Active Allocation
Dynamic Asset Allocation Growth Fund (Class Y) (PAGYX)
A globally diversified fund pursuing growth
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Highlights
Objective
The fund seeks capital appreciation.
Strategy and process
- Global benchmark: The fund starts with a globally diversified benchmark with more efficient exposures relative to a typical 80/20 benchmark.
- Tactical flexibility: The managers have the ability to tilt overall equity and fixed-income allocations +/-15% and shift exposures within each asset class.
- Active implementation: Managers proactively research and determine the most efficient implementation for each asset class.
Fund price |
Yesterday’s close | 52-week high | 52-week low |
|---|---|---|---|
| Net asset value |
$19.78
1.07% | $0.21 |
$19.78
01/20/21 |
$12.35
03/23/20 |
Fund facts as of 12/31/20
Total net assets
$2,965.53M
$2,965.53M
Turnover (fiscal year end)
194%
194%
Dividend frequency
Annually
Annually
Number of holdings
1979
1979
Fiscal year-end
September
September
CUSIP / Fund code
746444702 / 1843
746444702 / 1843
Inception date
07/14/94
07/14/94
Category
Asset Allocation
Asset Allocation
Open to new investors
Ticker
PAGYX
PAGYX
Management team
Chief Investment Officer, Global Asset Allocation
Co-Head of Global Asset Allocation
Co-Head of Global Asset Allocation
Portfolio Manager
Manager commentary | Q4 2020
K-shaped recovery to show in Q3 earnings
The post-pandemic recovery is likely to lift profits in some sectors more than others, says Jason Vaillancourt, CFA, Co-Head of Global Asset Allocation.
Literature
Fund documents |
| Prospectuses/SAI |
| Fact Sheet (A share) (PDF) |
| Fact Sheet (Y share) (PDF) |
| Annual Fund Report (PDF) |
| Semiannual Fund Report (PDF) |
| Brochure (PDF) |
| Quarterly commentary (PDF) |
| Benefit of diversifying with a single fund. (PDF) |
Performance
Consistency of positive performance over five years
Performance shown above does not reflect the effects of any sales charges. Click on the dots to see specific returns in each five-year period as of the date revealed. Note that returns of 0.00% are counted as positive periods. For complete fund performance, please see below.
20.56%
Best 5-year annualized return
(for period ending 12/31/99)
-3.41%
Worst 5-year annualized return
(for period ending 03/31/09)
7.43%
Average 5-year annualized return
Total return (%) as of 12/31/20
Annual performance as of 12/31/20
Annualized Total return (%) as of 12/31/20
| Annualized performance | 1 yr. | 3 yrs. | 5 yrs. | 10 yrs. |
|---|---|---|---|---|
| Before sales charge | 14.67% | 7.94% | 10.30% | 9.63% |
| After sales charge | N/A | N/A | N/A | N/A |
| Russell 3000 Index | 20.89% | 14.49% | 15.43% | 13.79% |
| Putnam Growth Blended Benchmark | 16.45% | 11.00% | 12.31% | 10.37% |
Current performance may be lower or higher than the quoted past performance, which cannot guarantee future results. Share price, principal value, and return will vary, and you may have a gain or loss when you sell your shares. Performance assumes reinvestment of distributions and does not account for taxes. Returns before sales charge do not reflect the current maximum sales charges as indicated below. Had the sales charge been reflected, returns would be lower. Returns at public offering price (after sales charge) for class A and class M shares reflect the current maximum initial sales charges of 5.75% and 3.50% for equity funds and 4.00% and 3.25% for income funds (2.25% for class A of Putnam Floating Rate Income Fund, Short-Term Municipal Income, Short Duration Bond Fund, and Fixed Income Absolute Return Fund), respectively. Class B share returns reflect the applicable contingent deferred sales charge (CDSC), which is 5% in the first year, declining to 1% in the sixth year, and is eliminated thereafter (except for Putnam Floating Rate Income Fund, Putnam Short Duration Bond Fund, Putnam Fixed Income Absolute Return Fund, and Putnam Short-Term Municipal Income Fund, which is 1% in the first year, declining to 0.5% in the second year, and is eliminated thereafter). Class C shares reflect a 1% CDSC the first year that is eliminated thereafter. Performance for class B, C, M, N, R, and Y shares prior to their inception is derived from the historical performance of class A shares, adjusted for the applicable sales charge (or CDSC) and, except for class Y shares, the higher operating expenses for such shares (with the exception of Putnam Tax-Free High Yield Fund and Putnam Strategic Intermediate Municipal Fund, which are based on the historical performance of class B shares). Performance for class A, C, R6, and Y shares of Putnam Mortgage Opportunities Fund before their inception is derived from the historical performance of class I shares, which have been adjusted for the applicable sales charge (or CDSC) and the higher operating expenses for such shares. Returns at public offering price (after sales charge) for class N shares reflect the current maximum initial sales charge of 1.50%. Class R5/R6 shares, available to qualified employee-benefit plans only, are sold without an initial sales charge and have no CDSC. Class Y shares are generally only available for corporate and institutional clients and have no initial sales charge. Performance for class R5/R6 shares before their inception are derived from the historical performance of class Y shares, which have not been adjusted for the lower expenses; had they, returns would have been higher. Class A shares of Putnam money market funds have no initial sales charge. For a portion of the period, some funds had expenses limitations or had been sold on a limited basis with limited assets and expenses, without which returns would be lower.
Performance snapshot
| Before sales charge | After sales charge | ||
|---|---|---|---|
| 1 mt. as of 12/31/20 | 4.07% | - | |
| YTD as of 01/20/21 | 3.51% | - | |
Risk-adjusted performance as of 12/31/20
| Sharpe ratio (3 yrs.) | 0.41 |
|---|
Volatility as of 12/31/20
| Standard deviation (3 yrs.) | 15.86% |
|---|
Fixed income statistics as of 12/31/20
| Average effective duration | 0.99 yrs. |
|---|
Lipper rankings as of 12/31/20
| Time period | Rank/Funds in category | Percentile ranking |
|---|---|---|
| 1 yr. | 148/460 | 33% |
| 3 yrs. | 281/442 | 64% |
| 5 yrs. | 148/411 | 36% |
| 10 yrs. | 45/296 | 16% |
Morningstar Ratings™ as of 12/31/20
| Time period | Funds in category | Morningstar Rating™ |
|---|---|---|
| Overall | 308 | |
| 3 yrs. | 308 | |
| 5 yrs. | 278 | |
| 10 yrs. | 188 |
Distributions
| Record/Ex dividend date | 12/17/20 |
|---|---|
| Payable date | 12/21/20 |
| Income | $0.131 |
| Extra income | -- |
| Short-term cap. gain | -- |
| Long-term cap. gain | -- |
Lipper rankings are based on total return without sales charge relative to all share classes of funds with similar objectives as determined by Lipper. Past performance is not indicative of future results.
The Morningstar RatingTM for funds, or "star rating", is calculated for managed products (including mutual funds, variable annuity and variable life subaccounts, exchange-traded funds, closed-end funds, and separate accounts) with at least a three-year history. Exchange-traded funds and open-ended mutual funds are considered a single population for comparative purposes. It is calculated based on a Morningstar Risk-Adjusted Return measure that accounts for variation in a managed product's monthly excess performance, placing more emphasis on downward variations and rewarding consistent performance. The top 10% of products in each product category receive 5 stars, the next 22.5% receive 4 stars, the next 35% receive 3 stars, the next 22.5% receive 2 stars, and the bottom 10% receive 1 star. The Overall Morningstar Rating for a managed product is derived from a weighted average of the performance figures associated with its three-, five-, and 10-year (if applicable) Morningstar Rating metrics. The weights are: 100% three-year rating for 36-59 months of total returns, 60% five-year rating/40% three-year rating for 60-119 months of total returns, and 50% 10-year rating/30% five-year rating/20% three-year rating for 120 or more months of total returns. While the 10-year overall star rating formula seems to give the most weight to the 10-year period, the most recent three-year period actually has the greatest impact because it is included in all three rating periods.
The up-market capture ratio is used to evaluate how well an investment manager performed relative to an index during periods when that index has risen. The ratio is calculated by dividing the manager’s returns by the returns of the index during the up-market, and multiplying that factor by 100. The down-market capture ratio is used to evaluate how well an investment manager performed relative to an index during periods when that index has dropped. The ratio is calculated by dividing the manager’s returns by the returns of the index during the down-market and multiplying that factor by 100.
Holdings
| Apple Inc Sedol 2046251 | 3.30% |
|---|---|
| Microsoft Corp Sedol 2588173 | 2.44% |
| Amazon.Com Inc Sedol 2000019 | 2.37% |
| Alphabet Inc-Cl A Sedol Byvy8g0 | 1.33% |
| Jpmorgan Chase & Co Sedol 2190385 | 1.07% |
| Qualcomm Inc Sedol 2714923 | 1.00% |
| Adobe Inc Sedol 2008154 | 0.88% |
| Procter & Gamble Co/The Sedol 2704407 | 0.78% |
| Fnma Fn30 Tba Umbs 02.0000 02/01/2051 | 0.77% |
| Citigroup Inc Sedol 2297907 | 0.76% |
| Top 10 holdings, percent of portfolio | 14.70% |
| Top 10 holdings as of 12/31/20 | |
|---|---|
| Apple Inc Sedol 2046251 | |
| Microsoft Corp Sedol 2588173 | |
| Amazon.Com Inc Sedol 2000019 | |
| Alphabet Inc-Cl A Sedol Byvy8g0 | |
| Jpmorgan Chase & Co Sedol 2190385 | |
| Qualcomm Inc Sedol 2714923 | |
| Adobe Inc Sedol 2008154 | |
| Procter & Gamble Co/The Sedol 2704407 | |
| Fnma Fn30 Tba Umbs 02.0000 02/01/2051 | |
| Citigroup Inc Sedol 2297907 | |
| Holdings represent 14.70% of portfolio | |
| Top 10 holdings as of 11/30/20 | |
|---|---|
| Apple Inc Sedol 2046251 | |
| Microsoft Corp Sedol 2588173 | |
| Amazon.Com Inc Sedol 2000019 | |
| Alphabet Inc-Cl A Sedol Byvy8g0 | |
| Fnma Fn30 Tba Umbs 02.0000 01/01/2051 | |
| Jpmorgan Chase & Co Sedol 2190385 | |
| Qualcomm Inc Sedol 2714923 | |
| Adobe Inc Sedol 2008154 | |
| Procter & Gamble Co/The Sedol 2704407 | |
| Nvidia Corp Sedol 2379504 | |
| Holdings represent 15.40% of portfolio | |
| Top 10 holdings as of 10/31/20 | |
|---|---|
| Apple Inc Sedol 2046251 | |
| Amazon.Com Inc Sedol 2000019 | |
| Microsoft Corp Sedol 2588173 | |
| Alphabet Inc-Cl A Sedol Byvy8g0 | |
| Gnma Gii30 Tba 03.5000 11/01/2050 | |
| Jpmorgan Chase & Co Sedol 2190385 | |
| Alibaba Group Holding Ltd Sedol Bk6yzp5 | |
| Procter & Gamble Co/The Sedol 2704407 | |
| Adobe Inc Sedol 2008154 | |
| Fnma Fn30 Tba Umbs 02.0000 12/01/2050 | |
| Holdings represent 15.85% of portfolio | |
| Top 10 holdings as of 09/30/20 | |
|---|---|
| Apple Inc Sedol 2046251 | |
| Amazon.Com Inc Sedol 2000019 | |
| Microsoft Corp Sedol 2588173 | |
| Gnma Gii30 Tba 03.5000 10/01/2050 | |
| Alphabet Inc-Cl A Sedol Byvy8g0 | |
| Fnma Fn30 Tba Umbs 02.5000 11/01/2050 | |
| Adobe Inc Sedol 2008154 | |
| Jpmorgan Chase & Co Sedol 2190385 | |
| Procter & Gamble Co/The Sedol 2704407 | |
| Nvidia Corp Sedol 2379504 | |
| Holdings represent 15.89% of portfolio | |
| S&P500 EMINI FUT MAR21 ESH1 | 5.23% |
|---|---|
| E-MINI RUSS 2000 MAR21 RTYH1 | 5.15% |
| GSGLPWDL R US0001M P 12/15/25 GS | 4.04% |
| APPLE INC SEDOL 2046251 | 3.30% |
| MICROSOFT CORP SEDOL 2588173 | 2.44% |
| AMAZON.COM INC SEDOL 2000019 | 2.37% |
| US 5YR NOTE (CBT) MAR21 FVH1 | 1.67% |
| ALPHABET INC-CL A SEDOL BYVY8G0 | 1.33% |
| GSGLPHCL R US0001M P 12/15/25 GS | 1.19% |
| S&P MID 400 EMINI MAR21 FAH1 | 1.10% |
| JPMORGAN CHASE & CO SEDOL 2190385 | 1.07% |
| US 10YR NOTE (CBT)MAR21 TYH1 | 1.01% |
| QUALCOMM INC SEDOL 2714923 | 1.00% |
| FNMA FN30 TBA UMBS 02.5000 01/01/2051 | 0.92% |
| US ULTRA BOND CBT MAR21 WNH1 | 0.92% |
| ADOBE INC SEDOL 2008154 | 0.88% |
| PROCTER & GAMBLE CO/THE SEDOL 2704407 | 0.78% |
| CITIGROUP INC SEDOL 2297907 | 0.76% |
| NVIDIA CORP SEDOL 2379504 | 0.74% |
| MSCI EAFE MAR21 MFSH1 | 0.73% |
| ELI LILLY & CO SEDOL 2516152 | 0.62% |
| JOHNSON & JOHNSON SEDOL 2475833 | 0.60% |
| VERIZON COMMUNICATIONS INC SEDOL 2090571 | 0.60% |
| CISCO SYSTEMS INC SEDOL 2198163 | 0.60% |
| FNMA FN15 TBA UMBS 02.5000 01/01/2036 | 0.53% |
| FNMA FN30 TBA UMBS 02.0000 02/01/2051 | 0.52% |
| ALPHABET INC-CL C SEDOL BYY88Y7 | 0.52% |
| CHARTER COMMUNICATIONS INC-A SEDOL BZ6VT82 | 0.52% |
| INTUIT INC SEDOL 2459020 | 0.52% |
| SHEFFIELD RECEIVABLES CO LLC 82124LNB4 DCP 01/11/2021 | 0.51% |
| CHARIOT FUNDING LLC 15963TPG8 DCP 02/16/2021 | 0.51% |
| GOTHAM FUNDING CORP 38346LQR0 DCP 03/25/2021 | 0.51% |
| MATCHPOINT FINANCE PLC 57666ANL2 DCP 01/20/2021 | 0.51% |
| ALIBABA GROUP HOLDING LTD SEDOL BK6YZP5 | 0.50% |
| FACEBOOK INC-CLASS A SEDOL B7TL820 | 0.48% |
| TAIWAN SEMICONDUCTOR MANUFAC SEDOL 6889106 | 0.48% |
| PEPSICO INC SEDOL 2681511 | 0.47% |
| TENCENT HOLDINGS LTD SEDOL BMMV2K8 | 0.46% |
| COMCAST CORP-CLASS A SEDOL 2044545 | 0.46% |
