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.
Active Allocation
Dynamic Risk Allocation Fund (Class Y) (PDRYX)
A global allocation strategy that seeks a strong risk-adjusted return by allocating to four risk sources
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Highlights
Objective
The fund seeks total return. Total return is composed of capital appreciation and income.
Strategy and process
- Risk-based allocation: Allocates to four risk sources - equity, credit, interest rate, and inflation - to better balance equity risk and improve downside protection.
- Top-down flexibility: Dynamically adjusts allocations to reflect our active top-down views of future risk-adjusted return potential.
- Bottom-up strategies: Invests selectively in a range of lower-volatility and hedging strategies to further diversify sources of returns and manage risk.
Fund price |
Yesterday’s close | 52-week high | 52-week low |
|---|---|---|---|
| Net asset value |
$11.29
-0.27% | $-0.03 |
$11.37
12/31/20 |
$9.05
03/19/20 |
Fund facts as of 12/31/20
Total net assets
$83.79M
$83.79M
Turnover (fiscal year end)
283%
283%
Dividend frequency
Annually
Annually
Number of holdings
874
874
Fiscal year-end
May
May
CUSIP / Fund code
746764182 / 1879
746764182 / 1879
Inception date
09/19/11
09/19/11
Category
Asset Allocation
Asset Allocation
Open to new investors
Ticker
PDRYX
PDRYX
Management team
Chief Investment Officer, Global Asset Allocation
Co-Head of Global Asset Allocation
Co-Head of Global Asset Allocation
Portfolio Manager
Literature
Fund documents |
| Prospectuses/SAI |
| Fact Sheet (Y share) (PDF) |
| Annual Fund Report (PDF) |
| Semiannual Fund Report (PDF) |
| Quarterly comparison of Putnam's taxable income funds (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.
5.24%
Best 5-year annualized return
(for period ending 06/30/18)
0.03%
Worst 5-year annualized return
(for period ending 03/31/20)
3.50%
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. | Life (inception: 09/19/11 ) |
|---|---|---|---|---|
| Before sales charge | 1.16% | 1.30% | 5.22% | 4.19% |
| After sales charge | N/A | N/A | N/A | N/A |
| Putnam Dynamic Risk Allocation Blended Index | 9.58% | 6.79% | 8.14% | -- |
Performance snapshot
| Before sales charge | After sales charge | ||
|---|---|---|---|
| 1 mt. as of 12/31/20 | 2.16% | - | |
| YTD as of 01/22/21 | -0.70% | - | |
Risk-adjusted performance as of 12/31/20
| Sharpe ratio (3 yrs.) | -0.02 |
|---|
Volatility as of 12/31/20
| Standard deviation (3 yrs.) | 10.95% |
|---|
Fixed income statistics as of 12/31/20
| Average effective duration | 14.79 yrs. |
|---|
Lipper rankings as of 12/31/20
| Time period | Rank/Funds in category | Percentile ranking |
|---|---|---|
| 1 yr. | 161/207 | 78% |
| 3 yrs. | 157/198 | 79% |
| 5 yrs. | 94/181 | 52% |
| 10 yrs. | -- |
Morningstar Ratings™ as of 12/31/20
| Time period | Funds in category | Morningstar Rating™ |
|---|---|---|
| Overall | 524 | |
| 3 yrs. | 524 | |
| 5 yrs. | 461 |
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
| Fnma Fn30 Tba Umbs 02.5000 02/01/2051 | 2.51% |
|---|---|
| Fnma Fn30 Tba Umbs 02.0000 02/01/2051 | 2.48% |
| Apple Inc Sedol 2046251 | 1.41% |
| Amazon.Com Inc Sedol 2000019 | 1.40% |
| Fnma Fn30 Tba Umbs 06.0000 01/01/2051 | 1.34% |
| Fnma Fn30 Tba Umbs 03.5000 01/01/2051 | 1.26% |
| Fnma Fn30 Tba Umbs 02.5000 01/01/2051 | 1.26% |
| Gnma Gii30 Tba 03.0000 01/01/2051 | 1.25% |
| Microsoft Corp Sedol 2588173 | 1.10% |
| Alphabet Inc-Cl A Sedol Byvy8g0 | 0.94% |
| Top 10 holdings, percent of portfolio | 14.95% |
| Top 10 holdings as of 12/31/20 | |
|---|---|
| Fnma Fn30 Tba Umbs 02.5000 02/01/2051 | |
| Fnma Fn30 Tba Umbs 02.0000 02/01/2051 | |
| Apple Inc Sedol 2046251 | |
| Amazon.Com Inc Sedol 2000019 | |
| Fnma Fn30 Tba Umbs 06.0000 01/01/2051 | |
| Fnma Fn30 Tba Umbs 03.5000 01/01/2051 | |
| Fnma Fn30 Tba Umbs 02.5000 01/01/2051 | |
| Gnma Gii30 Tba 03.0000 01/01/2051 | |
| Microsoft Corp Sedol 2588173 | |
| Alphabet Inc-Cl A Sedol Byvy8g0 | |
| Holdings represent 14.95% of portfolio | |
| Top 10 holdings as of 11/30/20 | |
|---|---|
| Fnma Fn30 Tba Umbs 02.5000 01/01/2051 | |
| Fnma Fn30 Tba Umbs 02.0000 01/01/2051 | |
| Amazon.Com Inc Sedol 2000019 | |
| Fnma Fn30 Tba Umbs 06.0000 12/01/2050 | |
| Apple Inc Sedol 2046251 | |
| Fnma Fn30 Tba Umbs 03.5000 12/01/2050 | |
| Gnma Gii30 Tba 03.0000 01/01/2051 | |
| Microsoft Corp Sedol 2588173 | |
| Alphabet Inc-Cl A Sedol Byvy8g0 | |
| S&P Gsci Index ER Inverse | |
| Holdings represent 16.76% of portfolio | |
| Top 10 holdings as of 10/31/20 | |
|---|---|
| Fnma Fn30 Tba Umbs 02.5000 12/01/2050 | |
| Fnma Fn30 Tba Umbs 06.0000 11/01/2050 | |
| Amazon.Com Inc Sedol 2000019 | |
| Fnma Fn30 Tba Umbs 03.5000 11/01/2050 | |
| Gnma Gii30 Tba 03.5000 11/01/2050 | |
| Apple Inc Sedol 2046251 | |
| S&P Gsci Index ER Inverse | |
| Microsoft Corp Sedol 2588173 | |
| Alphabet Inc-Cl A Sedol Byvy8g0 | |
| Fnma Fn30 Fm1521 Umbs 04.0000 05/01/2049 | |
| Holdings represent 14.48% of portfolio | |
| Top 10 holdings as of 09/30/20 | |
|---|---|
| Fnma Fn30 Tba Umbs 02.5000 11/01/2050 | |
| Gnma Gii30 Tba 03.5000 10/01/2050 | |
| Amazon.Com Inc Sedol 2000019 | |
| Fnma Fn30 Tba Umbs 06.0000 10/01/2050 | |
| Fnma Fn30 Tba Umbs 03.5000 11/01/2050 | |
| Fnma Fn30 Tba Umbs 03.5000 10/01/2050 | |
| Apple Inc Sedol 2046251 | |
| Fnma Fn15 Tba Umbs 02.5000 10/01/2035 | |
| Microsoft Corp Sedol 2588173 | |
| Alphabet Inc-Cl A Sedol Byvy8g0 | |
| Holdings represent 16.04% of portfolio | |
| JPN 10Y BOND(OSE) MAR21 JBH1 | 31.61% |
|---|---|
| US 10YR ULTRA FUT MAR21 UXYH1 | 23.70% |
| LONG GILT FUTURE MAR21 G H1 | 19.91% |
| CAN 10YR BOND FUT MAR21 CNH1 | 19.01% |
| EURO-OAT FUTURE MAR21 OATH1 | 17.13% |
| US LONG BOND(CBT) MAR21 USH1 | 15.50% |
| S&P500 EMINI FUT MAR21 ESH1 | 13.20% |
| EURO-BUND FUTURE MAR21 RXH1 | 11.66% |
| MSCI EAFE MAR21 MFSH1 | 7.63% |
| EURO-BUXL 30Y BND MAR21 UBH1 | 6.57% |
| MLFCF15 R US0003M P 06/20/23 BA | 5.70% |
| EURO-BTP FUTURE MAR21 IKH1 | 4.88% |
| FNMA FN30 TBA UMBS 02.5000 01/01/2051 | 3.78% |
| EURO-BOBL FUTURE MAR21 OEH1 | 3.74% |
| EURO-SCHATZ FUT MAR21 DUH1 | 2.62% |
| REPO TRIPA MORTG 0.06 01/04/2021 | 2.27% |
| US 10YR NOTE (CBT)MAR21 TYH1 | 2.14% |
| GSGLPHCL R US0001M P 12/15/25 GS | 1.90% |
| US 5YR NOTE (CBT) MAR21 FVH1 | 1.81% |
| TREASURY BILL 00.0000 03/25/2021 | 1.79% |
| APPLE INC SEDOL 2046251 | 1.41% |
| AMAZON.COM INC SEDOL 2000019 | 1.40% |
| FNMA FN30 TBA UMBS 06.0000 01/01/2051 | 1.34% |
| TREASURY BILL 00.0000 04/15/2021 | 1.31% |
| FNMA FN30 TBA UMBS 03.5000 01/01/2051 | 1.26% |
| GNMA GII30 TBA 03.0000 01/01/2051 | 1.25% |
| FNMA FN30 TBA UMBS 02.0000 01/01/2051 | 1.24% |
| FNMA FN30 TBA UMBS 02.0000 02/01/2051 | 1.24% |
| MICROSOFT CORP SEDOL 2588173 | 1.10% |
| US ULTRA BOND CBT MAR21 WNH1 | 1.02% |
| ALPHABET INC-CL A SEDOL BYVY8G0 | 0.94% |
| TREASURY BILL 00.0000 01/05/2021 | 0.84% |
| FNMA FN30 FM1521 UMBS 04.0000 05/01/2049 | 0.64% |
| JPMORGAN CHASE & CO SEDOL 2190385 | 0.60% |
| ATLANTIC ASSET SECURITIZATION 04821TNL5 DCP 01/20/2021 | 0.60% |
| CAFCO LLC 1247P2PC2 DCP 02/12/2021 | 0.60% |
| COLLATERALIZED COMMERCIAL PAP 19423JPH4 DCP 02/17/2021 | 0.60% |
| COMMONWEALTH BANK OF AUSTRALI 20272DPB0 DCP 02/11/2021 | 0.60% |
| FAIRWAY FINANCE CO LLC 30601VP88 DCP 02/08/2021 | 0.60% |
| FHLB 313385CG9 GDC 02/24/2021 | 0.60% |
| LIBERTY STREET FUNDING LLC 53127TP56 DCP 02/05/2021 | 0.60% |
| MATCHPOINT FINANCE PLC 57666AQ21 DCP 03/02/2021 | 0.60% |
| NATIONWIDE BUILDING SOCIETY 6385E0NK5 DCP 01/19/2021 | 0.60% |
| NRW BANK 62939LNU9 DCP 01/28/2021 | 0.60% |
| SHEFFIELD RECEIVABLES CO LLC 82124LNB4 DCP 01/11/2021 | 0.60% |
| SKANDINAVISKA ENSKILDA BANKEN 83050TPJ4 DCP 02/18/2021 | 0.60% |
| SUMITOMO MITSUI TRUST BANK LT 86564YP30 DCP 02/03/2021 | 0.60% |
| TREASURY BILL 00.0000 02/16/2021 | 0.60% |
| WESTPAC BANKING CORP/NY 9612C0Q36 DCP 03/03/2021 | 0.60% |
| BEDFORD ROW FUNDING CORP 07644AQW7 DCP 03/30/2021 | 0.60% |
| BPCE SA 05571BQK2 DCP 03/19/2021 | 0.60% |
| FHLB 313385HA7 GDC 06/18/2021 | 0.60% |
| FMS WERTMANAGEMENT 34411GQS8 DCP 03/26/2021 | 0.60% |
| LLOYDS BANK PLC 53943RQV4 DCP 03/29/2021 | 0.60% |
| VERIZON COMMUNICATIONS INC SEDOL 2090571 | 0.56% |
| ADOBE INC SEDOL 2008154 | 0.54% |
| S&P GSCI INDEX ER **INVERSE** | 0.53% |
| MEDTRONIC PLC SEDOL BTN1Y11 | 0.51% |
| INTUIT INC SEDOL 2459020 | 0.49% |
| INTERCONTINENTAL EXCHANGE IN SEDOL BFSSDS9 | 0.47% |
| GOLDMAN SACHS GROUP INC SEDOL 2407966 | 0.46% |
| VONTIER CORP SEDOL BH4GV32 | 0.45% |
| MONDELEZ INTERNATIONAL INC-A SEDOL B8CKK03 | 0.44% |
| FIDELITY NATIONAL INFO SERV SEDOL 2769796 | 0.41% |
| SHERWIN-WILLIAMS CO/THE SEDOL 2804211 | 0.38% |
| PACCAR INC SEDOL 2665861 | 0.38% |
| LOCKHEED MARTIN CORP SEDOL 2522096 | 0.37% |
| ELECTRONIC ARTS INC SEDOL 2310194 | 0.36% |
| TREASURY BILL 00.0000 01/12/2021 | 0.36% |
| VEEVA SYSTEMS INC-CLASS A SEDOL BFH3N85 | 0.35% |
| NVIDIA CORP SEDOL 2379504 | 0.35% |
| TEXAS INSTRUMENTS INC SEDOL 2885409 | 0.35% |
| JOHNSON & JOHNSON SEDOL 2475833 | 0.34% |
| ALLSTATE CORP SEDOL 2019952 | 0.34% |
| WASTE MANAGEMENT INC SEDOL 2937667 | 0.32% |
| DOMINO'S PIZZA INC SEDOL B01SD70 | 0.32% |
| EBAY INC SEDOL 2293819 | 0.32% |
| SYNOPSYS INC SEDOL 2867719 | 0.32% |
| EXELON CORP SEDOL 2670519 | 0.30% |
| TAKE-TWO INTERACTIVE SOFTWRE SEDOL 2122117 | 0.30% |
| ROPER TECHNOLOGIES INC SEDOL 2749602 | 0.30% |
| NATIONAL AUSTRALIA BK/NY 02.5000 01/12/2021 | 0.30% |
| DTE ENERGY COMPANY SEDOL 2280220 | 0.30% |
| EXPEDITORS INTL WASH INC SEDOL 2325507 | 0.29% |
| CHARTER COMMUNICATIONS INC-A SEDOL BZ6VT82 | 0.29% |
| CLOROX COMPANY SEDOL 2204026 | 0.29% |
| KNIGHT-SWIFT TRANSPORTATION SEDOL BF0LKD0 | 0.29% |
| GARMIN LTD SEDOL B3Z5T14 | 0.28% |
| CDX CDX.NA.HY.35 500.0 12/20/2025 | 0.28% |
| ARTHUR J GALLAGHER & CO SEDOL 2359506 | 0.28% |
| COSTCO WHOLESALE CORP SEDOL 2701271 | 0.28% |
| REPUBLIC OF INDONESIA REGS 04.7500 01/08/2026 | 0.28% |
| LEIDOS HOLDINGS INC SEDOL BDV82B8 | 0.26% |
| CISCO SYSTEMS INC SEDOL 2198163 | 0.26% |
| HERSHEY CO/THE SEDOL 2422806 | 0.25% |
| ROCHE HOLDING AG-GENUSSCHEIN SEDOL 7110388 | 0.25% |
| KINDER MORGAN INC SEDOL B3NQ4P8 | 0.25% |
| NOVARTIS AG-REG SEDOL 7103065 | 0.25% |
| UBS GROUP AG P/P 144A 03.4910 05/23/2023 | 0.25% |
| STACR 2016-DNA1 M3 05.7001 07/25/2028 | 0.25% |
| CADENCE DESIGN SYS INC SEDOL 2302232 | 0.24% |
| UBS AG LONDON P/P 144A 01.7500 04/21/2022 | 0.24% |
| TREASURY BILL 00.0000 02/02/2021 | 0.24% |
| PROCTER & GAMBLE CO/THE SEDOL 2704407 | 0.24% |
| BAXTER INTERNATIONAL INC SEDOL 2085102 | 0.23% |
| ALEXANDRIA REAL ESTATE EQUIT SEDOL 2009210 | 0.23% |
| SALESFORCE.COM INC SEDOL 2310525 | 0.23% |
| FACEBOOK INC-CLASS A SEDOL B7TL820 | 0.23% |
| STACR 2016-DNA2 M3 04.7980 10/25/2028 | 0.22% |
| NESTLE SA-REG SEDOL 7123870 | 0.22% |
| ADVANCED MICRO DEVICES SEDOL 2007849 | 0.21% |
| PEPSICO INC SEDOL 2681511 | 0.20% |
| ROYAL DUTCH SHELL PLC-B SHS SEDOL B03MM40 | 0.20% |
| DOLLAR GENERAL CORP SEDOL B5B1S13 | 0.19% |
| MERCK & CO. INC. SEDOL 2778844 | 0.19% |
| LNSTR 2015-3 B P/P 144A 03.1852 04/20/2048 | 0.18% |
| GENTEX CORP SEDOL 2366799 | 0.18% |
| NOVO NORDISK A/S-B SEDOL BHC8X90 | 0.18% |
| ALLIANZ SE-REG SEDOL 5231485 | 0.18% |
| PFIZER INC SEDOL 2684703 | 0.18% |
| ABBVIE INC SEDOL B92SR70 | 0.18% |
| BERRY GLOBAL GROUP INC SEDOL B8BR3H3 | 0.17% |
| EXXON MOBIL CORP SEDOL 2326618 | 0.17% |
| JUNIPER NETWORKS INC SEDOL 2431846 | 0.17% |
| SONY CORP SEDOL 6821506 | 0.17% |
| DOMINICAN REPUBLIC REGS 05.9500 01/25/2027 | 0.16% |
| RIO TINTO PLC SEDOL 0718875 | 0.16% |
| L OREAL SEDOL 4057808 | 0.16% |
| AMERICAN ELECTRIC POWER SEDOL 2026242 | 0.16% |
| ROCKET COS INC-CLASS A SEDOL BMD6Y84 | 0.16% |
| CAS 2016-C01 1M2 06.8980 08/25/2028 | 0.16% |
| MORGAN STANLEY 03.1250 01/23/2023 | 0.16% |
| IVORY COAST REGS 05.2500 03/22/2030 | 0.16% |
| NINTENDO CO LTD SEDOL 6639550 | 0.15% |
| BRISTOL-MYERS SQUIBB CO SEDOL 2126335 | 0.15% |
| ELI LILLY & CO SEDOL 2516152 | 0.15% |
| EXXON MOBIL CORPORATION 02.2220 03/01/2021 | 0.15% |
| HOYA CORP SEDOL 6441506 | 0.15% |
| DEUTSCHE TELEKOM AG-REG SEDOL 5842359 | 0.14% |
| HERMES INTERNATIONAL SEDOL 5253973 | 0.14% |
| IOS.FN30.400.10 R USL1M P 01/12/41 BC | 0.14% |
| CWALT 2006-OA7 1A2 01.5494 06/25/2046 | 0.14% |
| TOTAL CAPITAL INTL SA USD 02.7500 06/19/2021 | 0.14% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | 0.14% |
| WESFARMERS LTD SEDOL 6948836 | 0.14% |
| DEUTSCHE POST AG-REG SEDOL 4617859 | 0.14% |
| ITOCHU CORP SEDOL 6467803 | 0.13% |
| NEW YORK LIFE INS P/P 144A 01.1000 05/05/2023 | 0.13% |
| CAS 2015-C04 1M2 05.8480 04/25/2028 | 0.13% |
| MICROSOFT CORP 03.7000 08/08/2046 | 0.13% |
| SANDVIK AB SEDOL B1VQ252 | 0.13% |
| FERGUSON PLC SEDOL BJVNSS4 | 0.13% |
| FIAT CHRYSLER AUTOMOBILES NV SEDOL BRJFWP3 | 0.13% |
| UNITED MEXICAN STATES USD 05.5500 01/21/2045 | 0.13% |
| LOEWS CORP SEDOL 2523022 | 0.13% |
| EQUITY RESIDENTIAL TR REIT | 0.13% |
| PEUGEOT SA SEDOL 7103526 | 0.13% |
| THERMO FISHER SCIENTIFIC INC SEDOL 2886907 | 0.13% |
| AMGEN INC SEDOL 2023607 | 0.13% |
| VOLVO AB-B SHS SEDOL B1QH830 | 0.13% |
| CSMC 2016-NXSR C 04.3573 12/15/2049 | 0.13% |
| HUMANA INC SEDOL 2445063 | 0.13% |
| INDUSTRIA DE DISENO TEXTIL SEDOL BP9DL90 | 0.13% |
| JPMORGAN CHASE & CO 03.9640 11/15/2048 | 0.13% |
| CDX CDX.EM.34 100.0 12/20/2025 | 0.12% |
| GOODMAN GROUP SEDOL B03FYZ4 | 0.12% |
| PARTNERS GROUP HOLDING AG SEDOL B119QG0 | 0.12% |
| EQUINOR ASA SEDOL 7133608 | 0.12% |
| SUMITOMO MITSUI FINANCIAL GR SEDOL 6563024 | 0.12% |
| ERAC USA FINANCE LLC P/P 144A 07.0000 10/15/2037 | 0.12% |
| LEGRAND SA SEDOL B11ZRK9 | 0.11% |
| DBUBS 2011-LC3A D P/P 144A 05.3353 08/10/2044 | 0.11% |
| KDDI CORP SEDOL 6248990 | 0.11% |
| AT&T INC P/P 144A 03.5500 09/15/2055 | 0.11% |
| ANGLO AMER PLC SEDOL B1XZS82 | 0.11% |
| COVESTRO AG SEDOL BYTBWY9 | 0.11% |
| CARLSBERG AS-B SEDOL 4169219 | 0.11% |
| IHS MARKIT LTD P/P 144A 04.7500 02/15/2025 | 0.11% |
| AMDOCS LTD SEDOL 2256908 | 0.11% |
| BANCO BILBAO VIZCAYA ARGENTA SEDOL 5501906 | 0.11% |
| C.H. ROBINSON WORLDWIDE INC SEDOL 2116228 | 0.11% |
| CHEMED CORP SEDOL 2190084 | 0.11% |
| F5 NETWORKS INC SEDOL 2427599 | 0.11% |
| MSC 2012-C4 C P/P 144A 05.4185 03/15/2045 | 0.11% |
| NOMURA RESEARCH INSTITUTE LT SEDOL 6390921 | 0.11% |
| DAIKIN INDUSTRIES LTD SEDOL 6250724 | 0.11% |
| TPMT 2015-1 A2 P/P 144A 03.2500 10/25/2053 | 0.11% |
| QUEST DIAGNOSTICS INC SEDOL 2702791 | 0.10% |
| AMERICAN HOME 4 RENT SEDOL BCF5RR9 | 0.10% |
| APTARGROUP INC SEDOL 2045247 | 0.10% |
| AVIVA PLC SEDOL 0216238 | 0.10% |
| SPST 2020-2 A 00.9780 03/26/2021 | 0.10% |
| TARGET CORP SEDOL 2259101 | 0.10% |
| CISCO SYSTEMS INC 02.2000 02/28/2021 | 0.10% |
| COMPAGNIE DE SAINT-GOBAIN SEDOL 7380482 | 0.10% |
| ENEL SPA SEDOL 7144569 | 0.10% |
| FACTSET RESEARCH SYSTEMS INC SEDOL 2329770 | 0.10% |
| CAS 2016-C02 1M2 06.1480 09/25/2028 | 0.10% |
| EFMT 2020-1 A1 02.0060 05/25/2065 | 0.10% |
| HITACHI LTD SEDOL 6429104 | 0.10% |
| MICROSOFT CORP 01.5500 08/08/2021 | 0.10% |
| FORTESCUE METALS GROUP LTD SEDOL B2B2B49 | 0.10% |
| MARSH & MCLENNAN COS SEDOL 2567741 | 0.10% |
| PETROLEOS MEXICANOS USD 05.9500 01/28/2031 | 0.10% |
| EQUITY COMMONWEALTH SEDOL BPH3N63 | 0.10% |
| KONINKLIJKE AHOLD DELHAIZE N SEDOL BD0Q398 | 0.10% |
| AUTOZONE INC SEDOL 2065955 | 0.10% |
| VERIZON COMM 04.3290 09/21/2028 | 0.10% |
| AT&T INC SEDOL 2831811 | 0.09% |
| SKANDINAVISKA ENSKILDA BAN-A SEDOL 4813345 | 0.09% |
| JPMBB 2014-C22 XA IO 00.8302 09/15/2047 | 0.09% |
| MITSUBISHI UFJ FIN GRP USD 03.5350 07/26/2021 | 0.09% |
| MSRR 2015-R4 CB1 00.9758 08/26/2047 | 0.09% |
| CAD/USD 01/20/2021 CITI | 0.09% |
| LAFARGEHOLCIM LTD-REG SEDOL 7110753 | 0.09% |
| QIAGEN N.V. SEDOL BYXS688 | 0.09% |
| JPMORGAN CHASE & CO 03.3750 05/01/2023 | 0.09% |
| TOKYO ELECTRON LTD SEDOL 6895675 | 0.09% |
| BRISTOL-MYERS 03.2500 02/20/2023 | 0.09% |
| DBS GROUP HOLDINGS LTD SEDOL 6175203 | 0.09% |
| JPMBB 2014-C22 C 04.5535 09/15/2047 | 0.09% |
| RELIANCE STEEL & ALUMINUM SEDOL 2729068 | 0.09% |
| CK ASSET HOLDINGS LTD SEDOL BYZQ077 | 0.09% |
| WOOLWORTHS GROUP LTD SEDOL 6981239 | 0.09% |
| INTERPUBLIC GROUP COS 04.6500 10/01/2028 | 0.08% |
| JPY/USD 02/17/2021 JPMCB | 0.08% |
| CREDIT AGRICOLE SA SEDOL 7262610 | 0.08% |
| JPY/USD 02/17/2021 SSBT | 0.08% |
| KNORR-BREMSE AG SEDOL BD2P9X9 | 0.08% |
| SHIN-ETSU CHEMICAL CO LTD SEDOL 6804585 | 0.08% |
| AMAZON.COM INC 03.3000 12/05/2021 | 0.08% |
| WEC ENERGY GROUP INC SEDOL BYY8XK8 | 0.08% |
| LAMB WESTON HOLDINGS P/P 144A 04.8750 11/01/2026 | 0.08% |
| TPAT 2018-SL1 A P/P 144A 00.7493 01/25/2046 | 0.08% |
| ACCENTURE PLC-CL A SEDOL B4BNMY3 | 0.08% |
| FNMA FN40 BF0171 UMBS 04.0000 01/01/2057 | 0.08% |
| CRH PLC SEDOL 4182249 | 0.08% |
| CHEVRON CORP | 0.08% |
| QORVO INC SEDOL BR9YYP4 | 0.08% |
| SPY 20211015 P 275.00BANKAM | 0.08% |
| SIRIUS XM RADIO INC P/P 144A 05.0000 08/01/2027 | 0.08% |
| ABBVIE INC 03.2000 11/21/2029 | 0.08% |
| DAIWA HOUSE INDUSTRY CO LTD SEDOL 6251363 | 0.08% |
| KERING SEDOL 5505072 | 0.08% |
| WAMU 2005-AR12 1A8 02.9169 10/25/2035 | 0.08% |
| DEUTSCHE BOERSE AG SEDOL 7021963 | 0.07% |
| GOLDMAN SACHS GROUP INC 03.8500 01/26/2027 | 0.07% |
| MORGAN STANLEY 03.6250 01/20/2027 | 0.07% |
| NEWMARKET CORP SEDOL B01CGF1 | 0.07% |
| ZOETIS INC SEDOL B95WG16 | 0.07% |
| CIT GROUP INC. 05.2500 03/07/2025 | 0.07% |
| 3I GROUP PLC SEDOL B1YW440 | 0.07% |
| AUD/USD 01/20/2021 UBS | 0.07% |
| SHIONOGI & CO LTD SEDOL 6804682 | 0.07% |
| WH GROUP LTD SEDOL BLLHKZ1 | 0.07% |
| ADECCO GROUP AG-REG SEDOL 7110720 | 0.07% |
| NEXON CO LTD SEDOL B63QM77 | 0.07% |
| NIPPON TELEGRAPH & TELEPHONE SEDOL 6641373 | 0.07% |
| AURIZON HOLDINGS LTD SEDOL B87CVM3 | 0.07% |
| BROADCOM INC 04.1500 11/15/2030 | 0.07% |
| CF INDUSTRIES INC P/P 144A 04.5000 12/01/2026 | 0.07% |
| KONINKLIJKE KPN NV SEDOL 5956078 | 0.07% |
| ACTIVISION BLIZZARD INC SEDOL 2575818 | 0.07% |
| BANK OF AMERICA CORP 06.1000 12/29/2049 | 0.07% |
| PETROBRAS GLOBAL FINANCE USD 07.3750 01/17/2027 | 0.07% |
| STANDARD IND INC P/P 144A 05.0000 02/15/2027 | 0.07% |
| JPMORGAN CHASE & CO 01.2210 05/15/2047 | 0.06% |
| BHP GROUP PLC SEDOL BH0P3Z9 | 0.06% |
| HILTON WORLDWIDE FIN LLC 04.8750 04/01/2027 | 0.06% |
| ORACLE CORP SEDOL 2661568 | 0.06% |
| PETROBRAS GLOBAL FIN USD 05.9990 01/27/2028 | 0.06% |
| SARTORIUS STEDIM BIOTECH SEDOL BYZ2QP5 | 0.06% |
| SPY 20210917 P 270.00JPMCB | 0.06% |
| ORACLE CORP 02.5000 05/15/2022 | 0.06% |
| NOMURA HOLDINGS INC SEDOL 6643108 | 0.06% |
| WFRBS 2013-UBS1 AS 04.3060 03/15/2046 | 0.06% |
| APPLE INC 02.8500 05/06/2021 | 0.06% |
| BRITISH AMERICAN TOBACCO PLC SEDOL 0287580 | 0.06% |
| PROLOGIS INC SEDOL B44WZD7 | 0.06% |
| VERTEX PHARMACEUTICALS INC SEDOL 2931034 | 0.06% |
| AIR LEASE CORP 04.6250 10/01/2028 | 0.06% |
| COMM 2014-UBS6 C 04.4459 12/10/2047 | 0.06% |
| LOGITECH INTERNATIONAL-REG SEDOL B18ZRK2 | 0.06% |
| PORSCHE AUTOMOBIL HLDG-PRF SEDOL 7101069 | 0.06% |
| SPY 20210820 P 275.00CITI | 0.06% |
| SONIC HEALTHCARE LTD SEDOL 6821120 | 0.06% |
| SWEDBANK AB - A SHARES SEDOL 4846523 | 0.06% |
| UNITEDHEALTH GROUP INC 03.8500 06/15/2028 | 0.06% |
| BANK OF MONTREAL USD 03.1000 04/13/2021 | 0.06% |
| CAS 2016-C04 1M2 04.3980 01/25/2029 | 0.06% |
| GOLDMAN SACHS GROUP INC 05.7500 01/24/2022 | 0.06% |
| VIDEOTRON LTD / LTEE P/P 144A 05.1250 04/15/2027 | 0.06% |
| BRAMBLES LTD SEDOL B1FJ0C0 | 0.06% |
| BRISTOL-MYERS 03.2500 08/15/2022 | 0.06% |
| CHENIERE CORP CHRIST 05.1250 06/30/2027 | 0.06% |
| GLAXOSMITHKLINE PLC SEDOL 0925288 | 0.06% |
| M3 INC SEDOL B02K2M3 | 0.06% |
| PANDORA A/S SEDOL B44XTX8 | 0.06% |
| WALT DISNEY CO/THE SEDOL 2270726 | 0.06% |
| WFRBS 2013-C11 C 04.1997 03/15/2045 | 0.06% |
| BANK LEUMI LE-ISRAEL SEDOL 6076425 | 0.06% |
| CAS 2017-C02 2M2 03.7980 09/25/2029 | 0.06% |
| COMM 2013-CR13 C 04.8856 11/10/2046 | 0.06% |
| FAIRFAX US INC P/P 144A 04.8750 08/13/2024 | 0.06% |
| FHMS K106 X1 IO 01.3548 01/25/2030 | 0.06% |
| COMCAST CORP 06.5000 11/15/2035 | 0.05% |
| NITTO DENKO CORP SEDOL 6641801 | 0.05% |
| ONO PHARMACEUTICAL CO LTD SEDOL 6660107 | 0.05% |
| ORACLE CORP 02.6500 07/15/2026 | 0.05% |
| SALESFORCE.COM INC 03.7000 04/11/2028 | 0.05% |
| VOLKSWAGEN AG PFD SEDOL 5497168 | 0.05% |
| HIKMA PHARMACEUTICALS PLC SEDOL B0LCW08 | 0.05% |
| REPUBLIC OF PERU USD 02.3920 01/23/2026 | 0.05% |
| TOTAL SE SEDOL B15C557 | 0.05% |
| WATSCO INC SEDOL 2943039 | 0.05% |
| WOLTERS KLUWER SEDOL 5671519 | 0.05% |
| APPLE INC 03.8500 05/04/2043 | 0.05% |
| ARES CAPITAL CORP 03.8750 01/15/2026 | 0.05% |
| FUJITSU LTD SEDOL 6356945 | 0.05% |
| ORACLE CORP 03.6250 07/15/2023 | 0.05% |
| SCHNEIDER NATIONAL INC-CL B SEDOL BYVN953 | 0.05% |
| SUMITOMO MITSUI TRUST HOLDIN SEDOL 6431897 | 0.05% |
| T-MOBILE USA INC P/P 144A 03.7500 04/15/2027 | 0.05% |
| ITOCHU TECHNO-SOLUTIONS CORP SEDOL 6200194 | 0.05% |
| ATLAS COPCO AB-A SHS SEDOL BD97BN2 | 0.05% |
| BMW US CAPITAL LLC P/P 144A 02.0000 04/11/2021 | 0.05% |
| COMM 2015-LC19 B 03.8290 02/10/2048 | 0.05% |
| DIRECT LINE INSURANCE GROUP SEDOL BY9D0Y1 | 0.05% |
| FHMS K114 XAM IO 01.3418 06/25/2030 | 0.05% |
| GSMS 2014-GC22 XA IO 00.9803 06/10/2047 | 0.05% |
| NITORI HOLDINGS CO LTD SEDOL 6644800 | 0.05% |
| OTSUKA CORP SEDOL 6267058 | 0.05% |
| AENA SME SA SEDOL BVRZ8L1 | 0.05% |
| ASTRAZENECA PLC SEDOL 0989529 | 0.05% |
| BANK OF NOVA SCOTIA USD 02.0000 11/15/2022 | 0.05% |
| BIOGEN INC SEDOL 2455965 | 0.05% |
| CHARTER COMM OPT LLC 06.4840 10/23/2045 | 0.05% |
| EIFFAGE SEDOL B13X013 | 0.05% |
| FAIRFAX FINL HLDGS USD 04.8500 04/17/2028 | 0.05% |
| FAURECIA SEDOL 4400446 | 0.05% |
| KOITO MANUFACTURING CO LTD SEDOL 6496324 | 0.05% |
| REPUBLIC SERVICES INC SEDOL 2262530 | 0.05% |
| SNAM SPA SEDOL 7251470 | 0.05% |
| WILMAR INTERNATIONAL LTD SEDOL B17KC69 | 0.05% |
| APPLE INC 00.7500 05/11/2023 | 0.05% |
| ASSOCIATED BRITISH FOODS PLC SEDOL 0673123 | 0.05% |
| AT&T INC P/P 144A 02.5500 12/01/2033 | 0.05% |
| MSBAM 2014-C17 C 04.4792 08/15/2047 | 0.05% |
| SPST 2020-6 A 01.8933 09/07/2021 | 0.05% |
| WFCM 2013-LC12 C 04.2746 07/15/2046 | 0.05% |
| AGL ENERGY LTD SEDOL BSS7GP5 | 0.05% |
| BLACK KNIGHT INC SEDOL BDG75V1 | 0.05% |
| COCA-COLA HBC AG-DI SEDOL B9895B7 | 0.05% |
| COMM 2014-LC15 XA IO 01.0874 04/10/2047 | 0.05% |
| DIGITAL REALTY TRUST LP 04.4500 07/15/2028 | 0.05% |
| SPST 2020-WL1 A 01.2980 06/25/2051 | 0.05% |
| CFCRE 2017-C8 B 04.1985 06/15/2050 | 0.05% |
| COMM 2014-CR19 AM 04.0800 08/10/2047 | 0.05% |
| MRAIT 2020-11 A1X 01.9000 04/23/2021 | 0.04% |
| SHELL INTERNATIONAL FIN USD 02.8750 05/10/2026 | 0.04% |
| SPST 2020-13 A 01.6433 10/10/2021 | 0.04% |
| SPST 2020-15 A 01.5133 12/10/2021 | 0.04% |
| AMERICAN EXPRESS COMPANY 02.6500 12/02/2022 | 0.04% |
| CITIGROUP INC 04.5000 01/14/2022 | 0.04% |
| COMM 2014-CR17 C 04.7832 05/10/2047 | 0.04% |
| ECOLAB INC 02.7000 11/01/2026 | 0.04% |
| JPMBB 2015-C29 B 04.1180 05/15/2048 | 0.04% |
| MICROCHIP TECH INC 04.3330 06/01/2023 | 0.04% |
| NRG ENERGY INC P/P 144A 04.4500 06/15/2029 | 0.04% |
| ONCOR ELECTRIC DELIV 03.7500 04/01/2045 | 0.04% |
| SAMI 2007-AR7 1A1 00.9980 05/25/2047 | 0.04% |
| AMAZON.COM INC 03.1500 08/22/2027 | 0.04% |
| ENI SPA SEDOL 7145056 | 0.04% |
| WFRBS 2013-C16 AS 04.6680 09/15/2046 | 0.04% |
| AIR LEASE CORP 03.2500 10/01/2029 | 0.04% |
| AMGEN INC 02.6000 08/19/2026 | 0.04% |
| BRISTOL-MYERS 02.2500 08/15/2021 | 0.04% |
| BROADCOM CRP / CAYM 03.5000 01/15/2028 | 0.04% |
| ENTERPRISE PRODUCTS OPER 04.2500 02/15/2048 | 0.04% |
| LASERTEC CORP SEDOL 6506267 | 0.04% |
| MSC 2011-C3 B P/P 144A 05.2443 07/15/2049 | 0.04% |
| NOVARTIS CAPITAL CORP 04.0000 11/20/2045 | 0.04% |
| ORACLE CORP 01.9000 09/15/2021 | 0.04% |
| CANTOR FITZGERALD LP P/P 144A 06.5000 06/17/2022 | 0.04% |
| GNR 2013-99 AS IO 05.8984 06/20/2043 | 0.04% |
| HONEYWELL INTL 03.8120 11/21/2047 | 0.04% |
| MORGAN STANLEY 04.3750 01/22/2047 | 0.04% |
| SHRP 2020-1 NOTE 03.1065 07/25/2024 | 0.04% |
| SWISS RE TREAS P/P 144A 04.2500 12/06/2042 | 0.04% |
