Active Allocation
Dynamic Asset Allocation Conservative Fund (Class Y) (PACYX)
A globally diversified fund for preserving wealth
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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 |
$11.54
-0.35% | $-0.04 |
$11.70
12/16/20 |
$9.79
03/20/20 |
Fund facts as of 12/31/20
Total net assets
$1,095.58M
$1,095.58M
Turnover (fiscal year end)
395%
395%
Dividend frequency (view rate)
Monthly
Monthly
Number of holdings
1907
1907
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 | Q4 2020
K-shaped recovery to show in Q3 earnings
The post-pandemic recovery is likely to lift profits in some sectors more than others, says Jason Vaillancourt, CFA, Co-Head of Global Asset Allocation.
Literature
Fund documents |
| Prospectuses/SAI |
| Fact Sheet (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 12/31/20
Annual performance as of 12/31/20
Annualized Total return (%) as of 12/31/20
| Annualized performance | 1 yr. | 3 yrs. | 5 yrs. | 10 yrs. |
|---|---|---|---|---|
| Before sales charge | 10.36% | 5.67% | 6.36% | 6.27% |
| After sales charge | N/A | N/A | N/A | N/A |
| Bloomberg Barclays U.S. Aggregate Bond Index | 7.51% | 5.34% | 4.44% | 3.84% |
| Putnam Conservative Blended Benchmark | 11.40% | 7.95% | 7.75% | 6.74% |
Current performance may be lower or higher than the quoted past performance, which cannot guarantee future results. Share price, principal value, and return will vary, and you may have a gain or loss when you sell your shares. Performance assumes reinvestment of distributions and does not account for taxes. Returns before sales charge do not reflect the current maximum sales charges as indicated below. Had the sales charge been reflected, returns would be lower. Returns at public offering price (after sales charge) for class A and class M shares reflect the current maximum initial sales charges of 5.75% and 3.50% for equity funds and 4.00% and 3.25% for income funds (2.25% for class A of Putnam Floating Rate Income Fund, Short-Term Municipal Income, Short Duration Bond Fund, and Fixed Income Absolute Return Fund), respectively. Class B share returns reflect the applicable contingent deferred sales charge (CDSC), which is 5% in the first year, declining to 1% in the sixth year, and is eliminated thereafter (except for Putnam Floating Rate Income Fund, Putnam Short Duration Bond Fund, Putnam Fixed Income Absolute Return Fund, and Putnam Short-Term Municipal Income Fund, which is 1% in the first year, declining to 0.5% in the second year, and is eliminated thereafter). Class C shares reflect a 1% CDSC the first year that is eliminated thereafter. Performance for class B, C, M, N, R, and Y shares prior to their inception is derived from the historical performance of class A shares, adjusted for the applicable sales charge (or CDSC) and, except for class Y shares, the higher operating expenses for such shares (with the exception of Putnam Tax-Free High Yield Fund and Putnam Strategic Intermediate Municipal Fund, which are based on the historical performance of class B shares). Performance for class A, C, R6, and Y shares of Putnam Mortgage Opportunities Fund before their inception is derived from the historical performance of class I shares, which have been adjusted for the applicable sales charge (or CDSC) and the higher operating expenses for such shares. Returns at public offering price (after sales charge) for class N shares reflect the current maximum initial sales charge of 1.50%. Class R5/R6 shares, available to qualified employee-benefit plans only, are sold without an initial sales charge and have no CDSC. Class Y shares are generally only available for corporate and institutional clients and have no initial sales charge. Performance for class R5/R6 shares before their inception are derived from the historical performance of class Y shares, which have not been adjusted for the lower expenses; had they, returns would have been higher. Class A shares of Putnam money market funds have no initial sales charge. For a portion of the period, some funds had expenses limitations or had been sold on a limited basis with limited assets and expenses, without which returns would be lower.
Performance snapshot
| Before sales charge | After sales charge | ||
|---|---|---|---|
| 1 mt. as of 12/31/20 | 1.70% | - | |
| YTD as of 01/15/21 | 0.14% | - | |
Yield
| Distribution rate before sales charge as of 01/15/21 |
1.66% |
|---|---|
| Distribution rate after sales charge as of 01/15/21 |
1.66% |
| 30-day SEC yield as of 12/31/20 | 1.08% |
Risk-adjusted performance as of 12/31/20
| Sharpe ratio (3 yrs.) | 0.62 |
|---|
Volatility as of 12/31/20
| Standard deviation (3 yrs.) | 6.77% |
|---|
Fixed income statistics as of 12/31/20
| Average effective duration | 4.13 yrs. |
|---|
Lipper rankings as of 12/31/20
| Time period | Rank/Funds in category | Percentile ranking |
|---|---|---|
| 1 yr. | 87/305 | 29% |
| 3 yrs. | 147/293 | 50% |
| 5 yrs. | 122/270 | 46% |
| 10 yrs. | 35/189 | 19% |
Morningstar Ratings™ as of 12/31/20
| Time period | Funds in category | Morningstar Rating™ |
|---|---|---|
| Overall | 524 | |
| 3 yrs. | 524 | |
| 5 yrs. | 461 | |
| 10 yrs. | 280 |
Distributions
| Record/Ex dividend date | 01/15/21 |
|---|---|
| Payable date | 01/20/21 |
| Income | $0.016 |
| 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
| Apple Inc Sedol 2046251 | 2.61% |
|---|---|
| Fnma Fn15 Tba Umbs 02.5000 01/01/2036 | 2.38% |
| Fnma Fn30 Tba Umbs 03.5000 01/01/2051 | 2.12% |
| Gnma Gii30 Ma6766 03.0000 07/20/2050 | 1.98% |
| Fnma Fn30 Tba Umbs 02.5000 02/01/2051 | 1.92% |
| Microsoft Corp Sedol 2588173 | 1.91% |
| Amazon.Com Inc Sedol 2000019 | 1.84% |
| Fnma Fn30 Tba Umbs 02.5000 01/01/2051 | 1.83% |
| Fhlmc Fr30 Zs4750 Umbs 03.0000 01/01/2048 | 1.63% |
| Fnma Fn30 Tba Umbs 02.0000 02/01/2051 | 1.61% |
| Top 10 holdings, percent of portfolio | 19.83% |
| Top 10 holdings as of 12/31/20 | |
|---|---|
| Apple Inc Sedol 2046251 | |
| Fnma Fn15 Tba Umbs 02.5000 01/01/2036 | |
| Fnma Fn30 Tba Umbs 03.5000 01/01/2051 | |
| Gnma Gii30 Ma6766 03.0000 07/20/2050 | |
| Fnma Fn30 Tba Umbs 02.5000 02/01/2051 | |
| Microsoft Corp Sedol 2588173 | |
| Amazon.Com Inc Sedol 2000019 | |
| Fnma Fn30 Tba Umbs 02.5000 01/01/2051 | |
| Fhlmc Fr30 Zs4750 Umbs 03.0000 01/01/2048 | |
| Fnma Fn30 Tba Umbs 02.0000 02/01/2051 | |
| Holdings represent 19.83% of portfolio | |
| Top 10 holdings as of 11/30/20 | |
|---|---|
| Fnma Fn30 Tba Umbs 02.0000 01/01/2051 | |
| Apple Inc Sedol 2046251 | |
| Fnma Fn30 Tba Umbs 02.5000 01/01/2051 | |
| Fnma Fn15 Tba Umbs 02.5000 12/01/2035 | |
| Gnma Gii30 Ma6766 03.0000 07/20/2050 | |
| Microsoft Corp Sedol 2588173 | |
| Amazon.Com Inc Sedol 2000019 | |
| Fhlmc Fr30 Zs4750 Umbs 03.0000 01/01/2048 | |
| Fnma Fn30 Tba Umbs 03.5000 01/01/2051 | |
| Gnma Gii30 Ma6932 03.0000 10/20/2050 | |
| Holdings represent 19.25% of portfolio | |
| Top 10 holdings as of 10/31/20 | |
|---|---|
| Gnma Gii30 Tba 03.5000 11/01/2050 | |
| Fnma Fn30 Tba Umbs 02.5000 12/01/2050 | |
| Apple Inc Sedol 2046251 | |
| Fnma Fn15 Tba Umbs 02.5000 11/01/2035 | |
| Fhlmc Fr30 Zs4750 Umbs 03.0000 01/01/2048 | |
| Microsoft Corp Sedol 2588173 | |
| Amazon.Com Inc Sedol 2000019 | |
| Fnma Fn30 Tba Umbs 02.0000 12/01/2050 | |
| Alphabet Inc-Cl A Sedol Byvy8g0 | |
| Fnma Fn30 Tba Umbs 03.5000 12/01/2050 | |
| Holdings represent 22.38% of portfolio | |
| Top 10 holdings as of 09/30/20 | |
|---|---|
| Gnma Gii30 Tba 03.5000 10/01/2050 | |
| Fnma Fn30 Tba Umbs 02.5000 11/01/2050 | |
| Apple Inc Sedol 2046251 | |
| Fhlmc Fr30 Zs4750 Umbs 03.0000 01/01/2048 | |
| Fnma Fn15 Tba Umbs 02.5000 10/01/2035 | |
| Microsoft Corp Sedol 2588173 | |
| Amazon.Com Inc Sedol 2000019 | |
| Fnma Fn30 Tba Umbs 03.5000 10/01/2050 | |
| Fnma Fn30 Tba Umbs 02.0000 11/01/2050 | |
| Fnma Fn30 Tba Umbs 03.5000 11/01/2050 | |
| Holdings represent 23.26% of portfolio | |
| US 5YR NOTE (CBT) MAR21 FVH1 | 7.97% |
|---|---|
| US ULTRA BOND CBT MAR21 WNH1 | 4.29% |
| FNMA FN30 TBA UMBS 02.5000 01/01/2051 | 3.75% |
| US 10YR NOTE (CBT)MAR21 TYH1 | 3.69% |
| US 2YR NOTE (CBT) MAR21 TUH1 | 3.15% |
| APPLE INC SEDOL 2046251 | 2.61% |
| FNMA FN15 TBA UMBS 02.5000 01/01/2036 | 2.38% |
| GSGLPWDL R US0001M P 12/15/25 GS | 2.35% |
| E-MINI RUSS 2000 MAR21 RTYH1 | 2.15% |
| FNMA FN30 TBA UMBS 03.5000 01/01/2051 | 2.12% |
| GNMA GII30 MA6766 03.0000 07/20/2050 | 1.97% |
| MICROSOFT CORP SEDOL 2588173 | 1.91% |
| US LONG BOND(CBT) MAR21 USH1 | 1.86% |
| AMAZON.COM INC SEDOL 2000019 | 1.84% |
| FHLMC FR30 ZS4750 UMBS 03.0000 01/01/2048 | 1.62% |
| GSGLPHCL R US0001M P 12/15/25 GS | 1.30% |
| GNMA GII30 MA6932 03.0000 10/20/2050 | 1.24% |
| FNMA FN30 TBA UMBS 02.0000 02/01/2051 | 1.23% |
| ALPHABET INC-CL A SEDOL BYVY8G0 | 1.05% |
| GNMA GII30 MA6820 03.0000 08/20/2050 | 1.04% |
| JPMORGAN CHASE & CO SEDOL 2190385 | 0.84% |
| FNMA FN30 TBA UMBS 06.0000 01/01/2051 | 0.82% |
| QUALCOMM INC SEDOL 2714923 | 0.79% |
| FNMA FN30 MA3563 UMBS 04.0000 01/01/2049 | 0.76% |
| FNMA FN30 FM1741 UMBS 04.0000 04/01/2049 | 0.75% |
| ADOBE INC SEDOL 2008154 | 0.70% |
| TREASURY BILL 00.0000 03/18/2021 | 0.68% |
| GNMA GII30 TBA 03.0000 01/01/2051 | 0.67% |
| PROCTER & GAMBLE CO/THE SEDOL 2704407 | 0.62% |
| CITIGROUP INC SEDOL 2297907 | 0.59% |
| NVIDIA CORP SEDOL 2379504 | 0.59% |
| FNMA FN30 BQ1269 UMBS 02.5000 08/01/2050 | 0.55% |
| TREASURY BILL 00.0000 03/25/2021 | 0.50% |
| ELI LILLY & CO SEDOL 2516152 | 0.49% |
| VERIZON COMMUNICATIONS INC SEDOL 2090571 | 0.48% |
| JOHNSON & JOHNSON SEDOL 2475833 | 0.47% |
| CISCO SYSTEMS INC SEDOL 2198163 | 0.47% |
| FNMA FN30 BQ0329 UMBS 02.5000 07/01/2050 | 0.45% |
| TREASURY BILL 00.0000 02/02/2021 | 0.44% |
| INTUIT INC SEDOL 2459020 | 0.41% |
| CHARTER COMMUNICATIONS INC-A SEDOL BZ6VT82 | 0.40% |
| ALPHABET INC-CL C SEDOL BYY88Y7 | 0.40% |
| FNMA FN30 TBA UMBS 02.0000 01/01/2051 | 0.38% |
| FNMA FN30 FM4328 UMBS 02.5000 09/01/2050 | 0.38% |
| FACEBOOK INC-CLASS A SEDOL B7TL820 | 0.37% |
| PEPSICO INC SEDOL 2681511 | 0.37% |
| FNMA FN30 MA2737 UMBS 03.0000 09/01/2046 | 0.37% |
| COMCAST CORP-CLASS A SEDOL 2044545 | 0.36% |
| LOCKHEED MARTIN CORP SEDOL 2522096 | 0.35% |
| HONEYWELL INTERNATIONAL INC SEDOL 2020459 | 0.34% |
| ACTIVISION BLIZZARD INC SEDOL 2575818 | 0.34% |
| MERCK & CO. INC. SEDOL 2778844 | 0.34% |
| FNMA FN30 AL9859 UMBS 03.0000 03/01/2047 | 0.33% |
| FNMA FN30 BM5024 UMBS 03.0000 11/01/2048 | 0.33% |
| MEDTRONIC PLC SEDOL BTN1Y11 | 0.32% |
| WALMART INC SEDOL 2936921 | 0.32% |
| SERVICENOW INC SEDOL B80NXX8 | 0.31% |
| NORTHROP GRUMMAN CORP SEDOL 2648806 | 0.31% |
| PAYPAL HOLDINGS INC SEDOL BYW36M8 | 0.31% |
| EBAY INC SEDOL 2293819 | 0.30% |
| TESLA INC SEDOL B616C79 | 0.30% |
| FNMA FN30 TBA UMBS 04.0000 01/01/2051 | 0.29% |
| JPMORGAN CHASE & CO 03.9640 11/15/2048 | 0.29% |
| COCA-COLA CO/THE SEDOL 2206657 | 0.28% |
| ABBVIE INC 03.2000 11/21/2029 | 0.28% |
| JPMORGAN CHASE & CO 03.6250 12/01/2027 | 0.28% |
| VERIZON COMM 04.3290 09/21/2028 | 0.27% |
| TARGET CORP SEDOL 2259101 | 0.27% |
| VISA INC-CLASS A SHARES SEDOL B2PZN04 | 0.27% |
| EXELON CORP SEDOL 2670519 | 0.27% |
| AUTODESK INC SEDOL 2065159 | 0.26% |
| CITIGROUP INC 03.6680 07/24/2028 | 0.26% |
| CDX CDX.NA.IG.35 100.0 12/20/2025 | 0.26% |
| MORGAN STANLEY 03.6250 01/20/2027 | 0.26% |
| BANK OF AMERICA CORP SEDOL 2295677 | 0.26% |
| MASTERCARD INC - A SEDOL B121557 | 0.25% |
| AMERICAN ELECTRIC POWER SEDOL 2026242 | 0.25% |
| BANK OF AMERICA CORP 03.2480 10/21/2027 | 0.24% |
| ABBVIE INC SEDOL B92SR70 | 0.24% |
| SIMON PROPERTY GROUP INC SEDOL 2812452 | 0.23% |
| TREASURY BILL 00.0000 02/16/2021 | 0.23% |
| UNION PACIFIC CORP SEDOL 2914734 | 0.23% |
| UNITEDHEALTH GROUP INC SEDOL 2917766 | 0.23% |
| AT&T INC P/P 144A 02.5500 12/01/2033 | 0.23% |
| DOCUSIGN INC SEDOL BFYT7B7 | 0.22% |
| METLIFE INC SEDOL 2573209 | 0.22% |
| MCDONALD'S CORP SEDOL 2550707 | 0.22% |
| GOLDMAN SACHS GROUP INC SEDOL 2407966 | 0.22% |
| NRG ENERGY INC SEDOL 2212922 | 0.21% |
| GOLDMAN SACHS GROUP INC 03.8500 01/26/2027 | 0.21% |
| ABBOTT LABORATORIES SEDOL 2002305 | 0.21% |
| EDWARDS LIFESCIENCES CORP SEDOL 2567116 | 0.20% |
| CVS HEALTH CORP 04.7800 03/25/2038 | 0.20% |
| HILTON WORLDWIDE HOLDINGS IN SEDOL BYVMW06 | 0.20% |
| JOHNSON CONTROLS INTERNATION SEDOL BY7QL61 | 0.20% |
| NIKE INC -CL B SEDOL 2640147 | 0.20% |
| DANAHER CORP SEDOL 2250870 | 0.20% |
| VEEVA SYSTEMS INC-CLASS A SEDOL BFH3N85 | 0.20% |
| VERTEX PHARMACEUTICALS INC SEDOL 2931034 | 0.20% |
| AT&T INC P/P 144A 03.5500 09/15/2055 | 0.20% |
| SOUTHERN CO/THE SEDOL 2829601 | 0.19% |
| HALLIBURTON CO SEDOL 2405302 | 0.19% |
| HUMANA INC SEDOL 2445063 | 0.19% |
| MORGAN STANLEY | 0.19% |
| CRH PLC SEDOL 4182249 | 0.19% |
| UBS GROUP AG P/P 144A 03.4910 05/23/2023 | 0.19% |
| FREEPORT-MCMORAN INC SEDOL 2352118 | 0.18% |
| TREASURY BILL 00.0000 01/05/2021 | 0.18% |
| HOME DEPOT INC SEDOL 2434209 | 0.18% |
| MICROSOFT CORP 02.4000 08/08/2026 | 0.18% |
| AMERICAN TOWER CORP SEDOL B7FBFL2 | 0.18% |
| APPLE INC 04.2500 02/09/2047 | 0.18% |
| AMGEN INC SEDOL 2023607 | 0.17% |
| SONY CORP SEDOL 6821506 | 0.17% |
| ALLSTATE CORP SEDOL 2019952 | 0.17% |
| CUMMINS INC SEDOL 2240202 | 0.17% |
| SALESFORCE.COM INC 03.7000 04/11/2028 | 0.16% |
| T-MOBILE US INC SEDOL B94Q9V0 | 0.16% |
| LONZA GROUP AG-REG SEDOL 7333378 | 0.16% |
| LOWES COMPANIES INC | 0.16% |
| UNITEDHEALTH GROUP INC 03.8500 06/15/2028 | 0.16% |
| BEST BUY CO INC SEDOL 2094670 | 0.16% |
| FORTINET INC SEDOL B5B2106 | 0.16% |
| MORGAN STANLEY 03.1250 01/23/2023 | 0.16% |
| ZIMMER BIOMET HOLDINGS INC SEDOL 2783815 | 0.16% |
| FIDELITY NATIONAL INFO SERV SEDOL 2769796 | 0.15% |
| FNMA FN30 AS7003 UMBS 03.0000 04/01/2046 | 0.15% |
| IDEXX LABORATORIES INC SEDOL 2459202 | 0.15% |
| AIA GROUP LTD SEDOL B4TX8S1 | 0.15% |
| ALTRIA GROUP INC | 0.15% |
| SOUTHWEST AIRLINES CO SEDOL 2831543 | 0.15% |
| CIGNA CORP SEDOL BHJ0775 | 0.15% |
| STACR 2016-DNA2 M3 04.7980 10/25/2028 | 0.15% |
| GENERAL MOTORS CO SEDOL B665KZ5 | 0.15% |
| CADENCE DESIGN SYS INC SEDOL 2302232 | 0.14% |
| SYNOPSYS INC SEDOL 2867719 | 0.14% |
| ECOLAB INC 02.7000 11/01/2026 | 0.14% |
| COSTAR GROUP INC SEDOL 2262864 | 0.14% |
| OTIS WORLDWIDE CORP SEDOL BK531S8 | 0.14% |
| ENTERPRISE PRODUCTS OPER 04.2500 02/15/2048 | 0.14% |
| GAMING AND LEISURE PROPERTIE SEDOL BFPK4S5 | 0.14% |
| EQUINIX INC. 02.9000 11/18/2026 | 0.14% |
| MICROSOFT CORP 03.7000 08/08/2046 | 0.14% |
| NOVARTIS CAPITAL CORP 04.0000 11/20/2045 | 0.14% |
| IHS MARKIT LTD P/P 144A 04.7500 02/15/2025 | 0.13% |
| NEW YORK LIFE INS P/P 144A 01.1000 05/05/2023 | 0.13% |
| SYNCHRONY FINANCIAL SEDOL BP96PS6 | 0.13% |
| PETROBRAS GLOBAL FINANCE USD 06.2500 03/17/2024 | 0.13% |
| ANZ NEW ZEALAND INT P/P 144A 02.8750 01/25/2022 | 0.13% |
| FNMA FN30 BC2733 UMBS 03.0000 05/01/2046 | 0.13% |
| OLD DOMINION FREIGHT LINE SEDOL 2656423 | 0.13% |
| PFIZER INC SEDOL 2684703 | 0.13% |
| ROCKWELL AUTOMATION INC SEDOL 2754060 | 0.13% |
| AXA SA SEDOL 7088429 | 0.13% |
| YUM BRANDS INC SEDOL 2098876 | 0.13% |
| AMAZON.COM INC 03.1500 08/22/2027 | 0.13% |
| INTERPUBLIC GROUP COS 04.6500 10/01/2028 | 0.13% |
| MICROSOFT CORP 01.5500 08/08/2021 | 0.13% |
| CROWN CASTLE INTL CORP SEDOL BTGQCX1 | 0.13% |
| BRISTOL-MYERS 02.9000 07/26/2024 | 0.12% |
| JPMORGAN CHASE & CO 03.3750 05/01/2023 | 0.12% |
| MONDELEZ INTERNATIONAL INC-A SEDOL B8CKK03 | 0.12% |
| ORACLE CORP 04.0000 11/15/2047 | 0.12% |
| SHERWIN-WILLIAMS CO/THE SEDOL 2804211 | 0.12% |
| TELEFONICA EMISIONES SAU USD 04.8950 03/06/2048 | 0.12% |
| BROADCOM CRP / CAYM 03.5000 01/15/2028 | 0.12% |
| COGNIZANT TECH SOLUTIONS-A SEDOL 2257019 | 0.12% |
| AMERIPRISE FINANCIAL INC SEDOL B0J7D57 | 0.12% |
| DOW INC SEDOL BHXCF84 | 0.12% |
| DEERE & CO SEDOL 2261203 | 0.12% |
| ESTEE LAUDER COMPANIES-CL A SEDOL 2320524 | 0.12% |
| REGENERON PHARMACEUTICALS SEDOL 2730190 | 0.12% |
| DANSKE BANK A/S P/P 144A 02.7000 03/02/2022 | 0.12% |
| GENERAL MOTORS FINL CO 04.0000 10/06/2026 | 0.12% |
| NOVARTIS AG-REG SEDOL 7103065 | 0.12% |
| PINTEREST INC- CLASS A SEDOL BJ2Z0H2 | 0.12% |
| ROCHE HOLDING AG-GENUSSCHEIN SEDOL 7110388 | 0.12% |
| AFLAC INC SEDOL 2026361 | 0.12% |
| PNC FINANCIAL SERVICES GROUP SEDOL 2692665 | 0.12% |
| ROCHE HOLDINGS INC P/P 144A 04.0000 11/28/2044 | 0.12% |
| BANK OF AMERICA CORP 06.1100 01/29/2037 | 0.12% |
| GODADDY INC - CLASS A SEDOL BWFRFC6 | 0.11% |
| HOYA CORP SEDOL 6441506 | 0.11% |
| ALBEMARLE CORP SEDOL 2046853 | 0.11% |
| COMCAST CORP 03.4500 02/01/2050 | 0.11% |
| HOLOGIC INC SEDOL 2433530 | 0.11% |
| BOSTON PROPERTIES INC SEDOL 2019479 | 0.11% |
| AIR LEASE CORP 03.2500 10/01/2029 | 0.11% |
| BRISTOL-MYERS SQUIBB CO SEDOL 2126335 | 0.11% |
| DNB BANK ASA P/P 144A 02.1500 12/02/2022 | 0.11% |
| EQUINIX INC SEDOL BVLZX12 | 0.11% |
| ANGLO AMER PLC SEDOL B1XZS82 | 0.11% |
| CHEVRON CORP | 0.11% |
| S&P GLOBAL INC SEDOL BYV2325 | 0.11% |
| DIGITAL REALTY TRUST LP 04.7500 10/01/2025 | 0.11% |
| ENERGY TRANSFER OPERATNG 03.7500 05/15/2030 | 0.11% |
| FHLMC FR30 ZS4703 UMBS 03.0000 02/01/2047 | 0.11% |
| TORONTO-DOMINION BANK USD 01.9000 12/01/2022 | 0.11% |
| DEXCOM INC SEDOL B0796X4 | 0.10% |
| PULTEGROUP INC SEDOL 2708841 | 0.10% |
| CHARTER COMM OPT LLC 06.4840 10/23/2045 | 0.10% |
| COMMONWEALTH BK AUST P/P 144A 03.1500 09/19/2027 | 0.10% |
| CREDIT SUISSE GRP AG P/P 144A 02.1930 06/05/2026 | 0.10% |
| KINDER MORGAN INC 03.1500 01/15/2023 | 0.10% |
| ALLY FINANCIAL INC SEDOL B72XK05 | 0.10% |
| FAIRFAX FINL HLDGS USD 04.8500 04/17/2028 | 0.10% |
| IVORY COAST REGS 06.1250 06/15/2033 | 0.10% |
| UNITED MEXICAN STATES USD 05.5500 01/21/2045 | 0.10% |
| CONOCOPHILLIPS | 0.10% |
| UNITED RENTALS INC SEDOL 2134781 | 0.10% |
| APPLE INC 00.7500 05/11/2023 | 0.10% |
| SPST 2020-2 A 00.9780 03/26/2021 | 0.10% |
| VALERO ENERGY CORP SEDOL 2041364 | 0.10% |
| BJ'S WHOLESALE CLUB HOLDINGS SEDOL BFZNZF8 | 0.10% |
| DISCOVER FINANCIAL SERVICES SEDOL B1YLC43 | 0.10% |
| FNMA FN30 TBA UMBS 04.5000 01/01/2051 | 0.10% |
| GOLDMAN SACHS GROUP INC 04.2230 05/01/2029 | 0.10% |
| MWST 2019-1 A 00.9480 06/25/2052 | 0.10% |
| NESTLE SA-REG SEDOL 7123870 | 0.10% |
| ORACLE CORP 02.6500 07/15/2026 | 0.10% |
| SHELL INTERNATIONAL FIN USD 02.8750 05/10/2026 | 0.10% |
| LULULEMON ATHLETICA INC SEDOL B23FN39 | 0.10% |
| AT&T INC SEDOL 2831811 | 0.10% |
| GNMA GII30 TBA 04.0000 01/01/2051 | 0.10% |
| T-MOBILE USA INC P/P 144A 02.2500 11/15/2031 | 0.10% |
| ADVANCED MICRO DEVICES SEDOL 2007849 | 0.09% |
| COMPAGNIE DE SAINT-GOBAIN SEDOL 7380482 | 0.09% |
| FORD MOTOR CO SEDOL 2615468 | 0.09% |
| TEXAS INSTRUMENTS INC SEDOL 2885409 | 0.09% |
| BHP GROUP LTD SEDOL 6144690 | 0.09% |
| CAS 2016-C04 1M2 04.3980 01/25/2029 | 0.09% |
| FNMA FN30 AS8056 UMBS 03.0000 10/01/2046 | 0.09% |
| ORACLE CORP 02.5000 10/15/2022 | 0.09% |
| SCHLUMBERGER LTD SEDOL 2779201 | 0.09% |
| CDX CDX.NA.HY.35 500.0 12/20/2025 | 0.09% |
| LEIDOS HOLDINGS INC SEDOL BDV82B8 | 0.09% |
| NESTLE HOLDINGS INC P/P 144A 00.3750 01/15/2024 | 0.09% |
| ROYAL DUTCH SHELL PLC-B SHS SEDOL B03MM40 | 0.09% |
| DEUTSCHE BOERSE AG SEDOL 7021963 | 0.09% |
| HERSHEY CO/THE SEDOL 2422806 | 0.09% |
| ASTRAZENECA PLC-SPONS ADR SEDOL 2989044 | 0.09% |
| COMCAST CORP 03.9690 11/01/2047 | 0.09% |
| FISERV INC 04.2000 10/01/2028 | 0.09% |
| MORGAN STANLEY 04.3750 01/22/2047 | 0.09% |
| NORTHROP GRUMMAN CORP 03.2500 01/15/2028 | 0.09% |
| T-MOBILE USA INC P/P 144A 03.7500 04/15/2027 | 0.09% |
| WASTE MANAGEMENT INC SEDOL 2937667 | 0.09% |
| REP OF INDONESIA P/P 144A 04.3500 01/08/2027 | 0.09% |
| SUMITOMO TR&BK P/P 144A 00.8000 09/12/2023 | 0.09% |
| VERIZON COMMUNICATIONS 04.4000 11/01/2034 | 0.09% |
| AVALARA INC SEDOL BZ1NVP4 | 0.09% |
| EATON CORP PLC SEDOL B8KQN82 | 0.09% |
| MITSUBISHI UFJ FIN GRP USD 03.5350 07/26/2021 | 0.09% |
| SIRIUS XM RADIO INC P/P 144A 05.0000 08/01/2027 | 0.09% |
| TJX COMPANIES INC SEDOL 2989301 | 0.09% |
| BRISTOL-MYERS 03.2500 02/20/2023 | 0.09% |
| LENNAR CORP-A SEDOL 2511920 | 0.09% |
| PETROLEOS MEXICANOS USD 06.8400 01/23/2030 | 0.09% |
| T-MOBILE US INC P/P 144A 05.2500 CV PFD | 0.09% |
| ASHTEAD CAPITAL INC P/P 144A 04.3750 08/15/2027 | 0.08% |
| REPUBLIC OF INDONESIA REGS 04.7500 01/08/2026 | 0.08% |
| ANHEUSER-BUSCH CO/IN 03.6500 02/01/2026 | 0.08% |
| FNMA FN30 AS7154 UMBS 03.0000 05/01/2046 | 0.08% |
| RAYTHEON TECHNOLOGIES CORP SEDOL BM5M5Y3 | 0.08% |
| ABIOMED INC SEDOL 2003698 | 0.08% |
| NOVO NORDISK A/S-B SEDOL BHC8X90 | 0.08% |
| OMNICOM GP/OMNICOM CAP 03.6000 04/15/2026 | 0.08% |
| ALLIANZ SE-REG SEDOL 5231485 | 0.08% |
| BROADCOM INC 04.1500 11/15/2030 | 0.08% |
| CIT GROUP INC. 05.2500 03/07/2025 | 0.08% |
| NINTENDO CO LTD SEDOL 6639550 | 0.08% |
| SCHWAB (CHARLES) CORP SEDOL 2779397 | 0.08% |
| TORONTO-DOMINION BANK USD 03.6250 09/15/2031 | 0.08% |
| WILLIS TOWERS WATSON PLC USD 05.7500 03/15/2021 | 0.08% |
| CHIPOTLE MEXICAN GRILL INC SEDOL B0X7DZ3 | 0.08% |
| RAYTHEON TECH CORP 04.1250 11/16/2028 | 0.08% |
| CARDINAL HEALTH INC SEDOL 2175672 | 0.08% |
| DBUBS 2011-LC3A D P/P 144A 05.3353 08/10/2044 | 0.08% |
| GLOBAL PAYMENTS INC 04.0000 06/01/2023 | 0.08% |
| GSMS 2014-GC22 C 04.6918 06/10/2047 | 0.08% |
| REPUBLIC OF SENEGAL REGS 06.2500 05/23/2033 | 0.08% |
| ASSURED GUARANTY LTD SEDOL B00V7H8 | 0.08% |
| DUKE ENERGY CORP 03.1500 08/15/2027 | 0.08% |
| DYNATRACE INC SEDOL BJV2RD9 | 0.08% |
| DUPONT DE NEMOURS INC SEDOL BK0VN47 | 0.08% |
| LINCOLN NATIONAL CORP SEDOL 2516378 | 0.08% |
| MERCK & CO INC 03.7000 02/10/2045 | 0.08% |
| QUANTA SERVICES INC SEDOL 2150204 | 0.08% |
| SEA LTD-ADR SEDOL BYWD7L4 | 0.08% |
| COCA-COLA HBC AG-DI SEDOL B9895B7 | 0.08% |
| PNC BANK NA 02.0280 12/09/2022 | 0.08% |
| RAYTHEON TECH CORP P/P 02.5000 12/15/2022 | 0.08% |
| STANDARD IND INC P/P 144A 05.0000 02/15/2027 | 0.08% |
| TAIWAN SEMICONDUCTOR-SP ADR SEDOL 2113382 | 0.08% |
| PUBLIC SERVICE ENTERPRISE GP SEDOL 2707677 | 0.08% |
| RADIAN GROUP INC SEDOL 2173911 | 0.08% |
| TOTAL SE SEDOL B15C557 | 0.08% |
| AMETEK INC SEDOL 2089212 | 0.08% |
| BAXTER INTERNATIONAL INC SEDOL 2085102 | 0.08% |
| BIGCOMMERCE HOLDINGS-SER 1 SEDOL BMDCDP2 | 0.08% |
| FAIR ISAAC CORP SEDOL 2330299 | 0.08% |
| L OREAL SEDOL 4057808 | 0.08% |
| PRUDENTIAL PLC SEDOL 0709954 | 0.08% |
| REPUBLIC OF INDONESIA USD 03.8500 10/15/2030 | 0.08% |
| SEAGEN INC SEDOL BLPK4D2 | 0.08% |
| AVERY DENNISON CORP SEDOL 2066408 | 0.07% |
| CF INDUSTRIES INC P/P 144A 04.5000 12/01/2026 | 0.07% |
| ALIBABA GROUP HOLDING LTD SEDOL BK6YZP5 | 0.07% |
| AMERICAN TOWER CORPORATION 02.7500 01/15/2027 | 0.07% |
| ARAMARK SEDOL BH3XG17 | 0.07% |
| BOOZ ALLEN HAMILTON HOLDINGS SEDOL B5367T7 | 0.07% |
| BP CAPITAL MARKETS PLC USD 03.2790 09/19/2027 | 0.07% |
| CAS 2016-C02 1M2 06.1480 09/25/2028 | 0.07% |
| FNMA FN30 BJ9256 UMBS 04.0000 06/01/2048 | 0.07% |
| RIO TINTO PLC SEDOL 0718875 | 0.07% |
| WESTPAC BANKING CORP USD 02.0000 08/19/2021 | 0.07% |
| BPCE SA P/P 144A 04.5000 03/15/2025 | 0.07% |
| CAS 2016-C01 1M2 06.8980 08/25/2028 | 0.07% |
| CBRE GROUP INC - A SEDOL B6WVMH3 | 0.07% |
| ENERGY TRANSFER OPERATNG 06.6250 02/15/2028 | 0.07% |
| MRAIT 2020-2 A2 | 0.07% |
| NATIONAL AUSTRALIA BK/NY 02.5000 01/12/2021 | 0.07% |
| THERMO FISHER SCIENTIFIC INC SEDOL 2886907 | 0.07% |
| AMGEN INC 02.6000 08/19/2026 | 0.07% |
| BANK OF AMERICA CORP 02.4960 02/13/2031 | 0.07% |
| CIGNA CORP 03.7500 07/15/2023 | 0.07% |
| CAS 2015-C04 2M2 05.6980 04/25/2028 | 0.07% |
| MRAIT 2020-12 A1X 07/15/2021 | 0.07% |
| DOMINICAN REPUBLIC REGS 05.9500 01/25/2027 | 0.07% |
| LABORATORY CRP OF AMER HLDGS SEDOL 2586122 | 0.07% |
| TRANSDIGM GROUP INC SEDOL B11FJK3 | 0.07% |
| BIOGEN INC 03.6250 09/15/2022 | 0.07% |
| CAS 2015-C04 1M2 05.8480 04/25/2028 | 0.07% |
| DEUTSCHE TELEKOM AG-REG SEDOL 5842359 | 0.07% |
| EXXON MOBIL CORP SEDOL 2326618 | 0.07% |
| FNMA FN30 BM1172 UMBS 03.0000 03/01/2047 | 0.07% |
| JAZZ PHARMACEUTICALS PLC SEDOL B4Q5ZN4 | 0.07% |
| LNSTR 2015-3 B P/P 144A 03.1852 04/20/2048 | 0.07% |
| THE AES CORPORATION P/P 144A 02.4500 01/15/2031 | 0.07% |
| AMERICAN TOWER CORP 03.1250 01/15/2027 | 0.07% |
| APOLLO GLOBAL MANAGEMENT INC SEDOL BKRLVD5 | 0.07% |
| CAPITAL ONE FINANCIAL CORP SEDOL 2654461 | 0.07% |
| FNMA FN40 BF0171 UMBS 04.0000 01/01/2057 | 0.07% |
| SCHNEIDER ELECTRIC SE SEDOL 4834108 | 0.07% |
| WESTROCK MWV LLC 08.2000 01/15/2030 | 0.07% |
| AGNC INVESTMENT CORP SEDOL BYYHJL8 | 0.07% |
| DUKE ENERGY CORP 04.2000 06/15/2049 | 0.07% |
| EASTMAN CHEMICAL CO SEDOL 2298386 | 0.07% |
| EOG RESOURCES INC 02.6250 03/15/2023 | 0.07% |
| HILTON WORLDWIDE FIN LLC 04.8750 04/01/2027 | 0.07% |
| LONDON STOCK EXCHANGE GROUP SEDOL B0SWJX3 | 0.07% |
| AMERICAN INTERNATIONAL GROUP SEDOL 2027342 | 0.06% |
| BF0101 03.5000 06/01/2056 | 0.06% |
| CAS 2017-C01 1M2 03.6980 07/25/2029 | 0.06% |
| CAS 2020-R01 1M2 02.1980 01/25/2040 | 0.06% |
| DEUTSCHE POST AG-REG SEDOL 4617859 | 0.06% |
| DIAGEO PLC SEDOL 0237400 | 0.06% |
| INTERCONTINENTALEXCHANGE 02.6500 09/15/2040 | 0.06% |
| VONTIER CORP SEDOL BH4GV32 | 0.06% |
| WESFARMERS LTD SEDOL 6948836 | 0.06% |
| AT&T INC 04.7500 05/15/2046 | 0.06% |
| CHARTER COMM OPT LLC/CAP 04.8000 03/01/2050 | 0.06% |
| EQUITABLE HOLDINGS INC SEDOL BKRMR96 | 0.06% |
| FORTUNE BRANDS HOME & SECURI SEDOL B3MC7D6 | 0.06% |
| HERMES INTERNATIONAL SEDOL 5253973 | 0.06% |
| THALES SA SEDOL 4162791 | 0.06% |
| AMERICAN ELECTRIC POWER 04.3000 12/01/2028 | 0.06% |
| EXPEDITORS INTL WASH INC SEDOL 2325507 | 0.06% |
| IBM CORP 01.8750 08/01/2022 | 0.06% |
| ITOCHU CORP SEDOL 6467803 | 0.06% |
| ORACLE CORP 02.5000 05/15/2022 | 0.06% |
| SAMSUNG ELECTRONICS-PREF SEDOL 6773812 | 0.06% |
| AMGEN INC 04.6630 06/15/2051 | 0.06% |
| BERKSHIRE HATHAWAY FIN 02.8500 10/15/2050 | 0.06% |
| CSAIL 2015-C1 C 04.2643 04/15/2050 | 0.06% |
| DUKE ENERGY OHIO INC 03.6500 02/01/2029 | 0.06% |
| ONCOR ELECTRIC DELIV 03.7500 04/01/2045 | 0.06% |
| SANDVIK AB SEDOL B1VQ252 | 0.06% |
| UNITEDHEALTH GROUP INC 03.9500 10/15/2042 | 0.06% |
| VERIZON COMMUNICATIONS 05.2500 03/16/2037 | 0.06% |
| AMEREN CORPORATION SEDOL 2050832 | 0.06% |
| EDP-ENERGIAS DE PORTUGAL SA SEDOL 4103596 | 0.06% |
| FERGUSON PLC SEDOL BJVNSS4 | 0.06% |
| FIAT CHRYSLER AUTOMOBILES NV SEDOL BRJFWP3 | 0.06% |
| FIDELITY NATL INFO SERV 03.7500 05/21/2029 | 0.06% |
| KEURIG DR PEPPER INC SEDOL BD3W133 | 0.06% |
| NEXI SPA SEDOL BJ1F880 | 0.06% |
| UBS GROUP AG REGS 06.8750 12/29/2049 | 0.06% |
| WFRBS 2013-C18 AS 04.3870 12/15/2046 | 0.06% |
| CITIGROUP INC 03.8870 01/10/2028 | 0.06% |
| MICROCHIP TECH INC 04.3330 06/01/2023 | 0.06% |
| NORDEA BANK ABP P/P 144A 02.2500 05/27/2021 | 0.06% |
| STATE STREET CORP SEDOL 2842040 | 0.06% |
| VOLVO AB-B SHS SEDOL B1QH830 | 0.06% |
| COMM 2010-C1 D P/P 144A 05.7920 07/10/2046 | 0.06% |
| DRAFTKINGS INC - CL A SEDOL BMYML02 | 0.06% |
| HYATT HOTELS CORP 04.8500 03/15/2026 | 0.06% |
| ORSTED A/S SEDOL BYT16L4 | 0.06% |
| REPUBLIC OF PERU USD 02.3920 01/23/2026 | 0.06% |
| UBS GROUP AG P/P 144A 03.0000 04/15/2021 | 0.06% |
| ALLIANCE DATA SYSTEMS CORP SEDOL 2762030 | 0.06% |
| BOEING CO/THE SEDOL 2108601 | 0.06% |
| DANAHER CORP 05.0000 CV PFD | 0.06% |
| DNB NOR ASA SEDOL 4263304 | 0.06% |
| GOODMAN GROUP SEDOL B03FYZ4 | 0.06% |
| PEUGEOT SA SEDOL 7103526 | 0.06% |
| REPUBLIC OF KAZAKHSTAN REGS 04.8750 10/14/2044 | 0.06% |
| REPUBLIC OF PERU USD 08.7500 11/21/2033 | 0.06% |
| UNILEVER PLC SEDOL BLRB262 | 0.06% |
| ZOETIS INC 03.9000 08/20/2028 | 0.06% |
| BANK OF MONTREAL USD 03.1000 04/13/2021 | 0.06% |
| CROWN CASTLE INTL CORP 03.6500 09/01/2027 | 0.06% |
| INDUSTRIA DE DISENO TEXTIL SEDOL BP9DL90 | 0.06% |
| NUTRIEN LTD USD 04.1250 03/15/2035 | 0.06% |
| ORACLE CORP SEDOL 2661568 | 0.06% |
| SALESFORCE.COM INC SEDOL 2310525 | 0.06% |
| WASTE CONNECTIONS INC SEDOL BYVG1F6 | 0.06% |
| ADIDAS AG SEDOL 4031976 | 0.06% |
| FLUTTER ENTERTAINMENT PLC SEDOL BWXC0Z1 | 0.06% |
| HESS MIDSTREAM P P/P 144A 05.6250 02/15/2026 | 0.06% |
| SBA COMMUNICATIONS CORP SEDOL BZ6TS23 | 0.06% |
| BMW US CAPITAL LLC P/P 144A 02.0000 04/11/2021 | 0.06% |
| BOOKING HOLDINGS INC SEDOL BDRXDB4 | 0.06% |
| BRISTOL-MYERS 03.2500 08/15/2022 | 0.06% |
| ENDEAVOR ENERGY P/P 144A 05.7500 01/30/2028 | 0.06% |
| ENTERPRISE PRODUCTS PARTNERS SEDOL 2285388 | 0.06% |
| EQUINOR ASA SEDOL 7133608 | 0.06% |
| HUNTINGTON BANCSHARES 04.3500 02/04/2023 | 0.06% |
| PFIZER INC 03.0000 12/15/2026 | 0.06% |
| VIACOMCBS INC 04.2000 06/01/2029 | 0.06% |
| WFRBS 2013-C12 AS 03.5600 03/15/2048 | 0.06% |
| ASAHI GROUP HOLDINGS LTD SEDOL 6054409 | 0.05% |
| DEERE & COMPANY 02.6000 06/08/2022 | 0.05% |
| DOVER CORP SEDOL 2278407 | 0.05% |
| ENTERGY CORP SEDOL 2317087 | 0.05% |
| FNMA FN30 AS8074 UMBS 03.0000 10/01/2046 | 0.05% |
| FNMA FN30 BC1155 UMBS 03.0000 06/01/2046 | 0.05% |
| GOOGLE INC 03.3750 02/25/2024 | 0.05% |
| LEGRAND SA SEDOL B11ZRK9 | 0.05% |
| MET LIFE GLOB P/P 144A 01.9500 01/13/2023 | 0.05% |
| NXP SEMICONDUCTORS NV SEDOL B505PN7 | 0.05% |
| PARTNERS GROUP HOLDING AG SEDOL B119QG0 | 0.05% |
| PRINCIPAL FINANCIAL GROUP SEDOL 2803014 | 0.05% |
| SUMITOMO MITSUI FINANCIAL GR SEDOL 6563024 | 0.05% |
| UBS GROUP AG-REG SEDOL BRJL176 | 0.05% |
| ABBVIE INC P/P 03.8000 03/15/2025 | 0.05% |
| APPLE INC 03.8500 05/04/2043 | 0.05% |
| DAIKIN INDUSTRIES LTD SEDOL 6250724 | 0.05% |
| ENBRIDGE INC USD 04.5000 06/10/2044 | 0.05% |
| CISCO SYSTEMS INC 02.5000 09/20/2026 | 0.05% |
| CREDIT SUISSE NEW YORK 02.8000 04/08/2022 | 0.05% |
| KDDI CORP SEDOL 6248990 | 0.05% |
| KONINKLIJKE DSM NV SEDOL B0HZL93 | 0.05% |
| MERCK KGAA SEDOL 4741844 | 0.05% |
| MINEBEA CO LTD SEDOL 6642406 | 0.05% |
| CAIXABANK SA SEDOL B283W97 | 0.05% |
| DOW CHEMICAL CO/THE 03.5000 10/01/2024 | 0.05% |
| GARMIN LTD SEDOL B3Z5T14 | 0.05% |
| NRG ENERGY INC P/P 144A 04.4500 06/15/2029 | 0.05% |
| UNITEDHEALTH GROUP INC 02.7500 02/15/2023 | 0.05% |
| ABB LTD-REG SEDOL 7108899 | 0.05% |
| AMAZON.COM INC. 02.5000 11/29/2022 | 0.05% |
| BRISTOL-MYERS SQUIBB CO 01.4500 11/13/2030 | 0.05% |
| CARLSBERG AS-B SEDOL 4169219 | 0.05% |
| COVESTRO AG SEDOL BYTBWY9 | 0.05% |
| JOHNSON CONTROLS INTL PL 04.9500 07/02/2064 | 0.05% |
| METLIFE CAP TRST IV P/P 144A 07.8750 12/15/2037 | 0.05% |
| SWISS RE TREAS P/P 144A 04.2500 12/06/2042 | 0.05% |
| WALT DISNEY CO/THE SEDOL 2270726 | 0.05% |
| ALPHABET INC 01.9980 08/15/2026 | 0.05% |
| BANCO BILBAO VIZCAYA ARGENTA SEDOL 5501906 | 0.05% |
| BANK OF AMERICA CORP 03.4990 05/17/2022 | 0.05% |
| CAS 2016-C05 2M2 04.5980 01/25/2029 | 0.05% |
| COMCAST CORP 02.3500 01/15/2027 | 0.05% |
| L3HARRIS TECH INC 03.8500 12/15/2026 | 0.05% |
| LIBERTY GLOBAL PLC- C SEDOL B8W67B1 | 0.05% |
| NETWORK INTERNATIONAL HOLDIN SEDOL BH3VJ78 | 0.05% |
| NOMURA RESEARCH INSTITUTE LT SEDOL 6390921 | 0.05% |
| POLARIS INC SEDOL 2692933 | 0.05% |
| SERVICENOW INC 01.4000 09/01/2030 | 0.05% |
| US BANCORP 02.6250 01/24/2022 | 0.05% |
| VIATRIS INC P/P 144A 02.3000 06/22/2027 | 0.05% |
| RENESAS ELECTRONICS CORP SEDOL 6635677 | 0.05% |
| SECOM CO LTD SEDOL 6791591 | 0.05% |
| SPST 2020-6 A 01.8933 09/07/2021 | 0.05% |
| WFRBS 2012-C8 AS 03.6600 08/15/2045 | 0.05% |
| AKZO NOBEL N.V. SEDOL BJ2KSG2 | 0.05% |
| AMDOCS LTD SEDOL 2256908 | 0.05% |
| AMERICAN EXPRESS COMPANY 02.6500 12/02/2022 | 0.05% |
| ANALOG DEVICES INC 03.9000 12/15/2025 | 0.05% |
| CHENIERE CORP CHRIST 05.1250 06/30/2027 | 0.05% |
| CROWN CASTLE INTL CORP 03.7000 06/15/2026 | 0.05% |
| DELTA AIR LINES INC SEDOL B1W9D46 | 0.05% |
| ENEL SPA SEDOL 7144569 | 0.05% |
| ERAC USA FINANCE LLC P/P 144A 05.6250 03/15/2042 | 0.05% |
| FHMS K106 X1 IO 01.3548 01/25/2030 | 0.05% |
| JAPAN EXCHANGE GROUP INC SEDOL 6743882 | 0.05% |
| REPUBLIC SERVICES INC SEDOL 2262530 | 0.05% |
| ROGERS COMMUNICATIONS IN USD 04.5000 03/15/2043 | 0.05% |
| ROYAL BANK OF CANADA USD 04.6500 01/27/2026 | 0.05% |
| SHERWIN-WILLIAMS CO 03.4500 06/01/2027 | 0.05% |
| TELEDYNE TECHNOLOGIES INC SEDOL 2503477 | 0.05% |
| TPAT 2018-SL1 A P/P 144A 00.7493 01/25/2046 | 0.05% |
| ALPHABET INC 02.2500 08/15/2060 | 0.05% |
| ANHEUSER-BUSCH INBEV WOR 04.7500 01/23/2029 | 0.05% |
| AVIVA PLC SEDOL 0216238 | 0.05% |
| BRUNSWICK CORP SEDOL 2149309 | 0.05% |
| COX COMM INC P/P 144A 02.9500 10/01/2050 | 0.05% |
| CWALT 2006-OA10 4A1 00.5280 08/25/2046 | 0.05% |
| INVITATION HOMES INC SEDOL BD81GW9 | 0.05% |
| KINDER MORGAN ENER PART 03.5000 03/01/2021 | 0.05% |
| MRAIT 2020-11 A1X 01.9000 04/23/2021 | 0.05% |
| STAR 2020-2 M1E 03.0000 04/25/2060 | 0.05% |
| TCI COMMUNICATIONS INC 07.1250 02/15/2028 | 0.05% |
| WALT DISNEY COMPANY 07.7500 12/01/2045 | 0.05% |
| WPX ENERGY INC 05.2500 10/15/2027 | 0.05% |
| BP CAP MARKETS AMERICA 03.1190 05/04/2026 | 0.04% |
| BRENNTAG AG SEDOL B4YVF56 | 0.04% |
| CITIGROUP INC 04.5000 01/14/2022 | 0.04% |
| COMM 2013-CR13 C 04.8856 11/10/2046 | 0.04% |
| COMM 2014-CR19 AM 04.0800 08/10/2047 | 0.04% |
| HITACHI LTD SEDOL 6429104 | 0.04% |
| HOME DEPOT INC 02.6250 06/01/2022 | 0.04% |
| KION GROUP AG SEDOL BB22L96 | 0.04% |
| MITSUBISHI UFJ FIN GRP USD 03.8500 03/01/2026 | 0.04% |
| ORACLE CORP 01.9000 09/15/2021 | 0.04% |
| SPST 2020-13 A 01.6433 10/10/2021 | 0.04% |
| SPST 2020-15 A 01.5133 12/10/2021 | 0.04% |
| SPST 2020-WL1 A 01.2980 06/25/2051 | 0.04% |
| WASTE CONNECTIONS INC 03.5000 05/01/2029 | 0.04% |
| ANHEUSER-BUSCH INBEV WOR 05.5500 01/23/2049 | 0.04% |
| APPLE INC 04.3750 05/13/2045 | 0.04% |
| CISCO SYSTEMS INC 05.9000 02/15/2039 | 0.04% |
| DIALOG SEMICONDUCTOR PLC SEDOL 5982200 | 0.04% |
| EPICOR SOFTWARE TLB L+425 05.2500 07/30/2027 | 0.04% |
| INTL FLAVOR & FRAGRANCES 04.4500 09/26/2028 | 0.04% |
| KEURIG DR PEPPER INC 04.5970 05/25/2028 | 0.04% |
| RELIANC-GDR 144A 144A SEDOL B16CYP9 | 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% |
| AIRBNB INC-CLASS A SEDOL BMGYYH4 | 0.04% |
| ALIMENTATION COUCHE-TARD 3.550000 07/26/2027 | 0.04% |
| BERRY GLOBAL GROUP INC SEDOL B8BR3H3 | 0.04% |
| BMW US CAPITAL LLC P/P 144A 03.9500 08/14/2028 | 0.04% |
| CROWN HOLDINGS INC | 0.04% |
| CSAIL 2020-C19 XA IO 01.1210 03/15/2053 | 0.04% |
| DUKE REALTY CORP SEDOL 2284084 | 0.04% |
| GLENCORE FUNDING LLC P/P 144A 04.0000 04/16/2025 | 0.04% |
| JPMORGAN CHASE & CO 04.6000 02/01/2025 | 0.04% |
| KONINKLIJKE AHOLD DELHAIZE N SEDOL BD0Q398 | 0.04% |
| LLOYDS BANKING GROUP PLC USD 04.5000 11/04/2024 | 0.04% |
| REPUBLIC OF PARAGUAY REGS 04.7000 03/27/2027 | 0.04% |
| TRK 2019-1 A1 04.3356 03/25/2022 | 0.04% |
| BMIR 2019-4A M1C P/P 144A 02.6480 10/25/2029 | 0.04% |
| BRISTOL-MYERS 02.2500 08/15/2021 | 0.04% |
| CIGNA CORP 03.9000 02/15/2022 | 0.04% |
| CITIGROUP INC 04.4500 09/29/2027 | 0.04% |
| COMPUGROUP MEDICAL SE & CO K SEDOL BMY7CH1 | 0.04% |
| CROWN CASTLE INTL CORP 03.8000 02/15/2028 | 0.04% |
| CSX CORP 04.1000 03/15/2044 | 0.04% |
| ENBRIDGE INC USD 04.2500 12/01/2026 | 0.04% |
| ERAC USA FINANCE LLC P/P 144A 07.0000 10/15/2037 | 0.04% |
| FEDEX CORP SEDOL 2142784 | 0.04% |
| FORTESCUE METALS GROUP LTD SEDOL B2B2B49 | 0.04% |
| GSMS 2011-GC3 D P/P 144A 05.5449 03/10/2044 | 0.04% |
| HANA FINANCIAL GROUP SEDOL B0RNRF5 | 0.04% |
| HOME DEPOT INC 05.9500 04/01/2041 | 0.04% |
| LAFARGEHOLCIM LTD-REG SEDOL 7110753 | 0.04% |
| MET LIFE GLOB P/P 144A 02.4000 06/17/2022 | 0.04% |
| NABTESCO CORP SEDOL 6687571 | 0.04% |
| SKANDINAVISKA ENSKILDA BAN-A SEDOL 4813345 | 0.04% |
| AVALONBAY COMMUNITIES INC SEDOL 2131179 | 0.04% |
| BP PLC SEDOL 0798059 | 0.04% |
| DBS GROUP HOLDINGS LTD SEDOL 6175203 | 0.04% |
| JOHNSON CONTROLS INTL PL 04.5000 02/15/2047 | 0.04% |
| KINGFISHER PLC SEDOL 3319521 | 0.04% |
| LMAT 2020-GS5 A1 03.2500 06/25/2060 | 0.04% |
| ORACLE CORP 05.3750 07/15/2040 | 0.04% |
| SHRP 2020-1 NOTE 03.1065 07/25/2024 | 0.04% |
| SIG COMBIBLOC GROUP AG SEDOL BD5GN60 | 0.04% |
| TOKYO ELECTRON LTD SEDOL 6895675 | 0.04% |
| VISTRA CORP SEDOL BZ8VJQ8 | 0.04% |
| CK ASSET HOLDINGS LTD SEDOL BYZQ077 | 0.04% |
| DIGITAL REALTY TRUST LP 04.4500 07/15/2028 | 0.04% |
| FORD MOTOR CREDIT CO LLC 05.1250 06/16/2025 | 0.04% |
| MARSH & MCLENNAN COS INC 04.9000 03/15/2049 | 0.04% |
| MATCH GRP HLD II LLC P/P 144A 04.6250 06/01/2028 | 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% |
| NIPPON PROLOGIS REIT INC SEDOL B98BC67 | 0.04% |
| PINNACLE WEST CAPITAL SEDOL 2048804 | 0.04% |
| REPUBLIC OF COLOMBIA USD 03.8750 04/25/2027 | 0.04% |
| SPRINT CORP 07.8750 09/15/2023 | 0.04% |
| TRANSCANADA TRUST USD 05.3000 03/15/2077 | 0.04% |
| AIR LEASE CORP 04.6250 10/01/2028 | 0.04% |
| CCO HOLDINGS LLC P/P 144A 05.3750 06/01/2029 | 0.04% |
| COMPASS GROUP PLC SEDOL BD6K457 | 0.04% |
| DOLLAR GENERAL CORP 03.2500 04/15/2023 | 0.04% |
| KNORR-BREMSE AG SEDOL BD2P9X9 | 0.04% |
| MONCLER SPA SEDOL BGLP232 | 0.04% |
| TARGA RESOURCES PART 05.0000 01/15/2028 | 0.04% |
| UNUM GROUP SEDOL 2433842 | 0.04% |
| WOOLWORTHS GROUP LTD SEDOL 6981239 | 0.04% |
| ZALANDO SE SEDOL BQV0SV7 | 0.04% |
| BAKER HUGHES CO SEDOL BDHLTQ5 | 0.04% |
| CENOVUS ENERGY INC SEDOL B57FG04 | 0.04% |
| CONSTELLATION BRANDS INC-A SEDOL 2170473 | 0.04% |
| DOMINICAN REPUBLIC REGS 06.8750 01/29/2026 | 0.04% |
| FIDELITY NATIONAL INFORM 04.2500 05/15/2028 | 0.04% |
| IMPERIAL BRANDS PLC SEDOL 0454492 | 0.04% |
| KEURIG DR PEPPER INC 04.4170 05/25/2025 | 0.04% |
| KEYCORP SEDOL 2490911 | 0.04% |
| L3HARRIS TECH INC 04.4000 06/15/2028 | 0.04% |
| MARSH & MCLENNAN COS INC 04.3750 03/15/2029 | 0.04% |
| SHIN-ETSU CHEMICAL CO LTD SEDOL 6804585 | 0.04% |
| SLM CORP | 0.04% |
| SOCIETE GENERALE P/P 144A 05.3750 11/18/2050 | 0.04% |
| T-MOBILE USA INC P/P 144A 03.8750 04/15/2030 | 0.04% |
| TEMPUR SEALY INTERNATIONAL I SEDOL 2216991 | 0.04% |
| TRUIST BANK 02.6360 09/17/2029 | 0.04% |
| WFRBS 2011-C3 D P/P 144A 05.6424 03/15/2044 | 0.04% |
| APTARGROUP INC SEDOL 2045247 | 0.04% |
| CFCRE 2017-C8 B 04.1985 06/15/2050 | 0.04% |
| CREDIT AGRICOLE SA SEDOL 7262610 | 0.04% |
| ERAC USA FINANCE LLC P/P 144A 04.5000 02/15/2045 | 0.04% |
| ING BANK NV P/P 144A 05.8000 09/25/2023 | 0.04% |
| LBMLT 2004-1 A2 00.9480 02/25/2034 | 0.04% |
| MOODY S CORP | 0.04% |
| MSBAM 2012-C5 E P/P 144A 04.6749 08/15/2045 | 0.04% |
| PALTAC CORPORATION SEDOL B61BG94 | 0.04% |
| TERRIER MEDIA TLB L+425 04.3968 12/17/2026 | 0.04% |
| WESTPAC BANKING CORP USD 02.9630 11/16/2040 | 0.04% |
| ARES CAPITAL CORP 03.8750 01/15/2026 | 0.04% |
| CFCRE 2011-C2 E P/P 144A 05.7394 12/15/2047 | 0.04% |
| CISCO SYSTEMS INC 02.2000 02/28/2021 | 0.04% |
| CITIGROUP INC 04.6000 03/09/2026 | 0.04% |
| DUKE ENERGY INDIANA LLC 06.4500 04/01/2039 | 0.04% |
| EXXON MOBIL CORPORATION 02.2220 03/01/2021 | 0.04% |
| LAMB WESTON HOLDINGS P/P 144A 04.8750 11/01/2026 | 0.04% |
| MBX.FN30.500.10 R USL1M P 01/12/41 BC | 0.04% |
| SAREPTA THERAPEUTICS INC SEDOL B8DPDT7 | 0.04% |
| VISTRA OPERATION P/P 144A 03.5500 07/15/2024 | 0.04% |
| ABCAM PLC SEDOL B677469 | 0.04% |
| ALLISON TRANSMISSION HOLDING SEDOL B4PZ892 | 0.04% |
| COX COMM INC P/P 144A 03.5000 08/15/2027 | 0.04% |
| DAIWA HOUSE INDUSTRY CO LTD SEDOL 6251363 | 0.04% |
| FHMS K099 X1 IO 00.8861 09/25/2029 | 0.04% |
| FIVE CORNERS FUNDING P/P 144A 04.4190 11/15/2023 | 0.04% |
| JPMBB 2013-C12 C 04.0993 07/15/2045 | 0.04% |
| KERING SEDOL 5505072 | 0.04% |
| LAMAR ADVERTISING CO-A SEDOL BSPHGN6 | 0.04% |
| SPECTRA ENERGY PARTNERS 03.3750 10/15/2026 | 0.04% |
| UBI SOFT ENTERTA SEDOL B1L3CS6 | 0.04% |
| UBS AG LONDON P/P 144A 01.7500 04/21/2022 | 0.04% |
| AMERICAN TOWER CORP 02.9000 01/15/2030 | 0.03% |
| AXALTA COATING SYSTEMS LTD SEDOL BSFWCF5 | 0.03% |
| CASEYS GENERAL | 0.03% |
| CITIGROUP INC 04.7500 05/18/2046 | 0.03% |
| COMCAST CORP 04.0490 11/01/2052 | 0.03% |
| FISERV INC 03.5000 07/01/2029 | 0.03% |
| GEORGIA-PACIFIC LLC P/P 144A 02.1000 04/30/2027 | 0.03% |
| SBI HOLDINGS INC SEDOL 6309466 | 0.03% |
| VISTRA CORP P/P 144A 04.3000 07/15/2029 | 0.03% |
| ALPHABET INC 03.6250 05/19/2021 | 0.03% |
| BNP PARIBAS SEDOL 7309681 | 0.03% |
| CAS 2016-C03 2M2 06.0480 10/25/2028 | 0.03% |
| ENERGY TRANSFER OPERATNG 05.2000 02/01/2022 | 0.03% |
| LIVE NATION ENTERTAINMENT IN SEDOL B0T7YX2 | 0.03% |
| NSTAR ELECTRIC CO 02.3750 10/15/2022 | 0.03% |
| PPG INDUSTRIES INC SEDOL 2698470 | 0.03% |
| SAMI 2007-AR7 1A1 00.9980 05/25/2047 | 0.03% |
| SHIONOGI & CO LTD SEDOL 6804682 | 0.03% |
| TAIWAN SEMICONDUCTOR MANUFAC SEDOL 6889106 | 0.03% |
| WAMU 2005-AR12 1A8 02.9169 10/25/2035 | 0.03% |
| WFCM 2013-LC12 C 04.2746 07/15/2046 | 0.03% |
| 3I GROUP PLC SEDOL B1YW440 | 0.03% |
| AURIZON HOLDINGS LTD SEDOL B87CVM3 | 0.03% |
| BRISTOL-MYERS 03.4000 07/26/2029 | 0.03% |
| CHARTER COMM OPT LLC/CAP 03.7500 02/15/2028 | 0.03% |
| COMM 2013-CR11 C P/P 144A 05.1195 08/10/2050 | 0.03% |
| CREDIT SUISSE GRP AG P/P 144A 03.8690 01/12/2029 | 0.03% |
| ENERGY TRANSFER OPERA 05.8750 01/15/2024 | 0.03% |
| GSMS 2017-GS7 AS 03.6630 08/10/2050 | 0.03% |
| INTERCONTINENTALEXCHANGE 01.8500 09/15/2032 | 0.03% |
| JPMCC 2014-C20 AS 04.0432 07/15/2047 | 0.03% |
| KONINKLIJKE KPN NV SEDOL 5956078 | 0.03% |
| MORGAN STANLEY 05.5000 07/28/2021 | 0.03% |
| MSC 2011-C3 B P/P 144A 05.2443 07/15/2049 | 0.03% |
| NIPPON TELEGRAPH & TELEPHONE SEDOL 6641373 | 0.03% |
| NRG P/P 144A 03.7500 06/15/2024 | 0.03% |
| WFRBS 2011-C5 D P/P 144A 05.6557 11/15/2044 | 0.03% |
| WH GROUP LTD SEDOL BLLHKZ1 | 0.03% |
| BANK OF AMERICA CORP 06.1000 12/29/2049 | 0.03% |
| BANK OF NOVA SCOTIA USD 02.0000 11/15/2022 | 0.03% |
| CHARTER COMM OPT LLC/CAP 03.7000 04/01/2051 | 0.03% |
| COMM 2013-CR13 AM 04.4490 11/10/2046 | 0.03% |
| CWALT 2006-OA7 1A2 01.5494 06/25/2046 | 0.03% |
| GSMS 2016-GS3 A4 02.8500 10/10/2049 | 0.03% |
| LLOYDS BANKING GROUP PLC USD 04.6500 03/24/2026 | 0.03% |
| MSBAM 2014-C14 C 05.0503 02/15/2047 | 0.03% |
| NEXON CO LTD SEDOL B63QM77 | 0.03% |
| PENSKE TRUCK LEASING P/P 144A 03.9000 02/01/2024 | 0.03% |
| PETROBRAS GLOBAL FINANCE USD 07.3750 01/17/2027 | 0.03% |
| REPUBLIC OF KAZAKHSTAN REGS 05.1250 07/21/2025 | 0.03% |
| REPUBLICA ORIENT URUGUAY USD 07.6250 03/21/2036 | 0.03% |
| ADECCO GROUP AG-REG SEDOL 7110720 | 0.03% |
| BHP GROUP PLC SEDOL BH0P3Z9 | 0.03% |
| COMCAST CORP 03.9990 11/01/2049 | 0.03% |
| CWALT 2005-59 1A1 00.8038 11/20/2035 | 0.03% |
| DISCOVERY INC - A SEDOL B3D7K31 | 0.03% |
| GENTEX CORP SEDOL 2366799 | 0.03% |
| GMO INTERNET INC SEDOL 6170167 | 0.03% |
| GSMS 2015-GC32 AS 04.0180 07/10/2048 | 0.03% |
| HONEYWELL INTL 03.8120 11/21/2047 | 0.03% |
| KKR GROUP FIN CO III P/P 144A 05.1250 06/01/2044 | 0.03% |
| LINDE PLC SEDOL BYWD9S5 | 0.03% |
| MSC 2011-C3 A4 04.1180 07/15/2049 | 0.03% |
| NEUBERGER BERMAN GRP P/P 144A 04.8750 04/15/2045 | 0.03% |
| REPUBLIC OF SOUTH AFRICA USD 04.8500 09/27/2027 | 0.03% |
| STACR 2016-DNA1 M3 05.7001 07/25/2028 | 0.03% |
| VIACOMCBS INC 02.9000 01/15/2027 | 0.03% |
| CGCMT 2014-GC21 AS 04.0260 05/10/2047 | 0.03% |
| CINTAS CORP SEDOL 2197137 | 0.03% |
| DH EUROPE FINANCE II USD 03.4000 11/15/2049 | 0.03% |
| DISH DBS CORP 05.8750 11/15/2024 | 0.03% |
| FHLMC FR30 ZS9547 UMBS 04.0000 09/01/2045 | 0.03% |
| MOODY'S CORPORATION 02.5500 08/18/2060 | 0.03% |
| SARTORIUS STEDIM BIOTECH SEDOL BYZ2QP5 | 0.03% |
| WFRBS 2013-C11 C 04.1997 03/15/2045 | 0.03% |
| 10X GENOMICS INC-CLASS A SEDOL BKS3RS7 | 0.03% |
| APPLE INC 03.4500 05/06/2024 | 0.03% |
| CELANESE US HOLDINGS LLC 03.5000 05/08/2024 | 0.03% |
| DIAMONDBACK ENERGY INC 03.2500 12/01/2026 | 0.03% |
| ENTERPRISE PRODUCTS OPER 02.8000 01/31/2030 | 0.03% |
| FHMS K105 X1 IO 01.5230 01/25/2030 | 0.03% |
| GOLDMAN SACHS GROUP INC 02.6000 02/07/2030 | 0.03% |
| GSMS 2019-GC42 AS 03.2117 09/01/2052 | 0.03% |
| LOGITECH INTERNATIONAL-REG SEDOL B18ZRK2 | 0.03% |
| NOMURA HOLDINGS INC SEDOL 6643108 | 0.03% |
| PPL CAPITAL FUNDING INC 04.2000 06/15/2022 | 0.03% |
| PUBLIC SERVICE ELECTRIC 05.5000 03/01/2040 | 0.03% |
| RELIANCE STEEL & ALUMINUM SEDOL 2729068 | 0.03% |
| TEMPO ACQ LLC/FI P/P 144A 06.7500 06/01/2025 | 0.03% |
| APPLE INC 02.8500 05/06/2021 | 0.03% |
| BANK 2017-BNK8 B 03.9273 11/15/2050 | 0.03% |
| BRITISH AMERICAN TOBACCO PLC SEDOL 0287580 | 0.03% |
| CACI INTERNATIONAL INC -CL A SEDOL 2159267 | 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% |
| DOMINICAN REPUBLIC REGS 06.5000 02/15/2048 | 0.03% |
| GSMS 2011-GC3 C P/P 144A 05.5449 03/10/2044 | 0.03% |
| LMAT 2019-GS7 A1 03.2500 11/25/2059 | 0.03% |
| MODERNA INC SEDOL BGSXTS3 | 0.03% |
| MSBAM 2014-C17 C 04.4792 08/15/2047 | 0.03% |
| OSHKOSH CORP 04.6000 05/15/2028 | 0.03% |
| SONIC HEALTHCARE LTD SEDOL 6821120 | 0.03% |
| SPRINT CAPITAL CORPORATION 06.8750 11/15/2028 | 0.03% |
| STACR 2017-DNA2 M2 03.5980 10/25/2029 | 0.03% |
| SWEDBANK AB - A SHARES SEDOL 4846523 | 0.03% |
| SYSCO CORP SEDOL 2868165 | 0.03% |
| VERTIV TLB L+300 03.1440 03/02/2027 | 0.03% |
| WFRBS 2013-C11 AS 03.3110 03/15/2045 | 0.03% |
| AHM 2007-1 GA1C 00.3380 05/25/2047 | 0.03% |
| BBCMS 2019-C3 B 04.0960 05/15/2052 | 0.03% |
| CAS 2016-C01 2M2 07.0980 08/25/2028 | 0.03% |
| CELANESE CORP SEDOL B05MZT4 | 0.03% |
| CGCMT 2018-C6 B 04.7381 11/10/2051 | 0.03% |
| CITIGROUP INC 02.9000 12/08/2021 | 0.03% |
| LMAT 2020-GS1 A1 02.8820 10/25/2059 | 0.03% |
| PORSCHE AUTOMOBIL HLDG-PRF SEDOL 7101069 | 0.03% |
| PPSI 2004-WCW2 M3 01.1980 10/25/2034 | 0.03% |
| TENET HEALTHCARE P/P 144A 04.8750 01/01/2026 | 0.03% |
| THE BANK OF NOVA SCOTIA USD 02.7000 03/07/2022 | 0.03% |
| VERIZON COMMUNICATIONS 01.7500 01/20/2031 | 0.03% |
| ARROW ELECTRONICS INC SEDOL 2051404 | 0.02% |
| ASHLAND GLOBAL HOLDINGS INC SEDOL BYND5N1 | 0.02% |
| BRAMBLES LTD SEDOL B1FJ0C0 | 0.02% |
| CFCRE 2011-C1 D P/P 144A 06.0428 04/15/2044 | 0.02% |
| COMCAST CORP 03.1500 03/01/2026 | 0.02% |
| CREDIT AGRICOLE SA P/P 144A 04.0000 01/10/2033 | 0.02% |
| EQUINIX INC 03.2000 11/18/2029 | 0.02% |
| GLAXOSMITHKLINE PLC SEDOL 0925288 | 0.02% |
| GLOBAL PAYMENTS INC 02.9000 05/15/2030 | 0.02% |
| HIKMA PHARMACEUTICALS PLC SEDOL B0LCW08 | 0.02% |
| JPMCC 2012-C6 E P/P 144A 05.1519 05/15/2045 | 0.02% |
| MSBAM 2013-C8 B 03.5589 12/15/2048 | 0.02% |
| OSAT 2020-RPL1 A1 03.1990 12/26/2059 | 0.02% |
| PANDORA A/S SEDOL B44XTX8 | 0.02% |
| TRUIST FINANCIAL CORP 04.8000 12/31/2099 | 0.02% |
| UBS GROUP AG P/P 144A 04.1250 04/15/2026 | 0.02% |
| VOLKSWAGEN AG PFD SEDOL 5497168 | 0.02% |
| WOLTERS KLUWER SEDOL 5671519 | 0.02% |
| ZOETIS INC 02.0000 05/15/2030 | 0.02% |
| ALIMEN COUCHE P/P 144A 02.9500 01/25/2030 | 0.02% |
| BANK LEUMI LE-ISRAEL SEDOL 6076425 | 0.02% |
| CANTOR FITZGERALD LP P/P 144A 06.5000 06/17/2022 | 0.02% |
| CAS 2016-C06 1M2 04.3980 04/25/2029 | 0.02% |
| CHEVRON CORP 02.1000 05/16/2021 | 0.02% |
| COUSINS PROPERTIES INC SEDOL BJP0MF6 | 0.02% |
| DEUTSCHE TELEKOM INT FIN USD 08.7500 06/15/2030 | 0.02% |
| DIRECT LINE INSURANCE GROUP SEDOL BY9D0Y1 | 0.02% |
| FUJITSU LTD SEDOL 6356945 | 0.02% |