| MANHATTAN ASSET FUNDING CO LL 56274LNF7 DCP 01/15/2021 | 0.45% |
| US LONG BOND(CBT) MAR21 USH1 | 0.44% |
| HONEYWELL INTERNATIONAL INC SEDOL 2020459 | 0.44% |
| LOCKHEED MARTIN CORP SEDOL 2522096 | 0.44% |
| ACTIVISION BLIZZARD INC SEDOL 2575818 | 0.43% |
| MERCK & CO. INC. SEDOL 2778844 | 0.43% |
| GNMA GII30 MA6766 03.0000 07/20/2050 | 0.42% |
| WALMART INC SEDOL 2936921 | 0.41% |
| MEDTRONIC PLC SEDOL BTN1Y11 | 0.41% |
| PAYPAL HOLDINGS INC SEDOL BYW36M8 | 0.40% |
| SERVICENOW INC SEDOL B80NXX8 | 0.40% |
| NORTHROP GRUMMAN CORP SEDOL 2648806 | 0.40% |
| FNMA FN30 TBA UMBS 03.5000 01/01/2051 | 0.39% |
| TESLA INC SEDOL B616C79 | 0.38% |
| EBAY INC SEDOL 2293819 | 0.38% |
| SAMSUNG ELECTRONICS CO LTD SEDOL 6771720 | 0.37% |
| COCA-COLA CO/THE SEDOL 2206657 | 0.35% |
| VISA INC-CLASS A SHARES SEDOL B2PZN04 | 0.34% |
| TARGET CORP SEDOL 2259101 | 0.34% |
| FHLMC FR30 ZS4750 UMBS 03.0000 01/01/2048 | 0.34% |
| EXELON CORP SEDOL 2670519 | 0.34% |
| BANK OF AMERICA CORP SEDOL 2295677 | 0.33% |
| AUTODESK INC SEDOL 2065159 | 0.33% |
| MASTERCARD INC - A SEDOL B121557 | 0.32% |
| AMERICAN ELECTRIC POWER SEDOL 2026242 | 0.31% |
| ABBVIE INC SEDOL B92SR70 | 0.30% |
| UNITEDHEALTH GROUP INC SEDOL 2917766 | 0.29% |
| TREASURY BILL 00.0000 01/12/2021 | 0.29% |
| UNION PACIFIC CORP SEDOL 2914734 | 0.29% |
| SIMON PROPERTY GROUP INC SEDOL 2812452 | 0.29% |
| SONY CORP SEDOL 6821506 | 0.29% |
| DOCUSIGN INC SEDOL BFYT7B7 | 0.28% |
| METLIFE INC SEDOL 2573209 | 0.28% |
| MCDONALD'S CORP SEDOL 2550707 | 0.28% |
| GOLDMAN SACHS GROUP INC SEDOL 2407966 | 0.27% |
| CRH PLC SEDOL 4182249 | 0.27% |
| NRG ENERGY INC SEDOL 2212922 | 0.27% |
| ABBOTT LABORATORIES SEDOL 2002305 | 0.27% |
| HILTON WORLDWIDE HOLDINGS IN SEDOL BYVMW06 | 0.26% |
| NIKE INC -CL B SEDOL 2640147 | 0.26% |
| DANAHER CORP SEDOL 2250870 | 0.26% |
| JOHNSON CONTROLS INTERNATION SEDOL BY7QL61 | 0.26% |
| ATLANTIC ASSET SECURITIZATION 04821TNM3 DCP 01/21/2021 | 0.25% |
| EDWARDS LIFESCIENCES CORP SEDOL 2567116 | 0.25% |
| VEEVA SYSTEMS INC-CLASS A SEDOL BFH3N85 | 0.25% |
| VERTEX PHARMACEUTICALS INC SEDOL 2931034 | 0.25% |
| GNMA GII30 MA6932 03.0000 10/20/2050 | 0.25% |
| FNMA FN30 TBA UMBS 02.0000 01/01/2051 | 0.24% |
| HUMANA INC SEDOL 2445063 | 0.24% |
| SOUTHERN CO/THE SEDOL 2829601 | 0.24% |
| HALLIBURTON CO SEDOL 2405302 | 0.24% |
| MORGAN STANLEY | 0.24% |
| AIA GROUP LTD SEDOL B4TX8S1 | 0.24% |
| FREEPORT-MCMORAN INC SEDOL 2352118 | 0.24% |
| ATLANTIC ASSET SECURITIZATION 04821TNL5 DCP 01/20/2021 | 0.23% |
| HOME DEPOT INC SEDOL 2434209 | 0.23% |
| LONZA GROUP AG-REG SEDOL 7333378 | 0.23% |
| AMERICAN TOWER CORP SEDOL B7FBFL2 | 0.23% |
| AMGEN INC SEDOL 2023607 | 0.23% |
| GNMA GII30 TBA 03.0000 01/01/2051 | 0.21% |
| ALLSTATE CORP SEDOL 2019952 | 0.21% |
| CUMMINS INC SEDOL 2240202 | 0.21% |
| GNMA GII30 MA6820 03.0000 08/20/2050 | 0.21% |
| T-MOBILE US INC SEDOL B94Q9V0 | 0.21% |
| FORTINET INC SEDOL B5B2106 | 0.20% |
| LOWES COMPANIES INC | 0.20% |
| OTIS WORLDWIDE CORP SEDOL BK531S8 | 0.20% |
| FIDELITY NATIONAL INFO SERV SEDOL 2769796 | 0.20% |
| AXA SA SEDOL 7088429 | 0.20% |
| CIGNA CORP SEDOL BHJ0775 | 0.20% |
| IDEXX LABORATORIES INC SEDOL 2459202 | 0.20% |
| ZIMMER BIOMET HOLDINGS INC SEDOL 2783815 | 0.19% |
| BEST BUY CO INC SEDOL 2094670 | 0.19% |
| SOUTHWEST AIRLINES CO SEDOL 2831543 | 0.19% |
| FNMA FN30 TBA UMBS 06.0000 01/01/2051 | 0.19% |
| GENERAL MOTORS CO SEDOL B665KZ5 | 0.19% |
| TREASURY BILL 00.0000 01/19/2021 | 0.19% |
| ALTRIA GROUP INC | 0.19% |
| HOYA CORP SEDOL 6441506 | 0.18% |
| ANGLO AMER PLC SEDOL B1XZS82 | 0.18% |
| CADENCE DESIGN SYS INC SEDOL 2302232 | 0.18% |
| COSTAR GROUP INC SEDOL 2262864 | 0.18% |
| GAMING AND LEISURE PROPERTIE SEDOL BFPK4S5 | 0.18% |
| SYNOPSYS INC SEDOL 2867719 | 0.18% |
| FNMA FN30 FM4328 UMBS 02.5000 09/01/2050 | 0.18% |
| NOVARTIS AG-REG SEDOL 7103065 | 0.18% |
| ROCHE HOLDING AG-GENUSSCHEIN SEDOL 7110388 | 0.17% |
| SYNCHRONY FINANCIAL SEDOL BP96PS6 | 0.17% |
| FNMA FN30 MA3563 UMBS 04.0000 01/01/2049 | 0.17% |
| PFIZER INC SEDOL 2684703 | 0.16% |
| RELIANCE INDUSTRIES LTD SEDOL 6099626 | 0.16% |
| ROCKWELL AUTOMATION INC SEDOL 2754060 | 0.16% |
| SHERWIN-WILLIAMS CO/THE SEDOL 2804211 | 0.16% |
| OLD DOMINION FREIGHT LINE SEDOL 2656423 | 0.16% |
| CROWN CASTLE INTL CORP SEDOL BTGQCX1 | 0.16% |
| MONDELEZ INTERNATIONAL INC-A SEDOL B8CKK03 | 0.16% |
| SEA LTD-ADR SEDOL BYWD7L4 | 0.16% |
| SK HYNIX INC SEDOL 6450267 | 0.16% |
| YUM BRANDS INC SEDOL 2098876 | 0.16% |
| DOW INC SEDOL BHXCF84 | 0.16% |
| ESTEE LAUDER COMPANIES-CL A SEDOL 2320524 | 0.16% |
| COMPAGNIE DE SAINT-GOBAIN SEDOL 7380482 | 0.15% |
| REGENERON PHARMACEUTICALS SEDOL 2730190 | 0.15% |
| COGNIZANT TECH SOLUTIONS-A SEDOL 2257019 | 0.15% |
| AMERIPRISE FINANCIAL INC SEDOL B0J7D57 | 0.15% |
| BHP GROUP LTD SEDOL 6144690 | 0.15% |
| DEERE & CO SEDOL 2261203 | 0.15% |
| TREASURY BILL 00.0000 02/09/2021 | 0.15% |
| SBERBANK PJSC -SPONSORED ADR SEDOL B5SC091 | 0.15% |
| DEUTSCHE BOERSE AG SEDOL 7021963 | 0.15% |
| PNC FINANCIAL SERVICES GROUP SEDOL 2692665 | 0.15% |
| HANA FINANCIAL GROUP SEDOL B0RNRF5 | 0.15% |
| AFLAC INC SEDOL 2026361 | 0.15% |
| MEITUAN-CLASS B SEDOL BGJW376 | 0.15% |
| NESTLE SA-REG SEDOL 7123870 | 0.15% |
| ALBEMARLE CORP SEDOL 2046853 | 0.14% |
| PINTEREST INC- CLASS A SEDOL BJ2Z0H2 | 0.14% |
| GODADDY INC - CLASS A SEDOL BWFRFC6 | 0.14% |
| BOSTON PROPERTIES INC SEDOL 2019479 | 0.14% |
| EQUINIX INC SEDOL BVLZX12 | 0.14% |
| HOLOGIC INC SEDOL 2433530 | 0.14% |
| S&P GLOBAL INC SEDOL BYV2325 | 0.14% |
| CHEVRON CORP | 0.14% |
| BRISTOL-MYERS SQUIBB CO SEDOL 2126335 | 0.14% |
| ROYAL DUTCH SHELL PLC-B SHS SEDOL B03MM40 | 0.14% |
| DEXCOM INC SEDOL B0796X4 | 0.14% |
| JD.COM INC-ADR SEDOL BMM27D9 | 0.14% |
| PULTEGROUP INC SEDOL 2708841 | 0.14% |
| TREASURY BILL 00.0000 04/08/2021 | 0.14% |
| COCA-COLA HBC AG-DI SEDOL B9895B7 | 0.13% |
| PRUDENTIAL PLC SEDOL 0709954 | 0.13% |
| CONOCOPHILLIPS | 0.13% |
| FNMA FN30 FM1741 UMBS 04.0000 04/01/2049 | 0.13% |
| HDFC BANK LIMITED SEDOL BK1N461 | 0.13% |
| UNITED RENTALS INC SEDOL 2134781 | 0.13% |
| BANCO ITAU HOLDING PFD SEDOL B037HR3 PCT 0.00 | 0.13% |
| ALLY FINANCIAL INC SEDOL B72XK05 | 0.13% |
| VALERO ENERGY CORP SEDOL 2041364 | 0.13% |
| BJ'S WHOLESALE CLUB HOLDINGS SEDOL BFZNZF8 | 0.13% |
| TREASURY BILL 00.0000 02/16/2021 | 0.13% |
| LULULEMON ATHLETICA INC SEDOL B23FN39 | 0.13% |
| DISCOVER FINANCIAL SERVICES SEDOL B1YLC43 | 0.12% |
| NOVO NORDISK A/S-B SEDOL BHC8X90 | 0.12% |
| ADVANCED MICRO DEVICES SEDOL 2007849 | 0.12% |
| TEXAS INSTRUMENTS INC SEDOL 2885409 | 0.12% |
| ALLIANZ SE-REG SEDOL 5231485 | 0.12% |
| AT&T INC SEDOL 2831811 | 0.12% |
| SCHNEIDER ELECTRIC SE SEDOL 4834108 | 0.12% |
| NINTENDO CO LTD SEDOL 6639550 | 0.12% |
| DIAGEO PLC SEDOL 0237400 | 0.12% |
| FORD MOTOR CO SEDOL 2615468 | 0.12% |
| LEIDOS HOLDINGS INC SEDOL BDV82B8 | 0.12% |
| ASTRAZENECA PLC-SPONS ADR SEDOL 2989044 | 0.12% |
| SCHLUMBERGER LTD SEDOL 2779201 | 0.12% |
| HERSHEY CO/THE SEDOL 2422806 | 0.11% |
| THALES SA SEDOL 4162791 | 0.11% |
| SAMSUNG ELECTRONICS-PREF SEDOL 6773812 | 0.11% |
| WASTE MANAGEMENT INC SEDOL 2937667 | 0.11% |
| AVALARA INC SEDOL BZ1NVP4 | 0.11% |
| EATON CORP PLC SEDOL B8KQN82 | 0.11% |
| L OREAL SEDOL 4057808 | 0.11% |
| TJX COMPANIES INC SEDOL 2989301 | 0.11% |
| T-MOBILE US INC P/P 144A 05.2500 CV PFD | 0.11% |
| NEXI SPA SEDOL BJ1F880 | 0.11% |
| RAYTHEON TECHNOLOGIES CORP SEDOL BM5M5Y3 | 0.11% |
| EDP-ENERGIAS DE PORTUGAL SA SEDOL 4103596 | 0.11% |
| FNMA FN30 FM1521 UMBS 04.0000 05/01/2049 | 0.11% |
| LENNAR CORP-A SEDOL 2511920 | 0.11% |
| RIO TINTO PLC SEDOL 0718875 | 0.11% |
| ORSTED A/S SEDOL BYT16L4 | 0.11% |
| SCHWAB (CHARLES) CORP SEDOL 2779397 | 0.11% |
| ABIOMED INC SEDOL 2003698 | 0.10% |
| TOTAL SE SEDOL B15C557 | 0.10% |
| CHIPOTLE MEXICAN GRILL INC SEDOL B0X7DZ3 | 0.10% |
| UNILEVER PLC SEDOL BLRB262 | 0.10% |
| ASSURED GUARANTY LTD SEDOL B00V7H8 | 0.10% |
| CARDINAL HEALTH INC SEDOL 2175672 | 0.10% |
| DEUTSCHE TELEKOM AG-REG SEDOL 5842359 | 0.10% |
| FNMA FN30 AL9859 UMBS 03.0000 03/01/2047 | 0.10% |
| LI NING CO LTD SEDOL B01JCK9 | 0.10% |
| ADIDAS AG SEDOL 4031976 | 0.10% |
| DNB NOR ASA SEDOL 4263304 | 0.10% |
| DYNATRACE INC SEDOL BJV2RD9 | 0.10% |
| FLUTTER ENTERTAINMENT PLC SEDOL BWXC0Z1 | 0.10% |
| FNMA FN30 BQ1269 UMBS 02.5000 08/01/2050 | 0.10% |
| TAIWAN SEMICONDUCTOR-SP ADR SEDOL 2113382 | 0.10% |
| RADIAN GROUP INC SEDOL 2173911 | 0.10% |
| XINYI SOLAR HOLDINGS LTD SEDOL BGQYNN1 | 0.10% |
| DEUTSCHE POST AG-REG SEDOL 4617859 | 0.10% |
| DUPONT DE NEMOURS INC SEDOL BK0VN47 | 0.10% |
| LINCOLN NATIONAL CORP SEDOL 2516378 | 0.10% |
| QUANTA SERVICES INC SEDOL 2150204 | 0.10% |
| SEAGEN INC SEDOL BLPK4D2 | 0.10% |
| UBS GROUP AG-REG SEDOL BRJL176 | 0.10% |
| WESFARMERS LTD SEDOL 6948836 | 0.10% |
| ASAHI GROUP HOLDINGS LTD SEDOL 6054409 | 0.10% |
| BAXTER INTERNATIONAL INC SEDOL 2085102 | 0.10% |
| FNMA FN30 MA2737 UMBS 03.0000 09/01/2046 | 0.10% |
| HERMES INTERNATIONAL SEDOL 5253973 | 0.10% |
| PUBLIC SERVICE ENTERPRISE GP SEDOL 2707677 | 0.10% |
| THERMO FISHER SCIENTIFIC INC SEDOL 2886907 | 0.10% |
| ARAMARK SEDOL BH3XG17 | 0.10% |
| FAIR ISAAC CORP SEDOL 2330299 | 0.10% |
| AMETEK INC SEDOL 2089212 | 0.09% |
| MERCK KGAA SEDOL 4741844 | 0.09% |
| BIGCOMMERCE HOLDINGS-SER 1 SEDOL BMDCDP2 | 0.09% |
| ITOCHU CORP SEDOL 6467803 | 0.09% |
| MINEBEA CO LTD SEDOL 6642406 | 0.09% |
| AVERY DENNISON CORP SEDOL 2066408 | 0.09% |
| CAIXABANK SA SEDOL B283W97 | 0.09% |
| SANDVIK AB SEDOL B1VQ252 | 0.09% |
| BAIDU INC - SPON ADR SEDOL B0FXT17 | 0.09% |
| BOOZ ALLEN HAMILTON HOLDINGS SEDOL B5367T7 | 0.09% |
| FERGUSON PLC SEDOL BJVNSS4 | 0.09% |
| FIAT CHRYSLER AUTOMOBILES NV SEDOL BRJFWP3 | 0.09% |
| LG CHEM LTD SEDOL 6346913 | 0.09% |
| ABB LTD-REG SEDOL 7108899 | 0.09% |
| CBRE GROUP INC - A SEDOL B6WVMH3 | 0.09% |
| KONINKLIJKE DSM NV SEDOL B0HZL93 | 0.09% |
| SHENZHEN INOVANCE TECHNOLO-A SEDOL BD5CMN8 | 0.09% |
| VOLVO AB-B SHS SEDOL B1QH830 | 0.09% |
| WALMART DE MEXICO SAB DE CV SEDOL BW1YVH8 | 0.09% |
| CAPITAL ONE FINANCIAL CORP SEDOL 2654461 | 0.09% |
| LIBERTY GLOBAL PLC- C SEDOL B8W67B1 | 0.09% |
| NETWORK INTERNATIONAL HOLDIN SEDOL BH3VJ78 | 0.09% |
| TRANSDIGM GROUP INC SEDOL B11FJK3 | 0.09% |
| EXXON MOBIL CORP SEDOL 2326618 | 0.09% |
| PEUGEOT SA SEDOL 7103526 | 0.09% |
| YANDEX NV-A SEDOL B5BSZB3 | 0.09% |
| APOLLO GLOBAL MANAGEMENT INC SEDOL BKRLVD5 | 0.09% |
| GOODMAN GROUP SEDOL B03FYZ4 | 0.09% |
| KAKAO CORP SEDOL 6194037 | 0.09% |
| RENESAS ELECTRONICS CORP SEDOL 6635677 | 0.09% |
| SECOM CO LTD SEDOL 6791591 | 0.09% |
| JAPAN EXCHANGE GROUP INC SEDOL 6743882 | 0.08% |
| LONDON STOCK EXCHANGE GROUP SEDOL B0SWJX3 | 0.08% |
| AKZO NOBEL N.V. SEDOL BJ2KSG2 | 0.08% |
| AMERICAN INTERNATIONAL GROUP SEDOL 2027342 | 0.08% |
| INDUSTRIA DE DISENO TEXTIL SEDOL BP9DL90 | 0.08% |
| JAZZ PHARMACEUTICALS PLC SEDOL B4Q5ZN4 | 0.08% |
| LABORATORY CRP OF AMER HLDGS SEDOL 2586122 | 0.08% |
| VONTIER CORP SEDOL BH4GV32 | 0.08% |
| AGNC INVESTMENT CORP SEDOL BYYHJL8 | 0.08% |
| EASTMAN CHEMICAL CO SEDOL 2298386 | 0.08% |
| EQUINOR ASA SEDOL 7133608 | 0.08% |
| REPO TRIPA MORTG 0.06 01/04/2021 | 0.08% |
| FORTUNE BRANDS HOME & SECURI SEDOL B3MC7D6 | 0.08% |
| BRENNTAG AG SEDOL B4YVF56 | 0.08% |
| TECHTRONIC INDUSTRIES CO LTD SEDOL B0190C7 | 0.08% |
| B3 SA-BRASIL BOLSA BALCAO SEDOL BG36ZK1 | 0.08% |
| EQUITABLE HOLDINGS INC SEDOL BKRMR96 | 0.08% |
| KION GROUP AG SEDOL BB22L96 | 0.08% |
| LEGRAND SA SEDOL B11ZRK9 | 0.08% |
| PARTNERS GROUP HOLDING AG SEDOL B119QG0 | 0.08% |
| SUMITOMO MITSUI FINANCIAL GR SEDOL 6563024 | 0.08% |
| DAIKIN INDUSTRIES LTD SEDOL 6250724 | 0.08% |
| AMEREN CORPORATION SEDOL 2050832 | 0.08% |
| DIALOG SEMICONDUCTOR PLC SEDOL 5982200 | 0.08% |
| EXPEDITORS INTL WASH INC SEDOL 2325507 | 0.08% |
| RELIANC-GDR 144A 144A SEDOL B16CYP9 | 0.08% |
| STATE STREET CORP SEDOL 2842040 | 0.08% |
| TATA CONSULTANCY SVS LTD SEDOL B01NPJ1 | 0.08% |
| TREASURY BILL 00.0000 03/18/2021 | 0.08% |
| KDDI CORP SEDOL 6248990 | 0.08% |
| KEURIG DR PEPPER INC SEDOL BD3W133 | 0.08% |
| DRAFTKINGS INC - CL A SEDOL BMYML02 | 0.08% |
| HINDUSTAN UNILEVER LTD SEDOL 6261674 | 0.08% |
| NABTESCO CORP SEDOL 6687571 | 0.08% |
| AIRTAC INTERNATIONAL GROUP SEDOL B52J816 | 0.08% |
| COMPUGROUP MEDICAL SE & CO K SEDOL BMY7CH1 | 0.08% |
| DANAHER CORP 05.0000 CV PFD | 0.08% |
| ICICI BANK LTD SEDOL BSZ2BY7 | 0.08% |
| VERIZON COMM 04.3290 09/21/2028 | 0.08% |
| BANCO BILBAO VIZCAYA ARGENTA SEDOL 5501906 | 0.07% |
| BOEING CO/THE SEDOL 2108601 | 0.07% |
| NOMURA RESEARCH INSTITUTE LT SEDOL 6390921 | 0.07% |
| WULIANGYE YIBIN CO LTD-A SEDOL BD5CPG2 | 0.07% |
| CARLSBERG AS-B SEDOL 4169219 | 0.07% |
| COVESTRO AG SEDOL BYTBWY9 | 0.07% |
| KINGFISHER PLC SEDOL 3319521 | 0.07% |
| MEDIATEK INC SEDOL 6372480 | 0.07% |
| SALESFORCE.COM INC SEDOL 2310525 | 0.07% |
| SIG COMBIBLOC GROUP AG SEDOL BD5GN60 | 0.07% |
| WASTE CONNECTIONS INC SEDOL BYVG1F6 | 0.07% |
| ALLIANCE DATA SYSTEMS CORP SEDOL 2762030 | 0.07% |
| BF0101 03.5000 06/01/2056 | 0.07% |
| NIPPON PROLOGIS REIT INC SEDOL B98BC67 | 0.07% |
| SBA COMMUNICATIONS CORP SEDOL BZ6TS23 | 0.07% |
| BOOKING HOLDINGS INC SEDOL BDRXDB4 | 0.07% |
| ENEL SPA SEDOL 7144569 | 0.07% |
| ORACLE CORP SEDOL 2661568 | 0.07% |