| UNILEVER PLC SEDOL B10RZP7 | 0.04% |
| BHP GROUP LTD SEDOL 6144690 | 0.04% |
| CIGNA CORP 03.9000 02/15/2022 | 0.04% |
| CMLTI 2005-2 1A2A 03.2805 05/25/2035 | 0.04% |
| FAIR ISAAC CORP SEDOL 2330299 | 0.04% |
| REGENERON PHARMACEUTICALS SEDOL 2730190 | 0.04% |
| SAIL 2004-10 A10 01.0480 11/25/2034 | 0.04% |
| SINGAPORE EXCHANGE LTD SEDOL 6303866 | 0.04% |
| ZURICH INSURANCE GROUP AG SEDOL 5983816 | 0.04% |
| AMERICAN TOWER CORPORATION 02.7500 01/15/2027 | 0.04% |
| CAPGEMINI SE SEDOL 4163437 | 0.04% |
| CGCMT 2013-GC11 B 03.7320 04/10/2046 | 0.04% |
| COMM 2014-UBS6 XA IO 00.8875 12/10/2047 | 0.04% |
| GLENCORE FUNDING LLC P/P 144A 04.0000 04/16/2025 | 0.04% |
| REPUBLICA ORIENT URUGUAY USD 07.6250 03/21/2036 | 0.04% |
| SILGAN HOLDINGS INC SEDOL 2809324 | 0.04% |
| SUN HUNG KAI PROPERTIES SEDOL 6859927 | 0.04% |
| TOKYO GAS CO LTD SEDOL 6895448 | 0.04% |
| WALT DISNEY COMPANY 07.7500 12/01/2045 | 0.04% |
| CHUGAI PHARMACEUTICAL CO LTD SEDOL 6196408 | 0.04% |
| CK HUTCHISON HOLDINGS LTD SEDOL BW9P816 | 0.04% |
| CONCHO RESOURCES INC 03.7500 10/01/2027 | 0.04% |
| GOLDMAN SACHS GROUP INC 02.6000 02/07/2030 | 0.04% |
| NEUBERGER BERMAN GRP P/P 144A 04.8750 04/15/2045 | 0.04% |
| ROMANIA P/P 144A 03.0000 02/14/2031 | 0.04% |
| TARGA RESOURCES PART 05.0000 01/15/2028 | 0.04% |
| KONINKLIJKE DSM NV SEDOL B0HZL93 | 0.04% |
| AMGEN INC 04.6630 06/15/2051 | 0.04% |
| BOC HONG KONG HOLDINGS LTD SEDOL 6536112 | 0.04% |
| CHARTER COMM OPT LLC 05.3750 05/01/2047 | 0.04% |
| COLES GROUP LTD SEDOL BYWR0T5 | 0.04% |
| ENERGY TRANSFER OPERATNG 06.6250 02/15/2028 | 0.04% |
| EUR/USD 03/17/2021 HSBCB | 0.04% |
| TAYLOR WIMPEY PLC SEDOL 0878230 | 0.04% |
| THE AES CORPORATION P/P 144A 02.4500 01/15/2031 | 0.04% |
| AP MOLLER-MAERSK A/S-B SEDOL 4253048 | 0.04% |
| BANK OF AMERICA CORP 03.2480 10/21/2027 | 0.04% |
| BERKELEY GROUP HOLDINGS/THE SEDOL B02L3W3 | 0.04% |
| CITIGROUP INC 03.6680 07/24/2028 | 0.04% |
| COMMONWEALTH BK AUST P/P 144A 03.1500 09/19/2027 | 0.04% |
| AUD/USD 01/20/2021 GSFX | 0.03% |
| BANK 2017-BNK8 B 03.9273 11/15/2050 | 0.03% |
| CGCMT 2014-GC19 X IO 01.1390 03/10/2047 | 0.03% |
| CHEVRON CORP 02.1000 05/16/2021 | 0.03% |
| EQUINIX INC. 02.9000 11/18/2026 | 0.03% |
| EUR/USD 03/17/2021 JPMCB | 0.03% |
| GBP/USD 03/17/2021 BANKAM | 0.03% |
| KINDER MORGAN INC 03.1500 01/15/2023 | 0.03% |
| OMNICOM GP/OMNICOM CAP 03.6000 04/15/2026 | 0.03% |
| SPY 20210716 P 255.00CITI | 0.03% |
| UBSBB 2012-C2 D P/P 144A 04.8879 05/10/2063 | 0.03% |
| WFRBS 2011-C3 D P/P 144A 05.6424 03/15/2044 | 0.03% |
| YAMATO HOLDINGS CO LTD SEDOL 6985565 | 0.03% |
| CAS 2019-HRP1 M2 02.2980 11/25/2039 | 0.03% |
| CLP HOLDINGS LTD SEDOL 6097017 | 0.03% |
| DAITO TRUST CONSTRUCT CO LTD SEDOL 6250508 | 0.03% |
| DOW CHEMICAL CO/THE 03.5000 10/01/2024 | 0.03% |
| FHMS K105 X1 IO 01.5230 01/25/2030 | 0.03% |
| GEORGIA-PACIFIC LLC P/P 144A 02.1000 04/30/2027 | 0.03% |
| GSMS 2015-GC32 AS 04.0180 07/10/2048 | 0.03% |
| ISRAEL DISCOUNT BANK -A SEDOL 6451271 | 0.03% |
| MSBAM 2012-C5 E P/P 144A 04.6749 08/15/2045 | 0.03% |
| SUNDRUG CO LTD SEDOL 6817895 | 0.03% |
| VIACOMCBS INC 04.2000 06/01/2029 | 0.03% |
| AT&T INC 04.7500 05/15/2046 | 0.03% |
| BERKSHIRE HATHAWAY FIN 02.8500 10/15/2050 | 0.03% |
| BROTHER INDUSTRIES LTD SEDOL 6146500 | 0.03% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 CS | 0.03% |
| COMM 2012-LC4 C 05.5351 12/10/2044 | 0.03% |
| E.ON SE SEDOL 4942904 | 0.03% |
| ENERGY TRANSFER OPERA 05.8750 01/15/2024 | 0.03% |
| ERAC USA FINANCE LLC P/P 144A 05.6250 03/15/2042 | 0.03% |
| NH FOODS LTD SEDOL 6640767 | 0.03% |
| STARBUCKS CORP SEDOL 2842255 | 0.03% |
| TRANSCANADA TRUST USD 05.3000 03/15/2077 | 0.03% |
| AUD/USD 01/20/2021 RBSF | 0.03% |
| CITIGROUP INC 04.6000 03/09/2026 | 0.03% |
| COMM 2014-UBS2 B 04.7010 03/10/2047 | 0.03% |
| DUKE REALTY CORP SEDOL 2284084 | 0.03% |
| FIDELITY NATL INFO SERV 03.7500 05/21/2029 | 0.03% |
| GSMS 2017-GS7 AS 03.6630 08/10/2050 | 0.03% |
| GSMS 2019-GC42 AS 03.2117 09/01/2052 | 0.03% |
| HENDERSON LAND DEVELOPMENT SEDOL 6420538 | 0.03% |
| JPMORGAN CHASE & CO 04.6000 02/01/2025 | 0.03% |
| MAGELLAN FINANCIAL GROUP LTD SEDOL B015YX4 | 0.03% |
| MICHELIN (CGDE) SEDOL 4588364 | 0.03% |
| MORGAN STANLEY 05.5000 07/28/2021 | 0.03% |
| PERSIMMON PLC SEDOL 0682538 | 0.03% |
| STANLEY ELECTRIC CO LTD SEDOL 6841106 | 0.03% |
| AMAZON.COM INC. 02.5000 11/29/2022 | 0.03% |
| AUD/USD 01/20/2021 MSCIL | 0.03% |
| BRISTOL-MYERS SQUIBB CO 01.4500 11/13/2030 | 0.03% |
| CITIGROUP INC 04.4500 09/29/2027 | 0.03% |
| COCA-COLA EUROPEAN PARTNERS SEDOL BYQQ3P5 | 0.03% |
| GSMS 2013-GCJ14 B P/P 144A 04.7430 08/10/2046 | 0.03% |
| MSBAM 2014-C14 C 05.0503 02/15/2047 | 0.03% |
| MWST 2020-1 A 01.0480 10/25/2053 | 0.03% |
| MWST 2020-2 A 00.9531 11/25/2053 | 0.03% |
| OSHKOSH CORP 04.6000 05/15/2028 | 0.03% |
| PETROLEOS MEXICANOS USD 06.5000 03/13/2027 | 0.03% |
| WELLS FARGO & COMPANY 05.8750 12/29/2049 | 0.03% |
| WFRBS 2012-C6 D P/P 144A 05.5791 04/15/2045 | 0.03% |
| AUTO TRADER GROUP PLC SEDOL BVYVFW2 | 0.03% |
| BT GROUP PLC SEDOL 3091357 | 0.03% |
| EQT CORP SEDOL 2319414 | 0.03% |
| FHMS K121 X1 IO 01.0288 10/25/2030 | 0.03% |
| KEURIG DR PEPPER INC 04.4170 05/25/2025 | 0.03% |
| OBAYASHI CORP SEDOL 6656407 | 0.03% |
| ASML HOLDING NV SEDOL B929F46 | 0.03% |
| BBCMS 2019-C3 B 04.0960 05/15/2052 | 0.03% |
| FISERV INC 04.2000 10/01/2028 | 0.03% |
| GALAXY ENT GRP L SEDOL 6465874 | 0.03% |
| GENERAL MOTORS FINL CO 04.0000 10/06/2026 | 0.03% |
| HUNTINGTON BANCSHARES 04.3500 02/04/2023 | 0.03% |
| INTERCONTINENTALEXCHANGE 02.6500 09/15/2040 | 0.03% |
| UNITEDHEALTH GROUP INC 02.0000 05/15/2030 | 0.03% |
| WESTPAC BANKING CORP USD 02.9630 11/16/2040 | 0.03% |
| AMERICAN ELECTRIC POWER 04.3000 12/01/2028 | 0.03% |
| CAS 2014-C02 1M2 02.7480 05/25/2024 | 0.03% |
| CELANESE US HOLDINGS LLC 04.6250 11/15/2022 | 0.03% |
| CVS HEALTH CORP 04.7800 03/25/2038 | 0.03% |
| DIGITAL REALTY TRUST LP 04.7500 10/01/2025 | 0.03% |
| DNB NOR ASA SEDOL 4263304 | 0.03% |
| FHMS K087 X1 IO 00.3624 12/25/2028 | 0.03% |
| GLOBAL PAYMENTS INC 02.9000 05/15/2030 | 0.03% |
| GNR 2017-H22 EI IO 03.0306 10/20/2067 | 0.03% |
| ICL GROUP LTD SEDOL 6455530 | 0.03% |
| JPMBB 2013-C12 B 04.0993 07/15/2045 | 0.03% |
| KRATON POLYMERS LLC/ P/P 144A 04.2500 12/15/2025 | 0.03% |
| NORTHROP GRUMMAN CORP 03.2500 01/15/2028 | 0.03% |
| ORACLE CORP 02.5000 10/15/2022 | 0.03% |
| AGILENT TECHNOLOGIES INC SEDOL 2520153 | 0.03% |
| ALEXION PHARMACEUTICALS INC SEDOL 2036070 | 0.03% |
| CAS 2017-C01 1M2 03.6980 07/25/2029 | 0.03% |
| COX COMM INC P/P 144A 02.9500 10/01/2050 | 0.03% |
| ERAC USA FINANCE LLC P/P 144A 04.5000 02/15/2045 | 0.03% |
| GNR 2015-H26 DI IO 01.8842 10/20/2065 | 0.03% |
| MSBAM 2013-C8 B 03.5589 12/15/2048 | 0.03% |
| SUZUKEN CO LTD SEDOL 6865560 | 0.03% |
| SWISS LIFE HOLDING AG-REG SEDOL 7437805 | 0.03% |
| TORONTO-DOMINION BANK USD 03.6250 09/15/2031 | 0.03% |
| UNITED THERAPEUTICS CORP SEDOL 2430412 | 0.03% |
| ACS ACTIVIDADES SEDOL B01FLQ6 | 0.02% |
| AMERICAN AXLE & MFG INC 06.2500 04/01/2025 | 0.02% |
| CAS 2016-C01 2M2 07.0980 08/25/2028 | 0.02% |
| CDX CDX.NA.IG.35 100.0 12/20/2025 | 0.02% |
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| HCA INC 04.1250 06/15/2029 | 0.02% |
| KEURIG DR PEPPER INC 04.5970 05/25/2028 | 0.02% |
| KINDER MORGAN ENER PART 03.4500 02/15/2023 | 0.02% |
| L3HARRIS TECH INC 03.8500 12/15/2026 | 0.02% |
| MSBAM 2014-C15 A4 04.0510 04/15/2047 | 0.02% |
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| ZOETIS INC 02.0000 05/15/2030 | 0.02% |
| CAS 2016-C05 2M2 04.5980 01/25/2029 | 0.02% |
| CD 2017-CD6 AM 03.7090 11/13/2050 | 0.02% |
| ENBRIDGE INC USD 04.2500 12/01/2026 | 0.02% |
| GJENSIDIGE FORSIKRING ASA SEDOL B4PH0C5 | 0.02% |
| GSMS 2013-GC12 B 03.7770 06/10/2046 | 0.02% |
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| INTL FLAVOR & FRAGRANCES 04.4500 09/26/2028 | 0.02% |
| JPMCC 2013-C16 AS 04.5169 12/15/2046 | 0.02% |
| MSBAM 2012-C6 AS 03.4760 11/15/2045 | 0.02% |
| MSBAM 2014-C16 AS 04.0940 06/15/2047 | 0.02% |
| MSBAM 2015-C24 B 04.3420 05/15/2048 | 0.02% |
| CAD/USD 01/20/2021 GSFX | 0.02% |
| CROWN CASTLE INTL CORP 03.7000 06/15/2026 | 0.02% |
| GSMS 2012-GC6 AS P/P 144A 04.9480 01/12/2045 | 0.02% |
| MERCK & CO INC 03.7000 02/10/2045 | 0.02% |
| US BANCORP 02.9500 07/15/2022 | 0.02% |
| WFCM 2018-C46 B 04.6330 08/15/2051 | 0.02% |
| CBRE SERVICES INC 04.8750 03/01/2026 | 0.02% |
| CGCMT 2013-GC17 C 05.1092 11/10/2046 | 0.02% |
| COMCAST CORP 03.9690 11/01/2047 | 0.02% |
| COMCAST CORPORATION 03.3750 02/15/2025 | 0.02% |
| COMM 2014-UBS3 B 04.3130 06/10/2047 | 0.02% |
| FHMS K104 XAM 01.3839 01/25/2030 | 0.02% |
| GNR 2017-162 QI IO 05.0000 10/11/2047 | 0.02% |
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| MSC 2016-BNK2 AS 03.2820 11/15/2049 | 0.02% |
| SPECTRA ENERGY PARTNERS 03.3750 10/15/2026 | 0.02% |
| T-MOBILE USA INC P/P 144A 03.8750 04/15/2030 | 0.02% |
| APPLE INC 04.3750 05/13/2045 | 0.02% |
| CAS 2015-C03 2M2 05.1480 07/25/2025 | 0.02% |
| FHMS K108 X1 IO 01.6903 03/25/2030 | 0.02% |
| FHMS KW01 X1 IO 00.9674 01/25/2026 | 0.02% |
| FISHER PAYKEL SEDOL 6340250 | 0.02% |
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| GSAA 2007-6 1A1 00.2680 05/25/2047 | 0.02% |
| KAKAKU.COM INC SEDOL 6689533 | 0.02% |
| KINDER MORGAN ENER PART 05.4000 09/01/2044 | 0.02% |
| MODERNA INC SEDOL BGSXTS3 | 0.02% |
| NUTRIEN LTD. USD 04.2000 04/01/2029 | 0.02% |
| ROYAL BANK OF CANADA USD 04.6500 01/27/2026 | 0.02% |
| RYOHIN KEIKAKU CO LTD SEDOL 6758455 | 0.02% |
| STACR 2020-HQA1 M2 02.0480 01/25/2050 | 0.02% |
| WFCM 2015-NXS3 AS 03.9720 09/15/2057 | 0.02% |
| WFCM 2018-C48 B 04.9040 01/15/2052 | 0.02% |
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| ZOETIS INC 03.9000 08/20/2028 | 0.02% |
| CROWN CASTLE INTL CORP 03.6500 09/01/2027 | 0.02% |
| DUKE ENERGY OHIO INC 03.6500 02/01/2029 | 0.02% |
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| EOG RESOURCES INC 02.6250 03/15/2023 | 0.02% |
| FHMS K740 X1 00.7624 09/25/2027 | 0.02% |
| NZD/USD 01/20/2021 MSCIL | 0.02% |
| PFIZER INC 03.0000 12/15/2026 | 0.02% |
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| WAMU 2005-AR10 1A3 03.0526 09/25/2035 | 0.02% |
| WESTROCK MWV LLC 08.2000 01/15/2030 | 0.02% |
| WFCM 2019-C49 AS 04.2440 03/15/2052 | 0.02% |
| WFRBS 2013-C12 AS 03.5600 03/15/2048 | 0.02% |
| ANHEUSER-BUSCH INBEV WOR 04.7500 01/23/2029 | 0.02% |
| CAS 2014-C04 1M2 05.0480 11/25/2024 | 0.02% |
| CISCO SYSTEMS INC 02.5000 09/20/2026 | 0.02% |
| CWALT 2007-OH1 A1D 00.3580 04/25/2047 | 0.02% |
| FHR 3829 AS IO 06.7914 03/15/2041 | 0.02% |
| FREEPORT-MCMORAN INC 04.3750 08/01/2028 | 0.02% |
| HARGREAVES LANSDOWN PLC SEDOL B1VZ0M2 | 0.02% |
| IPALCO ENTPRS IN 03.7000 09/01/2024 | 0.02% |
| METTLER-TOLEDO INTERNATIONAL SEDOL 2126249 | 0.02% |
| ORACLE CORP 04.0000 11/15/2047 | 0.02% |
| T-MOBILE USA INC P/P 144A 02.2500 11/15/2031 | 0.02% |
| TDK CORP SEDOL 6869302 | 0.02% |
| VIATRIS INC P/P 144A 02.3000 06/22/2027 | 0.02% |
| WILLIS TOWERS WATSON PLC USD 05.7500 03/15/2021 | 0.02% |
| ANHEUSER-BUSCH INBEV WOR 05.5500 01/23/2049 | 0.02% |
| CHARTER COMM OPT LLC/CAP 03.7500 02/15/2028 | 0.02% |
| GNR 2016-123 LI IO 03.5000 03/20/2044 | 0.02% |
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| L3HARRIS TECH INC 04.4000 06/15/2028 | 0.02% |
| MLMI 2005-A2 A2 03.6403 02/25/2035 | 0.02% |
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| PERKINELMER INC SEDOL 2305844 | 0.02% |
| SABINE PASS LIQUEF 05.0000 03/15/2027 | 0.02% |
| WESTROCK MWV LLC 07.9500 02/15/2031 | 0.02% |
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| CGCMT 2014-GC19 D P/P 144A 05.0924 03/10/2047 | 0.02% |
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| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS | 0.02% |
| COMM 2013-CR11 XA IO 00.9201 08/10/2050 | 0.02% |
| FOX CORP 04.0300 01/25/2024 | 0.02% |
| HCA INC. 05.5000 06/15/2047 | 0.02% |
| INTERCONTINENTALEXCHANGE 01.8500 09/15/2032 | 0.02% |
| NRG P/P 144A 03.7500 06/15/2024 | 0.02% |
| SAREPTA THERAPEUTICS INC SEDOL B8DPDT7 | 0.02% |
| AIRBUS SE SEDOL 4012250 | 0.02% |
| BIO-RAD LABORATORIES-A SEDOL 2098508 | 0.02% |
| BIOMARIN PHARMACEUTICAL INC SEDOL 2437071 | 0.02% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | 0.02% |
| ENERGY TRANSFER OPERATNG 05.2000 02/01/2022 | 0.02% |
| FIFTH THIRD BANCORP 05.1000 12/29/2049 | 0.02% |
| KOBAYASHI PHARMACEUTICAL CO SEDOL 6149457 | 0.02% |
| MSBAM 2014-C17 XA IO 01.0756 08/15/2047 | 0.02% |
| UNION PACIFIC CORP SEDOL 2914734 | 0.02% |
| VERIZON COMMUNICATIONS 04.4000 11/01/2034 | 0.02% |
| ANHEUSER-BUSCH INBEV WOR 04.1500 01/23/2025 | 0.01% |
| BANK OF AMERICA CORP 03.4990 05/17/2022 | 0.01% |
| BECTON DICKINSON AND CO 02.8230 05/20/2030 | 0.01% |
| BRISTOL-MYERS 03.4000 07/26/2029 | 0.01% |
| CGCMT 2012-GC8 XA IO P/P 144A 01.7512 09/10/2045 | 0.01% |
| CITIGROUP INC 03.8870 01/10/2028 | 0.01% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 JP | 0.01% |
| COLGATE-PALMOLIVE CO SEDOL 2209106 | 0.01% |
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| PNC FINANCIAL SERVICES 03.3000 03/08/2022 | 0.01% |
| SPY 20210521 P 235.00BANKAM | 0.01% |
| APPLE INC 04.2500 02/09/2047 | 0.01% |
| ASTELLAS PHARMA INC SEDOL 6985383 | 0.01% |
| AUD/USD 01/20/2021 CSI-FX | 0.01% |
| CELANESE US HOLDINGS LLC 03.5000 05/08/2024 | 0.01% |
| DIAMOND 1 FIN/DIAMON P/P 144A 08.3500 07/15/2046 | 0.01% |
| ENERGY TRANSFER OPERATNG 02.9000 05/15/2025 | 0.01% |
| GOLDMAN SACHS GROUP INC 04.2230 05/01/2029 | 0.01% |
| JAZZ PHARMACEUTICALS PLC SEDOL B4Q5ZN4 | 0.01% |
| JOHNSON CONTROLS INTL PL 04.5000 02/15/2047 | 0.01% |
| KKR GROUP FIN CO III P/P 144A 05.1250 06/01/2044 | 0.01% |
| SANTOS LTD SEDOL 6776703 | 0.01% |
| SEAGEN INC SEDOL BLPK4D2 | 0.01% |
| SERVICE CORPORATION INTL 04.6250 12/15/2027 | 0.01% |
| SHERWIN-WILLIAMS CO 03.4500 06/01/2027 | 0.01% |
| ANALOG DEVICES INC 03.9000 12/15/2025 | 0.01% |
| ANHEUSER-BUSCH CO/IN 03.6500 02/01/2026 | 0.01% |
| AUD/USD 01/20/2021 HSBCB | 0.01% |
| AUD/USD 01/20/2021 JPMCB | 0.01% |
| CAS 2017-C01 1EB1 01.3980 07/25/2029 | 0.01% |
| GALAPAGOS NV SEDOL B07Q2V5 | 0.01% |
| IMPERIAL BRANDS PLC SEDOL 0454492 | 0.01% |
| MICROSOFT CORP 02.4000 02/06/2022 | 0.01% |
| NEUROCRINE BIOSCIENCES INC SEDOL 2623911 | 0.01% |
| PETROLEOS MEXICANOS USD 07.6900 01/23/2050 | 0.01% |
| PINNACLE WEST CAPITAL SEDOL 2048804 | 0.01% |
| S&P GLOBAL INC 02.9500 01/22/2027 | 0.01% |
| SABINE PASS LIQUEFACTION 04.2000 03/15/2028 | 0.01% |
| TRONOX FINANCE PLC P/P 144A 05.7500 10/01/2025 | 0.01% |
| VISTRA CORP P/P 144A 04.3000 07/15/2029 | 0.01% |
| VISTRA OPERATION P/P 144A 03.5500 07/15/2024 | 0.01% |
| ALIMENTATION COUCHE-TARD 3.550000 07/26/2027 | 0.01% |
| AMERICAN TOWER CORP 03.1250 01/15/2027 | 0.01% |
| AT&T INC 04.3000 02/15/2030 | 0.01% |
| COX COMM INC P/P 144A 03.5000 08/15/2027 | 0.01% |
| CROWN CASTLE INTL CORP 03.8000 02/15/2028 | 0.01% |
| DEUTSCHE TELEKOM INT FIN USD 08.7500 06/15/2030 | 0.01% |
| DISCOVERY COMMUNICATIONS 03.6250 05/15/2030 | 0.01% |
| FERRARI NV SEDOL BD6G507 | 0.01% |
| GLENCORE FUNDING LLC P/P 144A 04.6250 04/29/2024 | 0.01% |
| KOBE BUSSAN CO LTD SEDOL B14RJB7 | 0.01% |
| MARRIOTT INTERNATIONAL 05.7500 05/01/2025 | 0.01% |
| MSBAM 2013-C12 XA IO 00.5893 10/15/2046 | 0.01% |
| NUTRIEN LTD USD 02.9500 05/13/2030 | 0.01% |
| PENSKE TRUCK LE P/P 144A 03.4000 11/15/2026 | 0.01% |
| SEK/USD 03/17/2021 GSFX | 0.01% |
| ALPHABET INC 02.2500 08/15/2060 | 0.01% |
| BERKSHIRE HATHAWAY FIN 04.2500 01/15/2021 | 0.01% |
| CAD/USD 01/20/2021 MSCIL | 0.01% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CS | 0.01% |
| ENERGY TRANSFER OPERATNG 06.1250 12/15/2045 | 0.01% |
| EUR/USD 03/17/2021 MSCIL | 0.01% |
| FIDELITY NATIONAL INFORM 04.2500 05/15/2028 | 0.01% |
| GLENCORE FUNDING LLC P/P 144A 01.6250 09/01/2025 | 0.01% |
| NUTRITION & BIO P/P 144A 02.3000 11/01/2030 | 0.01% |
| SERVICENOW INC 01.4000 09/01/2030 | 0.01% |
| SONOVA HOLDING AG-REG SEDOL 7156036 | 0.01% |
| STACR 2019-DNA1 M2 02.7980 01/25/2049 | 0.01% |
| THE BANK OF NOVA SCOTIA USD 02.7000 03/07/2022 | 0.01% |
| ABBVIE INC P/P 03.8000 03/15/2025 | 0.01% |
| CAS 2018-C01 1M2 02.3980 07/25/2030 | 0.01% |
| CLP/USD 01/20/2021 CITI | 0.01% |
| DUKE ENERGY CORP 04.2000 06/15/2049 | 0.01% |
| EXELIXIS INC SEDOL 2576941 | 0.01% |
| GENERAL MOTORS FINL CO 04.3000 07/13/2025 | 0.01% |
| NZD/USD 01/20/2021 UBS | 0.01% |
| PENSKE TRUCK LEASING P/P 144A 03.9000 02/01/2024 | 0.01% |
| REPUBLIC OF VENEZUELA REGS 08.2500 10/13/2024 | 0.01% |
| STACR 2019-HQA1 M2 02.4980 02/25/2049 | 0.01% |
| WESTPAC BANKING CORP USD 04.4210 07/24/2039 | 0.01% |
| 0.90 R ISWP FWD US0003M P 03/17/2031 | 0.01% |
| ALIMEN COUCHE P/P 144A 02.9500 01/25/2030 | 0.01% |
| AUD/USD 01/20/2021 TDBK | 0.01% |
| CVS HEALTH CORP 03.7000 03/09/2023 | 0.01% |
| DH EUROPE FINANCE II USD 03.4000 11/15/2049 | 0.01% |
| DIAMONDBACK ENERGY INC 03.2500 12/01/2026 | 0.01% |
| ENBRIDGE INC USD 04.5000 06/10/2044 | 0.01% |
| FIDELITY NATIONAL INFORM 03.0000 08/15/2026 | 0.01% |
| KEURIG DR PEPPER INC 04.0570 05/25/2023 | 0.01% |
| NUTRIEN LTD USD 05.2500 01/15/2045 | 0.01% |
| AUD/USD 01/20/2021 CITI | 0.01% |
| CAD/USD 01/20/2021 UBS | 0.01% |
| CAS 2015-C02 1M2 04.1480 05/25/2025 | 0.01% |
| CAS 2016-C07 2M2 04.4980 05/25/2029 | 0.01% |
| IHS MARKIT LTD USD 04.7500 08/01/2028 | 0.01% |
| JPMORGAN CHASE & CO 06.1000 02/01/2049 | 0.01% |
| JPY/USD 02/17/2021 UBS | 0.01% |
| KRW/USD 02/17/2021 HSBCB | 0.01% |
| MONDELEZ INTERNATIONAL 02.1250 04/13/2023 | 0.01% |
| MOODY'S CORPORATION 02.5500 08/18/2060 | 0.01% |
| NZD/USD 01/20/2021 BCAP-FX | 0.01% |
| PETROBRAS GLOBAL FIN USD 05.2990 01/27/2025 | 0.01% |
| SEK/USD 03/17/2021 MSCIL | 0.01% |
| BGC PARTNERS INC 05.1250 05/27/2021 | 0.01% |
| BLACKSTONE HLDG FINA P/P 144A 01.6000 03/30/2031 | 0.01% |
| BMW US CAPITAL LLC P/P 144A 03.4000 08/13/2021 | 0.01% |
| CISCO SYSTEMS INC 05.9000 02/15/2039 | 0.01% |
| DUKE ENERGY INDIANA LLC 06.4500 04/01/2039 | 0.01% |
| ILS/USD 01/20/2021 SSBT | 0.01% |
| KRW/USD 02/17/2021 JPMCB | 0.01% |
| NUTRITION & BIO P/P 144A 03.4680 12/01/2050 | 0.01% |
| OTIS WORLDWIDE CORP 02.5650 02/15/2030 | 0.01% |
| QUEBECOR MEDIA INC USD 05.7500 01/15/2023 | 0.01% |
| REPUBLIC OF VENEZUELA REGS 09.0000 05/07/2023 | 0.01% |
| SEK/USD 03/17/2021 SSBT | 0.01% |
| SERVICE CORP INTL 03.3750 08/15/2030 | 0.01% |
| SGD/USD 02/17/2021 JPMCB | 0.01% |
| BANK OF MONTREAL USD 03.8030 12/15/2032 | 0.00% |
| CMB CMBX.NA.A.7 2047-01-17 200.0 01/17/2047 JP | 0.00% |
| CNH/USD 02/18/2021 GSFX | 0.00% |
| GBP/USD 03/17/2021 RBSF | 0.00% |
| IOS.FN30.350.12 R USL1M P 01/12/43 BC | 0.00% |
| KRAFT HEINZ FOODS CO P/P 144A 03.8750 05/15/2027 | 0.00% |
| PETROLEOS DE VEN P/P 144A 06.0000 11/15/2026 | 0.00% |
| US BANCORP 02.6250 01/24/2022 | 0.00% |
| VIACOMCBS INC 04.0000 01/15/2026 | 0.00% |
| WFRBS 2011-C5 XA IO P/P 144A 01.6726 11/15/2044 | 0.00% |
| BRL/USD 02/02/2021 GSFX | 0.00% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CS | 0.00% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CS | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.00% |
| COMCAST CORP 02.3500 01/15/2027 | 0.00% |
| COMCAST CORP 03.1500 03/01/2026 | 0.00% |
| ENRGY TRANS PT/REG FIN 05.8750 03/01/2022 | 0.00% |
| GBP/USD 03/17/2021 HSBCB | 0.00% |
| GENERAL MOTORS FINL CO 04.0000 01/15/2025 | 0.00% |
| GLOBAL PAYMENTS INC 04.0000 06/01/2023 | 0.00% |
| JPY/USD 02/17/2021 MSCIL | 0.00% |
| NOK/USD 03/17/2021 TDBK | 0.00% |
| OSHKOSH CORP 03.1000 03/01/2030 | 0.00% |
| PACIFIC GAS & ELECTRIC 02.1000 08/01/2027 | 0.00% |
| PROLOGIS LP 02.2500 04/15/2030 | 0.00% |
| PULTEGROUP INC 05.5000 03/01/2026 | 0.00% |
| RAYTHEON TECH CORP 04.1250 11/16/2028 | 0.00% |
| S&P GLOBAL INC 01.2500 08/15/2030 | 0.00% |
| SEK/USD 03/17/2021 BANKAM | 0.00% |
| SEK/USD 03/17/2021 UBS | 0.00% |
| BMW US CAPITAL LLC P/P 144A 03.9500 08/14/2028 | 0.00% |
| CAD/USD 01/20/2021 RBSF | 0.00% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 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-.12 2061-08-17 300.0 08/17/2061 CG | 0.00% |
| GBP/USD 03/17/2021 CITI | 0.00% |
| JPY/USD 02/17/2021 TDBK | 0.00% |
| NZD/USD 01/20/2021 CSI-FX | 0.00% |
| PROLOGIS LP 02.1250 04/15/2027 | 0.00% |
| SEK/USD 03/17/2021 JPMCB | 0.00% |
| 1.25 R ISWP FWD US0003M P 03/17/2051 | 0.00% |
| AMERICAN INTL GROUP 08.1750 05/15/2058 | 0.00% |
| CAD/USD 01/20/2021 PSBS | 0.00% |
| CAS 2017-C05 1M2A 02.3480 01/25/2030 | 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 JP | 0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | 0.00% |
| EUR/USD 03/17/2021 SSBT | 0.00% |
| GBP/USD 03/17/2021 BCAP-FX | 0.00% |
| ROYAL BANK OF CANADA USD 02.8000 04/29/2022 | 0.00% |
| 0.45 R ISWP FWD US0003M P 03/17/2026 | 0.00% |
| CAD/USD 01/20/2021 HSBCB | 0.00% |
| CHF/USD 03/17/2021 BANKAM | 0.00% |
| CHF/USD 03/17/2021 MSCIL | 0.00% |
| CHF/USD 03/17/2021 SSBT | 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 ML | 0.00% |
| CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 MS | 0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS | 0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 MS | 0.00% |
| CMB CMBX.NA.BB.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-.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% |
| DKK/USD 03/17/2021 CITI | 0.00% |
| DKK/USD 03/17/2021 SSBT | 0.00% |
| EUR/USD 03/17/2021 RBSF | 0.00% |
| GBP/USD 03/17/2021 GSFX | 0.00% |
| GBP/USD 03/17/2021 SSBT | 0.00% |
| NOK/USD 03/17/2021 GSFX | 0.00% |
| NOK/USD 03/17/2021 HSBCB | 0.00% |
| NOK/USD 03/17/2021 JPMCB | 0.00% |
| 0.25 R ISWP FWD US0003M P 03/17/2023 | 0.00% |
| CAD/USD 01/20/2021 JPMCB | 0.00% |
| CHF/USD 03/17/2021 RBSF | 0.00% |
| CHF/USD 03/17/2021 TDBK | 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 CG | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.00% |
| CMB CMBX.NA.BB.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.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 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 ML | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 CG | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 CG | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 JP | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 JP | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 JP | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 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-.12 2061-08-17 300.0 08/17/2061 CG | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 GS | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 JP | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 JP | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 JP | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 JP | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 MS | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 MS | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 MS | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 MS | 0.00% |
| CMB CMBX.NA.BBB-.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 CG | 0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 CS | 0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 JP | 0.00% |
| CMB CMBX.NA.BBB-.9 2058-09-17 300.0 09/17/2058 CG | 0.00% |
| CMB CMBX.NA.BBB-.9 2058-09-17 300.0 09/17/2058 ML | 0.00% |
| CMB CMBX.NA.BBB-.9 2058-09-17 300.0 09/17/2058 ML | 0.00% |
| CNH/USD 02/18/2021 JPMCB | 0.00% |
| CNH/USD 02/18/2021 WPAC | 0.00% |
| EUR/USD 03/17/2021 GSFX | 0.00% |
| EUR/USD 03/17/2021 WPAC | 0.00% |
| GBP/USD 03/17/2021 JPMCB | 0.00% |
| GBP/USD 03/17/2021 TDBK | 0.00% |
| GBP/USD 03/17/2021 WPAC | 0.00% |
| GLOW ENERGY PCL - FOREIGN SEDOL B074GX9 | 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 TDBK | 0.00% |
| HKD/USD 02/17/2021 UBS | 0.00% |
| NOK/USD 03/17/2021 MSCIL | 0.00% |
