Current performance may be lower or higher than the quoted past performance, which cannot guarantee future results. Share price, principal value, and return will vary, and you may have a gain or loss when you sell your shares. Performance assumes reinvestment of distributions and does not account for taxes. Returns before sales charge do not reflect the current maximum sales charges as indicated below. Had the sales charge been reflected, returns would be lower. Returns at public offering price (after sales charge) for class A and class M shares reflect the current maximum initial sales charges of 5.75% and 3.50% for equity funds and 4.00% and 3.25% for income funds (2.25% for class A of Putnam Floating Rate Income Fund, Short-Term Municipal Income, Short Duration Bond Fund, and Fixed Income Absolute Return Fund), respectively. Class B share returns reflect the applicable contingent deferred sales charge (CDSC), which is 5% in the first year, declining to 1% in the sixth year, and is eliminated thereafter (except for Putnam Floating Rate Income Fund, Putnam Short Duration Bond Fund, Putnam Fixed Income Absolute Return Fund, and Putnam Short-Term Municipal Income Fund, which is 1% in the first year, declining to 0.5% in the second year, and is eliminated thereafter). Class C shares reflect a 1% CDSC the first year that is eliminated thereafter. Performance for class B, C, M, N, R, and Y shares prior to their inception is derived from the historical performance of class A shares, adjusted for the applicable sales charge (or CDSC) and, except for class Y shares, the higher operating expenses for such shares (with the exception of Putnam Tax-Free High Yield Fund and Putnam AMT-Free Municipal Fund, which are based on the historical performance of class B shares). Performance for class A, C, R6, and Y shares of Putnam Mortgage Opportunities Fund before their inception is derived from the historical performance of class I shares, which have been adjusted for the applicable sales charge (or CDSC) and the higher operating expenses for such shares. Returns at public offering price (after sales charge) for class N shares reflect the current maximum initial sales charge of 1.50%. Class R5/R6 shares, available to qualified employee-benefit plans only, are sold without an initial sales charge and have no CDSC. Class Y shares are generally only available for corporate and institutional clients and have no initial sales charge. Performance for class R5/R6 shares before their inception are derived from the historical performance of class Y shares, which have not been adjusted for the lower expenses; had they, returns would have been higher. Class A shares of Putnam money market funds have no initial sales charge. For a portion of the period, some funds had expenses limitations or had been sold on a limited basis with limited assets and expenses, without which returns would be lower.
Active Allocation
Dynamic Risk Allocation Fund (Class A) (PDREX)
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 |
$11.02
-0.36% | $-0.04 |
$11.58
12/17/19 |
$9.04
03/19/20 |
Fund facts as of 07/31/20
Total net assets
$82.59M
$82.59M
Turnover (fiscal year end)
255%
255%
Dividend frequency
Annually
Annually
Number of holdings
1510
1510
Fiscal year-end
May
May
CUSIP / Fund code
746764240 / 0079
746764240 / 0079
Inception date
09/19/11
09/19/11
Category
Asset Allocation
Asset Allocation
Open to new investors
Ticker
PDREX
PDREX
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.
4.96%
Best 5-year annualized return
(for period ending 06/30/18)
-0.23%
Worst 5-year annualized return
(for period ending 03/31/20)
3.09%
Average 5-year annualized return
Total return (%) as of 06/30/20
Annual performance as of 06/30/20
Annualized Total return (%) as of 06/30/20
| Annualized performance | 1 yr. | 3 yrs. | 5 yrs. | Life (inception: 09/19/11 ) |
|---|---|---|---|---|
| Before sales charge | -4.24% | 1.34% | 1.83% | 3.21% |
| After sales charge | -9.74% | -0.64% | 0.63% | 2.51% |
| Putnam Dynamic Risk Allocation Blended Index | -0.09% | 4.43% | 3.91% | -- |
Performance snapshot
| Before sales charge | After sales charge | ||
|---|---|---|---|
| 1 mt. as of 07/31/20 | 4.30% | -1.70% | |
| YTD as of 08/07/20 | -1.87% | -7.51% | |
Risk-adjusted performance as of 06/30/20
| Sharpe ratio (3 yrs.) | -0.03 |
|---|
Volatility as of 06/30/20
| Standard deviation (3 yrs.) | 10.48% |
|---|
Lipper rankings as of 06/30/20
| Time period | Rank/Funds in category | Percentile ranking |
|---|---|---|
| 1 yr. | 155/221 | 70% |
| 3 yrs. | 127/207 | 62% |
| 5 yrs. | 105/194 | 54% |
| 10 yrs. | -- |
Morningstar Ratings™ as of 06/30/20
| Time period | Funds in category | Morningstar Rating™ |
|---|---|---|
| Overall | 511 | |
| 3 yrs. | 511 | |
| 5 yrs. | 427 |
Distributions
| Record/Ex dividend date | 12/18/19 |
|---|---|
| Payable date | 12/20/19 |
| Income | $0.395 |
| Extra income | -- |
| Short-term cap. gain | -- |
| Long-term cap. gain | -- |
Lipper rankings are based on total return without sales charge relative to all share classes of funds with similar objectives as determined by Lipper. Past performance is not indicative of future results.
The Morningstar RatingTM for funds, or "star rating", is calculated for managed products (including mutual funds, variable annuity and variable life subaccounts, exchange-traded funds, closed-end funds, and separate accounts) with at least a three-year history. Exchange-traded funds and open-ended mutual funds are considered a single population for comparative purposes. It is calculated based on a Morningstar Risk-Adjusted Return measure that accounts for variation in a managed product's monthly excess performance, placing more emphasis on downward variations and rewarding consistent performance. The top 10% of products in each product category receive 5 stars, the next 22.5% receive 4 stars, the next 35% receive 3 stars, the next 22.5% receive 2 stars, and the bottom 10% receive 1 star. The Overall Morningstar Rating for a managed product is derived from a weighted average of the performance figures associated with its three-, five-, and 10-year (if applicable) Morningstar Rating metrics. The weights are: 100% three-year rating for 36-59 months of total returns, 60% five-year rating/40% three-year rating for 60-119 months of total returns, and 50% 10-year rating/30% five-year rating/20% three-year rating for 120 or more months of total returns. While the 10-year overall star rating formula seems to give the most weight to the 10-year period, the most recent three-year period actually has the greatest impact because it is included in all three rating periods.
The up-market capture ratio is used to evaluate how well an investment manager performed relative to an index during periods when that index has risen. The ratio is calculated by dividing the manager’s returns by the returns of the index during the up-market, and multiplying that factor by 100. The down-market capture ratio is used to evaluate how well an investment manager performed relative to an index during periods when that index has dropped. The ratio is calculated by dividing the manager’s returns by the returns of the index during the down-market and multiplying that factor by 100.
Holdings
| Fnma Fn30 Tba Umbs 04.0000 07/01/2050 | 2.67% |
|---|---|
| Gnma Gii30 Tba 03.5000 07/01/2050 | 2.66% |
| Fnma Fn30 Tba Umbs 02.5000 07/01/2050 | 2.63% |
| S&P Gsci ER Index | 1.97% |
| Fnma Fn30 Tba Umbs 06.0000 07/01/2050 | 1.40% |
| Amazon.Com Inc Sedol 2000019 | 1.34% |
| Fnma Fn30 Tba Umbs 03.0000 07/01/2050 | 1.33% |
| Fnma Fn30 Tba Umbs 03.0000 08/01/2050 | 1.32% |
| Fnma Fn15 Tba Umbs 03.0000 07/01/2035 | 1.32% |
| Apple Inc Sedol 2046251 | 1.05% |
| Top 10 holdings, percent of portfolio | 17.69% |
| Top 10 holdings as of 06/30/20 | |
|---|---|
| Fnma Fn30 Tba Umbs 04.0000 07/01/2050 | |
| Gnma Gii30 Tba 03.5000 07/01/2050 | |
| Fnma Fn30 Tba Umbs 02.5000 07/01/2050 | |
| S&P Gsci ER Index | |
| Fnma Fn30 Tba Umbs 06.0000 07/01/2050 | |
| Amazon.Com Inc Sedol 2000019 | |
| Fnma Fn30 Tba Umbs 03.0000 07/01/2050 | |
| Fnma Fn30 Tba Umbs 03.0000 08/01/2050 | |
| Fnma Fn15 Tba Umbs 03.0000 07/01/2035 | |
| Apple Inc Sedol 2046251 | |
| Holdings represent 17.69% of portfolio | |
| Top 10 holdings as of 05/31/20 | |
|---|---|
| Fnma Fn30 Tba Umbs 04.0000 07/01/2050 | |
| S&P Gsci ER Index | |
| Fnma Fn30 Tba Umbs 06.0000 06/01/2050 | |
| Gnma Gii30 Tba 03.5000 06/01/2050 | |
| Gnma Gii30 Tba 03.5000 07/01/2050 | |
| Fnma Fn15 Tba Umbs 03.0000 06/01/2035 | |
| Fnma Fn30 Tba Umbs 02.5000 06/01/2050 | |
| Fnma Fn30 Tba Umbs 02.5000 07/01/2050 | |
| Apple Inc Sedol 2046251 | |
| Microsoft Corp Sedol 2588173 | |
| Holdings represent 14.80% of portfolio | |
| Top 10 holdings as of 04/30/20 | |
|---|---|
| FNMAfn30 tba umbs 0.6000 05/01/2050 | |
| Fnma Fn30 Tba Umbs 04.0000 07/01/2050 | |
| Gnma Gii30 Tba 03.5000 05/01/2050 | |
| Fnma Fn15 Tba Umbs 03.0000 05/01/2035 | |
| Fnma Fn30 Tba Umbs 02.5000 05/01/2050 | |
| Fnma Fn30 Tba Umbs 02.5000 06/01/2050 | |
| S&P Gsci ER Index | |
| Fnma Fn30 Fm1521 Umbs 04.0000 05/01/2049 | |
| Apple Inc Sedol 2046251 | |
| Microsoft Corp Sedol 2588173 | |
| Holdings represent 12.70% of portfolio | |
| Top 10 holdings as of 03/31/20 | |
|---|---|
| Fnma Fn30 Tba Umbs 04.0000 04/01/2050 | |
| Gnma Gii30 Tba 03.5000 04/01/2050 | |
| Fnma Fn30 Tba Umbs 02.5000 04/01/2050 | |
| Fnma Fn30 Tba Umbs 06.0000 04/01/2050 | |
| Fnma Fn30 Tba Umbs 03.0000 04/01/2050 | |
| Fnma Fn15 Tba Umbs 03.0000 04/01/2035 | |
| S&P Gsci ER Index 3X Note 4/19/2021 | |
| Fnma Fn30 Fm1521 Umbs 04.0000 05/01/2049 | |
| Apple Inc Sedol 2046251 | |
| Microsoft Corp Sedol 2588173 | |
| Holdings represent 17.42% of portfolio | |
| MLFCF15 R US0003M P 06/20/23 BA | 13.62% |
|---|---|
| JPN 10Y BOND(OSE) SEP20 JBU0 | 12.40% |
| CGPUTQL2 R US0003M P 06/10/21 CI | 4.53% |
| EURO-BUND FUTURE SEP20 RXU0 | 4.49% |
| US 10YR NOTE (CBT)SEP20 TYU0 | 4.03% |
| LONG GILT FUTURE SEP20 G U0 | 3.65% |
| US 5YR NOTE (CBT) SEP20 FVU0 | 3.32% |
| EURO-BOBL FUTURE SEP20 OEU0 | 3.25% |
| FNMA FN30 TBA UMBS 04.0000 07/01/2050 | 2.67% |
| GNMA GII30 TBA 03.5000 07/01/2050 | 2.66% |
| FNMA FN30 TBA UMBS 02.5000 07/01/2050 | 2.62% |
| EURO-BUXL 30Y BND SEP20 UBU0 | 2.18% |
| S&P GSCI ER INDEX | 1.97% |
| EURO-SCHATZ FUT SEP20 DUU0 | 1.90% |
| GSGLPHCL R US0001M P 12/15/25 GS | 1.83% |
| US ULTRA BOND CBT SEP20 WNU0 | 1.65% |
| FNMA FN30 TBA UMBS 06.0000 07/01/2050 | 1.40% |
| E-MINI RUSS 2000 SEP20 RTYU0 | 1.36% |
| CASH MGMT BILL 00.0000 09/15/2020 | 1.35% |
| AMAZON.COM INC SEDOL 2000019 | 1.34% |
| FNMA FN30 TBA UMBS 03.0000 07/01/2050 | 1.33% |
| FNMA FN30 TBA UMBS 03.0000 08/01/2050 | 1.32% |
| FNMA FN15 TBA UMBS 03.0000 07/01/2035 | 1.32% |
| APPLE INC SEDOL 2046251 | 1.05% |
| FNMA FN30 FM1521 UMBS 04.0000 05/01/2049 | 0.97% |
| MICROSOFT CORP SEDOL 2588173 | 0.91% |
| CASH MGMT BILL 00.0000 09/08/2020 | 0.90% |
| ALPHABET INC-CL A SEDOL BYVY8G0 | 0.80% |
| US LONG BOND(CBT) SEP20 USU0 | 0.67% |
| ADOBE INC SEDOL 2008154 | 0.57% |
| VERIZON COMMUNICATIONS INC SEDOL 2090571 | 0.54% |
| 0.85 R ISWP FWD US0003M P 06/17/2030 | 0.51% |
| JPMORGAN CHASE & CO SEDOL 2190385 | 0.47% |
| TEXAS INSTRUMENTS INC SEDOL 2885409 | 0.45% |
| TREASURY BILL 00.0000 09/10/2020 | 0.44% |
| INTUIT INC SEDOL 2459020 | 0.43% |
| MEDTRONIC PLC SEDOL BTN1Y11 | 0.42% |
| COMMONWEALTH BK AUST P/P 144A 02.2000 11/09/2020 | 0.42% |
| FIDELITY NATIONAL INFO SERV SEDOL 2769796 | 0.41% |
| MONDELEZ INTERNATIONAL INC-A SEDOL B8CKK03 | 0.40% |
| LOCKHEED MARTIN CORP SEDOL 2522096 | 0.40% |
| HONEYWELL INTERNATIONAL INC SEDOL 2020459 | 0.40% |
| GOLDMAN SACHS GROUP INC SEDOL 2407966 | 0.38% |
| VEEVA SYSTEMS INC-CLASS A SEDOL BFH3N85 | 0.36% |
| EBAY INC SEDOL 2293819 | 0.35% |
| SKANDINAVISKA ENSKIL P/P 144A 02.6250 11/17/2020 | 0.34% |
| CLOROX COMPANY SEDOL 2204026 | 0.33% |
| EQUINIX INC SEDOL BVLZX12 | 0.33% |
| JOHNSON & JOHNSON SEDOL 2475833 | 0.32% |
| INTERCONTINENTAL EXCHANGE IN SEDOL BFSSDS9 | 0.32% |
| NATIONAL AUSTRALIA BK/NY 02.5000 01/12/2021 | 0.32% |
| ALLSTATE CORP SEDOL 2019952 | 0.31% |
| BANQUE FED CRED MUTU P/P 144A 02.2000 07/20/2020 | 0.31% |
| WASTE MANAGEMENT INC SEDOL 2937667 | 0.31% |
| BANK OF AMERICA CORP 06.1100 01/29/2037 | 0.30% |
| STACR 2016-DNA1 M3 05.7183 07/25/2028 | 0.30% |
| TREASURY BILL 00.0000 07/09/2020 | 0.30% |
| KINDER MORGAN INC SEDOL B3NQ4P8 | 0.29% |
| TREASURY BILL 00.0000 08/20/2020 | 0.29% |
| CISCO SYSTEMS INC SEDOL 2198163 | 0.28% |
| REPUBLIC OF INDONESIA REGS 04.7500 01/08/2026 | 0.28% |
| STARBUCKS CORP SEDOL 2842255 | 0.28% |
| ALIBABA GROUP HOLDING-SP ADR SEDOL BP41ZD1 | 0.28% |
| DTE ENERGY COMPANY SEDOL 2280220 | 0.28% |
| EXELON CORP SEDOL 2670519 | 0.27% |
| US BANCORP SEDOL 2736035 | 0.27% |
| ROCHE HOLDING AG-GENUSSCHEIN SEDOL 7110388 | 0.27% |
| TAKE-TWO INTERACTIVE SOFTWRE SEDOL 2122117 | 0.27% |
| COGNIZANT TECH SOLUTIONS-A SEDOL 2257019 | 0.27% |
| PROLOGIS INC SEDOL B44WZD7 | 0.27% |
| NVIDIA CORP SEDOL 2379504 | 0.27% |
| BAXTER INTERNATIONAL INC SEDOL 2085102 | 0.26% |
| UBS GROUP AG P/P 144A 03.4910 05/23/2023 | 0.26% |
| LLOYDS BANKING GROUP PLC USD 07.5000 04/30/2049 | 0.26% |
| SAMSUNG ELECTRONICS CO LTD SEDOL 6771720 | 0.26% |
| SYNOPSYS INC SEDOL 2867719 | 0.25% |
| SPY 20210219 P 290.00CITI | 0.25% |
| LEIDOS HOLDINGS INC SEDOL BDV82B8 | 0.25% |
| GARMIN LTD SEDOL B3Z5T14 | 0.24% |
| STACR 2016-DNA2 M3 04.8345 10/25/2028 | 0.24% |
| TREASURY BILL 00.0000 08/06/2020 | 0.24% |
| CHARTER COMMUNICATIONS INC-A SEDOL BZ6VT82 | 0.24% |
| CCO HOLDINGS LLC P/P 144A 05.3750 06/01/2029 | 0.23% |
| NOVARTIS AG-REG SEDOL 7103065 | 0.23% |
| TREASURY BILL 00.0000 08/13/2020 | 0.23% |
| HERSHEY CO/THE SEDOL 2422806 | 0.23% |
| SPY 20210115 P 290.00CITI | 0.23% |
| HOLOGIC INC SEDOL 2433530 | 0.22% |
| IHS MARKIT LTD P/P 144A 04.7500 02/15/2025 | 0.22% |
| NESTLE SA-REG SEDOL 7123870 | 0.22% |
| TENCENT HOLDINGS LTD SEDOL BMMV2K8 | 0.22% |
| COSTCO WHOLESALE CORP SEDOL 2701271 | 0.22% |
| PROCTER & GAMBLE CO/THE SEDOL 2704407 | 0.22% |
| ALLY FINANCIAL INC 08.0000 11/01/2031 | 0.21% |
| CAS 2016-C01 1M2 06.9345 08/25/2028 | 0.21% |
| IOS.FN30.400.10 R USL1M P 01/12/41 BC | 0.20% |
| FACEBOOK INC-CLASS A SEDOL B7TL820 | 0.20% |
| JPMORGAN CHASE & CO 03.9640 11/15/2048 | 0.20% |
| EXXON MOBIL CORP SEDOL 2326618 | 0.20% |
| F5 NETWORKS INC SEDOL 2427599 | 0.19% |
| LNSTR 2015-3 B P/P 144A 03.3604 04/20/2048 | 0.19% |
| MERCK & CO. INC. SEDOL 2778844 | 0.19% |
| TREASURY BILL 00.0000 07/23/2020 | 0.19% |
| DOLLAR GENERAL CORP SEDOL B5B1S13 | 0.18% |
| PEPSICO INC SEDOL 2681511 | 0.18% |
| CADENCE DESIGN SYS INC SEDOL 2302232 | 0.18% |
| AES CORP/THE 05.5000 04/15/2025 | 0.18% |
| JUNIPER NETWORKS INC SEDOL 2431846 | 0.18% |
| NOVO NORDISK A/S-B SEDOL BHC8X90 | 0.18% |
| TAIWAN SEMICONDUCTOR-SP ADR SEDOL 2113382 | 0.18% |
| DIAMOND 1 FIN/DIAM P/P 144A 06.0200 06/15/2026 | 0.18% |
| STATE STREET CORP SEDOL 2842040 | 0.18% |
| EQUITY RESIDENTIAL TR REIT | 0.18% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | 0.17% |
| ELECTRONIC ARTS INC SEDOL 2310194 | 0.17% |
| SPY 20210618 P 250.00JPMCB | 0.17% |
| CAS 2015-C04 1M2 05.8845 04/25/2028 | 0.16% |
| PFIZER INC SEDOL 2684703 | 0.16% |
| OMNICOM GROUP SEDOL 2279303 | 0.16% |
| CAMDEN PROPERTY TRUST SEDOL 2166320 | 0.16% |
| CWALT 2006-OA7 1A2 02.4438 06/25/2046 | 0.16% |
| ALLIANZ SE-REG SEDOL 5231485 | 0.16% |
| ROYAL DUTCH SHELL PLC-B SHS SEDOL B03MM40 | 0.16% |
| AMERICAN ELECTRIC POWER SEDOL 2026242 | 0.16% |
| EXXON MOBIL CORPORATION 02.2220 03/01/2021 | 0.16% |
| CASH MGMT BILL 00.0000 09/22/2020 | 0.15% |
| VICI PROPERTIES INC SEDOL BYWH073 | 0.15% |
| AMGEN INC SEDOL 2023607 | 0.15% |
| ELI LILLY & CO SEDOL 2516152 | 0.15% |
| MICROSOFT CORP 03.7000 08/08/2046 | 0.15% |
| TOTAL CAPITAL INTL SA USD 02.7500 06/19/2021 | 0.15% |
| BRISTOL-MYERS SQUIBB CO SEDOL 2126335 | 0.15% |
| CAS 2016-C02 1M2 06.1845 09/25/2028 | 0.15% |
| DOMINICAN REPUBLIC REGS 05.9500 01/25/2027 | 0.15% |
| SIRIUS XM RADIO INC P/P 144A 05.0000 08/01/2027 | 0.15% |
| TELEDYNE TECHNOLOGIES INC SEDOL 2503477 | 0.15% |
| VERIZON COMM 04.3290 09/21/2028 | 0.15% |
| SONY CORP SEDOL 6821506 | 0.15% |
| CSC HOLDINGS LLC 05.2500 06/01/2024 | 0.15% |
| DUKE REALTY CORP SEDOL 2284084 | 0.14% |
| TPMT 2015-1 A2 P/P 144A 03.2500 10/25/2053 | 0.14% |
| TREASURY BILL 00.0000 10/08/2020 | 0.14% |
| BERRY GLOBAL GROUP INC SEDOL B8BR3H3 | 0.14% |
| DEUTSCHE TELEKOM AG-REG SEDOL 5842359 | 0.14% |
| NEW YORK LIFE INS P/P 144A 01.1000 05/05/2023 | 0.14% |
| GOLDMAN SACHS GROUP INC 02.6000 12/27/2020 | 0.14% |
| LAMB WESTON HOLDINGS P/P 144A 04.8750 11/01/2026 | 0.14% |
| AVALONBAY COMMUNITIES INC SEDOL 2131179 | 0.14% |
| MAXIM INTEGRATED PRODUCTS SEDOL 2573760 | 0.14% |
| DEUTSCHE POST AG-REG SEDOL 4617859 | 0.13% |
| ABBVIE INC SEDOL B92SR70 | 0.13% |
| LEVEL 3 FIN INC P/P 144A 04.6250 09/15/2027 | 0.13% |
| CSC HOLDINGS LLC 06.7500 11/15/2021 | 0.13% |
| EQUITY LIFESTYLE PROPERTIES SEDOL 2563125 | 0.13% |
| IVORY COAST REGS 05.2500 03/22/2030 | 0.13% |
| VIDEOTRON LTD / LTEE P/P 144A 05.1250 04/15/2027 | 0.13% |
| WESFARMERS LTD SEDOL 6948836 | 0.13% |
| CABOT OIL & GAS CORP | 0.13% |
| RIO TINTO PLC SEDOL 0718875 | 0.13% |
| CARRIER GLOBAL CORP SEDOL BK4N0D7 | 0.13% |
| JPMBB 2014-C22 C 04.7057 09/15/2047 | 0.13% |
| EFMT 2020-1 A1 02.0060 06/25/2065 | 0.13% |
| DBUBS 2011-LC3A D P/P 144A 05.5126 08/10/2044 | 0.12% |
| L OREAL SEDOL 4057808 | 0.12% |
| PUBLIC STORAGE SEDOL 2852533 | 0.12% |
| SPY 20210521 P 235.00BANKAM | 0.12% |
| CSMC 2016-NXSR C 04.5037 12/15/2049 | 0.12% |
| CIT GROUP INC. 05.2500 03/07/2025 | 0.12% |
| UNITED MEXICAN STATES USD 05.5500 01/21/2045 | 0.12% |
| ABBVIE INC P/P 144A 03.2000 11/21/2029 | 0.12% |
| GOLDMAN SACHS GROUP INC 03.8500 01/26/2027 | 0.12% |
| MORGAN STANLEY 03.6250 01/20/2027 | 0.12% |
| INTERPUBLIC GROUP COS 04.6500 10/01/2028 | 0.12% |
| KDDI CORP SEDOL 6248990 | 0.12% |
| SPRINT CORP 07.8750 09/15/2023 | 0.12% |
| LABORATORY CRP OF AMER HLDGS SEDOL 2586122 | 0.12% |
| SANDVIK AB SEDOL B1VQ252 | 0.12% |
| HERMES INTERNATIONAL SEDOL 5253973 | 0.12% |
| STANDARD IND INC P/P 144A 05.0000 02/15/2027 | 0.12% |
| DELTA AIR LINES INC SEDOL B1W9D46 | 0.12% |
| MSC 2012-C4 C P/P 144A 05.5995 03/15/2045 | 0.11% |
| WALT DISNEY CO/THE SEDOL 2270726 | 0.11% |
| SUMITOMO MITSUI FINANCIAL GR SEDOL 6563024 | 0.11% |
| NINTENDO CO LTD SEDOL 6639550 | 0.11% |
| FERGUSON PLC SEDOL BJVNSS4 | 0.11% |
| INDUSTRIA DE DISENO TEXTIL SEDOL BP9DL90 | 0.11% |
| ITOCHU CORP SEDOL 6467803 | 0.11% |
| JPMBB 2014-C22 XA IO 00.9851 09/15/2047 | 0.11% |
| ECOLAB INC SEDOL 2304227 | 0.11% |
| ESSEX PROPERTY TRUST INC SEDOL 2316619 | 0.11% |
| INTL FLAVOR & FRAGRANCES 03.4000 09/25/2020 | 0.11% |
| SPST 2020-2 A 01.0095 03/26/2021 | 0.11% |
| CISCO SYSTEMS INC 02.2000 02/28/2021 | 0.11% |
| NOVELIS CORP P/P 144A 05.8750 09/30/2026 | 0.11% |
| PING AN INSURANCE GROUP CO-H SEDOL B01FLR7 | 0.11% |
| T-MOBILE USA INC P/P 144A 03.7500 04/15/2027 | 0.11% |
| QUEST DIAGNOSTICS INC SEDOL 2702791 | 0.11% |
| MICROSOFT CORP 01.5500 08/08/2021 | 0.10% |
| LOEWS CORP SEDOL 2523022 | 0.10% |
| SPST 2019-7 A 00.8848 09/24/2020 | 0.10% |
| ESSITY AKTIEBOLAG-B SEDOL BF1K7P7 | 0.10% |
| EXTRA SPACE STORAGE INC SEDOL B02HWR9 | 0.10% |
| AT&T INC. 03.8000 02/15/2027 | 0.10% |
| KLA CORP SEDOL 2480138 | 0.10% |
| THERMO FISHER SCIENTIFIC INC SEDOL 2886907 | 0.10% |
| TPAT 2018-SL1 A P/P 144A 00.7683 01/25/2046 | 0.10% |
| ERAC USA FINANCE LLC P/P 144A 07.0000 10/15/2037 | 0.10% |
| T-MOBILE USA INC 04.7500 02/01/2028 | 0.10% |
| AMERICAN HOME 4 RENT SEDOL BCF5RR9 | 0.10% |
| MITSUBISHI UFJ FIN GRP USD 03.5350 07/26/2021 | 0.10% |
| PARTNERS GROUP HOLDING AG SEDOL B119QG0 | 0.10% |
| SPST 2019-11 A 00.9348 10/24/2020 | 0.10% |
| AMDOCS LTD SEDOL 2256908 | 0.10% |
| KONINKLIJKE AHOLD DELHAIZE N SEDOL BD0Q398 | 0.10% |
| CHEMED CORP SEDOL 2190084 | 0.10% |
| ENERGY TRANSFER OPERATNG 06.6250 02/15/2028 | 0.10% |
| MSRR 2015-R4 CB1 00.9939 08/26/2047 | 0.10% |
| SPY 20210416 P 225.00BANKAM | 0.10% |
| UNITEDHEALTH GROUP INC 03.8500 06/15/2028 | 0.10% |
| C.H. ROBINSON WORLDWIDE INC SEDOL 2116228 | 0.10% |
| CARLSBERG AS-B SEDOL 4169219 | 0.10% |
| INFOSYS LTD SEDOL 6205122 | 0.10% |
| DISH DBS CORP 05.8750 11/15/2024 | 0.09% |
| WOLTERS KLUWER SEDOL 5671519 | 0.09% |
| HILTON WORLDWIDE FIN LLC 04.8750 04/01/2027 | 0.09% |
| EQUITY COMMONWEALTH SEDOL BPH3N63 | 0.09% |
| FIRSTENERGY TRANSMIS P/P 144A 05.4500 07/15/2044 | 0.09% |
| FNMA FN40 BF0171 UMBS 04.0000 01/01/2057 | 0.09% |
| CHENIERE CORP CHRIST 05.1250 06/30/2027 | 0.09% |
| ENEL SPA SEDOL 7144569 | 0.09% |
| WAMU 2005-AR12 1A8 03.8615 10/25/2035 | 0.09% |
| AMAZON.COM INC 03.3000 12/05/2021 | 0.09% |
| BNP PARIBAS SEDOL 7309681 | 0.09% |
| ORACLE CORP 02.6500 07/15/2026 | 0.09% |
| AMERICOLD REALTY TRUST SEDOL B3SKZK7 | 0.09% |
| COMCAST CORP 06.5000 11/15/2035 | 0.09% |
| NAVISTAR INTL TLB L+350 03.7000 11/06/2024 | 0.09% |
| CHEVRON CORP | 0.09% |
| COCA-COLA CO/THE SEDOL 2206657 | 0.09% |
| HESS MIDSTREAM P P/P 144A 05.6250 02/15/2026 | 0.09% |
| PULTEGROUP INC. 07.8750 06/15/2032 | 0.09% |
| SHIONOGI & CO LTD SEDOL 6804682 | 0.09% |
| SIMON PROPERTY GROUP INC SEDOL 2812452 | 0.09% |
| MID-AMERICA APARTMENT COMM SEDOL 2589132 | 0.08% |
| PETROLEOS MEXICANOS P/P 144A 05.9500 01/28/2031 | 0.08% |
| SALESFORCE.COM INC 03.7000 04/11/2028 | 0.08% |
| APPLE INC 03.8500 05/04/2043 | 0.08% |
| BRAND ENERGY TL L+425 05.4519 06/21/2024 | 0.08% |
| DEUTSCHE BOERSE AG SEDOL 7021963 | 0.08% |
| BAUSCH HLTH COS INC P/P 144A 06.1250 04/15/2025 | 0.08% |
| GAMING AND LEISURE PROPERTIE SEDOL BFPK4S5 | 0.08% |
| GENTEX CORP SEDOL 2366799 | 0.08% |
| HITACHI LTD SEDOL 6429104 | 0.08% |
| SAIL 2004-10 A10 01.0845 11/25/2034 | 0.08% |
| SKANDINAVISKA ENSKILDA BAN-A SEDOL 4813345 | 0.08% |
| TEMPO ACQ LLC/FI P/P 144A 06.7500 06/01/2025 | 0.08% |
| VERTIV TLB L+300 04.6550 03/02/2027 | 0.08% |
| AVIVA PLC SEDOL 0216238 | 0.08% |
| HCA INC. 05.3750 09/01/2026 | 0.08% |
| ANGLO AMER PLC SEDOL B1XZS82 | 0.08% |
| DAIKIN INDUSTRIES LTD SEDOL 6250724 | 0.08% |
| BANCO BILBAO VIZCAYA ARGENTA SEDOL 5501906 | 0.08% |
| PEUGEOT SA SEDOL 7103526 | 0.08% |
| TENET HEALTHCARE P/P 144A 04.8750 01/01/2026 | 0.08% |
| YUM CHINA HOLDINGS INC SEDOL BYW4289 | 0.08% |
| CK ASSET HOLDINGS LTD SEDOL BYZQ077 | 0.08% |
| AT&T INC 04.1000 02/15/2028 | 0.08% |
| AXALTA COATING SYSTEMS LTD SEDOL BSFWCF5 | 0.08% |
| KWEICHOW MOUTAI CO LTD-A 144A/REGS WARRANT 08/07/2020 | 0.08% |
| NEWMARKET CORP SEDOL B01CGF1 | 0.08% |
| NRG ENERGY INC P/P 144A 04.4500 06/15/2029 | 0.08% |
| VERTEX PHARMACEUTICALS INC SEDOL 2931034 | 0.08% |
| WH GROUP LTD SEDOL BLLHKZ1 | 0.08% |
| CHS/COMMUNITY HEALTH SYS 06.2500 03/31/2023 | 0.08% |
| SPRINT CAPITAL CORPORATION 06.8750 11/15/2028 | 0.08% |
| WOOLWORTHS GROUP LTD SEDOL 6981239 | 0.08% |
| AMER TRANS SYST P/P 144A 05.0000 09/01/2044 | 0.08% |
| ANHUI CONCH CEMENT CO LTD-H SEDOL 6080396 | 0.08% |
| FAIRFAX FINL HLDGS USD 04.8500 04/17/2028 | 0.08% |
| LPL HOLDINGS INC P/P 144A 05.7500 09/15/2025 | 0.08% |
| VIPSHOP HOLDINGS LTD - ADR SEDOL B3N0H17 | 0.08% |
| ALLISON TRANSMISSION HOLDING SEDOL B4PZ892 | 0.07% |
| LIFE STORAGE INC SEDOL BDCSFJ6 | 0.07% |
| PHYSICIANS REALTY TRUST SEDOL BC9S149 | 0.07% |
| RELIANCE STEEL & ALUMINUM SEDOL 2729068 | 0.07% |
| TARGET CORP SEDOL 2259101 | 0.07% |
| AGNC INVESTMENT CORP SEDOL BYYHJL8 | 0.07% |
| HCA INC 05.2500 06/15/2026 | 0.07% |
| WESTERN UNION CO SEDOL B1F76F9 | 0.07% |
| AMAZON.COM INC 03.1500 08/22/2027 | 0.07% |
| BIOGEN INC SEDOL 2455965 | 0.07% |
| COVESTRO AG SEDOL BYTBWY9 | 0.07% |
| CRH PLC SEDOL 4182249 | 0.07% |
| HEALTHCARE REALTY TRUST INC SEDOL 2417921 | 0.07% |
| CRC ESCROW ISSUER LL P/P 144A 05.2500 10/15/2025 | 0.07% |
| EASTERLY GOVERNMENT PROPERTI SEDOL BVSS693 | 0.07% |
| ECOLAB INC 02.7000 11/01/2026 | 0.07% |
| HOST HOTELS & RESORTS INC SEDOL 2567503 | 0.07% |
| SHENZHEN MINDRAY BIO-MEDICAL ELEC CO LTD 144A/REGS | 0.07% |
| VEREIT INC SEDOL BYVVTJ1 | 0.07% |
| WATCO COS LLC/FI P/P 144A 06.5000 06/15/2027 | 0.07% |
| ACCENTURE PLC-CL A SEDOL B4BNMY3 | 0.07% |
| BMC EAST LLC P/P 144A 05.5000 10/01/2024 | 0.07% |
| BOISE CASCADE CO P/P 144A 05.6250 09/01/2024 | 0.07% |
| DBS GROUP HOLDINGS LTD SEDOL 6175203 | 0.07% |
| KERING SEDOL 5505072 | 0.07% |
| SANY HEAVY INDUSTRY CO LTD 144A REGS WARRANT 12/21/2020 | 0.07% |
| USI INC/NY P/P 144A 06.8750 05/01/2025 | 0.07% |
| AMGEN INC 02.6000 08/19/2026 | 0.07% |
| NOVARTIS CAPITAL CORP 04.0000 11/20/2045 | 0.07% |
| ONCOR ELECTRIC DELIV 03.7500 04/01/2045 | 0.07% |
| TRANSDIGM INC. P/P 144A 06.2500 03/15/2026 | 0.07% |
| VOLKSWAGEN AG PFD SEDOL 5497168 | 0.07% |
| CHARTER COMM OPT LLC 06.4840 10/23/2045 | 0.07% |
| CITIGROUP INC 02.6500 10/26/2020 | 0.07% |
| DIVERSIFIED HEALTHCARE T 09.7500 06/15/2025 | 0.07% |
| NRG P/P 144A 03.7500 06/15/2024 | 0.07% |
| BHP GROUP PLC SEDOL BH0P3Z9 | 0.07% |
| BOSTON PROPERTIES INC SEDOL 2019479 | 0.07% |
| BROADCOM CRP / CAYM 03.5000 01/15/2028 | 0.07% |
| HONEYWELL INTL 03.8120 11/21/2047 | 0.07% |
| NIPPON TELEGRAPH & TELEPHONE SEDOL 6641373 | 0.07% |
| BANK OF AMERICA CORP 06.1000 12/29/2049 | 0.07% |
| CENTENE CORP 04.6250 12/15/2029 | 0.07% |
| CF INDUSTRIES INC P/P 144A 04.5000 12/01/2026 | 0.07% |
| CREDIT AGRICOLE SA SEDOL 7262610 | 0.07% |
| ORACLE CORP 02.5000 05/15/2022 | 0.07% |
| SWISS RE TREAS P/P 144A 04.2500 12/06/2042 | 0.07% |
| TATA CONSULTANCY SVS LTD SEDOL B01NPJ1 | 0.07% |
| TENET HEALTHCARE CORPORATION 08.1250 04/01/2022 | 0.07% |
| WELLS FARGO & COMPANY 02.6000 07/22/2020 | 0.07% |
| AGREE REALTY CORP SEDOL 2062161 | 0.06% |
| AMERICAN CAMPUS COMMUNITIES SEDOL B02H871 | 0.06% |
| BRITISH AMERICAN TOBACCO PLC SEDOL 0287580 | 0.06% |
| CORPORATE OFFICE PROPERTIES SEDOL 2756152 | 0.06% |
| DIGITAL REALTY TRUST LP 04.4500 07/15/2028 | 0.06% |
| E.ON SE SEDOL 4942904 | 0.06% |
| ENTERPRISE PRODUCTS OPER 04.2500 02/15/2048 | 0.06% |
| GLAXOSMITHKLINE PLC SEDOL 0925288 | 0.06% |
| HYUNDAI MOBIS CO LTD SEDOL 6449544 | 0.06% |
| MORGAN STANLEY 04.3750 01/22/2047 | 0.06% |
| NATIONAL RETAIL PROPERTIES SEDOL 2211811 | 0.06% |
| SCHNEIDER NATIONAL INC-CL B SEDOL BYVN953 | 0.06% |
| UDR INC SEDOL 2727910 | 0.06% |
| ZOETIS INC SEDOL B95WG16 | 0.06% |
| APPLE INC 02.8500 05/06/2021 | 0.06% |
| DIASORIN SPA SEDOL B234WN9 | 0.06% |
| ORIX CORP SEDOL 6661144 | 0.06% |
| SHANGHAI PUDONG DEV BANK 144A/REGS WARRANT | 0.06% |
| SS&C TECH INC P/P 144A 05.5000 09/30/2027 | 0.06% |
| WFRBS 2013-UBS1 AS 04.3060 03/15/2046 | 0.06% |
| 1011778 BC / NEW RED P/P 144A 05.0000 10/15/2025 | 0.06% |
| AGL ENERGY LTD SEDOL BSS7GP5 | 0.06% |
| BERRY GLOBAL INC 05.1250 07/15/2023 | 0.06% |
| GCP APPLIED TECH P/P 144A 05.5000 04/15/2026 | 0.06% |
| PETROBRAS GLOBAL FINANCE USD 07.3750 01/17/2027 | 0.06% |
| RBS GLOBAL/REXNO P/P 144A 04.8750 12/15/2025 | 0.06% |
| AMERICAN TOWER CORPORATION 02.7500 01/15/2027 | 0.06% |
| GREE ELECTRIC 144A/REGS WARRANT 8/24/2020 | 0.06% |
| LEGRAND SA SEDOL B11ZRK9 | 0.06% |
| MICROCHIP TECH INC 04.3330 06/01/2023 | 0.06% |
| TOKYO ELECTRON LTD SEDOL 6895675 | 0.06% |
| VORNADO REALTY TRUST SEDOL 2933632 | 0.06% |
| CF INDUSTRIES INC 04.9500 06/01/2043 | 0.06% |
| GOLDMAN SACHS GROUP INC 02.6000 02/07/2030 | 0.06% |
| GOLDMAN SACHS GROUP INC 05.7500 01/24/2022 | 0.06% |
| ASML HOLDING NV SEDOL B929F46 | 0.06% |
| BANK OF MONTREAL USD 03.1000 04/13/2021 | 0.06% |
| BAUSCH HLTH AMERICAS P/P 144A 08.5000 01/31/2027 | 0.06% |
| BIG RVR STL/FIN P/P 144A 07.2500 09/01/2025 | 0.06% |
| BRISTOL-MYERS P/P 144A 03.2500 08/15/2022 | 0.06% |
| ECOLAB INC 04.3500 12/08/2021 | 0.06% |
| ENDEAVOR ENERGY P/P 144A 05.7500 01/30/2028 | 0.06% |
| HOYA CORP SEDOL 6441506 | 0.06% |
| PLANTRONICS INC P/P 144A 05.5000 05/31/2023 | 0.06% |
| REFINITIV US HLDG P/P 144A 06.2500 05/15/2026 | 0.06% |
| CARRIAGE SVCS INC P/P 144A 06.6250 06/01/2026 | 0.06% |
| CITIGROUP INC 03.6680 07/24/2028 | 0.06% |
| GFL ENVIRONMENTAL P/P 144A 07.0000 06/01/2026 | 0.06% |
| GOODMAN GROUP SEDOL B03FYZ4 | 0.06% |
| PETROBRAS GLOBAL FIN USD 05.9990 01/27/2028 | 0.06% |
| SHIN-ETSU CHEMICAL CO LTD SEDOL 6804585 | 0.06% |
| SMURFIT KAPPA TREASURY USD 07.5000 11/20/2025 | 0.06% |
| STORE CAPITAL CORP SEDOL BSKRKJ5 | 0.06% |
| AIR LEASE CORP 04.6250 10/01/2028 | 0.06% |
| ATLAS COPCO AB-A SHS SEDOL BD97BN2 | 0.06% |
| COMM 2014-LC15 XA IO 01.2585 04/10/2047 | 0.06% |
| CVS HEALTH CORP 03.7000 03/09/2023 | 0.06% |
| JPMORGAN CHASE & CO 01.3924 05/15/2047 | 0.06% |
| MEREDITH CORP 06.8750 02/01/2026 | 0.06% |
| MMC NORILSK NICKEL PJSC-ADR SEDOL BYSW6D0 | 0.06% |
| QIAGEN N.V. SEDOL BYXS688 | 0.06% |
| TREASURY BILL 00.0000 09/03/2020 | 0.06% |
| ACTIVISION BLIZZARD INC SEDOL 2575818 | 0.06% |
| AMGEN INC 04.6630 06/15/2051 | 0.06% |
| ASCEND LEARNING LLC P/P 144A 06.8750 08/01/2025 | 0.06% |
| BB SEGURIDADE PARTICIPACOES SEDOL B9N3SQ0 | 0.06% |
| HUB INTL LTD P/P 144A 07.0000 05/01/2026 | 0.06% |
| ITOCHU TECHNO-SOLUTIONS CORP SEDOL 6200194 | 0.06% |
| KINDER MORGAN INC 03.1500 01/15/2023 | 0.06% |
| NATL HEALTH INVESTORS INC SEDOL 2626125 | 0.06% |
| NIHON M&A CENTER INC SEDOL B1DN466 | 0.06% |
| BANK OF AMERICA CORP 03.2480 10/21/2027 | 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% |
| GLENCORE FUNDING LLC P/P 144A 04.0000 04/16/2025 | 0.06% |
| GNR 2013-99 AS IO 05.8600 06/20/2043 | 0.06% |
| HINDUSTAN UNILEVER LTD SEDOL 6261674 | 0.06% |
| HUSKY TLB L+300 03.3614 03/28/2025 | 0.06% |
| IHEARTCOMMUNICATIONS INC 08.3750 05/01/2027 | 0.06% |
| TENET HEALTHCARE COR P/P 144A 05.1250 11/01/2027 | 0.06% |
| COMM 2014-UBS6 C 04.5949 12/10/2047 | 0.06% |
| FORTESCUE METALS GROUP LTD SEDOL B2B2B49 | 0.06% |
| IND & COMM BK OF CHINA-H SEDOL B1G1QD8 | 0.06% |
| REGENERON PHARMACEUTICALS SEDOL 2730190 | 0.06% |
| REPUBLIC OF PERU USD 02.3920 01/23/2026 | 0.06% |
| SHELL INTERNATIONAL FIN USD 02.8750 05/10/2026 | 0.06% |
| ZIMMER BIOMET HOLDINGS INC SEDOL 2783815 | 0.06% |
| AIR LEASE CORP 03.2500 10/01/2029 | 0.05% |
| ASTRAZENECA PLC SEDOL 0989529 | 0.05% |
| AT&T INC 04.7500 05/15/2046 | 0.05% |
| BRAMBLES LTD SEDOL B1FJ0C0 | 0.05% |
| CAS 2016-C04 1M2 04.4345 01/25/2029 | 0.05% |
| FAIRFAX US INC P/P 144A 04.8750 08/13/2024 | 0.05% |
| HP INC SEDOL BYX4D52 | 0.05% |
| NETEASE INC-ADR SEDOL 2606440 | 0.05% |
| NEXON CO LTD SEDOL B63QM77 | 0.05% |
| TERRIER MEDIA BU P/P 144A 08.8750 12/15/2027 | 0.05% |
| WASTE PRO USA INC P/P 144A 05.5000 02/15/2026 | 0.05% |
| ANGLO AMERICAN PLATINUM LTD SEDOL 6761000 | 0.05% |
| BMW US CAPITAL LLC P/P 144A 02.0000 04/11/2021 | 0.05% |
| GSMS 2014-GC22 XA IO 01.1394 06/10/2047 | 0.05% |
| OTSUKA CORP SEDOL 6267058 | 0.05% |
| SPRINT CORP 07.2500 09/15/2021 | 0.05% |
| STEVENS HLDG CO INC P/P 144A 06.1250 10/01/2026 | 0.05% |
| T-MOBILE USA INC 05.3750 04/15/2027 | 0.05% |
| ADECCO GROUP AG-REG SEDOL 7110720 | 0.05% |
| ALLEGHENY TECHNOLOGIES INC 07.8750 08/15/2023 | 0.05% |
| BANK OF NOVA SCOTIA USD 02.0000 11/15/2022 | 0.05% |
| BRIXMOR PROPERTY GROUP INC SEDOL BFTDJL8 | 0.05% |
| DIGITAL REALTY TRUST INC SEDOL B03GQS4 | 0.05% |
| GRAY TELEVISION INC P/P 144A 07.0000 05/15/2027 | 0.05% |
| GREAT LAKES D&D 08.0000 05/15/2022 | 0.05% |
| NOMURA RESEARCH INSTITUTE LT SEDOL 6390921 | 0.05% |
| OMNICOM GP/OMNICOM CAP 03.6000 04/15/2026 | 0.05% |
| PORSCHE AUTOMOBIL HLDG-PRF SEDOL 7101069 | 0.05% |
| SINO BIOPHARMACEUTICAL SEDOL B00XSF9 | 0.05% |
| STANDARD IND INC P/P 144A 05.3750 11/15/2024 | 0.05% |
| STARWOOD PROP TR 04.7500 03/15/2025 | 0.05% |
| TREASURY BILL 00.0000 07/16/2020 | 0.05% |
| APPLE INC 00.7500 05/11/2023 | 0.05% |
| CHINA MOBILE LTD SEDOL 6073556 | 0.05% |
| CONCHO RESOURCES INC 03.7500 10/01/2027 | 0.05% |
| LUKOIL PJSC-SPON ADR SEDOL BYZDW27 | 0.05% |
| RITE AID CORP P/P 144A 06.1250 04/01/2023 | 0.05% |
| ALLISON TRANSMISSION P/P 144A 04.7500 10/01/2027 | 0.05% |
| AMERICAN INTL GROUP 08.1750 05/15/2058 | 0.05% |
| CHAILEASE HOLDING CO LTD SEDOL B58J1S8 | 0.05% |
| CITIGROUP INC 04.6000 03/09/2026 | 0.05% |
| COMM 2014-UBS6 XA IO 01.0384 12/10/2047 | 0.05% |
| COMPASS GROUP PLC SEDOL BD6K457 | 0.05% |
| DOW CHEMICAL CO/THE 03.5000 10/01/2024 | 0.05% |
| INTELSAT JACKSON HLD P/P 144A 09.7500 07/15/2025 | 0.05% |
| LOGITECH INTERNATIONAL-REG SEDOL B18ZRK2 | 0.05% |
| MSBAM 2014-C17 C 04.6565 08/15/2047 | 0.05% |
| NEXSTAR ESCROW P/P 144A 05.6250 07/15/2027 | 0.05% |
| NIELSEN FIN LLC/CO P/P 144A 05.0000 04/15/2022 | 0.05% |
| SPST 2020-6 A 00.9983 09/07/2021 | 0.05% |
| TTM TECHNOLOGIES INC P/P 144A 05.6250 10/01/2025 | 0.05% |
| WELLTOWER INC SEDOL BYVYHH4 | 0.05% |
| 3I GROUP PLC SEDOL B1YW440 | 0.05% |
| BANK LEUMI LE-ISRAEL SEDOL 6076425 | 0.05% |
| BRIGHT HORIZONS FAMILY SOLUT SEDOL B7MJWP2 | 0.05% |
| CITY OFFICE REIT INC SEDOL BL25F37 | 0.05% |
| EIFFAGE SEDOL B13X013 | 0.05% |
| LTC PROPERTIES INC SEDOL 2498788 | 0.05% |
| LVMH MOET HENNESSY LOUIS VUI SEDOL 4061412 | 0.05% |
| MEG ENERGY CORP P/P 144A 06.5000 01/15/2025 | 0.05% |
| NIELSEN CO LUXEM P/P 144A 05.0000 02/01/2025 | 0.05% |
| SPST 2020-WL1 A 00.8183 06/25/2051 | 0.05% |
| STAPLES INC P/P 144A 07.5000 04/15/2026 | 0.05% |
| SUMITOMO MITSUI TRUST HOLDIN SEDOL 6431897 | 0.05% |
| TOTAL SA SEDOL B15C557 | 0.05% |
| WFCM 2013-LC12 C 04.4111 07/15/2046 | 0.05% |
| ALBERTSONS COS LLC P/P 144A 07.5000 03/15/2026 | 0.05% |
| AURIZON HOLDINGS LTD SEDOL B87CVM3 | 0.05% |
| LIONS GATE CAP HOLD P/P 144A 05.8750 11/01/2024 | 0.05% |
| SUN HUNG KAI PROPERTIES SEDOL 6859927 | 0.05% |
| WERNER FINCO LP/INC P/P 144A 08.7500 07/15/2025 | 0.05% |
| CITIGROUP INC 04.5000 01/14/2022 | 0.05% |
| CMLTI 2005-2 1A2A 04.2660 05/25/2035 | 0.05% |
| FISERV INC 04.2000 10/01/2028 | 0.05% |
| GEORGIA-PACIFIC LLC P/P 144A 02.1000 04/30/2027 | 0.05% |
| KT&G CORP SEDOL 6175076 | 0.05% |
| LASERTEC CORP SEDOL 6506267 | 0.05% |
| NETFLIX INC 04.8750 04/15/2028 | 0.05% |
| PROVIDENT FDG/PFG FI P/P 144A 06.3750 06/15/2025 | 0.05% |
| SPY 20210319 P 195.00JPMCB | 0.05% |
| TARGA RESOURCES PART 05.0000 01/15/2028 | 0.05% |
| VIACOMCBS INC 04.2000 06/01/2029 | 0.05% |
| AMERICAN EXPRESS COMPANY 02.6500 12/02/2022 | 0.05% |
| AMERICAN FINANCIAL GROUP INC SEDOL 2134532 | 0.05% |
| ASSURANT INC SEDOL 2331430 | 0.05% |
| CHINA MERCHANTS BANK-H SEDOL B1DYPZ5 | 0.05% |
| CITIGROUP INC 04.4500 09/29/2027 | 0.05% |
| COMPASS MIN INTL P/P 144A 06.7500 12/01/2027 | 0.05% |
| JD.COM INC-ADR SEDOL BMM27D9 | 0.05% |
| KBC GROUP NV SEDOL 4497749 | 0.05% |
| LEGAL & GENERAL GROUP PLC SEDOL 0560399 | 0.05% |
| MARRIOTT INTERNATIONAL 04.6250 06/15/2030 | 0.05% |
| POLY DEVELOPMENTS AND HOLD 144A/REGS WARRANT 07/29/2021 | 0.05% |
| SAMI 2007-AR7 1A1 01.0345 05/25/2047 | 0.05% |
| THE AES CORPORATION 05.1250 09/01/2027 | 0.05% |
| WEINGARTEN REALTY INVESTORS SEDOL 2946618 | 0.05% |
| WFRBS 2013-C16 AS 04.6680 09/15/2046 | 0.05% |
| WR GRACE & CO-CONN P/P 144A 05.6250 10/01/2024 | 0.05% |