| COMPASS GROUP PLC SEDOL BD6K457 | 0.07% |
| ENTERPRISE PRODUCTS PARTNERS SEDOL 2285388 | 0.07% |
| NXP SEMICONDUCTORS NV SEDOL B505PN7 | 0.07% |
| ZALANDO SE SEDOL BQV0SV7 | 0.07% |
| AVIVA PLC SEDOL 0216238 | 0.07% |
| DOVER CORP SEDOL 2278407 | 0.07% |
| MONCLER SPA SEDOL BGLP232 | 0.07% |
| STACR 2016-DNA2 M3 04.7980 10/25/2028 | 0.07% |
| YUM CHINA HOLDINGS INC SEDOL BN2BD13 | 0.07% |
| CENOVUS ENERGY INC SEDOL B57FG04 | 0.07% |
| PRINCIPAL FINANCIAL GROUP SEDOL 2803014 | 0.07% |
| CENTRE TESTING INTL GROUP-A SEDOL BD5C7D3 | 0.07% |
| COPA HOLDINGS SA-CLASS A SEDOL B0TNJH9 | 0.07% |
| ENTERGY CORP SEDOL 2317087 | 0.07% |
| HITACHI LTD SEDOL 6429104 | 0.07% |
| MORGAN STANLEY 03.1250 01/23/2023 | 0.07% |
| FNMA FN30 BQ0329 UMBS 02.5000 07/01/2050 | 0.07% |
| FORTESCUE METALS GROUP LTD SEDOL B2B2B49 | 0.07% |
| IMPERIAL BRANDS PLC SEDOL 0454492 | 0.07% |
| PALTAC CORPORATION SEDOL B61BG94 | 0.07% |
| WALT DISNEY CO/THE SEDOL 2270726 | 0.06% |
| GARMIN LTD SEDOL B3Z5T14 | 0.06% |
| KONINKLIJKE AHOLD DELHAIZE N SEDOL BD0Q398 | 0.06% |
| JPMORGAN CHASE & CO 03.9640 11/15/2048 | 0.06% |
| LAFARGEHOLCIM LTD-REG SEDOL 7110753 | 0.06% |
| ABBVIE INC 03.2000 11/21/2029 | 0.06% |
| ABCAM PLC SEDOL B677469 | 0.06% |
| DBS GROUP HOLDINGS LTD SEDOL 6175203 | 0.06% |
| POLARIS INC SEDOL 2692933 | 0.06% |
| SKANDINAVISKA ENSKILDA BAN-A SEDOL 4813345 | 0.06% |
| UBI SOFT ENTERTA SEDOL B1L3CS6 | 0.06% |
| SBI HOLDINGS INC SEDOL 6309466 | 0.06% |
| CK ASSET HOLDINGS LTD SEDOL BYZQ077 | 0.06% |
| DELTA AIR LINES INC SEDOL B1W9D46 | 0.06% |
| FNMA FN30 BM5024 UMBS 03.0000 11/01/2048 | 0.06% |
| REPUBLIC SERVICES INC SEDOL 2262530 | 0.06% |
| TOKYO ELECTRON LTD SEDOL 6895675 | 0.06% |
| WUXI APPTEC CO LTD-H SEDOL BGHH0L6 | 0.06% |
| A-LIVING SMART CITY SVCS 144A SEDOL BFWK4M2 | 0.06% |
| AMDOCS LTD SEDOL 2256908 | 0.06% |
| BNP PARIBAS SEDOL 7309681 | 0.06% |
| CDX CDX.NA.IG.35 100.0 12/20/2025 | 0.06% |
| KNORR-BREMSE AG SEDOL BD2P9X9 | 0.06% |
| SHENZHEN MINDRAY BIO-MEDIC-A SEDOL BHQK864 | 0.06% |
| SHIN-ETSU CHEMICAL CO LTD SEDOL 6804585 | 0.06% |
| AT&T INC P/P 144A 03.5500 09/15/2055 | 0.06% |
| BRUNSWICK CORP SEDOL 2149309 | 0.06% |
| CREDIT AGRICOLE SA SEDOL 7262610 | 0.06% |
| HONG KONG EXCHANGES & CLEAR SEDOL 6267359 | 0.06% |
| INVITATION HOMES INC SEDOL BD81GW9 | 0.06% |
| WOOLWORTHS GROUP LTD SEDOL 6981239 | 0.06% |
| MICROSOFT CORP 01.5500 08/08/2021 | 0.06% |
| NEW YORK LIFE INS P/P 144A 01.1000 05/05/2023 | 0.06% |
| AIRBNB INC-CLASS A SEDOL BMGYYH4 | 0.06% |
| BERRY GLOBAL GROUP INC SEDOL B8BR3H3 | 0.06% |
| FEDEX CORP SEDOL 2142784 | 0.06% |
| ZHONGSHENG GROUP HOLDINGS SEDOL B633D97 | 0.06% |
| CITIGROUP INC 03.6680 07/24/2028 | 0.05% |
| CROWN HOLDINGS INC | 0.05% |
| DUKE REALTY CORP SEDOL 2284084 | 0.05% |
| LINDE PLC SEDOL BYWD9S5 | 0.05% |
| BP PLC SEDOL 0798059 | 0.05% |
| GMO INTERNET INC SEDOL 6170167 | 0.05% |
| MORGAN STANLEY 03.6250 01/20/2027 | 0.05% |
| VISTRA CORP SEDOL BZ8VJQ8 | 0.05% |
| ASIAN PAINTS LTD SEDOL BCRWL65 | 0.05% |
| DAIWA HOUSE INDUSTRY CO LTD SEDOL 6251363 | 0.05% |
| ELITE MATERIAL CO LTD SEDOL 6316121 | 0.05% |
| JPMORGAN CHASE & CO 03.6250 12/01/2027 | 0.05% |
| KERING SEDOL 5505072 | 0.05% |
| TELEDYNE TECHNOLOGIES INC SEDOL 2503477 | 0.05% |
| JPMORGAN CHASE & CO 03.3750 05/01/2023 | 0.05% |
| PETROBRAS GLOBAL FINANCE USD 06.2500 03/17/2024 | 0.05% |
| PINNACLE WEST CAPITAL SEDOL 2048804 | 0.05% |
| SHIONOGI & CO LTD SEDOL 6804682 | 0.05% |
| TOTVS SA SEDOL B10LQP6 | 0.05% |
| AVALONBAY COMMUNITIES INC SEDOL 2131179 | 0.05% |
| BANK OF AMERICA CORP 06.1100 01/29/2037 | 0.05% |
| COMPANHIA DE LOCACAO DAS AME SEDOL B82CQN4 | 0.05% |
| FNMA FN30 BM1172 UMBS 03.0000 03/01/2047 | 0.05% |
| POYA INTERNATIONAL CO LTD SEDOL 6541826 | 0.05% |
| CONSTELLATION BRANDS INC-A SEDOL 2170473 | 0.05% |
| GOLDMAN SACHS GROUP INC 03.8500 01/26/2027 | 0.05% |
| KEYCORP SEDOL 2490911 | 0.05% |
| MERCADOLIBRE INC SEDOL B23X1H3 | 0.05% |
| UNUM GROUP SEDOL 2433842 | 0.05% |
| 3I GROUP PLC SEDOL B1YW440 | 0.05% |
| AURIZON HOLDINGS LTD SEDOL B87CVM3 | 0.05% |
| BAKER HUGHES CO SEDOL BDHLTQ5 | 0.05% |
| NIPPON TELEGRAPH & TELEPHONE SEDOL 6641373 | 0.05% |
| SLM CORP | 0.05% |
| WH GROUP LTD SEDOL BLLHKZ1 | 0.05% |
| APTARGROUP INC SEDOL 2045247 | 0.05% |
| BRISTOL-MYERS 03.2500 02/20/2023 | 0.05% |
| CVS HEALTH CORP 04.7800 03/25/2038 | 0.05% |
| DNB BANK ASA P/P 144A 02.1500 12/02/2022 | 0.05% |
| KONINKLIJKE KPN NV SEDOL 5956078 | 0.05% |
| MOODY S CORP | 0.05% |
| TEMPUR SEALY INTERNATIONAL I SEDOL 2216991 | 0.05% |
| TREASURY BILL 00.0000 02/02/2021 | 0.05% |
| WYNN MACAU LTD SEDOL B4JSTL6 | 0.05% |
| DINO POLSKA SA SEDOL BD0YVN2 | 0.05% |
| NEXON CO LTD SEDOL B63QM77 | 0.05% |
| UNITED MEXICAN STATES USD 05.5500 01/21/2045 | 0.05% |
| ADECCO GROUP AG-REG SEDOL 7110720 | 0.04% |
| BHP GROUP PLC SEDOL BH0P3Z9 | 0.04% |
| CIA PARANAENSE DE ENERGI-PFB | 0.04% |
| SAREPTA THERAPEUTICS INC SEDOL B8DPDT7 | 0.04% |
| SIRIUS XM RADIO INC P/P 144A 05.0000 08/01/2027 | 0.04% |
| TORONTO-DOMINION BANK USD 01.9000 12/01/2022 | 0.04% |
| ALLISON TRANSMISSION HOLDING SEDOL B4PZ892 | 0.04% |
| AXALTA COATING SYSTEMS LTD SEDOL BSFWCF5 | 0.04% |
| IHS MARKIT LTD P/P 144A 04.7500 02/15/2025 | 0.04% |
| ORACLE CORP 02.5000 10/15/2022 | 0.04% |
| SARTORIUS STEDIM BIOTECH SEDOL BYZ2QP5 | 0.04% |
| TREASURY BILL 00.0000 02/23/2021 | 0.04% |
| UBS GROUP AG P/P 144A 03.4910 05/23/2023 | 0.04% |
| AT&T INC P/P 144A 02.5500 12/01/2033 | 0.04% |
| CASEYS GENERAL | 0.04% |
| CDX CDX.NA.HY.35 500.0 12/20/2025 | 0.04% |
| LAMAR ADVERTISING CO-A SEDOL BSPHGN6 | 0.04% |
| LIVE NATION ENTERTAINMENT IN SEDOL B0T7YX2 | 0.04% |
| MWST 2019-1 A 00.9480 06/25/2052 | 0.04% |
| SPST 2020-2 A 00.9780 03/26/2021 | 0.04% |
| AUD/USD 01/20/2021 RBSF | 0.04% |
| NOMURA HOLDINGS INC SEDOL 6643108 | 0.04% |
| LOGITECH INTERNATIONAL-REG SEDOL B18ZRK2 | 0.04% |
| PPG INDUSTRIES INC SEDOL 2698470 | 0.04% |
| SONIC HEALTHCARE LTD SEDOL 6821120 | 0.04% |
| SWEDBANK AB - A SHARES SEDOL 4846523 | 0.04% |
| APPLE INC 00.7500 05/11/2023 | 0.04% |
| BANK OF AMERICA CORP 03.2480 10/21/2027 | 0.04% |
| BRITISH AMERICAN TOBACCO PLC SEDOL 0287580 | 0.04% |
| FNMA FN30 BC1155 UMBS 03.0000 06/01/2046 | 0.04% |
| PANDORA A/S SEDOL B44XTX8 | 0.04% |
| INTERPUBLIC GROUP COS 04.6500 10/01/2028 | 0.04% |
| M3 INC SEDOL B02K2M3 | 0.04% |
| PORSCHE AUTOMOBIL HLDG-PRF SEDOL 7101069 | 0.04% |
| SALESFORCE.COM INC 03.7000 04/11/2028 | 0.04% |
| BANK LEUMI LE-ISRAEL SEDOL 6076425 | 0.04% |
| BRAMBLES LTD SEDOL B1FJ0C0 | 0.04% |
| CAS 2016-C04 1M2 04.3980 01/25/2029 | 0.04% |
| DISCOVERY INC - A SEDOL B3D7K31 | 0.04% |
| ENERGY TRANSFER OPERATNG 06.6250 02/15/2028 | 0.04% |
| GENTEX CORP SEDOL 2366799 | 0.04% |
| GLAXOSMITHKLINE PLC SEDOL 0925288 | 0.04% |
| NESTLE HOLDINGS INC P/P 144A 00.3750 01/15/2024 | 0.04% |
| NITTO DENKO CORP SEDOL 6641801 | 0.04% |
| VOLKSWAGEN AG PFD SEDOL 5497168 | 0.04% |
| DBUBS 2011-LC3A D P/P 144A 05.3353 08/10/2044 | 0.04% |
| HIKMA PHARMACEUTICALS PLC SEDOL B0LCW08 | 0.04% |
| JUBILANT FOODWORKS LTD SEDOL B3PRM66 | 0.04% |
| LNSTR 2015-3 B P/P 144A 03.1852 04/20/2048 | 0.04% |
| ONO PHARMACEUTICAL CO LTD SEDOL 6660107 | 0.04% |
| PETROLEOS MEXICANOS USD 06.8400 01/23/2030 | 0.04% |
| WOLTERS KLUWER SEDOL 5671519 | 0.04% |
| FNMA FN30 TBA UMBS 04.0000 01/01/2051 | 0.04% |
| FUJITSU LTD SEDOL 6356945 | 0.04% |
| RELIANCE STEEL & ALUMINUM SEDOL 2729068 | 0.04% |
| REPUBLIC OF INDONESIA REGS 04.7500 01/08/2026 | 0.04% |
| 10X GENOMICS INC-CLASS A SEDOL BKS3RS7 | 0.04% |
| AENA SME SA SEDOL BVRZ8L1 | 0.04% |
| ATLAS COPCO AB-A SHS SEDOL BD97BN2 | 0.04% |
| DIRECT LINE INSURANCE GROUP SEDOL BY9D0Y1 | 0.04% |
| FAURECIA SEDOL 4400446 | 0.04% |
| ITOCHU TECHNO-SOLUTIONS CORP SEDOL 6200194 | 0.04% |
| KOITO MANUFACTURING CO LTD SEDOL 6496324 | 0.04% |
| OTSUKA CORP SEDOL 6267058 | 0.04% |
| SYSCO CORP SEDOL 2868165 | 0.04% |
| T-MOBILE USA INC P/P 144A 03.7500 04/15/2027 | 0.04% |
| UNIVERSAL VISION BIOTECHNOLO SEDOL 6732051 | 0.04% |
| ASSOCIATED BRITISH FOODS PLC SEDOL 0673123 | 0.03% |
| BROADCOM INC 04.1500 11/15/2030 | 0.03% |
| CACI INTERNATIONAL INC -CL A SEDOL 2159267 | 0.03% |
| CAS 2020-R01 1M2 02.1980 01/25/2040 | 0.03% |
| CCO HOLDINGS LLC P/P 144A 05.3750 06/01/2029 | 0.03% |
| EIFFAGE SEDOL B13X013 | 0.03% |
| MICROSOFT CORP 02.4000 08/08/2026 | 0.03% |
| MICROSOFT CORP 03.7000 08/08/2046 | 0.03% |
| NITORI HOLDINGS CO LTD SEDOL 6644800 | 0.03% |
| REPUBLIC OF SENEGAL REGS 06.2500 05/23/2033 | 0.03% |
| SNAM SPA SEDOL 7251470 | 0.03% |
| SOFTWARE AG SEDOL BF06WX9 | 0.03% |
| SPRINT CAPITAL CORPORATION 06.8750 11/15/2028 | 0.03% |
| SPRINT CORP 07.8750 09/15/2023 | 0.03% |
| SUMITOMO TR&BK P/P 144A 00.8000 09/12/2023 | 0.03% |
| TELEFONICA EMISIONES SAU USD 04.8950 03/06/2048 | 0.03% |
| ASTRAZENECA PLC SEDOL 0989529 | 0.03% |
| CHARTER COMM OPT LLC 06.4840 10/23/2045 | 0.03% |
| CINTAS CORP SEDOL 2197137 | 0.03% |
| HILTON WORLDWIDE FIN LLC 04.8750 04/01/2027 | 0.03% |
| MODERNA INC SEDOL BGSXTS3 | 0.03% |
| UBS GROUP AG P/P 144A 03.0000 04/15/2021 | 0.03% |
| CELANESE CORP SEDOL B05MZT4 | 0.03% |
| LASERTEC CORP SEDOL 6506267 | 0.03% |
| OPAP SA SEDOL 7107250 | 0.03% |
| SUMITOMO MITSUI TRUST HOLDIN SEDOL 6431897 | 0.03% |
| US 10YR ULTRA FUT MAR21 UXYH1 | 0.03% |
| WILMAR INTERNATIONAL LTD SEDOL B17KC69 | 0.03% |
| AGL ENERGY LTD SEDOL BSS7GP5 | 0.03% |
| ARROW ELECTRONICS INC SEDOL 2051404 | 0.03% |
| CAS 2015-C04 2M2 05.6980 04/25/2028 | 0.03% |
| CWALT 2006-OA10 4A1 00.5280 08/25/2046 | 0.03% |
| ENI SPA SEDOL 7145056 | 0.03% |
| FAIRFAX FINL HLDGS USD 04.8500 04/17/2028 | 0.03% |
| ORACLE CORP 04.0000 11/15/2047 | 0.03% |
| TRANSDIGM INC. P/P 144A 06.2500 03/15/2026 | 0.03% |
| APPLE INC 04.2500 02/09/2047 | 0.03% |
| ASHLAND GLOBAL HOLDINGS INC SEDOL BYND5N1 | 0.03% |
| CAS 2016-C02 1M2 06.1480 09/25/2028 | 0.03% |
| COUSINS PROPERTIES INC SEDOL BJP0MF6 | 0.03% |
| ENTERPRISE PRODUCTS OPER 04.2500 02/15/2048 | 0.03% |
| EQUINIX INC. 02.9000 11/18/2026 | 0.03% |
| GOLDMAN SACHS GROUP INC 04.2230 05/01/2029 | 0.03% |
| IVORY COAST REGS 06.1250 06/15/2033 | 0.03% |
| JPMORGAN CHASE & CO 04.6000 02/01/2025 | 0.03% |
| SUN HUNG KAI PROPERTIES SEDOL 6859927 | 0.03% |
| UNITEDHEALTH GROUP INC 03.8500 06/15/2028 | 0.03% |
| AIR LEASE CORP 04.6250 10/01/2028 | 0.03% |
| BRISTOL-MYERS 02.9000 07/26/2024 | 0.03% |
| CAS 2016-C01 1M2 06.8980 08/25/2028 | 0.03% |
| CHUGAI PHARMACEUTICAL CO LTD SEDOL 6196408 | 0.03% |
| CIT GROUP INC. 05.2500 03/07/2025 | 0.03% |
| CK HUTCHISON HOLDINGS LTD SEDOL BW9P816 | 0.03% |
| DOMINICAN REPUBLIC REGS 05.9500 01/25/2027 | 0.03% |
| FIDELITY NATIONAL FINANCIAL SEDOL BNBRDD4 | 0.03% |
| FNMA FN30 AS7003 UMBS 03.0000 04/01/2046 | 0.03% |
| FNMA FN40 BF0171 UMBS 04.0000 01/01/2057 | 0.03% |
| LPL FINANCIAL HOLDINGS INC SEDOL B75JX34 | 0.03% |
| NOVARTIS CAPITAL CORP 04.0000 11/20/2045 | 0.03% |
| SINGAPORE EXCHANGE LTD SEDOL 6303866 | 0.03% |
| STANDARD IND INC P/P 144A 05.0000 02/15/2027 | 0.03% |
| AES CORP SEDOL 2002479 | 0.03% |
| AMERICAN TOWER CORP 03.1250 01/15/2027 | 0.03% |
| CF INDUSTRIES INC P/P 144A 04.5000 12/01/2026 | 0.03% |
| ECOLAB INC 02.7000 11/01/2026 | 0.03% |
| SEI INVESTMENTS COMPANY SEDOL 2793610 | 0.03% |
| TOKYO GAS CO LTD SEDOL 6895448 | 0.03% |
| UNILEVER PLC SEDOL B10RZP7 | 0.03% |
| ZURICH INSURANCE GROUP AG SEDOL 5983816 | 0.03% |
| AMAZON.COM INC 03.1500 08/22/2027 | 0.03% |
| ANZ NEW ZEALAND INT P/P 144A 02.8750 01/25/2022 | 0.03% |
| ASHTEAD CAPITAL INC P/P 144A 04.3750 08/15/2027 | 0.03% |
| FNMA FN30 BJ9256 UMBS 04.0000 06/01/2048 | 0.03% |
| MGIC INVESTMENT CORP SEDOL 2548616 | 0.03% |
| MRAIT 2020-2 A2 | 0.03% |
| ORACLE CORP 02.5000 05/15/2022 | 0.03% |
| REP OF INDONESIA P/P 144A 04.3500 01/08/2027 | 0.03% |
| SMC CORP SEDOL 6763965 | 0.03% |
| ALKERMES PLC SEDOL B3P6D26 | 0.03% |
| AP MOLLER-MAERSK A/S-B SEDOL 4253048 | 0.03% |
| BOC HONG KONG HOLDINGS LTD SEDOL 6536112 | 0.03% |
| BROADCOM CRP / CAYM 03.5000 01/15/2028 | 0.03% |
| CAPGEMINI SE SEDOL 4163437 | 0.03% |
| COLES GROUP LTD SEDOL BYWR0T5 | 0.03% |
| EOG RESOURCES INC SEDOL 2318024 | 0.03% |
| GENERAL MOTORS FINL CO 04.0000 10/06/2026 | 0.03% |
| INTL BUSINESS MACHINES CORP SEDOL 2005973 | 0.03% |
| MRAIT 2020-12 A1X 07/15/2021 | 0.03% |
| NRG ENERGY INC P/P 144A 04.4500 06/15/2029 | 0.03% |
| SCOTTS MIRACLE-GRO CO SEDOL 2781518 | 0.03% |
| TAYLOR WIMPEY PLC SEDOL 0878230 | 0.03% |
| UNITEDHEALTH GROUP INC 03.1500 06/15/2021 | 0.03% |
| AMAZON.COM INC. 02.5000 11/29/2022 | 0.02% |
| BANK OF MONTREAL USD 03.1000 04/13/2021 | 0.02% |
| BERKELEY GROUP HOLDINGS/THE SEDOL B02L3W3 | 0.02% |
| DANSKE BANK A/S P/P 144A 02.7000 03/02/2022 | 0.02% |
| DISH DBS CORP 05.8750 11/15/2024 | 0.02% |
| EQUITY LIFESTYLE PROPERTIES SEDOL 2563125 | 0.02% |
| FNMA FN30 BC2733 UMBS 03.0000 05/01/2046 | 0.02% |
| MTN GROUP LTD SEDOL 6563206 | 0.02% |
| REINSURANCE GROUP OF AMERICA SEDOL 2731193 | 0.02% |
| REPUBLIC OF KAZAKHSTAN REGS 04.8750 10/14/2044 | 0.02% |
| ROCHE HOLDINGS INC P/P 144A 04.0000 11/28/2044 | 0.02% |
| SPECTRUM BRANDS HOLDINGS INC SEDOL BDRYFB1 | 0.02% |
| SUNDRUG CO LTD SEDOL 6817895 | 0.02% |
| YAMATO HOLDINGS CO LTD SEDOL 6985565 | 0.02% |
| AUD/USD 01/20/2021 MSCIL | 0.02% |
| BANK BTPN SYARIAH TBK PT SEDOL BFNBJ41 | 0.02% |
