Current performance may be lower or higher than the quoted past performance, which cannot guarantee future results. Share price, principal value, and return will vary, and you may have a gain or loss when you sell your shares. Performance assumes reinvestment of distributions and does not account for taxes. Returns before sales charge do not reflect the current maximum sales charges as indicated below. Had the sales charge been reflected, returns would be lower. Returns at public offering price (after sales charge) for class A and class M shares reflect the current maximum initial sales charges of 5.75% and 3.50% for equity funds and 4.00% and 3.25% for income funds (2.25% for class A of Putnam Floating Rate Income Fund, Short-Term Municipal Income, Short Duration Bond Fund, and Fixed Income Absolute Return Fund), respectively. Class B share returns reflect the applicable contingent deferred sales charge (CDSC), which is 5% in the first year, declining to 1% in the sixth year, and is eliminated thereafter (except for Putnam Floating Rate Income Fund, Putnam Short Duration Bond Fund, Putnam Fixed Income Absolute Return Fund, and Putnam Short-Term Municipal Income Fund, which is 1% in the first year, declining to 0.5% in the second year, and is eliminated thereafter). Class C shares reflect a 1% CDSC the first year that is eliminated thereafter. Performance for class B, C, M, N, R, and Y shares prior to their inception is derived from the historical performance of class A shares, adjusted for the applicable sales charge (or CDSC) and, except for class Y shares, the higher operating expenses for such shares (with the exception of Putnam Tax-Free High Yield Fund and Putnam AMT-Free Municipal Fund, which are based on the historical performance of class B shares). Performance for class A, C, and Y shares of Putnam Mortgage Opportunities Fund before their inception is derived from the historical performance of class I shares, which have been adjusted for the applicable sales charge (or CDSC) and the higher operating expenses for such shares. Returns at public offering price (after sales charge) for class N shares reflect the current maximum initial sales charge of 1.50%. Class R5/R6 shares, available to qualified employee-benefit plans only, are sold without an initial sales charge and have no CDSC. Class Y shares are generally only available for corporate and institutional clients and have no initial sales charge. Performance for class R5/R6 shares before their inception are derived from the historical performance of class Y shares, which have not been adjusted for the lower expenses; had they, returns would have been higher. Class A shares of Putnam money market funds have no initial sales charge. For a portion of the period, some funds had expenses limitations or had been sold on a limited basis with limited assets and expenses, without which returns would be lower.
Active Allocation
Dynamic Risk Allocation Fund (Class A) (PDREX)
A global allocation strategy that seeks a strong risk-adjusted return by allocating to four risk sources
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 |
$9.95
1.74% | $0.17 |
$11.58
12/17/19 |
$9.04
03/19/20 |
Fund facts as of 03/31/20
Total net assets
$73.42M
$73.42M
Turnover (fiscal year end)
255%
255%
Dividend frequency
Annually
Annually
Number of holdings
1373
1373
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) |
Market volatility returns to "old" normal
Our outlook for stock market volatility sees the levels reached in 2018 continuing, in part because these levels were close to the long-term norm.Performance
Consistency of positive performance over five years
Performance shown above does not reflect the effects of any sales charges. Click on the dots to see specific returns in each five-year period as of the date revealed. Note that returns of 0.00% are counted as positive periods. For complete fund performance, please see below.
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)
3.18%
Average 5-year annualized return
Total return (%) as of 03/31/20
Annual performance as of 03/31/20
Annualized Total return (%) as of 03/31/20
| Annualized performance | 1 yr. | 3 yrs. | 5 yrs. | Life (inception: 09/19/11 ) |
|---|---|---|---|---|
| Before sales charge | -10.27% | -1.14% | -0.23% | 2.28% |
| After sales charge | -15.43% | -3.07% | -1.41% | 1.58% |
| Custom Dynamic Risk Allocation Index | -7.98% | 1.35% | 1.67% | -- |
Performance snapshot
| Before sales charge | After sales charge | ||
|---|---|---|---|
| 1 mt. as of 03/31/20 | -10.84% | -15.97% | |
| YTD as of 04/09/20 | -11.40% | -16.49% | |
Risk-adjusted performance as of 02/29/20
| Sharpe ratio (3 yrs.) | 0.13 |
|---|
Volatility as of 02/29/20
| Standard deviation (3 yrs.) | 7.86% |
|---|
Lipper rankings as of 02/29/20
| Time period | Rank/Funds in category | Percentile ranking |
|---|---|---|
| 1 yr. | 141/233 | 61% |
| 3 yrs. | 131/217 | 61% |
| 5 yrs. | 108/200 | 54% |
| 10 yrs. | -- |
Morningstar Ratings™ as of 02/29/20
| Time period | Funds in category | Morningstar Rating™ |
|---|---|---|
| Overall | 515 | |
| 3 yrs. | 515 | |
| 5 yrs. | 419 |
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 03/01/2050 | 2.51% |
|---|---|
| Gnma Gii30 Tba 03.5000 03/01/2050 | 2.46% |
| S&P Gsci Excess Return Index 3x Note 3/1/2021 | 1.42% |
| Fnma Fn30 Tba Umbs 06.0000 03/01/2050 | 1.32% |
| FNMA FN15 TBA UMBS 03.0000 03/01/2035 | 1.23% |
| Fnma Fn30 Tba Umbs 03.0000 03/01/2050 | 1.23% |
| Fnma Fn30 Fm1521 Umbs 04.0000 05/01/2049 | 1.11% |
| S&P Gsci 3 Month Forward TR 3X Note 10/5/2020 | 1.04% |
| Apple Inc Sedol 2046251 | 0.92% |
| Alphabet Inc-Cl A Sedol Byvy8g0 | 0.89% |
| Top 10 holdings, percent of portfolio | 14.13% |
| Top 10 holdings as of 02/29/20 | |
|---|---|
| Fnma Fn30 Tba Umbs 04.0000 03/01/2050 | |
| Gnma Gii30 Tba 03.5000 03/01/2050 | |
| S&P Gsci Excess Return Index 3x Note 3/1/2021 | |
| Fnma Fn30 Tba Umbs 06.0000 03/01/2050 | |
| FNMA FN15 TBA UMBS 03.0000 03/01/2035 | |
| Fnma Fn30 Tba Umbs 03.0000 03/01/2050 | |
| Fnma Fn30 Fm1521 Umbs 04.0000 05/01/2049 | |
| S&P Gsci 3 Month Forward TR 3X Note 10/5/2020 | |
| Apple Inc Sedol 2046251 | |
| Alphabet Inc-Cl A Sedol Byvy8g0 | |
| Holdings represent 14.13% of portfolio | |
| Top 10 holdings as of 01/31/20 | |
|---|---|
| Fnma Fn30 Tba Umbs 04.0000 02/01/2050 | |
| Gnma Gii30 Tba 03.5000 02/01/2050 | |
| S&P Gsci Excess Return Index 3x Note 3/1/2021 | |
| S&P Gsci 3 Month Forward TR 3X Note 10/5/2020 | |
| Fnma Fn30 Tba Umbs 06.0000 02/01/2050 | |
| Fnma Fn15 Tba Umbs 03.0000 02/01/2035 | |
| Fnma Fn30 Tba Umbs 03.0000 02/01/2050 | |
| Fnma Fn30 Fm1521 Umbs 04.0000 05/01/2049 | |
| Apple Inc Sedol 2046251 | |
| Alphabet Inc-Cl A Sedol Byvy8g0 | |
| Holdings represent 14.37% of portfolio | |
| Top 10 holdings as of 12/31/19 | |
|---|---|
| S&P Gsci Tot Return 3x 144a Note 01/27/2020 | |
| Fnma Fn30 Tba Umbs 04.0000 01/01/2050 | |
| Gnma Gii30 Tba 03.5000 01/01/2050 | |
| S&P Gsci 3 Month Forward Index TR 3X Note 10/5/2020 | |
| Fnma Fn30 Tba Umbs 06.0000 01/01/2050 | |
| Fnma Fn15 Tba Umbs 03.0000 01/01/2035 | |
| Fnma Fn30 Tba Umbs 03.0000 01/01/2050 | |
| S&P Gsci Tot Return CME 3x 144a Note 12/8/2020 | |
| Fnma Fn30 Fm1521 Umbs 04.0000 05/01/2049 | |
| Apple Inc Sedol 2046251 | |
| Holdings represent 15.65% of portfolio | |
| Top 10 holdings as of 11/30/19 | |
|---|---|
| Fnma Fn30 Tba Umbs 04.0000 12/01/2049 | |
| Gnma Gii30 Tba 03.5000 12/01/2049 | |
| S&P Gsci Total Return 3X 144a Note 01/27/2020 | |
| S&P Gsci 3 Month Forward TR 3X Note 10/5/2020 | |
| Fnma Fn30 Tba Umbs 06.0000 12/01/2049 | |
| FNMA FN15 TBA UMBS 03.0000 12/01/2034 | |
| FNMA FN30 Fm1521 UMBS 04.0000 05/01/2049 | |
| Fnma Fn30 Tba Umbs 03.0000 01/01/2050 | |
| S&P Gsci Tot Return CME 3x 144a Note 12/8/2020 | |
| JPMorgan Chase | |
| Holdings represent 14.87% of portfolio | |
| MLFCF15 R US0003M P 06/20/23 BA | 14.26% |
|---|---|
| JPN 10Y BOND(OSE) MAR20 JBH0 | 13.59% |
| CGPUTQL2 R US0003M P 11/25/20 CI | 5.05% |
| US 10YR NOTE (CBT)JUN20 TYM0 | 4.49% |
| EURO-BUND FUTURE MAR20 RXH0 | 4.43% |
| LONG GILT FUTURE JUN20 G M0 | 3.72% |
| US 2YR NOTE (CBT) JUN20 TUM0 | 3.64% |
| US 5YR NOTE (CBT) JUN20 FVM0 | 3.50% |
| EURO-BOBL FUTURE MAR20 OEH0 | 3.21% |
| EURO BUXL 30Y BND MAR20 UBH0 | 2.89% |
| FNMA FN30 TBA UMBS 04.0000 03/01/2050 | 2.51% |
| GNMA GII30 TBA 03.5000 03/01/2050 | 2.46% |
| EURO-SCHATZ FUT MAR20 DUH0 | 2.36% |
| US ULTRA BOND CBT JUN20 WNM0 | 1.73% |
| TREASURY BILL 00.0000 05/21/2020 | 1.45% |
| 1.75 R ISWP FWD US0003M P 03/18/2030 | 1.45% |
| TREASURY BILL 00.0000 06/11/2020 | 1.43% |
| S&P GSCI EXCESS RETURN INDEX 3X NOTE 3/1/2021 | 1.42% |
| E-MINI RUSS 2000 MAR20 RTYH0 | 1.40% |
| FNMA FN30 TBA UMBS 06.0000 03/01/2049 | 1.32% |
| FNMA FN15 TBA UMBS 03.0000 03/01/2034 | 1.23% |
| FNMA FN30 TBA UMBS 03.0000 03/01/2050 | 1.22% |
| FNMA FN30 FM1521 UMBS 04.0000 05/01/2049 | 1.11% |
| S&P GSCI 3 MONTH FORWARD TR 3X NOTE 10/5/2020 | 1.04% |
| US LONG BOND(CBT) JUN20 USM0 | 1.01% |
| APPLE INC SEDOL 2046251 | 0.92% |
| ALPHABET INC-CL A SEDOL BYVY8G0 | 0.89% |
| MICROSOFT CORP SEDOL 2588173 | 0.87% |
| JPMORGAN CHASE & CO SEDOL 2190385 | 0.80% |
| VERIZON COMMUNICATIONS INC SEDOL 2090571 | 0.70% |
| FIDELITY NATIONAL INFO SERV SEDOL 2769796 | 0.62% |
| MEDTRONIC PLC SEDOL BTN1Y11 | 0.61% |
| TJX COMPANIES INC SEDOL 2989301 | 0.61% |
| HONEYWELL INTERNATIONAL INC SEDOL 2020459 | 0.60% |
| LOCKHEED MARTIN CORP SEDOL 2522096 | 0.58% |
| TEXAS INSTRUMENTS INC SEDOL 2885409 | 0.58% |
| S&P GSCI TOTAL RETURN CME 3X 144A NOTE 12/8/2020 | 0.57% |
| MONDELEZ INTERNATIONAL INC-A SEDOL B8CKK03 | 0.56% |
| INTUIT INC SEDOL 2459020 | 0.55% |
| STARBUCKS CORP SEDOL 2842255 | 0.54% |
| AUTOMATIC DATA PROCESSING SEDOL 2065308 | 0.53% |
| KINDER MORGAN INC SEDOL B3NQ4P8 | 0.49% |
| JOHNSON & JOHNSON SEDOL 2475833 | 0.47% |
| ALLSTATE CORP SEDOL 2019952 | 0.46% |
| US BANCORP SEDOL 2736035 | 0.46% |
| EXELON CORP SEDOL 2670519 | 0.45% |
| LEIDOS HOLDINGS INC SEDOL BDV82B8 | 0.45% |
| ANNALY CAPITAL MANAGEMENT IN SEDOL 2113456 | 0.44% |
| WALT DISNEY CO/THE SEDOL 2270726 | 0.43% |
| SYSCO CORP SEDOL 2868165 | 0.43% |
| WASTE MANAGEMENT INC SEDOL 2937667 | 0.43% |
| INTERCONTINENTAL EXCHANGE IN SEDOL BFSSDS9 | 0.41% |
| SPY 20210115 P 290.00CITI | 0.41% |
| AMAZON.COM INC SEDOL 2000019 | 0.41% |
| COGNIZANT TECH SOLUTIONS-A SEDOL 2257019 | 0.40% |
| SPY 20210219 P 290.00CITI | 0.40% |
| COMMONWEALTH BK AUST P/P 144A 02.2000 11/09/2020 | 0.40% |
| VICI PROPERTIES INC SEDOL BYWH073 | 0.39% |
| DTE ENERGY COMPANY SEDOL 2280220 | 0.38% |
| OMNICOM GROUP SEDOL 2279303 | 0.36% |
| TREASURY BILL 00.0000 03/12/2020 | 0.36% |
| BAXTER INTERNATIONAL INC SEDOL 2085102 | 0.35% |
| HERSHEY CO/THE SEDOL 2422806 | 0.35% |
| ROSS STORES INC SEDOL 2746711 | 0.34% |
| CISCO SYSTEMS INC SEDOL 2198163 | 0.32% |
| SKANDINAVISKA ENSKIL P/P 144A 02.6250 11/17/2020 | 0.32% |
| EXXON MOBIL CORP SEDOL 2326618 | 0.31% |
| EBAY INC SEDOL 2293819 | 0.31% |
| AGNC INVESTMENT CORP SEDOL BYYHJL8 | 0.31% |
| CHARTER COMMUNICATIONS INC-A SEDOL BZ6VT82 | 0.30% |
| TRANE TECHNOLOGIES PLC SEDOL BK9ZQ96 | 0.30% |
| NATIONAL AUSTRALIA BK/NY 02.5000 01/12/2021 | 0.30% |
| SIEMENS FINANCIERING P/P 144A 02.2000 03/16/2020 | 0.30% |
| PFIZER INC SEDOL 2684703 | 0.30% |
| SPY 20201218 P 275.00JPMCB | 0.30% |
| MERCK & CO. INC. SEDOL 2778844 | 0.30% |
| BANQUE FED CRED MUTU P/P 144A 02.2000 07/20/2020 | 0.29% |
| GARMIN LTD SEDOL B3Z5T14 | 0.29% |
| SAMSUNG ELECTRONICS CO LTD SEDOL 6771720 | 0.29% |
| ROCHE HOLDING AG-GENUSSCHEIN SEDOL 7110388 | 0.29% |
| PROCTER & GAMBLE CO/THE SEDOL 2704407 | 0.28% |
| EQUITY RESIDENTIAL TR REIT | 0.28% |
| BANK OF AMERICA CORP 06.1100 01/29/2037 | 0.28% |
| TAKE-TWO INTERACTIVE SOFTWRE SEDOL 2122117 | 0.27% |
| REPUBLIC OF INDONESIA REGS 04.7500 01/08/2026 | 0.27% |
| EQUINIX INC SEDOL BVLZX12 | 0.26% |
| AUTOZONE INC SEDOL 2065955 | 0.26% |
| LLOYDS BANKING GROUP PLC USD 07.5000 04/30/2049 | 0.26% |
| WESTERN UNION CO SEDOL B1F76F9 | 0.26% |
| PROLOGIS INC SEDOL B44WZD7 | 0.26% |
| S&P GSCI TOT RETURN INDX 3X NOTE 07/27/2020 | 0.26% |
| DELTA AIR LINES INC SEDOL B1W9D46 | 0.25% |
| GAMING AND LEISURE PROPERTIE SEDOL BFPK4S5 | 0.25% |
| SYNOPSYS INC SEDOL 2867719 | 0.25% |
| VORNADO REALTY TRUST SEDOL 2933632 | 0.25% |
| UBS GROUP AG P/P 144A 03.4910 05/23/2023 | 0.25% |
| PEPSICO INC SEDOL 2681511 | 0.25% |
| HOLOGIC INC SEDOL 2433530 | 0.24% |
| UBS AG LONDON P/P 144A 02.2000 06/08/2020 | 0.24% |
| IHS MARKIT LTD P/P 144A 04.7500 02/15/2025 | 0.24% |
| NOVARTIS AG-REG SEDOL 7103065 | 0.24% |
| AMERICAN ELECTRIC POWER SEDOL 2026242 | 0.24% |
| F5 NETWORKS INC SEDOL 2427599 | 0.23% |
| AMGEN INC SEDOL 2023607 | 0.23% |
| COCA-COLA CO/THE SEDOL 2206657 | 0.23% |
| IOS.FN30.400.10 R USL1M P 01/12/41 BC | 0.22% |
| CCO HOLDINGS LLC P/P 144A 05.3750 06/01/2029 | 0.22% |
| JUNIPER NETWORKS INC SEDOL 2431846 | 0.22% |
| SPY 20201120 P 265.00BANKAM | 0.22% |
| QIAGEN N.V. SEDOL BYXS688 | 0.22% |
| CAMDEN PROPERTY TRUST SEDOL 2166320 | 0.22% |
| NEW RESIDENTIAL INVESTMENT SEDOL BRJ9GW0 | 0.22% |
| OCCIDENTAL PETROLEUM CORP SEDOL 2655408 | 0.22% |
| ELI LILLY & CO SEDOL 2516152 | 0.22% |
| ALLY FINANCIAL INC 08.0000 11/01/2031 | 0.22% |
| TELEDYNE TECHNOLOGIES INC SEDOL 2503477 | 0.21% |
| BRISTOL-MYERS SQUIBB CO SEDOL 2126335 | 0.20% |
| NOVO NORDISK A/S-B SEDOL BHC8X90 | 0.20% |
| JPMORGAN CHASE & CO 03.9640 11/15/2048 | 0.19% |
| LOEWS CORP SEDOL 2523022 | 0.19% |
| FACEBOOK INC-CLASS A SEDOL B7TL820 | 0.19% |
| CAS 2015-C04 1M2 07.3268 04/25/2028 | 0.19% |
| ALIBABA GROUP HOLDING-SP ADR SEDOL BP41ZD1 | 0.18% |
| DIAMOND 1 FIN/DIAM P/P 144A 06.0200 06/15/2026 | 0.18% |
| LNSTR 2015-3 B P/P 144A 03.1490 04/20/2048 | 0.18% |
| CADENCE DESIGN SYS INC SEDOL 2302232 | 0.18% |
| SPY 20201016 P 255.00BANKAM | 0.18% |
| WESTPAC BANKING CORP USD 02.1500 03/06/2020 | 0.18% |
| BIOGEN INC SEDOL 2455965 | 0.18% |
| LABORATORY CRP OF AMER HLDGS SEDOL 2586122 | 0.18% |
| SPY 20200918 P 255.00JPMCB | 0.18% |
| REPUBLIC SERVICES INC SEDOL 2262530 | 0.18% |
| MAXIM INTEGRATED PRODUCTS SEDOL 2573760 | 0.17% |
| AVALONBAY COMMUNITIES INC SEDOL 2131179 | 0.17% |
| AES CORP/THE 05.5000 04/15/2025 | 0.17% |
| SONY CORP SEDOL 6821506 | 0.17% |
| CWALT 2006-OA7 1A2 02.9931 06/25/2046 | 0.17% |
| ENEL SPA SEDOL 7144569 | 0.17% |
| TAIWAN SEMICONDUCTOR-SP ADR SEDOL 2113382 | 0.17% |
| ALLIANZ SE-REG SEDOL 5231485 | 0.16% |
| ZOETIS INC SEDOL B95WG16 | 0.16% |
| CSMC 2016-NXSR C 04.3592 12/15/2049 | 0.16% |
| BERRY GLOBAL GROUP INC SEDOL B8BR3H3 | 0.16% |
| UNITED MEXICAN STATES USD 05.5500 01/21/2045 | 0.16% |
| TENCENT HOLDINGS LTD SEDOL BMMV2K8 | 0.16% |
| UNILEVER NV SEDOL B1527V7 | 0.16% |
| STARWOOD PROPERTY TRUST INC SEDOL B3PQ520 | 0.15% |
| DOMINICAN REPUBLIC REGS 05.9500 01/25/2027 | 0.15% |
| EQUITY LIFESTYLE PROPERTIES SEDOL 2563125 | 0.15% |
| SIMON PROPERTY GROUP INC SEDOL 2812452 | 0.15% |
| BLACK KNIGHT INC SEDOL BDG75V1 | 0.15% |
| EXXON MOBIL CORPORATION 02.2220 03/01/2021 | 0.15% |
| KDDI CORP SEDOL 6248990 | 0.15% |
| VERIZON COMM 04.3290 09/21/2028 | 0.15% |
| NESTLE SA-REG SEDOL 7123870 | 0.14% |
| WALT DISNEY COMPANY 07.7500 12/01/2045 | 0.14% |
| US FOODS HOLDING CORP SEDOL BYVFC94 | 0.14% |
| SIRIUS XM RADIO INC P/P 144A 05.0000 08/01/2027 | 0.14% |
| GENPACT LTD SEDOL B23DBK6 | 0.14% |
| JPMBB 2014-C22 C 04.5541 09/15/2047 | 0.14% |
| QUEST DIAGNOSTICS INC SEDOL 2702791 | 0.14% |
| CIT GROUP INC. 05.2500 03/07/2025 | 0.14% |
| CSC HOLDINGS LLC 05.2500 06/01/2024 | 0.14% |
| TOTAL CAPITAL INTL SA USD 02.7500 06/19/2021 | 0.14% |
| ERAC USA FINANCE LLC P/P 144A 07.0000 10/15/2037 | 0.14% |
| FEDERATIVE REP OF BRAZIL USD 05.6250 01/07/2041 | 0.14% |
| HILTON WORLDWIDE FIN LLC 04.8750 04/01/2027 | 0.14% |
| AMDOCS LTD SEDOL 2256908 | 0.14% |
| DUKE REALTY CORP SEDOL 2284084 | 0.14% |
| MICROSOFT CORP 03.7000 08/08/2046 | 0.14% |
| 2.00 R ISWP FWD US0003M P 03/18/2050 | 0.14% |
| INTERPUBLIC GROUP COS 04.6500 10/01/2028 | 0.14% |
| CABOT OIL & GAS CORP | 0.14% |
| ECOLAB INC SEDOL 2304227 | 0.14% |
| HOYA CORP SEDOL 6441506 | 0.14% |
| UNILEVER PLC SEDOL B10RZP7 | 0.14% |
| BNP PARIBAS SEDOL 7309681 | 0.14% |
| IVORY COAST REGS 05.2500 03/22/2030 | 0.14% |
| KERING SEDOL 5505072 | 0.14% |
| UNITED TECHNOLOGIES CORP 01.9000 05/04/2020 | 0.13% |
| PING AN INSURANCE GROUP CO-H SEDOL B01FLR7 | 0.13% |
| PUBLIC STORAGE SEDOL 2852533 | 0.13% |
| HEICO CORP SEDOL 2419217 | 0.13% |
| KONINKLIJKE PHILIPS NV SEDOL 5986622 | 0.13% |
| AMERICAN HOME 4 RENT SEDOL BCF5RR9 | 0.13% |
| RIO TINTO PLC SEDOL 0718875 | 0.13% |
| ITOCHU CORP SEDOL 6467803 | 0.13% |
| LAMB WESTON HOLDINGS P/P 144A 04.8750 11/01/2026 | 0.13% |
| SUMITOMO MITSUI FINANCIAL GR SEDOL 6563024 | 0.13% |
| ESSEX PROPERTY TRUST INC SEDOL 2316619 | 0.13% |
| GOLDMAN SACHS GROUP INC 02.6000 12/27/2020 | 0.13% |
| WOLTERS KLUWER SEDOL 5671519 | 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% |
| PARTNERS GROUP HOLDING AG SEDOL B119QG0 | 0.13% |
| WOOLWORTHS GROUP LTD SEDOL 6981239 | 0.13% |
| ASHTEAD GROUP PLC SEDOL 0053673 | 0.12% |
| DEUTSCHE TELEKOM AG-REG SEDOL 5842359 | 0.12% |
| PAYCHEX INC SEDOL 2674458 | 0.12% |
| VIDEOTRON LTD / LTEE P/P 144A 05.1250 04/15/2027 | 0.12% |
| LEGAL & GENERAL GROUP PLC SEDOL 0560399 | 0.12% |
| MSC 2012-C4 C P/P 144A 05.4192 03/15/2045 | 0.12% |
| DBUBS 2011-LC3A D P/P 144A 05.3344 08/10/2044 | 0.12% |
| NINTENDO CO LTD SEDOL 6639550 | 0.12% |
| CHEMED CORP SEDOL 2190084 | 0.12% |
| SHIN-ETSU CHEMICAL CO LTD SEDOL 6804585 | 0.12% |
| CHEVRON CORP | 0.12% |
| CRH PLC SEDOL 4182249 | 0.12% |
| SANDVIK AB SEDOL B1VQ252 | 0.12% |
| ASTELLAS PHARMA INC SEDOL 6985383 | 0.12% |
| CHIMERA INVESTMENT CORP SEDOL BVZCNC0 | 0.12% |
| JPMBB 2014-C22 XA IO 00.8354 09/15/2047 | 0.12% |
| ROYAL DUTCH SHELL PLC-B SHS SEDOL B03MM40 | 0.12% |
| AXALTA COATING SYSTEMS LTD SEDOL BSFWCF5 | 0.12% |
| BANCO BILBAO VIZCAYA ARGENTA SEDOL 5501906 | 0.12% |
| HITACHI LTD SEDOL 6429104 | 0.12% |
| SHIONOGI & CO LTD SEDOL 6804682 | 0.12% |
| SPRINT CORP 07.8750 09/15/2023 | 0.12% |
| FIRSTENERGY TRANSMIS P/P 144A 05.4500 07/15/2044 | 0.11% |
| STANDARD IND INC P/P 144A 05.0000 02/15/2027 | 0.11% |
| ABBVIE INC P/P 144A 03.2000 11/21/2029 | 0.11% |
| ENERGY TRANSFER OPERATNG 06.6250 02/15/2028 | 0.11% |
| DXC TECHNOLOGY CO SEDOL BYXD7B3 | 0.11% |
| GOLDMAN SACHS GROUP INC 03.8500 01/26/2027 | 0.11% |
| MORGAN STANLEY 03.6250 01/20/2027 | 0.11% |
| TEMPO ACQ LLC/FI P/P 144A 06.7500 06/01/2025 | 0.11% |
| WH GROUP LTD SEDOL BLLHKZ1 | 0.11% |
| ORIX CORP SEDOL 6661144 | 0.11% |
| PETROBRAS GLOBAL FINANCE USD 07.3750 01/17/2027 | 0.11% |
| UDR INC SEDOL 2727910 | 0.11% |
| CAS 2016-C02 1M2 07.6268 09/25/2028 | 0.11% |
| CK ASSET HOLDINGS LTD SEDOL BYZQ077 | 0.11% |
| NAVISTAR INTL TLB L+350 05.1600 11/06/2024 | 0.11% |
| DEUTSCHE POST AG-REG SEDOL 4617859 | 0.11% |
| EXTRA SPACE STORAGE INC SEDOL B02HWR9 | 0.11% |
| HERMES INTERNATIONAL SEDOL 5253973 | 0.11% |
| INFOSYS LTD SEDOL 6205122 | 0.11% |
| ALLISON TRANSMISSION HOLDING SEDOL B4PZ892 | 0.11% |
| TPAT 2018-SL1 A P/P 144A 02.2268 01/25/2046 | 0.11% |
| CHENIERE CORP CHRIST 05.1250 06/30/2027 | 0.11% |
| ARISTOCRAT LEISURE LTD SEDOL 6253983 | 0.10% |
| KLA CORP SEDOL 2480138 | 0.10% |
| RELIANCE STEEL & ALUMINUM SEDOL 2729068 | 0.10% |
| CARLSBERG AS-B SEDOL 4169219 | 0.10% |
| NOVELIS CORP P/P 144A 05.8750 09/30/2026 | 0.10% |
| AVIVA PLC SEDOL 0216238 | 0.10% |
| PETROBRAS GLOBAL FIN P/P 144A 05.0930 01/15/2030 | 0.10% |
| INTL FLAVOR & FRAGRANCES 03.4000 09/25/2020 | 0.10% |
| ANHUI CONCH CEMENT CO LTD-H SEDOL 6080396 | 0.10% |
| CISCO SYSTEMS INC 02.2000 02/28/2021 | 0.10% |
| NEWMARKET CORP SEDOL B01CGF1 | 0.10% |
| COMPASS GROUP PLC SEDOL BD6K457 | 0.10% |
| AT&T INC. 03.8000 02/15/2027 | 0.10% |
| SPST 2019-7 A 02.3289 09/24/2020 | 0.10% |
| INDUSTRIA DE DISENO TEXTIL SEDOL BP9DL90 | 0.10% |
| MICHELIN (CGDE) SEDOL 4588364 | 0.10% |
| MICROSOFT CORP 01.5500 08/08/2021 | 0.10% |
| DAIKIN INDUSTRIES LTD SEDOL 6250724 | 0.10% |
| PETROLEOS MEXICANOS P/P 144A 05.9500 01/28/2031 | 0.10% |
| WAMU 2005-AR12 1A8 03.8703 10/25/2035 | 0.10% |
| ESSITY AKTIEBOLAG-B SEDOL BF1K7P7 | 0.09% |
| GFL ENVIRONMENTAL P/P 144A 07.0000 06/01/2026 | 0.09% |
| MSRR 2015-R4 CB1 02.4851 08/26/2047 | 0.09% |
| PEUGEOT SA SEDOL 7103526 | 0.09% |
| SPST 2019-11 A 02.3789 10/24/2020 | 0.09% |
| BOSTON PROPERTIES INC SEDOL 2019479 | 0.09% |
| HOST HOTELS & RESORTS INC SEDOL 2567503 | 0.09% |
| MID-AMERICA APARTMENT COMM SEDOL 2589132 | 0.09% |
| MITSUBISHI UFJ FIN GRP USD 03.5350 07/26/2021 | 0.09% |
| T-MOBILE USA INC 04.7500 02/01/2028 | 0.09% |
| VEREIT INC SEDOL BYVVTJ1 | 0.09% |
| BRIGHT HORIZONS FAMILY SOLUT SEDOL B7MJWP2 | 0.09% |
| COVESTRO AG SEDOL BYTBWY9 | 0.09% |
| DISH DBS CORP 05.8750 11/15/2024 | 0.09% |
| TELSTRA CORP LTD SEDOL 6087289 | 0.09% |
| YUM CHINA HOLDINGS INC SEDOL BYW4289 | 0.09% |
| MCDONALD'S CORP SEDOL 2550707 | 0.09% |
| AMERICAN FINANCIAL GROUP INC SEDOL 2134532 | 0.09% |
| FNMA FN40 BF0171 UMBS 04.0000 01/01/2057 | 0.09% |
| NATIONAL RETAIL PROPERTIES SEDOL 2211811 | 0.09% |
| SKANDINAVISKA ENSKILDA BAN-A SEDOL 4813345 | 0.09% |
| ANGLO AMER PLC SEDOL B1XZS82 | 0.09% |
| GILEAD SCIENCES INC SEDOL 2369174 | 0.09% |
| FIAT CHRYSLER AUTOMOBILES NV SEDOL BRJFWP3 | 0.09% |
| NBCUNIVERSAL MEDIA LLC 04.3750 04/01/2021 | 0.09% |
| PULTEGROUP INC. 07.8750 06/15/2032 | 0.09% |
| SPST 2020-2 A 00.0000 03/26/2021 | 0.09% |
| UNITEDHEALTH GROUP INC 03.8500 06/15/2028 | 0.09% |
| 3I GROUP PLC SEDOL B1YW440 | 0.09% |
| BRAND ENERGY TL L+425 06.0880 06/21/2024 | 0.08% |
| ZIMMER BIOMET HOLDINGS INC SEDOL 2783815 | 0.08% |
| CAS 2019-R04 2M2 03.7268 06/25/2039 | 0.08% |
| HP INC SEDOL BYX4D52 | 0.08% |
| AMAZON.COM INC 03.3000 12/05/2021 | 0.08% |
| COMCAST CORP 06.5000 11/15/2035 | 0.08% |
| HESS MIDSTREAM P P/P 144A 05.6250 02/15/2026 | 0.08% |
| VERTIV TLB L+300 04.6550 03/02/2027 | 0.08% |
| HEALTHCARE REALTY TRUST INC SEDOL 2417921 | 0.08% |
| LIFE STORAGE INC SEDOL BDCSFJ6 | 0.08% |
| MFA FINANCIAL INC SEDOL 2418162 | 0.08% |
| ORACLE CORP 02.6500 07/15/2026 | 0.08% |
| SALESFORCE.COM INC 03.7000 04/11/2028 | 0.08% |
| SINO BIOPHARMACEUTICAL SEDOL B00XSF9 | 0.08% |
| VOLKSWAGEN AG PFD SEDOL 5497168 | 0.08% |
| CF INDUSTRIES INC P/P 144A 04.5000 12/01/2026 | 0.08% |
| COCA-COLA HBC AG-DI SEDOL B9895B7 | 0.08% |
| CREDIT AGRICOLE SA SEDOL 7262610 | 0.08% |
| AENA SME SA SEDOL BVRZ8L1 | 0.08% |
| AMERICAN CAMPUS COMMUNITIES SEDOL B02H871 | 0.08% |
| BAUSCH HLTH COS INC P/P 144A 06.1250 04/15/2025 | 0.08% |
| HCA INC 05.3750 09/01/2026 | 0.08% |
| NEXON CO LTD SEDOL B63QM77 | 0.08% |
| OSHKOSH CORP 05.3750 03/01/2025 | 0.08% |
| SAIL 2004-10 A10 02.5268 11/25/2034 | 0.08% |
| STORE CAPITAL CORP SEDOL BSKRKJ5 | 0.08% |
| TENET HEALTHCARE P/P 144A 04.8750 01/01/2026 | 0.08% |
| AMER TRANS SYST P/P 144A 05.0000 09/01/2044 | 0.08% |
| BANFF MERGER SUB INC P/P 144A 09.7500 09/01/2026 | 0.08% |
| MGIC INVESTMENT CORP SEDOL 2548616 | 0.08% |
| NIPPON TELEGRAPH & TELEPHONE SEDOL 6641373 | 0.08% |
| TATA CONSULTANCY SVS LTD SEDOL B01NPJ1 | 0.08% |
| ASSOCIATED BRITISH FOODS PLC SEDOL 0673123 | 0.08% |
| CHS/COMMUNITY HEALTH SYS 06.2500 03/31/2023 | 0.08% |
| PHYSICIANS REALTY TRUST SEDOL BC9S149 | 0.08% |
| STEVENS HLDG CO INC P/P 144A 06.1250 10/01/2026 | 0.08% |
| ACCENTURE PLC-CL A SEDOL B4BNMY3 | 0.08% |
| APPLE INC 03.8500 05/04/2043 | 0.08% |
| BANCO DO BRASIL S.A. SEDOL 2328595 | 0.08% |
| CRC ESCROW ISSUER LL P/P 144A 05.2500 10/15/2025 | 0.08% |
| ENDEAVOR ENERGY P/P 144A 05.7500 01/30/2028 | 0.08% |
| GREE ELECTRIC 144A/REGS WARRANT 8/24/2020 | 0.08% |
| NRG ENERGY INC P/P 144A 04.4500 06/15/2029 | 0.08% |
| UNITED MEXICAN STATES USD 04.0000 10/02/2023 | 0.08% |
| FAIRFAX FINL HLDGS USD 04.8500 04/17/2028 | 0.08% |
| HENDERSON LAND DEVELOPMENT SEDOL 6420538 | 0.08% |
| NATL HEALTH INVESTORS INC SEDOL 2626125 | 0.08% |
| DIGITAL REALTY TRUST LP 04.4500 07/15/2028 | 0.07% |
| LPL HOLDINGS INC P/P 144A 05.7500 09/15/2025 | 0.07% |
| ALLERGAN PLC SEDOL BY9D546 | 0.07% |
| REINSURANCE GROUP OF AMERICA SEDOL 2731193 | 0.07% |
| AMERICOLD REALTY TRUST SEDOL B3SKZK7 | 0.07% |
| AT&T INC 04.1000 02/15/2028 | 0.07% |
| BRIXMOR PROPERTY GROUP INC SEDOL BFTDJL8 | 0.07% |
| FAURECIA SEDOL 4400446 | 0.07% |
| EASTERLY GOVERNMENT PROPERTI SEDOL BVSS693 | 0.07% |
| MICROCHIP TECH INC 04.3330 06/01/2023 | 0.07% |
| SPRINT CAPITAL CORPORATION 06.8750 11/15/2028 | 0.07% |
| SPST 2019-3 A 02.3289 06/24/2020 | 0.07% |
| TECH MAHINDRA LTD SEDOL BWFGD63 | 0.07% |
| AGREE REALTY CORP SEDOL 2062161 | 0.07% |
| DEUTSCHE BOERSE AG SEDOL 7021963 | 0.07% |
| HYUNDAI MOBIS CO LTD SEDOL 6449544 | 0.07% |
| WELLTOWER INC SEDOL BYVYHH4 | 0.07% |
| BRITISH AMERICAN TOBACCO PLC SEDOL 0287580 | 0.07% |
| EQUITY COMMONWEALTH SEDOL BPH3N63 | 0.07% |
| JPMORGAN CHASE & CO 02.6918 05/15/2047 | 0.07% |
| JPY/USD 05/20/2020 JPMCB | 0.07% |
| NRG P/P 144A 03.7500 06/15/2024 | 0.07% |
| BANK LEUMI LE-ISRAEL SEDOL 6076425 | 0.07% |
| BOISE CASCADE CO P/P 144A 05.6250 09/01/2024 | 0.07% |
| GCP APPLIED TECH P/P 144A 05.5000 04/15/2026 | 0.07% |
| HCA INC 05.2500 06/15/2026 | 0.07% |
| INTELSAT JACKSON HLD P/P 144A 09.7500 07/15/2025 | 0.07% |
| SANTOS LTD SEDOL 6776703 | 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% |
| CENTERPOINT ENERGY INC SEDOL 2440637 | 0.07% |
| KIA MOTORS CORP SEDOL 6490928 | 0.07% |
| BIG RVR STL/FIN P/P 144A 07.2500 09/01/2025 | 0.07% |
| CHARTER COMM OPT LLC 06.4840 10/23/2045 | 0.07% |
| IRB BRASIL RESSEGUROS SA SEDOL BYZ6D56 | 0.07% |
| MEREDITH CORP 06.8750 02/01/2026 | 0.07% |
| ONCOR ELECTRIC DELIV 03.7500 04/01/2045 | 0.07% |
| SWISS RE TREAS P/P 144A 04.2500 12/06/2042 | 0.07% |
| AMAZON.COM INC 03.1500 08/22/2027 | 0.06% |
| CITIGROUP INC 02.6500 10/26/2020 | 0.06% |
| ECOLAB INC 02.7000 11/01/2026 | 0.06% |
| HONEYWELL INTL 03.8120 11/21/2047 | 0.06% |
| SHANGHAI PUDONG DEV BANK 144A/REGS WARRANT | 0.06% |
| SHENZHEN MINDRAY BIO-MEDICAL ELEC CO LTD 144A/REGS | 0.06% |
| THERMO FISHER SCIENTIFIC INC SEDOL 2886907 | 0.06% |
| USI INC/NY P/P 144A 06.8750 05/01/2025 | 0.06% |
| BANK OF AMERICA CORP 06.1000 12/29/2049 | 0.06% |
| CENTENE CORP P/P 144A 04.6250 12/15/2029 | 0.06% |
| COMM 2014-LC15 XA IO 01.0958 04/10/2047 | 0.06% |
| COMM 2014-UBS6 C 04.4472 12/10/2047 | 0.06% |
| NOVARTIS CAPITAL CORP 04.0000 11/20/2045 | 0.06% |
| PARAMOUNT GROUP INC SEDOL BSL7HC6 | 0.06% |
| TENET HEALTHCARE CORP 08.1250 04/01/2022 | 0.06% |
| WEINGARTEN REALTY INVESTORS SEDOL 2946618 | 0.06% |
| AMGEN INC 02.6000 08/19/2026 | 0.06% |
| AT&T INC SEDOL 2831811 | 0.06% |
| CORPORATE OFFICE PROPERTIES SEDOL 2756152 | 0.06% |
| E.ON SE SEDOL 4942904 | 0.06% |
| FORTESCUE METALS GROUP LTD SEDOL B2B2B49 | 0.06% |
| IHEARTCOMMUNICATIONS INC 08.3750 05/01/2027 | 0.06% |
| SS&C TECH INC P/P 144A 05.5000 09/30/2027 | 0.06% |
| TRANSDIGM INC. P/P 144A 06.2500 03/15/2026 | 0.06% |
| WALMART DE MEXICO SAB DE CV SEDOL BW1YVH8 | 0.06% |
| ADVANCED INFO SERVICE-FOR RG SEDOL 6412591 | 0.06% |
| MATCH GROUP INC P/P 144A 05.0000 12/15/2027 | 0.06% |
| WELLS FARGO & COMPANY 02.6000 07/22/2020 | 0.06% |
| WFRBS 2013-UBS1 AS 04.3060 03/15/2046 | 0.06% |
| APPLE INC 02.8500 05/06/2021 | 0.06% |
| BROADCOM CRP / CAYM 03.5000 01/15/2028 | 0.06% |
| GLAXOSMITHKLINE PLC SEDOL 0925288 | 0.06% |
| IND & COMM BK OF CHINA-H SEDOL B1G1QD8 | 0.06% |
| PETROBRAS GLOBAL FIN USD 05.9990 01/27/2028 | 0.06% |
| SANY HEAVY INDUSTRY CO LTD 144A REGS WARRANT 12/21/2020 | 0.06% |
| SCIENTIFIC GAMES P/P 144A 08.2500 03/15/2026 | 0.06% |
| 1011778 BC / NEW RED P/P 144A 05.0000 10/15/2025 | 0.06% |
| AIR LEASE CORP 04.6250 10/01/2028 | 0.06% |
| ALLY FINANCIAL INC 05.7500 11/20/2025 | 0.06% |
| BERRY GLOBAL INC 05.1250 07/15/2023 | 0.06% |
| ENTERPRISE PRODUCTS OPER 04.2500 02/15/2048 | 0.06% |
| GEBERIT AG-REG SEDOL B1WGG93 | 0.06% |
| GLENCORE FUNDING LLC P/P 144A 04.0000 04/16/2025 | 0.06% |
| GNR 2013-99 AS IO 04.4030 06/20/2043 | 0.06% |
| GOLDEN NUGGET INC P/P 144A 08.7500 10/01/2025 | 0.06% |
| HINDUSTAN UNILEVER LTD SEDOL 6261674 | 0.06% |
| LEGRAND SA SEDOL B11ZRK9 | 0.06% |
| MORGAN STANLEY 04.3750 01/22/2047 | 0.06% |
| PLANTRONICS INC P/P 144A 05.5000 05/31/2023 | 0.06% |
| RBS GLOBAL/REXNO P/P 144A 04.8750 12/15/2025 | 0.06% |
| SMURFIT KAPPA TREASURY USD 07.5000 11/20/2025 | 0.06% |
| STMICROELECTRONICS NV SEDOL 5962332 | 0.06% |
| ABN AMRO BANK NV-CVA SEDOL BYQP136 | 0.06% |
| ACS ACTIVIDADES SEDOL B01FLQ6 | 0.06% |
| AURIZON HOLDINGS LTD SEDOL B87CVM3 | 0.06% |
| BAUSCH HLTH AMERICAS P/P 144A 08.5000 01/31/2027 | 0.06% |
| CAS 2016-C04 1M2 05.8768 01/25/2029 | 0.06% |
| CONCHO RESOURCES INC 03.7500 10/01/2027 | 0.06% |
| GSMS 2014-GC22 XA IO 00.9848 06/10/2047 | 0.06% |
| INGEVITY CORP P/P 144A 04.5000 02/01/2026 | 0.06% |
| STAPLES INC P/P 144A 07.5000 04/15/2026 | 0.06% |
| AIR LEASE CORP 03.2500 10/01/2029 | 0.06% |
| BWAY HOLDING CO P/P 144A 07.2500 04/15/2025 | 0.06% |
| DIAMOND SPORTS GR/DI P/P 144A 06.6250 08/15/2027 | 0.06% |
| NOMURA RESEARCH INSTITUTE LT SEDOL 6390921 | 0.06% |
| UBSBB 2012-C2 D P/P 144A 04.8911 05/10/2063 | 0.06% |
| BANK OF MONTREAL USD 03.1000 04/13/2021 | 0.06% |
| CF INDUSTRIES INC 04.9500 06/01/2043 | 0.06% |
| CHINA MOBILE LTD SEDOL 6073556 | 0.06% |
| LTC PROPERTIES INC SEDOL 2498788 | 0.06% |
| LUKOIL PJSC-SPON ADR SEDOL BYZDW27 | 0.06% |
| REFINITIV US HLDG P/P 144A 06.2500 05/15/2026 | 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% |
| CITIGROUP INC 03.6680 07/24/2028 | 0.06% |
| ECOLAB INC 04.3500 12/08/2021 | 0.06% |
| GOLDMAN SACHS GROUP INC 02.6000 02/07/2030 | 0.06% |
| OTSUKA CORP SEDOL 6267058 | 0.06% |
| SBERBANK PJSC -SPONSORED ADR SEDOL B5SC091 | 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% |
| AMERICAN INTL GROUP 08.1750 05/15/2058 | 0.06% |
| ASCEND LEARNING LLC P/P 144A 06.8750 08/01/2025 | 0.06% |
| BHP GROUP PLC SEDOL BH0P3Z9 | 0.06% |
| CANTOR FITZGERALD LP P/P 144A 06.5000 06/17/2022 | 0.06% |
| CITY OFFICE REIT INC SEDOL BL25F37 | 0.06% |
| FAIRFAX US INC P/P 144A 04.8750 08/13/2024 | 0.06% |
| HUSKY TLB L+300 04.6034 03/28/2025 | 0.06% |
| MSBAM 2014-C17 C 04.4984 08/15/2047 | 0.06% |
| NAVISTAR INTL CORP P/P 144A 06.6250 11/01/2025 | 0.06% |
| RETAIL OPPORTUNITY INVESTMEN SEDOL B28YD08 | 0.06% |
| STARWOOD PROP TR 04.7500 03/15/2025 | 0.06% |
| WFCM 2013-LC12 C 04.2853 07/15/2046 | 0.06% |
| ARKEMA SEDOL B0Z5YZ2 | 0.05% |
| COMM 2014-UBS6 XA IO 00.8920 12/10/2047 | 0.05% |
| CVS HEALTH CORP 03.7000 03/09/2023 | 0.05% |
| KWEICHOW MOUTAI CO LTD-A 144A/REGS WARRANT 08/07/2020 | 0.05% |
| TWO HARBORS INVESTMENT CORP SEDOL BD832H2 | 0.05% |
| UNI-PRESIDENT ENTERPRISES CO SEDOL 6700393 | 0.05% |
| BROADRIDGE FINANCIAL SOLUTIO SEDOL B1VP7R6 | 0.05% |
| CIGNA CORP 03.7500 07/15/2023 | 0.05% |
| ENERGY TRANSFER OPERA 05.8750 01/15/2024 | 0.05% |
| HITACHI HIGH-TECHNOLOGY SEDOL 6642804 | 0.05% |
| KINDER MORGAN INC 03.1500 01/15/2023 | 0.05% |
| TAISEI CORP SEDOL 6870100 | 0.05% |
| TERRIER MEDIA BU P/P 144A 08.8750 12/15/2027 | 0.05% |
| COMMONWEALTH BK AUST P/P 144A 03.1500 09/19/2027 | 0.05% |
| EPR PROPERTIES 05.7500 CUM CV PFD | 0.05% |
| SAMI 2007-AR7 1A1 02.4768 05/25/2047 | 0.05% |
| VERTEX PHARMACEUTICALS INC SEDOL 2931034 | 0.05% |
| WASTE PRO USA INC P/P 144A 05.5000 02/15/2026 | 0.05% |
| BANK OF AMERICA CORP 03.2480 10/21/2027 | 0.05% |
| GRAY TELEVISION INC P/P 144A 07.0000 05/15/2027 | 0.05% |
| IHEARTMEDIA INC - CLASS A SEDOL BJVR9Y9 | 0.05% |
| SHELL INTERNATIONAL FIN USD 02.8750 05/10/2026 | 0.05% |
| VIACOMCBS INC 04.2000 06/01/2029 | 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% |
| AMGEN INC 04.6630 06/15/2051 | 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% |
| CMLTI 2005-2 1A2A 04.3604 05/25/2035 | 0.05% |
| DCP MIDSTREAM P/P 144A 06.7500 09/15/2037 | 0.05% |
| ENI SPA SEDOL 7145056 | 0.05% |
| GREAT LAKES D&D 08.0000 05/15/2022 | 0.05% |
| SPRINT CORP 07.2500 09/15/2021 | 0.05% |
| T-MOBILE USA INC 05.3750 04/15/2027 | 0.05% |
| AES CORP/THE 05.1250 09/01/2027 | 0.05% |
| ALLISON TRANSMISSION P/P 144A 04.7500 10/01/2027 | 0.05% |
| CCO HLDGS LLC/CAP CO P/P 144A 05.7500 02/15/2026 | 0.05% |
| KT&G CORP SEDOL 6175076 | 0.05% |
| MEG ENERGY CORP P/P 144A 06.5000 01/15/2025 | 0.05% |
| NEXSTAR ESCROW P/P 144A 05.6250 07/15/2027 | 0.05% |
| PRECISION DRILL P/P 144A 07.1250 01/15/2026 | 0.05% |
| TREASURY BILL 00.0000 06/04/2020 | 0.05% |
| TREASURY BILL 00.0000 07/16/2020 | 0.05% |
| TTM TECHNOLOGIES INC P/P 144A 05.6250 10/01/2025 | 0.05% |
| BANCO MACRO SA-ADR SEDOL B0Y62M9 | 0.05% |
| BANK OF NOVA SCOTIA USD 02.0000 11/15/2022 | 0.05% |
| CHINA PETROLEUM & CHEMICAL-H SEDOL 6291819 | 0.05% |
| COMM 2014-CR17 C 04.7839 05/10/2047 | 0.05% |
| DOW CHEMICAL CO/THE 03.5000 10/01/2024 | 0.05% |
| ERAC USA FINANCE LLC P/P 144A 05.6250 03/15/2042 | 0.05% |
| FIDELITY NATL INFO SERV 03.7500 05/21/2029 | 0.05% |
| HUB INTL LTD P/P 144A 07.0000 05/01/2026 | 0.05% |
| OMNICOM GP/OMNICOM CAP 03.6000 04/15/2026 | 0.05% |
| PROVIDENT FDG/PFG FI P/P 144A 06.3750 06/15/2025 | 0.05% |
| ROYAL BANK OF CANADA USD 02.1250 03/02/2020 | 0.05% |
| SABRA HEALTH CARE REIT INC SEDOL B5NLBP6 | 0.05% |
| STANDARD IND INC P/P 144A 05.3750 11/15/2024 | 0.05% |
| UNIVAR SOLUTIONS P/P 144A 05.1250 12/01/2027 | 0.05% |
| WATCO COS LLC/FI P/P 144A 06.3750 04/01/2023 | 0.05% |
| ZHEN DING TECHNOLOGY HOLDING SEDOL B734XQ4 | 0.05% |
| CGCMT 2014-GC19 X IO 01.1509 03/10/2047 | 0.05% |
| CITIGROUP INC 04.4500 09/29/2027 | 0.05% |
| CITIGROUP INC 04.6000 03/09/2026 | 0.05% |
| CK HUTCHISON HOLDINGS LTD SEDOL BW9P816 | 0.05% |
| CORNERSTONE BUILDING P/P 144A 08.0000 04/15/2026 | 0.05% |
| DNB NOR ASA SEDOL 4263304 | 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% |
| TARGA RESOURCES PART 05.0000 01/15/2028 | 0.05% |
| WFRBS 2011-C3 D P/P 144A 05.6803 03/15/2044 | 0.05% |
| ALBERTSONS COS LLC P/P 144A 07.5000 03/15/2026 | 0.05% |
| APPLE HOSPITALITY REIT INC SEDOL BXRTX56 | 0.05% |
| ISRAEL DISCOUNT BANK -A SEDOL 6451271 | 0.05% |
| LIONS GATE CAP HOLD P/P 144A 05.8750 11/01/2024 | 0.05% |
| OSHKOSH CORP 04.6000 05/15/2028 | 0.05% |
| RITE AID CORP P/P 144A 06.1250 04/01/2023 | 0.05% |
| SCIENTIFIC GAMES P/P 144A 07.2500 11/15/2029 | 0.05% |
| TAYLOR WIMPEY PLC SEDOL 0878230 | 0.05% |
| VODAFONE GROUP PLC USD 04.3750 05/30/2028 | 0.05% |
| WR GRACE & CO-CONN P/P 144A 05.6250 10/01/2024 | 0.05% |
| WYNN LAS VEGAS P/P 144A 05.2500 05/15/2027 | 0.05% |
| ARCELORMITTAL USD 07.0000 10/15/2039 | 0.04% |