| BRISTOL-MYERS P/P 144A 02.2500 08/15/2021 | 0.04% |
| CIT GROUP INC 05.0000 08/01/2023 | 0.04% |
| DCP MIDSTREAM P/P 144A 06.7500 09/15/2037 | 0.04% |
| ENERGY TRANSFER OPERA 05.8750 01/15/2024 | 0.04% |
| GREIF INC P/P 144A 06.5000 03/01/2027 | 0.04% |
| KFC HLD/PIZZA HUT/TA P/P 144A 05.2500 06/01/2026 | 0.04% |
| MATTEL INC P/P 144A 05.8750 12/15/2027 | 0.04% |
| NATIONSTAR MTG P/P 144A 08.1250 07/15/2023 | 0.04% |
| NORTHROP GRUMMAN CORP 03.2500 01/15/2028 | 0.04% |
| ORACLE CORP 01.9000 09/15/2021 | 0.04% |
| SCOTTS MIRACLE-GRO 04.5000 10/15/2029 | 0.04% |
| SIX FLAGS ENT P/P 144A 05.5000 04/15/2027 | 0.04% |
| SNAM SPA SEDOL 7251470 | 0.04% |
| TOPBUILD CORP P/P 144A 05.6250 05/01/2026 | 0.04% |
| UNIVAR SOLUTIONS P/P 144A 05.1250 12/01/2027 | 0.04% |
| AIR METHODS CORP P/P 144A 08.0000 05/15/2025 | 0.04% |
| ARCELORMITTAL USD 07.2500 10/15/2039 | 0.04% |
| BANCO DO BRASIL S.A. SEDOL 2328595 | 0.04% |
| BANFF MERGER SUB INC P/P 144A 09.7500 09/01/2026 | 0.04% |
| CVS HEALTH CORP 04.7800 03/25/2038 | 0.04% |
| ERAC USA FINANCE LLC P/P 144A 05.6250 03/15/2042 | 0.04% |
| FIDELITY NATL INFO SERV 03.7500 05/21/2029 | 0.04% |
| FUJITSU LTD SEDOL 6356945 | 0.04% |
| HUNDSUN TECHNOLOGIES INC 144A/REGS WARRANT 07/29/2021 | 0.04% |
| INGERSOLL-RAND INC SEDOL BL5GZ82 | 0.04% |
| JPMBB 2015-C29 B 04.1180 05/15/2048 | 0.04% |
| KRAFT HEINZ FOODS CO 03.0000 06/01/2026 | 0.04% |
| MATTAMY GROUP CORP P/P 144A 05.2500 12/15/2027 | 0.04% |
| NTT DOCOMO INC SEDOL 6129277 | 0.04% |
| PANTHER BF AGGRE 2 P/P 144A 08.5000 05/15/2027 | 0.04% |
| PQ CORP P/P 144A 05.7500 12/15/2025 | 0.04% |
| SARTORIUS STEDIM BIOTECH SEDOL BYZ2QP5 | 0.04% |
| SEEGENE INC SEDOL B679Q36 | 0.04% |
| TORONTO-DOMINION BANK USD 03.6250 09/15/2031 | 0.04% |
| AMERICAN ELECTRIC POWER 04.3000 12/01/2028 | 0.04% |
| BANK OF SHANGHAI 144A/REGS WARRANT 12/02/2020 | 0.04% |
| CALPINE CORP P/P 144A 04.5000 02/15/2028 | 0.04% |
| CGCMT 2014-GC19 X IO 01.3171 03/10/2047 | 0.04% |
| COMM 2014-CR17 C 04.9452 05/10/2047 | 0.04% |
| GENERAL MOTORS FINL CO 04.0000 10/06/2026 | 0.04% |
| IRON MOUNTAIN INC P/P 144A 04.8750 09/15/2027 | 0.04% |
| NCSOFT CORP SEDOL 6264189 | 0.04% |
| NEW YORK COMMUNITY BANCORP SEDOL 2711656 | 0.04% |
| PACIFIC GAS & ELECTRIC 02.5000 02/01/2031 | 0.04% |
| POMEGRANATE MERGER S P/P 144A 09.7500 05/01/2023 | 0.04% |
| PTT EXPLORATION & PROD-FOR SEDOL B1359J0 | 0.04% |
| RETAIL OPPORTUNITY INVESTMEN SEDOL B28YD08 | 0.04% |
| SUGAR HSP GAMING P/P 144A 05.8750 05/15/2025 | 0.04% |
| T-MOBILE USA INC P/P 144A 03.8750 04/15/2030 | 0.04% |
| WILMAR INTERNATIONAL LTD SEDOL B17KC69 | 0.04% |
| BOYD GAMING CORP 06.3750 04/01/2026 | 0.04% |
| CIGNA CORP P/P 144A 03.9000 02/15/2022 | 0.04% |
| ENEL AMERICAS SA-ADR SEDOL 2314947 | 0.04% |
| ENI SPA SEDOL 7145056 | 0.04% |
| EQUINOR ASA USD 02.9000 11/08/2020 | 0.04% |
| FIAT CHRYSLER AUTOMOBILES NV SEDOL BRJFWP3 | 0.04% |
| HUDBAY MINERALS INC P/P 144A 07.6250 01/15/2025 | 0.04% |
| KEURIG DR PEPPER INC 04.4170 05/25/2025 | 0.04% |
| KINDER MORGAN ENER PART 03.4500 02/15/2023 | 0.04% |
| KRAFT HEINZ FOODS CO 05.0000 07/15/2035 | 0.04% |
| PARADE TECHNOLOGIES LTD SEDOL B6RV676 | 0.04% |
| PARAMOUNT GROUP INC SEDOL BSL7HC6 | 0.04% |
| UNIVISION COMM P/P 144A 05.1250 02/15/2025 | 0.04% |
| WPX ENERGY INC 08.2500 08/01/2023 | 0.04% |
| ZHONGSHENG GROUP HOLDINGS SEDOL B633D97 | 0.04% |
| BHP GROUP LTD SEDOL 6144690 | 0.04% |
| BLACK KNIGHT INC SEDOL BDG75V1 | 0.04% |
| BOEING CO 04.8750 05/01/2025 | 0.04% |
| BROADCOM INC P/P 144A 04.1500 11/15/2030 | 0.04% |
| CENTERPOINT ENERGY INC SEDOL 2440637 | 0.04% |
| DNB NOR ASA SEDOL 4263304 | 0.04% |
| FORD MOTOR COMPANY 09.0000 04/22/2025 | 0.04% |
| GLP CAPITAL LP / FIN II 05.2500 06/01/2025 | 0.04% |
| ORTHO-CLINICAL TLB L+325 03.4288 06/30/2025 | 0.04% |
| SERVICE CORP INTL 05.1250 06/01/2029 | 0.04% |
| UNITED MICROELECTRONICS CORP SEDOL 6916628 | 0.04% |
| US CONCRETE INC 06.3750 06/01/2024 | 0.04% |
| VOLVO AB-B SHS SEDOL B1QH830 | 0.04% |
| AIG GLOBAL FUNDING P/P 144A 02.1500 07/02/2020 | 0.04% |
| BOC HONG KONG HOLDINGS LTD SEDOL 6536112 | 0.04% |
| BRAND ENERGY & I P/P 144A 08.5000 07/15/2025 | 0.04% |
| CHUGAI PHARMACEUTICAL CO LTD SEDOL 6196408 | 0.04% |
| CK HUTCHISON HOLDINGS LTD SEDOL BW9P816 | 0.04% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 CS | 0.04% |
| DIAMOND SPORTS GR/DI P/P 144A 06.6250 08/15/2027 | 0.04% |
| DUKE ENERGY CORP 03.1500 08/15/2027 | 0.04% |
| FAURECIA SEDOL 4400446 | 0.04% |
| INTER RAO UES PJSC SEDOL B39RRN4 | 0.04% |
| ISTAR INC 04.2500 08/01/2025 | 0.04% |
| L3HARRIS TECH INC 03.8500 12/15/2026 | 0.04% |
| SCIENTIFIC GAMES P/P 144A 07.2500 11/15/2029 | 0.04% |
| TOSHIBA CORP SEDOL 6897217 | 0.04% |
| UNITEDHEALTH GROUP INC 02.0000 05/15/2030 | 0.04% |
| AENA SME SA SEDOL BVRZ8L1 | 0.04% |
| ASSOCIATED BRITISH FOODS PLC SEDOL 0673123 | 0.04% |
| BAUSCH HLTH COS INC P/P 144A 05.5000 11/01/2025 | 0.04% |
| CCO HLDGS LLC/CAP C P/P 144A 05.5000 05/01/2026 | 0.04% |
| CELANESE US HOLDINGS LLC 04.6250 11/15/2022 | 0.04% |
| CHAROEN POKPHAND FOOD-FORGN SEDOL B5L2DG6 | 0.04% |
| DAIWA HOUSE INDUSTRY CO LTD SEDOL 6251363 | 0.04% |
| GW B-CR SECURITY P/P 144A 09.5000 11/01/2027 | 0.04% |
| MATCH GROUP INC P/P 144A 05.0000 12/15/2027 | 0.04% |
| MGIC INVESTMENT CORP SEDOL 2548616 | 0.04% |
| QORVO INC 05.5000 07/15/2026 | 0.04% |
| SPECTRUM BRANDS INC 06.1250 12/15/2024 | 0.04% |
| SPRINGLEAF FINANCE CORP 06.8750 03/15/2025 | 0.04% |
| STEEL DYNAMICS INC 05.5000 10/01/2024 | 0.04% |
| UNILEVER PLC SEDOL B10RZP7 | 0.04% |
| A2 MILK CO LTD SEDOL 6287250 | 0.04% |
| CIGNA CORP 03.7500 07/15/2023 | 0.04% |
| COCA-COLA HBC AG-DI SEDOL B9895B7 | 0.04% |
| ENTERCOM MEDIA CORP P/P 144A 07.2500 11/01/2024 | 0.04% |
| HANESBRANDS INC P/P 144A 04.6250 05/15/2024 | 0.04% |
| ICAHN ENTER/FIN 06.7500 02/01/2024 | 0.04% |
| ISRAEL DISCOUNT BANK -A SEDOL 6451271 | 0.04% |
| JOHNSON CONTROLS INTL PL 04.9500 07/02/2064 | 0.04% |
| MERCK & CO INC 03.7000 02/10/2045 | 0.04% |
| NEXSTAR BROADC P/P 144A 05.6250 08/01/2024 | 0.04% |
| PENSKE AUTO GRP INC 05.7500 10/01/2022 | 0.04% |
| REPUBLICA ORIENT URUGUAY USD 07.6250 03/21/2036 | 0.04% |
| SOLERA LLC / SOLERA P/P 144A 10.5000 03/01/2024 | 0.04% |
| TALLGRASS NRG PRTNR P/P 144A 05.5000 01/15/2028 | 0.04% |
| TERRENO REALTY CORP SEDOL B3N4753 | 0.04% |
| WALT DISNEY COMPANY 07.7500 12/01/2045 | 0.04% |
| CENOVUS ENERGY INC USD 06.7500 11/15/2039 | 0.04% |
| CINEMARK USA INC 04.8750 06/01/2023 | 0.04% |
| CLP HOLDINGS LTD SEDOL 6097017 | 0.04% |
| CROWN CORK & SEAL CO INC 07.3750 12/15/2026 | 0.04% |
| FREEDOM MTGE CORP P/P 144A 08.1250 11/15/2024 | 0.04% |
| GALAPAGOS NV SEDOL B07Q2V5 | 0.04% |
| NETFLIX INC. 06.3750 05/15/2029 | 0.04% |
| NEUBERGER BERMAN GRP P/P 144A 04.8750 04/15/2045 | 0.04% |
| OSHKOSH CORP 04.6000 05/15/2028 | 0.04% |
| SPRINT CORP 07.6250 03/01/2026 | 0.04% |
| TELSTRA CORP LTD SEDOL 6087289 | 0.04% |
| ASTELLAS PHARMA INC SEDOL 6985383 | 0.04% |
| CAS 2019-HRP1 M2 02.3345 11/25/2039 | 0.04% |
| CHARTER COMM OPT LLC 05.3750 05/01/2047 | 0.04% |
| CHEVRON CORP 02.1000 05/16/2021 | 0.04% |
| CHS/COMMUNITY P/P 144A 06.6250 02/15/2025 | 0.04% |
| COMM 2012-LC4 C 05.7207 12/10/2044 | 0.04% |
| CONTINENTAL RES 04.5000 04/15/2023 | 0.04% |
| ENBRIDGE INC USD 04.2500 12/01/2026 | 0.04% |
| GLOBAL PAYMENTS INC 02.9000 05/15/2030 | 0.04% |
| GOLDEN NUGGET INC P/P 144A 08.7500 10/01/2025 | 0.04% |
| HENDERSON LAND DEVELOPMENT SEDOL 6420538 | 0.04% |
| HUSKY III HLDG LTD P/P 144A 13.0000 02/15/2025 | 0.04% |
| HYATT HOTELS CORP 04.8500 03/15/2026 | 0.04% |
| MERCADOLIBRE INC SEDOL B23X1H3 | 0.04% |
| NAVISTAR INTL CORP P/P 144A 06.6250 11/01/2025 | 0.04% |
| NITTO DENKO CORP SEDOL 6641801 | 0.04% |
| PARK-OHIO INDUSTRIES INC 06.6250 04/15/2027 | 0.04% |
| PRECISION DRILL P/P 144A 07.1250 01/15/2026 | 0.04% |
| REINSURANCE GROUP OF AMERICA SEDOL 2731193 | 0.04% |
| SABRA HEALTH CARE REIT INC SEDOL B5NLBP6 | 0.04% |
| SILGAN HOLDINGS INC SEDOL 2809324 | 0.04% |
| SINGAPORE EXCHANGE LTD SEDOL 6303866 | 0.04% |
| SOLENIS 1STL L+400 04.3625 06/26/2025 | 0.04% |
| WYNDHAM HOTELS & RE P/P 144A 05.3750 04/15/2026 | 0.04% |
| ZOETIS INC 02.0000 05/15/2030 | 0.04% |
| APPLE HOSPITALITY REIT INC SEDOL BXRTX56 | 0.04% |
| BRDCOM CRP / FIN 03.8750 01/15/2027 | 0.04% |
| CAS 2015-C03 2M2 05.1845 07/25/2025 | 0.04% |
| CAS 2016-C01 2M2 07.1345 08/25/2028 | 0.04% |
| CBRE SERVICES INC 05.2500 03/15/2025 | 0.04% |
| CHAMPIONX CORP 06.3750 05/01/2026 | 0.04% |
| CHINA MINSHENG BANKING COR-H SEDOL B57JY24 | 0.04% |
| CLUBCORP HLDG INC P/P 144A 08.5000 09/15/2025 | 0.04% |
| DAITO TRUST CONSTRUCT CO LTD SEDOL 6250508 | 0.04% |
| ELANCO ANIMAL HEALTH 05.6500 08/28/2028 | 0.04% |
| HIKMA PHARMACEUTICALS PLC SEDOL B0LCW08 | 0.04% |
| ISTAR INC 04.7500 10/01/2024 | 0.04% |
| KEURIG DR PEPPER INC 04.5970 05/25/2028 | 0.04% |
| WEST JAPAN RAILWAY CO SEDOL 6957995 | 0.04% |
| ZURICH INSURANCE GROUP AG SEDOL 5983816 | 0.04% |
| BWAY HOLDING CO P/P 144A 07.2500 04/15/2025 | 0.03% |
| CLEAR CHANNEL TLB L+350 05.5435 08/21/2026 | 0.03% |
| COMCAST CORPORATION 03.3750 02/15/2025 | 0.03% |
| CROWN CASTLE INTL CORP 03.7000 06/15/2026 | 0.03% |
| EQUINIX INC 03.2000 11/18/2029 | 0.03% |
| EQUINIX INC 05.3750 05/15/2027 | 0.03% |
| ERAC USA FINANCE LLC P/P 144A 04.5000 02/15/2045 | 0.03% |
| GLOBALWAFERS CO LTD SEDOL BS7JP33 | 0.03% |
| GNR 2017-H22 EI IO 02.5047 10/20/2067 | 0.03% |
| PACIFIC GAS & ELECTRIC 02.9500 03/01/2026 | 0.03% |
| VERIZON COMMUNICATIONS 05.2500 03/16/2037 | 0.03% |
| VIACOMCBS INC 02.9000 01/15/2027 | 0.03% |
| WYNN RESORTS FIN LLC P/P 144A 05.1250 10/01/2029 | 0.03% |
| ADVANCED INFO SERVICE-FOR RG SEDOL 6412591 | 0.03% |
| APPLE INC 04.3750 05/13/2045 | 0.03% |
| ASCENT RESOURCES/AEU P/P 144A 10.0000 04/01/2022 | 0.03% |
| COMCAST CORP 03.9690 11/01/2047 | 0.03% |
| DR REDDYS LABS SEDOL 6410959 | 0.03% |
| EOG RESOURCES INC 02.6250 03/15/2023 | 0.03% |
| GFL ENVIRON INC P/P 144A 05.1250 12/15/2026 | 0.03% |
| HCA INC 04.1250 06/15/2029 | 0.03% |
| IHS MARKIT LTD USD 04.7500 08/01/2028 | 0.03% |
| MORGAN STANLEY 05.5000 07/28/2021 | 0.03% |
| NEWELL BRANDS INC 04.7000 04/01/2026 | 0.03% |
| OBAYASHI CORP SEDOL 6656407 | 0.03% |
| REGIONS FINANCIAL CORP 02.7500 08/14/2022 | 0.03% |
| SABRE GLBL INC P/P 144A 09.2500 04/15/2025 | 0.03% |
| SIX FLAGS THEME PARK P/P 144A 07.0000 07/01/2025 | 0.03% |
| SPECTRA ENERGY PARTNERS 03.3750 10/15/2026 | 0.03% |
| SUZUKEN CO LTD SEDOL 6865560 | 0.03% |
| TRANSDIGM INC 05.5000 11/15/2027 | 0.03% |
| VISTRA ENERGY CORP. P/P 144A 08.1250 01/30/2026 | 0.03% |
| WEICHAI POWER CO LTD-H SEDOL 6743956 | 0.03% |
| WESCO DISTRIBUT P/P 144A 07.2500 06/15/2028 | 0.03% |
| WFRBS 2013-UBS1 A4 04.0790 03/15/2046 | 0.03% |
| WYNN LAS VEGAS P/P 144A 05.2500 05/15/2027 | 0.03% |
| ZOETIS INC 03.9000 08/20/2028 | 0.03% |
| AMAZON.COM INC. 02.5000 11/29/2022 | 0.03% |
| ARKEMA SEDOL B0Z5YZ2 | 0.03% |
| CALPINE CORP P/P 144A 05.2500 06/01/2026 | 0.03% |
| CAS 2014-C02 1M2 02.7845 05/25/2024 | 0.03% |
| COLES GROUP LTD SEDOL BYWR0T5 | 0.03% |
| DIAMONDBACK ENERGY INC 05.3750 05/31/2025 | 0.03% |
| DUKE ENERGY OHIO INC 03.6500 02/01/2029 | 0.03% |
| ELISA OYJ SEDOL 5701513 | 0.03% |
| ENDEAVOR ENERGY P/P 144A 06.6250 07/15/2025 | 0.03% |
| FUBON FINANCIAL HOLDING CO SEDOL 6411673 | 0.03% |
| GNR 2015-H26 DI IO 02.6570 10/20/2065 | 0.03% |
| GOLDEN NUGGET INC P/P 144A 06.7500 10/15/2024 | 0.03% |
| HOSHIZAKI CORP SEDOL B3FF8W8 | 0.03% |
| IHEARTCOMMUNICATIONS INC 06.3750 05/01/2026 | 0.03% |
| INTL FLAVOR & FRAGRANCES 04.4500 09/26/2028 | 0.03% |
| KONINKLIJKE DSM NV SEDOL B0HZL93 | 0.03% |
| LOUISIANA-PACIFIC CORPORATION 04.8750 09/15/2024 | 0.03% |
| MAGELLAN FINANCIAL GROUP LTD SEDOL B015YX4 | 0.03% |
| OCCIDENTAL PETROLEUM COR 04.1000 02/01/2021 | 0.03% |
| OUTFRONT MEDIA C P/P 144A 06.2500 06/15/2025 | 0.03% |
| PETSMART INC P/P 144A 05.8750 06/01/2025 | 0.03% |
| REALTY INCOME CORP SEDOL 2724193 | 0.03% |
| ROYAL BANK OF CANADA USD 04.6500 01/27/2026 | 0.03% |
| SERVICE CORP INTL 05.3750 05/15/2024 | 0.03% |
| WESTROCK MWV LLC 08.2000 01/15/2030 | 0.03% |
| WILLIS TOWERS WATSON PLC USD 05.7500 03/15/2021 | 0.03% |
| BANCO MACRO SA-ADR SEDOL B0Y62M9 | 0.03% |
| CAPGEMINI SE SEDOL 4163437 | 0.03% |
| CHINA RESOURCES CEMENT SEDOL B41XC98 | 0.03% |
| CISCO SYSTEMS INC 02.5000 09/20/2026 | 0.03% |
| CROWN CASTLE INTL CORP 03.6500 09/01/2027 | 0.03% |
| ENERGY TRANSFER OPERATNG 03.7500 05/15/2030 | 0.03% |
| GOEASY LTD P/P 144A 05.3750 12/01/2024 | 0.03% |
| GSMS 2017-GS7 AS 03.6630 08/10/2050 | 0.03% |
| GSMS 2019-GC42 AS 03.2117 09/01/2052 | 0.03% |
| HARTALEGA HOLDINGS BHD SEDOL B2QPJK5 | 0.03% |
| IRON MOUNTAIN INC P/P 144A 05.2500 03/15/2028 | 0.03% |
| LAFARGEHOLCIM LTD-REG SEDOL 7110753 | 0.03% |
| MEREDITH CORP P/P 144A 06.5000 07/01/2025 | 0.03% |
| MSBAM 2012-C5 E P/P 144A 04.8320 08/15/2045 | 0.03% |
| MWST 2018-W1 A 01.0345 11/25/2051 | 0.03% |
| PFIZER INC 03.0000 12/15/2026 | 0.03% |
| RADIANT OPTO-ELECTRONICS COR SEDOL 6520278 | 0.03% |
| RESIDEO FUNDING INC P/P 144A 06.1250 11/01/2026 | 0.03% |
| TMS INTL HLDG CORP P/P 144A 07.2500 08/15/2025 | 0.03% |
| TRANSCANADA TRUST USD 05.3000 03/15/2077 | 0.03% |
| VIPER ENERGY P/P 144A 05.3750 11/01/2027 | 0.03% |
| 1011778 BC / NEW RED P/P 144A 03.8750 01/15/2028 | 0.03% |
| CHARTER COMM OPT LLC 04.9080 07/23/2025 | 0.03% |
| HUNTINGTON BANCSHARES 04.3500 02/04/2023 | 0.03% |
| IHEARTMEDIA INC - CLASS A SEDOL BJVR9Y9 | 0.03% |
| ING GROEP NV-CVA SEDOL 7154182 | 0.03% |
| JELD-WEN INC P/P 144A 04.6250 12/15/2025 | 0.03% |
| KOITO MANUFACTURING CO LTD SEDOL 6496324 | 0.03% |
| KOSE CORP SEDOL 6194468 | 0.03% |
| MATTAMY GROUP CORP P/P 144A 04.6250 03/01/2030 | 0.03% |
| NOMURA REAL ESTATE HOLDINGS SEDOL B1CWJM5 | 0.03% |
| PRIME SECURITY SVCS P/P 144A 06.2500 01/15/2028 | 0.03% |
| TAYLOR WIMPEY PLC SEDOL 0878230 | 0.03% |
| UNIVISION COMM P/P 144A 06.6250 06/01/2027 | 0.03% |
| USA COMPRESSION PART 06.8750 04/01/2026 | 0.03% |
| WFRBS 2011-C3 D P/P 144A 05.8524 03/15/2044 | 0.03% |
| WOLVERINE WORLD WIDE P/P 144A 05.0000 09/01/2026 | 0.03% |
| ANHEUSER-BUSCH INBEV WOR 04.7500 01/23/2029 | 0.03% |
| BERKELEY GROUP HOLDINGS/THE SEDOL B02L3W3 | 0.03% |
| BROTHER INDUSTRIES LTD SEDOL 6146500 | 0.03% |
| EQT CORP SEDOL 2319414 | 0.03% |
| FHMS K087 X1 IO 00.5099 12/25/2028 | 0.03% |
| GJENSIDIGE FORSIKRING ASA SEDOL B4PH0C5 | 0.03% |
| GLENCORE FUNDING LLC P/P 144A 04.6250 04/29/2024 | 0.03% |
| HIKARI TSUSHIN INC SEDOL 6416322 | 0.03% |
| HOWARD HUGHES CORP P/P 144A 05.3750 03/15/2025 | 0.03% |
| NUTRIEN LTD. USD 04.2000 04/01/2029 | 0.03% |
| ORACLE CORP 02.5000 10/15/2022 | 0.03% |
| ORACLE CORP 04.0000 11/15/2047 | 0.03% |
| PANDORA A/S SEDOL B44XTX8 | 0.03% |
| PENN NATIONAL GAMING P/P 144A 05.6250 01/15/2027 | 0.03% |
| RITE AID CORP P/P 144A 07.5000 07/01/2025 | 0.03% |
| SINCLAIR TELE P/P 144A 05.5000 03/01/2030 | 0.03% |
| SUNDRUG CO LTD SEDOL 6817895 | 0.03% |
| TRANSDIGM INC 06.3750 06/15/2026 | 0.03% |
| UBSBB 2012-C2 D P/P 144A 05.0460 05/10/2063 | 0.03% |
| WELLS FARGO & COMPANY 05.8750 12/29/2049 | 0.03% |
| WFRBS 2012-C10 XA IO P/P 144A 01.6790 12/15/2045 | 0.03% |
| CHENIERE CORP CHRIST 05.8750 03/31/2025 | 0.03% |
| CNO FINANCIAL GROUP INC 05.2500 05/30/2025 | 0.03% |
| ENTERCOM MEDIA CORP P/P 144A 06.5000 05/01/2027 | 0.03% |
| GENERAL MOTORS CO 06.1250 10/01/2025 | 0.03% |
| JPMORGAN CHASE & CO 04.6000 02/01/2025 | 0.03% |
| L BRANDS INC 07.5000 06/15/2029 | 0.03% |
| MSBAM 2014-C14 C 05.1111 02/15/2047 | 0.03% |
| ODAKYU ELECTRIC RAILWAY CO SEDOL 6656106 | 0.03% |
| S&P GLOBAL INC 04.4000 02/15/2026 | 0.03% |
| SOULBRAIN HOLDINGS CO LTD SEDOL B0105T2 | 0.03% |
| VISTRA CORP P/P 144A 04.3000 07/15/2029 | 0.03% |
| WFRBS 2012-C6 D P/P 144A 05.7657 04/15/2045 | 0.03% |
| ANHEUSER-BUSCH INBEV WOR 05.5500 01/23/2049 | 0.03% |
| CBRE SERVICES INC 04.8750 03/01/2026 | 0.03% |
| CD 2017-CD3 A4 03.6310 02/10/2050 | 0.03% |
| CNO FINANCIAL GROUP INC 05.2500 05/30/2029 | 0.03% |
| DIAMOND SPORTS P/P 144A 05.3750 08/15/2026 | 0.03% |
| DUN & BRADSTREET COR P/P 144A 06.8750 08/15/2026 | 0.03% |
| GNR 2017-162 QI IO 05.0000 10/11/2047 | 0.03% |
| IPALCO ENTPRS IN 03.7000 09/01/2024 | 0.03% |
| L3HARRIS TECH INC 04.4000 06/15/2028 | 0.03% |
| M3 INC SEDOL B02K2M3 | 0.03% |
| MICHELIN (CGDE) SEDOL 4588364 | 0.03% |
| OCCIDENTAL PETROLEUM COR 06.4500 09/15/2036 | 0.03% |
| PETROLEOS MEXICANOS USD 06.5000 03/13/2027 | 0.03% |
| REGENCY ENERGY P 04.5000 11/01/2023 | 0.03% |
| SAMSUNG SDS CO LTD SEDOL BRS2KY0 | 0.03% |
| AT&T INC 02.9500 07/15/2026 | 0.03% |
| BAUSCH HLTH COS INC P/P 144A 07.2500 05/30/2029 | 0.03% |
| CCO HLDGS LLC/CAP CO P/P 144A 05.7500 02/15/2026 | 0.03% |
| CENTENE CORP P/P 144A 05.2500 04/01/2025 | 0.03% |
| CENTENE ESCROW I CO P/P 144A 05.3750 06/01/2026 | 0.03% |
| COMPAGNIE DE SAINT-GOBAIN SEDOL 7380482 | 0.03% |
| COMPASS MINERALS INT P/P 144A 04.8750 07/15/2024 | 0.03% |
| CROWN AMER/CAP 04.7500 02/01/2026 | 0.03% |
| ENERGIZER HLDG INC P/P 144A 06.3750 07/15/2026 | 0.03% |
| FHR 3829 AS IO 06.7653 03/15/2041 | 0.03% |
| GARTNER INC P/P 144A 05.1250 04/01/2025 | 0.03% |
| KFC HLD/PIZZA HUT/TA P/P 144A 04.7500 06/01/2027 | 0.03% |
| MSBAM 2014-C15 A4 04.0510 04/15/2047 | 0.03% |
| ONO PHARMACEUTICAL CO LTD SEDOL 6660107 | 0.03% |
| QUALICORP CONS E CORR SEG SA SEDOL B4LHBQ0 | 0.03% |
| SERVICE CORPORATION INTL 04.6250 12/15/2027 | 0.03% |
| UPJOHN INC P/P 144A 02.3000 06/22/2027 | 0.03% |
| VISTRA CORP P/P 144A 05.5000 09/01/2026 | 0.03% |
| VISTRA CORP P/P 144A 05.6250 02/15/2027 | 0.03% |
| WIPRO LTD SEDOL 6206051 | 0.03% |
| YUM! BRANDS INC P/P 144A 04.7500 01/15/2030 | 0.03% |
| AMSTED INDUSTRIES P/P 144A 04.6250 05/15/2030 | 0.02% |
| AUTO TRADER GROUP PLC SEDOL BVYVFW2 | 0.02% |
| BANCO SANTANDER BRASIL-UNIT SEDOL B4V5RY4 | 0.02% |
| CLEAR CHANNEL WORLD 09.2500 02/15/2024 | 0.02% |
| CLICKS GROUP LTD SEDOL 6105578 | 0.02% |
| FERRARI NV SEDOL BD6G507 | 0.02% |
| FINECOBANK SPA SEDOL BNGN9Z1 | 0.02% |
| GFL ENVIRONMENTA P/P 144A 08.5000 05/01/2027 | 0.02% |
| GLADSTONE COMMERCIAL CORP SEDOL 2918479 | 0.02% |
| HOLOGIC INC P/P 144A 04.3750 10/15/2025 | 0.02% |
| ICAHN ENTER/FIN 06.2500 05/15/2026 | 0.02% |
| JAPAN AIRLINES CO LTD SEDOL B8BRV46 | 0.02% |
| MARRIOTT INTERNATIONAL 05.7500 05/01/2025 | 0.02% |
| MSBAM 2012-C6 AS 03.4760 11/15/2045 | 0.02% |
| NEWFIELD EXPLORATION CO 05.7500 01/30/2022 | 0.02% |
| NOBLE ENERGY INC. 03.9000 11/15/2024 | 0.02% |
| NUTRIEN LTD USD 04.1250 03/15/2035 | 0.02% |
| OCCIDENTAL PETROLEUM COR 04.8500 03/15/2021 | 0.02% |
| PETRONET LNG LTD SEDOL B00KT68 | 0.02% |
| TENET HEALTHCARE 04.6250 07/15/2024 | 0.02% |
| UBSBB 2013-C5 A4 03.1847 03/10/2046 | 0.02% |
| VERIZON COMMUNICATIONS 04.4000 11/01/2034 | 0.02% |
| WEEKLEY HOMES LLC 06.0000 02/01/2023 | 0.02% |
| WESTROCK MWV LLC 07.9500 02/15/2031 | 0.02% |
| BOYD GAMING CORPORATION 06.0000 08/15/2026 | 0.02% |
| BUILDERS FIRSTSOURCE P/P 144A 06.7500 06/01/2027 | 0.02% |
| CHS/COMMUNITY HEALTH P/P 144A 08.0000 03/15/2026 | 0.02% |
| COMMSCOPE TECH LLC P/P 144A 06.0000 06/15/2025 | 0.02% |
| ENERGY TRANSFER OPERATNG 05.2000 02/01/2022 | 0.02% |
| ESH HOSPITALITY INC P/P 144A 05.2500 05/01/2025 | 0.02% |
| FHMS K104 XAM 01.3839 01/25/2030 | 0.02% |
| HESS MIDSTREAM P P/P 144A 05.1250 06/15/2028 | 0.02% |
| HYPERA SA SEDOL B2QY968 | 0.02% |
| JELD-WEN INC P/P 144A 04.8750 12/15/2027 | 0.02% |
| JPMCC 2013-C16 AS 04.5169 12/15/2046 | 0.02% |
| MERCER INTL INC USD 05.5000 01/15/2026 | 0.02% |
| NZD/USD 07/15/2020 UBS | 0.02% |
| PERSIMMON PLC SEDOL 0682538 | 0.02% |
| PETROBRAS GLOBAL FINANCE USD 06.1250 01/17/2022 | 0.02% |
| SINOTRUK HONG KONG LTD SEDOL B296ZH4 | 0.02% |
| SPRINGLEAF FINANCE CORP 05.3750 11/15/2029 | 0.02% |
| STANLEY ELECTRIC CO LTD SEDOL 6841106 | 0.02% |
| US BANCORP 02.9500 07/15/2022 | 0.02% |
| WPX ENERGY INC 05.2500 10/15/2027 | 0.02% |
| WPX ENERGY INC 05.8750 06/15/2028 | 0.02% |
| YANGZIJIANG SHIPBUILDING SEDOL B1VT035 | 0.02% |
| AG ISSUER LLC P/P 144A 06.2500 03/01/2028 | 0.02% |
| AMUNDI SA SEDOL BYZR014 | 0.02% |
| ANHEUSER-BUSCH INBEV WOR 04.1500 01/23/2025 | 0.02% |
| APPLE INC 04.2500 02/09/2047 | 0.02% |
| BT GROUP PLC SEDOL 3091357 | 0.02% |
| CAS 2014-C04 1M2 05.0845 11/25/2024 | 0.02% |
| COUNTRY GARDEN SERVICES HOLD SEDOL BDQZP48 | 0.02% |
| DISH NETWORK CV 03.3750 08/15/2026 | 0.02% |
| ELECTRICITY GEN PUB CO-FOR R SEDOL 6304643 | 0.02% |
| GNR 2016-123 LI IO 03.5000 03/20/2044 | 0.02% |
| GSMS 2012-GC6 AS P/P 144A 04.9480 01/12/2045 | 0.02% |
| INDIGO NATURAL P/P 144A 06.8750 02/15/2026 | 0.02% |
| INDRAPRASTHA GAS LTD SEDOL BD9PXD0 | 0.02% |
| LG ELECTRONICS INC SEDOL 6520739 | 0.02% |
| MISC BHD SEDOL 6557997 | 0.02% |
| NABORS INDUSTRIES INC. 05.7500 02/01/2025 | 0.02% |
| REPUBLIC SERVICES INC SEDOL 2262530 | 0.02% |
| SABINE PASS LIQUEF 05.0000 03/15/2027 | 0.02% |
| SHERWIN-WILLIAMS CO 03.4500 06/01/2027 | 0.02% |
| TRUIST FIN CORP 04.8000 12/31/2099 | 0.02% |
| VISTRA OPERATION P/P 144A 03.5500 07/15/2024 | 0.02% |
| WAMU 2005-AR10 1A3 04.1241 09/25/2035 | 0.02% |
| APTARGROUP INC SEDOL 2045247 | 0.02% |
| BEACON ROOFING SUPP P/P 144A 04.8750 11/01/2025 | 0.02% |
| BWAY CORP TLB L+325 04.5614 04/03/2024 | 0.02% |
| CGCMT 2012-GC8 XA IO P/P 144A 01.9252 09/10/2045 | 0.02% |
| DEVON ENERGY CORPORATION 07.9500 04/15/2032 | 0.02% |
| FOX CORP 04.0300 01/25/2024 | 0.02% |
| GOLDMAN SACHS GROUP INC 04.2230 05/01/2029 | 0.02% |
| KNORR-BREMSE AG SEDOL BD2P9X9 | 0.02% |
| RECRUIT HOLDINGS CO LTD SEDOL BQRRZ00 | 0.02% |
| SEVEN BANK LTD SEDOL B2NT8S1 | 0.02% |
| TOWNSQUARE MEDIA INC P/P 144A 06.5000 04/01/2023 | 0.02% |
| BOMBARDIER INC P/P 144A 07.8750 04/15/2027 | 0.02% |
| CGCMT 2013-GC17 C 05.2611 11/10/2046 | 0.02% |
| CITIGROUP INC 03.8870 01/10/2028 | 0.02% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | 0.02% |
| CWALT 2007-OH1 A1D 00.3945 04/25/2047 | 0.02% |
| DAELIM INDUSTRIAL CO LTD SEDOL 6249584 | 0.02% |
| DIRECT LINE INSURANCE GROUP SEDOL BY9D0Y1 | 0.02% |
| EUR/USD 09/16/2020 JPMCB | 0.02% |
| FISHER PAYKEL SEDOL 6340250 | 0.02% |
| GAP INC/THE P/P 144A 08.3750 05/15/2023 | 0.02% |
| GSAA 2007-6 1A1 00.3045 05/25/2047 | 0.02% |
| HANKYU HANSHIN HOLDINGS INC SEDOL 6408664 | 0.02% |
| ICL GROUP LTD SEDOL 6455530 | 0.02% |
| INCYTE CORP | 0.02% |
| KINDER MORGAN ENER PART 05.4000 09/01/2044 | 0.02% |
| KKR GROUP FIN CO III P/P 144A 05.1250 06/01/2044 | 0.02% |
| KOBE BUSSAN CO LTD SEDOL B14RJB7 | 0.02% |
| KOREA ZINC CO LTD SEDOL 6495428 | 0.02% |
| LENNAR CORP 05.8750 11/15/2024 | 0.02% |
| MSBAM 2014-C17 XA IO 01.2652 08/15/2047 | 0.02% |
| MSC 2016-BNK2 AS 03.2820 11/15/2049 | 0.02% |
| STATION CASINOS LLC P/P 144A 04.5000 02/15/2028 | 0.02% |
| SWISS LIFE HOLDING AG-REG SEDOL 7437805 | 0.02% |
| TECH MAHINDRA LTD SEDOL BWFGD63 | 0.02% |
| TRANSOCEAN POSEIDON P/P 144A 06.8750 02/01/2027 | 0.02% |
| ACS ACTIVIDADES SEDOL B01FLQ6 | 0.02% |
| AGILENT TECHNOLOGIES INC SEDOL 2520153 | 0.02% |
| ALLY FINANCIAL INC 05.7500 11/20/2025 | 0.02% |
| ANHEUSER-BUSCH CO/IN 03.6500 02/01/2026 | 0.02% |
| ANTERO RESOURCES 05.3750 11/01/2021 | 0.02% |
| BANK OF AMERICA CORP 06.5000 10/29/2049 | 0.02% |
| BECTON DICKINSON AND CO 02.8230 05/20/2030 | 0.02% |
| BIOMARIN PHARMACEUTICAL INC SEDOL 2437071 | 0.02% |
| CENTENE CORP P/P 144A 05.3750 08/15/2026 | 0.02% |
| CLARIOS GLOBAL LP P/P 144A 06.7500 05/15/2025 | 0.02% |
| COMM 2013-CR11 XA IO 01.0907 08/10/2050 | 0.02% |
| COMM 2015-LC19 A4 03.1830 02/10/2048 | 0.02% |
| CROWN CASTLE INTL CORP 03.8000 02/15/2028 | 0.02% |
| DENBURY RESOURCES IN P/P 144A 09.0000 05/15/2021 | 0.02% |
| DIAMONDBACK ENERGY INC 04.7500 05/31/2025 | 0.02% |
| DUKE ENERGY PROGRESS LLC 03.3750 09/01/2023 | 0.02% |
| JPMORGAN CHASE & CO 02.9560 05/13/2031 | 0.02% |
| LADDER CAP FINAN P/P 144A 04.2500 02/01/2027 | 0.02% |
| LAMB WESTON HLD P/P 144A 04.8750 05/15/2028 | 0.02% |
| MLMI 2005-A2 A2 03.7380 02/25/2035 | 0.02% |
| NAVISTAR INTL CORP P/P 144A 09.5000 05/01/2025 | 0.02% |
| NORDSTROM INC P/P 144A 08.7500 05/15/2025 | 0.02% |
| NRG ENERGY INC 05.7500 01/15/2028 | 0.02% |
| REPUBLIC OF PERU USD 05.6250 11/18/2050 | 0.02% |
| ROBERTSHAW TL 2L L+800 09.0000 02/28/2026 | 0.02% |
| ROBERTSHAW US HOLDING L+325 04.2500 02/28/2025 | 0.02% |
| RYOHIN KEIKAKU CO LTD SEDOL 6758455 | 0.02% |
| SPRINGLEAF FINANCE CORP 07.1250 03/15/2026 | 0.02% |
| STACR 2020-HQA1 M2 03.7350 01/25/2050 | 0.02% |
| VENTAS INC SEDOL 2927925 | 0.02% |
| WESTERN DIGITAL CORPORATION 04.7500 02/15/2026 | 0.02% |
| WOLVERINE WORLD WIDE P/P 144A 06.3750 05/15/2025 | 0.02% |
| 1011778 BC ULC / P/P 144A 04.3750 01/15/2028 | 0.02% |
| ALBERTSONS COS/SAFE P/P 144A 04.6250 01/15/2027 | 0.02% |
| ALIMENTATION COUCHE-TARD 3.550000 07/26/2027 | 0.02% |
| ALLIANT HOLDINGS P/P 144A 06.7500 10/15/2027 | 0.02% |
| AMSTED INDUSTRIES P/P 144A 05.6250 07/01/2027 | 0.02% |
| BAUSCH HLTH COS INC P/P 144A 06.2500 02/15/2029 | 0.02% |
| CCO HOLDINGS LLC P/P 144A 04.5000 05/01/2032 | 0.02% |
| CENTENE CORP 04.7500 05/15/2022 | 0.02% |
| CLEAN HARBORS INC P/P 144A 04.8750 07/15/2027 | 0.02% |
| COMMSCOPE INC P/P 144A 06.0000 03/01/2026 | 0.02% |
| COX COMM INC P/P 144A 03.5000 08/15/2027 | 0.02% |
| CPURNSA R 1.319 P 05/07/30 | 0.02% |
| DCP MIDSTREAM OPERATING 05.6250 07/15/2027 | 0.02% |
| ELDORADO RESORTS INC 07.0000 08/01/2023 | 0.02% |
| FOSHAN HAITIAN FLAVOURING & FOOD 144A/REGS WARRANT 03/12/202 | 0.02% |
| FREEDOM MTGE CORP P/P 144A 08.2500 04/15/2025 | 0.02% |
| HARGREAVES LANSDOWN PLC SEDOL B1VZ0M2 | 0.02% |
| INTERNATIONAL PAPER CO 03.0000 02/15/2027 | 0.02% |
| ITRON INC P/P 144A 05.0000 01/15/2026 | 0.02% |
| JOSEPH T RYERSON & S P/P 144A 11.0000 05/15/2022 | 0.02% |
| KAKAKU.COM INC SEDOL 6689533 | 0.02% |
| KFC HLD/PIZZA HUT/TA P/P 144A 05.0000 06/01/2024 | 0.02% |
| LEVEL 3 FIN INC P/P 144A 04.2500 07/01/2028 | 0.02% |
| MAUSER PACKAGING SOL P/P 144A 05.5000 04/15/2024 | 0.02% |
| MOLINA HEALTHCARE IN P/P 144A 04.8750 06/15/2025 | 0.02% |
| OTP BANK RT SEDOL 7320154 | 0.02% |
| PACIFIC GAS & ELECTRIC 02.1000 08/01/2027 | 0.02% |
| TARGA RESOURCES PART 06.5000 07/15/2027 | 0.02% |
| TRI POINTE GROUP / HOMES 05.8750 06/15/2024 | 0.02% |
| VISTRA CORP P/P 144A 05.0000 07/31/2027 | 0.02% |
| WANT WANT CHINA HOLDINGS LTD SEDOL B2Q14Z3 | 0.02% |
| WFRBS 2013-C12 AS 03.5600 03/15/2048 | 0.02% |
| WMG ACQUISITION CORP P/P 144A 05.0000 08/01/2023 | 0.02% |
| WR GRACE & CO-CONN P/P 144A 04.8750 06/15/2027 | 0.02% |
| CDX CDX.NA.IG.34 100.0 06/20/2025 | 0.02% |
| CLEAR CHANNEL WORLDW P/P 144A 05.1250 08/15/2027 | 0.02% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS | 0.02% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 JP | 0.02% |
| DEUTSCHE TELEKOM INT FIN USD 08.7500 06/15/2030 | 0.02% |
| ENERGY TRANSFER OPERATNG 02.9000 05/15/2025 | 0.02% |
| FRONTIER COMM P/P 144A 08.5000 04/01/2026 | 0.02% |
| ICAHN ENTER 04.7500 09/15/2024 | 0.02% |
| ICAHN ENTER/FIN 05.2500 05/15/2027 | 0.02% |
| LITE-ON TECHNOLOGY CORP SEDOL 6519481 | 0.02% |
| LOGAN GROUP CO LTD SEDOL BH6X937 | 0.02% |
| MITSUBISHI UFJ LEASE & FINAN SEDOL 6268976 | 0.02% |
| NOBLE ENERGY INC 06.0000 03/01/2041 | 0.02% |
| NOVELIS CORP P/P 144A 04.7500 01/30/2030 | 0.02% |
| NZD/USD 07/15/2020 SSBT | 0.02% |
| POLSKI KONCERN NAFTOWY ORLEN SEDOL 5810066 | 0.02% |
| S&P GLOBAL INC 02.9500 01/22/2027 | 0.02% |
| SOHGO SECURITY SERVICES CO SEDOL 6546359 | 0.02% |
| SURGUTNEFTEGAS-PREFERENCE SEDOL 5005884 | 0.02% |
| TISCO FINANCIAL-FOREIGN SEDOL B3KFW76 | 0.02% |
| ZAYO GROUP HLDG INC L+300 04.6678 03/09/2027 | 0.02% |
| AMERICAN TOWER CORP 03.1250 01/15/2027 | 0.02% |
| AUD/USD 07/15/2020 HSBCB | 0.02% |
| BANK CENTRAL ASIA TBK PT SEDOL B01C1P6 | 0.02% |
| CHEMOURS CO 05.3750 05/15/2027 | 0.02% |
| CIA SANEAMENTO BASICO DE SP SEDOL B1YCHL8 | 0.02% |
| DISCOVERY COMMUNICATIONS 03.6250 05/15/2030 | 0.02% |
| ECOPETROL SA-SPONSORED ADR SEDOL B3D6J19 | 0.02% |
| FRONTIER COMM 10.5000 09/15/2022 | 0.02% |
| JAZZ PHARMACEUTICALS PLC SEDOL B4Q5ZN4 | 0.02% |
| JOHNSON CONTROLS INTL PL 04.5000 02/15/2047 | 0.02% |
| KIA MOTORS CORP SEDOL 6490928 | 0.02% |
| LIVE NATION ENTERTAI P/P 144A 05.6250 03/15/2026 | 0.02% |
| MAHANAGAR GAS LTD SEDOL BD04046 | 0.02% |
| PEPTIDREAM INC SEDOL B97SH97 | 0.02% |
| SM ENERGY CO 05.0000 01/15/2024 | 0.02% |
| SM ENERGY CO 06.1250 11/15/2022 | 0.02% |
| TELEFONICA BRASIL S.A.-PREF SEDOL B3ZCNF7 | 0.02% |
| ABBVIE INC P/P 144A 03.4500 03/15/2022 | 0.02% |
| BANK OF JIANGSU CO LTD- A 144A/REGS WARRANT 08/07/2020 | 0.02% |
| FIDELITY NATIONAL INFORM 04.2500 05/15/2028 | 0.02% |
| MEG ENERGY CORP P/P 144A 07.1250 02/01/2027 | 0.02% |
| NOVOLIPETSK STEEL PJSC-GDR SEDOL B0RTNX3 | 0.02% |
| PENSKE TRUCK LE P/P 144A 03.4000 11/15/2026 | 0.02% |
| SOLENIS 2NDL L+850 10.8314 06/26/2026 | 0.02% |
| STAPLES TL L+500 05.6866 04/12/2026 | 0.02% |
| WALMART DE MEXICO SAB DE CV SEDOL BW1YVH8 | 0.02% |
| ABBVIE INC P/P 144A 03.8000 03/15/2025 | 0.02% |
| AT&T INC 04.3000 02/15/2030 | 0.02% |
| BANK OF AMERICA CORP 03.4990 05/17/2022 | 0.02% |
| BRISTOL-MYERS P/P 144A 03.4000 07/26/2029 | 0.02% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CS | 0.02% |
| DEVON ENERGY CORPORATION 07.8750 09/30/2031 | 0.02% |
| DUKE ENERGY CORP 04.2000 06/15/2049 | 0.02% |
| HCA INC 05.5000 06/15/2047 | 0.02% |
| L BRANDS INC 06.7500 07/01/2036 | 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% |
| SAMSUNG ENGINEERING CO LTD SEDOL 6765239 | 0.02% |
| WFRBS 2011-C5 XA IO P/P 144A 01.8371 11/15/2044 | 0.02% |
| XINYI GLASS HOLDINGS LTD SEDOL B05NXN7 | 0.02% |
| ALEXION PHARMACEUTICALS INC SEDOL 2036070 | 0.01% |
| CARNIVAL CORP P/P 144A 11.5000 04/01/2023 | 0.01% |
| CAS 2019-R02 1M2 02.4845 08/25/2031 | 0.01% |
| CGCMT 2014-GC19 D P/P 144A 05.2614 03/10/2047 | 0.01% |
| COM7 PCL-F SEDOL BZ2YN49 | 0.01% |
| CORNERSTONE BUILDING P/P 144A 08.0000 04/15/2026 | 0.01% |
| DH EUROPE FINANCE II USD 03.4000 11/15/2049 | 0.01% |
| ENBRIDGE INC USD 04.5000 06/10/2044 | 0.01% |
| EXELIXIS INC SEDOL 2576941 | 0.01% |
| GENERAL MOTORS FINL CO 04.3000 07/13/2025 | 0.01% |
| HELLENIC TELECOMMUN ORGANIZA SEDOL 5051605 | 0.01% |
| IOS.FN30.350.14 R USL1M P 01/12/45 CS | 0.01% |
| KEURIG DR PEPPER INC 04.0570 05/25/2023 | 0.01% |
| KRAFT HEINZ FOODS CO P/P 144A 03.8750 05/15/2027 | 0.01% |
| MODERNA INC SEDOL BGSXTS3 | 0.01% |
| MSBAM 2013-C12 XA IO 00.7585 10/15/2046 | 0.01% |
| NEIMAN MARCUS TL L+600 06.2674 10/25/2023 | 0.01% |
| NETFLIX INC P/P 144A 05.3750 11/15/2029 | 0.01% |
| NETFLIX INC. 05.8750 11/15/2028 | 0.01% |
| NEUROCRINE BIOSCIENCES INC SEDOL 2623911 | 0.01% |
| PNC FINANCIAL SERVICES 03.3000 03/08/2022 | 0.01% |
| SERVICEMASTER GLOBAL HOLDING SEDOL BNG8BF0 | 0.01% |
| TRANSOCEAN PONTUS LT P/P 144A 06.1250 08/01/2025 | 0.01% |
| AES CORP/THE P/P 144A 03.3000 07/15/2025 | 0.01% |
| AUD/USD 07/15/2020 WPAC | 0.01% |
| BAUSCH HLTH COS INC P/P 144A 07.0000 01/15/2028 | 0.01% |
| BERRY GLOBAL INC P/P 144A 05.6250 07/15/2027 | 0.01% |
| BIO-RAD LABORATORIES-A SEDOL 2098508 | 0.01% |
| BOXER PARENT CO INC P/P 144A 09.1250 03/01/2026 | 0.01% |
| BOYD GAMING CORP P/P 144A 08.6250 06/01/2025 | 0.01% |
| CCO HOLDINGS LLC P/P 144A 04.5000 08/15/2030 | 0.01% |
| CELANESE US HOLDINGS LLC 03.5000 05/08/2024 | 0.01% |
| CLEAN HARBORS INC P/P 144A 05.1250 07/15/2029 | 0.01% |
| COLGATE-PALMOLIVE CO SEDOL 2209106 | 0.01% |
| COMMSCOPE INC P/P 144A 05.5000 03/01/2024 | 0.01% |
| DIAMONDBACK ENERGY INC 03.2500 12/01/2026 | 0.01% |
| FIFTH THIRD BANCORP 05.1000 12/29/2049 | 0.01% |
| GAP INC/THE P/P 144A 08.6250 05/15/2025 | 0.01% |
| GLOBAL MEDICAL REIT INC SEDOL BSNMBW7 | 0.01% |
| GO DADDY OPCO/FINCO P/P 144A 05.2500 12/01/2027 | 0.01% |
| HANESBRANDS INC P/P 144A 05.3750 05/15/2025 | 0.01% |
| IRB HOLDING CORP P/P 144A 07.0000 06/15/2025 | 0.01% |
| JELD-WEN INC P/P 144A 06.2500 05/15/2025 | 0.01% |
| LEVI STRAUSS & CO P/P 144A 05.0000 05/01/2025 | 0.01% |
| LIVE NATION ENT P/P 144A 06.5000 05/15/2027 | 0.01% |
| MASONITE INTL C P/P 144A 05.3750 02/01/2028 | 0.01% |
| MATCH GROUP INC P/P 144A 04.6250 06/01/2028 | 0.01% |
| MAUSER PACKAGING P/P 144A 08.5000 04/15/2024 | 0.01% |
| METTLER-TOLEDO INTERNATIONAL SEDOL 2126249 | 0.01% |
| MICROCHIP TECH INC P/P 144A 04.2500 09/01/2025 | 0.01% |
| MICROSOFT CORP 02.4000 02/06/2022 | 0.01% |
| MYLAN NV SEDOL BVFMFG8 | 0.01% |
| NATIONSTAR MTG P/P 144A 09.1250 07/15/2026 | 0.01% |
| NEWELL BRANDS INC 04.8750 06/01/2025 | 0.01% |
| NRG ENERGY INC P/P 144A 05.2500 06/15/2029 | 0.01% |
| NUTRIEN LTD USD 02.9500 05/13/2030 | 0.01% |
| ORTHO-CLINICAL P/P 144A 07.3750 06/01/2025 | 0.01% |
| OWENS-BROCKWAY P/P 144A 06.6250 05/13/2027 | 0.01% |
| PANTHER BF AGGREGA P/P 144A 06.2500 05/15/2026 | 0.01% |
| PENSKE AUTOMOTIVE GROUP 05.3750 12/01/2024 | 0.01% |
| PRESIDENT CHAIN STORE CORP SEDOL 6704986 | 0.01% |
| QUEBECOR MEDIA INC USD 05.7500 01/15/2023 | 0.01% |
| SAREPTA THERAPEUTICS INC SEDOL B8DPDT7 | 0.01% |
| SIRIUS XM RADIO INC. P/P 144A 05.5000 07/01/2029 | 0.01% |
| SOFTBANK GROUP CORP SEDOL 6770620 | 0.01% |
| SPRINGLEAF FINANCE CORP 08.8750 06/01/2025 | 0.01% |
| SUN ART RETAIL GROUP LTD SEDOL B3MPN59 | 0.01% |
| T-MOBILE USA INC 06.3750 03/01/2025 | 0.01% |
| T-MOBILE USA INC TLB L+300 04/01/2027 | 0.01% |
| TARGA RESOURCES PART 06.8750 01/15/2029 | 0.01% |
| TAYLOR MORRISON COMM P/P 144A 05.7500 01/15/2028 | 0.01% |
| TEMPO ACQ LLC/FI P/P 144A 05.7500 06/01/2025 | 0.01% |
| TIM PARTICIPACOES SA SEDOL 2292560 | 0.01% |
| TRI POINTE GROUP INC 05.7000 06/15/2028 | 0.01% |
| UNION PACIFIC CORP SEDOL 2914734 | 0.01% |
| UNITED THERAPEUTICS CORP SEDOL 2430412 | 0.01% |
| UNIVISION COMM P/P 144A 09.5000 05/01/2025 | 0.01% |
| WESCO DISTRIBUT P/P 144A 07.1250 06/15/2025 | 0.01% |
| WMG ACQUISITION CORP P/P 144A 05.5000 04/15/2026 | 0.01% |
| ABC SUPPLY CO INC P/P 144A 04.0000 01/15/2028 | 0.01% |
| ABC SUPPLY CO INC P/P 144A 05.8750 05/15/2026 | 0.01% |
| ALEXANDRIA REAL ESTATE EQUIT SEDOL 2009210 | 0.01% |
| APACHE CORPORATION 03.2500 04/15/2022 | 0.01% |
| AUTOMATIC DATA PROCESSING SEDOL 2065308 | 0.01% |
| BAUSCH HLTH COS INC P/P 144A 05.0000 01/30/2028 | 0.01% |
| BAUSCH HLTH COS INC P/P 144A 05.2500 01/30/2030 | 0.01% |
| BEACON ROOFING SUPPL P/P 144A 04.5000 11/15/2026 | 0.01% |
| BLUEBIRD BIO INC SEDOL BBFL7S1 | 0.01% |
| BROOKFIELD RESID P/P 144A 06.2500 09/15/2027 | 0.01% |
| BUCKEYE PARTNERS LP P/P 144A 04.5000 03/01/2028 | 0.01% |
| CAS 2017-C01 1EB1 01.4345 07/25/2029 | 0.01% |
| CAS 2018-C01 1M2 02.4345 07/25/2030 | 0.01% |
| CHUBB LTD SEDOL B3BQMF6 | 0.01% |
| DEVON ENERGY CORPORATION 05.6000 07/15/2041 | 0.01% |
| DIAMOND 1 FIN/DIAMON P/P 144A 08.3500 07/15/2046 | 0.01% |
| EUR/GBP CALL 0.90 20200803 UBS | 0.01% |
| FREEPORT-MCMORAN INC 05.4500 03/15/2043 | 0.01% |
| HCA INC 03.5000 09/01/2030 | 0.01% |
| HOLLY PAR/FIN P/P 144A 05.0000 02/01/2028 | 0.01% |
| LIONS GATE CAP HOLD P/P 144A 06.3750 02/01/2024 | 0.01% |
| MERCER INTL INC USD 06.5000 02/01/2024 | 0.01% |
| NATIONSTAR MTG P/P 144A 06.0000 01/15/2027 | 0.01% |
