL 6900643 | 0.01% |
| UNITEDHEALTH GROUP INC SEDOL 2917766 | 0.01% |
| VISTRA OPERATIONS CO P/P 144A 05.5000 09/01/2026 | 0.01% |
| WAMU 2005-AR14 1A2 03.8441 12/25/2035 | 0.01% |
| WERNER FINCO LP/INC P/P 144A 08.7500 07/15/2025 | 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% |
| ALTICE LUXEMBOURG SA P/P 144A 10.5000 05/15/2027 | 0.01% |
| ARCELORMITTAL USD 07.0000 10/15/2039 | 0.01% |
| ASCEND LEARNING LLC P/P 144A 06.8750 08/01/2025 | 0.01% |
| BAUSCH 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% |
| BOMBARDIER INC P/P 144A 07.5000 12/01/2024 | 0.01% |
| CAS 2015-C01 1M2 06.0920 02/25/2025 | 0.01% |
| CBRE SERVICES INC 05.2500 03/15/2025 | 0.01% |
| CELANESE US HOLDINGS LLC 04.6250 11/15/2022 | 0.01% |
| CFCRE 2011-C2 D P/P 144A 05.7413 12/15/2047 | 0.01% |
| COCA-COLA EUROPEAN PARTNERS SEDOL BYQQ3P5 | 0.01% |
| DCP MIDSTREAM P/P 144A 06.7500 09/15/2037 | 0.01% |
| ENTERCOM MEDIA CORP P/P 144A 06.5000 05/01/2027 | 0.01% |
| ENTERCOM MEDIA CORP P/P 144A 07.2500 11/01/2024 | 0.01% |
| FIRST QUANTUM MINERA P/P 144A 07.5000 04/01/2025 | 0.01% |
| FUJIFILM HOLDINGS CORP SEDOL 6356525 | 0.01% |
| GENERAL DYNAMICS CORP SEDOL 2365161 | 0.01% |
| HCA INC 05.3750 09/01/2026 | 0.01% |
| HUB INTL LTD P/P 144A 07.0000 05/01/2026 | 0.01% |
| NEWCREST MINING LTD SEDOL 6637101 | 0.01% |
| NORFOLK SOUTHERN CORP SEDOL 2641894 | 0.01% |
| ORACLE CORP 05.3750 07/15/2040 | 0.01% |
| PROVIDENT FDG/PFG FI P/P 144A 06.3750 06/15/2025 | 0.01% |
| RENAISSANCERE HOLDINGS LTD SEDOL 2728429 | 0.01% |
| STACR 2015-DN1 M3 05.9420 01/25/2025 | 0.01% |
| STARWOOD PROP TR 04.7500 03/15/2025 | 0.01% |
| SWISS PRIME SITE-REG SEDOL B083BH4 | 0.01% |
| SYNGENTA FINANCE NV P/P 144A 04.8920 04/24/2025 | 0.01% |
| SYNGENTA FINANCE NV P/P 144A 05.1820 04/24/2028 | 0.01% |
| TMS INTL HLDG CORP P/P 144A 07.2500 08/15/2025 | 0.01% |
| TOPBUILD CORP P/P 144A 05.6250 05/01/2026 | 0.01% |
| US BANCORP SEDOL 2736035 | 0.01% |
| US CONCRETE INC 06.3750 06/01/2024 | 0.01% |
| VMWARE INC 03.9000 08/21/2027 | 0.01% |
| WAMU 2005-AR11 A1B3 02.1920 08/25/2045 | 0.01% |
| WASTE PRO USA INC P/P 144A 05.5000 02/15/2026 | 0.01% |
| WESFARMERS LTD SEDOL 6948836 | 0.01% |
| WESTPAC BANKING CORP USD 04.4210 07/24/2039 | 0.01% |
| WFCM 2016-LC25 XA IO 00.9923 12/15/2059 | 0.01% |
| WFRBS 2013-C14 XA IO 00.7323 06/15/2046 | 0.01% |
| ALLERGAN FUNDING SCS USD 03.4500 03/15/2022 | 0.01% |
| ALTICE FRANCE P/P 144A 07.3750 05/01/2026 | 0.01% |
| APERGY CORP 06.3750 05/01/2026 | 0.01% |
| ARDAGH PKG FIN/HLDGS P/P 144A 04.1250 08/15/2026 | 0.01% |
| ARDAGH PKG FIN/HLDGS P/P 144A 05.2500 08/15/2027 | 0.01% |
| BAUSCH HLTH COS INC P/P 144A 07.2500 05/30/2029 | 0.01% |
| CENOVUS ENERGY INC USD 06.7500 11/15/2039 | 0.01% |
| CF INDUSTRIES INC 04.9500 06/01/2043 | 0.01% |
| CHENIERE CORP CHRIST 05.8750 03/31/2025 | 0.01% |
| CNO FINANCIAL GROUP INC 05.2500 05/30/2025 | 0.01% |
| CONSTELLIUM SE P/P 144A 05.8750 02/15/2026 | 0.01% |
| DIAMOND 1 FIN/DIAMON P/P 144A 07.1250 06/15/2024 | 0.01% |
| EG GLOBAL FIN PLC P/P 144A 06.7500 02/07/2025 | 0.01% |
| ELI LILLY & CO SEDOL 2516152 | 0.01% |
| FAIRFAX US INC P/P 144A 04.8750 08/13/2024 | 0.01% |
| FHR 3829 AS IO 05.2103 03/15/2041 | 0.01% |
| FISERV INC SEDOL 2342034 | 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% |
| GFL ENVIRONMENTA P/P 144A 08.5000 05/01/2027 | 0.01% |
| GNMA GII30 BL6235 06.0000 04/20/2049 | 0.01% |
| GOEASY LTD P/P 144A 05.3750 12/01/2024 | 0.01% |
| HCA INC 05.0000 03/15/2024 | 0.01% |
| INFOR US INC 06.5000 05/15/2022 | 0.01% |
| INTEL CORP SEDOL 2463247 | 0.01% |
| IPALCO ENTPRS IN 03.7000 09/01/2024 | 0.01% |
| JPMBB 2014-C25 XA IO 00.8580 11/15/2047 | 0.01% |
| LOEWS CORP SEDOL 2523022 | 0.01% |
| MTR CORP SEDOL 6290054 | 0.01% |
| NOMURA REAL ESTATE HOLDINGS SEDOL B1CWJM5 | 0.01% |
| NRG ENERGY INC P/P 144A 05.2500 06/15/2029 | 0.01% |
| NUCOR CORP SEDOL 2651086 | 0.01% |
| ORACLE CORP JAPAN SEDOL 6141680 | 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% |
| PETROBRAS GLOBAL FIN P/P 144A 05.0930 01/15/2030 | 0.01% |
| PNC BANK NA 02.7000 11/01/2022 | 0.01% |
| PORSCHE AUTOMOBIL HLDG-PRF SEDOL 7101069 | 0.01% |
| SANOFI SEDOL 5671735 | 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% |
| SMURFIT KAPPA TREASURY USD 07.5000 11/20/2025 | 0.01% |
| SPRINGLEAF FINANCE CORP 05.3750 11/15/2029 | 0.01% |
| STACR 2015-DNA2 M3 05.6920 12/25/2027 | 0.01% |
| T-MOBILE USA INC 04.7500 02/01/2028 | 0.01% |
| TERRIER MEDIA BU P/P 144A 08.8750 12/15/2027 | 0.01% |
| TRANSDIGM INC 06.3750 06/15/2026 | 0.01% |
| TREASURY BILL 00.0000 04/23/2020 | 0.01% |
| TRI POINTE GROUP / HOMES 05.8750 06/15/2024 | 0.01% |
| UNIVISION COMM P/P 144A 05.1250 02/15/2025 | 0.01% |
| USI INC/NY P/P 144A 06.8750 05/01/2025 | 0.01% |
| 1011778 BC / NEW RED P/P 144A 03.8750 01/15/2028 | 0.01% |
| ALBERTSONS COS LLC P/P 144A 07.5000 03/15/2026 | 0.01% |
| AMSTED INDUSTRIES P/P 144A 04.6250 05/15/2030 | 0.01% |
| ANTERO RESOURCES 05.3750 11/01/2021 | 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% |
| BERKSHIRE HATHAWAY FIN 04.3000 05/15/2043 | 0.01% |
| BERRY GLOBAL INC 05.1250 07/15/2023 | 0.01% |
| BMW US CAPITAL LLC P/P 144A 03.4000 08/13/2021 | 0.01% |
| CAPITAL ONE FINANCIAL CO 04.2000 10/29/2025 | 0.01% |
| CAS 2019-R02 1M2 04.0920 08/25/2031 | 0.01% |
| CGCMT 2012-GC8 XA IO P/P 144A 01.7714 09/10/2045 | 0.01% |
| CNO FINANCIAL GROUP INC 05.2500 05/30/2029 | 0.01% |
| COMM 2014-UBS6 XA IO 00.8975 12/10/2047 | 0.01% |
| CSC HOLDINGS LLC P/P 144A 05.7500 01/15/2030 | 0.01% |
| CSC HOLDINGS LLC P/P 144A 07.7500 07/15/2025 | 0.01% |
| ENERGY TRANSFER OPERATNG 06.1250 12/15/2045 | 0.01% |
| EPR PROPERTIES 05.7500 CUM CV PFD | 0.01% |
| ESH HOSPITALITY INC P/P 144A 05.2500 05/01/2025 | 0.01% |
| GLP CAPITAL LP / FIN II 05.2500 06/01/2025 | 0.01% |
| GNMA GII30 BL6185 06.0000 01/20/2049 | 0.01% |
| GNMA GII30 BL6216 06.0000 03/20/2049 | 0.01% |
| GNR 2015-H26 EI IO 01.7656 10/20/2065 | 0.01% |
| GOLDMAN SACHS GROUP INC 06.7500 10/01/2037 | 0.01% |
| HCA INC 05.2500 06/15/2026 | 0.01% |
| HKT TRUST AND HKT LTD-SS SEDOL B4TXDZ3 | 0.01% |
| HONGKONG LAND HOLDINGS LTD SEDOL 6434915 | 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% |
| JFE HOLDINGS INC SEDOL 6543792 | 0.01% |
| JOHNSON CONTROLS INTERNATION SEDOL BY7QL61 | 0.01% |
| JPMBB 2015-C33 XA IO 00.9745 12/15/2048 | 0.01% |
| KLEPIERRE SEDOL 7582556 | 0.01% |
| LIONS GATE CAP HOLD P/P 144A 06.3750 02/01/2024 | 0.01% |
| LUKOIL INTL FIN BV P/P 144A 04.5630 04/24/2023 | 0.01% |
| MARATHON PETRO CORP 06.5000 03/01/2041 | 0.01% |
| MATTEL INC P/P 144A 05.8750 12/15/2027 | 0.01% |
| NATIONSTAR MORT/ 06.5000 07/01/2021 | 0.01% |
| NATIONSTAR MTG P/P 144A 08.1250 07/15/2023 | 0.01% |
| NETFLIX INC 04.8750 04/15/2028 | 0.01% |
| NEWELL BRANDS INC 04.2000 04/01/2026 | 0.01% |
| ONCOR ELECTRIC DELIVERY 05.3000 06/01/2042 | 0.01% |
| ORACLE CORP 02.5000 05/15/2022 | 0.01% |
| PERTAMINA PERSERO PT P/P 144A 04.3000 05/20/2023 | 0.01% |
| SM ENERGY CO 06.7500 09/15/2026 | 0.01% |
| TALLGRASS NRG PRTNR P/P 144A 05.5000 01/15/2028 | 0.01% |
| THE BANK OF NOVA SCOTIA USD 02.7000 03/07/2022 | 0.01% |
| TRIVIUM PACK FIN P/P 144A 05.5000 08/15/2026 | 0.01% |
| TRONOX FINANCE PLC P/P 144A 05.7500 10/01/2025 | 0.01% |
| WFRBS 2012-C9 XA IO P/P 144A 01.8964 11/15/2045 | 0.01% |
| WM MORRISON SUPERMARKETS SEDOL 0604316 | 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% |
| ABC-MART INC SEDOL 6292102 | 0.01% |
| ALTICE FRANCE SA P/P 144A 05.5000 01/15/2028 | 0.01% |
| AMC ENT HOLDIN 05.8750 11/15/2026 | 0.01% |
| 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% |
| AXALTA COATING SYS P/P 144A 04.8750 08/15/2024 | 0.01% |
| BEACON ROOFING SUPP P/P 144A 04.8750 11/01/2025 | 0.01% |
| BERKSHIRE HATHAWAY ENERG 06.1250 04/01/2036 | 0.01% |
| BRIDGESTONE CORP SEDOL 6132101 | 0.01% |
| BROOKFIELD RESID PRO P/P 144A 06.1250 07/01/2022 | 0.01% |
| BUILDERS FIRSTSOURCE P/P 144A 06.7500 06/01/2027 | 0.01% |
| BUMT 2005-1 1A1 02.3920 09/25/2045 | 0.01% |
| CAS 2015-C02 2M2 05.7920 05/25/2025 | 0.01% |
| CAS 2019-HRP1 M2 03.9420 11/25/2039 | 0.01% |
| COMM 2014-CR19 XA IO 01.0322 08/10/2047 | 0.01% |
| COMMSCOPE TECH LLC P/P 144A 06.0000 06/15/2025 | 0.01% |
| DIAMONDBACK ENERGY INC 05.3750 05/31/2025 | 0.01% |
| EMIR 2018-1 M2 04.7920 11/25/2028 | 0.01% |
| ENDO LTD/FIN LLC/FIN P/P 144A 06.0000 02/01/2025 | 0.01% |
| FREEDOM MTGE CORP P/P 144A 08.2500 04/15/2025 | 0.01% |
| FRONTIER COMM 10.5000 09/15/2022 | 0.01% |
| GNMA GII30 BL6219 06.0000 03/20/2049 | 0.01% |
| GNMA GII30 BM1953 06.0000 03/20/2049 | 0.01% |
| GSMS 2014-GC24 XA IO 00.7374 09/10/2047 | 0.01% |
| JPMCC 2012-LC9 D P/P 144A 04.4177 12/15/2047 | 0.01% |
| KFC HLD/PIZZA HUT/TA P/P 144A 05.0000 06/01/2024 | 0.01% |
| KFC HLD/PIZZA HUT/TA P/P 144A 05.2500 06/01/2026 | 0.01% |
| LIONS GATE CAP HOLD P/P 144A 05.8750 11/01/2024 | 0.01% |
| LIVE NATION ENTERTAI P/P 144A 05.6250 03/15/2026 | 0.01% |
| LOUISIANA-PACIFIC CORPORATION 04.8750 09/15/2024 | 0.01% |
| MAXIM INTEGRATED PRODUCTS SEDOL 2573760 | 0.01% |
| MBX.FN30.500.09 R USL1M P 01/12/40 BC | 0.01% |
| MLMI 2005-A2 A2 04.3590 02/25/2035 | 0.01% |
| NEWFIELD EXPLORATION CO 05.7500 01/30/2022 | 0.01% |
| NEXSTAR BROADC P/P 144A 05.6250 08/01/2024 | 0.01% |
| NOVELIS CORP P/P 144A 06.2500 08/15/2024 | 0.01% |
| NRG ENERGY INC. 07.2500 05/15/2026 | 0.01% |
| POWER SOLUTIONS TLB L+350 05.7344 04/30/2026 | 0.01% |
| PUBLIC SERVICE ELECTRIC 05.5000 03/01/2040 | 0.01% |
| QORVO INC 05.5000 07/15/2026 | 0.01% |
| QVC INC 04.8500 04/01/2024 | 0.01% |
| ROYAL BK SCOTLND GRP PLC USD 07.5000 12/29/2049 | 0.01% |
| SPRINGLEAF FINANCE CORP 06.8750 03/15/2025 | 0.01% |
| STACR 2015-HQ2 M2 03.7420 05/25/2025 | 0.01% |
| STACR 2017-DNA3 M2 04.2920 03/25/2030 | 0.01% |
| STACR 2019-DNA1 M2 04.4420 01/25/2049 | 0.01% |
| SUGAR HSP GAMING P/P 144A 05.8750 05/15/2025 | 0.01% |
| TENNANT CO 05.6250 05/01/2025 | 0.01% |
| TMX FIN LLC/TITLEMAX P/P 144A 11.1250 04/01/2023 | 0.01% |
| TRANSOCEAN SENTR P/P 144A 05.3750 05/15/2023 | 0.01% |
| TREASURY BILL 00.0000 06/04/2020 | 0.01% |
| WFRBS 2013-C11 AS 03.3110 03/15/2045 | 0.01% |
| WMG ACQUISITION CORP P/P 144A 05.0000 08/01/2023 | 0.01% |
| WYNDHAM HOTELS & RE P/P 144A 05.3750 04/15/2026 | 0.01% |
| 1011778 BC ULC / P/P 144A 04.3750 01/15/2028 | 0.01% |
| AIB GROUP PLC SEDOL BF0L353 | 0.01% |
| ALLIANT HOLDINGS P/P 144A 06.7500 10/15/2027 | 0.01% |
| ALLY FINANCIAL INC 03.8750 05/21/2024 | 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% |
| AROUNDTOWN SA SEDOL BF0CK44 | 0.01% |
| ASP AMC MERGER SUB P/P 144A 08.0000 05/15/2025 | 0.01% |
| BAUSCH HLTH COS INC P/P 144A 05.5000 11/01/2025 | 0.01% |
| BMIR 2017-1 M1 P/P 144A 03.4920 10/25/2027 | 0.01% |
| CENTENE CORP 04.7500 05/15/2022 | 0.01% |
| CHARTER COMM OPT LLC 05.3750 05/01/2047 | 0.01% |
| CHEMOURS CO 07.0000 05/15/2025 | 0.01% |
| CHS/COMMUNITY HEALT P/P 144A 08.1250 06/30/2024 | 0.01% |
| CLEAN HARBORS INC P/P 144A 04.8750 07/15/2027 | 0.01% |
| CLEAR CHANNEL WORLDW P/P 144A 05.1250 08/15/2027 | 0.01% |
| COMCAST CORP 06.5000 11/15/2035 | 0.01% |
| COMM 2013-CR11 XA IO 00.9262 08/10/2050 | 0.01% |
| COMM 2014-LC17 XA IO 00.7723 10/10/2047 | 0.01% |
| COMMONWEALTH EDISON CO 05.9000 03/15/2036 | 0.01% |
| CROWN CORK & SEAL CO INC 07.3750 12/15/2026 | 0.01% |
| DRESDNER FDG TRST I P/P 144A 08.1510 06/30/2031 | 0.01% |
| FERGUSON PLC SEDOL BJVNSS4 | 0.01% |
| FIFTH THIRD BANCORP 05.1000 12/29/2049 | 0.01% |
| FREEDOM MTGE CORP P/P 144A 08.1250 11/15/2024 | 0.01% |
| FRONTIER COMM P/P 144A 08.5000 04/01/2026 | 0.01% |
| GENERAL MOTORS FINL CO 04.0000 01/15/2025 | 0.01% |
| GNMA GII30 BL6016 06.0000 02/20/2049 | 0.01% |
| GNMA GII30 BL6184 06.0000 02/20/2049 | 0.01% |
| GNMA GII30 BL6217 06.0000 03/20/2049 | 0.01% |
| GSMS 2013-GC10 XA IO 01.5024 02/10/2046 | 0.01% |
| HANESBRANDS INC P/P 144A 04.6250 05/15/2024 | 0.01% |
| HEINEKEN HOLDING NV SEDOL B0CCH46 | 0.01% |
| ICAHN ENTER/FIN 06.7500 02/01/2024 | 0.01% |
| JAGUAR HL / PPDI P/P 144A 06.3750 08/01/2023 | 0.01% |
| JAPAN TOBACCO INC SEDOL 6474535 | 0.01% |
| JARDINE MATHESON HLDGS LTD SEDOL 6472119 | 0.01% |
| JELD-WEN INC P/P 144A 04.6250 12/15/2025 | 0.01% |
| MBX.FN30.500.10 R USL1M P 01/12/41 CI | 0.01% |
| MERCER INTL INC USD 06.5000 02/01/2024 | 0.01% |
| MSRR 2015-R4 CB1 02.5326 08/26/2047 | 0.01% |
| NOK/USD 03/18/2020 SSBT | 0.01% |
| NUTRIEN LTD USD 05.2500 01/15/2045 | 0.01% |
| NZD/USD 01/15/2020 UBS | 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% |
| QORVO INC SEDOL BR9YYP4 | 0.01% |
| RAYTHEON COMPANY 04.8750 10/15/2040 | 0.01% |
| RESIDEO FUNDING INC P/P 144A 06.1250 11/01/2026 | 0.01% |
| RTL GROUP SEDOL B1BK209 | 0.01% |
| SABINE PASS LIQUEFAC 05.7500 05/15/2024 | 0.01% |
| SABRE GLBL INC P/P 144A 05.3750 04/15/2023 | 0.01% |
| SAMPO OYJ-A SHS SEDOL 5226038 | 0.01% |
| SS&C TECH INC P/P 144A 05.5000 09/30/2027 | 0.01% |
| STARFRUIT US/STAR FI P/P 144A 08.0000 10/01/2026 | 0.01% |
| STEEL DYNAMICS INC 05.5000 10/01/2024 | 0.01% |
| TRANSOCEAN PONTUS LT P/P 144A 06.1250 08/01/2025 | 0.01% |
| TWDC ENTERPRISES 18 CORP 02.7500 08/16/2021 | 0.01% |
| UBSBB 2012-C4 XA IO P/P 144A 01.6278 12/10/2045 | 0.01% |
| VERTIV INT HOLD CORP P/P 144A 12.0000 02/15/2022 | 0.01% |
| VIACOMCBS INC 04.0000 01/15/2026 | 0.01% |
| VISTRA OPERATION P/P 144A 05.0000 07/31/2027 | 0.01% |
| WEEKLEY HOMES LLC 06.0000 02/01/2023 | 0.01% |
| WFRBS 2012-C10 XA IO P/P 144A 01.5393 12/15/2045 | 0.01% |
| WOLVERINE WORLD WIDE P/P 144A 05.0000 09/01/2026 | 0.01% |
| WPX ENERGY INC 05.7500 06/01/2026 | 0.01% |
| WPX ENERGY INC 08.2500 08/01/2023 | 0.01% |
| 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% |
| ANHEUSER-BUSCH INBEV WOR 02.5000 07/15/2022 | 0.00% |
| ASCEND LEARNING LLC P/P 144A 06.8750 08/01/2025 | 0.00% |
| BANK OF MONTREAL USD 03.8030 12/15/2032 | 0.00% |
| BUILDERS FIRSTSOURCE P/P 144A 05.6250 09/01/2024 | 0.00% |
| BWAY CORP TLB L+325 05.2343 04/03/2024 | 0.00% |
| CALPINE CORP P/P 144A 05.2500 06/01/2026 | 0.00% |
| CLEAR CHANNEL WORLD P/P 144A 09.2500 02/15/2024 | 0.00% |
| COMCAST CORP 03.9990 11/01/2049 | 0.00% |
| CROWN AMER/CAP 04.7500 02/01/2026 | 0.00% |
| CROWN CASTLE INTL CORP 04.8750 04/15/2022 | 0.00% |
| CWALT 2005-27 1A1 02.5120 08/25/2035 | 0.00% |
| ECOLAB INC SEDOL 2304227 | 0.00% |
| FIDELITY NATIONAL INFORM 03.0000 08/15/2026 | 0.00% |
| FRESENIUS MEDICAL CARE AG & SEDOL 5129074 | 0.00% |
| GARTNER INC P/P 144A 05.1250 04/01/2025 | 0.00% |
| GBP/USD 03/18/2020 JPMCB | 0.00% |
| GLP CAPITAL LP / FIN II 05.3750 04/15/2026 | 0.00% |
| GMAC CAPITAL TRUST I PCT 07.6948 | 0.00% |
| GNMA GII30 BL6218 06.0000 02/20/2049 | 0.00% |
| GSMS 2014-GC22 XA IO 00.9856 06/10/2047 | 0.00% |
| HSBC HOLDINGS PLC SEDOL 0540528 | 0.00% |
| ICAHN ENTER P/P 144A 04.7500 09/15/2024 | 0.00% |
| ICAHN ENTER/FIN P/P 144A 05.2500 05/15/2027 | 0.00% |
| IHEARTCOMMUNICATIONS INC 06.3750 05/01/2026 | 0.00% |
| INDIGO NATURAL P/P 144A 06.8750 02/15/2026 | 0.00% |
| IOS.FN30.400.10 R USL1M P 01/12/41 BC | 0.00% |
| JELD-WEN INC P/P 144A 04.8750 12/15/2027 | 0.00% |
| KFC HLD/PIZZA HUT/TA P/P 144A 04.7500 06/01/2027 | 0.00% |
| KINDER MORGAN ENER PART 05.4000 09/01/2044 | 0.00% |
| KINDER MORGAN INC/DELAWA 07.7500 01/15/2032 | 0.00% |
| KRATON POLYMERS LLC/ P/P 144A 07.0000 04/15/2025 | 0.00% |
| LEVEL 3 FINANCING INC 05.6250 02/01/2023 | 0.00% |
| LIVE NATION ENT P/P 144A 04.8750 11/01/2024 | 0.00% |
| MEG ENERGY CORP P/P 144A 06.5000 01/15/2025 | 0.00% |
| MET LIFE GLOB FUND P/P 144A 03.0000 01/10/2023 | 0.00% |
| MOLINA HEALTHCARE IN 05.3750 11/15/2022 | 0.00% |
| MSAC 2004-HE6 M1 02.6170 08/25/2034 | 0.00% |
| MSBAM 2014-C17 XA IO 01.1091 08/15/2047 | 0.00% |
| NATIONAL AUSTRALIA BANK LTD SEDOL 6624608 | 0.00% |
| NETFLIX INC P/P 144A 05.3750 11/15/2029 | 0.00% |
| NETFLIX INC. 06.3750 05/15/2029 | 0.00% |
| NZD/USD 01/15/2020 SSBT | 0.00% |
| PENSKE AUTO GRP INC 05.7500 10/01/2022 | 0.00% |
| PENSKE AUTOMOTIVE GROUP 05.5000 05/15/2026 | 0.00% |
| PUBLICIS GROUPE SEDOL 4380429 | 0.00% |
| REPUBLIC OF VENEZUELA REGS 08.2500 10/13/2024 | 0.00% |
| REVLON CONS TLB L+350 05.4086 09/07/2023 | 0.00% |