| JPMBB 2014-C19 C 04.6760 04/15/2047 | 0.02% |
| JPMCC 2010-C2 C P/P 144A 05.6545 11/15/2043 | 0.02% |
| JPMCC 2013-C16 AS 04.5169 12/15/2046 | 0.02% |
| JPMCC 2013-LC11 C 03.9582 04/15/2046 | 0.02% |
| LPL FINANCIAL HOLDINGS INC SEDOL B75JX34 | 0.02% |
| M3 INC SEDOL B02K2M3 | 0.02% |
| MSBAM 2012-C6 D P/P 144A 04.6058 11/15/2045 | 0.02% |
| NITTO DENKO CORP SEDOL 6641801 | 0.02% |
| NUTRIEN LTD. USD 04.2000 04/01/2029 | 0.02% |
| ONO PHARMACEUTICAL CO LTD SEDOL 6660107 | 0.02% |
| OTSUKA CORP SEDOL 6267058 | 0.02% |
| SBERBANK PJSC -SPONSORED ADR SEDOL B5SC091 | 0.02% |
| STACR 2016-HQA3 M3 03.9980 03/25/2029 | 0.02% |
| TOTAL CAPITAL INTL SA USD 02.7500 06/19/2021 | 0.02% |
| UBSCM 2012-C1 C P/P 144A 05.5689 05/10/2045 | 0.02% |
| US BANCORP 02.9500 07/15/2022 | 0.02% |
| WFCM 2019-C52 XA IO 01.6177 08/15/2052 | 0.02% |
| ATLAS COPCO AB-A SHS SEDOL BD97BN2 | 0.02% |
| BANK 2019-BN20 XA IO 00.8378 09/15/2062 | 0.02% |
| CD 2017-CD3 A4 03.6310 02/10/2050 | 0.02% |
| CENTENE CORP 04.6250 12/15/2029 | 0.02% |
| CMLTI 2005-2 1A2A 03.2805 05/25/2035 | 0.02% |
| COMM 2013-CR11 AM 04.7150 08/10/2050 | 0.02% |
| COMM 2014-CR18 C 04.7432 07/15/2047 | 0.02% |
| CON EDISON CO OF NY INC 04.2000 03/15/2042 | 0.02% |
| CRED SUIS GP FUN LTD USD 03.4500 04/16/2021 | 0.02% |
| DBUBS 2011-LC2A B P/P 144A 04.9980 07/10/2044 | 0.02% |
| FIDELITY NATIONAL FINANCIAL SEDOL BNBRDD4 | 0.02% |
| GNR 2016-H16 EI IO 02.4948 06/20/2066 | 0.02% |
| ITOCHU TECHNO-SOLUTIONS CORP SEDOL 6200194 | 0.02% |
| NITORI HOLDINGS CO LTD SEDOL 6644800 | 0.02% |
| OTIS WORLDWIDE CORP 02.5650 02/15/2030 | 0.02% |
| PACKAGING CORP OF AMERIC 04.5000 11/01/2023 | 0.02% |
| PLANTRONICS INC P/P 144A 05.5000 05/31/2023 | 0.02% |
| RAYTHEON TECH CORP P/P 04.8750 10/15/2040 | 0.02% |
| SEI INVESTMENTS COMPANY SEDOL 2793610 | 0.02% |
| STACR 2014-HQ2 M3 03.8980 09/25/2024 | 0.02% |
| STACR 2016-HQA2 M3 05.2980 11/25/2028 | 0.02% |
| TPMT 2015-1 A2 P/P 144A 03.2500 10/25/2053 | 0.02% |
| TRANSDIGM INC. P/P 144A 06.2500 03/15/2026 | 0.02% |
| UNITED MEXICAN STATES USD 02.6590 05/24/2031 | 0.02% |
| UNITEDHEALTH GROUP INC 02.8750 03/15/2022 | 0.02% |
| WELLS FARGO & COMPANY 05.8750 12/29/2049 | 0.02% |
| WFCM 2013-LC12 AS 04.2746 07/15/2046 | 0.02% |
| WFRBS 2011-C2 D P/P 144A 05.5232 02/15/2044 | 0.02% |
| AENA SME SA SEDOL BVRZ8L1 | 0.02% |
| APPALACHIAN POWER CO 04.6000 03/30/2021 | 0.02% |
| ASSOCIATED BRITISH FOODS PLC SEDOL 0673123 | 0.02% |
| ASTRAZENECA PLC SEDOL 0989529 | 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% |
| 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% |
| CWALT 2006-OA19 A1 00.3316 02/20/2047 | 0.02% |
| DIVERSIFIED HEALTHCARE T 09.7500 06/15/2025 | 0.02% |
| EQUINOR ASA USD 05.1000 08/17/2040 | 0.02% |
| FAURECIA SEDOL 4400446 | 0.02% |
| FHMS K104 XAM 01.3839 01/25/2030 | 0.02% |
| FHMS K121 X1 IO 01.0288 10/25/2030 | 0.02% |
| GLENCORE FUNDING LLC P/P 144A 04.6250 04/29/2024 | 0.02% |
| GSMS 2013-GCJ14 B P/P 144A 04.7430 08/10/2046 | 0.02% |
| HCA INC. 05.3750 09/01/2026 | 0.02% |
| JPMBB 2013-C12 B 04.0993 07/15/2045 | 0.02% |
| JPMORGAN CHASE & CO 01.2210 05/15/2047 | 0.02% |
| KOITO MANUFACTURING CO LTD SEDOL 6496324 | 0.02% |
| NATWEST GROUP PLC USD 04.8920 05/18/2029 | 0.02% |
| SABINE PASS LIQUEFACTION 04.2000 03/15/2028 | 0.02% |
| SCOTTS MIRACLE-GRO CO SEDOL 2781518 | 0.02% |
| SNAM SPA SEDOL 7251470 | 0.02% |
| STACR 2016-HQA1 M3 06.4980 09/25/2028 | 0.02% |
| STACR 2017-DNA1 M2 03.3980 07/25/2029 | 0.02% |
| SUMITOMO MITSUI TRUST HOLDIN SEDOL 6431897 | 0.02% |
| WATCO COS LLC/FI P/P 144A 06.5000 06/15/2027 | 0.02% |
| WFRBS 2012-C9 D P/P 144A 04.8105 11/15/2045 | 0.02% |
| WILMAR INTERNATIONAL LTD SEDOL B17KC69 | 0.02% |
| AES CORP SEDOL 2002479 | 0.02% |
| AGL ENERGY LTD SEDOL BSS7GP5 | 0.02% |
| ALKERMES PLC SEDOL B3P6D26 | 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% |
| BANCO SANTANDER SA USD 05.1790 11/19/2025 | 0.02% |
| BPCE SA P/P 144A 05.1500 07/21/2024 | 0.02% |
| CD 2017-CD6 AM 03.7090 11/13/2050 | 0.02% |
| COMM 2014-LC15 AM 04.1980 04/10/2047 | 0.02% |
| COSTCO WHOLESALE CORP SEDOL 2701271 | 0.02% |
| CSAIL 2019-C15 B 04.4757 03/15/2052 | 0.02% |
| EIFFAGE SEDOL B13X013 | 0.02% |
| INTL BUSINESS MACHINES CORP SEDOL 2005973 | 0.02% |
| LASERTEC CORP SEDOL 6506267 | 0.02% |
| MGIC INVESTMENT CORP SEDOL 2548616 | 0.02% |
| NUTRITION & BIO P/P 144A 02.3000 11/01/2030 | 0.02% |
| PENSKE TRUCK LE P/P 144A 03.4000 11/15/2026 | 0.02% |
| REP OF INDONESIA P/P 144A 04.7500 01/08/2026 | 0.02% |
| STAPLES INC P/P 144A 07.5000 04/15/2026 | 0.02% |
| TEVA PHARMACEUTICALS NE USD 06.7500 03/01/2028 | 0.02% |
| VIDEOTRON LTD / LTEE P/P 144A 05.1250 04/15/2027 | 0.02% |
| WEYERHAEUSER CO 07.3750 03/15/2032 | 0.02% |
| WFRBS 2013-UBS1 AS 04.3060 03/15/2046 | 0.02% |
| AMAZON.COM INC 01.5000 06/03/2030 | 0.02% |
| CSC HOLDINGS LLC 05.2500 06/01/2024 | 0.02% |
| DIAMOND 1 FIN/DIAMON P/P 144A 08.3500 07/15/2046 | 0.02% |
| DUKE ENERGY PROGRESS LLC 03.3750 09/01/2023 | 0.02% |
| EOG RESOURCES INC SEDOL 2318024 | 0.02% |
| EQUITY LIFESTYLE PROPERTIES SEDOL 2563125 | 0.02% |
| GCP APPLIED TECH P/P 144A 05.5000 04/15/2026 | 0.02% |
| GENERAL MOTORS FINL CO 04.3000 07/13/2025 | 0.02% |
| GLOBAL MEDICAL RESPONS L+475 05.7500 10/02/2025 | 0.02% |
| GSMS 2012-GC6 AS P/P 144A 04.9480 01/12/2045 | 0.02% |
| ISRAEL DISCOUNT BANK -A SEDOL 6451271 | 0.02% |
| KINDER MORGAN ENER PART 03.4500 02/15/2023 | 0.02% |
| LNSTR 2017-5 AS P/P 144A 04.0210 03/10/2050 | 0.02% |
| MEREDITH CORP 06.8750 02/01/2026 | 0.02% |
| MWST 2020-1 A 01.0480 10/25/2053 | 0.02% |
| PERTAMINA PERSERO PT P/P 144A 04.3000 05/20/2023 | 0.02% |
| REINSURANCE GROUP OF AMERICA SEDOL 2731193 | 0.02% |
| SPECTRUM BRANDS HOLDINGS INC SEDOL BDRYFB1 | 0.02% |
| STACR 2015-HQA2 M3 04.9480 05/25/2028 | 0.02% |
| WAMU 2005-AR10 1A3 03.0526 09/25/2035 | 0.02% |
| ARD FINANCE SA P/P 144A 06.5000 06/30/2027 | 0.02% |
| ARRW 2019-3 A3 03.4160 10/25/2048 | 0.02% |
| BLACKSTONE HLDG FINA P/P 144A 01.6000 03/30/2031 | 0.02% |
| CHEMOURS CO/THE SEDOL BZ0CTP8 | 0.02% |
| COMM 2014-LC15 B 04.5990 04/10/2047 | 0.02% |
| ENI SPA SEDOL 7145056 | 0.02% |
| FAIRFAX US INC P/P 144A 04.8750 08/13/2024 | 0.02% |
| FHMS K740 X1 00.7624 09/25/2027 | 0.02% |
| GNR 2015-H25 BI IO 01.9420 10/20/2065 | 0.02% |
| HCA INC. 05.5000 06/15/2047 | 0.02% |
| IHEARTCOMMUNICATIONS INC 08.3750 05/01/2027 | 0.02% |
| MSBAM 2015-C24 B 04.3420 05/15/2048 | 0.02% |
| NAVISTAR INTL TLB L+350 03.6600 11/06/2024 | 0.02% |
| POPULAR INC SEDOL B86QM90 | 0.02% |
| PROLOGIS LP 02.2500 04/15/2030 | 0.02% |
| PULTEGROUP INC 05.5000 03/01/2026 | 0.02% |
| PULTEGROUP INC. 07.8750 06/15/2032 | 0.02% |
| RMLT 2020-2 A2 02.5080 05/25/2060 | 0.02% |
| SOFTWARE AG SEDOL BF06WX9 | 0.02% |
| STACR 2020-HQA4 M1 01.4480 09/25/2050 | 0.02% |
| TAKE-TWO INTERACTIVE SOFTWRE SEDOL 2122117 | 0.02% |
| TENET HEALTHCARE COR P/P 144A 05.1250 11/01/2027 | 0.02% |
| TOKYO GAS CO LTD SEDOL 6895448 | 0.02% |
| WESTROCK MWV LLC 07.9500 02/15/2031 | 0.02% |
| WFCM 2013-LC12 D P/P 144A 04.2746 07/15/2046 | 0.02% |
| WFCM 2015-NXS3 AS 03.9720 09/15/2057 | 0.02% |
| WFCM 2019-C49 AS 04.2440 03/15/2052 | 0.02% |
| AUD/USD 01/20/2021 GSFX | 0.02% |
| BERKSHIRE HATHAWAY FIN 04.3000 05/15/2043 | 0.02% |
| CHUGAI PHARMACEUTICAL CO LTD SEDOL 6196408 | 0.02% |
| CK HUTCHISON HOLDINGS LTD SEDOL BW9P816 | 0.02% |
| DRMT 2020-2 A1 01.6920 05/25/2065 | 0.02% |
| FHMS KW10 X1 IO 00.6494 09/25/2029 | 0.02% |
| GENERAL ELECTRIC CO SEDOL 2380498 | 0.02% |
| GNR 2014-116 IL IO 04.0000 08/20/2044 | 0.02% |
| MONDELEZ INTL HLDING P/P 144A 02.0000 10/28/2021 | 0.02% |
| NETFLIX INC. 05.8750 11/15/2028 | 0.02% |
| NOVELIS CORP P/P 144A 05.8750 09/30/2026 | 0.02% |
| OPAP SA SEDOL 7107250 | 0.02% |
| PACIFIC GAS & ELECTRIC 03.3000 03/15/2027 | 0.02% |
| PRUDENTIAL FINANCIAL INC 05.2000 03/15/2044 | 0.02% |
| SILGAN HOLDINGS INC SEDOL 2809324 | 0.02% |
| SINGAPORE EXCHANGE LTD SEDOL 6303866 | 0.02% |
| STACR 2020-HQA1 M2 02.0480 01/25/2050 | 0.02% |
| SUN HUNG KAI PROPERTIES SEDOL 6859927 | 0.02% |
| TOWNSQUARE MEDIA INC P/P 144A 06.8750 02/01/2026 | 0.02% |
| TREASURY BILL 00.0000 04/15/2021 | 0.02% |
| UBSCM 2018-C8 XA IO 00.8738 02/15/2051 | 0.02% |
| WASTE PRO USA INC P/P 144A 05.5000 02/15/2026 | 0.02% |
| WFCM 2018-C46 B 04.6330 08/15/2051 | 0.02% |
| AP MOLLER-MAERSK A/S-B SEDOL 4253048 | 0.02% |
| APARTMENT INCOME REIT CO SEDOL BN6QGL5 | 0.02% |
| APPLE INC 02.8500 05/11/2024 | 0.02% |
| BECTON DICKINSON AND CO 02.8230 05/20/2030 | 0.02% |
| CAS 2019-HRP1 M2 02.2980 11/25/2039 | 0.02% |
| CGCMT 2014-GC19 D P/P 144A 05.0924 03/10/2047 | 0.02% |
| COMM 2014-CR14 XA IO 00.5802 02/10/2047 | 0.02% |
| EMIR 2018-1 M1 01.8480 11/25/2028 | 0.02% |
| HCA INC 04.1250 06/15/2029 | 0.02% |
| KEURIG DR PEPPER INC 04.0570 05/25/2023 | 0.02% |
| MERCK & CO. INC. 02.7500 02/10/2025 | 0.02% |
| MSC 2011-C3 D P/P 144A 05.2443 07/15/2049 | 0.02% |
| SMC CORP SEDOL 6763965 | 0.02% |
| SOLENIS 1STL L+400 04.2330 06/26/2025 | 0.02% |
| TAYLOR WIMPEY PLC SEDOL 0878230 | 0.02% |
| TPMT 2016-5 M2 P/P 144A 03.3750 10/25/2056 | 0.02% |
| UBSBB 2012-C2 D P/P 144A 04.8879 05/10/2063 | 0.02% |
| UBSBB 2012-C2 XA IO P/P 144A 01.2893 05/10/2063 | 0.02% |
| UNILEVER PLC SEDOL B10RZP7 | 0.02% |
| WAMU 2004-AR3 A2 03.6554 06/25/2034 | 0.02% |
| WAMU 2005-AR11 A1B3 00.9480 08/25/2045 | 0.02% |
| ZURICH INSURANCE GROUP AG SEDOL 5983816 | 0.02% |
| AUD/USD 01/20/2021 MSCIL | 0.02% |
| AUD/USD 01/20/2021 RBSF | 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% |
| BRAND ENERGY TL L+425 05.2500 06/21/2024 | 0.02% |
| CAPGEMINI SE SEDOL 4163437 | 0.02% |
| COLES GROUP LTD SEDOL BYWR0T5 | 0.02% |
| COMM 2013-CR9 D P/P 144A 04.2429 07/10/2045 | 0.02% |
| FORD MOTOR COMPANY 09.0000 04/22/2025 | 0.02% |
| GLENCORE FUNDING LLC P/P 144A 01.6250 09/01/2025 | 0.02% |
| JPMBB 2014-C22 C 04.5535 09/15/2047 | 0.02% |
| L3HARRIS TECH INC 01.8000 01/15/2031 | 0.02% |
| PALO ALTO NETWORKS INC SEDOL B87ZMX0 | 0.02% |
| PM GENERAL PURCHASER P/P 144A 09.5000 10/01/2028 | 0.02% |
| POMEGRANATE MERGER S P/P 144A 09.7500 05/01/2023 | 0.02% |
| SCIENTIFIC GAMES P/P 144A 07.2500 11/15/2029 | 0.02% |
| SPRINT CORP 07.2500 09/15/2021 | 0.02% |
| SPX 20211217 C 4150.00CITI | 0.02% |
| TERRIER MEDIA BU P/P 144A 08.8750 12/15/2027 | 0.02% |
| TOWNSQUARE MEDIA INC P/P 144A 06.5000 04/01/2023 | 0.02% |
| UBSCM 2017-C7 XA IO 01.0336 12/15/2050 | 0.02% |
| WFCM 2016-LC25 XA IO 00.9677 12/15/2059 | 0.02% |
| YAMATO HOLDINGS CO LTD SEDOL 6985565 | 0.02% |
| AGCO CORP SEDOL 2010278 | 0.02% |
| AMERICAN FINANCIAL GROUP INC SEDOL 2134532 | 0.02% |
| AT&T INC 04.3000 02/15/2030 | 0.02% |
| BERKELEY GROUP HOLDINGS/THE SEDOL B02L3W3 | 0.02% |
| BROTHER INDUSTRIES LTD SEDOL 6146500 | 0.02% |
| CAS 2015-C03 2M2 05.1480 07/25/2025 | 0.02% |
| CAS 2017-C01 1EB1 01.3980 07/25/2029 | 0.02% |
| CBRE SERVICES INC 04.8750 03/01/2026 | 0.02% |
| COMPASS MIN INTL P/P 144A 06.7500 12/01/2027 | 0.02% |
| DELTA/SKYMILES P/P 144A 04.7500 10/20/2028 | 0.02% |
| DIAMOND 1 FIN/DIAM P/P 144A 06.0200 06/15/2026 | 0.02% |
| E.ON SE SEDOL 4942904 | 0.02% |
| GENERAL DYNAMICS CORP 02.2500 11/15/2022 | 0.02% |
| GNR 2017-162 QI IO 05.0000 10/11/2047 | 0.02% |
| GOLDEN NUGGET INC P/P 144A 06.7500 10/15/2024 | 0.02% |
| HSBC USA INC 03.5000 06/23/2024 | 0.02% |
| JONES LANG LASALLE INC SEDOL 2040640 | 0.02% |
| KRAFT HEINZ FOODS CO 05.0000 07/15/2035 | 0.02% |
| MARATHON PETRO CORP 06.5000 03/01/2041 | 0.02% |
| MATTEL INC P/P 144A 05.8750 12/15/2027 | 0.02% |
| NUTRIEN LTD USD 05.2500 01/15/2045 | 0.02% |
| PACIFIC GAS & ELECTRIC 02.5000 02/01/2031 | 0.02% |
| PETROLEOS MEXICANOS USD 07.6900 01/23/2050 | 0.02% |
| RBIT 2020-HB1 A1 01.7188 10/25/2050 | 0.02% |
| SCOTTS MIRACLE-GRO 04.5000 10/15/2029 | 0.02% |
| SERVICE CORPORATION INTL 04.6250 12/15/2027 | 0.02% |
| SUNDRUG CO LTD SEDOL 6817895 | 0.02% |
| UNIVAR SOLUTIONS P/P 144A 05.1250 12/01/2027 | 0.02% |
| WAMU 2005-AR9 A1C3 01.1080 07/25/2045 | 0.02% |
| AKER BP ASA P/P 144A 03.7500 01/15/2030 | 0.01% |
| ALLISON TRANSMISSION P/P 144A 04.7500 10/01/2027 | 0.01% |
| ALLY FINANCIAL INC 08.0000 11/01/2031 | 0.01% |
| ANCESTRY.COM 1L L+400 04.5000 11/24/2027 | 0.01% |
| BAFC 2005-B 3M1 00.8266 04/20/2035 | 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% |
| CLP HOLDINGS LTD SEDOL 6097017 | 0.01% |
| CLUBCORP HLDG INC P/P 144A 08.5000 09/15/2025 | 0.01% |
| CRC ESCROW ISSUER LL P/P 144A 05.2500 10/15/2025 | 0.01% |
| DCP MIDSTREAM P/P 144A 06.7500 09/15/2037 | 0.01% |
| ENERGY TRANSFER OPERATNG 02.9000 05/15/2025 | 0.01% |
| EQUITY COMMONWEALTH SEDOL BPH3N63 | 0.01% |
| FOX CORP 04.0300 01/25/2024 | 0.01% |
| GNMA GII30 BL6161 06.0000 12/20/2048 | 0.01% |
| GRAY TELEVISION INC P/P 144A 07.0000 05/15/2027 | 0.01% |
| GREAT LAKES D&D 08.0000 05/15/2022 | 0.01% |
| GSMS 2013-GC10 XA IO 01.4889 02/10/2046 | 0.01% |
| HENDERSON LAND DEVELOPMENT SEDOL 6420538 | 0.01% |
| INTELSAT JACKSON HLD P/P 144A 09.7500 07/15/2025 | 0.01% |
| IRON MOUNTAIN INC P/P 144A 04.8750 09/15/2027 | 0.01% |
| JPMORGAN CHASE & CO 02.9560 05/13/2031 | 0.01% |
| KRAFT HEINZ FOODS CO 03.0000 06/01/2026 | 0.01% |
| LPL HOLDINGS INC P/P 144A 05.7500 09/15/2025 | 0.01% |
| MAGELLAN FINANCIAL GROUP LTD SEDOL B015YX4 | 0.01% |
| MARRIOTT INTERNATIONAL 04.6250 06/15/2030 | 0.01% |
| MATTAMY GROUP CORP P/P 144A 05.2500 12/15/2027 | 0.01% |
| MICHELIN (CGDE) SEDOL 4588364 | 0.01% |
| MICROSOFT CORP 02.4000 02/06/2022 | 0.01% |
| NEXSTAR ESCROW P/P 144A 05.6250 07/15/2027 | 0.01% |
| NH FOODS LTD SEDOL 6640767 | 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% |
| ONEMAIN HOLDINGS INC SEDOL BYSZB89 | 0.01% |
| PARK-OHIO INDUSTRIES INC 06.6250 04/15/2027 | 0.01% |
| PERSIMMON PLC SEDOL 0682538 | 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% |
| S&P GLOBAL INC 01.2500 08/15/2030 | 0.01% |
| SABRE GLBL INC P/P 144A 09.2500 04/15/2025 | 0.01% |
| SERVICE CORP INTL 05.1250 06/01/2029 | 0.01% |
| SHELL INTERNATIONAL FIN USD 01.8750 05/10/2021 | 0.01% |
| STANLEY ELECTRIC CO LTD SEDOL 6841106 | 0.01% |
| STEVENS HLDG CO INC P/P 144A 06.1250 10/01/2026 | 0.01% |
| TTM TECHNOLOGIES INC P/P 144A 05.6250 10/01/2025 | 0.01% |
| VIACOMCBS INC 04.0000 01/15/2026 | 0.01% |
| ALBERTSONS COS/SAFE P/P 144A 04.6250 01/15/2027 | 0.01% |
| ALLIANT HOLDINGS P/P 144A 06.7500 10/15/2027 | 0.01% |
| ARCELORMITTAL USD 07.2500 10/15/2039 | 0.01% |
| ASML HOLDING NV SEDOL B929F46 | 0.01% |
| AUTO TRADER GROUP PLC SEDOL BVYVFW2 | 0.01% |
| CAMPBELL SOUP CO SEDOL 2162845 | 0.01% |
| CAS 2014-C03 2M2 03.0480 07/25/2024 | 0.01% |
| CAS 2014-C04 1M2 05.0480 11/25/2024 | 0.01% |
| CAS 2016-C07 2M2 04.4980 05/25/2029 | 0.01% |
| CCO HLDGS LLC/CAP C P/P 144A 05.5000 05/01/2026 | 0.01% |
| COCA-COLA EUROPEAN PARTNERS SEDOL BYQQ3P5 | 0.01% |
| CONTINENTAL RES 04.5000 04/15/2023 | 0.01% |
| DAITO TRUST CONSTRUCT CO LTD SEDOL 6250508 | 0.01% |
| ENERGY TRANSFER OPERATNG 06.1250 12/15/2045 | 0.01% |
| GNR 2013-99 AS IO 05.8984 06/20/2043 | 0.01% |
| HUSKY III HLDG LTD P/P 144A 13.0000 02/15/2025 | 0.01% |
| HUSKY TLB L+300 03.2666 03/28/2025 | 0.01% |
| ICL GROUP LTD SEDOL 6455530 | 0.01% |
| MSAC 2004-HE6 M1 00.9730 08/25/2034 | 0.01% |
| NEUROCRINE BIOSCIENCES INC SEDOL 2623911 | 0.01% |
| NUTRITION & BIO P/P 144A 03.4680 12/01/2050 | 0.01% |
| ORTHO-CLINICAL TLB L+325 03.3940 06/30/2025 | 0.01% |
| REPUBLIC OF PERU USD 05.6250 11/18/2050 | 0.01% |
| SABINE PASS LIQUEFAC 05.7500 05/15/2024 | 0.01% |
| TRANSDIGM INC 05.5000 11/15/2027 | 0.01% |
| TRANSUNION SEDOL BYMWL86 | 0.01% |
| TRIMBLE INC SEDOL 2903958 | 0.01% |
| UNITEDHEALTH GROUP INC 02.0000 05/15/2030 | 0.01% |
| WERNER FINCO LP/INC P/P 144A 08.7500 07/15/2025 | 0.01% |
| WFCM 2014-LC16 XA IO 01.0889 08/15/2050 | 0.01% |
| AMERICAN BATH 1L L+450 05.2500 11/23/2027 | 0.01% |
| ARRW 2019-1 A3 04.2080 01/25/2049 | 0.01% |
| ASCEND LEARNING LLC P/P 144A 06.8750 08/01/2025 | 0.01% |
| BAUSCH HLTH COS INC P/P 144A 06.1250 04/15/2025 | 0.01% |
| BMC EAST LLC P/P 144A 05.5000 10/01/2024 | 0.01% |
| BOMBARDIER INC P/P 144A 07.8750 04/15/2027 | 0.01% |
| CAS 2015-C02 2M2 04.1480 05/25/2025 | 0.01% |
| CF INDUSTRIES INC 04.9500 06/01/2043 | 0.01% |
| CFCRE 2011-C2 D P/P 144A 05.7394 12/15/2047 | 0.01% |
| CNH INDUSTRIAL NV SEDOL BDSV2V0 | 0.01% |
| COLT 2020-2 A1 01.8530 03/25/2065 | 0.01% |
| COMCAST CORP 06.5000 11/15/2035 | 0.01% |
| DISCOVERY COMMUNICATIONS 03.6250 05/15/2030 | 0.01% |
| ELANCO ANIMAL HEALTH 05.9000 08/28/2028 | 0.01% |
| GALAXY ENT GRP L SEDOL 6465874 | 0.01% |
| GREIF INC P/P 144A 06.5000 03/01/2027 | 0.01% |
| HOWARD HUGHES CORP P/P 144A 05.3750 03/15/2025 | 0.01% |
| HUB INTL LTD P/P 144A 07.0000 05/01/2026 | 0.01% |
| IPALCO ENTPRS IN 03.7000 09/01/2024 | 0.01% |
| ISTAR INC 04.7500 10/01/2024 | 0.01% |
| MBX.FN30.500.10 R USL1M P 01/12/41 CI | 0.01% |
| MWST 2020-2 A 00.9531 11/25/2053 | 0.01% |
| OBAYASHI CORP SEDOL 6656407 | 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% |
| SPRINT CORP 07.6250 03/01/2026 | 0.01% |
| SUZUKEN CO LTD SEDOL 6865560 | 0.01% |
| VIDEOTRON LTD USD 05.0000 07/15/2022 | 0.01% |
| VISTRA OPERATION P/P 144A 05.5000 09/01/2026 | 0.01% |
| WYNN LAS VEGAS P/P 144A 05.2500 05/15/2027 | 0.01% |
| WYNN RESORTS FIN LLC P/P 144A 05.1250 10/01/2029 | 0.01% |
| ACS ACTIVIDADES SEDOL B01FLQ6 | 0.01% |
| ALLEGHENY TECHNOLOGIES INC 07.8750 08/15/2023 | 0.01% |
| BANFF MERGER SUB INC P/P 144A 09.7500 09/01/2026 | 0.01% |
| BAUSCH HLTH AMERICAS P/P 144A 08.5000 01/31/2027 | 0.01% |
| BAUSCH HLTH COS INC P/P 144A 07.0000 03/15/2024 | 0.01% |
| BT GROUP PLC SEDOL 3091357 | 0.01% |
| CHAMPIONX CORP 06.3750 05/01/2026 | 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% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | 0.01% |
| COMM 2013-LC13 XA IO 01.1119 08/10/2046 | 0.01% |
| DIAMOND SPORTS GR/DI P/P 144A 06.6250 08/15/2027 | 0.01% |
| DISH NETWORK CV 03.3750 08/15/2026 | 0.01% |
| DOUBLE EAGLE III MID P/P 144A 07.7500 12/15/2025 | 0.01% |
| FHR 3065 DC 19.3841 03/15/2035 | 0.01% |
| FIDELITY NATIONAL INFORM 03.0000 08/15/2026 | 0.01% |
| GJENSIDIGE FORSIKRING ASA SEDOL B4PH0C5 | 0.01% |
| GNMA GII30 BB0107 04.7000 08/20/2067 | 0.01% |
| GNR 2016-123 LI IO 03.5000 03/20/2044 | 0.01% |
| GOLDMAN SACHS GROUP INC 05.7500 01/24/2022 | 0.01% |
| GW B-CR SECURITY P/P 144A 09.5000 11/01/2027 | 0.01% |
| L BRANDS INC 07.5000 06/15/2029 | 0.01% |
| MARRIOTT INTERNATIONAL 05.7500 05/01/2025 | 0.01% |
| MATTAMY GROUP CORP P/P 144A 04.6250 03/01/2030 | 0.01% |
| NAVISTAR INTL CORP P/P 144A 06.6250 11/01/2025 | 0.01% |
| NEWMARKET CORP SEDOL B01CGF1 | 0.01% |
| OCCIDENTAL PETROLEUM COR 06.4500 09/15/2036 | 0.01% |
| ONEMAIN FINANCE CORP 05.3750 11/15/2029 | 0.01% |
| PENN NATIONAL GAMING P/P 144A 05.6250 01/15/2027 | 0.01% |
| PRECISION DRILL P/P 144A 07.1250 01/15/2026 | 0.01% |
| STACR 2017-DNA2 M1 01.3480 10/25/2029 | 0.01% |
| STACR 2019-DNA1 M2 02.7980 01/25/2049 | 0.01% |
| SWISS LIFE HOLDING AG-REG SEDOL 7437805 | 0.01% |
| T-MOBILE USA INC 04.7500 02/01/2028 | 0.01% |
| TALLGRASS NRG PRTNR P/P 144A 05.5000 01/15/2028 | 0.01% |
| TWDC ENTERPRISES 18 CORP 02.7500 08/16/2021 | 0.01% |
| YANGZIJIANG SHIPBUILDING SEDOL B1VT035 | 0.01% |
| ZOETIS INC SEDOL B95WG16 | 0.01% |
| BIG RVR STL/FIN P/P 144A 06.6250 01/31/2029 | 0.01% |
| BROOKFIELD RESID P/P 144A 06.2500 09/15/2027 | 0.01% |
| CENOVUS ENERGY INC USD 06.7500 11/15/2039 | 0.01% |
| CHECK POINT SOFTWARE TECH SEDOL 2181334 | 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 CS | 0.01% |
| CNO FINANCIAL GROUP INC 05.2500 05/30/2029 | 0.01% |
| COMM 2014-UBS4 XA IO 01.1026 08/10/2047 | 0.01% |
| COMM 2014-UBS6 XA IO 00.8875 12/10/2047 | 0.01% |
| DEVON ENERGY CORPORATION 07.9500 04/15/2032 | 0.01% |
| ENDEAVOR ENERGY P/P 144A 06.6250 07/15/2025 | 0.01% |
| ENTERCOM MEDIA CORP P/P 144A 07.2500 11/01/2024 | 0.01% |
| FHR 3249 PS 21.7515 12/15/2036 | 0.01% |
| FHR 3829 AS IO 06.7914 03/15/2041 | 0.01% |
| FNR 2006-8 HP 24.0240 03/25/2036 | 0.01% |
| FRONTIER COMM P/P 144A 06.7500 05/01/2029 | 0.01% |
| GFL ENVIRON INC P/P 144A 05.1250 12/15/2026 | 0.01% |
| GNMA GII30 AY2298 04.7000 05/20/2067 | 0.01% |
| GNMA GII30 AY4779 04.5110 03/20/2067 | 0.01% |
| ISTAR INC. 04.2500 08/01/2025 | 0.01% |
| KOBAYASHI PHARMACEUTICAL CO SEDOL 6149457 | 0.01% |
| LEVEL 3 FIN INC P/P 144A 04.6250 09/15/2027 | 0.01% |
| MASTEC INC P/P 144A 04.5000 08/15/2028 | 0.01% |
| MERCER INTL INC USD 05.5000 01/15/2026 | 0.01% |
| MICROCHIP TECH INC P/P 144A 04.2500 09/01/2025 | 0.01% |
| MLMI 2005-A2 A2 03.6403 02/25/2035 | 0.01% |
| NIPPON EXPRESS CO LTD SEDOL 6642127 | 0.01% |
| NZD/USD 01/20/2021 MSCIL | 0.01% |
| PANTHER BF AGGRE 2 P/P 144A 08.5000 05/15/2027 | 0.01% |
| PENNYMAC FIN SVCS IN P/P 144A 05.3750 10/15/2025 | 0.01% |
| PRIME SECURITY SVCS P/P 144A 06.2500 01/15/2028 | 0.01% |
| RBS GLOBAL/REXNO P/P 144A 04.8750 12/15/2025 | 0.01% |
| RYOHIN KEIKAKU CO LTD SEDOL 6758455 | 0.01% |
| SABINE PASS LIQUEF 05.0000 03/15/2027 | 0.01% |
| SAMI 2007-AR1 2A1 00.3280 01/25/2037 | 0.01% |
| SHIFT4 PAYMENTS LLC P/P 144A 04.6250 11/01/2026 | 0.01% |
| SIX FLAGS THEME PARK P/P 144A 07.0000 07/01/2025 | 0.01% |
| SMURFIT KAPPA TREASURY USD 07.5000 11/20/2025 | 0.01% |
| STARWOOD PROP TR 04.7500 03/15/2025 | 0.01% |
| UNIVISION COMM P/P 144A 06.6250 06/01/2027 | 0.01% |
| USA COMPRESSION PART 06.8750 04/01/2026 | 0.01% |
| USI INC/NY P/P 144A 06.8750 05/01/2025 | 0.01% |
| WESCO DISTRIBUT P/P 144A 07.2500 06/15/2028 | 0.01% |
| ALBERTSONS COS LLC P/P 144A 07.5000 03/15/2026 | 0.01% |
| ANTERO RESOURCES FIN 05.1250 12/01/2022 | 0.01% |
| BANK OF AMERICA CORP 00.9765 09/15/2026 | 0.01% |
| BAUSCH HLTH COS INC P/P 144A 07.2500 05/30/2029 | 0.01% |
| BUMT 2005-1 1A1 00.7480 09/25/2045 | 0.01% |
| BWAY HOLDING CO P/P 144A 07.2500 04/15/2025 | 0.01% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS | 0.01% |
| COMM 2014-CR17 XA IO 00.9679 05/10/2047 | 0.01% |
| CONTINENTAL RESOURCES 04.3750 01/15/2028 | 0.01% |
| CSC HOLDINGS LLC 06.7500 11/15/2021 | 0.01% |
| CWALT 2006-24CB A13 00.4980 08/25/2036 | 0.01% |
| CWALT 2006-OA10 1A1 01.5694 08/25/2046 | 0.01% |
| DIAMOND SPORTS P/P 144A 05.3750 08/15/2026 | 0.01% |
| FHR 3408 EK 25.1548 04/15/2037 | 0.01% |
| FIFTH THIRD BANCORP 05.1000 12/29/2049 | 0.01% |
| FISHER PAYKEL SEDOL 6340250 | 0.01% |
| GENERAL MOTORS FINL CO 04.0000 01/15/2025 | 0.01% |
| GENTING SINGAPORE LTD SEDOL BDRTVP2 | 0.01% |
| GLP CAPITAL LP / FIN II 05.2500 06/01/2025 | 0.01% |
| GNMA GII30 BL6185 06.0000 01/20/2049 | 0.01% |
| GNMA GII30 BL6235 06.0000 04/20/2049 | 0.01% |
| GNR 2015-H26 EI IO 01.7238 10/20/2065 | 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% |
| ICAHN ENTER/FIN 06.2500 05/15/2026 | 0.01% |
| KAKAKU.COM INC SEDOL 6689533 | 0.01% |
| LADDER CAP FINAN P/P 144A 04.2500 02/01/2027 | 0.01% |
| LIONS GATE CAP HOLD P/P 144A 06.3750 02/01/2024 | 0.01% |
| MATCH GRP HLD II LLC P/P 144A 05.0000 12/15/2027 | 0.01% |
| MSRR 2015-R4 CB1 00.9758 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% |
| PACIFIC GAS & ELECTRIC 02.1000 08/01/2027 | 0.01% |
| PACIFIC GAS & ELECTRIC 02.9500 03/01/2026 | 0.01% |
| S&P GLOBAL INC 02.5000 12/01/2029 | 0.01% |
| SERVICE CORP INTL 03.3750 08/15/2030 | 0.01% |
| SINCLAIR TELE P/P 144A 05.5000 03/01/2030 | 0.01% |
| STACR 2019-HQA1 M2 02.4980 02/25/2049 | 0.01% |
| STATION CASINOS LLC P/P 144A 04.5000 02/15/2028 | 0.01% |
| TALLGRASS NRG PRTNR P/P 144A 06.0000 12/31/2030 | 0.01% |
| TRIPADVISOR INC P/P 144A 07.0000 07/15/2025 | 0.01% |
| TRONOX FINANCE PLC P/P 144A 05.7500 10/01/2025 | 0.01% |
| WESTPAC BANKING CORP USD 04.4210 07/24/2039 | 0.01% |
| 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 METHODS CORP P/P 144A 08.0000 05/15/2025 | 0.01% |
| AMERICAN AXLE & MFG INC 06.8750 07/01/2028 | 0.01% |
| ASCENT RESOURCES/AEU P/P 144A 10.0000 04/01/2022 | 0.01% |
| BLACK KNIGHT INFOSER P/P 144A 03.6250 09/01/2028 | 0.01% |
| BOXER PARENT CO INC P/P 144A 09.1250 03/01/2026 | 0.01% |
| BUILDERS FIRSTSOURCE P/P 144A 06.7500 06/01/2027 | 0.01% |
| CAD/USD 01/20/2021 GSFX | 0.01% |
| CAPITAL ONE FINANCIAL CO 04.2000 10/29/2025 | 0.01% |
| CCO HLDGS LLC/CAP CO P/P 144A 05.7500 02/15/2026 | 0.01% |
| CHS/COMMUNITY HEALT P/P 144A 08.1250 06/30/2024 | 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% |
| EQUINIX INC 05.3750 05/15/2027 | 0.01% |
| ESH HOSPITALITY INC P/P 144A 05.2500 05/01/2025 | 0.01% |
| FREEDOM MTGE CORP P/P 144A 08.1250 11/15/2024 | 0.01% |
| FREEDOM MTGE CORP P/P 144A 08.2500 04/15/2025 | 0.01% |
| FREEPORT-MCMORAN INC 04.3750 08/01/2028 | 0.01% |
| FRONTIER COMM 10.5000 09/15/2022 | 0.01% |
| GENERAL MOTORS CO 06.1250 10/01/2025 | 0.01% |
| GENESYS TELECOMMUNICAT L+400 04.7500 10/08/2027 | 0.01% |
| GNMA GII30 BA7681 04.6110 06/20/2067 | 0.01% |
| GNMA GII30 BL6184 06.0000 02/20/2049 | 0.01% |
| GNMA GII30 BL6216 06.0000 03/20/2049 | 0.01% |
| GNMA GII30 BL6219 06.0000 03/20/2049 | 0.01% |
| GOLDEN NUGGET INC P/P 144A 08.7500 10/01/2025 | 0.01% |
| HARGREAVES LANSDOWN PLC SEDOL B1VZ0M2 | 0.01% |
| HMIR 2018-1 M1 P/P 144A 01.7480 10/25/2028 | 0.01% |
| HOLLY PAR/FIN P/P 144A 05.0000 02/01/2028 | 0.01% |
| IHEARTCOMMUNICATIONS INC 06.3750 05/01/2026 | 0.01% |
| INGEVITY CORP P/P 144A 03.8750 11/01/2028 | 0.01% |
| INTELLIGENT PACK P/P 144A 06.0000 09/15/2028 | 0.01% |
| ISTAR INC 05.5000 02/15/2026 | 0.01% |
| JPMBB 2014-C25 XA IO 00.8455 11/15/2047 | 0.01% |
| KFC HLD/PIZZA HUT/TA P/P 144A 05.2500 06/01/2026 | 0.01% |
| 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% |
| LAMB WESTON HLD P/P 144A 04.8750 05/15/2028 | 0.01% |
| LIONS GATE CAP HOLD P/P 144A 05.8750 11/01/2024 | 0.01% |
| MEG ENERGY CORP P/P 144A 06.5000 01/15/2025 | 0.01% |
| NATIONSTAR MTG HLD I P/P 144A 05.5000 08/15/2028 | 0.01% |
| NUTRIEN LTD USD 02.9500 05/13/2030 | 0.01% |
| ONEMAIN FINANCE CORP 06.8750 03/15/2025 | 0.01% |
| PROLOGIS LP 02.1250 04/15/2027 | 0.01% |
| RITE AID CORP P/P 144A 08.0000 11/15/2026 | 0.01% |
| STACR 2014-HQ3 M3 04.8980 10/25/2024 | 0.01% |
| STANDARD IND INC P/P 144A 03.3750 01/15/2031 | 0.01% |
| SUGAR HSP GAMING P/P 144A 05.8750 05/15/2025 | 0.01% |
| TENNANT CO 05.6250 05/01/2025 | 0.01% |
| TMS INTL HLDG CORP P/P 144A 07.2500 08/15/2025 | 0.01% |
| WHITE CAP BUYER LLC P/P 144A 06.8750 10/15/2028 | 0.01% |
| WHITE CAP TLB L+400 04.5000 10/19/2027 | 0.01% |
| WMG ACQUISITION CORP P/P 144A 03.0000 02/15/2031 | 0.01% |
| 1011778 BC ULC / P/P 144A 04.3750 01/15/2028 | 0.01% |
| AIRBUS SE SEDOL 4012250 | 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% |
| 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% |
| BOISE CASCADE CO P/P 144A 04.8750 07/01/2030 | 0.01% |
| BRAND ENERGY & I P/P 144A 08.5000 07/15/2025 | 0.01% |
| CCO HOLDINGS LLC P/P 144A 04.5000 05/01/2032 | 0.01% |
| CENTENE CORP P/P 144A 05.3750 08/15/2026 | 0.01% |
| CIT GROUP INC 05.0000 08/01/2023 | 0.01% |
| CLARIOS GLOBAL LP P/P 144A 06.7500 05/15/2025 | 0.01% |
| COMMSCOPE TECH LLC P/P 144A 06.0000 06/15/2025 | 0.01% |
| COMSTOCK RE INC P/P 144A 07.5000 05/15/2025 | 0.01% |
| CROWN CORK & SEAL CO INC 07.3750 12/15/2026 | 0.01% |
| DIAMOND 1 FIN/DIAMON P/P 144A 07.1250 06/15/2024 | 0.01% |
| DIEBOLD NIXDORF INC 08.5000 04/15/2024 | 0.01% |
| ENTERCOM MEDIA CORP P/P 144A 06.5000 05/01/2027 | 0.01% |
| GFL ENVIRON INC P/P 144A 03.5000 09/01/2028 | 0.01% |
| GNMA GII30 BL6217 06.0000 03/20/2049 | 0.01% |
| GSMS 2010-C1 D P/P 144A 05.9819 08/10/2043 | 0.01% |
| IHEARTCOMMUNICATI L+400 04.7500 05/01/2026 | 0.01% |
| INDIGO NATURAL P/P 144A 06.8750 02/15/2026 | 0.01% |
| INTEL PKG HOLDCO P/P 144A 09.0000 01/15/2026 | 0.01% |
| ITRON INC P/P 144A 05.0000 01/15/2026 | 0.01% |
| KRATON POLYMERS LLC/ P/P 144A 04.2500 12/15/2025 | 0.01% |
| LEVEL 3 FIN INC P/P 144A 04.2500 07/01/2028 | 0.01% |
| MONDELEZ INTERNATIONAL 02.1250 04/13/2023 | 0.01% |
| MSBAM 2014-C17 XA IO 01.0756 08/15/2047 | 0.01% |
| NIELSEN FIN LLC/CO P/P 144A 05.6250 10/01/2028 | 0.01% |
| NOBLE ENERGY INC 06.0000 03/01/2041 | 0.01% |
| NOVELIS CORP P/P 144A 04.7500 01/30/2030 | 0.01% |
| NRG ENERGY INC. 07.2500 05/15/2026 | 0.01% |
| OCCIDENTAL PETROLEUM COR 06.6250 09/01/2030 | 0.01% |
| RATTLER MIDSTREAM LP P/P 144A 05.6250 07/15/2025 | 0.01% |
| SEK/USD 03/17/2021 GSFX | 0.01% |
| THE GAP INC. P/P 144A 08.3750 05/15/2023 | 0.01% |
| TOPBUILD CORP P/P 144A 05.6250 05/01/2026 | 0.01% |
| TRANSDIGM INC 06.3750 06/15/2026 | 0.01% |
| WFRBS 2011-C4 E P/P 144A 05.1930 06/15/2044 | 0.01% |
| WFRBS 2012-C9 XB IO P/P 144A 00.7149 11/15/2045 | 0.01% |
| WOLVERINE WORLD WIDE P/P 144A 05.0000 09/01/2026 | 0.01% |
| WPX ENERGY INC 05.7500 06/01/2026 | 0.01% |
| WPX ENERGY INC 05.8750 06/15/2028 | 0.01% |
| WR GRACE & CO-CONN P/P 144A 04.8750 06/15/2027 | 0.01% |
| 1011778 BC / NEW RED P/P 144A 04.0000 10/15/2030 | 0.01% |
| APACHE CORP 04.3750 10/15/2028 | 0.01% |
| ASTELLAS PHARMA INC SEDOL 6985383 | 0.01% |
| AUD/USD 01/20/2021 CSI-FX | 0.01% |
| AUD/USD 01/20/2021 HSBCB | 0.01% |
| AUD/USD 01/20/2021 JPMCB | 0.01% |
| BAUSCH HLTH COS INC P/P 144A 05.5000 11/01/2025 | 0.01% |
| BERKSHIRE HATHAWAY FIN 04.2500 01/15/2021 | 0.01% |
| BWAY CORP TLB L+325 03.4795 04/03/2024 | 0.01% |
| CAD/USD 01/20/2021 MSCIL | 0.01% |
| CAS 2015-C01 1M2 04.4480 02/25/2025 | 0.01% |
| CAS 2015-C02 1M2 04.1480 05/25/2025 | 0.01% |
| CAS 2019-R01 2M2 02.5980 07/25/2031 | 0.01% |
| CENTENE ESCROW I CO P/P 144A 05.3750 06/01/2026 | 0.01% |
| CLEAN HARBORS INC P/P 144A 04.8750 07/15/2027 | 0.01% |
| CLEAR CHANNEL WORLD 09.2500 02/15/2024 | 0.01% |
| CLEAR CHANNEL WORLDW P/P 144A 05.1250 08/15/2027 | 0.01% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CS | 0.01% |
| COMSTOCK RESOURCES INC 09.7500 08/15/2026 | 0.01% |
| CONCHO RESOURCES INC 03.7500 10/01/2027 | 0.01% |
| CONTINENTAL RESO P/P 144A 05.7500 01/15/2031 | 0.01% |
| CROWN AMER/CAP 04.7500 02/01/2026 | 0.01% |
| CWALT 2005-27 1A1 01.6503 08/25/2035 | 0.01% |
| DEVON ENERGY CORPORATION 07.8750 09/30/2031 | 0.01% |
| DIAMONDBACK ENERGY INC 04.7500 05/31/2025 | 0.01% |
| FEDEX CORP 02.6250 08/01/2022 | 0.01% |
| FREEPORT-MCMORAN INC 05.4500 03/15/2043 | 0.01% |
| GALAPAGOS NV SEDOL B07Q2V5 | 0.01% |
| GFL ENVIRONMENTA P/P 144A 08.5000 05/01/2027 | 0.01% |
| GRAPHIC PACKAGIN P/P 144A 03.5000 03/01/2029 | 0.01% |
| HANESBRANDS INC P/P 144A 04.6250 05/15/2024 | 0.01% |
| HIKARI TSUSHIN INC SEDOL 6416322 | 0.01% |
| ICAHN ENTER 04.7500 09/15/2024 | 0.01% |
| ICAHN ENTER/FIN 05.2500 05/15/2027 | 0.01% |
| ICAHN ENTER/FIN 06.7500 02/01/2024 | 0.01% |
| IHS MARKIT LTD USD 04.7500 08/01/2028 | 0.01% |
| JPMBB 2014-C19 XA IO 00.7413 04/15/2047 | 0.01% |
| JPMCC 2013-LC11 X IO 01.2474 04/15/2046 | 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% |
| L BRANDS INC 06.7500 07/01/2036 | 0.01% |
| LADDER CAP FIN LLLP P/P 144A 05.2500 10/01/2025 | 0.01% |
| LIVE NATION ENTERTAI P/P 144A 05.6250 03/15/2026 | 0.01% |
| LOUISIANA-PACIFIC CORPORATION 04.8750 09/15/2024 | 0.01% |
| MEREDITH CORP P/P 144A 06.5000 07/01/2025 | 0.01% |
| NABORS IND INC P/P 144A 09.0000 02/01/2025 | 0.01% |
| NETFLIX INC P/P 144A 05.3750 11/15/2029 | 0.01% |
| NETFLIX INC. 06.3750 05/15/2029 | 0.01% |
| NEWELL BRANDS INC 04.8750 06/01/2025 | 0.01% |
| NIELSEN FIN LLC/CO P/P 144A 05.0000 04/15/2022 | 0.01% |
| NORTHRIVER MIDSTREAM P/P 144A 05.6250 02/15/2026 | 0.01% |
| OASIS PETROLEUM INC SEDOL BLDDYB1 | 0.01% |
| OCCIDENTAL PETROLEUM COR 04.8500 03/15/2021 | 0.01% |
| OUTFRONT MEDIA C P/P 144A 06.2500 06/15/2025 | 0.01% |
| RITE AID CORP P/P 144A 07.5000 07/01/2025 | 0.01% |
| SANTOS LTD SEDOL 6776703 | 0.01% |
| SCRIPPS ESCROW II IN P/P 144A 03.8750 01/15/2029 | 0.01% |
| SIX FLAGS ENT P/P 144A 05.5000 04/15/2027 | 0.01% |
| SM ENERGY CO 06.7500 09/15/2026 | 0.01% |
| SOLENIS 2NDL L+850 08.7330 06/26/2026 | 0.01% |
| SS&C TECH INC P/P 144A 05.5000 09/30/2027 | 0.01% |
| STACR 2018-HQA2 M2 02.4480 10/25/2048 | 0.01% |
| TDK CORP SEDOL 6869302 | 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% |
| UNIVISION COMM INC. P/P 144A 05.1250 02/15/2025 | 0.01% |
| VALVOLINE INC P/P 144A 04.2500 02/15/2030 | 0.01% |
| VISTRA CORP P/P 144A 05.0000 07/31/2027 | 0.01% |
| WESTERN DIGITAL CORPORATION 04.7500 02/15/2026 | 0.01% |
| WFRBS 2013-C15 D P/P 144A 04.4900 08/15/2046 | 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% |
| ALLISON TRANSMISSION P/P 144A 03.7500 01/30/2031 | 0.00% |
| ANTERO RESOURCES P/P 144A 08.3750 07/15/2026 | 0.00% |
| APACHE CORP 05.1000 09/01/2040 | 0.00% |
| ASCEND LEARNING LLC P/P 144A 06.8750 08/01/2025 | 0.00% |
| BANK OF MONTREAL USD 03.8030 12/15/2032 | 0.00% |
| BAUSCH HLTH COS INC P/P 144A 07.0000 01/15/2028 | 0.00% |
| BERRY GLOBAL INC P/P 144A 05.6250 07/15/2027 | 0.00% |
| BOYD GAMING CORP 04.7500 12/01/2027 | 0.00% |
| BOYD GAMING CORP P/P 144A 08.6250 06/01/2025 | 0.00% |
| CARNIVAL CORP P/P 144A 11.5000 04/01/2023 | 0.00% |
| CAS 2014-C04 2M2 05.1480 11/25/2024 | 0.00% |
| CCO HOLDINGS LLC P/P 144A 04.5000 08/15/2030 | 0.00% |
| CENTENE CORP 03.0000 10/15/2030 | 0.00% |
| CLP/USD 01/20/2021 CITI | 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% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP | 0.00% |
| COMMSCOPE INC P/P 144A 08.2500 03/01/2027 | 0.00% |
| CP ATLAS BUYER INC P/P 144A 07.0000 12/01/2028 | 0.00% |
| CVS HEALTH CORP 03.7000 03/09/2023 | 0.00% |
| DCP MIDSTREAM OPERATING 05.6250 07/15/2027 | 0.00% |
| DIEBOLD NIXDORF INC P/P 144A 09.3750 07/15/2025 | 0.00% |
| EPICOR SOFTWARE 2NDL L+775 08.7500 07/30/2028 | 0.00% |
| FERRARI NV SEDOL BD6G507 | 0.00% |
| FHR 2990 LB 16.5402 06/15/2034 | 0.00% |
| FREEPORT-MCMORAN INC 04.6250 08/01/2030 | 0.00% |
| FRONTIER COMM P/P 144A 05.8750 10/15/2027 | 0.00% |
| GLOBAL MEDICAL RESPO P/P 144A 06.5000 10/01/2025 | 0.00% |
| GLP CAPITAL LP / FIN II 05.3750 04/15/2026 | 0.00% |
| GMAC CAPITAL TRUST I PCT 06.0070 | 0.00% |
| GNMA GII30 BL6016 06.0000 02/20/2049 | 0.00% |
| GNMA GII30 BL6218 06.0000 02/20/2049 | 0.00% |
| GO DADDY OPCO/FINCO P/P 144A 05.2500 12/01/2027 | 0.00% |
| GRAY TELEVISION INC P/P 144A 04.7500 10/15/2030 | 0.00% |
| HCA INC 03.5000 09/01/2030 | 0.00% |
| IRB HOLDING CORP P/P 144A 07.0000 06/15/2025 | 0.00% |
| JELD-WEN INC P/P 144A 04.6250 12/15/2025 | 0.00% |
| JELD-WEN INC P/P 144A 04.8750 12/15/2027 | 0.00% |
| KOBE BUSSAN CO LTD SEDOL B14RJB7 | 0.00% |
| L BRANDS INC P/P 144A 06.6250 10/01/2030 | 0.00% |
| LEVEL 3 FINANCING IN P/P 144A 03.6250 01/15/2029 | 0.00% |
| LIVE NATION ENT P/P 144A 06.5000 05/15/2027 | 0.00% |
| MERCER INTL INC USD 06.5000 02/01/2024 | 0.00% |
| MPH ACQUISITION HLDG P/P 144A 05.7500 11/01/2028 | 0.00% |
| NATIONSTAR MTG P/P 144A 06.0000 01/15/2027 | 0.00% |
| NEXSTAR BROADCASTING P/P 144A 04.7500 11/01/2028 | 0.00% |
| ONEMAIN FINANCE CORP 04.0000 09/15/2030 | 0.00% |
| ONEMAIN FINANCE CORP 06.6250 01/15/2028 | 0.00% |
| ONEMAIN FINANCE CORP 07.1250 03/15/2026 | 0.00% |
| OSHKOSH CORP 03.1000 03/01/2030 | 0.00% |
| OVINTIV INC 07.3750 11/01/2031 | 0.00% |
| PRIME SEC/FIN P/P 144A 03.3750 08/31/2027 | 0.00% |
| QORVO INC P/P 144A 03.3750 04/01/2031 | 0.00% |
| REPUBLIC OF VENEZUELA REGS 08.2500 10/13/2024 | 0.00% |
| ROBERTSHAW TL 2L L+800 09.0000 02/28/2026 | 0.00% |
| ROBERTSHAW US HOLDING L+350 04.5000 02/28/2025 | 0.00% |
| SCIENTIFIC GAMES P/P 144A 07.0000 05/15/2028 | 0.00% |
| SINCLAIR TELE P/P 144A 04.1250 12/01/2030 | 0.00% |
| SIRIUS XM RADIO INC. P/P 144A 05.5000 07/01/2029 | 0.00% |
| SM ENERGY CO 06.1250 11/15/2022 | 0.00% |
| SOLERA LLC / SOLERA P/P 144A 10.5000 03/01/2024 | 0.00% |
| SONOVA HOLDING AG-REG SEDOL 7156036 | 0.00% |
| SPECTRUM BRANDS INC P/P 144A 05.0000 10/01/2029 | 0.00% |
| STACR 2020-DNA5 M1 01.3817 10/25/2050 | 0.00% |
| TARGA RESOURCES PART 06.5000 07/15/2027 | 0.00% |
| TAYLOR MORRISON COMM P/P 144A 05.7500 01/15/2028 | 0.00% |
| TRANSDIGM INC. 06.5000 07/15/2024 | 0.00% |
| TRI POINTE GROUP / HOMES 05.8750 06/15/2024 | 0.00% |
| TRI POINTE GROUP INC 05.7000 06/15/2028 | 0.00% |
| USA COM PART/USA COM 06.8750 09/01/2027 | 0.00% |
| VISTRA CORP P/P 144A 05.6250 02/15/2027 | 0.00% |
| VODAFONE GROUP PLC SEDOL BH4HKS3 | 0.00% |
| WESCO DISTRIBUT P/P 144A 07.1250 06/15/2025 | 0.00% |
| YUM! BRANDS INC 03.6250 03/15/2031 | 0.00% |
| YUM! BRANDS INC P/P 144A 04.7500 01/15/2030 | 0.00% |
| 0.25 R ISWP FWD US0003M P 03/17/2023 | 0.00% |
| AMERICAN BATH 1L2 L+450 05.2500 11/23/2027 | 0.00% |
| ARCHES BUYER INC P/P 144A 04.2500 06/01/2028 | 0.00% |
| AUD/USD 01/20/2021 TDBK | 0.00% |
| AUTOMATION TOOLING S P/P 144A 04.1250 12/15/2028 | 0.00% |
| BAUSCH HLTH COS INC P/P 144A 05.0000 02/15/2029 | 0.00% |
| 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% |
| CAD/USD 01/20/2021 UBS | 0.00% |
| CALPINE CORP P/P 144A 05.2500 06/01/2026 | 0.00% |
| CHS/COMMUNITY HEALTH P/P 144A 05.6250 03/15/2027 | 0.00% |
| CHS/COMMUNITY HEALTH P/P 144A 08.0000 03/15/2026 | 0.00% |
| CINEMARK USA INC 05.1250 12/15/2022 | 0.00% |
| CIT GROUP INC. 05.0000 08/15/2022 | 0.00% |
| CLEAN HARBORS INC P/P 144A 05.1250 07/15/2029 | 0.00% |
| CLEARWATER PAPER COR P/P 144A 04.7500 08/15/2028 | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 ML | 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% |
| 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% |
| EMPIRE COMMUNITIES C P/P 144A 07.0000 12/15/2025 | 0.00% |
| GAP INC/THE P/P 144A 08.6250 05/15/2025 | 0.00% |
| GARTNER INC P/P 144A 03.7500 10/01/2030 | 0.00% |
| GATES GLOBAL TLB L+275 03.7500 03/31/2024 | 0.00% |
| GBP/USD 03/17/2021 MSCIL | 0.00% |
| GFL ENVIRONMENTAL IN P/P 144A 04.0000 08/01/2028 | 0.00% |
| GNMA GII30 BM1953 06.0000 03/20/2049 | 0.00% |
| HANESBRANDS INC P/P 144A 05.3750 05/15/2025 | 0.00% |
| INSPIRE BRANDS TLB L+325 04.2500 11/19/2027 | 0.00% |
| INTERNATIONAL LEASE FIN CORP 05.8750 08/15/2022 | 0.00% |
| IRON MOUNTAIN INC P/P 144A 05.2500 03/15/2028 | 0.00% |
| JELD-WEN INC P/P 144A 06.2500 05/15/2025 | 0.00% |
| JPY/USD 02/17/2021 MSCIL | 0.00% |
| JPY/USD 02/17/2021 UBS | 0.00% |
| KRW/USD 02/17/2021 HSBCB | 0.00% |
| KRW/USD 02/17/2021 JPMCB | 0.00% |
| LEVI STRAUSS & CO. 05.0000 05/01/2025 | 0.00% |
| LIVE NATION ENT P/P 144A 04.8750 11/01/2024 | 0.00% |
| MASONITE INTL C P/P 144A 05.3750 02/01/2028 | 0.00% |
| NRG ENERGY INC 05.7500 01/15/2028 | 0.00% |
| NRG ENERGY INC P/P 144A 05.2500 06/15/2029 | 0.00% |
| NZD/USD 01/20/2021 UBS | 0.00% |
| OCCIDENTAL PETROLEUM COR 03.5000 06/15/2025 | 0.00% |
| ONEMAIN FINANCE CORP 08.8750 06/01/2025 | 0.00% |
| ORTHO-CLINICAL P/P 144A 07.3750 06/01/2025 | 0.00% |
| OVINTIV INC 06.5000 08/15/2034 | 0.00% |
| OWENS-BROCKWAY P/P 144A 06.6250 05/13/2027 | 0.00% |
| PETROBRAS GLOBAL FIN USD 05.2990 01/27/2025 | 0.00% |
| PRUDENTIAL FINANCIAL INC 05.6250 06/15/2043 | 0.00% |
| QUORUM HEALTH EXT TL L+825 09.2500 04/29/2025 | 0.00% |
| SERVICE PROPERTIES TRUST 07.5000 09/15/2025 | 0.00% |
| SM ENERGY CO 05.0000 01/15/2024 | 0.00% |
| T-MOBILE USA INC 04.5000 02/01/2026 | 0.00% |
| TEMPO ACQ LLC/FI P/P 144A 05.7500 06/01/2025 | 0.00% |
| US CONCRETE INC 06.3750 06/01/2024 | 0.00% |
| US CONCRETE INC P/P 144A 05.1250 03/01/2029 | 0.00% |
| WFRBS 2012-C10 XA IO P/P 144A 01.5232 12/15/2045 | 0.00% |
| WPX ENERGY INC 04.5000 01/15/2030 | 0.00% |
| ZAYO GROUP HLDG INC L+300 03.1468 03/09/2027 | 0.00% |
| ZAYO GROUP HLDG INC P/P 144A 06.1250 03/01/2028 | 0.00% |
| ABC SUPPLY CO INC P/P 144A 05.8750 05/15/2026 | 0.00% |
| AES CORP/THE P/P 144A 03.3000 07/15/2025 | 0.00% |
| ALBERTSONS COS P/P 144A 04.8750 02/15/2030 | 0.00% |
| AMERICAN INTL GROUP 08.1750 05/15/2058 | 0.00% |
| APACHE CORPORATION 04.8750 11/15/2027 | 0.00% |
| AVIENT CORP P/P 144A 05.7500 05/15/2025 | 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% |
| BEACON ROOFING SUPPL P/P 144A 04.5000 11/15/2026 | 0.00% |
| BERRY GLOBAL INC 05.1250 07/15/2023 | 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% |
| BY CROWN/BY BOND P/P 144A 04.2500 01/31/2026 | 0.00% |
| CAS 2017-C05 1M2A 02.3480 01/25/2030 | 0.00% |
| CBS OUT AMER CAP LLC 05.6250 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.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% |
| CNH/USD 02/18/2021 GSFX | 0.00% |
| COLORADO INTERSTATE GAS CO 06.8500 06/15/2037 | 0.00% |
| COMM 2014-CR18 XA IO 01.0068 07/15/2047 | 0.00% |
| COMMSCOPE INC P/P 144A 05.5000 03/01/2024 | 0.00% |
| CORNERSTONE BUILDING P/P 144A 08.0000 04/15/2026 | 0.00% |
| DIAMONDBACK ENERGY INC 05.3750 05/31/2025 | 0.00% |
| DUN & BRADSTREET COR P/P 144A 06.8750 08/15/2026 | 0.00% |
| EMERGENT BIOSOLUTION P/P 144A 03.8750 08/15/2028 | 0.00% |
| FNR 2005-106 JC 19.6651 12/25/2035 | 0.00% |
| FNR 2005-75 GS 19.8060 08/25/2035 | 0.00% |
| FNR 2006-62 PS 39.0120 07/25/2036 | 0.00% |
| GBP/USD 03/17/2021 JPMCB | 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 2013-14 IO IO 03.5000 12/20/2042 | 0.00% |
| IHS MARKIT LTD P/P 144A 04.0000 03/01/2026 | 0.00% |
| JAGUAR HL / PPDI P/P 144A 05.0000 06/15/2028 | 0.00% |
| JPY/USD 02/17/2021 WPAC | 0.00% |
| LBM ACQUISITION LLC P/P 144A 06.2500 01/15/2029 | 0.00% |
| MACY'S INC P/P 144A 08.3750 06/15/2025 | 0.00% |
| MAUSER PACKAGING P/P 144A 08.5000 04/15/2024 | 0.00% |
| MERCK & CO INC 02.9000 03/07/2024 | 0.00% |
| NATIONSTAR MTG P/P 144A 05.1250 12/15/2030 | 0.00% |
| NETFLIX INC. P/P 144A 04.8750 06/15/2030 | 0.00% |
| NZD/USD 01/20/2021 BCAP-FX | 0.00% |
| OUTFRONT MEDIA C P/P 144A 04.6250 03/15/2030 | 0.00% |
| REPUBLIC OF VENEZUELA REGS 09.0000 05/07/2023 | 0.00% |
| SCRIPPS ESCROW P/P 144A 05.3750 01/15/2031 | 0.00% |
| SEK/USD 03/17/2021 BANKAM | 0.00% |
| SEK/USD 03/17/2021 MSCIL | 0.00% |
| SM ENERGY CO 06.6250 01/15/2027 | 0.00% |
| SM ENERGY CO P/P 144A 10.0000 01/15/2025 | 0.00% |
| SPECTRUM BRANDS INC 06.1250 12/15/2024 | 0.00% |
| T-MOBILE USA INC. 04.0000 04/15/2022 | 0.00% |
| TARGA RES PRTNRS 05.5000 03/01/2030 | 0.00% |
| TARGA RESOURCES PART 06.8750 01/15/2029 | 0.00% |
| TRANSOCEAN PONTUS LT P/P 144A 06.1250 08/01/2025 | 0.00% |
| VALVOLINE INC 04.3750 08/15/2025 | 0.00% |
| VIATRIS INC SEDOL BMWS3X9 | 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% |
| WYNN RESORTS FIN LLC P/P 144A 07.7500 04/15/2025 | 0.00% |
| AMERICAN AXLE & MANUF L+225 03.0000 04/06/2024 | 0.00% |
| AMERICAN AXLE & MFG INC 06.2500 04/01/2025 | 0.00% |
| APACHE CORP 04.6250 11/15/2025 | 0.00% |
| APARTMENT INVT & MGMT CO -A SEDOL BN2W9T6 | 0.00% |
| BOMBARDIER INC P/P 144A 07.5000 12/01/2024 | 0.00% |
| BSCMS 2006-PW11 B P/P 144A 05.5182 03/11/2039 | 0.00% |
| BUCKEYE PARTNERS LP 03.9500 12/01/2026 | 0.00% |
| CAD/USD 01/20/2021 PSBS | 0.00% |
| CAD/USD 01/20/2021 RBSF | 0.00% |
| CAD/USD 01/20/2021 WPAC | 0.00% |
| CALPINE CORP P/P 144A 05.0000 02/01/2031 | 0.00% |
| CD&R WATERWORKS MERGER 144A 6.125000 08/15/2025 | 0.00% |
| CHS/COMMUNITY HEALTH P/P 144A 09.8750 06/30/2023 | 0.00% |
| CINEMARK USA INC P/P 144A 08.7500 05/01/2025 | 0.00% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CS | 0.00% |
| CMB CMBX.NA.BB.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 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% |
| ENLINK MIDSTREAM LLC P/P 144A 05.6250 01/15/2028 | 0.00% |
| EUR/USD 03/17/2021 BANKAM | 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% |
| GBP/USD 03/17/2021 HSBCB | 0.00% |
| GRAFTECH FINANCE INC P/P 144A 04.6250 12/15/2028 | 0.00% |
| HUDBAY MINERALS INC P/P 144A 06.1250 04/01/2029 | 0.00% |
| IOS.FN30.400.10 R USL1M P 01/12/41 BC | 0.00% |
| JAGUAR HL / PPDI P/P 144A 04.6250 06/15/2025 | 0.00% |
| JPY/USD 02/17/2021 RBSF | 0.00% |
| JPY/USD 02/17/2021 TDBK | 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% |
| LAMB WESTON HOLDINGS P/P 144A 04.6250 11/01/2024 | 0.00% |
| LENNAR CORP 05.8750 11/15/2024 | 0.00% |
| MATCH GRP HLD II LLC P/P 144A 04.1250 08/01/2030 | 0.00% |
| MAUSER PACKAGING SOL P/P 144A 05.5000 04/15/2024 | 0.00% |
| NOK/USD 03/17/2021 TDBK | 0.00% |
| NRG ENERGY INC 06.6250 01/15/2027 | 0.00% |
| OCCIDENTAL PETROLEUM COR 05.8750 09/01/2025 | 0.00% |
| OCCIDENTAL PETROLEUM COR 06.1250 01/01/2031 | 0.00% |
| OVINTIV EXPLORATION INC 05.3750 01/01/2026 | 0.00% |
| OVINTIV EXPLORATION INC 05.6250 07/01/2024 | 0.00% |
| PENSKE AUTOMOTIVE GROUP 03.5000 09/01/2025 | 0.00% |
| QUEBECOR MEDIA INC USD 05.7500 01/15/2023 | 0.00% |
| RACKSPACE HOSTING INC L+300 04.0000 11/03/2023 | 0.00% |
| REGENCY ENERGY P 04.5000 11/01/2023 | 0.00% |
| ROYAL BANK OF CANADA USD 02.8000 04/29/2022 | 0.00% |
| ROYAL CARIBBEAN P/P 144A 09.1250 06/15/2023 | 0.00% |
| SEK/USD 03/17/2021 UBS | 0.00% |
| T-MOBILE USA INC 06.0000 03/01/2023 | 0.00% |
| TALLGRASS NRG PRTNR/ P/P 144A 07.5000 10/01/2025 | 0.00% |
| TAYLOR MORRISON COMM P/P 144A 05.1250 08/01/2030 | 0.00% |
| TENET HEALTHCARE P/P 144A 06.2500 02/01/2027 | 0.00% |
| TENET HEALTHCARE P/P 144A 07.5000 04/01/2025 | 0.00% |
| TRANSDIGM INC P/P 144A 08.0000 12/15/2025 | 0.00% |
| UBSBB 2012-C4 XA IO P/P 144A 01.6026 12/10/2045 | 0.00% |
| WEEKLEY HM LLC/ P/P 144A 04.8750 09/15/2028 | 0.00% |
| YUM! BRANDS INC. P/P 144A 07.7500 04/01/2025 | 0.00% |
| ZAYO GROUP HLDG INC P/P 144A 04.0000 03/01/2027 | 0.00% |
| 0.45 R ISWP FWD US0003M P 03/17/2026 | 0.00% |
| AIR LEASE CORP 02.5000 03/01/2021 | 0.00% |
| ALLEGHENY TECHNOLOGIES 05.8750 12/01/2027 | 0.00% |
| ARCHES BUYER INC P/P 144A 06.1250 12/01/2028 | 0.00% |
| BOMBARDIER INC P/P 144A 08.7500 12/01/2021 | 0.00% |
| CALPINE CORP P/P 144A 04.6250 02/01/2029 | 0.00% |
| CDW LLC/CDW FINANCE 03.2500 02/15/2029 | 0.00% |
| CHS/COMMUNITY HEALTH P/P 144A 06.0000 01/15/2029 | 0.00% |
| 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.10 2059-11-17 500.0 11/17/2059 CG | 0.00% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CG | 0.00% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 MS | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 ML | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 MS | 0.00% |
| CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 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 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 ML | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 MS | 0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 ML | 0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 MS | 0.00% |
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| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 JP | 0.00% |
| CMB CMBX.NA.A.7 2047-01-17 200.0 01/17/2047 GS | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.00% |
| CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 CG | 0.00% |
| CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 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.8 2057-10-17 500.0 10/17/2057 JP | 0.00% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 CG | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 CG | 0.00% |
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| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 JP | 0.00% |
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| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.00% |
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| GSGLPWDS P US0001M R 12/15/25 GS | -2.37% |
| MSCI EAFE MAR21 MFSH1 | -3.92% |
| S&P500 EMINI FUT MAR21 ESH1 | -12.46% |
| US 5YR NOTE (CBT) MAR21 FVH1 | 7.19% |
|---|---|
| US ULTRA BOND CBT MAR21 WNH1 | 4.15% |
| US 10YR NOTE (CBT)MAR21 TYH1 | 3.52% |
| FNMA FN30 TBA UMBS 02.0000 01/01/2051 | 2.40% |
| APPLE INC SEDOL 2046251 | 2.36% |
| GSGLPWDL R US0001M P 12/15/25 GS | 2.20% |
| US 2YR NOTE (CBT) MAR21 TUH1 | 2.08% |
| FNMA FN15 TBA UMBS 02.5000 12/01/2035 | 2.03% |
| E-MINI RUSS 2000 DEC20 RTYZ0 | 2.01% |
| GNMA GII30 MA6766 03.0000 07/20/2050 | 1.93% |
| MICROSOFT CORP SEDOL 2588173 | 1.84% |
| AMAZON.COM INC SEDOL 2000019 | 1.79% |
| US LONG BOND(CBT) MAR21 USH1 | 1.77% |
| FHLMC FR30 ZS4750 UMBS 03.0000 01/01/2048 | 1.70% |
| FNMA FN30 TBA UMBS 02.5000 01/01/2051 | 1.58% |
| FNMA FN30 TBA UMBS 02.5000 12/01/2050 | 1.40% |
| FNMA FN30 TBA UMBS 03.5000 01/01/2051 | 1.31% |
| GSGLPHCL R US0001M P 12/15/25 GS | 1.24% |
| GNMA GII30 MA6932 03.0000 10/20/2050 | 1.21% |
| ALPHABET INC-CL A SEDOL BYVY8G0 | 1.06% |
| GNMA GII30 MA6820 03.0000 08/20/2050 | 1.02% |
| FNMA FN30 TBA UMBS 06.0000 12/01/2050 | 0.80% |
| JPMORGAN CHASE & CO SEDOL 2190385 | 0.79% |
| FNMA FN30 MA3563 UMBS 04.0000 01/01/2049 | 0.79% |
| FNMA FN30 FM1741 UMBS 04.0000 04/01/2049 | 0.79% |
| GNMA GII30 TBA 03.0000 01/01/2051 | 0.74% |
| FNMA FN30 TBA UMBS 01.5000 12/01/2050 | 0.72% |
| QUALCOMM INC SEDOL 2714923 | 0.68% |
| ADOBE INC SEDOL 2008154 | 0.66% |
| FNMA FN30 TBA UMBS 03.5000 12/01/2050 | 0.66% |
| PROCTER & GAMBLE CO/THE SEDOL 2704407 | 0.63% |
| TREASURY BILL 00.0000 12/03/2020 | 0.61% |
| NVIDIA CORP SEDOL 2379504 | 0.61% |
| FNMA FN30 BQ1269 UMBS 02.5000 08/01/2050 | 0.54% |
| CITIGROUP INC SEDOL 2297907 | 0.52% |
| VERIZON COMMUNICATIONS INC SEDOL 2090571 | 0.50% |
| CISCO SYSTEMS INC SEDOL 2198163 | 0.46% |
| JOHNSON & JOHNSON SEDOL 2475833 | 0.46% |
| FNMA FN30 BQ0329 UMBS 02.5000 07/01/2050 | 0.44% |
| CASH MGMT BILL 00.0000 02/02/2021 | 0.43% |
| ELI LILLY & CO SEDOL 2516152 | 0.42% |
| CHARTER COMMUNICATIONS INC-A SEDOL BZ6VT82 | 0.40% |
| ALPHABET INC-CL C SEDOL BYY88Y7 | 0.40% |
| INTUIT INC SEDOL 2459020 | 0.40% |
| FACEBOOK INC-CLASS A SEDOL B7TL820 | 0.38% |
| FNMA FN30 MA2737 UMBS 03.0000 09/01/2046 | 0.38% |
| FNMA FN30 FM4328 UMBS 02.5000 09/01/2050 | 0.37% |
| FNMA FN30 TBA UMBS 02.0000 12/01/2050 | 0.37% |
| PEPSICO INC SEDOL 2681511 | 0.36% |
| LOCKHEED MARTIN CORP SEDOL 2522096 | 0.36% |
| COMCAST CORP-CLASS A SEDOL 2044545 | 0.34% |
| MERCK & CO. INC. SEDOL 2778844 | 0.34% |
| HONEYWELL INTERNATIONAL INC SEDOL 2020459 | 0.34% |
| WALMART INC SEDOL 2936921 | 0.34% |
| FNMA FN30 AL9859 UMBS 03.0000 03/01/2047 | 0.34% |
| FNMA FN30 BM5024 UMBS 03.0000 11/01/2048 | 0.34% |
| MEDTRONIC PLC SEDOL BTN1Y11 | 0.32% |
| NORTHROP GRUMMAN CORP SEDOL 2648806 | 0.31% |
| SERVICENOW INC SEDOL B80NXX8 | 0.31% |
| EBAY INC SEDOL 2293819 | 0.30% |
| ACTIVISION BLIZZARD INC SEDOL 2575818 | 0.29% |
| JPMORGAN CHASE & CO 03.9640 11/15/2048 | 0.28% |
| TARGET CORP SEDOL 2259101 | 0.28% |
| PAYPAL HOLDINGS INC SEDOL BYW36M8 | 0.28% |
| ABBVIE INC 03.2000 11/21/2029 | 0.27% |
| JPMORGAN CHASE & CO 03.6250 12/01/2027 | 0.27% |
| VERIZON COMM 04.3290 09/21/2028 | 0.27% |
| EXELON CORP SEDOL 2670519 | 0.26% |
| COCA-COLA CO/THE SEDOL 2206657 | 0.26% |
| AMERICAN ELECTRIC POWER SEDOL 2026242 | 0.26% |
| CITIGROUP INC 03.6680 07/24/2028 | 0.25% |
| MORGAN STANLEY 03.6250 01/20/2027 | 0.25% |
| VISA INC-CLASS A SHARES SEDOL B2PZN04 | 0.25% |
| AUTODESK INC SEDOL 2065159 | 0.24% |
| CDX CDX.NA.IG.35 100.0 12/20/2025 | 0.24% |
| TREASURY BILL 00.0000 12/08/2020 | 0.24% |
| BANK OF AMERICA CORP 03.2480 10/21/2027 | 0.23% |
| BANK OF AMERICA CORP SEDOL 2295677 | 0.23% |
| ABBVIE INC SEDOL B92SR70 | 0.23% |
| MASTERCARD INC - A SEDOL B121557 | 0.23% |
| DOCUSIGN INC SEDOL BFYT7B7 | 0.23% |
| SIMON PROPERTY GROUP INC SEDOL 2812452 | 0.22% |
| MCDONALD'S CORP SEDOL 2550707 | 0.22% |
| CASH MGMT BILL 00.0000 02/16/2021 | 0.22% |
| METLIFE INC SEDOL 2573209 | 0.22% |
| UNITEDHEALTH GROUP INC SEDOL 2917766 | 0.22% |
| UNION PACIFIC CORP SEDOL 2914734 | 0.22% |
| AT&T INC 04.1000 02/15/2028 | 0.22% |
| DANAHER CORP SEDOL 2250870 | 0.21% |
| ABBOTT LABORATORIES SEDOL 2002305 | 0.21% |
| FIDELITY NATIONAL INFO SERV SEDOL 2769796 | 0.21% |
| GOLDMAN SACHS GROUP INC 03.8500 01/26/2027 | 0.21% |
| VEEVA SYSTEMS INC-CLASS A SEDOL BFH3N85 | 0.20% |
| JOHNSON CONTROLS INTERNATION SEDOL BY7QL61 | 0.20% |
| CVS HEALTH CORP 04.7800 03/25/2038 | 0.20% |
| HOME DEPOT INC SEDOL 2434209 | 0.20% |
| AT&T INC P/P 144A 03.5500 09/15/2055 | 0.20% |
| NIKE INC -CL B SEDOL 2640147 | 0.19% |
| FNMA FN30 TBA UMBS 04.0000 01/01/2051 | 0.19% |
| SOUTHERN CO/THE SEDOL 2829601 | 0.19% |
| EDWARDS LIFESCIENCES CORP SEDOL 2567116 | 0.19% |
| HUMANA INC SEDOL 2445063 | 0.19% |
| HILTON WORLDWIDE HOLDINGS IN SEDOL BYVMW06 | 0.19% |
| GOLDMAN SACHS GROUP INC SEDOL 2407966 | 0.19% |
| NRG ENERGY INC SEDOL 2212922 | 0.18% |
| UBS GROUP AG P/P 144A 03.4910 05/23/2023 | 0.18% |
| AMERICAN TOWER CORP SEDOL B7FBFL2 | 0.18% |
| TREASURY BILL 00.0000 01/05/2021 | 0.18% |
| VERTEX PHARMACEUTICALS INC SEDOL 2931034 | 0.18% |
| APPLE INC 04.2500 02/09/2047 | 0.17% |
| MICROSOFT CORP 02.4000 08/08/2026 | 0.17% |
| MORGAN STANLEY | 0.17% |
| AMGEN INC SEDOL 2023607 | 0.17% |
| BEST BUY CO INC SEDOL 2094670 | 0.17% |
| CUMMINS INC SEDOL 2240202 | 0.17% |
| HALLIBURTON CO SEDOL 2405302 | 0.17% |
| TREASURY BILL 00.0000 12/15/2020 | 0.17% |
| GOLDMAN SACHS GROUP INC 02.6000 12/27/2020 | 0.17% |
| CRH PLC SEDOL 4182249 | 0.16% |
| ALLSTATE CORP SEDOL 2019952 | 0.16% |
| FREEPORT-MCMORAN INC SEDOL 2352118 | 0.16% |
| SALESFORCE.COM INC SEDOL 2310525 | 0.16% |
| TESLA INC SEDOL B616C79 | 0.16% |
| SALESFORCE.COM INC 03.7000 04/11/2028 | 0.16% |
| FNMA FN30 AS7003 UMBS 03.0000 04/01/2046 | 0.16% |
| LOWES COMPANIES INC | 0.16% |
| UNITEDHEALTH GROUP INC 03.8500 06/15/2028 | 0.15% |
| IDEXX LABORATORIES INC SEDOL 2459202 | 0.15% |
| GENERAL MOTORS CO SEDOL B665KZ5 | 0.15% |
| MORGAN STANLEY 03.1250 01/23/2023 | 0.15% |
| SONY CORP SEDOL 6821506 | 0.15% |
| ZIMMER BIOMET HOLDINGS INC SEDOL 2783815 | 0.15% |
| ALTRIA GROUP INC | 0.15% |
| CIGNA CORP SEDOL BHJ0775 | 0.15% |
| SOUTHWEST AIRLINES CO SEDOL 2831543 | 0.14% |
| STACR 2016-DNA2 M3 04.8001 10/25/2028 | 0.14% |
| TREASURY BILL 00.0000 12/10/2020 | 0.14% |
| PFIZER INC SEDOL 2684703 | 0.14% |
| LONZA GROUP AG-REG SEDOL 7333378 | 0.14% |
| ECOLAB INC 02.7000 11/01/2026 | 0.14% |
| MONDELEZ INTERNATIONAL INC-A SEDOL B8CKK03 | 0.14% |
| ENTERPRISE PRODUCTS OPER 04.2500 02/15/2048 | 0.14% |
| OLD DOMINION FREIGHT LINE SEDOL 2656423 | 0.14% |
| COSTAR GROUP INC SEDOL 2262864 | 0.14% |
| IHS MARKIT LTD P/P 144A 04.7500 02/15/2025 | 0.14% |
| CROWN CASTLE INTL CORP SEDOL BTGQCX1 | 0.13% |
| EQUINIX INC. 02.9000 11/18/2026 | 0.13% |
| MICROSOFT CORP 03.7000 08/08/2046 | 0.13% |
| REGENERON PHARMACEUTICALS SEDOL 2730190 | 0.13% |
| ROCKWELL AUTOMATION INC SEDOL 2754060 | 0.13% |
| CADENCE DESIGN SYS INC SEDOL 2302232 | 0.13% |
| SYNOPSYS INC SEDOL 2867719 | 0.13% |
| NOVARTIS CAPITAL CORP 04.0000 11/20/2045 | 0.13% |
| OTIS WORLDWIDE CORP SEDOL BK531S8 | 0.13% |
| SHERWIN-WILLIAMS CO/THE SEDOL 2804211 | 0.13% |
| FORTINET INC SEDOL B5B2106 | 0.13% |
| NEW YORK LIFE INS P/P 144A 01.1000 05/05/2023 | 0.13% |
| PETROBRAS GLOBAL FINANCE USD 06.2500 03/17/2024 | 0.13% |
| ANZ NEW ZEALAND INT P/P 144A 02.8750 01/25/2022 | 0.13% |
| FNMA FN30 BC2733 UMBS 03.0000 05/01/2046 | 0.13% |
| COGNIZANT TECH SOLUTIONS-A SEDOL 2257019 | 0.13% |
| GAMING AND LEISURE PROPERTIE SEDOL BFPK4S5 | 0.13% |
| YUM BRANDS INC SEDOL 2098876 | 0.12% |
| AMAZON.COM INC 03.1500 08/22/2027 | 0.12% |
| MICROSOFT CORP 01.5500 08/08/2021 | 0.12% |
| PINTEREST INC- CLASS A SEDOL BJ2Z0H2 | 0.12% |
| INTERPUBLIC GROUP COS 04.6500 10/01/2028 | 0.12% |
| JPMORGAN CHASE & CO 03.3750 05/01/2023 | 0.12% |
| BRISTOL-MYERS 02.9000 07/26/2024 | 0.12% |
| BROADCOM CRP / CAYM 03.5000 01/15/2028 | 0.12% |
| ORACLE CORP 04.0000 11/15/2047 | 0.12% |
| ROCHE HOLDING AG-GENUSSCHEIN SEDOL 7110388 | 0.12% |
| DEERE & CO SEDOL 2261203 | 0.12% |
| ESTEE LAUDER COMPANIES-CL A SEDOL 2320524 | 0.12% |
| TELEFONICA EMISIONES SAU USD 04.8950 03/06/2048 | 0.12% |
| SYNCHRONY FINANCIAL SEDOL BP96PS6 | 0.12% |
| AIA GROUP LTD SEDOL B4TX8S1 | 0.12% |
| AFLAC INC SEDOL 2026361 | 0.12% |
| DANSKE BANK A/S P/P 144A 02.7000 03/02/2022 | 0.12% |
| TEXAS INSTRUMENTS INC SEDOL 2885409 | 0.12% |
| AMERIPRISE FINANCIAL INC SEDOL B0J7D57 | 0.12% |
| CHEVRON CORP | 0.12% |
| AXA SA SEDOL 7088429 | 0.11% |
| BRISTOL-MYERS SQUIBB CO SEDOL 2126335 | 0.11% |
| GENERAL MOTORS FINL CO 04.0000 10/06/2026 | 0.11% |
| BANK OF AMERICA CORP 06.1100 01/29/2037 | 0.11% |
| DOW INC SEDOL BHXCF84 | 0.11% |
| EQUINIX INC SEDOL BVLZX12 | 0.11% |
| ROCHE HOLDINGS INC P/P 144A 04.0000 11/28/2044 | 0.11% |
| COMCAST CORP 03.4500 02/01/2050 | 0.11% |
| GODADDY INC - CLASS A SEDOL BWFRFC6 | 0.11% |
| DNB BANK ASA P/P 144A 02.1500 12/02/2022 | 0.11% |
| FHLMC FR30 ZS4703 UMBS 03.0000 02/01/2047 | 0.11% |
| HOLOGIC INC SEDOL 2433530 | 0.11% |
| WASTE MANAGEMENT INC SEDOL 2937667 | 0.11% |
| BJ'S WHOLESALE CLUB HOLDINGS SEDOL BFZNZF8 | 0.11% |
| AIR LEASE CORP 03.2500 10/01/2029 | 0.10% |
| PNC FINANCIAL SERVICES GROUP SEDOL 2692665 | 0.10% |
| BOSTON PROPERTIES INC SEDOL 2019479 | 0.10% |
| T-MOBILE US INC SEDOL B94Q9V0 | 0.10% |
| CHARTER COMM OPT LLC 06.4840 10/23/2045 | 0.10% |
| DIGITAL REALTY TRUST LP 04.7500 10/01/2025 | 0.10% |
| TORONTO-DOMINION BANK USD 01.9000 12/01/2022 | 0.10% |
| ALBEMARLE CORP SEDOL 2046853 | 0.10% |
| COMMONWEALTH BK AUST P/P 144A 03.1500 09/19/2027 | 0.10% |
| CREDIT SUISSE GRP AG P/P 144A 02.1930 06/05/2026 | 0.10% |
| KINDER MORGAN INC 03.1500 01/15/2023 | 0.10% |
| FAIRFAX FINL HLDGS USD 04.8500 04/17/2028 | 0.10% |
| NOVARTIS AG-REG SEDOL 7103065 | 0.10% |
| PULTEGROUP INC SEDOL 2708841 | 0.10% |
| ENERGY TRANSFER OPERATNG 03.7500 05/15/2030 | 0.10% |
| FORD MOTOR CO SEDOL 2615468 | 0.10% |
| APPLE INC 00.7500 05/11/2023 | 0.10% |
| AT&T INC SEDOL 2831811 | 0.10% |
| CONOCOPHILLIPS | 0.10% |
| IVORY COAST REGS 06.1250 06/15/2033 | 0.10% |
| SPST 2020-2 A 00.9755 03/26/2021 | 0.10% |
| GOLDMAN SACHS GROUP INC 04.2230 05/01/2029 | 0.10% |
| UNITED MEXICAN STATES USD 05.5500 01/21/2045 | 0.10% |
| UNITED RENTALS INC SEDOL 2134781 | 0.10% |
| FNMA FN30 TBA UMBS 04.5000 12/01/2050 | 0.10% |
| ORACLE CORP 02.6500 07/15/2026 | 0.10% |
| S&P GLOBAL INC SEDOL BYV2325 | 0.10% |
| SHELL INTERNATIONAL FIN USD 02.8750 05/10/2026 | 0.10% |
| BIGCOMMERCE HOLDINGS-SER 1 SEDOL BMDCDP2 | 0.10% |
| FNMA FN30 AS8056 UMBS 03.0000 10/01/2046 | 0.10% |
| FNMA FN30 TBA UMBS 04.0000 12/01/2050 | 0.10% |
| MWST 2019-1 A 00.9501 06/25/2052 | 0.10% |
| DBUBS 2011-LC3A D P/P 144A 05.5131 08/10/2044 | 0.09% |
| GNMA GII30 TBA 04.0000 12/01/2050 | 0.09% |
| ADVANCED MICRO DEVICES SEDOL 2007849 | 0.09% |
| T-MOBILE USA INC P/P 144A 02.2500 11/15/2031 | 0.09% |
| ASTRAZENECA PLC-SPONS ADR SEDOL 2989044 | 0.09% |
| LULULEMON ATHLETICA INC SEDOL B23FN39 | 0.09% |
| VALERO ENERGY CORP SEDOL 2041364 | 0.09% |
| NESTLE SA-REG SEDOL 7123870 | 0.09% |
| ANGLO AMER PLC SEDOL B1XZS82 | 0.09% |
| ORACLE CORP 02.5000 10/15/2022 | 0.09% |
| CAS 2016-C04 1M2 04.4001 01/25/2029 | 0.09% |
| NESTLE HOLDINGS INC P/P 144A 00.3750 01/15/2024 | 0.09% |
| AVALARA INC SEDOL BZ1NVP4 | 0.09% |
| DEXCOM INC SEDOL B0796X4 | 0.09% |
| HERSHEY CO/THE SEDOL 2422806 | 0.09% |
| LEIDOS HOLDINGS INC SEDOL BDV82B8 | 0.09% |
| MORGAN STANLEY 04.3750 01/22/2047 | 0.09% |
| SCHLUMBERGER LTD SEDOL 2779201 | 0.09% |
| COMCAST CORP 03.9690 11/01/2047 | 0.09% |
| FISERV INC 04.2000 10/01/2028 | 0.09% |
| VERIZON COMMUNICATIONS 04.4000 11/01/2034 | 0.09% |
| ALIBABA GROUP HOLDING LTD SEDOL BK6YZP5 | 0.09% |
| ALLY FINANCIAL INC SEDOL B72XK05 | 0.09% |
| CDX CDX.NA.HY.35 500.0 12/20/2025 | 0.09% |
| LENNAR CORP-A SEDOL 2511920 | 0.09% |
| NORTHROP GRUMMAN CORP 03.2500 01/15/2028 | 0.09% |
| T-MOBILE USA INC P/P 144A 03.7500 04/15/2027 | 0.09% |
| BRISTOL-MYERS 03.2500 02/20/2023 | 0.08% |
| EATON CORP PLC SEDOL B8KQN82 | 0.08% |
| FNMA FN30 AS7154 UMBS 03.0000 05/01/2046 | 0.08% |
| MITSUBISHI UFJ FIN GRP USD 03.5350 07/26/2021 | 0.08% |
| REP OF INDONESIA P/P 144A 04.3500 01/08/2027 | 0.08% |
| SUMITOMO TR&BK P/P 144A 00.8000 09/12/2023 | 0.08% |
| T-MOBILE US INC P/P 144A 05.2500 CV PFD | 0.08% |
| WFRBS 2011-C2 D P/P 144A 05.6312 02/15/2044 | 0.08% |
| DISCOVER FINANCIAL SERVICES SEDOL B1YLC43 | 0.08% |
| SIRIUS XM RADIO INC P/P 144A 05.0000 08/01/2027 | 0.08% |
| ASHTEAD CAPITAL INC P/P 144A 04.3750 08/15/2027 | 0.08% |
| REPUBLIC OF INDONESIA REGS 04.7500 01/08/2026 | 0.08% |
| RAYTHEON TECHNOLOGIES CORP SEDOL BM5M5Y3 | 0.08% |
| ANHEUSER-BUSCH CO/IN 03.6500 02/01/2026 | 0.08% |
| CARDINAL HEALTH INC SEDOL 2175672 | 0.08% |
| OMNICOM GP/OMNICOM CAP 03.6000 04/15/2026 | 0.08% |
| TORONTO-DOMINION BANK USD 03.6250 09/15/2031 | 0.08% |
| WILLIS TOWERS WATSON PLC USD 05.7500 03/15/2021 | 0.08% |
| CIT GROUP INC. 05.2500 03/07/2025 | 0.08% |
| KERING SEDOL 5505072 | 0.08% |
| PETROLEOS MEXICANOS USD 06.8400 01/23/2030 | 0.08% |
| RAYTHEON TECH CORP 04.1250 11/16/2028 | 0.08% |
| DEUTSCHE BOERSE AG SEDOL 7021963 | 0.08% |
| GLOBAL PAYMENTS INC 04.0000 06/01/2023 | 0.08% |
| ALLIANZ SE-REG SEDOL 5231485 | 0.08% |
| DUKE ENERGY CORP 03.1500 08/15/2027 | 0.08% |
| GSMS 2014-GC22 C 04.8483 06/10/2047 | 0.08% |
| MERCK & CO INC 03.7000 02/10/2045 | 0.08% |
| NOVO NORDISK A/S-B SEDOL BHC8X90 | 0.08% |
| PUBLIC SERVICE ENTERPRISE GP SEDOL 2707677 | 0.08% |
| REPUBLIC OF SENEGAL REGS 06.2500 05/23/2033 | 0.08% |
| FNMA FN30 BJ9256 UMBS 04.0000 06/01/2048 | 0.08% |
| NINTENDO CO LTD SEDOL 6639550 | 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% |
| STANDARD IND INC P/P 144A 05.0000 02/15/2027 | 0.08% |
| AMETEK INC SEDOL 2089212 | 0.07% |
| ASSURED GUARANTY LTD SEDOL B00V7H8 | 0.07% |
| QUANTA SERVICES INC SEDOL 2150204 | 0.07% |
| SCHWAB (CHARLES) CORP SEDOL 2779397 | 0.07% |
| THERMO FISHER SCIENTIFIC INC SEDOL 2886907 | 0.07% |
| BOOKING HOLDINGS INC SEDOL BDRXDB4 | 0.07% |
| BOOZ ALLEN HAMILTON HOLDINGS SEDOL B5367T7 | 0.07% |
| CF INDUSTRIES INC P/P 144A 04.5000 12/01/2026 | 0.07% |
| CHIPOTLE MEXICAN GRILL INC SEDOL B0X7DZ3 | 0.07% |
| DEUTSCHE POST AG-REG SEDOL 4617859 | 0.07% |
| LINCOLN NATIONAL CORP SEDOL 2516378 | 0.07% |
| AVERY DENNISON CORP SEDOL 2066408 | 0.07% |
| SUMITOMO MITSUI FINANCIAL GR SEDOL 6563024 | 0.07% |
| TJX COMPANIES INC SEDOL 2989301 | 0.07% |
| TOTAL SE SEDOL B15C557 | 0.07% |
| ABIOMED INC SEDOL 2003698 | 0.07% |
| AMERICAN TOWER CORPORATION 02.7500 01/15/2027 | 0.07% |
| BP CAPITAL MARKETS PLC USD 03.2790 09/19/2027 | 0.07% |
| CAS 2016-C02 1M2 06.1501 09/25/2028 | 0.07% |
| FAIR ISAAC CORP SEDOL 2330299 | 0.07% |
| HOYA CORP SEDOL 6441506 | 0.07% |
| ORACLE CORP SEDOL 2661568 | 0.07% |
| ROYAL DUTCH SHELL PLC-B SHS SEDOL B03MM40 | 0.07% |
| SEAGEN INC SEDOL BLPK4D2 | 0.07% |
| WESTPAC BANKING CORP USD 02.0000 08/19/2021 | 0.07% |
| BPCE SA P/P 144A 04.5000 03/15/2025 | 0.07% |
| CAS 2016-C01 1M2 06.9001 08/25/2028 | 0.07% |
| CBRE GROUP INC - A SEDOL B6WVMH3 | 0.07% |
| EXPEDITORS INTL WASH INC SEDOL 2325507 | 0.07% |
| MRAIT 2020-2 A2 | 0.07% |
| NATIONAL AUSTRALIA BK/NY 02.5000 01/12/2021 | 0.07% |
| WESFARMERS LTD SEDOL 6948836 | 0.07% |
| BANK OF AMERICA CORP 02.4960 02/13/2031 | 0.07% |
| BAXTER INTERNATIONAL INC SEDOL 2085102 | 0.07% |
| CIGNA CORP 03.7500 07/15/2023 | 0.07% |
| DUPONT DE NEMOURS INC SEDOL BK0VN47 | 0.07% |
| RADIAN GROUP INC SEDOL 2173911 | 0.07% |
| SEA LTD-ADR SEDOL BYWD7L4 | 0.07% |
| AMGEN INC 02.6000 08/19/2026 | 0.07% |
| CAS 2015-C04 2M2 05.7001 04/25/2028 | 0.07% |
| ENERGY TRANSFER OPERATNG 06.6250 02/15/2028 | 0.07% |
| AES CORP/THE P/P 144A 02.4500 01/15/2031 | 0.07% |
| BHP GROUP LTD SEDOL 6144690 | 0.07% |
| DYNATRACE INC SEDOL BJV2RD9 | 0.07% |
| FNMA FN40 BF0171 UMBS 04.0000 01/01/2057 | 0.07% |
| LABORATORY CRP OF AMER HLDGS SEDOL 2586122 | 0.07% |
| SAUDI INTL BOND P/P 144A 02.9000 10/22/2025 | 0.07% |
| TAIWAN SEMICONDUCTOR-SP ADR SEDOL 2113382 | 0.07% |
| BIOGEN INC 03.6250 09/15/2022 | 0.07% |
| CAS 2015-C04 1M2 05.8501 04/25/2028 | 0.07% |
| DUKE ENERGY CORP 04.2000 06/15/2049 | 0.07% |
| EXXON MOBIL CORP SEDOL 2326618 | 0.07% |
| FNMA FN30 BM1172 UMBS 03.0000 03/01/2047 | 0.07% |
| LNSTR 2015-3 B P/P 144A 03.3352 04/20/2048 | 0.07% |
| RIO TINTO PLC SEDOL 0718875 | 0.07% |
| AGNC INVESTMENT CORP SEDOL BYYHJL8 | 0.06% |
| AMERICAN TOWER CORP 03.1250 01/15/2027 | 0.06% |
| ARAMARK SEDOL BH3XG17 | 0.06% |
| BROADCOM INC 04.1500 11/15/2030 | 0.06% |
| DOMINICAN REPUBLIC REGS 05.9500 01/25/2027 | 0.06% |
| WESTROCK MWV LLC 08.2000 01/15/2030 | 0.06% |
| AMERICAN INTERNATIONAL GROUP SEDOL 2027342 | 0.06% |
| BF0101 03.5000 06/01/2056 | 0.06% |
| EASTMAN CHEMICAL CO SEDOL 2298386 | 0.06% |
| EOG RESOURCES INC 02.6250 03/15/2023 | 0.06% |
| EQUITABLE HOLDINGS INC SEDOL BKRMR96 | 0.06% |
| INTERCONTINENTALEXCHANGE 02.6500 09/15/2040 | 0.06% |
| CAS 2020-R01 1M2 02.2001 01/25/2040 | 0.06% |
| CHARTER COMM OPT LLC/CAP 04.8000 03/01/2050 | 0.06% |
| DEUTSCHE TELEKOM AG-REG SEDOL 5842359 | 0.06% |
| FERGUSON PLC SEDOL BJVNSS4 | 0.06% |
| HILTON WORLDWIDE FIN LLC 04.8750 04/01/2027 | 0.06% |
| AT&T INC 04.7500 05/15/2046 | 0.06% |
| BERKSHIRE HATHAWAY FIN 02.8500 10/15/2050 | 0.06% |
| HERMES INTERNATIONAL SEDOL 5253973 | 0.06% |
| IBM CORP 01.8750 08/01/2022 | 0.06% |
| TRANSDIGM GROUP INC SEDOL B11FJK3 | 0.06% |
| VERIZON COMMUNICATIONS 05.2500 03/16/2037 | 0.06% |
| AMERICAN ELECTRIC POWER 04.3000 12/01/2028 | 0.06% |
| DUKE ENERGY OHIO INC 03.6500 02/01/2029 | 0.06% |
| ORACLE CORP 02.5000 05/15/2022 | 0.06% |
| UNITEDHEALTH GROUP INC 03.9500 10/15/2042 | 0.06% |
| AMGEN INC 04.6630 06/15/2051 | 0.06% |
| DNB NOR ASA SEDOL 4263304 | 0.06% |
| FORTUNE BRANDS HOME & SECURI SEDOL B3MC7D6 | 0.06% |
| ITOCHU CORP SEDOL 6467803 | 0.06% |
| ONCOR ELECTRIC DELIV 03.7500 04/01/2045 | 0.06% |
| SANDVIK AB SEDOL B1VQ252 | 0.06% |
| WASTE CONNECTIONS INC SEDOL BYVG1F6 | 0.06% |
| WFRBS 2013-C18 AS 04.3870 12/15/2046 | 0.06% |
| AMEREN CORPORATION SEDOL 2050832 | 0.06% |
| ENTERGY CORP SEDOL 2317087 | 0.06% |
| FEDEX CORP SEDOL 2142784 | 0.06% |
| FIDELITY NATL INFO SERV 03.7500 05/21/2029 | 0.06% |
| L OREAL SEDOL 4057808 | 0.06% |
| UBS GROUP AG REGS 06.8750 12/29/2049 | 0.06% |
| ALLIANCE DATA SYSTEMS CORP SEDOL 2762030 | 0.06% |
| APOLLO GLOBAL MANAGEMENT INC SEDOL BKRLVD5 | 0.06% |
| CITIGROUP INC 03.8870 01/10/2028 | 0.06% |
| CSAIL 2015-C1 C 04.4104 04/15/2050 | 0.06% |
| JAZZ PHARMACEUTICALS PLC SEDOL B4Q5ZN4 | 0.06% |
| MICROCHIP TECH INC 04.3330 06/01/2023 | 0.06% |
| NORDEA BANK ABP P/P 144A 02.2500 05/27/2021 | 0.06% |
| REGIONS FINANCIAL CORP 02.7500 08/14/2022 | 0.06% |
| COMM 2010-C1 D P/P 144A 05.9851 07/10/2046 | 0.06% |
| DANAHER CORP 05.0000 CV PFD | 0.06% |
| INDUSTRIA DE DISENO TEXTIL SEDOL BP9DL90 | 0.06% |
| KEURIG DR PEPPER INC SEDOL BD3W133 | 0.06% |
| STATE STREET CORP SEDOL 2842040 | 0.06% |
| UBS GROUP AG P/P 144A 03.0000 04/15/2021 | 0.06% |
| ZOETIS INC 03.9000 08/20/2028 | 0.06% |
| BANK OF MONTREAL USD 03.1000 04/13/2021 | 0.06% |
| CAPITAL ONE FINANCIAL CORP SEDOL 2654461 | 0.06% |
| COCA-COLA HBC AG-DI SEDOL B9895B7 | 0.06% |
| COMPASS GROUP PLC SEDOL BD6K457 | 0.06% |
| CROWN CASTLE INTL CORP 03.6500 09/01/2027 | 0.06% |
| FNMA FN30 AS8074 UMBS 03.0000 10/01/2046 | 0.06% |
| HYATT HOTELS CORP 04.8500 03/15/2026 | 0.06% |
| LONDON STOCK EXCHANGE GROUP SEDOL B0SWJX3 | 0.06% |
| REPUBLIC OF KAZAKHSTAN REGS 04.8750 10/14/2044 | 0.06% |
| REPUBLIC OF PERU USD 02.3920 01/23/2026 | 0.06% |
| SBA COMMUNICATIONS CORP SEDOL BZ6TS23 | 0.06% |
| BOEING CO/THE SEDOL 2108601 | 0.06% |
| BMW US CAPITAL LLC P/P 144A 02.0000 04/11/2021 | 0.05% |
| BRISTOL-MYERS 03.2500 08/15/2022 | 0.05% |
| HESS MIDSTREAM P P/P 144A 05.6250 02/15/2026 | 0.05% |
| HUNTINGTON BANCSHARES 04.3500 02/04/2023 | 0.05% |
| NUTRIEN LTD USD 04.1250 03/15/2035 | 0.05% |
| PRINCIPAL FINANCIAL GROUP SEDOL 2803014 | 0.05% |
| WFRBS 2013-C12 AS 03.5600 03/15/2048 | 0.05% |
| COMPAGNIE DE SAINT-GOBAIN SEDOL 7380482 | 0.05% |
| ENDEAVOR ENERGY P/P 144A 05.7500 01/30/2028 | 0.05% |
| ENTERPRISE PRODUCTS PARTNERS SEDOL 2285388 | 0.05% |
| FNMA FN30 BC1155 UMBS 03.0000 06/01/2046 | 0.05% |
| GOOGLE INC 03.3750 02/25/2024 | 0.05% |
| KONINKLIJKE AHOLD DELHAIZE N SEDOL BD0Q398 | 0.05% |
| PFIZER INC 03.0000 12/15/2026 | 0.05% |
| VIACOMCBS INC 04.2000 06/01/2029 | 0.05% |
| ABBVIE INC P/P 03.8000 03/15/2025 | 0.05% |
| APPLE INC 03.8500 05/04/2043 | 0.05% |
| DAIKIN INDUSTRIES LTD SEDOL 6250724 | 0.05% |
| DEERE & COMPANY 02.6000 06/08/2022 | 0.05% |
| DOVER CORP SEDOL 2278407 | 0.05% |
| GSMS 2011-GC3 D P/P 144A 05.7066 03/10/2044 | 0.05% |
| MET LIFE GLOB P/P 144A 01.9500 01/13/2023 | 0.05% |
| NXP SEMICONDUCTORS NV SEDOL B505PN7 | 0.05% |
| PRUDENTIAL PLC SEDOL 0709954 | 0.05% |
| SCHNEIDER ELECTRIC SE SEDOL 4834108 | 0.05% |
| THALES SA SEDOL 4162791 | 0.05% |
| UNILEVER PLC SEDOL BLRB262 | 0.05% |
| CISCO SYSTEMS INC 02.5000 09/20/2026 | 0.05% |
| DIAGEO PLC SEDOL 0237400 | 0.05% |
| ENBRIDGE INC USD 04.5000 06/10/2044 | 0.05% |
| CREDIT SUISSE NEW YORK 02.8000 04/08/2022 | 0.05% |
| DRAFTKINGS INC - CL A SEDOL BMYML02 | 0.05% |
| GARMIN LTD SEDOL B3Z5T14 | 0.05% |
| UNITEDHEALTH GROUP INC 02.7500 02/15/2023 | 0.05% |
| DOW CHEMICAL CO/THE 03.5000 10/01/2024 | 0.05% |
| NRG ENERGY INC P/P 144A 04.4500 06/15/2029 | 0.05% |
| POLARIS INC SEDOL 2692933 | 0.05% |
| ALPHABET INC 01.9980 08/15/2026 | 0.05% |
| AMAZON.COM INC. 02.5000 11/29/2022 | 0.05% |
| BANK OF AMERICA CORP 03.4990 05/17/2022 | 0.05% |
| BRISTOL-MYERS SQUIBB CO 01.4500 11/13/2030 | 0.05% |
| CAS 2016-C05 2M2 04.6001 01/25/2029 | 0.05% |
| JOHNSON CONTROLS INTL PL 04.9500 07/02/2064 | 0.05% |
| KDDI CORP SEDOL 6248990 | 0.05% |
| L3HARRIS TECH INC 03.8500 12/15/2026 | 0.05% |
| METLIFE CAP TRST IV P/P 144A 07.8750 12/15/2037 | 0.05% |
| PARTNERS GROUP HOLDING AG SEDOL B119QG0 | 0.05% |
| PEUGEOT SA SEDOL 7103526 | 0.05% |
| REPUBLIC SERVICES INC SEDOL 2262530 | 0.05% |
| SWISS RE TREAS P/P 144A 04.2500 12/06/2042 | 0.05% |
| US BANCORP 02.6250 01/24/2022 | 0.05% |
| BNP PARIBAS SEDOL 7309681 | 0.05% |
| COMCAST CORP 02.3500 01/15/2027 | 0.05% |
| DELTA AIR LINES INC SEDOL B1W9D46 | 0.05% |
| NEXI SPA SEDOL BJ1F880 | 0.05% |
| REPUBLIC OF INDONESIA USD 03.8500 10/15/2030 | 0.05% |
| SERVICENOW INC 01.4000 09/01/2030 | 0.05% |
| SPST 2020-6 A 01.9001 09/07/2021 | 0.05% |
| TPAT 2018-SL1 A P/P 144A 00.7493 01/25/2046 | 0.05% |
| VIATRIS INC P/P 144A 02.3000 06/22/2027 | 0.05% |
| ALPHABET INC 02.2500 08/15/2060 | 0.05% |
| AMERICAN EXPRESS COMPANY 02.6500 12/02/2022 | 0.05% |
| ANALOG DEVICES INC 03.9000 12/15/2025 | 0.05% |
| CAS 2017-C01 1M2 03.7001 07/25/2029 | 0.05% |
| ROGERS COMMUNICATIONS IN USD 04.5000 03/15/2043 | 0.05% |
| ROYAL BANK OF CANADA USD 04.6500 01/27/2026 | 0.05% |
| SHERWIN-WILLIAMS CO 03.4500 06/01/2027 | 0.05% |
| WFRBS 2012-C8 AS 03.6600 08/15/2045 | 0.05% |
| BANCO BILBAO VIZCAYA ARGENTA SEDOL 5501906 | 0.04% |
| BRUNSWICK CORP SEDOL 2149309 | 0.04% |
| CARLSBERG AS-B SEDOL 4169219 | 0.04% |
| CHENIERE CORP CHRIST 05.1250 06/30/2027 | 0.04% |
| COX COMM INC P/P 144A 02.9500 10/01/2050 | 0.04% |
| CROWN CASTLE INTL CORP 03.7000 06/15/2026 | 0.04% |
| CWALT 2006-OA10 4A1 00.3401 08/25/2046 | 0.04% |
| ERAC USA FINANCE LLC P/P 144A 05.6250 03/15/2042 | 0.04% |
| KINDER MORGAN ENER PART 03.5000 03/01/2021 | 0.04% |
| SAMSUNG ELECTRONICS-PREF SEDOL 6773812 | 0.04% |
| TCI COMMUNICATIONS INC 07.1250 02/15/2028 | 0.04% |
| UBS GROUP AG-REG SEDOL BRJL176 | 0.04% |
| WPX ENERGY INC 05.2500 10/15/2027 | 0.04% |
| AMDOCS LTD SEDOL 2256908 | 0.04% |
| ANHEUSER-BUSCH INBEV WOR 04.7500 01/23/2029 | 0.04% |
| BP CAP MARKETS AMERICA 03.1190 05/04/2026 | 0.04% |
| CITIGROUP INC 04.5000 01/14/2022 | 0.04% |
| COMM 2014-CR19 AM 04.0800 08/10/2047 | 0.04% |
| COVESTRO AG SEDOL BYTBWY9 | 0.04% |
| HOME DEPOT INC 02.6250 06/01/2022 | 0.04% |
| INVITATION HOMES INC SEDOL BD81GW9 | 0.04% |
| MINEBEA CO LTD SEDOL 6642406 | 0.04% |
| MRAIT 2020-11 A1X 01.9000 04/23/2021 | 0.04% |
| ORACLE CORP 01.9000 09/15/2021 | 0.04% |
| SPST 2020-13 A 01.6501 10/10/2021 | 0.04% |
| SPST 2020-WL1 A 01.3001 06/25/2051 | 0.04% |
| TELEDYNE TECHNOLOGIES INC SEDOL 2503477 | 0.04% |
| WALT DISNEY COMPANY 07.7500 12/01/2045 | 0.04% |
| WASTE CONNECTIONS INC 03.5000 05/01/2029 | 0.04% |
| ANHEUSER-BUSCH INBEV WOR 05.5500 01/23/2049 | 0.04% |
| APPLE INC 04.3750 05/13/2045 | 0.04% |
| AVALONBAY COMMUNITIES INC SEDOL 2131179 | 0.04% |
| AVIVA PLC SEDOL 0216238 | 0.04% |
| CISCO SYSTEMS INC 05.9000 02/15/2039 | 0.04% |
| ENEL SPA SEDOL 7144569 | 0.04% |
| EPICOR SOFTWARE TLB L+425 05.2500 07/30/2027 | 0.04% |
| ESSITY AKTIEBOLAG-B SEDOL BF1K7P7 | 0.04% |
| INTL FLAVOR & FRAGRANCES 04.4500 09/26/2028 | 0.04% |
| MITSUBISHI UFJ FIN GRP USD 03.8500 03/01/2026 | 0.04% |
| ORSTED A/S SEDOL BYT16L4 | 0.04% |
| PINNACLE WEST CAPITAL SEDOL 2048804 | 0.04% |
| SPST 2020-15 A 01.5201 12/10/2021 | 0.04% |
| ABB LTD-REG SEDOL 7108899 | 0.04% |
| BMW US CAPITAL LLC P/P 144A 03.9500 08/14/2028 | 0.04% |
| CAIXABANK SA SEDOL B283W97 | 0.04% |
| CSAIL 2020-C19 XA IO 01.2419 03/15/2053 | 0.04% |
| EDP-ENERGIAS DE PORTUGAL SA SEDOL 4103596 | 0.04% |
| HITACHI LTD SEDOL 6429104 | 0.04% |
| HOME DEPOT INC 05.9500 04/01/2041 | 0.04% |
| KEURIG DR PEPPER INC 04.5970 05/25/2028 | 0.04% |
| KONINKLIJKE DSM NV SEDOL B0HZL93 | 0.04% |
| LLOYDS BANKING GROUP PLC USD 04.5000 11/04/2024 | 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% |
| SECOM CO LTD SEDOL 6791591 | 0.04% |
| SKANDINAVISKA ENSKILDA BAN-A SEDOL 4813345 | 0.04% |
| TRK 2019-1 A1 04.3356 03/25/2022 | 0.04% |
| WOLTERS KLUWER SEDOL 5671519 | 0.04% |
| ADIDAS AG SEDOL 4031976 | 0.04% |
| ALIMENTATION COUCHE-TARD 3.550000 07/26/2027 | 0.04% |
| BERRY GLOBAL GROUP INC SEDOL B8BR3H3 | 0.04% |
| BMIR 2019-4A M1C P/P 144A 02.6501 10/25/2029 | 0.04% |
| BRISTOL-MYERS 02.2500 08/15/2021 | 0.04% |
| CIGNA CORP 03.9000 02/15/2022 | 0.04% |
| CSX CORP 04.1000 03/15/2044 | 0.04% |
| DUKE REALTY CORP SEDOL 2284084 | 0.04% |
| ENBRIDGE INC USD 04.2500 12/01/2026 | 0.04% |
| ERAC USA FINANCE LLC P/P 144A 07.0000 10/15/2037 | 0.04% |
| GLENCORE FUNDING LLC P/P 144A 04.0000 04/16/2025 | 0.04% |
| JPMORGAN CHASE & CO 04.6000 02/01/2025 | 0.04% |
| MET LIFE GLOB P/P 144A 02.4000 06/17/2022 | 0.04% |
| REPUBLIC OF PARAGUAY REGS 04.7000 03/27/2027 | 0.04% |
| APTIV PLC SEDOL B783TY6 | 0.04% |
| CITIGROUP INC 04.4500 09/29/2027 | 0.04% |
| CROWN CASTLE INTL CORP 03.8000 02/15/2028 | 0.04% |
| CROWN HOLDINGS INC | 0.04% |
| JOHNSON CONTROLS INTL PL 04.5000 02/15/2047 | 0.04% |
| LMAT 2020-GS5 A1 03.2500 06/25/2060 | 0.04% |
| MARSH & MCLENNAN COS INC 04.9000 03/15/2049 | 0.04% |
| ORACLE CORP 05.3750 07/15/2040 | 0.04% |
| DIGITAL REALTY TRUST LP 04.4500 07/15/2028 | 0.04% |
| MATCH GRP HLD II LLC P/P 144A 04.6250 06/01/2028 | 0.04% |
| MERCK KGAA SEDOL 4741844 | 0.04% |
| MODERNA INC SEDOL BGSXTS3 | 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% |
| SHRP 2020-1 NOTE 03.1091 07/25/2024 | 0.04% |
| SPRINT CORP 07.8750 09/15/2023 | 0.04% |
| VISTRA CORP SEDOL BZ8VJQ8 | 0.04% |
| BP PLC SEDOL 0798059 | 0.04% |
| DOLLAR GENERAL CORP 03.2500 04/15/2023 | 0.04% |
| FORD MOTOR CREDIT CO LLC 05.1250 06/16/2025 | 0.04% |
| JAPAN EXCHANGE GROUP INC SEDOL 6743882 | 0.04% |
| REPUBLIC OF COLOMBIA USD 03.8750 04/25/2027 | 0.04% |
| TRANSCANADA TRUST USD 05.3000 03/15/2077 | 0.04% |
| UNUM GROUP SEDOL 2433842 | 0.04% |
| AIR LEASE CORP 04.6250 10/01/2028 | 0.04% |
| CCO HOLDINGS LLC P/P 144A 05.3750 06/01/2029 | 0.04% |
| CONSTELLATION BRANDS INC-A SEDOL 2170473 | 0.04% |
| FIDELITY NATIONAL INFORM 04.2500 05/15/2028 | 0.04% |
| FLUTTER ENTERTAINMENT PLC SEDOL BWXC0Z1 | 0.04% |
| KEURIG DR PEPPER INC 04.4170 05/25/2025 | 0.04% |
| L3HARRIS TECH INC 04.4000 06/15/2028 | 0.04% |
| LBMLT 2004-1 A2 00.9501 02/25/2034 | 0.04% |
| MARSH & MCLENNAN COS INC 04.3750 03/15/2029 | 0.04% |
| NIHON M&A CENTER INC SEDOL B1DN466 | 0.04% |
| T-MOBILE USA INC P/P 144A 03.8750 04/15/2030 | 0.04% |
| TARGA RESOURCES PART 05.0000 01/15/2028 | 0.04% |
| WESTPAC BANKING CORP USD 02.9630 11/16/2040 | 0.04% |
| BRENNTAG AG SEDOL B4YVF56 | 0.04% |
| CASEYS GENERAL | 0.04% |
| ERAC USA FINANCE LLC P/P 144A 04.5000 02/15/2045 | 0.04% |
| ING BANK NV P/P 144A 05.8000 09/25/2023 | 0.04% |
| MBX.FN30.500.10 R USL1M P 01/12/41 BC | 0.04% |
| MSBAM 2012-C5 E P/P 144A 04.8309 08/15/2045 | 0.04% |
| SOCIETE GENERALE P/P 144A 05.3750 11/18/2050 | 0.04% |
| TEMPUR SEALY INTERNATIONAL I SEDOL 2216991 | 0.04% |
| TERRIER MEDIA TLB L+425 04.3955 12/17/2026 | 0.04% |
| TOKYO ELECTRON LTD SEDOL 6895675 | 0.04% |
| TRUIST BANK 02.6360 09/17/2029 | 0.04% |
| AES CORP/THE 05.5000 04/15/2025 | 0.04% |
| AKZO NOBEL N.V. SEDOL BJ2KSG2 | 0.04% |
| APTARGROUP INC SEDOL 2045247 | 0.04% |
| AXALTA COATING SYSTEMS LTD SEDOL BSFWCF5 | 0.04% |
| BAKER HUGHES CO SEDOL BDHLTQ5 | 0.04% |
| CISCO SYSTEMS INC 02.2000 02/28/2021 | 0.04% |
| CITIGROUP INC 04.6000 03/09/2026 | 0.04% |
| DBS GROUP HOLDINGS LTD SEDOL 6175203 | 0.04% |
| DOMINICAN REPUBLIC REGS 06.8750 01/29/2026 | 0.04% |
| DUKE ENERGY INDIANA LLC 06.4500 04/01/2039 | 0.04% |
| EXXON MOBIL CORPORATION 02.2220 03/01/2021 | 0.04% |
| KEYCORP SEDOL 2490911 | 0.04% |
| LAMB WESTON HOLDINGS P/P 144A 04.8750 11/01/2026 | 0.04% |
| LIBERTY GLOBAL PLC- C SEDOL B8W67B1 | 0.04% |
| MOODY S CORP | 0.04% |
| SHIN-ETSU CHEMICAL CO LTD SEDOL 6804585 | 0.04% |
| VISTRA OPERATION P/P 144A 03.5500 07/15/2024 | 0.04% |
| ARES CAPITAL CORP 03.8750 01/15/2026 | 0.03% |
| CFCRE 2011-C2 E P/P 144A 05.9307 12/15/2047 | 0.03% |
| COX COMM INC P/P 144A 03.5000 08/15/2027 | 0.03% |
| FHMS K099 X1 IO 01.0055 09/25/2029 | 0.03% |
| FISERV INC 03.5000 07/01/2029 | 0.03% |
| FIVE CORNERS FUNDING P/P 144A 04.4190 11/15/2023 | 0.03% |
| JPMBB 2013-C12 C 04.2360 07/15/2045 | 0.03% |
| PPG INDUSTRIES INC SEDOL 2698470 | 0.03% |
| ROPER TECHNOLOGIES INC SEDOL 2749602 | 0.03% |
| SPECTRA ENERGY PARTNERS 03.3750 10/15/2026 | 0.03% |
| UBS AG LONDON P/P 144A 01.7500 04/21/2022 | 0.03% |
| WOOLWORTHS GROUP LTD SEDOL 6981239 | 0.03% |
| ALLISON TRANSMISSION HOLDING SEDOL B4PZ892 | 0.03% |
| ALPHABET INC 03.6250 05/19/2021 | 0.03% |
| AMERICAN TOWER CORP 02.9000 01/15/2030 | 0.03% |
| CITIGROUP INC 04.7500 05/18/2046 | 0.03% |
| COMCAST CORP 04.0490 11/01/2052 | 0.03% |
| CREDIT AGRICOLE SA SEDOL 7262610 | 0.03% |
| GEORGIA-PACIFIC LLC P/P 144A 02.1000 04/30/2027 | 0.03% |
| GOODMAN GROUP SEDOL B03FYZ4 | 0.03% |
| HANA FINANCIAL GROUP SEDOL B0RNRF5 | 0.03% |
| IMPERIAL BRANDS PLC SEDOL 0454492 | 0.03% |
| KINGFISHER PLC SEDOL 3319521 | 0.03% |
| LAMAR ADVERTISING CO-A SEDOL BSPHGN6 | 0.03% |
| ORIX CORP SEDOL 6661144 | 0.03% |
| RENESAS ELECTRONICS CORP SEDOL 6635677 | 0.03% |
| SLM CORP | 0.03% |
| VISTRA CORP P/P 144A 04.3000 07/15/2029 | 0.03% |
| WFRBS 2011-C3 D P/P 144A 05.8420 03/15/2044 | 0.03% |
| CAS 2016-C03 2M2 06.0501 10/25/2028 | 0.03% |
| COMPUGROUP MEDICAL SE & CO K SEDOL BMY7CH1 | 0.03% |
| ENERGY TRANSFER OPERATNG 05.2000 02/01/2022 | 0.03% |
| NABTESCO CORP SEDOL 6687571 | 0.03% |
| NSTAR ELECTRIC CO 02.3750 10/15/2022 | 0.03% |
| SAMI 2007-AR7 1A1 01.0001 05/25/2047 | 0.03% |
| VOLKSWAGEN AG PFD SEDOL 5497168 | 0.03% |
| WAMU 2005-AR12 1A8 02.9383 10/25/2035 | 0.03% |
| WFCM 2013-LC12 C 04.4100 07/15/2046 | 0.03% |
| 10X GENOMICS INC-CLASS A SEDOL BKS3RS7 | 0.03% |
| BRISTOL-MYERS 03.4000 07/26/2029 | 0.03% |
| CHARTER COMM OPT LLC/CAP 03.7000 04/01/2051 | 0.03% |
| CHARTER COMM OPT LLC/CAP 03.7500 02/15/2028 | 0.03% |
| CHS/COMMUNITY HEALTH SYS 06.2500 03/31/2023 | 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% |
| CWALT 2006-OA7 1A2 01.6834 06/25/2046 | 0.03% |
| ENERGY TRANSFER OPERA 05.8750 01/15/2024 | 0.03% |
| GSMS 2017-GS7 AS 03.6630 08/10/2050 | 0.03% |
| INTERCONTINENTALEXCHANGE 01.8500 09/15/2032 | 0.03% |
| MORGAN STANLEY 05.5000 07/28/2021 | 0.03% |
| MSC 2011-C3 B P/P 144A 05.4191 07/15/2049 | 0.03% |
| NRG P/P 144A 03.7500 06/15/2024 | 0.03% |
| PENSKE TRUCK LEASING P/P 144A 03.9000 02/01/2024 | 0.03% |
| SHIONOGI & CO LTD SEDOL 6804682 | 0.03% |
| WFRBS 2011-C5 D P/P 144A 05.8443 11/15/2044 | 0.03% |
| WH GROUP LTD SEDOL BLLHKZ1 | 0.03% |
| BANK OF AMERICA CORP 06.1000 12/29/2049 | 0.03% |
| BANK OF NOVA SCOTIA USD 02.0000 11/15/2022 | 0.03% |
| BHP GROUP PLC SEDOL BH0P3Z9 | 0.03% |
| COMCAST CORP 03.9990 11/01/2049 | 0.03% |
| COMM 2013-CR11 C P/P 144A 05.2852 08/10/2050 | 0.03% |
| CWALT 2005-59 1A1 00.8065 11/20/2035 | 0.03% |
| FORTESCUE METALS GROUP LTD SEDOL B2B2B49 | 0.03% |
| GSMS 2016-GS3 A4 02.8500 10/10/2049 | 0.03% |
| LLOYDS BANKING GROUP PLC USD 04.6500 03/24/2026 | 0.03% |
| MSBAM 2014-C14 C 05.2187 02/15/2047 | 0.03% |
| NETWORK INTERNATIONAL HOLDIN SEDOL BH3VJ78 | 0.03% |
| NEXON CO LTD SEDOL B63QM77 | 0.03% |
| PETROBRAS GLOBAL FINANCE USD 07.3750 01/17/2027 | 0.03% |
| REPUBLIC OF KAZAKHSTAN REGS 05.1250 07/21/2025 | 0.03% |
| REPUBLICA ORIENT URUGUAY USD 07.6250 03/21/2036 | 0.03% |
| SAREPTA THERAPEUTICS INC SEDOL B8DPDT7 | 0.03% |
| STACR 2016-DNA1 M3 05.6993 07/25/2028 | 0.03% |
| ATLAS COPCO AB-A SHS SEDOL BD97BN2 | 0.03% |
| CK ASSET HOLDINGS LTD SEDOL BYZQ077 | 0.03% |
| DIASORIN SPA SEDOL B234WN9 | 0.03% |
| FHLMC FR30 ZS9547 UMBS 04.0000 09/01/2045 | 0.03% |
| GENTEX CORP SEDOL 2366799 | 0.03% |
| GSMS 2015-GC32 AS 04.0180 07/10/2048 | 0.03% |
| HONEYWELL INTL 03.8120 11/21/2047 | 0.03% |
| KKR GROUP FIN CO III P/P 144A 05.1250 06/01/2044 | 0.03% |
| LEGRAND SA SEDOL B11ZRK9 | 0.03% |
| LIVE NATION ENTERTAINMENT IN SEDOL B0T7YX2 | 0.03% |
| NEUBERGER BERMAN GRP P/P 144A 04.8750 04/15/2045 | 0.03% |
| VIACOMCBS INC 02.9000 01/15/2027 | 0.03% |
| 3I GROUP PLC SEDOL B1YW440 | 0.03% |
| ASML HOLDING NV SEDOL B929F46 | 0.03% |
| CGCMT 2014-GC21 AS 04.0260 05/10/2047 | 0.03% |
| CINTAS CORP SEDOL 2197137 | 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% |
| LOGITECH INTERNATIONAL-REG SEDOL B18ZRK2 | 0.03% |
| MOODY'S CORPORATION 02.5500 08/18/2060 | 0.03% |
| NIPPON TELEGRAPH & TELEPHONE SEDOL 6641373 | 0.03% |
| PALTAC CORPORATION SEDOL B61BG94 | 0.03% |
| PUBLIC SERVICE ELECTRIC 05.5000 03/01/2040 | 0.03% |
| RELIANCE STEEL & ALUMINUM SEDOL 2729068 | 0.03% |
| REPUBLIC OF SOUTH AFRICA USD 04.8500 09/27/2027 | 0.03% |
| UBI SOFT ENTERTA SEDOL B1L3CS6 | 0.03% |
| APPLE INC 02.8500 05/06/2021 | 0.03% |
| APPLE INC 03.4500 05/06/2024 | 0.03% |
| ASAHI GROUP HOLDINGS LTD SEDOL 6054409 | 0.03% |
| CELANESE US HOLDINGS LLC 03.5000 05/08/2024 | 0.03% |
| COMMONWEALTH EDISON CO 05.9000 03/15/2036 | 0.03% |
| DIALOG SEMICONDUCTOR PLC SEDOL 5982200 | 0.03% |
| DIAMONDBACK ENERGY INC 03.2500 12/01/2026 | 0.03% |
| DISCOVERY INC - A SEDOL B3D7K31 | 0.03% |
| ENTERPRISE PRODUCTS OPER 02.8000 01/31/2030 | 0.03% |
| FIAT CHRYSLER AUTOMOBILES NV SEDOL BRJFWP3 | 0.03% |
| GSMS 2019-GC42 AS 03.2117 09/01/2052 | 0.03% |
| KION GROUP AG SEDOL BB22L96 | 0.03% |
| LMAT 2019-GS7 A1 03.2500 11/25/2059 | 0.03% |
| NIPPON PROLOGIS REIT INC SEDOL B98BC67 | 0.03% |
| PPL CAPITAL FUNDING INC 04.2000 06/15/2022 | 0.03% |
| SOFTWARE AG SEDOL BF06WX9 | 0.03% |
| TAIWAN SEMICONDUCTOR MANUFAC SEDOL 6889106 | 0.03% |
| TEMPO ACQ LLC/FI P/P 144A 06.7500 06/01/2025 | 0.03% |
| WFRBS 2013-C11 AS 03.3110 03/15/2045 | 0.03% |
| ZALANDO SE SEDOL BQV0SV7 | 0.03% |
| ADECCO GROUP AG-REG SEDOL 7110720 | 0.03% |
| BANK 2017-BNK8 B 04.0631 11/15/2050 | 0.03% |
| BANK LEUMI LE-ISRAEL SEDOL 6076425 | 0.03% |
| CELANESE CORP SEDOL B05MZT4 | 0.03% |
| CI FINANCIAL CORP SEDOL B3KT0S5 | 0.03% |
| CITIGROUP INC 02.9000 12/08/2021 | 0.03% |
| CSC HOLDINGS LLC P/P 144A 07.5000 04/01/2028 | 0.03% |
| E.ON SE SEDOL 4942904 | 0.03% |
| GSMS 2011-GC3 C P/P 144A 05.7066 03/10/2044 | 0.03% |
| LMAT 2020-GS1 A1 02.8820 10/25/2059 | 0.03% |
| LVMH MOET HENNESSY LOUIS VUI SEDOL 4061412 | 0.03% |
| MSBAM 2014-C17 C 04.6367 08/15/2047 | 0.03% |
| NOMURA RESEARCH INSTITUTE LT SEDOL 6390921 | 0.03% |
| OSHKOSH CORP 04.6000 05/15/2028 | 0.03% |
| SINGAPORE EXCHANGE LTD SEDOL 6303866 | 0.03% |
| SPRINT CAPITAL CORPORATION 06.8750 11/15/2028 | 0.03% |
| STACR 2017-DNA2 M2 03.6001 10/25/2029 | 0.03% |
| SYSCO CORP SEDOL 2868165 | 0.03% |
| THE BANK OF NOVA SCOTIA USD 02.7000 03/07/2022 | 0.03% |
| VERIZON COMMUNICATIONS 01.7500 01/20/2031 | 0.03% |
| VERTIV TLB L+300 03.1534 03/02/2027 | 0.03% |
| AHM 2007-1 GA1C 00.3401 05/25/2047 | 0.02% |
| BBCMS 2019-C3 B 04.0960 05/15/2052 | 0.02% |
| BRITISH AMERICAN TOBACCO PLC SEDOL 0287580 | 0.02% |
| CACI INTERNATIONAL INC -CL A SEDOL 2159267 | 0.02% |
| CAS 2016-C01 2M2 07.1001 08/25/2028 | 0.02% |
| CENOVUS ENERGY INC SEDOL B57FG04 | 0.02% |
| COMCAST CORP 03.1500 03/01/2026 | 0.02% |
| DOMINICAN REPUBLIC REGS 06.5000 02/15/2048 | 0.02% |
| EIFFAGE SEDOL B13X013 | 0.02% |
| EQUINIX INC 03.2000 11/18/2029 | 0.02% |
| OSAT 2020-RPL1 A1 03.1990 12/26/2059 | 0.02% |
| PPSI 2004-WCW2 M3 01.2001 10/25/2034 | 0.02% |
| SARTORIUS STEDIM BIOTECH SEDOL BYZ2QP5 | 0.02% |
| SBI HOLDINGS INC SEDOL 6309466 | 0.02% |
| SIG COMBIBLOC GROUP AG SEDOL BD5GN60 | 0.02% |
| TENET HEALTHCARE P/P 144A 04.8750 01/01/2026 | 0.02% |
| TPMT 2015-1 A2 P/P 144A 03.2500 10/25/2053 | 0.02% |
| VOLVO AB-B SHS SEDOL B1QH830 | 0.02% |
| ARROW ELECTRONICS INC SEDOL 2051404 | 0.02% |
| BRAMBLES LTD SEDOL B1FJ0C0 | 0.02% |
| CANTOR FITZGERALD LP P/P 144A 06.5000 06/17/2022 | 0.02% |
| CFCRE 2011-C1 D P/P 144A 06.2553 04/15/2044 | 0.02% |
| COUSINS PROPERTIES INC SEDOL BJP0MF6 | 0.02% |
| CREDIT AGRICOLE SA P/P 144A 04.0000 01/10/2033 | 0.02% |
| GLAXOSMITHKLINE PLC SEDOL 0925288 | 0.02% |
| GLOBAL PAYMENTS INC 02.9000 05/15/2030 | 0.02% |
| JPMCC 2012-C6 E P/P 144A 05.3237 05/15/2045 | 0.02% |
| MSBAM 2013-C8 B 03.6941 12/15/2048 | 0.02% |
| PORSCHE AUTOMOBIL HLDG-PRF SEDOL 7101069 | 0.02% |
| RELIANC-GDR 144A 144A SEDOL B16CYP9 | 0.02% |
| TOTAL CAPITAL INTL SA USD 02.7500 06/19/2021 | 0.02% |
| TRUIST FINANCIAL CORP 04.8000 12/31/2099 | 0.02% |
| UBS GROUP AG P/P 144A 04.1250 04/15/2026 | 0.02% |
| ZOETIS INC 02.0000 05/15/2030 | 0.02% |
| ABCAM PLC SEDOL B677469 | 0.02% |
| ALIMEN COUCHE P/P 144A 02.9500 01/25/2030 | 0.02% |
| ASHLAND GLOBAL HOLDINGS INC SEDOL BYND5N1 | 0.02% |
| BANK 2019-BN20 XA IO 00.9619 09/15/2062 | 0.02% |
| CAS 2016-C06 1M2 04.4001 04/25/2029 | 0.02% |
| CHEVRON CORP 02.1000 05/16/2021 | 0.02% |
| CMLTI 2005-2 1A2A 03.5546 05/25/2035 | 0.02% |
| COMM 2013-CR11 AM 04.7150 08/10/2050 | 0.02% |
| DEUTSCHE TELEKOM INT FIN USD 08.7500 06/15/2030 | 0.02% |
| GNR 2016-H16 EI IO 02.4964 06/20/2066 | 0.02% |
| ITOCHU TECHNO-SOLUTIONS CORP SEDOL 6200194 | 0.02% |
| JPMBB 2014-C19 C 04.8322 04/15/2047 | 0.02% |
| JPMCC 2010-C2 C P/P 144A 05.8430 11/15/2043 | 0.02% |
| JPMCC 2013-C16 AS 04.5169 12/15/2046 | 0.02% |
| JPMCC 2013-LC11 C 03.9582 04/15/2046 | 0.02% |
| LEGAL & GENERAL GROUP PLC SEDOL 0560399 | 0.02% |
| M3 INC SEDOL B02K2M3 | 0.02% |
| MSBAM 2012-C6 D P/P 144A 04.6913 11/15/2045 | 0.02% |
| NUTRIEN LTD. USD 04.2000 04/01/2029 | 0.02% |
| RAYTHEON TECH CORP P/P 144A 04.8750 10/15/2040 | 0.02% |
| STACR 2014-HQ2 M3 03.9001 09/25/2024 | 0.02% |
| STACR 2016-HQA3 M3 04.0001 03/25/2029 | 0.02% |
| US BANCORP 02.9500 07/15/2022 | 0.02% |
| WFCM 2013-LC12 AS 04.4100 07/15/2046 | 0.02% |
| ACCENTURE PLC-CL A SEDOL B4BNMY3 | 0.02% |
| AGL ENERGY LTD SEDOL BSS7GP5 | 0.02% |
| APPALACHIAN POWER CO 04.6000 03/30/2021 | 0.02% |
| ASTRAZENECA PLC SEDOL 0989529 | 0.02% |
| CD 2017-CD3 A4 03.6310 02/10/2050 | 0.02% |
| CENTENE CORP 04.6250 12/15/2029 | 0.02% |
| CHINA MOBILE LTD SEDOL 6073556 | 0.02% |
| COMM 2014-CR18 C 04.9015 07/15/2047 | 0.02% |
| CON EDISON CO OF NY INC 04.2000 03/15/2042 | 0.02% |
| CRED SUIS GP FUN LTD USD 03.4500 04/16/2021 | 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% |
| CWALT 2006-OA19 A1 00.3265 02/20/2047 | 0.02% |
| DBUBS 2011-LC2A B P/P 144A 04.9980 07/10/2044 | 0.02% |
| FERRARI NV SEDOL BD6G507 | 0.02% |
| FUJITSU LTD SEDOL 6356945 | 0.02% |
| GLENCORE FUNDING LLC P/P 144A 04.6250 04/29/2024 | 0.02% |
| JPMBB 2013-C12 B 04.2360 07/15/2045 | 0.02% |
| KBC GROUP NV SEDOL 4497749 | 0.02% |
| LINDE PLC SEDOL BYWD9S5 | 0.02% |
| OTIS WORLDWIDE CORP 02.5650 02/15/2030 | 0.02% |
| PACKAGING CORP OF AMERIC 04.5000 11/01/2023 | 0.02% |
| PANDORA A/S SEDOL B44XTX8 | 0.02% |
| PLANTRONICS INC P/P 144A 05.5000 05/31/2023 | 0.02% |
| STACR 2016-HQA1 M3 06.5001 09/25/2028 | 0.02% |
| STACR 2016-HQA2 M3 05.3001 11/25/2028 | 0.02% |
| STACR 2017-DNA1 M2 03.4001 07/25/2029 | 0.02% |
| STACR 2020-HQA4 M1 01.4501 09/25/2050 | 0.02% |
| TRANSDIGM INC. P/P 144A 06.2500 03/15/2026 | 0.02% |
| UBSCM 2012-C1 C P/P 144A 05.7545 05/10/2045 | 0.02% |
| UNITED MEXICAN STATES USD 02.6590 05/24/2031 | 0.02% |
| UNITEDHEALTH GROUP INC 02.8750 03/15/2022 | 0.02% |
| WELLS FARGO & COMPANY 05.8750 12/29/2049 | 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% |
| BANCO SANTANDER SA USD 05.1790 11/19/2025 | 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% |
| COSTCO WHOLESALE CORP SEDOL 2701271 | 0.02% |
| DAIWA HOUSE INDUSTRY CO LTD SEDOL 6251363 | 0.02% |
| DIVERSIFIED HEALTHCARE T 09.7500 06/15/2025 | 0.02% |
| EQUINOR ASA USD 05.1000 08/17/2040 | 0.02% |
| FAURECIA SEDOL 4400446 | 0.02% |
| FHMS K104 XAM 01.3839 01/25/2030 | 0.02% |
| FIDELITY NATIONAL FINANCIAL SEDOL BNBRDD4 | 0.02% |
| GMO INTERNET INC SEDOL 6170167 | 0.02% |
| GSMS 2013-GCJ14 B P/P 144A 04.9013 08/10/2046 | 0.02% |
| HCA INC. 05.3750 09/01/2026 | 0.02% |
| INTL BUSINESS MACHINES CORP SEDOL 2005973 | 0.02% |
| JPMORGAN CHASE & CO 01.2210 05/15/2047 | 0.02% |
| LASERTEC CORP SEDOL 6506267 | 0.02% |
| LPL FINANCIAL HOLDINGS INC SEDOL B75JX34 | 0.02% |
| NATWEST GROUP PLC USD 04.8920 05/18/2029 | 0.02% |
| NITTO DENKO CORP SEDOL 6641801 | 0.02% |
| NUTRITION & BIO P/P 144A 02.3000 11/01/2030 | 0.02% |
| OTSUKA CORP SEDOL 6267058 | 0.02% |
| PENSKE TRUCK LE P/P 144A 03.4000 11/15/2026 | 0.02% |
| REP OF INDONESIA P/P 144A 04.7500 01/08/2026 | 0.02% |
| SABINE PASS LIQUEFACTION 04.2000 03/15/2028 | 0.02% |
| SEI INVESTMENTS COMPANY SEDOL 2793610 | 0.02% |
| SNAM SPA SEDOL 7251470 | 0.02% |
| SUMITOMO MITSUI TRUST HOLDIN SEDOL 6431897 | 0.02% |
| VIDEOTRON LTD / LTEE P/P 144A 05.1250 04/15/2027 | 0.02% |
| WATCO COS LLC/FI P/P 144A 06.5000 06/15/2027 | 0.02% |
| WEYERHAEUSER CO 07.3750 03/15/2032 | 0.02% |
| WFRBS 2012-C9 D P/P 144A 04.9709 11/15/2045 | 0.02% |
| WFRBS 2013-UBS1 AS 04.3060 03/15/2046 | 0.02% |
| AENA SME SA SEDOL BVRZ8L1 | 0.02% |
| AMAZON.COM INC 01.5000 06/03/2030 | 0.02% |
| BPCE SA P/P 144A 05.1500 07/21/2024 | 0.02% |
| CD 2017-CD6 AM 03.7090 11/13/2050 | 0.02% |
| COMM 2014-LC15 AM 04.1980 04/10/2047 | 0.02% |
| CSAIL 2019-C15 B 04.4757 03/15/2052 | 0.02% |
| GCP APPLIED TECH P/P 144A 05.5000 04/15/2026 | 0.02% |
| GENERAL MOTORS FINL CO 04.3000 07/13/2025 | 0.02% |
| GNR 2015-H25 BI IO 01.9291 10/20/2065 | 0.02% |
| GOODRX HOLDINGS INC-CLASS A SEDOL BMTVQT8 | 0.02% |
| KINDER MORGAN ENER PART 03.4500 02/15/2023 | 0.02% |
| LNSTR 2017-5 AS P/P 144A 04.0210 03/10/2050 | 0.02% |
| MGIC INVESTMENT CORP SEDOL 2548616 | 0.02% |
| REINSURANCE GROUP OF AMERICA SEDOL 2731193 | 0.02% |
| STACR 2015-HQA2 M3 04.9501 05/25/2028 | 0.02% |
| STAPLES INC P/P 144A 07.5000 04/15/2026 | 0.02% |
| TEVA PHARMACEUTICALS NE USD 06.7500 03/01/2028 | 0.02% |
| WAMU 2005-AR10 1A3 03.0373 09/25/2035 | 0.02% |
| AES CORP SEDOL 2002479 | 0.02% |
| ALKERMES PLC SEDOL B3P6D26 | 0.02% |
| ARD FINANCE SA P/P 144A 06.5000 06/30/2027 | 0.02% |
| ARRW 2019-3 A3 03.4160 10/25/2048 | 0.02% |
| ASSOCIATED BRITISH FOODS PLC SEDOL 0673123 | 0.02% |
| CHEMOURS CO/THE SEDOL BZ0CTP8 | 0.02% |
| CSC HOLDINGS LLC 05.2500 06/01/2024 | 0.02% |
| DIAMOND 1 FIN/DIAMON P/P 144A 08.3500 07/15/2046 | 0.02% |
| DOLLAR GENERAL CORP SEDOL B5B1S13 | 0.02% |
| DRMT 2020-2 A1 01.6920 05/25/2065 | 0.02% |
| DUKE ENERGY PROGRESS LLC 03.3750 09/01/2023 | 0.02% |
| ENI SPA SEDOL 7145056 | 0.02% |
| EQUITY LIFESTYLE PROPERTIES SEDOL 2563125 | 0.02% |
| FHMS K740 X1 00.7612 09/25/2027 | 0.02% |
| GLOBAL MEDICAL RESPONS L+475 05.7500 10/02/2025 | 0.02% |
| GSMS 2012-GC6 AS P/P 144A 04.9480 01/12/2045 | 0.02% |
| HCA INC. 05.5000 06/15/2047 | 0.02% |
| KOITO MANUFACTURING CO LTD SEDOL 6496324 | 0.02% |
| MWST 2020-1 A 01.0501 10/25/2053 | 0.02% |
| NAVISTAR INTL TLB L+350 03.6500 11/06/2024 | 0.02% |
| PERTAMINA PERSERO PT P/P 144A 04.3000 05/20/2023 | 0.02% |
| PULTEGROUP INC 05.5000 03/01/2026 | 0.02% |
| PULTEGROUP INC. 07.8750 06/15/2032 | 0.02% |
| REP OF INDONESIA P/P 144A 03.3750 04/15/2023 | 0.02% |
| RMLT 2020-2 A2 02.5080 05/25/2060 | 0.02% |
| SCOTTS MIRACLE-GRO CO SEDOL 2781518 | 0.02% |
| TENET HEALTHCARE COR P/P 144A 05.1250 11/01/2027 | 0.02% |
| WESTROCK MWV LLC 07.9500 02/15/2031 | 0.02% |
| WFCM 2015-NXS3 AS 03.9720 09/15/2057 | 0.02% |
| WILMAR INTERNATIONAL LTD SEDOL B17KC69 | 0.02% |
| AURIZON HOLDINGS LTD SEDOL B87CVM3 | 0.02% |
| BERKSHIRE HATHAWAY FIN 04.3000 05/15/2043 | 0.02% |
| BLACKSTONE HLDG FINA P/P 144A 01.6000 03/30/2031 | 0.02% |
| BROADRIDGE FINANCIAL SOLUTIO SEDOL B1VP7R6 | 0.02% |
| CK HUTCHISON HOLDINGS LTD SEDOL BW9P816 | 0.02% |
| COMM 2014-LC15 B 04.5990 04/10/2047 | 0.02% |
| EOG RESOURCES INC SEDOL 2318024 | 0.02% |
| FAIRFAX US INC P/P 144A 04.8750 08/13/2024 | 0.02% |
| FHMS KW10 X1 IO 00.7736 09/25/2029 | 0.02% |
| GNR 2014-116 IL IO 04.0000 08/20/2044 | 0.02% |
| HIKMA PHARMACEUTICALS PLC SEDOL B0LCW08 | 0.02% |
| IHEARTCOMMUNICATIONS INC 08.3750 05/01/2027 | 0.02% |
| KOSE CORP SEDOL 6194468 | 0.02% |
| MONDELEZ INTL HLDING P/P 144A 02.0000 10/28/2021 | 0.02% |
| MSBAM 2015-C24 B 04.4870 05/15/2048 | 0.02% |
| NOVELIS CORP P/P 144A 05.8750 09/30/2026 | 0.02% |
| PROLOGIS LP 02.2500 04/15/2030 | 0.02% |
| SBERBANK PJSC -SPONSORED ADR SEDOL B5SC091 | 0.02% |
| SUN HUNG KAI PROPERTIES SEDOL 6859927 | 0.02% |
| UBSBB 2012-C2 XA IO P/P 144A 01.4479 05/10/2063 | 0.02% |
| UBSCM 2018-C8 XA IO 01.0313 02/15/2051 | 0.02% |