| NEWFIELD EXPLORATION CO 05.6250 07/01/2024 | 0.01% |
| PINNACLE WEST CAPITAL SEDOL 2048804 | 0.01% |
| RACKSPACE HOSTING INC L+300 04.0000 11/03/2023 | 0.01% |
| SPECTRUM BRANDS INC P/P 144A 05.0000 10/01/2029 | 0.01% |
| SPRINGLEAF FINANCE CORP 06.6250 01/15/2028 | 0.01% |
| TENET HEALTHCARE P/P 144A 06.2500 02/01/2027 | 0.01% |
| USA COM PART/USA COM 06.8750 09/01/2027 | 0.01% |
| VALVOLINE INC P/P 144A 04.2500 02/15/2030 | 0.01% |
| WESTPAC BANKING CORP USD 04.4210 07/24/2039 | 0.01% |
| WPX ENERGY INC 05.7500 06/01/2026 | 0.01% |
| ZAYO GROUP HLDG INC P/P 144A 06.1250 03/01/2028 | 0.01% |
| ANTERO RESOURCES FIN 05.1250 12/01/2022 | 0.01% |
| APACHE CORP 04.3750 10/15/2028 | 0.01% |
| BBVA ARGENTINA SA-ADR SEDOL BKT4TC7 | 0.01% |
| BOYD GAMING CORP P/P 144A 04.7500 12/01/2027 | 0.01% |
| BUCKEYE PARTNERS LP 05.8500 11/15/2043 | 0.01% |
| COMSTOCK RE INC P/P 144A 07.5000 05/15/2025 | 0.01% |
| CONTINENTAL RESOURCES 04.3750 01/15/2028 | 0.01% |
| FIDELITY NATIONAL INFORM 03.0000 08/15/2026 | 0.01% |
| KOBAYASHI PHARMACEUTICAL CO SEDOL 6149457 | 0.01% |
| KUMBA IRON ORE LTD SEDOL B1G4262 | 0.01% |
| LIVE NATION ENT P/P 144A 04.8750 11/01/2024 | 0.01% |
| NUTRIEN LTD USD 05.2500 01/15/2045 | 0.01% |
| OCCIDENTAL PETROLEUM COR 02.9000 08/15/2024 | 0.01% |
| OCCIDENTAL PETROLEUM COR 03.5000 06/15/2025 | 0.01% |
| PETROLEOS MEXICANOS P/P 144A 07.6900 01/23/2050 | 0.01% |
| SEAZEN HOLDINGS CO 144A/REGS WARRANT 05/06/2021 | 0.01% |
| STACR 2019-DNA1 M2 02.8345 01/25/2049 | 0.01% |
| WPX ENERGY INC 04.5000 01/15/2030 | 0.01% |
| AIRBUS SE SEDOL 4012250 | 0.01% |
| ALIMEN COUCHE P/P 144A 02.9500 01/25/2030 | 0.01% |
| APACHE CORP 05.1000 09/01/2040 | 0.01% |
| BERKSHIRE HATHAWAY FIN 04.2500 01/15/2021 | 0.01% |
| CAS 2015-C02 1M2 04.1845 05/25/2025 | 0.01% |
| CPG INTL TL L+375 04.7500 05/05/2024 | 0.01% |
| EUR/USD CALL 1.16 20201118 BANKAM | 0.01% |
| EUR/USD CALL 1.16 20201118 GSFX | 0.01% |
| GFL ENVIRONMENTAL TLB L+300 04.0000 05/31/2025 | 0.01% |
| IDR/USD 08/19/2020 BCAP-FX | 0.01% |
| INDOFOOD SUKSES MAKMUR TBK P SEDOL 6283979 | 0.01% |
| POWSZECHNY ZAKLAD UBEZPIECZE SEDOL B63DG21 | 0.01% |
| SCIENTIFIC GAMES P/P 144A 07.0000 05/15/2028 | 0.01% |
| THE BANK OF NOVA SCOTIA USD 02.7000 03/07/2022 | 0.01% |
| TOFAS OTOMOBIL FAB SEDOL B03MY33 | 0.01% |
| UNITED AIRLINES HOLDINGS INC SEDOL B4QG225 | 0.01% |
| AUD/USD 07/15/2020 TDBK | 0.01% |
| BANCO DE CHILE-ADR SEDOL 2834252 | 0.01% |
| BMW US CAPITAL LLC P/P 144A 03.4000 08/13/2021 | 0.01% |
| CAD/USD 07/15/2020 GSFX | 0.01% |
| CISCO SYSTEMS INC 05.9000 02/15/2039 | 0.01% |
| CLEAR CHANNEL OUTDOOR HOLDIN SEDOL BJHVCH9 | 0.01% |
| DINO POLSKA SA SEDOL BD0YVN2 | 0.01% |
| ENERGY TRANSFER OPERATNG 06.1250 12/15/2045 | 0.01% |
| FORD OTOMOTIV SEDOL B03MSR5 | 0.01% |
| GRUPO AEROPORTUARIO DEL CENT SEDOL B1KFX13 | 0.01% |
| HM SAMPOERNA TBK PT SEDOL 6404242 | 0.01% |
| MALLINCKRODT FIN/SB P/P 144A 10.0000 04/15/2025 | 0.01% |
| NZD/USD 07/15/2020 BCAP-FX | 0.01% |
| STACR 2019-HQA1 M2 02.5183 02/25/2049 | 0.01% |
| USD/JPY PUT 105.00 20201124 BANKAM | 0.01% |
| USD/JPY PUT 105.00 20201124 GSFX | 0.01% |
| VMWARE INC 03.9000 08/21/2027 | 0.01% |
| BANK OF MONTREAL USD 03.8030 12/15/2032 | 0.01% |
| BATA INDIA LTD SEDOL BYMFG13 | 0.01% |
| BOMBARDIER INC P/P 144A 07.5000 12/01/2024 | 0.01% |
| CAD/USD 07/15/2020 WPAC | 0.01% |
| CHINA YUHUA EDUCAT SEDOL BYWPGC4 | 0.01% |
| KT CORP SEDOL 6505316 | 0.01% |
| MONDELEZ INTERNATIONAL 02.1250 04/13/2023 | 0.01% |
| NABORS IND LTD P/P 144A 07.2500 01/15/2026 | 0.01% |
| NABORS IND LTD P/P 144A 07.5000 01/15/2028 | 0.01% |
| SIME DARBY BERHAD SEDOL B29TTR1 | 0.01% |
| VIACOMCBS INC 04.0000 01/15/2026 | 0.01% |
| BOXER PARENT CO INC P/P 144A 07.1250 10/02/2025 | 0.01% |
| CALIFORNIA RESOURC TL L+475 05.7500 12/31/2022 | 0.01% |
| CINEMARK USA INC P/P 144A 08.7500 05/01/2025 | 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% |
| COMCAST CORP 02.3500 01/15/2027 | 0.01% |
| COMCAST CORP 03.1500 03/01/2026 | 0.01% |
| CROWN CASTLE INTL CORP 04.8750 04/15/2022 | 0.01% |
| DELL INT / EMC P/P 144A 05.8500 07/15/2025 | 0.01% |
| ELDORADO RESORTS INC 06.0000 09/15/2026 | 0.01% |
| ENERGIZER HLDG INC P/P 144A 07.7500 01/15/2027 | 0.01% |
| ENRGY TRANS PT/REG FIN 05.8750 03/01/2022 | 0.01% |
| EOG RESOURCES INC 04.1500 01/15/2026 | 0.01% |
| EUR/CHF CALL 1.10 20201209 CSI-FX | 0.01% |
| FENG TAY ENTERPRISE CO LTD SEDOL 6336055 | 0.01% |
| GENERAL MOTORS FINL CO 04.0000 01/15/2025 | 0.01% |
| GLOBAL PAYMENTS INC 04.0000 06/01/2023 | 0.01% |
| HEALTHPEAK PROPERTIES INC SEDOL BJBLRK3 | 0.01% |
| IMPALA PLATINUM HOLDINGS LTD SEDOL B1FFT76 | 0.01% |
| IOS.FN30.350.12 R USL1M P 01/12/43 BC | 0.01% |
| JPY/USD 08/19/2020 GSFX | 0.01% |
| NETFLIX INC. P/P 144A 04.8750 06/15/2030 | 0.01% |
| NOBLE HLDG INTL LTD P/P 144A 07.8750 02/01/2026 | 0.01% |
| NRG ENERGY INC 06.6250 01/15/2027 | 0.01% |
| NRG ENERGY INC. 07.2500 05/15/2026 | 0.01% |
| OTIS WORLDWIDE CORP P/P 144A 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% |
| PROLOGIS LP 02.2500 04/15/2030 | 0.01% |
| PULTEGROUP INC 05.5000 03/01/2026 | 0.01% |
| RAYTHEON TECH CORP 04.1250 11/16/2028 | 0.01% |
| SERVICE PROPERTIES TRUST 07.5000 09/15/2025 | 0.01% |
| STAPLES INC. P/P 144A 10.7500 04/15/2027 | 0.01% |
| TENET HEALTHCARE P/P 144A 07.5000 04/01/2025 | 0.01% |
| TRANSDIGM INC P/P 144A 08.0000 12/15/2025 | 0.01% |
| YUM! BRANDS INC P/P 144A 07.7500 04/01/2025 | 0.01% |
| ALBERTSONS COS P/P 144A 04.8750 02/15/2030 | 0.01% |
| BGC PARTNERS INC 05.1250 05/27/2021 | 0.01% |
| BUCKEYE PARTNERS LP 03.9500 12/01/2026 | 0.01% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.01% |
| COLONY CAPITAL INC SEDOL BG5QFV0 | 0.01% |
| COMSTOCK RESOURCES INC 09.7500 08/15/2026 | 0.01% |
| CONTINENTAL RESOURCES 05.0000 09/15/2022 | 0.01% |
| FEDERAL GRID CO UNIFIED ENER SEDOL B39RR67 | 0.01% |
| GARTNER INC P/P 144A 04.5000 07/01/2028 | 0.01% |
| JAGUAR HL / PPDI P/P 144A 04.6250 06/15/2025 | 0.01% |
| JAGUAR HL / PPDI P/P 144A 05.0000 06/15/2028 | 0.01% |
| JPMORGAN CHASE & CO 06.1000 02/01/2049 | 0.01% |
| L BRANDS INC P/P 144A 06.8750 07/01/2025 | 0.01% |
| L BRANDS INC P/P 144A 09.3750 07/01/2025 | 0.01% |
| MACY'S INC P/P 144A 08.3750 06/15/2025 | 0.01% |
| NZD/USD 07/15/2020 BANKAM | 0.01% |
| OSHKOSH CORP 03.1000 03/01/2030 | 0.01% |
| OUTFRONT MEDIA C P/P 144A 04.6250 03/15/2030 | 0.01% |
| POLYONE CORP P/P 144A 05.7500 05/15/2025 | 0.01% |
| POU CHEN SEDOL 6696157 | 0.01% |
| REPUBLIC OF VENEZUELA REGS 08.2500 10/13/2024 | 0.01% |
| ROYAL CARIBBEAN P/P 144A 09.1250 06/15/2023 | 0.01% |
| SM ENERGY CO 06.6250 01/15/2027 | 0.01% |
| SM ENERGY CO 06.7500 09/15/2026 | 0.01% |
| TARGA RES PRTNRS P/P 144A 05.5000 03/01/2030 | 0.01% |
| TECO ELECTRIC & MACHINERY SEDOL 6879851 | 0.01% |
| TITAN ACQ LTD P/P 144A 07.7500 04/15/2026 | 0.01% |
| TRANSDIGM INC 06.5000 05/15/2025 | 0.01% |
| TRONOX FINANCE PLC P/P 144A 05.7500 10/01/2025 | 0.01% |
| TRONOX INC P/P 144A 06.5000 05/01/2025 | 0.01% |
| VALVOLINE INC P/P 144A 04.3750 08/15/2025 | 0.01% |
| WYNN RESORTS FIN LLC P/P 144A 07.7500 04/15/2025 | 0.01% |
| ZAYO GROUP HLDG INC P/P 144A 04.0000 03/01/2027 | 0.01% |
| BANK OF CHINA LTD-H SEDOL B154564 | 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.9 2058-09-17 500.0 09/17/2058 CG | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 ML | 0.00% |
| GBP/USD 09/16/2020 SSBT | 0.00% |
| KOSSAN RUBBER INDUSTRIES SEDOL B0DD1H9 | 0.00% |
| PLDT INC SEDOL BDGN274 | 0.00% |
| SAP SE SEDOL 4846288 | 0.00% |
| US BANCORP 02.6250 01/24/2022 | 0.00% |
| 0.40 R ISWP FWD US0003M P 06/17/2022 | 0.00% |
| AUD/USD 07/15/2020 BANKAM | 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% |
| COMMUNITY HEALTHCARE TRUST I SEDOL BXC87C3 | 0.00% |
| JPY/USD 08/19/2020 HSBCB | 0.00% |
| JPY/USD 08/19/2020 RBSF | 0.00% |
| NZD/USD 07/15/2020 RBSF | 0.00% |
| NZD/USD 07/15/2020 WPAC | 0.00% |
| OASIS PETROLEUM INC P/P 144A 06.2500 05/01/2026 | 0.00% |
| QUALITAS CONTROLADORA SAB CV SEDOL BYMXF65 | 0.00% |
| REPUBLIC OF VENEZUELA REGS 09.0000 05/07/2023 | 0.00% |
| RUB/USD 09/16/2020 GSFX | 0.00% |
| TRANSOCEAN INC 07.5000 04/15/2031 | 0.00% |
| WESTPORTS HOLDINGS BHD SEDOL BDFM1K8 | 0.00% |
| YDUQS PARTICIPACOES SA SEDOL BJGV3C2 | 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% |
| CHATHAM LODGING TRUST SEDOL B5LYMC1 | 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% |
| EUR/USD 09/16/2020 RBSF | 0.00% |
| EUR/USD CALL 1.1665 20200914 BANKAM | 0.00% |
| EUR/USD CALL 1.1665 20200914 BCAP-FX | 0.00% |
| HLA CORP LTD 144A/REGS WARRANT | 0.00% |
| INCEPTION MRGR/RACK P/P 144A 08.6250 11/15/2024 | 0.00% |
| JPY/USD 08/19/2020 BANKAM | 0.00% |
| MANILA ELECTRIC COMPANY SEDOL B247XZ6 | 0.00% |
| PETROLEOS DE VEN P/P 144A 06.0000 11/15/2026 | 0.00% |
| PROLOGIS LP 02.1250 04/15/2027 | 0.00% |
| ROYAL BANK OF CANADA USD 02.8000 04/29/2022 | 0.00% |
| CAD/USD 07/15/2020 JPMCB | 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-.10 2059-11-17 300.0 11/17/2059 CG | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.00% |
| GBP/USD 09/16/2020 UBS | 0.00% |
| NZD/USD 07/15/2020 TDBK | 0.00% |
| OASIS PETROLEUM INC 06.8750 03/15/2022 | 0.00% |
| OASIS PETROLEUM INC CV 02.6250 09/15/2023 | 0.00% |
| RUENTEX DEVELOPMENT CO LTD SEDOL 6748423 | 0.00% |
| TRANSMISSORA ALIANCA DE-UNIT SEDOL B1G8KX7 | 0.00% |
| ADVANZ PHARMA CORP LTD SEDOL BG0RYR7 | 0.00% |
| CAD/USD 07/15/2020 RBSF | 0.00% |
| CHS/COMMUNITY HEALT P/P 144A 08.1250 06/30/2024 | 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 CG | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 JP | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 JP | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 JP | 0.00% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 CG | 0.00% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 CG | 0.00% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 CG | 0.00% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 CG | 0.00% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 CG | 0.00% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 JP | 0.00% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 JP | 0.00% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 JP | 0.00% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 JP | 0.00% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 MS | 0.00% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 MS | 0.00% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 MS | 0.00% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 MS | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 GS | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 JP | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 MS | 0.00% |
| CMB CMBX.NA.BBB-.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 08/19/2020 HSBCB | 0.00% |
| GBP/USD 09/16/2020 CSI-FX | 0.00% |
| GBP/USD 09/16/2020 WPAC | 0.00% |
| INR/USD 08/19/2020 HSBCB | 0.00% |
| JPY/USD 08/19/2020 BCAP-FX | 0.00% |
| JPY/USD 08/19/2020 CITI | 0.00% |
| JPY/USD 08/19/2020 SSBT | 0.00% |
| NOK/USD 09/16/2020 GSFX | 0.00% |
| SEK/USD 09/16/2020 UBS | 0.00% |
| AUD/USD 07/15/2020 GSFX | 0.00% |
| AUD/USD PUT 0.62 20200715 GSFX | 0.00% |
| CALIFORNIA RESOURCES P/P 144A 08.0000 12/15/2022 | 0.00% |
| CHF/USD 09/16/2020 GSFX | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 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 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% |
| CMB CMBX.NA.BBB-.9 2058-09-17 300.0 09/17/2058 MS | 0.00% |
| DKK/USD 09/16/2020 CITI | 0.00% |
| EUR/USD 09/16/2020 CITI | 0.00% |
| EUR/USD 09/16/2020 CSI-FX | 0.00% |
| EUR/USD 09/16/2020 GSFX | 0.00% |
| EUR/USD 09/16/2020 TDBK | 0.00% |
| EUR/USD 09/16/2020 WPAC | 0.00% |
| GBP/USD 09/16/2020 TDBK | 0.00% |
| GLOW ENERGY PCL - FOREIGN SEDOL B074GX9 | 0.00% |
| HKD/USD 08/19/2020 BANKAM | 0.00% |
| HKD/USD 08/19/2020 BCAP-FX | 0.00% |
| HKD/USD 08/19/2020 HSBCB | 0.00% |
| HKD/USD 08/19/2020 TDBK | 0.00% |
| HKD/USD 08/19/2020 UBS | 0.00% |
| ILS/USD 07/15/2020 SSBT | 0.00% |
| NOK/USD 09/16/2020 BANKAM | 0.00% |
| NOK/USD 09/16/2020 CITI | 0.00% |
| NOK/USD 09/16/2020 HSBCB | 0.00% |
| NOK/USD 09/16/2020 JPMCB | 0.00% |
| NZD/USD 07/15/2020 CSI-FX | 0.00% |
| PLN/USD 09/16/2020 BCAP-FX | 0.00% |
| SEK/USD 09/16/2020 CITI | 0.00% |
| SEK/USD 09/16/2020 GSFX | 0.00% |
| SEK/USD 09/16/2020 JPMCB | 0.00% |
| SEK/USD 09/16/2020 SSBT | 0.00% |
| TERVITA CORP SEDOL BD1DCC4 | 0.00% |
| 0.6425 R ISWP US0003M P 05/14/2030 | -0.00% |
| CAD/USD 07/15/2020 CITI | -0.00% |
| CAD/USD 07/15/2020 HSBCB | -0.00% |
| CAD/USD 07/15/2020 UBS | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 MS | -0.00% |
| CMB CMBX.NA.A.7 2047-01-17 200.0 01/17/2047 CS | -0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | -0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 CG | -0.00% |
| EUR/GBP CALL 0.94 20200803 UBS | -0.00% |
| EUR/USD 09/16/2020 BCAP-FX | -0.00% |
| EUR/USD 09/16/2020 SSBT | -0.00% |
| EUR/USD CALL 1.19 20200914 BANKAM | -0.00% |
| EUR/USD CALL 1.19 20200914 BCAP-FX | -0.00% |
| GBP/USD 09/16/2020 BCAP-FX | -0.00% |
| GBP/USD 09/16/2020 GSFX | -0.00% |
| GBP/USD 09/16/2020 HSBCB | -0.00% |
| GBP/USD 09/16/2020 RBSF | -0.00% |
| HKD/USD 08/19/2020 SSBT | -0.00% |
| JPY/USD 08/19/2020 WPAC | -0.00% |
| NZD/USD 07/15/2020 HSBCB | -0.00% |
| NZD/USD 07/15/2020 JPMCB | -0.00% |
| SEK/USD 09/16/2020 BCAP-FX | -0.00% |
| TWD/USD 08/19/2020 BANKAM | -0.00% |
| AUD/USD 07/15/2020 CSI-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 GS | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 ML | -0.00% |
| EUR/USD 09/16/2020 BANKAM | -0.00% |
| EUR/USD 09/16/2020 UBS | -0.00% |
| JPY/USD 08/19/2020 UBS | -0.00% |
| NOK/USD 09/16/2020 SSBT | -0.00% |
| NOK/USD 09/16/2020 UBS | -0.00% |
| 0.90 R ISWP FWD US0003M P 06/17/2050 | -0.00% |
| AUD/USD 07/15/2020 JPMCB | -0.00% |
| CAD/USD 07/15/2020 CSI-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 GS | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 MS | -0.00% |
| CMB CMBX.NA.A.7 2047-01-17 200.0 01/17/2047 CS | -0.00% |
| CMB CMBX.NA.A.7 2047-01-17 200.0 01/17/2047 CS | -0.00% |
| GBP/USD 09/16/2020 CITI | -0.00% |
| CAD/USD 07/15/2020 TDBK | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 MS | -0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| EUR/CHF CALL 1.12 20201209 CSI-FX | -0.00% |
| EUR/USD 09/16/2020 HSBCB | -0.00% |
| EUR/USD CALL 1.20 20201118 BANKAM | -0.00% |
| EUR/USD CALL 1.20 20201118 GSFX | -0.00% |
| USD/JPY PUT 100.00 20201124 BANKAM | -0.00% |
| USD/JPY PUT 100.00 20201124 GSFX | -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% |
| 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.BB.6 2063-05-11 500.0 05/11/2063 JP | -0.01% |
| GBP/USD 09/16/2020 JPMCB | -0.01% |
| SGD/USD 08/19/2020 JPMCB | -0.01% |
| CAD/USD 07/15/2020 BANKAM | -0.01% |
| CHF/USD 09/16/2020 JPMCB | -0.01% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 MS | -0.01% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 MS | -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% |
| NOK/USD 09/16/2020 BCAP-FX | -0.01% |
| NZD/USD 07/15/2020 CITI | -0.01% |
| AUD/USD 07/15/2020 CITI | -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% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.01% |
| AUD/USD 07/15/2020 SSBT | -0.01% |
| 0.89632 R ISWP US0003M P 06/10/2030 | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% |
| NZD/USD 07/15/2020 GSFX | -0.01% |
| AUD/USD 07/15/2020 UBS | -0.02% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CG | -0.02% |
| CPURNSA R 1.675 P 03/06/30 | -0.02% |
| CAD/USD 07/15/2020 SSBT | -0.02% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 CG | -0.02% |
| JPY/USD 08/19/2020 JPMCB | -0.03% |
| CPURNSA R 1.765 P 10/01/29 | -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% |
| CDX CDX.EM.33 100.0 06/20/2025 | -0.04% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.04% |
| CDX CDX.NA.HY.34 500.0 06/20/2025 | -0.04% |
| 0.65 R ISWP FWD US0003M P 06/17/2025 | -0.04% |
| CPURNSA R 1.79 P 09/09/29 | -0.05% |
| CPURNSA R 2.308 P 12/05/26 | -0.06% |
| CPURNSA R 1.858 P 04/07/26 | -0.06% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 JP | -0.08% |
| CPURNSA R 1.92 P 08/07/25 | -0.09% |
| CPURNSA R 2.138 P 03/07/29 | -0.10% |
| CPURNSA R 1.875 P 07/08/29 | -0.13% |
| CPURNSA R 2.099 P 02/07/29 | -0.13% |
| CPURNSA R 2.1438 P 11/07/27 | -0.13% |
| CPURNSA R 2.3075 P 04/06/28 | -0.17% |
| IOS.FN30.400.10 P USL1M R 01/12/41 JP | -0.20% |
| CPURNSA R 2.3875 P 07/09/28 | -0.23% |
| CPURNSA R 2.76 P 01/09/23 | -0.56% |
| MSCI EAFE SEP20 MFSU0 | -0.56% |
| CPURNSA R 2.356 P 07/02/28 | -0.78% |
| US 2YR NOTE (CBT) SEP20 TUU0 | -3.89% |
| RU10INTR P US0003M R 06/10/21 CI | -4.48% |
| US 10YR ULTRA FUT SEP20 UXYU0 | -5.55% |
| S&P500 EMINI FUT SEP20 ESU0 | -6.03% |
| RU10INTR P US0003M R 06/20/23 BA | -13.56% |
| MLFCF15 R US0003M P 06/20/23 BA | 13.83% |
|---|---|
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| ROYAL DUTCH SHELL PLC-B SHS SEDOL B03MM40 | 0.16% |
| CWALT 2006-OA7 1A2 02.6305 06/25/2046 | 0.16% |
| CAS 2016-C02 1M2 06.1683 09/25/2028 | 0.16% |
| EXXON MOBIL CORPORATION 02.2220 03/01/2021 | 0.16% |
| TAIWAN SEMICONDUCTOR-SP ADR SEDOL 2113382 | 0.16% |
| DUKE REALTY CORP SEDOL 2284084 | 0.15% |
| ISHARES MSCI EAFE ETF SEDOL 2801290 | 0.15% |
| MICROSOFT CORP 03.7000 08/08/2046 | 0.15% |
| SIRIUS XM RADIO INC P/P 144A 05.0000 08/01/2027 | 0.15% |
| TOTAL CAPITAL INTL SA USD 02.7500 06/19/2021 | 0.15% |
| SPY 20210416 P 225.00BANKAM | 0.15% |
| LOEWS CORP SEDOL 2523022 | 0.15% |
| VERIZON COMM 04.3290 09/21/2028 | 0.15% |
| DELTA AIR LINES INC SEDOL B1W9D46 | 0.15% |
| CHEMED CORP SEDOL 2190084 | 0.15% |
| CSC HOLDINGS LLC 05.2500 06/01/2024 | 0.15% |
| SONY CORP SEDOL 6821506 | 0.15% |
| AMDOCS LTD SEDOL 2256908 | 0.14% |
| DOMINICAN REPUBLIC REGS 05.9500 01/25/2027 | 0.14% |
| EQUITY LIFESTYLE PROPERTIES SEDOL 2563125 | 0.14% |
| GENPACT LTD SEDOL B23DBK6 | 0.14% |
| NEW YORK LIFE INS P/P 144A 01.1000 05/05/2023 | 0.14% |
| ALLIANZ SE-REG SEDOL 5231485 | 0.14% |
| AVALONBAY COMMUNITIES INC SEDOL 2131179 | 0.14% |
| LAMB WESTON HOLDINGS P/P 144A 04.8750 11/01/2026 | 0.14% |
| ENEL SPA SEDOL 7144569 | 0.14% |
| GOLDMAN SACHS GROUP INC 02.6000 12/27/2020 | 0.14% |
| LEVEL 3 FIN INC P/P 144A 04.6250 09/15/2027 | 0.14% |
| AMERICAN HOME 4 RENT SEDOL BCF5RR9 | 0.14% |
| DEUTSCHE TELEKOM AG-REG SEDOL 5842359 | 0.14% |
| L OREAL SEDOL 4057808 | 0.14% |
| CSC HOLDINGS LLC 06.7500 11/15/2021 | 0.13% |
| VIDEOTRON LTD / LTEE P/P 144A 05.1250 04/15/2027 | 0.13% |
| PUBLIC STORAGE SEDOL 2852533 | 0.13% |
| HEICO CORP SEDOL 2419217 | 0.13% |
| DEUTSCHE POST AG-REG SEDOL 4617859 | 0.13% |
| KLA CORP SEDOL 2480138 | 0.13% |
| HERMES INTERNATIONAL SEDOL 5253973 | 0.13% |
| IVORY COAST REGS 05.2500 03/22/2030 | 0.13% |
| CHEVRON CORP | 0.12% |
| PAYCHEX INC SEDOL 2674458 | 0.12% |
| SANDVIK AB SEDOL B1VQ252 | 0.12% |
| SPRINT CORP 07.8750 09/15/2023 | 0.12% |
| UNITED MEXICAN STATES USD 05.5500 01/21/2045 | 0.12% |
| STANDARD IND INC P/P 144A 05.0000 02/15/2027 | 0.12% |
| ABBVIE INC P/P 144A 03.2000 11/21/2029 | 0.12% |
| DBUBS 2011-LC3A D P/P 144A 05.3347 08/10/2044 | 0.12% |
| MORGAN STANLEY 03.6250 01/20/2027 | 0.12% |
| NEWMARKET CORP SEDOL B01CGF1 | 0.12% |
| CIT GROUP INC. 05.2500 03/07/2025 | 0.12% |
| CSMC 2016-NXSR C 04.3586 12/15/2049 | 0.12% |
| GOLDMAN SACHS GROUP INC 03.8500 01/26/2027 | 0.12% |
| RIO TINTO PLC SEDOL 0718875 | 0.12% |
| JPMBB 2014-C22 C 04.5540 09/15/2047 | 0.12% |
| KDDI CORP SEDOL 6248990 | 0.12% |
| SUMITOMO MITSUI FINANCIAL GR SEDOL 6563024 | 0.12% |
| AXALTA COATING SYSTEMS LTD SEDOL BSFWCF5 | 0.12% |
| INTERPUBLIC GROUP COS 04.6500 10/01/2028 | 0.12% |
| ASTELLAS PHARMA INC SEDOL 6985383 | 0.12% |
| ESSEX PROPERTY TRUST INC SEDOL 2316619 | 0.12% |
| INDUSTRIA DE DISENO TEXTIL SEDOL BP9DL90 | 0.12% |
| JPMBB 2014-C22 XA IO 00.8338 09/15/2047 | 0.11% |
| KERING SEDOL 5505072 | 0.11% |
| WOLTERS KLUWER SEDOL 5671519 | 0.11% |
| ANGLO AMER PLC SEDOL B1XZS82 | 0.11% |
| DAIKIN INDUSTRIES LTD SEDOL 6250724 | 0.11% |
| NOVELIS CORP P/P 144A 05.8750 09/30/2026 | 0.11% |
| PARTNERS GROUP HOLDING AG SEDOL B119QG0 | 0.11% |
| FERGUSON PLC SEDOL BJVNSS4 | 0.11% |
| ITOCHU CORP SEDOL 6467803 | 0.11% |
| SPST 2020-2 A 00.9983 03/26/2021 | 0.11% |
| CISCO SYSTEMS INC 02.2000 02/28/2021 | 0.11% |
| EXTRA SPACE STORAGE INC SEDOL B02HWR9 | 0.11% |
| INTL FLAVOR & FRAGRANCES 03.4000 09/25/2020 | 0.11% |
| NEW RESIDENTIAL INVESTMENT SEDOL BRJ9GW0 | 0.11% |
| GILEAD SCIENCES INC SEDOL 2369174 | 0.11% |
| HOYA CORP SEDOL 6441506 | 0.11% |
| PING AN INSURANCE GROUP CO-H SEDOL B01FLR7 | 0.11% |
| ALLISON TRANSMISSION HOLDING SEDOL B4PZ892 | 0.11% |
| ESSITY AKTIEBOLAG-B SEDOL BF1K7P7 | 0.11% |
| MICROSOFT CORP 01.5500 08/08/2021 | 0.11% |
| MSC 2012-C4 C P/P 144A 05.4190 03/15/2045 | 0.11% |
| RELIANCE STEEL & ALUMINUM SEDOL 2729068 | 0.11% |
| SPST 2019-7 A 00.8683 09/24/2020 | 0.11% |
| SHIONOGI & CO LTD SEDOL 6804682 | 0.10% |
| T-MOBILE USA INC P/P 144A 03.7500 04/15/2027 | 0.10% |
| BNP PARIBAS SEDOL 7309681 | 0.10% |
| NINTENDO CO LTD SEDOL 6639550 | 0.10% |
| TPAT 2018-SL1 A P/P 144A 00.7683 01/25/2046 | 0.10% |
| HITACHI LTD SEDOL 6429104 | 0.10% |
| ENERGY TRANSFER OPERATNG 06.6250 02/15/2028 | 0.10% |
| ERAC USA FINANCE LLC P/P 144A 07.0000 10/15/2037 | 0.10% |
| T-MOBILE USA INC 04.7500 02/01/2028 | 0.10% |
| WESFARMERS LTD SEDOL 6948836 | 0.10% |
| MITSUBISHI UFJ FIN GRP USD 03.5350 07/26/2021 | 0.10% |
| SPST 2019-11 A 00.9183 10/24/2020 | 0.10% |
| AT&T INC. 03.8000 02/15/2027 | 0.10% |
| KONINKLIJKE AHOLD DELHAIZE N SEDOL BD0Q398 | 0.10% |
| MSRR 2015-R4 CB1 01.3124 08/26/2047 | 0.10% |
| UNITEDHEALTH GROUP INC 03.8500 06/15/2028 | 0.10% |
| STARWOOD PROPERTY TRUST INC SEDOL B3PQ520 | 0.10% |
| UDR INC SEDOL 2727910 | 0.10% |
| HILTON WORLDWIDE FIN LLC 04.8750 04/01/2027 | 0.10% |
| DISH DBS CORP 05.8750 11/15/2024 | 0.09% |
| FNMA FN40 BF0171 UMBS 04.0000 01/01/2057 | 0.09% |
| MCDONALD'S CORP SEDOL 2550707 | 0.09% |
| CARLSBERG AS-B SEDOL 4169219 | 0.09% |
| LEGAL & GENERAL GROUP PLC SEDOL 0560399 | 0.09% |
| OCCIDENTAL PETROLEUM CORP SEDOL 2655408 | 0.09% |
| WAMU 2005-AR12 1A8 03.8612 10/25/2035 | 0.09% |
| ACCENTURE PLC-CL A SEDOL B4BNMY3 | 0.09% |
| AMAZON.COM INC 03.3000 12/05/2021 | 0.09% |
| FIRSTENERGY TRANSMIS P/P 144A 05.4500 07/15/2044 | 0.09% |
| INFOSYS LTD SEDOL 6205122 | 0.09% |
| NAVISTAR INTL TLB L+350 03.6800 11/06/2024 | 0.09% |
| ORACLE CORP 02.6500 07/15/2026 | 0.09% |
| CHENIERE CORP CHRIST 05.1250 06/30/2027 | 0.09% |
| COVESTRO AG SEDOL BYTBWY9 | 0.09% |
| SHIN-ETSU CHEMICAL CO LTD SEDOL 6804585 | 0.09% |
| US FOODS HOLDING CORP SEDOL BYVFC94 | 0.09% |
| AMERICOLD REALTY TRUST SEDOL B3SKZK7 | 0.09% |
| COMCAST CORP 06.5000 11/15/2035 | 0.09% |
| MID-AMERICA APARTMENT COMM SEDOL 2589132 | 0.09% |
| HESS MIDSTREAM P P/P 144A 05.6250 02/15/2026 | 0.09% |
| PULTEGROUP INC. 07.8750 06/15/2032 | 0.09% |
| SALESFORCE.COM INC 03.7000 04/11/2028 | 0.08% |
| TENET HEALTHCARE P/P 144A 04.8750 01/01/2026 | 0.08% |
| VERTIV TLB L+300 04.6550 03/02/2027 | 0.08% |
| APPLE INC 03.8500 05/04/2043 | 0.08% |
| BAUSCH HLTH COS INC P/P 144A 06.1250 04/15/2025 | 0.08% |
| BRAND ENERGY TL L+425 05.4549 06/21/2024 | 0.08% |
| HCA INC. 05.3750 09/01/2026 | 0.08% |
| PETROLEOS MEXICANOS P/P 144A 05.9500 01/28/2031 | 0.08% |
| ZIMMER BIOMET HOLDINGS INC SEDOL 2783815 | 0.08% |
| SAIL 2004-10 A10 01.0683 11/25/2034 | 0.08% |
| SKANDINAVISKA ENSKILDA BAN-A SEDOL 4813345 | 0.08% |
| THERMO FISHER SCIENTIFIC INC SEDOL 2886907 | 0.08% |
| SINO BIOPHARMACEUTICAL SEDOL B00XSF9 | 0.08% |
| TEMPO ACQ LLC/FI P/P 144A 06.7500 06/01/2025 | 0.08% |
| WH GROUP LTD SEDOL BLLHKZ1 | 0.08% |
| ANHUI CONCH CEMENT CO LTD-H SEDOL 6080396 | 0.08% |
| NRG ENERGY INC P/P 144A 04.4500 06/15/2029 | 0.08% |
| CHS/COMMUNITY HEALTH SYS 06.2500 03/31/2023 | 0.08% |
| HOST HOTELS & RESORTS INC SEDOL 2567503 | 0.08% |
| AVIVA PLC SEDOL 0216238 | 0.08% |
| EQUITY COMMONWEALTH SEDOL BPH3N63 | 0.08% |
| LPL HOLDINGS INC P/P 144A 05.7500 09/15/2025 | 0.08% |
| STEVENS HLDG CO INC P/P 144A 06.1250 10/01/2026 | 0.08% |
| BANCO BILBAO VIZCAYA ARGENTA SEDOL 5501906 | 0.08% |
| EASTERLY GOVERNMENT PROPERTI SEDOL BVSS693 | 0.08% |
| SPRINT CAPITAL CORPORATION 06.8750 11/15/2028 | 0.08% |
| AMER TRANS SYST P/P 144A 05.0000 09/01/2044 | 0.08% |
| AT&T INC 04.1000 02/15/2028 | 0.08% |
| HEALTHCARE REALTY TRUST INC SEDOL 2417921 | 0.08% |
| LIFE STORAGE INC SEDOL BDCSFJ6 | 0.08% |
| SPST 2019-3 A 00.8683 06/24/2020 | 0.08% |
| DEUTSCHE BOERSE AG SEDOL 7021963 | 0.08% |
| VOLKSWAGEN AG PFD SEDOL 5497168 | 0.08% |
| CRC ESCROW ISSUER LL P/P 144A 05.2500 10/15/2025 | 0.07% |
| ORIX CORP SEDOL 6661144 | 0.07% |
| SHENZHEN MINDRAY BIO-MEDICAL ELEC CO LTD 144A/REGS | 0.07% |
| SIMON PROPERTY GROUP INC SEDOL 2812452 | 0.07% |
| BRITISH AMERICAN TOBACCO PLC SEDOL 0287580 | 0.07% |
| KWEICHOW MOUTAI CO LTD-A 144A/REGS WARRANT 08/07/2020 | 0.07% |
| PHYSICIANS REALTY TRUST SEDOL BC9S149 | 0.07% |
| AMAZON.COM INC 03.1500 08/22/2027 | 0.07% |
| FAIRFAX FINL HLDGS USD 04.8500 04/17/2028 | 0.07% |
| HCA INC 05.2500 06/15/2026 | 0.07% |
| NIPPON TELEGRAPH & TELEPHONE SEDOL 6641373 | 0.07% |
| USI INC/NY P/P 144A 06.8750 05/01/2025 | 0.07% |
| VERTEX PHARMACEUTICALS INC SEDOL 2931034 | 0.07% |
| BOISE CASCADE CO P/P 144A 05.6250 09/01/2024 | 0.07% |
| DXC TECHNOLOGY CO SEDOL BYXD7B3 | 0.07% |
| ECOLAB INC 02.7000 11/01/2026 | 0.07% |
| MMC NORILSK NICKEL PJSC-ADR SEDOL BYSW6D0 | 0.07% |
| PEUGEOT SA SEDOL 7103526 | 0.07% |
| TRANSDIGM INC. P/P 144A 06.2500 03/15/2026 | 0.07% |
| BMC EAST LLC P/P 144A 05.5000 10/01/2024 | 0.07% |
| BRIGHT HORIZONS FAMILY SOLUT SEDOL B7MJWP2 | 0.07% |
| CK ASSET HOLDINGS LTD SEDOL BYZQ077 | 0.07% |
| WOOLWORTHS GROUP LTD SEDOL 6981239 | 0.07% |
| CITIGROUP INC 02.6500 10/26/2020 | 0.07% |
| NOVARTIS CAPITAL CORP 04.0000 11/20/2045 | 0.07% |
| SPY 20210319 P 195.00JPMCB | 0.07% |
| AMGEN INC 02.6000 08/19/2026 | 0.07% |
| CENTENE CORP 04.6250 12/15/2029 | 0.07% |
| CHARTER COMM OPT LLC 06.4840 10/23/2045 | 0.07% |
| ONCOR ELECTRIC DELIV 03.7500 04/01/2045 | 0.07% |
| CRH PLC SEDOL 4182249 | 0.07% |
| GLAXOSMITHKLINE PLC SEDOL 0925288 | 0.07% |
| NRG P/P 144A 03.7500 06/15/2024 | 0.07% |
| ORACLE CORP 02.5000 05/15/2022 | 0.07% |
| SS&C TECH INC P/P 144A 05.5000 09/30/2027 | 0.07% |
| SWISS RE TREAS P/P 144A 04.2500 12/06/2042 | 0.07% |
| WFRBS 2013-UBS1 AS 04.3060 03/15/2046 | 0.07% |
| BANK OF AMERICA CORP 06.1000 12/29/2049 | 0.07% |
| BROADRIDGE FINANCIAL SOLUTIO SEDOL B1VP7R6 | 0.07% |
| CF INDUSTRIES INC P/P 144A 04.5000 12/01/2026 | 0.07% |
| HYUNDAI MOBIS CO LTD SEDOL 6449544 | 0.07% |
| TENET HEALTHCARE CORPORATION 08.1250 04/01/2022 | 0.07% |
| WELLS FARGO & COMPANY 02.6000 07/22/2020 | 0.07% |
| 1011778 BC / NEW RED P/P 144A 05.0000 10/15/2025 | 0.06% |
| APPLE INC 02.8500 05/06/2021 | 0.06% |
| BROADCOM CRP / CAYM 03.5000 01/15/2028 | 0.06% |
| CORPORATE OFFICE PROPERTIES SEDOL 2756152 | 0.06% |
| DIVERSIFIED HEALTHCARE T 09.7500 06/15/2025 | 0.06% |
| FAURECIA SEDOL 4400446 | 0.06% |
| HONEYWELL INTL 03.8120 11/21/2047 | 0.06% |
| HP INC SEDOL BYX4D52 | 0.06% |
| SANY HEAVY INDUSTRY CO LTD 144A REGS WARRANT 12/21/2020 | 0.06% |
| AURIZON HOLDINGS LTD SEDOL B87CVM3 | 0.06% |
| BERRY GLOBAL INC 05.1250 07/15/2023 | 0.06% |
| BHP GROUP PLC SEDOL BH0P3Z9 | 0.06% |
| BOSTON PROPERTIES INC SEDOL 2019479 | 0.06% |
| COMPASS GROUP PLC SEDOL BD6K457 | 0.06% |
| DIGITAL REALTY TRUST LP 04.4500 07/15/2028 | 0.06% |
| ENTERPRISE PRODUCTS OPER 04.2500 02/15/2048 | 0.06% |
| MEREDITH CORP 06.8750 02/01/2026 | 0.06% |
| NEXON CO LTD SEDOL B63QM77 | 0.06% |
| SHANGHAI PUDONG DEV BANK 144A/REGS WARRANT | 0.06% |
| AGREE REALTY CORP SEDOL 2062161 | 0.06% |
| AMERICAN FINANCIAL GROUP INC SEDOL 2134532 | 0.06% |
| GCP APPLIED TECH P/P 144A 05.5000 04/15/2026 | 0.06% |
| GREE ELECTRIC 144A/REGS WARRANT 8/24/2020 | 0.06% |
| KIA MOTORS CORP SEDOL 6490928 | 0.06% |
| MORGAN STANLEY 04.3750 01/22/2047 | 0.06% |
| RBS GLOBAL/REXNO P/P 144A 04.8750 12/15/2025 | 0.06% |
| TATA CONSULTANCY SVS LTD SEDOL B01NPJ1 | 0.06% |
| TOSHIBA CORP SEDOL 6897217 | 0.06% |
| AMERICAN TOWER CORPORATION 02.7500 01/15/2027 | 0.06% |
| BANK OF SHANGHAI 144A/REGS WARRANT 12/02/2020 | 0.06% |
| BAUSCH HLTH AMERICAS P/P 144A 08.5000 01/31/2027 | 0.06% |
| CREDIT AGRICOLE SA SEDOL 7262610 | 0.06% |
| E.ON SE SEDOL 4942904 | 0.06% |
| ENDEAVOR ENERGY P/P 144A 05.7500 01/30/2028 | 0.06% |
| GOLDMAN SACHS GROUP INC 05.7500 01/24/2022 | 0.06% |
| INGERSOLL-RAND INC SEDOL BL5GZ82 | 0.06% |
| PETROBRAS GLOBAL FINANCE USD 07.3750 01/17/2027 | 0.06% |
| AMERICAN CAMPUS COMMUNITIES SEDOL B02H871 | 0.06% |
| ASSOCIATED BRITISH FOODS PLC SEDOL 0673123 | 0.06% |
| BANK OF MONTREAL USD 03.1000 04/13/2021 | 0.06% |
| ECOLAB INC 04.3500 12/08/2021 | 0.06% |
| GNR 2013-99 AS IO 05.8793 06/20/2043 | 0.06% |
| MICROCHIP TECH INC 04.3330 06/01/2023 | 0.06% |
| REFINITIV US HLDG P/P 144A 06.2500 05/15/2026 | 0.06% |
| VEREIT INC SEDOL BYVVTJ1 | 0.06% |
| ADVANCED INFO SERVICE-FOR RG SEDOL 6412591 | 0.06% |
| BRISTOL-MYERS P/P 144A 03.2500 08/15/2022 | 0.06% |
| CARRIAGE SVCS INC P/P 144A 06.6250 06/01/2026 | 0.06% |
| CF INDUSTRIES INC 04.9500 06/01/2043 | 0.06% |
| COMM 2014-LC15 XA IO 01.0933 04/10/2047 | 0.06% |
| GFL ENVIRONMENTAL P/P 144A 07.0000 06/01/2026 | 0.06% |
| SMURFIT KAPPA TREASURY USD 07.5000 11/20/2025 | 0.06% |
| AT&T INC SEDOL 2831811 | 0.06% |
| CVS HEALTH CORP 03.7000 03/09/2023 | 0.06% |
| GOLDMAN SACHS GROUP INC 02.6000 02/07/2030 | 0.06% |
| GOODMAN GROUP SEDOL B03FYZ4 | 0.06% |
| HUB INTL LTD P/P 144A 07.0000 05/01/2026 | 0.06% |
| IND & COMM BK OF CHINA-H SEDOL B1G1QD8 | 0.06% |
| TENET HEALTHCARE COR P/P 144A 05.1250 11/01/2027 | 0.06% |
| BIG RVR STL/FIN P/P 144A 07.2500 09/01/2025 | 0.06% |
| CITIGROUP INC 03.6680 07/24/2028 | 0.06% |
| IHEARTCOMMUNICATIONS INC 08.3750 05/01/2027 | 0.06% |
| NATIONAL RETAIL PROPERTIES SEDOL 2211811 | 0.06% |
| PETROBRAS GLOBAL FIN USD 05.9990 01/27/2028 | 0.06% |
| REINSURANCE GROUP OF AMERICA SEDOL 2731193 | 0.06% |
| STMICROELECTRONICS NV SEDOL 5962332 | 0.06% |
| TREASURY BILL 00.0000 09/03/2020 | 0.06% |
| 3I GROUP PLC SEDOL B1YW440 | 0.06% |
| AENA SME SA SEDOL BVRZ8L1 | 0.06% |
| ASCEND LEARNING LLC P/P 144A 06.8750 08/01/2025 | 0.06% |
| CAS 2016-C04 1M2 04.4183 01/25/2029 | 0.06% |
| KINDER MORGAN INC 03.1500 01/15/2023 | 0.06% |
| MGIC INVESTMENT CORP SEDOL 2548616 | 0.06% |
| NOMURA RESEARCH INSTITUTE LT SEDOL 6390921 | 0.06% |
| WASTE PRO USA INC P/P 144A 05.5000 02/15/2026 | 0.06% |
| AMGEN INC 04.6630 06/15/2051 | 0.06% |
| BANK OF AMERICA CORP 03.2480 10/21/2027 | 0.06% |
| BRAMBLES LTD SEDOL B1FJ0C0 | 0.06% |
| CENTERPOINT ENERGY INC SEDOL 2440637 | 0.06% |
| HUSKY TLB L+300 04.4501 03/28/2025 | 0.06% |
| LEGRAND SA SEDOL B11ZRK9 | 0.06% |
| STAPLES INC P/P 144A 07.5000 04/15/2026 | 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% |
| GLENCORE FUNDING LLC P/P 144A 04.0000 04/16/2025 | 0.06% |
| JPMORGAN CHASE & CO 01.3924 05/15/2047 | 0.06% |
| OTSUKA CORP SEDOL 6267058 | 0.06% |
| REPUBLIC OF PERU USD 02.3920 01/23/2026 | 0.06% |
| SHELL INTERNATIONAL FIN USD 02.8750 05/10/2026 | 0.06% |
| SILGAN HOLDINGS INC SEDOL 2809324 | 0.06% |
| TERRIER MEDIA BU P/P 144A 08.8750 12/15/2027 | 0.06% |
| ACS ACTIVIDADES SEDOL B01FLQ6 | 0.05% |
| BB SEGURIDADE PARTICIPACOES SEDOL B9N3SQ0 | 0.05% |
| BMW US CAPITAL LLC P/P 144A 02.0000 04/11/2021 | 0.05% |
| CHINA MOBILE LTD SEDOL 6073556 | 0.05% |
| FAIRFAX US INC P/P 144A 04.8750 08/13/2024 | 0.05% |
| GRAY TELEVISION INC P/P 144A 07.0000 05/15/2027 | 0.05% |
| GSMS 2014-GC22 XA IO 00.9835 06/10/2047 | 0.05% |
| HINDUSTAN UNILEVER LTD SEDOL 6261674 | 0.05% |
| T-MOBILE USA INC 05.3750 04/15/2027 | 0.05% |
| ARKEMA SEDOL B0Z5YZ2 | 0.05% |
| AT&T INC 04.7500 05/15/2046 | 0.05% |
| CHIMERA INVESTMENT CORP SEDOL BVZCNC0 | 0.05% |
| COMM 2014-UBS6 C 04.4468 12/10/2047 | 0.05% |
| DIGITAL REALTY TRUST INC SEDOL B03GQS4 | 0.05% |
| MEG ENERGY CORP P/P 144A 06.5000 01/15/2025 | 0.05% |
| NATL HEALTH INVESTORS INC SEDOL 2626125 | 0.05% |
| PLANTRONICS INC P/P 144A 05.5000 05/31/2023 | 0.05% |
| SPRINT CORP 07.2500 09/15/2021 | 0.05% |
| BANK OF NOVA SCOTIA USD 02.0000 11/15/2022 | 0.05% |
| GREAT LAKES D&D 08.0000 05/15/2022 | 0.05% |
| ITOCHU TECHNO-SOLUTIONS CORP SEDOL 6200194 | 0.05% |
| LUKOIL PJSC-SPON ADR SEDOL BYZDW27 | 0.05% |
| NEXSTAR ESCROW P/P 144A 05.6250 07/15/2027 | 0.05% |
| STANDARD IND INC P/P 144A 05.3750 11/15/2024 | 0.05% |
| TREASURY BILL 00.0000 06/04/2020 | 0.05% |
| TREASURY BILL 00.0000 07/16/2020 | 0.05% |
| AIR LEASE CORP 04.6250 10/01/2028 | 0.05% |
| APPLE INC 00.7500 05/11/2023 | 0.05% |
| ASML HOLDING NV SEDOL B929F46 | 0.05% |
| COMM 2014-UBS6 XA IO 00.8907 12/10/2047 | 0.05% |
| CONCHO RESOURCES INC 03.7500 10/01/2027 | 0.05% |
| MSBAM 2014-C17 C 04.4984 08/15/2047 | 0.05% |
| NIELSEN CO LUXEM P/P 144A 05.0000 02/01/2025 | 0.05% |
| NIELSEN FIN LLC/CO P/P 144A 05.0000 04/15/2022 | 0.05% |
| OMNICOM GP/OMNICOM CAP 03.6000 04/15/2026 | 0.05% |
| TOKYO ELECTRON LTD SEDOL 6895675 | 0.05% |
| TTM TECHNOLOGIES INC P/P 144A 05.6250 10/01/2025 | 0.05% |
| WATCO COS LLC/FI P/P 144A 06.3750 04/01/2023 | 0.05% |
| YUM CHINA HOLDINGS INC SEDOL BYW4289 | 0.05% |
| ADECCO GROUP AG-REG SEDOL 7110720 | 0.05% |
| ALBERTSONS COS LLC P/P 144A 07.5000 03/15/2026 | 0.05% |
| ASTRAZENECA PLC SEDOL 0989529 | 0.05% |
| BANK LEUMI LE-ISRAEL SEDOL 6076425 | 0.05% |
| CITIGROUP INC 04.6000 03/09/2026 | 0.05% |
| DOW CHEMICAL CO/THE 03.5000 10/01/2024 | 0.05% |
| FORTESCUE METALS GROUP LTD SEDOL B2B2B49 | 0.05% |
| GALAPAGOS NV SEDOL B07Q2V5 | 0.05% |
| RITE AID CORP P/P 144A 06.1250 04/01/2023 | 0.05% |
| ALLISON TRANSMISSION P/P 144A 04.7500 10/01/2027 | 0.05% |
| AMERICAN INTL GROUP 08.1750 05/15/2058 | 0.05% |
| CHAILEASE HOLDING CO LTD SEDOL B58J1S8 | 0.05% |
| KT&G CORP SEDOL 6175076 | 0.05% |
| LIONS GATE CAP HOLD P/P 144A 05.8750 11/01/2024 | 0.05% |
| NETEASE INC-ADR SEDOL 2606440 | 0.05% |
| STARWOOD PROP TR 04.7500 03/15/2025 | 0.05% |
| TARGA RESOURCES PART 05.0000 01/15/2028 | 0.05% |
| WELLTOWER INC SEDOL BYVYHH4 | 0.05% |
| WERNER FINCO LP/INC P/P 144A 08.7500 07/15/2025 | 0.05% |
| AIR LEASE CORP 03.2500 10/01/2029 | 0.05% |
| INTELSAT JACKSON HLD P/P 144A 09.7500 07/15/2025 | 0.05% |
| LTC PROPERTIES INC SEDOL 2498788 | 0.05% |
| NAVISTAR INTL CORP P/P 144A 06.6250 11/01/2025 | 0.05% |
| STORE CAPITAL CORP SEDOL BSKRKJ5 | 0.05% |
| WFCM 2013-LC12 C 04.2762 07/15/2046 | 0.05% |
| AES CORP/THE 05.1250 09/01/2027 | 0.05% |
| ALLEGHENY TECHNOLOGIES INC 07.8750 08/15/2023 | 0.05% |
| CITIGROUP INC 04.5000 01/14/2022 | 0.05% |
| CMLTI 2005-2 1A2A 04.2904 05/25/2035 | 0.05% |
| COMPASS MIN INTL P/P 144A 06.7500 12/01/2027 | 0.05% |
| EIFFAGE SEDOL B13X013 | 0.05% |