| NOK/USD 03/17/2021 SSBT | 0.00% |
| VIATRIS INC SEDOL BMWS3X9 | 0.00% |
| AUD/USD 01/20/2021 WPAC | -0.00% |
| CHF/USD 03/17/2021 CSI-FX | -0.00% |
| CHF/USD 03/17/2021 GSFX | -0.00% |
| CHF/USD 03/17/2021 JPMCB | -0.00% |
| CHF/USD 03/17/2021 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.7 2047-01-17 200.0 01/17/2047 CS | -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 GS | -0.00% |
| EUR/USD 03/17/2021 CSI-FX | -0.00% |
| EUR/USD 03/17/2021 UBS | -0.00% |
| INR/USD 02/17/2021 JPMCB | -0.00% |
| SEK/USD 03/17/2021 CITI | -0.00% |
| SEK/USD 03/17/2021 HSBCB | -0.00% |
| SEK/USD 03/17/2021 TDBK | -0.00% |
| TWD/USD 02/17/2021 JPMCB | -0.00% |
| CAD/USD 01/20/2021 CSI-FX | -0.00% |
| CHF/USD 03/17/2021 HSBCB | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.A.7 2047-01-17 200.0 01/17/2047 CS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 ML | -0.00% |
| CNH/USD 02/18/2021 BANKAM | -0.00% |
| CNH/USD 02/18/2021 HSBCB | -0.00% |
| EUR/USD 03/17/2021 BCAP-FX | -0.00% |
| GBP/USD 03/17/2021 UBS | -0.00% |
| INR/USD 02/17/2021 HSBCB | -0.00% |
| JPY/USD 02/17/2021 BCAP-FX | -0.00% |
| MXN/USD 01/20/2021 BANKAM | -0.00% |
| NZD/USD 01/20/2021 HSBCB | -0.00% |
| SEK/USD 03/17/2021 RBSF | -0.00% |
| TWD/USD 02/17/2021 GSFX | -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 CS | -0.00% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 MS | -0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| EUR/USD 03/17/2021 TDBK | -0.00% |
| GBP/USD 03/17/2021 CSI-FX | -0.00% |
| GBP/USD 03/17/2021 MSCIL | -0.00% |
| JPY/USD 02/17/2021 CITI | -0.00% |
| NOK/USD 03/17/2021 RBSF | -0.00% |
| NZD/USD 01/20/2021 TDBK | -0.00% |
| PLN/USD 03/17/2021 BCAP-FX | -0.00% |
| SEK/USD 03/17/2021 BCAP-FX | -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.10 2059-11-17 500.0 11/17/2059 JP | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS | -0.00% |
| CNH/USD 02/18/2021 SSBT | -0.00% |
| EUR/USD 03/17/2021 BANKAM | -0.00% |
| JPY/USD 02/17/2021 BANKAM | -0.00% |
| NZD/USD 01/20/2021 PSBS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| AUD/USD 01/20/2021 BANKAM | -0.01% |
| CAD/USD 01/20/2021 BANKAM | -0.01% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 JP | -0.01% |
| EUR/USD 03/17/2021 CITI | -0.01% |
| NZD/USD 01/20/2021 JPMCB | -0.01% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 MS | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% |
| JPY/USD 02/17/2021 HSBCB | -0.01% |
| JPY/USD 02/17/2021 WPAC | -0.01% |
| NZD/USD 01/20/2021 BANKAM | -0.01% |
| CAD/USD 01/20/2021 TDBK | -0.01% |
| NZD/USD 01/20/2021 WPAC | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% |
| NZD/USD 01/20/2021 CITI | -0.01% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CG | -0.02% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 CG | -0.02% |
| AUD/USD 01/20/2021 PSBS | -0.02% |
| JPY/USD 02/17/2021 GSFX | -0.02% |
| NZD/USD 01/20/2021 RBSF | -0.02% |
| JPY/USD 02/17/2021 RBSF | -0.02% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.02% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP | -0.03% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.03% |
| NZD/USD 01/20/2021 GSFX | -0.03% |
| IOS.FN30.400.10 P USL1M R 01/12/41 JP | -0.14% |
| FNMA FN30 TBA UMBS 01.5000 01/01/2051 | -1.21% |
| US 2YR NOTE (CBT) MAR21 TUH1 | -4.75% |
| RU10INTR P US0003M R 06/20/23 BA | -5.74% |
| JPN 10Y BOND(OSE) DEC20 JBZ0 | 31.48% |
|---|---|
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| US 10YR ULTRA FUT MAR21 UXYH1 | 17.74% |
| US LONG BOND(CBT) MAR21 USH1 | 16.39% |
| EURO-BUND FUTURE DEC20 RXZ0 | 11.55% |
| REPO TRIPA MORTG 0.09 12/01/2020 | 10.05% |
| EURO-BUXL 30Y BND DEC20 UBZ0 | 6.82% |
| MLFCF15 R US0003M P 06/20/23 BA | 5.52% |
| US 10YR NOTE (CBT)MAR21 TYH1 | 3.82% |
| FNMA FN30 TBA UMBS 02.0000 01/01/2051 | 3.74% |
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| FNMA FN30 TBA UMBS 02.5000 12/01/2050 | 2.52% |
| TREASURY BILL 00.0000 12/08/2020 | 2.28% |
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| L OREAL SEDOL 4057808 | 0.14% |
| NEW YORK LIFE INS P/P 144A 01.1000 05/05/2023 | 0.13% |
| HERMES INTERNATIONAL SEDOL 5253973 | 0.13% |
| INDUSTRIA DE DISENO TEXTIL SEDOL BP9DL90 | 0.13% |
| GOLDMAN SACHS GROUP INC 02.6000 12/27/2020 | 0.13% |
| CSMC 2016-NXSR C 04.5027 12/15/2049 | 0.13% |
| ELI LILLY & CO SEDOL 2516152 | 0.13% |
| JPMORGAN CHASE & CO 03.9640 11/15/2048 | 0.13% |
| THERMO FISHER SCIENTIFIC INC SEDOL 2886907 | 0.13% |
| UNITED MEXICAN STATES USD 05.5500 01/21/2045 | 0.13% |
| EQUITY RESIDENTIAL TR REIT | 0.13% |
| HUMANA INC SEDOL 2445063 | 0.12% |
| ITOCHU CORP SEDOL 6467803 | 0.12% |
| AMGEN INC SEDOL 2023607 | 0.12% |
| TPMT 2015-1 A2 P/P 144A 03.2500 10/25/2053 | 0.12% |
| LOEWS CORP SEDOL 2523022 | 0.12% |
| AT&T INC P/P 144A 03.5500 09/15/2055 | 0.12% |
| ERAC USA FINANCE LLC P/P 144A 07.0000 10/15/2037 | 0.11% |
| DBUBS 2011-LC3A D P/P 144A 05.5131 08/10/2044 | 0.11% |
| PARTNERS GROUP HOLDING AG SEDOL B119QG0 | 0.11% |
| SUMITOMO MITSUI FINANCIAL GR SEDOL 6563024 | 0.11% |
| IHS MARKIT LTD P/P 144A 04.7500 02/15/2025 | 0.11% |
| KDDI CORP SEDOL 6248990 | 0.11% |
| PEUGEOT SA SEDOL 7103526 | 0.11% |
| QUEST DIAGNOSTICS INC SEDOL 2702791 | 0.11% |
| BNP PARIBAS SEDOL 7309681 | 0.11% |
| C.H. ROBINSON WORLDWIDE INC SEDOL 2116228 | 0.11% |
| DAIKIN INDUSTRIES LTD SEDOL 6250724 | 0.11% |
| MSC 2012-C4 C P/P 144A 05.5992 03/15/2045 | 0.11% |
| TARGET CORP SEDOL 2259101 | 0.11% |
| BANCO BILBAO VIZCAYA ARGENTA SEDOL 5501906 | 0.10% |
| EFMT 2020-1 A1 02.0060 05/25/2065 | 0.10% |
| SPST 2020-2 A 00.9755 03/26/2021 | 0.10% |
| CARLSBERG AS-B SEDOL 4169219 | 0.10% |
| FACTSET RESEARCH SYSTEMS INC SEDOL 2329770 | 0.10% |
| AMDOCS LTD SEDOL 2256908 | 0.10% |
| CAS 2016-C02 1M2 06.1501 09/25/2028 | 0.10% |
| CISCO SYSTEMS INC 02.2000 02/28/2021 | 0.10% |
| COVESTRO AG SEDOL BYTBWY9 | 0.10% |
| F5 NETWORKS INC SEDOL 2427599 | 0.10% |
| AMERICAN HOME 4 RENT SEDOL BCF5RR9 | 0.10% |
| ANGLO AMER PLC SEDOL B1XZS82 | 0.10% |
| AVIVA PLC SEDOL 0216238 | 0.10% |
| ENEL SPA SEDOL 7144569 | 0.10% |
| MICROSOFT CORP 01.5500 08/08/2021 | 0.10% |
| CHEMED CORP SEDOL 2190084 | 0.10% |
| KONINKLIJKE AHOLD DELHAIZE N SEDOL BD0Q398 | 0.10% |
| MARSH & MCLENNAN COS SEDOL 2567741 | 0.10% |
| SKANDINAVISKA ENSKILDA BAN-A SEDOL 4813345 | 0.10% |
| APTARGROUP INC SEDOL 2045247 | 0.10% |
| ESSITY AKTIEBOLAG-B SEDOL BF1K7P7 | 0.10% |
| VERIZON COMM 04.3290 09/21/2028 | 0.10% |
| WOLTERS KLUWER SEDOL 5671519 | 0.10% |
| AT&T INC SEDOL 2831811 | 0.10% |
| HITACHI LTD SEDOL 6429104 | 0.10% |
| EQUITY COMMONWEALTH SEDOL BPH3N63 | 0.09% |
| JPMBB 2014-C22 XA IO 00.9825 09/15/2047 | 0.09% |
| MITSUBISHI UFJ FIN GRP USD 03.5350 07/26/2021 | 0.09% |
| SPY 20211015 P 275.00BANKAM | 0.09% |
| AUTOZONE INC SEDOL 2065955 | 0.09% |
| MSRR 2015-R4 CB1 00.9748 08/26/2047 | 0.09% |
| PETROLEOS MEXICANOS USD 05.9500 01/28/2031 | 0.09% |
| JPMORGAN CHASE & CO 03.3750 05/01/2023 | 0.09% |
| BRISTOL-MYERS 03.2500 02/20/2023 | 0.09% |
| KERING SEDOL 5505072 | 0.09% |
| JPMBB 2014-C22 C 04.7054 09/15/2047 | 0.09% |
| RELIANCE STEEL & ALUMINUM SEDOL 2729068 | 0.09% |
| WEC ENERGY GROUP INC SEDOL BYY8XK8 | 0.09% |
| INTERPUBLIC GROUP COS 04.6500 10/01/2028 | 0.08% |
| AMAZON.COM INC 03.3000 12/05/2021 | 0.08% |
| NIHON M&A CENTER INC SEDOL B1DN466 | 0.08% |
| TPAT 2018-SL1 A P/P 144A 00.7493 01/25/2046 | 0.08% |
| QIAGEN N.V. SEDOL BYXS688 | 0.08% |
| DBS GROUP HOLDINGS LTD SEDOL 6175203 | 0.08% |
| FNMA FN40 BF0171 UMBS 04.0000 01/01/2057 | 0.08% |
| TOKYO ELECTRON LTD SEDOL 6895675 | 0.08% |
| CHEVRON CORP | 0.08% |
| LAMB WESTON HOLDINGS P/P 144A 04.8750 11/01/2026 | 0.08% |
| HOYA CORP SEDOL 6441506 | 0.08% |
| SHIN-ETSU CHEMICAL CO LTD SEDOL 6804585 | 0.08% |
| ACCENTURE PLC-CL A SEDOL B4BNMY3 | 0.08% |
| CREDIT AGRICOLE SA SEDOL 7262610 | 0.08% |
| WOOLWORTHS GROUP LTD SEDOL 6981239 | 0.08% |
| ABBVIE INC 03.2000 11/21/2029 | 0.08% |
| SIRIUS XM RADIO INC P/P 144A 05.0000 08/01/2027 | 0.08% |
| SPY 20210917 P 270.00JPMCB | 0.08% |
| WAMU 2005-AR12 1A8 02.9383 10/25/2035 | 0.08% |
| GOODMAN GROUP SEDOL B03FYZ4 | 0.08% |
| CRH PLC SEDOL 4182249 | 0.07% |
| GOLDMAN SACHS GROUP INC 03.8500 01/26/2027 | 0.07% |
| MORGAN STANLEY 03.6250 01/20/2027 | 0.07% |
| SPY 20210820 P 275.00CITI | 0.07% |
| CIT GROUP INC. 05.2500 03/07/2025 | 0.07% |
| DEUTSCHE BOERSE AG SEDOL 7021963 | 0.07% |
| FORTESCUE METALS GROUP LTD SEDOL B2B2B49 | 0.07% |
| ORIX CORP SEDOL 6661144 | 0.07% |
| QORVO INC SEDOL BR9YYP4 | 0.07% |
| VOLKSWAGEN AG PFD SEDOL 5497168 | 0.07% |
| ZOETIS INC SEDOL B95WG16 | 0.07% |
| SHIONOGI & CO LTD SEDOL 6804682 | 0.07% |
| WH GROUP LTD SEDOL BLLHKZ1 | 0.07% |
| BHP GROUP PLC SEDOL BH0P3Z9 | 0.07% |
| NEWMARKET CORP SEDOL B01CGF1 | 0.07% |
| NEXON CO LTD SEDOL B63QM77 | 0.07% |
| CF INDUSTRIES INC P/P 144A 04.5000 12/01/2026 | 0.07% |
| ASML HOLDING NV SEDOL B929F46 | 0.07% |
| CK ASSET HOLDINGS LTD SEDOL BYZQ077 | 0.07% |
| DIASORIN SPA SEDOL B234WN9 | 0.07% |
| PETROBRAS GLOBAL FINANCE USD 07.3750 01/17/2027 | 0.07% |
| STANDARD IND INC P/P 144A 05.0000 02/15/2027 | 0.07% |
| ATLAS COPCO AB-A SHS SEDOL BD97BN2 | 0.07% |
| BANK OF AMERICA CORP 06.1000 12/29/2049 | 0.07% |
| LEGRAND SA SEDOL B11ZRK9 | 0.07% |
| 3I GROUP PLC SEDOL B1YW440 | 0.06% |
| NIPPON TELEGRAPH & TELEPHONE SEDOL 6641373 | 0.06% |
| HILTON WORLDWIDE FIN LLC 04.8750 04/01/2027 | 0.06% |
| JPMORGAN CHASE & CO 01.2210 05/15/2047 | 0.06% |
| LOGITECH INTERNATIONAL-REG SEDOL B18ZRK2 | 0.06% |
| ADECCO GROUP AG-REG SEDOL 7110720 | 0.06% |
| FIAT CHRYSLER AUTOMOBILES NV SEDOL BRJFWP3 | 0.06% |
| ORACLE CORP 02.5000 05/15/2022 | 0.06% |
| PETROBRAS GLOBAL FIN USD 05.9990 01/27/2028 | 0.06% |
| WFRBS 2013-UBS1 AS 04.3060 03/15/2046 | 0.06% |
| APPLE INC 02.8500 05/06/2021 | 0.06% |
| COMPASS GROUP PLC SEDOL BD6K457 | 0.06% |
| LVMH MOET HENNESSY LOUIS VUI SEDOL 4061412 | 0.06% |
| NOMURA RESEARCH INSTITUTE LT SEDOL 6390921 | 0.06% |
| E.ON SE SEDOL 4942904 | 0.06% |
| PROLOGIS INC SEDOL B44WZD7 | 0.06% |
| SARTORIUS STEDIM BIOTECH SEDOL BYZ2QP5 | 0.06% |
| BROADCOM INC 04.1500 11/15/2030 | 0.06% |
| COMM 2014-UBS6 C 04.5942 12/10/2047 | 0.06% |
| UNITEDHEALTH GROUP INC 03.8500 06/15/2028 | 0.06% |
| AIR LEASE CORP 04.6250 10/01/2028 | 0.06% |
| CAS 2016-C04 1M2 04.4001 01/25/2029 | 0.06% |
| EUR/USD 12/16/2020 HSBCB | 0.06% |
| VERTEX PHARMACEUTICALS INC SEDOL 2931034 | 0.06% |
| ACTIVISION BLIZZARD INC SEDOL 2575818 | 0.06% |
| BANK OF MONTREAL USD 03.1000 04/13/2021 | 0.06% |
| BRISTOL-MYERS 03.2500 08/15/2022 | 0.06% |
| BRITISH AMERICAN TOBACCO PLC SEDOL 0287580 | 0.06% |
| GOLDMAN SACHS GROUP INC 05.7500 01/24/2022 | 0.06% |
| VIDEOTRON LTD / LTEE P/P 144A 05.1250 04/15/2027 | 0.06% |
| VOLVO AB-B SHS SEDOL B1QH830 | 0.06% |
| CHENIERE CORP CHRIST 05.1250 06/30/2027 | 0.06% |
| GLAXOSMITHKLINE PLC SEDOL 0925288 | 0.06% |
| ORACLE CORP SEDOL 2661568 | 0.06% |
| BRAMBLES LTD SEDOL B1FJ0C0 | 0.06% |
| CAS 2017-C02 2M2 03.8001 09/25/2029 | 0.06% |
| M3 INC SEDOL B02K2M3 | 0.06% |
| PORSCHE AUTOMOBIL HLDG-PRF SEDOL 7101069 | 0.06% |
| COMCAST CORP 06.5000 11/15/2035 | 0.05% |
| FAIRFAX US INC P/P 144A 04.8750 08/13/2024 | 0.05% |
| KBC GROUP NV SEDOL 4497749 | 0.05% |
| LEGAL & GENERAL GROUP PLC SEDOL 0560399 | 0.05% |
| ORACLE CORP 02.6500 07/15/2026 | 0.05% |
| SALESFORCE.COM INC 03.7000 04/11/2028 | 0.05% |
| APPLE INC 03.8500 05/04/2043 | 0.05% |
| DNB NOR ASA SEDOL 4263304 | 0.05% |
| REPUBLIC OF PERU USD 02.3920 01/23/2026 | 0.05% |
| SCHNEIDER NATIONAL INC-CL B SEDOL BYVN953 | 0.05% |
| WATSCO INC SEDOL 2943039 | 0.05% |
| BANK LEUMI LE-ISRAEL SEDOL 6076425 | 0.05% |
| ORACLE CORP 03.6250 07/15/2023 | 0.05% |
| T-MOBILE USA INC P/P 144A 03.7500 04/15/2027 | 0.05% |
| TOTAL SE SEDOL B15C557 | 0.05% |
| AGL ENERGY LTD SEDOL BSS7GP5 | 0.05% |
| ASTRAZENECA PLC SEDOL 0989529 | 0.05% |
| BMW US CAPITAL LLC P/P 144A 02.0000 04/11/2021 | 0.05% |
| FHMS K114 XAM IO 01.4363 06/25/2030 | 0.05% |
| GSMS 2014-GC22 XA IO 01.1372 06/10/2047 | 0.05% |
| ITOCHU TECHNO-SOLUTIONS CORP SEDOL 6200194 | 0.05% |
| LASERTEC CORP SEDOL 6506267 | 0.05% |
| ARES CAPITAL CORP 03.8750 01/15/2026 | 0.05% |
| BANK OF NOVA SCOTIA USD 02.0000 11/15/2022 | 0.05% |
| CHARTER COMM OPT LLC 06.4840 10/23/2045 | 0.05% |
| COMM 2015-LC19 B 03.8290 02/10/2048 | 0.05% |
| EIFFAGE SEDOL B13X013 | 0.05% |
| FUJITSU LTD SEDOL 6356945 | 0.05% |
| NITTO DENKO CORP SEDOL 6641801 | 0.05% |
| PANDORA A/S SEDOL B44XTX8 | 0.05% |
| APPLE INC 00.7500 05/11/2023 | 0.05% |
| BIOGEN INC SEDOL 2455965 | 0.05% |
| BLACK KNIGHT INC SEDOL BDG75V1 | 0.05% |
| COMM 2014-LC15 XA IO 01.2544 04/10/2047 | 0.05% |
| FAIRFAX FINL HLDGS USD 04.8500 04/17/2028 | 0.05% |
| REPUBLIC SERVICES INC SEDOL 2262530 | 0.05% |
| SNAM SPA SEDOL 7251470 | 0.05% |
| SUMITOMO MITSUI TRUST HOLDIN SEDOL 6431897 | 0.05% |
| AT&T INC 04.1000 02/15/2028 | 0.05% |
| DAIWA HOUSE INDUSTRY CO LTD SEDOL 6251363 | 0.05% |
| DIGITAL REALTY TRUST LP 04.4500 07/15/2028 | 0.05% |
| FAURECIA SEDOL 4400446 | 0.05% |
| MSBAM 2014-C17 C 04.6367 08/15/2047 | 0.05% |
| SPST 2020-6 A 01.9001 09/07/2021 | 0.05% |
| OTSUKA CORP SEDOL 6267058 | 0.05% |
| SPST 2020-WL1 A 01.3001 06/25/2051 | 0.05% |
| WFCM 2013-LC12 C 04.4100 07/15/2046 | 0.05% |
| AENA SME SA SEDOL BVRZ8L1 | 0.05% |
| CAD/USD 01/20/2021 CITI | 0.05% |
| COMM 2014-CR19 AM 04.0800 08/10/2047 | 0.05% |
| MRAIT 2020-11 A1X 01.9000 04/23/2021 | 0.05% |
| SAIL 2004-10 A10 01.0501 11/25/2034 | 0.05% |
| SPST 2020-13 A 01.6501 10/10/2021 | 0.05% |
| SPST 2020-15 A 01.5201 12/10/2021 | 0.05% |
| WALT DISNEY CO/THE SEDOL 2270726 | 0.05% |
| SHELL INTERNATIONAL FIN USD 02.8750 05/10/2026 | 0.04% |
| AMAZON.COM INC 03.1500 08/22/2027 | 0.04% |
| AMERICAN EXPRESS COMPANY 02.6500 12/02/2022 | 0.04% |
| ASSOCIATED BRITISH FOODS PLC SEDOL 0673123 | 0.04% |
| CITIGROUP INC 04.5000 01/14/2022 | 0.04% |
| COMM 2014-CR17 C 04.9448 05/10/2047 | 0.04% |
| ECOLAB INC 02.7000 11/01/2026 | 0.04% |
| JPMBB 2015-C29 B 04.1180 05/15/2048 | 0.04% |
| MICROCHIP TECH INC 04.3330 06/01/2023 | 0.04% |
| NRG ENERGY INC P/P 144A 04.4500 06/15/2029 | 0.04% |
| ONCOR ELECTRIC DELIV 03.7500 04/01/2045 | 0.04% |
| SAMI 2007-AR7 1A1 01.0001 05/25/2047 | 0.04% |
| SPY 20210716 P 255.00CITI | 0.04% |
| WILMAR INTERNATIONAL LTD SEDOL B17KC69 | 0.04% |
| BRISTOL-MYERS 02.2500 08/15/2021 | 0.04% |
| KOITO MANUFACTURING CO LTD SEDOL 6496324 | 0.04% |
| MSC 2011-C3 B P/P 144A 05.4191 07/15/2049 | 0.04% |
| ORACLE CORP 01.9000 09/15/2021 | 0.04% |
| REGENERON PHARMACEUTICALS SEDOL 2730190 | 0.04% |
| WFRBS 2013-C16 AS 04.6680 09/15/2046 | 0.04% |
| AMGEN INC 02.6000 08/19/2026 | 0.04% |
| AURIZON HOLDINGS LTD SEDOL B87CVM3 | 0.04% |
| BROADCOM CRP / CAYM 03.5000 01/15/2028 | 0.04% |
| CANTOR FITZGERALD LP P/P 144A 06.5000 06/17/2022 | 0.04% |
| COCA-COLA HBC AG-DI SEDOL B9895B7 | 0.04% |
| ENI SPA SEDOL 7145056 | 0.04% |
| ENTERPRISE PRODUCTS OPER 04.2500 02/15/2048 | 0.04% |
| HIKMA PHARMACEUTICALS PLC SEDOL B0LCW08 | 0.04% |
| HONEYWELL INTL 03.8120 11/21/2047 | 0.04% |
| MORGAN STANLEY 04.3750 01/22/2047 | 0.04% |
| NOVARTIS CAPITAL CORP 04.0000 11/20/2045 | 0.04% |
| UNILEVER PLC SEDOL B10RZP7 | 0.04% |
| COMM 2014-UBS6 XA IO 01.0361 12/10/2047 | 0.04% |
| GNR 2013-99 AS IO 05.9035 06/20/2043 | 0.04% |
| SHRP 2020-1 NOTE 03.1091 07/25/2024 | 0.04% |
| SWISS RE TREAS P/P 144A 04.2500 12/06/2042 | 0.04% |
| AIR LEASE CORP 03.2500 10/01/2029 | 0.04% |
| CIGNA CORP 03.9000 02/15/2022 | 0.04% |
| CMLTI 2005-2 1A2A 03.5546 05/25/2035 | 0.04% |
| ING GROEP NV-CVA SEDOL 7154182 | 0.04% |
| AMERICAN TOWER CORPORATION 02.7500 01/15/2027 | 0.04% |
| BOC HONG KONG HOLDINGS LTD SEDOL 6536112 | 0.04% |
| CGCMT 2013-GC11 B 03.7320 04/10/2046 | 0.04% |
| CK HUTCHISON HOLDINGS LTD SEDOL BW9P816 | 0.04% |
| GOLDMAN SACHS GROUP INC 02.6000 02/07/2030 | 0.04% |
| ROMANIA P/P 144A 03.0000 02/14/2031 | 0.04% |
| SUN HUNG KAI PROPERTIES SEDOL 6859927 | 0.04% |
| ZURICH INSURANCE GROUP AG SEDOL 5983816 | 0.04% |
| CONCHO RESOURCES INC 03.7500 10/01/2027 | 0.04% |
| GLENCORE FUNDING LLC P/P 144A 04.0000 04/16/2025 | 0.04% |
| HENDERSON LAND DEVELOPMENT SEDOL 6420538 | 0.04% |
| NEUBERGER BERMAN GRP P/P 144A 04.8750 04/15/2045 | 0.04% |
| REPUBLICA ORIENT URUGUAY USD 07.6250 03/21/2036 | 0.04% |
| SINGAPORE EXCHANGE LTD SEDOL 6303866 | 0.04% |
| TARGA RESOURCES PART 05.0000 01/15/2028 | 0.04% |
| WALT DISNEY COMPANY 07.7500 12/01/2045 | 0.04% |
| AES CORP/THE P/P 144A 02.4500 01/15/2031 | 0.04% |
| ARKEMA SEDOL B0Z5YZ2 | 0.04% |
| CHARTER COMM OPT LLC 05.3750 05/01/2047 | 0.04% |
| FAIR ISAAC CORP SEDOL 2330299 | 0.04% |
| KOSE CORP SEDOL 6194468 | 0.04% |
| TELSTRA CORP LTD SEDOL 6087289 | 0.04% |
| AMGEN INC 04.6630 06/15/2051 | 0.04% |
| CGCMT 2014-GC19 X IO 01.3097 03/10/2047 | 0.04% |
| KONINKLIJKE DSM NV SEDOL B0HZL93 | 0.04% |
| SILGAN HOLDINGS INC SEDOL 2809324 | 0.04% |
| BANK OF AMERICA CORP 03.2480 10/21/2027 | 0.04% |
| CAPGEMINI SE SEDOL 4163437 | 0.04% |
| CHUGAI PHARMACEUTICAL CO LTD SEDOL 6196408 | 0.04% |
| CITIGROUP INC 03.6680 07/24/2028 | 0.04% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 CS | 0.04% |
| COMMONWEALTH BK AUST P/P 144A 03.1500 09/19/2027 | 0.04% |
| DAITO TRUST CONSTRUCT CO LTD SEDOL 6250508 | 0.04% |
| ENERGY TRANSFER OPERATNG 06.6250 02/15/2028 | 0.04% |
| HOSHIZAKI CORP SEDOL B3FF8W8 | 0.04% |
| LAFARGEHOLCIM LTD-REG SEDOL 7110753 | 0.04% |
| SUNDRUG CO LTD SEDOL 6817895 | 0.04% |
| BANK 2017-BNK8 B 04.0631 11/15/2050 | 0.03% |
| BHP GROUP LTD SEDOL 6144690 | 0.03% |
| CHEVRON CORP 02.1000 05/16/2021 | 0.03% |
| CLP HOLDINGS LTD SEDOL 6097017 | 0.03% |
| COLES GROUP LTD SEDOL BYWR0T5 | 0.03% |
| EQT CORP SEDOL 2319414 | 0.03% |
| EQUINIX INC. 02.9000 11/18/2026 | 0.03% |
| KINDER MORGAN INC 03.1500 01/15/2023 | 0.03% |
| NOMURA REAL ESTATE HOLDINGS SEDOL B1CWJM5 | 0.03% |
| OMNICOM GP/OMNICOM CAP 03.6000 04/15/2026 | 0.03% |
| AT&T INC 04.7500 05/15/2046 | 0.03% |
| BERKELEY GROUP HOLDINGS/THE SEDOL B02L3W3 | 0.03% |
| BERKSHIRE HATHAWAY FIN 02.8500 10/15/2050 | 0.03% |
| CAS 2019-HRP1 M2 02.3001 11/25/2039 | 0.03% |
| DOW CHEMICAL CO/THE 03.5000 10/01/2024 | 0.03% |
| GEORGIA-PACIFIC LLC P/P 144A 02.1000 04/30/2027 | 0.03% |
| GSMS 2015-GC32 AS 04.0180 07/10/2048 | 0.03% |
| MAGELLAN FINANCIAL GROUP LTD SEDOL B015YX4 | 0.03% |
| MSBAM 2012-C5 E P/P 144A 04.8309 08/15/2045 | 0.03% |
| ODAKYU ELECTRIC RAILWAY CO SEDOL 6656106 | 0.03% |
| SPY 20210618 P 250.00JPMCB | 0.03% |
| TAYLOR WIMPEY PLC SEDOL 0878230 | 0.03% |
| TOSHIBA CORP SEDOL 6897217 | 0.03% |
| UBSBB 2012-C2 D P/P 144A 05.0451 05/10/2063 | 0.03% |
| VIACOMCBS INC 04.2000 06/01/2029 | 0.03% |
| COMM 2012-LC4 C 05.7198 12/10/2044 | 0.03% |
| COMPAGNIE DE SAINT-GOBAIN SEDOL 7380482 | 0.03% |
| ENERGY TRANSFER OPERA 05.8750 01/15/2024 | 0.03% |
| ERAC USA FINANCE LLC P/P 144A 05.6250 03/15/2042 | 0.03% |
| GJENSIDIGE FORSIKRING ASA SEDOL B4PH0C5 | 0.03% |
| ICL GROUP LTD SEDOL 6455530 | 0.03% |
| SUZUKEN CO LTD SEDOL 6865560 | 0.03% |
| TRANSCANADA TRUST USD 05.3000 03/15/2077 | 0.03% |
| CITIGROUP INC 04.6000 03/09/2026 | 0.03% |
| COMM 2014-UBS2 B 04.7010 03/10/2047 | 0.03% |
| FIDELITY NATL INFO SERV 03.7500 05/21/2029 | 0.03% |
| GSMS 2017-GS7 AS 03.6630 08/10/2050 | 0.03% |
| JPMORGAN CHASE & CO 04.6000 02/01/2025 | 0.03% |
| MICHELIN (CGDE) SEDOL 4588364 | 0.03% |
| MORGAN STANLEY 05.5000 07/28/2021 | 0.03% |
| AMAZON.COM INC. 02.5000 11/29/2022 | 0.03% |
| BRISTOL-MYERS SQUIBB CO 01.4500 11/13/2030 | 0.03% |
| BROTHER INDUSTRIES LTD SEDOL 6146500 | 0.03% |
| CITIGROUP INC 04.4500 09/29/2027 | 0.03% |
| FERRARI NV SEDOL BD6G507 | 0.03% |
| GSMS 2013-GCJ14 B P/P 144A 04.9013 08/10/2046 | 0.03% |
| GSMS 2019-GC42 AS 03.2117 09/01/2052 | 0.03% |
| MWST 2020-1 A 01.0501 10/25/2053 | 0.03% |
| OBAYASHI CORP SEDOL 6656407 | 0.03% |
| OSHKOSH CORP 04.6000 05/15/2028 | 0.03% |
| WFRBS 2011-C3 D P/P 144A 05.8420 03/15/2044 | 0.03% |
| WFRBS 2012-C6 D P/P 144A 05.7651 04/15/2045 | 0.03% |
| A2 MILK CO LTD SEDOL 6287250 | 0.03% |
| ASTELLAS PHARMA INC SEDOL 6985383 | 0.03% |
| DUKE REALTY CORP SEDOL 2284084 | 0.03% |
| FISERV INC 04.2000 10/01/2028 | 0.03% |
| GNR 2017-H22 EI IO 01.7685 10/20/2067 | 0.03% |
| HIKARI TSUSHIN INC SEDOL 6416322 | 0.03% |
| INTERCONTINENTALEXCHANGE 02.6500 09/15/2040 | 0.03% |
| ISRAEL DISCOUNT BANK -A SEDOL 6451271 | 0.03% |
| KEURIG DR PEPPER INC 04.4170 05/25/2025 | 0.03% |
| MODERNA INC SEDOL BGSXTS3 | 0.03% |
| MSBAM 2014-C14 C 05.2187 02/15/2047 | 0.03% |
| PERSIMMON PLC SEDOL 0682538 | 0.03% |
| PETROLEOS MEXICANOS USD 06.5000 03/13/2027 | 0.03% |
| STARBUCKS CORP SEDOL 2842255 | 0.03% |
| WELLS FARGO & COMPANY 05.8750 12/29/2049 | 0.03% |
| BBCMS 2019-C3 B 04.0960 05/15/2052 | 0.03% |
| EUR/USD 12/16/2020 JPMCB | 0.03% |
| FINECOBANK SPA SEDOL BNGN9Z1 | 0.03% |
| GENERAL MOTORS FINL CO 04.0000 10/06/2026 | 0.03% |
| GLOBAL PAYMENTS INC 02.9000 05/15/2030 | 0.03% |
| GNR 2015-H26 DI IO 01.8686 10/20/2065 | 0.03% |
| HUNTINGTON BANCSHARES 04.3500 02/04/2023 | 0.03% |
| JPMBB 2013-C12 B 04.2360 07/15/2045 | 0.03% |
| ORACLE CORP 02.5000 10/15/2022 | 0.03% |
| STANLEY ELECTRIC CO LTD SEDOL 6841106 | 0.03% |
| UNITEDHEALTH GROUP INC 02.0000 05/15/2030 | 0.03% |
| WEST JAPAN RAILWAY CO SEDOL 6957995 | 0.03% |
| WESTPAC BANKING CORP USD 02.9630 11/16/2040 | 0.03% |
| AMERICAN ELECTRIC POWER 04.3000 12/01/2028 | 0.03% |
| AUTO TRADER GROUP PLC SEDOL BVYVFW2 | 0.03% |
| CELANESE US HOLDINGS LLC 04.6250 11/15/2022 | 0.03% |
| CVS HEALTH CORP 04.7800 03/25/2038 | 0.03% |
| DIGITAL REALTY TRUST LP 04.7500 10/01/2025 | 0.03% |
| ELISA OYJ SEDOL 5701513 | 0.03% |
| FHMS K087 X1 IO 00.5098 12/25/2028 | 0.03% |
| NORTHROP GRUMMAN CORP 03.2500 01/15/2028 | 0.03% |
| ONO PHARMACEUTICAL CO LTD SEDOL 6660107 | 0.03% |
| RYOHIN KEIKAKU CO LTD SEDOL 6758455 | 0.03% |
| CAS 2014-C02 1M2 02.7501 05/25/2024 | 0.03% |
| COX COMM INC P/P 144A 02.9500 10/01/2050 | 0.03% |
| ERAC USA FINANCE LLC P/P 144A 04.5000 02/15/2045 | 0.03% |
| KNORR-BREMSE AG SEDOL BD2P9X9 | 0.03% |
| MSBAM 2013-C8 B 03.6941 12/15/2048 | 0.03% |
| THE AES CORPORATION 05.1250 09/01/2027 | 0.03% |
| TORONTO-DOMINION BANK USD 03.6250 09/15/2031 | 0.03% |
| AGILENT TECHNOLOGIES INC SEDOL 2520153 | 0.02% |
| BT GROUP PLC SEDOL 3091357 | 0.02% |
| CAS 2016-C01 2M2 07.1001 08/25/2028 | 0.02% |
| CAS 2016-C05 2M2 04.6001 01/25/2029 | 0.02% |
| DUKE ENERGY CORP 03.1500 08/15/2027 | 0.02% |
| EQUINIX INC 03.2000 11/18/2029 | 0.02% |
| HCA INC 04.1250 06/15/2029 | 0.02% |
| JAPAN AIRLINES CO LTD SEDOL B8BRV46 | 0.02% |
| KEURIG DR PEPPER INC 04.5970 05/25/2028 | 0.02% |
| KINDER MORGAN ENER PART 03.4500 02/15/2023 | 0.02% |
| KOBE BUSSAN CO LTD SEDOL B14RJB7 | 0.02% |
| L3HARRIS TECH INC 03.8500 12/15/2026 | 0.02% |
| MSBAM 2014-C15 A4 04.0510 04/15/2047 | 0.02% |
| RECRUIT HOLDINGS CO LTD SEDOL BQRRZ00 | 0.02% |
| SWISS LIFE HOLDING AG-REG SEDOL 7437805 | 0.02% |
| TRUIST FINANCIAL CORP 04.8000 12/31/2099 | 0.02% |
| ZOETIS INC 02.0000 05/15/2030 | 0.02% |
| 0.70 R ISWP FWD US0003M P 12/16/2030 | 0.02% |
| ACS ACTIVIDADES SEDOL B01FLQ6 | 0.02% |
| CD 2017-CD6 AM 03.7090 11/13/2050 | 0.02% |
| CVS HEALTH CORP 03.7000 03/09/2023 | 0.02% |
| DIRECT LINE INSURANCE GROUP SEDOL BY9D0Y1 | 0.02% |
| ENBRIDGE INC USD 04.2500 12/01/2026 | 0.02% |
| EQUITY LIFESTYLE PROPERTIES SEDOL 2563125 | 0.02% |
| JOHNSON CONTROLS INTL PL 04.9500 07/02/2064 | 0.02% |
| MSBAM 2012-C6 AS 03.4760 11/15/2045 | 0.02% |
| VIACOMCBS INC 02.9000 01/15/2027 | 0.02% |
| AMUNDI SA SEDOL BYZR014 | 0.02% |
| CIGNA CORP 03.7500 07/15/2023 | 0.02% |
| HYATT HOTELS CORP 04.8500 03/15/2026 | 0.02% |
| INTL FLAVOR & FRAGRANCES 04.4500 09/26/2028 | 0.02% |
| JPMCC 2013-C16 AS 04.5169 12/15/2046 | 0.02% |
| MERCK & CO INC 03.7000 02/10/2045 | 0.02% |
| MSBAM 2014-C16 AS 04.0940 06/15/2047 | 0.02% |
| MSBAM 2015-C24 B 04.4870 05/15/2048 | 0.02% |
| PETROBRAS GLOBAL FINANCE USD 06.1250 01/17/2022 | 0.02% |