| VONOVIA SE SEDOL BBJPFY1 | 0.02% |
| WASTE PRO USA INC P/P 144A 05.5000 02/15/2026 | 0.02% |
| WFCM 2013-LC12 D P/P 144A 04.4100 07/15/2046 | 0.02% |
| WFCM 2019-C49 AS 04.2440 03/15/2052 | 0.02% |
| ZOETIS INC SEDOL B95WG16 | 0.02% |
| APARTMENT INVT & MGMT CO -A SEDOL BN2W9T6 | 0.02% |
| APPLE INC 02.8500 05/11/2024 | 0.02% |
| BOC HONG KONG HOLDINGS LTD SEDOL 6536112 | 0.02% |
| COMM 2014-CR14 XA IO 00.7271 02/10/2047 | 0.02% |
| CVS HEALTH CORP 03.7000 03/09/2023 | 0.02% |
| EMIR 2018-1 M1 01.8501 11/25/2028 | 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 04.0570 05/25/2023 | 0.02% |
| MERCK & CO. INC. 02.7500 02/10/2025 | 0.02% |
| MSC 2011-C3 D P/P 144A 05.4191 07/15/2049 | 0.02% |
| NETFLIX INC. 05.8750 11/15/2028 | 0.02% |
| PACIFIC GAS & ELECTRIC 03.3000 03/15/2027 | 0.02% |
| PRUDENTIAL FINANCIAL INC 05.2000 03/15/2044 | 0.02% |
| SMC CORP SEDOL 6763965 | 0.02% |
| SPECTRUM BRANDS HOLDINGS INC SEDOL BDRYFB1 | 0.02% |
| STACR 2020-HQA1 M2 02.0501 01/25/2050 | 0.02% |
| TPMT 2016-5 M2 P/P 144A 03.3750 10/25/2056 | 0.02% |
| UNILEVER PLC SEDOL B10RZP7 | 0.02% |
| WAMU 2005-AR11 A1B3 00.9501 08/25/2045 | 0.02% |
| AMERICAN FINANCIAL GROUP INC SEDOL 2134532 | 0.02% |
| ARKEMA SEDOL B0Z5YZ2 | 0.02% |
| BECTON DICKINSON AND CO 02.8230 05/20/2030 | 0.02% |
| CAS 2015-C03 2M2 05.1501 07/25/2025 | 0.02% |
| CAS 2019-HRP1 M2 02.3001 11/25/2039 | 0.02% |
| DIRECT LINE INSURANCE GROUP SEDOL BY9D0Y1 | 0.02% |
| ELECTRONIC ARTS INC SEDOL 2310194 | 0.02% |
| GENERAL ELECTRIC CO SEDOL 2380498 | 0.02% |
| GJENSIDIGE FORSIKRING ASA SEDOL B4PH0C5 | 0.02% |
| HCA INC 04.1250 06/15/2029 | 0.02% |
| JM SMUCKER CO/THE SEDOL 2951452 | 0.02% |
| POPULAR INC SEDOL B86QM90 | 0.02% |
| SILGAN HOLDINGS INC SEDOL 2809324 | 0.02% |
| SUNDRUG CO LTD SEDOL 6817895 | 0.02% |
| TAKE-TWO INTERACTIVE SOFTWRE SEDOL 2122117 | 0.02% |
| TELSTRA CORP LTD SEDOL 6087289 | 0.02% |
| UBSBB 2012-C2 D P/P 144A 05.0451 05/10/2063 | 0.02% |
| VODAFONE GROUP PLC SEDOL BH4HKS3 | 0.02% |
| WAMU 2004-AR3 A2 03.6502 06/25/2034 | 0.02% |
| WFCM 2016-LC25 XA IO 01.1158 12/15/2059 | 0.02% |
| ZURICH INSURANCE GROUP AG SEDOL 5983816 | 0.02% |
| AT&T INC 04.3000 02/15/2030 | 0.02% |
| BERKELEY GROUP HOLDINGS/THE SEDOL B02L3W3 | 0.02% |
| BMW US CAPITAL LLC P/P 144A 03.4000 08/13/2021 | 0.02% |
| BRAND ENERGY TL L+425 05.2500 06/21/2024 | 0.02% |
| BRDCOM CRP / FIN 03.8750 01/15/2027 | 0.02% |
| CGCMT 2014-GC19 D P/P 144A 05.2622 03/10/2047 | 0.02% |
| CHUGAI PHARMACEUTICAL CO LTD SEDOL 6196408 | 0.02% |
| COLES GROUP LTD SEDOL BYWR0T5 | 0.02% |
| COMM 2013-CR9 D P/P 144A 04.3849 07/10/2045 | 0.02% |
| COMPASS MIN INTL P/P 144A 06.7500 12/01/2027 | 0.02% |
| DELTA/SKYMILES P/P 144A 04.7500 10/20/2028 | 0.02% |
| DIAMOND 1 FIN/DIAM P/P 144A 06.0200 06/15/2026 | 0.02% |
| FORD MOTOR COMPANY 09.0000 04/22/2025 | 0.02% |
| GENERAL DYNAMICS CORP 02.2500 11/15/2022 | 0.02% |
| GLENCORE FUNDING LLC P/P 144A 01.6250 09/01/2025 | 0.02% |
| GNR 2017-162 QI IO 05.0000 10/11/2047 | 0.02% |
| GOLDEN NUGGET INC P/P 144A 06.7500 10/15/2024 | 0.02% |
| GSMS 2013-GC10 XA IO 01.6367 02/10/2046 | 0.02% |
| HIKARI TSUSHIN INC SEDOL 6416322 | 0.02% |
| HOSHIZAKI CORP SEDOL B3FF8W8 | 0.02% |
| HSBC USA INC 03.5000 06/23/2024 | 0.02% |
| JPMBB 2014-C22 C 04.7054 09/15/2047 | 0.02% |
| L3HARRIS TECH INC 01.8000 01/15/2031 | 0.02% |
| PETROBRAS GLOBAL FINANCE USD 06.1250 01/17/2022 | 0.02% |
| PM GENERAL PURCHASER P/P 144A 09.5000 10/01/2028 | 0.02% |
| RBIT 2020-HB1 A1 01.7188 10/25/2050 | 0.02% |
| SCIENTIFIC GAMES P/P 144A 07.2500 11/15/2029 | 0.02% |
| SERVICE CORPORATION INTL 04.6250 12/15/2027 | 0.02% |
| SPRINT CORP 07.2500 09/15/2021 | 0.02% |
| TAYLOR WIMPEY PLC SEDOL 0878230 | 0.02% |
| TERRIER MEDIA BU P/P 144A 08.8750 12/15/2027 | 0.02% |
| TOWNSQUARE MEDIA INC P/P 144A 06.5000 04/01/2023 | 0.02% |
| UBSCM 2017-C7 XA IO 01.1877 12/15/2050 | 0.02% |
| UNIVAR SOLUTIONS P/P 144A 05.1250 12/01/2027 | 0.02% |
| VONTIER CORP SEDOL BH4GV32 | 0.02% |
| WAMU 2005-AR9 A1C3 01.1101 07/25/2045 | 0.02% |
| AGCO CORP SEDOL 2010278 | 0.01% |
| ALLISON TRANSMISSION P/P 144A 04.7500 10/01/2027 | 0.01% |
| BAFC 2005-B 3M1 00.8215 04/20/2035 | 0.01% |
| CALPINE CORP P/P 144A 04.5000 02/15/2028 | 0.01% |
| CAMDEN PROPERTY TRUST 04.8750 06/15/2023 | 0.01% |
| CAMPBELL SOUP CO SEDOL 2162845 | 0.01% |
| CAPGEMINI SE SEDOL 4163437 | 0.01% |
| CAS 2014-C03 2M2 03.0501 07/25/2024 | 0.01% |
| CAS 2015-C02 2M2 04.1501 05/25/2025 | 0.01% |
| CAS 2017-C01 1EB1 01.4001 07/25/2029 | 0.01% |
| CBRE SERVICES INC 04.8750 03/01/2026 | 0.01% |
| CLP HOLDINGS LTD SEDOL 6097017 | 0.01% |
| CME GROUP INC SEDOL 2965839 | 0.01% |
| CRC ESCROW ISSUER LL P/P 144A 05.2500 10/15/2025 | 0.01% |
| EQUITY COMMONWEALTH SEDOL BPH3N63 | 0.01% |
| FOX CORP 04.0300 01/25/2024 | 0.01% |
| GNMA GII30 BL6161 06.0000 12/20/2048 | 0.01% |
| GRAY TELEVISION INC P/P 144A 07.0000 05/15/2027 | 0.01% |
| GREAT LAKES D&D 08.0000 05/15/2022 | 0.01% |
| IRON MOUNTAIN INC P/P 144A 04.8750 09/15/2027 | 0.01% |
| JPMORGAN CHASE & CO 02.9560 05/13/2031 | 0.01% |
| KNORR-BREMSE AG SEDOL BD2P9X9 | 0.01% |
| KRAFT HEINZ FOODS CO 03.0000 06/01/2026 | 0.01% |
| KRAFT HEINZ FOODS CO 05.0000 07/15/2035 | 0.01% |
| LAFARGEHOLCIM LTD-REG SEDOL 7110753 | 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% |
| MICROSOFT CORP 02.4000 02/06/2022 | 0.01% |
| NIELSEN CO LUXEM P/P 144A 05.0000 02/01/2025 | 0.01% |
| NOMURA REAL ESTATE HOLDINGS SEDOL B1CWJM5 | 0.01% |
| NORTONLIFELOCK INC SEDOL BJN4XN5 | 0.01% |
| NUTRIEN LTD USD 05.2500 01/15/2045 | 0.01% |
| ODAKYU ELECTRIC RAILWAY CO SEDOL 6656106 | 0.01% |
| ONCOR ELECTRIC DELIVERY 05.3000 06/01/2042 | 0.01% |
| PACIFIC GAS & ELECTRIC 02.5000 02/01/2031 | 0.01% |
| PARK-OHIO INDUSTRIES INC 06.6250 04/15/2027 | 0.01% |
| PNC FINANCIAL SERVICES 03.3000 03/08/2022 | 0.01% |
| POMEGRANATE MERGER S P/P 144A 09.7500 05/01/2023 | 0.01% |
| SCOTTS MIRACLE-GRO 04.5000 10/15/2029 | 0.01% |
| STEVENS HLDG CO INC P/P 144A 06.1250 10/01/2026 | 0.01% |
| TOSHIBA CORP SEDOL 6897217 | 0.01% |
| TTM TECHNOLOGIES INC P/P 144A 05.6250 10/01/2025 | 0.01% |
| VIACOMCBS INC 04.0000 01/15/2026 | 0.01% |
| A2 MILK CO LTD SEDOL 6287250 | 0.01% |
| AKER BP ASA P/P 144A 03.7500 01/15/2030 | 0.01% |
| ALLY FINANCIAL INC 08.0000 11/01/2031 | 0.01% |
| ANCESTRY.COM 1L L+400 04.5000 11/24/2027 | 0.01% |
| BROTHER INDUSTRIES LTD SEDOL 6146500 | 0.01% |
| CARRIAGE SVCS INC P/P 144A 06.6250 06/01/2026 | 0.01% |
| CAS 2014-C04 1M2 05.0501 11/25/2024 | 0.01% |
| CCO HLDGS LLC/CAP C P/P 144A 05.5000 05/01/2026 | 0.01% |
| COLT 2020-2 A1 01.8530 03/25/2065 | 0.01% |
| DAITO TRUST CONSTRUCT CO LTD SEDOL 6250508 | 0.01% |
| ENERGY TRANSFER OPERATNG 02.9000 05/15/2025 | 0.01% |
| GNR 2013-99 AS IO 05.9035 06/20/2043 | 0.01% |
| ICL GROUP LTD SEDOL 6455530 | 0.01% |
| INTELSAT JACKSON HLD P/P 144A 09.7500 07/15/2025 | 0.01% |
| JONES LANG LASALLE INC SEDOL 2040640 | 0.01% |
| LPL HOLDINGS INC P/P 144A 05.7500 09/15/2025 | 0.01% |
| MARRIOTT INTERNATIONAL 04.6250 06/15/2030 | 0.01% |
| MATTAMY GROUP CORP P/P 144A 05.2500 12/15/2027 | 0.01% |
| MEREDITH CORP 06.8750 02/01/2026 | 0.01% |
| MICHELIN (CGDE) SEDOL 4588364 | 0.01% |
| MSAC 2004-HE6 M1 00.9751 08/25/2034 | 0.01% |
| NEUROCRINE BIOSCIENCES INC SEDOL 2623911 | 0.01% |
| NEXSTAR ESCROW P/P 144A 05.6250 07/15/2027 | 0.01% |
| NUTRITION & BIO P/P 144A 03.4680 12/01/2050 | 0.01% |
| ORTHO-CLINICAL TLB L+325 03.3903 06/30/2025 | 0.01% |
| PALO ALTO NETWORKS INC SEDOL B87ZMX0 | 0.01% |
| PERSIMMON PLC SEDOL 0682538 | 0.01% |
| PETROLEOS MEXICANOS USD 07.6900 01/23/2050 | 0.01% |
| REFINITIV US HLDG P/P 144A 06.2500 05/15/2026 | 0.01% |
| S&P GLOBAL INC 01.2500 08/15/2030 | 0.01% |
| SABRE GLBL INC P/P 144A 09.2500 04/15/2025 | 0.01% |
| SERVICE CORP INTL 05.1250 06/01/2029 | 0.01% |
| SHELL INTERNATIONAL FIN USD 01.8750 05/10/2021 | 0.01% |
| SUZUKEN CO LTD SEDOL 6865560 | 0.01% |
| SYMRISE AG SEDOL B1JB4K8 | 0.01% |
| UNITEDHEALTH GROUP INC 02.0000 05/15/2030 | 0.01% |
| WEST JAPAN RAILWAY CO SEDOL 6957995 | 0.01% |
| WFCM 2014-LC16 XA IO 01.2493 08/15/2050 | 0.01% |
| 0.35 R ISWP FWD US0003M P 12/16/2025 | 0.01% |
| ALBERTSONS COS/SAFE P/P 144A 04.6250 01/15/2027 | 0.01% |
| ALLIANT HOLDINGS P/P 144A 06.7500 10/15/2027 | 0.01% |
| ARCELORMITTAL USD 07.2500 10/15/2039 | 0.01% |
| ARRW 2019-1 A3 04.2080 01/25/2049 | 0.01% |
| ASTELLAS PHARMA INC SEDOL 6985383 | 0.01% |
| AUTO TRADER GROUP PLC SEDOL BVYVFW2 | 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 2016-C07 2M2 04.5001 05/25/2029 | 0.01% |
| CF INDUSTRIES INC 04.9500 06/01/2043 | 0.01% |
| CLUBCORP HLDG INC P/P 144A 08.5000 09/15/2025 | 0.01% |
| CMB CMBX.NA.BB.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 CG | 0.01% |
| CONTINENTAL RES 04.5000 04/15/2023 | 0.01% |
| DCP MIDSTREAM P/P 144A 06.7500 09/15/2037 | 0.01% |
| ELANCO ANIMAL HEALTH 05.9000 08/28/2028 | 0.01% |
| ELISA OYJ SEDOL 5701513 | 0.01% |
| ENERGY TRANSFER OPERATNG 06.1250 12/15/2045 | 0.01% |
| FINECOBANK SPA SEDOL BNGN9Z1 | 0.01% |
| GNR 2016-123 LI IO 03.5000 03/20/2044 | 0.01% |
| HOWARD HUGHES CORP P/P 144A 05.3750 03/15/2025 | 0.01% |
| HUB INTL LTD P/P 144A 07.0000 05/01/2026 | 0.01% |
| HUSKY III HLDG LTD P/P 144A 13.0000 02/15/2025 | 0.01% |
| HUSKY TLB L+300 03.3614 03/28/2025 | 0.01% |
| IPALCO ENTPRS IN 03.7000 09/01/2024 | 0.01% |
| ISTAR INC 04.7500 10/01/2024 | 0.01% |
| KOBE BUSSAN CO LTD SEDOL B14RJB7 | 0.01% |
| MBX.FN30.500.10 R USL1M P 01/12/41 CI | 0.01% |
| OBAYASHI CORP SEDOL 6656407 | 0.01% |
| ONO PHARMACEUTICAL CO LTD SEDOL 6660107 | 0.01% |
| PETROBRAS GLOBAL FIN USD 05.9990 01/27/2028 | 0.01% |
| REPUBLIC OF PERU USD 05.6250 11/18/2050 | 0.01% |
| RYOHIN KEIKAKU CO LTD SEDOL 6758455 | 0.01% |
| SABINE PASS LIQUEFAC 05.7500 05/15/2024 | 0.01% |
| SPRINT CORP 07.6250 03/01/2026 | 0.01% |
| STANLEY ELECTRIC CO LTD SEDOL 6841106 | 0.01% |
| TRANSDIGM INC 05.5000 11/15/2027 | 0.01% |
| TRIMBLE INC SEDOL 2903958 | 0.01% |
| VIDEOTRON LTD USD 05.0000 07/15/2022 | 0.01% |
| VISTRA OPERATION P/P 144A 05.5000 09/01/2026 | 0.01% |
| WYNN LAS VEGAS P/P 144A 05.2500 05/15/2027 | 0.01% |
| ALLEGHENY TECHNOLOGIES INC 07.8750 08/15/2023 | 0.01% |
| ASCEND LEARNING LLC P/P 144A 06.8750 08/01/2025 | 0.01% |
| BANFF MERGER SUB INC P/P 144A 09.7500 09/01/2026 | 0.01% |
| BAUSCH HEALTH COS INC REGS 04.5000 05/15/2023 | 0.01% |
| BAUSCH HLTH AMERICAS P/P 144A 08.5000 01/31/2027 | 0.01% |
| BAUSCH HLTH COS INC P/P 144A 07.0000 03/15/2024 | 0.01% |
| BOMBARDIER INC P/P 144A 07.8750 04/15/2027 | 0.01% |
| CFCRE 2011-C2 D P/P 144A 05.9307 12/15/2047 | 0.01% |
| CHAMPIONX CORP 06.3750 05/01/2026 | 0.01% |
| CHARTER COMM OPT LLC 05.3750 05/01/2047 | 0.01% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CS | 0.01% |
| COMCAST CORP 06.5000 11/15/2035 | 0.01% |
| COMM 2013-LC13 XA IO 01.2893 08/10/2046 | 0.01% |
| DISCOVERY COMMUNICATIONS 03.6250 05/15/2030 | 0.01% |
| DISH NETWORK CV 03.3750 08/15/2026 | 0.01% |
| FHR 3065 DC 19.4374 03/15/2035 | 0.01% |
| FIDELITY NATIONAL INFORM 03.0000 08/15/2026 | 0.01% |
| GNMA GII30 AY4779 04.5110 03/20/2067 | 0.01% |
| GOLDMAN SACHS GROUP INC 05.7500 01/24/2022 | 0.01% |
| GREIF INC P/P 144A 06.5000 03/01/2027 | 0.01% |
| GW B-CR SECURITY P/P 144A 09.5000 11/01/2027 | 0.01% |
| JAPAN AIRLINES CO LTD SEDOL B8BRV46 | 0.01% |
| L BRANDS INC 07.5000 06/15/2029 | 0.01% |
| NAVISTAR INTL CORP P/P 144A 06.6250 11/01/2025 | 0.01% |
| ONEMAIN HOLDINGS INC SEDOL BYSZB89 | 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% |
| RECRUIT HOLDINGS CO LTD SEDOL BQRRZ00 | 0.01% |
| SMITH & NEPHEW PLC SEDOL 0922320 | 0.01% |
| SOLENIS 1STL L+400 04.2328 06/26/2025 | 0.01% |
| STACR 2017-DNA2 M1 01.3501 10/25/2029 | 0.01% |
| TRANSUNION SEDOL BYMWL86 | 0.01% |
| TWDC ENTERPRISES 18 CORP 02.7500 08/16/2021 | 0.01% |
| WERNER FINCO LP/INC P/P 144A 08.7500 07/15/2025 | 0.01% |
| WYNN RESORTS FIN LLC P/P 144A 05.1250 10/01/2029 | 0.01% |
| ACS ACTIVIDADES SEDOL B01FLQ6 | 0.01% |
| AMERICAN BATH 1L L+450 05.2500 11/19/2027 | 0.01% |
| BCE INC SEDOL B188TH2 | 0.01% |
| BIG RVR STL/FIN P/P 144A 06.6250 01/31/2029 | 0.01% |
| BROOKFIELD RESID P/P 144A 06.2500 09/15/2027 | 0.01% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS | 0.01% |
| COMM 2014-UBS4 XA IO 01.2599 08/10/2047 | 0.01% |
| COMM 2014-UBS6 XA IO 01.0361 12/10/2047 | 0.01% |
| DIAMOND SPORTS GR/DI P/P 144A 06.6250 08/15/2027 | 0.01% |
| DOUBLE EAGLE III MID P/P 144A 07.7500 12/15/2025 | 0.01% |
| ENTERCOM MEDIA CORP P/P 144A 07.2500 11/01/2024 | 0.01% |
| FHR 3249 PS 21.8101 12/15/2036 | 0.01% |
| FHR 3829 AS IO 06.8091 03/15/2041 | 0.01% |
| FISHER PAYKEL SEDOL 6340250 | 0.01% |
| FNR 2006-8 HP 24.0162 03/25/2036 | 0.01% |
| GNMA GII30 AY2298 04.7000 05/20/2067 | 0.01% |
| GNMA GII30 BB0107 04.7000 08/20/2067 | 0.01% |
| GNR 2015-H26 EI IO 01.7168 10/20/2065 | 0.01% |
| ISTAR INC. 04.2500 08/01/2025 | 0.01% |
| JUNIPER NETWORKS INC SEDOL 2431846 | 0.01% |
| KOBAYASHI PHARMACEUTICAL CO SEDOL 6149457 | 0.01% |
| KONE OYJ-B SEDOL B09M9D2 | 0.01% |
| LEVEL 3 FIN INC P/P 144A 04.6250 09/15/2027 | 0.01% |
| MARRIOTT INTERNATIONAL 05.7500 05/01/2025 | 0.01% |
| MASTEC INC P/P 144A 04.5000 08/15/2028 | 0.01% |
| MATTAMY GROUP CORP P/P 144A 04.6250 03/01/2030 | 0.01% |
| MICROCHIP TECH INC P/P 144A 04.2500 09/01/2025 | 0.01% |
| NEWMARKET CORP SEDOL B01CGF1 | 0.01% |
| OCCIDENTAL PETROLEUM COR 06.4500 09/15/2036 | 0.01% |
| ONEMAIN FINANCE CORP 05.3750 11/15/2029 | 0.01% |
| PANTHER BF AGGRE 2 P/P 144A 08.5000 05/15/2027 | 0.01% |
| RBS GLOBAL/REXNO P/P 144A 04.8750 12/15/2025 | 0.01% |
| SABINE PASS LIQUEF 05.0000 03/15/2027 | 0.01% |
| SAMI 2007-AR1 2A1 00.3301 01/25/2037 | 0.01% |
| SHIFT4 PAYMENTS LLC P/P 144A 04.6250 11/01/2026 | 0.01% |
| SIX FLAGS THEME PARK P/P 144A 07.0000 07/01/2025 | 0.01% |
| SMURFIT KAPPA TREASURY USD 07.5000 11/20/2025 | 0.01% |
| STACR 2019-DNA1 M2 02.8001 01/25/2049 | 0.01% |
| STARWOOD PROP TR 04.7500 03/15/2025 | 0.01% |
| SWISS LIFE HOLDING AG-REG SEDOL 7437805 | 0.01% |
| T-MOBILE USA INC 04.7500 02/01/2028 | 0.01% |
| TALLGRASS NRG PRTNR P/P 144A 05.5000 01/15/2028 | 0.01% |
| USI INC/NY P/P 144A 06.8750 05/01/2025 | 0.01% |
| WESCO DISTRIBUT P/P 144A 07.2500 06/15/2028 | 0.01% |
| YANGZIJIANG SHIPBUILDING SEDOL B1VT035 | 0.01% |
| AIR LIQUIDE SA SEDOL B1YXBJ7 | 0.01% |
| ALBERTSONS COS LLC P/P 144A 07.5000 03/15/2026 | 0.01% |
| AMUNDI SA SEDOL BYZR014 | 0.01% |
| ANTERO RESOURCES FIN 05.1250 12/01/2022 | 0.01% |
| BANK OF AMERICA CORP 01.0104 09/15/2026 | 0.01% |
| BAUSCH HLTH COS INC P/P 144A 07.2500 05/30/2029 | 0.01% |
| BT GROUP PLC SEDOL 3091357 | 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% |
| CNO FINANCIAL GROUP INC 05.2500 05/30/2029 | 0.01% |
| COMM 2014-CR17 XA IO 01.1300 05/10/2047 | 0.01% |
| CWALT 2006-24CB A13 00.5001 08/25/2036 | 0.01% |
| CWALT 2006-OA10 1A1 01.7034 08/25/2046 | 0.01% |
| DEVON ENERGY CORPORATION 07.9500 04/15/2032 | 0.01% |
| ENDEAVOR ENERGY P/P 144A 06.6250 07/15/2025 | 0.01% |
| FHR 3408 EK 25.2262 04/15/2037 | 0.01% |
| GALAPAGOS NV SEDOL B07Q2V5 | 0.01% |
| GENERAL MOTORS FINL CO 04.0000 01/15/2025 | 0.01% |
| GFL ENVIRON INC P/P 144A 05.1250 12/15/2026 | 0.01% |
| GNMA GII30 BA7681 04.6120 06/20/2067 | 0.01% |
| GNMA GII30 BL6235 06.0000 04/20/2049 | 0.01% |
| GOEASY LTD P/P 144A 05.3750 12/01/2024 | 0.01% |
| HANKYU HANSHIN HOLDINGS INC SEDOL 6408664 | 0.01% |
| HESS MIDSTREAM P P/P 144A 05.1250 06/15/2028 | 0.01% |
| HUDBAY MINERALS INC P/P 144A 07.6250 01/15/2025 | 0.01% |
| ICAHN ENTER/FIN 06.2500 05/15/2026 | 0.01% |
| INTEL CORP SEDOL 2463247 | 0.01% |
| KAKAKU.COM INC SEDOL 6689533 | 0.01% |
| LIONS GATE CAP HOLD P/P 144A 06.3750 02/01/2024 | 0.01% |
| MERCER INTL INC USD 05.5000 01/15/2026 | 0.01% |
| MEREDITH CORP P/P 144A 06.5000 07/01/2025 | 0.01% |
| MLMI 2005-A2 A2 03.7900 02/25/2035 | 0.01% |
| MSRR 2015-R4 CB1 00.9748 08/26/2047 | 0.01% |
| NATIONAL BANK OF CANADA SEDOL 2077303 | 0.01% |
| NETFLIX INC 04.8750 04/15/2028 | 0.01% |
| NEWELL BRANDS INC 04.7000 04/01/2026 | 0.01% |
| NZD/USD 01/20/2021 UBS | 0.01% |
| PACIFIC GAS & ELECTRIC 02.1000 08/01/2027 | 0.01% |
| PACIFIC GAS & ELECTRIC 02.9500 03/01/2026 | 0.01% |
| PENNYMAC FIN SVCS IN P/P 144A 05.3750 10/15/2025 | 0.01% |
| PRIME SECURITY SVCS P/P 144A 06.2500 01/15/2028 | 0.01% |
| QUEST DIAGNOSTICS INC SEDOL 2702791 | 0.01% |
| S&P GLOBAL INC 02.5000 12/01/2029 | 0.01% |
| SEKISUI HOUSE LTD SEDOL 6793906 | 0.01% |
| SERVICE CORP INTL 03.3750 08/15/2030 | 0.01% |
| SINCLAIR TELE P/P 144A 05.5000 03/01/2030 | 0.01% |
| STACR 2014-HQ3 M3 04.9001 10/25/2024 | 0.01% |
| STATION CASINOS LLC P/P 144A 04.5000 02/15/2028 | 0.01% |
| TRIPADVISOR INC P/P 144A 07.0000 07/15/2025 | 0.01% |
| UNIVISION COMM P/P 144A 06.6250 06/01/2027 | 0.01% |
| USA COMPRESSION PART 06.8750 04/01/2026 | 0.01% |
| WESTPAC BANKING CORP USD 04.4210 07/24/2039 | 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 METHODS CORP P/P 144A 08.0000 05/15/2025 | 0.01% |
| AMERICAN AXLE & MFG INC 06.8750 07/01/2028 | 0.01% |
| ASCENT RESOURCES/AEU P/P 144A 10.0000 04/01/2022 | 0.01% |
| BLACK KNIGHT INFOSER P/P 144A 03.6250 09/01/2028 | 0.01% |
| BOXER PARENT CO INC P/P 144A 09.1250 03/01/2026 | 0.01% |
| BUILDERS FIRSTSOURCE P/P 144A 06.7500 06/01/2027 | 0.01% |
| BUMT 2005-1 1A1 00.7501 09/25/2045 | 0.01% |
| BWAY HOLDING CO P/P 144A 07.2500 04/15/2025 | 0.01% |
| C.H. ROBINSON WORLDWIDE INC SEDOL 2116228 | 0.01% |
| CAPITAL ONE FINANCIAL CO 04.2000 10/29/2025 | 0.01% |
| CCO HLDGS LLC/CAP CO P/P 144A 05.7500 02/15/2026 | 0.01% |
| CENOVUS ENERGY INC USD 06.7500 11/15/2039 | 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% |
| CONTINENTAL RESOURCES 04.3750 01/15/2028 | 0.01% |
| CSC HOLDINGS LLC 06.7500 11/15/2021 | 0.01% |
| DIAMOND SPORTS P/P 144A 05.3750 08/15/2026 | 0.01% |
| DOLLAR TREE INC SEDOL 2272476 | 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% |
| FRONTIER COMM 10.5000 09/15/2022 | 0.01% |
| GENERAL MOTORS CO 06.1250 10/01/2025 | 0.01% |
| GENESYS TELECOMMUNICAT L+400 04.7500 10/08/2027 | 0.01% |
| GLP CAPITAL LP / FIN II 05.2500 06/01/2025 | 0.01% |
| GNMA GII30 BL6185 06.0000 01/20/2049 | 0.01% |
| GNMA GII30 BL6216 06.0000 03/20/2049 | 0.01% |
| GOLDEN NUGGET INC P/P 144A 08.7500 10/01/2025 | 0.01% |
| HCA INC 05.2500 06/15/2026 | 0.01% |
| IHEARTCOMMUNICATIONS INC 06.3750 05/01/2026 | 0.01% |
| INGEVITY CORP P/P 144A 03.8750 11/01/2028 | 0.01% |
| INTELLIGENT PACK P/P 144A 06.0000 09/15/2028 | 0.01% |
| ISTAR INC 05.5000 02/15/2026 | 0.01% |
| JPMBB 2014-C25 XA IO 00.9943 11/15/2047 | 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% |
| MATCH GRP HLD II LLC P/P 144A 05.0000 12/15/2027 | 0.01% |
| MEG ENERGY CORP P/P 144A 06.5000 01/15/2025 | 0.01% |
| NATIONSTAR MTG HLD I P/P 144A 05.5000 08/15/2028 | 0.01% |
| NORDSTROM INC P/P 144A 08.7500 05/15/2025 | 0.01% |
| NUTRIEN LTD USD 02.9500 05/13/2030 | 0.01% |
| ONEMAIN FINANCE CORP 06.8750 03/15/2025 | 0.01% |
| PEPTIDREAM INC SEDOL B97SH97 | 0.01% |
| PRECISION DRILL P/P 144A 07.1250 01/15/2026 | 0.01% |
| PROLOGIS LP 02.1250 04/15/2027 | 0.01% |
| RITE AID CORP P/P 144A 08.0000 11/15/2026 | 0.01% |
| SOFTBANK GROUP CORP SEDOL 6770620 | 0.01% |
| SOHGO SECURITY SERVICES CO SEDOL 6546359 | 0.01% |
| STACR 2019-HQA1 M2 02.5001 02/25/2049 | 0.01% |
| STANDARD IND INC P/P 144A 03.3750 01/15/2031 | 0.01% |
| SUGAR HSP GAMING P/P 144A 05.8750 05/15/2025 | 0.01% |
| TENNANT CO 05.6250 05/01/2025 | 0.01% |
| TORONTO-DOMINION BANK SEDOL 2897222 | 0.01% |
| VOPAK SEDOL 5809428 | 0.01% |
| WALT DISNEY CO/THE SEDOL 2270726 | 0.01% |
| WHITE CAP BUYER LLC P/P 144A 06.8750 10/15/2028 | 0.01% |
| AMSTED INDUSTRIES P/P 144A 04.6250 05/15/2030 | 0.01% |
| AMSTED INDUSTRIES P/P 144A 05.6250 07/01/2027 | 0.01% |
| BAE SYSTEMS PLC SEDOL 0263494 | 0.01% |
| BANK OF MONTREAL SEDOL 2076009 | 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% |
| BOISE CASCADE CO P/P 144A 04.8750 07/01/2030 | 0.01% |
| BRAND ENERGY & I P/P 144A 08.5000 07/15/2025 | 0.01% |
| CAN IMPERIAL BK OF COMMERCE SEDOL 2170525 | 0.01% |
| CAS 2015-C02 1M2 04.1501 05/25/2025 | 0.01% |
| CCO HOLDINGS LLC P/P 144A 04.5000 05/01/2032 | 0.01% |
| CENTENE CORP P/P 144A 05.3750 08/15/2026 | 0.01% |
| CHS/COMMUNITY HEALT P/P 144A 08.1250 06/30/2024 | 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% |
| CLOROX COMPANY SEDOL 2204026 | 0.01% |
| CONSOLIDATED EDISON INC SEDOL 2216850 | 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% |
| FREEDOM MTGE CORP P/P 144A 08.1250 11/15/2024 | 0.01% |
| FRONTIER COMM P/P 144A 05.8750 10/15/2027 | 0.01% |
| GNMA GII30 BL6184 06.0000 02/20/2049 | 0.01% |
| GNMA GII30 BL6217 06.0000 03/20/2049 | 0.01% |
| GNMA GII30 BL6219 06.0000 03/20/2049 | 0.01% |
| GSMS 2010-C1 D P/P 144A 06.1257 08/10/2043 | 0.01% |
| HARGREAVES LANSDOWN PLC SEDOL B1VZ0M2 | 0.01% |
| HMIR 2018-1 M1 P/P 144A 01.7501 10/25/2028 | 0.01% |
| HOLLY PAR/FIN P/P 144A 05.0000 02/01/2028 | 0.01% |
| IHEARTCOMMUNICATI L+400 04.7500 05/01/2026 | 0.01% |
| INDIGO NATURAL P/P 144A 06.8750 02/15/2026 | 0.01% |
| JAPAN POST HOLDINGS CO LTD SEDOL BYT8143 | 0.01% |
| KFC HLD/PIZZA HUT/TA P/P 144A 05.2500 06/01/2026 | 0.01% |
| KIMBERLY-CLARK CORP SEDOL 2491839 | 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% |
| LAMB WESTON HLD P/P 144A 04.8750 05/15/2028 | 0.01% |
| LIBERTY MEDIA COR-SIRIUSXM C SEDOL BD8QGH9 | 0.01% |
| MCDONALD'S HOLDINGS CO JAPAN SEDOL 6371863 | 0.01% |
| MITSUBISHI UFJ LEASE & FINAN SEDOL 6268976 | 0.01% |
| MONDELEZ INTERNATIONAL 02.1250 04/13/2023 | 0.01% |
| MSBAM 2014-C17 XA IO 01.2335 08/15/2047 | 0.01% |
| NEWFIELD EXPLORATION CO 05.7500 01/30/2022 | 0.01% |
| NIELSEN FIN LLC/CO P/P 144A 05.6250 10/01/2028 | 0.01% |
| NOBLE ENERGY INC 06.0000 03/01/2041 | 0.01% |
| NOVELIS CORP P/P 144A 04.7500 01/30/2030 | 0.01% |
| NRG ENERGY INC. 07.2500 05/15/2026 | 0.01% |
| PENN NATIONAL GAMING P/P 144A 05.6250 01/15/2027 | 0.01% |
| RATTLER MIDSTREAM LP P/P 144A 05.6250 07/15/2025 | 0.01% |
| SEVEN BANK LTD SEDOL B2NT8S1 | 0.01% |
| THE GAP INC. P/P 144A 08.3750 05/15/2023 | 0.01% |
| TMS INTL HLDG CORP P/P 144A 07.2500 08/15/2025 | 0.01% |
| TRANSDIGM INC 06.3750 06/15/2026 | 0.01% |
| TRONOX FINANCE PLC P/P 144A 05.7500 10/01/2025 | 0.01% |
| WFRBS 2011-C4 E P/P 144A 05.3828 06/15/2044 | 0.01% |
| WFRBS 2012-C9 XB IO P/P 144A 00.8753 11/15/2045 | 0.01% |
| WHITE CAP TLB L+400 04.5000 10/19/2027 | 0.01% |
| WPX ENERGY INC 05.7500 06/01/2026 | 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 / NEW RED P/P 144A 04.0000 10/15/2030 | 0.01% |
| 1011778 BC ULC / P/P 144A 04.3750 01/15/2028 | 0.01% |
| AIRBUS SE SEDOL 4012250 | 0.01% |
| APACHE CORP 04.3750 10/15/2028 | 0.01% |
| BAUSCH HLTH COS INC P/P 144A 05.5000 11/01/2025 | 0.01% |
| BERKSHIRE HATHAWAY FIN 04.2500 01/15/2021 | 0.01% |
| BIOMERIEUX SEDOL BF0LBX7 | 0.01% |
| BWAY CORP TLB L+325 03.4795 04/03/2024 | 0.01% |
| CALPINE CORP P/P 144A 05.2500 06/01/2026 | 0.01% |
| CAS 2015-C01 1M2 04.4501 02/25/2025 | 0.01% |
| CAS 2019-R01 2M2 02.6001 07/25/2031 | 0.01% |
| CENTENE ESCROW I CO P/P 144A 05.3750 06/01/2026 | 0.01% |
| CLEAN HARBORS INC P/P 144A 04.8750 07/15/2027 | 0.01% |
| CLEAR CHANNEL WORLDW P/P 144A 05.1250 08/15/2027 | 0.01% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CS | 0.01% |
| COMMSCOPE TECH LLC P/P 144A 06.0000 06/15/2025 | 0.01% |
| COMSTOCK RE INC P/P 144A 07.5000 05/15/2025 | 0.01% |
| COMSTOCK RESOURCES INC 09.7500 08/15/2026 | 0.01% |
| CONCHO RESOURCES INC 03.7500 10/01/2027 | 0.01% |
| CROWN AMER/CAP 04.7500 02/01/2026 | 0.01% |
| CWALT 2005-27 1A1 01.7129 08/25/2035 | 0.01% |
| DEVON ENERGY CORPORATION 07.8750 09/30/2031 | 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% |
| FREEPORT-MCMORAN INC 05.4500 03/15/2043 | 0.01% |
| FUJIFILM HOLDINGS CORP SEDOL 6356525 | 0.01% |
| GFL ENVIRONMENTA P/P 144A 08.5000 05/01/2027 | 0.01% |
| GRAPHIC PACKAGIN P/P 144A 03.5000 03/01/2029 | 0.01% |
| HANESBRANDS INC P/P 144A 04.6250 05/15/2024 | 0.01% |
| HD SUPPLY HOLDINGS INC SEDOL BBL5981 | 0.01% |
| ICAHN ENTER/FIN 05.2500 05/15/2027 | 0.01% |
| ICAHN ENTER/FIN 06.7500 02/01/2024 | 0.01% |
| ITRON INC P/P 144A 05.0000 01/15/2026 | 0.01% |
| JPMBB 2014-C19 XA IO 00.8981 04/15/2047 | 0.01% |
| JPMCC 2013-LC11 X IO 01.3873 04/15/2046 | 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% |
| LADDER CAP FIN LLLP P/P 144A 05.2500 10/01/2025 | 0.01% |
| LEVEL 3 FIN INC P/P 144A 04.2500 07/01/2028 | 0.01% |
| LIVE NATION ENTERTAI P/P 144A 05.6250 03/15/2026 | 0.01% |
| NEC CORP SEDOL 6640400 | 0.01% |
| NETFLIX INC P/P 144A 05.3750 11/15/2029 | 0.01% |
| NETFLIX INC. 06.3750 05/15/2029 | 0.01% |
| NIELSEN FIN LLC/CO P/P 144A 05.0000 04/15/2022 | 0.01% |
| NORFOLK SOUTHERN CORP SEDOL 2641894 | 0.01% |
| NZD/USD 01/20/2021 MSCIL | 0.01% |
| OCCIDENTAL PETROLEUM COR 04.8500 03/15/2021 | 0.01% |
| OCCIDENTAL PETROLEUM COR 06.6250 09/01/2030 | 0.01% |
| ORACLE CORP JAPAN SEDOL 6141680 | 0.01% |
| OUTFRONT MEDIA C P/P 144A 06.2500 06/15/2025 | 0.01% |
| SIX FLAGS ENT P/P 144A 05.5000 04/15/2027 | 0.01% |
| SOLENIS 2NDL L+850 08.7330 06/26/2026 | 0.01% |
| SPIRAX-SARCO ENGINEERING PLC SEDOL BWFGQN1 | 0.01% |
| SS&C TECH INC P/P 144A 05.5000 09/30/2027 | 0.01% |
| STACR 2018-HQA2 M2 02.4501 10/25/2048 | 0.01% |
| TOPBUILD CORP P/P 144A 05.6250 05/01/2026 | 0.01% |
| TRADEWEB MARKETS INC-CLASS A SEDOL BJXMVK2 | 0.01% |
| TRANSOCEAN POSEIDON P/P 144A 06.8750 02/01/2027 | 0.01% |
| UNIVISION COMM INC. P/P 144A 05.1250 02/15/2025 | 0.01% |
| VALVOLINE INC P/P 144A 04.2500 02/15/2030 | 0.01% |
| VISTRA CORP P/P 144A 05.0000 07/31/2027 | 0.01% |
| WMG ACQUISITION CORP P/P 144A 03.0000 02/15/2031 | 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% |
| ALLISON TRANSMISSION P/P 144A 03.7500 01/30/2031 | 0.00% |
| APACHE CORP 05.1000 09/01/2040 | 0.00% |
| ASCEND LEARNING LLC P/P 144A 06.8750 08/01/2025 | 0.00% |
| BANK OF MONTREAL USD 03.8030 12/15/2032 | 0.00% |
| BANQUE CANTONALE VAUDOIS-REG SEDOL BMFY8R3 | 0.00% |
| BERRY GLOBAL INC P/P 144A 05.6250 07/15/2027 | 0.00% |
| BOYD GAMING CORP 04.7500 12/01/2027 | 0.00% |
| CARNIVAL CORP P/P 144A 11.5000 04/01/2023 | 0.00% |
| CAS 2014-C04 2M2 05.1501 11/25/2024 | 0.00% |
| CCO HOLDINGS LLC P/P 144A 04.5000 08/15/2030 | 0.00% |
| CENTENE CORP 03.0000 10/15/2030 | 0.00% |
| CLEAR CHANNEL WORLD 09.2500 02/15/2024 | 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% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 ML | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP | 0.00% |
| COMMSCOPE INC P/P 144A 08.2500 03/01/2027 | 0.00% |
| CONTINENTAL RESO P/P 144A 05.7500 01/15/2031 | 0.00% |
| DCP MIDSTREAM OPERATING 05.6250 07/15/2027 | 0.00% |
| DIAMONDBACK ENERGY INC 04.7500 05/31/2025 | 0.00% |
| EPICOR SOFTWARE 2NDL L+775 08.7500 07/30/2028 | 0.00% |
| FHR 2990 LB 16.5856 06/15/2034 | 0.00% |
| FISERV INC SEDOL 2342034 | 0.00% |
| FREEPORT-MCMORAN INC 04.3750 08/01/2028 | 0.00% |
| FREEPORT-MCMORAN INC 04.6250 08/01/2030 | 0.00% |
| FRONTIER COMM P/P 144A 06.7500 05/01/2029 | 0.00% |
| GLOBAL MEDICAL RESPO P/P 144A 06.5000 10/01/2025 | 0.00% |
| GLP CAPITAL LP / FIN II 05.3750 04/15/2026 | 0.00% |
| GMAC CAPITAL TRUST I PCT 06.0070 | 0.00% |
| GNMA GII30 BL6016 06.0000 02/20/2049 | 0.00% |
| GNMA GII30 BL6218 06.0000 02/20/2049 | 0.00% |
| GO DADDY OPCO/FINCO P/P 144A 05.2500 12/01/2027 | 0.00% |
| GRAY TELEVISION INC P/P 144A 04.7500 10/15/2030 | 0.00% |
| HCA INC 03.5000 09/01/2030 | 0.00% |
| ICAHN ENTER 04.7500 09/15/2024 | 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% |
| JELD-WEN INC P/P 144A 04.8750 12/15/2027 | 0.00% |
| L BRANDS INC 06.7500 07/01/2036 | 0.00% |
| L BRANDS INC P/P 144A 06.6250 10/01/2030 | 0.00% |
| LIVE NATION ENT P/P 144A 06.5000 05/15/2027 | 0.00% |
| LOUISIANA-PACIFIC CORPORATION 04.8750 09/15/2024 | 0.00% |
| MAXIM INTEGRATED PRODUCTS SEDOL 2573760 | 0.00% |
| MERCER INTL INC USD 06.5000 02/01/2024 | 0.00% |
| MIZUHO FINANCIAL GROUP INC SEDOL 6591014 | 0.00% |
| MPH ACQUISITION HLDG P/P 144A 05.7500 11/01/2028 | 0.00% |
| NATIONSTAR MTG P/P 144A 06.0000 01/15/2027 | 0.00% |
| NEWCREST MINING LTD SEDOL 6637101 | 0.00% |
| NEWELL BRANDS INC 04.8750 06/01/2025 | 0.00% |
| NEXSTAR BROADCASTING P/P 144A 04.7500 11/01/2028 | 0.00% |
| NORTHRIVER MIDSTREAM P/P 144A 05.6250 02/15/2026 | 0.00% |
| OASIS PETROLEUM INC SEDOL BLDDYB1 | 0.00% |
| ONEMAIN FINANCE CORP 06.6250 01/15/2028 | 0.00% |
| ONEMAIN FINANCE CORP 07.1250 03/15/2026 | 0.00% |
| ORKLA ASA SEDOL B1VQF42 | 0.00% |
| QORVO INC P/P 144A 03.3750 04/01/2031 | 0.00% |
| RITE AID CORP P/P 144A 07.5000 07/01/2025 | 0.00% |
| ROBERTSHAW TL 2L L+800 09.0000 02/28/2026 | 0.00% |
| SCIENTIFIC GAMES P/P 144A 07.0000 05/15/2028 | 0.00% |
| SINCLAIR TELE P/P 144A 04.1250 12/01/2030 | 0.00% |
| SM ENERGY CO 06.1250 11/15/2022 | 0.00% |
| SOLERA LLC / SOLERA P/P 144A 10.5000 03/01/2024 | 0.00% |
| SPECTRUM BRANDS INC P/P 144A 05.0000 10/01/2029 | 0.00% |
| STACR 2020-DNA5 M1 01.3877 10/25/2050 | 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% |
| USA COM PART/USA COM 06.8750 09/01/2027 | 0.00% |
| VISTRA CORP P/P 144A 05.6250 02/15/2027 | 0.00% |
| WESCO DISTRIBUT P/P 144A 07.1250 06/15/2025 | 0.00% |
| WESTERN DIGITAL CORPORATION 04.7500 02/15/2026 | 0.00% |
| WFRBS 2013-C15 D P/P 144A 04.6431 08/15/2046 | 0.00% |
| YUM! BRANDS INC P/P 144A 04.7500 01/15/2030 | 0.00% |
| ZAYO GROUP HLDG INC L+300 03.1455 03/09/2027 | 0.00% |
| ARCHES BUYER INC P/P 144A 04.2500 06/01/2028 | 0.00% |
| BAUSCH HLTH COS INC P/P 144A 05.0000 02/15/2029 | 0.00% |
| BAUSCH HLTH COS INC P/P 144A 07.0000 01/15/2028 | 0.00% |
| BECTON DICKINSON AND CO SEDOL 2087807 | 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% |
| BUCKEYE PARTNERS LP P/P 144A 04.5000 03/01/2028 | 0.00% |
| CHS/COMMUNITY HEALTH P/P 144A 08.0000 03/15/2026 | 0.00% |
| CHUBU ELECTRIC POWER CO INC SEDOL 6195609 | 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% |
| CLEARWATER PAPER COR P/P 144A 04.7500 08/15/2028 | 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% |
| 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% |
| GAP INC/THE P/P 144A 08.6250 05/15/2025 | 0.00% |
| GARTNER INC P/P 144A 03.7500 10/01/2030 | 0.00% |
| GATES GLOBAL TLB L+275 03.7500 03/31/2024 | 0.00% |
| GEBERIT AG-REG SEDOL B1WGG93 | 0.00% |
| GFL ENVIRONMENTAL IN P/P 144A 04.0000 08/01/2028 | 0.00% |
| GNMA GII30 BM1953 06.0000 03/20/2049 | 0.00% |
| HANESBRANDS INC P/P 144A 05.3750 05/15/2025 | 0.00% |
| HKT TRUST AND HKT LTD-SS SEDOL B4TXDZ3 | 0.00% |
| INSPIRE BRANDS TLB L+325 04.2500 11/19/2027 | 0.00% |
| INTERNATIONAL LEASE FIN CORP 05.8750 08/15/2022 | 0.00% |
| IRON MOUNTAIN INC P/P 144A 05.2500 03/15/2028 | 0.00% |
| JELD-WEN INC P/P 144A 06.2500 05/15/2025 | 0.00% |
| KINDER MORGAN INC SEDOL B3NQ4P8 | 0.00% |
| KRW/USD 02/17/2021 JPMCB | 0.00% |
| LEVEL 3 FINANCING IN P/P 144A 03.6250 01/15/2029 | 0.00% |
| LEVI STRAUSS & CO. 05.0000 05/01/2025 | 0.00% |
| LIVE NATION ENT P/P 144A 04.8750 11/01/2024 | 0.00% |
| MASONITE INTL C P/P 144A 05.3750 02/01/2028 | 0.00% |
| MTR CORP SEDOL 6290054 | 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% |
| NUCOR CORP SEDOL 2651086 | 0.00% |
| NZD/USD 01/20/2021 BCAP-FX | 0.00% |
| OCCIDENTAL PETROLEUM COR 03.5000 06/15/2025 | 0.00% |
| ONEMAIN FINANCE CORP 08.8750 06/01/2025 | 0.00% |
| ORTHO-CLINICAL P/P 144A 07.3750 06/01/2025 | 0.00% |
| OSHKOSH CORP 03.1000 03/01/2030 | 0.00% |
| OWENS-BROCKWAY P/P 144A 06.6250 05/13/2027 | 0.00% |
| PENSKE AUTOMOTIVE GROUP 05.3750 12/01/2024 | 0.00% |
| PETROBRAS GLOBAL FIN USD 05.2990 01/27/2025 | 0.00% |
| PRIME SEC/FIN P/P 144A 03.3750 08/31/2027 | 0.00% |
| PRUDENTIAL FINANCIAL INC 05.6250 06/15/2043 | 0.00% |
| QORVO INC SEDOL BR9YYP4 | 0.00% |
| REPUBLIC OF VENEZUELA REGS 08.2500 10/13/2024 | 0.00% |
| ROBERTSHAW US HOLDING L+325 04.5000 02/28/2025 | 0.00% |
| SANOFI SEDOL 5671735 | 0.00% |
| SEK/USD 12/16/2020 GSFX | 0.00% |
| SIRIUS XM RADIO INC. P/P 144A 05.5000 07/01/2029 | 0.00% |
| SM ENERGY CO 06.7500 09/15/2026 | 0.00% |
| SONIC HEALTHCARE LTD SEDOL 6821120 | 0.00% |
| SWEDISH MATCH AB SEDOL 5048566 | 0.00% |
| SWISS PRIME SITE-REG SEDOL B083BH4 | 0.00% |
| T-MOBILE USA INC 04.5000 02/01/2026 | 0.00% |
| TEMPO ACQ LLC/FI P/P 144A 05.7500 06/01/2025 | 0.00% |
| THE AES CORPORATION 05.1250 09/01/2027 | 0.00% |
| US CONCRETE INC P/P 144A 05.1250 03/01/2029 | 0.00% |
| WFRBS 2012-C10 XA IO P/P 144A 01.6721 12/15/2045 | 0.00% |
| WPX ENERGY INC 04.5000 01/15/2030 | 0.00% |
| YUM! BRANDS INC 03.6250 03/15/2031 | 0.00% |
| ZAYO GROUP HLDG INC P/P 144A 06.1250 03/01/2028 | 0.00% |
| ABC SUPPLY CO INC P/P 144A 05.8750 05/15/2026 | 0.00% |
| AES CORP/THE P/P 144A 03.3000 07/15/2025 | 0.00% |
| ALBERTSONS COS P/P 144A 04.8750 02/15/2030 | 0.00% |
| AMERICAN AXLE & MANUF L+225 03.0000 04/06/2024 | 0.00% |
| AMERICAN BATH 1L2 L+450 05.2500 11/19/2027 | 0.00% |
| AMERICAN INTL GROUP 08.1750 05/15/2058 | 0.00% |
| APACHE CORPORATION 04.8750 11/15/2027 | 0.00% |
| AUD/USD 01/20/2021 CSI-FX | 0.00% |
| AVIENT CORP P/P 144A 05.7500 05/15/2025 | 0.00% |
| BANK OF AMERICA CORP 06.5000 10/29/2049 | 0.00% |
| BEACON ROOFING SUPPL P/P 144A 04.5000 11/15/2026 | 0.00% |
| BERKSHIRE HATHAWAY INC-CL B SEDOL 2073390 | 0.00% |
| BERRY GLOBAL INC 05.1250 07/15/2023 | 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% |
| BY CROWN/BY BOND P/P 144A 04.2500 01/31/2026 | 0.00% |
| CAD/USD 01/20/2021 MSCIL | 0.00% |
| CBRE SERVICES INC 05.2500 03/15/2025 | 0.00% |
| CBS OUT AMER CAP LLC 05.6250 02/15/2024 | 0.00% |
| CINEMARK USA INC 05.1250 12/15/2022 | 0.00% |
| CLP/USD 01/20/2021 CITI | 0.00% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CS | 0.00% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CS | 0.00% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 ML | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.00% |
| CMB CMBX.NA.BB.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-.12 2061-08-17 300.0 08/17/2061 CG | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | 0.00% |
| COLORADO INTERSTATE GAS CO 06.8500 06/15/2037 | 0.00% |
| COMM 2014-CR18 XA IO 01.1655 07/15/2047 | 0.00% |
| COMMSCOPE INC P/P 144A 05.5000 03/01/2024 | 0.00% |
| CORNERSTONE BUILDING P/P 144A 08.0000 04/15/2026 | 0.00% |
| DIAMONDBACK ENERGY INC 05.3750 05/31/2025 | 0.00% |
| DUN & BRADSTREET COR P/P 144A 06.8750 08/15/2026 | 0.00% |
| EMERGENT BIOSOLUTION P/P 144A 03.8750 08/15/2028 | 0.00% |
| FNR 2005-106 JC 19.6585 12/25/2035 | 0.00% |
| FNR 2005-75 GS 19.7996 08/25/2035 | 0.00% |
| FNR 2006-62 PS 38.9992 07/25/2036 | 0.00% |
| FRESENIUS MEDICAL CARE AG & SEDOL 5129074 | 0.00% |
| GBP/USD 12/16/2020 MSCIL | 0.00% |
| GBP/USD 12/16/2020 SSBT | 0.00% |
| GNMA GII30 BM4196 06.0000 04/20/2049 | 0.00% |
| GNMA GII30 BN1506 04.5000 05/20/2049 | 0.00% |
| GNR 2010-9 UI IO 05.0000 01/20/2040 | 0.00% |
| GNR 2013-14 IO IO 03.5000 12/20/2042 | 0.00% |
| HONGKONG LAND HOLDINGS LTD SEDOL 6434915 | 0.00% |
| IHS MARKIT LTD P/P 144A 04.0000 03/01/2026 | 0.00% |
| JAGUAR HL / PPDI P/P 144A 05.0000 06/15/2028 | 0.00% |
| JARDINE MATHESON HLDGS LTD SEDOL 6472119 | 0.00% |
| KRW/USD 02/17/2021 HSBCB | 0.00% |
| MAUSER PACKAGING P/P 144A 08.5000 04/15/2024 | 0.00% |
| MERCK & CO INC 02.9000 03/07/2024 | 0.00% |
| NETFLIX INC. P/P 144A 04.8750 06/15/2030 | 0.00% |
| OUTFRONT MEDIA C P/P 144A 04.6250 03/15/2030 | 0.00% |
| PUBLICIS GROUPE SEDOL 4380429 | 0.00% |
| REPUBLIC OF VENEZUELA REGS 09.0000 05/07/2023 | 0.00% |
| SEK/USD 12/16/2020 UBS | 0.00% |
| SERVICE PROPERTIES TRUST 07.5000 09/15/2025 | 0.00% |
| SM ENERGY CO 05.0000 01/15/2024 | 0.00% |
| SM ENERGY CO P/P 144A 10.0000 01/15/2025 | 0.00% |
| SOFINA SEDOL 4820301 | 0.00% |
| SPECTRUM BRANDS INC 06.1250 12/15/2024 | 0.00% |
| T-MOBILE USA INC. 04.0000 04/15/2022 | 0.00% |
| TARGA RES PRTNRS 05.5000 03/01/2030 | 0.00% |
| TARGA RESOURCES PART 06.8750 01/15/2029 | 0.00% |
| TRANSOCEAN PONTUS LT P/P 144A 06.1250 08/01/2025 | 0.00% |
| US CONCRETE INC 06.3750 06/01/2024 | 0.00% |
| VALVOLINE INC 04.3750 08/15/2025 | 0.00% |
| VIATRIS INC SEDOL BMWS3X9 | 0.00% |
| VIPER ENERGY P/P 144A 05.3750 11/01/2027 | 0.00% |
| WM MORRISON SUPERMARKETS SEDOL 0604316 | 0.00% |
| WMG ACQUISITION CORP P/P 144A 05.5000 04/15/2026 | 0.00% |
| WYNN RESORTS FIN LLC P/P 144A 07.7500 04/15/2025 | 0.00% |
| ABC-MART INC SEDOL 6292102 | 0.00% |
| ADMIRAL GROUP PLC SEDOL B02J639 | 0.00% |
| APACHE CORP 04.6250 11/15/2025 | 0.00% |
| AROUNDTOWN SA SEDOL BF0CK44 | 0.00% |
| AUD/USD 01/20/2021 HSBCB | 0.00% |
| BALL CORP SEDOL 2073022 | 0.00% |
| BAYTEX ENERGY CORP P/P 144A 05.6250 06/01/2024 | 0.00% |
| BOMBARDIER INC P/P 144A 07.5000 12/01/2024 | 0.00% |
| BSCMS 2006-PW11 B P/P 144A 05.7021 03/11/2039 | 0.00% |
| BUCKEYE PARTNERS LP 03.9500 12/01/2026 | 0.00% |
| CAD/USD 01/20/2021 GSFX | 0.00% |
| CAD/USD 01/20/2021 PSBS | 0.00% |
| CAD/USD 01/20/2021 UBS | 0.00% |
| CALPINE CORP P/P 144A 05.0000 02/01/2031 | 0.00% |
| CD&R WATERWORKS MERGER 144A 6.125000 08/15/2025 | 0.00% |
| CINEMARK USA INC 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 CS | 0.00% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 MS | 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 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% |
| COLOPLAST-B SEDOL B8FMRX8 | 0.00% |
| CP ATLAS BUYER INC P/P 144A 07.0000 12/01/2028 | 0.00% |
| DOMINO'S PIZZA INC SEDOL B01SD70 | 0.00% |
| ERIE INDEMNITY COMPANY-CL A SEDOL 2311711 | 0.00% |
| EUR/USD 12/16/2020 HSBCB | 0.00% |
| FHR 3300 PO PO 00.0000 02/15/2037 | 0.00% |
| GAMESA SEDOL B01CP21 | 0.00% |
| GARTNER INC P/P 144A 04.5000 07/01/2028 | 0.00% |
| GBP/USD 12/16/2020 RBSF | 0.00% |
| GBP/USD 12/16/2020 WPAC | 0.00% |
| GNMA GII30 BN1509 05.0000 05/20/2049 | 0.00% |
| HK ELECTRIC INVEST SEDOL BJ3WDZ1 | 0.00% |
| HORMEL FOODS CORP SEDOL 2437264 | 0.00% |
| HUDBAY MINERALS INC P/P 144A 06.1250 04/01/2029 | 0.00% |
| IOS.FN30.400.10 R USL1M P 01/12/41 BC | 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% |
| 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% |
| MATCH GRP HLD II LLC P/P 144A 04.1250 08/01/2030 | 0.00% |
| MAUSER PACKAGING SOL P/P 144A 05.5000 04/15/2024 | 0.00% |
| 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% |
| NABORS INDUSTRIES INC. 05.7500 02/01/2025 | 0.00% |
| NATIONAL GRID PLC SEDOL BDR05C0 | 0.00% |
| NATIONSTAR MTG P/P 144A 09.1250 07/15/2026 | 0.00% |
| NEWFIELD EXPLORATION CO 05.3750 01/01/2026 | 0.00% |
| NEWFIELD EXPLORATION CO 05.6250 07/01/2024 | 0.00% |
| NEWS CORP - CLASS A SEDOL BBGVT40 | 0.00% |
| NN GROUP NV SEDOL BNG8PQ9 | 0.00% |
| NOK/USD 12/16/2020 HSBCB | 0.00% |
| NRG ENERGY INC 06.6250 01/15/2027 | 0.00% |
| OCCIDENTAL PETROLEUM COR 05.8750 09/01/2025 | 0.00% |
| PENSKE AUTOMOTIVE GROUP 03.5000 09/01/2025 | 0.00% |
| PHILLIPS 66 SEDOL B78C4Y8 | 0.00% |
| QUEBECOR MEDIA INC USD 05.7500 01/15/2023 | 0.00% |
| RACKSPACE HOSTING INC L+300 04.0000 11/03/2023 | 0.00% |
| REGENCY ENERGY P 04.5000 11/01/2023 | 0.00% |
| ROYAL BANK OF CANADA USD 02.8000 04/29/2022 | 0.00% |
| ROYAL CARIBBEAN P/P 144A 09.1250 06/15/2023 | 0.00% |
| SAP SE SEDOL 4846288 | 0.00% |
| SEK/USD 12/16/2020 SSBT | 0.00% |
| SM ENERGY CO 06.6250 01/15/2027 | 0.00% |
| T-MOBILE USA INC 06.0000 03/01/2023 | 0.00% |
| TALLGRASS NRG PRTNR/ P/P 144A 07.5000 10/01/2025 | 0.00% |
| TAYLOR MORRISON COMM P/P 144A 05.1250 08/01/2030 | 0.00% |
| TENET HEALTHCARE P/P 144A 06.2500 02/01/2027 | 0.00% |
| TENET HEALTHCARE P/P 144A 07.5000 04/01/2025 | 0.00% |
| TRANSDIGM INC P/P 144A 08.0000 12/15/2025 | 0.00% |
| TYLER TECHNOLOGIES INC SEDOL 2909644 | 0.00% |
| UBSBB 2012-C4 XA IO P/P 144A 01.7528 12/10/2045 | 0.00% |
| WEEKLEY HM LLC/ P/P 144A 04.8750 09/15/2028 | 0.00% |
| WMG ACQUISITION CORP P/P 144A 03.0000 02/15/2031 | 0.00% |
| YUM! BRANDS INC. P/P 144A 07.7500 04/01/2025 | 0.00% |
| ZAYO GROUP HLDG INC P/P 144A 04.0000 03/01/2027 | 0.00% |
| 0.25 R ISWP FWD US0003M P 12/16/2022 | 0.00% |
| 0.97 R ISWP US0003M P 11/12/2030 | 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% |
| ARCHES BUYER INC P/P 144A 06.1250 12/01/2028 | 0.00% |
| AUD/USD 01/20/2021 TDBK | 0.00% |
| AZRIELI GROUP LTD SEDOL B5MN1W0 | 0.00% |
| BOMBARDIER INC P/P 144A 08.7500 12/01/2021 | 0.00% |
| CABOT OIL & GAS CORP | 0.00% |
| CAD/USD 01/20/2021 HSBCB | 0.00% |
| CAD/USD 01/20/2021 RBSF | 0.00% |
| CAD/USD 01/20/2021 WPAC | 0.00% |
| CALPINE CORP P/P 144A 04.6250 02/01/2029 | 0.00% |
| CDW LLC/CDW FINANCE 03.2500 02/15/2029 | 0.00% |
| 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.10 2059-11-17 500.0 11/17/2059 CG | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 ML | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 MS | 0.00% |
| CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 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 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 JP | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 JP | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 ML | 0.00% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 JP | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 GS | 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% |
| ENERGIZER HLDG INC P/P 144A 07.7500 01/15/2027 | 0.00% |
| EQT CORP 05.0000 01/15/2029 | 0.00% |
| EUR/USD 12/16/2020 BANKAM | 0.00% |
| EUR/USD 12/16/2020 MSCIL | 0.00% |
| EUR/USD 12/16/2020 RBSF | 0.00% |
| FNR 2005-83 QP 17.0037 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% |
| FOX CORP - CLASS B SEDOL BJJMGY5 | 0.00% |
| GBP/USD 12/16/2020 JPMCB | 0.00% |
| GBP/USD 12/16/2020 UBS | 0.00% |
| GLOBAL PART/GLP FIN P/P 144A 06.8750 01/15/2029 | 0.00% |
| GNR 2012-141 WI IO 03.5000 11/20/2041 | 0.00% |
| GNR 2015-124 NI IO 03.5000 06/20/2039 | 0.00% |
| GRIFOLS SEDOL B01SPF2 | 0.00% |
| IHEARTMEDIA INC - CLASS A SEDOL BJVR9Y9 | 0.00% |
| INTERCONTINENTAL EXCHANGE IN SEDOL BFSSDS9 | 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% |
| JAPAN TOBACCO INC SEDOL 6474535 | 0.00% |
| JPY/USD 02/17/2021 UBS | 0.00% |
| JPY/USD 02/17/2021 WPAC | 0.00% |
| KYUSHU RAILWAY COMPANY SEDOL BD2BST6 | 0.00% |
| LOEWS CORP SEDOL 2523022 | 0.00% |
| MALLINCKRODT FIN/SB P/P 144A 10.0000 04/15/2025 | 0.00% |
| MBX.FN30.500.09 R USL1M P 01/12/40 BC | 0.00% |
| MCKESSON CORP SEDOL 2378534 | 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% |
| NOK/USD 12/16/2020 GSFX | 0.00% |
| NZD/USD 01/20/2021 CSI-FX | 0.00% |
| NZD/USD 01/20/2021 JPMCB | 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% |
| RACKSPACE TECHNOLOGY P/P 144A 05.3750 12/01/2028 | 0.00% |
| REPSOL SA SEDOL 5669354 | 0.00% |
| RIO TINTO LTD SEDOL 6220103 | 0.00% |
| SCHINDLER HOLDING-PART CERT SEDOL B11TCY0 | 0.00% |
| SEK/USD 12/16/2020 BANKAM | 0.00% |
| STACR 2019-DNA2 M2 02.6001 03/25/2049 | 0.00% |
| STANDARD IND INC P/P 144A 04.7500 01/15/2028 | 0.00% |
| SUBARU CORP SEDOL 6356406 | 0.00% |
| T-MOBILE USA INC 05.3750 04/15/2027 | 0.00% |
| TENNECO INC P/P 144A 07.8750 01/15/2029 | 0.00% |
| THE SHERWIN-WILLIAMS COMPANY 02.7500 06/01/2022 | 0.00% |
| 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% |
| TRONOX INC P/P 144A 06.5000 05/01/2025 | 0.00% |
| 0.2325 R ISWP US0003M P 11/06/2022 | 0.00% |
| 0.2345 R ISWP US0003M P 10/23/2022 | 0.00% |
| 0.258 R ISWP US0003M P 11/20/2022 | 0.00% |
| 0.26 R ISWP US0003M P 11/19/2022 | 0.00% |
| 0.8025 R ISWP US0003M P 11/06/2030 | 0.00% |
| 0.838 R ISWP US0003M P 10/23/2030 | 0.00% |
| 0.8425 R ISWP US0003M P 10/23/2030 | 0.00% |
| ADVANZ PHARMA CORP LTD SEDOL BG0RYR7 | 0.00% |
| AUD/USD 01/20/2021 CITI | 0.00% |
| AUD/USD 01/20/2021 GSFX | 0.00% |
| AUD/USD 01/20/2021 MSCIL | 0.00% |
| BSCMS 06-PW14 X1 IO P/P 144A 00.7545 12/11/2038 | 0.00% |
| CAD/USD 01/20/2021 CITI | 0.00% |
| CGCMT 2006-C5 XC IO P/P 144A 00.7191 10/15/2049 | 0.00% |
| CHF/USD 12/16/2020 GSFX | 0.00% |
| CHF/USD 12/16/2020 JPMCB | 0.00% |
| CHF/USD 12/16/2020 MSCIL | 0.00% |
| CHF/USD 12/16/2020 RBSF | 0.00% |
| CHF/USD 12/16/2020 TDBK | 0.00% |
| CLEAR CHANNEL OUTDOOR HOLDIN SEDOL BJHVCH9 | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 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.11 2054-11-18 500.0 11/18/2054 CG | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.00% |
| CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 CG | 0.00% |
| CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 GS | 0.00% |
| CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 MS | 0.00% |
| CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 MS | 0.00% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 JP | 0.00% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 CG | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 CG | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 JP | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.00% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 CG | 0.00% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 CG | 0.00% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 CG | 0.00% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 CG | 0.00% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 CG | 0.00% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 CG | 0.00% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 JP | 0.00% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 JP | 0.00% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 JP | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 JP | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 JP | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 JP | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 JP | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 MS | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 MS | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 MS | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 MS | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 MS | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 MS | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 MS | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 BA | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.BBB-.9 2058-09-17 300.0 09/17/2058 ML | 0.00% |
| CNH/USD 02/18/2021 BANKAM | 0.00% |
| CNH/USD 02/18/2021 JPMCB | 0.00% |
| CNH/USD 02/18/2021 WPAC | 0.00% |
| CSFB 2003-C3 AX IO P/P 144A 01.9335 05/15/2038 | 0.00% |
| DKK/USD 12/16/2020 CITI | 0.00% |
| EUR/CHF CALL 1.10 20201209 CSI-FX | 0.00% |
| EUR/CHF CALL 1.12 20201209 CSI-FX | 0.00% |
| EUR/USD 12/16/2020 GSFX | 0.00% |
| EUR/USD 12/16/2020 TDBK | 0.00% |