| FISERV INC 04.2000 10/01/2028 | 0.05% |
| GEORGIA-PACIFIC LLC P/P 144A 02.1000 04/30/2027 | 0.05% |
| NETFLIX INC 04.8750 04/15/2028 | 0.05% |
| SIX FLAGS ENT P/P 144A 05.5000 04/15/2027 | 0.05% |
| AMERICAN EXPRESS COMPANY 02.6500 12/02/2022 | 0.05% |
| BRIXMOR PROPERTY GROUP INC SEDOL BFTDJL8 | 0.05% |
| DIAMOND SPORTS GR/DI P/P 144A 06.6250 08/15/2027 | 0.05% |
| FIAT CHRYSLER AUTOMOBILES NV SEDOL BRJFWP3 | 0.05% |
| KFC HLD/PIZZA HUT/TA P/P 144A 05.2500 06/01/2026 | 0.05% |
| SAMI 2007-AR7 1A1 01.0183 05/25/2047 | 0.05% |
| SCOTTS MIRACLE-GRO 04.5000 10/15/2029 | 0.05% |
| UNI-PRESIDENT ENTERPRISES CO SEDOL 6700393 | 0.05% |
| WFRBS 2013-C16 AS 04.6680 09/15/2046 | 0.05% |
| ARCELORMITTAL USD 07.2500 10/15/2039 | 0.04% |
| AUTOMATION TOOLING S P/P 144A 06.5000 06/15/2023 | 0.04% |
| BANFF MERGER SUB INC P/P 144A 09.7500 09/01/2026 | 0.04% |
| BRISTOL-MYERS P/P 144A 02.2500 08/15/2021 | 0.04% |
| CALPINE CORP P/P 144A 04.5000 02/15/2028 | 0.04% |
| CIT GROUP INC 05.0000 08/01/2023 | 0.04% |
| CITIGROUP INC 04.4500 09/29/2027 | 0.04% |
| CITY OFFICE REIT INC SEDOL BL25F37 | 0.04% |
| GREIF INC P/P 144A 06.5000 03/01/2027 | 0.04% |
| GW B-CR SECURITY P/P 144A 09.5000 11/01/2027 | 0.04% |
| IRON MOUNTAIN INC P/P 144A 04.8750 09/15/2027 | 0.04% |
| ITRON INC P/P 144A 05.0000 01/15/2026 | 0.04% |
| JUST EAT TAKEAWAY SEDOL BYQ7HZ6 | 0.04% |
| MARRIOTT INTERNATIONAL 04.6250 06/15/2030 | 0.04% |
| MATTEL INC P/P 144A 05.8750 12/15/2027 | 0.04% |
| NATIONSTAR MTG P/P 144A 08.1250 07/15/2023 | 0.04% |
| NORTHROP GRUMMAN CORP 03.2500 01/15/2028 | 0.04% |
| NTT DOCOMO INC SEDOL 6129277 | 0.04% |
| ORACLE CORP 01.9000 09/15/2021 | 0.04% |
| PQ CORP P/P 144A 05.7500 12/15/2025 | 0.04% |
| SARTORIUS STEDIM BIOTECH SEDOL BYZ2QP5 | 0.04% |
| SCIENTIFIC GAMES P/P 144A 07.2500 11/15/2029 | 0.04% |
| TOPBUILD CORP P/P 144A 05.6250 05/01/2026 | 0.04% |
| UNIVAR SOLUTIONS P/P 144A 05.1250 12/01/2027 | 0.04% |
| VIACOMCBS INC 04.2000 06/01/2029 | 0.04% |
| WR GRACE & CO-CONN P/P 144A 05.6250 10/01/2024 | 0.04% |
| ARISTOCRAT LEISURE LTD SEDOL 6253983 | 0.04% |
| BOYD GAMING CORP 06.3750 04/01/2026 | 0.04% |
| CGCMT 2014-GC19 X IO 01.1483 03/10/2047 | 0.04% |
| ENERGY TRANSFER OPERA 05.8750 01/15/2024 | 0.04% |
| FIDELITY NATL INFO SERV 03.7500 05/21/2029 | 0.04% |
| KRAFT HEINZ FOODS CO 03.0000 06/01/2026 | 0.04% |
| PANTHER BF AGGRE 2 P/P 144A 08.5000 05/15/2027 | 0.04% |
| PROVIDENT FDG/PFG FI P/P 144A 06.3750 06/15/2025 | 0.04% |
| WEINGARTEN REALTY INVESTORS SEDOL 2946618 | 0.04% |
| AMERICAN ELECTRIC POWER 04.3000 12/01/2028 | 0.04% |
| BANCO DO BRASIL S.A. SEDOL 2328595 | 0.04% |
| CIGNA CORP P/P 144A 03.9000 02/15/2022 | 0.04% |
| CVS HEALTH CORP 04.7800 03/25/2038 | 0.04% |
| ERAC USA FINANCE LLC P/P 144A 05.6250 03/15/2042 | 0.04% |
| KINDER MORGAN ENER PART 03.4500 02/15/2023 | 0.04% |
| MATTAMY GROUP CORP P/P 144A 05.2500 12/15/2027 | 0.04% |
| SPST 2019-WL1 A 00.8183 08/25/2052 | 0.04% |
| T-MOBILE USA INC P/P 144A 03.8750 04/15/2030 | 0.04% |
| TORONTO-DOMINION BANK USD 03.6250 09/15/2031 | 0.04% |
| UNIVISION COMM P/P 144A 05.1250 02/15/2025 | 0.04% |
| AGL ENERGY LTD SEDOL BSS7GP5 | 0.04% |
| ANGLO AMERICAN PLATINUM LTD SEDOL 6761000 | 0.04% |
| COMM 2014-CR17 C 04.7837 05/10/2047 | 0.04% |
| DCP MIDSTREAM P/P 144A 06.7500 09/15/2037 | 0.04% |
| ENEL AMERICAS SA-ADR SEDOL 2314947 | 0.04% |
| EQUINOR ASA USD 02.9000 11/08/2020 | 0.04% |
| GENERAL MOTORS FINL CO 04.0000 10/06/2026 | 0.04% |
| GOLDEN NUGGET INC P/P 144A 08.7500 10/01/2025 | 0.04% |
| INTER RAO UES PJSC SEDOL B39RRN4 | 0.04% |
| KEURIG DR PEPPER INC 04.4170 05/25/2025 | 0.04% |
| NRG ENERGY INC P/P 144A 05.2500 06/15/2029 | 0.04% |
| ORTHO-CLINICAL TLB L+325 03.5796 06/01/2025 | 0.04% |
| PARAMOUNT GROUP INC SEDOL BSL7HC6 | 0.04% |
| SNAM SPA SEDOL 7251470 | 0.04% |
| US CONCRETE INC 06.3750 06/01/2024 | 0.04% |
| VIPSHOP HOLDINGS LTD - ADR SEDOL B3N0H17 | 0.04% |
| AIG GLOBAL FUNDING P/P 144A 02.1500 07/02/2020 | 0.04% |
| AIR METHODS CORP P/P 144A 08.0000 05/15/2025 | 0.04% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 CS | 0.04% |
| DNB NOR ASA SEDOL 4263304 | 0.04% |
| KRAFT HEINZ FOODS CO 05.0000 07/15/2035 | 0.04% |
| SERVICE CORP INTL 05.1250 06/01/2029 | 0.04% |
| TRANSDIGM INC 06.3750 06/15/2026 | 0.04% |
| WEST JAPAN RAILWAY CO SEDOL 6957995 | 0.04% |
| WPX ENERGY INC 08.2500 08/01/2023 | 0.04% |
| BOEING CO 04.8750 05/01/2025 | 0.04% |
| BROADCOM INC P/P 144A 04.1500 11/15/2030 | 0.04% |
| CCO HLDGS LLC/CAP C P/P 144A 05.5000 05/01/2026 | 0.04% |
| DUKE ENERGY CORP 03.1500 08/15/2027 | 0.04% |
| FORD MOTOR COMPANY 09.0000 04/22/2025 | 0.04% |
| HUDBAY MINERALS INC P/P 144A 07.6250 01/15/2025 | 0.04% |
| KBC GROUP NV SEDOL 4497749 | 0.04% |
| L3HARRIS TECH INC 03.8500 12/15/2026 | 0.04% |
| MATCH GROUP INC P/P 144A 05.0000 12/15/2027 | 0.04% |
| QORVO INC 05.5000 07/15/2026 | 0.04% |
| SUGAR HSP GAMING P/P 144A 05.8750 05/15/2025 | 0.04% |
| TALLGRASS NRG PRTNR P/P 144A 05.5000 01/15/2028 | 0.04% |
| TRANSDIGM INC P/P 144A 05.5000 11/15/2027 | 0.04% |
| UNITED MICROELECTRONICS CORP SEDOL 6916628 | 0.04% |
| BAUSCH HLTH COS INC P/P 144A 05.5000 11/01/2025 | 0.04% |
| BRAND ENERGY & I P/P 144A 08.5000 07/15/2025 | 0.04% |
| CELANESE US HOLDINGS LLC 04.6250 11/15/2022 | 0.04% |
| CHINA RESOURCES CEMENT SEDOL B41XC98 | 0.04% |
| CIGNA CORP 03.7500 07/15/2023 | 0.04% |
| CINEMARK USA INC 04.8750 06/01/2023 | 0.04% |
| COCA-COLA HBC AG-DI SEDOL B9895B7 | 0.04% |
| DIAMONDBACK ENERGY INC 05.3750 05/31/2025 | 0.04% |
| ENI SPA SEDOL 7145056 | 0.04% |
| FUJITSU LTD SEDOL 6356945 | 0.04% |
| HANESBRANDS INC P/P 144A 04.6250 05/15/2024 | 0.04% |
| ICAHN ENTER/FIN 06.7500 02/01/2024 | 0.04% |
| ISTAR INC 04.2500 08/01/2025 | 0.04% |
| MERCK & CO INC 03.7000 02/10/2045 | 0.04% |
| NEXSTAR BROADC P/P 144A 05.6250 08/01/2024 | 0.04% |
| PTT EXPLORATION & PROD-FOR SEDOL B1359J0 | 0.04% |
| SOLERA LLC / SOLERA P/P 144A 10.5000 03/01/2024 | 0.04% |
| SPECTRUM BRANDS INC 06.1250 12/15/2024 | 0.04% |
| STEEL DYNAMICS INC 05.5000 10/01/2024 | 0.04% |
| UNITEDHEALTH GROUP INC 02.0000 05/15/2030 | 0.04% |
| ZHONGSHENG GROUP HOLDINGS SEDOL B633D97 | 0.04% |
| APPLE HOSPITALITY REIT INC SEDOL BXRTX56 | 0.04% |
| CAS 2015-C03 2M2 05.1683 07/25/2025 | 0.04% |
| CAS 2016-C01 2M2 07.1183 08/25/2028 | 0.04% |
| CPG MERGER SUB LLC P/P 144A 08.0000 10/01/2021 | 0.04% |
| DAIWA HOUSE INDUSTRY CO LTD SEDOL 6251363 | 0.04% |
| GLP CAPITAL LP / FIN II 05.2500 06/01/2025 | 0.04% |
| ISRAEL DISCOUNT BANK -A SEDOL 6451271 | 0.04% |
| PENSKE AUTO GRP INC 05.7500 10/01/2022 | 0.04% |
| SEK/USD 06/17/2020 SSBT | 0.04% |
| SPRINGLEAF FINANCE CORP 06.8750 03/15/2025 | 0.04% |
| SPRINT CORP 07.6250 03/01/2026 | 0.04% |
| TECH MAHINDRA LTD SEDOL BWFGD63 | 0.04% |
| VOLVO AB-B SHS SEDOL B1QH830 | 0.04% |
| WALT DISNEY COMPANY 07.7500 12/01/2045 | 0.04% |
| ABN AMRO BANK NV-CVA SEDOL BYQP136 | 0.04% |
| CHS/COMMUNITY P/P 144A 06.6250 02/15/2025 | 0.04% |
| CLP HOLDINGS LTD SEDOL 6097017 | 0.04% |
| CROWN CORK & SEAL CO INC 07.3750 12/15/2026 | 0.04% |
| DBS GROUP HOLDINGS LTD SEDOL 6175203 | 0.04% |
| JOHNSON CONTROLS INTL PL 04.9500 07/02/2064 | 0.04% |
| NETFLIX INC. 06.3750 05/15/2029 | 0.04% |
| OSHKOSH CORP 04.6000 05/15/2028 | 0.04% |
| REPUBLICA ORIENT URUGUAY USD 07.6250 03/21/2036 | 0.04% |
| SUN HUNG KAI PROPERTIES SEDOL 6859927 | 0.04% |
| TELSTRA CORP LTD SEDOL 6087289 | 0.04% |
| TERRENO REALTY CORP SEDOL B3N4753 | 0.04% |
| WYNN RESORTS FIN LLC P/P 144A 05.1250 10/01/2029 | 0.04% |
| YANGZIJIANG SHIPBUILDING SEDOL B1VT035 | 0.04% |
| CHARTER COMM OPT LLC 05.3750 05/01/2047 | 0.04% |
| CHEVRON CORP 02.1000 05/16/2021 | 0.04% |
| COMM 2012-LC4 C 05.5363 12/10/2044 | 0.04% |
| ENTERCOM MEDIA CORP P/P 144A 07.2500 11/01/2024 | 0.04% |
| GLOBAL PAYMENTS INC 02.9000 05/15/2030 | 0.04% |
| GOLDEN NUGGET INC P/P 144A 06.7500 10/15/2024 | 0.04% |
| M3 INC SEDOL B02K2M3 | 0.04% |
| RETAIL OPPORTUNITY INVESTMEN SEDOL B28YD08 | 0.04% |
| SOLENIS 1STL L+400 04.3620 06/26/2025 | 0.04% |
| UNILEVER PLC SEDOL B10RZP7 | 0.04% |
| WYNDHAM HOTELS & RE P/P 144A 05.3750 04/15/2026 | 0.04% |
| ZOETIS INC 02.0000 05/15/2030 | 0.04% |
| APERGY CORP 06.3750 05/01/2026 | 0.04% |
| BANCO BTG PACTUAL SA-UNIT SEDOL BZBZVC7 | 0.04% |
| BRDCOM CRP / FIN 03.8750 01/15/2027 | 0.04% |
| CAS 2019-HRP1 M2 02.3183 11/25/2039 | 0.04% |
| CBRE SERVICES INC 05.2500 03/15/2025 | 0.04% |
| CK HUTCHISON HOLDINGS LTD SEDOL BW9P816 | 0.04% |
| CLEAR CHANNEL TLB L+350 05.5435 08/21/2026 | 0.04% |
| ELANCO ANIMAL HEALTH 05.6500 08/28/2028 | 0.04% |
| ENBRIDGE INC USD 04.2500 12/01/2026 | 0.04% |
| FREEDOM MTGE CORP P/P 144A 08.1250 11/15/2024 | 0.04% |
| GNR 2017-H22 EI IO 02.5816 10/20/2067 | 0.04% |
| HENDERSON LAND DEVELOPMENT SEDOL 6420538 | 0.04% |
| HUSKY III HLDG LTD P/P 144A 13.0000 02/15/2025 | 0.04% |
| HYATT HOTELS CORP 04.8500 03/15/2026 | 0.04% |
| IHEARTCOMMUNICATIONS INC 06.3750 05/01/2026 | 0.04% |
| KEURIG DR PEPPER INC 04.5970 05/25/2028 | 0.04% |
| WYNN LAS VEGAS P/P 144A 05.2500 05/15/2027 | 0.04% |
| ASCENT RESOURCES/AEU P/P 144A 10.0000 04/01/2022 | 0.03% |
| BOC HONG KONG HOLDINGS LTD SEDOL 6536112 | 0.03% |
| BWAY HOLDING CO P/P 144A 07.2500 04/15/2025 | 0.03% |
| CENOVUS ENERGY INC USD 06.7500 11/15/2039 | 0.03% |
| COMCAST CORPORATION 03.3750 02/15/2025 | 0.03% |
| CROWN CASTLE INTL CORP 03.7000 06/15/2026 | 0.03% |
| EQUINIX INC 03.2000 11/18/2029 | 0.03% |
| EQUINIX INC 05.3750 05/15/2027 | 0.03% |
| ISTAR INC 04.7500 10/01/2024 | 0.03% |
| NEUBERGER BERMAN GRP P/P 144A 04.8750 04/15/2045 | 0.03% |
| NITTO DENKO CORP SEDOL 6641801 | 0.03% |
| PARK-OHIO INDUSTRIES INC 06.6250 04/15/2027 | 0.03% |
| SABRA HEALTH CARE REIT INC SEDOL B5NLBP6 | 0.03% |
| SABRE GLBL INC P/P 144A 09.2500 04/15/2025 | 0.03% |
| SINGAPORE EXCHANGE LTD SEDOL 6303866 | 0.03% |
| SIX FLAGS THEME PARK P/P 144A 07.0000 07/01/2025 | 0.03% |
| VERIZON COMMUNICATIONS 05.2500 03/16/2037 | 0.03% |
| ALLY FINANCIAL INC 05.7500 11/20/2025 | 0.03% |
| APPLE INC 04.3750 05/13/2045 | 0.03% |
| CALPINE CORP P/P 144A 05.2500 06/01/2026 | 0.03% |
| CELLNEX TELECOM SA SEDOL BX90C05 | 0.03% |
| COMCAST CORP 03.9690 11/01/2047 | 0.03% |
| EOG RESOURCES INC 02.6250 03/15/2023 | 0.03% |
| ERAC USA FINANCE LLC P/P 144A 04.5000 02/15/2045 | 0.03% |
| GFL ENVIRON INC P/P 144A 05.1250 12/15/2026 | 0.03% |
| GNR 2015-H26 DI IO 02.3190 10/20/2065 | 0.03% |
| HCA INC 04.1250 06/15/2029 | 0.03% |
| MORGAN STANLEY 05.5000 07/28/2021 | 0.03% |
| NEWELL BRANDS INC 04.7000 04/01/2026 | 0.03% |
| OMV AG SEDOL 4651459 | 0.03% |
| OUTFRONT MEDIA C P/P 144A 06.2500 06/15/2025 | 0.03% |
| REGIONS FINANCIAL CORP 02.7500 08/14/2022 | 0.03% |
| SANTOS LTD SEDOL 6776703 | 0.03% |
| VIACOMCBS INC 02.9000 01/15/2027 | 0.03% |
| VISTRA ENERGY CORP P/P 144A 08.1250 01/30/2026 | 0.03% |
| WFRBS 2013-UBS1 A4 04.0790 03/15/2046 | 0.03% |
| WILLIS TOWERS WATSON PLC USD 05.7500 03/15/2021 | 0.03% |
| AMAZON.COM INC. 02.5000 11/29/2022 | 0.03% |
| CHINA PETROLEUM & CHEMICAL-H SEDOL 6291819 | 0.03% |
| DUKE ENERGY OHIO INC 03.6500 02/01/2029 | 0.03% |
| HSBC HOLDINGS PLC SEDOL 0540528 | 0.03% |
| IHS MARKIT LTD USD 04.7500 08/01/2028 | 0.03% |
| IRON MOUNTAIN INC P/P 144A 05.2500 03/15/2028 | 0.03% |
| KOSE CORP SEDOL 6194468 | 0.03% |
| PETSMART INC P/P 144A 05.8750 06/01/2025 | 0.03% |
| PFIZER INC 03.0000 12/15/2026 | 0.03% |
| POMEGRANATE MERGER S P/P 144A 09.7500 05/01/2023 | 0.03% |
| ROYAL BANK OF CANADA USD 04.6500 01/27/2026 | 0.03% |
| SERVICE CORP INTL 05.3750 05/15/2024 | 0.03% |
| SPECTRA ENERGY PARTNERS 03.3750 10/15/2026 | 0.03% |
| VIPER ENERGY P/P 144A 05.3750 11/01/2027 | 0.03% |
| ZOETIS INC 03.9000 08/20/2028 | 0.03% |
| 1011778 BC / NEW RED P/P 144A 03.8750 01/15/2028 | 0.03% |
| CHARTER COMM OPT LLC 04.9080 07/23/2025 | 0.03% |
| CISCO SYSTEMS INC 02.5000 09/20/2026 | 0.03% |
| CLUBCORP HLDG INC P/P 144A 08.5000 09/15/2025 | 0.03% |
| CROWN CASTLE INTL CORP 03.6500 09/01/2027 | 0.03% |
| ENERGY TRANSFER OPERATNG 03.7500 05/15/2030 | 0.03% |
| FOSUN INTERNATIONAL SEDOL B1Z7FX0 | 0.03% |
| FUBON FINANCIAL HOLDING CO SEDOL 6411673 | 0.03% |
| GLOBALWAFERS CO LTD SEDOL BS7JP33 | 0.03% |
| GSMS 2017-GS7 AS 03.6630 08/10/2050 | 0.03% |
| HOSHIZAKI CORP SEDOL B3FF8W8 | 0.03% |
| IHEARTMEDIA INC - CLASS A SEDOL BJVR9Y9 | 0.03% |
| KAO CORP SEDOL 6483809 | 0.03% |
| LOUISIANA-PACIFIC CORPORATION 04.8750 09/15/2024 | 0.03% |
| MWST 2018-W1 A 01.0183 11/25/2051 | 0.03% |
| NOMURA REAL ESTATE HOLDINGS SEDOL B1CWJM5 | 0.03% |
| OBAYASHI CORP SEDOL 6656407 | 0.03% |
| USA COMPRESSION PART 06.8750 04/01/2026 | 0.03% |
| WEICHAI POWER CO LTD-H SEDOL 6743956 | 0.03% |
| WESTROCK MWV LLC 08.2000 01/15/2030 | 0.03% |
| WFRBS 2012-C10 XA IO P/P 144A 01.5328 12/15/2045 | 0.03% |
| DIAMOND SPORTS P/P 144A 05.3750 08/15/2026 | 0.03% |
| GOEASY LTD P/P 144A 05.3750 12/01/2024 | 0.03% |
| HOWARD HUGHES CORP P/P 144A 05.3750 03/15/2025 | 0.03% |
| HUNTINGTON BANCSHARES 04.3500 02/04/2023 | 0.03% |
| INTL FLAVOR & FRAGRANCES 04.4500 09/26/2028 | 0.03% |
| JELD-WEN INC P/P 144A 04.6250 12/15/2025 | 0.03% |
| MSBAM 2012-C5 E P/P 144A 04.6763 08/15/2045 | 0.03% |
| ORACLE CORP 04.0000 11/15/2047 | 0.03% |
| PENN NATIONAL GAMING P/P 144A 05.6250 01/15/2027 | 0.03% |
| PRIME SECURITY SVCS P/P 144A 06.2500 01/15/2028 | 0.03% |
| REALTY INCOME CORP SEDOL 2724193 | 0.03% |
| SAMSUNG SDS CO LTD SEDOL BRS2KY0 | 0.03% |
| SUNDRUG CO LTD SEDOL 6817895 | 0.03% |
| TAYLOR WIMPEY PLC SEDOL 0878230 | 0.03% |
| TRANSCANADA TRUST USD 05.3000 03/15/2077 | 0.03% |
| WELLS FARGO & COMPANY 05.8750 12/29/2049 | 0.03% |
| WILMAR INTERNATIONAL LTD SEDOL B17KC69 | 0.03% |
| WOLVERINE WORLD WIDE P/P 144A 05.0000 09/01/2026 | 0.03% |
| ZURICH INSURANCE GROUP AG SEDOL 5983816 | 0.03% |
| ANHEUSER-BUSCH INBEV WOR 04.7500 01/23/2029 | 0.03% |
| CONTINENTAL RES 04.5000 04/15/2023 | 0.03% |
| FHMS K087 X1 IO 00.3626 12/25/2028 | 0.03% |
| FHR 3829 AS IO 06.7664 03/15/2041 | 0.03% |
| GLENCORE FUNDING LLC P/P 144A 04.6250 04/29/2024 | 0.03% |
| HOME PRODUCT CENTER PCL-FOR SEDOL 6418533 | 0.03% |
| MATTAMY GROUP CORP P/P 144A 04.6250 03/01/2030 | 0.03% |
| NUTRIEN LTD. USD 04.2000 04/01/2029 | 0.03% |
| ODAKYU ELECTRIC RAILWAY CO SEDOL 6656106 | 0.03% |
| ORACLE CORP 02.5000 10/15/2022 | 0.03% |
| PRECISION DRILL P/P 144A 07.1250 01/15/2026 | 0.03% |
| RESIDEO FUNDING INC P/P 144A 06.1250 11/01/2026 | 0.03% |
| RITE AID CORP P/P 144A 07.5000 07/01/2025 | 0.03% |
| SINCLAIR TELE P/P 144A 05.5000 03/01/2030 | 0.03% |
| TMS INTL HLDG CORP P/P 144A 07.2500 08/15/2025 | 0.03% |
| ALFRESA HOLDINGS CORP SEDOL 6687214 | 0.03% |
| APTARGROUP INC SEDOL 2045247 | 0.03% |
| BANK CENTRAL ASIA TBK PT SEDOL B01C1P6 | 0.03% |
| CAS 2014-C02 1M2 02.7683 05/25/2024 | 0.03% |
| CHENIERE CORP CHRIST 05.8750 03/31/2025 | 0.03% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | 0.03% |
| CNO FINANCIAL GROUP INC 05.2500 05/30/2025 | 0.03% |
| DUN & BRADSTREET COR P/P 144A 06.8750 08/15/2026 | 0.03% |
| ENTERCOM MEDIA CORP P/P 144A 06.5000 05/01/2027 | 0.03% |
| GENERAL MOTORS CO 06.1250 10/01/2025 | 0.03% |
| GNR 2017-162 QI IO 05.0000 10/11/2047 | 0.03% |
| HIKARI TSUSHIN INC SEDOL 6416322 | 0.03% |
| JAPAN AIRLINES CO LTD SEDOL B8BRV46 | 0.03% |
| JPMORGAN CHASE & CO 04.6000 02/01/2025 | 0.03% |
| L BRANDS INC 07.5000 06/15/2029 | 0.03% |
| LUNDIN ENERGY AB SEDOL 7187627 | 0.03% |
| S&P GLOBAL INC 04.4000 02/15/2026 | 0.03% |
| SBERBANK PJSC -SPONSORED ADR SEDOL B5SC091 | 0.03% |
| SINOTRUK HONG KONG LTD SEDOL B296ZH4 | 0.03% |
| SUZUKEN CO LTD SEDOL 6865560 | 0.03% |
| UBSBB 2012-C2 D P/P 144A 04.8892 05/10/2063 | 0.03% |
| VISTRA OPERATION P/P 144A 04.3000 07/15/2029 | 0.03% |
| WFRBS 2011-C3 D P/P 144A 05.6803 03/15/2044 | 0.03% |
| WFRBS 2012-C6 D P/P 144A 05.5783 04/15/2045 | 0.03% |
| ASAHI INTECC CO LTD SEDOL B019MQ5 | 0.03% |
| AZEK CO LLC/THE P/P 144A 09.5000 05/15/2025 | 0.03% |
| BANK OF JIANGSU CO LTD- A 144A/REGS WARRANT 08/07/2020 | 0.03% |
| BAUSCH HLTH COS INC P/P 144A 07.2500 05/30/2029 | 0.03% |
| CCO HLDGS LLC/CAP CO P/P 144A 05.7500 02/15/2026 | 0.03% |
| CENTENE ESCROW I CO P/P 144A 05.3750 06/01/2026 | 0.03% |
| CLICKS GROUP LTD SEDOL 6105578 | 0.03% |
| ENERGIZER HLDG INC P/P 144A 06.3750 07/15/2026 | 0.03% |
| GENERAL DYNAMICS CORP SEDOL 2365161 | 0.03% |
| IPALCO ENTPRS IN 03.7000 09/01/2024 | 0.03% |
| LAFARGEHOLCIM LTD-REG SEDOL 7110753 | 0.03% |
| MSBAM 2014-C14 C 04.9464 02/15/2047 | 0.03% |
| PETROLEOS MEXICANOS USD 06.5000 03/13/2027 | 0.03% |
| REGENCY ENERGY P 04.5000 11/01/2023 | 0.03% |
| SERVICE CORPORATION INTL 04.6250 12/15/2027 | 0.03% |
| TESCO PLC SEDOL 0884709 | 0.03% |
| VISTRA OPERATIONS CO P/P 144A 05.5000 09/01/2026 | 0.03% |
| VISTRA OPERATIONS CO P/P 144A 05.6250 02/15/2027 | 0.03% |
| AES CORP/THE 04.5000 03/15/2023 | 0.03% |
| ANHEUSER-BUSCH INBEV WOR 05.5500 01/23/2049 | 0.03% |
| BERKELEY GROUP HOLDINGS/THE SEDOL B02L3W3 | 0.03% |
| CBRE SERVICES INC 04.8750 03/01/2026 | 0.03% |
| CD 2017-CD3 A4 03.6310 02/10/2050 | 0.03% |
| CENTENE CORP P/P 144A 05.2500 04/01/2025 | 0.03% |
| CNO FINANCIAL GROUP INC 05.2500 05/30/2029 | 0.03% |
| CROWN AMER/CAP 04.7500 02/01/2026 | 0.03% |
| ELECTRICITY GEN PUB CO-FOR R SEDOL 6304643 | 0.03% |
| GARTNER INC P/P 144A 05.1250 04/01/2025 | 0.03% |
| HOLOGIC INC P/P 144A 04.3750 10/15/2025 | 0.03% |
| ICAHN ENTER/FIN 06.2500 05/15/2026 | 0.03% |
| KFC HLD/PIZZA HUT/TA P/P 144A 04.7500 06/01/2027 | 0.03% |
| L3HARRIS TECH INC 04.4000 06/15/2028 | 0.03% |
| MOLINA HEALTHCARE IN P/P 144A 04.8750 06/15/2025 | 0.03% |
| RADIANT OPTO-ELECTRONICS COR SEDOL 6520278 | 0.03% |
| STAPLES INC. P/P 144A 10.7500 04/15/2027 | 0.03% |
| TENET HEALTHCARE 04.6250 07/15/2024 | 0.03% |
| TENET HEALTHCARE P/P 144A 06.2500 02/01/2027 | 0.03% |
| YUM! BRANDS INC P/P 144A 04.7500 01/15/2030 | 0.03% |
| AT&T INC 02.9500 07/15/2026 | 0.02% |
| BOYD GAMING CORPORATION 06.0000 08/15/2026 | 0.02% |
| BUILDERS FIRSTSOURCE P/P 144A 06.7500 06/01/2027 | 0.02% |
| CAPGEMINI SE SEDOL 4163437 | 0.02% |
| CHS/COMMUNITY HEALTH P/P 144A 08.0000 03/15/2026 | 0.02% |
| CLEAR CHANNEL WORLD 09.2500 02/15/2024 | 0.02% |
| COMMSCOPE TECH LLC P/P 144A 06.0000 06/15/2025 | 0.02% |
| COMPASS MINERALS INT P/P 144A 04.8750 07/15/2024 | 0.02% |
| ESH HOSPITALITY INC P/P 144A 05.2500 05/01/2025 | 0.02% |
| FERRARI NV SEDOL BD6G507 | 0.02% |
| GFL ENVIRONMENTA P/P 144A 08.5000 05/01/2027 | 0.02% |
| GNR 2016-123 LI IO 03.5000 03/20/2044 | 0.02% |
| INDIGO NATURAL P/P 144A 06.8750 02/15/2026 | 0.02% |
| INDRAPRASTHA GAS LTD SEDOL BD9PXD0 | 0.02% |
| JAZZ PHARMACEUTICALS PLC SEDOL B4Q5ZN4 | 0.02% |
| MARRIOTT INTERNATIONAL 05.7500 05/01/2025 | 0.02% |
| MISC BHD SEDOL 6557997 | 0.02% |
| MSBAM 2012-C6 AS 03.4760 11/15/2045 | 0.02% |
| NEWFIELD EXPLORATION CO 05.7500 01/30/2022 | 0.02% |
| NOBLE ENERGY INC. 03.9000 11/15/2024 | 0.02% |
| NUTRIEN LTD USD 04.1250 03/15/2035 | 0.02% |
| OCCIDENTAL PETROLEUM COR 04.8500 03/15/2021 | 0.02% |
| ONO PHARMACEUTICAL CO LTD SEDOL 6660107 | 0.02% |
| PETRONET LNG LTD SEDOL B00KT68 | 0.02% |
| UBSBB 2013-C5 A4 03.1847 03/10/2046 | 0.02% |
| VERIZON COMMUNICATIONS 04.4000 11/01/2034 | 0.02% |
| WEEKLEY HOMES LLC 06.0000 02/01/2023 | 0.02% |
| WIPRO LTD SEDOL 6206051 | 0.02% |
| WPX ENERGY INC 05.2500 10/15/2027 | 0.02% |
| AG ISSUER LLC P/P 144A 06.2500 03/01/2028 | 0.02% |
| AMSTED INDUSTRIES P/P 144A 04.6250 05/15/2030 | 0.02% |
| BANCO MACRO SA-ADR SEDOL B0Y62M9 | 0.02% |
| BANCO SANTANDER BRASIL-UNIT SEDOL B4V5RY4 | 0.02% |
| BEACON ROOFING SUPP P/P 144A 04.8750 11/01/2025 | 0.02% |
| CAS 2014-C04 1M2 05.0683 11/25/2024 | 0.02% |
| COUNTRY GARDEN SERVICES HOLD SEDOL BDQZP48 | 0.02% |
| ENERGY TRANSFER OPERATNG 05.2000 02/01/2022 | 0.02% |
| GLADSTONE COMMERCIAL CORP SEDOL 2918479 | 0.02% |
| GSMS 2012-GC6 AS P/P 144A 04.9480 01/12/2045 | 0.02% |
| HESS MIDSTREAM P P/P 144A 05.1250 06/15/2028 | 0.02% |
| HYPERA SA SEDOL B2QY968 | 0.02% |
| JELD-WEN INC P/P 144A 04.8750 12/15/2027 | 0.02% |
| JPMCC 2013-C16 AS 04.5169 12/15/2046 | 0.02% |
| PETROBRAS GLOBAL FINANCE USD 06.1250 01/17/2022 | 0.02% |
| TELEFONICA BRASIL S.A.-PREF SEDOL B3ZCNF7 | 0.02% |
| TOYOTA MOTOR CORP SEDOL 6900643 | 0.02% |
| TRUIST FIN CORP 04.8000 12/31/2099 | 0.02% |
| US BANCORP 02.9500 07/15/2022 | 0.02% |
| WESTROCK MWV LLC 07.9500 02/15/2031 | 0.02% |
| ANHEUSER-BUSCH INBEV WOR 04.1500 01/23/2025 | 0.02% |
| APPLE INC 04.2500 02/09/2047 | 0.02% |
| BWAY CORP TLB L+325 04.5614 04/03/2024 | 0.02% |
| CGCMT 2012-GC8 XA IO P/P 144A 01.7641 09/10/2045 | 0.02% |
| CHINA RESOURCES SANJIU MED 144A/REGS WARRANT 02/18/2021 | 0.02% |
| DAELIM INDUSTRIAL CO LTD SEDOL 6249584 | 0.02% |
| FHMS K104 XAM 01.3839 01/25/2030 | 0.02% |
| KOREA ZINC CO LTD SEDOL 6495428 | 0.02% |
| MEG ENERGY CORP P/P 144A 07.1250 02/01/2027 | 0.02% |
| MERCER INTL INC USD 05.5000 01/15/2026 | 0.02% |
| SABINE PASS LIQUEF 05.0000 03/15/2027 | 0.02% |
| SOULBRAIN CO LTD SEDOL B0105T2 | 0.02% |
| SPRINGLEAF FINANCE CORP 05.3750 11/15/2029 | 0.02% |
| TRANSOCEAN POSEIDON P/P 144A 06.8750 02/01/2027 | 0.02% |
| VISTRA OPERATION P/P 144A 03.5500 07/15/2024 | 0.02% |
| WAMU 2005-AR10 1A3 04.1333 09/25/2035 | 0.02% |
| DENBURY RESOURCES IN P/P 144A 09.0000 05/15/2021 | 0.02% |
| DISH NETWORK CV 03.3750 08/15/2026 | 0.02% |
| FOX CORP 04.0300 01/25/2024 | 0.02% |
| HLA CORP LTD 144A/REGS WARRANT | 0.02% |
| ICL GROUP LTD SEDOL 6455530 | 0.02% |
| MSBAM 2014-C17 XA IO 01.1074 08/15/2047 | 0.02% |
| SHERWIN-WILLIAMS CO 03.4500 06/01/2027 | 0.02% |
| STATION CASINOS LLC P/P 144A 04.5000 02/15/2028 | 0.02% |
| TISCO FINANCIAL-FOREIGN SEDOL B3KFW76 | 0.02% |
| A2 MILK CO LTD SEDOL 6287250 | 0.02% |
| BANK OF AMERICA CORP 06.5000 10/29/2049 | 0.02% |
| BT GROUP PLC SEDOL 3091357 | 0.02% |
| CITIGROUP INC 03.8870 01/10/2028 | 0.02% |
| COMM 2013-CR11 XA IO 00.9259 08/10/2050 | 0.02% |
| CWALT 2007-OH1 A1D 00.3783 04/25/2047 | 0.02% |
| DEVON ENERGY CORPORATION 07.9500 04/15/2032 | 0.02% |
| DUKE ENERGY PROGRESS LLC 03.3750 09/01/2023 | 0.02% |
| GOLDMAN SACHS GROUP INC 04.2230 05/01/2029 | 0.02% |
| GSAA 2007-6 1A1 00.2883 05/25/2047 | 0.02% |
| HARGREAVES LANSDOWN PLC SEDOL B1VZ0M2 | 0.02% |
| KINDER MORGAN ENER PART 05.4000 09/01/2044 | 0.02% |
| LADDER CAP FINAN P/P 144A 04.2500 02/01/2027 | 0.02% |
| LENNAR CORP 05.8750 11/15/2024 | 0.02% |
| MLMI 2005-A2 A2 03.7314 02/25/2035 | 0.02% |
| MSC 2016-BNK2 AS 03.2820 11/15/2049 | 0.02% |
| NRG ENERGY INC 05.7500 01/15/2028 | 0.02% |
| QUALICORP CONS E CORR SEG SA SEDOL B4LHBQ0 | 0.02% |
| YUANTA FINANCIAL HOLDING CO SEDOL 6424110 | 0.02% |
| AMUNDI SA SEDOL BYZR014 | 0.02% |
| ANHEUSER-BUSCH CO/IN 03.6500 02/01/2026 | 0.02% |
| BAUSCH HLTH COS INC P/P 144A 06.2500 02/15/2029 | 0.02% |
| BECTON DICKINSON AND CO 02.8230 05/20/2030 | 0.02% |
| CCO HOLDINGS LLC P/P 144A 04.5000 05/01/2032 | 0.02% |
| CENTENE CORP P/P 144A 05.3750 08/15/2026 | 0.02% |
| CGCMT 2013-GC17 C 05.1098 11/10/2046 | 0.02% |
| CLARIOS GLOBAL LP P/P 144A 06.7500 05/15/2025 | 0.02% |
| CLEAN HARBORS INC P/P 144A 04.8750 07/15/2027 | 0.02% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS | 0.02% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 JP | 0.02% |
| COMM 2015-LC19 A4 03.1830 02/10/2048 | 0.02% |
| COMMSCOPE INC P/P 144A 06.0000 03/01/2026 | 0.02% |
| CROWN CASTLE INTL CORP 03.8000 02/15/2028 | 0.02% |
| DIAMONDBACK ENERGY INC 04.7500 05/31/2025 | 0.02% |
| GAP INC/THE P/P 144A 08.3750 05/15/2023 | 0.02% |
| JPMORGAN CHASE & CO 02.9560 05/13/2031 | 0.02% |
| KFC HLD/PIZZA HUT/TA P/P 144A 05.0000 06/01/2024 | 0.02% |
| KKR GROUP FIN CO III P/P 144A 05.1250 06/01/2044 | 0.02% |
| LAMB WESTON HLD P/P 144A 04.8750 05/15/2028 | 0.02% |
| MFA FINANCIAL INC SEDOL 2418162 | 0.02% |
| NORDSTROM INC P/P 144A 08.7500 05/15/2025 | 0.02% |
| PETRONAS CHEMICALS GROUP BHD SEDOL B5KQGT3 | 0.02% |
| REPUBLIC OF PERU USD 05.6250 11/18/2050 | 0.02% |
| ROBERTSHAW US HOLDING L+325 04.2500 02/28/2025 | 0.02% |
| TARGA RESOURCES PART 06.5000 07/15/2027 | 0.02% |
| VISTRA OPERATION P/P 144A 05.0000 07/31/2027 | 0.02% |
| WESTERN DIGITAL CORPORATION 04.7500 02/15/2026 | 0.02% |
| WFCM 2016-LC24 A4 02.9420 10/15/2049 | 0.02% |
| WOLVERINE WORLD WIDE P/P 144A 06.3750 05/15/2025 | 0.02% |
| 1011778 BC ULC / P/P 144A 04.3750 01/15/2028 | 0.02% |
| ALBERTSONS COS/SAFE P/P 144A 04.6250 01/15/2027 | 0.02% |
| ALIMENTATION COUCHE-TARD 3.550000 07/26/2027 | 0.02% |
| ALLIANT HOLDINGS P/P 144A 06.7500 10/15/2027 | 0.02% |
| AMSTED INDUSTRIES P/P 144A 05.6250 07/01/2027 | 0.02% |
| ANTERO RESOURCES 05.3750 11/01/2021 | 0.02% |
| BOMBARDIER INC P/P 144A 07.8750 04/15/2027 | 0.02% |
| CENTENE CORP 04.7500 05/15/2022 | 0.02% |
| CLEAR CHANNEL WORLDW P/P 144A 05.1250 08/15/2027 | 0.02% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CS | 0.02% |
| CORNERSTONE BUILDING P/P 144A 08.0000 04/15/2026 | 0.02% |
| COX COMM INC P/P 144A 03.5000 08/15/2027 | 0.02% |
| ELDORADO RESORTS INC 07.0000 08/01/2023 | 0.02% |
| INTERNATIONAL PAPER CO 03.0000 02/15/2027 | 0.02% |
| JOSEPH T RYERSON & S P/P 144A 11.0000 05/15/2022 | 0.02% |
| LOGAN PROPERTY HOLDINGS CO L SEDOL BH6X937 | 0.02% |
| MAUSER PACKAGING SOL P/P 144A 05.5000 04/15/2024 | 0.02% |
| OCCIDENTAL PETROLEUM COR 04.1000 02/01/2021 | 0.02% |
| OTP BANK RT SEDOL 7320154 | 0.02% |
| SEK/USD 06/17/2020 GSFX | 0.02% |
| SOHGO SECURITY SERVICES CO SEDOL 6546359 | 0.02% |
| SPRINGLEAF FINANCE CORP 07.1250 03/15/2026 | 0.02% |
| SURGUTNEFTEGAS-PREFERENCE SEDOL 5005884 | 0.02% |
| SWISS LIFE HOLDING AG-REG SEDOL 7437805 | 0.02% |
| TRI POINTE GROUP / HOMES 05.8750 06/15/2024 | 0.02% |
| TRIPOD TECHNOLOGY CORP SEDOL 6305721 | 0.02% |
| TWO HARBORS INVESTMENT CORP SEDOL BD832H2 | 0.02% |
| VENTAS INC SEDOL 2927925 | 0.02% |
| WFRBS 2013-C12 AS 03.5600 03/15/2048 | 0.02% |
| WMG ACQUISITION CORP P/P 144A 05.0000 08/01/2023 | 0.02% |
| CPG INTL TL L+375 05.9333 05/05/2024 | 0.02% |
| ENERGY TRANSFER OPERATNG 02.9000 05/15/2025 | 0.02% |
| FREEDOM MTGE CORP P/P 144A 08.2500 04/15/2025 | 0.02% |
| FRONT RANGE BIDCO INC L+300 04.6678 03/09/2027 | 0.02% |
| FRONTIER COMM 10.5000 09/15/2022 | 0.02% |
| FRONTIER COMM P/P 144A 08.5000 04/01/2026 | 0.02% |
| GJENSIDIGE FORSIKRING ASA SEDOL B4PH0C5 | 0.02% |
| ICAHN ENTER 04.7500 09/15/2024 | 0.02% |
| ICAHN ENTER/FIN 05.2500 05/15/2027 | 0.02% |
| LITE-ON TECHNOLOGY CORP SEDOL 6519481 | 0.02% |
| LIVE NATION ENTERTAI P/P 144A 05.6250 03/15/2026 | 0.02% |
| MERCER INTL INC USD 06.5000 02/01/2024 | 0.02% |
| NABORS INDUSTRIES INC. 05.7500 02/01/2025 | 0.02% |
| NOVELIS CORP P/P 144A 04.7500 01/30/2030 | 0.02% |
| ROBERTSHAW TL 2L L+800 09.0000 02/28/2026 | 0.02% |
| S&P GLOBAL INC 02.9500 01/22/2027 | 0.02% |
| STACR 2020-HQA1 M2 03.7350 01/25/2050 | 0.02% |
| WANT WANT CHINA HOLDINGS LTD SEDOL B2Q14Z3 | 0.02% |
| CHEMOURS CO 05.3750 05/15/2027 | 0.02% |
| CHINA MINSHENG BANKING COR-H SEDOL B57JY24 | 0.02% |
| DEUTSCHE TELEKOM INT FIN USD 08.7500 06/15/2030 | 0.02% |
| FISHER PAYKEL SEDOL 6340250 | 0.02% |
| FOSHAN HAITIAN FLAVOURING & FOOD 144A/REGS WARRANT 03/12/202 | 0.02% |
| JOHNSON CONTROLS INTL PL 04.5000 02/15/2047 | 0.02% |
| MITSUBISHI UFJ LEASE & FINAN SEDOL 6268976 | 0.02% |
| PEPTIDREAM INC SEDOL B97SH97 | 0.02% |
| SM ENERGY CO 05.0000 01/15/2024 | 0.02% |
| STAPLES TL L+500 05.6866 04/12/2026 | 0.02% |
| UNION PACIFIC CORP SEDOL 2914734 | 0.02% |
| WALMART DE MEXICO SAB DE CV SEDOL BW1YVH8 | 0.02% |
| WFRBS 2011-C5 XA IO P/P 144A 01.6789 11/15/2044 | 0.02% |
| ABBVIE INC P/P 144A 03.4500 03/15/2022 | 0.02% |
| AMERICAN TOWER CORP 03.1250 01/15/2027 | 0.02% |
| BANK OF AMERICA CORP 03.4990 05/17/2022 | 0.02% |
| CAPITEC BANK HOLDINGS LTD SEDOL 6440859 | 0.02% |
| CIA SANEAMENTO BASICO DE SP SEDOL B1YCHL8 | 0.02% |
| DISCOVERY COMMUNICATIONS 03.6250 05/15/2030 | 0.02% |
| ECOPETROL SA-SPONSORED ADR SEDOL B3D6J19 | 0.02% |
| FIDELITY NATIONAL INFORM 04.2500 05/15/2028 | 0.02% |
| L BRANDS INC 06.7500 07/01/2036 | 0.02% |
| MAHANAGAR GAS LTD SEDOL BD04046 | 0.02% |
| NOVOLIPETSK STEEL PJSC-GDR SEDOL B0RTNX3 | 0.02% |
| PENSKE TRUCK LE P/P 144A 03.4000 11/15/2026 | 0.02% |
| SERVICEMASTER GLOBAL HOLDING SEDOL BNG8BF0 | 0.02% |
| SOLENIS 2NDL L+850 10.8314 06/26/2026 | 0.02% |
| TAISHIN FINANCIAL HOLDING SEDOL 6451680 | 0.02% |
| ABBVIE INC P/P 144A 03.8000 03/15/2025 | 0.02% |
| BRISTOL-MYERS P/P 144A 03.4000 07/26/2029 | 0.02% |
| CAS 2019-R02 1M2 02.4683 08/25/2031 | 0.02% |
| COLGATE-PALMOLIVE CO SEDOL 2209106 | 0.02% |
| DUKE ENERGY CORP 04.2000 06/15/2049 | 0.02% |
| HCA INC 05.5000 06/15/2047 | 0.02% |
| IOS.FN30.350.14 R USL1M P 01/12/45 CS | 0.02% |
| KRAFT HEINZ FOODS CO P/P 144A 03.8750 05/15/2027 | 0.02% |
| PENSKE TRUCK LEASING P/P 144A 03.9000 02/01/2024 | 0.02% |
| PINNACLE WEST CAPITAL SEDOL 2048804 | 0.02% |
| PNC FINANCIAL SERVICES 03.3000 03/08/2022 | 0.02% |
| SABINE PASS LIQUEFACTION 04.2000 03/15/2028 | 0.02% |
| SEK/USD 06/17/2020 JPMCB | 0.02% |
| SM ENERGY CO 06.1250 11/15/2022 | 0.02% |
| TOWNSQUARE MEDIA INC P/P 144A 06.5000 04/01/2023 | 0.02% |
| TRANSOCEAN PONTUS LT P/P 144A 06.1250 08/01/2025 | 0.02% |
| WASTE MANAGEMENT INC. 04.7500 06/30/2020 | 0.02% |
| AT&T INC 04.3000 02/15/2030 | 0.01% |
| BOYD GAMING CORP P/P 144A 08.6250 06/01/2025 | 0.01% |
| CARNIVAL CORP P/P 144A 11.5000 04/01/2023 | 0.01% |
| CHINA RESOURCES GAS GROUP LT SEDOL 6535517 | 0.01% |
| CHUBB LTD SEDOL B3BQMF6 | 0.01% |
| DEVON ENERGY CORPORATION 07.8750 09/30/2031 | 0.01% |
| DH EUROPE FINANCE II USD 03.4000 11/15/2049 | 0.01% |
| FIFTH THIRD BANCORP 05.1000 12/29/2049 | 0.01% |
| GENERAL MOTORS FINL CO 04.3000 07/13/2025 | 0.01% |
| HELLENIC TELECOMMUN ORGANIZA SEDOL 5051605 | 0.01% |
| KEURIG DR PEPPER INC 04.0570 05/25/2023 | 0.01% |
| MSBAM 2013-C12 XA IO 00.6006 10/15/2046 | 0.01% |
| NAVISTAR INTL CORP P/P 144A 09.5000 05/01/2025 | 0.01% |
| NETFLIX INC P/P 144A 05.3750 11/15/2029 | 0.01% |
| NETFLIX INC. 05.8750 11/15/2028 | 0.01% |
| SAMSUNG ENGINEERING CO LTD SEDOL 6765239 | 0.01% |
| SERVICE PROPERTIES TRUST 04.3750 02/15/2030 | 0.01% |
| SIRIUS XM RADIO INC. P/P 144A 05.5000 07/01/2029 | 0.01% |
| TARGA RESOURCES PART 06.8750 01/15/2029 | 0.01% |
| UNIVISION COMM P/P 144A 09.5000 05/01/2025 | 0.01% |
| ABC SUPPLY CO INC P/P 144A 04.0000 01/15/2028 | 0.01% |
| ABC SUPPLY CO INC P/P 144A 05.8750 05/15/2026 | 0.01% |
| AES CORP/THE P/P 144A 03.3000 07/15/2025 | 0.01% |
| BAUSCH HLTH COS INC P/P 144A 05.2500 01/30/2030 | 0.01% |
| BAUSCH HLTH COS INC P/P 144A 07.0000 01/15/2028 | 0.01% |
| BERRY GLOBAL INC P/P 144A 05.6250 07/15/2027 | 0.01% |
| BOXER PARENT CO INC P/P 144A 09.1250 03/01/2026 | 0.01% |
| CCO HOLDINGS LLC P/P 144A 04.5000 08/15/2030 | 0.01% |
| CELANESE US HOLDINGS LLC 03.5000 05/08/2024 | 0.01% |
| CGCMT 2014-GC19 D P/P 144A 05.0917 03/10/2047 | 0.01% |
| CLEAN HARBORS INC P/P 144A 05.1250 07/15/2029 | 0.01% |
| COMMSCOPE INC P/P 144A 05.5000 03/01/2024 | 0.01% |
| ENBRIDGE INC USD 04.5000 06/10/2044 | 0.01% |
| EUR/GBP CALL 0.90 20200803 UBS | 0.01% |
| FREEPORT-MCMORAN INC 05.4500 03/15/2043 | 0.01% |
| GAP INC/THE P/P 144A 08.6250 05/15/2025 | 0.01% |
| GBP/USD 06/17/2020 SSBT | 0.01% |
| GLOBAL MEDICAL REIT INC SEDOL BSNMBW7 | 0.01% |
| GO DADDY OPCO/FINCO P/P 144A 05.2500 12/01/2027 | 0.01% |
| HANESBRANDS INC P/P 144A 05.3750 05/15/2025 | 0.01% |
| HCA INC 03.5000 09/01/2030 | 0.01% |
| HOLLY PAR/FIN P/P 144A 05.0000 02/01/2028 | 0.01% |
| IRB HOLDING CORP P/P 144A 07.0000 06/15/2025 | 0.01% |
| JELD-WEN INC P/P 144A 06.2500 05/15/2025 | 0.01% |
| LEVEL 3 FINANCING INC 05.6250 02/01/2023 | 0.01% |
| LEVI STRAUSS & CO P/P 144A 05.0000 05/01/2025 | 0.01% |
| LIONS GATE CAP HOLD P/P 144A 06.3750 02/01/2024 | 0.01% |
| LIVE NATION ENT P/P 144A 06.5000 05/15/2027 | 0.01% |
| MASONITE INTL C P/P 144A 05.3750 02/01/2028 | 0.01% |
| MATCH GROUP INC P/P 144A 04.6250 06/01/2028 | 0.01% |
| MAUSER PACKAGING P/P 144A 08.5000 04/15/2024 | 0.01% |
| MICROSOFT CORP 02.4000 02/06/2022 | 0.01% |
| NATIONSTAR MTG P/P 144A 09.1250 07/15/2026 | 0.01% |
| NEWELL BRANDS INC 04.8750 06/01/2025 | 0.01% |
| NUTRIEN LTD USD 02.9500 05/13/2030 | 0.01% |
| ORTHO-CLINICAL P/P 144A 07.3750 06/01/2025 | 0.01% |
| OWENS-BROCKWAY P/P 144A 06.6250 05/13/2027 | 0.01% |
| PANTHER BF AGGREGA P/P 144A 06.2500 05/15/2026 | 0.01% |
| PRESIDENT CHAIN STORE CORP SEDOL 6704986 | 0.01% |
| QUEBECOR MEDIA INC USD 05.7500 01/15/2023 | 0.01% |
| SPRINGLEAF FINANCE CORP 08.8750 06/01/2025 | 0.01% |
| T-MOBILE USA INC 06.3750 03/01/2025 | 0.01% |
| T-MOBILE USA INC TLB L+300 04/01/2027 | 0.01% |
| TAYLOR MORRISON COMM P/P 144A 05.7500 01/15/2028 | 0.01% |
| TEMPO ACQ LLC/FI P/P 144A 05.7500 06/01/2025 | 0.01% |
| TIM PARTICIPACOES SA SEDOL 2292560 | 0.01% |
| VALVOLINE INC P/P 144A 04.2500 02/15/2030 | 0.01% |
| WMG ACQUISITION CORP P/P 144A 05.5000 04/15/2026 | 0.01% |
| WPX ENERGY INC 05.7500 06/01/2026 | 0.01% |
| XINYI GLASS HOLDINGS LTD SEDOL B05NXN7 | 0.01% |
| ZAYO GROUP HLDG INC P/P 144A 06.1250 03/01/2028 | 0.01% |
| AIR MEDICAL MERGER S P/P 144A 06.3750 05/15/2023 | 0.01% |
| ALEXANDRIA REAL ESTATE EQUIT SEDOL 2009210 | 0.01% |
| APACHE CORPORATION 03.2500 04/15/2022 | 0.01% |
| BAUSCH HLTH COS INC P/P 144A 05.0000 01/30/2028 | 0.01% |
| BEACON ROOFING SUPPL P/P 144A 04.5000 11/15/2026 | 0.01% |
| BOYD GAMING CORP P/P 144A 04.7500 12/01/2027 | 0.01% |
| BROOKFIELD RESID P/P 144A 06.2500 09/15/2027 | 0.01% |
| BUCKEYE PARTNERS LP P/P 144A 04.5000 03/01/2028 | 0.01% |
| CAS 2017-C01 1EB1 01.4183 07/25/2029 | 0.01% |
| CAS 2018-C01 1M2 02.4183 07/25/2030 | 0.01% |
| COM7 PCL-F SEDOL BZ2YN49 | 0.01% |
| CREDIT ACCEPTANC 06.6250 03/15/2026 | 0.01% |
| DEVON ENERGY CORPORATION 05.6000 07/15/2041 | 0.01% |
| DIAMONDBACK ENERGY INC 03.2500 12/01/2026 | 0.01% |
| GENTING MALAYSIA BHD SEDOL B1VXKN7 | 0.01% |
| LIVE NATION ENT P/P 144A 04.8750 11/01/2024 | 0.01% |
| NEIMAN MARCUS TL L+600 06.2674 10/25/2023 | 0.01% |
| NEWFIELD EXPLORATION CO 05.6250 07/01/2024 | 0.01% |
| PENSKE AUTOMOTIVE GROUP 05.3750 12/01/2024 | 0.01% |
| RACKSPACE HOSTING INC L+300 04.0000 11/03/2023 | 0.01% |
| SABRE CORP SEDOL BLLHH27 | 0.01% |
| SPECTRUM BRANDS INC P/P 144A 05.0000 10/01/2029 | 0.01% |
| SPRINGLEAF FINANCE CORP 06.6250 01/15/2028 | 0.01% |
| STACR 2019-DNA1 M2 02.8183 01/25/2049 | 0.01% |
| SUN ART RETAIL GROUP LTD SEDOL B3MPN59 | 0.01% |
| USA COM PART/USA COM 06.8750 09/01/2027 | 0.01% |
| WNS HOLDINGS LTD-ADR SEDOL B194GX4 | 0.01% |
| WPX ENERGY INC 04.5000 01/15/2030 | 0.01% |
| ANTERO RESOURCES FIN 05.1250 12/01/2022 | 0.01% |
| APACHE CORP 04.3750 10/15/2028 | 0.01% |
| AUD/USD 07/15/2020 HSBCB | 0.01% |
| BUCKEYE PARTNERS LP 05.8500 11/15/2043 | 0.01% |
| COMSTOCK RE INC P/P 144A 07.5000 05/15/2025 | 0.01% |
| CONTINENTAL RESOURCES 04.3750 01/15/2028 | 0.01% |
| DIAMOND 1 FIN/DIAMON P/P 144A 08.3500 07/15/2046 | 0.01% |
| FIDELITY NATIONAL INFORM 03.0000 08/15/2026 | 0.01% |
| GEELY AUTOMOBILE HOLDINGS LT SEDOL 6531827 | 0.01% |
| KOBAYASHI PHARMACEUTICAL CO SEDOL 6149457 | 0.01% |