| ROBERTSHAW TL 2L L+800 09.8125 02/28/2026 | 0.00% |
| ROBERTSHAW US HOLDING L+325 05.0625 02/28/2025 | 0.00% |
| SECOM CO LTD SEDOL 6791591 | 0.00% |
| SES SEDOL B00ZQQ2 | 0.00% |
| SESI LLC 07.1250 12/15/2021 | 0.00% |
| SM ENERGY CO 05.0000 01/15/2024 | 0.00% |
| SOLENIS 1STL L+400 05.9086 06/26/2025 | 0.00% |
| SOLERA LLC / SOLERA P/P 144A 10.5000 03/01/2024 | 0.00% |
| SPRINGLEAF FINANCE CORP 06.6250 01/15/2028 | 0.00% |
| SWEDISH MATCH AB SEDOL 5048566 | 0.00% |
| TENET HEALTHCARE 04.6250 07/15/2024 | 0.00% |
| TRANSDIGM INC. 06.5000 07/15/2024 | 0.00% |
| TRANSOCEAN INC 07.5000 04/15/2031 | 0.00% |
| TRANSOCEAN POSEIDON P/P 144A 06.8750 02/01/2027 | 0.00% |
| TRAVELPORT TLB L+500 07.5413 05/30/2026 | 0.00% |
| VERTIV GROUP CORP P/P 144A 09.2500 10/15/2024 | 0.00% |
| VISTRA ENERGY CORP P/P 144A 08.1250 01/30/2026 | 0.00% |
| VISTRA OPERATIONS CO P/P 144A 05.6250 02/15/2027 | 0.00% |
| WELLCARE HEALTH PLANS 05.2500 04/01/2025 | 0.00% |
| WFRBS 2011-C4 E P/P 144A 05.2299 06/15/2044 | 0.00% |
| 1.625 R ISWP FWD US0003M P 03/18/2025 | 0.00% |
| ABC SUPPLY CO INC P/P 144A 04.0000 01/15/2028 | 0.00% |
| AES CORP/THE 04.5000 03/15/2023 | 0.00% |
| AES CORP/THE 05.1250 09/01/2027 | 0.00% |
| ALTRIA GROUP INC | 0.00% |
| AMC ENTERTAINMENT HLDGS 06.1250 05/15/2027 | 0.00% |
| APACHE CORPORATION 03.2500 04/15/2022 | 0.00% |
| AUD/USD 01/15/2020 JPMCB | 0.00% |
| AUD/USD 01/15/2020 UBS | 0.00% |
| BANK OF AMERICA CORP 02.6536 09/15/2026 | 0.00% |
| BAUSCH HLTH COS INC P/P 144A 05.2500 01/30/2030 | 0.00% |
| BAUSCH HLTH COS INC P/P 144A 07.0000 01/15/2028 | 0.00% |
| BAYTEX ENERGY CORP P/P 144A 05.6250 06/01/2024 | 0.00% |
| BERRY GLOBAL INC P/P 144A 05.6250 07/15/2027 | 0.00% |
| BOMBARDIER INC P/P 144A 08.7500 12/01/2021 | 0.00% |
| BOYD GAMING CORP P/P 144A 04.7500 12/01/2027 | 0.00% |
| BOYD GAMING CORPORATION 06.0000 08/15/2026 | 0.00% |
| BROOKFIELD RESID P/P 144A 06.2500 09/15/2027 | 0.00% |
| BSCMS 2006-PW11 B P/P 144A 05.7745 03/11/2039 | 0.00% |
| CAS 2015-C02 1M2 05.7920 05/25/2025 | 0.00% |
| CENTENE ESCROW I CO P/P 144A 05.3750 06/01/2026 | 0.00% |
| CHS/COMMUNITY HEALTH P/P 144A 08.0000 03/15/2026 | 0.00% |
| CINEMARK USA INC 05.1250 12/15/2022 | 0.00% |
| COMMSCOPE INC P/P 144A 06.0000 03/01/2026 | 0.00% |
| CPG INTL TL L+375 05.9333 05/05/2024 | 0.00% |
| CREDIT ACCEPTANC P/P 144A 05.1250 12/31/2024 | 0.00% |
| CREDIT ACCEPTANC P/P 144A 06.6250 03/15/2026 | 0.00% |
| DISH NETWORK CV 03.3750 08/15/2026 | 0.00% |
| DUN & BRADSTREET COR P/P 144A 06.8750 08/15/2026 | 0.00% |
| ENTERPRISE MERG P/P 144A 08.7500 10/15/2026 | 0.00% |
| EOG RESOURCES INC 04.1500 01/15/2026 | 0.00% |
| FHR 3408 EK 18.7925 04/15/2037 | 0.00% |
| FORD MOTOR CO SEDOL 2615468 | 0.00% |
| FREEPORT-MCMORAN INC 05.4500 03/15/2043 | 0.00% |
| GATES GLOBAL TLB L+275 04.5494 03/31/2024 | 0.00% |
| GNMA GII30 AY2298 04.7000 05/20/2067 | 0.00% |
| GNMA GII30 AY4779 04.5090 03/20/2067 | 0.00% |
| GNMA GII30 BA7681 04.6250 06/20/2067 | 0.00% |
| GNMA GII30 BB0107 04.7000 08/20/2067 | 0.00% |
| GNR 2012-141 WI IO 03.5000 11/20/2041 | 0.00% |
| GNR 2013-14 IO IO 03.5000 12/20/2042 | 0.00% |
| GO DADDY OPCO/FINCO P/P 144A 05.2500 12/01/2027 | 0.00% |
| HESS MIDSTREAM P P/P 144A 05.1250 06/15/2028 | 0.00% |
| HOLOGIC INC P/P 144A 04.3750 10/15/2025 | 0.00% |
| INTERNATIONAL LEASE FIN CORP 05.8750 08/15/2022 | 0.00% |
| IRON MOUNTAIN INC P/P 144A 05.2500 03/15/2028 | 0.00% |
| ISTAR INC. 05.2500 09/15/2022 | 0.00% |
| JOSEPH T RYERSON & S P/P 144A 11.0000 05/15/2022 | 0.00% |
| LEVEL 3 FIN INC P/P 144A 04.6250 09/15/2027 | 0.00% |
| MAUSER PACKAGING SOL P/P 144A 05.5000 04/15/2024 | 0.00% |
| MBX.FN30.450.09 R USL1M P 01/12/40 BC | 0.00% |
| MERCER INTL INC USD 05.5000 01/15/2026 | 0.00% |
| MICROSOFT CORP 05.3000 02/08/2041 | 0.00% |
| NATIONAL GRID PLC SEDOL BDR05C0 | 0.00% |
| NEIMAN MARCUS TL L+600 07.7131 10/25/2023 | 0.00% |
| NEWS CORP - CLASS A SEDOL BBGVT40 | 0.00% |
| NOBLE HLDG INTL LTD P/P 144A 07.8750 02/01/2026 | 0.00% |
| NOK/USD 03/18/2020 RBSF | 0.00% |
| NRG ENERGY INC 05.7500 01/15/2028 | 0.00% |
| OASIS PETROLEUM INC 06.8750 03/15/2022 | 0.00% |
| OMIR 2018-1A M1 03.3420 07/25/2028 | 0.00% |
| PANTHER BF AGGREGA P/P 144A 06.2500 05/15/2026 | 0.00% |
| PARTY CITY HLDG INC P/P 144A 06.1250 08/15/2023 | 0.00% |
| PENSKE AUTOMOTIVE GROUP 05.3750 12/01/2024 | 0.00% |
| PRUDENTIAL FINANCIAL INC 05.6250 06/15/2043 | 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% |
| SPRINGLEAF FINANCE CORP 07.1250 03/15/2026 | 0.00% |
| STACR 2018-HQA2 M2 04.0920 10/25/2048 | 0.00% |
| TARGA RESOURCES PART P/P 144A 06.5000 07/15/2027 | 0.00% |
| TAYLOR MORRISON COMM P/P 144A 05.7500 01/15/2028 | 0.00% |
| TD AMERITRADE HOLDING CORP SEDOL 2983154 | 0.00% |
| TENET HEALTHCARE P/P 144A 06.2500 02/01/2027 | 0.00% |
| THE SHERWIN-WILLIAMS COMPANY 02.7500 06/01/2022 | 0.00% |
| YUM! BRANDS INC P/P 144A 04.7500 01/15/2030 | 0.00% |
| AIR MEDICAL MERGER S P/P 144A 06.3750 05/15/2023 | 0.00% |
| ALLY FINANCIAL INC 08.0000 03/15/2020 | 0.00% |
| AMC ENTERTAINMENT HLDGS 05.7500 06/15/2025 | 0.00% |
| ATHENE HOLDING LTD-CLASS A SEDOL BZ13MZ1 | 0.00% |
| AUTOMATION TOOLING S P/P 144A 06.5000 06/15/2023 | 0.00% |
| AZRIELI GROUP LTD SEDOL B5MN1W0 | 0.00% |
| BAUSCH HLTH COS INC P/P 144A 05.0000 01/30/2028 | 0.00% |
| BAUSCH HLTH COS INC P/P 144A 06.5000 03/15/2022 | 0.00% |
| BEACON ROOFING SUPPL P/P 144A 04.5000 11/15/2026 | 0.00% |
| BOYD GAMING CORP 06.3750 04/01/2026 | 0.00% |
| BP CAP MARKETS AMERICA 03.9370 09/21/2028 | 0.00% |
| CALIFORNIA RESOURC TL L+475 06.5548 12/31/2022 | 0.00% |
| CBS OUT AMER CAP LLC 05.6250 02/15/2024 | 0.00% |
| CHEMOURS CO 05.3750 05/15/2027 | 0.00% |
| CIGNA CORP SEDOL BHJ0775 | 0.00% |
| CIT GROUP INC. 05.0000 08/15/2022 | 0.00% |
| CLEAN HARBORS INC P/P 144A 05.1250 07/15/2029 | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 JP | 0.00% |
| COMM 2014-CR18 XA IO 00.9984 07/15/2047 | 0.00% |
| COMPASS MINERALS INT P/P 144A 04.8750 07/15/2024 | 0.00% |
| COMSTOCK RESOURCES 09.7500 08/15/2026 | 0.00% |
| CREDIT ACCEPTANC 07.3750 03/15/2023 | 0.00% |
| EL PASO NATURAL GAS 08.3750 06/15/2032 | 0.00% |
| ELDORADO RESORTS INC 07.0000 08/01/2023 | 0.00% |
| ENERGIZER HLDG INC P/P 144A 06.3750 07/15/2026 | 0.00% |
| EQUINIX INC 05.8750 01/15/2026 | 0.00% |
| EUR/NOK PUT 9.85 20200121 GSFX | 0.00% |
| FEDEX CORP 02.6250 08/01/2022 | 0.00% |
| FHR 2990 LB 12.4990 06/15/2034 | 0.00% |
| FNR 2007-53 SP 17.6293 06/25/2037 | 0.00% |
| FOX CORP - CLASS B SEDOL BJJMGY5 | 0.00% |
| GETLINK SE SEDOL B292JQ9 | 0.00% |
| GNMA GII30 BM4196 06.0000 04/20/2049 | 0.00% |
| GNR 2010-9 UI IO 05.0000 01/20/2040 | 0.00% |
| GNR 2015-124 NI IO 03.5000 06/20/2039 | 0.00% |
| GSMS 2013-GC12 XA IO 01.4194 06/10/2046 | 0.00% |
| INCEPTION MRGR/RACK P/P 144A 08.6250 11/15/2024 | 0.00% |
| JO-ANN STORES 2NDL L+925 11.0420 05/21/2024 | 0.00% |
| JO-ANN STORES TL L+500 06.9340 10/16/2023 | 0.00% |
| JPMBB 2014-C19 XA IO 00.7523 04/15/2047 | 0.00% |
| LABORATORY CRP OF AMER HLDGS SEDOL 2586122 | 0.00% |
| LBUBS 2008-C1 AM 06.2773 04/15/2041 | 0.00% |
| LIVE NATION ENT P/P 144A 04.7500 10/15/2027 | 0.00% |
| MASONITE INTL C P/P 144A 05.3750 02/01/2028 | 0.00% |
| MATTAMY GROUP CORP P/P 144A 06.5000 10/01/2025 | 0.00% |
| MBX.FN30.500.10 R USL1M P 01/12/41 CI | 0.00% |
| MEG ENERGY CORP P/P 144A 06.3750 01/30/2023 | 0.00% |
| MERCK & CO INC 01.8500 02/10/2020 | 0.00% |
| MGM GROWTH/MGM FINANCE 04.5000 01/15/2028 | 0.00% |
| MOOG INC P/P 144A 04.2500 12/15/2027 | 0.00% |
| NATIONSTAR MTG P/P 144A 09.1250 07/15/2026 | 0.00% |
| NETFLIX INC. P/P 144A 04.8750 06/15/2030 | 0.00% |
| NEW GOLD INC P/P 144A 06.2500 11/15/2022 | 0.00% |
| NINE ENERGY SERVICE P/P 144A 08.7500 11/01/2023 | 0.00% |
| NN GROUP NV SEDOL BNG8PQ9 | 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% |
| POMEGRANATE MERGER S P/P 144A 09.7500 05/01/2023 | 0.00% |
| REPUBLIC OF VENEZUELA REGS 09.0000 05/07/2023 | 0.00% |
| SPECTRUM BRANDS INC 06.1250 12/15/2024 | 0.00% |
| STACR 2019-HQA1 M2 04.1420 02/25/2049 | 0.00% |
| STEEL DYNAMICS INC 05.0000 12/15/2026 | 0.00% |
| T-MOBILE USA INC 04.5000 02/01/2026 | 0.00% |
| T-MOBILE USA INC. 04.0000 04/15/2022 | 0.00% |
| TARGA RES PRTNRS P/P 144A 05.5000 03/01/2030 | 0.00% |
| TARGA RESOURCES PART P/P 144A 06.8750 01/15/2029 | 0.00% |
| TECK RESOURCES LIMITED USD 03.7500 02/01/2023 | 0.00% |
| VIPER ENERGY P/P 144A 05.3750 11/01/2027 | 0.00% |
| WELLCARE HLTH PLANS P/P 144A 05.3750 08/15/2026 | 0.00% |
| WMG ACQUISITION CORP P/P 144A 05.5000 04/15/2026 | 0.00% |
| ZEKELMAN IND INC P/P 144A 09.8750 06/15/2023 | 0.00% |
| 1.60 R ISWP FWD US0003M P 03/18/2022 | 0.00% |
| ABC SUPPLY CO INC P/P 144A 05.8750 05/15/2026 | 0.00% |
| AKER BP ASA P/P 144A 05.8750 03/31/2025 | 0.00% |
| AKZO NOBEL N.V. SEDOL BJ2KSG2 | 0.00% |
| ANTERO MIDSTREAM P/P 144A 05.7500 01/15/2028 | 0.00% |
| ASCENT RESOURCES/AR P/P 144A 07.0000 11/01/2026 | 0.00% |
| BANK OF AMERICA CORP 06.5000 10/29/2049 | 0.00% |
| BERRY GLOBAL INC 05.5000 05/15/2022 | 0.00% |
| BERRY GLOBAL INC P/P 144A 04.5000 02/15/2026 | 0.00% |
| CANADIAN UTILITIES LTD-A SEDOL 2172639 | 0.00% |
| CHF/USD 03/18/2020 JPMCB | 0.00% |
| CINEMARK USA INC 04.8750 06/01/2023 | 0.00% |
| CIT GROUP INC 05.0000 08/01/2023 | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CS | 0.00% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 CS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | 0.00% |
| COLORADO INTERSTATE GAS CO 06.8500 06/15/2037 | 0.00% |
| COMMSCOPE INC P/P 144A 05.5000 03/01/2024 | 0.00% |
| CPG MERGER SUB LLC P/P 144A 08.0000 10/01/2021 | 0.00% |
| EAGLE HLDG CO II LLC P/P 144A 07.7500 05/15/2022 | 0.00% |
| ELDORADO RESORTS INC 06.0000 09/15/2026 | 0.00% |
| EQUINIX INC 03.2000 11/18/2029 | 0.00% |
| EUR/USD 03/18/2020 BCAP-FX | 0.00% |
| EUR/USD 03/18/2020 SSBT | 0.00% |
| FHR 3072 SM 04.2533 11/15/2035 | 0.00% |
| FHR 3249 PS 16.5338 12/15/2036 | 0.00% |
| FRAC TECH INTL TLB L+475 06.5494 04/16/2021 | 0.00% |
| GLENCORE PLC SEDOL B4T3BW6 | 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% |
| H LUNDBECK A/S SEDOL 7085259 | 0.00% |
| IHS MARKIT LTD P/P 144A 04.0000 03/01/2026 | 0.00% |
| INSTALLED BUILDI P/P 144A 05.7500 02/01/2028 | 0.00% |
| INTERCONTINENTAL EXCHANGE IN SEDOL BFSSDS9 | 0.00% |
| IOS.FN30.400.09 R USL1M P 01/12/40 GS | 0.00% |
| KYUSHU RAILWAY COMPANY SEDOL BD2BST6 | 0.00% |
| LAMB WESTON HOLDINGS P/P 144A 04.6250 11/01/2024 | 0.00% |
| LENNAR CORP 05.8750 11/15/2024 | 0.00% |
| MERCER INTL INC USD 07.3750 01/15/2025 | 0.00% |
| MOLINA HEALTHCARE IN P/P 144A 04.8750 06/15/2025 | 0.00% |
| NOBLE HOLDING INTL LTD USD 07.7500 01/15/2024 | 0.00% |
| NRG ENERGY INC 06.6250 01/15/2027 | 0.00% |
| OASIS PETROLEUM INC P/P 144A 06.2500 05/01/2026 | 0.00% |
| ONO PHARMACEUTICAL CO LTD SEDOL 6660107 | 0.00% |
| PETROLEOS DE VEN P/P 144A 06.0000 11/15/2026 | 0.00% |
| PRESTIGE BRANDS INC P/P 144A 05.1250 01/15/2028 | 0.00% |
| QUEBECOR MEDIA INC USD 05.7500 01/15/2023 | 0.00% |
| RACKSPACE HOSTING INC L+300 04.9023 11/03/2023 | 0.00% |
| REALOGY GRP / CO P/P 144A 09.3750 04/01/2027 | 0.00% |
| REGENCY ENERGY P 04.5000 11/01/2023 | 0.00% |
| REPSOL SA SEDOL 5669354 | 0.00% |
| SM ENERGY CO 06.6250 01/15/2027 | 0.00% |
| SPRINT COMMUNICATIONS INC. 07.0000 08/15/2020 | 0.00% |
| SUBARU CORP SEDOL 6356406 | 0.00% |
| T-MOBILE USA INC 06.0000 03/01/2023 | 0.00% |
| VALARIS PLC USD 07.7500 02/01/2026 | 0.00% |
| 1.75 R ISWP FWD US0003M P 03/18/2030 | 0.00% |
| ALLEGHENY TECHNOLOGIES 05.8750 12/01/2027 | 0.00% |
| BRL/USD 02/04/2020 GSFX | 0.00% |
| CALIFORNIA RESOURCES P/P 144A 08.0000 12/15/2022 | 0.00% |
| CALPINE CORP P/P 144A 05.8750 01/15/2024 | 0.00% |
| CMB CMBX.NA.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 GS | 0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 JP | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 ML | 0.00% |
| CONTINENTAL RESOURCES 05.0000 09/15/2022 | 0.00% |
| CVS PASS-THROUGH TRUST 06.0360 12/10/2028 | 0.00% |
| ENERGIZER HLDG INC P/P 144A 07.7500 01/15/2027 | 0.00% |
| EUR/USD 03/18/2020 RBSF | 0.00% |
| FNMA FN30 BO0212 UMBS 04.5000 05/01/2049 | 0.00% |
| FNR 2005-106 JC 14.5674 12/25/2035 | 0.00% |
| FNR 2005-75 GS 14.8740 08/25/2035 | 0.00% |
| FNR 2005-83 QP 12.7348 11/25/2034 | 0.00% |
| FNR 2006-62 PS 29.1480 07/25/2036 | 0.00% |
| FNR 2007-14 KO PO 00.0000 03/25/2037 | 0.00% |
| GBP/USD 03/18/2020 BANKAM | 0.00% |
| GBP/USD 03/18/2020 RBSF | 0.00% |
| GNMA GII30 BN7073 04.5000 05/20/2049 | 0.00% |
| GNR 2010-9 QI IO 04.5000 01/20/2040 | 0.00% |
| GNR 2019-78 SJ IO 04.2854 06/20/2049 | 0.00% |
| HCA INC. 07.5000 02/15/2022 | 0.00% |
| IHEARTMEDIA INC - CLASS A SEDOL BJVR9Y9 | 0.00% |
| IHEARTMEDIA TL L+400 05.7809 05/01/2026 | 0.00% |
| IOS.FN30.350.14 R USL1M P 01/12/45 CS | 0.00% |
| IOS.FN30.400.10 R USL1M P 01/12/41 BC | 0.00% |
| IOS.FN30.400.11 R USL1M P 01/12/42 GS | 0.00% |
| IOS.FN30.400.11 R USL1M P 01/12/42 GS | 0.00% |
| JACK OHIO FIN LLC/FI P/P 144A 06.7500 11/15/2021 | 0.00% |
| MALLINCKRODT FIN/SB P/P 144A 10.0000 04/15/2025 | 0.00% |
| MEG ENERGY CORP P/P 144A 07.0000 03/31/2024 | 0.00% |
| MSC 2007-HQ11 C 05.5580 02/12/2044 | 0.00% |
| NABORS INDUSTRIES INC. 05.5000 01/15/2023 | 0.00% |
| PPL CAPITAL FUNDING INC 03.4000 06/01/2023 | 0.00% |
| ROYAL BANK OF CANADA USD 02.8000 04/29/2022 | 0.00% |
| SGD/USD 02/19/2020 JPMCB | 0.00% |
| STACR 2019-DNA2 M2 04.2420 03/25/2049 | 0.00% |
| STANDARD IND INC P/P 144A 04.7500 01/15/2028 | 0.00% |
| STEEL DYNAMICS INC 04.1250 09/15/2025 | 0.00% |
| T-MOBILE USA INC 05.3750 04/15/2027 | 0.00% |
| THE AES CORPORATION 04.8750 05/15/2023 | 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% |
| TOWNSQUARE MEDIA INC P/P 144A 06.5000 04/01/2023 | 0.00% |
| TRANSDIGM INC 06.5000 05/15/2025 | 0.00% |
| ADVANZ PHARMA CORP SEDOL BH4P601 | 0.00% |
| AUD/JPY PUT 70.00 20200214 CITI | 0.00% |
| AUD/JPY PUT 70.00 20200214 GSFX | 0.00% |
| BACM 2007-1 XW IO 00.2916 01/15/2049 | 0.00% |
| BACM 2007-5 XW IO P/P 144A 00.0000 02/10/2051 | 0.00% |
| BRL/USD 02/04/2020 CITI | 0.00% |
| BSCMS 04-PR3I X1 IO 00.0000 02/11/2041 | 0.00% |
| BSCMS 06-PW14 X1 IO P/P 144A 00.3082 12/11/2038 | 0.00% |
| CAD/USD 01/15/2020 BANKAM | 0.00% |
| CD 2007-CD4 XW IO P/P 144A 01.3015 12/11/2049 | 0.00% |
| CD 2007-CD5 XS IO 144A 00.0000 11/15/2044 | 0.00% |
| CGCMT 2006-C5 XC IO P/P 144A 00.5198 10/15/2049 | 0.00% |
| CLEAR CHANNEL OUTDOOR HOLDIN SEDOL BJHVCH9 | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 JP | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 JP | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 JP | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 JP | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 ML | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 ML | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 MS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 MS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 MS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 MS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 MS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 MS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 MS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 MS | 0.00% |
| CMB CMBX.NA.A.7 2047-01-17 200.0 01/17/2047 CG | 0.00% |
| CMB CMBX.NA.A.7 2047-01-17 200.0 01/17/2047 JP | 0.00% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CG | 0.00% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CG | 0.00% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CS | 0.00% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CS | 0.00% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CS | 0.00% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 JP | 0.00% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 ML | 0.00% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 ML | 0.00% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 MS | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 JP | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 JP | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 JP | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 JP | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 JP | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 MS | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 MS | 0.00% |
| CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 JP | 0.00% |
| CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 MS | 0.00% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 CG | 0.00% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 JP | 0.00% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 JP | 0.00% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 JP | 0.00% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 MS | 0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CG | 0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CG | 0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CG | 0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CS | 0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CS | 0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS | 0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS | 0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 MS | 0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 MS | 0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 MS | 0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 MS | 0.00% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 CG | 0.00% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 CS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 JP | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 JP | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 JP | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 JP | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 JP | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 ML | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 BA | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 BA | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 BA | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 BC | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | 0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 CS | 0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 GS | 0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 JP | 0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 JP | 0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 ML | 0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 MS | 0.00% |
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| NORTHROP GRUMMAN CORP SEDOL 2648806 | 0.49% |
| BOOKING HOLDINGS INC SEDOL BDRXDB4 | 0.48% |
| QUALCOMM INC SEDOL 2714923 | 0.48% |
| CONOCOPHILLIPS | 0.46% |
| WALMART INC SEDOL 2936921 | 0.46% |
| FNMA FN30 TBA UMBS 06.0000 12/01/2049 | 0.43% |
| MONDELEZ INTERNATIONAL INC-A SEDOL B8CKK03 | 0.42% |
| MANHATTAN ASSET FUNDING CO LL 56274MZC9 DCP 12/12/2019 | 0.41% |
| UNION PACIFIC CORP SEDOL 2914734 | 0.40% |
| DELTA AIR LINES INC SEDOL B1W9D46 | 0.40% |
| ABBOTT LABORATORIES SEDOL 2002305 | 0.40% |
| LAM RESEARCH CORP SEDOL 2502247 | 0.39% |
| METLIFE INC SEDOL 2573209 | 0.39% |
| MORGAN STANLEY | 0.38% |
| S&P GLOBAL INC SEDOL BYV2325 | 0.38% |
| PHILLIPS 66 SEDOL B78C4Y8 | 0.36% |
| MANHATTAN ASSET FUNDING CO LL 56274LBA1 DCP 02/10/2020 | 0.36% |
| EXELON CORP SEDOL 2670519 | 0.35% |
| FNMA FN30 MA2737 UMBS 03.0000 09/01/2046 | 0.34% |
| INTL BUSINESS MACHINES CORP SEDOL 2005973 | 0.34% |
| LOWES COMPANIES INC | 0.34% |
| BIOGEN INC SEDOL 2455965 | 0.33% |
| EBAY INC SEDOL 2293819 | 0.31% |
| CUMMINS INC SEDOL 2240202 | 0.31% |
| FNMA FN30 BM5024 UMBS 03.0000 11/01/2048 | 0.30% |
| WASTE MANAGEMENT INC SEDOL 2937667 | 0.30% |
| DANAHER CORP SEDOL 2250870 | 0.30% |
| INGERSOLL-RAND PLC SEDOL B633030 | 0.30% |
| KINDER MORGAN INC SEDOL B3NQ4P8 | 0.29% |
| FNMA FN30 AL9859 UMBS 03.0000 03/01/2047 | 0.28% |
| BROADCOM INC SEDOL BDZ78H9 | 0.28% |
| CAPITAL ONE FINANCIAL CORP SEDOL 2654461 | 0.28% |
| EDWARDS LIFESCIENCES CORP SEDOL 2567116 | 0.28% |
| MCKESSON CORP SEDOL 2378534 | 0.27% |
| VEEVA SYSTEMS INC-CLASS A SEDOL BFH3N85 | 0.26% |
| UNITED AIRLINES HOLDINGS INC SEDOL B4QG225 | 0.26% |
| CROWN CASTLE INTL CORP SEDOL BTGQCX1 | 0.25% |
| PFIZER INC SEDOL 2684703 | 0.25% |
| TARGET CORP SEDOL 2259101 | 0.25% |
| HILTON WORLDWIDE HOLDINGS IN SEDOL BYVMW06 | 0.25% |
| KLA CORP SEDOL 2480138 | 0.25% |
| SYNCHRONY FINANCIAL SEDOL BP96PS6 | 0.25% |
| PRUDENTIAL FINANCIAL INC SEDOL 2819118 | 0.25% |
| ROCHE HOLDING AG-GENUSSCHEIN SEDOL 7110388 | 0.24% |
| AMERIPRISE FINANCIAL INC SEDOL B0J7D57 | 0.24% |
| BRISTOL-MYERS SQUIBB CO SEDOL 2126335 | 0.24% |
| ABBVIE INC SEDOL B92SR70 | 0.23% |
| HERSHEY CO/THE SEDOL 2422806 | 0.23% |
| OMNICOM GROUP SEDOL 2279303 | 0.22% |
| AGILENT TECHNOLOGIES INC SEDOL 2520153 | 0.22% |
| NATIONAL BANK OF CANADA 63307LAA9 DCP 01/10/2020 | 0.22% |
| DISCOVER FINANCIAL SERVICES SEDOL B1YLC43 | 0.22% |
| AFLAC INC SEDOL 2026361 | 0.22% |
| TREASURY BILL 00.0000 05/21/2020 | 0.22% |
| HP INC SEDOL BYX4D52 | 0.21% |
| ALLSTATE CORP SEDOL 2019952 | 0.21% |
| NOVARTIS AG-REG SEDOL 7103065 | 0.21% |
| ZIMMER BIOMET HOLDINGS INC SEDOL 2783815 | 0.20% |
| EXPEDIA GROUP INC SEDOL B748CK2 | 0.20% |
| FORTINET INC SEDOL B5B2106 | 0.20% |
| GILEAD SCIENCES INC SEDOL 2369174 | 0.20% |
| GOLDMAN SACHS GROUP INC SEDOL 2407966 | 0.20% |
| ALLERGAN PLC SEDOL BY9D546 | 0.19% |
| SKANDINAVISKA ENSKILDA USD 02.3000 03/11/2020 | 0.19% |
| TAKE-TWO INTERACTIVE SOFTWRE SEDOL 2122117 | 0.19% |
| CADENCE DESIGN SYS INC SEDOL 2302232 | 0.18% |
| HARTFORD FINANCIAL SVCS GRP SEDOL 2476193 | 0.18% |
| REGENCY MARKETS NO. 1 LLC 7588R1ZG3 DCP 12/16/2019 | 0.18% |
| AT&T INC SEDOL 2831811 | 0.17% |
| E*TRADE FINANCIAL CORPORATION | 0.17% |
| LEIDOS HOLDINGS INC SEDOL BDV82B8 | 0.17% |
| PULTEGROUP INC SEDOL 2708841 | 0.17% |
| SYNOPSYS INC SEDOL 2867719 | 0.17% |
| VERIZON COMM 04.3290 09/21/2028 | 0.17% |
| MGM RESORTS INTERNATIONAL SEDOL 2547419 | 0.16% |
| VISTRA ENERGY CORP SEDOL BZ8VJQ8 | 0.16% |
| KEYSIGHT TECHNOLOGIES IN SEDOL BQZJ0Q9 | 0.16% |
| CF INDUSTRIES HOLDINGS INC SEDOL B0G4K50 | 0.15% |
| F5 NETWORKS INC SEDOL 2427599 | 0.15% |
| FNMA FN30 BJ9256 UMBS 04.0000 06/01/2048 | 0.15% |
| ALLIANZ SE-REG SEDOL 5231485 | 0.15% |
| NOVO NORDISK A/S-B SEDOL BHC8X90 | 0.15% |
| ENTERGY CORP SEDOL 2317087 | 0.15% |
| AMETEK INC SEDOL 2089212 | 0.14% |
| SIEMENS FINANCIERING P/P 144A 02.2000 03/16/2020 | 0.14% |
| AES CORP SEDOL 2002479 | 0.14% |
| UNILEVER NV SEDOL B1527V7 | 0.14% |
| SONY CORP SEDOL 6821506 | 0.14% |
| ABBVIE INC P/P 144A 03.2000 11/21/2029 | 0.14% |
| NRG ENERGY INC SEDOL 2212922 | 0.14% |
| ROYAL DUTCH SHELL PLC-B SHS SEDOL B03MM40 | 0.14% |
| ALLY FINANCIAL INC SEDOL B72XK05 | 0.13% |
| RIO TINTO PLC SEDOL 0718875 | 0.13% |
| CENTERPOINT ENERGY INC SEDOL 2440637 | 0.13% |
| SERVICENOW INC SEDOL B80NXX8 | 0.13% |
| AVALONBAY COMMUNITIES INC SEDOL 2131179 | 0.13% |
| JP MORGAN CHASE BANK NA 03.0860 04/26/2021 | 0.13% |
| LINCOLN NATIONAL CORP SEDOL 2516378 | 0.13% |
| BNP PARIBAS SEDOL 7309681 | 0.12% |
| ENEL SPA SEDOL 7144569 | 0.12% |
| KDDI CORP SEDOL 6248990 | 0.12% |
| UNILEVER PLC SEDOL B10RZP7 | 0.12% |
| JPMORGAN CHASE & CO 03.9640 11/15/2048 | 0.12% |
| CITIGROUP INC 03.6680 07/24/2028 | 0.12% |
| NORWEGIAN CRUISE LINE HOLDIN SEDOL B9CGTC3 | 0.12% |
| SUMITOMO MITSUI FINANCIAL GR SEDOL 6563024 | 0.12% |
| ALTICE USA INC- A SEDOL BDRY7P9 | 0.12% |
| NESTLE SA-REG SEDOL 7123870 | 0.12% |
| STACR 2016-DNA2 M3 06.3580 10/25/2028 | 0.12% |
| ASTELLAS PHARMA INC SEDOL 6985383 | 0.12% |
| AGNC INVESTMENT CORP SEDOL BYYHJL8 | 0.12% |
| MORGAN STANLEY 03.6250 01/20/2027 | 0.12% |
| JPMORGAN CHASE & CO 03.6250 12/01/2027 | 0.12% |
| KONINKLIJKE PHILIPS NV SEDOL 5986622 | 0.12% |
| VEREIT INC SEDOL BYVVTJ1 | 0.12% |
| DOVER CORP SEDOL 2278407 | 0.11% |
| HOYA CORP SEDOL 6441506 | 0.11% |
| KERING SEDOL 5505072 | 0.11% |
| THERMO FISHER SCIENTIFIC INC SEDOL 2886907 | 0.11% |
| CBRE GROUP INC - A SEDOL B6WVMH3 | 0.11% |
| HOLOGIC INC SEDOL 2433530 | 0.11% |
| EXXON MOBIL CORPORATION 02.2220 03/01/2021 | 0.11% |
| HITACHI LTD SEDOL 6429104 | 0.11% |
| INVITATION HOMES INC SEDOL BD81GW9 | 0.11% |
| XEROX HOLDINGS CORP SEDOL BJJD5G3 | 0.11% |
| EVERGY INC SEDOL BFMXGR0 | 0.11% |
| WESTPAC BANKING CORP USD 02.1500 03/06/2020 | 0.11% |
| CRH PLC SEDOL 4182249 | 0.11% |
| WOOLWORTHS GROUP LTD SEDOL 6981239 | 0.11% |
| ZOETIS INC SEDOL B95WG16 | 0.11% |
| DEUTSCHE POST AG-REG SEDOL 4617859 | 0.11% |
| PINNACLE WEST CAPITAL SEDOL 2048804 | 0.11% |
| LEGAL & GENERAL GROUP PLC SEDOL 0560399 | 0.11% |
| PEUGEOT SA SEDOL 7103526 | 0.11% |
| AMERISOURCEBERGEN CORP | 0.11% |
| ITOCHU CORP SEDOL 6467803 | 0.11% |
| SANDVIK AB SEDOL B1VQ252 | 0.11% |
| BANCO BILBAO VIZCAYA ARGENTA SEDOL 5501906 | 0.10% |
| GOLDMAN SACHS GROUP INC 03.8500 01/26/2027 | 0.10% |
| NINTENDO CO LTD SEDOL 6639550 | 0.10% |
| COMPASS GROUP PLC SEDOL BD6K457 | 0.10% |
| DEUTSCHE TELEKOM AG-REG SEDOL 5842359 | 0.10% |
| HD SUPPLY HOLDINGS INC SEDOL BBL5981 | 0.10% |
| REPUBLIC SERVICES INC SEDOL 2262530 | 0.10% |
| FNMA FN30 AS7003 UMBS 03.0000 04/01/2046 | 0.10% |
| VICI PROPERTIES INC SEDOL BYWH073 | 0.10% |
| BANK OF AMERICA CORP 03.2480 10/21/2027 | 0.10% |
| DUPONT DE NEMOURS INC SEDOL BK0VN47 | 0.10% |
| HERMES INTERNATIONAL SEDOL 5253973 | 0.10% |
| SHIONOGI & CO LTD SEDOL 6804682 | 0.10% |
| VERISK ANALYTICS INC SEDOL B4P9W92 | 0.10% |
| WOLTERS KLUWER SEDOL 5671519 | 0.10% |
| PARTNERS GROUP HOLDING AG SEDOL B119QG0 | 0.10% |
| UBS GROUP AG P/P 144A 03.4910 05/23/2023 | 0.10% |
| ASHTEAD GROUP PLC SEDOL 0053673 | 0.10% |
| AT&T INC 04.1000 02/15/2028 | 0.10% |
| HEICO CORP SEDOL 2419217 | 0.10% |
| AVIVA PLC SEDOL 0216238 | 0.10% |
| DISCOVERY INC - A SEDOL B3D7K31 | 0.10% |
| DBUBS 2011-LC3A D P/P 144A 05.5120 08/10/2044 | 0.10% |
| FNMA FN30 BC2733 UMBS 03.0000 05/01/2046 | 0.10% |
| INTERPUBLIC GROUP COS 04.6500 10/01/2028 | 0.10% |
| STEEL DYNAMICS INC SEDOL 2849472 | 0.10% |
| BOOZ ALLEN HAMILTON HOLDINGS SEDOL B5367T7 | 0.09% |
| DENTSPLY SIRONA INC SEDOL BYNPPC6 | 0.09% |
| EASTMAN CHEMICAL CO SEDOL 2298386 | 0.09% |
| ORIX CORP SEDOL 6661144 | 0.09% |
| CDX CDX.NA.IG.33 100.0 12/20/2024 | 0.09% |
| CK ASSET HOLDINGS LTD SEDOL BYZQ077 | 0.09% |
| FACEBOOK INC-CLASS A SEDOL B7TL820 | 0.09% |
| GARMIN LTD SEDOL B3Z5T14 | 0.09% |
| IHS MARKIT LTD P/P 144A 04.7500 02/15/2025 | 0.09% |
| VORNADO REALTY TRUST SEDOL 2933632 | 0.09% |
| CVS HEALTH CORP 04.7800 03/25/2038 | 0.09% |
| CARLSBERG AS-B SEDOL 4169219 | 0.09% |
| GOLDMAN SACHS GROUP INC 02.6000 12/27/2020 | 0.09% |
| ARISTOCRAT LEISURE LTD SEDOL 6253983 | 0.09% |
| BRIXMOR PROPERTY GROUP INC SEDOL BFTDJL8 | 0.09% |
| COVESTRO AG SEDOL BYTBWY9 | 0.09% |
| JUNIPER NETWORKS INC SEDOL 2431846 | 0.09% |
| SALESFORCE.COM INC 03.7000 04/11/2028 | 0.09% |
| WH GROUP LTD SEDOL BLLHKZ1 | 0.09% |
| DUKE REALTY CORP SEDOL 2284084 | 0.09% |
| REPUBLIC OF INDONESIA REGS 04.7500 01/08/2026 | 0.09% |
| ROPER TECHNOLOGIES INC SEDOL 2749602 | 0.09% |
| SHIN-ETSU CHEMICAL CO LTD SEDOL 6804585 | 0.09% |
| FNMA FN30 AS8056 UMBS 03.0000 10/01/2046 | 0.09% |
| MICHELIN (CGDE) SEDOL 4588364 | 0.09% |
| SPST 2018-8 A 02.4080 02/24/2020 | 0.09% |
| STORE CAPITAL CORP SEDOL BSKRKJ5 | 0.09% |
| TELSTRA CORP LTD SEDOL 6087289 | 0.09% |
| WALT DISNEY COMPANY 07.7500 12/01/2045 | 0.09% |
| PETROBRAS GLOBAL FINANCE USD 06.2500 03/17/2024 | 0.09% |
| BERRY GLOBAL GROUP INC SEDOL B8BR3H3 | 0.08% |
| UNITED TECHNOLOGIES CORP 01.9000 05/04/2020 | 0.08% |
| AT&T INC. 03.8000 02/15/2027 | 0.08% |
| DAIKIN INDUSTRIES LTD SEDOL 6250724 | 0.08% |
| ESSITY AKTIEBOLAG-B SEDOL BF1K7P7 | 0.08% |
| FIAT CHRYSLER AUTOMOBILES NV SEDOL BRJFWP3 | 0.08% |
| IDEX CORP SEDOL 2456612 | 0.08% |
| ANGLO AMER PLC SEDOL B1XZS82 | 0.08% |
| BF0101 03.5000 06/01/2056 | 0.08% |
| NEW RESIDENTIAL INVESTMENT SEDOL BRJ9GW0 | 0.08% |
| TELEDYNE TECHNOLOGIES INC SEDOL 2503477 | 0.08% |
| BANK OF AMERICA CORP 06.1100 01/29/2037 | 0.08% |
| FAIR ISAAC CORP SEDOL 2330299 | 0.08% |
| AENA SME SA SEDOL BVRZ8L1 | 0.08% |
| HOLLYFRONTIER CORP SEDOL B5VX1H6 | 0.08% |
| ALLISON TRANSMISSION HOLDING SEDOL B4PZ892 | 0.08% |
| CAS 2016-C02 1M2 07.7080 09/25/2028 | 0.08% |
| FAIRFAX FINL HLDGS USD 04.8500 04/17/2028 | 0.08% |
| INDUSTRIA DE DISENO TEXTIL SEDOL BP9DL90 | 0.08% |
| UNITED MEXICAN STATES USD 05.5500 01/21/2045 | 0.08% |
| MICROSOFT CORP 02.4000 08/08/2026 | 0.08% |
| VOLKSWAGEN AG PFD SEDOL 5497168 | 0.08% |
| UNUM GROUP SEDOL 2433842 | 0.08% |
| FEDERATIVE REP OF BRAZIL USD 04.6250 01/13/2028 | 0.08% |
| TORONTO-DOMINION BANK USD 01.9000 12/01/2022 | 0.08% |
| US FOODS HOLDING CORP SEDOL BYVFC94 | 0.08% |
| WELLS FARGO & COMPANY 02.6000 07/22/2020 | 0.08% |
| ALPHABET INC 03.6250 05/19/2021 | 0.08% |
| GNMA GN30 BA5049 04.5000 05/15/2047 | 0.08% |
| US BANK NA CINCINNATI 03.1500 04/26/2021 | 0.08% |
| 3I GROUP PLC SEDOL B1YW440 | 0.07% |
| CIT GROUP INC. 05.2500 03/07/2025 | 0.07% |
| MICROSOFT CORP 03.7000 08/08/2046 | 0.07% |
| TELEFONICA EMISIONES SAU USD 04.8950 03/06/2048 | 0.07% |
| CREDIT AGRICOLE SA SEDOL 7262610 | 0.07% |
| SPST 2019-3 A 02.4080 06/24/2020 | 0.07% |
| AVERY DENNISON CORP SEDOL 2066408 | 0.07% |
| GOLDMAN SACHS GROUP INC 04.2230 05/01/2029 | 0.07% |
| INTERPUBLIC GROUP OF COS INC SEDOL 2466321 | 0.07% |
| MICROSOFT CORP 01.5500 08/08/2021 | 0.07% |
| APPLE INC 04.2500 02/09/2047 | 0.07% |
| BANK LEUMI LE-ISRAEL SEDOL 6076425 | 0.07% |
| DIAMOND 1 FIN/DIAM P/P 144A 06.0200 06/15/2026 | 0.07% |
| S&P MID 400 EMINI DEC19 FAZ9 | 0.07% |
| SPST 2019-7 A 02.4080 09/24/2020 | 0.07% |
| ASPEN TECHNOLOGY INC SEDOL 2051868 | 0.07% |
| ASSOCIATED BRITISH FOODS PLC SEDOL 0673123 | 0.07% |
| MGIC INVESTMENT CORP SEDOL 2548616 | 0.07% |
| AXALTA COATING SYSTEMS LTD SEDOL BSFWCF5 | 0.07% |
| PPG INDUSTRIES INC SEDOL 2698470 | 0.07% |
| SANTOS LTD SEDOL 6776703 | 0.07% |
| SPST 2019-11 A 02.4580 10/24/2020 | 0.07% |
| SUN COMMUNITIES INC SEDOL 2860257 | 0.07% |
| WFRBS 2011-C2 D P/P 144A 05.8389 02/15/2044 | 0.07% |
| CAS 2016-C01 1M2 08.4580 08/25/2028 | 0.07% |
| ORACLE CORP 04.0000 11/15/2047 | 0.07% |
| AIR LEASE CORP 03.2500 10/01/2029 | 0.07% |
| CAMDEN PROPERTY TRUST SEDOL 2166320 | 0.07% |
| COCA-COLA HBC AG-DI SEDOL B9895B7 | 0.07% |
| FAURECIA SEDOL 4400446 | 0.07% |
| RELIANCE STEEL & ALUMINUM SEDOL 2729068 | 0.07% |
| CHEMED CORP SEDOL 2190084 | 0.06% |
| JONES LANG LASALLE INC SEDOL 2040640 | 0.06% |
| NIPPON TELEGRAPH & TELEPHONE SEDOL 6641373 | 0.06% |
| REINSURANCE GROUP OF AMERICA SEDOL 2731193 | 0.06% |
| SERVICEMASTER GLOBAL HOLDING SEDOL BNG8BF0 | 0.06% |
| SKANDINAVISKA ENSKILDA BAN-A SEDOL 4813345 | 0.06% |
| BRISTOL-MYERS P/P 144A 02.9000 07/26/2024 | 0.06% |
| HENDERSON LAND DEVELOPMENT SEDOL 6420538 | 0.06% |
| MITSUBISHI UFJ FIN GRP USD 03.5350 07/26/2021 | 0.06% |
| CHARTER COMM OPT LLC 06.4840 10/23/2045 | 0.06% |
| HILL-ROM HOLDINGS INC SEDOL 2425924 | 0.06% |
| UNITEDHEALTH GROUP INC 03.8500 06/15/2028 | 0.06% |
| ANZ NEW ZEALAND INT P/P 144A 02.8750 01/25/2022 | 0.06% |
| NIELSEN HOLDINGS PLC SEDOL BWFY550 | 0.06% |
| ABN AMRO BANK NV-CVA SEDOL BYQP136 | 0.06% |
| ACS ACTIVIDADES SEDOL B01FLQ6 | 0.06% |
| CAS 2015-C04 2M2 07.2580 04/25/2028 | 0.06% |
| ECOLAB INC 02.7000 11/01/2026 | 0.06% |
| FNMA FN30 AS7154 UMBS 03.0000 05/01/2046 | 0.06% |
| KAR AUCTION SERVICES INC SEDOL B4Y1MH7 | 0.06% |
| AURIZON HOLDINGS LTD SEDOL B87CVM3 | 0.06% |
| CATERPILLAR INC SEDOL 2180201 | 0.06% |
| COMMONWEALTH BK AUST P/P 144A 02.2000 11/09/2020 | 0.06% |
| NOVARTIS CAPITAL CORP 04.0000 11/20/2045 | 0.06% |
| UNITED MEXICAN STATES USD 04.1500 03/28/2027 | 0.06% |
| AMERICAN TOWER CORP 03.1250 01/15/2027 | 0.06% |
| APARTMENT INVT & MGMT CO -A SEDOL BJLNBG3 | 0.06% |
| HILTON WORLDWIDE FIN LLC 04.8750 04/01/2027 | 0.06% |
| LIBERTY PROPERTY TRUST SEDOL 2513681 | 0.06% |
| AMAZON.COM INC 03.1500 08/22/2027 | 0.06% |
| CELANESE CORP SEDOL B05MZT4 | 0.06% |
| DANSKE BANK A/S P/P 144A 02.7000 03/02/2022 | 0.06% |
| DNB BANK ASA P/P 144A 02.1500 12/02/2022 | 0.06% |
| ENERGY TRANSFER OPERA 05.8750 01/15/2024 | 0.06% |
| ENTERPRISE PRODUCTS OPER 04.2500 02/15/2048 | 0.06% |