| EUR/USD 12/16/2020 UBS | 0.00% |
| EUR/USD 12/16/2020 WPAC | 0.00% |
| FHR 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 12/16/2020 BCAP-FX | 0.00% |
| GBP/USD 12/16/2020 CITI | 0.00% |
| GBP/USD 12/16/2020 CSI-FX | 0.00% |
| GBP/USD 12/16/2020 GSFX | 0.00% |
| GBP/USD 12/16/2020 HSBCB | 0.00% |
| GBP/USD 12/16/2020 TDBK | 0.00% |
| GBP/USD PUT 1.20 20201218 BANKAM | 0.00% |
| GBP/USD PUT 1.23 20201218 BANKAM | 0.00% |
| GNR 2006-36 OD PO 00.0000 07/16/2036 | 0.00% |
| GNR 2010-9 QI IO 04.5000 01/20/2040 | 0.00% |
| HKD/USD 02/17/2021 BANKAM | 0.00% |
| HKD/USD 02/17/2021 BCAP-FX | 0.00% |
| HKD/USD 02/17/2021 GSFX | 0.00% |
| HKD/USD 02/17/2021 HSBCB | 0.00% |
| HKD/USD 02/17/2021 RBSF | 0.00% |
| HKD/USD 02/17/2021 SSBT | 0.00% |
| HKD/USD 02/17/2021 UBS | 0.00% |
| INTELSAT JACKSON HLD P/P 144A 08.0000 02/15/2024 | 0.00% |
| IOS.FN30.350.12 R USL1M P 01/12/43 BC | 0.00% |
| IOS.FN30.400.11 R USL1M P 01/12/42 BC | 0.00% |
| IOS.FN30.600.08 R USL1M P 01/12/39 GS | 0.00% |
| IOS.FN30.650.67 R USL1M P 01/12/38 BC | 0.00% |
| IOS.FN30.650.67 R USL1M P 01/12/38 GS | 0.00% |
| JPMCC 05-CB12 X1 IO P/P 144A 00.3200 09/12/2037 | 0.00% |
| JPMCC 2006-LDP8 X IO 00.2866 05/15/2045 | 0.00% |
| JPY/USD 02/17/2021 BANKAM | 0.00% |
| JPY/USD 02/17/2021 BCAP-FX | 0.00% |
| JPY/USD 02/17/2021 CITI | 0.00% |
| JPY/USD 02/17/2021 GSFX | 0.00% |
| JPY/USD 02/17/2021 HSBCB | 0.00% |
| JPY/USD 02/17/2021 JPMCB | 0.00% |
| JPY/USD 02/17/2021 MSCIL | 0.00% |
| JPY/USD 02/17/2021 RBSF | 0.00% |
| JPY/USD 02/17/2021 SSBT | 0.00% |
| JPY/USD 02/17/2021 TDBK | 0.00% |
| KION GROUP AG-RTS SEDOL BMC7422 | 0.00% |
| MEZZ 2006-C4 X IO P/P 144A 06.1099 07/15/2045 | 0.00% |
| MEZZ 2007-C5 X IO P/P 144A 07.0043 12/15/2049 | 0.00% |
| MWO HOLDINGS LLC | 0.00% |
| NOK/USD 12/16/2020 JPMCB | 0.00% |
| NOK/USD 12/16/2020 MSCIL | 0.00% |
| NOK/USD 12/16/2020 UBS | 0.00% |
| NZD/USD 01/20/2021 HSBCB | 0.00% |
| OCCIDENTAL PETROLEUM -CW27 SEDOL BMVF784 | 0.00% |
| SEK/USD 12/16/2020 HSBCB | 0.00% |
| SEK/USD 12/16/2020 JPMCB | 0.00% |
| SEK/USD 12/16/2020 MSCIL | 0.00% |
| SEK/USD 12/16/2020 TDBK | 0.00% |
| SGD/USD 02/17/2021 JPMCB | 0.00% |
| TERVITA CORP SEDOL BD1DCC4 | 0.00% |
| TEXAS COHLD TCEH ESCROW 11.5000 10/01/2021 | 0.00% |
| TXU TCEH RIGHTS | 0.00% |
| VIACOMCBS INC 04.2000 05/19/2032 | 0.00% |
| 0.876 R ISWP US0003M P 11/19/2030 | -0.00% |
| 0.887 R ISWP US0003M P 11/20/2030 | -0.00% |
| 0.97164 R ISWP US0003M P 11/12/2030 | -0.00% |
| 0.9745 R ISWP US0003M P 11/12/2030 | -0.00% |
| 0.977 R ISWP US0003M P 11/12/2030 | -0.00% |
| 0.97881 R ISWP US0003M P 11/12/2030 | -0.00% |
| AUD/USD 01/20/2021 JPMCB | -0.00% |
| AUD/USD 01/20/2021 RBSF | -0.00% |
| AUD/USD 01/20/2021 WPAC | -0.00% |
| CAD/USD 01/20/2021 CSI-FX | -0.00% |
| CHF/USD 12/16/2020 HSBCB | -0.00% |
| CHF/USD 12/16/2020 SSBT | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | -0.00% |
| CMB CMBX.NA.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 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-.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% |
| CNH/USD 02/18/2021 GSFX | -0.00% |
| CNH/USD 02/18/2021 HSBCB | -0.00% |
| EUR/USD 12/16/2020 BCAP-FX | -0.00% |
| EUR/USD 12/16/2020 CSI-FX | -0.00% |
| EUR/USD 12/16/2020 JPMCB | -0.00% |
| INR/USD 02/17/2021 HSBCB | -0.00% |
| INR/USD 02/17/2021 JPMCB | -0.00% |
| IOS.FN30.400.11 P USL1M R 01/12/42 JP | -0.00% |
| IOS.FN30.500.10 P USL1M R 01/12/41 BC | -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% |
| MXN/USD 01/20/2021 BANKAM | -0.00% |
| NZD/USD 01/20/2021 PSBS | -0.00% |
| NZD/USD 01/20/2021 TDBK | -0.00% |
| NZD/USD 01/20/2021 WPAC | -0.00% |
| SEK/USD 12/16/2020 BCAP-FX | -0.00% |
| SEK/USD 12/16/2020 CITI | -0.00% |
| SEK/USD 12/16/2020 RBSF | -0.00% |
| TWD/USD 02/17/2021 GSFX | -0.00% |
| TWD/USD 02/17/2021 JPMCB | -0.00% |
| AUD/USD 01/20/2021 BANKAM | -0.00% |
| CAD/USD 01/20/2021 BANKAM | -0.00% |
| CAD/USD 01/20/2021 JPMCB | -0.00% |
| CAD/USD 01/20/2021 TDBK | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CS | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.A.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 ML | -0.00% |
| EUR/USD 12/16/2020 SSBT | -0.00% |
| NZD/USD 01/20/2021 RBSF | -0.00% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 JP | -0.00% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 MS | -0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 CS | -0.00% |
| IOS.FN30.400.10 P USL1M R 01/12/41 JP | -0.00% |
| NOK/USD 12/16/2020 SSBT | -0.00% |
| NZD/USD 01/20/2021 BANKAM | -0.00% |
| NZD/USD 01/20/2021 GSFX | -0.00% |
| AUD/USD 01/20/2021 PSBS | -0.00% |
| AUD/USD 01/20/2021 UBS | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 JP | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.00% |
| EUR/USD 12/16/2020 CITI | -0.00% |
| NZD/USD 01/20/2021 CITI | -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% |
| 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% |
| MBX.FN30.650.67 P USL1M R 01/12/38 BC | -0.01% |
| MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.01% |
| CMB CMBX.NA.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 | -0.02% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.02% |
| 1.15 R ISWP FWD US0003M P 12/16/2050 | -0.03% |
| 0.70 R ISWP FWD US0003M P 12/16/2030 | -0.03% |
| FNMA FN30 TBA UMBS 03.0000 12/01/2050 | -0.37% |
| S&P MID 400 EMINI DEC20 FAZ0 | -1.23% |
| GSGLPWDS P US0001M R 12/15/25 GS | -2.21% |
| US 10YR ULTRA FUT MAR21 UXYH1 | -3.07% |
| MSCI EAFE DEC20 MFSZ0 | -3.52% |
| S&P500 EMINI FUT DEC20 ESZ0 | -10.95% |
| US 5YR NOTE (CBT) DEC20 FVZ0 | 7.99% |
|---|---|
| GNMA GII30 TBA 03.5000 11/01/2050 | 5.95% |
| US ULTRA BOND CBT DEC20 WNZ0 | 4.30% |
| US 10YR NOTE (CBT)DEC20 TYZ0 | 3.61% |
| GSGLPWDL R US0001M P 12/15/25 GS | 3.30% |
| US 2YR NOTE (CBT) DEC20 TUZ0 | 2.50% |
| APPLE INC SEDOL 2046251 | 2.25% |
| FNMA FN30 TBA UMBS 02.5000 12/01/2050 | 2.12% |
| FNMA FN15 TBA UMBS 02.5000 11/01/2035 | 2.12% |
| FHLMC FR30 ZS4750 UMBS 03.0000 01/01/2048 | 1.91% |
| MICROSOFT CORP SEDOL 2588173 | 1.81% |
| AMAZON.COM INC SEDOL 2000019 | 1.79% |
| E-MINI RUSS 2000 DEC20 RTYZ0 | 1.78% |
| US LONG BOND(CBT) DEC20 USZ0 | 1.72% |
| FNMA FN30 TBA UMBS 02.0000 12/01/2050 | 1.72% |
| CGPUTQL2 R US0003M P 06/10/21 CI | 1.68% |
| FNMA FN30 TBA UMBS 03.5000 11/01/2050 | 1.47% |
| GSGLPHCL R US0001M P 12/15/25 GS | 1.19% |
| ALPHABET INC-CL A SEDOL BYVY8G0 | 1.06% |
| FNMA FN30 MA3563 UMBS 04.0000 01/01/2049 | 0.89% |
| FNMA FN30 FM1741 UMBS 04.0000 04/01/2049 | 0.89% |
| FNMA FN30 TBA UMBS 06.0000 11/01/2050 | 0.83% |
| JPMORGAN CHASE & CO SEDOL 2190385 | 0.68% |
| FNMA FN30 TBA UMBS 02.5000 11/01/2050 | 0.68% |
| TREASURY BILL 00.0000 11/05/2020 | 0.67% |
| PROCTER & GAMBLE CO/THE SEDOL 2704407 | 0.65% |
| TREASURY BILL 00.0000 12/03/2020 | 0.64% |
| ADOBE INC SEDOL 2008154 | 0.64% |
| NVIDIA CORP SEDOL 2379504 | 0.60% |
| QUALCOMM INC SEDOL 2714923 | 0.59% |
| FNMA FN30 BQ1269 UMBS 02.5000 08/01/2050 | 0.57% |
| FNMA FN30 TBA UMBS 01.5000 12/01/2050 | 0.56% |
| VERIZON COMMUNICATIONS INC SEDOL 2090571 | 0.53% |
| FNMA FN30 TBA UMBS 03.5000 12/01/2050 | 0.49% |
| FNMA FN30 BQ0329 UMBS 02.5000 07/01/2050 | 0.47% |
| JOHNSON & JOHNSON SEDOL 2475833 | 0.45% |
| FNMA FN30 MA2737 UMBS 03.0000 09/01/2046 | 0.42% |
| CITIGROUP INC SEDOL 2297907 | 0.41% |
| NORTHROP GRUMMAN CORP SEDOL 2648806 | 0.40% |
| CISCO SYSTEMS INC SEDOL 2198163 | 0.40% |
| FACEBOOK INC-CLASS A SEDOL B7TL820 | 0.39% |
| ELI LILLY & CO SEDOL 2516152 | 0.39% |
| FNMA FN30 FM4328 UMBS 02.5000 09/01/2050 | 0.39% |
| ALPHABET INC-CL C SEDOL BYY88Y7 | 0.38% |
| CHARTER COMMUNICATIONS INC-A SEDOL BZ6VT82 | 0.38% |
| FNMA FN30 AL9859 UMBS 03.0000 03/01/2047 | 0.38% |
| FNMA FN30 BM5024 UMBS 03.0000 11/01/2048 | 0.38% |
| INTUIT INC SEDOL 2459020 | 0.37% |
| LOCKHEED MARTIN CORP SEDOL 2522096 | 0.36% |
| PEPSICO INC SEDOL 2681511 | 0.35% |
| SERVICENOW INC SEDOL B80NXX8 | 0.33% |
| MERCK & CO. INC. SEDOL 2778844 | 0.33% |
| COMCAST CORP-CLASS A SEDOL 2044545 | 0.32% |
| WALMART INC SEDOL 2936921 | 0.32% |
| EBAY INC SEDOL 2293819 | 0.30% |
| DOCUSIGN INC SEDOL BFYT7B7 | 0.30% |
| FNMA FN30 TBA UMBS 04.0000 11/01/2050 | 0.30% |
| MEDTRONIC PLC SEDOL BTN1Y11 | 0.30% |
| ACTIVISION BLIZZARD INC SEDOL 2575818 | 0.29% |
| HONEYWELL INTERNATIONAL INC SEDOL 2020459 | 0.29% |
| AMERICAN ELECTRIC POWER SEDOL 2026242 | 0.28% |
| JPMORGAN CHASE & CO 03.9640 11/15/2048 | 0.28% |
| VERIZON COMM 04.3290 09/21/2028 | 0.28% |
| ABBVIE INC P/P 144A 03.2000 11/21/2029 | 0.27% |
| JPMORGAN CHASE & CO 03.6250 12/01/2027 | 0.27% |
| EXELON CORP SEDOL 2670519 | 0.26% |
| PAYPAL HOLDINGS INC SEDOL BYW36M8 | 0.26% |
| CITIGROUP INC 03.6680 07/24/2028 | 0.26% |
| MORGAN STANLEY 03.6250 01/20/2027 | 0.26% |
| COCA-COLA CO/THE SEDOL 2206657 | 0.26% |
| TREASURY BILL 00.0000 12/08/2020 | 0.25% |
| TARGET CORP SEDOL 2259101 | 0.25% |
| BANK OF AMERICA CORP 03.2480 10/21/2027 | 0.24% |
| DANAHER CORP SEDOL 2250870 | 0.24% |
| AMERICAN TOWER CORP SEDOL B7FBFL2 | 0.23% |
| MCDONALD'S CORP SEDOL 2550707 | 0.23% |
| AT&T INC 04.1000 02/15/2028 | 0.22% |
| VISA INC-CLASS A SHARES SEDOL B2PZN04 | 0.21% |
| GOLDMAN SACHS GROUP INC 03.8500 01/26/2027 | 0.21% |
| ABBOTT LABORATORIES SEDOL 2002305 | 0.21% |
| HOME DEPOT INC SEDOL 2434209 | 0.21% |
| VEEVA SYSTEMS INC-CLASS A SEDOL BFH3N85 | 0.20% |
| FIDELITY NATIONAL INFO SERV SEDOL 2769796 | 0.20% |
| CIGNA CORP SEDOL BHJ0775 | 0.20% |
| BANK OF AMERICA CORP SEDOL 2295677 | 0.20% |
| CVS HEALTH CORP 04.7800 03/25/2038 | 0.20% |
| HUMANA INC SEDOL 2445063 | 0.20% |
| ABBVIE INC SEDOL B92SR70 | 0.19% |
| UNION PACIFIC CORP SEDOL 2914734 | 0.19% |
| REGENERON PHARMACEUTICALS SEDOL 2730190 | 0.19% |
| UNITEDHEALTH GROUP INC SEDOL 2917766 | 0.19% |
| MASTERCARD INC - A SEDOL B121557 | 0.19% |
| JOHNSON CONTROLS INTERNATION SEDOL BY7QL61 | 0.19% |
| SOUTHERN CO/THE SEDOL 2829601 | 0.19% |
| UBS GROUP AG P/P 144A 03.4910 05/23/2023 | 0.19% |
| METLIFE INC SEDOL 2573209 | 0.19% |
| CASH MGMT BILL 00.0000 01/05/2021 | 0.18% |
| BEST BUY CO INC SEDOL 2094670 | 0.18% |
| MICROSOFT CORP 02.4000 08/08/2026 | 0.18% |
| NRG ENERGY INC SEDOL 2212922 | 0.18% |
| NIKE INC -CL B SEDOL 2640147 | 0.18% |
| TREASURY BILL 00.0000 12/15/2020 | 0.18% |
| GOLDMAN SACHS GROUP INC 02.6000 12/27/2020 | 0.17% |
| APPLE INC 04.2500 02/09/2047 | 0.17% |
| AMGEN INC SEDOL 2023607 | 0.17% |
| CDX CDX.NA.IG.35 100.0 12/20/2025 | 0.17% |
| FNMA FN30 AS7003 UMBS 03.0000 04/01/2046 | 0.17% |
| EDWARDS LIFESCIENCES CORP SEDOL 2567116 | 0.17% |
| CUMMINS INC SEDOL 2240202 | 0.16% |
| PULTEGROUP INC SEDOL 2708841 | 0.16% |
| SALESFORCE.COM INC 03.7000 04/11/2028 | 0.16% |
| HILTON WORLDWIDE HOLDINGS IN SEDOL BYVMW06 | 0.16% |
| VERTEX PHARMACEUTICALS INC SEDOL 2931034 | 0.16% |
| SALESFORCE.COM INC SEDOL 2310525 | 0.16% |
| MORGAN STANLEY 03.1250 01/23/2023 | 0.16% |
| UNITEDHEALTH GROUP INC 03.8500 06/15/2028 | 0.16% |
| GOLDMAN SACHS GROUP INC SEDOL 2407966 | 0.16% |
| TREASURY BILL 00.0000 11/10/2020 | 0.16% |
| CRH PLC SEDOL 4182249 | 0.15% |
| IDEXX LABORATORIES INC SEDOL 2459202 | 0.15% |
| STACR 2016-DNA2 M3 04.7993 10/25/2028 | 0.15% |
| ALLSTATE CORP SEDOL 2019952 | 0.15% |
| TREASURY BILL 00.0000 12/10/2020 | 0.15% |
| LONZA GROUP AG-REG SEDOL 7333378 | 0.15% |
| CHEVRON CORP | 0.15% |
| OKTA INC SEDOL BDFZSP1 | 0.14% |
| ECOLAB INC 02.7000 11/01/2026 | 0.14% |
| FNMA FN30 BC2733 UMBS 03.0000 05/01/2046 | 0.14% |
| SONY CORP SEDOL 6821506 | 0.14% |
| TEXAS INSTRUMENTS INC SEDOL 2885409 | 0.14% |
| ALTRIA GROUP INC | 0.14% |
| XILINX INC SEDOL 2985677 | 0.14% |
| MORGAN STANLEY | 0.14% |
| AT&T INC. 03.8000 02/15/2027 | 0.14% |
| EQUINIX INC. 02.9000 11/18/2026 | 0.14% |
| IHS MARKIT LTD P/P 144A 04.7500 02/15/2025 | 0.14% |
| NEW YORK LIFE INS P/P 144A 01.1000 05/05/2023 | 0.14% |
| PFIZER INC SEDOL 2684703 | 0.14% |
| ANZ NEW ZEALAND INT P/P 144A 02.8750 01/25/2022 | 0.13% |
| MICROSOFT CORP 03.7000 08/08/2046 | 0.13% |
| NOVARTIS CAPITAL CORP 04.0000 11/20/2045 | 0.13% |
| PETROBRAS GLOBAL FINANCE USD 06.2500 03/17/2024 | 0.13% |
| MONDELEZ INTERNATIONAL INC-A SEDOL B8CKK03 | 0.13% |
| OLD DOMINION FREIGHT LINE SEDOL 2656423 | 0.13% |
| CADENCE DESIGN SYS INC SEDOL 2302232 | 0.13% |
| CROWN CASTLE INTL CORP SEDOL BTGQCX1 | 0.13% |
| ENTERPRISE PRODUCTS OPER 04.2500 02/15/2048 | 0.13% |
| SYNOPSYS INC SEDOL 2867719 | 0.13% |
| AMAZON.COM INC 03.1500 08/22/2027 | 0.13% |
| MICROSOFT CORP 01.5500 08/08/2021 | 0.13% |
| BRISTOL-MYERS 02.9000 07/26/2024 | 0.13% |
| COSTAR GROUP INC SEDOL 2262864 | 0.13% |
| JPMORGAN CHASE & CO 03.3750 05/01/2023 | 0.13% |
| INTERPUBLIC GROUP COS 04.6500 10/01/2028 | 0.13% |
| SHERWIN-WILLIAMS CO/THE SEDOL 2804211 | 0.13% |
| SOUTHWEST AIRLINES CO SEDOL 2831543 | 0.13% |
| OTIS WORLDWIDE CORP SEDOL BK531S8 | 0.12% |
| BROADCOM CRP / CAYM 03.5000 01/15/2028 | 0.12% |
| EQUINIX INC SEDOL BVLZX12 | 0.12% |
| FORTINET INC SEDOL B5B2106 | 0.12% |
| ROCHE HOLDING AG-GENUSSCHEIN SEDOL 7110388 | 0.12% |
| DANSKE BANK A/S P/P 144A 02.7000 03/02/2022 | 0.12% |
| NINTENDO CO LTD SEDOL 6639550 | 0.12% |
| FHLMC FR30 ZS4703 UMBS 03.0000 02/01/2047 | 0.12% |
| ORACLE CORP 04.0000 11/15/2047 | 0.12% |
| DOLLAR GENERAL CORP SEDOL B5B1S13 | 0.12% |
| GENERAL MOTORS FINL CO 04.0000 10/06/2026 | 0.12% |
| ROCHE HOLDINGS INC P/P 144A 04.0000 11/28/2044 | 0.12% |
| TELEFONICA EMISIONES SAU USD 04.8950 03/06/2048 | 0.12% |
| YUM BRANDS INC SEDOL 2098876 | 0.12% |
| BANK OF AMERICA CORP 06.1100 01/29/2037 | 0.11% |
| ROCKWELL AUTOMATION INC SEDOL 2754060 | 0.11% |
| DNB BANK ASA P/P 144A 02.1500 12/02/2022 | 0.11% |
| HOLOGIC INC SEDOL 2433530 | 0.11% |
| BRISTOL-MYERS SQUIBB CO SEDOL 2126335 | 0.11% |
| ESTEE LAUDER COMPANIES-CL A SEDOL 2320524 | 0.11% |
| INPHI CORP SEDOL B5TRVW5 | 0.11% |
| COMCAST CORP 03.4500 02/01/2050 | 0.11% |
| ALIBABA GROUP HOLDING LTD SEDOL BK6YZP5 | 0.11% |
| DBUBS 2011-LC3A D P/P 144A 05.3351 08/10/2044 | 0.11% |
| FREEPORT-MCMORAN INC SEDOL 2352118 | 0.11% |
| DIGITAL REALTY TRUST LP 04.7500 10/01/2025 | 0.11% |
| TORONTO-DOMINION BANK USD 01.9000 12/01/2022 | 0.11% |
| BIOGEN INC SEDOL 2455965 | 0.10% |
| FNMA FN30 AS8056 UMBS 03.0000 10/01/2046 | 0.10% |
| KINDER MORGAN INC 03.1500 01/15/2023 | 0.10% |
| AMERIPRISE FINANCIAL INC SEDOL B0J7D57 | 0.10% |
| COMMONWEALTH BK AUST P/P 144A 03.1500 09/19/2027 | 0.10% |
| CREDIT SUISSE GRP AG P/P 144A 02.1930 06/05/2026 | 0.10% |
| COMMONWEALTH BK AUST P/P 144A 02.2000 11/09/2020 | 0.10% |
| GENERAL MOTORS CO SEDOL B665KZ5 | 0.10% |
| SPST 2020-2 A 00.9793 03/26/2021 | 0.10% |
| TESLA INC SEDOL B616C79 | 0.10% |
| AIR LEASE CORP 03.2500 10/01/2029 | 0.10% |
| APPLE INC 00.7500 05/11/2023 | 0.10% |
| FAIRFAX FINL HLDGS USD 04.8500 04/17/2028 | 0.10% |
| GODADDY INC - CLASS A SEDOL BWFRFC6 | 0.10% |
| WASTE MANAGEMENT INC SEDOL 2937667 | 0.10% |
| AIA GROUP LTD SEDOL B4TX8S1 | 0.10% |
| BJ'S WHOLESALE CLUB HOLDINGS SEDOL BFZNZF8 | 0.10% |
| CHARTER COMM OPT LLC 06.4840 10/23/2045 | 0.10% |
| SYNCHRONY FINANCIAL SEDOL BP96PS6 | 0.10% |
| FNMA FN30 TBA UMBS 04.5000 11/01/2050 | 0.10% |
| MWST 2019-1 A 00.9493 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% |
| GAMING AND LEISURE PROPERTIE SEDOL BFPK4S5 | 0.10% |
| GOLDMAN SACHS GROUP INC 04.2230 05/01/2029 | 0.10% |
| TAKE-TWO INTERACTIVE SOFTWRE SEDOL 2122117 | 0.10% |
| DOW INC SEDOL BHXCF84 | 0.10% |
| ENERGY TRANSFER OPERATNG 03.7500 05/15/2030 | 0.10% |
| GNMA GII30 TBA 04.0000 11/01/2050 | 0.10% |
| UNITED MEXICAN STATES USD 05.5500 01/21/2045 | 0.10% |
| NESTLE SA-REG SEDOL 7123870 | 0.10% |
| IVORY COAST REGS 06.1250 06/15/2033 | 0.09% |
| AFLAC INC SEDOL 2026361 | 0.09% |
| FNMA FN30 AS7154 UMBS 03.0000 05/01/2046 | 0.09% |
| ORACLE CORP 02.5000 10/15/2022 | 0.09% |
| AT&T INC SEDOL 2831811 | 0.09% |
| CAS 2016-C04 1M2 04.3993 01/25/2029 | 0.09% |
| NESTLE HOLDINGS INC P/P 144A 00.3750 01/15/2024 | 0.09% |
| S&P GLOBAL INC SEDOL BYV2325 | 0.09% |
| BIGCOMMERCE HOLDINGS-SER 1 SEDOL BMDCDP2 | 0.09% |
| ASTRAZENECA PLC-SPONS ADR SEDOL 2989044 | 0.09% |
| FISERV INC 04.2000 10/01/2028 | 0.09% |
| MITSUBISHI UFJ FIN GRP USD 03.5350 07/26/2021 | 0.09% |
| NORTHROP GRUMMAN CORP 03.2500 01/15/2028 | 0.09% |
| NOVARTIS AG-REG SEDOL 7103065 | 0.09% |
| SUMITOMO TR&BK P/P 144A 00.8000 09/12/2023 | 0.09% |
| T-MOBILE USA INC P/P 144A 03.7500 04/15/2027 | 0.09% |
| VERIZON COMMUNICATIONS 04.4000 11/01/2034 | 0.09% |
| BRISTOL-MYERS 03.2500 02/20/2023 | 0.09% |
| WFRBS 2011-C2 D P/P 144A 05.6725 02/15/2044 | 0.09% |
| MORGAN STANLEY 04.3750 01/22/2047 | 0.09% |
| PNC FINANCIAL SERVICES GROUP SEDOL 2692665 | 0.09% |
| REP OF INDONESIA P/P 144A 04.3500 01/08/2027 | 0.09% |
| SIRIUS XM RADIO INC P/P 144A 05.0000 08/01/2027 | 0.09% |
| ASHTEAD CAPITAL INC P/P 144A 04.3750 08/15/2027 | 0.09% |
| COMCAST CORP 03.9690 11/01/2047 | 0.09% |
| DEXCOM INC SEDOL B0796X4 | 0.09% |
| FNMA FN30 BJ9256 UMBS 04.0000 06/01/2048 | 0.09% |
| REPUBLIC OF INDONESIA REGS 04.7500 01/08/2026 | 0.09% |
| HERSHEY CO/THE SEDOL 2422806 | 0.08% |
| ANHEUSER-BUSCH CO/IN 03.6500 02/01/2026 | 0.08% |
| KONINKLIJKE AHOLD DELHAIZE N SEDOL BD0Q398 | 0.08% |
| WILLIS TOWERS WATSON PLC USD 05.7500 03/15/2021 | 0.08% |
| ADVANCED MICRO DEVICES SEDOL 2007849 | 0.08% |
| LENNAR CORP-A SEDOL 2511920 | 0.08% |
| LULULEMON ATHLETICA INC SEDOL B23FN39 | 0.08% |
| CIT GROUP INC. 05.2500 03/07/2025 | 0.08% |
| OMNICOM GP/OMNICOM CAP 03.6000 04/15/2026 | 0.08% |
| TORONTO-DOMINION BANK USD 03.6250 09/15/2031 | 0.08% |
| GLOBAL PAYMENTS INC 04.0000 06/01/2023 | 0.08% |
| RAYTHEON TECH CORP 04.1250 11/16/2028 | 0.08% |
| ZIMMER BIOMET HOLDINGS INC SEDOL 2783815 | 0.08% |
| AVALARA INC SEDOL BZ1NVP4 | 0.08% |
| AXA SA SEDOL 7088429 | 0.08% |
| PUBLIC SERVICE ENTERPRISE GP SEDOL 2707677 | 0.08% |
| DUKE ENERGY CORP 03.1500 08/15/2027 | 0.08% |
| GSMS 2014-GC22 C 04.6920 06/10/2047 | 0.08% |
| DIAMOND 1 FIN/DIAM P/P 144A 06.0200 06/15/2026 | 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% |
| UNITED RENTALS INC SEDOL 2134781 | 0.08% |
| KINDER MORGAN INC SEDOL B3NQ4P8 | 0.08% |
| NOVO NORDISK A/S-B SEDOL BHC8X90 | 0.08% |
| STANDARD IND INC P/P 144A 05.0000 02/15/2027 | 0.08% |
| CAS 2016-C01 1M2 06.8993 08/25/2028 | 0.08% |
| CF INDUSTRIES INC P/P 144A 04.5000 12/01/2026 | 0.08% |
| DISCOVER FINANCIAL SERVICES SEDOL B1YLC43 | 0.08% |
| LEIDOS HOLDINGS INC SEDOL BDV82B8 | 0.08% |
| MERCK & CO INC 03.7000 02/10/2045 | 0.08% |
| PETROLEOS MEXICANOS USD 06.8400 01/23/2030 | 0.08% |
| ANGLO AMER PLC SEDOL B1XZS82 | 0.07% |
| CAS 2016-C02 1M2 06.1493 09/25/2028 | 0.07% |
| CDX CDX.NA.HY.35 500.0 12/20/2025 | 0.07% |
| EATON CORP PLC SEDOL B8KQN82 | 0.07% |
| FEDEX CORP SEDOL 2142784 | 0.07% |
| REPUBLIC OF SENEGAL REGS 06.2500 05/23/2033 | 0.07% |
| T-MOBILE US INC P/P 144A 05.2500 CV PFD | 0.07% |
| THERMO FISHER SCIENTIFIC INC SEDOL 2886907 | 0.07% |
| WESTPAC BANKING CORP USD 02.0000 08/19/2021 | 0.07% |
| AMERICAN TOWER CORPORATION 02.7500 01/15/2027 | 0.07% |
| BP CAPITAL MARKETS PLC USD 03.2790 09/19/2027 | 0.07% |
| MRAIT 2020-2 A2 | 0.07% |
| NATIONAL AUSTRALIA BK/NY 02.5000 01/12/2021 | 0.07% |
| SEAGEN INC SEDOL BLPK4D2 | 0.07% |
| BAXTER INTERNATIONAL INC SEDOL 2085102 | 0.07% |
| CAS 2015-C04 2M2 05.6993 04/25/2028 | 0.07% |
| CIGNA CORP 03.7500 07/15/2023 | 0.07% |
| EXPEDITORS INTL WASH INC SEDOL 2325507 | 0.07% |
| ORACLE CORP SEDOL 2661568 | 0.07% |
| SUMITOMO MITSUI FINANCIAL GR SEDOL 6563024 | 0.07% |
| ALBEMARLE CORP SEDOL 2046853 | 0.07% |
| AMGEN INC 02.6000 08/19/2026 | 0.07% |
| BPCE SA P/P 144A 04.5000 03/15/2025 | 0.07% |
| CARDINAL HEALTH INC SEDOL 2175672 | 0.07% |
| CHIPOTLE MEXICAN GRILL INC SEDOL B0X7DZ3 | 0.07% |
| FNMA FN40 BF0171 UMBS 04.0000 01/01/2057 | 0.07% |
| BANK OF AMERICA CORP 02.4960 02/13/2031 | 0.07% |
| DEUTSCHE POST AG-REG SEDOL 4617859 | 0.07% |
| FNMA FN30 BM1172 UMBS 03.0000 03/01/2047 | 0.07% |
| KERING SEDOL 5505072 | 0.07% |
| AVERY DENNISON CORP SEDOL 2066408 | 0.07% |
| BIOGEN INC 03.6250 09/15/2022 | 0.07% |
| BOOZ ALLEN HAMILTON HOLDINGS SEDOL B5367T7 | 0.07% |
| CAS 2015-C04 1M2 05.8493 04/25/2028 | 0.07% |
| LNSTR 2015-3 B P/P 144A 03.2018 04/20/2048 | 0.07% |
| SAUDI INTL BOND P/P 144A 02.9000 10/22/2025 | 0.07% |
| ABIOMED INC SEDOL 2003698 | 0.07% |
| APTIV PLC SEDOL B783TY6 | 0.07% |
| AMERICAN TOWER CORP 03.1250 01/15/2027 | 0.07% |
| BF0101 03.5000 06/01/2056 | 0.07% |
| EOG RESOURCES INC 02.6250 03/15/2023 | 0.07% |
| RADIAN GROUP INC SEDOL 2173911 | 0.07% |
| DEUTSCHE BOERSE AG SEDOL 7021963 | 0.07% |
| SCHLUMBERGER LTD SEDOL 2779201 | 0.07% |
| WESTROCK MWV LLC 08.2000 01/15/2030 | 0.07% |
| BOSTON PROPERTIES INC SEDOL 2019479 | 0.06% |
| CAS 2020-R01 1M2 02.1993 01/25/2040 | 0.06% |
| DOMINICAN REPUBLIC REGS 05.9500 01/25/2027 | 0.06% |
| INTERCONTINENTALEXCHANGE 02.6500 09/15/2040 | 0.06% |
| TREASURY BILL 00.0000 11/19/2020 | 0.06% |
| WESFARMERS LTD SEDOL 6948836 | 0.06% |
| AMETEK INC SEDOL 2089212 | 0.06% |
| DUKE ENERGY CORP 04.2000 06/15/2049 | 0.06% |
| DUPONT DE NEMOURS INC SEDOL BK0VN47 | 0.06% |
| ENERGY TRANSFER OPERATNG 06.6250 02/15/2028 | 0.06% |
| HILTON WORLDWIDE FIN LLC 04.8750 04/01/2027 | 0.06% |
| IBM CORP 01.8750 08/01/2022 | 0.06% |
| ORACLE CORP 02.5000 05/15/2022 | 0.06% |
| VERIZON COMMUNICATIONS 05.2500 03/16/2037 | 0.06% |
| AMEREN CORPORATION SEDOL 2050832 | 0.06% |
| AMERICAN ELECTRIC POWER 04.3000 12/01/2028 | 0.06% |
| ASSURED GUARANTY LTD SEDOL B00V7H8 | 0.06% |
| DUKE ENERGY OHIO INC 03.6500 02/01/2029 | 0.06% |
| HOYA CORP SEDOL 6441506 | 0.06% |
| RAYTHEON TECHNOLOGIES CORP SEDOL BM5M5Y3 | 0.06% |
| SCHWAB (CHARLES) CORP SEDOL 2779397 | 0.06% |
| SEA LTD-ADR SEDOL BYWD7L4 | 0.06% |
| WASTE CONNECTIONS INC SEDOL BYVG1F6 | 0.06% |
| AGNC INVESTMENT CORP SEDOL BYYHJL8 | 0.06% |
| CHARTER COMM OPT LLC/CAP 04.8000 03/01/2050 | 0.06% |
| FAIR ISAAC CORP SEDOL 2330299 | 0.06% |
| FNMA FN30 AS8074 UMBS 03.0000 10/01/2046 | 0.06% |
| HERMES INTERNATIONAL SEDOL 5253973 | 0.06% |
| WFRBS 2013-C18 AS 04.3870 12/15/2046 | 0.06% |
| AT&T INC 04.7500 05/15/2046 | 0.06% |
| CSAIL 2015-C1 C 04.2684 04/15/2050 | 0.06% |
| JAZZ PHARMACEUTICALS PLC SEDOL B4Q5ZN4 | 0.06% |
| MICROCHIP TECH INC 04.3330 06/01/2023 | 0.06% |
| NORDEA BANK ABP P/P 144A 02.2500 05/27/2021 | 0.06% |
| ONCOR ELECTRIC DELIV 03.7500 04/01/2045 | 0.06% |
| REGIONS FINANCIAL CORP 02.7500 08/14/2022 | 0.06% |
| UNITEDHEALTH GROUP INC 03.9500 10/15/2042 | 0.06% |
| BERKSHIRE HATHAWAY FIN 02.8500 10/15/2050 | 0.06% |
| CITIGROUP INC 03.8870 01/10/2028 | 0.06% |
| FIDELITY NATL INFO SERV 03.7500 05/21/2029 | 0.06% |
| RIO TINTO PLC SEDOL 0718875 | 0.06% |
| TAIWAN SEMICONDUCTOR-SP ADR SEDOL 2113382 | 0.06% |
| UBS GROUP AG REGS 06.8750 12/29/2049 | 0.06% |
| UBS GROUP AG P/P 144A 03.0000 04/15/2021 | 0.06% |
| ALLIANZ SE-REG SEDOL 5231485 | 0.06% |
| AMGEN INC 04.6630 06/15/2051 | 0.06% |
| DANAHER CORP 05.0000 CV PFD | 0.06% |
| EXXON MOBIL CORP SEDOL 2326618 | 0.06% |
| FERGUSON PLC SEDOL BJVNSS4 | 0.06% |
| FORTUNE BRANDS HOME & SECURI SEDOL B3MC7D6 | 0.06% |
| REPUBLIC OF PERU USD 02.3920 01/23/2026 | 0.06% |
| SBA COMMUNICATIONS CORP SEDOL BZ6TS23 | 0.06% |
| ZOETIS INC 03.9000 08/20/2028 | 0.06% |
| BANK OF MONTREAL USD 03.1000 04/13/2021 | 0.06% |
| COMM 2010-C1 D P/P 144A 05.8396 07/10/2046 | 0.06% |
| LONDON STOCK EXCHANGE GROUP SEDOL B0SWJX3 | 0.06% |
| REPUBLIC OF KAZAKHSTAN REGS 04.8750 10/14/2044 | 0.06% |
| BHP GROUP LTD SEDOL 6144690 | 0.06% |
| CROWN CASTLE INTL CORP 03.6500 09/01/2027 | 0.06% |
| ENTERGY CORP SEDOL 2317087 | 0.06% |
| FNMA FN30 BC1155 UMBS 03.0000 06/01/2046 | 0.06% |
| HYATT HOTELS CORP 04.8500 03/15/2026 | 0.06% |
| ITOCHU CORP SEDOL 6467803 | 0.06% |
| BMW US CAPITAL LLC P/P 144A 02.0000 04/11/2021 | 0.06% |
| BRISTOL-MYERS 03.2500 08/15/2022 | 0.06% |
| EQUITABLE HOLDINGS INC SEDOL BKRMR96 | 0.06% |
| HUNTINGTON BANCSHARES 04.3500 02/04/2023 | 0.06% |
| NUTRIEN LTD USD 04.1250 03/15/2035 | 0.06% |
| WFRBS 2013-C12 AS 03.5600 03/15/2048 | 0.06% |
| AMERICAN INTERNATIONAL GROUP SEDOL 2027342 | 0.06% |
| DEUTSCHE TELEKOM AG-REG SEDOL 5842359 | 0.06% |
| DYNATRACE INC SEDOL BJV2RD9 | 0.06% |
| EASTMAN CHEMICAL CO SEDOL 2298386 | 0.06% |
| FIRSTENERGY TRANSMIS P/P 144A 05.4500 07/15/2044 | 0.06% |
| GOOGLE INC 03.3750 02/25/2024 | 0.06% |
| MET LIFE GLOB P/P 144A 01.9500 01/13/2023 | 0.06% |
| PFIZER INC 03.0000 12/15/2026 | 0.06% |
| ROYAL DUTCH SHELL PLC-B SHS SEDOL B03MM40 | 0.06% |
| ABBVIE INC P/P 144A 03.8000 03/15/2025 | 0.05% |
| ARAMARK SEDOL BH3XG17 | 0.05% |
| CONOCOPHILLIPS | 0.05% |
| DEERE & COMPANY 02.6000 06/08/2022 | 0.05% |
| GSMS 2011-GC3 D P/P 144A 05.6097 03/10/2044 | 0.05% |
| HESS MIDSTREAM P P/P 144A 05.6250 02/15/2026 | 0.05% |
| L OREAL SEDOL 4057808 | 0.05% |
| TOTAL SE SEDOL B15C557 | 0.05% |
| VIACOMCBS INC 04.2000 06/01/2029 | 0.05% |
| CISCO SYSTEMS INC 02.5000 09/20/2026 | 0.05% |
| CREDIT SUISSE NEW YORK 02.8000 04/08/2022 | 0.05% |
| ENDEAVOR ENERGY P/P 144A 05.7500 01/30/2028 | 0.05% |
| EQUINOR ASA USD 02.9000 11/08/2020 | 0.05% |
| FORD MOTOR CO SEDOL 2615468 | 0.05% |
| KEURIG DR PEPPER INC SEDOL BD3W133 | 0.05% |
| UNILEVER NV SEDOL B1527V7 | 0.05% |
| UNITEDHEALTH GROUP INC 02.7500 02/15/2023 | 0.05% |
| APOLLO GLOBAL MANAGEMENT INC SEDOL BKRLVD5 | 0.05% |
| APPLE INC 03.8500 05/04/2043 | 0.05% |
| DOW CHEMICAL CO/THE 03.5000 10/01/2024 | 0.05% |
| ENBRIDGE INC USD 04.5000 06/10/2044 | 0.05% |
| ALPHABET INC 01.9980 08/15/2026 | 0.05% |
| AMAZON.COM INC. 02.5000 11/29/2022 | 0.05% |
| BANK OF AMERICA CORP 03.4990 05/17/2022 | 0.05% |
| CAPITAL ONE FINANCIAL CORP SEDOL 2654461 | 0.05% |
| DNB NOR ASA SEDOL 4263304 | 0.05% |
| SCHNEIDER ELECTRIC SE SEDOL 4834108 | 0.05% |
| STATE STREET CORP SEDOL 2842040 | 0.05% |
| TPAT 2018-SL1 A P/P 144A 00.7493 01/25/2046 | 0.05% |
| US BANCORP 02.6250 01/24/2022 | 0.05% |
| ALLY FINANCIAL INC SEDOL B72XK05 | 0.05% |
| COCA-COLA HBC AG-DI SEDOL B9895B7 | 0.05% |
| COMCAST CORP 02.3500 01/15/2027 | 0.05% |
| DOVER CORP SEDOL 2278407 | 0.05% |
| L3HARRIS TECH INC 03.8500 12/15/2026 | 0.05% |
| METLIFE CAP TRST IV P/P 144A 07.8750 12/15/2037 | 0.05% |
| NRG ENERGY INC P/P 144A 04.4500 06/15/2029 | 0.05% |
| POLARIS INC SEDOL 2692933 | 0.05% |
| SANDVIK AB SEDOL B1VQ252 | 0.05% |
| SERVICENOW INC 01.4000 09/01/2030 | 0.05% |
| SPST 2020-6 A 01.8993 09/07/2021 | 0.05% |
| SWISS RE TREAS P/P 144A 04.2500 12/06/2042 | 0.05% |
| AMERICAN EXPRESS COMPANY 02.6500 12/02/2022 | 0.05% |
| CWALT 2006-OA10 4A1 00.3393 08/25/2046 | 0.05% |
| ROYAL BANK OF CANADA USD 04.6500 01/27/2026 | 0.05% |
| UPJOHN INC P/P 144A 02.3000 06/22/2027 | 0.05% |
| WFRBS 2012-C8 AS 03.6600 08/15/2045 | 0.05% |
| ANALOG DEVICES INC 03.9000 12/15/2025 | 0.05% |
| AT&T INC 02.9500 07/15/2026 | 0.05% |
| CROWN CASTLE INTL CORP 03.7000 06/15/2026 | 0.05% |
| ENTERPRISE PRODUCTS PARTNERS SEDOL 2285388 | 0.05% |
| JOHNSON CONTROLS INTL PL 04.9500 07/02/2064 | 0.05% |
| KDDI CORP SEDOL 6248990 | 0.05% |
| KINDER MORGAN ENER PART 03.5000 03/01/2021 | 0.05% |
| NXP SEMICONDUCTORS NV SEDOL B505PN7 | 0.05% |
| SAUDI INTL BOND P/P 144A 03.2500 10/22/2030 | 0.05% |
| SHERWIN-WILLIAMS CO 03.4500 06/01/2027 | 0.05% |
| VALERO ENERGY CORP SEDOL 2041364 | 0.05% |
| VISTRA CORP SEDOL BZ8VJQ8 | 0.05% |
| CITIGROUP INC 04.5000 01/14/2022 | 0.05% |
| COMM 2014-CR19 AM 04.0800 08/10/2047 | 0.05% |
| GARMIN LTD SEDOL B3Z5T14 | 0.05% |
| HOME DEPOT INC 02.6250 06/01/2022 | 0.05% |
| REPUBLIC SERVICES INC SEDOL 2262530 | 0.05% |
| SPST 2020-13 A 01.6493 10/10/2021 | 0.05% |
| SPST 2020-WL1 A 01.2993 06/25/2051 | 0.05% |
| TCI COMMUNICATIONS INC 07.1250 02/15/2028 | 0.05% |
| ANHEUSER-BUSCH INBEV WOR 04.7500 01/23/2029 | 0.04% |
| BP CAP MARKETS AMERICA 03.1190 05/04/2026 | 0.04% |
| CHENIERE CORP CHRIST 05.1250 06/30/2027 | 0.04% |
| COMPASS GROUP PLC SEDOL BD6K457 | 0.04% |
| CSAIL 2020-C19 XA IO 01.1218 03/15/2053 | 0.04% |
| DAIKIN INDUSTRIES LTD SEDOL 6250724 | 0.04% |
| DIAGEO PLC SEDOL 0237400 | 0.04% |
| EPICOR SOFTWARE TLB L+425 05.2500 07/30/2027 | 0.04% |
| MITSUBISHI UFJ FIN GRP USD 03.8500 03/01/2026 | 0.04% |
| ORACLE CORP 01.9000 09/15/2021 | 0.04% |
| PINNACLE WEST CAPITAL SEDOL 2048804 | 0.04% |
| ROGERS COMMUNICATIONS IN USD 04.5000 03/15/2043 | 0.04% |
| SPST 2020-15 A 00.0000 12/10/2021 | 0.04% |
| WASTE CONNECTIONS INC 03.5000 05/01/2029 | 0.04% |
| WPX ENERGY INC 05.2500 10/15/2027 | 0.04% |
| CBRE GROUP INC - A SEDOL B6WVMH3 | 0.04% |
| COX COMM INC P/P 144A 02.9500 10/01/2050 | 0.04% |
| ERAC USA FINANCE LLC P/P 144A 05.6250 03/15/2042 | 0.04% |
| INDUSTRIA DE DISENO TEXTIL SEDOL BP9DL90 | 0.04% |
| INTL FLAVOR & FRAGRANCES 04.4500 09/26/2028 | 0.04% |
| INVITATION HOMES INC SEDOL BD81GW9 | 0.04% |
| KEURIG DR PEPPER INC 04.5970 05/25/2028 | 0.04% |
| SANTANDER UK GROUP H P/P 144A 04.7500 09/15/2025 | 0.04% |
| TRK 2019-1 A1 04.3356 03/25/2022 | 0.04% |
| WALT DISNEY COMPANY 07.7500 12/01/2045 | 0.04% |
| ALIMENTATION COUCHE-TARD 3.550000 07/26/2027 | 0.04% |
| ALPHABET INC 02.2500 08/15/2060 | 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% |
| CAS 2016-C05 2M2 04.5993 01/25/2029 | 0.04% |
| CIGNA CORP 03.9000 02/15/2022 | 0.04% |
| CISCO SYSTEMS INC 05.9000 02/15/2039 | 0.04% |
| DUKE REALTY CORP SEDOL 2284084 | 0.04% |
| GLENCORE FUNDING LLC P/P 144A 04.0000 04/16/2025 | 0.04% |
| LLOYDS BANKING GROUP PLC USD 04.5000 11/04/2024 | 0.04% |
| MET LIFE GLOB P/P 144A 02.4000 06/17/2022 | 0.04% |
| ORSTED A/S SEDOL BYT16L4 | 0.04% |
| REPUBLIC OF CHILE USD 02.4500 01/31/2031 | 0.04% |
| ADIDAS AG SEDOL 4031976 | 0.04% |
| ANHEUSER-BUSCH INBEV WOR 05.5500 01/23/2049 | 0.04% |
| BMIR 2019-4A M1C P/P 144A 02.6493 10/25/2029 | 0.04% |
| BRISTOL-MYERS 02.2500 08/15/2021 | 0.04% |
| ENBRIDGE INC USD 04.2500 12/01/2026 | 0.04% |
| ESSITY AKTIEBOLAG-B SEDOL BF1K7P7 | 0.04% |
| HOME DEPOT INC 05.9500 04/01/2041 | 0.04% |
| JPMORGAN CHASE & CO 04.6000 02/01/2025 | 0.04% |
| KONINKLIJKE DSM NV SEDOL B0HZL93 | 0.04% |
| LMAT 2020-GS5 A1 03.2500 06/25/2060 | 0.04% |
| PARTNERS GROUP HOLDING AG SEDOL B119QG0 | 0.04% |
| REPUBLIC OF PARAGUAY REGS 04.7000 03/27/2027 | 0.04% |
| WOLTERS KLUWER SEDOL 5671519 | 0.04% |
| BRDCOM CRP / FIN 03.8750 01/15/2027 | 0.04% |
| CITIGROUP INC 04.4500 09/29/2027 | 0.04% |
| CROWN CASTLE INTL CORP 03.8000 02/15/2028 | 0.04% |
| ERAC USA FINANCE LLC P/P 144A 07.0000 10/15/2037 | 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% |
| PRINCIPAL FINANCIAL GROUP SEDOL 2803014 | 0.04% |
| SHRP 2020-1 NOTE 03.1250 07/25/2024 | 0.04% |
| ABB LTD-REG SEDOL 7108899 | 0.04% |
| BRUNSWICK CORP SEDOL 2149309 | 0.04% |
| CARLSBERG AS-B SEDOL 4169219 | 0.04% |
| CAS 2017-C01 1M2 03.6993 07/25/2029 | 0.04% |
| CF INDUSTRIES HOLDINGS INC SEDOL B0G4K50 | 0.04% |
| CSX CORP 04.1000 03/15/2044 | 0.04% |
| DIGITAL REALTY TRUST LP 04.4500 07/15/2028 | 0.04% |
| MATCH GRP HLD II LLC P/P 144A 04.6250 06/01/2028 | 0.04% |
| NEXI SPA SEDOL BJ1F880 | 0.04% |
| ORACLE CORP 05.3750 07/15/2040 | 0.04% |
| PRUDENTIAL PLC SEDOL 0709954 | 0.04% |
| SPRINT CORP 07.8750 09/15/2023 | 0.04% |
| UBS GROUP AG-REG SEDOL BRJL176 | 0.04% |
| AMDOCS LTD SEDOL 2256908 | 0.04% |
| BROADCOM INC 04.1500 11/15/2030 | 0.04% |
| CCO HOLDINGS LLC P/P 144A 05.3750 06/01/2029 | 0.04% |
| COVESTRO AG SEDOL BYTBWY9 | 0.04% |
| DOLLAR GENERAL CORP 03.2500 04/15/2023 | 0.04% |
| FORD MOTOR CREDIT CO LLC 05.1250 06/16/2025 | 0.04% |
| HITACHI LTD SEDOL 6429104 | 0.04% |
| JOHNSON CONTROLS INTL PL 04.5000 02/15/2047 | 0.04% |
| LBMLT 2004-1 A2 00.9493 02/25/2034 | 0.04% |
| LINCOLN NATIONAL CORP SEDOL 2516378 | 0.04% |
| MARSH & MCLENNAN COS INC 04.9000 03/15/2049 | 0.04% |
| MBX.FN30.500.10 R USL1M P 01/12/41 BC | 0.04% |
| PEUGEOT SA SEDOL 7103526 | 0.04% |
| REPUBLIC OF COLOMBIA USD 03.8750 04/25/2027 | 0.04% |
| BERRY GLOBAL GROUP INC SEDOL B8BR3H3 | 0.04% |
| CROWN HOLDINGS INC | 0.04% |
| EDP-ENERGIAS DE PORTUGAL SA SEDOL 4103596 | 0.04% |
| FIDELITY NATIONAL INFORM 04.2500 05/15/2028 | 0.04% |
| KEURIG DR PEPPER INC 04.4170 05/25/2025 | 0.04% |
| L3HARRIS TECH INC 04.4000 06/15/2028 | 0.04% |
| MARSH & MCLENNAN COS INC 04.3750 03/15/2029 | 0.04% |
| MERCK KGAA SEDOL 4741844 | 0.04% |
| SAMSUNG ELECTRONICS-PREF SEDOL 6773812 | 0.04% |
| TRANSCANADA TRUST USD 05.3000 03/15/2077 | 0.04% |
| AIR LEASE CORP 04.6250 10/01/2028 | 0.04% |
| AVALONBAY COMMUNITIES INC SEDOL 2131179 | 0.04% |
| CISCO SYSTEMS INC 02.2000 02/28/2021 | 0.04% |
| DELTA AIR LINES INC SEDOL B1W9D46 | 0.04% |
| EVERBRIDGE INC SEDOL BYY5ZB4 | 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% |
| LAMB WESTON HOLDINGS P/P 144A 04.8750 11/01/2026 | 0.04% |
| MSBAM 2012-C5 E P/P 144A 04.6753 08/15/2045 | 0.04% |
| T-MOBILE USA INC P/P 144A 03.8750 04/15/2030 | 0.04% |
| TARGA RESOURCES PART 05.0000 01/15/2028 | 0.04% |
| TELEDYNE TECHNOLOGIES INC SEDOL 2503477 | 0.04% |
| TERRIER MEDIA TLB L+425 05.9898 12/17/2026 | 0.04% |
| TRUIST BANK 02.6360 09/17/2029 | 0.04% |
| AES CORP/THE 05.5000 04/15/2025 | 0.04% |
| AKZO NOBEL N.V. SEDOL BJ2KSG2 | 0.04% |
| CITIGROUP INC 04.6000 03/09/2026 | 0.04% |
| DOMINICAN REPUBLIC REGS 06.8750 01/29/2026 | 0.04% |
| DUKE ENERGY INDIANA LLC 06.4500 04/01/2039 | 0.04% |
| ENEL SPA SEDOL 7144569 | 0.04% |
| NTT DOCOMO INC SEDOL 6129277 | 0.04% |
| TAIWAN SEMICONDUCTOR MANUFAC SEDOL 6889106 | 0.04% |
| UBS AG LONDON P/P 144A 01.7500 04/21/2022 | 0.04% |
| VISTRA OPERATION P/P 144A 03.5500 07/15/2024 | 0.04% |
| APTARGROUP INC SEDOL 2045247 | 0.04% |
| ARES CAPITAL CORP 03.8750 01/15/2026 | 0.04% |
| ASTELLAS PHARMA INC SEDOL 6985383 | 0.04% |
| AVIVA PLC SEDOL 0216238 | 0.04% |
| CFCRE 2011-C2 E P/P 144A 05.7394 12/15/2047 | 0.04% |
| CHINA MOBILE LTD SEDOL 6073556 | 0.04% |
| COX COMM INC P/P 144A 03.5000 08/15/2027 | 0.04% |
| ERAC USA FINANCE LLC P/P 144A 04.5000 02/15/2045 | 0.04% |
| FHMS K099 X1 IO 00.8861 09/25/2029 | 0.04% |
| FIVE CORNERS FUNDING P/P 144A 04.4190 11/15/2023 | 0.04% |
| JPMBB 2013-C12 C 04.0995 07/15/2045 | 0.04% |
| SECOM CO LTD SEDOL 6791591 | 0.04% |
| SKANDINAVISKA ENSKILDA BAN-A SEDOL 4813345 | 0.04% |
| SNOWFLAKE INC-CLASS A SEDOL BN134B7 | 0.04% |
| THALES SA SEDOL 4162791 | 0.04% |
| WAMU 2005-AR12 1A8 02.9274 10/25/2035 | 0.04% |
| WOOLWORTHS GROUP LTD SEDOL 6981239 | 0.04% |
| ALPHABET INC 03.6250 05/19/2021 | 0.03% |
| BNP PARIBAS SEDOL 7309681 | 0.03% |
| CAS 2016-C03 2M2 06.0493 10/25/2028 | 0.03% |
| CASEYS GENERAL | 0.03% |
| FISERV INC 03.5000 07/01/2029 | 0.03% |
| GEORGIA-PACIFIC LLC P/P 144A 02.1000 04/30/2027 | 0.03% |
| LIVE NATION ENTERTAINMENT IN SEDOL B0T7YX2 | 0.03% |
| MOODY S CORP | 0.03% |
| NSTAR ELECTRIC CO 02.3750 10/15/2022 | 0.03% |
| PFIZER INC 01.9500 06/03/2021 | 0.03% |
| ROPER TECHNOLOGIES INC SEDOL 2749602 | 0.03% |
| SPECTRA ENERGY PARTNERS 03.3750 10/15/2026 | 0.03% |
| AMERICAN TOWER CORP 02.9000 01/15/2030 | 0.03% |
| BOOKING HOLDINGS INC SEDOL BDRXDB4 | 0.03% |
| COMCAST CORP 04.0490 11/01/2052 | 0.03% |
| ENERGY TRANSFER OPERATNG 05.2000 02/01/2022 | 0.03% |
| FLUTTER ENTERTAINMENT PLC SEDOL BWXC0Z1 | 0.03% |
| GOODMAN GROUP SEDOL B03FYZ4 | 0.03% |
| MSC 2011-C3 B P/P 144A 05.2443 07/15/2049 | 0.03% |
| NIHON M&A CENTER INC SEDOL B1DN466 | 0.03% |
| RENESAS ELECTRONICS CORP SEDOL 6635677 | 0.03% |
| SAMI 2007-AR7 1A1 00.9993 05/25/2047 | 0.03% |
| TEMPUR SEALY INTERNATIONAL I SEDOL 2216991 | 0.03% |
| VISTRA CORP P/P 144A 04.3000 07/15/2029 | 0.03% |
| WFCM 2013-LC12 C 04.2751 07/15/2046 | 0.03% |
| AXALTA COATING SYSTEMS LTD SEDOL BSFWCF5 | 0.03% |
| BRISTOL-MYERS 03.4000 07/26/2029 | 0.03% |
| CHARTER COMM OPT LLC/CAP 03.7500 02/15/2028 | 0.03% |
| CITIGROUP INC 04.7500 05/18/2046 | 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% |
| CWALT 2005-59 1A1 00.4814 11/20/2035 | 0.03% |
| CWALT 2006-OA7 1A2 01.8225 06/25/2046 | 0.03% |
| DIASORIN SPA SEDOL B234WN9 | 0.03% |
| ENERGY TRANSFER OPERA 05.8750 01/15/2024 | 0.03% |
| FHLMC FR30 ZS9547 UMBS 04.0000 09/01/2045 | 0.03% |
| GSMS 2016-GS3 A4 02.8500 10/10/2049 | 0.03% |
| GSMS 2017-GS7 AS 03.6630 08/10/2050 | 0.03% |
| INTERCONTINENTALEXCHANGE 01.8500 09/15/2032 | 0.03% |
| MORGAN STANLEY 05.5000 07/28/2021 | 0.03% |
| NRG P/P 144A 03.7500 06/15/2024 | 0.03% |
| PENSKE TRUCK LEASING P/P 144A 03.9000 02/01/2024 | 0.03% |
| WFRBS 2011-C5 D P/P 144A 05.6558 11/15/2044 | 0.03% |
| BANK OF AMERICA CORP 06.1000 12/29/2049 | 0.03% |
| BANK OF NOVA SCOTIA USD 02.0000 11/15/2022 | 0.03% |
| BP PLC SEDOL 0798059 | 0.03% |
| BRENNTAG AG SEDOL B4YVF56 | 0.03% |
| CHS/COMMUNITY HEALTH SYS 06.2500 03/31/2023 | 0.03% |
| COMM 2013-CR11 C P/P 144A 05.1196 08/10/2050 | 0.03% |
| CONSTELLATION BRANDS INC-A SEDOL 2170473 | 0.03% |
| LLOYDS BANKING GROUP PLC USD 04.6500 03/24/2026 | 0.03% |
| LOWES COMPANIES INC | 0.03% |
| MSBAM 2014-C14 C 04.9424 02/15/2047 | 0.03% |
| PETROBRAS GLOBAL FINANCE USD 07.3750 01/17/2027 | 0.03% |
| PPG INDUSTRIES INC SEDOL 2698470 | 0.03% |
| REPUBLIC OF KAZAKHSTAN REGS 05.1250 07/21/2025 | 0.03% |
| STACR 2016-DNA1 M3 05.6981 07/25/2028 | 0.03% |
| UBI SOFT ENTERTA SEDOL B1L3CS6 | 0.03% |
| WH GROUP LTD SEDOL BLLHKZ1 | 0.03% |
| ALLISON TRANSMISSION HOLDING SEDOL B4PZ892 | 0.03% |
| DBS GROUP HOLDINGS LTD SEDOL 6175203 | 0.03% |
| GSMS 2015-GC32 AS 04.0180 07/10/2048 | 0.03% |
| KEYCORP SEDOL 2490911 | 0.03% |
| KINGFISHER PLC SEDOL 3319521 | 0.03% |
| NIPPON PROLOGIS REIT INC SEDOL B98BC67 | 0.03% |
| REPUBLICA ORIENT URUGUAY USD 07.6250 03/21/2036 | 0.03% |
| SAREPTA THERAPEUTICS INC SEDOL B8DPDT7 | 0.03% |
| SHIN-ETSU CHEMICAL CO LTD SEDOL 6804585 | 0.03% |
| TOKYO ELECTRON LTD SEDOL 6895675 | 0.03% |
| TPMT 2015-1 A2 P/P 144A 03.2500 10/25/2053 | 0.03% |
| UNUM GROUP SEDOL 2433842 | 0.03% |
| VIACOMCBS INC 02.9000 01/15/2027 | 0.03% |
| WFRBS 2011-C3 D P/P 144A 05.6734 03/15/2044 | 0.03% |
| WORLDLINE SA SEDOL BNFWR44 | 0.03% |
| 10X GENOMICS INC-CLASS A SEDOL BKS3RS7 | 0.03% |
| BANCO BILBAO VIZCAYA ARGENTA SEDOL 5501906 | 0.03% |
| CGCMT 2014-GC21 AS 04.0260 05/10/2047 | 0.03% |
| COMCAST CORP 03.9990 11/01/2049 | 0.03% |
| COMPUGROUP MEDICAL SE & CO K SEDOL BMY7CH1 | 0.03% |
| FORTESCUE METALS GROUP LTD SEDOL B2B2B49 | 0.03% |
| HONEYWELL INTL 03.8120 11/21/2047 | 0.03% |
| JAPAN EXCHANGE GROUP INC SEDOL 6743882 | 0.03% |
| NEUBERGER BERMAN GRP P/P 144A 04.8750 04/15/2045 | 0.03% |
| NEXON CO LTD SEDOL B63QM77 | 0.03% |
| PALTAC CORPORATION SEDOL B61BG94 | 0.03% |
| PPL CAPITAL FUNDING INC 04.2000 06/15/2022 | 0.03% |
| SHIONOGI & CO LTD SEDOL 6804682 | 0.03% |
| SLM CORP | 0.03% |
| APPLE INC 02.8500 05/06/2021 | 0.03% |
| APPLE INC 03.4500 05/06/2024 | 0.03% |
| BAKER HUGHES CO SEDOL BDHLTQ5 | 0.03% |
| CELANESE US HOLDINGS LLC 03.5000 05/08/2024 | 0.03% |
| DH EUROPE FINANCE II USD 03.4000 11/15/2049 | 0.03% |
| DIAMONDBACK ENERGY INC 03.2500 12/01/2026 | 0.03% |
| DISH DBS CORP 05.8750 11/15/2024 | 0.03% |
| ENTERPRISE PRODUCTS OPER 02.8000 01/31/2030 | 0.03% |
| EQUITY RESIDENTIAL TR REIT | 0.03% |
| GOLDMAN SACHS GROUP INC 02.6000 02/07/2030 | 0.03% |
| GSMS 2019-GC42 AS 03.2117 09/01/2052 | 0.03% |
| KION GROUP AG SEDOL BB22L96 | 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% |
| LOGITECH INTERNATIONAL-REG SEDOL B18ZRK2 | 0.03% |
| MOODY'S CORPORATION 02.5500 08/18/2060 | 0.03% |
| PUBLIC SERVICE ELECTRIC 05.5000 03/01/2040 | 0.03% |
| REPUBLIC OF SOUTH AFRICA USD 04.8500 09/27/2027 | 0.03% |
| TEMPO ACQ LLC/FI P/P 144A 06.7500 06/01/2025 | 0.03% |
| VOLKSWAGEN AG PFD SEDOL 5497168 | 0.03% |
| WFRBS 2013-C11 AS 03.3110 03/15/2045 | 0.03% |
| AHM 2007-1 GA1C 00.3393 05/25/2047 | 0.03% |
| BANK 2017-BNK8 B 03.9275 11/15/2050 | 0.03% |
| BHP GROUP PLC SEDOL BH0P3Z9 | 0.03% |
| CITIGROUP INC 02.9000 12/08/2021 | 0.03% |
| CK ASSET HOLDINGS LTD SEDOL BYZQ077 | 0.03% |
| COMMONWEALTH EDISON CO 05.9000 03/15/2036 | 0.03% |
| GSMS 2011-GC3 C P/P 144A 05.6097 03/10/2044 | 0.03% |
| LMAT 2020-GS1 A1 02.8820 10/25/2059 | 0.03% |
| MSBAM 2014-C17 C 04.4792 08/15/2047 | 0.03% |
| NIPPON TELEGRAPH & TELEPHONE SEDOL 6641373 | 0.03% |
| ORIX CORP SEDOL 6661144 | 0.03% |
| RELIANCE STEEL & ALUMINUM SEDOL 2729068 | 0.03% |
| SARTORIUS STEDIM BIOTECH SEDOL BYZ2QP5 | 0.03% |
| SPRINT CAPITAL CORPORATION 06.8750 11/15/2028 | 0.03% |
| STACR 2017-DNA2 M2 03.5993 10/25/2029 | 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% |
| 3I GROUP PLC SEDOL B1YW440 | 0.03% |
| AMERICAN INTL GROUP 08.1750 05/15/2058 | 0.03% |
| ATLAS COPCO AB-A SHS SEDOL BD97BN2 | 0.03% |
| BBCMS 2019-C3 B 04.0960 05/15/2052 | 0.03% |
| CAS 2016-C01 2M2 07.0993 08/25/2028 | 0.03% |
| COMCAST CORP 03.1500 03/01/2026 | 0.03% |
| CSC HOLDINGS LLC P/P 144A 07.5000 04/01/2028 | 0.03% |
| E.ON SE SEDOL 4942904 | 0.03% |
| EQUINIX INC 03.2000 11/18/2029 | 0.03% |
| FIDELITY NATIONAL FINANCIAL SEDOL BNBRDD4 | 0.03% |
| GENTEX CORP SEDOL 2366799 | 0.03% |
| LEGRAND SA SEDOL B11ZRK9 | 0.03% |
| LIBERTY GLOBAL PLC- C SEDOL B8W67B1 | 0.03% |
| LINDE PLC SEDOL BYWD9S5 | 0.03% |
| OSAT 2020-RPL1 A1 03.1990 12/26/2059 | 0.03% |
| OSHKOSH CORP 04.6000 05/15/2028 | 0.03% |
| PPSI 2004-WCW2 M3 01.1993 10/25/2034 | 0.03% |
| SIG COMBIBLOC GROUP AG SEDOL BD5GN60 | 0.03% |
| SINGAPORE EXCHANGE LTD SEDOL 6303866 | 0.03% |
| VIRTU FINANCIAL INC-CLASS A SEDOL BWTVWD4 | 0.03% |
| ZALANDO SE SEDOL BQV0SV7 | 0.03% |
| AKAMAI TECHNOLOGIES INC SEDOL 2507457 | 0.02% |
| ASML HOLDING NV SEDOL B929F46 | 0.02% |
| CANTOR FITZGERALD LP P/P 144A 06.5000 06/17/2022 | 0.02% |
| CFCRE 2011-C1 D P/P 144A 06.0648 04/15/2044 | 0.02% |
| CREDIT AGRICOLE SA P/P 144A 04.0000 01/10/2033 | 0.02% |
| DRAFTKINGS INC - CL A SEDOL BMYML02 | 0.02% |
| GLOBAL PAYMENTS INC 02.9000 05/15/2030 | 0.02% |
| GNR 2016-H16 EI IO 02.4950 06/20/2066 | 0.02% |
| JPMCC 2012-C6 E P/P 144A 05.1521 05/15/2045 | 0.02% |
| MSBAM 2013-C8 B 03.5590 12/15/2048 | 0.02% |
| NABTESCO CORP SEDOL 6687571 | 0.02% |
| TENET HEALTHCARE P/P 144A 04.8750 01/01/2026 | 0.02% |
| TOTAL CAPITAL INTL SA USD 02.7500 06/19/2021 | 0.02% |
| UBS GROUP AG P/P 144A 04.1250 04/15/2026 | 0.02% |
| ZOETIS INC 02.0000 05/15/2030 | 0.02% |
| ALIMEN COUCHE P/P 144A 02.9500 01/25/2030 | 0.02% |
| BANK 2019-BN20 XA IO 00.8384 09/15/2062 | 0.02% |
| CAS 2016-C06 1M2 04.3993 04/25/2029 | 0.02% |
| CELANESE CORP SEDOL B05MZT4 | 0.02% |
| CHEVRON CORP 02.1000 05/16/2021 | 0.02% |
| CI FINANCIAL CORP SEDOL B3KT0S5 | 0.02% |
| CMLTI 2005-2 1A2A 03.8044 05/25/2035 | 0.02% |
| COMM 2013-CR11 AM 04.7150 08/10/2050 | 0.02% |
| DOMINICAN REPUBLIC REGS 06.5000 02/15/2048 | 0.02% |
| JPMBB 2014-C19 C 04.6766 04/15/2047 | 0.02% |
| JPMCC 2010-C2 C P/P 144A 05.6545 11/15/2043 | 0.02% |
| JPMCC 2013-C16 AS 04.5169 12/15/2046 | 0.02% |
| JPMCC 2013-LC11 C 03.9582 04/15/2046 | 0.02% |
| NETFLIX INC SEDOL 2857817 | 0.02% |
| NOMURA RESEARCH INSTITUTE LT SEDOL 6390921 | 0.02% |
| NUTRIEN LTD. USD 04.2000 04/01/2029 | 0.02% |
| SIRIUS XM HOLDINGS INC SEDOL BGLDK10 | 0.02% |
| SOFTWARE AG SEDOL BF06WX9 | 0.02% |
| STACR 2014-HQ2 M3 03.8993 09/25/2024 | 0.02% |
| STACR 2016-HQA3 M3 03.9993 03/25/2029 | 0.02% |
| TRUIST FINANCIAL CORP 04.8000 12/31/2099 | 0.02% |
| US BANCORP 02.9500 07/15/2022 | 0.02% |
| WFCM 2013-LC12 AS 04.2751 07/15/2046 | 0.02% |
| APPALACHIAN POWER CO 04.6000 03/30/2021 | 0.02% |
| BANK LEUMI LE-ISRAEL SEDOL 6076425 | 0.02% |
| BRITISH AMERICAN TOBACCO PLC SEDOL 0287580 | 0.02% |
| CACI INTERNATIONAL INC -CL A SEDOL 2159267 | 0.02% |
| CD 2017-CD3 A4 03.6310 02/10/2050 | 0.02% |
| CENTENE CORP 04.6250 12/15/2029 | 0.02% |
| CON EDISON CO OF NY INC 04.2000 03/15/2042 | 0.02% |
| CRED SUIS GP FUN LTD USD 03.4500 04/16/2021 | 0.02% |
| CREDIT AGRICOLE SA SEDOL 7262610 | 0.02% |
| CWALT 2006-OA19 A1 00.3314 02/20/2047 | 0.02% |
| DBUBS 2011-LC2A B P/P 144A 04.9980 07/10/2044 | 0.02% |
| DEUTSCHE TELEKOM INT FIN USD 08.7500 06/15/2030 | 0.02% |
| GLAXOSMITHKLINE PLC SEDOL 0925288 | 0.02% |
| ITOCHU TECHNO-SOLUTIONS CORP SEDOL 6200194 | 0.02% |
| JPMBB 2013-C12 B 04.0995 07/15/2045 | 0.02% |
| MSBAM 2012-C6 D P/P 144A 04.6062 11/15/2045 | 0.02% |
| OTIS WORLDWIDE CORP 02.5650 02/15/2030 | 0.02% |
| PACKAGING CORP OF AMERIC 04.5000 11/01/2023 | 0.02% |
| RAYTHEON TECH CORP P/P 144A 04.8750 10/15/2040 | 0.02% |
| STACR 2016-HQA1 M3 06.4993 09/25/2028 | 0.02% |
| STACR 2016-HQA2 M3 05.2993 11/25/2028 | 0.02% |
| STACR 2017-DNA1 M2 03.3993 07/25/2029 | 0.02% |
| STACR 2020-HQA4 M1 01.4493 09/25/2050 | 0.02% |
| TRANSDIGM INC. P/P 144A 06.2500 03/15/2026 | 0.02% |
| UBSCM 2012-C1 C P/P 144A 05.5689 05/10/2045 | 0.02% |
| UNITED MEXICAN STATES USD 03.2500 04/16/2030 | 0.02% |
| UNITEDHEALTH GROUP INC 02.8750 03/15/2022 | 0.02% |
| VOLVO AB-B SHS SEDOL B1QH830 | 0.02% |
| WALGREENS BOOTS ALLIANCE INC SEDOL BTN1Y44 | 0.02% |
| WELLS FARGO & COMPANY 05.8750 12/29/2049 | 0.02% |
| ADECCO GROUP AG-REG SEDOL 7110720 | 0.02% |
| ASTRAZENECA PLC SEDOL 0989529 | 0.02% |
| BAIDU INC - SPON ADR SEDOL B0FXT17 | 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% |
| COMM 2014-CR18 C 04.7951 07/15/2047 | 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% |
| FHMS K104 XAM 01.3839 01/25/2030 | 0.02% |
| FIAT CHRYSLER AUTOMOBILES NV SEDOL BRJFWP3 | 0.02% |
| GLENCORE FUNDING LLC P/P 144A 04.6250 04/29/2024 | 0.02% |
| GSMS 2013-GCJ14 B P/P 144A 04.7435 08/10/2046 | 0.02% |
| HCA INC. 05.3750 09/01/2026 | 0.02% |
| LVMH MOET HENNESSY LOUIS VUI SEDOL 4061412 | 0.02% |
| NATWEST GROUP PLC USD 04.8920 05/18/2029 | 0.02% |
| PLANTRONICS INC P/P 144A 05.5000 05/31/2023 | 0.02% |
| STANDARD CHARTERED PLC SEDOL 0408284 | 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% |
| 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% |
| BANCO SANTANDER SA USD 05.1790 11/19/2025 | 0.02% |
| BPCE SA P/P 144A 05.1500 07/21/2024 | 0.02% |
| BRAMBLES LTD SEDOL B1FJ0C0 | 0.02% |
| CD 2017-CD6 AM 03.7090 11/13/2050 | 0.02% |
| COMM 2014-LC15 AM 04.1980 04/10/2047 | 0.02% |
| DISCOVERY INC - A SEDOL B3D7K31 | 0.02% |
| DIVERSIFIED HEALTHCARE T 09.7500 06/15/2025 | 0.02% |
| EQUINOR ASA USD 05.1000 08/17/2040 | 0.02% |
| GNR 2015-H25 BI IO 02.1340 10/20/2065 | 0.02% |
| HANA FINANCIAL GROUP SEDOL B0RNRF5 | 0.02% |
| IMPERIAL BRANDS PLC SEDOL 0454492 | 0.02% |
| JPMORGAN CHASE & CO 01.2801 05/15/2047 | 0.02% |
| LNSTR 2017-5 AS P/P 144A 04.0210 03/10/2050 | 0.02% |
| MINEBEA CO LTD SEDOL 6642406 | 0.02% |
| NETWORK INTERNATIONAL HOLDIN SEDOL BH3VJ78 | 0.02% |
| NUTRITION & BIO P/P 144A 02.3000 11/01/2030 | 0.02% |
| OTSUKA CORP SEDOL 6267058 | 0.02% |
| PENSKE TRUCK LE P/P 144A 03.4000 11/15/2026 | 0.02% |
| PORSCHE AUTOMOBIL HLDG-PRF SEDOL 7101069 | 0.02% |
| REP OF INDONESIA P/P 144A 04.7500 01/08/2026 | 0.02% |