| NATIONSTAR MTG P/P 144A 06.0000 01/15/2027 | 0.01% |
| NUTRIEN LTD USD 05.2500 01/15/2045 | 0.01% |
| RHB BANK BHD SEDOL 6244675 | 0.01% |
| SCIENTIFIC GAMES P/P 144A 07.0000 05/15/2028 | 0.01% |
| SEAZEN HOLDINGS CO 144A/REGS WARRANT 05/06/2021 | 0.01% |
| THE BANK OF NOVA SCOTIA USD 02.7000 03/07/2022 | 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% |
| APACHE CORP 05.1000 09/01/2040 | 0.01% |
| BERKSHIRE HATHAWAY FIN 04.2500 01/15/2021 | 0.01% |
| CHINA YUHUA EDUCAT SEDOL BYWPGC4 | 0.01% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 ML | 0.01% |
| EUR/GBP CALL 0.91 20200818 BANKAM | 0.01% |
| GFL ENVIRONMENTAL TLB L+300 04.0000 05/31/2025 | 0.01% |
| HM SAMPOERNA TBK PT SEDOL 6404242 | 0.01% |
| MALLINCKRODT FIN/SB P/P 144A 10.0000 04/15/2025 | 0.01% |
| NZD/USD 07/15/2020 UBS | 0.01% |
| OCCIDENTAL PETROLEUM COR 02.9000 08/15/2024 | 0.01% |
| OCCIDENTAL PETROLEUM COR 03.5000 06/15/2025 | 0.01% |
| PETROLEOS MEXICANOS P/P 144A 07.6900 01/23/2050 | 0.01% |
| POWSZECHNY ZAKLAD UBEZPIECZE SEDOL B63DG21 | 0.01% |
| STACR 2019-HQA1 M2 02.5183 02/25/2049 | 0.01% |
| UNITED AIRLINES HOLDINGS INC SEDOL B4QG225 | 0.01% |
| USD/JPY PUT 105.00 20201124 BANKAM | 0.01% |
| USD/JPY PUT 105.00 20201124 GSFX | 0.01% |
| AUD/USD 07/15/2020 WPAC | 0.01% |
| BANCO DE CHILE-ADR SEDOL 2834252 | 0.01% |
| BBVA ARGENTINA SA-ADR SEDOL BKT4TC7 | 0.01% |
| BMW US CAPITAL LLC P/P 144A 03.4000 08/13/2021 | 0.01% |
| CAS 2015-C02 1M2 04.1683 05/25/2025 | 0.01% |
| CHAROEN POKPHAND FOOD-FORGN SEDOL B5L2DG6 | 0.01% |
| CISCO SYSTEMS INC 05.9000 02/15/2039 | 0.01% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.01% |
| ENERGY TRANSFER OPERATNG 06.1250 12/15/2045 | 0.01% |
| GENTING BHD SEDOL B1VXJL8 | 0.01% |
| GRUPO AEROPORTUARIO DEL CENT SEDOL B1KFX13 | 0.01% |
| OCCIDENTAL PETROLEUM COR 06.4500 09/15/2036 | 0.01% |
| TOFAS OTOMOBIL FAB SEDOL B03MY33 | 0.01% |
| VMWARE INC 03.9000 08/21/2027 | 0.01% |
| BANCO SANTANDER-CHILE-ADR SEDOL 2136646 | 0.01% |
| BANK OF MONTREAL USD 03.8030 12/15/2032 | 0.01% |
| BATA INDIA LTD SEDOL BYMFG13 | 0.01% |
| BOMBARDIER INC P/P 144A 07.5000 12/01/2024 | 0.01% |
| CDX CDX.NA.IG.34 100.0 06/20/2025 | 0.01% |
| CLEAR CHANNEL OUTDOOR HOLDIN SEDOL BJHVCH9 | 0.01% |
| CMB CMBX.NA.A.7 2047-01-17 200.0 01/17/2047 JP | 0.01% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.01% |
| FENG TAY ENTERPRISE CO LTD SEDOL 6336055 | 0.01% |
| FORD OTOMOTIV SEDOL B03MSR5 | 0.01% |
| INDOFOOD SUKSES MAKMUR TBK P SEDOL 6283979 | 0.01% |
| KT CORP SEDOL 6505316 | 0.01% |
| MONDELEZ INTERNATIONAL 02.1250 04/13/2023 | 0.01% |
| NZD/USD 07/15/2020 SSBT | 0.01% |
| PETRONAS GAS BHD SEDOL 6703972 | 0.01% |
| SIME DARBY BERHAD SEDOL B29TTR1 | 0.01% |
| VIACOMCBS INC 04.0000 01/15/2026 | 0.01% |
| ZEKELMAN IND INC P/P 144A 09.8750 06/15/2023 | 0.01% |
| ALBERTSONS COS P/P 144A 04.8750 02/15/2030 | 0.01% |
| BOXER PARENT CO INC P/P 144A 07.1250 10/02/2025 | 0.01% |
| CINEMARK USA INC P/P 144A 08.7500 05/01/2025 | 0.01% |
| COMCAST CORP 02.3500 01/15/2027 | 0.01% |
| COMCAST CORP 03.1500 03/01/2026 | 0.01% |
| CROWN CASTLE INTL CORP 04.8750 04/15/2022 | 0.01% |
| DELL INT / EMC P/P 144A 05.8500 07/15/2025 | 0.01% |
| ELDORADO RESORTS INC 06.0000 09/15/2026 | 0.01% |
| ENERGIZER HLDG INC P/P 144A 07.7500 01/15/2027 | 0.01% |
| ENRGY TRANS PT/REG FIN 05.8750 03/01/2022 | 0.01% |
| EOG RESOURCES INC 04.1500 01/15/2026 | 0.01% |
| EUR/USD 06/17/2020 BANKAM | 0.01% |
| GLOBAL PAYMENTS INC 04.0000 06/01/2023 | 0.01% |
| HEALTHPEAK PROPERTIES INC SEDOL BJBLRK3 | 0.01% |
| IMPALA PLATINUM HOLDINGS LTD SEDOL B1FFT76 | 0.01% |
| IOS.FN30.350.12 R USL1M P 01/12/43 BC | 0.01% |
| JAGUAR HL / PPDI P/P 144A 04.6250 06/15/2025 | 0.01% |
| JAGUAR HL / PPDI P/P 144A 05.0000 06/15/2028 | 0.01% |
| JPMORGAN CHASE & CO 06.1000 02/01/2049 | 0.01% |
| NABORS IND LTD P/P 144A 07.2500 01/15/2026 | 0.01% |
| NABORS IND LTD P/P 144A 07.5000 01/15/2028 | 0.01% |
| NETFLIX INC. P/P 144A 04.8750 06/15/2030 | 0.01% |
| NOBLE HLDG INTL LTD P/P 144A 07.8750 02/01/2026 | 0.01% |
| NRG ENERGY INC 06.6250 01/15/2027 | 0.01% |
| NRG ENERGY INC. 07.2500 05/15/2026 | 0.01% |
| POLYONE CORP P/P 144A 05.7500 05/15/2025 | 0.01% |
| PROLOGIS LP 02.2500 04/15/2030 | 0.01% |
| PULTEGROUP INC 05.5000 03/01/2026 | 0.01% |
| RAYTHEON TECH CORP 04.1250 11/16/2028 | 0.01% |
| TENET HEALTHCARE P/P 144A 07.5000 04/01/2025 | 0.01% |
| TRANSDIGM INC P/P 144A 08.0000 12/15/2025 | 0.01% |
| TRONOX INC P/P 144A 06.5000 05/01/2025 | 0.01% |
| WYNN RESORTS FIN LLC P/P 144A 07.7500 04/15/2025 | 0.01% |
| YUM! BRANDS INC P/P 144A 07.7500 04/01/2025 | 0.01% |
| AUD/USD 07/15/2020 TDBK | 0.01% |
| BGC PARTNERS INC 05.1250 05/27/2021 | 0.01% |
| BUCKEYE PARTNERS LP 03.9500 12/01/2026 | 0.01% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CS | 0.01% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CS | 0.01% |
| CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 JP | 0.01% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | 0.01% |
| CREDIT ACCEPTANC P/P 144A 05.1250 12/31/2024 | 0.01% |
| FEDERAL GRID CO UNIFIED ENER SEDOL B39RR67 | 0.01% |
| GENERAL MOTORS FINL CO 04.0000 01/15/2025 | 0.01% |
| MACY'S INC P/P 144A 08.3750 06/15/2025 | 0.01% |
| MICROCHIP TECH INC P/P 144A 04.2500 09/01/2025 | 0.01% |
| NOBLE ENERGY INC 06.0000 03/01/2041 | 0.01% |
| OSHKOSH CORP 03.1000 03/01/2030 | 0.01% |
| OTIS WORLDWIDE CORP P/P 144A 02.5650 02/15/2030 | 0.01% |
| OUTFRONT MEDIA C P/P 144A 04.6250 03/15/2030 | 0.01% |
| PETROBRAS GLOBAL FIN USD 05.2990 01/27/2025 | 0.01% |
| PLDT INC SEDOL BDGN274 | 0.01% |
| POU CHEN SEDOL 6696157 | 0.01% |
| REPUBLIC OF VENEZUELA REGS 08.2500 10/13/2024 | 0.01% |
| SAO MARTINHO SA SEDOL B1P3R43 | 0.01% |
| SM ENERGY CO 06.6250 01/15/2027 | 0.01% |
| SM ENERGY CO 06.7500 09/15/2026 | 0.01% |
| TARGA RES PRTNRS P/P 144A 05.5000 03/01/2030 | 0.01% |
| TECO ELECTRIC & MACHINERY SEDOL 6879851 | 0.01% |
| TITAN ACQ LTD P/P 144A 07.7500 04/15/2026 | 0.01% |
| TRANSDIGM INC 06.5000 05/15/2025 | 0.01% |
| TRONOX FINANCE PLC P/P 144A 05.7500 10/01/2025 | 0.01% |
| VALVOLINE INC P/P 144A 04.3750 08/15/2025 | 0.01% |
| ZAYO GROUP HLDG INC P/P 144A 04.0000 03/01/2027 | 0.01% |
| 0.40 R ISWP FWD US0003M P 06/17/2022 | 0.00% |
| BANK OF CHINA LTD-H SEDOL B154564 | 0.00% |
| CAD/USD 07/15/2020 GSFX | 0.00% |
| CALIFORNIA RESOURC TL L+475 05.7500 12/31/2022 | 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 JP | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 ML | 0.00% |
| COLONY CAPITAL INC SEDOL BG5QFV0 | 0.00% |
| EUR/USD CALL 1.14 20201118 BANKAM | 0.00% |
| EUR/USD CALL 1.14 20201118 GSFX | 0.00% |
| IDR/USD 08/19/2020 BCAP-FX | 0.00% |
| JPY/USD 08/19/2020 GSFX | 0.00% |
| QUALITAS CONTROLADORA SAB CV SEDOL BYMXF65 | 0.00% |
| RUB/USD 09/16/2020 GSFX | 0.00% |
| US BANCORP 02.6250 01/24/2022 | 0.00% |
| ZHEN DING TECHNOLOGY HOLDING SEDOL B734XQ4 | 0.00% |
| CAD/USD 07/15/2020 WPAC | 0.00% |
| EUR/USD 06/17/2020 HSBCB | 0.00% |
| GBP/USD 06/17/2020 GSFX | 0.00% |
| NESTLE (MALAYSIA) BERHAD SEDOL 6629335 | 0.00% |
| NZD/USD 07/15/2020 BCAP-FX | 0.00% |
| OASIS PETROLEUM INC P/P 144A 06.2500 05/01/2026 | 0.00% |
| PETROLEOS DE VEN P/P 144A 06.0000 11/15/2026 | 0.00% |
| REPUBLIC OF VENEZUELA REGS 09.0000 05/07/2023 | 0.00% |
| TRANSOCEAN INC 07.5000 04/15/2031 | 0.00% |
| WESTPORTS HOLDINGS BHD SEDOL BDFM1K8 | 0.00% |
| BANK TABUNGAN PENSIUNAN NASI SEDOL BFNBJ41 | 0.00% |
| BMW US CAPITAL LLC P/P 144A 03.9500 08/14/2028 | 0.00% |
| CHATHAM LODGING TRUST SEDOL B5LYMC1 | 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 CS | 0.00% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 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-.12 2061-08-17 300.0 08/17/2061 CG | 0.00% |
| COMMUNITY HEALTHCARE TRUST I SEDOL BXC87C3 | 0.00% |
| CPURNSA R 1.319 P 05/07/30 | 0.00% |
| GBP/USD 06/17/2020 CSI-FX | 0.00% |
| GBP/USD 06/17/2020 TDBK | 0.00% |
| INCEPTION MRGR/RACK P/P 144A 08.6250 11/15/2024 | 0.00% |
| JPY/USD 08/19/2020 HSBCB | 0.00% |
| MALAYSIA AIRPORTS HLDGS BHD SEDOL 6188193 | 0.00% |
| MANILA ELECTRIC COMPANY SEDOL B247XZ6 | 0.00% |
| NZD/USD 07/15/2020 BANKAM | 0.00% |
| OASIS PETROLEUM INC 06.8750 03/15/2022 | 0.00% |
| PARTY CITY HLDG INC P/P 144A 06.1250 08/15/2023 | 0.00% |
| PROLOGIS LP 02.1250 04/15/2027 | 0.00% |
| ROYAL BANK OF CANADA USD 02.8000 04/29/2022 | 0.00% |
| YDUQS PARTICIPACOES SA SEDOL BJGV3C2 | 0.00% |
| AUD/USD 07/15/2020 BANKAM | 0.00% |
| AUD/USD PUT 0.62 20200715 GSFX | 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.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-.11 2054-11-18 300.0 11/18/2054 CG | 0.00% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 MS | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.00% |
| GBP/USD 06/17/2020 BCAP-FX | 0.00% |
| JPY/USD 08/19/2020 BANKAM | 0.00% |
| NZD/USD 07/15/2020 RBSF | 0.00% |
| NZD/USD 07/15/2020 WPAC | 0.00% |
| RUENTEX DEVELOPMENT CO LTD SEDOL 6748423 | 0.00% |
| TRANSMISSORA ALIANCA DE-UNIT SEDOL B1G8KX7 | 0.00% |
| TWD/USD 08/19/2020 BANKAM | 0.00% |
| ADVANZ PHARMA CORP LTD SEDOL BG0RYR7 | 0.00% |
| ASTRO MALAYSIA SEDOL B7W5GK3 | 0.00% |
| CAD/USD 07/15/2020 RBSF | 0.00% |
| CHF/USD 06/17/2020 JPMCB | 0.00% |
| CHS/COMMUNITY HEALT P/P 144A 08.1250 06/30/2024 | 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.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 CG | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 JP | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 JP | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 JP | 0.00% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 CG | 0.00% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 CG | 0.00% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 CG | 0.00% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 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-.12 2061-08-17 300.0 08/17/2061 CG | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 GS | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 JP | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 MS | 0.00% |
| GLENCORE PLC SEDOL B4T3BW6 | 0.00% |
| JPY/USD 08/19/2020 BCAP-FX | 0.00% |
| JPY/USD 08/19/2020 CITI | 0.00% |
| JPY/USD 08/19/2020 RBSF | 0.00% |
| NZD/USD 07/15/2020 TDBK | 0.00% |
| OASIS PETROLEUM INC CV 02.6250 09/15/2023 | 0.00% |
| USD/JPY PUT 106.00 20200701 BANKAM | 0.00% |
| 0.6425 R ISWP US0003M P 05/14/2030 | 0.00% |
| CAD/USD 07/15/2020 JPMCB | 0.00% |
| CALIFORNIA RESOURCES P/P 144A 08.0000 12/15/2022 | 0.00% |
| CMB CMBX.NA.A.7 2047-01-17 200.0 01/17/2047 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% |
| DKK/USD 06/17/2020 CITI | 0.00% |
| EUR/CHF PUT 1.00 20200615 GSFX | 0.00% |
| EUR/CHF PUT 1.03 20200615 GSFX | 0.00% |
| EUR/USD 06/17/2020 SSBT | 0.00% |
| GBP/USD 06/17/2020 RBSF | 0.00% |
| GBP/USD 06/17/2020 UBS | 0.00% |
| GBP/USD 06/17/2020 WPAC | 0.00% |
| GLOW ENERGY PCL - FOREIGN SEDOL B074GX9 | 0.00% |
| HKD/USD 08/19/2020 BANKAM | 0.00% |
| HKD/USD 08/19/2020 BCAP-FX | 0.00% |
| HKD/USD 08/19/2020 HSBCB | 0.00% |
| HKD/USD 08/19/2020 SSBT | 0.00% |
| HKD/USD 08/19/2020 TDBK | 0.00% |
| HKD/USD 08/19/2020 UBS | 0.00% |
| ILS/USD 07/15/2020 SSBT | 0.00% |
| INR/USD 08/19/2020 HSBCB | 0.00% |
| JPY/USD 08/19/2020 SSBT | 0.00% |
| NZD/USD 07/15/2020 CSI-FX | 0.00% |
| NZD/USD 07/15/2020 JPMCB | 0.00% |
| TERVITA CORP SEDOL BD1DCC4 | 0.00% |
| USD/CHF PUT 0.91 20200605 CITI | 0.00% |
| USD/CHF PUT 0.94 20200605 GSFX | 0.00% |
| USD/JPY PUT 102.00 20200701 BANKAM | 0.00% |
| CAD/USD 07/15/2020 CITI | -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 CS | -0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 CG | -0.00% |
| CNH/USD 08/19/2020 HSBCB | -0.00% |
| GBP/USD 06/17/2020 HSBCB | -0.00% |
| JPY/USD 08/19/2020 UBS | -0.00% |
| NZD/USD 07/15/2020 HSBCB | -0.00% |
| AUD/USD 07/15/2020 CSI-FX | -0.00% |
| AUD/USD 07/15/2020 JPMCB | -0.00% |
| CAD/USD 07/15/2020 CSI-FX | -0.00% |
| CAD/USD 07/15/2020 TDBK | -0.00% |
| CAD/USD 07/15/2020 UBS | -0.00% |
| CMB CMBX.NA.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-.6 2063-05-11 300.0 05/11/2063 ML | -0.00% |
| EUR/USD 06/17/2020 WPAC | -0.00% |
| JPY/USD 08/19/2020 WPAC | -0.00% |
| 0.65 R ISWP FWD US0003M P 06/17/2025 | -0.00% |
| CAD/USD 07/15/2020 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.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% |
| EUR/GBP CALL 0.94 20200803 UBS | -0.00% |
| EUR/GBP CALL 0.95 20200818 BANKAM | -0.00% |
| EUR/USD 06/17/2020 CITI | -0.00% |
| EUR/USD 06/17/2020 GSFX | -0.00% |
| SGD/USD 08/19/2020 JPMCB | -0.00% |
| 0.90 R ISWP FWD US0003M P 06/17/2050 | -0.00% |
| CHF/USD 06/17/2020 GSFX | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.A.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% |
| 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 06/17/2020 CSI-FX | -0.00% |
| EUR/USD 06/17/2020 RBSF | -0.00% |
| EUR/USD 06/17/2020 TDBK | -0.00% |
| NZD/USD 07/15/2020 CITI | -0.00% |
| USD/JPY PUT 100.00 20201124 BANKAM | -0.00% |
| USD/JPY PUT 100.00 20201124 GSFX | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS | -0.00% |
| EUR/USD 06/17/2020 BCAP-FX | -0.00% |
| CAD/USD 07/15/2020 BANKAM | -0.01% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.01% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 JP | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% |
| AUD/USD 07/15/2020 CITI | -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% |
| NZD/USD 07/15/2020 GSFX | -0.01% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 MS | -0.01% |
| AUD/USD 07/15/2020 SSBT | -0.01% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 MS | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% |
| GBP/USD 06/17/2020 JPMCB | -0.01% |
| AUD/USD 07/15/2020 UBS | -0.01% |
| CAD/USD 07/15/2020 SSBT | -0.01% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.01% |
| EUR/USD 06/17/2020 UBS | -0.01% |
| GBP/USD 06/17/2020 CITI | -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% |
| 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 | -0.02% |
| JPY/USD 08/19/2020 JPMCB | -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% |
| RU10INTR P US0003M R 11/25/20 CI | -0.02% |
| NOK/USD 06/17/2020 SSBT | -0.03% |
| CPURNSA R 1.675 P 03/06/30 | -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% |
| CPURNSA R 1.765 P 10/01/29 | -0.04% |
| NOK/USD 06/17/2020 JPMCB | -0.05% |
| CPURNSA R 2.308 P 12/05/26 | -0.06% |
| CPURNSA R 1.79 P 09/09/29 | -0.07% |
| EUR/USD 06/17/2020 JPMCB | -0.08% |
| CPURNSA R 1.858 P 04/07/26 | -0.08% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 JP | -0.10% |
| CPURNSA R 1.92 P 08/07/25 | -0.11% |
| CPURNSA R 2.138 P 03/07/29 | -0.12% |
| CPURNSA R 2.099 P 02/07/29 | -0.15% |
| CPURNSA R 2.1438 P 11/07/27 | -0.16% |
| CPURNSA R 1.875 P 07/08/29 | -0.16% |
| CPURNSA R 2.3075 P 04/06/28 | -0.20% |
| IOS.FN30.400.10 P USL1M R 01/12/41 JP | -0.21% |
| CPURNSA R 2.3875 P 07/09/28 | -0.26% |
| CDX CDX.EM.33 100.0 06/20/2025 | -0.54% |
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| LOEWS CORP SEDOL 2523022 | 0.16% |
| DUKE REALTY CORP SEDOL 2284084 | 0.16% |
| DELTA AIR LINES INC SEDOL B1W9D46 | 0.15% |
| TOTAL CAPITAL INTL SA USD 02.7500 06/19/2021 | 0.15% |
| AMDOCS LTD SEDOL 2256908 | 0.15% |
| MICROSOFT CORP 03.7000 08/08/2046 | 0.15% |
| SIRIUS XM RADIO INC P/P 144A 05.0000 08/01/2027 | 0.15% |
| VERIZON COMM 04.3290 09/21/2028 | 0.15% |
| SONY CORP SEDOL 6821506 | 0.15% |
| CSC HOLDINGS LLC 05.2500 06/01/2024 | 0.15% |
| AVALONBAY COMMUNITIES INC SEDOL 2131179 | 0.15% |
| ALLIANZ SE-REG SEDOL 5231485 | 0.14% |
| EQUITY LIFESTYLE PROPERTIES SEDOL 2563125 | 0.14% |
| GOLDMAN SACHS GROUP INC 02.6000 12/27/2020 | 0.14% |
| UNITED MEXICAN STATES USD 05.5500 01/21/2045 | 0.14% |
| GENPACT LTD SEDOL B23DBK6 | 0.14% |
| L OREAL SEDOL 4057808 | 0.14% |
| LAMB WESTON HOLDINGS P/P 144A 04.8750 11/01/2026 | 0.14% |
| VIDEOTRON LTD / LTEE P/P 144A 05.1250 04/15/2027 | 0.14% |
| CSC HOLDINGS LLC 06.7500 11/15/2021 | 0.13% |
| DOMINICAN REPUBLIC REGS 05.9500 01/25/2027 | 0.13% |
| LEVEL 3 FIN INC P/P 144A 04.6250 09/15/2027 | 0.13% |
| ABBVIE INC SEDOL B92SR70 | 0.13% |
| AMERICAN HOME 4 RENT SEDOL BCF5RR9 | 0.13% |
| DEUTSCHE TELEKOM AG-REG SEDOL 5842359 | 0.13% |
| CHEMED CORP SEDOL 2190084 | 0.13% |
| FEDERATIVE REP OF BRAZIL USD 05.6250 01/07/2041 | 0.13% |
| DEUTSCHE POST AG-REG SEDOL 4617859 | 0.13% |
| CHEVRON CORP | 0.13% |
| PUBLIC STORAGE SEDOL 2852533 | 0.12% |
| DBUBS 2011-LC3A D P/P 144A 05.5124 08/10/2044 | 0.12% |
| ENEL SPA SEDOL 7144569 | 0.12% |
| SPRINT CORP 07.8750 09/15/2023 | 0.12% |
| KLA CORP SEDOL 2480138 | 0.12% |
| ABBVIE INC P/P 144A 03.2000 11/21/2029 | 0.12% |
| CIT GROUP INC. 05.2500 03/07/2025 | 0.12% |
| CSMC 2016-NXSR C 04.5041 12/15/2049 | 0.12% |
| MORGAN STANLEY 03.6250 01/20/2027 | 0.12% |
| GOLDMAN SACHS GROUP INC 03.8500 01/26/2027 | 0.12% |
| JPMBB 2014-C22 C 04.7058 09/15/2047 | 0.12% |
| MSC 2012-C4 C P/P 144A 05.5997 03/15/2045 | 0.12% |
| OCCIDENTAL PETROLEUM CORP SEDOL 2655408 | 0.12% |
| PAYCHEX INC SEDOL 2674458 | 0.12% |
| STANDARD IND INC P/P 144A 05.0000 02/15/2027 | 0.12% |
| KDDI CORP SEDOL 6248990 | 0.12% |
| TEMPO ACQ LLC/FI P/P 144A 06.7500 06/01/2025 | 0.12% |
| JPMBB 2014-C22 XA IO 00.9861 09/15/2047 | 0.12% |
| ESSEX PROPERTY TRUST INC SEDOL 2316619 | 0.12% |
| GILEAD SCIENCES INC SEDOL 2369174 | 0.12% |
| HEICO CORP SEDOL 2419217 | 0.12% |
| IVORY COAST REGS 05.2500 03/22/2030 | 0.12% |
| NEWMARKET CORP SEDOL B01CGF1 | 0.12% |
| SANDVIK AB SEDOL B1VQ252 | 0.12% |
| HERMES INTERNATIONAL SEDOL 5253973 | 0.11% |
| INTERPUBLIC GROUP COS 04.6500 10/01/2028 | 0.11% |
| KERING SEDOL 5505072 | 0.11% |
| PING AN INSURANCE GROUP CO-H SEDOL B01FLR7 | 0.11% |
| CISCO SYSTEMS INC 02.2000 02/28/2021 | 0.11% |
| INTL FLAVOR & FRAGRANCES 03.4000 09/25/2020 | 0.11% |
| ASTELLAS PHARMA INC SEDOL 6985383 | 0.11% |
| SPY 20210319 P 195.00JPMCB | 0.11% |
| SUMITOMO MITSUI FINANCIAL GR SEDOL 6563024 | 0.11% |
| MICROSOFT CORP 01.5500 08/08/2021 | 0.11% |
| NINTENDO CO LTD SEDOL 6639550 | 0.11% |
| NOVELIS CORP P/P 144A 05.8750 09/30/2026 | 0.11% |
| PARTNERS GROUP HOLDING AG SEDOL B119QG0 | 0.11% |
| SPST 2019-7 A 01.6285 09/24/2020 | 0.11% |
| T-MOBILE USA INC P/P 144A 03.7500 04/15/2027 | 0.11% |
| ESSITY AKTIEBOLAG-B SEDOL BF1K7P7 | 0.11% |
| HOYA CORP SEDOL 6441506 | 0.11% |
| INDUSTRIA DE DISENO TEXTIL SEDOL BP9DL90 | 0.11% |
| RIO TINTO PLC SEDOL 0718875 | 0.11% |
| WOLTERS KLUWER SEDOL 5671519 | 0.11% |
| ALLISON TRANSMISSION HOLDING SEDOL B4PZ892 | 0.10% |
| TPAT 2018-SL1 A P/P 144A 02.2268 01/25/2046 | 0.10% |
| ERAC USA FINANCE LLC P/P 144A 07.0000 10/15/2037 | 0.10% |
| SPST 2019-11 A 01.3198 10/24/2020 | 0.10% |
| T-MOBILE USA INC 04.7500 02/01/2028 | 0.10% |
| FERGUSON PLC SEDOL BJVNSS4 | 0.10% |
| ITOCHU CORP SEDOL 6467803 | 0.10% |
| AXALTA COATING SYSTEMS LTD SEDOL BSFWCF5 | 0.10% |
| DAIKIN INDUSTRIES LTD SEDOL 6250724 | 0.10% |
| EXTRA SPACE STORAGE INC SEDOL B02HWR9 | 0.10% |
| MITSUBISHI UFJ FIN GRP USD 03.5350 07/26/2021 | 0.10% |
| UDR INC SEDOL 2727910 | 0.10% |
| US FOODS HOLDING CORP SEDOL BYVFC94 | 0.10% |
| AT&T INC. 03.8000 02/15/2027 | 0.10% |
| MSRR 2015-R4 CB1 01.7716 08/26/2047 | 0.10% |
| RELIANCE STEEL & ALUMINUM SEDOL 2729068 | 0.10% |
| SHIONOGI & CO LTD SEDOL 6804682 | 0.10% |
| LEGAL & GENERAL GROUP PLC SEDOL 0560399 | 0.10% |
| HITACHI LTD SEDOL 6429104 | 0.10% |
| STARWOOD PROPERTY TRUST INC SEDOL B3PQ520 | 0.10% |
| FNMA FN40 BF0171 UMBS 04.0000 01/01/2057 | 0.10% |
| UNITEDHEALTH GROUP INC 03.8500 06/15/2028 | 0.10% |
| ANGLO AMER PLC SEDOL B1XZS82 | 0.10% |
| HILTON WORLDWIDE FIN LLC 04.8750 04/01/2027 | 0.10% |
| INFOSYS LTD SEDOL 6205122 | 0.10% |
| KONINKLIJKE AHOLD DELHAIZE N SEDOL BD0Q398 | 0.10% |
| MCDONALD'S CORP SEDOL 2550707 | 0.10% |
| SPST 2020-2 A 01.3173 03/26/2021 | 0.10% |
| DISH DBS CORP 05.8750 11/15/2024 | 0.09% |
| ENERGY TRANSFER OPERATNG 06.6250 02/15/2028 | 0.09% |
| NEW RESIDENTIAL INVESTMENT SEDOL BRJ9GW0 | 0.09% |
| DXC TECHNOLOGY CO SEDOL BYXD7B3 | 0.09% |
| WESFARMERS LTD SEDOL 6948836 | 0.09% |
| AMAZON.COM INC 03.3000 12/05/2021 | 0.09% |
| BNP PARIBAS SEDOL 7309681 | 0.09% |
| CARLSBERG AS-B SEDOL 4169219 | 0.09% |
| WH GROUP LTD SEDOL BLLHKZ1 | 0.09% |
| COMCAST CORP 06.5000 11/15/2035 | 0.09% |
| FIRSTENERGY TRANSMIS P/P 144A 05.4500 07/15/2044 | 0.09% |
| ORACLE CORP 02.6500 07/15/2026 | 0.09% |
| WAMU 2005-AR12 1A8 03.8589 10/25/2035 | 0.09% |
| NAVISTAR INTL TLB L+350 04.2200 11/06/2024 | 0.09% |
| SHIN-ETSU CHEMICAL CO LTD SEDOL 6804585 | 0.09% |
| SIMON PROPERTY GROUP INC SEDOL 2812452 | 0.09% |
| ACCENTURE PLC-CL A SEDOL B4BNMY3 | 0.08% |
| ANHUI CONCH CEMENT CO LTD-H SEDOL 6080396 | 0.08% |
| APPLE INC 03.8500 05/04/2043 | 0.08% |
| BAUSCH HLTH COS INC P/P 144A 06.1250 04/15/2025 | 0.08% |
| EASTERLY GOVERNMENT PROPERTI SEDOL BVSS693 | 0.08% |
| MID-AMERICA APARTMENT COMM SEDOL 2589132 | 0.08% |
| SALESFORCE.COM INC 03.7000 04/11/2028 | 0.08% |
| CHENIERE CORP CHRIST 05.1250 06/30/2027 | 0.08% |
| HCA INC. 05.3750 09/01/2026 | 0.08% |
| HESS MIDSTREAM P P/P 144A 05.6250 02/15/2026 | 0.08% |
| SAIL 2004-10 A10 01.3873 11/25/2034 | 0.08% |
| VERTIV TLB L+300 04.6550 03/02/2027 | 0.08% |
| BANCO BILBAO VIZCAYA ARGENTA SEDOL 5501906 | 0.08% |
| HOST HOTELS & RESORTS INC SEDOL 2567503 | 0.08% |
| JPY/USD 05/20/2020 JPMCB | 0.08% |
| COVESTRO AG SEDOL BYTBWY9 | 0.08% |
| PULTEGROUP INC. 07.8750 06/15/2032 | 0.08% |
| TENET HEALTHCARE P/P 144A 04.8750 01/01/2026 | 0.08% |
| THERMO FISHER SCIENTIFIC INC SEDOL 2886907 | 0.08% |
| ZIMMER BIOMET HOLDINGS INC SEDOL 2783815 | 0.08% |
| CK ASSET HOLDINGS LTD SEDOL BYZQ077 | 0.08% |
| EQUITY COMMONWEALTH SEDOL BPH3N63 | 0.08% |
| SKANDINAVISKA ENSKILDA BAN-A SEDOL 4813345 | 0.08% |
| AVIVA PLC SEDOL 0216238 | 0.08% |
| BRAND ENERGY TL L+425 05.4549 06/21/2024 | 0.08% |
| CHS/COMMUNITY HEALTH SYS 06.2500 03/31/2023 | 0.08% |
| UNITED MEXICAN STATES USD 04.0000 10/02/2023 | 0.08% |
| AMER TRANS SYST P/P 144A 05.0000 09/01/2044 | 0.08% |
| NRG ENERGY INC P/P 144A 04.4500 06/15/2029 | 0.08% |
| SINO BIOPHARMACEUTICAL SEDOL B00XSF9 | 0.08% |
| SPRINT CAPITAL CORPORATION 06.8750 11/15/2028 | 0.08% |
| STEVENS HLDG CO INC P/P 144A 06.1250 10/01/2026 | 0.08% |
| ALLERGAN PLC SEDOL BY9D546 | 0.08% |
| AT&T INC 04.1000 02/15/2028 | 0.08% |
| PETROLEOS MEXICANOS P/P 144A 05.9500 01/28/2031 | 0.08% |
| SPST 2019-3 A 01.6285 06/24/2020 | 0.08% |
| AMERICOLD REALTY TRUST SEDOL B3SKZK7 | 0.08% |
| LPL HOLDINGS INC P/P 144A 05.7500 09/15/2025 | 0.08% |
| BANFF MERGER SUB INC P/P 144A 09.7500 09/01/2026 | 0.08% |
| COMPASS GROUP PLC SEDOL BD6K457 | 0.08% |
| BOSTON PROPERTIES INC SEDOL 2019479 | 0.07% |
| BRIGHT HORIZONS FAMILY SOLUT SEDOL B7MJWP2 | 0.07% |
| HEALTHCARE REALTY TRUST INC SEDOL 2417921 | 0.07% |
| BRITISH AMERICAN TOBACCO PLC SEDOL 0287580 | 0.07% |
| FAIRFAX FINL HLDGS USD 04.8500 04/17/2028 | 0.07% |
| NIPPON TELEGRAPH & TELEPHONE SEDOL 6641373 | 0.07% |
| VOLKSWAGEN AG PFD SEDOL 5497168 | 0.07% |
| AMAZON.COM INC 03.1500 08/22/2027 | 0.07% |
| DEUTSCHE BOERSE AG SEDOL 7021963 | 0.07% |
| HCA INC 05.2500 06/15/2026 | 0.07% |
| NOVARTIS CAPITAL CORP 04.0000 11/20/2045 | 0.07% |
| ONCOR ELECTRIC DELIV 03.7500 04/01/2045 | 0.07% |
| PEUGEOT SA SEDOL 7103526 | 0.07% |
| BOISE CASCADE CO P/P 144A 05.6250 09/01/2024 | 0.07% |
| CENTENE CORP P/P 144A 04.6250 12/15/2029 | 0.07% |
| SANY HEAVY INDUSTRY CO LTD 144A REGS WARRANT 12/21/2020 | 0.07% |
| USI INC/NY P/P 144A 06.8750 05/01/2025 | 0.07% |
| AMERICAN FINANCIAL GROUP INC SEDOL 2134532 | 0.07% |
| CITIGROUP INC 02.6500 10/26/2020 | 0.07% |
| ECOLAB INC 02.7000 11/01/2026 | 0.07% |
| LIFE STORAGE INC SEDOL BDCSFJ6 | 0.07% |
| SHENZHEN MINDRAY BIO-MEDICAL ELEC CO LTD 144A/REGS | 0.07% |
| WOOLWORTHS GROUP LTD SEDOL 6981239 | 0.07% |
| AMGEN INC 02.6000 08/19/2026 | 0.07% |
| CHARTER COMM OPT LLC 06.4840 10/23/2045 | 0.07% |
| CORPORATE OFFICE PROPERTIES SEDOL 2756152 | 0.07% |
| GLAXOSMITHKLINE PLC SEDOL 0925288 | 0.07% |
| KWEICHOW MOUTAI CO LTD-A 144A/REGS WARRANT 08/07/2020 | 0.07% |
| TRANSDIGM INC. P/P 144A 06.2500 03/15/2026 | 0.07% |
| HP INC SEDOL BYX4D52 | 0.07% |
| ORACLE CORP 02.5000 05/15/2022 | 0.07% |
| ORIX CORP SEDOL 6661144 | 0.07% |
| REINSURANCE GROUP OF AMERICA SEDOL 2731193 | 0.07% |
| SWISS RE TREAS P/P 144A 04.2500 12/06/2042 | 0.07% |
| WFRBS 2013-UBS1 AS 04.3060 03/15/2046 | 0.07% |
| AMERICAN CAMPUS COMMUNITIES SEDOL B02H871 | 0.07% |
| BANK OF AMERICA CORP 06.1000 12/29/2049 | 0.07% |
| BIG RVR STL/FIN P/P 144A 07.2500 09/01/2025 | 0.07% |
| BMC EAST LLC P/P 144A 05.5000 10/01/2024 | 0.07% |
| CF INDUSTRIES INC P/P 144A 04.5000 12/01/2026 | 0.07% |
| NRG P/P 144A 03.7500 06/15/2024 | 0.07% |
| WELLS FARGO & COMPANY 02.6000 07/22/2020 | 0.07% |
| AGREE REALTY CORP SEDOL 2062161 | 0.07% |
| APPLE INC 02.8500 05/06/2021 | 0.07% |
| CRC ESCROW ISSUER LL P/P 144A 05.2500 10/15/2025 | 0.07% |
| HONEYWELL INTL 03.8120 11/21/2047 | 0.07% |
| JPMORGAN CHASE & CO 02.6918 05/15/2047 | 0.07% |
| PHYSICIANS REALTY TRUST SEDOL BC9S149 | 0.07% |
| SHANGHAI PUDONG DEV BANK 144A/REGS WARRANT | 0.07% |
| SS&C TECH INC P/P 144A 05.5000 09/30/2027 | 0.07% |
| 1011778 BC / NEW RED P/P 144A 05.0000 10/15/2025 | 0.06% |
| ASSOCIATED BRITISH FOODS PLC SEDOL 0673123 | 0.06% |
| BERRY GLOBAL INC 05.1250 07/15/2023 | 0.06% |
| BROADCOM CRP / CAYM 03.5000 01/15/2028 | 0.06% |
| INGERSOLL-RAND INC SEDOL BL5GZ82 | 0.06% |
| TATA CONSULTANCY SVS LTD SEDOL B01NPJ1 | 0.06% |
| TENET HEALTHCARE CORP 08.1250 04/01/2022 | 0.06% |
| BANK OF SHANGHAI 144A/REGS WARRANT 12/02/2020 | 0.06% |
| BROADRIDGE FINANCIAL SOLUTIO SEDOL B1VP7R6 | 0.06% |
| MORGAN STANLEY 04.3750 01/22/2047 | 0.06% |
| VERTEX PHARMACEUTICALS INC SEDOL 2931034 | 0.06% |
| AURIZON HOLDINGS LTD SEDOL B87CVM3 | 0.06% |
| BAUSCH HLTH AMERICAS P/P 144A 08.5000 01/31/2027 | 0.06% |
| COMM 2014-LC15 XA IO 01.2602 04/10/2047 | 0.06% |
| DIGITAL REALTY TRUST LP 04.4500 07/15/2028 | 0.06% |
| GNR 2013-99 AS IO 05.3318 06/20/2043 | 0.06% |
| MMC NORILSK NICKEL PJSC-ADR SEDOL BYSW6D0 | 0.06% |
| RBS GLOBAL/REXNO P/P 144A 04.8750 12/15/2025 | 0.06% |
| ADVANCED INFO SERVICE-FOR RG SEDOL 6412591 | 0.06% |
| BANK OF MONTREAL USD 03.1000 04/13/2021 | 0.06% |
| CHINA MOBILE LTD SEDOL 6073556 | 0.06% |
| CRH PLC SEDOL 4182249 | 0.06% |
| FAURECIA SEDOL 4400446 | 0.06% |
| GCP APPLIED TECH P/P 144A 05.5000 04/15/2026 | 0.06% |
| GOLDMAN SACHS GROUP INC 05.7500 01/24/2022 | 0.06% |
| GREE ELECTRIC 144A/REGS WARRANT 8/24/2020 | 0.06% |
| IND & COMM BK OF CHINA-H SEDOL B1G1QD8 | 0.06% |
| MICROCHIP TECH INC 04.3330 06/01/2023 | 0.06% |
| REFINITIV US HLDG P/P 144A 06.2500 05/15/2026 | 0.06% |
| STMICROELECTRONICS NV SEDOL 5962332 | 0.06% |
| VEREIT INC SEDOL BYVVTJ1 | 0.06% |
| AMERICAN TOWER CORPORATION 02.7500 01/15/2027 | 0.06% |
| BRISTOL-MYERS P/P 144A 03.2500 08/15/2022 | 0.06% |
| ECOLAB INC 04.3500 12/08/2021 | 0.06% |
| GFL ENVIRONMENTAL P/P 144A 07.0000 06/01/2026 | 0.06% |
| MEREDITH CORP 06.8750 02/01/2026 | 0.06% |
| NATIONAL RETAIL PROPERTIES SEDOL 2211811 | 0.06% |
| PETROBRAS GLOBAL FINANCE USD 07.3750 01/17/2027 | 0.06% |
| SMURFIT KAPPA TREASURY USD 07.5000 11/20/2025 | 0.06% |
| ENTERPRISE PRODUCTS OPER 04.2500 02/15/2048 | 0.06% |
| AT&T INC SEDOL 2831811 | 0.06% |
| CAS 2016-C04 1M2 04.7373 01/25/2029 | 0.06% |
| CF INDUSTRIES INC 04.9500 06/01/2043 | 0.06% |
| CVS HEALTH CORP 03.7000 03/09/2023 | 0.06% |
| E.ON SE SEDOL 4942904 | 0.06% |
| GOLDMAN SACHS GROUP INC 02.6000 02/07/2030 | 0.06% |
| HYUNDAI MOBIS CO LTD SEDOL 6449544 | 0.06% |
| TREASURY BILL 00.0000 09/03/2020 | 0.06% |
| CITIGROUP INC 03.6680 07/24/2028 | 0.06% |
| CREDIT AGRICOLE SA SEDOL 7262610 | 0.06% |
| ENDEAVOR ENERGY P/P 144A 05.7500 01/30/2028 | 0.06% |
| HINDUSTAN UNILEVER LTD SEDOL 6261674 | 0.06% |
| SILGAN HOLDINGS INC SEDOL 2809324 | 0.06% |
| TOSHIBA CORP SEDOL 6897217 | 0.06% |
| AMGEN INC 04.6630 06/15/2051 | 0.06% |
| ASCEND LEARNING LLC P/P 144A 06.8750 08/01/2025 | 0.06% |
| BB SEGURIDADE PARTICIPACOES SEDOL B9N3SQ0 | 0.06% |
| CARRIAGE SVCS INC P/P 144A 06.6250 06/01/2026 | 0.06% |
| GSMS 2014-GC22 XA IO 01.1403 06/10/2047 | 0.06% |
| INGEVITY CORP P/P 144A 04.5000 02/01/2026 | 0.06% |
| KIA MOTORS CORP SEDOL 6490928 | 0.06% |
| KINDER MORGAN INC 03.1500 01/15/2023 | 0.06% |
| TENET HEALTHCARE COR P/P 144A 05.1250 11/01/2027 | 0.06% |
| TOPBUILD CORP P/P 144A 05.6250 05/01/2026 | 0.06% |
| WASTE PRO USA INC P/P 144A 05.5000 02/15/2026 | 0.06% |
| 3I GROUP PLC SEDOL B1YW440 | 0.06% |
| BHP GROUP PLC SEDOL BH0P3Z9 | 0.06% |
| CANTOR FITZGERALD LP P/P 144A 06.5000 06/17/2022 | 0.06% |
| DIGITAL REALTY TRUST INC SEDOL B03GQS4 | 0.06% |
| FAIRFAX US INC P/P 144A 04.8750 08/13/2024 | 0.06% |
| LEGRAND SA SEDOL B11ZRK9 | 0.06% |
| PETROBRAS GLOBAL FIN USD 05.9990 01/27/2028 | 0.06% |
| PLANTRONICS INC P/P 144A 05.5000 05/31/2023 | 0.06% |
| UBSBB 2012-C2 D P/P 144A 05.0464 05/10/2063 | 0.06% |
| BANK OF AMERICA CORP 03.2480 10/21/2027 | 0.06% |
| COMMONWEALTH BK AUST P/P 144A 03.1500 09/19/2027 | 0.06% |
| HUSKY TLB L+300 04.4501 03/28/2025 | 0.06% |
| SHELL INTERNATIONAL FIN USD 02.8750 05/10/2026 | 0.06% |
| T-MOBILE USA INC 05.3750 04/15/2027 | 0.06% |
| TOKYO ELECTRON LTD SEDOL 6895675 | 0.06% |
| AMERICAN INTL GROUP 08.1750 05/15/2058 | 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% |
| CENTERPOINT ENERGY INC SEDOL 2440637 | 0.05% |
| COMM 2014-UBS6 C 04.5951 12/10/2047 | 0.05% |
| GALAPAGOS NV SEDOL B07Q2V5 | 0.05% |
| MATCH GROUP INC P/P 144A 05.0000 12/15/2027 | 0.05% |
| PARAMOUNT GROUP INC SEDOL BSL7HC6 | 0.05% |
| SPRINT CORP 07.2500 09/15/2021 | 0.05% |
| YUM CHINA HOLDINGS INC SEDOL BYW4289 | 0.05% |
| ACS ACTIVIDADES SEDOL B01FLQ6 | 0.05% |
| BRAMBLES LTD SEDOL B1FJ0C0 | 0.05% |
| COMM 2014-UBS6 XA IO 01.0393 12/10/2047 | 0.05% |
| GLENCORE FUNDING LLC P/P 144A 04.0000 04/16/2025 | 0.05% |
| GREAT LAKES D&D 08.0000 05/15/2022 | 0.05% |
| NATL HEALTH INVESTORS INC SEDOL 2626125 | 0.05% |
| NOMURA RESEARCH INSTITUTE LT SEDOL 6390921 | 0.05% |
| TREASURY BILL 00.0000 06/04/2020 | 0.05% |
| TREASURY BILL 00.0000 07/16/2020 | 0.05% |
| AENA SME SA SEDOL BVRZ8L1 | 0.05% |
| AIR LEASE CORP 04.6250 10/01/2028 | 0.05% |
| BANK OF NOVA SCOTIA USD 02.0000 11/15/2022 | 0.05% |
| GRAY TELEVISION INC P/P 144A 07.0000 05/15/2027 | 0.05% |
| IHEARTCOMMUNICATIONS INC 08.3750 05/01/2027 | 0.05% |
| OTSUKA CORP SEDOL 6267058 | 0.05% |
| STANDARD IND INC P/P 144A 05.3750 11/15/2024 | 0.05% |
| ARKEMA SEDOL B0Z5YZ2 | 0.05% |
| BANK LEUMI LE-ISRAEL SEDOL 6076425 | 0.05% |
| CHIMERA INVESTMENT CORP SEDOL BVZCNC0 | 0.05% |
| HUB INTL LTD P/P 144A 07.0000 05/01/2026 | 0.05% |
| MGIC INVESTMENT CORP SEDOL 2548616 | 0.05% |
| MSBAM 2014-C17 C 04.6566 08/15/2047 | 0.05% |
| NIELSEN FIN LLC/CO P/P 144A 05.0000 04/15/2022 | 0.05% |
| OMNICOM GP/OMNICOM CAP 03.6000 04/15/2026 | 0.05% |
| STAPLES INC P/P 144A 07.5000 04/15/2026 | 0.05% |
| STORE CAPITAL CORP SEDOL BSKRKJ5 | 0.05% |
| UNIVAR SOLUTIONS P/P 144A 05.1250 12/01/2027 | 0.05% |
| WELLTOWER INC SEDOL BYVYHH4 | 0.05% |
| ASTRAZENECA PLC SEDOL 0989529 | 0.05% |
| BWAY HOLDING CO P/P 144A 07.2500 04/15/2025 | 0.05% |
| CITIGROUP INC 04.6000 03/09/2026 | 0.05% |
| CITY OFFICE REIT INC SEDOL BL25F37 | 0.05% |
| DOW CHEMICAL CO/THE 03.5000 10/01/2024 | 0.05% |
| GOODMAN GROUP SEDOL B03FYZ4 | 0.05% |
| NEXON CO LTD SEDOL B63QM77 | 0.05% |
| NIELSEN CO LUXEM P/P 144A 05.0000 02/01/2025 | 0.05% |
| WATCO COS LLC/FI P/P 144A 06.3750 04/01/2023 | 0.05% |
| WERNER FINCO LP/INC P/P 144A 08.7500 07/15/2025 | 0.05% |
| ALBERTSONS COS LLC P/P 144A 07.5000 03/15/2026 | 0.05% |
| CMLTI 2005-2 1A2A 04.3008 05/25/2035 | 0.05% |
| INTELSAT JACKSON HLD P/P 144A 09.7500 07/15/2025 | 0.05% |
| KT&G CORP SEDOL 6175076 | 0.05% |
| NEXSTAR ESCROW P/P 144A 05.6250 07/15/2027 | 0.05% |
| NTT DOCOMO INC SEDOL 6129277 | 0.05% |
| RITE AID CORP P/P 144A 06.1250 04/01/2023 | 0.05% |
| SCIENTIFIC GAMES P/P 144A 08.2500 03/15/2026 | 0.05% |
| STARWOOD PROP TR 04.7500 03/15/2025 | 0.05% |
| TTM TECHNOLOGIES INC P/P 144A 05.6250 10/01/2025 | 0.05% |
| WFCM 2013-LC12 C 04.4120 07/15/2046 | 0.05% |
| ALLISON TRANSMISSION P/P 144A 04.7500 10/01/2027 | 0.05% |
| CHAILEASE HOLDING CO LTD SEDOL B58J1S8 | 0.05% |
| CONCHO RESOURCES INC 03.7500 10/01/2027 | 0.05% |
| LIONS GATE CAP HOLD P/P 144A 05.8750 11/01/2024 | 0.05% |
| NETFLIX INC 04.8750 04/15/2028 | 0.05% |
| TERRIER MEDIA BU P/P 144A 08.8750 12/15/2027 | 0.05% |
| ADECCO GROUP AG-REG SEDOL 7110720 | 0.05% |
| AES CORP/THE 05.1250 09/01/2027 | 0.05% |
| ALLEGHENY TECHNOLOGIES INC 07.8750 08/15/2023 | 0.05% |
| ASML HOLDING NV SEDOL B929F46 | 0.05% |
| BRIXMOR PROPERTY GROUP INC SEDOL BFTDJL8 | 0.05% |
| CITIGROUP INC 04.5000 01/14/2022 | 0.05% |
| FISERV INC 04.2000 10/01/2028 | 0.05% |
| ITOCHU TECHNO-SOLUTIONS CORP SEDOL 6200194 | 0.05% |
| LTC PROPERTIES INC SEDOL 2498788 | 0.05% |
| WFRBS 2013-C16 AS 04.6680 09/15/2046 | 0.05% |
| AIR LEASE CORP 03.2500 10/01/2029 | 0.05% |
| AMERICAN EXPRESS COMPANY 02.6500 12/02/2022 | 0.05% |
| BRISTOL-MYERS P/P 144A 02.2500 08/15/2021 | 0.05% |
| CGCMT 2014-GC19 X IO 01.3189 03/10/2047 | 0.05% |
| ENEL AMERICAS SA-ADR SEDOL 2314947 | 0.05% |
| FIAT CHRYSLER AUTOMOBILES NV SEDOL BRJFWP3 | 0.05% |
| GEORGIA-PACIFIC LLC P/P 144A 02.1000 04/30/2027 | 0.05% |
| KFC HLD/PIZZA HUT/TA P/P 144A 05.2500 06/01/2026 | 0.05% |
| LUKOIL PJSC-SPON ADR SEDOL BYZDW27 | 0.05% |
| ORACLE CORP 01.9000 09/15/2021 | 0.05% |
| WEINGARTEN REALTY INVESTORS SEDOL 2946618 | 0.05% |
| AUTOMATION TOOLING S P/P 144A 06.5000 06/15/2023 | 0.04% |
| CITIGROUP INC 04.4500 09/29/2027 | 0.04% |
| COMPASS MIN INTL P/P 144A 06.7500 12/01/2027 | 0.04% |
| GREIF INC P/P 144A 06.5000 03/01/2027 | 0.04% |
| ITRON INC P/P 144A 05.0000 01/15/2026 | 0.04% |
| KRAFT HEINZ FOODS CO 03.0000 06/01/2026 | 0.04% |
| NORTHROP GRUMMAN CORP 03.2500 01/15/2028 | 0.04% |
| SAMI 2007-AR7 1A1 01.3373 05/25/2047 | 0.04% |
| SIX FLAGS ENT P/P 144A 05.5000 04/15/2027 | 0.04% |
| UNI-PRESIDENT ENTERPRISES CO SEDOL 6700393 | 0.04% |
| WR GRACE & CO-CONN P/P 144A 05.6250 10/01/2024 | 0.04% |
| CALPINE CORP P/P 144A 04.5000 02/15/2028 | 0.04% |
| CIT GROUP INC 05.0000 08/01/2023 | 0.04% |
| GW B-CR SECURITY P/P 144A 09.5000 11/01/2027 | 0.04% |
| IRON MOUNTAIN INC P/P 144A 04.8750 09/15/2027 | 0.04% |
| MATTEL INC P/P 144A 05.8750 12/15/2027 | 0.04% |
| MEG ENERGY CORP P/P 144A 06.5000 01/15/2025 | 0.04% |
| NAVISTAR INTL CORP P/P 144A 06.6250 11/01/2025 | 0.04% |
| NETEASE INC-ADR SEDOL 2606440 | 0.04% |
| PQ CORP P/P 144A 05.7500 12/15/2025 | 0.04% |
| PROVIDENT FDG/PFG FI P/P 144A 06.3750 06/15/2025 | 0.04% |
| SCOTTS MIRACLE-GRO 04.5000 10/15/2029 | 0.04% |
| SUN HUNG KAI PROPERTIES SEDOL 6859927 | 0.04% |
| T-MOBILE USA INC P/P 144A 03.8750 04/15/2030 | 0.04% |
| VIACOMCBS INC 04.2000 06/01/2029 | 0.04% |
