Active Allocation
Dynamic Asset Allocation Conservative Fund (Class Y) (PACYX)
A globally diversified fund for preserving wealth
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Q2 2020 | Dynamic Asset Allocation Funds Q&A
- Equity and bond markets prove resilient even as COVID-19 takes a toll on economic growth.
- Risks on the horizon include growth, corporate earnings, and a second wave of the virus.
- We will continue to take a tactical approach and adjust the fund's investments as needed.
How were market conditions in the second quarter?
Global financial markets proved to be surprisingly resilient during the second quarter. The coronavirus pandemic and the collapse in oil prices had sent equity and fixed-income markets into a tailspin during the first few months of the year. Bouncing from their lows in March, the S&P 500 Index, a broad measure of stocks, rose 20.54% and the MSCI World Index (ND) gained 19.36% during the period. The market's resilience has also benefited bondholders. The rate-sensitive Bloomberg Barclays U.S. Aggregate Bond Index advanced 2.90% during the quarter.
Investors, however, are bracing for a global recession and a second wave of the coronavirus outbreak. A flight-to-safety trade has pushed the yields on U.S. Treasuries lower. The yield on the 10-year Treasury note ended the quarter at 0.66% compared with 0.70% on March 31. The Fed cut interest rates to near zero in mid-March, and unleashed a torrent of bond-buying programs to help stabilize the markets. These actions have increased liquidity in the bond markets and, in turn, stabilized spreads. The U.S. Congress has also pumped trillions of stimulus dollars into the economy. Central banks across Europe, Asia, and other regions also rolled out COVID-19 stimulus measures.
The three Dynamic Asset Allocation Funds gained during the quarter. The Conservative Fund, with its more fixed-income-centric investments, rose 7.83%. The more equity-centric Balanced Fund and Growth Fund advanced 13.41% and 17.24%, respectively. The funds performed largely in line with their custom benchmarks.
What strategies affected performance?
All of the Dynamic Asset Allocation funds finished with positive returns, reflecting equity market strength. During the quarter, we continued to actively adjust our allocation mix. On balance, the strategies were slightly underweight equity risk and interest-rate risk, and overweight credit risk. Overall, these asset allocation decisions detracted a bit. The funds were slightly underweight equity risk entering the period, having benefited significantly in the first quarter from defensive positioning. This underweight was a small detractor early in the second quarter as equity markets rebounded sharply from the lows in late March. Equity risk was moved back to neutral in mid-April. In fixed income, the funds were slightly underweight rate risk and overweight credit risk. Still, these positions did not have a significant impact on quarterly performance.
Our active implementation decisions added to benchmark-relative performance. Security selection within equities was positive. We saw strength across U.S. large-cap equity strategies with both quantitative and fundamental sleeves adding value. In the Growth Fund, emerging-market equity selection boosted performance. Opportunistic fixed income, specifically a strategy focused on structured mortgage credit, was also additive, and made back a large portion of first-quarter weakness.
What is the outlook for the remainder of 2020?
Markets rebounded in the second quarter as governments and central banks introduced very significant stimulus measures to reduce the damage caused by the economic shutdown. However, the biggest risk on the horizon is the impact of a coronavirus resurgence on economic growth, corporate earnings growth, and cash flows. Many investors are wary as numerous uncertainties and challenges remain. In equities, we believe that a second wave may not cause a meaningful pullback because investors are prepared. Typically, bad news must be unexpected in order to have a se-vere negative impact, and historically, equity markets have tended to shrug off second waves of pandemics.
In corporate credit, both investment-grade and high-yield bonds advanced and spreads tightened, mirroring the strength seen across equity markets. We believe credit markets will continue to improve as the Fed stands as a backstop to spread widening with the purchase of investment-grade corporates. Interest rates remained range bound. Fed Chair Jerome Powell signaled in June that the central bank plans to keep rates near zero for "as long as it takes to provide some relief and stability." Therefore, we expect short-term rates to remain near record lows this year.
Against this backdrop, we continue to have conviction in our investment strategies based on their strong long-term results. As for asset allocation, we will continue to take a tactical approach, adjusting the fund's exposure across vari-ous markets as conditions warrant. We will continue to monitor equity and fixed-income markets, and add securities when we see more attractive valuation levels.
Highlights
Objective
The fund seeks total return consistent with preservation of capital.
Strategy and process
- Global benchmark: The fund starts with a globally diversified benchmark with more efficient exposures relative to a typical 30/70 benchmark.
- Tactical flexibility: The managers have the ability to tilt overall equity and fixed-income allocations +/-15% and shift exposures within each asset class.
- Active implementation: Managers proactively research and determine the most efficient implementation for each asset class.
Fund price |
Yesterday’s close | 52-week high | 52-week low |
|---|---|---|---|
| Net asset value |
$11.38
-0.18% | $-0.02 |
$11.40
08/06/20 |
$9.79
03/20/20 |
Fund facts as of 07/31/20
Total net assets
$1,099.63M
$1,099.63M
Turnover (fiscal year end)
173%
173%
Dividend frequency (view rate)
Monthly
Monthly
Number of holdings
1969
1969
Fiscal year-end
September
September
CUSIP / Fund code
746444801 / 1842
746444801 / 1842
Inception date
07/14/94
07/14/94
Category
Asset Allocation
Asset Allocation
Open to new investors
Ticker
PACYX
PACYX
Management team
Chief Investment Officer, Global Asset Allocation
Co-Head of Global Asset Allocation
Co-Head of Global Asset Allocation
Portfolio Manager
Manager commentary | Q2 2020
Day traders not driving market prices
Jason Vaillancourt, Co-Head of Global Asset Allocation, CFA, explains day trading and its effect on stock valuations.
Literature
Fund documents |
| Prospectuses/SAI |
| Fact Sheet (A share) (PDF) |
| Fact Sheet (Y share) (PDF) |
| Annual Fund Report (PDF) |
| Semiannual Fund Report (PDF) |
| Brochure (PDF) |
| Quarterly commentary (PDF) |
| Benefit of diversifying with a single fund. (PDF) |
Performance
Consistency of positive performance over five years
Performance shown above does not reflect the effects of any sales charges. Click on the dots to see specific returns in each five-year period as of the date revealed. Note that returns of 0.00% are counted as positive periods. For complete fund performance, please see below.
12.85%
Best 5-year annualized return
(for period ending 03/31/14)
-1.45%
Worst 5-year annualized return
(for period ending 03/31/09)
5.78%
Average 5-year annualized return
Total return (%) as of 06/30/20
Annual performance as of 06/30/20
Annualized Total return (%) as of 06/30/20
| Annualized performance | 1 yr. | 3 yrs. | 5 yrs. | 10 yrs. |
|---|---|---|---|---|
| Before sales charge | 5.24% | 4.76% | 4.54% | 6.41% |
| After sales charge | N/A | N/A | N/A | N/A |
| Bloomberg Barclays U.S. Aggregate Bond Index | 8.74% | 5.32% | 4.30% | 3.82% |
| Putnam Conservative Blended Benchmark | 7.46% | 6.47% | 5.88% | 6.71% |
Current performance may be lower or higher than the quoted past performance, which cannot guarantee future results. Share price, principal value, and return will vary, and you may have a gain or loss when you sell your shares. Performance assumes reinvestment of distributions and does not account for taxes. Returns before sales charge do not reflect the current maximum sales charges as indicated below. Had the sales charge been reflected, returns would be lower. Returns at public offering price (after sales charge) for class A and class M shares reflect the current maximum initial sales charges of 5.75% and 3.50% for equity funds and 4.00% and 3.25% for income funds (2.25% for class A of Putnam Floating Rate Income Fund, Short-Term Municipal Income, Short Duration Bond Fund, and Fixed Income Absolute Return Fund), respectively. Class B share returns reflect the applicable contingent deferred sales charge (CDSC), which is 5% in the first year, declining to 1% in the sixth year, and is eliminated thereafter (except for Putnam Floating Rate Income Fund, Putnam Short Duration Bond Fund, Putnam Fixed Income Absolute Return Fund, and Putnam Short-Term Municipal Income Fund, which is 1% in the first year, declining to 0.5% in the second year, and is eliminated thereafter). Class C shares reflect a 1% CDSC the first year that is eliminated thereafter. Performance for class B, C, M, N, R, and Y shares prior to their inception is derived from the historical performance of class A shares, adjusted for the applicable sales charge (or CDSC) and, except for class Y shares, the higher operating expenses for such shares (with the exception of Putnam Tax-Free High Yield Fund and Putnam AMT-Free Municipal Fund, which are based on the historical performance of class B shares). Performance for class A, C, R6, and Y shares of Putnam Mortgage Opportunities Fund before their inception is derived from the historical performance of class I shares, which have been adjusted for the applicable sales charge (or CDSC) and the higher operating expenses for such shares. Returns at public offering price (after sales charge) for class N shares reflect the current maximum initial sales charge of 1.50%. Class R5/R6 shares, available to qualified employee-benefit plans only, are sold without an initial sales charge and have no CDSC. Class Y shares are generally only available for corporate and institutional clients and have no initial sales charge. Performance for class R5/R6 shares before their inception are derived from the historical performance of class Y shares, which have not been adjusted for the lower expenses; had they, returns would have been higher. Class A shares of Putnam money market funds have no initial sales charge. For a portion of the period, some funds had expenses limitations or had been sold on a limited basis with limited assets and expenses, without which returns would be lower.
Performance snapshot
| Before sales charge | After sales charge | ||
|---|---|---|---|
| 1 mt. as of 07/31/20 | 2.82% | - | |
| YTD as of 08/07/20 | 5.84% | - | |
Yield
| Distribution rate before sales charge as of 08/07/20 |
2.21% |
|---|---|
| Distribution rate after sales charge as of 08/07/20 |
2.21% |
| 30-day SEC yield as of 07/31/20 | 1.16% |
Risk-adjusted performance as of 06/30/20
| Sharpe ratio (3 yrs.) | 0.53 |
|---|
Volatility as of 06/30/20
| Standard deviation (3 yrs.) | 5.94% |
|---|
Lipper rankings as of 06/30/20
| Time period | Rank/Funds in category | Percentile ranking |
|---|---|---|
| 1 yr. | 51/312 | 17% |
| 3 yrs. | 67/298 | 23% |
| 5 yrs. | 56/267 | 21% |
| 10 yrs. | 28/188 | 15% |
Morningstar Ratings™ as of 06/30/20
| Time period | Funds in category | Morningstar Rating™ |
|---|---|---|
| Overall | 511 | |
| 3 yrs. | 511 | |
| 5 yrs. | 427 | |
| 10 yrs. | 277 |
Distributions
| Record/Ex dividend date | 07/16/20 |
|---|---|
| Payable date | 07/20/20 |
| Income | $0.021 |
| Extra income | -- |
| Short-term cap. gain | -- |
| Long-term cap. gain | -- |
Lipper rankings are based on total return without sales charge relative to all share classes of funds with similar objectives as determined by Lipper. Past performance is not indicative of future results.
The Morningstar RatingTM for funds, or "star rating", is calculated for managed products (including mutual funds, variable annuity and variable life subaccounts, exchange-traded funds, closed-end funds, and separate accounts) with at least a three-year history. Exchange-traded funds and open-ended mutual funds are considered a single population for comparative purposes. It is calculated based on a Morningstar Risk-Adjusted Return measure that accounts for variation in a managed product's monthly excess performance, placing more emphasis on downward variations and rewarding consistent performance. The top 10% of products in each product category receive 5 stars, the next 22.5% receive 4 stars, the next 35% receive 3 stars, the next 22.5% receive 2 stars, and the bottom 10% receive 1 star. The Overall Morningstar Rating for a managed product is derived from a weighted average of the performance figures associated with its three-, five-, and 10-year (if applicable) Morningstar Rating metrics. The weights are: 100% three-year rating for 36-59 months of total returns, 60% five-year rating/40% three-year rating for 60-119 months of total returns, and 50% 10-year rating/30% five-year rating/20% three-year rating for 120 or more months of total returns. While the 10-year overall star rating formula seems to give the most weight to the 10-year period, the most recent three-year period actually has the greatest impact because it is included in all three rating periods.
The up-market capture ratio is used to evaluate how well an investment manager performed relative to an index during periods when that index has risen. The ratio is calculated by dividing the manager’s returns by the returns of the index during the up-market, and multiplying that factor by 100. The down-market capture ratio is used to evaluate how well an investment manager performed relative to an index during periods when that index has dropped. The ratio is calculated by dividing the manager’s returns by the returns of the index during the down-market and multiplying that factor by 100.
Holdings
| Gnma Gii30 Tba 03.5000 07/01/2050 | 6.38% |
|---|---|
| Fnma Fn30 Tba Umbs 04.0000 07/01/2050 | 3.55% |
| Fnma Fn15 Tba Umbs 03.0000 07/01/2035 | 2.74% |
| Fhlmc Fr30 Zs4750 Umbs 03.0000 01/01/2048 | 2.51% |
| Fnma Fn30 Tba Umbs 02.5000 07/01/2050 | 2.33% |
| Apple Inc Sedol 2046251 | 2.04% |
| Microsoft Corp Sedol 2588173 | 1.81% |
| Amazon.Com Inc Sedol 2000019 | 1.79% |
| Fnma Fn30 Ma3563 Umbs 04.0000 01/01/2049 | 1.22% |
| Fnma Fn30 Fm1741 Umbs 04.0000 04/01/2049 | 1.20% |
| Top 10 holdings, percent of portfolio | 25.57% |
| Top 10 holdings as of 06/30/20 | |
|---|---|
| Gnma Gii30 Tba 03.5000 07/01/2050 | |
| Fnma Fn30 Tba Umbs 04.0000 07/01/2050 | |
| Fnma Fn15 Tba Umbs 03.0000 07/01/2035 | |
| Fhlmc Fr30 Zs4750 Umbs 03.0000 01/01/2048 | |
| Fnma Fn30 Tba Umbs 02.5000 07/01/2050 | |
| Apple Inc Sedol 2046251 | |
| Microsoft Corp Sedol 2588173 | |
| Amazon.Com Inc Sedol 2000019 | |
| Fnma Fn30 Ma3563 Umbs 04.0000 01/01/2049 | |
| Fnma Fn30 Fm1741 Umbs 04.0000 04/01/2049 | |
| Holdings represent 25.57% of portfolio | |
| Top 10 holdings as of 05/31/20 | |
|---|---|
| Gnma Gii30 Tba 03.5000 06/01/2050 | |
| Fnma Fn30 Tba Umbs 04.0000 07/01/2050 | |
| Fhlmc Fr30 Zs4750 Umbs 03.0000 01/01/2048 | |
| Fnma Fn15 Tba Umbs 03.0000 06/01/2035 | |
| Fnma Fn30 Tba Umbs 02.5000 07/01/2050 | |
| GNMAGii30 TBA 03.5000 07/01/2050 | |
| Apple Inc Sedol 2046251 | |
| Microsoft Corp Sedol 2588173 | |
| Amazon.Com Inc Sedol 2000019 | |
| Fnma Fn30 Ma3563 Umbs 04.0000 01/01/2049 | |
| Holdings represent 22.20% of portfolio | |
| Top 10 holdings as of 04/30/20 | |
|---|---|
| Gnma Gii30 Tba 03.5000 05/01/2050 | |
| Fhlmc Fr30 Zs4750 Umbs 03.0000 01/01/2048 | |
| Fnma Fn15 Tba Umbs 03.0000 05/01/2035 | |
| Apple Inc Sedol 2046251 | |
| Microsoft Corp Sedol 2588173 | |
| Amazon.Com Inc Sedol 2000019 | |
| Fnma Fn30 Tba Umbs 04.0000 07/01/2050 | |
| Fnma Fn30 Tba Umbs 02.5000 05/01/2050 | |
| Fnma Fn30 Tba Umbs 02.5000 06/01/2050 | |
| Fnma Fn30 Ma3563 Umbs 04.0000 01/01/2049 | |
| Holdings represent 21.36% of portfolio | |
| Top 10 holdings as of 03/31/20 | |
|---|---|
| Gnma Gii30 Tba 03.5000 04/01/2050 | |
| Fnma Fn30 Tba Umbs 02.5000 04/01/2050 | |
| Fnma Fn30 Tba Umbs 04.0000 04/01/2050 | |
| Fhlmc Fr30 Zs4750 Umbs 03.0000 01/01/2048 | |
| Fnma Fn15 Tba Umbs 03.0000 04/01/2035 | |
| Apple Inc Sedol 2046251 | |
| Fnma Fn30 Ma3563 Umbs 04.0000 01/01/2049 | |
| Fnma Fn30 Fm1741 Umbs 04.0000 04/01/2049 | |
| Amazon.Com Inc Sedol 2000019 | |
| Alphabet Inc-Cl A Sedol Byvy8g0 | |
| Holdings represent 25.34% of portfolio | |
| US 5YR NOTE (CBT) SEP20 FVU0 | 8.37% |
|---|---|
| GNMA GII30 TBA 03.5000 07/01/2050 | 6.38% |
| US ULTRA BOND CBT SEP20 WNU0 | 4.46% |
| FNMA FN30 TBA UMBS 04.0000 07/01/2050 | 3.55% |
| GSGLPWDL R US0001M P 12/15/25 GS | 3.35% |
| US 10YR NOTE (CBT)SEP20 TYU0 | 3.24% |
| US 2YR NOTE (CBT) SEP20 TUU0 | 3.02% |
| FNMA FN15 TBA UMBS 03.0000 07/01/2035 | 2.74% |
| FHLMC FR30 ZS4750 UMBS 03.0000 01/01/2048 | 2.50% |
| FNMA FN30 TBA UMBS 02.5000 07/01/2050 | 2.33% |
| APPLE INC SEDOL 2046251 | 2.06% |
| MICROSOFT CORP SEDOL 2588173 | 1.82% |
| AMAZON.COM INC SEDOL 2000019 | 1.81% |
| CGPUTQL2 R US0003M P 06/10/21 CI | 1.71% |
| E-MINI RUSS 2000 SEP20 RTYU0 | 1.68% |
| US LONG BOND(CBT) SEP20 USU0 | 1.64% |
| FNMA FN30 MA3563 UMBS 04.0000 01/01/2049 | 1.22% |
| GSGLPHCL R US0001M P 12/15/25 GS | 1.21% |
| FNMA FN30 FM1741 UMBS 04.0000 04/01/2049 | 1.19% |
| FNMA FN30 TBA UMBS 03.0000 08/01/2050 | 0.88% |
| ALPHABET INC-CL A SEDOL BYVY8G0 | 0.83% |
| FNMA FN30 TBA UMBS 06.0000 07/01/2050 | 0.83% |
| FNMA FN30 TBA UMBS 02.5000 08/01/2050 | 0.77% |
| ADOBE INC SEDOL 2008154 | 0.70% |
| JPMORGAN CHASE & CO SEDOL 2190385 | 0.66% |
| PROCTER & GAMBLE CO/THE SEDOL 2704407 | 0.57% |
| CISCO SYSTEMS INC SEDOL 2198163 | 0.53% |
| QUALCOMM INC SEDOL 2714923 | 0.52% |
| FNMA FN30 MA2737 UMBS 03.0000 09/01/2046 | 0.51% |
| CITIGROUP INC SEDOL 2297907 | 0.51% |
| VERIZON COMMUNICATIONS INC SEDOL 2090571 | 0.49% |
| FNMA FN30 BM5024 UMBS 03.0000 11/01/2048 | 0.48% |
| JOHNSON & JOHNSON SEDOL 2475833 | 0.46% |
| FNMA FN30 AL9859 UMBS 03.0000 03/01/2047 | 0.45% |
| NORTHROP GRUMMAN CORP SEDOL 2648806 | 0.42% |
| TREASURY BILL 00.0000 08/11/2020 | 0.40% |
| EBAY INC SEDOL 2293819 | 0.38% |
| MERCK & CO. INC. SEDOL 2778844 | 0.38% |
| ELI LILLY & CO SEDOL 2516152 | 0.37% |
| AMGEN INC SEDOL 2023607 | 0.36% |
| CHEVRON CORP | 0.35% |
| PEPSICO INC SEDOL 2681511 | 0.34% |
| INTUIT INC SEDOL 2459020 | 0.34% |
| ALPHABET INC-CL C SEDOL BYY88Y7 | 0.34% |
| DANAHER CORP SEDOL 2250870 | 0.33% |
| LOCKHEED MARTIN CORP SEDOL 2522096 | 0.32% |
| CASH MGMT BILL 00.0000 09/08/2020 | 0.32% |
| DOCUSIGN INC SEDOL BFYT7B7 | 0.31% |
| COMCAST CORP-CLASS A SEDOL 2044545 | 0.30% |
| NVIDIA CORP SEDOL 2379504 | 0.30% |
| COCA-COLA CO/THE SEDOL 2206657 | 0.30% |
| TREASURY BILL 00.0000 07/09/2020 | 0.30% |
| AMERICAN TOWER CORP SEDOL B7FBFL2 | 0.29% |
| ACTIVISION BLIZZARD INC SEDOL 2575818 | 0.29% |
| VERIZON COMM 04.3290 09/21/2028 | 0.29% |
| FACEBOOK INC-CLASS A SEDOL B7TL820 | 0.29% |
| TREASURY BILL 00.0000 09/10/2020 | 0.28% |
| WALMART INC SEDOL 2936921 | 0.28% |
| JPMORGAN CHASE & CO 03.9640 11/15/2048 | 0.28% |
| ABBVIE INC P/P 144A 03.2000 11/21/2029 | 0.28% |
| JPMORGAN CHASE & CO 03.6250 12/01/2027 | 0.27% |
| MEDTRONIC PLC SEDOL BTN1Y11 | 0.27% |
| REGENERON PHARMACEUTICALS SEDOL 2730190 | 0.27% |
| PAYPAL HOLDINGS INC SEDOL BYW36M8 | 0.26% |
| CITIGROUP INC 03.6680 07/24/2028 | 0.26% |
| FIDELITY NATIONAL INFO SERV SEDOL 2769796 | 0.26% |
| MORGAN STANLEY 03.6250 01/20/2027 | 0.26% |
| HONEYWELL INTERNATIONAL INC SEDOL 2020459 | 0.25% |
| AMERICAN ELECTRIC POWER SEDOL 2026242 | 0.25% |
| VISA INC-CLASS A SHARES SEDOL B2PZN04 | 0.25% |
| CHARTER COMMUNICATIONS INC-A SEDOL BZ6VT82 | 0.25% |
| BOOKING HOLDINGS INC SEDOL BDRXDB4 | 0.25% |
| BANK OF AMERICA CORP 03.2480 10/21/2027 | 0.24% |
| VERTEX PHARMACEUTICALS INC SEDOL 2931034 | 0.24% |
| ABBVIE INC SEDOL B92SR70 | 0.22% |
| EXELON CORP SEDOL 2670519 | 0.22% |
| AT&T INC 04.1000 02/15/2028 | 0.22% |
| UNION PACIFIC CORP SEDOL 2914734 | 0.22% |
| GOLDMAN SACHS GROUP INC 03.8500 01/26/2027 | 0.21% |
| SERVICENOW INC SEDOL B80NXX8 | 0.21% |
| CVS HEALTH CORP 04.7800 03/25/2038 | 0.20% |
| FNMA FN30 AS7003 UMBS 03.0000 04/01/2046 | 0.20% |
| OTIS WORLDWIDE CORP SEDOL BK531S8 | 0.20% |
| UNITEDHEALTH GROUP INC SEDOL 2917766 | 0.20% |
| TREASURY BILL 00.0000 08/13/2020 | 0.20% |
| BANK OF AMERICA CORP SEDOL 2295677 | 0.20% |
| CASH MGMT BILL 00.0000 09/22/2020 | 0.20% |
| FNMA FN30 TBA UMBS 03.0000 07/01/2050 | 0.20% |
| HOME DEPOT INC SEDOL 2434209 | 0.20% |
| TARGET CORP SEDOL 2259101 | 0.20% |
| CASH MGMT BILL 00.0000 09/15/2020 | 0.19% |
| UBS GROUP AG P/P 144A 03.4910 05/23/2023 | 0.19% |
| ROCHE HOLDING AG-GENUSSCHEIN SEDOL 7110388 | 0.19% |
| ERAC USA FINANCE LLC P/P 144A 05.2500 10/01/2020 | 0.19% |
| ABBOTT LABORATORIES SEDOL 2002305 | 0.18% |
| METLIFE INC SEDOL 2573209 | 0.18% |
| MICROSOFT CORP 02.4000 08/08/2026 | 0.18% |
| MASTERCARD INC - A SEDOL B121557 | 0.18% |
| VEEVA SYSTEMS INC-CLASS A SEDOL BFH3N85 | 0.18% |
| PETROBRAS GLOBAL FINANCE USD 06.2500 03/17/2024 | 0.18% |
| FNMA FN30 BC2733 UMBS 03.0000 05/01/2046 | 0.18% |
| GOLDMAN SACHS GROUP INC 02.6000 12/27/2020 | 0.18% |
| APPLE INC 04.2500 02/09/2047 | 0.17% |
| STARBUCKS CORP SEDOL 2842255 | 0.17% |
| HUMANA INC SEDOL 2445063 | 0.17% |
| SALESFORCE.COM INC 03.7000 04/11/2028 | 0.17% |
| GOLDMAN SACHS GROUP INC SEDOL 2407966 | 0.17% |
| ALLSTATE CORP SEDOL 2019952 | 0.16% |
| STACR 2016-DNA2 M3 04.8345 10/25/2028 | 0.16% |
| WASTE MANAGEMENT INC SEDOL 2937667 | 0.16% |
| UNITEDHEALTH GROUP INC 03.8500 06/15/2028 | 0.16% |
| TEXAS INSTRUMENTS INC SEDOL 2885409 | 0.16% |
| NOVARTIS AG-REG SEDOL 7103065 | 0.16% |
| JOHNSON CONTROLS INTERNATION SEDOL BY7QL61 | 0.16% |
| XILINX INC SEDOL 2985677 | 0.16% |
| IHS MARKIT LTD P/P 144A 04.7500 02/15/2025 | 0.16% |
| TREASURY BILL 00.0000 08/20/2020 | 0.15% |
| LONZA GROUP AG-REG SEDOL 7333378 | 0.15% |
| PFIZER INC SEDOL 2684703 | 0.15% |
| CRH PLC SEDOL 4182249 | 0.15% |
| COSTAR GROUP INC SEDOL 2262864 | 0.15% |
| NIKE INC -CL B SEDOL 2640147 | 0.15% |
| AT&T INC. 03.8000 02/15/2027 | 0.14% |
| ECOLAB INC 02.7000 11/01/2026 | 0.14% |
| CROWN CASTLE INTL CORP SEDOL BTGQCX1 | 0.14% |
| INTERPUBLIC GROUP COS 04.6500 10/01/2028 | 0.14% |
| MORGAN STANLEY | 0.14% |
| OKTA INC SEDOL BDFZSP1 | 0.14% |
| FHLMC FR30 ZS4703 UMBS 03.0000 02/01/2047 | 0.14% |
| IDEXX LABORATORIES INC SEDOL 2459202 | 0.14% |
| PULTEGROUP INC SEDOL 2708841 | 0.14% |
| TELEFONICA EMISIONES SAU USD 04.8950 03/06/2048 | 0.14% |
| HILTON WORLDWIDE HOLDINGS IN SEDOL BYVMW06 | 0.14% |
| NEW YORK LIFE INS P/P 144A 01.1000 05/05/2023 | 0.14% |
| ANZ NEW ZEALAND INT P/P 144A 02.8750 01/25/2022 | 0.14% |
| EDWARDS LIFESCIENCES CORP SEDOL 2567116 | 0.14% |
| MICROSOFT CORP 03.7000 08/08/2046 | 0.14% |
| NOVARTIS CAPITAL CORP 04.0000 11/20/2045 | 0.13% |
| CUMMINS INC SEDOL 2240202 | 0.13% |
| MICROSOFT CORP 01.5500 08/08/2021 | 0.13% |
| AMAZON.COM INC 03.1500 08/22/2027 | 0.13% |
| FNMA FN30 AS8056 UMBS 03.0000 10/01/2046 | 0.13% |
| MONDELEZ INTERNATIONAL INC-A SEDOL B8CKK03 | 0.13% |
| AT&T INC SEDOL 2831811 | 0.13% |
| CLOROX COMPANY SEDOL 2204026 | 0.13% |
| SALESFORCE.COM INC SEDOL 2310525 | 0.13% |
| BRISTOL-MYERS P/P 144A 02.9000 07/26/2024 | 0.13% |
| TREASURY BILL 00.0000 08/06/2020 | 0.13% |
| SONY CORP SEDOL 6821506 | 0.12% |
| CIGNA CORP SEDOL BHJ0775 | 0.12% |
| DANSKE BANK A/S P/P 144A 02.7000 03/02/2022 | 0.12% |
| TREASURY BILL 00.0000 07/23/2020 | 0.12% |
| BROADCOM CRP / CAYM 03.5000 01/15/2028 | 0.12% |
| ENTERPRISE PRODUCTS OPER 04.2500 02/15/2048 | 0.12% |
| ORACLE CORP 04.0000 11/15/2047 | 0.12% |
| WELLS FARGO & COMPANY 02.6000 07/22/2020 | 0.12% |
| FAIRFAX FINL HLDGS USD 04.8500 04/17/2028 | 0.12% |
| EQUINIX INC SEDOL BVLZX12 | 0.12% |
| BANK OF AMERICA CORP 06.1100 01/29/2037 | 0.12% |
| CADENCE DESIGN SYS INC SEDOL 2302232 | 0.12% |
| DBUBS 2011-LC3A D P/P 144A 05.5126 08/10/2044 | 0.12% |
| FNMA FN30 BJ9256 UMBS 04.0000 06/01/2048 | 0.12% |
| GENERAL MOTORS FINL CO 04.0000 10/06/2026 | 0.12% |
| AIR LEASE CORP 03.2500 10/01/2029 | 0.11% |
| BIOGEN INC SEDOL 2455965 | 0.11% |
| FORTINET INC SEDOL B5B2106 | 0.11% |
| BJ'S WHOLESALE CLUB HOLDINGS SEDOL BFZNZF8 | 0.11% |
| CAPITAL ONE FINANCIAL CORP SEDOL 2654461 | 0.11% |
| DNB BANK ASA P/P 144A 02.1500 12/02/2022 | 0.11% |
| COMCAST CORP 03.4500 02/01/2050 | 0.11% |
| ROCHE HOLDINGS INC P/P 144A 04.0000 11/28/2044 | 0.11% |
| S&P GLOBAL INC SEDOL BYV2325 | 0.11% |
| BRISTOL-MYERS SQUIBB CO SEDOL 2126335 | 0.11% |
| CHARTER COMM OPT LLC 06.4840 10/23/2045 | 0.11% |
| FNMA FN30 AS7154 UMBS 03.0000 05/01/2046 | 0.11% |
| SYNOPSYS INC SEDOL 2867719 | 0.11% |
| TORONTO-DOMINION BANK USD 01.9000 12/01/2022 | 0.11% |
| SHERWIN-WILLIAMS CO/THE SEDOL 2804211 | 0.11% |
| AIA GROUP LTD SEDOL B4TX8S1 | 0.10% |
| COMMONWEALTH BK AUST P/P 144A 03.1500 09/19/2027 | 0.10% |
| KINDER MORGAN INC 03.1500 01/15/2023 | 0.10% |
| TAKE-TWO INTERACTIVE SOFTWRE SEDOL 2122117 | 0.10% |
| CAS 2016-C02 1M2 06.1845 09/25/2028 | 0.10% |
| COMMONWEALTH BK AUST P/P 144A 02.2000 11/09/2020 | 0.10% |
| APPLE INC 00.7500 05/11/2023 | 0.10% |
| CREDIT SUISSE GRP AG P/P 144A 02.1930 06/05/2026 | 0.10% |
| NINTENDO CO LTD SEDOL 6639550 | 0.10% |
| NRG ENERGY INC SEDOL 2212922 | 0.10% |
| PHILLIPS 66 SEDOL B78C4Y8 | 0.10% |
| SPST 2020-2 A 01.0095 03/26/2021 | 0.10% |
| AXA SA SEDOL 7088429 | 0.10% |
| AFLAC INC SEDOL 2026361 | 0.10% |
| ENERGY TRANSFER OPERATNG 03.7500 05/15/2030 | 0.10% |
| FNMA FN30 TBA UMBS 04.5000 07/01/2050 | 0.10% |
| KINDER MORGAN INC SEDOL B3NQ4P8 | 0.10% |
| ORACLE CORP 02.6500 07/15/2026 | 0.10% |
| SHELL INTERNATIONAL FIN USD 02.8750 05/10/2026 | 0.10% |
| AMERIPRISE FINANCIAL INC SEDOL B0J7D57 | 0.10% |
| ESTEE LAUDER COMPANIES-CL A SEDOL 2320524 | 0.10% |
| GNMA GII30 TBA 04.0000 07/01/2050 | 0.10% |
| GOLDMAN SACHS GROUP INC 04.2230 05/01/2029 | 0.10% |
| MWST 2019-1 A 00.9845 06/25/2052 | 0.10% |
| SPST 2019-7 A 00.8848 09/24/2020 | 0.10% |
| CDX CDX.NA.IG.34 100.0 06/20/2025 | 0.10% |
| DEXCOM INC SEDOL B0796X4 | 0.10% |
| KLA CORP SEDOL 2480138 | 0.10% |
| UNITED RENTALS INC SEDOL 2134781 | 0.10% |
| NESTLE SA-REG SEDOL 7123870 | 0.10% |
| T-MOBILE USA INC P/P 144A 03.7500 04/15/2027 | 0.10% |
| CAS 2016-C01 1M2 06.9345 08/25/2028 | 0.09% |
| HOLOGIC INC SEDOL 2433530 | 0.09% |
| SPST 2019-11 A 00.9348 10/24/2020 | 0.09% |
| UNITED MEXICAN STATES USD 05.5500 01/21/2045 | 0.09% |
| ASTRAZENECA PLC-SPONS ADR SEDOL 2989044 | 0.09% |
| IVORY COAST REGS 06.1250 06/15/2033 | 0.09% |
| AMERICAN TOWER CORP 03.1250 01/15/2027 | 0.09% |
| BPCE SA P/P 144A 04.5000 03/15/2025 | 0.09% |
| AUST & NZ BANKING GRP NY 02.1250 08/19/2020 | 0.09% |
| DIAMOND 1 FIN/DIAM P/P 144A 06.0200 06/15/2026 | 0.09% |
| KDDI CORP SEDOL 6248990 | 0.09% |
| MITSUBISHI UFJ FIN GRP USD 03.5350 07/26/2021 | 0.09% |
| SYNCHRONY FINANCIAL SEDOL BP96PS6 | 0.09% |
| FISERV INC 04.2000 10/01/2028 | 0.09% |
| NORTHROP GRUMMAN CORP 03.2500 01/15/2028 | 0.09% |
| VERIZON COMMUNICATIONS 04.4000 11/01/2034 | 0.09% |
| GAMING AND LEISURE PROPERTIE SEDOL BFPK4S5 | 0.09% |
| TREASURY BILL 00.0000 10/08/2020 | 0.09% |
| WFRBS 2011-C2 D P/P 144A 05.8498 02/15/2044 | 0.09% |
| AKAMAI TECHNOLOGIES INC SEDOL 2507457 | 0.09% |
| COMCAST CORP 03.9690 11/01/2047 | 0.09% |
| DELTA AIR LINES INC SEDOL B1W9D46 | 0.09% |
| OMNICOM GP/OMNICOM CAP 03.6000 04/15/2026 | 0.09% |
| WASTE CONNECTIONS INC SEDOL BYVG1F6 | 0.09% |
| DOW INC SEDOL BHXCF84 | 0.09% |
| MORGAN STANLEY 04.3750 01/22/2047 | 0.09% |
| ANHEUSER-BUSCH CO/IN 03.6500 02/01/2026 | 0.08% |
| ASHTEAD CAPITAL INC P/P 144A 04.3750 08/15/2027 | 0.08% |
| ATLASSIAN CORP PLC-CLASS A SEDOL BZ09BD1 | 0.08% |
| REP OF INDONESIA P/P 144A 04.3500 01/08/2027 | 0.08% |
| SIRIUS XM RADIO INC P/P 144A 05.0000 08/01/2027 | 0.08% |
| WILLIS TOWERS WATSON PLC USD 05.7500 03/15/2021 | 0.08% |
| JACK HENRY & ASSOCIATES INC SEDOL 2469193 | 0.08% |
| KONINKLIJKE AHOLD DELHAIZE N SEDOL BD0Q398 | 0.08% |
| REPUBLIC OF INDONESIA REGS 04.7500 01/08/2026 | 0.08% |
| SUMITOMO MITSUI FINANCIAL GR SEDOL 6563024 | 0.08% |
| SVENSKA HANDELSBANKEN AB USD 01.9500 09/08/2020 | 0.08% |
| TORONTO-DOMINION BANK USD 03.6250 09/15/2031 | 0.08% |
| CITIGROUP INC 02.6500 10/26/2020 | 0.08% |
| CAS 2015-C04 2M2 05.7345 04/25/2028 | 0.08% |
| GLOBAL PAYMENTS INC 04.0000 06/01/2023 | 0.08% |
| HERSHEY CO/THE SEDOL 2422806 | 0.08% |
| MRAIT 2020-2 A 02.1345 10/22/2020 | 0.08% |
| RAYTHEON TECH CORP 04.1250 11/16/2028 | 0.08% |
| BOSTON PROPERTIES INC SEDOL 2019479 | 0.08% |
| CAS 2015-C04 1M2 05.8845 04/25/2028 | 0.08% |
| DEUTSCHE BOERSE AG SEDOL 7021963 | 0.08% |
| LAM RESEARCH CORP SEDOL 2502247 | 0.08% |
| BANQUE FED CRED MUTU P/P 144A 02.2000 07/20/2020 | 0.08% |
| DUKE ENERGY CORP 03.1500 08/15/2027 | 0.08% |
| PNC FINANCIAL SERVICES GROUP SEDOL 2692665 | 0.08% |
| ANGLO AMER PLC SEDOL B1XZS82 | 0.08% |
| EXXON MOBIL CORP SEDOL 2326618 | 0.08% |
| LULULEMON ATHLETICA INC SEDOL B23FN39 | 0.08% |
| PNC BANK NA 02.0280 12/09/2022 | 0.08% |
| RAYTHEON TECH CORP P/P 144A 02.5000 12/15/2022 | 0.08% |
| AIR PRODUCTS & CHEMICALS INC SEDOL 2011602 | 0.08% |
| BAXTER INTERNATIONAL INC SEDOL 2085102 | 0.08% |
| FNMA FN30 AS8074 UMBS 03.0000 10/01/2046 | 0.08% |
| NOVO NORDISK A/S-B SEDOL BHC8X90 | 0.08% |
| CONOCOPHILLIPS | 0.08% |
| DOW CHEMICAL CO/THE 03.5000 10/01/2024 | 0.08% |
| CIT GROUP INC. 05.2500 03/07/2025 | 0.08% |
| FIRSTENERGY TRANSMIS P/P 144A 05.4500 07/15/2044 | 0.08% |
| GODADDY INC - CLASS A SEDOL BWFRFC6 | 0.08% |
| GSMS 2014-GC22 C 04.8467 06/10/2047 | 0.08% |
| MERCK & CO INC 03.7000 02/10/2045 | 0.08% |
| STANDARD IND INC P/P 144A 05.0000 02/15/2027 | 0.08% |
| SBA COMMUNICATIONS CORP SEDOL BZ6TS23 | 0.08% |
| WESTPAC BANKING CORP USD 02.0000 08/19/2021 | 0.08% |
| FNMA FN40 BF0171 UMBS 04.0000 01/01/2057 | 0.07% |
| MANUF & TRADERS TRUST CO 02.0500 08/17/2020 | 0.07% |
| NATIONAL AUSTRALIA BK/NY 02.5000 01/12/2021 | 0.07% |
| PETROLEOS MEXICANOS P/P 144A 06.8400 01/23/2030 | 0.07% |
| REPUBLIC OF SENEGAL REGS 06.2500 05/23/2033 | 0.07% |
| ZIMMER BIOMET HOLDINGS INC SEDOL 2783815 | 0.07% |
| 2020 CASH EXCH TRUST P/P 144A 05.2500 CV PFD | 0.07% |
| AMERICAN TOWER CORPORATION 02.7500 01/15/2027 | 0.07% |
| BANK OF NOVA SCOTIA USD 02.3500 10/21/2020 | 0.07% |
| CIGNA CORP 03.7500 07/15/2023 | 0.07% |
| FNMA FN30 BM1172 UMBS 03.0000 03/01/2047 | 0.07% |
| SOUTHWEST AIRLINES CO SEDOL 2831543 | 0.07% |
| AMGEN INC 02.6000 08/19/2026 | 0.07% |
| BANK OF AMERICA CORP 02.4960 02/13/2031 | 0.07% |
| BP CAPITAL MARKETS PLC USD 03.2790 09/19/2027 | 0.07% |
| MICROCHIP TECH INC 04.3330 06/01/2023 | 0.07% |
| ASTRAZENECA PLC SEDOL 0989529 | 0.07% |
| FIDELITY NATL INFO SERV 03.7500 05/21/2029 | 0.07% |
| FREEPORT-MCMORAN INC SEDOL 2352118 | 0.07% |
| RAYTHEON TECHNOLOGIES CORP SEDOL BM5M5Y3 | 0.07% |
| BIOGEN INC 03.6250 09/15/2022 | 0.07% |
| CF INDUSTRIES INC P/P 144A 04.5000 12/01/2026 | 0.07% |
| LNSTR 2015-3 B P/P 144A 03.3604 04/20/2048 | 0.07% |
| VALERO ENERGY CORP SEDOL 2041364 | 0.07% |
| ALLIANZ SE-REG SEDOL 5231485 | 0.07% |
| BF0101 03.5000 06/01/2056 | 0.07% |
| ENERGY TRANSFER OPERATNG 06.6250 02/15/2028 | 0.07% |
| PUBLIC SERVICE ENTERPRISE GP SEDOL 2707677 | 0.07% |
| ROYAL DUTCH SHELL PLC-B SHS SEDOL B03MM40 | 0.07% |
| SAUDI INTL BOND P/P 144A 02.9000 10/22/2025 | 0.07% |
| APOLLO GLOBAL MANAGEMENT INC SEDOL BKRLVD5 | 0.07% |
| CAS 2016-C04 1M2 04.4345 01/25/2029 | 0.07% |
| FORTUNE BRANDS HOME & SECURI SEDOL B3MC7D6 | 0.07% |
| WESTROCK MWV LLC 08.2000 01/15/2030 | 0.07% |
| EOG RESOURCES INC 02.6250 03/15/2023 | 0.07% |
| SEATTLE GENETICS INC SEDOL 2738127 | 0.07% |
| TOTAL SA SEDOL B15C557 | 0.07% |
| CHIPOTLE MEXICAN GRILL INC SEDOL B0X7DZ3 | 0.07% |
| VIACOMCBS INC 04.2000 06/01/2029 | 0.07% |
| DUKE ENERGY CORP 04.2000 06/15/2049 | 0.06% |
| FNMA FN30 BC1155 UMBS 03.0000 06/01/2046 | 0.06% |
| KERING SEDOL 5505072 | 0.06% |
| RINGCENTRAL INC-CLASS A SEDOL BDZCRX3 | 0.06% |
| WFRBS 2013-C18 AS 04.3870 12/15/2046 | 0.06% |
| COMM 2010-C1 D P/P 144A 06.0497 07/10/2046 | 0.06% |
| IBM CORP 01.8750 08/01/2022 | 0.06% |
| ORACLE CORP 02.5000 05/15/2022 | 0.06% |
| TREASURY BILL 00.0000 09/03/2020 | 0.06% |
| AMERICAN ELECTRIC POWER 04.3000 12/01/2028 | 0.06% |
| AT&T INC 04.7500 05/15/2046 | 0.06% |
| CAS 2020-R01 1M2 02.2345 01/25/2040 | 0.06% |
| CSAIL 2015-C1 C 04.4116 04/15/2050 | 0.06% |
| DUKE ENERGY OHIO INC 03.6500 02/01/2029 | 0.06% |
| LEIDOS HOLDINGS INC SEDOL BDV82B8 | 0.06% |
| VERIZON COMMUNICATIONS 05.2500 03/16/2037 | 0.06% |
| BOOZ ALLEN HAMILTON HOLDINGS SEDOL B5367T7 | 0.06% |
| EVERBRIDGE INC SEDOL BYY5ZB4 | 0.06% |
| HILTON WORLDWIDE FIN LLC 04.8750 04/01/2027 | 0.06% |
| ONCOR ELECTRIC DELIV 03.7500 04/01/2045 | 0.06% |
| WESFARMERS LTD SEDOL 6948836 | 0.06% |
| AMGEN INC 04.6630 06/15/2051 | 0.06% |
| CHARTER COMM OPT LLC/CAP 04.8000 03/01/2050 | 0.06% |
| DEUTSCHE TELEKOM AG-REG SEDOL 5842359 | 0.06% |
| DUPONT DE NEMOURS INC SEDOL BK0VN47 | 0.06% |
| EATON CORP PLC SEDOL B8KQN82 | 0.06% |
| NORDEA BANK ABP P/P 144A 02.2500 05/27/2021 | 0.06% |
| PRUDENTIAL PLC SEDOL 0709954 | 0.06% |
| REGIONS FINANCIAL CORP 02.7500 08/14/2022 | 0.06% |
| UBS GROUP AG P/P 144A 03.0000 04/15/2021 | 0.06% |
| ASSURED GUARANTY LTD SEDOL B00V7H8 | 0.06% |
| CITIGROUP INC 03.8870 01/10/2028 | 0.06% |
| DOMINICAN REPUBLIC REGS 05.9500 01/25/2027 | 0.06% |
| NRG ENERGY INC P/P 144A 04.4500 06/15/2029 | 0.06% |
| RIO TINTO PLC SEDOL 0718875 | 0.06% |
| UNITEDHEALTH GROUP INC 03.9500 10/15/2042 | 0.06% |
| AMETEK INC SEDOL 2089212 | 0.06% |
| BANK OF MONTREAL USD 03.1000 04/13/2021 | 0.06% |
| ZOETIS INC 03.9000 08/20/2028 | 0.06% |
| AVERY DENNISON CORP SEDOL 2066408 | 0.06% |
| CROWN CASTLE INTL CORP 03.6500 09/01/2027 | 0.06% |
| DEUTSCHE POST AG-REG SEDOL 4617859 | 0.06% |
| DISCOVER FINANCIAL SERVICES SEDOL B1YLC43 | 0.06% |
| REPUBLIC OF PERU USD 02.3920 01/23/2026 | 0.06% |
| ALBEMARLE CORP SEDOL 2046853 | 0.06% |
| BMW US CAPITAL LLC P/P 144A 02.0000 04/11/2021 | 0.06% |
| COMPASS GROUP PLC SEDOL BD6K457 | 0.06% |
| ROPER TECHNOLOGIES INC SEDOL 2749602 | 0.06% |
| THERMO FISHER SCIENTIFIC INC SEDOL 2886907 | 0.06% |
| UBS GROUP AG REGS 06.8750 12/29/2049 | 0.06% |
| BRISTOL-MYERS P/P 144A 03.2500 08/15/2022 | 0.06% |
| CHENIERE CORP CHRIST 05.1250 06/30/2027 | 0.06% |
| HERMES INTERNATIONAL SEDOL 5253973 | 0.06% |
| HUNTINGTON BANCSHARES 04.3500 02/04/2023 | 0.06% |
| HYATT HOTELS CORP 04.8500 03/15/2026 | 0.06% |
| LINDE PLC SEDOL BZ12WP8 | 0.06% |
| PFIZER INC 03.0000 12/15/2026 | 0.06% |
| RADIAN GROUP INC SEDOL 2173911 | 0.06% |
| TPAT 2018-SL1 A P/P 144A 00.7683 01/25/2046 | 0.06% |
| TREASURY BILL 00.0000 08/25/2020 | 0.06% |
| DEERE & COMPANY 02.6000 06/08/2022 | 0.06% |
| DIGITAL REALTY TRUST LP 04.4500 07/15/2028 | 0.06% |
| GOOGLE INC 03.3750 02/25/2024 | 0.06% |
| GSMS 2011-GC3 D P/P 144A 05.8239 03/10/2044 | 0.06% |
| MET LIFE GLOB P/P 144A 01.9500 01/13/2023 | 0.06% |
| REPUBLIC OF KAZAKHSTAN REGS 04.8750 10/14/2044 | 0.06% |
| ABBVIE INC P/P 144A 03.8000 03/15/2025 | 0.05% |
| APTIV PLC SEDOL B783TY6 | 0.05% |
| BRDCOM CRP / FIN 03.8750 01/15/2027 | 0.05% |
| ENTERGY CORP SEDOL 2317087 | 0.05% |
| FIRSTENERGY CORP 04.8500 07/15/2047 | 0.05% |
| L OREAL SEDOL 4057808 | 0.05% |
| NUTRIEN LTD USD 04.1250 03/15/2035 | 0.05% |
| AMEREN CORPORATION SEDOL 2050832 | 0.05% |
| AMERICAN INTERNATIONAL GROUP SEDOL 2027342 | 0.05% |
| CISCO SYSTEMS INC 02.5000 09/20/2026 | 0.05% |
| CREDIT SUISSE NEW YORK 02.8000 04/08/2022 | 0.05% |
| EDENRED SEDOL B62G1B5 | 0.05% |
| HOYA CORP SEDOL 6441506 | 0.05% |
| L3HARRIS TECH INC 03.8500 12/15/2026 | 0.05% |
| LIBERTY MEDIA COR-SIRIUSXM C SEDOL BD8QGH9 | 0.05% |
| STATE STREET CORP SEDOL 2842040 | 0.05% |
| SYSCO CORP SEDOL 2868165 | 0.05% |
| AGNC INVESTMENT CORP SEDOL BYYHJL8 | 0.05% |
| ALIBABA GROUP HOLDING-SP ADR SEDOL BP41ZD1 | 0.05% |
| APPLE INC 03.8500 05/04/2043 | 0.05% |
| ENBRIDGE INC USD 04.5000 06/10/2044 | 0.05% |
| EQUINOR ASA USD 02.9000 11/08/2020 | 0.05% |
| LONDON STOCK EXCHANGE GROUP SEDOL B0SWJX3 | 0.05% |
| SANDVIK AB SEDOL B1VQ252 | 0.05% |
| TREASURY BILL 00.0000 09/17/2020 | 0.05% |
| UNITEDHEALTH GROUP INC 02.7500 02/15/2023 | 0.05% |
| VERISK ANALYTICS INC SEDOL B4P9W92 | 0.05% |
| AMAZON.COM INC. 02.5000 11/29/2022 | 0.05% |
| ENTERPRISE PRODUCTS PARTNERS SEDOL 2285388 | 0.05% |
| ITOCHU CORP SEDOL 6467803 | 0.05% |
| KEURIG DR PEPPER INC 04.5970 05/25/2028 | 0.05% |
| UPJOHN INC P/P 144A 02.3000 06/22/2027 | 0.05% |
| VISTRA CORP SEDOL BZ8VJQ8 | 0.05% |
| WEST PHARMACEUTICAL SERVICES SEDOL 2950482 | 0.05% |
| ALPHABET INC 01.9980 08/15/2026 | 0.05% |
| BANK OF AMERICA CORP 03.4990 05/17/2022 | 0.05% |
| SCHWAB (CHARLES) CORP SEDOL 2779397 | 0.05% |
| US BANCORP 02.6250 01/24/2022 | 0.05% |
| AES CORP SEDOL 2002479 | 0.05% |
| COMCAST CORP 02.3500 01/15/2027 | 0.05% |
| CWALT 2006-OA10 4A1 00.3745 08/25/2046 | 0.05% |
| ESSEX PROPERTY TRUST INC SEDOL 2316619 | 0.05% |
| JOHNSON CONTROLS INTL PL 04.5000 02/15/2047 | 0.05% |
| SPST 2020-6 A 00.9983 09/07/2021 | 0.05% |
| SWISS RE TREAS P/P 144A 04.2500 12/06/2042 | 0.05% |
| WFRBS 2012-C8 AS 03.6600 08/15/2045 | 0.05% |
| AMERICAN EXPRESS COMPANY 02.6500 12/02/2022 | 0.05% |
| FERGUSON PLC SEDOL BJVNSS4 | 0.05% |
| INDUSTRIA DE DISENO TEXTIL SEDOL BP9DL90 | 0.05% |
| ROYAL BANK OF CANADA USD 04.6500 01/27/2026 | 0.05% |
| AT&T INC 02.9500 07/15/2026 | 0.05% |
| CROWN CASTLE INTL CORP 03.7000 06/15/2026 | 0.05% |
| GLENCORE FUNDING LLC P/P 144A 04.0000 04/16/2025 | 0.05% |
| KINDER MORGAN ENER PART 03.5000 03/01/2021 | 0.05% |
| ORACLE CORP 02.5000 10/15/2022 | 0.05% |
| SAUDI INTL BOND P/P 144A 03.2500 10/22/2030 | 0.05% |
| SCHNEIDER ELECTRIC SE SEDOL 4834108 | 0.05% |
| SHERWIN-WILLIAMS CO 03.4500 06/01/2027 | 0.05% |
| TCI COMMUNICATIONS INC 07.1250 02/15/2028 | 0.05% |
| CITIGROUP INC 04.5000 01/14/2022 | 0.05% |
| DANAHER CORP 05.0000 CV PFD | 0.05% |
| ESSITY AKTIEBOLAG-B SEDOL BF1K7P7 | 0.05% |
| FIFTH THIRD BANCORP SEDOL 2336747 | 0.05% |
| HOME DEPOT INC 02.6250 06/01/2022 | 0.05% |
| INTL FLAVOR & FRAGRANCES 04.4500 09/26/2028 | 0.05% |
| ORACLE CORP 01.9000 09/15/2021 | 0.05% |
| ROGERS COMMUNICATIONS IN USD 04.5000 03/15/2043 | 0.05% |
| SPST 2020-WL1 A 00.8183 06/25/2051 | 0.05% |
| UBS GROUP AG P/P 144A 04.1250 04/15/2026 | 0.05% |
| ANHEUSER-BUSCH INBEV WOR 04.7500 01/23/2029 | 0.04% |
| BP CAP MARKETS AMERICA 03.1190 05/04/2026 | 0.04% |
| BP PLC SEDOL 0798059 | 0.04% |
| COCA-COLA HBC AG-DI SEDOL B9895B7 | 0.04% |
| GEORGIA-PACIFIC LLC P/P 144A 02.1000 04/30/2027 | 0.04% |
| INVITATION HOMES INC SEDOL BD81GW9 | 0.04% |
| JOHNSON CONTROLS INTL PL 04.9500 07/02/2064 | 0.04% |
| LAMB WESTON HOLDINGS P/P 144A 04.8750 11/01/2026 | 0.04% |
| METLIFE CAP TRST IV P/P 144A 07.8750 12/15/2037 | 0.04% |
| MITSUBISHI UFJ FIN GRP USD 03.8500 03/01/2026 | 0.04% |
| NEXI SPA SEDOL BJ1F880 | 0.04% |
| WASTE CONNECTIONS INC 03.5000 05/01/2029 | 0.04% |
| WFRBS 2013-C12 AS 03.5600 03/15/2048 | 0.04% |
| ASTELLAS PHARMA INC SEDOL 6985383 | 0.04% |
| CAS 2016-C03 2M2 06.0845 10/25/2028 | 0.04% |
| CISCO SYSTEMS INC 05.9000 02/15/2039 | 0.04% |
| DOVER CORP SEDOL 2278407 | 0.04% |
| EASTMAN CHEMICAL CO SEDOL 2298386 | 0.04% |
| GARMIN LTD SEDOL B3Z5T14 | 0.04% |
| GENERAL MOTORS CO SEDOL B665KZ5 | 0.04% |
| GLENCORE FUNDING LLC P/P 144A 04.6250 04/29/2024 | 0.04% |
| KEURIG DR PEPPER INC 04.4170 05/25/2025 | 0.04% |
| QUIDEL CORP SEDOL 2717591 | 0.04% |
| TRK 2019-1 A1 04.3356 03/25/2022 | 0.04% |
| UNILEVER NV SEDOL B1527V7 | 0.04% |
| UNITED AIRLINES HOLDINGS INC SEDOL B4QG225 | 0.04% |
| WALT DISNEY COMPANY 07.7500 12/01/2045 | 0.04% |
| ADIDAS AG SEDOL 4031976 | 0.04% |
| APPLE INC 04.3750 05/13/2045 | 0.04% |
| BMW US CAPITAL LLC P/P 144A 03.9500 08/14/2028 | 0.04% |
| BRISTOL-MYERS P/P 144A 02.2500 08/15/2021 | 0.04% |
| CENTERPOINT ENERGY INC SEDOL 2440637 | 0.04% |
| CIGNA CORP P/P 144A 03.9000 02/15/2022 | 0.04% |
| ENERGY TRANSFER OPERA 05.8750 01/15/2024 | 0.04% |
| HILL-ROM HOLDINGS INC SEDOL 2425924 | 0.04% |
| ING GROEP NV-CVA SEDOL 7154182 | 0.04% |
| LLOYDS BANKING GROUP PLC USD 04.5000 11/04/2024 | 0.04% |
| MBX.FN30.500.10 R USL1M P 01/12/41 BC | 0.04% |
| MET LIFE GLOB P/P 144A 02.4000 06/17/2022 | 0.04% |
| PETROBRAS GLOBAL FINANCE USD 06.1250 01/17/2022 | 0.04% |
| REPUBLIC OF CHILE USD 02.4500 01/31/2031 | 0.04% |
| REPUBLIC SERVICES INC SEDOL 2262530 | 0.04% |
| SANTANDER UK GROUP H P/P 144A 04.7500 09/15/2025 | 0.04% |
| AIG GLOBAL FUNDING P/P 144A 02.1500 07/02/2020 | 0.04% |
| ANHEUSER-BUSCH INBEV WOR 05.5500 01/23/2049 | 0.04% |
| ARAMARK SEDOL BH3XG17 | 0.04% |
| AVALONBAY COMMUNITIES INC SEDOL 2131179 | 0.04% |
| BANCO SANTANDER SA USD 05.1790 11/19/2025 | 0.04% |
| CARLSBERG AS-B SEDOL 4169219 | 0.04% |
| CSX CORP 04.1000 03/15/2044 | 0.04% |
| DASSAULT SYSTEMES SA SEDOL 5330047 | 0.04% |
| ENBRIDGE INC USD 04.2500 12/01/2026 | 0.04% |
| HOME DEPOT INC 05.9500 04/01/2041 | 0.04% |
| PARTNERS GROUP HOLDING AG SEDOL B119QG0 | 0.04% |
| 0.85 R ISWP FWD US0003M P 06/17/2030 | 0.04% |
| ALIMENTATION COUCHE-TARD 3.550000 07/26/2027 | 0.04% |
| BOEING CO 04.8750 05/01/2025 | 0.04% |
| CF INDUSTRIES HOLDINGS INC SEDOL B0G4K50 | 0.04% |
| CITIGROUP INC 04.4500 09/29/2027 | 0.04% |
| CROWN CASTLE INTL CORP 03.8000 02/15/2028 | 0.04% |
| L3HARRIS TECH INC 04.4000 06/15/2028 | 0.04% |
| MONDELEZ INT HOLD NE P/P 144A 02.1250 09/19/2022 | 0.04% |
| NATIONAL AUSTRALIA BK/NY 02.8000 01/10/2022 | 0.04% |
| PINNACLE WEST CAPITAL SEDOL 2048804 | 0.04% |
| REPUBLIC OF PARAGUAY REGS 04.7000 03/27/2027 | 0.04% |
| SECOM CO LTD SEDOL 6791591 | 0.04% |
| WOLTERS KLUWER SEDOL 5671519 | 0.04% |
| CBRE GROUP INC - A SEDOL B6WVMH3 | 0.04% |
| CVS HEALTH CORP 03.7000 03/09/2023 | 0.04% |
| DOLLAR GENERAL CORP 03.2500 04/15/2023 | 0.04% |
| DUKE REALTY CORP SEDOL 2284084 | 0.04% |
| GSCBPAND R US0001M P 12/15/25 GS | 0.04% |
| INTERNATIONAL PAPER CO 03.0000 02/15/2027 | 0.04% |
| LBMLT 2004-1 A2 00.9845 02/25/2034 | 0.04% |
| MGM RESORTS INTERNATIONAL SEDOL 2547419 | 0.04% |
| ORACLE CORP 05.3750 07/15/2040 | 0.04% |
| SPRINT CORP 07.8750 09/15/2023 | 0.04% |
| T-MOBILE USA INC P/P 144A 03.8750 04/15/2030 | 0.04% |
| BMIR 2019-4A M1C P/P 144A 02.6845 10/25/2029 | 0.04% |
| DAIKIN INDUSTRIES LTD SEDOL 6250724 | 0.04% |
| ENEL SPA SEDOL 7144569 | 0.04% |
| ERAC USA FINANCE LLC P/P 144A 05.6250 03/15/2042 | 0.04% |
| NXP SEMICONDUCTORS NV SEDOL B505PN7 | 0.04% |
| S&P GLOBAL INC 04.4000 02/15/2026 | 0.04% |
| TRANSDIGM GROUP INC SEDOL B11FJK3 | 0.04% |
| VISTRA OPERATION P/P 144A 03.5500 07/15/2024 | 0.04% |
| AMDOCS LTD SEDOL 2256908 | 0.04% |
| BNP PARIBAS SEDOL 7309681 | 0.04% |
| BROADCOM INC P/P 144A 04.1500 11/15/2030 | 0.04% |
| CCO HOLDINGS LLC P/P 144A 05.3750 06/01/2029 | 0.04% |
| FIDELITY NATIONAL INFORM 04.2500 05/15/2028 | 0.04% |
| JPMORGAN CHASE & CO 04.6000 02/01/2025 | 0.04% |
| MACQUARIE BANK LTD P/P 144A 02.8500 07/29/2020 | 0.04% |
| MARSH & MCLENNAN COS INC 04.3750 03/15/2029 | 0.04% |
| MARSH & MCLENNAN COS INC 04.9000 03/15/2049 | 0.04% |
| NRG P/P 144A 03.7500 06/15/2024 | 0.04% |
| REPUBLIC OF COLOMBIA USD 03.8750 04/25/2027 | 0.04% |
| SHIONOGI & CO LTD SEDOL 6804682 | 0.04% |
| TELEDYNE TECHNOLOGIES INC SEDOL 2503477 | 0.04% |
| WAMU 2005-AR12 1A8 03.8615 10/25/2035 | 0.04% |
| ALLY FINANCIAL INC SEDOL B72XK05 | 0.04% |
| CISCO SYSTEMS INC 02.2000 02/28/2021 | 0.04% |
| EXXON MOBIL CORPORATION 02.2220 03/01/2021 | 0.04% |
| ING BANK NV P/P 144A 05.8000 09/25/2023 | 0.04% |
| KONINKLIJKE DSM NV SEDOL B0HZL93 | 0.04% |
| LIVE NATION ENTERTAINMENT IN SEDOL B0T7YX2 | 0.04% |
| TESLA INC SEDOL B616C79 | 0.04% |
| TRANSCANADA TRUST USD 05.3000 03/15/2077 | 0.04% |
| AES CORP/THE 05.5000 04/15/2025 | 0.04% |
| AIR LEASE CORP 04.6250 10/01/2028 | 0.04% |
| AKZO NOBEL N.V. SEDOL BJ2KSG2 | 0.04% |
| BERRY GLOBAL GROUP INC SEDOL B8BR3H3 | 0.04% |
| CITIGROUP INC 04.6000 03/09/2026 | 0.04% |
| EQUITY RESIDENTIAL TR REIT | 0.04% |
| ERAC USA FINANCE LLC P/P 144A 04.5000 02/15/2045 | 0.04% |
| ERAC USA FINANCE LLC P/P 144A 07.0000 10/15/2037 | 0.04% |
| FHLMC FR30 ZS9547 UMBS 04.0000 09/01/2045 | 0.04% |
| FHMS K099 X1 IO 01.0056 09/25/2029 | 0.04% |
| FIVE CORNERS FUNDING P/P 144A 04.4190 11/15/2023 | 0.04% |
| HITACHI LTD SEDOL 6429104 | 0.04% |
| SKANDINAVISKA ENSKILDA BAN-A SEDOL 4813345 | 0.04% |
| STACR 2016-DNA1 M3 05.7183 07/25/2028 | 0.04% |
| TRUIST BANK 02.6360 09/17/2029 | 0.04% |
| VISTRA CORP P/P 144A 04.3000 07/15/2029 | 0.04% |
| ALPHABET INC 03.6250 05/19/2021 | 0.04% |
| AVIVA PLC SEDOL 0216238 | 0.04% |
| BANCO BILBAO VIZCAYA ARGENTA SEDOL 5501906 | 0.04% |
| CAS 2016-C01 2M2 07.1345 08/25/2028 | 0.04% |
| CFCRE 2011-C2 E P/P 144A 05.9305 12/15/2047 | 0.04% |
| CHARTER COMM OPT LLC 04.9080 07/23/2025 | 0.04% |
| CK ASSET HOLDINGS LTD SEDOL BYZQ077 | 0.04% |
| COX COMM INC P/P 144A 03.5000 08/15/2027 | 0.04% |
| DIAGEO PLC SEDOL 0237400 | 0.04% |
| GSMS 2010-C1 D P/P 144A 06.1326 08/10/2043 | 0.04% |
| JPMBB 2013-C12 C 04.2364 07/15/2045 | 0.04% |
| LINCOLN NATIONAL CORP SEDOL 2516378 | 0.04% |
| ORSTED A/S SEDOL BYT16L4 | 0.04% |
| PEUGEOT SA SEDOL 7103526 | 0.04% |
| TARGA RESOURCES PART 05.0000 01/15/2028 | 0.04% |
| THALES SA SEDOL 4162791 | 0.04% |
| VEREIT INC SEDOL BYVVTJ1 | 0.04% |
| ZALANDO SE SEDOL BQV0SV7 | 0.04% |
| AMERICAN TOWER CORP 02.9000 01/15/2030 | 0.03% |
| APTARGROUP INC SEDOL 2045247 | 0.03% |
| CWALT 2006-OA7 1A2 02.4438 06/25/2046 | 0.03% |
| ENERGY TRANSFER OPERATNG 05.2000 02/01/2022 | 0.03% |
| EQUINIX INC 03.2000 11/18/2029 | 0.03% |
| FISERV INC 03.5000 07/01/2029 | 0.03% |
| GILEAD SCIENCES INC SEDOL 2369174 | 0.03% |
| MOLSON COORS BEVERAGE CO - B SEDOL B067BM3 | 0.03% |
| NSTAR ELECTRIC CO 02.3750 10/15/2022 | 0.03% |
| OSHKOSH CORP 04.6000 05/15/2028 | 0.03% |
| PFIZER INC 01.9500 06/03/2021 | 0.03% |
| SIG COMBIBLOC GROUP AG SEDOL BD5GN60 | 0.03% |
| SPECTRA ENERGY PARTNERS 03.3750 10/15/2026 | 0.03% |
| VODAFONE GROUP PLC SEDOL BH4HKS3 | 0.03% |
| WFCM 2013-LC12 D P/P 144A 04.4111 07/15/2046 | 0.03% |
| WH GROUP LTD SEDOL BLLHKZ1 | 0.03% |
| WOOLWORTHS GROUP LTD SEDOL 6981239 | 0.03% |
| ZOETIS INC 02.0000 05/15/2030 | 0.03% |
| CITIGROUP INC 04.7500 05/18/2046 | 0.03% |
| COMCAST CORP 04.0490 11/01/2052 | 0.03% |
| CWALT 2005-59 1A1 00.5200 11/20/2035 | 0.03% |
| DENTSPLY SIRONA INC SEDOL BYNPPC6 | 0.03% |
| DOMINICAN REPUBLIC REGS 06.8750 01/29/2026 | 0.03% |
| GLOBAL PAYMENTS INC 02.9000 05/15/2030 | 0.03% |
| MORGAN STANLEY 05.5000 07/28/2021 | 0.03% |
| MSBAM 2012-C5 E P/P 144A 04.8320 08/15/2045 | 0.03% |
| NETWORK INTERNATIONAL HOLDIN SEDOL BH3VJ78 | 0.03% |
| SAMI 2007-AR7 1A1 01.0345 05/25/2047 | 0.03% |
| SAMSUNG ELECTRONICS-PREF SEDOL 6773812 | 0.03% |
| WFCM 2013-LC12 C 04.4111 07/15/2046 | 0.03% |
| WFRBS 2011-C3 D P/P 144A 05.8524 03/15/2044 | 0.03% |
| BRISTOL-MYERS P/P 144A 03.4000 07/26/2029 | 0.03% |
| CANTOR FITZGERALD LP P/P 144A 06.5000 06/17/2022 | 0.03% |
| COMM 2013-CR13 AM 04.4490 11/10/2046 | 0.03% |
| CREDIT SUISSE GRP AG P/P 144A 03.8690 01/12/2029 | 0.03% |
| GSMS 2016-GS3 A4 02.8500 10/10/2049 | 0.03% |
| HEICO CORP SEDOL 2419217 | 0.03% |
| IMPERIAL BRANDS PLC SEDOL 0454492 | 0.03% |
| T-MOBILE USA INC 06.3750 03/01/2025 | 0.03% |
| WFRBS 2011-C5 D P/P 144A 05.8445 11/15/2044 | 0.03% |
| ALLISON TRANSMISSION HOLDING SEDOL B4PZ892 | 0.03% |
| BANK OF NOVA SCOTIA USD 02.0000 11/15/2022 | 0.03% |
| COMM 2013-CR11 C P/P 144A 05.2855 08/10/2050 | 0.03% |
| COMPUGROUP MEDICAL SE & CO K SEDOL BMY7CH1 | 0.03% |
| COVESTRO AG SEDOL BYTBWY9 | 0.03% |
| DNB NOR ASA SEDOL 4263304 | 0.03% |
| GSMS 2017-GS7 AS 03.6630 08/10/2050 | 0.03% |
| LLOYDS BANKING GROUP PLC USD 04.6500 03/24/2026 | 0.03% |
| NUTRIEN LTD. USD 04.2000 04/01/2029 | 0.03% |
| PENSKE TRUCK LEASING P/P 144A 03.9000 02/01/2024 | 0.03% |
| REPUBLIC OF KAZAKHSTAN REGS 05.1250 07/21/2025 | 0.03% |
| BANK OF AMERICA CORP 06.1000 12/29/2049 | 0.03% |
| CAS 2017-C01 1M2 03.7345 07/25/2029 | 0.03% |
| CHS/COMMUNITY HEALTH SYS 06.2500 03/31/2023 | 0.03% |
| COMCAST CORP 03.9990 11/01/2049 | 0.03% |
| CROWN HOLDINGS INC | 0.03% |
| DBS GROUP HOLDINGS LTD SEDOL 6175203 | 0.03% |
| KION GROUP AG SEDOL BB22L96 | 0.03% |
| REPUBLICA ORIENT URUGUAY USD 07.6250 03/21/2036 | 0.03% |
| TPMT 2015-1 A2 P/P 144A 03.2500 10/25/2053 | 0.03% |
| VOLKSWAGEN AG PFD SEDOL 5497168 | 0.03% |
| AXALTA COATING SYSTEMS LTD SEDOL BSFWCF5 | 0.03% |
| FIRSTENERGY CORP 03.9000 07/15/2027 | 0.03% |
| HONEYWELL INTL 03.8120 11/21/2047 | 0.03% |
| KEYCORP SEDOL 2490911 | 0.03% |
| NIPPON TELEGRAPH & TELEPHONE SEDOL 6641373 | 0.03% |
| ORIX CORP SEDOL 6661144 | 0.03% |
| PPL CAPITAL FUNDING INC 04.2000 06/15/2022 | 0.03% |
| VIACOMCBS INC 02.9000 01/15/2027 | 0.03% |
| VIRTU FINANCIAL INC-CLASS A SEDOL BWTVWD4 | 0.03% |
| WALGREENS BOOTS ALLIANCE INC SEDOL BTN1Y44 | 0.03% |
| WFRBS 2013-UBS1 A4 04.0790 03/15/2046 | 0.03% |
| AHM 2007-1 GA1C 00.3745 05/25/2047 | 0.03% |
| APPLE INC 02.8500 05/06/2021 | 0.03% |
| APPLE INC 03.4500 05/06/2024 | 0.03% |
| BHP GROUP PLC SEDOL BH0P3Z9 | 0.03% |
| BRITISH AMERICAN TOBACCO PLC SEDOL 0287580 | 0.03% |