| SABINE PASS LIQUEFACTION 04.2000 03/15/2028 | 0.02% |
| VIDEOTRON LTD / LTEE P/P 144A 05.1250 04/15/2027 | 0.02% |
| VODAFONE GROUP PLC SEDOL BH4HKS3 | 0.02% |
| WAMU 2005-AR10 1A3 03.0349 09/25/2035 | 0.02% |
| WEYERHAEUSER CO 07.3750 03/15/2032 | 0.02% |
| WFRBS 2012-C9 D P/P 144A 04.8106 11/15/2045 | 0.02% |
| WFRBS 2013-UBS1 AS 04.3060 03/15/2046 | 0.02% |
| ACCENTURE PLC-CL A SEDOL B4BNMY3 | 0.02% |
| AGL ENERGY LTD SEDOL BSS7GP5 | 0.02% |
| AMAZON.COM INC 01.5000 06/03/2030 | 0.02% |
| ARRW 2019-3 A3 03.4160 10/25/2048 | 0.02% |
| COSTCO WHOLESALE CORP SEDOL 2701271 | 0.02% |
| CSAIL 2019-C15 B 04.4757 03/15/2052 | 0.02% |
| CSC HOLDINGS LLC 05.2500 06/01/2024 | 0.02% |
| DRMT 2020-2 A1 01.6920 05/25/2065 | 0.02% |
| DUKE ENERGY PROGRESS LLC 03.3750 09/01/2023 | 0.02% |
| EIFFAGE SEDOL B13X013 | 0.02% |
| EQUITY LIFESTYLE PROPERTIES SEDOL 2563125 | 0.02% |
| FERRARI NV SEDOL BD6G507 | 0.02% |
| GCP APPLIED TECH P/P 144A 05.5000 04/15/2026 | 0.02% |
| GENERAL MOTORS FINL CO 04.3000 07/13/2025 | 0.02% |
| GLOBAL MEDICAL RESPONS L+475 05.5000 10/05/2025 | 0.02% |
| GSMS 2012-GC6 AS P/P 144A 04.9480 01/12/2045 | 0.02% |
| INTL BUSINESS MACHINES CORP SEDOL 2005973 | 0.02% |
| KINDER MORGAN ENER PART 03.4500 02/15/2023 | 0.02% |
| MWST 2020-1 A 01.0493 10/25/2053 | 0.02% |
| NAVISTAR INTL TLB L+350 03.6500 11/06/2024 | 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% |
| SEI INVESTMENTS COMPANY SEDOL 2793610 | 0.02% |
| STACR 2015-HQA2 M3 04.9493 05/25/2028 | 0.02% |
| SUMITOMO MITSUI TRUST HOLDIN SEDOL 6431897 | 0.02% |
| AES CORP SEDOL 2002479 | 0.02% |
| ARD FINANCE SA P/P 144A 06.5000 06/30/2027 | 0.02% |
| BLACKSTONE HLDG FINA P/P 144A 01.6000 03/30/2031 | 0.02% |
| COMM 2014-LC15 B 04.5990 04/10/2047 | 0.02% |
| COUSINS PROPERTIES INC SEDOL BJP0MF6 | 0.02% |
| DAIWA HOUSE INDUSTRY CO LTD SEDOL 6251363 | 0.02% |
| FAIRFAX US INC P/P 144A 04.8750 08/13/2024 | 0.02% |
| FUJITSU LTD SEDOL 6356945 | 0.02% |
| GNR 2014-116 IL IO 04.0000 08/20/2044 | 0.02% |
| LPL FINANCIAL HOLDINGS INC SEDOL B75JX34 | 0.02% |
| MONDELEZ INTL HLDING P/P 144A 02.0000 10/28/2021 | 0.02% |
| MSBAM 2015-C24 B 04.3424 05/15/2048 | 0.02% |
| NITTO DENKO CORP SEDOL 6641801 | 0.02% |
| PROLOGIS LP 02.2500 04/15/2030 | 0.02% |
| PULTEGROUP INC 05.5000 03/01/2026 | 0.02% |
| REINSURANCE GROUP OF AMERICA SEDOL 2731193 | 0.02% |
| RMLT 2020-2 A2 02.5080 05/25/2060 | 0.02% |
| SNAM SPA SEDOL 7251470 | 0.02% |
| STAPLES INC P/P 144A 07.5000 04/15/2026 | 0.02% |
| SYSCO CORP SEDOL 2868165 | 0.02% |
| TENET HEALTHCARE COR P/P 144A 05.1250 11/01/2027 | 0.02% |
| TEVA PHARMACEUTICALS NE USD 06.7500 03/01/2028 | 0.02% |
| UBSBB 2012-C2 XA IO P/P 144A 01.2926 05/10/2063 | 0.02% |
| UBSCM 2018-C8 XA IO 00.8753 02/15/2051 | 0.02% |
| WESTROCK MWV LLC 07.9500 02/15/2031 | 0.02% |
| WFCM 2013-LC12 D P/P 144A 04.2751 07/15/2046 | 0.02% |
| WILMAR INTERNATIONAL LTD SEDOL B17KC69 | 0.02% |
| ZOETIS INC SEDOL B95WG16 | 0.02% |
| 0.35 R ISWP FWD US0003M P 12/16/2025 | 0.02% |
| ALKERMES PLC SEDOL B3P6D26 | 0.02% |
| ASHLAND GLOBAL HOLDINGS INC SEDOL BYND5N1 | 0.02% |
| BERKSHIRE HATHAWAY FIN 04.3000 05/15/2043 | 0.02% |
| CAMPBELL SOUP CO SEDOL 2162845 | 0.02% |
| COMM 2014-CR14 XA IO 00.5823 02/10/2047 | 0.02% |
| DIAMOND 1 FIN/DIAMON P/P 144A 08.3500 07/15/2046 | 0.02% |
| FHMS KW10 X1 IO 00.6495 09/25/2029 | 0.02% |
| HCA INC. 05.5000 06/15/2047 | 0.02% |
| HIKMA PHARMACEUTICALS PLC SEDOL B0LCW08 | 0.02% |
| JDE PEET'S BV SEDOL BMC4ZZ3 | 0.02% |
| KEURIG DR PEPPER INC 04.0570 05/25/2023 | 0.02% |
| LASERTEC CORP SEDOL 6506267 | 0.02% |
| MGIC INVESTMENT CORP SEDOL 2548616 | 0.02% |
| NETFLIX INC. 05.8750 11/15/2028 | 0.02% |
| NOVELIS CORP P/P 144A 05.8750 09/30/2026 | 0.02% |
| PANDORA A/S SEDOL B44XTX8 | 0.02% |
| PRUDENTIAL FINANCIAL INC 05.2000 03/15/2044 | 0.02% |
| PULTEGROUP INC. 07.8750 06/15/2032 | 0.02% |
| STACR 2020-HQA1 M2 02.0493 01/25/2050 | 0.02% |
| SUN HUNG KAI PROPERTIES SEDOL 6859927 | 0.02% |
| WAMU 2005-AR11 A1B3 00.5493 08/25/2045 | 0.02% |
| WASTE PRO USA INC P/P 144A 05.5000 02/15/2026 | 0.02% |
| ABCAM PLC SEDOL B677469 | 0.02% |
| AENA SME SA SEDOL BVRZ8L1 | 0.02% |
| APPLE INC 02.8500 05/11/2024 | 0.02% |
| BECTON DICKINSON AND CO 02.8230 05/20/2030 | 0.02% |
| BROADRIDGE FINANCIAL SOLUTIO SEDOL B1VP7R6 | 0.02% |
| CAS 2015-C03 2M2 05.1493 07/25/2025 | 0.02% |
| CVS HEALTH CORP 03.7000 03/09/2023 | 0.02% |
| EMIR 2018-1 M1 01.8493 11/25/2028 | 0.02% |
| FAURECIA SEDOL 4400446 | 0.02% |
| GFL ENVIRONMENTAL P/P 144A 07.0000 06/01/2026 | 0.02% |
| GNR 2017-162 QI IO 05.0000 10/11/2047 | 0.02% |
| GOODRX HOLDINGS INC-CLASS A SEDOL BMTVQT8 | 0.02% |
| IHEARTCOMMUNICATIONS INC 08.3750 05/01/2027 | 0.02% |
| LEGAL & GENERAL GROUP PLC SEDOL 0560399 | 0.02% |
| M3 INC SEDOL B02K2M3 | 0.02% |
| MERCK & CO. INC. 02.7500 02/10/2025 | 0.02% |
| MSC 2011-C3 D P/P 144A 05.2443 07/15/2049 | 0.02% |
| NEWMARKET CORP SEDOL B01CGF1 | 0.02% |
| PACIFIC GAS & ELECTRIC 03.3000 03/15/2027 | 0.02% |
| SBI HOLDINGS INC SEDOL 6309466 | 0.02% |
| SCOTTS MIRACLE-GRO CO SEDOL 2781518 | 0.02% |
| SILGAN HOLDINGS INC SEDOL 2809324 | 0.02% |
| TPMT 2016-5 M2 P/P 144A 03.3750 10/25/2056 | 0.02% |
| UBSBB 2012-C2 D P/P 144A 04.8882 05/10/2063 | 0.02% |
| UNILEVER PLC SEDOL B10RZP7 | 0.02% |
| VONOVIA SE SEDOL BBJPFY1 | 0.02% |
| WAMU 2004-AR3 A2 03.6566 06/25/2034 | 0.02% |
| WFCM 2016-LC25 XA IO 00.9695 12/15/2059 | 0.02% |
| ASSOCIATED BRITISH FOODS PLC SEDOL 0673123 | 0.02% |
| AURIZON HOLDINGS LTD SEDOL B87CVM3 | 0.02% |
| BMW US CAPITAL LLC P/P 144A 03.4000 08/13/2021 | 0.02% |
| CAS 2019-HRP1 M2 02.2993 11/25/2039 | 0.02% |
| CGCMT 2014-GC19 D P/P 144A 05.0925 03/10/2047 | 0.02% |
| COMPASS MIN INTL P/P 144A 06.7500 12/01/2027 | 0.02% |
| DROPBOX INC-CLASS A SEDOL BG0T321 | 0.02% |
| ELECTRONIC ARTS INC SEDOL 2310194 | 0.02% |
| GLENCORE FUNDING LLC P/P 144A 01.6250 09/01/2025 | 0.02% |
| GSMS 2013-GC10 XA IO 01.4911 02/10/2046 | 0.02% |
| HCA INC 04.1250 06/15/2029 | 0.02% |
| HSBC USA INC 03.5000 06/23/2024 | 0.02% |
| JM SMUCKER CO/THE SEDOL 2951452 | 0.02% |
| JPMBB 2014-C22 C 04.5537 09/15/2047 | 0.02% |
| KBC GROUP NV SEDOL 4497749 | 0.02% |
| KOITO MANUFACTURING CO LTD SEDOL 6496324 | 0.02% |
| NORTONLIFELOCK INC SEDOL BJN4XN5 | 0.02% |
| RBIT 2020-HB1 A1 01.7188 10/25/2050 | 0.02% |
| SPRINT CORP 07.2500 09/15/2021 | 0.02% |
| UBSCM 2017-C7 XA IO 01.0363 12/15/2050 | 0.02% |
| WAMU 2005-AR9 A1C3 01.1093 07/25/2045 | 0.02% |
| APARTMENT INVT & MGMT CO -A SEDOL BJLNBG3 | 0.02% |
| AT&T INC 04.3000 02/15/2030 | 0.02% |
| BAFC 2005-B 3M1 00.8264 04/20/2035 | 0.02% |
| BOC HONG KONG HOLDINGS LTD SEDOL 6536112 | 0.02% |
| BRAND ENERGY TL L+425 05.2500 06/21/2024 | 0.02% |
| CAS 2017-C01 1EB1 01.3993 07/25/2029 | 0.02% |
| CBRE SERVICES INC 04.8750 03/01/2026 | 0.02% |
| CK HUTCHISON HOLDINGS LTD SEDOL BW9P816 | 0.02% |
| COMM 2013-CR9 D P/P 144A 04.2436 07/10/2045 | 0.02% |
| DELTA/SKYMILES P/P 144A 04.7500 10/20/2028 | 0.02% |
| EQUITY COMMONWEALTH SEDOL BPH3N63 | 0.02% |
| FORD MOTOR COMPANY 09.0000 04/22/2025 | 0.02% |
| FOX CORP 04.0300 01/25/2024 | 0.02% |
| GENERAL DYNAMICS CORP 02.2500 11/15/2022 | 0.02% |
| GJENSIDIGE FORSIKRING ASA SEDOL B4PH0C5 | 0.02% |
| GMO INTERNET INC SEDOL 6170167 | 0.02% |
| HENDERSON LAND DEVELOPMENT SEDOL 6420538 | 0.02% |
| HIKARI TSUSHIN INC SEDOL 6416322 | 0.02% |
| ISRAEL DISCOUNT BANK -A SEDOL 6451271 | 0.02% |
| KOSE CORP SEDOL 6194468 | 0.02% |
| MATTEL INC P/P 144A 05.8750 12/15/2027 | 0.02% |
| PETROBRAS GLOBAL FINANCE USD 06.1250 01/17/2022 | 0.02% |
| PM GENERAL PURCHASER P/P 144A 09.5000 10/01/2028 | 0.02% |
| POMEGRANATE MERGER S P/P 144A 09.7500 05/01/2023 | 0.02% |
| POPULAR INC SEDOL B86QM90 | 0.02% |
| SCIENTIFIC GAMES P/P 144A 07.2500 11/15/2029 | 0.02% |
| SCOTTS MIRACLE-GRO 04.5000 10/15/2029 | 0.02% |
| SERVICE CORPORATION INTL 04.6250 12/15/2027 | 0.02% |
| SMC CORP SEDOL 6763965 | 0.02% |
| SPECTRUM BRANDS HOLDINGS INC SEDOL BDRYFB1 | 0.02% |
| TERRIER MEDIA BU P/P 144A 08.8750 12/15/2027 | 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% |
| ALLISON TRANSMISSION P/P 144A 04.7500 10/01/2027 | 0.01% |
| AMERICAN FINANCIAL GROUP INC SEDOL 2134532 | 0.01% |
| ARKEMA SEDOL B0Z5YZ2 | 0.01% |
| BERKELEY GROUP HOLDINGS/THE SEDOL B02L3W3 | 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 2014-C03 2M2 03.0493 07/25/2024 | 0.01% |
| CAS 2014-C04 1M2 05.0493 11/25/2024 | 0.01% |
| CAS 2015-C02 2M2 04.1493 05/25/2025 | 0.01% |
| CENOVUS ENERGY INC SEDOL B57FG04 | 0.01% |
| CLP HOLDINGS LTD SEDOL 6097017 | 0.01% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | 0.01% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CS | 0.01% |
| COLES GROUP LTD SEDOL BYWR0T5 | 0.01% |
| COLT 2020-2 A1 01.8530 03/25/2065 | 0.01% |
| CRC ESCROW ISSUER LL P/P 144A 05.2500 10/15/2025 | 0.01% |
| DIRECT LINE INSURANCE GROUP SEDOL BY9D0Y1 | 0.01% |
| ENI SPA SEDOL 7145056 | 0.01% |
| EOG RESOURCES INC SEDOL 2318024 | 0.01% |
| GNMA GII30 BL6161 06.0000 12/20/2048 | 0.01% |
| GNR 2013-99 AS IO 05.8986 06/20/2043 | 0.01% |
| GRAY TELEVISION INC P/P 144A 07.0000 05/15/2027 | 0.01% |
| GREAT LAKES D&D 08.0000 05/15/2022 | 0.01% |
| HALLIBURTON CO SEDOL 2405302 | 0.01% |
| IRON MOUNTAIN INC P/P 144A 04.8750 09/15/2027 | 0.01% |
| JPMORGAN CHASE & CO 02.9560 05/13/2031 | 0.01% |
| 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 PETRO CORP 06.5000 03/01/2041 | 0.01% |
| MATTAMY GROUP CORP P/P 144A 05.2500 12/15/2027 | 0.01% |
| MICROSOFT CORP 02.4000 02/06/2022 | 0.01% |
| MSAC 2004-HE6 M1 00.9743 08/25/2034 | 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% |
| PACIFIC GAS & ELECTRIC 02.5000 02/01/2031 | 0.01% |
| PALO ALTO NETWORKS INC SEDOL B87ZMX0 | 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% |
| S&P GLOBAL INC 01.2500 08/15/2030 | 0.01% |
| SERVICE CORP INTL 05.1250 06/01/2029 | 0.01% |
| SHELL INTERNATIONAL FIN USD 01.8750 05/10/2021 | 0.01% |
| STEVENS HLDG CO INC P/P 144A 06.1250 10/01/2026 | 0.01% |
| SUNDRUG CO LTD SEDOL 6817895 | 0.01% |
| TELSTRA CORP LTD SEDOL 6087289 | 0.01% |
| TOSHIBA CORP SEDOL 6897217 | 0.01% |
| TOWNSQUARE MEDIA INC P/P 144A 06.5000 04/01/2023 | 0.01% |
| VIACOMCBS INC 04.0000 01/15/2026 | 0.01% |
| WFCM 2014-LC16 XA IO 01.0900 08/15/2050 | 0.01% |
| ZURICH INSURANCE GROUP AG SEDOL 5983816 | 0.01% |
| AKER BP ASA P/P 144A 03.7500 01/15/2030 | 0.01% |
| ALLIANT HOLDINGS P/P 144A 06.7500 10/15/2027 | 0.01% |
| ALLY FINANCIAL INC 08.0000 11/01/2031 | 0.01% |
| ARRW 2019-1 A3 04.2080 01/25/2049 | 0.01% |
| CAS 2016-C07 2M2 04.4993 05/25/2029 | 0.01% |
| CCO HLDGS LLC/CAP C P/P 144A 05.5000 05/01/2026 | 0.01% |
| CHUGAI PHARMACEUTICAL CO LTD SEDOL 6196408 | 0.01% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CS | 0.01% |
| CME GROUP INC SEDOL 2965839 | 0.01% |
| DAITO TRUST CONSTRUCT CO LTD SEDOL 6250508 | 0.01% |
| ENERGY TRANSFER OPERATNG 02.9000 05/15/2025 | 0.01% |
| GNR 2016-123 LI IO 03.5000 03/20/2044 | 0.01% |
| GOLDEN NUGGET INC P/P 144A 06.7500 10/15/2024 | 0.01% |
| HOSHIZAKI CORP SEDOL B3FF8W8 | 0.01% |
| HUSKY III HLDG LTD P/P 144A 13.0000 02/15/2025 | 0.01% |
| IDACORP INC SEDOL 2296937 | 0.01% |
| ING GROEP NV-CVA SEDOL 7154182 | 0.01% |
| KNORR-BREMSE AG SEDOL BD2P9X9 | 0.01% |
| MAGELLAN FINANCIAL GROUP LTD SEDOL B015YX4 | 0.01% |
| MARRIOTT INTERNATIONAL 04.6250 06/15/2030 | 0.01% |
| ORTHO-CLINICAL TLB L+325 03.3903 06/30/2025 | 0.01% |
| PARK-OHIO INDUSTRIES INC 06.6250 04/15/2027 | 0.01% |
| REPUBLIC OF PERU USD 05.6250 11/18/2050 | 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% |
| SUZUKEN CO LTD SEDOL 6865560 | 0.01% |
| SYMRISE AG SEDOL B1JB4K8 | 0.01% |
| UNITEDHEALTH GROUP INC 02.0000 05/15/2030 | 0.01% |
| A2 MILK CO LTD SEDOL 6287250 | 0.01% |
| AGCO CORP SEDOL 2010278 | 0.01% |
| ALBERTSONS COS/SAFE P/P 144A 04.6250 01/15/2027 | 0.01% |
| ARCELORMITTAL USD 07.2500 10/15/2039 | 0.01% |
| ASCEND LEARNING LLC P/P 144A 06.8750 08/01/2025 | 0.01% |
| AUTO TRADER GROUP PLC SEDOL BVYVFW2 | 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% |
| CAPGEMINI SE SEDOL 4163437 | 0.01% |
| CF INDUSTRIES INC 04.9500 06/01/2043 | 0.01% |
| CFCRE 2011-C2 D P/P 144A 05.7394 12/15/2047 | 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% |
| COMM 2013-LC13 XA IO 01.1143 08/10/2046 | 0.01% |
| COMPAGNIE DE SAINT-GOBAIN SEDOL 7380482 | 0.01% |
| CONTINENTAL RES 04.5000 04/15/2023 | 0.01% |
| CURTISS-WRIGHT CORP SEDOL 2241205 | 0.01% |
| DCP MIDSTREAM P/P 144A 06.7500 09/15/2037 | 0.01% |
| ELANCO ANIMAL HEALTH 05.9000 08/28/2028 | 0.01% |
| FHR 3065 DC 19.4149 03/15/2035 | 0.01% |
| GENERAL ELECTRIC CO SEDOL 2380498 | 0.01% |
| GREIF INC P/P 144A 06.5000 03/01/2027 | 0.01% |
| HOWARD HUGHES CORP P/P 144A 05.3750 03/15/2025 | 0.01% |
| HUB INTL LTD P/P 144A 07.0000 05/01/2026 | 0.01% |
| HUSKY TLB L+300 03.3614 03/28/2025 | 0.01% |
| INTELSAT JACKSON HLD P/P 144A 09.7500 07/15/2025 | 0.01% |
| IPALCO ENTPRS IN 03.7000 09/01/2024 | 0.01% |
| ISTAR INC 04.7500 10/01/2024 | 0.01% |
| LAFARGEHOLCIM LTD-REG SEDOL 7110753 | 0.01% |
| MBX.FN30.500.10 R USL1M P 01/12/41 CI | 0.01% |
| MICHELIN (CGDE) SEDOL 4588364 | 0.01% |
| NOMURA REAL ESTATE HOLDINGS SEDOL B1CWJM5 | 0.01% |
| NUTRITION & BIO P/P 144A 03.4680 12/01/2050 | 0.01% |
| OBAYASHI CORP SEDOL 6656407 | 0.01% |
| ODAKYU ELECTRIC RAILWAY CO SEDOL 6656106 | 0.01% |
| PETROBRAS GLOBAL FIN USD 05.9990 01/27/2028 | 0.01% |
| PETROLEOS MEXICANOS USD 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% |
| RYOHIN KEIKAKU CO LTD SEDOL 6758455 | 0.01% |
| SPRINT CORP 07.6250 03/01/2026 | 0.01% |
| STACR 2017-DNA2 M1 01.3493 10/25/2029 | 0.01% |
| STANLEY ELECTRIC CO LTD SEDOL 6841106 | 0.01% |
| TRANSDIGM INC 05.5000 11/15/2027 | 0.01% |
| VIDEOTRON LTD USD 05.0000 07/15/2022 | 0.01% |
| VISTRA OPERATION P/P 144A 05.5000 09/01/2026 | 0.01% |
| WEST JAPAN RAILWAY CO SEDOL 6957995 | 0.01% |
| BANFF MERGER SUB INC P/P 144A 09.7500 09/01/2026 | 0.01% |
| BAUSCH HEALTH COS INC REGS 04.5000 05/15/2023 | 0.01% |
| BAUSCH HLTH 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% |
| BROTHER INDUSTRIES LTD SEDOL 6146500 | 0.01% |
| CHAMPIONX CORP 06.3750 05/01/2026 | 0.01% |
| COMCAST CORP 06.5000 11/15/2035 | 0.01% |
| COMM 2014-UBS4 XA IO 01.1034 08/10/2047 | 0.01% |
| COMM 2014-UBS6 XA IO 00.8884 12/10/2047 | 0.01% |
| DISCOVERY COMMUNICATIONS 03.6250 05/15/2030 | 0.01% |
| ELISA OYJ SEDOL 5701513 | 0.01% |
| ENERGY TRANSFER OPERATNG 06.1250 12/15/2045 | 0.01% |
| FIDELITY NATIONAL INFORM 03.0000 08/15/2026 | 0.01% |
| FINECOBANK SPA SEDOL BNGN9Z1 | 0.01% |
| GNMA GII30 AY2298 04.7000 05/20/2067 | 0.01% |
| GNMA GII30 AY4779 04.5110 03/20/2067 | 0.01% |
| GNMA GII30 BB0107 04.7000 08/20/2067 | 0.01% |
| GNR 2015-H26 EI IO 01.7317 10/20/2065 | 0.01% |
| GOLDMAN SACHS GROUP INC 05.7500 01/24/2022 | 0.01% |
| GSMS 2011-GC5 AS P/P 144A 05.2090 08/10/2044 | 0.01% |
| GW B-CR SECURITY P/P 144A 09.5000 11/01/2027 | 0.01% |
| JONES LANG LASALLE INC SEDOL 2040640 | 0.01% |
| L BRANDS INC 07.5000 06/15/2029 | 0.01% |
| MEREDITH CORP 06.8750 02/01/2026 | 0.01% |
| NAVISTAR INTL CORP P/P 144A 06.6250 11/01/2025 | 0.01% |
| NEUROCRINE BIOSCIENCES INC SEDOL 2623911 | 0.01% |
| ONO PHARMACEUTICAL CO LTD SEDOL 6660107 | 0.01% |
| PERSIMMON PLC SEDOL 0682538 | 0.01% |
| PROVIDENT FDG/PFG FI P/P 144A 06.3750 06/15/2025 | 0.01% |
| RECRUIT HOLDINGS CO LTD SEDOL BQRRZ00 | 0.01% |
| SOLENIS 1STL L+400 04.2559 06/26/2025 | 0.01% |
| STACR 2019-DNA1 M2 02.7993 01/25/2049 | 0.01% |
| T-MOBILE USA INC 04.7500 02/01/2028 | 0.01% |
| TWDC ENTERPRISES 18 CORP 02.7500 08/16/2021 | 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% |
| YANGZIJIANG SHIPBUILDING SEDOL B1VT035 | 0.01% |
| ALLEGHENY TECHNOLOGIES INC 07.8750 08/15/2023 | 0.01% |
| BCE INC SEDOL B188TH2 | 0.01% |
| BIG RVR STL/FIN P/P 144A 06.6250 01/31/2029 | 0.01% |
| BROOKFIELD RESID P/P 144A 06.2500 09/15/2027 | 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 GS | 0.01% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 JP | 0.01% |
| CNO FINANCIAL GROUP INC 05.2500 05/30/2029 | 0.01% |
| COMM 2014-CR17 XA IO 00.9691 05/10/2047 | 0.01% |
| CWALT 2006-OA10 1A1 01.8425 08/25/2046 | 0.01% |
| DISH NETWORK CV 03.3750 08/15/2026 | 0.01% |
| ENDEAVOR ENERGY P/P 144A 06.6250 07/15/2025 | 0.01% |
| FHR 3249 PS 21.7853 12/15/2036 | 0.01% |
| FHR 3829 AS IO 06.8016 03/15/2041 | 0.01% |
| FNR 2006-8 HP 24.0194 03/25/2036 | 0.01% |
| GALAPAGOS NV SEDOL B07Q2V5 | 0.01% |
| GFL ENVIRON INC P/P 144A 05.1250 12/15/2026 | 0.01% |
| ICL GROUP LTD SEDOL 6455530 | 0.01% |
| JAPAN AIRLINES CO LTD SEDOL B8BRV46 | 0.01% |
| JUNIPER NETWORKS INC SEDOL 2431846 | 0.01% |
| KOBE BUSSAN CO LTD SEDOL B14RJB7 | 0.01% |
| KONE OYJ-B SEDOL B09M9D2 | 0.01% |
| LEVEL 3 FIN INC P/P 144A 04.6250 09/15/2027 | 0.01% |
| MARATHON OIL CORP SEDOL 2910970 | 0.01% |
| MARRIOTT INTERNATIONAL 05.7500 05/01/2025 | 0.01% |
| MASTEC INC P/P 144A 04.5000 08/15/2028 | 0.01% |
| MATTAMY GROUP CORP P/P 144A 04.6250 03/01/2030 | 0.01% |
| MICROCHIP TECH INC P/P 144A 04.2500 09/01/2025 | 0.01% |
| MLMI 2005-A2 A2 03.7859 02/25/2035 | 0.01% |
| ONEMAIN FINANCE CORP 05.3750 11/15/2029 | 0.01% |
| PANTHER BF AGGRE 2 P/P 144A 08.5000 05/15/2027 | 0.01% |
| RBS GLOBAL/REXNO P/P 144A 04.8750 12/15/2025 | 0.01% |
| SABINE PASS LIQUEF 05.0000 03/15/2027 | 0.01% |
| SAMI 2007-AR1 2A1 00.3293 01/25/2037 | 0.01% |
| SHIFT4 PAYMENTS LLC P/P 144A 04.6250 11/01/2026 | 0.01% |
| SIX FLAGS THEME PARK P/P 144A 07.0000 07/01/2025 | 0.01% |
| SMITH & NEPHEW PLC SEDOL 0922320 | 0.01% |
| SMURFIT KAPPA TREASURY USD 07.5000 11/20/2025 | 0.01% |
| STACR 2014-HQ3 M3 04.8993 10/25/2024 | 0.01% |
| STARWOOD PROP TR 04.7500 03/15/2025 | 0.01% |
| TALLGRASS NRG PRTNR P/P 144A 05.5000 01/15/2028 | 0.01% |
| TAYLOR WIMPEY PLC SEDOL 0878230 | 0.01% |
| TRANSUNION SEDOL BYMWL86 | 0.01% |
| UNIVISION COMM INC. P/P 144A 05.1250 02/15/2025 | 0.01% |
| USI INC/NY P/P 144A 06.8750 05/01/2025 | 0.01% |
| WESCO DISTRIBUT P/P 144A 07.2500 06/15/2028 | 0.01% |
| ALBERTSONS COS LLC P/P 144A 07.5000 03/15/2026 | 0.01% |
| ANTERO RESOURCES FIN 05.1250 12/01/2022 | 0.01% |
| BANK OF AMERICA CORP 01.0104 09/15/2026 | 0.01% |
| BASE INC SEDOL BKRQ8Q2 | 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% |
| BUMT 2005-1 1A1 00.7493 09/25/2045 | 0.01% |
| CCO HLDGS LLC/CAP CO P/P 144A 05.7500 02/15/2026 | 0.01% |
| CHS/COMMUNITY P/P 144A 06.6250 02/15/2025 | 0.01% |
| COGNIZANT TECH SOLUTIONS-A SEDOL 2257019 | 0.01% |
| CSC HOLDINGS LLC 06.7500 11/15/2021 | 0.01% |
| CWALT 2006-24CB A13 00.4993 08/25/2036 | 0.01% |
| DEVON ENERGY CORPORATION 07.9500 04/15/2032 | 0.01% |
| ENTERCOM MEDIA CORP P/P 144A 07.2500 11/01/2024 | 0.01% |
| FHR 3408 EK 25.1960 04/15/2037 | 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 BA7681 04.6160 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% |
| GOEASY LTD P/P 144A 05.3750 12/01/2024 | 0.01% |
| HANKYU HANSHIN HOLDINGS INC SEDOL 6408664 | 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% |
| ICAHN ENTER/FIN 06.2500 05/15/2026 | 0.01% |
| INTEL CORP SEDOL 2463247 | 0.01% |
| ISTAR INC. 04.2500 08/01/2025 | 0.01% |
| JPMBB 2014-C25 XA IO 00.8493 11/15/2047 | 0.01% |
| KAKAKU.COM INC SEDOL 6689533 | 0.01% |
| MATCH GRP HLD II LLC P/P 144A 05.0000 12/15/2027 | 0.01% |
| MEREDITH CORP P/P 144A 06.5000 07/01/2025 | 0.01% |
| MSRR 2015-R4 CB1 00.9734 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% |
| PACIFIC GAS & ELECTRIC 02.1000 08/01/2027 | 0.01% |
| PACIFIC GAS & ELECTRIC 02.9500 03/01/2026 | 0.01% |
| PENNYMAC FIN SVCS IN P/P 144A 05.3750 10/15/2025 | 0.01% |
| PRIME SECURITY SVCS P/P 144A 06.2500 01/15/2028 | 0.01% |
| QUEST DIAGNOSTICS INC SEDOL 2702791 | 0.01% |
| S&P GLOBAL INC 02.5000 12/01/2029 | 0.01% |
| SEKISUI HOUSE LTD SEDOL 6793906 | 0.01% |
| SERVICE CORP INTL 03.3750 08/15/2030 | 0.01% |
| SINCLAIR TELE P/P 144A 05.5000 03/01/2030 | 0.01% |
| STACR 2019-HQA1 M2 02.4993 02/25/2049 | 0.01% |
| STATION CASINOS LLC P/P 144A 04.5000 02/15/2028 | 0.01% |
| TRIPADVISOR INC P/P 144A 07.0000 07/15/2025 | 0.01% |
| UNIVISION COMM P/P 144A 06.6250 06/01/2027 | 0.01% |
| USA COMPRESSION PART 06.8750 04/01/2026 | 0.01% |
| USD/MXN PUT 20.50 20210416 GSFX | 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% |
| ACS ACTIVIDADES SEDOL B01FLQ6 | 0.01% |
| AG ISSUER LLC P/P 144A 06.2500 03/01/2028 | 0.01% |
| AIR LIQUIDE SA SEDOL B1YXBJ7 | 0.01% |
| AMERICAN AXLE & MFG INC 06.8750 07/01/2028 | 0.01% |
| AMUNDI SA SEDOL BYZR014 | 0.01% |
| ANTERO RESOURCES 05.3750 11/01/2021 | 0.01% |
| ASCENT RESOURCES/AEU P/P 144A 10.0000 04/01/2022 | 0.01% |
| BLACK KNIGHT INFOSER P/P 144A 03.6250 09/01/2028 | 0.01% |
| BOXER PARENT CO INC P/P 144A 09.1250 03/01/2026 | 0.01% |
| BT GROUP PLC SEDOL 3091357 | 0.01% |
| BUILDERS FIRSTSOURCE P/P 144A 06.7500 06/01/2027 | 0.01% |
| BWAY HOLDING CO P/P 144A 07.2500 04/15/2025 | 0.01% |
| C.H. ROBINSON WORLDWIDE INC SEDOL 2116228 | 0.01% |
| CAPITAL ONE FINANCIAL CO 04.2000 10/29/2025 | 0.01% |
| CENOVUS ENERGY INC USD 06.7500 11/15/2039 | 0.01% |
| CHENIERE CORP CHRIST 05.8750 03/31/2025 | 0.01% |
| CNO FINANCIAL GROUP INC 05.2500 05/30/2025 | 0.01% |
| DIAMOND SPORTS GR/DI P/P 144A 06.6250 08/15/2027 | 0.01% |
| EQUINIX INC 05.3750 05/15/2027 | 0.01% |
| ESH HOSPITALITY INC P/P 144A 05.2500 05/01/2025 | 0.01% |
| FIFTH THIRD BANCORP 05.1000 12/29/2049 | 0.01% |
| FREEDOM MTGE CORP P/P 144A 08.2500 04/15/2025 | 0.01% |
| FRONTIER COMM P/P 144A 05.8750 10/15/2027 | 0.01% |
| GBP/USD 12/16/2020 SSBT | 0.01% |
| GENERAL MOTORS CO 06.1250 10/01/2025 | 0.01% |
| GENESYS TELECOMMUNICAT L+400 04.7500 10/08/2027 | 0.01% |
| GNMA GII30 BL6184 06.0000 02/20/2049 | 0.01% |
| GNMA GII30 BL6217 06.0000 03/20/2049 | 0.01% |
| GNMA GII30 BL6219 06.0000 03/20/2049 | 0.01% |
| HMIR 2018-1 M1 P/P 144A 01.7493 10/25/2028 | 0.01% |
| IHEARTCOMMUNICATIONS INC 06.3750 05/01/2026 | 0.01% |
| INGEVITY CORP P/P 144A 03.8750 11/01/2028 | 0.01% |
| INTELLIGENT PACK P/P 144A 06.0000 09/15/2028 | 0.01% |
| KFC HLD/PIZZA HUT/TA P/P 144A 05.2500 06/01/2026 | 0.01% |
| KOBAYASHI PHARMACEUTICAL CO SEDOL 6149457 | 0.01% |
| KRAFT HEINZ FOODS CO P/P 144A 03.8750 05/15/2027 | 0.01% |
| LADDER CAP FINAN P/P 144A 04.2500 02/01/2027 | 0.01% |
| LAMB WESTON HLD P/P 144A 04.8750 05/15/2028 | 0.01% |
| LIONS GATE CAP HOLD P/P 144A 05.8750 11/01/2024 | 0.01% |
| LIONS GATE CAP HOLD P/P 144A 06.3750 02/01/2024 | 0.01% |
| MEG ENERGY CORP P/P 144A 06.5000 01/15/2025 | 0.01% |
| MSBAM 2014-C17 XA IO 01.0763 08/15/2047 | 0.01% |
| NATIONAL BANK OF CANADA SEDOL 2077303 | 0.01% |
| NATIONSTAR MTG HLD I P/P 144A 05.5000 08/15/2028 | 0.01% |
| NUTRIEN LTD USD 02.9500 05/13/2030 | 0.01% |
| OCCIDENTAL PETROLEUM COR 04.8500 03/15/2021 | 0.01% |
| OCCIDENTAL PETROLEUM COR 06.4500 09/15/2036 | 0.01% |
| ONEMAIN FINANCE CORP 06.8750 03/15/2025 | 0.01% |
| PRECISION DRILL P/P 144A 07.1250 01/15/2026 | 0.01% |
| PROLOGIS LP 02.1250 04/15/2027 | 0.01% |
| RITE AID CORP P/P 144A 08.0000 11/15/2026 | 0.01% |
| SEVEN BANK LTD SEDOL B2NT8S1 | 0.01% |
| SIX FLAGS ENT P/P 144A 05.5000 04/15/2027 | 0.01% |
| SOFTBANK GROUP CORP SEDOL 6770620 | 0.01% |
| STANDARD IND INC P/P 144A 03.3750 01/15/2031 | 0.01% |
| SUGAR HSP GAMING P/P 144A 05.8750 05/15/2025 | 0.01% |
| SWISS LIFE HOLDING AG-REG SEDOL 7437805 | 0.01% |
| TENNANT CO 05.6250 05/01/2025 | 0.01% |
| VOPAK SEDOL 5809428 | 0.01% |
| WESTPAC BANKING CORP USD 04.4210 07/24/2039 | 0.01% |
| WFRBS 2012-C9 XB IO P/P 144A 00.7149 11/15/2045 | 0.01% |
| WHITE CAP BUYER LLC P/P 144A 06.8750 10/15/2028 | 0.01% |
| WHITE CAP TLB L+400 04.5000 10/08/2027 | 0.01% |
| 1011778 BC ULC / P/P 144A 04.3750 01/15/2028 | 0.01% |
| AIR METHODS CORP P/P 144A 08.0000 05/15/2025 | 0.01% |
| AMSTED INDUSTRIES P/P 144A 04.6250 05/15/2030 | 0.01% |
| AMSTED INDUSTRIES P/P 144A 05.6250 07/01/2027 | 0.01% |
| 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% |
| BOISE CASCADE CO P/P 144A 04.8750 07/01/2030 | 0.01% |
| CAS 2015-C02 1M2 04.1493 05/25/2025 | 0.01% |
| CCO HOLDINGS LLC P/P 144A 04.5000 05/01/2032 | 0.01% |
| CENTENE CORP P/P 144A 05.3750 08/15/2026 | 0.01% |
| CIT GROUP INC 05.0000 08/01/2023 | 0.01% |
| CLARIOS GLOBAL LP P/P 144A 06.7500 05/15/2025 | 0.01% |
| CLOROX COMPANY SEDOL 2204026 | 0.01% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CS | 0.01% |
| CONSOLIDATED EDISON INC SEDOL 2216850 | 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% |
| DOLLAR TREE INC SEDOL 2272476 | 0.01% |
| FREEDOM MTGE CORP P/P 144A 08.1250 11/15/2024 | 0.01% |
| FRONTIER COMM 10.5000 09/15/2022 | 0.01% |
| GBP/USD 12/16/2020 RBSF | 0.01% |
| GSMS 2010-C1 D P/P 144A 05.9814 08/10/2043 | 0.01% |
| HARGREAVES LANSDOWN PLC SEDOL B1VZ0M2 | 0.01% |
| IHEARTCOMMUNICATI L+400 04.7500 05/01/2026 | 0.01% |
| INDIGO NATURAL P/P 144A 06.8750 02/15/2026 | 0.01% |
| ISTAR INC 05.5000 02/15/2026 | 0.01% |
| ITRON INC P/P 144A 05.0000 01/15/2026 | 0.01% |
| JAPAN POST HOLDINGS CO LTD SEDOL BYT8143 | 0.01% |
| JPMBB 2014-C19 XA IO 00.7433 04/15/2047 | 0.01% |
| KIMBERLY-CLARK CORP SEDOL 2491839 | 0.01% |
| KINDER MORGAN ENER PART 05.4000 09/01/2044 | 0.01% |
| LEVEL 3 FIN INC P/P 144A 04.2500 07/01/2028 | 0.01% |
| MCDONALD'S HOLDINGS CO JAPAN SEDOL 6371863 | 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% |
| NIELSEN FIN LLC/CO P/P 144A 05.6250 10/01/2028 | 0.01% |
| NOBLE ENERGY INC 06.0000 03/01/2041 | 0.01% |
| NORTHRIVER MIDSTREAM P/P 144A 05.6250 02/15/2026 | 0.01% |
| NOVELIS CORP P/P 144A 04.7500 01/30/2030 | 0.01% |
| NRG ENERGY INC. 07.2500 05/15/2026 | 0.01% |
| PENN NATIONAL GAMING P/P 144A 05.6250 01/15/2027 | 0.01% |
| PEPTIDREAM INC SEDOL B97SH97 | 0.01% |
| RATTLER MIDSTREAM LP P/P 144A 05.6250 07/15/2025 | 0.01% |
| SOHGO SECURITY SERVICES CO SEDOL 6546359 | 0.01% |
| THE GAP INC. P/P 144A 08.3750 05/15/2023 | 0.01% |
| TMS INTL HLDG CORP P/P 144A 07.2500 08/15/2025 | 0.01% |
| TOPBUILD CORP P/P 144A 05.6250 05/01/2026 | 0.01% |
| TORONTO-DOMINION BANK SEDOL 2897222 | 0.01% |
| TRANSDIGM INC 06.3750 06/15/2026 | 0.01% |
| USD/CNH PUT 6.65 20210415 MSCIL | 0.01% |
| WALT DISNEY CO/THE SEDOL 2270726 | 0.01% |
| WFRBS 2013-C15 D P/P 144A 04.4935 08/15/2046 | 0.01% |
| WOLVERINE WORLD WIDE P/P 144A 05.0000 09/01/2026 | 0.01% |
| WPX ENERGY INC 05.7500 06/01/2026 | 0.01% |
| WPX ENERGY INC 05.8750 06/15/2028 | 0.01% |
| WR GRACE & CO-CONN P/P 144A 04.8750 06/15/2027 | 0.01% |
| 1011778 BC / NEW RED P/P 144A 04.0000 10/15/2030 | 0.01% |
| 1011778 BC / NEW RED P/P 144A 05.0000 10/15/2025 | 0.01% |
| APACHE CORP 04.3750 10/15/2028 | 0.01% |
| BAE SYSTEMS PLC SEDOL 0263494 | 0.01% |
| BANK OF MONTREAL SEDOL 2076009 | 0.01% |
| BAUSCH HLTH COS INC P/P 144A 05.5000 11/01/2025 | 0.01% |
| BIOMERIEUX SEDOL BF0LBX7 | 0.01% |
| BWAY CORP TLB L+325 03.4795 04/03/2024 | 0.01% |
| CALPINE CORP P/P 144A 05.2500 06/01/2026 | 0.01% |
| CAN IMPERIAL BK OF COMMERCE SEDOL 2170525 | 0.01% |
| CAS 2014-C04 2M2 05.1493 11/25/2024 | 0.01% |
| CAS 2015-C01 1M2 04.4493 02/25/2025 | 0.01% |
| CAS 2019-R01 2M2 02.5993 07/25/2031 | 0.01% |
| CENTENE ESCROW I CO P/P 144A 05.3750 06/01/2026 | 0.01% |
| CHS/COMMUNITY HEALT P/P 144A 08.1250 06/30/2024 | 0.01% |
| 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 ML | 0.01% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP | 0.01% |
| COMMSCOPE TECH LLC P/P 144A 06.0000 06/15/2025 | 0.01% |
| COMSTOCK RE INC P/P 144A 07.5000 05/15/2025 | 0.01% |
| COMSTOCK RESOURCES INC 09.7500 08/15/2026 | 0.01% |
| CONCHO RESOURCES INC 03.7500 10/01/2027 | 0.01% |
| CROWN AMER/CAP 04.7500 02/01/2026 | 0.01% |
| CWALT 2005-27 1A1 01.8205 08/25/2035 | 0.01% |
| DEVON ENERGY CORPORATION 07.8750 09/30/2031 | 0.01% |
| DIAMOND SPORTS P/P 144A 05.3750 08/15/2026 | 0.01% |
| DIAMONDBACK ENERGY INC 04.7500 05/31/2025 | 0.01% |
| ENTERCOM MEDIA CORP P/P 144A 06.5000 05/01/2027 | 0.01% |
| FEDEX CORP 02.6250 08/01/2022 | 0.01% |
| FUJIFILM HOLDINGS CORP SEDOL 6356525 | 0.01% |
| GFL ENVIRONMENTA P/P 144A 08.5000 05/01/2027 | 0.01% |
| GOLDEN NUGGET INC P/P 144A 08.7500 10/01/2025 | 0.01% |
| GRAPHIC PACKAGIN P/P 144A 03.5000 03/01/2029 | 0.01% |
| HANESBRANDS INC P/P 144A 04.6250 05/15/2024 | 0.01% |
| ICAHN ENTER 04.7500 09/15/2024 | 0.01% |
| ICAHN ENTER/FIN 05.2500 05/15/2027 | 0.01% |
| ICAHN ENTER/FIN 06.7500 02/01/2024 | 0.01% |
| JPMCC 2013-LC11 X IO 01.2494 04/15/2046 | 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% |
| LADDER CAP FIN LLLP P/P 144A 05.2500 10/01/2025 | 0.01% |
| LIBERTY MEDIA COR-SIRIUSXM C SEDOL BD8QGH9 | 0.01% |
| LIVE NATION ENTERTAI P/P 144A 05.6250 03/15/2026 | 0.01% |
| LOUISIANA-PACIFIC CORPORATION 04.8750 09/15/2024 | 0.01% |
| NEC CORP SEDOL 6640400 | 0.01% |
| NETFLIX INC P/P 144A 05.3750 11/15/2029 | 0.01% |
| NETFLIX INC. 06.3750 05/15/2029 | 0.01% |
| NEWELL BRANDS INC 04.8750 06/01/2025 | 0.01% |
| NIELSEN FIN LLC/CO P/P 144A 05.0000 04/15/2022 | 0.01% |
| NORFOLK SOUTHERN CORP SEDOL 2641894 | 0.01% |
| OCCIDENTAL PETROLEUM COR 05.8750 09/01/2025 | 0.01% |
| OCCIDENTAL PETROLEUM COR 06.6250 09/01/2030 | 0.01% |
| ORACLE CORP JAPAN SEDOL 6141680 | 0.01% |
| OUTFRONT MEDIA C P/P 144A 06.2500 06/15/2025 | 0.01% |
| SOLENIS 2NDL L+850 10.8314 06/26/2026 | 0.01% |
| SPIRAX-SARCO ENGINEERING PLC SEDOL BWFGQN1 | 0.01% |
| SS&C TECH INC P/P 144A 05.5000 09/30/2027 | 0.01% |
| STACR 2018-HQA2 M2 02.4493 10/25/2048 | 0.01% |
| TENET HEALTHCARE 04.6250 07/15/2024 | 0.01% |
| TRADEWEB MARKETS INC-CLASS A SEDOL BJXMVK2 | 0.01% |
| UNIVISION COMM P/P 144A 09.5000 05/01/2025 | 0.01% |
| VALVOLINE INC P/P 144A 04.2500 02/15/2030 | 0.01% |
| VISTRA CORP P/P 144A 05.0000 07/31/2027 | 0.01% |
| WFRBS 2011-C4 E P/P 144A 05.2205 06/15/2044 | 0.01% |
| WMG ACQUISITION CORP P/P 144A 03.0000 02/15/2031 | 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% |
| AIRBUS SE SEDOL 4012250 | 0.00% |
| APACHE CORP 05.1000 09/01/2040 | 0.00% |
| ASCEND LEARNING LLC P/P 144A 06.8750 08/01/2025 | 0.00% |
| BANK OF MONTREAL USD 03.8030 12/15/2032 | 0.00% |
| BANQUE CANTONALE VAUDOIS-REG SEDOL BMFY8R3 | 0.00% |
| BERRY GLOBAL INC P/P 144A 05.6250 07/15/2027 | 0.00% |
| BOYD GAMING CORP 04.7500 12/01/2027 | 0.00% |
| BOYD GAMING CORP P/P 144A 08.6250 06/01/2025 | 0.00% |
| CARNIVAL CORP P/P 144A 11.5000 04/01/2023 | 0.00% |
| CCO HOLDINGS LLC P/P 144A 04.5000 08/15/2030 | 0.00% |
| CENTENE CORP 03.0000 10/15/2030 | 0.00% |
| CLEAR CHANNEL WORLD 09.2500 02/15/2024 | 0.00% |
| DCP MIDSTREAM OPERATING 05.6250 07/15/2027 | 0.00% |
| EPICOR SOFTWARE 2NDL L+775 08.7500 07/30/2028 | 0.00% |
| F5 NETWORKS INC SEDOL 2427599 | 0.00% |
| FHR 2990 LB 16.5664 06/15/2034 | 0.00% |
| FREEPORT-MCMORAN INC 04.3750 08/01/2028 | 0.00% |
| FREEPORT-MCMORAN INC 04.6250 08/01/2030 | 0.00% |
| FREEPORT-MCMORAN INC 05.4500 03/15/2043 | 0.00% |
| GLOBAL MEDICAL RESPO P/P 144A 06.5000 10/01/2025 | 0.00% |
| GLP CAPITAL LP / FIN II 05.3750 04/15/2026 | 0.00% |
| GMAC CAPITAL TRUST I PCT 06.0651 | 0.00% |
| GNMA GII30 BL6016 06.0000 02/20/2049 | 0.00% |
| GNMA GII30 BL6218 06.0000 02/20/2049 | 0.00% |
| GO DADDY OPCO/FINCO P/P 144A 05.2500 12/01/2027 | 0.00% |
| GRAY TELEVISION INC P/P 144A 04.7500 10/15/2030 | 0.00% |
| HCA INC 03.5000 09/01/2030 | 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% |
| JELD-WEN INC P/P 144A 04.8750 12/15/2027 | 0.00% |
| L BRANDS INC 06.7500 07/01/2036 | 0.00% |
| L BRANDS INC P/P 144A 06.6250 10/01/2030 | 0.00% |
| LIVE NATION ENT P/P 144A 06.5000 05/15/2027 | 0.00% |
| MERCER INTL INC USD 06.5000 02/01/2024 | 0.00% |
| MIZUHO FINANCIAL GROUP INC SEDOL 6591014 | 0.00% |
| MPH ACQUISITION HLDG P/P 144A 05.7500 11/01/2028 | 0.00% |
| NATIONSTAR MTG P/P 144A 06.0000 01/15/2027 | 0.00% |
| NEWCREST MINING LTD SEDOL 6637101 | 0.00% |
| NEXSTAR BROADCASTING P/P 144A 04.7500 11/01/2028 | 0.00% |
| ONEMAIN FINANCE CORP 06.6250 01/15/2028 | 0.00% |
| ONEMAIN FINANCE CORP 07.1250 03/15/2026 | 0.00% |
| ORKLA ASA SEDOL B1VQF42 | 0.00% |
| OSHKOSH CORP 03.1000 03/01/2030 | 0.00% |
| QORVO INC P/P 144A 03.3750 04/01/2031 | 0.00% |
| RITE AID CORP P/P 144A 07.5000 07/01/2025 | 0.00% |
| ROBERTSHAW US HOLDING L+350 04.5000 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% |
| SOLERA LLC / SOLERA P/P 144A 10.5000 03/01/2024 | 0.00% |
| SONIC HEALTHCARE LTD SEDOL 6821120 | 0.00% |
| SPECTRUM BRANDS INC P/P 144A 05.0000 10/01/2029 | 0.00% |
| STACR 2020-DNA5 M1 01.3867 10/25/2050 | 0.00% |
| TARGA RESOURCES PART 06.5000 07/15/2027 | 0.00% |
| TAYLOR MORRISON COMM P/P 144A 05.7500 01/15/2028 | 0.00% |
| TRANSDIGM INC. 06.5000 07/15/2024 | 0.00% |
| TRANSOCEAN POSEIDON P/P 144A 06.8750 02/01/2027 | 0.00% |
| TRI POINTE GROUP / HOMES 05.8750 06/15/2024 | 0.00% |
| TRI POINTE GROUP INC 05.7000 06/15/2028 | 0.00% |
| USA COM PART/USA COM 06.8750 09/01/2027 | 0.00% |
| VISTRA CORP P/P 144A 05.6250 02/15/2027 | 0.00% |
| WESCO DISTRIBUT P/P 144A 07.1250 06/15/2025 | 0.00% |
| WESTERN DIGITAL CORPORATION 04.7500 02/15/2026 | 0.00% |
| WFRBS 2012-C10 XA IO P/P 144A 01.5260 12/15/2045 | 0.00% |
| YUM! BRANDS INC 03.6250 03/15/2031 | 0.00% |
| YUM! BRANDS INC P/P 144A 04.7500 01/15/2030 | 0.00% |
| ZAYO GROUP HLDG INC L+300 04.6678 03/09/2027 | 0.00% |
| AES CORP/THE P/P 144A 03.3000 07/15/2025 | 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 CORPORATION 06.0000 08/15/2026 | 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% |
| CHS/COMMUNITY HEALTH P/P 144A 08.0000 03/15/2026 | 0.00% |
| CHUBU ELECTRIC POWER CO INC SEDOL 6195609 | 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% |
| CLEARWATER PAPER COR P/P 144A 04.7500 08/15/2028 | 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% |
| COMMSCOPE INC P/P 144A 06.0000 03/01/2026 | 0.00% |
| COMPASS MINERALS INT P/P 144A 04.8750 07/15/2024 | 0.00% |
| COMSTOCK RESOURCES 09.7500 08/15/2026 | 0.00% |
| CONTINENTAL RESOURCES 04.3750 01/15/2028 | 0.00% |
| CONTINENTAL RESOURCES 05.0000 09/15/2022 | 0.00% |
| CPG INTL TL L+375 04.7500 05/05/2024 | 0.00% |
| 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% |
| EUR/USD 12/16/2020 BCAP-FX | 0.00% |
| FISERV INC SEDOL 2342034 | 0.00% |
| FNR 2005-106 JC 19.6612 12/25/2035 | 0.00% |
| FRONTIER COMM P/P 144A 08.5000 04/01/2026 | 0.00% |
| GAP INC/THE P/P 144A 08.6250 05/15/2025 | 0.00% |
| GARTNER INC P/P 144A 03.7500 10/01/2030 | 0.00% |
| GATES GLOBAL TLB L+275 03.7500 03/31/2024 | 0.00% |
| GEBERIT AG-REG SEDOL B1WGG93 | 0.00% |
| GNMA GII30 BM1953 06.0000 03/20/2049 | 0.00% |
| HANESBRANDS INC P/P 144A 05.3750 05/15/2025 | 0.00% |
| HD SUPPLY HOLDINGS INC SEDOL BBL5981 | 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% |
| INTERNATIONAL LEASE FIN CORP 05.8750 08/15/2022 | 0.00% |
| IRON MOUNTAIN INC P/P 144A 05.2500 03/15/2028 | 0.00% |
| JELD-WEN INC P/P 144A 06.2500 05/15/2025 | 0.00% |
| LEVEL 3 FINANCING IN P/P 144A 03.6250 01/15/2029 | 0.00% |
| LEVI STRAUSS & CO. 05.0000 05/01/2025 | 0.00% |
| LIVE NATION ENT P/P 144A 04.8750 11/01/2024 | 0.00% |
| MASONITE INTL C P/P 144A 05.3750 02/01/2028 | 0.00% |
| MAXIM INTEGRATED PRODUCTS SEDOL 2573760 | 0.00% |
| MTR CORP SEDOL 6290054 | 0.00% |
| NIPPON STEEL CORP SEDOL 6642569 | 0.00% |
| NOK/USD 12/16/2020 JPMCB | 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% |
| NUCOR CORP SEDOL 2651086 | 0.00% |
| OCCIDENTAL PETROLEUM COR 03.5000 06/15/2025 | 0.00% |
| ONEMAIN FINANCE CORP 08.8750 06/01/2025 | 0.00% |
| ORTHO-CLINICAL P/P 144A 07.3750 06/01/2025 | 0.00% |
| OWENS-BROCKWAY P/P 144A 06.6250 05/13/2027 | 0.00% |
| PENSKE AUTOMOTIVE GROUP 05.3750 12/01/2024 | 0.00% |
| PETROBRAS GLOBAL FIN USD 05.2990 01/27/2025 | 0.00% |
| PRIME SEC/FIN P/P 144A 03.3750 08/31/2027 | 0.00% |
| PRUDENTIAL FINANCIAL INC 05.6250 06/15/2043 | 0.00% |
| QORVO INC SEDOL BR9YYP4 | 0.00% |
| REPUBLIC OF VENEZUELA REGS 08.2500 10/13/2024 | 0.00% |
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| US CONCRETE INC 06.3750 06/01/2024 | 0.00% |
| US CONCRETE INC P/P 144A 05.1250 03/01/2029 | 0.00% |
| WPX ENERGY INC 04.5000 01/15/2030 | 0.00% |
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| ABC SUPPLY CO INC P/P 144A 05.8750 05/15/2026 | 0.00% |
| ALBERTSONS COS P/P 144A 04.8750 02/15/2030 | 0.00% |
| AMERICAN AXLE & MANUF L+273 03.4062 04/06/2024 | 0.00% |
| APACHE CORPORATION 04.8750 11/15/2027 | 0.00% |
| AUD/USD PUT 0.695 20201118 BANKAM | 0.00% |
| AVIENT CORP P/P 144A 05.7500 05/15/2025 | 0.00% |
| BANK OF AMERICA CORP 06.5000 10/29/2049 | 0.00% |
| BEACON ROOFING SUPPL P/P 144A 04.5000 11/15/2026 | 0.00% |
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| BERRY GLOBAL INC P/P 144A 04.5000 02/15/2026 | 0.00% |
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| BY CROWN/BY BOND P/P 144A 04.2500 01/31/2026 | 0.00% |
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| CCM MERGER INC P/P 144A 06.3750 05/01/2026 | 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 CG | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 CG | 0.00% |
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| COMM 2014-CR18 XA IO 01.0600 07/15/2047 | 0.00% |
| COMMSCOPE INC P/P 144A 05.5000 03/01/2024 | 0.00% |
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| EUR/USD 12/16/2020 JPMCB | 0.00% |
| EUR/USD 12/16/2020 SSBT | 0.00% |
| EUR/USD 12/16/2020 TDBK | 0.00% |
| FNR 2005-75 GS 19.8023 08/25/2035 | 0.00% |
| FNR 2006-62 PS 39.0045 07/25/2036 | 0.00% |
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| GNMA GII30 BN1509 05.0000 05/20/2049 | 0.00% |
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| GNR 2013-14 IO IO 03.5000 12/20/2042 | 0.00% |
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| IHS MARKIT LTD P/P 144A 04.0000 03/01/2026 | 0.00% |
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| JARDINE MATHESON HLDGS LTD SEDOL 6472119 | 0.00% |
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| MERCK & CO INC 02.9000 03/07/2024 | 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 CORP SEDOL 2655408 | 0.00% |
| OUTFRONT MEDIA C P/P 144A 04.6250 03/15/2030 | 0.00% |
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| SERVICE PROPERTIES TRUST 07.5000 09/15/2025 | 0.00% |
| SM ENERGY CO 05.0000 01/15/2024 | 0.00% |
| SM ENERGY CO 06.7500 09/15/2026 | 0.00% |
| SM ENERGY CO P/P 144A 10.0000 01/15/2025 | 0.00% |
| SOFINA SEDOL 4820301 | 0.00% |
| SPECTRUM BRANDS INC 06.1250 12/15/2024 | 0.00% |
| T-MOBILE USA INC. 04.0000 04/15/2022 | 0.00% |
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| TARGA RESOURCES PART 06.8750 01/15/2029 | 0.00% |
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| VALVOLINE INC 04.3750 08/15/2025 | 0.00% |
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| ABC-MART INC SEDOL 6292102 | 0.00% |
| ADMIRAL GROUP PLC SEDOL B02J639 | 0.00% |
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| AUD/USD 01/20/2021 SSBT | 0.00% |
| AUD/USD CALL 0.76 20210311 HSBCB | 0.00% |
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| CINEMARK USA INC P/P 144A 08.7500 05/01/2025 | 0.00% |
| CLP/USD 01/20/2021 CITI | 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.9 2058-09-17 500.0 09/17/2058 CG | 0.00% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 JP | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.00% |
| 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 MS | 0.00% |
| COLOPLAST-B SEDOL B8FMRX8 | 0.00% |
| DOMINO'S PIZZA INC SEDOL B01SD70 | 0.00% |
| DXC TECHNOLOGY CO SEDOL BYXD7B3 | 0.00% |
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| EUR/USD CALL 1.23 20210215 BANKAM | 0.00% |
| EUR/USD CALL 1.23 20210215 UBS | 0.00% |
| EUR/USD CALL 1.23 20210301 MSCIL | 0.00% |
| FHR 3300 PO PO 00.0000 02/15/2037 | 0.00% |
| GAMESA SEDOL B01CP21 | 0.00% |
| GARTNER INC P/P 144A 04.5000 07/01/2028 | 0.00% |
| GBP/USD 12/16/2020 UBS | 0.00% |
| GBP/USD PUT 1.23 20201218 BANKAM | 0.00% |
| HK ELECTRIC INVEST SEDOL BJ3WDZ1 | 0.00% |
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| HUDBAY MINERALS INC P/P 144A 06.1250 04/01/2029 | 0.00% |
| IOS.FN30.400.10 R USL1M P 01/12/41 BC | 0.00% |
| JAGUAR HL / PPDI P/P 144A 04.6250 06/15/2025 | 0.00% |
| JPY/USD 11/18/2020 UBS | 0.00% |
| JPY/USD 11/18/2020 WPAC | 0.00% |
| KINDER MORGAN INC/DELAWA 07.7500 01/15/2032 | 0.00% |
| KRW/USD 02/17/2021 HSBCB | 0.00% |
| KRW/USD 02/17/2021 JPMCB | 0.00% |
| L BRANDS INC P/P 144A 06.8750 07/01/2025 | 0.00% |
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| MAUSER PACKAGING SOL P/P 144A 05.5000 04/15/2024 | 0.00% |
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| NATIONSTAR MTG P/P 144A 09.1250 07/15/2026 | 0.00% |
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| NEWFIELD EXPLORATION CO 05.6250 07/01/2024 | 0.00% |
| NEWS CORP - CLASS A SEDOL BBGVT40 | 0.00% |
| NRG ENERGY INC 06.6250 01/15/2027 | 0.00% |
| OASIS PETROLEUM INC 06.8750 01/15/2023 | 0.00% |
| PENSKE AUTOMOTIVE GROUP 03.5000 09/01/2025 | 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% |
| ROYAL BANK OF CANADA USD 02.8000 04/29/2022 | 0.00% |
| ROYAL CARIBBEAN P/P 144A 09.1250 06/15/2023 | 0.00% |
| SAP SE SEDOL 4846288 | 0.00% |
| SEK/USD 12/16/2020 BCAP-FX | 0.00% |
| T-MOBILE USA INC 06.0000 03/01/2023 | 0.00% |
| TALLGRASS NRG PRTNR/ P/P 144A 07.5000 10/01/2025 | 0.00% |
| TAYLOR MORRISON COMM P/P 144A 05.1250 08/01/2030 | 0.00% |
| TENET HEALTHCARE P/P 144A 06.2500 02/01/2027 | 0.00% |
| TENET HEALTHCARE P/P 144A 07.5000 04/01/2025 | 0.00% |
| TRANSDIGM INC P/P 144A 08.0000 12/15/2025 | 0.00% |
| TYLER TECHNOLOGIES INC SEDOL 2909644 | 0.00% |
| UBSBB 2012-C4 XA IO P/P 144A 01.6050 12/10/2045 | 0.00% |
| USD/CAD PUT 1.285 20210127 GSFX | 0.00% |
| WEEKLEY HM LLC/ P/P 144A 04.8750 09/15/2028 | 0.00% |
| WMG ACQUISITION CORP P/P 144A 03.0000 02/15/2031 | 0.00% |
| YUM! BRANDS INC. P/P 144A 07.7500 04/01/2025 | 0.00% |
| ZAYO GROUP HLDG INC P/P 144A 04.0000 03/01/2027 | 0.00% |
| 0.838 R ISWP US0003M P 10/23/2030 | 0.00% |
| 0.8425 R ISWP US0003M P 10/23/2030 | 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% |
| AUD/USD 01/20/2021 RBSF | 0.00% |
| AUD/USD 01/20/2021 UBS | 0.00% |
| AZRIELI GROUP LTD SEDOL B5MN1W0 | 0.00% |
| BOMBARDIER INC P/P 144A 08.7500 12/01/2021 | 0.00% |
| CABOT OIL & GAS CORP | 0.00% |
| CALPINE CORP P/P 144A 04.6250 02/01/2029 | 0.00% |
| CDW LLC/CDW FINANCE 03.2500 02/15/2029 | 0.00% |
| 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.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 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 CG | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 JP | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 JP | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 ML | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.00% |
| CMB CMBX.NA.BBB-.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 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-.11 2054-11-18 300.0 11/18/2054 MS | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 GS | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 JP | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 MS | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 MS | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 MS | 0.00% |
| CMB CMBX.NA.BBB-.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-.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% |
| DKK/USD 12/16/2020 CITI | 0.00% |
| ENERGIZER HLDG INC P/P 144A 07.7500 01/15/2027 | 0.00% |
| EUR/USD 12/16/2020 CSI-FX | 0.00% |
| EUR/USD 12/16/2020 GSFX | 0.00% |
| EUR/USD 12/16/2020 RBSF | 0.00% |
| EUR/USD CALL 1.22 20210127 BANKAM | 0.00% |
| FNR 2005-83 QP 17.0060 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% |
| FOX CORP - CLASS B SEDOL BJJMGY5 | 0.00% |
| GBP/USD 12/16/2020 CITI | 0.00% |
| GBP/USD 12/16/2020 CSI-FX | 0.00% |
| GBP/USD 12/16/2020 MSCIL | 0.00% |
| GBP/USD 12/16/2020 TDBK | 0.00% |
| GBP/USD 12/16/2020 WPAC | 0.00% |
| GLOBAL PART/GLP FIN P/P 144A 06.8750 01/15/2029 | 0.00% |
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| IOS.FN30.400.10 R USL1M P 01/12/41 BC | 0.00% |
| IOS.FN30.400.11 R USL1M P 01/12/42 GS | 0.00% |
| IOS.FN30.400.11 R USL1M P 01/12/42 GS | 0.00% |
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| RIO TINTO LTD SEDOL 6220103 | 0.00% |
| SCHINDLER HOLDING-PART CERT SEDOL B11TCY0 | 0.00% |
| SEK/USD 12/16/2020 CITI | 0.00% |
| SEK/USD 12/16/2020 RBSF | 0.00% |
| SEK/USD 12/16/2020 SSBT | 0.00% |
| SM ENERGY CO 06.6250 01/15/2027 | 0.00% |
| STACR 2019-DNA2 M2 02.5993 03/25/2049 | 0.00% |
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| 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% |
| TRONOX INC P/P 144A 06.5000 05/01/2025 | 0.00% |
| TWD/USD 02/17/2021 JPMCB | 0.00% |
| 0.2345 R ISWP US0003M P 10/23/2022 | 0.00% |
| 0.25 R ISWP FWD US0003M P 12/16/2022 | 0.00% |
| ADVANZ PHARMA CORP LTD SEDOL BG0RYR7 | 0.00% |
| AUD/USD 01/20/2021 CSI-FX | 0.00% |
| AUD/USD 01/20/2021 GSFX | 0.00% |
| AUD/USD 01/20/2021 JPMCB | 0.00% |
| AUD/USD 01/20/2021 WPAC | 0.00% |
| AUD/USD CALL 0.80 20210311 HSBCB | 0.00% |
| AUD/USD PUT 0.675 20201118 BANKAM | 0.00% |
| BSCMS 06-PW14 X1 IO P/P 144A 00.5546 12/11/2038 | 0.00% |
| CAD/USD 01/20/2021 BANKAM | 0.00% |
| CAD/USD 01/20/2021 CITI | 0.00% |
| CAD/USD 01/20/2021 CSI-FX | 0.00% |
| CAD/USD 01/20/2021 GSFX | 0.00% |
| CAD/USD 01/20/2021 HSBCB | 0.00% |
| CAD/USD 01/20/2021 JPMCB | 0.00% |
| CAD/USD 01/20/2021 MSCIL | 0.00% |
| CAD/USD 01/20/2021 RBSF | 0.00% |
| CAD/USD 01/20/2021 TDBK | 0.00% |
| CAD/USD 01/20/2021 UBS | 0.00% |
| CAD/USD 01/20/2021 WPAC | 0.00% |
| CGCMT 2006-C5 XC IO P/P 144A 00.5175 10/15/2049 | 0.00% |
| CHF/USD 12/16/2020 GSFX | 0.00% |
| CHF/USD 12/16/2020 HSBCB | 0.00% |
| CHF/USD 12/16/2020 MSCIL | 0.00% |
| CHF/USD 12/16/2020 RBSF | 0.00% |
| CHF/USD 12/16/2020 TDBK | 0.00% |
| CLEAR CHANNEL OUTDOOR HOLDIN SEDOL BJHVCH9 | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 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 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 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.8 2057-10-17 500.0 10/17/2057 JP | 0.00% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 CG | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.00% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 CG | 0.00% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 GS | 0.00% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 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 JP | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 JP | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 JP | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 MS | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 MS | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 MS | 0.00% |