| AMERICAN ELECTRIC POWER 04.3000 12/01/2028 | 0.04% |
| CIGNA CORP P/P 144A 03.9000 02/15/2022 | 0.04% |
| COMM 2014-CR17 C 04.9453 05/10/2047 | 0.04% |
| CVS HEALTH CORP 04.7800 03/25/2038 | 0.04% |
| ENERGY TRANSFER OPERA 05.8750 01/15/2024 | 0.04% |
| EQUINOR ASA USD 02.9000 11/08/2020 | 0.04% |
| ERAC USA FINANCE LLC P/P 144A 05.6250 03/15/2042 | 0.04% |
| FIDELITY NATL INFO SERV 03.7500 05/21/2029 | 0.04% |
| FORTESCUE METALS GROUP LTD SEDOL B2B2B49 | 0.04% |
| JUST EAT TAKEAWAY SEDOL BYQ7HZ6 | 0.04% |
| NATIONSTAR MTG P/P 144A 08.1250 07/15/2023 | 0.04% |
| TARGA RESOURCES PART 05.0000 01/15/2028 | 0.04% |
| TORONTO-DOMINION BANK USD 03.6250 09/15/2031 | 0.04% |
| AGL ENERGY LTD SEDOL BSS7GP5 | 0.04% |
| ARISTOCRAT LEISURE LTD SEDOL 6253983 | 0.04% |
| CK HUTCHISON HOLDINGS LTD SEDOL BW9P816 | 0.04% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 CS | 0.04% |
| DIAMOND SPORTS GR/DI P/P 144A 06.6250 08/15/2027 | 0.04% |
| EIFFAGE SEDOL B13X013 | 0.04% |
| ENI SPA SEDOL 7145056 | 0.04% |
| KBC GROUP NV SEDOL 4497749 | 0.04% |
| KEURIG DR PEPPER INC 04.4170 05/25/2025 | 0.04% |
| KINDER MORGAN ENER PART 03.4500 02/15/2023 | 0.04% |
| KRAFT HEINZ FOODS CO 05.0000 07/15/2035 | 0.04% |
| MATTAMY GROUP CORP P/P 144A 05.2500 12/15/2027 | 0.04% |
| AIG GLOBAL FUNDING P/P 144A 02.1500 07/02/2020 | 0.04% |
| BOYD GAMING CORP 06.3750 04/01/2026 | 0.04% |
| CHINA RESOURCES CEMENT SEDOL B41XC98 | 0.04% |
| CLP HOLDINGS LTD SEDOL 6097017 | 0.04% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | 0.04% |
| HUDBAY MINERALS INC P/P 144A 07.6250 01/15/2025 | 0.04% |
| INTER RAO UES PJSC SEDOL B39RRN4 | 0.04% |
| NRG ENERGY INC P/P 144A 05.2500 06/15/2029 | 0.04% |
| PENSKE AUTOMOTIVE GROUP 05.5000 05/15/2026 | 0.04% |
| QORVO INC 05.5000 07/15/2026 | 0.04% |
| SNAM SPA SEDOL 7251470 | 0.04% |
| UNITED MICROELECTRONICS CORP SEDOL 6916628 | 0.04% |
| ARCELORMITTAL USD 07.0000 10/15/2039 | 0.04% |
| BANCO DO BRASIL S.A. SEDOL 2328595 | 0.04% |
| BAUSCH HLTH COS INC P/P 144A 05.5000 11/01/2025 | 0.04% |
| CAS 2016-C01 2M2 07.4373 08/25/2028 | 0.04% |
| CCO HLDGS LLC/CAP C P/P 144A 05.5000 05/01/2026 | 0.04% |
| COMM 2012-LC4 C 05.7210 12/10/2044 | 0.04% |
| DUKE ENERGY CORP 03.1500 08/15/2027 | 0.04% |
| HENDERSON LAND DEVELOPMENT SEDOL 6420538 | 0.04% |
| ORTHO-CLINICAL TLB L+325 03.5796 06/01/2025 | 0.04% |
| SARTORIUS STEDIM BIOTECH SEDOL BYZ2QP5 | 0.04% |
| SERVICE CORP INTL 05.1250 06/01/2029 | 0.04% |
| SINGAPORE EXCHANGE LTD SEDOL 6303866 | 0.04% |
| SPST 2019-WL1 A 01.1373 08/25/2052 | 0.04% |
| STEEL DYNAMICS INC 05.5000 10/01/2024 | 0.04% |
| TECH MAHINDRA LTD SEDOL BWFGD63 | 0.04% |
| TERRENO REALTY CORP SEDOL B3N4753 | 0.04% |
| UNIVISION COMM P/P 144A 05.1250 02/15/2025 | 0.04% |
| US CONCRETE INC 06.3750 06/01/2024 | 0.04% |
| WALT DISNEY COMPANY 07.7500 12/01/2045 | 0.04% |
| WEST JAPAN RAILWAY CO SEDOL 6957995 | 0.04% |
| CIGNA CORP 03.7500 07/15/2023 | 0.04% |
| COCA-COLA HBC AG-DI SEDOL B9895B7 | 0.04% |
| DAIWA HOUSE INDUSTRY CO LTD SEDOL 6251363 | 0.04% |
| GENERAL MOTORS FINL CO 04.0000 10/06/2026 | 0.04% |
| HANESBRANDS INC P/P 144A 04.6250 05/15/2024 | 0.04% |
| ICAHN ENTER/FIN 06.7500 02/01/2024 | 0.04% |
| ISRAEL DISCOUNT BANK -A SEDOL 6451271 | 0.04% |
| L3HARRIS TECH INC P/P 144A 03.8500 12/15/2026 | 0.04% |
| MERCK & CO INC 03.7000 02/10/2045 | 0.04% |
| PTT EXPLORATION & PROD-FOR SEDOL B1359J0 | 0.04% |
| SOLERA LLC / SOLERA P/P 144A 10.5000 03/01/2024 | 0.04% |
| TRANSDIGM INC 06.3750 06/15/2026 | 0.04% |
| VIPSHOP HOLDINGS LTD - ADR SEDOL B3N0H17 | 0.04% |
| YANGZIJIANG SHIPBUILDING SEDOL B1VT035 | 0.04% |
| AIR METHODS CORP P/P 144A 08.0000 05/15/2025 | 0.04% |
| CAS 2015-C03 2M2 05.4873 07/25/2025 | 0.04% |
| CELANESE US HOLDINGS LLC 04.6250 11/15/2022 | 0.04% |
| CINEMARK USA INC 04.8750 06/01/2023 | 0.04% |
| CPG MERGER SUB LLC P/P 144A 08.0000 10/01/2021 | 0.04% |
| DBS GROUP HOLDINGS LTD SEDOL 6175203 | 0.04% |
| FORD MOTOR COMPANY 09.0000 04/22/2025 | 0.04% |
| FUJITSU LTD SEDOL 6356945 | 0.04% |
| GLP CAPITAL LP / FIN II 05.2500 06/01/2025 | 0.04% |
| JOHNSON CONTROLS INTL PL 04.9500 07/02/2064 | 0.04% |
| NETFLIX INC. 06.3750 05/15/2029 | 0.04% |
| NEUBERGER BERMAN GRP P/P 144A 04.8750 04/15/2045 | 0.04% |
| NEXSTAR BROADC P/P 144A 05.6250 08/01/2024 | 0.04% |
| PANTHER BF AGGRE 2 P/P 144A 08.5000 05/15/2027 | 0.04% |
| RETAIL OPPORTUNITY INVESTMEN SEDOL B28YD08 | 0.04% |
| SPECTRUM BRANDS INC 06.1250 12/15/2024 | 0.04% |
| SPRINT CORP 07.6250 03/01/2026 | 0.04% |
| SUGAR HSP GAMING P/P 144A 05.8750 05/15/2025 | 0.04% |
| TRANSDIGM INC P/P 144A 05.5000 11/15/2027 | 0.04% |
| BOC HONG KONG HOLDINGS LTD SEDOL 6536112 | 0.04% |
| CHARTER COMM OPT LLC 05.3750 05/01/2047 | 0.04% |
| CHEVRON CORP 02.1000 05/16/2021 | 0.04% |
| DIAMONDBACK ENERGY INC 05.3750 05/31/2025 | 0.04% |
| DNB NOR ASA SEDOL 4263304 | 0.04% |
| GOLDEN NUGGET INC P/P 144A 08.7500 10/01/2025 | 0.04% |
| HSBC HOLDINGS PLC SEDOL 0540528 | 0.04% |
| OSHKOSH CORP 04.6000 05/15/2028 | 0.04% |
| PENSKE AUTO GRP INC 05.7500 10/01/2022 | 0.04% |
| SCIENTIFIC GAMES P/P 144A 07.2500 11/15/2029 | 0.04% |
| SPRINGLEAF FINANCE CORP 06.8750 03/15/2025 | 0.04% |
| WEEKLEY HOMES LLC 06.0000 02/01/2023 | 0.04% |
| WPX ENERGY INC 08.2500 08/01/2023 | 0.04% |
| ANGLO AMERICAN PLATINUM LTD SEDOL 6761000 | 0.04% |
| APPLE HOSPITALITY REIT INC SEDOL BXRTX56 | 0.04% |
| CAS 2019-HRP1 M2 02.6373 11/25/2039 | 0.04% |
| CHS/COMMUNITY P/P 144A 06.6250 02/15/2025 | 0.04% |
| ELANCO ANIMAL HEALTH 05.6500 08/28/2028 | 0.04% |
| GNR 2017-H22 EI IO 02.6706 10/20/2067 | 0.04% |
| ISTAR INC 04.2500 08/01/2025 | 0.04% |
| REPUBLICA ORIENT URUGUAY USD 07.6250 03/21/2036 | 0.04% |
| WYNN RESORTS FIN LLC P/P 144A 05.1250 10/01/2029 | 0.04% |
| ABN AMRO BANK NV-CVA SEDOL BYQP136 | 0.04% |
| BRDCOM CRP / FIN 03.8750 01/15/2027 | 0.04% |
| CBRE SERVICES INC 05.2500 03/15/2025 | 0.04% |
| CHINA PETROLEUM & CHEMICAL-H SEDOL 6291819 | 0.04% |
| CROWN CORK & SEAL CO INC 07.3750 12/15/2026 | 0.04% |
| GOLDEN NUGGET INC P/P 144A 06.7500 10/15/2024 | 0.04% |
| HUSKY III HLDG LTD P/P 144A 13.0000 02/15/2025 | 0.04% |
| PARK-OHIO INDUSTRIES INC 06.6250 04/15/2027 | 0.04% |
| SEK/USD 06/17/2020 SSBT | 0.04% |
| TELSTRA CORP LTD SEDOL 6087289 | 0.04% |
| UNILEVER PLC SEDOL B10RZP7 | 0.04% |
| VOLVO AB-B SHS SEDOL B1QH830 | 0.04% |
| WYNDHAM HOTELS & RE P/P 144A 05.3750 04/15/2026 | 0.04% |
| APPLE INC 04.3750 05/13/2045 | 0.03% |
| CNO FINANCIAL GROUP INC 05.2500 05/30/2025 | 0.03% |
| COMCAST CORP 03.9690 11/01/2047 | 0.03% |
| COMCAST CORPORATION 03.3750 02/15/2025 | 0.03% |
| CROWN CASTLE INTL CORP 03.7000 06/15/2026 | 0.03% |
| ENBRIDGE INC USD 04.2500 12/01/2026 | 0.03% |
| EQUINIX INC 03.2000 11/18/2029 | 0.03% |
| EQUINIX INC 05.3750 05/15/2027 | 0.03% |
| ERAC USA FINANCE LLC P/P 144A 04.5000 02/15/2045 | 0.03% |
| GFL ENVIRON INC P/P 144A 05.1250 12/15/2026 | 0.03% |
| HYATT HOTELS CORP 04.8500 03/15/2026 | 0.03% |
| KEURIG DR PEPPER INC 04.5970 05/25/2028 | 0.03% |
| MORGAN STANLEY 05.5000 07/28/2021 | 0.03% |
| SABRE GLBL INC P/P 144A 09.2500 04/15/2025 | 0.03% |
| VERIZON COMMUNICATIONS 05.2500 03/16/2037 | 0.03% |
| VISTRA ENERGY CORP P/P 144A 08.1250 01/30/2026 | 0.03% |
| WYNN LAS VEGAS P/P 144A 05.2500 05/15/2027 | 0.03% |
| ALLY FINANCIAL INC 05.7500 11/20/2025 | 0.03% |
| ASCENT RESOURCES/AEU P/P 144A 10.0000 04/01/2022 | 0.03% |
| BRAND ENERGY & I P/P 144A 08.5000 07/15/2025 | 0.03% |
| CALPINE CORP P/P 144A 05.2500 06/01/2026 | 0.03% |
| CLEAR CHANNEL TLB L+350 05.5435 08/21/2026 | 0.03% |
| DUKE ENERGY OHIO INC 03.6500 02/01/2029 | 0.03% |
| EOG RESOURCES INC 02.6250 03/15/2023 | 0.03% |
| GLOBALWAFERS CO LTD SEDOL BS7JP33 | 0.03% |
| HCA INC 04.1250 06/15/2029 | 0.03% |
| IHS MARKIT LTD USD 04.7500 08/01/2028 | 0.03% |
| OMV AG SEDOL 4651459 | 0.03% |
| REGIONS FINANCIAL CORP 02.7500 08/14/2022 | 0.03% |
| SABRA HEALTH CARE REIT INC SEDOL B5NLBP6 | 0.03% |
| SERVICE CORP INTL 05.3750 05/15/2024 | 0.03% |
| SIX FLAGS THEME PARK P/P 144A 07.0000 07/01/2025 | 0.03% |
| SOLENIS 1STL L+400 05.6133 06/26/2025 | 0.03% |
| WILLIS TOWERS WATSON PLC USD 05.7500 03/15/2021 | 0.03% |
| ZOETIS INC 03.9000 08/20/2028 | 0.03% |
| AMAZON.COM INC. 02.5000 11/29/2022 | 0.03% |
| APERGY CORP 06.3750 05/01/2026 | 0.03% |
| CAS 2014-C02 1M2 03.0873 05/25/2024 | 0.03% |
| FREEDOM MTGE CORP P/P 144A 08.1250 11/15/2024 | 0.03% |
| GNR 2015-H26 DI IO 02.0161 10/20/2065 | 0.03% |
| IRON MOUNTAIN INC P/P 144A 05.2500 03/15/2028 | 0.03% |
| ISTAR INC 04.7500 10/01/2024 | 0.03% |
| KOSE CORP SEDOL 6194468 | 0.03% |
| M3 INC SEDOL B02K2M3 | 0.03% |
| MWST 2018-W1 A 01.3373 11/25/2051 | 0.03% |
| NEWELL BRANDS INC 04.7000 04/01/2026 | 0.03% |
| NITTO DENKO CORP SEDOL 6641801 | 0.03% |
| PETSMART INC P/P 144A 05.8750 06/01/2025 | 0.03% |
| PFIZER INC 03.0000 12/15/2026 | 0.03% |
| ROYAL BANK OF CANADA USD 04.6500 01/27/2026 | 0.03% |
| TAYLOR WIMPEY PLC SEDOL 0878230 | 0.03% |
| VIACOMCBS INC 02.9000 01/15/2027 | 0.03% |
| WESTROCK MWV LLC 08.2000 01/15/2030 | 0.03% |
| WFRBS 2012-C10 XA IO P/P 144A 01.6817 12/15/2045 | 0.03% |
| 1011778 BC / NEW RED P/P 144A 03.8750 01/15/2028 | 0.03% |
| CELLNEX TELECOM SA SEDOL BX90C05 | 0.03% |
| CHARTER COMM OPT LLC 04.9080 07/23/2025 | 0.03% |
| CISCO SYSTEMS INC 02.5000 09/20/2026 | 0.03% |
| CROWN CASTLE INTL CORP 03.6500 09/01/2027 | 0.03% |
| DCP MIDSTREAM P/P 144A 06.7500 09/15/2037 | 0.03% |
| FUBON FINANCIAL HOLDING CO SEDOL 6411673 | 0.03% |
| HOWARD HUGHES CORP P/P 144A 05.3750 03/15/2025 | 0.03% |
| LOUISIANA-PACIFIC CORPORATION 04.8750 09/15/2024 | 0.03% |
| LUNDIN ENERGY AB SEDOL 7187627 | 0.03% |
| ORACLE CORP 04.0000 11/15/2047 | 0.03% |
| REALTY INCOME CORP SEDOL 2724193 | 0.03% |
| SPECTRA ENERGY PARTNERS 03.3750 10/15/2026 | 0.03% |
| SUNDRUG CO LTD SEDOL 6817895 | 0.03% |
| TALLGRASS NRG PRTNR P/P 144A 05.5000 01/15/2028 | 0.03% |
| WEICHAI POWER CO LTD-H SEDOL 6743956 | 0.03% |
| WOLVERINE WORLD WIDE P/P 144A 05.0000 09/01/2026 | 0.03% |
| ZHONGSHENG GROUP HOLDINGS SEDOL B633D97 | 0.03% |
| AMSTED INDUSTRIES P/P 144A 04.6250 05/15/2030 | 0.03% |
| BANCO BTG PACTUAL SA-UNIT SEDOL BZBZVC7 | 0.03% |
| FHMS K087 X1 IO 00.5100 12/25/2028 | 0.03% |
| FOSUN INTERNATIONAL SEDOL B1Z7FX0 | 0.03% |
| HOSHIZAKI CORP SEDOL B3FF8W8 | 0.03% |
| HUNTINGTON BANCSHARES 04.3500 02/04/2023 | 0.03% |
| INTL FLAVOR & FRAGRANCES 04.4500 09/26/2028 | 0.03% |
| KAO CORP SEDOL 6483809 | 0.03% |
| MSBAM 2012-C5 E P/P 144A 04.8324 08/15/2045 | 0.03% |
| OBAYASHI CORP SEDOL 6656407 | 0.03% |
| SANTOS LTD SEDOL 6776703 | 0.03% |
| SUZUKEN CO LTD SEDOL 6865560 | 0.03% |
| WELLS FARGO & COMPANY 05.8750 12/29/2049 | 0.03% |
| ZURICH INSURANCE GROUP AG SEDOL 5983816 | 0.03% |
| DIAMOND SPORTS P/P 144A 05.3750 08/15/2026 | 0.03% |
| ENERGY TRANSFER OPERATNG 03.7500 05/15/2030 | 0.03% |
| ENTERCOM MEDIA CORP P/P 144A 06.5000 05/01/2027 | 0.03% |
| FHR 3829 AS IO 06.1360 03/15/2041 | 0.03% |
| GNR 2017-162 QI IO 05.0000 10/11/2047 | 0.03% |
| GOEASY LTD P/P 144A 05.3750 12/01/2024 | 0.03% |
| JELD-WEN INC P/P 144A 04.6250 12/15/2025 | 0.03% |
| JPMORGAN CHASE & CO 04.6000 02/01/2025 | 0.03% |
| MATTAMY GROUP CORP P/P 144A 04.6250 03/01/2030 | 0.03% |
| NUTRIEN LTD. USD 04.2000 04/01/2029 | 0.03% |
| ORACLE CORP 02.5000 10/15/2022 | 0.03% |
| PRIME SECURITY SVCS P/P 144A 06.2500 01/15/2028 | 0.03% |
| RITE AID CORP P/P 144A 07.5000 07/01/2025 | 0.03% |
| TESCO PLC SEDOL 0884709 | 0.03% |
| TMS INTL HLDG CORP P/P 144A 07.2500 08/15/2025 | 0.03% |
| TRANSCANADA TRUST USD 05.3000 03/15/2077 | 0.03% |
| VIPER ENERGY P/P 144A 05.3750 11/01/2027 | 0.03% |
| ALFRESA HOLDINGS CORP SEDOL 6687214 | 0.03% |
| ANHEUSER-BUSCH INBEV WOR 04.7500 01/23/2029 | 0.03% |
| APTARGROUP INC SEDOL 2045247 | 0.03% |
| BANK CENTRAL ASIA TBK PT SEDOL B01C1P6 | 0.03% |
| BANK OF JIANGSU CO LTD- A 144A/REGS WARRANT 08/07/2020 | 0.03% |
| BAUSCH HLTH COS INC P/P 144A 07.2500 05/30/2029 | 0.03% |
| BERKELEY GROUP HOLDINGS/THE SEDOL B02L3W3 | 0.03% |
| CLUBCORP HLDG INC P/P 144A 08.5000 09/15/2025 | 0.03% |
| ENTERCOM MEDIA CORP P/P 144A 07.2500 11/01/2024 | 0.03% |
| GLENCORE FUNDING LLC P/P 144A 04.6250 04/29/2024 | 0.03% |
| POMEGRANATE MERGER S P/P 144A 09.7500 05/01/2023 | 0.03% |
| RESIDEO FUNDING INC P/P 144A 06.1250 11/01/2026 | 0.03% |
| S&P GLOBAL INC 04.4000 02/15/2026 | 0.03% |
| WFRBS 2012-C6 D P/P 144A 05.7644 04/15/2045 | 0.03% |
| CCO HLDGS LLC/CAP CO P/P 144A 05.7500 02/15/2026 | 0.03% |
| CENOVUS ENERGY INC USD 06.7500 11/15/2039 | 0.03% |
| CENTENE CORP P/P 144A 05.2500 04/01/2025 | 0.03% |
| CENTENE ESCROW I CO P/P 144A 05.3750 06/01/2026 | 0.03% |
| CHENIERE CORP CHRIST 05.8750 03/31/2025 | 0.03% |
| CNO FINANCIAL GROUP INC 05.2500 05/30/2029 | 0.03% |
| CROWN AMER/CAP 04.7500 02/01/2026 | 0.03% |
| DUN & BRADSTREET COR P/P 144A 06.8750 08/15/2026 | 0.03% |
| ELECTRICITY GEN PUB CO-FOR R SEDOL 6304643 | 0.03% |
| ENERGIZER HLDG INC P/P 144A 06.3750 07/15/2026 | 0.03% |
| GARTNER INC P/P 144A 05.1250 04/01/2025 | 0.03% |
| HOME PRODUCT CENTER PCL-FOR SEDOL 6418533 | 0.03% |
| IPALCO ENTPRS IN 03.7000 09/01/2024 | 0.03% |
| KFC HLD/PIZZA HUT/TA P/P 144A 04.7500 06/01/2027 | 0.03% |
| LAFARGEHOLCIM LTD-REG SEDOL 7110753 | 0.03% |
| MSBAM 2014-C14 C 05.1116 02/15/2047 | 0.03% |
| NOMURA REAL ESTATE HOLDINGS SEDOL B1CWJM5 | 0.03% |
| PENN NATIONAL GAMING P/P 144A 05.6250 01/15/2027 | 0.03% |
| SBERBANK PJSC -SPONSORED ADR SEDOL B5SC091 | 0.03% |
| SINCLAIR TELE P/P 144A 05.5000 03/01/2030 | 0.03% |
| VISTRA OPERATION P/P 144A 04.3000 07/15/2029 | 0.03% |
| VISTRA OPERATIONS CO P/P 144A 05.5000 09/01/2026 | 0.03% |
| VISTRA OPERATIONS CO P/P 144A 05.6250 02/15/2027 | 0.03% |
| WFRBS 2011-C3 D P/P 144A 05.8523 03/15/2044 | 0.03% |
| WILMAR INTERNATIONAL LTD SEDOL B17KC69 | 0.03% |
| AES CORP/THE 04.5000 03/15/2023 | 0.03% |
| ANHEUSER-BUSCH INBEV WOR 05.5500 01/23/2049 | 0.03% |
| AT&T INC 02.9500 07/15/2026 | 0.03% |
| CBRE SERVICES INC 04.8750 03/01/2026 | 0.03% |
| CLICKS GROUP LTD SEDOL 6105578 | 0.03% |
| GNR 2016-123 LI IO 03.5000 03/20/2044 | 0.03% |
| HOLOGIC INC P/P 144A 04.3750 10/15/2025 | 0.03% |
| IHEARTMEDIA INC - CLASS A SEDOL BJVR9Y9 | 0.03% |
| L3HARRIS TECH INC 04.4000 06/15/2028 | 0.03% |
| MOLINA HEALTHCARE IN P/P 144A 04.8750 06/15/2025 | 0.03% |
| ODAKYU ELECTRIC RAILWAY CO SEDOL 6656106 | 0.03% |
| REGENCY ENERGY P 04.5000 11/01/2023 | 0.03% |
| REPUBLIC OF PERU USD 02.3920 01/23/2026 | 0.03% |
| SAMSUNG SDS CO LTD SEDOL BRS2KY0 | 0.03% |
| SERVICE CORPORATION INTL 04.6250 12/15/2027 | 0.03% |
| YUM! BRANDS INC P/P 144A 04.7500 01/15/2030 | 0.03% |
| BANCO SANTANDER BRASIL-UNIT SEDOL B4V5RY4 | 0.02% |
| BUILDERS FIRSTSOURCE P/P 144A 06.7500 06/01/2027 | 0.02% |
| CHINA RESOURCES SANJIU MED 144A/REGS WARRANT 02/18/2021 | 0.02% |
| CHS/COMMUNITY HEALTH P/P 144A 08.0000 03/15/2026 | 0.02% |
| COMPASS MINERALS INT P/P 144A 04.8750 07/15/2024 | 0.02% |
| EUR/USD 06/17/2020 HSBCB | 0.02% |
| GFL ENVIRONMENTA P/P 144A 08.5000 05/01/2027 | 0.02% |
| HIKARI TSUSHIN INC SEDOL 6416322 | 0.02% |
| ICAHN ENTER/FIN 06.2500 05/15/2026 | 0.02% |
| INDRAPRASTHA GAS LTD SEDOL BD9PXD0 | 0.02% |
| JAPAN AIRLINES CO LTD SEDOL B8BRV46 | 0.02% |
| NUTRIEN LTD USD 04.1250 03/15/2035 | 0.02% |
| PETROLEOS MEXICANOS USD 06.5000 03/13/2027 | 0.02% |
| RADIANT OPTO-ELECTRONICS COR SEDOL 6520278 | 0.02% |
| TENET HEALTHCARE 04.6250 07/15/2024 | 0.02% |
| TENET HEALTHCARE P/P 144A 06.2500 02/01/2027 | 0.02% |
| TRI POINTE GROUP / HOMES 05.8750 06/15/2024 | 0.02% |
| VERIZON COMMUNICATIONS 04.4000 11/01/2034 | 0.02% |
| WESTROCK MWV LLC 07.9500 02/15/2031 | 0.02% |
| APPLE INC 04.2500 02/09/2047 | 0.02% |
| ASAHI INTECC CO LTD SEDOL B019MQ5 | 0.02% |
| CGCMT 2012-GC8 XA IO P/P 144A 01.9282 09/10/2045 | 0.02% |
| COUNTRY GARDEN SERVICES HOLD SEDOL BDQZP48 | 0.02% |
| ESH HOSPITALITY INC P/P 144A 05.2500 05/01/2025 | 0.02% |
| FERRARI NV SEDOL BD6G507 | 0.02% |
| GENERAL DYNAMICS CORP SEDOL 2365161 | 0.02% |
| HLA CORP LTD 144A/REGS WARRANT | 0.02% |
| INDIGO NATURAL P/P 144A 06.8750 02/15/2026 | 0.02% |
| KOREA ZINC CO LTD SEDOL 6495428 | 0.02% |
| L BRANDS INC 07.5000 06/15/2029 | 0.02% |
| MARRIOTT INTERNATIONAL 05.7500 05/01/2025 | 0.02% |
| MISC BHD SEDOL 6557997 | 0.02% |
| PETROBRAS GLOBAL FINANCE USD 06.1250 01/17/2022 | 0.02% |
| PETRONET LNG LTD SEDOL B00KT68 | 0.02% |
| TOYOTA MOTOR CORP SEDOL 6900643 | 0.02% |
| TRUIST FIN CORP 04.8000 12/31/2099 | 0.02% |
| US BANCORP 02.9500 07/15/2022 | 0.02% |
| AG ISSUER LLC P/P 144A 06.2500 03/01/2028 | 0.02% |
| ANHEUSER-BUSCH INBEV WOR 04.1500 01/23/2025 | 0.02% |
| BANCO MACRO SA-ADR SEDOL B0Y62M9 | 0.02% |
| BEACON ROOFING SUPP P/P 144A 04.8750 11/01/2025 | 0.02% |
| BOYD GAMING CORPORATION 06.0000 08/15/2026 | 0.02% |
| CAPGEMINI SE SEDOL 4163437 | 0.02% |
| CAS 2014-C04 1M2 05.3873 11/25/2024 | 0.02% |
| CLEAR CHANNEL WORLD P/P 144A 09.2500 02/15/2024 | 0.02% |
| COMMSCOPE TECH LLC P/P 144A 06.0000 06/15/2025 | 0.02% |
| CREDIT ACCEPTANC 06.6250 03/15/2026 | 0.02% |
| ENERGY TRANSFER OPERATNG 05.2000 02/01/2022 | 0.02% |
| FHMS K104 XAM 01.3839 01/25/2030 | 0.02% |
| HESS MIDSTREAM P P/P 144A 05.1250 06/15/2028 | 0.02% |
| JAZZ PHARMACEUTICALS PLC SEDOL B4Q5ZN4 | 0.02% |
| JELD-WEN INC P/P 144A 04.8750 12/15/2027 | 0.02% |
| MERCER INTL INC USD 05.5000 01/15/2026 | 0.02% |
| MSBAM 2014-C17 XA IO 01.2659 08/15/2047 | 0.02% |
| OCCIDENTAL PETROLEUM COR 04.4000 04/15/2046 | 0.02% |
| PRECISION DRILL P/P 144A 07.1250 01/15/2026 | 0.02% |
| QUALICORP CONS E CORR SEG SA SEDOL B4LHBQ0 | 0.02% |
| SINOTRUK HONG KONG LTD SEDOL B296ZH4 | 0.02% |
| TELEFONICA BRASIL S.A.-PREF SEDOL B3ZCNF7 | 0.02% |
| TRONOX FINANCE PLC P/P 144A 05.7500 10/01/2025 | 0.02% |
| VISTRA OPERATION P/P 144A 03.5500 07/15/2024 | 0.02% |
| WIPRO LTD SEDOL 6206051 | 0.02% |
| YUANTA FINANCIAL HOLDING CO SEDOL 6424110 | 0.02% |
| BT GROUP PLC SEDOL 3091357 | 0.02% |
| BWAY CORP TLB L+325 04.5614 04/03/2024 | 0.02% |
| COMM 2013-CR11 XA IO 01.0924 08/10/2050 | 0.02% |
| DAELIM INDUSTRIAL CO LTD SEDOL 6249584 | 0.02% |
| FOX CORP 04.0300 01/25/2024 | 0.02% |
| GLADSTONE COMMERCIAL CORP SEDOL 2918479 | 0.02% |
| ICL LTD SEDOL 6455530 | 0.02% |
| MFA FINANCIAL INC SEDOL 2418162 | 0.02% |
| ONO PHARMACEUTICAL CO LTD SEDOL 6660107 | 0.02% |
| SHERWIN-WILLIAMS CO 03.4500 06/01/2027 | 0.02% |
| SOULBRAIN CO LTD SEDOL B0105T2 | 0.02% |
| STAPLES INC. P/P 144A 10.7500 04/15/2027 | 0.02% |
| TISCO FINANCIAL-FOREIGN SEDOL B3KFW76 | 0.02% |
| WAMU 2005-AR10 1A3 04.1336 09/25/2035 | 0.02% |
| WPX ENERGY INC 05.2500 10/15/2027 | 0.02% |
| A2 MILK CO LTD SEDOL 6287250 | 0.02% |
| BANK OF AMERICA CORP 06.5000 10/29/2049 | 0.02% |
| BOMBARDIER INC P/P 144A 07.8750 04/15/2027 | 0.02% |
| CENTENE CORP P/P 144A 05.3750 08/15/2026 | 0.02% |
| CITIGROUP INC 03.8870 01/10/2028 | 0.02% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS | 0.02% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 JP | 0.02% |
| CWALT 2007-OH1 A1D 00.6973 04/25/2047 | 0.02% |
| DISH NETWORK CV 03.3750 08/15/2026 | 0.02% |
| DUKE ENERGY PROGRESS LLC 03.3750 09/01/2023 | 0.02% |
| GOLDMAN SACHS GROUP INC 04.2230 05/01/2029 | 0.02% |
| GSAA 2007-6 1A1 00.6073 05/25/2047 | 0.02% |
| HYPERA SA SEDOL B2QY968 | 0.02% |
| MLMI 2005-A2 A2 03.7284 02/25/2035 | 0.02% |
| NEIMAN MARCUS TL L+600 07.5000 10/25/2023 | 0.02% |
| NORDSTROM INC P/P 144A 08.7500 05/15/2025 | 0.02% |
| NRG ENERGY INC 05.7500 01/15/2028 | 0.02% |
| SABINE PASS LIQUEF 05.0000 03/15/2027 | 0.02% |
| SPRINGLEAF FINANCE CORP 05.3750 11/15/2029 | 0.02% |
| STATION CASINOS LLC P/P 144A 04.5000 02/15/2028 | 0.02% |
| ALBERTSONS COS/SAFE P/P 144A 04.6250 01/15/2027 | 0.02% |
| ANHEUSER-BUSCH CO/IN 03.6500 02/01/2026 | 0.02% |
| ANTERO RESOURCES 05.3750 11/01/2021 | 0.02% |
| CENTENE CORP 04.7500 05/15/2022 | 0.02% |
| CGCMT 2013-GC17 C 05.2613 11/10/2046 | 0.02% |
| CLEAN HARBORS INC P/P 144A 04.8750 07/15/2027 | 0.02% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CS | 0.02% |
| COMM 2015-LC19 A4 03.1830 02/10/2048 | 0.02% |
| CROWN CASTLE INTL CORP 03.8000 02/15/2028 | 0.02% |
| GAP INC/THE P/P 144A 08.3750 05/15/2023 | 0.02% |
| IHEARTCOMMUNICATIONS INC 06.3750 05/01/2026 | 0.02% |
| KFC HLD/PIZZA HUT/TA P/P 144A 05.0000 06/01/2024 | 0.02% |
| KINDER MORGAN ENER PART 05.4000 09/01/2044 | 0.02% |
| KKR GROUP FIN CO III P/P 144A 05.1250 06/01/2044 | 0.02% |
| LENNAR CORP 05.8750 11/15/2024 | 0.02% |
| LOGAN PROPERTY HOLDINGS CO L SEDOL BH6X937 | 0.02% |
| ROBERTSHAW TL 2L L+800 09.0000 02/28/2026 | 0.02% |
| TRANSOCEAN POSEIDON P/P 144A 06.8750 02/01/2027 | 0.02% |
| TWO HARBORS INVESTMENT CORP SEDOL BD832H2 | 0.02% |
| VISTRA OPERATION P/P 144A 05.0000 07/31/2027 | 0.02% |
| WESTERN DIGITAL CORPORATION 04.7500 02/15/2026 | 0.02% |
| 1011778 BC ULC / P/P 144A 04.3750 01/15/2028 | 0.02% |
| ALLIANT HOLDINGS P/P 144A 06.7500 10/15/2027 | 0.02% |
| AMSTED INDUSTRIES P/P 144A 05.6250 07/01/2027 | 0.02% |
| APPLE INC 02.0000 05/06/2020 | 0.02% |
| CCO HOLDINGS LLC P/P 144A 04.5000 05/01/2032 | 0.02% |
| COMMSCOPE INC P/P 144A 06.0000 03/01/2026 | 0.02% |
| COX COMM INC P/P 144A 03.5000 08/15/2027 | 0.02% |
| ELDORADO RESORTS INC 07.0000 08/01/2023 | 0.02% |
| INFOR US INC 06.5000 05/15/2022 | 0.02% |
| INTERNATIONAL PAPER CO 03.0000 02/15/2027 | 0.02% |
| JOSEPH T RYERSON & S P/P 144A 11.0000 05/15/2022 | 0.02% |
| KRATON POLYMERS LLC/ P/P 144A 07.0000 04/15/2025 | 0.02% |
| REPUBLIC OF PERU USD 05.6250 11/18/2050 | 0.02% |
| SEK/USD 06/17/2020 BANKAM | 0.02% |
| SOHGO SECURITY SERVICES CO SEDOL 6546359 | 0.02% |
| SURGUTNEFTEGAS-PREFERENCE SEDOL 5005884 | 0.02% |
| SWISS LIFE HOLDING AG-REG SEDOL 7437805 | 0.02% |
| WMG ACQUISITION CORP P/P 144A 05.0000 08/01/2023 | 0.02% |
| ALIMENTATION COUCHE-TARD 3.550000 07/26/2027 | 0.02% |
| AMUNDI SA SEDOL BYZR014 | 0.02% |
| CHINA MINSHENG BANKING COR-H SEDOL B57JY24 | 0.02% |
| CLEAR CHANNEL WORLDW P/P 144A 05.1250 08/15/2027 | 0.02% |
| EUR/USD 06/17/2020 BANKAM | 0.02% |
| FRONT RANGE BIDCO INC L+300 04.6678 03/09/2027 | 0.02% |
| FRONTIER COMM P/P 144A 08.5000 04/01/2026 | 0.02% |
| GJENSIDIGE FORSIKRING ASA SEDOL B4PH0C5 | 0.02% |
| ICAHN ENTER 04.7500 09/15/2024 | 0.02% |
| ICAHN ENTER/FIN 05.2500 05/15/2027 | 0.02% |
| JOHNSON CONTROLS INTL PL 04.5000 02/15/2047 | 0.02% |
| LADDER CAP FINAN P/P 144A 04.2500 02/01/2027 | 0.02% |
| LITE-ON TECHNOLOGY CORP SEDOL 6519481 | 0.02% |
| MAUSER PACKAGING SOL P/P 144A 05.5000 04/15/2024 | 0.02% |
| MEG ENERGY CORP P/P 144A 07.1250 02/01/2027 | 0.02% |
| MERCER INTL INC USD 06.5000 02/01/2024 | 0.02% |
| MGM GROWTH/MGM FINANCE 04.5000 01/15/2028 | 0.02% |
| OCCIDENTAL PETROLEUM COR 04.1000 02/01/2021 | 0.02% |
| PETRONAS CHEMICALS GROUP BHD SEDOL B5KQGT3 | 0.02% |
| ROBERTSHAW US HOLDING L+325 04.2500 02/28/2025 | 0.02% |
| S&P GLOBAL INC 02.9500 01/22/2027 | 0.02% |
| SPRINGLEAF FINANCE CORP 07.1250 03/15/2026 | 0.02% |
| TRIPOD TECHNOLOGY CORP SEDOL 6305721 | 0.02% |
| VENTAS INC SEDOL 2927925 | 0.02% |
| WANT WANT CHINA HOLDINGS LTD SEDOL B2Q14Z3 | 0.02% |
| WFRBS 2011-C5 XA IO P/P 144A 01.8390 11/15/2044 | 0.02% |
| CORNERSTONE BUILDING P/P 144A 08.0000 04/15/2026 | 0.02% |
| DEUTSCHE TELEKOM INT FIN USD 08.7500 06/15/2030 | 0.02% |
| ECOPETROL SA-SPONSORED ADR SEDOL B3D6J19 | 0.02% |
| ENERGY TRANSFER OPERATNG 02.9000 05/15/2025 | 0.02% |
| HARGREAVES LANSDOWN PLC SEDOL B1VZ0M2 | 0.02% |
| LIVE NATION ENTERTAI P/P 144A 05.6250 03/15/2026 | 0.02% |
| MITSUBISHI UFJ LEASE & FINAN SEDOL 6268976 | 0.02% |
| NOVELIS CORP P/P 144A 04.7500 01/30/2030 | 0.02% |
| OTP BANK RT SEDOL 7320154 | 0.02% |
| TARGA RESOURCES PART 06.5000 07/15/2027 | 0.02% |
| TOWNSQUARE MEDIA INC P/P 144A 06.5000 04/01/2023 | 0.02% |
| WALMART DE MEXICO SAB DE CV SEDOL BW1YVH8 | 0.02% |
| ALLERGAN FUNDING SCS USD 03.4500 03/15/2022 | 0.02% |
| AMERICAN TOWER CORP 03.1250 01/15/2027 | 0.02% |
| BANK OF AMERICA CORP 03.4990 05/17/2022 | 0.02% |
| CAPITEC BANK HOLDINGS LTD SEDOL 6440859 | 0.02% |
| CAS 2019-R02 1M2 02.7873 08/25/2031 | 0.02% |
| CHEMOURS CO 05.3750 05/15/2027 | 0.02% |
| DUKE ENERGY CORP 04.2000 06/15/2049 | 0.02% |
| FIDELITY NATIONAL INFORM 04.2500 05/15/2028 | 0.02% |
| FISHER PAYKEL SEDOL 6340250 | 0.02% |
| FOSHAN HAITIAN FLAVOURING & FOOD 144A/REGS WARRANT 03/12/202 | 0.02% |
| FREEDOM MTGE CORP P/P 144A 08.2500 04/15/2025 | 0.02% |
| FRONTIER COMM 10.5000 09/15/2022 | 0.02% |
| HCA INC 05.5000 06/15/2047 | 0.02% |
| MAHANAGAR GAS LTD SEDOL BD04046 | 0.02% |
| NOK/USD 06/17/2020 BCAP-FX | 0.02% |
| PENSKE TRUCK LE P/P 144A 03.4000 11/15/2026 | 0.02% |
| SERVICEMASTER GLOBAL HOLDING SEDOL BNG8BF0 | 0.02% |
| TAISHIN FINANCIAL HOLDING SEDOL 6451680 | 0.02% |
| UNION PACIFIC CORP SEDOL 2914734 | 0.02% |
| VIACOMCBS INC 04.6000 01/15/2045 | 0.02% |
| WASTE MANAGEMENT INC. 04.7500 06/30/2020 | 0.02% |
| ALLERGAN FUNDING SCS USD 03.8000 03/15/2025 | 0.02% |
| AT&T INC 04.3000 02/15/2030 | 0.02% |
| BRISTOL-MYERS P/P 144A 03.4000 07/26/2029 | 0.02% |
| COLGATE-PALMOLIVE CO SEDOL 2209106 | 0.02% |
| IOS.FN30.350.14 R USL1M P 01/12/45 CS | 0.02% |
| MSBAM 2013-C12 XA IO 00.7603 10/15/2046 | 0.02% |
| NETFLIX INC. 05.8750 11/15/2028 | 0.02% |
| PENSKE TRUCK LEASING P/P 144A 03.9000 02/01/2024 | 0.02% |
| PEPTIDREAM INC SEDOL B97SH97 | 0.02% |
| PINNACLE WEST CAPITAL SEDOL 2048804 | 0.02% |
| PNC FINANCIAL SERVICES 03.3000 03/08/2022 | 0.02% |
| SOLENIS 2NDL L+850 10.8314 06/26/2026 | 0.02% |
| STACR 2020-HQA1 M2 03.7350 01/25/2050 | 0.02% |
| STAPLES TL L+500 05.6866 04/12/2026 | 0.02% |
| XINYI GLASS HOLDINGS LTD SEDOL B05NXN7 | 0.02% |
| CHINA RESOURCES GAS GROUP LT SEDOL 6535517 | 0.01% |
| DH EUROPE FINANCE II USD 03.4000 11/15/2049 | 0.01% |
| FIFTH THIRD BANCORP 05.1000 12/29/2049 | 0.01% |
| HELLENIC TELECOMMUN ORGANIZA SEDOL 5051605 | 0.01% |
| KEURIG DR PEPPER INC 04.0570 05/25/2023 | 0.01% |
| L BRANDS INC 06.7500 07/01/2036 | 0.01% |
| NAVISTAR INTL CORP P/P 144A 09.5000 05/01/2025 | 0.01% |
| NETFLIX INC P/P 144A 05.3750 11/15/2029 | 0.01% |
| NOVOLIPETSK STEEL PJSC-GDR SEDOL B0RTNX3 | 0.01% |
| QUEBECOR MEDIA INC USD 05.7500 01/15/2023 | 0.01% |
| SABINE PASS LIQUEFACTION 04.2000 03/15/2028 | 0.01% |
| SAMSUNG ENGINEERING CO LTD SEDOL 6765239 | 0.01% |
| SEK/USD 06/17/2020 JPMCB | 0.01% |
| SERVICE PROPERTIES TRUST 04.3750 02/15/2030 | 0.01% |
| SIRIUS XM RADIO INC. P/P 144A 05.5000 07/01/2029 | 0.01% |
| ABC SUPPLY CO INC P/P 144A 05.8750 05/15/2026 | 0.01% |
| BAUSCH HLTH COS INC P/P 144A 05.2500 01/30/2030 | 0.01% |
| BAUSCH HLTH COS INC P/P 144A 07.0000 01/15/2028 | 0.01% |
| BERRY GLOBAL INC P/P 144A 05.6250 07/15/2027 | 0.01% |
| CARNIVAL CORP P/P 144A 11.5000 04/01/2023 | 0.01% |
| CCO HOLDINGS LLC P/P 144A 04.5000 08/15/2030 | 0.01% |
| CELANESE US HOLDINGS LLC 03.5000 05/08/2024 | 0.01% |
| CGCMT 2014-GC19 D P/P 144A 05.2615 03/10/2047 | 0.01% |
| CLEAN HARBORS INC P/P 144A 05.1250 07/15/2029 | 0.01% |
| COMMSCOPE INC P/P 144A 05.5000 03/01/2024 | 0.01% |
| ENBRIDGE INC USD 04.5000 06/10/2044 | 0.01% |
| GAP INC/THE P/P 144A 08.6250 05/15/2025 | 0.01% |
| GENERAL MOTORS FINL CO 04.3000 07/13/2025 | 0.01% |
| GENTING MALAYSIA BHD SEDOL B1VXKN7 | 0.01% |
| GO DADDY OPCO/FINCO P/P 144A 05.2500 12/01/2027 | 0.01% |
| JELD-WEN INC P/P 144A 06.2500 05/15/2025 | 0.01% |
| LEVEL 3 FINANCING INC 05.6250 02/01/2023 | 0.01% |
| LEVI STRAUSS & CO P/P 144A 05.0000 05/01/2025 | 0.01% |
| MICROSOFT CORP 02.4000 02/06/2022 | 0.01% |
| NABORS INDUSTRIES INC. 05.7500 02/01/2025 | 0.01% |
| PANTHER BF AGGREGA P/P 144A 06.2500 05/15/2026 | 0.01% |
| PRESIDENT CHAIN STORE CORP SEDOL 6704986 | 0.01% |
| SABRE CORP SEDOL BLLHH27 | 0.01% |
| SUN ART RETAIL GROUP LTD SEDOL B3MPN59 | 0.01% |
| T-MOBILE USA INC 06.3750 03/01/2025 | 0.01% |
| T-MOBILE USA INC TLB L+300 04/01/2027 | 0.01% |
| TRANSOCEAN PONTUS LT P/P 144A 06.1250 08/01/2025 | 0.01% |
| UNIVISION COMM P/P 144A 09.5000 05/01/2025 | 0.01% |
| VALVOLINE INC P/P 144A 04.2500 02/15/2030 | 0.01% |
| WMG ACQUISITION CORP P/P 144A 05.5000 04/15/2026 | 0.01% |
| WNS HOLDINGS LTD-ADR SEDOL B194GX4 | 0.01% |
| ABC SUPPLY CO INC P/P 144A 04.0000 01/15/2028 | 0.01% |
| AIR MEDICAL MERGER S P/P 144A 06.3750 05/15/2023 | 0.01% |
| ALEXANDRIA REAL ESTATE EQUIT SEDOL 2009210 | 0.01% |
| APACHE CORPORATION 03.2500 04/15/2022 | 0.01% |
| BAUSCH HLTH COS INC P/P 144A 05.0000 01/30/2028 | 0.01% |
| BEACON ROOFING SUPPL P/P 144A 04.5000 11/15/2026 | 0.01% |
| BROOKFIELD RESID P/P 144A 06.2500 09/15/2027 | 0.01% |
| BUCKEYE PARTNERS LP P/P 144A 04.5000 03/01/2028 | 0.01% |
| CAS 2017-C01 1EB1 01.7373 07/25/2029 | 0.01% |
| CHEMOURS CO 07.0000 05/15/2025 | 0.01% |
| CHUBB LTD SEDOL B3BQMF6 | 0.01% |
| CIA SANEAMENTO BASICO DE SP SEDOL B1YCHL8 | 0.01% |
| FREEPORT-MCMORAN INC 05.4500 03/15/2043 | 0.01% |
| GEELY AUTOMOBILE HOLDINGS LT SEDOL 6531827 | 0.01% |
| GLOBAL MEDICAL REIT INC SEDOL BSNMBW7 | 0.01% |
| HCA INC 03.5000 09/01/2030 | 0.01% |
| HOLLY PAR/FIN P/P 144A 05.0000 02/01/2028 | 0.01% |
| KOBAYASHI PHARMACEUTICAL CO SEDOL 6149457 | 0.01% |
| LIONS GATE CAP HOLD P/P 144A 06.3750 02/01/2024 | 0.01% |
| MASONITE INTL C P/P 144A 05.3750 02/01/2028 | 0.01% |
| MOOG INC P/P 144A 04.2500 12/15/2027 | 0.01% |
| NATIONSTAR MTG P/P 144A 09.1250 07/15/2026 | 0.01% |
| OCCIDENTAL PETROLEUM COR 04.8500 03/15/2021 | 0.01% |
| PENSKE AUTOMOTIVE GROUP 05.3750 12/01/2024 | 0.01% |
| RACKSPACE HOSTING INC L+300 04.0000 11/03/2023 | 0.01% |
| SEAZEN HOLDINGS CO 144A/REGS WARRANT 05/06/2021 | 0.01% |
| SPECTRUM BRANDS INC P/P 144A 05.0000 10/01/2029 | 0.01% |
| TARGA RESOURCES PART 06.8750 01/15/2029 | 0.01% |
| TAYLOR MORRISON COMM P/P 144A 05.7500 01/15/2028 | 0.01% |
| TIM PARTICIPACOES SA SEDOL 2292560 | 0.01% |
| WPX ENERGY INC 05.7500 06/01/2026 | 0.01% |
| ZAYO GROUP HLDG INC P/P 144A 06.1250 03/01/2028 | 0.01% |
| ANTERO RESOURCES FIN 05.1250 12/01/2022 | 0.01% |
| BERKSHIRE HATHAWAY FIN 04.2500 01/15/2021 | 0.01% |
| BOYD GAMING CORP P/P 144A 04.7500 12/01/2027 | 0.01% |
| CAS 2018-C01 1M2 02.7373 07/25/2030 | 0.01% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 ML | 0.01% |
| COM7 PCL-F SEDOL BZ2YN49 | 0.01% |
| COMSTOCK RE INC P/P 144A 07.5000 05/15/2025 | 0.01% |
| CPG INTL TL L+375 05.9333 05/05/2024 | 0.01% |
| CREDIT ACCEPTANC P/P 144A 05.1250 12/31/2024 | 0.01% |
| DIAMOND 1 FIN/DIAMON P/P 144A 08.3500 07/15/2046 | 0.01% |
| DIAMONDBACK ENERGY INC 03.2500 12/01/2026 | 0.01% |
| FIDELITY NATIONAL INFORM 03.0000 08/15/2026 | 0.01% |
| LIVE NATION ENT P/P 144A 04.8750 11/01/2024 | 0.01% |
| MALLINCKRODT FIN/SB P/P 144A 10.0000 04/15/2025 | 0.01% |
| NATIONSTAR MTG P/P 144A 06.0000 01/15/2027 | 0.01% |
| NUTRIEN LTD USD 05.2500 01/15/2045 | 0.01% |
| RHB BANK BHD SEDOL 6244675 | 0.01% |
| SPRINGLEAF FINANCE CORP 06.6250 01/15/2028 | 0.01% |
| STACR 2019-DNA1 M2 03.1373 01/25/2049 | 0.01% |
| STACR 2019-HQA1 M2 02.8373 02/25/2049 | 0.01% |
| THE BANK OF NOVA SCOTIA USD 02.7000 03/07/2022 | 0.01% |
| UNITED AIRLINES HOLDINGS INC SEDOL B4QG225 | 0.01% |
| WESTPAC BANKING CORP USD 04.4210 07/24/2039 | 0.01% |
| WPX ENERGY INC 04.5000 01/15/2030 | 0.01% |
| ALIMEN COUCHE P/P 144A 02.9500 01/25/2030 | 0.01% |
| BANCO DE CHILE-ADR SEDOL 2834252 | 0.01% |
| CAS 2015-C02 1M2 04.4873 05/25/2025 | 0.01% |
| CHINA YUHUA EDUCAT SEDOL BYWPGC4 | 0.01% |
| CISCO SYSTEMS INC 05.9000 02/15/2039 | 0.01% |
| DENBURY RESOURCES IN P/P 144A 09.0000 05/15/2021 | 0.01% |
| DEVON ENERGY CORPORATION 05.6000 07/15/2041 | 0.01% |
| GFL ENVIRONMENTAL TLB L+300 04.0000 05/31/2025 | 0.01% |
| INDOFOOD SUKSES MAKMUR TBK P SEDOL 6283979 | 0.01% |
| POWSZECHNY ZAKLAD UBEZPIECZE SEDOL B63DG21 | 0.01% |
| SEK/USD 06/17/2020 GSFX | 0.01% |
| SM ENERGY CO 05.0000 01/15/2024 | 0.01% |
| SM ENERGY CO 06.1250 11/15/2022 | 0.01% |
| APACHE CORP 05.1000 09/01/2040 | 0.01% |
| BANCO SANTANDER-CHILE-ADR SEDOL 2136646 | 0.01% |
| BATA INDIA LTD SEDOL BYMFG13 | 0.01% |
| BMW US CAPITAL LLC P/P 144A 03.4000 08/13/2021 | 0.01% |
| BOMBARDIER INC P/P 144A 07.5000 12/01/2024 | 0.01% |
| BUCKEYE PARTNERS LP 05.8500 11/15/2043 | 0.01% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.01% |
| ENERGY TRANSFER OPERATNG 06.1250 12/15/2045 | 0.01% |
| GENTING BHD SEDOL B1VXJL8 | 0.01% |
| JO-ANN STORES 2NDL L+925 10.2500 05/21/2024 | 0.01% |
| PETROLEOS MEXICANOS P/P 144A 07.6900 01/23/2050 | 0.01% |
| REALOGY GRP / CO P/P 144A 09.3750 04/01/2027 | 0.01% |
| REPUBLIC OF VENEZUELA REGS 08.2500 10/13/2024 | 0.01% |
| SCIENTIFIC GAMES P/P 144A 07.0000 05/15/2028 | 0.01% |
| SEK/USD 06/17/2020 TDBK | 0.01% |
| SGD/USD 05/20/2020 JPMCB | 0.01% |
| TOFAS OTOMOBIL FAB SEDOL B03MY33 | 0.01% |
| VMWARE INC 03.9000 08/21/2027 | 0.01% |
| BANK OF MONTREAL USD 03.8030 12/15/2032 | 0.01% |
| BBVA ARGENTINA SA-ADR SEDOL BKT4TC7 | 0.01% |
| CHAROEN POKPHAND FOOD-FORGN SEDOL B5L2DG6 | 0.01% |
| CLEAR CHANNEL OUTDOOR HOLDIN SEDOL BJHVCH9 | 0.01% |
| FORD OTOMOTIV SEDOL B03MSR5 | 0.01% |
| HM SAMPOERNA TBK PT SEDOL 6404242 | 0.01% |
| KT CORP SEDOL 6505316 | 0.01% |
| MONDELEZ INTERNATIONAL 02.1250 04/13/2023 | 0.01% |
| SIME DARBY BERHAD SEDOL B29TTR1 | 0.01% |
| USD/JPY PUT 108.00 20200622 BANKAM | 0.01% |
| USD/JPY PUT 108.00 20200622 CITI | 0.01% |
| USD/JPY PUT 108.00 20200622 GSFX | 0.01% |
| VIACOMCBS INC 04.0000 01/15/2026 | 0.01% |
| ZEKELMAN IND INC P/P 144A 09.8750 06/15/2023 | 0.01% |
| ALBERTSONS COS P/P 144A 04.8750 02/15/2030 | 0.01% |
| AUD/USD 07/15/2020 WPAC | 0.01% |
| AUD/USD PUT 0.62 20200715 GSFX | 0.01% |
| CINEMARK USA INC P/P 144A 08.7500 05/01/2025 | 0.01% |
| CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 JP | 0.01% |
| COMCAST CORP 02.3500 01/15/2027 | 0.01% |
| COMCAST CORP 03.1500 03/01/2026 | 0.01% |
| CROWN CASTLE INTL CORP 04.8750 04/15/2022 | 0.01% |
| DELL INT / EMC P/P 144A 05.8500 07/15/2025 | 0.01% |
| ENERGIZER HLDG INC P/P 144A 07.7500 01/15/2027 | 0.01% |
| ENRGY TRANS PT/REG FIN 05.8750 03/01/2022 | 0.01% |
| EOG RESOURCES INC 04.1500 01/15/2026 | 0.01% |
| FENG TAY ENTERPRISE CO LTD SEDOL 6336055 | 0.01% |
| GBP/USD 06/17/2020 SSBT | 0.01% |
| GLOBAL PAYMENTS INC 04.0000 06/01/2023 | 0.01% |
| GRUPO AEROPORTUARIO DEL CENT SEDOL B1KFX13 | 0.01% |
| HEALTHPEAK PROPERTIES INC SEDOL BJBLRK3 | 0.01% |
| IOS.FN30.350.12 R USL1M P 01/12/43 BC | 0.01% |
| JO-ANN STORES TL L+500 06.0000 10/16/2023 | 0.01% |
| JPMORGAN CHASE & CO 06.1000 02/01/2049 | 0.01% |
| NETFLIX INC. P/P 144A 04.8750 06/15/2030 | 0.01% |
| NRG ENERGY INC 06.6250 01/15/2027 | 0.01% |
| NRG ENERGY INC. 07.2500 05/15/2026 | 0.01% |
| POLYONE CORP P/P 144A 05.7500 05/15/2025 | 0.01% |
| PRESTIGE BRANDS INC P/P 144A 05.1250 01/15/2028 | 0.01% |
| PULTEGROUP INC 05.5000 03/01/2026 | 0.01% |
| RAYTHEON TECH CORP 04.1250 11/16/2028 | 0.01% |
| TENET HEALTHCARE P/P 144A 07.5000 04/01/2025 | 0.01% |
| TRANSDIGM INC P/P 144A 08.0000 12/15/2025 | 0.01% |
| VAIL RESORTS INC P/P 144A 06.2500 05/15/2025 | 0.01% |
| WYNN RESORTS FIN LLC P/P 144A 07.7500 04/15/2025 | 0.01% |
| YUM! BRANDS INC P/P 144A 07.7500 04/01/2025 | 0.01% |