| EQUINIX INC SEDOL BVLZX12 | 0.06% |
| GEBERIT AG-REG SEDOL B1WGG93 | 0.06% |
| GENPACT LTD SEDOL B23DBK6 | 0.06% |
| MWST 2019-1 A 02.5080 06/25/2052 | 0.06% |
| BALL CORP SEDOL 2073022 | 0.06% |
| CBS CORP 04.2000 06/01/2029 | 0.06% |
| FHLMC FR30 ZS4703 UMBS 03.0000 02/01/2047 | 0.06% |
| FNMA FN30 BM1172 UMBS 03.0000 03/01/2047 | 0.06% |
| FNMA FN40 BF0171 UMBS 04.0000 01/01/2057 | 0.06% |
| GENERAL MOTORS FINL CO 04.0000 10/06/2026 | 0.06% |
| CDW CORP/DE SEDOL BBM5MD6 | 0.06% |
| NATIONAL AUSTRALIA B P/P 144A 02.7921 12/09/2019 | 0.06% |
| ROYAL BANK OF CANADA USD 02.1250 03/02/2020 | 0.06% |
| SHELL INTERNATIONAL FIN USD 02.1250 05/11/2020 | 0.06% |
| BRITISH AMERICAN TOBACCO PLC SEDOL 0287580 | 0.06% |
| DEUTSCHE BOERSE AG SEDOL 7021963 | 0.06% |
| EQUITY LIFESTYLE PROPERTIES SEDOL 2563125 | 0.06% |
| GLAXOSMITHKLINE PLC SEDOL 0925288 | 0.06% |
| NATIONAL AUSTRALIA BK/NY 02.1250 05/22/2020 | 0.06% |
| NEXON CO LTD SEDOL B63QM77 | 0.06% |
| SIRIUS XM RADIO INC P/P 144A 05.0000 08/01/2027 | 0.06% |
| BHP GROUP PLC SEDOL BH0P3Z9 | 0.05% |
| BROADCOM CRP / CAYM 03.5000 01/15/2028 | 0.05% |
| CAS 2016-C04 1M2 05.9580 01/25/2029 | 0.05% |
| CIGNA CORP 03.7500 07/15/2023 | 0.05% |
| COMMONWEALTH BK AUST P/P 144A 02.2500 03/10/2020 | 0.05% |
| ENI SPA SEDOL 7145056 | 0.05% |
| FIRSTENERGY TRANSMIS P/P 144A 05.4500 07/15/2044 | 0.05% |
| BERKSHIRE HATHAWAY FIN 04.2500 01/15/2021 | 0.05% |
| FORTESCUE METALS GROUP LTD SEDOL B2B2B49 | 0.05% |
| MICROCHIP TECH INC 04.3330 06/01/2023 | 0.05% |
| UBS AG LONDON P/P 144A 02.2000 06/08/2020 | 0.05% |
| WESTERN DIGITAL CORPORATION 04.7500 02/15/2026 | 0.05% |
| CARLISLE COS INC SEDOL 2176318 | 0.05% |
| COSTAR GROUP INC SEDOL 2262864 | 0.05% |
| FEDERAL REALTY INVS TRUST SEDOL 2333931 | 0.05% |
| FNMA FN30 AS8074 UMBS 03.0000 10/01/2046 | 0.05% |
| NBCUNIVERSAL MEDIA LLC 04.3750 04/01/2021 | 0.05% |
| TREASURY BILL 00.0000 03/12/2020 | 0.05% |
| CAS 2015-C04 1M2 07.4080 04/25/2028 | 0.05% |
| CITIZENS BANK NA/RI 02.2500 03/02/2020 | 0.05% |
| MONSTER BEVERAGE CORP SEDOL BZ07BW4 | 0.05% |
| CHENIERE CORP CHRIST 05.1250 06/30/2027 | 0.05% |
| HIKARI TSUSHIN INC SEDOL 6416322 | 0.05% |
| KINDER MORGAN INC 03.1500 01/15/2023 | 0.05% |
| ROCHE HOLDINGS INC P/P 144A 04.0000 11/28/2044 | 0.05% |
| SYSCO CORP SEDOL 2868165 | 0.05% |
| BPCE SA P/P 144A 04.5000 03/15/2025 | 0.05% |
| CSAIL 2015-C1 C 04.4163 04/15/2050 | 0.05% |
| ENERGY TRANSFER OPERATNG 06.6250 02/15/2028 | 0.05% |
| GAMING AND LEISURE PROPERTIE SEDOL BFPK4S5 | 0.05% |
| LEGRAND SA SEDOL B11ZRK9 | 0.05% |
| TAISEI CORP SEDOL 6870100 | 0.05% |
| AECOM SEDOL B1VZ431 | 0.05% |
| CHARLES RIVER LABORATORIES SEDOL 2604336 | 0.05% |
| COMMONWEALTH BK AUST P/P 144A 03.1500 09/19/2027 | 0.05% |
| FIDELITY NATL INFO SERV 03.7500 05/21/2029 | 0.05% |
| LAMB WESTON HOLDINGS P/P 144A 04.8750 11/01/2026 | 0.05% |
| SVENSKA HANDELSBANKEN AB USD 01.9500 09/08/2020 | 0.05% |
| UNITED MEXICAN STATES USD 04.5000 04/22/2029 | 0.05% |
| WFRBS 2013-C18 AS 04.3870 12/15/2046 | 0.05% |
| ALCOA CORP SEDOL BYNF418 | 0.05% |
| ARKEMA SEDOL B0Z5YZ2 | 0.05% |
| AUST & NZ BANKING GROUP USD 02.1250 08/19/2020 | 0.05% |
| CSMC 2016-NXSR C 04.5051 12/15/2049 | 0.05% |
| JPMORGAN CHASE & CO 05.3000 12/29/2049 | 0.05% |
| PFIZER INC 01.7000 12/15/2019 | 0.05% |
| SINCLAIR BROADCAST GROUP -A SEDOL 2799351 | 0.05% |
| TPAT 2018-SL1 A P/P 144A 02.3080 01/25/2046 | 0.05% |
| CF INDUSTRIES INC P/P 144A 04.5000 12/01/2026 | 0.05% |
| E.ON SE SEDOL 4942904 | 0.05% |
| NORDEA BANK ABP P/P 144A 02.5000 09/17/2020 | 0.05% |
| NRG ENERGY INC P/P 144A 04.4500 06/15/2029 | 0.05% |
| OMNICOM GP/OMNICOM CAP 03.6000 04/15/2026 | 0.05% |
| STANDARD IND INC P/P 144A 05.0000 02/15/2027 | 0.05% |
| WEST JAPAN RAILWAY CO SEDOL 6957995 | 0.05% |
| AMERICAN ELECTRIC POWER 04.3000 12/01/2028 | 0.04% |
| AMERICAN FINANCIAL GROUP INC SEDOL 2134532 | 0.04% |
| AT&T INC 04.7500 05/15/2046 | 0.04% |
| COMCAST CORP 03.9690 11/01/2047 | 0.04% |
| CONCHO RESOURCES INC 03.7500 10/01/2027 | 0.04% |
| DIGITAL REALTY TRUST LP 04.4500 07/15/2028 | 0.04% |
| IVORY COAST REGS 06.1250 06/15/2033 | 0.04% |
| ORACLE CORP 02.6500 07/15/2026 | 0.04% |
| PETROBRAS GLOBAL FINANCE USD 07.3750 01/17/2027 | 0.04% |
| RAYTHEON COMPANY 02.5000 12/15/2022 | 0.04% |
| SHELL INTERNATIONAL FIN USD 02.8750 05/10/2026 | 0.04% |
| ASHTEAD CAPITAL INC P/P 144A 04.3750 08/15/2027 | 0.04% |
| BANQUE FED CRED MUTU P/P 144A 02.2000 07/20/2020 | 0.04% |
| FISERV INC 04.2000 10/01/2028 | 0.04% |
| HOCHTIEF AG SEDOL 5108664 | 0.04% |
| NEWMARKET CORP SEDOL B01CGF1 | 0.04% |
| NOMURA RESEARCH INSTITUTE LT SEDOL 6390921 | 0.04% |
| OTSUKA CORP SEDOL 6267058 | 0.04% |
| WILLIS TOWERS WATSON PLC USD 05.7500 03/15/2021 | 0.04% |
| BANK OF AMERICA CORP 03.4990 05/17/2022 | 0.04% |
| CITIGROUP INC 02.6500 10/26/2020 | 0.04% |
| LNSTR 2015-3 B P/P 144A 03.2959 04/20/2048 | 0.04% |
| NORTHROP GRUMMAN CORP 03.2500 01/15/2028 | 0.04% |
| POPULAR INC SEDOL B86QM90 | 0.04% |
| STMICROELECTRONICS NV SEDOL 5962332 | 0.04% |
| BANK OF MONTREAL USD 03.1000 04/13/2021 | 0.04% |
| CAS 2016-C01 2M2 08.6580 08/25/2028 | 0.04% |
| CAS 2016-C03 2M2 07.6080 10/25/2028 | 0.04% |
| CONSOLIDATED EDISON INC SEDOL 2216850 | 0.04% |
| CSAIL 2015-C1 AS 03.7910 04/15/2050 | 0.04% |
| CWALT 2006-OA10 4A1 01.8980 08/25/2046 | 0.04% |
| GLOBAL PAYMENTS INC 04.0000 06/01/2023 | 0.04% |
| MORGAN STANLEY 04.3750 01/22/2047 | 0.04% |
| OMV AG SEDOL 4651459 | 0.04% |
| ARMSTRONG WORLD INDUSTRIES SEDOL B1FT462 | 0.04% |
| EQUINIX INC 05.3750 05/15/2027 | 0.04% |
| ISRAEL DISCOUNT BANK -A SEDOL 6451271 | 0.04% |
| JAPAN AIRLINES CO LTD SEDOL B8BRV46 | 0.04% |
| MANUF & TRADERS TRUST CO 02.0500 08/17/2020 | 0.04% |
| AMAZON.COM INC. 02.5000 11/29/2022 | 0.04% |
| ANALOG DEVICES INC 02.8500 03/12/2020 | 0.04% |
| ANHEUSER-BUSCH CO/IN 03.6500 02/01/2026 | 0.04% |
| BMW US CAPITAL LLC P/P 144A 02.0000 04/11/2021 | 0.04% |
| COMM 2010-C1 D P/P 144A 06.2638 07/10/2046 | 0.04% |
| FEDERATIVE REP OF BRAZIL USD 04.2500 01/07/2025 | 0.04% |
| JPMCC 2012-C6 E P/P 144A 05.3290 05/15/2045 | 0.04% |
| MSBAM 2014-C17 C 04.6566 08/15/2047 | 0.04% |
| NTT DOCOMO INC SEDOL 6129277 | 0.04% |
| SPST 2019-WL1 A 02.3580 08/25/2052 | 0.04% |
| TWO HARBORS INVESTMENT CORP SEDOL BD832H2 | 0.04% |
| UNITED TECHNOLOGIES CORP 04.1250 11/16/2028 | 0.04% |
| AMER TRANS SYST P/P 144A 05.0000 09/01/2044 | 0.04% |
| CK HUTCHISON HOLDINGS LTD SEDOL BW9P816 | 0.04% |
| DROPBOX INC-CLASS A SEDOL BG0T321 | 0.04% |
| HITACHI HIGH-TECHNOLOGY SEDOL 6642804 | 0.04% |
| RUSSIAN FEDERATION P/P 144A 04.3750 03/21/2029 | 0.04% |
| SINGAPORE EXCHANGE LTD SEDOL 6303866 | 0.04% |
| TORONTO-DOMINION BANK USD 03.6250 09/15/2031 | 0.04% |
| ACCENTURE PLC-CL A SEDOL B4BNMY3 | 0.04% |
| BANK OF NOVA SCOTIA USD 02.3500 10/21/2020 | 0.04% |
| DNB NOR ASA SEDOL 4263304 | 0.04% |
| GSMS 2011-GC3 C P/P 144A 05.8244 03/10/2044 | 0.04% |
| MET LIFE GLOB P/P 144A 02.4000 06/17/2022 | 0.04% |
| OCCIDENTAL PETROLEUM COR 04.4000 04/15/2046 | 0.04% |
| REP OF INDONESIA P/P 144A 04.3500 01/08/2027 | 0.04% |
| ARROW ELECTRONICS INC SEDOL 2051404 | 0.04% |
| EXTENDED STAY AMERICA INC SEDOL BGH3F75 | 0.04% |
| GNMA GII30 TBA 04.0000 01/01/2050 | 0.04% |
| GOODMAN GROUP SEDOL B03FYZ4 | 0.04% |
| MORGAN STANLEY 02.6500 01/27/2020 | 0.04% |
| YANGZIJIANG SHIPBUILDING SEDOL B1VT035 | 0.04% |
| BIOGEN INC 03.6250 09/15/2022 | 0.04% |
| DAIWA HOUSE INDUSTRY CO LTD SEDOL 6251363 | 0.04% |
| DOW CHEMICAL CO/THE 03.5000 10/01/2024 | 0.04% |
| DUKE ENERGY CORP 03.1500 08/15/2027 | 0.04% |
| FNMA FN30 TBA UMBS 03.0000 01/01/2050 | 0.04% |
| GLENCORE FUNDING LLC P/P 144A 04.6250 04/29/2024 | 0.04% |
| GSMS 2011-GC3 D P/P 144A 05.8244 03/10/2044 | 0.04% |
| OUTFRONT MEDIA INC SEDOL BSP6611 | 0.04% |
| SOUTHERN CO/THE SEDOL 2829601 | 0.04% |
| AMDOCS LTD SEDOL 2256908 | 0.04% |
| AMERICAN TOWER CORP 02.7500 01/15/2027 | 0.04% |
| BRDCOM CRP / FIN 03.8750 01/15/2027 | 0.04% |
| CCO HOLDINGS LLC P/P 144A 05.3750 06/01/2029 | 0.04% |
| COMCAST CORPORATION 03.3750 02/15/2025 | 0.04% |
| GSMS 2014-GC22 C 04.8472 06/10/2047 | 0.04% |
| HYATT HOTELS CORP 04.8500 03/15/2026 | 0.04% |
| IDACORP INC SEDOL 2296937 | 0.04% |
| KEURIG DR PEPPER INC 04.5970 05/25/2028 | 0.04% |
| REPUBLIC OF COLOMBIA USD 03.8750 04/25/2027 | 0.04% |
| SUN HUNG KAI PROPERTIES SEDOL 6859927 | 0.04% |
| ABBVIE INC 02.5000 05/14/2020 | 0.03% |
| COMM 2013-LC6 AM 03.2820 01/10/2046 | 0.03% |
| L3HARRIS TECH INC P/P 144A 03.8500 12/15/2026 | 0.03% |
| MERCK & CO INC 03.7000 02/10/2045 | 0.03% |
| OSHKOSH CORP 04.6000 05/15/2028 | 0.03% |
| SHERWIN-WILLIAMS CO/THE SEDOL 2804211 | 0.03% |
| WEINGARTEN REALTY INVESTORS SEDOL 2946618 | 0.03% |
| WESTROCK MWV LLC 08.2000 01/15/2030 | 0.03% |
| WFRBS 2011-C3 D P/P 144A 05.8557 03/15/2044 | 0.03% |
| BANK OF NOVA SCOTIA USD 02.0000 11/15/2022 | 0.03% |
| BP CAPITAL MARKETS PLC USD 03.2790 09/19/2027 | 0.03% |
| DUKE ENERGY CORP 04.2000 06/15/2049 | 0.03% |
| DUKE ENERGY OHIO INC 03.6500 02/01/2029 | 0.03% |
| EOG RESOURCES INC 02.6250 03/15/2023 | 0.03% |
| MBX.GII30.450.10 R USL1M P 01/12/41 CS | 0.03% |
| ONEMAIN HOLDINGS INC SEDOL BYSZB89 | 0.03% |
| SNAM SPA SEDOL 7251470 | 0.03% |
| STACR 2015-DNA3 M3 06.4080 04/25/2028 | 0.03% |
| TRK 2019-1 A1 04.3356 03/25/2022 | 0.03% |
| VERIZON COMMUNICATIONS 04.4000 11/01/2034 | 0.03% |
| ALLY FINANCIAL INC 05.7500 11/20/2025 | 0.03% |
| AUTONATION INC. 05.5000 02/01/2020 | 0.03% |
| CARDINAL HEALTH INC SEDOL 2175672 | 0.03% |
| CHS/COMMUNITY HEALTH SYS 06.2500 03/31/2023 | 0.03% |
| CME GROUP INC SEDOL 2965839 | 0.03% |
| ENBRIDGE INC USD 04.2500 12/01/2026 | 0.03% |
| JOHNSON CONTROLS INTL PL 04.5000 02/15/2047 | 0.03% |
| REPUBLIC OF SENEGAL REGS 06.2500 05/23/2033 | 0.03% |
| TAYLOR WIMPEY PLC SEDOL 0878230 | 0.03% |
| VERIZON COMMUNICATIONS 05.2500 03/16/2037 | 0.03% |
| ASHLAND GLOBAL HOLDINGS INC SEDOL BYND5N1 | 0.03% |
| ENBRIDGE INC USD 04.5000 06/10/2044 | 0.03% |
| ITOCHU TECHNO-SOLUTIONS CORP SEDOL 6200194 | 0.03% |
| PETROBRAS GLOBAL FINANCE USD 06.1250 01/17/2022 | 0.03% |
| STACR 2016-HQA2 M3 06.8580 11/25/2028 | 0.03% |
| VOLVO AB-B SHS SEDOL B1QH830 | 0.03% |
| WAMU 2005-AR12 1A8 03.8769 10/25/2035 | 0.03% |
| AES CORP/THE 05.5000 04/15/2025 | 0.03% |
| BECTON DICKINSON AND CO 03.7000 06/06/2027 | 0.03% |
| BOC HONG KONG HOLDINGS LTD SEDOL 6536112 | 0.03% |
| BROADRIDGE FINANCIAL SOLUTIO SEDOL B1VP7R6 | 0.03% |
| CISCO SYSTEMS INC 02.2000 02/28/2021 | 0.03% |
| DOMINICAN REPUBLIC REGS 05.9500 01/25/2027 | 0.03% |
| EQUINOR ASA USD 02.9000 11/08/2020 | 0.03% |
| IBM CORP 01.8750 08/01/2022 | 0.03% |
| KEURIG DR PEPPER INC 04.4170 05/25/2025 | 0.03% |
| NUANCE COMMUNICATIONS INC SEDOL 2402121 | 0.03% |
| ONCOR ELECTRIC DELIV 03.7500 04/01/2045 | 0.03% |
| SHIRE ACQ INV IE 03.2000 09/23/2026 | 0.03% |
| SUMITOMO MITSUI TRUST HOLDIN SEDOL 6431897 | 0.03% |
| ABN AMRO BANK NV P/P 144A 02.4500 06/04/2020 | 0.03% |
| AIR LEASE CORP 04.6250 10/01/2028 | 0.03% |
| CWALT 2006-OA7 1A2 03.2664 06/25/2046 | 0.03% |
| HOME DEPOT INC 02.6250 06/01/2022 | 0.03% |
| MACQUARIE INFRASTRUCTURE COR SEDOL B1Z4VB1 | 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% |
| REGIONS FINANCIAL CORP 02.7500 08/14/2022 | 0.03% |
| S&P GLOBAL INC 02.9500 01/22/2027 | 0.03% |
| TOKYO ELECTRON LTD SEDOL 6895675 | 0.03% |
| VIDEOTRON LTD / LTEE P/P 144A 05.1250 04/15/2027 | 0.03% |
| WFRBS 2014-C22 XA IO 00.9579 09/15/2057 | 0.03% |
| AMGEN INC 02.6000 08/19/2026 | 0.03% |
| APPLE INC 02.0000 05/06/2020 | 0.03% |
| AXIS CAPITAL HOLDINGS LTD SEDOL 2677606 | 0.03% |
| BERKSHIRE HATHAWAY E 03.8000 07/15/2048 | 0.03% |
| CHIMERA INVESTMENT CORP SEDOL BVZCNC0 | 0.03% |
| COMCAST CORP 03.4500 02/01/2050 | 0.03% |
| HUNTINGTON BANCSHARES 04.3500 02/04/2023 | 0.03% |
| HUNTINGTON NATIONAL BANK 02.3750 03/10/2020 | 0.03% |
| INTL FLAVOR & FRAGRANCES 04.4500 09/26/2028 | 0.03% |
| JPMBB 2013-C12 C 04.2369 07/15/2045 | 0.03% |
| JPMCC 2012-C6 AS 04.1166 05/15/2045 | 0.03% |
| TREASURY BILL 00.0000 05/07/2020 | 0.03% |
| VISTRA OPERATION P/P 144A 03.5500 07/15/2024 | 0.03% |
| ZOETIS INC 03.9000 08/20/2028 | 0.03% |
| BT GROUP PLC SEDOL 3091357 | 0.03% |
| CHARTER COMM OPT LLC/CAP 04.8000 03/01/2050 | 0.03% |
| CITIGROUP INC 03.8870 01/10/2028 | 0.03% |
| CLP HOLDINGS LTD SEDOL 6097017 | 0.03% |
| CURTISS-WRIGHT CORP SEDOL 2241205 | 0.03% |
| EMIR 2018-1 M1 03.4080 11/25/2028 | 0.03% |
| GENTING SINGAPORE LTD SEDOL BDRTVP2 | 0.03% |
| GOOGLE INC 03.3750 02/25/2024 | 0.03% |
| GSMS 2010-C1 D P/P 144A 06.1974 08/10/2043 | 0.03% |
| HCA INC 04.1250 06/15/2029 | 0.03% |
| HOME DEPOT INC SEDOL 2434209 | 0.03% |
| JPMCC 2012-C8 D P/P 144A 04.8041 10/15/2045 | 0.03% |
| LIBERTY MEDIA COR-SIRIUSXM A SEDOL BD8QGF7 | 0.03% |
| LUNDIN PETROLEUM AB SEDOL 7187627 | 0.03% |
| NUTRIEN LTD USD 04.1250 03/15/2035 | 0.03% |
| NUTRIEN LTD. USD 04.2000 04/01/2029 | 0.03% |
| SUZUKEN CO LTD SEDOL 6865560 | 0.03% |
| VODAFONE GROUP PLC USD 04.3750 05/30/2028 | 0.03% |
| VTB BANK (VTB CAP SA P/P 144A 06.9500 10/17/2022 | 0.03% |
| AMGEN INC 03.4500 10/01/2020 | 0.03% |
| ANHEUSER-BUSCH INBEV WOR 04.7500 01/23/2029 | 0.03% |
| BERKELEY GROUP HOLDINGS/THE SEDOL B02L3W3 | 0.03% |
| BP CAP MARKETS AMERICA 03.1190 05/04/2026 | 0.03% |
| CROWN CASTLE INTL CORP 03.6500 09/01/2027 | 0.03% |
| DEUTSCHE WOHNEN SE SEDOL B0YZ0Z5 | 0.03% |
| DOMINICAN REPUBLIC REGS 06.8750 01/29/2026 | 0.03% |
| EQUINOR ASA SEDOL 7133608 | 0.03% |
| FNMA FN30 BC1155 UMBS 03.0000 06/01/2046 | 0.03% |
| FUJITSU LTD SEDOL 6356945 | 0.03% |
| LYONDELLBASELL INDU-CL A SEDOL B3SPXZ3 | 0.03% |
| OBAYASHI CORP SEDOL 6656407 | 0.03% |
| SANTANDER UK PLC P/P 144A 05.0000 11/07/2023 | 0.03% |
| SARTORIUS STEDIM BIOTECH SEDOL BYZ2QP5 | 0.03% |
| SEKISUI HOUSE LTD SEDOL 6793906 | 0.03% |
| STACR 2014-HQ3 M3 06.4580 10/25/2024 | 0.03% |
| TJX COMPANIES INC SEDOL 2989301 | 0.03% |
| VISTRA OPERATION P/P 144A 04.3000 07/15/2029 | 0.03% |
| ANHEUSER-BUSCH INBEV WOR 05.5500 01/23/2049 | 0.02% |
| BMIR 2018-2A M1B P/P 144A 03.0580 08/25/2028 | 0.02% |
| BROOKFIELD PROPERTY REIT I-A SEDOL BGHFKV0 | 0.02% |
| CACI INTERNATIONAL INC -CL A SEDOL 2159267 | 0.02% |
| CAS 2015-C03 2M2 06.7080 07/25/2025 | 0.02% |
| CROWN CASTLE INTL CORP 03.7000 06/15/2026 | 0.02% |
| CSC HOLDINGS LLC P/P 144A 07.5000 04/01/2028 | 0.02% |
| DISH DBS CORP 05.8750 11/15/2024 | 0.02% |
| ERAC USA FINANCE LLC P/P 144A 07.0000 10/15/2037 | 0.02% |
| GLENCORE FUNDING LLC P/P 144A 04.0000 04/16/2025 | 0.02% |
| LBMLT 2004-1 A2 02.5080 02/25/2034 | 0.02% |
| NAVIENT CORP SEDOL BLP5GX1 | 0.02% |
| NITTO DENKO CORP SEDOL 6641801 | 0.02% |
| PFIZER INC 03.0000 12/15/2026 | 0.02% |
| PNC BANK NA 02.0000 05/19/2020 | 0.02% |
| TEXAS INSTRUMENTS INC SEDOL 2885409 | 0.02% |
| UNITEDHEALTH GROUP INC 03.3750 11/15/2021 | 0.02% |
| ALLERGAN FUNDING SCS USD 03.8000 03/15/2025 | 0.02% |
| ALPHABET INC 01.9980 08/15/2026 | 0.02% |
| APPLE INC 03.8500 05/04/2043 | 0.02% |
| BERKSHIRE HATHAWAY INC-CL B SEDOL 2073390 | 0.02% |
| CELANESE US HOLDINGS LLC 03.5000 05/08/2024 | 0.02% |
| CISCO SYSTEMS INC 02.5000 09/20/2026 | 0.02% |
| COPA HOLDINGS SA-CLASS A SEDOL B0TNJH9 | 0.02% |
| CREDIT SUISSE GRP AG P/P 144A 06.2500 12/18/2024 | 0.02% |
| GFL ENVIRONMENTAL P/P 144A 07.0000 06/01/2026 | 0.02% |
| NRZT 2018-4A A1M 02.6080 01/25/2048 | 0.02% |
| PROTECTIVE LIFE GLO P/P 144A 02.2620 04/08/2020 | 0.02% |
| ROYAL BANK OF CANADA USD 04.6500 01/27/2026 | 0.02% |
| SAIL 2004-10 A10 02.6080 11/25/2034 | 0.02% |
| SANTANDER UK GROUP H P/P 144A 04.7500 09/15/2025 | 0.02% |
| SHIRE ACQ INV IRELAND DA USD 02.8750 09/23/2023 | 0.02% |
| TENET HEALTHCARE P/P 144A 04.8750 01/01/2026 | 0.02% |
| WFRBS 2013-C12 AS 03.5600 03/15/2048 | 0.02% |
| WILMAR INTERNATIONAL LTD SEDOL B17KC69 | 0.02% |
| AIG GLOBAL FUNDING P/P 144A 02.1500 07/02/2020 | 0.02% |
| ALFRESA HOLDINGS CORP SEDOL 6687214 | 0.02% |
| AMERICAN ELECTRIC POWER SEDOL 2026242 | 0.02% |
| AMGEN INC 04.6630 06/15/2051 | 0.02% |
| BANCO SANTANDER SA USD 04.3790 04/12/2028 | 0.02% |
| BANCO SANTANDER SA USD 05.1790 11/19/2025 | 0.02% |
| BMIR 2019-4A M1C P/P 144A 04.2080 10/25/2029 | 0.02% |