| CMB CMBX.NA.BBB-.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-.9 2058-09-17 300.0 09/17/2058 ML | 0.00% |
| CNH/USD 02/18/2021 JPMCB | 0.00% |
| CNH/USD 02/18/2021 WPAC | 0.00% |
| CSFB 2003-C3 AX IO P/P 144A 02.1725 05/15/2038 | 0.00% |
| EUR/CHF CALL 1.10 20201209 CSI-FX | 0.00% |
| EUR/CHF CALL 1.12 20201209 CSI-FX | 0.00% |
| EUR/USD 12/16/2020 MSCIL | 0.00% |
| EUR/USD 12/16/2020 WPAC | 0.00% |
| FHR 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% |
| GNR 2006-36 OD PO 00.0000 07/16/2036 | 0.00% |
| HKD/USD 11/18/2020 BANKAM | 0.00% |
| HKD/USD 11/18/2020 BCAP-FX | 0.00% |
| HKD/USD 11/18/2020 GSFX | 0.00% |
| HKD/USD 11/18/2020 HSBCB | 0.00% |
| HKD/USD 11/18/2020 RBSF | 0.00% |
| HKD/USD 11/18/2020 SSBT | 0.00% |
| HKD/USD 11/18/2020 UBS | 0.00% |
| IHEARTMEDIA INC - CLASS A SEDOL BJVR9Y9 | 0.00% |
| INTELSAT JACKSON HLD P/P 144A 08.0000 02/15/2024 | 0.00% |
| IOS.FN30.350.12 R USL1M P 01/12/43 BC | 0.00% |
| IOS.FN30.400.11 R USL1M P 01/12/42 BC | 0.00% |
| IOS.FN30.600.08 R USL1M P 01/12/39 GS | 0.00% |
| IOS.FN30.650.67 R USL1M P 01/12/38 BC | 0.00% |
| IOS.FN30.650.67 R USL1M P 01/12/38 GS | 0.00% |
| JPMCC 05-CB12 X1 IO P/P 144A 00.3200 09/12/2037 | 0.00% |
| JPMCC 2006-LDP8 X IO 00.2876 05/15/2045 | 0.00% |
| JPY/USD 11/18/2020 BANKAM | 0.00% |
| JPY/USD 11/18/2020 CITI | 0.00% |
| JPY/USD 11/18/2020 HSBCB | 0.00% |
| JPY/USD 11/18/2020 MSCIL | 0.00% |
| JPY/USD 11/18/2020 RBSF | 0.00% |
| MEZZ 2006-C4 X IO P/P 144A 06.1110 07/15/2045 | 0.00% |
| MEZZ 2007-C5 X IO P/P 144A 06.5710 12/15/2049 | 0.00% |
| MWO HOLDINGS LLC | 0.00% |
| NOK/USD 12/16/2020 GSFX | 0.00% |
| NOK/USD 12/16/2020 UBS | 0.00% |
| NZD/USD 01/20/2021 BCAP-FX | 0.00% |
| NZD/USD 01/20/2021 CITI | 0.00% |
| NZD/USD 01/20/2021 CSI-FX | 0.00% |
| NZD/USD 01/20/2021 GSFX | 0.00% |
| NZD/USD 01/20/2021 HSBCB | 0.00% |
| NZD/USD 01/20/2021 JPMCB | 0.00% |
| NZD/USD 01/20/2021 RBSF | 0.00% |
| NZD/USD 01/20/2021 SSBT | 0.00% |
| NZD/USD 01/20/2021 TDBK | 0.00% |
| NZD/USD 01/20/2021 WPAC | 0.00% |
| OCCIDENTAL PETROLEUM -CW27 SEDOL BMVF784 | 0.00% |
| SEK/USD 12/16/2020 HSBCB | 0.00% |
| SEK/USD 12/16/2020 JPMCB | 0.00% |
| SEK/USD 12/16/2020 TDBK | 0.00% |
| SGD/USD 11/18/2020 JPMCB | 0.00% |
| TERVITA CORP SEDOL BD1DCC4 | 0.00% |
| TEXAS COHLD TCEH ESCROW 11.5000 10/01/2021 | 0.00% |
| TWD/USD 02/17/2021 GSFX | 0.00% |
| TXU TCEH RIGHTS | 0.00% |
| VIACOMCBS INC 04.2000 05/19/2032 | 0.00% |
| AUD/USD 01/20/2021 MSCIL | -0.00% |
| AUD/USD 01/20/2021 TDBK | -0.00% |
| CAD/USD 01/20/2021 SSBT | -0.00% |
| CHF/USD 12/16/2020 JPMCB | -0.00% |
| CHF/USD 12/16/2020 SSBT | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.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 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-.7 2047-01-17 300.0 01/17/2047 GS | -0.00% |
| EUR/USD 12/16/2020 CITI | -0.00% |
| EUR/USD 12/16/2020 HSBCB | -0.00% |
| EUR/USD CALL 1.27 20210215 BANKAM | -0.00% |
| EUR/USD CALL 1.27 20210215 UBS | -0.00% |
| EUR/USD CALL 1.27 20210301 MSCIL | -0.00% |
| GBP/USD 12/16/2020 BCAP-FX | -0.00% |
| GBP/USD 12/16/2020 GSFX | -0.00% |
| GBP/USD 12/16/2020 HSBCB | -0.00% |
| GBP/USD PUT 1.20 20201218 BANKAM | -0.00% |
| INR/USD 02/17/2021 HSBCB | -0.00% |
| INR/USD 02/17/2021 JPMCB | -0.00% |
| IOS.FN30.400.11 P USL1M R 01/12/42 JP | -0.00% |
| IOS.FN30.500.10 P USL1M R 01/12/41 BC | -0.00% |
| JPY/USD 11/18/2020 GSFX | -0.00% |
| JPY/USD 11/18/2020 JPMCB | -0.00% |
| MBX.FN30.600.08 P USL1M R 01/12/39 BC | -0.00% |
| MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.00% |
| MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.00% |
| NOK/USD 12/16/2020 HSBCB | -0.00% |
| NOK/USD 12/16/2020 MSCIL | -0.00% |
| NOK/USD 12/16/2020 SSBT | -0.00% |
| NZD/USD 01/20/2021 BANKAM | -0.00% |
| NZD/USD 01/20/2021 MSCIL | -0.00% |
| NZD/USD 01/20/2021 UBS | -0.00% |
| SEK/USD 12/16/2020 BANKAM | -0.00% |
| SEK/USD 12/16/2020 MSCIL | -0.00% |
| SEK/USD 12/16/2020 UBS | -0.00% |
| USD/CAD PUT 1.26 20210127 GSFX | -0.00% |
| AUD/USD 01/20/2021 BANKAM | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.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.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 12/16/2020 UBS | -0.00% |
| JPY/USD 11/18/2020 SSBT | -0.00% |
| AUD/USD 01/20/2021 HSBCB | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.A.7 2047-01-17 200.0 01/17/2047 JP | -0.00% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 MS | -0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 ML | -0.00% |
| EUR/USD 12/16/2020 BANKAM | -0.00% |
| IOS.FN30.400.10 P USL1M R 01/12/41 JP | -0.00% |
| USD/CNH PUT 6.50 20210415 MSCIL | -0.00% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 JP | -0.00% |
| GBP/USD 12/16/2020 JPMCB | -0.00% |
| SEK/USD 12/16/2020 GSFX | -0.00% |
| USD/MXN PUT 19.00 20210416 GSFX | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.00% |
| 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% |
| 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 CG | -0.01% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 JP | -0.01% |
| MBX.FN30.650.67 P USL1M R 01/12/38 BC | -0.01% |
| MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.01% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CS | -0.02% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.02% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 JP | -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% |
| 1.15 R ISWP FWD US0003M P 12/16/2050 | -0.04% |
| 0.70 R ISWP FWD US0003M P 12/16/2030 | -0.04% |
| FNMA FN30 TBA UMBS 03.0000 11/01/2050 | -0.39% |
| S&P MID 400 EMINI DEC20 FAZ0 | -1.11% |
| RU10INTR P US0003M R 06/10/21 CI | -1.50% |
| US 10YR ULTRA FUT DEC20 UXYZ0 | -3.20% |
| MSCI EAFE DEC20 MFSZ0 | -3.23% |
| GSGLPWDS P US0001M R 12/15/25 GS | -3.23% |
| S&P500 EMINI FUT DEC20 ESZ0 | -7.78% |
| US 5YR NOTE (CBT) DEC20 FVZ0 | 8.33% |
|---|---|
| GNMA GII30 TBA 03.5000 10/01/2050 | 6.33% |
| US ULTRA BOND CBT DEC20 WNZ0 | 4.42% |
| US 10YR NOTE (CBT)DEC20 TYZ0 | 3.47% |
| GSGLPWDL R US0001M P 12/15/25 GS | 3.32% |
| US 2YR NOTE (CBT) DEC20 TUZ0 | 3.02% |
| FNMA FN30 TBA UMBS 03.5000 10/01/2050 | 2.40% |
| APPLE INC SEDOL 2046251 | 2.35% |
| FHLMC FR30 ZS4750 UMBS 03.0000 01/01/2048 | 2.02% |
| FNMA FN30 TBA UMBS 02.5000 11/01/2050 | 2.00% |
| FNMA FN15 TBA UMBS 02.5000 10/01/2035 | 2.00% |
| MICROSOFT CORP SEDOL 2588173 | 1.85% |
| AMAZON.COM INC SEDOL 2000019 | 1.83% |
| CGPUTQL2 R US0003M P 06/10/21 CI | 1.80% |
| US LONG BOND(CBT) DEC20 USZ0 | 1.73% |
| E-MINI RUSS 2000 DEC20 RTYZ0 | 1.72% |
| GSGLPHCL R US0001M P 12/15/25 GS | 1.23% |
| FNMA FN30 TBA UMBS 02.0000 11/01/2050 | 1.22% |
| FNMA FN30 FM1741 UMBS 04.0000 04/01/2049 | 0.98% |
| ALPHABET INC-CL A SEDOL BYVY8G0 | 0.95% |
| FNMA FN30 MA3563 UMBS 04.0000 01/01/2049 | 0.94% |
| FNMA FN30 TBA UMBS 02.5000 10/01/2050 | 0.86% |
| FNMA FN30 TBA UMBS 06.0000 10/01/2050 | 0.81% |
| ADOBE INC SEDOL 2008154 | 0.68% |
| JPMORGAN CHASE & CO SEDOL 2190385 | 0.66% |
| TREASURY BILL 00.0000 11/05/2020 | 0.66% |
| PROCTER & GAMBLE CO/THE SEDOL 2704407 | 0.65% |
| NVIDIA CORP SEDOL 2379504 | 0.64% |
| TREASURY BILL 00.0000 12/03/2020 | 0.63% |
| FNMA FN30 BQ1269 UMBS 02.5000 08/01/2050 | 0.56% |
| QUALCOMM INC SEDOL 2714923 | 0.56% |
| VERIZON COMMUNICATIONS INC SEDOL 2090571 | 0.55% |
| JOHNSON & JOHNSON SEDOL 2475833 | 0.48% |
| FNMA FN30 BQ0329 UMBS 02.5000 07/01/2050 | 0.47% |
| FNMA FN30 MA2737 UMBS 03.0000 09/01/2046 | 0.43% |
| ELI LILLY & CO SEDOL 2516152 | 0.43% |
| CISCO SYSTEMS INC SEDOL 2198163 | 0.43% |
| NORTHROP GRUMMAN CORP SEDOL 2648806 | 0.42% |
| TREASURY BILL 00.0000 10/08/2020 | 0.42% |
| CITIGROUP INC SEDOL 2297907 | 0.42% |
| FNMA FN30 BM5024 UMBS 03.0000 11/01/2048 | 0.40% |
| FNMA FN30 AL9859 UMBS 03.0000 03/01/2047 | 0.39% |
| LOCKHEED MARTIN CORP SEDOL 2522096 | 0.39% |
| CHARTER COMMUNICATIONS INC-A SEDOL BZ6VT82 | 0.39% |
| FNMA FN30 FM4328 UMBS 02.5000 09/01/2050 | 0.38% |
| FNMA FN30 TBA UMBS 03.5000 11/01/2050 | 0.38% |
| INTUIT INC SEDOL 2459020 | 0.38% |
| MERCK & CO. INC. SEDOL 2778844 | 0.36% |
| PEPSICO INC SEDOL 2681511 | 0.35% |
| COMCAST CORP-CLASS A SEDOL 2044545 | 0.35% |
| ALPHABET INC-CL C SEDOL BYY88Y7 | 0.34% |
| FACEBOOK INC-CLASS A SEDOL B7TL820 | 0.33% |
| EBAY INC SEDOL 2293819 | 0.32% |
| WALMART INC SEDOL 2936921 | 0.32% |
| DOCUSIGN INC SEDOL BFYT7B7 | 0.31% |
| ACTIVISION BLIZZARD INC SEDOL 2575818 | 0.30% |
| MEDTRONIC PLC SEDOL BTN1Y11 | 0.30% |
| SERVICENOW INC SEDOL B80NXX8 | 0.30% |
| VERIZON COMM 04.3290 09/21/2028 | 0.28% |
| HONEYWELL INTERNATIONAL INC SEDOL 2020459 | 0.28% |
| JPMORGAN CHASE & CO 03.9640 11/15/2048 | 0.28% |
| PAYPAL HOLDINGS INC SEDOL BYW36M8 | 0.27% |
| ABBVIE INC P/P 144A 03.2000 11/21/2029 | 0.27% |
| JPMORGAN CHASE & CO 03.6250 12/01/2027 | 0.27% |
| AMERICAN TOWER CORP SEDOL B7FBFL2 | 0.26% |
| COCA-COLA CO/THE SEDOL 2206657 | 0.26% |
| CITIGROUP INC 03.6680 07/24/2028 | 0.26% |
| MORGAN STANLEY 03.6250 01/20/2027 | 0.26% |
| AMERICAN ELECTRIC POWER SEDOL 2026242 | 0.25% |
| TARGET CORP SEDOL 2259101 | 0.25% |
| CASH MGMT BILL 00.0000 12/08/2020 | 0.25% |
| FIDELITY NATIONAL INFO SERV SEDOL 2769796 | 0.24% |
| BANK OF AMERICA CORP 03.2480 10/21/2027 | 0.24% |
| REGENERON PHARMACEUTICALS SEDOL 2730190 | 0.24% |
| MCDONALD'S CORP SEDOL 2550707 | 0.23% |
| UNION PACIFIC CORP SEDOL 2914734 | 0.23% |
| VISA INC-CLASS A SHARES SEDOL B2PZN04 | 0.23% |
| MASTERCARD INC - A SEDOL B121557 | 0.22% |
| DANAHER CORP SEDOL 2250870 | 0.22% |
| CDX CDX.NA.IG.35 100.0 12/20/2025 | 0.22% |
| AT&T INC 04.1000 02/15/2028 | 0.22% |
| EXELON CORP SEDOL 2670519 | 0.22% |
| ABBOTT LABORATORIES SEDOL 2002305 | 0.21% |
| HOME DEPOT INC SEDOL 2434209 | 0.21% |
| VEEVA SYSTEMS INC-CLASS A SEDOL BFH3N85 | 0.21% |
| GOLDMAN SACHS GROUP INC 03.8500 01/26/2027 | 0.21% |
| CIGNA CORP SEDOL BHJ0775 | 0.20% |
| HUMANA INC SEDOL 2445063 | 0.20% |
| BANK OF AMERICA CORP SEDOL 2295677 | 0.20% |
| AMGEN INC SEDOL 2023607 | 0.20% |
| ABBVIE INC SEDOL B92SR70 | 0.20% |
| CVS HEALTH CORP 04.7800 03/25/2038 | 0.20% |
| VERTEX PHARMACEUTICALS INC SEDOL 2931034 | 0.20% |
| FNMA FN30 TBA UMBS 04.0000 10/01/2050 | 0.19% |
| UNITEDHEALTH GROUP INC SEDOL 2917766 | 0.19% |
| UBS GROUP AG P/P 144A 03.4910 05/23/2023 | 0.19% |
| EDWARDS LIFESCIENCES CORP SEDOL 2567116 | 0.18% |
| PULTEGROUP INC SEDOL 2708841 | 0.18% |
| ERAC USA FINANCE LLC P/P 144A 05.2500 10/01/2020 | 0.18% |
| NIKE INC -CL B SEDOL 2640147 | 0.18% |
| JOHNSON CONTROLS INTERNATION SEDOL BY7QL61 | 0.18% |
| METLIFE INC SEDOL 2573209 | 0.18% |
| MICROSOFT CORP 02.4000 08/08/2026 | 0.18% |
| BEST BUY CO INC SEDOL 2094670 | 0.18% |
| FNMA FN30 AS7003 UMBS 03.0000 04/01/2046 | 0.18% |
| SOUTHERN CO/THE SEDOL 2829601 | 0.18% |
| CASH MGMT BILL 00.0000 12/15/2020 | 0.17% |
| APPLE INC 04.2500 02/09/2047 | 0.17% |
| GOLDMAN SACHS GROUP INC 02.6000 12/27/2020 | 0.17% |
| SALESFORCE.COM INC SEDOL 2310525 | 0.17% |
| SALESFORCE.COM INC 03.7000 04/11/2028 | 0.17% |
| GOLDMAN SACHS GROUP INC SEDOL 2407966 | 0.16% |
| NOVARTIS AG-REG SEDOL 7103065 | 0.16% |
| HILTON WORLDWIDE HOLDINGS IN SEDOL BYVMW06 | 0.16% |
| CUMMINS INC SEDOL 2240202 | 0.16% |
| UNITEDHEALTH GROUP INC 03.8500 06/15/2028 | 0.16% |
| ALLSTATE CORP SEDOL 2019952 | 0.16% |
| MORGAN STANLEY 03.1250 01/23/2023 | 0.16% |
| PFIZER INC SEDOL 2684703 | 0.16% |
| TREASURY BILL 00.0000 11/10/2020 | 0.16% |
| CRH PLC SEDOL 4182249 | 0.15% |
| NRG ENERGY INC SEDOL 2212922 | 0.15% |
| TEXAS INSTRUMENTS INC SEDOL 2885409 | 0.15% |
| IHS MARKIT LTD P/P 144A 04.7500 02/15/2025 | 0.15% |
| STACR 2016-DNA2 M3 04.7981 10/25/2028 | 0.15% |
| CHEVRON CORP | 0.15% |
| ALTRIA GROUP INC | 0.15% |
| FNMA FN30 BC2733 UMBS 03.0000 05/01/2046 | 0.15% |
| IDEXX LABORATORIES INC SEDOL 2459202 | 0.15% |
| LONZA GROUP AG-REG SEDOL 7333378 | 0.15% |
| TREASURY BILL 00.0000 12/10/2020 | 0.15% |
| OKTA INC SEDOL BDFZSP1 | 0.14% |
| AT&T INC. 03.8000 02/15/2027 | 0.14% |
| ECOLAB INC 02.7000 11/01/2026 | 0.14% |
| INTERPUBLIC GROUP COS 04.6500 10/01/2028 | 0.14% |
| MONDELEZ INTERNATIONAL INC-A SEDOL B8CKK03 | 0.14% |
| MORGAN STANLEY | 0.14% |
| CROWN CASTLE INTL CORP SEDOL BTGQCX1 | 0.14% |
| EQUINIX INC. 02.9000 11/18/2026 | 0.14% |
| MICROSOFT CORP 03.7000 08/08/2046 | 0.13% |
| NEW YORK LIFE INS P/P 144A 01.1000 05/05/2023 | 0.13% |
| NOVARTIS CAPITAL CORP 04.0000 11/20/2045 | 0.13% |
| ANZ NEW ZEALAND INT P/P 144A 02.8750 01/25/2022 | 0.13% |
| TELEFONICA EMISIONES SAU USD 04.8950 03/06/2048 | 0.13% |
| COSTAR GROUP INC SEDOL 2262864 | 0.13% |
| NINTENDO CO LTD SEDOL 6639550 | 0.13% |
| PETROBRAS GLOBAL FINANCE USD 06.2500 03/17/2024 | 0.13% |
| SONY CORP SEDOL 6821506 | 0.13% |
| FORTINET INC SEDOL B5B2106 | 0.13% |
| ROCHE HOLDING AG-GENUSSCHEIN SEDOL 7110388 | 0.13% |
| SYNOPSYS INC SEDOL 2867719 | 0.13% |
| AMAZON.COM INC 03.1500 08/22/2027 | 0.13% |
| MICROSOFT CORP 01.5500 08/08/2021 | 0.13% |
| ENTERPRISE PRODUCTS OPER 04.2500 02/15/2048 | 0.13% |
| BJ'S WHOLESALE CLUB HOLDINGS SEDOL BFZNZF8 | 0.12% |
| BRISTOL-MYERS 02.9000 07/26/2024 | 0.12% |
| EQUINIX INC SEDOL BVLZX12 | 0.12% |
| SHERWIN-WILLIAMS CO/THE SEDOL 2804211 | 0.12% |
| CADENCE DESIGN SYS INC SEDOL 2302232 | 0.12% |
| JPMORGAN CHASE & CO 03.3750 05/01/2023 | 0.12% |
| OLD DOMINION FREIGHT LINE SEDOL 2656423 | 0.12% |
| CDX CDX.NA.HY.34 500.0 06/20/2025 | 0.12% |
| FHLMC FR30 ZS4703 UMBS 03.0000 02/01/2047 | 0.12% |
| XILINX INC SEDOL 2985677 | 0.12% |
| BROADCOM CRP / CAYM 03.5000 01/15/2028 | 0.12% |
| DANSKE BANK A/S P/P 144A 02.7000 03/02/2022 | 0.12% |
| OTIS WORLDWIDE CORP SEDOL BK531S8 | 0.12% |
| FAIRFAX FINL HLDGS USD 04.8500 04/17/2028 | 0.12% |
| ORACLE CORP 04.0000 11/15/2047 | 0.12% |
| ROCHE HOLDINGS INC P/P 144A 04.0000 11/28/2044 | 0.12% |
| S&P GLOBAL INC SEDOL BYV2325 | 0.12% |
| BIOGEN INC SEDOL 2455965 | 0.12% |
| GENERAL MOTORS FINL CO 04.0000 10/06/2026 | 0.12% |
| DOLLAR GENERAL CORP SEDOL B5B1S13 | 0.11% |
| BRISTOL-MYERS SQUIBB CO SEDOL 2126335 | 0.11% |
| BANK OF AMERICA CORP 06.1100 01/29/2037 | 0.11% |
| TESLA INC SEDOL B616C79 | 0.11% |
| UNITED RENTALS INC SEDOL 2134781 | 0.11% |
| AIA GROUP LTD SEDOL B4TX8S1 | 0.11% |
| AIR LEASE CORP 03.2500 10/01/2029 | 0.11% |
| YUM BRANDS INC SEDOL 2098876 | 0.11% |
| DNB BANK ASA P/P 144A 02.1500 12/02/2022 | 0.11% |
| FNMA FN30 AS8056 UMBS 03.0000 10/01/2046 | 0.11% |
| CHARTER COMM OPT LLC 06.4840 10/23/2045 | 0.11% |
| ESTEE LAUDER COMPANIES-CL A SEDOL 2320524 | 0.11% |
| COMCAST CORP 03.4500 02/01/2050 | 0.11% |
| GODADDY INC - CLASS A SEDOL BWFRFC6 | 0.11% |
| HOLOGIC INC SEDOL 2433530 | 0.11% |
| TORONTO-DOMINION BANK USD 01.9000 12/01/2022 | 0.11% |
| WASTE MANAGEMENT INC SEDOL 2937667 | 0.11% |
| DBUBS 2011-LC3A D P/P 144A 05.5129 08/10/2044 | 0.10% |
| DIGITAL REALTY TRUST LP 04.7500 10/01/2025 | 0.10% |
| COMMONWEALTH BK AUST P/P 144A 03.1500 09/19/2027 | 0.10% |
| ROCKWELL AUTOMATION INC SEDOL 2754060 | 0.10% |
| TAKE-TWO INTERACTIVE SOFTWRE SEDOL 2122117 | 0.10% |
| DEXCOM INC SEDOL B0796X4 | 0.10% |
| KINDER MORGAN INC 03.1500 01/15/2023 | 0.10% |
| SYNCHRONY FINANCIAL SEDOL BP96PS6 | 0.10% |
| CREDIT SUISSE GRP AG P/P 144A 02.1930 06/05/2026 | 0.10% |
| APPLE INC 00.7500 05/11/2023 | 0.10% |
| COMMONWEALTH BK AUST P/P 144A 02.2000 11/09/2020 | 0.10% |
| SPST 2020-2 A 00.9748 03/26/2021 | 0.10% |
| BIGCOMMERCE HOLDINGS-SER 1 SEDOL BMDCDP2 | 0.10% |
| DOW INC SEDOL BHXCF84 | 0.10% |
| NESTLE SA-REG SEDOL 7123870 | 0.10% |
| GAMING AND LEISURE PROPERTIE SEDOL BFPK4S5 | 0.10% |
| SHELL INTERNATIONAL FIN USD 02.8750 05/10/2026 | 0.10% |
| AFLAC INC SEDOL 2026361 | 0.10% |
| AMERIPRISE FINANCIAL INC SEDOL B0J7D57 | 0.10% |
| FNMA FN30 TBA UMBS 04.5000 10/01/2050 | 0.10% |
| MWST 2019-1 A 00.9481 06/25/2052 | 0.10% |
| ORACLE CORP 02.6500 07/15/2026 | 0.10% |
| AIR PRODUCTS & CHEMICALS INC SEDOL 2011602 | 0.10% |
| FNMA FN30 TBA UMBS 04.0000 11/01/2050 | 0.10% |
| GNMA GII30 TBA 04.0000 10/01/2050 | 0.10% |
| GOLDMAN SACHS GROUP INC 04.2230 05/01/2029 | 0.10% |
| FNMA FN30 AS7154 UMBS 03.0000 05/01/2046 | 0.10% |
| FREEPORT-MCMORAN INC SEDOL 2352118 | 0.10% |
| ASTRAZENECA PLC-SPONS ADR SEDOL 2989044 | 0.10% |
| AT&T INC SEDOL 2831811 | 0.10% |
| ENERGY TRANSFER OPERATNG 03.7500 05/15/2030 | 0.10% |
| T-MOBILE USA INC P/P 144A 03.7500 04/15/2027 | 0.10% |
| UNITED MEXICAN STATES USD 05.5500 01/21/2045 | 0.10% |
| LENNAR CORP-A SEDOL 2511920 | 0.09% |
| ORACLE CORP 02.5000 10/15/2022 | 0.09% |
| SPST 2019-11 A 00.9011 10/24/2020 | 0.09% |
| FNMA FN30 BJ9256 UMBS 04.0000 06/01/2048 | 0.09% |
| NESTLE HOLDINGS INC P/P 144A 00.3750 01/15/2024 | 0.09% |
| AXA SA SEDOL 7088429 | 0.09% |
| BPCE SA P/P 144A 04.5000 03/15/2025 | 0.09% |
| DIAMOND 1 FIN/DIAM P/P 144A 06.0200 06/15/2026 | 0.09% |
| AMERICAN TOWER CORP 03.1250 01/15/2027 | 0.09% |
| FISERV INC 04.2000 10/01/2028 | 0.09% |
| KONINKLIJKE AHOLD DELHAIZE N SEDOL BD0Q398 | 0.09% |
| INPHI CORP SEDOL B5TRVW5 | 0.09% |
| NORTHROP GRUMMAN CORP 03.2500 01/15/2028 | 0.09% |
| BRISTOL-MYERS 03.2500 02/20/2023 | 0.09% |
| HERSHEY CO/THE SEDOL 2422806 | 0.09% |
| MITSUBISHI UFJ FIN GRP USD 03.5350 07/26/2021 | 0.09% |
| SUMITOMO TR&BK P/P 144A 00.8000 09/12/2023 | 0.09% |
| VERIZON COMMUNICATIONS 04.4000 11/01/2034 | 0.09% |
| WFRBS 2011-C2 D P/P 144A 05.8558 02/15/2044 | 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% |
| SIRIUS XM RADIO INC P/P 144A 05.0000 08/01/2027 | 0.09% |
| CAS 2016-C04 1M2 04.3981 01/25/2029 | 0.08% |
| IVORY COAST REGS 06.1250 06/15/2033 | 0.08% |
| ASHTEAD CAPITAL INC P/P 144A 04.3750 08/15/2027 | 0.08% |
| COMCAST CORP 03.9690 11/01/2047 | 0.08% |
| MORGAN STANLEY 04.3750 01/22/2047 | 0.08% |
| PNC FINANCIAL SERVICES GROUP SEDOL 2692665 | 0.08% |
| REPUBLIC OF INDONESIA REGS 04.7500 01/08/2026 | 0.08% |
| SEATTLE GENETICS INC SEDOL 2738127 | 0.08% |
| ANHEUSER-BUSCH CO/IN 03.6500 02/01/2026 | 0.08% |
| SUMITOMO MITSUI FINANCIAL GR SEDOL 6563024 | 0.08% |
| TORONTO-DOMINION BANK USD 03.6250 09/15/2031 | 0.08% |
| NOVO NORDISK A/S-B SEDOL BHC8X90 | 0.08% |
| TREASURY BILL 00.0000 10/27/2020 | 0.08% |
| WILLIS TOWERS WATSON PLC USD 05.7500 03/15/2021 | 0.08% |
| ZIMMER BIOMET HOLDINGS INC SEDOL 2783815 | 0.08% |
| CAS 2016-C02 1M2 06.1481 09/25/2028 | 0.08% |
| CITIGROUP INC 02.6500 10/26/2020 | 0.08% |
| MRAIT 2020-2 A 01.3051 07/21/2021 | 0.08% |
| BOOKING HOLDINGS INC SEDOL BDRXDB4 | 0.08% |
| GLOBAL PAYMENTS INC 04.0000 06/01/2023 | 0.08% |
| LEIDOS HOLDINGS INC SEDOL BDV82B8 | 0.08% |
| RAYTHEON TECH CORP 04.1250 11/16/2028 | 0.08% |
| SOUTHWEST AIRLINES CO SEDOL 2831543 | 0.08% |
| ADVANCED MICRO DEVICES SEDOL 2007849 | 0.08% |
| DEUTSCHE BOERSE AG SEDOL 7021963 | 0.08% |
| DUKE ENERGY CORP 03.1500 08/15/2027 | 0.08% |
| GSMS 2014-GC22 C 04.8485 06/10/2047 | 0.08% |
| KINDER MORGAN INC SEDOL B3NQ4P8 | 0.08% |
| SBA COMMUNICATIONS CORP SEDOL BZ6TS23 | 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% |
| STANDARD IND INC P/P 144A 05.0000 02/15/2027 | 0.08% |
| CIT GROUP INC. 05.2500 03/07/2025 | 0.08% |
| FIRSTENERGY TRANSMIS P/P 144A 05.4500 07/15/2044 | 0.08% |
| KERING SEDOL 5505072 | 0.08% |
| MERCK & CO INC 03.7000 02/10/2045 | 0.08% |
| ORACLE CORP SEDOL 2661568 | 0.08% |
| T-MOBILE US INC P/P 144A 05.2500 CV PFD | 0.08% |
| PUBLIC SERVICE ENTERPRISE GP SEDOL 2707677 | 0.07% |
| ABIOMED INC SEDOL 2003698 | 0.07% |
| ANGLO AMER PLC SEDOL B1XZS82 | 0.07% |
| BAXTER INTERNATIONAL INC SEDOL 2085102 | 0.07% |
| CF INDUSTRIES INC P/P 144A 04.5000 12/01/2026 | 0.07% |
| PETROLEOS MEXICANOS P/P 144A 06.8400 01/23/2030 | 0.07% |
| WESTPAC BANKING CORP USD 02.0000 08/19/2021 | 0.07% |
| AMERICAN TOWER CORPORATION 02.7500 01/15/2027 | 0.07% |
| BOOZ ALLEN HAMILTON HOLDINGS SEDOL B5367T7 | 0.07% |
| BP CAPITAL MARKETS PLC USD 03.2790 09/19/2027 | 0.07% |
| CARDINAL HEALTH INC SEDOL 2175672 | 0.07% |
| CAS 2016-C01 1M2 06.8981 08/25/2028 | 0.07% |
| CHIPOTLE MEXICAN GRILL INC SEDOL B0X7DZ3 | 0.07% |
| EATON CORP PLC SEDOL B8KQN82 | 0.07% |
| EXPEDITORS INTL WASH INC SEDOL 2325507 | 0.07% |
| NATIONAL AUSTRALIA BK/NY 02.5000 01/12/2021 | 0.07% |
| BANK OF NOVA SCOTIA USD 02.3500 10/21/2020 | 0.07% |
| BOSTON PROPERTIES INC SEDOL 2019479 | 0.07% |
| CIGNA CORP 03.7500 07/15/2023 | 0.07% |
| DEUTSCHE POST AG-REG SEDOL 4617859 | 0.07% |
| FNMA FN40 BF0171 UMBS 04.0000 01/01/2057 | 0.07% |
| MICROCHIP TECH INC 04.3330 06/01/2023 | 0.07% |
| AMGEN INC 02.6000 08/19/2026 | 0.07% |
| BANK OF AMERICA CORP 02.4960 02/13/2031 | 0.07% |
| CAS 2015-C04 2M2 05.6981 04/25/2028 | 0.07% |
| FEDEX CORP SEDOL 2142784 | 0.07% |
| FNMA FN30 BM1172 UMBS 03.0000 03/01/2047 | 0.07% |
| REPUBLIC OF SENEGAL REGS 06.2500 05/23/2033 | 0.07% |
| FIDELITY NATL INFO SERV 03.7500 05/21/2029 | 0.07% |
| INTERCONTINENTALEXCHANGE 02.6500 09/15/2040 | 0.07% |
| BIOGEN INC 03.6250 09/15/2022 | 0.07% |
| LNSTR 2015-3 B P/P 144A 03.3512 04/20/2048 | 0.07% |
| SAUDI INTL BOND P/P 144A 02.9000 10/22/2025 | 0.07% |
| THERMO FISHER SCIENTIFIC INC SEDOL 2886907 | 0.07% |
| AVALARA INC SEDOL BZ1NVP4 | 0.07% |
| BF0101 03.5000 06/01/2056 | 0.07% |
| SCHLUMBERGER LTD SEDOL 2779201 | 0.07% |
| VIACOMCBS INC 04.2000 06/01/2029 | 0.07% |
| ALBEMARLE CORP SEDOL 2046853 | 0.07% |
| CAS 2015-C04 1M2 05.8481 04/25/2028 | 0.07% |
| FAIR ISAAC CORP SEDOL 2330299 | 0.07% |
| RAYTHEON TECHNOLOGIES CORP SEDOL BM5M5Y3 | 0.07% |
| WESTROCK MWV LLC 08.2000 01/15/2030 | 0.07% |
| COMM 2010-C1 D P/P 144A 06.0498 07/10/2046 | 0.06% |
| DISCOVER FINANCIAL SERVICES SEDOL B1YLC43 | 0.06% |
| EOG RESOURCES INC 02.6250 03/15/2023 | 0.06% |
| FNMA FN30 AS8074 UMBS 03.0000 10/01/2046 | 0.06% |
| WASTE CONNECTIONS INC SEDOL BYVG1F6 | 0.06% |
| ALLIANZ SE-REG SEDOL 5231485 | 0.06% |
| APTIV PLC SEDOL B783TY6 | 0.06% |
| DUKE ENERGY CORP 04.2000 06/15/2049 | 0.06% |
| TREASURY BILL 00.0000 11/19/2020 | 0.06% |
| VERIZON COMMUNICATIONS 05.2500 03/16/2037 | 0.06% |
| AMETEK INC SEDOL 2089212 | 0.06% |
| AVERY DENNISON CORP SEDOL 2066408 | 0.06% |
| CAS 2020-R01 1M2 02.1981 01/25/2040 | 0.06% |
| DOMINICAN REPUBLIC REGS 05.9500 01/25/2027 | 0.06% |
| HILTON WORLDWIDE FIN LLC 04.8750 04/01/2027 | 0.06% |
| IBM CORP 01.8750 08/01/2022 | 0.06% |
| ORACLE CORP 02.5000 05/15/2022 | 0.06% |
| RIO TINTO PLC SEDOL 0718875 | 0.06% |
| WESFARMERS LTD SEDOL 6948836 | 0.06% |
| AMERICAN ELECTRIC POWER 04.3000 12/01/2028 | 0.06% |
| DUKE ENERGY OHIO INC 03.6500 02/01/2029 | 0.06% |
| DUPONT DE NEMOURS INC SEDOL BK0VN47 | 0.06% |
| DYNATRACE INC SEDOL BJV2RD9 | 0.06% |
| FORTUNE BRANDS HOME & SECURI SEDOL B3MC7D6 | 0.06% |
| HOYA CORP SEDOL 6441506 | 0.06% |
| NRG ENERGY INC P/P 144A 04.4500 06/15/2029 | 0.06% |
| AGNC INVESTMENT CORP SEDOL BYYHJL8 | 0.06% |
| ALIBABA GROUP HOLDING LTD SEDOL BK6YZP5 | 0.06% |
| APOLLO GLOBAL MANAGEMENT INC SEDOL BKRLVD5 | 0.06% |
| AT&T INC 04.7500 05/15/2046 | 0.06% |
| CHARTER COMM OPT LLC/CAP 04.8000 03/01/2050 | 0.06% |
| EXXON MOBIL CORP SEDOL 2326618 | 0.06% |
| LONDON STOCK EXCHANGE GROUP SEDOL B0SWJX3 | 0.06% |
| ONCOR ELECTRIC DELIV 03.7500 04/01/2045 | 0.06% |
| WFRBS 2013-C18 AS 04.3870 12/15/2046 | 0.06% |
| AMEREN CORPORATION SEDOL 2050832 | 0.06% |
| BHP GROUP LTD SEDOL 6144690 | 0.06% |
| CONOCOPHILLIPS | 0.06% |
| CSAIL 2015-C1 C 04.4109 04/15/2050 | 0.06% |
| DEUTSCHE TELEKOM AG-REG SEDOL 5842359 | 0.06% |
| ENERGY TRANSFER OPERATNG 06.6250 02/15/2028 | 0.06% |
| ITOCHU CORP SEDOL 6467803 | 0.06% |
| JAZZ PHARMACEUTICALS PLC SEDOL B4Q5ZN4 | 0.06% |
| NORDEA BANK ABP P/P 144A 02.2500 05/27/2021 | 0.06% |
| REGIONS FINANCIAL CORP 02.7500 08/14/2022 | 0.06% |
| TOTAL SE SEDOL B15C557 | 0.06% |
| UNITEDHEALTH GROUP INC 03.9500 10/15/2042 | 0.06% |
| AMGEN INC 04.6630 06/15/2051 | 0.06% |
| CITIGROUP INC 03.8870 01/10/2028 | 0.06% |
| UBS GROUP AG REGS 06.8750 12/29/2049 | 0.06% |
| UBS GROUP AG P/P 144A 03.0000 04/15/2021 | 0.06% |
| FERGUSON PLC SEDOL BJVNSS4 | 0.06% |
| REPUBLIC OF PERU USD 02.3920 01/23/2026 | 0.06% |
| ZOETIS INC 03.9000 08/20/2028 | 0.06% |
| BANK OF MONTREAL USD 03.1000 04/13/2021 | 0.06% |
| CROWN CASTLE INTL CORP 03.6500 09/01/2027 | 0.06% |
| FNMA FN30 BC1155 UMBS 03.0000 06/01/2046 | 0.06% |
| HERMES INTERNATIONAL SEDOL 5253973 | 0.06% |
| DANAHER CORP 05.0000 CV PFD | 0.06% |
| HYATT HOTELS CORP 04.8500 03/15/2026 | 0.06% |
| REPUBLIC OF KAZAKHSTAN REGS 04.8750 10/14/2044 | 0.06% |
| BMW US CAPITAL LLC P/P 144A 02.0000 04/11/2021 | 0.06% |
| BRISTOL-MYERS 03.2500 08/15/2022 | 0.06% |
| CHENIERE CORP CHRIST 05.1250 06/30/2027 | 0.06% |
| ENTERGY CORP SEDOL 2317087 | 0.06% |
| GSMS 2011-GC3 D P/P 144A 05.7514 03/10/2044 | 0.06% |
| HUNTINGTON BANCSHARES 04.3500 02/04/2023 | 0.06% |
| NUTRIEN LTD USD 04.1250 03/15/2035 | 0.06% |
| PFIZER INC 03.0000 12/15/2026 | 0.06% |
| SCHWAB (CHARLES) CORP SEDOL 2779397 | 0.06% |
| WFRBS 2013-C12 AS 03.5600 03/15/2048 | 0.06% |
| BRDCOM CRP / FIN 03.8750 01/15/2027 | 0.05% |
| DEERE & COMPANY 02.6000 06/08/2022 | 0.05% |
| GOOGLE INC 03.3750 02/25/2024 | 0.05% |
| L OREAL SEDOL 4057808 | 0.05% |
| MET LIFE GLOB P/P 144A 01.9500 01/13/2023 | 0.05% |
| RADIAN GROUP INC SEDOL 2173911 | 0.05% |
| ROYAL DUTCH SHELL PLC-B SHS SEDOL B03MM40 | 0.05% |
| UNILEVER NV SEDOL B1527V7 | 0.05% |
| ABBVIE INC P/P 144A 03.8000 03/15/2025 | 0.05% |
| DIGITAL REALTY TRUST LP 04.4500 07/15/2028 | 0.05% |
| EASTMAN CHEMICAL CO SEDOL 2298386 | 0.05% |
| KEURIG DR PEPPER INC SEDOL BD3W133 | 0.05% |
| L3HARRIS TECH INC 03.8500 12/15/2026 | 0.05% |
| SANDVIK AB SEDOL B1VQ252 | 0.05% |
| ASSURED GUARANTY LTD SEDOL B00V7H8 | 0.05% |
| CISCO SYSTEMS INC 02.5000 09/20/2026 | 0.05% |
| CREDIT SUISSE NEW YORK 02.8000 04/08/2022 | 0.05% |
| GENERAL MOTORS CO SEDOL B665KZ5 | 0.05% |
| JOHNSON CONTROLS INTL PL 04.5000 02/15/2047 | 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% |
| SCHNEIDER ELECTRIC SE SEDOL 4834108 | 0.05% |
| TPAT 2018-SL1 A P/P 144A 00.7751 01/25/2046 | 0.05% |
| UNITEDHEALTH GROUP INC 02.7500 02/15/2023 | 0.05% |
| VALERO ENERGY CORP SEDOL 2041364 | 0.05% |
| AMAZON.COM INC. 02.5000 11/29/2022 | 0.05% |
| ARAMARK SEDOL BH3XG17 | 0.05% |
| DOW CHEMICAL CO/THE 03.5000 10/01/2024 | 0.05% |
| KEURIG DR PEPPER INC 04.5970 05/25/2028 | 0.05% |
| POLARIS INC SEDOL 2692933 | 0.05% |
| UPJOHN INC P/P 144A 02.3000 06/22/2027 | 0.05% |
| VISTRA CORP SEDOL BZ8VJQ8 | 0.05% |
| ALPHABET INC 01.9980 08/15/2026 | 0.05% |
| BANK OF AMERICA CORP 03.4990 05/17/2022 | 0.05% |
| COMPASS GROUP PLC SEDOL BD6K457 | 0.05% |
| COX COMM INC P/P 144A 02.9500 10/01/2050 | 0.05% |
| INDUSTRIA DE DISENO TEXTIL SEDOL BP9DL90 | 0.05% |
| STATE STREET CORP SEDOL 2842040 | 0.05% |
| SWISS RE TREAS P/P 144A 04.2500 12/06/2042 | 0.05% |
| TAIWAN SEMICONDUCTOR-SP ADR SEDOL 2113382 | 0.05% |
| US BANCORP 02.6250 01/24/2022 | 0.05% |
| CAPITAL ONE FINANCIAL CORP SEDOL 2654461 | 0.05% |
| COMCAST CORP 02.3500 01/15/2027 | 0.05% |
| ESSITY AKTIEBOLAG-B SEDOL BF1K7P7 | 0.05% |
| METLIFE CAP TRST IV P/P 144A 07.8750 12/15/2037 | 0.05% |
| REPUBLIC SERVICES INC SEDOL 2262530 | 0.05% |
| SERVICENOW INC 01.4000 09/01/2030 | 0.05% |
| SPST 2020-6 A 01.9011 09/07/2021 | 0.05% |
| WFRBS 2012-C8 AS 03.6600 08/15/2045 | 0.05% |
| AMERICAN EXPRESS COMPANY 02.6500 12/02/2022 | 0.05% |
| AMERICAN INTERNATIONAL GROUP SEDOL 2027342 | 0.05% |
| ANALOG DEVICES INC 03.9000 12/15/2025 | 0.05% |
| CWALT 2006-OA10 4A1 00.3381 08/25/2046 | 0.05% |
| DOVER CORP SEDOL 2278407 | 0.05% |
| EQUITABLE HOLDINGS INC SEDOL BKRMR96 | 0.05% |
| GLENCORE FUNDING LLC P/P 144A 04.0000 04/16/2025 | 0.05% |
| INTL FLAVOR & FRAGRANCES 04.4500 09/26/2028 | 0.05% |
| JOHNSON CONTROLS INTL PL 04.9500 07/02/2064 | 0.05% |
| ROYAL BANK OF CANADA USD 04.6500 01/27/2026 | 0.05% |
| SHERWIN-WILLIAMS CO 03.4500 06/01/2027 | 0.05% |
| AT&T INC 02.9500 07/15/2026 | 0.05% |
| COCA-COLA HBC AG-DI SEDOL B9895B7 | 0.05% |
| CROWN CASTLE INTL CORP 03.7000 06/15/2026 | 0.05% |
| GSCBPAND R US0001M P 12/15/25 GS | 0.05% |
| KINDER MORGAN ENER PART 03.5000 03/01/2021 | 0.05% |
| SAUDI INTL BOND P/P 144A 03.2500 10/22/2030 | 0.05% |
| TCI COMMUNICATIONS INC 07.1250 02/15/2028 | 0.05% |
| ADIDAS AG SEDOL 4031976 | 0.04% |
| ALLY FINANCIAL INC SEDOL B72XK05 | 0.04% |
| ALPHABET INC 02.2500 08/15/2060 | 0.04% |
| ANHEUSER-BUSCH INBEV WOR 04.7500 01/23/2029 | 0.04% |
| ARES CAPITAL CORP 03.8750 01/15/2026 | 0.04% |
| BP CAP MARKETS AMERICA 03.1190 05/04/2026 | 0.04% |
| CITIGROUP INC 04.5000 01/14/2022 | 0.04% |
| COMM 2014-CR19 AM 04.0800 08/10/2047 | 0.04% |
| HOME DEPOT INC 02.6250 06/01/2022 | 0.04% |
| LAMB WESTON HOLDINGS P/P 144A 04.8750 11/01/2026 | 0.04% |
| ORACLE CORP 01.9000 09/15/2021 | 0.04% |
| ROGERS COMMUNICATIONS IN USD 04.5000 03/15/2043 | 0.04% |
| SPST 2020-13 A 01.6511 10/10/2021 | 0.04% |
| SPST 2020-WL1 A 01.2981 06/25/2051 | 0.04% |
| UBS GROUP AG P/P 144A 04.1250 04/15/2026 | 0.04% |
| WASTE CONNECTIONS INC 03.5000 05/01/2029 | 0.04% |
| DAIKIN INDUSTRIES LTD SEDOL 6250724 | 0.04% |
| ENTERPRISE PRODUCTS PARTNERS SEDOL 2285388 | 0.04% |
| EVERBRIDGE INC SEDOL BYY5ZB4 | 0.04% |
| FORD MOTOR CO SEDOL 2615468 | 0.04% |
| GEORGIA-PACIFIC LLC P/P 144A 02.1000 04/30/2027 | 0.04% |
| INVITATION HOMES INC SEDOL BD81GW9 | 0.04% |
| KDDI CORP SEDOL 6248990 | 0.04% |
| MITSUBISHI UFJ FIN GRP USD 03.8500 03/01/2026 | 0.04% |
| WALT DISNEY COMPANY 07.7500 12/01/2045 | 0.04% |
| APPLE INC 04.3750 05/13/2045 | 0.04% |
| CF INDUSTRIES HOLDINGS INC SEDOL B0G4K50 | 0.04% |
| CISCO SYSTEMS INC 05.9000 02/15/2039 | 0.04% |
| DNB NOR ASA SEDOL 4263304 | 0.04% |
| KEURIG DR PEPPER INC 04.4170 05/25/2025 | 0.04% |
| KONINKLIJKE DSM NV SEDOL B0HZL93 | 0.04% |
| NEXI SPA SEDOL BJ1F880 | 0.04% |
| PRUDENTIAL PLC SEDOL 0709954 | 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% |
| TRK 2019-1 A1 04.3356 03/25/2022 | 0.04% |
| WOLTERS KLUWER SEDOL 5671519 | 0.04% |
| ZALANDO SE SEDOL BQV0SV7 | 0.04% |
| ALIBABA GROUP HOLDING-SP ADR SEDOL BP41ZD1 | 0.04% |
| ALIMENTATION COUCHE-TARD 3.550000 07/26/2027 | 0.04% |
| BMW US CAPITAL LLC P/P 144A 03.9500 08/14/2028 | 0.04% |
| BRISTOL-MYERS 02.2500 08/15/2021 | 0.04% |
| CARLSBERG AS-B SEDOL 4169219 | 0.04% |
| CIGNA CORP 03.9000 02/15/2022 | 0.04% |
| ENERGY TRANSFER OPERA 05.8750 01/15/2024 | 0.04% |
| ERAC USA FINANCE LLC P/P 144A 04.5000 02/15/2045 | 0.04% |
| ERAC USA FINANCE LLC P/P 144A 05.6250 03/15/2042 | 0.04% |
| LLOYDS BANKING GROUP PLC USD 04.5000 11/04/2024 | 0.04% |
| MET LIFE GLOB P/P 144A 02.4000 06/17/2022 | 0.04% |
| NXP SEMICONDUCTORS NV SEDOL B505PN7 | 0.04% |
| PARTNERS GROUP HOLDING AG SEDOL B119QG0 | 0.04% |
| ABB LTD-REG SEDOL 7108899 | 0.04% |
| ANHEUSER-BUSCH INBEV WOR 05.5500 01/23/2049 | 0.04% |
| BANCO SANTANDER SA USD 05.1790 11/19/2025 | 0.04% |
| BMIR 2019-4A M1C P/P 144A 02.6751 10/25/2029 | 0.04% |
| CITIGROUP INC 04.4500 09/29/2027 | 0.04% |
| CROWN CASTLE INTL CORP 03.8000 02/15/2028 | 0.04% |
| DUKE REALTY CORP SEDOL 2284084 | 0.04% |
| ENBRIDGE INC USD 04.2500 12/01/2026 | 0.04% |
| GARMIN LTD SEDOL B3Z5T14 | 0.04% |
| HOME DEPOT INC 05.9500 04/01/2041 | 0.04% |
| JPMORGAN CHASE & CO 04.6000 02/01/2025 | 0.04% |
| L3HARRIS TECH INC 04.4000 06/15/2028 | 0.04% |
| LMAT 2020-GS5 A1 03.2500 06/25/2060 | 0.04% |
| PRINCIPAL FINANCIAL GROUP SEDOL 2803014 | 0.04% |
| REPUBLIC OF PARAGUAY REGS 04.7000 03/27/2027 | 0.04% |
| CBRE GROUP INC - A SEDOL B6WVMH3 | 0.04% |
| COVESTRO AG SEDOL BYTBWY9 | 0.04% |
| CSX CORP 04.1000 03/15/2044 | 0.04% |
| LINDE PLC SEDOL BZ12WP8 | 0.04% |
| LIVE NATION ENTERTAINMENT IN SEDOL B0T7YX2 | 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% |
| SHRP 2020-1 NOTE 03.1250 07/25/2024 | 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% |
| VISTRA OPERATION P/P 144A 03.5500 07/15/2024 | 0.04% |
| AKZO NOBEL N.V. SEDOL BJ2KSG2 | 0.04% |
| AMDOCS LTD SEDOL 2256908 | 0.04% |
| ASTELLAS PHARMA INC SEDOL 6985383 | 0.04% |
| AVALONBAY COMMUNITIES INC SEDOL 2131179 | 0.04% |
| BROADCOM INC 04.1500 11/15/2030 | 0.04% |
| DIAGEO PLC SEDOL 0237400 | 0.04% |
| DOLLAR GENERAL CORP 03.2500 04/15/2023 | 0.04% |
| EDENRED SEDOL B62G1B5 | 0.04% |
| ERAC USA FINANCE LLC P/P 144A 07.0000 10/15/2037 | 0.04% |
| LBMLT 2004-1 A2 00.9481 02/25/2034 | 0.04% |
| MARSH & MCLENNAN COS INC 04.9000 03/15/2049 | 0.04% |
| MBX.FN30.500.10 R USL1M P 01/12/41 BC | 0.04% |
| ORACLE CORP 05.3750 07/15/2040 | 0.04% |
| WFRBS 2011-C3 D P/P 144A 05.8526 03/15/2044 | 0.04% |
| AVIVA PLC SEDOL 0216238 | 0.04% |
| BERRY GLOBAL GROUP INC SEDOL B8BR3H3 | 0.04% |
| CCO HOLDINGS LLC P/P 144A 05.3750 06/01/2029 | 0.04% |
| ENEL SPA SEDOL 7144569 | 0.04% |
| FIDELITY NATIONAL INFORM 04.2500 05/15/2028 | 0.04% |
| HITACHI LTD SEDOL 6429104 | 0.04% |
| MARSH & MCLENNAN COS INC 04.3750 03/15/2029 | 0.04% |
| ORSTED A/S SEDOL BYT16L4 | 0.04% |
| PEUGEOT SA SEDOL 7103526 | 0.04% |
| REPUBLIC OF COLOMBIA USD 03.8750 04/25/2027 | 0.04% |
| TAIWAN SEMICONDUCTOR MANUFAC SEDOL 6889106 | 0.04% |
| DELTA AIR LINES INC SEDOL B1W9D46 | 0.04% |
| IMPERIAL BRANDS PLC SEDOL 0454492 | 0.04% |
| MOODY S CORP | 0.04% |
| MSBAM 2012-C5 E P/P 144A 04.8314 08/15/2045 | 0.04% |
| NRG P/P 144A 03.7500 06/15/2024 | 0.04% |
| SECOM CO LTD SEDOL 6791591 | 0.04% |
| TELEDYNE TECHNOLOGIES INC SEDOL 2503477 | 0.04% |
| TRANSCANADA TRUST USD 05.3000 03/15/2077 | 0.04% |
| TRUIST BANK 02.6360 09/17/2029 | 0.04% |
| VISTRA CORP P/P 144A 04.3000 07/15/2029 | 0.04% |
| AES CORP/THE 05.5000 04/15/2025 | 0.04% |
| BRUNSWICK CORP SEDOL 2149309 | 0.04% |
| CASEYS GENERAL | 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% |
| ROPER TECHNOLOGIES INC SEDOL 2749602 | 0.04% |
| SAMSUNG ELECTRONICS-PREF SEDOL 6773812 | 0.04% |
| SKANDINAVISKA ENSKILDA BAN-A SEDOL 4813345 | 0.04% |
| TARGA RESOURCES PART 05.0000 01/15/2028 | 0.04% |
| WAMU 2005-AR12 1A8 02.9538 10/25/2035 | 0.04% |
| AIR LEASE CORP 04.6250 10/01/2028 | 0.04% |
| BP PLC SEDOL 0798059 | 0.04% |
| CFCRE 2011-C2 E P/P 144A 05.9306 12/15/2047 | 0.04% |
| CITIGROUP INC 04.6000 03/09/2026 | 0.04% |
| CONSTELLATION BRANDS INC-A SEDOL 2170473 | 0.04% |
| COX COMM INC P/P 144A 03.5000 08/15/2027 | 0.04% |
| DOMINICAN REPUBLIC REGS 06.8750 01/29/2026 | 0.04% |
| DUKE ENERGY INDIANA LLC 06.4500 04/01/2039 | 0.04% |
| FHMS K099 X1 IO 01.0055 09/25/2029 | 0.04% |
| FIVE CORNERS FUNDING P/P 144A 04.4190 11/15/2023 | 0.04% |
| INTERCONTINENTALEXCHANGE 01.8500 09/15/2032 | 0.04% |
| JPMBB 2013-C12 C 04.2362 07/15/2045 | 0.04% |
| LINCOLN NATIONAL CORP SEDOL 2516378 | 0.04% |
| NTT DOCOMO INC SEDOL 6129277 | 0.04% |
| OSHKOSH CORP 04.6000 05/15/2028 | 0.04% |
| THALES SA SEDOL 4162791 | 0.04% |
| UBS AG LONDON P/P 144A 01.7500 04/21/2022 | 0.04% |
| VODAFONE GROUP PLC SEDOL BH4HKS3 | 0.04% |
| ALPHABET INC 03.6250 05/19/2021 | 0.03% |
| APTARGROUP INC SEDOL 2045247 | 0.03% |
| BNP PARIBAS SEDOL 7309681 | 0.03% |
| CAS 2016-C03 2M2 06.0481 10/25/2028 | 0.03% |
| CAS 2017-C01 1M2 03.6981 07/25/2029 | 0.03% |
| CROWN HOLDINGS INC | 0.03% |
| EDP-ENERGIAS DE PORTUGAL SA SEDOL 4103596 | 0.03% |
| EQUINIX INC 03.2000 11/18/2029 | 0.03% |
| FISERV INC 03.5000 07/01/2029 | 0.03% |
| SIG COMBIBLOC GROUP AG SEDOL BD5GN60 | 0.03% |
| SPECTRA ENERGY PARTNERS 03.3750 10/15/2026 | 0.03% |
| WOOLWORTHS GROUP LTD SEDOL 6981239 | 0.03% |
| AMERICAN TOWER CORP 02.9000 01/15/2030 | 0.03% |
| CHARTER COMM OPT LLC/CAP 03.7500 02/15/2028 | 0.03% |
| CHINA MOBILE LTD SEDOL 6073556 | 0.03% |
| COMPUGROUP MEDICAL SE & CO K SEDOL BMY7CH1 | 0.03% |
| ENERGY TRANSFER OPERATNG 05.2000 02/01/2022 | 0.03% |
| FHLMC FR30 ZS9547 UMBS 04.0000 09/01/2045 | 0.03% |
| GLOBAL PAYMENTS INC 02.9000 05/15/2030 | 0.03% |
| MOLSON COORS BEVERAGE CO - B SEDOL B067BM3 | 0.03% |
| NSTAR ELECTRIC CO 02.3750 10/15/2022 | 0.03% |
| PFIZER INC 01.9500 06/03/2021 | 0.03% |
| SAMI 2007-AR7 1A1 00.9981 05/25/2047 | 0.03% |
| WORLDLINE SA SEDOL BNFWR44 | 0.03% |
| ZOETIS INC 02.0000 05/15/2030 | 0.03% |
| BRISTOL-MYERS 03.4000 07/26/2029 | 0.03% |
| CANTOR FITZGERALD LP P/P 144A 06.5000 06/17/2022 | 0.03% |
| COMCAST CORP 04.0490 11/01/2052 | 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% |
| CWALT 2006-OA7 1A2 01.9593 06/25/2046 | 0.03% |
| FLUTTER ENTERTAINMENT PLC SEDOL BWXC0Z1 | 0.03% |
| GOODMAN GROUP SEDOL B03FYZ4 | 0.03% |
| GSMS 2017-GS7 AS 03.6630 08/10/2050 | 0.03% |
| JAPAN EXCHANGE GROUP INC SEDOL 6743882 | 0.03% |
| LOWES COMPANIES INC | 0.03% |
| MORGAN STANLEY 05.5000 07/28/2021 | 0.03% |
| MSC 2011-C3 B P/P 144A 05.4192 07/15/2049 | 0.03% |
| SHIONOGI & CO LTD SEDOL 6804682 | 0.03% |
| SOFTWARE AG SEDOL BF06WX9 | 0.03% |
| TEMPUR SEALY INTERNATIONAL I SEDOL 2216991 | 0.03% |
| UBS GROUP AG-REG SEDOL BRJL176 | 0.03% |
| WFCM 2013-LC12 C 04.4105 07/15/2046 | 0.03% |
| WFRBS 2011-C5 D P/P 144A 05.8444 11/15/2044 | 0.03% |
| BANK OF NOVA SCOTIA USD 02.0000 11/15/2022 | 0.03% |
| CITIGROUP INC 04.7500 05/18/2046 | 0.03% |
| COMM 2013-CR11 C P/P 144A 05.2854 08/10/2050 | 0.03% |
| CWALT 2005-59 1A1 00.4858 11/20/2035 | 0.03% |
| GSMS 2016-GS3 A4 02.8500 10/10/2049 | 0.03% |
| KION GROUP AG SEDOL BB22L96 | 0.03% |
| NIHON M&A CENTER INC SEDOL B1DN466 | 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% |
| SAREPTA THERAPEUTICS INC SEDOL B8DPDT7 | 0.03% |
| STACR 2016-DNA1 M3 05.7251 07/25/2028 | 0.03% |
| UBI SOFT ENTERTA SEDOL B1L3CS6 | 0.03% |
| VOLKSWAGEN AG PFD SEDOL 5497168 | 0.03% |
| WH GROUP LTD SEDOL BLLHKZ1 | 0.03% |
| BANK OF AMERICA CORP 06.1000 12/29/2049 | 0.03% |
| CHS/COMMUNITY HEALTH SYS 06.2500 03/31/2023 | 0.03% |
| EQUITY RESIDENTIAL TR REIT | 0.03% |
| KINGFISHER PLC SEDOL 3319521 | 0.03% |
| LLOYDS BANKING GROUP PLC USD 04.6500 03/24/2026 | 0.03% |
| MSBAM 2014-C14 C 05.1073 02/15/2047 | 0.03% |
| NIPPON PROLOGIS REIT INC SEDOL B98BC67 | 0.03% |
| PETROBRAS GLOBAL FINANCE USD 07.3750 01/17/2027 | 0.03% |
| REPUBLIC OF KAZAKHSTAN REGS 05.1250 07/21/2025 | 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% |
| ALLISON TRANSMISSION HOLDING SEDOL B4PZ892 | 0.03% |
| BHP GROUP PLC SEDOL BH0P3Z9 | 0.03% |
| CGCMT 2014-GC21 AS 04.0260 05/10/2047 | 0.03% |
| COMCAST CORP 03.9990 11/01/2049 | 0.03% |
| DBS GROUP HOLDINGS LTD SEDOL 6175203 | 0.03% |
| DIASORIN SPA SEDOL B234WN9 | 0.03% |
| HONEYWELL INTL 03.8120 11/21/2047 | 0.03% |
| NEUBERGER BERMAN GRP P/P 144A 04.8750 04/15/2045 | 0.03% |
| ORIX CORP SEDOL 6661144 | 0.03% |
| PPG INDUSTRIES INC SEDOL 2698470 | 0.03% |
| RENESAS ELECTRONICS CORP SEDOL 6635677 | 0.03% |
| SHIN-ETSU CHEMICAL CO LTD SEDOL 6804585 | 0.03% |
| TOKYO ELECTRON LTD SEDOL 6895675 | 0.03% |
| VIACOMCBS INC 02.9000 01/15/2027 | 0.03% |
| AKAMAI TECHNOLOGIES INC SEDOL 2507457 | 0.03% |
| APPLE INC 03.4500 05/06/2024 | 0.03% |
| ATLAS COPCO AB-A SHS SEDOL BD97BN2 | 0.03% |
| CK ASSET HOLDINGS LTD SEDOL BYZQ077 | 0.03% |
| DISH DBS CORP 05.8750 11/15/2024 | 0.03% |
| ENTERPRISE PRODUCTS OPER 02.8000 01/31/2030 | 0.03% |
| GOLDMAN SACHS GROUP INC 02.6000 02/07/2030 | 0.03% |
| GSMS 2019-GC42 AS 03.2117 09/01/2052 | 0.03% |
| KKR GROUP FIN CO III P/P 144A 05.1250 06/01/2044 | 0.03% |
| LEGRAND SA SEDOL B11ZRK9 | 0.03% |
| LMAT 2019-GS7 A1 03.2500 11/25/2059 | 0.03% |
| MOODY'S CORPORATION 02.5500 08/18/2060 | 0.03% |
| PPL CAPITAL FUNDING INC 04.2000 06/15/2022 | 0.03% |
| PUBLIC SERVICE ELECTRIC 05.5000 03/01/2040 | 0.03% |
| SABINE PASS LIQUEFACTION 04.2000 03/15/2028 | 0.03% |
| TEMPO ACQ LLC/FI P/P 144A 06.7500 06/01/2025 | 0.03% |
| UNUM GROUP SEDOL 2433842 | 0.03% |
| VIRTU FINANCIAL INC-CLASS A SEDOL BWTVWD4 | 0.03% |
| WEYERHAEUSER CO 07.3750 03/15/2032 | 0.03% |
| APPLE INC 02.8500 05/06/2021 | 0.03% |
| AXALTA COATING SYSTEMS LTD SEDOL BSFWCF5 | 0.03% |
| BANCO BILBAO VIZCAYA ARGENTA SEDOL 5501906 | 0.03% |
| BANK 2017-BNK8 B 04.0634 11/15/2050 | 0.03% |
| CELANESE US HOLDINGS LLC 03.5000 05/08/2024 | 0.03% |
| CITIGROUP INC 02.9000 12/08/2021 | 0.03% |
| COMMONWEALTH EDISON CO 05.9000 03/15/2036 | 0.03% |
| DH EUROPE FINANCE II USD 03.4000 11/15/2049 | 0.03% |
| E.ON SE SEDOL 4942904 | 0.03% |
| FORTESCUE METALS GROUP LTD SEDOL B2B2B49 | 0.03% |
| GSMS 2011-GC3 C P/P 144A 05.7514 03/10/2044 | 0.03% |
| KEYCORP SEDOL 2490911 | 0.03% |
| LINDE PLC SEDOL BYWD9S5 | 0.03% |
| LMAT 2020-GS1 A1 02.8820 10/25/2059 | 0.03% |
| MSBAM 2014-C17 C 04.6367 08/15/2047 | 0.03% |
| REPUBLIC OF SOUTH AFRICA USD 04.8500 09/27/2027 | 0.03% |
| SINGAPORE EXCHANGE LTD SEDOL 6303866 | 0.03% |
| VERTIV TLB L+300 04.6550 03/02/2027 | 0.03% |
| WFRBS 2013-C11 AS 03.3110 03/15/2045 | 0.03% |
| 10X GENOMICS INC-CLASS A SEDOL BKS3RS7 | 0.03% |
| 3I GROUP PLC SEDOL B1YW440 | 0.03% |
| AHM 2007-1 GA1C 00.3651 05/25/2047 | 0.03% |
| AMERICAN INTL GROUP 08.1750 05/15/2058 | 0.03% |
| BRITISH AMERICAN TOBACCO PLC SEDOL 0287580 | 0.03% |
| CAS 2016-C01 2M2 07.0981 08/25/2028 | 0.03% |
| CAS 2016-C05 2M2 04.5981 01/25/2029 | 0.03% |
| CI FINANCIAL CORP SEDOL B3KT0S5 | 0.03% |
| CREDIT AGRICOLE SA SEDOL 7262610 | 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% |
| GLAXOSMITHKLINE PLC SEDOL 0925288 | 0.03% |
| GLENCORE FUNDING LLC P/P 144A 04.6250 04/29/2024 | 0.03% |
| OSAT 2020-RPL1 A1 03.1990 12/26/2059 | 0.03% |
| SNOWFLAKE INC-CLASS A SEDOL BN134B7 | 0.03% |
| SPRINT CAPITAL CORPORATION 06.8750 11/15/2028 | 0.03% |
| THE BANK OF NOVA SCOTIA USD 02.7000 03/07/2022 | 0.03% |
| VIDEOTRON LTD / LTEE P/P 144A 05.1250 04/15/2027 | 0.03% |
| ASML HOLDING NV SEDOL B929F46 | 0.02% |
| BAKER HUGHES CO SEDOL BDHLTQ5 | 0.02% |
| CFCRE 2011-C1 D P/P 144A 06.2917 04/15/2044 | 0.02% |
| COMCAST CORP 03.1500 03/01/2026 | 0.02% |
| CREDIT AGRICOLE SA P/P 144A 04.0000 01/10/2033 | 0.02% |
| FIDELITY NATIONAL FINANCIAL SEDOL BNBRDD4 | 0.02% |
| GNR 2016-H16 EI IO 02.4937 06/20/2066 | 0.02% |
| ITOCHU TECHNO-SOLUTIONS CORP SEDOL 6200194 | 0.02% |
| JPMCC 2012-C6 E P/P 144A 05.3239 05/15/2045 | 0.02% |
| LOGITECH INTERNATIONAL-REG SEDOL B18ZRK2 | 0.02% |
| NETFLIX INC SEDOL 2857817 | 0.02% |
| NETWORK INTERNATIONAL HOLDIN SEDOL BH3VJ78 | 0.02% |
| NEXON CO LTD SEDOL B63QM77 | 0.02% |
| NIPPON TELEGRAPH & TELEPHONE SEDOL 6641373 | 0.02% |
| PACIFIC GAS & ELECTRIC 02.1000 08/01/2027 | 0.02% |
| PALTAC CORPORATION SEDOL B61BG94 | 0.02% |
| PPSI 2004-WCW2 M3 01.1981 10/25/2034 | 0.02% |
| RELIANCE STEEL & ALUMINUM SEDOL 2729068 | 0.02% |
| SLM CORP | 0.02% |
| STANDARD CHARTERED PLC SEDOL 0408284 | 0.02% |
| TENET HEALTHCARE P/P 144A 04.8750 01/01/2026 | 0.02% |
| ADECCO GROUP AG-REG SEDOL 7110720 | 0.02% |
| ASTRAZENECA PLC SEDOL 0989529 | 0.02% |
| BAIDU INC - SPON ADR SEDOL B0FXT17 | 0.02% |
| BANK 2019-BN20 XA IO 00.9625 09/15/2062 | 0.02% |
| BRENNTAG AG SEDOL B4YVF56 | 0.02% |
| CAS 2016-C06 1M2 04.3981 04/25/2029 | 0.02% |
| CHEVRON CORP 02.1000 05/16/2021 | 0.02% |
| CMLTI 2005-2 1A2A 03.9686 05/25/2035 | 0.02% |
| GENTEX CORP SEDOL 2366799 | 0.02% |
| HCA INC. 05.5000 06/15/2047 | 0.02% |
| JPMBB 2014-C19 C 04.8327 04/15/2047 | 0.02% |
| JPMCC 2010-C2 C P/P 144A 05.8407 11/15/2043 | 0.02% |
| JPMCC 2013-C16 AS 04.5169 12/15/2046 | 0.02% |
| LIBERTY GLOBAL PLC- C SEDOL B8W67B1 | 0.02% |
| NOMURA RESEARCH INSTITUTE LT SEDOL 6390921 | 0.02% |
| NUTRITION & BIO P/P 144A 02.3000 11/01/2030 | 0.02% |
| SARTORIUS STEDIM BIOTECH SEDOL BYZ2QP5 | 0.02% |
| STACR 2016-HQA3 M3 03.9981 03/25/2029 | 0.02% |
| TOTAL CAPITAL INTL SA USD 02.7500 06/19/2021 | 0.02% |
| US BANCORP 02.9500 07/15/2022 | 0.02% |
| WALGREENS BOOTS ALLIANCE INC SEDOL BTN1Y44 | 0.02% |
| ALIMEN COUCHE P/P 144A 02.9500 01/25/2030 | 0.02% |
| APPALACHIAN POWER CO 04.6000 03/30/2021 | 0.02% |
| BRAMBLES LTD SEDOL B1FJ0C0 | 0.02% |
| CACI INTERNATIONAL INC -CL A SEDOL 2159267 | 0.02% |
| CD 2017-CD3 A4 03.6310 02/10/2050 | 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 00.3363 02/20/2047 | 0.02% |
| DBUBS 2011-LC2A B P/P 144A 04.9980 07/10/2044 | 0.02% |
| DEUTSCHE TELEKOM INT FIN USD 08.7500 06/15/2030 | 0.02% |
| DOMINICAN REPUBLIC REGS 06.5000 02/15/2048 | 0.02% |
| OTIS WORLDWIDE CORP 02.5650 02/15/2030 | 0.02% |
| OTSUKA CORP SEDOL 6267058 | 0.02% |
| PACKAGING CORP OF AMERIC 04.5000 11/01/2023 | 0.02% |
| PORSCHE AUTOMOBIL HLDG-PRF SEDOL 7101069 | 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 2014-HQ2 M3 03.8981 09/25/2024 | 0.02% |
| STACR 2016-HQA1 M3 06.4981 09/25/2028 | 0.02% |
| STACR 2016-HQA2 M3 05.2981 11/25/2028 | 0.02% |
| STACR 2017-DNA1 M2 03.3981 07/25/2029 | 0.02% |
| STACR 2020-HQA4 M1 01.5510 09/25/2050 | 0.02% |
| TRUIST FINANCIAL CORP 04.8000 12/31/2099 | 0.02% |
| UNITED MEXICAN STATES USD 03.2500 04/16/2030 | 0.02% |
| UNITEDHEALTH GROUP INC 02.8750 03/15/2022 | 0.02% |
| WESTROCK MWV LLC 07.9500 02/15/2031 | 0.02% |
| WFCM 2013-LC12 AS 04.4105 07/15/2046 | 0.02% |
| AGL ENERGY LTD SEDOL BSS7GP5 | 0.02% |
| BECTON DICKINSON AND CO 02.8230 05/20/2030 | 0.02% |
| BGC PARTNERS INC 05.1250 05/27/2021 | 0.02% |
| CELANESE CORP SEDOL B05MZT4 | 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 2014-CR18 C 04.8817 07/15/2047 | 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% |
| DISCOVERY INC - A SEDOL B3D7K31 | 0.02% |
| EIFFAGE SEDOL B13X013 | 0.02% |
| FHMS K104 XAM 01.3839 01/25/2030 | 0.02% |
| FIAT CHRYSLER AUTOMOBILES NV SEDOL BRJFWP3 | 0.02% |
| FUJITSU LTD SEDOL 6356945 | 0.02% |
| GSMS 2010-C1 D P/P 144A 06.1251 08/10/2043 | 0.02% |
| JDE PEET'S BV SEDOL BMC4ZZ3 | 0.02% |
| JPMBB 2013-C12 B 04.2362 07/15/2045 | 0.02% |
| JPMCC 2013-LC11 C 03.9582 04/15/2046 | 0.02% |
| LVMH MOET HENNESSY LOUIS VUI SEDOL 4061412 | 0.02% |
| MINEBEA CO LTD SEDOL 6642406 | 0.02% |
| SIRIUS XM HOLDINGS INC SEDOL BGLDK10 | 0.02% |
| TRANSDIGM INC. P/P 144A 06.2500 03/15/2026 | 0.02% |
| UBSCM 2012-C1 C P/P 144A 05.7546 05/10/2045 | 0.02% |
| VMWARE INC 03.9000 08/21/2027 | 0.02% |
| VOLVO AB-B SHS SEDOL B1QH830 | 0.02% |
| WELLS FARGO & COMPANY 05.8750 12/29/2049 | 0.02% |
| ACCENTURE PLC-CL A SEDOL B4BNMY3 | 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% |
| BANK LEUMI LE-ISRAEL SEDOL 6076425 | 0.02% |
| COUSINS PROPERTIES INC SEDOL BJP0MF6 | 0.02% |
| CVS PASS-THROUGH P/P 144A 04.7040 01/10/2036 | 0.02% |
| DIVERSIFIED HEALTHCARE T 09.7500 06/15/2025 | 0.02% |
| DRMT 2020-2 A1 01.6920 05/25/2065 | 0.02% |
| EQUINOR ASA USD 05.1000 08/17/2040 | 0.02% |
| GNR 2015-H25 BI IO 03.0807 10/20/2065 | 0.02% |
| GSMS 2013-GCJ14 B P/P 144A 04.9018 08/10/2046 | 0.02% |
| HCA INC 04.1250 06/15/2029 | 0.02% |
| HCA INC. 05.3750 09/01/2026 | 0.02% |
| INTL BUSINESS MACHINES CORP SEDOL 2005973 | 0.02% |
| JPMBB 2014-C22 C 04.7055 09/15/2047 | 0.02% |
| JPMORGAN CHASE & CO 01.2801 05/15/2047 | 0.02% |
| MSBAM 2012-C6 D P/P 144A 04.7599 11/15/2045 | 0.02% |