| CGCMT 2014-GC21 AS 04.0260 05/10/2047 | 0.03% |
| CREDIT AGRICOLE SA SEDOL 7262610 | 0.03% |
| DIASORIN SPA SEDOL B234WN9 | 0.03% |
| DISH DBS CORP 05.8750 11/15/2024 | 0.03% |
| DOMINICAN REPUBLIC REGS 08.6250 04/20/2027 | 0.03% |
| E.ON SE SEDOL 4942904 | 0.03% |
| ENTERPRISE PRODUCTS OPER 02.8000 01/31/2030 | 0.03% |
| GLAXOSMITHKLINE PLC SEDOL 0925288 | 0.03% |
| GOLDMAN SACHS GROUP INC 02.6000 02/07/2030 | 0.03% |
| KKR GROUP FIN CO III P/P 144A 05.1250 06/01/2044 | 0.03% |
| LMAT 2019-GS7 A1 03.2500 11/25/2059 | 0.03% |
| MSBAM 2014-C14 C 05.1111 02/15/2047 | 0.03% |
| NEUBERGER BERMAN GRP P/P 144A 04.8750 04/15/2045 | 0.03% |
| PETROBRAS GLOBAL FINANCE USD 07.3750 01/17/2027 | 0.03% |
| PUBLIC SERVICE ELECTRIC 05.5000 03/01/2040 | 0.03% |
| SABINE PASS LIQUEFACTION 04.2000 03/15/2028 | 0.03% |
| SUN COMMUNITIES INC SEDOL 2860257 | 0.03% |
| TAIWAN SEMICONDUCTOR MANUFAC SEDOL 6889106 | 0.03% |
| WFRBS 2013-C11 AS 03.3110 03/15/2045 | 0.03% |
| AGL ENERGY LTD SEDOL BSS7GP5 | 0.03% |
| AXIS CAPITAL HOLDINGS LTD SEDOL 2677606 | 0.03% |
| CELANESE US HOLDINGS LLC 03.5000 05/08/2024 | 0.03% |
| CITIGROUP INC 02.9000 12/08/2021 | 0.03% |
| CMLTI 2005-2 1A2A 04.2660 05/25/2035 | 0.03% |
| COMMONWEALTH EDISON CO 05.9000 03/15/2036 | 0.03% |
| DH EUROPE FINANCE II USD 03.4000 11/15/2049 | 0.03% |
| DIAMONDBACK ENERGY INC 03.2500 12/01/2026 | 0.03% |
| GNR 2016-H16 EI IO 01.9160 06/20/2066 | 0.03% |
| GSMS 2011-GC3 C P/P 144A 05.8239 03/10/2044 | 0.03% |
| GSMS 2019-GC42 AS 03.2117 09/01/2052 | 0.03% |
| LEGRAND SA SEDOL B11ZRK9 | 0.03% |
| LMAT 2020-GS1 A1 02.8820 10/25/2059 | 0.03% |
| MONSTER BEVERAGE CORP SEDOL BZ07BW4 | 0.03% |
| MSBAM 2014-C17 C 04.6565 08/15/2047 | 0.03% |
| NIPPON PROLOGIS REIT INC SEDOL B98BC67 | 0.03% |
| OSAT 2020-RPL1 A1 03.1990 12/26/2059 | 0.03% |
| REPUBLIC OF SOUTH AFRICA USD 04.8500 09/27/2027 | 0.03% |
| SERVICE CORP INTL 05.3750 05/15/2024 | 0.03% |
| SOFTWARE AG SEDOL BF06WX9 | 0.03% |
| SSE PLC SEDOL 0790873 | 0.03% |
| THE BANK OF NOVA SCOTIA USD 02.7000 03/07/2022 | 0.03% |
| TOKYO ELECTRON LTD SEDOL 6895675 | 0.03% |
| VIDEOTRON LTD / LTEE P/P 144A 05.1250 04/15/2027 | 0.03% |
| WEYERHAEUSER CO 07.3750 03/15/2032 | 0.03% |
| ZOETIS INC SEDOL B95WG16 | 0.03% |
| BALL CORP SEDOL 2073022 | 0.03% |
| CAS 2015-C03 2M2 05.1845 07/25/2025 | 0.03% |
| CHINA MOBILE LTD SEDOL 6073556 | 0.03% |
| COMCAST CORP 03.1500 03/01/2026 | 0.03% |
| CREDIT AGRICOLE SA P/P 144A 04.0000 01/10/2033 | 0.03% |
| CSC HOLDINGS LLC P/P 144A 07.5000 04/01/2028 | 0.03% |
| FIDELITY NATIONAL FINANCIAL SEDOL BNBRDD4 | 0.03% |
| GOODMAN GROUP SEDOL B03FYZ4 | 0.03% |
| NTT DOCOMO INC SEDOL 6129277 | 0.03% |
| PACIFIC GAS & ELECTRIC 02.1000 08/01/2027 | 0.03% |
| PPG INDUSTRIES INC SEDOL 2698470 | 0.03% |
| SHIN-ETSU CHEMICAL CO LTD SEDOL 6804585 | 0.03% |
| SPRINT CAPITAL CORPORATION 06.8750 11/15/2028 | 0.03% |
| STACR 2016-HQA2 M3 05.3345 11/25/2028 | 0.03% |
| VERTIV TLB L+300 04.6550 03/02/2027 | 0.03% |
| ASML HOLDING NV SEDOL B929F46 | 0.02% |
| ATLAS COPCO AB-A SHS SEDOL BD97BN2 | 0.02% |
| CAMDEN PROPERTY TRUST SEDOL 2166320 | 0.02% |
| CFCRE 2011-C1 D P/P 144A 06.2917 04/15/2044 | 0.02% |
| CHEVRON CORP 02.1000 05/16/2021 | 0.02% |
| CI FINANCIAL CORP SEDOL B3KT0S5 | 0.02% |
| COOPER COS INC/THE SEDOL 2222631 | 0.02% |
| EIFFAGE SEDOL B13X013 | 0.02% |
| ITOCHU TECHNO-SOLUTIONS CORP SEDOL 6200194 | 0.02% |
| JPMCC 2012-C6 E P/P 144A 05.3242 05/15/2045 | 0.02% |
| MARRIOTT INTERNATIONAL 04.6250 06/15/2030 | 0.02% |
| MINEBEA CO LTD SEDOL 6642406 | 0.02% |
| NIHON M&A CENTER INC SEDOL B1DN466 | 0.02% |
| ONEOK INC SEDOL 2130109 | 0.02% |
| PPSI 2004-WCW2 M3 01.2345 10/25/2034 | 0.02% |
| SINGAPORE EXCHANGE LTD SEDOL 6303866 | 0.02% |
| STACR 2016-HQA1 M3 06.5345 09/25/2028 | 0.02% |
| TOTAL CAPITAL INTL SA USD 02.7500 06/19/2021 | 0.02% |
| UBI SOFT ENTERTA SEDOL B1L3CS6 | 0.02% |
| UBSBB 2012-C2 XA IO P/P 144A 01.4561 05/10/2063 | 0.02% |
| VORNADO REALTY TRUST SEDOL 2933632 | 0.02% |
| BANK LEUMI LE-ISRAEL SEDOL 6076425 | 0.02% |
| BRAMBLES LTD SEDOL B1FJ0C0 | 0.02% |
| CACI INTERNATIONAL INC -CL A SEDOL 2159267 | 0.02% |
| CATERPILLAR INC SEDOL 2180201 | 0.02% |
| COMM 2013-CR11 AM 04.7150 08/10/2050 | 0.02% |
| CRED SUIS GP FUN LTD USD 03.4500 04/16/2021 | 0.02% |
| DEUTSCHE TELEKOM INT FIN USD 08.7500 06/15/2030 | 0.02% |
| DRMT 2020-2 A1 01.6920 05/25/2065 | 0.02% |
| GNR 2014-116 IL IO 04.0000 08/20/2044 | 0.02% |
| HCA INC 05.5000 06/15/2047 | 0.02% |
| JPMCC 2010-C2 C P/P 144A 05.8216 11/15/2043 | 0.02% |
| JPMCC 2013-C16 AS 04.5169 12/15/2046 | 0.02% |
| LINDE PLC SEDOL BYWD9S5 | 0.02% |
| OTSUKA CORP SEDOL 6267058 | 0.02% |
| RELIANCE STEEL & ALUMINUM SEDOL 2729068 | 0.02% |
| STACR 2014-HQ2 M3 03.9345 09/25/2024 | 0.02% |
| STACR 2015-HQA2 M3 04.9845 05/25/2028 | 0.02% |
| TEMPO ACQ LLC/FI P/P 144A 06.7500 06/01/2025 | 0.02% |
| TENET HEALTHCARE P/P 144A 04.8750 01/01/2026 | 0.02% |
| TRANE TECHNOLOGIES PLC SEDOL BK9ZQ96 | 0.02% |
| US BANCORP 02.9500 07/15/2022 | 0.02% |
| WFCM 2013-LC12 AS 04.4111 07/15/2046 | 0.02% |
| ALIMEN COUCHE P/P 144A 02.9500 01/25/2030 | 0.02% |
| ALNYLAM PHARMACEUTICALS INC SEDOL B00FWN1 | 0.02% |
| AMERICAN INTL GROUP 08.1750 05/15/2058 | 0.02% |
| APPALACHIAN POWER CO 04.6000 03/30/2021 | 0.02% |
| CD 2017-CD3 A4 03.6310 02/10/2050 | 0.02% |
| CON EDISON CO OF NY INC 04.2000 03/15/2042 | 0.02% |
| CWALT 2006-OA19 A1 00.3700 02/20/2047 | 0.02% |
| FHMS K104 XAM 01.3839 01/25/2030 | 0.02% |
| FORTESCUE METALS GROUP LTD SEDOL B2B2B49 | 0.02% |
| JPMBB 2014-C19 C 04.8335 04/15/2047 | 0.02% |
| KINGFISHER PLC SEDOL 3319521 | 0.02% |
| NEXON CO LTD SEDOL B63QM77 | 0.02% |
| OTIS WORLDWIDE CORP P/P 144A 02.5650 02/15/2030 | 0.02% |
| PACKAGING CORP OF AMERIC 04.5000 11/01/2023 | 0.02% |
| PALTAC CORPORATION SEDOL B61BG94 | 0.02% |
| PRUDENTIAL FINANCIAL INC 05.2000 03/15/2044 | 0.02% |
| RAYTHEON TECH CORP P/P 144A 04.8750 10/15/2040 | 0.02% |
| STACR 2017-DNA1 M2 03.4345 07/25/2029 | 0.02% |
| UNITEDHEALTH GROUP INC 02.8750 03/15/2022 | 0.02% |
| WAMU 2005-AR10 1A3 04.1241 09/25/2035 | 0.02% |
| WESTROCK MWV LLC 07.9500 02/15/2031 | 0.02% |
| ALKERMES PLC SEDOL B3P6D26 | 0.02% |
| BECTON DICKINSON AND CO 02.8230 05/20/2030 | 0.02% |
| BGC PARTNERS INC 05.1250 05/27/2021 | 0.02% |
| CELANESE US HOLDINGS LLC 04.6250 11/15/2022 | 0.02% |
| CENTENE CORP 04.6250 12/15/2029 | 0.02% |
| CGCMT 2014-GC19 AS 04.3450 03/10/2047 | 0.02% |
| COMM 2013-CR9 D P/P 144A 04.3858 07/10/2045 | 0.02% |
| CREDIT SUISSE GRP AG P/P 144A 06.2500 12/18/2024 | 0.02% |
| CVS PASS-THROUGH P/P 144A 04.7040 01/10/2036 | 0.02% |
| DISCOVERY INC - A SEDOL B3D7K31 | 0.02% |
| GNR 2015-H25 BI IO 02.7630 10/20/2065 | 0.02% |
| JPMBB 2014-C22 C 04.7057 09/15/2047 | 0.02% |
| MSBAM 2012-C6 D P/P 144A 04.7604 11/15/2045 | 0.02% |
| NOMURA RESEARCH INSTITUTE LT SEDOL 6390921 | 0.02% |
| PORSCHE AUTOMOBIL HLDG-PRF SEDOL 7101069 | 0.02% |
| ROYAL BK SCOTLND GRP PLC USD 04.8920 05/18/2029 | 0.02% |
| TRANSDIGM INC. P/P 144A 06.2500 03/15/2026 | 0.02% |
| TRUIST FIN CORP 04.8000 12/31/2099 | 0.02% |
| UBSCM 2012-C1 C P/P 144A 05.7547 05/10/2045 | 0.02% |
| UNITED MEXICAN STATES USD 03.2500 04/16/2030 | 0.02% |
| VINCI SA SEDOL B1XH026 | 0.02% |
| WELLS FARGO & COMPANY 05.8750 12/29/2049 | 0.02% |
| 3I GROUP PLC SEDOL B1YW440 | 0.02% |
| ADECCO GROUP AG-REG SEDOL 7110720 | 0.02% |
| ARRW 2019-3 A3 03.4160 10/25/2048 | 0.02% |
| AURIZON HOLDINGS LTD SEDOL B87CVM3 | 0.02% |
| AUST & NZ BANKING GR P/P 144A 06.7500 12/29/2049 | 0.02% |
| BANCO SANTANDER SA USD 04.3790 04/12/2028 | 0.02% |
| BPCE SA P/P 144A 05.1500 07/21/2024 | 0.02% |
| COMM 2015-LC19 A4 03.1830 02/10/2048 | 0.02% |
| DIVERSIFIED HEALTHCARE T 09.7500 06/15/2025 | 0.02% |
| DOMINICAN REPUBLIC REGS 06.5000 02/15/2048 | 0.02% |
| EOG RESOURCES INC SEDOL 2318024 | 0.02% |
| EQUINOR ASA USD 05.1000 08/17/2040 | 0.02% |
| EQUITY LIFESTYLE PROPERTIES SEDOL 2563125 | 0.02% |
| HCA INC 04.1250 06/15/2029 | 0.02% |
| HCA INC. 05.3750 09/01/2026 | 0.02% |
| KINDER MORGAN ENER PART 03.4500 02/15/2023 | 0.02% |
| LOGITECH INTERNATIONAL-REG SEDOL B18ZRK2 | 0.02% |
| LVMH MOET HENNESSY LOUIS VUI SEDOL 4061412 | 0.02% |
| PENSKE TRUCK LE P/P 144A 03.4000 11/15/2026 | 0.02% |
| PULTEGROUP INC 05.5000 03/01/2026 | 0.02% |
| RENESAS ELECTRONICS CORP SEDOL 6635677 | 0.02% |
| REP OF INDONESIA P/P 144A 04.7500 01/08/2026 | 0.02% |
| ROKU INC SEDOL BZ1LFG7 | 0.02% |
| SLM CORP | 0.02% |
| SUMITOMO MITSUI TRUST HOLDIN SEDOL 6431897 | 0.02% |
| VMWARE INC 03.9000 08/21/2027 | 0.02% |
| WATCO COS LLC/FI P/P 144A 06.5000 06/15/2027 | 0.02% |
| WFRBS 2013-UBS1 AS 04.3060 03/15/2046 | 0.02% |
| ACCENTURE PLC-CL A SEDOL B4BNMY3 | 0.02% |
| AMAZON.COM INC 01.5000 06/03/2030 | 0.02% |
| AT&T INC 04.3000 02/15/2030 | 0.02% |
| BAIDU INC - SPON ADR SEDOL B0FXT17 | 0.02% |
| COMM 2014-CR14 XA IO 00.7323 02/10/2047 | 0.02% |
| COMM 2014-CR18 C 04.8821 07/15/2047 | 0.02% |
| CSC HOLDINGS LLC 05.2500 06/01/2024 | 0.02% |
| DROPBOX INC-CLASS A SEDOL BG0T321 | 0.02% |
| DUKE ENERGY PROGRESS LLC 03.3750 09/01/2023 | 0.02% |
| ENI SPA SEDOL 7145056 | 0.02% |
| EXPEDITORS INTL WASH INC SEDOL 2325507 | 0.02% |
| FLUTTER ENTERTAINMENT PLC SEDOL BWXC0Z1 | 0.02% |
| FOX CORP 04.0300 01/25/2024 | 0.02% |
| FUJITSU LTD SEDOL 6356945 | 0.02% |
| GCP APPLIED TECH P/P 144A 05.5000 04/15/2026 | 0.02% |
| GSMS 2012-GC6 AS P/P 144A 04.9480 01/12/2045 | 0.02% |
| HESS MIDSTREAM P P/P 144A 05.6250 02/15/2026 | 0.02% |
| JPMCC 2013-LC11 C 03.9582 04/15/2046 | 0.02% |
| LEGAL & GENERAL GROUP PLC SEDOL 0560399 | 0.02% |
| LNSTR 2017-5 AS P/P 144A 04.0210 03/10/2050 | 0.02% |
| ORACLE CORP SEDOL 2661568 | 0.02% |
| PERTAMINA PERSERO PT P/P 144A 04.3000 05/20/2023 | 0.02% |
| PLANTRONICS INC P/P 144A 05.5000 05/31/2023 | 0.02% |
| TEVA PHARMACEUTICALS NE USD 06.7500 03/01/2028 | 0.02% |
| TOYOTA INDUSTRIES CORP SEDOL 6900546 | 0.02% |
| WAMU 2005-AR11 A1B3 00.5845 08/25/2045 | 0.02% |
| WFRBS 2012-C9 D P/P 144A 04.9710 11/15/2045 | 0.02% |
| WR BERKLEY CORP SEDOL 2093644 | 0.02% |
| BOISE CASCADE CO P/P 144A 05.6250 09/01/2024 | 0.02% |
| CAMPBELL SOUP CO SEDOL 2162845 | 0.02% |
| CBRE SERVICES INC 04.8750 03/01/2026 | 0.02% |
| CENOVUS ENERGY INC SEDOL B57FG04 | 0.02% |
| FERRARI NV SEDOL BD6G507 | 0.02% |
| GENERAL MOTORS FINL CO 04.3000 07/13/2025 | 0.02% |
| JPMORGAN CHASE & CO 01.3924 05/15/2047 | 0.02% |
| JPMORGAN CHASE & CO 02.9560 05/13/2031 | 0.02% |
| KBC GROUP NV SEDOL 4497749 | 0.02% |
| KEURIG DR PEPPER INC SEDOL BD3W133 | 0.02% |
| LASERTEC CORP SEDOL 6506267 | 0.02% |
| LIBERTY GLOBAL PLC- C SEDOL B8W67B1 | 0.02% |
| LPL FINANCIAL HOLDINGS INC SEDOL B75JX34 | 0.02% |
| MSC 2011-C3 D P/P 144A 05.4192 07/15/2049 | 0.02% |
| NAVISTAR INTL TLB L+350 03.7000 11/06/2024 | 0.02% |
| NETFLIX INC SEDOL 2857817 | 0.02% |
| NEWMARKET CORP SEDOL B01CGF1 | 0.02% |
| PROLOGIS LP 02.2500 04/15/2030 | 0.02% |
| REP OF INDONESIA P/P 144A 03.3750 04/15/2023 | 0.02% |
| RMLT 2020-2 A2 02.5080 05/25/2060 | 0.02% |
| ROYAL BK SCOTLND GRP PLC USD 07.5000 12/29/2049 | 0.02% |
| SERVICE CORPORATION INTL 04.6250 12/15/2027 | 0.02% |
| SEVEN & I HOLDINGS CO LTD SEDOL B0FS5D6 | 0.02% |
| SNAM SPA SEDOL 7251470 | 0.02% |
| STACR 2017-DNA2 M1 01.3845 10/25/2029 | 0.02% |
| TEMPUR SEALY INTERNATIONAL I SEDOL 2216991 | 0.02% |
| TREASURY BILL 00.0000 07/16/2020 | 0.02% |
| WAMU 2004-AR3 A2 03.6649 06/25/2034 | 0.02% |
| WFCM 2016-LC25 XA IO 01.1233 12/15/2059 | 0.02% |
| WILMAR INTERNATIONAL LTD SEDOL B17KC69 | 0.02% |
| APARTMENT INVT & MGMT CO -A SEDOL BJLNBG3 | 0.02% |
| APPLE INC 02.8500 05/11/2024 | 0.02% |
| ARD FINANCE SA P/P 144A 06.5000 06/30/2027 | 0.02% |
| BAFC 2005-B 3M1 00.8650 04/20/2035 | 0.02% |
| BERKSHIRE HATHAWAY FIN 04.3000 05/15/2043 | 0.02% |
| BHP GROUP LTD SEDOL 6144690 | 0.02% |
| CELANESE CORP SEDOL B05MZT4 | 0.02% |
| CEMEX FINANCE LLC P/P 144A 06.0000 04/01/2024 | 0.02% |
| CHUGAI PHARMACEUTICAL CO LTD SEDOL 6196408 | 0.02% |
| DIAMOND 1 FIN/DIAMON P/P 144A 08.3500 07/15/2046 | 0.02% |
| ENDEAVOR ENERGY P/P 144A 05.7500 01/30/2028 | 0.02% |
| ENERGY TRANSFER OPERATNG 02.9000 05/15/2025 | 0.02% |
| EQUITY COMMONWEALTH SEDOL BPH3N63 | 0.02% |
| FAIRFAX US INC P/P 144A 04.8750 08/13/2024 | 0.02% |
| FIAT CHRYSLER AUTOMOBILES NV SEDOL BRJFWP3 | 0.02% |
| GNR 2017-162 QI IO 05.0000 10/11/2047 | 0.02% |
| KERRY GROUP PLC-A SEDOL 4519579 | 0.02% |
| KEURIG DR PEPPER INC 04.0570 05/25/2023 | 0.02% |
| NOVELIS CORP P/P 144A 05.8750 09/30/2026 | 0.02% |
| QUILTER PLC SEDOL BDCXV26 | 0.02% |
| SARTORIUS STEDIM BIOTECH SEDOL BYZ2QP5 | 0.02% |
| SUN HUNG KAI PROPERTIES SEDOL 6859927 | 0.02% |
| TENET HEALTHCARE COR P/P 144A 05.1250 11/01/2027 | 0.02% |
| UNITEDHEALTH GROUP INC 02.0000 05/15/2030 | 0.02% |
| VOLVO AB-B SHS SEDOL B1QH830 | 0.02% |
| A2 MILK CO LTD SEDOL 6287250 | 0.02% |
| ABBVIE INC P/P 144A 03.4500 03/15/2022 | 0.02% |
| AENA SME SA SEDOL BVRZ8L1 | 0.02% |
| ASSOCIATED BRITISH FOODS PLC SEDOL 0673123 | 0.02% |
| BMIR 2018-2A M1B P/P 144A 01.5345 08/25/2028 | 0.02% |
| BOC HONG KONG HOLDINGS LTD SEDOL 6536112 | 0.02% |
| CAS 2014-C03 2M2 03.0845 07/25/2024 | 0.02% |
| CAS 2014-C04 1M2 05.0845 11/25/2024 | 0.02% |
| CAS 2019-HRP1 M2 02.3345 11/25/2039 | 0.02% |
| COSTCO WHOLESALE CORP SEDOL 2701271 | 0.02% |
| DAIWA HOUSE INDUSTRY CO LTD SEDOL 6251363 | 0.02% |
| DOLLAR GENERAL CORP SEDOL B5B1S13 | 0.02% |
| ELECTRONIC ARTS INC SEDOL 2310194 | 0.02% |
| EMIR 2018-1 M1 01.8683 11/25/2028 | 0.02% |
| FAURECIA SEDOL 4400446 | 0.02% |
| GFL ENVIRONMENTAL P/P 144A 07.0000 06/01/2026 | 0.02% |
| GNR 2013-99 AS IO 05.8600 06/20/2043 | 0.02% |
| GSMS 2013-GC10 XA IO 01.6420 02/10/2046 | 0.02% |
| JAPAN EXCHANGE GROUP INC SEDOL 6743882 | 0.02% |
| MERCK & CO. INC. 02.7500 02/10/2025 | 0.02% |
| NETFLIX INC. 05.8750 11/15/2028 | 0.02% |
| NIELSEN HOLDINGS PLC SEDOL BWFY550 | 0.02% |
| SILGAN HOLDINGS INC SEDOL 2809324 | 0.02% |
| STACR 2020-HQA1 M2 03.7350 01/25/2050 | 0.02% |
| TENET HEALTHCARE CORPORATION 08.1250 04/01/2022 | 0.02% |
| TOSHIBA CORP SEDOL 6897217 | 0.02% |
| UBSCM 2017-C7 XA IO 01.2035 12/15/2050 | 0.02% |
| WAMU 2005-AR9 A1C3 01.1445 07/25/2045 | 0.02% |
| WASTE PRO USA INC P/P 144A 05.5000 02/15/2026 | 0.02% |
| BMW US CAPITAL LLC P/P 144A 03.4000 08/13/2021 | 0.02% |
| BROADRIDGE FINANCIAL SOLUTIO SEDOL B1VP7R6 | 0.02% |
| CK HUTCHISON HOLDINGS LTD SEDOL BW9P816 | 0.02% |
| COLT 2020-2 A1 01.8530 03/25/2065 | 0.02% |
| CONSOLIDATED EDISON INC SEDOL 2216850 | 0.02% |
| GALAPAGOS NV SEDOL B07Q2V5 | 0.02% |
| GRAY TELEVISION INC P/P 144A 07.0000 05/15/2027 | 0.02% |
| HENDERSON LAND DEVELOPMENT SEDOL 6420538 | 0.02% |
| HSBC USA INC 03.5000 06/23/2024 | 0.02% |
| IHEARTCOMMUNICATIONS INC 08.3750 05/01/2027 | 0.02% |
| IPALCO ENTPRS IN 03.7000 09/01/2024 | 0.02% |
| ISRAEL DISCOUNT BANK -A SEDOL 6451271 | 0.02% |
| JDE PEET'S BV SEDOL BMC4ZZ3 | 0.02% |
| MSAC 2004-HE6 M1 01.0095 08/25/2034 | 0.02% |
| NIELSEN FIN LLC/CO P/P 144A 05.0000 04/15/2022 | 0.02% |
| NORTONLIFELOCK INC SEDOL BJN4XN5 | 0.02% |
| PULTEGROUP INC. 07.8750 06/15/2032 | 0.02% |
| RBS GLOBAL/REXNO P/P 144A 04.8750 12/15/2025 | 0.02% |
| SPRINT CORP 07.2500 09/15/2021 | 0.02% |
| STANDARD CHARTERED PLC SEDOL 0408284 | 0.02% |
| STAPLES INC P/P 144A 07.5000 04/15/2026 | 0.02% |
| TELSTRA CORP LTD SEDOL 6087289 | 0.02% |
| UNILEVER PLC SEDOL B10RZP7 | 0.02% |
| VONOVIA SE SEDOL BBJPFY1 | 0.02% |
| WEST JAPAN RAILWAY CO SEDOL 6957995 | 0.02% |
| ALLY FINANCIAL INC 08.0000 11/01/2031 | 0.02% |
| BRAND ENERGY TL L+425 05.4519 06/21/2024 | 0.02% |
| CLP HOLDINGS LTD SEDOL 6097017 | 0.02% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | 0.02% |
| COMPASS MIN INTL P/P 144A 06.7500 12/01/2027 | 0.02% |
| DISCOVERY COMMUNICATIONS 03.6250 05/15/2030 | 0.02% |
| GENERAL DYNAMICS CORP 02.2500 11/15/2022 | 0.02% |
| GNR 2016-123 LI IO 03.5000 03/20/2044 | 0.02% |
| HALLIBURTON CO SEDOL 2405302 | 0.02% |
| HIKARI TSUSHIN INC SEDOL 6416322 | 0.02% |
| HIKMA PHARMACEUTICALS PLC SEDOL B0LCW08 | 0.02% |
| JM SMUCKER CO/THE SEDOL 2951452 | 0.02% |
| KOSE CORP SEDOL 6194468 | 0.02% |
| MARATHON OIL CORP SEDOL 2910970 | 0.02% |
| MGIC INVESTMENT CORP SEDOL 2548616 | 0.02% |
| NITTO DENKO CORP SEDOL 6641801 | 0.02% |
| PACIFIC GAS & ELECTRIC 02.5000 02/01/2031 | 0.02% |
| REINSURANCE GROUP OF AMERICA SEDOL 2731193 | 0.02% |
| SAMI 2007-AR1 2A1 00.3645 01/25/2037 | 0.02% |
| STACR 2014-HQ3 M3 04.9345 10/25/2024 | 0.02% |
| UNIVAR SOLUTIONS P/P 144A 05.1250 12/01/2027 | 0.02% |
| WFCM 2014-LC16 XA IO 01.2653 08/15/2050 | 0.02% |
| ZURICH INSURANCE GROUP AG SEDOL 5983816 | 0.02% |
| ALLISON TRANSMISSION P/P 144A 04.7500 10/01/2027 | 0.01% |
| ARKEMA SEDOL B0Z5YZ2 | 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% |
| BRAND ENERGY & I P/P 144A 08.5000 07/15/2025 | 0.01% |
| CALPINE CORP P/P 144A 04.5000 02/15/2028 | 0.01% |
| CAMDEN PROPERTY TRUST 04.8750 06/15/2023 | 0.01% |
| CARRIAGE SVCS INC P/P 144A 06.6250 06/01/2026 | 0.01% |
| CAS 2017-C01 1EB1 01.4345 07/25/2029 | 0.01% |
| CGCMT 2014-GC19 D P/P 144A 05.2614 03/10/2047 | 0.01% |
| CHARTER COMM OPT LLC 05.3750 05/01/2047 | 0.01% |
| CME GROUP INC SEDOL 2965839 | 0.01% |
| COLES GROUP LTD SEDOL BYWR0T5 | 0.01% |
| COMM 2013-LC13 XA IO 01.2950 08/10/2046 | 0.01% |
| CORELOGIC INC SEDOL B5541Y2 | 0.01% |
| DIRECT LINE INSURANCE GROUP SEDOL BY9D0Y1 | 0.01% |
| ELISA OYJ SEDOL 5701513 | 0.01% |
| FEDERAL REALTY INVS TRUST SEDOL 2333931 | 0.01% |
| FORD MOTOR COMPANY 09.0000 04/22/2025 | 0.01% |
| GJENSIDIGE FORSIKRING ASA SEDOL B4PH0C5 | 0.01% |
| GNMA GII30 BL6161 06.0000 12/20/2048 | 0.01% |
| GREAT LAKES D&D 08.0000 05/15/2022 | 0.01% |
| HOSHIZAKI CORP SEDOL B3FF8W8 | 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% |
| LPL HOLDINGS INC P/P 144A 05.7500 09/15/2025 | 0.01% |
| MADISON SQUARE GARDEN ENTERT SEDOL BM8MM05 | 0.01% |
| MAGELLAN FINANCIAL GROUP LTD SEDOL B015YX4 | 0.01% |
| MARATHON PETRO CORP 06.5000 03/01/2041 | 0.01% |
| MATTEL INC P/P 144A 05.8750 12/15/2027 | 0.01% |
| MBX.FN30.500.10 R USL1M P 01/12/41 CI | 0.01% |
| MICROSOFT CORP 02.4000 02/06/2022 | 0.01% |
| NIELSEN CO LUXEM P/P 144A 05.0000 02/01/2025 | 0.01% |
| NUTRIEN LTD USD 05.2500 01/15/2045 | 0.01% |
| ONCOR ELECTRIC DELIVERY 05.3000 06/01/2042 | 0.01% |
| PNC FINANCIAL SERVICES 03.3000 03/08/2022 | 0.01% |
| REFINITIV US HLDG P/P 144A 06.2500 05/15/2026 | 0.01% |
| SCOTTS MIRACLE-GRO 04.5000 10/15/2029 | 0.01% |
| SEI INVESTMENTS COMPANY SEDOL 2793610 | 0.01% |
| SERVICE CORP INTL 05.1250 06/01/2029 | 0.01% |
| SHELL INTERNATIONAL FIN USD 01.8750 05/10/2021 | 0.01% |
| SMC CORP SEDOL 6763965 | 0.01% |
| SOUTHERN CO/THE SEDOL 2829601 | 0.01% |
| STEVENS HLDG CO INC P/P 144A 06.1250 10/01/2026 | 0.01% |
| TERRIER MEDIA BU P/P 144A 08.8750 12/15/2027 | 0.01% |
| TTM TECHNOLOGIES INC P/P 144A 05.6250 10/01/2025 | 0.01% |
| UBSBB 2012-C2 D P/P 144A 05.0460 05/10/2063 | 0.01% |
| VIACOMCBS INC 04.0000 01/15/2026 | 0.01% |
| AKER BP ASA P/P 144A 03.7500 01/15/2030 | 0.01% |
| ANHEUSER-BUSCH INBEV WOR 02.5000 07/15/2022 | 0.01% |
| ASHLAND GLOBAL HOLDINGS INC SEDOL BYND5N1 | 0.01% |
| BERKELEY GROUP HOLDINGS/THE SEDOL B02L3W3 | 0.01% |
| BROTHER INDUSTRIES LTD SEDOL 6146500 | 0.01% |
| CARDINAL HEALTH INC SEDOL 2175672 | 0.01% |
| CCO HLDGS LLC/CAP C P/P 144A 05.5000 05/01/2026 | 0.01% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CS | 0.01% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CS | 0.01% |
| COMM 2014-UBS6 XA IO 01.0384 12/10/2047 | 0.01% |
| CRC ESCROW ISSUER LL P/P 144A 05.2500 10/15/2025 | 0.01% |
| DAITO TRUST CONSTRUCT CO LTD SEDOL 6250508 | 0.01% |
| DYNATRACE INC SEDOL BJV2RD9 | 0.01% |
| EQUITABLE HOLDINGS INC SEDOL BKRMR96 | 0.01% |
| EXTENDED STAY AMERICA INC SEDOL BGH3F75 | 0.01% |
| FHR 3065 DC 19.3058 03/15/2035 | 0.01% |
| FHR 3829 AS IO 06.7653 03/15/2041 | 0.01% |
| GW B-CR SECURITY P/P 144A 09.5000 11/01/2027 | 0.01% |
| IDACORP INC SEDOL 2296937 | 0.01% |
| KOITO MANUFACTURING CO LTD SEDOL 6496324 | 0.01% |
| MATTAMY GROUP CORP P/P 144A 05.2500 12/15/2027 | 0.01% |
| MOODY S CORP | 0.01% |
| NEXSTAR ESCROW P/P 144A 05.6250 07/15/2027 | 0.01% |
| NOMURA REAL ESTATE HOLDINGS SEDOL B1CWJM5 | 0.01% |
| OBAYASHI CORP SEDOL 6656407 | 0.01% |
| ORTHO-CLINICAL TLB L+325 03.4288 06/30/2025 | 0.01% |
| POPULAR INC SEDOL B86QM90 | 0.01% |
| REPUBLIC OF PERU USD 05.6250 11/18/2050 | 0.01% |
| SABINE PASS LIQUEF 05.0000 03/15/2027 | 0.01% |
| SABINE PASS LIQUEFAC 05.7500 05/15/2024 | 0.01% |
| SUNDRUG CO LTD SEDOL 6817895 | 0.01% |
| SUZUKEN CO LTD SEDOL 6865560 | 0.01% |
| TAYLOR WIMPEY PLC SEDOL 0878230 | 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% |
| AMERICAN FINANCIAL GROUP INC SEDOL 2134532 | 0.01% |
| APACHE CORPORATION 03.2500 04/15/2022 | 0.01% |
| ASCEND LEARNING LLC P/P 144A 06.8750 08/01/2025 | 0.01% |
| BAUSCH HLTH COS INC P/P 144A 06.1250 04/15/2025 | 0.01% |
| BMC EAST LLC P/P 144A 05.5000 10/01/2024 | 0.01% |
| BRIXMOR PROPERTY GROUP INC SEDOL BFTDJL8 | 0.01% |
| CAPGEMINI SE SEDOL 4163437 | 0.01% |
| CFCRE 2011-C2 D P/P 144A 05.9305 12/15/2047 | 0.01% |
| CHAMPIONX CORP 06.3750 05/01/2026 | 0.01% |
| CHS/COMMUNITY P/P 144A 06.6250 02/15/2025 | 0.01% |
| CLUBCORP HLDG INC P/P 144A 08.5000 09/15/2025 | 0.01% |
| COMCAST CORP 06.5000 11/15/2035 | 0.01% |
| COMM 2014-UBS4 XA IO 01.2618 08/10/2047 | 0.01% |
| CONTINENTAL RES 04.5000 04/15/2023 | 0.01% |
| ELANCO ANIMAL HEALTH 05.6500 08/28/2028 | 0.01% |
| GNR 2015-H26 EI IO 01.6944 10/20/2065 | 0.01% |
| GOLDMAN SACHS GROUP INC 05.7500 01/24/2022 | 0.01% |
| HUB INTL LTD P/P 144A 07.0000 05/01/2026 | 0.01% |
| HUSKY III HLDG LTD P/P 144A 13.0000 02/15/2025 | 0.01% |
| HUSKY TLB L+300 03.3614 03/28/2025 | 0.01% |
| INTEL CORP SEDOL 2463247 | 0.01% |
| INTELSAT JACKSON HLD P/P 144A 09.7500 07/15/2025 | 0.01% |
| ISTAR INC 04.2500 08/01/2025 | 0.01% |
| ISTAR INC 04.7500 10/01/2024 | 0.01% |
| JUNIPER NETWORKS INC SEDOL 2431846 | 0.01% |
| KNORR-BREMSE AG SEDOL BD2P9X9 | 0.01% |
| LAFARGEHOLCIM LTD-REG SEDOL 7110753 | 0.01% |
| MARRIOTT INTERNATIONAL 05.7500 05/01/2025 | 0.01% |
| MICHELIN (CGDE) SEDOL 4588364 | 0.01% |
| ODAKYU ELECTRIC RAILWAY CO SEDOL 6656106 | 0.01% |
| ONO PHARMACEUTICAL CO LTD SEDOL 6660107 | 0.01% |
| PANDORA A/S SEDOL B44XTX8 | 0.01% |
| PETROLEOS MEXICANOS P/P 144A 07.6900 01/23/2050 | 0.01% |
| PQ CORP P/P 144A 05.7500 12/15/2025 | 0.01% |
| SABRE GLBL INC P/P 144A 09.2500 04/15/2025 | 0.01% |
| SAGE THERAPEUTICS INC SEDOL BP4GNK9 | 0.01% |
| SCIENTIFIC GAMES P/P 144A 07.2500 11/15/2029 | 0.01% |
| SPRINT CORP 07.6250 03/01/2026 | 0.01% |
| SYMRISE AG SEDOL B1JB4K8 | 0.01% |
| TALLGRASS NRG PRTNR P/P 144A 05.5000 01/15/2028 | 0.01% |
| VIDEOTRON LTD USD 05.0000 07/15/2022 | 0.01% |
| VISTRA CORP P/P 144A 05.5000 09/01/2026 | 0.01% |
| WEINGARTEN REALTY INVESTORS SEDOL 2946618 | 0.01% |
| ARCELORMITTAL USD 07.2500 10/15/2039 | 0.01% |
| AUTO TRADER GROUP PLC SEDOL BVYVFW2 | 0.01% |
| BAUSCH HLTH AMERICAS P/P 144A 08.5000 01/31/2027 | 0.01% |
| BAUSCH HLTH COS INC P/P 144A 07.0000 03/15/2024 | 0.01% |
| BCE INC SEDOL B188TH2 | 0.01% |
| BIG RVR STL/FIN P/P 144A 07.2500 09/01/2025 | 0.01% |
| BWAY HOLDING CO P/P 144A 07.2500 04/15/2025 | 0.01% |
| CAPITAL ONE FINANCIAL CO 04.2000 10/29/2025 | 0.01% |
| CF INDUSTRIES INC 04.9500 06/01/2043 | 0.01% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS | 0.01% |
| COMM 2014-CR17 XA IO 01.1328 05/10/2047 | 0.01% |
| COMPAGNIE DE SAINT-GOBAIN SEDOL 7380482 | 0.01% |
| DCP MIDSTREAM P/P 144A 06.7500 09/15/2037 | 0.01% |
| ENERGY TRANSFER OPERATNG 06.1250 12/15/2045 | 0.01% |
| FHR 3249 PS 21.6653 12/15/2036 | 0.01% |
| FIDELITY NATIONAL INFORM 03.0000 08/15/2026 | 0.01% |
| FINECOBANK SPA SEDOL BNGN9Z1 | 0.01% |
| FNR 2006-8 HP 23.8902 03/25/2036 | 0.01% |
| GENERAL ELECTRIC CO SEDOL 2380498 | 0.01% |
| GNMA GII30 AY2298 04.7000 05/20/2067 | 0.01% |
| GNMA GII30 AY4779 04.5100 03/20/2067 | 0.01% |
| GNMA GII30 BB0107 04.7000 08/20/2067 | 0.01% |
| GOLDEN NUGGET INC P/P 144A 06.7500 10/15/2024 | 0.01% |
| GREIF INC P/P 144A 06.5000 03/01/2027 | 0.01% |
| GSMS 2011-GC5 AS P/P 144A 05.2090 08/10/2044 | 0.01% |
| HOWARD HUGHES CORP P/P 144A 05.3750 03/15/2025 | 0.01% |
| INTERCONTINENTAL HOTELS GROU SEDOL BHJYC05 | 0.01% |
| JAPAN AIRLINES CO LTD SEDOL B8BRV46 | 0.01% |
| M3 INC SEDOL B02K2M3 | 0.01% |
| MATCH GROUP INC P/P 144A 05.0000 12/15/2027 | 0.01% |
| MEREDITH CORP 06.8750 02/01/2026 | 0.01% |
| MLMI 2005-A2 A2 03.7380 02/25/2035 | 0.01% |
| NAVISTAR INTL CORP P/P 144A 06.6250 11/01/2025 | 0.01% |
| NEUROCRINE BIOSCIENCES INC SEDOL 2623911 | 0.01% |
| NUTRIEN LTD USD 02.9500 05/13/2030 | 0.01% |
| NZD/USD 07/15/2020 UBS | 0.01% |
| OUTFRONT MEDIA INC SEDOL BSP6611 | 0.01% |
| PARK-OHIO INDUSTRIES INC 06.6250 04/15/2027 | 0.01% |
| PERSIMMON PLC SEDOL 0682538 | 0.01% |
| PETROBRAS GLOBAL FIN USD 05.9990 01/27/2028 | 0.01% |
| PROVIDENT FDG/PFG FI P/P 144A 06.3750 06/15/2025 | 0.01% |
| QVC INC 04.8500 04/01/2024 | 0.01% |
| SMITH & NEPHEW PLC SEDOL 0922320 | 0.01% |
| SOLENIS 1STL L+400 04.3625 06/26/2025 | 0.01% |
| STACR 2019-DNA1 M2 02.8345 01/25/2049 | 0.01% |
| STANDARD IND INC P/P 144A 05.3750 11/15/2024 | 0.01% |
| STANLEY ELECTRIC CO LTD SEDOL 6841106 | 0.01% |
| STARWOOD PROPERTY TRUST INC SEDOL B3PQ520 | 0.01% |
| T-MOBILE USA INC 04.7500 02/01/2028 | 0.01% |
| TRANSDIGM INC 05.5000 11/15/2027 | 0.01% |
| TWDC ENTERPRISES 18 CORP 02.7500 08/16/2021 | 0.01% |
| US CONCRETE INC 06.3750 06/01/2024 | 0.01% |
| WESTPAC BANKING CORP USD 04.4210 07/24/2039 | 0.01% |
| YANGZIJIANG SHIPBUILDING SEDOL B1VT035 | 0.01% |
| ALLEGHENY TECHNOLOGIES INC 07.8750 08/15/2023 | 0.01% |
| AMERICAN CAMPUS COMMUNITIES SEDOL B02H871 | 0.01% |
| BAUSCH HEALTH COS INC REGS 04.5000 05/15/2023 | 0.01% |
| BENEFIT ONE INC SEDOL B02JV67 | 0.01% |
| BSCMS 2006-PW11 B P/P 144A 05.8015 03/11/2039 | 0.01% |
| BUMT 2005-1 1A1 00.7845 09/25/2045 | 0.01% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS | 0.01% |
| CORPORATE OFFICE PROPERTIES SEDOL 2756152 | 0.01% |
| CURTISS-WRIGHT CORP SEDOL 2241205 | 0.01% |
| CWALT 2006-24CB A13 00.5345 08/25/2036 | 0.01% |
| CWALT 2006-OA10 1A1 02.4638 08/25/2046 | 0.01% |
| DIAMOND SPORTS GR/DI P/P 144A 06.6250 08/15/2027 | 0.01% |
| FHR 3408 EK 25.0497 04/15/2037 | 0.01% |
| GFL ENVIRON INC P/P 144A 05.1250 12/15/2026 | 0.01% |
| GNMA GII30 BA7681 04.6210 06/20/2067 | 0.01% |
| GNMA GII30 BL6185 06.0000 01/20/2049 | 0.01% |
| GNMA GII30 BL6235 06.0000 04/20/2049 | 0.01% |
| HANKYU HANSHIN HOLDINGS INC SEDOL 6408664 | 0.01% |
| JPMBB 2014-C25 XA IO 00.9986 11/15/2047 | 0.01% |
| JPMCC 2012-LC9 D P/P 144A 04.5654 12/15/2047 | 0.01% |
| KINDER MORGAN ENER PART 05.4000 09/01/2044 | 0.01% |
| KOBE BUSSAN CO LTD SEDOL B14RJB7 | 0.01% |
| KRAFT HEINZ FOODS CO P/P 144A 03.8750 05/15/2027 | 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% |
| MSBAM 2014-C17 XA IO 01.2652 08/15/2047 | 0.01% |
| OCCIDENTAL PETROLEUM COR 04.1000 02/01/2021 | 0.01% |
| PACIFIC GAS & ELECTRIC 02.9500 03/01/2026 | 0.01% |
| RECRUIT HOLDINGS CO LTD SEDOL BQRRZ00 | 0.01% |
| SEKISUI HOUSE LTD SEDOL 6793906 | 0.01% |
| SIX FLAGS THEME PARK P/P 144A 07.0000 07/01/2025 | 0.01% |
| SMURFIT KAPPA TREASURY USD 07.5000 11/20/2025 | 0.01% |
| TMS INTL HLDG CORP P/P 144A 07.2500 08/15/2025 | 0.01% |
| UNIVISION COMM P/P 144A 05.1250 02/15/2025 | 0.01% |
| USI INC/NY P/P 144A 06.8750 05/01/2025 | 0.01% |
| WERNER FINCO LP/INC P/P 144A 08.7500 07/15/2025 | 0.01% |
| WESCO DISTRIBUT P/P 144A 07.2500 06/15/2028 | 0.01% |
| WFRBS 2013-C15 D P/P 144A 04.6428 08/15/2046 | 0.01% |
| WYNN LAS VEGAS P/P 144A 05.2500 05/15/2027 | 0.01% |
| WYNN RESORTS FIN LLC P/P 144A 05.1250 10/01/2029 | 0.01% |
| ACS ACTIVIDADES SEDOL B01FLQ6 | 0.01% |
| ALBERTSONS COS LLC P/P 144A 07.5000 03/15/2026 | 0.01% |
| AMUNDI SA SEDOL BYZR014 | 0.01% |
| AUD/USD 07/15/2020 HSBCB | 0.01% |
| BANK OF AMERICA CORP 01.0734 09/15/2026 | 0.01% |
| BAUSCH HLTH COS INC P/P 144A 07.2500 05/30/2029 | 0.01% |
| BOMBARDIER INC P/P 144A 07.8750 04/15/2027 | 0.01% |
| BROOKFIELD RESID P/P 144A 06.2500 09/15/2027 | 0.01% |
| BT GROUP PLC SEDOL 3091357 | 0.01% |
| CAS 2015-C02 1M2 04.1845 05/25/2025 | 0.01% |
| CCO HLDGS LLC/CAP CO P/P 144A 05.7500 02/15/2026 | 0.01% |
| CNO FINANCIAL GROUP INC 05.2500 05/30/2029 | 0.01% |
| COPA HOLDINGS SA-CLASS A SEDOL B0TNJH9 | 0.01% |
| CSC HOLDINGS LLC 06.7500 11/15/2021 | 0.01% |
| ELEKTA AB-B SHS SEDOL B0M42T2 | 0.01% |
| ENDEAVOR ENERGY P/P 144A 06.6250 07/15/2025 | 0.01% |
| ENTERCOM MEDIA CORP P/P 144A 07.2500 11/01/2024 | 0.01% |
| FISHER PAYKEL SEDOL 6340250 | 0.01% |
| GENERAL MOTORS FINL CO 04.0000 01/15/2025 | 0.01% |
| GLP CAPITAL LP / FIN II 05.2500 06/01/2025 | 0.01% |
| GNMA GII30 BL6216 06.0000 03/20/2049 | 0.01% |
| GNMA GII30 BL6219 06.0000 03/20/2049 | 0.01% |
| GOEASY LTD P/P 144A 05.3750 12/01/2024 | 0.01% |
| HCA INC 05.2500 06/15/2026 | 0.01% |
| HESS MIDSTREAM P P/P 144A 05.1250 06/15/2028 | 0.01% |
| ICAHN ENTER/FIN 06.2500 05/15/2026 | 0.01% |
| JONES LANG LASALLE INC SEDOL 2040640 | 0.01% |
| KONE OYJ-B SEDOL B09M9D2 | 0.01% |
| L BRANDS INC 07.5000 06/15/2029 | 0.01% |
| LIONS GATE CAP HOLD P/P 144A 06.3750 02/01/2024 | 0.01% |
| MEREDITH CORP P/P 144A 06.5000 07/01/2025 | 0.01% |
| MSRR 2015-R4 CB1 00.9939 08/26/2047 | 0.01% |
| NETFLIX INC 04.8750 04/15/2028 | 0.01% |
| NEWELL BRANDS INC 04.7000 04/01/2026 | 0.01% |
| NORDSTROM INC P/P 144A 08.7500 05/15/2025 | 0.01% |
| NZD/USD 07/15/2020 SSBT | 0.01% |
| OCCIDENTAL PETROLEUM COR 06.4500 09/15/2036 | 0.01% |
| PANTHER BF AGGRE 2 P/P 144A 08.5000 05/15/2027 | 0.01% |
| PRIME SECURITY SVCS P/P 144A 06.2500 01/15/2028 | 0.01% |
| RITE AID CORP P/P 144A 06.1250 04/01/2023 | 0.01% |
| S&P GLOBAL INC 02.5000 12/01/2029 | 0.01% |
| SEVEN BANK LTD SEDOL B2NT8S1 | 0.01% |
| SINCLAIR TELE P/P 144A 05.5000 03/01/2030 | 0.01% |
| SIX FLAGS ENT P/P 144A 05.5000 04/15/2027 | 0.01% |
| SPRINGLEAF FINANCE CORP 05.3750 11/15/2029 | 0.01% |
| STACR 2019-HQA1 M2 02.5183 02/25/2049 | 0.01% |
| STARWOOD PROP TR 04.7500 03/15/2025 | 0.01% |
| SWISS LIFE HOLDING AG-REG SEDOL 7437805 | 0.01% |
| UNIVISION COMM P/P 144A 06.6250 06/01/2027 | 0.01% |
| USA COMPRESSION PART 06.8750 04/01/2026 | 0.01% |
| WFRBS 2012-C9 XB IO P/P 144A 00.8754 11/15/2045 | 0.01% |
| WR GRACE & CO-CONN P/P 144A 05.6250 10/01/2024 | 0.01% |
| 0.40 R ISWP FWD US0003M P 06/17/2022 | 0.01% |
| 1011778 BC / NEW RED P/P 144A 03.8750 01/15/2028 | 0.01% |
| AG ISSUER LLC P/P 144A 06.2500 03/01/2028 | 0.01% |
| AIR LIQUIDE SA SEDOL B1YXBJ7 | 0.01% |
| ANTERO RESOURCES 05.3750 11/01/2021 | 0.01% |
| BERRY GLOBAL INC 05.1250 07/15/2023 | 0.01% |
| BUILDERS FIRSTSOURCE P/P 144A 06.7500 06/01/2027 | 0.01% |
| CAS 2015-C01 1M2 04.4845 02/25/2025 | 0.01% |
| CAS 2019-R01 2M2 02.6345 07/25/2031 | 0.01% |
| CHEMED CORP SEDOL 2190084 | 0.01% |
| CHENIERE CORP CHRIST 05.8750 03/31/2025 | 0.01% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CS | 0.01% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 JP | 0.01% |
| CNO FINANCIAL GROUP INC 05.2500 05/30/2025 | 0.01% |
| DEVON ENERGY CORPORATION 07.9500 04/15/2032 | 0.01% |
| DIAMOND SPORTS P/P 144A 05.3750 08/15/2026 | 0.01% |
| DISH NETWORK CV 03.3750 08/15/2026 | 0.01% |
| EQUINIX INC 05.3750 05/15/2027 | 0.01% |
| ESH HOSPITALITY INC P/P 144A 05.2500 05/01/2025 | 0.01% |
| FIFTH THIRD BANCORP 05.1000 12/29/2049 | 0.01% |
| FREEDOM MTGE CORP P/P 144A 08.2500 04/15/2025 | 0.01% |
| GENERAL MOTORS CO 06.1250 10/01/2025 | 0.01% |
| GNMA GII30 BL6184 06.0000 02/20/2049 | 0.01% |
| GNMA GII30 BL6217 06.0000 03/20/2049 | 0.01% |
| HARGREAVES LANSDOWN PLC SEDOL B1VZ0M2 | 0.01% |
| HMIR 2018-1 M1 P/P 144A 01.7845 10/25/2028 | 0.01% |
| HUDBAY MINERALS INC P/P 144A 07.6250 01/15/2025 | 0.01% |
| ICL GROUP LTD SEDOL 6455530 | 0.01% |
| IHEARTCOMMUNICATIONS INC 06.3750 05/01/2026 | 0.01% |
| JPMCC 2013-LC11 X IO 01.3923 04/15/2046 | 0.01% |
| KAKAKU.COM INC SEDOL 6689533 | 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% |
| LOUISIANA-PACIFIC CORPORATION 04.8750 09/15/2024 | 0.01% |
| MCDONALD'S HOLDINGS CO JAPAN SEDOL 6371863 | 0.01% |
| MEG ENERGY CORP P/P 144A 06.5000 01/15/2025 | 0.01% |
| MWST 2018-W1 A 01.0345 11/25/2051 | 0.01% |
| NATIONAL BANK OF CANADA SEDOL 2077303 | 0.01% |
| NATIONSTAR MTG P/P 144A 08.1250 07/15/2023 | 0.01% |
| NAVISTAR INTL CORP P/P 144A 09.5000 05/01/2025 | 0.01% |
| NEXSTAR BROADC P/P 144A 05.6250 08/01/2024 | 0.01% |
| OCCIDENTAL PETROLEUM COR 04.8500 03/15/2021 | 0.01% |
| OVINTIV INC SEDOL BL3GRC2 | 0.01% |
| PRECISION DRILL P/P 144A 07.1250 01/15/2026 | 0.01% |
| PROLOGIS LP 02.1250 04/15/2027 | 0.01% |
| QUEST DIAGNOSTICS INC SEDOL 2702791 | 0.01% |
| RYOHIN KEIKAKU CO LTD SEDOL 6758455 | 0.01% |
| STANLEY BLACK & DECKER I 05.2500 CV PFD | 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% |
| VOPAK SEDOL 5809428 | 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% |
| AIR METHODS CORP P/P 144A 08.0000 05/15/2025 | 0.01% |
| AMSTED INDUSTRIES P/P 144A 04.6250 05/15/2030 | 0.01% |
| AMSTED INDUSTRIES P/P 144A 05.6250 07/01/2027 | 0.01% |
| ANTERO RESOURCES FIN 05.1250 12/01/2022 | 0.01% |
| ASCENT RESOURCES/AEU P/P 144A 10.0000 04/01/2022 | 0.01% |
| AUD/USD 07/15/2020 WPAC | 0.01% |
| BAE SYSTEMS PLC SEDOL 0263494 | 0.01% |
| BANK OF MONTREAL USD 03.8030 12/15/2032 | 0.01% |
| BAUSCH HLTH COS INC P/P 144A 06.2500 02/15/2029 | 0.01% |
| BERKSHIRE HATHAWAY FIN 04.2500 01/15/2021 | 0.01% |
| C.H. ROBINSON WORLDWIDE INC SEDOL 2116228 | 0.01% |
| CCO HOLDINGS LLC P/P 144A 04.5000 05/01/2032 | 0.01% |
| CENOVUS ENERGY INC USD 06.7500 11/15/2039 | 0.01% |
| CIT GROUP INC 05.0000 08/01/2023 | 0.01% |
| CLARIOS GLOBAL LP P/P 144A 06.7500 05/15/2025 | 0.01% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 ML | 0.01% |
| COGNIZANT TECH SOLUTIONS-A SEDOL 2257019 | 0.01% |
| COMMSCOPE TECH LLC P/P 144A 06.0000 06/15/2025 | 0.01% |
| CROWN CORK & SEAL CO INC 07.3750 12/15/2026 | 0.01% |
| DCP MIDSTREAM OPERATING 05.6250 07/15/2027 | 0.01% |
| DIAMOND 1 FIN/DIAMON P/P 144A 07.1250 06/15/2024 | 0.01% |
| DIAMONDBACK ENERGY INC 05.3750 05/31/2025 | 0.01% |
| DOLLAR TREE INC SEDOL 2272476 | 0.01% |
| FREEDOM MTGE CORP P/P 144A 08.1250 11/15/2024 | 0.01% |
| GAP INC/THE P/P 144A 08.3750 05/15/2023 | 0.01% |
| GOLDEN NUGGET INC P/P 144A 08.7500 10/01/2025 | 0.01% |
| INDIGO NATURAL P/P 144A 06.8750 02/15/2026 | 0.01% |
| JAPAN POST HOLDINGS CO LTD SEDOL BYT8143 | 0.01% |
| JPMBB 2014-C19 XA IO 00.9028 04/15/2047 | 0.01% |
| KIMBERLY-CLARK CORP SEDOL 2491839 | 0.01% |
| KOBAYASHI PHARMACEUTICAL CO SEDOL 6149457 | 0.01% |
| LADDER CAP FINAN P/P 144A 04.2500 02/01/2027 | 0.01% |
| LAMB WESTON HLD P/P 144A 04.8750 05/15/2028 | 0.01% |
| LEVEL 3 FIN INC P/P 144A 04.2500 07/01/2028 | 0.01% |
| MBX.FN30.450.09 R USL1M P 01/12/40 BC | 0.01% |
| MITSUBISHI UFJ LEASE & FINAN SEDOL 6268976 | 0.01% |
| MONDELEZ INTERNATIONAL 02.1250 04/13/2023 | 0.01% |
| NEWFIELD EXPLORATION CO 05.7500 01/30/2022 | 0.01% |
| NOBLE ENERGY INC. 03.9000 11/15/2024 | 0.01% |
| NRG ENERGY INC. 07.2500 05/15/2026 | 0.01% |
| ORACLE CORP JAPAN SEDOL 6141680 | 0.01% |
| PENN NATIONAL GAMING P/P 144A 05.6250 01/15/2027 | 0.01% |
| PEPTIDREAM INC SEDOL B97SH97 | 0.01% |
| POMEGRANATE MERGER S P/P 144A 09.7500 05/01/2023 | 0.01% |
| QORVO INC 05.5000 07/15/2026 | 0.01% |
| SOHGO SECURITY SERVICES CO SEDOL 6546359 | 0.01% |
| SPRINGLEAF FINANCE CORP 06.8750 03/15/2025 | 0.01% |
| TMX FIN LLC/TITLEMAX P/P 144A 11.1250 04/01/2023 | 0.01% |
| TOPBUILD CORP P/P 144A 05.6250 05/01/2026 | 0.01% |
| TORONTO-DOMINION BANK SEDOL 2897222 | 0.01% |
| WPX ENERGY INC 05.2500 10/15/2027 | 0.01% |
| WPX ENERGY INC 05.8750 06/15/2028 | 0.01% |
| WR GRACE & CO-CONN P/P 144A 04.8750 06/15/2027 | 0.01% |
| 1011778 BC ULC / P/P 144A 04.3750 01/15/2028 | 0.01% |
| ALLIANT HOLDINGS P/P 144A 06.7500 10/15/2027 | 0.01% |
| AMER TRANS SYST P/P 144A 05.0000 09/01/2044 | 0.01% |
| BAUSCH HLTH COS INC P/P 144A 05.5000 11/01/2025 | 0.01% |
| BEACON ROOFING SUPP P/P 144A 04.8750 11/01/2025 | 0.01% |
| BIOMERIEUX SEDOL BF0LBX7 | 0.01% |
| BWAY CORP TLB L+325 04.5614 04/03/2024 | 0.01% |
| CALPINE CORP P/P 144A 05.2500 06/01/2026 | 0.01% |
| CAS 2019-R02 1M2 02.4845 08/25/2031 | 0.01% |
| CENTENE CORP 04.7500 05/15/2022 | 0.01% |
| CLEAN HARBORS INC P/P 144A 04.8750 07/15/2027 | 0.01% |
| CLEAR CHANNEL WORLDW P/P 144A 05.1250 08/15/2027 | 0.01% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 CS | 0.01% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 GS | 0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP | 0.01% |
| COMSTOCK RE INC P/P 144A 07.5000 05/15/2025 | 0.01% |
| CROWN AMER/CAP 04.7500 02/01/2026 | 0.01% |
| CWALT 2005-27 1A1 02.1614 08/25/2035 | 0.01% |
| DENBURY RESOURCES IN P/P 144A 09.0000 05/15/2021 | 0.01% |
| ENTERCOM MEDIA CORP P/P 144A 06.5000 05/01/2027 | 0.01% |
| EUR/GBP CALL 0.90 20200803 UBS | 0.01% |
| F5 NETWORKS INC SEDOL 2427599 | 0.01% |
| FEDEX CORP 02.6250 08/01/2022 | 0.01% |
| FHR 2990 LB 16.4735 06/15/2034 | 0.01% |
| FRONTIER COMM 10.5000 09/15/2022 | 0.01% |
| FRONTIER COMM P/P 144A 08.5000 04/01/2026 | 0.01% |
| GARTNER INC P/P 144A 05.1250 04/01/2025 | 0.01% |
| GFL ENVIRONMENTA P/P 144A 08.5000 05/01/2027 | 0.01% |
| GNMA GII30 BL6218 06.0000 02/20/2049 | 0.01% |
| HANESBRANDS INC P/P 144A 04.6250 05/15/2024 | 0.01% |
| ICAHN ENTER/FIN 06.7500 02/01/2024 | 0.01% |
| ITRON INC P/P 144A 05.0000 01/15/2026 | 0.01% |
| JPMORGAN CHASE & CO 06.1000 02/01/2049 | 0.01% |
| KFC HLD/PIZZA HUT/TA P/P 144A 04.7500 06/01/2027 | 0.01% |
| NABORS INDUSTRIES INC. 05.7500 02/01/2025 | 0.01% |
| NETFLIX INC P/P 144A 05.3750 11/15/2029 | 0.01% |
| NEWCREST MINING LTD SEDOL 6637101 | 0.01% |
| NOVELIS CORP P/P 144A 04.7500 01/30/2030 | 0.01% |
| OSHKOSH CORP 03.1000 03/01/2030 | 0.01% |
| OUTFRONT MEDIA C P/P 144A 06.2500 06/15/2025 | 0.01% |
| RESIDEO FUNDING INC P/P 144A 06.1250 11/01/2026 | 0.01% |
| SOFTBANK GROUP CORP SEDOL 6770620 | 0.01% |
| SS&C TECH INC P/P 144A 05.5000 09/30/2027 | 0.01% |
| STACR 2018-HQA2 M2 02.4845 10/25/2048 | 0.01% |
| STEEL DYNAMICS INC 05.5000 10/01/2024 | 0.01% |
| TRADEWEB MARKETS INC-CLASS A SEDOL BJXMVK2 | 0.01% |
| TRANSDIGM INC 06.3750 06/15/2026 | 0.01% |
| TRANSOCEAN POSEIDON P/P 144A 06.8750 02/01/2027 | 0.01% |
| VALVOLINE INC P/P 144A 04.2500 02/15/2030 | 0.01% |
| VISTRA CORP P/P 144A 05.0000 07/31/2027 | 0.01% |
| VISTRA ENERGY CORP. P/P 144A 08.1250 01/30/2026 | 0.01% |
| WALT DISNEY CO/THE SEDOL 2270726 | 0.01% |
| WFRBS 2012-C10 XA IO P/P 144A 01.6790 12/15/2045 | 0.01% |
| WOLVERINE WORLD WIDE P/P 144A 05.0000 09/01/2026 | 0.01% |
| WOLVERINE WORLD WIDE P/P 144A 06.3750 05/15/2025 | 0.01% |
| WPX ENERGY INC 05.7500 06/01/2026 | 0.01% |
| WPX ENERGY INC 08.2500 08/01/2023 | 0.01% |
| ABC SUPPLY CO INC P/P 144A 04.0000 01/15/2028 | 0.00% |
| APACHE CORP 04.3750 10/15/2028 | 0.00% |
| ASCEND LEARNING LLC P/P 144A 06.8750 08/01/2025 | 0.00% |
| AUD/USD 07/15/2020 TDBK | 0.00% |
| BANK OF MONTREAL SEDOL 2076009 | 0.00% |
| BANQUE CANTONALE VAUDOIS-REG SEDOL BMFY8R3 | 0.00% |
| BERRY GLOBAL INC P/P 144A 05.6250 07/15/2027 | 0.00% |
| BOXER PARENT CO INC P/P 144A 09.1250 03/01/2026 | 0.00% |
| CAN IMPERIAL BK OF COMMERCE SEDOL 2170525 | 0.00% |
| CARNIVAL CORP P/P 144A 11.5000 04/01/2023 | 0.00% |
| CAS 2015-C02 2M2 04.1845 05/25/2025 | 0.00% |
| CCO HOLDINGS LLC P/P 144A 04.5000 08/15/2030 | 0.00% |
| CENTENE CORP P/P 144A 05.2500 04/01/2025 | 0.00% |
| CHS/COMMUNITY HEALT P/P 144A 08.1250 06/30/2024 | 0.00% |
| CHUBU ELECTRIC POWER CO INC SEDOL 6195609 | 0.00% |
| CLEAR CHANNEL WORLD 09.2500 02/15/2024 | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.00% |
| CONCHO RESOURCES INC 03.7500 10/01/2027 | 0.00% |
| CROWN CASTLE INTL CORP 04.8750 04/15/2022 | 0.00% |
| DEVON ENERGY CORPORATION 07.8750 09/30/2031 | 0.00% |
| DIAMONDBACK ENERGY INC 04.7500 05/31/2025 | 0.00% |
| ENERGIZER HLDG INC P/P 144A 06.3750 07/15/2026 | 0.00% |
| EOG RESOURCES INC 04.1500 01/15/2026 | 0.00% |
| EUR/USD CALL 1.16 20201118 BANKAM | 0.00% |
| EUR/USD CALL 1.16 20201118 GSFX | 0.00% |
| FREEPORT-MCMORAN INC 05.4500 03/15/2043 | 0.00% |
| FUJIFILM HOLDINGS CORP SEDOL 6356525 | 0.00% |
| GLP CAPITAL LP / FIN II 05.3750 04/15/2026 | 0.00% |
| GNMA GII30 BL6016 06.0000 02/20/2049 | 0.00% |
| GO DADDY OPCO/FINCO P/P 144A 05.2500 12/01/2027 | 0.00% |
| HKT TRUST AND HKT LTD-SS SEDOL B4TXDZ3 | 0.00% |
| HOLOGIC INC P/P 144A 04.3750 10/15/2025 | 0.00% |
| ICAHN ENTER 04.7500 09/15/2024 | 0.00% |
| ICAHN ENTER/FIN 05.2500 05/15/2027 | 0.00% |
| IDR/USD 08/19/2020 BCAP-FX | 0.00% |
| IHS MARKIT LTD USD 04.7500 08/01/2028 | 0.00% |
| IRB HOLDING CORP P/P 144A 07.0000 06/15/2025 | 0.00% |
| JAPAN POST BANK CO LTD SEDOL BYT8165 | 0.00% |
| JELD-WEN INC P/P 144A 04.6250 12/15/2025 | 0.00% |
| LIVE NATION ENT P/P 144A 06.5000 05/15/2027 | 0.00% |
| LIVE NATION ENTERTAI P/P 144A 05.6250 03/15/2026 | 0.00% |
| MATCH GROUP INC P/P 144A 04.6250 06/01/2028 | 0.00% |
| MAUSER PACKAGING SOL P/P 144A 05.5000 04/15/2024 | 0.00% |
| MERCER INTL INC USD 05.5000 01/15/2026 | 0.00% |
| MERCER INTL INC USD 06.5000 02/01/2024 | 0.00% |
| MICROCHIP TECH INC P/P 144A 04.2500 09/01/2025 | 0.00% |
| MIZUHO FINANCIAL GROUP INC SEDOL 6591014 | 0.00% |
| NEC CORP SEDOL 6640400 | 0.00% |
| NETFLIX INC. 06.3750 05/15/2029 | 0.00% |
| NEWELL BRANDS INC 04.8750 06/01/2025 | 0.00% |
| NOBLE ENERGY INC 06.0000 03/01/2041 | 0.00% |
| NORFOLK SOUTHERN CORP SEDOL 2641894 | 0.00% |
| OCCIDENTAL PETROLEUM CORP SEDOL 2655408 | 0.00% |
| ORKLA ASA SEDOL B1VQF42 | 0.00% |
| PENSKE AUTO GRP INC 05.7500 10/01/2022 | 0.00% |
| PRUDENTIAL FINANCIAL INC 05.6250 06/15/2043 | 0.00% |
| RITE AID CORP P/P 144A 07.5000 07/01/2025 | 0.00% |
| SANOFI SEDOL 5671735 | 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% |
| SPIRAX-SARCO ENGINEERING PLC SEDOL BWFGQN1 | 0.00% |
| SPRINGLEAF FINANCE CORP 06.6250 01/15/2028 | 0.00% |
| TARGA RESOURCES PART 06.5000 07/15/2027 | 0.00% |
| TAYLOR MORRISON COMM P/P 144A 05.7500 01/15/2028 | 0.00% |
| TENET HEALTHCARE 04.6250 07/15/2024 | 0.00% |
| TRANSDIGM INC. 06.5000 07/15/2024 | 0.00% |
| TRI POINTE GROUP / HOMES 05.8750 06/15/2024 | 0.00% |
| TRI POINTE GROUP INC 05.7000 06/15/2028 | 0.00% |
| UNIVISION COMM P/P 144A 09.5000 05/01/2025 | 0.00% |
| USD/JPY PUT 105.00 20201124 BANKAM | 0.00% |
| USD/JPY PUT 105.00 20201124 GSFX | 0.00% |
| VISTRA CORP P/P 144A 05.6250 02/15/2027 | 0.00% |
| WEEKLEY HOMES LLC 06.0000 02/01/2023 | 0.00% |
| WESCO DISTRIBUT P/P 144A 07.1250 06/15/2025 | 0.00% |
| WESTERN DIGITAL CORPORATION 04.7500 02/15/2026 | 0.00% |
| WFRBS 2011-C4 E P/P 144A 05.3900 06/15/2044 | 0.00% |
| YUM! BRANDS INC P/P 144A 04.7500 01/15/2030 | 0.00% |
| ZAYO GROUP HLDG INC L+300 04.6678 03/09/2027 | 0.00% |
| AIRBUS SE SEDOL 4012250 | 0.00% |
| ALLY FINANCIAL INC 05.7500 11/20/2025 | 0.00% |
| APACHE CORP 05.1000 09/01/2040 | 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% |
| BECTON DICKINSON AND CO SEDOL 2087807 | 0.00% |
| BOYD GAMING CORP P/P 144A 04.7500 12/01/2027 | 0.00% |
| BOYD GAMING CORP P/P 144A 08.6250 06/01/2025 | 0.00% |
| BOYD GAMING CORPORATION 06.0000 08/15/2026 | 0.00% |
| BRIDGESTONE CORP SEDOL 6132101 | 0.00% |
| BUCKEYE PARTNERS LP 05.8500 11/15/2043 | 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% |
| CHUGOKU ELECTRIC POWER CO SEDOL 6195900 | 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.10 2059-11-17 500.0 11/17/2059 CS | 0.00% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CS | 0.00% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 ML | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 JP | 0.00% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | 0.00% |
| COMM 2014-CR18 XA IO 01.1519 07/15/2047 | 0.00% |
| COMMSCOPE INC P/P 144A 06.0000 03/01/2026 | 0.00% |
| COMPASS MINERALS INT P/P 144A 04.8750 07/15/2024 | 0.00% |
| CONTINENTAL RESOURCES 04.3750 01/15/2028 | 0.00% |
| CONTINENTAL RESOURCES 05.0000 09/15/2022 | 0.00% |
| CPG INTL TL L+375 04.7500 05/05/2024 | 0.00% |
| CVS PASS-THROUGH TRUST 06.0360 12/10/2028 | 0.00% |
| DELL INT / EMC P/P 144A 05.8500 07/15/2025 | 0.00% |
| DEVON ENERGY CORPORATION 05.6000 07/15/2041 | 0.00% |
| DUN & BRADSTREET COR P/P 144A 06.8750 08/15/2026 | 0.00% |
| EUR/CHF CALL 1.10 20201209 CSI-FX | 0.00% |
| FISERV INC SEDOL 2342034 | 0.00% |
| FNR 2005-106 JC 19.5519 12/25/2035 | 0.00% |
| GAP INC/THE P/P 144A 08.6250 05/15/2025 | 0.00% |
| GATES GLOBAL TLB L+275 03.7500 03/31/2024 | 0.00% |
| GMAC CAPITAL TRUST I PCT 06.1773 | 0.00% |
| GNMA GII30 BM1953 06.0000 03/20/2049 | 0.00% |
| GNR 2013-14 IO IO 03.5000 12/20/2042 | 0.00% |
| HANESBRANDS INC P/P 144A 05.3750 05/15/2025 | 0.00% |
| HCA INC 03.5000 09/01/2030 | 0.00% |
| HD SUPPLY HOLDINGS INC SEDOL BBL5981 | 0.00% |
| HOLLY PAR/FIN P/P 144A 05.0000 02/01/2028 | 0.00% |
| INTERNATIONAL LEASE FIN CORP 05.8750 08/15/2022 | 0.00% |
| IRON MOUNTAIN INC P/P 144A 05.2500 03/15/2028 | 0.00% |
| ISTAR INC. 05.2500 09/15/2022 | 0.00% |
| JELD-WEN INC P/P 144A 04.8750 12/15/2027 | 0.00% |
| JELD-WEN INC P/P 144A 06.2500 05/15/2025 | 0.00% |
| JOSEPH T RYERSON & S P/P 144A 11.0000 05/15/2022 | 0.00% |
| L BRANDS INC 06.7500 07/01/2036 | 0.00% |
| LEVI STRAUSS & CO P/P 144A 05.0000 05/01/2025 | 0.00% |
| MASONITE INTL C P/P 144A 05.3750 02/01/2028 | 0.00% |
| MAXIM INTEGRATED PRODUCTS SEDOL 2573760 | 0.00% |
| MEG ENERGY CORP P/P 144A 07.1250 02/01/2027 | 0.00% |
| MTR CORP SEDOL 6290054 | 0.00% |
| NATIONSTAR MTG P/P 144A 06.0000 01/15/2027 | 0.00% |
| NIPPON STEEL CORP SEDOL 6642569 | 0.00% |
| NRG ENERGY INC 05.7500 01/15/2028 | 0.00% |
| NRG ENERGY INC P/P 144A 05.2500 06/15/2029 | 0.00% |
| NZD/USD 07/15/2020 BCAP-FX | 0.00% |
| OCCIDENTAL PETROLEUM COR 03.5000 06/15/2025 | 0.00% |
| ORTHO-CLINICAL P/P 144A 07.3750 06/01/2025 | 0.00% |
| OWENS-BROCKWAY P/P 144A 06.6250 05/13/2027 | 0.00% |
| PENSKE AUTOMOTIVE GROUP 05.3750 12/01/2024 | 0.00% |
| PETROBRAS GLOBAL FIN USD 05.2990 01/27/2025 | 0.00% |
| ROBERTSHAW TL 2L L+800 09.0000 02/28/2026 | 0.00% |
| ROBERTSHAW US HOLDING L+325 04.2500 02/28/2025 | 0.00% |
| 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% |
| SM ENERGY CO 06.7500 09/15/2026 | 0.00% |
| SONIC HEALTHCARE LTD SEDOL 6821120 | 0.00% |
| SPRINGLEAF FINANCE CORP 07.1250 03/15/2026 | 0.00% |
| SPRINGLEAF FINANCE CORP 08.8750 06/01/2025 | 0.00% |
| SWISS PRIME SITE-REG SEDOL B083BH4 | 0.00% |
| T-MOBILE USA INC 04.5000 02/01/2026 | 0.00% |
| T-MOBILE USA INC TLB L+300 04/01/2027 | 0.00% |
| TEMPO ACQ LLC/FI P/P 144A 05.7500 06/01/2025 | 0.00% |
| THE AES CORPORATION 05.1250 09/01/2027 | 0.00% |
| TOWNSQUARE MEDIA INC P/P 144A 06.5000 04/01/2023 | 0.00% |
| USA COM PART/USA COM 06.8750 09/01/2027 | 0.00% |
| WM MORRISON SUPERMARKETS SEDOL 0604316 | 0.00% |
| ZAYO GROUP HLDG INC P/P 144A 06.1250 03/01/2028 | 0.00% |
| ABC SUPPLY CO INC P/P 144A 05.8750 05/15/2026 | 0.00% |
| ABC-MART INC SEDOL 6292102 | 0.00% |
| AES CORP/THE P/P 144A 03.3000 07/15/2025 | 0.00% |
| ALBERTSONS COS P/P 144A 04.8750 02/15/2030 | 0.00% |
| 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 04.5000 02/15/2026 | 0.00% |
| BOXER PARENT CO INC P/P 144A 07.1250 10/02/2025 | 0.00% |
| BOYD GAMING CORP 06.3750 04/01/2026 | 0.00% |
| BUCKEYE PARTNERS LP P/P 144A 04.5000 03/01/2028 | 0.00% |
| CBRE SERVICES INC 05.2500 03/15/2025 | 0.00% |
| CBS OUT AMER CAP LLC 05.6250 02/15/2024 | 0.00% |
| CENTENE CORP P/P 144A 05.3750 08/15/2026 | 0.00% |
| CINEMARK USA INC 05.1250 12/15/2022 | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 ML | 0.00% |
| CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 JP | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 JP | 0.00% |
| COLORADO INTERSTATE GAS CO 06.8500 06/15/2037 | 0.00% |
| COMMSCOPE INC P/P 144A 05.5000 03/01/2024 | 0.00% |
| COMSTOCK RESOURCES 09.7500 08/15/2026 | 0.00% |
| COMSTOCK RESOURCES INC 09.7500 08/15/2026 | 0.00% |
| CORNERSTONE BUILDING P/P 144A 08.0000 04/15/2026 | 0.00% |
| EQUINIX INC 05.8750 01/15/2026 | 0.00% |
| FNR 2005-75 GS 19.6965 08/25/2035 | 0.00% |
| FNR 2006-62 PS 38.7930 07/25/2036 | 0.00% |
| FRESENIUS MEDICAL CARE AG & SEDOL 5129074 | 0.00% |
| GBP/USD 09/16/2020 SSBT | 0.00% |
| GEBERIT AG-REG SEDOL B1WGG93 | 0.00% |
| GNMA GII30 BM4196 06.0000 04/20/2049 | 0.00% |
| GNMA GII30 BN1506 04.5000 05/20/2049 | 0.00% |
| GNMA GII30 BN1509 05.0000 05/20/2049 | 0.00% |
| GNR 2010-9 UI IO 05.0000 01/20/2040 | 0.00% |
| GNR 2012-141 WI IO 03.5000 11/20/2041 | 0.00% |
| HONGKONG LAND HOLDINGS LTD SEDOL 6434915 | 0.00% |
| IHS MARKIT LTD P/P 144A 04.0000 03/01/2026 | 0.00% |
| INCEPTION MRGR/RACK P/P 144A 08.6250 11/15/2024 | 0.00% |
| IOS.FN30.400.09 R USL1M P 01/12/40 GS | 0.00% |
| IOS.FN30.400.10 R USL1M P 01/12/41 BC | 0.00% |
| JAGUAR HL / PPDI P/P 144A 05.0000 06/15/2028 | 0.00% |
| JARDINE MATHESON HLDGS LTD SEDOL 6472119 | 0.00% |
| LIVE NATION ENT P/P 144A 04.8750 11/01/2024 | 0.00% |
| MAUSER PACKAGING P/P 144A 08.5000 04/15/2024 | 0.00% |
| MERCK & CO INC 02.9000 03/07/2024 | 0.00% |
| NABORS IND LTD P/P 144A 07.2500 01/15/2026 | 0.00% |
| NABORS IND LTD P/P 144A 07.5000 01/15/2028 | 0.00% |
| NETFLIX INC. P/P 144A 04.8750 06/15/2030 | 0.00% |
| NUCOR CORP SEDOL 2651086 | 0.00% |
| NZD/USD 07/15/2020 BANKAM | 0.00% |
| OCCIDENTAL PETROLEUM COR 02.9000 08/15/2024 | 0.00% |
| OUTFRONT MEDIA C P/P 144A 04.6250 03/15/2030 | 0.00% |
| POLYONE CORP P/P 144A 05.7500 05/15/2025 | 0.00% |
| QORVO INC SEDOL BR9YYP4 | 0.00% |
| REPUBLIC OF VENEZUELA REGS 08.2500 10/13/2024 | 0.00% |