| CENOVUS ENERGY INC USD 06.7500 11/15/2039 | 0.04% |
| CIT GROUP INC 05.0000 08/01/2023 | 0.04% |
| GREIF INC P/P 144A 06.5000 03/01/2027 | 0.04% |
| HIKARI TSUSHIN INC SEDOL 6416322 | 0.04% |
| INTER RAO UES PJSC SEDOL B39RRN4 | 0.04% |
| KEURIG DR PEPPER INC 04.4170 05/25/2025 | 0.04% |
| SIX FLAGS ENT P/P 144A 05.5000 04/15/2027 | 0.04% |
| COMPASS MIN INTL P/P 144A 06.7500 12/01/2027 | 0.04% |
| ENTERCOM MEDIA CORP P/P 144A 07.2500 11/01/2024 | 0.04% |
| EVRAZ PLC SEDOL B71N6K8 | 0.04% |
| FISERV INC 04.2000 10/01/2028 | 0.04% |
| GOODMAN GROUP SEDOL B03FYZ4 | 0.04% |
| HYATT HOTELS CORP 04.8500 03/15/2026 | 0.04% |
| MATTEL INC P/P 144A 05.8750 12/15/2027 | 0.04% |
| NEIMAN MARCUS TL L+600 07.6663 10/25/2023 | 0.04% |
| NETFLIX INC 04.8750 04/15/2028 | 0.04% |
| SILGAN HOLDINGS INC SEDOL 2809324 | 0.04% |
| VALE SA SEDOL 2196286 | 0.04% |
| WESTERN DIGITAL CORPORATION 04.7500 02/15/2026 | 0.04% |
| ANGLO AMERICAN PLATINUM LTD SEDOL 6761000 | 0.04% |
| AUTOMATION TOOLING S P/P 144A 06.5000 06/15/2023 | 0.04% |
| BOYD GAMING CORP 06.3750 04/01/2026 | 0.04% |
| CAS 2019-HRP1 M2 03.8109 11/25/2039 | 0.04% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | 0.04% |
| DENBURY RESOURCES IN P/P 144A 09.0000 05/15/2021 | 0.04% |
| DIGITAL REALTY TRUST INC SEDOL B03GQS4 | 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% |
| ITRON INC P/P 144A 05.0000 01/15/2026 | 0.04% |
| KFC HLD/PIZZA HUT/TA P/P 144A 05.2500 06/01/2026 | 0.04% |
| MATTAMY GROUP CORP P/P 144A 05.2500 12/15/2027 | 0.04% |
| NATIONSTAR MTG P/P 144A 08.1250 07/15/2023 | 0.04% |
| PENSKE AUTOMOTIVE GROUP 05.5000 05/15/2026 | 0.04% |
| PQ CORP P/P 144A 05.7500 12/15/2025 | 0.04% |
| SCOTTS MIRACLE-GRO 04.5000 10/15/2029 | 0.04% |
| SUN HUNG KAI PROPERTIES SEDOL 6859927 | 0.04% |
| TRANSDIGM INC 06.3750 06/15/2026 | 0.04% |
| WFRBS 2013-C16 AS 04.6680 09/15/2046 | 0.04% |
| YANGZIJIANG SHIPBUILDING SEDOL B1VT035 | 0.04% |
| CAS 2015-C03 2M2 06.6268 07/25/2025 | 0.04% |
| CAS 2016-C01 2M2 08.5768 08/25/2028 | 0.04% |
| IRON MOUNTAIN INC P/P 144A 04.8750 09/15/2027 | 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% |
| PARK-OHIO INDUSTRIES INC 06.6250 04/15/2027 | 0.04% |
| TRANSDIGM INC P/P 144A 05.5000 11/15/2027 | 0.04% |
| WEST JAPAN RAILWAY CO SEDOL 6957995 | 0.04% |
| BANCO SANTANDER BRASIL-UNIT SEDOL B4V5RY4 | 0.04% |
| BRDCOM CRP / FIN 03.8750 01/15/2027 | 0.04% |
| CHARTER COMM OPT LLC 05.3750 05/01/2047 | 0.04% |
| CINEMARK USA INC 04.8750 06/01/2023 | 0.04% |
| COMM 2012-LC4 C 05.5368 12/10/2044 | 0.04% |
| GOLDEN NUGGET INC P/P 144A 06.7500 10/15/2024 | 0.04% |
| ISTAR INC 04.2500 08/01/2025 | 0.04% |
| NORTHROP GRUMMAN CORP 03.2500 01/15/2028 | 0.04% |
| SNAM SPA SEDOL 7251470 | 0.04% |
| SUGAR HSP GAMING P/P 144A 05.8750 05/15/2025 | 0.04% |
| AMERICAN ELECTRIC POWER 04.3000 12/01/2028 | 0.04% |
| BRAND ENERGY & I P/P 144A 08.5000 07/15/2025 | 0.04% |
| CALPINE CORP P/P 144A 04.5000 02/15/2028 | 0.04% |
| EQUINOR ASA USD 02.9000 11/08/2020 | 0.04% |
| GLP CAPITAL LP / FIN II 05.2500 06/01/2025 | 0.04% |
| HUDBAY MINERALS INC P/P 144A 07.6250 01/15/2025 | 0.04% |
| ITOCHU TECHNO-SOLUTIONS CORP SEDOL 6200194 | 0.04% |
| KEURIG DR PEPPER INC 04.5970 05/25/2028 | 0.04% |
| KINDER MORGAN ENER PART 03.4500 02/15/2023 | 0.04% |
| PTT EXPLORATION & PROD-FOR SEDOL B1359J0 | 0.04% |
| TORONTO-DOMINION BANK USD 03.6250 09/15/2031 | 0.04% |
| US CONCRETE INC 06.3750 06/01/2024 | 0.04% |
| WPX ENERGY INC 08.2500 08/01/2023 | 0.04% |
| ASP AMC MERGER SUB P/P 144A 08.0000 05/15/2025 | 0.04% |
| BOC HONG KONG HOLDINGS LTD SEDOL 6536112 | 0.04% |
| CVS HEALTH CORP 04.7800 03/25/2038 | 0.04% |
| DAIWA HOUSE INDUSTRY CO LTD SEDOL 6251363 | 0.04% |
| EQUINIX INC 03.2000 11/18/2029 | 0.04% |
| GFL ENVIRONMENTA P/P 144A 08.5000 05/01/2027 | 0.04% |
| HCA INC 04.1250 06/15/2029 | 0.04% |
| OMV AG SEDOL 4651459 | 0.04% |
| SARTORIUS STEDIM BIOTECH SEDOL BYZ2QP5 | 0.04% |
| SERVICE CORP INTL 05.1250 06/01/2029 | 0.04% |
| SPRINGLEAF FINANCE CORP 06.8750 03/15/2025 | 0.04% |
| TREASURY BILL 00.0000 04/21/2020 | 0.04% |
| UNIVISION COMM P/P 144A 05.1250 02/15/2025 | 0.04% |
| VOLVO AB-B SHS SEDOL B1QH830 | 0.04% |
| AIG GLOBAL FUNDING P/P 144A 02.1500 07/02/2020 | 0.04% |
| CAS 2014-C02 1M2 04.2268 05/25/2024 | 0.04% |
| CLP HOLDINGS LTD SEDOL 6097017 | 0.04% |
| ERAC USA FINANCE LLC P/P 144A 04.5000 02/15/2045 | 0.04% |
| FUJITSU LTD SEDOL 6356945 | 0.04% |
| KRAFT HEINZ FOODS CO 05.0000 07/15/2035 | 0.04% |
| NABORS INDUSTRIES INC. 05.7500 02/01/2025 | 0.04% |
| REALTY INCOME CORP SEDOL 2724193 | 0.04% |
| SOLERA LLC / SOLERA P/P 144A 10.5000 03/01/2024 | 0.04% |
| TERRENO REALTY CORP SEDOL B3N4753 | 0.04% |
| TRANSCANADA TRUST USD 05.3000 03/15/2077 | 0.04% |
| UNITED MICROELECTRONICS CORP SEDOL 6916628 | 0.04% |
| APERGY CORP 06.3750 05/01/2026 | 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% |
| DIAMONDBACK ENERGY INC 05.3750 05/31/2025 | 0.04% |
| DUKE ENERGY CORP 03.1500 08/15/2027 | 0.04% |
| ENBRIDGE INC USD 04.2500 12/01/2026 | 0.04% |
| ENTERCOM MEDIA CORP P/P 144A 06.5000 05/01/2027 | 0.04% |
| HANESBRANDS INC P/P 144A 04.6250 05/15/2024 | 0.04% |
| ICAHN ENTER/FIN 06.7500 02/01/2024 | 0.04% |
| JPMORGAN CHASE & CO 04.6000 01/23/2050 | 0.04% |
| L3HARRIS TECH INC P/P 144A 03.8500 12/15/2026 | 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% |
| NRG ENERGY INC P/P 144A 05.2500 06/15/2029 | 0.04% |
| OIL & NATURAL GAS CORP LTD SEDOL 6139362 | 0.04% |
| QORVO INC 05.5000 07/15/2026 | 0.04% |
| QUALICORP CONS E CORR SEG SA SEDOL B4LHBQ0 | 0.04% |
| SPECTRUM BRANDS INC 06.1250 12/15/2024 | 0.04% |
| SPST 2019-WL1 A 02.2768 08/25/2052 | 0.04% |
| STEEL DYNAMICS INC 05.5000 10/01/2024 | 0.04% |
| TALLGRASS NRG PRTNR P/P 144A 05.5000 01/15/2028 | 0.04% |
| VIACOMCBS INC 02.9000 01/15/2027 | 0.04% |
| WYNDHAM HOTELS & RE P/P 144A 05.3750 04/15/2026 | 0.04% |
| CHS/COMMUNITY P/P 144A 06.6250 02/15/2025 | 0.04% |
| CLUBCORP HLDG INC P/P 144A 08.5000 09/15/2025 | 0.04% |
| CPG MERGER SUB LLC P/P 144A 08.0000 10/01/2021 | 0.04% |
| HOWARD HUGHES CORP P/P 144A 05.3750 03/15/2025 | 0.04% |
| ISTAR INC 04.7500 10/01/2024 | 0.04% |
| JELD-WEN INC P/P 144A 04.6250 12/15/2025 | 0.04% |
| JOHNSON CONTROLS INTL PL 04.9500 07/02/2064 | 0.04% |
| PENSKE AUTO GRP INC 05.7500 10/01/2022 | 0.04% |
| SABRE GLBL INC P/P 144A 05.3750 04/15/2023 | 0.04% |
| WEEKLEY HOMES LLC 06.0000 02/01/2023 | 0.04% |
| CLEAR CHANNEL TLB L+350 05.5435 08/21/2026 | 0.04% |
| CROWN CORK & SEAL CO INC 07.3750 12/15/2026 | 0.04% |
| GNR 2017-H22 EI IO 02.7974 10/20/2067 | 0.04% |
| HUSKY III HLDG LTD P/P 144A 13.0000 02/15/2025 | 0.04% |
| MERCK & CO INC 03.7000 02/10/2045 | 0.04% |
| MSBAM 2012-C5 E P/P 144A 04.6769 08/15/2045 | 0.04% |
| SPRINT CORP 07.6250 03/01/2026 | 0.04% |
| WELLS FARGO & COMPANY 05.8750 12/29/2049 | 0.04% |
| AMC ENTERTAINMENT HLDGS 05.7500 06/15/2025 | 0.03% |
| CBRE SERVICES INC 05.2500 03/15/2025 | 0.03% |
| CHEVRON CORP 02.1000 05/16/2021 | 0.03% |
| CNO FINANCIAL GROUP INC 05.2500 05/30/2025 | 0.03% |
| EL PASO NATURAL GAS 08.3750 06/15/2032 | 0.03% |
| ELANCO ANIMAL HEALTH 05.6500 08/28/2028 | 0.03% |
| FREEDOM MTGE CORP P/P 144A 08.1250 11/15/2024 | 0.03% |
| INTL FLAVOR & FRAGRANCES 04.4500 09/26/2028 | 0.03% |
| NETFLIX INC. 06.3750 05/15/2029 | 0.03% |
| NUTRIEN LTD. USD 04.2000 04/01/2029 | 0.03% |
| SINGAPORE EXCHANGE LTD SEDOL 6303866 | 0.03% |
| STAPLES INC. P/P 144A 10.7500 04/15/2027 | 0.03% |
| WYNN RESORTS FIN LLC P/P 144A 05.1250 10/01/2029 | 0.03% |
| CBRE SERVICES INC 04.8750 03/01/2026 | 0.03% |
| DIAMOND SPORTS P/P 144A 05.3750 08/15/2026 | 0.03% |
| GLENCORE FUNDING LLC P/P 144A 04.6250 04/29/2024 | 0.03% |
| SPECTRA ENERGY PARTNERS 03.3750 10/15/2026 | 0.03% |
| TMS INTL HLDG CORP P/P 144A 07.2500 08/15/2025 | 0.03% |
| WEICHAI POWER CO LTD-H SEDOL 6743956 | 0.03% |
| WFRBS 2012-C10 XA IO P/P 144A 01.5368 12/15/2045 | 0.03% |
| BANK CENTRAL ASIA TBK PT SEDOL B01C1P6 | 0.03% |
| EQUINIX INC 05.3750 05/15/2027 | 0.03% |
| FOSUN INTERNATIONAL SEDOL B1Z7FX0 | 0.03% |
| HOCHTIEF AG SEDOL 5108664 | 0.03% |
| JAPAN AIRLINES CO LTD SEDOL B8BRV46 | 0.03% |
| NTT DOCOMO INC SEDOL 6129277 | 0.03% |
| OCCIDENTAL PETROLEUM COR 04.4000 04/15/2046 | 0.03% |
| SUMITOMO MITSUI TRUST HOLDIN SEDOL 6431897 | 0.03% |
| TRI POINTE GROUP / HOMES 05.8750 06/15/2024 | 0.03% |
| VERIZON COMMUNICATIONS 05.2500 03/16/2037 | 0.03% |
| VISTRA ENERGY CORP P/P 144A 08.1250 01/30/2026 | 0.03% |
| ASCENT RESOURCES/AEU P/P 144A 10.0000 04/01/2022 | 0.03% |
| BB SEGURIDADE PARTICIPACOES SEDOL B9N3SQ0 | 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% |
| EOG RESOURCES INC 02.6250 03/15/2023 | 0.03% |
| FUBON FINANCIAL HOLDING CO SEDOL 6411673 | 0.03% |
| GFL ENVIRON INC P/P 144A 05.1250 12/15/2026 | 0.03% |
| GLOBALWAFERS CO LTD SEDOL BS7JP33 | 0.03% |
| GOEASY LTD P/P 144A 05.3750 12/01/2024 | 0.03% |
| IPALCO ENTPRS IN 03.7000 09/01/2024 | 0.03% |
| IRON MOUNTAIN INC P/P 144A 05.2500 03/15/2028 | 0.03% |
| JELD-WEN INC P/P 144A 04.8750 12/15/2027 | 0.03% |
| LUNDIN PETROLEUM AB SEDOL 7187627 | 0.03% |
| MOLINA HEALTHCARE IN 05.3750 11/15/2022 | 0.03% |
| NEWELL BRANDS INC 04.2000 04/01/2026 | 0.03% |
| OBAYASHI CORP SEDOL 6656407 | 0.03% |
| PENN NATIONAL GAMING P/P 144A 05.6250 01/15/2027 | 0.03% |
| REGIONS FINANCIAL CORP 02.7500 08/14/2022 | 0.03% |
| ROBERTSHAW US HOLDING L+325 04.8750 02/28/2025 | 0.03% |
| SHIRE ACQ INV IE 03.2000 09/23/2026 | 0.03% |
| WFRBS 2012-C6 D P/P 144A 05.5786 04/15/2045 | 0.03% |
| WILLIS TOWERS WATSON PLC USD 05.7500 03/15/2021 | 0.03% |
| WOLVERINE WORLD WIDE P/P 144A 05.0000 09/01/2026 | 0.03% |
| 1011778 BC / NEW RED P/P 144A 03.8750 01/15/2028 | 0.03% |
| AMSTED INDUSTRIES P/P 144A 04.6250 05/15/2030 | 0.03% |
| APPLE INC 04.3750 05/13/2045 | 0.03% |
| BERKELEY GROUP HOLDINGS/THE SEDOL B02L3W3 | 0.03% |
| BOMBARDIER INC P/P 144A 07.8750 04/15/2027 | 0.03% |
| DUKE ENERGY OHIO INC 03.6500 02/01/2029 | 0.03% |
| ENERGY TRANSFER OPERATNG 03.7500 05/15/2030 | 0.03% |
| FHMS K087 X1 IO 00.3626 12/25/2028 | 0.03% |
| HYPERA SA SEDOL B2QY968 | 0.03% |
| IHS MARKIT LTD USD 04.7500 08/01/2028 | 0.03% |
| LOUISIANA-PACIFIC CORPORATION 04.8750 09/15/2024 | 0.03% |
| MSBAM 2014-C14 C 04.9341 02/15/2047 | 0.03% |
| NITTO DENKO CORP SEDOL 6641801 | 0.03% |
| PETROLEOS MEXICANOS USD 06.5000 03/13/2027 | 0.03% |
| PETSMART INC P/P 144A 05.8750 06/01/2025 | 0.03% |
| ROYAL BANK OF CANADA USD 04.6500 01/27/2026 | 0.03% |
| SERVICE CORP INTL 05.3750 05/15/2024 | 0.03% |
| SINCLAIR TELE P/P 144A 05.5000 03/01/2030 | 0.03% |
| SPRINT CORP P/P 144A 07.2500 02/01/2028 | 0.03% |
| TELEFONICA BRASIL S.A.-PREF SEDOL B3ZCNF7 | 0.03% |
| VIPER ENERGY P/P 144A 05.3750 11/01/2027 | 0.03% |
| WESTROCK MWV LLC 08.2000 01/15/2030 | 0.03% |
| WIPRO LTD SEDOL 6206051 | 0.03% |
| ZOETIS INC 03.9000 08/20/2028 | 0.03% |
| AMAZON.COM INC. 02.5000 11/29/2022 | 0.03% |
| BANK OF JIANGSU CO LTD- A 144A/REGS WARRANT 08/07/2020 | 0.03% |
| CALPINE CORP P/P 144A 05.2500 06/01/2026 | 0.03% |
| CHINA RESOURCES SANJIU MED 144A/REGS WARRANT 02/18/2021 | 0.03% |
| CROWN CASTLE INTL CORP 03.6500 09/01/2027 | 0.03% |
| GENTING SINGAPORE LTD SEDOL BDRTVP2 | 0.03% |
| GNR 2015-H26 DI IO 01.9852 10/20/2065 | 0.03% |
| GNR 2017-162 QI IO 05.0000 10/11/2047 | 0.03% |
| MATTAMY GROUP CORP P/P 144A 04.6250 03/01/2030 | 0.03% |
| MWST 2018-W1 A 02.4768 11/25/2051 | 0.03% |
| ORACLE CORP 04.0000 11/15/2047 | 0.03% |
| PRIME SECURITY SVCS P/P 144A 06.2500 01/15/2028 | 0.03% |
| RESIDEO FUNDING INC P/P 144A 06.1250 11/01/2026 | 0.03% |
| SIX FLAGS ENT P/P 144A 04.8750 07/31/2024 | 0.03% |
| VIPSHOP HOLDINGS LTD - ADR SEDOL B3N0H17 | 0.03% |
| VISTRA OPERATION P/P 144A 04.3000 07/15/2029 | 0.03% |
| CHARTER COMM OPT LLC 04.9080 07/23/2025 | 0.03% |
| CISCO SYSTEMS INC 02.5000 09/20/2026 | 0.03% |
| ENEL AMERICAS SA-ADR SEDOL 2314947 | 0.03% |
| HUNTINGTON BANCSHARES 04.3500 02/04/2023 | 0.03% |
| KRATON POLYMERS LLC/ P/P 144A 07.0000 04/15/2025 | 0.03% |
| PFIZER INC 03.0000 12/15/2026 | 0.03% |
| ROBERTSHAW TL 2L L+800 09.6250 02/28/2026 | 0.03% |
| SK HYNIX INC SEDOL 6450267 | 0.03% |
| VENTAS INC SEDOL 2927925 | 0.03% |
| WILMAR INTERNATIONAL LTD SEDOL B17KC69 | 0.03% |
| ANHEUSER-BUSCH INBEV WOR 04.7500 01/23/2029 | 0.03% |
| CHENIERE CORP CHRIST 05.8750 03/31/2025 | 0.03% |
| CLEAR CHANNEL WORLD P/P 144A 09.2500 02/15/2024 | 0.03% |
| CNO FINANCIAL GROUP INC 05.2500 05/30/2029 | 0.03% |
| ELECTRICITY GEN PUB CO-FOR R SEDOL 6304643 | 0.03% |
| EQUINOR ASA SEDOL 7133608 | 0.03% |
| GENERAL DYNAMICS CORP SEDOL 2365161 | 0.03% |
| RITE AID CORP P/P 144A 07.5000 07/01/2025 | 0.03% |
| SAMSUNG SDS CO LTD SEDOL BRS2KY0 | 0.03% |
| TESCO PLC SEDOL 0884709 | 0.03% |
| ZHONGSHENG GROUP HOLDINGS SEDOL B633D97 | 0.03% |
| ANHEUSER-BUSCH INBEV WOR 05.5500 01/23/2049 | 0.03% |
| BAUSCH HLTH COS INC P/P 144A 07.2500 05/30/2029 | 0.03% |
| BT GROUP PLC SEDOL 3091357 | 0.03% |
| CAPITEC BANK HOLDINGS LTD SEDOL 6440859 | 0.03% |
| CAS 2014-C04 1M2 06.5268 11/25/2024 | 0.03% |
| ECOPETROL SA-SPONSORED ADR SEDOL B3D6J19 | 0.03% |
| FHR 3829 AS IO 05.2915 03/15/2041 | 0.03% |
| FOX CORP P/P 144A 04.0300 01/25/2024 | 0.03% |
| GNR 2016-123 LI IO 03.5000 03/20/2044 | 0.03% |
| RADIANT OPTO-ELECTRONICS COR SEDOL 6520278 | 0.03% |
| REGENCY ENERGY P 04.5000 11/01/2023 | 0.03% |
| S&P GLOBAL INC 04.4000 02/15/2026 | 0.03% |
| SABINE PASS LIQUEF 05.0000 03/15/2027 | 0.03% |
| SUNDRUG CO LTD SEDOL 6817895 | 0.03% |
| VISTRA OPERATION P/P 144A 03.5500 07/15/2024 | 0.03% |
| CAPGEMINI SE SEDOL 4163437 | 0.02% |
| CENTENE ESCROW I CO P/P 144A 05.3750 06/01/2026 | 0.02% |
| CGCMT 2012-GC8 XA IO P/P 144A 01.7685 09/10/2045 | 0.02% |
| CHS/COMMUNITY HEALTH P/P 144A 08.0000 03/15/2026 | 0.02% |
| CREDIT ACCEPTANC P/P 144A 06.6250 03/15/2026 | 0.02% |
| CROWN AMER/CAP 04.7500 02/01/2026 | 0.02% |
| CWALT 2007-OH1 A1D 01.8368 04/25/2047 | 0.02% |
| DUN & BRADSTREET COR P/P 144A 06.8750 08/15/2026 | 0.02% |
| GARTNER INC P/P 144A 05.1250 04/01/2025 | 0.02% |
| GLADSTONE COMMERCIAL CORP SEDOL 2918479 | 0.02% |
| L BRANDS INC 07.5000 06/15/2029 | 0.02% |
| L3HARRIS TECH INC P/P 144A 04.4000 06/15/2028 | 0.02% |
| LITE-ON TECHNOLOGY CORP SEDOL 6519481 | 0.02% |
| SERVICE CORPORATION INTL 04.6250 12/15/2027 | 0.02% |
| SINOTRUK HONG KONG LTD SEDOL B296ZH4 | 0.02% |
| TENET HEALTHCARE P/P 144A 06.2500 02/01/2027 | 0.02% |
| TRANSOCEAN PONTUS LT P/P 144A 06.1250 08/01/2025 | 0.02% |
| YUM! BRANDS INC P/P 144A 04.7500 01/15/2030 | 0.02% |
| AES CORP/THE 04.5000 03/15/2023 | 0.02% |
| AG ISSUER LLC P/P 144A 06.2500 03/01/2028 | 0.02% |
| APTARGROUP INC SEDOL 2045247 | 0.02% |
| AT&T INC 02.9500 07/15/2026 | 0.02% |
| BOMBARDIER INC P/P 144A 07.5000 12/01/2024 | 0.02% |
| BOYD GAMING CORPORATION 06.0000 08/15/2026 | 0.02% |
| CENTENE CORP P/P 144A 05.2500 04/01/2025 | 0.02% |
| CHINA RESOURCES CEMENT SEDOL B41XC98 | 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% |
| HLA CORP LTD 144A/REGS WARRANT | 0.02% |
| HOLOGIC INC P/P 144A 04.3750 10/15/2025 | 0.02% |
| HOME PRODUCT CENTER PCL-FOR SEDOL 6418533 | 0.02% |
| ICAHN ENTER/FIN 06.2500 05/15/2026 | 0.02% |
| KFC HLD/PIZZA HUT/TA P/P 144A 04.7500 06/01/2027 | 0.02% |
| KOREA ZINC CO LTD SEDOL 6495428 | 0.02% |
| LIVE NATION ENTERTAI P/P 144A 05.6250 03/15/2026 | 0.02% |
| MOLINA HEALTHCARE IN P/P 144A 04.8750 06/15/2025 | 0.02% |
| NUTRIEN LTD USD 04.1250 03/15/2035 | 0.02% |
| SOULBRAIN CO LTD SEDOL B0105T2 | 0.02% |
| SPRINGLEAF FINANCE CORP 05.3750 11/15/2029 | 0.02% |
| SUZUKEN CO LTD SEDOL 6865560 | 0.02% |
| TENET HEALTHCARE 04.6250 07/15/2024 | 0.02% |
| TOKYO ELECTRON LTD SEDOL 6895675 | 0.02% |
| TRANSOCEAN POSEIDON P/P 144A 06.8750 02/01/2027 | 0.02% |
| TRUIST FIN CORP 04.8000 12/31/2099 | 0.02% |
| VISTRA OPERATIONS CO P/P 144A 05.5000 09/01/2026 | 0.02% |
| VISTRA OPERATIONS CO P/P 144A 05.6250 02/15/2027 | 0.02% |
| WAMU 2005-AR10 1A3 04.1293 09/25/2035 | 0.02% |
| WESTROCK MWV LLC 07.9500 02/15/2031 | 0.02% |
| ALFRESA HOLDINGS CORP SEDOL 6687214 | 0.02% |
| BEACON ROOFING SUPP P/P 144A 04.8750 11/01/2025 | 0.02% |
| BWAY CORP TLB L+325 05.0840 04/03/2024 | 0.02% |
| DISH NETWORK CV 03.3750 08/15/2026 | 0.02% |
| ENERGY TRANSFER OPERATNG 05.2000 02/01/2022 | 0.02% |
| GSAA 2007-6 1A1 01.7468 05/25/2047 | 0.02% |
| HESS MIDSTREAM P P/P 144A 05.1250 06/15/2028 | 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% |
| MSBAM 2014-C17 XA IO 01.1084 08/15/2047 | 0.02% |
| OTP BANK RT SEDOL 7320154 | 0.02% |
| PETROBRAS GLOBAL FINANCE USD 06.1250 01/17/2022 | 0.02% |
| PRESIDENT CHAIN STORE CORP SEDOL 6704986 | 0.02% |
| REVLON CONS TLB L+350 05.1132 09/07/2023 | 0.02% |
| SABRE CORP SEDOL BLLHH27 | 0.02% |
| SHIRE ACQ INV IRELAND DA USD 02.8750 09/23/2023 | 0.02% |
| SM ENERGY CO 05.0000 01/15/2024 | 0.02% |
| STATION CASINOS LLC P/P 144A 04.5000 02/15/2028 | 0.02% |
| SWISS LIFE HOLDING AG-REG SEDOL 7437805 | 0.02% |
| TISCO FINANCIAL-FOREIGN SEDOL B3KFW76 | 0.02% |
| TRANSOCEAN SENTR P/P 144A 05.3750 05/15/2023 | 0.02% |
| VERIZON COMMUNICATIONS 04.4000 11/01/2034 | 0.02% |
| WPX ENERGY INC 05.2500 10/15/2027 | 0.02% |
| YUANTA FINANCIAL HOLDING CO SEDOL 6424110 | 0.02% |
| CGCMT 2013-GC17 C 05.1100 11/10/2046 | 0.02% |
| COMM 2013-CR11 XA IO 00.9283 08/10/2050 | 0.02% |
| COMMSCOPE TECH LLC P/P 144A 06.0000 06/15/2025 | 0.02% |
| ENERGY TRANSFER OPERATNG 02.9000 05/15/2025 | 0.02% |
| FHMS K104 XAM 01.3839 02/25/2052 | 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% |
| MEG ENERGY CORP P/P 144A 07.1250 02/01/2027 | 0.02% |
| MERCER INTL INC USD 05.5000 01/15/2026 | 0.02% |
| MISC BHD SEDOL 6557997 | 0.02% |
| TRONOX FINANCE PLC P/P 144A 05.7500 10/01/2025 | 0.02% |
| ANHEUSER-BUSCH INBEV WOR 04.1500 01/23/2025 | 0.02% |
| APPLE INC 04.2500 02/09/2047 | 0.02% |
| CDX CDX.NA.IG.33 100.0 12/20/2024 | 0.02% |
| ISRAEL CHEMICALS LTD SEDOL 6455530 | 0.02% |
| JAPAN PRIME REALTY INVESTMEN SEDOL 6528175 | 0.02% |
| JO-ANN STORES 2NDL L+925 10.8789 05/21/2024 | 0.02% |
| KKR GROUP FIN CO III P/P 144A 05.1250 06/01/2044 | 0.02% |
| MLMI 2005-A2 A2 03.7323 02/25/2035 | 0.02% |
| MMC NORILSK NICKEL PJSC-ADR SEDOL BYSW6D0 | 0.02% |
| SHERWIN-WILLIAMS CO 03.4500 06/01/2027 | 0.02% |
| SINGAPORE TECH ENGINEERING SEDOL 6043214 | 0.02% |
| TRANSOCEAN INC 07.5000 04/15/2031 | 0.02% |
| BANK OF AMERICA CORP 06.5000 10/29/2049 | 0.02% |
| CIA SANEAMENTO BASICO DE SP SEDOL B1YCHL8 | 0.02% |
| CITIGROUP INC 03.8870 01/10/2028 | 0.02% |
| GOLDMAN SACHS GROUP INC 04.2230 05/01/2029 | 0.02% |
| IHEARTCOMMUNICATIONS INC 06.3750 05/01/2026 | 0.02% |
| INDIGO NATURAL P/P 144A 06.8750 02/15/2026 | 0.02% |
| LOGAN PROPERTY HOLDINGS CO L SEDOL BH6X937 | 0.02% |
| S&P GLOBAL INC 02.9500 01/22/2027 | 0.02% |
| SHINHAN FINANCIAL GROUP LTD SEDOL 6397502 | 0.02% |
| SM ENERGY CO 06.1250 11/15/2022 | 0.02% |
| SPRINGLEAF FINANCE CORP 07.1250 03/15/2026 | 0.02% |
| STACR 2020-HQA1 M2 03.7350 01/25/2050 | 0.02% |
| TRANSOCEAN INC P/P 144A 08.0000 02/01/2027 | 0.02% |
| UNITED AIRLINES HOLDINGS INC SEDOL B4QG225 | 0.02% |
| WANT WANT CHINA HOLDINGS LTD SEDOL B2Q14Z3 | 0.02% |
| WFRBS 2011-C5 XA IO P/P 144A 01.6869 11/15/2044 | 0.02% |
| ZURICH INSURANCE GROUP AG SEDOL 5983816 | 0.02% |
| AMERICAN TOWER CORP 03.1250 01/15/2027 | 0.02% |
| AMSTED INDUSTRIES P/P 144A 05.6250 07/01/2027 | 0.02% |
| CENTENE CORP P/P 144A 05.3750 08/15/2026 | 0.02% |
| CLEAN HARBORS INC P/P 144A 04.8750 07/15/2027 | 0.02% |
| ENERGIZER HLDG INC P/P 144A 06.3750 07/15/2026 | 0.02% |
| JOSEPH T RYERSON & S P/P 144A 11.0000 05/15/2022 | 0.02% |
| KUMBA IRON ORE LTD SEDOL B1G4262 | 0.02% |
| LENNAR CORP 05.8750 11/15/2024 | 0.02% |
| NINE ENERGY SERVICE P/P 144A 08.7500 11/01/2023 | 0.02% |
| NRG ENERGY INC 05.7500 01/15/2028 | 0.02% |
| POMEGRANATE MERGER S P/P 144A 09.7500 05/01/2023 | 0.02% |
| SERVICE PROPERTIES TRUST 04.3750 02/15/2030 | 0.02% |
| TARGA RESOURCES PART 06.5000 07/15/2027 | 0.02% |
| VERTIV GROUP CORP P/P 144A 09.2500 10/15/2024 | 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% |
| AMUNDI SA SEDOL BYZR014 | 0.02% |
| ANHEUSER-BUSCH CO/IN 03.6500 02/01/2026 | 0.02% |
| APPLE INC 02.0000 05/06/2020 | 0.02% |
| BUILDERS FIRSTSOURCE P/P 144A 06.7500 06/01/2027 | 0.02% |
| CAS 2019-R02 1M2 03.9268 08/25/2031 | 0.02% |
| CENTENE CORP 04.7500 05/15/2022 | 0.02% |
| CLEAR CHANNEL WORLDW P/P 144A 05.1250 08/15/2027 | 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% |
| CREDIT ACCEPTANC 07.3750 03/15/2023 | 0.02% |
| CROWN CASTLE INTL CORP 03.8000 02/15/2028 | 0.02% |
| ELDORADO RESORTS INC 07.0000 08/01/2023 | 0.02% |
| FIFTH THIRD BANCORP 05.1000 12/29/2049 | 0.02% |
| FRONTIER COMM P/P 144A 08.5000 04/01/2026 | 0.02% |
| ICAHN ENTER P/P 144A 04.7500 09/15/2024 | 0.02% |
| ICAHN ENTER/FIN P/P 144A 05.2500 05/15/2027 | 0.02% |
| INFOR US INC 06.5000 05/15/2022 | 0.02% |
| INTERNATIONAL PAPER CO 03.0000 02/15/2027 | 0.02% |
| IOS.FN30.350.14 R USL1M P 01/12/45 CS | 0.02% |
| KFC HLD/PIZZA HUT/TA P/P 144A 05.0000 06/01/2024 | 0.02% |
| L BRANDS INC 06.7500 07/01/2036 | 0.02% |
| MAUSER PACKAGING SOL P/P 144A 05.5000 04/15/2024 | 0.02% |
| MERCER INTL INC USD 06.5000 02/01/2024 | 0.02% |
| MGM GROWTH/MGM FINANCE 04.5000 01/15/2028 | 0.02% |
| MITSUBISHI UFJ LEASE & FINAN SEDOL 6268976 | 0.02% |
| NOBLE HLDG INTL LTD P/P 144A 07.8750 02/01/2026 | 0.02% |
| NOVELIS CORP P/P 144A 04.7500 01/30/2030 | 0.02% |
| QUDIAN INC-SPON ADR SEDOL BF8FK89 | 0.02% |
| SABINE PASS LIQUEFACTION 04.2000 03/15/2028 | 0.02% |
| SURGUTNEFTEGAS-PREFERENCE SEDOL 5005884 | 0.02% |
| TOWNSQUARE MEDIA INC P/P 144A 06.5000 04/01/2023 | 0.02% |
| VERTIV INT HOLD CORP P/P 144A 12.0000 02/15/2022 | 0.02% |
| VISTRA OPERATION P/P 144A 05.0000 07/31/2027 | 0.02% |
| WMG ACQUISITION CORP P/P 144A 05.0000 08/01/2023 | 0.02% |
| ANTERO RESOURCES 05.3750 11/01/2021 | 0.02% |
| CGCMT 2014-GC19 D P/P 144A 05.0918 03/10/2047 | 0.02% |
| DAELIM INDUSTRIAL CO LTD SEDOL 6249584 | 0.02% |
| FREEDOM MTGE CORP P/P 144A 08.2500 04/15/2025 | 0.02% |
| FRONT RANGE BIDCO INC L+300 04.6678 02/21/2027 | 0.02% |
| HCA INC 05.5000 06/15/2047 | 0.02% |
| PETRONAS CHEMICALS GROUP BHD SEDOL B5KQGT3 | 0.02% |
| POWSZECHNY ZAKLAD UBEZPIECZE SEDOL B63DG21 | 0.02% |
| SOHGO SECURITY SERVICES CO SEDOL 6546359 | 0.02% |
| SOLENIS 1STL L+400 05.6132 06/26/2025 | 0.02% |
| SOLENIS 2NDL L+850 10.8314 06/26/2026 | 0.02% |
| SOLENIS ADD-ON TL 1STL L+400 05.6550 06/26/2025 | 0.02% |
| STAPLES TL L+500 06.5153 04/12/2026 | 0.02% |
| TIM PARTICIPACOES SA SEDOL 2292560 | 0.02% |
| USD/JPY PUT 107.00 20200417 JPMCB | 0.02% |
| VIACOMCBS INC 04.6000 01/15/2045 | 0.02% |
| AT&T INC 04.3000 02/15/2030 | 0.02% |
| CALIFORNIA RESOURC TL L+475 06.3633 12/31/2022 | 0.02% |
| CELANESE US HOLDINGS LLC 03.5000 05/08/2024 | 0.02% |
| CLEAR CHANNEL OUTDOOR HOLDIN SEDOL BJHVCH9 | 0.02% |
| DASSAULT AVIATION SA SEDOL 4067164 | 0.02% |
| DEUTSCHE TELEKOM INT FIN USD 08.7500 06/15/2030 | 0.02% |
| EUR/USD 03/18/2020 HSBCB | 0.02% |
| GLOBAL MEDICAL REIT INC SEDOL BSNMBW7 | 0.02% |
| JO-ANN STORES TL L+500 06.6289 10/16/2023 | 0.02% |
| PINNACLE WEST CAPITAL SEDOL 2048804 | 0.02% |
| SAMSUNG ENGINEERING CO LTD SEDOL 6765239 | 0.02% |
| SERVICEMASTER GLOBAL HOLDING SEDOL BNG8BF0 | 0.02% |
| TAISHIN FINANCIAL HOLDING SEDOL 6451680 | 0.02% |
| TOYOTA MOTOR CORP SEDOL 6900643 | 0.02% |
| TRIPOD TECHNOLOGY CORP SEDOL 6305721 | 0.02% |
| USD/JPY PUT 107.00 20200413 UBS | 0.02% |
| WNS HOLDINGS LTD-ADR SEDOL B194GX4 | 0.02% |
| ALLERGAN FUNDING SCS USD 03.4500 03/15/2022 | 0.02% |
| AUD/USD 04/15/2020 UBS | 0.02% |
| BANK OF AMERICA CORP 03.4990 05/17/2022 | 0.02% |
| BROTHER INDUSTRIES LTD SEDOL 6146500 | 0.02% |
| CHEMOURS CO 05.3750 05/15/2027 | 0.02% |
| CHINA MINSHENG BANKING COR-H SEDOL B57JY24 | 0.02% |
| CHUBB LTD SEDOL B3BQMF6 | 0.02% |
| CLICKS GROUP LTD SEDOL 6105578 | 0.02% |
| DIAMOND 1 FIN/DIAMON P/P 144A 08.3500 07/15/2046 | 0.02% |
| FIDELITY NATIONAL INFORM 04.2500 05/15/2028 | 0.02% |
| GEELY AUTOMOBILE HOLDINGS LT SEDOL 6531827 | 0.02% |
| GENTING MALAYSIA BHD SEDOL B1VXKN7 | 0.02% |
| IMPALA PLATINUM HOLDINGS LTD SEDOL B1FFT76 | 0.02% |
| MSBAM 2013-C12 XA IO 00.6034 10/15/2046 | 0.02% |
| OASIS PETROLEUM INC P/P 144A 06.2500 05/01/2026 | 0.02% |
| PENSKE TRUCK LE P/P 144A 03.4000 11/15/2026 | 0.02% |
| REPUBLIC OF VENEZUELA REGS 08.2500 10/13/2024 | 0.02% |
| UNION PACIFIC CORP SEDOL 2914734 | 0.02% |
| ALLERGAN FUNDING SCS USD 03.8000 03/15/2025 | 0.01% |
| BRAMBLES LTD SEDOL B1FJ0C0 | 0.01% |
| DUKE ENERGY CORP 04.2000 06/15/2049 | 0.01% |
| ENBRIDGE INC USD 04.5000 06/10/2044 | 0.01% |
| GENERAL MOTORS FINL CO 04.3000 07/13/2025 | 0.01% |
| NOVOLIPETSK STEEL PJSC-GDR SEDOL B0RTNX3 | 0.01% |
| PARTY CITY HLDG INC P/P 144A 06.1250 08/15/2023 | 0.01% |
| PENSKE TRUCK LEASING P/P 144A 03.9000 02/01/2024 | 0.01% |
| THALES SA SEDOL 4162791 | 0.01% |
| WASTE MANAGEMENT INC. 04.7500 06/30/2020 | 0.01% |
| WESTPAC BANKING CORP USD 04.4210 07/24/2039 | 0.01% |
| AUD/USD 04/15/2020 SSBT | 0.01% |
| BANCO BTG PACTUAL SA-UNIT SEDOL BZBZVC7 | 0.01% |
| BAUSCH HLTH COS INC P/P 144A 07.0000 01/15/2028 | 0.01% |
| BOLIDEN AB SEDOL BJV12J7 | 0.01% |
| BRISTOL-MYERS P/P 144A 03.4000 07/26/2029 | 0.01% |
| CAD/USD 04/15/2020 SSBT | 0.01% |
| CHAILEASE HOLDING CO LTD SEDOL B58J1S8 | 0.01% |
| CLEAN HARBORS INC P/P 144A 05.1250 07/15/2029 | 0.01% |
| COLGATE-PALMOLIVE CO SEDOL 2209106 | 0.01% |
| COMSTOCK RE INC P/P 144A 07.5000 05/15/2025 | 0.01% |
| DH EUROPE FINANCE II USD 03.4000 11/15/2049 | 0.01% |
| ENTERPRISE MERG P/P 144A 08.7500 10/15/2026 | 0.01% |
| KEURIG DR PEPPER INC 04.0570 05/25/2023 | 0.01% |
| NATIONSTAR MTG P/P 144A 09.1250 07/15/2026 | 0.01% |
| NETFLIX INC P/P 144A 05.3750 11/15/2029 | 0.01% |
| NETFLIX INC. 05.8750 11/15/2028 | 0.01% |
| NTT DATA CORP SEDOL 6125639 | 0.01% |
| PETROLEOS DE VEN P/P 144A 06.0000 11/15/2026 | 0.01% |
| PETRONET LNG LTD SEDOL B00KT68 | 0.01% |
| QUEBECOR MEDIA INC USD 05.7500 01/15/2023 | 0.01% |
| SIRIUS XM RADIO INC. P/P 144A 05.5000 07/01/2029 | 0.01% |
| SPRINGLEAF FINANCE CORP 06.6250 01/15/2028 | 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% |
| 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% |
| BANCO SANTANDER MEXICO SA IN SEDOL BF1FXN2 | 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% |
| BERRY GLOBAL INC P/P 144A 05.6250 07/15/2027 | 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% |
| BUILDERS FIRSTSO P/P 144A 05.0000 03/01/2030 | 0.01% |
| CAS 2017-C01 1EB1 02.8768 07/25/2029 | 0.01% |
| CAS 2018-C01 1M2 03.8768 07/25/2030 | 0.01% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 CS | 0.01% |
| CNP ASSURANCES SEDOL 5543986 | 0.01% |
| COCA-COLA EUROPEAN PARTNERS SEDOL BYQQ3P5 | 0.01% |
| COMMSCOPE INC P/P 144A 05.5000 03/01/2024 | 0.01% |
| CREDIT ACCEPTANC P/P 144A 05.1250 12/31/2024 | 0.01% |
| DIAMONDBACK ENERGY INC 03.2500 12/01/2026 | 0.01% |
| FRAC TECH INTL TLB L+475 06.3534 04/16/2021 | 0.01% |
| FREEPORT-MCMORAN INC 05.4500 03/15/2043 | 0.01% |
| FRONT RANGE BIDC P/P 144A 06.1250 03/01/2028 | 0.01% |
| GFL ENVIRONMENTAL TLB L+268 05.2983 05/31/2025 | 0.01% |
| GO DADDY OPCO/FINCO P/P 144A 05.2500 12/01/2027 | 0.01% |
| GRUPO AEROPORTUARIO DEL CENT SEDOL B1KFX13 | 0.01% |
| HCA INC 03.5000 09/01/2030 | 0.01% |
| HOLLY PAR/FIN P/P 144A 05.0000 02/01/2028 | 0.01% |
| LEVEL 3 FINANCING INC 05.6250 02/01/2023 | 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% |
| MASONITE INTL C P/P 144A 05.3750 02/01/2028 | 0.01% |
| MICROSOFT CORP 02.4000 02/06/2022 | 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% |
| ORTHO-CLINICAL P/P 144A 07.2500 02/01/2028 | 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% |
| 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% |
| RHB BANK BHD SEDOL 6244675 | 0.01% |
| SCIENTIFIC GAMES P/P 144A 07.0000 05/15/2028 | 0.01% |
| SPECTRUM BRANDS INC P/P 144A 05.0000 10/01/2029 | 0.01% |
| STACR 2019-DNA1 M2 04.2768 01/25/2049 | 0.01% |
| STACR 2019-HQA1 M2 03.9768 02/25/2049 | 0.01% |
| T-MOBILE USA INC 06.3750 03/01/2025 | 0.01% |
| TEKFEN HOLDING AS SEDOL B29D241 | 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% |
| AIR MEDICAL MERGER S P/P 144A 06.3750 05/15/2023 | 0.01% |
| ALEXANDRIA REAL ESTATE EQUIT SEDOL 2009210 | 0.01% |
| BANK TABUNGAN PENSIUNAN NASI SEDOL BFNBJ41 | 0.01% |
| BBVA ARGENTINA SA-ADR SEDOL BKT4TC7 | 0.01% |
| BUCKEYE PARTNERS LP 05.8500 11/15/2043 | 0.01% |
| CAS 2015-C02 1M2 05.6268 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% |
| FORD OTOMOTIV SEDOL B03MSR5 | 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% |
| RACKSPACE HOSTING INC L+300 04.7632 11/03/2023 | 0.01% |
| SEAZEN HOLDINGS CO 144A/REGS WARRANT 04/17/2020 | 0.01% |
| TRONOX INC P/P 144A 06.5000 04/15/2026 | 0.01% |
| WPX ENERGY INC 04.5000 01/15/2030 | 0.01% |
| ALIMEN COUCHE P/P 144A 02.9500 01/25/2030 | 0.01% |
| AMC ENT HOLDIN 05.8750 11/15/2026 | 0.01% |
| BERKSHIRE HATHAWAY FIN 04.2500 01/15/2021 | 0.01% |
| COM7 PCL-F SEDOL BZ2YN49 | 0.01% |
| FIDELITY NATIONAL INFORM 03.0000 08/15/2026 | 0.01% |
| GENTING BHD SEDOL B1VXJL8 | 0.01% |
| NOMURA REAL ESTATE HOLDINGS SEDOL B1CWJM5 | 0.01% |
| NUTRIEN LTD USD 05.2500 01/15/2045 | 0.01% |
| OASIS PETROLEUM INC 06.8750 03/15/2022 | 0.01% |
| SEVERSTAL PJSC SEDOL B0561N2 | 0.01% |
| THE BANK OF NOVA SCOTIA USD 02.7000 03/07/2022 | 0.01% |
| ANTERO RESOURCES FIN 05.1250 12/01/2022 | 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% |
| BMW US CAPITAL LLC P/P 144A 03.4000 08/13/2021 | 0.01% |
| CISCO SYSTEMS INC 05.9000 02/15/2039 | 0.01% |
| COLONY CAPITAL INC SEDOL BG5QFV0 | 0.01% |
| ENERGY TRANSFER OPERATNG 06.1250 12/15/2045 | 0.01% |
| HM SAMPOERNA TBK PT SEDOL 6404242 | 0.01% |
| INDOFOOD SUKSES MAKMUR TBK P SEDOL 6283979 | 0.01% |
| PORSCHE AUTOMOBIL HLDG-PRF SEDOL 7101069 | 0.01% |
| REPUBLIC OF VENEZUELA REGS 09.0000 05/07/2023 | 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% |
| SUN ART RETAIL GROUP LTD SEDOL B3MPN59 | 0.01% |
| VMWARE INC 03.9000 08/21/2027 | 0.01% |
| EUR/USD 03/18/2020 BANKAM | 0.01% |
| HEALTHPEAK PROPERTIES INC SEDOL BJBLRK3 | 0.01% |
| IOS.FN30.350.12 R USL1M P 01/12/43 BC | 0.01% |
| JPMORGAN CHASE & CO 06.1000 02/01/2049 | 0.01% |
| KLEPIERRE SEDOL 7582556 | 0.01% |
| VIACOMCBS INC 04.0000 01/15/2026 | 0.01% |
| CHAROEN POKPHAND FOOD-FORGN SEDOL B5L2DG6 | 0.01% |
| EOG RESOURCES INC 04.1500 01/15/2026 | 0.01% |
| FENG TAY ENTERPRISE CO LTD SEDOL 6336055 | 0.01% |
| FERGUSON PLC SEDOL BJVNSS4 | 0.01% |
| GUANGZHOU BAIYUNSHAN PHARM-H SEDOL 6084387 | 0.01% |
| KT CORP SEDOL 6505316 | 0.01% |
| NZD/USD 04/15/2020 JPMCB | 0.01% |
| POU CHEN SEDOL 6696157 | 0.01% |
| PULTEGROUP INC 05.5000 03/01/2026 | 0.01% |
| SEK/USD 03/18/2020 SSBT | 0.01% |
| SEKISUI HOUSE LTD SEDOL 6793906 | 0.01% |
| SGD/USD 05/20/2020 JPMCB | 0.01% |
| SIME DARBY BERHAD SEDOL B29TTR1 | 0.01% |
| UNITED TECHNOLOGIES CORP 04.1250 11/16/2028 | 0.01% |
| YDUQS PART SEDOL BJGV3C2 | 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% |
| BGC PARTNERS INC 05.1250 05/27/2021 | 0.01% |
| BROOKFIELD RESID P/P 144A 04.8750 02/15/2030 | 0.01% |
| BUCKEYE PARTNERS LP 03.9500 12/01/2026 | 0.01% |
| BUCKEYE PARTNERS LP P/P 144A 04.1250 03/01/2025 | 0.01% |
| CHATHAM LODGING TRUST SEDOL B5LYMC1 | 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% |
| 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% |
| FEDERAL GRID CO UNIFIED ENER SEDOL B39RR67 | 0.01% |
| FRONT RANGE BIDC P/P 144A 04.0000 03/01/2027 | 0.01% |
| GARDA WORLD SECURITY P/P 144A 04.6250 02/15/2027 | 0.01% |
| GENERAL MOTORS FINL CO 04.0000 01/15/2025 | 0.01% |
| GLOBAL PAYMENTS INC 04.0000 06/01/2023 | 0.01% |
| INSTALLED BUILDI P/P 144A 05.7500 02/01/2028 | 0.01% |
| LIVE NATION ENT P/P 144A 04.7500 10/15/2027 | 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% |
| OASIS PETROLEUM INC CV 02.6250 09/15/2023 | 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% |
| PRESTIGE BRANDS INC P/P 144A 05.1250 01/15/2028 | 0.01% |
| PROLOGIS LP 02.2500 04/15/2030 | 0.01% |
| TARGA RES PRTNRS P/P 144A 05.5000 03/01/2030 | 0.01% |
| THE SHERWIN-WILLIAMS COMPANY 02.7500 06/01/2022 | 0.01% |
| TITAN ACQ LTD P/P 144A 07.7500 04/15/2026 | 0.01% |
| TRANSDIGM INC 06.5000 05/15/2025 | 0.01% |
| BANK OF CHINA LTD-H SEDOL B154564 | 0.00% |
| GBP/USD 03/18/2020 SSBT | 0.00% |
| HSBC HOLDINGS PLC SEDOL 0540528 | 0.00% |
| KOREA INVESTMENT HOLDINGS CO SEDOL 6654586 | 0.00% |
| NZD/USD 04/15/2020 CITI | 0.00% |
| NZD/USD 04/15/2020 GSFX | 0.00% |
| QUALITAS CONTROLADORA SAB CV SEDOL BYMXF65 | 0.00% |
| TECO ELECTRIC & MACHINERY SEDOL 6879851 | 0.00% |
| US BANCORP 02.6250 01/24/2022 | 0.00% |
| CIA CERVECERIAS UNI-SPON ADR SEDOL 2217596 | 0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 JP | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | 0.00% |
| COMMUNITY HEALTHCARE TRUST I SEDOL BXC87C3 | 0.00% |
| EUR/USD 03/18/2020 UBS | 0.00% |
| MALAYSIA AIRPORTS HLDGS BHD SEDOL 6188193 | 0.00% |
| NESTLE (MALAYSIA) BERHAD SEDOL 6629335 | 0.00% |
| PLDT INC SEDOL BDGN274 | 0.00% |
| SEK/USD 03/18/2020 BANKAM | 0.00% |
| BMW US CAPITAL LLC P/P 144A 03.9500 08/14/2028 | 0.00% |
| CAD/USD 04/15/2020 TDBK | 0.00% |
| CALIFORNIA RESOURCES P/P 144A 08.0000 12/15/2022 | 0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS | 0.00% |
| MANILA ELECTRIC COMPANY SEDOL B247XZ6 | 0.00% |
| NINE POINT ENERGY CNV PRF | 0.00% |
| PETRONAS GAS BHD SEDOL 6703972 | 0.00% |
| USD/JPY PUT 101.00 20200413 UBS | 0.00% |
| USD/JPY PUT 101.00 20200417 JPMCB | 0.00% |
| WESTPORTS HOLDINGS BHD SEDOL BDFM1K8 | 0.00% |
| AIRASIA GROUP BHD SEDOL B03J9L7 | 0.00% |
| ALLY FINANCIAL INC 03.8750 05/21/2024 | 0.00% |
| ASTRO MALAYSIA SEDOL B7W5GK3 | 0.00% |
| AUD/USD 04/15/2020 BCAP-FX | 0.00% |
| AUD/USD 04/15/2020 HSBCB | 0.00% |
| CAD/USD 04/15/2020 BANKAM | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CS | 0.00% |
| GLENCORE PLC SEDOL B4T3BW6 | 0.00% |
| INCEPTION MRGR/RACK P/P 144A 08.6250 11/15/2024 | 0.00% |
| PROLOGIS LP 02.1250 04/15/2027 | 0.00% |
| ROYAL BANK OF CANADA USD 02.8000 04/29/2022 | 0.00% |
| ADVANZ PHARMA CORP LTD SEDOL BG0RYR7 | 0.00% |
| AUD/USD 04/15/2020 GSFX | 0.00% |
| CAD/USD 04/15/2020 RBSF | 0.00% |
| CHS/COMMUNITY HEALT P/P 144A 08.1250 06/30/2024 | 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.A.7 2047-01-17 200.0 01/17/2047 CS | 0.00% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CS | 0.00% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CS | 0.00% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CS | 0.00% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 ML | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 ML | 0.00% |
| CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 JP | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 ML | 0.00% |
| CNH/USD 05/20/2020 BANKAM | 0.00% |
| CNH/USD 05/20/2020 GSFX | 0.00% |
| DKK/USD 03/18/2020 CITI | 0.00% |
| EUR/USD PUT 1.086 20200331 HSBCB | 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% |
| NINE POINT ENERGY COM | 0.00% |
| SEK/USD 03/18/2020 BCAP-FX | 0.00% |
| SEK/USD 03/18/2020 GSFX | 0.00% |
| SEK/USD 03/18/2020 JPMCB | 0.00% |
| SEK/USD 03/18/2020 TDBK | 0.00% |
| SEK/USD 03/18/2020 UBS | 0.00% |
| CAD/USD 04/15/2020 HSBCB | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 JP | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 JP | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 ML | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 MS | 0.00% |
| CMB CMBX.NA.A.7 2047-01-17 200.0 01/17/2047 CG | 0.00% |
| CMB CMBX.NA.A.7 2047-01-17 200.0 01/17/2047 CS | 0.00% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CG | 0.00% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CG | 0.00% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 MS | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 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 MS | 0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS | 0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS | 0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 MS | 0.00% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 CG | 0.00% |
| CMB CMBX.NA.BB.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% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 ML | 0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 CG | 0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 CS | 0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 JP | 0.00% |
| ESC SEVENTYSEVENERG 06.5000 07/15/2022 | 0.00% |
| EUR/NOK PUT 9.60 20200406 GSFX | 0.00% |
| GBP/USD CALL 1.335 20200402 BCAP-FX | 0.00% |
| GBP/USD CALL 1.335 20200407 CITI | 0.00% |
| GBP/USD CALL 1.335 20200407 UBS | 0.00% |
| GLOW ENERGY PCL - FOREIGN SEDOL B074GX9 | 0.00% |
| HKD/USD 05/20/2020 BANKAM | 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% |
| NZD/USD 04/15/2020 BCAP-FX | 0.00% |
| SEK/USD 03/18/2020 HSBCB | 0.00% |
| SPY 20200228 C 336.00BANKAM | 0.00% |
| SPY 20200313 C 348.00BANKAM | 0.00% |
| TERVITA CORP SEDOL BD1DCC4 | 0.00% |
| TWD/USD 05/20/2020 BANKAM | 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 JP | -0.00% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 MS | -0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CS | -0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 JP | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| GBP/USD 03/18/2020 BCAP-FX | -0.00% |
| MXN/USD 04/15/2020 CITI | -0.00% |
| MXN/USD 04/15/2020 UBS | -0.00% |
| AUD/USD 04/15/2020 CSI-FX | -0.00% |
| AUD/USD 04/15/2020 RBSF | -0.00% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 JP | -0.00% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 MS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| JPY/USD 05/20/2020 SSBT | -0.00% |
| MXN/USD 04/15/2020 BANKAM | -0.00% |
| NZD/USD 04/15/2020 BANKAM | -0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CG | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| JPY/USD 05/20/2020 CITI | -0.00% |
| NOK/USD 03/18/2020 JPMCB | -0.00% |
| NZD/USD 04/15/2020 RBSF | -0.00% |
| 1.625 R ISWP FWD US0003M P 03/18/2025 | -0.00% |
| AUD/USD 04/15/2020 JPMCB | -0.00% |
| CAD/USD 04/15/2020 JPMCB | -0.00% |
| EUR/USD CALL 1.1122 20200331 HSBCB | -0.00% |
| GBP/USD 03/18/2020 JPMCB | -0.00% |
| JPY/USD 05/20/2020 RBSF | -0.00% |
| NOK/USD 03/18/2020 GSFX | -0.00% |
| NZD/USD 04/15/2020 WPAC | -0.00% |
| NOK/USD 03/18/2020 RBSF | -0.00% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 CG | -0.01% |
| JPY/USD 05/20/2020 BANKAM | -0.01% |
| NOK/USD 03/18/2020 SSBT | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP | -0.01% |
| JPY/USD 05/20/2020 HSBCB | -0.01% |
| CAD/USD 04/15/2020 WPAC | -0.01% |
| CHF/USD 03/18/2020 JPMCB | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% |
| CPURNSA R 1.765 P 10/01/29 | -0.01% |
| EUR/USD 03/18/2020 SSBT | -0.01% |
| JPY/USD 05/20/2020 WPAC | -0.01% |
| NZD/USD 04/15/2020 SSBT | -0.01% |
| NZD/USD 04/15/2020 UBS | -0.01% |
| USD/JPY PUT 104.00 20200413 UBS | -0.01% |
| USD/JPY PUT 104.00 20200417 JPMCB | -0.01% |
| JPY/USD 05/20/2020 GSFX | -0.02% |
| AUD/USD 04/15/2020 BANKAM | -0.02% |
| CPURNSA R 1.79 P 09/09/29 | -0.02% |
| CPURNSA R 1.858 P 04/07/26 | -0.02% |
| CPURNSA R 2.308 P 12/05/26 | -0.04% |
| CPURNSA R 1.92 P 08/07/25 | -0.05% |
| 1.60 R ISWP FWD US0003M P 03/18/2022 | -0.05% |
| CPURNSA R 1.875 P 07/08/29 | -0.06% |
| CPURNSA R 2.138 P 03/07/29 | -0.06% |
| EUR/USD 03/18/2020 JPMCB | -0.07% |
| CPURNSA R 2.099 P 02/07/29 | -0.08% |
| CPURNSA R 2.3075 P 04/06/28 | -0.12% |
| CPURNSA R 2.3875 P 07/09/28 | -0.17% |
| CPURNSA R 2.1438 P 11/07/27 | -0.20% |
| IOS.FN30.400.10 P USL1M R 01/12/41 JP | -0.22% |
| CDX CDX.NA.HY.33 500.0 12/20/2024 | -0.24% |
| CPURNSA R 2.76 P 01/09/23 | -0.46% |
| CDX CDX.EM.32 100.0 12/20/2024 | -0.50% |
| CPURNSA R 2.356 P 07/02/28 | -0.56% |
| RU10INTR P US0003M R 11/25/20 CI | -4.40% |
| S&P500 EMINI FUT MAR20 ESH0 | -7.20% |
| RU10INTR P US0003M R 06/20/23 BA | -14.35% |
| MLFCF15 R US0003M P 06/20/23 BA | 15.60% |
|---|---|
| JPN 10Y BOND(OSE) MAR20 JBH0 | 12.73% |
| CGPUTQL2 R US0003M P 11/25/20 CI | 5.24% |
| US 10YR NOTE (CBT)MAR20 TYH0 | 4.46% |
| EURO-BUND FUTURE MAR20 RXH0 | 4.16% |
| US 2YR NOTE (CBT) MAR20 TUH0 | 3.66% |
| LONG GILT FUTURE MAR20 G H0 | 3.62% |
| US 5YR NOTE (CBT) MAR20 FVH0 | 3.39% |
| EURO-BOBL FUTURE MAR20 OEH0 | 3.04% |
| EURO BUXL 30Y BND MAR20 UBH0 | 2.64% |
| FNMA FN30 TBA UMBS 04.0000 02/01/2050 | 2.36% |
| GNMA GII30 TBA 03.5000 02/01/2050 | 2.33% |
| EURO-SCHATZ FUT MAR20 DUH0 | 2.24% |
| S&P GSCI EXCESS RETURN INDEX 3X NOTE 3/1/2021 | 1.84% |
| US ULTRA BOND CBT MAR20 WNH0 | 1.53% |
| E-MINI RUSS 2000 MAR20 RTYH0 | 1.46% |
| TREASURY BILL 00.0000 05/21/2020 | 1.38% |
| TREASURY BILL 00.0000 06/11/2020 | 1.35% |
| S&P GSCI 3 MONTH FORWARD TR 3X NOTE 10/5/2020 | 1.33% |
| FNMA FN30 TBA UMBS 06.0000 02/01/2050 | 1.24% |
| FNMA FN15 TBA UMBS 03.0000 02/01/2035 | 1.16% |
| FNMA FN30 TBA UMBS 03.0000 02/01/2050 | 1.15% |
| FNMA FN30 FM1521 UMBS 04.0000 05/01/2049 | 1.07% |
| APPLE INC SEDOL 2046251 | 0.99% |
| US LONG BOND(CBT) MAR20 USH0 | 0.92% |
| ALPHABET INC-CL A SEDOL BYVY8G0 | 0.90% |
| JPMORGAN CHASE & CO SEDOL 2190385 | 0.87% |
| MICROSOFT CORP SEDOL 2588173 | 0.86% |
| S&P GSCI TOTAL RETURN CME 3X 144A NOTE 12/8/2020 | 0.78% |
| VERIZON COMMUNICATIONS INC SEDOL 2090571 | 0.73% |
| MEDTRONIC PLC SEDOL BTN1Y11 | 0.66% |
| LOCKHEED MARTIN CORP SEDOL 2522096 | 0.63% |
| FIDELITY NATIONAL INFO SERV SEDOL 2769796 | 0.61% |
| HONEYWELL INTERNATIONAL INC SEDOL 2020459 | 0.60% |
| 1.75 R ISWP FWD US0003M P 03/18/2030 | 0.58% |
| TEXAS INSTRUMENTS INC SEDOL 2885409 | 0.58% |
| MONDELEZ INTERNATIONAL INC-A SEDOL B8CKK03 | 0.57% |
| TJX COMPANIES INC SEDOL 2989301 | 0.57% |
| AUTOMATIC DATA PROCESSING SEDOL 2065308 | 0.56% |
| STARBUCKS CORP SEDOL 2842255 | 0.56% |
| INTUIT INC SEDOL 2459020 | 0.55% |
| KINDER MORGAN INC SEDOL B3NQ4P8 | 0.50% |
| US BANCORP SEDOL 2736035 | 0.50% |
| SYSCO CORP SEDOL 2868165 | 0.50% |
| ALLSTATE CORP SEDOL 2019952 | 0.49% |
| JOHNSON & JOHNSON SEDOL 2475833 | 0.49% |
| WALT DISNEY CO/THE SEDOL 2270726 | 0.48% |
| EXELON CORP SEDOL 2670519 | 0.47% |
| ANNALY CAPITAL MANAGEMENT IN SEDOL 2113456 | 0.46% |
| WASTE MANAGEMENT INC SEDOL 2937667 | 0.44% |
| INTERCONTINENTAL EXCHANGE IN SEDOL BFSSDS9 | 0.44% |
| DTE ENERGY COMPANY SEDOL 2280220 | 0.42% |
| LEIDOS HOLDINGS INC SEDOL BDV82B8 | 0.42% |
| AMAZON.COM INC SEDOL 2000019 | 0.41% |
| VICI PROPERTIES INC SEDOL BYWH073 | 0.40% |
| COGNIZANT TECH SOLUTIONS-A SEDOL 2257019 | 0.38% |
| OMNICOM GROUP SEDOL 2279303 | 0.38% |
| COMMONWEALTH BK AUST P/P 144A 02.2000 11/09/2020 | 0.37% |
| BAXTER INTERNATIONAL INC SEDOL 2085102 | 0.36% |
| S&P GSCI TOT RETURN INDX 3X NOTE 07/27/2020 | 0.36% |
| EXXON MOBIL CORP SEDOL 2326618 | 0.36% |
| CISCO SYSTEMS INC SEDOL 2198163 | 0.35% |
| HERSHEY CO/THE SEDOL 2422806 | 0.35% |
| TREASURY BILL 00.0000 03/12/2020 | 0.34% |
| ROSS STORES INC SEDOL 2746711 | 0.34% |
| AGNC INVESTMENT CORP SEDOL BYYHJL8 | 0.32% |
| PFIZER INC SEDOL 2684703 | 0.31% |
| MERCK & CO. INC. SEDOL 2778844 | 0.31% |
| SKANDINAVISKA ENSKIL P/P 144A 02.6250 11/17/2020 | 0.31% |
| CHARTER COMMUNICATIONS INC-A SEDOL BZ6VT82 | 0.30% |
| GARMIN LTD SEDOL B3Z5T14 | 0.30% |
| TAKE-TWO INTERACTIVE SOFTWRE SEDOL 2122117 | 0.30% |
| EQUITY RESIDENTIAL TR REIT | 0.30% |
| PROCTER & GAMBLE CO/THE SEDOL 2704407 | 0.30% |
| INGERSOLL-RAND PLC SEDOL B633030 | 0.29% |
| WESTERN UNION CO SEDOL B1F76F9 | 0.29% |
| DELTA AIR LINES INC SEDOL B1W9D46 | 0.29% |
| VORNADO REALTY TRUST SEDOL 2933632 | 0.29% |
| SAMSUNG ELECTRONICS CO LTD SEDOL 6771720 | 0.28% |
| NATIONAL AUSTRALIA BK/NY 02.5000 01/12/2021 | 0.28% |
| EBAY INC SEDOL 2293819 | 0.28% |
| SIEMENS FINANCIERING P/P 144A 02.2000 03/16/2020 | 0.28% |
| ROCHE HOLDING AG-GENUSSCHEIN SEDOL 7110388 | 0.28% |
| BANQUE FED CRED MUTU P/P 144A 02.2000 07/20/2020 | 0.28% |
| BANK OF AMERICA CORP 06.1100 01/29/2037 | 0.27% |
| HOLOGIC INC SEDOL 2433530 | 0.26% |
| AMERICAN ELECTRIC POWER SEDOL 2026242 | 0.26% |
| EQUINIX INC SEDOL BVLZX12 | 0.26% |
| LLOYDS BANKING GROUP PLC USD 07.5000 04/30/2049 | 0.25% |
| REPUBLIC OF INDONESIA REGS 04.7500 01/08/2026 | 0.25% |
| NOVARTIS AG-REG SEDOL 7103065 | 0.25% |
| SYNOPSYS INC SEDOL 2867719 | 0.25% |
| AUTOZONE INC SEDOL 2065955 | 0.25% |
| GAMING AND LEISURE PROPERTIE SEDOL BFPK4S5 | 0.25% |
| OCCIDENTAL PETROLEUM CORP SEDOL 2655408 | 0.25% |
| PEPSICO INC SEDOL 2681511 | 0.25% |
| COCA-COLA CO/THE SEDOL 2206657 | 0.24% |
| AMGEN INC SEDOL 2023607 | 0.24% |
| UBS GROUP AG P/P 144A 03.4910 05/23/2023 | 0.23% |
| IOS.FN30.400.10 R USL1M P 01/12/41 BC | 0.23% |
| ELI LILLY & CO SEDOL 2516152 | 0.23% |
| JUNIPER NETWORKS INC SEDOL 2431846 | 0.23% |
| UBS AG LONDON P/P 144A 02.2000 06/08/2020 | 0.23% |
| F5 NETWORKS INC SEDOL 2427599 | 0.22% |
| NEW RESIDENTIAL INVESTMENT SEDOL BRJ9GW0 | 0.22% |
| IHS MARKIT LTD P/P 144A 04.7500 02/15/2025 | 0.22% |
| CAMDEN PROPERTY TRUST SEDOL 2166320 | 0.22% |
| TELEDYNE TECHNOLOGIES INC SEDOL 2503477 | 0.22% |
| CCO HOLDINGS LLC P/P 144A 05.3750 06/01/2029 | 0.21% |
| ALLY FINANCIAL INC 08.0000 11/01/2031 | 0.21% |
| BRISTOL-MYERS SQUIBB CO SEDOL 2126335 | 0.20% |
| LOEWS CORP SEDOL 2523022 | 0.20% |
| QIAGEN N.V. SEDOL BYXS688 | 0.20% |
| NOVO NORDISK A/S-B SEDOL BHC8X90 | 0.19% |
| FACEBOOK INC-CLASS A SEDOL B7TL820 | 0.19% |
| CADENCE DESIGN SYS INC SEDOL 2302232 | 0.18% |
| SONY CORP SEDOL 6821506 | 0.18% |
| CAS 2015-C04 1M2 07.3609 04/25/2028 | 0.18% |
| SPY 20210115 P 290.00CITI | 0.18% |
| JPMORGAN CHASE & CO 03.9640 11/15/2048 | 0.18% |
| SPST 2018-8 A 02.3594 02/24/2020 | 0.18% |
| MAXIM INTEGRATED PRODUCTS SEDOL 2573760 | 0.18% |
| AVALONBAY COMMUNITIES INC SEDOL 2131179 | 0.18% |
| ALIBABA GROUP HOLDING-SP ADR SEDOL BP41ZD1 | 0.17% |
| ALLIANZ SE-REG SEDOL 5231485 | 0.17% |
| REPUBLIC SERVICES INC SEDOL 2262530 | 0.17% |
| DIAMOND 1 FIN/DIAM P/P 144A 06.0200 06/15/2026 | 0.17% |
| BERRY GLOBAL GROUP INC SEDOL B8BR3H3 | 0.17% |
| WESTPAC BANKING CORP USD 02.1500 03/06/2020 | 0.17% |
| LABORATORY CRP OF AMER HLDGS SEDOL 2586122 | 0.17% |
| LNSTR 2015-3 B P/P 144A 03.2956 04/20/2048 | 0.17% |
| STARWOOD PROPERTY TRUST INC SEDOL B3PQ520 | 0.17% |
| PROLOGIS INC SEDOL B44WZD7 | 0.17% |
| ENEL SPA SEDOL 7144569 | 0.16% |
| AES CORP/THE 05.5000 04/15/2025 | 0.16% |
| US FOODS HOLDING CORP SEDOL BYVFC94 | 0.16% |
| CWALT 2006-OA7 1A2 03.0853 06/25/2046 | 0.16% |
| UNILEVER NV SEDOL B1527V7 | 0.16% |
| TAIWAN SEMICONDUCTOR-SP ADR SEDOL 2113382 | 0.16% |
| ZOETIS INC SEDOL B95WG16 | 0.16% |
| GENPACT LTD SEDOL B23DBK6 | 0.16% |
| SIMON PROPERTY GROUP INC SEDOL 2812452 | 0.16% |
| EQUITY LIFESTYLE PROPERTIES SEDOL 2563125 | 0.15% |
| UNITED MEXICAN STATES USD 05.5500 01/21/2045 | 0.15% |
| CSMC 2016-NXSR C 04.5047 12/15/2049 | 0.15% |
| AMDOCS LTD SEDOL 2256908 | 0.15% |
| KDDI CORP SEDOL 6248990 | 0.15% |
| DUKE REALTY CORP SEDOL 2284084 | 0.15% |
| NESTLE SA-REG SEDOL 7123870 | 0.15% |
| BIOGEN INC SEDOL 2455965 | 0.15% |
| DOMINICAN REPUBLIC REGS 05.9500 01/25/2027 | 0.14% |
| TENCENT HOLDINGS LTD SEDOL BMMV2K8 | 0.14% |
| UNILEVER PLC SEDOL B10RZP7 | 0.14% |
| HEICO CORP SEDOL 2419217 | 0.14% |
| RIO TINTO PLC SEDOL 0718875 | 0.14% |
| BLACK KNIGHT INC SEDOL BDG75V1 | 0.14% |
| DXC TECHNOLOGY CO SEDOL BYXD7B3 | 0.14% |
| ECOLAB INC SEDOL 2304227 | 0.14% |
| EXXON MOBIL CORPORATION 02.2220 03/01/2021 | 0.14% |
| HOYA CORP SEDOL 6441506 | 0.14% |
| QUEST DIAGNOSTICS INC SEDOL 2702791 | 0.14% |
| LEGAL & GENERAL GROUP PLC SEDOL 0560399 | 0.14% |
| BNP PARIBAS SEDOL 7309681 | 0.14% |
| HILTON WORLDWIDE FIN LLC 04.8750 04/01/2027 | 0.14% |
| VERIZON COMM 04.3290 09/21/2028 | 0.14% |
| KERING SEDOL 5505072 | 0.14% |
| SIRIUS XM RADIO INC P/P 144A 05.0000 08/01/2027 | 0.14% |
| PUBLIC STORAGE SEDOL 2852533 | 0.14% |
| ROYAL DUTCH SHELL PLC-B SHS SEDOL B03MM40 | 0.14% |
| CIT GROUP INC. 05.2500 03/07/2025 | 0.13% |
| CSC HOLDINGS LLC 05.2500 06/01/2024 | 0.13% |
| ESSEX PROPERTY TRUST INC SEDOL 2316619 | 0.13% |
| SUMITOMO MITSUI FINANCIAL GR SEDOL 6563024 | 0.13% |
| TOTAL CAPITAL INTL SA USD 02.7500 06/19/2021 | 0.13% |
| JPMBB 2014-C22 C 04.7060 09/15/2047 | 0.13% |
| KONINKLIJKE PHILIPS NV SEDOL 5986622 | 0.13% |
| CABOT OIL & GAS CORP | 0.13% |
| WALT DISNEY COMPANY 07.7500 12/01/2045 | 0.13% |
| AMERICAN HOME 4 RENT SEDOL BCF5RR9 | 0.13% |
| FEDERATIVE REP OF BRAZIL USD 05.6250 01/07/2041 | 0.13% |
| PAYCHEX INC SEDOL 2674458 | 0.13% |
| WOOLWORTHS GROUP LTD SEDOL 6981239 | 0.13% |
| CHEVRON CORP | 0.13% |
| IVORY COAST REGS 05.2500 03/22/2030 | 0.13% |
| PETROLEOS MEXICANOS USD 06.5000 03/13/2027 | 0.13% |
| AXALTA COATING SYSTEMS LTD SEDOL BSFWCF5 | 0.13% |
| PING AN INSURANCE GROUP CO-H SEDOL B01FLR7 | 0.13% |
| CHEMED CORP SEDOL 2190084 | 0.13% |
| ERAC USA FINANCE LLC P/P 144A 07.0000 10/15/2037 | 0.13% |
| MICROSOFT CORP 03.7000 08/08/2046 | 0.13% |
| UNITED TECHNOLOGIES CORP 01.9000 05/04/2020 | 0.13% |
| ASTELLAS PHARMA INC SEDOL 6985383 | 0.13% |
| CRH PLC SEDOL 4182249 | 0.13% |
| INTERPUBLIC GROUP COS 04.6500 10/01/2028 | 0.13% |
| ITOCHU CORP SEDOL 6467803 | 0.13% |
| HITACHI LTD SEDOL 6429104 | 0.12% |
| LAMB WESTON HOLDINGS P/P 144A 04.8750 11/01/2026 | 0.12% |
| NINTENDO CO LTD SEDOL 6639550 | 0.12% |
| PARTNERS GROUP HOLDING AG SEDOL B119QG0 | 0.12% |
| SANDVIK AB SEDOL B1VQ252 | 0.12% |
| WOLTERS KLUWER SEDOL 5671519 | 0.12% |
| ASHTEAD GROUP PLC SEDOL 0053673 | 0.12% |
| GOLDMAN SACHS GROUP INC 02.6000 12/27/2020 | 0.12% |
| LEVEL 3 FIN INC P/P 144A 04.6250 09/15/2027 | 0.12% |
| CHIMERA INVESTMENT CORP SEDOL BVZCNC0 | 0.12% |
| CSC HOLDINGS LLC 06.7500 11/15/2021 | 0.12% |
| SHIONOGI & CO LTD SEDOL 6804682 | 0.12% |
| DEUTSCHE POST AG-REG SEDOL 4617859 | 0.12% |
| BANCO BILBAO VIZCAYA ARGENTA SEDOL 5501906 | 0.12% |
| SPY 20201218 P 275.00JPMCB | 0.12% |
| DEUTSCHE TELEKOM AG-REG SEDOL 5842359 | 0.12% |
| VIDEOTRON LTD / LTEE P/P 144A 05.1250 04/15/2027 | 0.12% |
| MSC 2012-C4 C P/P 144A 05.5999 03/15/2045 | 0.12% |
| DBUBS 2011-LC3A D P/P 144A 05.5121 08/10/2044 | 0.12% |
| SHIN-ETSU CHEMICAL CO LTD SEDOL 6804585 | 0.12% |
| ABBVIE INC SEDOL B92SR70 | 0.11% |
| ENERGY TRANSFER OPERATNG 06.6250 02/15/2028 | 0.11% |
| EXTRA SPACE STORAGE INC SEDOL B02HWR9 | 0.11% |
| JPMBB 2014-C22 XA IO 00.9876 09/15/2047 | 0.11% |
| AVIVA PLC SEDOL 0216238 | 0.11% |
| ALLISON TRANSMISSION HOLDING SEDOL B4PZ892 | 0.11% |
| ORIX CORP SEDOL 6661144 | 0.11% |
| RELIANCE STEEL & ALUMINUM SEDOL 2729068 | 0.11% |
| TEMPO ACQ LLC/FI P/P 144A 06.7500 06/01/2025 | 0.11% |
| UDR INC SEDOL 2727910 | 0.11% |
| ARISTOCRAT LEISURE LTD SEDOL 6253983 | 0.11% |
| INFOSYS LTD SEDOL 6205122 | 0.11% |
| CARLSBERG AS-B SEDOL 4169219 | 0.11% |
| CAS 2016-C02 1M2 07.6609 09/25/2028 | 0.11% |
| STANDARD IND INC P/P 144A 05.0000 02/15/2027 | 0.11% |
| HERMES INTERNATIONAL SEDOL 5253973 | 0.11% |
| KLA CORP SEDOL 2480138 | 0.11% |
| NEWMARKET CORP SEDOL B01CGF1 | 0.11% |
| COMPASS GROUP PLC SEDOL BD6K457 | 0.11% |
| PETROBRAS GLOBAL FINANCE USD 07.3750 01/17/2027 | 0.11% |
| ABBVIE INC P/P 144A 03.2000 11/21/2029 | 0.10% |
| GOLDMAN SACHS GROUP INC 03.8500 01/26/2027 | 0.10% |
| MORGAN STANLEY 03.6250 01/20/2027 | 0.10% |
| NAVISTAR INTL TLB L+350 05.1700 11/06/2024 | 0.10% |
| CK ASSET HOLDINGS LTD SEDOL BYZQ077 | 0.10% |
| FIRSTENERGY TRANSMIS P/P 144A 05.4500 07/15/2044 | 0.10% |
| TPAT 2018-SL1 A P/P 144A 02.3920 01/25/2046 | 0.10% |
| LIBERTY PROPERTY TRUST SEDOL 2513681 | 0.10% |
| NOVELIS CORP P/P 144A 05.8750 09/30/2026 | 0.10% |
| CHENIERE CORP CHRIST 05.1250 06/30/2027 | 0.10% |
| INDUSTRIA DE DISENO TEXTIL SEDOL BP9DL90 | 0.10% |
| MICHELIN (CGDE) SEDOL 4588364 | 0.10% |
| WESTERN DIGITAL CORPORATION 04.7500 02/15/2026 | 0.10% |
| AMERICAN FINANCIAL GROUP INC SEDOL 2134532 | 0.10% |
| HOST HOTELS & RESORTS INC SEDOL 2567503 | 0.10% |
| PETROBRAS GLOBAL FIN P/P 144A 05.0930 01/15/2030 | 0.10% |
| TELSTRA CORP LTD SEDOL 6087289 | 0.10% |
| VEREIT INC SEDOL BYVVTJ1 | 0.10% |
| BOSTON PROPERTIES INC SEDOL 2019479 | 0.10% |
| WH GROUP LTD SEDOL BLLHKZ1 | 0.10% |
| INTL FLAVOR & FRAGRANCES 03.4000 09/25/2020 | 0.10% |
| COVESTRO AG SEDOL BYTBWY9 | 0.10% |
| ANGLO AMER PLC SEDOL B1XZS82 | 0.10% |
| CISCO SYSTEMS INC 02.2000 02/28/2021 | 0.10% |
| DAIKIN INDUSTRIES LTD SEDOL 6250724 | 0.10% |
| MCDONALD'S CORP SEDOL 2550707 | 0.10% |
| PEUGEOT SA SEDOL 7103526 | 0.10% |
| SPRINT CORP 07.2500 09/15/2021 | 0.10% |
| ESSITY AKTIEBOLAG-B SEDOL BF1K7P7 | 0.09% |
| NATIONAL RETAIL PROPERTIES SEDOL 2211811 | 0.09% |
| SPST 2019-7 A 02.3594 09/24/2020 | 0.09% |
| AT&T INC. 03.8000 02/15/2027 | 0.09% |
| MICROSOFT CORP 01.5500 08/08/2021 | 0.09% |
| MID-AMERICA APARTMENT COMM SEDOL 2589132 | 0.09% |
| 3I GROUP PLC SEDOL B1YW440 | 0.09% |
| BRIGHT HORIZONS FAMILY SOLUT SEDOL B7MJWP2 | 0.09% |
| WAMU 2005-AR12 1A8 03.8777 10/25/2035 | 0.09% |
| MSRR 2015-R4 CB1 02.6162 08/26/2047 | 0.09% |
| T-MOBILE USA INC 04.7500 02/01/2028 | 0.09% |
| IRB BRASIL RESSEGUROS SA SEDOL BYZ6D56 | 0.09% |
| SPST 2019-11 A 02.4094 10/24/2020 | 0.09% |
| STORE CAPITAL CORP SEDOL BSKRKJ5 | 0.09% |
| COCA-COLA HBC AG-DI SEDOL B9895B7 | 0.09% |
| GFL ENVIRONMENTAL P/P 144A 07.0000 06/01/2026 | 0.09% |
| MITSUBISHI UFJ FIN GRP USD 03.5350 07/26/2021 | 0.09% |
| SKANDINAVISKA ENSKILDA BAN-A SEDOL 4813345 | 0.09% |
| ASSOCIATED BRITISH FOODS PLC SEDOL 0673123 | 0.09% |
| ZIMMER BIOMET HOLDINGS INC SEDOL 2783815 | 0.09% |
| AENA SME SA SEDOL BVRZ8L1 | 0.09% |
| DISH DBS CORP 05.8750 11/15/2024 | 0.09% |
| FIAT CHRYSLER AUTOMOBILES NV SEDOL BRJFWP3 | 0.09% |
| FNMA FN40 BF0171 UMBS 04.0000 01/01/2057 | 0.09% |
| VOLKSWAGEN AG PFD SEDOL 5497168 | 0.09% |
| YUM CHINA HOLDINGS INC SEDOL BYW4289 | 0.09% |
| CREDIT AGRICOLE SA SEDOL 7262610 | 0.08% |
| MGIC INVESTMENT CORP SEDOL 2548616 | 0.08% |
| MFA FINANCIAL INC SEDOL 2418162 | 0.08% |
| NBCUNIVERSAL MEDIA LLC 04.3750 04/01/2021 | 0.08% |
| SANTOS LTD SEDOL 6776703 | 0.08% |
| ANHUI CONCH CEMENT CO LTD-H SEDOL 6080396 | 0.08% |
| HESS MIDSTREAM P P/P 144A 05.6250 02/15/2026 | 0.08% |
| HOLLY ENERGY PARTNE P/P 144A 06.0000 08/01/2024 | 0.08% |
| PULTEGROUP INC. 07.8750 06/15/2032 | 0.08% |
| ACCENTURE PLC-CL A SEDOL B4BNMY3 | 0.08% |
| BRAND ENERGY TL L+425 06.0880 06/21/2024 | 0.08% |
| REINSURANCE GROUP OF AMERICA SEDOL 2731193 | 0.08% |
| UNITEDHEALTH GROUP INC 03.8500 06/15/2028 | 0.08% |
| HEALTHCARE REALTY TRUST INC SEDOL 2417921 | 0.08% |
| HP INC SEDOL BYX4D52 | 0.08% |
| LIFE STORAGE INC SEDOL BDCSFJ6 | 0.08% |
| SPY 20201120 P 265.00BANKAM | 0.08% |
| CAS 2019-R04 2M2 03.7609 06/25/2039 | 0.08% |
| NIPPON TELEGRAPH & TELEPHONE SEDOL 6641373 | 0.08% |
| AMAZON.COM INC 03.3000 12/05/2021 | 0.08% |
| AMERICAN CAMPUS COMMUNITIES SEDOL B02H871 | 0.08% |
| BANCO DO BRASIL S.A. SEDOL 2328595 | 0.08% |
| GOLDMAN SACHS GROUP INC 04.2230 05/01/2029 | 0.08% |
| TATA CONSULTANCY SVS LTD SEDOL B01NPJ1 | 0.08% |
| AMERICOLD REALTY TRUST SEDOL B3SKZK7 | 0.08% |
| GILEAD SCIENCES INC SEDOL 2369174 | 0.08% |
| ORACLE CORP 02.6500 07/15/2026 | 0.08% |
| SALESFORCE.COM INC 03.7000 04/11/2028 | 0.08% |
| COMCAST CORP 06.5000 11/15/2035 | 0.08% |
| ENDEAVOR ENERGY P/P 144A 05.7500 01/30/2028 | 0.08% |
| TENET HEALTHCARE P/P 144A 04.8750 01/01/2026 | 0.08% |
| WELLTOWER INC SEDOL BYVYHH4 | 0.08% |
| BANFF MERGER SUB INC P/P 144A 09.7500 09/01/2026 | 0.08% |
| BAUSCH HLTH COS INC P/P 144A 06.1250 04/15/2025 | 0.08% |
| CHS/COMMUNITY HEALTH SYS 06.2500 03/31/2023 | 0.08% |
| OSHKOSH CORP 05.3750 03/01/2025 | 0.08% |
| PHYSICIANS REALTY TRUST SEDOL BC9S149 | 0.08% |
| SAIL 2004-10 A10 02.5609 11/25/2034 | 0.08% |
| BRIXMOR PROPERTY GROUP INC SEDOL BFTDJL8 | 0.07% |
| CENTERPOINT ENERGY INC SEDOL 2440637 | 0.07% |
| CRC ESCROW ISSUER LL P/P 144A 05.2500 10/15/2025 | 0.07% |
| NATL HEALTH INVESTORS INC SEDOL 2626125 | 0.07% |
| STEVENS HLDG CO INC P/P 144A 06.1250 10/01/2026 | 0.07% |
| AMER TRANS SYST P/P 144A 05.0000 09/01/2044 | 0.07% |
| BRITISH AMERICAN TOBACCO PLC SEDOL 0287580 | 0.07% |
| CF INDUSTRIES INC P/P 144A 04.5000 12/01/2026 | 0.07% |
| HYUNDAI MOBIS CO LTD SEDOL 6449544 | 0.07% |
| TECH MAHINDRA LTD SEDOL BWFGD63 | 0.07% |
| BANK LEUMI LE-ISRAEL SEDOL 6076425 | 0.07% |
| FAURECIA SEDOL 4400446 | 0.07% |
| GREE ELECTRIC 144A/REGS WARRANT 8/24/2020 | 0.07% |
| KIA MOTORS CORP SEDOL 6490928 | 0.07% |
| NRG ENERGY INC P/P 144A 04.4500 06/15/2029 | 0.07% |
| UNITED MEXICAN STATES USD 04.0000 10/02/2023 | 0.07% |
| APPLE INC 03.8500 05/04/2043 | 0.07% |
| CORPORATE OFFICE PROPERTIES SEDOL 2756152 | 0.07% |
| FAIRFAX FINL HLDGS USD 04.8500 04/17/2028 | 0.07% |
| LPL HOLDINGS INC P/P 144A 05.7500 09/15/2025 | 0.07% |
| PARAMOUNT GROUP INC SEDOL BSL7HC6 | 0.07% |
| ABN AMRO BANK NV-CVA SEDOL BYQP136 | 0.07% |
| AGREE REALTY CORP SEDOL 2062161 | 0.07% |
| SINO BIOPHARMACEUTICAL SEDOL B00XSF9 | 0.07% |
| DEUTSCHE BOERSE AG SEDOL 7021963 | 0.07% |
| DIGITAL REALTY TRUST LP 04.4500 07/15/2028 | 0.07% |
| EASTERLY GOVERNMENT PROPERTI SEDOL BVSS693 | 0.07% |
| FORTESCUE METALS GROUP LTD SEDOL B2B2B49 | 0.07% |
| HENDERSON LAND DEVELOPMENT SEDOL 6420538 | 0.07% |
| EQUITY COMMONWEALTH SEDOL BPH3N63 | 0.07% |
| GLAXOSMITHKLINE PLC SEDOL 0925288 | 0.07% |
| SPST 2019-3 A 02.3594 06/24/2020 | 0.07% |
| ALLERGAN PLC SEDOL BY9D546 | 0.07% |
| AT&T INC 04.1000 02/15/2028 | 0.07% |
| RITE AID CORP P/P 144A 06.1250 04/01/2023 | 0.07% |
| MICROCHIP TECH INC 04.3330 06/01/2023 | 0.07% |
| THERMO FISHER SCIENTIFIC INC SEDOL 2886907 | 0.07% |
| WEINGARTEN REALTY INVESTORS SEDOL 2946618 | 0.07% |
| BIG RVR STL/FIN P/P 144A 07.2500 09/01/2025 | 0.06% |
| GCP APPLIED TECH P/P 144A 05.5000 04/15/2026 | 0.06% |
| NRG P/P 144A 03.7500 06/15/2024 | 0.06% |
| AURIZON HOLDINGS LTD SEDOL B87CVM3 | 0.06% |
| BHP GROUP PLC SEDOL BH0P3Z9 | 0.06% |
| BMC EAST LLC P/P 144A 05.5000 10/01/2024 | 0.06% |
| BOISE CASCADE CO P/P 144A 05.6250 09/01/2024 | 0.06% |
| HCA INC 05.2500 06/15/2026 | 0.06% |
| JPMORGAN CHASE & CO 02.9099 05/15/2047 | 0.06% |
| MEREDITH CORP 06.8750 02/01/2026 | 0.06% |
| NEXON CO LTD SEDOL B63QM77 | 0.06% |
| USI INC/NY P/P 144A 06.8750 05/01/2025 | 0.06% |
| AT&T INC SEDOL 2831811 | 0.06% |
| CHARTER COMM OPT LLC 06.4840 10/23/2045 | 0.06% |
| DIAMOND SPORTS GR/DI P/P 144A 06.6250 08/15/2027 | 0.06% |
| INTELSAT JACKSON HLD P/P 144A 09.7500 07/15/2025 | 0.06% |
| LUKOIL PJSC-SPON ADR SEDOL BYZDW27 | 0.06% |
| ACS ACTIVIDADES SEDOL B01FLQ6 | 0.06% |
| BANK OF AMERICA CORP 06.1000 12/29/2049 | 0.06% |
| TENET HEALTHCARE CORP 08.1250 04/01/2022 | 0.06% |
| WALMART DE MEXICO SAB DE CV SEDOL BW1YVH8 | 0.06% |
| ADVANCED INFO SERVICE-FOR RG SEDOL 6412591 | 0.06% |
| AMAZON.COM INC 03.1500 08/22/2027 | 0.06% |
| CENTENE CORP P/P 144A 04.6250 12/15/2029 | 0.06% |
| CITIGROUP INC 02.6500 10/26/2020 | 0.06% |
| COMM 2014-LC15 XA IO 01.2626 04/10/2047 | 0.06% |
| ECOLAB INC 02.7000 11/01/2026 | 0.06% |
| SCIENTIFIC GAMES P/P 144A 08.2500 03/15/2026 | 0.06% |
| TRANSDIGM INC. P/P 144A 06.2500 03/15/2026 | 0.06% |
| BANK OF SHANGHAI 144A/REGS WARRANT 12/02/2020 | 0.06% |
| CITY OFFICE REIT INC SEDOL BL25F37 | 0.06% |
| COMM 2014-UBS6 C 04.5973 12/10/2047 | 0.06% |
| IHEARTCOMMUNICATIONS INC 08.3750 05/01/2027 | 0.06% |
| PLANTRONICS INC P/P 144A 05.5000 05/31/2023 | 0.06% |
| SBERBANK PJSC -SPONSORED ADR SEDOL B5SC091 | 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% |
| CAS 2016-C04 1M2 05.9109 01/25/2029 | 0.06% |
| E.ON SE SEDOL 4942904 | 0.06% |
| GEBERIT AG-REG SEDOL B1WGG93 | 0.06% |
| GOLDEN NUGGET INC P/P 144A 08.7500 10/01/2025 | 0.06% |
| HONEYWELL INTL 03.8120 11/21/2047 | 0.06% |
| LEGRAND SA SEDOL B11ZRK9 | 0.06% |
| MATCH GROUP INC P/P 144A 05.0000 12/15/2027 | 0.06% |
| NOVARTIS CAPITAL CORP 04.0000 11/20/2045 | 0.06% |
| ONCOR ELECTRIC DELIV 03.7500 04/01/2045 | 0.06% |
| PETROBRAS GLOBAL FIN USD 05.9990 01/27/2028 | 0.06% |
| SWISS RE TREAS P/P 144A 04.2500 12/06/2042 | 0.06% |
| WELLS FARGO & COMPANY 02.6000 07/22/2020 | 0.06% |
| 1011778 BC / NEW RED P/P 144A 05.0000 10/15/2025 | 0.06% |
| ALLY FINANCIAL INC 05.7500 11/20/2025 | 0.06% |
| AMGEN INC 02.6000 08/19/2026 | 0.06% |
| BROADCOM CRP / CAYM 03.5000 01/15/2028 | 0.06% |
| BROADRIDGE FINANCIAL SOLUTIO SEDOL B1VP7R6 | 0.06% |
| ENTERPRISE PRODUCTS OPER 04.2500 02/15/2048 | 0.06% |
| RBS GLOBAL/REXNO P/P 144A 04.8750 12/15/2025 | 0.06% |
| RETAIL OPPORTUNITY INVESTMEN SEDOL B28YD08 | 0.06% |
| STAPLES INC P/P 144A 07.5000 04/15/2026 | 0.06% |
| STMICROELECTRONICS NV SEDOL 5962332 | 0.06% |
| TAISEI CORP SEDOL 6870100 | 0.06% |
| TWO HARBORS INVESTMENT CORP SEDOL BD832H2 | 0.06% |
| WFRBS 2013-UBS1 AS 04.3060 03/15/2046 | 0.06% |
| AIR LEASE CORP 04.6250 10/01/2028 | 0.06% |
| APPLE INC 02.8500 05/06/2021 | 0.06% |
| BAUSCH HLTH AMERICAS P/P 144A 08.5000 01/31/2027 | 0.06% |
| BERRY GLOBAL INC 05.1250 07/15/2023 | 0.06% |
| CONCHO RESOURCES INC 03.7500 10/01/2027 | 0.06% |
| GNR 2013-99 AS IO 04.3923 06/20/2043 | 0.06% |
| GSMS 2014-GC22 XA IO 01.1416 06/10/2047 | 0.06% |
| INGEVITY CORP P/P 144A 04.5000 02/01/2026 | 0.06% |
| SPRINT CAPITAL CORPORATION 06.8750 11/15/2028 | 0.06% |
| SPY 20201016 P 255.00BANKAM | 0.06% |
| BWAY HOLDING CO P/P 144A 07.2500 04/15/2025 | 0.06% |
| GLENCORE FUNDING LLC P/P 144A 04.0000 04/16/2025 | 0.06% |
| HIKARI TSUSHIN INC SEDOL 6416322 | 0.06% |
| IHEARTMEDIA INC - CLASS A SEDOL BJVR9Y9 | 0.06% |
| IND & COMM BK OF CHINA-H SEDOL B1G1QD8 | 0.06% |
| MORGAN STANLEY 04.3750 01/22/2047 | 0.06% |
| SMURFIT KAPPA TREASURY USD 07.5000 11/20/2025 | 0.06% |
| 2.00 R ISWP FWD US0003M P 03/18/2050 | 0.06% |
| AIR LEASE CORP 03.2500 10/01/2029 | 0.06% |
| CHINA MOBILE LTD SEDOL 6073556 | 0.06% |
| EPR PROPERTIES 05.7500 CUM CV PFD | 0.06% |
| LTC PROPERTIES INC SEDOL 2498788 | 0.06% |
| NOMURA RESEARCH INSTITUTE LT SEDOL 6390921 | 0.06% |
| REFINITIV US HLDG P/P 144A 06.2500 05/15/2026 | 0.06% |
| UBSBB 2012-C2 D P/P 144A 05.0469 05/10/2063 | 0.06% |
| BANK OF MONTREAL USD 03.1000 04/13/2021 | 0.05% |
| CARRIAGE SVCS INC P/P 144A 06.6250 06/01/2026 | 0.05% |
| CF INDUSTRIES INC 04.9500 06/01/2043 | 0.05% |
| ENI SPA SEDOL 7145056 | 0.05% |
| HUSKY TLB L+300 04.6453 03/28/2025 | 0.05% |
| AMERICAN INTL GROUP 08.1750 05/15/2058 | 0.05% |
| AMERICAN TOWER CORP 02.7500 01/15/2027 | 0.05% |
| ASCEND LEARNING LLC P/P 144A 06.8750 08/01/2025 | 0.05% |
| CITIGROUP INC 03.6680 07/24/2028 | 0.05% |
| ECOLAB INC 04.3500 12/08/2021 | 0.05% |
| HINDUSTAN UNILEVER LTD SEDOL 6261674 | 0.05% |
| KT&G CORP SEDOL 6175076 | 0.05% |
| NAVISTAR INTL CORP P/P 144A 06.6250 11/01/2025 | 0.05% |
| SPST 2019-WL1 A 02.3109 08/25/2052 | 0.05% |
| STARWOOD PROP TR 04.7500 03/15/2025 | 0.05% |
| TENET HEALTHCARE COR P/P 144A 05.1250 11/01/2027 | 0.05% |
| TOPBUILD CORP P/P 144A 05.6250 05/01/2026 | 0.05% |
| CANTOR FITZGERALD LP P/P 144A 06.5000 06/17/2022 | 0.05% |
| COMM 2014-UBS6 XA IO 01.0445 12/10/2047 | 0.05% |
| FAIRFAX US INC P/P 144A 04.8750 08/13/2024 | 0.05% |
| TERRIER MEDIA BU P/P 144A 08.8750 12/15/2027 | 0.05% |
| WFCM 2013-LC12 C 04.4195 07/15/2046 | 0.05% |
| APPLE HOSPITALITY REIT INC SEDOL BXRTX56 | 0.05% |
| CVS HEALTH CORP 03.7000 03/09/2023 | 0.05% |
| IHEARTMEDIA TL L+400 05.6550 05/01/2026 | 0.05% |
| MSBAM 2014-C17 C 04.6566 08/15/2047 | 0.05% |
| UNI-PRESIDENT ENTERPRISES CO SEDOL 6700393 | 0.05% |
| ARKEMA SEDOL B0Z5YZ2 | 0.05% |
| CIGNA CORP 03.7500 07/15/2023 | 0.05% |
| ENERGY TRANSFER OPERA 05.8750 01/15/2024 | 0.05% |
| INTER RAO UES PJSC SEDOL B39RRN4 | 0.05% |
| KINDER MORGAN INC 03.1500 01/15/2023 | 0.05% |
| MEG ENERGY CORP P/P 144A 06.5000 01/15/2025 | 0.05% |
| SABRA HEALTH CARE REIT INC SEDOL B5NLBP6 | 0.05% |
| SAMI 2007-AR7 1A1 02.5109 05/25/2047 | 0.05% |
| SPY 20200918 P 255.00JPMCB | 0.05% |
| VERTEX PHARMACEUTICALS INC SEDOL 2931034 | 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% |
| DCP MIDSTREAM P/P 144A 06.7500 09/15/2037 | 0.05% |
| GRAY TELEVISION INC P/P 144A 07.0000 05/15/2027 | 0.05% |
| HITACHI HIGH-TECHNOLOGY SEDOL 6642804 | 0.05% |
| OTSUKA CORP SEDOL 6267058 | 0.05% |
| SANY HEAVY INDUSTRY CO LTD 144A REGS WARRANT 12/21/2020 | 0.05% |
| VALE SA SEDOL 2196286 | 0.05% |
| AES CORP/THE 05.1250 09/01/2027 | 0.05% |
| BANCO MACRO SA-ADR SEDOL B0Y62M9 | 0.05% |
| BANK OF AMERICA CORP 03.2480 10/21/2027 | 0.05% |
| BMW US CAPITAL LLC P/P 144A 02.0000 04/11/2021 | 0.05% |
| CMLTI 2005-2 1A2A 04.5026 05/25/2035 | 0.05% |
| COMMONWEALTH BK AUST P/P 144A 03.1500 09/19/2027 | 0.05% |
| ISRAEL DISCOUNT BANK -A SEDOL 6451271 | 0.05% |
| OSHKOSH CORP 04.6000 05/15/2028 | 0.05% |
| PRECISION DRILL P/P 144A 07.1250 01/15/2026 | 0.05% |
| SCIENTIFIC GAMES P/P 144A 07.2500 11/15/2029 | 0.05% |
| SHELL INTERNATIONAL FIN USD 02.8750 05/10/2026 | 0.05% |
| T-MOBILE USA INC 05.3750 04/15/2027 | 0.05% |
| VIACOMCBS INC 04.2000 06/01/2029 | 0.05% |
| WEST JAPAN RAILWAY CO SEDOL 6957995 | 0.05% |
| ZHEN DING TECHNOLOGY HOLDING SEDOL B734XQ4 | 0.05% |
| ALLISON TRANSMISSION P/P 144A 04.7500 10/01/2027 | 0.05% |
| ANGLO AMERICAN PLATINUM LTD SEDOL 6761000 | 0.05% |
| AT&T INC 04.7500 05/15/2046 | 0.05% |
| CCO HLDGS LLC/CAP CO P/P 144A 05.7500 02/15/2026 | 0.05% |
| CORNERSTONE BUILDING P/P 144A 08.0000 04/15/2026 | 0.05% |
| GREAT LAKES D&D 08.0000 05/15/2022 | 0.05% |
| HUB INTL LTD P/P 144A 07.0000 05/01/2026 | 0.05% |
| KWEICHOW MOUTAI CO LTD-A 144A/REGS WARRANT 08/07/2020 | 0.05% |
| NEXSTAR ESCROW P/P 144A 05.6250 07/15/2027 | 0.05% |
| SIX FLAGS ENT P/P 144A 05.5000 04/15/2027 | 0.05% |
| TAYLOR WIMPEY PLC SEDOL 0878230 | 0.05% |
| TTM TECHNOLOGIES INC P/P 144A 05.6250 10/01/2025 | 0.05% |
| UNIVAR SOLUTIONS P/P 144A 05.1250 12/01/2027 | 0.05% |
| WYNN LAS VEGAS P/P 144A 05.2500 05/15/2027 | 0.05% |
| AMGEN INC 04.6630 06/15/2051 | 0.05% |
| CHINA PETROLEUM & CHEMICAL-H SEDOL 6291819 | 0.05% |
| DNB NOR ASA SEDOL 4263304 | 0.05% |
| NIELSEN CO LUXEM P/P 144A 05.0000 02/01/2025 | 0.05% |
| STANDARD IND INC P/P 144A 05.3750 11/15/2024 | 0.05% |
| TARGA RESOURCES PART 05.0000 01/15/2028 | 0.05% |
| TREASURY BILL 00.0000 06/04/2020 | 0.05% |
| WATCO COS LLC/FI P/P 144A 06.3750 04/01/2023 | 0.05% |
| BANK OF NOVA SCOTIA USD 02.0000 11/15/2022 | 0.04% |
| CGCMT 2014-GC19 X IO 01.3215 03/10/2047 | 0.04% |
| CK HUTCHISON HOLDINGS LTD SEDOL BW9P816 | 0.04% |
| COMM 2014-CR17 C 04.9455 05/10/2047 | 0.04% |
| FIDELITY NATL INFO SERV 03.7500 05/21/2029 | 0.04% |
| NIELSEN FIN LLC/CO P/P 144A 05.0000 04/15/2022 | 0.04% |
| OMNICOM GP/OMNICOM CAP 03.6000 04/15/2026 | 0.04% |
| PROVIDENT FDG/PFG FI P/P 144A 06.3750 06/15/2025 | 0.04% |
| PTT EXPLORATION & PROD-FOR SEDOL B1359J0 | 0.04% |
| QUALICORP CONS E CORR SEG SA SEDOL B4LHBQ0 | 0.04% |
| ROYAL BANK OF CANADA USD 02.1250 03/02/2020 | 0.04% |
| SILGAN HOLDINGS INC SEDOL 2809324 | 0.04% |
| WFRBS 2011-C3 D P/P 144A 05.8567 03/15/2044 | 0.04% |
| ALBERTSONS COS LLC P/P 144A 07.5000 03/15/2026 | 0.04% |
| CITIGROUP INC 04.4500 09/29/2027 | 0.04% |
| CITIGROUP INC 04.6000 03/09/2026 | 0.04% |
| DOW CHEMICAL CO/THE 03.5000 10/01/2024 | 0.04% |
| ERAC USA FINANCE LLC P/P 144A 05.6250 03/15/2042 | 0.04% |
| EVRAZ PLC SEDOL B71N6K8 | 0.04% |
| HCA INC 05.0000 03/15/2024 | 0.04% |
| LIONS GATE CAP HOLD P/P 144A 05.8750 11/01/2024 | 0.04% |
| OMV AG SEDOL 4651459 | 0.04% |
| SHENZHEN MINDRAY BIO-MEDICAL ELEC CO LTD 144A/REGS | 0.04% |
| VODAFONE GROUP PLC USD 04.3750 05/30/2028 | 0.04% |
| WR GRACE & CO-CONN P/P 144A 05.6250 10/01/2024 | 0.04% |
| ARCELORMITTAL USD 07.0000 10/15/2039 | 0.04% |
| BANCO SANTANDER BRASIL-UNIT SEDOL B4V5RY4 | 0.04% |
| CAS 2019-HRP1 M2 03.8109 11/25/2039 | 0.04% |
| DAIWA HOUSE INDUSTRY CO LTD SEDOL 6251363 | 0.04% |
| DENBURY RESOURCES IN P/P 144A 09.0000 05/15/2021 | 0.04% |
| GOODMAN GROUP SEDOL B03FYZ4 | 0.04% |
| GREIF INC P/P 144A 06.5000 03/01/2027 | 0.04% |
| KEURIG DR PEPPER INC 04.4170 05/25/2025 | 0.04% |
| NEIMAN MARCUS TL L+600 07.7344 10/25/2023 | 0.04% |
| BOYD GAMING CORP 06.3750 04/01/2026 | 0.04% |
| CENOVUS ENERGY INC USD 06.7500 11/15/2039 | 0.04% |
| CIT GROUP INC 05.0000 08/01/2023 | 0.04% |
| COMPASS MIN INTL P/P 144A 06.7500 12/01/2027 | 0.04% |
| DIGITAL REALTY TRUST INC SEDOL B03GQS4 | 0.04% |
| GENERAL MOTORS FINL CO 04.0000 10/06/2026 | 0.04% |
| NABORS INDUSTRIES INC. 05.7500 02/01/2025 | 0.04% |
| NATIONSTAR MTG P/P 144A 08.1250 07/15/2023 | 0.04% |
| NETFLIX INC 04.8750 04/15/2028 | 0.04% |
| OIL & NATURAL GAS CORP LTD SEDOL 6139362 | 0.04% |
| PANTHER BF AGGRE 2 P/P 144A 08.5000 05/15/2027 | 0.04% |
| SNAM SPA SEDOL 7251470 | 0.04% |
| SPRINT CORP 07.8750 09/15/2023 | 0.04% |
| TRANSDIGM INC 06.3750 06/15/2026 | 0.04% |
| AUTOMATION TOOLING S P/P 144A 06.5000 06/15/2023 | 0.04% |
| CAS 2015-C03 2M2 06.6609 07/25/2025 | 0.04% |
| CAS 2016-C01 2M2 08.6109 08/25/2028 | 0.04% |
| CBRE SERVICES INC 05.2500 03/15/2025 | 0.04% |
| ENTERCOM MEDIA CORP P/P 144A 07.2500 11/01/2024 | 0.04% |
| FISERV INC 04.2000 10/01/2028 | 0.04% |
| GOLDEN NUGGET INC P/P 144A 06.7500 10/15/2024 | 0.04% |
| GW B-CR SECURITY P/P 144A 09.5000 11/01/2027 | 0.04% |
| HYATT HOTELS CORP 04.8500 03/15/2026 | 0.04% |
| ITRON INC P/P 144A 05.0000 01/15/2026 | 0.04% |