| UNITED THERAPEUTICS CORP SEDOL 2430412 | 0.02% |
| US BANCORP 02.9500 07/15/2022 | 0.02% |
| YANGZIJIANG SHIPBUILDING SEDOL B1VT035 | 0.02% |
| CAS 2015-C03 2M2 05.1501 07/25/2025 | 0.02% |
| CDX CDX.NA.IG.35 100.0 12/20/2025 | 0.02% |
| CROWN CASTLE INTL CORP 03.7000 06/15/2026 | 0.02% |
| EUR/USD 12/16/2020 MSCIL | 0.02% |
| FHMS K104 XAM 01.3839 01/25/2030 | 0.02% |
| FISHER PAYKEL SEDOL 6340250 | 0.02% |
| GALAPAGOS NV SEDOL B07Q2V5 | 0.02% |
| GSMS 2012-GC6 AS P/P 144A 04.9480 01/12/2045 | 0.02% |
| WFRBS 2013-C11 C 04.3417 03/15/2045 | 0.02% |
| ALEXION PHARMACEUTICALS INC SEDOL 2036070 | 0.02% |
| CBRE SERVICES INC 04.8750 03/01/2026 | 0.02% |
| CGCMT 2013-GC17 C 05.2607 11/10/2046 | 0.02% |
| COMCAST CORP 03.9690 11/01/2047 | 0.02% |
| COMCAST CORPORATION 03.3750 02/15/2025 | 0.02% |
| COMM 2014-UBS3 B 04.3130 06/10/2047 | 0.02% |
| GNR 2017-162 QI IO 05.0000 10/11/2047 | 0.02% |
| MARRIOTT INTERNATIONAL 04.6250 06/15/2030 | 0.02% |
| MSC 2016-BNK2 AS 03.2820 11/15/2049 | 0.02% |
| SPECTRA ENERGY PARTNERS 03.3750 10/15/2026 | 0.02% |
| T-MOBILE USA INC P/P 144A 03.8750 04/15/2030 | 0.02% |
| WFRBS 2012-C10 XA IO P/P 144A 01.6721 12/15/2045 | 0.02% |
| APPLE INC 04.3750 05/13/2045 | 0.02% |
| DUKE ENERGY OHIO INC 03.6500 02/01/2029 | 0.02% |
| FHMS K108 X1 IO 01.8099 03/25/2030 | 0.02% |
| FHMS KW01 X1 IO 01.1064 01/25/2026 | 0.02% |
| GSAA 2007-6 1A1 00.2701 05/25/2047 | 0.02% |
| HANKYU HANSHIN HOLDINGS INC SEDOL 6408664 | 0.02% |
| KAKAKU.COM INC SEDOL 6689533 | 0.02% |
| KINDER MORGAN ENER PART 05.4000 09/01/2044 | 0.02% |
| NUTRIEN LTD. USD 04.2000 04/01/2029 | 0.02% |
| ROYAL BANK OF CANADA USD 04.6500 01/27/2026 | 0.02% |
| STACR 2020-HQA1 M2 02.0501 01/25/2050 | 0.02% |
| VERIZON COMMUNICATIONS 05.2500 03/16/2037 | 0.02% |
| WAMU 2005-AR10 1A3 03.0373 09/25/2035 | 0.02% |
| WFCM 2015-NXS3 AS 03.9720 09/15/2057 | 0.02% |
| WFCM 2018-C48 B 04.9040 01/15/2052 | 0.02% |
| WFCM 2019-C49 AS 04.2440 03/15/2052 | 0.02% |
| ZOETIS INC 03.9000 08/20/2028 | 0.02% |
| CROWN CASTLE INTL CORP 03.6500 09/01/2027 | 0.02% |
| CWALT 2007-OH1 A1D 00.3601 04/25/2047 | 0.02% |
| DUKE ENERGY PROGRESS LLC 03.3750 09/01/2023 | 0.02% |
| ENERGY TRANSFER OPERATNG 03.7500 05/15/2030 | 0.02% |
| EOG RESOURCES INC 02.6250 03/15/2023 | 0.02% |
| FHMS K740 X1 00.7612 09/25/2027 | 0.02% |
| FHR 3829 AS IO 06.8091 03/15/2041 | 0.02% |
| NZD/USD 01/20/2021 UBS | 0.02% |
| PFIZER INC 03.0000 12/15/2026 | 0.02% |
| REGIONS FINANCIAL CORP 02.7500 08/14/2022 | 0.02% |
| SOHGO SECURITY SERVICES CO SEDOL 6546359 | 0.02% |
| SPY 20210521 P 235.00BANKAM | 0.02% |
| WESTROCK MWV LLC 08.2000 01/15/2030 | 0.02% |
| WFRBS 2013-C12 AS 03.5600 03/15/2048 | 0.02% |
| ANHEUSER-BUSCH INBEV WOR 04.7500 01/23/2029 | 0.02% |
| AUD/USD 01/20/2021 UBS | 0.02% |
| CAS 2014-C04 1M2 05.0501 11/25/2024 | 0.02% |
| CISCO SYSTEMS INC 02.5000 09/20/2026 | 0.02% |
| GNR 2016-123 LI IO 03.5000 03/20/2044 | 0.02% |
| IPALCO ENTPRS IN 03.7000 09/01/2024 | 0.02% |
| METTLER-TOLEDO INTERNATIONAL SEDOL 2126249 | 0.02% |
| MLMI 2005-A2 A2 03.7900 02/25/2035 | 0.02% |
| ORACLE CORP 04.0000 11/15/2047 | 0.02% |
| PEPTIDREAM INC SEDOL B97SH97 | 0.02% |
| REPUBLIC OF PERU USD 05.6250 11/18/2050 | 0.02% |
| T-MOBILE USA INC P/P 144A 02.2500 11/15/2031 | 0.02% |
| TERMINIX GLOBAL HOLDINGS INC SEDOL BMD3QK1 | 0.02% |
| VIATRIS INC P/P 144A 02.3000 06/22/2027 | 0.02% |
| WILLIS TOWERS WATSON PLC USD 05.7500 03/15/2021 | 0.02% |
| ANHEUSER-BUSCH INBEV WOR 05.5500 01/23/2049 | 0.02% |
| CAS 2017-C01 1M2 03.7001 07/25/2029 | 0.02% |
| CHARTER COMM OPT LLC/CAP 03.7500 02/15/2028 | 0.02% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS | 0.02% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | 0.02% |
| COMM 2013-CR11 XA IO 01.0866 08/10/2050 | 0.02% |
| HARGREAVES LANSDOWN PLC SEDOL B1VZ0M2 | 0.02% |
| L3HARRIS TECH INC 04.4000 06/15/2028 | 0.02% |
| MITSUBISHI UFJ LEASE & FINAN SEDOL 6268976 | 0.02% |
| NUTRIEN LTD USD 04.1250 03/15/2035 | 0.02% |
| SABINE PASS LIQUEF 05.0000 03/15/2027 | 0.02% |
| SEVEN BANK LTD SEDOL B2NT8S1 | 0.02% |
| SOFTBANK GROUP CORP SEDOL 6770620 | 0.02% |
| WESTROCK MWV LLC 07.9500 02/15/2031 | 0.02% |
| CGCMT 2012-GC8 XA IO P/P 144A 01.9155 09/10/2045 | 0.02% |
| CHUBB LTD SEDOL B3BQMF6 | 0.02% |
| FOX CORP 04.0300 01/25/2024 | 0.02% |
| GBP/USD 12/16/2020 MSCIL | 0.02% |
| HCA INC. 05.5000 06/15/2047 | 0.02% |
| INCYTE CORP | 0.02% |
| INTERCONTINENTALEXCHANGE 01.8500 09/15/2032 | 0.02% |
| MSBAM 2014-C17 XA IO 01.2335 08/15/2047 | 0.02% |
| PERKINELMER INC SEDOL 2305844 | 0.02% |
| BANK OF AMERICA CORP 03.4990 05/17/2022 | 0.02% |
| CGCMT 2014-GC19 D P/P 144A 05.2622 03/10/2047 | 0.02% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 JP | 0.02% |
| COLGATE-PALMOLIVE CO SEDOL 2209106 | 0.02% |
| ENERGY TRANSFER OPERATNG 05.2000 02/01/2022 | 0.02% |
| GBP/USD 12/16/2020 SSBT | 0.02% |
| JPY/USD 02/17/2021 JPMCB | 0.02% |
| JPY/USD 02/17/2021 SSBT | 0.02% |
| NRG P/P 144A 03.7500 06/15/2024 | 0.02% |
| VERIZON COMMUNICATIONS 04.4000 11/01/2034 | 0.02% |
| AIRBUS SE SEDOL 4012250 | 0.01% |
| ANHEUSER-BUSCH INBEV WOR 04.1500 01/23/2025 | 0.01% |
| BECTON DICKINSON AND CO 02.8230 05/20/2030 | 0.01% |
| BIO-RAD LABORATORIES-A SEDOL 2098508 | 0.01% |
| BIOMARIN PHARMACEUTICAL INC SEDOL 2437071 | 0.01% |
| BRISTOL-MYERS 03.4000 07/26/2029 | 0.01% |
| CITIGROUP INC 03.8870 01/10/2028 | 0.01% |
| FIFTH THIRD BANCORP 05.1000 12/29/2049 | 0.01% |
| JPMORGAN CHASE & CO 02.9560 05/13/2031 | 0.01% |
| KOBAYASHI PHARMACEUTICAL CO SEDOL 6149457 | 0.01% |
| PNC FINANCIAL SERVICES 03.3000 03/08/2022 | 0.01% |
| SHERWIN-WILLIAMS CO 03.4500 06/01/2027 | 0.01% |
| UNION PACIFIC CORP SEDOL 2914734 | 0.01% |
| APPLE INC 04.2500 02/09/2047 | 0.01% |
| CELANESE US HOLDINGS LLC 03.5000 05/08/2024 | 0.01% |
| GOLDMAN SACHS GROUP INC 04.2230 05/01/2029 | 0.01% |
| JOHNSON CONTROLS INTL PL 04.5000 02/15/2047 | 0.01% |
| NZD/USD 01/20/2021 MSCIL | 0.01% |
| PINNACLE WEST CAPITAL SEDOL 2048804 | 0.01% |
| SAREPTA THERAPEUTICS INC SEDOL B8DPDT7 | 0.01% |
| SEAGEN INC SEDOL BLPK4D2 | 0.01% |
| SERVICE CORPORATION INTL 04.6250 12/15/2027 | 0.01% |
| 0.35 R ISWP FWD US0003M P 12/16/2025 | 0.01% |
| ANALOG DEVICES INC 03.9000 12/15/2025 | 0.01% |
| ANHEUSER-BUSCH CO/IN 03.6500 02/01/2026 | 0.01% |
| AT&T INC 04.3000 02/15/2030 | 0.01% |
| CAS 2017-C01 1EB1 01.4001 07/25/2029 | 0.01% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CS | 0.01% |
| DIAMOND 1 FIN/DIAMON P/P 144A 08.3500 07/15/2046 | 0.01% |
| ENERGY TRANSFER OPERATNG 02.9000 05/15/2025 | 0.01% |
| KKR GROUP FIN CO III P/P 144A 05.1250 06/01/2044 | 0.01% |
| MICROSOFT CORP 02.4000 02/06/2022 | 0.01% |
| NEUROCRINE BIOSCIENCES INC SEDOL 2623911 | 0.01% |
| S&P GLOBAL INC 02.9500 01/22/2027 | 0.01% |
| SABINE PASS LIQUEFACTION 04.2000 03/15/2028 | 0.01% |
| VISTRA CORP P/P 144A 04.3000 07/15/2029 | 0.01% |
| VISTRA OPERATION P/P 144A 03.5500 07/15/2024 | 0.01% |
| ALIMENTATION COUCHE-TARD 3.550000 07/26/2027 | 0.01% |
| ALPHABET INC 02.2500 08/15/2060 | 0.01% |
| AMERICAN TOWER CORP 03.1250 01/15/2027 | 0.01% |
| BRDCOM CRP / FIN 03.8750 01/15/2027 | 0.01% |
| COX COMM INC P/P 144A 03.5000 08/15/2027 | 0.01% |
| CROWN CASTLE INTL CORP 03.8000 02/15/2028 | 0.01% |
| DEUTSCHE TELEKOM INT FIN USD 08.7500 06/15/2030 | 0.01% |
| DISCOVERY COMMUNICATIONS 03.6250 05/15/2030 | 0.01% |
| GLENCORE FUNDING LLC P/P 144A 04.6250 04/29/2024 | 0.01% |
| JAZZ PHARMACEUTICALS PLC SEDOL B4Q5ZN4 | 0.01% |
| MARRIOTT INTERNATIONAL 05.7500 05/01/2025 | 0.01% |
| MSBAM 2013-C12 XA IO 00.7491 10/15/2046 | 0.01% |
| NUTRIEN LTD USD 02.9500 05/13/2030 | 0.01% |
| PENSKE TRUCK LE P/P 144A 03.4000 11/15/2026 | 0.01% |
| PETROLEOS MEXICANOS USD 07.6900 01/23/2050 | 0.01% |
| SERVICENOW INC 01.4000 09/01/2030 | 0.01% |
| STACR 2019-DNA1 M2 02.8001 01/25/2049 | 0.01% |
| BERKSHIRE HATHAWAY FIN 04.2500 01/15/2021 | 0.01% |
| ENERGY TRANSFER OPERATNG 06.1250 12/15/2045 | 0.01% |
| FIDELITY NATIONAL INFORM 04.2500 05/15/2028 | 0.01% |
| GLENCORE FUNDING LLC P/P 144A 01.6250 09/01/2025 | 0.01% |
| NUTRITION & BIO P/P 144A 02.3000 11/01/2030 | 0.01% |
| THE BANK OF NOVA SCOTIA USD 02.7000 03/07/2022 | 0.01% |
| ABBVIE INC P/P 03.8000 03/15/2025 | 0.01% |
| CAS 2018-C01 1M2 02.4001 07/25/2030 | 0.01% |
| DH EUROPE FINANCE II USD 03.4000 11/15/2049 | 0.01% |
| DUKE ENERGY CORP 04.2000 06/15/2049 | 0.01% |
| EXELIXIS INC SEDOL 2576941 | 0.01% |
| GENERAL MOTORS FINL CO 04.3000 07/13/2025 | 0.01% |
| PENSKE TRUCK LEASING P/P 144A 03.9000 02/01/2024 | 0.01% |
| REPUBLIC OF VENEZUELA REGS 08.2500 10/13/2024 | 0.01% |
| SEK/USD 12/16/2020 SSBT | 0.01% |
| STACR 2019-HQA1 M2 02.5001 02/25/2049 | 0.01% |
| WESTPAC BANKING CORP USD 04.4210 07/24/2039 | 0.01% |
| ALIMEN COUCHE P/P 144A 02.9500 01/25/2030 | 0.01% |
| CAD/USD 01/20/2021 GSFX | 0.01% |
| CAD/USD 01/20/2021 WPAC | 0.01% |
| DIAMONDBACK ENERGY INC 03.2500 12/01/2026 | 0.01% |
| ENBRIDGE INC USD 04.5000 06/10/2044 | 0.01% |
| FIDELITY NATIONAL INFORM 03.0000 08/15/2026 | 0.01% |
| KEURIG DR PEPPER INC 04.0570 05/25/2023 | 0.01% |
| NUTRIEN LTD USD 05.2500 01/15/2045 | 0.01% |
| NZD/USD 01/20/2021 BCAP-FX | 0.01% |
| CAS 2015-C02 1M2 04.1501 05/25/2025 | 0.01% |
| CAS 2016-C07 2M2 04.5001 05/25/2029 | 0.01% |
| IHS MARKIT LTD USD 04.7500 08/01/2028 | 0.01% |
| KRW/USD 02/17/2021 HSBCB | 0.01% |
| KRW/USD 02/17/2021 JPMCB | 0.01% |
| MONDELEZ INTERNATIONAL 02.1250 04/13/2023 | 0.01% |
| MOODY'S CORPORATION 02.5500 08/18/2060 | 0.01% |
| NUTRITION & BIO P/P 144A 03.4680 12/01/2050 | 0.01% |
| PETROBRAS GLOBAL FIN USD 05.2990 01/27/2025 | 0.01% |
| SEK/USD 12/16/2020 GSFX | 0.01% |
| WFRBS 2011-C5 XA IO P/P 144A 01.8321 11/15/2044 | 0.01% |
| AUD/USD 01/20/2021 CSI-FX | 0.01% |
| BGC PARTNERS INC 05.1250 05/27/2021 | 0.01% |
| BLACKSTONE HLDG FINA P/P 144A 01.6000 03/30/2031 | 0.01% |
| BMW US CAPITAL LLC P/P 144A 03.4000 08/13/2021 | 0.01% |
| CISCO SYSTEMS INC 05.9000 02/15/2039 | 0.01% |
| CLP/USD 01/20/2021 CITI | 0.01% |
| CMB CMBX.NA.A.7 2047-01-17 200.0 01/17/2047 JP | 0.01% |
| DUKE ENERGY INDIANA LLC 06.4500 04/01/2039 | 0.01% |
| JPMORGAN CHASE & CO 06.1000 02/01/2049 | 0.01% |
| OTIS WORLDWIDE CORP 02.5650 02/15/2030 | 0.01% |
| QUEBECOR MEDIA INC USD 05.7500 01/15/2023 | 0.01% |
| REPUBLIC OF VENEZUELA REGS 09.0000 05/07/2023 | 0.01% |
| SEK/USD 12/16/2020 UBS | 0.01% |
| SERVICE CORP INTL 03.3750 08/15/2030 | 0.01% |
| AUD/USD 01/20/2021 HSBCB | 0.00% |
| BANK OF MONTREAL USD 03.8030 12/15/2032 | 0.00% |
| CAD/USD 01/20/2021 MSCIL | 0.00% |
| GBP/USD 12/16/2020 WPAC | 0.00% |
| IOS.FN30.350.12 R USL1M P 01/12/43 BC | 0.00% |
| KRAFT HEINZ FOODS CO P/P 144A 03.8750 05/15/2027 | 0.00% |
| US BANCORP 02.6250 01/24/2022 | 0.00% |
| VIACOMCBS INC 04.0000 01/15/2026 | 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.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% |
| COMCAST CORP 02.3500 01/15/2027 | 0.00% |
| COMCAST CORP 03.1500 03/01/2026 | 0.00% |
| ENRGY TRANS PT/REG FIN 05.8750 03/01/2022 | 0.00% |
| GENERAL MOTORS FINL CO 04.0000 01/15/2025 | 0.00% |
| GLOBAL PAYMENTS INC 04.0000 06/01/2023 | 0.00% |
| OSHKOSH CORP 03.1000 03/01/2030 | 0.00% |
| PACIFIC GAS & ELECTRIC 02.1000 08/01/2027 | 0.00% |
| PETROLEOS DE VEN P/P 144A 06.0000 11/15/2026 | 0.00% |
| PLN/USD 12/16/2020 BCAP-FX | 0.00% |
| PROLOGIS LP 02.2500 04/15/2030 | 0.00% |
| PULTEGROUP INC 05.5000 03/01/2026 | 0.00% |
| RAYTHEON TECH CORP 04.1250 11/16/2028 | 0.00% |
| S&P GLOBAL INC 01.2500 08/15/2030 | 0.00% |
| SAP SE SEDOL 4846288 | 0.00% |
| AUD/USD 01/20/2021 CITI | 0.00% |
| AUD/USD 01/20/2021 TDBK | 0.00% |
| BMW US CAPITAL LLC P/P 144A 03.9500 08/14/2028 | 0.00% |
| BRL/USD 02/02/2021 GSFX | 0.00% |
| CAD/USD 01/20/2021 RBSF | 0.00% |
| CAD/USD 01/20/2021 UBS | 0.00% |
| CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 JP | 0.00% |
| ILS/USD 01/20/2021 SSBT | 0.00% |
| NOK/USD 12/16/2020 GSFX | 0.00% |
| NOK/USD 12/16/2020 HSBCB | 0.00% |
| PROLOGIS LP 02.1250 04/15/2027 | 0.00% |
| SGD/USD 02/17/2021 JPMCB | 0.00% |
| AMERICAN INTL GROUP 08.1750 05/15/2058 | 0.00% |
| CAD/USD 01/20/2021 PSBS | 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 JP | 0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 CG | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 MS | 0.00% |
| DKK/USD 12/16/2020 CITI | 0.00% |
| GBP/USD 12/16/2020 RBSF | 0.00% |
| NZD/USD 01/20/2021 CSI-FX | 0.00% |
| ROYAL BANK OF CANADA USD 02.8000 04/29/2022 | 0.00% |
| 0.97 R ISWP US0003M P 11/12/2030 | 0.00% |
| CAD/USD 01/20/2021 HSBCB | 0.00% |
| CHF/USD 12/16/2020 BANKAM | 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 ML | 0.00% |
| CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 MS | 0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS | 0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 MS | 0.00% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 CG | 0.00% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 MS | 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 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-.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 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% |
| GBP/USD 12/16/2020 HSBCB | 0.00% |
| GBP/USD 12/16/2020 TDBK | 0.00% |
| GBP/USD 12/16/2020 UBS | 0.00% |
| JPY/USD 02/17/2021 UBS | 0.00% |
| NOK/USD 12/16/2020 JPMCB | 0.00% |
| NZD/USD 01/20/2021 JPMCB | 0.00% |
| SEK/USD 12/16/2020 HSBCB | 0.00% |
| SEK/USD 12/16/2020 JPMCB | 0.00% |
| 0.25 R ISWP FWD US0003M P 12/16/2022 | 0.00% |
| 0.258 R ISWP US0003M P 11/20/2022 | 0.00% |
| 0.838 R ISWP US0003M P 10/23/2030 | 0.00% |
| 1.2765 R ISWP US0003M P 11/20/2050 | 0.00% |
| AUD/USD 01/20/2021 MSCIL | 0.00% |
| CAD/USD 01/20/2021 JPMCB | 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 SSBT | 0.00% |
| CHF/USD 12/16/2020 TDBK | 0.00% |
| CMB CMBX.NA.A.7 2047-01-17 200.0 01/17/2047 CG | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.00% |
| CMB CMBX.NA.BB.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.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 ML | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.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-.11 2054-11-18 300.0 11/18/2054 CG | 0.00% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 CG | 0.00% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 JP | 0.00% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 JP | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 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-.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% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 JP | 0.00% |
| CMB CMBX.NA.BBB-.9 2058-09-17 300.0 09/17/2058 ML | 0.00% |
| CNH/USD 02/18/2021 HSBCB | 0.00% |
| CNH/USD 02/18/2021 JPMCB | 0.00% |
| CNH/USD 02/18/2021 WPAC | 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 WPAC | 0.00% |
| GBP/USD 12/16/2020 BANKAM | 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 PUT 1.20 20201218 BANKAM | 0.00% |
| GBP/USD PUT 1.23 20201218 BANKAM | 0.00% |
| GLOW ENERGY PCL - FOREIGN SEDOL B074GX9 | 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 SSBT | 0.00% |
| HKD/USD 02/17/2021 TDBK | 0.00% |
| HKD/USD 02/17/2021 UBS | 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 MSCIL | 0.00% |
| JPY/USD 02/17/2021 TDBK | 0.00% |
| NOK/USD 12/16/2020 MSCIL | 0.00% |
| SEK/USD 12/16/2020 MSCIL | 0.00% |
| VIATRIS INC SEDOL BMWS3X9 | 0.00% |
| 0.26 R ISWP US0003M P 11/19/2022 | -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% |
| 1.15 R ISWP FWD US0003M P 12/16/2050 | -0.00% |
| AUD/USD 01/20/2021 GSFX | -0.00% |
| AUD/USD 01/20/2021 JPMCB | -0.00% |
| CAD/USD 01/20/2021 CSI-FX | -0.00% |
| CHF/USD 12/16/2020 GSFX | -0.00% |
| CHF/USD 12/16/2020 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.7 2047-01-17 200.0 01/17/2047 CS | -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 GS | -0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 CG | -0.00% |
| CNH/USD 02/18/2021 BANKAM | -0.00% |
| CNH/USD 02/18/2021 GSFX | -0.00% |
| CNH/USD 02/18/2021 SSBT | -0.00% |
| EUR/USD 12/16/2020 RBSF | -0.00% |
| EUR/USD 12/16/2020 UBS | -0.00% |
| INR/USD 02/17/2021 JPMCB | -0.00% |
| JPY/USD 02/17/2021 HSBCB | -0.00% |
| JPY/USD 02/17/2021 WPAC | -0.00% |
| NZD/USD 01/20/2021 HSBCB | -0.00% |
| NZD/USD 01/20/2021 PSBS | -0.00% |
| NZD/USD 01/20/2021 WPAC | -0.00% |
| SEK/USD 12/16/2020 CITI | -0.00% |
| SEK/USD 12/16/2020 TDBK | -0.00% |
| TWD/USD 02/17/2021 JPMCB | -0.00% |
| 0.774 R ISWP US0003M P 10/20/2030 | -0.00% |
| 0.887 R ISWP US0003M P 11/20/2030 | -0.00% |
| AUD/USD 01/20/2021 RBSF | -0.00% |
| AUD/USD 01/20/2021 WPAC | -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 CS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 ML | -0.00% |
| EUR/USD 12/16/2020 BCAP-FX | -0.00% |
| EUR/USD 12/16/2020 CSI-FX | -0.00% |
| INR/USD 02/17/2021 HSBCB | -0.00% |
| MXN/USD 01/20/2021 BANKAM | -0.00% |
| NZD/USD 01/20/2021 TDBK | -0.00% |
| SEK/USD 12/16/2020 RBSF | -0.00% |
| TWD/USD 02/17/2021 GSFX | -0.00% |
| 0.876 R ISWP US0003M P 11/19/2030 | -0.00% |
| CAD/USD 01/20/2021 BANKAM | -0.00% |
| CHF/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.7 2047-01-17 200.0 01/17/2047 CS | -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% |
| SEK/USD 12/16/2020 BCAP-FX | -0.00% |
| AUD/USD 01/20/2021 BANKAM | -0.00% |
| CAD/USD 01/20/2021 TDBK | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 JP | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS | -0.00% |
| JPY/USD 02/17/2021 GSFX | -0.00% |
| NZD/USD 01/20/2021 RBSF | -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 GS | -0.00% |
| EUR/USD 12/16/2020 BANKAM | -0.00% |
| NZD/USD 01/20/2021 BANKAM | -0.00% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 JP | -0.01% |
| JPY/USD 02/17/2021 RBSF | -0.01% |
| NOK/USD 12/16/2020 SSBT | -0.01% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 MS | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% |
| NZD/USD 01/20/2021 CITI | -0.01% |
| AUD/USD 01/20/2021 PSBS | -0.01% |
| NZD/USD 01/20/2021 GSFX | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% |
| GBP/USD 12/16/2020 JPMCB | -0.01% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 JP | -0.01% |
| EUR/USD 12/16/2020 SSBT | -0.01% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CG | -0.02% |
| EUR/USD 12/16/2020 CITI | -0.02% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 CG | -0.02% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.03% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP | -0.03% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.03% |
| MSCI EAFE DEC20 MFSZ0 | -0.12% |
| IOS.FN30.400.10 P USL1M R 01/12/41 JP | -0.15% |
| S&P500 EMINI FUT DEC20 ESZ0 | -0.87% |
| US 2YR NOTE (CBT) MAR21 TUH1 | -5.04% |
| RU10INTR P US0003M R 06/20/23 BA | -5.54% |
| JPN 10Y BOND(OSE) DEC20 JBZ0 | 47.66% |
|---|---|
| CAN 10YR BOND FUT DEC20 CNZ0 | 31.09% |
| LONG GILT FUTURE DEC20 G Z0 | 29.76% |
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| US 10YR ULTRA FUT DEC20 UXYZ0 | 26.63% |
| EURO-BUND FUTURE DEC20 RXZ0 | 21.78% |
| US LONG BOND(CBT) DEC20 USZ0 | 17.00% |
| MLFCF15 R US0003M P 06/20/23 BA | 11.40% |
| EURO-BUXL 30Y BND DEC20 UBZ0 | 7.07% |
| REPO TRIPA MORTG 0.09 11/02/2020 | 6.42% |
| CGPUTQL2 R US0003M P 06/10/21 CI | 4.74% |
| US 10YR NOTE (CBT)DEC20 TYZ0 | 3.84% |
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| FNMA FN30 TBA UMBS 02.5000 12/01/2050 | 2.63% |
| TREASURY BILL 00.0000 12/08/2020 | 2.40% |
| EURO-SCHATZ FUT DEC20 DUZ0 | 2.32% |
| S&P500 EMINI FUT DEC20 ESZ0 | 2.06% |
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| FNMA FN30 TBA UMBS 03.5000 11/01/2050 | 1.33% |
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| FNMA FN30 TBA UMBS 02.5000 11/01/2050 | 1.32% |
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| SOCIETE GENERALE SA 83369BL53 DCP 11/05/2020 | 0.63% |
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| VERIZON COMMUNICATIONS INC SEDOL 2090571 | 0.57% |
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| MEDTRONIC PLC SEDOL BTN1Y11 | 0.46% |
| INTUIT INC SEDOL 2459020 | 0.43% |
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| TEXAS INSTRUMENTS INC SEDOL 2885409 | 0.33% |
| EBAY INC SEDOL 2293819 | 0.32% |
| DTE ENERGY COMPANY SEDOL 2280220 | 0.32% |
| NATIONAL AUSTRALIA BK/NY 02.5000 01/12/2021 | 0.32% |
| CLOROX COMPANY SEDOL 2204026 | 0.32% |
| ELECTRONIC ARTS INC SEDOL 2310194 | 0.32% |
| WASTE MANAGEMENT INC SEDOL 2937667 | 0.31% |
| JOHNSON & JOHNSON SEDOL 2475833 | 0.31% |
| CDX CDX.EM.34 100.0 12/20/2025 | 0.31% |
| EXELON CORP SEDOL 2670519 | 0.30% |
| REPUBLIC OF INDONESIA REGS 04.7500 01/08/2026 | 0.29% |
| EXPEDITORS INTL WASH INC SEDOL 2325507 | 0.29% |
| ALLSTATE CORP SEDOL 2019952 | 0.29% |
| CHARTER COMMUNICATIONS INC-A SEDOL BZ6VT82 | 0.28% |
| COSTCO WHOLESALE CORP SEDOL 2701271 | 0.28% |
| SYNOPSYS INC SEDOL 2867719 | 0.28% |
| KNIGHT-SWIFT TRANSPORTATION SEDOL BF0LKD0 | 0.28% |
| ROPER TECHNOLOGIES INC SEDOL 2749602 | 0.27% |
| SAMSUNG ELECTRONICS CO LTD SEDOL 6771720 | 0.27% |
| STACR 2016-DNA1 M3 05.6981 07/25/2028 | 0.27% |
| UBS GROUP AG P/P 144A 03.4910 05/23/2023 | 0.26% |
| GARMIN LTD SEDOL B3Z5T14 | 0.26% |
| UBS AG LONDON P/P 144A 01.7500 04/21/2022 | 0.26% |
| SALESFORCE.COM INC SEDOL 2310525 | 0.26% |
| TREASURY BILL 00.0000 11/05/2020 | 0.25% |
| TREASURY BILL 00.0000 12/22/2020 | 0.25% |
| ARTHUR J GALLAGHER & CO SEDOL 2359506 | 0.25% |
| PROCTER & GAMBLE CO/THE SEDOL 2704407 | 0.25% |
| ROCHE HOLDING AG-GENUSSCHEIN SEDOL 7110388 | 0.25% |
| ALIBABA GROUP HOLDING LTD SEDOL BK6YZP5 | 0.24% |
| HERSHEY CO/THE SEDOL 2422806 | 0.24% |
| TENCENT HOLDINGS LTD SEDOL BMMV2K8 | 0.24% |
| BAXTER INTERNATIONAL INC SEDOL 2085102 | 0.24% |
| TAKE-TWO INTERACTIVE SOFTWRE SEDOL 2122117 | 0.24% |
| FACEBOOK INC-CLASS A SEDOL B7TL820 | 0.23% |
| KINDER MORGAN INC SEDOL B3NQ4P8 | 0.23% |
| STACR 2016-DNA2 M3 04.7993 10/25/2028 | 0.23% |
| CISCO SYSTEMS INC SEDOL 2198163 | 0.22% |
| LEIDOS HOLDINGS INC SEDOL BDV82B8 | 0.22% |
| NESTLE SA-REG SEDOL 7123870 | 0.22% |
| ALEXANDRIA REAL ESTATE EQUIT SEDOL 2009210 | 0.21% |
| SPY 20211015 P 275.00BANKAM | 0.21% |
| CADENCE DESIGN SYS INC SEDOL 2302232 | 0.21% |
| TAIWAN SEMICONDUCTOR-SP ADR SEDOL 2113382 | 0.20% |
| ALIBABA GROUP HOLDING-SP ADR SEDOL BP41ZD1 | 0.20% |
| DOLLAR GENERAL CORP SEDOL B5B1S13 | 0.20% |
| NOVARTIS AG-REG SEDOL 7103065 | 0.20% |
| LNSTR 2015-3 B P/P 144A 03.2018 04/20/2048 | 0.19% |
| CDX CDX.NA.HY.35 500.0 12/20/2025 | 0.19% |
| PEPSICO INC SEDOL 2681511 | 0.19% |
| MERCK & CO. INC. SEDOL 2778844 | 0.19% |
| SPY 20210820 P 275.00CITI | 0.19% |
| ADVANCED MICRO DEVICES SEDOL 2007849 | 0.18% |
| AMERICAN ELECTRIC POWER SEDOL 2026242 | 0.18% |
| PFIZER INC SEDOL 2684703 | 0.18% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | 0.18% |
| NOVO NORDISK A/S-B SEDOL BHC8X90 | 0.18% |
| SPY 20210917 P 270.00JPMCB | 0.18% |
| CAS 2016-C01 1M2 06.8993 08/25/2028 | 0.17% |
| IOS.FN30.400.10 R USL1M P 01/12/41 BC | 0.17% |
| SONY CORP SEDOL 6821506 | 0.17% |
| MORGAN STANLEY 03.1250 01/23/2023 | 0.17% |
| DOMINICAN REPUBLIC REGS 05.9500 01/25/2027 | 0.16% |
| DEUTSCHE POST AG-REG SEDOL 4617859 | 0.16% |
| EXXON MOBIL CORPORATION 02.2220 03/01/2021 | 0.16% |
| GENTEX CORP SEDOL 2366799 | 0.16% |
| JUNIPER NETWORKS INC SEDOL 2431846 | 0.16% |
| CWALT 2006-OA7 1A2 01.8225 06/25/2046 | 0.15% |
| ROCKET COS INC-CLASS A SEDOL BMD6Y84 | 0.15% |
| TOTAL CAPITAL INTL SA USD 02.7500 06/19/2021 | 0.15% |
| BERRY GLOBAL GROUP INC SEDOL B8BR3H3 | 0.15% |
| ABBVIE INC SEDOL B92SR70 | 0.15% |
| BRISTOL-MYERS SQUIBB CO SEDOL 2126335 | 0.15% |
| TPMT 2015-1 A2 P/P 144A 03.2500 10/25/2053 | 0.14% |
| EXXON MOBIL CORP SEDOL 2326618 | 0.14% |
| IVORY COAST REGS 05.2500 03/22/2030 | 0.14% |
| CAS 2015-C04 1M2 05.8493 04/25/2028 | 0.14% |