| BMW US CAPITAL LLC P/P 144A 02.0000 04/11/2021 | 0.02% |
| CAS 2015-C04 1M2 05.8480 04/25/2028 | 0.02% |
| CHEMOURS CO/THE SEDOL BZ0CTP8 | 0.02% |
| CHENIERE CORP CHRIST 05.1250 06/30/2027 | 0.02% |
| COMCAST CORP 03.9690 11/01/2047 | 0.02% |
| COMM 2010-C1 D P/P 144A 05.7920 07/10/2046 | 0.02% |
| COSTCO WHOLESALE CORP SEDOL 2701271 | 0.02% |
| FNMA FN30 AS8056 UMBS 03.0000 10/01/2046 | 0.02% |
| NATIONAL AUSTRALIA BK/NY 02.5000 01/12/2021 | 0.02% |
| PNC BANK NA 02.0280 12/09/2022 | 0.02% |
| POPULAR INC SEDOL B86QM90 | 0.02% |
| REPUBLIC OF PERU USD 02.3920 01/23/2026 | 0.02% |
| THE BANK OF NOVA SCOTIA USD 02.7000 03/07/2022 | 0.02% |
| TRANSCANADA TRUST USD 05.3000 03/15/2077 | 0.02% |
| US BANCORP 02.6250 01/24/2022 | 0.02% |
| AT&T INC 04.7500 05/15/2046 | 0.02% |
| BANK OF AMERICA CORP 03.4990 05/17/2022 | 0.02% |
| BRISTOL-MYERS 03.2500 08/15/2022 | 0.02% |
| BROTHER INDUSTRIES LTD SEDOL 6146500 | 0.02% |
| CALPINE CORP P/P 144A 04.5000 02/15/2028 | 0.02% |
| CLP HOLDINGS LTD SEDOL 6097017 | 0.02% |
| DIGITAL REALTY TRUST LP 04.7500 10/01/2025 | 0.02% |
| E.ON SE SEDOL 4942904 | 0.02% |
| ENERGY TRANSFER OPERATNG 03.7500 05/15/2030 | 0.02% |
| GENERAL ELECTRIC CO SEDOL 2380498 | 0.02% |
| ISRAEL DISCOUNT BANK -A SEDOL 6451271 | 0.02% |
| MAGELLAN FINANCIAL GROUP LTD SEDOL B015YX4 | 0.02% |
| MICHELIN (CGDE) SEDOL 4588364 | 0.02% |
| PULTEGROUP INC 05.5000 03/01/2026 | 0.02% |
| REPUBLIC OF PERU USD 08.7500 11/21/2033 | 0.02% |
| TAKE-TWO INTERACTIVE SOFTWRE SEDOL 2122117 | 0.02% |
| TEMPO ACQ LLC/FI P/P 144A 06.7500 06/01/2025 | 0.02% |
| VERTIV TLB L+300 03.1440 03/02/2027 | 0.02% |
| ALBERTSONS COS/SAFE P/P 144A 04.6250 01/15/2027 | 0.02% |
| APARTMENT INCOME REIT CO SEDOL BN6QGL5 | 0.02% |
| AUD/USD 01/20/2021 GSFX | 0.02% |
| CAS 2017-C01 1M2 03.6980 07/25/2029 | 0.02% |
| COMMONWEALTH BK AUST P/P 144A 03.1500 09/19/2027 | 0.02% |
| CREDIT SUISSE NEW YORK 02.8000 04/08/2022 | 0.02% |
| CWALT 2006-OA7 1A2 01.5494 06/25/2046 | 0.02% |
| GSMS 2014-GC22 C 04.6918 06/10/2047 | 0.02% |
| ISHARES CORE MSCI EMERGING SEDOL B8NDCB6 | 0.02% |
| KINDER MORGAN INC 03.1500 01/15/2023 | 0.02% |
| KRAFT HEINZ FOODS CO 03.0000 06/01/2026 | 0.02% |
| MORGAN STANLEY 04.3750 01/22/2047 | 0.02% |
| MSBAM 2014-C17 C 04.4792 08/15/2047 | 0.02% |
| NH FOODS LTD SEDOL 6640767 | 0.02% |
| PERSIMMON PLC SEDOL 0682538 | 0.02% |
| SILGAN HOLDINGS INC SEDOL 2809324 | 0.02% |
| STANLEY ELECTRIC CO LTD SEDOL 6841106 | 0.02% |
| TENET HEALTHCARE P/P 144A 04.8750 01/01/2026 | 0.02% |
| AIR LEASE CORP 03.2500 10/01/2029 | 0.02% |
| AMERICAN ELECTRIC POWER 04.3000 12/01/2028 | 0.02% |
| AMERICAN EXPRESS COMPANY 02.6500 12/02/2022 | 0.02% |
| AUTO TRADER GROUP PLC SEDOL BVYVFW2 | 0.02% |
| CNH INDUSTRIAL NV SEDOL BDSV2V0 | 0.02% |
| CREDIT SUISSE GRP AG P/P 144A 02.1930 06/05/2026 | 0.02% |
| FISERV INC 04.2000 10/01/2028 | 0.02% |
| HENDERSON LAND DEVELOPMENT SEDOL 6420538 | 0.02% |
| MET LIFE GLOB P/P 144A 02.4000 06/17/2022 | 0.02% |
| SHELL INTERNATIONAL FIN USD 02.8750 05/10/2026 | 0.02% |
| SPX 20211217 C 4150.00CITI | 0.02% |
| T-MOBILE USA INC P/P 144A 02.2500 11/15/2031 | 0.02% |
| THE AES CORPORATION P/P 144A 02.4500 01/15/2031 | 0.02% |
| BPCE SA P/P 144A 04.5000 03/15/2025 | 0.02% |
| DAITO TRUST CONSTRUCT CO LTD SEDOL 6250508 | 0.02% |
| FHLMC FR30 ZS4703 UMBS 03.0000 02/01/2047 | 0.02% |
| JONES LANG LASALLE INC SEDOL 2040640 | 0.02% |
| LAMB WESTON HOLDINGS P/P 144A 04.8750 11/01/2026 | 0.02% |
| LEVEL 3 FIN INC P/P 144A 04.6250 09/15/2027 | 0.02% |
| MICROCHIP TECH INC 04.3330 06/01/2023 | 0.02% |
| NORTHROP GRUMMAN CORP 03.2500 01/15/2028 | 0.02% |
| NRG P/P 144A 03.7500 06/15/2024 | 0.02% |
| OBAYASHI CORP SEDOL 6656407 | 0.02% |
| ORACLE CORP 02.6500 07/15/2026 | 0.02% |
| PALO ALTO NETWORKS INC SEDOL B87ZMX0 | 0.02% |
| RAYTHEON TECH CORP P/P 02.5000 12/15/2022 | 0.02% |
| SPST 2020-6 A 01.8933 09/07/2021 | 0.02% |
| TPAT 2018-SL1 A P/P 144A 00.7493 01/25/2046 | 0.02% |
| AGCO CORP SEDOL 2010278 | 0.02% |
| AMERICAN FINANCIAL GROUP INC SEDOL 2134532 | 0.02% |
| ASML HOLDING NV SEDOL B929F46 | 0.02% |
| AUD/USD 01/20/2021 HSBCB | 0.02% |
| BT GROUP PLC SEDOL 3091357 | 0.02% |
| CAS 2016-C05 2M2 04.5980 01/25/2029 | 0.02% |
| CENTENE CORP 04.6250 12/15/2029 | 0.02% |
| CITIGROUP INC 04.5000 01/14/2022 | 0.02% |
| COCA-COLA EUROPEAN PARTNERS SEDOL BYQQ3P5 | 0.02% |
| COMM 2014-CR19 AM 04.0800 08/10/2047 | 0.02% |
| CSC HOLDINGS LLC 05.2500 06/01/2024 | 0.02% |
| FHMS K106 X1 IO 01.3548 01/25/2030 | 0.02% |
| HCA INC. 05.3750 09/01/2026 | 0.02% |
| ICL GROUP LTD SEDOL 6455530 | 0.02% |
| JPMBB 2015-C29 B 04.1180 05/15/2048 | 0.02% |
| MET LIFE GLOB P/P 144A 01.9500 01/13/2023 | 0.02% |
| MRAIT 2020-11 A1X 01.9000 04/23/2021 | 0.02% |
| ORACLE CORP 01.9000 09/15/2021 | 0.02% |
| PLANTRONICS INC P/P 144A 05.5000 05/31/2023 | 0.02% |
| REPUBLIC OF CHILE USD 02.4500 01/31/2031 | 0.02% |
| SPST 2020-13 A 01.6433 10/10/2021 | 0.02% |
| SPST 2020-15 A 01.5133 12/10/2021 | 0.02% |
| SPST 2020-WL1 A 01.2980 06/25/2051 | 0.02% |
| STAPLES INC P/P 144A 07.5000 04/15/2026 | 0.02% |
| TARGA RESOURCES PART 05.0000 01/15/2028 | 0.02% |
| TRK 2019-1 A1 04.3356 03/25/2022 | 0.02% |
| WATCO COS LLC/FI P/P 144A 06.5000 06/15/2027 | 0.02% |
| ACS ACTIVIDADES SEDOL B01FLQ6 | 0.02% |
| AMERICAN TOWER CORPORATION 02.7500 01/15/2027 | 0.02% |
| ANHEUSER-BUSCH CO/IN 03.6500 02/01/2026 | 0.02% |
| BANK OF AMERICA CORP 06.1000 12/29/2049 | 0.02% |
| CFCRE 2011-C2 E P/P 144A 05.7394 12/15/2047 | 0.02% |
| CIGNA CORP 03.9000 02/15/2022 | 0.02% |
| CISCO SYSTEMS INC 02.2000 02/28/2021 | 0.02% |
| COMM 2013-CR13 C 04.8856 11/10/2046 | 0.02% |
| CREDIT SUISSE GRP AG P/P 144A 06.2500 12/18/2024 | 0.02% |
| CSAIL 2020-C19 XA IO 01.1210 03/15/2053 | 0.02% |
| DIVERSIFIED HEALTHCARE T 09.7500 06/15/2025 | 0.02% |
| EQUITY COMMONWEALTH SEDOL BPH3N63 | 0.02% |
| EXXON MOBIL CORPORATION 02.2220 03/01/2021 | 0.02% |
| GALAXY ENT GRP L SEDOL 6465874 | 0.02% |
| GLOBAL PAYMENTS INC 04.0000 06/01/2023 | 0.02% |
| GSMS 2011-GC3 D P/P 144A 05.5449 03/10/2044 | 0.02% |
| INTERCONTINENTALEXCHANGE 02.6500 09/15/2040 | 0.02% |
| JPMBB 2014-C19 C 04.6760 04/15/2047 | 0.02% |
| NOVELIS CORP P/P 144A 04.7500 01/30/2030 | 0.02% |
| RAYTHEON TECH CORP 04.1250 11/16/2028 | 0.02% |
| REPUBLIC OF PARAGUAY REGS 04.7000 03/27/2027 | 0.02% |
| SAMI 2007-AR7 1A1 00.9980 05/25/2047 | 0.02% |
| STACR 2015-DNA3 M3 04.8480 04/25/2028 | 0.02% |
| SUZUKEN CO LTD SEDOL 6865560 | 0.02% |
| SWISS LIFE HOLDING AG-REG SEDOL 7437805 | 0.02% |
| TORONTO-DOMINION BANK USD 03.6250 09/15/2031 | 0.02% |
| WALT DISNEY COMPANY 07.7500 12/01/2045 | 0.02% |
| WILLIS TOWERS WATSON PLC USD 05.7500 03/15/2021 | 0.02% |
| YANGZIJIANG SHIPBUILDING SEDOL B1VT035 | 0.02% |
| ALLY FINANCIAL INC 08.0000 11/01/2031 | 0.02% |
| ALPHABET INC 03.6250 05/19/2021 | 0.02% |
| BIOGEN INC 03.6250 09/15/2022 | 0.02% |
| CAMPBELL SOUP CO SEDOL 2162845 | 0.02% |
| DIGITAL REALTY TRUST LP 04.4500 07/15/2028 | 0.02% |
| DUKE ENERGY CORP 03.1500 08/15/2027 | 0.02% |
| ERAC USA FINANCE LLC P/P 144A 04.5000 02/15/2045 | 0.02% |
| GCP APPLIED TECH P/P 144A 05.5000 04/15/2026 | 0.02% |
| GJENSIDIGE FORSIKRING ASA SEDOL B4PH0C5 | 0.02% |
| JOHNSON CONTROLS INTL PL 04.5000 02/15/2047 | 0.02% |
| MERCK & CO INC 03.7000 02/10/2045 | 0.02% |
| MONDELEZ INT HOLD NE P/P 144A 02.1250 09/19/2022 | 0.02% |
| NETFLIX INC P/P 144A 05.3750 11/15/2029 | 0.02% |
| ONCOR ELECTRIC DELIV 03.7500 04/01/2045 | 0.02% |
| ONEMAIN HOLDINGS INC SEDOL BYSZB89 | 0.02% |
| REPUBLIC OF COLOMBIA USD 03.8750 04/25/2027 | 0.02% |
| REPUBLIC OF INDONESIA USD 03.8500 10/15/2030 | 0.02% |
| SHRP 2020-1 NOTE 03.1065 07/25/2024 | 0.02% |
| TENET HEALTHCARE COR P/P 144A 05.1250 11/01/2027 | 0.02% |
| TEVA PHARMACEUTICALS NE USD 06.0000 04/15/2024 | 0.02% |
| TRIMBLE INC SEDOL 2903958 | 0.02% |
| WFRBS 2011-C3 D P/P 144A 05.6424 03/15/2044 | 0.02% |
| WFRBS 2014-C22 XA IO 00.8048 09/15/2057 | 0.02% |
| CGCMT 2014-GC21 AS 04.0260 05/10/2047 | 0.02% |
| CIGNA CORP 03.7500 07/15/2023 | 0.02% |
| COMCAST CORPORATION 03.3750 02/15/2025 | 0.02% |
| CSC HOLDINGS LLC P/P 144A 07.5000 04/01/2028 | 0.02% |
| DOMINICAN REPUBLIC REGS 06.8750 01/29/2026 | 0.02% |
| FIRST QUANTUM MINERA P/P 144A 07.5000 04/01/2025 | 0.02% |
| FNMA FN30 AS7154 UMBS 03.0000 05/01/2046 | 0.02% |
| GLOBAL MEDICAL RESPONS L+475 05.7500 10/02/2025 | 0.02% |
| IHEARTCOMMUNICATIONS INC 08.3750 05/01/2027 | 0.02% |
| JPMCC 2012-C6 E P/P 144A 05.1519 05/15/2045 | 0.02% |
| KEURIG DR PEPPER INC 04.5970 05/25/2028 | 0.02% |
| LBMLT 2004-1 A2 00.9480 02/25/2034 | 0.02% |
| MBX.FN30.500.10 R USL1M P 01/12/41 BC | 0.02% |
| MEREDITH CORP 06.8750 02/01/2026 | 0.02% |
| NAVISTAR INTL TLB L+350 03.6600 11/06/2024 | 0.02% |
| NETFLIX INC. 05.8750 11/15/2028 | 0.02% |
| NEUROCRINE BIOSCIENCES INC SEDOL 2623911 | 0.02% |
| NEWMARKET CORP SEDOL B01CGF1 | 0.02% |
| PULTEGROUP INC. 07.8750 06/15/2032 | 0.02% |
| UBS AG LONDON P/P 144A 01.7500 04/21/2022 | 0.02% |
| WFRBS 2013-C11 AS 03.3110 03/15/2045 | 0.02% |
| ARES CAPITAL CORP 03.8750 01/15/2026 | 0.02% |
| BP CAPITAL MARKETS PLC USD 03.2790 09/19/2027 | 0.02% |
| CFCRE 2017-C8 B 04.1985 06/15/2050 | 0.02% |
| CITIGROUP INC 02.9000 12/08/2021 | 0.02% |
| COMM 2013-CR13 AM 04.4490 11/10/2046 | 0.02% |
| DUKE ENERGY CORP 04.2000 06/15/2049 | 0.02% |
| DUKE ENERGY OHIO INC 03.6500 02/01/2029 | 0.02% |
| EOG RESOURCES INC 02.6250 03/15/2023 | 0.02% |
| FIDELITY NATL INFO SERV 03.7500 05/21/2029 | 0.02% |
| FISHER PAYKEL SEDOL 6340250 | 0.02% |
| HESS MIDSTREAM P P/P 144A 05.6250 02/15/2026 | 0.02% |
| KOBAYASHI PHARMACEUTICAL CO SEDOL 6149457 | 0.02% |
| MATCH GRP HLD II LLC P/P 144A 04.6250 06/01/2028 | 0.02% |
| MSBAM 2012-C6 D P/P 144A 04.6058 11/15/2045 | 0.02% |
| NIPPON EXPRESS CO LTD SEDOL 6642127 | 0.02% |
| NOVELIS CORP P/P 144A 05.8750 09/30/2026 | 0.02% |
| OMNICOM GP/OMNICOM CAP 03.6000 04/15/2026 | 0.02% |
| SOCIETE GENERALE P/P 144A 05.3750 11/18/2050 | 0.02% |
| T-MOBILE USA INC P/P 144A 03.8750 04/15/2030 | 0.02% |
| TRANSUNION SEDOL BYMWL86 | 0.02% |
| WAMU 2005-AR12 1A8 02.9169 10/25/2035 | 0.02% |
| WASTE PRO USA INC P/P 144A 05.5000 02/15/2026 | 0.02% |
| WESTROCK MWV LLC 08.2000 01/15/2030 | 0.02% |
| ARD FINANCE SA P/P 144A 06.5000 06/30/2027 | 0.01% |
| BAFC 2005-B 3M1 00.8266 04/20/2035 | 0.01% |
| BERKSHIRE HATHAWAY FIN 02.8500 10/15/2050 | 0.01% |
| BRAND ENERGY TL L+425 05.2500 06/21/2024 | 0.01% |
| CHECK POINT SOFTWARE TECH SEDOL 2181334 | 0.01% |
| CHEVRON CORP 02.1000 05/16/2021 | 0.01% |
| COX COMM INC P/P 144A 02.9500 10/01/2050 | 0.01% |
| CSAIL 2015-C1 D P/P 144A 03.7643 04/15/2050 | 0.01% |
| CWALT 2005-59 1A1 00.8038 11/20/2035 | 0.01% |
| DIAMOND 1 FIN/DIAM P/P 144A 06.0200 06/15/2026 | 0.01% |
| ENBRIDGE INC USD 04.5000 06/10/2044 | 0.01% |
| ENDEAVOR ENERGY P/P 144A 05.7500 01/30/2028 | 0.01% |
| FAIRFAX US INC P/P 144A 04.8750 08/13/2024 | 0.01% |
| GENTING SINGAPORE LTD SEDOL BDRTVP2 | 0.01% |
| GLENCORE FUNDING LLC P/P 144A 04.0000 04/16/2025 | 0.01% |
| GOLDEN NUGGET INC P/P 144A 06.7500 10/15/2024 | 0.01% |
| GSMS 2011-GC3 C P/P 144A 05.5449 03/10/2044 | 0.01% |
| HOME DEPOT INC 02.6250 06/01/2022 | 0.01% |
| JPMBB 2014-C22 C 04.5535 09/15/2047 | 0.01% |
| JUMBO SA SEDOL 7243530 | 0.01% |
| KAKAKU.COM INC SEDOL 6689533 | 0.01% |
| NZD/USD 01/20/2021 MSCIL | 0.01% |
| PERTAMINA PERSERO PT P/P 144A 04.3000 05/20/2023 | 0.01% |
| RYOHIN KEIKAKU CO LTD SEDOL 6758455 | 0.01% |
| SCIENTIFIC GAMES P/P 144A 07.2500 11/15/2029 | 0.01% |
| TOWNSQUARE MEDIA INC P/P 144A 06.8750 02/01/2026 | 0.01% |
| VERIZON COMMUNICATIONS 04.4000 11/01/2034 | 0.01% |
| VERIZON COMMUNICATIONS 05.2500 03/16/2037 | 0.01% |
| VIACOMCBS INC 04.2000 06/01/2029 | 0.01% |
| WESTPAC BANKING CORP USD 02.9630 11/16/2040 | 0.01% |
| ZOETIS INC SEDOL B95WG16 | 0.01% |
| ALLISON TRANSMISSION P/P 144A 04.7500 10/01/2027 | 0.01% |
| ALTICE FRANCE P/P 144A 06.0000 02/15/2028 | 0.01% |
| AMGEN INC 02.6000 08/19/2026 | 0.01% |
| APPLE INC 02.8500 05/06/2021 | 0.01% |
| APPLE INC 03.8500 05/04/2043 | 0.01% |
| BMW US CAPITAL LLC P/P 144A 03.9500 08/14/2028 | 0.01% |
| CANTOR FITZGERALD LP P/P 144A 06.5000 06/17/2022 | 0.01% |
| CAS 2016-C06 1M2 04.3980 04/25/2029 | 0.01% |
| COMPASS MIN INTL P/P 144A 06.7500 12/01/2027 | 0.01% |
| CRC ESCROW ISSUER LL P/P 144A 05.2500 10/15/2025 | 0.01% |
| CROWN CASTLE INTL CORP 03.7000 06/15/2026 | 0.01% |
| DELTA/SKYMILES P/P 144A 04.7500 10/20/2028 | 0.01% |
| ENERGY TRANSFER OPERA 05.8750 01/15/2024 | 0.01% |
| ERAC USA FINANCE LLC P/P 144A 07.0000 10/15/2037 | 0.01% |
| FNMA FN30 AS8074 UMBS 03.0000 10/01/2046 | 0.01% |
| FORD MOTOR COMPANY 09.0000 04/22/2025 | 0.01% |
| GEORGIA-PACIFIC LLC P/P 144A 02.1000 04/30/2027 | 0.01% |
| GOLDMAN SACHS GROUP INC 05.7500 01/24/2022 | 0.01% |
| GRAY TELEVISION INC P/P 144A 07.0000 05/15/2027 | 0.01% |
| GSMS 2017-GS7 AS 03.6630 08/10/2050 | 0.01% |
| GSMS 2019-GC42 AS 03.2117 09/01/2052 | 0.01% |
| HARGREAVES LANSDOWN PLC SEDOL B1VZ0M2 | 0.01% |
| HYATT HOTELS CORP 04.8500 03/15/2026 | 0.01% |
| IBM CORP 01.8750 08/01/2022 | 0.01% |
| IRON MOUNTAIN INC P/P 144A 04.8750 09/15/2027 | 0.01% |
| JPMCC 2012-C8 D P/P 144A 04.6701 10/15/2045 | 0.01% |
| JPMCC 2014-C20 AS 04.0432 07/15/2047 | 0.01% |