| CFCRE 2011-C1 D P/P 144A 06.2719 04/15/2044 | 0.02% |
| CGCMT 2014-GC21 AS 04.0260 05/10/2047 | 0.02% |
| CITIBANK NA 03.0500 05/01/2020 | 0.02% |
| DEUTSCHE TELEKOM INT FIN USD 08.7500 06/15/2030 | 0.02% |
| JPMCC 2013-LC11 AS 03.2160 04/15/2046 | 0.02% |
| LMAT 2019-GS7 A1 03.2500 06/25/2059 | 0.02% |
| MBX.FN30.500.10 R USL1M P 01/12/41 BC | 0.02% |
| MYLAN NV SEDOL BVFMFG8 | 0.02% |
| NRG P/P 144A 03.7500 06/15/2024 | 0.02% |
| SMITH & NEPHEW PLC SEDOL 0922320 | 0.02% |
| STACR 2016-DNA1 M3 07.2580 07/25/2028 | 0.02% |
| SUNDRUG CO LTD SEDOL 6817895 | 0.02% |
| TRANSCANADA TRUST USD 05.3000 03/15/2077 | 0.02% |
| UBS GROUP AG REGS 06.8750 12/29/2049 | 0.02% |
| UBS GROUP AG P/P 144A 04.1250 04/15/2026 | 0.02% |
| UNITEDHEALTH GROUP INC 04.7000 02/15/2021 | 0.02% |
| APPLE INC 02.8500 05/06/2021 | 0.02% |
| ARRW 2018-1 A3 04.1570 04/25/2048 | 0.02% |
| BCE INC SEDOL B188TH2 | 0.02% |
| CAPGEMINI SE SEDOL 4163437 | 0.02% |
| CHEVRON CORP 02.1000 05/16/2021 | 0.02% |
| CISCO SYSTEMS INC 05.9000 02/15/2039 | 0.02% |
| CONSOLIDATED EDISON INC 02.0000 03/15/2020 | 0.02% |
| CVS HEALTH CORP 03.7000 03/09/2023 | 0.02% |
| ERAC USA FINANCE LLC P/P 144A 04.5000 02/15/2045 | 0.02% |
| ISRAEL CHEMICALS LTD SEDOL 6455530 | 0.02% |
| MITSUBISHI UFJ FIN GRP USD 03.8500 03/01/2026 | 0.02% |
| NAVISTAR INTL TLB L+350 05.2700 11/06/2024 | 0.02% |
| ROYAL BK SCOTLND GRP PLC USD 04.8920 05/18/2029 | 0.02% |
| TARGA RESOURCES PART 05.0000 01/15/2028 | 0.02% |
| TESCO PLC SEDOL 0884709 | 0.02% |
| US BANCORP 02.6250 01/24/2022 | 0.02% |
| WASTE CONNECTIONS INC 03.5000 05/01/2029 | 0.02% |
| APPLE INC 02.8500 05/11/2024 | 0.02% |
| APPLE INC 04.3750 05/13/2045 | 0.02% |
| AT&T INC 02.9500 07/15/2026 | 0.02% |
| BMW US CAPITAL LLC P/P 144A 03.9500 08/14/2028 | 0.02% |
| BP CAPITAL MARKETS PLC USD 02.3150 02/13/2020 | 0.02% |
| CITIGROUP INC 02.9000 12/08/2021 | 0.02% |
| CREDIT AGRICOLE SA P/P 144A 04.0000 01/10/2033 | 0.02% |
| CWALT 2006-OA19 A1 01.9036 02/20/2047 | 0.02% |
| DOMINICAN REPUBLIC REGS 08.6250 04/20/2027 | 0.02% |
| ERAC USA FINANCE LLC P/P 144A 05.6250 03/15/2042 | 0.02% |
| KINDER MORGAN ENER PART 03.5000 03/01/2021 | 0.02% |
| MACQUARIE BANK LTD P/P 144A 02.8500 07/29/2020 | 0.02% |
| MATCH GROUP INC P/P 144A 05.0000 12/15/2027 | 0.02% |
| REPUBLIC OF SOUTH AFRICA USD 04.8500 09/27/2027 | 0.02% |
| SHERWIN-WILLIAMS CO 03.4500 06/01/2027 | 0.02% |
| STACR 2016-HQA3 M3 05.5580 03/25/2029 | 0.02% |
| T-MOBILE USA INC 06.3750 03/01/2025 | 0.02% |
| TOTAL CAPITAL INTL SA USD 02.7500 06/19/2021 | 0.02% |
| UNITEDHEALTH GROUP INC 03.9500 10/15/2042 | 0.02% |
| ALIMENTATION COUCHE-TARD 3.550000 07/26/2027 | 0.02% |
| AMERICAN INTL GROUP 08.1750 05/15/2058 | 0.02% |
| CANTOR FITZGERALD LP P/P 144A 06.5000 06/17/2022 | 0.02% |
| CITIGROUP INC 04.4500 09/29/2027 | 0.02% |
| CROWN CASTLE INTL CORP 03.8000 02/15/2028 | 0.02% |
| GCP APPLIED TECH P/P 144A 05.5000 04/15/2026 | 0.02% |
| GSMS 2014-GC18 C 05.1565 01/10/2047 | 0.02% |
| IVORY COAST REGS 05.3750 07/23/2024 | 0.02% |
| KEURIG DR PEPPER INC 04.0570 05/25/2023 | 0.02% |
| KONINKLIJKE AHOLD DELHAIZE N SEDOL BD0Q398 | 0.02% |
| L3HARRIS TECH INC P/P 144A 04.4000 06/15/2028 | 0.02% |
| MORGAN STANLEY 02.7500 05/19/2022 | 0.02% |
| ROGERS COMMUNICATIONS IN USD 04.5000 03/15/2043 | 0.02% |
| SABINE PASS LIQUEFACTION 04.2000 03/15/2028 | 0.02% |
| STAPLES INC P/P 144A 07.5000 04/15/2026 | 0.02% |
| SWISS LIFE HOLDING AG-REG SEDOL 7437805 | 0.02% |
| UNITEDHEALTH GROUP INC 02.7500 02/15/2023 | 0.02% |
| WEYERHAEUSER CO 07.3750 03/15/2032 | 0.02% |
| WFRBS 2012-C9 D P/P 144A 04.9712 11/15/2045 | 0.02% |
| ARRW 2019-3 A3 03.4160 10/25/2048 | 0.02% |
| BANK OF AMERICA CORP 06.1000 12/29/2049 | 0.02% |
| CENTENE CORP P/P 144A 04.6250 12/15/2029 | 0.02% |
| CGCMT 2014-GC19 D P/P 144A 05.2617 03/10/2047 | 0.02% |
| CHARTER COMM OPT LLC 04.9080 07/23/2025 | 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% |
| DNB BANK ASA P/P 144A 02.1250 10/02/2020 | 0.02% |
| DOLLAR GENERAL CORP 03.2500 04/15/2023 | 0.02% |
| INTERNATIONAL PAPER CO 03.0000 02/15/2027 | 0.02% |
| JACK OHIO FIN LLC/FI P/P 144A 10.2500 11/15/2022 | 0.02% |
| JOHNSON CONTROLS INTL PL 04.9500 07/02/2064 | 0.02% |
| JPMBB 2014-C22 C 04.7085 09/15/2047 | 0.02% |
| MARSH & MCLENNAN COS INC 04.3750 03/15/2029 | 0.02% |
| MARSH & MCLENNAN COS INC 04.9000 03/15/2049 | 0.02% |
| MIDAMERICAN FUNDING LLC 06.9270 03/01/2029 | 0.02% |
| MSBAM 2014-C14 C 05.0993 02/15/2047 | 0.02% |
| MWST 2018-W1 A 02.5580 11/25/2051 | 0.02% |
| PLANTRONICS INC P/P 144A 05.5000 05/31/2023 | 0.02% |
| PPSI 2004-WCW2 M3 02.7580 10/25/2034 | 0.02% |
| S&P GLOBAL INC 04.4000 02/15/2026 | 0.02% |
| SAMI 2007-AR7 1A1 02.5580 05/25/2047 | 0.02% |
| SPRINT SPECTRUM P/P 144A 03.3600 09/20/2021 | 0.02% |
| TCI COMMUNICATIONS INC 07.1250 02/15/2028 | 0.02% |
| TREASURY BILL 00.0000 04/02/2020 | 0.02% |
| UBSCM 2012-C1 C P/P 144A 05.7560 05/10/2045 | 0.02% |
| VONOVIA SE SEDOL BBJPFY1 | 0.02% |
| WESTPAC BANKING CORP USD 02.0000 08/19/2021 | 0.02% |
| WFRBS 2013-C16 AS 04.6680 09/15/2046 | 0.02% |
| BB&T CORPORATION 04.8000 12/31/2099 | 0.02% |
| CBS CORP 04.6000 01/15/2045 | 0.02% |
| CIGNA CORP P/P 144A 04.5000 03/15/2021 | 0.02% |
| CMLTI 2005-2 1A2A 04.7729 05/25/2035 | 0.02% |
| COGNIZANT TECH SOLUTIONS-A SEDOL 2257019 | 0.02% |
| COMM 2014-UBS6 C 04.5976 12/10/2047 | 0.02% |
| CSC HOLDINGS LLC 05.2500 06/01/2024 | 0.02% |
| DEERE & COMPANY 02.6000 06/08/2022 | 0.02% |
| ENERGY TRANSFER OPERATNG 05.2000 02/01/2022 | 0.02% |
| FIDELITY NATIONAL INFORM 04.2500 05/15/2028 | 0.02% |
| IHEARTCOMMUNICATIONS INC 08.3750 05/01/2027 | 0.02% |
| ING BANK NV P/P 144A 05.8000 09/25/2023 | 0.02% |
| JAPAN PRIME REALTY INVESTMEN SEDOL 6528175 | 0.02% |
| LEGRAND FRANCE USD 08.5000 02/15/2025 | 0.02% |
| LLOYDS BANKING GROUP PLC USD 04.5000 11/04/2024 | 0.02% |
| MSBAM 2012-C6 D P/P 144A 04.7614 11/15/2045 | 0.02% |
| NATIONAL BANK OF CANADA SEDOL 2077303 | 0.02% |
| SABINE PASS LIQUEF 05.0000 03/15/2027 | 0.02% |
| TENET HEALTHCARE COR P/P 144A 05.1250 11/01/2027 | 0.02% |
| THALES SA SEDOL 4162791 | 0.02% |
| TRANSDIGM INC P/P 144A 06.2500 03/15/2026 | 0.02% |
| WAMU 2007-HY2 1A1 03.8129 12/25/2036 | 0.02% |
| WELLS FARGO & COMPANY 05.8750 12/29/2049 | 0.02% |
| WFCM 2013-LC12 C 04.4199 07/15/2046 | 0.02% |
| WFMBS 2006-AR5 1A1 05.1832 04/25/2036 | 0.02% |
| WYNN LAS VEGAS P/P 144A 05.2500 05/15/2027 | 0.02% |
| AMERICAN EXPRESS CO SEDOL 2026082 | 0.02% |
| BOISE CASCADE CO P/P 144A 05.6250 09/01/2024 | 0.02% |
| CCO HLDGS LLC/CAP CO P/P 144A 05.7500 02/15/2026 | 0.02% |
| CEMEX FINANCE LLC P/P 144A 06.0000 04/01/2024 | 0.02% |
| CNP ASSURANCES SEDOL 5543986 | 0.02% |
| CSAIL 2015-C1 D P/P 144A 03.9163 04/15/2050 | 0.02% |
| DASSAULT AVIATION SA SEDOL 4067164 | 0.02% |
| DIAMOND SPORTS GR/DI P/P 144A 06.6250 08/15/2027 | 0.02% |
| DOMINICAN REPUBLIC REGS 06.0000 07/19/2028 | 0.02% |
| DOMINICAN REPUBLIC REGS 06.5000 02/15/2048 | 0.02% |
| FIDELITY NATIONAL INFO SERV SEDOL 2769796 | 0.02% |
| FISERV INC 03.5000 07/01/2029 | 0.02% |
| FIVE CORNERS FUNDING P/P 144A 04.4190 11/15/2023 | 0.02% |
| FOX CORP P/P 144A 04.0300 01/25/2024 | 0.02% |
| LLOYDS BANKING GROUP PLC USD 04.6500 03/24/2026 | 0.02% |
| MICROSOFT CORP 02.4000 02/06/2022 | 0.02% |
| MITSUBISHI UFJ LEASE & FINAN SEDOL 6268976 | 0.02% |
| MSC 2016-BNK2 C 04.0359 11/15/2049 | 0.02% |
| NAVISTAR INTL CORP P/P 144A 06.6250 11/01/2025 | 0.02% |
| ORACLE CORP 02.5000 10/15/2022 | 0.02% |
| PENSKE TRUCK LEASING P/P 144A 03.9000 02/01/2024 | 0.02% |
| PFIZER INC 01.9500 06/03/2021 | 0.02% |
| SINGAPORE TECH ENGINEERING SEDOL 6043214 | 0.02% |
| SPRINT CORP 07.2500 09/15/2021 | 0.02% |
| STEVENS HLDG CO INC P/P 144A 06.1250 10/01/2026 | 0.02% |
| TEMPO ACQ LLC/FI P/P 144A 06.7500 06/01/2025 | 0.02% |
| TEVA PHARMACEUTICALS NE USD 06.0000 04/15/2024 | 0.02% |
| TORONTO-DOMINION BANK SEDOL 2897222 | 0.02% |
| TREASURY BILL 00.0000 04/16/2020 | 0.02% |
| UCB SA SEDOL 5596991 | 0.02% |
| WFCM 2013-LC12 D P/P 144A 04.4199 07/15/2046 | 0.02% |
| WFCM 2014-LC16 XA IO 01.2736 08/15/2050 | 0.02% |
| WFRBS 2013-C15 D P/P 144A 04.6435 08/15/2046 | 0.02% |
| ALLY FINANCIAL INC 08.0000 11/01/2031 | 0.02% |
| ASHTEAD CAPITAL INC P/P 144A 04.2500 11/01/2029 | 0.02% |
| AT&T INC 04.3000 02/15/2030 | 0.02% |
| AUTOMATIC DATA PROCESSING SEDOL 2065308 | 0.02% |
| AXA SA SEDOL 7088429 | 0.02% |
| AXA SA P/P 144A 06.3790 12/29/2049 | 0.02% |
| BRISTOL-MYERS P/P 144A 03.4000 07/26/2029 | 0.02% |
| CAS 2014-C03 2M2 04.6080 07/25/2024 | 0.02% |
| CITIGROUP INC 04.6000 03/09/2026 | 0.02% |
| CLUBCORP HLDG INC P/P 144A 08.5000 09/15/2025 | 0.02% |
| COMM 2013-CR11 AM 04.7150 08/10/2050 | 0.02% |
| COX COMM INC P/P 144A 03.5000 08/15/2027 | 0.02% |
| EXXON MOBIL CORP SEDOL 2326618 | 0.02% |
| GNR 2015-H25 BI IO 01.6873 10/20/2065 | 0.02% |
| GRAY TELEVISION INC P/P 144A 07.0000 05/15/2027 | 0.02% |
| HOLLY ENERGY PARTNE P/P 144A 06.0000 08/01/2024 | 0.02% |
| NATIONAL AUSTRALIA BK/NY 02.8000 01/10/2022 | 0.02% |
| NEC CORP SEDOL 6640400 | 0.02% |
| NOVELIS CORP P/P 144A 05.8750 09/30/2026 | 0.02% |
| NSTAR ELECTRIC CO 02.3750 10/15/2022 | 0.02% |
| PLAINS GP HOLDINGS LP-CL A SEDOL BDGHN95 | 0.02% |
| PULTEGROUP INC 05.5000 03/01/2026 | 0.02% |
| REP OF INDONESIA P/P 144A 04.7500 01/08/2026 | 0.02% |
| SPECTRA ENERGY PARTNERS 03.3750 10/15/2026 | 0.02% |
| SWISS RE TREAS P/P 144A 04.2500 12/06/2042 | 0.02% |
| VIACOM INC 04.5000 03/01/2021 | 0.02% |
| WALT DISNEY CO/THE SEDOL 2270726 | 0.02% |
| ZURICH INSURANCE GROUP AG SEDOL 5983816 | 0.02% |
| AMUNDI SA SEDOL BYZR014 | 0.02% |
| AUTOZONE INC SEDOL 2065955 | 0.02% |
| BAE SYSTEMS PLC SEDOL 0263494 | 0.02% |
| BAFC 2005-B 3M1 02.3986 04/20/2035 | 0.02% |
| CAMDEN PROPERTY TRUST 04.8750 06/15/2023 | 0.02% |
| CAS 2014-C04 1M2 06.6080 11/25/2024 | 0.02% |
| CBRE SERVICES INC 04.8750 03/01/2026 | 0.02% |
| COMCAST CORP 03.1500 03/01/2026 | 0.02% |
| ENDEAVOR ENERGY P/P 144A 05.7500 01/30/2028 | 0.02% |
| FHLMC FR30 ZS9547 UMBS 04.0000 09/01/2045 | 0.02% |
| GOLDEN NUGGET INC P/P 144A 06.7500 10/15/2024 | 0.02% |
| HESS INFRASTRUCTURE P/P 144A 05.6250 02/15/2026 | 0.02% |
| IHS MARKIT LTD USD 04.7500 08/01/2028 | 0.02% |
| INTELSAT JACKSON HLD P/P 144A 09.7500 07/15/2025 | 0.02% |
| LIBERTY MEDIA COR-SIRIUSXM C SEDOL BD8QGH9 | 0.02% |
| NETFLIX INC. 05.8750 11/15/2028 | 0.02% |
| NEUBERGER BERMAN GRP P/P 144A 04.8750 04/15/2045 | 0.02% |
| PULTEGROUP INC. 07.8750 06/15/2032 | 0.02% |
| QUEST DIAGNOSTICS INC SEDOL 2702791 | 0.02% |
| RBS GLOBAL/REXNO P/P 144A 04.8750 12/15/2025 | 0.02% |
| SERVICE PROPERTIES TRUST 04.3750 02/15/2030 | 0.02% |
| TENET HEALTHCARE CORP 08.1250 04/01/2022 | 0.02% |
| WALT DISNEY COMP 07.7500 01/20/2024 | 0.02% |
| AIR LIQUIDE SA SEDOL B1YXBJ7 | 0.01% |
| ARD FINANCE SA P/P 144A 06.5000 06/30/2027 | 0.01% |
| BANK OF MONTREAL SEDOL 2076009 | 0.01% |
| BRAND ENERGY & I P/P 144A 08.5000 07/15/2025 | 0.01% |
| BRAND ENERGY TL L+425 06.2356 06/21/2024 | 0.01% |
| BWAY HOLDING CO P/P 144A 07.2500 04/15/2025 | 0.01% |
| DIAMONDBACK ENERGY INC 03.2500 12/01/2026 | 0.01% |
| DTE ENERGY COMPANY SEDOL 2280220 | 0.01% |
| GREAT LAKES D&D 08.0000 05/15/2022 | 0.01% |
| HMIR 2018-1 M1 P/P 144A 03.3080 10/25/2028 | 0.01% |
| KKR GROUP FIN CO III P/P 144A 05.1250 06/01/2044 | 0.01% |
| METLIFE CAP TRST IV P/P 144A 07.8750 12/15/2037 | 0.01% |
| NIELSEN FIN LLC/CO P/P 144A 05.0000 04/15/2022 | 0.01% |
| PPL CAPITAL FUNDING INC 04.2000 06/15/2022 | 0.01% |
| ROSS STORES INC SEDOL 2746711 | 0.01% |
| SCIENTIFIC GAMES P/P 144A 07.2500 11/15/2029 | 0.01% |
| SOHGO SECURITY SERVICES CO SEDOL 6546359 | 0.01% |
| UNIVAR SOLUTIONS P/P 144A 05.1250 12/01/2027 | 0.01% |
| Z HOLDINGS CORP SEDOL 6084848 | 0.01% |
| ALLISON TRANSMISSION P/P 144A 04.7500 10/01/2027 | 0.01% |
| APPLE INC 03.4500 05/06/2024 | 0.01% |
| ARRW 2019-1 A3 04.2080 01/25/2049 | 0.01% |
| BANFF MERGER SUB INC P/P 144A 09.7500 09/01/2026 | 0.01% |
| BIG RVR STL/FIN P/P 144A 07.2500 09/01/2025 | 0.01% |
| CAN IMPERIAL BK OF COMMERCE SEDOL 2170525 | 0.01% |
| CBS CORP 02.9000 01/15/2027 | 0.01% |
| CCO HLDGS LLC/CAP C P/P 144A 05.5000 05/01/2026 | 0.01% |
| CHOCOLADEFABRIKEN LINDT-PC SEDOL 5962280 | 0.01% |
| COMCAST CORP 04.0490 11/01/2052 | 0.01% |
| COMM 2014-CR18 C 04.8870 07/15/2047 | 0.01% |
| COMPASS MIN INTL P/P 144A 06.7500 12/01/2027 | 0.01% |
| CRC ESCROW ISSUER LL P/P 144A 05.2500 10/15/2025 | 0.01% |
| CREDIT SUISSE GRP AG P/P 144A 03.8690 01/12/2029 | 0.01% |
| CSC HOLDINGS LLC 06.7500 11/15/2021 | 0.01% |
| DH EUROPE FINANCE II USD 03.4000 11/15/2049 | 0.01% |
| GBP/USD 12/18/2019 JPMCB | 0.01% |
| GNR 2013-99 AS IO 04.3264 06/20/2043 | 0.01% |
| GNR 2016-H16 EI IO 02.3967 06/20/2066 | 0.01% |
| GNR 2017-162 QI IO 05.0000 10/11/2047 | 0.01% |
| HCA INC 05.5000 06/15/2047 | 0.01% |
| HONEYWELL INTL 03.8120 11/21/2047 | 0.01% |
| HOWARD HUGHES CORP P/P 144A 05.3750 03/15/2025 | 0.01% |
| IRON MOUNTAIN INC P/P 144A 04.8750 09/15/2027 | 0.01% |
| JACK OHIO FIN LLC/FI P/P 144A 06.7500 11/15/2021 | 0.01% |
| KIMBERLY-CLARK CORP SEDOL 2491839 | 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% |
| NIELSEN CO LUXEM P/P 144A 05.0000 02/01/2025 | 0.01% |
| PETROLEOS MEXICANOS P/P 144A 07.6900 01/23/2050 | 0.01% |
| PRUDENTIAL FINANCIAL INC 05.2000 03/15/2044 | 0.01% |
| REFINITIV US HLDG P/P 144A 06.2500 05/15/2026 | 0.01% |
| REP OF INDONESIA P/P 144A 03.3750 04/15/2023 | 0.01% |
| SCIENTIFIC GAMES P/P 144A 08.2500 03/15/2026 | 0.01% |
| SERVICE CORP INTL 05.3750 05/15/2024 | 0.01% |
| SPRINT CAPITAL CORPORATION 06.8750 11/15/2028 | 0.01% |
| STACR 2014-HQ2 M3 05.4580 09/25/2024 | 0.01% |
| TRANSDIGM INC P/P 144A 05.5000 11/15/2027 | 0.01% |
| TTM TECHNOLOGIES INC P/P 144A 05.6250 10/01/2025 | 0.01% |
| UNITEDHEALTH GROUP INC 02.8750 03/15/2022 | 0.01% |
| VIDEOTRON LTD USD 05.0000 07/15/2022 | 0.01% |
| WAMU 2005-AR9 A1C3 02.6680 07/25/2045 | 0.01% |
| AHM 2007-1 GA1C 02.0128 05/25/2047 | 0.01% |
| BGC PARTNERS INC 05.1250 05/27/2021 | 0.01% |
| BOLIDEN AB SEDOL BJV12J7 | 0.01% |
| BPCE SA P/P 144A 05.1500 07/21/2024 | 0.01% |
| BRAMBLES LTD SEDOL B1FJ0C0 | 0.01% |
| CAS 2014-C02 1M2 04.3080 05/25/2024 | 0.01% |
| DOLLAR TREE INC SEDOL 2272476 | 0.01% |
| GENERAL DYNAMICS CORP 03.6000 11/15/2042 | 0.01% |
| GOLDEN NUGGET INC P/P 144A 08.7500 10/01/2025 | 0.01% |
| ISTAR INC 04.7500 10/01/2024 | 0.01% |
| L3HARRIS TECHNOLOGIES INC SEDOL BK9DTN5 | 0.01% |
| MERCK & CO INC 02.9000 03/07/2024 | 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 05.4193 07/15/2049 | 0.01% |
| NEXSTAR ESCROW P/P 144A 05.6250 07/15/2027 | 0.01% |
| NTT DATA CORP SEDOL 6125639 | 0.01% |
| OSHKOSH CORP 05.3750 03/01/2025 | 0.01% |
| RAMC 2003-4 A1 02.2280 03/25/2034 | 0.01% |
| SERVICE CORP INTL 05.1250 06/01/2029 | 0.01% |
| SPRINT CORP 07.8750 09/15/2023 | 0.01% |
| STACR 2017-DNA1 M2 04.9580 07/25/2029 | 0.01% |
| STAPLES INC. P/P 144A 10.7500 04/15/2027 | 0.01% |
| WASTE MANAGEMENT INC. 04.7500 06/30/2020 | 0.01% |
| WATCO COS LLC/FI P/P 144A 06.3750 04/01/2023 | 0.01% |
| WESTROCK MWV LLC 07.9500 02/15/2031 | 0.01% |
| 1011778 BC / NEW RED P/P 144A 05.0000 10/15/2025 | 0.01% |
| BAUSCH HLTH AMERICAS P/P 144A 08.5000 01/31/2027 | 0.01% |
| BAUSCH HLTH COS INC P/P 144A 06.1250 04/15/2025 | 0.01% |
| BMC EAST LLC P/P 144A 05.5000 10/01/2024 | 0.01% |
| BROTHER INDUSTRIES LTD SEDOL 6146500 | 0.01% |
| CAS 2017-C01 1EB1 02.9580 07/25/2029 | 0.01% |
| CON EDISON CO OF NY INC 04.2000 03/15/2042 | 0.01% |
| CORNERSTONE BUILDING P/P 144A 08.0000 04/15/2026 | 0.01% |
| CVS PASS-THROUGH P/P 144A 04.7040 01/10/2036 | 0.01% |
| CWALT 2005-59 1A1 02.0536 11/20/2035 | 0.01% |
| CWALT 2006-24CB A19 02.2080 08/25/2036 | 0.01% |
| DIAMOND 1 FIN/DIAMON P/P 144A 08.3500 07/15/2046 | 0.01% |
| DIAMOND SPORTS P/P 144A 05.3750 08/15/2026 | 0.01% |
| DIRECT LINE INSURANCE GROUP SEDOL BY9D0Y1 | 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 2016-123 LI IO 03.5000 03/20/2044 | 0.01% |
| GREIF INC P/P 144A 06.5000 03/01/2027 | 0.01% |
| HSBC USA INC 03.5000 06/23/2024 | 0.01% |
| HUSKY TLB L+300 04.7016 03/28/2025 | 0.01% |