| NEW YORK LIFE INS P/P 144A 01.1000 05/05/2023 | 0.14% |
| NINTENDO CO LTD SEDOL 6639550 | 0.14% |
| THERMO FISHER SCIENTIFIC INC SEDOL 2886907 | 0.14% |
| FERGUSON PLC SEDOL BJVNSS4 | 0.14% |
| GOLDMAN SACHS GROUP INC 02.6000 12/27/2020 | 0.14% |
| MICROSOFT CORP 03.7000 08/08/2046 | 0.14% |
| WESFARMERS LTD SEDOL 6948836 | 0.14% |
| ALLIANZ SE-REG SEDOL 5231485 | 0.14% |
| HERMES INTERNATIONAL SEDOL 5253973 | 0.13% |
| CSMC 2016-NXSR C 04.3577 12/15/2049 | 0.13% |
| HUMANA INC SEDOL 2445063 | 0.13% |
| RIO TINTO PLC SEDOL 0718875 | 0.13% |
| JPMORGAN CHASE & CO 03.9640 11/15/2048 | 0.13% |
| UNITED MEXICAN STATES USD 05.5500 01/21/2045 | 0.13% |
| AMGEN INC SEDOL 2023607 | 0.13% |
| DEUTSCHE TELEKOM AG-REG SEDOL 5842359 | 0.13% |
| L OREAL SEDOL 4057808 | 0.13% |
| JD.COM INC-ADR SEDOL BMM27D9 | 0.12% |
| ROYAL DUTCH SHELL PLC-B SHS SEDOL B03MM40 | 0.12% |
| SPY 20210716 P 255.00CITI | 0.12% |
| ELI LILLY & CO SEDOL 2516152 | 0.12% |
| ITOCHU CORP SEDOL 6467803 | 0.12% |
| DBUBS 2011-LC3A D P/P 144A 05.3351 08/10/2044 | 0.12% |
| ERAC USA FINANCE LLC P/P 144A 07.0000 10/15/2037 | 0.12% |
| SANDVIK AB SEDOL B1VQ252 | 0.12% |
| IHS MARKIT LTD P/P 144A 04.7500 02/15/2025 | 0.11% |
| QUEST DIAGNOSTICS INC SEDOL 2702791 | 0.11% |
| SUMITOMO MITSUI FINANCIAL GR SEDOL 6563024 | 0.11% |
| EFMT 2020-1 A1 02.0060 05/25/2065 | 0.11% |
| MSC 2012-C4 C P/P 144A 05.4187 03/15/2045 | 0.11% |
| SPST 2020-2 A 00.9793 03/26/2021 | 0.11% |
| EQUITY RESIDENTIAL TR REIT | 0.11% |
| KDDI CORP SEDOL 6248990 | 0.11% |
| C.H. ROBINSON WORLDWIDE INC SEDOL 2116228 | 0.11% |
| CISCO SYSTEMS INC 02.2000 02/28/2021 | 0.11% |
| CAS 2016-C02 1M2 06.1493 09/25/2028 | 0.11% |
| INFOSYS LTD SEDOL 6205122 | 0.11% |
| LOEWS CORP SEDOL 2523022 | 0.10% |
| MICROSOFT CORP 01.5500 08/08/2021 | 0.10% |
| AMERICAN HOME 4 RENT SEDOL BCF5RR9 | 0.10% |
| INDUSTRIA DE DISENO TEXTIL SEDOL BP9DL90 | 0.10% |
| PING AN INSURANCE GROUP CO-H SEDOL B01FLR7 | 0.10% |
| SPY 20210618 P 250.00JPMCB | 0.10% |
| CHEMED CORP SEDOL 2190084 | 0.10% |
| JPMBB 2014-C22 XA IO 00.8313 09/15/2047 | 0.10% |
| VERIZON COMM 04.3290 09/21/2028 | 0.10% |
| EQUITY COMMONWEALTH SEDOL BPH3N63 | 0.10% |
| JPY/USD 11/18/2020 SSBT | 0.10% |
| KONINKLIJKE AHOLD DELHAIZE N SEDOL BD0Q398 | 0.10% |
| PARTNERS GROUP HOLDING AG SEDOL B119QG0 | 0.10% |
| FACTSET RESEARCH SYSTEMS INC SEDOL 2329770 | 0.10% |
| MITSUBISHI UFJ FIN GRP USD 03.5350 07/26/2021 | 0.10% |
| WOLTERS KLUWER SEDOL 5671519 | 0.10% |
| MSRR 2015-R4 CB1 00.9734 08/26/2047 | 0.10% |
| AUTOZONE INC SEDOL 2065955 | 0.10% |
| WEC ENERGY GROUP INC SEDOL BYY8XK8 | 0.10% |
| DAIKIN INDUSTRIES LTD SEDOL 6250724 | 0.10% |
| KWEICHOW MOUTAI CO LTD 144A/REGS WARRANT 10/01/2021 | 0.10% |
| AT&T INC SEDOL 2831811 | 0.09% |
| BRISTOL-MYERS 03.2500 02/20/2023 | 0.09% |
| JPMORGAN CHASE & CO 03.3750 05/01/2023 | 0.09% |
| TARGET CORP SEDOL 2259101 | 0.09% |
| TATA CONSULTANCY SVS LTD SEDOL B01NPJ1 | 0.09% |
| APTARGROUP INC SEDOL 2045247 | 0.09% |
| CARLSBERG AS-B SEDOL 4169219 | 0.09% |
| ESSITY AKTIEBOLAG-B SEDOL BF1K7P7 | 0.09% |
| MARSH & MCLENNAN COS SEDOL 2567741 | 0.09% |
| AMDOCS LTD SEDOL 2256908 | 0.09% |
| COVESTRO AG SEDOL BYTBWY9 | 0.09% |
| TPAT 2018-SL1 A P/P 144A 00.7493 01/25/2046 | 0.09% |
| JPMBB 2014-C22 C 04.5537 09/15/2047 | 0.09% |
| HITACHI LTD SEDOL 6429104 | 0.09% |
| PEUGEOT SA SEDOL 7103526 | 0.09% |
| AMAZON.COM INC 03.3000 12/05/2021 | 0.09% |
| FNMA FN40 BF0171 UMBS 04.0000 01/01/2057 | 0.09% |
| INTERPUBLIC GROUP COS 04.6500 10/01/2028 | 0.09% |
| YUM CHINA HOLDINGS INC SEDOL BYW4289 | 0.09% |
| PETROLEOS MEXICANOS USD 05.9500 01/28/2031 | 0.09% |
| F5 NETWORKS INC SEDOL 2427599 | 0.09% |
| QIAGEN N.V. SEDOL BYXS688 | 0.09% |
| LAMB WESTON HOLDINGS P/P 144A 04.8750 11/01/2026 | 0.08% |
| RELIANCE STEEL & ALUMINUM SEDOL 2729068 | 0.08% |
| WAMU 2005-AR12 1A8 02.9274 10/25/2035 | 0.08% |
| ANGLO AMER PLC SEDOL B1XZS82 | 0.08% |
| ENEL SPA SEDOL 7144569 | 0.08% |
| SKANDINAVISKA ENSKILDA BAN-A SEDOL 4813345 | 0.08% |
| AVIVA PLC SEDOL 0216238 | 0.08% |
| COUNTRY GARDEN SERVICES HOLD SEDOL BDQZP48 | 0.08% |
| KB FINANCIAL GROUP INC SEDOL B3DF0Y6 | 0.08% |
| SHENZHEN MINDRAY BIO-MEDICAL ELEC CO LTD 144A/REGS | 0.08% |
| WOOLWORTHS GROUP LTD SEDOL 6981239 | 0.08% |
| KERING SEDOL 5505072 | 0.08% |
| NETEASE INC-ADR SEDOL 2606440 | 0.08% |
| SIRIUS XM RADIO INC P/P 144A 05.0000 08/01/2027 | 0.08% |
| SOUTHERN COPPER CORP SEDOL 2823777 | 0.08% |
| BNP PARIBAS SEDOL 7309681 | 0.08% |
| MORGAN STANLEY 03.6250 01/20/2027 | 0.08% |
| SANY HEAVY INDUSTRY CO LTD 144A REGS WARRANT 12/21/2020 | 0.08% |
| ABBVIE INC P/P 144A 03.2000 11/21/2029 | 0.08% |
| GOLDMAN SACHS GROUP INC 03.8500 01/26/2027 | 0.08% |
| CIT GROUP INC. 05.2500 03/07/2025 | 0.08% |
| GOODMAN GROUP SEDOL B03FYZ4 | 0.08% |
| LG ELECTRONICS INC SEDOL 6520739 | 0.08% |
| ZOETIS INC SEDOL B95WG16 | 0.08% |
| DIASORIN SPA SEDOL B234WN9 | 0.07% |
| HANA FINANCIAL GROUP SEDOL B0RNRF5 | 0.07% |
| NIHON M&A CENTER INC SEDOL B1DN466 | 0.07% |
| ADVANCED INFO SERVICE-FOR RG SEDOL 6412591 | 0.07% |
| HOYA CORP SEDOL 6441506 | 0.07% |
| WH GROUP LTD SEDOL BLLHKZ1 | 0.07% |
| ACCENTURE PLC-CL A SEDOL B4BNMY3 | 0.07% |
| CF INDUSTRIES INC P/P 144A 04.5000 12/01/2026 | 0.07% |
| CRH PLC SEDOL 4182249 | 0.07% |
| DBS GROUP HOLDINGS LTD SEDOL 6175203 | 0.07% |
| FORTESCUE METALS GROUP LTD SEDOL B2B2B49 | 0.07% |
| NEWMARKET CORP SEDOL B01CGF1 | 0.07% |
| SPY 20210521 P 235.00BANKAM | 0.07% |
| PETROBRAS GLOBAL FINANCE USD 07.3750 01/17/2027 | 0.07% |
| STANDARD IND INC P/P 144A 05.0000 02/15/2027 | 0.07% |
| BANK OF AMERICA CORP 06.1000 12/29/2049 | 0.07% |
| CHEVRON CORP | 0.07% |
| DEUTSCHE BOERSE AG SEDOL 7021963 | 0.07% |
| DR REDDYS LABS SEDOL 6410959 | 0.07% |
| POLY DEVELOPMENTS AND HOLD 144A/REGS WARRANT 07/29/2021 | 0.07% |
| SHIN-ETSU CHEMICAL CO LTD SEDOL 6804585 | 0.07% |
| TOKYO ELECTRON LTD SEDOL 6895675 | 0.07% |
| ANHUI CONCH CEMENT CO LTD-H SEDOL 6080396 | 0.07% |
| AT&T INC. 03.8000 02/15/2027 | 0.07% |
| BANCO BILBAO VIZCAYA ARGENTA SEDOL 5501906 | 0.07% |
| NEXON CO LTD SEDOL B63QM77 | 0.07% |
| ORACLE CORP 02.5000 05/15/2022 | 0.07% |
| SARTORIUS STEDIM BIOTECH SEDOL BYZ2QP5 | 0.07% |
| SHIONOGI & CO LTD SEDOL 6804682 | 0.07% |
| UNITED MICROELECTRONICS CORP SEDOL 6916628 | 0.07% |
| VALE SA-SP ADR SEDOL 2857334 | 0.07% |
| VOLKSWAGEN AG PFD SEDOL 5497168 | 0.07% |
| FIRSTENERGY TRANSMIS P/P 144A 05.4500 07/15/2044 | 0.06% |
| HILTON WORLDWIDE FIN LLC 04.8750 04/01/2027 | 0.06% |
| APPLE INC 02.8500 05/06/2021 | 0.06% |
| JPMORGAN CHASE & CO 01.2801 05/15/2047 | 0.06% |
| LOGITECH INTERNATIONAL-REG SEDOL B18ZRK2 | 0.06% |
| PETROBRAS GLOBAL FIN USD 05.9990 01/27/2028 | 0.06% |
| WFRBS 2013-UBS1 AS 04.3060 03/15/2046 | 0.06% |
| BHP GROUP PLC SEDOL BH0P3Z9 | 0.06% |
| CHAROEN POKPHAND FOOD-FORGN SEDOL B5L2DG6 | 0.06% |
| PROLOGIS INC SEDOL B44WZD7 | 0.06% |
| NTT DOCOMO INC SEDOL 6129277 | 0.06% |
| QORVO INC SEDOL BR9YYP4 | 0.06% |
| ATLAS COPCO AB-A SHS SEDOL BD97BN2 | 0.06% |
| CK ASSET HOLDINGS LTD SEDOL BYZQ077 | 0.06% |
| COMM 2014-UBS6 C 04.4461 12/10/2047 | 0.06% |
| E.ON SE SEDOL 4942904 | 0.06% |
| GOLDMAN SACHS GROUP INC 05.7500 01/24/2022 | 0.06% |
| LEGRAND SA SEDOL B11ZRK9 | 0.06% |
| NIPPON TELEGRAPH & TELEPHONE SEDOL 6641373 | 0.06% |
| UNITEDHEALTH GROUP INC 03.8500 06/15/2028 | 0.06% |
| 3I GROUP PLC SEDOL B1YW440 | 0.06% |
| BANK OF MONTREAL USD 03.1000 04/13/2021 | 0.06% |
| BRISTOL-MYERS 03.2500 08/15/2022 | 0.06% |
| CAS 2016-C04 1M2 04.3993 01/25/2029 | 0.06% |
| ORIX CORP SEDOL 6661144 | 0.06% |
| SAIL 2004-10 A10 01.0493 11/25/2034 | 0.06% |
| VIDEOTRON LTD / LTEE P/P 144A 05.1250 04/15/2027 | 0.06% |
| ASML HOLDING NV SEDOL B929F46 | 0.06% |
| SCHNEIDER NATIONAL INC-CL B SEDOL BYVN953 | 0.06% |
| CAS 2017-C02 2M2 03.7993 09/25/2029 | 0.06% |
| MMC NORILSK NICKEL PJSC-ADR SEDOL BYSW6D0 | 0.06% |
| ORACLE CORP SEDOL 2661568 | 0.06% |
| ACTIVISION BLIZZARD INC SEDOL 2575818 | 0.06% |
| AIR LEASE CORP 04.6250 10/01/2028 | 0.06% |
| CHENIERE CORP CHRIST 05.1250 06/30/2027 | 0.06% |
| FAIRFAX US INC P/P 144A 04.8750 08/13/2024 | 0.06% |
| CREDIT AGRICOLE SA SEDOL 7262610 | 0.06% |
| FHMS K114 XAM IO 01.3418 06/25/2030 | 0.06% |
| NOMURA RESEARCH INSTITUTE LT SEDOL 6390921 | 0.06% |
| ORACLE CORP 02.6500 07/15/2026 | 0.06% |
| REPUBLIC OF PERU USD 02.3920 01/23/2026 | 0.06% |
| SALESFORCE.COM INC 03.7000 04/11/2028 | 0.06% |
| VERTEX PHARMACEUTICALS INC SEDOL 2931034 | 0.06% |
| COMCAST CORP 06.5000 11/15/2035 | 0.06% |
| GSMS 2014-GC22 XA IO 00.9812 06/10/2047 | 0.06% |
| ORACLE CORP 03.6250 07/15/2023 | 0.06% |
| WATSCO INC SEDOL 2943039 | 0.06% |
| ADECCO GROUP AG-REG SEDOL 7110720 | 0.05% |
| BIOGEN INC SEDOL 2455965 | 0.05% |
| BRITISH AMERICAN TOBACCO PLC SEDOL 0287580 | 0.05% |
| GLAXOSMITHKLINE PLC SEDOL 0925288 | 0.05% |
| T-MOBILE USA INC P/P 144A 03.7500 04/15/2027 | 0.05% |
| APPLE INC 03.8500 05/04/2043 | 0.05% |
| BMW US CAPITAL LLC P/P 144A 02.0000 04/11/2021 | 0.05% |
| COMM 2014-LC15 XA IO 01.0891 04/10/2047 | 0.05% |
| ARES CAPITAL CORP 03.8750 01/15/2026 | 0.05% |
| ASTRAZENECA PLC SEDOL 0989529 | 0.05% |
| BANK OF NOVA SCOTIA USD 02.0000 11/15/2022 | 0.05% |
| COMM 2015-LC19 B 03.8290 02/10/2048 | 0.05% |
| FIAT CHRYSLER AUTOMOBILES NV SEDOL BRJFWP3 | 0.05% |
| HINDUSTAN UNILEVER LTD SEDOL 6261674 | 0.05% |
| ITOCHU TECHNO-SOLUTIONS CORP SEDOL 6200194 | 0.05% |
| LVMH MOET HENNESSY LOUIS VUI SEDOL 4061412 | 0.05% |
| APPLE INC 00.7500 05/11/2023 | 0.05% |
| FAIRFAX FINL HLDGS USD 04.8500 04/17/2028 | 0.05% |
| MSBAM 2014-C17 C 04.4792 08/15/2047 | 0.05% |
| SPST 2020-6 A 01.8993 09/07/2021 | 0.05% |
| VOLVO AB-B SHS SEDOL B1QH830 | 0.05% |
| BLACK KNIGHT INC SEDOL BDG75V1 | 0.05% |
| COMPASS GROUP PLC SEDOL BD6K457 | 0.05% |
| ZHONGSHENG GROUP HOLDINGS SEDOL B633D97 | 0.05% |
| AT&T INC 04.1000 02/15/2028 | 0.05% |
| BRAMBLES LTD SEDOL B1FJ0C0 | 0.05% |
| CHARTER COMM OPT LLC 06.4840 10/23/2045 | 0.05% |
| DIGITAL REALTY TRUST LP 04.4500 07/15/2028 | 0.05% |
| SPST 2020-WL1 A 01.2993 06/25/2051 | 0.05% |
| TOP GLOVE CORP BHD SEDOL B05L892 | 0.05% |
| WFCM 2013-LC12 C 04.2751 07/15/2046 | 0.05% |
| COMM 2014-CR19 AM 04.0800 08/10/2047 | 0.05% |
| PARADE TECHNOLOGIES LTD SEDOL B6RV676 | 0.05% |
| PORSCHE AUTOMOBIL HLDG-PRF SEDOL 7101069 | 0.05% |
| REGENERON PHARMACEUTICALS SEDOL 2730190 | 0.05% |
| SPST 2020-13 A 01.6493 10/10/2021 | 0.05% |
| SPST 2020-15 A 00.0000 12/10/2021 | 0.05% |
| AGL ENERGY LTD SEDOL BSS7GP5 | 0.05% |
| REALTEK SEMICONDUCTOR CORP SEDOL 6051422 | 0.05% |
| REPUBLIC SERVICES INC SEDOL 2262530 | 0.05% |
| SHELL INTERNATIONAL FIN USD 02.8750 05/10/2026 | 0.05% |
| SUMITOMO MITSUI TRUST HOLDIN SEDOL 6431897 | 0.05% |
| AMAZON.COM INC 03.1500 08/22/2027 | 0.05% |
| AMERICAN EXPRESS COMPANY 02.6500 12/02/2022 | 0.05% |
| BANK LEUMI LE-ISRAEL SEDOL 6076425 | 0.05% |
| CITIGROUP INC 04.5000 01/14/2022 | 0.05% |
| COMM 2014-CR17 C 04.7834 05/10/2047 | 0.05% |
| ECOLAB INC 02.7000 11/01/2026 | 0.05% |
| JPMBB 2015-C29 B 04.1180 05/15/2048 | 0.05% |
| MICROCHIP TECH INC 04.3330 06/01/2023 | 0.05% |
| OTSUKA CORP SEDOL 6267058 | 0.05% |
| SAMI 2007-AR7 1A1 00.9993 05/25/2047 | 0.05% |
| BANK OF SHANGHAI 144A/REGS WARRANT 12/02/2020 | 0.04% |
| BRISTOL-MYERS 02.2500 08/15/2021 | 0.04% |
| GNR 2013-99 AS IO 05.8986 06/20/2043 | 0.04% |
| MSC 2011-C3 B P/P 144A 05.2443 07/15/2049 | 0.04% |
| NRG ENERGY INC P/P 144A 04.4500 06/15/2029 | 0.04% |
| ONCOR ELECTRIC DELIV 03.7500 04/01/2045 | 0.04% |
| ORACLE CORP 01.9000 09/15/2021 | 0.04% |
| SNAM SPA SEDOL 7251470 | 0.04% |
| WFRBS 2013-C16 AS 04.6680 09/15/2046 | 0.04% |
| AMGEN INC 02.6000 08/19/2026 | 0.04% |
| ANGLO AMERICAN PLATINUM LTD SEDOL 6761000 | 0.04% |
| BROADCOM CRP / CAYM 03.5000 01/15/2028 | 0.04% |
| CANTOR FITZGERALD LP P/P 144A 06.5000 06/17/2022 | 0.04% |
| COMM 2014-UBS6 XA IO 00.8884 12/10/2047 | 0.04% |
| FUJITSU LTD SEDOL 6356945 | 0.04% |
| LASERTEC CORP SEDOL 6506267 | 0.04% |
| NITTO DENKO CORP SEDOL 6641801 | 0.04% |
| NOVARTIS CAPITAL CORP 04.0000 11/20/2045 | 0.04% |
| WILMAR INTERNATIONAL LTD SEDOL B17KC69 | 0.04% |
| CMLTI 2005-2 1A2A 03.8044 05/25/2035 | 0.04% |
| CNOOC LTD SEDOL B00G0S5 | 0.04% |
| DAIWA HOUSE INDUSTRY CO LTD SEDOL 6251363 | 0.04% |
| M3 INC SEDOL B02K2M3 | 0.04% |
| SHRP 2020-1 NOTE 03.1250 07/25/2024 | 0.04% |
| WIPRO LTD SEDOL 6206051 | 0.04% |
| BROADCOM INC 04.1500 11/15/2030 | 0.04% |
| CIGNA CORP 03.9000 02/15/2022 | 0.04% |
| DNB NOR ASA SEDOL 4263304 | 0.04% |
| EQUINOR ASA USD 02.9000 11/08/2020 | 0.04% |
| HONEYWELL INTL 03.8120 11/21/2047 | 0.04% |
| HUNDSUN TECHNOLOGIES INC 144A/REGS WARRANT 07/29/2021 | 0.04% |
| MORGAN STANLEY 04.3750 01/22/2047 | 0.04% |
| PANDORA A/S SEDOL B44XTX8 | 0.04% |
| SWISS RE TREAS P/P 144A 04.2500 12/06/2042 | 0.04% |
| AMERICAN TOWER CORPORATION 02.7500 01/15/2027 | 0.04% |
| CGCMT 2013-GC11 B 03.7320 04/10/2046 | 0.04% |
| CHINA MINSHENG BANKING COR-H SEDOL B57JY24 | 0.04% |
| ENTERPRISE PRODUCTS OPER 04.2500 02/15/2048 | 0.04% |
| FUBON FINANCIAL HOLDING CO SEDOL 6411673 | 0.04% |
| HIKMA PHARMACEUTICALS PLC SEDOL B0LCW08 | 0.04% |
| LEGAL & GENERAL GROUP PLC SEDOL 0560399 | 0.04% |
| SUN HUNG KAI PROPERTIES SEDOL 6859927 | 0.04% |
| UNILEVER PLC SEDOL B10RZP7 | 0.04% |
| AENA SME SA SEDOL BVRZ8L1 | 0.04% |
| AIR LEASE CORP 03.2500 10/01/2029 | 0.04% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 CS | 0.04% |
| GLENCORE FUNDING LLC P/P 144A 04.0000 04/16/2025 | 0.04% |
| GOLDMAN SACHS GROUP INC 02.6000 02/07/2030 | 0.04% |
| KBC GROUP NV SEDOL 4497749 | 0.04% |
| LUKOIL PJSC-SPON ADR SEDOL BYZDW27 | 0.04% |
| WALT DISNEY CO/THE SEDOL 2270726 | 0.04% |
| CGCMT 2014-GC19 X IO 01.1409 03/10/2047 | 0.04% |
| CONCHO RESOURCES INC 03.7500 10/01/2027 | 0.04% |
| EIFFAGE SEDOL B13X013 | 0.04% |
| FAURECIA SEDOL 4400446 | 0.04% |
| JPY/USD 11/18/2020 JPMCB | 0.04% |
| NEUBERGER BERMAN GRP P/P 144A 04.8750 04/15/2045 | 0.04% |
| REPUBLICA ORIENT URUGUAY USD 07.6250 03/21/2036 | 0.04% |
| ROMANIA P/P 144A 03.0000 02/14/2031 | 0.04% |
| SINGAPORE EXCHANGE LTD SEDOL 6303866 | 0.04% |
| TOTAL SE SEDOL B15C557 | 0.04% |
| BANCO SANTANDER BRASIL-UNIT SEDOL B4V5RY4 | 0.04% |
| SILGAN HOLDINGS INC SEDOL 2809324 | 0.04% |
| SUOFEIYA HOME COLLECTION C-A 144A/REGS WARRANT 10/28/2021 | 0.04% |
| WALT DISNEY COMPANY 07.7500 12/01/2045 | 0.04% |
| AURIZON HOLDINGS LTD SEDOL B87CVM3 | 0.04% |
| CITIGROUP INC 03.6680 07/24/2028 | 0.04% |
| COMMONWEALTH BK AUST P/P 144A 03.1500 09/19/2027 | 0.04% |
| DIAMOND 1 FIN/DIAM P/P 144A 06.0200 06/15/2026 | 0.04% |
| EQT CORP SEDOL 2319414 | 0.04% |
| GLOBALWAFERS CO LTD SEDOL BS7JP33 | 0.04% |
| KOITO MANUFACTURING CO LTD SEDOL 6496324 | 0.04% |
| KONINKLIJKE DSM NV SEDOL B0HZL93 | 0.04% |
| TARGA RESOURCES PART 05.0000 01/15/2028 | 0.04% |
| AMGEN INC 04.6630 06/15/2051 | 0.04% |
| ASSOCIATED BRITISH FOODS PLC SEDOL 0673123 | 0.04% |
| BANK OF AMERICA CORP 03.2480 10/21/2027 | 0.04% |
| CHARTER COMM OPT LLC 05.3750 05/01/2047 | 0.04% |
| CHEVRON CORP 02.1000 05/16/2021 | 0.04% |
| KINDER MORGAN INC 03.1500 01/15/2023 | 0.04% |
| BANK 2017-BNK8 B 03.9275 11/15/2050 | 0.04% |
| BOC HONG KONG HOLDINGS LTD SEDOL 6536112 | 0.04% |
| CLP HOLDINGS LTD SEDOL 6097017 | 0.04% |
| COCA-COLA HBC AG-DI SEDOL B9895B7 | 0.04% |
| DAITO TRUST CONSTRUCT CO LTD SEDOL 6250508 | 0.04% |
| DOW CHEMICAL CO/THE 03.5000 10/01/2024 | 0.04% |
| EQUINIX INC. 02.9000 11/18/2026 | 0.04% |
| GSMS 2015-GC32 AS 04.0180 07/10/2048 | 0.04% |
| HARTALEGA HOLDINGS BHD SEDOL B2QPJK5 | 0.04% |
| OMNICOM GP/OMNICOM CAP 03.6000 04/15/2026 | 0.04% |
| RISESUN REAL ESTATE DEV-A 144A/REGS WARRANT 11/02/2021 | 0.04% |
| CK HUTCHISON HOLDINGS LTD SEDOL BW9P816 | 0.03% |
| COLES GROUP LTD SEDOL BYWR0T5 | 0.03% |
| GEORGIA-PACIFIC LLC P/P 144A 02.1000 04/30/2027 | 0.03% |
| HENDERSON LAND DEVELOPMENT SEDOL 6420538 | 0.03% |
| MSBAM 2012-C5 E P/P 144A 04.6753 08/15/2045 | 0.03% |
| UBSBB 2012-C2 D P/P 144A 04.8882 05/10/2063 | 0.03% |
| VIACOMCBS INC 04.2000 06/01/2029 | 0.03% |
| ZURICH INSURANCE GROUP AG SEDOL 5983816 | 0.03% |
| ARKEMA SEDOL B0Z5YZ2 | 0.03% |
| CAS 2019-HRP1 M2 02.2993 11/25/2039 | 0.03% |
| CHAILEASE HOLDING CO LTD SEDOL B58J1S8 | 0.03% |
| CHINA RESOURCES CEMENT SEDOL B41XC98 | 0.03% |
| COMM 2012-LC4 C 05.5354 12/10/2044 | 0.03% |
| ENERGY TRANSFER OPERA 05.8750 01/15/2024 | 0.03% |
| MORGAN STANLEY 05.5000 07/28/2021 | 0.03% |
| SUNDRUG CO LTD SEDOL 6817895 | 0.03% |
| TELSTRA CORP LTD SEDOL 6087289 | 0.03% |
| AMAZON.COM INC. 02.5000 11/29/2022 | 0.03% |
| AT&T INC 04.7500 05/15/2046 | 0.03% |
| BERKSHIRE HATHAWAY FIN 02.8500 10/15/2050 | 0.03% |
| CITIGROUP INC 04.6000 03/09/2026 | 0.03% |
| COMM 2014-UBS2 B 04.7010 03/10/2047 | 0.03% |
| ENERGY TRANSFER OPERATNG 06.6250 02/15/2028 | 0.03% |
| ERAC USA FINANCE LLC P/P 144A 05.6250 03/15/2042 | 0.03% |
| FAIR ISAAC CORP SEDOL 2330299 | 0.03% |
| FIDELITY NATL INFO SERV 03.7500 05/21/2029 | 0.03% |
| GSMS 2017-GS7 AS 03.6630 08/10/2050 | 0.03% |
| GSMS 2019-GC42 AS 03.2117 09/01/2052 | 0.03% |
| KOSE CORP SEDOL 6194468 | 0.03% |
| MWST 2020-1 A 01.0493 10/25/2053 | 0.03% |
| QUANTA COMPUTER INC SEDOL 6141011 | 0.03% |
| SUZUKEN CO LTD SEDOL 6865560 | 0.03% |
| TOSHIBA CORP SEDOL 6897217 | 0.03% |
| WFRBS 2012-C6 D P/P 144A 05.5793 04/15/2045 | 0.03% |
| 0.70 R ISWP FWD US0003M P 12/16/2030 | 0.03% |
| BHP GROUP LTD SEDOL 6144690 | 0.03% |
| CAPGEMINI SE SEDOL 4163437 | 0.03% |
| CITIGROUP INC 04.4500 09/29/2027 | 0.03% |
| DAELIM INDUSTRIAL CO LTD SEDOL 6249584 | 0.03% |
| DUKE REALTY CORP SEDOL 2284084 | 0.03% |
| ENI SPA SEDOL 7145056 | 0.03% |
| GNR 2017-H22 EI IO 01.8846 10/20/2067 | 0.03% |
| GSMS 2013-GCJ14 B P/P 144A 04.7435 08/10/2046 | 0.03% |
| JPMORGAN CHASE & CO 04.6000 02/01/2025 | 0.03% |
| MAGELLAN FINANCIAL GROUP LTD SEDOL B015YX4 | 0.03% |
| MSBAM 2014-C14 C 04.9424 02/15/2047 | 0.03% |
| TRANSCANADA TRUST USD 05.3000 03/15/2077 | 0.03% |
| ASTELLAS PHARMA INC SEDOL 6985383 | 0.03% |
| BBCMS 2019-C3 B 04.0960 05/15/2052 | 0.03% |
| BERKELEY GROUP HOLDINGS/THE SEDOL B02L3W3 | 0.03% |
| FISERV INC 04.2000 10/01/2028 | 0.03% |
| GJENSIDIGE FORSIKRING ASA SEDOL B4PH0C5 | 0.03% |
| GNR 2015-H26 DI IO 02.8367 10/20/2065 | 0.03% |
| HIKARI TSUSHIN INC SEDOL 6416322 | 0.03% |
| HOSHIZAKI CORP SEDOL B3FF8W8 | 0.03% |
| HUNTINGTON BANCSHARES 04.3500 02/04/2023 | 0.03% |
| ING GROEP NV-CVA SEDOL 7154182 | 0.03% |
| KEURIG DR PEPPER INC 04.4170 05/25/2025 | 0.03% |
| LAFARGEHOLCIM LTD-REG SEDOL 7110753 | 0.03% |
| OBAYASHI CORP SEDOL 6656407 | 0.03% |
| OSHKOSH CORP 04.6000 05/15/2028 | 0.03% |
| RADIANT OPTO-ELECTRONICS COR SEDOL 6520278 | 0.03% |
| WELLS FARGO & COMPANY 05.8750 12/29/2049 | 0.03% |
| A2 MILK CO LTD SEDOL 6287250 | 0.03% |
| AUTO TRADER GROUP PLC SEDOL BVYVFW2 | 0.03% |
| CELANESE US HOLDINGS LLC 04.6250 11/15/2022 | 0.03% |
| CHINA FEIHE LTD SEDOL BK0SBL1 | 0.03% |
| CHUGAI PHARMACEUTICAL CO LTD SEDOL 6196408 | 0.03% |
| GENERAL MOTORS FINL CO 04.0000 10/06/2026 | 0.03% |
| INTERCONTINENTALEXCHANGE 02.6500 09/15/2040 | 0.03% |
| JPMBB 2013-C12 B 04.0995 07/15/2045 | 0.03% |
| KIA MOTORS CORP SEDOL 6490928 | 0.03% |
| NIEN MADE ENTERPRISE CO LTD SEDOL BSZLN15 | 0.03% |
| NOMURA REAL ESTATE HOLDINGS SEDOL B1CWJM5 | 0.03% |
| ORACLE CORP 02.5000 10/15/2022 | 0.03% |
| RYOHIN KEIKAKU CO LTD SEDOL 6758455 | 0.03% |
| STANLEY ELECTRIC CO LTD SEDOL 6841106 | 0.03% |
| UNITEDHEALTH GROUP INC 02.0000 05/15/2030 | 0.03% |
| WFRBS 2011-C3 D P/P 144A 05.6734 03/15/2044 | 0.03% |
| AMERICAN ELECTRIC POWER 04.3000 12/01/2028 | 0.03% |
| BRDCOM CRP / FIN 03.8750 01/15/2027 | 0.03% |
| CAS 2014-C02 1M2 02.7493 05/25/2024 | 0.03% |
| COMPAGNIE DE SAINT-GOBAIN SEDOL 7380482 | 0.03% |
| DIGITAL REALTY TRUST LP 04.7500 10/01/2025 | 0.03% |
| FHMS K087 X1 IO 00.3625 12/25/2028 | 0.03% |
| FOSHAN HAITIAN FLAVOURING & FOOD 144A/REGS WARRANT 03/12/202 | 0.03% |
| GLOBAL PAYMENTS INC 02.9000 05/15/2030 | 0.03% |
| MICHELIN (CGDE) SEDOL 4588364 | 0.03% |
| NORTHROP GRUMMAN CORP 03.2500 01/15/2028 | 0.03% |
| PETROLEOS MEXICANOS USD 06.5000 03/13/2027 | 0.03% |
| SEEGENE INC SEDOL B679Q36 | 0.03% |
| CAS 2016-C01 2M2 07.0993 08/25/2028 | 0.03% |
| CVS HEALTH CORP 04.7800 03/25/2038 | 0.03% |
| FERRARI NV SEDOL BD6G507 | 0.03% |
| KINDER MORGAN ENER PART 03.4500 02/15/2023 | 0.03% |
| MSBAM 2013-C8 B 03.5590 12/15/2048 | 0.03% |
| ODAKYU ELECTRIC RAILWAY CO SEDOL 6656106 | 0.03% |
| STARBUCKS CORP SEDOL 2842255 | 0.03% |
| THE AES CORPORATION 05.1250 09/01/2027 | 0.03% |
| TORONTO-DOMINION BANK USD 03.6250 09/15/2031 | 0.03% |
| WEST JAPAN RAILWAY CO SEDOL 6957995 | 0.03% |
| COX COMM INC P/P 144A 02.9500 10/01/2050 | 0.03% |
| CVS HEALTH CORP 03.7000 03/09/2023 | 0.03% |
| DUKE ENERGY CORP 03.1500 08/15/2027 | 0.03% |
| ELISA OYJ SEDOL 5701513 | 0.03% |
| EQUINIX INC 03.2000 11/18/2029 | 0.03% |
| GRUPO FINANCIERO GALICIA-ADR SEDOL 2613570 | 0.03% |
| HCA INC 04.1250 06/15/2029 | 0.03% |
| ICL GROUP LTD SEDOL 6455530 | 0.03% |
| ISRAEL DISCOUNT BANK -A SEDOL 6451271 | 0.03% |
| KEURIG DR PEPPER INC 04.5970 05/25/2028 | 0.03% |
| L3HARRIS TECH INC 03.8500 12/15/2026 | 0.03% |
| MSBAM 2014-C15 A4 04.0510 04/15/2047 | 0.03% |
| PERSIMMON PLC SEDOL 0682538 | 0.03% |
| ZOETIS INC 02.0000 05/15/2030 | 0.03% |
| BROTHER INDUSTRIES LTD SEDOL 6146500 | 0.02% |
| CD 2017-CD6 AM 03.7090 11/13/2050 | 0.02% |
| CIGNA CORP 03.7500 07/15/2023 | 0.02% |
| DINO POLSKA SA SEDOL BD0YVN2 | 0.02% |
| ENBRIDGE INC USD 04.2500 12/01/2026 | 0.02% |
| EQUITY LIFESTYLE PROPERTIES SEDOL 2563125 | 0.02% |
| ERAC USA FINANCE LLC P/P 144A 04.5000 02/15/2045 | 0.02% |
| FINECOBANK SPA SEDOL BNGN9Z1 | 0.02% |
| GNR 2017-162 QI IO 05.0000 10/11/2047 | 0.02% |
| HYUNDAI MOBIS CO LTD SEDOL 6449544 | 0.02% |
| JPMCC 2013-C16 AS 04.5169 12/15/2046 | 0.02% |
| KNORR-BREMSE AG SEDOL BD2P9X9 | 0.02% |
| MSBAM 2012-C6 AS 03.4760 11/15/2045 | 0.02% |
| MSBAM 2014-C16 AS 04.0940 06/15/2047 | 0.02% |
| ONO PHARMACEUTICAL CO LTD SEDOL 6660107 | 0.02% |
| TRUIST FINANCIAL CORP 04.8000 12/31/2099 | 0.02% |
| VIACOMCBS INC 02.9000 01/15/2027 | 0.02% |
| YANGZIJIANG SHIPBUILDING SEDOL B1VT035 | 0.02% |
| CAS 2015-C03 2M2 05.1493 07/25/2025 | 0.02% |
| GSMS 2012-GC6 AS P/P 144A 04.9480 01/12/2045 | 0.02% |
| INTL FLAVOR & FRAGRANCES 04.4500 09/26/2028 | 0.02% |
| JAPAN AIRLINES CO LTD SEDOL B8BRV46 | 0.02% |
| JIANGSU HENGLI HYDRAULIC C-A 144A/REGS WARRANT 03/23/2022 | 0.02% |
| JOHNSON CONTROLS INTL PL 04.9500 07/02/2064 | 0.02% |
| KUMBA IRON ORE LTD SEDOL B1G4262 | 0.02% |
| MSBAM 2015-C24 B 04.3424 05/15/2048 | 0.02% |
| PETROBRAS GLOBAL FINANCE USD 06.1250 01/17/2022 | 0.02% |
| RECRUIT HOLDINGS CO LTD SEDOL BQRRZ00 | 0.02% |
| SINOTRUK HONG KONG LTD SEDOL B296ZH4 | 0.02% |
| TECH MAHINDRA LTD SEDOL BWFGD63 | 0.02% |
| UNITED THERAPEUTICS CORP SEDOL 2430412 | 0.02% |
| US BANCORP 02.9500 07/15/2022 | 0.02% |
| WFRBS 2012-C10 XA IO P/P 144A 01.5260 12/15/2045 | 0.02% |
| AGILENT TECHNOLOGIES INC SEDOL 2520153 | 0.02% |
| CROWN CASTLE INTL CORP 03.7000 06/15/2026 | 0.02% |
| FHMS K104 XAM 01.3839 01/25/2030 | 0.02% |
| HYATT HOTELS CORP 04.8500 03/15/2026 | 0.02% |
| TAYLOR WIMPEY PLC SEDOL 0878230 | 0.02% |
| WFRBS 2013-C11 C 04.2001 03/15/2045 | 0.02% |
| BT GROUP PLC SEDOL 3091357 | 0.02% |
| CBRE SERVICES INC 04.8750 03/01/2026 | 0.02% |
| COMCAST CORPORATION 03.3750 02/15/2025 | 0.02% |
| COMM 2014-UBS3 B 04.3130 06/10/2047 | 0.02% |
| DIRECT LINE INSURANCE GROUP SEDOL BY9D0Y1 | 0.02% |
| EUR/USD 12/16/2020 BANKAM | 0.02% |
| FHMS K108 X1 IO 01.6903 03/25/2030 | 0.02% |
| GALAPAGOS NV SEDOL B07Q2V5 | 0.02% |
| MERCK & CO INC 03.7000 02/10/2045 | 0.02% |
| MSC 2016-BNK2 AS 03.2820 11/15/2049 | 0.02% |
| SPECTRA ENERGY PARTNERS 03.3750 10/15/2026 | 0.02% |
| CGCMT 2013-GC17 C 05.1093 11/10/2046 | 0.02% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | 0.02% |
| COMCAST CORP 03.9690 11/01/2047 | 0.02% |
| FHR 3829 AS IO 06.8016 03/15/2041 | 0.02% |
| FISHER PAYKEL SEDOL 6340250 | 0.02% |