| KRAFT HEINZ FOODS CO 05.0000 07/15/2035 | 0.01% |
| MATTEL INC P/P 144A 05.8750 12/15/2027 | 0.01% |
| MCAS 2019-01 M7 P/P 144A 01.8480 10/15/2049 | 0.01% |
| MORGAN STANLEY 05.5000 07/28/2021 | 0.01% |
| MSC 2011-C3 B P/P 144A 05.2443 07/15/2049 | 0.01% |
| NUTRIEN LTD USD 04.1250 03/15/2035 | 0.01% |
| PETROBRAS GLOBAL FINANCE USD 07.3750 01/17/2027 | 0.01% |
| PM GENERAL PURCHASER P/P 144A 09.5000 10/01/2028 | 0.01% |
| POMEGRANATE MERGER S P/P 144A 09.7500 05/01/2023 | 0.01% |
| PPSI 2004-WCW2 M3 01.1980 10/25/2034 | 0.01% |
| REPUBLIC OF KAZAKHSTAN REGS 05.1250 07/21/2025 | 0.01% |
| REPUBLIC OF SOUTH AFRICA USD 04.8500 09/27/2027 | 0.01% |
| REPUBLICA ORIENT URUGUAY USD 07.6250 03/21/2036 | 0.01% |
| SOLENIS 1STL L+400 04.2330 06/26/2025 | 0.01% |
| SPRINT CORP 07.2500 09/15/2021 | 0.01% |
| STACR 2016-HQA2 M3 05.2980 11/25/2028 | 0.01% |
| TERRIER MEDIA BU P/P 144A 08.8750 12/15/2027 | 0.01% |
| TOWNSQUARE MEDIA INC P/P 144A 06.5000 04/01/2023 | 0.01% |
| TTM TECHNOLOGIES INC P/P 144A 05.6250 10/01/2025 | 0.01% |
| UNIVAR SOLUTIONS P/P 144A 05.1250 12/01/2027 | 0.01% |
| VIACOMCBS INC 02.9000 01/15/2027 | 0.01% |
| VIDEOTRON LTD USD 05.0000 07/15/2022 | 0.01% |
| VISTRA CORP P/P 144A 04.3000 07/15/2029 | 0.01% |
| WELLS FARGO & COMPANY 05.8750 12/29/2049 | 0.01% |
| WFCM 2019-C52 XA IO 01.6177 08/15/2052 | 0.01% |
| ZOETIS INC 03.9000 08/20/2028 | 0.01% |
| APPLE INC 04.3750 05/13/2045 | 0.01% |
| ARCELORMITTAL USD 07.2500 10/15/2039 | 0.01% |
| BAUSCH HLTH COS INC P/P 144A 06.1250 04/15/2025 | 0.01% |
| BPCE SA P/P 144A 05.1500 07/21/2024 | 0.01% |
| CARRIAGE SVCS INC P/P 144A 06.6250 06/01/2026 | 0.01% |
| CAS 2016-C03 2M2 06.0480 10/25/2028 | 0.01% |
| CCO HLDGS LLC/CAP C P/P 144A 05.5000 05/01/2026 | 0.01% |
| CELANESE US HOLDINGS LLC 03.5000 05/08/2024 | 0.01% |
| CFCRE 2011-C1 D P/P 144A 06.0428 04/15/2044 | 0.01% |
| CITIGROUP INC 03.8870 01/10/2028 | 0.01% |
| COMM 2014-CR18 C 04.7432 07/15/2047 | 0.01% |
| CROWN CASTLE INTL CORP 03.6500 09/01/2027 | 0.01% |
| DOMINICAN REPUBLIC REGS 06.5000 02/15/2048 | 0.01% |
| DOW CHEMICAL CO/THE 03.5000 10/01/2024 | 0.01% |
| FHMS K099 X1 IO 00.8861 09/25/2029 | 0.01% |
| FORD MOTOR CREDIT CO LLC 04.0000 11/13/2030 | 0.01% |
| GNR 2015-H25 BI IO 01.9420 10/20/2065 | 0.01% |
| GOOGLE INC 03.3750 02/25/2024 | 0.01% |
| GREAT LAKES D&D 08.0000 05/15/2022 | 0.01% |
| GSMS 2015-GC32 AS 04.0180 07/10/2048 | 0.01% |
| HUNTINGTON BANCSHARES 04.3500 02/04/2023 | 0.01% |
| INTELSAT JACKSON HLD P/P 144A 09.7500 07/15/2025 | 0.01% |
| INTL FLAVOR & FRAGRANCES 04.4500 09/26/2028 | 0.01% |
| IVORY COAST REGS 05.3750 07/23/2024 | 0.01% |
| KEURIG DR PEPPER INC 04.4170 05/25/2025 | 0.01% |
| LMAT 2019-GS7 A1 03.2500 11/25/2059 | 0.01% |
| LMAT 2020-GS1 A1 02.8820 10/25/2059 | 0.01% |
| LPL HOLDINGS INC P/P 144A 05.7500 09/15/2025 | 0.01% |
| MSC 2011-C3 A4 04.1180 07/15/2049 | 0.01% |
| NEXSTAR ESCROW P/P 144A 05.6250 07/15/2027 | 0.01% |
| NIELSEN CO LUXEM P/P 144A 05.0000 02/01/2025 | 0.01% |
| NORDEA BANK ABP P/P 144A 02.2500 05/27/2021 | 0.01% |
| PACIFIC GAS & ELECTRIC 02.5000 02/01/2031 | 0.01% |
| PARK-OHIO INDUSTRIES INC 06.6250 04/15/2027 | 0.01% |
| PFIZER INC 03.0000 12/15/2026 | 0.01% |
| REFINITIV US HLDG P/P 144A 06.2500 05/15/2026 | 0.01% |
| SCOTTS MIRACLE-GRO 04.5000 10/15/2029 | 0.01% |
| SERVICE CORP INTL 05.1250 06/01/2029 | 0.01% |
| STEVENS HLDG CO INC P/P 144A 06.1250 10/01/2026 | 0.01% |
| TOTAL CAPITAL INTL SA USD 02.7500 06/19/2021 | 0.01% |
| UBS GROUP AG P/P 144A 04.1250 04/15/2026 | 0.01% |
| VERTICAL US NEWCO IN P/P 144A 05.2500 07/15/2027 | 0.01% |
| VIATRIS INC P/P 144A 02.3000 06/22/2027 | 0.01% |
| VIDEOTRON LTD / LTEE P/P 144A 05.1250 04/15/2027 | 0.01% |
| VISTRA OPERATION P/P 144A 03.5500 07/15/2024 | 0.01% |
| WFCM 2013-LC12 C 04.2746 07/15/2046 | 0.01% |
| WFCM 2017-C39 A5 03.4180 09/15/2050 | 0.01% |
| WFRBS 2011-C5 D P/P 144A 05.6557 11/15/2044 | 0.01% |
| WFRBS 2013-C11 C 04.1997 03/15/2045 | 0.01% |
| WFRBS 2013-C12 AS 03.5600 03/15/2048 | 0.01% |
| AIRBUS SE SEDOL 4012250 | 0.01% |
| ALPHABET INC 01.9980 08/15/2026 | 0.01% |
| AMGEN INC 04.6630 06/15/2051 | 0.01% |
| ANCESTRY.COM 1L L+400 04.5000 11/24/2027 | 0.01% |
| BMC EAST LLC P/P 144A 05.5000 10/01/2024 | 0.01% |
| CAD/USD 01/20/2021 GSFX | 0.01% |
| CF INDUSTRIES INC 04.9500 06/01/2043 | 0.01% |
| CGCMT 2018-C6 B 04.7381 11/10/2051 | 0.01% |
| CISCO SYSTEMS INC 02.5000 09/20/2026 | 0.01% |
| CITIGROUP INC 04.4500 09/29/2027 | 0.01% |
| CITIGROUP INC 04.7500 05/18/2046 | 0.01% |
| CLUBCORP HLDG INC P/P 144A 08.5000 09/15/2025 | 0.01% |
| CONTINENTAL RES 04.5000 04/15/2023 | 0.01% |
| CREDIT SUISSE GRP AG P/P 144A 03.8690 01/12/2029 | 0.01% |
| DCP MIDSTREAM P/P 144A 06.7500 09/15/2037 | 0.01% |
| ERAC USA FINANCE LLC P/P 144A 05.6250 03/15/2042 | 0.01% |
| FHLMC FR30 ZS9547 UMBS 04.0000 09/01/2045 | 0.01% |
| FHMS K087 X1 IO 00.3624 12/25/2028 | 0.01% |
| FHMS K105 X1 IO 01.5230 01/25/2030 | 0.01% |
| GLOBAL PAYMENTS INC 02.9000 05/15/2030 | 0.01% |
| HOWARD HUGHES CORP P/P 144A 05.3750 03/15/2025 | 0.01% |
| HUSKY III HLDG LTD P/P 144A 13.0000 02/15/2025 | 0.01% |
| HUSKY TLB L+300 03.2666 03/28/2025 | 0.01% |
| ISTAR INC 04.7500 10/01/2024 | 0.01% |
| JOHNSON CONTROLS INTL PL 04.9500 07/02/2064 | 0.01% |
| L3HARRIS TECH INC 04.4000 06/15/2028 | 0.01% |
| MATTAMY GROUP CORP P/P 144A 05.2500 12/15/2027 | 0.01% |
| MITSUBISHI UFJ FIN GRP USD 03.5350 07/26/2021 | 0.01% |
| MSBAM 2014-C14 C 05.0503 02/15/2047 | 0.01% |
| ORTHO-CLINICAL TLB L+325 03.3940 06/30/2025 | 0.01% |
| OSHKOSH CORP 04.6000 05/15/2028 | 0.01% |
| ROYAL BANK OF CANADA USD 04.6500 01/27/2026 | 0.01% |
| SABRE GLBL INC P/P 144A 09.2500 04/15/2025 | 0.01% |
| SANTANDER UK GROUP H P/P 144A 04.7500 09/15/2025 | 0.01% |
| STACR 2017-DNA2 M2 03.5980 10/25/2029 | 0.01% |
| STAR 2020-2 M1E 03.0000 04/25/2060 | 0.01% |
| SWISS RE TREAS P/P 144A 04.2500 12/06/2042 | 0.01% |
| TEVA PHARMACEUTICALS NE USD 06.7500 03/01/2028 | 0.01% |
| TRANSDIGM INC 05.5000 11/15/2027 | 0.01% |
| TRUIST FINANCIAL CORP 04.8000 12/31/2099 | 0.01% |
| UBSCM 2012-C1 C P/P 144A 05.5689 05/10/2045 | 0.01% |
| WERNER FINCO LP/INC P/P 144A 08.7500 07/15/2025 | 0.01% |
| WFCM 2013-LC12 AS 04.2746 07/15/2046 | 0.01% |
| WFRBS 2013-UBS1 AS 04.3060 03/15/2046 | 0.01% |
| ZOETIS INC 02.0000 05/15/2030 | 0.01% |
| ABBVIE INC P/P 03.8000 03/15/2025 | 0.01% |
| ALLIANT HOLDINGS P/P 144A 06.7500 10/15/2027 | 0.01% |
| ALPHABET INC 02.2500 08/15/2060 | 0.01% |
| ALTICE FRANCE P/P 144A 10.5000 05/15/2027 | 0.01% |
| AMERICAN BATH 1L L+450 05.2500 11/23/2027 | 0.01% |
| ANALOG DEVICES INC 03.9000 12/15/2025 | 0.01% |
| ANHEUSER-BUSCH INBEV WOR 04.7500 01/23/2029 | 0.01% |
| APPLE INC 02.8500 05/11/2024 | 0.01% |
| ASCEND LEARNING LLC P/P 144A 06.8750 08/01/2025 | 0.01% |
| BAUSCH HLTH AMERICAS P/P 144A 08.5000 01/31/2027 | 0.01% |
| BBCMS 2019-C3 B 04.0960 05/15/2052 | 0.01% |
| BP CAP MARKETS AMERICA 03.1190 05/04/2026 | 0.01% |
| CAS 2016-C01 2M2 07.0980 08/25/2028 | 0.01% |
| CD 2017-CD3 A4 03.6310 02/10/2050 | 0.01% |
| CGCMT 2014-GC19 AS 04.3450 03/10/2047 | 0.01% |
| CMLTI 2005-2 1A2A 03.2805 05/25/2035 | 0.01% |
| COMM 2014-CR17 C 04.7832 05/10/2047 | 0.01% |
| CROWN CASTLE INTL CORP 03.8000 02/15/2028 | 0.01% |
| CSX CORP 04.1000 03/15/2044 | 0.01% |
| DBUBS 2011-LC2A B P/P 144A 04.9980 07/10/2044 | 0.01% |
| DEUTSCHE TELEKOM INT FIN USD 08.7500 06/15/2030 | 0.01% |
| DIAMOND SPORTS GR/DI P/P 144A 06.6250 08/15/2027 | 0.01% |
| ELANCO ANIMAL HEALTH 05.9000 08/28/2028 | 0.01% |
| EQUINIX INC 03.2000 11/18/2029 | 0.01% |
| GREIF INC P/P 144A 06.5000 03/01/2027 | 0.01% |
| HUB INTL LTD P/P 144A 07.0000 05/01/2026 | 0.01% |
| JPMCC 2013-C16 AS 04.5169 12/15/2046 | 0.01% |
| MITSUBISHI UFJ FIN GRP USD 03.8500 03/01/2026 | 0.01% |
| MSBAM 2013-C8 B 03.5589 12/15/2048 | 0.01% |
| MSBAM 2014-C15 A4 04.0510 04/15/2047 | 0.01% |
| NOURYON HOLDING BV P/P 144A 08.0000 10/01/2026 | 0.01% |
| NUTRIEN LTD. USD 04.2000 04/01/2029 | 0.01% |
| OSAT 2020-RPL1 A1 03.1990 12/26/2059 | 0.01% |
| PRECISION DRILL P/P 144A 07.1250 01/15/2026 | 0.01% |
| PROVIDENT FDG/PFG FI P/P 144A 06.3750 06/15/2025 | 0.01% |
| PRUDENTIAL FINANCIAL INC 05.2000 03/15/2044 | 0.01% |
| REP OF INDONESIA P/P 144A 03.3750 04/15/2023 | 0.01% |
| SERVICENOW INC 01.4000 09/01/2030 | 0.01% |
| SHERWIN-WILLIAMS CO 03.4500 06/01/2027 | 0.01% |
| SPRINT CORP 07.6250 03/01/2026 | 0.01% |
| TCI COMMUNICATIONS INC 07.1250 02/15/2028 | 0.01% |
| TREASURY BILL 00.0000 01/26/2021 | 0.01% |
| UNITEDHEALTH GROUP INC 03.9500 10/15/2042 | 0.01% |
| UNITEDHEALTH GROUP INC 04.7000 02/15/2021 | 0.01% |
| US BANCORP 02.9500 07/15/2022 | 0.01% |
| VISTRA OPERATION P/P 144A 05.5000 09/01/2026 | 0.01% |
| VODAFONE GROUP PLC SEDOL BH4HKS3 | 0.01% |
| WASTE CONNECTIONS INC 03.5000 05/01/2029 | 0.01% |
| WEYERHAEUSER CO 07.3750 03/15/2032 | 0.01% |
| WFCM 2014-LC16 XA IO 01.0889 08/15/2050 | 0.01% |
| WYNN LAS VEGAS P/P 144A 05.2500 05/15/2027 | 0.01% |
| WYNN RESORTS FIN LLC P/P 144A 05.1250 10/01/2029 | 0.01% |
| ALIMENTATION COUCHE-TARD 3.550000 07/26/2027 | 0.01% |
| ALLEGHENY TECHNOLOGIES INC 07.8750 08/15/2023 | 0.01% |
| ALTICE FRANCE P/P 144A 07.3750 05/01/2026 | 0.01% |
| ANHEUSER-BUSCH INBEV WOR 05.5500 01/23/2049 | 0.01% |
| ASTELLAS PHARMA INC SEDOL 6985383 | 0.01% |
| AUD/USD 01/20/2021 JPMCB | 0.01% |
| BANFF MERGER SUB INC P/P 144A 09.7500 09/01/2026 | 0.01% |
| BANK 2019-BN20 XA IO 00.8378 09/15/2062 | 0.01% |
| BAUSCH HLTH COS INC P/P 144A 07.0000 03/15/2024 | 0.01% |
| BIG RVR STL/FIN P/P 144A 06.6250 01/31/2029 | 0.01% |
| BOMBARDIER INC P/P 144A 07.8750 04/15/2027 | 0.01% |
| BRISTOL-MYERS 02.2500 08/15/2021 | 0.01% |
| CD 2017-CD6 AM 03.7090 11/13/2050 | 0.01% |
| CENOVUS ENERGY INC USD 06.7500 11/15/2039 | 0.01% |
| CHAMPIONX CORP 06.3750 05/01/2026 | 0.01% |
| CHARTER COMM OPT LLC/CAP 04.8000 03/01/2050 | 0.01% |
| CISCO SYSTEMS INC 05.9000 02/15/2039 | 0.01% |
| CNO FINANCIAL GROUP INC 05.2500 05/30/2029 | 0.01% |
| COMCAST CORP 03.4500 02/01/2050 | 0.01% |
| COMM 2014-LC15 AM 04.1980 04/10/2047 | 0.01% |
| CONSTELLIUM SE P/P 144A 05.8750 02/15/2026 | 0.01% |
| CRED SUIS GP FUN LTD USD 03.4500 04/16/2021 | 0.01% |
| CSAIL 2019-C15 B 04.4757 03/15/2052 | 0.01% |
| CWALT 2006-OA19 A1 00.3316 02/20/2047 | 0.01% |
| DISH NETWORK CV 03.3750 08/15/2026 | 0.01% |
| DOLLAR GENERAL CORP 03.2500 04/15/2023 | 0.01% |
| ENTERCOM MEDIA CORP P/P 144A 07.2500 11/01/2024 | 0.01% |
| FHMS K104 XAM 01.3839 01/25/2030 | 0.01% |
| FHMS K121 X1 IO 01.0288 10/25/2030 | 0.01% |
| FIDELITY NATIONAL INFORM 04.2500 05/15/2028 | 0.01% |
| FIVE CORNERS FUNDING P/P 144A 04.4190 11/15/2023 | 0.01% |
| FORD MOTOR CREDIT CO LLC 04.2710 01/09/2027 | 0.01% |
| GALAPAGOS NV SEDOL B07Q2V5 | 0.01% |
| GSMS 2012-GC6 AS P/P 144A 04.9480 01/12/2045 | 0.01% |
| GSMS 2013-GCJ14 B P/P 144A 04.7430 08/10/2046 | 0.01% |
| GW B-CR SECURITY P/P 144A 09.5000 11/01/2027 | 0.01% |
| HCA INC 04.1250 06/15/2029 | 0.01% |
| HCA INC 05.2500 06/15/2026 | 0.01% |
| HIKARI TSUSHIN INC SEDOL 6416322 | 0.01% |
| ING BANK NV P/P 144A 05.8000 09/25/2023 | 0.01% |
| INTERCONTINENTALEXCHANGE 01.8500 09/15/2032 | 0.01% |
| JPMBB 2013-C12 B 04.0993 07/15/2045 | 0.01% |
| JPMCC 2013-LC11 C 03.9582 04/15/2046 | 0.01% |
| JPMCC 2013-LC11 X IO 01.2474 04/15/2046 | 0.01% |
| KINDER MORGAN ENER PART 03.5000 03/01/2021 | 0.01% |
| L BRANDS INC 07.5000 06/15/2029 | 0.01% |
| L3HARRIS TECH INC 03.8500 12/15/2026 | 0.01% |
| LNSTR 2017-5 AS P/P 144A 04.0210 03/10/2050 | 0.01% |
| MARSH & MCLENNAN COS INC 04.3750 03/15/2029 | 0.01% |
| MARSH & MCLENNAN COS INC 04.9000 03/15/2049 | 0.01% |
| MATCH GRP HLD II LLC P/P 144A 05.0000 12/15/2027 | 0.01% |
| MATTAMY GROUP CORP P/P 144A 04.6250 03/01/2030 | 0.01% |
| MICROCHIP TECH INC P/P 144A 04.2500 09/01/2025 | 0.01% |
| NATIONAL AUSTRALIA BK/NY 02.8750 04/12/2023 | 0.01% |
| NATWEST GROUP PLC USD 04.8920 05/18/2029 | 0.01% |
| NAVISTAR INTL CORP P/P 144A 06.6250 11/01/2025 | 0.01% |
| ONEMAIN FINANCE CORP 05.3750 11/15/2029 | 0.01% |
| PANTHER BF AGGRE 2 P/P 144A 08.5000 05/15/2027 | 0.01% |
| PENN NATIONAL GAMING P/P 144A 05.6250 01/15/2027 | 0.01% |
| RBS GLOBAL/REXNO P/P 144A 04.8750 12/15/2025 | 0.01% |
| ROGERS COMMUNICATIONS IN USD 08.7500 05/01/2032 | 0.01% |
| SABINE PASS LIQUEFACTION 04.2000 03/15/2028 | 0.01% |
| SANTOS LTD SEDOL 6776703 | 0.01% |
| SHIFT4 PAYMENTS LLC P/P 144A 04.6250 11/01/2026 | 0.01% |
| SIX FLAGS THEME PARK P/P 144A 07.0000 07/01/2025 | 0.01% |
| SMURFIT KAPPA TREASURY USD 07.5000 11/20/2025 | 0.01% |
| STACR 2014-HQ2 M3 03.8980 09/25/2024 | 0.01% |
| STACR 2016-HQA3 M3 03.9980 03/25/2029 | 0.01% |
| STARWOOD PROP TR 04.7500 03/15/2025 | 0.01% |
| SYNGENTA FINANCE NV P/P 144A 04.8920 04/24/2025 | 0.01% |
| T-MOBILE USA INC 04.7500 02/01/2028 | 0.01% |
| TALLGRASS NRG PRTNR P/P 144A 05.5000 01/15/2028 | 0.01% |
| TRUIST BANK 02.6360 09/17/2029 | 0.01% |
| UNITEDHEALTH GROUP INC 02.7500 02/15/2023 | 0.01% |
| UNIVISION COMM P/P 144A 06.6250 06/01/2027 | 0.01% |
| WAMU 2004-AR12 A2B 01.0680 10/25/2044 | 0.01% |
| WESCO DISTRIBUT P/P 144A 07.2500 06/15/2028 | 0.01% |
| WFCM 2013-LC12 D P/P 144A 04.2746 07/15/2046 | 0.01% |
| WFRBS 2011-C2 D P/P 144A 05.5232 02/15/2044 | 0.01% |