| INGEVITY CORP P/P 144A 04.5000 02/01/2026 | 0.01% |
| ITRON INC P/P 144A 05.0000 01/15/2026 | 0.01% |
| JPMCC 2013-C10 AS 03.3715 12/15/2047 | 0.01% |
| JPMORGAN CHASE & CO 06.1000 02/01/2049 | 0.01% |
| KINDER MORGAN ENER PART 03.4500 02/15/2023 | 0.01% |
| NIPPON STEEL CORP SEDOL 6642569 | 0.01% |
| PACKAGING CORP OF AMERIC 04.5000 11/01/2023 | 0.01% |
| PQ CORP P/P 144A 05.7500 12/15/2025 | 0.01% |
| RITE AID CORP P/P 144A 06.1250 04/01/2023 | 0.01% |
| SCOTTS MIRACLE-GRO P/P 144A 04.5000 10/15/2029 | 0.01% |
| SERVICE CORPORATION INTL 04.6250 12/15/2027 | 0.01% |
| SIX FLAGS ENT P/P 144A 04.8750 07/31/2024 | 0.01% |
| SONIC HEALTHCARE LTD SEDOL 6821120 | 0.01% |
| STANDARD IND INC P/P 144A 05.3750 11/15/2024 | 0.01% |
| TOYOTA MOTOR CORP SEDOL 6900643 | 0.01% |
| UNITEDHEALTH GROUP INC SEDOL 2917766 | 0.01% |
| VISTRA OPERATIONS CO P/P 144A 05.5000 09/01/2026 | 0.01% |
| WAMU 2005-AR11 A1B3 02.1080 08/25/2045 | 0.01% |
| WAMU 2005-AR14 1A2 03.8601 12/25/2035 | 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% |
| ALTICE LUXEMBOURG SA P/P 144A 10.5000 05/15/2027 | 0.01% |
| ARCELORMITTAL USD 07.0000 10/15/2039 | 0.01% |
| ASCEND LEARNING LLC P/P 144A 06.8750 08/01/2025 | 0.01% |
| BAUSCH HLTH AMERICAS P/P 144A 09.2500 04/01/2026 | 0.01% |
| BAUSCH HLTH COS INC P/P 144A 07.0000 03/15/2024 | 0.01% |
| CAS 2015-C01 1M2 06.0080 02/25/2025 | 0.01% |
| CBRE SERVICES INC 05.2500 03/15/2025 | 0.01% |
| CELANESE US HOLDINGS LLC 04.6250 11/15/2022 | 0.01% |
| COCA-COLA EUROPEAN PARTNERS SEDOL BYQQ3P5 | 0.01% |
| COVEY PARK ENERGY LL P/P 144A 07.5000 05/15/2025 | 0.01% |
| DCP MIDSTREAM P/P 144A 06.7500 09/15/2037 | 0.01% |
| EIFFAGE SEDOL B13X013 | 0.01% |
| ENTERCOM MEDIA CORP P/P 144A 07.2500 11/01/2024 | 0.01% |
| FHR 3829 AS IO 05.1846 03/15/2041 | 0.01% |
| FUJIFILM HOLDINGS CORP SEDOL 6356525 | 0.01% |
| GENERAL DYNAMICS CORP SEDOL 2365161 | 0.01% |
| HCA INC 05.3750 09/01/2026 | 0.01% |
| NABORS INDUSTRIES INC. 05.7500 02/01/2025 | 0.01% |
| NEWCREST MINING LTD SEDOL 6637101 | 0.01% |
| NORFOLK SOUTHERN CORP SEDOL 2641894 | 0.01% |
| OCCIDENTAL PETROLEUM CORP SEDOL 2655408 | 0.01% |
| ORACLE CORP 05.3750 07/15/2040 | 0.01% |
| ORKLA ASA SEDOL B1VQF42 | 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% |
| RENAISSANCERE HOLDINGS LTD SEDOL 2728429 | 0.01% |
| STACR 2015-DN1 M3 05.8580 01/25/2025 | 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% |
| TEVA PHARMACEUTICALS NE USD 06.7500 03/01/2028 | 0.01% |
| TOPBUILD CORP P/P 144A 05.6250 05/01/2026 | 0.01% |
| US BANCORP SEDOL 2736035 | 0.01% |
| US CONCRETE INC 06.3750 06/01/2024 | 0.01% |
| VMWARE INC 03.9000 08/21/2027 | 0.01% |
| WASTE PRO USA INC P/P 144A 05.5000 02/15/2026 | 0.01% |
| WERNER FINCO LP/INC P/P 144A 08.7500 07/15/2025 | 0.01% |
| WESFARMERS LTD SEDOL 6948836 | 0.01% |
| WFCM 2016-LC25 XA IO 01.1417 12/15/2059 | 0.01% |
| WFRBS 2013-C14 XA IO 00.8655 06/15/2046 | 0.01% |
| ALLERGAN FUNDING SCS USD 03.4500 03/15/2022 | 0.01% |
| ALTICE FRANCE P/P 144A 07.3750 05/01/2026 | 0.01% |
| APERGY CORP 06.3750 05/01/2026 | 0.01% |
| ARDAGH PKG FIN/HLDGS P/P 144A 04.1250 08/15/2026 | 0.01% |
| ARDAGH PKG FIN/HLDGS P/P 144A 05.2500 08/15/2027 | 0.01% |
| BAUSCH HEALTH COS INC REGS 04.5000 05/15/2023 | 0.01% |
| BAUSCH HLTH COS INC P/P 144A 07.2500 05/30/2029 | 0.01% |
| BOMBARDIER INC P/P 144A 07.5000 12/01/2024 | 0.01% |
| BOMBARDIER INC P/P 144A 07.8750 04/15/2027 | 0.01% |
| CF INDUSTRIES INC 04.9500 06/01/2043 | 0.01% |
| CFCRE 2011-C2 D P/P 144A 05.9326 12/15/2047 | 0.01% |
| CGCMT 2012-GC8 XA IO P/P 144A 01.9355 09/10/2045 | 0.01% |
| CHENIERE CORP CHRIST 05.8750 03/31/2025 | 0.01% |
| CNO FINANCIAL GROUP INC 05.2500 05/30/2025 | 0.01% |
| CONSTELLIUM SE P/P 144A 05.8750 02/15/2026 | 0.01% |
| DIAMOND 1 FIN/DIAMON P/P 144A 07.1250 06/15/2024 | 0.01% |
| EG GLOBAL FIN PLC P/P 144A 06.7500 02/07/2025 | 0.01% |
| ENTERCOM MEDIA CORP P/P 144A 06.5000 05/01/2027 | 0.01% |
| EPR PROPERTIES 05.7500 CUM CV PFD | 0.01% |
| FAIRFAX US INC P/P 144A 04.8750 08/13/2024 | 0.01% |
| FIRST QUANTUM MINERA P/P 144A 07.5000 04/01/2025 | 0.01% |
| FISERV INC SEDOL 2342034 | 0.01% |
| GENERAL DYNAMICS CORP 02.2500 11/15/2022 | 0.01% |
| GFL ENVIRONMENTA P/P 144A 08.5000 05/01/2027 | 0.01% |
| GNMA GII30 BL6235 06.0000 04/20/2049 | 0.01% |
| HCA INC 05.0000 03/15/2024 | 0.01% |
| HKT TRUST AND HKT LTD-SS SEDOL B4TXDZ3 | 0.01% |
| HUB INTL LTD P/P 144A 07.0000 05/01/2026 | 0.01% |
| INFOR US INC 06.5000 05/15/2022 | 0.01% |
| IPALCO ENTPRS IN 03.7000 09/01/2024 | 0.01% |
| JOHNSON CONTROLS INTERNATION SEDOL BY7QL61 | 0.01% |
| JPMBB 2014-C25 XA IO 01.0068 11/15/2047 | 0.01% |
| NOMURA REAL ESTATE HOLDINGS SEDOL B1CWJM5 | 0.01% |
| NRG ENERGY INC P/P 144A 05.2500 06/15/2029 | 0.01% |
| NUCOR CORP SEDOL 2651086 | 0.01% |
| ORACLE CORP JAPAN SEDOL 6141680 | 0.01% |
| PENSKE TRUCK LE P/P 144A 03.4000 11/15/2026 | 0.01% |
| PETROBRAS GLOBAL FIN P/P 144A 05.0930 01/15/2030 | 0.01% |
| PNC BANK NA 02.7000 11/01/2022 | 0.01% |
| SIX FLAGS ENT P/P 144A 05.5000 04/15/2027 | 0.01% |
| SMURFIT KAPPA TREASURY USD 07.5000 11/20/2025 | 0.01% |
| SPRINGLEAF FINANCE CORP 05.3750 11/15/2029 | 0.01% |
| STACR 2015-DNA2 M3 05.6080 12/25/2027 | 0.01% |
| STARWOOD PROP TR 04.7500 03/15/2025 | 0.01% |
| SWISS PRIME SITE-REG SEDOL B083BH4 | 0.01% |
| T-MOBILE USA INC 04.7500 02/01/2028 | 0.01% |
| TMS INTL HLDG CORP P/P 144A 07.2500 08/15/2025 | 0.01% |
| TRANSDIGM INC 06.3750 06/15/2026 | 0.01% |
| TREASURY BILL 00.0000 04/23/2020 | 0.01% |
| TRI POINTE GROUP / HOMES 05.8750 06/15/2024 | 0.01% |
| UNIVISION COMM P/P 144A 05.1250 02/15/2025 | 0.01% |
| WESTPAC BANKING CORP USD 04.4210 07/24/2039 | 0.01% |
| ALBERTSONS COS LLC P/P 144A 07.5000 03/15/2026 | 0.01% |
| ALBERTSONS COS/SAFE P/P 144A 04.6250 01/15/2027 | 0.01% |
| ANTERO RESOURCES 05.3750 11/01/2021 | 0.01% |
| AUST & NZ BANKING GR P/P 144A 06.7500 12/29/2049 | 0.01% |
| BAUSCH HLTH COS INC P/P 144A 09.0000 12/15/2025 | 0.01% |
| BERKSHIRE HATHAWAY FIN 04.3000 05/15/2043 | 0.01% |
| BERRY GLOBAL INC 05.1250 07/15/2023 | 0.01% |
| BMIR 2017-1 M1 P/P 144A 03.4080 10/25/2027 | 0.01% |
| BMW US CAPITAL LLC P/P 144A 03.4000 08/13/2021 | 0.01% |
| BRIDGESTONE CORP SEDOL 6132101 | 0.01% |
| CAPITAL ONE FINANCIAL CO 04.2000 10/29/2025 | 0.01% |
| CARRIAGE SVCS INC P/P 144A 06.6250 06/01/2026 | 0.01% |
| CAS 2015-C02 2M2 05.7080 05/25/2025 | 0.01% |
| CENOVUS ENERGY INC USD 06.7500 11/15/2039 | 0.01% |
| CNO FINANCIAL GROUP INC 05.2500 05/30/2029 | 0.01% |
| COMM 2014-UBS6 XA IO 01.0469 12/10/2047 | 0.01% |
| CSC HOLDINGS LLC P/P 144A 07.7500 07/15/2025 | 0.01% |
| ELI LILLY & CO SEDOL 2516152 | 0.01% |
| GLP CAPITAL LP / FIN II 05.2500 06/01/2025 | 0.01% |
| GNMA GII30 BL6185 06.0000 01/20/2049 | 0.01% |
| GNMA GII30 BL6216 06.0000 03/20/2049 | 0.01% |
| GNR 2015-H26 EI IO 01.7825 10/20/2065 | 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% |
| HONGKONG LAND HOLDINGS LTD SEDOL 6434915 | 0.01% |
| HUDBAY MINERALS INC P/P 144A 07.6250 01/15/2025 | 0.01% |
| ICAHN ENTER/FIN 06.2500 05/15/2026 | 0.01% |
| INTEL CORP SEDOL 2463247 | 0.01% |
| JFE HOLDINGS INC SEDOL 6543792 | 0.01% |
| JPMBB 2015-C33 XA IO 01.1301 12/15/2048 | 0.01% |
| JPMORGAN CHASE & CO 02.2500 01/23/2020 | 0.01% |
| LIONS GATE CAP HOLD P/P 144A 06.3750 02/01/2024 | 0.01% |
| LOEWS CORP SEDOL 2523022 | 0.01% |
| LUKOIL INTL FIN BV P/P 144A 04.5630 04/24/2023 | 0.01% |
| MARATHON PETRO CORP 06.5000 03/01/2041 | 0.01% |
| MTR CORP SEDOL 6290054 | 0.01% |
| NATIONSTAR MORT/ 06.5000 07/01/2021 | 0.01% |
| NATIONSTAR MTG P/P 144A 08.1250 07/15/2023 | 0.01% |
| NEWELL BRANDS INC 04.2000 04/01/2026 | 0.01% |
| NRG ENERGY INC 06.6250 01/15/2027 | 0.01% |
| ONCOR ELECTRIC DELIVERY 05.3000 06/01/2042 | 0.01% |
| ORACLE CORP 02.5000 05/15/2022 | 0.01% |
| PANTHER BF AGGRE 2 P/P 144A 08.5000 05/15/2027 | 0.01% |
| PARK-OHIO INDUSTRIES INC 06.6250 04/15/2027 | 0.01% |
| PORSCHE AUTOMOBIL HLDG-PRF SEDOL 7101069 | 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% |
| THE BANK OF NOVA SCOTIA USD 02.7000 03/07/2022 | 0.01% |
| USI INC/NY P/P 144A 06.8750 05/01/2025 | 0.01% |
| WFRBS 2012-C9 XA IO P/P 144A 02.0581 11/15/2045 | 0.01% |
| WR GRACE & CO-CONN P/P 144A 05.6250 10/01/2024 | 0.01% |
| 1011778 BC / NEW RED P/P 144A 03.8750 01/15/2028 | 0.01% |
| ALTICE FRANCE SA P/P 144A 05.5000 01/15/2028 | 0.01% |
| AMC ENT HOLDIN 05.8750 11/15/2026 | 0.01% |
| ASCENT RESOURCES/AEU P/P 144A 10.0000 04/01/2022 | 0.01% |
| ATOTECH ALPHA 2 BV P/P 144A 08.7500 06/01/2023 | 0.01% |
| ATOTECH ALPHA 3 BV P/P 144A 06.2500 02/01/2025 | 0.01% |
| AXALTA COATING SYS P/P 144A 04.8750 08/15/2024 | 0.01% |
| BEACON ROOFING SUPP P/P 144A 04.8750 11/01/2025 | 0.01% |
| BERKSHIRE HATHAWAY ENERG 06.1250 04/01/2036 | 0.01% |
| BROOKFIELD RESID PRO P/P 144A 06.1250 07/01/2022 | 0.01% |
| BUILDERS FIRSTSOURCE P/P 144A 06.7500 06/01/2027 | 0.01% |
| BUMT 2005-1 1A1 02.3080 09/25/2045 | 0.01% |
| CAS 2019-HRP1 M2 03.8580 11/25/2039 | 0.01% |
| CAS 2019-R02 1M2 04.0080 08/25/2031 | 0.01% |
| COMM 2013-CR11 XA IO 01.0964 08/10/2050 | 0.01% |
| COMM 2014-CR19 XA IO 01.1910 08/10/2047 | 0.01% |
| COMMSCOPE TECH LLC P/P 144A 06.0000 06/15/2025 | 0.01% |
| CSC HOLDINGS LLC P/P 144A 05.7500 01/15/2030 | 0.01% |
| DIAMONDBACK ENERGY INC 05.3750 05/31/2025 | 0.01% |
| EMIR 2018-1 M2 04.7080 11/25/2028 | 0.01% |
| ENERGY TRANSFER OPERATNG 06.1250 12/15/2045 | 0.01% |
| ESH HOSPITALITY INC P/P 144A 05.2500 05/01/2025 | 0.01% |
| FREEDOM MTGE CORP P/P 144A 08.2500 04/15/2025 | 0.01% |
| FRONTIER COMM 11.0000 09/15/2025 | 0.01% |
| GATES GLOBAL LLC P/P 144A 06.0000 07/15/2022 | 0.01% |
| GNMA GII30 BL6016 06.0000 02/20/2049 | 0.01% |
| GNMA GII30 BL6219 06.0000 03/20/2049 | 0.01% |
| GNMA GII30 BM1953 06.0000 03/20/2049 | 0.01% |
| GSMS 2014-GC24 XA IO 00.8705 09/10/2047 | 0.01% |
| GW B-CR SECURITY P/P 144A 09.5000 11/01/2027 | 0.01% |
| JPMCC 2012-LC9 D P/P 144A 04.5825 12/15/2047 | 0.01% |
| KFC HLD/PIZZA HUT/TA P/P 144A 05.0000 06/01/2024 | 0.01% |
| KFC HLD/PIZZA HUT/TA P/P 144A 05.2500 06/01/2026 | 0.01% |
| KLEPIERRE SEDOL 7582556 | 0.01% |
| LIONS GATE CAP HOLD P/P 144A 05.8750 11/01/2024 | 0.01% |
| LIVE NATION ENTERTAI P/P 144A 05.6250 03/15/2026 | 0.01% |
| LOUISIANA-PACIFIC CORPORATION 04.8750 09/15/2024 | 0.01% |
| MAXIM INTEGRATED PRODUCTS SEDOL 2573760 | 0.01% |
| MBX.FN30.500.09 R USL1M P 01/12/40 BC | 0.01% |
| MGM RESORTS INTL 06.6250 12/15/2021 | 0.01% |
| MLMI 2005-A2 A2 04.4618 02/25/2035 | 0.01% |
| NETFLIX INC 04.8750 04/15/2028 | 0.01% |
| NEWFIELD EXPLORATION CO 05.7500 01/30/2022 | 0.01% |
| NEXSTAR BROADC P/P 144A 05.6250 08/01/2024 | 0.01% |
| NOVELIS CORP P/P 144A 06.2500 08/15/2024 | 0.01% |
| NRG ENERGY INC. 07.2500 05/15/2026 | 0.01% |
| PERTAMINA PERSERO PT P/P 144A 04.3000 05/20/2023 | 0.01% |
| POWER SOLUTIONS TLB L+350 05.7344 04/30/2026 | 0.01% |
| QORVO INC 05.5000 07/15/2026 | 0.01% |
| QVC INC 04.8500 04/01/2024 | 0.01% |
| ROYAL BK SCOTLND GRP PLC USD 07.5000 12/29/2049 | 0.01% |
| SPRINGLEAF FINANCE CORP 06.8750 03/15/2025 | 0.01% |
| STACR 2015-HQ2 M2 03.6580 05/25/2025 | 0.01% |
| STACR 2017-DNA3 M2 04.2080 03/25/2030 | 0.01% |
| STACR 2019-DNA1 M2 04.3580 01/25/2049 | 0.01% |
| SUGAR HSP GAMING P/P 144A 05.8750 05/15/2025 | 0.01% |
| TENNANT CO 05.6250 05/01/2025 | 0.01% |
| TMX FIN LLC/TITLEMAX P/P 144A 11.1250 04/01/2023 | 0.01% |
| TRANSOCEAN SENTR P/P 144A 05.3750 05/15/2023 | 0.01% |
| TRIVIUM PACK FIN P/P 144A 05.5000 08/15/2026 | 0.01% |
| WFRBS 2013-C11 AS 03.3110 03/15/2045 | 0.01% |
| WM MORRISON SUPERMARKETS SEDOL 0604316 | 0.01% |
| WMG ACQUISITION CORP P/P 144A 05.0000 08/01/2023 | 0.01% |
| WPX ENERGY INC 05.2500 10/15/2027 | 0.01% |
| WYNDHAM HOTELS & RE P/P 144A 05.3750 04/15/2026 | 0.01% |
| 1011778 BC ULC / P/P 144A 04.3750 01/15/2028 | 0.01% |
| ABC-MART INC SEDOL 6292102 | 0.01% |
| ALLIANT HOLDINGS P/P 144A 06.7500 10/15/2027 | 0.01% |
| ALLY FINANCIAL INC 03.8750 05/21/2024 | 0.01% |
| 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 FIN 05.1250 12/01/2022 | 0.01% |
| ASP AMC MERGER SUB P/P 144A 08.0000 05/15/2025 | 0.01% |
| BAUSCH HLTH COS INC P/P 144A 05.5000 11/01/2025 | 0.01% |
| CBS CORP 04.0000 01/15/2026 | 0.01% |
| CENTENE CORP 04.7500 05/15/2022 | 0.01% |
| CHARTER COMM OPT LLC 05.3750 05/01/2047 | 0.01% |
| CHEMOURS CO 07.0000 05/15/2025 | 0.01% |
| 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% |
| COMM 2014-LC17 XA IO 00.9253 10/10/2047 | 0.01% |
| COMMONWEALTH EDISON CO 05.9000 03/15/2036 | 0.01% |
| CROWN CORK & SEAL CO INC 07.3750 12/15/2026 | 0.01% |
| CWALT 2005-27 1A1 02.5571 08/25/2035 | 0.01% |
| DENBURY RESOURCES IN P/P 144A 09.0000 05/15/2021 | 0.01% |
| DRESDNER FDG TRST I P/P 144A 08.1510 06/30/2031 | 0.01% |
| ENDO LTD/FIN LLC/FIN P/P 144A 06.0000 02/01/2025 | 0.01% |
| FIFTH THIRD BANCORP 05.1000 12/29/2049 | 0.01% |
| FREEDOM MTGE CORP P/P 144A 08.1250 11/15/2024 | 0.01% |
| FRONTIER COMM P/P 144A 08.5000 04/01/2026 | 0.01% |
| GBP/USD CALL 1.33 20200123 BANKAM | 0.01% |
| GENERAL MOTORS FINL CO 04.0000 01/15/2025 | 0.01% |
| GNMA GII30 BL6184 06.0000 02/20/2049 | 0.01% |
| GNMA GII30 BL6217 06.0000 03/20/2049 | 0.01% |
| GNMA GII30 BL6218 06.0000 02/20/2049 | 0.01% |
| GSMS 2013-GC10 XA IO 01.6498 02/10/2046 | 0.01% |
| GSMS 2014-GC22 XA IO 01.1424 06/10/2047 | 0.01% |
| HANESBRANDS INC P/P 144A 04.6250 05/15/2024 | 0.01% |
| ICAHN ENTER/FIN 06.7500 02/01/2024 | 0.01% |
| JAGUAR HL / PPDI P/P 144A 06.3750 08/01/2023 | 0.01% |
| JAPAN TOBACCO INC SEDOL 6474535 | 0.01% |
| JARDINE MATHESON HLDGS LTD SEDOL 6472119 | 0.01% |
| JELD-WEN INC P/P 144A 04.6250 12/15/2025 | 0.01% |
| MATTAMY GROUP CORP P/P 144A 06.8750 12/15/2023 | 0.01% |
| MBX.FN30.500.10 R USL1M P 01/12/41 CI | 0.01% |
| MERCER INTL INC USD 06.5000 02/01/2024 | 0.01% |
| MSBAM 2014-C17 XA IO 01.2676 08/15/2047 | 0.01% |
| MSRR 2015-R4 CB1 02.6465 08/26/2047 | 0.01% |
| NUTRIEN LTD USD 05.2500 01/15/2045 | 0.01% |
| PENN NATIONAL GAMING P/P 144A 05.6250 01/15/2027 | 0.01% |
| PETROLEOS MEXICANOS P/P 144A 06.8400 01/23/2030 | 0.01% |
| QORVO INC SEDOL BR9YYP4 | 0.01% |
| RAYTHEON COMPANY 04.8750 10/15/2040 | 0.01% |
| SABINE PASS LIQUEFAC 05.7500 05/15/2024 | 0.01% |
| SABRE GLBL INC P/P 144A 05.3750 04/15/2023 | 0.01% |
| SS&C TECH INC P/P 144A 05.5000 09/30/2027 | 0.01% |
| STARFRUIT US/STAR FI P/P 144A 08.0000 10/01/2026 | 0.01% |
| STEEL DYNAMICS INC 05.5000 10/01/2024 | 0.01% |
| TALLGRASS NRG PRTNR P/P 144A 05.5000 01/15/2028 | 0.01% |
| TWDC ENTERPRISES 18 CORP 02.7500 08/16/2021 | 0.01% |
| UBSBB 2012-C4 XA IO P/P 144A 01.7781 12/10/2045 | 0.01% |
| VERTIV INT HOLD CORP P/P 144A 12.0000 02/15/2022 | 0.01% |
| VISTRA OPERATION P/P 144A 05.0000 07/31/2027 | 0.01% |
| WEEKLEY HOMES LLC 06.0000 02/01/2023 | 0.01% |
| WFRBS 2012-C10 XA IO P/P 144A 01.6936 12/15/2045 | 0.01% |
| WOLVERINE WORLD WIDE P/P 144A 05.0000 09/01/2026 | 0.01% |
| WPX ENERGY INC 05.7500 06/01/2026 | 0.01% |
| WPX ENERGY INC 08.2500 08/01/2023 | 0.01% |
| 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 05.7500 12/15/2023 | 0.00% |
| AIB GROUP PLC SEDOL BF0L353 | 0.00% |
| ALLEGHENY TECHNOLOGIES 05.9500 01/15/2021 | 0.00% |
| ANHEUSER-BUSCH INBEV WOR 02.5000 07/15/2022 | 0.00% |
| AROUNDTOWN SA SEDOL BF0CK44 | 0.00% |
| ASCEND LEARNING LLC P/P 144A 06.8750 08/01/2025 | 0.00% |
| BANK OF MONTREAL USD 03.8030 12/15/2032 | 0.00% |
| BWAY CORP TLB L+325 05.2343 04/03/2024 | 0.00% |
| CALPINE CORP P/P 144A 05.2500 06/01/2026 | 0.00% |
| CHS/COMMUNITY HEALT P/P 144A 08.1250 06/30/2024 | 0.00% |
| CLEAR CHANNEL WORLD P/P 144A 09.2500 02/15/2024 | 0.00% |
| COMCAST CORP 03.9990 11/01/2049 | 0.00% |
| COMCAST CORP 06.5000 11/15/2035 | 0.00% |
| COMMSCOPE INC P/P 144A 08.2500 03/01/2027 | 0.00% |
| CROWN AMER/CAP 04.7500 02/01/2026 | 0.00% |
| CROWN CASTLE INTL CORP 04.8750 04/15/2022 | 0.00% |
| ECOLAB INC SEDOL 2304227 | 0.00% |
| FERGUSON PLC SEDOL BJVNSS4 | 0.00% |
| FIDELITY NATIONAL INFORM 03.0000 08/15/2026 | 0.00% |
| FRESENIUS MEDICAL CARE AG & SEDOL 5129074 | 0.00% |
| GARTNER INC P/P 144A 05.1250 04/01/2025 | 0.00% |
| GLP CAPITAL LP / FIN II 05.3750 04/15/2026 | 0.00% |