| KFC HLD/PIZZA HUT/TA P/P 144A 05.2500 06/01/2026 | 0.04% |
| MATTAMY GROUP CORP P/P 144A 05.2500 12/15/2027 | 0.04% |
| PENSKE AUTOMOTIVE GROUP 05.5000 05/15/2026 | 0.04% |
| PQ CORP P/P 144A 05.7500 12/15/2025 | 0.04% |
| SCOTTS MIRACLE-GRO P/P 144A 04.5000 10/15/2029 | 0.04% |
| BRAND ENERGY & I P/P 144A 08.5000 07/15/2025 | 0.04% |
| CINEMARK USA INC 04.8750 06/01/2023 | 0.04% |
| HUDBAY MINERALS INC P/P 144A 07.6250 01/15/2025 | 0.04% |
| IRON MOUNTAIN INC P/P 144A 04.8750 09/15/2027 | 0.04% |
| ISTAR INC 04.2500 08/01/2025 | 0.04% |
| ITOCHU TECHNO-SOLUTIONS CORP SEDOL 6200194 | 0.04% |
| PARK-OHIO INDUSTRIES INC 06.6250 04/15/2027 | 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% |
| VOLVO AB-B SHS SEDOL B1QH830 | 0.04% |
| WFRBS 2013-C16 AS 04.6680 09/15/2046 | 0.04% |
| BRDCOM CRP / FIN 03.8750 01/15/2027 | 0.04% |
| CALPINE CORP P/P 144A 04.5000 02/15/2028 | 0.04% |
| CHARTER COMM OPT LLC 05.3750 05/01/2047 | 0.04% |
| NORTHROP GRUMMAN CORP 03.2500 01/15/2028 | 0.04% |
| REALTY INCOME CORP SEDOL 2724193 | 0.04% |
| SUN HUNG KAI PROPERTIES SEDOL 6859927 | 0.04% |
| TALLGRASS NRG PRTNR P/P 144A 05.5000 01/15/2028 | 0.04% |
| UNIVISION COMM P/P 144A 05.1250 02/15/2025 | 0.04% |
| US CONCRETE INC 06.3750 06/01/2024 | 0.04% |
| WPX ENERGY INC 08.2500 08/01/2023 | 0.04% |
| YANGZIJIANG SHIPBUILDING SEDOL B1VT035 | 0.04% |
| ASP AMC MERGER SUB P/P 144A 08.0000 05/15/2025 | 0.04% |
| COMM 2012-LC4 C 05.7215 12/10/2044 | 0.04% |
| EQUINOR ASA USD 02.9000 11/08/2020 | 0.04% |
| GLP CAPITAL LP / FIN II 05.2500 06/01/2025 | 0.04% |
| KEURIG DR PEPPER INC 04.5970 05/25/2028 | 0.04% |
| KINDER MORGAN ENER PART 03.4500 02/15/2023 | 0.04% |
| SPRINGLEAF FINANCE CORP 06.8750 03/15/2025 | 0.04% |
| TERRENO REALTY CORP SEDOL B3N4753 | 0.04% |
| TORONTO-DOMINION BANK USD 03.6250 09/15/2031 | 0.04% |
| AMERICAN ELECTRIC POWER 04.3000 12/01/2028 | 0.04% |
| BOMBARDIER INC P/P 144A 07.8750 04/15/2027 | 0.04% |
| CVS HEALTH CORP 04.7800 03/25/2038 | 0.04% |
| GFL ENVIRONMENTA P/P 144A 08.5000 05/01/2027 | 0.04% |
| HCA INC 04.1250 06/15/2029 | 0.04% |
| AIG GLOBAL FUNDING P/P 144A 02.1500 07/02/2020 | 0.04% |
| APERGY CORP 06.3750 05/01/2026 | 0.04% |
| CAS 2014-C02 1M2 04.2609 05/25/2024 | 0.04% |
| CDX CDX.NA.IG.33 100.0 12/20/2024 | 0.04% |
| CLUBCORP HLDG INC P/P 144A 08.5000 09/15/2025 | 0.04% |
| ENTERCOM MEDIA CORP P/P 144A 06.5000 05/01/2027 | 0.04% |
| EQUINIX INC 03.2000 11/18/2029 | 0.04% |
| FUJITSU LTD SEDOL 6356945 | 0.04% |
| HOCHTIEF AG SEDOL 5108664 | 0.04% |
| JPMORGAN CHASE & CO 04.6000 01/23/2050 | 0.04% |
| MATTEL INC P/P 144A 05.8750 12/15/2027 | 0.04% |
| NRG ENERGY INC P/P 144A 05.2500 06/15/2029 | 0.04% |
| QORVO INC 05.5000 07/15/2026 | 0.04% |
| SERVICE CORP INTL 05.1250 06/01/2029 | 0.04% |
| SOLERA LLC / SOLERA P/P 144A 10.5000 03/01/2024 | 0.04% |
| TRANSCANADA TRUST USD 05.3000 03/15/2077 | 0.04% |
| AMC ENTERTAINMENT HLDGS 05.7500 06/15/2025 | 0.04% |
| BAUSCH HLTH COS INC P/P 144A 05.5000 11/01/2025 | 0.04% |
| BOC HONG KONG HOLDINGS LTD SEDOL 6536112 | 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% |
| CLP HOLDINGS LTD SEDOL 6097017 | 0.04% |
| DIAMONDBACK ENERGY INC 05.3750 05/31/2025 | 0.04% |
| DUKE ENERGY CORP 03.1500 08/15/2027 | 0.04% |
| ENBRIDGE INC USD 04.2500 12/01/2026 | 0.04% |
| ERAC USA FINANCE LLC P/P 144A 04.5000 02/15/2045 | 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% |
| ICAHN ENTER/FIN 06.7500 02/01/2024 | 0.04% |
| ISTAR INC 04.7500 10/01/2024 | 0.04% |
| JAGUAR HL / PPDI P/P 144A 06.3750 08/01/2023 | 0.04% |
| JAPAN AIRLINES CO LTD SEDOL B8BRV46 | 0.04% |
| JELD-WEN INC P/P 144A 04.6250 12/15/2025 | 0.04% |
| L3HARRIS TECH INC P/P 144A 03.8500 12/15/2026 | 0.04% |
| MERCER INTL INC USD 06.5000 02/01/2024 | 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% |
| SARTORIUS STEDIM BIOTECH SEDOL BYZ2QP5 | 0.04% |
| SPECTRUM BRANDS INC 06.1250 12/15/2024 | 0.04% |
| STEEL DYNAMICS INC 05.5000 10/01/2024 | 0.04% |
| UNITED MICROELECTRONICS CORP SEDOL 6916628 | 0.04% |
| VIACOMCBS INC 02.9000 01/15/2027 | 0.04% |
| WYNDHAM HOTELS & RE P/P 144A 05.3750 04/15/2026 | 0.04% |
| WYNN RESORTS FIN LLC P/P 144A 05.1250 10/01/2029 | 0.04% |
| ASCENT RESOURCES/AEU P/P 144A 10.0000 04/01/2022 | 0.03% |
| AUTONATION INC. 05.5000 02/01/2020 | 0.03% |
| BB SEGURIDADE PARTICIPACOES SEDOL B9N3SQ0 | 0.03% |
| CHS/COMMUNITY P/P 144A 06.6250 02/15/2025 | 0.03% |
| CLEAR CHANNEL TLB L+350 05.5435 08/21/2026 | 0.03% |
| CPG MERGER SUB LLC P/P 144A 08.0000 10/01/2021 | 0.03% |
| DIAMOND SPORTS P/P 144A 05.3750 08/15/2026 | 0.03% |
| FREEDOM MTGE CORP P/P 144A 08.1250 11/15/2024 | 0.03% |
| OCCIDENTAL PETROLEUM COR 04.4000 04/15/2046 | 0.03% |
| PENSKE AUTO GRP INC 05.7500 10/01/2022 | 0.03% |
| SABRE CORP SEDOL BLLHH27 | 0.03% |
| SABRE GLBL INC P/P 144A 05.3750 04/15/2023 | 0.03% |
| STAPLES INC. P/P 144A 10.7500 04/15/2027 | 0.03% |
| WEEKLEY HOMES LLC 06.0000 02/01/2023 | 0.03% |
| WELLS FARGO & COMPANY 05.8750 12/29/2049 | 0.03% |
| BANK CENTRAL ASIA TBK PT SEDOL B01C1P6 | 0.03% |
| BOMBARDIER INC P/P 144A 07.5000 12/01/2024 | 0.03% |
| CROWN CORK & SEAL CO INC 07.3750 12/15/2026 | 0.03% |
| GNR 2017-H22 EI IO 02.8615 10/20/2067 | 0.03% |
| MERCK & CO INC 03.7000 02/10/2045 | 0.03% |
| MSBAM 2012-C5 E P/P 144A 04.8334 08/15/2045 | 0.03% |
| NETFLIX INC. 06.3750 05/15/2029 | 0.03% |
| SINGAPORE EXCHANGE LTD SEDOL 6303866 | 0.03% |
| SUMITOMO MITSUI TRUST HOLDIN SEDOL 6431897 | 0.03% |
| TELEFONICA BRASIL S.A.-PREF SEDOL B3ZCNF7 | 0.03% |
| BERKELEY GROUP HOLDINGS/THE SEDOL B02L3W3 | 0.03% |
| CHEVRON CORP 02.1000 05/16/2021 | 0.03% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | 0.03% |
| CNO FINANCIAL GROUP INC 05.2500 05/30/2025 | 0.03% |
| EL PASO NATURAL GAS 08.3750 06/15/2032 | 0.03% |
| GLENCORE FUNDING LLC P/P 144A 04.6250 04/29/2024 | 0.03% |
| HCA INC 05.3750 09/01/2026 | 0.03% |
| INTL FLAVOR & FRAGRANCES 04.4500 09/26/2028 | 0.03% |
| JOHNSON CONTROLS INTL PL 04.9500 07/02/2064 | 0.03% |
| LUNDIN PETROLEUM AB SEDOL 7187627 | 0.03% |
| NTT DOCOMO INC SEDOL 6129277 | 0.03% |
| NUTRIEN LTD. USD 04.2000 04/01/2029 | 0.03% |
| OBAYASHI CORP SEDOL 6656407 | 0.03% |
| SPY 20200821 P 245.00CITI | 0.03% |
| TMS INTL HLDG CORP P/P 144A 07.2500 08/15/2025 | 0.03% |
| WFRBS 2012-C10 XA IO P/P 144A 01.6857 12/15/2045 | 0.03% |
| BECTON DICKINSON AND CO 03.7000 06/06/2027 | 0.03% |
| CBRE SERVICES INC 04.8750 03/01/2026 | 0.03% |
| EQUINIX INC 05.3750 05/15/2027 | 0.03% |
| FOSUN INTERNATIONAL SEDOL B1Z7FX0 | 0.03% |
| HYPERA SA SEDOL B2QY968 | 0.03% |
| NITTO DENKO CORP SEDOL 6641801 | 0.03% |
| ROBERTSHAW US HOLDING L+325 04.9375 02/28/2025 | 0.03% |
| SM ENERGY CO 05.0000 01/15/2024 | 0.03% |
| SPECTRA ENERGY PARTNERS 03.3750 10/15/2026 | 0.03% |
| TRI POINTE GROUP / HOMES 05.8750 06/15/2024 | 0.03% |
| WIPRO LTD SEDOL 6206051 | 0.03% |
| ENEL AMERICAS SA-ADR SEDOL 2314947 | 0.03% |
| EQUINOR ASA SEDOL 7133608 | 0.03% |
| FUBON FINANCIAL HOLDING CO SEDOL 6411673 | 0.03% |
| GENTING SINGAPORE LTD SEDOL BDRTVP2 | 0.03% |
| IPALCO ENTPRS IN 03.7000 09/01/2024 | 0.03% |
| MOLINA HEALTHCARE IN 05.3750 11/15/2022 | 0.03% |
| PENN NATIONAL GAMING P/P 144A 05.6250 01/15/2027 | 0.03% |
| SAMSUNG SDS CO LTD SEDOL BRS2KY0 | 0.03% |
| VISTRA ENERGY CORP P/P 144A 08.1250 01/30/2026 | 0.03% |
| WFRBS 2012-C6 D P/P 144A 05.7672 04/15/2045 | 0.03% |
| AMSTED INDUSTRIES P/P 144A 04.6250 05/15/2030 | 0.03% |
| CALPINE CORP P/P 144A 05.2500 06/01/2026 | 0.03% |
| CGCMT 2014-GC19 D P/P 144A 05.2616 03/10/2047 | 0.03% |
| COMCAST CORPORATION 03.3750 02/15/2025 | 0.03% |
| CROWN CASTLE INTL CORP 03.7000 06/15/2026 | 0.03% |
| ELECTRICITY GEN PUB CO-FOR R SEDOL 6304643 | 0.03% |
| ENERGY TRANSFER OPERATNG 03.7500 05/15/2030 | 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% |
| GLOBALWAFERS CO LTD SEDOL BS7JP33 | 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% |
| IRON MOUNTAIN INC P/P 144A 05.2500 03/15/2028 | 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% |
| LOUISIANA-PACIFIC CORPORATION 04.8750 09/15/2024 | 0.03% |
| NEWELL BRANDS INC 04.2000 04/01/2026 | 0.03% |
| PETSMART INC P/P 144A 05.8750 06/01/2025 | 0.03% |
| REGIONS FINANCIAL CORP 02.7500 08/14/2022 | 0.03% |
| SERVICE CORP INTL 05.3750 05/15/2024 | 0.03% |
| SINCLAIR TELE P/P 144A 05.5000 03/01/2030 | 0.03% |
| SIX FLAGS ENT P/P 144A 04.8750 07/31/2024 | 0.03% |
| SK HYNIX INC SEDOL 6450267 | 0.03% |
| VERIZON COMMUNICATIONS 05.2500 03/16/2037 | 0.03% |
| VIPER ENERGY P/P 144A 05.3750 11/01/2027 | 0.03% |
| WASTE PRO USA INC P/P 144A 05.5000 02/15/2026 | 0.03% |
| WESTROCK MWV LLC 08.2000 01/15/2030 | 0.03% |
| WILLIS TOWERS WATSON PLC USD 05.7500 03/15/2021 | 0.03% |
| WOLVERINE WORLD WIDE P/P 144A 05.0000 09/01/2026 | 0.03% |
| 1011778 BC / NEW RED P/P 144A 03.8750 01/15/2028 | 0.03% |
| AMAZON.COM INC. 02.5000 11/29/2022 | 0.03% |
| APPLE INC 04.3750 05/13/2045 | 0.03% |
| BANK OF JIANGSU CO LTD- A 144A/REGS WARRANT 08/07/2020 | 0.03% |
| BERKSHIRE HATHAWAY E 03.8000 07/15/2048 | 0.03% |
| BT GROUP PLC SEDOL 3091357 | 0.03% |
| CHINA RESOURCES SANJIU MEDICAL & PHARMA 144A REGS 01/29/2020 | 0.03% |
| COMCAST CORP 03.9690 11/01/2047 | 0.03% |
| DUKE ENERGY OHIO INC 03.6500 02/01/2029 | 0.03% |
| GENERAL DYNAMICS CORP SEDOL 2365161 | 0.03% |
| GNR 2015-H26 DI IO 01.9057 10/20/2065 | 0.03% |
| IHS MARKIT LTD USD 04.7500 08/01/2028 | 0.03% |
| MSBAM 2014-C14 C 05.0988 02/15/2047 | 0.03% |
| MWST 2018-W1 A 02.5109 11/25/2051 | 0.03% |
| PRIME SECURITY SVCS P/P 144A 06.2500 01/15/2028 | 0.03% |
| RESIDEO FUNDING INC P/P 144A 06.1250 11/01/2026 | 0.03% |
| ROYAL BANK OF CANADA USD 04.6500 01/27/2026 | 0.03% |
| SHIRE ACQ INV IE 03.2000 09/23/2026 | 0.03% |
| SPRINT CORP P/P 144A 07.2500 02/01/2028 | 0.03% |
| TESCO PLC SEDOL 0884709 | 0.03% |
| VENTAS INC SEDOL 2927925 | 0.03% |
| VIPSHOP HOLDINGS LTD - ADR SEDOL B3N0H17 | 0.03% |
| VISTRA OPERATION P/P 144A 04.3000 07/15/2029 | 0.03% |
| WEICHAI POWER CO LTD-H SEDOL 6743956 | 0.03% |
| ZOETIS INC 03.9000 08/20/2028 | 0.03% |
| CAPGEMINI SE SEDOL 4163437 | 0.03% |
| CHARTER COMM OPT LLC 04.9080 07/23/2025 | 0.03% |
| COMSTOCK RE INC P/P 144A 07.5000 05/15/2025 | 0.03% |
| CROWN CASTLE INTL CORP 03.6500 09/01/2027 | 0.03% |
| GLADSTONE COMMERCIAL CORP SEDOL 2918479 | 0.03% |
| JAZZ PHARMACEUTICALS PLC SEDOL B4Q5ZN4 | 0.03% |
| RADIANT OPTO-ELECTRONICS COR SEDOL 6520278 | 0.03% |
| ROBERTSHAW TL 2L L+800 09.6875 02/28/2026 | 0.03% |
| SUNDRUG CO LTD SEDOL 6817895 | 0.03% |
| WILMAR INTERNATIONAL LTD SEDOL B17KC69 | 0.03% |
| APTARGROUP INC SEDOL 2045247 | 0.03% |
| BUILDERS FIRSTSOURCE P/P 144A 05.6250 09/01/2024 | 0.03% |
| CAPITEC BANK HOLDINGS LTD SEDOL 6440859 | 0.03% |
| CHENIERE CORP CHRIST 05.8750 03/31/2025 | 0.03% |
| CISCO SYSTEMS INC 02.5000 09/20/2026 | 0.03% |
| CLEAR CHANNEL WORLD P/P 144A 09.2500 02/15/2024 | 0.03% |
| ECOPETROL SA-SPONSORED ADR SEDOL B3D6J19 | 0.03% |
| GNR 2016-123 LI IO 03.5000 03/20/2044 | 0.03% |
| HOME PRODUCT CENTER PCL-FOR SEDOL 6418533 | 0.03% |
| HUNTINGTON BANCSHARES 04.3500 02/04/2023 | 0.03% |
| KEURIG DR PEPPER INC 04.0570 05/25/2023 | 0.03% |
| LITE-ON TECHNOLOGY CORP SEDOL 6519481 | 0.03% |
| ORACLE CORP 04.0000 11/15/2047 | 0.03% |
| PFIZER INC 03.0000 12/15/2026 | 0.03% |
| SOULBRAIN CO LTD SEDOL B0105T2 | 0.03% |
| SUZUKEN CO LTD SEDOL 6865560 | 0.03% |
| TRANSOCEAN PONTUS LT P/P 144A 06.1250 08/01/2025 | 0.03% |
| ALFRESA HOLDINGS CORP SEDOL 6687214 | 0.02% |
| ANHEUSER-BUSCH INBEV WOR 04.7500 01/23/2029 | 0.02% |
| ANHEUSER-BUSCH INBEV WOR 05.5500 01/23/2049 | 0.02% |
| BAUSCH HLTH COS INC P/P 144A 07.2500 05/30/2029 | 0.02% |
| CNO FINANCIAL GROUP INC 05.2500 05/30/2029 | 0.02% |
| CWALT 2007-OH1 A1D 01.8709 04/25/2047 | 0.02% |
| DUN & BRADSTREET COR P/P 144A 06.8750 08/15/2026 | 0.02% |
| FHR 3829 AS IO 05.2738 03/15/2041 | 0.02% |
| REVLON CONS TLB L+350 05.4086 09/07/2023 | 0.02% |
| SABINE PASS LIQUEF 05.0000 03/15/2027 | 0.02% |
| TOKYO ELECTRON LTD SEDOL 6895675 | 0.02% |
| TRANSOCEAN INC 07.5000 04/15/2031 | 0.02% |
| ZHONGSHENG GROUP HOLDINGS SEDOL B633D97 | 0.02% |
| BOYD GAMING CORPORATION 06.0000 08/15/2026 | 0.02% |
| CAS 2014-C04 1M2 06.5609 11/25/2024 | 0.02% |
| CENTENE ESCROW I CO P/P 144A 05.3750 06/01/2026 | 0.02% |
| CGCMT 2012-GC8 XA IO P/P 144A 01.9327 09/10/2045 | 0.02% |
| CHS/COMMUNITY HEALTH P/P 144A 08.0000 03/15/2026 | 0.02% |
| CREDIT ACCEPTANC P/P 144A 06.6250 03/15/2026 | 0.02% |
| FOX CORP P/P 144A 04.0300 01/25/2024 | 0.02% |
| ICAHN ENTER/FIN 06.2500 05/15/2026 | 0.02% |
| KFC HLD/PIZZA HUT/TA P/P 144A 04.7500 06/01/2027 | 0.02% |
| L BRANDS INC 07.5000 06/15/2029 | 0.02% |
| LIVE NATION ENTERTAI P/P 144A 05.6250 03/15/2026 | 0.02% |
| REGENCY ENERGY P 04.5000 11/01/2023 | 0.02% |
| S&P GLOBAL INC 04.4000 02/15/2026 | 0.02% |
| SERVICE CORPORATION INTL 04.6250 12/15/2027 | 0.02% |
| SWISS LIFE HOLDING AG-REG SEDOL 7437805 | 0.02% |
| TENET HEALTHCARE P/P 144A 06.2500 02/01/2027 | 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% |
| WPX ENERGY INC 05.2500 10/15/2027 | 0.02% |
| YUM! BRANDS INC P/P 144A 04.7500 01/15/2030 | 0.02% |
| AES CORP/THE 04.5000 03/15/2023 | 0.02% |
| CENTENE CORP P/P 144A 05.2500 04/01/2025 | 0.02% |
| CROWN AMER/CAP 04.7500 02/01/2026 | 0.02% |
| ESH HOSPITALITY INC P/P 144A 05.2500 05/01/2025 | 0.02% |
| GARTNER INC P/P 144A 05.1250 04/01/2025 | 0.02% |
| HESS MIDSTREAM P P/P 144A 05.1250 06/15/2028 | 0.02% |
| HLA CORP LTD 144A/REGS WARRANT | 0.02% |
| HOLOGIC INC P/P 144A 04.3750 10/15/2025 | 0.02% |
| ISRAEL CHEMICALS LTD SEDOL 6455530 | 0.02% |
| KUMBA IRON ORE LTD SEDOL B1G4262 | 0.02% |
| L3HARRIS TECH INC P/P 144A 04.4000 06/15/2028 | 0.02% |
| LADDER CAP FINAN P/P 144A 04.2500 02/01/2027 | 0.02% |
| MERCER INTL INC USD 05.5000 01/15/2026 | 0.02% |
| MIDAMERICAN FUNDING LLC 06.9270 03/01/2029 | 0.02% |
| MOLINA HEALTHCARE IN P/P 144A 04.8750 06/15/2025 | 0.02% |
| OTP BANK RT SEDOL 7320154 | 0.02% |
| SHINHAN FINANCIAL GROUP LTD SEDOL 6397502 | 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% |
| TENET HEALTHCARE 04.6250 07/15/2024 | 0.02% |
| TISCO FINANCIAL-FOREIGN SEDOL B3KFW76 | 0.02% |
| TRANSOCEAN SENTR P/P 144A 05.3750 05/15/2023 | 0.02% |
| TRUIST FIN CORP 04.8000 12/31/2099 | 0.02% |
| UNITED AIRLINES HOLDINGS INC SEDOL B4QG225 | 0.02% |
| VISTRA OPERATIONS CO P/P 144A 05.5000 09/01/2026 | 0.02% |
| VISTRA OPERATIONS CO P/P 144A 05.6250 02/15/2027 | 0.02% |
| WAMU 2005-AR10 1A3 04.1314 09/25/2035 | 0.02% |
| YUANTA FINANCIAL HOLDING CO SEDOL 6424110 | 0.02% |
| ANTERO RESOURCES 05.3750 11/01/2021 | 0.02% |
| AT&T INC 02.9500 07/15/2026 | 0.02% |
| BEACON ROOFING SUPP P/P 144A 04.8750 11/01/2025 | 0.02% |
| BWAY CORP TLB L+325 05.0840 04/03/2024 | 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% |
| DISH NETWORK CV 03.3750 08/15/2026 | 0.02% |
| GSAA 2007-6 1A1 01.7809 05/25/2047 | 0.02% |
| KINDER MORGAN ENER PART 05.4000 09/01/2044 | 0.02% |
| MEG ENERGY CORP P/P 144A 07.1250 02/01/2027 | 0.02% |
| MSBAM 2014-C17 XA IO 01.2669 08/15/2047 | 0.02% |
| NUTRIEN LTD USD 04.1250 03/15/2035 | 0.02% |
| PETROBRAS GLOBAL FINANCE USD 06.1250 01/17/2022 | 0.02% |
| PRESIDENT CHAIN STORE CORP SEDOL 6704986 | 0.02% |
| SHIRE ACQ INV IRELAND DA USD 02.8750 09/23/2023 | 0.02% |
| TRONOX FINANCE PLC P/P 144A 05.7500 10/01/2025 | 0.02% |
| VERIZON COMMUNICATIONS 04.4000 11/01/2034 | 0.02% |
| WESTROCK MWV LLC 07.9500 02/15/2031 | 0.02% |
| CGCMT 2013-GC17 C 05.2615 11/10/2046 | 0.02% |
| COMM 2013-CR11 XA IO 01.0911 08/10/2050 | 0.02% |
| ENERGY TRANSFER OPERATNG 02.9000 05/15/2025 | 0.02% |
| ENERGY TRANSFER OPERATNG 05.2000 02/01/2022 | 0.02% |
| FRONTIER COMM 10.5000 09/15/2022 | 0.02% |
| INDIGO NATURAL P/P 144A 06.8750 02/15/2026 | 0.02% |
| JAPAN PRIME REALTY INVESTMEN SEDOL 6528175 | 0.02% |
| KOREA ZINC CO LTD SEDOL 6495428 | 0.02% |
| MISC BHD SEDOL 6557997 | 0.02% |
| MLMI 2005-A2 A2 03.8839 02/25/2035 | 0.02% |
| MMC NORILSK NICKEL PJSC-ADR SEDOL BYSW6D0 | 0.02% |
| SINOTRUK HONG KONG LTD SEDOL B296ZH4 | 0.02% |
| SM ENERGY CO 06.1250 11/15/2022 | 0.02% |
| TRANSOCEAN INC P/P 144A 08.0000 02/01/2027 | 0.02% |
| ANHEUSER-BUSCH INBEV WOR 04.1500 01/23/2025 | 0.02% |
| APPLE INC 04.2500 02/09/2047 | 0.02% |
| CHINA RESOURCES CEMENT SEDOL B41XC98 | 0.02% |
| CIA SANEAMENTO BASICO DE SP SEDOL B1YCHL8 | 0.02% |
| CLEAR CHANNEL OUTDOOR HOLDIN SEDOL BJHVCH9 | 0.02% |
| JOHNSON CONTROLS INTL PL 04.5000 02/15/2047 | 0.02% |
| KKR GROUP FIN CO III P/P 144A 05.1250 06/01/2044 | 0.02% |
| NOBLE HLDG INTL LTD P/P 144A 07.8750 02/01/2026 | 0.02% |
| SESI LLC 07.1250 12/15/2021 | 0.02% |
| SINGAPORE TECH ENGINEERING SEDOL 6043214 | 0.02% |
| SURGUTNEFTEGAS-PREFERENCE SEDOL 5005884 | 0.02% |
| WANT WANT CHINA HOLDINGS LTD SEDOL B2Q14Z3 | 0.02% |
| WFRBS 2011-C5 XA IO P/P 144A 01.8655 11/15/2044 | 0.02% |
| ZURICH INSURANCE GROUP AG SEDOL 5983816 | 0.02% |
| AMUNDI SA SEDOL BYZR014 | 0.02% |
| BANK OF AMERICA CORP 06.5000 10/29/2049 | 0.02% |
| BUILDERS FIRSTSOURCE P/P 144A 06.7500 06/01/2027 | 0.02% |
| CITIGROUP INC 03.8870 01/10/2028 | 0.02% |
| IHEARTCOMMUNICATIONS INC 06.3750 05/01/2026 | 0.02% |
| IOS.FN30.350.14 R USL1M P 01/12/45 CS | 0.02% |
| LENNAR CORP 05.8750 11/15/2024 | 0.02% |
| MITSUBISHI UFJ LEASE & FINAN SEDOL 6268976 | 0.02% |
| NINE ENERGY SERVICE P/P 144A 08.7500 11/01/2023 | 0.02% |
| PETRONAS CHEMICALS GROUP BHD SEDOL B5KQGT3 | 0.02% |
| POMEGRANATE MERGER S P/P 144A 09.7500 05/01/2023 | 0.02% |
| QUDIAN INC-SPON ADR SEDOL BF8FK89 | 0.02% |
| S&P GLOBAL INC 02.9500 01/22/2027 | 0.02% |
| SAMSUNG ENGINEERING CO LTD SEDOL 6765239 | 0.02% |
| SHERWIN-WILLIAMS CO 03.4500 06/01/2027 | 0.02% |
| SPRINGLEAF FINANCE CORP 07.1250 03/15/2026 | 0.02% |
| STACR 2020-HQA1 M2 03.7350 01/25/2050 | 0.02% |
| ALLIANT HOLDINGS P/P 144A 06.7500 10/15/2027 | 0.02% |
| AMERICAN TOWER CORP 03.1250 01/15/2027 | 0.02% |
| AMSTED INDUSTRIES P/P 144A 05.6250 07/01/2027 | 0.02% |
| CAS 2019-R02 1M2 03.9609 08/25/2031 | 0.02% |
| CENTENE CORP P/P 144A 05.3750 08/15/2026 | 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% |
| DASSAULT AVIATION SA SEDOL 4067164 | 0.02% |
| ENERGIZER HLDG INC P/P 144A 06.3750 07/15/2026 | 0.02% |
| FIFTH THIRD BANCORP 05.1000 12/29/2049 | 0.02% |
| JO-ANN STORES 2NDL L+925 10.9095 05/21/2024 | 0.02% |
| JOSEPH T RYERSON & S P/P 144A 11.0000 05/15/2022 | 0.02% |
| NRG ENERGY INC 05.7500 01/15/2028 | 0.02% |
| POWSZECHNY ZAKLAD UBEZPIECZE SEDOL B63DG21 | 0.02% |
| SERVICE PROPERTIES TRUST 04.3750 02/15/2030 | 0.02% |
| SOHGO SECURITY SERVICES CO SEDOL 6546359 | 0.02% |
| SPRINT CORP 07.6250 03/01/2026 | 0.02% |
| TARGA RESOURCES PART 06.5000 07/15/2027 | 0.02% |
| TIM PARTICIPACOES SA SEDOL 2292560 | 0.02% |
| VERTIV GROUP CORP P/P 144A 09.2500 10/15/2024 | 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% |
| ANHEUSER-BUSCH CO/IN 03.6500 02/01/2026 | 0.02% |
| APPLE INC 02.0000 05/06/2020 | 0.02% |
| BUCKEYE PARTNERS LP 03.9500 12/01/2026 | 0.02% |
| CENTENE CORP 04.7500 05/15/2022 | 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% |
| CREDIT ACCEPTANC 07.3750 03/15/2023 | 0.02% |
| CROWN CASTLE INTL CORP 03.8000 02/15/2028 | 0.02% |
| ELDORADO RESORTS INC 07.0000 08/01/2023 | 0.02% |
| FREEDOM MTGE CORP P/P 144A 08.2500 04/15/2025 | 0.02% |
| FRONTIER COMM P/P 144A 08.5000 04/01/2026 | 0.02% |
| ICAHN ENTER P/P 144A 04.7500 09/15/2024 | 0.02% |
| ICAHN ENTER/FIN P/P 144A 05.2500 05/15/2027 | 0.02% |
| IMPALA PLATINUM HOLDINGS LTD SEDOL B1FFT76 | 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% |
| L BRANDS INC 06.7500 07/01/2036 | 0.02% |
| LOGAN PROPERTY HOLDINGS CO L SEDOL BH6X937 | 0.02% |
| MAUSER PACKAGING SOL P/P 144A 05.5000 04/15/2024 | 0.02% |
| MGM GROWTH/MGM FINANCE 04.5000 01/15/2028 | 0.02% |
| NOVELIS CORP P/P 144A 04.7500 01/30/2030 | 0.02% |
| OASIS PETROLEUM INC P/P 144A 06.2500 05/01/2026 | 0.02% |
| SABINE PASS LIQUEFACTION 04.2000 03/15/2028 | 0.02% |
| SOLENIS 1STL L+400 05.9086 06/26/2025 | 0.02% |
| STAPLES TL L+500 06.6550 04/12/2026 | 0.02% |
| TOWNSQUARE MEDIA INC P/P 144A 06.5000 04/01/2023 | 0.02% |
| VERTIV INT HOLD CORP P/P 144A 12.0000 02/15/2022 | 0.02% |
| VIACOMCBS INC 04.6000 01/15/2045 | 0.02% |
| VISTRA OPERATION P/P 144A 05.0000 07/31/2027 | 0.02% |
| WMG ACQUISITION CORP P/P 144A 05.0000 08/01/2023 | 0.02% |
| GLOBAL MEDICAL REIT INC SEDOL BSNMBW7 | 0.02% |
| HCA INC 05.5000 06/15/2047 | 0.02% |
| JO-ANN STORES TL L+500 06.6595 10/16/2023 | 0.02% |
| NATIONSTAR MORT/ 06.5000 07/01/2021 | 0.02% |
| PINNACLE WEST CAPITAL SEDOL 2048804 | 0.02% |
| SOLENIS 2NDL L+850 10.8314 06/26/2026 | 0.02% |
| TOYOTA MOTOR CORP SEDOL 6900643 | 0.02% |
| TRIPOD TECHNOLOGY CORP SEDOL 6305721 | 0.02% |
| UNION PACIFIC CORP SEDOL 2914734 | 0.02% |
| WNS HOLDINGS LTD-ADR SEDOL B194GX4 | 0.02% |
| ANTERO RESOURCES FIN 05.1250 12/01/2022 | 0.02% |
| AT&T INC 04.3000 02/15/2030 | 0.02% |
| BROTHER INDUSTRIES LTD SEDOL 6146500 | 0.02% |
| CALIFORNIA RESOURC TL L+475 06.4000 12/31/2022 | 0.02% |
| CELANESE US HOLDINGS LLC 03.5000 05/08/2024 | 0.02% |
| CHEMOURS CO 05.3750 05/15/2027 | 0.02% |
| CHINA MINSHENG BANKING COR-H SEDOL B57JY24 | 0.02% |
| CHUBB LTD SEDOL B3BQMF6 | 0.02% |
| CLICKS GROUP LTD SEDOL 6105578 | 0.02% |
| DEUTSCHE TELEKOM INT FIN USD 08.7500 06/15/2030 | 0.02% |
| GENTING MALAYSIA BHD SEDOL B1VXKN7 | 0.02% |
| LEGRAND FRANCE USD 08.5000 02/15/2025 | 0.02% |
| MSBAM 2013-C12 XA IO 00.7631 10/15/2046 | 0.02% |
| NOVOLIPETSK STEEL PJSC-GDR SEDOL B0RTNX3 | 0.02% |
| SERVICEMASTER GLOBAL HOLDING SEDOL BNG8BF0 | 0.02% |
| TAISHIN FINANCIAL HOLDING SEDOL 6451680 | 0.02% |
| TEKFEN HOLDING AS SEDOL B29D241 | 0.02% |
| ALLERGAN FUNDING SCS USD 03.4500 03/15/2022 | 0.01% |
| BANCO BTG PACTUAL SA-UNIT SEDOL BZBZVC7 | 0.01% |
| BANK OF AMERICA CORP 03.4990 05/17/2022 | 0.01% |
| BOLIDEN AB SEDOL BJV12J7 | 0.01% |
| BRAMBLES LTD SEDOL B1FJ0C0 | 0.01% |
| CHAILEASE HOLDING CO LTD SEDOL B58J1S8 | 0.01% |
| DIAMOND 1 FIN/DIAMON P/P 144A 08.3500 07/15/2046 | 0.01% |
| ENTERPRISE MERG P/P 144A 08.7500 10/15/2026 | 0.01% |
| FIDELITY NATIONAL INFORM 04.2500 05/15/2028 | 0.01% |
| NTT DATA CORP SEDOL 6125639 | 0.01% |
| PARTY CITY HLDG INC P/P 144A 06.1250 08/15/2023 | 0.01% |
| PENSKE TRUCK LE P/P 144A 03.4000 11/15/2026 | 0.01% |
| THALES SA SEDOL 4162791 | 0.01% |
| WASTE MANAGEMENT INC. 04.7500 06/30/2020 | 0.01% |
| ALLERGAN FUNDING SCS USD 03.8000 03/15/2025 | 0.01% |
| BANCO SANTANDER MEXICO SA IN SEDOL BF1FXN2 | 0.01% |
| CNP ASSURANCES SEDOL 5543986 | 0.01% |
| COLGATE-PALMOLIVE CO SEDOL 2209106 | 0.01% |
| DUKE ENERGY CORP 04.2000 06/15/2049 | 0.01% |
| ENBRIDGE INC USD 04.5000 06/10/2044 | 0.01% |
| GEELY AUTOMOBILE HOLDINGS LT SEDOL 6531827 | 0.01% |
| GENERAL MOTORS FINL CO 04.3000 07/13/2025 | 0.01% |
| GRUPO AEROPORTUARIO DEL CENT SEDOL B1KFX13 | 0.01% |
| NATIONSTAR MTG P/P 144A 09.1250 07/15/2026 | 0.01% |
| NETFLIX INC. 05.8750 11/15/2028 | 0.01% |
| PENSKE TRUCK LEASING P/P 144A 03.9000 02/01/2024 | 0.01% |
| PETRONET LNG LTD SEDOL B00KT68 | 0.01% |
| SPRINGLEAF FINANCE CORP 06.6250 01/15/2028 | 0.01% |
| WESTPAC BANKING CORP USD 04.4210 07/24/2039 | 0.01% |
| ABC SUPPLY CO INC P/P 144A 05.8750 05/15/2026 | 0.01% |
| ASCENT RESOURCES/AR P/P 144A 07.0000 11/01/2026 | 0.01% |
| BANK TABUNGAN PENSIUNAN NASI SEDOL BFNBJ41 | 0.01% |
| BAUSCH HLTH COS INC P/P 144A 07.0000 01/15/2028 | 0.01% |
| BBVA ARGENTINA SA-ADR SEDOL BKT4TC7 | 0.01% |
| BEACON ROOFING SUPPL P/P 144A 04.5000 11/15/2026 | 0.01% |
| BERRY GLOBAL INC P/P 144A 05.6250 07/15/2027 | 0.01% |
| BOYD GAMING CORP P/P 144A 04.7500 12/01/2027 | 0.01% |
| BRISTOL-MYERS P/P 144A 03.4000 07/26/2029 | 0.01% |
| BROOKFIELD RESID P/P 144A 06.2500 09/15/2027 | 0.01% |
| CAS 2018-C01 1M2 03.9109 07/25/2030 | 0.01% |
| CLEAN HARBORS INC P/P 144A 05.1250 07/15/2029 | 0.01% |
| COCA-COLA EUROPEAN PARTNERS SEDOL BYQQ3P5 | 0.01% |
| COM7 PCL-F SEDOL BZ2YN49 | 0.01% |
| COMMSCOPE INC P/P 144A 05.5000 03/01/2024 | 0.01% |
| CREDIT ACCEPTANC P/P 144A 05.1250 12/31/2024 | 0.01% |
| DH EUROPE FINANCE II USD 03.4000 11/15/2049 | 0.01% |
| DIAMONDBACK ENERGY INC 03.2500 12/01/2026 | 0.01% |
| FREEPORT-MCMORAN INC 05.4500 03/15/2043 | 0.01% |
| GO DADDY OPCO/FINCO P/P 144A 05.2500 12/01/2027 | 0.01% |
| LIVE NATION ENT P/P 144A 04.8750 11/01/2024 | 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% |
| NETFLIX INC P/P 144A 05.3750 11/15/2029 | 0.01% |
| OASIS PETROLEUM INC 06.8750 03/15/2022 | 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% |
| PETROLEOS MEXICANOS P/P 144A 07.6900 01/23/2050 | 0.01% |
| QUEBECOR MEDIA INC USD 05.7500 01/15/2023 | 0.01% |
| REALOGY GRP / CO P/P 144A 09.3750 04/01/2027 | 0.01% |
| RHB BANK BHD SEDOL 6244675 | 0.01% |
| SCIENTIFIC GAMES P/P 144A 07.0000 05/15/2028 | 0.01% |
| SIRIUS XM RADIO INC. P/P 144A 05.5000 07/01/2029 | 0.01% |
| SPECTRUM BRANDS INC P/P 144A 05.0000 10/01/2029 | 0.01% |
| STACR 2019-DNA1 M2 04.3109 01/25/2049 | 0.01% |
| T-MOBILE USA INC 06.3750 03/01/2025 | 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% |
| USD/JPY PUT 107.00 20200417 JPMCB | 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% |
| 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% |
| 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% |
| CAS 2017-C01 1EB1 02.9109 07/25/2029 | 0.01% |
| CHEMOURS CO 07.0000 05/15/2025 | 0.01% |
| CPG INTL TL L+375 05.9333 05/05/2024 | 0.01% |
| FRAC TECH INTL TLB L+475 06.3953 04/16/2021 | 0.01% |
| GENTING BHD SEDOL B1VXJL8 | 0.01% |
| GFL ENVIRONMENTAL TLB L+300 04.6453 05/31/2025 | 0.01% |
| HOLLY PAR/FIN P/P 144A 05.0000 02/01/2028 | 0.01% |
| INDOFOOD SUKSES MAKMUR TBK P SEDOL 6283979 | 0.01% |
| LEVEL 3 FINANCING INC 05.6250 02/01/2023 | 0.01% |
| LIONS GATE CAP HOLD P/P 144A 06.3750 02/01/2024 | 0.01% |
| MALLINCKRODT FIN/SB P/P 144A 10.0000 04/15/2025 | 0.01% |
| MICROSOFT CORP 02.4000 02/06/2022 | 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% |
| NATIONSTAR MTG P/P 144A 06.0000 01/15/2027 | 0.01% |
| NOMURA REAL ESTATE HOLDINGS SEDOL B1CWJM5 | 0.01% |
| ORTHO-CLINICAL P/P 144A 07.2500 02/01/2028 | 0.01% |
| RACKSPACE HOSTING INC L+300 04.7632 11/03/2023 | 0.01% |
| REPUBLIC OF VENEZUELA REGS 08.2500 10/13/2024 | 0.01% |
| SEVERSTAL PJSC SEDOL B0561N2 | 0.01% |
| STACR 2019-HQA1 M2 04.0109 02/25/2049 | 0.01% |
| TRONOX INC P/P 144A 06.5000 04/15/2026 | 0.01% |
| USD/JPY PUT 107.00 20200413 UBS | 0.01% |
| WPX ENERGY INC 04.5000 01/15/2030 | 0.01% |
| AMC ENT HOLDIN 05.8750 11/15/2026 | 0.01% |
| CAS 2015-C02 1M2 05.6609 05/25/2025 | 0.01% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 CS | 0.01% |
| COLONY CAPITAL INC SEDOL BG5QFV0 | 0.01% |
| FORD OTOMOTIV SEDOL B03MSR5 | 0.01% |
| HM SAMPOERNA TBK PT SEDOL 6404242 | 0.01% |
| NUTRIEN LTD USD 05.2500 01/15/2045 | 0.01% |
| PETROLEOS DE VEN P/P 144A 06.0000 11/15/2026 | 0.01% |
| SEAZEN HOLDINGS CO 144A/REGS WARRANT 04/17/2020 | 0.01% |
| SM ENERGY CO 06.7500 09/15/2026 | 0.01% |
| ALIMEN COUCHE P/P 144A 02.9500 01/25/2030 | 0.01% |
| BANCO DE CHILE-ADR SEDOL 2834252 | 0.01% |
| BANCO SANTANDER-CHILE-ADR SEDOL 2136646 | 0.01% |
| BERKSHIRE HATHAWAY FIN 04.2500 01/15/2021 | 0.01% |
| ENERGY TRANSFER OPERATNG 06.1250 12/15/2045 | 0.01% |
| FIDELITY NATIONAL INFORM 03.0000 08/15/2026 | 0.01% |
| HEALTHPEAK PROPERTIES INC SEDOL BJBLRK3 | 0.01% |
| PORSCHE AUTOMOBIL HLDG-PRF SEDOL 7101069 | 0.01% |
| THE BANK OF NOVA SCOTIA USD 02.7000 03/07/2022 | 0.01% |
| BANK OF MONTREAL USD 03.8030 12/15/2032 | 0.01% |
| BERKSHIRE HATHAWAY ENERG 06.1250 04/01/2036 | 0.01% |
| BMW US CAPITAL LLC P/P 144A 03.4000 08/13/2021 | 0.01% |
| CHAROEN POKPHAND FOOD-FORGN SEDOL B5L2DG6 | 0.01% |
| CISCO SYSTEMS INC 05.9000 02/15/2039 | 0.01% |
| IOS.FN30.350.12 R USL1M P 01/12/43 BC | 0.01% |
| KLEPIERRE SEDOL 7582556 | 0.01% |
| SAO MARTINHO SA SEDOL B1P3R43 | 0.01% |
| SIME DARBY BERHAD SEDOL B29TTR1 | 0.01% |
| SUN ART RETAIL GROUP LTD SEDOL B3MPN59 | 0.01% |
| VMWARE INC 03.9000 08/21/2027 | 0.01% |
| AUD/USD 04/15/2020 UBS | 0.01% |
| FEDERAL GRID CO UNIFIED ENER SEDOL B39RR67 | 0.01% |
| FENG TAY ENTERPRISE CO LTD SEDOL 6336055 | 0.01% |
| GUANGZHOU BAIYUNSHAN PHARM-H SEDOL 6084387 | 0.01% |
| JPMORGAN CHASE & CO 06.1000 02/01/2049 | 0.01% |
| KT CORP SEDOL 6505316 | 0.01% |
| POU CHEN SEDOL 6696157 | 0.01% |
| REPUBLIC OF VENEZUELA REGS 09.0000 05/07/2023 | 0.01% |
| SEK/USD 03/18/2020 SSBT | 0.01% |
| SEKISUI HOUSE LTD SEDOL 6793906 | 0.01% |
| VIACOMCBS INC 04.0000 01/15/2026 | 0.01% |
| YDUQS PART SEDOL BJGV3C2 | 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 04/15/2020 SSBT | 0.01% |
| BGC PARTNERS INC 05.1250 05/27/2021 | 0.01% |
| BOMBARDIER INC P/P 144A 08.7500 12/01/2021 | 0.01% |
| CHATHAM LODGING TRUST SEDOL B5LYMC1 | 0.01% |
| COMCAST CORP 02.3500 01/15/2027 | 0.01% |
| COMCAST CORP 03.1500 03/01/2026 | 0.01% |
| CPURNSA R 1.765 P 10/01/29 | 0.01% |
| CPURNSA R 1.79 P 09/09/29 | 0.01% |
| CROWN CASTLE INTL CORP 04.8750 04/15/2022 | 0.01% |
| EAGLE HLDG CO II LLC P/P 144A 07.7500 05/15/2022 | 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% |
| FERGUSON PLC SEDOL BJVNSS4 | 0.01% |
| GARDA WORLD SECURITY P/P 144A 04.6250 02/15/2027 | 0.01% |
| GBP/USD 03/18/2020 JPMCB | 0.01% |
| GENERAL MOTORS FINL CO 04.0000 01/15/2025 | 0.01% |
| GLOBAL PAYMENTS INC 04.0000 06/01/2023 | 0.01% |
| INSTALLED BUILDI P/P 144A 05.7500 02/01/2028 | 0.01% |
| LIVE NATION ENT P/P 144A 04.7500 10/15/2027 | 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% |
| OASIS PETROLEUM INC CV 02.6250 09/15/2023 | 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% |
| PRESTIGE BRANDS INC P/P 144A 05.1250 01/15/2028 | 0.01% |
| PULTEGROUP INC 05.5000 03/01/2026 | 0.01% |
| TARGA RES PRTNRS P/P 144A 05.5000 03/01/2030 | 0.01% |
| THE SHERWIN-WILLIAMS COMPANY 02.7500 06/01/2022 | 0.01% |
| TRANSDIGM INC 06.5000 05/15/2025 | 0.01% |
| UNITED TECHNOLOGIES CORP 04.1250 11/16/2028 | 0.01% |
| BUCKEYE PARTNERS LP 05.8500 11/15/2043 | 0.00% |
| CIA CERVECERIAS UNI-SPON ADR SEDOL 2217596 | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 JP | 0.00% |
| EUR/USD 03/18/2020 HSBCB | 0.00% |
| HSBC HOLDINGS PLC SEDOL 0540528 | 0.00% |
| KOREA INVESTMENT HOLDINGS CO SEDOL 6654586 | 0.00% |
| QUALITAS CONTROLADORA SAB CV SEDOL BYMXF65 | 0.00% |
| SM ENERGY CO 06.6250 01/15/2027 | 0.00% |
| TECO ELECTRIC & MACHINERY SEDOL 6879851 | 0.00% |
| TITAN ACQ LTD P/P 144A 07.7500 04/15/2026 | 0.00% |
| US BANCORP 02.6250 01/24/2022 | 0.00% |
| ANTERO MIDSTREAM P/P 144A 05.7500 01/15/2028 | 0.00% |
| BANK OF CHINA LTD-H SEDOL B154564 | 0.00% |
| CALIFORNIA RESOURCES P/P 144A 08.0000 12/15/2022 | 0.00% |
| COMMUNITY HEALTHCARE TRUST I SEDOL BXC87C3 | 0.00% |
| GBP/USD CALL 1.335 20200402 BCAP-FX | 0.00% |
| GBP/USD CALL 1.335 20200407 CITI | 0.00% |
| GBP/USD CALL 1.335 20200407 UBS | 0.00% |
| MALAYSIA AIRPORTS HLDGS BHD SEDOL 6188193 | 0.00% |
| NESTLE (MALAYSIA) BERHAD SEDOL 6629335 | 0.00% |
| NOK/USD 03/18/2020 BCAP-FX | 0.00% |
| PLDT INC SEDOL BDGN274 | 0.00% |
| SEK/USD 03/18/2020 BANKAM | 0.00% |
| AIRASIA GROUP BHD SEDOL B03J9L7 | 0.00% |
| BMW US CAPITAL LLC P/P 144A 03.9500 08/14/2028 | 0.00% |
| CAD/USD 04/15/2020 SSBT | 0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 JP | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | 0.00% |
| CPURNSA R 1.858 P 04/07/26 | 0.00% |
| EUR/USD 03/18/2020 BANKAM | 0.00% |
| MANILA ELECTRIC COMPANY SEDOL B247XZ6 | 0.00% |
| NOK/USD 03/18/2020 SSBT | 0.00% |
| PETRONAS GAS BHD SEDOL 6703972 | 0.00% |
| WESTPORTS HOLDINGS BHD SEDOL BDFM1K8 | 0.00% |
| ALLY FINANCIAL INC 03.8750 05/21/2024 | 0.00% |
| ASTRO MALAYSIA SEDOL B7W5GK3 | 0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS | 0.00% |
| GBP/USD 03/18/2020 BANKAM | 0.00% |
| GBP/USD 03/18/2020 RBSF | 0.00% |
| GLENCORE PLC SEDOL B4T3BW6 | 0.00% |
| INCEPTION MRGR/RACK P/P 144A 08.6250 11/15/2024 | 0.00% |
| NINE POINT ENERGY CNV PRF | 0.00% |
| NOK/USD 03/18/2020 HSBCB | 0.00% |
| NZD/USD 04/15/2020 GSFX | 0.00% |
| ROYAL BANK OF CANADA USD 02.8000 04/29/2022 | 0.00% |
| TRANSOCEAN INC P/P 144A 09.0000 07/15/2023 | 0.00% |
| USD/JPY PUT 101.00 20200413 UBS | 0.00% |
| USD/JPY PUT 101.00 20200417 JPMCB | 0.00% |
| ADVANZ PHARMA CORP LTD SEDOL BG0RYR7 | 0.00% |
| AUD/USD 04/15/2020 BCAP-FX | 0.00% |
| CAD/USD 04/15/2020 BANKAM | 0.00% |
| CAD/USD 04/15/2020 TDBK | 0.00% |
| CHS/COMMUNITY HEALT P/P 144A 08.1250 06/30/2024 | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.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.10 2059-11-17 500.0 11/17/2059 CS | 0.00% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CS | 0.00% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 ML | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.00% |
| CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 JP | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 ML | 0.00% |
| EUR/USD 03/18/2020 UBS | 0.00% |
| GBP/USD 03/18/2020 BCAP-FX | 0.00% |
| JPY/USD 02/19/2020 UBS | 0.00% |
| NINE POINT ENERGY COM | 0.00% |
| NOK/USD 03/18/2020 GSFX | 0.00% |
| NZD/USD 04/15/2020 BCAP-FX | 0.00% |
| NZD/USD 04/15/2020 JPMCB | 0.00% |
| SEK/USD 03/18/2020 BCAP-FX | 0.00% |
| SEK/USD 03/18/2020 JPMCB | 0.00% |
| SEK/USD 03/18/2020 TDBK | 0.00% |
| SEK/USD 03/18/2020 UBS | 0.00% |
| SGD/USD 02/19/2020 JPMCB | 0.00% |
| AUD/USD 04/15/2020 GSFX | 0.00% |
| CAD/USD 04/15/2020 RBSF | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 JP | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 JP | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 ML | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 MS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 MS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 MS | 0.00% |
| CMB CMBX.NA.A.7 2047-01-17 200.0 01/17/2047 CG | 0.00% |
| CMB CMBX.NA.A.7 2047-01-17 200.0 01/17/2047 CS | 0.00% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CG | 0.00% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CG | 0.00% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CS | 0.00% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 MS | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 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 ML | 0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CG | 0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CG | 0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CG | 0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CG | 0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CG | 0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CS | 0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS | 0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS | 0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 JP | 0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 MS | 0.00% |