| AHM 2007-1 GA1C 00.3380 05/25/2047 | 0.01% |
| AIR METHODS CORP P/P 144A 08.0000 05/15/2025 | 0.01% |
| AKER BP ASA P/P 144A 03.7500 01/15/2030 | 0.01% |
| ALBERTSONS COS LLC P/P 144A 07.5000 03/15/2026 | 0.01% |
| ANTERO RESOURCES FIN 05.1250 12/01/2022 | 0.01% |
| ARDAGH PKG FIN/HLDGS P/P 144A 04.1250 08/15/2026 | 0.01% |
| ARDAGH PKG FIN/HLDGS P/P 144A 05.2500 08/15/2027 | 0.01% |
| AUD/USD 01/20/2021 CSI-FX | 0.01% |
| AUST & NZ BANKING GR P/P 144A 06.7500 12/29/2049 | 0.01% |
| BANCO SANTANDER SA USD 04.3790 04/12/2028 | 0.01% |
| BANCO SANTANDER SA USD 05.1790 11/19/2025 | 0.01% |
| BAUSCH HLTH COS INC P/P 144A 07.2500 05/30/2029 | 0.01% |
| BMIR 2019-4A M1C P/P 144A 02.6480 10/25/2029 | 0.01% |
| BRISTOL-MYERS SQUIBB CO 01.4500 11/13/2030 | 0.01% |
| CAS 2016-C07 2M2 04.4980 05/25/2029 | 0.01% |
| CBRE SERVICES INC 04.8750 03/01/2026 | 0.01% |
| CHARTER COMM OPT LLC/CAP 03.7000 04/01/2051 | 0.01% |
| CHS/COMMUNITY P/P 144A 06.6250 02/15/2025 | 0.01% |
| CNO FINANCIAL GROUP INC 05.2500 05/30/2025 | 0.01% |
| COMCAST CORP 04.0490 11/01/2052 | 0.01% |
| COMM 2014-LC15 B 04.5990 04/10/2047 | 0.01% |
| COX COMM INC P/P 144A 03.5000 08/15/2027 | 0.01% |
| DEERE & COMPANY 02.6000 06/08/2022 | 0.01% |
| DEVON ENERGY CORPORATION 07.9500 04/15/2032 | 0.01% |
| DIAMOND SPORTS P/P 144A 05.3750 08/15/2026 | 0.01% |
| DOUBLE EAGLE III MID P/P 144A 07.7500 12/15/2025 | 0.01% |
| DUKE ENERGY PROGRESS LLC 03.3750 09/01/2023 | 0.01% |
| EMIR 2018-1 M1 01.8480 11/25/2028 | 0.01% |
| ENBRIDGE INC USD 04.2500 12/01/2026 | 0.01% |
| ENDEAVOR ENERGY P/P 144A 06.6250 07/15/2025 | 0.01% |
| ENERGY TRANSFER OPERATNG 05.2000 02/01/2022 | 0.01% |
| FERRARI NV SEDOL BD6G507 | 0.01% |
| FHMS K740 X1 00.7624 09/25/2027 | 0.01% |
| FORD MOTOR CREDIT CO LLC 05.1130 05/03/2029 | 0.01% |
| FRONTIER COMM P/P 144A 06.7500 05/01/2029 | 0.01% |
| GFL ENVIRON INC P/P 144A 05.1250 12/15/2026 | 0.01% |
| GOEASY LTD P/P 144A 05.3750 12/01/2024 | 0.01% |
| HUDBAY MINERALS INC P/P 144A 07.6250 01/15/2025 | 0.01% |
| ISTAR INC. 04.2500 08/01/2025 | 0.01% |
| JPMCC 2010-C2 C P/P 144A 05.6545 11/15/2043 | 0.01% |
| KINDER MORGAN INC/DELAWA 07.7500 01/15/2032 | 0.01% |
| LIONS GATE CAP HOLD P/P 144A 06.3750 02/01/2024 | 0.01% |
| LLOYDS BANKING GROUP PLC USD 04.5000 11/04/2024 | 0.01% |
| LLOYDS BANKING GROUP PLC USD 04.6500 03/24/2026 | 0.01% |
| MASTEC INC P/P 144A 04.5000 08/15/2028 | 0.01% |
| MERCER INTL INC USD 05.5000 01/15/2026 | 0.01% |
| MSBAM 2015-C24 B 04.3420 05/15/2048 | 0.01% |
| MWST 2020-1 A 01.0480 10/25/2053 | 0.01% |
| NETFLIX INC 04.8750 04/15/2028 | 0.01% |
| NEWELL BRANDS INC 04.7000 04/01/2026 | 0.01% |
| OCCIDENTAL PETROLEUM COR 06.4500 09/15/2036 | 0.01% |
| PACIFIC GAS & ELECTRIC 02.9500 03/01/2026 | 0.01% |
| PENNYMAC FIN SVCS IN P/P 144A 05.3750 10/15/2025 | 0.01% |
| PENSKE TRUCK LEASING P/P 144A 03.9000 02/01/2024 | 0.01% |
| PRIME SECURITY SVCS P/P 144A 06.2500 01/15/2028 | 0.01% |
| REP OF INDONESIA P/P 144A 04.7500 01/08/2026 | 0.01% |
| SEK/USD 03/17/2021 GSFX | 0.01% |
| SERVICE CORPORATION INTL 04.6250 12/15/2027 | 0.01% |
| SINCLAIR TELE P/P 144A 05.5000 03/01/2030 | 0.01% |
| SONOVA HOLDING AG-REG SEDOL 7156036 | 0.01% |
| STACR 2016-DNA1 M3 05.7001 07/25/2028 | 0.01% |
| STACR 2016-HQA1 M3 06.4980 09/25/2028 | 0.01% |
| STACR 2017-DNA1 M2 03.3980 07/25/2029 | 0.01% |
| STATION CASINOS LLC P/P 144A 04.5000 02/15/2028 | 0.01% |
| TDK CORP SEDOL 6869302 | 0.01% |
| TRIPADVISOR INC P/P 144A 07.0000 07/15/2025 | 0.01% |
| TRONOX FINANCE PLC P/P 144A 05.7500 10/01/2025 | 0.01% |
| UBS GROUP AG REGS 06.8750 12/29/2049 | 0.01% |
| UBSCM 2018-C8 XA IO 00.8738 02/15/2051 | 0.01% |
| USA COMPRESSION PART 06.8750 04/01/2026 | 0.01% |
| USI INC/NY P/P 144A 06.8750 05/01/2025 | 0.01% |
| WAMU 2005-AR11 A1B3 00.9480 08/25/2045 | 0.01% |
| WAMU 2007-HY2 1A1 03.3239 12/25/2036 | 0.01% |
| WESTPAC BANKING CORP USD 02.0000 08/19/2021 | 0.01% |
| WESTROCK MWV LLC 07.9500 02/15/2031 | 0.01% |
| WFCM 2015-NXS3 AS 03.9720 09/15/2057 | 0.01% |
| WFCM 2019-C49 AS 04.2440 03/15/2052 | 0.01% |
| WR GRACE & CO-CONN P/P 144A 05.6250 10/01/2024 | 0.01% |
| 1011778 BC / NEW RED P/P 144A 03.8750 01/15/2028 | 0.01% |
| ADIENT GLOBAL HLDG P/P 144A 04.8750 08/15/2026 | 0.01% |
| AG ISSUER LLC P/P 144A 06.2500 03/01/2028 | 0.01% |
| ALTICE FRANCE SA P/P 144A 05.5000 01/15/2028 | 0.01% |
| AMERICAN AXLE & MFG INC 06.8750 07/01/2028 | 0.01% |
| ARRW 2019-3 A3 03.4160 10/25/2048 | 0.01% |
| ASCENT RESOURCES/AEU P/P 144A 10.0000 04/01/2022 | 0.01% |
| ATOTECH ALPHA 2 BV P/P 144A 08.7500 06/01/2023 | 0.01% |
| ATOTECH ALPHA 3 BV P/P 144A 06.2500 02/01/2025 | 0.01% |
| AUST & NZ BANKING GR P/P 144A 02.5700 11/25/2035 | 0.01% |
| BANK OF AMERICA CORP 02.4960 02/13/2031 | 0.01% |
| BEACON ROOFING SUPP P/P 144A 04.8750 11/01/2025 | 0.01% |
| BECTON DICKINSON AND CO 02.8230 05/20/2030 | 0.01% |
| BGC PARTNERS INC 05.1250 05/27/2021 | 0.01% |
| BOXER PARENT CO INC P/P 144A 09.1250 03/01/2026 | 0.01% |
| BRISTOL-MYERS 03.4000 07/26/2029 | 0.01% |
| BUILDERS FIRSTSOURCE P/P 144A 06.7500 06/01/2027 | 0.01% |
| BWAY HOLDING CO P/P 144A 07.2500 04/15/2025 | 0.01% |
| CAD/USD 01/20/2021 MSCIL | 0.01% |
| CAMDEN PROPERTY TRUST 04.8750 06/15/2023 | 0.01% |
| CANPACK SA EASTERN L P/P 144A 03.1250 11/01/2025 | 0.01% |
| CAS 2017-C01 1EB1 01.3980 07/25/2029 | 0.01% |
| CCO HLDGS LLC/CAP CO P/P 144A 05.7500 02/15/2026 | 0.01% |
| CHARTER COMM OPT LLC/CAP 03.7500 02/15/2028 | 0.01% |
| CHS/COMMUNITY HEALT P/P 144A 08.1250 06/30/2024 | 0.01% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 CS | 0.01% |
| COMCAST CORP 03.1500 03/01/2026 | 0.01% |
| CONTINENTAL RESOURCES 04.3750 01/15/2028 | 0.01% |
| CROWN CORK & SEAL CO INC 07.3750 12/15/2026 | 0.01% |
| CSC HOLDINGS LLC P/P 144A 05.7500 01/15/2030 | 0.01% |
| DIAMOND 1 FIN/DIAMON P/P 144A 08.3500 07/15/2046 | 0.01% |
| DRMT 2020-2 A1 01.6920 05/25/2065 | 0.01% |
| ENTERCOM MEDIA CORP P/P 144A 06.5000 05/01/2027 | 0.01% |
| ESH HOSPITALITY INC P/P 144A 05.2500 05/01/2025 | 0.01% |
| FISERV INC 03.5000 07/01/2029 | 0.01% |
| FREEDOM MTGE CORP P/P 144A 08.1250 11/15/2024 | 0.01% |
| FREEDOM MTGE CORP P/P 144A 08.2500 04/15/2025 | 0.01% |
| FREEPORT-MCMORAN INC 04.3750 08/01/2028 | 0.01% |
| FRONTIER COMM 10.5000 09/15/2022 | 0.01% |
| GBP/USD 03/17/2021 MSCIL | 0.01% |
| GENERAL MOTORS CO 06.1250 10/01/2025 | 0.01% |
| GLENCORE FUNDING LLC P/P 144A 04.6250 04/29/2024 | 0.01% |
| GLP CAPITAL LP / FIN II 05.2500 06/01/2025 | 0.01% |
| GOLDEN NUGGET INC P/P 144A 08.7500 10/01/2025 | 0.01% |
| HESS MIDSTREAM P P/P 144A 05.1250 06/15/2028 | 0.01% |
| HOLLY PAR/FIN P/P 144A 05.0000 02/01/2028 | 0.01% |
| HONEYWELL INTL 03.8120 11/21/2047 | 0.01% |
| ICAHN ENTER/FIN 06.2500 05/15/2026 | 0.01% |
| IHEARTCOMMUNICATIONS INC 06.3750 05/01/2026 | 0.01% |
| INTELLIGENT PACK P/P 144A 06.0000 09/15/2028 | 0.01% |
| ISTAR INC 05.5000 02/15/2026 | 0.01% |
| KFC HLD/PIZZA HUT/TA P/P 144A 05.2500 06/01/2026 | 0.01% |
| KKR GROUP FIN CO III P/P 144A 05.1250 06/01/2044 | 0.01% |
| KOBE BUSSAN CO LTD SEDOL B14RJB7 | 0.01% |
| LADDER CAP FINAN P/P 144A 04.2500 02/01/2027 | 0.01% |
| LIONS GATE CAP HOLD P/P 144A 05.8750 11/01/2024 | 0.01% |
| MEG ENERGY CORP P/P 144A 06.5000 01/15/2025 | 0.01% |
| MICROSOFT CORP 02.4000 02/06/2022 | 0.01% |
| MONDELEZ INTL HLDING P/P 144A 02.0000 10/28/2021 | 0.01% |
| MSC 2011-C3 D P/P 144A 05.2443 07/15/2049 | 0.01% |
| NATIONSTAR MTG HLD I P/P 144A 05.5000 08/15/2028 | 0.01% |
| NORDSTROM INC P/P 144A 08.7500 05/15/2025 | 0.01% |
| NRG ENERGY INC. 07.2500 05/15/2026 | 0.01% |
| NSTAR ELECTRIC CO 02.3750 10/15/2022 | 0.01% |
| ONEMAIN FINANCE CORP 06.8750 03/15/2025 | 0.01% |
| POWER SOLUTIONS TLB L+350 03.6468 04/30/2026 | 0.01% |
| QVC INC 04.8500 04/01/2024 | 0.01% |
| RITE AID CORP P/P 144A 08.0000 11/15/2026 | 0.01% |
| SHELL INTERNATIONAL FIN USD 01.8750 05/10/2021 | 0.01% |
| SPECTRA ENERGY PARTNERS 03.3750 10/15/2026 | 0.01% |
| STACR 2015-HQA2 M3 04.9480 05/25/2028 | 0.01% |
| STACR 2020-HQA1 M2 02.0480 01/25/2050 | 0.01% |
| STACR 2020-HQA4 M1 01.4480 09/25/2050 | 0.01% |
| STANDARD IND INC P/P 144A 03.3750 01/15/2031 | 0.01% |
| SUGAR HSP GAMING P/P 144A 05.8750 05/15/2025 | 0.01% |
| TALLGRASS NRG PRTNR P/P 144A 06.0000 12/31/2030 | 0.01% |
| TENNANT CO 05.6250 05/01/2025 | 0.01% |
| TMS INTL HLDG CORP P/P 144A 07.2500 08/15/2025 | 0.01% |
| UBSCM 2017-C7 XA IO 01.0336 12/15/2050 | 0.01% |
| UNITED MEXICAN STATES USD 02.6590 05/24/2031 | 0.01% |
| VERTICAL HOLDCO GMBH P/P 144A 07.6250 07/15/2028 | 0.01% |
| WFRBS 2014-C24 XA IO 00.8327 11/15/2047 | 0.01% |
| WPX ENERGY INC 05.2500 10/15/2027 | 0.01% |
| 1011778 BC ULC / P/P 144A 04.3750 01/15/2028 | 0.01% |
| AMERICAN TOWER CORP 02.9000 01/15/2030 | 0.01% |
| AMSTED INDUSTRIES P/P 144A 04.6250 05/15/2030 | 0.01% |
| AMSTED INDUSTRIES P/P 144A 05.6250 07/01/2027 | 0.01% |
| APPLE INC 03.4500 05/06/2024 | 0.01% |
| ARRW 2019-1 A3 04.2080 01/25/2049 | 0.01% |
| BAUSCH HLTH COS INC P/P 144A 05.5000 11/01/2025 | 0.01% |
| BAUSCH HLTH COS INC P/P 144A 06.2500 02/15/2029 | 0.01% |
| BLACK KNIGHT INFOSER P/P 144A 03.6250 09/01/2028 | 0.01% |
| BMIR 2020-2A M1A 02.4480 08/26/2030 | 0.01% |
| BOISE CASCADE CO P/P 144A 04.8750 07/01/2030 | 0.01% |
| BRAND ENERGY & I P/P 144A 08.5000 07/15/2025 | 0.01% |
| CAS 2014-C03 2M2 03.0480 07/25/2024 | 0.01% |
| CAS 2014-C04 1M2 05.0480 11/25/2024 | 0.01% |
| CAS 2015-C03 2M2 05.1480 07/25/2025 | 0.01% |
| CCO HOLDINGS LLC P/P 144A 04.5000 05/01/2032 | 0.01% |
| CENTENE CORP P/P 144A 05.3750 08/15/2026 | 0.01% |
| CGCMT 2014-GC19 D P/P 144A 05.0924 03/10/2047 | 0.01% |
| CITIGROUP INC 04.6000 03/09/2026 | 0.01% |
| CLARIOS GLOBAL LP P/P 144A 06.7500 05/15/2025 | 0.01% |
| CLEAN HARBORS INC P/P 144A 04.8750 07/15/2027 | 0.01% |
| CLP/USD 01/20/2021 CITI | 0.01% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS | 0.01% |
| COMCAST CORP 03.9990 11/01/2049 | 0.01% |
| COMM 2014-CR17 XA IO 00.9679 05/10/2047 | 0.01% |
| COMMSCOPE TECH LLC P/P 144A 06.0000 06/15/2025 | 0.01% |
| COMSTOCK RE INC P/P 144A 07.5000 05/15/2025 | 0.01% |
| CONCHO RESOURCES INC 03.7500 10/01/2027 | 0.01% |
| DEVON ENERGY CORPORATION 07.8750 09/30/2031 | 0.01% |
| DH EUROPE FINANCE II USD 03.4000 11/15/2049 | 0.01% |
| DIAMOND 1 FIN/DIAMON P/P 144A 07.1250 06/15/2024 | 0.01% |
| DIAMONDBACK ENERGY INC 03.2500 12/01/2026 | 0.01% |
| DIEBOLD NIXDORF INC 08.5000 04/15/2024 | 0.01% |
| ENERGY TRANSFER OPERATNG 06.1250 12/15/2045 | 0.01% |
| ENTERPRISE PRODUCTS OPER 02.8000 01/31/2030 | 0.01% |
| EPICOR SOFTWARE TLB L+425 05.2500 07/30/2027 | 0.01% |
| EQUINIX INC 05.3750 05/15/2027 | 0.01% |
| GBP/USD 03/17/2021 JPMCB | 0.01% |
| GENESYS TELECOMMUNICAT L+400 04.7500 10/08/2027 | 0.01% |
| GFL ENVIRON INC P/P 144A 03.5000 09/01/2028 | 0.01% |
| GMAC CAPITAL TRUST I PCT 06.0070 | 0.01% |
| GNR 2017-162 QI IO 05.0000 10/11/2047 | 0.01% |
| GOLDMAN SACHS GROUP INC 06.7500 10/01/2037 | 0.01% |
| GSMS 2014-GC22 XA IO 00.9803 06/10/2047 | 0.01% |
| HCA INC. 05.5000 06/15/2047 | 0.01% |
| INDIGO NATURAL P/P 144A 06.8750 02/15/2026 | 0.01% |
| INGEVITY CORP P/P 144A 03.8750 11/01/2028 | 0.01% |
| INTEL PKG HOLDCO P/P 144A 09.0000 01/15/2026 | 0.01% |
| ITRON INC P/P 144A 05.0000 01/15/2026 | 0.01% |
| JPMORGAN CHASE & CO 02.9560 05/13/2031 | 0.01% |
| JPY/USD 02/17/2021 WPAC | 0.01% |
| KINDER MORGAN ENER PART 03.4500 02/15/2023 | 0.01% |
| KINDER MORGAN ENER PART 05.4000 09/01/2044 | 0.01% |
| LADDER CAP FIN LLLP P/P 144A 05.2500 10/01/2025 | 0.01% |
| LAMB WESTON HLD P/P 144A 04.8750 05/15/2028 | 0.01% |
| LEVEL 3 FIN INC P/P 144A 04.2500 07/01/2028 | 0.01% |
| LMAT 2020-GS5 A1 03.2500 06/25/2060 | 0.01% |
| MARRIOTT INTERNATIONAL 04.6250 06/15/2030 | 0.01% |
| MARRIOTT INTERNATIONAL 05.7500 05/01/2025 | 0.01% |
| MBX.FN30.500.10 R USL1M P 01/12/41 CI | 0.01% |
| MET LIFE GLOB FUND P/P 144A 03.0000 01/10/2023 | 0.01% |
| MOODY'S CORPORATION 02.5500 08/18/2060 | 0.01% |
| NCHET 2003-4 M1 01.2730 10/25/2033 | 0.01% |
| NEUBERGER BERMAN GRP P/P 144A 04.8750 04/15/2045 | 0.01% |
| NIELSEN FIN LLC/CO P/P 144A 05.6250 10/01/2028 | 0.01% |
| NOBLE ENERGY INC 06.0000 03/01/2041 | 0.01% |
| NUTRITION & BIO P/P 144A 02.3000 11/01/2030 | 0.01% |
| OCCIDENTAL PETROLEUM COR 06.6250 09/01/2030 | 0.01% |
| OUTFRONT MEDIA C P/P 144A 06.2500 06/15/2025 | 0.01% |
| PNC FINANCIAL SERVICES 03.3000 03/08/2022 | 0.01% |
| PPL CAPITAL FUNDING INC 04.2000 06/15/2022 | 0.01% |
| RATTLER MIDSTREAM LP P/P 144A 05.6250 07/15/2025 | 0.01% |
| REPUBLIC OF PERU USD 05.6250 11/18/2050 | 0.01% |
| RMLT 2020-2 A2 02.5080 05/25/2060 | 0.01% |
| SABINE PASS LIQUEFAC 05.7500 05/15/2024 | 0.01% |
| SS&C TECH INC P/P 144A 05.5000 09/30/2027 | 0.01% |
| THE GAP INC. P/P 144A 08.3750 05/15/2023 | 0.01% |
| TOPBUILD CORP P/P 144A 05.6250 05/01/2026 | 0.01% |
| TPMT 2016-5 M2 P/P 144A 03.3750 10/25/2056 | 0.01% |
| TRANSDIGM INC 06.3750 06/15/2026 | 0.01% |
| WAMU 2005-AR9 A1C3 01.1080 07/25/2045 | 0.01% |
| WFRBS 2013-C15 D P/P 144A 04.4900 08/15/2046 | 0.01% |
| WHITE CAP BUYER LLC P/P 144A 06.8750 10/15/2028 | 0.01% |
| WHITE CAP TLB L+400 04.5000 10/19/2027 | 0.01% |
| WMG ACQUISITION CORP P/P 144A 03.0000 02/15/2031 | 0.01% |
| WOLVERINE WORLD WIDE P/P 144A 05.0000 09/01/2026 | 0.01% |