| BGC PARTNERS INC 05.1250 05/27/2021 | 0.01% |
| BUCKEYE PARTNERS LP 03.9500 12/01/2026 | 0.01% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CS | 0.01% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CS | 0.01% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 JP | 0.01% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | 0.01% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | 0.01% |
| COLONY CAPITAL INC SEDOL BG5QFV0 | 0.01% |
| ELDORADO RESORTS INC 06.0000 09/15/2026 | 0.01% |
| GBP/USD 06/17/2020 GSFX | 0.01% |
| GENERAL MOTORS FINL CO 04.0000 01/15/2025 | 0.01% |
| IMPALA PLATINUM HOLDINGS LTD SEDOL B1FFT76 | 0.01% |
| INSTALLED BUILDI P/P 144A 05.7500 02/01/2028 | 0.01% |
| NOBLE HLDG INTL LTD P/P 144A 07.8750 02/01/2026 | 0.01% |
| NZD/USD 07/15/2020 UBS | 0.01% |
| OSHKOSH CORP 03.1000 03/01/2030 | 0.01% |
| OTIS WORLDWIDE CORP P/P 144A 02.5650 02/15/2030 | 0.01% |
| OUTFRONT MEDIA C P/P 144A 04.6250 03/15/2030 | 0.01% |
| PETROBRAS GLOBAL FIN USD 05.2990 01/27/2025 | 0.01% |
| PETRONAS GAS BHD SEDOL 6703972 | 0.01% |
| PLDT INC SEDOL BDGN274 | 0.01% |
| POU CHEN SEDOL 6696157 | 0.01% |
| PROLOGIS LP 02.2500 04/15/2030 | 0.01% |
| REPUBLIC OF VENEZUELA REGS 09.0000 05/07/2023 | 0.01% |
| SAO MARTINHO SA SEDOL B1P3R43 | 0.01% |
| SEK/USD 06/17/2020 HSBCB | 0.01% |
| TECO ELECTRIC & MACHINERY SEDOL 6879851 | 0.01% |
| TITAN ACQ LTD P/P 144A 07.7500 04/15/2026 | 0.01% |
| TRANSDIGM INC 06.5000 05/15/2025 | 0.01% |
| TRONOX INC P/P 144A 06.5000 05/01/2025 | 0.01% |
| ZAYO GROUP HLDG INC P/P 144A 04.0000 03/01/2027 | 0.01% |
| APACHE CORP 04.3750 10/15/2028 | 0.00% |
| AUD/USD 07/15/2020 HSBCB | 0.00% |
| AUD/USD 07/15/2020 TDBK | 0.00% |
| BANK OF CHINA LTD-H SEDOL B154564 | 0.00% |
| BROOKFIELD RESID P/P 144A 04.8750 02/15/2030 | 0.00% |
| CMB CMBX.NA.A.7 2047-01-17 200.0 01/17/2047 JP | 0.00% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 ML | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 ML | 0.00% |
| FEDERAL GRID CO UNIFIED ENER SEDOL B39RR67 | 0.00% |
| NABORS IND LTD P/P 144A 07.2500 01/15/2026 | 0.00% |
| NABORS IND LTD P/P 144A 07.5000 01/15/2028 | 0.00% |
| NZD/USD 07/15/2020 SSBT | 0.00% |
| PETROLEOS DE VEN P/P 144A 06.0000 11/15/2026 | 0.00% |
| QUALITAS CONTROLADORA SAB CV SEDOL BYMXF65 | 0.00% |
| TARGA RES PRTNRS P/P 144A 05.5000 03/01/2030 | 0.00% |
| US BANCORP 02.6250 01/24/2022 | 0.00% |
| USD/JPY PUT 106.00 20200701 BANKAM | 0.00% |
| ZHEN DING TECHNOLOGY HOLDING SEDOL B734XQ4 | 0.00% |
| CALIFORNIA RESOURC TL L+475 06.3633 12/31/2022 | 0.00% |
| GBP/USD 06/17/2020 TDBK | 0.00% |
| NESTLE (MALAYSIA) BERHAD SEDOL 6629335 | 0.00% |
| SEK/USD 06/17/2020 CITI | 0.00% |
| SEK/USD 06/17/2020 CSI-FX | 0.00% |
| SEK/USD 06/17/2020 RBSF | 0.00% |
| SEK/USD 06/17/2020 UBS | 0.00% |
| SM ENERGY CO 06.6250 01/15/2027 | 0.00% |
| SM ENERGY CO 06.7500 09/15/2026 | 0.00% |
| 0.40 R ISWP FWD US0003M P 06/17/2022 | 0.00% |
| BMW US CAPITAL LLC P/P 144A 03.9500 08/14/2028 | 0.00% |
| CHATHAM LODGING TRUST SEDOL B5LYMC1 | 0.00% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CG | 0.00% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CS | 0.00% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 MS | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.00% |
| CMB CMBX.NA.BB.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 JP | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| COMMUNITY HEALTHCARE TRUST I SEDOL BXC87C3 | 0.00% |
| GBP/USD 06/17/2020 BCAP-FX | 0.00% |
| GBP/USD 06/17/2020 CSI-FX | 0.00% |
| INCEPTION MRGR/RACK P/P 144A 08.6250 11/15/2024 | 0.00% |
| MALAYSIA AIRPORTS HLDGS BHD SEDOL 6188193 | 0.00% |
| MANILA ELECTRIC COMPANY SEDOL B247XZ6 | 0.00% |
| NZD/USD 07/15/2020 BCAP-FX | 0.00% |
| OASIS PETROLEUM INC P/P 144A 06.2500 05/01/2026 | 0.00% |
| PROLOGIS LP 02.1250 04/15/2027 | 0.00% |
| ROYAL BANK OF CANADA USD 02.8000 04/29/2022 | 0.00% |
| TRANSOCEAN INC 07.5000 04/15/2031 | 0.00% |
| WESTPORTS HOLDINGS BHD SEDOL BDFM1K8 | 0.00% |
| YDUQS PARTICIPACOES SA SEDOL BJGV3C2 | 0.00% |
| BANK TABUNGAN PENSIUNAN NASI SEDOL BFNBJ41 | 0.00% |
| CAD/USD 07/15/2020 GSFX | 0.00% |
| CAD/USD 07/15/2020 WPAC | 0.00% |
| CHF/USD 06/17/2020 JPMCB | 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.7 2047-01-17 500.0 01/17/2047 MS | 0.00% |
| EUR/CHF PUT 1.03 20200615 GSFX | 0.00% |
| NZD/USD 07/15/2020 BANKAM | 0.00% |
| NZD/USD 07/15/2020 CSI-FX | 0.00% |
| OASIS PETROLEUM INC 06.8750 03/15/2022 | 0.00% |
| PARTY CITY HLDG INC P/P 144A 06.1250 08/15/2023 | 0.00% |
| RUENTEX DEVELOPMENT CO LTD SEDOL 6748423 | 0.00% |
| SEK/USD 06/17/2020 BCAP-FX | 0.00% |
| TRANSMISSORA ALIANCA DE-UNIT SEDOL B1G8KX7 | 0.00% |
| ADVANZ PHARMA CORP LTD SEDOL BG0RYR7 | 0.00% |
| ASTRO MALAYSIA SEDOL B7W5GK3 | 0.00% |
| AUD/USD 07/15/2020 BANKAM | 0.00% |
| CHS/COMMUNITY HEALT P/P 144A 08.1250 06/30/2024 | 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 CG | 0.00% |
| CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 CG | 0.00% |
| CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 GS | 0.00% |
| CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 MS | 0.00% |
| CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 MS | 0.00% |
| CMB CMBX.NA.BB.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 CG | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 JP | 0.00% |
| DKK/USD 06/17/2020 CITI | 0.00% |
| GBP/USD 06/17/2020 HSBCB | 0.00% |
| GBP/USD 06/17/2020 RBSF | 0.00% |
| GLENCORE PLC SEDOL B4T3BW6 | 0.00% |
| NZD/USD 07/15/2020 HSBCB | 0.00% |
| NZD/USD 07/15/2020 RBSF | 0.00% |
| NZD/USD 07/15/2020 TDBK | 0.00% |
| NZD/USD 07/15/2020 WPAC | 0.00% |
| OASIS PETROLEUM INC CV 02.6250 09/15/2023 | 0.00% |
| USD/CHF PUT 0.94 20200605 GSFX | 0.00% |
| CAD/USD 07/15/2020 CITI | 0.00% |
| CAD/USD 07/15/2020 HSBCB | 0.00% |
| CAD/USD 07/15/2020 JPMCB | 0.00% |
| CAD/USD 07/15/2020 RBSF | 0.00% |
| CAD/USD 07/15/2020 UBS | 0.00% |
| CALIFORNIA RESOURCES P/P 144A 08.0000 12/15/2022 | 0.00% |
| CMB CMBX.NA.A.7 2047-01-17 200.0 01/17/2047 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 CS | 0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 JP | 0.00% |
| EUR/USD 06/17/2020 BCAP-FX | 0.00% |
| GBP/USD 06/17/2020 WPAC | 0.00% |
| GLOW ENERGY PCL - FOREIGN SEDOL B074GX9 | 0.00% |
| HKD/USD 05/20/2020 BANKAM | 0.00% |
| HKD/USD 05/20/2020 GSFX | 0.00% |
| HKD/USD 05/20/2020 RBSF | 0.00% |
| HKD/USD 05/20/2020 TDBK | 0.00% |
| HKD/USD 05/20/2020 UBS | 0.00% |
| ILS/USD 07/15/2020 SSBT | 0.00% |
| JPY/USD 05/20/2020 UBS | 0.00% |
| NZD/USD 07/15/2020 JPMCB | 0.00% |
| TERVITA CORP SEDOL BD1DCC4 | 0.00% |
| USD/CHF PUT 0.91 20200605 CITI | 0.00% |
| AUD/USD 07/15/2020 JPMCB | -0.00% |
| CAD/USD 07/15/2020 CSI-FX | -0.00% |
| CAD/USD 07/15/2020 TDBK | -0.00% |
| CDX CDX.NA.IG.34 100.0 06/20/2025 | -0.00% |
| CHF/USD 06/17/2020 CITI | -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 CS | -0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 CG | -0.00% |
| CNH/USD 05/20/2020 HSBCB | -0.00% |
| EUR/CHF PUT 1.00 20200615 GSFX | -0.00% |
| EUR/USD 06/17/2020 RBSF | -0.00% |
| EUR/USD 06/17/2020 UBS | -0.00% |
| EUR/USD 06/17/2020 WPAC | -0.00% |
| HKD/USD 05/20/2020 BCAP-FX | -0.00% |
| HKD/USD 05/20/2020 HSBCB | -0.00% |
| HKD/USD 05/20/2020 SSBT | -0.00% |
| 0.90 R ISWP FWD US0003M P 06/17/2050 | -0.00% |
| AUD/USD 07/15/2020 CSI-FX | -0.00% |
| AUD/USD PUT 0.59 20200715 GSFX | -0.00% |
| CAD/USD 07/15/2020 BANKAM | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.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% |
| 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-.6 2063-05-11 300.0 05/11/2063 ML | -0.00% |
| EUR/USD 06/17/2020 GSFX | -0.00% |
| EUR/USD 06/17/2020 TDBK | -0.00% |
| GBP/USD 06/17/2020 JPMCB | -0.00% |
| JPY/USD 05/20/2020 CITI | -0.00% |
| NOK/USD 06/17/2020 UBS | -0.00% |
| USD/JPY PUT 102.00 20200701 BANKAM | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.00% |
| EUR/USD 06/17/2020 CSI-FX | -0.00% |
| GBP/USD 06/17/2020 UBS | -0.00% |
| NOK/USD 06/17/2020 TDBK | -0.00% |
| NZD/USD 07/15/2020 CITI | -0.00% |
| USD/JPY PUT 105.00 20200622 BANKAM | -0.00% |
| USD/JPY PUT 105.00 20200622 CITI | -0.00% |
| USD/JPY PUT 105.00 20200622 GSFX | -0.00% |
| CHF/USD 06/17/2020 GSFX | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.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 06/17/2020 CITI | -0.00% |
| JPY/USD 05/20/2020 RBSF | -0.00% |
| JPY/USD 05/20/2020 SSBT | -0.00% |
| NOK/USD 06/17/2020 BANKAM | -0.00% |
| NZD/USD 07/15/2020 GSFX | -0.00% |
| AUD/USD 07/15/2020 CITI | -0.00% |
| CAD/USD 07/15/2020 SSBT | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS | -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.BB.10 2059-11-17 500.0 11/17/2059 JP | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% |
| GBP/USD 06/17/2020 CITI | -0.01% |
| NOK/USD 06/17/2020 CITI | -0.01% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 JP | -0.01% |
| JPY/USD 05/20/2020 BANKAM | -0.01% |
| JPY/USD 05/20/2020 BCAP-FX | -0.01% |
| AUD/USD 07/15/2020 SSBT | -0.01% |
| AUD/USD 07/15/2020 UBS | -0.01% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 MS | -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% |
| 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 CS | -0.01% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.01% |
| JPY/USD 05/20/2020 HSBCB | -0.01% |
| JPY/USD 05/20/2020 WPAC | -0.01% |
| NOK/USD 06/17/2020 HSBCB | -0.01% |
| EUR/USD 06/17/2020 SSBT | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.02% |
| NOK/USD 06/17/2020 CSI-FX | -0.02% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CG | -0.02% |
| JPY/USD 05/20/2020 GSFX | -0.02% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 CG | -0.02% |
| NOK/USD 06/17/2020 GSFX | -0.02% |
| RU10INTR P US0003M R 11/25/20 CI | -0.02% |
| NOK/USD 06/17/2020 RBSF | -0.03% |
| CPURNSA R 1.675 P 03/06/30 | -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% |
| NOK/USD 06/17/2020 JPMCB | -0.04% |
| 0.65 R ISWP FWD US0003M P 06/17/2025 | -0.04% |
| CPURNSA R 1.765 P 10/01/29 | -0.04% |
| NOK/USD 06/17/2020 SSBT | -0.05% |
| CPURNSA R 2.308 P 12/05/26 | -0.07% |
| CPURNSA R 1.79 P 09/09/29 | -0.07% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 JP | -0.09% |
| CPURNSA R 1.858 P 04/07/26 | -0.10% |
| CPURNSA R 1.92 P 08/07/25 | -0.12% |
| CPURNSA R 2.138 P 03/07/29 | -0.13% |
| CPURNSA R 2.099 P 02/07/29 | -0.16% |
| CPURNSA R 2.1438 P 11/07/27 | -0.17% |
| EUR/USD 06/17/2020 JPMCB | -0.17% |
| CPURNSA R 1.875 P 07/08/29 | -0.17% |
| CPURNSA R 2.3075 P 04/06/28 | -0.20% |
| IOS.FN30.400.10 P USL1M R 01/12/41 JP | -0.21% |
| CPURNSA R 2.3875 P 07/09/28 | -0.27% |
| CPURNSA R 2.76 P 01/09/23 | -0.61% |
| CDX CDX.EM.33 100.0 06/20/2025 | -0.68% |
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| RU10INTR P US0003M R 06/20/23 BA | -13.59% |
| JPN 10Y BOND(OSE) JUN20 JBM0 | 13.53% |
|---|---|
| MLFCF15 R US0003M P 06/20/23 BA | 12.70% |
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| CGPUTQL2 R US0003M P 11/25/20 CI | 4.41% |
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| AT&T INC. 03.8000 02/15/2027 | 0.11% |
| SPST 2019-11 A 01.6785 10/24/2020 | 0.11% |
| FIRSTENERGY TRANSMIS P/P 144A 05.4500 07/15/2044 | 0.11% |
| CHEVRON CORP | 0.11% |
| ESSITY AKTIEBOLAG-B SEDOL BF1K7P7 | 0.11% |
| MITSUBISHI UFJ FIN GRP USD 03.5350 07/26/2021 | 0.11% |
| SUMITOMO MITSUI FINANCIAL GR SEDOL 6563024 | 0.11% |
| T-MOBILE USA INC 04.7500 02/01/2028 | 0.11% |
| HEICO CORP SEDOL 2419217 | 0.10% |
| TREASURY BILL 00.0000 04/14/2020 | 0.10% |
| HITACHI LTD SEDOL 6429104 | 0.10% |
| RELIANCE STEEL & ALUMINUM SEDOL 2729068 | 0.10% |
| UDR INC SEDOL 2727910 | 0.10% |
| FNMA FN40 BF0171 UMBS 04.0000 01/01/2057 | 0.10% |
| MSRR 2015-R4 CB1 02.4514 08/26/2047 | 0.10% |
| SHIONOGI & CO LTD SEDOL 6804682 | 0.10% |
| SPST 2020-2 A 01.7549 03/26/2021 | 0.10% |
| DAIKIN INDUSTRIES LTD SEDOL 6250724 | 0.10% |
| KONINKLIJKE AHOLD DELHAIZE N SEDOL BD0Q398 | 0.10% |
| ALLISON TRANSMISSION HOLDING SEDOL B4PZ892 | 0.10% |
| ANGLO AMER PLC SEDOL B1XZS82 | 0.10% |
| DISH DBS CORP 05.8750 11/15/2024 | 0.10% |
| PARTNERS GROUP HOLDING AG SEDOL B119QG0 | 0.10% |
| UNITEDHEALTH GROUP INC 03.8500 06/15/2028 | 0.10% |
| HILTON WORLDWIDE FIN LLC 04.8750 04/01/2027 | 0.10% |
| WH GROUP LTD SEDOL BLLHKZ1 | 0.10% |
| AMAZON.COM INC 03.3000 12/05/2021 | 0.10% |
| LEGAL & GENERAL GROUP PLC SEDOL 0560399 | 0.10% |
| AXALTA COATING SYSTEMS LTD SEDOL BSFWCF5 | 0.09% |
| BNP PARIBAS SEDOL 7309681 | 0.09% |
| FERGUSON PLC SEDOL BJVNSS4 | 0.09% |
| INFOSYS LTD SEDOL 6205122 | 0.09% |
| SALESFORCE.COM INC 03.7000 04/11/2028 | 0.09% |
| WAMU 2005-AR12 1A8 03.8631 10/25/2035 | 0.09% |
| AVIVA PLC SEDOL 0216238 | 0.09% |
| CHENIERE CORP CHRIST 05.1250 06/30/2027 | 0.09% |
| COMCAST CORP 06.5000 11/15/2035 | 0.09% |
| CARLSBERG AS-B SEDOL 4169219 | 0.09% |
| ORACLE CORP 02.6500 07/15/2026 | 0.09% |
| AMERICOLD REALTY TRUST SEDOL B3SKZK7 | 0.09% |
| MCDONALD'S CORP SEDOL 2550707 | 0.09% |
| JPY/USD 05/20/2020 JPMCB | 0.09% |
| OCCIDENTAL PETROLEUM CORP SEDOL 2655408 | 0.09% |
| SAIL 2004-10 A10 01.8466 11/25/2034 | 0.09% |
| APPLE INC 03.8500 05/04/2043 | 0.09% |
| BAUSCH HLTH COS INC P/P 144A 06.1250 04/15/2025 | 0.09% |
| US FOODS HOLDING CORP SEDOL BYVFC94 | 0.09% |
| WESFARMERS LTD SEDOL 6948836 | 0.09% |
| BANCO BILBAO VIZCAYA ARGENTA SEDOL 5501906 | 0.09% |
| COVESTRO AG SEDOL BYTBWY9 | 0.08% |
| VERTIV TLB L+300 04.6550 03/02/2027 | 0.08% |
| CF INDUSTRIES INC P/P 144A 04.5000 12/01/2026 | 0.08% |
| CHS/COMMUNITY HEALTH SYS 06.2500 03/31/2023 | 0.08% |
| HCA INC 05.3750 09/01/2026 | 0.08% |
| NIPPON TELEGRAPH & TELEPHONE SEDOL 6641373 | 0.08% |
| TENET HEALTHCARE P/P 144A 04.8750 01/01/2026 | 0.08% |
| FAIRFAX FINL HLDGS USD 04.8500 04/17/2028 | 0.08% |
| EASTERLY GOVERNMENT PROPERTI SEDOL BVSS693 | 0.08% |
| MID-AMERICA APARTMENT COMM SEDOL 2589132 | 0.08% |
| PULTEGROUP INC. 07.8750 06/15/2032 | 0.08% |
| SPST 2019-3 A 01.6285 06/24/2020 | 0.08% |
| NEW RESIDENTIAL INVESTMENT SEDOL BRJ9GW0 | 0.08% |
| NRG ENERGY INC P/P 144A 04.4500 06/15/2029 | 0.08% |
| SHENZHEN MINDRAY BIO-MEDICAL ELEC CO LTD 144A/REGS | 0.08% |
| SHIN-ETSU CHEMICAL CO LTD SEDOL 6804585 | 0.08% |
| STARWOOD PROPERTY TRUST INC SEDOL B3PQ520 | 0.08% |
| STEVENS HLDG CO INC P/P 144A 06.1250 10/01/2026 | 0.08% |
| UNITED MEXICAN STATES USD 04.0000 10/02/2023 | 0.08% |
| ANHUI CONCH CEMENT CO LTD-H SEDOL 6080396 | 0.08% |
| DIGITAL REALTY TRUST LP 04.4500 07/15/2028 | 0.08% |
| HP INC SEDOL BYX4D52 | 0.08% |
| ACCENTURE PLC-CL A SEDOL B4BNMY3 | 0.08% |
| BRAND ENERGY TL L+425 06.0847 06/21/2024 | 0.08% |
| EQUITY COMMONWEALTH SEDOL BPH3N63 | 0.08% |
| HOST HOTELS & RESORTS INC SEDOL 2567503 | 0.08% |
| LIFE STORAGE INC SEDOL BDCSFJ6 | 0.08% |
| AMERICAN FINANCIAL GROUP INC SEDOL 2134532 | 0.08% |
| BANFF MERGER SUB INC P/P 144A 09.7500 09/01/2026 | 0.08% |
| CK ASSET HOLDINGS LTD SEDOL BYZQ077 | 0.08% |
| LPL HOLDINGS INC P/P 144A 05.7500 09/15/2025 | 0.08% |
| SPRINT CAPITAL CORPORATION 06.8750 11/15/2028 | 0.08% |
| ALLERGAN PLC SEDOL BY9D546 | 0.08% |
| AT&T INC 04.1000 02/15/2028 | 0.08% |
| PETROLEOS MEXICANOS P/P 144A 05.9500 01/28/2031 | 0.08% |
| AMAZON.COM INC 03.1500 08/22/2027 | 0.08% |
| AMER TRANS SYST P/P 144A 05.0000 09/01/2044 | 0.08% |
| MICROCHIP TECH INC 04.3330 06/01/2023 | 0.08% |
| SIMON PROPERTY GROUP INC SEDOL 2812452 | 0.08% |
| SINO BIOPHARMACEUTICAL SEDOL B00XSF9 | 0.08% |
| BOSTON PROPERTIES INC SEDOL 2019479 | 0.07% |
| CITIGROUP INC 02.6500 10/26/2020 | 0.07% |
| HEALTHCARE REALTY TRUST INC SEDOL 2417921 | 0.07% |
| NOVARTIS CAPITAL CORP 04.0000 11/20/2045 | 0.07% |
| NRG P/P 144A 03.7500 06/15/2024 | 0.07% |
| SWISS RE TREAS P/P 144A 04.2500 12/06/2042 | 0.07% |
| COMPASS GROUP PLC SEDOL BD6K457 | 0.07% |
| THERMO FISHER SCIENTIFIC INC SEDOL 2886907 | 0.07% |
| BANK OF SHANGHAI 144A/REGS WARRANT 12/02/2020 | 0.07% |
| BMC EAST LLC P/P 144A 05.5000 10/01/2024 | 0.07% |
| ORIX CORP SEDOL 6661144 | 0.07% |
| ZIMMER BIOMET HOLDINGS INC SEDOL 2783815 | 0.07% |
| BOISE CASCADE CO P/P 144A 05.6250 09/01/2024 | 0.07% |
| CHARTER COMM OPT LLC 06.4840 10/23/2045 | 0.07% |
| HCA INC 05.2500 06/15/2026 | 0.07% |
| PEUGEOT SA SEDOL 7103526 | 0.07% |
| SS&C TECH INC P/P 144A 05.5000 09/30/2027 | 0.07% |
| WELLS FARGO & COMPANY 02.6000 07/22/2020 | 0.07% |
| AMGEN INC 02.6000 08/19/2026 | 0.07% |
| DEUTSCHE BOERSE AG SEDOL 7021963 | 0.07% |
| DXC TECHNOLOGY CO SEDOL BYXD7B3 | 0.07% |
| ECOLAB INC 02.7000 11/01/2026 | 0.07% |
| GCP APPLIED TECH P/P 144A 05.5000 04/15/2026 | 0.07% |
| IND & COMM BK OF CHINA-H SEDOL B1G1QD8 | 0.07% |
| USI INC/NY P/P 144A 06.8750 05/01/2025 | 0.07% |
| WFRBS 2013-UBS1 AS 04.3060 03/15/2046 | 0.07% |
| WOOLWORTHS GROUP LTD SEDOL 6981239 | 0.07% |
| APPLE INC 02.8500 05/06/2021 | 0.07% |
| COMM 2014-LC15 XA IO 01.0953 04/10/2047 | 0.07% |
| SANY HEAVY INDUSTRY CO LTD 144A REGS WARRANT 12/21/2020 | 0.07% |
| SHANGHAI PUDONG DEV BANK 144A/REGS WARRANT | 0.07% |
| SKANDINAVISKA ENSKILDA BAN-A SEDOL 4813345 | 0.07% |
| ADVANCED INFO SERVICE-FOR RG SEDOL 6412591 | 0.07% |
| BERRY GLOBAL INC 05.1250 07/15/2023 | 0.07% |
| BIG RVR STL/FIN P/P 144A 07.2500 09/01/2025 | 0.07% |
| BRIGHT HORIZONS FAMILY SOLUT SEDOL B7MJWP2 | 0.07% |
| BRITISH AMERICAN TOBACCO PLC SEDOL 0287580 | 0.07% |
| CENTENE CORP P/P 144A 04.6250 12/15/2029 | 0.07% |
| ENERGY TRANSFER OPERATNG 06.6250 02/15/2028 | 0.07% |
| HINDUSTAN UNILEVER LTD SEDOL 6261674 | 0.07% |
| TRANSDIGM INC. P/P 144A 06.2500 03/15/2026 | 0.07% |
| VOLKSWAGEN AG PFD SEDOL 5497168 | 0.07% |
| AGREE REALTY CORP SEDOL 2062161 | 0.07% |
| BANK OF AMERICA CORP 06.1000 12/29/2049 | 0.07% |
| HESS MIDSTREAM P P/P 144A 05.6250 02/15/2026 | 0.07% |
| 1011778 BC / NEW RED P/P 144A 05.0000 10/15/2025 | 0.07% |
| E.ON SE SEDOL 4942904 | 0.07% |
| MEREDITH CORP 06.8750 02/01/2026 | 0.07% |
| MORGAN STANLEY 04.3750 01/22/2047 | 0.07% |
| ONCOR ELECTRIC DELIV 03.7500 04/01/2045 | 0.07% |
| ASSOCIATED BRITISH FOODS PLC SEDOL 0673123 | 0.06% |
| BANK OF MONTREAL USD 03.1000 04/13/2021 | 0.06% |
| GLAXOSMITHKLINE PLC SEDOL 0925288 | 0.06% |
| MATCH GROUP INC P/P 144A 05.0000 12/15/2027 | 0.06% |
| SMURFIT KAPPA TREASURY USD 07.5000 11/20/2025 | 0.06% |
| TENET HEALTHCARE CORP 08.1250 04/01/2022 | 0.06% |
| BAUSCH HLTH AMERICAS P/P 144A 08.5000 01/31/2027 | 0.06% |
| CAD/USD 04/15/2020 SSBT | 0.06% |
| CRC ESCROW ISSUER LL P/P 144A 05.2500 10/15/2025 | 0.06% |
| GNR 2013-99 AS IO 05.2771 06/20/2043 | 0.06% |
| GREE ELECTRIC 144A/REGS WARRANT 8/24/2020 | 0.06% |
| HONEYWELL INTL 03.8120 11/21/2047 | 0.06% |
| INGEVITY CORP P/P 144A 04.5000 02/01/2026 | 0.06% |
| KWEICHOW MOUTAI CO LTD-A 144A/REGS WARRANT 08/07/2020 | 0.06% |
| RBS GLOBAL/REXNO P/P 144A 04.8750 12/15/2025 | 0.06% |
| TATA CONSULTANCY SVS LTD SEDOL B01NPJ1 | 0.06% |
| VERTEX PHARMACEUTICALS INC SEDOL 2931034 | 0.06% |
| BROADCOM CRP / CAYM 03.5000 01/15/2028 | 0.06% |
| CHIMERA INVESTMENT CORP SEDOL BVZCNC0 | 0.06% |
| FAIRFAX US INC P/P 144A 04.8750 08/13/2024 | 0.06% |
| GSMS 2014-GC22 XA IO 00.9846 06/10/2047 | 0.06% |
| HYUNDAI MOBIS CO LTD SEDOL 6449544 | 0.06% |
| NATIONAL RETAIL PROPERTIES SEDOL 2211811 | 0.06% |
| PETROBRAS GLOBAL FINANCE USD 07.3750 01/17/2027 | 0.06% |
| PHYSICIANS REALTY TRUST SEDOL BC9S149 | 0.06% |
| REFINITIV US HLDG P/P 144A 06.2500 05/15/2026 | 0.06% |
| TREASURY BILL 00.0000 09/03/2020 | 0.06% |
| CHINA MOBILE LTD SEDOL 6073556 | 0.06% |
| GLENCORE FUNDING LLC P/P 144A 04.0000 04/16/2025 | 0.06% |
| MMC NORILSK NICKEL PJSC-ADR SEDOL BYSW6D0 | 0.06% |
| BB SEGURIDADE PARTICIPACOES SEDOL B9N3SQ0 | 0.06% |
| CAS 2016-C04 1M2 05.1966 01/25/2029 | 0.06% |
| CITIGROUP INC 03.6680 07/24/2028 | 0.06% |
| CORPORATE OFFICE PROPERTIES SEDOL 2756152 | 0.06% |
| CVS HEALTH CORP 03.7000 03/09/2023 | 0.06% |
| ECOLAB INC 04.3500 12/08/2021 | 0.06% |
| HITACHI HIGH-TECHNOLOGY SEDOL 6642804 | 0.06% |
| JPMORGAN CHASE & CO 02.6918 05/15/2047 | 0.06% |
| AMERICAN TOWER CORP 02.7500 01/15/2027 | 0.06% |
| CARRIAGE SVCS INC P/P 144A 06.6250 06/01/2026 | 0.06% |
| COMM 2014-UBS6 C 04.4472 12/10/2047 | 0.06% |
| ENDEAVOR ENERGY P/P 144A 05.7500 01/30/2028 | 0.06% |
| GFL ENVIRONMENTAL P/P 144A 07.0000 06/01/2026 | 0.06% |
| MSBAM 2014-C17 C 04.4986 08/15/2047 | 0.06% |
| STAPLES INC P/P 144A 07.5000 04/15/2026 | 0.06% |
| 3I GROUP PLC SEDOL B1YW440 | 0.06% |
| ASCEND LEARNING LLC P/P 144A 06.8750 08/01/2025 | 0.06% |
| AT&T INC SEDOL 2831811 | 0.06% |
| CANTOR FITZGERALD LP P/P 144A 06.5000 06/17/2022 | 0.06% |
| CRH PLC SEDOL 4182249 | 0.06% |
| ENTERPRISE PRODUCTS OPER 04.2500 02/15/2048 | 0.06% |
| GOLDMAN SACHS GROUP INC 02.6000 02/07/2030 | 0.06% |
| AMGEN INC 04.6630 06/15/2051 | 0.06% |
| CF INDUSTRIES INC 04.9500 06/01/2043 | 0.06% |
| IHEARTCOMMUNICATIONS INC 08.3750 05/01/2027 | 0.06% |
| INGERSOLL-RAND INC SEDOL BL5GZ82 | 0.06% |
| PETROBRAS GLOBAL FIN USD 05.9990 01/27/2028 | 0.06% |
| REINSURANCE GROUP OF AMERICA SEDOL 2731193 | 0.06% |
| TENET HEALTHCARE COR P/P 144A 05.1250 11/01/2027 | 0.06% |
| VEREIT INC SEDOL BYVVTJ1 | 0.06% |
| AURIZON HOLDINGS LTD SEDOL B87CVM3 | 0.06% |
| COMM 2014-UBS6 XA IO 00.8918 12/10/2047 | 0.06% |
| KINDER MORGAN INC 03.1500 01/15/2023 | 0.06% |
| LEGRAND SA SEDOL B11ZRK9 | 0.06% |
| WASTE PRO USA INC P/P 144A 05.5000 02/15/2026 | 0.06% |
| AMERICAN CAMPUS COMMUNITIES SEDOL B02H871 | 0.06% |
| BANK OF AMERICA CORP 03.2480 10/21/2027 | 0.06% |
| BMW US CAPITAL LLC P/P 144A 02.0000 04/11/2021 | 0.06% |
| COMMONWEALTH BK AUST P/P 144A 03.1500 09/19/2027 | 0.06% |
| CREDIT AGRICOLE SA SEDOL 7262610 | 0.06% |
| NTT DOCOMO INC SEDOL 6129277 | 0.06% |
| SHELL INTERNATIONAL FIN USD 02.8750 05/10/2026 | 0.06% |
| SPRINT CORP 07.2500 09/15/2021 | 0.06% |
| T-MOBILE USA INC 05.3750 04/15/2027 | 0.06% |
| TOPBUILD CORP P/P 144A 05.6250 05/01/2026 | 0.06% |
| TREASURY BILL 00.0000 06/04/2020 | 0.06% |
| TREASURY BILL 00.0000 07/16/2020 | 0.06% |
| AES CORP/THE 05.1250 09/01/2027 | 0.06% |
| BANK LEUMI LE-ISRAEL SEDOL 6076425 | 0.06% |
| BANK OF NOVA SCOTIA USD 02.0000 11/15/2022 | 0.06% |
| BROADRIDGE FINANCIAL SOLUTIO SEDOL B1VP7R6 | 0.06% |
| CONCHO RESOURCES INC 03.7500 10/01/2027 | 0.06% |
| DIAMOND SPORTS GR/DI P/P 144A 06.6250 08/15/2027 | 0.06% |
| DIGITAL REALTY TRUST INC SEDOL B03GQS4 | 0.06% |
| HUSKY TLB L+300 04.4501 03/28/2025 | 0.06% |
| INTELSAT JACKSON HLD P/P 144A 09.7500 07/15/2025 | 0.06% |
| PLANTRONICS INC P/P 144A 05.5000 05/31/2023 | 0.06% |
| STMICROELECTRONICS NV SEDOL 5962332 | 0.06% |
| UBSBB 2012-C2 D P/P 144A 04.8885 05/10/2063 | 0.06% |
| AMERICAN INTL GROUP 08.1750 05/15/2058 | 0.05% |
| AT&T INC 04.7500 05/15/2046 | 0.05% |
| BHP GROUP PLC SEDOL BH0P3Z9 | 0.05% |
| BWAY HOLDING CO P/P 144A 07.2500 04/15/2025 | 0.05% |
| FAURECIA SEDOL 4400446 | 0.05% |
| GRAY TELEVISION INC P/P 144A 07.0000 05/15/2027 | 0.05% |
| HUB INTL LTD P/P 144A 07.0000 05/01/2026 | 0.05% |
| KIA MOTORS CORP SEDOL 6490928 | 0.05% |
| STARWOOD PROP TR 04.7500 03/15/2025 | 0.05% |
| TOSHIBA CORP SEDOL 6897217 | 0.05% |
| WERNER FINCO LP/INC P/P 144A 08.7500 07/15/2025 | 0.05% |
| ALLEGHENY TECHNOLOGIES INC 07.8750 08/15/2023 | 0.05% |
| FIDELITY NATL INFO SERV 03.7500 05/21/2029 | 0.05% |
| GREAT LAKES D&D 08.0000 05/15/2022 | 0.05% |
| NEXON CO LTD SEDOL B63QM77 | 0.05% |
| NEXSTAR ESCROW P/P 144A 05.6250 07/15/2027 | 0.05% |
| STANDARD IND INC P/P 144A 05.3750 11/15/2024 | 0.05% |
| WATCO COS LLC/FI P/P 144A 06.3750 04/01/2023 | 0.05% |
| AIR LEASE CORP 03.2500 10/01/2029 | 0.05% |
| CENTERPOINT ENERGY INC SEDOL 2440637 | 0.05% |
| GALAPAGOS NV SEDOL B07Q2V5 | 0.05% |
| OTSUKA CORP SEDOL 6267058 | 0.05% |
| PARAMOUNT GROUP INC SEDOL BSL7HC6 | 0.05% |
| TERRIER MEDIA BU P/P 144A 08.8750 12/15/2027 | 0.05% |
| ALBERTSONS COS LLC P/P 144A 07.5000 03/15/2026 | 0.05% |
| BRAMBLES LTD SEDOL B1FJ0C0 | 0.05% |
| CITIGROUP INC 04.6000 03/09/2026 | 0.05% |
| CMLTI 2005-2 1A2A 04.2979 05/25/2035 | 0.05% |
| ENERGY TRANSFER OPERA 05.8750 01/15/2024 | 0.05% |
| NATL HEALTH INVESTORS INC SEDOL 2626125 | 0.05% |
| NAVISTAR INTL CORP P/P 144A 06.6250 11/01/2025 | 0.05% |
| NIELSEN CO LUXEM P/P 144A 05.0000 02/01/2025 | 0.05% |
| SILGAN HOLDINGS INC SEDOL 2809324 | 0.05% |
| TOKYO ELECTRON LTD SEDOL 6895675 | 0.05% |
| WFRBS 2011-C3 D P/P 144A 05.6807 03/15/2044 | 0.05% |
| AIR LEASE CORP 04.6250 10/01/2028 | 0.05% |
| ALLISON TRANSMISSION P/P 144A 04.7500 10/01/2027 | 0.05% |
| CGCMT 2014-GC19 X IO 01.1504 03/10/2047 | 0.05% |
| CITIGROUP INC 04.4500 09/29/2027 | 0.05% |
| DOW CHEMICAL CO/THE 03.5000 10/01/2024 | 0.05% |
| NIELSEN FIN LLC/CO P/P 144A 05.0000 04/15/2022 | 0.05% |
| OMNICOM GP/OMNICOM CAP 03.6000 04/15/2026 | 0.05% |
| SAMI 2007-AR7 1A1 01.7966 05/25/2047 | 0.05% |
| UNIVAR SOLUTIONS P/P 144A 05.1250 12/01/2027 | 0.05% |
| VIACOMCBS INC 04.2000 06/01/2029 | 0.05% |
| WFRBS 2013-C16 AS 04.6680 09/15/2046 | 0.05% |
| YUM CHINA HOLDINGS INC SEDOL BYW4289 | 0.05% |
| KEURIG DR PEPPER INC 04.4170 05/25/2025 | 0.05% |
| KT&G CORP SEDOL 6175076 | 0.05% |
| MATTEL INC P/P 144A 05.8750 12/15/2027 | 0.05% |
| NETFLIX INC 04.8750 04/15/2028 | 0.05% |
| NOMURA RESEARCH INSTITUTE LT SEDOL 6390921 | 0.05% |
| RITE AID CORP P/P 144A 06.1250 04/01/2023 | 0.05% |
| VODAFONE GROUP PLC USD 04.3750 05/30/2028 | 0.05% |
| GOODMAN GROUP SEDOL B03FYZ4 | 0.05% |
| KFC HLD/PIZZA HUT/TA P/P 144A 05.2500 06/01/2026 | 0.05% |
| STORE CAPITAL CORP SEDOL BSKRKJ5 | 0.05% |
| WELLTOWER INC SEDOL BYVYHH4 | 0.05% |
| WFCM 2013-LC12 C 04.2825 07/15/2046 | 0.05% |
| AENA SME SA SEDOL BVRZ8L1 | 0.05% |
| AUTOMATION TOOLING S P/P 144A 06.5000 06/15/2023 | 0.05% |
| ENI SPA SEDOL 7145056 | 0.05% |
| FISERV INC 04.2000 10/01/2028 | 0.05% |
| ITOCHU TECHNO-SOLUTIONS CORP SEDOL 6200194 | 0.05% |
| LIONS GATE CAP HOLD P/P 144A 05.8750 11/01/2024 | 0.05% |
| MGIC INVESTMENT CORP SEDOL 2548616 | 0.05% |
| NATIONSTAR MTG P/P 144A 08.1250 07/15/2023 | 0.05% |
| WEST JAPAN RAILWAY CO SEDOL 6957995 | 0.05% |
| WR GRACE & CO-CONN P/P 144A 05.6250 10/01/2024 | 0.05% |
| CALPINE CORP P/P 144A 04.5000 02/15/2028 | 0.05% |
| CIT GROUP INC 05.0000 08/01/2023 | 0.05% |
| GREIF INC P/P 144A 06.5000 03/01/2027 | 0.05% |
| IRON MOUNTAIN INC P/P 144A 04.8750 09/15/2027 | 0.05% |
| KRAFT HEINZ FOODS CO 03.0000 06/01/2026 | 0.05% |
| PROVIDENT FDG/PFG FI P/P 144A 06.3750 06/15/2025 | 0.05% |
| SIX FLAGS ENT P/P 144A 05.5000 04/15/2027 | 0.05% |
| TRANSDIGM INC 06.3750 06/15/2026 | 0.05% |
| TTM TECHNOLOGIES INC P/P 144A 05.6250 10/01/2025 | 0.05% |
| ARKEMA SEDOL B0Z5YZ2 | 0.04% |
| ASML HOLDING NV SEDOL B929F46 | 0.04% |
| ASTRAZENECA PLC SEDOL 0989529 | 0.04% |
| BANCO DO BRASIL S.A. SEDOL 2328595 | 0.04% |
| COMM 2014-CR17 C 04.7840 05/10/2047 | 0.04% |
| EQUINOR ASA USD 02.9000 11/08/2020 | 0.04% |
| ITRON INC P/P 144A 05.0000 01/15/2026 | 0.04% |
| LUKOIL PJSC-SPON ADR SEDOL BYZDW27 | 0.04% |
| NORTHROP GRUMMAN CORP 03.2500 01/15/2028 | 0.04% |
| OSHKOSH CORP 04.6000 05/15/2028 | 0.04% |
| SCOTTS MIRACLE-GRO 04.5000 10/15/2029 | 0.04% |
| SUN HUNG KAI PROPERTIES SEDOL 6859927 | 0.04% |
| TECH MAHINDRA LTD SEDOL BWFGD63 | 0.04% |
| TREASURY BILL 00.0000 04/21/2020 | 0.04% |
| ACS ACTIVIDADES SEDOL B01FLQ6 | 0.04% |
| ADECCO GROUP AG-REG SEDOL 7110720 | 0.04% |
| CHARTER COMM OPT LLC 05.3750 05/01/2047 | 0.04% |
| ERAC USA FINANCE LLC P/P 144A 05.6250 03/15/2042 | 0.04% |
| MATTAMY GROUP CORP P/P 144A 05.2500 12/15/2027 | 0.04% |
| NETEASE INC-ADR SEDOL 2606440 | 0.04% |
| SCIENTIFIC GAMES P/P 144A 08.2500 03/15/2026 | 0.04% |
| SNAM SPA SEDOL 7251470 | 0.04% |
| TARGA RESOURCES PART 05.0000 01/15/2028 | 0.04% |
| UNI-PRESIDENT ENTERPRISES CO SEDOL 6700393 | 0.04% |
| AGL ENERGY LTD SEDOL BSS7GP5 | 0.04% |
| AIG GLOBAL FUNDING P/P 144A 02.1500 07/02/2020 | 0.04% |
| BRDCOM CRP / FIN 03.8750 01/15/2027 | 0.04% |
| COMPASS MIN INTL P/P 144A 06.7500 12/01/2027 | 0.04% |
| HSBC HOLDINGS PLC SEDOL 0540528 | 0.04% |
| KEURIG DR PEPPER INC 04.5970 05/25/2028 | 0.04% |
| KINDER MORGAN ENER PART 03.4500 02/15/2023 | 0.04% |
| LTC PROPERTIES INC SEDOL 2498788 | 0.04% |
| PENSKE AUTOMOTIVE GROUP 05.5000 05/15/2026 | 0.04% |
| PQ CORP P/P 144A 05.7500 12/15/2025 | 0.04% |
| QORVO INC 05.5000 07/15/2026 | 0.04% |
| SPST 2019-WL1 A 01.5966 08/25/2052 | 0.04% |
| TRANSDIGM INC P/P 144A 05.5000 11/15/2027 | 0.04% |
| AMERICAN ELECTRIC POWER 04.3000 12/01/2028 | 0.04% |
| ARCELORMITTAL USD 07.0000 10/15/2039 | 0.04% |
| BRIXMOR PROPERTY GROUP INC SEDOL BFTDJL8 | 0.04% |
| CELANESE US HOLDINGS LLC 04.6250 11/15/2022 | 0.04% |
| CVS HEALTH CORP 04.7800 03/25/2038 | 0.04% |
| INTER RAO UES PJSC SEDOL B39RRN4 | 0.04% |
| NRG ENERGY INC P/P 144A 05.2500 06/15/2029 | 0.04% |
| PANTHER BF AGGRE 2 P/P 144A 08.5000 05/15/2027 | 0.04% |
| SERVICE CORP INTL 05.1250 06/01/2029 | 0.04% |
| TORONTO-DOMINION BANK USD 03.6250 09/15/2031 | 0.04% |
| BAUSCH HLTH COS INC P/P 144A 05.5000 11/01/2025 | 0.04% |
| BOYD GAMING CORP 06.3750 04/01/2026 | 0.04% |
| CAS 2016-C01 2M2 07.8966 08/25/2028 | 0.04% |
| CCO HLDGS LLC/CAP C P/P 144A 05.5000 05/01/2026 | 0.04% |
| CHAILEASE HOLDING CO LTD SEDOL B58J1S8 | 0.04% |
| CK HUTCHISON HOLDINGS LTD SEDOL BW9P816 | 0.04% |
| GENERAL MOTORS FINL CO 04.0000 10/06/2026 | 0.04% |
| GW B-CR SECURITY P/P 144A 09.5000 11/01/2027 | 0.04% |
| HCA INC 04.1250 06/15/2029 | 0.04% |
| HUDBAY MINERALS INC P/P 144A 07.6250 01/15/2025 | 0.04% |
| KRAFT HEINZ FOODS CO 05.0000 07/15/2035 | 0.04% |
| SPRINGLEAF FINANCE CORP 06.8750 03/15/2025 | 0.04% |
| UNIVISION COMM P/P 144A 05.1250 02/15/2025 | 0.04% |
| US CONCRETE INC 06.3750 06/01/2024 | 0.04% |
| VIPSHOP HOLDINGS LTD - ADR SEDOL B3N0H17 | 0.04% |
| ABN AMRO BANK NV-CVA SEDOL BYQP136 | 0.04% |
| ASP AMC MERGER SUB P/P 144A 08.0000 05/15/2025 | 0.04% |
| CAS 2015-C03 2M2 05.9466 07/25/2025 | 0.04% |
| COMM 2012-LC4 C 05.5369 12/10/2044 | 0.04% |
| CPG MERGER SUB LLC P/P 144A 08.0000 10/01/2021 | 0.04% |
| DAIWA HOUSE INDUSTRY CO LTD SEDOL 6251363 | 0.04% |
| ENTERCOM MEDIA CORP P/P 144A 07.2500 11/01/2024 | 0.04% |
| FIAT CHRYSLER AUTOMOBILES NV SEDOL BRJFWP3 | 0.04% |
| HANESBRANDS INC P/P 144A 04.6250 05/15/2024 | 0.04% |
| HOWARD HUGHES CORP P/P 144A 05.3750 03/15/2025 | 0.04% |
| INTL FLAVOR & FRAGRANCES 04.4500 09/26/2028 | 0.04% |
| MERCK & CO INC 03.7000 02/10/2045 | 0.04% |
| NEUBERGER BERMAN GRP P/P 144A 04.8750 04/15/2045 | 0.04% |
| SINGAPORE EXCHANGE LTD SEDOL 6303866 | 0.04% |
| SOLERA LLC / SOLERA P/P 144A 10.5000 03/01/2024 | 0.04% |
| STEEL DYNAMICS INC 05.5000 10/01/2024 | 0.04% |
| TERRENO REALTY CORP SEDOL B3N4753 | 0.04% |
| CAS 2019-HRP1 M2 03.0966 11/25/2039 | 0.04% |
| CHINA RESOURCES CEMENT SEDOL B41XC98 | 0.04% |
| CIGNA CORP 03.7500 07/15/2023 | 0.04% |
| DUKE ENERGY CORP 03.1500 08/15/2027 | 0.04% |
| EIFFAGE SEDOL B13X013 | 0.04% |
| EQUINIX INC 03.2000 11/18/2029 | 0.04% |
| HENDERSON LAND DEVELOPMENT SEDOL 6420538 | 0.04% |
| ICAHN ENTER/FIN 06.7500 02/01/2024 | 0.04% |
| ISTAR INC 04.2500 08/01/2025 | 0.04% |
| L3HARRIS TECH INC P/P 144A 03.8500 12/15/2026 | 0.04% |
| SPECTRUM BRANDS INC 06.1250 12/15/2024 | 0.04% |
| SPRINT CORP 07.6250 03/01/2026 | 0.04% |
| SUGAR HSP GAMING P/P 144A 05.8750 05/15/2025 | 0.04% |
| UNITED MICROELECTRONICS CORP SEDOL 6916628 | 0.04% |
| WALT DISNEY COMPANY 07.7500 12/01/2045 | 0.04% |
| CAS 2014-C02 1M2 03.5466 05/25/2024 | 0.04% |
| CHEVRON CORP 02.1000 05/16/2021 | 0.04% |
| CHS/COMMUNITY P/P 144A 06.6250 02/15/2025 | 0.04% |
| CITY OFFICE REIT INC SEDOL BL25F37 | 0.04% |
| CLP HOLDINGS LTD SEDOL 6097017 | 0.04% |
| GLP CAPITAL LP / FIN II 05.2500 06/01/2025 | 0.04% |
| GNR 2017-H22 EI IO 02.7187 10/20/2067 | 0.04% |
| ISRAEL DISCOUNT BANK -A SEDOL 6451271 | 0.04% |
| KBC GROUP NV SEDOL 4497749 | 0.04% |
| NEXSTAR BROADC P/P 144A 05.6250 08/01/2024 | 0.04% |
| PARK-OHIO INDUSTRIES INC 06.6250 04/15/2027 | 0.04% |
| PENSKE AUTO GRP INC 05.7500 10/01/2022 | 0.04% |
| WEEKLEY HOMES LLC 06.0000 02/01/2023 | 0.04% |
| WEINGARTEN REALTY INVESTORS SEDOL 2946618 | 0.04% |
| BRAND ENERGY & I P/P 144A 08.5000 07/15/2025 | 0.04% |
| CBRE SERVICES INC 05.2500 03/15/2025 | 0.04% |
| DBS GROUP HOLDINGS LTD SEDOL 6175203 | 0.04% |
| ENEL AMERICAS SA-ADR SEDOL 2314947 | 0.04% |
| FUJITSU LTD SEDOL 6356945 | 0.04% |
| JPMORGAN CHASE & CO 04.6000 01/23/2050 | 0.04% |
| NETFLIX INC. 06.3750 05/15/2029 | 0.04% |
| TMS INTL HLDG CORP P/P 144A 07.2500 08/15/2025 | 0.04% |
| VIACOMCBS INC 02.9000 01/15/2027 | 0.04% |
| WELLS FARGO & COMPANY 05.8750 12/29/2049 | 0.04% |
| WYNN LAS VEGAS P/P 144A 05.2500 05/15/2027 | 0.04% |
| WYNN RESORTS FIN LLC P/P 144A 05.1250 10/01/2029 | 0.04% |
| APPLE HOSPITALITY REIT INC SEDOL BXRTX56 | 0.04% |
| ARISTOCRAT LEISURE LTD SEDOL 6253983 | 0.04% |
| BOC HONG KONG HOLDINGS LTD SEDOL 6536112 | 0.04% |
| CHINA PETROLEUM & CHEMICAL-H SEDOL 6291819 | 0.04% |
| CINEMARK USA INC 04.8750 06/01/2023 | 0.04% |
| CLEAR CHANNEL TLB L+350 05.5435 08/21/2026 | 0.04% |
| DNB NOR ASA SEDOL 4263304 | 0.04% |
| ELANCO ANIMAL HEALTH 05.6500 08/28/2028 | 0.04% |
| FORTESCUE METALS GROUP LTD SEDOL B2B2B49 | 0.04% |
| HYATT HOTELS CORP 04.8500 03/15/2026 | 0.04% |
| JELD-WEN INC P/P 144A 04.6250 12/15/2025 | 0.04% |
| MEG ENERGY CORP P/P 144A 06.5000 01/15/2025 | 0.04% |
| NUTRIEN LTD. USD 04.2000 04/01/2029 | 0.04% |
| TELSTRA CORP LTD SEDOL 6087289 | 0.04% |
| UNILEVER PLC SEDOL B10RZP7 | 0.04% |
| WFRBS 2012-C10 XA IO P/P 144A 01.5358 12/15/2045 | 0.04% |
| WYNDHAM HOTELS & RE P/P 144A 05.3750 04/15/2026 | 0.04% |
| ZURICH INSURANCE GROUP AG SEDOL 5983816 | 0.04% |
| APPLE INC 04.3750 05/13/2045 | 0.04% |
| CNO FINANCIAL GROUP INC 05.2500 05/30/2025 | 0.04% |
| COCA-COLA HBC AG-DI SEDOL B9895B7 | 0.04% |
| COMCAST CORP 03.9690 11/01/2047 | 0.04% |
| COMCAST CORPORATION 03.3750 02/15/2025 | 0.04% |
| CORNERSTONE BUILDING P/P 144A 08.0000 04/15/2026 | 0.04% |
| CROWN CORK & SEAL CO INC 07.3750 12/15/2026 | 0.04% |
| ENTERCOM MEDIA CORP P/P 144A 06.5000 05/01/2027 | 0.04% |
| GOLDEN NUGGET INC P/P 144A 08.7500 10/01/2025 | 0.04% |
| IPALCO ENTPRS IN 03.7000 09/01/2024 | 0.04% |
| JOHNSON CONTROLS INTL PL 04.9500 07/02/2064 | 0.04% |
| SARTORIUS STEDIM BIOTECH SEDOL BYZ2QP5 | 0.04% |
| SERVICE CORP INTL 05.3750 05/15/2024 | 0.04% |
| VERIZON COMMUNICATIONS 05.2500 03/16/2037 | 0.04% |
| VISTRA ENERGY CORP P/P 144A 08.1250 01/30/2026 | 0.04% |
| WESTROCK MWV LLC 08.2000 01/15/2030 | 0.04% |
| WILLIS TOWERS WATSON PLC USD 05.7500 03/15/2021 | 0.04% |
| AMAZON.COM INC. 02.5000 11/29/2022 | 0.03% |
| CBRE SERVICES INC 04.8750 03/01/2026 | 0.03% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 CS | 0.03% |
| CROWN CASTLE INTL CORP 03.7000 06/15/2026 | 0.03% |
| ENBRIDGE INC USD 04.2500 12/01/2026 | 0.03% |
| EQUINIX INC 05.3750 05/15/2027 | 0.03% |
| ERAC USA FINANCE LLC P/P 144A 04.5000 02/15/2045 | 0.03% |
| IRON MOUNTAIN INC P/P 144A 05.2500 03/15/2028 | 0.03% |
| ISTAR INC 04.7500 10/01/2024 | 0.03% |