| SERVICE PROPERTIES TRUST 07.5000 09/15/2025 | 0.00% |
| SM ENERGY CO 05.0000 01/15/2024 | 0.00% |
| SOFINA SEDOL 4820301 | 0.00% |
| SPECTRUM BRANDS INC 06.1250 12/15/2024 | 0.00% |
| STAPLES INC. P/P 144A 10.7500 04/15/2027 | 0.00% |
| SWEDISH MATCH AB SEDOL 5048566 | 0.00% |
| T-MOBILE USA INC. 04.0000 04/15/2022 | 0.00% |
| TARGA RES PRTNRS P/P 144A 05.5000 03/01/2030 | 0.00% |
| TARGA RESOURCES PART 06.8750 01/15/2029 | 0.00% |
| TRANSOCEAN PONTUS LT P/P 144A 06.1250 08/01/2025 | 0.00% |
| TRONOX FINANCE PLC P/P 144A 05.7500 10/01/2025 | 0.00% |
| VALVOLINE INC P/P 144A 04.3750 08/15/2025 | 0.00% |
| VIPER ENERGY P/P 144A 05.3750 11/01/2027 | 0.00% |
| WMG ACQUISITION CORP P/P 144A 05.5000 04/15/2026 | 0.00% |
| WPX ENERGY INC 04.5000 01/15/2030 | 0.00% |
| WYNN RESORTS FIN LLC P/P 144A 07.7500 04/15/2025 | 0.00% |
| ADMIRAL GROUP PLC SEDOL B02J639 | 0.00% |
| ALTRIA GROUP INC | 0.00% |
| AROUNDTOWN SA SEDOL BF0CK44 | 0.00% |
| AUD/USD 07/15/2020 BANKAM | 0.00% |
| BANK OF AMERICA CORP 06.5000 10/29/2049 | 0.00% |
| BERKSHIRE HATHAWAY INC-CL B SEDOL 2073390 | 0.00% |
| BOMBARDIER INC P/P 144A 07.5000 12/01/2024 | 0.00% |
| BUCKEYE PARTNERS LP 03.9500 12/01/2026 | 0.00% |
| CHEMOURS CO 05.3750 05/15/2027 | 0.00% |
| CINEMARK USA INC P/P 144A 08.7500 05/01/2025 | 0.00% |
| CMB CMBX.NA.A.7 2047-01-17 200.0 01/17/2047 CG | 0.00% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CG | 0.00% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CG | 0.00% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CS | 0.00% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 MS | 0.00% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 JP | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 CG | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.00% |
| COLOPLAST-B SEDOL B8FMRX8 | 0.00% |
| DOMINO'S PIZZA INC SEDOL B01SD70 | 0.00% |
| DXC TECHNOLOGY CO SEDOL BYXD7B3 | 0.00% |
| ELDORADO RESORTS INC 06.0000 09/15/2026 | 0.00% |
| ELDORADO RESORTS INC 07.0000 08/01/2023 | 0.00% |
| ERIE INDEMNITY COMPANY-CL A SEDOL 2311711 | 0.00% |
| EUR/USD CALL 1.1665 20200914 BANKAM | 0.00% |
| EUR/USD CALL 1.1665 20200914 BCAP-FX | 0.00% |
| FHR 3300 PO PO 00.0000 02/15/2037 | 0.00% |
| GARTNER INC P/P 144A 04.5000 07/01/2028 | 0.00% |
| GNR 2015-124 NI IO 03.5000 06/20/2039 | 0.00% |
| HK ELECTRIC INVEST SEDOL BJ3WDZ1 | 0.00% |
| HORMEL FOODS CORP SEDOL 2437264 | 0.00% |
| JAGUAR HL / PPDI P/P 144A 04.6250 06/15/2025 | 0.00% |
| KINDER MORGAN INC/DELAWA 07.7500 01/15/2032 | 0.00% |
| L BRANDS INC P/P 144A 06.8750 07/01/2025 | 0.00% |
| L BRANDS INC P/P 144A 09.3750 07/01/2025 | 0.00% |
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| NZD/USD 07/15/2020 RBSF | 0.00% |
| NZD/USD 07/15/2020 WPAC | 0.00% |
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| PUBLICIS GROUPE SEDOL 4380429 | 0.00% |
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| REGENCY ENERGY P 04.5000 11/01/2023 | 0.00% |
| REPUBLIC OF VENEZUELA REGS 09.0000 05/07/2023 | 0.00% |
| ROYAL BANK OF CANADA USD 02.8000 04/29/2022 | 0.00% |
| ROYAL CARIBBEAN P/P 144A 09.1250 06/15/2023 | 0.00% |
| RUB/USD 09/16/2020 GSFX | 0.00% |
| SAP SE SEDOL 4846288 | 0.00% |
| SM ENERGY CO 06.6250 01/15/2027 | 0.00% |
| T-MOBILE USA INC 06.0000 03/01/2023 | 0.00% |
| TENET HEALTHCARE P/P 144A 06.2500 02/01/2027 | 0.00% |
| TENET HEALTHCARE P/P 144A 07.5000 04/01/2025 | 0.00% |
| TRANSDIGM INC P/P 144A 08.0000 12/15/2025 | 0.00% |
| TYLER TECHNOLOGIES INC SEDOL 2909644 | 0.00% |
| UBSBB 2012-C4 XA IO P/P 144A 01.7586 12/10/2045 | 0.00% |
| YUM! BRANDS INC P/P 144A 07.7500 04/01/2025 | 0.00% |
| ZAYO GROUP HLDG INC P/P 144A 04.0000 03/01/2027 | 0.00% |
| AIR LEASE CORP 02.5000 03/01/2021 | 0.00% |
| ALLEGHENY TECHNOLOGIES 05.8750 12/01/2027 | 0.00% |
| AMPOL LTD SEDOL BM91201 | 0.00% |
| AZRIELI GROUP LTD SEDOL B5MN1W0 | 0.00% |
| BERRY GLOBAL INC 05.5000 05/15/2022 | 0.00% |
| CABOT OIL & GAS CORP | 0.00% |
| CAD/USD 07/15/2020 GSFX | 0.00% |
| CAD/USD 07/15/2020 RBSF | 0.00% |
| CALIFORNIA RESOURC TL L+475 05.7500 12/31/2022 | 0.00% |
| CHF/USD 09/16/2020 JPMCB | 0.00% |
| CINEMARK USA INC 04.8750 06/01/2023 | 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 MS | 0.00% |
| CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 GS | 0.00% |
| CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 MS | 0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS | 0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS | 0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 MS | 0.00% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 CG | 0.00% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 CS | 0.00% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 GS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 JP | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 JP | 0.00% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 CG | 0.00% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 CG | 0.00% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 CG | 0.00% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 CG | 0.00% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 JP | 0.00% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 JP | 0.00% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 JP | 0.00% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 JP | 0.00% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 MS | 0.00% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 MS | 0.00% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 MS | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 GS | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 JP | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 MS | 0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 ML | 0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 MS | 0.00% |
| CMB CMBX.NA.BBB-.9 2058-09-17 300.0 09/17/2058 CG | 0.00% |
| CMB CMBX.NA.BBB-.9 2058-09-17 300.0 09/17/2058 ML | 0.00% |
| CMB CMBX.NA.BBB-.9 2058-09-17 300.0 09/17/2058 ML | 0.00% |
| ENERGIZER HLDG INC P/P 144A 07.7500 01/15/2027 | 0.00% |
| FNR 2005-83 QP 16.9143 11/25/2034 | 0.00% |
| FNR 2007-14 KO PO 00.0000 03/25/2037 | 0.00% |
| FNR 2007-64 LO PO 00.0000 07/25/2037 | 0.00% |
| FORD MOTOR CO SEDOL 2615468 | 0.00% |
| FOX CORP - CLASS B SEDOL BJJMGY5 | 0.00% |
| GAMESA SEDOL B01CP21 | 0.00% |
| GBP/USD 09/16/2020 UBS | 0.00% |
| GNR 2010-9 QI IO 04.5000 01/20/2040 | 0.00% |
| GRIFOLS SEDOL B01SPF2 | 0.00% |
| INTERCONTINENTAL EXCHANGE IN SEDOL BFSSDS9 | 0.00% |
| IOS.FN30.350.14 R USL1M P 01/12/45 CS | 0.00% |
| IOS.FN30.400.10 R USL1M P 01/12/41 BC | 0.00% |
| IOS.FN30.400.11 R USL1M P 01/12/42 GS | 0.00% |
| IOS.FN30.400.11 R USL1M P 01/12/42 GS | 0.00% |
| IOS.FN30.600.08 R USL1M P 01/12/39 GS | 0.00% |
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| JPY/USD 08/19/2020 SSBT | 0.00% |
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| LOEWS CORP SEDOL 2523022 | 0.00% |
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| MEG ENERGY CORP P/P 144A 07.0000 03/31/2024 | 0.00% |
| MERCER INTL INC USD 07.3750 01/15/2025 | 0.00% |
| METRO INC/CN SEDOL 2583952 | 0.00% |
| MOLINA HEALTHCARE IN P/P 144A 04.8750 06/15/2025 | 0.00% |
| MSC 2007-HQ11 C 05.5580 02/12/2044 | 0.00% |
| NEIMAN MARCUS TL L+600 06.2674 10/25/2023 | 0.00% |
| NN GROUP NV SEDOL BNG8PQ9 | 0.00% |
| NOBLE HLDG INTL LTD P/P 144A 07.8750 02/01/2026 | 0.00% |
| NZD/USD 07/15/2020 TDBK | 0.00% |
| OASIS PETROLEUM INC 06.8750 03/15/2022 | 0.00% |
| OASIS PETROLEUM INC P/P 144A 06.2500 05/01/2026 | 0.00% |
| PETROLEOS DE VEN P/P 144A 06.0000 11/15/2026 | 0.00% |
| PPL CAPITAL FUNDING INC 03.4000 06/01/2023 | 0.00% |
| REPSOL SA SEDOL 5669354 | 0.00% |
| RIO TINTO LTD SEDOL 6220103 | 0.00% |
| SCHINDLER HOLDING-PART CERT SEDOL B11TCY0 | 0.00% |
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| SUBARU CORP SEDOL 6356406 | 0.00% |
| T-MOBILE USA INC 05.3750 04/15/2027 | 0.00% |
| THE SHERWIN-WILLIAMS COMPANY 02.7500 06/01/2022 | 0.00% |
| TIAAC 2003-1A E 144A 08.0000 12/28/2038 | 0.00% |
| TITAN ACQ LTD P/P 144A 07.7500 04/15/2026 | 0.00% |
| TOYOTA MOTOR CORP SEDOL 6900643 | 0.00% |
| TRANSDIGM INC 06.5000 05/15/2025 | 0.00% |
| TRANSOCEAN INC 07.5000 04/15/2031 | 0.00% |
| TRONOX INC P/P 144A 06.5000 05/01/2025 | 0.00% |
| ADVANZ PHARMA CORP LTD SEDOL BG0RYR7 | 0.00% |
| AUD/USD 07/15/2020 GSFX | 0.00% |
| AUD/USD PUT 0.62 20200715 GSFX | 0.00% |
| BSCMS 06-PW14 X1 IO P/P 144A 00.4957 12/11/2038 | 0.00% |
| BSCMS 2006-PW11 C P/P 144A 05.8015 03/11/2039 | 0.00% |
| CAD/USD 07/15/2020 HSBCB | 0.00% |
| CAD/USD 07/15/2020 WPAC | 0.00% |
| CALIFORNIA RESOURCES P/P 144A 08.0000 12/15/2022 | 0.00% |
| CGCMT 2006-C5 XC IO P/P 144A 00.7203 10/15/2049 | 0.00% |
| CHF/USD 09/16/2020 GSFX | 0.00% |
| CLEAR CHANNEL OUTDOOR HOLDIN SEDOL BJHVCH9 | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.A.7 2047-01-17 200.0 01/17/2047 GS | 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.7 2047-01-17 500.0 01/17/2047 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 CG | 0.00% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 MS | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 JP | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 BA | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.BBB-.9 2058-09-17 300.0 09/17/2058 MS | 0.00% |
| CSFB 2003-C3 AX IO P/P 144A 02.3863 05/15/2038 | 0.00% |
| DKK/USD 09/16/2020 CITI | 0.00% |
| EUR/USD 09/16/2020 BANKAM | 0.00% |
| EUR/USD 09/16/2020 BCAP-FX | 0.00% |
| EUR/USD 09/16/2020 CITI | 0.00% |
| EUR/USD 09/16/2020 CSI-FX | 0.00% |
| EUR/USD 09/16/2020 GSFX | 0.00% |
| EUR/USD 09/16/2020 HSBCB | 0.00% |
| EUR/USD 09/16/2020 JPMCB | 0.00% |
| EUR/USD 09/16/2020 RBSF | 0.00% |
| EUR/USD 09/16/2020 TDBK | 0.00% |
| EUR/USD 09/16/2020 UBS | 0.00% |
| EUR/USD 09/16/2020 WPAC | 0.00% |
| FHR 3206 EO PO 00.0000 08/15/2036 | 0.00% |
| FHR 3326 WF 00.0000 10/15/2035 | 0.00% |
| FHR 3391 PO PO 00.0000 04/15/2037 | 0.00% |
| FNR 2006-125 OX PO 00.0000 01/25/2037 | 0.00% |
| FNR 2006-84 OT PO 00.0000 09/25/2036 | 0.00% |
| GBP/USD 09/16/2020 BCAP-FX | 0.00% |
| GBP/USD 09/16/2020 CITI | 0.00% |
| GBP/USD 09/16/2020 CSI-FX | 0.00% |
| GBP/USD 09/16/2020 HSBCB | 0.00% |
| GBP/USD 09/16/2020 RBSF | 0.00% |
| GBP/USD 09/16/2020 TDBK | 0.00% |
| GBP/USD 09/16/2020 WPAC | 0.00% |
| GNR 2006-36 OD PO 00.0000 07/16/2036 | 0.00% |
| HKD/USD 08/19/2020 BANKAM | 0.00% |
| HKD/USD 08/19/2020 BCAP-FX | 0.00% |
| HKD/USD 08/19/2020 HSBCB | 0.00% |
| HKD/USD 08/19/2020 RBSF | 0.00% |
| HKD/USD 08/19/2020 SSBT | 0.00% |
| HKD/USD 08/19/2020 UBS | 0.00% |
| IHEARTMEDIA INC - CLASS A SEDOL BJVR9Y9 | 0.00% |
| INR/USD 08/19/2020 HSBCB | 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.FN30.650.67 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 00.2887 05/15/2045 | 0.00% |
| JPY/USD 08/19/2020 BANKAM | 0.00% |
| JPY/USD 08/19/2020 CITI | 0.00% |
| JPY/USD 08/19/2020 GSFX | 0.00% |
| JPY/USD 08/19/2020 HSBCB | 0.00% |
| JPY/USD 08/19/2020 JPMCB | 0.00% |
| LBUBS 2005-C7 XCL IO P/P 144A 00.4985 11/15/2040 | 0.00% |
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| MWO HOLDINGS LLC | 0.00% |
| NOBLE HOLDING INTL LTD USD 07.7500 01/15/2024 | 0.00% |
| NOK/USD 09/16/2020 BANKAM | 0.00% |
| NOK/USD 09/16/2020 CITI | 0.00% |
| NOK/USD 09/16/2020 HSBCB | 0.00% |
| NOK/USD 09/16/2020 JPMCB | 0.00% |
| NOK/USD 09/16/2020 SSBT | 0.00% |
| NZD/USD 07/15/2020 CSI-FX | 0.00% |
| NZD/USD 07/15/2020 HSBCB | 0.00% |
| NZD/USD 07/15/2020 JPMCB | 0.00% |
| OASIS PETROLEUM INC CV 02.6250 09/15/2023 | 0.00% |
| PLN/USD 09/16/2020 BCAP-FX | 0.00% |
| SEK/USD 09/16/2020 BANKAM | 0.00% |
| SEK/USD 09/16/2020 BCAP-FX | 0.00% |
| SEK/USD 09/16/2020 CITI | 0.00% |
| SEK/USD 09/16/2020 GSFX | 0.00% |
| SEK/USD 09/16/2020 JPMCB | 0.00% |
| SEK/USD 09/16/2020 SSBT | 0.00% |
| SEK/USD 09/16/2020 UBS | 0.00% |
| TERVITA CORP SEDOL BD1DCC4 | 0.00% |
| TEXAS COHLD TCEH ESCROW 11.5000 10/01/2020 | 0.00% |
| TWD/USD 08/19/2020 BANKAM | 0.00% |
| TXU TCEH RIGHTS | 0.00% |
| VALARIS PLC USD 07.7500 02/01/2026 | 0.00% |
| VIACOMCBS INC 04.2000 05/19/2032 | 0.00% |
| AUD/USD 07/15/2020 CSI-FX | -0.00% |
| CAD/USD 07/15/2020 CITI | -0.00% |
| CAD/USD 07/15/2020 CSI-FX | -0.00% |
| CAD/USD 07/15/2020 TDBK | -0.00% |
| CAD/USD 07/15/2020 UBS | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 JP | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 MS | -0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 BA | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.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 GS | -0.00% |
| EUR/GBP CALL 0.94 20200803 UBS | -0.00% |
| EUR/USD 09/16/2020 SSBT | -0.00% |
| EUR/USD CALL 1.19 20200914 BANKAM | -0.00% |
| EUR/USD CALL 1.19 20200914 BCAP-FX | -0.00% |
| GBP/USD 09/16/2020 GSFX | -0.00% |
| IOS.FN30.500.10 P USL1M R 01/12/41 BC | -0.00% |
| JPY/USD 08/19/2020 BCAP-FX | -0.00% |
| JPY/USD 08/19/2020 UBS | -0.00% |
| JPY/USD 08/19/2020 WPAC | -0.00% |
| MBX.FN30.600.08 P USL1M R 01/12/39 BC | -0.00% |
| MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.00% |
| MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.00% |
| NOK/USD 09/16/2020 GSFX | -0.00% |
| NOK/USD 09/16/2020 UBS | -0.00% |
| 0.6925 R ISWP US0003M P 05/29/2030 | -0.00% |
| AUD/USD 07/15/2020 JPMCB | -0.00% |
| AUD/USD 07/15/2020 SSBT | -0.00% |
| CAD/USD 07/15/2020 JPMCB | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.A.7 2047-01-17 200.0 01/17/2047 JP | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 BA | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 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% |
| EUR/CHF CALL 1.12 20201209 CSI-FX | -0.00% |
| EUR/USD CALL 1.20 20201118 BANKAM | -0.00% |
| EUR/USD CALL 1.20 20201118 GSFX | -0.00% |
| IOS.FN30.400.11 P USL1M R 01/12/42 JP | -0.00% |
| USD/JPY PUT 100.00 20201124 BANKAM | -0.00% |
| USD/JPY PUT 100.00 20201124 GSFX | -0.00% |
| 0.3245 R ISWP US0003M P 05/05/2022 | -0.00% |
| AUD/USD 07/15/2020 UBS | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.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.BB.6 2063-05-11 500.0 05/11/2063 MS | -0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| SGD/USD 08/19/2020 JPMCB | -0.00% |
| CAD/USD 07/15/2020 BANKAM | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 JP | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.00% |
| GBP/USD 09/16/2020 JPMCB | -0.00% |
| IOS.FN30.400.10 P USL1M R 01/12/41 JP | -0.00% |
| NOK/USD 09/16/2020 BCAP-FX | -0.00% |
| NZD/USD 07/15/2020 CITI | -0.00% |
| NZD/USD 07/15/2020 GSFX | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.00% |
| 0.90 R ISWP FWD US0003M P 06/17/2050 | -0.01% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.01% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 GS | -0.01% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 MS | -0.01% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 CS | -0.01% |
| CAD/USD 07/15/2020 SSBT | -0.01% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 JP | -0.01% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 CG | -0.01% |
| 1.21 R ISWP US0003M P 06/09/2050 | -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 | -0.02% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.02% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CG | -0.02% |
| CDX CDX.NA.HY.34 500.0 06/20/2025 | -0.02% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.02% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CS | -0.02% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 JP | -0.04% |
| 0.65 R ISWP FWD US0003M P 06/17/2025 | -0.04% |
| FNMA FN30 TBA UMBS 03.5000 07/01/2050 | -0.10% |
| S&P MID 400 EMINI SEP20 FAU0 | -1.06% |
| RU10INTR P US0003M R 06/10/21 CI | -1.66% |
| MSCI EAFE SEP20 MFSU0 | -3.22% |
| US 10YR ULTRA FUT SEP20 UXYU0 | -3.24% |
| GSGLPWDS P US0001M R 12/15/25 GS | -3.32% |
| S&P500 EMINI FUT SEP20 ESU0 | -12.71% |
| US 5YR NOTE (CBT) SEP20 FVU0 | 8.04% |
|---|---|
| GNMA GII30 TBA 03.5000 06/01/2050 | 5.69% |
| US ULTRA BOND CBT SEP20 WNU0 | 4.50% |
| US 10YR NOTE (CBT)SEP20 TYU0 | 3.27% |
| GSGLPWDL R US0001M P 12/15/25 GS | 3.09% |
| FNMA FN30 TBA UMBS 04.0000 07/01/2050 | 2.91% |
| FHLMC FR30 ZS4750 UMBS 03.0000 01/01/2048 | 2.64% |
| US 2YR NOTE (CBT) SEP20 TUU0 | 2.62% |
| FNMA FN15 TBA UMBS 03.0000 06/01/2035 | 2.28% |
| FNMA FN30 TBA UMBS 02.5000 07/01/2050 | 2.24% |
| APPLE INC SEDOL 2046251 | 1.82% |
| CGPUTQL2 R US0003M P 11/25/20 CI | 1.70% |
| MICROSOFT CORP SEDOL 2588173 | 1.68% |
| US LONG BOND(CBT) SEP20 USU0 | 1.66% |
| E-MINI RUSS 2000 JUN20 RTYM0 | 1.65% |
| AMAZON.COM INC SEDOL 2000019 | 1.60% |
| FNMA FN30 MA3563 UMBS 04.0000 01/01/2049 | 1.34% |
| FNMA FN30 FM1741 UMBS 04.0000 04/01/2049 | 1.27% |
| FNMA FN30 TBA UMBS 02.5000 06/01/2050 | 0.88% |
| FNMA FN30 TBA UMBS 06.0000 06/01/2050 | 0.84% |
| ALPHABET INC-CL A SEDOL BYVY8G0 | 0.81% |
| JPMORGAN CHASE & CO SEDOL 2190385 | 0.69% |
| ADOBE INC SEDOL 2008154 | 0.65% |
| PROCTER & GAMBLE CO/THE SEDOL 2704407 | 0.61% |
| CISCO SYSTEMS INC SEDOL 2198163 | 0.57% |
| FNMA FN30 MA2737 UMBS 03.0000 09/01/2046 | 0.53% |
| VERIZON COMMUNICATIONS INC SEDOL 2090571 | 0.51% |
| FNMA FN30 BM5024 UMBS 03.0000 11/01/2048 | 0.50% |
| JOHNSON & JOHNSON SEDOL 2475833 | 0.49% |
| CITIGROUP INC SEDOL 2297907 | 0.48% |
| FNMA FN30 AL9859 UMBS 03.0000 03/01/2047 | 0.47% |
| QUALCOMM INC SEDOL 2714923 | 0.47% |
| NORTHROP GRUMMAN CORP SEDOL 2648806 | 0.46% |
| MERCK & CO. INC. SEDOL 2778844 | 0.42% |
| CASH MGMT BILL 00.0000 08/11/2020 | 0.41% |
| CHEVRON CORP | 0.37% |
| AMGEN INC SEDOL 2023607 | 0.35% |
| PEPSICO INC SEDOL 2681511 | 0.35% |
| ALPHABET INC-CL C SEDOL BYY88Y7 | 0.34% |
| INTUIT INC SEDOL 2459020 | 0.34% |
| COCA-COLA CO/THE SEDOL 2206657 | 0.32% |
| CASH MGMT BILL 00.0000 09/08/2020 | 0.32% |
| DANAHER CORP SEDOL 2250870 | 0.31% |
| COMCAST CORP-CLASS A SEDOL 2044545 | 0.31% |
| TREASURY BILL 00.0000 07/09/2020 | 0.30% |
| WALMART INC SEDOL 2936921 | 0.30% |
| MEDTRONIC PLC SEDOL BTN1Y11 | 0.29% |
| VERIZON COMM 04.3290 09/21/2028 | 0.29% |
| TREASURY BILL 00.0000 09/10/2020 | 0.29% |
| AMERICAN TOWER CORP SEDOL B7FBFL2 | 0.29% |
| FACEBOOK INC-CLASS A SEDOL B7TL820 | 0.29% |
| EBAY INC SEDOL 2293819 | 0.29% |
| TREASURY BILL 00.0000 06/25/2020 | 0.29% |
| ACTIVISION BLIZZARD INC SEDOL 2575818 | 0.28% |
| ABBVIE INC P/P 144A 03.2000 11/21/2029 | 0.28% |
| JPMORGAN CHASE & CO 03.9640 11/15/2048 | 0.28% |
| AMERICAN ELECTRIC POWER SEDOL 2026242 | 0.27% |
| JPMORGAN CHASE & CO 03.6250 12/01/2027 | 0.27% |
| ORACLE CORP SEDOL 2661568 | 0.27% |
| DOCUSIGN INC SEDOL BFYT7B7 | 0.27% |
| ELI LILLY & CO SEDOL 2516152 | 0.27% |
| CHARTER COMMUNICATIONS INC-A SEDOL BZ6VT82 | 0.26% |
| HONEYWELL INTERNATIONAL INC SEDOL 2020459 | 0.26% |
| SERVICENOW INC SEDOL B80NXX8 | 0.26% |
| CITIGROUP INC 03.6680 07/24/2028 | 0.26% |
| MORGAN STANLEY 03.6250 01/20/2027 | 0.26% |
| LOCKHEED MARTIN CORP SEDOL 2522096 | 0.26% |
| VISA INC-CLASS A SHARES SEDOL B2PZN04 | 0.26% |
| PAYPAL HOLDINGS INC SEDOL BYW36M8 | 0.25% |
| TAKE-TWO INTERACTIVE SOFTWRE SEDOL 2122117 | 0.25% |
| UNION PACIFIC CORP SEDOL 2914734 | 0.25% |
| BANK OF AMERICA CORP 03.2480 10/21/2027 | 0.24% |
| EXELON CORP SEDOL 2670519 | 0.24% |
| REGENERON PHARMACEUTICALS SEDOL 2730190 | 0.23% |
| FIDELITY NATIONAL INFO SERV SEDOL 2769796 | 0.23% |
| AT&T INC SEDOL 2831811 | 0.22% |
| AT&T INC 04.1000 02/15/2028 | 0.22% |
| ABBVIE INC SEDOL B92SR70 | 0.21% |
| HOME DEPOT INC SEDOL 2434209 | 0.21% |
| FNMA FN30 AS7003 UMBS 03.0000 04/01/2046 | 0.21% |
| GOLDMAN SACHS GROUP INC 03.8500 01/26/2027 | 0.21% |
| TARGET CORP SEDOL 2259101 | 0.21% |
| CVS HEALTH CORP 04.7800 03/25/2038 | 0.20% |
| BANK OF AMERICA CORP SEDOL 2295677 | 0.20% |
| STARBUCKS CORP SEDOL 2842255 | 0.20% |
| TREASURY BILL 00.0000 08/13/2020 | 0.20% |
| UNITEDHEALTH GROUP INC SEDOL 2917766 | 0.20% |
| BOOKING HOLDINGS INC SEDOL BDRXDB4 | 0.20% |
| ABBOTT LABORATORIES SEDOL 2002305 | 0.20% |
| ROCHE HOLDING AG-GENUSSCHEIN SEDOL 7110388 | 0.19% |
| UBS GROUP AG P/P 144A 03.4910 05/23/2023 | 0.19% |
| ERAC USA FINANCE LLC P/P 144A 05.2500 10/01/2020 | 0.19% |
| FNMA FN30 BC2733 UMBS 03.0000 05/01/2046 | 0.19% |
| MASTERCARD INC - A SEDOL B121557 | 0.19% |
| MICROSOFT CORP 02.4000 08/08/2026 | 0.19% |
| METLIFE INC SEDOL 2573209 | 0.18% |
| OTIS WORLDWIDE CORP SEDOL BK531S8 | 0.18% |
| PETROBRAS GLOBAL FINANCE USD 06.2500 03/17/2024 | 0.18% |
| PFIZER INC SEDOL 2684703 | 0.18% |
| NVIDIA CORP SEDOL 2379504 | 0.18% |
| STACR 2016-DNA2 M3 04.8183 10/25/2028 | 0.18% |
| GOLDMAN SACHS GROUP INC 02.6000 12/27/2020 | 0.18% |
| APPLE INC 04.2500 02/09/2047 | 0.17% |
| VEEVA SYSTEMS INC-CLASS A SEDOL BFH3N85 | 0.17% |
| SALESFORCE.COM INC 03.7000 04/11/2028 | 0.17% |
| GOLDMAN SACHS GROUP INC SEDOL 2407966 | 0.17% |
| UNITEDHEALTH GROUP INC 03.8500 06/15/2028 | 0.16% |
| WASTE MANAGEMENT INC SEDOL 2937667 | 0.16% |
| NOVARTIS AG-REG SEDOL 7103065 | 0.16% |
| COSTAR GROUP INC SEDOL 2262864 | 0.16% |
| TREASURY BILL 00.0000 08/20/2020 | 0.16% |
| IHS MARKIT LTD P/P 144A 04.7500 02/15/2025 | 0.15% |
| HILTON WORLDWIDE HOLDINGS IN SEDOL BYVMW06 | 0.15% |
| CRH PLC SEDOL 4182249 | 0.15% |
| EDWARDS LIFESCIENCES CORP SEDOL 2567116 | 0.15% |
| CROWN CASTLE INTL CORP SEDOL BTGQCX1 | 0.15% |
| XILINX INC SEDOL 2985677 | 0.15% |
| AGNC INVESTMENT CORP SEDOL BYYHJL8 | 0.15% |
| JOHNSON CONTROLS INTERNATION SEDOL BY7QL61 | 0.14% |
| NIKE INC -CL B SEDOL 2640147 | 0.14% |
| FHLMC FR30 ZS4703 UMBS 03.0000 02/01/2047 | 0.14% |
| ECOLAB INC 02.7000 11/01/2026 | 0.14% |
| AT&T INC. 03.8000 02/15/2027 | 0.14% |
| LONZA GROUP AG-REG SEDOL 7333378 | 0.14% |
| VERTEX PHARMACEUTICALS INC SEDOL 2931034 | 0.14% |
| AUTODESK INC SEDOL 2065159 | 0.14% |
| TEXAS INSTRUMENTS INC SEDOL 2885409 | 0.14% |
| MICROSOFT CORP 03.7000 08/08/2046 | 0.14% |
| SONY CORP SEDOL 6821506 | 0.14% |
| TELEFONICA EMISIONES SAU USD 04.8950 03/06/2048 | 0.14% |
| ANZ NEW ZEALAND INT P/P 144A 02.8750 01/25/2022 | 0.14% |
| NEW YORK LIFE INS P/P 144A 01.1000 05/05/2023 | 0.14% |
| SALESFORCE.COM INC SEDOL 2310525 | 0.14% |
| FNMA FN30 AS8056 UMBS 03.0000 10/01/2046 | 0.14% |
| INTERPUBLIC GROUP COS 04.6500 10/01/2028 | 0.14% |
| NOVARTIS CAPITAL CORP 04.0000 11/20/2045 | 0.14% |
| MCKESSON CORP SEDOL 2378534 | 0.13% |
| BIOGEN INC SEDOL 2455965 | 0.13% |
| MONDELEZ INTERNATIONAL INC-A SEDOL B8CKK03 | 0.13% |
| CIGNA CORP SEDOL BHJ0775 | 0.13% |
| IDEXX LABORATORIES INC SEDOL 2459202 | 0.13% |
| MICROSOFT CORP 01.5500 08/08/2021 | 0.13% |
| AMAZON.COM INC 03.1500 08/22/2027 | 0.13% |
| CUMMINS INC SEDOL 2240202 | 0.13% |
| MORGAN STANLEY | 0.13% |
| ANNALY CAPITAL MANAGEMENT IN SEDOL 2113456 | 0.13% |
| BRISTOL-MYERS P/P 144A 02.9000 07/26/2024 | 0.13% |
| TREASURY BILL 00.0000 08/06/2020 | 0.13% |
| FNMA FN30 BJ9256 UMBS 04.0000 06/01/2048 | 0.13% |
| CAPITAL ONE FINANCIAL CORP SEDOL 2654461 | 0.12% |
| TREASURY BILL 00.0000 07/23/2020 | 0.12% |
| DANSKE BANK A/S P/P 144A 02.7000 03/02/2022 | 0.12% |
| ORACLE CORP 04.0000 11/15/2047 | 0.12% |
| WELLS FARGO & COMPANY 02.6000 07/22/2020 | 0.12% |
| BROADCOM CRP / CAYM 03.5000 01/15/2028 | 0.12% |
| ENTERPRISE PRODUCTS OPER 04.2500 02/15/2048 | 0.12% |
| EQUINIX INC SEDOL BVLZX12 | 0.12% |
| FORTINET INC SEDOL B5B2106 | 0.12% |
| PULTEGROUP INC SEDOL 2708841 | 0.12% |
| S&P GLOBAL INC SEDOL BYV2325 | 0.12% |
| BRISTOL-MYERS SQUIBB CO SEDOL 2126335 | 0.12% |
| CLOROX COMPANY SEDOL 2204026 | 0.12% |
| FNMA FN30 AS7154 UMBS 03.0000 05/01/2046 | 0.12% |
| NRG ENERGY INC SEDOL 2212922 | 0.12% |
| CAS 2016-C02 1M2 06.1683 09/25/2028 | 0.11% |
| DNB BANK ASA P/P 144A 02.1500 12/02/2022 | 0.11% |
| FAIRFAX FINL HLDGS USD 04.8500 04/17/2028 | 0.11% |
| PHILLIPS 66 SEDOL B78C4Y8 | 0.11% |
| DBUBS 2011-LC3A D P/P 144A 05.3347 08/10/2044 | 0.11% |
| GENERAL MOTORS FINL CO 04.0000 10/06/2026 | 0.11% |
| BANK OF AMERICA CORP 06.1100 01/29/2037 | 0.11% |
| CADENCE DESIGN SYS INC SEDOL 2302232 | 0.11% |
| CHARTER COMM OPT LLC 06.4840 10/23/2045 | 0.11% |
| BJ'S WHOLESALE CLUB HOLDINGS SEDOL BFZNZF8 | 0.11% |
| COMCAST CORP 03.4500 02/01/2050 | 0.11% |
| SHERWIN-WILLIAMS CO/THE SEDOL 2804211 | 0.11% |
| ROCHE HOLDINGS INC P/P 144A 04.0000 11/28/2044 | 0.11% |
| TORONTO-DOMINION BANK USD 01.9000 12/01/2022 | 0.11% |
| KINDER MORGAN INC 03.1500 01/15/2023 | 0.11% |
| COMMONWEALTH BK AUST P/P 144A 02.2000 11/09/2020 | 0.10% |
| ESTEE LAUDER COMPANIES-CL A SEDOL 2320524 | 0.10% |
| KINDER MORGAN INC SEDOL B3NQ4P8 | 0.10% |
| APPLE INC 00.7500 05/11/2023 | 0.10% |
| SPST 2020-2 A 00.9983 03/26/2021 | 0.10% |
| AIR LEASE CORP 03.2500 10/01/2029 | 0.10% |
| CAS 2016-C01 1M2 06.9183 08/25/2028 | 0.10% |
| COMMONWEALTH BK AUST P/P 144A 03.1500 09/19/2027 | 0.10% |
| FNMA FN30 TBA UMBS 04.5000 06/01/2050 | 0.10% |
| SYNOPSYS INC SEDOL 2867719 | 0.10% |
| MWST 2019-1 A 00.9683 06/25/2052 | 0.10% |
| ORACLE CORP 02.6500 07/15/2026 | 0.10% |
| SHELL INTERNATIONAL FIN USD 02.8750 05/10/2026 | 0.10% |
| SPST 2019-3 A 00.8683 06/24/2020 | 0.10% |
| ENERGY TRANSFER OPERATNG 03.7500 05/15/2030 | 0.10% |
| GNMA GII30 TBA 04.0000 06/01/2050 | 0.10% |
| SPST 2019-7 A 00.8683 09/24/2020 | 0.10% |
| ASTRAZENECA PLC-SPONS ADR SEDOL 2989044 | 0.10% |
| GOLDMAN SACHS GROUP INC 04.2230 05/01/2029 | 0.10% |
| HERSHEY CO/THE SEDOL 2422806 | 0.10% |
| NESTLE SA-REG SEDOL 7123870 | 0.10% |
| NINTENDO CO LTD SEDOL 6639550 | 0.10% |
| SPST 2019-11 A 00.9183 10/24/2020 | 0.10% |
| AMERIPRISE FINANCIAL INC SEDOL B0J7D57 | 0.09% |
| UNITED MEXICAN STATES USD 05.5500 01/21/2045 | 0.09% |
| AIA GROUP LTD SEDOL B4TX8S1 | 0.09% |
| T-MOBILE USA INC P/P 144A 03.7500 04/15/2027 | 0.09% |
| TRANE TECHNOLOGIES PLC SEDOL BK9ZQ96 | 0.09% |
| AUST & NZ BANKING GRP NY 02.1250 08/19/2020 | 0.09% |
| AXA SA SEDOL 7088429 | 0.09% |
| BPCE SA P/P 144A 04.5000 03/15/2025 | 0.09% |
| LULULEMON ATHLETICA INC SEDOL B23FN39 | 0.09% |
| MITSUBISHI UFJ FIN GRP USD 03.5350 07/26/2021 | 0.09% |
| SUMITOMO MITSUI FINANCIAL GR SEDOL 6563024 | 0.09% |
| AMERICAN TOWER CORP 03.1250 01/15/2027 | 0.09% |
| DEXCOM INC SEDOL B0796X4 | 0.09% |
| DIAMOND 1 FIN/DIAM P/P 144A 06.0200 06/15/2026 | 0.09% |
| FISERV INC 04.2000 10/01/2028 | 0.09% |
| LEIDOS HOLDINGS INC SEDOL BDV82B8 | 0.09% |
| NORTHROP GRUMMAN CORP 03.2500 01/15/2028 | 0.09% |
| UNITED RENTALS INC SEDOL 2134781 | 0.09% |
| ANGLO AMER PLC SEDOL B1XZS82 | 0.09% |
| ATLASSIAN CORP PLC-CLASS A SEDOL BZ09BD1 | 0.09% |
| IVORY COAST REGS 06.1250 06/15/2033 | 0.09% |
| KDDI CORP SEDOL 6248990 | 0.09% |
| KERING SEDOL 5505072 | 0.09% |
| VERIZON COMMUNICATIONS 04.4000 11/01/2034 | 0.09% |
| WASTE CONNECTIONS INC SEDOL BYVG1F6 | 0.09% |
| CAS 2015-C04 2M2 05.7183 04/25/2028 | 0.09% |
| GAMING AND LEISURE PROPERTIE SEDOL BFPK4S5 | 0.09% |
| KLA CORP SEDOL 2480138 | 0.09% |
| PNC FINANCIAL SERVICES GROUP SEDOL 2692665 | 0.09% |
| SIRIUS XM RADIO INC P/P 144A 05.0000 08/01/2027 | 0.09% |
| COMCAST CORP 03.9690 11/01/2047 | 0.09% |
| CAS 2015-C04 1M2 05.8683 04/25/2028 | 0.09% |
| KONINKLIJKE AHOLD DELHAIZE N SEDOL BD0Q398 | 0.09% |
| OMNICOM GP/OMNICOM CAP 03.6000 04/15/2026 | 0.09% |
| REP OF INDONESIA P/P 144A 04.3500 01/08/2027 | 0.09% |
| WILLIS TOWERS WATSON PLC USD 05.7500 03/15/2021 | 0.09% |
| ALLSTATE CORP SEDOL 2019952 | 0.08% |
| ANHEUSER-BUSCH CO/IN 03.6500 02/01/2026 | 0.08% |
| ASTELLAS PHARMA INC SEDOL 6985383 | 0.08% |
| SVENSKA HANDELSBANKEN AB USD 01.9500 09/08/2020 | 0.08% |
| ASHTEAD CAPITAL INC P/P 144A 04.3750 08/15/2027 | 0.08% |
| CITIGROUP INC 02.6500 10/26/2020 | 0.08% |
| MORGAN STANLEY 04.3750 01/22/2047 | 0.08% |
| REPUBLIC OF INDONESIA REGS 04.7500 01/08/2026 | 0.08% |
| BAXTER INTERNATIONAL INC SEDOL 2085102 | 0.08% |
| DOW INC SEDOL BHXCF84 | 0.08% |
| MRAIT 2020-2 A 02.1345 10/22/2020 | 0.08% |
| TORONTO-DOMINION BANK USD 03.6250 09/15/2031 | 0.08% |
| GLOBAL PAYMENTS INC 04.0000 06/01/2023 | 0.08% |
| BANQUE FED CRED MUTU P/P 144A 02.2000 07/20/2020 | 0.08% |
| EXXON MOBIL CORP SEDOL 2326618 | 0.08% |
| FNMA FN30 AS8074 UMBS 03.0000 10/01/2046 | 0.08% |
| RAYTHEON TECH CORP 04.1250 11/16/2028 | 0.08% |
| DELTA AIR LINES INC SEDOL B1W9D46 | 0.08% |
| DUKE ENERGY CORP 03.1500 08/15/2027 | 0.08% |
| INTEL CORP SEDOL 2463247 | 0.08% |
| NOVO NORDISK A/S-B SEDOL BHC8X90 | 0.08% |
| RAYTHEON COMPANY 02.5000 12/15/2022 | 0.08% |
| TREASURY BILL 00.0000 06/11/2020 | 0.08% |
| VALERO ENERGY CORP SEDOL 2041364 | 0.08% |
| ZIMMER BIOMET HOLDINGS INC SEDOL 2783815 | 0.08% |
| AIR PRODUCTS & CHEMICALS INC SEDOL 2011602 | 0.08% |
| CDX CDX.NA.IG.34 100.0 06/20/2025 | 0.08% |
| CONOCOPHILLIPS | 0.08% |
| HOYA CORP SEDOL 6441506 | 0.08% |
| PNC BANK NA 02.0280 12/09/2022 | 0.08% |
| STANDARD IND INC P/P 144A 05.0000 02/15/2027 | 0.08% |
| BOSTON PROPERTIES INC SEDOL 2019479 | 0.08% |
| MERCK & CO INC 03.7000 02/10/2045 | 0.08% |
| STARWOOD PROPERTY TRUST INC SEDOL B3PQ520 | 0.08% |
| ROYAL DUTCH SHELL PLC-B SHS SEDOL B03MM40 | 0.08% |
| DOW CHEMICAL CO/THE 03.5000 10/01/2024 | 0.08% |
| FIRSTENERGY TRANSMIS P/P 144A 05.4500 07/15/2044 | 0.08% |
| FNMA FN40 BF0171 UMBS 04.0000 01/01/2057 | 0.08% |
| WESTPAC BANKING CORP USD 02.0000 08/19/2021 | 0.08% |
| CIT GROUP INC. 05.2500 03/07/2025 | 0.08% |
| MANUF & TRADERS TRUST CO 02.0500 08/17/2020 | 0.08% |
| NATIONAL AUSTRALIA BK/NY 02.5000 01/12/2021 | 0.08% |
| RAYTHEON TECHNOLOGIES CORP SEDOL BM5M5Y3 | 0.08% |
| SBA COMMUNICATIONS CORP SEDOL BZ6TS23 | 0.08% |
| AMERICAN TOWER CORPORATION 02.7500 01/15/2027 | 0.07% |
| ASTRAZENECA PLC SEDOL 0989529 | 0.07% |
| BANK OF NOVA SCOTIA USD 02.3500 10/21/2020 | 0.07% |
| CIGNA CORP 03.7500 07/15/2023 | 0.07% |
| DEUTSCHE BOERSE AG SEDOL 7021963 | 0.07% |
| FNMA FN30 BM1172 UMBS 03.0000 03/01/2047 | 0.07% |
| BP CAPITAL MARKETS PLC USD 03.2790 09/19/2027 | 0.07% |
| EVERGY INC SEDOL BFMXGR0 | 0.07% |
| PETROLEOS MEXICANOS P/P 144A 06.8400 01/23/2030 | 0.07% |
| CAS 2016-C04 1M2 04.4183 01/25/2029 | 0.07% |
| ENERGY TRANSFER OPERATNG 06.6250 02/15/2028 | 0.07% |
| PUBLIC SERVICE ENTERPRISE GP SEDOL 2707677 | 0.07% |
| AMGEN INC 02.6000 08/19/2026 | 0.07% |
| BF0101 03.5000 06/01/2056 | 0.07% |
| BIOGEN INC 03.6250 09/15/2022 | 0.07% |
| FIDELITY NATL INFO SERV 03.7500 05/21/2029 | 0.07% |
| MICROCHIP TECH INC 04.3330 06/01/2023 | 0.07% |
| BANK OF AMERICA CORP 02.4960 02/13/2031 | 0.07% |
| CF INDUSTRIES INC P/P 144A 04.5000 12/01/2026 | 0.07% |
| GSMS 2014-GC22 C 04.6904 06/10/2047 | 0.07% |
| LAM RESEARCH CORP SEDOL 2502247 | 0.07% |
| LNSTR 2015-3 B P/P 144A 03.1328 04/20/2048 | 0.07% |
| SOUTHWEST AIRLINES CO SEDOL 2831543 | 0.07% |
| DROPBOX INC-CLASS A SEDOL BG0T321 | 0.07% |
| REPUBLIC OF SENEGAL REGS 06.2500 05/23/2033 | 0.07% |
| SAUDI INTL BOND P/P 144A 02.9000 10/22/2025 | 0.07% |
| EOG RESOURCES INC 02.6250 03/15/2023 | 0.07% |
| RINGCENTRAL INC-CLASS A SEDOL BDZCRX3 | 0.07% |
| CHIPOTLE MEXICAN GRILL INC SEDOL B0X7DZ3 | 0.07% |
| COMPASS GROUP PLC SEDOL BD6K457 | 0.07% |
| ROPER TECHNOLOGIES INC SEDOL 2749602 | 0.07% |
| APOLLO GLOBAL MANAGEMENT INC SEDOL BKRLVD5 | 0.07% |
| COMM 2010-C1 D P/P 144A 05.8545 07/10/2046 | 0.07% |
| FNMA FN30 BC1155 UMBS 03.0000 06/01/2046 | 0.07% |
| FORTUNE BRANDS HOME & SECURI SEDOL B3MC7D6 | 0.07% |
| IBM CORP 01.8750 08/01/2022 | 0.06% |
| ORACLE CORP 02.5000 05/15/2022 | 0.06% |
| TREASURY BILL 00.0000 09/03/2020 | 0.06% |
| WESTROCK MWV LLC 08.2000 01/15/2030 | 0.06% |
| WFRBS 2011-C2 D P/P 144A 05.6623 02/15/2044 | 0.06% |
| WFRBS 2013-C18 AS 04.3870 12/15/2046 | 0.06% |
| ASSURED GUARANTY LTD SEDOL B00V7H8 | 0.06% |
| DUKE ENERGY CORP 04.2000 06/15/2049 | 0.06% |
| HILTON WORLDWIDE FIN LLC 04.8750 04/01/2027 | 0.06% |
| VERIZON COMMUNICATIONS 05.2500 03/16/2037 | 0.06% |
| VIACOMCBS INC 04.2000 06/01/2029 | 0.06% |
| AMERICAN ELECTRIC POWER 04.3000 12/01/2028 | 0.06% |
| DUKE ENERGY OHIO INC 03.6500 02/01/2029 | 0.06% |
| NRG ENERGY INC P/P 144A 04.4500 06/15/2029 | 0.06% |
| ALLIANZ SE-REG SEDOL 5231485 | 0.06% |
| AT&T INC 04.7500 05/15/2046 | 0.06% |
| CHARTER COMM OPT LLC/CAP 04.8000 03/01/2050 | 0.06% |
| HERMES INTERNATIONAL SEDOL 5253973 | 0.06% |
| NORDEA BANK ABP P/P 144A 02.2500 05/27/2021 | 0.06% |
| SEATTLE GENETICS INC SEDOL 2738127 | 0.06% |
| SYNCHRONY FINANCIAL SEDOL BP96PS6 | 0.06% |
| AMETEK INC SEDOL 2089212 | 0.06% |
| AMGEN INC 04.6630 06/15/2051 | 0.06% |
| CSAIL 2015-C1 C 04.2695 04/15/2050 | 0.06% |
| DEUTSCHE TELEKOM AG-REG SEDOL 5842359 | 0.06% |
| ENEL SPA SEDOL 7144569 | 0.06% |
| EVERBRIDGE INC SEDOL BYY5ZB4 | 0.06% |
| LINDE PLC SEDOL BZ12WP8 | 0.06% |
| ONCOR ELECTRIC DELIV 03.7500 04/01/2045 | 0.06% |
| REGIONS FINANCIAL CORP 02.7500 08/14/2022 | 0.06% |
| UBS GROUP AG P/P 144A 03.0000 04/15/2021 | 0.06% |
| UNITEDHEALTH GROUP INC 03.9500 10/15/2042 | 0.06% |
| BANK OF MONTREAL USD 03.1000 04/13/2021 | 0.06% |
| CAS 2020-R01 1M2 02.2183 01/25/2040 | 0.06% |
| EATON CORP PLC SEDOL B8KQN82 | 0.06% |
| L OREAL SEDOL 4057808 | 0.06% |
| PRUDENTIAL PLC SEDOL 0709954 | 0.06% |
| CITIGROUP INC 03.8870 01/10/2028 | 0.06% |
| DOMINICAN REPUBLIC REGS 05.9500 01/25/2027 | 0.06% |
| DUPONT DE NEMOURS INC SEDOL BK0VN47 | 0.06% |
| ENTERGY CORP SEDOL 2317087 | 0.06% |
| REPUBLIC OF PERU USD 02.3920 01/23/2026 | 0.06% |
| SYSCO CORP SEDOL 2868165 | 0.06% |
| TREASURY BILL 00.0000 06/18/2020 | 0.06% |
| ALBEMARLE CORP SEDOL 2046853 | 0.06% |
| CROWN CASTLE INTL CORP 03.6500 09/01/2027 | 0.06% |
| DEUTSCHE POST AG-REG SEDOL 4617859 | 0.06% |
| RADIAN GROUP INC SEDOL 2173911 | 0.06% |
| RIO TINTO PLC SEDOL 0718875 | 0.06% |
| UBS GROUP AG REGS 06.8750 12/29/2049 | 0.06% |
| ZOETIS INC 03.9000 08/20/2028 | 0.06% |
| ABN AMRO BANK NV P/P 144A 02.4500 06/04/2020 | 0.06% |
| AMEREN CORPORATION SEDOL 2050832 | 0.06% |
| AVERY DENNISON CORP SEDOL 2066408 | 0.06% |
| BMW US CAPITAL LLC P/P 144A 02.0000 04/11/2021 | 0.06% |
| BRISTOL-MYERS P/P 144A 03.2500 08/15/2022 | 0.06% |
| CASH MGMT BILL 00.0000 08/25/2020 | 0.06% |
| GOOGLE INC 03.3750 02/25/2024 | 0.06% |
| HUNTINGTON BANCSHARES 04.3500 02/04/2023 | 0.06% |
| PFIZER INC 03.0000 12/15/2026 | 0.06% |
| TPAT 2018-SL1 A P/P 144A 00.7683 01/25/2046 | 0.06% |
| VISTRA ENERGY CORP SEDOL BZ8VJQ8 | 0.06% |
| CHENIERE CORP CHRIST 05.1250 06/30/2027 | 0.06% |
| DEERE & COMPANY 02.6000 06/08/2022 | 0.06% |
| DISCOVER FINANCIAL SERVICES SEDOL B1YLC43 | 0.06% |
| FREEPORT-MCMORAN INC SEDOL 2352118 | 0.06% |
| GSMS 2011-GC3 D P/P 144A 05.6361 03/10/2044 | 0.06% |
| THERMO FISHER SCIENTIFIC INC SEDOL 2886907 | 0.06% |
| ABBVIE INC P/P 144A 03.8000 03/15/2025 | 0.06% |
| FIRSTENERGY CORP 04.8500 07/15/2047 | 0.06% |
| HYATT HOTELS CORP 04.8500 03/15/2026 | 0.06% |
| MET LIFE GLOB P/P 144A 01.9500 01/13/2023 | 0.06% |
| REPUBLIC OF KAZAKHSTAN REGS 04.8750 10/14/2044 | 0.06% |
| CISCO SYSTEMS INC 02.5000 09/20/2026 | 0.05% |
| CREDIT SUISSE NEW YORK 02.8000 04/08/2022 | 0.05% |
| DIGITAL REALTY TRUST LP 04.4500 07/15/2028 | 0.05% |
| ENTERPRISE PRODUCTS PARTNERS SEDOL 2285388 | 0.05% |
| SANDVIK AB SEDOL B1VQ252 | 0.05% |
| SCHWAB (CHARLES) CORP SEDOL 2779397 | 0.05% |
| UNILEVER NV SEDOL B1527V7 | 0.05% |
| VERISK ANALYTICS INC SEDOL B4P9W92 | 0.05% |
| APTIV PLC SEDOL B783TY6 | 0.05% |
| BRDCOM CRP / FIN 03.8750 01/15/2027 | 0.05% |
| EQUINOR ASA USD 02.9000 11/08/2020 | 0.05% |
| ESSEX PROPERTY TRUST INC SEDOL 2316619 | 0.05% |
| HOLOGIC INC SEDOL 2433530 | 0.05% |
| L3HARRIS TECH INC 03.8500 12/15/2026 | 0.05% |
| NUTRIEN LTD USD 04.1250 03/15/2035 | 0.05% |
| UNITEDHEALTH GROUP INC 02.7500 02/15/2023 | 0.05% |
| AMAZON.COM INC. 02.5000 11/29/2022 | 0.05% |
| AMERICAN INTERNATIONAL GROUP SEDOL 2027342 | 0.05% |
| APPLE INC 03.8500 05/04/2043 | 0.05% |
| ITOCHU CORP SEDOL 6467803 | 0.05% |
| KEURIG DR PEPPER INC 04.5970 05/25/2028 | 0.05% |
| ALIBABA GROUP HOLDING-SP ADR SEDOL BP41ZD1 | 0.05% |
| ALPHABET INC 01.9980 08/15/2026 | 0.05% |
| BANK OF AMERICA CORP 03.4990 05/17/2022 | 0.05% |
| COOPER COS INC/THE SEDOL 2222631 | 0.05% |
| EDENRED SEDOL B62G1B5 | 0.05% |
| INDUSTRIA DE DISENO TEXTIL SEDOL BP9DL90 | 0.05% |
| LONDON STOCK EXCHANGE GROUP SEDOL B0SWJX3 | 0.05% |
| STATE STREET CORP SEDOL 2842040 | 0.05% |
| US BANCORP 02.6250 01/24/2022 | 0.05% |
| JOHNSON CONTROLS INTL PL 04.5000 02/15/2047 | 0.05% |
| PARTNERS GROUP HOLDING AG SEDOL B119QG0 | 0.05% |
| SWISS RE TREAS P/P 144A 04.2500 12/06/2042 | 0.05% |
| WOLTERS KLUWER SEDOL 5671519 | 0.05% |
| ARAMARK SEDOL BH3XG17 | 0.05% |
| COMCAST CORP 02.3500 01/15/2027 | 0.05% |
| CWALT 2006-OA10 4A1 00.3583 08/25/2046 | 0.05% |
| DAIKIN INDUSTRIES LTD SEDOL 6250724 | 0.05% |
| WESFARMERS LTD SEDOL 6948836 | 0.05% |
| WEST PHARMACEUTICAL SERVICES SEDOL 2950482 | 0.05% |
| AMERICAN EXPRESS COMPANY 02.6500 12/02/2022 | 0.05% |
| BOOZ ALLEN HAMILTON HOLDINGS SEDOL B5367T7 | 0.05% |
| CAS 2016-C03 2M2 06.0683 10/25/2028 | 0.05% |
| ENBRIDGE INC USD 04.5000 06/10/2044 | 0.05% |
| ESSITY AKTIEBOLAG-B SEDOL BF1K7P7 | 0.05% |
| KINDER MORGAN ENER PART 03.5000 03/01/2021 | 0.05% |
| ORACLE CORP 02.5000 10/15/2022 | 0.05% |
| ROYAL BANK OF CANADA USD 04.6500 01/27/2026 | 0.05% |
| CITIGROUP INC 04.5000 01/14/2022 | 0.05% |
| COCA-COLA HBC AG-DI SEDOL B9895B7 | 0.05% |
| CROWN CASTLE INTL CORP 03.7000 06/15/2026 | 0.05% |
| FERGUSON PLC SEDOL BJVNSS4 | 0.05% |
| FIFTH THIRD BANCORP SEDOL 2336747 | 0.05% |
| HOME DEPOT INC 02.6250 06/01/2022 | 0.05% |
| SHERWIN-WILLIAMS CO 03.4500 06/01/2027 | 0.05% |
| SHIONOGI & CO LTD SEDOL 6804682 | 0.05% |
| TCI COMMUNICATIONS INC 07.1250 02/15/2028 | 0.05% |
| AT&T INC 02.9500 07/15/2026 | 0.05% |
| BP CAP MARKETS AMERICA 03.1190 05/04/2026 | 0.05% |
| BP PLC SEDOL 0798059 | 0.05% |
| DASSAULT SYSTEMES SA SEDOL 5330047 | 0.05% |
| GENERAL MOTORS CO SEDOL B665KZ5 | 0.05% |
| GLENCORE FUNDING LLC P/P 144A 04.0000 04/16/2025 | 0.05% |
| HITACHI LTD SEDOL 6429104 | 0.05% |
| LAMB WESTON HOLDINGS P/P 144A 04.8750 11/01/2026 | 0.05% |
| METLIFE CAP TRST IV P/P 144A 07.8750 12/15/2037 | 0.05% |
| ORACLE CORP 01.9000 09/15/2021 | 0.05% |
| REPUBLIC SERVICES INC SEDOL 2262530 | 0.05% |
| ROGERS COMMUNICATIONS IN USD 04.5000 03/15/2043 | 0.05% |
| SAUDI INTL BOND P/P 144A 03.2500 10/22/2030 | 0.05% |
| TELEDYNE TECHNOLOGIES INC SEDOL 2503477 | 0.05% |
| UBS GROUP AG P/P 144A 04.1250 04/15/2026 | 0.05% |
| ADIDAS AG SEDOL 4031976 | 0.04% |
| ANHEUSER-BUSCH INBEV WOR 04.7500 01/23/2029 | 0.04% |
| BNP PARIBAS SEDOL 7309681 | 0.04% |
| DANAHER CORP 05.0000 CV PFD | 0.04% |
| DOVER CORP SEDOL 2278407 | 0.04% |
| INTL FLAVOR & FRAGRANCES 04.4500 09/26/2028 | 0.04% |
| TOTAL SA SEDOL B15C557 | 0.04% |
| TREASURY BILL 00.0000 06/04/2020 | 0.04% |
| WFRBS 2013-C12 AS 03.5600 03/15/2048 | 0.04% |
| CIGNA CORP P/P 144A 03.9000 02/15/2022 | 0.04% |
| EASTMAN CHEMICAL CO SEDOL 2298386 | 0.04% |
| GEORGIA-PACIFIC LLC P/P 144A 02.1000 04/30/2027 | 0.04% |
| GLENCORE FUNDING LLC P/P 144A 04.6250 04/29/2024 | 0.04% |
| JOHNSON CONTROLS INTL PL 04.9500 07/02/2064 | 0.04% |
| KEURIG DR PEPPER INC 04.4170 05/25/2025 | 0.04% |
| MBX.FN30.500.10 R USL1M P 01/12/41 BC | 0.04% |
| MET LIFE GLOB P/P 144A 02.4000 06/17/2022 | 0.04% |
| MITSUBISHI UFJ FIN GRP USD 03.8500 03/01/2026 | 0.04% |
| PINNACLE WEST CAPITAL SEDOL 2048804 | 0.04% |
| WALT DISNEY COMPANY 07.7500 12/01/2045 | 0.04% |
| WASTE CONNECTIONS INC 03.5000 05/01/2029 | 0.04% |
| AES CORP SEDOL 2002479 | 0.04% |
| APPLE INC 04.3750 05/13/2045 | 0.04% |
| AVALONBAY COMMUNITIES INC SEDOL 2131179 | 0.04% |
| BRISTOL-MYERS P/P 144A 02.2500 08/15/2021 | 0.04% |
| CF INDUSTRIES HOLDINGS INC SEDOL B0G4K50 | 0.04% |
| CISCO SYSTEMS INC 05.9000 02/15/2039 | 0.04% |
| ENERGY TRANSFER OPERA 05.8750 01/15/2024 | 0.04% |
| GSMS 2010-C1 D P/P 144A 05.9859 08/10/2043 | 0.04% |
| INVITATION HOMES INC SEDOL BD81GW9 | 0.04% |
| JPMCC 2012-C6 E P/P 144A 05.1565 05/15/2045 | 0.04% |
| LLOYDS BANKING GROUP PLC USD 04.5000 11/04/2024 | 0.04% |
| PETROBRAS GLOBAL FINANCE USD 06.1250 01/17/2022 | 0.04% |
| REPUBLIC OF CHILE USD 02.4500 01/31/2031 | 0.04% |
| SANTANDER UK GROUP H P/P 144A 04.7500 09/15/2025 | 0.04% |
| SCHNEIDER ELECTRIC SE SEDOL 4834108 | 0.04% |
| AIG GLOBAL FUNDING P/P 144A 02.1500 07/02/2020 | 0.04% |
| CARLSBERG AS-B SEDOL 4169219 | 0.04% |
| CENTERPOINT ENERGY INC SEDOL 2440637 | 0.04% |
| FAIR ISAAC CORP SEDOL 2330299 | 0.04% |
| GARMIN LTD SEDOL B3Z5T14 | 0.04% |
| HOME DEPOT INC 05.9500 04/01/2041 | 0.04% |
| LIVE NATION ENTERTAINMENT IN SEDOL B0T7YX2 | 0.04% |
| NATIONAL AUSTRALIA BK/NY 02.8000 01/10/2022 | 0.04% |
| TRANSDIGM GROUP INC SEDOL B11FJK3 | 0.04% |
| ALIMENTATION COUCHE-TARD 3.550000 07/26/2027 | 0.04% |
| BANCO SANTANDER SA USD 05.1790 11/19/2025 | 0.04% |
| BMW US CAPITAL LLC P/P 144A 03.9500 08/14/2028 | 0.04% |
| CROWN CASTLE INTL CORP 03.8000 02/15/2028 | 0.04% |
| CSX CORP 04.1000 03/15/2044 | 0.04% |
| CVS HEALTH CORP 03.7000 03/09/2023 | 0.04% |
| ENBRIDGE INC USD 04.2500 12/01/2026 | 0.04% |
| INTERNATIONAL PAPER CO 03.0000 02/15/2027 | 0.04% |
| L3HARRIS TECH INC 04.4000 06/15/2028 | 0.04% |
| MGM RESORTS INTERNATIONAL SEDOL 2547419 | 0.04% |
| MONDELEZ INT HOLD NE P/P 144A 02.1250 09/19/2022 | 0.04% |
| SHIN-ETSU CHEMICAL CO LTD SEDOL 6804585 | 0.04% |
| SPRINT CORP 07.8750 09/15/2023 | 0.04% |
| WELLS FARGO & CO SEDOL 2649100 | 0.04% |
| ANHEUSER-BUSCH INBEV WOR 05.5500 01/23/2049 | 0.04% |
| BOEING CO 04.8750 05/01/2025 | 0.04% |
| CITIGROUP INC 04.4500 09/29/2027 | 0.04% |
| COVESTRO AG SEDOL BYTBWY9 | 0.04% |
| DOLLAR GENERAL CORP 03.2500 04/15/2023 | 0.04% |
| DUKE REALTY CORP SEDOL 2284084 | 0.04% |
| LBMLT 2004-1 A2 00.9683 02/25/2034 | 0.04% |
| LEGAL & GENERAL GROUP PLC SEDOL 0560399 | 0.04% |
| ORACLE CORP 05.3750 07/15/2040 | 0.04% |
| REPUBLIC OF PARAGUAY REGS 04.7000 03/27/2027 | 0.04% |
| SECOM CO LTD SEDOL 6791591 | 0.04% |
| SPST 2019-WL1 A 00.8183 08/25/2052 | 0.04% |
| TESLA INC SEDOL B616C79 | 0.04% |
| CBRE GROUP INC - A SEDOL B6WVMH3 | 0.04% |
| CCO HOLDINGS LLC P/P 144A 05.3750 06/01/2029 | 0.04% |
| ERAC USA FINANCE LLC P/P 144A 05.6250 03/15/2042 | 0.04% |
| FIDELITY NATIONAL INFORM 04.2500 05/15/2028 | 0.04% |
| MACQUARIE BANK LTD P/P 144A 02.8500 07/29/2020 | 0.04% |
| REPUBLIC OF COLOMBIA USD 03.8750 04/25/2027 | 0.04% |
| S&P GLOBAL INC 04.4000 02/15/2026 | 0.04% |
| T-MOBILE USA INC P/P 144A 03.8750 04/15/2030 | 0.04% |
| TRK 2019-1 A1 04.3356 03/25/2022 | 0.04% |
| VISTRA OPERATION P/P 144A 03.5500 07/15/2024 | 0.04% |
| WAMU 2005-AR12 1A8 03.8612 10/25/2035 | 0.04% |
| AVALARA INC SEDOL BZ1NVP4 | 0.04% |
| BMIR 2019-4A M1C P/P 144A 02.6683 10/25/2029 | 0.04% |
| CAS 2016-C01 2M2 07.1183 08/25/2028 | 0.04% |
| CISCO SYSTEMS INC 02.2000 02/28/2021 | 0.04% |
| EQUITY RESIDENTIAL TR REIT | 0.04% |
| EXXON MOBIL CORPORATION 02.2220 03/01/2021 | 0.04% |
| FHLMC FR30 ZS9547 UMBS 04.0000 09/01/2045 | 0.04% |
| JPMORGAN CHASE & CO 04.6000 02/01/2025 | 0.04% |
| MARSH & MCLENNAN COS INC 04.3750 03/15/2029 | 0.04% |
| MARSH & MCLENNAN COS INC 04.9000 03/15/2049 | 0.04% |
| MOLSON COORS BEVERAGE CO - B SEDOL B067BM3 | 0.04% |
| NEXI SPA SEDOL BJ1F880 | 0.04% |
| STACR 2016-DNA1 M3 05.7183 07/25/2028 | 0.04% |
| WFRBS 2012-C8 AS 03.6600 08/15/2045 | 0.04% |
| AES CORP/THE 05.5000 04/15/2025 | 0.04% |
| BERRY GLOBAL GROUP INC SEDOL B8BR3H3 | 0.04% |
| BROADCOM INC P/P 144A 04.1500 11/15/2030 | 0.04% |
| DIAGEO PLC SEDOL 0237400 | 0.04% |
| DNB NOR ASA SEDOL 4263304 | 0.04% |
| FHMS K099 X1 IO 01.0058 09/25/2029 | 0.04% |
| GILEAD SCIENCES INC SEDOL 2369174 | 0.04% |
| ING BANK NV P/P 144A 05.8000 09/25/2023 | 0.04% |
| LINCOLN NATIONAL CORP SEDOL 2516378 | 0.04% |
| NRG P/P 144A 03.7500 06/15/2024 | 0.04% |
| ORSTED A/S SEDOL BYT16L4 | 0.04% |
| TARGA RESOURCES PART 05.0000 01/15/2028 | 0.04% |
| TRANSCANADA TRUST USD 05.3000 03/15/2077 | 0.04% |
| WH GROUP LTD SEDOL BLLHKZ1 | 0.04% |
| CITIGROUP INC 04.6000 03/09/2026 | 0.04% |
| ERAC USA FINANCE LLC P/P 144A 07.0000 10/15/2037 | 0.04% |
| FIVE CORNERS FUNDING P/P 144A 04.4190 11/15/2023 | 0.04% |
| SIG COMBIBLOC GROUP AG SEDOL BD5GN60 | 0.04% |
| SKANDINAVISKA ENSKILDA BAN-A SEDOL 4813345 | 0.04% |
| TRUIST BANK 02.6360 09/17/2029 | 0.04% |
| UNITED AIRLINES HOLDINGS INC SEDOL B4QG225 | 0.04% |
| VISTRA OPERATION P/P 144A 04.3000 07/15/2029 | 0.04% |
| VODAFONE GROUP PLC SEDOL BH4HKS3 | 0.04% |
| AKZO NOBEL N.V. SEDOL BJ2KSG2 | 0.04% |
| ALPHABET INC 03.6250 05/19/2021 | 0.04% |
| APTARGROUP INC SEDOL 2045247 | 0.04% |
| AVIVA PLC SEDOL 0216238 | 0.04% |
| CHARTER COMM OPT LLC 04.9080 07/23/2025 | 0.04% |
| COX COMM INC P/P 144A 03.5000 08/15/2027 | 0.04% |
| DENTSPLY SIRONA INC SEDOL BYNPPC6 | 0.04% |
| ERAC USA FINANCE LLC P/P 144A 04.5000 02/15/2045 | 0.04% |
| JPMBB 2013-C12 C 04.0998 07/15/2045 | 0.04% |
| NETFLIX INC SEDOL 2857817 | 0.04% |
| PEUGEOT SA SEDOL 7103526 | 0.04% |
| PFIZER INC 01.9500 06/03/2021 | 0.04% |
| AMERICAN TOWER CORP 02.9000 01/15/2030 | 0.03% |
| BANCO BILBAO VIZCAYA ARGENTA SEDOL 5501906 | 0.03% |
| CFCRE 2011-C2 E P/P 144A 05.7391 12/15/2047 | 0.03% |
| CWALT 2005-59 1A1 00.5008 11/20/2035 | 0.03% |
| CWALT 2006-OA7 1A2 02.6305 06/25/2046 | 0.03% |
| ENERGY TRANSFER OPERATNG 05.2000 02/01/2022 | 0.03% |
| EQUINIX INC 03.2000 11/18/2029 | 0.03% |
| FISERV INC 03.5000 07/01/2029 | 0.03% |
| KERRY GROUP PLC-A SEDOL 4519579 | 0.03% |
| NETWORK INTERNATIONAL HOLDIN SEDOL BH3VJ78 | 0.03% |
| NSTAR ELECTRIC CO 02.3750 10/15/2022 | 0.03% |
| NXP SEMICONDUCTORS NV SEDOL B505PN7 | 0.03% |
| ORIX CORP SEDOL 6661144 | 0.03% |
| OSHKOSH CORP 04.6000 05/15/2028 | 0.03% |
| QUIDEL CORP SEDOL 2717591 | 0.03% |
| SAMSUNG ELECTRONICS-PREF SEDOL 6773812 | 0.03% |
| SPECTRA ENERGY PARTNERS 03.3750 10/15/2026 | 0.03% |
| THALES SA SEDOL 4162791 | 0.03% |
| VOLKSWAGEN AG PFD SEDOL 5497168 | 0.03% |
| WFCM 2013-LC12 D P/P 144A 04.2762 07/15/2046 | 0.03% |
| ZOETIS INC 02.0000 05/15/2030 | 0.03% |
| ALLISON TRANSMISSION HOLDING SEDOL B4PZ892 | 0.03% |
| ALLY FINANCIAL INC SEDOL B72XK05 | 0.03% |
| COMCAST CORP 04.0490 11/01/2052 | 0.03% |
| DOMINICAN REPUBLIC REGS 06.8750 01/29/2026 | 0.03% |
| GLOBAL PAYMENTS INC 02.9000 05/15/2030 | 0.03% |
| HEICO CORP SEDOL 2419217 | 0.03% |
| MORGAN STANLEY 05.5000 07/28/2021 | 0.03% |
| MSBAM 2012-C5 E P/P 144A 04.6763 08/15/2045 | 0.03% |
| NIPPON TELEGRAPH & TELEPHONE SEDOL 6641373 | 0.03% |
| SAMI 2007-AR7 1A1 01.0183 05/25/2047 | 0.03% |
| SEVEN & I HOLDINGS CO LTD SEDOL B0FS5D6 | 0.03% |
| T-MOBILE USA INC 06.3750 03/01/2025 | 0.03% |
| WFCM 2013-LC12 C 04.2762 07/15/2046 | 0.03% |
| WFRBS 2011-C5 D P/P 144A 05.6560 11/15/2044 | 0.03% |
| AIR LEASE CORP 04.6250 10/01/2028 | 0.03% |
| BRISTOL-MYERS P/P 144A 03.4000 07/26/2029 | 0.03% |
| CANTOR FITZGERALD LP P/P 144A 06.5000 06/17/2022 | 0.03% |
| CAS 2017-C01 1M2 03.7183 07/25/2029 | 0.03% |
| CK ASSET HOLDINGS LTD SEDOL BYZQ077 | 0.03% |
| COMM 2013-CR13 AM 04.4490 11/10/2046 | 0.03% |
| COMPUGROUP MEDICAL SE SEDOL 5094536 | 0.03% |
| CREDIT SUISSE GRP AG P/P 144A 03.8690 01/12/2029 | 0.03% |
| REPUBLIC OF KAZAKHSTAN REGS 05.1250 07/21/2025 | 0.03% |
| BANK OF NOVA SCOTIA USD 02.0000 11/15/2022 | 0.03% |
| BRITISH AMERICAN TOBACCO PLC SEDOL 0287580 | 0.03% |
| CHS/COMMUNITY HEALTH SYS 06.2500 03/31/2023 | 0.03% |
| CITIGROUP INC 04.7500 05/18/2046 | 0.03% |
| GSMS 2017-GS7 AS 03.6630 08/10/2050 | 0.03% |
| IMPERIAL BRANDS PLC SEDOL 0454492 | 0.03% |
| KONINKLIJKE DSM NV SEDOL B0HZL93 | 0.03% |
| LLOYDS BANKING GROUP PLC USD 04.6500 03/24/2026 | 0.03% |
| NUTRIEN LTD. USD 04.2000 04/01/2029 | 0.03% |
| PENSKE TRUCK LEASING P/P 144A 03.9000 02/01/2024 | 0.03% |
| WOOLWORTHS GROUP LTD SEDOL 6981239 | 0.03% |
| AXALTA COATING SYSTEMS LTD SEDOL BSFWCF5 | 0.03% |
| BANK OF AMERICA CORP 06.1000 12/29/2049 | 0.03% |
| COMM 2013-CR11 C P/P 144A 05.1199 08/10/2050 | 0.03% |
| CROWN HOLDINGS INC | 0.03% |
| VEREIT INC SEDOL BYVVTJ1 | 0.03% |
| WALGREENS BOOTS ALLIANCE INC SEDOL BTN1Y44 | 0.03% |
| WFRBS 2011-C3 D P/P 144A 05.6803 03/15/2044 | 0.03% |
| WFRBS 2013-UBS1 A4 04.0790 03/15/2046 | 0.03% |
| AHM 2007-1 GA1C 00.3583 05/25/2047 | 0.03% |
| APPLE INC 02.8500 05/06/2021 | 0.03% |
| APPLE INC 03.4500 05/06/2024 | 0.03% |
| COMCAST CORP 03.9990 11/01/2049 | 0.03% |
| FIRSTENERGY CORP 03.9000 07/15/2027 | 0.03% |
| GLAXOSMITHKLINE PLC SEDOL 0925288 | 0.03% |
| LMAT 2019-GS7 A1 03.2500 11/25/2059 | 0.03% |
| PPL CAPITAL FUNDING INC 04.2000 06/15/2022 | 0.03% |
| REPUBLICA ORIENT URUGUAY USD 07.6250 03/21/2036 | 0.03% |
| ZALANDO SE SEDOL BQV0SV7 | 0.03% |
| 0.85 R ISWP FWD US0003M P 06/17/2030 | 0.03% |
| AENA SME SA SEDOL BVRZ8L1 | 0.03% |
| AURIZON HOLDINGS LTD SEDOL B87CVM3 | 0.03% |
| BHP GROUP PLC SEDOL BH0P3Z9 | 0.03% |
| CAS 2015-C03 2M2 05.1683 07/25/2025 | 0.03% |
| CELANESE US HOLDINGS LLC 03.5000 05/08/2024 | 0.03% |
| CGCMT 2014-GC21 AS 04.0260 05/10/2047 | 0.03% |
| DH EUROPE FINANCE II USD 03.4000 11/15/2049 | 0.03% |
| DISH DBS CORP 05.8750 11/15/2024 | 0.03% |
| ENTERPRISE PRODUCTS OPER 02.8000 01/31/2030 | 0.03% |
| FAURECIA SEDOL 4400446 | 0.03% |
| GNR 2016-H16 EI IO 02.3880 06/20/2066 | 0.03% |
| GSMS 2011-GC3 C P/P 144A 05.6361 03/10/2044 | 0.03% |
| HILL-ROM HOLDINGS INC SEDOL 2425924 | 0.03% |
| HONEYWELL INTL 03.8120 11/21/2047 | 0.03% |
| ING GROEP NV-CVA SEDOL 7154182 | 0.03% |
| KEYCORP SEDOL 2490911 | 0.03% |
| MONSTER BEVERAGE CORP SEDOL BZ07BW4 | 0.03% |
| NEXON CO LTD SEDOL B63QM77 | 0.03% |
| PETROBRAS GLOBAL FINANCE USD 07.3750 01/17/2027 | 0.03% |
| PUBLIC SERVICE ELECTRIC 05.5000 03/01/2040 | 0.03% |
| SABINE PASS LIQUEFACTION 04.2000 03/15/2028 | 0.03% |