| GMAC CAPITAL TRUST I PCT 07.6948 | 0.00% |
| HEINEKEN HOLDING NV SEDOL B0CCH46 | 0.00% |
| ICAHN ENTER P/P 144A 04.7500 09/15/2024 | 0.00% |
| ICAHN ENTERPRISES/FI 06.2500 02/01/2022 | 0.00% |
| IHEARTCOMMUNICATIONS INC 06.3750 05/01/2026 | 0.00% |
| INDIGO NATURAL P/P 144A 06.8750 02/15/2026 | 0.00% |
| IOS.FN30.400.10 R USL1M P 01/12/41 BC | 0.00% |
| JELD-WEN INC P/P 144A 04.8750 12/15/2027 | 0.00% |
| KFC HLD/PIZZA HUT/TA P/P 144A 04.7500 06/01/2027 | 0.00% |
| KINDER MORGAN ENER PART 05.4000 09/01/2044 | 0.00% |
| KINDER MORGAN INC/DELAWA 07.7500 01/15/2032 | 0.00% |
| KRATON POLYMERS LLC/ P/P 144A 07.0000 04/15/2025 | 0.00% |
| LEVEL 3 FINANCING INC 05.6250 02/01/2023 | 0.00% |
| LIVE NATION ENT P/P 144A 04.8750 11/01/2024 | 0.00% |
| MEG ENERGY CORP P/P 144A 06.5000 01/15/2025 | 0.00% |
| MET LIFE GLOB FUND P/P 144A 03.0000 01/10/2023 | 0.00% |
| MOLINA HEALTHCARE IN 05.3750 11/15/2022 | 0.00% |
| MSAC 2004-HE6 M1 02.5330 08/25/2034 | 0.00% |
| NATIONAL AUSTRALIA BANK LTD SEDOL 6624608 | 0.00% |
| NETFLIX INC P/P 144A 05.3750 11/15/2029 | 0.00% |
| NETFLIX INC. 06.3750 05/15/2029 | 0.00% |
| OMIR 2018-1A M1 03.2580 07/25/2028 | 0.00% |
| PENSKE AUTO GRP INC 05.7500 10/01/2022 | 0.00% |
| PENSKE AUTOMOTIVE GROUP 05.5000 05/15/2026 | 0.00% |
| PETROBRAS GLOBAL FIN USD 05.9990 01/27/2028 | 0.00% |
| PUBLICIS GROUPE SEDOL 4380429 | 0.00% |
| REPUBLIC OF VENEZUELA REGS 08.2500 10/13/2024 | 0.00% |
| RESIDEO FUNDING INC P/P 144A 06.1250 11/01/2026 | 0.00% |
| ROBERTSHAW TL 2L L+800 09.7500 02/28/2026 | 0.00% |
| ROBERTSHAW US HOLDING L+325 05.0000 02/28/2025 | 0.00% |
| ROSE ROCK MIDSTREAM/ 05.6250 07/15/2022 | 0.00% |
| RTL GROUP SEDOL B1BK209 | 0.00% |
| SAMPO OYJ-A SHS SEDOL 5226038 | 0.00% |
| SECOM CO LTD SEDOL 6791591 | 0.00% |
| SESI LLC 07.1250 12/15/2021 | 0.00% |
| SM ENERGY CO 06.7500 09/15/2026 | 0.00% |
| SOLERA LLC / SOLERA P/P 144A 10.5000 03/01/2024 | 0.00% |
| SPRINGLEAF FINANCE CORP 06.6250 01/15/2028 | 0.00% |
| TD AMERITRADE HOLDING CORP SEDOL 2983154 | 0.00% |
| TENET HEALTHCARE 04.6250 07/15/2024 | 0.00% |
| TRANSDIGM INC. 06.5000 07/15/2024 | 0.00% |
| TRANSOCEAN PONTUS LT P/P 144A 06.1250 08/01/2025 | 0.00% |
| TRANSOCEAN POSEIDON P/P 144A 06.8750 02/01/2027 | 0.00% |
| TRAVELPORT TLB L+500 07.5413 05/30/2026 | 0.00% |
| VERTIV GROUP CORP P/P 144A 09.2500 10/15/2024 | 0.00% |
| VISTRA ENERGY CORP P/P 144A 08.1250 01/30/2026 | 0.00% |
| VISTRA OPERATIONS CO P/P 144A 05.6250 02/15/2027 | 0.00% |
| WELLCARE HEALTH PLANS 05.2500 04/01/2025 | 0.00% |
| WFRBS 2011-C4 E P/P 144A 05.3964 06/15/2044 | 0.00% |
| ABC SUPPLY CO INC P/P 144A 04.0000 01/15/2028 | 0.00% |
| AES CORP/THE 04.5000 03/15/2023 | 0.00% |
| AES CORP/THE 05.1250 09/01/2027 | 0.00% |
| ALTRIA GROUP INC | 0.00% |
| AMC ENTERTAINMENT HLDGS 06.1250 05/15/2027 | 0.00% |
| APACHE CORPORATION 03.2500 04/15/2022 | 0.00% |
| BANK OF AMERICA CORP 02.8785 09/15/2026 | 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% |
| BOMBARDIER INC P/P 144A 08.7500 12/01/2021 | 0.00% |
| BOYD GAMING CORP P/P 144A 04.7500 12/01/2027 | 0.00% |
| BOYD GAMING CORPORATION 06.0000 08/15/2026 | 0.00% |
| BOYD GAMING CORPORATION 06.8750 05/15/2023 | 0.00% |
| BROOKFIELD RESID P/P 144A 06.2500 09/15/2027 | 0.00% |
| BSCMS 2006-PW11 B P/P 144A 05.8095 03/11/2039 | 0.00% |
| BUILDERS FIRSTSOURCE P/P 144A 05.6250 09/01/2024 | 0.00% |
| CAS 2015-C02 1M2 05.7080 05/25/2025 | 0.00% |
| CENTENE ESCROW I CO P/P 144A 05.3750 06/01/2026 | 0.00% |
| CHEMOURS CO 06.6250 05/15/2023 | 0.00% |
| CHS/COMMUNITY HEALTH P/P 144A 08.0000 03/15/2026 | 0.00% |
| CINEMARK USA INC 05.1250 12/15/2022 | 0.00% |
| COMMSCOPE INC P/P 144A 06.0000 03/01/2026 | 0.00% |
| CPG INTL TL L+375 05.9333 05/05/2024 | 0.00% |
| CREDIT ACCEPTANC P/P 144A 06.6250 03/15/2026 | 0.00% |
| DISH NETWORK CV 03.3750 08/15/2026 | 0.00% |
| DUN & BRADSTREET COR P/P 144A 06.8750 08/15/2026 | 0.00% |
| EOG RESOURCES INC 04.1500 01/15/2026 | 0.00% |
| FHR 3408 EK 18.6894 04/15/2037 | 0.00% |
| FORD MOTOR CO SEDOL 2615468 | 0.00% |
| FREEPORT-MCMORAN INC 05.4500 03/15/2043 | 0.00% |
| GATES GLOBAL TLB L+275 04.4516 03/31/2024 | 0.00% |
| GNMA GII30 AY2298 04.7000 05/20/2067 | 0.00% |
| GNMA GII30 AY4779 04.5090 03/20/2067 | 0.00% |
| GNMA GII30 BA7681 04.6260 06/20/2067 | 0.00% |
| GNMA GII30 BB0107 04.7000 08/20/2067 | 0.00% |
| GNR 2012-141 WI IO 03.5000 11/20/2041 | 0.00% |
| GNR 2013-14 IO IO 03.5000 12/20/2042 | 0.00% |
| GO DADDY OPCO/FINCO P/P 144A 05.2500 12/01/2027 | 0.00% |
| HESS MIDSTREAM P P/P 144A 05.1250 06/15/2028 | 0.00% |
| HOLOGIC INC P/P 144A 04.3750 10/15/2025 | 0.00% |
| HSBC HOLDINGS PLC SEDOL 0540528 | 0.00% |
| INTERNATIONAL LEASE FIN CORP 05.8750 08/15/2022 | 0.00% |
| IRON MOUNTAIN INC P/P 144A 05.2500 03/15/2028 | 0.00% |
| ISTAR INC. 05.2500 09/15/2022 | 0.00% |
| JOSEPH T RYERSON & S P/P 144A 11.0000 05/15/2022 | 0.00% |
| JPMBB 2014-C19 XA IO 00.9088 04/15/2047 | 0.00% |
| LEVEL 3 FIN INC P/P 144A 04.6250 09/15/2027 | 0.00% |
| MAUSER PACKAGING SOL P/P 144A 05.5000 04/15/2024 | 0.00% |
| MBX.FN30.450.09 R USL1M P 01/12/40 BC | 0.00% |
| MBX.FN30.500.10 R USL1M P 01/12/41 CI | 0.00% |
| MERCER INTL INC USD 05.5000 01/15/2026 | 0.00% |
| MICROSOFT CORP 05.3000 02/08/2041 | 0.00% |
| NATIONAL GRID PLC SEDOL BDR05C0 | 0.00% |
| NRG ENERGY INC 05.7500 01/15/2028 | 0.00% |
| OASIS PETROLEUM INC 06.8750 03/15/2022 | 0.00% |
| PANTHER BF AGGREGA P/P 144A 06.2500 05/15/2026 | 0.00% |
| PARTY CITY HLDG INC P/P 144A 06.1250 08/15/2023 | 0.00% |
| PENSKE AUTOMOTIVE GROUP 05.3750 12/01/2024 | 0.00% |
| POMEGRANATE MERGER S P/P 144A 09.7500 05/01/2023 | 0.00% |
| PRUDENTIAL FINANCIAL INC 05.6250 06/15/2043 | 0.00% |
| REVLON CONS TLB L+350 05.4091 09/07/2023 | 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% |
| SES SEDOL B00ZQQ2 | 0.00% |
| SIRIUS XM RADIO INC. P/P 144A 05.5000 07/01/2029 | 0.00% |
| SM ENERGY CO 06.1250 11/15/2022 | 0.00% |
| SPECTRUM BRANDS INC P/P 144A 05.0000 10/01/2029 | 0.00% |
| SPRINGLEAF FINANCE CORP 07.1250 03/15/2026 | 0.00% |
| STACR 2018-HQA2 M2 04.0080 10/25/2048 | 0.00% |
| SWEDISH MATCH AB SEDOL 5048566 | 0.00% |
| TARGA RESOURCES PART P/P 144A 06.5000 07/15/2027 | 0.00% |
| TAYLOR MORRISON COMM P/P 144A 05.7500 01/15/2028 | 0.00% |
| TENET HEALTHCARE P/P 144A 06.2500 02/01/2027 | 0.00% |
| THE SHERWIN-WILLIAMS COMPANY 02.7500 06/01/2022 | 0.00% |
| YUM! BRANDS INC P/P 144A 04.7500 01/15/2030 | 0.00% |
| AIR MEDICAL MERGER S P/P 144A 06.3750 05/15/2023 | 0.00% |
| ALLY FINANCIAL INC 08.0000 03/15/2020 | 0.00% |
| AMC ENTERTAINMENT HLDGS 05.7500 06/15/2025 | 0.00% |
| ATHENE HOLDING LTD-CLASS A SEDOL BZ13MZ1 | 0.00% |
| AUD/USD 01/15/2020 RBSF | 0.00% |
| AUD/USD 01/15/2020 SSBT | 0.00% |
| AUD/USD 01/15/2020 UBS | 0.00% |
| AUTOMATION TOOLING S P/P 144A 06.5000 06/15/2023 | 0.00% |
| AZRIELI GROUP LTD SEDOL B5MN1W0 | 0.00% |
| BAUSCH HLTH COS INC P/P 144A 06.5000 03/15/2022 | 0.00% |
| BAYTEX ENERGY CORP P/P 144A 05.6250 06/01/2024 | 0.00% |
| BEACON ROOFING SUPPL P/P 144A 04.5000 11/15/2026 | 0.00% |
| BOYD GAMING CORP 06.3750 04/01/2026 | 0.00% |
| BP CAP MARKETS AMERICA 03.9370 09/21/2028 | 0.00% |
| CALIFORNIA RESOURC TL L+475 06.4516 12/31/2022 | 0.00% |
| CBS OUT AMER CAP LLC 05.6250 02/15/2024 | 0.00% |
| CBS OUT AMER CAP LLC 05.8750 03/15/2025 | 0.00% |
| CIGNA CORP SEDOL BHJ0775 | 0.00% |
| CIT GROUP INC. 05.0000 08/15/2022 | 0.00% |
| CLEAN HARBORS INC P/P 144A 05.1250 07/15/2029 | 0.00% |
| COMM 2014-CR18 XA IO 01.1610 07/15/2047 | 0.00% |
| COMPASS MINERALS INT P/P 144A 04.8750 07/15/2024 | 0.00% |
| COMSTOCK RESOURCES 09.7500 08/15/2026 | 0.00% |
| CREDIT ACCEPTANC 07.3750 03/15/2023 | 0.00% |
| DELTA AIR LINES 2009 1A 07.7500 12/17/2019 | 0.00% |
| EL PASO NATURAL GAS 08.3750 06/15/2032 | 0.00% |
| ELDORADO RESORTS INC 07.0000 08/01/2023 | 0.00% |
| ENERGIZER HLDG INC P/P 144A 06.3750 07/15/2026 | 0.00% |
| EQUINIX INC 05.8750 01/15/2026 | 0.00% |
| FEDEX CORP 02.6250 08/01/2022 | 0.00% |
| FHR 2990 LB 12.4335 06/15/2034 | 0.00% |
| FNR 2007-53 SP 17.9373 06/25/2037 | 0.00% |
| FOX CORP - CLASS B SEDOL BJJMGY5 | 0.00% |
| FRAC TECH INTL TLB L+475 06.4516 04/16/2021 | 0.00% |
| GBP/USD 12/18/2019 SSBT | 0.00% |
| GNMA GII30 BM4196 06.0000 04/20/2049 | 0.00% |
| GNR 2010-9 UI IO 05.0000 01/20/2040 | 0.00% |
| GNR 2015-124 NI IO 03.5000 06/20/2039 | 0.00% |
| GSMS 2013-GC12 XA IO 01.5573 06/10/2046 | 0.00% |
| INCEPTION MRGR/RACK P/P 144A 08.6250 11/15/2024 | 0.00% |
| JO-ANN STORES 2NDL L+925 10.9580 05/21/2024 | 0.00% |
| JO-ANN STORES TL L+500 06.9340 10/16/2023 | 0.00% |
| LABORATORY CRP OF AMER HLDGS SEDOL 2586122 | 0.00% |
| LBUBS 2008-C1 AM 06.2775 04/15/2041 | 0.00% |
| LIVE NATION ENT P/P 144A 04.7500 10/15/2027 | 0.00% |
| MASONITE INTL C P/P 144A 05.3750 02/01/2028 | 0.00% |
| MATTAMY GROUP CORP P/P 144A 06.5000 10/01/2025 | 0.00% |
| MEG ENERGY CORP P/P 144A 06.3750 01/30/2023 | 0.00% |
| MERCK & CO INC 01.8500 02/10/2020 | 0.00% |
| MGM GROWTH/MGM FINANCE 04.5000 01/15/2028 | 0.00% |
| NATIONSTAR MTG P/P 144A 09.1250 07/15/2026 | 0.00% |
| NEIMAN MARCUS TL L+600 07.7710 10/25/2023 | 0.00% |
| NEW GOLD INC P/P 144A 06.2500 11/15/2022 | 0.00% |
| NEWS CORP - CLASS A SEDOL BBGVT40 | 0.00% |
| NINE ENERGY SERVICE P/P 144A 08.7500 11/01/2023 | 0.00% |
| NN GROUP NV SEDOL BNG8PQ9 | 0.00% |
| NOBLE HLDG INTL LTD P/P 144A 07.8750 02/01/2026 | 0.00% |
| PETROBRAS GLOBAL FIN USD 05.2990 01/27/2025 | 0.00% |
| REPUBLIC OF VENEZUELA REGS 09.0000 05/07/2023 | 0.00% |
| SM ENERGY CO 05.0000 01/15/2024 | 0.00% |
| SPECTRUM BRANDS INC 06.1250 12/15/2024 | 0.00% |
| STACR 2019-HQA1 M2 04.0580 02/25/2049 | 0.00% |
| STEEL DYNAMICS INC 05.0000 12/15/2026 | 0.00% |
| T-MOBILE USA INC 04.5000 02/01/2026 | 0.00% |
| T-MOBILE USA INC. 04.0000 04/15/2022 | 0.00% |
| TARGA RESOURCES PART P/P 144A 06.8750 01/15/2029 | 0.00% |
| TECK RESOURCES LIMITED USD 03.7500 02/01/2023 | 0.00% |
| TRANSOCEAN INC 07.5000 04/15/2031 | 0.00% |
| TRONOX FINANCE PLC P/P 144A 05.7500 10/01/2025 | 0.00% |
| VIPER ENERGY P/P 144A 05.3750 11/01/2027 | 0.00% |
| WELLCARE HLTH PLANS P/P 144A 05.3750 08/15/2026 | 0.00% |
| WEWORK COS INC P/P 144A 07.8750 05/01/2025 | 0.00% |
| WMG ACQUISITION CORP P/P 144A 05.5000 04/15/2026 | 0.00% |
| ZEKELMAN IND INC P/P 144A 09.8750 06/15/2023 | 0.00% |
| 1.45 R ISWP FWD US0003M P 12/18/2024 | 0.00% |
| 1.519 R ISWP US0003M P 10/02/2024 | 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% |
| AKZO NOBEL N.V. SEDOL BJ2KSG2 | 0.00% |
| ARCELORMITTAL USD 06.1250 06/01/2025 | 0.00% |
| ASCENT RESOURCES/AR P/P 144A 07.0000 11/01/2026 | 0.00% |
| AUD/JPY PUT 70.00 20200214 CITI | 0.00% |
| AUD/JPY PUT 70.00 20200214 GSFX | 0.00% |
| BANK OF AMERICA CORP 06.5000 10/29/2049 | 0.00% |
| BERRY GLOBAL INC 05.5000 05/15/2022 | 0.00% |
| BERRY GLOBAL INC P/P 144A 04.5000 02/15/2026 | 0.00% |
| CANADIAN UTILITIES LTD-A SEDOL 2172639 | 0.00% |
| CHEMOURS CO 05.3750 05/15/2027 | 0.00% |
| CINEMARK USA INC 04.8750 06/01/2023 | 0.00% |
| CIT GROUP INC 05.0000 08/01/2023 | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 JP | 0.00% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 CS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | 0.00% |
| COLORADO INTERSTATE GAS CO 06.8500 06/15/2037 | 0.00% |
| COMMSCOPE INC P/P 144A 05.5000 03/01/2024 | 0.00% |
| CPG MERGER SUB LLC P/P 144A 08.0000 10/01/2021 | 0.00% |
| EAGLE HLDG CO II LLC P/P 144A 07.7500 05/15/2022 | 0.00% |
| ELDORADO RESORTS INC 06.0000 09/15/2026 | 0.00% |
| EQUINIX INC 03.2000 11/18/2029 | 0.00% |
| FHR 3072 SM 04.2533 11/15/2035 | 0.00% |
| FHR 3249 PS 16.4492 12/15/2036 | 0.00% |
| FNR 2006-62 PS 29.6520 07/25/2036 | 0.00% |
| GENON 939CER907 | 0.00% |
| GETLINK SE SEDOL B292JQ9 | 0.00% |
| GLENCORE PLC SEDOL B4T3BW6 | 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% |
| H LUNDBECK A/S SEDOL 7085259 | 0.00% |
| IHS MARKIT LTD P/P 144A 04.0000 03/01/2026 | 0.00% |
| INSTALLED BUILDI P/P 144A 05.7500 02/01/2028 | 0.00% |
| INTERCONTINENTAL EXCHANGE IN SEDOL BFSSDS9 | 0.00% |
| IOS.FN30.400.09 R USL1M P 01/12/40 GS | 0.00% |
| KYUSHU RAILWAY COMPANY SEDOL BD2BST6 | 0.00% |
| LAMB WESTON HOLDINGS P/P 144A 04.6250 11/01/2024 | 0.00% |
| LENNAR CORP 05.8750 11/15/2024 | 0.00% |
| MATTEL INC P/P 144A 05.8750 12/15/2027 | 0.00% |
| MERCER INTL INC USD 07.3750 01/15/2025 | 0.00% |
| MOLINA HEALTHCARE IN P/P 144A 04.8750 06/15/2025 | 0.00% |
| MXN/USD 01/15/2020 BANKAM | 0.00% |
| NETFLIX INC. P/P 144A 04.8750 06/15/2030 | 0.00% |
| NOBLE HOLDING INTL LTD USD 07.7500 01/15/2024 | 0.00% |
| OASIS PETROLEUM INC P/P 144A 06.2500 05/01/2026 | 0.00% |
| ONO PHARMACEUTICAL CO LTD SEDOL 6660107 | 0.00% |
| OUTFRONT MEDIA C P/P 144A 04.6250 03/15/2030 | 0.00% |
| PRESTIGE BRANDS INC P/P 144A 05.1250 01/15/2028 | 0.00% |
| QUEBECOR MEDIA INC USD 05.7500 01/15/2023 | 0.00% |
| RACKSPACE HOSTING INC L+300 04.9021 11/03/2023 | 0.00% |
| REALOGY GRP / CO P/P 144A 09.3750 04/01/2027 | 0.00% |
| REGENCY ENERGY P 04.5000 11/01/2023 | 0.00% |
| REPSOL SA SEDOL 5669354 | 0.00% |
| SPRINT COMMUNICATIONS INC. 07.0000 08/15/2020 | 0.00% |
| SUBARU CORP SEDOL 6356406 | 0.00% |
| T-MOBILE USA INC 06.0000 03/01/2023 | 0.00% |
| TARGA RES PRTNRS P/P 144A 05.5000 03/01/2030 | 0.00% |
| VALARIS PLC USD 07.7500 02/01/2026 | 0.00% |
| 1.512 R ISWP US0003M P 10/04/2021 | 0.00% |
| 1.58 R ISWP FWD US0003M P 12/18/2021 | 0.00% |
| ALLEGHENY TECHNOLOGIES 05.8750 12/01/2027 | 0.00% |
| AUD/USD 01/15/2020 JPMCB | 0.00% |
| BRL/USD 02/04/2020 GSFX | 0.00% |
| CALIFORNIA RESOURCES P/P 144A 08.0000 12/15/2022 | 0.00% |
| CALPINE CORP P/P 144A 05.8750 01/15/2024 | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CS | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.00% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 JP | 0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS | 0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 JP | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 ML | 0.00% |
| CONTINENTAL RESOURCES 05.0000 09/15/2022 | 0.00% |
| CVS PASS-THROUGH TRUST 06.0360 12/10/2028 | 0.00% |
| ENERGIZER HLDG INC P/P 144A 07.7500 01/15/2027 | 0.00% |
| FNMA FN30 BO0212 UMBS 04.5000 05/01/2049 | 0.00% |
| FNR 2005-106 JC 14.8279 12/25/2035 | 0.00% |
| FNR 2005-75 GS 15.1260 08/25/2035 | 0.00% |
| FNR 2005-83 QP 12.9532 11/25/2034 | 0.00% |
| FNR 2007-14 KO PO 00.0000 03/25/2037 | 0.00% |
| GNMA GII30 BN7073 04.5000 05/20/2049 | 0.00% |
| GNR 2010-9 QI IO 04.5000 01/20/2040 | 0.00% |
| GNR 2019-78 SJ IO 04.3264 06/20/2049 | 0.00% |
| HCA INC. 07.5000 02/15/2022 | 0.00% |
| IHEARTMEDIA INC - CLASS A SEDOL BJVR9Y9 | 0.00% |
| IHEARTMEDIA TL L+400 05.6911 05/01/2026 | 0.00% |
| IOS.FN30.350.14 R USL1M P 01/12/45 CS | 0.00% |
| IOS.FN30.400.10 R USL1M P 01/12/41 BC | 0.00% |
| IOS.FN30.400.11 R USL1M P 01/12/42 GS | 0.00% |
| IOS.FN30.400.11 R USL1M P 01/12/42 GS | 0.00% |
| JPY/USD 02/19/2020 SSBT | 0.00% |
| MALLINCKRODT FIN/SB P/P 144A 05.5000 04/15/2025 | 0.00% |
| MEG ENERGY CORP P/P 144A 07.0000 03/31/2024 | 0.00% |
| MSC 2007-HQ11 C 05.5580 02/12/2044 | 0.00% |
| NABORS INDUSTRIES INC. 05.5000 01/15/2023 | 0.00% |
| NZD/USD 01/15/2020 UBS | 0.00% |
| PETROLEOS DE VEN P/P 144A 06.0000 11/15/2026 | 0.00% |
| PPL CAPITAL FUNDING INC 03.4000 06/01/2023 | 0.00% |
| ROYAL BANK OF CANADA USD 02.8000 04/29/2022 | 0.00% |
| SASC 2006-AM1 A4 01.8680 04/25/2036 | 0.00% |
| STACR 2019-DNA2 M2 04.1580 03/25/2049 | 0.00% |
| STANDARD IND INC P/P 144A 04.7500 01/15/2028 | 0.00% |
| STEEL DYNAMICS INC 04.1250 09/15/2025 | 0.00% |
| T-MOBILE USA INC 05.3750 04/15/2027 | 0.00% |
| THE AES CORPORATION 04.8750 05/15/2023 | 0.00% |
| TIAAC 2003-1A E 144A 08.0000 12/28/2038 | 0.00% |
| TOWNSQUARE MEDIA INC P/P 144A 06.5000 04/01/2023 | 0.00% |
| TRANSDIGM INC 06.5000 05/15/2025 | 0.00% |
| 1.3935 R ISWP US0003M P 10/04/2024 | 0.00% |
| ADVANZ PHARMA CORP SEDOL BH4P601 | 0.00% |
| AUD/USD 01/15/2020 GSFX | 0.00% |
| AVAYA HOLDINGS CORP SEDOL BD9G9B3 | 0.00% |
| BACM 2007-1 XW IO 00.4018 01/15/2049 | 0.00% |
| BACM 2007-5 XW IO P/P 144A 00.0000 02/10/2051 | 0.00% |
| BRL/USD 02/04/2020 CITI | 0.00% |