| CMB CMBX.NA.BB.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 CG | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 JP | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 JP | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 ML | 0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 CG | 0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 CS | 0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 JP | 0.00% |
| CNH/USD 05/20/2020 BANKAM | 0.00% |
| CNH/USD 05/20/2020 GSFX | 0.00% |
| DKK/USD 03/18/2020 CITI | 0.00% |
| ESC SEVENTYSEVENERG 06.5000 07/15/2022 | 0.00% |
| EUR/NOK PUT 9.60 20200406 GSFX | 0.00% |
| EUR/USD 03/18/2020 CSI-FX | 0.00% |
| EUR/USD 03/18/2020 RBSF | 0.00% |
| EUR/USD 03/18/2020 TDBK | 0.00% |
| EUR/USD 03/18/2020 WPAC | 0.00% |
| FEDL01 P ISWP SOFRRATE R 12/05/2020 | 0.00% |
| GBP/USD 03/18/2020 WPAC | 0.00% |
| GLOW ENERGY PCL - FOREIGN SEDOL B074GX9 | 0.00% |
| HKD/USD 05/20/2020 BANKAM | 0.00% |
| HKD/USD 05/20/2020 HSBCB | 0.00% |
| HKD/USD 05/20/2020 SSBT | 0.00% |
| HKD/USD 05/20/2020 TDBK | 0.00% |
| HKD/USD 05/20/2020 UBS | 0.00% |
| ILS/USD 04/16/2020 SSBT | 0.00% |
| JPY/USD 02/19/2020 BANKAM | 0.00% |
| JPY/USD 02/19/2020 CITI | 0.00% |
| JPY/USD 02/19/2020 GSFX | 0.00% |
| JPY/USD 02/19/2020 HSBCB | 0.00% |
| JPY/USD 02/19/2020 RBSF | 0.00% |
| JPY/USD 02/19/2020 SSBT | 0.00% |
| JPY/USD 02/19/2020 WPAC | 0.00% |
| MXN/USD 04/15/2020 BANKAM | 0.00% |
| MXN/USD 04/15/2020 CITI | 0.00% |
| MXN/USD 04/15/2020 UBS | 0.00% |
| NOK/USD 03/18/2020 CITI | 0.00% |
| NOK/USD 03/18/2020 JPMCB | 0.00% |
| NOK/USD 03/18/2020 UBS | 0.00% |
| NZD/USD 04/15/2020 WPAC | 0.00% |
| SEK/USD 03/18/2020 GSFX | 0.00% |
| SEK/USD 03/18/2020 HSBCB | 0.00% |
| SGD/USD 05/20/2020 JPMCB | 0.00% |
| SPY 20200131 C 333.00CITI | 0.00% |
| TERVITA CORP SEDOL BD1DCC4 | 0.00% |
| TWD/USD 05/20/2020 BANKAM | 0.00% |
| AUD/USD 04/15/2020 CSI-FX | -0.00% |
| AUD/USD 04/15/2020 RBSF | -0.00% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 JP | -0.00% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 JP | -0.00% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 JP | -0.00% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 MS | -0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CG | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| GBP/USD 03/18/2020 UBS | -0.00% |
| NOK/USD 03/18/2020 RBSF | -0.00% |
| NZD/USD 04/15/2020 RBSF | -0.00% |
| SPY 20200214 C 341.50CITI | -0.00% |
| TWD/USD 05/20/2020 GSFX | -0.00% |
| 1.625 R ISWP FWD US0003M P 03/18/2025 | -0.00% |
| AUD/USD 04/15/2020 JPMCB | -0.00% |
| CMB CMBX.NA.A.7 2047-01-17 200.0 01/17/2047 JP | -0.00% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 CG | -0.00% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 MS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| GBP/USD 03/18/2020 GSFX | -0.00% |
| GBP/USD 03/18/2020 HSBCB | -0.00% |
| GBP/USD CALL 1.365 20200402 BCAP-FX | -0.00% |
| GBP/USD CALL 1.365 20200407 CITI | -0.00% |
| GBP/USD CALL 1.365 20200407 UBS | -0.00% |
| CAD/USD 04/15/2020 JPMCB | -0.00% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 CG | -0.00% |
| EUR/USD 03/18/2020 SSBT | -0.00% |
| GBP/USD 03/18/2020 SSBT | -0.00% |
| HKD/USD 02/19/2020 BCAP-FX | -0.00% |
| JPY/USD 02/19/2020 JPMCB | -0.00% |
| NZD/USD 04/15/2020 SSBT | -0.00% |
| NZD/USD 04/15/2020 UBS | -0.00% |
| CAD/USD 04/15/2020 WPAC | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 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.BBB-.6 2063-05-11 300.0 05/11/2063 JP | -0.01% |
| USD/JPY PUT 104.00 20200413 UBS | -0.01% |
| USD/JPY PUT 104.00 20200417 JPMCB | -0.01% |
| AUD/USD 04/15/2020 BANKAM | -0.01% |
| CHF/USD 03/18/2020 JPMCB | -0.01% |
| RUB/USD 03/18/2020 GSFX | -0.01% |
| 1.60 R ISWP FWD US0003M P 03/18/2022 | -0.01% |
| CPURNSA R 1.875 P 07/08/29 | -0.01% |
| EUR/USD 03/18/2020 JPMCB | -0.02% |
| CPURNSA R 1.92 P 08/07/25 | -0.03% |
| CPURNSA R 2.308 P 12/05/26 | -0.03% |
| CPURNSA R 2.138 P 03/07/29 | -0.04% |
| CPURNSA R 2.099 P 02/07/29 | -0.05% |
| CPURNSA R 2.3075 P 04/06/28 | -0.09% |
| CPURNSA R 2.1438 P 11/07/27 | -0.12% |
| CPURNSA R 2.3875 P 07/09/28 | -0.12% |
| IOS.FN30.400.10 P USL1M R 01/12/41 JP | -0.23% |
| CDX CDX.EM.32 100.0 12/20/2024 | -0.32% |
| CDX CDX.NA.HY.33 500.0 12/20/2024 | -0.39% |
| CPURNSA R 2.356 P 07/02/28 | -0.40% |
| CPURNSA R 2.76 P 01/09/23 | -0.42% |
| RU10INTR P US0003M R 11/25/20 CI | -4.54% |
| S&P500 EMINI FUT MAR20 ESH0 | -7.46% |
| RU10INTR P US0003M R 06/20/23 BA | -15.87% |
| MLFCF15 R US0003M P 06/20/23 BA | 15.46% |
|---|---|
| JPN 10Y BOND(OSE) MAR20 JBH0 | 12.48% |
| CGPUTQL2 R US0003M P 11/25/20 CI | 5.16% |
| EURO-BUND FUTURE MAR20 RXH0 | 4.05% |
| US 10YR NOTE (CBT)MAR20 TYH0 | 3.86% |
| US 2YR NOTE (CBT) MAR20 TUH0 | 3.60% |
| US 5YR NOTE (CBT) MAR20 FVH0 | 3.30% |
| LONG GILT FUTURE MAR20 G H0 | 3.30% |
| EURO-BOBL FUTURE MAR20 OEH0 | 3.01% |
| S&P GSCI TOTAL RETURN 3X 144A NOTE 01/27/2020 | 2.64% |
| EURO BUXL 30Y BND MAR20 UBH0 | 2.48% |
| FNMA FN30 TBA UMBS 04.0000 01/01/2050 | 2.32% |
| GNMA GII30 TBA 03.5000 01/01/2050 | 2.30% |
| EURO-SCHATZ FUT MAR20 DUH0 | 2.24% |
| S&P GSCI 3 MONTH FORWARD TR 3X NOTE 10/5/2020 | 1.76% |
| E-MINI RUSS 2000 MAR20 RTYH0 | 1.49% |
| US ULTRA BOND CBT MAR20 WNH0 | 1.42% |
| TREASURY BILL 00.0000 05/21/2020 | 1.36% |
| TREASURY BILL 00.0000 06/11/2020 | 1.34% |
| FNMA FN30 TBA UMBS 06.0000 01/01/2050 | 1.22% |
| FNMA FN15 TBA UMBS 03.0000 01/01/2035 | 1.14% |
| FNMA FN30 TBA UMBS 03.0000 01/01/2050 | 1.13% |
| S&P GSCI TOTAL RETURN CME 3X 144A NOTE 12/8/2020 | 1.11% |
| FNMA FN30 FM1521 UMBS 04.0000 05/01/2049 | 1.10% |
| APPLE INC SEDOL 2046251 | 0.93% |
| JPMORGAN CHASE & CO SEDOL 2190385 | 0.90% |
| US LONG BOND(CBT) MAR20 USH0 | 0.87% |
| ALPHABET INC-CL A SEDOL BYVY8G0 | 0.83% |
| MICROSOFT CORP SEDOL 2588173 | 0.79% |
| VERIZON COMMUNICATIONS INC SEDOL 2090571 | 0.74% |
| MEDTRONIC PLC SEDOL BTN1Y11 | 0.64% |
| HONEYWELL INTERNATIONAL INC SEDOL 2020459 | 0.61% |
| TEXAS INSTRUMENTS INC SEDOL 2885409 | 0.60% |
| TJX COMPANIES INC SEDOL 2989301 | 0.58% |
| FIDELITY NATIONAL INFO SERV SEDOL 2769796 | 0.58% |
| STARBUCKS CORP SEDOL 2842255 | 0.57% |
| LOCKHEED MARTIN CORP SEDOL 2522096 | 0.57% |
| US BANCORP SEDOL 2736035 | 0.55% |
| AUTOMATIC DATA PROCESSING SEDOL 2065308 | 0.55% |
| MONDELEZ INTERNATIONAL INC-A SEDOL B8CKK03 | 0.54% |
| SYSCO CORP SEDOL 2868165 | 0.51% |
| S&P GSCI TOT RETURN INDX 3X NOTE 07/27/2020 | 0.51% |
| INTUIT INC SEDOL 2459020 | 0.51% |
| KINDER MORGAN INC SEDOL B3NQ4P8 | 0.50% |
| WALT DISNEY CO/THE SEDOL 2270726 | 0.50% |
| JOHNSON & JOHNSON SEDOL 2475833 | 0.47% |
| ALLSTATE CORP SEDOL 2019952 | 0.46% |
| EXELON CORP SEDOL 2670519 | 0.45% |
| ANNALY CAPITAL MANAGEMENT IN SEDOL 2113456 | 0.43% |
| WASTE MANAGEMENT INC SEDOL 2937667 | 0.41% |
| DTE ENERGY COMPANY SEDOL 2280220 | 0.41% |
| INTERCONTINENTAL EXCHANGE IN SEDOL BFSSDS9 | 0.40% |
| LEIDOS HOLDINGS INC SEDOL BDV82B8 | 0.40% |
| OMNICOM GROUP SEDOL 2279303 | 0.40% |
| EXXON MOBIL CORP SEDOL 2326618 | 0.39% |
| COGNIZANT TECH SOLUTIONS-A SEDOL 2257019 | 0.38% |
| AMAZON.COM INC SEDOL 2000019 | 0.38% |
| VICI PROPERTIES INC SEDOL BYWH073 | 0.37% |
| COMMONWEALTH BK AUST P/P 144A 02.2000 11/09/2020 | 0.37% |
| CISCO SYSTEMS INC SEDOL 2198163 | 0.36% |
| ROSS STORES INC SEDOL 2746711 | 0.34% |
| TREASURY BILL 00.0000 03/12/2020 | 0.33% |
| BAXTER INTERNATIONAL INC SEDOL 2085102 | 0.33% |
| HERSHEY CO/THE SEDOL 2422806 | 0.33% |
| MERCK & CO. INC. SEDOL 2778844 | 0.33% |
| PFIZER INC SEDOL 2684703 | 0.32% |
| SKANDINAVISKA ENSKIL P/P 144A 02.6250 11/17/2020 | 0.30% |
| EBAY INC SEDOL 2293819 | 0.30% |
| DELTA AIR LINES INC SEDOL B1W9D46 | 0.30% |
| GARMIN LTD SEDOL B3Z5T14 | 0.30% |
| AGNC INVESTMENT CORP SEDOL BYYHJL8 | 0.30% |
| PROCTER & GAMBLE CO/THE SEDOL 2704407 | 0.29% |
| TAKE-TWO INTERACTIVE SOFTWRE SEDOL 2122117 | 0.29% |
| INGERSOLL-RAND PLC SEDOL B633030 | 0.29% |
| SAMSUNG ELECTRONICS CO LTD SEDOL 6771720 | 0.29% |
| VORNADO REALTY TRUST SEDOL 2933632 | 0.29% |
| WESTERN UNION CO SEDOL B1F76F9 | 0.29% |
| EQUITY RESIDENTIAL TR REIT | 0.28% |
| NATIONAL AUSTRALIA BK/NY 02.5000 01/12/2021 | 0.28% |
| AUTOZONE INC SEDOL 2065955 | 0.28% |
| CHARTER COMMUNICATIONS INC-A SEDOL BZ6VT82 | 0.28% |
| SIEMENS FINANCIERING P/P 144A 02.2000 03/16/2020 | 0.28% |
| BANQUE FED CRED MUTU P/P 144A 02.2000 07/20/2020 | 0.27% |
| ROCHE HOLDING AG-GENUSSCHEIN SEDOL 7110388 | 0.27% |
| AMGEN INC SEDOL 2023607 | 0.26% |
| OCCIDENTAL PETROLEUM CORP SEDOL 2655408 | 0.26% |
| BANK OF AMERICA CORP 06.1100 01/29/2037 | 0.26% |
| HOLOGIC INC SEDOL 2433530 | 0.25% |
| F5 NETWORKS INC SEDOL 2427599 | 0.25% |
| EQUINIX INC SEDOL BVLZX12 | 0.25% |
| NOVARTIS AG-REG SEDOL 7103065 | 0.25% |
| REPUBLIC OF INDONESIA REGS 04.7500 01/08/2026 | 0.25% |
| LLOYDS BANKING GROUP PLC USD 07.5000 04/30/2049 | 0.25% |
| JUNIPER NETWORKS INC SEDOL 2431846 | 0.24% |
| IOS.FN30.400.10 R USL1M P 01/12/41 BC | 0.24% |
| PEPSICO INC SEDOL 2681511 | 0.24% |
| SYNOPSYS INC SEDOL 2867719 | 0.24% |
| AMERICAN ELECTRIC POWER SEDOL 2026242 | 0.23% |
| UBS GROUP AG P/P 144A 03.4910 05/23/2023 | 0.23% |
| GAMING AND LEISURE PROPERTIE SEDOL BFPK4S5 | 0.23% |
| COCA-COLA CO/THE SEDOL 2206657 | 0.22% |
| UBS AG LONDON P/P 144A 02.2000 06/08/2020 | 0.22% |
| IHS MARKIT LTD P/P 144A 04.7500 02/15/2025 | 0.22% |
| ELI LILLY & CO SEDOL 2516152 | 0.21% |
| NEW RESIDENTIAL INVESTMENT SEDOL BRJ9GW0 | 0.21% |
| CCO HOLDINGS LLC P/P 144A 05.3750 06/01/2029 | 0.21% |
| BRISTOL-MYERS SQUIBB CO SEDOL 2126335 | 0.21% |
| LOEWS CORP SEDOL 2523022 | 0.21% |
| CAMDEN PROPERTY TRUST SEDOL 2166320 | 0.20% |
| TELEDYNE TECHNOLOGIES INC SEDOL 2503477 | 0.20% |
| ALLY FINANCIAL INC 08.0000 11/01/2031 | 0.20% |
| QIAGEN N.V. SEDOL BYXS688 | 0.19% |
| FACEBOOK INC-CLASS A SEDOL B7TL820 | 0.19% |
| BERRY GLOBAL GROUP INC SEDOL B8BR3H3 | 0.19% |
| CAS 2015-C04 1M2 07.4920 04/25/2028 | 0.18% |
| NOVO NORDISK A/S-B SEDOL BHC8X90 | 0.18% |
| MAXIM INTEGRATED PRODUCTS SEDOL 2573760 | 0.18% |
| SPST 2018-8 A 02.4799 02/24/2020 | 0.18% |
| ALIBABA GROUP HOLDING-SP ADR SEDOL BP41ZD1 | 0.18% |
| ALLIANZ SE-REG SEDOL 5231485 | 0.18% |
| CADENCE DESIGN SYS INC SEDOL 2302232 | 0.18% |
| SONY CORP SEDOL 6821506 | 0.17% |
| SIMON PROPERTY GROUP INC SEDOL 2812452 | 0.17% |
| JPMORGAN CHASE & CO 03.9640 11/15/2048 | 0.17% |
| TAIWAN SEMICONDUCTOR-SP ADR SEDOL 2113382 | 0.17% |
| AVALONBAY COMMUNITIES INC SEDOL 2131179 | 0.17% |
| DIAMOND 1 FIN/DIAM P/P 144A 06.0200 06/15/2026 | 0.17% |
| US FOODS HOLDING CORP SEDOL BYVFC94 | 0.17% |
| WESTPAC BANKING CORP USD 02.1500 03/06/2020 | 0.17% |
| DXC TECHNOLOGY CO SEDOL BYXD7B3 | 0.16% |
| CWALT 2006-OA7 1A2 03.1795 06/25/2046 | 0.16% |
| LNSTR 2015-3 B P/P 144A 03.1494 04/20/2048 | 0.16% |
| REPUBLIC SERVICES INC SEDOL 2262530 | 0.16% |
| AES CORP/THE 05.5000 04/15/2025 | 0.16% |
| CABOT OIL & GAS CORP | 0.16% |
| STARWOOD PROPERTY TRUST INC SEDOL B3PQ520 | 0.16% |
| BIOGEN INC SEDOL 2455965 | 0.16% |
| LABORATORY CRP OF AMER HLDGS SEDOL 2586122 | 0.16% |
| UNILEVER NV SEDOL B1527V7 | 0.16% |
| PROLOGIS INC SEDOL B44WZD7 | 0.16% |
| RIO TINTO PLC SEDOL 0718875 | 0.16% |
| BNP PARIBAS SEDOL 7309681 | 0.15% |
| ZOETIS INC SEDOL B95WG16 | 0.15% |
| ROYAL DUTCH SHELL PLC-B SHS SEDOL B03MM40 | 0.15% |
| ENEL SPA SEDOL 7144569 | 0.15% |
| AMDOCS LTD SEDOL 2256908 | 0.15% |
| ENERGY TRANSFER OPERA 05.8750 01/15/2024 | 0.15% |
| GENPACT LTD SEDOL B23DBK6 | 0.15% |
| KDDI CORP SEDOL 6248990 | 0.15% |
| CSMC 2016-NXSR C 04.3596 12/15/2049 | 0.14% |
| EQUITY LIFESTYLE PROPERTIES SEDOL 2563125 | 0.14% |
| TENCENT HOLDINGS LTD SEDOL BMMV2K8 | 0.14% |
| CHEVRON CORP | 0.14% |
| DOMINICAN REPUBLIC REGS 05.9500 01/25/2027 | 0.14% |
| KERING SEDOL 5505072 | 0.14% |
| UNITED MEXICAN STATES USD 05.5500 01/21/2045 | 0.14% |
| NESTLE SA-REG SEDOL 7123870 | 0.14% |
| KONINKLIJKE PHILIPS NV SEDOL 5986622 | 0.14% |
| DUKE REALTY CORP SEDOL 2284084 | 0.14% |
| EXXON MOBIL CORPORATION 02.2220 03/01/2021 | 0.14% |
| SUMITOMO MITSUI FINANCIAL GR SEDOL 6563024 | 0.14% |
| HOYA CORP SEDOL 6441506 | 0.14% |
| LEGAL & GENERAL GROUP PLC SEDOL 0560399 | 0.14% |
| UNILEVER PLC SEDOL B10RZP7 | 0.14% |
| ECOLAB INC SEDOL 2304227 | 0.14% |
| HILTON WORLDWIDE FIN LLC 04.8750 04/01/2027 | 0.14% |
| HITACHI LTD SEDOL 6429104 | 0.14% |
| NINTENDO CO LTD SEDOL 6639550 | 0.14% |
| SIRIUS XM RADIO INC P/P 144A 05.0000 08/01/2027 | 0.14% |
| BLACK KNIGHT INC SEDOL BDG75V1 | 0.13% |
| JPMBB 2014-C22 C 04.5566 09/15/2047 | 0.13% |
| QUEST DIAGNOSTICS INC SEDOL 2702791 | 0.13% |
| AXALTA COATING SYSTEMS LTD SEDOL BSFWCF5 | 0.13% |
| CRH PLC SEDOL 4182249 | 0.13% |
| VERIZON COMM 04.3290 09/21/2028 | 0.13% |
| CIT GROUP INC. 05.2500 03/07/2025 | 0.13% |
| CSC HOLDINGS LLC 05.2500 06/01/2024 | 0.13% |
| PING AN INSURANCE GROUP CO-H SEDOL B01FLR7 | 0.13% |
| TOTAL CAPITAL INTL SA USD 02.7500 06/19/2021 | 0.13% |
| HEICO CORP SEDOL 2419217 | 0.13% |
| SANDVIK AB SEDOL B1VQ252 | 0.13% |
| DEUTSCHE POST AG-REG SEDOL 4617859 | 0.13% |
| ESSEX PROPERTY TRUST INC SEDOL 2316619 | 0.13% |
| PAYCHEX INC SEDOL 2674458 | 0.13% |
| BANCO BILBAO VIZCAYA ARGENTA SEDOL 5501906 | 0.13% |
| IVORY COAST REGS 05.2500 03/22/2030 | 0.13% |
| PUBLIC STORAGE SEDOL 2852533 | 0.13% |
| UNITED TECHNOLOGIES CORP 01.9000 05/04/2020 | 0.13% |
| WALT DISNEY COMPANY 07.7500 12/01/2045 | 0.13% |
| FEDERATIVE REP OF BRAZIL USD 05.6250 01/07/2041 | 0.12% |
| PETROLEOS MEXICANOS USD 06.5000 03/13/2027 | 0.12% |
| AMERICAN HOME 4 RENT SEDOL BCF5RR9 | 0.12% |
| ITOCHU CORP SEDOL 6467803 | 0.12% |
| LAMB WESTON HOLDINGS P/P 144A 04.8750 11/01/2026 | 0.12% |
| PARTNERS GROUP HOLDING AG SEDOL B119QG0 | 0.12% |
| SHIONOGI & CO LTD SEDOL 6804682 | 0.12% |
| SPRINT CORP 07.2500 09/15/2021 | 0.12% |
| ABBVIE INC SEDOL B92SR70 | 0.12% |
| ERAC USA FINANCE LLC P/P 144A 07.0000 10/15/2037 | 0.12% |
| INTERPUBLIC GROUP COS 04.6500 10/01/2028 | 0.12% |
| SPY 20201218 P 275.00JPMCB | 0.12% |
| GOLDMAN SACHS GROUP INC 02.6000 12/27/2020 | 0.12% |
| MICROSOFT CORP 03.7000 08/08/2046 | 0.12% |
| ASHTEAD GROUP PLC SEDOL 0053673 | 0.12% |
| ASTELLAS PHARMA INC SEDOL 6985383 | 0.12% |
| CSC HOLDINGS LLC 06.7500 11/15/2021 | 0.12% |
| WOOLWORTHS GROUP LTD SEDOL 6981239 | 0.12% |
| ALLISON TRANSMISSION HOLDING SEDOL B4PZ892 | 0.12% |
| VIDEOTRON LTD / LTEE P/P 144A 05.1250 04/15/2027 | 0.12% |
| WOLTERS KLUWER SEDOL 5671519 | 0.12% |
| CHEMED CORP SEDOL 2190084 | 0.12% |
| NEWMARKET CORP SEDOL B01CGF1 | 0.12% |
| AVIVA PLC SEDOL 0216238 | 0.12% |
| CK ASSET HOLDINGS LTD SEDOL BYZQ077 | 0.12% |
| DEUTSCHE TELEKOM AG-REG SEDOL 5842359 | 0.12% |
| CHIMERA INVESTMENT CORP SEDOL BVZCNC0 | 0.12% |
| DBUBS 2011-LC3A D P/P 144A 05.3343 08/10/2044 | 0.12% |
| KLA CORP SEDOL 2480138 | 0.12% |
| MSC 2012-C4 C P/P 144A 05.4193 03/15/2045 | 0.12% |
| RELIANCE STEEL & ALUMINUM SEDOL 2729068 | 0.12% |
| JPMBB 2014-C22 XA IO 00.8515 09/15/2047 | 0.11% |
| HOST HOTELS & RESORTS INC SEDOL 2567503 | 0.11% |
| CARLSBERG AS-B SEDOL 4169219 | 0.11% |
| SHIN-ETSU CHEMICAL CO LTD SEDOL 6804585 | 0.11% |
| ARISTOCRAT LEISURE LTD SEDOL 6253983 | 0.11% |
| CAS 2016-C02 1M2 07.7920 09/25/2028 | 0.11% |
| TEMPO ACQ LLC/FI P/P 144A 06.7500 06/01/2025 | 0.11% |
| ORIX CORP SEDOL 6661144 | 0.11% |
| PEUGEOT SA SEDOL 7103526 | 0.11% |
| STANDARD IND INC P/P 144A 05.0000 02/15/2027 | 0.11% |
| COMPASS GROUP PLC SEDOL BD6K457 | 0.11% |
| EXTRA SPACE STORAGE INC SEDOL B02HWR9 | 0.11% |
| HERMES INTERNATIONAL SEDOL 5253973 | 0.11% |
| UDR INC SEDOL 2727910 | 0.11% |
| WH GROUP LTD SEDOL BLLHKZ1 | 0.11% |
| MICHELIN (CGDE) SEDOL 4588364 | 0.10% |
| TPAT 2018-SL1 A P/P 144A 02.3080 01/25/2046 | 0.10% |
| ANGLO AMER PLC SEDOL B1XZS82 | 0.10% |
| COVESTRO AG SEDOL BYTBWY9 | 0.10% |
| INDUSTRIA DE DISENO TEXTIL SEDOL BP9DL90 | 0.10% |
| NAVISTAR INTL TLB L+350 05.2400 11/06/2024 | 0.10% |
| INFOSYS LTD SEDOL 6205122 | 0.10% |
| LEVEL 3 FIN INC P/P 144A 04.6250 09/15/2027 | 0.10% |
| PETROBRAS GLOBAL FINANCE USD 07.3750 01/17/2027 | 0.10% |
| ABBVIE INC P/P 144A 03.2000 11/21/2029 | 0.10% |
| GOLDMAN SACHS GROUP INC 03.8500 01/26/2027 | 0.10% |
| MORGAN STANLEY 03.6250 01/20/2027 | 0.10% |
| NOVELIS CORP P/P 144A 05.8750 09/30/2026 | 0.10% |
| AMERICAN FINANCIAL GROUP INC SEDOL 2134532 | 0.10% |
| CHENIERE CORP CHRIST 05.1250 06/30/2027 | 0.10% |
| FIRSTENERGY TRANSMIS P/P 144A 05.4500 07/15/2044 | 0.10% |
| LIBERTY PROPERTY TRUST SEDOL 2513681 | 0.10% |
| TELSTRA CORP LTD SEDOL 6087289 | 0.10% |
| WESTERN DIGITAL CORPORATION 04.7500 02/15/2026 | 0.10% |
| FIAT CHRYSLER AUTOMOBILES NV SEDOL BRJFWP3 | 0.10% |
| PETROBRAS GLOBAL FIN P/P 144A 05.0930 01/15/2030 | 0.10% |
| INTL FLAVOR & FRAGRANCES 03.4000 09/25/2020 | 0.10% |
| ANHUI CONCH CEMENT CO LTD-H SEDOL 6080396 | 0.09% |
| CISCO SYSTEMS INC 02.2000 02/28/2021 | 0.09% |
| DAIKIN INDUSTRIES LTD SEDOL 6250724 | 0.09% |
| ESSITY AKTIEBOLAG-B SEDOL BF1K7P7 | 0.09% |
| WAMU 2005-AR12 1A8 03.8844 10/25/2035 | 0.09% |
| YUM CHINA HOLDINGS INC SEDOL BYW4289 | 0.09% |
| BOSTON PROPERTIES INC SEDOL 2019479 | 0.09% |
| VEREIT INC SEDOL BYVVTJ1 | 0.09% |
| VOLKSWAGEN AG PFD SEDOL 5497168 | 0.09% |
| REINSURANCE GROUP OF AMERICA SEDOL 2731193 | 0.09% |
| SPST 2019-7 A 02.4799 09/24/2020 | 0.09% |
| 3I GROUP PLC SEDOL B1YW440 | 0.09% |
| DISH DBS CORP 05.8750 11/15/2024 | 0.09% |
| ENERGY TRANSFER OPERATNG 06.6250 02/15/2028 | 0.09% |
| MICROSOFT CORP 01.5500 08/08/2021 | 0.09% |
| AT&T INC. 03.8000 02/15/2027 | 0.09% |
| CREDIT AGRICOLE SA SEDOL 7262610 | 0.09% |
| BANCO DO BRASIL S.A. SEDOL 2328595 | 0.09% |
| MID-AMERICA APARTMENT COMM SEDOL 2589132 | 0.09% |
| NATIONAL RETAIL PROPERTIES SEDOL 2211811 | 0.09% |
| AENA SME SA SEDOL BVRZ8L1 | 0.09% |
| GFL ENVIRONMENTAL P/P 144A 07.0000 06/01/2026 | 0.09% |
| MSRR 2015-R4 CB1 02.5326 08/26/2047 | 0.09% |
| SPST 2019-11 A 02.5299 10/24/2020 | 0.09% |
| T-MOBILE USA INC 04.7500 02/01/2028 | 0.09% |
| MCDONALD'S CORP SEDOL 2550707 | 0.09% |
| MITSUBISHI UFJ FIN GRP USD 03.5350 07/26/2021 | 0.09% |
| ZIMMER BIOMET HOLDINGS INC SEDOL 2783815 | 0.09% |
| FNMA FN40 BF0171 UMBS 04.0000 01/01/2057 | 0.09% |
| MGIC INVESTMENT CORP SEDOL 2548616 | 0.09% |
| ASSOCIATED BRITISH FOODS PLC SEDOL 0673123 | 0.08% |
| CHS/COMMUNITY HEALTH SYS 06.2500 03/31/2023 | 0.08% |
| SPY 20201120 P 265.00BANKAM | 0.08% |
| ACCENTURE PLC-CL A SEDOL B4BNMY3 | 0.08% |
| SANTOS LTD SEDOL 6776703 | 0.08% |
| STORE CAPITAL CORP SEDOL BSKRKJ5 | 0.08% |
| BRIGHT HORIZONS FAMILY SOLUT SEDOL B7MJWP2 | 0.08% |
| HYUNDAI MOBIS CO LTD SEDOL 6449544 | 0.08% |
| NBCUNIVERSAL MEDIA LLC 04.3750 04/01/2021 | 0.08% |
| SKANDINAVISKA ENSKILDA BAN-A SEDOL 4813345 | 0.08% |
| BRAND ENERGY TL L+425 06.2353 06/21/2024 | 0.08% |
| HESS MIDSTREAM P P/P 144A 05.6250 02/15/2026 | 0.08% |
| HOLLY ENERGY PARTNE P/P 144A 06.0000 08/01/2024 | 0.08% |
| IRB BRASIL RESSEGUROS SA SEDOL BYZ6D56 | 0.08% |
| MFA FINANCIAL INC SEDOL 2418162 | 0.08% |
| AMERICAN CAMPUS COMMUNITIES SEDOL B02H871 | 0.08% |
| BRIXMOR PROPERTY GROUP INC SEDOL BFTDJL8 | 0.08% |
| COCA-COLA HBC AG-DI SEDOL B9895B7 | 0.08% |
| FAURECIA SEDOL 4400446 | 0.08% |
| GREE ELECTRIC 144A/REGS WARRANT 8/24/2020 | 0.08% |
| TATA CONSULTANCY SVS LTD SEDOL B01NPJ1 | 0.08% |
| UNITEDHEALTH GROUP INC 03.8500 06/15/2028 | 0.08% |
| CAS 2019-R04 2M2 03.8920 06/25/2039 | 0.08% |
| KIA MOTORS CORP SEDOL 6490928 | 0.08% |
| NIPPON TELEGRAPH & TELEPHONE SEDOL 6641373 | 0.08% |
| PULTEGROUP INC. 07.8750 06/15/2032 | 0.08% |
| AMAZON.COM INC 03.3000 12/05/2021 | 0.08% |
| AMERICOLD REALTY TRUST SEDOL B3SKZK7 | 0.08% |
| GILEAD SCIENCES INC SEDOL 2369174 | 0.08% |
| HP INC SEDOL BYX4D52 | 0.08% |
| EQUINIX INC 05.3750 05/15/2027 | 0.08% |
| LIFE STORAGE INC SEDOL BDCSFJ6 | 0.08% |
| ENDEAVOR ENERGY P/P 144A 05.7500 01/30/2028 | 0.08% |
| TENET HEALTHCARE P/P 144A 04.8750 01/01/2026 | 0.08% |
| BAUSCH HLTH COS INC P/P 144A 06.1250 04/15/2025 | 0.08% |
| CENTERPOINT ENERGY INC SEDOL 2440637 | 0.08% |
| CRC ESCROW ISSUER LL P/P 144A 05.2500 10/15/2025 | 0.08% |
| GOLDMAN SACHS GROUP INC 04.2230 05/01/2029 | 0.08% |
| OSHKOSH CORP 05.3750 03/01/2025 | 0.08% |
| SALESFORCE.COM INC 03.7000 04/11/2028 | 0.08% |
| ACS ACTIVIDADES SEDOL B01FLQ6 | 0.07% |
| EUR/USD 03/18/2020 JPMCB | 0.07% |
| HEALTHCARE REALTY TRUST INC SEDOL 2417921 | 0.07% |
| HENDERSON LAND DEVELOPMENT SEDOL 6420538 | 0.07% |
| ORACLE CORP 02.6500 07/15/2026 | 0.07% |
| SAIL 2004-10 A10 02.6920 11/25/2034 | 0.07% |
| SPRINT COMMUNICATIONS INC. 07.0000 08/15/2020 | 0.07% |
| BANFF MERGER SUB INC P/P 144A 09.7500 09/01/2026 | 0.07% |
| PHYSICIANS REALTY TRUST SEDOL BC9S149 | 0.07% |
| SINO BIOPHARMACEUTICAL SEDOL B00XSF9 | 0.07% |
| STEVENS HLDG CO INC P/P 144A 06.1250 10/01/2026 | 0.07% |
| ABN AMRO BANK NV-CVA SEDOL BYQP136 | 0.07% |
| BANK LEUMI LE-ISRAEL SEDOL 6076425 | 0.07% |
| CF INDUSTRIES INC P/P 144A 04.5000 12/01/2026 | 0.07% |
| COMCAST CORP 06.5000 11/15/2035 | 0.07% |
| WELLTOWER INC SEDOL BYVYHH4 | 0.07% |
| LPL HOLDINGS INC P/P 144A 05.7500 09/15/2025 | 0.07% |
| NATL HEALTH INVESTORS INC SEDOL 2626125 | 0.07% |
| SHANGHAI PUDONG DEV BANK 144A/REGS WARRANT | 0.07% |
| UNITED MEXICAN STATES USD 04.0000 10/02/2023 | 0.07% |
| WEINGARTEN REALTY INVESTORS SEDOL 2946618 | 0.07% |
| AMER TRANS SYST P/P 144A 05.0000 09/01/2044 | 0.07% |
| BANK OF SHANGHAI 144A/REGS WARRANT 12/02/2020 | 0.07% |
| BRITISH AMERICAN TOBACCO PLC SEDOL 0287580 | 0.07% |
| CORPORATE OFFICE PROPERTIES SEDOL 2756152 | 0.07% |
| NRG ENERGY INC P/P 144A 04.4500 06/15/2029 | 0.07% |
| PARAMOUNT GROUP INC SEDOL BSL7HC6 | 0.07% |
| TECH MAHINDRA LTD SEDOL BWFGD63 | 0.07% |
| ALLERGAN PLC SEDOL BY9D546 | 0.07% |
| BHP GROUP PLC SEDOL BH0P3Z9 | 0.07% |
| FAIRFAX FINL HLDGS USD 04.8500 04/17/2028 | 0.07% |
| FORTESCUE METALS GROUP LTD SEDOL B2B2B49 | 0.07% |
| THERMO FISHER SCIENTIFIC INC SEDOL 2886907 | 0.07% |
| APPLE INC 03.8500 05/04/2043 | 0.07% |
| DIGITAL REALTY TRUST LP 04.4500 07/15/2028 | 0.07% |
| EQUITY COMMONWEALTH SEDOL BPH3N63 | 0.07% |
| GLAXOSMITHKLINE PLC SEDOL 0925288 | 0.07% |
| INTELSAT JACKSON HLD P/P 144A 09.7500 07/15/2025 | 0.07% |
| RITE AID CORP P/P 144A 06.1250 04/01/2023 | 0.07% |
| SPST 2019-3 A 02.4799 06/24/2020 | 0.07% |
| AURIZON HOLDINGS LTD SEDOL B87CVM3 | 0.07% |
| DEUTSCHE BOERSE AG SEDOL 7021963 | 0.07% |
| EASTERLY GOVERNMENT PROPERTI SEDOL BVSS693 | 0.07% |
| ADVANCED INFO SERVICE-FOR RG SEDOL 6412591 | 0.06% |
| AT&T INC 04.1000 02/15/2028 | 0.06% |
| AT&T INC SEDOL 2831811 | 0.06% |
| BIG RVR STL/FIN P/P 144A 07.2500 09/01/2025 | 0.06% |
| DIAMOND SPORTS GR/DI P/P 144A 06.6250 08/15/2027 | 0.06% |
| IND & COMM BK OF CHINA-H SEDOL B1G1QD8 | 0.06% |
| MICROCHIP TECH INC 04.3330 06/01/2023 | 0.06% |
| AGREE REALTY CORP SEDOL 2062161 | 0.06% |
| BMC EAST LLC P/P 144A 05.5000 10/01/2024 | 0.06% |
| BOISE CASCADE CO P/P 144A 05.6250 09/01/2024 | 0.06% |
| GCP APPLIED TECH P/P 144A 05.5000 04/15/2026 | 0.06% |
| MEREDITH CORP 06.8750 02/01/2026 | 0.06% |
| GEBERIT AG-REG SEDOL B1WGG93 | 0.06% |
| USI INC/NY P/P 144A 06.8750 05/01/2025 | 0.06% |
| COMM 2014-LC15 XA IO 01.0974 04/10/2047 | 0.06% |
| HCA INC 05.2500 06/15/2026 | 0.06% |
| NEXON CO LTD SEDOL B63QM77 | 0.06% |
| TENET HEALTHCARE CORP 08.1250 04/01/2022 | 0.06% |
| BANK OF AMERICA CORP 06.1000 12/29/2049 | 0.06% |
| LUKOIL PJSC-SPON ADR SEDOL BYZDW27 | 0.06% |
| RETAIL OPPORTUNITY INVESTMEN SEDOL B28YD08 | 0.06% |
| SBERBANK PJSC -SPONSORED ADR SEDOL B5SC091 | 0.06% |
| SCIENTIFIC GAMES P/P 144A 08.2500 03/15/2026 | 0.06% |
| CITIGROUP INC 02.6500 10/26/2020 | 0.06% |
| CITY OFFICE REIT INC SEDOL BL25F37 | 0.06% |
| GOLDEN NUGGET INC P/P 144A 08.7500 10/01/2025 | 0.06% |
| IHEARTCOMMUNICATIONS INC 08.3750 05/01/2027 | 0.06% |
| PLANTRONICS INC P/P 144A 05.5000 05/31/2023 | 0.06% |
| TAISEI CORP SEDOL 6870100 | 0.06% |
| TRANSDIGM INC P/P 144A 06.2500 03/15/2026 | 0.06% |
| WALMART DE MEXICO SAB DE CV SEDOL BW1YVH8 | 0.06% |
| AMAZON.COM INC 03.1500 08/22/2027 | 0.06% |
| BROADRIDGE FINANCIAL SOLUTIO SEDOL B1VP7R6 | 0.06% |
| CAS 2016-C04 1M2 06.0420 01/25/2029 | 0.06% |
| CENTENE CORP P/P 144A 04.6250 12/15/2029 | 0.06% |
| CHARTER COMM OPT LLC 06.4840 10/23/2045 | 0.06% |
| ENI SPA SEDOL 7145056 | 0.06% |
| LEGRAND SA SEDOL B11ZRK9 | 0.06% |
| SS&C TECH INC P/P 144A 05.5000 09/30/2027 | 0.06% |
| ZHEN DING TECHNOLOGY HOLDING SEDOL B734XQ4 | 0.06% |
| 1011778 BC / NEW RED P/P 144A 05.0000 10/15/2025 | 0.06% |
| COMM 2014-UBS6 C 04.4492 12/10/2047 | 0.06% |
| ECOLAB INC 02.7000 11/01/2026 | 0.06% |
| MATCH GROUP INC P/P 144A 05.0000 12/15/2027 | 0.06% |
| MEG ENERGY CORP P/P 144A 06.5000 01/15/2025 | 0.06% |
| RBS GLOBAL/REXNO P/P 144A 04.8750 12/15/2025 | 0.06% |
| SPY 20201016 P 255.00BANKAM | 0.06% |
| STAPLES INC P/P 144A 07.5000 04/15/2026 | 0.06% |
| WELLS FARGO & COMPANY 02.6000 07/22/2020 | 0.06% |
| APPLE INC 02.8500 05/06/2021 | 0.06% |
| ARKEMA SEDOL B0Z5YZ2 | 0.06% |
| BAUSCH HLTH AMERICAS P/P 144A 08.5000 01/31/2027 | 0.06% |
| BERRY GLOBAL INC 05.1250 07/15/2023 | 0.06% |
| GSMS 2014-GC22 XA IO 00.9856 06/10/2047 | 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% |
| PETROBRAS GLOBAL FIN USD 05.9990 01/27/2028 | 0.06% |
| WFRBS 2013-UBS1 AS 04.3060 03/15/2046 | 0.06% |
| ALLY FINANCIAL INC 05.7500 11/20/2025 | 0.06% |
| AMGEN INC 02.6000 08/19/2026 | 0.06% |
| BANCO MACRO SA-ADR SEDOL B0Y62M9 | 0.06% |
| BROADCOM CRP / CAYM 03.5000 01/15/2028 | 0.06% |
| CHINA MOBILE LTD SEDOL 6073556 | 0.06% |
| CONCHO RESOURCES INC 03.7500 10/01/2027 | 0.06% |
| ENTERPRISE PRODUCTS OPER 04.2500 02/15/2048 | 0.06% |
| GNR 2013-99 AS IO 04.2854 06/20/2043 | 0.06% |
| HIKARI TSUSHIN INC SEDOL 6416322 | 0.06% |
| NOVARTIS CAPITAL CORP 04.0000 11/20/2045 | 0.06% |
| ONCOR ELECTRIC DELIV 03.7500 04/01/2045 | 0.06% |
| SANY HEAVY INDUSTRY CO LTD 144A REGS WARRANT 12/21/2020 | 0.06% |
| STMICROELECTRONICS NV SEDOL 5962332 | 0.06% |
| AIR LEASE CORP 04.6250 10/01/2028 | 0.06% |
| ANGLO AMERICAN PLATINUM LTD SEDOL 6761000 | 0.06% |
| BWAY HOLDING CO P/P 144A 07.2500 04/15/2025 | 0.06% |
| E.ON SE SEDOL 4942904 | 0.06% |
| EPR PROPERTIES 05.7500 CUM CV PFD | 0.06% |
| GLENCORE FUNDING LLC P/P 144A 04.0000 04/16/2025 | 0.06% |
| HONEYWELL INTL 03.8120 11/21/2047 | 0.06% |
| REFINITIV US HLDG P/P 144A 06.2500 05/15/2026 | 0.06% |
| SMURFIT KAPPA TREASURY USD 07.5000 11/20/2025 | 0.06% |
| SWISS RE TREAS P/P 144A 04.2500 12/06/2042 | 0.06% |
| TWO HARBORS INVESTMENT CORP SEDOL BD832H2 | 0.06% |
| VALE SA SEDOL 2196286 | 0.06% |
| APPLE HOSPITALITY REIT INC SEDOL BXRTX56 | 0.05% |
| HUSKY TLB L+300 04.7994 03/28/2025 | 0.05% |
| KT&G CORP SEDOL 6175076 | 0.05% |
| UBSBB 2012-C2 D P/P 144A 04.8901 05/10/2063 | 0.05% |
| AIR LEASE CORP 03.2500 10/01/2029 | 0.05% |
| ASCEND LEARNING LLC P/P 144A 06.8750 08/01/2025 | 0.05% |
| BANCO SANTANDER BRASIL-UNIT SEDOL B4V5RY4 | 0.05% |
| BANK OF MONTREAL USD 03.1000 04/13/2021 | 0.05% |
| CARRIAGE SVCS INC P/P 144A 06.6250 06/01/2026 | 0.05% |
| ECOLAB INC 04.3500 12/08/2021 | 0.05% |
| IHEARTMEDIA INC - CLASS A SEDOL BJVR9Y9 | 0.05% |
| LTC PROPERTIES INC SEDOL 2498788 | 0.05% |
| MORGAN STANLEY 04.3750 01/22/2047 | 0.05% |
| NOMURA RESEARCH INSTITUTE LT SEDOL 6390921 | 0.05% |
| STARWOOD PROP TR 04.7500 03/15/2025 | 0.05% |
| TENET HEALTHCARE COR P/P 144A 05.1250 11/01/2027 | 0.05% |
| CF INDUSTRIES INC 04.9500 06/01/2043 | 0.05% |
| CHINA PETROLEUM & CHEMICAL-H SEDOL 6291819 | 0.05% |
| COMM 2014-UBS6 XA IO 00.8975 12/10/2047 | 0.05% |
| NRG P/P 144A 03.7500 06/15/2024 | 0.05% |
| SPST 2019-WL1 A 02.4420 08/25/2052 | 0.05% |
| SPY 20200918 P 255.00JPMCB | 0.05% |
| TOPBUILD CORP P/P 144A 05.6250 05/01/2026 | 0.05% |
| UNI-PRESIDENT ENTERPRISES CO SEDOL 6700393 | 0.05% |
| AMERICAN INTL GROUP 08.1750 05/15/2058 | 0.05% |
| AMERICAN TOWER CORP 02.7500 01/15/2027 | 0.05% |
| CANTOR FITZGERALD LP P/P 144A 06.5000 06/17/2022 | 0.05% |
| CITIGROUP INC 03.6680 07/24/2028 | 0.05% |
| EVRAZ PLC SEDOL B71N6K8 | 0.05% |
| IHEARTMEDIA TL L+400 05.7809 05/01/2026 | 0.05% |
| NAVISTAR INTL CORP P/P 144A 06.6250 11/01/2025 | 0.05% |
| WFCM 2013-LC12 C 04.2843 07/15/2046 | 0.05% |
| ALLEGHENY TECHNOLOGIES INC 07.8750 08/15/2023 | 0.05% |
| CVS HEALTH CORP 03.7000 03/09/2023 | 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% |
| HINDUSTAN UNILEVER LTD SEDOL 6261674 | 0.05% |
| MSBAM 2014-C17 C 04.4984 08/15/2047 | 0.05% |
| NABORS INDUSTRIES INC. 05.7500 02/01/2025 | 0.05% |
| SAMI 2007-AR7 1A1 02.6420 05/25/2047 | 0.05% |
| WFRBS 2011-C3 D P/P 144A 05.6832 03/15/2044 | 0.05% |
| CIGNA CORP 03.7500 07/15/2023 | 0.05% |
| CMLTI 2005-2 1A2A 04.6394 05/25/2035 | 0.05% |
| DNB NOR ASA SEDOL 4263304 | 0.05% |
| KINDER MORGAN INC 03.1500 01/15/2023 | 0.05% |
| OIL & NATURAL GAS CORP LTD SEDOL 6139362 | 0.05% |
| OMV AG SEDOL 4651459 | 0.05% |
| OTSUKA CORP SEDOL 6267058 | 0.05% |
| SABRA HEALTH CARE REIT INC SEDOL B5NLBP6 | 0.05% |
| AES CORP/THE 05.1250 09/01/2027 | 0.05% |
| CK HUTCHISON HOLDINGS LTD SEDOL BW9P816 | 0.05% |
| ISRAEL DISCOUNT BANK -A SEDOL 6451271 | 0.05% |
| PRECISION DRILL P/P 144A 07.1250 01/15/2026 | 0.05% |
| SCIENTIFIC GAMES P/P 144A 07.2500 11/15/2029 | 0.05% |
| SIX FLAGS ENT P/P 144A 05.5000 04/15/2027 | 0.05% |
| SPRINT CAPITAL CORPORATION 06.8750 11/15/2028 | 0.05% |
| VERTEX PHARMACEUTICALS INC SEDOL 2931034 | 0.05% |
| WEST JAPAN RAILWAY CO SEDOL 6957995 | 0.05% |
| YANGZIJIANG SHIPBUILDING SEDOL B1VT035 | 0.05% |
| BMW US CAPITAL LLC P/P 144A 02.0000 04/11/2021 | 0.05% |
| CCO HLDGS LLC/CAP CO P/P 144A 05.7500 02/15/2026 | 0.05% |
| CORNERSTONE BUILDING P/P 144A 08.0000 04/15/2026 | 0.05% |
| DCP MIDSTREAM P/P 144A 06.7500 09/15/2037 | 0.05% |
| GREAT LAKES D&D 08.0000 05/15/2022 | 0.05% |
| HITACHI HIGH-TECHNOLOGY SEDOL 6642804 | 0.05% |
| HUB INTL LTD P/P 144A 07.0000 05/01/2026 | 0.05% |
| JACK OHIO FIN LLC/FI P/P 144A 10.2500 11/15/2022 | 0.05% |
| NEXSTAR ESCROW P/P 144A 05.6250 07/15/2027 | 0.05% |
| T-MOBILE USA INC 05.3750 04/15/2027 | 0.05% |
| UNIVAR SOLUTIONS P/P 144A 05.1250 12/01/2027 | 0.05% |
| WERNER FINCO LP/INC P/P 144A 08.7500 07/15/2025 | 0.05% |
| WYNN LAS VEGAS P/P 144A 05.2500 05/15/2027 | 0.05% |
| ALLISON TRANSMISSION P/P 144A 04.7500 10/01/2027 | 0.05% |
| BANK OF AMERICA CORP 03.2480 10/21/2027 | 0.05% |
| COMMONWEALTH BK AUST P/P 144A 03.1500 09/19/2027 | 0.05% |
| NIELSEN CO LUXEM P/P 144A 05.0000 02/01/2025 | 0.05% |
| OSHKOSH CORP 04.6000 05/15/2028 | 0.05% |
| PTT EXPLORATION & PROD-FOR SEDOL B1359J0 | 0.05% |
| SHELL INTERNATIONAL FIN USD 02.8750 05/10/2026 | 0.05% |
| SHENZHEN MINDRAY BIO-MEDICAL ELEC CO LTD 144A/REGS | 0.05% |
| STANDARD IND INC P/P 144A 05.3750 11/15/2024 | 0.05% |
| TTM TECHNOLOGIES INC P/P 144A 05.6250 10/01/2025 | 0.05% |
| VIACOMCBS INC 04.2000 06/01/2029 | 0.05% |
| AMGEN INC 04.6630 06/15/2051 | 0.04% |
| AT&T INC 04.7500 05/15/2046 | 0.04% |
| BANK OF NOVA SCOTIA USD 02.0000 11/15/2022 | 0.04% |
| CGCMT 2014-GC19 X IO 01.1527 03/10/2047 | 0.04% |
| LIONS GATE CAP HOLD P/P 144A 05.8750 11/01/2024 | 0.04% |
| NIELSEN FIN LLC/CO P/P 144A 05.0000 04/15/2022 | 0.04% |
| ROYAL BANK OF CANADA USD 02.1250 03/02/2020 | 0.04% |
| SILGAN HOLDINGS INC SEDOL 2809324 | 0.04% |
| TARGA RESOURCES PART 05.0000 01/15/2028 | 0.04% |
| TREASURY BILL 00.0000 06/04/2020 | 0.04% |
| WATCO COS LLC/FI P/P 144A 06.3750 04/01/2023 | 0.04% |
| ALBERTSONS COS LLC P/P 144A 07.5000 03/15/2026 | 0.04% |
| COMM 2014-CR17 C 04.7861 05/10/2047 | 0.04% |
| FIDELITY NATL INFO SERV 03.7500 05/21/2029 | 0.04% |
| INTER RAO UES PJSC SEDOL B39RRN4 | 0.04% |
| PROVIDENT FDG/PFG FI P/P 144A 06.3750 06/15/2025 | 0.04% |
| CAS 2019-HRP1 M2 03.9420 11/25/2039 | 0.04% |
| CENOVUS ENERGY INC USD 06.7500 11/15/2039 | 0.04% |
| CITIGROUP INC 04.4500 09/29/2027 | 0.04% |
| CITIGROUP INC 04.6000 03/09/2026 | 0.04% |
| DOW CHEMICAL CO/THE 03.5000 10/01/2024 | 0.04% |
| HCA INC 05.0000 03/15/2024 | 0.04% |
| OMNICOM GP/OMNICOM CAP 03.6000 04/15/2026 | 0.04% |
| SUN HUNG KAI PROPERTIES SEDOL 6859927 | 0.04% |
| WR GRACE & CO-CONN P/P 144A 05.6250 10/01/2024 | 0.04% |
| BOYD GAMING CORP 06.3750 04/01/2026 | 0.04% |
| CAS 2015-C03 2M2 06.7920 07/25/2025 | 0.04% |
| CAS 2016-C01 2M2 08.7420 08/25/2028 | 0.04% |
| CIT GROUP INC 05.0000 08/01/2023 | 0.04% |
| ERAC USA FINANCE LLC P/P 144A 05.6250 03/15/2042 | 0.04% |
| GREIF INC P/P 144A 06.5000 03/01/2027 | 0.04% |
| QUALICORP CONS E CORR SEG SA SEDOL B4LHBQ0 | 0.04% |
| TAYLOR WIMPEY PLC SEDOL 0878230 | 0.04% |
| VODAFONE GROUP PLC USD 04.3750 05/30/2028 | 0.04% |
| ARCELORMITTAL USD 07.0000 10/15/2039 | 0.04% |
| COMPASS MIN INTL P/P 144A 06.7500 12/01/2027 | 0.04% |
| DAIWA HOUSE INDUSTRY CO LTD SEDOL 6251363 | 0.04% |
| ENTERCOM MEDIA CORP P/P 144A 07.2500 11/01/2024 | 0.04% |
| GENERAL MOTORS FINL CO 04.0000 10/06/2026 | 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% |
| KFC HLD/PIZZA HUT/TA P/P 144A 05.2500 06/01/2026 | 0.04% |
| MATTAMY GROUP CORP P/P 144A 05.2500 12/15/2027 | 0.04% |
| NATIONSTAR MTG P/P 144A 08.1250 07/15/2023 | 0.04% |
| NEIMAN MARCUS TL L+600 07.7131 10/25/2023 | 0.04% |
| NETFLIX INC 04.8750 04/15/2028 | 0.04% |
| PANTHER BF AGGRE 2 P/P 144A 08.5000 05/15/2027 | 0.04% |
| PENSKE AUTOMOTIVE GROUP 05.5000 05/15/2026 | 0.04% |
| PQ CORP P/P 144A 05.7500 12/15/2025 | 0.04% |
| SNAM SPA SEDOL 7251470 | 0.04% |
| TRANSDIGM INC 06.3750 06/15/2026 | 0.04% |
| AUTOMATION TOOLING S P/P 144A 06.5000 06/15/2023 | 0.04% |
| BOMBARDIER INC P/P 144A 07.8750 04/15/2027 | 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% |
| CINEMARK USA INC 04.8750 06/01/2023 | 0.04% |
| DIGITAL REALTY TRUST INC SEDOL B03GQS4 | 0.04% |
| FISERV INC 04.2000 10/01/2028 | 0.04% |
| GOLDEN NUGGET INC P/P 144A 06.7500 10/15/2024 | 0.04% |
| GOODMAN GROUP SEDOL B03FYZ4 | 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% |
| MORGAN STANLEY 02.6500 01/27/2020 | 0.04% |
| SCOTTS MIRACLE-GRO P/P 144A 04.5000 10/15/2029 | 0.04% |
| BB SEGURIDADE PARTICIPACOES SEDOL B9N3SQ0 | 0.04% |
| CALPINE CORP P/P 144A 04.5000 02/15/2028 | 0.04% |
| DENBURY RESOURCES IN P/P 144A 09.0000 05/15/2021 | 0.04% |
| HOCHTIEF AG SEDOL 5108664 | 0.04% |
| HYATT HOTELS CORP 04.8500 03/15/2026 | 0.04% |
| ISTAR INC 04.2500 08/01/2025 | 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% |
| UNITED MICROELECTRONICS CORP SEDOL 6916628 | 0.04% |