| SUN COMMUNITIES INC SEDOL 2860257 | 0.03% |
| TOSHIBA CORP SEDOL 6897217 | 0.03% |
| VIACOMCBS INC 02.9000 01/15/2027 | 0.03% |
| ASPEN TECHNOLOGY INC SEDOL 2051868 | 0.03% |
| ASSOCIATED BRITISH FOODS PLC SEDOL 0673123 | 0.03% |
| BALL CORP SEDOL 2073022 | 0.03% |
| CITIGROUP INC 02.9000 12/08/2021 | 0.03% |
| CMLTI 2005-2 1A2A 04.2904 05/25/2035 | 0.03% |
| COMMONWEALTH EDISON CO 05.9000 03/15/2036 | 0.03% |
| CSC HOLDINGS LLC P/P 144A 07.5000 04/01/2028 | 0.03% |
| DIAMONDBACK ENERGY INC 03.2500 12/01/2026 | 0.03% |
| DOMINICAN REPUBLIC REGS 08.6250 04/20/2027 | 0.03% |
| E.ON SE SEDOL 4942904 | 0.03% |
| FIDELITY NATIONAL FINANCIAL SEDOL BNBRDD4 | 0.03% |
| GOLDMAN SACHS GROUP INC 02.6000 02/07/2030 | 0.03% |
| LMAT 2020-GS1 A1 02.8820 10/25/2059 | 0.03% |
| MSBAM 2014-C14 C 04.9464 02/15/2047 | 0.03% |
| MSBAM 2014-C17 C 04.4984 08/15/2047 | 0.03% |
| NTT DOCOMO INC SEDOL 6129277 | 0.03% |
| ONEOK INC SEDOL 2130109 | 0.03% |
| REPUBLIC OF SOUTH AFRICA USD 04.8500 09/27/2027 | 0.03% |
| SERVICE CORP INTL 05.3750 05/15/2024 | 0.03% |
| STACR 2016-HQA2 M3 05.3183 11/25/2028 | 0.03% |
| THE BANK OF NOVA SCOTIA USD 02.7000 03/07/2022 | 0.03% |
| VERTIV TLB L+300 04.6550 03/02/2027 | 0.03% |
| VIDEOTRON LTD / LTEE P/P 144A 05.1250 04/15/2027 | 0.03% |
| ZOETIS INC SEDOL B95WG16 | 0.03% |
| BANK LEUMI LE-ISRAEL SEDOL 6076425 | 0.03% |
| COMCAST CORP 03.1500 03/01/2026 | 0.03% |
| CREDIT AGRICOLE SA SEDOL 7262610 | 0.03% |
| GOODMAN GROUP SEDOL B03FYZ4 | 0.03% |
| KKR GROUP FIN CO III P/P 144A 05.1250 06/01/2044 | 0.03% |
| NEUBERGER BERMAN GRP P/P 144A 04.8750 04/15/2045 | 0.03% |
| NIPPON PROLOGIS REIT INC SEDOL B98BC67 | 0.03% |
| OSAT 2020-RPL1 A1 03.1990 12/26/2059 | 0.03% |
| SOFTWARE AG SEDOL BF06WX9 | 0.03% |
| SPRINT CAPITAL CORPORATION 06.8750 11/15/2028 | 0.03% |
| STACR 2015-HQA2 M3 04.9683 05/25/2028 | 0.03% |
| STACR 2016-HQA1 M3 06.5183 09/25/2028 | 0.03% |
| STMICROELECTRONICS NV SEDOL 5962332 | 0.03% |
| TAIWAN SEMICONDUCTOR MANUFAC SEDOL 6889106 | 0.03% |
| TENET HEALTHCARE P/P 144A 04.8750 01/01/2026 | 0.03% |
| TOKYO ELECTRON LTD SEDOL 6895675 | 0.03% |
| UBSBB 2012-C2 XA IO P/P 144A 01.3007 05/10/2063 | 0.03% |
| WEYERHAEUSER CO 07.3750 03/15/2032 | 0.03% |
| 3I GROUP PLC SEDOL B1YW440 | 0.02% |
| AXIS CAPITAL HOLDINGS LTD SEDOL 2677606 | 0.02% |
| BRAMBLES LTD SEDOL B1FJ0C0 | 0.02% |
| CAMDEN PROPERTY TRUST SEDOL 2166320 | 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% |
| CREDIT AGRICOLE SA P/P 144A 04.0000 01/10/2033 | 0.02% |
| EIFFAGE SEDOL B13X013 | 0.02% |
| GNR 2014-116 IL IO 04.0000 08/20/2044 | 0.02% |
| KION GROUP AG SEDOL BB22L96 | 0.02% |
| LEGRAND SA SEDOL B11ZRK9 | 0.02% |
| MARRIOTT INTERNATIONAL 04.6250 06/15/2030 | 0.02% |
| NOMURA RESEARCH INSTITUTE LT SEDOL 6390921 | 0.02% |
| OTSUKA CORP SEDOL 6267058 | 0.02% |
| PPG INDUSTRIES INC SEDOL 2698470 | 0.02% |
| PPSI 2004-WCW2 M3 01.2183 10/25/2034 | 0.02% |
| RELIANCE STEEL & ALUMINUM SEDOL 2729068 | 0.02% |
| SSE PLC SEDOL 0790873 | 0.02% |
| TOTAL CAPITAL INTL SA USD 02.7500 06/19/2021 | 0.02% |
| WFRBS 2012-C9 D P/P 144A 04.8107 11/15/2045 | 0.02% |
| APPALACHIAN POWER CO 04.6000 03/30/2021 | 0.02% |
| ARKEMA SEDOL B0Z5YZ2 | 0.02% |
| CHINA MOBILE LTD SEDOL 6073556 | 0.02% |
| COMM 2013-CR11 AM 04.7150 08/10/2050 | 0.02% |
| CRED SUIS GP FUN LTD USD 03.4500 04/16/2021 | 0.02% |
| CWALT 2006-OA19 A1 00.3508 02/20/2047 | 0.02% |
| HCA INC 05.5000 06/15/2047 | 0.02% |
| ISHARES MSCI EAFE ETF SEDOL 2801290 | 0.02% |
| JPMCC 2010-C2 C P/P 144A 05.6353 11/15/2043 | 0.02% |
| JPMCC 2013-C16 AS 04.5169 12/15/2046 | 0.02% |
| STACR 2017-DNA1 M2 03.4183 07/25/2029 | 0.02% |
| STACR 2017-DNA2 M1 01.3683 10/25/2029 | 0.02% |
| TEMPO ACQ LLC/FI P/P 144A 06.7500 06/01/2025 | 0.02% |
| UNITEDHEALTH GROUP INC 02.8750 03/15/2022 | 0.02% |
| US BANCORP 02.9500 07/15/2022 | 0.02% |
| VORNADO REALTY TRUST SEDOL 2933632 | 0.02% |
| WAMU 2005-AR10 1A3 04.1333 09/25/2035 | 0.02% |
| WFCM 2013-LC12 AS 04.2762 07/15/2046 | 0.02% |
| ACS ACTIVIDADES SEDOL B01FLQ6 | 0.02% |
| ALIMEN COUCHE P/P 144A 02.9500 01/25/2030 | 0.02% |
| AMERICAN INTL GROUP 08.1750 05/15/2058 | 0.02% |
| CATERPILLAR INC SEDOL 2180201 | 0.02% |
| CD 2017-CD3 A4 03.6310 02/10/2050 | 0.02% |
| CENTENE CORP 04.6250 12/15/2029 | 0.02% |
| DEUTSCHE TELEKOM INT FIN USD 08.7500 06/15/2030 | 0.02% |
| DISCOVERY INC - A SEDOL B3D7K31 | 0.02% |
| GNR 2015-H25 BI IO 02.4249 10/20/2065 | 0.02% |
| ITOCHU TECHNO-SOLUTIONS CORP SEDOL 6200194 | 0.02% |
| JPMBB 2014-C19 C 04.6778 04/15/2047 | 0.02% |
| LINDE PLC SEDOL BYWD9S5 | 0.02% |
| PACKAGING CORP OF AMERIC 04.5000 11/01/2023 | 0.02% |
| PRUDENTIAL FINANCIAL INC 05.2000 03/15/2044 | 0.02% |
| RAYTHEON COMPANY 04.8750 10/15/2040 | 0.02% |
| TRANSDIGM INC. P/P 144A 06.2500 03/15/2026 | 0.02% |
| TRUIST FIN CORP 04.8000 12/31/2099 | 0.02% |
| UBI SOFT ENTERTA SEDOL B1L3CS6 | 0.02% |
| UNITED MEXICAN STATES USD 03.2500 04/16/2030 | 0.02% |
| VINCI SA SEDOL B1XH026 | 0.02% |
| WELLS FARGO & COMPANY 05.8750 12/29/2049 | 0.02% |
| ADECCO GROUP AG-REG SEDOL 7110720 | 0.02% |
| ALNYLAM PHARMACEUTICALS INC SEDOL B00FWN1 | 0.02% |
| ARRW 2019-3 A3 03.4160 10/25/2048 | 0.02% |
| ASML HOLDING NV SEDOL B929F46 | 0.02% |
| BECTON DICKINSON AND CO 02.8230 05/20/2030 | 0.02% |
| BGC PARTNERS INC 05.1250 05/27/2021 | 0.02% |
| CELANESE US HOLDINGS LLC 04.6250 11/15/2022 | 0.02% |
| CGCMT 2014-GC19 AS 04.3450 03/10/2047 | 0.02% |
| CON EDISON CO OF NY INC 04.2000 03/15/2042 | 0.02% |
| CREDIT SUISSE GRP AG P/P 144A 06.2500 12/18/2024 | 0.02% |
| FHMS K104 XAM 01.3839 01/25/2030 | 0.02% |
| FORTESCUE METALS GROUP LTD SEDOL B2B2B49 | 0.02% |
| GALAPAGOS NV SEDOL B07Q2V5 | 0.02% |
| HCA INC. 05.3750 09/01/2026 | 0.02% |
| OTIS WORLDWIDE CORP P/P 144A 02.5650 02/15/2030 | 0.02% |
| WESTROCK MWV LLC 07.9500 02/15/2031 | 0.02% |
| WFRBS 2013-UBS1 AS 04.3060 03/15/2046 | 0.02% |
| AUST & NZ BANKING GR P/P 144A 06.7500 12/29/2049 | 0.02% |
| BANCO SANTANDER SA USD 04.3790 04/12/2028 | 0.02% |
| BMIR 2018-2A M1B P/P 144A 01.5183 08/25/2028 | 0.02% |
| CI FINANCIAL CORP SEDOL B3KT0S5 | 0.02% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | 0.02% |
| COMM 2015-LC19 A4 03.1830 02/10/2048 | 0.02% |
| CVS PASS-THROUGH P/P 144A 04.7040 01/10/2036 | 0.02% |
| DOMINICAN REPUBLIC REGS 06.5000 02/15/2048 | 0.02% |
| EOG RESOURCES INC SEDOL 2318024 | 0.02% |
| EQUINOR ASA USD 05.1000 08/17/2040 | 0.02% |
| EQUITY LIFESTYLE PROPERTIES SEDOL 2563125 | 0.02% |
| HCA INC 04.1250 06/15/2029 | 0.02% |
| JPMBB 2014-C22 C 04.5540 09/15/2047 | 0.02% |
| KINDER MORGAN ENER PART 03.4500 02/15/2023 | 0.02% |
| MINEBEA CO LTD SEDOL 6642406 | 0.02% |
| MSBAM 2012-C6 D P/P 144A 04.6070 11/15/2045 | 0.02% |
| NEWMARKET CORP SEDOL B01CGF1 | 0.02% |
| PALTAC CORPORATION SEDOL B61BG94 | 0.02% |
| PULTEGROUP INC 05.5000 03/01/2026 | 0.02% |
| REP OF INDONESIA P/P 144A 04.7500 01/08/2026 | 0.02% |
| ROYAL BK SCOTLND GRP PLC USD 04.8920 05/18/2029 | 0.02% |
| SERVICE PROPERTIES TRUST 04.3750 02/15/2030 | 0.02% |
| SINGAPORE EXCHANGE LTD SEDOL 6303866 | 0.02% |
| UBSCM 2012-C1 C P/P 144A 05.5691 05/10/2045 | 0.02% |
| VMWARE INC 03.9000 08/21/2027 | 0.02% |
| ACCENTURE PLC-CL A SEDOL B4BNMY3 | 0.02% |
| AT&T INC 04.3000 02/15/2030 | 0.02% |
| BPCE SA P/P 144A 05.1500 07/21/2024 | 0.02% |
| COMM 2013-CR9 D P/P 144A 04.2183 07/10/2045 | 0.02% |
| COMM 2014-CR14 XA IO 00.5882 02/10/2047 | 0.02% |
| COMM 2014-CR18 C 04.7248 07/15/2047 | 0.02% |
| CSC HOLDINGS LLC 05.2500 06/01/2024 | 0.02% |
| DIVERSIFIED HEALTHCARE T 09.7500 06/15/2025 | 0.02% |
| DUKE ENERGY PROGRESS LLC 03.3750 09/01/2023 | 0.02% |
| FIAT CHRYSLER AUTOMOBILES NV SEDOL BRJFWP3 | 0.02% |
| FOX CORP 04.0300 01/25/2024 | 0.02% |
| GCP APPLIED TECH P/P 144A 05.5000 04/15/2026 | 0.02% |
| GSMS 2012-GC6 AS P/P 144A 04.9480 01/12/2045 | 0.02% |
| HESS MIDSTREAM P P/P 144A 05.6250 02/15/2026 | 0.02% |
| JPMCC 2013-LC11 C 03.9582 04/15/2046 | 0.02% |
| JUST EAT TAKEAWAY SEDOL BYQ7HZ6 | 0.02% |
| NIELSEN HOLDINGS PLC SEDOL BWFY550 | 0.02% |
| PENSKE TRUCK LE P/P 144A 03.4000 11/15/2026 | 0.02% |
| PERTAMINA PERSERO PT P/P 144A 04.3000 05/20/2023 | 0.02% |
| ROKU INC SEDOL BZ1LFG7 | 0.02% |
| SARTORIUS STEDIM BIOTECH SEDOL BYZ2QP5 | 0.02% |
| SEK/USD 06/17/2020 SSBT | 0.02% |
| SERVICE CORPORATION INTL 04.6250 12/15/2027 | 0.02% |
| STACR 2014-HQ2 M3 03.9183 09/25/2024 | 0.02% |
| TEVA PHARMACEUTICALS NE USD 06.7500 03/01/2028 | 0.02% |
| TOYOTA INDUSTRIES CORP SEDOL 6900546 | 0.02% |
| TREASURY BILL 00.0000 07/16/2020 | 0.02% |
| WAMU 2004-AR3 A2 03.6832 06/25/2034 | 0.02% |
| WAMU 2005-AR11 A1B3 00.5683 08/25/2045 | 0.02% |
| WEST JAPAN RAILWAY CO SEDOL 6957995 | 0.02% |
| WR BERKLEY CORP SEDOL 2093644 | 0.02% |
| ARD FINANCE SA P/P 144A 06.5000 06/30/2027 | 0.02% |
| ARISTOCRAT LEISURE LTD SEDOL 6253983 | 0.02% |
| BOISE CASCADE CO P/P 144A 05.6250 09/01/2024 | 0.02% |
| CBRE SERVICES INC 04.8750 03/01/2026 | 0.02% |
| CELANESE CORP SEDOL B05MZT4 | 0.02% |
| CEMEX FINANCE LLC P/P 144A 06.0000 04/01/2024 | 0.02% |
| ENDEAVOR ENERGY P/P 144A 05.7500 01/30/2028 | 0.02% |
| ENI SPA SEDOL 7145056 | 0.02% |
| EXPEDIA GROUP INC SEDOL B748CK2 | 0.02% |
| GENERAL MOTORS FINL CO 04.3000 07/13/2025 | 0.02% |
| GNR 2013-99 AS IO 05.8793 06/20/2043 | 0.02% |
| GNR 2017-162 QI IO 05.0000 10/11/2047 | 0.02% |
| JPMORGAN CHASE & CO 02.9560 05/13/2031 | 0.02% |
| KEURIG DR PEPPER INC SEDOL BD3W133 | 0.02% |
| KINGFISHER PLC SEDOL 3319521 | 0.02% |
| LNSTR 2017-5 AS P/P 144A 04.0210 03/10/2050 | 0.02% |
| MSC 2011-C3 D P/P 144A 05.2444 07/15/2049 | 0.02% |
| NAVISTAR INTL TLB L+350 03.6800 11/06/2024 | 0.02% |
| PROLOGIS LP 02.2500 04/15/2030 | 0.02% |
| REP OF INDONESIA P/P 144A 03.3750 04/15/2023 | 0.02% |
| ROYAL BK SCOTLND GRP PLC USD 07.5000 12/29/2049 | 0.02% |
| SNAM SPA SEDOL 7251470 | 0.02% |
| STAPLES INC P/P 144A 07.5000 04/15/2026 | 0.02% |
| STEVENS HLDG CO INC P/P 144A 06.1250 10/01/2026 | 0.02% |
| STORE CAPITAL CORP SEDOL BSKRKJ5 | 0.02% |
| TENET HEALTHCARE COR P/P 144A 05.1250 11/01/2027 | 0.02% |
| AGL ENERGY LTD SEDOL BSS7GP5 | 0.02% |
| ALKERMES PLC SEDOL B3P6D26 | 0.02% |
| APARTMENT INVT & MGMT CO -A SEDOL BJLNBG3 | 0.02% |
| APPLE INC 02.8500 05/11/2024 | 0.02% |
| BAFC 2005-B 3M1 00.8458 04/20/2035 | 0.02% |
| BERKSHIRE HATHAWAY FIN 04.3000 05/15/2043 | 0.02% |
| CENOVUS ENERGY INC SEDOL B57FG04 | 0.02% |
| DAIWA HOUSE INDUSTRY CO LTD SEDOL 6251363 | 0.02% |
| FAIRFAX US INC P/P 144A 04.8750 08/13/2024 | 0.02% |
| GSMS 2013-GC10 XA IO 01.4963 02/10/2046 | 0.02% |
| INTERCONTINENTAL HOTELS GROU SEDOL BHJYC05 | 0.02% |
| JPMORGAN CHASE & CO 01.3924 05/15/2047 | 0.02% |
| KBC GROUP NV SEDOL 4497749 | 0.02% |
| KEURIG DR PEPPER INC 04.0570 05/25/2023 | 0.02% |
| LIBERTY GLOBAL PLC- C SEDOL B8W67B1 | 0.02% |
| MERCK & CO. INC. 02.7500 02/10/2025 | 0.02% |
| NOVELIS CORP P/P 144A 05.8750 09/30/2026 | 0.02% |
| PLANTRONICS INC P/P 144A 05.5000 05/31/2023 | 0.02% |
| REINSURANCE GROUP OF AMERICA SEDOL 2731193 | 0.02% |
| TEMPUR SEALY INTERNATIONAL I SEDOL 2216991 | 0.02% |
| UNITEDHEALTH GROUP INC 02.0000 05/15/2030 | 0.02% |
| WAMU 2005-AR9 A1C3 01.1283 07/25/2045 | 0.02% |
| WASTE PRO USA INC P/P 144A 05.5000 02/15/2026 | 0.02% |
| ABBVIE INC P/P 144A 03.4500 03/15/2022 | 0.02% |
| ABN AMRO BANK NV-CVA SEDOL BYQP136 | 0.02% |
| CAS 2014-C04 1M2 05.0683 11/25/2024 | 0.02% |
| CAS 2019-HRP1 M2 02.3183 11/25/2039 | 0.02% |
| CONSOLIDATED EDISON INC SEDOL 2216850 | 0.02% |
| COSTCO WHOLESALE CORP SEDOL 2701271 | 0.02% |
| DIAMOND 1 FIN/DIAMON P/P 144A 08.3500 07/15/2046 | 0.02% |
| EMIR 2018-1 M1 01.8683 11/25/2028 | 0.02% |
| ENERGY TRANSFER OPERATNG 02.9000 05/15/2025 | 0.02% |
| FUJITSU LTD SEDOL 6356945 | 0.02% |
| GFL ENVIRONMENTAL P/P 144A 07.0000 06/01/2026 | 0.02% |
| GRAY TELEVISION INC P/P 144A 07.0000 05/15/2027 | 0.02% |
| IHEARTCOMMUNICATIONS INC 08.3750 05/01/2027 | 0.02% |
| ISRAEL DISCOUNT BANK -A SEDOL 6451271 | 0.02% |
| LPL FINANCIAL HOLDINGS INC SEDOL B75JX34 | 0.02% |
| NETFLIX INC. 05.8750 11/15/2028 | 0.02% |
| QUILTER PLC SEDOL BDCXV26 | 0.02% |
| SUN HUNG KAI PROPERTIES SEDOL 6859927 | 0.02% |
| TENET HEALTHCARE CORPORATION 08.1250 04/01/2022 | 0.02% |
| UBSCM 2017-C7 XA IO 01.0520 12/15/2050 | 0.02% |
| VOLVO AB-B SHS SEDOL B1QH830 | 0.02% |
| WASTE MANAGEMENT INC. 04.7500 06/30/2020 | 0.02% |
| BERKELEY GROUP HOLDINGS/THE SEDOL B02L3W3 | 0.02% |
| BMW US CAPITAL LLC P/P 144A 03.4000 08/13/2021 | 0.02% |
| BROADRIDGE FINANCIAL SOLUTIO SEDOL B1VP7R6 | 0.02% |
| CAS 2014-C03 2M2 03.0683 07/25/2024 | 0.02% |
| CK HUTCHISON HOLDINGS LTD SEDOL BW9P816 | 0.02% |
| CLP HOLDINGS LTD SEDOL 6097017 | 0.02% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CS | 0.02% |
| DBS GROUP HOLDINGS LTD SEDOL 6175203 | 0.02% |
| DEUTSCHE WOHNEN SE SEDOL B0YZ0Z5 | 0.02% |
| GENERAL DYNAMICS CORP 02.2500 11/15/2022 | 0.02% |
| GNR 2016-123 LI IO 03.5000 03/20/2044 | 0.02% |
| HSBC USA INC 03.5000 06/23/2024 | 0.02% |
| IPALCO ENTPRS IN 03.7000 09/01/2024 | 0.02% |
| M3 INC SEDOL B02K2M3 | 0.02% |
| MSAC 2004-HE6 M1 00.9933 08/25/2034 | 0.02% |
| NIELSEN FIN LLC/CO P/P 144A 05.0000 04/15/2022 | 0.02% |
| PULTEGROUP INC. 07.8750 06/15/2032 | 0.02% |
| RBS GLOBAL/REXNO P/P 144A 04.8750 12/15/2025 | 0.02% |
| RENESAS ELECTRONICS CORP SEDOL 6635677 | 0.02% |
| SOUTHERN CO/THE SEDOL 2829601 | 0.02% |
| SPRINT CORP 07.2500 09/15/2021 | 0.02% |
| STACR 2020-HQA1 M2 03.7350 01/25/2050 | 0.02% |
| TELSTRA CORP LTD SEDOL 6087289 | 0.02% |
| UNILEVER PLC SEDOL B10RZP7 | 0.02% |
| US FOODS HOLDING CORP SEDOL BYVFC94 | 0.02% |
| WFCM 2014-LC16 XA IO 01.1058 08/15/2050 | 0.02% |
| WFRBS 2013-C11 AS 03.3110 03/15/2045 | 0.02% |
| YANGZIJIANG SHIPBUILDING SEDOL B1VT035 | 0.02% |
| 0.40 R ISWP FWD US0003M P 06/17/2022 | 0.02% |
| ALLY FINANCIAL INC 08.0000 11/01/2031 | 0.02% |
| AMDOCS LTD SEDOL 2256908 | 0.02% |
| BOC HONG KONG HOLDINGS LTD SEDOL 6536112 | 0.02% |
| BRAND ENERGY TL L+425 05.4549 06/21/2024 | 0.02% |
| CME GROUP INC SEDOL 2965839 | 0.02% |
| COMPASS MIN INTL P/P 144A 06.7500 12/01/2027 | 0.02% |
| DISCOVERY COMMUNICATIONS 03.6250 05/15/2030 | 0.02% |
| ELEKTA AB-B SHS SEDOL B0M42T2 | 0.02% |
| FHR 3829 AS IO 06.7664 03/15/2041 | 0.02% |
| GNMA GII30 BL6161 06.0000 12/20/2048 | 0.02% |
| GW B-CR SECURITY P/P 144A 09.5000 11/01/2027 | 0.02% |
| HENDERSON LAND DEVELOPMENT SEDOL 6420538 | 0.02% |
| JAPAN AIRLINES CO LTD SEDOL B8BRV46 | 0.02% |
| KOSE CORP SEDOL 6194468 | 0.02% |
| MGIC INVESTMENT CORP SEDOL 2548616 | 0.02% |
| MICROSOFT CORP 02.4000 02/06/2022 | 0.02% |
| NAVISTAR INTL CORP P/P 144A 06.6250 11/01/2025 | 0.02% |
| NITTO DENKO CORP SEDOL 6641801 | 0.02% |
| OMV AG SEDOL 4651459 | 0.02% |
| PNC FINANCIAL SERVICES 03.3000 03/08/2022 | 0.02% |
| STACR 2014-HQ3 M3 04.9183 10/25/2024 | 0.02% |
| TTM TECHNOLOGIES INC P/P 144A 05.6250 10/01/2025 | 0.02% |
| UNIVAR SOLUTIONS P/P 144A 05.1250 12/01/2027 | 0.02% |
| WATCO COS LLC/FI P/P 144A 06.3750 04/01/2023 | 0.02% |
| ALFRESA HOLDINGS CORP SEDOL 6687214 | 0.01% |
| ALLISON TRANSMISSION P/P 144A 04.7500 10/01/2027 | 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% |
| BRAND ENERGY & I P/P 144A 08.5000 07/15/2025 | 0.01% |
| CALPINE CORP P/P 144A 04.5000 02/15/2028 | 0.01% |
| CAMDEN PROPERTY TRUST 04.8750 06/15/2023 | 0.01% |
| CARRIAGE SVCS INC P/P 144A 06.6250 06/01/2026 | 0.01% |
| CAS 2017-C01 1EB1 01.4183 07/25/2029 | 0.01% |
| CCO HLDGS LLC/CAP C P/P 144A 05.5000 05/01/2026 | 0.01% |
| CELLNEX TELECOM SA SEDOL BX90C05 | 0.01% |
| CHARTER COMM OPT LLC 05.3750 05/01/2047 | 0.01% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CS | 0.01% |
| COMM 2013-LC13 XA IO 01.1200 08/10/2046 | 0.01% |
| FEDERAL REALTY INVS TRUST SEDOL 2333931 | 0.01% |
| FHR 3065 DC 19.3091 03/15/2035 | 0.01% |
| FORD MOTOR COMPANY 09.0000 04/22/2025 | 0.01% |
| GREAT LAKES D&D 08.0000 05/15/2022 | 0.01% |
| HALLIBURTON CO SEDOL 2405302 | 0.01% |
| HIKARI TSUSHIN INC SEDOL 6416322 | 0.01% |
| HSBC HOLDINGS PLC SEDOL 0540528 | 0.01% |
| IDACORP INC SEDOL 2296937 | 0.01% |
| IRON MOUNTAIN INC P/P 144A 04.8750 09/15/2027 | 0.01% |
| KAO CORP SEDOL 6483809 | 0.01% |
| KRAFT HEINZ FOODS CO 03.0000 06/01/2026 | 0.01% |
| KRAFT HEINZ FOODS CO 05.0000 07/15/2035 | 0.01% |
| LPL HOLDINGS INC P/P 144A 05.7500 09/15/2025 | 0.01% |
| MARATHON OIL CORP SEDOL 2910970 | 0.01% |
| MARATHON PETRO CORP 06.5000 03/01/2041 | 0.01% |
| MATTEL INC P/P 144A 05.8750 12/15/2027 | 0.01% |
| MBX.FN30.500.10 R USL1M P 01/12/41 CI | 0.01% |
| NEXSTAR ESCROW P/P 144A 05.6250 07/15/2027 | 0.01% |
| NIELSEN CO LUXEM P/P 144A 05.0000 02/01/2025 | 0.01% |
| NUTRIEN LTD USD 05.2500 01/15/2045 | 0.01% |
| ONCOR ELECTRIC DELIVERY 05.3000 06/01/2042 | 0.01% |
| POPULAR INC SEDOL B86QM90 | 0.01% |
| REFINITIV US HLDG P/P 144A 06.2500 05/15/2026 | 0.01% |
| SANTOS LTD SEDOL 6776703 | 0.01% |
| SCOTTS MIRACLE-GRO 04.5000 10/15/2029 | 0.01% |
| SEI INVESTMENTS COMPANY SEDOL 2793610 | 0.01% |
| SERVICE CORP INTL 05.1250 06/01/2029 | 0.01% |
| SHELL INTERNATIONAL FIN USD 01.8750 05/10/2021 | 0.01% |
| SMC CORP SEDOL 6763965 | 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% |
| UBSBB 2012-C2 D P/P 144A 04.8892 05/10/2063 | 0.01% |
| VIACOMCBS INC 04.0000 01/15/2026 | 0.01% |
| ZURICH INSURANCE GROUP AG SEDOL 5983816 | 0.01% |
| AKER BP ASA P/P 144A 03.7500 01/15/2030 | 0.01% |
| ANHEUSER-BUSCH INBEV WOR 02.5000 07/15/2022 | 0.01% |
| ASHLAND GLOBAL HOLDINGS INC SEDOL BYND5N1 | 0.01% |
| BAIDU INC - SPON ADR SEDOL B0FXT17 | 0.01% |
| CARDINAL HEALTH INC SEDOL 2175672 | 0.01% |
| CGCMT 2014-GC19 D P/P 144A 05.0917 03/10/2047 | 0.01% |
| COMM 2014-UBS4 XA IO 01.1053 08/10/2047 | 0.01% |
| COMM 2014-UBS6 XA IO 00.8907 12/10/2047 | 0.01% |
| CRC ESCROW ISSUER LL P/P 144A 05.2500 10/15/2025 | 0.01% |
| EXTENDED STAY AMERICA INC SEDOL BGH3F75 | 0.01% |
| GOLDEN NUGGET INC P/P 144A 06.7500 10/15/2024 | 0.01% |
| HOSHIZAKI CORP SEDOL B3FF8W8 | 0.01% |
| HUB INTL LTD P/P 144A 07.0000 05/01/2026 | 0.01% |
| ITRON INC P/P 144A 05.0000 01/15/2026 | 0.01% |
| LUNDIN ENERGY AB SEDOL 7187627 | 0.01% |
| MARRIOTT INTERNATIONAL 05.7500 05/01/2025 | 0.01% |
| MATTAMY GROUP CORP P/P 144A 05.2500 12/15/2027 | 0.01% |
| MEREDITH CORP 06.8750 02/01/2026 | 0.01% |
| MOODY S CORP | 0.01% |
| NEW RESIDENTIAL INVESTMENT SEDOL BRJ9GW0 | 0.01% |
| NOMURA REAL ESTATE HOLDINGS SEDOL B1CWJM5 | 0.01% |
| OBAYASHI CORP SEDOL 6656407 | 0.01% |
| ONO PHARMACEUTICAL CO LTD SEDOL 6660107 | 0.01% |
| ORTHO-CLINICAL TLB L+325 03.5796 06/01/2025 | 0.01% |
| REPUBLIC OF PERU USD 05.6250 11/18/2050 | 0.01% |
| SABINE PASS LIQUEF 05.0000 03/15/2027 | 0.01% |
| SABRE GLBL INC P/P 144A 09.2500 04/15/2025 | 0.01% |
| SAMI 2007-AR1 2A1 00.3483 01/25/2037 | 0.01% |
| SCIENTIFIC GAMES P/P 144A 07.2500 11/15/2029 | 0.01% |
| STANDARD CHARTERED PLC SEDOL 0408284 | 0.01% |
| SUNDRUG CO LTD SEDOL 6817895 | 0.01% |
| SUZUKEN CO LTD SEDOL 6865560 | 0.01% |
| TALLGRASS NRG PRTNR P/P 144A 05.5000 01/15/2028 | 0.01% |
| TAYLOR WIMPEY PLC SEDOL 0878230 | 0.01% |
| VIDEOTRON LTD USD 05.0000 07/15/2022 | 0.01% |
| WFCM 2016-LC25 XA IO 00.9788 12/15/2059 | 0.01% |
| WILMAR INTERNATIONAL LTD SEDOL B17KC69 | 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% |
| APACHE CORPORATION 03.2500 04/15/2022 | 0.01% |
| APERGY CORP 06.3750 05/01/2026 | 0.01% |
| ARCELORMITTAL USD 07.2500 10/15/2039 | 0.01% |
| ASCEND LEARNING LLC P/P 144A 06.8750 08/01/2025 | 0.01% |
| BAUSCH HLTH 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% |
| CFCRE 2011-C2 D P/P 144A 05.7391 12/15/2047 | 0.01% |
| CHS/COMMUNITY P/P 144A 06.6250 02/15/2025 | 0.01% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS | 0.01% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 ML | 0.01% |
| DIAMOND SPORTS GR/DI P/P 144A 06.6250 08/15/2027 | 0.01% |
| ELANCO ANIMAL HEALTH 05.6500 08/28/2028 | 0.01% |
| ENERGY TRANSFER OPERATNG 06.1250 12/15/2045 | 0.01% |
| GOLDMAN SACHS GROUP INC 05.7500 01/24/2022 | 0.01% |
| HOWARD HUGHES CORP P/P 144A 05.3750 03/15/2025 | 0.01% |
| HUSKY TLB L+300 04.4501 03/28/2025 | 0.01% |
| INTELSAT JACKSON HLD P/P 144A 09.7500 07/15/2025 | 0.01% |
| ISTAR INC 04.2500 08/01/2025 | 0.01% |
| LAFARGEHOLCIM LTD-REG SEDOL 7110753 | 0.01% |
| LIBERTY MEDIA COR-SIRIUSXM A SEDOL BD8QGF7 | 0.01% |
| NEUROCRINE BIOSCIENCES INC SEDOL 2623911 | 0.01% |
| ODAKYU ELECTRIC RAILWAY CO SEDOL 6656106 | 0.01% |
| PETROLEOS MEXICANOS P/P 144A 07.6900 01/23/2050 | 0.01% |
| PQ CORP P/P 144A 05.7500 12/15/2025 | 0.01% |
| SABINE PASS LIQUEFAC 05.7500 05/15/2024 | 0.01% |
| SPRINT CORP 07.6250 03/01/2026 | 0.01% |
| STACR 2019-DNA1 M2 02.8183 01/25/2049 | 0.01% |
| TESCO PLC SEDOL 0884709 | 0.01% |
| TJX COMPANIES INC SEDOL 2989301 | 0.01% |
| TOYOTA MOTOR CORP SEDOL 6900643 | 0.01% |
| TWDC ENTERPRISES 18 CORP 02.7500 08/16/2021 | 0.01% |
| VISTRA OPERATIONS CO P/P 144A 05.5000 09/01/2026 | 0.01% |
| AMERICAN FINANCIAL GROUP INC SEDOL 2134532 | 0.01% |
| ASAHI INTECC CO LTD SEDOL B019MQ5 | 0.01% |
| BAUSCH HLTH AMERICAS P/P 144A 08.5000 01/31/2027 | 0.01% |
| BAUSCH HLTH COS INC P/P 144A 07.0000 03/15/2024 | 0.01% |
| BENEFIT ONE INC SEDOL B02JV67 | 0.01% |
| BIG RVR STL/FIN P/P 144A 07.2500 09/01/2025 | 0.01% |
| BRIXMOR PROPERTY GROUP INC SEDOL BFTDJL8 | 0.01% |
| BWAY HOLDING CO P/P 144A 07.2500 04/15/2025 | 0.01% |
| CAPGEMINI SE SEDOL 4163437 | 0.01% |
| CF INDUSTRIES INC 04.9500 06/01/2043 | 0.01% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS | 0.01% |
| COMCAST CORP 06.5000 11/15/2035 | 0.01% |
| COMM 2014-CR17 XA IO 00.9718 05/10/2047 | 0.01% |
| CURTISS-WRIGHT CORP SEDOL 2241205 | 0.01% |
| DCP MIDSTREAM P/P 144A 06.7500 09/15/2037 | 0.01% |
| FERRARI NV SEDOL BD6G507 | 0.01% |
| FHR 3249 PS 21.6690 12/15/2036 | 0.01% |
| FIDELITY NATIONAL INFORM 03.0000 08/15/2026 | 0.01% |
| FNR 2006-8 HP 23.9498 03/25/2036 | 0.01% |
| GENERAL ELECTRIC CO SEDOL 2380498 | 0.01% |
| GNMA GII30 AY2298 04.7000 05/20/2067 | 0.01% |
| GNMA GII30 AY4779 04.5100 03/20/2067 | 0.01% |
| GNMA GII30 BB0107 04.7000 08/20/2067 | 0.01% |
| GREIF INC P/P 144A 06.5000 03/01/2027 | 0.01% |
| GSMS 2011-GC5 AS P/P 144A 05.2090 08/10/2044 | 0.01% |
| HUSKY III HLDG LTD P/P 144A 13.0000 02/15/2025 | 0.01% |
| ISTAR INC 04.7500 10/01/2024 | 0.01% |
| LEVEL 3 FIN INC P/P 144A 04.6250 09/15/2027 | 0.01% |
| MATCH GROUP INC P/P 144A 05.0000 12/15/2027 | 0.01% |
| MLMI 2005-A2 A2 03.7314 02/25/2035 | 0.01% |
| NUTRIEN LTD USD 02.9500 05/13/2030 | 0.01% |
| OUTFRONT MEDIA INC SEDOL BSP6611 | 0.01% |
| PARK-OHIO INDUSTRIES INC 06.6250 04/15/2027 | 0.01% |
| PETROBRAS GLOBAL FIN USD 05.9990 01/27/2028 | 0.01% |
| QVC INC 04.8500 04/01/2024 | 0.01% |
| SEK/USD 06/17/2020 GSFX | 0.01% |
| SIX FLAGS THEME PARK P/P 144A 07.0000 07/01/2025 | 0.01% |
| SMITH & NEPHEW PLC SEDOL 0922320 | 0.01% |
| SOLENIS 1STL L+400 04.3620 06/26/2025 | 0.01% |
| STANDARD IND INC P/P 144A 05.3750 11/15/2024 | 0.01% |
| T-MOBILE USA INC 04.7500 02/01/2028 | 0.01% |
| UCB SA SEDOL 5596991 | 0.01% |
| US CONCRETE INC 06.3750 06/01/2024 | 0.01% |
| VONOVIA SE SEDOL BBJPFY1 | 0.01% |
| WEINGARTEN REALTY INVESTORS SEDOL 2946618 | 0.01% |
| WYNN LAS VEGAS P/P 144A 05.2500 05/15/2027 | 0.01% |
| WYNN RESORTS FIN LLC P/P 144A 05.1250 10/01/2029 | 0.01% |
| ALLEGHENY TECHNOLOGIES INC 07.8750 08/15/2023 | 0.01% |
| AMERICAN CAMPUS COMMUNITIES SEDOL B02H871 | 0.01% |
| AZEK CO LLC/THE P/P 144A 09.5000 05/15/2025 | 0.01% |
| BAUSCH HEALTH COS INC REGS 04.5000 05/15/2023 | 0.01% |
| BCE INC SEDOL B188TH2 | 0.01% |
| CAPITAL ONE FINANCIAL CO 04.2000 10/29/2025 | 0.01% |
| CLUBCORP HLDG INC P/P 144A 08.5000 09/15/2025 | 0.01% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 JP | 0.01% |
| CONTINENTAL RES 04.5000 04/15/2023 | 0.01% |
| CWALT 2006-24CB A13 00.5183 08/25/2036 | 0.01% |
| CWALT 2006-OA10 1A1 02.6505 08/25/2046 | 0.01% |
| FHR 3408 EK 25.0542 04/15/2037 | 0.01% |
| GFL ENVIRON INC P/P 144A 05.1250 12/15/2026 | 0.01% |
| GNMA GII30 BA7681 04.6220 06/20/2067 | 0.01% |
| GNMA GII30 BL6185 06.0000 01/20/2049 | 0.01% |
| GNMA GII30 BL6216 06.0000 03/20/2049 | 0.01% |
| GNMA GII30 BL6235 06.0000 04/20/2049 | 0.01% |
| GNR 2015-H26 EI IO 01.8830 10/20/2065 | 0.01% |
| ICL GROUP LTD SEDOL 6455530 | 0.01% |
| JPMBB 2014-C25 XA IO 00.8509 11/15/2047 | 0.01% |
| JPMCC 2012-LC9 D P/P 144A 04.4181 12/15/2047 | 0.01% |
| KINDER MORGAN ENER PART 05.4000 09/01/2044 | 0.01% |
| KRAFT HEINZ FOODS CO P/P 144A 03.8750 05/15/2027 | 0.01% |
| MATTAMY GROUP CORP P/P 144A 04.6250 03/01/2030 | 0.01% |
| MSBAM 2014-C17 XA IO 01.1074 08/15/2047 | 0.01% |
| NEC CORP SEDOL 6640400 | 0.01% |
| NRG ENERGY INC P/P 144A 05.2500 06/15/2029 | 0.01% |
| PROVIDENT FDG/PFG FI P/P 144A 06.3750 06/15/2025 | 0.01% |
| SAGE THERAPEUTICS INC SEDOL BP4GNK9 | 0.01% |
| SEKISUI HOUSE LTD SEDOL 6793906 | 0.01% |
| SMURFIT KAPPA TREASURY USD 07.5000 11/20/2025 | 0.01% |
| STACR 2019-HQA1 M2 02.5183 02/25/2049 | 0.01% |
| TWO HARBORS INVESTMENT CORP SEDOL BD832H2 | 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% |
| WERNER FINCO LP/INC P/P 144A 08.7500 07/15/2025 | 0.01% |
| WESTPAC BANKING CORP USD 04.4210 07/24/2039 | 0.01% |
| WFRBS 2012-C9 XB IO P/P 144A 00.7151 11/15/2045 | 0.01% |
| A2 MILK CO LTD SEDOL 6287250 | 0.01% |
| ALBERTSONS COS LLC P/P 144A 07.5000 03/15/2026 | 0.01% |
| AMUNDI SA SEDOL BYZR014 | 0.01% |
| BANK OF AMERICA CORP 01.5005 09/15/2026 | 0.01% |
| BAUSCH HLTH COS INC P/P 144A 07.2500 05/30/2029 | 0.01% |
| BROOKFIELD RESID P/P 144A 06.2500 09/15/2027 | 0.01% |
| BT GROUP PLC SEDOL 3091357 | 0.01% |
| BUMT 2005-1 1A1 00.7683 09/25/2045 | 0.01% |
| CAS 2019-R01 2M2 02.6183 07/25/2031 | 0.01% |
| CCO HLDGS LLC/CAP CO P/P 144A 05.7500 02/15/2026 | 0.01% |
| CHEMED CORP SEDOL 2190084 | 0.01% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CS | 0.01% |
| CNO FINANCIAL GROUP INC 05.2500 05/30/2029 | 0.01% |
| CSC HOLDINGS LLC 06.7500 11/15/2021 | 0.01% |
| DIAMOND SPORTS P/P 144A 05.3750 08/15/2026 | 0.01% |
| DIAMONDBACK ENERGY INC 05.3750 05/31/2025 | 0.01% |
| ENTERCOM MEDIA CORP P/P 144A 07.2500 11/01/2024 | 0.01% |
| GENERAL MOTORS FINL CO 04.0000 01/15/2025 | 0.01% |
| GNMA GII30 BL6219 06.0000 03/20/2049 | 0.01% |
| GOEASY LTD P/P 144A 05.3750 12/01/2024 | 0.01% |
| HARGREAVES LANSDOWN PLC SEDOL B1VZ0M2 | 0.01% |
| HCA INC 05.2500 06/15/2026 | 0.01% |
| ICAHN ENTER/FIN 06.2500 05/15/2026 | 0.01% |
| JONES LANG LASALLE INC SEDOL 2040640 | 0.01% |
| L BRANDS INC 07.5000 06/15/2029 | 0.01% |
| LIONS GATE CAP HOLD P/P 144A 06.3750 02/01/2024 | 0.01% |
| MSRR 2015-R4 CB1 01.3124 08/26/2047 | 0.01% |
| NETFLIX INC 04.8750 04/15/2028 | 0.01% |
| NEWELL BRANDS INC 04.7000 04/01/2026 | 0.01% |
| NORDSTROM INC P/P 144A 08.7500 05/15/2025 | 0.01% |
| OUTFRONT MEDIA C P/P 144A 06.2500 06/15/2025 | 0.01% |
| PANTHER BF AGGRE 2 P/P 144A 08.5000 05/15/2027 | 0.01% |
| PRIME SECURITY SVCS P/P 144A 06.2500 01/15/2028 | 0.01% |
| QUEST DIAGNOSTICS INC SEDOL 2702791 | 0.01% |
| RITE AID CORP P/P 144A 06.1250 04/01/2023 | 0.01% |
| S&P GLOBAL INC 02.5000 12/01/2029 | 0.01% |
| SINCLAIR TELE P/P 144A 05.5000 03/01/2030 | 0.01% |
| SIX FLAGS ENT P/P 144A 05.5000 04/15/2027 | 0.01% |
| SPRINGLEAF FINANCE CORP 05.3750 11/15/2029 | 0.01% |
| STAPLES INC. P/P 144A 10.7500 04/15/2027 | 0.01% |
| STARWOOD PROP TR 04.7500 03/15/2025 | 0.01% |
| SWISS LIFE HOLDING AG-REG SEDOL 7437805 | 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% |
| USA COMPRESSION PART 06.8750 04/01/2026 | 0.01% |
| WFRBS 2013-C15 D P/P 144A 04.4932 08/15/2046 | 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% |
| AIR LIQUIDE SA SEDOL B1YXBJ7 | 0.01% |
| AUTOZONE INC SEDOL 2065955 | 0.01% |
| BERRY GLOBAL INC 05.1250 07/15/2023 | 0.01% |
| BOMBARDIER INC P/P 144A 07.8750 04/15/2027 | 0.01% |
| BUILDERS FIRSTSOURCE P/P 144A 06.7500 06/01/2027 | 0.01% |
| CAS 2015-C01 1M2 04.4683 02/25/2025 | 0.01% |
| CAS 2015-C02 1M2 04.1683 05/25/2025 | 0.01% |
| CHENIERE CORP CHRIST 05.8750 03/31/2025 | 0.01% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 JP | 0.01% |
| CNO FINANCIAL GROUP INC 05.2500 05/30/2025 | 0.01% |
| COGNIZANT TECH SOLUTIONS-A SEDOL 2257019 | 0.01% |
| COPA HOLDINGS SA-CLASS A SEDOL B0TNJH9 | 0.01% |
| DEVON ENERGY CORPORATION 07.9500 04/15/2032 | 0.01% |
| EQUINIX INC 05.3750 05/15/2027 | 0.01% |
| ESH HOSPITALITY INC P/P 144A 05.2500 05/01/2025 | 0.01% |
| FIFTH THIRD BANCORP 05.1000 12/29/2049 | 0.01% |
| FISHER PAYKEL SEDOL 6340250 | 0.01% |
| GENERAL MOTORS CO 06.1250 10/01/2025 | 0.01% |
| GJENSIDIGE FORSIKRING ASA SEDOL B4PH0C5 | 0.01% |
| GLP CAPITAL LP / FIN II 05.2500 06/01/2025 | 0.01% |
| GNMA GII30 BL6184 06.0000 02/20/2049 | 0.01% |
| GNMA GII30 BL6217 06.0000 03/20/2049 | 0.01% |
| GOLDEN NUGGET INC P/P 144A 08.7500 10/01/2025 | 0.01% |
| HESS MIDSTREAM P P/P 144A 05.1250 06/15/2028 | 0.01% |
| HMIR 2018-1 M1 P/P 144A 01.7683 10/25/2028 | 0.01% |
| HUDBAY MINERALS INC P/P 144A 07.6250 01/15/2025 | 0.01% |
| IHEARTCOMMUNICATIONS INC 06.3750 05/01/2026 | 0.01% |
| JPMBB 2014-C19 XA IO 00.7478 04/15/2047 | 0.01% |
| JPMCC 2013-LC11 X IO 01.2543 04/15/2046 | 0.01% |
| KFC HLD/PIZZA HUT/TA P/P 144A 05.0000 06/01/2024 | 0.01% |
| KFC HLD/PIZZA HUT/TA P/P 144A 05.2500 06/01/2026 | 0.01% |
| KOBAYASHI PHARMACEUTICAL CO SEDOL 6149457 | 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% |
| LOUISIANA-PACIFIC CORPORATION 04.8750 09/15/2024 | 0.01% |
| MEG ENERGY CORP P/P 144A 06.5000 01/15/2025 | 0.01% |
| MITSUBISHI UFJ LEASE & FINAN SEDOL 6268976 | 0.01% |
| MWST 2018-W1 A 01.0183 11/25/2051 | 0.01% |
| NATIONAL BANK OF CANADA SEDOL 2077303 | 0.01% |
| NATIONSTAR MTG P/P 144A 08.1250 07/15/2023 | 0.01% |
| NEXSTAR BROADC P/P 144A 05.6250 08/01/2024 | 0.01% |
| NRG ENERGY INC. 07.2500 05/15/2026 | 0.01% |
| OCCIDENTAL PETROLEUM COR 04.8500 03/15/2021 | 0.01% |
| PROLOGIS LP 02.1250 04/15/2027 | 0.01% |
| SOHGO SECURITY SERVICES CO SEDOL 6546359 | 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% |
| 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% |
| Z HOLDINGS CORP SEDOL 6084848 | 0.01% |
| AIR METHODS CORP P/P 144A 08.0000 05/15/2025 | 0.01% |
| ALLY FINANCIAL INC 05.7500 11/20/2025 | 0.01% |
| AMERICAN EXPRESS CO SEDOL 2026082 | 0.01% |
| AMSTED INDUSTRIES P/P 144A 04.6250 05/15/2030 | 0.01% |
| AMSTED INDUSTRIES P/P 144A 05.6250 07/01/2027 | 0.01% |
| ANTERO RESOURCES 05.3750 11/01/2021 | 0.01% |
| ANTERO RESOURCES FIN 05.1250 12/01/2022 | 0.01% |
| ASCENT RESOURCES/AEU P/P 144A 10.0000 04/01/2022 | 0.01% |
| AUTOMATIC DATA PROCESSING SEDOL 2065308 | 0.01% |
| BAE SYSTEMS PLC SEDOL 0263494 | 0.01% |
| BANK OF MONTREAL USD 03.8030 12/15/2032 | 0.01% |
| BAUSCH HLTH COS INC P/P 144A 06.2500 02/15/2029 | 0.01% |
| BEACON ROOFING SUPP P/P 144A 04.8750 11/01/2025 | 0.01% |
| BERKSHIRE HATHAWAY FIN 04.2500 01/15/2021 | 0.01% |
| BSCMS 2006-PW11 B P/P 144A 05.7751 03/11/2039 | 0.01% |
| CAS 2019-R02 1M2 02.4683 08/25/2031 | 0.01% |
| CCO HOLDINGS LLC P/P 144A 04.5000 05/01/2032 | 0.01% |
| CENOVUS ENERGY INC USD 06.7500 11/15/2039 | 0.01% |
| CHOCOLADEFABRIKEN LINDT-PC SEDOL 5962280 | 0.01% |
| CIT GROUP INC 05.0000 08/01/2023 | 0.01% |
| CLARIOS GLOBAL LP P/P 144A 06.7500 05/15/2025 | 0.01% |
| CLEAR CHANNEL WORLDW P/P 144A 05.1250 08/15/2027 | 0.01% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.01% |
| COMMSCOPE TECH LLC P/P 144A 06.0000 06/15/2025 | 0.01% |
| CPG INTL TL L+375 05.9333 05/05/2024 | 0.01% |
| CROWN CORK & SEAL CO INC 07.3750 12/15/2026 | 0.01% |
| CWALT 2005-27 1A1 02.2321 08/25/2035 | 0.01% |
| DENBURY RESOURCES IN P/P 144A 09.0000 05/15/2021 | 0.01% |
| DIAMOND 1 FIN/DIAMON P/P 144A 07.1250 06/15/2024 | 0.01% |
| DISH NETWORK CV 03.3750 08/15/2026 | 0.01% |
| DOLLAR TREE INC SEDOL 2272476 | 0.01% |
| DTE ENERGY COMPANY SEDOL 2280220 | 0.01% |
| EUR/GBP CALL 0.90 20200803 UBS | 0.01% |
| FREEDOM MTGE CORP P/P 144A 08.1250 11/15/2024 | 0.01% |
| FREEDOM MTGE CORP P/P 144A 08.2500 04/15/2025 | 0.01% |
| GAP INC/THE P/P 144A 08.3750 05/15/2023 | 0.01% |
| GBP/USD 06/17/2020 SSBT | 0.01% |
| GNMA GII30 BL6218 06.0000 02/20/2049 | 0.01% |
| INDIGO NATURAL P/P 144A 06.8750 02/15/2026 | 0.01% |
| KIMBERLY-CLARK CORP SEDOL 2491839 | 0.01% |
| LAMB WESTON HLD P/P 144A 04.8750 05/15/2028 | 0.01% |
| MBX.FN30.450.09 R USL1M P 01/12/40 BC | 0.01% |
| MONDELEZ INTERNATIONAL 02.1250 04/13/2023 | 0.01% |
| NEWFIELD EXPLORATION CO 05.7500 01/30/2022 | 0.01% |
| NOBLE ENERGY INC. 03.9000 11/15/2024 | 0.01% |
| ORACLE CORP JAPAN SEDOL 6141680 | 0.01% |
| PENN NATIONAL GAMING P/P 144A 05.6250 01/15/2027 | 0.01% |
| PEPTIDREAM INC SEDOL B97SH97 | 0.01% |
| PRECISION DRILL P/P 144A 07.1250 01/15/2026 | 0.01% |
| QORVO INC 05.5000 07/15/2026 | 0.01% |
| SEK/USD 06/17/2020 BANKAM | 0.01% |
| SPRINGLEAF FINANCE CORP 06.8750 03/15/2025 | 0.01% |
| STANLEY BLACK & DECKER I 05.2500 CV PFD | 0.01% |
| TMX FIN LLC/TITLEMAX P/P 144A 11.1250 04/01/2023 | 0.01% |
| TOPBUILD CORP P/P 144A 05.6250 05/01/2026 | 0.01% |
| TORONTO-DOMINION BANK SEDOL 2897222 | 0.01% |
| WALT DISNEY CO/THE SEDOL 2270726 | 0.01% |
| WPX ENERGY INC 05.7500 06/01/2026 | 0.01% |
| 1011778 BC ULC / P/P 144A 04.3750 01/15/2028 | 0.01% |
| ALLIANT HOLDINGS P/P 144A 06.7500 10/15/2027 | 0.01% |
| AMER TRANS SYST P/P 144A 05.0000 09/01/2044 | 0.01% |
| BAUSCH HLTH COS INC P/P 144A 05.5000 11/01/2025 | 0.01% |
| BWAY CORP TLB L+325 04.5614 04/03/2024 | 0.01% |
| CALPINE CORP P/P 144A 05.2500 06/01/2026 | 0.01% |
| CENTENE CORP 04.7500 05/15/2022 | 0.01% |
| 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% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.01% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 CS | 0.01% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 GS | 0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP | 0.01% |
| COMSTOCK RE INC P/P 144A 07.5000 05/15/2025 | 0.01% |
| CROWN AMER/CAP 04.7500 02/01/2026 | 0.01% |
| ENTERCOM MEDIA CORP P/P 144A 06.5000 05/01/2027 | 0.01% |
| F5 NETWORKS INC SEDOL 2427599 | 0.01% |
| FEDEX CORP 02.6250 08/01/2022 | 0.01% |
| FHR 2990 LB 16.4763 06/15/2034 | 0.01% |
| FRONTIER COMM 10.5000 09/15/2022 | 0.01% |
| FRONTIER COMM P/P 144A 08.5000 04/01/2026 | 0.01% |
| GARTNER INC P/P 144A 05.1250 04/01/2025 | 0.01% |
| GFL ENVIRONMENTA P/P 144A 08.5000 05/01/2027 | 0.01% |
| HANESBRANDS INC P/P 144A 04.6250 05/15/2024 | 0.01% |
| ICAHN ENTER/FIN 06.7500 02/01/2024 | 0.01% |
| JPMORGAN CHASE & CO 06.1000 02/01/2049 | 0.01% |
| KFC HLD/PIZZA HUT/TA P/P 144A 04.7500 06/01/2027 | 0.01% |
| L3HARRIS TECHNOLOGIES INC SEDOL BK9DTN5 | 0.01% |
| LIBERTY MEDIA COR-SIRIUSXM C SEDOL BD8QGH9 | 0.01% |
| LIVE NATION ENTERTAI P/P 144A 05.6250 03/15/2026 | 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% |
| NETFLIX INC P/P 144A 05.3750 11/15/2029 | 0.01% |
| NETFLIX INC. 06.3750 05/15/2029 | 0.01% |
| NOVELIS CORP P/P 144A 04.7500 01/30/2030 | 0.01% |
| OCCIDENTAL PETROLEUM COR 04.1000 02/01/2021 | 0.01% |
| OCCIDENTAL PETROLEUM CORP SEDOL 2655408 | 0.01% |
| OSHKOSH CORP 03.1000 03/01/2030 | 0.01% |
| OVINTIV INC SEDOL BL3GRC2 | 0.01% |
| RESIDEO FUNDING INC P/P 144A 06.1250 11/01/2026 | 0.01% |
| ROSS STORES INC SEDOL 2746711 | 0.01% |
| SONIC HEALTHCARE LTD SEDOL 6821120 | 0.01% |
| SS&C TECH INC P/P 144A 05.5000 09/30/2027 | 0.01% |
| STACR 2018-HQA2 M2 02.4683 10/25/2048 | 0.01% |
| STEEL DYNAMICS INC 05.5000 10/01/2024 | 0.01% |
| TENET HEALTHCARE 04.6250 07/15/2024 | 0.01% |
| TRANSOCEAN POSEIDON P/P 144A 06.8750 02/01/2027 | 0.01% |
| UNIVISION COMM P/P 144A 09.5000 05/01/2025 | 0.01% |
| VALVOLINE INC P/P 144A 04.2500 02/15/2030 | 0.01% |
| VISTRA ENERGY CORP P/P 144A 08.1250 01/30/2026 | 0.01% |
| VISTRA OPERATION P/P 144A 05.0000 07/31/2027 | 0.01% |
| VISTRA OPERATIONS CO P/P 144A 05.6250 02/15/2027 | 0.01% |
| WFRBS 2012-C10 XA IO P/P 144A 01.5328 12/15/2045 | 0.01% |
| WOLVERINE WORLD WIDE P/P 144A 05.0000 09/01/2026 | 0.01% |
| WOLVERINE WORLD WIDE P/P 144A 06.3750 05/15/2025 | 0.01% |
| WPX ENERGY INC 08.2500 08/01/2023 | 0.01% |
| ABC SUPPLY CO INC P/P 144A 04.0000 01/15/2028 | 0.00% |
| APACHE CORP 04.3750 10/15/2028 | 0.00% |
| ASCEND LEARNING LLC P/P 144A 06.8750 08/01/2025 | 0.00% |
| AUD/USD 07/15/2020 HSBCB | 0.00% |
| AUD/USD 07/15/2020 WPAC | 0.00% |
| BANK OF MONTREAL SEDOL 2076009 | 0.00% |
| BERRY GLOBAL INC P/P 144A 05.6250 07/15/2027 | 0.00% |
| BOXER PARENT CO INC P/P 144A 09.1250 03/01/2026 | 0.00% |
| BOYD GAMING CORP P/P 144A 08.6250 06/01/2025 | 0.00% |
| CAN IMPERIAL BK OF COMMERCE SEDOL 2170525 | 0.00% |
| CARNIVAL CORP P/P 144A 11.5000 04/01/2023 | 0.00% |
| CAS 2015-C02 2M2 04.1683 05/25/2025 | 0.00% |
| CCO HOLDINGS LLC P/P 144A 04.5000 08/15/2030 | 0.00% |
| CENTENE CORP P/P 144A 05.2500 04/01/2025 | 0.00% |
| CLEAR CHANNEL WORLD 09.2500 02/15/2024 | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | 0.00% |
| CONCHO RESOURCES INC 03.7500 10/01/2027 | 0.00% |
| CROWN CASTLE INTL CORP 04.8750 04/15/2022 | 0.00% |
| DEVON ENERGY CORPORATION 07.8750 09/30/2031 | 0.00% |
| DIAMONDBACK ENERGY INC 04.7500 05/31/2025 | 0.00% |
| DIRECT LINE INSURANCE GROUP SEDOL BY9D0Y1 | 0.00% |
| DUN & BRADSTREET COR P/P 144A 06.8750 08/15/2026 | 0.00% |
| ENERGIZER HLDG INC P/P 144A 06.3750 07/15/2026 | 0.00% |
| EOG RESOURCES INC 04.1500 01/15/2026 | 0.00% |
| EUR/GBP CALL 0.91 20200818 BANKAM | 0.00% |
| FISERV INC SEDOL 2342034 | 0.00% |
| FREEPORT-MCMORAN INC 05.4500 03/15/2043 | 0.00% |
| FRONT RANGE BIDCO INC L+300 04.6678 03/09/2027 | 0.00% |
| FUJIFILM HOLDINGS CORP SEDOL 6356525 | 0.00% |
| GLP CAPITAL LP / FIN II 05.3750 04/15/2026 | 0.00% |
| GNMA GII30 BL6016 06.0000 02/20/2049 | 0.00% |
| GO DADDY OPCO/FINCO P/P 144A 05.2500 12/01/2027 | 0.00% |
| HCA INC 03.5000 09/01/2030 | 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% |
| ICAHN ENTER 04.7500 09/15/2024 | 0.00% |
| ICAHN ENTER/FIN 05.2500 05/15/2027 | 0.00% |
| IHS MARKIT LTD USD 04.7500 08/01/2028 | 0.00% |
| IRB HOLDING CORP P/P 144A 07.0000 06/15/2025 | 0.00% |
| JELD-WEN INC P/P 144A 04.6250 12/15/2025 | 0.00% |
| LEVEL 3 FINANCING INC 05.6250 02/01/2023 | 0.00% |
| LIVE NATION ENT P/P 144A 06.5000 05/15/2027 | 0.00% |
| MATCH GROUP INC P/P 144A 04.6250 06/01/2028 | 0.00% |
| MAUSER PACKAGING SOL P/P 144A 05.5000 04/15/2024 | 0.00% |
| MERCER INTL INC USD 05.5000 01/15/2026 | 0.00% |
| MFA FINANCIAL INC SEDOL 2418162 | 0.00% |
| MIZUHO FINANCIAL GROUP INC SEDOL 6591014 | 0.00% |
| NABORS INDUSTRIES INC. 05.7500 02/01/2025 | 0.00% |
| NAVISTAR INTL CORP P/P 144A 09.5000 05/01/2025 | 0.00% |
| NEWCREST MINING LTD SEDOL 6637101 | 0.00% |
| NEWELL BRANDS INC 04.8750 06/01/2025 | 0.00% |
| NORFOLK SOUTHERN CORP SEDOL 2641894 | 0.00% |
| ORKLA ASA SEDOL B1VQF42 | 0.00% |
| PENSKE AUTO GRP INC 05.7500 10/01/2022 | 0.00% |
| PLAINS GP HOLDINGS LP-CL A SEDOL BDGHN95 | 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% |
| RENAISSANCERE HOLDINGS LTD SEDOL 2728429 | 0.00% |
| RITE AID CORP P/P 144A 07.5000 07/01/2025 | 0.00% |
| SEK/USD 06/17/2020 JPMCB | 0.00% |
| SIRIUS XM RADIO INC. P/P 144A 05.5000 07/01/2029 | 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% |
| TARGA RESOURCES PART 06.5000 07/15/2027 | 0.00% |
| TAYLOR MORRISON COMM P/P 144A 05.7500 01/15/2028 | 0.00% |
| TENET HEALTHCARE P/P 144A 06.2500 02/01/2027 | 0.00% |
| TRANSDIGM INC. 06.5000 07/15/2024 | 0.00% |
| TRI POINTE GROUP / HOMES 05.8750 06/15/2024 | 0.00% |
| USD/JPY PUT 105.00 20201124 BANKAM | 0.00% |
| USD/JPY PUT 105.00 20201124 GSFX | 0.00% |
| WEEKLEY HOMES LLC 06.0000 02/01/2023 | 0.00% |
| WESTERN DIGITAL CORPORATION 04.7500 02/15/2026 | 0.00% |
| WFRBS 2011-C4 E P/P 144A 05.2210 06/15/2044 | 0.00% |
| YUM! BRANDS INC P/P 144A 04.7500 01/15/2030 | 0.00% |
| AES CORP/THE 04.5000 03/15/2023 | 0.00% |
| AES CORP/THE 05.1250 09/01/2027 | 0.00% |
| AFLAC INC SEDOL 2026361 | 0.00% |
| APACHE CORP 05.1000 09/01/2040 | 0.00% |
| AUTOMATION TOOLING S P/P 144A 06.5000 06/15/2023 | 0.00% |
| BAUSCH HLTH COS INC P/P 144A 05.0000 01/30/2028 | 0.00% |
| BAUSCH HLTH COS INC P/P 144A 05.2500 01/30/2030 | 0.00% |
| BAUSCH HLTH COS INC P/P 144A 06.5000 03/15/2022 | 0.00% |
| BAUSCH HLTH COS INC P/P 144A 07.0000 01/15/2028 | 0.00% |
| BOYD GAMING CORP P/P 144A 04.7500 12/01/2027 | 0.00% |
| BOYD GAMING CORPORATION 06.0000 08/15/2026 | 0.00% |
| BUCKEYE PARTNERS LP 05.8500 11/15/2043 | 0.00% |
| BUCKEYE PARTNERS LP P/P 144A 04.5000 03/01/2028 | 0.00% |
| CBS OUT AMER CAP LLC 05.6250 02/15/2024 | 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% |
| 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.10 2059-11-17 500.0 11/17/2059 CS | 0.00% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CS | 0.00% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 ML | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 ML | 0.00% |
| CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 JP | 0.00% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | 0.00% |
| COMM 2014-CR18 XA IO 00.9951 07/15/2047 | 0.00% |
| COMMSCOPE INC P/P 144A 06.0000 03/01/2026 | 0.00% |
| COMPASS MINERALS INT P/P 144A 04.8750 07/15/2024 | 0.00% |
| COMSTOCK RESOURCES 09.7500 08/15/2026 | 0.00% |
| CORNERSTONE BUILDING P/P 144A 08.0000 04/15/2026 | 0.00% |
| CVS PASS-THROUGH TRUST 06.0360 12/10/2028 | 0.00% |
| DELL INT / EMC P/P 144A 05.8500 07/15/2025 | 0.00% |
| FNR 2005-106 JC 19.6023 12/25/2035 | 0.00% |
| FNR 2005-75 GS 19.7453 08/25/2035 | 0.00% |
| GAP INC/THE P/P 144A 08.6250 05/15/2025 | 0.00% |
| GATES GLOBAL TLB L+275 03.7500 03/31/2024 | 0.00% |
| GENERAL DYNAMICS CORP SEDOL 2365161 | 0.00% |
| GMAC CAPITAL TRUST I PCT 06.1773 | 0.00% |
| GNMA GII30 BM1953 06.0000 03/20/2049 | 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 2013-14 IO IO 03.5000 12/20/2042 | 0.00% |
| HANESBRANDS INC P/P 144A 05.3750 05/15/2025 | 0.00% |
| HKT TRUST AND HKT LTD-SS SEDOL B4TXDZ3 | 0.00% |
| HOCHTIEF AG SEDOL 5108664 | 0.00% |
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| JELD-WEN INC P/P 144A 04.8750 12/15/2027 | 0.00% |
| JELD-WEN INC P/P 144A 06.2500 05/15/2025 | 0.00% |
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| L BRANDS INC 06.7500 07/01/2036 | 0.00% |
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| OWENS-BROCKWAY P/P 144A 06.6250 05/13/2027 | 0.00% |
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| SPRINGLEAF FINANCE CORP 07.1250 03/15/2026 | 0.00% |
| SPRINGLEAF FINANCE CORP 08.8750 06/01/2025 | 0.00% |
| SWISS PRIME SITE-REG SEDOL B083BH4 | 0.00% |
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| T-MOBILE USA INC TLB L+300 04/01/2027 | 0.00% |
| TEMPO ACQ LLC/FI P/P 144A 05.7500 06/01/2025 | 0.00% |
| TRANSOCEAN PONTUS LT P/P 144A 06.1250 08/01/2025 | 0.00% |
| USA COM PART/USA COM 06.8750 09/01/2027 | 0.00% |
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| ABC SUPPLY CO INC P/P 144A 05.8750 05/15/2026 | 0.00% |
| ABC-MART INC SEDOL 6292102 | 0.00% |
| AES CORP/THE P/P 144A 03.3000 07/15/2025 | 0.00% |
| AIR MEDICAL MERGER S P/P 144A 06.3750 05/15/2023 | 0.00% |
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| AUD/USD 07/15/2020 TDBK | 0.00% |
| BANK OF AMERICA CORP 06.5000 10/29/2049 | 0.00% |
| BEACON ROOFING SUPPL P/P 144A 04.5000 11/15/2026 | 0.00% |
| BERRY GLOBAL INC P/P 144A 04.5000 02/15/2026 | 0.00% |
| BOXER PARENT CO INC P/P 144A 07.1250 10/02/2025 | 0.00% |
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| CBRE SERVICES INC 05.2500 03/15/2025 | 0.00% |
| CENTENE CORP P/P 144A 05.3750 08/15/2026 | 0.00% |
| CINEMARK USA INC 05.1250 12/15/2022 | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 JP | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 CG | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.00% |
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| COMMSCOPE INC P/P 144A 05.5000 03/01/2024 | 0.00% |
| CONTINENTAL RESOURCES 04.3750 01/15/2028 | 0.00% |
| CPG MERGER SUB LLC P/P 144A 08.0000 10/01/2021 | 0.00% |
| CREDIT ACCEPTANC P/P 144A 05.1250 12/31/2024 | 0.00% |
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| ECOLAB INC SEDOL 2304227 | 0.00% |
| EQUINIX INC 05.8750 01/15/2026 | 0.00% |
| EUR/USD CALL 1.14 20201118 BANKAM | 0.00% |
| EUR/USD CALL 1.14 20201118 GSFX | 0.00% |
| FNR 2006-62 PS 38.8905 07/25/2036 | 0.00% |
| FRESENIUS MEDICAL CARE AG & SEDOL 5129074 | 0.00% |
| GEBERIT AG-REG SEDOL B1WGG93 | 0.00% |
| GNMA GII30 BN1506 04.5000 05/20/2049 | 0.00% |
| GNMA GII30 BN1509 05.0000 05/20/2049 | 0.00% |
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| HONGKONG LAND HOLDINGS LTD SEDOL 6434915 | 0.00% |
| IHS MARKIT LTD P/P 144A 04.0000 03/01/2026 | 0.00% |
| INCEPTION MRGR/RACK P/P 144A 08.6250 11/15/2024 | 0.00% |
| IOS.FN30.400.09 R USL1M P 01/12/40 GS | 0.00% |
| IOS.FN30.400.10 R USL1M P 01/12/41 BC | 0.00% |
| JAGUAR HL / PPDI P/P 144A 05.0000 06/15/2028 | 0.00% |
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| LOEWS CORP SEDOL 2523022 | 0.00% |
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| MERCK & CO INC 02.9000 03/07/2024 | 0.00% |
| MICROCHIP TECH INC P/P 144A 04.2500 09/01/2025 | 0.00% |
| NABORS IND LTD P/P 144A 07.2500 01/15/2026 | 0.00% |
| NABORS IND LTD P/P 144A 07.5000 01/15/2028 | 0.00% |
| NETFLIX INC. P/P 144A 04.8750 06/15/2030 | 0.00% |
| OCCIDENTAL PETROLEUM COR 02.9000 08/15/2024 | 0.00% |
| OCCIDENTAL PETROLEUM COR 06.4500 09/15/2036 | 0.00% |
| OUTFRONT MEDIA C P/P 144A 04.6250 03/15/2030 | 0.00% |
| POLYONE CORP P/P 144A 05.7500 05/15/2025 | 0.00% |
| QORVO INC SEDOL BR9YYP4 | 0.00% |
| REPUBLIC OF VENEZUELA REGS 08.2500 10/13/2024 | 0.00% |
| ROBERTSHAW TL 2L L+800 09.0000 02/28/2026 | 0.00% |
| RUB/USD 09/16/2020 GSFX | 0.00% |
| SM ENERGY CO 05.0000 01/15/2024 | 0.00% |
| SM ENERGY CO 06.1250 11/15/2022 | 0.00% |
| SPECTRUM BRANDS INC 06.1250 12/15/2024 | 0.00% |
| SWEDISH MATCH AB SEDOL 5048566 | 0.00% |
| T-MOBILE USA INC. 04.0000 04/15/2022 | 0.00% |
| TARGA RES PRTNRS P/P 144A 05.5000 03/01/2030 | 0.00% |
| TARGA RESOURCES PART 06.8750 01/15/2029 | 0.00% |
| TENET HEALTHCARE P/P 144A 07.5000 04/01/2025 | 0.00% |
| TRONOX FINANCE PLC P/P 144A 05.7500 10/01/2025 | 0.00% |
| US BANCORP SEDOL 2736035 | 0.00% |
| VALVOLINE INC P/P 144A 04.3750 08/15/2025 | 0.00% |
| VIPER ENERGY P/P 144A 05.3750 11/01/2027 | 0.00% |
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| WPX ENERGY INC 04.5000 01/15/2030 | 0.00% |
| WYNN RESORTS FIN LLC P/P 144A 07.7500 04/15/2025 | 0.00% |
| ZEKELMAN IND INC P/P 144A 09.8750 06/15/2023 | 0.00% |
| ALTRIA GROUP INC | 0.00% |
| AROUNDTOWN SA SEDOL BF0CK44 | 0.00% |
| BAYTEX ENERGY CORP P/P 144A 05.6250 06/01/2024 | 0.00% |
| BUCKEYE PARTNERS LP 03.9500 12/01/2026 | 0.00% |
| CHEMOURS CO 05.3750 05/15/2027 | 0.00% |
| CINEMARK USA INC P/P 144A 08.7500 05/01/2025 | 0.00% |
| CMB CMBX.NA.A.7 2047-01-17 200.0 01/17/2047 CG | 0.00% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CG | 0.00% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CG | 0.00% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CS | 0.00% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 MS | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.00% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 JP | 0.00% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 CG | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 CG | 0.00% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 JP | 0.00% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 JP | 0.00% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 MS | 0.00% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 MS | 0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 MS | 0.00% |
| DXC TECHNOLOGY CO SEDOL BYXD7B3 | 0.00% |
| ELDORADO RESORTS INC 07.0000 08/01/2023 | 0.00% |
| FHR 3300 PO PO 00.0000 02/15/2037 | 0.00% |
| GBP/USD 06/17/2020 BCAP-FX | 0.00% |
| GBP/USD 06/17/2020 CSI-FX | 0.00% |
| GBP/USD 06/17/2020 GSFX | 0.00% |
| GNR 2015-124 NI IO 03.5000 06/20/2039 | 0.00% |
| IDR/USD 08/19/2020 BCAP-FX | 0.00% |
| INTL BUSINESS MACHINES CORP SEDOL 2005973 | 0.00% |
| JAGUAR HL / PPDI P/P 144A 04.6250 06/15/2025 | 0.00% |
| JARDINE MATHESON HLDGS LTD SEDOL 6472119 | 0.00% |
| JFE HOLDINGS INC SEDOL 6543792 | 0.00% |
| KINDER MORGAN INC/DELAWA 07.7500 01/15/2032 | 0.00% |
| LABORATORY CRP OF AMER HLDGS SEDOL 2586122 | 0.00% |
| LAMB WESTON HOLDINGS P/P 144A 04.6250 11/01/2024 | 0.00% |
| LENNAR CORP 05.8750 11/15/2024 | 0.00% |
| MACY'S INC P/P 144A 08.3750 06/15/2025 | 0.00% |
| MBX.FN30.500.09 R USL1M P 01/12/40 BC | 0.00% |
| MOLINA HEALTHCARE IN P/P 144A 04.8750 06/15/2025 | 0.00% |
| NATIONAL AUSTRALIA BANK LTD SEDOL 6624608 | 0.00% |
| NATIONAL GRID PLC SEDOL BDR05C0 | 0.00% |
| NATIONSTAR MTG P/P 144A 09.1250 07/15/2026 | 0.00% |
| NEWS CORP - CLASS A SEDOL BBGVT40 | 0.00% |
| NRG ENERGY INC 06.6250 01/15/2027 | 0.00% |
| NZD/USD 07/15/2020 BCAP-FX | 0.00% |
| PANTHER BF AGGREGA P/P 144A 06.2500 05/15/2026 | 0.00% |
| PUBLICIS GROUPE SEDOL 4380429 | 0.00% |
| QUEBECOR MEDIA INC USD 05.7500 01/15/2023 | 0.00% |
| RACKSPACE HOSTING INC L+300 04.0000 11/03/2023 | 0.00% |
| REGENCY ENERGY P 04.5000 11/01/2023 | 0.00% |
| REPUBLIC OF VENEZUELA REGS 09.0000 05/07/2023 | 0.00% |
| ROYAL BANK OF CANADA USD 02.8000 04/29/2022 | 0.00% |
| RTL GROUP SEDOL B1BK209 | 0.00% |
| SAMPO OYJ-A SHS SEDOL 5226038 | 0.00% |
| SM ENERGY CO 06.6250 01/15/2027 | 0.00% |
| T-MOBILE USA INC 05.3750 04/15/2027 | 0.00% |
| T-MOBILE USA INC 06.0000 03/01/2023 | 0.00% |
| TD AMERITRADE HOLDING CORP SEDOL 2983154 | 0.00% |
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| TRANSDIGM INC P/P 144A 08.0000 12/15/2025 | 0.00% |