| GSAA 2007-6 1A1 00.2693 05/25/2047 | 0.02% |
| HELLENIC TELECOMMUN ORGANIZA SEDOL 5051605 | 0.02% |
| KOBE BUSSAN CO LTD SEDOL B14RJB7 | 0.02% |
| LITE-ON TECHNOLOGY CORP SEDOL 6519481 | 0.02% |
| NUTRIEN LTD. USD 04.2000 04/01/2029 | 0.02% |
| ROYAL BANK OF CANADA USD 04.6500 01/27/2026 | 0.02% |
| SHANDONG BUCHANG PHARMACEUTICALS CO LTD 144A/REGS WARRANT 12 | 0.02% |
| STACR 2020-HQA1 M2 02.0493 01/25/2050 | 0.02% |
| T-MOBILE USA INC P/P 144A 03.8750 04/15/2030 | 0.02% |
| VERIZON COMMUNICATIONS 05.2500 03/16/2037 | 0.02% |
| WAMU 2005-AR10 1A3 03.0349 09/25/2035 | 0.02% |
| WFCM 2018-C48 B 04.9040 01/15/2052 | 0.02% |
| ZOETIS INC 03.9000 08/20/2028 | 0.02% |
| ALEXION PHARMACEUTICALS INC SEDOL 2036070 | 0.02% |
| AMERICAN INTL GROUP 08.1750 05/15/2058 | 0.02% |
| AMUNDI SA SEDOL BYZR014 | 0.02% |
| APPLE INC 04.3750 05/13/2045 | 0.02% |
| CAS 2014-C04 1M2 05.0493 11/25/2024 | 0.02% |
| CDX CDX.NA.IG.35 100.0 12/20/2025 | 0.02% |
| CROWN CASTLE INTL CORP 03.6500 09/01/2027 | 0.02% |
| CWALT 2007-OH1 A1D 00.3593 04/25/2047 | 0.02% |
| DUKE ENERGY OHIO INC 03.6500 02/01/2029 | 0.02% |
| DUKE ENERGY PROGRESS LLC 03.3750 09/01/2023 | 0.02% |
| EOG RESOURCES INC 02.6250 03/15/2023 | 0.02% |
| GNR 2016-123 LI IO 03.5000 03/20/2044 | 0.02% |
| HYPERA SA SEDOL B2QY968 | 0.02% |
| KAKAKU.COM INC SEDOL 6689533 | 0.02% |
| KINDER MORGAN ENER PART 05.4000 09/01/2044 | 0.02% |
| LOGAN GROUP CO LTD SEDOL BH6X937 | 0.02% |
| MARRIOTT INTERNATIONAL 04.6250 06/15/2030 | 0.02% |
| PFIZER INC 03.0000 12/15/2026 | 0.02% |
| REGIONS FINANCIAL CORP 02.7500 08/14/2022 | 0.02% |
| REPUBLIC OF PERU USD 05.6250 11/18/2050 | 0.02% |
| SWISS LIFE HOLDING AG-REG SEDOL 7437805 | 0.02% |
| WFRBS 2013-C12 AS 03.5600 03/15/2048 | 0.02% |
| ACS ACTIVIDADES SEDOL B01FLQ6 | 0.02% |
| CAS 2016-C05 2M2 04.5993 01/25/2029 | 0.02% |
| CIA DE TRANSMISSAO DE ENE-PF SEDOL 2440972 | 0.02% |
| CISCO SYSTEMS INC 02.5000 09/20/2026 | 0.02% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS | 0.02% |
| COM7 PCL-F SEDOL BZ2YN49 | 0.02% |
| ENERGY TRANSFER OPERATNG 03.7500 05/15/2030 | 0.02% |
| HANKYU HANSHIN HOLDINGS INC SEDOL 6408664 | 0.02% |
| IPALCO ENTPRS IN 03.7000 09/01/2024 | 0.02% |
| MEITUAN-CLASS B SEDOL BGJW376 | 0.02% |
| MLMI 2005-A2 A2 03.7859 02/25/2035 | 0.02% |
| SEVEN BANK LTD SEDOL B2NT8S1 | 0.02% |
| TERMINIX GLOBAL HOLDINGS INC SEDOL BMD3QK1 | 0.02% |
| USD/MXN PUT 20.50 20210416 GSFX | 0.02% |
| WESTROCK MWV LLC 08.2000 01/15/2030 | 0.02% |
| WILLIS TOWERS WATSON PLC USD 05.7500 03/15/2021 | 0.02% |
| 0.35 R ISWP FWD US0003M P 12/16/2025 | 0.02% |
| ANHEUSER-BUSCH INBEV WOR 04.7500 01/23/2029 | 0.02% |
| CGCMT 2012-GC8 XA IO P/P 144A 01.7564 09/10/2045 | 0.02% |
| CHARTER COMM OPT LLC/CAP 03.7500 02/15/2028 | 0.02% |
| COMM 2013-CR11 XA IO 00.9218 08/10/2050 | 0.02% |
| CTBC FINANCIAL HOLDING CO LT SEDOL 6527666 | 0.02% |
| L3HARRIS TECH INC 04.4000 06/15/2028 | 0.02% |
| ORACLE CORP 04.0000 11/15/2047 | 0.02% |
| PEPTIDREAM INC SEDOL B97SH97 | 0.02% |
| SOHGO SECURITY SERVICES CO SEDOL 6546359 | 0.02% |
| UPJOHN INC P/P 144A 02.3000 06/22/2027 | 0.02% |
| WANT WANT CHINA HOLDINGS LTD SEDOL B2Q14Z3 | 0.02% |
| WESTROCK MWV LLC 07.9500 02/15/2031 | 0.02% |
| ANHEUSER-BUSCH INBEV WOR 05.5500 01/23/2049 | 0.02% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 JP | 0.02% |
| EUR/USD 12/16/2020 RBSF | 0.02% |
| FENG TAY ENTERPRISE CO LTD SEDOL 6336055 | 0.02% |
| FOX CORP 04.0300 01/25/2024 | 0.02% |
| INCYTE CORP | 0.02% |
| MSBAM 2014-C17 XA IO 01.0763 08/15/2047 | 0.02% |
| NUTRIEN LTD USD 04.1250 03/15/2035 | 0.02% |
| SABINE PASS LIQUEF 05.0000 03/15/2027 | 0.02% |
| SOFTBANK GROUP CORP SEDOL 6770620 | 0.02% |
| AT&T INC 02.9500 07/15/2026 | 0.02% |
| BANCO MACRO SA-ADR SEDOL B0Y62M9 | 0.02% |
| BIO-RAD LABORATORIES-A SEDOL 2098508 | 0.02% |
| CGCMT 2014-GC19 D P/P 144A 05.0925 03/10/2047 | 0.02% |
| ENERGY TRANSFER OPERATNG 05.2000 02/01/2022 | 0.02% |
| HARGREAVES LANSDOWN PLC SEDOL B1VZ0M2 | 0.02% |
| HCA INC. 05.5000 06/15/2047 | 0.02% |
| INTERCONTINENTALEXCHANGE 01.8500 09/15/2032 | 0.02% |
| METTLER-TOLEDO INTERNATIONAL SEDOL 2126249 | 0.02% |
| MITSUBISHI UFJ LEASE & FINAN SEDOL 6268976 | 0.02% |
| NRG P/P 144A 03.7500 06/15/2024 | 0.02% |
| PERKINELMER INC SEDOL 2305844 | 0.02% |
| VERIZON COMMUNICATIONS 04.4000 11/01/2034 | 0.02% |
| BANK OF AMERICA CORP 03.4990 05/17/2022 | 0.02% |
| BECTON DICKINSON AND CO 02.8230 05/20/2030 | 0.02% |
| BRISTOL-MYERS 03.4000 07/26/2029 | 0.02% |
| BURSA MALAYSIA BHD SEDOL B06FV38 | 0.02% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CS | 0.02% |
| GBP/USD 12/16/2020 SSBT | 0.02% |
| JPMORGAN CHASE & CO 02.9560 05/13/2031 | 0.02% |
| USD/CNH PUT 6.65 20210415 MSCIL | 0.02% |
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| SERVICE CORPORATION INTL 04.6250 12/15/2027 | 0.01% |
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| AT&T INC 04.3000 02/15/2030 | 0.01% |
| DEUTSCHE TELEKOM INT FIN USD 08.7500 06/15/2030 | 0.01% |
| DIAMOND 1 FIN/DIAMON P/P 144A 08.3500 07/15/2046 | 0.01% |
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| JOHNSON CONTROLS INTL PL 04.5000 02/15/2047 | 0.01% |
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| MSBAM 2013-C12 XA IO 00.5913 10/15/2046 | 0.01% |
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| SABINE PASS LIQUEFACTION 04.2000 03/15/2028 | 0.01% |
| VISTRA CORP P/P 144A 04.3000 07/15/2029 | 0.01% |
| VISTRA OPERATION P/P 144A 03.5500 07/15/2024 | 0.01% |
| ZOOMLION HEAVY INDUSTRY - H SEDOL B544N70 | 0.01% |
| AIRBUS SE SEDOL 4012250 | 0.01% |
| ALIMENTATION COUCHE-TARD 3.550000 07/26/2027 | 0.01% |
| AMERICAN TOWER CORP 03.1250 01/15/2027 | 0.01% |
| COX COMM INC P/P 144A 03.5000 08/15/2027 | 0.01% |
| CROWN CASTLE INTL CORP 03.8000 02/15/2028 | 0.01% |
| DISCOVERY COMMUNICATIONS 03.6250 05/15/2030 | 0.01% |
| GLENCORE FUNDING LLC P/P 144A 04.6250 04/29/2024 | 0.01% |
| LUENMEI QUANTUM CO LTD 144A/REGS WARRANT 12/02/2021 | 0.01% |
| MARRIOTT INTERNATIONAL 05.7500 05/01/2025 | 0.01% |
| NUTRIEN LTD USD 02.9500 05/13/2030 | 0.01% |
| PEGATRON CORP SEDOL B4PLX17 | 0.01% |
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| SERVICENOW INC 01.4000 09/01/2030 | 0.01% |
| STACR 2019-DNA1 M2 02.7993 01/25/2049 | 0.01% |
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| ALPHABET INC 02.2500 08/15/2060 | 0.01% |
| BERKSHIRE HATHAWAY FIN 04.2500 01/15/2021 | 0.01% |
| CHINA YUHUA EDUCAT SEDOL BYWPGC4 | 0.01% |
| CNH/USD 11/18/2020 HSBCB | 0.01% |
| EXELIXIS INC SEDOL 2576941 | 0.01% |
| FIDELITY NATIONAL INFORM 04.2500 05/15/2028 | 0.01% |
| GENERAL MOTORS FINL CO 04.3000 07/13/2025 | 0.01% |
| GLENCORE FUNDING LLC P/P 144A 01.6250 09/01/2025 | 0.01% |
| INDOFOOD SUKSES MAKMUR TBK P SEDOL 6283979 | 0.01% |
| NUTRITION & BIO P/P 144A 02.3000 11/01/2030 | 0.01% |
| PENSKE TRUCK LEASING P/P 144A 03.9000 02/01/2024 | 0.01% |
| PETROLEOS MEXICANOS USD 07.6900 01/23/2050 | 0.01% |
| THE BANK OF NOVA SCOTIA USD 02.7000 03/07/2022 | 0.01% |
| CAS 2017-C01 1M2 03.6993 07/25/2029 | 0.01% |
| CAS 2018-C01 1M2 02.3993 07/25/2030 | 0.01% |
| DH EUROPE FINANCE II USD 03.4000 11/15/2049 | 0.01% |
| DUKE ENERGY CORP 04.2000 06/15/2049 | 0.01% |
| ENERGY TRANSFER OPERATNG 06.1250 12/15/2045 | 0.01% |
| HAITIAN INTERNATIONAL HLDGS SEDOL B1L2RC2 | 0.01% |
| HENGAN INTL GROUP CO LTD SEDOL 6136233 | 0.01% |
| REPUBLIC OF VENEZUELA REGS 08.2500 10/13/2024 | 0.01% |
| SIME DARBY BERHAD SEDOL B29TTR1 | 0.01% |
| STACR 2019-HQA1 M2 02.4993 02/25/2049 | 0.01% |
| UNITED INTEGRATED SERVICES SEDOL 6105136 | 0.01% |
| WESTPAC BANKING CORP USD 04.4210 07/24/2039 | 0.01% |
| WFRBS 2011-C5 XA IO P/P 144A 01.6744 11/15/2044 | 0.01% |
| ALIMEN COUCHE P/P 144A 02.9500 01/25/2030 | 0.01% |
| CAS 2015-C02 1M2 04.1493 05/25/2025 | 0.01% |
| COMMERCIAL INTL BANK-GDR REG SEDOL 5668287 | 0.01% |
| DIALOG GROUP BHD SEDOL B00MRS2 | 0.01% |
| DIAMONDBACK ENERGY INC 03.2500 12/01/2026 | 0.01% |
| ENBRIDGE INC USD 04.5000 06/10/2044 | 0.01% |
| EUR/USD 12/16/2020 BCAP-FX | 0.01% |
| FAR EASTONE TELECOMM CO LTD SEDOL 6421854 | 0.01% |
| FIDELITY NATIONAL INFORM 03.0000 08/15/2026 | 0.01% |
| KEURIG DR PEPPER INC 04.0570 05/25/2023 | 0.01% |
| KT CORP SEDOL 6505316 | 0.01% |
| MONDELEZ INTERNATIONAL 02.1250 04/13/2023 | 0.01% |
| NUTRIEN LTD USD 05.2500 01/15/2045 | 0.01% |
| TOFAS OTOMOBIL FAB SEDOL B03MY33 | 0.01% |
| BIM BIRLESIK MAGAZALAR AS SEDOL B0D0006 | 0.01% |
| CAS 2016-C07 2M2 04.4993 05/25/2029 | 0.01% |
| CMB CMBX.NA.A.7 2047-01-17 200.0 01/17/2047 JP | 0.01% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.01% |
| HONG LEONG BANK BERHAD SEDOL 6436892 | 0.01% |
| IHS MARKIT LTD USD 04.7500 08/01/2028 | 0.01% |
| JPMORGAN CHASE & CO 06.1000 02/01/2049 | 0.01% |
| MOODY'S CORPORATION 02.5500 08/18/2060 | 0.01% |
| OTIS WORLDWIDE CORP 02.5650 02/15/2030 | 0.01% |
| PETROBRAS GLOBAL FIN USD 05.2990 01/27/2025 | 0.01% |
| PETRONAS GAS BHD SEDOL 6703972 | 0.01% |
| QUEBECOR MEDIA INC USD 05.7500 01/15/2023 | 0.01% |
| VMWARE INC 03.9000 08/21/2027 | 0.01% |
| AUD/USD PUT 0.695 20201118 BANKAM | 0.01% |
| BANK OF MONTREAL USD 03.8030 12/15/2032 | 0.01% |
| BGC PARTNERS INC 05.1250 05/27/2021 | 0.01% |
| BLACKSTONE HLDG FINA P/P 144A 01.6000 03/30/2031 | 0.01% |
| BMW US CAPITAL LLC P/P 144A 03.4000 08/13/2021 | 0.01% |
| CISCO SYSTEMS INC 05.9000 02/15/2039 | 0.01% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.01% |
| DUKE ENERGY INDIANA LLC 06.4500 04/01/2039 | 0.01% |
| IOS.FN30.350.12 R USL1M P 01/12/43 BC | 0.01% |
| NICE INFORMATION SERVICE CO SEDOL 6248332 | 0.01% |
| NUTRITION & BIO P/P 144A 03.4680 12/01/2050 | 0.01% |
| REPUBLIC OF VENEZUELA REGS 09.0000 05/07/2023 | 0.01% |
| SERVICE CORP INTL 03.3750 08/15/2030 | 0.01% |
| SHANGHAI PUDONG DEV BANK 144A/REGS WARRANT | 0.01% |
| VIACOMCBS INC 04.0000 01/15/2026 | 0.01% |
| AUD/USD 01/20/2021 SSBT | 0.00% |
| BBVA ARGENTINA SA-ADR SEDOL BKT4TC7 | 0.00% |
| CHF/USD 12/16/2020 JPMCB | 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% |
| EUR/USD 12/16/2020 CITI | 0.00% |
| EUR/USD CALL 1.23 20210215 BANKAM | 0.00% |
| EUR/USD CALL 1.23 20210215 UBS | 0.00% |
| FEDERAL GRID CO UNIFIED ENER SEDOL B39RR67 | 0.00% |
| FRONTKEN CORP BHD SEDOL B18TLC4 | 0.00% |
| KRAFT HEINZ FOODS CO P/P 144A 03.8750 05/15/2027 | 0.00% |
| NOK/USD 12/16/2020 JPMCB | 0.00% |
| PRESS METAL ALUMINIUM HOLDIN SEDOL BF0J5S4 | 0.00% |
| PTT EXPLORATION & PROD-FOR SEDOL B1359J0 | 0.00% |
| TECO ELECTRIC & MACHINERY SEDOL 6879851 | 0.00% |
| US BANCORP 02.6250 01/24/2022 | 0.00% |
| AUD/USD CALL 0.76 20210311 HSBCB | 0.00% |
| BANK BTPN SYARIAH TBK PT SEDOL BFNBJ41 | 0.00% |
| CLP/USD 01/20/2021 CITI | 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% |
| COMCAST CORP 02.3500 01/15/2027 | 0.00% |
| COMCAST CORP 03.1500 03/01/2026 | 0.00% |
| ELECTRICITY GEN PUB CO-FOR R SEDOL 6304643 | 0.00% |
| ENRGY TRANS PT/REG FIN 05.8750 03/01/2022 | 0.00% |
| EUR/USD 12/16/2020 TDBK | 0.00% |
| EUR/USD 12/16/2020 UBS | 0.00% |
| EUR/USD CALL 1.23 20210301 MSCIL | 0.00% |
| GBP/USD 12/16/2020 UBS | 0.00% |
| GENERAL MOTORS FINL CO 04.0000 01/15/2025 | 0.00% |
| GLOBAL PAYMENTS INC 04.0000 06/01/2023 | 0.00% |
| KRW/USD 02/17/2021 JPMCB | 0.00% |
| OSHKOSH CORP 03.1000 03/01/2030 | 0.00% |
| PACIFIC GAS & ELECTRIC 02.1000 08/01/2027 | 0.00% |
| PETROLEOS DE VEN P/P 144A 06.0000 11/15/2026 | 0.00% |
| PROLOGIS LP 02.2500 04/15/2030 | 0.00% |
| PULTEGROUP INC 05.5000 03/01/2026 | 0.00% |
| QUALITAS CONTROLADORA SAB CV SEDOL BYMXF65 | 0.00% |
| RAYTHEON TECH CORP 04.1250 11/16/2028 | 0.00% |
| RUENTEX DEVELOPMENT CO LTD SEDOL 6748423 | 0.00% |
| S&P GLOBAL INC 01.2500 08/15/2030 | 0.00% |
| SAP SE SEDOL 4846288 | 0.00% |
| USD/CAD PUT 1.285 20210127 GSFX | 0.00% |
| BMW US CAPITAL LLC P/P 144A 03.9500 08/14/2028 | 0.00% |
| CELLTRION INC SEDOL B0C5YV1 | 0.00% |
| CHINA BIOLOGIC PRODUCTS HOLD SEDOL BF0G7L2 | 0.00% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CS | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 JP | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 CG | 0.00% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 JP | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 MS | 0.00% |
| EUR/USD CALL 1.22 20210127 BANKAM | 0.00% |
| GBP/USD PUT 1.23 20201218 BANKAM | 0.00% |
| JPY/USD 11/18/2020 BANKAM | 0.00% |
| JPY/USD 11/18/2020 UBS | 0.00% |
| KRW/USD 02/17/2021 HSBCB | 0.00% |
| KWG GROUP HOLDINGS LTD SEDOL B1YBF00 | 0.00% |
| PROLOGIS LP 02.1250 04/15/2027 | 0.00% |
| PUREGOLD PRICE CLUB INC SEDOL B725S29 | 0.00% |
| ROYAL BANK OF CANADA USD 02.8000 04/29/2022 | 0.00% |
| SEK/USD 12/16/2020 BCAP-FX | 0.00% |
| AUD/USD 01/20/2021 RBSF | 0.00% |
| BRL/USD 02/02/2021 GSFX | 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.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.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.00% |
| EUR/USD 12/16/2020 CSI-FX | 0.00% |
| GBP/USD 12/16/2020 TDBK | 0.00% |
| GBP/USD 12/16/2020 WPAC | 0.00% |
| JPY/USD 11/18/2020 MSCIL | 0.00% |
| MISC BHD SEDOL 6557997 | 0.00% |
| SEK/USD 12/16/2020 RBSF | 0.00% |
| TWD/USD 02/17/2021 JPMCB | 0.00% |
| WESTPORTS HOLDINGS BHD SEDOL BDFM1K8 | 0.00% |
| 0.838 R ISWP US0003M P 10/23/2030 | 0.00% |
| CAD/USD 01/20/2021 TDBK | 0.00% |
| CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 MS | 0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS | 0.00% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 CG | 0.00% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 ML | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 CG | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 CG | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 JP | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 JP | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 ML | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.00% |
| CMB CMBX.NA.BBB-.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 CG | 0.00% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 GS | 0.00% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 JP | 0.00% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 JP | 0.00% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 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-.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 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-.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% |
| EUR/CHF CALL 1.10 20201209 CSI-FX | 0.00% |
| EUR/USD 12/16/2020 GSFX | 0.00% |
| GBP/USD 12/16/2020 CSI-FX | 0.00% |
| KWG LIVING GROUP HOLDINGS LT SEDOL BLPJPQ9 | 0.00% |
| NOK/USD 12/16/2020 GSFX | 0.00% |
| NZD/USD 01/20/2021 CITI | 0.00% |
| NZD/USD 01/20/2021 SSBT | 0.00% |
| SEK/USD 12/16/2020 CITI | 0.00% |
| SEK/USD 12/16/2020 TDBK | 0.00% |
| TWD/USD 02/17/2021 GSFX | 0.00% |
| 0.25 R ISWP FWD US0003M P 12/16/2022 | 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% |
| CAD/USD 01/20/2021 BANKAM | 0.00% |
| CAD/USD 01/20/2021 CSI-FX | 0.00% |
| CAD/USD 01/20/2021 JPMCB | 0.00% |
| CAD/USD 01/20/2021 RBSF | 0.00% |
| CHF/USD 12/16/2020 HSBCB | 0.00% |
| CHF/USD 12/16/2020 RBSF | 0.00% |
| CHF/USD 12/16/2020 TDBK | 0.00% |
| 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 CG | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.00% |
| CMB CMBX.NA.BB.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.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 JP | 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% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 JP | 0.00% |
| CNH/USD 02/18/2021 JPMCB | 0.00% |
| CNH/USD 02/18/2021 WPAC | 0.00% |
| EUR/CHF CALL 1.12 20201209 CSI-FX | 0.00% |
| EUR/USD 12/16/2020 WPAC | 0.00% |
| GBP/USD 12/16/2020 MSCIL | 0.00% |
| GBP/USD 12/16/2020 RBSF | 0.00% |
| GLOW ENERGY PCL - FOREIGN SEDOL B074GX9 | 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 SSBT | 0.00% |
| HKD/USD 11/18/2020 TDBK | 0.00% |
| HKD/USD 11/18/2020 UBS | 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 TDBK | 0.00% |
| NZD/USD 01/20/2021 WPAC | 0.00% |
| SEK/USD 12/16/2020 HSBCB | 0.00% |
| 1.15 R ISWP FWD US0003M P 12/16/2050 | -0.00% |
| AUD/USD CALL 0.80 20210311 HSBCB | -0.00% |
| AUD/USD PUT 0.675 20201118 BANKAM | -0.00% |
| CAD/USD 01/20/2021 GSFX | -0.00% |
| CAD/USD 01/20/2021 HSBCB | -0.00% |
| CAD/USD 01/20/2021 MSCIL | -0.00% |
| CAD/USD 01/20/2021 SSBT | -0.00% |
| CAD/USD 01/20/2021 UBS | -0.00% |
| CHF/USD 12/16/2020 GSFX | -0.00% |
| CHF/USD 12/16/2020 UBS | -0.00% |
| CMB CMBX.NA.A.7 2047-01-17 200.0 01/17/2047 CS | -0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | -0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | -0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 CG | -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 GSFX | -0.00% |
| GBP/USD 12/16/2020 HSBCB | -0.00% |
| GBP/USD PUT 1.20 20201218 BANKAM | -0.00% |
| ILS/USD 01/20/2021 SSBT | -0.00% |
| JPY/USD 11/18/2020 BCAP-FX | -0.00% |
| NOK/USD 12/16/2020 HSBCB | -0.00% |
| NOK/USD 12/16/2020 SSBT | -0.00% |
| NZD/USD 01/20/2021 BANKAM | -0.00% |
| NZD/USD 01/20/2021 BCAP-FX | -0.00% |
| SEK/USD 12/16/2020 JPMCB | -0.00% |
| SGD/USD 11/18/2020 JPMCB | -0.00% |
| AUD/USD 01/20/2021 CITI | -0.00% |
| AUD/USD 01/20/2021 MSCIL | -0.00% |
| CAD/USD 01/20/2021 WPAC | -0.00% |
| CHF/USD 12/16/2020 BANKAM | -0.00% |
| CHF/USD 12/16/2020 MSCIL | -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.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 GS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 ML | -0.00% |
| INR/USD 02/17/2021 HSBCB | -0.00% |
| INR/USD 02/17/2021 JPMCB | -0.00% |
| JPY/USD 11/18/2020 CITI | -0.00% |
| NOK/USD 12/16/2020 MSCIL | -0.00% |
| NZD/USD 01/20/2021 MSCIL | -0.00% |
| NZD/USD 01/20/2021 UBS | -0.00% |
| SEK/USD 12/16/2020 MSCIL | -0.00% |
| USD/CAD PUT 1.26 20210127 GSFX | -0.00% |
| AUD/USD 01/20/2021 TDBK | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.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 CS | -0.00% |
| CMB CMBX.NA.A.7 2047-01-17 200.0 01/17/2047 CS | -0.00% |
| DKK/USD 12/16/2020 CITI | -0.00% |
| GBP/USD 12/16/2020 BCAP-FX | -0.00% |
| SEK/USD 12/16/2020 UBS | -0.00% |
| 0.774 R ISWP US0003M P 10/20/2030 | -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% |
| JPY/USD 11/18/2020 WPAC | -0.00% |
| SEK/USD 12/16/2020 SSBT | -0.00% |
| AUD/USD 01/20/2021 BANKAM | -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.BB.10 2059-11-17 500.0 11/17/2059 JP | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS | -0.00% |
| GBP/USD 12/16/2020 CITI | -0.00% |
| JPY/USD 11/18/2020 HSBCB | -0.00% |
| SEK/USD 12/16/2020 GSFX | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.01% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.01% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% |
| PLN/USD 12/16/2020 BCAP-FX | -0.01% |
| USD/CNH PUT 6.50 20210415 MSCIL | -0.01% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.01% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 JP | -0.01% |
| CHF/USD 12/16/2020 SSBT | -0.01% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 MS | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% |
| USD/MXN PUT 19.00 20210416 GSFX | -0.01% |
| CAD/USD 01/20/2021 CITI | -0.01% |
| GBP/USD 12/16/2020 JPMCB | -0.01% |
| JPY/USD 11/18/2020 GSFX | -0.01% |
| JPY/USD 11/18/2020 RBSF | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% |
| KRW/USD 11/18/2020 JPMCB | -0.01% |
| CNH/USD 11/18/2020 SSBT | -0.02% |
| EUR/USD 12/16/2020 SSBT | -0.02% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CG | -0.02% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 CG | -0.02% |
| AUD/USD 01/20/2021 UBS | -0.03% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.03% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP | -0.03% |
| EUR/USD 12/16/2020 MSCIL | -0.04% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.04% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 JP | -0.05% |
| GBP/USD 12/16/2020 BANKAM | -0.07% |
| MSCI EAFE DEC20 MFSZ0 | -0.11% |
| EUR/USD 12/16/2020 HSBCB | -0.13% |
| EUR/USD 12/16/2020 JPMCB | -0.15% |
| IOS.FN30.400.10 P USL1M R 01/12/41 JP | -0.17% |
| RU10INTR P US0003M R 06/10/21 CI | -4.34% |
| NDUEEGF P US0003M R 09/17/21 CI | -5.25% |
| US 2YR NOTE (CBT) DEC20 TUZ0 | -5.30% |
| RU10INTR P US0003M R 06/20/23 BA | -11.43% |
| US 10YR ULTRA FUT DEC20 UXYZ0 | 37.93% |
|---|---|
| JPN 10Y BOND(OSE) DEC20 JBZ0 | 33.33% |
| EURO-BUND FUTURE DEC20 RXZ0 | 20.90% |
| LONG GILT FUTURE DEC20 G Z0 | 19.22% |
| CAN 10YR BOND FUT DEC20 CNZ0 | 18.72% |
| EURO-OAT FUTURE DEC20 OATZ0 | 16.82% |
| REPO TRIPA MORTG 0.08 10/01/2020 | 11.50% |
| MLFCF15 R US0003M P 06/20/23 BA | 11.24% |
| CGPUTQL2 R US0003M P 06/10/21 CI | 4.69% |
| US 10YR NOTE (CBT)DEC20 TYZ0 | 4.24% |
| MSCI EAFE DEC20 MFSZ0 | 3.72% |
| EURO-BOBL FUTURE DEC20 OEZ0 | 3.66% |
| US 5YR NOTE (CBT) DEC20 FVZ0 | 3.37% |
| FNMA FN30 TBA UMBS 03.5000 10/01/2050 | 2.56% |
| GNMA GII30 TBA 03.5000 10/01/2050 | 2.56% |
| FNMA FN30 TBA UMBS 02.5000 10/01/2050 | 2.55% |
| EURO-BUXL 30Y BND DEC20 UBZ0 | 2.54% |
| S&P500 EMINI FUT DEC20 ESZ0 | 2.45% |
| CASH MGMT BILL 00.0000 12/08/2020 | 2.31% |
| EURO-SCHATZ FUT DEC20 DUZ0 | 2.24% |
| GSGLPHCL R US0001M P 12/15/25 GS | 1.83% |
| US ULTRA BOND CBT DEC20 WNZ0 | 1.62% |
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| FNMA FN30 TBA UMBS 02.5000 11/01/2050 | 1.27% |
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| MICROSOFT CORP SEDOL 2588173 | 0.91% |
| US LONG BOND(CBT) DEC20 USZ0 | 0.86% |
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| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | 0.18% |
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| AMERICAN HOME 4 RENT SEDOL BCF5RR9 | 0.10% |
| LOEWS CORP SEDOL 2523022 | 0.10% |
| MICROSOFT CORP 01.5500 08/08/2021 | 0.10% |
| CHEMED CORP SEDOL 2190084 | 0.10% |
| JPMBB 2014-C22 XA IO 00.9836 09/15/2047 | 0.10% |
| WOLTERS KLUWER SEDOL 5671519 | 0.10% |
| KDDI CORP SEDOL 6248990 | 0.10% |
| AT&T INC. 03.8000 02/15/2027 | 0.10% |
| KLA CORP SEDOL 2480138 | 0.10% |
| PARTNERS GROUP HOLDING AG SEDOL B119QG0 | 0.10% |
| SPST 2019-11 A 00.9011 10/24/2020 | 0.10% |
| MITSUBISHI UFJ FIN GRP USD 03.5350 07/26/2021 | 0.10% |
| CARLSBERG AS-B SEDOL 4169219 | 0.09% |
| MSRR 2015-R4 CB1 01.0008 08/26/2047 | 0.09% |
| PING AN INSURANCE GROUP CO-H SEDOL B01FLR7 | 0.09% |
| TARGET CORP SEDOL 2259101 | 0.09% |
| COCA-COLA CO/THE SEDOL 2206657 | 0.09% |
| UNITEDHEALTH GROUP INC 03.8500 06/15/2028 | 0.09% |
| BRISTOL-MYERS 03.2500 02/20/2023 | 0.09% |
| COVESTRO AG SEDOL BYTBWY9 | 0.09% |
| JPMORGAN CHASE & CO 03.3750 05/01/2023 | 0.09% |
| YUM CHINA HOLDINGS INC SEDOL BYW4289 | 0.09% |
| AMDOCS LTD SEDOL 2256908 | 0.09% |
| DAIKIN INDUSTRIES LTD SEDOL 6250724 | 0.09% |
| KWEICHOW MOUTAI CO LTD 144A/REGS WARRANT 10/01/2021 | 0.09% |
| SPY 20210618 P 250.00JPMCB | 0.09% |
| TPAT 2018-SL1 A P/P 144A 00.7751 01/25/2046 | 0.09% |
| ENEL SPA SEDOL 7144569 | 0.09% |
| FIRSTENERGY TRANSMIS P/P 144A 05.4500 07/15/2044 | 0.09% |
| SHENZHEN MINDRAY BIO-MEDICAL ELEC CO LTD 144A/REGS | 0.09% |
| AVIVA PLC SEDOL 0216238 | 0.09% |
| FNMA FN40 BF0171 UMBS 04.0000 01/01/2057 | 0.09% |
| HITACHI LTD SEDOL 6429104 | 0.09% |
| NETEASE INC-ADR SEDOL 2606440 | 0.09% |
| ORACLE CORP 02.6500 07/15/2026 | 0.09% |
| PEUGEOT SA SEDOL 7103526 | 0.09% |
| AMAZON.COM INC 03.3000 12/05/2021 | 0.08% |
| COMCAST CORP 06.5000 11/15/2035 | 0.08% |
| TATA CONSULTANCY SVS LTD SEDOL B01NPJ1 | 0.08% |
| PETROLEOS MEXICANOS P/P 144A 05.9500 01/28/2031 | 0.08% |
| WAMU 2005-AR12 1A8 02.9538 10/25/2035 | 0.08% |
| KERING SEDOL 5505072 | 0.08% |
| SALESFORCE.COM INC 03.7000 04/11/2028 | 0.08% |
| ANGLO AMER PLC SEDOL B1XZS82 | 0.08% |
| APPLE INC 03.8500 05/04/2043 | 0.08% |
| LAMB WESTON HOLDINGS P/P 144A 04.8750 11/01/2026 | 0.08% |
| SKANDINAVISKA ENSKILDA BAN-A SEDOL 4813345 | 0.08% |