| WPX ENERGY INC 05.8750 06/15/2028 | 0.01% |
| WPX ENERGY INC 08.2500 08/01/2023 | 0.01% |
| WR GRACE & CO-CONN P/P 144A 04.8750 06/15/2027 | 0.01% |
| 1011778 BC / NEW RED P/P 144A 04.0000 10/15/2030 | 0.00% |
| ALIMEN COUCHE P/P 144A 02.9500 01/25/2030 | 0.00% |
| APACHE CORP 04.3750 10/15/2028 | 0.00% |
| ASCEND LEARNING LLC P/P 144A 06.8750 08/01/2025 | 0.00% |
| AUD/USD 01/20/2021 TDBK | 0.00% |
| BWAY CORP TLB L+325 03.4795 04/03/2024 | 0.00% |
| CENTENE ESCROW I CO P/P 144A 05.3750 06/01/2026 | 0.00% |
| CFCRE 2011-C2 D P/P 144A 05.7394 12/15/2047 | 0.00% |
| CLEAR CHANNEL WORLD 09.2500 02/15/2024 | 0.00% |
| CLEAR CHANNEL WORLDW P/P 144A 05.1250 08/15/2027 | 0.00% |
| COLT 2020-2 A1 01.8530 03/25/2065 | 0.00% |
| COMM 2013-CR11 XA IO 00.9201 08/10/2050 | 0.00% |
| COMM 2014-UBS6 XA IO 00.8875 12/10/2047 | 0.00% |
| COMSTOCK RESOURCES INC 09.7500 08/15/2026 | 0.00% |
| CON EDISON CO OF NY INC 04.2000 03/15/2042 | 0.00% |
| CROWN AMER/CAP 04.7500 02/01/2026 | 0.00% |
| CSC HOLDINGS LLC 06.7500 11/15/2021 | 0.00% |
| CVS PASS-THROUGH P/P 144A 04.7040 01/10/2036 | 0.00% |
| DIAMONDBACK ENERGY INC 04.7500 05/31/2025 | 0.00% |
| DISCOVERY COMMUNICATIONS 03.6250 05/15/2030 | 0.00% |
| DRESDNER FDG TRST I P/P 144A 08.1510 06/30/2031 | 0.00% |
| ENDO DAC/ENDO FI P/P 144A 06.0000 06/30/2028 | 0.00% |
| ENERGY TRANSFER OPERATNG 02.9000 05/15/2025 | 0.00% |
| EQUINOR ASA USD 05.1000 08/17/2040 | 0.00% |
| FIFTH THIRD BANCORP 05.1000 12/29/2049 | 0.00% |
| FREEPORT-MCMORAN INC 05.4500 03/15/2043 | 0.00% |
| GENERAL MOTORS FINL CO 04.3000 07/13/2025 | 0.00% |
| GFL ENVIRONMENTA P/P 144A 08.5000 05/01/2027 | 0.00% |
| GLENCORE FUNDING LLC P/P 144A 01.6250 09/01/2025 | 0.00% |
| GLP CAPITAL LP / FIN II 05.3750 04/15/2026 | 0.00% |
| GNMA GII30 BL6161 06.0000 12/20/2048 | 0.00% |
| GNR 2013-99 AS IO 05.8984 06/20/2043 | 0.00% |
| GNR 2015-H24 BI IO 01.6113 08/20/2065 | 0.00% |
| GNR 2015-H26 EI IO 01.7238 10/20/2065 | 0.00% |
| GNR 2016-123 LI IO 03.5000 03/20/2044 | 0.00% |
| GRAPHIC PACKAGIN P/P 144A 03.5000 03/01/2029 | 0.00% |
| HANESBRANDS INC P/P 144A 04.6250 05/15/2024 | 0.00% |
| HSBC USA INC 03.5000 06/23/2024 | 0.00% |
| ICAHN ENTER 04.7500 09/15/2024 | 0.00% |
| ICAHN ENTER/FIN 05.2500 05/15/2027 | 0.00% |
| ICAHN ENTER/FIN 06.7500 02/01/2024 | 0.00% |
| IHEARTCOMMUNICATI L+400 04.7500 05/01/2026 | 0.00% |
| IHS MARKIT LTD USD 04.7500 08/01/2028 | 0.00% |
| INTERNATIONAL LEASE FIN CORP 05.8750 08/15/2022 | 0.00% |
| IPALCO ENTPRS IN 03.7000 09/01/2024 | 0.00% |
| JPALT 2007-S1 A1 00.4280 04/25/2047 | 0.00% |
| JPMORGAN CHASE & CO 06.1000 02/01/2049 | 0.00% |
| KFC HLD/PIZZA HUT/TA P/P 144A 04.7500 06/01/2027 | 0.00% |
| KRATON POLYMERS LLC/ P/P 144A 04.2500 12/15/2025 | 0.00% |
| L BRANDS INC 06.7500 07/01/2036 | 0.00% |
| LIVE NATION ENT P/P 144A 06.5000 05/15/2027 | 0.00% |
| LIVE NATION ENTERTAI P/P 144A 05.6250 03/15/2026 | 0.00% |
| MBX.FN30.500.09 R USL1M P 01/12/40 BC | 0.00% |
| MEREDITH CORP P/P 144A 06.5000 07/01/2025 | 0.00% |
| MLMI 2005-A2 A2 03.6403 02/25/2035 | 0.00% |
| MSRR 2015-R4 CB1 00.9758 08/26/2047 | 0.00% |
| MWST 2020-2 A 00.9531 11/25/2053 | 0.00% |
| NABORS IND INC P/P 144A 09.0000 02/01/2025 | 0.00% |
| NETFLIX INC. 06.3750 05/15/2029 | 0.00% |
| NEWELL BRANDS INC 04.8750 06/01/2025 | 0.00% |
| NIELSEN FIN LLC/CO P/P 144A 05.0000 04/15/2022 | 0.00% |
| NORTHRIVER MIDSTREAM P/P 144A 05.6250 02/15/2026 | 0.00% |
| OASIS PETROLEUM INC SEDOL BLDDYB1 | 0.00% |
| OCCIDENTAL PETROLEUM COR 04.8500 03/15/2021 | 0.00% |
| ONEMAIN FINANCE CORP 06.6250 01/15/2028 | 0.00% |
| OTIS WORLDWIDE CORP 02.5650 02/15/2030 | 0.00% |
| PACIFIC GAS & ELECTRIC 03.3000 03/15/2027 | 0.00% |
| PACKAGING CORP OF AMERIC 04.5000 11/01/2023 | 0.00% |
| PETROLEOS MEXICANOS USD 07.6900 01/23/2050 | 0.00% |
| RITE AID CORP P/P 144A 07.5000 07/01/2025 | 0.00% |
| SABINE PASS LIQUEF 05.0000 03/15/2027 | 0.00% |
| SCRIPPS ESCROW II IN P/P 144A 03.8750 01/15/2029 | 0.00% |
| SEK/USD 03/17/2021 JPMCB | 0.00% |
| SERVICE CORP INTL 03.3750 08/15/2030 | 0.00% |
| SIX FLAGS ENT P/P 144A 05.5000 04/15/2027 | 0.00% |
| SM ENERGY CO 06.7500 09/15/2026 | 0.00% |
| SOLENIS 2NDL L+850 08.7330 06/26/2026 | 0.00% |
| SOLERA LLC / SOLERA P/P 144A 10.5000 03/01/2024 | 0.00% |
| TENET HEALTHCARE 04.6250 07/15/2024 | 0.00% |
| TRANSOCEAN POSEIDON P/P 144A 06.8750 02/01/2027 | 0.00% |
| TRI POINTE GROUP / HOMES 05.8750 06/15/2024 | 0.00% |
| TRI POINTE GROUP INC 05.7000 06/15/2028 | 0.00% |
| UNITEDHEALTH GROUP INC 02.8750 03/15/2022 | 0.00% |
| UNIVISION COMM P/P 144A 09.5000 05/01/2025 | 0.00% |
| UNIVISION COMM INC. P/P 144A 05.1250 02/15/2025 | 0.00% |
| VALVOLINE INC P/P 144A 04.2500 02/15/2030 | 0.00% |
| VISTRA CORP P/P 144A 05.0000 07/31/2027 | 0.00% |
| VISTRA CORP P/P 144A 05.6250 02/15/2027 | 0.00% |
| WESTERN DIGITAL CORPORATION 04.7500 02/15/2026 | 0.00% |
| WFCM 2016-LC25 XA IO 00.9677 12/15/2059 | 0.00% |
| WOLVERINE WORLD WIDE P/P 144A 06.3750 05/15/2025 | 0.00% |
| ZIGGO BV P/P 144A 05.5000 01/15/2027 | 0.00% |
| ABC SUPPLY CO INC P/P 144A 04.0000 01/15/2028 | 0.00% |
| ALLISON TRANSMISSION P/P 144A 03.7500 01/30/2031 | 0.00% |
| ANTERO RESOURCES P/P 144A 08.3750 07/15/2026 | 0.00% |
| APACHE CORP 05.1000 09/01/2040 | 0.00% |
| BAUSCH HLTH COS INC P/P 144A 07.0000 01/15/2028 | 0.00% |
| BERKSHIRE HATHAWAY FIN 04.3000 05/15/2043 | 0.00% |
| BERRY GLOBAL INC P/P 144A 05.6250 07/15/2027 | 0.00% |
| BLACKSTONE HLDG FINA P/P 144A 01.6000 03/30/2031 | 0.00% |
| BOYD GAMING CORP 04.7500 12/01/2027 | 0.00% |
| BOYD GAMING CORP P/P 144A 08.6250 06/01/2025 | 0.00% |
| BOYD GAMING CORPORATION 06.0000 08/15/2026 | 0.00% |
| BROOKFIELD RESID P/P 144A 06.2500 09/15/2027 | 0.00% |
| CAD/USD 01/20/2021 HSBCB | 0.00% |
| CAD/USD 01/20/2021 UBS | 0.00% |
| CAPITAL ONE FINANCIAL CO 04.2000 10/29/2025 | 0.00% |
| CARNIVAL CORP P/P 144A 11.5000 04/01/2023 | 0.00% |
| CAS 2015-C02 2M2 04.1480 05/25/2025 | 0.00% |
| CCO HOLDINGS LLC P/P 144A 04.5000 08/15/2030 | 0.00% |
| CELANESE US HOLDINGS LLC 04.6250 11/15/2022 | 0.00% |
| CENTENE CORP 03.0000 10/15/2030 | 0.00% |
| CGCMT 2014-GC21 X IO 01.1692 05/10/2047 | 0.00% |
| CHS/COMMUNITY HEALTH P/P 144A 08.0000 03/15/2026 | 0.00% |
| CINEMARK USA INC 05.1250 12/15/2022 | 0.00% |
| CLEARWATER PAPER COR P/P 144A 04.7500 08/15/2028 | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CS | 0.00% |
| COMCAST CORP 02.3500 01/15/2027 | 0.00% |
| COMMSCOPE INC P/P 144A 06.0000 03/01/2026 | 0.00% |
| COMMSCOPE INC P/P 144A 08.2500 03/01/2027 | 0.00% |
| COMPASS MINERALS INT P/P 144A 04.8750 07/15/2024 | 0.00% |
| COMSTOCK RESOURCES 09.7500 08/15/2026 | 0.00% |
| CONTINENTAL RESO P/P 144A 05.7500 01/15/2031 | 0.00% |
| CP ATLAS BUYER INC P/P 144A 07.0000 12/01/2028 | 0.00% |
| DCP MIDSTREAM OPERATING 05.6250 07/15/2027 | 0.00% |
| DEVON ENERGY CORPORATION 05.6000 07/15/2041 | 0.00% |
| DIEBOLD NIXDORF INC P/P 144A 09.3750 07/15/2025 | 0.00% |
| DUKE ENERGY INDIANA LLC 06.4500 04/01/2039 | 0.00% |
| ENDO DAC/ENDO FI P/P 144A 09.5000 07/31/2027 | 0.00% |
| EPICOR SOFTWARE 2NDL L+775 08.7500 07/30/2028 | 0.00% |
| FHR 3829 AS IO 06.7914 03/15/2041 | 0.00% |
| FREEPORT-MCMORAN INC 04.6250 08/01/2030 | 0.00% |
| FRONTIER COMM P/P 144A 05.8750 10/15/2027 | 0.00% |
| GLOBAL MEDICAL RESPO P/P 144A 06.5000 10/01/2025 | 0.00% |
| GNMA GII30 AY2298 04.7000 05/20/2067 | 0.00% |
| GNMA GII30 AY4779 04.5110 03/20/2067 | 0.00% |
| GNMA GII30 BB0107 04.7000 08/20/2067 | 0.00% |
| GO DADDY OPCO/FINCO P/P 144A 05.2500 12/01/2027 | 0.00% |
| GOLDMAN SACHS GROUP INC 02.6000 02/07/2030 | 0.00% |
| GRAY TELEVISION INC P/P 144A 04.7500 10/15/2030 | 0.00% |
| GSMS 2013-GC10 XA IO 01.4889 02/10/2046 | 0.00% |
| HCA INC 03.5000 09/01/2030 | 0.00% |
| IRB HOLDING CORP P/P 144A 07.0000 06/15/2025 | 0.00% |
| IRON MOUNTAIN INC P/P 144A 05.2500 03/15/2028 | 0.00% |
| JELD-WEN INC P/P 144A 04.6250 12/15/2025 | 0.00% |
| JELD-WEN INC P/P 144A 04.8750 12/15/2027 | 0.00% |
| JPY/USD 02/17/2021 CITI | 0.00% |
| JPY/USD 02/17/2021 MSCIL | 0.00% |
| KRAFT HEINZ FOODS CO P/P 144A 03.8750 05/15/2027 | 0.00% |
| KRW/USD 02/17/2021 HSBCB | 0.00% |
| L BRANDS INC P/P 144A 06.6250 10/01/2030 | 0.00% |
| LEVEL 3 FINANCING IN P/P 144A 03.6250 01/15/2029 | 0.00% |
| LOUISIANA-PACIFIC CORPORATION 04.8750 09/15/2024 | 0.00% |
| MERCER INTL INC USD 06.5000 02/01/2024 | 0.00% |
| MERCK & CO. INC. 02.7500 02/10/2025 | 0.00% |
| MPH ACQUISITION HLDG P/P 144A 05.7500 11/01/2028 | 0.00% |
| NATIONSTAR MTG P/P 144A 06.0000 01/15/2027 | 0.00% |
| NEXSTAR BROADCASTING P/P 144A 04.7500 11/01/2028 | 0.00% |
| NRG ENERGY INC 05.7500 01/15/2028 | 0.00% |
| NRG ENERGY INC P/P 144A 05.2500 06/15/2029 | 0.00% |
| NUTRITION & BIO P/P 144A 03.4680 12/01/2050 | 0.00% |
| NZD/USD 01/20/2021 BCAP-FX | 0.00% |
| NZD/USD 01/20/2021 UBS | 0.00% |
| OCCIDENTAL PETROLEUM COR 03.5000 06/15/2025 | 0.00% |
| ONEMAIN FINANCE CORP 04.0000 09/15/2030 | 0.00% |
| ONEMAIN FINANCE CORP 07.1250 03/15/2026 | 0.00% |
| ONEMAIN FINANCE CORP 08.8750 06/01/2025 | 0.00% |
| OVINTIV INC 07.3750 11/01/2031 | 0.00% |
| PANTHER BF AGGREGA P/P 144A 06.2500 05/15/2026 | 0.00% |
| PENSKE TRUCK LE P/P 144A 03.4000 11/15/2026 | 0.00% |
| PRIME SEC/FIN P/P 144A 03.3750 08/31/2027 | 0.00% |
| PROLOGIS LP 02.2500 04/15/2030 | 0.00% |
| PUBLIC SERVICE ELECTRIC 05.5000 03/01/2040 | 0.00% |
| QORVO INC P/P 144A 03.3750 04/01/2031 | 0.00% |
| QUORUM HEALTH EXT TL L+825 09.2500 04/29/2025 | 0.00% |
| ROBERTSHAW TL 2L L+800 09.0000 02/28/2026 | 0.00% |
| ROBERTSHAW US HOLDING L+350 04.5000 02/28/2025 | 0.00% |
| SCIENTIFIC GAMES P/P 144A 07.0000 05/15/2028 | 0.00% |
| SINCLAIR TELE P/P 144A 04.1250 12/01/2030 | 0.00% |
| SIRIUS XM RADIO INC. P/P 144A 05.5000 07/01/2029 | 0.00% |
| SM ENERGY CO 05.0000 01/15/2024 | 0.00% |
| SM ENERGY CO 06.1250 11/15/2022 | 0.00% |
| SPECTRUM BRANDS INC P/P 144A 05.0000 10/01/2029 | 0.00% |
| STACR 2017-DNA2 M1 01.3480 10/25/2029 | 0.00% |
| STACR 2019-DNA1 M2 02.7980 01/25/2049 | 0.00% |
| TARGA RESOURCES PART 06.5000 07/15/2027 | 0.00% |
| TAYLOR MORRISON COMM P/P 144A 05.7500 01/15/2028 | 0.00% |
| TRANSDIGM INC. 06.5000 07/15/2024 | 0.00% |
| UBSBB 2012-C4 XA IO P/P 144A 01.6026 12/10/2045 | 0.00% |
| USA COM PART/USA COM 06.8750 09/01/2027 | 0.00% |
| WESCO DISTRIBUT P/P 144A 07.1250 06/15/2025 | 0.00% |
| WESTPAC BANKING CORP USD 04.4210 07/24/2039 | 0.00% |
| WFRBS 2012-C9 XB IO P/P 144A 00.7149 11/15/2045 | 0.00% |
| WPX ENERGY INC 05.7500 06/01/2026 | 0.00% |
| YUM! BRANDS INC 03.6250 03/15/2031 | 0.00% |
| YUM! BRANDS INC P/P 144A 04.7500 01/15/2030 | 0.00% |
| ZAYO GROUP HLDG INC L+300 03.1468 03/09/2027 | 0.00% |
| ZAYO GROUP HLDG INC P/P 144A 06.1250 03/01/2028 | 0.00% |
| AES CORP/THE P/P 144A 03.3000 07/15/2025 | 0.00% |
| AMERICAN BATH 1L2 L+450 05.2500 11/23/2027 | 0.00% |
| APACHE CORPORATION 04.8750 11/15/2027 | 0.00% |
| APARTMENT INVT & MGMT CO -A SEDOL BN2W9T6 | 0.00% |
| ARCHES BUYER INC P/P 144A 04.2500 06/01/2028 | 0.00% |
| AT&T INC 04.3000 02/15/2030 | 0.00% |
| AUTOMATION TOOLING S P/P 144A 04.1250 12/15/2028 | 0.00% |
| AVIENT CORP P/P 144A 05.7500 05/15/2025 | 0.00% |
| BANK OF AMERICA CORP 06.5000 10/29/2049 | 0.00% |
| BAUSCH HLTH COS INC P/P 144A 05.0000 02/15/2029 | 0.00% |
| BEACON ROOFING SUPPL P/P 144A 04.5000 11/15/2026 | 0.00% |
| BERKSHIRE HATHAWAY FIN 04.2500 01/15/2021 | 0.00% |
| BERRY GLOBAL INC 05.1250 07/15/2023 | 0.00% |
| BMW US CAPITAL LLC P/P 144A 03.4000 08/13/2021 | 0.00% |
| BOYD GAMING CORP 06.3750 04/01/2026 | 0.00% |
| BUCKEYE PARTNERS LP 05.8500 11/15/2043 | 0.00% |
| BUCKEYE PARTNERS LP P/P 144A 04.5000 03/01/2028 | 0.00% |
| BY CROWN/BY BOND P/P 144A 04.2500 01/31/2026 | 0.00% |
| CAD/USD 01/20/2021 CITI | 0.00% |
| CAD/USD 01/20/2021 WPAC | 0.00% |
| CALPINE CORP P/P 144A 05.2500 06/01/2026 | 0.00% |
| CAS 2015-C01 1M2 04.4480 02/25/2025 | 0.00% |
| CAS 2015-C02 1M2 04.1480 05/25/2025 | 0.00% |
| CAS 2019-HRP1 M2 02.2980 11/25/2039 | 0.00% |
| CGCMT 2012-GC8 XA IO P/P 144A 01.7512 09/10/2045 | 0.00% |
| CHS/COMMUNITY HEALTH P/P 144A 05.6250 03/15/2027 | 0.00% |
| CIT GROUP INC 05.0000 08/01/2023 | 0.00% |
| CIT GROUP INC. 05.0000 08/15/2022 | 0.00% |
| CLEAN HARBORS INC P/P 144A 05.1250 07/15/2029 | 0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 JP | 0.00% |
| CNH/USD 02/18/2021 GSFX | 0.00% |
| CORNERSTONE BUILDING P/P 144A 08.0000 04/15/2026 | 0.00% |
| CPG INTL TL L+375 04.7500 05/05/2024 | 0.00% |
| CWALT 2005-27 1A1 01.6503 08/25/2035 | 0.00% |
| CWALT 2006-24CB A13 00.4980 08/25/2036 | 0.00% |
| DELL INT / EMC P/P 144A 05.8500 07/15/2025 | 0.00% |
| DUN & BRADSTREET COR P/P 144A 06.8750 08/15/2026 | 0.00% |
| EMPIRE COMMUNITIES C P/P 144A 07.0000 12/15/2025 | 0.00% |
| EUR/USD 03/17/2021 BANKAM | 0.00% |
| GAP INC/THE P/P 144A 08.6250 05/15/2025 | 0.00% |
| GARTNER INC P/P 144A 03.7500 10/01/2030 | 0.00% |
| GATES GLOBAL TLB L+275 03.7500 03/31/2024 | 0.00% |
| GBP/USD 03/17/2021 RBSF | 0.00% |
| GENERAL DYNAMICS CORP 02.2500 11/15/2022 | 0.00% |
| GFL ENVIRONMENTAL IN P/P 144A 04.0000 08/01/2028 | 0.00% |
| GNMA GII30 BA7681 04.6110 06/20/2067 | 0.00% |
| GNMA GII30 BL6184 06.0000 02/20/2049 | 0.00% |
| GNMA GII30 BL6185 06.0000 01/20/2049 | 0.00% |
| GNMA GII30 BL6216 06.0000 03/20/2049 | 0.00% |