| TREASURY BILL 00.0000 09/17/2020 | 0.00% |
| UBSBB 2012-C4 XA IO P/P 144A 01.6174 12/10/2045 | 0.00% |
| YUM! BRANDS INC P/P 144A 07.7500 04/01/2025 | 0.00% |
| ZAYO GROUP HLDG INC P/P 144A 04.0000 03/01/2027 | 0.00% |
| AIB GROUP PLC SEDOL BF0L353 | 0.00% |
| AIR LEASE CORP 02.5000 03/01/2021 | 0.00% |
| ALLEGHENY TECHNOLOGIES 05.8750 12/01/2027 | 0.00% |
| ATHENE HOLDING LTD-CLASS A SEDOL BZ13MZ1 | 0.00% |
| AUD/USD 07/15/2020 BANKAM | 0.00% |
| AUD/USD PUT 0.62 20200715 GSFX | 0.00% |
| AZRIELI GROUP LTD SEDOL B5MN1W0 | 0.00% |
| BERRY GLOBAL INC 05.5000 05/15/2022 | 0.00% |
| BOMBARDIER INC P/P 144A 07.5000 12/01/2024 | 0.00% |
| CAD/USD 07/15/2020 GSFX | 0.00% |
| CALIFORNIA RESOURC TL L+475 05.7500 12/31/2022 | 0.00% |
| CANADIAN UTILITIES LTD-A SEDOL 2172639 | 0.00% |
| CINEMARK USA INC 04.8750 06/01/2023 | 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 MS | 0.00% |
| CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 GS | 0.00% |
| CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 MS | 0.00% |
| CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 MS | 0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS | 0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS | 0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 MS | 0.00% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 CS | 0.00% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 GS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 JP | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 JP | 0.00% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 CG | 0.00% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 CG | 0.00% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 CG | 0.00% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 JP | 0.00% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 JP | 0.00% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 MS | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 GS | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 JP | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 MS | 0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 ML | 0.00% |
| CNP ASSURANCES SEDOL 5543986 | 0.00% |
| CONTINENTAL RESOURCES 05.0000 09/15/2022 | 0.00% |
| CREDIT ACCEPTANC 06.6250 03/15/2026 | 0.00% |
| ELDORADO RESORTS INC 06.0000 09/15/2026 | 0.00% |
| ENERGIZER HLDG INC P/P 144A 07.7500 01/15/2027 | 0.00% |
| FNR 2005-83 QP 16.9566 11/25/2034 | 0.00% |
| FNR 2007-14 KO PO 00.0000 03/25/2037 | 0.00% |
| FNR 2007-64 LO PO 00.0000 07/25/2037 | 0.00% |
| FORD MOTOR CO SEDOL 2615468 | 0.00% |
| FOX CORP - CLASS B SEDOL BJJMGY5 | 0.00% |
| GBP/USD 06/17/2020 TDBK | 0.00% |
| GETLINK SE SEDOL B292JQ9 | 0.00% |
| GLENCORE PLC SEDOL B4T3BW6 | 0.00% |
| GNR 2010-9 QI IO 04.5000 01/20/2040 | 0.00% |
| H LUNDBECK A/S SEDOL 7085259 | 0.00% |
| INTERCONTINENTAL EXCHANGE IN SEDOL BFSSDS9 | 0.00% |
| IOS.FN30.350.14 R USL1M P 01/12/45 CS | 0.00% |
| IOS.FN30.400.10 R USL1M P 01/12/41 BC | 0.00% |
| IOS.FN30.400.11 R USL1M P 01/12/42 GS | 0.00% |
| IOS.FN30.400.11 R USL1M P 01/12/42 GS | 0.00% |
| IOS.FN30.600.08 R USL1M P 01/12/39 GS | 0.00% |
| KYUSHU RAILWAY COMPANY SEDOL BD2BST6 | 0.00% |
| MALLINCKRODT FIN/SB P/P 144A 10.0000 04/15/2025 | 0.00% |
| MEG ENERGY CORP P/P 144A 07.0000 03/31/2024 | 0.00% |
| MERCER INTL INC USD 07.3750 01/15/2025 | 0.00% |
| MSC 2007-HQ11 C 05.5580 02/12/2044 | 0.00% |
| NEIMAN MARCUS TL L+600 06.2674 10/25/2023 | 0.00% |
| NN GROUP NV SEDOL BNG8PQ9 | 0.00% |
| NOBLE ENERGY INC 06.0000 03/01/2041 | 0.00% |
| NOBLE HLDG INTL LTD P/P 144A 07.8750 02/01/2026 | 0.00% |
| NZD/USD 07/15/2020 BANKAM | 0.00% |
| NZD/USD 07/15/2020 RBSF | 0.00% |
| NZD/USD 07/15/2020 TDBK | 0.00% |
| NZD/USD 07/15/2020 WPAC | 0.00% |
| OASIS PETROLEUM INC 06.8750 03/15/2022 | 0.00% |
| OASIS PETROLEUM INC P/P 144A 06.2500 05/01/2026 | 0.00% |
| PARTY CITY HLDG INC P/P 144A 06.1250 08/15/2023 | 0.00% |
| PETROLEOS DE VEN P/P 144A 06.0000 11/15/2026 | 0.00% |
| PPL CAPITAL FUNDING INC 03.4000 06/01/2023 | 0.00% |
| REPSOL SA SEDOL 5669354 | 0.00% |
| SES SEDOL B00ZQQ2 | 0.00% |
| STACR 2019-DNA2 M2 02.6183 03/25/2049 | 0.00% |
| STANDARD IND INC P/P 144A 04.7500 01/15/2028 | 0.00% |
| SUBARU CORP SEDOL 6356406 | 0.00% |
| THE SHERWIN-WILLIAMS COMPANY 02.7500 06/01/2022 | 0.00% |
| TIAAC 2003-1A E 144A 08.0000 12/28/2038 | 0.00% |
| TITAN ACQ LTD P/P 144A 07.7500 04/15/2026 | 0.00% |
| TOWNSQUARE MEDIA INC P/P 144A 06.5000 04/01/2023 | 0.00% |
| TRANSDIGM INC 06.5000 05/15/2025 | 0.00% |
| TRANSOCEAN INC 07.5000 04/15/2031 | 0.00% |
| TRONOX INC P/P 144A 06.5000 05/01/2025 | 0.00% |
| TWD/USD 08/19/2020 BANKAM | 0.00% |
| USD/JPY PUT 106.00 20200701 BANKAM | 0.00% |
| ADVANZ PHARMA CORP LTD SEDOL BG0RYR7 | 0.00% |
| BSCMS 06-PW14 X1 IO P/P 144A 00.3057 12/11/2038 | 0.00% |
| BSCMS 2006-PW11 C P/P 144A 05.7751 03/11/2039 | 0.00% |
| CAD/USD 07/15/2020 CITI | 0.00% |
| CAD/USD 07/15/2020 RBSF | 0.00% |
| CAD/USD 07/15/2020 WPAC | 0.00% |
| CALIFORNIA RESOURCES P/P 144A 08.0000 12/15/2022 | 0.00% |
| CGCMT 2006-C5 XC IO P/P 144A 00.5186 10/15/2049 | 0.00% |
| CLEAR CHANNEL OUTDOOR HOLDIN SEDOL BJHVCH9 | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.A.7 2047-01-17 200.0 01/17/2047 GS | 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.7 2047-01-17 500.0 01/17/2047 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 JP | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 BA | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | 0.00% |
| CSFB 2003-C3 AX IO P/P 144A 02.1730 05/15/2038 | 0.00% |
| DKK/USD 06/17/2020 CITI | 0.00% |
| EUR/CHF PUT 1.00 20200615 GSFX | 0.00% |
| EUR/CHF PUT 1.03 20200615 GSFX | 0.00% |
| EUR/USD 06/17/2020 BANKAM | 0.00% |
| FHR 3206 EO PO 00.0000 08/15/2036 | 0.00% |
| FHR 3326 WF 00.0000 10/15/2035 | 0.00% |
| FHR 3391 PO PO 00.0000 04/15/2037 | 0.00% |
| FNR 2006-125 OX PO 00.0000 01/25/2037 | 0.00% |
| FNR 2006-84 OT PO 00.0000 09/25/2036 | 0.00% |
| GBP/USD 06/17/2020 HSBCB | 0.00% |
| GBP/USD 06/17/2020 RBSF | 0.00% |
| GBP/USD 06/17/2020 UBS | 0.00% |
| GBP/USD 06/17/2020 WPAC | 0.00% |
| GNR 2006-36 OD PO 00.0000 07/16/2036 | 0.00% |
| HKD/USD 08/19/2020 BANKAM | 0.00% |
| HKD/USD 08/19/2020 BCAP-FX | 0.00% |
| HKD/USD 08/19/2020 HSBCB | 0.00% |
| HKD/USD 08/19/2020 RBSF | 0.00% |
| HKD/USD 08/19/2020 SSBT | 0.00% |
| HKD/USD 08/19/2020 UBS | 0.00% |
| IHEARTMEDIA INC - CLASS A SEDOL BJVR9Y9 | 0.00% |
| INR/USD 08/19/2020 HSBCB | 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.FN30.650.67 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 00.2890 05/15/2045 | 0.00% |
| JPY/USD 08/19/2020 BANKAM | 0.00% |
| JPY/USD 08/19/2020 BCAP-FX | 0.00% |
| JPY/USD 08/19/2020 CITI | 0.00% |
| JPY/USD 08/19/2020 GSFX | 0.00% |
| JPY/USD 08/19/2020 HSBCB | 0.00% |
| JPY/USD 08/19/2020 JPMCB | 0.00% |
| JPY/USD 08/19/2020 SSBT | 0.00% |
| LBUBS 2005-C7 XCL IO P/P 144A 00.3092 11/15/2040 | 0.00% |
| MEZZ 2006-C4 X IO P/P 144A 06.8170 07/15/2045 | 0.00% |
| MEZZ 2007-C5 X IO P/P 144A 05.8024 12/15/2049 | 0.00% |
| MWO HOLDINGS LLC | 0.00% |
| NOBLE HOLDING INTL LTD USD 07.7500 01/15/2024 | 0.00% |
| NZD/USD 07/15/2020 CSI-FX | 0.00% |
| NZD/USD 07/15/2020 HSBCB | 0.00% |
| NZD/USD 07/15/2020 JPMCB | 0.00% |
| OASIS PETROLEUM INC CV 02.6250 09/15/2023 | 0.00% |
| PRESTIGE BRANDS INC P/P 144A 05.1250 01/15/2028 | 0.00% |
| TERVITA CORP SEDOL BD1DCC4 | 0.00% |
| TEXAS COHLD TCEH ESCROW 11.5000 10/01/2020 | 0.00% |
| TXU TCEH RIGHTS | 0.00% |
| USD/CHF PUT 0.91 20200605 CITI | 0.00% |
| USD/CHF PUT 0.94 20200605 GSFX | 0.00% |
| USD/JPY PUT 102.00 20200701 BANKAM | 0.00% |
| VALARIS PLC USD 07.7500 02/01/2026 | 0.00% |
| VIACOMCBS INC 04.2000 05/19/2032 | 0.00% |
| AUD/USD 07/15/2020 CSI-FX | -0.00% |
| AUD/USD 07/15/2020 JPMCB | -0.00% |
| AUD/USD 07/15/2020 UBS | -0.00% |
| CAD/USD 07/15/2020 CSI-FX | -0.00% |
| CAD/USD 07/15/2020 HSBCB | -0.00% |
| CAD/USD 07/15/2020 JPMCB | -0.00% |
| CAD/USD 07/15/2020 TDBK | -0.00% |
| CAD/USD 07/15/2020 UBS | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 JP | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 BA | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| EUR/GBP CALL 0.95 20200818 BANKAM | -0.00% |
| EUR/USD 06/17/2020 CITI | -0.00% |
| EUR/USD 06/17/2020 GSFX | -0.00% |
| EUR/USD 06/17/2020 WPAC | -0.00% |
| IOS.FN30.500.10 P USL1M R 01/12/41 BC | -0.00% |
| JPY/USD 08/19/2020 UBS | -0.00% |
| JPY/USD 08/19/2020 WPAC | -0.00% |
| MBX.FN30.600.08 P USL1M R 01/12/39 BC | -0.00% |
| MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.00% |
| MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.00% |
| SGD/USD 08/19/2020 JPMCB | -0.00% |
| 0.3245 R ISWP US0003M P 05/05/2022 | -0.00% |
| 0.6925 R ISWP US0003M P 05/29/2030 | -0.00% |
| CHF/USD 06/17/2020 GSFX | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 BA | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 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 GS | -0.00% |
| EUR/GBP CALL 0.94 20200803 UBS | -0.00% |
| EUR/USD 06/17/2020 CSI-FX | -0.00% |
| EUR/USD 06/17/2020 RBSF | -0.00% |
| IOS.FN30.400.11 P USL1M R 01/12/42 JP | -0.00% |
| NZD/USD 07/15/2020 CITI | -0.00% |
| NZD/USD 07/15/2020 GSFX | -0.00% |
| USD/JPY PUT 100.00 20201124 BANKAM | -0.00% |
| USD/JPY PUT 100.00 20201124 GSFX | -0.00% |
| AUD/USD 07/15/2020 SSBT | -0.00% |
| CAD/USD 07/15/2020 BANKAM | -0.00% |
| CHF/USD 06/17/2020 JPMCB | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.A.7 2047-01-17 200.0 01/17/2047 JP | -0.00% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 MS | -0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 ML | -0.00% |
| EUR/USD 06/17/2020 BCAP-FX | -0.00% |
| EUR/USD 06/17/2020 TDBK | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 MS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.00% |
| EUR/USD 06/17/2020 HSBCB | -0.00% |
| EUR/USD 06/17/2020 JPMCB | -0.00% |
| IOS.FN30.400.10 P USL1M R 01/12/41 JP | -0.00% |
| CAD/USD 07/15/2020 SSBT | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 JP | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.01% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.01% |
| GBP/USD 06/17/2020 JPMCB | -0.01% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.01% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 MS | -0.01% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 GS | -0.01% |
| 0.90 R ISWP FWD US0003M P 06/17/2050 | -0.01% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 CG | -0.01% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 JP | -0.01% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 CS | -0.01% |
| EUR/USD 06/17/2020 SSBT | -0.01% |
| EUR/USD 06/17/2020 UBS | -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 | -0.02% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.02% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CG | -0.02% |
| NOK/USD 06/17/2020 JPMCB | -0.02% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.02% |
| CDX CDX.NA.HY.34 500.0 06/20/2025 | -0.03% |
| NOK/USD 06/17/2020 GSFX | -0.03% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CS | -0.03% |
| 0.65 R ISWP FWD US0003M P 06/17/2025 | -0.04% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 JP | -0.04% |
| FNMA FN30 TBA UMBS 03.5000 06/01/2050 | -0.10% |
| RU10INTR P US0003M R 11/25/20 CI | -0.20% |
| FNMA FN30 TBA UMBS 03.0000 06/01/2050 | -0.30% |
| S&P MID 400 EMINI JUN20 FAM0 | -1.04% |
| RU10INTR P US0003M R 11/25/20 CI | -1.56% |
| MSCI EAFE JUN20 MFSM0 | -2.79% |
| GSGLPWDS P US0001M R 12/15/25 GS | -2.92% |
| US 10YR ULTRA FUT SEP20 UXYU0 | -3.27% |
| S&P500 EMINI FUT JUN20 ESM0 | -11.43% |
| US 5YR NOTE (CBT) JUN20 FVM0 | 8.28% |
|---|---|
| GNMA GII30 TBA 03.5000 05/01/2050 | 5.55% |
| US ULTRA BOND CBT JUN20 WNM0 | 4.56% |
| US 10YR NOTE (CBT)JUN20 TYM0 | 3.30% |
| US 2YR NOTE (CBT) JUN20 TUM0 | 3.21% |
| GSGLPWDL R US0001M P 12/15/25 GS | 2.92% |
| FHLMC FR30 ZS4750 UMBS 03.0000 01/01/2048 | 2.75% |
| FNMA FN15 TBA UMBS 03.0000 05/01/2035 | 1.97% |
| APPLE INC SEDOL 2046251 | 1.67% |
| US LONG BOND(CBT) JUN20 USM0 | 1.66% |
| MICROSOFT CORP SEDOL 2588173 | 1.65% |
| CGPUTQL2 R US0003M P 11/25/20 CI | 1.63% |
| AMAZON.COM INC SEDOL 2000019 | 1.61% |
| FNMA FN30 TBA UMBS 04.0000 07/01/2050 | 1.59% |
| E-MINI RUSS 2000 JUN20 RTYM0 | 1.59% |
| FNMA FN30 TBA UMBS 02.5000 05/01/2050 | 1.56% |
| FNMA FN30 TBA UMBS 02.5000 06/01/2050 | 1.56% |
| FNMA FN30 MA3563 UMBS 04.0000 01/01/2049 | 1.45% |
| FNMA FN30 FM1741 UMBS 04.0000 04/01/2049 | 1.39% |
| FNMA FN30 TBA UMBS 06.0000 05/01/2049 | 0.83% |
| ALPHABET INC-CL A SEDOL BYVY8G0 | 0.76% |
| FNMA FN30 TBA UMBS 04.0000 06/01/2050 | 0.70% |
| JPMORGAN CHASE & CO SEDOL 2190385 | 0.67% |
| PROCTER & GAMBLE CO/THE SEDOL 2704407 | 0.62% |
| ADOBE INC SEDOL 2008154 | 0.59% |
| FNMA FN30 MA2737 UMBS 03.0000 09/01/2046 | 0.54% |
| FNMA FN30 BM5024 UMBS 03.0000 11/01/2048 | 0.52% |
| VERIZON COMMUNICATIONS INC SEDOL 2090571 | 0.51% |
| CISCO SYSTEMS INC SEDOL 2198163 | 0.50% |
| JOHNSON & JOHNSON SEDOL 2475833 | 0.49% |
| CITIGROUP INC SEDOL 2297907 | 0.48% |
| FNMA FN30 AL9859 UMBS 03.0000 03/01/2047 | 0.48% |
| QUALCOMM INC SEDOL 2714923 | 0.45% |
| NORTHROP GRUMMAN CORP SEDOL 2648806 | 0.45% |
| MERCK & CO. INC. SEDOL 2778844 | 0.41% |
| TREASURY BILL 00.0000 05/07/2020 | 0.40% |
| AMGEN INC SEDOL 2023607 | 0.37% |
| CHEVRON CORP | 0.37% |
| PEPSICO INC SEDOL 2681511 | 0.35% |
| TREASURY BILL 00.0000 05/21/2020 | 0.33% |
| COCA-COLA CO/THE SEDOL 2206657 | 0.31% |
| INTUIT INC SEDOL 2459020 | 0.31% |
| DANAHER CORP SEDOL 2250870 | 0.30% |
| ALPHABET INC-CL C SEDOL BYY88Y7 | 0.30% |
| TREASURY BILL 00.0000 07/09/2020 | 0.30% |
| COMCAST CORP-CLASS A SEDOL 2044545 | 0.29% |
| WALMART INC SEDOL 2936921 | 0.29% |
| MEDTRONIC PLC SEDOL BTN1Y11 | 0.29% |
| TREASURY BILL 00.0000 09/10/2020 | 0.29% |
| VERIZON COMM 04.3290 09/21/2028 | 0.28% |
| TREASURY BILL 00.0000 06/25/2020 | 0.28% |
| JPMORGAN CHASE & CO 03.9640 11/15/2048 | 0.28% |
| ABBVIE INC P/P 144A 03.2000 11/21/2029 | 0.27% |
| ELI LILLY & CO SEDOL 2516152 | 0.27% |
| JPMORGAN CHASE & CO 03.6250 12/01/2027 | 0.27% |
| AMERICAN ELECTRIC POWER SEDOL 2026242 | 0.26% |
| ORACLE CORP SEDOL 2661568 | 0.26% |
| AMERICAN TOWER CORP SEDOL B7FBFL2 | 0.26% |
| LOCKHEED MARTIN CORP SEDOL 2522096 | 0.26% |
| CITIGROUP INC 03.6680 07/24/2028 | 0.25% |
| MORGAN STANLEY 03.6250 01/20/2027 | 0.25% |
| HONEYWELL INTERNATIONAL INC SEDOL 2020459 | 0.25% |
| EBAY INC SEDOL 2293819 | 0.25% |
| ACTIVISION BLIZZARD INC SEDOL 2575818 | 0.25% |
| CHARTER COMMUNICATIONS INC-A SEDOL BZ6VT82 | 0.24% |
| BANK OF AMERICA CORP 03.2480 10/21/2027 | 0.24% |
| SERVICENOW INC SEDOL B80NXX8 | 0.23% |
| VISA INC-CLASS A SHARES SEDOL B2PZN04 | 0.23% |
| EXELON CORP SEDOL 2670519 | 0.23% |
| TARGET CORP SEDOL 2259101 | 0.23% |
| TAKE-TWO INTERACTIVE SOFTWRE SEDOL 2122117 | 0.22% |
| FNMA FN30 AS7003 UMBS 03.0000 04/01/2046 | 0.22% |
| PAYPAL HOLDINGS INC SEDOL BYW36M8 | 0.22% |
| AT&T INC SEDOL 2831811 | 0.22% |
| FIDELITY NATIONAL INFO SERV SEDOL 2769796 | 0.21% |
| AT&T INC 04.1000 02/15/2028 | 0.21% |
| FACEBOOK INC-CLASS A SEDOL B7TL820 | 0.21% |
| REGENERON PHARMACEUTICALS SEDOL 2730190 | 0.21% |
| GOLDMAN SACHS GROUP INC 03.8500 01/26/2027 | 0.21% |
| DOCUSIGN INC SEDOL BFYT7B7 | 0.20% |
| BANK OF AMERICA CORP SEDOL 2295677 | 0.20% |
| TREASURY BILL 00.0000 08/13/2020 | 0.20% |
| FNMA FN30 BC2733 UMBS 03.0000 05/01/2046 | 0.20% |
| STARBUCKS CORP SEDOL 2842255 | 0.20% |
| CVS HEALTH CORP 04.7800 03/25/2038 | 0.20% |
| UNION PACIFIC CORP SEDOL 2914734 | 0.20% |
| HOME DEPOT INC SEDOL 2434209 | 0.19% |
| ROCHE HOLDING AG-GENUSSCHEIN SEDOL 7110388 | 0.19% |
| ABBOTT LABORATORIES SEDOL 2002305 | 0.19% |
| UBS GROUP AG P/P 144A 03.4910 05/23/2023 | 0.19% |
| UNITEDHEALTH GROUP INC SEDOL 2917766 | 0.19% |
| METLIFE INC SEDOL 2573209 | 0.18% |
| MICROSOFT CORP 02.4000 08/08/2026 | 0.18% |
| BOOKING HOLDINGS INC SEDOL BDRXDB4 | 0.18% |
| PFIZER INC SEDOL 2684703 | 0.18% |
| STACR 2016-DNA2 M3 05.1373 10/25/2028 | 0.18% |
| EDWARDS LIFESCIENCES CORP SEDOL 2567116 | 0.18% |
| GOLDMAN SACHS GROUP INC 02.6000 12/27/2020 | 0.18% |
| APPLE INC 04.2500 02/09/2047 | 0.17% |
| PETROBRAS GLOBAL FINANCE USD 06.2500 03/17/2024 | 0.17% |
| MASTERCARD INC - A SEDOL B121557 | 0.17% |
| SALESFORCE.COM INC 03.7000 04/11/2028 | 0.17% |
| OTIS WORLDWIDE CORP SEDOL BK531S8 | 0.16% |
| NOVARTIS AG-REG SEDOL 7103065 | 0.16% |
| UNITEDHEALTH GROUP INC 03.8500 06/15/2028 | 0.16% |
| ABBVIE INC SEDOL B92SR70 | 0.16% |
| COSTAR GROUP INC SEDOL 2262864 | 0.16% |
| GOLDMAN SACHS GROUP INC SEDOL 2407966 | 0.16% |
| TREASURY BILL 00.0000 08/20/2020 | 0.16% |
| NVIDIA CORP SEDOL 2379504 | 0.15% |
| WASTE MANAGEMENT INC SEDOL 2937667 | 0.15% |
| IHS MARKIT LTD P/P 144A 04.7500 02/15/2025 | 0.15% |
| SALESFORCE.COM INC SEDOL 2310525 | 0.15% |
| VEEVA SYSTEMS INC-CLASS A SEDOL BFH3N85 | 0.15% |
| FHLMC FR30 ZS4703 UMBS 03.0000 02/01/2047 | 0.15% |
| HILTON WORLDWIDE HOLDINGS IN SEDOL BYVMW06 | 0.14% |
| AT&T INC. 03.8000 02/15/2027 | 0.14% |
| CRH PLC SEDOL 4182249 | 0.14% |
| TEXAS INSTRUMENTS INC SEDOL 2885409 | 0.14% |
| AGNC INVESTMENT CORP SEDOL BYYHJL8 | 0.14% |
| FNMA FN30 AS8056 UMBS 03.0000 10/01/2046 | 0.14% |
| XILINX INC SEDOL 2985677 | 0.14% |
| ECOLAB INC 02.7000 11/01/2026 | 0.14% |
| SONY CORP SEDOL 6821506 | 0.14% |
| CROWN CASTLE INTL CORP SEDOL BTGQCX1 | 0.14% |
| NOVARTIS CAPITAL CORP 04.0000 11/20/2045 | 0.14% |
| TELEFONICA EMISIONES SAU USD 04.8950 03/06/2048 | 0.14% |
| ANZ NEW ZEALAND INT P/P 144A 02.8750 01/25/2022 | 0.13% |
| JOHNSON CONTROLS INTERNATION SEDOL BY7QL61 | 0.13% |
| MICROSOFT CORP 03.7000 08/08/2046 | 0.13% |
| FNMA FN30 BJ9256 UMBS 04.0000 06/01/2048 | 0.13% |
| MICROSOFT CORP 01.5500 08/08/2021 | 0.13% |
| MONDELEZ INTERNATIONAL INC-A SEDOL B8CKK03 | 0.13% |
| CIGNA CORP SEDOL BHJ0775 | 0.13% |
| INTERPUBLIC GROUP COS 04.6500 10/01/2028 | 0.13% |
| AMAZON.COM INC 03.1500 08/22/2027 | 0.13% |
| ANNALY CAPITAL MANAGEMENT IN SEDOL 2113456 | 0.13% |
| BIOGEN INC SEDOL 2455965 | 0.13% |
| BRISTOL-MYERS P/P 144A 02.9000 07/26/2024 | 0.13% |
| TREASURY BILL 00.0000 08/06/2020 | 0.13% |
| CUMMINS INC SEDOL 2240202 | 0.12% |
| LONZA GROUP AG-REG SEDOL 7333378 | 0.12% |
| ORACLE CORP 04.0000 11/15/2047 | 0.12% |
| TREASURY BILL 00.0000 07/23/2020 | 0.12% |
| AUTODESK INC SEDOL 2065159 | 0.12% |
| VERTEX PHARMACEUTICALS INC SEDOL 2931034 | 0.12% |
| DANSKE BANK A/S P/P 144A 02.7000 03/02/2022 | 0.12% |
| WELLS FARGO & COMPANY 02.6000 07/22/2020 | 0.12% |
| MCKESSON CORP SEDOL 2378534 | 0.12% |
| NIKE INC -CL B SEDOL 2640147 | 0.12% |
| CAPITAL ONE FINANCIAL CORP SEDOL 2654461 | 0.12% |
| FNMA FN30 AS7154 UMBS 03.0000 05/01/2046 | 0.12% |
| BRISTOL-MYERS SQUIBB CO SEDOL 2126335 | 0.12% |
| BROADCOM CRP / CAYM 03.5000 01/15/2028 | 0.12% |
| MORGAN STANLEY | 0.12% |
| CAS 2016-C02 1M2 06.4873 09/25/2028 | 0.11% |
| EQUINIX INC SEDOL BVLZX12 | 0.11% |
| FAIRFAX FINL HLDGS USD 04.8500 04/17/2028 | 0.11% |
| ASTRAZENECA PLC-SPONS ADR SEDOL 2989044 | 0.11% |
| DNB BANK ASA P/P 144A 02.1500 12/02/2022 | 0.11% |
| IDEXX LABORATORIES INC SEDOL 2459202 | 0.11% |
| DBUBS 2011-LC3A D P/P 144A 05.5124 08/10/2044 | 0.11% |
| ROCHE HOLDINGS INC P/P 144A 04.0000 11/28/2044 | 0.11% |
| COMCAST CORP 03.4500 02/01/2050 | 0.11% |
| BANK OF AMERICA CORP 06.1100 01/29/2037 | 0.11% |
| CHARTER COMM OPT LLC 06.4840 10/23/2045 | 0.11% |
| ENTERPRISE PRODUCTS OPER 04.2500 02/15/2048 | 0.11% |
| TORONTO-DOMINION BANK USD 01.9000 12/01/2022 | 0.11% |
| AIA GROUP LTD SEDOL B4TX8S1 | 0.11% |
| NRG ENERGY INC SEDOL 2212922 | 0.11% |
| NINTENDO CO LTD SEDOL 6639550 | 0.10% |
| PHILLIPS 66 SEDOL B78C4Y8 | 0.10% |
| COMMONWEALTH BK AUST P/P 144A 02.2000 11/09/2020 | 0.10% |
| CAS 2016-C01 1M2 07.2373 08/25/2028 | 0.10% |
| CLOROX COMPANY SEDOL 2204026 | 0.10% |
| KINDER MORGAN INC 03.1500 01/15/2023 | 0.10% |
| S&P GLOBAL INC SEDOL BYV2325 | 0.10% |
| COMMONWEALTH BK AUST P/P 144A 03.1500 09/19/2027 | 0.10% |
| FNMA FN30 TBA UMBS 04.5000 05/01/2050 | 0.10% |
| GENERAL MOTORS FINL CO 04.0000 10/06/2026 | 0.10% |
| MWST 2019-1 A 01.2873 06/25/2052 | 0.10% |
| SPST 2019-3 A 01.6285 06/24/2020 | 0.10% |
| KINDER MORGAN INC SEDOL B3NQ4P8 | 0.10% |
| GNMA GII30 TBA 04.0000 05/01/2050 | 0.10% |
| ORACLE CORP 02.6500 07/15/2026 | 0.10% |
| SHERWIN-WILLIAMS CO/THE SEDOL 2804211 | 0.10% |
| CADENCE DESIGN SYS INC SEDOL 2302232 | 0.10% |
| PULTEGROUP INC SEDOL 2708841 | 0.10% |
| SHELL INTERNATIONAL FIN USD 02.8750 05/10/2026 | 0.10% |
| SPST 2019-7 A 01.6285 09/24/2020 | 0.10% |
| AIR LEASE CORP 03.2500 10/01/2029 | 0.10% |
| GOLDMAN SACHS GROUP INC 04.2230 05/01/2029 | 0.10% |
| HERSHEY CO/THE SEDOL 2422806 | 0.09% |
| SPST 2019-11 A 01.3198 10/24/2020 | 0.09% |
| NESTLE SA-REG SEDOL 7123870 | 0.09% |
| T-MOBILE USA INC P/P 144A 03.7500 04/15/2027 | 0.09% |
| ENERGY TRANSFER OPERATNG 03.7500 05/15/2030 | 0.09% |
| AUST & NZ BANKING GRP NY 02.1250 08/19/2020 | 0.09% |
| AXA SA SEDOL 7088429 | 0.09% |
| FORTINET INC SEDOL B5B2106 | 0.09% |
| KONINKLIJKE AHOLD DELHAIZE N SEDOL BD0Q398 | 0.09% |
| MITSUBISHI UFJ FIN GRP USD 03.5350 07/26/2021 | 0.09% |
| TRANE TECHNOLOGIES PLC SEDOL BK9ZQ96 | 0.09% |
| SPST 2020-2 A 01.3173 03/26/2021 | 0.09% |
| ALLSTATE CORP SEDOL 2019952 | 0.09% |
| AMERICAN TOWER CORP 03.1250 01/15/2027 | 0.09% |
| BPCE SA P/P 144A 04.5000 03/15/2025 | 0.09% |
| SYNOPSYS INC SEDOL 2867719 | 0.09% |
| WFRBS 2011-C2 D P/P 144A 05.8497 02/15/2044 | 0.09% |
| COMCAST CORP 03.9690 11/01/2047 | 0.09% |
| FISERV INC 04.2000 10/01/2028 | 0.09% |
| KDDI CORP SEDOL 6248990 | 0.09% |
| NORTHROP GRUMMAN CORP 03.2500 01/15/2028 | 0.09% |
| VERIZON COMMUNICATIONS 04.4000 11/01/2034 | 0.09% |
| ALLERGAN PLC SEDOL BY9D546 | 0.09% |
| DIAMOND 1 FIN/DIAM P/P 144A 06.0200 06/15/2026 | 0.09% |
| SIRIUS XM RADIO INC P/P 144A 05.0000 08/01/2027 | 0.09% |
| UNITED MEXICAN STATES USD 05.5500 01/21/2045 | 0.09% |
| KERING SEDOL 5505072 | 0.08% |
| WILLIS TOWERS WATSON PLC USD 05.7500 03/15/2021 | 0.08% |
| FNMA FN30 AS8074 UMBS 03.0000 10/01/2046 | 0.08% |
| HOYA CORP SEDOL 6441506 | 0.08% |
| LEIDOS HOLDINGS INC SEDOL BDV82B8 | 0.08% |
| MRAIT 2020-2 A 02.1345 10/22/2020 | 0.08% |
| OMNICOM GP/OMNICOM CAP 03.6000 04/15/2026 | 0.08% |
| SVENSKA HANDELSBANKEN AB USD 01.9500 09/08/2020 | 0.08% |
| CAS 2015-C04 2M2 06.0373 04/25/2028 | 0.08% |
| CITIGROUP INC 02.6500 10/26/2020 | 0.08% |
| MORGAN STANLEY 04.3750 01/22/2047 | 0.08% |
| UNITED RENTALS INC SEDOL 2134781 | 0.08% |
| ANHEUSER-BUSCH CO/IN 03.6500 02/01/2026 | 0.08% |
| DELTA AIR LINES INC SEDOL B1W9D46 | 0.08% |
| EXXON MOBIL CORP SEDOL 2326618 | 0.08% |
| PNC FINANCIAL SERVICES GROUP SEDOL 2692665 | 0.08% |
| REP OF INDONESIA P/P 144A 04.3500 01/08/2027 | 0.08% |
| SUMITOMO MITSUI FINANCIAL GR SEDOL 6563024 | 0.08% |
| ASHTEAD CAPITAL INC P/P 144A 04.3750 08/15/2027 | 0.08% |
| ASTRAZENECA PLC SEDOL 0989529 | 0.08% |
| BANQUE FED CRED MUTU P/P 144A 02.2000 07/20/2020 | 0.08% |
| BAXTER INTERNATIONAL INC SEDOL 2085102 | 0.08% |
| GLOBAL PAYMENTS INC 04.0000 06/01/2023 | 0.08% |
| IVORY COAST REGS 06.1250 06/15/2033 | 0.08% |
| KLA CORP SEDOL 2480138 | 0.08% |
| NATIONAL AUSTRALIA BK/NY 02.1250 05/22/2020 | 0.08% |
| RAYTHEON TECH CORP 04.1250 11/16/2028 | 0.08% |
| REPUBLIC OF INDONESIA REGS 04.7500 01/08/2026 | 0.08% |
| ROYAL DUTCH SHELL PLC-B SHS SEDOL B03MM40 | 0.08% |
| BJ'S WHOLESALE CLUB HOLDINGS SEDOL BFZNZF8 | 0.08% |
| TORONTO-DOMINION BANK USD 03.6250 09/15/2031 | 0.08% |
| WASTE CONNECTIONS INC SEDOL BYVG1F6 | 0.08% |
| ASTELLAS PHARMA INC SEDOL 6985383 | 0.08% |
| DEXCOM INC SEDOL B0796X4 | 0.08% |
| RAYTHEON COMPANY 02.5000 12/15/2022 | 0.08% |
| TREASURY BILL 00.0000 06/11/2020 | 0.08% |
| CONOCOPHILLIPS | 0.08% |
| DOW INC SEDOL BHXCF84 | 0.08% |
| PNC BANK NA 02.0280 12/09/2022 | 0.08% |
| DUKE ENERGY CORP 03.1500 08/15/2027 | 0.08% |
| MERCK & CO INC 03.7000 02/10/2045 | 0.08% |
| NOVO NORDISK A/S-B SEDOL BHC8X90 | 0.08% |
| AMERIPRISE FINANCIAL INC SEDOL B0J7D57 | 0.08% |
| FNMA FN40 BF0171 UMBS 04.0000 01/01/2057 | 0.08% |
| STANDARD IND INC P/P 144A 05.0000 02/15/2027 | 0.08% |
| VALERO ENERGY CORP SEDOL 2041364 | 0.08% |
| ANGLO AMER PLC SEDOL B1XZS82 | 0.08% |
| COMPASS GROUP PLC SEDOL BD6K457 | 0.08% |
| DOW CHEMICAL CO/THE 03.5000 10/01/2024 | 0.08% |
| INTEL CORP SEDOL 2463247 | 0.08% |
| RAYTHEON TECHNOLOGIES CORP SEDOL BM5M5Y3 | 0.08% |
| STARWOOD PROPERTY TRUST INC SEDOL B3PQ520 | 0.08% |
| WESTPAC BANKING CORP USD 02.0000 08/19/2021 | 0.08% |
| ZIMMER BIOMET HOLDINGS INC SEDOL 2783815 | 0.08% |
| AIR PRODUCTS & CHEMICALS INC SEDOL 2011602 | 0.07% |
| ATLASSIAN CORP PLC-CLASS A SEDOL BZ09BD1 | 0.07% |
| CIT GROUP INC. 05.2500 03/07/2025 | 0.07% |
| FIRSTENERGY TRANSMIS P/P 144A 05.4500 07/15/2044 | 0.07% |
| FNMA FN30 BM1172 UMBS 03.0000 03/01/2047 | 0.07% |
| MANUF & TRADERS TRUST CO 02.0500 08/17/2020 | 0.07% |
| NATIONAL AUSTRALIA BK/NY 02.5000 01/12/2021 | 0.07% |
| ASSURED GUARANTY LTD SEDOL B00V7H8 | 0.07% |
| BANK OF NOVA SCOTIA USD 02.3500 10/21/2020 | 0.07% |
| UNITED MEXICAN STATES USD 03.2500 04/16/2030 | 0.07% |
| CIGNA CORP 03.7500 07/15/2023 | 0.07% |
| AMERICAN TOWER CORPORATION 02.7500 01/15/2027 | 0.07% |
| AMGEN INC 02.6000 08/19/2026 | 0.07% |
| BF0101 03.5000 06/01/2056 | 0.07% |
| CAS 2015-C04 1M2 06.1873 04/25/2028 | 0.07% |
| GAMING AND LEISURE PROPERTIE SEDOL BFPK4S5 | 0.07% |
| PUBLIC SERVICE ENTERPRISE GP SEDOL 2707677 | 0.07% |
| BANK OF AMERICA CORP 02.4960 02/13/2031 | 0.07% |
| BIOGEN INC 03.6250 09/15/2022 | 0.07% |
| DEUTSCHE BOERSE AG SEDOL 7021963 | 0.07% |
| LNSTR 2015-3 B P/P 144A 03.2802 04/20/2048 | 0.07% |
| MICROCHIP TECH INC 04.3330 06/01/2023 | 0.07% |
| BP CAPITAL MARKETS PLC USD 03.2790 09/19/2027 | 0.07% |
| CF INDUSTRIES INC P/P 144A 04.5000 12/01/2026 | 0.07% |
| GSMS 2014-GC22 C 04.8469 06/10/2047 | 0.07% |
| PRUDENTIAL PLC SEDOL 0709954 | 0.07% |
| UNITED MEXICAN STATES USD 04.5000 04/22/2029 | 0.07% |
| BOSTON PROPERTIES INC SEDOL 2019479 | 0.07% |
| EVERGY INC SEDOL BFMXGR0 | 0.07% |
| FIDELITY NATL INFO SERV 03.7500 05/21/2029 | 0.07% |
| FNMA FN30 BC1155 UMBS 03.0000 06/01/2046 | 0.07% |
| SOUTHWEST AIRLINES CO SEDOL 2831543 | 0.07% |
| ALIBABA GROUP HOLDING-SP ADR SEDOL BP41ZD1 | 0.07% |
| CHIPOTLE MEXICAN GRILL INC SEDOL B0X7DZ3 | 0.07% |
| EOG RESOURCES INC 02.6250 03/15/2023 | 0.07% |
| PETROLEOS MEXICANOS P/P 144A 06.8400 01/23/2030 | 0.07% |
| SAUDI INTL BOND P/P 144A 02.9000 10/22/2025 | 0.07% |
| SEATTLE GENETICS INC SEDOL 2738127 | 0.07% |
| WESTROCK MWV LLC 08.2000 01/15/2030 | 0.07% |
| CAS 2016-C04 1M2 04.7373 01/25/2029 | 0.06% |
| COMM 2010-C1 D P/P 144A 06.1149 07/10/2046 | 0.06% |
| DUKE ENERGY CORP 04.2000 06/15/2049 | 0.06% |
| ENERGY TRANSFER OPERATNG 06.6250 02/15/2028 | 0.06% |
| IBM CORP 01.8750 08/01/2022 | 0.06% |
| WFRBS 2013-C18 AS 04.3870 12/15/2046 | 0.06% |
| DROPBOX INC-CLASS A SEDOL BG0T321 | 0.06% |
| LAM RESEARCH CORP SEDOL 2502247 | 0.06% |
| ONCOR ELECTRIC DELIV 03.7500 04/01/2045 | 0.06% |
| ORACLE CORP 02.5000 05/15/2022 | 0.06% |
| TREASURY BILL 00.0000 09/03/2020 | 0.06% |
| ALLIANZ SE-REG SEDOL 5231485 | 0.06% |
| DUKE ENERGY OHIO INC 03.6500 02/01/2029 | 0.06% |
| LULULEMON ATHLETICA INC SEDOL B23FN39 | 0.06% |
| VERIZON COMMUNICATIONS 05.2500 03/16/2037 | 0.06% |
| CHARTER COMM OPT LLC/CAP 04.8000 03/01/2050 | 0.06% |
| HILTON WORLDWIDE FIN LLC 04.8750 04/01/2027 | 0.06% |
| RINGCENTRAL INC-CLASS A SEDOL BDZCRX3 | 0.06% |
| SBA COMMUNICATIONS CORP SEDOL BZ6TS23 | 0.06% |
| VIACOMCBS INC 04.2000 06/01/2029 | 0.06% |
| AMERICAN ELECTRIC POWER 04.3000 12/01/2028 | 0.06% |
| AMGEN INC 04.6630 06/15/2051 | 0.06% |
| AT&T INC 04.7500 05/15/2046 | 0.06% |
| NORDEA BANK ABP P/P 144A 02.2500 05/27/2021 | 0.06% |
| CSAIL 2015-C1 C 04.4121 04/15/2050 | 0.06% |
| REGIONS FINANCIAL CORP 02.7500 08/14/2022 | 0.06% |
| SYNCHRONY FINANCIAL SEDOL BP96PS6 | 0.06% |
| SYSCO CORP SEDOL 2868165 | 0.06% |
| UBS GROUP AG P/P 144A 03.0000 04/15/2021 | 0.06% |
| BANK OF MONTREAL USD 03.1000 04/13/2021 | 0.06% |
| EATON CORP PLC SEDOL B8KQN82 | 0.06% |
| L OREAL SEDOL 4057808 | 0.06% |
| NRG ENERGY INC P/P 144A 04.4500 06/15/2029 | 0.06% |
| TREASURY BILL 00.0000 06/18/2020 | 0.06% |
| UNITEDHEALTH GROUP INC 03.9500 10/15/2042 | 0.06% |
| CITIGROUP INC 03.8870 01/10/2028 | 0.06% |
| ZOETIS INC 03.9000 08/20/2028 | 0.06% |
| ABN AMRO BANK NV P/P 144A 02.4500 06/04/2020 | 0.06% |
| AVERY DENNISON CORP SEDOL 2066408 | 0.06% |
| BRISTOL-MYERS P/P 144A 03.2500 08/15/2022 | 0.06% |
| CROWN CASTLE INTL CORP 03.6500 09/01/2027 | 0.06% |
| DEUTSCHE TELEKOM AG-REG SEDOL 5842359 | 0.06% |
| ROPER TECHNOLOGIES INC SEDOL 2749602 | 0.06% |
| SCHWAB (CHARLES) CORP SEDOL 2779397 | 0.06% |
| UBS GROUP AG REGS 06.8750 12/29/2049 | 0.06% |
| AMETEK INC SEDOL 2089212 | 0.06% |
| BMW US CAPITAL LLC P/P 144A 02.0000 04/11/2021 | 0.06% |
| DEUTSCHE POST AG-REG SEDOL 4617859 | 0.06% |
| GOOGLE INC 03.3750 02/25/2024 | 0.06% |
| HUNTINGTON BANCSHARES 04.3500 02/04/2023 | 0.06% |
| PFIZER INC 03.0000 12/15/2026 | 0.06% |
| TPAT 2018-SL1 A P/P 144A 02.2268 01/25/2046 | 0.06% |
| UNILEVER NV SEDOL B1527V7 | 0.06% |
| ABBVIE INC 02.5000 05/14/2020 | 0.06% |
| AMEREN CORPORATION SEDOL 2050832 | 0.06% |
| APOLLO GLOBAL MANAGEMENT INC SEDOL BKRLVD5 | 0.06% |
| DEERE & COMPANY 02.6000 06/08/2022 | 0.06% |
| ENTERGY CORP SEDOL 2317087 | 0.06% |
| FIRSTENERGY CORP 04.8500 07/15/2047 | 0.06% |
| GSMS 2011-GC3 D P/P 144A 05.8240 03/10/2044 | 0.06% |
| LINDE PLC SEDOL BZ12WP8 | 0.06% |
| RADIAN GROUP INC SEDOL 2173911 | 0.06% |
| DOMINICAN REPUBLIC REGS 05.9500 01/25/2027 | 0.05% |
| DUPONT DE NEMOURS INC SEDOL BK0VN47 | 0.05% |
| ENEL SPA SEDOL 7144569 | 0.05% |
| FREEPORT-MCMORAN INC SEDOL 2352118 | 0.05% |
| HERMES INTERNATIONAL SEDOL 5253973 | 0.05% |
| MET LIFE GLOB P/P 144A 01.9500 01/13/2023 | 0.05% |
| VISTRA ENERGY CORP SEDOL BZ8VJQ8 | 0.05% |
| CISCO SYSTEMS INC 02.5000 09/20/2026 | 0.05% |
| CREDIT SUISSE NEW YORK 02.8000 04/08/2022 | 0.05% |
| EQUINOR ASA USD 02.9000 11/08/2020 | 0.05% |
| HYATT HOTELS CORP 04.8500 03/15/2026 | 0.05% |
| THERMO FISHER SCIENTIFIC INC SEDOL 2886907 | 0.05% |
| ALLERGAN FUNDING SCS USD 03.8000 03/15/2025 | 0.05% |
| ARAMARK SEDOL BH3XG17 | 0.05% |
| BRDCOM CRP / FIN 03.8750 01/15/2027 | 0.05% |
| COCA-COLA HBC AG-DI SEDOL B9895B7 | 0.05% |
| DIGITAL REALTY TRUST LP 04.4500 07/15/2028 | 0.05% |
| ESSEX PROPERTY TRUST INC SEDOL 2316619 | 0.05% |
| FEDERATIVE REP OF BRAZIL USD 04.2500 01/07/2025 | 0.05% |
| FORTUNE BRANDS HOME & SECURI SEDOL B3MC7D6 | 0.05% |
| LIVE NATION ENTERTAINMENT IN SEDOL B0T7YX2 | 0.05% |
| NUTRIEN LTD USD 04.1250 03/15/2035 | 0.05% |
| STATE STREET CORP SEDOL 2842040 | 0.05% |
| UNITEDHEALTH GROUP INC 02.7500 02/15/2023 | 0.05% |
| AMAZON.COM INC. 02.5000 11/29/2022 | 0.05% |
| APPLE INC 03.8500 05/04/2043 | 0.05% |
| CHENIERE CORP CHRIST 05.1250 06/30/2027 | 0.05% |
| L3HARRIS TECH INC P/P 144A 03.8500 12/15/2026 | 0.05% |
| ALPHABET INC 01.9980 08/15/2026 | 0.05% |
| BANK OF AMERICA CORP 03.4990 05/17/2022 | 0.05% |
| CAS 2020-R01 1M2 02.5373 01/25/2040 | 0.05% |
| DISCOVER FINANCIAL SERVICES SEDOL B1YLC43 | 0.05% |
| GSMS 2010-C1 D P/P 144A 06.1690 08/10/2043 | 0.05% |
| HOLOGIC INC SEDOL 2433530 | 0.05% |
| KEURIG DR PEPPER INC 04.5970 05/25/2028 | 0.05% |
| RIO TINTO PLC SEDOL 0718875 | 0.05% |
| SANDVIK AB SEDOL B1VQ252 | 0.05% |
| SWISS RE TREAS P/P 144A 04.2500 12/06/2042 | 0.05% |
| UBS AG LONDON P/P 144A 02.2000 06/08/2020 | 0.05% |
| US BANCORP 02.6250 01/24/2022 | 0.05% |
| CAS 2016-C03 2M2 06.3873 10/25/2028 | 0.05% |
| ENTERPRISE PRODUCTS PARTNERS SEDOL 2285388 | 0.05% |
| JOHNSON CONTROLS INTL PL 04.5000 02/15/2047 | 0.05% |
| NETFLIX INC SEDOL 2857817 | 0.05% |
| OCCIDENTAL PETROLEUM COR 04.4000 04/15/2046 | 0.05% |
| APTIV PLC SEDOL B783TY6 | 0.05% |
| COMCAST CORP 02.3500 01/15/2027 | 0.05% |
| AMERICAN EXPRESS COMPANY 02.6500 12/02/2022 | 0.05% |
| BP PLC SEDOL 0798059 | 0.05% |
| CWALT 2006-OA10 4A1 00.6773 08/25/2046 | 0.05% |
| ENBRIDGE INC USD 04.5000 06/10/2044 | 0.05% |
| ESSITY AKTIEBOLAG-B SEDOL BF1K7P7 | 0.05% |
| ITOCHU CORP SEDOL 6467803 | 0.05% |
| KINDER MORGAN ENER PART 03.5000 03/01/2021 | 0.05% |
| LONDON STOCK EXCHANGE GROUP SEDOL B0SWJX3 | 0.05% |
| ORACLE CORP 02.5000 10/15/2022 | 0.05% |
| PARTNERS GROUP HOLDING AG SEDOL B119QG0 | 0.05% |
| ROYAL BANK OF CANADA USD 04.6500 01/27/2026 | 0.05% |
| TCI COMMUNICATIONS INC 07.1250 02/15/2028 | 0.05% |
| VERISK ANALYTICS INC SEDOL B4P9W92 | 0.05% |
| ALBEMARLE CORP SEDOL 2046853 | 0.05% |
| CITIGROUP INC 04.5000 01/14/2022 | 0.05% |
| COOPER COS INC/THE SEDOL 2222631 | 0.05% |
| CROWN CASTLE INTL CORP 03.7000 06/15/2026 | 0.05% |
| HOME DEPOT INC 02.6250 06/01/2022 | 0.05% |
| INDUSTRIA DE DISENO TEXTIL SEDOL BP9DL90 | 0.05% |
| ORACLE CORP 01.9000 09/15/2021 | 0.05% |
| SHERWIN-WILLIAMS CO 03.4500 06/01/2027 | 0.05% |
| WOLTERS KLUWER SEDOL 5671519 | 0.05% |
| AES CORP SEDOL 2002479 | 0.04% |
| AT&T INC 02.9500 07/15/2026 | 0.04% |
| FIFTH THIRD BANCORP SEDOL 2336747 | 0.04% |
| JOHNSON CONTROLS INTL PL 04.9500 07/02/2064 | 0.04% |
| MBX.FN30.500.10 R USL1M P 01/12/41 BC | 0.04% |
| METLIFE CAP TRST IV P/P 144A 07.8750 12/15/2037 | 0.04% |
| ROGERS COMMUNICATIONS IN USD 04.5000 03/15/2043 | 0.04% |
| WALT DISNEY COMPANY 07.7500 12/01/2045 | 0.04% |
| AMERICAN INTERNATIONAL GROUP SEDOL 2027342 | 0.04% |
| ANHEUSER-BUSCH INBEV WOR 04.7500 01/23/2029 | 0.04% |
| AVALONBAY COMMUNITIES INC SEDOL 2131179 | 0.04% |
| BOOZ ALLEN HAMILTON HOLDINGS SEDOL B5367T7 | 0.04% |
| BP CAP MARKETS AMERICA 03.1190 05/04/2026 | 0.04% |
| CISCO SYSTEMS INC 05.9000 02/15/2039 | 0.04% |
| GLENCORE FUNDING LLC P/P 144A 04.0000 04/16/2025 | 0.04% |
| INTL FLAVOR & FRAGRANCES 04.4500 09/26/2028 | 0.04% |
| LAMB WESTON HOLDINGS P/P 144A 04.8750 11/01/2026 | 0.04% |
| MITSUBISHI UFJ FIN GRP USD 03.8500 03/01/2026 | 0.04% |
| SHIONOGI & CO LTD SEDOL 6804682 | 0.04% |
| TESLA INC SEDOL B616C79 | 0.04% |
| TREASURY BILL 00.0000 06/04/2020 | 0.04% |
| UBS GROUP AG P/P 144A 04.1250 04/15/2026 | 0.04% |
| WELLS FARGO & CO SEDOL 2649100 | 0.04% |
| WESFARMERS LTD SEDOL 6948836 | 0.04% |
| APPLE INC 04.3750 05/13/2045 | 0.04% |
| BRISTOL-MYERS P/P 144A 02.2500 08/15/2021 | 0.04% |
| CIGNA CORP P/P 144A 03.9000 02/15/2022 | 0.04% |
| DANAHER CORP 04.7500 CUM CV PFD | 0.04% |
| DOVER CORP SEDOL 2278407 | 0.04% |
| FERGUSON PLC SEDOL BJVNSS4 | 0.04% |
| GEORGIA-PACIFIC LLC P/P 144A 02.1000 04/30/2027 | 0.04% |
| HITACHI LTD SEDOL 6429104 | 0.04% |
| KEURIG DR PEPPER INC 04.4170 05/25/2025 | 0.04% |
| MET LIFE GLOB P/P 144A 02.4000 06/17/2022 | 0.04% |
| PINNACLE WEST CAPITAL SEDOL 2048804 | 0.04% |
| TOTAL SA SEDOL B15C557 | 0.04% |
| WASTE CONNECTIONS INC 03.5000 05/01/2029 | 0.04% |
| AIG GLOBAL FUNDING P/P 144A 02.1500 07/02/2020 | 0.04% |
| DAIKIN INDUSTRIES LTD SEDOL 6250724 | 0.04% |
| ESTEE LAUDER COMPANIES-CL A SEDOL 2320524 | 0.04% |
| FEDERATIVE REP OF BRAZIL USD 04.6250 01/13/2028 | 0.04% |
| GLENCORE FUNDING LLC P/P 144A 04.6250 04/29/2024 | 0.04% |
| HOME DEPOT INC 05.9500 04/01/2041 | 0.04% |
| JPMCC 2012-C6 E P/P 144A 05.3286 05/15/2045 | 0.04% |
| LEGAL & GENERAL GROUP PLC SEDOL 0560399 | 0.04% |
| LLOYDS BANKING GROUP PLC USD 04.5000 11/04/2024 | 0.04% |
| PETROBRAS GLOBAL FINANCE USD 06.1250 01/17/2022 | 0.04% |
| REPUBLIC SERVICES INC SEDOL 2262530 | 0.04% |
| WEST PHARMACEUTICAL SERVICES SEDOL 2950482 | 0.04% |
| CROWN CASTLE INTL CORP 03.8000 02/15/2028 | 0.04% |
| ENERGY TRANSFER OPERA 05.8750 01/15/2024 | 0.04% |
| MOLSON COORS BEVERAGE CO - B SEDOL B067BM3 | 0.04% |
| NATIONAL AUSTRALIA BK/NY 02.8000 01/10/2022 | 0.04% |
| SANTANDER UK GROUP H P/P 144A 04.7500 09/15/2025 | 0.04% |
| SECOM CO LTD SEDOL 6791591 | 0.04% |
| BANCO SANTANDER SA USD 05.1790 11/19/2025 | 0.04% |
| BMW US CAPITAL LLC P/P 144A 03.9500 08/14/2028 | 0.04% |
| CARLSBERG AS-B SEDOL 4169219 | 0.04% |
| CENTERPOINT ENERGY INC SEDOL 2440637 | 0.04% |
| CF INDUSTRIES HOLDINGS INC SEDOL B0G4K50 | 0.04% |
| CSX CORP 04.1000 03/15/2044 | 0.04% |
| CVS HEALTH CORP 03.7000 03/09/2023 | 0.04% |
| DASSAULT SYSTEMES SA SEDOL 5330047 | 0.04% |
| DOLLAR GENERAL CORP 03.2500 04/15/2023 | 0.04% |
| DUKE REALTY CORP SEDOL 2284084 | 0.04% |
| EQUITY RESIDENTIAL TR REIT | 0.04% |
| GILEAD SCIENCES INC SEDOL 2369174 | 0.04% |
| IMPERIAL BRANDS PLC SEDOL 0454492 | 0.04% |
| INTERNATIONAL PAPER CO 03.0000 02/15/2027 | 0.04% |
| L3HARRIS TECH INC 04.4000 06/15/2028 | 0.04% |
| MGM RESORTS INTERNATIONAL SEDOL 2547419 | 0.04% |
| MONDELEZ INT HOLD NE P/P 144A 02.1250 09/19/2022 | 0.04% |
| SPRINT CORP 07.8750 09/15/2023 | 0.04% |
| T-MOBILE USA INC P/P 144A 03.8750 04/15/2030 | 0.04% |
| TELEDYNE TECHNOLOGIES INC SEDOL 2503477 | 0.04% |
| WH GROUP LTD SEDOL BLLHKZ1 | 0.04% |
| ALIMENTATION COUCHE-TARD 3.550000 07/26/2027 | 0.04% |
| ANHEUSER-BUSCH INBEV WOR 05.5500 01/23/2049 | 0.04% |
| BNP PARIBAS SEDOL 7309681 | 0.04% |
| CAS 2016-C01 2M2 07.4373 08/25/2028 | 0.04% |
| CITIGROUP INC 04.4500 09/29/2027 | 0.04% |
| ENBRIDGE INC USD 04.2500 12/01/2026 | 0.04% |
| GENERAL MOTORS CO SEDOL B665KZ5 | 0.04% |
| INVITATION HOMES INC SEDOL BD81GW9 | 0.04% |
| LBMLT 2004-1 A2 01.2873 02/25/2034 | 0.04% |
| MARSH & MCLENNAN COS INC 04.9000 03/15/2049 | 0.04% |
| ORACLE CORP 05.3750 07/15/2040 | 0.04% |
| SCHNEIDER ELECTRIC SE SEDOL 4834108 | 0.04% |
| TRK 2019-1 A1 04.3356 03/25/2022 | 0.04% |
| ADIDAS AG SEDOL 4031976 | 0.04% |
| CBRE GROUP INC - A SEDOL B6WVMH3 | 0.04% |
| CCO HOLDINGS LLC P/P 144A 05.3750 06/01/2029 | 0.04% |
| EASTMAN CHEMICAL CO SEDOL 2298386 | 0.04% |
| EDENRED SEDOL B62G1B5 | 0.04% |
| FHLMC FR30 ZS9547 UMBS 04.0000 09/01/2045 | 0.04% |
| JPMORGAN CHASE & CO 04.6000 02/01/2025 | 0.04% |
| MACQUARIE BANK LTD P/P 144A 02.8500 07/29/2020 | 0.04% |
| REPUBLIC OF SENEGAL REGS 06.2500 05/23/2033 | 0.04% |
| S&P GLOBAL INC 04.4000 02/15/2026 | 0.04% |
| SHIN-ETSU CHEMICAL CO LTD SEDOL 6804585 | 0.04% |
| STACR 2016-DNA1 M3 06.0373 07/25/2028 | 0.04% |
| UNITED AIRLINES HOLDINGS INC SEDOL B4QG225 | 0.04% |
| VISTRA OPERATION P/P 144A 03.5500 07/15/2024 | 0.04% |
| AES CORP/THE 05.5000 04/15/2025 | 0.04% |
| BMIR 2019-4A M1C P/P 144A 02.9873 10/25/2029 | 0.04% |
| CISCO SYSTEMS INC 02.2000 02/28/2021 | 0.04% |
| ERAC USA FINANCE LLC P/P 144A 05.6250 03/15/2042 | 0.04% |
| EXXON MOBIL CORPORATION 02.2220 03/01/2021 | 0.04% |
| FIDELITY NATIONAL INFORM 04.2500 05/15/2028 | 0.04% |
| GARMIN LTD SEDOL B3Z5T14 | 0.04% |
| KONINKLIJKE DSM NV SEDOL B0HZL93 | 0.04% |
| MARSH & MCLENNAN COS INC 04.3750 03/15/2029 | 0.04% |
| NRG P/P 144A 03.7500 06/15/2024 | 0.04% |
| SPST 2019-WL1 A 01.1373 08/25/2052 | 0.04% |
| WAMU 2005-AR12 1A8 03.8589 10/25/2035 | 0.04% |
| WFRBS 2012-C8 AS 03.6600 08/15/2045 | 0.04% |
| BANCO BILBAO VIZCAYA ARGENTA SEDOL 5501906 | 0.04% |
| CK ASSET HOLDINGS LTD SEDOL BYZQ077 | 0.04% |
| COVESTRO AG SEDOL BYTBWY9 | 0.04% |
| ERAC USA FINANCE LLC P/P 144A 04.5000 02/15/2045 | 0.04% |
| ERAC USA FINANCE LLC P/P 144A 07.0000 10/15/2037 | 0.04% |
| FAIR ISAAC CORP SEDOL 2330299 | 0.04% |
| ING BANK NV P/P 144A 05.8000 09/25/2023 | 0.04% |
| REPUBLIC OF COLOMBIA USD 03.8750 04/25/2027 | 0.04% |
| ALPHABET INC 03.6250 05/19/2021 | 0.04% |
| CITIGROUP INC 04.6000 03/09/2026 | 0.04% |
| FHMS K099 X1 IO 01.0058 09/25/2029 | 0.04% |
| FIVE CORNERS FUNDING P/P 144A 04.4190 11/15/2023 | 0.04% |
| JPMBB 2013-C12 C 04.2365 07/15/2045 | 0.04% |
| KERRY GROUP PLC-A SEDOL 4519579 | 0.04% |
| NEXI SPA SEDOL BJ1F880 | 0.04% |
| NXP SEMICONDUCTORS NV SEDOL B505PN7 | 0.04% |
| PEUGEOT SA SEDOL 7103526 | 0.04% |
| SAMSUNG ELECTRONICS-PREF SEDOL 6773812 | 0.04% |
| TRUIST BANK 02.6360 09/17/2029 | 0.04% |
| AVIVA PLC SEDOL 0216238 | 0.03% |
| CFCRE 2011-C2 E P/P 144A 05.9304 12/15/2047 | 0.03% |
| CHARTER COMM OPT LLC 04.9080 07/23/2025 | 0.03% |
| COX COMM INC P/P 144A 03.5000 08/15/2027 | 0.03% |
| EVERBRIDGE INC SEDOL BYY5ZB4 | 0.03% |
| FISERV INC 03.5000 07/01/2029 | 0.03% |
| LINCOLN NATIONAL CORP SEDOL 2516378 | 0.03% |
| PFIZER INC 01.9500 06/03/2021 | 0.03% |
| SIG COMBIBLOC GROUP AG SEDOL BD5GN60 | 0.03% |
| SKANDINAVISKA ENSKILDA BAN-A SEDOL 4813345 | 0.03% |
| TRANSCANADA TRUST USD 05.3000 03/15/2077 | 0.03% |
| VISTRA OPERATION P/P 144A 04.3000 07/15/2029 | 0.03% |
| WFCM 2013-LC12 D P/P 144A 04.4120 07/15/2046 | 0.03% |
| AMERICAN TOWER CORP 02.9000 01/15/2030 | 0.03% |
| APTARGROUP INC SEDOL 2045247 | 0.03% |
| BERRY GLOBAL GROUP INC SEDOL B8BR3H3 | 0.03% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | 0.03% |
| COMCAST CORP 04.0490 11/01/2052 | 0.03% |
| CWALT 2006-OA7 1A2 02.8105 06/25/2046 | 0.03% |
| EQUINIX INC 03.2000 11/18/2029 | 0.03% |
| MORGAN STANLEY 05.5000 07/28/2021 | 0.03% |
| NIPPON TELEGRAPH & TELEPHONE SEDOL 6641373 | 0.03% |
| NSTAR ELECTRIC CO 02.3750 10/15/2022 | 0.03% |
| OSHKOSH CORP 04.6000 05/15/2028 | 0.03% |
| PERNOD RICARD SA SEDOL 4682329 | 0.03% |
| AIR LEASE CORP 04.6250 10/01/2028 | 0.03% |
| AKZO NOBEL N.V. SEDOL BJ2KSG2 | 0.03% |
| AVALARA INC SEDOL BZ1NVP4 | 0.03% |
| BRISTOL-MYERS P/P 144A 03.4000 07/26/2029 | 0.03% |
| CANTOR FITZGERALD LP P/P 144A 06.5000 06/17/2022 | 0.03% |
| CAS 2017-C01 1M2 04.0373 07/25/2029 | 0.03% |
| COMM 2013-CR13 AM 04.4490 11/10/2046 | 0.03% |
| CWALT 2005-59 1A1 01.0028 11/20/2035 | 0.03% |
| DENTSPLY SIRONA INC SEDOL BYNPPC6 | 0.03% |
| DNB NOR ASA SEDOL 4263304 | 0.03% |
| ENERGY TRANSFER OPERATNG 05.2000 02/01/2022 | 0.03% |
| MSBAM 2012-C5 E P/P 144A 04.8324 08/15/2045 | 0.03% |
| SAMI 2007-AR7 1A1 01.3373 05/25/2047 | 0.03% |
| T-MOBILE USA INC 06.3750 03/01/2025 | 0.03% |
| VIACOMCBS INC 04.6000 01/15/2045 | 0.03% |
| VOLKSWAGEN AG PFD SEDOL 5497168 | 0.03% |
| WFCM 2013-LC12 C 04.4120 07/15/2046 | 0.03% |
| WFRBS 2011-C5 D P/P 144A 05.8446 11/15/2044 | 0.03% |
| ALLISON TRANSMISSION HOLDING SEDOL B4PZ892 | 0.03% |
| ALLY FINANCIAL INC SEDOL B72XK05 | 0.03% |
| BANK OF NOVA SCOTIA USD 02.0000 11/15/2022 | 0.03% |
| BRITISH AMERICAN TOBACCO PLC SEDOL 0287580 | 0.03% |
| CDX CDX.NA.IG.34 100.0 06/20/2025 | 0.03% |
| CITIGROUP INC 04.7500 05/18/2046 | 0.03% |
| CREDIT SUISSE GRP AG P/P 144A 03.8690 01/12/2029 | 0.03% |
| DOMINICAN REPUBLIC REGS 06.8750 01/29/2026 | 0.03% |
| NUTRIEN LTD. USD 04.2000 04/01/2029 | 0.03% |
| ORSTED A/S SEDOL BYT16L4 | 0.03% |
| SEVEN & I HOLDINGS CO LTD SEDOL B0FS5D6 | 0.03% |
| SPECTRA ENERGY PARTNERS 03.3750 10/15/2026 | 0.03% |
| TARGA RESOURCES PART 05.0000 01/15/2028 | 0.03% |
| VINCI SA SEDOL B1XH026 | 0.03% |
| AHM 2007-1 GA1C 00.6773 05/25/2047 | 0.03% |
| BANK OF AMERICA CORP 06.1000 12/29/2049 | 0.03% |
| CHS/COMMUNITY HEALTH SYS 06.2500 03/31/2023 | 0.03% |
| COMM 2013-CR11 C P/P 144A 05.2857 08/10/2050 | 0.03% |
| COMPUGROUP MEDICAL SE SEDOL 5094536 | 0.03% |
| HILL-ROM HOLDINGS INC SEDOL 2425924 | 0.03% |
| LLOYDS BANKING GROUP PLC USD 04.6500 03/24/2026 | 0.03% |
| NETWORK INTERNATIONAL HOLDIN SEDOL BH3VJ78 | 0.03% |
| ORIX CORP SEDOL 6661144 | 0.03% |
| PENSKE TRUCK LEASING P/P 144A 03.9000 02/01/2024 | 0.03% |
| REPUBLIC OF KAZAKHSTAN REGS 05.1250 07/21/2025 | 0.03% |
| SSE PLC SEDOL 0790873 | 0.03% |
| TRANSDIGM GROUP INC SEDOL B11FJK3 | 0.03% |
| VEREIT INC SEDOL BYVVTJ1 | 0.03% |
| VODAFONE GROUP PLC SEDOL BH4HKS3 | 0.03% |
| WALGREENS BOOTS ALLIANCE INC SEDOL BTN1Y44 | 0.03% |
| WOOLWORTHS GROUP LTD SEDOL 6981239 | 0.03% |
| AXA SA P/P 144A 06.3790 12/29/2049 | 0.03% |
| BARRY CALLEBAUT AG-REG SEDOL 5476929 | 0.03% |
| COMCAST CORP 03.9990 11/01/2049 | 0.03% |
| CROWN HOLDINGS INC | 0.03% |
| GLAXOSMITHKLINE PLC SEDOL 0925288 | 0.03% |
| HEICO CORP SEDOL 2419217 | 0.03% |
| HONEYWELL INTL 03.8120 11/21/2047 | 0.03% |
| LINDE PLC SEDOL BYWD9S5 | 0.03% |
| NEUBERGER BERMAN GRP P/P 144A 04.8750 04/15/2045 | 0.03% |
| PPL CAPITAL FUNDING INC 04.2000 06/15/2022 | 0.03% |
| PUBLIC SERVICE ELECTRIC 05.5000 03/01/2040 | 0.03% |
| VORNADO REALTY TRUST SEDOL 2933632 | 0.03% |
| APPLE INC 02.8500 05/06/2021 | 0.03% |
| APPLE INC 03.4500 05/06/2024 | 0.03% |
| ASSOCIATED BRITISH FOODS PLC SEDOL 0673123 | 0.03% |
| CGCMT 2014-GC21 AS 04.0260 05/10/2047 | 0.03% |
| FIRSTENERGY CORP 03.9000 07/15/2027 | 0.03% |
| GNR 2016-H16 EI IO 02.4040 06/20/2066 | 0.03% |
| NTT DOCOMO INC SEDOL 6129277 | 0.03% |
| STACR 2017-DNA2 M1 01.6873 10/25/2029 | 0.03% |
| SUN COMMUNITIES INC SEDOL 2860257 | 0.03% |
| TOKYO ELECTRON LTD SEDOL 6895675 | 0.03% |
| WFRBS 2011-C3 D P/P 144A 05.8523 03/15/2044 | 0.03% |
| AMERICAN INTL GROUP 08.1750 05/15/2058 | 0.03% |
| CAS 2015-C03 2M2 05.4873 07/25/2025 | 0.03% |
| CHINA MOBILE LTD SEDOL 6073556 | 0.03% |
| CITIGROUP INC 02.9000 12/08/2021 | 0.03% |
| CMLTI 2005-2 1A2A 04.3008 05/25/2035 | 0.03% |
| COMMONWEALTH EDISON CO 05.9000 03/15/2036 | 0.03% |
| CSC HOLDINGS LLC P/P 144A 07.5000 04/01/2028 | 0.03% |
| DH EUROPE FINANCE II USD 03.4000 11/15/2049 | 0.03% |
| DISH DBS CORP 05.8750 11/15/2024 | 0.03% |
| GOLDMAN SACHS GROUP INC 02.6000 02/07/2030 | 0.03% |
| GSMS 2011-GC3 C P/P 144A 05.8240 03/10/2044 | 0.03% |
| KEYCORP SEDOL 2490911 | 0.03% |
| LMAT 2019-GS7 A1 03.2500 11/25/2059 | 0.03% |
| MSBAM 2014-C14 C 05.1116 02/15/2047 | 0.03% |
| MSBAM 2014-C17 C 04.6566 08/15/2047 | 0.03% |
| NIPPON PROLOGIS REIT INC SEDOL B98BC67 | 0.03% |
| PETROBRAS GLOBAL FINANCE USD 07.3750 01/17/2027 | 0.03% |
| REPUBLICA ORIENT URUGUAY USD 07.6250 03/21/2036 | 0.03% |
| SERVICE CORP INTL 05.3750 05/15/2024 | 0.03% |
| STACR 2016-HQA1 M3 06.8373 09/25/2028 | 0.03% |
| STMICROELECTRONICS NV SEDOL 5962332 | 0.03% |
| THALES SA SEDOL 4162791 | 0.03% |
| THE BANK OF NOVA SCOTIA USD 02.7000 03/07/2022 | 0.03% |
| TOYOTA INDUSTRIES CORP SEDOL 6900546 | 0.03% |
| UBSBB 2012-C2 D P/P 144A 05.0464 05/10/2063 | 0.03% |
| UBSBB 2012-C2 XA IO P/P 144A 01.4592 05/10/2063 | 0.03% |
| VIACOMCBS INC 02.9000 01/15/2027 | 0.03% |
| VIDEOTRON LTD / LTEE P/P 144A 05.1250 04/15/2027 | 0.03% |
| ASPEN TECHNOLOGY INC SEDOL 2051868 | 0.03% |
| AURIZON HOLDINGS LTD SEDOL B87CVM3 | 0.03% |
| BANK LEUMI LE-ISRAEL SEDOL 6076425 | 0.03% |
| BMIR 2018-2A M1B P/P 144A 01.8373 08/25/2028 | 0.03% |
| CELANESE US HOLDINGS LLC 03.5000 05/08/2024 | 0.03% |
| ENTERPRISE PRODUCTS OPER 02.8000 01/31/2030 | 0.03% |
| FAURECIA SEDOL 4400446 | 0.03% |
| KKR GROUP FIN CO III P/P 144A 05.1250 06/01/2044 | 0.03% |
| LMAT 2020-GS1 A1 02.8820 10/25/2059 | 0.03% |
| OSAT 2020-RPL1 A1 03.1990 12/26/2059 | 0.03% |
| SABINE PASS LIQUEFACTION 04.2000 03/15/2028 | 0.03% |
| SPRINT CAPITAL CORPORATION 06.8750 11/15/2028 | 0.03% |
| STACR 2016-HQA2 M3 05.6373 11/25/2028 | 0.03% |
| TAIWAN SEMICONDUCTOR MANUFAC SEDOL 6889106 | 0.03% |
| VERTIV TLB L+300 04.6550 03/02/2027 | 0.03% |
| WEYERHAEUSER CO 07.3750 03/15/2032 | 0.03% |
| WFRBS 2013-C12 AS 03.5600 03/15/2048 | 0.03% |
| AENA SME SA SEDOL BVRZ8L1 | 0.02% |
| AXALTA COATING SYSTEMS LTD SEDOL BSFWCF5 | 0.02% |
| AXIS CAPITAL HOLDINGS LTD SEDOL 2677606 | 0.02% |
| BALL CORP SEDOL 2073022 | 0.02% |
| CFCRE 2011-C1 D P/P 144A 06.2917 04/15/2044 | 0.02% |
| CHEVRON CORP 02.1000 05/16/2021 | 0.02% |
| COMCAST CORP 03.1500 03/01/2026 | 0.02% |
| DOMINICAN REPUBLIC REGS 08.6250 04/20/2027 | 0.02% |
| E.ON SE SEDOL 4942904 | 0.02% |
| GNR 2014-116 IL IO 04.0000 08/20/2044 | 0.02% |
| JPMCC 2013-LC11 C 03.9582 04/15/2046 | 0.02% |
| REPUBLIC OF SOUTH AFRICA USD 04.8500 09/27/2027 | 0.02% |
| STACR 2015-HQA2 M3 05.2873 05/25/2028 | 0.02% |
| TENET HEALTHCARE P/P 144A 04.8750 01/01/2026 | 0.02% |
| TOSHIBA CORP SEDOL 6897217 | 0.02% |
| TOTAL CAPITAL INTL SA USD 02.7500 06/19/2021 | 0.02% |
| ZOETIS INC SEDOL B95WG16 | 0.02% |
| 3I GROUP PLC SEDOL B1YW440 | 0.02% |
| CAMDEN PROPERTY TRUST SEDOL 2166320 | 0.02% |
| COMM 2013-CR11 AM 04.7150 08/10/2050 | 0.02% |
| CRED SUIS GP FUN LTD USD 03.4500 04/16/2021 | 0.02% |
| CREDIT AGRICOLE SA SEDOL 7262610 | 0.02% |
| CREDIT AGRICOLE SA P/P 144A 04.0000 01/10/2033 | 0.02% |
| HCA INC 05.5000 06/15/2047 | 0.02% |
| LEGRAND SA SEDOL B11ZRK9 | 0.02% |
| MINEBEA CO LTD SEDOL 6642406 | 0.02% |
| MONSTER BEVERAGE CORP SEDOL BZ07BW4 | 0.02% |
| PPSI 2004-WCW2 M3 01.5373 10/25/2034 | 0.02% |
| RAYTHEON COMPANY 04.8750 10/15/2040 | 0.02% |
| SINGAPORE EXCHANGE LTD SEDOL 6303866 | 0.02% |
| SOFTWARE AG SEDOL BF06WX9 | 0.02% |
| TEMPO ACQ LLC/FI P/P 144A 06.7500 06/01/2025 | 0.02% |
| UBSCM 2012-C1 C P/P 144A 05.7548 05/10/2045 | 0.02% |
| US BANCORP 02.9500 07/15/2022 | 0.02% |
| WFCM 2013-LC12 AS 04.4120 07/15/2046 | 0.02% |
| WFRBS 2012-C9 D P/P 144A 04.9711 11/15/2045 | 0.02% |
| APPALACHIAN POWER CO 04.6000 03/30/2021 | 0.02% |
| ARKEMA SEDOL B0Z5YZ2 | 0.02% |
| BHP GROUP PLC SEDOL BH0P3Z9 | 0.02% |
| BRAMBLES LTD SEDOL B1FJ0C0 | 0.02% |
| CENTENE CORP P/P 144A 04.6250 12/15/2029 | 0.02% |
| CON EDISON CO OF NY INC 04.2000 03/15/2042 | 0.02% |
| CWALT 2006-OA19 A1 00.8983 02/20/2047 | 0.02% |
| DEUTSCHE TELEKOM INT FIN USD 08.7500 06/15/2030 | 0.02% |
| DIAMONDBACK ENERGY INC 03.2500 12/01/2026 | 0.02% |
| DISCOVERY INC - A SEDOL B3D7K31 | 0.02% |
| FIDELITY NATIONAL FINANCIAL SEDOL BNBRDD4 | 0.02% |
| GALAPAGOS NV SEDOL B07Q2V5 | 0.02% |
| JPMBB 2014-C19 C 04.8340 04/15/2047 | 0.02% |
| JPMCC 2010-C2 C P/P 144A 05.8231 11/15/2043 | 0.02% |
| NOMURA RESEARCH INSTITUTE LT SEDOL 6390921 | 0.02% |
| OTSUKA CORP SEDOL 6267058 | 0.02% |
| PACKAGING CORP OF AMERIC 04.5000 11/01/2023 | 0.02% |
| PRUDENTIAL FINANCIAL INC 05.2000 03/15/2044 | 0.02% |
| RELIANCE STEEL & ALUMINUM SEDOL 2729068 | 0.02% |
| UNITEDHEALTH GROUP INC 02.8750 03/15/2022 | 0.02% |