| LG ELECTRONICS INC SEDOL 6520739 | 0.08% |
| GENTEX CORP SEDOL 2366799 | 0.08% |
| BNP PARIBAS SEDOL 7309681 | 0.08% |
| DEUTSCHE BOERSE AG SEDOL 7021963 | 0.08% |
| AGNC INVESTMENT CORP SEDOL BYYHJL8 | 0.08% |
| AT&T INC 04.1000 02/15/2028 | 0.08% |
| HANA FINANCIAL GROUP SEDOL B0RNRF5 | 0.08% |
| RELIANCE STEEL & ALUMINUM SEDOL 2729068 | 0.08% |
| SIRIUS XM RADIO INC P/P 144A 05.0000 08/01/2027 | 0.08% |
| SOUTHERN COPPER CORP SEDOL 2823777 | 0.08% |
| UNITED MICROELECTRONICS CORP SEDOL 6916628 | 0.08% |
| WOOLWORTHS GROUP LTD SEDOL 6981239 | 0.08% |
| ZOETIS INC SEDOL B95WG16 | 0.08% |
| AXALTA COATING SYSTEMS LTD SEDOL BSFWCF5 | 0.07% |
| BIOGEN INC SEDOL 2455965 | 0.07% |
| EQUITY COMMONWEALTH SEDOL BPH3N63 | 0.07% |
| SANY HEAVY INDUSTRY CO LTD 144A REGS WARRANT 12/21/2020 | 0.07% |
| GOODMAN GROUP SEDOL B03FYZ4 | 0.07% |
| SHIONOGI & CO LTD SEDOL 6804682 | 0.07% |
| ACCENTURE PLC-CL A SEDOL B4BNMY3 | 0.07% |
| ANHUI CONCH CEMENT CO LTD-H SEDOL 6080396 | 0.07% |
| CAMDEN PROPERTY TRUST SEDOL 2166320 | 0.07% |
| T-MOBILE USA INC P/P 144A 03.7500 04/15/2027 | 0.07% |
| VOLKSWAGEN AG PFD SEDOL 5497168 | 0.07% |
| WH GROUP LTD SEDOL BLLHKZ1 | 0.07% |
| VERTEX PHARMACEUTICALS INC SEDOL 2931034 | 0.07% |
| WESTERN UNION CO SEDOL B1F76F9 | 0.07% |
| AMAZON.COM INC 03.1500 08/22/2027 | 0.07% |
| CIT GROUP INC. 05.2500 03/07/2025 | 0.07% |
| CRH PLC SEDOL 4182249 | 0.07% |
| DR REDDYS LABS SEDOL 6410959 | 0.07% |
| ECOLAB INC 02.7000 11/01/2026 | 0.07% |
| HOYA CORP SEDOL 6441506 | 0.07% |
| NIHON M&A CENTER INC SEDOL B1DN466 | 0.07% |
| ALLISON TRANSMISSION HOLDING SEDOL B4PZ892 | 0.07% |
| CF INDUSTRIES INC P/P 144A 04.5000 12/01/2026 | 0.07% |
| CHEVRON CORP | 0.07% |
| QIAGEN N.V. SEDOL BYXS688 | 0.07% |
| BHP GROUP PLC SEDOL BH0P3Z9 | 0.07% |
| CHARTER COMM OPT LLC 06.4840 10/23/2045 | 0.07% |
| NOVARTIS CAPITAL CORP 04.0000 11/20/2045 | 0.07% |
| ONCOR ELECTRIC DELIV 03.7500 04/01/2045 | 0.07% |
| POLY DEVELOPMENTS AND HOLD 144A/REGS WARRANT 07/29/2021 | 0.07% |
| STANDARD IND INC P/P 144A 05.0000 02/15/2027 | 0.07% |
| AMGEN INC 02.6000 08/19/2026 | 0.07% |
| BROADCOM CRP / CAYM 03.5000 01/15/2028 | 0.07% |
| CITIGROUP INC 02.6500 10/26/2020 | 0.07% |
| DBS GROUP HOLDINGS LTD SEDOL 6175203 | 0.07% |
| HONEYWELL INTL 03.8120 11/21/2047 | 0.07% |
| SEEGENE INC SEDOL B679Q36 | 0.07% |
| BANK OF AMERICA CORP 06.1000 12/29/2049 | 0.06% |
| DIASORIN SPA SEDOL B234WN9 | 0.06% |
| FORTESCUE METALS GROUP LTD SEDOL B2B2B49 | 0.06% |
| NEWMARKET CORP SEDOL B01CGF1 | 0.06% |
| PETROBRAS GLOBAL FINANCE USD 07.3750 01/17/2027 | 0.06% |
| SWISS RE TREAS P/P 144A 04.2500 12/06/2042 | 0.06% |
| ORACLE CORP 02.5000 05/15/2022 | 0.06% |
| SAIL 2004-10 A10 01.0481 11/25/2034 | 0.06% |
| TOKYO ELECTRON LTD SEDOL 6895675 | 0.06% |
| VALE SA-SP ADR SEDOL 2857334 | 0.06% |
| ATLAS COPCO AB-A SHS SEDOL BD97BN2 | 0.06% |
| CHAROEN POKPHAND FOOD-FORGN SEDOL B5L2DG6 | 0.06% |
| HILTON WORLDWIDE FIN LLC 04.8750 04/01/2027 | 0.06% |
| LEGRAND SA SEDOL B11ZRK9 | 0.06% |
| MORGAN STANLEY 04.3750 01/22/2047 | 0.06% |
| SCHNEIDER NATIONAL INC-CL B SEDOL BYVN953 | 0.06% |
| SHIN-ETSU CHEMICAL CO LTD SEDOL 6804585 | 0.06% |
| APPLE INC 02.8500 05/06/2021 | 0.06% |
| BANCO BILBAO VIZCAYA ARGENTA SEDOL 5501906 | 0.06% |
| CK ASSET HOLDINGS LTD SEDOL BYZQ077 | 0.06% |
| DIGITAL REALTY TRUST LP 04.4500 07/15/2028 | 0.06% |
| E.ON SE SEDOL 4942904 | 0.06% |
| JPMORGAN CHASE & CO 01.2801 05/15/2047 | 0.06% |
| ORIX CORP SEDOL 6661144 | 0.06% |
| WFRBS 2013-UBS1 AS 04.3060 03/15/2046 | 0.06% |
| BRIGHT HORIZONS FAMILY SOLUT SEDOL B7MJWP2 | 0.06% |
| MMC NORILSK NICKEL PJSC-ADR SEDOL BYSW6D0 | 0.06% |
| PETROBRAS GLOBAL FIN USD 05.9990 01/27/2028 | 0.06% |
| PROLOGIS INC SEDOL B44WZD7 | 0.06% |
| AMERICAN TOWER CORPORATION 02.7500 01/15/2027 | 0.06% |
| ENTERPRISE PRODUCTS OPER 04.2500 02/15/2048 | 0.06% |
| MICROCHIP TECH INC 04.3330 06/01/2023 | 0.06% |
| ZIMMER BIOMET HOLDINGS INC SEDOL 2783815 | 0.06% |
| 3I GROUP PLC SEDOL B1YW440 | 0.06% |
| ACTIVISION BLIZZARD INC SEDOL 2575818 | 0.06% |
| BRITISH AMERICAN TOBACCO PLC SEDOL 0287580 | 0.06% |
| COMM 2014-UBS6 C 04.5945 12/10/2047 | 0.06% |
| CREDIT AGRICOLE SA SEDOL 7262610 | 0.06% |
| GOLDMAN SACHS GROUP INC 02.6000 02/07/2030 | 0.06% |
| NRG ENERGY INC P/P 144A 04.4500 06/15/2029 | 0.06% |
| NTT DOCOMO INC SEDOL 6129277 | 0.06% |
| ASML HOLDING NV SEDOL B929F46 | 0.06% |
| BANK OF MONTREAL USD 03.1000 04/13/2021 | 0.06% |
| BRISTOL-MYERS 03.2500 08/15/2022 | 0.06% |
| GLAXOSMITHKLINE PLC SEDOL 0925288 | 0.06% |
| GOLDMAN SACHS GROUP INC 05.7500 01/24/2022 | 0.06% |
| SARTORIUS STEDIM BIOTECH SEDOL BYZ2QP5 | 0.06% |
| VIDEOTRON LTD / LTEE P/P 144A 05.1250 04/15/2027 | 0.06% |
| AIR LEASE CORP 04.6250 10/01/2028 | 0.06% |
| CITIGROUP INC 03.6680 07/24/2028 | 0.06% |
| HP INC SEDOL BYX4D52 | 0.06% |
| LOGITECH INTERNATIONAL-REG SEDOL B18ZRK2 | 0.06% |
| NEXON CO LTD SEDOL B63QM77 | 0.06% |
| NIPPON TELEGRAPH & TELEPHONE SEDOL 6641373 | 0.06% |
| SPY 20210521 P 235.00BANKAM | 0.06% |
| ADECCO GROUP AG-REG SEDOL 7110720 | 0.06% |
| CAS 2017-C02 2M2 03.7981 09/25/2029 | 0.06% |
| CDX CDX.NA.IG.35 100.0 12/20/2025 | 0.06% |
| HINDUSTAN UNILEVER LTD SEDOL 6261674 | 0.06% |
| ITOCHU TECHNO-SOLUTIONS CORP SEDOL 6200194 | 0.06% |
| SHANGHAI PUDONG DEV BANK 144A/REGS WARRANT | 0.06% |
| CANTOR FITZGERALD LP P/P 144A 06.5000 06/17/2022 | 0.06% |
| COMMONWEALTH BK AUST P/P 144A 03.1500 09/19/2027 | 0.06% |
| FAIRFAX FINL HLDGS USD 04.8500 04/17/2028 | 0.06% |
| FAIRFAX US INC P/P 144A 04.8750 08/13/2024 | 0.06% |
| GLENCORE FUNDING LLC P/P 144A 04.0000 04/16/2025 | 0.06% |
| GSMS 2014-GC22 XA IO 01.1381 06/10/2047 | 0.06% |
| KINDER MORGAN INC 03.1500 01/15/2023 | 0.06% |
| UDR INC SEDOL 2727910 | 0.06% |
| AMGEN INC 04.6630 06/15/2051 | 0.05% |
| ASTRAZENECA PLC SEDOL 0989529 | 0.05% |
| BANK OF AMERICA CORP 03.2480 10/21/2027 | 0.05% |
| CHENIERE CORP CHRIST 05.1250 06/30/2027 | 0.05% |
| FHMS K114 XAM IO 01.4363 06/25/2030 | 0.05% |
| INGERSOLL-RAND INC SEDOL BL5GZ82 | 0.05% |
| NOMURA RESEARCH INSTITUTE LT SEDOL 6390921 | 0.05% |
| REPUBLIC OF PERU USD 02.3920 01/23/2026 | 0.05% |
| SHELL INTERNATIONAL FIN USD 02.8750 05/10/2026 | 0.05% |
| ASSURANT INC SEDOL 2331430 | 0.05% |
| COMM 2014-LC15 XA IO 01.2561 04/10/2047 | 0.05% |
| COMPASS GROUP PLC SEDOL BD6K457 | 0.05% |
| ORACLE CORP 03.6250 07/15/2023 | 0.05% |
| AIR LEASE CORP 03.2500 10/01/2029 | 0.05% |
| BB SEGURIDADE PARTICIPACOES SEDOL B9N3SQ0 | 0.05% |
| BRAMBLES LTD SEDOL B1FJ0C0 | 0.05% |
| EQUINIX INC. 02.9000 11/18/2026 | 0.05% |
| PORSCHE AUTOMOBIL HLDG-PRF SEDOL 7101069 | 0.05% |
| AT&T INC 04.7500 05/15/2046 | 0.05% |
| BMW US CAPITAL LLC P/P 144A 02.0000 04/11/2021 | 0.05% |
| COMM 2015-LC19 B 03.8290 02/10/2048 | 0.05% |
| FUBON FINANCIAL HOLDING CO SEDOL 6411673 | 0.05% |
| JPY/USD 11/18/2020 SSBT | 0.05% |
| OMNICOM GP/OMNICOM CAP 03.6000 04/15/2026 | 0.05% |
| AGL ENERGY LTD SEDOL BSS7GP5 | 0.05% |
| ANGLO AMERICAN PLATINUM LTD SEDOL 6761000 | 0.05% |
| ARES CAPITAL CORP 03.8750 01/15/2026 | 0.05% |
| BANK OF NOVA SCOTIA USD 02.0000 11/15/2022 | 0.05% |
| CAS 2016-C04 1M2 04.3981 01/25/2029 | 0.05% |
| CONCHO RESOURCES INC 03.7500 10/01/2027 | 0.05% |
| FIAT CHRYSLER AUTOMOBILES NV SEDOL BRJFWP3 | 0.05% |
| FUJITSU LTD SEDOL 6356945 | 0.05% |
| LVMH MOET HENNESSY LOUIS VUI SEDOL 4061412 | 0.05% |
| OTSUKA CORP SEDOL 6267058 | 0.05% |
| APPLE INC 00.7500 05/11/2023 | 0.05% |
| CITIGROUP INC 04.6000 03/09/2026 | 0.05% |
| MSBAM 2014-C17 C 04.6367 08/15/2047 | 0.05% |
| SPST 2020-6 A 01.9011 09/07/2021 | 0.05% |
| VOLVO AB-B SHS SEDOL B1QH830 | 0.05% |
| KB FINANCIAL GROUP INC SEDOL B3DF0Y6 | 0.05% |
| REGENERON PHARMACEUTICALS SEDOL 2730190 | 0.05% |
| AMERICAN FINANCIAL GROUP INC SEDOL 2134532 | 0.05% |
| BLACK KNIGHT INC SEDOL BDG75V1 | 0.05% |
| COMM 2014-CR19 AM 04.0800 08/10/2047 | 0.05% |
| DIAMOND 1 FIN/DIAM P/P 144A 06.0200 06/15/2026 | 0.05% |
| RADIANT OPTO-ELECTRONICS COR SEDOL 6520278 | 0.05% |
| REALTEK SEMICONDUCTOR CORP SEDOL 6051422 | 0.05% |
| SPST 2020-WL1 A 01.2981 06/25/2051 | 0.05% |
| WFCM 2013-LC12 C 04.4105 07/15/2046 | 0.05% |
| ERAC USA FINANCE LLC P/P 144A 05.6250 03/15/2042 | 0.05% |
| FISERV INC 04.2000 10/01/2028 | 0.05% |
| GEORGIA-PACIFIC LLC P/P 144A 02.1000 04/30/2027 | 0.05% |
| SNAM SPA SEDOL 7251470 | 0.05% |
| SPST 2020-13 A 01.6511 10/10/2021 | 0.05% |
| VIACOMCBS INC 04.2000 06/01/2029 | 0.05% |
| WILMAR INTERNATIONAL LTD SEDOL B17KC69 | 0.05% |
| ZHONGSHENG GROUP HOLDINGS SEDOL B633D97 | 0.05% |
| AMERICAN EXPRESS COMPANY 02.6500 12/02/2022 | 0.04% |
| CITIGROUP INC 04.4500 09/29/2027 | 0.04% |
| CITIGROUP INC 04.5000 01/14/2022 | 0.04% |
| GNR 2013-99 AS IO 05.8938 06/20/2043 | 0.04% |
| PARADE TECHNOLOGIES LTD SEDOL B6RV676 | 0.04% |
| SAMI 2007-AR7 1A1 00.9981 05/25/2047 | 0.04% |
| SUMITOMO MITSUI TRUST HOLDIN SEDOL 6431897 | 0.04% |
| BANK OF SHANGHAI 144A/REGS WARRANT 12/02/2020 | 0.04% |
| CNOOC LTD SEDOL B00G0S5 | 0.04% |
| COMM 2014-CR17 C 04.9450 05/10/2047 | 0.04% |
| JPMBB 2015-C29 B 04.1180 05/15/2048 | 0.04% |
| LUKOIL PJSC-SPON ADR SEDOL BYZDW27 | 0.04% |
| NORTHROP GRUMMAN CORP 03.2500 01/15/2028 | 0.04% |
| BRISTOL-MYERS 02.2500 08/15/2021 | 0.04% |
| CHINA MOBILE LTD SEDOL 6073556 | 0.04% |
| COMM 2014-UBS6 XA IO 01.0371 12/10/2047 | 0.04% |
| DIGITAL REALTY TRUST LP 04.7500 10/01/2025 | 0.04% |
| ENERGY TRANSFER OPERA 05.8750 01/15/2024 | 0.04% |
| FIDELITY NATL INFO SERV 03.7500 05/21/2029 | 0.04% |
| GENERAL MOTORS FINL CO 04.0000 10/06/2026 | 0.04% |
| MSC 2011-C3 B P/P 144A 05.4192 07/15/2049 | 0.04% |
| ORACLE CORP 01.9000 09/15/2021 | 0.04% |
| TOTAL SE SEDOL B15C557 | 0.04% |
| UNILEVER PLC SEDOL B10RZP7 | 0.04% |
| WFRBS 2013-C16 AS 04.6680 09/15/2046 | 0.04% |
| AMERICAN ELECTRIC POWER 04.3000 12/01/2028 | 0.04% |
| BANK LEUMI LE-ISRAEL SEDOL 6076425 | 0.04% |
| CMLTI 2005-2 1A2A 03.9686 05/25/2035 | 0.04% |
| EIFFAGE SEDOL B13X013 | 0.04% |
| FAURECIA SEDOL 4400446 | 0.04% |
| HUNDSUN TECHNOLOGIES INC 144A/REGS WARRANT 07/29/2021 | 0.04% |
| REINSURANCE GROUP OF AMERICA SEDOL 2731193 | 0.04% |
| TORONTO-DOMINION BANK USD 03.6250 09/15/2031 | 0.04% |
| AURIZON HOLDINGS LTD SEDOL B87CVM3 | 0.04% |
| BROADCOM INC 04.1500 11/15/2030 | 0.04% |
| CENTERPOINT ENERGY INC SEDOL 2440637 | 0.04% |
| CHAILEASE HOLDING CO LTD SEDOL B58J1S8 | 0.04% |
| CIGNA CORP 03.9000 02/15/2022 | 0.04% |
| CVS HEALTH CORP 04.7800 03/25/2038 | 0.04% |
| DAIWA HOUSE INDUSTRY CO LTD SEDOL 6251363 | 0.04% |
| DNB NOR ASA SEDOL 4263304 | 0.04% |
| HIKMA PHARMACEUTICALS PLC SEDOL B0LCW08 | 0.04% |
| KEURIG DR PEPPER INC 04.4170 05/25/2025 | 0.04% |
| KINDER MORGAN ENER PART 03.4500 02/15/2023 | 0.04% |
| SHRP 2020-1 NOTE 03.1250 07/25/2024 | 0.04% |
| AENA SME SA SEDOL BVRZ8L1 | 0.04% |
| EQUINOR ASA USD 02.9000 11/08/2020 | 0.04% |
| HARTALEGA HOLDINGS BHD SEDOL B2QPJK5 | 0.04% |
| INTERCONTINENTALEXCHANGE 02.6500 09/15/2040 | 0.04% |
| LASERTEC CORP SEDOL 6506267 | 0.04% |
| LEGAL & GENERAL GROUP PLC SEDOL 0560399 | 0.04% |
| MGIC INVESTMENT CORP SEDOL 2548616 | 0.04% |
| NITTO DENKO CORP SEDOL 6641801 | 0.04% |
| CHINA MINSHENG BANKING COR-H SEDOL B57JY24 | 0.04% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 CS | 0.04% |
| COUNTRY GARDEN SERVICES HOLD SEDOL BDQZP48 | 0.04% |
| DUKE ENERGY CORP 03.1500 08/15/2027 | 0.04% |
| ERAC USA FINANCE LLC P/P 144A 04.5000 02/15/2045 | 0.04% |
| JOHNSON CONTROLS INTL PL 04.9500 07/02/2064 | 0.04% |
| KBC GROUP NV SEDOL 4497749 | 0.04% |
| L3HARRIS TECH INC 03.8500 12/15/2026 | 0.04% |
| SILGAN HOLDINGS INC SEDOL 2809324 | 0.04% |
| SINGAPORE EXCHANGE LTD SEDOL 6303866 | 0.04% |
| SUN HUNG KAI PROPERTIES SEDOL 6859927 | 0.04% |
| ASSOCIATED BRITISH FOODS PLC SEDOL 0673123 | 0.04% |
| CELANESE US HOLDINGS LLC 04.6250 11/15/2022 | 0.04% |
| CGCMT 2014-GC19 X IO 01.3116 03/10/2047 | 0.04% |
| M3 INC SEDOL B02K2M3 | 0.04% |
| NEUBERGER BERMAN GRP P/P 144A 04.8750 04/15/2045 | 0.04% |
| OSHKOSH CORP 04.6000 05/15/2028 | 0.04% |
| PTT EXPLORATION & PROD-FOR SEDOL B1359J0 | 0.04% |
| REPUBLICA ORIENT URUGUAY USD 07.6250 03/21/2036 | 0.04% |
| SPY 20210416 P 225.00BANKAM | 0.04% |
| UNITEDHEALTH GROUP INC 02.0000 05/15/2030 | 0.04% |
| WALT DISNEY COMPANY 07.7500 12/01/2045 | 0.04% |
| WIPRO LTD SEDOL 6206051 | 0.04% |
| CHINA RESOURCES CEMENT SEDOL B41XC98 | 0.04% |
| CIGNA CORP 03.7500 07/15/2023 | 0.04% |
| GREE ELECTRIC 144A/REGS WARRANT 09/20/2021 | 0.04% |
| KOITO MANUFACTURING CO LTD SEDOL 6496324 | 0.04% |
| MERCK & CO INC 03.7000 02/10/2045 | 0.04% |
| PANDORA A/S SEDOL B44XTX8 | 0.04% |
| ROMANIA P/P 144A 03.0000 02/14/2031 | 0.04% |
| COCA-COLA HBC AG-DI SEDOL B9895B7 | 0.04% |
| GRUPO FINANCIERO GALICIA-ADR SEDOL 2613570 | 0.04% |
| KONINKLIJKE DSM NV SEDOL B0HZL93 | 0.04% |
| TARGA RESOURCES PART 05.0000 01/15/2028 | 0.04% |
| BRDCOM CRP / FIN 03.8750 01/15/2027 | 0.04% |
| CHARTER COMM OPT LLC 05.3750 05/01/2047 | 0.04% |
| ENBRIDGE INC USD 04.2500 12/01/2026 | 0.04% |
| GLOBAL PAYMENTS INC 02.9000 05/15/2030 | 0.04% |
| HYATT HOTELS CORP 04.8500 03/15/2026 | 0.04% |
| WFRBS 2011-C3 D P/P 144A 05.8526 03/15/2044 | 0.04% |
| ZOETIS INC 02.0000 05/15/2030 | 0.04% |
| ARKEMA SEDOL B0Z5YZ2 | 0.03% |
| BANK 2017-BNK8 B 04.0634 11/15/2050 | 0.03% |
| CHEVRON CORP 02.1000 05/16/2021 | 0.03% |
| CLP HOLDINGS LTD SEDOL 6097017 | 0.03% |
| COX COMM INC P/P 144A 02.9500 10/01/2050 | 0.03% |
| EQUINIX INC 03.2000 11/18/2029 | 0.03% |
| HENDERSON LAND DEVELOPMENT SEDOL 6420538 | 0.03% |
| KEURIG DR PEPPER INC 04.5970 05/25/2028 | 0.03% |
| VERIZON COMMUNICATIONS 05.2500 03/16/2037 | 0.03% |
| VIACOMCBS INC 02.9000 01/15/2027 | 0.03% |
| WEICHAI POWER CO LTD-H SEDOL 6743956 | 0.03% |
| ZURICH INSURANCE GROUP AG SEDOL 5983816 | 0.03% |
| APPLE INC 04.3750 05/13/2045 | 0.03% |
| CAPGEMINI SE SEDOL 4163437 | 0.03% |
| CHUGAI PHARMACEUTICAL CO LTD SEDOL 6196408 | 0.03% |
| CK HUTCHISON HOLDINGS LTD SEDOL BW9P816 | 0.03% |
| CROWN CASTLE INTL CORP 03.7000 06/15/2026 | 0.03% |
| DOW CHEMICAL CO/THE 03.5000 10/01/2024 | 0.03% |
| ENI SPA SEDOL 7145056 | 0.03% |
| HCA INC 04.1250 06/15/2029 | 0.03% |
| MSBAM 2012-C5 E P/P 144A 04.8314 08/15/2045 | 0.03% |
| NEW YORK COMMUNITY BANCORP SEDOL 2711656 | 0.03% |
| TELSTRA CORP LTD SEDOL 6087289 | 0.03% |
| BHP GROUP LTD SEDOL 6144690 | 0.03% |
| BOC HONG KONG HOLDINGS LTD SEDOL 6536112 | 0.03% |
| CAS 2019-HRP1 M2 02.2981 11/25/2039 | 0.03% |
| COLES GROUP LTD SEDOL BYWR0T5 | 0.03% |
| COMCAST CORP 03.9690 11/01/2047 | 0.03% |
| COMCAST CORPORATION 03.3750 02/15/2025 | 0.03% |
| COMM 2012-LC4 C 05.6148 12/10/2044 | 0.03% |
| DAITO TRUST CONSTRUCT CO LTD SEDOL 6250508 | 0.03% |
| EOG RESOURCES INC 02.6250 03/15/2023 | 0.03% |
| GLOBALWAFERS CO LTD SEDOL BS7JP33 | 0.03% |
| MORGAN STANLEY 05.5000 07/28/2021 | 0.03% |
| QUANTA COMPUTER INC SEDOL 6141011 | 0.03% |
| REGIONS FINANCIAL CORP 02.7500 08/14/2022 | 0.03% |
| ROYAL BANK OF CANADA USD 04.6500 01/27/2026 | 0.03% |
| SPECTRA ENERGY PARTNERS 03.3750 10/15/2026 | 0.03% |
| SUNDRUG CO LTD SEDOL 6817895 | 0.03% |
| SUZUKEN CO LTD SEDOL 6865560 | 0.03% |
| UBSBB 2012-C2 D P/P 144A 05.0455 05/10/2063 | 0.03% |
| ZOETIS INC 03.9000 08/20/2028 | 0.03% |
| ADVANCED INFO SERVICE-FOR RG SEDOL 6412591 | 0.03% |
| ASTELLAS PHARMA INC SEDOL 6985383 | 0.03% |
| DUKE ENERGY OHIO INC 03.6500 02/01/2029 | 0.03% |
| GSMS 2017-GS7 AS 03.6630 08/10/2050 | 0.03% |
| GSMS 2019-GC42 AS 03.2117 09/01/2052 | 0.03% |
| INTL FLAVOR & FRAGRANCES 04.4500 09/26/2028 | 0.03% |
| LAFARGEHOLCIM LTD-REG SEDOL 7110753 | 0.03% |
| MAGELLAN FINANCIAL GROUP LTD SEDOL B015YX4 | 0.03% |
| OBAYASHI CORP SEDOL 6656407 | 0.03% |
| TOSHIBA CORP SEDOL 6897217 | 0.03% |
| WESTROCK MWV LLC 08.2000 01/15/2030 | 0.03% |
| WILLIS TOWERS WATSON PLC USD 05.7500 03/15/2021 | 0.03% |
| 1011778 BC / NEW RED P/P 144A 05.0000 10/15/2025 | 0.03% |
| AMAZON.COM INC. 02.5000 11/29/2022 | 0.03% |
| BERKELEY GROUP HOLDINGS/THE SEDOL B02L3W3 | 0.03% |
| CROWN CASTLE INTL CORP 03.6500 09/01/2027 | 0.03% |
| ELISA OYJ SEDOL 5701513 | 0.03% |
| ENERGY TRANSFER OPERATNG 06.6250 02/15/2028 | 0.03% |
| EQT CORP SEDOL 2319414 | 0.03% |
| GJENSIDIGE FORSIKRING ASA SEDOL B4PH0C5 | 0.03% |
| GNR 2015-H26 DI IO 03.3745 10/20/2065 | 0.03% |
| GNR 2017-H22 EI IO 02.1299 10/20/2067 | 0.03% |
| GSMS 2013-GCJ14 B P/P 144A 04.9018 08/10/2046 | 0.03% |
| ING GROEP NV-CVA SEDOL 7154182 | 0.03% |
| JPMORGAN CHASE & CO 04.6000 02/01/2025 | 0.03% |
| KOSE CORP SEDOL 6194468 | 0.03% |
| KUMBA IRON ORE LTD SEDOL B1G4262 | 0.03% |
| MWST 2018-W1 A 00.9981 11/25/2051 | 0.03% |
| NOMURA REAL ESTATE HOLDINGS SEDOL B1CWJM5 | 0.03% |
| PFIZER INC 03.0000 12/15/2026 | 0.03% |
| TECH MAHINDRA LTD SEDOL BWFGD63 | 0.03% |
| TRANSCANADA TRUST USD 05.3000 03/15/2077 | 0.03% |
| WEST JAPAN RAILWAY CO SEDOL 6957995 | 0.03% |
| WFRBS 2012-C6 D P/P 144A 05.7654 04/15/2045 | 0.03% |
| A2 MILK CO LTD SEDOL 6287250 | 0.03% |
| CISCO SYSTEMS INC 02.5000 09/20/2026 | 0.03% |
| COMPAGNIE DE SAINT-GOBAIN SEDOL 7380482 | 0.03% |
| DAELIM INDUSTRIAL CO LTD SEDOL 6249584 | 0.03% |
| DUKE REALTY CORP SEDOL 2284084 | 0.03% |
| ENERGY TRANSFER OPERATNG 03.7500 05/15/2030 | 0.03% |
| HIKARI TSUSHIN INC SEDOL 6416322 | 0.03% |
| HOSHIZAKI CORP SEDOL B3FF8W8 | 0.03% |
| HUNTINGTON BANCSHARES 04.3500 02/04/2023 | 0.03% |
| MSBAM 2014-C14 C 05.1073 02/15/2047 | 0.03% |
| NIEN MADE ENTERPRISE CO LTD SEDOL BSZLN15 | 0.03% |
| NUTRIEN LTD. USD 04.2000 04/01/2029 | 0.03% |
| ORACLE CORP 04.0000 11/15/2047 | 0.03% |
| T-MOBILE USA INC P/P 144A 03.8750 04/15/2030 | 0.03% |
| WELLS FARGO & COMPANY 05.8750 12/29/2049 | 0.03% |
| ANHEUSER-BUSCH INBEV WOR 04.7500 01/23/2029 | 0.03% |
| CAS 2014-C02 1M2 02.7481 05/25/2024 | 0.03% |
| CHARTER COMM OPT LLC/CAP 03.7500 02/15/2028 | 0.03% |
| CHINA FEIHE LTD SEDOL BK0SBL1 | 0.03% |
| FHMS K087 X1 IO 00.5099 12/25/2028 | 0.03% |
| JPMBB 2013-C12 B 04.2362 07/15/2045 | 0.03% |
| ODAKYU ELECTRIC RAILWAY CO SEDOL 6656106 | 0.03% |
| ORACLE CORP 02.5000 10/15/2022 | 0.03% |
| STANLEY ELECTRIC CO LTD SEDOL 6841106 | 0.03% |
| AUTO TRADER GROUP PLC SEDOL BVYVFW2 | 0.03% |
| CBRE SERVICES INC 04.8750 03/01/2026 | 0.03% |
| FOSHAN HAITIAN FLAVOURING & FOOD 144A/REGS WARRANT 03/12/202 | 0.03% |
| MICHELIN (CGDE) SEDOL 4588364 | 0.03% |
| ONO PHARMACEUTICAL CO LTD SEDOL 6660107 | 0.03% |
| PETROLEOS MEXICANOS USD 06.5000 03/13/2027 | 0.03% |
| ANHEUSER-BUSCH INBEV WOR 05.5500 01/23/2049 | 0.03% |
| CAS 2016-C01 2M2 07.0981 08/25/2028 | 0.03% |
| FERRARI NV SEDOL BD6G507 | 0.03% |
| GALAPAGOS NV SEDOL B07Q2V5 | 0.03% |
| IPALCO ENTPRS IN 03.7000 09/01/2024 | 0.03% |
| KIA MOTORS CORP SEDOL 6490928 | 0.03% |
| L3HARRIS TECH INC 04.4000 06/15/2028 | 0.03% |
| PERSIMMON PLC SEDOL 0682538 | 0.03% |
| THE AES CORPORATION 05.1250 09/01/2027 | 0.03% |
| YANGZIJIANG SHIPBUILDING SEDOL B1VT035 | 0.03% |
| AT&T INC 02.9500 07/15/2026 | 0.02% |
| BROTHER INDUSTRIES LTD SEDOL 6146500 | 0.02% |
| CAS 2015-C03 2M2 05.1481 07/25/2025 | 0.02% |
| CVS HEALTH CORP 03.7000 03/09/2023 | 0.02% |
| EQUITY LIFESTYLE PROPERTIES SEDOL 2563125 | 0.02% |
| FINECOBANK SPA SEDOL BNGN9Z1 | 0.02% |
| GNR 2017-162 QI IO 05.0000 10/11/2047 | 0.02% |
| JAPAN AIRLINES CO LTD SEDOL B8BRV46 | 0.02% |
| MSBAM 2014-C15 A4 04.0510 04/15/2047 | 0.02% |
| NUTRIEN LTD USD 04.1250 03/15/2035 | 0.02% |
| REPUBLIC SERVICES INC SEDOL 2262530 | 0.02% |
| UPJOHN INC P/P 144A 02.3000 06/22/2027 | 0.02% |
| BANCO SANTANDER BRASIL-UNIT SEDOL B4V5RY4 | 0.02% |
| ICL GROUP LTD SEDOL 6455530 | 0.02% |
| ISRAEL DISCOUNT BANK -A SEDOL 6451271 | 0.02% |
| JPMCC 2013-C16 AS 04.5169 12/15/2046 | 0.02% |
| KNORR-BREMSE AG SEDOL BD2P9X9 | 0.02% |
| MSBAM 2012-C6 AS 03.4760 11/15/2045 | 0.02% |
| MSBAM 2014-C16 AS 04.0940 06/15/2047 | 0.02% |
| RECRUIT HOLDINGS CO LTD SEDOL BQRRZ00 | 0.02% |
| TRUIST FINANCIAL CORP 04.8000 12/31/2099 | 0.02% |
| VERIZON COMMUNICATIONS 04.4000 11/01/2034 | 0.02% |
| WESTROCK MWV LLC 07.9500 02/15/2031 | 0.02% |
| WFRBS 2012-C10 XA IO P/P 144A 01.6749 12/15/2045 | 0.02% |
| APPLE INC 04.2500 02/09/2047 | 0.02% |
| BANCO MACRO SA-ADR SEDOL B0Y62M9 | 0.02% |
| ENERGY TRANSFER OPERATNG 05.2000 02/01/2022 | 0.02% |
| GSMS 2012-GC6 AS P/P 144A 04.9480 01/12/2045 | 0.02% |
| HYUNDAI MOBIS CO LTD SEDOL 6449544 | 0.02% |
| MSBAM 2015-C24 B 04.4874 05/15/2048 | 0.02% |
| PETROBRAS GLOBAL FINANCE USD 06.1250 01/17/2022 | 0.02% |
| SINOTRUK HONG KONG LTD SEDOL B296ZH4 | 0.02% |
| TAYLOR WIMPEY PLC SEDOL 0878230 | 0.02% |
| US BANCORP 02.9500 07/15/2022 | 0.02% |
| AGILENT TECHNOLOGIES INC SEDOL 2520153 | 0.02% |
| ALIBABA GROUP HOLDING LTD SEDOL BK6YZP5 | 0.02% |
| ANHEUSER-BUSCH INBEV WOR 04.1500 01/23/2025 | 0.02% |
| APTARGROUP INC SEDOL 2045247 | 0.02% |
| FHMS K104 XAM 01.3839 01/25/2030 | 0.02% |
| RYOHIN KEIKAKU CO LTD SEDOL 6758455 | 0.02% |
| SABINE PASS LIQUEF 05.0000 03/15/2027 | 0.02% |
| SHERWIN-WILLIAMS CO 03.4500 06/01/2027 | 0.02% |
| ANALOG DEVICES INC 03.9000 12/15/2025 | 0.02% |
| CITIGROUP INC 03.8870 01/10/2028 | 0.02% |
| COMM 2014-UBS3 B 04.3130 06/10/2047 | 0.02% |
| DINO POLSKA SA SEDOL BD0YVN2 | 0.02% |
| DIRECT LINE INSURANCE GROUP SEDOL BY9D0Y1 | 0.02% |
| FHMS K108 X1 IO 01.8099 03/25/2030 | 0.02% |
| FHR 3829 AS IO 06.7976 03/15/2041 | 0.02% |
| FOX CORP 04.0300 01/25/2024 | 0.02% |
| GOLDMAN SACHS GROUP INC 04.2230 05/01/2029 | 0.02% |
| HCL TECHNOLOGIES LTD SEDOL 6294896 | 0.02% |
| INTERCONTINENTALEXCHANGE 01.8500 09/15/2032 | 0.02% |
| JAZZ PHARMACEUTICALS PLC SEDOL B4Q5ZN4 | 0.02% |
| KKR GROUP FIN CO III P/P 144A 05.1250 06/01/2044 | 0.02% |
| LOGAN GROUP CO LTD SEDOL BH6X937 | 0.02% |
| MSC 2016-BNK2 AS 03.2820 11/15/2049 | 0.02% |
| NRG P/P 144A 03.7500 06/15/2024 | 0.02% |
| QUALICORP CONS E CORR SEG SA SEDOL B4LHBQ0 | 0.02% |
| SWISS LIFE HOLDING AG-REG SEDOL 7437805 | 0.02% |
| WAMU 2005-AR10 1A3 03.0172 09/25/2035 | 0.02% |
| AMUNDI SA SEDOL BYZR014 | 0.02% |
| BECTON DICKINSON AND CO 02.8230 05/20/2030 | 0.02% |
| BT GROUP PLC SEDOL 3091357 | 0.02% |
| CAS 2014-C04 1M2 05.0481 11/25/2024 | 0.02% |
| CGCMT 2013-GC17 C 05.2608 11/10/2046 | 0.02% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | 0.02% |
| CWALT 2007-OH1 A1D 00.3581 04/25/2047 | 0.02% |
| DUKE ENERGY PROGRESS LLC 03.3750 09/01/2023 | 0.02% |
| GSAA 2007-6 1A1 00.2681 05/25/2047 | 0.02% |
| HANKYU HANSHIN HOLDINGS INC SEDOL 6408664 | 0.02% |
| HELLENIC TELECOMMUN ORGANIZA SEDOL 5051605 | 0.02% |
| HYPERA SA SEDOL B2QY968 | 0.02% |
| JPMORGAN CHASE & CO 02.9560 05/13/2031 | 0.02% |
| KINDER MORGAN ENER PART 05.4000 09/01/2044 | 0.02% |
| KOBE BUSSAN CO LTD SEDOL B14RJB7 | 0.02% |
| MARRIOTT INTERNATIONAL 04.6250 06/15/2030 | 0.02% |
| STACR 2020-HQA1 M2 02.0481 01/25/2050 | 0.02% |
| WFCM 2018-C48 B 04.9040 01/15/2052 | 0.02% |
| ALIMENTATION COUCHE-TARD 3.550000 07/26/2027 | 0.02% |
| AMERICAN INTL GROUP 08.1750 05/15/2058 | 0.02% |
| ANHEUSER-BUSCH CO/IN 03.6500 02/01/2026 | 0.02% |
| COX COMM INC P/P 144A 03.5000 08/15/2027 | 0.02% |
| CROWN CASTLE INTL CORP 03.8000 02/15/2028 | 0.02% |
| FISHER PAYKEL SEDOL 6340250 | 0.02% |
| GNR 2016-123 LI IO 03.5000 03/20/2044 | 0.02% |
| KAKAKU.COM INC SEDOL 6689533 | 0.02% |
| LITE-ON TECHNOLOGY CORP SEDOL 6519481 | 0.02% |
| REPUBLIC OF PERU USD 05.6250 11/18/2050 | 0.02% |
| SEVEN BANK LTD SEDOL B2NT8S1 | 0.02% |
| WANT WANT CHINA HOLDINGS LTD SEDOL B2Q14Z3 | 0.02% |
| WFRBS 2013-C12 AS 03.5600 03/15/2048 | 0.02% |
| ACS ACTIVIDADES SEDOL B01FLQ6 | 0.02% |
| CGCMT 2012-GC8 XA IO P/P 144A 01.9206 09/10/2045 | 0.02% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS | 0.02% |
| COM7 PCL-F SEDOL BZ2YN49 | 0.02% |
| COMM 2013-CR11 XA IO 01.0883 08/10/2050 | 0.02% |
| HARGREAVES LANSDOWN PLC SEDOL B1VZ0M2 | 0.02% |
| JOHNSON CONTROLS INTL PL 04.5000 02/15/2047 | 0.02% |
| MLMI 2005-A2 A2 03.7759 02/25/2035 | 0.02% |
| S&P GLOBAL INC 02.9500 01/22/2027 | 0.02% |
| SERVICENOW INC 01.4000 09/01/2030 | 0.02% |