| NATWEST GROUP PLC USD 04.8920 05/18/2029 | 0.02% |
| PENSKE TRUCK LE P/P 144A 03.4000 11/15/2026 | 0.02% |
| PULTEGROUP INC 05.5000 03/01/2026 | 0.02% |
| REP OF INDONESIA P/P 144A 04.7500 01/08/2026 | 0.02% |
| SYSCO CORP SEDOL 2868165 | 0.02% |
| WAMU 2005-AR10 1A3 03.0172 09/25/2035 | 0.02% |
| WATCO COS LLC/FI P/P 144A 06.5000 06/15/2027 | 0.02% |
| WFRBS 2012-C9 D P/P 144A 04.9710 11/15/2045 | 0.02% |
| WFRBS 2013-UBS1 AS 04.3060 03/15/2046 | 0.02% |
| AMAZON.COM INC 01.5000 06/03/2030 | 0.02% |
| AT&T INC 04.3000 02/15/2030 | 0.02% |
| BPCE SA P/P 144A 05.1500 07/21/2024 | 0.02% |
| CSC HOLDINGS LLC 05.2500 06/01/2024 | 0.02% |
| DUKE ENERGY PROGRESS LLC 03.3750 09/01/2023 | 0.02% |
| EQUITY LIFESTYLE PROPERTIES SEDOL 2563125 | 0.02% |
| FERRARI NV SEDOL BD6G507 | 0.02% |
| GCP APPLIED TECH P/P 144A 05.5000 04/15/2026 | 0.02% |
| GENERAL MOTORS FINL CO 04.3000 07/13/2025 | 0.02% |
| GLOBAL MEDICAL RESPONS L+475 05.5000 10/05/2025 | 0.02% |
| GNR 2014-116 IL IO 04.0000 08/20/2044 | 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% |
| KINDER MORGAN ENER PART 03.4500 02/15/2023 | 0.02% |
| LNSTR 2017-5 AS P/P 144A 04.0210 03/10/2050 | 0.02% |
| PLANTRONICS INC P/P 144A 05.5000 05/31/2023 | 0.02% |
| SEA LTD-ADR SEDOL BYWD7L4 | 0.02% |
| SEI INVESTMENTS COMPANY SEDOL 2793610 | 0.02% |
| SNAM SPA SEDOL 7251470 | 0.02% |
| STACR 2015-HQA2 M3 04.9481 05/25/2028 | 0.02% |
| UBSBB 2012-C2 XA IO P/P 144A 01.4513 05/10/2063 | 0.02% |
| WILMAR INTERNATIONAL LTD SEDOL B17KC69 | 0.02% |
| ARRW 2019-3 A3 03.4160 10/25/2048 | 0.02% |
| CAS 2015-C03 2M2 05.1481 07/25/2025 | 0.02% |
| CBRE SERVICES INC 04.8750 03/01/2026 | 0.02% |
| CEMEX FINANCE LLC P/P 144A 06.0000 04/01/2024 | 0.02% |
| COMM 2014-LC15 B 04.5990 04/10/2047 | 0.02% |
| COSTCO WHOLESALE CORP SEDOL 2701271 | 0.02% |
| ENDEAVOR ENERGY P/P 144A 05.7500 01/30/2028 | 0.02% |
| FAIRFAX US INC P/P 144A 04.8750 08/13/2024 | 0.02% |
| FAURECIA SEDOL 4400446 | 0.02% |
| FOX CORP 04.0300 01/25/2024 | 0.02% |
| JPMORGAN CHASE & CO 02.9560 05/13/2031 | 0.02% |
| MSBAM 2015-C24 B 04.4874 05/15/2048 | 0.02% |
| NAVISTAR INTL TLB L+350 03.6600 11/06/2024 | 0.02% |
| PERTAMINA PERSERO PT P/P 144A 04.3000 05/20/2023 | 0.02% |
| PROLOGIS LP 02.2500 04/15/2030 | 0.02% |
| REP OF INDONESIA P/P 144A 03.3750 04/15/2023 | 0.02% |
| SERVICE CORPORATION INTL 04.6250 12/15/2027 | 0.02% |
| STAPLES INC P/P 144A 07.5000 04/15/2026 | 0.02% |
| SUMITOMO MITSUI TRUST HOLDIN SEDOL 6431897 | 0.02% |
| TENET HEALTHCARE COR P/P 144A 05.1250 11/01/2027 | 0.02% |
| TEVA PHARMACEUTICALS NE USD 06.7500 03/01/2028 | 0.02% |
| ZOETIS INC SEDOL B95WG16 | 0.02% |
| ALKERMES PLC SEDOL B3P6D26 | 0.02% |
| ARD FINANCE SA P/P 144A 06.5000 06/30/2027 | 0.02% |
| ASHLAND GLOBAL HOLDINGS INC SEDOL BYND5N1 | 0.02% |
| AURIZON HOLDINGS LTD SEDOL B87CVM3 | 0.02% |
| BERKSHIRE HATHAWAY FIN 04.3000 05/15/2043 | 0.02% |
| BLACKSTONE HLDG FINA P/P 144A 01.6000 03/30/2031 | 0.02% |
| CAMPBELL SOUP CO SEDOL 2162845 | 0.02% |
| COMM 2014-CR14 XA IO 00.7292 02/10/2047 | 0.02% |
| COMM 2014-LC15 AM 04.1980 04/10/2047 | 0.02% |
| DAIWA HOUSE INDUSTRY CO LTD SEDOL 6251363 | 0.02% |
| FHMS KW10 X1 IO 00.7737 09/25/2029 | 0.02% |
| GLENCORE FUNDING LLC P/P 144A 01.6250 09/01/2025 | 0.02% |
| HIKMA PHARMACEUTICALS PLC SEDOL B0LCW08 | 0.02% |
| LPL FINANCIAL HOLDINGS INC SEDOL B75JX34 | 0.02% |
| MONDELEZ INTL HLDING P/P 144A 02.0000 10/28/2021 | 0.02% |
| NOVELIS CORP P/P 144A 05.8750 09/30/2026 | 0.02% |
| PULTEGROUP INC. 07.8750 06/15/2032 | 0.02% |
| SILGAN HOLDINGS INC SEDOL 2809324 | 0.02% |
| STACR 2020-HQA1 M2 02.0481 01/25/2050 | 0.02% |
| SUN HUNG KAI PROPERTIES SEDOL 6859927 | 0.02% |
| TREASURY BILL 00.0000 10/22/2020 | 0.02% |
| UNILEVER PLC SEDOL B10RZP7 | 0.02% |
| VONOVIA SE SEDOL BBJPFY1 | 0.02% |
| WAMU 2004-AR3 A2 03.6658 06/25/2034 | 0.02% |
| WAMU 2005-AR11 A1B3 00.5481 08/25/2045 | 0.02% |
| WASTE PRO USA INC P/P 144A 05.5000 02/15/2026 | 0.02% |
| WFCM 2013-LC12 D P/P 144A 04.4105 07/15/2046 | 0.02% |
| ABBVIE INC P/P 144A 03.4500 03/15/2022 | 0.02% |
| AENA SME SA SEDOL BVRZ8L1 | 0.02% |
| AES CORP SEDOL 2002479 | 0.02% |
| APPLE INC 02.8500 05/11/2024 | 0.02% |
| ASSOCIATED BRITISH FOODS PLC SEDOL 0673123 | 0.02% |
| CVS HEALTH CORP 03.7000 03/09/2023 | 0.02% |
| DIAMOND 1 FIN/DIAMON P/P 144A 08.3500 07/15/2046 | 0.02% |
| DROPBOX INC-CLASS A SEDOL BG0T321 | 0.02% |
| ELECTRONIC ARTS INC SEDOL 2310194 | 0.02% |
| EMIR 2018-1 M1 01.8751 11/25/2028 | 0.02% |
| ENERGY TRANSFER OPERATNG 02.9000 05/15/2025 | 0.02% |
| GFL ENVIRONMENTAL P/P 144A 07.0000 06/01/2026 | 0.02% |
| GNR 2017-162 QI IO 05.0000 10/11/2047 | 0.02% |
| GRAY TELEVISION INC P/P 144A 07.0000 05/15/2027 | 0.02% |
| IHEARTCOMMUNICATIONS INC 08.3750 05/01/2027 | 0.02% |
| KEURIG DR PEPPER INC 04.0570 05/25/2023 | 0.02% |
| LASERTEC CORP SEDOL 6506267 | 0.02% |
| LEGAL & GENERAL GROUP PLC SEDOL 0560399 | 0.02% |
| MARRIOTT INTERNATIONAL 04.6250 06/15/2030 | 0.02% |
| MERCK & CO. INC. 02.7500 02/10/2025 | 0.02% |
| MERCK KGAA SEDOL 4741844 | 0.02% |
| MSC 2011-C3 D P/P 144A 05.4192 07/15/2049 | 0.02% |
| NETFLIX INC. 05.8750 11/15/2028 | 0.02% |
| NITTO DENKO CORP SEDOL 6641801 | 0.02% |
| REINSURANCE GROUP OF AMERICA SEDOL 2731193 | 0.02% |
| SCOTTS MIRACLE-GRO CO SEDOL 2781518 | 0.02% |
| TENET HEALTHCARE CORPORATION 08.1250 04/01/2022 | 0.02% |
| TPMT 2016-5 M2 P/P 144A 03.3750 10/25/2056 | 0.02% |
| UNITEDHEALTH GROUP INC 02.0000 05/15/2030 | 0.02% |
| WFCM 2016-LC25 XA IO 01.1176 12/15/2059 | 0.02% |
| APARTMENT INVT & MGMT CO -A SEDOL BJLNBG3 | 0.02% |
| BMW US CAPITAL LLC P/P 144A 03.4000 08/13/2021 | 0.02% |
| BROADRIDGE FINANCIAL SOLUTIO SEDOL B1VP7R6 | 0.02% |
| CAS 2019-HRP1 M2 02.2981 11/25/2039 | 0.02% |
| ENI SPA SEDOL 7145056 | 0.02% |
| GSMS 2013-GC10 XA IO 01.6389 02/10/2046 | 0.02% |
| IPALCO ENTPRS IN 03.7000 09/01/2024 | 0.02% |
| JM SMUCKER CO/THE SEDOL 2951452 | 0.02% |
| KBC GROUP NV SEDOL 4497749 | 0.02% |
| KOITO MANUFACTURING CO LTD SEDOL 6496324 | 0.02% |
| M3 INC SEDOL B02K2M3 | 0.02% |
| NEWMARKET CORP SEDOL B01CGF1 | 0.02% |
| NORTONLIFELOCK INC SEDOL BJN4XN5 | 0.02% |
| PALO ALTO NETWORKS INC SEDOL B87ZMX0 | 0.02% |
| PANDORA A/S SEDOL B44XTX8 | 0.02% |
| SPRINT CORP 07.2500 09/15/2021 | 0.02% |
| UBSBB 2012-C2 D P/P 144A 05.0455 05/10/2063 | 0.02% |
| UBSCM 2017-C7 XA IO 01.1997 12/15/2050 | 0.02% |
| WAMU 2005-AR9 A1C3 01.1081 07/25/2045 | 0.02% |
| 21VIANET GROUP INC-ADR SEDOL B3Q0VS9 | 0.02% |
| ARKEMA SEDOL B0Z5YZ2 | 0.02% |
| BAFC 2005-B 3M1 00.8313 04/20/2035 | 0.02% |
| BRAND ENERGY TL L+425 05.2500 06/21/2024 | 0.02% |
| CAS 2014-C03 2M2 03.0481 07/25/2024 | 0.02% |
| CAS 2014-C04 1M2 05.0481 11/25/2024 | 0.02% |
| CAS 2015-C02 2M2 04.1481 05/25/2025 | 0.02% |
| CAS 2017-C01 1EB1 01.3981 07/25/2029 | 0.02% |
| CGCMT 2014-GC19 D P/P 144A 05.2623 03/10/2047 | 0.02% |
| CHUGAI PHARMACEUTICAL CO LTD SEDOL 6196408 | 0.02% |
| CK HUTCHISON HOLDINGS LTD SEDOL BW9P816 | 0.02% |
| COMPASS MIN INTL P/P 144A 06.7500 12/01/2027 | 0.02% |
| DELTA/SKYMILES P/P 144A 04.7500 10/20/2028 | 0.02% |
| DISCOVERY COMMUNICATIONS 03.6250 05/15/2030 | 0.02% |
| EQUITY COMMONWEALTH SEDOL BPH3N63 | 0.02% |
| FORD MOTOR COMPANY 09.0000 04/22/2025 | 0.02% |
| GENERAL DYNAMICS CORP 02.2500 11/15/2022 | 0.02% |
| GJENSIDIGE FORSIKRING ASA SEDOL B4PH0C5 | 0.02% |
| GMO INTERNET INC SEDOL 6170167 | 0.02% |
| HENDERSON LAND DEVELOPMENT SEDOL 6420538 | 0.02% |
| HIKARI TSUSHIN INC SEDOL 6416322 | 0.02% |
| HSBC USA INC 03.5000 06/23/2024 | 0.02% |
| MGIC INVESTMENT CORP SEDOL 2548616 | 0.02% |
| PETROBRAS GLOBAL FINANCE USD 06.1250 01/17/2022 | 0.02% |
| PM GENERAL PURCHASER P/P 144A 09.5000 10/01/2028 | 0.02% |
| SCIENTIFIC GAMES P/P 144A 07.2500 11/15/2029 | 0.02% |
| SMC CORP SEDOL 6763965 | 0.02% |
| SPECTRUM BRANDS HOLDINGS INC SEDOL BDRYFB1 | 0.02% |
| TELSTRA CORP LTD SEDOL 6087289 | 0.02% |
| UNIVAR SOLUTIONS P/P 144A 05.1250 12/01/2027 | 0.02% |
| ALLISON TRANSMISSION P/P 144A 04.7500 10/01/2027 | 0.01% |
| BERKELEY GROUP HOLDINGS/THE SEDOL B02L3W3 | 0.01% |
| BOC HONG KONG HOLDINGS LTD SEDOL 6536112 | 0.01% |
| CALPINE CORP P/P 144A 04.5000 02/15/2028 | 0.01% |
| CAMDEN PROPERTY TRUST 04.8750 06/15/2023 | 0.01% |
| CHARTER COMM OPT LLC 05.3750 05/01/2047 | 0.01% |
| CLP HOLDINGS LTD SEDOL 6097017 | 0.01% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | 0.01% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CS | 0.01% |
| CME GROUP INC SEDOL 2965839 | 0.01% |
| COLES GROUP LTD SEDOL BYWR0T5 | 0.01% |
| COLT 2020-2 A1 01.8530 03/25/2065 | 0.01% |
| COMM 2013-CR9 D P/P 144A 04.3853 07/10/2045 | 0.01% |
| CRC ESCROW ISSUER LL P/P 144A 05.2500 10/15/2025 | 0.01% |
| DIRECT LINE INSURANCE GROUP SEDOL BY9D0Y1 | 0.01% |
| EOG RESOURCES INC SEDOL 2318024 | 0.01% |
| GNMA GII30 BL6161 06.0000 12/20/2048 | 0.01% |
| GNR 2013-99 AS IO 05.8938 06/20/2043 | 0.01% |
| GREAT LAKES D&D 08.0000 05/15/2022 | 0.01% |
| HALLIBURTON CO SEDOL 2405302 | 0.01% |
| IRON MOUNTAIN INC P/P 144A 04.8750 09/15/2027 | 0.01% |
| ISRAEL DISCOUNT BANK -A SEDOL 6451271 | 0.01% |
| KOSE CORP SEDOL 6194468 | 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% |
| 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% |
| MICROSOFT CORP 02.4000 02/06/2022 | 0.01% |
| MSAC 2004-HE6 M1 00.9731 08/25/2034 | 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% |
| NUTRITION & BIO P/P 144A 03.4680 12/01/2050 | 0.01% |
| ONCOR ELECTRIC DELIVERY 05.3000 06/01/2042 | 0.01% |
| PACIFIC GAS & ELECTRIC 02.5000 02/01/2031 | 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% |
| S&P GLOBAL INC 01.2500 08/15/2030 | 0.01% |
| SCOTTS MIRACLE-GRO 04.5000 10/15/2029 | 0.01% |
| SERVICE CORP INTL 05.1250 06/01/2029 | 0.01% |
| SHELL INTERNATIONAL FIN USD 01.8750 05/10/2021 | 0.01% |
| STEVENS HLDG CO INC P/P 144A 06.1250 10/01/2026 | 0.01% |
| SUNDRUG CO LTD SEDOL 6817895 | 0.01% |
| SYMRISE AG SEDOL B1JB4K8 | 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% |
| WEST JAPAN RAILWAY CO SEDOL 6957995 | 0.01% |
| WFCM 2014-LC16 XA IO 01.2504 08/15/2050 | 0.01% |
| ZURICH INSURANCE GROUP AG SEDOL 5983816 | 0.01% |
| A2 MILK CO LTD SEDOL 6287250 | 0.01% |
| AKER BP ASA P/P 144A 03.7500 01/15/2030 | 0.01% |
| ALLY FINANCIAL INC 08.0000 11/01/2031 | 0.01% |
| ARRW 2019-1 A3 04.2080 01/25/2049 | 0.01% |
| CAPGEMINI SE SEDOL 4163437 | 0.01% |
| CARRIAGE SVCS INC P/P 144A 06.6250 06/01/2026 | 0.01% |
| CCO HLDGS LLC/CAP C P/P 144A 05.5000 05/01/2026 | 0.01% |
| CENOVUS ENERGY INC SEDOL B57FG04 | 0.01% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CS | 0.01% |
| COMPAGNIE DE SAINT-GOBAIN SEDOL 7380482 | 0.01% |
| CURTISS-WRIGHT CORP SEDOL 2241205 | 0.01% |
| ELISA OYJ SEDOL 5701513 | 0.01% |
| GOLDEN NUGGET INC P/P 144A 06.7500 10/15/2024 | 0.01% |
| ING GROEP NV-CVA SEDOL 7154182 | 0.01% |
| INTELSAT JACKSON HLD P/P 144A 09.7500 07/15/2025 | 0.01% |
| KNORR-BREMSE AG SEDOL BD2P9X9 | 0.01% |
| LAFARGEHOLCIM LTD-REG SEDOL 7110753 | 0.01% |
| MATTAMY GROUP CORP P/P 144A 05.2500 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% |
| NOMURA REAL ESTATE HOLDINGS SEDOL B1CWJM5 | 0.01% |
| ORTHO-CLINICAL TLB L+325 03.4056 06/30/2025 | 0.01% |
| PARK-OHIO INDUSTRIES INC 06.6250 04/15/2027 | 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% |
| SABRE GLBL INC P/P 144A 09.2500 04/15/2025 | 0.01% |
| SUZUKEN CO LTD SEDOL 6865560 | 0.01% |
| TOSHIBA CORP SEDOL 6897217 | 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% |
| ARCELORMITTAL USD 07.2500 10/15/2039 | 0.01% |
| ASCEND LEARNING LLC P/P 144A 06.8750 08/01/2025 | 0.01% |
| AUTO TRADER GROUP PLC SEDOL BVYVFW2 | 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% |
| CF INDUSTRIES INC 04.9500 06/01/2043 | 0.01% |
| CFCRE 2011-C2 D P/P 144A 05.9306 12/15/2047 | 0.01% |
| CHAMPIONX CORP 06.3750 05/01/2026 | 0.01% |
| CLUBCORP HLDG INC P/P 144A 08.5000 09/15/2025 | 0.01% |
| COMM 2013-LC13 XA IO 01.2916 08/10/2046 | 0.01% |
| CONTINENTAL RES 04.5000 04/15/2023 | 0.01% |
| DAITO TRUST CONSTRUCT CO LTD SEDOL 6250508 | 0.01% |
| DCP MIDSTREAM P/P 144A 06.7500 09/15/2037 | 0.01% |
| ELANCO ANIMAL HEALTH 05.9000 08/28/2028 | 0.01% |
| FHR 3065 DC 19.4029 03/15/2035 | 0.01% |
| GNR 2016-123 LI IO 03.5000 03/20/2044 | 0.01% |
| HOSHIZAKI CORP SEDOL B3FF8W8 | 0.01% |
| HOWARD HUGHES CORP P/P 144A 05.3750 03/15/2025 | 0.01% |
| HUB INTL LTD P/P 144A 07.0000 05/01/2026 | 0.01% |
| HUSKY III HLDG LTD P/P 144A 13.0000 02/15/2025 | 0.01% |
| HUSKY TLB L+300 03.3614 03/28/2025 | 0.01% |
| IDACORP INC SEDOL 2296937 | 0.01% |
| ISTAR INC 04.7500 10/01/2024 | 0.01% |
| MARRIOTT INTERNATIONAL 05.7500 05/01/2025 | 0.01% |
| MICHELIN (CGDE) SEDOL 4588364 | 0.01% |
| OBAYASHI CORP SEDOL 6656407 | 0.01% |
| ODAKYU ELECTRIC RAILWAY CO SEDOL 6656106 | 0.01% |
| ONO PHARMACEUTICAL CO LTD SEDOL 6660107 | 0.01% |
| PERSIMMON PLC SEDOL 0682538 | 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% |
| POMEGRANATE MERGER S P/P 144A 09.7500 05/01/2023 | 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 2017-DNA2 M1 01.3481 10/25/2029 | 0.01% |
| STANLEY ELECTRIC CO LTD SEDOL 6841106 | 0.01% |
| TRANSDIGM INC 05.5000 11/15/2027 | 0.01% |
| VIDEOTRON LTD USD 05.0000 07/15/2022 | 0.01% |
| VISTRA OPERATION P/P 144A 05.5000 09/01/2026 | 0.01% |
| AGCO CORP SEDOL 2010278 | 0.01% |
| BANFF MERGER SUB INC P/P 144A 09.7500 09/01/2026 | 0.01% |
| BAUSCH HEALTH COS INC REGS 04.5000 05/15/2023 | 0.01% |
| BAUSCH HLTH 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% |
| BROTHER INDUSTRIES LTD SEDOL 6146500 | 0.01% |
| CAPITAL ONE FINANCIAL CO 04.2000 10/29/2025 | 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-UBS4 XA IO 01.2606 08/10/2047 | 0.01% |
| COMM 2014-UBS6 XA IO 01.0371 12/10/2047 | 0.01% |
| ENERGY TRANSFER OPERATNG 06.1250 12/15/2045 | 0.01% |
| FHR 3829 AS IO 06.7976 03/15/2041 | 0.01% |
| FIDELITY NATIONAL INFORM 03.0000 08/15/2026 | 0.01% |
| FINECOBANK SPA SEDOL BNGN9Z1 | 0.01% |
| GALAPAGOS NV SEDOL B07Q2V5 | 0.01% |
| GNMA GII30 AY4779 04.5110 03/20/2067 | 0.01% |
| GNMA GII30 BB0107 04.7000 08/20/2067 | 0.01% |
| GNR 2015-H26 EI IO 01.7280 10/20/2065 | 0.01% |
| GOLDMAN SACHS GROUP INC 05.7500 01/24/2022 | 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% |
| GW B-CR SECURITY P/P 144A 09.5000 11/01/2027 | 0.01% |
| JAPAN AIRLINES CO LTD SEDOL B8BRV46 | 0.01% |
| JUNIPER NETWORKS INC SEDOL 2431846 | 0.01% |
| KONE OYJ-B SEDOL B09M9D2 | 0.01% |
| L BRANDS INC 07.5000 06/15/2029 | 0.01% |
| MEREDITH CORP 06.8750 02/01/2026 | 0.01% |
| NAVISTAR INTL CORP P/P 144A 06.6250 11/01/2025 | 0.01% |
| NEUROCRINE BIOSCIENCES INC SEDOL 2623911 | 0.01% |
| NIELSEN FIN LLC/CO P/P 144A 05.0000 04/15/2022 | 0.01% |
| NUTRIEN LTD USD 02.9500 05/13/2030 | 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% |
| RECRUIT HOLDINGS CO LTD SEDOL BQRRZ00 | 0.01% |
| SAMI 2007-AR1 2A1 00.3281 01/25/2037 | 0.01% |
| SMITH & NEPHEW PLC SEDOL 0922320 | 0.01% |
| SOLENIS 1STL L+400 04.2559 06/26/2025 | 0.01% |
| STACR 2014-HQ3 M3 04.8981 10/25/2024 | 0.01% |
| STACR 2019-DNA1 M2 02.7981 01/25/2049 | 0.01% |
| T-MOBILE USA INC 04.7500 02/01/2028 | 0.01% |
| TALLGRASS NRG PRTNR P/P 144A 05.5000 01/15/2028 | 0.01% |
| TRANSUNION SEDOL BYMWL86 | 0.01% |
| TWDC ENTERPRISES 18 CORP 02.7500 08/16/2021 | 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% |
| 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% |
| YANGZIJIANG SHIPBUILDING SEDOL B1VT035 | 0.01% |
| ALLEGHENY TECHNOLOGIES INC 07.8750 08/15/2023 | 0.01% |
| BCE INC SEDOL B188TH2 | 0.01% |
| BIG RVR STL/FIN P/P 144A 06.6250 01/31/2029 | 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% |
| 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.BBB-.7 2047-01-17 300.0 01/17/2047 JP | 0.01% |
| COMM 2014-CR17 XA IO 01.1312 05/10/2047 | 0.01% |
| DIAMOND SPORTS GR/DI P/P 144A 06.6250 08/15/2027 | 0.01% |
| DISH NETWORK CV 03.3750 08/15/2026 | 0.01% |
| FHR 3249 PS 21.7721 12/15/2036 | 0.01% |
| FNR 2006-8 HP 24.0235 03/25/2036 | 0.01% |
| GENERAL ELECTRIC CO SEDOL 2380498 | 0.01% |
| GNMA GII30 AY2298 04.7000 05/20/2067 | 0.01% |
| GNMA GII30 BA7681 04.6160 06/20/2067 | 0.01% |
| GNMA GII30 BL6235 06.0000 04/20/2049 | 0.01% |
| ICL GROUP LTD SEDOL 6455530 | 0.01% |
| INTEL CORP SEDOL 2463247 | 0.01% |
| JONES LANG LASALLE INC SEDOL 2040640 | 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% |
| MARATHON OIL CORP SEDOL 2910970 | 0.01% |
| MASTEC INC P/P 144A 04.5000 08/15/2028 | 0.01% |
| MATTAMY GROUP CORP P/P 144A 04.6250 03/01/2030 | 0.01% |
| MICROCHIP TECH INC P/P 144A 04.2500 09/01/2025 | 0.01% |
| MLMI 2005-A2 A2 03.7759 02/25/2035 | 0.01% |
| ONEMAIN FINANCE CORP 05.3750 11/15/2029 | 0.01% |
| PANTHER BF AGGRE 2 P/P 144A 08.5000 05/15/2027 | 0.01% |
| RBS GLOBAL/REXNO P/P 144A 04.8750 12/15/2025 | 0.01% |
| RYOHIN KEIKAKU CO LTD SEDOL 6758455 | 0.01% |
| SIX FLAGS THEME PARK P/P 144A 07.0000 07/01/2025 | 0.01% |
| SMURFIT KAPPA TREASURY USD 07.5000 11/20/2025 | 0.01% |
| STARWOOD PROP TR 04.7500 03/15/2025 | 0.01% |
| TAYLOR WIMPEY PLC SEDOL 0878230 | 0.01% |
| UNIVISION COMM INC. P/P 144A 05.1250 02/15/2025 | 0.01% |
| USI INC/NY P/P 144A 06.8750 05/01/2025 | 0.01% |
| WESCO DISTRIBUT P/P 144A 07.2500 06/15/2028 | 0.01% |
| AIR LIQUIDE SA SEDOL B1YXBJ7 | 0.01% |
| ALBERTSONS COS LLC P/P 144A 07.5000 03/15/2026 | 0.01% |
| BANK OF AMERICA CORP 01.0104 09/15/2026 | 0.01% |
| BAUSCH HLTH COS INC P/P 144A 07.2500 05/30/2029 | 0.01% |
| BUMT 2005-1 1A1 00.7481 09/25/2045 | 0.01% |
| C.H. ROBINSON WORLDWIDE INC SEDOL 2116228 | 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% |
| COGNIZANT TECH SOLUTIONS-A SEDOL 2257019 | 0.01% |
| CSC HOLDINGS LLC 06.7500 11/15/2021 | 0.01% |
| CWALT 2006-24CB A13 00.4981 08/25/2036 | 0.01% |
| CWALT 2006-OA10 1A1 01.9793 08/25/2046 | 0.01% |
| DEVON ENERGY CORPORATION 07.9500 04/15/2032 | 0.01% |
| ENDEAVOR ENERGY P/P 144A 06.6250 07/15/2025 | 0.01% |
| ENTERCOM MEDIA CORP P/P 144A 07.2500 11/01/2024 | 0.01% |
| FHR 3408 EK 25.1799 04/15/2037 | 0.01% |
| FISHER PAYKEL SEDOL 6340250 | 0.01% |
| GENERAL MOTORS FINL CO 04.0000 01/15/2025 | 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% |
| GOEASY LTD P/P 144A 05.3750 12/01/2024 | 0.01% |
| HANKYU HANSHIN HOLDINGS INC SEDOL 6408664 | 0.01% |
| HESS MIDSTREAM P P/P 144A 05.1250 06/15/2028 | 0.01% |
| HUDBAY MINERALS INC P/P 144A 07.6250 01/15/2025 | 0.01% |
| ICAHN ENTER/FIN 06.2500 05/15/2026 | 0.01% |
| ISTAR INC. 04.2500 08/01/2025 | 0.01% |
| JPMBB 2014-C25 XA IO 00.9981 11/15/2047 | 0.01% |
| KAKAKU.COM INC SEDOL 6689533 | 0.01% |
| LIONS GATE CAP HOLD P/P 144A 06.3750 02/01/2024 | 0.01% |
| MATCH GRP HLD II LLC P/P 144A 05.0000 12/15/2027 | 0.01% |
| MEREDITH CORP P/P 144A 06.5000 07/01/2025 | 0.01% |
| MSRR 2015-R4 CB1 01.0008 08/26/2047 | 0.01% |
| NATIONAL BANK OF CANADA SEDOL 2077303 | 0.01% |
| NETFLIX INC 04.8750 04/15/2028 | 0.01% |
| NEWELL BRANDS INC 04.7000 04/01/2026 | 0.01% |
| OCCIDENTAL PETROLEUM COR 06.4500 09/15/2036 | 0.01% |
| PACIFIC GAS & ELECTRIC 02.9500 03/01/2026 | 0.01% |
| PRIME SECURITY SVCS P/P 144A 06.2500 01/15/2028 | 0.01% |
| S&P GLOBAL INC 02.5000 12/01/2029 | 0.01% |
| SEKISUI HOUSE LTD SEDOL 6793906 | 0.01% |
| SERVICE CORP INTL 03.3750 08/15/2030 | 0.01% |
| STACR 2019-HQA1 M2 02.4981 02/25/2049 | 0.01% |
| SWISS LIFE HOLDING AG-REG SEDOL 7437805 | 0.01% |
| TRIPADVISOR INC P/P 144A 07.0000 07/15/2025 | 0.01% |
| UNIVISION COMM P/P 144A 06.6250 06/01/2027 | 0.01% |
| USA COMPRESSION PART 06.8750 04/01/2026 | 0.01% |
| 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% |
| ACS ACTIVIDADES SEDOL B01FLQ6 | 0.01% |
| AG ISSUER LLC P/P 144A 06.2500 03/01/2028 | 0.01% |
| AIR METHODS CORP P/P 144A 08.0000 05/15/2025 | 0.01% |
| AMUNDI SA SEDOL BYZR014 | 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% |
| BLACK KNIGHT INFOSER P/P 144A 03.6250 09/01/2028 | 0.01% |
| BOXER PARENT CO INC P/P 144A 09.1250 03/01/2026 | 0.01% |
| BT GROUP PLC SEDOL 3091357 | 0.01% |
| BUILDERS FIRSTSOURCE P/P 144A 06.7500 06/01/2027 | 0.01% |
| BWAY HOLDING CO P/P 144A 07.2500 04/15/2025 | 0.01% |
| CHENIERE CORP CHRIST 05.8750 03/31/2025 | 0.01% |
| CNO FINANCIAL GROUP INC 05.2500 05/30/2025 | 0.01% |
| DIAMOND SPORTS P/P 144A 05.3750 08/15/2026 | 0.01% |
| EPICOR SOFTWARE TLB L+425 05.2500 07/30/2027 | 0.01% |
| EQUINIX INC 05.3750 05/15/2027 | 0.01% |
| ESH HOSPITALITY INC P/P 144A 05.2500 05/01/2025 | 0.01% |
| FIFTH THIRD BANCORP 05.1000 12/29/2049 | 0.01% |
| FREEDOM MTGE CORP P/P 144A 08.2500 04/15/2025 | 0.01% |
| GBP/USD 12/16/2020 RBSF | 0.01% |
| GBP/USD 12/16/2020 SSBT | 0.01% |
| GENERAL MOTORS CO 06.1250 10/01/2025 | 0.01% |
| GLP CAPITAL LP / FIN II 05.2500 06/01/2025 | 0.01% |
| GNMA GII30 BL6184 06.0000 02/20/2049 | 0.01% |
| HARGREAVES LANSDOWN PLC SEDOL B1VZ0M2 | 0.01% |
| HCA INC 05.2500 06/15/2026 | 0.01% |
| HMIR 2018-1 M1 P/P 144A 01.7481 10/25/2028 | 0.01% |
| IHEARTCOMMUNICATIONS INC 06.3750 05/01/2026 | 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% |
| MEG ENERGY CORP P/P 144A 06.5000 01/15/2025 | 0.01% |
| MSBAM 2014-C17 XA IO 01.2342 08/15/2047 | 0.01% |
| MWST 2018-W1 A 00.9981 11/25/2051 | 0.01% |
| NATIONSTAR MTG HLD I P/P 144A 05.5000 08/15/2028 | 0.01% |
| NORDSTROM INC P/P 144A 08.7500 05/15/2025 | 0.01% |
| OCCIDENTAL PETROLEUM COR 04.8500 03/15/2021 | 0.01% |
| ONEMAIN FINANCE CORP 06.8750 03/15/2025 | 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% |
| RITE AID CORP P/P 144A 08.0000 11/15/2026 | 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% |
| STANDARD IND INC P/P 144A 03.3750 01/15/2031 | 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% |
| WFRBS 2012-C9 XB IO P/P 144A 00.8753 11/15/2045 | 0.01% |
| WPX ENERGY INC 05.2500 10/15/2027 | 0.01% |
| AMERICAN AXLE & MFG INC 06.8750 07/01/2028 | 0.01% |
| AMSTED INDUSTRIES P/P 144A 04.6250 05/15/2030 | 0.01% |
| AMSTED INDUSTRIES P/P 144A 05.6250 07/01/2027 | 0.01% |
| 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% |
| BIOMERIEUX SEDOL BF0LBX7 | 0.01% |
| BOISE CASCADE CO P/P 144A 04.8750 07/01/2030 | 0.01% |
| CAS 2015-C02 1M2 04.1481 05/25/2025 | 0.01% |
| CAS 2016-C07 2M2 04.4981 05/25/2029 | 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% |
| CENTENE CORP P/P 144A 05.3750 08/15/2026 | 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% |
| CLOROX COMPANY SEDOL 2204026 | 0.01% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CS | 0.01% |
| COMMSCOPE TECH LLC P/P 144A 06.0000 06/15/2025 | 0.01% |
| CONSOLIDATED EDISON INC SEDOL 2216850 | 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% |
| DOLLAR TREE INC SEDOL 2272476 | 0.01% |
| FREEDOM MTGE CORP P/P 144A 08.1250 11/15/2024 | 0.01% |
| FRONTIER COMM 10.5000 09/15/2022 | 0.01% |
| GNMA GII30 BL6217 06.0000 03/20/2049 | 0.01% |
| GNMA GII30 BL6219 06.0000 03/20/2049 | 0.01% |
| IHEARTCOMMUNICATI L+400 04.7500 05/01/2026 | 0.01% |
| INDIGO NATURAL P/P 144A 06.8750 02/15/2026 | 0.01% |
| ISTAR INC 05.5000 02/15/2026 | 0.01% |
| ITRON INC P/P 144A 05.0000 01/15/2026 | 0.01% |
| JAPAN POST HOLDINGS CO LTD SEDOL BYT8143 | 0.01% |
| JPMBB 2014-C19 XA IO 00.9001 04/15/2047 | 0.01% |
| JPMCC 2013-LC11 X IO 01.3893 04/15/2046 | 0.01% |
| KIMBERLY-CLARK CORP SEDOL 2491839 | 0.01% |
| LAMB WESTON HLD P/P 144A 04.8750 05/15/2028 | 0.01% |
| MCDONALD'S HOLDINGS CO JAPAN SEDOL 6371863 | 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% |
| NIELSEN FIN LLC/CO P/P 144A 05.6250 10/01/2028 | 0.01% |
| NOBLE ENERGY INC. 03.9000 11/15/2024 | 0.01% |
| NRG ENERGY INC. 07.2500 05/15/2026 | 0.01% |
| PENN NATIONAL GAMING P/P 144A 05.6250 01/15/2027 | 0.01% |
| PENNYMAC FIN SVCS IN P/P 144A 05.3750 10/15/2025 | 0.01% |
| PEPTIDREAM INC SEDOL B97SH97 | 0.01% |
| QORVO INC 05.5000 07/15/2026 | 0.01% |
| SOFTBANK GROUP CORP SEDOL 6770620 | 0.01% |
| SOHGO SECURITY SERVICES CO SEDOL 6546359 | 0.01% |
| THE GAP INC. P/P 144A 08.3750 05/15/2023 | 0.01% |
| TMS INTL HLDG CORP P/P 144A 07.2500 08/15/2025 | 0.01% |
| TOPBUILD CORP P/P 144A 05.6250 05/01/2026 | 0.01% |
| TORONTO-DOMINION BANK SEDOL 2897222 | 0.01% |
| TRANSDIGM INC 06.3750 06/15/2026 | 0.01% |
| USD/CNH PUT 6.75 20210301 GSFX | 0.01% |
| WALT DISNEY CO/THE SEDOL 2270726 | 0.01% |
| WFRBS 2013-C15 D P/P 144A 04.6435 08/15/2046 | 0.01% |
| WPX ENERGY INC 05.7500 06/01/2026 | 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% |
| BANK OF MONTREAL SEDOL 2076009 | 0.01% |
| BAUSCH HLTH COS INC P/P 144A 05.5000 11/01/2025 | 0.01% |
| BERKSHIRE HATHAWAY FIN 04.2500 01/15/2021 | 0.01% |
| BWAY CORP TLB L+325 03.5229 04/03/2024 | 0.01% |
| CALPINE CORP P/P 144A 05.2500 06/01/2026 | 0.01% |
| CAN IMPERIAL BK OF COMMERCE SEDOL 2170525 | 0.01% |
| CAS 2014-C04 2M2 05.1481 11/25/2024 | 0.01% |
| CAS 2015-C01 1M2 04.4481 02/25/2025 | 0.01% |
| CAS 2019-R01 2M2 02.5981 07/25/2031 | 0.01% |
| CENTENE CORP 04.7500 05/15/2022 | 0.01% |
| CENTENE ESCROW I CO P/P 144A 05.3750 06/01/2026 | 0.01% |
| 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.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 ML | 0.01% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 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% |
| COMSTOCK RESOURCES INC 09.7500 08/15/2026 | 0.01% |
| CROWN AMER/CAP 04.7500 02/01/2026 | 0.01% |
| CWALT 2005-27 1A1 01.9009 08/25/2035 | 0.01% |
| DCP MIDSTREAM OPERATING 05.6250 07/15/2027 | 0.01% |
| DEVON ENERGY CORPORATION 07.8750 09/30/2031 | 0.01% |
| ENTERCOM MEDIA CORP P/P 144A 06.5000 05/01/2027 | 0.01% |
| FEDEX CORP 02.6250 08/01/2022 | 0.01% |
| GFL ENVIRONMENTA P/P 144A 08.5000 05/01/2027 | 0.01% |
| GOLDEN NUGGET INC P/P 144A 08.7500 10/01/2025 | 0.01% |
| GRAPHIC PACKAGIN P/P 144A 03.5000 03/01/2029 | 0.01% |
| HANESBRANDS INC P/P 144A 04.6250 05/15/2024 | 0.01% |
| ICAHN ENTER 04.7500 09/15/2024 | 0.01% |
| ICAHN ENTER/FIN 05.2500 05/15/2027 | 0.01% |
| ICAHN ENTER/FIN 06.7500 02/01/2024 | 0.01% |
| INTELLIGENT PACK P/P 144A 06.0000 09/15/2028 | 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% |
| LEVEL 3 FIN INC P/P 144A 04.2500 07/01/2028 | 0.01% |
| LIBERTY MEDIA COR-SIRIUSXM C SEDOL BD8QGH9 | 0.01% |
| LIVE NATION ENTERTAI P/P 144A 05.6250 03/15/2026 | 0.01% |
| LOUISIANA-PACIFIC CORPORATION 04.8750 09/15/2024 | 0.01% |
| MBX.FN30.450.09 R USL1M P 01/12/40 BC | 0.01% |
| NEC CORP SEDOL 6640400 | 0.01% |
| NETFLIX INC P/P 144A 05.3750 11/15/2029 | 0.01% |
| NETFLIX INC. 06.3750 05/15/2029 | 0.01% |
| NEWCREST MINING LTD SEDOL 6637101 | 0.01% |
| NOBLE ENERGY INC 06.0000 03/01/2041 | 0.01% |
| NORFOLK SOUTHERN CORP SEDOL 2641894 | 0.01% |
| NOVELIS CORP P/P 144A 04.7500 01/30/2030 | 0.01% |
| OCCIDENTAL PETROLEUM COR 05.8750 09/01/2025 | 0.01% |
| OCCIDENTAL PETROLEUM COR 06.6250 09/01/2030 | 0.01% |
| ORACLE CORP JAPAN SEDOL 6141680 | 0.01% |
| ORKLA ASA SEDOL B1VQF42 | 0.01% |
| OSHKOSH CORP 03.1000 03/01/2030 | 0.01% |
| OUTFRONT MEDIA C P/P 144A 06.2500 06/15/2025 | 0.01% |
| QUILTER PLC SEDOL BDCXV26 | 0.01% |
| RATTLER MIDSTREAM LP P/P 144A 05.6250 07/15/2025 | 0.01% |
| SOLENIS 2NDL L+850 10.8314 06/26/2026 | 0.01% |
| SPIRAX-SARCO ENGINEERING PLC SEDOL BWFGQN1 | 0.01% |
| SS&C TECH INC P/P 144A 05.5000 09/30/2027 | 0.01% |
| STACR 2018-HQA2 M2 02.4481 10/25/2048 | 0.01% |
| TRADEWEB MARKETS INC-CLASS A SEDOL BJXMVK2 | 0.01% |
| VALVOLINE INC P/P 144A 04.2500 02/15/2030 | 0.01% |
| VISTRA CORP P/P 144A 05.0000 07/31/2027 | 0.01% |
| WFRBS 2011-C4 E P/P 144A 05.3897 06/15/2044 | 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% |
| WYNDHAM HOTELS & RE P/P 144A 05.3750 04/15/2026 | 0.01% |
| 1011778 BC / NEW RED P/P 144A 04.0000 10/15/2030 | 0.00% |
| 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 10/21/2020 HSBCB | 0.00% |
| BANQUE CANTONALE VAUDOIS-REG SEDOL BMFY8R3 | 0.00% |
| BERRY GLOBAL INC P/P 144A 05.6250 07/15/2027 | 0.00% |
| CARNIVAL CORP P/P 144A 11.5000 04/01/2023 | 0.00% |
| CCO HOLDINGS LLC P/P 144A 04.5000 08/15/2030 | 0.00% |
| CENTENE CORP 03.0000 10/15/2030 | 0.00% |
| CENTENE CORP P/P 144A 05.2500 04/01/2025 | 0.00% |
| CLEAR CHANNEL WORLD 09.2500 02/15/2024 | 0.00% |
| CONCHO RESOURCES INC 03.7500 10/01/2027 | 0.00% |
| DIAMONDBACK ENERGY INC 04.7500 05/31/2025 | 0.00% |
| ENERGIZER HLDG INC P/P 144A 06.3750 07/15/2026 | 0.00% |
| EOG RESOURCES INC 04.1500 01/15/2026 | 0.00% |
| EPICOR SOFTWARE 2NDL L+775 08.7500 07/30/2028 | 0.00% |
| F5 NETWORKS INC SEDOL 2427599 | 0.00% |
| FHR 2990 LB 16.5562 06/15/2034 | 0.00% |
| FREEPORT-MCMORAN INC 04.3750 08/01/2028 | 0.00% |
| FREEPORT-MCMORAN INC 04.6250 08/01/2030 | 0.00% |
| FREEPORT-MCMORAN INC 05.4500 03/15/2043 | 0.00% |
| FUJIFILM HOLDINGS CORP SEDOL 6356525 | 0.00% |
| GLOBAL MEDICAL RESPO P/P 144A 06.5000 10/01/2025 | 0.00% |
| GLP CAPITAL LP / FIN II 05.3750 04/15/2026 | 0.00% |
| GMAC CAPITAL TRUST I PCT 06.0651 | 0.00% |
| GNMA GII30 BL6016 06.0000 02/20/2049 | 0.00% |
| GNMA GII30 BL6218 06.0000 02/20/2049 | 0.00% |
| GO DADDY OPCO/FINCO P/P 144A 05.2500 12/01/2027 | 0.00% |
| HCA INC 03.5000 09/01/2030 | 0.00% |
| HOLOGIC INC P/P 144A 04.3750 10/15/2025 | 0.00% |
| IHS MARKIT LTD USD 04.7500 08/01/2028 | 0.00% |
| 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% |
| JELD-WEN INC P/P 144A 04.8750 12/15/2027 | 0.00% |
| L BRANDS INC 06.7500 07/01/2036 | 0.00% |
| L BRANDS INC P/P 144A 06.6250 10/01/2030 | 0.00% |
| LIVE NATION ENT P/P 144A 06.5000 05/15/2027 | 0.00% |
| MATCH GRP HLD II LLC P/P 144A 04.6250 06/01/2028 | 0.00% |
| MERCER INTL INC USD 06.5000 02/01/2024 | 0.00% |
| MIZUHO FINANCIAL GROUP INC SEDOL 6591014 | 0.00% |
| NATIONSTAR MTG P/P 144A 06.0000 01/15/2027 | 0.00% |
| NEWELL BRANDS INC 04.8750 06/01/2025 | 0.00% |
| NEXSTAR BROADCASTING P/P 144A 04.7500 11/01/2028 | 0.00% |
| ONEMAIN FINANCE CORP 06.6250 01/15/2028 | 0.00% |
| ONEMAIN FINANCE CORP 07.1250 03/15/2026 | 0.00% |
| PENSKE AUTO GRP INC 05.7500 10/01/2022 | 0.00% |
| PRUDENTIAL FINANCIAL INC 05.6250 06/15/2043 | 0.00% |
| QORVO INC P/P 144A 03.3750 04/01/2031 | 0.00% |
| RITE AID CORP P/P 144A 07.5000 07/01/2025 | 0.00% |
| SCIENTIFIC GAMES P/P 144A 07.0000 05/15/2028 | 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 04.6250 07/15/2024 | 0.00% |
| TRANSDIGM INC. 06.5000 07/15/2024 | 0.00% |
| TRANSOCEAN POSEIDON P/P 144A 06.8750 02/01/2027 | 0.00% |
| TRI POINTE GROUP / HOMES 05.8750 06/15/2024 | 0.00% |
| TRI POINTE GROUP INC 05.7000 06/15/2028 | 0.00% |
| UNIVISION COMM P/P 144A 09.5000 05/01/2025 | 0.00% |
| US CONCRETE INC 06.3750 06/01/2024 | 0.00% |
| USA COM PART/USA COM 06.8750 09/01/2027 | 0.00% |
| VISTRA CORP P/P 144A 05.6250 02/15/2027 | 0.00% |
| WESCO DISTRIBUT P/P 144A 07.1250 06/15/2025 | 0.00% |
| WESTERN DIGITAL CORPORATION 04.7500 02/15/2026 | 0.00% |
| WFRBS 2012-C10 XA IO P/P 144A 01.6749 12/15/2045 | 0.00% |
| YUM! BRANDS INC 03.6250 03/15/2031 | 0.00% |
| 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% |
| APACHE CORP 05.1000 09/01/2040 | 0.00% |
| AUD/USD CALL 0.76 20210311 HSBCB | 0.00% |
| BAUSCH HLTH COS INC P/P 144A 07.0000 01/15/2028 | 0.00% |
| BECTON DICKINSON AND CO SEDOL 2087807 | 0.00% |
| BMIR 2018-2A M1B P/P 144A 01.4981 08/25/2028 | 0.00% |
| BOYD GAMING CORP 04.7500 12/01/2027 | 0.00% |
| BOYD GAMING CORP P/P 144A 08.6250 06/01/2025 | 0.00% |
| BOYD GAMING CORPORATION 06.0000 08/15/2026 | 0.00% |
| BUCKEYE PARTNERS LP 05.8500 11/15/2043 | 0.00% |
| BUCKEYE PARTNERS LP P/P 144A 04.5000 03/01/2028 | 0.00% |
| CHS/COMMUNITY HEALTH P/P 144A 08.0000 03/15/2026 | 0.00% |
| CHUBU ELECTRIC POWER CO INC SEDOL 6195609 | 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% |
| CLEARWATER PAPER COR P/P 144A 04.7500 08/15/2028 | 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 01.1500 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% |
| 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% |
| EUR/USD CALL 1.23 20210215 BANKAM | 0.00% |
| EUR/USD CALL 1.23 20210215 UBS | 0.00% |
| FISERV INC SEDOL 2342034 | 0.00% |
| FRONTIER COMM P/P 144A 08.5000 04/01/2026 | 0.00% |
| GAP INC/THE P/P 144A 08.6250 05/15/2025 | 0.00% |
| GARTNER INC P/P 144A 03.7500 10/01/2030 | 0.00% |
| GATES GLOBAL TLB L+275 03.7500 03/31/2024 | 0.00% |
| GEBERIT AG-REG SEDOL B1WGG93 | 0.00% |
| GNMA GII30 BM1953 06.0000 03/20/2049 | 0.00% |
| HANESBRANDS INC P/P 144A 05.3750 05/15/2025 | 0.00% |
| HD SUPPLY HOLDINGS INC SEDOL BBL5981 | 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% |
| INTERNATIONAL LEASE FIN CORP 05.8750 08/15/2022 | 0.00% |
| IRON MOUNTAIN INC P/P 144A 05.2500 03/15/2028 | 0.00% |
| JELD-WEN INC P/P 144A 06.2500 05/15/2025 | 0.00% |
| LEVEL 3 FINANCING IN P/P 144A 03.6250 01/15/2029 | 0.00% |
| LEVI STRAUSS & CO. 05.0000 05/01/2025 | 0.00% |
| LIVE NATION ENT P/P 144A 04.8750 11/01/2024 | 0.00% |
| MASONITE INTL C P/P 144A 05.3750 02/01/2028 | 0.00% |
| MAXIM INTEGRATED PRODUCTS SEDOL 2573760 | 0.00% |
| MTR CORP SEDOL 6290054 | 0.00% |
| NAVISTAR INTL CORP P/P 144A 09.5000 05/01/2025 | 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% |
| NUCOR CORP SEDOL 2651086 | 0.00% |
| OCCIDENTAL PETROLEUM COR 03.5000 06/15/2025 | 0.00% |
| ONEMAIN FINANCE CORP 08.8750 06/01/2025 | 0.00% |
| ORTHO-CLINICAL P/P 144A 07.3750 06/01/2025 | 0.00% |
| OWENS-BROCKWAY P/P 144A 06.6250 05/13/2027 | 0.00% |
| PENSKE AUTOMOTIVE GROUP 05.3750 12/01/2024 | 0.00% |
| PETROBRAS GLOBAL FIN USD 05.2990 01/27/2025 | 0.00% |
| PRIME SEC/FIN P/P 144A 03.3750 08/31/2027 | 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% |
| ROBERTSHAW US HOLDING L+325 04.2478 02/28/2025 | 0.00% |
| SANOFI SEDOL 5671735 | 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% |
| SONIC HEALTHCARE LTD SEDOL 6821120 | 0.00% |
| SWEDISH MATCH AB SEDOL 5048566 | 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% |
| US CONCRETE INC P/P 144A 05.1250 03/01/2029 | 0.00% |
| USD/JPY PUT 105.00 20201124 BANKAM | 0.00% |
| USD/JPY PUT 105.00 20201124 GSFX | 0.00% |
| USD/MXN PUT 21.00 20201130 GSFX | 0.00% |
| WPX ENERGY INC 04.5000 01/15/2030 | 0.00% |
| ZAYO GROUP HLDG INC P/P 144A 06.1250 03/01/2028 | 0.00% |
| ABC SUPPLY CO INC P/P 144A 05.8750 05/15/2026 | 0.00% |
| AES CORP/THE P/P 144A 03.3000 07/15/2025 | 0.00% |
| ALBERTSONS COS P/P 144A 04.8750 02/15/2030 | 0.00% |
| APACHE CORPORATION 04.8750 11/15/2027 | 0.00% |
| AUD/USD 10/21/2020 SSBT | 0.00% |
| AVIENT CORP P/P 144A 05.7500 05/15/2025 | 0.00% |
| BANK OF AMERICA CORP 06.5000 10/29/2049 | 0.00% |
| BEACON ROOFING SUPPL P/P 144A 04.5000 11/15/2026 | 0.00% |
| BERKSHIRE HATHAWAY INC-CL B SEDOL 2073390 | 0.00% |
| BERRY GLOBAL INC 05.1250 07/15/2023 | 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% |
| BRIDGESTONE CORP SEDOL 6132101 | 0.00% |
| BY CROWN/BY BOND P/P 144A 04.2500 01/31/2026 | 0.00% |
| CBRE SERVICES INC 05.2500 03/15/2025 | 0.00% |
| CBS OUT AMER CAP LLC 05.6250 02/15/2024 | 0.00% |
| CINEMARK USA INC 05.1250 12/15/2022 | 0.00% |
| 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.BBB-.10 2059-11-17 300.0 11/17/2059 CG | 0.00% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 JP | 0.00% |
| COLORADO INTERSTATE GAS CO 06.8500 06/15/2037 | 0.00% |
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| AUD/USD 10/21/2020 TDBK | 0.00% |
| AUD/USD 10/21/2020 WPAC | 0.00% |
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| 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.9 2058-09-17 500.0 09/17/2058 CG | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 MS | 0.00% |
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| EUR/CHF CALL 1.10 20201209 CSI-FX | 0.00% |
| EUR/USD 12/16/2020 BCAP-FX | 0.00% |
| EUR/USD 12/16/2020 JPMCB | 0.00% |
| EUR/USD 12/16/2020 SSBT | 0.00% |
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| GBP/USD 12/16/2020 UBS | 0.00% |
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| PUBLICIS GROUPE SEDOL 4380429 | 0.00% |
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| RACKSPACE HOSTING INC L+300 04.0000 11/03/2023 | 0.00% |
| REGENCY ENERGY P 04.5000 11/01/2023 | 0.00% |
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| SEK/USD 12/16/2020 BCAP-FX | 0.00% |
| SM ENERGY CO 06.6250 01/15/2027 | 0.00% |
| T-MOBILE USA INC 06.0000 03/01/2023 | 0.00% |
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| 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 01.7552 12/10/2045 | 0.00% |
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| 0.25 R ISWP FWD US0003M P 12/16/2022 | 0.00% |
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| AUD/USD 10/21/2020 RBSF | 0.00% |
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| CAD/USD 10/21/2020 RBSF | 0.00% |
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| 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 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-.10 2059-11-17 300.0 11/17/2059 ML | 0.00% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 CG | 0.00% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 CG | 0.00% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 CG | 0.00% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 CG | 0.00% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 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-.11 2054-11-18 300.0 11/18/2054 MS | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 GS | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 JP | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 JP | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 MS | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 MS | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 MS | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 MS | 0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 ML | 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% |
| DKK/USD 12/16/2020 CITI | 0.00% |
| ENERGIZER HLDG INC P/P 144A 07.7500 01/15/2027 | 0.00% |
| EUR/USD 12/16/2020 CSI-FX | 0.00% |
| EUR/USD 12/16/2020 RBSF | 0.00% |
| EUR/USD 12/16/2020 TDBK | 0.00% |
| FNR 2005-83 QP 17.0089 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% |
| FOX CORP - CLASS B SEDOL BJJMGY5 | 0.00% |
| GBP/USD 12/16/2020 CSI-FX | 0.00% |
| GBP/USD 12/16/2020 MSCIL | 0.00% |
| GBP/USD 12/16/2020 TDBK | 0.00% |
| GBP/USD 12/16/2020 WPAC | 0.00% |
| GLOBAL PART/GLP FIN P/P 144A 06.8750 01/15/2029 | 0.00% |
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| IOS.FN30.400.10 R USL1M P 01/12/41 BC | 0.00% |
| IOS.FN30.400.11 R USL1M P 01/12/42 GS | 0.00% |
| IOS.FN30.400.11 R USL1M P 01/12/42 GS | 0.00% |
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| MSC 2007-HQ11 C 05.5580 02/12/2044 | 0.00% |
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| NZD/USD 10/21/2020 BCAP-FX | 0.00% |
| NZD/USD 10/21/2020 RBSF | 0.00% |
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| SEK/USD 12/16/2020 RBSF | 0.00% |
| SEK/USD 12/16/2020 SSBT | 0.00% |
| STACR 2019-DNA2 M2 02.5981 03/25/2049 | 0.00% |
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| SUBARU CORP SEDOL 6356406 | 0.00% |
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| TIAAC 2003-1A E 144A 08.0000 12/28/2038 | 0.00% |
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| AUD/USD 10/21/2020 CSI-FX | 0.00% |
| AUD/USD 10/21/2020 JPMCB | 0.00% |
| BSCMS 06-PW14 X1 IO P/P 144A 00.7525 12/11/2038 | 0.00% |
| CAD/USD 10/21/2020 CITI | 0.00% |
| CAD/USD 10/21/2020 HSBCB | 0.00% |
| CAD/USD 10/21/2020 MSCIL | 0.00% |
| CAD/USD 10/21/2020 UBS | 0.00% |
| CGCMT 2006-C5 XC IO P/P 144A 00.7196 10/15/2049 | 0.00% |
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| CHF/USD 12/16/2020 HSBCB | 0.00% |
| CHF/USD 12/16/2020 MSCIL | 0.00% |
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| CHF/USD 12/16/2020 TDBK | 0.00% |
| CLEAR CHANNEL OUTDOOR HOLDIN SEDOL BJHVCH9 | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 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 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.9 2058-09-17 500.0 09/17/2058 GS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 CG | 0.00% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 GS | 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 JP | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 MS | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 MS | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 MS | 0.00% |
| CMB CMBX.NA.BBB-.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-.9 2058-09-17 300.0 09/17/2058 MS | 0.00% |
| CSFB 2003-C3 AX IO P/P 144A 02.3861 05/15/2038 | 0.00% |
| EUR/USD 12/16/2020 GSFX | 0.00% |
| EUR/USD 12/16/2020 HSBCB | 0.00% |
| EUR/USD 12/16/2020 MSCIL | 0.00% |
| EUR/USD 12/16/2020 WPAC | 0.00% |
| EUR/USD CALL 1.21 20201028 BANKAM | 0.00% |
| EUR/USD CALL 1.21 20201028 MSCIL | 0.00% |
| EUR/USD CALL 1.24 20201028 BANKAM | 0.00% |
| EUR/USD CALL 1.24 20201028 MSCIL | 0.00% |
| FHR 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% |
| GNR 2006-36 OD PO 00.0000 07/16/2036 | 0.00% |
| HKD/USD 11/18/2020 BANKAM | 0.00% |
| HKD/USD 11/18/2020 BCAP-FX | 0.00% |
| HKD/USD 11/18/2020 GSFX | 0.00% |
| HKD/USD 11/18/2020 HSBCB | 0.00% |
| HKD/USD 11/18/2020 RBSF | 0.00% |
| HKD/USD 11/18/2020 SSBT | 0.00% |
| HKD/USD 11/18/2020 UBS | 0.00% |
| IHEARTMEDIA INC - CLASS A SEDOL BJVR9Y9 | 0.00% |
| INTELSAT JACKSON HLD P/P 144A 08.0000 02/15/2024 | 0.00% |
| IOS.FN30.350.12 R USL1M P 01/12/43 BC | 0.00% |
| IOS.FN30.400.11 R USL1M P 01/12/42 BC | 0.00% |
| IOS.FN30.600.08 R USL1M P 01/12/39 GS | 0.00% |
| IOS.FN30.650.67 R USL1M P 01/12/38 BC | 0.00% |
| IOS.FN30.650.67 R USL1M P 01/12/38 GS | 0.00% |
| JPMCC 05-CB12 X1 IO P/P 144A 00.3200 09/12/2037 | 0.00% |
| JPMCC 2006-LDP8 X IO 00.2879 05/15/2045 | 0.00% |
| JPY/USD 11/18/2020 BANKAM | 0.00% |
| JPY/USD 11/18/2020 BCAP-FX | 0.00% |
| JPY/USD 11/18/2020 CITI | 0.00% |
| JPY/USD 11/18/2020 GSFX | 0.00% |
| JPY/USD 11/18/2020 HSBCB | 0.00% |
| JPY/USD 11/18/2020 JPMCB | 0.00% |
| JPY/USD 11/18/2020 MSCIL | 0.00% |
| JPY/USD 11/18/2020 RBSF | 0.00% |
| JPY/USD 11/18/2020 SSBT | 0.00% |
| JPY/USD 11/18/2020 UBS | 0.00% |
| JPY/USD 11/18/2020 WPAC | 0.00% |
| MEZZ 2006-C4 X IO P/P 144A 07.2328 07/15/2045 | 0.00% |
| MEZZ 2007-C5 X IO P/P 144A 07.0043 12/15/2049 | 0.00% |
| MWO HOLDINGS LLC | 0.00% |
| MXN/USD 10/21/2020 BANKAM | 0.00% |
| MXN/USD 10/21/2020 UBS | 0.00% |
| NOK/USD 12/16/2020 UBS | 0.00% |
| NZD/USD 10/21/2020 BANKAM | 0.00% |
| NZD/USD 10/21/2020 CSI-FX | 0.00% |
| NZD/USD 10/21/2020 HSBCB | 0.00% |
| NZD/USD 10/21/2020 JPMCB | 0.00% |
| NZD/USD 10/21/2020 MSCIL | 0.00% |
| NZD/USD 10/21/2020 TDBK | 0.00% |
| NZD/USD 10/21/2020 WPAC | 0.00% |
| OCCIDENTAL PETROLEUM -CW27 SEDOL BMVF784 | 0.00% |
| RMLT 2020-2 A2 02.5080 05/25/2060 | 0.00% |
| SEK/USD 12/16/2020 JPMCB | 0.00% |
| SEK/USD 12/16/2020 MSCIL | 0.00% |
| SEK/USD 12/16/2020 TDBK | 0.00% |
| SGD/USD 11/18/2020 JPMCB | 0.00% |
| TERVITA CORP SEDOL BD1DCC4 | 0.00% |
| TEXAS COHLD TCEH ESCROW 11.5000 10/01/2021 | 0.00% |
| TXU TCEH RIGHTS | 0.00% |
| VIACOMCBS INC 04.2000 05/19/2032 | 0.00% |
| AUD/USD 10/21/2020 GSFX | -0.00% |
| AUD/USD 10/21/2020 MSCIL | -0.00% |
| AUD/USD 10/21/2020 UBS | -0.00% |
| AUD/USD CALL 0.80 20210311 HSBCB | -0.00% |
| CAD/USD 10/21/2020 CSI-FX | -0.00% |
| CAD/USD 10/21/2020 JPMCB | -0.00% |
| CAD/USD 10/21/2020 WPAC | -0.00% |
| CHF/USD 12/16/2020 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.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 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-.7 2047-01-17 300.0 01/17/2047 GS | -0.00% |
| EUR/CHF CALL 1.12 20201209 CSI-FX | -0.00% |
| EUR/USD 12/16/2020 CITI | -0.00% |
| EUR/USD 12/16/2020 UBS | -0.00% |
| EUR/USD CALL 1.26 20210127 BANKAM | -0.00% |
| EUR/USD CALL 1.27 20210301 MSCIL | -0.00% |
| GBP/USD 12/16/2020 BCAP-FX | -0.00% |
| GBP/USD 12/16/2020 GSFX | -0.00% |
| GBP/USD 12/16/2020 HSBCB | -0.00% |
| IOS.FN30.400.11 P USL1M R 01/12/42 JP | -0.00% |
| IOS.FN30.500.10 P USL1M R 01/12/41 BC | -0.00% |
| 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 12/16/2020 MSCIL | -0.00% |
| NOK/USD 12/16/2020 SSBT | -0.00% |
| NZD/USD 10/21/2020 CITI | -0.00% |
| NZD/USD 10/21/2020 GSFX | -0.00% |
| SEK/USD 12/16/2020 BANKAM | -0.00% |
| USD/JPY PUT 100.00 20201124 BANKAM | -0.00% |
| USD/JPY PUT 100.00 20201124 GSFX | -0.00% |
| USD/MXN PUT 20.00 20201130 GSFX | -0.00% |
| CAD/USD 10/21/2020 BANKAM | -0.00% |
| CAD/USD 10/21/2020 TDBK | -0.00% |
| CLP/USD 10/21/2020 CITI | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.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-.7 2047-01-17 300.0 01/17/2047 GS | -0.00% |
| EUR/USD 12/16/2020 BANKAM | -0.00% |
| EUR/USD CALL 1.27 20210215 BANKAM | -0.00% |
| EUR/USD CALL 1.27 20210215 UBS | -0.00% |
| GBP/USD PUT 1.20 20201218 BANKAM | -0.00% |
| SEK/USD 12/16/2020 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 GS | -0.00% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 MS | -0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 ML | -0.00% |
| IOS.FN30.400.10 P USL1M R 01/12/41 JP | -0.00% |
| USD/CNH PUT 6.60 20210301 GSFX | -0.00% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 JP | -0.00% |
| 0.70 R ISWP FWD US0003M P 12/16/2030 | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.00% |
| GBP/USD 12/16/2020 JPMCB | -0.00% |
| 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% |
| SEK/USD 12/16/2020 GSFX | -0.01% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 CS | -0.01% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 GS | -0.01% |
| CAD/USD 10/21/2020 SSBT | -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% |
| 1.08 R ISWP FWD US0003M P 12/16/2050 | -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 | -0.01% |
| 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% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.02% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 JP | -0.03% |
| FNMA FN30 TBA UMBS 03.0000 10/01/2050 | -0.38% |
| S&P MID 400 EMINI DEC20 FAZ0 | -1.06% |
| RU10INTR P US0003M R 06/10/21 CI | -1.66% |
| US 10YR ULTRA FUT DEC20 UXYZ0 | -3.20% |
| GSGLPWDS P US0001M R 12/15/25 GS | -3.27% |
| MSCI EAFE DEC20 MFSZ0 | -3.27% |
| S&P500 EMINI FUT DEC20 ESZ0 | -12.71% |
Portfolio composition as of 12/31/20
| U.S. Investment-grade bonds | 60.74% |
|---|---|
| U.S. large-cap equity | 24.64% |
| International equity | 6.29% |
| U.S. High-yield bonds | 5.30% |
| U.S. small- and mid-cap equity | 3.03% |
Fixed income statistics as of 12/31/20
| Average effective maturity | 11.60 yrs. |
|---|---|
| Average effective duration | 4.13 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.