| BSCMS 04-PR3I X1 IO 00.0000 02/11/2041 | 0.00% |
| BSCMS 06-PW14 X1 IO P/P 144A 00.4989 12/11/2038 | 0.00% |
| CAD/USD 01/15/2020 BANKAM | 0.00% |
| CAD/USD 01/15/2020 BCAP-FX | 0.00% |
| CAD/USD 01/15/2020 JPMCB | 0.00% |
| CAD/USD 01/15/2020 TDBK | 0.00% |
| CD 2007-CD4 XW IO P/P 144A 01.0376 12/11/2049 | 0.00% |
| CD 2007-CD5 XS IO 144A 00.0000 11/15/2044 | 0.00% |
| CGCMT 2006-C5 XC IO P/P 144A 00.7220 10/15/2049 | 0.00% |
| CLEAR CHANNEL OUTDOOR HOLDIN SEDOL BJHVCH9 | 0.00% |
| CLP/USD 01/15/2020 GSFX | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 JP | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 JP | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 JP | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 JP | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 ML | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 ML | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 MS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 MS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 MS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 MS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 MS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 MS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 MS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 MS | 0.00% |
| CMB CMBX.NA.A.7 2047-01-17 200.0 01/17/2047 CG | 0.00% |
| CMB CMBX.NA.A.7 2047-01-17 200.0 01/17/2047 JP | 0.00% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CG | 0.00% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CG | 0.00% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CS | 0.00% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CS | 0.00% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CS | 0.00% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 JP | 0.00% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 ML | 0.00% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 ML | 0.00% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 MS | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 JP | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 JP | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 JP | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 MS | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 MS | 0.00% |
| CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 JP | 0.00% |
| CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 MS | 0.00% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 CG | 0.00% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 JP | 0.00% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 JP | 0.00% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 JP | 0.00% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 MS | 0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CG | 0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CG | 0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CG | 0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CS | 0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CS | 0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS | 0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS | 0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 MS | 0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 MS | 0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 MS | 0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 MS | 0.00% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 CG | 0.00% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 CS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 JP | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 JP | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 JP | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 JP | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 JP | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 BA | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 BA | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 BA | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 BC | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 ML | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | 0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 CS | 0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 GS | 0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 JP | 0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 JP | 0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 ML | 0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 MS | 0.00% |
| COMM 2006-C8 XS IO P/P 144A 00.5546 12/10/2046 | 0.00% |
| CSFB 2003-C3 AX IO P/P 144A 02.2093 05/15/2038 | 0.00% |
| CSMC 2007-C2 AX IO P/P 144A 00.0444 01/15/2049 | 0.00% |
| DISH NETWORK CORP-RTS SEDOL BL0L9Q8 | 0.00% |
| DKK/USD 12/18/2019 CITI | 0.00% |
| ESC CHESAPEAKEOILFIELD 06.6250 11/15/2020 | 0.00% |
| ESC SEVENTYSEVENERG 06.5000 07/15/2022 | 0.00% |
| EUR/NOK PUT 9.85 20200121 GSFX | 0.00% |
| EUR/USD 12/18/2019 BANKAM | 0.00% |
| EUR/USD 12/18/2019 RBSF | 0.00% |
| FHR 3117 AF 00.0000 02/15/2036 | 0.00% |
| FHR 3206 EO PO 00.0000 08/15/2036 | 0.00% |
| FHR 3326 WF 00.0000 10/15/2035 | 0.00% |
| FHR 3391 PO PO 00.0000 04/15/2037 | 0.00% |
| FIRSTENERGY CORP 03.9000 07/15/2027 | 0.00% |
| FIRSTENERGY CORP 04.8500 07/15/2047 | 0.00% |
| FNR 2006-125 OX PO 00.0000 01/25/2037 | 0.00% |
| FNR 2006-46 OC PO 00.0000 06/25/2036 | 0.00% |
| FNR 2006-84 OT PO 00.0000 09/25/2036 | 0.00% |
| GBP/USD 12/18/2019 GSFX | 0.00% |
| GBP/USD 12/18/2019 HSBCB | 0.00% |
| GECMC 2007-C1 XC IO P/P 144A 00.2697 12/10/2049 | 0.00% |
| GLOBAL FASHION GRP P/P | 0.00% |
| GNR 2006-36 OD PO 00.0000 07/16/2036 | 0.00% |
| GNR 2018-127 IB IO 04.5000 06/20/2045 | 0.00% |
| HC BRILLANT SERVICES GMBH P/P | 0.00% |
| HKD/USD 02/19/2020 BCAP-FX | 0.00% |
| INTELSAT JACKSON HLD P/P 144A 08.0000 02/15/2024 | 0.00% |
| IOS.FN30.350.12 R USL1M P 01/12/43 BC | 0.00% |
| IOS.FN30.400.11 R USL1M P 01/12/42 BC | 0.00% |
| IOS.FN30.600.08 R USL1M P 01/12/39 GS | 0.00% |
| IOS.FN30.650.67 R USL1M P 01/12/38 BC | 0.00% |
| IOS.FN30.650.67 R USL1M P 01/12/38 GS | 0.00% |
| JPMCC 05-CB12 X1 IO P/P 144A 00.5061 09/12/2037 | 0.00% |
| JPMCC 06-LDP6 X1 IO P/P 144A 00.0000 04/15/2043 | 0.00% |
| JPMCC 2006-LDP8 X IO 00.2998 05/15/2045 | 0.00% |
| JPMCC 2007-LDPX X IO 00.3226 01/15/2049 | 0.00% |
| JPY/USD 02/19/2020 CITI | 0.00% |
| LBUBS 2005-C7 XCL IO P/P 144A 00.5070 11/15/2040 | 0.00% |
| LBUBS 2007-C2 XW IO 00.3551 02/15/2040 | 0.00% |
| MBX.FN30.650.67 P USL1M R 01/12/38 GS | 0.00% |
| MEZZ 2005-C3 X IO P/P 144A 07.1366 05/15/2044 | 0.00% |
| MEZZ 2006-C4 X IO P/P 144A 06.5268 07/15/2045 | 0.00% |
| MEZZ 2007-C5 X IO P/P 144A 06.2193 12/15/2049 | 0.00% |
| MLMT 2005-MCP1 XC IO P/P 144A 00.0012 06/12/2043 | 0.00% |
| MWO HOLDINGS LLC | 0.00% |
| NEW BIGFOOT OTHER ASSETS GMBH P/P | 0.00% |
| NEW MIDDLE EAST OTHER ASSETS GMBH P/P | 0.00% |
| NINE POINT ENERGY CNV PRF | 0.00% |
| NINE POINT ENERGY COM | 0.00% |
| NOK/USD 03/18/2020 GSFX | 0.00% |
| NOK/USD 03/18/2020 SSBT | 0.00% |
| NOK/USD 12/18/2019 JPMCB | 0.00% |
| NOK/USD 12/18/2019 RBSF | 0.00% |
| NZD/USD 01/15/2020 CITI | 0.00% |
| NZD/USD 01/15/2020 HSBCB | 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 03/18/2020 GSFX | 0.00% |
| SEK/USD 03/18/2020 HSBCB | 0.00% |
| SEK/USD 03/18/2020 SSBT | 0.00% |
| SEK/USD 12/18/2019 JPMCB | 0.00% |
| STEEL DYNAMICS INC 05.2500 04/15/2023 | 0.00% |
| TERVITA CORP SEDOL BD1DCC4 | 0.00% |
| TEXAS COHLD TCEH ESCROW 11.5000 10/01/2020 | 0.00% |
| TRANSOCEAN INC P/P 144A 09.0000 07/15/2023 | 0.00% |
| TXU TCEH RIGHTS | 0.00% |
| WBCMT 2006-C29 IO IO 00.4760 11/15/2048 | 0.00% |
| WBCMT 2007-C34 IO IO 00.0964 05/15/2046 | 0.00% |
| AUD/USD 01/15/2020 HSBCB | -0.00% |
| CAD/USD 01/15/2020 CITI | -0.00% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 CG | -0.00% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 MS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| EUR/USD 12/18/2019 BCAP-FX | -0.00% |
| IOS.FN30.400.11 P USL1M R 01/12/42 JP | -0.00% |
| IOS.FN30.500.10 P USL1M R 01/12/41 BC | -0.00% |
| JPY/USD 02/19/2020 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% |
| SEK/USD 12/18/2019 GSFX | -0.00% |
| SEK/USD 12/18/2019 HSBCB | -0.00% |
| SEK/USD 12/18/2019 RBSF | -0.00% |
| SGD/USD 02/19/2020 JPMCB | -0.00% |
| BRL/USD 02/04/2020 BANKAM | -0.00% |
| CHF/USD 12/18/2019 JPMCB | -0.00% |
| SEK/USD 12/18/2019 SSBT | -0.00% |
| 1.4925 R ISWP US0003M P 10/04/2029 | -0.00% |
| 1.675 R ISWP US0003M P 10/04/2049 | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| GBP/USD CALL 1.36 20200123 BANKAM | -0.00% |
| NZD/USD 01/15/2020 BCAP-FX | -0.00% |
| CAD/USD 01/15/2020 SSBT | -0.00% |
| NZD/USD 01/15/2020 GSFX | -0.00% |
| 1.525 R ISWP FWD US0003M P 12/18/2029 | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP | -0.00% |
| IOS.FN30.400.10 P USL1M R 01/12/41 JP | -0.00% |
| NZD/USD 01/15/2020 JPMCB | -0.00% |
| NOK/USD 12/18/2019 GSFX | -0.01% |
| MBX.FN30.650.67 P USL1M R 01/12/38 BC | -0.01% |
| MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.01% |
| 1.65 R ISWP FWD US0003M P 12/18/2049 | -0.01% |
| US 10YR ULTRA FUT MAR20 UXYH0 | -0.06% |
| GNMA GN30 TBA 04.5000 12/01/2049 | -0.08% |
| CDX CDX.NA.HY.33 500.0 12/20/2024 | -0.10% |
| FNMA FN30 TBA UMBS 03.0000 12/01/2049 | -0.14% |
| FNMA FN30 TBA UMBS 03.5000 12/01/2049 | -0.18% |
| RU10INTR P US0003M R 11/25/20 CI | -2.62% |
| S&P500 EMINI FUT DEC19 ESZ9 | -4.16% |
| GSGLPWDS P US0001M R 12/15/20 GS | -5.56% |
Portfolio composition as of 02/29/20
| U.S. large-cap equity | 39.59% |
|---|---|
| U.S. Investment-grade bonds | 38.20% |
| International equity | 9.14% |
| U.S. small- and mid-cap equity | 8.12% |
| U.S. High-yield bonds | 2.68% |
| U.S. money markets | 2.27% |
Fixed income statistics as of 02/29/20
| Average effective maturity | 8.44 yrs. |
|---|---|
| Average effective duration | 2.29 yrs. |
Fund characteristics will vary over time.
Due to rounding, percentages may not equal 100%.
Consider these risks before investing: Allocation of assets among asset classes may hurt performance. The value of investments in the fund’s portfolio may fall or fail to rise over extended periods of time for a variety of reasons, including general economic, political or financial market conditions, investor sentiment and market perceptions, government actions, geopolitical events or changes, and factors related to a specific issuer, asset class, geography, industry or sector. These and other factors may lead to increased volatility and reduced liquidity in the fund’s portfolio holdings. International investing involves currency, economic, and political risks. Emerging-market securities carry illiquidity and volatility risks. Investments in small and/or midsize companies increase the risk of greater price fluctuations. Growth stocks may be more susceptible to earnings disappointments, and value stocks may fail to rebound. Funds that invest in government securities are not guaranteed. Mortgage-backed investments, unlike traditional debt investments, are also subject to prepayment risk, which means that they may increase in value less than other bonds when interest rates decline and decline in value more than other bonds when interest rates rise. Bond investments are subject to interest-rate risk (the risk of bond prices falling if interest rates rise) and credit risk (the risk of an issuer defaulting on interest or principal payments). Default risk is generally higher for non-qualified mortgages. Interest-rate risk is generally greater for longer-term bonds, and credit risk is generally greater for below-investment-grade bonds. Unlike bonds, funds that invest in bonds have fees and expenses. The use of derivatives may increase these risks by increasing investment exposure (which may be considered leverage) or, in the case of over-the-counter instruments, because of the potential inability to terminate or sell derivatives positions and the potential failure of the other party to the instrument to meet its obligations. You can lose money by investing in the fund.
Expenses
Expense ratio |
Class A | Class B | Class C | Class R | Class R5 | Class R6 | Class Y |
|---|---|---|---|---|---|---|---|
| Total expense ratio | 0.98% | 1.73% | 1.73% | 1.23% | 0.73% | 0.63% | 0.73% |
| What you pay | 0.98% | 1.73% | 1.73% | 1.23% | 0.73% | 0.63% | 0.73% |
Sales charge
| Investment Breakpoint | Class A | Class B | Class C | Class R | Class R5 | Class R6 | Class Y |
|---|---|---|---|---|---|---|---|
| $0-$49,999 | 5.75% | 0.00% | 0.00% | -- | -- | -- | -- |
| $50,000-$99,999 | 4.50% | 0.00% | 0.00% | -- | -- | -- | -- |
| $100,000-$249,999 | 3.50% | -- | 0.00% | -- | -- | -- | -- |
| $250,000-$499,999 | 2.50% | -- | 0.00% | -- | -- | -- | -- |
| $500,000-$999,999 | 2.00% | -- | 0.00% | -- | -- | -- | -- |
| $1M-$4M | 0.00% | -- | -- | -- | -- | -- | -- |
| $4M-$50M | 0.00% | -- | -- | -- | -- | -- | -- |
| $50M+ | 0.00% | -- | -- | -- | -- | -- | -- |
CDSC
| Class A (sales for $1,000,000+) | Class B | Class C | Class R | Class R5 | Class R6 | Class Y | |
|---|---|---|---|---|---|---|---|
| 0 to 9 mts. | 1.00% | 5.00% | 1.00% | -- | -- | -- | -- |
| 9 to 12 mts. | 1.00% | 5.00% | 1.00% | -- | -- | -- | -- |
| 2 yrs. | 0.00% | 4.00% | 0.00% | -- | -- | -- | -- |
| 3 yrs. | 0.00% | 3.00% | 0.00% | -- | -- | -- | -- |
| 4 yrs. | 0.00% | 3.00% | 0.00% | -- | -- | -- | -- |
| 5 yrs. | 0.00% | 2.00% | 0.00% | -- | -- | -- | -- |
| 6 yrs. | 0.00% | 1.00% | 0.00% | -- | -- | -- | -- |
| 7+ yrs. | 0.00% | 0.00% | 0.00% | -- | -- | -- | -- |
The Russell 3000 Index is an unmanaged index of the 3,000 largest U.S. companies. The Putnam Balanced Blended Benchmark is a benchmark administered by Putnam Management, comprising 50% the Russell 3000 Index, 35% the Bloomberg Barclays U.S. Aggregate Bond Index, 10% the MSCI EAFE Index (ND), and 5% the JPMorgan Developed High Yield Index. You cannot invest directly in an index.
Consider these risks before investing: Allocation of assets among asset classes may hurt performance. The value of investments in the fund’s portfolio may fall or fail to rise over extended periods of time for a variety of reasons, including general economic, political or financial market conditions, investor sentiment and market perceptions, government actions, geopolitical events or changes, and factors related to a specific issuer, asset class, geography, industry or sector. These and other factors may lead to increased volatility and reduced liquidity in the fund’s portfolio holdings. International investing involves currency, economic, and political risks. Emerging-market securities carry illiquidity and volatility risks. Investments in small and/or midsize companies increase the risk of greater price fluctuations. Growth stocks may be more susceptible to earnings disappointments, and value stocks may fail to rebound. Funds that invest in government securities are not guaranteed. Mortgage-backed investments, unlike traditional debt investments, are also subject to prepayment risk, which means that they may increase in value less than other bonds when interest rates decline and decline in value more than other bonds when interest rates rise. Bond investments are subject to interest-rate risk (the risk of bond prices falling if interest rates rise) and credit risk (the risk of an issuer defaulting on interest or principal payments). Default risk is generally higher for non-qualified mortgages. Interest-rate risk is generally greater for longer-term bonds, and credit risk is generally greater for below-investment-grade bonds. Unlike bonds, funds that invest in bonds have fees and expenses. The use of derivatives may increase these risks by increasing investment exposure (which may be considered leverage) or, in the case of over-the-counter instruments, because of the potential inability to terminate or sell derivatives positions and the potential failure of the other party to the instrument to meet its obligations. You can lose money by investing in the fund.