| UNIVISION COMM P/P 144A 05.1250 02/15/2025 | 0.04% |
| VOLVO AB-B SHS SEDOL B1QH830 | 0.04% |
| WFRBS 2013-C16 AS 04.6680 09/15/2046 | 0.04% |
| BRDCOM CRP / FIN 03.8750 01/15/2027 | 0.04% |
| CHARTER COMM OPT LLC 05.3750 05/01/2047 | 0.04% |
| COMM 2012-LC4 C 05.5371 12/10/2044 | 0.04% |
| ITOCHU TECHNO-SOLUTIONS CORP SEDOL 6200194 | 0.04% |
| JAPAN AIRLINES CO LTD SEDOL B8BRV46 | 0.04% |
| SPRINGLEAF FINANCE CORP 06.8750 03/15/2025 | 0.04% |
| US CONCRETE INC 06.3750 06/01/2024 | 0.04% |
| WPX ENERGY INC 08.2500 08/01/2023 | 0.04% |
| ASP AMC MERGER SUB P/P 144A 08.0000 05/15/2025 | 0.04% |
| BOC HONG KONG HOLDINGS LTD SEDOL 6536112 | 0.04% |
| EQUINOR ASA USD 02.9000 11/08/2020 | 0.04% |
| GFL ENVIRONMENTA P/P 144A 08.5000 05/01/2027 | 0.04% |
| KINDER MORGAN ENER PART 03.4500 02/15/2023 | 0.04% |
| NORTHROP GRUMMAN CORP 03.2500 01/15/2028 | 0.04% |
| AIG GLOBAL FUNDING P/P 144A 02.1500 07/02/2020 | 0.04% |
| AMC ENTERTAINMENT HLDGS 05.7500 06/15/2025 | 0.04% |
| AMERICAN ELECTRIC POWER 04.3000 12/01/2028 | 0.04% |
| CAS 2014-C02 1M2 04.3920 05/25/2024 | 0.04% |
| ENTERCOM MEDIA CORP P/P 144A 06.5000 05/01/2027 | 0.04% |
| GLP CAPITAL LP / FIN II 05.2500 06/01/2025 | 0.04% |
| KEURIG DR PEPPER INC 04.5970 05/25/2028 | 0.04% |
| NRG ENERGY INC P/P 144A 05.2500 06/15/2029 | 0.04% |
| QORVO INC 05.5000 07/15/2026 | 0.04% |
| REALTY INCOME CORP SEDOL 2724193 | 0.04% |
| SERVICE CORP INTL 05.1250 06/01/2029 | 0.04% |
| TORONTO-DOMINION BANK USD 03.6250 09/15/2031 | 0.04% |
| WYNN RESORTS FIN LLC P/P 144A 05.1250 10/01/2029 | 0.04% |
| APERGY CORP 06.3750 05/01/2026 | 0.04% |
| BAUSCH HLTH COS INC P/P 144A 05.5000 11/01/2025 | 0.04% |
| BOMBARDIER INC P/P 144A 07.5000 12/01/2024 | 0.04% |
| CCO HLDGS LLC/CAP C P/P 144A 05.5000 05/01/2026 | 0.04% |
| CLP HOLDINGS LTD SEDOL 6097017 | 0.04% |
| CVS HEALTH CORP 04.7800 03/25/2038 | 0.04% |
| DIAMONDBACK ENERGY INC 05.3750 05/31/2025 | 0.04% |
| HANESBRANDS INC P/P 144A 04.6250 05/15/2024 | 0.04% |
| HCA INC 04.1250 06/15/2029 | 0.04% |
| HOWARD HUGHES CORP P/P 144A 05.3750 03/15/2025 | 0.04% |
| ICAHN ENTER/FIN 06.7500 02/01/2024 | 0.04% |
| ISTAR INC 04.7500 10/01/2024 | 0.04% |
| JAGUAR HL / PPDI P/P 144A 06.3750 08/01/2023 | 0.04% |
| LUNDIN PETROLEUM AB SEDOL 7187627 | 0.04% |
| MERCER INTL INC USD 06.5000 02/01/2024 | 0.04% |
| NEXSTAR BROADC P/P 144A 05.6250 08/01/2024 | 0.04% |
| SABRE CORP SEDOL BLLHH27 | 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% |
| SPY 20200717 P 255.00CITI | 0.04% |
| SUMITOMO MITSUI TRUST HOLDIN SEDOL 6431897 | 0.04% |
| TERRENO REALTY CORP SEDOL B3N4753 | 0.04% |
| TERRIER MEDIA BU P/P 144A 08.8750 12/15/2027 | 0.04% |
| TRANSCANADA TRUST USD 05.3000 03/15/2077 | 0.04% |
| WYNDHAM HOTELS & RE P/P 144A 05.3750 04/15/2026 | 0.04% |
| ASCENT RESOURCES/AEU P/P 144A 10.0000 04/01/2022 | 0.03% |
| AUTONATION INC. 05.5000 02/01/2020 | 0.03% |
| CELANESE US HOLDINGS LLC 04.6250 11/15/2022 | 0.03% |
| CLEAR CHANNEL TLB L+350 05.5435 08/21/2026 | 0.03% |
| CLUBCORP HLDG INC P/P 144A 08.5000 09/15/2025 | 0.03% |
| CPG MERGER SUB LLC P/P 144A 08.0000 10/01/2021 | 0.03% |
| DIAMOND SPORTS P/P 144A 05.3750 08/15/2026 | 0.03% |
| ENBRIDGE INC USD 04.2500 12/01/2026 | 0.03% |
| FOSUN INTERNATIONAL SEDOL B1Z7FX0 | 0.03% |
| GW B-CR SECURITY P/P 144A 09.5000 11/01/2027 | 0.03% |
| JELD-WEN INC P/P 144A 04.6250 12/15/2025 | 0.03% |
| OCCIDENTAL PETROLEUM COR 04.4000 04/15/2046 | 0.03% |
| PARK-OHIO INDUSTRIES INC 06.6250 04/15/2027 | 0.03% |
| PENSKE AUTO GRP INC 05.7500 10/01/2022 | 0.03% |
| SABRE GLBL INC P/P 144A 05.3750 04/15/2023 | 0.03% |
| SINGAPORE EXCHANGE LTD SEDOL 6303866 | 0.03% |
| STAPLES INC. P/P 144A 10.7500 04/15/2027 | 0.03% |
| STEEL DYNAMICS INC 05.5000 10/01/2024 | 0.03% |
| TELEFONICA BRASIL S.A.-PREF SEDOL B3ZCNF7 | 0.03% |
| WELLS FARGO & COMPANY 05.8750 12/29/2049 | 0.03% |
| BANK CENTRAL ASIA TBK PT SEDOL B01C1P6 | 0.03% |
| BT GROUP PLC SEDOL 3091357 | 0.03% |
| CDX CDX.NA.IG.33 100.0 12/20/2024 | 0.03% |
| CROWN CORK & SEAL CO INC 07.3750 12/15/2026 | 0.03% |
| DUKE ENERGY CORP 03.1500 08/15/2027 | 0.03% |
| ENEL AMERICAS SA-ADR SEDOL 2314947 | 0.03% |
| EQUINOR ASA SEDOL 7133608 | 0.03% |
| ERAC USA FINANCE LLC P/P 144A 04.5000 02/15/2045 | 0.03% |
| FREEDOM MTGE CORP P/P 144A 08.1250 11/15/2024 | 0.03% |
| HYPERA SA SEDOL B2QY968 | 0.03% |
| L3HARRIS TECH INC P/P 144A 03.8500 12/15/2026 | 0.03% |
| VIACOMCBS INC 02.9000 01/15/2027 | 0.03% |
| WEEKLEY HOMES LLC 06.0000 02/01/2023 | 0.03% |
| WEICHAI POWER CO LTD-H SEDOL 6743956 | 0.03% |
| WFRBS 2012-C10 XA IO P/P 144A 01.5393 12/15/2045 | 0.03% |
| ELECTRICITY GEN PUB CO-FOR R SEDOL 6304643 | 0.03% |
| FUJITSU LTD SEDOL 6356945 | 0.03% |
| GENTING SINGAPORE LTD SEDOL BDRTVP2 | 0.03% |
| GNR 2017-H22 EI IO 02.9643 10/20/2067 | 0.03% |
| MSBAM 2012-C5 E P/P 144A 04.6777 08/15/2045 | 0.03% |
| NETFLIX INC. 06.3750 05/15/2029 | 0.03% |
| NEUBERGER BERMAN GRP P/P 144A 04.8750 04/15/2045 | 0.03% |
| OBAYASHI CORP SEDOL 6656407 | 0.03% |
| SARTORIUS STEDIM BIOTECH SEDOL BYZ2QP5 | 0.03% |
| SM ENERGY CO 05.0000 01/15/2024 | 0.03% |
| SPY 20200821 P 245.00CITI | 0.03% |
| WIPRO LTD SEDOL 6206051 | 0.03% |
| BANK OF JIANGSU CO LTD- A 144A/REGS WARRANT 08/07/2020 | 0.03% |
| CHEVRON CORP 02.1000 05/16/2021 | 0.03% |
| CNO FINANCIAL GROUP INC 05.2500 05/30/2025 | 0.03% |
| EL PASO NATURAL GAS 08.3750 06/15/2032 | 0.03% |
| FUBON FINANCIAL HOLDING CO SEDOL 6411673 | 0.03% |
| GLENCORE FUNDING LLC P/P 144A 04.6250 04/29/2024 | 0.03% |
| HCA INC 05.3750 09/01/2026 | 0.03% |
| MERCK & CO INC 03.7000 02/10/2045 | 0.03% |
| NITTO DENKO CORP SEDOL 6641801 | 0.03% |
| NTT DOCOMO INC SEDOL 6129277 | 0.03% |
| NUTRIEN LTD. USD 04.2000 04/01/2029 | 0.03% |
| QUDIAN INC-SPON ADR SEDOL BF8FK89 | 0.03% |
| RADIANT OPTO-ELECTRONICS COR SEDOL 6520278 | 0.03% |
| SAMSUNG SDS CO LTD SEDOL BRS2KY0 | 0.03% |
| AUD/USD 01/15/2020 BANKAM | 0.03% |
| BECTON DICKINSON AND CO 03.7000 06/06/2027 | 0.03% |
| CAPITEC BANK HOLDINGS LTD SEDOL 6440859 | 0.03% |
| CBRE SERVICES INC 04.8750 03/01/2026 | 0.03% |
| HOME PRODUCT CENTER PCL-FOR SEDOL 6418533 | 0.03% |
| INTL FLAVOR & FRAGRANCES 04.4500 09/26/2028 | 0.03% |
| MOLINA HEALTHCARE IN 05.3750 11/15/2022 | 0.03% |
| ROBERTSHAW US HOLDING L+325 05.0625 02/28/2025 | 0.03% |
| SK HYNIX INC SEDOL 6450267 | 0.03% |
| SPECTRA ENERGY PARTNERS 03.3750 10/15/2026 | 0.03% |
| TMS INTL HLDG CORP P/P 144A 07.2500 08/15/2025 | 0.03% |
| TRI POINTE GROUP / HOMES 05.8750 06/15/2024 | 0.03% |
| VIPSHOP HOLDINGS LTD - ADR SEDOL B3N0H17 | 0.03% |
| VISTRA ENERGY CORP P/P 144A 08.1250 01/30/2026 | 0.03% |
| BERKELEY GROUP HOLDINGS/THE SEDOL B02L3W3 | 0.03% |
| CALPINE CORP P/P 144A 05.2500 06/01/2026 | 0.03% |
| CGCMT 2014-GC19 D P/P 144A 05.0920 03/10/2047 | 0.03% |
| COVEY PARK ENERGY LL P/P 144A 07.5000 05/15/2025 | 0.03% |
| GFL ENVIRON INC P/P 144A 05.1250 12/15/2026 | 0.03% |
| GNR 2017-162 QI IO 05.0000 10/11/2047 | 0.03% |
| IPALCO ENTPRS IN 03.7000 09/01/2024 | 0.03% |
| IRON MOUNTAIN INC P/P 144A 05.2500 03/15/2028 | 0.03% |
| JOHNSON CONTROLS INTL PL 04.9500 07/02/2064 | 0.03% |
| KRATON POLYMERS LLC/ P/P 144A 07.0000 04/15/2025 | 0.03% |
| LOUISIANA-PACIFIC CORPORATION 04.8750 09/15/2024 | 0.03% |
| NEWELL BRANDS INC 04.2000 04/01/2026 | 0.03% |
| PENN NATIONAL GAMING P/P 144A 05.6250 01/15/2027 | 0.03% |
| SERVICE CORP INTL 05.3750 05/15/2024 | 0.03% |
| SIX FLAGS ENT P/P 144A 04.8750 07/31/2024 | 0.03% |
| TESCO PLC SEDOL 0884709 | 0.03% |
| VIPER ENERGY P/P 144A 05.3750 11/01/2027 | 0.03% |
| WASTE PRO USA INC P/P 144A 05.5000 02/15/2026 | 0.03% |
| WFRBS 2012-C6 D P/P 144A 05.5813 04/15/2045 | 0.03% |
| WILLIS TOWERS WATSON PLC USD 05.7500 03/15/2021 | 0.03% |
| WILMAR INTERNATIONAL LTD SEDOL B17KC69 | 0.03% |
| 1011778 BC / NEW RED P/P 144A 03.8750 01/15/2028 | 0.03% |
| AMSTED INDUSTRIES P/P 144A 04.6250 05/15/2030 | 0.03% |
| COMCAST CORPORATION 03.3750 02/15/2025 | 0.03% |
| CROWN CASTLE INTL CORP 03.7000 06/15/2026 | 0.03% |
| EOG RESOURCES INC 02.6250 03/15/2023 | 0.03% |
| GENERAL DYNAMICS CORP SEDOL 2365161 | 0.03% |
| GLOBALWAFERS CO LTD SEDOL BS7JP33 | 0.03% |
| GOEASY LTD P/P 144A 05.3750 12/01/2024 | 0.03% |
| JELD-WEN INC P/P 144A 04.8750 12/15/2027 | 0.03% |
| JPMORGAN CHASE & CO 05.3000 12/29/2049 | 0.03% |
| KUMBA IRON ORE LTD SEDOL B1G4262 | 0.03% |
| LITE-ON TECHNOLOGY CORP SEDOL 6519481 | 0.03% |
| PETSMART INC P/P 144A 05.8750 06/01/2025 | 0.03% |
| REGIONS FINANCIAL CORP 02.7500 08/14/2022 | 0.03% |
| RESIDEO FUNDING INC P/P 144A 06.1250 11/01/2026 | 0.03% |
| SHIRE ACQ INV IE 03.2000 09/23/2026 | 0.03% |
| SINCLAIR TELE P/P 144A 05.5000 03/01/2030 | 0.03% |
| SUNDRUG CO LTD SEDOL 6817895 | 0.03% |
| VENTAS INC SEDOL 2927925 | 0.03% |
| VERIZON COMMUNICATIONS 05.2500 03/16/2037 | 0.03% |
| WESTROCK MWV LLC 08.2000 01/15/2030 | 0.03% |
| WOLVERINE WORLD WIDE P/P 144A 05.0000 09/01/2026 | 0.03% |
| AMAZON.COM INC. 02.5000 11/29/2022 | 0.03% |
| APPLE INC 04.3750 05/13/2045 | 0.03% |
| COMCAST CORP 03.9690 11/01/2047 | 0.03% |
| DUKE ENERGY OHIO INC 03.6500 02/01/2029 | 0.03% |
| ECOPETROL SA-SPONSORED ADR SEDOL B3D6J19 | 0.03% |
| GLADSTONE COMMERCIAL CORP SEDOL 2918479 | 0.03% |
| GNR 2015-H26 DI IO 01.6822 10/20/2065 | 0.03% |
| IHS MARKIT LTD USD 04.7500 08/01/2028 | 0.03% |
| JAZZ PHARMACEUTICALS PLC SEDOL B4Q5ZN4 | 0.03% |
| MSBAM 2014-C14 C 04.9346 02/15/2047 | 0.03% |
| MWST 2018-W1 A 02.6420 11/25/2051 | 0.03% |
| ROBERTSHAW TL 2L L+800 09.8125 02/28/2026 | 0.03% |
| ROYAL BANK OF CANADA USD 04.6500 01/27/2026 | 0.03% |
| SUZUKEN CO LTD SEDOL 6865560 | 0.03% |
| TALLGRASS NRG PRTNR P/P 144A 05.5000 01/15/2028 | 0.03% |
| UNITED AIRLINES HOLDINGS INC SEDOL B4QG225 | 0.03% |
| VISTRA OPERATION P/P 144A 04.3000 07/15/2029 | 0.03% |
| ZHONGSHENG GROUP HOLDINGS SEDOL B633D97 | 0.03% |
| ZOETIS INC 03.9000 08/20/2028 | 0.03% |
| APTARGROUP INC SEDOL 2045247 | 0.03% |
| BERKSHIRE HATHAWAY E 03.8000 07/15/2048 | 0.03% |
| CAPGEMINI SE SEDOL 4163437 | 0.03% |
| CGCMT 2012-GC8 XA IO P/P 144A 01.7714 09/10/2045 | 0.03% |
| CHARTER COMM OPT LLC 04.9080 07/23/2025 | 0.03% |
| CHINA RESOURCES SANJIU MEDICAL & PHARMA 144A REGS 01/29/2020 | 0.03% |
| CLEAR CHANNEL WORLD P/P 144A 09.2500 02/15/2024 | 0.03% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | 0.03% |
| CROWN CASTLE INTL CORP 03.6500 09/01/2027 | 0.03% |
| FHR 3829 AS IO 05.2103 03/15/2041 | 0.03% |
| GNR 2016-123 LI IO 03.5000 03/20/2044 | 0.03% |
| HUNTINGTON BANCSHARES 04.3500 02/04/2023 | 0.03% |
| ISRAEL CHEMICALS LTD SEDOL 6455530 | 0.03% |
| KEURIG DR PEPPER INC 04.0570 05/25/2023 | 0.03% |
| OTP BANK RT SEDOL 7320154 | 0.03% |
| PFIZER INC 03.0000 12/15/2026 | 0.03% |
| SHINHAN FINANCIAL GROUP LTD SEDOL 6397502 | 0.03% |
| SINOTRUK HONG KONG LTD SEDOL B296ZH4 | 0.03% |
| ALFRESA HOLDINGS CORP SEDOL 6687214 | 0.02% |
| ANHEUSER-BUSCH INBEV WOR 04.7500 01/23/2029 | 0.02% |
| BAUSCH HLTH COS INC P/P 144A 07.2500 05/30/2029 | 0.02% |
| BUILDERS FIRSTSOURCE P/P 144A 05.6250 09/01/2024 | 0.02% |
| CAS 2014-C04 1M2 06.6920 11/25/2024 | 0.02% |
| CHENIERE CORP CHRIST 05.8750 03/31/2025 | 0.02% |
| CISCO SYSTEMS INC 02.5000 09/20/2026 | 0.02% |
| CNO FINANCIAL GROUP INC 05.2500 05/30/2029 | 0.02% |
| CWALT 2007-OH1 A1D 02.0020 04/25/2047 | 0.02% |
| DUN & BRADSTREET COR P/P 144A 06.8750 08/15/2026 | 0.02% |
| HLA CORP LTD 144A/REGS WARRANT | 0.02% |
| ORACLE CORP 04.0000 11/15/2047 | 0.02% |
| SABINE PASS LIQUEF 05.0000 03/15/2027 | 0.02% |
| TRANSOCEAN PONTUS LT P/P 144A 06.1250 08/01/2025 | 0.02% |
| BOYD GAMING CORPORATION 06.0000 08/15/2026 | 0.02% |
| CENTENE ESCROW I CO P/P 144A 05.3750 06/01/2026 | 0.02% |
| CREDIT ACCEPTANC P/P 144A 06.6250 03/15/2026 | 0.02% |
| CROWN AMER/CAP 04.7500 02/01/2026 | 0.02% |
| FOX CORP P/P 144A 04.0300 01/25/2024 | 0.02% |
| ICAHN ENTER/FIN 06.2500 05/15/2026 | 0.02% |
| KOREA ZINC CO LTD SEDOL 6495428 | 0.02% |
| LIVE NATION ENTERTAI P/P 144A 05.6250 03/15/2026 | 0.02% |
| REGENCY ENERGY P 04.5000 11/01/2023 | 0.02% |
| REVLON CONS TLB L+350 05.4086 09/07/2023 | 0.02% |
| TENET HEALTHCARE P/P 144A 06.2500 02/01/2027 | 0.02% |
| TOKYO ELECTRON LTD SEDOL 6895675 | 0.02% |
| VISTRA OPERATION P/P 144A 03.5500 07/15/2024 | 0.02% |
| VISTRA OPERATIONS CO P/P 144A 05.5000 09/01/2026 | 0.02% |
| WPX ENERGY INC 05.2500 10/15/2027 | 0.02% |
| AES CORP/THE 04.5000 03/15/2023 | 0.02% |
| ANHEUSER-BUSCH INBEV WOR 05.5500 01/23/2049 | 0.02% |
| CHINA RESOURCES CEMENT SEDOL B41XC98 | 0.02% |
| CHS/COMMUNITY HEALTH P/P 144A 08.0000 03/15/2026 | 0.02% |
| CPURNSA R 1.79 P 09/09/29 | 0.02% |
| ESH HOSPITALITY INC P/P 144A 05.2500 05/01/2025 | 0.02% |
| GARTNER INC P/P 144A 05.1250 04/01/2025 | 0.02% |
| HOLOGIC INC P/P 144A 04.3750 10/15/2025 | 0.02% |
| KFC HLD/PIZZA HUT/TA P/P 144A 04.7500 06/01/2027 | 0.02% |
| MATTEL INC P/P 144A 05.8750 12/15/2027 | 0.02% |
| MERCER INTL INC USD 05.5000 01/15/2026 | 0.02% |
| MISC BHD SEDOL 6557997 | 0.02% |
| MOLINA HEALTHCARE IN P/P 144A 04.8750 06/15/2025 | 0.02% |
| MSBAM 2014-C17 XA IO 01.1091 08/15/2047 | 0.02% |
| PRESIDENT CHAIN STORE CORP SEDOL 6704986 | 0.02% |
| S&P GLOBAL INC 04.4000 02/15/2026 | 0.02% |
| SERVICE CORPORATION INTL 04.6250 12/15/2027 | 0.02% |
| SOULBRAIN CO LTD SEDOL B0105T2 | 0.02% |
| SPRINGLEAF FINANCE CORP 05.3750 11/15/2029 | 0.02% |
| SWISS LIFE HOLDING AG-REG SEDOL 7437805 | 0.02% |
| TENET HEALTHCARE 04.6250 07/15/2024 | 0.02% |
| TISCO FINANCIAL-FOREIGN SEDOL B3KFW76 | 0.02% |
| TRANSOCEAN SENTR P/P 144A 05.3750 05/15/2023 | 0.02% |
| TRONOX FINANCE PLC P/P 144A 05.7500 10/01/2025 | 0.02% |
| TRUIST FIN CORP 04.8000 12/31/2099 | 0.02% |
| VISTRA OPERATIONS CO P/P 144A 05.6250 02/15/2027 | 0.02% |
| WAMU 2005-AR10 1A3 04.1407 09/25/2035 | 0.02% |
| WANT WANT CHINA HOLDINGS LTD SEDOL B2Q14Z3 | 0.02% |
| WELLCARE HEALTH PLANS 05.2500 04/01/2025 | 0.02% |
| YUANTA FINANCIAL HOLDING CO SEDOL 6424110 | 0.02% |
| YUM! BRANDS INC P/P 144A 04.7500 01/15/2030 | 0.02% |
| AT&T INC 02.9500 07/15/2026 | 0.02% |
| BEACON ROOFING SUPP P/P 144A 04.8750 11/01/2025 | 0.02% |
| BWAY CORP TLB L+325 05.2343 04/03/2024 | 0.02% |
| COMM 2013-CR11 XA IO 00.9262 08/10/2050 | 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% |
| FRONTIER COMM 10.5000 09/15/2022 | 0.02% |
| GSAA 2007-6 1A1 01.9120 05/25/2047 | 0.02% |
| KINDER MORGAN ENER PART 05.4000 09/01/2044 | 0.02% |
| L3HARRIS TECH INC P/P 144A 04.4000 06/15/2028 | 0.02% |
| MIDAMERICAN FUNDING LLC 06.9270 03/01/2029 | 0.02% |
| PETRONAS CHEMICALS GROUP BHD SEDOL B5KQGT3 | 0.02% |
| SHIRE ACQ INV IRELAND DA USD 02.8750 09/23/2023 | 0.02% |
| SURGUTNEFTEGAS-PREFERENCE SEDOL 5005884 | 0.02% |
| WESTROCK MWV LLC 07.9500 02/15/2031 | 0.02% |
| WFRBS 2011-C5 XA IO P/P 144A 01.7062 11/15/2044 | 0.02% |
| ANTERO RESOURCES 05.3750 11/01/2021 | 0.02% |
| CIA SANEAMENTO BASICO DE SP SEDOL B1YCHL8 | 0.02% |
| CLEAR CHANNEL OUTDOOR HOLDIN SEDOL BJHVCH9 | 0.02% |
| DAELIM INDUSTRIAL CO LTD SEDOL 6249584 | 0.02% |
| DISH NETWORK CV 03.3750 08/15/2026 | 0.02% |
| ENERGY TRANSFER OPERATNG 05.2000 02/01/2022 | 0.02% |
| INDIGO NATURAL P/P 144A 06.8750 02/15/2026 | 0.02% |
| MLMI 2005-A2 A2 04.3590 02/25/2035 | 0.02% |
| NOK/USD 03/18/2020 SSBT | 0.02% |
| NUTRIEN LTD USD 04.1250 03/15/2035 | 0.02% |
| PETROBRAS GLOBAL FINANCE USD 06.1250 01/17/2022 | 0.02% |
| SAMSUNG ENGINEERING CO LTD SEDOL 6765239 | 0.02% |
| SM ENERGY CO 06.1250 11/15/2022 | 0.02% |
| VERIZON COMMUNICATIONS 04.4000 11/01/2034 | 0.02% |
| CPURNSA R 1.858 P 04/07/26 | 0.02% |
| IOS.FN30.350.14 R USL1M P 01/12/45 CS | 0.02% |
| JAPAN PRIME REALTY INVESTMEN SEDOL 6528175 | 0.02% |
| MMC NORILSK NICKEL PJSC-ADR SEDOL BYSW6D0 | 0.02% |
| NOBLE HLDG INTL LTD P/P 144A 07.8750 02/01/2026 | 0.02% |
| ZURICH INSURANCE GROUP AG SEDOL 5983816 | 0.02% |
| ANHEUSER-BUSCH INBEV WOR 04.1500 01/23/2025 | 0.02% |
| APPLE INC 04.2500 02/09/2047 | 0.02% |
| BANK OF AMERICA CORP 06.5000 10/29/2049 | 0.02% |
| CPURNSA R 1.875 P 07/08/29 | 0.02% |
| DASSAULT AVIATION SA SEDOL 4067164 | 0.02% |
| IHEARTCOMMUNICATIONS INC 06.3750 05/01/2026 | 0.02% |
| LENNAR CORP 05.8750 11/15/2024 | 0.02% |
| LOGAN PROPERTY HOLDINGS CO L SEDOL BH6X937 | 0.02% |
| MITSUBISHI UFJ LEASE & FINAN SEDOL 6268976 | 0.02% |
| NATIONSTAR MORT/ 06.5000 07/01/2021 | 0.02% |
| POMEGRANATE MERGER S P/P 144A 09.7500 05/01/2023 | 0.02% |
| SESI LLC 07.1250 12/15/2021 | 0.02% |
| SHERWIN-WILLIAMS CO 03.4500 06/01/2027 | 0.02% |
| SINGAPORE TECH ENGINEERING SEDOL 6043214 | 0.02% |
| SPRINGLEAF FINANCE CORP 07.1250 03/15/2026 | 0.02% |
| TRIPOD TECHNOLOGY CORP SEDOL 6305721 | 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% |
| AMUNDI SA SEDOL BYZR014 | 0.02% |
| BOMBARDIER INC P/P 144A 08.7500 12/01/2021 | 0.02% |
| BUILDERS FIRSTSOURCE P/P 144A 06.7500 06/01/2027 | 0.02% |
| CAS 2019-R02 1M2 04.0920 08/25/2031 | 0.02% |
| CITIGROUP INC 03.8870 01/10/2028 | 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% |
| ENERGIZER HLDG INC P/P 144A 06.3750 07/15/2026 | 0.02% |
| IMPALA PLATINUM HOLDINGS LTD SEDOL B1FFT76 | 0.02% |
| JOHNSON CONTROLS INTL PL 04.5000 02/15/2047 | 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% |
| NINE ENERGY SERVICE P/P 144A 08.7500 11/01/2023 | 0.02% |
| NRG ENERGY INC 05.7500 01/15/2028 | 0.02% |
| POWSZECHNY ZAKLAD UBEZPIECZE SEDOL B63DG21 | 0.02% |
| S&P GLOBAL INC 02.9500 01/22/2027 | 0.02% |
| SERVICE PROPERTIES TRUST 04.3750 02/15/2030 | 0.02% |
| SOHGO SECURITY SERVICES CO SEDOL 6546359 | 0.02% |
| STEEL DYNAMICS INC 05.0000 12/15/2026 | 0.02% |
| TARGA RESOURCES PART P/P 144A 06.5000 07/15/2027 | 0.02% |
| TRANSOCEAN POSEIDON P/P 144A 06.8750 02/01/2027 | 0.02% |
| VERTIV GROUP CORP P/P 144A 09.2500 10/15/2024 | 0.02% |
| WELLCARE HLTH PLANS P/P 144A 05.3750 08/15/2026 | 0.02% |
| WPX ENERGY INC 05.7500 06/01/2026 | 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% |
| AMERICAN TOWER CORP 03.1250 01/15/2027 | 0.02% |
| ANHEUSER-BUSCH CO/IN 03.6500 02/01/2026 | 0.02% |
| APPLE INC 02.0000 05/06/2020 | 0.02% |
| CALPINE CORP P/P 144A 05.8750 01/15/2024 | 0.02% |
| CENTENE CORP 04.7500 05/15/2022 | 0.02% |
| CLEAR CHANNEL WORLDW P/P 144A 05.1250 08/15/2027 | 0.02% |
| CLICKS GROUP LTD SEDOL 6105578 | 0.02% |
| CREDIT ACCEPTANC 07.3750 03/15/2023 | 0.02% |
| CROWN CASTLE INTL CORP 03.8000 02/15/2028 | 0.02% |
| ELDORADO RESORTS INC 07.0000 08/01/2023 | 0.02% |
| FIFTH THIRD BANCORP 05.1000 12/29/2049 | 0.02% |
| FRONTIER COMM P/P 144A 08.5000 04/01/2026 | 0.02% |
| ICAHN ENTER P/P 144A 04.7500 09/15/2024 | 0.02% |
| ICAHN ENTER/FIN P/P 144A 05.2500 05/15/2027 | 0.02% |
| INFOR US INC 06.5000 05/15/2022 | 0.02% |
| JO-ANN STORES 2NDL L+925 11.0420 05/21/2024 | 0.02% |
| KFC HLD/PIZZA HUT/TA P/P 144A 05.0000 06/01/2024 | 0.02% |
| MAUSER PACKAGING SOL P/P 144A 05.5000 04/15/2024 | 0.02% |
| MGM GROWTH/MGM FINANCE 04.5000 01/15/2028 | 0.02% |
| SABINE PASS LIQUEFACTION 04.2000 03/15/2028 | 0.02% |
| TIM PARTICIPACOES SA SEDOL 2292560 | 0.02% |
| TOWNSQUARE MEDIA INC P/P 144A 06.5000 04/01/2023 | 0.02% |
| VERTIV INT HOLD CORP P/P 144A 12.0000 02/15/2022 | 0.02% |
| VISTRA OPERATION P/P 144A 05.0000 07/31/2027 | 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% |
| BROTHER INDUSTRIES LTD SEDOL 6146500 | 0.02% |
| CHINA MINSHENG BANKING COR-H SEDOL B57JY24 | 0.02% |
| COX COMM INC P/P 144A 03.5000 08/15/2027 | 0.02% |
| CPURNSA R 1.765 P 10/01/29 | 0.02% |
| FREEDOM MTGE CORP P/P 144A 08.2500 04/15/2025 | 0.02% |
| GENTING MALAYSIA BHD SEDOL B1VXKN7 | 0.02% |
| INTERNATIONAL PAPER CO 03.0000 02/15/2027 | 0.02% |
| NOVOLIPETSK STEEL PJSC-GDR SEDOL B0RTNX3 | 0.02% |
| SERVICEMASTER GLOBAL HOLDING SEDOL BNG8BF0 | 0.02% |
| SOLENIS 1STL L+400 05.9086 06/26/2025 | 0.02% |
| STAPLES TL L+500 06.7809 04/12/2026 | 0.02% |
| TAISHIN FINANCIAL HOLDING SEDOL 6451680 | 0.02% |
| TOYOTA MOTOR CORP SEDOL 6900643 | 0.02% |
| UNION PACIFIC CORP SEDOL 2914734 | 0.02% |
| VIACOMCBS INC 04.6000 01/15/2045 | 0.02% |
| ANTERO RESOURCES FIN 05.1250 12/01/2022 | 0.02% |
| AT&T INC 04.3000 02/15/2030 | 0.02% |
| BANCO BTG PACTUAL SA-UNIT SEDOL BZBZVC7 | 0.02% |
| BOLIDEN AB SEDOL BJV12J7 | 0.02% |
| CALIFORNIA RESOURC TL L+475 06.5548 12/31/2022 | 0.02% |
| CELANESE US HOLDINGS LLC 03.5000 05/08/2024 | 0.02% |
| CHAILEASE HOLDING CO LTD SEDOL B58J1S8 | 0.02% |
| CHEMOURS CO 05.3750 05/15/2027 | 0.02% |
| CHUBB LTD SEDOL B3BQMF6 | 0.02% |
| CNP ASSURANCES SEDOL 5543986 | 0.02% |
| DEUTSCHE TELEKOM INT FIN USD 08.7500 06/15/2030 | 0.02% |
| GEELY AUTOMOBILE HOLDINGS LT SEDOL 6531827 | 0.02% |
| HCA INC 05.5000 06/15/2047 | 0.02% |
| JO-ANN STORES TL L+500 06.9340 10/16/2023 | 0.02% |
| MSBAM 2013-C12 XA IO 00.6052 10/15/2046 | 0.02% |
| PARTY CITY HLDG INC P/P 144A 06.1250 08/15/2023 | 0.02% |
| PINNACLE WEST CAPITAL SEDOL 2048804 | 0.02% |
| TEKFEN HOLDING AS SEDOL B29D241 | 0.02% |
| WNS HOLDINGS LTD-ADR SEDOL B194GX4 | 0.02% |
| ALLERGAN FUNDING SCS USD 03.4500 03/15/2022 | 0.01% |
| BANK OF AMERICA CORP 03.4990 05/17/2022 | 0.01% |
| BBVA ARGENTINA SA-ADR SEDOL BKT4TC7 | 0.01% |
| BRAMBLES LTD SEDOL B1FJ0C0 | 0.01% |
| DIAMOND 1 FIN/DIAMON P/P 144A 08.3500 07/15/2046 | 0.01% |
| ENTERPRISE MERG P/P 144A 08.7500 10/15/2026 | 0.01% |
| FIDELITY NATIONAL INFORM 04.2500 05/15/2028 | 0.01% |
| GLOBAL MEDICAL REIT INC SEDOL BSNMBW7 | 0.01% |
| LEGRAND FRANCE USD 08.5000 02/15/2025 | 0.01% |
| PENSKE TRUCK LE P/P 144A 03.4000 11/15/2026 | 0.01% |
| WASTE MANAGEMENT INC. 04.7500 06/30/2020 | 0.01% |
| ALLERGAN FUNDING SCS USD 03.8000 03/15/2025 | 0.01% |
| ASCENT RESOURCES/AR P/P 144A 07.0000 11/01/2026 | 0.01% |
| GENERAL MOTORS FINL CO 04.3000 07/13/2025 | 0.01% |
| GRUPO AEROPORTUARIO DEL CENT SEDOL B1KFX13 | 0.01% |
| NTT DATA CORP SEDOL 6125639 | 0.01% |
| PENSKE TRUCK LEASING P/P 144A 03.9000 02/01/2024 | 0.01% |
| PETRONET LNG LTD SEDOL B00KT68 | 0.01% |
| SEAZEN HOLDINGS CO 144A/REGS WARRANT 04/17/2020 | 0.01% |
| SPRINGLEAF FINANCE CORP 06.6250 01/15/2028 | 0.01% |
| THALES SA SEDOL 4162791 | 0.01% |
| ABC SUPPLY CO INC P/P 144A 05.8750 05/15/2026 | 0.01% |
| BANCO SANTANDER MEXICO SA IN SEDOL BF1FXN2 | 0.01% |
| BANK TABUNGAN PENSIUNAN NASI SEDOL BFNBJ41 | 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% |
| BOYD GAMING CORP P/P 144A 04.7500 12/01/2027 | 0.01% |
| BRISTOL-MYERS P/P 144A 03.4000 07/26/2029 | 0.01% |
| BROOKFIELD RESID P/P 144A 06.2500 09/15/2027 | 0.01% |
| CLEAN HARBORS INC P/P 144A 05.1250 07/15/2029 | 0.01% |
| COLGATE-PALMOLIVE CO SEDOL 2209106 | 0.01% |
| COM7 PCL-F SEDOL BZ2YN49 | 0.01% |
| COMMSCOPE INC P/P 144A 05.5000 03/01/2024 | 0.01% |
| CREDIT ACCEPTANC P/P 144A 05.1250 12/31/2024 | 0.01% |
| DUKE ENERGY CORP 04.2000 06/15/2049 | 0.01% |
| ENBRIDGE INC USD 04.5000 06/10/2044 | 0.01% |
| FREEPORT-MCMORAN INC 05.4500 03/15/2043 | 0.01% |
| GENTING BHD SEDOL B1VXJL8 | 0.01% |
| GO DADDY OPCO/FINCO P/P 144A 05.2500 12/01/2027 | 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% |
| MASONITE INTL C P/P 144A 05.3750 02/01/2028 | 0.01% |
| NATIONSTAR MTG P/P 144A 09.1250 07/15/2026 | 0.01% |
| NETFLIX INC P/P 144A 05.3750 11/15/2029 | 0.01% |
| NETFLIX INC. 05.8750 11/15/2028 | 0.01% |
| OASIS PETROLEUM INC 06.8750 03/15/2022 | 0.01% |
| PANTHER BF AGGREGA P/P 144A 06.2500 05/15/2026 | 0.01% |
| PETROLEOS MEXICANOS P/P 144A 07.6900 01/23/2050 | 0.01% |
| QUEBECOR MEDIA INC USD 05.7500 01/15/2023 | 0.01% |
| REALOGY GRP / CO P/P 144A 09.3750 04/01/2027 | 0.01% |
| RHB BANK BHD SEDOL 6244675 | 0.01% |
| SCIENTIFIC GAMES P/P 144A 07.0000 05/15/2028 | 0.01% |
| SEVERSTAL PJSC SEDOL B0561N2 | 0.01% |
| SIRIUS XM RADIO INC. P/P 144A 05.5000 07/01/2029 | 0.01% |
| SPECTRUM BRANDS INC P/P 144A 05.0000 10/01/2029 | 0.01% |
| T-MOBILE USA INC 06.3750 03/01/2025 | 0.01% |
| TARGA RESOURCES PART P/P 144A 06.8750 01/15/2029 | 0.01% |
| TAYLOR MORRISON COMM P/P 144A 05.7500 01/15/2028 | 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% |
| ALEXANDRIA REAL ESTATE EQUIT SEDOL 2009210 | 0.01% |
| BANCO SANTANDER-CHILE-ADR SEDOL 2136646 | 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% |
| CAS 2017-C01 1EB1 03.0420 07/25/2029 | 0.01% |
| CAS 2018-C01 1M2 04.0420 07/25/2030 | 0.01% |
| CHEMOURS CO 07.0000 05/15/2025 | 0.01% |
| COCA-COLA EUROPEAN PARTNERS SEDOL BYQQ3P5 | 0.01% |
| CPG INTL TL L+375 05.9333 05/05/2024 | 0.01% |
| DH EUROPE FINANCE II USD 03.4000 11/15/2049 | 0.01% |
| DIAMONDBACK ENERGY INC 03.2500 12/01/2026 | 0.01% |
| FRAC TECH INTL TLB L+475 06.5494 04/16/2021 | 0.01% |
| GFL ENVIRONMENTAL TLB L+300 04.7994 05/31/2025 | 0.01% |
| HESS MIDSTREAM P P/P 144A 05.1250 06/15/2028 | 0.01% |
| INDOFOOD SUKSES MAKMUR TBK P SEDOL 6283979 | 0.01% |
| LEVEL 3 FINANCING INC 05.6250 02/01/2023 | 0.01% |
| MALLINCKRODT FIN/SB P/P 144A 10.0000 04/15/2025 | 0.01% |
| MICROSOFT CORP 02.4000 02/06/2022 | 0.01% |
| MOOG INC P/P 144A 04.2500 12/15/2027 | 0.01% |
| NOMURA REAL ESTATE HOLDINGS SEDOL B1CWJM5 | 0.01% |
| PENSKE AUTOMOTIVE GROUP 05.3750 12/01/2024 | 0.01% |
| RACKSPACE HOSTING INC L+300 04.9023 11/03/2023 | 0.01% |
| REPUBLIC OF VENEZUELA REGS 08.2500 10/13/2024 | 0.01% |
| SM ENERGY CO 06.7500 09/15/2026 | 0.01% |
| STACR 2019-DNA1 M2 04.4420 01/25/2049 | 0.01% |
| STACR 2019-HQA1 M2 04.1420 02/25/2049 | 0.01% |
| AIR MEDICAL MERGER S P/P 144A 06.3750 05/15/2023 | 0.01% |
| AMC ENT HOLDIN 05.8750 11/15/2026 | 0.01% |
| BANCO DE CHILE-ADR SEDOL 2834252 | 0.01% |
| CAS 2015-C02 1M2 05.7920 05/25/2025 | 0.01% |
| COLONY CAPITAL INC SEDOL BG5QFV0 | 0.01% |
| FORD OTOMOTIV SEDOL B03MSR5 | 0.01% |
| HM SAMPOERNA TBK PT SEDOL 6404242 | 0.01% |
| NOK/USD 03/18/2020 GSFX | 0.01% |
| NOK/USD 03/18/2020 RBSF | 0.01% |
| NZD/USD 01/15/2020 UBS | 0.01% |
| PORSCHE AUTOMOBIL HLDG-PRF SEDOL 7101069 | 0.01% |
| BERKSHIRE HATHAWAY FIN 04.2500 01/15/2021 | 0.01% |
| ENERGY TRANSFER OPERATNG 06.1250 12/15/2045 | 0.01% |
| FIDELITY NATIONAL INFORM 03.0000 08/15/2026 | 0.01% |
| KLEPIERRE SEDOL 7582556 | 0.01% |
| NUTRIEN LTD USD 05.2500 01/15/2045 | 0.01% |
| PETROLEOS DE VEN P/P 144A 06.0000 11/15/2026 | 0.01% |
| THE BANK OF NOVA SCOTIA USD 02.7000 03/07/2022 | 0.01% |
| TRANSOCEAN INC 07.5000 04/15/2031 | 0.01% |
| BANK OF MONTREAL USD 03.8030 12/15/2032 | 0.01% |
| BERKSHIRE HATHAWAY ENERG 06.1250 04/01/2036 | 0.01% |
| BMW US CAPITAL LLC P/P 144A 03.4000 08/13/2021 | 0.01% |
| CHAROEN POKPHAND FOOD-FORGN SEDOL B5L2DG6 | 0.01% |
| CISCO SYSTEMS INC 05.9000 02/15/2039 | 0.01% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 JP | 0.01% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 CS | 0.01% |
| GUANGZHOU BAIYUNSHAN PHARM-H SEDOL 6084387 | 0.01% |
| HEALTHPEAK PROPERTIES INC SEDOL BJBLRK3 | 0.01% |
| IOS.FN30.350.12 R USL1M P 01/12/43 BC | 0.01% |
| KT CORP SEDOL 6505316 | 0.01% |
| SAO MARTINHO SA SEDOL B1P3R43 | 0.01% |
| SIME DARBY BERHAD SEDOL B29TTR1 | 0.01% |
| SUN ART RETAIL GROUP LTD SEDOL B3MPN59 | 0.01% |
| VMWARE INC 03.9000 08/21/2027 | 0.01% |
| CHATHAM LODGING TRUST SEDOL B5LYMC1 | 0.01% |
| FENG TAY ENTERPRISE CO LTD SEDOL 6336055 | 0.01% |
| GBP/USD 03/18/2020 JPMCB | 0.01% |
| JPMORGAN CHASE & CO 06.1000 02/01/2049 | 0.01% |
| NZD/USD 01/15/2020 SSBT | 0.01% |
| POU CHEN SEDOL 6696157 | 0.01% |
| REPUBLIC OF VENEZUELA REGS 09.0000 05/07/2023 | 0.01% |
| SEKISUI HOUSE LTD SEDOL 6793906 | 0.01% |
| VIACOMCBS INC 04.0000 01/15/2026 | 0.01% |
| ZEKELMAN IND INC P/P 144A 09.8750 06/15/2023 | 0.01% |
| BGC PARTNERS INC 05.1250 05/27/2021 | 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% |
| EAGLE HLDG CO II LLC P/P 144A 07.7500 05/15/2022 | 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% |
| EQUINIX INC 03.2000 11/18/2029 | 0.01% |
| FEDERAL GRID CO UNIFIED ENER SEDOL B39RR67 | 0.01% |
| FERGUSON PLC SEDOL BJVNSS4 | 0.01% |
| GENERAL MOTORS FINL CO 04.0000 01/15/2025 | 0.01% |
| GLOBAL PAYMENTS INC 04.0000 06/01/2023 | 0.01% |
| INSTALLED BUILDI P/P 144A 05.7500 02/01/2028 | 0.01% |
| KOREA INVESTMENT HOLDINGS CO SEDOL 6654586 | 0.01% |
| LIVE NATION ENT P/P 144A 04.7500 10/15/2027 | 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% |
| OUTFRONT MEDIA C P/P 144A 04.6250 03/15/2030 | 0.01% |
| PETROBRAS GLOBAL FIN USD 05.2990 01/27/2025 | 0.01% |
| PRESTIGE BRANDS INC P/P 144A 05.1250 01/15/2028 | 0.01% |
| PULTEGROUP INC 05.5000 03/01/2026 | 0.01% |
| TARGA RES PRTNRS P/P 144A 05.5000 03/01/2030 | 0.01% |
| THE SHERWIN-WILLIAMS COMPANY 02.7500 06/01/2022 | 0.01% |
| TITAN ACQ LTD P/P 144A 07.7500 04/15/2026 | 0.01% |
| TRANSDIGM INC 06.5000 05/15/2025 | 0.01% |
| UNITED TECHNOLOGIES CORP 04.1250 11/16/2028 | 0.01% |
| YDUQS PART SEDOL BJGV3C2 | 0.01% |
| 1.60 R ISWP FWD US0003M P 03/18/2022 | 0.00% |
| ANTERO MIDSTREAM P/P 144A 05.7500 01/15/2028 | 0.00% |
| BANK OF CHINA LTD-H SEDOL B154564 | 0.00% |
| CAD/USD 01/15/2020 WPAC | 0.00% |
| CIA CERVECERIAS UNI-SPON ADR SEDOL 2217596 | 0.00% |
| EUR/NOK PUT 9.85 20200121 GSFX | 0.00% |
| HSBC HOLDINGS PLC SEDOL 0540528 | 0.00% |
| NOK/USD 03/18/2020 JPMCB | 0.00% |
| OASIS PETROLEUM INC P/P 144A 06.2500 05/01/2026 | 0.00% |
| SM ENERGY CO 06.6250 01/15/2027 | 0.00% |
| TECO ELECTRIC & MACHINERY SEDOL 6879851 | 0.00% |
| US BANCORP 02.6250 01/24/2022 | 0.00% |
| COMMUNITY HEALTHCARE TRUST I SEDOL BXC87C3 | 0.00% |
| MALAYSIA AIRPORTS HLDGS BHD SEDOL 6188193 | 0.00% |
| NESTLE (MALAYSIA) BERHAD SEDOL 6629335 | 0.00% |
| PLDT INC SEDOL BDGN274 | 0.00% |
| QUALITAS CONTROLADORA SAB CV SEDOL BYMXF65 | 0.00% |
| WESTPORTS HOLDINGS BHD SEDOL BDFM1K8 | 0.00% |
| AIRASIA GROUP BHD SEDOL B03J9L7 | 0.00% |
| AUD/USD 01/15/2020 UBS | 0.00% |
| CAD/USD 01/15/2020 JPMCB | 0.00% |
| CALIFORNIA RESOURCES P/P 144A 08.0000 12/15/2022 | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | 0.00% |
| EUR/USD 03/18/2020 SSBT | 0.00% |
| JACK OHIO FIN LLC/FI P/P 144A 06.7500 11/15/2021 | 0.00% |
| MANILA ELECTRIC COMPANY SEDOL B247XZ6 | 0.00% |
| NOK/USD 03/18/2020 CITI | 0.00% |
| PETRONAS GAS BHD SEDOL 6703972 | 0.00% |
| ALLY FINANCIAL INC 03.8750 05/21/2024 | 0.00% |
| ASTRO MALAYSIA SEDOL B7W5GK3 | 0.00% |
| BMW US CAPITAL LLC P/P 144A 03.9500 08/14/2028 | 0.00% |
| BRL/USD 02/04/2020 GSFX | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CS | 0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 JP | 0.00% |
| GBP/USD 03/18/2020 BANKAM | 0.00% |
| GBP/USD 03/18/2020 RBSF | 0.00% |
| GLENCORE PLC SEDOL B4T3BW6 | 0.00% |
| INCEPTION MRGR/RACK P/P 144A 08.6250 11/15/2024 | 0.00% |
| JPY/USD 02/19/2020 GSFX | 0.00% |
| NINE POINT ENERGY CNV PRF | 0.00% |
| ROYAL BANK OF CANADA USD 02.8000 04/29/2022 | 0.00% |
| TRANSOCEAN INC P/P 144A 09.0000 07/15/2023 | 0.00% |
| 1.625 R ISWP FWD US0003M P 03/18/2025 | 0.00% |
| ADVANZ PHARMA CORP SEDOL BH4P601 | 0.00% |
| AUD/JPY PUT 70.00 20200214 CITI | 0.00% |
| AUD/JPY PUT 70.00 20200214 GSFX | 0.00% |
| CHS/COMMUNITY HEALT P/P 144A 08.1250 06/30/2024 | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 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% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CS | 0.00% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CS | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.00% |
| CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 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 CS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 ML | 0.00% |
| GBP/USD 03/18/2020 BCAP-FX | 0.00% |
| JPY/USD 02/19/2020 CITI | 0.00% |
| JPY/USD 02/19/2020 HSBCB | 0.00% |
| JPY/USD 02/19/2020 RBSF | 0.00% |
| JPY/USD 02/19/2020 WPAC | 0.00% |
| NINE POINT ENERGY COM | 0.00% |
| BRL/USD 02/04/2020 CITI | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 JP | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 JP | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 ML | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 MS | 0.00% |
| CMB CMBX.NA.A.7 2047-01-17 200.0 01/17/2047 CG | 0.00% |
| CMB CMBX.NA.A.7 2047-01-17 200.0 01/17/2047 CS | 0.00% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CG | 0.00% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CG | 0.00% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CS | 0.00% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 ML | 0.00% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 ML | 0.00% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 MS | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 JP | 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 CG | 0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CG | 0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CG | 0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CG | 0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CS | 0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS | 0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS | 0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 MS | 0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 MS | 0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 MS | 0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 MS | 0.00% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 CG | 0.00% |
| CMB CMBX.NA.BB.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 JP | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 JP | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 ML | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 ML | 0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 CG | 0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 CS | 0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 JP | 0.00% |
| ESC SEVENTYSEVENERG 06.5000 07/15/2022 | 0.00% |
| EUR/USD 03/18/2020 CSI-FX | 0.00% |
| EUR/USD 03/18/2020 RBSF | 0.00% |
| EUR/USD 03/18/2020 TDBK | 0.00% |
| EUR/USD 03/18/2020 WPAC | 0.00% |
| FEDL01 P ISWP SOFRRATE R 12/05/2020 | 0.00% |
| GLOW ENERGY PCL - FOREIGN SEDOL B074GX9 | 0.00% |
| ILS/USD 01/15/2020 SSBT | 0.00% |
| JPY/USD 02/19/2020 BANKAM | 0.00% |
| JPY/USD 02/19/2020 UBS | 0.00% |
| SEK/USD 03/18/2020 BCAP-FX | 0.00% |
| SPY 20191231 C 324.00CITI | 0.00% |
| TERVITA CORP SEDOL BD1DCC4 | 0.00% |
| CAD/USD 01/15/2020 SSBT | -0.00% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 JP | -0.00% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 JP | -0.00% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 JP | -0.00% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 MS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| DKK/USD 03/18/2020 CITI | -0.00% |
| GBP/USD 03/18/2020 UBS | -0.00% |
| GBP/USD 03/18/2020 WPAC | -0.00% |
| JPY/USD 02/19/2020 SSBT | -0.00% |
| NOK/USD 03/18/2020 HSBCB | -0.00% |
| SEK/USD 03/18/2020 TDBK | -0.00% |