| ALPHABET INC 02.2500 08/15/2060 | 0.02% |
| CTBC FINANCIAL HOLDING CO LT SEDOL 6527666 | 0.02% |
| DEUTSCHE TELEKOM INT FIN USD 08.7500 06/15/2030 | 0.02% |
| ELECTRICITY GEN PUB CO-FOR R SEDOL 6304643 | 0.02% |
| ENERGY TRANSFER OPERATNG 02.9000 05/15/2025 | 0.02% |
| INCYTE CORP | 0.02% |
| MITSUBISHI UFJ LEASE & FINAN SEDOL 6268976 | 0.02% |
| MSBAM 2014-C17 XA IO 01.2342 08/15/2047 | 0.02% |
| PEPTIDREAM INC SEDOL B97SH97 | 0.02% |
| SOHGO SECURITY SERVICES CO SEDOL 6546359 | 0.02% |
| SYNNEX TECHNOLOGY INTL CORP SEDOL 6868439 | 0.02% |
| VISTRA OPERATION P/P 144A 03.5500 07/15/2024 | 0.02% |
| AMERICAN TOWER CORP 03.1250 01/15/2027 | 0.02% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 JP | 0.02% |
| DISCOVERY COMMUNICATIONS 03.6250 05/15/2030 | 0.02% |
| FIDELITY NATIONAL INFORM 04.2500 05/15/2028 | 0.02% |
| GLENCORE FUNDING LLC P/P 144A 04.6250 04/29/2024 | 0.02% |
| NIELSEN FIN LLC/CO P/P 144A 05.0000 04/15/2022 | 0.02% |
| NUTRITION & BIO P/P 144A 02.3000 11/01/2030 | 0.02% |
| ORION CORP/REPUBLIC OF KOREA SEDOL BDVLJ72 | 0.02% |
| PENSKE TRUCK LE P/P 144A 03.4000 11/15/2026 | 0.02% |
| ABBVIE INC P/P 144A 03.4500 03/15/2022 | 0.02% |
| ABBVIE INC P/P 144A 03.8000 03/15/2025 | 0.02% |
| BANK OF AMERICA CORP 03.4990 05/17/2022 | 0.02% |
| CGCMT 2014-GC19 D P/P 144A 05.2623 03/10/2047 | 0.02% |
| DUKE ENERGY CORP 04.2000 06/15/2049 | 0.02% |
| GENERAL MOTORS FINL CO 04.3000 07/13/2025 | 0.02% |
| HCA INC. 05.5000 06/15/2047 | 0.02% |
| METTLER-TOLEDO INTERNATIONAL SEDOL 2126249 | 0.02% |
| MODERNA INC SEDOL BGSXTS3 | 0.02% |
| PENSKE TRUCK LEASING P/P 144A 03.9000 02/01/2024 | 0.02% |
| SABINE PASS LIQUEFACTION 04.2000 03/15/2028 | 0.02% |
| SEAZEN HOLDINGS CO 144A/REGS WARRANT 05/06/2021 | 0.02% |
| SERVICEMASTER GLOBAL HOLDING SEDOL BMD3QK1 | 0.02% |
| SOFTBANK GROUP CORP SEDOL 6770620 | 0.02% |
| VISTRA CORP P/P 144A 04.3000 07/15/2029 | 0.02% |
| ALEXION PHARMACEUTICALS INC SEDOL 2036070 | 0.01% |
| AT&T INC 04.3000 02/15/2030 | 0.01% |
| AUROBINDO PHARMA LTD SEDOL 6702634 | 0.01% |
| BIO-RAD LABORATORIES-A SEDOL 2098508 | 0.01% |
| BRISTOL-MYERS 03.4000 07/26/2029 | 0.01% |
| CHINA SHENHUA ENERGY CO-H SEDOL B09N7M0 | 0.01% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CS | 0.01% |
| DH EUROPE FINANCE II USD 03.4000 11/15/2049 | 0.01% |
| ECOPETROL SA-SPONSORED ADR SEDOL B3D6J19 | 0.01% |
| ENBRIDGE INC USD 04.5000 06/10/2044 | 0.01% |
| EXELIXIS INC SEDOL 2576941 | 0.01% |
| GBP/USD 12/16/2020 SSBT | 0.01% |
| INTER RAO UES PJSC SEDOL B39RRN4 | 0.01% |
| PNC FINANCIAL SERVICES 03.3000 03/08/2022 | 0.01% |
| UNION PACIFIC CORP SEDOL 2914734 | 0.01% |
| USD/CNH PUT 6.75 20210301 GSFX | 0.01% |
| BURSA MALAYSIA BHD SEDOL B06FV38 | 0.01% |
| CELANESE US HOLDINGS LLC 03.5000 05/08/2024 | 0.01% |
| COLGATE-PALMOLIVE CO SEDOL 2209106 | 0.01% |
| FIFTH THIRD BANCORP 05.1000 12/29/2049 | 0.01% |
| KEURIG DR PEPPER INC 04.0570 05/25/2023 | 0.01% |
| MARFRIG GLOBAL FOODS SA SEDOL B1YWHR4 | 0.01% |
| NUTRIEN LTD USD 02.9500 05/13/2030 | 0.01% |
| SERVICE CORPORATION INTL 04.6250 12/15/2027 | 0.01% |
| BIOMARIN PHARMACEUTICAL INC SEDOL 2437071 | 0.01% |
| CAS 2017-C01 1EB1 01.3981 07/25/2029 | 0.01% |
| CIA SANEAMENTO BASICO DE SP SEDOL B1YCHL8 | 0.01% |
| DIAMONDBACK ENERGY INC 03.2500 12/01/2026 | 0.01% |
| GLENCORE FUNDING LLC P/P 144A 01.6250 09/01/2025 | 0.01% |
| IOS.FN30.350.14 R USL1M P 01/12/45 CS | 0.01% |
| KOBAYASHI PHARMACEUTICAL CO SEDOL 6149457 | 0.01% |
| MICROSOFT CORP 02.4000 02/06/2022 | 0.01% |
| MSBAM 2013-C12 XA IO 00.7511 10/15/2046 | 0.01% |
| MYLAN NV SEDOL BVFMFG8 | 0.01% |
| PINNACLE WEST CAPITAL SEDOL 2048804 | 0.01% |
| PLDT INC SEDOL BDGN274 | 0.01% |
| SAMSUNG ENGINEERING CO LTD SEDOL 6765239 | 0.01% |
| WESTPAC BANKING CORP USD 04.4210 07/24/2039 | 0.01% |
| ZOOMLION HEAVY INDUSTRY - H SEDOL B544N70 | 0.01% |
| AUTOMATIC DATA PROCESSING SEDOL 2065308 | 0.01% |
| CHUBB LTD SEDOL B3BQMF6 | 0.01% |
| DIAMOND 1 FIN/DIAMON P/P 144A 08.3500 07/15/2046 | 0.01% |
| EUR/USD 12/16/2020 BANKAM | 0.01% |
| FIDELITY NATIONAL INFORM 03.0000 08/15/2026 | 0.01% |
| MARRIOTT INTERNATIONAL 05.7500 05/01/2025 | 0.01% |
| MEITUAN DIANPING SEDOL BGJW376 | 0.01% |
| MISC BHD SEDOL 6557997 | 0.01% |
| MOODY'S CORPORATION 02.5500 08/18/2060 | 0.01% |
| NUTRIEN LTD USD 05.2500 01/15/2045 | 0.01% |
| PETRONAS GAS BHD SEDOL 6703972 | 0.01% |
| PRESIDENT CHAIN STORE CORP SEDOL 6704986 | 0.01% |
| SAREPTA THERAPEUTICS INC SEDOL B8DPDT7 | 0.01% |
| STACR 2019-DNA1 M2 02.7981 01/25/2049 | 0.01% |
| AIRBUS SE SEDOL 4012250 | 0.01% |
| ALIMEN COUCHE P/P 144A 02.9500 01/25/2030 | 0.01% |
| BERKSHIRE HATHAWAY FIN 04.2500 01/15/2021 | 0.01% |
| BLUEBIRD BIO INC SEDOL BBFL7S1 | 0.01% |
| EUR/USD 12/16/2020 RBSF | 0.01% |
| IHS MARKIT LTD USD 04.7500 08/01/2028 | 0.01% |
| INDOFOOD SUKSES MAKMUR TBK P SEDOL 6283979 | 0.01% |
| NEUROCRINE BIOSCIENCES INC SEDOL 2623911 | 0.01% |
| PETROLEOS MEXICANOS P/P 144A 07.6900 01/23/2050 | 0.01% |
| THE BANK OF NOVA SCOTIA USD 02.7000 03/07/2022 | 0.01% |
| UNITED AIRLINES HOLDINGS INC SEDOL B4QG225 | 0.01% |
| UNITED THERAPEUTICS CORP SEDOL 2430412 | 0.01% |
| VMWARE INC 03.9000 08/21/2027 | 0.01% |
| WFRBS 2011-C5 XA IO P/P 144A 01.8341 11/15/2044 | 0.01% |
| AUD/USD 10/21/2020 HSBCB | 0.01% |
| AUD/USD CALL 0.76 20210311 HSBCB | 0.01% |
| BMW US CAPITAL LLC P/P 144A 03.4000 08/13/2021 | 0.01% |
| CAS 2018-C01 1M2 02.3981 07/25/2030 | 0.01% |
| CIA DE TRANSMISSAO DE ENE-PF SEDOL 2440972 | 0.01% |
| CISCO SYSTEMS INC 05.9000 02/15/2039 | 0.01% |
| DUKE ENERGY INDIANA LLC 06.4500 04/01/2039 | 0.01% |
| ENERGY TRANSFER OPERATNG 06.1250 12/15/2045 | 0.01% |
| EUR/USD CALL 1.23 20210215 BANKAM | 0.01% |
| EUR/USD CALL 1.23 20210215 UBS | 0.01% |
| FENG TAY ENTERPRISE CO LTD SEDOL 6336055 | 0.01% |
| HENGAN INTL GROUP CO LTD SEDOL 6136233 | 0.01% |
| NUTRITION & BIO P/P 144A 03.4680 12/01/2050 | 0.01% |
| SIME DARBY BERHAD SEDOL B29TTR1 | 0.01% |
| STACR 2019-HQA1 M2 02.4981 02/25/2049 | 0.01% |
| TAISHIN FINANCIAL HOLDING SEDOL 6451680 | 0.01% |
| VIPSHOP HOLDINGS LTD - ADR SEDOL B3N0H17 | 0.01% |
| BANK OF MONTREAL USD 03.8030 12/15/2032 | 0.01% |
| BIM BIRLESIK MAGAZALAR AS SEDOL B0D0006 | 0.01% |
| CAS 2015-C02 1M2 04.1481 05/25/2025 | 0.01% |
| CHINA YUHUA EDUCAT SEDOL BYWPGC4 | 0.01% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.01% |
| KRAFT HEINZ FOODS CO P/P 144A 03.8750 05/15/2027 | 0.01% |
| MONDELEZ INTERNATIONAL 02.1250 04/13/2023 | 0.01% |
| REPUBLIC OF VENEZUELA REGS 08.2500 10/13/2024 | 0.01% |
| SUN ART RETAIL GROUP LTD SEDOL B3MPN59 | 0.01% |
| TOFAS OTOMOBIL FAB SEDOL B03MY33 | 0.01% |
| UNITED INTEGRATED SERVICES SEDOL 6105136 | 0.01% |
| USD/JPY PUT 105.00 20201124 BANKAM | 0.01% |
| USD/JPY PUT 105.00 20201124 GSFX | 0.01% |
| USD/MXN PUT 21.00 20201130 GSFX | 0.01% |
| VIACOMCBS INC 04.0000 01/15/2026 | 0.01% |
| BBVA ARGENTINA SA-ADR SEDOL BKT4TC7 | 0.01% |
| CALIFORNIA RESOURC TL L+475 05.7500 12/31/2022 | 0.01% |
| CMB CMBX.NA.A.7 2047-01-17 200.0 01/17/2047 JP | 0.01% |
| COMCAST CORP 02.3500 01/15/2027 | 0.01% |
| COMCAST CORP 03.1500 03/01/2026 | 0.01% |
| EOG RESOURCES INC 04.1500 01/15/2026 | 0.01% |
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| KT CORP SEDOL 6505316 | 0.01% |
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| PULTEGROUP INC 05.5000 03/01/2026 | 0.01% |
| QUEBECOR MEDIA INC USD 05.7500 01/15/2023 | 0.01% |
| RAYTHEON TECH CORP 04.1250 11/16/2028 | 0.01% |
| BGC PARTNERS INC 05.1250 05/27/2021 | 0.01% |
| BLACKSTONE HLDG FINA P/P 144A 01.6000 03/30/2031 | 0.01% |
| CAD/USD 10/21/2020 GSFX | 0.01% |
| CAS 2016-C05 2M2 04.5981 01/25/2029 | 0.01% |
| CHF/USD 12/16/2020 JPMCB | 0.01% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.01% |
| CNH/USD 11/18/2020 HSBCB | 0.01% |
| ENRGY TRANS PT/REG FIN 05.8750 03/01/2022 | 0.01% |
| EUR/USD CALL 1.22 20210127 BANKAM | 0.01% |
| EUR/USD CALL 1.23 20210301 MSCIL | 0.01% |
| GBP/USD PUT 1.23 20201218 BANKAM | 0.01% |
| GENERAL MOTORS FINL CO 04.0000 01/15/2025 | 0.01% |
| IOS.FN30.350.12 R USL1M P 01/12/43 BC | 0.01% |
| JPMORGAN CHASE & CO 06.1000 02/01/2049 | 0.01% |
| NICE INFORMATION SERVICE CO SEDOL 6248332 | 0.01% |
| NZD/USD 10/21/2020 SSBT | 0.01% |
| OSHKOSH CORP 03.1000 03/01/2030 | 0.01% |
| PACIFIC GAS & ELECTRIC 02.1000 08/01/2027 | 0.01% |
| PROLOGIS LP 02.2500 04/15/2030 | 0.01% |
| S&P GLOBAL INC 01.2500 08/15/2030 | 0.01% |
| SERVICE CORP INTL 03.3750 08/15/2030 | 0.01% |
| US CONCRETE INC 06.3750 06/01/2024 | 0.01% |
| AUD/USD 10/21/2020 WPAC | 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% |
| EUR/CHF CALL 1.10 20201209 CSI-FX | 0.00% |
| EUR/USD 12/16/2020 BCAP-FX | 0.00% |
| FEDERAL GRID CO UNIFIED ENER SEDOL B39RR67 | 0.00% |
| GBP/USD 12/16/2020 UBS | 0.00% |
| NZD/USD 10/21/2020 UBS | 0.00% |
| REPUBLIC OF VENEZUELA REGS 09.0000 05/07/2023 | 0.00% |
| SAP SE SEDOL 4846288 | 0.00% |
| TECO ELECTRIC & MACHINERY SEDOL 6879851 | 0.00% |
| US BANCORP 02.6250 01/24/2022 | 0.00% |
| AUD/USD 10/21/2020 SSBT | 0.00% |
| AUD/USD 10/21/2020 TDBK | 0.00% |
| BRL/USD 02/02/2021 GSFX | 0.00% |
| CAD/USD 10/21/2020 WPAC | 0.00% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 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% |
| EUR/USD 12/16/2020 UBS | 0.00% |
| HONG LEONG BANK BERHAD SEDOL 6436892 | 0.00% |
| KWG GROUP HOLDINGS LTD SEDOL B1YBF00 | 0.00% |
| PETROLEOS DE VEN P/P 144A 06.0000 11/15/2026 | 0.00% |
| QUALITAS CONTROLADORA SAB CV SEDOL BYMXF65 | 0.00% |
| RUENTEX DEVELOPMENT CO LTD SEDOL 6748423 | 0.00% |
| SEK/USD 12/16/2020 BCAP-FX | 0.00% |
| WESTPORTS HOLDINGS BHD SEDOL BDFM1K8 | 0.00% |
| 0.70 R ISWP FWD US0003M P 12/16/2030 | 0.00% |
| AUD/USD 10/21/2020 BANKAM | 0.00% |
| BANK BTPN SYARIAH TBK PT SEDOL BFNBJ41 | 0.00% |
| BMW US CAPITAL LLC P/P 144A 03.9500 08/14/2028 | 0.00% |
| CELLTRION INC SEDOL B0C5YV1 | 0.00% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CS | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 JP | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 ML | 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% |
| GAMING AND LEISURE PROPERTIE SEDOL BFPK4S5 | 0.00% |
| GBP/USD 12/16/2020 MSCIL | 0.00% |
| HAITIAN INTERNATIONAL HLDGS SEDOL B1L2RC2 | 0.00% |
| NOK/USD 12/16/2020 JPMCB | 0.00% |
| NZD/USD 10/21/2020 RBSF | 0.00% |
| PROLOGIS LP 02.1250 04/15/2027 | 0.00% |
| PUREGOLD PRICE CLUB INC SEDOL B725S29 | 0.00% |
| ROYAL BANK OF CANADA USD 02.8000 04/29/2022 | 0.00% |
| 0.35 R ISWP FWD US0003M P 12/16/2025 | 0.00% |
| CAD/USD 10/21/2020 JPMCB | 0.00% |
| CAD/USD 10/21/2020 RBSF | 0.00% |
| CHINA BIOLOGIC PRODUCTS HOLD SEDOL BF0G7L2 | 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.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.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.00% |
| EUR/USD 12/16/2020 TDBK | 0.00% |
| GBP/USD 12/16/2020 TDBK | 0.00% |
| NOK/USD 12/16/2020 GSFX | 0.00% |
| SEK/USD 12/16/2020 CITI | 0.00% |
| SEK/USD 12/16/2020 RBSF | 0.00% |
| TRANSMISSORA ALIANCA DE-UNIT SEDOL B1G8KX7 | 0.00% |
| AUD/USD 03/15/2021 UBS | 0.00% |
| AUD/USD 10/21/2020 RBSF | 0.00% |
| CAD/USD 10/21/2020 MSCIL | 0.00% |
| CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 MS | 0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS | 0.00% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 CG | 0.00% |
| CMB CMBX.NA.BB.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 ML | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.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 CG | 0.00% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 GS | 0.00% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 JP | 0.00% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 JP | 0.00% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 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-.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-.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-.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% |
| CMB CMBX.NA.BBB-.9 2058-09-17 300.0 09/17/2058 MS | 0.00% |
| EUR/USD 12/16/2020 CSI-FX | 0.00% |
| EUR/USD 12/16/2020 GSFX | 0.00% |
| EUR/USD CALL 1.21 20201028 BANKAM | 0.00% |
| GBP/USD 12/16/2020 CSI-FX | 0.00% |
| GBP/USD 12/16/2020 WPAC | 0.00% |
| JPY/USD 11/18/2020 MSCIL | 0.00% |
| JPY/USD 11/18/2020 UBS | 0.00% |
| MXN/USD 10/21/2020 BANKAM | 0.00% |
| NZD/USD 10/21/2020 BANKAM | 0.00% |
| NZD/USD 10/21/2020 BCAP-FX | 0.00% |
| SEK/USD 12/16/2020 TDBK | 0.00% |
| 0.25 R ISWP FWD US0003M P 12/16/2022 | 0.00% |
| AUD/USD 10/21/2020 CSI-FX | 0.00% |
| AUD/USD 10/21/2020 JPMCB | 0.00% |
| CAD/USD 10/21/2020 UBS | 0.00% |
| CHF/USD 12/16/2020 GSFX | 0.00% |
| CHF/USD 12/16/2020 HSBCB | 0.00% |
| CHF/USD 12/16/2020 TDBK | 0.00% |
| CHF/USD 12/16/2020 UBS | 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 CG | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.00% |
| CMB CMBX.NA.BB.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.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-.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% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 JP | 0.00% |
| EUR/USD 12/16/2020 WPAC | 0.00% |
| EUR/USD CALL 1.24 20201028 BANKAM | 0.00% |
| EUR/USD CALL 1.24 20201028 MSCIL | 0.00% |
| GLOW ENERGY PCL - FOREIGN SEDOL B074GX9 | 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 SSBT | 0.00% |
| HKD/USD 11/18/2020 TDBK | 0.00% |
| HKD/USD 11/18/2020 UBS | 0.00% |
| ILS/USD 10/21/2020 SSBT | 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 WPAC | 0.00% |
| MXN/USD 10/21/2020 UBS | 0.00% |
| NZD/USD 10/21/2020 CSI-FX | 0.00% |
| NZD/USD 10/21/2020 HSBCB | 0.00% |
| NZD/USD 10/21/2020 JPMCB | 0.00% |
| NZD/USD 10/21/2020 MSCIL | 0.00% |
| NZD/USD 10/21/2020 TDBK | 0.00% |
| NZD/USD 10/21/2020 WPAC | 0.00% |
| ORTHO-CLINICAL TLB L+325 03.4056 06/30/2025 | 0.00% |
| SEK/USD 12/16/2020 JPMCB | 0.00% |
| AUD/USD 10/21/2020 MSCIL | -0.00% |
| CAD/USD 10/21/2020 CSI-FX | -0.00% |
| CAD/USD 10/21/2020 HSBCB | -0.00% |
| 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 CS | -0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | -0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | -0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 CG | -0.00% |
| DKK/USD 12/16/2020 CITI | -0.00% |
| EUR/USD CALL 1.21 20201028 MSCIL | -0.00% |
| GBP/USD 12/16/2020 GSFX | -0.00% |
| GBP/USD 12/16/2020 HSBCB | -0.00% |
| GBP/USD 12/16/2020 RBSF | -0.00% |
| JPY/USD 11/18/2020 BANKAM | -0.00% |
| NOK/USD 12/16/2020 MSCIL | -0.00% |
| NZD/USD 10/21/2020 CITI | -0.00% |
| SEK/USD 12/16/2020 MSCIL | -0.00% |
| SGD/USD 11/18/2020 JPMCB | -0.00% |
| USD/JPY PUT 100.00 20201124 BANKAM | -0.00% |
| USD/JPY PUT 100.00 20201124 GSFX | -0.00% |
| 1.08 R ISWP FWD US0003M P 12/16/2050 | -0.00% |
| AUD/USD 10/21/2020 GSFX | -0.00% |
| AUD/USD CALL 0.80 20210311 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.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 ML | -0.00% |
| EUR/CHF CALL 1.12 20201209 CSI-FX | -0.00% |
| EUR/USD 12/16/2020 CITI | -0.00% |
| EUR/USD CALL 1.26 20210127 BANKAM | -0.00% |
| NZD/USD 10/21/2020 GSFX | -0.00% |
| PLN/USD 12/16/2020 BCAP-FX | -0.00% |
| USD/MXN PUT 20.00 20201130 GSFX | -0.00% |
| AUD/USD 10/21/2020 CITI | -0.00% |
| CAD/USD 10/21/2020 BANKAM | -0.00% |
| CHF/USD 12/16/2020 MSCIL | -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 CS | -0.00% |
| CMB CMBX.NA.A.7 2047-01-17 200.0 01/17/2047 CS | -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% |
| JPY/USD 11/18/2020 RBSF | -0.00% |
| NOK/USD 12/16/2020 SSBT | -0.00% |
| CAD/USD 10/21/2020 TDBK | -0.00% |
| CLP/USD 10/21/2020 CITI | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.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% |
| 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.BB.10 2059-11-17 500.0 11/17/2059 JP | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS | -0.00% |
| USD/CNH PUT 6.60 20210301 GSFX | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% |
| GBP/USD 12/16/2020 CITI | -0.01% |
| SEK/USD 12/16/2020 SSBT | -0.01% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 JP | -0.01% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 MS | -0.01% |
| JPY/USD 11/18/2020 JPMCB | -0.01% |
| SEK/USD 12/16/2020 GSFX | -0.01% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CS | -0.01% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.01% |
| EUR/USD 12/16/2020 MSCIL | -0.01% |
| GBP/USD 12/16/2020 JPMCB | -0.01% |
| CHF/USD 12/16/2020 SSBT | -0.01% |
| CNH/USD 11/18/2020 SSBT | -0.01% |
| KRW/USD 11/18/2020 JPMCB | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% |
| EUR/USD 12/16/2020 SSBT | -0.02% |
| CAD/USD 10/21/2020 SSBT | -0.02% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CG | -0.02% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 CG | -0.02% |
| AUD/USD 10/21/2020 UBS | -0.03% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.03% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP | -0.03% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.04% |
| CAD/USD 10/21/2020 CITI | -0.04% |
| EUR/USD 12/16/2020 HSBCB | -0.06% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 JP | -0.07% |
| GBP/USD 12/16/2020 BANKAM | -0.07% |
| EUR/USD 12/16/2020 JPMCB | -0.09% |
| IOS.FN30.400.10 P USL1M R 01/12/41 JP | -0.17% |
| US 2YR NOTE (CBT) DEC20 TUZ0 | -3.76% |
| RU10INTR P US0003M R 06/10/21 CI | -4.33% |
| NDUEEGF P US0003M R 09/17/21 CI | -4.96% |
| RU10INTR P US0003M R 06/20/23 BA | -11.27% |
Portfolio composition as of 12/31/20
| International bonds | 114.23% |
|---|---|
| U.S. Investment-grade bonds | 53.35% |
| U.S. Equity | 32.84% |
| International equity | 20.60% |
| U.S. High-yield bonds | 3.30% |
| Commodities | -3.39% |
| Emerging-market bonds | -5.21% |
| U.S. money markets | -115.73% |
Fixed income statistics as of 12/31/20
| Average effective maturity | 24.74 yrs. |
|---|---|
| Average effective duration | 14.79 yrs. |
Fund characteristics will vary over time.
Due to rounding, percentages may not equal 100%.
Consider these risks before investing: Emerging-market securities carry illiquidity and volatility risks. The fund may invest a portion of its assets in small and/or midsize companies. Such investments increase the risk of greater price fluctuations. Funds that invest in government securities are not guaranteed. Mortgage-backed securities are 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. Allocation of assets among asset classes may hurt performance, and efforts to diversify risk through the use of leverage and allocation decisions may not be successful. If the quantitative models or data that are used in managing the fund prove to be incorrect or incomplete, investment decisions made in reliance on the models or data may not produce the desired results and the fund may realize losses. Derivatives carry additional risks, such as the inability to terminate or sell derivatives positions and the failure of the other party to meet its obligations. Growth stocks may be more susceptible to earnings disappointments, and value stocks may fail to rebound. 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). 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. Active trading strategies may lose money or not earn a return sufficient to cover trading and other costs. Use of leverage obtained through derivatives increases these risks by increasing investment exposure. Over-the-counter derivatives are also subject to the risk 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. REITs are subject to the risk of economic downturns that have an adverse impact on real estate markets. The use of short selling may result in losses if the securities appreciate in value. Commodities involve market, political, regulatory, and natural conditions risks. 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. International investing involves currency, economic, and political risks. These and other factors may lead to increased volatility and reduced liquidity in the fund’s portfolio holdings. 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 R6 | Class Y |
|---|---|---|---|---|---|---|
| Total expense ratio | 1.69% | 2.44% | 2.44% | 1.94% | 1.27% | 1.44% |
| What you pay† | 1.17% | 1.92% | 1.92% | 1.42% | 0.75% | 0.92% |
† The fund's expense ratio is taken from the most recent prospectus and is subject to change. What you pay reflects Putnam Management's decision to contractually limit expenses through 09/30/21
Sales charge
| Investment Breakpoint | Class A | Class B | Class C | Class R | 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 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 Putnam Dynamic Risk Allocation Blended Index is an unmanaged index administered by Putnam Management. Effective September 1, 2020, the composition of the Putnam Dynamic Risk Allocation Blended Index is 60% MSCI World Index (ND) and 40% FTSE World Government Bond Index. Prior to September 1, 2020, the Putnam Dynamic Risk Allocation Blended Index was comprised as follows: 50% MSCI World Index (ND), 40% Bloomberg Barclays Global Aggregate Bond Index, and 10% S&P GSCI. The MSCI World Index is a free float-adjusted market capitalization weighted index of equity securities that is designed to measure the equity market performance of developed markets. The FTSE World Government Bond Index (WGBI) measures the performance of fixed-rate, local-currency, investment-grade sovereign bonds. The Bloomberg Barclays Global Aggregate Bond Index is an unmanaged index of global investment-grade fixed-income securities. The S&P GSCI is a composite index of commodity sector returns that represents a broadly diversified, unleveraged, long-only position in commodity futures. You cannot invest directly in an index.
Consider these risks before investing: Emerging-market securities carry illiquidity and volatility risks. The fund may invest a portion of its assets in small and/or midsize companies. Such investments increase the risk of greater price fluctuations. Funds that invest in government securities are not guaranteed. Mortgage-backed securities are 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. Allocation of assets among asset classes may hurt performance, and efforts to diversify risk through the use of leverage and allocation decisions may not be successful. If the quantitative models or data that are used in managing the fund prove to be incorrect or incomplete, investment decisions made in reliance on the models or data may not produce the desired results and the fund may realize losses. Derivatives carry additional risks, such as the inability to terminate or sell derivatives positions and the failure of the other party to meet its obligations. Growth stocks may be more susceptible to earnings disappointments, and value stocks may fail to rebound. 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). 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. Active trading strategies may lose money or not earn a return sufficient to cover trading and other costs. Use of leverage obtained through derivatives increases these risks by increasing investment exposure. Over-the-counter derivatives are also subject to the risk 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. REITs are subject to the risk of economic downturns that have an adverse impact on real estate markets. The use of short selling may result in losses if the securities appreciate in value. Commodities involve market, political, regulatory, and natural conditions risks. 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. International investing involves currency, economic, and political risks. These and other factors may lead to increased volatility and reduced liquidity in the fund’s portfolio holdings. 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.