| WELLS FARGO & COMPANY 05.8750 12/29/2049 | 0.02% |
| ACS ACTIVIDADES SEDOL B01FLQ6 | 0.02% |
| ALIMEN COUCHE P/P 144A 02.9500 01/25/2030 | 0.02% |
| ARRW 2019-3 A3 03.4160 10/25/2048 | 0.02% |
| BGC PARTNERS INC 05.1250 05/27/2021 | 0.02% |
| CATERPILLAR INC SEDOL 2180201 | 0.02% |
| COMM 2014-CR14 XA IO 00.7353 02/10/2047 | 0.02% |
| EIFFAGE SEDOL B13X013 | 0.02% |
| FHMS K104 XAM 01.3839 01/25/2030 | 0.02% |
| GNR 2015-H25 BI IO 02.1211 10/20/2065 | 0.02% |
| NEXON CO LTD SEDOL B63QM77 | 0.02% |
| ONEOK INC SEDOL 2130109 | 0.02% |
| OTIS WORLDWIDE CORP P/P 144A 02.5650 02/15/2030 | 0.02% |
| PPG INDUSTRIES INC SEDOL 2698470 | 0.02% |
| REPUBLIC OF KAZAKHSTAN REGS 04.8750 10/14/2044 | 0.02% |
| ROKU INC SEDOL BZ1LFG7 | 0.02% |
| STACR 2017-DNA1 M2 03.7373 07/25/2029 | 0.02% |
| TRUIST FIN CORP 04.8000 12/31/2099 | 0.02% |
| UBI SOFT ENTERTA SEDOL B1L3CS6 | 0.02% |
| WAMU 2005-AR10 1A3 04.1336 09/25/2035 | 0.02% |
| WESTROCK MWV LLC 07.9500 02/15/2031 | 0.02% |
| WFRBS 2013-UBS1 AS 04.3060 03/15/2046 | 0.02% |
| ALNYLAM PHARMACEUTICALS INC SEDOL B00FWN1 | 0.02% |
| CELANESE US HOLDINGS LLC 04.6250 11/15/2022 | 0.02% |
| CGCMT 2014-GC19 AS 04.3450 03/10/2047 | 0.02% |
| COMM 2015-LC19 A4 03.1830 02/10/2048 | 0.02% |
| CREDIT SUISSE GRP AG P/P 144A 06.2500 12/18/2024 | 0.02% |
| EMIR 2018-1 M1 02.1873 11/25/2028 | 0.02% |
| GOODMAN GROUP SEDOL B03FYZ4 | 0.02% |
| HCA INC 04.1250 06/15/2029 | 0.02% |
| HCA INC. 05.3750 09/01/2026 | 0.02% |
| ITOCHU TECHNO-SOLUTIONS CORP SEDOL 6200194 | 0.02% |
| JPMBB 2014-C22 C 04.7058 09/15/2047 | 0.02% |
| JPMORGAN CHASE & CO 02.6918 05/15/2047 | 0.02% |
| MSBAM 2012-C6 D P/P 144A 04.7607 11/15/2045 | 0.02% |
| NIELSEN HOLDINGS PLC SEDOL BWFY550 | 0.02% |
| REINSURANCE GROUP OF AMERICA SEDOL 2731193 | 0.02% |
| ROYAL BK SCOTLND GRP PLC USD 04.8920 05/18/2029 | 0.02% |
| SERVICE PROPERTIES TRUST 04.3750 02/15/2030 | 0.02% |
| TRANSDIGM INC. P/P 144A 06.2500 03/15/2026 | 0.02% |
| VMWARE INC 03.9000 08/21/2027 | 0.02% |
| ADECCO GROUP AG-REG SEDOL 7110720 | 0.02% |
| ASML HOLDING NV SEDOL B929F46 | 0.02% |
| AUST & NZ BANKING GR P/P 144A 06.7500 12/29/2049 | 0.02% |
| BANCO SANTANDER SA USD 04.3790 04/12/2028 | 0.02% |
| BPCE SA P/P 144A 05.1500 07/21/2024 | 0.02% |
| COMM 2013-CR9 D P/P 144A 04.3862 07/10/2045 | 0.02% |
| CSC HOLDINGS LLC 05.2500 06/01/2024 | 0.02% |
| CVS PASS-THROUGH P/P 144A 04.7040 01/10/2036 | 0.02% |
| DUKE ENERGY PROGRESS LLC 03.3750 09/01/2023 | 0.02% |
| ENI SPA SEDOL 7145056 | 0.02% |
| EOG RESOURCES INC SEDOL 2318024 | 0.02% |
| EQUINOR ASA USD 05.1000 08/17/2040 | 0.02% |
| EQUITY LIFESTYLE PROPERTIES SEDOL 2563125 | 0.02% |
| FIAT CHRYSLER AUTOMOBILES NV SEDOL BRJFWP3 | 0.02% |
| INTERCONTINENTAL HOTELS GROU SEDOL BHJYC05 | 0.02% |
| KINDER MORGAN ENER PART 03.4500 02/15/2023 | 0.02% |
| PENSKE TRUCK LE P/P 144A 03.4000 11/15/2026 | 0.02% |
| PROSUS NV SEDOL BJDS7L3 | 0.02% |
| PULTEGROUP INC 05.5000 03/01/2026 | 0.02% |
| REP OF INDONESIA P/P 144A 04.7500 01/08/2026 | 0.02% |
| STORE CAPITAL CORP SEDOL BSKRKJ5 | 0.02% |
| SUN HUNG KAI PROPERTIES SEDOL 6859927 | 0.02% |
| WAMU 2004-AR3 A2 04.0684 06/25/2034 | 0.02% |
| WAMU 2005-AR11 A1B3 00.8873 08/25/2045 | 0.02% |
| AT&T INC 04.3000 02/15/2030 | 0.02% |
| BOISE CASCADE CO P/P 144A 05.6250 09/01/2024 | 0.02% |
| CK HUTCHISON HOLDINGS LTD SEDOL BW9P816 | 0.02% |
| COMM 2014-CR18 C 04.8824 07/15/2047 | 0.02% |
| DOMINICAN REPUBLIC REGS 06.5000 02/15/2048 | 0.02% |
| FOX CORP 04.0300 01/25/2024 | 0.02% |
| GCP APPLIED TECH P/P 144A 05.5000 04/15/2026 | 0.02% |
| GNR 2013-99 AS IO 05.3318 06/20/2043 | 0.02% |
| GNR 2017-162 QI IO 05.0000 10/11/2047 | 0.02% |
| HESS MIDSTREAM P P/P 144A 05.6250 02/15/2026 | 0.02% |
| JUST EAT TAKEAWAY SEDOL BYQ7HZ6 | 0.02% |
| NEWMARKET CORP SEDOL B01CGF1 | 0.02% |
| PERTAMINA PERSERO PT P/P 144A 04.3000 05/20/2023 | 0.02% |
| PLANTRONICS INC P/P 144A 05.5000 05/31/2023 | 0.02% |
| REP OF INDONESIA P/P 144A 03.3750 04/15/2023 | 0.02% |
| SEK/USD 06/17/2020 SSBT | 0.02% |
| SERVICE CORPORATION INTL 04.6250 12/15/2027 | 0.02% |
| TEVA PHARMACEUTICALS NE USD 06.7500 03/01/2028 | 0.02% |
| TREASURY BILL 00.0000 07/16/2020 | 0.02% |
| WEST JAPAN RAILWAY CO SEDOL 6957995 | 0.02% |
| WR BERKLEY CORP SEDOL 2093644 | 0.02% |
| ACCENTURE PLC-CL A SEDOL B4BNMY3 | 0.02% |
| AGL ENERGY LTD SEDOL BSS7GP5 | 0.02% |
| APARTMENT INVT & MGMT CO -A SEDOL BJLNBG3 | 0.02% |
| APPLE INC 02.8500 05/11/2024 | 0.02% |
| ARISTOCRAT LEISURE LTD SEDOL 6253983 | 0.02% |
| BAFC 2005-B 3M1 01.3933 04/20/2035 | 0.02% |
| BERKSHIRE HATHAWAY FIN 04.3000 05/15/2043 | 0.02% |
| CBRE SERVICES INC 04.8750 03/01/2026 | 0.02% |
| CELANESE CORP SEDOL B05MZT4 | 0.02% |
| CONSOLIDATED EDISON INC SEDOL 2216850 | 0.02% |
| DAIWA HOUSE INDUSTRY CO LTD SEDOL 6251363 | 0.02% |
| FAIRFAX US INC P/P 144A 04.8750 08/13/2024 | 0.02% |
| FORTESCUE METALS GROUP LTD SEDOL B2B2B49 | 0.02% |
| GENERAL MOTORS FINL CO 04.3000 07/13/2025 | 0.02% |
| GSMS 2013-GC10 XA IO 01.6441 02/10/2046 | 0.02% |
| KBC GROUP NV SEDOL 4497749 | 0.02% |
| KEURIG DR PEPPER INC 04.0570 05/25/2023 | 0.02% |
| MSC 2011-C3 D P/P 144A 05.4192 07/15/2049 | 0.02% |
| NAVISTAR INTL TLB L+350 04.2200 11/06/2024 | 0.02% |
| PROLOGIS LP 02.2500 04/15/2030 | 0.02% |
| ROYAL BK SCOTLND GRP PLC USD 07.5000 12/29/2049 | 0.02% |
| SNAM SPA SEDOL 7251470 | 0.02% |
| STACR 2014-HQ2 M3 04.2373 09/25/2024 | 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% |
| US FOODS HOLDING CORP SEDOL BYVFC94 | 0.02% |
| WAMU 2005-AR9 A1C3 01.4473 07/25/2045 | 0.02% |
| WASTE PRO USA INC P/P 144A 05.5000 02/15/2026 | 0.02% |
| ALLERGAN FUNDING SCS USD 03.4500 03/15/2022 | 0.02% |
| ARD FINANCE SA P/P 144A 06.5000 06/30/2027 | 0.02% |
| BERKELEY GROUP HOLDINGS/THE SEDOL B02L3W3 | 0.02% |
| CAS 2014-C03 2M2 03.3873 07/25/2024 | 0.02% |
| CAS 2019-HRP1 M2 02.6373 11/25/2039 | 0.02% |
| CEMEX FINANCE LLC P/P 144A 06.0000 04/01/2024 | 0.02% |
| CLP HOLDINGS LTD SEDOL 6097017 | 0.02% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CS | 0.02% |
| COSTCO WHOLESALE CORP SEDOL 2701271 | 0.02% |
| DIAMOND 1 FIN/DIAMON P/P 144A 08.3500 07/15/2046 | 0.02% |
| ENDEAVOR ENERGY P/P 144A 05.7500 01/30/2028 | 0.02% |
| EXPEDIA GROUP INC SEDOL B748CK2 | 0.02% |
| GFL ENVIRONMENTAL P/P 144A 07.0000 06/01/2026 | 0.02% |
| HENDERSON LAND DEVELOPMENT SEDOL 6420538 | 0.02% |
| ING GROEP NV-CVA SEDOL 7154182 | 0.02% |
| ISRAEL DISCOUNT BANK -A SEDOL 6451271 | 0.02% |
| KEURIG DR PEPPER INC SEDOL BD3W133 | 0.02% |
| MERCK & CO. INC. 02.7500 02/10/2025 | 0.02% |
| NETFLIX INC. 05.8750 11/15/2028 | 0.02% |
| NOVELIS CORP P/P 144A 05.8750 09/30/2026 | 0.02% |
| SARTORIUS STEDIM BIOTECH SEDOL BYZ2QP5 | 0.02% |
| STAPLES INC P/P 144A 07.5000 04/15/2026 | 0.02% |
| UBSCM 2017-C7 XA IO 01.2060 12/15/2050 | 0.02% |
| UNIVAR SOLUTIONS P/P 144A 05.1250 12/01/2027 | 0.02% |
| WASTE MANAGEMENT INC. 04.7500 06/30/2020 | 0.02% |
| YANGZIJIANG SHIPBUILDING SEDOL B1VT035 | 0.02% |
| ABN AMRO BANK NV-CVA SEDOL BYQP136 | 0.02% |
| AMDOCS LTD SEDOL 2256908 | 0.02% |
| BMW US CAPITAL LLC P/P 144A 03.4000 08/13/2021 | 0.02% |
| BOC HONG KONG HOLDINGS LTD SEDOL 6536112 | 0.02% |
| CAS 2014-C04 1M2 05.3873 11/25/2024 | 0.02% |
| DBS GROUP HOLDINGS LTD SEDOL 6175203 | 0.02% |
| ENERGY TRANSFER OPERATNG 02.9000 05/15/2025 | 0.02% |
| FUJITSU LTD SEDOL 6356945 | 0.02% |
| GNR 2016-123 LI IO 03.5000 03/20/2044 | 0.02% |
| GRAY TELEVISION INC P/P 144A 07.0000 05/15/2027 | 0.02% |
| HSBC HOLDINGS PLC SEDOL 0540528 | 0.02% |
| IPALCO ENTPRS IN 03.7000 09/01/2024 | 0.02% |
| LIBERTY GLOBAL PLC- C SEDOL B8W67B1 | 0.02% |
| MARATHON OIL CORP SEDOL 2910970 | 0.02% |
| MSAC 2004-HE6 M1 01.3123 08/25/2034 | 0.02% |
| NIELSEN FIN LLC/CO P/P 144A 05.0000 04/15/2022 | 0.02% |
| SPRINT CORP 07.2500 09/15/2021 | 0.02% |
| TENET HEALTHCARE CORP 08.1250 04/01/2022 | 0.02% |
| WFCM 2014-LC16 XA IO 01.2710 08/15/2050 | 0.02% |
| WFRBS 2013-C11 AS 03.3110 03/15/2045 | 0.02% |
| ALKERMES PLC SEDOL B3P6D26 | 0.02% |
| BROADRIDGE FINANCIAL SOLUTIO SEDOL B1VP7R6 | 0.02% |
| CI FINANCIAL CORP SEDOL B3KT0S5 | 0.02% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CS | 0.02% |
| CME GROUP INC SEDOL 2965839 | 0.02% |
| FHR 3829 AS IO 06.1360 03/15/2041 | 0.02% |
| GENERAL DYNAMICS CORP 02.2500 11/15/2022 | 0.02% |
| HSBC USA INC 03.5000 06/23/2024 | 0.02% |
| IHEARTCOMMUNICATIONS INC 08.3750 05/01/2027 | 0.02% |
| KOSE CORP SEDOL 6194468 | 0.02% |
| LPL FINANCIAL HOLDINGS INC SEDOL B75JX34 | 0.02% |
| OMV AG SEDOL 4651459 | 0.02% |
| ONCOR ELECTRIC DELIVERY 05.3000 06/01/2042 | 0.02% |
| PULTEGROUP INC. 07.8750 06/15/2032 | 0.02% |
| RBS GLOBAL/REXNO P/P 144A 04.8750 12/15/2025 | 0.02% |
| SOUTHERN CO/THE SEDOL 2829601 | 0.02% |
| TELSTRA CORP LTD SEDOL 6087289 | 0.02% |
| TEMPUR SEALY INTERNATIONAL I SEDOL 2216991 | 0.02% |
| UNILEVER PLC SEDOL B10RZP7 | 0.02% |
| VOLVO AB-B SHS SEDOL B1QH830 | 0.02% |
| ALLY FINANCIAL INC 08.0000 11/01/2031 | 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% |
| BRAND ENERGY TL L+425 05.4549 06/21/2024 | 0.01% |
| CALPINE CORP P/P 144A 04.5000 02/15/2028 | 0.01% |
| CAMDEN PROPERTY TRUST 04.8750 06/15/2023 | 0.01% |
| CAS 2017-C01 1EB1 01.7373 07/25/2029 | 0.01% |
| CCO HLDGS LLC/CAP C P/P 144A 05.5000 05/01/2026 | 0.01% |
| CHARTER COMM OPT LLC 05.3750 05/01/2047 | 0.01% |
| COMM 2013-LC13 XA IO 01.2973 08/10/2046 | 0.01% |
| COMPASS MIN INTL P/P 144A 06.7500 12/01/2027 | 0.01% |
| DEUTSCHE WOHNEN SE SEDOL B0YZ0Z5 | 0.01% |
| FEDERAL REALTY INVS TRUST SEDOL 2333931 | 0.01% |
| FHR 3065 DC 17.4180 03/15/2035 | 0.01% |
| GNMA GII30 BL6161 06.0000 12/20/2048 | 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% |
| IDACORP INC SEDOL 2296937 | 0.01% |
| IRON MOUNTAIN INC P/P 144A 04.8750 09/15/2027 | 0.01% |
| JAPAN AIRLINES CO LTD SEDOL B8BRV46 | 0.01% |
| KAO CORP SEDOL 6483809 | 0.01% |
| KION GROUP AG SEDOL BB22L96 | 0.01% |
| KRAFT HEINZ FOODS CO 03.0000 06/01/2026 | 0.01% |
| KRAFT HEINZ FOODS CO 05.0000 07/15/2035 | 0.01% |
| LUNDIN ENERGY AB SEDOL 7187627 | 0.01% |
| M3 INC SEDOL B02K2M3 | 0.01% |
| MBX.FN30.500.10 R USL1M P 01/12/41 CI | 0.01% |
| MICROSOFT CORP 02.4000 02/06/2022 | 0.01% |
| NIELSEN CO LUXEM P/P 144A 05.0000 02/01/2025 | 0.01% |
| NITTO DENKO CORP SEDOL 6641801 | 0.01% |
| PNC FINANCIAL SERVICES 03.3000 03/08/2022 | 0.01% |
| POPULAR INC SEDOL B86QM90 | 0.01% |
| QUILTER PLC SEDOL BDCXV26 | 0.01% |
| REFINITIV US HLDG P/P 144A 06.2500 05/15/2026 | 0.01% |
| RENESAS ELECTRONICS CORP SEDOL 6635677 | 0.01% |
| SCOTTS MIRACLE-GRO 04.5000 10/15/2029 | 0.01% |
| SHELL INTERNATIONAL FIN USD 01.8750 05/10/2021 | 0.01% |
| STACR 2014-HQ3 M3 05.2373 10/25/2024 | 0.01% |
| SUZUKEN CO LTD SEDOL 6865560 | 0.01% |
| TAYLOR WIMPEY PLC SEDOL 0878230 | 0.01% |
| TTM TECHNOLOGIES INC P/P 144A 05.6250 10/01/2025 | 0.01% |
| WATCO COS LLC/FI P/P 144A 06.3750 04/01/2023 | 0.01% |
| 0.90 R ISWP FWD US0003M P 06/17/2050 | 0.01% |
| ALFRESA HOLDINGS CORP SEDOL 6687214 | 0.01% |
| ALLISON TRANSMISSION P/P 144A 04.7500 10/01/2027 | 0.01% |
| ANHEUSER-BUSCH INBEV WOR 02.5000 07/15/2022 | 0.01% |
| BIG RVR STL/FIN P/P 144A 07.2500 09/01/2025 | 0.01% |
| BWAY HOLDING CO P/P 144A 07.2500 04/15/2025 | 0.01% |
| CARRIAGE SVCS INC P/P 144A 06.6250 06/01/2026 | 0.01% |
| CELLNEX TELECOM SA SEDOL BX90C05 | 0.01% |
| CGCMT 2014-GC19 D P/P 144A 05.2615 03/10/2047 | 0.01% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS | 0.01% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 ML | 0.01% |
| COMM 2014-UBS4 XA IO 01.2625 08/10/2047 | 0.01% |
| COMM 2014-UBS6 XA IO 01.0393 12/10/2047 | 0.01% |
| FORD MOTOR COMPANY 09.0000 04/22/2025 | 0.01% |
| HIKARI TSUSHIN INC SEDOL 6416322 | 0.01% |
| ITRON INC P/P 144A 05.0000 01/15/2026 | 0.01% |
| LPL HOLDINGS INC P/P 144A 05.7500 09/15/2025 | 0.01% |
| MATTEL INC P/P 144A 05.8750 12/15/2027 | 0.01% |
| MGIC INVESTMENT CORP SEDOL 2548616 | 0.01% |
| NAVISTAR INTL CORP P/P 144A 06.6250 11/01/2025 | 0.01% |
| NUTRIEN LTD USD 05.2500 01/15/2045 | 0.01% |
| OUTFRONT MEDIA INC SEDOL BSP6611 | 0.01% |
| REPUBLIC OF PERU USD 05.6250 11/18/2050 | 0.01% |
| SANTOS LTD SEDOL 6776703 | 0.01% |
| SEI INVESTMENTS COMPANY SEDOL 2793610 | 0.01% |
| SERVICE CORP INTL 05.1250 06/01/2029 | 0.01% |
| SHELL INTERNATIONAL FIN USD 02.1250 05/11/2020 | 0.01% |
| SMC CORP SEDOL 6763965 | 0.01% |
| STACR 2020-HQA1 M2 03.7350 01/25/2050 | 0.01% |
| SUNDRUG CO LTD SEDOL 6817895 | 0.01% |
| TRANSDIGM INC P/P 144A 05.5000 11/15/2027 | 0.01% |
| VIACOMCBS INC 04.0000 01/15/2026 | 0.01% |
| WFCM 2016-LC25 XA IO 01.1287 12/15/2059 | 0.01% |
| ZURICH INSURANCE GROUP AG SEDOL 5983816 | 0.01% |
| 0.85 R ISWP FWD US0003M P 06/17/2030 | 0.01% |
| 1011778 BC / NEW RED P/P 144A 05.0000 10/15/2025 | 0.01% |
| AKER BP ASA P/P 144A 03.7500 01/15/2030 | 0.01% |
| ALBERTSONS COS/SAFE P/P 144A 04.6250 01/15/2027 | 0.01% |
| AMERICAN FINANCIAL GROUP INC SEDOL 2134532 | 0.01% |
| ASCEND LEARNING LLC P/P 144A 06.8750 08/01/2025 | 0.01% |
| ASHLAND GLOBAL HOLDINGS INC SEDOL BYND5N1 | 0.01% |
| BAUSCH HLTH COS INC P/P 144A 06.1250 04/15/2025 | 0.01% |
| BMC EAST LLC P/P 144A 05.5000 10/01/2024 | 0.01% |
| BRAND ENERGY & I P/P 144A 08.5000 07/15/2025 | 0.01% |
| CARDINAL HEALTH INC SEDOL 2175672 | 0.01% |
| CFCRE 2011-C2 D P/P 144A 05.9304 12/15/2047 | 0.01% |
| CHS/COMMUNITY P/P 144A 06.6250 02/15/2025 | 0.01% |
| COMCAST CORP 06.5000 11/15/2035 | 0.01% |
| CURTISS-WRIGHT CORP SEDOL 2241205 | 0.01% |
| ELANCO ANIMAL HEALTH 05.6500 08/28/2028 | 0.01% |
| EXTENDED STAY AMERICA INC SEDOL BGH3F75 | 0.01% |
| GOLDEN NUGGET INC P/P 144A 06.7500 10/15/2024 | 0.01% |
| GOLDMAN SACHS GROUP INC 05.7500 01/24/2022 | 0.01% |
| HALLIBURTON CO SEDOL 2405302 | 0.01% |
| HOSHIZAKI CORP SEDOL B3FF8W8 | 0.01% |
| HOWARD HUGHES CORP P/P 144A 05.3750 03/15/2025 | 0.01% |
| HUSKY TLB L+300 04.4501 03/28/2025 | 0.01% |
| INTELSAT JACKSON HLD P/P 144A 09.7500 07/15/2025 | 0.01% |
| LAFARGEHOLCIM LTD-REG SEDOL 7110753 | 0.01% |
| MARATHON PETRO CORP 06.5000 03/01/2041 | 0.01% |
| MARRIOTT INTERNATIONAL 05.7500 05/01/2025 | 0.01% |
| MATTAMY GROUP CORP P/P 144A 05.2500 12/15/2027 | 0.01% |
| MEREDITH CORP 06.8750 02/01/2026 | 0.01% |
| NEXSTAR ESCROW P/P 144A 05.6250 07/15/2027 | 0.01% |
| OBAYASHI CORP SEDOL 6656407 | 0.01% |
| ORTHO-CLINICAL TLB L+325 03.5796 06/01/2025 | 0.01% |
| SABINE PASS LIQUEF 05.0000 03/15/2027 | 0.01% |
| SABINE PASS LIQUEFAC 05.7500 05/15/2024 | 0.01% |
| SABRE GLBL INC P/P 144A 09.2500 04/15/2025 | 0.01% |
| SAMI 2007-AR1 2A1 00.6673 01/25/2037 | 0.01% |
| SPRINT CORP 07.6250 03/01/2026 | 0.01% |
| TERRIER MEDIA BU P/P 144A 08.8750 12/15/2027 | 0.01% |
| TESCO PLC SEDOL 0884709 | 0.01% |
| TOYOTA MOTOR CORP SEDOL 6900643 | 0.01% |
| VIDEOTRON LTD USD 05.0000 07/15/2022 | 0.01% |
| VISTRA OPERATIONS CO P/P 144A 05.5000 09/01/2026 | 0.01% |
| WILMAR INTERNATIONAL LTD SEDOL B17KC69 | 0.01% |
| AMERICAN CAMPUS COMMUNITIES SEDOL B02H871 | 0.01% |
| APACHE CORPORATION 03.2500 04/15/2022 | 0.01% |
| BAUSCH HLTH AMERICAS P/P 144A 08.5000 01/31/2027 | 0.01% |
| BAUSCH HLTH COS INC P/P 144A 07.0000 03/15/2024 | 0.01% |
| BRIXMOR PROPERTY GROUP INC SEDOL BFTDJL8 | 0.01% |
| CF INDUSTRIES INC 04.9500 06/01/2043 | 0.01% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS | 0.01% |
| COMM 2014-CR17 XA IO 01.1339 05/10/2047 | 0.01% |
| CRC ESCROW ISSUER LL P/P 144A 05.2500 10/15/2025 | 0.01% |
| ENERGY TRANSFER OPERATNG 06.1250 12/15/2045 | 0.01% |
| FHR 3249 PS 19.5888 12/15/2036 | 0.01% |
| FIDELITY NATIONAL INFORM 03.0000 08/15/2026 | 0.01% |
| FNR 2006-8 HP 22.7801 03/25/2036 | 0.01% |
| GENERAL ELECTRIC CO SEDOL 2380498 | 0.01% |
| GNMA GII30 AY2298 04.7000 05/20/2067 | 0.01% |
| GNMA GII30 AY4779 04.5100 03/20/2067 | 0.01% |
| GNMA GII30 BA7681 04.6250 06/20/2067 | 0.01% |
| GNMA GII30 BB0107 04.7000 08/20/2067 | 0.01% |
| GREIF INC P/P 144A 06.5000 03/01/2027 | 0.01% |
| GSMS 2011-GC5 AS P/P 144A 05.2090 08/10/2044 | 0.01% |
| HUB INTL LTD P/P 144A 07.0000 05/01/2026 | 0.01% |
| HUSKY III HLDG LTD P/P 144A 13.0000 02/15/2025 | 0.01% |
| INGEVITY CORP P/P 144A 04.5000 02/01/2026 | 0.01% |
| ISTAR INC 04.7500 10/01/2024 | 0.01% |
| LIBERTY MEDIA COR-SIRIUSXM A SEDOL BD8QGF7 | 0.01% |
| MATCH GROUP INC P/P 144A 05.0000 12/15/2027 | 0.01% |
| MLMI 2005-A2 A2 03.7284 02/25/2035 | 0.01% |
| MOODY S CORP | 0.01% |
| NEW RESIDENTIAL INVESTMENT SEDOL BRJ9GW0 | 0.01% |
| NOMURA REAL ESTATE HOLDINGS SEDOL B1CWJM5 | 0.01% |
| ODAKYU ELECTRIC RAILWAY CO SEDOL 6656106 | 0.01% |
| ONO PHARMACEUTICAL CO LTD SEDOL 6660107 | 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% |
| PQ CORP P/P 144A 05.7500 12/15/2025 | 0.01% |
| QVC INC 04.8500 04/01/2024 | 0.01% |
| SAGE THERAPEUTICS INC SEDOL BP4GNK9 | 0.01% |
| SCIENTIFIC GAMES P/P 144A 07.2500 11/15/2029 | 0.01% |
| SMITH & NEPHEW PLC SEDOL 0922320 | 0.01% |
| STACR 2019-DNA1 M2 03.1373 01/25/2049 | 0.01% |
| STANDARD IND INC P/P 144A 05.3750 11/15/2024 | 0.01% |
| T-MOBILE USA INC 04.7500 02/01/2028 | 0.01% |
| TJX COMPANIES INC SEDOL 2989301 | 0.01% |
| TOPBUILD CORP P/P 144A 05.6250 05/01/2026 | 0.01% |
| TWDC ENTERPRISES 18 CORP 02.7500 08/16/2021 | 0.01% |
| WEINGARTEN REALTY INVESTORS SEDOL 2946618 | 0.01% |
| WERNER FINCO LP/INC P/P 144A 08.7500 07/15/2025 | 0.01% |
| WYNN LAS VEGAS P/P 144A 05.2500 05/15/2027 | 0.01% |
| WYNN RESORTS FIN LLC P/P 144A 05.1250 10/01/2029 | 0.01% |
| ZALANDO SE SEDOL BQV0SV7 | 0.01% |
| APERGY CORP 06.3750 05/01/2026 | 0.01% |
| ARCELORMITTAL USD 07.0000 10/15/2039 | 0.01% |
| ASAHI INTECC CO LTD SEDOL B019MQ5 | 0.01% |
| BAUSCH HEALTH COS INC REGS 04.5000 05/15/2023 | 0.01% |
| BCE INC SEDOL B188TH2 | 0.01% |
| CAPGEMINI SE SEDOL 4163437 | 0.01% |
| CAPITAL ONE FINANCIAL CO 04.2000 10/29/2025 | 0.01% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 JP | 0.01% |
| CNO FINANCIAL GROUP INC 05.2500 05/30/2025 | 0.01% |
| CWALT 2006-24CB A13 00.8373 08/25/2036 | 0.01% |
| DIAMOND SPORTS GR/DI P/P 144A 06.6250 08/15/2027 | 0.01% |
| FERRARI NV SEDOL BD6G507 | 0.01% |
| FHR 3408 EK 22.5177 04/15/2037 | 0.01% |
| GFL ENVIRON INC P/P 144A 05.1250 12/15/2026 | 0.01% |
| GNMA GII30 BL6185 06.0000 01/20/2049 | 0.01% |
| GNMA GII30 BL6216 06.0000 03/20/2049 | 0.01% |
| GNMA GII30 BL6235 06.0000 04/20/2049 | 0.01% |
| GNR 2015-H26 EI IO 01.7253 10/20/2065 | 0.01% |
| HMIR 2018-1 M1 P/P 144A 02.0873 10/25/2028 | 0.01% |
| ICL LTD SEDOL 6455530 | 0.01% |
| INFOR US INC 06.5000 05/15/2022 | 0.01% |
| ISTAR INC 04.2500 08/01/2025 | 0.01% |
| JPMBB 2014-C25 XA IO 00.9995 11/15/2047 | 0.01% |
| JPMCC 2012-LC9 D P/P 144A 04.5653 12/15/2047 | 0.01% |
| KINDER MORGAN ENER PART 05.4000 09/01/2044 | 0.01% |
| LEVEL 3 FIN INC P/P 144A 04.6250 09/15/2027 | 0.01% |
| MSBAM 2014-C17 XA IO 01.2659 08/15/2047 | 0.01% |
| NRG ENERGY INC P/P 144A 05.2500 06/15/2029 | 0.01% |
| PETROBRAS GLOBAL FIN USD 05.9990 01/27/2028 | 0.01% |
| PROVIDENT FDG/PFG FI P/P 144A 06.3750 06/15/2025 | 0.01% |
| SCIENTIFIC GAMES P/P 144A 08.2500 03/15/2026 | 0.01% |
| SIX FLAGS THEME PARK P/P 144A 07.0000 07/01/2025 | 0.01% |
| SMURFIT KAPPA TREASURY USD 07.5000 11/20/2025 | 0.01% |
| SOLENIS 1STL L+400 05.6133 06/26/2025 | 0.01% |
| STACR 2019-HQA1 M2 02.8373 02/25/2049 | 0.01% |
| STANDARD CHARTERED PLC SEDOL 0408284 | 0.01% |
| TALLGRASS NRG PRTNR P/P 144A 05.5000 01/15/2028 | 0.01% |
| TWO HARBORS INVESTMENT CORP SEDOL BD832H2 | 0.01% |
| UCB SA SEDOL 5596991 | 0.01% |
| US CONCRETE INC 06.3750 06/01/2024 | 0.01% |
| USI INC/NY P/P 144A 06.8750 05/01/2025 | 0.01% |
| WESTPAC BANKING CORP USD 04.4210 07/24/2039 | 0.01% |
| WFRBS 2012-C9 XB IO P/P 144A 00.8755 11/15/2045 | 0.01% |
| A2 MILK CO LTD SEDOL 6287250 | 0.01% |
| ALBERTSONS COS LLC P/P 144A 07.5000 03/15/2026 | 0.01% |
| ALLEGHENY TECHNOLOGIES INC 07.8750 08/15/2023 | 0.01% |
| AMSTED INDUSTRIES P/P 144A 04.6250 05/15/2030 | 0.01% |
| BAUSCH HLTH COS INC P/P 144A 07.2500 05/30/2029 | 0.01% |
| BROOKFIELD RESID P/P 144A 06.2500 09/15/2027 | 0.01% |
| BT GROUP PLC SEDOL 3091357 | 0.01% |
| BUMT 2005-1 1A1 01.0873 09/25/2045 | 0.01% |
| CAS 2019-R01 2M2 02.9373 07/25/2031 | 0.01% |
| CCO HLDGS LLC/CAP CO P/P 144A 05.7500 02/15/2026 | 0.01% |
| CLUBCORP HLDG INC P/P 144A 08.5000 09/15/2025 | 0.01% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 JP | 0.01% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CS | 0.01% |
| CNO FINANCIAL GROUP INC 05.2500 05/30/2029 | 0.01% |
| COGNIZANT TECH SOLUTIONS-A SEDOL 2257019 | 0.01% |
| CSC HOLDINGS LLC 06.7500 11/15/2021 | 0.01% |
| CWALT 2006-OA10 1A1 02.8305 08/25/2046 | 0.01% |
| DIAMOND SPORTS P/P 144A 05.3750 08/15/2026 | 0.01% |
| GNMA GII30 BL6219 06.0000 03/20/2049 | 0.01% |
| ICAHN ENTER/FIN 06.2500 05/15/2026 | 0.01% |
| JONES LANG LASALLE INC SEDOL 2040640 | 0.01% |
| MATTAMY GROUP CORP P/P 144A 04.6250 03/01/2030 | 0.01% |
| MSRR 2015-R4 CB1 01.7716 08/26/2047 | 0.01% |
| NETFLIX INC 04.8750 04/15/2028 | 0.01% |
| NEUROCRINE BIOSCIENCES INC SEDOL 2623911 | 0.01% |
| RITE AID CORP P/P 144A 06.1250 04/01/2023 | 0.01% |
| S&P GLOBAL INC 02.5000 12/01/2029 | 0.01% |
| SEK/USD 06/17/2020 HSBCB | 0.01% |
| SEKISUI HOUSE LTD SEDOL 6793906 | 0.01% |
| STARWOOD PROP TR 04.7500 03/15/2025 | 0.01% |
| SWISS LIFE HOLDING AG-REG SEDOL 7437805 | 0.01% |
| TMS INTL HLDG CORP P/P 144A 07.2500 08/15/2025 | 0.01% |
| UNIVISION COMM P/P 144A 05.1250 02/15/2025 | 0.01% |
| VONOVIA SE SEDOL BBJPFY1 | 0.01% |
| WFRBS 2011-C4 E P/P 144A 05.3901 06/15/2044 | 0.01% |
| WFRBS 2013-C15 D P/P 144A 04.6430 08/15/2046 | 0.01% |
| 1011778 BC / NEW RED P/P 144A 03.8750 01/15/2028 | 0.01% |
| AMUNDI SA SEDOL BYZR014 | 0.01% |
| BANK OF AMERICA CORP 01.5005 09/15/2026 | 0.01% |
| BENEFIT ONE INC SEDOL B02JV67 | 0.01% |
| BERRY GLOBAL INC 05.1250 07/15/2023 | 0.01% |
| BOMBARDIER INC P/P 144A 07.8750 04/15/2027 | 0.01% |
| BUILDERS FIRSTSOURCE P/P 144A 06.7500 06/01/2027 | 0.01% |
| CAS 2015-C02 1M2 04.4873 05/25/2025 | 0.01% |
| CENOVUS ENERGY INC SEDOL B57FG04 | 0.01% |
| CHEMED CORP SEDOL 2190084 | 0.01% |
| CHENIERE CORP CHRIST 05.8750 03/31/2025 | 0.01% |
| COPA HOLDINGS SA-CLASS A SEDOL B0TNJH9 | 0.01% |
| DCP MIDSTREAM P/P 144A 06.7500 09/15/2037 | 0.01% |
| DIAMONDBACK ENERGY INC 05.3750 05/31/2025 | 0.01% |
| ENTERCOM MEDIA CORP P/P 144A 06.5000 05/01/2027 | 0.01% |
| EQUINIX INC 05.3750 05/15/2027 | 0.01% |
| FIFTH THIRD BANCORP 05.1000 12/29/2049 | 0.01% |
| GENERAL MOTORS FINL CO 04.0000 01/15/2025 | 0.01% |
| GJENSIDIGE FORSIKRING ASA SEDOL B4PH0C5 | 0.01% |
| GLP CAPITAL LP / FIN II 05.2500 06/01/2025 | 0.01% |
| GNMA GII30 BL6184 06.0000 02/20/2049 | 0.01% |
| GNMA GII30 BL6217 06.0000 03/20/2049 | 0.01% |
| GOEASY LTD P/P 144A 05.3750 12/01/2024 | 0.01% |
| HCA INC 05.2500 06/15/2026 | 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% |
| JPMBB 2014-C19 XA IO 00.9046 04/15/2047 | 0.01% |
| JPMCC 2013-LC11 X IO 01.3942 04/15/2046 | 0.01% |
| KFC HLD/PIZZA HUT/TA P/P 144A 05.0000 06/01/2024 | 0.01% |
| KFC HLD/PIZZA HUT/TA P/P 144A 05.2500 06/01/2026 | 0.01% |
| KOBAYASHI PHARMACEUTICAL CO SEDOL 6149457 | 0.01% |
| L BRANDS INC 07.5000 06/15/2029 | 0.01% |
| LIONS GATE CAP HOLD P/P 144A 05.8750 11/01/2024 | 0.01% |
| LIONS GATE CAP HOLD P/P 144A 06.3750 02/01/2024 | 0.01% |
| LOUISIANA-PACIFIC CORPORATION 04.8750 09/15/2024 | 0.01% |
| MWST 2018-W1 A 01.3373 11/25/2051 | 0.01% |
| NATIONSTAR MTG P/P 144A 08.1250 07/15/2023 | 0.01% |
| NEC CORP SEDOL 6640400 | 0.01% |
| NEWELL BRANDS INC 04.7000 04/01/2026 | 0.01% |
| NEXSTAR BROADC P/P 144A 05.6250 08/01/2024 | 0.01% |
| NOK/USD 06/17/2020 BCAP-FX | 0.01% |
| NORDSTROM INC P/P 144A 08.7500 05/15/2025 | 0.01% |
| NRG ENERGY INC. 07.2500 05/15/2026 | 0.01% |
| PANTHER BF AGGRE 2 P/P 144A 08.5000 05/15/2027 | 0.01% |
| PRIME SECURITY SVCS P/P 144A 06.2500 01/15/2028 | 0.01% |
| PROLOGIS LP 02.1250 04/15/2027 | 0.01% |
| QUEST DIAGNOSTICS INC SEDOL 2702791 | 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% |
| SOHGO SECURITY SERVICES CO SEDOL 6546359 | 0.01% |
| SPRINGLEAF FINANCE CORP 05.3750 11/15/2029 | 0.01% |
| TENNANT CO 05.6250 05/01/2025 | 0.01% |
| TRANSDIGM INC 06.3750 06/15/2026 | 0.01% |
| WMG ACQUISITION CORP P/P 144A 05.0000 08/01/2023 | 0.01% |
| WR GRACE & CO-CONN P/P 144A 05.6250 10/01/2024 | 0.01% |
| Z HOLDINGS CORP SEDOL 6084848 | 0.01% |
| AG ISSUER LLC P/P 144A 06.2500 03/01/2028 | 0.01% |
| AIR LIQUIDE SA SEDOL B1YXBJ7 | 0.01% |
| ALLY FINANCIAL INC 05.7500 11/20/2025 | 0.01% |
| AMERICAN EXPRESS CO SEDOL 2026082 | 0.01% |
| AMSTED INDUSTRIES P/P 144A 05.6250 07/01/2027 | 0.01% |
| ANTERO RESOURCES 05.3750 11/01/2021 | 0.01% |
| ANTERO RESOURCES FIN 05.1250 12/01/2022 | 0.01% |
| ASCENT RESOURCES/AEU P/P 144A 10.0000 04/01/2022 | 0.01% |
| AUTOMATIC DATA PROCESSING SEDOL 2065308 | 0.01% |
| AUTOZONE INC SEDOL 2065955 | 0.01% |
| BAE SYSTEMS PLC SEDOL 0263494 | 0.01% |
| BANK OF MONTREAL USD 03.8030 12/15/2032 | 0.01% |
| BERKSHIRE HATHAWAY FIN 04.2500 01/15/2021 | 0.01% |
| BSCMS 2006-PW11 B P/P 144A 05.8015 03/11/2039 | 0.01% |
| CAS 2015-C01 1M2 04.7873 02/25/2025 | 0.01% |
| CAS 2019-R02 1M2 02.7873 08/25/2031 | 0.01% |
| CHOCOLADEFABRIKEN LINDT-PC SEDOL 5962280 | 0.01% |
| CIT GROUP INC 05.0000 08/01/2023 | 0.01% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.01% |
| COMMSCOPE TECH LLC P/P 144A 06.0000 06/15/2025 | 0.01% |
| CROWN CORK & SEAL CO INC 07.3750 12/15/2026 | 0.01% |
| DIAMOND 1 FIN/DIAMON P/P 144A 07.1250 06/15/2024 | 0.01% |
| DISH NETWORK CV 03.3750 08/15/2026 | 0.01% |
| ENTERCOM MEDIA CORP P/P 144A 07.2500 11/01/2024 | 0.01% |
| ESH HOSPITALITY INC P/P 144A 05.2500 05/01/2025 | 0.01% |
| FISHER PAYKEL SEDOL 6340250 | 0.01% |
| FREEDOM MTGE CORP P/P 144A 08.2500 04/15/2025 | 0.01% |
| GAP INC/THE P/P 144A 08.3750 05/15/2023 | 0.01% |
| GOLDEN NUGGET INC P/P 144A 08.7500 10/01/2025 | 0.01% |
| HARGREAVES LANSDOWN PLC SEDOL B1VZ0M2 | 0.01% |
| KIMBERLY-CLARK CORP SEDOL 2491839 | 0.01% |
| LADDER CAP FINAN P/P 144A 04.2500 02/01/2027 | 0.01% |
| MBX.FN30.450.09 R USL1M P 01/12/40 BC | 0.01% |
| MEG ENERGY CORP P/P 144A 06.5000 01/15/2025 | 0.01% |
| MITSUBISHI UFJ LEASE & FINAN SEDOL 6268976 | 0.01% |
| MONDELEZ INTERNATIONAL 02.1250 04/13/2023 | 0.01% |
| NATIONAL BANK OF CANADA SEDOL 2077303 | 0.01% |
| OCCIDENTAL PETROLEUM CORP SEDOL 2655408 | 0.01% |
| QORVO INC 05.5000 07/15/2026 | 0.01% |
| SPRINGLEAF FINANCE CORP 06.8750 03/15/2025 | 0.01% |
| STANLEY BLACK & DECKER I 05.2500 CV PFD | 0.01% |
| STAPLES INC. P/P 144A 10.7500 04/15/2027 | 0.01% |
| STATION CASINOS LLC P/P 144A 04.5000 02/15/2028 | 0.01% |
| SUGAR HSP GAMING P/P 144A 05.8750 05/15/2025 | 0.01% |
| TMX FIN LLC/TITLEMAX P/P 144A 11.1250 04/01/2023 | 0.01% |
| TRI POINTE GROUP / HOMES 05.8750 06/15/2024 | 0.01% |
| TRONOX FINANCE PLC P/P 144A 05.7500 10/01/2025 | 0.01% |
| WEEKLEY HOMES LLC 06.0000 02/01/2023 | 0.01% |
| WFRBS 2012-C10 XA IO P/P 144A 01.6817 12/15/2045 | 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% |
| 0.40 R ISWP FWD US0003M P 06/17/2022 | 0.01% |
| 1011778 BC ULC / P/P 144A 04.3750 01/15/2028 | 0.01% |
| AIR METHODS CORP P/P 144A 08.0000 05/15/2025 | 0.01% |
| ALLIANT HOLDINGS P/P 144A 06.7500 10/15/2027 | 0.01% |
| AMER TRANS SYST P/P 144A 05.0000 09/01/2044 | 0.01% |
| BAUSCH HLTH COS INC P/P 144A 05.5000 11/01/2025 | 0.01% |
| BEACON ROOFING SUPP P/P 144A 04.8750 11/01/2025 | 0.01% |
| BWAY CORP TLB L+325 04.5614 04/03/2024 | 0.01% |
| CALPINE CORP P/P 144A 05.2500 06/01/2026 | 0.01% |
| CCO HOLDINGS LLC P/P 144A 04.5000 05/01/2032 | 0.01% |
| CENTENE CORP 04.7500 05/15/2022 | 0.01% |
| 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% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 CS | 0.01% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 GS | 0.01% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 JP | 0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP | 0.01% |
| CROWN AMER/CAP 04.7500 02/01/2026 | 0.01% |
| CWALT 2005-27 1A1 02.2821 08/25/2035 | 0.01% |
| DOLLAR TREE INC SEDOL 2272476 | 0.01% |
| DTE ENERGY COMPANY SEDOL 2280220 | 0.01% |
| F5 NETWORKS INC SEDOL 2427599 | 0.01% |
| FEDEX CORP 02.6250 08/01/2022 | 0.01% |
| FHR 2990 LB 14.8652 06/15/2034 | 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% |
| GARTNER INC P/P 144A 05.1250 04/01/2025 | 0.01% |
| GFL ENVIRONMENTA P/P 144A 08.5000 05/01/2027 | 0.01% |
| GNMA GII30 BL6218 06.0000 02/20/2049 | 0.01% |
| GNMA GII30 BM1953 06.0000 03/20/2049 | 0.01% |
| HANESBRANDS INC P/P 144A 04.6250 05/15/2024 | 0.01% |
| ICAHN ENTER/FIN 06.7500 02/01/2024 | 0.01% |
| JPMORGAN CHASE & CO 06.1000 02/01/2049 | 0.01% |
| KFC HLD/PIZZA HUT/TA P/P 144A 04.7500 06/01/2027 | 0.01% |
| L3HARRIS TECHNOLOGIES INC SEDOL BK9DTN5 | 0.01% |
| LIBERTY MEDIA COR-SIRIUSXM C SEDOL BD8QGH9 | 0.01% |
| LIVE NATION ENTERTAI P/P 144A 05.6250 03/15/2026 | 0.01% |
| MERCER INTL INC USD 06.5000 02/01/2024 | 0.01% |
| NETFLIX INC P/P 144A 05.3750 11/15/2029 | 0.01% |
| NEWFIELD EXPLORATION CO 05.7500 01/30/2022 | 0.01% |
| NOVELIS CORP P/P 144A 04.7500 01/30/2030 | 0.01% |
| ORACLE CORP JAPAN SEDOL 6141680 | 0.01% |
| OSHKOSH CORP 03.1000 03/01/2030 | 0.01% |
| PENN NATIONAL GAMING P/P 144A 05.6250 01/15/2027 | 0.01% |
| PEPTIDREAM INC SEDOL B97SH97 | 0.01% |
| ROSS STORES INC SEDOL 2746711 | 0.01% |
| SS&C TECH INC P/P 144A 05.5000 09/30/2027 | 0.01% |
| STEEL DYNAMICS INC 05.5000 10/01/2024 | 0.01% |
| TENET HEALTHCARE 04.6250 07/15/2024 | 0.01% |
| TORONTO-DOMINION BANK SEDOL 2897222 | 0.01% |
| TRANSOCEAN POSEIDON P/P 144A 06.8750 02/01/2027 | 0.01% |
| VALVOLINE INC P/P 144A 04.2500 02/15/2030 | 0.01% |
| VISTRA ENERGY CORP P/P 144A 08.1250 01/30/2026 | 0.01% |
| VISTRA OPERATION P/P 144A 05.0000 07/31/2027 | 0.01% |
| WALT DISNEY CO/THE SEDOL 2270726 | 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% |
| ASCEND LEARNING LLC P/P 144A 06.8750 08/01/2025 | 0.00% |
| BANK OF MONTREAL SEDOL 2076009 | 0.00% |
| BERRY GLOBAL INC P/P 144A 05.6250 07/15/2027 | 0.00% |
| CAN IMPERIAL BK OF COMMERCE SEDOL 2170525 | 0.00% |
| CAS 2015-C02 2M2 04.4873 05/25/2025 | 0.00% |
| CCO HOLDINGS LLC P/P 144A 04.5000 08/15/2030 | 0.00% |
| CENOVUS ENERGY INC USD 06.7500 11/15/2039 | 0.00% |
| CENTENE CORP P/P 144A 05.2500 04/01/2025 | 0.00% |
| CHS/COMMUNITY HEALT P/P 144A 08.1250 06/30/2024 | 0.00% |
| CLEAR CHANNEL WORLD P/P 144A 09.2500 02/15/2024 | 0.00% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CS | 0.00% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CS | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 ML | 0.00% |
| CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 JP | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | 0.00% |
| COMSTOCK RE INC P/P 144A 07.5000 05/15/2025 | 0.00% |
| CONCHO RESOURCES INC 03.7500 10/01/2027 | 0.00% |
| CROWN CASTLE INTL CORP 04.8750 04/15/2022 | 0.00% |
| DIRECT LINE INSURANCE GROUP SEDOL BY9D0Y1 | 0.00% |
| ENERGIZER HLDG INC P/P 144A 06.3750 07/15/2026 | 0.00% |
| EOG RESOURCES INC 04.1500 01/15/2026 | 0.00% |
| FRONT RANGE BIDCO INC L+300 04.6678 03/09/2027 | 0.00% |
| FRONTIER COMM 10.5000 09/15/2022 | 0.00% |
| FUJIFILM HOLDINGS CORP SEDOL 6356525 | 0.00% |
| GLP CAPITAL LP / FIN II 05.3750 04/15/2026 | 0.00% |
| GNMA GII30 BL6016 06.0000 02/20/2049 | 0.00% |
| GO DADDY OPCO/FINCO P/P 144A 05.2500 12/01/2027 | 0.00% |
| HKT TRUST AND HKT LTD-SS SEDOL B4TXDZ3 | 0.00% |
| HOLOGIC INC P/P 144A 04.3750 10/15/2025 | 0.00% |
| ICAHN ENTER 04.7500 09/15/2024 | 0.00% |
| ICAHN ENTER/FIN 05.2500 05/15/2027 | 0.00% |
| IHEARTCOMMUNICATIONS INC 06.3750 05/01/2026 | 0.00% |
| IHS MARKIT LTD USD 04.7500 08/01/2028 | 0.00% |
| INDIGO NATURAL P/P 144A 06.8750 02/15/2026 | 0.00% |
| JELD-WEN INC P/P 144A 04.6250 12/15/2025 | 0.00% |
| LEVEL 3 FINANCING INC 05.6250 02/01/2023 | 0.00% |
| LIVE NATION ENT P/P 144A 04.8750 11/01/2024 | 0.00% |
| MEG ENERGY CORP P/P 144A 07.1250 02/01/2027 | 0.00% |
| MERCER INTL INC USD 05.5000 01/15/2026 | 0.00% |
| MFA FINANCIAL INC SEDOL 2418162 | 0.00% |
| MIZUHO FINANCIAL GROUP INC SEDOL 6591014 | 0.00% |
| NETFLIX INC. 06.3750 05/15/2029 | 0.00% |
| NEWCREST MINING LTD SEDOL 6637101 | 0.00% |
| NORFOLK SOUTHERN CORP SEDOL 2641894 | 0.00% |
| OCCIDENTAL PETROLEUM COR 04.1000 02/01/2021 | 0.00% |
| ORKLA ASA SEDOL B1VQF42 | 0.00% |
| OVINTIV INC SEDOL BL3GRC2 | 0.00% |
| PENSKE AUTO GRP INC 05.7500 10/01/2022 | 0.00% |
| PENSKE AUTOMOTIVE GROUP 05.5000 05/15/2026 | 0.00% |
| POMEGRANATE MERGER S P/P 144A 09.7500 05/01/2023 | 0.00% |
| PRECISION DRILL P/P 144A 07.1250 01/15/2026 | 0.00% |
| PRUDENTIAL FINANCIAL INC 05.6250 06/15/2043 | 0.00% |
| RESIDEO FUNDING INC P/P 144A 06.1250 11/01/2026 | 0.00% |
| RITE AID CORP P/P 144A 07.5000 07/01/2025 | 0.00% |
| SOLENIS 2NDL L+850 10.8314 06/26/2026 | 0.00% |
| SOLERA LLC / SOLERA P/P 144A 10.5000 03/01/2024 | 0.00% |
| SONIC HEALTHCARE LTD SEDOL 6821120 | 0.00% |
| STACR 2018-HQA2 M2 02.7873 10/25/2048 | 0.00% |
| TENET HEALTHCARE P/P 144A 06.2500 02/01/2027 | 0.00% |
| TRANSDIGM INC. 06.5000 07/15/2024 | 0.00% |
| UNIVISION COMM P/P 144A 09.5000 05/01/2025 | 0.00% |
| VISTRA OPERATIONS CO P/P 144A 05.6250 02/15/2027 | 0.00% |
| WESTERN DIGITAL CORPORATION 04.7500 02/15/2026 | 0.00% |
| WPX ENERGY INC 08.2500 08/01/2023 | 0.00% |
| YUM! BRANDS INC P/P 144A 04.7500 01/15/2030 | 0.00% |
| 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% |
| AFLAC INC SEDOL 2026361 | 0.00% |
| AUD/USD PUT 0.62 20200715 GSFX | 0.00% |
| AUTOMATION TOOLING S P/P 144A 06.5000 06/15/2023 | 0.00% |
| BAUSCH HLTH COS INC P/P 144A 05.0000 01/30/2028 | 0.00% |
| BAUSCH HLTH COS INC P/P 144A 05.2500 01/30/2030 | 0.00% |
| BAUSCH HLTH COS INC P/P 144A 06.5000 03/15/2022 | 0.00% |
| BAUSCH HLTH COS INC P/P 144A 07.0000 01/15/2028 | 0.00% |
| BOYD GAMING CORP P/P 144A 04.7500 12/01/2027 | 0.00% |
| BOYD GAMING CORPORATION 06.0000 08/15/2026 | 0.00% |
| CARNIVAL CORP P/P 144A 11.5000 04/01/2023 | 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% |
| 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.10 2059-11-17 500.0 11/17/2059 ML | 0.00% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | 0.00% |
| COMM 2014-CR18 XA IO 01.1532 07/15/2047 | 0.00% |
| COMMSCOPE INC P/P 144A 06.0000 03/01/2026 | 0.00% |
| COMPASS MINERALS INT P/P 144A 04.8750 07/15/2024 | 0.00% |
| CPG INTL TL L+375 05.9333 05/05/2024 | 0.00% |
| CREDIT ACCEPTANC 06.6250 03/15/2026 | 0.00% |
| CREDIT ACCEPTANC P/P 144A 05.1250 12/31/2024 | 0.00% |
| CVS PASS-THROUGH TRUST 06.0360 12/10/2028 | 0.00% |
| DELL INT / EMC P/P 144A 05.8500 07/15/2025 | 0.00% |
| DUN & BRADSTREET COR P/P 144A 06.8750 08/15/2026 | 0.00% |
| FISERV INC SEDOL 2342034 | 0.00% |
| FNR 2005-106 JC 18.6132 12/25/2035 | 0.00% |
| FNR 2005-75 GS 18.7883 08/25/2035 | 0.00% |
| FREEPORT-MCMORAN INC 05.4500 03/15/2043 | 0.00% |
| GAP INC/THE P/P 144A 08.6250 05/15/2025 | 0.00% |
| GATES GLOBAL TLB L+275 03.7500 03/31/2024 | 0.00% |
| GBP/USD 06/17/2020 SSBT | 0.00% |
| GENERAL DYNAMICS CORP SEDOL 2365161 | 0.00% |
| GMAC CAPITAL TRUST I PCT 07.4766 | 0.00% |
| GNR 2010-9 UI IO 05.0000 01/20/2040 | 0.00% |
| GNR 2012-141 WI IO 03.5000 11/20/2041 | 0.00% |
| GNR 2013-14 IO IO 03.5000 12/20/2042 | 0.00% |
| HCA INC 03.5000 09/01/2030 | 0.00% |
| HOLLY PAR/FIN P/P 144A 05.0000 02/01/2028 | 0.00% |
| INTERNATIONAL LEASE FIN CORP 05.8750 08/15/2022 | 0.00% |
| IRON MOUNTAIN INC P/P 144A 05.2500 03/15/2028 | 0.00% |
| ISTAR INC. 05.2500 09/15/2022 | 0.00% |
| JELD-WEN INC P/P 144A 04.8750 12/15/2027 | 0.00% |
| JELD-WEN INC P/P 144A 06.2500 05/15/2025 | 0.00% |
| JOSEPH T RYERSON & S P/P 144A 11.0000 05/15/2022 | 0.00% |
| JUNIPER NETWORKS INC SEDOL 2431846 | 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% |
| LEVI STRAUSS & CO P/P 144A 05.0000 05/01/2025 | 0.00% |
| MASONITE INTL C P/P 144A 05.3750 02/01/2028 | 0.00% |
| MAUSER PACKAGING SOL P/P 144A 05.5000 04/15/2024 | 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% |
| MTR CORP SEDOL 6290054 | 0.00% |
| NABORS INDUSTRIES INC. 05.7500 02/01/2025 | 0.00% |
| NATIONSTAR MTG P/P 144A 06.0000 01/15/2027 | 0.00% |
| NAVISTAR INTL CORP P/P 144A 09.5000 05/01/2025 | 0.00% |
| NRG ENERGY INC 05.7500 01/15/2028 | 0.00% |
| OCCIDENTAL PETROLEUM COR 04.8500 03/15/2021 | 0.00% |
| PENSKE AUTOMOTIVE GROUP 05.3750 12/01/2024 | 0.00% |
| PLAINS GP HOLDINGS LP-CL A SEDOL BDGHN95 | 0.00% |
| RENAISSANCERE HOLDINGS LTD SEDOL 2728429 | 0.00% |
| REPUBLIC OF VENEZUELA REGS 08.2500 10/13/2024 | 0.00% |
| ROBERTSHAW TL 2L L+800 09.0000 02/28/2026 | 0.00% |
| ROBERTSHAW US HOLDING L+325 04.2500 02/28/2025 | 0.00% |
| SANOFI SEDOL 5671735 | 0.00% |
| SEK/USD 06/17/2020 BANKAM | 0.00% |
| SEK/USD 06/17/2020 GSFX | 0.00% |
| SEK/USD 06/17/2020 JPMCB | 0.00% |
| SEK/USD 06/17/2020 RBSF | 0.00% |
| SIRIUS XM RADIO INC. P/P 144A 05.5000 07/01/2029 | 0.00% |
| SPECTRUM BRANDS INC P/P 144A 05.0000 10/01/2029 | 0.00% |
| SPRINGLEAF FINANCE CORP 06.6250 01/15/2028 | 0.00% |
| SPRINGLEAF FINANCE CORP 07.1250 03/15/2026 | 0.00% |
| SWISS PRIME SITE-REG SEDOL B083BH4 | 0.00% |
| T-MOBILE USA INC 04.5000 02/01/2026 | 0.00% |
| T-MOBILE USA INC TLB L+300 04/01/2027 | 0.00% |
| TARGA RESOURCES PART 06.5000 07/15/2027 | 0.00% |
| TAYLOR MORRISON COMM P/P 144A 05.7500 01/15/2028 | 0.00% |
| USD/JPY PUT 108.00 20200622 BANKAM | 0.00% |
| USD/JPY PUT 108.00 20200622 CITI | 0.00% |
| USD/JPY PUT 108.00 20200622 GSFX | 0.00% |
| WM MORRISON SUPERMARKETS SEDOL 0604316 | 0.00% |
| ZAYO GROUP HLDG INC P/P 144A 06.1250 03/01/2028 | 0.00% |
| ABC SUPPLY CO INC P/P 144A 05.8750 05/15/2026 | 0.00% |
| ABC-MART INC SEDOL 6292102 | 0.00% |
| AIR MEDICAL MERGER S P/P 144A 06.3750 05/15/2023 | 0.00% |
| ALBERTSONS COS P/P 144A 04.8750 02/15/2030 | 0.00% |
| APACHE CORP 04.3750 10/15/2028 | 0.00% |
| APACHE CORP 05.1000 09/01/2040 | 0.00% |
| AUD/USD 07/15/2020 WPAC | 0.00% |
| BEACON ROOFING SUPPL P/P 144A 04.5000 11/15/2026 | 0.00% |
| BERRY GLOBAL INC P/P 144A 04.5000 02/15/2026 | 0.00% |
| BOYD GAMING CORP 06.3750 04/01/2026 | 0.00% |
| BRIDGESTONE CORP SEDOL 6132101 | 0.00% |
| BUCKEYE PARTNERS LP 05.8500 11/15/2043 | 0.00% |
| BUCKEYE PARTNERS LP P/P 144A 04.5000 03/01/2028 | 0.00% |
| CBRE SERVICES INC 05.2500 03/15/2025 | 0.00% |
| CBS OUT AMER CAP LLC 05.6250 02/15/2024 | 0.00% |
| CENTENE CORP P/P 144A 05.3750 08/15/2026 | 0.00% |
| CHEMOURS CO 05.3750 05/15/2027 | 0.00% |
| CINEMARK USA INC 05.1250 12/15/2022 | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| COLORADO INTERSTATE GAS CO 06.8500 06/15/2037 | 0.00% |
| COMMSCOPE INC P/P 144A 05.5000 03/01/2024 | 0.00% |
| COMSTOCK RESOURCES 09.7500 08/15/2026 | 0.00% |
| CORNERSTONE BUILDING P/P 144A 08.0000 04/15/2026 | 0.00% |
| CPG MERGER SUB LLC P/P 144A 08.0000 10/01/2021 | 0.00% |
| DENBURY RESOURCES IN P/P 144A 09.0000 05/15/2021 | 0.00% |
| DEVON ENERGY CORPORATION 05.6000 07/15/2041 | 0.00% |
| ECOLAB INC SEDOL 2304227 | 0.00% |
| EQUINIX INC 05.8750 01/15/2026 | 0.00% |
| FNR 2006-62 PS 36.9765 07/25/2036 | 0.00% |
| FRESENIUS MEDICAL CARE AG & SEDOL 5129074 | 0.00% |
| GBP/USD 06/17/2020 GSFX | 0.00% |
| GEBERIT AG-REG SEDOL B1WGG93 | 0.00% |
| GNMA GII30 BM4196 06.0000 04/20/2049 | 0.00% |
| GNMA GII30 BN1506 04.5000 05/20/2049 | 0.00% |
| GNMA GII30 BN1509 05.0000 05/20/2049 | 0.00% |
| GNR 2015-124 NI IO 03.5000 06/20/2039 | 0.00% |
| HD SUPPLY HOLDINGS INC SEDOL BBL5981 | 0.00% |
| HOCHTIEF AG SEDOL 5108664 | 0.00% |
| HONGKONG LAND HOLDINGS LTD SEDOL 6434915 | 0.00% |
| INCEPTION MRGR/RACK P/P 144A 08.6250 11/15/2024 | 0.00% |
| IOS.FN30.400.09 R USL1M P 01/12/40 GS | 0.00% |
| IOS.FN30.400.10 R USL1M P 01/12/41 BC | 0.00% |
| JAPAN TOBACCO INC SEDOL 6474535 | 0.00% |
| LOEWS CORP SEDOL 2523022 | 0.00% |
| MAXIM INTEGRATED PRODUCTS SEDOL 2573760 | 0.00% |
| MERCK & CO INC 02.9000 03/07/2024 | 0.00% |
| NETFLIX INC. P/P 144A 04.8750 06/15/2030 | 0.00% |
| NIPPON STEEL CORP SEDOL 6642569 | 0.00% |
| NUCOR CORP SEDOL 2651086 | 0.00% |
| NZD/USD 07/15/2020 UBS | 0.00% |
| OUTFRONT MEDIA C P/P 144A 04.6250 03/15/2030 | 0.00% |
| PETROBRAS GLOBAL FIN USD 05.2990 01/27/2025 | 0.00% |
| POLYONE CORP P/P 144A 05.7500 05/15/2025 | 0.00% |
| QORVO INC SEDOL BR9YYP4 | 0.00% |
| REPUBLIC OF VENEZUELA REGS 09.0000 05/07/2023 | 0.00% |
| SCIENTIFIC GAMES P/P 144A 07.0000 05/15/2028 | 0.00% |
| SEK/USD 06/17/2020 TDBK | 0.00% |
| SPECTRUM BRANDS INC 06.1250 12/15/2024 | 0.00% |
| SWEDISH MATCH AB SEDOL 5048566 | 0.00% |
| T-MOBILE USA INC. 04.0000 04/15/2022 | 0.00% |
| TARGA RESOURCES PART 06.8750 01/15/2029 | 0.00% |
| TENET HEALTHCARE P/P 144A 07.5000 04/01/2025 | 0.00% |
| TRANSOCEAN PONTUS LT P/P 144A 06.1250 08/01/2025 | 0.00% |
| TREASURY BILL 00.0000 05/14/2020 | 0.00% |
| UBSBB 2012-C4 XA IO P/P 144A 01.7676 12/10/2045 | 0.00% |
| US BANCORP SEDOL 2736035 | 0.00% |
| USD/JPY PUT 106.00 20200701 BANKAM | 0.00% |
| VIPER ENERGY P/P 144A 05.3750 11/01/2027 | 0.00% |
| WMG ACQUISITION CORP P/P 144A 05.5000 04/15/2026 | 0.00% |
| WPX ENERGY INC 04.5000 01/15/2030 | 0.00% |
| WYNN RESORTS FIN LLC P/P 144A 07.7500 04/15/2025 | 0.00% |
| ZEKELMAN IND INC P/P 144A 09.8750 06/15/2023 | 0.00% |
| ALTRIA GROUP INC | 0.00% |
| AROUNDTOWN SA SEDOL BF0CK44 | 0.00% |
| AUD/USD 07/15/2020 HSBCB | 0.00% |
| AUD/USD 07/15/2020 TDBK | 0.00% |
| BANK OF AMERICA CORP 06.5000 10/29/2049 | 0.00% |
| BAYTEX ENERGY CORP P/P 144A 05.6250 06/01/2024 | 0.00% |
| BERRY GLOBAL INC 05.5000 05/15/2022 | 0.00% |
| BOMBARDIER INC P/P 144A 07.5000 12/01/2024 | 0.00% |
| BROOKFIELD RESID P/P 144A 04.8750 02/15/2030 | 0.00% |
| BUCKEYE PARTNERS LP 03.9500 12/01/2026 | 0.00% |
| CINEMARK USA INC P/P 144A 08.7500 05/01/2025 | 0.00% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CG | 0.00% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CG | 0.00% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CS | 0.00% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 MS | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.00% |
| CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 MS | 0.00% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 JP | 0.00% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 CG | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 MS | 0.00% |
| DXC TECHNOLOGY CO SEDOL BYXD7B3 | 0.00% |
| ELDORADO RESORTS INC 07.0000 08/01/2023 | 0.00% |
| FHR 3300 PO PO 00.0000 02/15/2037 | 0.00% |
| GBP/USD 06/17/2020 BCAP-FX | 0.00% |
| GBP/USD 06/17/2020 TDBK | 0.00% |
| HEINEKEN HOLDING NV SEDOL B0CCH46 | 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% |
| INTL BUSINESS MACHINES CORP SEDOL 2005973 | 0.00% |
| JARDINE MATHESON HLDGS LTD SEDOL 6472119 | 0.00% |
| JFE HOLDINGS INC SEDOL 6543792 | 0.00% |
| JO-ANN STORES 2NDL L+925 10.2500 05/21/2024 | 0.00% |
| JO-ANN STORES TL L+500 06.0000 10/16/2023 | 0.00% |
| KINDER MORGAN INC/DELAWA 07.7500 01/15/2032 | 0.00% |
| LAMB WESTON HOLDINGS P/P 144A 04.6250 11/01/2024 | 0.00% |
| LENNAR CORP 05.8750 11/15/2024 | 0.00% |
| MBX.FN30.500.09 R USL1M P 01/12/40 BC | 0.00% |
| MOLINA HEALTHCARE IN P/P 144A 04.8750 06/15/2025 | 0.00% |
| NABORS IND LTD P/P 144A 07.2500 01/15/2026 | 0.00% |
| NABORS IND LTD P/P 144A 07.5000 01/15/2028 | 0.00% |
| NATIONAL AUSTRALIA BANK LTD SEDOL 6624608 | 0.00% |
| NATIONAL GRID PLC SEDOL BDR05C0 | 0.00% |
| NATIONSTAR MTG P/P 144A 09.1250 07/15/2026 | 0.00% |
| NEIMAN MARCUS TL L+600 07.5000 10/25/2023 | 0.00% |
| NEW GOLD INC P/P 144A 06.2500 11/15/2022 | 0.00% |
| NOK/USD 06/17/2020 UBS | 0.00% |
| NRG ENERGY INC 06.6250 01/15/2027 | 0.00% |
| NZD/USD 07/15/2020 SSBT | 0.00% |
| PANTHER BF AGGREGA P/P 144A 06.2500 05/15/2026 | 0.00% |
| PRESTIGE BRANDS INC P/P 144A 05.1250 01/15/2028 | 0.00% |
| PUBLICIS GROUPE SEDOL 4380429 | 0.00% |
| QUEBECOR MEDIA INC USD 05.7500 01/15/2023 | 0.00% |
| RACKSPACE HOSTING INC L+300 04.0000 11/03/2023 | 0.00% |
| REALOGY GRP / CO P/P 144A 09.3750 04/01/2027 | 0.00% |
| REGENCY ENERGY P 04.5000 11/01/2023 | 0.00% |
| REPUBLIC OF PERU USD 02.3920 01/23/2026 | 0.00% |
| ROYAL BANK OF CANADA USD 02.8000 04/29/2022 | 0.00% |
| RTL GROUP SEDOL B1BK209 | 0.00% |
| SAMPO OYJ-A SHS SEDOL 5226038 | 0.00% |
| SEK/USD 06/17/2020 CITI | 0.00% |
| SEK/USD 06/17/2020 CSI-FX | 0.00% |
| SEK/USD 06/17/2020 UBS | 0.00% |
| SGD/USD 05/20/2020 JPMCB | 0.00% |
| SM ENERGY CO 05.0000 01/15/2024 | 0.00% |
| SM ENERGY CO 06.1250 11/15/2022 | 0.00% |
| SM ENERGY CO 06.7500 09/15/2026 | 0.00% |
| T-MOBILE USA INC 06.0000 03/01/2023 | 0.00% |
| TARGA RES PRTNRS P/P 144A 05.5000 03/01/2030 | 0.00% |
| TD AMERITRADE HOLDING CORP SEDOL 2983154 | 0.00% |
| THE AES CORPORATION 04.8750 05/15/2023 | 0.00% |
| TRANSDIGM INC P/P 144A 08.0000 12/15/2025 | 0.00% |
| VAIL RESORTS INC P/P 144A 06.2500 05/15/2025 | 0.00% |
| YUM! BRANDS INC P/P 144A 07.7500 04/01/2025 | 0.00% |
| ZAYO GROUP HLDG INC P/P 144A 04.0000 03/01/2027 | 0.00% |
| AIB GROUP PLC SEDOL BF0L353 | 0.00% |
| AIR LEASE CORP 02.5000 03/01/2021 | 0.00% |
| ALLEGHENY TECHNOLOGIES 05.8750 12/01/2027 | 0.00% |
| ATHENE HOLDING LTD-CLASS A SEDOL BZ13MZ1 | 0.00% |
| AUD/USD 07/15/2020 BANKAM | 0.00% |
| AZRIELI GROUP LTD SEDOL B5MN1W0 | 0.00% |
| BMIR 2017-1 M1 P/P 144A 02.1873 10/25/2027 | 0.00% |
| CALIFORNIA RESOURC TL L+475 06.3633 12/31/2022 | 0.00% |
| CANADIAN UTILITIES LTD-A SEDOL 2172639 | 0.00% |
| CINEMARK USA INC 04.8750 06/01/2023 | 0.00% |
| CMB CMBX.NA.A.7 2047-01-17 200.0 01/17/2047 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 MS | 0.00% |
| CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 CG | 0.00% |
| CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 CG | 0.00% |
| CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 GS | 0.00% |
| CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 MS | 0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS | 0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS | 0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 MS | 0.00% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 CS | 0.00% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 GS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 JP | 0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 ML | 0.00% |
| CNP ASSURANCES SEDOL 5543986 | 0.00% |
| CONTINENTAL RESOURCES 05.0000 09/15/2022 | 0.00% |
| ELDORADO RESORTS INC 06.0000 09/15/2026 | 0.00% |
| ENERGIZER HLDG INC P/P 144A 07.7500 01/15/2027 | 0.00% |
| EUR/CHF PUT 1.03 20200615 GSFX | 0.00% |
| FNR 2005-83 QP 16.1272 11/25/2034 | 0.00% |
| FNR 2007-14 KO PO 00.0000 03/25/2037 | 0.00% |
| FNR 2007-64 LO PO 00.0000 07/25/2037 | 0.00% |
| FORD MOTOR CO SEDOL 2615468 | 0.00% |
| FOX CORP - CLASS B SEDOL BJJMGY5 | 0.00% |
| GBP/USD 06/17/2020 CSI-FX | 0.00% |
| GETLINK SE SEDOL B292JQ9 | 0.00% |
| GLENCORE PLC SEDOL B4T3BW6 | 0.00% |
| GNR 2010-9 QI IO 04.5000 01/20/2040 | 0.00% |
| H LUNDBECK A/S SEDOL 7085259 | 0.00% |
| INTERCONTINENTAL EXCHANGE IN SEDOL BFSSDS9 | 0.00% |
| IOS.FN30.350.14 R USL1M P 01/12/45 CS | 0.00% |
| IOS.FN30.400.10 R USL1M P 01/12/41 BC | 0.00% |
| IOS.FN30.400.11 R USL1M P 01/12/42 GS | 0.00% |
| IOS.FN30.400.11 R USL1M P 01/12/42 GS | 0.00% |
| IOS.FN30.600.08 R USL1M P 01/12/39 GS | 0.00% |
| JPY/USD 05/20/2020 CITI | 0.00% |
| JPY/USD 05/20/2020 UBS | 0.00% |
| KYUSHU RAILWAY COMPANY SEDOL BD2BST6 | 0.00% |
| LABORATORY CRP OF AMER HLDGS SEDOL 2586122 | 0.00% |
| MALLINCKRODT FIN/SB P/P 144A 10.0000 04/15/2025 | 0.00% |
| MEG ENERGY CORP P/P 144A 07.0000 03/31/2024 | 0.00% |
| MERCER INTL INC USD 07.3750 01/15/2025 | 0.00% |
| MSC 2007-HQ11 C 05.5580 02/12/2044 | 0.00% |
| NEWS CORP - CLASS A SEDOL BBGVT40 | 0.00% |
| NN GROUP NV SEDOL BNG8PQ9 | 0.00% |
| NOBLE HLDG INTL LTD P/P 144A 07.8750 02/01/2026 | 0.00% |
| NZD/USD 07/15/2020 BANKAM | 0.00% |
| NZD/USD 07/15/2020 BCAP-FX | 0.00% |
| NZD/USD 07/15/2020 CSI-FX | 0.00% |
| NZD/USD 07/15/2020 HSBCB | 0.00% |
| NZD/USD 07/15/2020 WPAC | 0.00% |
| OASIS PETROLEUM INC 06.8750 03/15/2022 | 0.00% |
| OASIS PETROLEUM INC P/P 144A 06.2500 05/01/2026 | 0.00% |
| PETROLEOS DE VEN P/P 144A 06.0000 11/15/2026 | 0.00% |
| PPL CAPITAL FUNDING INC 03.4000 06/01/2023 | 0.00% |
| REPSOL SA SEDOL 5669354 | 0.00% |
| SEK/USD 06/17/2020 BCAP-FX | 0.00% |
| SES SEDOL B00ZQQ2 | 0.00% |
| SM ENERGY CO 06.6250 01/15/2027 | 0.00% |
| STACR 2019-DNA2 M2 02.9373 03/25/2049 | 0.00% |
| STANDARD IND INC P/P 144A 04.7500 01/15/2028 | 0.00% |
| SUBARU CORP SEDOL 6356406 | 0.00% |
| T-MOBILE USA INC 05.3750 04/15/2027 | 0.00% |
| THE SHERWIN-WILLIAMS COMPANY 02.7500 06/01/2022 | 0.00% |
| TIAAC 2003-1A E 144A 08.0000 12/28/2038 | 0.00% |
| TITAN ACQ LTD P/P 144A 07.7500 04/15/2026 | 0.00% |
| TOWNSQUARE MEDIA INC P/P 144A 06.5000 04/01/2023 | 0.00% |
| TRANSDIGM INC 06.5000 05/15/2025 | 0.00% |
| TRANSOCEAN INC 07.5000 04/15/2031 | 0.00% |
| TRONOX INC P/P 144A 06.5000 05/01/2025 | 0.00% |
| USD/CHF PUT 0.94 20200605 GSFX | 0.00% |
| ADVANZ PHARMA CORP LTD SEDOL BG0RYR7 | 0.00% |
| AUD/USD 07/15/2020 JPMCB | 0.00% |
| BSCMS 06-PW14 X1 IO P/P 144A 00.4966 12/11/2038 | 0.00% |
| BSCMS 2006-PW11 C P/P 144A 05.8015 03/11/2039 | 0.00% |
| CAD/USD 07/15/2020 CITI | 0.00% |
| CAD/USD 07/15/2020 CSI-FX | 0.00% |
| CAD/USD 07/15/2020 GSFX | 0.00% |
| CAD/USD 07/15/2020 HSBCB | 0.00% |
| CAD/USD 07/15/2020 RBSF | 0.00% |
| CAD/USD 07/15/2020 TDBK | 0.00% |
| CAD/USD 07/15/2020 UBS | 0.00% |
| CAD/USD 07/15/2020 WPAC | 0.00% |
| CALIFORNIA RESOURCES P/P 144A 08.0000 12/15/2022 | 0.00% |
| CGCMT 2006-C5 XC IO P/P 144A 00.7208 10/15/2049 | 0.00% |
| CHF/USD 06/17/2020 CITI | 0.00% |
| CLEAR CHANNEL OUTDOOR HOLDIN SEDOL BJHVCH9 | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.A.7 2047-01-17 200.0 01/17/2047 GS | 0.00% |
| CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 MS | 0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 BA | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | 0.00% |
| CSFB 2003-C3 AX IO P/P 144A 02.3865 05/15/2038 | 0.00% |
| DKK/USD 06/17/2020 CITI | 0.00% |
| EUR/CHF PUT 1.00 20200615 GSFX | 0.00% |
| EUR/USD 06/17/2020 BCAP-FX | 0.00% |
| FHR 3206 EO PO 00.0000 08/15/2036 | 0.00% |
| FHR 3326 WF 00.0000 10/15/2035 | 0.00% |
| FHR 3391 PO PO 00.0000 04/15/2037 | 0.00% |
| FNR 2006-125 OX PO 00.0000 01/25/2037 | 0.00% |
| FNR 2006-84 OT PO 00.0000 09/25/2036 | 0.00% |
| GBP/USD 06/17/2020 HSBCB | 0.00% |
| GBP/USD 06/17/2020 RBSF | 0.00% |
| GBP/USD 06/17/2020 WPAC | 0.00% |
| GNR 2006-36 OD PO 00.0000 07/16/2036 | 0.00% |
| HKD/USD 05/20/2020 BANKAM | 0.00% |
| HKD/USD 05/20/2020 BCAP-FX | 0.00% |
| HKD/USD 05/20/2020 GSFX | 0.00% |
| HKD/USD 05/20/2020 HSBCB | 0.00% |
| HKD/USD 05/20/2020 SSBT | 0.00% |
| HKD/USD 05/20/2020 TDBK | 0.00% |
| HKD/USD 05/20/2020 UBS | 0.00% |
| IHEARTMEDIA INC - CLASS A SEDOL BJVR9Y9 | 0.00% |
| INTELSAT JACKSON HLD P/P 144A 08.0000 02/15/2024 | 0.00% |
| IOS.FN30.350.12 R USL1M P 01/12/43 BC | 0.00% |
| IOS.FN30.400.11 R USL1M P 01/12/42 BC | 0.00% |
| IOS.FN30.650.67 R USL1M P 01/12/38 BC | 0.00% |
| IOS.FN30.650.67 R USL1M P 01/12/38 GS | 0.00% |
| JPMCC 05-CB12 X1 IO P/P 144A 00.3200 09/12/2037 | 0.00% |
| JPMCC 2006-LDP8 X IO 00.2892 05/15/2045 | 0.00% |
| LBUBS 2005-C7 XCL IO P/P 144A 00.4985 11/15/2040 | 0.00% |
| MEZZ 2006-C4 X IO P/P 144A 07.2328 07/15/2045 | 0.00% |
| MEZZ 2007-C5 X IO P/P 144A 06.2101 12/15/2049 | 0.00% |
| MWO HOLDINGS LLC | 0.00% |
| NOBLE HOLDING INTL LTD USD 07.7500 01/15/2024 | 0.00% |
| NZD/USD 07/15/2020 JPMCB | 0.00% |
| NZD/USD 07/15/2020 RBSF | 0.00% |
| NZD/USD 07/15/2020 TDBK | 0.00% |
| OASIS PETROLEUM INC CV 02.6250 09/15/2023 | 0.00% |
| PARTY CITY HLDG INC P/P 144A 06.1250 08/15/2023 | 0.00% |
| TERVITA CORP SEDOL BD1DCC4 | 0.00% |
| TEXAS COHLD TCEH ESCROW 11.5000 10/01/2020 | 0.00% |
| TXU TCEH RIGHTS | 0.00% |
| USD/CHF PUT 0.91 20200605 CITI | 0.00% |
| VALARIS PLC USD 07.7500 02/01/2026 | 0.00% |
| AUD/USD 07/15/2020 CSI-FX | -0.00% |
| AUD/USD 07/15/2020 UBS | -0.00% |
| AUD/USD PUT 0.59 20200715 GSFX | -0.00% |
| CAD/USD 07/15/2020 BANKAM | -0.00% |
| CAD/USD 07/15/2020 JPMCB | -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 JP | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 BA | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.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% |
| EUR/USD 06/17/2020 CSI-FX | -0.00% |
| EUR/USD 06/17/2020 GSFX | -0.00% |
| EUR/USD 06/17/2020 RBSF | -0.00% |
| EUR/USD 06/17/2020 TDBK | -0.00% |
| EUR/USD 06/17/2020 WPAC | -0.00% |
| GBP/USD 06/17/2020 JPMCB | -0.00% |
| GBP/USD 06/17/2020 UBS | -0.00% |
| IOS.FN30.500.10 P USL1M R 01/12/41 BC | -0.00% |
| JPY/USD 05/20/2020 BANKAM | -0.00% |
| JPY/USD 05/20/2020 GSFX | -0.00% |
| JPY/USD 05/20/2020 HSBCB | -0.00% |
| JPY/USD 05/20/2020 JPMCB | -0.00% |
| JPY/USD 05/20/2020 WPAC | -0.00% |
| MBX.FN30.600.08 P USL1M R 01/12/39 BC | -0.00% |
| MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.00% |
| MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.00% |
| NOK/USD 06/17/2020 TDBK | -0.00% |
| NZD/USD 07/15/2020 CITI | -0.00% |
| NZD/USD 07/15/2020 GSFX | -0.00% |
| USD/JPY PUT 102.00 20200701 BANKAM | -0.00% |
| AUD/USD 07/15/2020 SSBT | -0.00% |
| CAD/USD 07/15/2020 SSBT | -0.00% |
| CHF/USD 06/17/2020 GSFX | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.A.7 2047-01-17 200.0 01/17/2047 JP | -0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 BA | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 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% |
| EUR/USD 06/17/2020 BANKAM | -0.00% |
| EUR/USD 06/17/2020 CITI | -0.00% |
| IOS.FN30.400.11 P USL1M R 01/12/42 JP | -0.00% |
| NOK/USD 06/17/2020 BANKAM | -0.00% |
| USD/JPY PUT 105.00 20200622 BANKAM | -0.00% |
| USD/JPY PUT 105.00 20200622 CITI | -0.00% |
| USD/JPY PUT 105.00 20200622 GSFX | -0.00% |
| CHF/USD 06/17/2020 JPMCB | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 MS | -0.00% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 MS | -0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 ML | -0.00% |
| EUR/USD 06/17/2020 JPMCB | -0.00% |
| JPY/USD 05/20/2020 SSBT | -0.00% |
| NOK/USD 06/17/2020 CITI | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.00% |
| EUR/USD 06/17/2020 HSBCB | -0.00% |
| IOS.FN30.400.10 P USL1M R 01/12/41 JP | -0.00% |
| NOK/USD 06/17/2020 SSBT | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 JP | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.00% |
| NOK/USD 06/17/2020 RBSF | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.01% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 GS | -0.01% |
| EUR/USD 06/17/2020 SSBT | -0.01% |
| NOK/USD 06/17/2020 HSBCB | -0.01% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 MS | -0.01% |
| JPY/USD 05/20/2020 BCAP-FX | -0.01% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 CS | -0.01% |
| NOK/USD 06/17/2020 CSI-FX | -0.01% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 CG | -0.01% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 JP | -0.01% |
| EUR/USD 06/17/2020 UBS | -0.01% |
| MBX.FN30.650.67 P USL1M R 01/12/38 BC | -0.02% |
| MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.02% |
| NOK/USD 06/17/2020 JPMCB | -0.02% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.02% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CG | -0.02% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.02% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CS | -0.02% |
| 0.65 R ISWP FWD US0003M P 06/17/2025 | -0.03% |
| NOK/USD 06/17/2020 GSFX | -0.04% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 JP | -0.04% |
| CDX CDX.NA.HY.34 500.0 06/20/2025 | -0.08% |
| FNMA FN30 TBA UMBS 03.5000 05/01/2050 | -0.10% |
| RU10INTR P US0003M R 11/25/20 CI | -0.18% |
| FNMA FN30 TBA UMBS 03.0000 05/01/2050 | -0.30% |
| S&P MID 400 EMINI JUN20 FAM0 | -0.95% |
| RU10INTR P US0003M R 11/25/20 CI | -1.47% |
| MSCI EAFE JUN20 MFSM0 | -2.56% |
| GSGLPWDS P US0001M R 12/15/25 GS | -2.75% |
| US 10YR ULTRA FUT JUN20 UXYM0 | -3.24% |
| S&P500 EMINI FUT JUN20 ESM0 | -8.54% |
| US 2YR NOTE (CBT) JUN20 TUM0 | 10.00% |
|---|---|
| US 5YR NOTE (CBT) JUN20 FVM0 | 9.41% |
| GNMA GII30 TBA 03.5000 04/01/2050 | 6.38% |
| US ULTRA BOND CBT JUN20 WNM0 | 5.26% |
| US 10YR NOTE (CBT)JUN20 TYM0 | 3.75% |
| FNMA FN30 TBA UMBS 02.5000 04/01/2050 | 3.24% |
| FNMA FN30 TBA UMBS 04.0000 04/01/2050 | 3.02% |
| FHLMC FR30 ZS4750 UMBS 03.0000 01/01/2048 | 2.95% |
| GSGLPWDL R US0001M P 12/15/25 GS | 2.81% |
| FNMA FN15 TBA UMBS 03.0000 04/01/2035 | 2.25% |
| US LONG BOND(CBT) JUN20 USM0 | 1.92% |
| APPLE INC SEDOL 2046251 | 1.66% |
| FNMA FN30 MA3563 UMBS 04.0000 01/01/2049 | 1.63% |
| FNMA FN30 FM1741 UMBS 04.0000 04/01/2049 | 1.57% |
| CGPUTQL2 R US0003M P 11/25/20 CI | 1.53% |
| AMAZON.COM INC SEDOL 2000019 | 1.47% |
| E-MINI RUSS 2000 JUN20 RTYM0 | 1.46% |
| ALPHABET INC-CL A SEDOL BYVY8G0 | 1.15% |
| MICROSOFT CORP SEDOL 2588173 | 1.02% |
| FNMA FN30 TBA UMBS 06.0000 04/01/2050 | 0.87% |
| JPMORGAN CHASE & CO SEDOL 2190385 | 0.78% |
| VERIZON COMMUNICATIONS INC SEDOL 2090571 | 0.76% |
| PROCTER & GAMBLE CO/THE SEDOL 2704407 | 0.74% |
| ADOBE INC SEDOL 2008154 | 0.72% |
| CISCO SYSTEMS INC SEDOL 2198163 | 0.68% |
| PAYPAL HOLDINGS INC SEDOL BYW36M8 | 0.61% |
| ORACLE CORP SEDOL 2661568 | 0.59% |
| FNMA FN30 MA2737 UMBS 03.0000 09/01/2046 | 0.58% |
| FNMA FN30 BM5024 UMBS 03.0000 11/01/2048 | 0.55% |
| QUALCOMM INC SEDOL 2714923 | 0.54% |
| COCA-COLA CO/THE SEDOL 2206657 | 0.52% |
| FNMA FN30 AL9859 UMBS 03.0000 03/01/2047 | 0.51% |
| CHEVRON CORP | 0.50% |
| JOHNSON & JOHNSON SEDOL 2475833 | 0.48% |
| COMCAST CORP-CLASS A SEDOL 2044545 | 0.47% |
| MEDTRONIC PLC SEDOL BTN1Y11 | 0.46% |
| CITIGROUP INC SEDOL 2297907 | 0.44% |
| PEPSICO INC SEDOL 2681511 | 0.42% |
| TREASURY BILL 00.0000 05/07/2020 | 0.41% |
| MERCK & CO. INC. SEDOL 2778844 | 0.40% |
| LOCKHEED MARTIN CORP SEDOL 2522096 | 0.38% |
| AMGEN INC SEDOL 2023607 | 0.37% |
| INTUIT INC SEDOL 2459020 | 0.35% |
| TREASURY BILL 00.0000 05/21/2020 | 0.35% |
| NORTHROP GRUMMAN CORP SEDOL 2648806 | 0.34% |
| HONEYWELL INTERNATIONAL INC SEDOL 2020459 | 0.33% |
| MONDELEZ INTERNATIONAL INC-A SEDOL B8CKK03 | 0.31% |
| TREASURY BILL 00.0000 07/09/2020 | 0.31% |
| TREASURY BILL 00.0000 04/16/2020 | 0.30% |
| TREASURY BILL 00.0000 09/10/2020 | 0.30% |
| VERIZON COMM 04.3290 09/21/2028 | 0.30% |
| TREASURY BILL 00.0000 06/25/2020 | 0.30% |
| ACTIVISION BLIZZARD INC SEDOL 2575818 | 0.29% |
| STARBUCKS CORP SEDOL 2842255 | 0.29% |
| JPMORGAN CHASE & CO 03.9640 11/15/2048 | 0.28% |
| ABBOTT LABORATORIES SEDOL 2002305 | 0.28% |
| S&P GLOBAL INC SEDOL BYV2325 | 0.28% |
| BOOKING HOLDINGS INC SEDOL BDRXDB4 | 0.28% |
| JPMORGAN CHASE & CO 03.6250 12/01/2027 | 0.27% |
| ABBVIE INC P/P 144A 03.2000 11/21/2029 | 0.27% |
| MORGAN STANLEY 03.6250 01/20/2027 | 0.26% |
| CITIGROUP INC 03.6680 07/24/2028 | 0.25% |
| BIOGEN INC SEDOL 2455965 | 0.24% |
| BANK OF AMERICA CORP 03.2480 10/21/2027 | 0.24% |
| TREASURY BILL 00.0000 04/28/2020 | 0.23% |
| FNMA FN30 AS7003 UMBS 03.0000 04/01/2046 | 0.23% |
| EXELON CORP SEDOL 2670519 | 0.23% |
| DANAHER CORP SEDOL 2250870 | 0.22% |
| 2.00 R ISWP FWD US0003M P 03/18/2050 | 0.22% |
| EDWARDS LIFESCIENCES CORP SEDOL 2567116 | 0.22% |
| CROWN CASTLE INTL CORP SEDOL BTGQCX1 | 0.21% |
| FNMA FN30 BC2733 UMBS 03.0000 05/01/2046 | 0.21% |
| VEEVA SYSTEMS INC-CLASS A SEDOL BFH3N85 | 0.21% |
| AT&T INC 04.1000 02/15/2028 | 0.21% |
| MORGAN STANLEY | 0.21% |
| TREASURY BILL 00.0000 08/13/2020 | 0.21% |
| UNION PACIFIC CORP SEDOL 2914734 | 0.21% |
| EBAY INC SEDOL 2293819 | 0.20% |
| GOLDMAN SACHS GROUP INC 03.8500 01/26/2027 | 0.20% |
| LOWES COMPANIES INC | 0.20% |
| MCKESSON CORP SEDOL 2378534 | 0.20% |
| GILEAD SCIENCES INC SEDOL 2369174 | 0.19% |
| UBS GROUP AG P/P 144A 03.4910 05/23/2023 | 0.19% |
| CVS HEALTH CORP 04.7800 03/25/2038 | 0.19% |
| ROCHE HOLDING AG-GENUSSCHEIN SEDOL 7110388 | 0.19% |
| WASTE MANAGEMENT INC SEDOL 2937667 | 0.19% |
| MICROSOFT CORP 02.4000 08/08/2026 | 0.19% |
| BRISTOL-MYERS SQUIBB CO SEDOL 2126335 | 0.18% |
| METLIFE INC SEDOL 2573209 | 0.18% |
| EQUINIX INC SEDOL BVLZX12 | 0.18% |
| GOLDMAN SACHS GROUP INC 02.6000 12/27/2020 | 0.18% |
| CUMMINS INC SEDOL 2240202 | 0.18% |
| AUTODESK INC SEDOL 2065159 | 0.18% |
| APPLE INC 04.2500 02/09/2047 | 0.18% |
| PETROBRAS GLOBAL FINANCE USD 06.2500 03/17/2024 | 0.17% |
| SALESFORCE.COM INC 03.7000 04/11/2028 | 0.17% |
| PFIZER INC SEDOL 2684703 | 0.17% |
| IHS MARKIT LTD P/P 144A 04.7500 02/15/2025 | 0.17% |
| BROADCOM INC SEDOL BDZ78H9 | 0.16% |
| TREASURY BILL 00.0000 08/20/2020 | 0.16% |
| DELTA AIR LINES INC SEDOL B1W9D46 | 0.16% |
| HERSHEY CO/THE SEDOL 2422806 | 0.16% |
| KINDER MORGAN INC SEDOL B3NQ4P8 | 0.16% |
| UNITEDHEALTH GROUP INC 03.8500 06/15/2028 | 0.16% |
| FHLMC FR30 ZS4703 UMBS 03.0000 02/01/2047 | 0.16% |
| NOVARTIS AG-REG SEDOL 7103065 | 0.15% |
| TARGET CORP SEDOL 2259101 | 0.15% |
| AMERICAN ELECTRIC POWER SEDOL 2026242 | 0.15% |
| TRANE TECHNOLOGIES PLC SEDOL BK9ZQ96 | 0.15% |
| AT&T INC. 03.8000 02/15/2027 | 0.15% |
| FNMA FN30 AS8056 UMBS 03.0000 10/01/2046 | 0.15% |
| FORTINET INC SEDOL B5B2106 | 0.15% |
| FNMA FN30 BJ9256 UMBS 04.0000 06/01/2048 | 0.15% |
| INTERPUBLIC GROUP COS 04.6500 10/01/2028 | 0.15% |
| NESTLE SA-REG SEDOL 7123870 | 0.14% |
| ALLERGAN PLC SEDOL BY9D546 | 0.14% |
| FACEBOOK INC-CLASS A SEDOL B7TL820 | 0.14% |
| NOVARTIS CAPITAL CORP 04.0000 11/20/2045 | 0.14% |
| STACR 2016-DNA2 M3 05.5966 10/25/2028 | 0.14% |
| ECOLAB INC 02.7000 11/01/2026 | 0.14% |
| ANZ NEW ZEALAND INT P/P 144A 02.8750 01/25/2022 | 0.14% |
| MICROSOFT CORP 03.7000 08/08/2046 | 0.14% |
| MICROSOFT CORP 01.5500 08/08/2021 | 0.14% |
| WILLIAMS COS INC SEDOL 2967181 | 0.14% |
| CADENCE DESIGN SYS INC SEDOL 2302232 | 0.14% |
| PHILLIPS 66 SEDOL B78C4Y8 | 0.14% |
| TELEFONICA EMISIONES SAU USD 04.8950 03/06/2048 | 0.13% |
| TREASURY BILL 00.0000 08/06/2020 | 0.13% |
| ALLSTATE CORP SEDOL 2019952 | 0.13% |
| ROYAL DUTCH SHELL PLC-B SHS SEDOL B03MM40 | 0.13% |
| AMAZON.COM INC 03.1500 08/22/2027 | 0.13% |
| BRISTOL-MYERS P/P 144A 02.9000 07/26/2024 | 0.13% |
| TREASURY BILL 00.0000 04/21/2020 | 0.13% |
| HILTON WORLDWIDE HOLDINGS IN SEDOL BYVMW06 | 0.13% |
| TREASURY BILL 00.0000 07/23/2020 | 0.13% |
| FAIRFAX FINL HLDGS USD 04.8500 04/17/2028 | 0.13% |
| FNMA FN30 AS7154 UMBS 03.0000 05/01/2046 | 0.13% |
| WELLS FARGO & COMPANY 02.6000 07/22/2020 | 0.13% |
| KLA CORP SEDOL 2480138 | 0.12% |
| LEIDOS HOLDINGS INC SEDOL BDV82B8 | 0.12% |
| SYNOPSYS INC SEDOL 2867719 | 0.12% |
| AMERIPRISE FINANCIAL INC SEDOL B0J7D57 | 0.12% |
| DANSKE BANK A/S P/P 144A 02.7000 03/02/2022 | 0.12% |
| JOHNSON CONTROLS INTERNATION SEDOL BY7QL61 | 0.12% |
| ORACLE CORP 04.0000 11/15/2047 | 0.12% |
| CAS 2016-C02 1M2 06.9466 09/25/2028 | 0.12% |
| NOVO NORDISK A/S-B SEDOL BHC8X90 | 0.12% |
| CHARTER COMM OPT LLC 06.4840 10/23/2045 | 0.12% |
| ATLASSIAN CORP PLC-CLASS A SEDOL BZ09BD1 | 0.11% |
| CDX CDX.NA.HY.34 500.0 06/20/2025 | 0.11% |
| DNB BANK ASA P/P 144A 02.1500 12/02/2022 | 0.11% |
| CAPITAL ONE FINANCIAL CORP SEDOL 2654461 | 0.11% |
| COMCAST CORP 03.4500 02/01/2050 | 0.11% |
| EVERGY INC SEDOL BFMXGR0 | 0.11% |
| BROADCOM CRP / CAYM 03.5000 01/15/2028 | 0.11% |
| DBUBS 2011-LC3A D P/P 144A 05.3348 08/10/2044 | 0.11% |
| ZIMMER BIOMET HOLDINGS INC SEDOL 2783815 | 0.11% |
| GOLDMAN SACHS GROUP INC SEDOL 2407966 | 0.11% |
| PUBLIC SERVICE ENTERPRISE GP SEDOL 2707677 | 0.11% |
| TORONTO-DOMINION BANK USD 01.9000 12/01/2022 | 0.11% |
| COMMONWEALTH BK AUST P/P 144A 02.2000 11/09/2020 | 0.11% |
| LAM RESEARCH CORP SEDOL 2502247 | 0.11% |
| AT&T INC SEDOL 2831811 | 0.11% |
| BANK OF AMERICA CORP 06.1100 01/29/2037 | 0.11% |
| E*TRADE FINANCIAL CORPORATION | 0.11% |
| AMERICAN TOWER CORP 03.1250 01/15/2027 | 0.11% |
| ENTERPRISE PRODUCTS OPER 04.2500 02/15/2048 | 0.11% |
| TREASURY BILL 00.0000 04/02/2020 | 0.11% |
| FNMA FN30 TBA UMBS 04.5000 04/01/2050 | 0.10% |
| MWST 2019-1 A 01.7466 06/25/2052 | 0.10% |
| SPST 2019-3 A 01.6285 06/24/2020 | 0.10% |
| GNMA GII30 TBA 04.0000 04/01/2050 | 0.10% |
| ROCHE HOLDINGS INC P/P 144A 04.0000 11/28/2044 | 0.10% |
| RUSSIAN FEDERATION P/P 144A 04.3750 03/21/2029 | 0.10% |
| GENERAL MOTORS FINL CO 04.0000 10/06/2026 | 0.10% |
| KINDER MORGAN INC 03.1500 01/15/2023 | 0.10% |
| CAS 2016-C01 1M2 07.6966 08/25/2028 | 0.10% |
| SPST 2019-7 A 01.6285 09/24/2020 | 0.10% |
| AIR LEASE CORP 03.2500 10/01/2029 | 0.10% |
| COMMONWEALTH BK AUST P/P 144A 03.1500 09/19/2027 | 0.10% |
| ORACLE CORP 02.6500 07/15/2026 | 0.10% |
| SHELL INTERNATIONAL FIN USD 02.8750 05/10/2026 | 0.10% |
| DIAMOND 1 FIN/DIAM P/P 144A 06.0200 06/15/2026 | 0.10% |
| SPST 2019-11 A 01.6785 10/24/2020 | 0.10% |
| UNITED MEXICAN STATES USD 05.5500 01/21/2045 | 0.10% |
| AGILENT TECHNOLOGIES INC SEDOL 2520153 | 0.10% |
| SONY CORP SEDOL 6821506 | 0.10% |
| AUST & NZ BANKING GROUP USD 02.1250 08/19/2020 | 0.10% |
| ENTERGY CORP SEDOL 2317087 | 0.10% |
| GOLDMAN SACHS GROUP INC 04.2230 05/01/2029 | 0.10% |
| ALLIANZ SE-REG SEDOL 5231485 | 0.09% |
| MITSUBISHI UFJ FIN GRP USD 03.5350 07/26/2021 | 0.09% |
| 1.75 R ISWP FWD US0003M P 03/18/2030 | 0.09% |
| CIT GROUP INC. 05.2500 03/07/2025 | 0.09% |
| SPST 2020-2 A 01.7549 03/26/2021 | 0.09% |
| ABBVIE INC SEDOL B92SR70 | 0.09% |
| DTE ENERGY COMPANY SEDOL 2280220 | 0.09% |
| FNMA FN30 AS8074 UMBS 03.0000 10/01/2046 | 0.09% |
| SIRIUS XM RADIO INC P/P 144A 05.0000 08/01/2027 | 0.09% |
| WFRBS 2011-C2 D P/P 144A 05.6626 02/15/2044 | 0.09% |
| WILLIS TOWERS WATSON PLC USD 05.7500 03/15/2021 | 0.09% |
| COMCAST CORP 03.9690 11/01/2047 | 0.09% |
| SVENSKA HANDELSBANKEN AB USD 01.9500 09/08/2020 | 0.09% |
| VERIZON COMMUNICATIONS 04.4000 11/01/2034 | 0.09% |
| BPCE SA P/P 144A 04.5000 03/15/2025 | 0.09% |
| CITIGROUP INC 02.6500 10/26/2020 | 0.09% |
| ENEL SPA SEDOL 7144569 | 0.09% |
| EXPEDIA GROUP INC SEDOL B748CK2 | 0.09% |
| FISERV INC 04.2000 10/01/2028 | 0.09% |
| NORTHROP GRUMMAN CORP 03.2500 01/15/2028 | 0.09% |
| ALTICE USA INC- A SEDOL BDRY7P9 | 0.09% |
| FIRSTENERGY TRANSMIS P/P 144A 05.4500 07/15/2044 | 0.09% |
| IVORY COAST REGS 06.1250 06/15/2033 | 0.09% |
| OMNICOM GP/OMNICOM CAP 03.6000 04/15/2026 | 0.09% |
| SYNCHRONY FINANCIAL SEDOL BP96PS6 | 0.09% |
| CAS 2015-C04 2M2 06.4966 04/25/2028 | 0.08% |
| CF INDUSTRIES INC P/P 144A 04.5000 12/01/2026 | 0.08% |
| L OREAL SEDOL 4057808 | 0.08% |
| MORGAN STANLEY 04.3750 01/22/2047 | 0.08% |
| NATIONAL AUSTRALIA BK/NY 02.1250 05/22/2020 | 0.08% |
| AMETEK INC SEDOL 2089212 | 0.08% |
| BANQUE FED CRED MUTU P/P 144A 02.2000 07/20/2020 | 0.08% |
| ESSEX PROPERTY TRUST INC SEDOL 2316619 | 0.08% |
| KDDI CORP SEDOL 6248990 | 0.08% |
| REP OF INDONESIA P/P 144A 04.3500 01/08/2027 | 0.08% |
| ANHEUSER-BUSCH CO/IN 03.6500 02/01/2026 | 0.08% |
| DEUTSCHE POST AG-REG SEDOL 4617859 | 0.08% |
| DEUTSCHE TELEKOM AG-REG SEDOL 5842359 | 0.08% |
| HARTFORD FINANCIAL SVCS GRP SEDOL 2476193 | 0.08% |
| NINTENDO CO LTD SEDOL 6639550 | 0.08% |
| TREASURY BILL 00.0000 06/11/2020 | 0.08% |
| GLOBAL PAYMENTS INC 04.0000 06/01/2023 | 0.08% |
| REPUBLIC OF INDONESIA REGS 04.7500 01/08/2026 | 0.08% |
| SYSCO CORP SEDOL 2868165 | 0.08% |
| AES CORP SEDOL 2002479 | 0.08% |
| ENERGY TRANSFER OPERATNG 03.7500 05/15/2030 | 0.08% |
| MICROCHIP TECH INC 04.3330 06/01/2023 | 0.08% |
| PNC BANK NA 02.0280 12/09/2022 | 0.08% |
| RAYTHEON COMPANY 02.5000 12/15/2022 | 0.08% |
| ZOETIS INC SEDOL B95WG16 | 0.08% |
| ASHTEAD CAPITAL INC P/P 144A 04.3750 08/15/2027 | 0.08% |
| FNMA FN40 BF0171 UMBS 04.0000 01/01/2057 | 0.08% |
| HERMES INTERNATIONAL SEDOL 5253973 | 0.08% |
| KERING SEDOL 5505072 | 0.08% |
| THERMO FISHER SCIENTIFIC INC SEDOL 2886907 | 0.08% |
| UNITED TECHNOLOGIES CORP 04.1250 11/16/2028 | 0.08% |
| MERCK & CO INC 03.7000 02/10/2045 | 0.08% |
| TORONTO-DOMINION BANK USD 03.6250 09/15/2031 | 0.08% |
| UNITED MEXICAN STATES USD 03.2500 04/16/2030 | 0.08% |
| TREASURY BILL 00.0000 04/14/2020 | 0.08% |
| CAS 2015-C04 1M2 06.6466 04/25/2028 | 0.08% |
| FIDELITY NATL INFO SERV 03.7500 05/21/2029 | 0.08% |
| FNMA FN30 BM1172 UMBS 03.0000 03/01/2047 | 0.08% |
| ITOCHU CORP SEDOL 6467803 | 0.08% |
| MANUF & TRADERS TRUST CO 02.0500 08/17/2020 | 0.08% |
| NATIONAL AUSTRALIA BK/NY 02.5000 01/12/2021 | 0.08% |
| RIO TINTO PLC SEDOL 0718875 | 0.08% |
| VISTRA ENERGY CORP SEDOL BZ8VJQ8 | 0.08% |
| WESTPAC BANKING CORP USD 02.0000 08/19/2021 | 0.08% |
| ASTELLAS PHARMA INC SEDOL 6985383 | 0.08% |
| BANK OF NOVA SCOTIA USD 02.3500 10/21/2020 | 0.08% |
| INDUSTRIA DE DISENO TEXTIL SEDOL BP9DL90 | 0.08% |
| PULTEGROUP INC SEDOL 2708841 | 0.08% |
| BF0101 03.5000 06/01/2056 | 0.08% |
| VERISK ANALYTICS INC SEDOL B4P9W92 | 0.08% |
| DOW CHEMICAL CO/THE 03.5000 10/01/2024 | 0.07% |
| DUKE ENERGY CORP 03.1500 08/15/2027 | 0.07% |
| KONINKLIJKE AHOLD DELHAIZE N SEDOL BD0Q398 | 0.07% |
| PINNACLE WEST CAPITAL SEDOL 2048804 | 0.07% |
| DISCOVER FINANCIAL SERVICES SEDOL B1YLC43 | 0.07% |
| BOOZ ALLEN HAMILTON HOLDINGS SEDOL B5367T7 | 0.07% |
| CIGNA CORP 03.7500 07/15/2023 | 0.07% |
| JP MORGAN CHASE BANK NA 03.0860 04/26/2021 | 0.07% |
| LNSTR 2015-3 B P/P 144A 03.1423 04/20/2048 | 0.07% |
| SANDVIK AB SEDOL B1VQ252 | 0.07% |
| STANDARD IND INC P/P 144A 05.0000 02/15/2027 | 0.07% |
| UNITED MEXICAN STATES USD 04.5000 04/22/2029 | 0.07% |
| VIACOMCBS INC 04.2000 06/01/2029 | 0.07% |
| AMGEN INC 02.6000 08/19/2026 | 0.07% |
| BIOGEN INC 03.6250 09/15/2022 | 0.07% |
| HOYA CORP SEDOL 6441506 | 0.07% |
| UNITED AIRLINES HOLDINGS INC SEDOL B4QG225 | 0.07% |
| WESTROCK MWV LLC 08.2000 01/15/2030 | 0.07% |
| WOLTERS KLUWER SEDOL 5671519 | 0.07% |
| BP CAPITAL MARKETS PLC USD 03.2790 09/19/2027 | 0.07% |
| CF INDUSTRIES HOLDINGS INC SEDOL B0G4K50 | 0.07% |
| FNMA FN30 BC1155 UMBS 03.0000 06/01/2046 | 0.07% |
| REPUBLIC SERVICES INC SEDOL 2262530 | 0.07% |
| AMERICAN TOWER CORP 02.7500 01/15/2027 | 0.07% |
| AVALONBAY COMMUNITIES INC SEDOL 2131179 | 0.07% |
| BANK OF AMERICA CORP 02.4960 02/13/2031 | 0.07% |
| COMM 2010-C1 D P/P 144A 05.8948 07/10/2046 | 0.07% |
| ESSITY AKTIEBOLAG-B SEDOL BF1K7P7 | 0.07% |
| SUMITOMO MITSUI FINANCIAL GR SEDOL 6563024 | 0.07% |
| WFRBS 2013-C18 AS 04.3870 12/15/2046 | 0.07% |
| DOVER CORP SEDOL 2278407 | 0.07% |
| TREASURY BILL 00.0000 09/03/2020 | 0.07% |
| CAS 2016-C04 1M2 05.1966 01/25/2029 | 0.07% |
| EQUITY RESIDENTIAL TR REIT | 0.07% |
| GSMS 2014-GC22 C 04.6907 06/10/2047 | 0.07% |
| HITACHI LTD SEDOL 6429104 | 0.07% |
| IBM CORP 01.8750 08/01/2022 | 0.07% |
| DIGITAL REALTY TRUST LP 04.4500 07/15/2028 | 0.06% |
| DUKE REALTY CORP SEDOL 2284084 | 0.06% |
| EOG RESOURCES INC 02.6250 03/15/2023 | 0.06% |
| PARTNERS GROUP HOLDING AG SEDOL B119QG0 | 0.06% |
| ANGLO AMER PLC SEDOL B1XZS82 | 0.06% |
| CSAIL 2015-C1 C 04.2705 04/15/2050 | 0.06% |
| MRAIT 2020-2 A 02.7311 10/22/2020 | 0.06% |
| PETROLEOS MEXICANOS P/P 144A 06.8400 01/23/2030 | 0.06% |
| SHIRE ACQ INV IE 03.2000 09/23/2026 | 0.06% |
| CENTERPOINT ENERGY INC SEDOL 2440637 | 0.06% |
| DAIKIN INDUSTRIES LTD SEDOL 6250724 | 0.06% |
| FIFTH THIRD BANCORP SEDOL 2336747 | 0.06% |
| HILTON WORLDWIDE FIN LLC 04.8750 04/01/2027 | 0.06% |
| NORDEA BANK ABP P/P 144A 02.2500 05/27/2021 | 0.06% |
| SHIONOGI & CO LTD SEDOL 6804682 | 0.06% |
| VERIZON COMMUNICATIONS 05.2500 03/16/2037 | 0.06% |
| BRDCOM CRP / FIN 03.8750 01/15/2027 | 0.06% |
| TPAT 2018-SL1 A P/P 144A 02.2268 01/25/2046 | 0.06% |
| TREASURY BILL 00.0000 06/18/2020 | 0.06% |
| WH GROUP LTD SEDOL BLLHKZ1 | 0.06% |
| AMGEN INC 04.6630 06/15/2051 | 0.06% |
| AT&T INC 04.7500 05/15/2046 | 0.06% |
| BANK OF MONTREAL USD 03.1000 04/13/2021 | 0.06% |
| DUKE ENERGY OHIO INC 03.6500 02/01/2029 | 0.06% |
| HOLOGIC INC SEDOL 2433530 | 0.06% |
| INVITATION HOMES INC SEDOL BD81GW9 | 0.06% |
| LEGAL & GENERAL GROUP PLC SEDOL 0560399 | 0.06% |
| NRG ENERGY INC P/P 144A 04.4500 06/15/2029 | 0.06% |
| REGIONS FINANCIAL CORP 02.7500 08/14/2022 | 0.06% |
| TELEDYNE TECHNOLOGIES INC SEDOL 2503477 | 0.06% |
| WEST PHARMACEUTICAL SERVICES SEDOL 2950482 | 0.06% |
| AMERICAN ELECTRIC POWER 04.3000 12/01/2028 | 0.06% |
| CHARTER COMM OPT LLC/CAP 04.8000 03/01/2050 | 0.06% |
| JOHNSON CONTROLS INTL PL 04.5000 02/15/2047 | 0.06% |
| UNITEDHEALTH GROUP INC 03.9500 10/15/2042 | 0.06% |
| WESFARMERS LTD SEDOL 6948836 | 0.06% |
| ABN AMRO BANK NV P/P 144A 02.4500 06/04/2020 | 0.06% |
| AVIVA PLC SEDOL 0216238 | 0.06% |
| BNP PARIBAS SEDOL 7309681 | 0.06% |
| CBRE GROUP INC - A SEDOL B6WVMH3 | 0.06% |
| FERGUSON PLC SEDOL BJVNSS4 | 0.06% |
| GSMS 2011-GC3 D P/P 144A 05.6366 03/10/2044 | 0.06% |
| ABBVIE INC 02.5000 05/14/2020 | 0.06% |
| BMW US CAPITAL LLC P/P 144A 02.0000 04/11/2021 | 0.06% |
| CITIGROUP INC 03.8870 01/10/2028 | 0.06% |
| GOOGLE INC 03.3750 02/25/2024 | 0.06% |
| ONCOR ELECTRIC DELIV 03.7500 04/01/2045 | 0.06% |
| AGNC INVESTMENT CORP SEDOL BYYHJL8 | 0.06% |
| CARLSBERG AS-B SEDOL 4169219 | 0.06% |
| CHENIERE CORP CHRIST 05.1250 06/30/2027 | 0.06% |
| HUNTINGTON BANCSHARES 04.3500 02/04/2023 | 0.06% |
| DEERE & COMPANY 02.6000 06/08/2022 | 0.06% |
| DUKE ENERGY CORP 04.2000 06/15/2049 | 0.06% |
| GARMIN LTD SEDOL B3Z5T14 | 0.06% |
| HYATT HOTELS CORP 04.8500 03/15/2026 | 0.06% |
| KEURIG DR PEPPER INC 04.5970 05/25/2028 | 0.06% |
| PFIZER INC 03.0000 12/15/2026 | 0.06% |
| BANCO BILBAO VIZCAYA ARGENTA SEDOL 5501906 | 0.06% |
| CROWN CASTLE INTL CORP 03.6500 09/01/2027 | 0.06% |
| EQUINOR ASA USD 02.9000 11/08/2020 | 0.06% |
| FEDERATIVE REP OF BRAZIL USD 04.2500 01/07/2025 | 0.06% |
| HD SUPPLY HOLDINGS INC SEDOL BBL5981 | 0.06% |
| NIPPON TELEGRAPH & TELEPHONE SEDOL 6641373 | 0.06% |
| ZOETIS INC 03.9000 08/20/2028 | 0.06% |
| COVESTRO AG SEDOL BYTBWY9 | 0.05% |
| FAIR ISAAC CORP SEDOL 2330299 | 0.05% |
| INTL FLAVOR & FRAGRANCES 04.4500 09/26/2028 | 0.05% |
| MET LIFE GLOB P/P 144A 01.9500 01/13/2023 | 0.05% |
| SHIN-ETSU CHEMICAL CO LTD SEDOL 6804585 | 0.05% |
| TREASURY BILL 00.0000 04/07/2020 | 0.05% |
| UBS GROUP AG REGS 06.8750 12/29/2049 | 0.05% |
| AMAZON.COM INC. 02.5000 11/29/2022 | 0.05% |
| APPLE INC 03.8500 05/04/2043 | 0.05% |
| CISCO SYSTEMS INC 02.5000 09/20/2026 | 0.05% |
| SHIRE ACQ INV IRELAND DA USD 02.8750 09/23/2023 | 0.05% |
| SWISS RE TREAS P/P 144A 04.2500 12/06/2042 | 0.05% |
| UNITEDHEALTH GROUP INC 02.7500 02/15/2023 | 0.05% |
| WFRBS 2011-C3 D P/P 144A 05.6807 03/15/2044 | 0.05% |
| ALLERGAN FUNDING SCS USD 03.8000 03/15/2025 | 0.05% |
| ALPHABET INC 01.9980 08/15/2026 | 0.05% |
| AVERY DENNISON CORP SEDOL 2066408 | 0.05% |
| BANK OF AMERICA CORP 03.4990 05/17/2022 | 0.05% |
| COMPASS GROUP PLC SEDOL BD6K457 | 0.05% |
| EASTMAN CHEMICAL CO SEDOL 2298386 | 0.05% |
| GSMS 2010-C1 D P/P 144A 05.9805 08/10/2043 | 0.05% |
| UBS AG LONDON P/P 144A 02.2000 06/08/2020 | 0.05% |
| US BANCORP 02.6250 01/24/2022 | 0.05% |
| BMIR 2019-4A M1C P/P 144A 03.4466 10/25/2029 | 0.05% |
| DENTSPLY SIRONA INC SEDOL BYNPPC6 | 0.05% |
| L3HARRIS TECH INC P/P 144A 03.8500 12/15/2026 | 0.05% |
| CAS 2016-C03 2M2 06.8466 10/25/2028 | 0.05% |
| CK ASSET HOLDINGS LTD SEDOL BYZQ077 | 0.05% |
| KINDER MORGAN ENER PART 03.5000 03/01/2021 | 0.05% |
| PEUGEOT SA SEDOL 7103526 | 0.05% |
| STEEL DYNAMICS INC SEDOL 2849472 | 0.05% |
| BERRY GLOBAL GROUP INC SEDOL B8BR3H3 | 0.05% |
| FIRSTENERGY CORP 04.8500 07/15/2047 | 0.05% |
| KEURIG DR PEPPER INC 04.4170 05/25/2025 | 0.05% |
| MGM RESORTS INTERNATIONAL SEDOL 2547419 | 0.05% |
| NUTRIEN LTD USD 04.1250 03/15/2035 | 0.05% |
| TCI COMMUNICATIONS INC 07.1250 02/15/2028 | 0.05% |
| COMCAST CORP 02.3500 01/15/2027 | 0.05% |
| ENERGY TRANSFER OPERA 05.8750 01/15/2024 | 0.05% |
| GLENCORE FUNDING LLC P/P 144A 04.0000 04/16/2025 | 0.05% |
| ORIX CORP SEDOL 6661144 | 0.05% |
| ALLY FINANCIAL INC SEDOL B72XK05 | 0.05% |
| BOSTON PROPERTIES INC SEDOL 2019479 | 0.05% |
| CWALT 2006-OA10 4A1 01.1366 08/25/2046 | 0.05% |
| ENERGY TRANSFER OPERATNG 06.6250 02/15/2028 | 0.05% |
| HILL-ROM HOLDINGS INC SEDOL 2425924 | 0.05% |
| HOME DEPOT INC 02.6250 06/01/2022 | 0.05% |
| LAMB WESTON HOLDINGS P/P 144A 04.8750 11/01/2026 | 0.05% |
| MBX.FN30.500.10 R USL1M P 01/12/41 BC | 0.05% |
| VEREIT INC SEDOL BYVVTJ1 | 0.05% |
| WALMART INC SEDOL 2936921 | 0.05% |
| AVALARA INC SEDOL BZ1NVP4 | 0.05% |
| COSTAR GROUP INC SEDOL 2262864 | 0.05% |
| CROWN CASTLE INTL CORP 03.7000 06/15/2026 | 0.05% |
| CROWN HOLDINGS INC | 0.05% |
| SHERWIN-WILLIAMS CO 03.4500 06/01/2027 | 0.05% |
| TREASURY BILL 00.0000 06/04/2020 | 0.05% |
| AT&T INC 02.9500 07/15/2026 | 0.04% |
| CAS 2020-R01 1M2 02.9966 01/25/2040 | 0.04% |
| DEUTSCHE BOERSE AG SEDOL 7021963 | 0.04% |
| ENBRIDGE INC USD 04.5000 06/10/2044 | 0.04% |
| FEDERATIVE REP OF BRAZIL USD 04.6250 01/13/2028 | 0.04% |
| GLENCORE FUNDING LLC P/P 144A 04.6250 04/29/2024 | 0.04% |
| ROGERS COMMUNICATIONS IN USD 04.5000 03/15/2043 | 0.04% |
| ROYAL BANK OF CANADA USD 04.6500 01/27/2026 | 0.04% |
| SUN COMMUNITIES INC SEDOL 2860257 | 0.04% |
| TRK 2019-1 A1 04.3356 03/25/2022 | 0.04% |
| WOOLWORTHS GROUP LTD SEDOL 6981239 | 0.04% |
| AIG GLOBAL FUNDING P/P 144A 02.1500 07/02/2020 | 0.04% |
| ANHEUSER-BUSCH INBEV WOR 04.7500 01/23/2029 | 0.04% |
| BP CAP MARKETS AMERICA 03.1190 05/04/2026 | 0.04% |
| CISCO SYSTEMS INC 05.9000 02/15/2039 | 0.04% |
| LINCOLN NATIONAL CORP SEDOL 2516378 | 0.04% |
| MET LIFE GLOB P/P 144A 02.4000 06/17/2022 | 0.04% |
| METLIFE CAP TRST IV P/P 144A 07.8750 12/15/2037 | 0.04% |
| SKANDINAVISKA ENSKILDA BAN-A SEDOL 4813345 | 0.04% |
| WALT DISNEY COMPANY 07.7500 12/01/2045 | 0.04% |
| ALLISON TRANSMISSION HOLDING SEDOL B4PZ892 | 0.04% |
| APPLE INC 04.3750 05/13/2045 | 0.04% |
| ASPEN TECHNOLOGY INC SEDOL 2051868 | 0.04% |
| DUPONT DE NEMOURS INC SEDOL BK0VN47 | 0.04% |
| HEICO CORP SEDOL 2419217 | 0.04% |
| JPMCC 2012-C6 E P/P 144A 05.1571 05/15/2045 | 0.04% |
| NATIONAL AUSTRALIA BK/NY 02.8000 01/10/2022 | 0.04% |
| NTT DOCOMO INC SEDOL 6129277 | 0.04% |
| PETROBRAS GLOBAL FINANCE USD 06.1250 01/17/2022 | 0.04% |
| PROTECTIVE LIFE GLO P/P 144A 02.2620 04/08/2020 | 0.04% |
| VOLKSWAGEN AG PFD SEDOL 5497168 | 0.04% |
| XEROX HOLDINGS CORP SEDOL BJJD5G3 | 0.04% |
| AES CORP/THE 05.5000 04/15/2025 | 0.04% |
| BALL CORP SEDOL 2073022 | 0.04% |
| BRITISH AMERICAN TOBACCO PLC SEDOL 0287580 | 0.04% |
| CHEMED CORP SEDOL 2190084 | 0.04% |
| E.ON SE SEDOL 4942904 | 0.04% |
| GLAXOSMITHKLINE PLC SEDOL 0925288 | 0.04% |
| LLOYDS BANKING GROUP PLC USD 04.5000 11/04/2024 | 0.04% |
| MITSUBISHI UFJ FIN GRP USD 03.8500 03/01/2026 | 0.04% |
| NRG P/P 144A 03.7500 06/15/2024 | 0.04% |
| UBS GROUP AG P/P 144A 04.1250 04/15/2026 | 0.04% |
| VISTRA OPERATION P/P 144A 03.5500 07/15/2024 | 0.04% |
| VORNADO REALTY TRUST SEDOL 2933632 | 0.04% |
| WASTE CONNECTIONS INC 03.5000 05/01/2029 | 0.04% |
| ASSOCIATED BRITISH FOODS PLC SEDOL 0673123 | 0.04% |
| CVS HEALTH CORP 03.7000 03/09/2023 | 0.04% |
| HITACHI HIGH-TECHNOLOGY SEDOL 6642804 | 0.04% |
| HOME DEPOT INC 05.9500 04/01/2041 | 0.04% |
| INTERNATIONAL PAPER CO 03.0000 02/15/2027 | 0.04% |
| JOHNSON CONTROLS INTL PL 04.9500 07/02/2064 | 0.04% |
| REPUBLIC OF SENEGAL REGS 06.2500 05/23/2033 | 0.04% |
| SANTANDER UK GROUP H P/P 144A 04.7500 09/15/2025 | 0.04% |
| SPRINT CORP 07.8750 09/15/2023 | 0.04% |
| ALIMENTATION COUCHE-TARD 3.550000 07/26/2027 | 0.04% |
| BANCO SANTANDER SA USD 05.1790 11/19/2025 | 0.04% |
| BANK LEUMI LE-ISRAEL SEDOL 6076425 | 0.04% |
| BMW US CAPITAL LLC P/P 144A 03.9500 08/14/2028 | 0.04% |
| CAS 2016-C01 2M2 07.8966 08/25/2028 | 0.04% |
| DOLLAR GENERAL CORP 03.2500 04/15/2023 | 0.04% |
| MACQUARIE BANK LTD P/P 144A 02.8500 07/29/2020 | 0.04% |
| ORACLE CORP 05.3750 07/15/2040 | 0.04% |
| ANHEUSER-BUSCH INBEV WOR 05.5500 01/23/2049 | 0.04% |
| CCO HOLDINGS LLC P/P 144A 05.3750 06/01/2029 | 0.04% |
| CISCO SYSTEMS INC 02.2000 02/28/2021 | 0.04% |
| CITIGROUP INC 04.4500 09/29/2027 | 0.04% |
| CROWN CASTLE INTL CORP 03.8000 02/15/2028 | 0.04% |
| EQUINIX INC 03.2000 11/18/2029 | 0.04% |
| ERAC USA FINANCE LLC P/P 144A 05.6250 03/15/2042 | 0.04% |
| EXXON MOBIL CORPORATION 02.2220 03/01/2021 | 0.04% |
| FHLMC FR30 ZS9547 UMBS 04.0000 09/01/2045 | 0.04% |
| INGERSOLL-RAND INC SEDOL BL5GZ82 | 0.04% |
| JPMORGAN CHASE & CO 04.6000 01/23/2050 | 0.04% |
| L3HARRIS TECH INC P/P 144A 04.4000 06/15/2028 | 0.04% |
| LBMLT 2004-1 A2 01.7466 02/25/2034 | 0.04% |
| MONSTER BEVERAGE CORP SEDOL BZ07BW4 | 0.04% |
| OSHKOSH CORP 04.6000 05/15/2028 | 0.04% |
| WFRBS 2012-C8 AS 03.6600 08/15/2045 | 0.04% |
| 3I GROUP PLC SEDOL B1YW440 | 0.04% |
| CRH PLC SEDOL 4182249 | 0.04% |
| CSX CORP 04.1000 03/15/2044 | 0.04% |
| DOMINICAN REPUBLIC REGS 05.9500 01/25/2027 | 0.04% |
| FIDELITY NATIONAL INFORM 04.2500 05/15/2028 | 0.04% |
| MARSH & MCLENNAN COS INC 04.9000 03/15/2049 | 0.04% |
| RELIANCE STEEL & ALUMINUM SEDOL 2729068 | 0.04% |
| S&P GLOBAL INC 04.4000 02/15/2026 | 0.04% |
| SPST 2019-WL1 A 01.5966 08/25/2052 | 0.04% |
| VODAFONE GROUP PLC USD 04.3750 05/30/2028 | 0.04% |
| WAMU 2005-AR12 1A8 03.8631 10/25/2035 | 0.04% |
| CAMDEN PROPERTY TRUST SEDOL 2166320 | 0.04% |
| CATERPILLAR INC SEDOL 2180201 | 0.04% |
| ERAC USA FINANCE LLC P/P 144A 07.0000 10/15/2037 | 0.04% |
| FHMS K099 X1 IO 01.0058 09/25/2029 | 0.04% |
| ING BANK NV P/P 144A 05.8000 09/25/2023 | 0.04% |
| MARSH & MCLENNAN COS INC 04.3750 03/15/2029 | 0.04% |
| NUTRIEN LTD. USD 04.2000 04/01/2029 | 0.04% |
| REPUBLIC OF COLOMBIA USD 03.8750 04/25/2027 | 0.04% |
| STACR 2016-DNA1 M3 06.4966 07/25/2028 | 0.04% |
| TOKYO ELECTRON LTD SEDOL 6895675 | 0.04% |
| ALPHABET INC 03.6250 05/19/2021 | 0.04% |
| CFCRE 2011-C2 E P/P 144A 05.7436 12/15/2047 | 0.04% |
| DISCOVERY INC - A SEDOL B3D7K31 | 0.04% |
| JPMBB 2013-C12 C 04.1002 07/15/2045 | 0.04% |
| LEGRAND SA SEDOL B11ZRK9 | 0.04% |
| MSBAM 2012-C5 E P/P 144A 04.6770 08/15/2045 | 0.04% |
| OCCIDENTAL PETROLEUM COR 04.4000 04/15/2046 | 0.04% |
| PFIZER INC 01.9500 06/03/2021 | 0.04% |
| PPG INDUSTRIES INC SEDOL 2698470 | 0.04% |
| SERVICEMASTER GLOBAL HOLDING SEDOL BNG8BF0 | 0.04% |
| STMICROELECTRONICS NV SEDOL 5962332 | 0.04% |
| TRUIST BANK 02.6360 09/17/2029 | 0.04% |
| VISTRA OPERATION P/P 144A 04.3000 07/15/2029 | 0.04% |
| WFCM 2013-LC12 D P/P 144A 04.2825 07/15/2046 | 0.04% |
| AURIZON HOLDINGS LTD SEDOL B87CVM3 | 0.04% |
| CHARTER COMM OPT LLC 04.9080 07/23/2025 | 0.04% |
| CITIGROUP INC 04.6000 03/09/2026 | 0.04% |
| CREDIT AGRICOLE SA SEDOL 7262610 | 0.04% |
| ENBRIDGE INC USD 04.2500 12/01/2026 | 0.04% |
| FIVE CORNERS FUNDING P/P 144A 04.4190 11/15/2023 | 0.04% |
| NEXON CO LTD SEDOL B63QM77 | 0.04% |
| SAMI 2007-AR7 1A1 01.7966 05/25/2047 | 0.04% |
| TOSHIBA CORP SEDOL 6897217 | 0.04% |
| BHP GROUP PLC SEDOL BH0P3Z9 | 0.03% |
| COMCAST CORP 04.0490 11/01/2052 | 0.03% |
| CWALT 2006-OA7 1A2 02.9059 06/25/2046 | 0.03% |
| DR HORTON INC SEDOL 2250687 | 0.03% |
| EQUITY LIFESTYLE PROPERTIES SEDOL 2563125 | 0.03% |
| ERAC USA FINANCE LLC P/P 144A 04.5000 02/15/2045 | 0.03% |
| FAURECIA SEDOL 4400446 | 0.03% |
| FISERV INC 03.5000 07/01/2029 | 0.03% |
| NSTAR ELECTRIC CO 02.3750 10/15/2022 | 0.03% |
| OTSUKA CORP SEDOL 6267058 | 0.03% |
| WFRBS 2011-C5 D P/P 144A 05.6611 11/15/2044 | 0.03% |
| BRAMBLES LTD SEDOL B1FJ0C0 | 0.03% |
| CANTOR FITZGERALD LP P/P 144A 06.5000 06/17/2022 | 0.03% |
| CHARLES RIVER LABORATORIES SEDOL 2604336 | 0.03% |
| COMM 2013-CR13 AM 04.4490 11/10/2046 | 0.03% |
| CWALT 2005-59 1A1 01.1029 11/20/2035 | 0.03% |
| DOMINICAN REPUBLIC REGS 06.8750 01/29/2026 | 0.03% |
| GALAPAGOS NV SEDOL B07Q2V5 | 0.03% |
| T-MOBILE USA INC 06.3750 03/01/2025 | 0.03% |
| AENA SME SA SEDOL BVRZ8L1 | 0.03% |
| AMERICAN TOWER CORP 02.9000 01/15/2030 | 0.03% |
| AXALTA COATING SYSTEMS LTD SEDOL BSFWCF5 | 0.03% |
| BANK OF NOVA SCOTIA USD 02.0000 11/15/2022 | 0.03% |
| BRISTOL-MYERS P/P 144A 03.4000 07/26/2029 | 0.03% |
| CELANESE US HOLDINGS LLC 03.5000 05/08/2024 | 0.03% |
| CHS/COMMUNITY HEALTH SYS 06.2500 03/31/2023 | 0.03% |
| COX COMM INC P/P 144A 03.5000 08/15/2027 | 0.03% |
| ENERGY TRANSFER OPERATNG 05.2000 02/01/2022 | 0.03% |
| ENI SPA SEDOL 7145056 | 0.03% |
| GENPACT LTD SEDOL B23DBK6 | 0.03% |
| SINGAPORE EXCHANGE LTD SEDOL 6303866 | 0.03% |
| WEST JAPAN RAILWAY CO SEDOL 6957995 | 0.03% |
| WR BERKLEY CORP SEDOL 2093644 | 0.03% |
| AHM 2007-1 GA1C 01.8168 05/25/2047 | 0.03% |
| CAS 2017-C01 1M2 04.4966 07/25/2029 | 0.03% |
| COMM 2013-CR11 C P/P 144A 05.1239 08/10/2050 | 0.03% |
| CREDIT SUISSE GRP AG P/P 144A 03.8690 01/12/2029 | 0.03% |
| MSBAM 2014-C17 C 04.4986 08/15/2047 | 0.03% |
| NIELSEN HOLDINGS PLC SEDOL BWFY550 | 0.03% |
| NOMURA RESEARCH INSTITUTE LT SEDOL 6390921 | 0.03% |
| PENSKE TRUCK LEASING P/P 144A 03.9000 02/01/2024 | 0.03% |
| SPECTRA ENERGY PARTNERS 03.3750 10/15/2026 | 0.03% |
| STORE CAPITAL CORP SEDOL BSKRKJ5 | 0.03% |
| TARGA RESOURCES PART 05.0000 01/15/2028 | 0.03% |
| WFCM 2013-LC12 C 04.2825 07/15/2046 | 0.03% |
| AIR LEASE CORP 04.6250 10/01/2028 | 0.03% |
| APARTMENT INVT & MGMT CO -A SEDOL BJLNBG3 | 0.03% |
| ARKEMA SEDOL B0Z5YZ2 | 0.03% |
| BANK OF AMERICA CORP 06.1000 12/29/2049 | 0.03% |
| COMCAST CORP 03.9990 11/01/2049 | 0.03% |
| GOODMAN GROUP SEDOL B03FYZ4 | 0.03% |
| ITOCHU TECHNO-SOLUTIONS CORP SEDOL 6200194 | 0.03% |
| NEUBERGER BERMAN GRP P/P 144A 04.8750 04/15/2045 | 0.03% |
| SABINE PASS LIQUEFACTION 04.2000 03/15/2028 | 0.03% |
| TRANSCANADA TRUST USD 05.3000 03/15/2077 | 0.03% |
| WEYERHAEUSER CO 07.3750 03/15/2032 | 0.03% |
| ADECCO GROUP AG-REG SEDOL 7110720 | 0.03% |
| APPLE INC 02.8500 05/06/2021 | 0.03% |
| APPLE INC 03.4500 05/06/2024 | 0.03% |
| ASML HOLDING NV SEDOL B929F46 | 0.03% |
| ASTRAZENECA PLC SEDOL 0989529 | 0.03% |
| AXA SA P/P 144A 06.3790 12/29/2049 | 0.03% |
| BMIR 2018-2A M1B P/P 144A 02.2966 08/25/2028 | 0.03% |
| CAD/USD 04/15/2020 SSBT | 0.03% |
| CITIGROUP INC 04.7500 05/18/2046 | 0.03% |
| EIFFAGE SEDOL B13X013 | 0.03% |
| LLOYDS BANKING GROUP PLC USD 04.6500 03/24/2026 | 0.03% |
| PPL CAPITAL FUNDING INC 04.2000 06/15/2022 | 0.03% |
| REINSURANCE GROUP OF AMERICA SEDOL 2731193 | 0.03% |
| SNAM SPA SEDOL 7251470 | 0.03% |
| SUN HUNG KAI PROPERTIES SEDOL 6859927 | 0.03% |
| UBSBB 2012-C2 XA IO P/P 144A 01.3029 05/10/2063 | 0.03% |
| VIACOMCBS INC 04.6000 01/15/2045 | 0.03% |
| ACS ACTIVIDADES SEDOL B01FLQ6 | 0.03% |
| AGL ENERGY LTD SEDOL BSS7GP5 | 0.03% |
| CAS 2015-C03 2M2 05.9466 07/25/2025 | 0.03% |
| CGCMT 2014-GC21 AS 04.0260 05/10/2047 | 0.03% |
| CITIGROUP INC 02.9000 12/08/2021 | 0.03% |
| CMLTI 2005-2 1A2A 04.2979 05/25/2035 | 0.03% |
| DAIWA HOUSE INDUSTRY CO LTD SEDOL 6251363 | 0.03% |
| DISH DBS CORP 05.8750 11/15/2024 | 0.03% |
| GSMS 2011-GC3 C P/P 144A 05.6366 03/10/2044 | 0.03% |
| HCA INC 05.5000 06/15/2047 | 0.03% |
| LMAT 2019-GS7 A1 03.2500 11/25/2059 | 0.03% |
| MSBAM 2014-C14 C 04.9544 02/15/2047 | 0.03% |
| SERVICE CORP INTL 05.3750 05/15/2024 | 0.03% |
| THE BANK OF NOVA SCOTIA USD 02.7000 03/07/2022 | 0.03% |
| WELLS FARGO & COMPANY 05.8750 12/29/2049 | 0.03% |
| WFRBS 2013-C12 AS 03.5600 03/15/2048 | 0.03% |
| CELANESE CORP SEDOL B05MZT4 | 0.03% |
| CK HUTCHISON HOLDINGS LTD SEDOL BW9P816 | 0.03% |
| CSC HOLDINGS LLC P/P 144A 07.5000 04/01/2028 | 0.03% |
| DOMINICAN REPUBLIC REGS 08.6250 04/20/2027 | 0.03% |
| FIRSTENERGY CORP 03.9000 07/15/2027 | 0.03% |
| GNR 2014-116 IL IO 04.0000 08/20/2044 | 0.03% |
| HONEYWELL INTL 03.8120 11/21/2047 | 0.03% |
| HSBC HOLDINGS PLC SEDOL 0540528 | 0.03% |
| LMAT 2020-GS1 A1 02.8820 10/25/2059 | 0.03% |
| OSAT 2020-RPL1 A1 P/P 144A 03.1990 12/26/2059 | 0.03% |
| PETROBRAS GLOBAL FINANCE USD 07.3750 01/17/2027 | 0.03% |
| PUBLIC SERVICE ELECTRIC 05.5000 03/01/2040 | 0.03% |
| ROKU INC SEDOL BZ1LFG7 | 0.03% |
| TREASURY BILL 00.0000 04/23/2020 | 0.03% |
| VIACOMCBS INC 02.9000 01/15/2027 | 0.03% |
| VIDEOTRON LTD / LTEE P/P 144A 05.1250 04/15/2027 | 0.03% |
| ABN AMRO BANK NV-CVA SEDOL BYQP136 | 0.03% |
| AMERICAN INTL GROUP 08.1750 05/15/2058 | 0.03% |
| CFCRE 2011-C1 D P/P 144A 06.0890 04/15/2044 | 0.03% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | 0.03% |
| COMCAST CORP 03.1500 03/01/2026 | 0.03% |
| CONSOLIDATED EDISON INC SEDOL 2216850 | 0.03% |
| EMIR 2018-1 M1 02.6466 11/25/2028 | 0.03% |
| FIAT CHRYSLER AUTOMOBILES NV SEDOL BRJFWP3 | 0.03% |
| GAMING AND LEISURE PROPERTIE SEDOL BFPK4S5 | 0.03% |
| GOLDMAN SACHS GROUP INC 02.6000 02/07/2030 | 0.03% |
| JPMCC 2013-LC11 C 03.9582 04/15/2046 | 0.03% |
| LIBERTY MEDIA CORP-LIBERTY-C SEDOL BD8QGD5 | 0.03% |
| NEWMARKET CORP SEDOL B01CGF1 | 0.03% |
| PPSI 2004-WCW2 M3 01.9966 10/25/2034 | 0.03% |
| REPUBLIC OF SOUTH AFRICA USD 04.8500 09/27/2027 | 0.03% |
| SOUTHERN CO/THE SEDOL 2829601 | 0.03% |
| STACR 2016-HQA2 M3 06.0966 11/25/2028 | 0.03% |
| TOTAL CAPITAL INTL SA USD 02.7500 06/19/2021 | 0.03% |
| UBSBB 2012-C2 D P/P 144A 04.8885 05/10/2063 | 0.03% |
| US FOODS HOLDING CORP SEDOL BYVFC94 | 0.03% |
| VERTIV TLB L+300 04.6550 03/02/2027 | 0.03% |
| ARROW ELECTRONICS INC SEDOL 2051404 | 0.02% |
| CHEVRON CORP 02.1000 05/16/2021 | 0.02% |
| COMM 2013-CR11 AM 04.7150 08/10/2050 | 0.02% |
| DH EUROPE FINANCE II USD 03.4000 11/15/2049 | 0.02% |
| ENTERPRISE PRODUCTS OPER 02.8000 01/31/2030 | 0.02% |
| GNR 2016-H16 EI IO 02.4028 06/20/2066 | 0.02% |
| HCA INC 04.1250 06/15/2029 | 0.02% |
| HENDERSON LAND DEVELOPMENT SEDOL 6420538 | 0.02% |
| ISRAEL DISCOUNT BANK -A SEDOL 6451271 | 0.02% |
| KKR GROUP FIN CO III P/P 144A 05.1250 06/01/2044 | 0.02% |
| SPRINT CAPITAL CORPORATION 06.8750 11/15/2028 | 0.02% |
| TENET HEALTHCARE P/P 144A 04.8750 01/01/2026 | 0.02% |
| UBSCM 2012-C1 C P/P 144A 05.5725 05/10/2045 | 0.02% |
| WFCM 2013-LC12 AS 04.2825 07/15/2046 | 0.02% |
| APPALACHIAN POWER CO 04.6000 03/30/2021 | 0.02% |
| AT&T INC 04.3000 02/15/2030 | 0.02% |
| COMMONWEALTH EDISON CO 05.9000 03/15/2036 | 0.02% |
| CREDIT AGRICOLE SA P/P 144A 04.0000 01/10/2033 | 0.02% |
| CVS PASS-THROUGH P/P 144A 04.7040 01/10/2036 | 0.02% |
| DBS GROUP HOLDINGS LTD SEDOL 6175203 | 0.02% |
| DNB NOR ASA SEDOL 4263304 | 0.02% |
| FHMS K104 XAM 01.3839 02/25/2052 | 0.02% |
| FOX CORP 04.0300 01/25/2024 | 0.02% |
| FUJITSU LTD SEDOL 6356945 | 0.02% |
| JPMCC 2010-C2 C P/P 144A 05.6356 11/15/2043 | 0.02% |
| KBC GROUP NV SEDOL 4497749 | 0.02% |
| PACKAGING CORP OF AMERIC 04.5000 11/01/2023 | 0.02% |
| UNITEDHEALTH GROUP INC 02.8750 03/15/2022 | 0.02% |
| AMDOCS LTD SEDOL 2256908 | 0.02% |
| AMERICAN FINANCIAL GROUP INC SEDOL 2134532 | 0.02% |
| ARISTOCRAT LEISURE LTD SEDOL 6253983 | 0.02% |
| BGC PARTNERS INC 05.1250 05/27/2021 | 0.02% |
| BOC HONG KONG HOLDINGS LTD SEDOL 6536112 | 0.02% |
| BRIGHT HORIZONS FAMILY SOLUT SEDOL B7MJWP2 | 0.02% |
| CACI INTERNATIONAL INC -CL A SEDOL 2159267 | 0.02% |
| CBRE SERVICES INC 04.8750 03/01/2026 | 0.02% |
| CELANESE US HOLDINGS LLC 04.6250 11/15/2022 | 0.02% |
| CLP HOLDINGS LTD SEDOL 6097017 | 0.02% |
| COCA-COLA HBC AG-DI SEDOL B9895B7 | 0.02% |
| COMM 2014-CR14 XA IO 00.5906 02/10/2047 | 0.02% |
| CWALT 2006-OA19 A1 00.9529 02/20/2047 | 0.02% |
| EURONET WORLDWIDE INC | 0.02% |
| FEDERAL REALTY INVS TRUST SEDOL 2333931 | 0.02% |
| FORTESCUE METALS GROUP LTD SEDOL B2B2B49 | 0.02% |
| IDACORP INC SEDOL 2296937 | 0.02% |
| JPMBB 2014-C19 C 04.6785 04/15/2047 | 0.02% |
| KOSE CORP SEDOL 6194468 | 0.02% |
| LPL FINANCIAL HOLDINGS INC SEDOL B75JX34 | 0.02% |
| MSBAM 2012-C6 D P/P 144A 04.6075 11/15/2045 | 0.02% |
| NAVISTAR INTL TLB L+350 04.2800 11/06/2024 | 0.02% |
| RAYTHEON COMPANY 04.8750 10/15/2040 | 0.02% |
| SARTORIUS STEDIM BIOTECH SEDOL BYZ2QP5 | 0.02% |
| TELSTRA CORP LTD SEDOL 6087289 | 0.02% |
| TEMPO ACQ LLC/FI P/P 144A 06.7500 06/01/2025 | 0.02% |
| UNILEVER PLC SEDOL B10RZP7 | 0.02% |
| WESTROCK MWV LLC 07.9500 02/15/2031 | 0.02% |
| WFRBS 2012-C9 D P/P 144A 04.8111 11/15/2045 | 0.02% |
| WFRBS 2013-UBS1 AS 04.3060 03/15/2046 | 0.02% |
| ZURICH INSURANCE GROUP AG SEDOL 5983816 | 0.02% |
| ALIMEN COUCHE P/P 144A 02.9500 01/25/2030 | 0.02% |
| ARRW 2019-3 A3 03.4160 10/25/2048 | 0.02% |
| CENTENE CORP P/P 144A 04.6250 12/15/2029 | 0.02% |
| CGCMT 2014-GC19 AS 04.3450 03/10/2047 | 0.02% |
| COSTCO WHOLESALE CORP SEDOL 2701271 | 0.02% |
| JUST EAT TAKEAWAY SEDOL BYQ7HZ6 | 0.02% |
| KAO CORP SEDOL 6483809 | 0.02% |
| OTIS WORLDWIDE CORP P/P 144A 02.5650 02/15/2030 | 0.02% |
| PENSKE TRUCK LE P/P 144A 03.4000 11/15/2026 | 0.02% |
| POPULAR INC SEDOL B86QM90 | 0.02% |
| SERVICE PROPERTIES TRUST 04.3750 02/15/2030 | 0.02% |
| SHERWIN-WILLIAMS CO/THE SEDOL 2804211 | 0.02% |
| STACR 2014-HQ2 M3 04.6966 09/25/2024 | 0.02% |
| STACR 2017-DNA1 M2 04.1966 07/25/2029 | 0.02% |
| VOLVO AB-B SHS SEDOL B1QH830 | 0.02% |
| WAMU 2005-AR10 1A3 04.1209 09/25/2035 | 0.02% |
| YANGZIJIANG SHIPBUILDING SEDOL B1VT035 | 0.02% |
| CARDINAL HEALTH INC SEDOL 2175672 | 0.02% |
| CON EDISON CO OF NY INC 04.2000 03/15/2042 | 0.02% |
| CREDIT SUISSE GRP AG P/P 144A 06.2500 12/18/2024 | 0.02% |
| DEUTSCHE TELEKOM INT FIN USD 08.7500 06/15/2030 | 0.02% |
| DOMINICAN REPUBLIC REGS 06.0000 07/19/2028 | 0.02% |
| DOMINICAN REPUBLIC REGS 06.5000 02/15/2048 | 0.02% |
| FAIRFAX US INC P/P 144A 04.8750 08/13/2024 | 0.02% |
| GCP APPLIED TECH P/P 144A 05.5000 04/15/2026 | 0.02% |
| HCA INC 05.3750 09/01/2026 | 0.02% |
| IPALCO ENTPRS IN 03.7000 09/01/2024 | 0.02% |
| JAPAN AIRLINES CO LTD SEDOL B8BRV46 | 0.02% |
| PRUDENTIAL FINANCIAL INC 05.2000 03/15/2044 | 0.02% |
| REP OF INDONESIA P/P 144A 04.7500 01/08/2026 | 0.02% |
| ROYAL BK SCOTLND GRP PLC USD 04.8920 05/18/2029 | 0.02% |
| SUZUKEN CO LTD SEDOL 6865560 | 0.02% |
| TRUIST FIN CORP 04.8000 12/31/2099 | 0.02% |
| VMWARE INC 03.9000 08/21/2027 | 0.02% |
| WAMU 2005-AR11 A1B3 01.3466 08/25/2045 | 0.02% |
| ALFRESA HOLDINGS CORP SEDOL 6687214 | 0.02% |
| BAFC 2005-B 3M1 01.4479 04/20/2035 | 0.02% |
| BANCO SANTANDER SA USD 04.3790 04/12/2028 | 0.02% |
| BERKELEY GROUP HOLDINGS/THE SEDOL B02L3W3 | 0.02% |
| BPCE SA P/P 144A 05.1500 07/21/2024 | 0.02% |
| CSC HOLDINGS LLC 05.2500 06/01/2024 | 0.02% |
| DIAMONDBACK ENERGY INC 03.2500 12/01/2026 | 0.02% |
| EQUINOR ASA USD 05.1000 08/17/2040 | 0.02% |
| GNR 2015-H25 BI IO 02.0491 10/20/2065 | 0.02% |
| GSMS 2013-GC10 XA IO 01.4987 02/10/2046 | 0.02% |
| JPMBB 2014-C22 C 04.5543 09/15/2047 | 0.02% |
| KINDER MORGAN ENER PART 03.4500 02/15/2023 | 0.02% |
| MGIC INVESTMENT CORP SEDOL 2548616 | 0.02% |
| NORWEGIAN CRUISE LINE HOLDIN SEDOL B9CGTC3 | 0.02% |
| ORACLE CORP 02.5000 10/15/2022 | 0.02% |
| PULTEGROUP INC 05.5000 03/01/2026 | 0.02% |
| SEI INVESTMENTS COMPANY SEDOL 2793610 | 0.02% |
| SERVICE CORPORATION INTL 04.6250 12/15/2027 | 0.02% |
| SUNDRUG CO LTD SEDOL 6817895 | 0.02% |
| TEMPUR SEALY INTERNATIONAL I SEDOL 2216991 | 0.02% |
| TREASURY BILL 00.0000 07/16/2020 | 0.02% |
| WAMU 2004-AR3 A2 04.3735 06/25/2034 | 0.02% |
| ALKERMES PLC SEDOL B3P6D26 | 0.02% |
| AUST & NZ BANKING GR P/P 144A 06.7500 12/29/2049 | 0.02% |
| CAS 2014-C03 2M2 03.8466 07/25/2024 | 0.02% |
| COMM 2013-CR9 D P/P 144A 04.2452 07/10/2045 | 0.02% |
| ENERGY TRANSFER OPERATNG 02.9000 05/15/2025 | 0.02% |
| GNR 2013-99 AS IO 05.2771 06/20/2043 | 0.02% |
| GNR 2017-162 QI IO 05.0000 10/11/2047 | 0.02% |
| JPMORGAN CHASE & CO 02.6918 05/15/2047 | 0.02% |
| NITTO DENKO CORP SEDOL 6641801 | 0.02% |
| OBAYASHI CORP SEDOL 6656407 | 0.02% |
| OMV AG SEDOL 4651459 | 0.02% |
| PERTAMINA PERSERO PT P/P 144A 04.3000 05/20/2023 | 0.02% |
| REP OF INDONESIA P/P 144A 03.3750 04/15/2023 | 0.02% |
| STAPLES INC P/P 144A 07.5000 04/15/2026 | 0.02% |
| TENET HEALTHCARE COR P/P 144A 05.1250 11/01/2027 | 0.02% |
| TESCO PLC SEDOL 0884709 | 0.02% |
| TEVA PHARMACEUTICALS NE USD 06.7500 03/01/2028 | 0.02% |
| TRANSDIGM INC. P/P 144A 06.2500 03/15/2026 | 0.02% |
| UBSCM 2017-C7 XA IO 01.0547 12/15/2050 | 0.02% |
| ALLERGAN FUNDING SCS USD 03.4500 03/15/2022 | 0.02% |
| APPLE INC 02.8500 05/11/2024 | 0.02% |
| ASHLAND GLOBAL HOLDINGS INC SEDOL BYND5N1 | 0.02% |
| BERKSHIRE HATHAWAY FIN 04.3000 05/15/2043 | 0.02% |
| BOISE CASCADE CO P/P 144A 05.6250 09/01/2024 | 0.02% |
| CAS 2019-HRP1 M2 03.0966 11/25/2039 | 0.02% |
| CELLNEX TELECOM SA SEDOL BX90C05 | 0.02% |
| COMM 2014-CR18 C 04.7252 07/15/2047 | 0.02% |
| HOSHIZAKI CORP SEDOL B3FF8W8 | 0.02% |
| KEURIG DR PEPPER INC 04.0570 05/25/2023 | 0.02% |
| M3 INC SEDOL B02K2M3 | 0.02% |
| MSAC 2004-HE6 M1 01.7716 08/25/2034 | 0.02% |
| MSC 2011-C3 D P/P 144A 05.2448 07/15/2049 | 0.02% |
| NOMURA REAL ESTATE HOLDINGS SEDOL B1CWJM5 | 0.02% |
| NOVELIS CORP P/P 144A 05.8750 09/30/2026 | 0.02% |
| PLANTRONICS INC P/P 144A 05.5000 05/31/2023 | 0.02% |
| ROYAL BK SCOTLND GRP PLC USD 07.5000 12/29/2049 | 0.02% |
| STEVENS HLDG CO INC P/P 144A 06.1250 10/01/2026 | 0.02% |
| TOYOTA MOTOR CORP SEDOL 6900643 | 0.02% |
| WAMU 2005-AR9 A1C3 01.9066 07/25/2045 | 0.02% |
| WASTE MANAGEMENT INC. 04.7500 06/30/2020 | 0.02% |
| WASTE PRO USA INC P/P 144A 05.5000 02/15/2026 | 0.02% |
| ACCENTURE PLC-CL A SEDOL B4BNMY3 | 0.02% |
| ARD FINANCE SA P/P 144A 06.5000 06/30/2027 | 0.02% |
| BMW US CAPITAL LLC P/P 144A 03.4000 08/13/2021 | 0.02% |
| CAS 2014-C04 1M2 05.8466 11/25/2024 | 0.02% |
| CEMEX FINANCE LLC P/P 144A 06.0000 04/01/2024 | 0.02% |
| CHARTER COMM OPT LLC 05.3750 05/01/2047 | 0.02% |
| DIAMOND 1 FIN/DIAMON P/P 144A 08.3500 07/15/2046 | 0.02% |
| ENDEAVOR ENERGY P/P 144A 05.7500 01/30/2028 | 0.02% |
| GENERAL MOTORS FINL CO 04.3000 07/13/2025 | 0.02% |
| GFL ENVIRONMENTAL P/P 144A 07.0000 06/01/2026 | 0.02% |
| GNR 2016-123 LI IO 03.5000 03/20/2044 | 0.02% |
| GRAY TELEVISION INC P/P 144A 07.0000 05/15/2027 | 0.02% |
| MERCK & CO. INC. 02.7500 02/10/2025 | 0.02% |
| MOODY S CORP | 0.02% |
| NAVISTAR INTL CORP P/P 144A 06.6250 11/01/2025 | 0.02% |
| NETFLIX INC. 05.8750 11/15/2028 | 0.02% |
| ODAKYU ELECTRIC RAILWAY CO SEDOL 6656106 | 0.02% |
| PROLOGIS LP 02.2500 04/15/2030 | 0.02% |
| SMC CORP SEDOL 6763965 | 0.02% |
| SPRINT CORP 07.2500 09/15/2021 | 0.02% |
| STACR 2014-HQ3 M3 05.6966 10/25/2024 | 0.02% |
| TAYLOR WIMPEY PLC SEDOL 0878230 | 0.02% |
| WFCM 2014-LC16 XA IO 01.1118 08/15/2050 | 0.02% |
| COMM 2013-LC13 XA IO 01.1226 08/10/2046 | 0.02% |
| FERRARI NV SEDOL BD6G507 | 0.02% |
| HIKARI TSUSHIN INC SEDOL 6416322 | 0.02% |
| IHEARTCOMMUNICATIONS INC 08.3750 05/01/2027 | 0.02% |
| LAFARGEHOLCIM LTD-REG SEDOL 7110753 | 0.02% |
| LUNDIN PETROLEUM AB SEDOL 7187627 | 0.02% |
| NIELSEN FIN LLC/CO P/P 144A 05.0000 04/15/2022 | 0.02% |
| ONO PHARMACEUTICAL CO LTD SEDOL 6660107 | 0.02% |
| RBS GLOBAL/REXNO P/P 144A 04.8750 12/15/2025 | 0.02% |
| SEK/USD 06/17/2020 SSBT | 0.02% |
| TENET HEALTHCARE CORP 08.1250 04/01/2022 | 0.02% |
| UNIVAR SOLUTIONS P/P 144A 05.1250 12/01/2027 | 0.02% |
| WFRBS 2013-C11 AS 03.3110 03/15/2045 | 0.02% |
| WILMAR INTERNATIONAL LTD SEDOL B17KC69 | 0.02% |
| ALLY FINANCIAL INC 08.0000 11/01/2031 | 0.02% |
| AMERICAN CAMPUS COMMUNITIES SEDOL B02H871 | 0.02% |
| ARRW 2019-1 A3 04.2080 01/25/2049 | 0.02% |
| BANFF MERGER SUB INC P/P 144A 09.7500 09/01/2026 | 0.02% |
| BT GROUP PLC SEDOL 3091357 | 0.02% |
| CGCMT 2014-GC19 D P/P 144A 05.0921 03/10/2047 | 0.02% |
| CME GROUP INC SEDOL 2965839 | 0.02% |
| EXTENDED STAY AMERICA INC SEDOL BGH3F75 | 0.02% |
| FHR 3065 DC 17.7461 03/15/2035 | 0.02% |
| FHR 3829 AS IO 06.2454 03/15/2041 | 0.02% |
| GENERAL DYNAMICS CORP 02.2500 11/15/2022 | 0.02% |
| GNMA GII30 BL6161 06.0000 12/20/2048 | 0.02% |