| SEK/USD 03/18/2020 UBS | -0.00% |
| SGD/USD 02/19/2020 JPMCB | -0.00% |
| CMB CMBX.NA.A.7 2047-01-17 200.0 01/17/2047 JP | -0.00% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 CG | -0.00% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 MS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| GBP/USD 03/18/2020 HSBCB | -0.00% |
| HKD/USD 02/19/2020 BCAP-FX | -0.00% |
| NOK/USD 03/18/2020 BCAP-FX | -0.00% |
| SEK/USD 03/18/2020 GSFX | -0.00% |
| SEK/USD 03/18/2020 JPMCB | -0.00% |
| CAD/USD 01/15/2020 TDBK | -0.00% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 CG | -0.00% |
| GBP/USD 03/18/2020 GSFX | -0.00% |
| GBP/USD 03/18/2020 SSBT | -0.00% |
| SEK/USD 03/18/2020 HSBCB | -0.00% |
| BRL/USD 02/04/2020 BANKAM | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| EUR/USD 03/18/2020 UBS | -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 JP | -0.00% |
| SEK/USD 03/18/2020 BANKAM | -0.00% |
| SPY 20200117 C 331.00JPMCB | -0.00% |
| SEK/USD 03/18/2020 SSBT | -0.01% |
| CHF/USD 03/18/2020 JPMCB | -0.01% |
| EUR/USD 03/18/2020 BANKAM | -0.01% |
| CPURNSA R 1.92 P 08/07/25 | -0.01% |
| JPY/USD 02/19/2020 JPMCB | -0.01% |
| AUD/USD 01/15/2020 SSBT | -0.01% |
| 2.00 R ISWP FWD US0003M P 03/18/2050 | -0.01% |
| EUR/USD 03/18/2020 HSBCB | -0.02% |
| CPURNSA R 2.138 P 03/07/29 | -0.02% |
| CPURNSA R 2.308 P 12/05/26 | -0.02% |
| CPURNSA R 2.099 P 02/07/29 | -0.02% |
| CPURNSA R 2.3075 P 04/06/28 | -0.06% |
| CPURNSA R 2.1438 P 11/07/27 | -0.07% |
| CPURNSA R 2.3875 P 07/09/28 | -0.09% |
| CDX CDX.EM.32 100.0 12/20/2024 | -0.23% |
| IOS.FN30.400.10 P USL1M R 01/12/41 JP | -0.24% |
| 1.75 R ISWP FWD US0003M P 03/18/2030 | -0.30% |
| CPURNSA R 2.356 P 07/02/28 | -0.30% |
| CPURNSA R 2.76 P 01/09/23 | -0.39% |
| CDX CDX.NA.HY.33 500.0 12/20/2024 | -0.44% |
| RU10INTR P US0003M R 11/25/20 CI | -4.48% |
| S&P500 EMINI FUT MAR20 ESH0 | -7.38% |
| RU10INTR P US0003M R 06/20/23 BA | -15.66% |
| MLFCF15 R US0003M P 06/20/23 BA | 15.27% |
|---|---|
| JPN 10Y BOND(OSE) DEC19 JBZ9 | 12.62% |
| CGPUTQL2 R US0003M P 11/25/20 CI | 5.12% |
| EURO-BUND FUTURE DEC19 RXZ9 | 4.25% |
| US 10YR NOTE (CBT)MAR20 TYH0 | 3.94% |
| LONG GILT FUTURE MAR20 G H0 | 3.48% |
| US 5YR NOTE (CBT) MAR20 FVH0 | 3.08% |
| EURO-BOBL FUTURE DEC19 OEZ9 | 3.00% |
| US 2YR NOTE (CBT) MAR20 TUH0 | 2.92% |
| EURO BUXL 30Y BND DEC19 UBZ9 | 2.59% |
| FNMA FN30 TBA UMBS 04.0000 12/01/2049 | 2.34% |
| GNMA GII30 TBA 03.5000 12/01/2049 | 2.33% |
| S&P GSCI TOTAL RETURN 3X 144A NOTE 01/27/2020 | 2.26% |
| EURO-SCHATZ FUT DEC19 DUZ9 | 2.22% |
| E-MINI RUSS 2000 DEC19 RTYZ9 | 1.56% |
| S&P GSCI 3 MONTH FORWARD TR 3X NOTE 10/5/2020 | 1.49% |
| US ULTRA BOND CBT MAR20 WNH0 | 1.48% |
| TREASURY BILL 00.0000 05/21/2020 | 1.36% |
| TREASURY BILL 00.0000 12/12/2019 | 1.27% |
| FNMA FN30 TBA UMBS 06.0000 12/01/2049 | 1.24% |
| FNMA FN15 TBA UMBS 03.0000 12/01/2034 | 1.15% |
| FNMA FN30 TBA UMBS 03.0000 01/01/2050 | 1.14% |
| FNMA FN30 FM1521 UMBS 04.0000 05/01/2049 | 1.14% |
| S&P GSCI TOTAL RETURN CME 3X 144A NOTE 12/8/2020 | 0.92% |
| US LONG BOND(CBT) MAR20 USH0 | 0.90% |
| JPMORGAN CHASE & CO SEDOL 2190385 | 0.86% |
| APPLE INC SEDOL 2046251 | 0.86% |
| ALPHABET INC-CL A SEDOL BYVY8G0 | 0.82% |
| MICROSOFT CORP SEDOL 2588173 | 0.77% |
| VERIZON COMMUNICATIONS INC SEDOL 2090571 | 0.74% |
| MEDTRONIC PLC SEDOL BTN1Y11 | 0.64% |
| HONEYWELL INTERNATIONAL INC SEDOL 2020459 | 0.62% |
| TJX COMPANIES INC SEDOL 2989301 | 0.59% |
| FIDELITY NATIONAL INFO SERV SEDOL 2769796 | 0.58% |
| LOCKHEED MARTIN CORP SEDOL 2522096 | 0.58% |
| TEXAS INSTRUMENTS INC SEDOL 2885409 | 0.57% |
| US BANCORP SEDOL 2736035 | 0.57% |
| STARBUCKS CORP SEDOL 2842255 | 0.56% |
| AUTOMATIC DATA PROCESSING SEDOL 2065308 | 0.56% |
| WALT DISNEY CO/THE SEDOL 2270726 | 0.53% |
| MONDELEZ INTERNATIONAL INC-A SEDOL B8CKK03 | 0.52% |
| INTUIT INC SEDOL 2459020 | 0.51% |
| SYSCO CORP SEDOL 2868165 | 0.49% |
| KINDER MORGAN INC SEDOL B3NQ4P8 | 0.47% |
| ALLSTATE CORP SEDOL 2019952 | 0.46% |
| JOHNSON & JOHNSON SEDOL 2475833 | 0.45% |
| EXELON CORP SEDOL 2670519 | 0.44% |
| ANNALY CAPITAL MANAGEMENT IN SEDOL 2113456 | 0.43% |
| S&P GSCI TOT RETURN INDX 3X NOTE 07/27/2020 | 0.42% |
| INTERCONTINENTAL EXCHANGE IN SEDOL BFSSDS9 | 0.41% |
| WASTE MANAGEMENT INC SEDOL 2937667 | 0.41% |
| COGNIZANT TECH SOLUTIONS-A SEDOL 2257019 | 0.40% |
| DTE ENERGY COMPANY SEDOL 2280220 | 0.40% |
| OMNICOM GROUP SEDOL 2279303 | 0.40% |
| EXXON MOBIL CORP SEDOL 2326618 | 0.39% |
| LEIDOS HOLDINGS INC SEDOL BDV82B8 | 0.38% |
| COMMONWEALTH BK AUST P/P 144A 02.2000 11/09/2020 | 0.37% |
| AMAZON.COM INC SEDOL 2000019 | 0.37% |
| VICI PROPERTIES INC SEDOL BYWH073 | 0.36% |
| CISCO SYSTEMS INC SEDOL 2198163 | 0.35% |
| ROSS STORES INC SEDOL 2746711 | 0.35% |
| TREASURY BILL 00.0000 03/12/2020 | 0.34% |
| HERSHEY CO/THE SEDOL 2422806 | 0.34% |
| BAXTER INTERNATIONAL INC SEDOL 2085102 | 0.33% |
| PFIZER INC SEDOL 2684703 | 0.32% |
| MERCK & CO. INC. SEDOL 2778844 | 0.32% |
| SKANDINAVISKA ENSKIL P/P 144A 02.6250 11/17/2020 | 0.31% |
| GARMIN LTD SEDOL B3Z5T14 | 0.30% |
| EQUITY RESIDENTIAL TR REIT | 0.30% |
| EBAY INC SEDOL 2293819 | 0.30% |
| DELTA AIR LINES INC SEDOL B1W9D46 | 0.30% |
| AGNC INVESTMENT CORP SEDOL BYYHJL8 | 0.29% |
| TAKE-TWO INTERACTIVE SOFTWRE SEDOL 2122117 | 0.29% |
| WESTERN UNION CO SEDOL B1F76F9 | 0.29% |
| PROCTER & GAMBLE CO/THE SEDOL 2704407 | 0.29% |
| INGERSOLL-RAND PLC SEDOL B633030 | 0.29% |
| VORNADO REALTY TRUST SEDOL 2933632 | 0.28% |
| NATIONAL AUSTRALIA BK/NY 02.5000 01/12/2021 | 0.28% |
| SIEMENS FINANCIERING P/P 144A 02.2000 03/16/2020 | 0.28% |
| AUTOZONE INC SEDOL 2065955 | 0.28% |
| BANQUE FED CRED MUTU P/P 144A 02.2000 07/20/2020 | 0.28% |
| CHARTER COMMUNICATIONS INC-A SEDOL BZ6VT82 | 0.27% |
| F5 NETWORKS INC SEDOL 2427599 | 0.27% |
| SAMSUNG ELECTRONICS CO LTD SEDOL 6771720 | 0.26% |
| AMGEN INC SEDOL 2023607 | 0.26% |
| ROCHE HOLDING AG-GENUSSCHEIN SEDOL 7110388 | 0.26% |
| BANK OF AMERICA CORP 06.1100 01/29/2037 | 0.26% |
| HOLOGIC INC SEDOL 2433530 | 0.25% |
| JUNIPER NETWORKS INC SEDOL 2431846 | 0.25% |
| LLOYDS BANKING GROUP PLC USD 07.5000 04/30/2049 | 0.25% |
| REPUBLIC OF INDONESIA REGS 04.7500 01/08/2026 | 0.25% |
| IOS.FN30.400.10 R USL1M P 01/12/41 BC | 0.25% |
| QIAGEN N.V. SEDOL BYXS688 | 0.25% |
| EQUINIX INC SEDOL BVLZX12 | 0.25% |
| NOVARTIS AG-REG SEDOL 7103065 | 0.24% |
| OCCIDENTAL PETROLEUM CORP SEDOL 2655408 | 0.24% |
| SYNOPSYS INC SEDOL 2867719 | 0.24% |
| PEPSICO INC SEDOL 2681511 | 0.24% |
| UBS GROUP AG P/P 144A 03.4910 05/23/2023 | 0.23% |
| AMERICAN ELECTRIC POWER SEDOL 2026242 | 0.23% |
| UBS AG LONDON P/P 144A 02.2000 06/08/2020 | 0.23% |
| GAMING AND LEISURE PROPERTIE SEDOL BFPK4S5 | 0.22% |
| IHS MARKIT LTD P/P 144A 04.7500 02/15/2025 | 0.22% |
| CAMDEN PROPERTY TRUST SEDOL 2166320 | 0.22% |
| COCA-COLA CO/THE SEDOL 2206657 | 0.22% |
| CCO HOLDINGS LLC P/P 144A 05.3750 06/01/2029 | 0.21% |
| NEW RESIDENTIAL INVESTMENT SEDOL BRJ9GW0 | 0.21% |
| TELEDYNE TECHNOLOGIES INC SEDOL 2503477 | 0.20% |
| LOEWS CORP SEDOL 2523022 | 0.20% |
| ALLY FINANCIAL INC 08.0000 11/01/2031 | 0.20% |
| ELI LILLY & CO SEDOL 2516152 | 0.19% |
| CAS 2015-C04 1M2 07.4080 04/25/2028 | 0.19% |
| FACEBOOK INC-CLASS A SEDOL B7TL820 | 0.19% |
| BERRY GLOBAL GROUP INC SEDOL B8BR3H3 | 0.19% |
| BRISTOL-MYERS SQUIBB CO SEDOL 2126335 | 0.18% |
| CADENCE DESIGN SYS INC SEDOL 2302232 | 0.18% |
| SPST 2018-8 A 02.4080 02/24/2020 | 0.18% |
| SIMON PROPERTY GROUP INC SEDOL 2812452 | 0.18% |
| NOVO NORDISK A/S-B SEDOL BHC8X90 | 0.18% |
| ALLIANZ SE-REG SEDOL 5231485 | 0.17% |
| AVALONBAY COMMUNITIES INC SEDOL 2131179 | 0.17% |
| JPMORGAN CHASE & CO 03.9640 11/15/2048 | 0.17% |
| DIAMOND 1 FIN/DIAM P/P 144A 06.0200 06/15/2026 | 0.17% |
| WESTPAC BANKING CORP USD 02.1500 03/06/2020 | 0.17% |
| ALIBABA GROUP HOLDING-SP ADR SEDOL BP41ZD1 | 0.17% |
| TREASURY BILL 00.0000 12/05/2019 | 0.17% |
| CWALT 2006-OA7 1A2 03.2664 06/25/2046 | 0.17% |
| MAXIM INTEGRATED PRODUCTS SEDOL 2573760 | 0.17% |
| DXC TECHNOLOGY CO SEDOL BYXD7B3 | 0.16% |
| LNSTR 2015-3 B P/P 144A 03.2959 04/20/2048 | 0.16% |
| UNILEVER NV SEDOL B1527V7 | 0.16% |
| SONY CORP SEDOL 6821506 | 0.16% |
| AES CORP/THE 05.5000 04/15/2025 | 0.16% |
| BIOGEN INC SEDOL 2455965 | 0.16% |
| LABORATORY CRP OF AMER HLDGS SEDOL 2586122 | 0.16% |
| PROLOGIS INC SEDOL B44WZD7 | 0.16% |
| REPUBLIC SERVICES INC SEDOL 2262530 | 0.16% |
| US FOODS HOLDING CORP SEDOL BYVFC94 | 0.16% |
| STARWOOD PROPERTY TRUST INC SEDOL B3PQ520 | 0.16% |
| TAIWAN SEMICONDUCTOR-SP ADR SEDOL 2113382 | 0.16% |
| EQUITY LIFESTYLE PROPERTIES SEDOL 2563125 | 0.16% |
| HEICO CORP SEDOL 2419217 | 0.15% |
| CABOT OIL & GAS CORP | 0.15% |
| CSMC 2016-NXSR C 04.5051 12/15/2049 | 0.15% |
| BNP PARIBAS SEDOL 7309681 | 0.15% |
| ENERGY TRANSFER OPERA 05.8750 01/15/2024 | 0.15% |
| ROYAL DUTCH SHELL PLC-B SHS SEDOL B03MM40 | 0.14% |
| RIO TINTO PLC SEDOL 0718875 | 0.14% |
| UNITED MEXICAN STATES USD 05.5500 01/21/2045 | 0.14% |
| AMDOCS LTD SEDOL 2256908 | 0.14% |
| DOMINICAN REPUBLIC REGS 05.9500 01/25/2027 | 0.14% |
| ENEL SPA SEDOL 7144569 | 0.14% |
| GENPACT LTD SEDOL B23DBK6 | 0.14% |
| UNILEVER PLC SEDOL B10RZP7 | 0.14% |
| CHEVRON CORP | 0.14% |
| DUKE REALTY CORP SEDOL 2284084 | 0.14% |
| KDDI CORP SEDOL 6248990 | 0.14% |
| EXXON MOBIL CORPORATION 02.2220 03/01/2021 | 0.14% |
| SUMITOMO MITSUI FINANCIAL GR SEDOL 6563024 | 0.14% |
| ZOETIS INC SEDOL B95WG16 | 0.14% |
| NESTLE SA-REG SEDOL 7123870 | 0.14% |
| HILTON WORLDWIDE FIN LLC 04.8750 04/01/2027 | 0.14% |
| JPMBB 2014-C22 C 04.7085 09/15/2047 | 0.14% |
| QUEST DIAGNOSTICS INC SEDOL 2702791 | 0.14% |
| SIRIUS XM RADIO INC P/P 144A 05.0000 08/01/2027 | 0.14% |
| ESSEX PROPERTY TRUST INC SEDOL 2316619 | 0.14% |
| KONINKLIJKE PHILIPS NV SEDOL 5986622 | 0.14% |
| CIT GROUP INC. 05.2500 03/07/2025 | 0.13% |
| ECOLAB INC SEDOL 2304227 | 0.13% |
| HOYA CORP SEDOL 6441506 | 0.13% |
| KERING SEDOL 5505072 | 0.13% |
| TOTAL CAPITAL INTL SA USD 02.7500 06/19/2021 | 0.13% |
| VERIZON COMM 04.3290 09/21/2028 | 0.13% |
| BLACK KNIGHT INC SEDOL BDG75V1 | 0.13% |
| CSC HOLDINGS LLC 05.2500 06/01/2024 | 0.13% |
| NINTENDO CO LTD SEDOL 6639550 | 0.13% |
| PAYCHEX INC SEDOL 2674458 | 0.13% |
| WALT DISNEY COMPANY 07.7500 12/01/2045 | 0.13% |
| TENCENT HOLDINGS LTD SEDOL BMMV2K8 | 0.13% |
| AMERICAN HOME 4 RENT SEDOL BCF5RR9 | 0.13% |
| CRH PLC SEDOL 4182249 | 0.13% |
| DEUTSCHE POST AG-REG SEDOL 4617859 | 0.13% |
| HITACHI LTD SEDOL 6429104 | 0.13% |
| PING AN INSURANCE GROUP CO-H SEDOL B01FLR7 | 0.13% |
| WOOLWORTHS GROUP LTD SEDOL 6981239 | 0.13% |
| PUBLIC STORAGE SEDOL 2852533 | 0.13% |
| UNITED TECHNOLOGIES CORP 01.9000 05/04/2020 | 0.13% |
| AXALTA COATING SYSTEMS LTD SEDOL BSFWCF5 | 0.13% |
| LEGAL & GENERAL GROUP PLC SEDOL 0560399 | 0.13% |
| LAMB WESTON HOLDINGS P/P 144A 04.8750 11/01/2026 | 0.12% |
| PETROLEOS MEXICANOS USD 06.5000 03/13/2027 | 0.12% |
| SPRINT CORP 07.2500 09/15/2021 | 0.12% |
| ERAC USA FINANCE LLC P/P 144A 07.0000 10/15/2037 | 0.12% |
| MICROSOFT CORP 03.7000 08/08/2046 | 0.12% |
| ABBVIE INC SEDOL B92SR70 | 0.12% |
| IVORY COAST REGS 05.2500 03/22/2030 | 0.12% |
| SANDVIK AB SEDOL B1VQ252 | 0.12% |
| DEUTSCHE TELEKOM AG-REG SEDOL 5842359 | 0.12% |
| GOLDMAN SACHS GROUP INC 02.6000 12/27/2020 | 0.12% |
| INTERPUBLIC GROUP COS 04.6500 10/01/2028 | 0.12% |
| ALLISON TRANSMISSION HOLDING SEDOL B4PZ892 | 0.12% |
| ASTELLAS PHARMA INC SEDOL 6985383 | 0.12% |
| BANCO BILBAO VIZCAYA ARGENTA SEDOL 5501906 | 0.12% |
| CSC HOLDINGS LLC 06.7500 11/15/2021 | 0.12% |
| JPMBB 2014-C22 XA IO 01.0038 09/15/2047 | 0.12% |
| NEWMARKET CORP SEDOL B01CGF1 | 0.12% |
| VIDEOTRON LTD / LTEE P/P 144A 05.1250 04/15/2027 | 0.12% |
| SHIONOGI & CO LTD SEDOL 6804682 | 0.12% |
| ITOCHU CORP SEDOL 6467803 | 0.12% |
| WOLTERS KLUWER SEDOL 5671519 | 0.12% |
| CHEMED CORP SEDOL 2190084 | 0.12% |
| DBUBS 2011-LC3A D P/P 144A 05.5120 08/10/2044 | 0.12% |
| MSC 2012-C4 C P/P 144A 05.6000 03/15/2045 | 0.12% |
| SPY 20201120 P 265.00BANKAM | 0.12% |
| CHIMERA INVESTMENT CORP SEDOL BVZCNC0 | 0.12% |
| ASHTEAD GROUP PLC SEDOL 0053673 | 0.12% |
| PARTNERS GROUP HOLDING AG SEDOL B119QG0 | 0.12% |
| CAS 2016-C02 1M2 07.7080 09/25/2028 | 0.11% |
| RELIANCE STEEL & ALUMINUM SEDOL 2729068 | 0.11% |
| UDR INC SEDOL 2727910 | 0.11% |
| AVIVA PLC SEDOL 0216238 | 0.11% |
| PEUGEOT SA SEDOL 7103526 | 0.11% |
| CK ASSET HOLDINGS LTD SEDOL BYZQ077 | 0.11% |
| SHIN-ETSU CHEMICAL CO LTD SEDOL 6804585 | 0.11% |
| STANDARD IND INC P/P 144A 05.0000 02/15/2027 | 0.11% |
| TPAT 2018-SL1 A P/P 144A 02.3080 01/25/2046 | 0.11% |
| EXTRA SPACE STORAGE INC SEDOL B02HWR9 | 0.11% |
| HERMES INTERNATIONAL SEDOL 5253973 | 0.11% |
| CARLSBERG AS-B SEDOL 4169219 | 0.11% |
| HOST HOTELS & RESORTS INC SEDOL 2567503 | 0.11% |
| KLA CORP SEDOL 2480138 | 0.11% |
| ORIX CORP SEDOL 6661144 | 0.11% |
| ARISTOCRAT LEISURE LTD SEDOL 6253983 | 0.11% |
| COMPASS GROUP PLC SEDOL BD6K457 | 0.11% |
| COVESTRO AG SEDOL BYTBWY9 | 0.11% |
| WH GROUP LTD SEDOL BLLHKZ1 | 0.11% |
| MICHELIN (CGDE) SEDOL 4588364 | 0.10% |
| NAVISTAR INTL TLB L+350 05.2700 11/06/2024 | 0.10% |
| ABBVIE INC P/P 144A 03.2000 11/21/2029 | 0.10% |
| GOLDMAN SACHS GROUP INC 03.8500 01/26/2027 | 0.10% |
| LEVEL 3 FIN INC P/P 144A 04.6250 09/15/2027 | 0.10% |
| MORGAN STANLEY 03.6250 01/20/2027 | 0.10% |
| PETROBRAS GLOBAL FINANCE USD 07.3750 01/17/2027 | 0.10% |
| TELSTRA CORP LTD SEDOL 6087289 | 0.10% |
| LIBERTY PROPERTY TRUST SEDOL 2513681 | 0.10% |
| AMERICAN FINANCIAL GROUP INC SEDOL 2134532 | 0.10% |
| FIRSTENERGY TRANSMIS P/P 144A 05.4500 07/15/2044 | 0.10% |
| NOVELIS CORP P/P 144A 05.8750 09/30/2026 | 0.10% |
| CHENIERE CORP CHRIST 05.1250 06/30/2027 | 0.10% |
| VEREIT INC SEDOL BYVVTJ1 | 0.10% |
| FIAT CHRYSLER AUTOMOBILES NV SEDOL BRJFWP3 | 0.10% |
| INFOSYS LTD SEDOL 6205122 | 0.10% |
| DAIKIN INDUSTRIES LTD SEDOL 6250724 | 0.10% |
| INTL FLAVOR & FRAGRANCES 03.4000 09/25/2020 | 0.10% |
| WAMU 2005-AR12 1A8 03.8769 10/25/2035 | 0.10% |
| WESTERN DIGITAL CORPORATION 04.7500 02/15/2026 | 0.10% |
| PETROBRAS GLOBAL FIN P/P 144A 05.0930 01/15/2030 | 0.10% |
| ANGLO AMER PLC SEDOL B1XZS82 | 0.10% |
| BOSTON PROPERTIES INC SEDOL 2019479 | 0.10% |
| CISCO SYSTEMS INC 02.2000 02/28/2021 | 0.10% |
| REINSURANCE GROUP OF AMERICA SEDOL 2731193 | 0.09% |
| SPST 2019-7 A 02.4080 09/24/2020 | 0.09% |
| ESSITY AKTIEBOLAG-B SEDOL BF1K7P7 | 0.09% |
| INDUSTRIA DE DISENO TEXTIL SEDOL BP9DL90 | 0.09% |
| NATIONAL RETAIL PROPERTIES SEDOL 2211811 | 0.09% |
| STORE CAPITAL CORP SEDOL BSKRKJ5 | 0.09% |
| TEMPO ACQ LLC/FI P/P 144A 06.7500 06/01/2025 | 0.09% |
| MICROSOFT CORP 01.5500 08/08/2021 | 0.09% |
| MID-AMERICA APARTMENT COMM SEDOL 2589132 | 0.09% |
| VOLKSWAGEN AG PFD SEDOL 5497168 | 0.09% |
| AT&T INC. 03.8000 02/15/2027 | 0.09% |
| DISH DBS CORP 05.8750 11/15/2024 | 0.09% |
| MSRR 2015-R4 CB1 02.6465 08/26/2047 | 0.09% |
| ENERGY TRANSFER OPERATNG 06.6250 02/15/2028 | 0.09% |
| SPST 2019-11 A 02.4580 10/24/2020 | 0.09% |
| MGIC INVESTMENT CORP SEDOL 2548616 | 0.09% |
| T-MOBILE USA INC 04.7500 02/01/2028 | 0.09% |
| YUM CHINA HOLDINGS INC SEDOL BYW4289 | 0.09% |
| 3I GROUP PLC SEDOL B1YW440 | 0.09% |
| FNMA FN40 BF0171 UMBS 04.0000 01/01/2057 | 0.09% |
| MITSUBISHI UFJ FIN GRP USD 03.5350 07/26/2021 | 0.09% |
| CREDIT AGRICOLE SA SEDOL 7262610 | 0.09% |
| GFL ENVIRONMENTAL P/P 144A 07.0000 06/01/2026 | 0.09% |
| MCDONALD'S CORP SEDOL 2550707 | 0.09% |
| SPY 20201016 P 255.00BANKAM | 0.09% |
| ZIMMER BIOMET HOLDINGS INC SEDOL 2783815 | 0.09% |
| AENA SME SA SEDOL BVRZ8L1 | 0.08% |
| CLUBCORP HLDG INC P/P 144A 08.5000 09/15/2025 | 0.08% |
| SPY 20200918 P 255.00JPMCB | 0.08% |
| AMERICOLD REALTY TRUST SEDOL B3SKZK7 | 0.08% |
| BRIGHT HORIZONS FAMILY SOLUT SEDOL B7MJWP2 | 0.08% |
| NBCUNIVERSAL MEDIA LLC 04.3750 04/01/2021 | 0.08% |
| ANHUI CONCH CEMENT CO LTD-H SEDOL 6080396 | 0.08% |
| ASSOCIATED BRITISH FOODS PLC SEDOL 0673123 | 0.08% |
| CHS/COMMUNITY HEALTH SYS 06.2500 03/31/2023 | 0.08% |
| AMERICAN CAMPUS COMMUNITIES SEDOL B02H871 | 0.08% |
| BRIXMOR PROPERTY GROUP INC SEDOL BFTDJL8 | 0.08% |
| GILEAD SCIENCES INC SEDOL 2369174 | 0.08% |
| HESS INFRASTRUCTURE P/P 144A 05.6250 02/15/2026 | 0.08% |
| HOLLY ENERGY PARTNE P/P 144A 06.0000 08/01/2024 | 0.08% |
| MFA FINANCIAL INC SEDOL 2418162 | 0.08% |
| ACCENTURE PLC-CL A SEDOL B4BNMY3 | 0.08% |
| BRAND ENERGY TL L+425 06.2356 06/21/2024 | 0.08% |
| SANTOS LTD SEDOL 6776703 | 0.08% |
| UNITEDHEALTH GROUP INC 03.8500 06/15/2028 | 0.08% |
| COCA-COLA HBC AG-DI SEDOL B9895B7 | 0.08% |
| NIPPON TELEGRAPH & TELEPHONE SEDOL 6641373 | 0.08% |
| AMAZON.COM INC 03.3000 12/05/2021 | 0.08% |
| CAS 2019-R04 2M2 03.8080 06/25/2039 | 0.08% |
| FAURECIA SEDOL 4400446 | 0.08% |
| HYUNDAI MOBIS CO LTD SEDOL 6449544 | 0.08% |
| PULTEGROUP INC. 07.8750 06/15/2032 | 0.08% |
| EQUINIX INC 05.3750 05/15/2027 | 0.08% |
| LIFE STORAGE INC SEDOL BDCSFJ6 | 0.08% |
| BANCO DO BRASIL S.A. SEDOL 2328595 | 0.08% |
| ENDEAVOR ENERGY P/P 144A 05.7500 01/30/2028 | 0.08% |
| HP INC SEDOL BYX4D52 | 0.08% |
| KIA MOTORS CORP SEDOL 6490928 | 0.08% |
| BAUSCH HLTH COS INC P/P 144A 06.1250 04/15/2025 | 0.08% |
| CRC ESCROW ISSUER LL P/P 144A 05.2500 10/15/2025 | 0.08% |
| GOLDMAN SACHS GROUP INC 04.2230 05/01/2029 | 0.08% |
| OSHKOSH CORP 05.3750 03/01/2025 | 0.08% |
| SKANDINAVISKA ENSKILDA BAN-A SEDOL 4813345 | 0.08% |
| TATA CONSULTANCY SVS LTD SEDOL B01NPJ1 | 0.08% |
| TENET HEALTHCARE P/P 144A 04.8750 01/01/2026 | 0.08% |
| HEALTHCARE REALTY TRUST INC SEDOL 2417921 | 0.08% |
| ORACLE CORP 02.6500 07/15/2026 | 0.08% |
| SAIL 2004-10 A10 02.6080 11/25/2034 | 0.08% |
| SALESFORCE.COM INC 03.7000 04/11/2028 | 0.08% |
| SPRINT COMMUNICATIONS INC. 07.0000 08/15/2020 | 0.08% |
| WELLTOWER INC SEDOL BYVYHH4 | 0.08% |
| HENDERSON LAND DEVELOPMENT SEDOL 6420538 | 0.07% |
| IRB BRASIL RESSEGUROS SA SEDOL BYZ6D56 | 0.07% |
| PHYSICIANS REALTY TRUST SEDOL BC9S149 | 0.07% |
| ACS ACTIVIDADES SEDOL B01FLQ6 | 0.07% |
| CF INDUSTRIES INC P/P 144A 04.5000 12/01/2026 | 0.07% |
| COMCAST CORP 06.5000 11/15/2035 | 0.07% |
| STEVENS HLDG CO INC P/P 144A 06.1250 10/01/2026 | 0.07% |
| BANK LEUMI LE-ISRAEL SEDOL 6076425 | 0.07% |
| WEINGARTEN REALTY INVESTORS SEDOL 2946618 | 0.07% |
| AURIZON HOLDINGS LTD SEDOL B87CVM3 | 0.07% |
| LPL HOLDINGS INC P/P 144A 05.7500 09/15/2025 | 0.07% |
| NATL HEALTH INVESTORS INC SEDOL 2626125 | 0.07% |
| AMER TRANS SYST P/P 144A 05.0000 09/01/2044 | 0.07% |
| GATES GLOBAL LLC P/P 144A 06.0000 07/15/2022 | 0.07% |
| GREE ELECTRIC 144A/REGS WARRANT 8/24/2020 | 0.07% |
| NRG ENERGY INC P/P 144A 04.4500 06/15/2029 | 0.07% |
| ABN AMRO BANK NV-CVA SEDOL BYQP136 | 0.07% |
| AGREE REALTY CORP SEDOL 2062161 | 0.07% |
| BANFF MERGER SUB INC P/P 144A 09.7500 09/01/2026 | 0.07% |
| CORPORATE OFFICE PROPERTIES SEDOL 2756152 | 0.07% |
| TECH MAHINDRA LTD SEDOL BWFGD63 | 0.07% |
| APPLE INC 03.8500 05/04/2043 | 0.07% |
| CENTERPOINT ENERGY INC SEDOL 2440637 | 0.07% |
| DIGITAL REALTY TRUST LP 04.4500 07/15/2028 | 0.07% |
| EQUITY COMMONWEALTH SEDOL BPH3N63 | 0.07% |
| FAIRFAX FINL HLDGS USD 04.8500 04/17/2028 | 0.07% |
| PARAMOUNT GROUP INC SEDOL BSL7HC6 | 0.07% |
| SHANGHAI PUDONG DEV BANK 144A/REGS WARRANT | 0.07% |
| SINO BIOPHARMACEUTICAL SEDOL B00XSF9 | 0.07% |
| SPST 2019-3 A 02.4080 06/24/2020 | 0.07% |
| ALLERGAN PLC SEDOL BY9D546 | 0.07% |
| BANK OF SHANGHAI 144A REGS WARRANT 12/12/2019 | 0.07% |
| AT&T INC 04.1000 02/15/2028 | 0.07% |
| DIAMOND SPORTS GR/DI P/P 144A 06.6250 08/15/2027 | 0.07% |
| EASTERLY GOVERNMENT PROPERTI SEDOL BVSS693 | 0.07% |
| THERMO FISHER SCIENTIFIC INC SEDOL 2886907 | 0.07% |
| ADVANCED INFO SERVICE-FOR RG SEDOL 6412591 | 0.06% |
| BRITISH AMERICAN TOBACCO PLC SEDOL 0287580 | 0.06% |
| DEUTSCHE BOERSE AG SEDOL 7021963 | 0.06% |
| GLAXOSMITHKLINE PLC SEDOL 0925288 | 0.06% |
| MICROCHIP TECH INC 04.3330 06/01/2023 | 0.06% |
| NEXON CO LTD SEDOL B63QM77 | 0.06% |
| SPY 20200717 P 255.00CITI | 0.06% |
| BHP GROUP PLC SEDOL BH0P3Z9 | 0.06% |
| BIG RVR STL/FIN P/P 144A 07.2500 09/01/2025 | 0.06% |
| BMC EAST LLC P/P 144A 05.5000 10/01/2024 | 0.06% |
| BOISE CASCADE CO P/P 144A 05.6250 09/01/2024 | 0.06% |
| COMM 2014-LC15 XA IO 01.2685 04/10/2047 | 0.06% |
| GCP APPLIED TECH P/P 144A 05.5000 04/15/2026 | 0.06% |
| MEREDITH CORP 06.8750 02/01/2026 | 0.06% |
| RETAIL OPPORTUNITY INVESTMEN SEDOL B28YD08 | 0.06% |
| AT&T INC SEDOL 2831811 | 0.06% |
| HCA INC 05.2500 06/15/2026 | 0.06% |
| INTELSAT JACKSON HLD P/P 144A 09.7500 07/15/2025 | 0.06% |
| TENET HEALTHCARE CORP 08.1250 04/01/2022 | 0.06% |
| USI INC/NY P/P 144A 06.8750 05/01/2025 | 0.06% |
| BANK OF AMERICA CORP 06.1000 12/29/2049 | 0.06% |
| CITIGROUP INC 02.6500 10/26/2020 | 0.06% |
| RITE AID CORP P/P 144A 06.1250 04/01/2023 | 0.06% |
| SCIENTIFIC GAMES P/P 144A 08.2500 03/15/2026 | 0.06% |
| AMAZON.COM INC 03.1500 08/22/2027 | 0.06% |
| BROADRIDGE FINANCIAL SOLUTIO SEDOL B1VP7R6 | 0.06% |
| CAS 2016-C04 1M2 05.9580 01/25/2029 | 0.06% |
| CHARTER COMM OPT LLC 06.4840 10/23/2045 | 0.06% |
| CITY OFFICE REIT INC SEDOL BL25F37 | 0.06% |
| FORTESCUE METALS GROUP LTD SEDOL B2B2B49 | 0.06% |
| GEBERIT AG-REG SEDOL B1WGG93 | 0.06% |
| GOLDEN NUGGET INC P/P 144A 08.7500 10/01/2025 | 0.06% |
| GSMS 2014-GC22 XA IO 01.1424 06/10/2047 | 0.06% |
| IHEARTCOMMUNICATIONS INC 08.3750 05/01/2027 | 0.06% |
| IND & COMM BK OF CHINA-H SEDOL B1G1QD8 | 0.06% |
| SPY 20200821 P 245.00CITI | 0.06% |
| SS&C TECH INC P/P 144A 05.5000 09/30/2027 | 0.06% |
| TRANSDIGM INC P/P 144A 06.2500 03/15/2026 | 0.06% |
| CENTENE CORP P/P 144A 04.6250 12/15/2029 | 0.06% |
| COMM 2014-UBS6 C 04.5976 12/10/2047 | 0.06% |
| ECOLAB INC 02.7000 11/01/2026 | 0.06% |
| GNR 2013-99 AS IO 04.3264 06/20/2043 | 0.06% |
| LUKOIL PJSC-SPON ADR SEDOL BYZDW27 | 0.06% |
| MEG ENERGY CORP P/P 144A 06.5000 01/15/2025 | 0.06% |
| STAPLES INC P/P 144A 07.5000 04/15/2026 | 0.06% |
| WALMART DE MEXICO SAB DE CV SEDOL BW1YVH8 | 0.06% |
| WELLS FARGO & COMPANY 02.6000 07/22/2020 | 0.06% |
| 1011778 BC / NEW RED P/P 144A 05.0000 10/15/2025 | 0.06% |
| BERRY GLOBAL INC 05.1250 07/15/2023 | 0.06% |
| ENI SPA SEDOL 7145056 | 0.06% |
| LEGRAND SA SEDOL B11ZRK9 | 0.06% |
| MATCH GROUP INC P/P 144A 05.0000 12/15/2027 | 0.06% |
| PLANTRONICS INC P/P 144A 05.5000 05/31/2023 | 0.06% |
| RBS GLOBAL/REXNO P/P 144A 04.8750 12/15/2025 | 0.06% |
| WFRBS 2013-UBS1 AS 04.3060 03/15/2046 | 0.06% |
| AMGEN INC 02.6000 08/19/2026 | 0.06% |
| APPLE INC 02.8500 05/06/2021 | 0.06% |
| BAUSCH HLTH AMERICAS P/P 144A 08.5000 01/31/2027 | 0.06% |
| ENTERPRISE PRODUCTS OPER 04.2500 02/15/2048 | 0.06% |
| INGEVITY CORP P/P 144A 04.5000 02/01/2026 | 0.06% |
| NOVARTIS CAPITAL CORP 04.0000 11/20/2045 | 0.06% |
| ONCOR ELECTRIC DELIV 03.7500 04/01/2045 | 0.06% |
| PETROBRAS GLOBAL FIN USD 05.9990 01/27/2028 | 0.06% |
| TAISEI CORP SEDOL 6870100 | 0.06% |
| AIR LEASE CORP 04.6250 10/01/2028 | 0.06% |
| ALLY FINANCIAL INC 05.7500 11/20/2025 | 0.06% |
| ARKEMA SEDOL B0Z5YZ2 | 0.06% |
| BROADCOM CRP / CAYM 03.5000 01/15/2028 | 0.06% |
| CONCHO RESOURCES INC 03.7500 10/01/2027 | 0.06% |
| EPR PROPERTIES 05.7500 CUM CV PFD | 0.06% |
| HONEYWELL INTL 03.8120 11/21/2047 | 0.06% |
| LTC PROPERTIES INC SEDOL 2498788 | 0.06% |
| APPLE HOSPITALITY REIT INC SEDOL BXRTX56 | 0.06% |
| GLENCORE FUNDING LLC P/P 144A 04.0000 04/16/2025 | 0.06% |
| KT&G CORP SEDOL 6175076 | 0.06% |
| MORGAN STANLEY 04.3750 01/22/2047 | 0.06% |
| REFINITIV US HLDG P/P 144A 06.2500 05/15/2026 | 0.06% |
| SBERBANK PJSC -SPONSORED ADR SEDOL B5SC091 | 0.06% |
| SMURFIT KAPPA TREASURY USD 07.5000 11/20/2025 | 0.06% |
| SWISS RE TREAS P/P 144A 04.2500 12/06/2042 | 0.06% |
| TWO HARBORS INVESTMENT CORP SEDOL BD832H2 | 0.06% |
| ZHEN DING TECHNOLOGY HOLDING SEDOL B734XQ4 | 0.06% |
| AIR LEASE CORP 03.2500 10/01/2029 | 0.05% |
| BANK OF MONTREAL USD 03.1000 04/13/2021 | 0.05% |
| COMM 2014-UBS6 XA IO 01.0469 12/10/2047 | 0.05% |
| E.ON SE SEDOL 4942904 | 0.05% |
| KWEICHOW MOUTAI CO LTD-A 144A/REGS WARRANT 08/07/2020 | 0.05% |
| UBSBB 2012-C2 D P/P 144A 05.0473 05/10/2063 | 0.05% |
| ASCEND LEARNING LLC P/P 144A 06.8750 08/01/2025 | 0.05% |
| BWAY HOLDING CO P/P 144A 07.2500 04/15/2025 | 0.05% |
| ECOLAB INC 04.3500 12/08/2021 | 0.05% |
| HIKARI TSUSHIN INC SEDOL 6416322 | 0.05% |
| HINDUSTAN UNILEVER LTD SEDOL 6261674 | 0.05% |
| HUSKY TLB L+300 04.7016 03/28/2025 | 0.05% |
| PFIZER INC 01.7000 12/15/2019 | 0.05% |
| SPST 2019-WL1 A 02.3580 08/25/2052 | 0.05% |
| STARWOOD PROP TR 04.7500 03/15/2025 | 0.05% |
| TENET HEALTHCARE COR P/P 144A 05.1250 11/01/2027 | 0.05% |
| TOPBUILD CORP P/P 144A 05.6250 05/01/2026 | 0.05% |
| AMERICAN INTL GROUP 08.1750 05/15/2058 | 0.05% |
| AMERICAN TOWER CORP 02.7500 01/15/2027 | 0.05% |
| BAUSCH HLTH AMERICAS P/P 144A 09.2500 04/01/2026 | 0.05% |
| CF INDUSTRIES INC 04.9500 06/01/2043 | 0.05% |
| NAVISTAR INTL CORP P/P 144A 06.6250 11/01/2025 | 0.05% |
| NOMURA RESEARCH INSTITUTE LT SEDOL 6390921 | 0.05% |
| SABRA HEALTH CARE REIT INC SEDOL B5NLBP6 | 0.05% |
| WFCM 2013-LC12 C 04.4199 07/15/2046 | 0.05% |
| CANTOR FITZGERALD LP P/P 144A 06.5000 06/17/2022 | 0.05% |
| CHINA MOBILE LTD SEDOL 6073556 | 0.05% |
| CITIGROUP INC 03.6680 07/24/2028 | 0.05% |
| CMLTI 2005-2 1A2A 04.7729 05/25/2035 | 0.05% |
| IHEARTMEDIA TL L+400 05.6911 05/01/2026 | 0.05% |
| MSBAM 2014-C17 C 04.6566 08/15/2047 | 0.05% |
| STMICROELECTRONICS NV SEDOL 5962332 | 0.05% |
| UNI-PRESIDENT ENTERPRISES CO SEDOL 6700393 | 0.05% |
| ALLEGHENY TECHNOLOGIES INC 07.8750 08/15/2023 | 0.05% |
| CVS HEALTH CORP 03.7000 03/09/2023 | 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% |
| OIL & NATURAL GAS CORP LTD SEDOL 6139362 | 0.05% |
| OMV AG SEDOL 4651459 | 0.05% |
| OTSUKA CORP SEDOL 6267058 | 0.05% |
| SPY 20200619 P 255.00JPMCB | 0.05% |
| WEST JAPAN RAILWAY CO SEDOL 6957995 | 0.05% |
| WFRBS 2011-C3 D P/P 144A 05.8557 03/15/2044 | 0.05% |
| ANGLO AMERICAN PLATINUM LTD SEDOL 6761000 | 0.05% |
| CHINA PETROLEUM & CHEMICAL-H SEDOL 6291819 | 0.05% |
| CIGNA CORP 03.7500 07/15/2023 | 0.05% |
| IHEARTMEDIA INC - CLASS A SEDOL BJVR9Y9 | 0.05% |
| KINDER MORGAN INC 03.1500 01/15/2023 | 0.05% |
| VALE SA SEDOL 2196286 | 0.05% |
| VERTEX PHARMACEUTICALS INC SEDOL 2931034 | 0.05% |
| AES CORP/THE 05.1250 09/01/2027 | 0.05% |
| CCO HLDGS LLC/CAP CO P/P 144A 05.7500 02/15/2026 | 0.05% |
| GREAT LAKES D&D 08.0000 05/15/2022 | 0.05% |
| ISRAEL DISCOUNT BANK -A SEDOL 6451271 | 0.05% |
| JACK OHIO FIN LLC/FI P/P 144A 10.2500 11/15/2022 | 0.05% |
| SAMI 2007-AR7 1A1 02.5580 05/25/2047 | 0.05% |
| SANY HEAVY INDUSTRY CO LTD 144A REGS WARRANT 12/21/2020 | 0.05% |
| SPRINT CAPITAL CORPORATION 06.8750 11/15/2028 | 0.05% |
| T-MOBILE USA INC 05.3750 04/15/2027 | 0.05% |
| BANK OF AMERICA CORP 03.2480 10/21/2027 | 0.05% |
| BMW US CAPITAL LLC P/P 144A 02.0000 04/11/2021 | 0.05% |
| CGCMT 2014-GC19 X IO 01.3232 03/10/2047 | 0.05% |
| COMMONWEALTH BK AUST P/P 144A 03.1500 09/19/2027 | 0.05% |
| NEXSTAR ESCROW P/P 144A 05.6250 07/15/2027 | 0.05% |
| OSHKOSH CORP 04.6000 05/15/2028 | 0.05% |
| SCIENTIFIC GAMES P/P 144A 07.2500 11/15/2029 | 0.05% |
| SHELL INTERNATIONAL FIN USD 02.8750 05/10/2026 | 0.05% |
| SIX FLAGS ENT P/P 144A 05.5000 04/15/2027 | 0.05% |
| WYNN LAS VEGAS P/P 144A 05.2500 05/15/2027 | 0.05% |
| ALLISON TRANSMISSION P/P 144A 04.7500 10/01/2027 | 0.05% |
| BANCO SANTANDER BRASIL-UNIT SEDOL B4V5RY4 | 0.05% |
| CBS CORP 04.2000 06/01/2029 | 0.05% |
| CK HUTCHISON HOLDINGS LTD SEDOL BW9P816 | 0.05% |
| CORNERSTONE BUILDING P/P 144A 08.0000 04/15/2026 | 0.05% |
| DCP MIDSTREAM P/P 144A 06.7500 09/15/2037 | 0.05% |
| EVRAZ PLC SEDOL B71N6K8 | 0.05% |
| HUB INTL LTD P/P 144A 07.0000 05/01/2026 | 0.05% |
| SHENZHEN MINDRAY BIO-MEDICAL ELEC CO LTD 144A/REGS | 0.05% |
| STANDARD IND INC P/P 144A 05.3750 11/15/2024 | 0.05% |
| TTM TECHNOLOGIES INC P/P 144A 05.6250 10/01/2025 | 0.05% |
| UNIVAR SOLUTIONS P/P 144A 05.1250 12/01/2027 | 0.05% |
| WATCO COS LLC/FI P/P 144A 06.3750 04/01/2023 | 0.05% |
| AMGEN INC 04.6630 06/15/2051 | 0.04% |
| AT&T INC 04.7500 05/15/2046 | 0.04% |
| BANK OF NOVA SCOTIA USD 02.0000 11/15/2022 | 0.04% |
| CAS 2015-C03 2M2 06.7080 07/25/2025 | 0.04% |
| CAS 2019-HRP1 M2 03.8580 11/25/2039 | 0.04% |
| DNB NOR ASA SEDOL 4263304 | 0.04% |
| NIELSEN CO LUXEM P/P 144A 05.0000 02/01/2025 | 0.04% |
| NIELSEN FIN LLC/CO P/P 144A 05.0000 04/15/2022 | 0.04% |
| ROYAL BANK OF CANADA USD 02.1250 03/02/2020 | 0.04% |
| SILGAN HOLDINGS INC SEDOL 2809324 | 0.04% |
| TARGA RESOURCES PART 05.0000 01/15/2028 | 0.04% |
| WERNER FINCO LP/INC P/P 144A 08.7500 07/15/2025 | 0.04% |
| ALBERTSONS COS LLC P/P 144A 07.5000 03/15/2026 | 0.04% |
| BAUSCH HLTH COS INC P/P 144A 09.0000 12/15/2025 | 0.04% |
| CAS 2016-C01 2M2 08.6580 08/25/2028 | 0.04% |
| COMM 2014-CR17 C 04.9478 05/10/2047 | 0.04% |
| DOW CHEMICAL CO/THE 03.5000 10/01/2024 | 0.04% |
| FIDELITY NATL INFO SERV 03.7500 05/21/2029 | 0.04% |
| GOODMAN GROUP SEDOL B03FYZ4 | 0.04% |
| HITACHI HIGH-TECHNOLOGY SEDOL 6642804 | 0.04% |
| NABORS INDUSTRIES INC. 05.7500 02/01/2025 | 0.04% |
| OMNICOM GP/OMNICOM CAP 03.6000 04/15/2026 | 0.04% |
| PRECISION DRILL P/P 144A 07.1250 01/15/2026 | 0.04% |
| PROVIDENT FDG/PFG FI P/P 144A 06.3750 06/15/2025 | 0.04% |
| PTT EXPLORATION & PROD-FOR SEDOL B1359J0 | 0.04% |
| YANGZIJIANG SHIPBUILDING SEDOL B1VT035 | 0.04% |
| CITIGROUP INC 04.4500 09/29/2027 | 0.04% |
| CITIGROUP INC 04.6000 03/09/2026 | 0.04% |
| ERAC USA FINANCE LLC P/P 144A 05.6250 03/15/2042 | 0.04% |
| HCA INC 05.0000 03/15/2024 | 0.04% |
| LIONS GATE CAP HOLD P/P 144A 05.8750 11/01/2024 | 0.04% |
| VODAFONE GROUP PLC USD 04.3750 05/30/2028 | 0.04% |
| WR GRACE & CO-CONN P/P 144A 05.6250 10/01/2024 | 0.04% |
| BOYD GAMING CORP 06.3750 04/01/2026 | 0.04% |
| CENOVUS ENERGY INC USD 06.7500 11/15/2039 | 0.04% |
| CIT GROUP INC 05.0000 08/01/2023 | 0.04% |
| ENTERCOM MEDIA CORP P/P 144A 07.2500 11/01/2024 | 0.04% |
| GREIF INC P/P 144A 06.5000 03/01/2027 | 0.04% |
| KEURIG DR PEPPER INC 04.4170 05/25/2025 | 0.04% |
| KFC HLD/PIZZA HUT/TA P/P 144A 05.2500 06/01/2026 | 0.04% |
| NATIONSTAR MTG P/P 144A 08.1250 07/15/2023 | 0.04% |
| ARCELORMITTAL USD 07.0000 10/15/2039 | 0.04% |
| AUTOMATION TOOLING S P/P 144A 06.5000 06/15/2023 | 0.04% |
| CARRIAGE SVCS INC P/P 144A 06.6250 06/01/2026 | 0.04% |
| CBRE SERVICES INC 05.2500 03/15/2025 | 0.04% |
| COMPASS MIN INTL P/P 144A 06.7500 12/01/2027 | 0.04% |
| DAIWA HOUSE INDUSTRY CO LTD SEDOL 6251363 | 0.04% |
| DIGITAL REALTY TRUST INC SEDOL B03GQS4 | 0.04% |
| GOLDEN NUGGET INC P/P 144A 06.7500 10/15/2024 | 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% |
| MATTAMY GROUP CORP P/P 144A 06.8750 12/15/2023 | 0.04% |
| MORGAN STANLEY 02.6500 01/27/2020 | 0.04% |
| PENSKE AUTOMOTIVE GROUP 05.5000 05/15/2026 | 0.04% |
| PQ CORP P/P 144A 05.7500 12/15/2025 | 0.04% |
| SUN HUNG KAI PROPERTIES SEDOL 6859927 | 0.04% |
| TRANSDIGM INC 06.3750 06/15/2026 | 0.04% |
| BANCO MACRO SA-ADR SEDOL B0Y62M9 | 0.04% |
| CINEMARK USA INC 04.8750 06/01/2023 | 0.04% |
| FISERV INC 04.2000 10/01/2028 | 0.04% |
| GENERAL MOTORS FINL CO 04.0000 10/06/2026 | 0.04% |
| HUDBAY MINERALS INC P/P 144A 07.6250 01/15/2025 | 0.04% |
| HYATT HOTELS CORP 04.8500 03/15/2026 | 0.04% |
| JACK OHIO FIN LLC/FI P/P 144A 06.7500 11/15/2021 | 0.04% |
| MATTAMY GROUP CORP P/P 144A 05.2500 12/15/2027 | 0.04% |
| NETFLIX INC 04.8750 04/15/2028 | 0.04% |
| PANTHER BF AGGRE 2 P/P 144A 08.5000 05/15/2027 | 0.04% |
| QUALICORP CONS E CORR SEG SA SEDOL B4LHBQ0 | 0.04% |
| WFRBS 2013-C16 AS 04.6680 09/15/2046 | 0.04% |
| COMM 2012-LC4 C 05.7219 12/10/2044 | 0.04% |
| JAPAN AIRLINES CO LTD SEDOL B8BRV46 | 0.04% |
| SNAM SPA SEDOL 7251470 | 0.04% |
| SPRINGLEAF FINANCE CORP 06.8750 03/15/2025 | 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% |
| US CONCRETE INC 06.3750 06/01/2024 | 0.04% |
| BRAND ENERGY & I P/P 144A 08.5000 07/15/2025 | 0.04% |
| BRDCOM CRP / FIN 03.8750 01/15/2027 | 0.04% |
| CHARTER COMM OPT LLC 05.3750 05/01/2047 | 0.04% |
| EQUINOR ASA USD 02.9000 11/08/2020 | 0.04% |
| HOCHTIEF AG SEDOL 5108664 | 0.04% |
| INTER RAO UES PJSC SEDOL B39RRN4 | 0.04% |
| NORTHROP GRUMMAN CORP 03.2500 01/15/2028 | 0.04% |
| REALTY INCOME CORP SEDOL 2724193 | 0.04% |
| TERRENO REALTY CORP SEDOL B3N4753 | 0.04% |
| UNIVISION COMM P/P 144A 05.1250 02/15/2025 | 0.04% |
| WPX ENERGY INC 08.2500 08/01/2023 | 0.04% |
| AMC ENTERTAINMENT HLDGS 05.7500 06/15/2025 | 0.04% |
| AMERICAN ELECTRIC POWER 04.3000 12/01/2028 | 0.04% |
| ASP AMC MERGER SUB P/P 144A 08.0000 05/15/2025 | 0.04% |
| CAS 2014-C02 1M2 04.3080 05/25/2024 | 0.04% |
| GLP CAPITAL LP / FIN II 05.2500 06/01/2025 | 0.04% |
| KEURIG DR PEPPER INC 04.5970 05/25/2028 | 0.04% |
| KINDER MORGAN ENER PART 03.4500 02/15/2023 | 0.04% |
| NEIMAN MARCUS TL L+600 07.7710 10/25/2023 | 0.04% |
| TAYLOR WIMPEY PLC SEDOL 0878230 | 0.04% |
| AIG GLOBAL FUNDING P/P 144A 02.1500 07/02/2020 | 0.04% |
| BOC HONG KONG HOLDINGS LTD SEDOL 6536112 | 0.04% |
| CCO HLDGS LLC/CAP C P/P 144A 05.5000 05/01/2026 | 0.04% |
| CHEMOURS CO 07.0000 05/15/2025 | 0.04% |
| CVS HEALTH CORP 04.7800 03/25/2038 | 0.04% |
| DIAMONDBACK ENERGY INC 05.3750 05/31/2025 | 0.04% |
| ENTERCOM MEDIA CORP P/P 144A 06.5000 05/01/2027 | 0.04% |
| GFL ENVIRONMENTA P/P 144A 08.5000 05/01/2027 | 0.04% |
| HANESBRANDS INC P/P 144A 04.6250 05/15/2024 | 0.04% |
| HCA INC 04.1250 06/15/2029 | 0.04% |
| ITOCHU TECHNO-SOLUTIONS CORP SEDOL 6200194 | 0.04% |
| NRG ENERGY INC P/P 144A 05.2500 06/15/2029 | 0.04% |
| QORVO INC 05.5000 07/15/2026 | 0.04% |
| SERVICE CORP INTL 05.1250 06/01/2029 | 0.04% |
| TORONTO-DOMINION BANK USD 03.6250 09/15/2031 | 0.04% |
| TRANSCANADA TRUST USD 05.3000 03/15/2077 | 0.04% |
| VOLVO AB-B SHS SEDOL B1QH830 | 0.04% |
| WYNDHAM HOTELS & RE P/P 144A 05.3750 04/15/2026 | 0.04% |
| WYNN RESORTS FIN LLC P/P 144A 05.1250 10/01/2029 | 0.04% |
| BAUSCH HLTH COS INC P/P 144A 05.5000 11/01/2025 | 0.04% |
| BOMBARDIER INC P/P 144A 07.5000 12/01/2024 | 0.04% |
| CLP HOLDINGS LTD SEDOL 6097017 | 0.04% |
| HOWARD HUGHES CORP P/P 144A 05.3750 03/15/2025 | 0.04% |
| ICAHN ENTER/FIN 06.7500 02/01/2024 | 0.04% |
| ISTAR INC 04.7500 10/01/2024 | 0.04% |
| JAGUAR HL / PPDI P/P 144A 06.3750 08/01/2023 | 0.04% |
| MERCER INTL INC USD 06.5000 02/01/2024 | 0.04% |
| NEXSTAR BROADC P/P 144A 05.6250 08/01/2024 | 0.04% |
| NRG P/P 144A 03.7500 06/15/2024 | 0.04% |
| SABRE CORP SEDOL BLLHH27 | 0.04% |
| SABRE GLBL INC P/P 144A 05.3750 04/15/2023 | 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% |
| STAPLES INC. P/P 144A 10.7500 04/15/2027 | 0.04% |