| JUST EAT TAKEAWAY SEDOL BYQ7HZ6 | 0.03% |
| KOSE CORP SEDOL 6194468 | 0.03% |
| MSBAM 2012-C5 E P/P 144A 04.6770 08/15/2045 | 0.03% |
| MWST 2018-W1 A 01.7966 11/25/2051 | 0.03% |
| PETSMART INC P/P 144A 05.8750 06/01/2025 | 0.03% |
| REGIONS FINANCIAL CORP 02.7500 08/14/2022 | 0.03% |
| RETAIL OPPORTUNITY INVESTMEN SEDOL B28YD08 | 0.03% |
| SCIENTIFIC GAMES P/P 144A 07.2500 11/15/2029 | 0.03% |
| SPRINT CORP P/P 144A 07.2500 02/01/2028 | 0.03% |
| VOLVO AB-B SHS SEDOL B1QH830 | 0.03% |
| YANGZIJIANG SHIPBUILDING SEDOL B1VT035 | 0.03% |
| ALLY FINANCIAL INC 05.7500 11/20/2025 | 0.03% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | 0.03% |
| DIAMOND SPORTS P/P 144A 05.3750 08/15/2026 | 0.03% |
| EOG RESOURCES INC 02.6250 03/15/2023 | 0.03% |
| FHMS K087 X1 IO 00.3626 12/25/2028 | 0.03% |
| FOSUN INTERNATIONAL SEDOL B1Z7FX0 | 0.03% |
| FREEDOM MTGE CORP P/P 144A 08.1250 11/15/2024 | 0.03% |
| GFL ENVIRON INC P/P 144A 05.1250 12/15/2026 | 0.03% |
| GNR 2015-H26 DI IO 01.9465 10/20/2065 | 0.03% |
| KAO CORP SEDOL 6483809 | 0.03% |
| MOLINA HEALTHCARE IN 05.3750 11/15/2022 | 0.03% |
| NEWELL BRANDS INC 04.4500 04/01/2026 | 0.03% |
| PTT EXPLORATION & PROD-FOR SEDOL B1359J0 | 0.03% |
| SHIRE ACQ INV IE 03.2000 09/23/2026 | 0.03% |
| SPECTRA ENERGY PARTNERS 03.3750 10/15/2026 | 0.03% |
| WFRBS 2012-C6 D P/P 144A 05.5789 04/15/2045 | 0.03% |
| 1011778 BC / NEW RED P/P 144A 03.8750 01/15/2028 | 0.03% |
| CALPINE CORP P/P 144A 05.2500 06/01/2026 | 0.03% |
| DUKE ENERGY OHIO INC 03.6500 02/01/2029 | 0.03% |
| GLENCORE FUNDING LLC P/P 144A 04.6250 04/29/2024 | 0.03% |
| GOEASY LTD P/P 144A 05.3750 12/01/2024 | 0.03% |
| PFIZER INC 03.0000 12/15/2026 | 0.03% |
| SOLENIS 1STL L+400 05.6133 06/26/2025 | 0.03% |
| TRI POINTE GROUP / HOMES 05.8750 06/15/2024 | 0.03% |
| WOLVERINE WORLD WIDE P/P 144A 05.0000 09/01/2026 | 0.03% |
| APERGY CORP 06.3750 05/01/2026 | 0.03% |
| BANK OF JIANGSU CO LTD- A 144A/REGS WARRANT 08/07/2020 | 0.03% |
| CISCO SYSTEMS INC 02.5000 09/20/2026 | 0.03% |
| CLICKS GROUP LTD SEDOL 6105578 | 0.03% |
| HOSHIZAKI CORP SEDOL B3FF8W8 | 0.03% |
| HUNTINGTON BANCSHARES 04.3500 02/04/2023 | 0.03% |
| IHS MARKIT LTD USD 04.7500 08/01/2028 | 0.03% |
| ROYAL BANK OF CANADA USD 04.6500 01/27/2026 | 0.03% |
| STAPLES INC. P/P 144A 10.7500 04/15/2027 | 0.03% |
| SUNDRUG CO LTD SEDOL 6817895 | 0.03% |
| TRANSCANADA TRUST USD 05.3000 03/15/2077 | 0.03% |
| WEICHAI POWER CO LTD-H SEDOL 6743956 | 0.03% |
| ZOETIS INC 03.9000 08/20/2028 | 0.03% |
| AMSTED INDUSTRIES P/P 144A 04.6250 05/15/2030 | 0.03% |
| ANGLO AMERICAN PLATINUM LTD SEDOL 6761000 | 0.03% |
| CHARTER COMM OPT LLC 04.9080 07/23/2025 | 0.03% |
| CROWN CASTLE INTL CORP 03.6500 09/01/2027 | 0.03% |
| DIAMONDBACK ENERGY INC 05.3750 05/31/2025 | 0.03% |
| FHR 3829 AS IO 06.2454 03/15/2041 | 0.03% |
| FUBON FINANCIAL HOLDING CO SEDOL 6411673 | 0.03% |
| GLOBALWAFERS CO LTD SEDOL BS7JP33 | 0.03% |
| GOLDEN NUGGET INC P/P 144A 06.7500 10/15/2024 | 0.03% |
| HUSKY III HLDG LTD P/P 144A 13.0000 02/15/2025 | 0.03% |
| JELD-WEN INC P/P 144A 04.8750 12/15/2027 | 0.03% |
| KRATON POLYMERS LLC/ P/P 144A 07.0000 04/15/2025 | 0.03% |
| NITTO DENKO CORP SEDOL 6641801 | 0.03% |
| OBAYASHI CORP SEDOL 6656407 | 0.03% |
| ORACLE CORP 04.0000 11/15/2047 | 0.03% |
| RESIDEO FUNDING INC P/P 144A 06.1250 11/01/2026 | 0.03% |
| RITE AID CORP P/P 144A 07.5000 07/01/2025 | 0.03% |
| SABRA HEALTH CARE REIT INC SEDOL B5NLBP6 | 0.03% |
| SUZUKEN CO LTD SEDOL 6865560 | 0.03% |
| WPX ENERGY INC 08.2500 08/01/2023 | 0.03% |
| ANHEUSER-BUSCH INBEV WOR 04.7500 01/23/2029 | 0.03% |
| BANK CENTRAL ASIA TBK PT SEDOL B01C1P6 | 0.03% |
| CLUBCORP HLDG INC P/P 144A 08.5000 09/15/2025 | 0.03% |
| DCP MIDSTREAM P/P 144A 06.7500 09/15/2037 | 0.03% |
| GNR 2017-162 QI IO 05.0000 10/11/2047 | 0.03% |
| LOUISIANA-PACIFIC CORPORATION 04.8750 09/15/2024 | 0.03% |
| MATTAMY GROUP CORP P/P 144A 04.6250 03/01/2030 | 0.03% |
| NOMURA REAL ESTATE HOLDINGS SEDOL B1CWJM5 | 0.03% |
| OMV AG SEDOL 4651459 | 0.03% |
| PRIME SECURITY SVCS P/P 144A 06.2500 01/15/2028 | 0.03% |
| REALTY INCOME CORP SEDOL 2724193 | 0.03% |
| S&P GLOBAL INC 04.4000 02/15/2026 | 0.03% |
| TESCO PLC SEDOL 0884709 | 0.03% |
| VIPER ENERGY P/P 144A 05.3750 11/01/2027 | 0.03% |
| VISTRA OPERATION P/P 144A 04.3000 07/15/2029 | 0.03% |
| ALFRESA HOLDINGS CORP SEDOL 6687214 | 0.03% |
| BAUSCH HLTH COS INC P/P 144A 07.2500 05/30/2029 | 0.03% |
| CCO HLDGS LLC/CAP CO P/P 144A 05.7500 02/15/2026 | 0.03% |
| CELLNEX TELECOM SA SEDOL BX90C05 | 0.03% |
| CENTENE ESCROW I CO P/P 144A 05.3750 06/01/2026 | 0.03% |
| CHINA RESOURCES SANJIU MED 144A/REGS WARRANT 02/18/2021 | 0.03% |
| CROWN AMER/CAP 04.7500 02/01/2026 | 0.03% |
| DUN & BRADSTREET COR P/P 144A 06.8750 08/15/2026 | 0.03% |
| FOX CORP 04.0300 01/25/2024 | 0.03% |
| IHEARTMEDIA INC - CLASS A SEDOL BJVR9Y9 | 0.03% |
| JAPAN AIRLINES CO LTD SEDOL B8BRV46 | 0.03% |
| M3 INC SEDOL B02K2M3 | 0.03% |
| MSBAM 2014-C14 C 04.9544 02/15/2047 | 0.03% |
| SAMSUNG SDS CO LTD SEDOL BRS2KY0 | 0.03% |
| SEK/USD 06/17/2020 SSBT | 0.03% |
| SINCLAIR TELE P/P 144A 05.5000 03/01/2030 | 0.03% |
| VISTRA OPERATIONS CO P/P 144A 05.5000 09/01/2026 | 0.03% |
| VISTRA OPERATIONS CO P/P 144A 05.6250 02/15/2027 | 0.03% |
| ZHONGSHENG GROUP HOLDINGS SEDOL B633D97 | 0.03% |
| AES CORP/THE 04.5000 03/15/2023 | 0.03% |
| APTARGROUP INC SEDOL 2045247 | 0.03% |
| BANCO SANTANDER BRASIL-UNIT SEDOL B4V5RY4 | 0.03% |
| CENTENE CORP P/P 144A 05.2500 04/01/2025 | 0.03% |
| CGCMT 2012-GC8 XA IO P/P 144A 01.7674 09/10/2045 | 0.03% |
| GARTNER INC P/P 144A 05.1250 04/01/2025 | 0.03% |
| GNR 2016-123 LI IO 03.5000 03/20/2044 | 0.03% |
| HOLOGIC INC P/P 144A 04.3750 10/15/2025 | 0.03% |
| L BRANDS INC 07.5000 06/15/2029 | 0.03% |
| MOLINA HEALTHCARE IN P/P 144A 04.8750 06/15/2025 | 0.03% |
| ODAKYU ELECTRIC RAILWAY CO SEDOL 6656106 | 0.03% |
| SERVICE CORPORATION INTL 04.6250 12/15/2027 | 0.03% |
| TAYLOR WIMPEY PLC SEDOL 0878230 | 0.03% |
| TELEFONICA BRASIL S.A.-PREF SEDOL B3ZCNF7 | 0.03% |
| TENET HEALTHCARE P/P 144A 06.2500 02/01/2027 | 0.03% |
| VISTRA OPERATION P/P 144A 03.5500 07/15/2024 | 0.03% |
| ANHEUSER-BUSCH INBEV WOR 05.5500 01/23/2049 | 0.03% |
| AT&T INC 02.9500 07/15/2026 | 0.03% |
| BANCO BTG PACTUAL SA-UNIT SEDOL BZBZVC7 | 0.03% |
| CHS/COMMUNITY HEALTH P/P 144A 08.0000 03/15/2026 | 0.03% |
| CNO FINANCIAL GROUP INC 05.2500 05/30/2029 | 0.03% |
| COMPASS MINERALS INT P/P 144A 04.8750 07/15/2024 | 0.03% |
| CREDIT ACCEPTANC 06.6250 03/15/2026 | 0.03% |
| ENERGY TRANSFER OPERATNG 03.7500 05/15/2030 | 0.03% |
| FHMS K104 XAM 01.3839 02/25/2052 | 0.03% |
| GENERAL DYNAMICS CORP SEDOL 2365161 | 0.03% |
| ICAHN ENTER/FIN 06.2500 05/15/2026 | 0.03% |
| KFC HLD/PIZZA HUT/TA P/P 144A 04.7500 06/01/2027 | 0.03% |
| L3HARRIS TECH INC P/P 144A 04.4000 06/15/2028 | 0.03% |
| SHIRE ACQ INV IRELAND DA USD 02.8750 09/23/2023 | 0.03% |
| TENET HEALTHCARE 04.6250 07/15/2024 | 0.03% |
| WESTROCK MWV LLC 07.9500 02/15/2031 | 0.03% |
| WILMAR INTERNATIONAL LTD SEDOL B17KC69 | 0.03% |
| YUM! BRANDS INC P/P 144A 04.7500 01/15/2030 | 0.03% |
| ASCENT RESOURCES/AEU P/P 144A 10.0000 04/01/2022 | 0.02% |
| AUD/USD 04/15/2020 SSBT | 0.02% |
| AUD/USD 04/15/2020 UBS | 0.02% |
| BANCO MACRO SA-ADR SEDOL B0Y62M9 | 0.02% |
| BEACON ROOFING SUPP P/P 144A 04.8750 11/01/2025 | 0.02% |
| BERKELEY GROUP HOLDINGS/THE SEDOL B02L3W3 | 0.02% |
| CAS 2014-C04 1M2 05.8466 11/25/2024 | 0.02% |
| CLEAR CHANNEL WORLD P/P 144A 09.2500 02/15/2024 | 0.02% |
| COMMSCOPE TECH LLC P/P 144A 06.0000 06/15/2025 | 0.02% |
| ELECTRICITY GEN PUB CO-FOR R SEDOL 6304643 | 0.02% |
| EPR PROPERTIES 05.7500 CUM CV PFD | 0.02% |
| FERRARI NV SEDOL BD6G507 | 0.02% |
| GFL ENVIRONMENTA P/P 144A 08.5000 05/01/2027 | 0.02% |
| HLA CORP LTD 144A/REGS WARRANT | 0.02% |
| HYPERA SA SEDOL B2QY968 | 0.02% |
| LAFARGEHOLCIM LTD-REG SEDOL 7110753 | 0.02% |
| LIVE NATION ENTERTAI P/P 144A 05.6250 03/15/2026 | 0.02% |
| MSBAM 2014-C17 XA IO 01.1083 08/15/2047 | 0.02% |
| PENN NATIONAL GAMING P/P 144A 05.6250 01/15/2027 | 0.02% |
| PRESIDENT CHAIN STORE CORP SEDOL 6704986 | 0.02% |
| QUALICORP CONS E CORR SEG SA SEDOL B4LHBQ0 | 0.02% |
| SBERBANK PJSC -SPONSORED ADR SEDOL B5SC091 | 0.02% |
| SPRINGLEAF FINANCE CORP 05.3750 11/15/2029 | 0.02% |
| TALLGRASS NRG PRTNR P/P 144A 05.5000 01/15/2028 | 0.02% |
| TOYOTA MOTOR CORP SEDOL 6900643 | 0.02% |
| VERIZON COMMUNICATIONS 04.4000 11/01/2034 | 0.02% |
| APPLE INC 04.2500 02/09/2047 | 0.02% |
| ASAHI INTECC CO LTD SEDOL B019MQ5 | 0.02% |
| COMM 2013-CR11 XA IO 00.9315 08/10/2050 | 0.02% |
| LUNDIN PETROLEUM AB SEDOL 7187627 | 0.02% |
| MISC BHD SEDOL 6557997 | 0.02% |
| NUTRIEN LTD USD 04.1250 03/15/2035 | 0.02% |
| PETROBRAS GLOBAL FINANCE USD 06.1250 01/17/2022 | 0.02% |
| PETROLEOS MEXICANOS USD 06.5000 03/13/2027 | 0.02% |
| REGENCY ENERGY P 04.5000 11/01/2023 | 0.02% |
| ROBERTSHAW US HOLDING L+325 04.2500 02/28/2025 | 0.02% |
| TRONOX FINANCE PLC P/P 144A 05.7500 10/01/2025 | 0.02% |
| WIPRO LTD SEDOL 6206051 | 0.02% |
| AG ISSUER LLC P/P 144A 06.2500 03/01/2028 | 0.02% |
| ANHEUSER-BUSCH INBEV WOR 04.1500 01/23/2025 | 0.02% |
| BOMBARDIER INC P/P 144A 07.8750 04/15/2027 | 0.02% |
| BOYD GAMING CORPORATION 06.0000 08/15/2026 | 0.02% |
| BT GROUP PLC SEDOL 3091357 | 0.02% |
| CHENIERE CORP CHRIST 05.8750 03/31/2025 | 0.02% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 JP | 0.02% |
| ENERGY TRANSFER OPERATNG 05.2000 02/01/2022 | 0.02% |
| ESH HOSPITALITY INC P/P 144A 05.2500 05/01/2025 | 0.02% |
| HIKARI TSUSHIN INC SEDOL 6416322 | 0.02% |
| HOME PRODUCT CENTER PCL-FOR SEDOL 6418533 | 0.02% |
| KINDER MORGAN ENER PART 05.4000 09/01/2044 | 0.02% |
| KOREA ZINC CO LTD SEDOL 6495428 | 0.02% |
| NEIMAN MARCUS TL L+600 07.5000 10/25/2023 | 0.02% |
| SABINE PASS LIQUEF 05.0000 03/15/2027 | 0.02% |
| TRUIST FIN CORP 04.8000 12/31/2099 | 0.02% |
| WAMU 2005-AR10 1A3 04.1209 09/25/2035 | 0.02% |
| BANK OF AMERICA CORP 06.5000 10/29/2049 | 0.02% |
| BWAY CORP TLB L+325 05.0840 04/03/2024 | 0.02% |
| CAPGEMINI SE SEDOL 4163437 | 0.02% |
| COUNTRY GARDEN SERVICES HOLD SEDOL BDQZP48 | 0.02% |
| CWALT 2007-OH1 A1D 01.1566 04/25/2047 | 0.02% |
| DISH NETWORK CV 03.3750 08/15/2026 | 0.02% |
| GOLDMAN SACHS GROUP INC 04.2230 05/01/2029 | 0.02% |
| GSAA 2007-6 1A1 01.0666 05/25/2047 | 0.02% |
| JAZZ PHARMACEUTICALS PLC SEDOL B4Q5ZN4 | 0.02% |
| JOHNSON CONTROLS INTL PL 04.5000 02/15/2047 | 0.02% |
| LADDER CAP FINAN P/P 144A 04.2500 02/01/2027 | 0.02% |
| ONO PHARMACEUTICAL CO LTD SEDOL 6660107 | 0.02% |
| POMEGRANATE MERGER S P/P 144A 09.7500 05/01/2023 | 0.02% |
| ROBERTSHAW TL 2L L+800 09.0000 02/28/2026 | 0.02% |
| S&P GLOBAL INC 02.9500 01/22/2027 | 0.02% |
| SANTOS LTD SEDOL 6776703 | 0.02% |
| SHERWIN-WILLIAMS CO 03.4500 06/01/2027 | 0.02% |
| STATION CASINOS LLC P/P 144A 04.5000 02/15/2028 | 0.02% |
| TRANSOCEAN POSEIDON P/P 144A 06.8750 02/01/2027 | 0.02% |
| WANT WANT CHINA HOLDINGS LTD SEDOL B2Q14Z3 | 0.02% |
| YUANTA FINANCIAL HOLDING CO SEDOL 6424110 | 0.02% |
| CENTENE CORP 04.7500 05/15/2022 | 0.02% |
| CENTENE CORP P/P 144A 05.3750 08/15/2026 | 0.02% |
| CGCMT 2013-GC17 C 05.1102 11/10/2046 | 0.02% |
| CITIGROUP INC 03.8870 01/10/2028 | 0.02% |
| ENERGIZER HLDG INC P/P 144A 06.3750 07/15/2026 | 0.02% |
| ENERGY TRANSFER OPERATNG 02.9000 05/15/2025 | 0.02% |
| GLADSTONE COMMERCIAL CORP SEDOL 2918479 | 0.02% |
| IHEARTCOMMUNICATIONS INC 06.3750 05/01/2026 | 0.02% |
| INDRAPRASTHA GAS LTD SEDOL BD9PXD0 | 0.02% |
| ISRAEL CHEMICALS LTD SEDOL 6455530 | 0.02% |
| LENNAR CORP 05.8750 11/15/2024 | 0.02% |
| LOGAN PROPERTY HOLDINGS CO L SEDOL BH6X937 | 0.02% |
| MERCER INTL INC USD 05.5000 01/15/2026 | 0.02% |
| MLMI 2005-A2 A2 03.7323 02/25/2035 | 0.02% |
| NRG ENERGY INC 05.7500 01/15/2028 | 0.02% |
| PETRONET LNG LTD SEDOL B00KT68 | 0.02% |
| RADIANT OPTO-ELECTRONICS COR SEDOL 6520278 | 0.02% |
| SEK/USD 06/17/2020 BANKAM | 0.02% |
| SURGUTNEFTEGAS-PREFERENCE SEDOL 5005884 | 0.02% |
| TISCO FINANCIAL-FOREIGN SEDOL B3KFW76 | 0.02% |
| VISTRA OPERATION P/P 144A 05.0000 07/31/2027 | 0.02% |
| WESTERN DIGITAL CORPORATION 04.7500 02/15/2026 | 0.02% |
| WFRBS 2011-C5 XA IO P/P 144A 01.6861 11/15/2044 | 0.02% |
| ALBERTSONS COS/SAFE P/P 144A 04.6250 01/15/2027 | 0.02% |
| AMERICAN TOWER CORP 03.1250 01/15/2027 | 0.02% |
| AMSTED INDUSTRIES P/P 144A 05.6250 07/01/2027 | 0.02% |
| ANHEUSER-BUSCH CO/IN 03.6500 02/01/2026 | 0.02% |
| APPLE INC 02.0000 05/06/2020 | 0.02% |
| CCO HOLDINGS LLC P/P 144A 04.5000 05/01/2032 | 0.02% |
| CENOVUS ENERGY INC USD 06.7500 11/15/2039 | 0.02% |
| CLEAN HARBORS INC P/P 144A 04.8750 07/15/2027 | 0.02% |
| COMMSCOPE INC P/P 144A 06.0000 03/01/2026 | 0.02% |
| DAELIM INDUSTRIAL CO LTD SEDOL 6249584 | 0.02% |
| INFOR US INC 06.5000 05/15/2022 | 0.02% |
| INTERNATIONAL PAPER CO 03.0000 02/15/2027 | 0.02% |
| KFC HLD/PIZZA HUT/TA P/P 144A 05.0000 06/01/2024 | 0.02% |
| MFA FINANCIAL INC SEDOL 2418162 | 0.02% |
| PRECISION DRILL P/P 144A 07.1250 01/15/2026 | 0.02% |
| SINOTRUK HONG KONG LTD SEDOL B296ZH4 | 0.02% |
| SOHGO SECURITY SERVICES CO SEDOL 6546359 | 0.02% |
| SPRINGLEAF FINANCE CORP 07.1250 03/15/2026 | 0.02% |
| TOWNSQUARE MEDIA INC P/P 144A 06.5000 04/01/2023 | 0.02% |
| WMG ACQUISITION CORP P/P 144A 05.0000 08/01/2023 | 0.02% |
| 1011778 BC ULC / P/P 144A 04.3750 01/15/2028 | 0.02% |
| A2 MILK CO LTD SEDOL 6287250 | 0.02% |
| ALIMENTATION COUCHE-TARD 3.550000 07/26/2027 | 0.02% |
| ALLIANT HOLDINGS P/P 144A 06.7500 10/15/2027 | 0.02% |
| BUILDERS FIRSTSOURCE P/P 144A 06.7500 06/01/2027 | 0.02% |
| CHINA MINSHENG BANKING COR-H SEDOL B57JY24 | 0.02% |
| CLEAR CHANNEL WORLDW P/P 144A 05.1250 08/15/2027 | 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% |
| FRONT RANGE BIDCO INC L+300 04.6678 03/09/2027 | 0.02% |
| FRONTIER COMM P/P 144A 08.5000 04/01/2026 | 0.02% |
| HESS MIDSTREAM P P/P 144A 05.1250 06/15/2028 | 0.02% |
| ICAHN ENTER 04.7500 09/15/2024 | 0.02% |
| ICAHN ENTER/FIN 05.2500 05/15/2027 | 0.02% |
| JOSEPH T RYERSON & S P/P 144A 11.0000 05/15/2022 | 0.02% |
| KKR GROUP FIN CO III P/P 144A 05.1250 06/01/2044 | 0.02% |
| MAUSER PACKAGING SOL P/P 144A 05.5000 04/15/2024 | 0.02% |
| SOULBRAIN CO LTD SEDOL B0105T2 | 0.02% |
| SWISS LIFE HOLDING AG-REG SEDOL 7437805 | 0.02% |
| AT&T INC 04.3000 02/15/2030 | 0.02% |
| ELDORADO RESORTS INC 07.0000 08/01/2023 | 0.02% |
| FISHER PAYKEL SEDOL 6340250 | 0.02% |
| GJENSIDIGE FORSIKRING ASA SEDOL B4PH0C5 | 0.02% |
| HCA INC 05.5000 06/15/2047 | 0.02% |
| INDIGO NATURAL P/P 144A 06.8750 02/15/2026 | 0.02% |
| MITSUBISHI UFJ LEASE & FINAN SEDOL 6268976 | 0.02% |
| NOVELIS CORP P/P 144A 04.7500 01/30/2030 | 0.02% |
| PETRONAS CHEMICALS GROUP BHD SEDOL B5KQGT3 | 0.02% |
| ALLERGAN FUNDING SCS USD 03.4500 03/15/2022 | 0.02% |
| AMUNDI SA SEDOL BYZR014 | 0.02% |
| ANTERO RESOURCES 05.3750 11/01/2021 | 0.02% |
| BANK OF AMERICA CORP 03.4990 05/17/2022 | 0.02% |
| CAPITEC BANK HOLDINGS LTD SEDOL 6440859 | 0.02% |
| CELANESE US HOLDINGS LLC 03.5000 05/08/2024 | 0.02% |
| DEUTSCHE TELEKOM INT FIN USD 08.7500 06/15/2030 | 0.02% |
| FIDELITY NATIONAL INFORM 04.2500 05/15/2028 | 0.02% |
| FIFTH THIRD BANCORP 05.1000 12/29/2049 | 0.02% |
| FOSHAN HAITIAN FLAVOURING & FOOD 144A/REGS WARRANT 03/12/202 | 0.02% |
| HARGREAVES LANSDOWN PLC SEDOL B1VZ0M2 | 0.02% |
| IOS.FN30.350.14 R USL1M P 01/12/45 CS | 0.02% |
| LITE-ON TECHNOLOGY CORP SEDOL 6519481 | 0.02% |
| MERCER INTL INC USD 06.5000 02/01/2024 | 0.02% |
| MGM GROWTH/MGM FINANCE 04.5000 01/15/2028 | 0.02% |
| OCCIDENTAL PETROLEUM COR 04.4000 04/15/2046 | 0.02% |
| OTP BANK RT SEDOL 7320154 | 0.02% |
| PENSKE TRUCK LE P/P 144A 03.4000 11/15/2026 | 0.02% |
| SERVICE PROPERTIES TRUST 04.3750 02/15/2030 | 0.02% |
| TARGA RESOURCES PART 06.5000 07/15/2027 | 0.02% |
| TRIPOD TECHNOLOGY CORP SEDOL 6305721 | 0.02% |
| TWO HARBORS INVESTMENT CORP SEDOL BD832H2 | 0.02% |
| WALMART DE MEXICO SAB DE CV SEDOL BW1YVH8 | 0.02% |
| CAS 2019-R02 1M2 03.2466 08/25/2031 | 0.02% |
| CHEMOURS CO 05.3750 05/15/2027 | 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 CS | 0.02% |
| DENBURY RESOURCES IN P/P 144A 09.0000 05/15/2021 | 0.02% |
| ECOPETROL SA-SPONSORED ADR SEDOL B3D6J19 | 0.02% |
| FREEDOM MTGE CORP P/P 144A 08.2500 04/15/2025 | 0.02% |
| MSBAM 2013-C12 XA IO 00.6028 10/15/2046 | 0.02% |
| SABINE PASS LIQUEFACTION 04.2000 03/15/2028 | 0.02% |
| STAPLES TL L+500 06.5153 04/12/2026 | 0.02% |
| WASTE MANAGEMENT INC. 04.7500 06/30/2020 | 0.02% |
| XINYI GLASS HOLDINGS LTD SEDOL B05NXN7 | 0.02% |
| ALLERGAN FUNDING SCS USD 03.8000 03/15/2025 | 0.02% |
| BRISTOL-MYERS P/P 144A 03.4000 07/26/2029 | 0.02% |
| CGCMT 2014-GC19 D P/P 144A 05.0921 03/10/2047 | 0.02% |
| COLGATE-PALMOLIVE CO SEDOL 2209106 | 0.02% |
| DIAMOND 1 FIN/DIAMON P/P 144A 08.3500 07/15/2046 | 0.02% |
| L BRANDS INC 06.7500 07/01/2036 | 0.02% |
| NETFLIX INC. 05.8750 11/15/2028 | 0.02% |
| NOK/USD 06/17/2020 BCAP-FX | 0.02% |
| PENSKE TRUCK LEASING P/P 144A 03.9000 02/01/2024 | 0.02% |
| PINNACLE WEST CAPITAL SEDOL 2048804 | 0.02% |
| REVLON CONS TLB L+350 05.1128 09/07/2023 | 0.02% |
| STACR 2020-HQA1 M2 03.7350 01/25/2050 | 0.02% |
| TAISHIN FINANCIAL HOLDING SEDOL 6451680 | 0.02% |
| TREASURY BILL 00.0000 04/16/2020 | 0.02% |
| UNION PACIFIC CORP SEDOL 2914734 | 0.02% |
| USD/JPY PUT 108.00 20200622 BANKAM | 0.02% |
| USD/JPY PUT 108.00 20200622 CITI | 0.02% |
| USD/JPY PUT 108.00 20200622 GSFX | 0.02% |
| VENTAS INC SEDOL 2927925 | 0.02% |
| VIACOMCBS INC 04.6000 01/15/2045 | 0.02% |
| WPX ENERGY INC 05.2500 10/15/2027 | 0.02% |
| BAUSCH HLTH COS INC P/P 144A 07.0000 01/15/2028 | 0.01% |
| BERRY GLOBAL INC P/P 144A 05.6250 07/15/2027 | 0.01% |
| CHINA RESOURCES GAS GROUP LT SEDOL 6535517 | 0.01% |
| CHUBB LTD SEDOL B3BQMF6 | 0.01% |
| COMMSCOPE INC P/P 144A 05.5000 03/01/2024 | 0.01% |
| DUKE ENERGY CORP 04.2000 06/15/2049 | 0.01% |
| FRONTIER COMM 10.5000 09/15/2022 | 0.01% |
| GEELY AUTOMOBILE HOLDINGS LT SEDOL 6531827 | 0.01% |
| GO DADDY OPCO/FINCO P/P 144A 05.2500 12/01/2027 | 0.01% |
| KEURIG DR PEPPER INC 04.0570 05/25/2023 | 0.01% |
| LEVEL 3 FINANCING INC 05.6250 02/01/2023 | 0.01% |
| MAHANAGAR GAS LTD SEDOL BD04046 | 0.01% |
| MICROSOFT CORP 02.4000 02/06/2022 | 0.01% |
| NETFLIX INC P/P 144A 05.3750 11/15/2029 | 0.01% |
| NOVOLIPETSK STEEL PJSC-GDR SEDOL B0RTNX3 | 0.01% |
| NZD/USD 04/15/2020 GSFX | 0.01% |
| PEPTIDREAM INC SEDOL B97SH97 | 0.01% |
| QUEBECOR MEDIA INC USD 05.7500 01/15/2023 | 0.01% |
| SEK/USD 06/17/2020 JPMCB | 0.01% |
| SERVICEMASTER GLOBAL HOLDING SEDOL BNG8BF0 | 0.01% |
| SIRIUS XM RADIO INC. P/P 144A 05.5000 07/01/2029 | 0.01% |
| T-MOBILE USA INC 06.3750 03/01/2025 | 0.01% |
| TRANSOCEAN PONTUS LT P/P 144A 06.1250 08/01/2025 | 0.01% |
| ABC SUPPLY CO INC P/P 144A 05.8750 05/15/2026 | 0.01% |
| AUD/USD 04/15/2020 GSFX | 0.01% |
| BAUSCH HLTH COS INC P/P 144A 05.0000 01/30/2028 | 0.01% |
| BAUSCH HLTH COS INC P/P 144A 05.2500 01/30/2030 | 0.01% |
| BEACON ROOFING SUPPL P/P 144A 04.5000 11/15/2026 | 0.01% |
| CCO HOLDINGS LLC P/P 144A 04.5000 08/15/2030 | 0.01% |
| CIA SANEAMENTO BASICO DE SP SEDOL B1YCHL8 | 0.01% |
| CLEAN HARBORS INC P/P 144A 05.1250 07/15/2029 | 0.01% |
| DH EUROPE FINANCE II USD 03.4000 11/15/2049 | 0.01% |
| ENBRIDGE INC USD 04.5000 06/10/2044 | 0.01% |
| EUR/USD 06/17/2020 HSBCB | 0.01% |
| FRONT RANGE BIDC P/P 144A 06.1250 03/01/2028 | 0.01% |
| GENERAL MOTORS FINL CO 04.3000 07/13/2025 | 0.01% |
| GLOBAL MEDICAL REIT INC SEDOL BSNMBW7 | 0.01% |
| HELLENIC TELECOMMUN ORGANIZA SEDOL 5051605 | 0.01% |
| KOBAYASHI PHARMACEUTICAL CO SEDOL 6149457 | 0.01% |
| MASONITE INTL C P/P 144A 05.3750 02/01/2028 | 0.01% |
| MEG ENERGY CORP P/P 144A 07.1250 02/01/2027 | 0.01% |
| NABORS INDUSTRIES INC. 05.7500 02/01/2025 | 0.01% |
| PANTHER BF AGGREGA P/P 144A 06.2500 05/15/2026 | 0.01% |
| SAMSUNG ENGINEERING CO LTD SEDOL 6765239 | 0.01% |
| SOLENIS 2NDL L+850 10.8314 06/26/2026 | 0.01% |
| SPRINGLEAF FINANCE CORP 06.6250 01/15/2028 | 0.01% |
| TIM PARTICIPACOES SA SEDOL 2292560 | 0.01% |
| VALVOLINE INC P/P 144A 04.2500 02/15/2030 | 0.01% |
| WESTPAC BANKING CORP USD 04.4210 07/24/2039 | 0.01% |
| WMG ACQUISITION CORP P/P 144A 05.5000 04/15/2026 | 0.01% |
| ABC SUPPLY CO INC P/P 144A 04.0000 01/15/2028 | 0.01% |
| BROOKFIELD RESID P/P 144A 06.2500 09/15/2027 | 0.01% |
| CAD/USD 04/15/2020 TDBK | 0.01% |
| CAS 2018-C01 1M2 03.1966 07/25/2030 | 0.01% |
| CREDIT ACCEPTANC P/P 144A 05.1250 12/31/2024 | 0.01% |
| FREEPORT-MCMORAN INC 05.4500 03/15/2043 | 0.01% |
| GBP/USD 06/17/2020 SSBT | 0.01% |
| HCA INC 03.5000 09/01/2030 | 0.01% |
| LIONS GATE CAP HOLD P/P 144A 06.3750 02/01/2024 | 0.01% |
| LIVE NATION ENT P/P 144A 04.8750 11/01/2024 | 0.01% |
| MALLINCKRODT FIN/SB P/P 144A 10.0000 04/15/2025 | 0.01% |
| MOOG INC P/P 144A 04.2500 12/15/2027 | 0.01% |
| NATIONSTAR MTG P/P 144A 06.0000 01/15/2027 | 0.01% |
| NATIONSTAR MTG P/P 144A 09.1250 07/15/2026 | 0.01% |
| NZD/USD 04/15/2020 CITI | 0.01% |
| ORTHO-CLINICAL P/P 144A 07.2500 02/01/2028 | 0.01% |
| RACKSPACE HOSTING INC L+300 04.7633 11/03/2023 | 0.01% |
| SEAZEN HOLDINGS CO 144A/REGS WARRANT 04/17/2020 | 0.01% |
| SPECTRUM BRANDS INC P/P 144A 05.0000 10/01/2029 | 0.01% |
| STACR 2019-DNA1 M2 03.5966 01/25/2049 | 0.01% |
| SUN ART RETAIL GROUP LTD SEDOL B3MPN59 | 0.01% |
| TAYLOR MORRISON COMM P/P 144A 05.7500 01/15/2028 | 0.01% |
| TRONOX INC P/P 144A 06.5000 04/15/2026 | 0.01% |
| UNITED AIRLINES HOLDINGS INC SEDOL B4QG225 | 0.01% |
| WNS HOLDINGS LTD-ADR SEDOL B194GX4 | 0.01% |
| ALEXANDRIA REAL ESTATE EQUIT SEDOL 2009210 | 0.01% |
| AMC ENTERTAINMENT HLDGS 05.7500 06/15/2025 | 0.01% |
| BERKSHIRE HATHAWAY FIN 04.2500 01/15/2021 | 0.01% |
| BOYD GAMING CORP P/P 144A 04.7500 12/01/2027 | 0.01% |
| BUCKEYE PARTNERS LP P/P 144A 04.5000 03/01/2028 | 0.01% |
| CAD/USD 04/15/2020 HSBCB | 0.01% |
| CAS 2015-C02 1M2 04.9466 05/25/2025 | 0.01% |
| CHEMOURS CO 07.0000 05/15/2025 | 0.01% |
| CPG INTL TL L+375 05.9333 05/05/2024 | 0.01% |
| FIDELITY NATIONAL INFORM 03.0000 08/15/2026 | 0.01% |
| GENTING MALAYSIA BHD SEDOL B1VXKN7 | 0.01% |
| HOLLY PAR/FIN P/P 144A 05.0000 02/01/2028 | 0.01% |
| PENSKE AUTOMOTIVE GROUP 05.3750 12/01/2024 | 0.01% |
| POWSZECHNY ZAKLAD UBEZPIECZE SEDOL B63DG21 | 0.01% |
| REALOGY GRP / CO P/P 144A 09.3750 04/01/2027 | 0.01% |
| REPUBLIC OF VENEZUELA REGS 08.2500 10/13/2024 | 0.01% |
| RHB BANK BHD SEDOL 6244675 | 0.01% |
| SABRE CORP SEDOL BLLHH27 | 0.01% |
| SM ENERGY CO 05.0000 01/15/2024 | 0.01% |
| SM ENERGY CO 06.1250 11/15/2022 | 0.01% |
| STACR 2019-HQA1 M2 03.2966 02/25/2049 | 0.01% |
| TARGA RESOURCES PART 06.8750 01/15/2029 | 0.01% |
| THE BANK OF NOVA SCOTIA USD 02.7000 03/07/2022 | 0.01% |
| AIR MEDICAL MERGER S P/P 144A 06.3750 05/15/2023 | 0.01% |
| ALIMEN COUCHE P/P 144A 02.9500 01/25/2030 | 0.01% |
| BMW US CAPITAL LLC P/P 144A 03.4000 08/13/2021 | 0.01% |
| CAS 2017-C01 1EB1 02.1966 07/25/2029 | 0.01% |
| CISCO SYSTEMS INC 05.9000 02/15/2039 | 0.01% |
| DIAMONDBACK ENERGY INC 03.2500 12/01/2026 | 0.01% |
| EUR/USD 06/17/2020 BANKAM | 0.01% |
| GFL ENVIRONMENTAL TLB L+300 03.9910 05/31/2025 | 0.01% |
| JO-ANN STORES TL L+500 06.0000 10/16/2023 | 0.01% |
| NUTRIEN LTD USD 05.2500 01/15/2045 | 0.01% |
| SGD/USD 05/20/2020 JPMCB | 0.01% |
| BANCO DE CHILE-ADR SEDOL 2834252 | 0.01% |
| BANCO SANTANDER-CHILE-ADR SEDOL 2136646 | 0.01% |
| BANK OF MONTREAL USD 03.8030 12/15/2032 | 0.01% |
| BOMBARDIER INC P/P 144A 07.5000 12/01/2024 | 0.01% |
| BUCKEYE PARTNERS LP 05.8500 11/15/2043 | 0.01% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.01% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 ML | 0.01% |
| COMSTOCK RE INC P/P 144A 07.5000 05/15/2025 | 0.01% |
| ENERGY TRANSFER OPERATNG 06.1250 12/15/2045 | 0.01% |
| GENTING BHD SEDOL B1VXJL8 | 0.01% |
| INDOFOOD SUKSES MAKMUR TBK P SEDOL 6283979 | 0.01% |
| PETROLEOS DE VEN P/P 144A 06.0000 11/15/2026 | 0.01% |
| PETROLEOS MEXICANOS P/P 144A 07.6900 01/23/2050 | 0.01% |
| SEK/USD 06/17/2020 HSBCB | 0.01% |
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| ALBERTSONS COS P/P 144A 04.8750 02/15/2030 | 0.01% |
| BGC PARTNERS INC 05.1250 05/27/2021 | 0.01% |
| CAD/USD 04/15/2020 BANKAM | 0.01% |
| CHAROEN POKPHAND FOOD-FORGN SEDOL B5L2DG6 | 0.01% |
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| COMCAST CORP 03.1500 03/01/2026 | 0.01% |
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| CMB CMBX.NA.A.7 2047-01-17 200.0 01/17/2047 JP | 0.01% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CS | 0.01% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CS | 0.01% |
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| OUTFRONT MEDIA C P/P 144A 04.6250 03/15/2030 | 0.01% |
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| US BANCORP 02.6250 01/24/2022 | 0.01% |
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| CAD/USD 04/15/2020 RBSF | 0.00% |
| CAD/USD 04/15/2020 UBS | 0.00% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 ML | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 ML | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | 0.00% |
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| FEDERAL GRID CO UNIFIED ENER SEDOL B39RR67 | 0.00% |
| GBP/USD 06/17/2020 GSFX | 0.00% |
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| TECO ELECTRIC & MACHINERY SEDOL 6879851 | 0.00% |
| USD/CHF PUT 0.94 20200605 GSFX | 0.00% |
| USD/JPY PUT 106.00 20200416 BANKAM | 0.00% |
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| SM ENERGY CO 06.6250 01/15/2027 | 0.00% |
| SM ENERGY CO 06.7500 09/15/2026 | 0.00% |
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| 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 CS | 0.00% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 MS | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.00% |
| GBP/USD 06/17/2020 BCAP-FX | 0.00% |
| GBP/USD 06/17/2020 CSI-FX | 0.00% |
| GBP/USD 06/17/2020 TDBK | 0.00% |
| MALAYSIA AIRPORTS HLDGS BHD SEDOL 6188193 | 0.00% |
| MANILA ELECTRIC COMPANY SEDOL B247XZ6 | 0.00% |
| NZD/USD 04/15/2020 HSBCB | 0.00% |
| OASIS PETROLEUM INC 06.8750 03/15/2022 | 0.00% |
| PROLOGIS LP 02.1250 04/15/2027 | 0.00% |
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| ROYAL BANK OF CANADA USD 02.8000 04/29/2022 | 0.00% |
| RUENTEX DEVELOPMENT CO LTD SEDOL 6748423 | 0.00% |
| SEK/USD 06/17/2020 CITI | 0.00% |
| SEK/USD 06/17/2020 CSI-FX | 0.00% |
| TRANSOCEAN INC 07.5000 04/15/2031 | 0.00% |
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| ALLY FINANCIAL INC 03.8750 05/21/2024 | 0.00% |
| AUD/USD 04/15/2020 TDBK | 0.00% |
| AUD/USD 04/15/2020 WPAC | 0.00% |
| BANK TABUNGAN PENSIUNAN NASI SEDOL BFNBJ41 | 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 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 MS | 0.00% |
| INCEPTION MRGR/RACK P/P 144A 08.6250 11/15/2024 | 0.00% |
| NZD/USD 04/15/2020 CSI-FX | 0.00% |
| OASIS PETROLEUM INC CV 02.6250 09/15/2023 | 0.00% |
| SEK/USD 06/17/2020 RBSF | 0.00% |
| TRANSMISSORA ALIANCA DE-UNIT SEDOL B1G8KX7 | 0.00% |
| USD/CHF PUT 0.91 20200605 CITI | 0.00% |
| ADVANZ PHARMA CORP LTD SEDOL BG0RYR7 | 0.00% |
| ASTRO MALAYSIA SEDOL B7W5GK3 | 0.00% |
| CAD/USD 04/15/2020 CITI | 0.00% |
| CHS/COMMUNITY HEALT P/P 144A 08.1250 06/30/2024 | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 JP | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 JP | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 JP | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 JP | 0.00% |
| CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 CG | 0.00% |
| CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 CG | 0.00% |
| CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 GS | 0.00% |
| CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 JP | 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.9 2058-09-17 500.0 09/17/2058 CG | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 JP | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 JP | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 JP | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CNH/USD 05/20/2020 BANKAM | 0.00% |
| CNH/USD 05/20/2020 GSFX | 0.00% |
| DKK/USD 06/17/2020 CITI | 0.00% |
| GLENCORE PLC SEDOL B4T3BW6 | 0.00% |
| NZD/USD 07/15/2020 HSBCB | 0.00% |
| AUD/USD 04/15/2020 BCAP-FX | 0.00% |
| AUD/USD 07/15/2020 CSI-FX | 0.00% |
| AUD/USD 07/15/2020 HSBCB | 0.00% |
| CAD/USD 07/15/2020 CSI-FX | 0.00% |
| CAD/USD 07/15/2020 HSBCB | 0.00% |
| CALIFORNIA RESOURCES P/P 144A 08.0000 12/15/2022 | 0.00% |
| CMB CMBX.NA.A.7 2047-01-17 200.0 01/17/2047 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 CS | 0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 JP | 0.00% |
| EUR/NOK PUT 9.60 20200406 GSFX | 0.00% |
| EUR/USD 06/17/2020 UBS | 0.00% |
| EUR/USD 06/17/2020 WPAC | 0.00% |
| GBP/USD 06/17/2020 HSBCB | 0.00% |
| GBP/USD CALL 1.335 20200402 BCAP-FX | 0.00% |
| GBP/USD CALL 1.335 20200407 UBS | 0.00% |
| GLOW ENERGY PCL - FOREIGN SEDOL B074GX9 | 0.00% |
| HKD/USD 05/20/2020 BANKAM | 0.00% |
| HKD/USD 05/20/2020 GSFX | 0.00% |
| HKD/USD 05/20/2020 RBSF | 0.00% |
| HKD/USD 05/20/2020 TDBK | 0.00% |
| HKD/USD 05/20/2020 UBS | 0.00% |
| ILS/USD 04/16/2020 SSBT | 0.00% |
| JPY/USD 05/20/2020 UBS | 0.00% |
| NINE POINT ENERGY CNV PRF | 0.00% |
| NINE POINT ENERGY COM | 0.00% |
| NZD/USD 04/15/2020 TDBK | 0.00% |
| SEK/USD 06/17/2020 BCAP-FX | 0.00% |
| TERVITA CORP SEDOL BD1DCC4 | 0.00% |
| 0.7015 R ISWP US0003M P 03/11/2030 | -0.00% |
| AUD/USD 04/15/2020 CITI | -0.00% |
| CHF/USD 06/17/2020 JPMCB | -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 GS | -0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 CG | -0.00% |
| EUR/USD 06/17/2020 CSI-FX | -0.00% |
| HKD/USD 05/20/2020 BCAP-FX | -0.00% |
| HKD/USD 05/20/2020 HSBCB | -0.00% |
| HKD/USD 05/20/2020 SSBT | -0.00% |
| AUD/USD 04/15/2020 CSI-FX | -0.00% |
| CHF/USD 06/17/2020 CITI | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 JP | -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 06/17/2020 GSFX | -0.00% |
| EUR/USD 06/17/2020 RBSF | -0.00% |
| EUR/USD 06/17/2020 TDBK | -0.00% |
| NOK/USD 06/17/2020 TDBK | -0.00% |
| USD/JPY PUT 103.00 20200416 BANKAM | -0.00% |
| 0.609 R ISWP US0003M P 03/26/2025 | -0.00% |
| AUD/USD 04/15/2020 RBSF | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 JP | -0.00% |
| CMB CMBX.NA.A.7 2047-01-17 200.0 01/17/2047 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 06/17/2020 BCAP-FX | -0.00% |
| JPY/USD 05/20/2020 CITI | -0.00% |
| NOK/USD 06/17/2020 UBS | -0.00% |
| TWD/USD 05/20/2020 BANKAM | -0.00% |
| CHF/USD 06/17/2020 GSFX | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 JP | -0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 JP | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS | -0.00% |
| EUR/USD 06/17/2020 CITI | -0.00% |
| NOK/USD 06/17/2020 BANKAM | -0.00% |
| USD/CHF PUT 0.91 20200605 GSFX | -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% |
| JPY/USD 05/20/2020 RBSF | -0.00% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 JP | -0.01% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 JP | -0.01% |
| JPY/USD 05/20/2020 SSBT | -0.01% |
| NOK/USD 06/17/2020 CITI | -0.01% |
| NZD/USD 04/15/2020 BCAP-FX | -0.01% |
| NZD/USD 04/15/2020 RBSF | -0.01% |
| CAD/USD 04/15/2020 JPMCB | -0.01% |
| CDX CDX.NA.IG.34 100.0 06/20/2025 | -0.01% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 MS | -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 04/15/2020 BANKAM | -0.01% |
| NZD/USD 04/15/2020 WPAC | -0.01% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.01% |
| EUR/USD 06/17/2020 SSBT | -0.01% |
| GBP/USD 06/17/2020 JPMCB | -0.01% |
| JPY/USD 05/20/2020 BANKAM | -0.01% |
| JPY/USD 05/20/2020 BCAP-FX | -0.01% |
| AUD/USD 04/15/2020 JPMCB | -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% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.01% |
| USD/JPY PUT 105.00 20200622 BANKAM | -0.01% |
| USD/JPY PUT 105.00 20200622 CITI | -0.01% |
| USD/JPY PUT 105.00 20200622 GSFX | -0.01% |
| GBP/USD 06/17/2020 CITI | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% |
| NOK/USD 06/17/2020 HSBCB | -0.01% |
| JPY/USD 05/20/2020 HSBCB | -0.01% |
| JPY/USD 05/20/2020 WPAC | -0.01% |
| 0.7525 R ISWP US0003M P 03/23/2025 | -0.01% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CG | -0.02% |
| NOK/USD 06/17/2020 CSI-FX | -0.02% |
| NZD/USD 04/15/2020 UBS | -0.02% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 CG | -0.02% |
| NZD/USD 04/15/2020 SSBT | -0.02% |
| JPY/USD 05/20/2020 GSFX | -0.02% |
| NOK/USD 06/17/2020 GSFX | -0.02% |
| RU10INTR P US0003M R 11/25/20 CI | -0.02% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.02% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP | -0.02% |
| CAD/USD 04/15/2020 WPAC | -0.03% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.03% |
| NOK/USD 06/17/2020 RBSF | -0.03% |
| NOK/USD 06/17/2020 JPMCB | -0.04% |
| AUD/USD 04/15/2020 BANKAM | -0.04% |
| CPURNSA R 1.675 P 03/06/30 | -0.05% |
| NOK/USD 06/17/2020 SSBT | -0.06% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 JP | -0.07% |
| CPURNSA R 1.765 P 10/01/29 | -0.07% |
| CPURNSA R 2.308 P 12/05/26 | -0.09% |
| 1.625 R ISWP FWD US0003M P 03/18/2025 | -0.10% |
| EUR/USD 06/17/2020 JPMCB | -0.11% |
| CPURNSA R 1.79 P 09/09/29 | -0.11% |
| CPURNSA R 1.858 P 04/07/26 | -0.14% |
| 1.60 R ISWP FWD US0003M P 03/18/2022 | -0.14% |
| CPURNSA R 1.92 P 08/07/25 | -0.16% |
| CPURNSA R 2.138 P 03/07/29 | -0.17% |
| CPURNSA R 2.099 P 02/07/29 | -0.21% |
| IOS.FN30.400.10 P USL1M R 01/12/41 JP | -0.23% |
| CPURNSA R 1.875 P 07/08/29 | -0.24% |
| CPURNSA R 2.3075 P 04/06/28 | -0.26% |
| CPURNSA R 2.3875 P 07/09/28 | -0.34% |
| CPURNSA R 2.1438 P 11/07/27 | -0.52% |
| CPURNSA R 2.76 P 01/09/23 | -0.66% |
| CDX CDX.EM.33 100.0 06/20/2025 | -0.92% |
| CPURNSA R 2.356 P 07/02/28 | -1.15% |
| RU10INTR P US0003M R 11/25/20 CI | -4.37% |
| S&P500 EMINI FUT JUN20 ESM0 | -10.15% |
| RU10INTR P US0003M R 06/20/23 BA | -12.72% |
Portfolio composition as of 06/30/20
| U.S. TIPS | 30.43% |
|---|---|
| International bonds | 25.24% |
| U.S. High-yield bonds | 20.34% |
| U.S. Investment-grade bonds | 19.66% |
| U.S. Equity | 13.45% |
| International equity | 11.10% |
| Emerging-markets equity | 4.50% |
| Commodities | 4.14% |
| Real estate investment trust | 3.33% |
| U.S. money markets | -32.19% |
Fixed income statistics as of 06/30/20
| Average effective maturity | 8.80 yrs. |
|---|---|
| Average effective duration | 6.28 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 | 1.46% | 2.21% | 2.21% | 1.71% | 1.06% | 1.21% |
| What you pay† | 1.16% | 1.91% | 1.91% | 1.41% | 0.76% | 0.91% |
† 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 09/30/20
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 comprised of 50% MSCI World Index, 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 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.