| HESS MIDSTREAM P P/P 144A 05.6250 02/15/2026 | 0.02% |
| HSBC USA INC 03.5000 06/23/2024 | 0.02% |
| MATTEL INC P/P 144A 05.8750 12/15/2027 | 0.02% |
| MBX.FN30.500.10 R USL1M P 01/12/41 CI | 0.02% |
| MICROSOFT CORP 02.4000 02/06/2022 | 0.02% |
| MYLAN NV SEDOL BVFMFG8 | 0.02% |
| OUTFRONT MEDIA INC SEDOL BSP6611 | 0.02% |
| PULTEGROUP INC. 07.8750 06/15/2032 | 0.02% |
| SHELL INTERNATIONAL FIN USD 01.8750 05/10/2021 | 0.02% |
| WATCO COS LLC/FI P/P 144A 06.3750 04/01/2023 | 0.02% |
| ASAHI INTECC CO LTD SEDOL B019MQ5 | 0.01% |
| AXIS CAPITAL HOLDINGS LTD SEDOL 2677606 | 0.01% |
| BRAND ENERGY TL L+425 06.0847 06/21/2024 | 0.01% |
| BWAY HOLDING CO P/P 144A 07.2500 04/15/2025 | 0.01% |
| CALPINE CORP P/P 144A 04.5000 02/15/2028 | 0.01% |
| CAMDEN PROPERTY TRUST 04.8750 06/15/2023 | 0.01% |
| CAPGEMINI SE SEDOL 4163437 | 0.01% |
| CCO HLDGS LLC/CAP C P/P 144A 05.5000 05/01/2026 | 0.01% |
| COMM 2014-UBS4 XA IO 01.1062 08/10/2047 | 0.01% |
| COMM 2014-UBS6 XA IO 00.8918 12/10/2047 | 0.01% |
| COMPASS MIN INTL P/P 144A 06.7500 12/01/2027 | 0.01% |
| CURTISS-WRIGHT CORP SEDOL 2241205 | 0.01% |
| DEUTSCHE WOHNEN SE SEDOL B0YZ0Z5 | 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% |
| 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% |
| ISRAEL CHEMICALS LTD SEDOL 6455530 | 0.01% |
| KRAFT HEINZ FOODS CO 03.0000 06/01/2026 | 0.01% |
| LIBERTY MEDIA COR-SIRIUSXM A SEDOL BD8QGF7 | 0.01% |
| LPL HOLDINGS INC P/P 144A 05.7500 09/15/2025 | 0.01% |
| MATCH GROUP INC P/P 144A 05.0000 12/15/2027 | 0.01% |
| MATTAMY GROUP CORP P/P 144A 05.2500 12/15/2027 | 0.01% |
| NIELSEN CO LUXEM P/P 144A 05.0000 02/01/2025 | 0.01% |
| ONCOR ELECTRIC DELIVERY 05.3000 06/01/2042 | 0.01% |
| REFINITIV US HLDG P/P 144A 06.2500 05/15/2026 | 0.01% |
| SANTOS LTD SEDOL 6776703 | 0.01% |
| SCOTTS MIRACLE-GRO 04.5000 10/15/2029 | 0.01% |
| SHELL INTERNATIONAL FIN USD 02.1250 05/11/2020 | 0.01% |
| TRANSDIGM INC P/P 144A 05.5000 11/15/2027 | 0.01% |
| TREASURY BILL 00.0000 04/09/2020 | 0.01% |
| WFCM 2016-LC25 XA IO 00.9846 12/15/2059 | 0.01% |
| ALBERTSONS COS/SAFE P/P 144A 04.6250 01/15/2027 | 0.01% |
| ALLISON TRANSMISSION P/P 144A 04.7500 10/01/2027 | 0.01% |
| ANHEUSER-BUSCH INBEV WOR 02.5000 07/15/2022 | 0.01% |
| BIG RVR STL/FIN P/P 144A 07.2500 09/01/2025 | 0.01% |
| BRAND ENERGY & I P/P 144A 08.5000 07/15/2025 | 0.01% |
| BROADRIDGE FINANCIAL SOLUTIO SEDOL B1VP7R6 | 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% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CS | 0.01% |
| DIAMOND SPORTS GR/DI P/P 144A 06.6250 08/15/2027 | 0.01% |
| HMIR 2018-1 M1 P/P 144A 02.5466 10/25/2028 | 0.01% |
| HOME DEPOT INC SEDOL 2434209 | 0.01% |
| INTELSAT JACKSON HLD P/P 144A 09.7500 07/15/2025 | 0.01% |
| ITRON INC P/P 144A 05.0000 01/15/2026 | 0.01% |
| KRAFT HEINZ FOODS CO 05.0000 07/15/2035 | 0.01% |
| NEW RESIDENTIAL INVESTMENT SEDOL BRJ9GW0 | 0.01% |
| NEXSTAR ESCROW P/P 144A 05.6250 07/15/2027 | 0.01% |
| NUTRIEN LTD USD 05.2500 01/15/2045 | 0.01% |
| SABINE PASS LIQUEF 05.0000 03/15/2027 | 0.01% |
| SEK/USD 06/17/2020 HSBCB | 0.01% |
| SERVICE CORP INTL 05.1250 06/01/2029 | 0.01% |
| SWISS LIFE HOLDING AG-REG SEDOL 7437805 | 0.01% |
| TERRIER MEDIA BU P/P 144A 08.8750 12/15/2027 | 0.01% |
| TTM TECHNOLOGIES INC P/P 144A 05.6250 10/01/2025 | 0.01% |
| VIACOMCBS INC 04.0000 01/15/2026 | 0.01% |
| VIDEOTRON LTD USD 05.0000 07/15/2022 | 0.01% |
| VISTRA OPERATIONS CO P/P 144A 05.5000 09/01/2026 | 0.01% |
| 1011778 BC / NEW RED P/P 144A 05.0000 10/15/2025 | 0.01% |
| A2 MILK CO LTD SEDOL 6287250 | 0.01% |
| ASCEND LEARNING LLC P/P 144A 06.8750 08/01/2025 | 0.01% |
| BAUSCH HLTH COS INC P/P 144A 06.1250 04/15/2025 | 0.01% |
| BMC EAST LLC P/P 144A 05.5000 10/01/2024 | 0.01% |
| CAS 2017-C01 1EB1 02.1966 07/25/2029 | 0.01% |
| CFCRE 2011-C2 D P/P 144A 05.7436 12/15/2047 | 0.01% |
| CHS/COMMUNITY P/P 144A 06.6250 02/15/2025 | 0.01% |
| COMCAST CORP 06.5000 11/15/2035 | 0.01% |
| COMM 2014-CR17 XA IO 00.9732 05/10/2047 | 0.01% |
| ELANCO ANIMAL HEALTH 05.6500 08/28/2028 | 0.01% |
| FHR 3249 PS 19.9497 12/15/2036 | 0.01% |
| FISHER PAYKEL SEDOL 6340250 | 0.01% |
| FNR 2006-8 HP 21.0957 03/25/2036 | 0.01% |
| GJENSIDIGE FORSIKRING ASA SEDOL B4PH0C5 | 0.01% |
| HUSKY TLB L+300 04.4501 03/28/2025 | 0.01% |
| INGEVITY CORP P/P 144A 04.5000 02/01/2026 | 0.01% |
| JONES LANG LASALLE INC SEDOL 2040640 | 0.01% |
| KOBAYASHI PHARMACEUTICAL CO SEDOL 6149457 | 0.01% |
| MEREDITH CORP 06.8750 02/01/2026 | 0.01% |
| MITSUBISHI UFJ LEASE & FINAN SEDOL 6268976 | 0.01% |
| PARK-OHIO INDUSTRIES INC 06.6250 04/15/2027 | 0.01% |
| SAMI 2007-AR1 2A1 01.1266 01/25/2037 | 0.01% |
| SOHGO SECURITY SERVICES CO SEDOL 6546359 | 0.01% |
| SPRINT CORP 07.6250 03/01/2026 | 0.01% |
| SPRINT CORP P/P 144A 07.2500 02/01/2028 | 0.01% |
| STACR 2020-HQA1 M2 03.7350 01/25/2050 | 0.01% |
| TWDC ENTERPRISES 18 CORP 02.7500 08/16/2021 | 0.01% |
| WEINGARTEN REALTY INVESTORS SEDOL 2946618 | 0.01% |
| WERNER FINCO LP/INC P/P 144A 08.7500 07/15/2025 | 0.01% |
| WESTPAC BANKING CORP USD 04.4210 07/24/2039 | 0.01% |
| AKER BP ASA P/P 144A 03.7500 01/15/2030 | 0.01% |
| AMUNDI SA SEDOL BYZR014 | 0.01% |
| BAUSCH HLTH AMERICAS P/P 144A 08.5000 01/31/2027 | 0.01% |
| BAUSCH HLTH COS INC P/P 144A 07.0000 03/15/2024 | 0.01% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CS | 0.01% |
| CRC ESCROW ISSUER LL P/P 144A 05.2500 10/15/2025 | 0.01% |
| CWALT 2006-24CB A13 01.2966 08/25/2036 | 0.01% |
| DIAMOND 1 FIN/DIAMON P/P 144A 07.1250 06/15/2024 | 0.01% |
| FIDELITY NATIONAL INFORM 03.0000 08/15/2026 | 0.01% |
| GNMA GII30 AY2298 04.7000 05/20/2067 | 0.01% |
| GNMA GII30 AY4779 04.5100 03/20/2067 | 0.01% |
| GNMA GII30 BA7681 04.6250 06/20/2067 | 0.01% |
| GNMA GII30 BB0107 04.7000 08/20/2067 | 0.01% |
| GNMA GII30 BL6185 06.0000 01/20/2049 | 0.01% |
| GNMA GII30 BL6235 06.0000 04/20/2049 | 0.01% |
| GREIF INC P/P 144A 06.5000 03/01/2027 | 0.01% |
| GSMS 2011-GC5 AS P/P 144A 05.2090 08/10/2044 | 0.01% |
| HARGREAVES LANSDOWN PLC SEDOL B1VZ0M2 | 0.01% |
| HUB INTL LTD P/P 144A 07.0000 05/01/2026 | 0.01% |
| ISTAR INC 04.2500 08/01/2025 | 0.01% |
| ISTAR INC 04.7500 10/01/2024 | 0.01% |
| JPMBB 2014-C25 XA IO 00.8520 11/15/2047 | 0.01% |
| KINDER MORGAN ENER PART 05.4000 09/01/2044 | 0.01% |
| LEVEL 3 FIN INC P/P 144A 04.6250 09/15/2027 | 0.01% |
| MARATHON PETRO CORP 06.5000 03/01/2041 | 0.01% |
| MLMI 2005-A2 A2 03.7323 02/25/2035 | 0.01% |
| MSBAM 2014-C17 XA IO 01.1083 08/15/2047 | 0.01% |
| PETROBRAS GLOBAL FIN USD 05.9990 01/27/2028 | 0.01% |
| PETROLEOS MEXICANOS P/P 144A 07.6900 01/23/2050 | 0.01% |
| PQ CORP P/P 144A 05.7500 12/15/2025 | 0.01% |
| SABINE PASS LIQUEFAC 05.7500 05/15/2024 | 0.01% |
| STACR 2019-DNA1 M2 03.5966 01/25/2049 | 0.01% |
| STACR 2019-HQA1 M2 03.2966 02/25/2049 | 0.01% |
| STANDARD IND INC P/P 144A 05.3750 11/15/2024 | 0.01% |
| T-MOBILE USA INC 04.7500 02/01/2028 | 0.01% |
| TEXAS INSTRUMENTS INC SEDOL 2885409 | 0.01% |
| TJX COMPANIES INC SEDOL 2989301 | 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% |
| WFRBS 2011-C4 E P/P 144A 05.2215 06/15/2044 | 0.01% |
| WFRBS 2012-C9 XB IO P/P 144A 00.7155 11/15/2045 | 0.01% |
| WYNN LAS VEGAS P/P 144A 05.2500 05/15/2027 | 0.01% |
| WYNN RESORTS FIN LLC P/P 144A 05.1250 10/01/2029 | 0.01% |
| ALLEGHENY TECHNOLOGIES INC 07.8750 08/15/2023 | 0.01% |
| ALLY FINANCIAL INC 03.8750 05/21/2024 | 0.01% |
| ARCELORMITTAL USD 07.0000 10/15/2039 | 0.01% |
| AUD/USD 04/15/2020 SSBT | 0.01% |
| BAUSCH HEALTH COS INC REGS 04.5000 05/15/2023 | 0.01% |
| BCE INC SEDOL B188TH2 | 0.01% |
| BUMT 2005-1 1A1 01.5466 09/25/2045 | 0.01% |
| CF INDUSTRIES INC 04.9500 06/01/2043 | 0.01% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 ML | 0.01% |
| CNO FINANCIAL GROUP INC 05.2500 05/30/2025 | 0.01% |
| CWALT 2006-OA10 1A1 02.9259 08/25/2046 | 0.01% |
| DIAMOND SPORTS P/P 144A 05.3750 08/15/2026 | 0.01% |
| ENERGY TRANSFER OPERATNG 06.1250 12/15/2045 | 0.01% |
| FHR 3408 EK 22.9578 04/15/2037 | 0.01% |
| GFL ENVIRON INC P/P 144A 05.1250 12/15/2026 | 0.01% |
| GNMA GII30 BL6216 06.0000 03/20/2049 | 0.01% |
| GNMA GII30 BL6219 06.0000 03/20/2049 | 0.01% |
| GNR 2015-H26 EI IO 01.7903 10/20/2065 | 0.01% |
| GOLDEN NUGGET INC P/P 144A 06.7500 10/15/2024 | 0.01% |
| INFOR US INC 06.5000 05/15/2022 | 0.01% |
| JPMCC 2012-LC9 D P/P 144A 04.4181 12/15/2047 | 0.01% |
| MATTAMY GROUP CORP P/P 144A 04.6250 03/01/2030 | 0.01% |
| NRG ENERGY INC P/P 144A 05.2500 06/15/2029 | 0.01% |
| PROVIDENT FDG/PFG FI P/P 144A 06.3750 06/15/2025 | 0.01% |
| QVC INC 04.8500 04/01/2024 | 0.01% |
| SCIENTIFIC GAMES P/P 144A 07.2500 11/15/2029 | 0.01% |
| SMITH & NEPHEW PLC SEDOL 0922320 | 0.01% |
| SMURFIT KAPPA TREASURY USD 07.5000 11/20/2025 | 0.01% |
| SOLENIS 1STL L+400 05.6133 06/26/2025 | 0.01% |
| STAPLES INC. P/P 144A 10.7500 04/15/2027 | 0.01% |
| UCB SA SEDOL 5596991 | 0.01% |
| UNIVISION COMM P/P 144A 05.1250 02/15/2025 | 0.01% |
| US CONCRETE INC 06.3750 06/01/2024 | 0.01% |
| USI INC/NY P/P 144A 06.8750 05/01/2025 | 0.01% |
| VONOVIA SE SEDOL BBJPFY1 | 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% |
| BANK OF AMERICA CORP 01.5005 09/15/2026 | 0.01% |
| BAUSCH HLTH COS INC P/P 144A 07.2500 05/30/2029 | 0.01% |
| BOMBARDIER INC P/P 144A 07.8750 04/15/2027 | 0.01% |
| BRIXMOR PROPERTY GROUP INC SEDOL BFTDJL8 | 0.01% |
| BROOKFIELD RESID P/P 144A 06.2500 09/15/2027 | 0.01% |
| CAS 2015-C01 1M2 05.2466 02/25/2025 | 0.01% |
| CAS 2015-C02 1M2 04.9466 05/25/2025 | 0.01% |
| CCO HLDGS LLC/CAP CO P/P 144A 05.7500 02/15/2026 | 0.01% |
| CLUBCORP HLDG INC P/P 144A 08.5000 09/15/2025 | 0.01% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS | 0.01% |
| CNO FINANCIAL GROUP INC 05.2500 05/30/2029 | 0.01% |
| CSC HOLDINGS LLC 06.7500 11/15/2021 | 0.01% |
| ENTERCOM MEDIA CORP P/P 144A 06.5000 05/01/2027 | 0.01% |
| ENTERCOM MEDIA CORP P/P 144A 07.2500 11/01/2024 | 0.01% |
| GOEASY LTD P/P 144A 05.3750 12/01/2024 | 0.01% |
| HUSKY III HLDG LTD P/P 144A 13.0000 02/15/2025 | 0.01% |
| ICAHN ENTER/FIN 06.2500 05/15/2026 | 0.01% |
| JPMCC 2013-LC11 X IO 01.2566 04/15/2046 | 0.01% |
| MSRR 2015-R4 CB1 02.4514 08/26/2047 | 0.01% |
| NETFLIX INC 04.8750 04/15/2028 | 0.01% |
| NEWELL BRANDS INC 04.4500 04/01/2026 | 0.01% |
| PEPTIDREAM INC SEDOL B97SH97 | 0.01% |
| RITE AID CORP P/P 144A 06.1250 04/01/2023 | 0.01% |
| S&P GLOBAL INC 02.5000 12/01/2029 | 0.01% |
| SCIENTIFIC GAMES P/P 144A 08.2500 03/15/2026 | 0.01% |
| SEKISUI HOUSE LTD SEDOL 6793906 | 0.01% |
| SIX FLAGS ENT P/P 144A 05.5000 04/15/2027 | 0.01% |
| SPRINGLEAF FINANCE CORP 05.3750 11/15/2029 | 0.01% |
| STARWOOD PROP TR 04.7500 03/15/2025 | 0.01% |
| TRANSDIGM INC 06.3750 06/15/2026 | 0.01% |
| WFRBS 2013-C15 D P/P 144A 04.4936 08/15/2046 | 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% |
| APERGY CORP 06.3750 05/01/2026 | 0.01% |
| BANK OF MONTREAL USD 03.8030 12/15/2032 | 0.01% |
| BERRY GLOBAL INC 05.1250 07/15/2023 | 0.01% |
| CAS 2019-R01 2M2 03.3966 07/25/2031 | 0.01% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS | 0.01% |
| COPA HOLDINGS SA-CLASS A SEDOL B0TNJH9 | 0.01% |
| CORNERSTONE BUILDING P/P 144A 08.0000 04/15/2026 | 0.01% |
| EQUINIX INC 05.3750 05/15/2027 | 0.01% |
| FIDELITY NATIONAL INFO SERV SEDOL 2769796 | 0.01% |
| GENERAL MOTORS FINL CO 04.0000 01/15/2025 | 0.01% |
| GLP CAPITAL LP / FIN II 05.2500 06/01/2025 | 0.01% |
| GNMA GII30 BL6184 06.0000 02/20/2049 | 0.01% |
| GNMA GII30 BL6217 06.0000 03/20/2049 | 0.01% |
| HCA INC 05.2500 06/15/2026 | 0.01% |
| HUDBAY MINERALS INC P/P 144A 07.6250 01/15/2025 | 0.01% |
| JPMORGAN CHASE & CO 06.1000 02/01/2049 | 0.01% |
| KFC HLD/PIZZA HUT/TA P/P 144A 05.0000 06/01/2024 | 0.01% |
| KFC HLD/PIZZA HUT/TA P/P 144A 05.2500 06/01/2026 | 0.01% |
| 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% |
| LIVE NATION ENTERTAI P/P 144A 05.6250 03/15/2026 | 0.01% |
| MBX.FN30.450.09 R USL1M P 01/12/40 BC | 0.01% |
| MWST 2018-W1 A 01.7966 11/25/2051 | 0.01% |
| NATIONSTAR MTG P/P 144A 08.1250 07/15/2023 | 0.01% |
| NEC CORP SEDOL 6640400 | 0.01% |
| NEXSTAR BROADC P/P 144A 05.6250 08/01/2024 | 0.01% |
| NRG ENERGY INC. 07.2500 05/15/2026 | 0.01% |
| PANTHER BF AGGRE 2 P/P 144A 08.5000 05/15/2027 | 0.01% |
| PRIME SECURITY SVCS P/P 144A 06.2500 01/15/2028 | 0.01% |
| QORVO INC 05.5000 07/15/2026 | 0.01% |
| SINCLAIR TELE P/P 144A 05.5000 03/01/2030 | 0.01% |
| STATION CASINOS LLC P/P 144A 04.5000 02/15/2028 | 0.01% |
| TALLGRASS NRG PRTNR P/P 144A 05.5000 01/15/2028 | 0.01% |
| TENNANT CO 05.6250 05/01/2025 | 0.01% |
| TRI POINTE GROUP / HOMES 05.8750 06/15/2024 | 0.01% |
| TRONOX FINANCE PLC P/P 144A 05.7500 10/01/2025 | 0.01% |
| TWO HARBORS INVESTMENT CORP SEDOL BD832H2 | 0.01% |
| WMG ACQUISITION CORP P/P 144A 05.0000 08/01/2023 | 0.01% |
| AG ISSUER LLC P/P 144A 06.2500 03/01/2028 | 0.01% |
| AIR LIQUIDE SA SEDOL B1YXBJ7 | 0.01% |
| ALLY FINANCIAL INC 05.7500 11/20/2025 | 0.01% |
| AMERICAN EXPRESS CO SEDOL 2026082 | 0.01% |
| AMSTED INDUSTRIES P/P 144A 05.6250 07/01/2027 | 0.01% |
| AUTOMATIC DATA PROCESSING SEDOL 2065308 | 0.01% |
| BAE SYSTEMS PLC SEDOL 0263494 | 0.01% |
| BEACON ROOFING SUPP P/P 144A 04.8750 11/01/2025 | 0.01% |
| BERKSHIRE HATHAWAY FIN 04.2500 01/15/2021 | 0.01% |
| BSCMS 2006-PW11 B P/P 144A 05.7487 03/11/2039 | 0.01% |
| BUILDERS FIRSTSOURCE P/P 144A 06.7500 06/01/2027 | 0.01% |
| CAS 2019-R02 1M2 03.2466 08/25/2031 | 0.01% |
| CCO HOLDINGS LLC P/P 144A 04.5000 05/01/2032 | 0.01% |
| CHENIERE CORP CHRIST 05.8750 03/31/2025 | 0.01% |
| CHOCOLADEFABRIKEN LINDT-PC SEDOL 5962280 | 0.01% |
| CIT GROUP INC 05.0000 08/01/2023 | 0.01% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CS | 0.01% |
| COGNIZANT TECH SOLUTIONS-A SEDOL 2257019 | 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% |
| CWALT 2005-27 1A1 02.3391 08/25/2035 | 0.01% |
| DCP MIDSTREAM P/P 144A 06.7500 09/15/2037 | 0.01% |
| DISH NETWORK CV 03.3750 08/15/2026 | 0.01% |
| ESH HOSPITALITY INC P/P 144A 05.2500 05/01/2025 | 0.01% |
| FHR 2990 LB 15.1447 06/15/2034 | 0.01% |
| FIFTH THIRD BANCORP 05.1000 12/29/2049 | 0.01% |
| FREEDOM MTGE CORP P/P 144A 08.2500 04/15/2025 | 0.01% |
| GNMA GII30 BL6016 06.0000 02/20/2049 | 0.01% |
| GNMA GII30 BL6218 06.0000 02/20/2049 | 0.01% |
| GNMA GII30 BM1953 06.0000 03/20/2049 | 0.01% |
| GOLDEN NUGGET INC P/P 144A 08.7500 10/01/2025 | 0.01% |
| HESS MIDSTREAM P P/P 144A 05.1250 06/15/2028 | 0.01% |
| JPMBB 2014-C19 XA IO 00.7498 04/15/2047 | 0.01% |
| KIMBERLY-CLARK CORP SEDOL 2491839 | 0.01% |
| LOUISIANA-PACIFIC CORPORATION 04.8750 09/15/2024 | 0.01% |
| NATIONAL BANK OF CANADA SEDOL 2077303 | 0.01% |
| NOK/USD 06/17/2020 BCAP-FX | 0.01% |
| NZD/USD 04/15/2020 GSFX | 0.01% |
| PROLOGIS LP 02.1250 04/15/2027 | 0.01% |
| SPRINGLEAF FINANCE CORP 06.8750 03/15/2025 | 0.01% |
| SS&C TECH INC P/P 144A 05.5000 09/30/2027 | 0.01% |
| 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% |
| TORONTO-DOMINION BANK SEDOL 2897222 | 0.01% |
| USD/JPY PUT 108.00 20200622 BANKAM | 0.01% |
| USD/JPY PUT 108.00 20200622 CITI | 0.01% |
| USD/JPY PUT 108.00 20200622 GSFX | 0.01% |
| WEEKLEY HOMES LLC 06.0000 02/01/2023 | 0.01% |
| WFRBS 2012-C10 XA IO P/P 144A 01.5358 12/15/2045 | 0.01% |
| WOLVERINE WORLD WIDE P/P 144A 05.0000 09/01/2026 | 0.01% |
| WYNDHAM HOTELS & RE P/P 144A 05.3750 04/15/2026 | 0.01% |
| Z HOLDINGS CORP SEDOL 6084848 | 0.01% |
| 1011778 BC ULC / P/P 144A 04.3750 01/15/2028 | 0.01% |
| ALLIANT HOLDINGS P/P 144A 06.7500 10/15/2027 | 0.01% |
| AMER TRANS SYST P/P 144A 05.0000 09/01/2044 | 0.01% |
| ANTERO RESOURCES 05.3750 11/01/2021 | 0.01% |
| APACHE CORPORATION 03.2500 04/15/2022 | 0.01% |
| ASP AMC MERGER SUB P/P 144A 08.0000 05/15/2025 | 0.01% |
| AUD/USD 04/15/2020 GSFX | 0.01% |
| AUTOZONE INC SEDOL 2065955 | 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% |
| CALPINE CORP P/P 144A 05.2500 06/01/2026 | 0.01% |
| CAS 2015-C02 2M2 04.9466 05/25/2025 | 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% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.01% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 JP | 0.01% |
| CROWN AMER/CAP 04.7500 02/01/2026 | 0.01% |
| DIAMONDBACK ENERGY INC 05.3750 05/31/2025 | 0.01% |
| DIRECT LINE INSURANCE GROUP SEDOL BY9D0Y1 | 0.01% |
| FEDEX CORP 02.6250 08/01/2022 | 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% |
| FUJIFILM HOLDINGS CORP SEDOL 6356525 | 0.01% |
| GARTNER INC P/P 144A 05.1250 04/01/2025 | 0.01% |
| GBP/USD 06/17/2020 SSBT | 0.01% |
| GFL ENVIRONMENTA P/P 144A 08.5000 05/01/2027 | 0.01% |
| HANESBRANDS INC P/P 144A 04.6250 05/15/2024 | 0.01% |
| ICAHN ENTER/FIN 06.7500 02/01/2024 | 0.01% |
| JELD-WEN INC P/P 144A 04.6250 12/15/2025 | 0.01% |
| KFC HLD/PIZZA HUT/TA P/P 144A 04.7500 06/01/2027 | 0.01% |
| L3HARRIS TECHNOLOGIES INC SEDOL BK9DTN5 | 0.01% |
| LIBERTY MEDIA COR-SIRIUSXM C SEDOL BD8QGH9 | 0.01% |
| MERCER INTL INC USD 06.5000 02/01/2024 | 0.01% |
| NETFLIX INC P/P 144A 05.3750 11/15/2029 | 0.01% |
| NOVELIS CORP P/P 144A 04.7500 01/30/2030 | 0.01% |
| OSHKOSH CORP 03.1000 03/01/2030 | 0.01% |
| PRUDENTIAL FINANCIAL INC 05.6250 06/15/2043 | 0.01% |
| QUEST DIAGNOSTICS INC SEDOL 2702791 | 0.01% |
| RESIDEO FUNDING INC P/P 144A 06.1250 11/01/2026 | 0.01% |
| ROSS STORES INC SEDOL 2746711 | 0.01% |
| STEEL DYNAMICS INC 05.5000 10/01/2024 | 0.01% |
| TENET HEALTHCARE 04.6250 07/15/2024 | 0.01% |
| TRANSOCEAN POSEIDON P/P 144A 06.8750 02/01/2027 | 0.01% |
| VALVOLINE INC P/P 144A 04.2500 02/15/2030 | 0.01% |
| VISTRA ENERGY CORP P/P 144A 08.1250 01/30/2026 | 0.01% |
| VISTRA OPERATION P/P 144A 05.0000 07/31/2027 | 0.01% |
| VISTRA OPERATIONS CO P/P 144A 05.6250 02/15/2027 | 0.01% |
| WALT DISNEY CO/THE SEDOL 2270726 | 0.01% |
| ANTERO RESOURCES FIN 05.1250 12/01/2022 | 0.00% |
| ASCEND LEARNING LLC P/P 144A 06.8750 08/01/2025 | 0.00% |
| ASCENT RESOURCES/AEU P/P 144A 10.0000 04/01/2022 | 0.00% |
| AUD/USD 04/15/2020 UBS | 0.00% |
| AXA SA SEDOL 7088429 | 0.00% |
| BANK OF MONTREAL SEDOL 2076009 | 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% |
| BMIR 2017-1 M1 P/P 144A 02.6466 10/25/2027 | 0.00% |
| CAD/USD 04/15/2020 HSBCB | 0.00% |
| CAN IMPERIAL BK OF COMMERCE SEDOL 2170525 | 0.00% |
| CCO HOLDINGS LLC P/P 144A 04.5000 08/15/2030 | 0.00% |
| CENTENE CORP P/P 144A 05.2500 04/01/2025 | 0.00% |
| CENTENE ESCROW I CO P/P 144A 05.3750 06/01/2026 | 0.00% |
| CHEMOURS CO 07.0000 05/15/2025 | 0.00% |
| CLEAR CHANNEL WORLD P/P 144A 09.2500 02/15/2024 | 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 CS | 0.00% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 GS | 0.00% |
| CONCHO RESOURCES INC 03.7500 10/01/2027 | 0.00% |
| CROWN CASTLE INTL CORP 04.8750 04/15/2022 | 0.00% |
| DENBURY RESOURCES IN P/P 144A 09.0000 05/15/2021 | 0.00% |
| DOLLAR TREE INC SEDOL 2272476 | 0.00% |
| DUN & BRADSTREET COR P/P 144A 06.8750 08/15/2026 | 0.00% |
| ELI LILLY & CO SEDOL 2516152 | 0.00% |
| EOG RESOURCES INC 04.1500 01/15/2026 | 0.00% |
| EXXON MOBIL CORP SEDOL 2326618 | 0.00% |
| FRONT RANGE BIDCO INC L+300 04.6678 03/09/2027 | 0.00% |
| GO DADDY OPCO/FINCO P/P 144A 05.2500 12/01/2027 | 0.00% |
| HOLOGIC INC P/P 144A 04.3750 10/15/2025 | 0.00% |
| ICAHN ENTER 04.7500 09/15/2024 | 0.00% |
| ICAHN ENTER/FIN 05.2500 05/15/2027 | 0.00% |
| IHEARTCOMMUNICATIONS INC 06.3750 05/01/2026 | 0.00% |
| IHS MARKIT LTD USD 04.7500 08/01/2028 | 0.00% |
| JELD-WEN INC P/P 144A 04.8750 12/15/2027 | 0.00% |
| KRATON POLYMERS LLC/ P/P 144A 07.0000 04/15/2025 | 0.00% |
| 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% |
| MIZUHO FINANCIAL GROUP INC SEDOL 6591014 | 0.00% |
| MOLINA HEALTHCARE IN 05.3750 11/15/2022 | 0.00% |
| NETFLIX INC. 06.3750 05/15/2029 | 0.00% |
| NEWFIELD EXPLORATION CO 05.7500 01/30/2022 | 0.00% |
| NZD/USD 04/15/2020 CITI | 0.00% |
| ORACLE CORP JAPAN SEDOL 6141680 | 0.00% |
| ORKLA ASA SEDOL B1VQF42 | 0.00% |
| PENN NATIONAL GAMING P/P 144A 05.6250 01/15/2027 | 0.00% |
| PENSKE AUTO GRP INC 05.7500 10/01/2022 | 0.00% |
| PENSKE AUTOMOTIVE GROUP 05.5000 05/15/2026 | 0.00% |
| PRECISION DRILL P/P 144A 07.1250 01/15/2026 | 0.00% |
| REPUBLIC OF VENEZUELA REGS 08.2500 10/13/2024 | 0.00% |
| RITE AID CORP P/P 144A 07.5000 07/01/2025 | 0.00% |
| SOLERA LLC / SOLERA P/P 144A 10.5000 03/01/2024 | 0.00% |
| SONIC HEALTHCARE LTD SEDOL 6821120 | 0.00% |
| SPRINGLEAF FINANCE CORP 06.6250 01/15/2028 | 0.00% |
| STACR 2018-HQA2 M2 03.2466 10/25/2048 | 0.00% |
| SWISS PRIME SITE-REG SEDOL B083BH4 | 0.00% |
| TENET HEALTHCARE P/P 144A 06.2500 02/01/2027 | 0.00% |
| TRANSDIGM INC. 06.5000 07/15/2024 | 0.00% |
| UNITEDHEALTH GROUP INC SEDOL 2917766 | 0.00% |
| WESTERN DIGITAL CORPORATION 04.7500 02/15/2026 | 0.00% |
| WPX ENERGY INC 05.2500 10/15/2027 | 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% |
| AFLAC INC SEDOL 2026361 | 0.00% |
| AUTOMATION TOOLING S P/P 144A 06.5000 06/15/2023 | 0.00% |
| BAUSCH HLTH COS INC P/P 144A 05.0000 01/30/2028 | 0.00% |
| BAUSCH HLTH COS INC P/P 144A 05.2500 01/30/2030 | 0.00% |
| BAUSCH HLTH COS INC P/P 144A 06.5000 03/15/2022 | 0.00% |
| BEACON ROOFING SUPPL P/P 144A 04.5000 11/15/2026 | 0.00% |
| BOYD GAMING CORP P/P 144A 04.7500 12/01/2027 | 0.00% |
| BOYD GAMING CORPORATION 06.0000 08/15/2026 | 0.00% |
| CAD/USD 04/15/2020 JPMCB | 0.00% |
| CAD/USD 04/15/2020 TDBK | 0.00% |
| CENOVUS ENERGY INC USD 06.7500 11/15/2039 | 0.00% |
| CHS/COMMUNITY HEALTH P/P 144A 08.0000 03/15/2026 | 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.10 2059-11-17 500.0 11/17/2059 CS | 0.00% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CS | 0.00% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 ML | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 ML | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP | 0.00% |
| COMM 2014-CR18 XA IO 00.9967 07/15/2047 | 0.00% |
| COMMSCOPE INC P/P 144A 06.0000 03/01/2026 | 0.00% |
| COMPASS MINERALS INT P/P 144A 04.8750 07/15/2024 | 0.00% |
| COMSTOCK RE INC P/P 144A 07.5000 05/15/2025 | 0.00% |
| CREDIT ACCEPTANC 06.6250 03/15/2026 | 0.00% |
| CREDIT ACCEPTANC P/P 144A 05.1250 12/31/2024 | 0.00% |
| CVS PASS-THROUGH TRUST 06.0360 12/10/2028 | 0.00% |
| EPR PROPERTIES 05.7500 CUM CV PFD | 0.00% |
| F5 NETWORKS INC SEDOL 2427599 | 0.00% |
| FISERV INC SEDOL 2342034 | 0.00% |
| FNR 2005-106 JC 17.1887 12/25/2035 | 0.00% |
| FNR 2005-75 GS 17.4101 08/25/2035 | 0.00% |
| FNR 2006-62 PS 34.2202 07/25/2036 | 0.00% |
| FREEPORT-MCMORAN INC 05.4500 03/15/2043 | 0.00% |
| FRONT RANGE BIDC P/P 144A 06.1250 03/01/2028 | 0.00% |
| FRONTIER COMM 10.5000 09/15/2022 | 0.00% |
| GATES GLOBAL TLB L+275 03.7500 03/31/2024 | 0.00% |
| GENERAL DYNAMICS CORP SEDOL 2365161 | 0.00% |
| GLP CAPITAL LP / FIN II 05.3750 04/15/2026 | 0.00% |
| GMAC CAPITAL TRUST I PCT 07.4766 | 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 2013-14 IO IO 03.5000 12/20/2042 | 0.00% |
| HCA INC 03.5000 09/01/2030 | 0.00% |
| HKT TRUST AND HKT LTD-SS SEDOL B4TXDZ3 | 0.00% |
| HOLLY PAR/FIN P/P 144A 05.0000 02/01/2028 | 0.00% |
| INDIGO NATURAL P/P 144A 06.8750 02/15/2026 | 0.00% |
| INTEL CORP SEDOL 2463247 | 0.00% |
| INTERNATIONAL LEASE FIN CORP 05.8750 08/15/2022 | 0.00% |
| IOS.FN30.400.09 R USL1M P 01/12/40 GS | 0.00% |
| 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% |
| JUNIPER NETWORKS INC SEDOL 2431846 | 0.00% |
| L BRANDS INC 06.7500 07/01/2036 | 0.00% |
| MASONITE INTL C P/P 144A 05.3750 02/01/2028 | 0.00% |
| MAUSER PACKAGING SOL P/P 144A 05.5000 04/15/2024 | 0.00% |
| MEG ENERGY CORP P/P 144A 07.1250 02/01/2027 | 0.00% |
| MERCER INTL INC USD 05.5000 01/15/2026 | 0.00% |
| MOOG INC P/P 144A 04.2500 12/15/2027 | 0.00% |
| MTR CORP SEDOL 6290054 | 0.00% |
| NABORS INDUSTRIES INC. 05.7500 02/01/2025 | 0.00% |
| NATIONSTAR MTG P/P 144A 06.0000 01/15/2027 | 0.00% |
| NEWCREST MINING LTD SEDOL 6637101 | 0.00% |
| NORFOLK SOUTHERN CORP SEDOL 2641894 | 0.00% |
| NRG ENERGY INC 05.7500 01/15/2028 | 0.00% |
| ORTHO-CLINICAL P/P 144A 07.2500 02/01/2028 | 0.00% |
| PENSKE AUTOMOTIVE GROUP 05.3750 12/01/2024 | 0.00% |
| POMEGRANATE MERGER S P/P 144A 09.7500 05/01/2023 | 0.00% |
| RENAISSANCERE HOLDINGS LTD SEDOL 2728429 | 0.00% |
| ROBERTSHAW TL 2L L+800 09.0000 02/28/2026 | 0.00% |
| ROBERTSHAW US HOLDING L+325 04.2500 02/28/2025 | 0.00% |
| SANOFI SEDOL 5671735 | 0.00% |
| SEK/USD 06/17/2020 RBSF | 0.00% |
| SIRIUS XM RADIO INC. P/P 144A 05.5000 07/01/2029 | 0.00% |
| SOLENIS 2NDL L+850 10.8314 06/26/2026 | 0.00% |
| SPECTRUM BRANDS INC P/P 144A 05.0000 10/01/2029 | 0.00% |
| SPRINGLEAF FINANCE CORP 07.1250 03/15/2026 | 0.00% |
| T-MOBILE USA INC 04.5000 02/01/2026 | 0.00% |
| TARGA RESOURCES PART 06.5000 07/15/2027 | 0.00% |
| TAYLOR MORRISON COMM P/P 144A 05.7500 01/15/2028 | 0.00% |
| WPX ENERGY INC 05.7500 06/01/2026 | 0.00% |
| WPX ENERGY INC 08.2500 08/01/2023 | 0.00% |
| ABC SUPPLY CO INC P/P 144A 05.8750 05/15/2026 | 0.00% |
| ABC-MART INC SEDOL 6292102 | 0.00% |
| AIR MEDICAL MERGER S P/P 144A 06.3750 05/15/2023 | 0.00% |
| ALBERTSONS COS P/P 144A 04.8750 02/15/2030 | 0.00% |
| AMC ENTERTAINMENT HLDGS 05.7500 06/15/2025 | 0.00% |
| AUD/USD 04/15/2020 CITI | 0.00% |
| BANK OF AMERICA CORP 06.5000 10/29/2049 | 0.00% |
| BERRY GLOBAL INC P/P 144A 04.5000 02/15/2026 | 0.00% |
| BOYD GAMING CORP 06.3750 04/01/2026 | 0.00% |
| BRIDGESTONE CORP SEDOL 6132101 | 0.00% |
| BUCKEYE PARTNERS LP 05.8500 11/15/2043 | 0.00% |
| BUCKEYE PARTNERS LP P/P 144A 04.5000 03/01/2028 | 0.00% |
| CAD/USD 04/15/2020 BANKAM | 0.00% |
| CAD/USD 04/15/2020 UBS | 0.00% |
| CBRE SERVICES INC 05.2500 03/15/2025 | 0.00% |
| CBS OUT AMER CAP LLC 05.6250 02/15/2024 | 0.00% |
| CENTENE CORP P/P 144A 05.3750 08/15/2026 | 0.00% |
| CHEMOURS CO 05.3750 05/15/2027 | 0.00% |
| CINEMARK USA INC 05.1250 12/15/2022 | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 JP | 0.00% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | 0.00% |
| COLORADO INTERSTATE GAS CO 06.8500 06/15/2037 | 0.00% |
| COMMSCOPE INC P/P 144A 05.5000 03/01/2024 | 0.00% |
| COMSTOCK RESOURCES 09.7500 08/15/2026 | 0.00% |
| CPG INTL TL L+375 05.9333 05/05/2024 | 0.00% |
| CPG MERGER SUB LLC P/P 144A 08.0000 10/01/2021 | 0.00% |
| ENERGIZER HLDG INC P/P 144A 06.3750 07/15/2026 | 0.00% |
| EQUINIX INC 05.8750 01/15/2026 | 0.00% |
| FRESENIUS MEDICAL CARE AG & SEDOL 5129074 | 0.00% |
| GEBERIT AG-REG SEDOL B1WGG93 | 0.00% |
| GNMA GII30 BN1506 04.5000 05/20/2049 | 0.00% |
| GNMA GII30 BN1509 05.0000 05/20/2049 | 0.00% |
| GNR 2015-124 NI IO 03.5000 06/20/2039 | 0.00% |
| HOCHTIEF AG SEDOL 5108664 | 0.00% |
| HONGKONG LAND HOLDINGS LTD SEDOL 6434915 | 0.00% |
| INCEPTION MRGR/RACK P/P 144A 08.6250 11/15/2024 | 0.00% |
| IOS.FN30.400.10 R USL1M P 01/12/41 BC | 0.00% |
| JAPAN TOBACCO INC SEDOL 6474535 | 0.00% |
| JARDINE MATHESON HLDGS LTD SEDOL 6472119 | 0.00% |
| LOEWS CORP SEDOL 2523022 | 0.00% |
| MAXIM INTEGRATED PRODUCTS SEDOL 2573760 | 0.00% |
| MERCK & CO INC 02.9000 03/07/2024 | 0.00% |
| MGM GROWTH/MGM FINANCE 04.5000 01/15/2028 | 0.00% |
| NETFLIX INC. P/P 144A 04.8750 06/15/2030 | 0.00% |
| NIPPON STEEL CORP SEDOL 6642569 | 0.00% |
| NUCOR CORP SEDOL 2651086 | 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% |
| PLAINS GP HOLDINGS LP-CL A SEDOL BDGHN95 | 0.00% |
| REPUBLIC OF VENEZUELA REGS 09.0000 05/07/2023 | 0.00% |
| REVLON CONS TLB L+350 05.1128 09/07/2023 | 0.00% |
| SCIENTIFIC GAMES P/P 144A 07.0000 05/15/2028 | 0.00% |
| SEK/USD 06/17/2020 JPMCB | 0.00% |
| SPECTRUM BRANDS INC 06.1250 12/15/2024 | 0.00% |
| SWEDISH MATCH AB SEDOL 5048566 | 0.00% |
| T-MOBILE USA INC. 04.0000 04/15/2022 | 0.00% |
| THALES SA SEDOL 4162791 | 0.00% |
| TRANSOCEAN PONTUS LT P/P 144A 06.1250 08/01/2025 | 0.00% |
| TREASURY BILL 00.0000 05/14/2020 | 0.00% |
| TRONOX INC P/P 144A 06.5000 04/15/2026 | 0.00% |
| UBSBB 2012-C4 XA IO P/P 144A 01.6199 12/10/2045 | 0.00% |
| US BANCORP SEDOL 2736035 | 0.00% |
| WM MORRISON SUPERMARKETS SEDOL 0604316 | 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% |
| ALTRIA GROUP INC | 0.00% |
| AROUNDTOWN SA SEDOL BF0CK44 | 0.00% |
| AUD/USD 04/15/2020 HSBCB | 0.00% |
| BAYTEX ENERGY CORP P/P 144A 05.6250 06/01/2024 | 0.00% |
| BERRY GLOBAL INC 05.5000 05/15/2022 | 0.00% |
| BOMBARDIER INC P/P 144A 07.5000 12/01/2024 | 0.00% |
| BROOKFIELD RESID P/P 144A 04.8750 02/15/2030 | 0.00% |
| BUCKEYE PARTNERS LP 03.9500 12/01/2026 | 0.00% |
| CAD/USD 04/15/2020 RBSF | 0.00% |
| CIGNA CORP SEDOL BHJ0775 | 0.00% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CG | 0.00% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CG | 0.00% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CS | 0.00% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 MS | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 JP | 0.00% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 JP | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 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% |
| ECOLAB INC SEDOL 2304227 | 0.00% |
| ELDORADO RESORTS INC 07.0000 08/01/2023 | 0.00% |
| ENTERPRISE MERG P/P 144A 08.7500 10/15/2026 | 0.00% |
| FHR 3300 PO PO 00.0000 02/15/2037 | 0.00% |
| FRONT RANGE BIDC P/P 144A 04.0000 03/01/2027 | 0.00% |
| GBP/USD 06/17/2020 BCAP-FX | 0.00% |
| GBP/USD 06/17/2020 GSFX | 0.00% |
| GBP/USD 06/17/2020 TDBK | 0.00% |
| HEINEKEN HOLDING NV SEDOL B0CCH46 | 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% |
| INTL BUSINESS MACHINES CORP SEDOL 2005973 | 0.00% |
| JFE HOLDINGS INC SEDOL 6543792 | 0.00% |
| JO-ANN STORES TL L+500 06.0000 10/16/2023 | 0.00% |
| KINDER MORGAN INC/DELAWA 07.7500 01/15/2032 | 0.00% |
| LAMB WESTON HOLDINGS P/P 144A 04.6250 11/01/2024 | 0.00% |
| LENNAR CORP 05.8750 11/15/2024 | 0.00% |
| MBX.FN30.500.09 R USL1M P 01/12/40 BC | 0.00% |
| MOLINA HEALTHCARE IN P/P 144A 04.8750 06/15/2025 | 0.00% |
| NABORS IND LTD P/P 144A 07.2500 01/15/2026 | 0.00% |
| NABORS IND LTD P/P 144A 07.5000 01/15/2028 | 0.00% |
| NATIONAL AUSTRALIA BANK LTD SEDOL 6624608 | 0.00% |
| NATIONAL GRID PLC SEDOL BDR05C0 | 0.00% |
| NATIONSTAR MTG P/P 144A 09.1250 07/15/2026 | 0.00% |
| NEIMAN MARCUS TL L+600 07.5000 10/25/2023 | 0.00% |
| NEW GOLD INC P/P 144A 06.2500 11/15/2022 | 0.00% |
| NRG ENERGY INC 06.6250 01/15/2027 | 0.00% |
| NZD/USD 04/15/2020 HSBCB | 0.00% |
| NZD/USD 04/15/2020 JPMCB | 0.00% |
| OCCIDENTAL PETROLEUM CORP SEDOL 2655408 | 0.00% |
| PANTHER BF AGGREGA P/P 144A 06.2500 05/15/2026 | 0.00% |
| PETROLEOS DE VEN P/P 144A 06.0000 11/15/2026 | 0.00% |
| PPL CAPITAL FUNDING INC 03.4000 06/01/2023 | 0.00% |
| PRESTIGE BRANDS INC P/P 144A 05.1250 01/15/2028 | 0.00% |
| PUBLICIS GROUPE SEDOL 4380429 | 0.00% |
| QORVO INC SEDOL BR9YYP4 | 0.00% |
| QUEBECOR MEDIA INC USD 05.7500 01/15/2023 | 0.00% |
| RACKSPACE HOSTING INC L+300 04.7633 11/03/2023 | 0.00% |
| REALOGY GRP / CO P/P 144A 09.3750 04/01/2027 | 0.00% |
| REGENCY ENERGY P 04.5000 11/01/2023 | 0.00% |
| ROYAL BANK OF CANADA USD 02.8000 04/29/2022 | 0.00% |
| RTL GROUP SEDOL B1BK209 | 0.00% |
| SAMPO OYJ-A SHS SEDOL 5226038 | 0.00% |
| SECOM CO LTD SEDOL 6791591 | 0.00% |
| SEK/USD 06/17/2020 BANKAM | 0.00% |
| SEK/USD 06/17/2020 CITI | 0.00% |
| SEK/USD 06/17/2020 GSFX | 0.00% |
| SEK/USD 06/17/2020 TDBK | 0.00% |
| SEK/USD 06/17/2020 UBS | 0.00% |
| SGD/USD 05/20/2020 JPMCB | 0.00% |
| SM ENERGY CO 05.0000 01/15/2024 | 0.00% |
| SM ENERGY CO 06.1250 11/15/2022 | 0.00% |
| SM ENERGY CO 06.7500 09/15/2026 | 0.00% |
| T-MOBILE USA INC 05.3750 04/15/2027 | 0.00% |
| T-MOBILE USA INC 06.0000 03/01/2023 | 0.00% |
| TARGA RES PRTNRS P/P 144A 05.5000 03/01/2030 | 0.00% |
| TARGA RESOURCES PART 06.8750 01/15/2029 | 0.00% |
| TD AMERITRADE HOLDING CORP SEDOL 2983154 | 0.00% |
| THE AES CORPORATION 04.8750 05/15/2023 | 0.00% |
| USD/CHF PUT 0.94 20200605 GSFX | 0.00% |
| USD/JPY PUT 106.00 20200416 BANKAM | 0.00% |
| VIPER ENERGY P/P 144A 05.3750 11/01/2027 | 0.00% |
| WPX ENERGY INC 04.5000 01/15/2030 | 0.00% |
| YUM! BRANDS INC P/P 144A 07.7500 04/01/2025 | 0.00% |
| AIB GROUP PLC SEDOL BF0L353 | 0.00% |
| AIR LEASE CORP 02.5000 03/01/2021 | 0.00% |
| AKZO NOBEL N.V. SEDOL BJ2KSG2 | 0.00% |
| ALLEGHENY TECHNOLOGIES 05.8750 12/01/2027 | 0.00% |
| ATHENE HOLDING LTD-CLASS A SEDOL BZ13MZ1 | 0.00% |
| AUD/USD 04/15/2020 TDBK | 0.00% |
| AUD/USD 04/15/2020 WPAC | 0.00% |
| AZRIELI GROUP LTD SEDOL B5MN1W0 | 0.00% |
| CAD/USD 04/15/2020 GSFX | 0.00% |
| CALIFORNIA RESOURC TL L+475 06.3633 12/31/2022 | 0.00% |
| CANADIAN UTILITIES LTD-A SEDOL 2172639 | 0.00% |
| CINEMARK USA INC 04.8750 06/01/2023 | 0.00% |
| CMB CMBX.NA.A.7 2047-01-17 200.0 01/17/2047 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 MS | 0.00% |
| CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 CG | 0.00% |
| CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 CG | 0.00% |
| CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 GS | 0.00% |
| CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 MS | 0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS | 0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS | 0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 MS | 0.00% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 CG | 0.00% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 CS | 0.00% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 GS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 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 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.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% |
| CNP ASSURANCES SEDOL 5543986 | 0.00% |
| CONTINENTAL RESOURCES 05.0000 09/15/2022 | 0.00% |
| ELDORADO RESORTS INC 06.0000 09/15/2026 | 0.00% |
| ENERGIZER HLDG INC P/P 144A 07.7500 01/15/2027 | 0.00% |
| FNR 2005-83 QP 14.9328 11/25/2034 | 0.00% |
| FNR 2007-14 KO PO 00.0000 03/25/2037 | 0.00% |
| FNR 2007-64 LO PO 00.0000 07/25/2037 | 0.00% |
| FORD MOTOR CO SEDOL 2615468 | 0.00% |
| FOX CORP - CLASS B SEDOL BJJMGY5 | 0.00% |
| GBP/USD 06/17/2020 CSI-FX | 0.00% |
| GETLINK SE SEDOL B292JQ9 | 0.00% |
| GLENCORE PLC SEDOL B4T3BW6 | 0.00% |
| GNR 2010-9 QI IO 04.5000 01/20/2040 | 0.00% |
| H LUNDBECK A/S SEDOL 7085259 | 0.00% |
| INTERCONTINENTAL EXCHANGE IN SEDOL BFSSDS9 | 0.00% |
| IOS.FN30.350.14 R USL1M P 01/12/45 CS | 0.00% |
| IOS.FN30.400.10 R USL1M P 01/12/41 BC | 0.00% |
| IOS.FN30.400.11 R USL1M P 01/12/42 GS | 0.00% |
| IOS.FN30.400.11 R USL1M P 01/12/42 GS | 0.00% |
| IOS.FN30.600.08 R USL1M P 01/12/39 GS | 0.00% |
| JO-ANN STORES 2NDL L+925 10.2500 05/21/2024 | 0.00% |
| JPY/USD 05/20/2020 CITI | 0.00% |
| KYUSHU RAILWAY COMPANY SEDOL BD2BST6 | 0.00% |
| LABORATORY CRP OF AMER HLDGS SEDOL 2586122 | 0.00% |
| MALLINCKRODT FIN/SB P/P 144A 10.0000 04/15/2025 | 0.00% |
| MERCER INTL INC USD 07.3750 01/15/2025 | 0.00% |
| MSC 2007-HQ11 C 05.5580 02/12/2044 | 0.00% |
| 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% |
| NOK/USD 06/17/2020 UBS | 0.00% |
| NZD/USD 04/15/2020 CSI-FX | 0.00% |
| OASIS PETROLEUM INC 06.8750 03/15/2022 | 0.00% |
| OASIS PETROLEUM INC P/P 144A 06.2500 05/01/2026 | 0.00% |
| ORACLE CORP 02.5000 05/15/2022 | 0.00% |
| PARTY CITY HLDG INC P/P 144A 06.1250 08/15/2023 | 0.00% |
| REPSOL SA SEDOL 5669354 | 0.00% |
| SEK/USD 06/17/2020 BCAP-FX | 0.00% |
| SEK/USD 06/17/2020 CSI-FX | 0.00% |
| SES SEDOL B00ZQQ2 | 0.00% |
| SM ENERGY CO 06.6250 01/15/2027 | 0.00% |
| STACR 2019-DNA2 M2 03.3966 03/25/2049 | 0.00% |
| STANDARD IND INC P/P 144A 04.7500 01/15/2028 | 0.00% |
| SUBARU CORP SEDOL 6356406 | 0.00% |
| THE SHERWIN-WILLIAMS COMPANY 02.7500 06/01/2022 | 0.00% |
| TIAAC 2003-1A E 144A 08.0000 12/28/2038 | 0.00% |
| TITAN ACQ LTD P/P 144A 07.7500 04/15/2026 | 0.00% |
| TOWNSQUARE MEDIA INC P/P 144A 06.5000 04/01/2023 | 0.00% |
| TRANSDIGM INC 06.5000 05/15/2025 | 0.00% |
| TRANSOCEAN INC 07.5000 04/15/2031 | 0.00% |
| USD/CHF PUT 0.91 20200605 CITI | 0.00% |
| 0.7325 R ISWP US0003M P 03/27/2030 | 0.00% |
| ADVANZ PHARMA CORP LTD SEDOL BG0RYR7 | 0.00% |
| AUD/USD 04/15/2020 BCAP-FX | 0.00% |
| AUD/USD 07/15/2020 CSI-FX | 0.00% |
| AUD/USD 07/15/2020 HSBCB | 0.00% |
| BSCMS 06-PW14 X1 IO P/P 144A 00.2832 12/11/2038 | 0.00% |
| BSCMS 2006-PW11 C P/P 144A 05.7487 03/11/2039 | 0.00% |
| CAD/USD 04/15/2020 CITI | 0.00% |
| CAD/USD 04/15/2020 WPAC | 0.00% |
| CAD/USD 07/15/2020 CSI-FX | 0.00% |
| CAD/USD 07/15/2020 HSBCB | 0.00% |
| CALIFORNIA RESOURCES P/P 144A 08.0000 12/15/2022 | 0.00% |
| CGCMT 2006-C5 XC IO P/P 144A 00.5026 10/15/2049 | 0.00% |
| CLEAR CHANNEL OUTDOOR HOLDIN SEDOL BJHVCH9 | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 JP | 0.00% |
| CMB CMBX.NA.A.7 2047-01-17 200.0 01/17/2047 GS | 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 JP | 0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 BA | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | 0.00% |
| CNH/USD 05/20/2020 BANKAM | 0.00% |
| CNH/USD 05/20/2020 GSFX | 0.00% |
| CSFB 2003-C3 AX IO P/P 144A 02.1712 05/15/2038 | 0.00% |
| DENBURY RESOURCES P/P 144A 09.2500 03/31/2022 | 0.00% |
| DKK/USD 06/17/2020 CITI | 0.00% |
| EUR/NOK PUT 9.60 20200406 GSFX | 0.00% |
| EUR/USD 06/17/2020 WPAC | 0.00% |
| FHR 3206 EO PO 00.0000 08/15/2036 | 0.00% |
| FHR 3326 WF 00.0000 10/15/2035 | 0.00% |
| FHR 3391 PO PO 00.0000 04/15/2037 | 0.00% |
| FNR 2006-125 OX PO 00.0000 01/25/2037 | 0.00% |
| FNR 2006-84 OT PO 00.0000 09/25/2036 | 0.00% |
| GBP/USD 06/17/2020 HSBCB | 0.00% |
| GBP/USD CALL 1.335 20200402 BCAP-FX | 0.00% |
| GBP/USD CALL 1.335 20200407 UBS | 0.00% |
| GNR 2006-36 OD PO 00.0000 07/16/2036 | 0.00% |
| HKD/USD 05/20/2020 BANKAM | 0.00% |
| HKD/USD 05/20/2020 BCAP-FX | 0.00% |
| HKD/USD 05/20/2020 GSFX | 0.00% |
| HKD/USD 05/20/2020 HSBCB | 0.00% |
| HKD/USD 05/20/2020 SSBT | 0.00% |
| HKD/USD 05/20/2020 TDBK | 0.00% |
| HKD/USD 05/20/2020 UBS | 0.00% |
| IHEARTMEDIA INC - CLASS A SEDOL BJVR9Y9 | 0.00% |
| INTELSAT JACKSON HLD P/P 144A 08.0000 02/15/2024 | 0.00% |
| IOS.FN30.350.12 R USL1M P 01/12/43 BC | 0.00% |
| IOS.FN30.400.11 R USL1M P 01/12/42 BC | 0.00% |
| IOS.FN30.650.67 R USL1M P 01/12/38 BC | 0.00% |
| IOS.FN30.650.67 R USL1M P 01/12/38 GS | 0.00% |
| JPMCC 05-CB12 X1 IO P/P 144A 00.3200 09/12/2037 | 0.00% |
| JPMCC 2006-LDP8 X IO 00.2897 05/15/2045 | 0.00% |
| JPY/USD 05/20/2020 UBS | 0.00% |
| LBUBS 2005-C7 XCL IO P/P 144A 00.3130 11/15/2040 | 0.00% |
| MEG ENERGY CORP P/P 144A 07.0000 03/31/2024 | 0.00% |
| MEZZ 2006-C4 X IO P/P 144A 06.4012 07/15/2045 | 0.00% |
| MEZZ 2007-C5 X IO P/P 144A 05.3947 12/15/2049 | 0.00% |
| MWO HOLDINGS LLC | 0.00% |
| NINE POINT ENERGY CNV PRF | 0.00% |
| NINE POINT ENERGY COM | 0.00% |
| NOBLE HOLDING INTL LTD USD 07.7500 01/15/2024 | 0.00% |
| NZD/USD 04/15/2020 TDBK | 0.00% |
| NZD/USD 07/15/2020 HSBCB | 0.00% |
| OASIS PETROLEUM INC CV 02.6250 09/15/2023 | 0.00% |
| TERVITA CORP SEDOL BD1DCC4 | 0.00% |
| TEXAS COHLD TCEH ESCROW 11.5000 10/01/2020 | 0.00% |
| TXU TCEH RIGHTS | 0.00% |
| VALARIS PLC USD 07.7500 02/01/2026 | 0.00% |
| AUD/USD 04/15/2020 CSI-FX | -0.00% |
| AUD/USD 04/15/2020 RBSF | -0.00% |
| CHF/USD 06/17/2020 CITI | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 JP | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 JP | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 BA | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 BA | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 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 GS | -0.00% |
| EUR/USD 06/17/2020 BANKAM | -0.00% |
| EUR/USD 06/17/2020 BCAP-FX | -0.00% |
| EUR/USD 06/17/2020 CSI-FX | -0.00% |
| EUR/USD 06/17/2020 GSFX | -0.00% |
| EUR/USD 06/17/2020 RBSF | -0.00% |
| EUR/USD 06/17/2020 TDBK | -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 HSBCB | -0.00% |
| JPY/USD 05/20/2020 JPMCB | -0.00% |
| JPY/USD 05/20/2020 WPAC | -0.00% |
| MBX.FN30.600.08 P USL1M R 01/12/39 BC | -0.00% |
| MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.00% |
| MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.00% |
| NOK/USD 06/17/2020 TDBK | -0.00% |
| TWD/USD 05/20/2020 BANKAM | -0.00% |
| TWD/USD 05/20/2020 GSFX | -0.00% |
| USD/JPY PUT 103.00 20200416 BANKAM | -0.00% |
| 0.609 R ISWP US0003M P 03/26/2025 | -0.00% |
| 0.7475 R ISWP FWD US0003M P 05/01/2050 | -0.00% |
| CHF/USD 06/17/2020 GSFX | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 MS | -0.00% |
| CMB CMBX.NA.A.7 2047-01-17 200.0 01/17/2047 JP | -0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CS | -0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 JP | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 ML | -0.00% |
| EUR/USD 06/17/2020 CITI | -0.00% |
| IOS.FN30.400.11 P USL1M R 01/12/42 JP | -0.00% |
| JPY/USD 05/20/2020 GSFX | -0.00% |
| NOK/USD 06/17/2020 BANKAM | -0.00% |
| USD/CHF PUT 0.91 20200605 GSFX | -0.00% |
| CHF/USD 06/17/2020 JPMCB | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.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 JP | -0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 JP | -0.00% |
| EUR/USD 06/17/2020 HSBCB | -0.00% |
| EUR/USD 06/17/2020 JPMCB | -0.00% |
| JPY/USD 05/20/2020 SSBT | -0.00% |
| NOK/USD 06/17/2020 CITI | -0.00% |
| NOK/USD 06/17/2020 RBSF | -0.00% |
| NZD/USD 04/15/2020 BANKAM | -0.00% |
| NZD/USD 04/15/2020 BCAP-FX | -0.00% |
| NZD/USD 04/15/2020 RBSF | -0.00% |
| NZD/USD 04/15/2020 WPAC | -0.00% |
| AUD/USD 04/15/2020 BANKAM | -0.00% |
| AUD/USD 04/15/2020 JPMCB | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 JP | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.00% |
| EUR/USD 06/17/2020 SSBT | -0.00% |
| GBP/USD 06/17/2020 JPMCB | -0.00% |
| IOS.FN30.400.10 P USL1M R 01/12/41 JP | -0.00% |
| USD/JPY PUT 105.00 20200622 BANKAM | -0.00% |
| USD/JPY PUT 105.00 20200622 CITI | -0.00% |
| USD/JPY PUT 105.00 20200622 GSFX | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 MS | -0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 GS | -0.00% |
| NOK/USD 06/17/2020 HSBCB | -0.00% |
| NOK/USD 06/17/2020 SSBT | -0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 CS | -0.01% |
| NZD/USD 04/15/2020 UBS | -0.01% |
| 0.742 R ISWP US0003M P 03/23/2025 | -0.01% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 CG | -0.01% |
| NOK/USD 06/17/2020 CSI-FX | -0.01% |
| EUR/USD 06/17/2020 UBS | -0.01% |
| JPY/USD 05/20/2020 BCAP-FX | -0.01% |
| NZD/USD 04/15/2020 SSBT | -0.01% |
| 0.7525 R ISWP US0003M P 03/23/2025 | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CG | -0.01% |
| NOK/USD 06/17/2020 JPMCB | -0.01% |
| MBX.FN30.650.67 P USL1M R 01/12/38 BC | -0.02% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.02% |
| MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.02% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CS | -0.02% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 JP | -0.03% |
| CDX CDX.NA.IG.34 100.0 06/20/2025 | -0.04% |
| NOK/USD 06/17/2020 GSFX | -0.04% |
| 1.625 R ISWP FWD US0003M P 03/18/2025 | -0.05% |
| 1.60 R ISWP FWD US0003M P 03/18/2022 | -0.05% |
| FNMA FN30 TBA UMBS 03.5000 04/01/2050 | -0.10% |
| RU10INTR P US0003M R 11/25/20 CI | -0.17% |
| FNMA FN30 TBA UMBS 03.0000 04/01/2050 | -0.31% |
| US 10YR ULTRA FUT JUN20 UXYM0 | -0.35% |
| S&P MID 400 EMINI JUN20 FAM0 | -0.88% |
| RU10INTR P US0003M R 11/25/20 CI | -1.36% |
| MSCI EAFE JUN20 MFSM0 | -2.55% |
| GSGLPWDS P US0001M R 12/15/25 GS | -2.60% |
| S&P500 EMINI FUT JUN20 ESM0 | -14.95% |
Portfolio composition as of 06/30/20
| U.S. Investment-grade bonds | 62.04% |
|---|---|
| U.S. large-cap equity | 19.75% |
| U.S. High-yield bonds | 6.51% |
| International equity | 5.73% |
| U.S. money markets | 3.00% |
| U.S. small- and mid-cap equity | 2.98% |
Fixed income statistics as of 06/30/20
| Average effective maturity | 9.39 yrs. |
|---|---|
| Average effective duration | 3.69 yrs. |
Fund characteristics will vary over time.
Due to rounding, percentages may not equal 100%.
Consider these risks before investing: Allocation of assets among asset classes may hurt performance. The value of investments in the fund’s portfolio may fall or fail to rise over extended periods of time for a variety of reasons, including general economic, political or financial market conditions, investor sentiment and market perceptions, government actions, geopolitical events or changes, and factors related to a specific issuer, asset class, geography, industry or sector. These and other factors may lead to increased volatility and reduced liquidity in the fund’s portfolio holdings. International investing involves currency, economic, and political risks. Emerging-market securities carry illiquidity and volatility risks. Investments in small and/or midsize companies increase the risk of greater price fluctuations. Growth stocks may be more susceptible to earnings disappointments, and value stocks may fail to rebound. Funds that invest in government securities are not guaranteed. Mortgage-backed investments, unlike traditional debt investments, are also subject to prepayment risk, which means that they may increase in value less than other bonds when interest rates decline and decline in value more than other bonds when interest rates rise. Bond investments are subject to interest-rate risk (the risk of bond prices falling if interest rates rise) and credit risk (the risk of an issuer defaulting on interest or principal payments). Default risk is generally higher for non-qualified mortgages. Interest-rate risk is generally greater for longer-term bonds, and credit risk is generally greater for below-investment-grade bonds. Unlike bonds, funds that invest in bonds have fees and expenses. The use of derivatives may increase these risks by increasing investment exposure (which may be considered leverage) or, in the case of over-the-counter instruments, because of the potential inability to terminate or sell derivatives positions and the potential failure of the other party to the instrument to meet its obligations. Our investment techniques, analyses, and judgments may not produce the outcome we intend. The investments we select for the fund may not perform as well as other securities that we do not select for the fund. We, or the fund's other service providers, may experience disruptions or operating errors that could have a negative effect on the fund. You can lose money by investing in the fund.
Expenses
Expense ratio |
Class A | Class B | Class C | Class R | Class R5 | Class R6 | Class Y |
|---|---|---|---|---|---|---|---|
| Total expense ratio | 1.00% | 1.75% | 1.75% | 1.25% | 0.71% | 0.64% | 0.75% |
| What you pay | 1.00% | 1.75% | 1.75% | 1.25% | 0.71% | 0.64% | 0.75% |
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 Bloomberg Barclays U.S. Aggregate Bond Index is an unmanaged index of U.S. investment-grade fixed-income securities. The Putnam Conservative Blended Benchmark is a benchmark administered by Putnam Management, comprising 65% the Bloomberg Barclays U.S. Aggregate Bond Index, 25% the Russell 3000 Index, 5% the MSCI EAFE Index (ND), and 5% the JPMorgan Developed High Yield Index. You cannot invest directly in an index.
Consider these risks before investing: Allocation of assets among asset classes may hurt performance. The value of investments in the fund’s portfolio may fall or fail to rise over extended periods of time for a variety of reasons, including general economic, political or financial market conditions, investor sentiment and market perceptions, government actions, geopolitical events or changes, and factors related to a specific issuer, asset class, geography, industry or sector. These and other factors may lead to increased volatility and reduced liquidity in the fund’s portfolio holdings. International investing involves currency, economic, and political risks. Emerging-market securities carry illiquidity and volatility risks. Investments in small and/or midsize companies increase the risk of greater price fluctuations. Growth stocks may be more susceptible to earnings disappointments, and value stocks may fail to rebound. Funds that invest in government securities are not guaranteed. Mortgage-backed investments, unlike traditional debt investments, are also subject to prepayment risk, which means that they may increase in value less than other bonds when interest rates decline and decline in value more than other bonds when interest rates rise. Bond investments are subject to interest-rate risk (the risk of bond prices falling if interest rates rise) and credit risk (the risk of an issuer defaulting on interest or principal payments). Default risk is generally higher for non-qualified mortgages. Interest-rate risk is generally greater for longer-term bonds, and credit risk is generally greater for below-investment-grade bonds. Unlike bonds, funds that invest in bonds have fees and expenses. The use of derivatives may increase these risks by increasing investment exposure (which may be considered leverage) or, in the case of over-the-counter instruments, because of the potential inability to terminate or sell derivatives positions and the potential failure of the other party to the instrument to meet its obligations. Our investment techniques, analyses, and judgments may not produce the outcome we intend. The investments we select for the fund may not perform as well as other securities that we do not select for the fund. We, or the fund's other service providers, may experience disruptions or operating errors that could have a negative effect on the fund. You can lose money by investing in the fund.