| STEEL DYNAMICS INC 05.5000 10/01/2024 | 0.04% |
| UNITED MICROELECTRONICS CORP SEDOL 6916628 | 0.04% |
| WFRBS 2012-C10 XA IO P/P 144A 01.6936 12/15/2045 | 0.04% |
| ASCENT RESOURCES/AEU P/P 144A 10.0000 04/01/2022 | 0.03% |
| AUTONATION INC. 05.5000 02/01/2020 | 0.03% |
| BB SEGURIDADE PARTICIPACOES SEDOL B9N3SQ0 | 0.03% |
| CBS CORP 02.9000 01/15/2027 | 0.03% |
| CELANESE US HOLDINGS LLC 04.6250 11/15/2022 | 0.03% |
| CLEAR CHANNEL TLB L+350 05.5435 08/21/2026 | 0.03% |
| CPG MERGER SUB LLC P/P 144A 08.0000 10/01/2021 | 0.03% |
| DIAMOND SPORTS P/P 144A 05.3750 08/15/2026 | 0.03% |
| DUKE ENERGY CORP 03.1500 08/15/2027 | 0.03% |
| ENBRIDGE INC USD 04.2500 12/01/2026 | 0.03% |
| ERAC USA FINANCE LLC P/P 144A 04.5000 02/15/2045 | 0.03% |
| GNR 2017-H22 EI IO 02.1639 10/20/2067 | 0.03% |
| ICAHN ENTERPRISES/FI 06.2500 02/01/2022 | 0.03% |
| JELD-WEN INC P/P 144A 04.6250 12/15/2025 | 0.03% |
| L3HARRIS TECH INC P/P 144A 03.8500 12/15/2026 | 0.03% |
| OCCIDENTAL PETROLEUM COR 04.4000 04/15/2046 | 0.03% |
| PENSKE AUTO GRP INC 05.7500 10/01/2022 | 0.03% |
| SCOTTS MIRACLE-GRO P/P 144A 04.5000 10/15/2029 | 0.03% |
| SINGAPORE EXCHANGE LTD SEDOL 6303866 | 0.03% |
| SUMITOMO MITSUI TRUST HOLDIN SEDOL 6431897 | 0.03% |
| WEEKLEY HOMES LLC 06.0000 02/01/2023 | 0.03% |
| WELLS FARGO & COMPANY 05.8750 12/29/2049 | 0.03% |
| APERGY CORP 06.3750 05/01/2026 | 0.03% |
| CROWN CORK & SEAL CO INC 07.3750 12/15/2026 | 0.03% |
| ELECTRICITY GEN PUB CO-FOR R SEDOL 6304643 | 0.03% |
| FREEDOM MTGE CORP P/P 144A 08.1250 11/15/2024 | 0.03% |
| MSBAM 2012-C5 E P/P 144A 04.8338 08/15/2045 | 0.03% |
| NEUBERGER BERMAN GRP P/P 144A 04.8750 04/15/2045 | 0.03% |
| QUDIAN INC-SPON ADR SEDOL BF8FK89 | 0.03% |
| BT GROUP PLC SEDOL 3091357 | 0.03% |
| CHEVRON CORP 02.1000 05/16/2021 | 0.03% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | 0.03% |
| FOSUN INTERNATIONAL SEDOL B1Z7FX0 | 0.03% |
| GENTING SINGAPORE LTD SEDOL BDRTVP2 | 0.03% |
| LUNDIN PETROLEUM AB SEDOL 7187627 | 0.03% |
| MERCK & CO INC 03.7000 02/10/2045 | 0.03% |
| NETFLIX INC. 06.3750 05/15/2029 | 0.03% |
| NITTO DENKO CORP SEDOL 6641801 | 0.03% |
| BANK CENTRAL ASIA TBK PT SEDOL B01C1P6 | 0.03% |
| CDX CDX.NA.IG.33 100.0 12/20/2024 | 0.03% |
| CNO FINANCIAL GROUP INC 05.2500 05/30/2025 | 0.03% |
| EL PASO NATURAL GAS 08.3750 06/15/2032 | 0.03% |
| FUJITSU LTD SEDOL 6356945 | 0.03% |
| GLENCORE FUNDING LLC P/P 144A 04.6250 04/29/2024 | 0.03% |
| HCA INC 05.3750 09/01/2026 | 0.03% |
| HOME PRODUCT CENTER PCL-FOR SEDOL 6418533 | 0.03% |
| INTL FLAVOR & FRAGRANCES 04.4500 09/26/2028 | 0.03% |
| NTT DOCOMO INC SEDOL 6129277 | 0.03% |
| NUTRIEN LTD. USD 04.2000 04/01/2029 | 0.03% |
| OBAYASHI CORP SEDOL 6656407 | 0.03% |
| SAMSUNG SDS CO LTD SEDOL BRS2KY0 | 0.03% |
| SARTORIUS STEDIM BIOTECH SEDOL BYZ2QP5 | 0.03% |
| TELEFONICA BRASIL S.A.-PREF SEDOL B3ZCNF7 | 0.03% |
| WIPRO LTD SEDOL 6206051 | 0.03% |
| BANK OF JIANGSU CO LTD- A 144A/REGS WARRANT 08/07/2020 | 0.03% |
| BECTON DICKINSON AND CO 03.7000 06/06/2027 | 0.03% |
| CBRE SERVICES INC 04.8750 03/01/2026 | 0.03% |
| ENEL AMERICAS SA-ADR SEDOL 2314947 | 0.03% |
| EQUINOR ASA SEDOL 7133608 | 0.03% |
| FUBON FINANCIAL HOLDING CO SEDOL 6411673 | 0.03% |
| GNR 2015-H26 DI IO 01.5910 10/20/2065 | 0.03% |
| GNR 2017-162 QI IO 05.0000 10/11/2047 | 0.03% |
| JOHNSON CONTROLS INTL PL 04.9500 07/02/2064 | 0.03% |
| MOLINA HEALTHCARE IN 05.3750 11/15/2022 | 0.03% |
| NRG ENERGY INC 06.6250 01/15/2027 | 0.03% |
| RADIANT OPTO-ELECTRONICS COR SEDOL 6520278 | 0.03% |
| SPECTRA ENERGY PARTNERS 03.3750 10/15/2026 | 0.03% |
| SUZUKEN CO LTD SEDOL 6865560 | 0.03% |
| TRI POINTE GROUP / HOMES 05.8750 06/15/2024 | 0.03% |
| VISTRA ENERGY CORP P/P 144A 08.1250 01/30/2026 | 0.03% |
| WFRBS 2012-C6 D P/P 144A 05.7674 04/15/2045 | 0.03% |
| CALPINE CORP P/P 144A 05.2500 06/01/2026 | 0.03% |
| CBS OUT AMER CAP LLC 05.8750 03/15/2025 | 0.03% |
| CGCMT 2014-GC19 D P/P 144A 05.2617 03/10/2047 | 0.03% |
| COMCAST CORPORATION 03.3750 02/15/2025 | 0.03% |
| EOG RESOURCES INC 02.6250 03/15/2023 | 0.03% |
| GENERAL DYNAMICS CORP SEDOL 2365161 | 0.03% |
| HYPERA SA SEDOL B2QY968 | 0.03% |
| IPALCO ENTPRS IN 03.7000 09/01/2024 | 0.03% |
| IRON MOUNTAIN INC P/P 144A 05.2500 03/15/2028 | 0.03% |
| JPMORGAN CHASE & CO 05.3000 12/29/2049 | 0.03% |
| KRATON POLYMERS LLC/ P/P 144A 07.0000 04/15/2025 | 0.03% |
| LOUISIANA-PACIFIC CORPORATION 04.8750 09/15/2024 | 0.03% |
| NEWELL BRANDS INC 04.2000 04/01/2026 | 0.03% |
| PENN NATIONAL GAMING P/P 144A 05.6250 01/15/2027 | 0.03% |
| REGIONS FINANCIAL CORP 02.7500 08/14/2022 | 0.03% |
| ROBERTSHAW US HOLDING L+325 05.0000 02/28/2025 | 0.03% |
| SERVICE CORP INTL 05.3750 05/15/2024 | 0.03% |
| SIX FLAGS ENT P/P 144A 04.8750 07/31/2024 | 0.03% |
| TMS INTL HLDG CORP P/P 144A 07.2500 08/15/2025 | 0.03% |
| UNITED AIRLINES HOLDINGS INC SEDOL B4QG225 | 0.03% |
| VENTAS INC SEDOL 2927925 | 0.03% |
| VIPER ENERGY P/P 144A 05.3750 11/01/2027 | 0.03% |
| WASTE PRO USA INC P/P 144A 05.5000 02/15/2026 | 0.03% |
| WILLIS TOWERS WATSON PLC USD 05.7500 03/15/2021 | 0.03% |
| WOLVERINE WORLD WIDE P/P 144A 05.0000 09/01/2026 | 0.03% |
| 1011778 BC / NEW RED P/P 144A 03.8750 01/15/2028 | 0.03% |
| AMAZON.COM INC. 02.5000 11/29/2022 | 0.03% |
| BOMBARDIER INC P/P 144A 07.8750 04/15/2027 | 0.03% |
| CAPITEC BANK HOLDINGS LTD SEDOL 6440859 | 0.03% |
| CGCMT 2012-GC8 XA IO P/P 144A 01.9355 09/10/2045 | 0.03% |
| COMCAST CORP 03.9690 11/01/2047 | 0.03% |
| CROWN CASTLE INTL CORP 03.7000 06/15/2026 | 0.03% |
| GLADSTONE COMMERCIAL CORP SEDOL 2918479 | 0.03% |
| GOEASY LTD P/P 144A 05.3750 12/01/2024 | 0.03% |
| IHS MARKIT LTD USD 04.7500 08/01/2028 | 0.03% |
| JAZZ PHARMACEUTICALS PLC SEDOL B4Q5ZN4 | 0.03% |
| JELD-WEN INC P/P 144A 04.8750 12/15/2027 | 0.03% |
| MSBAM 2014-C14 C 05.0993 02/15/2047 | 0.03% |
| MWST 2018-W1 A 02.5580 11/25/2051 | 0.03% |
| PARK-OHIO INDUSTRIES INC 06.6250 04/15/2027 | 0.03% |
| PETSMART INC P/P 144A 05.8750 06/01/2025 | 0.03% |
| ROYAL BANK OF CANADA USD 04.6500 01/27/2026 | 0.03% |
| SHIRE ACQ INV IE 03.2000 09/23/2026 | 0.03% |
| SINCLAIR TELE P/P 144A 05.5000 03/01/2030 | 0.03% |
| SUNDRUG CO LTD SEDOL 6817895 | 0.03% |
| VERIZON COMMUNICATIONS 05.2500 03/16/2037 | 0.03% |
| VIPSHOP HOLDINGS LTD - ADR SEDOL B3N0H17 | 0.03% |
| VISTRA OPERATION P/P 144A 04.3000 07/15/2029 | 0.03% |
| WESTROCK MWV LLC 08.2000 01/15/2030 | 0.03% |
| WILMAR INTERNATIONAL LTD SEDOL B17KC69 | 0.03% |
| APPLE INC 04.3750 05/13/2045 | 0.03% |
| BERKELEY GROUP HOLDINGS/THE SEDOL B02L3W3 | 0.03% |
| BERKSHIRE HATHAWAY E 03.8000 07/15/2048 | 0.03% |
| DUKE ENERGY OHIO INC 03.6500 02/01/2029 | 0.03% |
| FHR 3829 AS IO 05.1846 03/15/2041 | 0.03% |
| GNR 2016-123 LI IO 03.5000 03/20/2044 | 0.03% |
| LITE-ON TECHNOLOGY CORP SEDOL 6519481 | 0.03% |
| RESIDEO FUNDING INC P/P 144A 06.1250 11/01/2026 | 0.03% |
| ROBERTSHAW TL 2L L+800 09.7500 02/28/2026 | 0.03% |
| WEICHAI POWER CO LTD-H SEDOL 6743956 | 0.03% |
| ZOETIS INC 03.9000 08/20/2028 | 0.03% |
| ALFRESA HOLDINGS CORP SEDOL 6687214 | 0.03% |
| BUILDERS FIRSTSOURCE P/P 144A 05.6250 09/01/2024 | 0.03% |
| CHARTER COMM OPT LLC 04.9080 07/23/2025 | 0.03% |
| CLEAR CHANNEL WORLD P/P 144A 09.2500 02/15/2024 | 0.03% |
| COVEY PARK ENERGY LL P/P 144A 07.5000 05/15/2025 | 0.03% |
| CROWN CASTLE INTL CORP 03.6500 09/01/2027 | 0.03% |
| CWALT 2007-OH1 A1D 01.9180 04/25/2047 | 0.03% |
| HUNTINGTON BANCSHARES 04.3500 02/04/2023 | 0.03% |
| ISRAEL CHEMICALS LTD SEDOL 6455530 | 0.03% |
| KEURIG DR PEPPER INC 04.0570 05/25/2023 | 0.03% |
| PFIZER INC 03.0000 12/15/2026 | 0.03% |
| SHINHAN FINANCIAL GROUP LTD SEDOL 6397502 | 0.03% |
| SK HYNIX INC SEDOL 6450267 | 0.03% |
| SM ENERGY CO 05.0000 01/15/2024 | 0.03% |
| TESCO PLC SEDOL 0884709 | 0.03% |
| ANHEUSER-BUSCH INBEV WOR 04.7500 01/23/2029 | 0.02% |
| APTARGROUP INC SEDOL 2045247 | 0.02% |
| BAUSCH HLTH COS INC P/P 144A 07.2500 05/30/2029 | 0.02% |
| CAPGEMINI SE SEDOL 4163437 | 0.02% |
| CAS 2014-C04 1M2 06.6080 11/25/2024 | 0.02% |
| CHENIERE CORP CHRIST 05.8750 03/31/2025 | 0.02% |
| CHINA RESOURCES SANJIU MEDICAL & PHARMA 144A REGS 01/29/2020 | 0.02% |
| CISCO SYSTEMS INC 02.5000 09/20/2026 | 0.02% |
| CNO FINANCIAL GROUP INC 05.2500 05/30/2029 | 0.02% |
| DUN & BRADSTREET COR P/P 144A 06.8750 08/15/2026 | 0.02% |
| ECOPETROL SA-SPONSORED ADR SEDOL B3D6J19 | 0.02% |
| HLA CORP LTD 144A/REGS WARRANT | 0.02% |
| KUMBA IRON ORE LTD SEDOL B1G4262 | 0.02% |
| ORACLE CORP 04.0000 11/15/2047 | 0.02% |
| SABINE PASS LIQUEF 05.0000 03/15/2027 | 0.02% |
| TRANSOCEAN PONTUS LT P/P 144A 06.1250 08/01/2025 | 0.02% |
| ANHEUSER-BUSCH INBEV WOR 05.5500 01/23/2049 | 0.02% |
| BOYD GAMING CORPORATION 06.0000 08/15/2026 | 0.02% |
| CENTENE ESCROW I CO P/P 144A 05.3750 06/01/2026 | 0.02% |
| CREDIT ACCEPTANC P/P 144A 06.6250 03/15/2026 | 0.02% |
| CROWN AMER/CAP 04.7500 02/01/2026 | 0.02% |
| FOX CORP P/P 144A 04.0300 01/25/2024 | 0.02% |
| GARTNER INC P/P 144A 05.1250 04/01/2025 | 0.02% |
| GLOBALWAFERS CO LTD SEDOL BS7JP33 | 0.02% |
| ICAHN ENTER/FIN 06.2500 05/15/2026 | 0.02% |
| LIVE NATION ENTERTAI P/P 144A 05.6250 03/15/2026 | 0.02% |
| MSBAM 2014-C17 XA IO 01.2676 08/15/2047 | 0.02% |
| REGENCY ENERGY P 04.5000 11/01/2023 | 0.02% |
| S&P GLOBAL INC 04.4000 02/15/2026 | 0.02% |
| TENET HEALTHCARE P/P 144A 06.2500 02/01/2027 | 0.02% |
| VISTRA OPERATION P/P 144A 03.5500 07/15/2024 | 0.02% |
| VISTRA OPERATIONS CO P/P 144A 05.5000 09/01/2026 | 0.02% |
| VISTRA OPERATIONS CO P/P 144A 05.6250 02/15/2027 | 0.02% |
| WAMU 2005-AR10 1A3 04.1661 09/25/2035 | 0.02% |
| WELLCARE HEALTH PLANS 05.2500 04/01/2025 | 0.02% |
| ZHONGSHENG GROUP HOLDINGS SEDOL B633D97 | 0.02% |
| ABC SUPPLY CO INC P/P 144A 05.7500 12/15/2023 | 0.02% |
| AES CORP/THE 04.5000 03/15/2023 | 0.02% |
| BB&T CORPORATION 04.8000 12/31/2099 | 0.02% |
| CHS/COMMUNITY HEALTH P/P 144A 08.0000 03/15/2026 | 0.02% |
| COMM 2013-CR11 XA IO 01.0964 08/10/2050 | 0.02% |
| ESH HOSPITALITY INC P/P 144A 05.2500 05/01/2025 | 0.02% |
| GSAA 2007-6 1A1 01.8280 05/25/2047 | 0.02% |
| HOLOGIC INC P/P 144A 04.3750 10/15/2025 | 0.02% |
| KFC HLD/PIZZA HUT/TA P/P 144A 04.7500 06/01/2027 | 0.02% |
| KOREA ZINC CO LTD SEDOL 6495428 | 0.02% |
| L3HARRIS TECH INC P/P 144A 04.4000 06/15/2028 | 0.02% |
| MERCER INTL INC USD 05.5000 01/15/2026 | 0.02% |
| MIDAMERICAN FUNDING LLC 06.9270 03/01/2029 | 0.02% |
| MOLINA HEALTHCARE IN P/P 144A 04.8750 06/15/2025 | 0.02% |
| OTP BANK RT SEDOL 7320154 | 0.02% |
| PRESIDENT CHAIN STORE CORP SEDOL 6704986 | 0.02% |
| REVLON CONS TLB L+350 05.4091 09/07/2023 | 0.02% |
| ROSE ROCK MIDSTREAM/ 05.6250 07/15/2022 | 0.02% |
| SERVICE CORPORATION INTL 04.6250 12/15/2027 | 0.02% |
| SPRINGLEAF FINANCE CORP 05.3750 11/15/2029 | 0.02% |
| SWISS LIFE HOLDING AG-REG SEDOL 7437805 | 0.02% |
| TENET HEALTHCARE 04.6250 07/15/2024 | 0.02% |
| TOKYO ELECTRON LTD SEDOL 6895675 | 0.02% |
| TRANSOCEAN SENTR P/P 144A 05.3750 05/15/2023 | 0.02% |
| WFRBS 2011-C5 XA IO P/P 144A 01.8680 11/15/2044 | 0.02% |
| WPX ENERGY INC 05.2500 10/15/2027 | 0.02% |
| YUANTA FINANCIAL HOLDING CO SEDOL 6424110 | 0.02% |
| YUM! BRANDS INC P/P 144A 04.7500 01/15/2030 | 0.02% |
| AT&T INC 02.9500 07/15/2026 | 0.02% |
| BEACON ROOFING SUPP P/P 144A 04.8750 11/01/2025 | 0.02% |
| BWAY CORP TLB L+325 05.2343 04/03/2024 | 0.02% |
| CHINA RESOURCES CEMENT SEDOL B41XC98 | 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% |
| GW B-CR SECURITY P/P 144A 09.5000 11/01/2027 | 0.02% |
| KINDER MORGAN ENER PART 05.4000 09/01/2044 | 0.02% |
| MISC BHD SEDOL 6557997 | 0.02% |
| PETROBRAS GLOBAL FINANCE USD 06.1250 01/17/2022 | 0.02% |
| POMEGRANATE MERGER S P/P 144A 09.7500 05/01/2023 | 0.02% |
| SHIRE ACQ INV IRELAND DA USD 02.8750 09/23/2023 | 0.02% |
| TISCO FINANCIAL-FOREIGN SEDOL B3KFW76 | 0.02% |
| WESTROCK MWV LLC 07.9500 02/15/2031 | 0.02% |
| ANTERO RESOURCES 05.3750 11/01/2021 | 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% |
| ENERGY TRANSFER OPERATNG 05.2000 02/01/2022 | 0.02% |
| FRONTIER COMM 11.0000 09/15/2025 | 0.02% |
| IOS.FN30.350.14 R USL1M P 01/12/45 CS | 0.02% |
| JAPAN PRIME REALTY INVESTMEN SEDOL 6528175 | 0.02% |
| MLMI 2005-A2 A2 04.4618 02/25/2035 | 0.02% |
| NUTRIEN LTD USD 04.1250 03/15/2035 | 0.02% |
| PETRONAS CHEMICALS GROUP BHD SEDOL B5KQGT3 | 0.02% |
| SAMSUNG ENGINEERING CO LTD SEDOL 6765239 | 0.02% |
| SINOTRUK HONG KONG LTD SEDOL B296ZH4 | 0.02% |
| SM ENERGY CO 06.1250 11/15/2022 | 0.02% |
| TALLGRASS NRG PRTNR P/P 144A 05.5000 01/15/2028 | 0.02% |
| VERIZON COMMUNICATIONS 04.4000 11/01/2034 | 0.02% |
| WANT WANT CHINA HOLDINGS LTD SEDOL B2Q14Z3 | 0.02% |
| ANHEUSER-BUSCH INBEV WOR 04.1500 01/23/2025 | 0.02% |
| DAELIM INDUSTRIAL CO LTD SEDOL 6249584 | 0.02% |
| DASSAULT AVIATION SA SEDOL 4067164 | 0.02% |
| INDIGO NATURAL P/P 144A 06.8750 02/15/2026 | 0.02% |
| MITSUBISHI UFJ LEASE & FINAN SEDOL 6268976 | 0.02% |
| SINGAPORE TECH ENGINEERING SEDOL 6043214 | 0.02% |
| SURGUTNEFTEGAS-PREFERENCE SEDOL 5005884 | 0.02% |
| 1.4925 R ISWP US0003M P 10/04/2029 | 0.02% |
| APPLE INC 04.2500 02/09/2047 | 0.02% |
| BANK OF AMERICA CORP 06.5000 10/29/2049 | 0.02% |
| CIA SANEAMENTO BASICO DE SP SEDOL B1YCHL8 | 0.02% |
| CLEAR CHANNEL OUTDOOR HOLDIN SEDOL BJHVCH9 | 0.02% |
| IHEARTCOMMUNICATIONS INC 06.3750 05/01/2026 | 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% |
| NATIONSTAR MORT/ 06.5000 07/01/2021 | 0.02% |
| S&P GLOBAL INC 02.9500 01/22/2027 | 0.02% |
| SHERWIN-WILLIAMS CO 03.4500 06/01/2027 | 0.02% |
| SOULBRAIN CO LTD SEDOL B0105T2 | 0.02% |
| SPRINGLEAF FINANCE CORP 07.1250 03/15/2026 | 0.02% |
| TRIPOD TECHNOLOGY CORP SEDOL 6305721 | 0.02% |
| ZURICH INSURANCE GROUP AG SEDOL 5983816 | 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% |
| AMUNDI SA SEDOL BYZR014 | 0.02% |
| BOMBARDIER INC P/P 144A 08.7500 12/01/2021 | 0.02% |
| BUILDERS FIRSTSOURCE P/P 144A 06.7500 06/01/2027 | 0.02% |
| CAS 2019-R02 1M2 04.0080 08/25/2031 | 0.02% |
| CITIGROUP INC 03.8870 01/10/2028 | 0.02% |
| CLEAN HARBORS INC P/P 144A 04.8750 07/15/2027 | 0.02% |
| CLEAR CHANNEL WORLDW P/P 144A 05.1250 08/15/2027 | 0.02% |
| COMMSCOPE INC P/P 144A 06.0000 03/01/2026 | 0.02% |
| ELDORADO RESORTS INC 07.0000 08/01/2023 | 0.02% |
| ENERGIZER HLDG INC P/P 144A 06.3750 07/15/2026 | 0.02% |
| JO-ANN STORES 2NDL L+925 10.9580 05/21/2024 | 0.02% |
| JOHNSON CONTROLS INTL PL 04.5000 02/15/2047 | 0.02% |
| JOSEPH T RYERSON & S P/P 144A 11.0000 05/15/2022 | 0.02% |
| KFC HLD/PIZZA HUT/TA P/P 144A 05.0000 06/01/2024 | 0.02% |
| MGM GROWTH/MGM FINANCE 04.5000 01/15/2028 | 0.02% |
| NOBLE HLDG INTL LTD P/P 144A 07.8750 02/01/2026 | 0.02% |
| NRG ENERGY INC 05.7500 01/15/2028 | 0.02% |
| SOHGO SECURITY SERVICES CO SEDOL 6546359 | 0.02% |
| STEEL DYNAMICS INC 05.0000 12/15/2026 | 0.02% |
| TARGA RESOURCES PART P/P 144A 06.5000 07/15/2027 | 0.02% |
| VISTRA OPERATION P/P 144A 05.0000 07/31/2027 | 0.02% |
| WELLCARE HLTH PLANS P/P 144A 05.3750 08/15/2026 | 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% |
| AMERICAN TOWER CORP 03.1250 01/15/2027 | 0.02% |
| ANHEUSER-BUSCH CO/IN 03.6500 02/01/2026 | 0.02% |
| APPLE INC 02.0000 05/06/2020 | 0.02% |
| CALPINE CORP P/P 144A 05.8750 01/15/2024 | 0.02% |
| CENTENE CORP 04.7500 05/15/2022 | 0.02% |
| COMMSCOPE INC P/P 144A 08.2500 03/01/2027 | 0.02% |
| COX COMM INC P/P 144A 03.5000 08/15/2027 | 0.02% |
| CREDIT ACCEPTANC 07.3750 03/15/2023 | 0.02% |
| CROWN CASTLE INTL CORP 03.8000 02/15/2028 | 0.02% |
| FIFTH THIRD BANCORP 05.1000 12/29/2049 | 0.02% |
| FREEDOM MTGE CORP P/P 144A 08.2500 04/15/2025 | 0.02% |
| FRONTIER COMM P/P 144A 08.5000 04/01/2026 | 0.02% |
| ICAHN ENTER P/P 144A 04.7500 09/15/2024 | 0.02% |
| INFOR US INC 06.5000 05/15/2022 | 0.02% |
| MAUSER PACKAGING SOL P/P 144A 05.5000 04/15/2024 | 0.02% |
| MMC NORILSK NICKEL PJSC-ADR SEDOL BYSW6D0 | 0.02% |
| NINE ENERGY SERVICE P/P 144A 08.7500 11/01/2023 | 0.02% |
| POWSZECHNY ZAKLAD UBEZPIECZE SEDOL B63DG21 | 0.02% |
| SABINE PASS LIQUEFACTION 04.2000 03/15/2028 | 0.02% |
| SERVICE PROPERTIES TRUST 04.3750 02/15/2030 | 0.02% |
| SESI LLC 07.1250 12/15/2021 | 0.02% |
| STAPLES TL L+500 06.6911 04/12/2026 | 0.02% |
| TOWNSQUARE MEDIA INC P/P 144A 06.5000 04/01/2023 | 0.02% |
| TRANSOCEAN POSEIDON P/P 144A 06.8750 02/01/2027 | 0.02% |
| TRONOX FINANCE PLC P/P 144A 05.7500 10/01/2025 | 0.02% |
| VERTIV GROUP CORP P/P 144A 09.2500 10/15/2024 | 0.02% |
| WMG ACQUISITION CORP P/P 144A 05.0000 08/01/2023 | 0.02% |
| WPX ENERGY INC 05.7500 06/01/2026 | 0.02% |
| ALIMENTATION COUCHE-TARD 3.550000 07/26/2027 | 0.02% |
| BROTHER INDUSTRIES LTD SEDOL 6146500 | 0.02% |
| CBS CORP 04.6000 01/15/2045 | 0.02% |
| CLICKS GROUP LTD SEDOL 6105578 | 0.02% |
| GENTING MALAYSIA BHD SEDOL B1VXKN7 | 0.02% |
| HCA INC 05.5000 06/15/2047 | 0.02% |
| INTERNATIONAL PAPER CO 03.0000 02/15/2027 | 0.02% |
| JO-ANN STORES TL L+500 06.9340 10/16/2023 | 0.02% |
| LOGAN PROPERTY HOLDINGS CO L SEDOL BH6X937 | 0.02% |
| SERVICEMASTER GLOBAL HOLDING SEDOL BNG8BF0 | 0.02% |
| TOYOTA MOTOR CORP SEDOL 6900643 | 0.02% |
| VERTIV INT HOLD CORP P/P 144A 12.0000 02/15/2022 | 0.02% |
| AT&T INC 04.3000 02/15/2030 | 0.02% |
| BOLIDEN AB SEDOL BJV12J7 | 0.02% |
| CELANESE US HOLDINGS LLC 03.5000 05/08/2024 | 0.02% |
| CHAILEASE HOLDING CO LTD SEDOL B58J1S8 | 0.02% |
| CHINA MINSHENG BANKING COR-H SEDOL B57JY24 | 0.02% |
| CHUBB LTD SEDOL B3BQMF6 | 0.02% |
| CNP ASSURANCES SEDOL 5543986 | 0.02% |
| DEUTSCHE TELEKOM INT FIN USD 08.7500 06/15/2030 | 0.02% |
| GEELY AUTOMOBILE HOLDINGS LT SEDOL 6531827 | 0.02% |
| GLOBAL MEDICAL REIT INC SEDOL BSNMBW7 | 0.02% |
| LEGRAND FRANCE USD 08.5000 02/15/2025 | 0.02% |
| MSBAM 2013-C12 XA IO 00.7649 10/15/2046 | 0.02% |
| TAISHIN FINANCIAL HOLDING SEDOL 6451680 | 0.02% |
| TEKFEN HOLDING AS SEDOL B29D241 | 0.02% |
| UNION PACIFIC CORP SEDOL 2914734 | 0.02% |
| ALLERGAN FUNDING SCS USD 03.4500 03/15/2022 | 0.01% |
| BANK OF AMERICA CORP 03.4990 05/17/2022 | 0.01% |
| BRAMBLES LTD SEDOL B1FJ0C0 | 0.01% |
| CALIFORNIA RESOURC TL L+475 06.4516 12/31/2022 | 0.01% |
| CHEMOURS CO 05.3750 05/15/2027 | 0.01% |
| DIAMOND 1 FIN/DIAMON P/P 144A 08.3500 07/15/2046 | 0.01% |
| FIDELITY NATIONAL INFORM 04.2500 05/15/2028 | 0.01% |
| GBP/USD 12/18/2019 JPMCB | 0.01% |
| NOVOLIPETSK STEEL PJSC-GDR SEDOL B0RTNX3 | 0.01% |
| NTT DATA CORP SEDOL 6125639 | 0.01% |
| PENSKE TRUCK LE P/P 144A 03.4000 11/15/2026 | 0.01% |
| PETRONET LNG LTD SEDOL B00KT68 | 0.01% |
| PINNACLE WEST CAPITAL SEDOL 2048804 | 0.01% |
| TIM PARTICIPACOES SA SEDOL 2292560 | 0.01% |
| WASTE MANAGEMENT INC. 04.7500 06/30/2020 | 0.01% |
| WNS HOLDINGS LTD-ADR SEDOL B194GX4 | 0.01% |
| ALLERGAN FUNDING SCS USD 03.8000 03/15/2025 | 0.01% |
| ASCENT RESOURCES/AR P/P 144A 07.0000 11/01/2026 | 0.01% |
| BANCO BTG PACTUAL SA-UNIT SEDOL BZBZVC7 | 0.01% |
| COM7 PCL-F SEDOL BZ2YN49 | 0.01% |
| DUKE ENERGY CORP 04.2000 06/15/2049 | 0.01% |
| GENERAL MOTORS FINL CO 04.3000 07/13/2025 | 0.01% |
| IMPALA PLATINUM HOLDINGS LTD SEDOL B1FFT76 | 0.01% |
| PARTY CITY HLDG INC P/P 144A 06.1250 08/15/2023 | 0.01% |
| PENSKE TRUCK LEASING P/P 144A 03.9000 02/01/2024 | 0.01% |
| THALES SA SEDOL 4162791 | 0.01% |
| ABC SUPPLY CO INC P/P 144A 05.8750 05/15/2026 | 0.01% |
| BANCO SANTANDER MEXICO SA IN SEDOL BF1FXN2 | 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% |
| BRISTOL-MYERS P/P 144A 03.4000 07/26/2029 | 0.01% |
| BROOKFIELD RESID P/P 144A 06.2500 09/15/2027 | 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% |
| DH EUROPE FINANCE II USD 03.4000 11/15/2049 | 0.01% |
| ENBRIDGE INC USD 04.5000 06/10/2044 | 0.01% |
| FRAC TECH INTL TLB L+475 06.4516 04/16/2021 | 0.01% |
| GENTING BHD SEDOL B1VXJL8 | 0.01% |
| GO DADDY OPCO/FINCO P/P 144A 05.2500 12/01/2027 | 0.01% |
| GRUPO AEROPORTUARIO DEL CENT SEDOL B1KFX13 | 0.01% |
| LIVE NATION ENT P/P 144A 04.8750 11/01/2024 | 0.01% |
| MASONITE INTL C P/P 144A 05.3750 02/01/2028 | 0.01% |
| NATIONSTAR MTG P/P 144A 09.1250 07/15/2026 | 0.01% |
| NETFLIX INC P/P 144A 05.3750 11/15/2029 | 0.01% |
| NETFLIX INC. 05.8750 11/15/2028 | 0.01% |
| OASIS PETROLEUM INC 06.8750 03/15/2022 | 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% |
| PETROLEOS MEXICANOS P/P 144A 07.6900 01/23/2050 | 0.01% |
| QUEBECOR MEDIA INC USD 05.7500 01/15/2023 | 0.01% |
| RHB BANK BHD SEDOL 6244675 | 0.01% |
| SCIENTIFIC GAMES P/P 144A 07.0000 05/15/2028 | 0.01% |
| SIRIUS XM RADIO INC. P/P 144A 05.5000 07/01/2029 | 0.01% |
| SPRINGLEAF FINANCE CORP 06.6250 01/15/2028 | 0.01% |
| T-MOBILE USA INC 06.3750 03/01/2025 | 0.01% |
| TARGA RESOURCES PART P/P 144A 06.8750 01/15/2029 | 0.01% |
| TAYLOR MORRISON COMM P/P 144A 05.7500 01/15/2028 | 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% |
| ALEXANDRIA REAL ESTATE EQUIT SEDOL 2009210 | 0.01% |
| BANK TABUNGAN PENSIUNAN NASI SEDOL BFNBJ41 | 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% |
| CAS 2015-C02 1M2 05.7080 05/25/2025 | 0.01% |
| CAS 2017-C01 1EB1 02.9580 07/25/2029 | 0.01% |
| CAS 2018-C01 1M2 03.9580 07/25/2030 | 0.01% |
| COCA-COLA EUROPEAN PARTNERS SEDOL BYQQ3P5 | 0.01% |
| COLONY CAPITAL INC SEDOL BG5QFV0 | 0.01% |
| CPG INTL TL L+375 05.9333 05/05/2024 | 0.01% |
| DIAMONDBACK ENERGY INC 03.2500 12/01/2026 | 0.01% |
| FREEPORT-MCMORAN INC 05.4500 03/15/2043 | 0.01% |
| GFL ENVIRONMENTAL TLB L+300 04.7016 05/31/2025 | 0.01% |
| HESS MIDSTREAM P P/P 144A 05.1250 06/15/2028 | 0.01% |
| INDOFOOD SUKSES MAKMUR TBK P SEDOL 6283979 | 0.01% |
| LEVEL 3 FINANCING INC 05.6250 02/01/2023 | 0.01% |
| LIONS GATE CAP HOLD P/P 144A 06.3750 02/01/2024 | 0.01% |
| MICROSOFT CORP 02.4000 02/06/2022 | 0.01% |
| NOMURA REAL ESTATE HOLDINGS SEDOL B1CWJM5 | 0.01% |
| REALOGY GRP / CO P/P 144A 09.3750 04/01/2027 | 0.01% |
| SEAZEN HOLDINGS CO 144A/REGS WARRANT 04/17/2020 | 0.01% |
| SEVERSTAL PJSC SEDOL B0561N2 | 0.01% |
| SPECTRUM BRANDS INC P/P 144A 05.0000 10/01/2029 | 0.01% |
| STACR 2019-DNA1 M2 04.3580 01/25/2049 | 0.01% |
| STACR 2019-HQA1 M2 04.0580 02/25/2049 | 0.01% |
| AIR MEDICAL MERGER S P/P 144A 06.3750 05/15/2023 | 0.01% |
| AMC ENT HOLDIN 05.8750 11/15/2026 | 0.01% |
| BANCO DE CHILE-ADR SEDOL 2834252 | 0.01% |
| BANCO SANTANDER-CHILE-ADR SEDOL 2136646 | 0.01% |
| BBVA ARGENTINA SA-ADR SEDOL BKT4TC7 | 0.01% |
| CHF/USD 12/18/2019 JPMCB | 0.01% |
| GBP/USD CALL 1.33 20200123 BANKAM | 0.01% |
| MALLINCKRODT FIN/SB P/P 144A 05.5000 04/15/2025 | 0.01% |
| PORSCHE AUTOMOBIL HLDG-PRF SEDOL 7101069 | 0.01% |
| RACKSPACE HOSTING INC L+300 04.9021 11/03/2023 | 0.01% |
| REPUBLIC OF VENEZUELA REGS 08.2500 10/13/2024 | 0.01% |
| 1.45 R ISWP FWD US0003M P 12/18/2024 | 0.01% |
| ANTERO RESOURCES FIN 05.1250 12/01/2022 | 0.01% |
| BERKSHIRE HATHAWAY FIN 04.2500 01/15/2021 | 0.01% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 CS | 0.01% |
| ENERGY TRANSFER OPERATNG 06.1250 12/15/2045 | 0.01% |
| FIDELITY NATIONAL INFORM 03.0000 08/15/2026 | 0.01% |
| FORD OTOMOTIV SEDOL B03MSR5 | 0.01% |
| HM SAMPOERNA TBK PT SEDOL 6404242 | 0.01% |
| IOS.FN30.350.12 R USL1M P 01/12/43 BC | 0.01% |
| KLEPIERRE SEDOL 7582556 | 0.01% |
| NUTRIEN LTD USD 05.2500 01/15/2045 | 0.01% |
| PETROLEOS DE VEN P/P 144A 06.0000 11/15/2026 | 0.01% |
| THE BANK OF NOVA SCOTIA USD 02.7000 03/07/2022 | 0.01% |
| BANK OF MONTREAL USD 03.8030 12/15/2032 | 0.01% |
| BERKSHIRE HATHAWAY ENERG 06.1250 04/01/2036 | 0.01% |
| BMW US CAPITAL LLC P/P 144A 03.4000 08/13/2021 | 0.01% |
| CHAROEN POKPHAND FOOD-FORGN SEDOL B5L2DG6 | 0.01% |
| CISCO SYSTEMS INC 05.9000 02/15/2039 | 0.01% |
| HEALTHPEAK PROPERTIES INC SEDOL BJBLRK3 | 0.01% |
| KT CORP SEDOL 6505316 | 0.01% |
| SIME DARBY BERHAD SEDOL B29TTR1 | 0.01% |
| SUN ART RETAIL GROUP LTD SEDOL B3MPN59 | 0.01% |
| VMWARE INC 03.9000 08/21/2027 | 0.01% |
| WEWORK COS INC P/P 144A 07.8750 05/01/2025 | 0.01% |
| AUD/USD 01/15/2020 BANKAM | 0.01% |
| CBS CORP 04.0000 01/15/2026 | 0.01% |
| CHATHAM LODGING TRUST SEDOL B5LYMC1 | 0.01% |
| FENG TAY ENTERPRISE CO LTD SEDOL 6336055 | 0.01% |
| GUANGZHOU BAIYUNSHAN PHARM-H SEDOL 6084387 | 0.01% |
| JPMORGAN CHASE & CO 06.1000 02/01/2049 | 0.01% |
| JPY/USD 02/19/2020 GSFX | 0.01% |
| POU CHEN SEDOL 6696157 | 0.01% |
| SAO MARTINHO SA SEDOL B1P3R43 | 0.01% |
| SEKISUI HOUSE LTD SEDOL 6793906 | 0.01% |
| ZEKELMAN IND INC P/P 144A 09.8750 06/15/2023 | 0.01% |
| ALLEGHENY TECHNOLOGIES 05.9500 01/15/2021 | 0.01% |
| ARCELORMITTAL USD 06.1250 06/01/2025 | 0.01% |
| BGC PARTNERS INC 05.1250 05/27/2021 | 0.01% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 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% |
| EAGLE HLDG CO II LLC P/P 144A 07.7500 05/15/2022 | 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% |
| EQUINIX INC 03.2000 11/18/2029 | 0.01% |
| FEDERAL GRID CO UNIFIED ENER SEDOL B39RR67 | 0.01% |
| FERGUSON PLC SEDOL BJVNSS4 | 0.01% |
| GENERAL MOTORS FINL CO 04.0000 01/15/2025 | 0.01% |
| GLOBAL PAYMENTS INC 04.0000 06/01/2023 | 0.01% |
| INSTALLED BUILDI P/P 144A 05.7500 02/01/2028 | 0.01% |
| KOREA INVESTMENT HOLDINGS CO SEDOL 6654586 | 0.01% |
| LIVE NATION ENT P/P 144A 04.7500 10/15/2027 | 0.01% |
| MATTEL INC P/P 144A 05.8750 12/15/2027 | 0.01% |
| NETFLIX INC. P/P 144A 04.8750 06/15/2030 | 0.01% |
| NRG ENERGY INC. 07.2500 05/15/2026 | 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% |
| PRESTIGE BRANDS INC P/P 144A 05.1250 01/15/2028 | 0.01% |
| PULTEGROUP INC 05.5000 03/01/2026 | 0.01% |
| REPUBLIC OF VENEZUELA REGS 09.0000 05/07/2023 | 0.01% |
| TARGA RES PRTNRS P/P 144A 05.5000 03/01/2030 | 0.01% |
| THE SHERWIN-WILLIAMS COMPANY 02.7500 06/01/2022 | 0.01% |
| TRANSDIGM INC 06.5000 05/15/2025 | 0.01% |
| UNITED TECHNOLOGIES CORP 04.1250 11/16/2028 | 0.01% |
| BANK OF CHINA LTD-H SEDOL B154564 | 0.00% |
| CIA CERVECERIAS UNI-SPON ADR SEDOL 2217596 | 0.00% |
| CONSOLIDATED EDISON INC 02.0000 03/15/2020 | 0.00% |
| CPURNSA R 1.765 P 10/01/29 | 0.00% |
| CPURNSA R 1.79 P 09/09/29 | 0.00% |
| EUR/USD 12/18/2019 UBS | 0.00% |
| HSBC HOLDINGS PLC SEDOL 0540528 | 0.00% |
| TECO ELECTRIC & MACHINERY SEDOL 6879851 | 0.00% |
| US BANCORP 02.6250 01/24/2022 | 0.00% |
| YDUQS PART SEDOL BJGV3C2 | 0.00% |
| AUD/USD 01/15/2020 UBS | 0.00% |
| COMMUNITY HEALTHCARE TRUST I SEDOL BXC87C3 | 0.00% |
| JPY/USD 02/19/2020 HSBCB | 0.00% |
| JPY/USD 02/19/2020 WPAC | 0.00% |
| MALAYSIA AIRPORTS HLDGS BHD SEDOL 6188193 | 0.00% |
| MXN/USD 01/15/2020 BANKAM | 0.00% |
| NESTLE (MALAYSIA) BERHAD SEDOL 6629335 | 0.00% |
| OASIS PETROLEUM INC P/P 144A 06.2500 05/01/2026 | 0.00% |
| PLDT INC SEDOL BDGN274 | 0.00% |
| QUALITAS CONTROLADORA SAB CV SEDOL BYMXF65 | 0.00% |
| WESTPORTS HOLDINGS BHD SEDOL BDFM1K8 | 0.00% |
| 1.512 R ISWP US0003M P 10/04/2021 | 0.00% |
| AIRASIA GROUP BHD SEDOL B03J9L7 | 0.00% |
| AUD/JPY PUT 70.00 20200214 CITI | 0.00% |
| AUD/JPY PUT 70.00 20200214 GSFX | 0.00% |
| AUD/USD 01/15/2020 SSBT | 0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 JP | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | 0.00% |
| EUR/USD 12/18/2019 HSBCB | 0.00% |
| GBP/USD 12/18/2019 SSBT | 0.00% |
| MANILA ELECTRIC COMPANY SEDOL B247XZ6 | 0.00% |
| PETRONAS GAS BHD SEDOL 6703972 | 0.00% |
| 1.58 R ISWP FWD US0003M P 12/18/2021 | 0.00% |
| ADVANZ PHARMA CORP SEDOL BH4P601 | 0.00% |
| ALLY FINANCIAL INC 03.8750 05/21/2024 | 0.00% |
| ASTRO MALAYSIA SEDOL B7W5GK3 | 0.00% |
| BMW US CAPITAL LLC P/P 144A 03.9500 08/14/2028 | 0.00% |
| BRL/USD 02/04/2020 GSFX | 0.00% |
| CALIFORNIA RESOURCES P/P 144A 08.0000 12/15/2022 | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CS | 0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS | 0.00% |
| EUR/USD 12/18/2019 BANKAM | 0.00% |
| GBP/USD 12/18/2019 BCAP-FX | 0.00% |
| GLENCORE PLC SEDOL B4T3BW6 | 0.00% |
| INCEPTION MRGR/RACK P/P 144A 08.6250 11/15/2024 | 0.00% |
| JPY/USD 02/19/2020 BANKAM | 0.00% |
| JPY/USD 02/19/2020 CITI | 0.00% |
| JPY/USD 02/19/2020 RBSF | 0.00% |
| NINE POINT ENERGY CNV PRF | 0.00% |
| NZD/USD 01/15/2020 UBS | 0.00% |
| ROYAL BANK OF CANADA USD 02.8000 04/29/2022 | 0.00% |
| TRANSOCEAN INC P/P 144A 09.0000 07/15/2023 | 0.00% |
| CHS/COMMUNITY HEALT P/P 144A 08.1250 06/30/2024 | 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% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CS | 0.00% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CS | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.00% |
| CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 JP | 0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 ML | 0.00% |
| EUR/NOK PUT 9.85 20200121 GSFX | 0.00% |
| GLOW ENERGY PCL - FOREIGN SEDOL B074GX9 | 0.00% |
| NINE POINT ENERGY COM | 0.00% |
| SGD/USD 02/19/2020 JPMCB | 0.00% |
| AUD/USD 01/15/2020 CSI-FX | 0.00% |
| AUD/USD 01/15/2020 GSFX | 0.00% |
| AVAYA HOLDINGS CORP SEDOL BD9G9B3 | 0.00% |
| BRL/USD 02/04/2020 CITI | 0.00% |
| CAD/USD 01/15/2020 JPMCB | 0.00% |
| CAD/USD 01/15/2020 RBSF | 0.00% |
| CAD/USD 01/15/2020 TDBK | 0.00% |
| CAD/USD 01/15/2020 WPAC | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 JP | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 JP | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 ML | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 MS | 0.00% |
| CMB CMBX.NA.A.7 2047-01-17 200.0 01/17/2047 CG | 0.00% |
| CMB CMBX.NA.A.7 2047-01-17 200.0 01/17/2047 CS | 0.00% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CG | 0.00% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CG | 0.00% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CS | 0.00% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 ML | 0.00% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 ML | 0.00% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 MS | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CG | 0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CG | 0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CG | 0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CG | 0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CS | 0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS | 0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS | 0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 MS | 0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 MS | 0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 MS | 0.00% |
| CMB CMBX.NA.BB.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 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.BBB-.6 2063-05-11 300.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 ML | 0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 CG | 0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 CS | 0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 JP | 0.00% |
| CPURNSA R 1.858 P 04/07/26 | 0.00% |
| DISH NETWORK CORP-RTS SEDOL BL0L9Q8 | 0.00% |
| DKK/USD 12/18/2019 CITI | 0.00% |
| ESC SEVENTYSEVENERG 06.5000 07/15/2022 | 0.00% |
| HKD/USD 02/19/2020 BCAP-FX | 0.00% |
| ILS/USD 01/15/2020 SSBT | 0.00% |
| JPY/USD 02/19/2020 SSBT | 0.00% |
| NZD/USD 01/15/2020 HSBCB | 0.00% |
| SEK/USD 03/18/2020 GSFX | 0.00% |
| SEK/USD 03/18/2020 HSBCB | 0.00% |
| SEK/USD 03/18/2020 SSBT | 0.00% |
| TERVITA CORP SEDOL BD1DCC4 | 0.00% |
| AUD/USD 01/15/2020 HSBCB | -0.00% |
| CAD/USD 01/15/2020 BCAP-FX | -0.00% |
| CLP/USD 01/15/2020 GSFX | -0.00% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 JP | -0.00% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 JP | -0.00% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 JP | -0.00% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 MS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| GBP/USD 12/18/2019 GSFX | -0.00% |
| GBP/USD 12/18/2019 HSBCB | -0.00% |
| NOK/USD 03/18/2020 GSFX | -0.00% |
| NOK/USD 03/18/2020 SSBT | -0.00% |
| NOK/USD 12/18/2019 CITI | -0.00% |
| NOK/USD 12/18/2019 GSFX | -0.00% |
| NOK/USD 12/18/2019 RBSF | -0.00% |
| NZD/USD 01/15/2020 CITI | -0.00% |
| CAD/USD 01/15/2020 CITI | -0.00% |
| CMB CMBX.NA.A.7 2047-01-17 200.0 01/17/2047 JP | -0.00% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 CG | -0.00% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 MS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| NOK/USD 12/18/2019 JPMCB | -0.00% |
| SEK/USD 12/18/2019 SSBT | -0.00% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 CG | -0.00% |
| SEK/USD 12/18/2019 JPMCB | -0.00% |
| BRL/USD 02/04/2020 BANKAM | -0.00% |
| NZD/USD 01/15/2020 BCAP-FX | -0.00% |
| SEK/USD 12/18/2019 BANKAM | -0.00% |
| CAD/USD 01/15/2020 SSBT | -0.00% |
| GBP/USD CALL 1.36 20200123 BANKAM | -0.00% |
| NZD/USD 01/15/2020 GSFX | -0.00% |
| SPY 20191213 C 321.00BANKAM | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 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.BBB-.6 2063-05-11 300.0 05/11/2063 JP | -0.01% |
| NOK/USD 12/18/2019 SSBT | -0.01% |
| NZD/USD 01/15/2020 JPMCB | -0.01% |
| 1.396 R ISWP US0003M P 10/04/2024 | -0.01% |
| 1.675 R ISWP US0003M P 10/04/2049 | -0.01% |
| CPURNSA R 1.875 P 07/08/29 | -0.02% |
| EUR/USD 12/18/2019 JPMCB | -0.02% |
| 1.65 R ISWP FWD US0003M P 12/18/2049 | -0.02% |
| SPY 20191129 C 313.00CITI | -0.03% |
| CPURNSA R 1.92 P 08/07/25 | -0.03% |
| CPURNSA R 2.308 P 12/05/26 | -0.03% |
| JPY/USD 02/19/2020 JPMCB | -0.04% |
| CPURNSA R 2.138 P 03/07/29 | -0.04% |
| CPURNSA R 2.099 P 02/07/29 | -0.05% |
| CPURNSA R 2.3075 P 04/06/28 | -0.09% |
| CPURNSA R 2.3875 P 07/09/28 | -0.12% |
| CPURNSA R 2.1438 P 11/07/27 | -0.12% |
| IOS.FN30.400.10 P USL1M R 01/12/41 JP | -0.25% |
| CDX CDX.EM.32 100.0 12/20/2024 | -0.34% |
| CDX CDX.NA.HY.33 500.0 12/20/2024 | -0.36% |
| 1.525 R ISWP FWD US0003M P 12/18/2029 | -0.40% |
| CPURNSA R 2.356 P 07/02/28 | -0.40% |
| CPURNSA R 2.76 P 01/09/23 | -0.41% |
| RU10INTR P US0003M R 11/25/20 CI | -4.40% |
| S&P500 EMINI FUT DEC19 ESZ9 | -7.26% |
| RU10INTR P US0003M R 06/20/23 BA | -15.39% |
Portfolio composition as of 02/29/20
| U.S. TIPS | 32.41% |
|---|---|
| U.S. Investment-grade bonds | 27.03% |
| International bonds | 26.78% |
| U.S. Equity | 16.43% |
| Commodities | 12.18% |
| U.S. High-yield bonds | 9.93% |
| International equity | 9.75% |
| Emerging-market bonds | 5.23% |
| Emerging-markets equity | 4.57% |
| Real estate investment trust | 3.70% |
| U.S. money markets | -48.01% |
Fixed income statistics as of 02/29/20
| Average effective maturity | 9.54 yrs. |
|---|---|
| Average effective duration | 7.17 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. 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 Custom Dynamic Risk Allocation 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. You can lose money by investing in the fund.