| GNMA GII30 BL6217 06.0000 03/20/2049 | 0.00% |
| GNMA GII30 BL6219 06.0000 03/20/2049 | 0.00% |
| GNMA GII30 BL6235 06.0000 04/20/2049 | 0.00% |
| HANESBRANDS INC P/P 144A 05.3750 05/15/2025 | 0.00% |
| HMIR 2018-1 M1 P/P 144A 01.7480 10/25/2028 | 0.00% |
| INSPIRE BRANDS TLB L+325 04.2500 11/19/2027 | 0.00% |
| JAGUAR HL / PPDI P/P 144A 05.0000 06/15/2028 | 0.00% |
| JELD-WEN INC P/P 144A 06.2500 05/15/2025 | 0.00% |
| JPMORGAN CHASE & CO 01.2210 05/15/2047 | 0.00% |
| JPY/USD 02/17/2021 BANKAM | 0.00% |
| KEURIG DR PEPPER INC 04.0570 05/25/2023 | 0.00% |
| LENNAR CORP 05.8750 11/15/2024 | 0.00% |
| LEVI STRAUSS & CO. 05.0000 05/01/2025 | 0.00% |
| LIVE NATION ENT P/P 144A 04.8750 11/01/2024 | 0.00% |
| MASONITE INTL C P/P 144A 05.3750 02/01/2028 | 0.00% |
| MAUSER PACKAGING P/P 144A 08.5000 04/15/2024 | 0.00% |
| MONDELEZ INTERNATIONAL 02.1250 04/13/2023 | 0.00% |
| MSAC 2004-HE6 M1 00.9730 08/25/2034 | 0.00% |
| MSBAM 2014-C17 XA IO 01.0756 08/15/2047 | 0.00% |
| NETFLIX INC. P/P 144A 04.8750 06/15/2030 | 0.00% |
| NUTRIEN LTD USD 02.9500 05/13/2030 | 0.00% |
| NUTRIEN LTD USD 05.2500 01/15/2045 | 0.00% |
| ORTHO-CLINICAL P/P 144A 07.3750 06/01/2025 | 0.00% |
| OVINTIV INC 06.5000 08/15/2034 | 0.00% |
| OWENS-BROCKWAY P/P 144A 06.6250 05/13/2027 | 0.00% |
| PACIFIC GAS & ELECTRIC 02.1000 08/01/2027 | 0.00% |
| PETROBRAS GLOBAL FIN USD 05.9990 01/27/2028 | 0.00% |
| PRUDENTIAL FINANCIAL INC 05.6250 06/15/2043 | 0.00% |
| QVC INC 04.4500 02/15/2025 | 0.00% |
| RAYTHEON TECH CORP P/P 04.8750 10/15/2040 | 0.00% |
| REGENCY ENERGY P 04.5000 11/01/2023 | 0.00% |
| S&P GLOBAL INC 01.2500 08/15/2030 | 0.00% |
| SEK/USD 03/17/2021 BANKAM | 0.00% |
| SEK/USD 03/17/2021 MSCIL | 0.00% |
| SEK/USD 03/17/2021 UBS | 0.00% |
| SERVICE PROPERTIES TRUST 07.5000 09/15/2025 | 0.00% |
| SGD/USD 02/17/2021 JPMCB | 0.00% |
| SPECTRUM BRANDS INC 06.1250 12/15/2024 | 0.00% |
| STACR 2014-HQ3 M3 04.8980 10/25/2024 | 0.00% |
| STACR 2019-HQA1 M2 02.4980 02/25/2049 | 0.00% |
| T-MOBILE USA INC 04.5000 02/01/2026 | 0.00% |
| T-MOBILE USA INC. 04.0000 04/15/2022 | 0.00% |
| TARGA RES PRTNRS 05.5000 03/01/2030 | 0.00% |
| TARGA RESOURCES PART 06.8750 01/15/2029 | 0.00% |
| TEMPO ACQ LLC/FI P/P 144A 05.7500 06/01/2025 | 0.00% |
| TPMT 2015-1 A2 P/P 144A 03.2500 10/25/2053 | 0.00% |
| TRANSOCEAN PONTUS LT P/P 144A 06.1250 08/01/2025 | 0.00% |
| TWDC ENTERPRISES 18 CORP 02.7500 08/16/2021 | 0.00% |
| US CONCRETE INC 06.3750 06/01/2024 | 0.00% |
| US CONCRETE INC P/P 144A 05.1250 03/01/2029 | 0.00% |
| VIATRIS INC SEDOL BMWS3X9 | 0.00% |
| WFRBS 2012-C10 XA IO P/P 144A 01.5232 12/15/2045 | 0.00% |
| WFRBS 2012-C9 XA IO P/P 144A 01.8781 11/15/2045 | 0.00% |
| WPX ENERGY INC 04.5000 01/15/2030 | 0.00% |
| WYNN RESORTS FIN LLC P/P 144A 07.7500 04/15/2025 | 0.00% |
| ABC SUPPLY CO INC P/P 144A 05.8750 05/15/2026 | 0.00% |
| AKER BP ASA P/P 144A 05.8750 03/31/2025 | 0.00% |
| ALBERTSONS COS P/P 144A 04.8750 02/15/2030 | 0.00% |
| AMAZON.COM INC 01.5000 06/03/2030 | 0.00% |
| AMERICAN AXLE & MANUF L+225 03.0000 04/06/2024 | 0.00% |
| AMERICAN AXLE & MFG INC 06.2500 04/01/2025 | 0.00% |
| AMERICAN INTL GROUP 08.1750 05/15/2058 | 0.00% |
| APACHE CORP 04.6250 11/15/2025 | 0.00% |
| BANK OF MONTREAL USD 03.8030 12/15/2032 | 0.00% |
| BAYTEX ENERGY CORP P/P 144A 05.6250 06/01/2024 | 0.00% |
| BERRY GLOBAL INC P/P 144A 04.5000 02/15/2026 | 0.00% |
| BOMBARDIER INC P/P 144A 07.5000 12/01/2024 | 0.00% |
| BOXER PARENT CO INC P/P 144A 07.1250 10/02/2025 | 0.00% |
| BUCKEYE PARTNERS LP 03.9500 12/01/2026 | 0.00% |
| CALPINE CORP P/P 144A 05.0000 02/01/2031 | 0.00% |
| CAS 2014-C04 2M2 05.1480 11/25/2024 | 0.00% |
| CBS OUT AMER CAP LLC 05.6250 02/15/2024 | 0.00% |
| CD&R WATERWORKS MERGER 144A 6.125000 08/15/2025 | 0.00% |
| CHARTER COMM OPT LLC 05.3750 05/01/2047 | 0.00% |
| CHS/COMMUNITY HEALTH P/P 144A 09.8750 06/30/2023 | 0.00% |
| CINEMARK USA INC 04.8750 06/01/2023 | 0.00% |
| CINEMARK USA INC P/P 144A 08.7500 05/01/2025 | 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 CS | 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 ML | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP | 0.00% |
| COMCAST CORP 06.5000 11/15/2035 | 0.00% |
| COMMSCOPE INC P/P 144A 05.5000 03/01/2024 | 0.00% |
| CVS HEALTH CORP 03.7000 03/09/2023 | 0.00% |
| DIAMONDBACK ENERGY INC 05.3750 05/31/2025 | 0.00% |
| EMERGENT BIOSOLUTION P/P 144A 03.8750 08/15/2028 | 0.00% |
| ENLINK MIDSTREAM LLC P/P 144A 05.6250 01/15/2028 | 0.00% |
| FHR 3072 SM 04.2533 11/15/2035 | 0.00% |
| FIDELITY NATIONAL INFORM 03.0000 08/15/2026 | 0.00% |
| FNR 2007-53 SP 23.6573 06/25/2037 | 0.00% |
| GARTNER INC P/P 144A 04.5000 07/01/2028 | 0.00% |
| GENERAL MOTORS FINL CO 04.0000 01/15/2025 | 0.00% |
| GNMA GII30 BL6016 06.0000 02/20/2049 | 0.00% |
| GNMA GII30 BL6218 06.0000 02/20/2049 | 0.00% |
| GNMA GII30 BM1953 06.0000 03/20/2049 | 0.00% |
| GNR 2010-9 UI IO 05.0000 01/20/2040 | 0.00% |
| GRAFTECH FINANCE INC P/P 144A 04.6250 12/15/2028 | 0.00% |
| GSMS 2010-C1 D P/P 144A 05.9819 08/10/2043 | 0.00% |
| HUDBAY MINERALS INC P/P 144A 06.1250 04/01/2029 | 0.00% |
| IHS MARKIT LTD P/P 144A 04.0000 03/01/2026 | 0.00% |
| IOS.FN30.400.10 R USL1M P 01/12/41 BC | 0.00% |
| JAGUAR HL / PPDI P/P 144A 04.6250 06/15/2025 | 0.00% |
| JPMBB 2013-C17 XA IO 00.7428 01/15/2047 | 0.00% |
| JPY/USD 02/17/2021 BCAP-FX | 0.00% |
| JPY/USD 02/17/2021 HSBCB | 0.00% |
| JPY/USD 02/17/2021 RBSF | 0.00% |
| JPY/USD 02/17/2021 TDBK | 0.00% |
| JPY/USD 02/17/2021 UBS | 0.00% |
| L BRANDS INC P/P 144A 06.8750 07/01/2025 | 0.00% |
| L BRANDS INC P/P 144A 09.3750 07/01/2025 | 0.00% |
| L3HARRIS TECH INC 01.8000 01/15/2031 | 0.00% |
| LAMB WESTON HOLDINGS P/P 144A 04.6250 11/01/2024 | 0.00% |
| LBM ACQUISITION LLC P/P 144A 06.2500 01/15/2029 | 0.00% |
| MACY'S INC P/P 144A 08.3750 06/15/2025 | 0.00% |
| MALLINCKRODT FIN/SB P/P 144A 10.0000 04/15/2025 | 0.00% |
| MATCH GRP HLD II LLC P/P 144A 04.1250 08/01/2030 | 0.00% |
| MAUSER PACKAGING SOL P/P 144A 05.5000 04/15/2024 | 0.00% |
| MICROSOFT CORP 02.5250 06/01/2050 | 0.00% |
| NATIONSTAR MTG P/P 144A 05.1250 12/15/2030 | 0.00% |
| NOK/USD 03/17/2021 TDBK | 0.00% |
| NRG ENERGY INC 06.6250 01/15/2027 | 0.00% |
| NZD/USD 01/20/2021 CSI-FX | 0.00% |
| OCCIDENTAL PETROLEUM COR 05.8750 09/01/2025 | 0.00% |
| OCCIDENTAL PETROLEUM COR 06.1250 01/01/2031 | 0.00% |
| ONCOR ELECTRIC DELIVERY 05.3000 06/01/2042 | 0.00% |
| OSHKOSH CORP 03.1000 03/01/2030 | 0.00% |
| OUTFRONT MEDIA C P/P 144A 04.6250 03/15/2030 | 0.00% |
| OVINTIV EXPLORATION INC 05.6250 07/01/2024 | 0.00% |
| PENSKE AUTOMOTIVE GROUP 03.5000 09/01/2025 | 0.00% |
| PETROBRAS GLOBAL FIN USD 05.2990 01/27/2025 | 0.00% |
| PROLOGIS LP 02.1250 04/15/2027 | 0.00% |
| QUEBECOR MEDIA INC USD 05.7500 01/15/2023 | 0.00% |
| RACKSPACE HOSTING INC L+300 04.0000 11/03/2023 | 0.00% |
| REPUBLIC OF VENEZUELA REGS 08.2500 10/13/2024 | 0.00% |
| ROYAL CARIBBEAN P/P 144A 09.1250 06/15/2023 | 0.00% |
| SCRIPPS ESCROW P/P 144A 05.3750 01/15/2031 | 0.00% |
| SM ENERGY CO 06.6250 01/15/2027 | 0.00% |
| SM ENERGY CO P/P 144A 10.0000 01/15/2025 | 0.00% |
| STACR 2018-HQA2 M2 02.4480 10/25/2048 | 0.00% |
| STACR 2020-DNA5 M1 01.3817 10/25/2050 | 0.00% |
| T-MOBILE USA INC 06.0000 03/01/2023 | 0.00% |
| TALLGRASS NRG PRTNR/ P/P 144A 07.5000 10/01/2025 | 0.00% |
| TAYLOR MORRISON COMM P/P 144A 05.1250 08/01/2030 | 0.00% |
| TENET HEALTHCARE P/P 144A 06.2500 02/01/2027 | 0.00% |
| TENET HEALTHCARE P/P 144A 07.5000 04/01/2025 | 0.00% |
| TRANSDIGM INC P/P 144A 08.0000 12/15/2025 | 0.00% |
| VALVOLINE INC 04.3750 08/15/2025 | 0.00% |
| VIACOMCBS INC 04.0000 01/15/2026 | 0.00% |
| VIPER ENERGY P/P 144A 05.3750 11/01/2027 | 0.00% |
| WEEKLEY HM LLC/ P/P 144A 04.8750 09/15/2028 | 0.00% |
| WMG ACQUISITION CORP P/P 144A 05.5000 04/15/2026 | 0.00% |
| YUM! BRANDS INC. P/P 144A 07.7500 04/01/2025 | 0.00% |
| ZAYO GROUP HLDG INC P/P 144A 04.0000 03/01/2027 | 0.00% |
| 0.25 R ISWP FWD US0003M P 03/17/2023 | 0.00% |
| 0.45 R ISWP FWD US0003M P 03/17/2026 | 0.00% |
| AIR LEASE CORP 02.5000 03/01/2021 | 0.00% |
| ALLEGHENY TECHNOLOGIES 05.8750 12/01/2027 | 0.00% |
| ARCHES BUYER INC P/P 144A 06.1250 12/01/2028 | 0.00% |
| BOMBARDIER INC P/P 144A 08.7500 12/01/2021 | 0.00% |
| BP CAP MARKETS AMERICA 03.9370 09/21/2028 | 0.00% |
| BSCMS 2006-PW11 B P/P 144A 05.5182 03/11/2039 | 0.00% |
| CAD/USD 01/20/2021 PSBS | 0.00% |
| CALPINE CORP P/P 144A 04.6250 02/01/2029 | 0.00% |
| CAS 2017-C05 1M2A 02.3480 01/25/2030 | 0.00% |
| CDW LLC/CDW FINANCE 03.2500 02/15/2029 | 0.00% |
| CHS/COMMUNITY HEALTH P/P 144A 06.0000 01/15/2029 | 0.00% |
| CMB CMBX.NA.A.7 2047-01-17 200.0 01/17/2047 CG | 0.00% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CG | 0.00% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 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.10 2059-11-17 500.0 11/17/2059 MS | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.00% |
| CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 JP | 0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CS | 0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS | 0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS | 0.00% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 CG | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 CG | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.00% |
| CMB CMBX.NA.BBB-.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 MS | 0.00% |
| COLORADO INTERSTATE GAS CO 06.8500 06/15/2037 | 0.00% |
| ENERGIZER HLDG INC P/P 144A 07.7500 01/15/2027 | 0.00% |
| EQT CORP 05.0000 01/15/2029 | 0.00% |
| EUR/USD 03/17/2021 HSBCB | 0.00% |
| FEDEX CORP 02.6250 08/01/2022 | 0.00% |
| FHR 2990 LB 16.5402 06/15/2034 | 0.00% |
| FHR 3065 DC 19.3841 03/15/2035 | 0.00% |
| FHR 3249 PS 21.7515 12/15/2036 | 0.00% |
| FNMA FN30 971053 04.5000 02/01/2039 | 0.00% |
| FNR 2005-75 GS 19.8060 08/25/2035 | 0.00% |
| FNR 2006-62 PS 39.0120 07/25/2036 | 0.00% |
| FNR 2006-8 HP 24.0240 03/25/2036 | 0.00% |
| GBP/USD 03/17/2021 BCAP-FX | 0.00% |
| GLOBAL PART/GLP FIN P/P 144A 06.8750 01/15/2029 | 0.00% |
| GNMA GII30 BJ9611 04.5000 05/20/2049 | 0.00% |
| GNMA GII30 BM4196 06.0000 04/20/2049 | 0.00% |
| GNMA GII30 BN1506 04.5000 05/20/2049 | 0.00% |
| GNMA GII30 BN1509 05.0000 05/20/2049 | 0.00% |
| GNMA GII30 BN2618 04.5000 05/20/2049 | 0.00% |
| GNR 2015-124 NI IO 03.5000 06/20/2039 | 0.00% |
| IHEARTMEDIA INC - CLASS A SEDOL BJVR9Y9 | 0.00% |
| JPY/USD 02/17/2021 JPMCB | 0.00% |
| MERCER INTL INC USD 07.3750 01/15/2025 | 0.00% |
| MERCK & CO INC 02.9000 03/07/2024 | 0.00% |
| MSC 2007-HQ11 C 05.5580 02/12/2044 | 0.00% |
| NOK/USD 03/17/2021 GSFX | 0.00% |
| NOK/USD 03/17/2021 HSBCB | 0.00% |
| OVINTIV EXPLORATION INC 05.3750 01/01/2026 | 0.00% |
| PAR PHARMA INC P/P 144A 07.5000 04/01/2027 | 0.00% |
| PETROLEOS DE VEN P/P 144A 06.0000 11/15/2026 | 0.00% |
| PPL CAPITAL FUNDING INC 03.4000 06/01/2023 | 0.00% |
| RACKSPACE TECHNOLOGY P/P 144A 05.3750 12/01/2028 | 0.00% |
| RAYONIER AM PROD INC P/P 144A 07.6250 01/15/2026 | 0.00% |
| REPUBLIC OF VENEZUELA REGS 09.0000 05/07/2023 | 0.00% |
| ROYAL BANK OF CANADA USD 02.8000 04/29/2022 | 0.00% |
| S&P GLOBAL INC 02.5000 12/01/2029 | 0.00% |
| SPRINT SPECTRUM P/P 144A 03.3600 09/20/2021 | 0.00% |
| STANDARD IND INC P/P 144A 04.7500 01/15/2028 | 0.00% |
| T-MOBILE USA INC 05.3750 04/15/2027 | 0.00% |
| TENNECO INC P/P 144A 07.8750 01/15/2029 | 0.00% |
| TITAN ACQ LTD P/P 144A 07.7500 04/15/2026 | 0.00% |
| TRANSDIGM INC 06.5000 05/15/2025 | 0.00% |
| TRONOX INC P/P 144A 06.5000 05/01/2025 | 0.00% |
| 0.90 R ISWP FWD US0003M P 03/17/2031 | 0.00% |
| ADVANZ PHARMA CORP LTD SEDOL BG0RYR7 | 0.00% |
| ANHEUSER-BUSCH INBEV WOR 04.1500 01/23/2025 | 0.00% |
| BACM 2007-1 XW IO 00.4249 01/15/2049 | 0.00% |
| BANK OF NOVA SCOTIA USD 02.0000 11/15/2022 | 0.00% |
| BSCMS 06-PW14 X1 IO P/P 144A 00.5565 12/11/2038 | 0.00% |
| CGCMT 2006-C5 XC IO P/P 144A 00.5170 10/15/2049 | 0.00% |
| CHF/USD 03/17/2021 CSI-FX | 0.00% |
| CHF/USD 03/17/2021 JPMCB | 0.00% |
| CHF/USD 03/17/2021 MSCIL | 0.00% |
| CHF/USD 03/17/2021 RBSF | 0.00% |
| CHF/USD 03/17/2021 SSBT | 0.00% |
| CHF/USD 03/17/2021 TDBK | 0.00% |
| CHF/USD 03/17/2021 UBS | 0.00% |
| CLEAR CHANNEL OUTDOOR HOLDIN SEDOL BJHVCH9 | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 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 JP | 0.00% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CG | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 ML | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 MS | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 MS | 0.00% |
| CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 CG | 0.00% |
| CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 GS | 0.00% |
| CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 MS | 0.00% |
| CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 MS | 0.00% |
| CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 MS | 0.00% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 JP | 0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 MS | 0.00% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 CS | 0.00% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 GS | 0.00% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 JP | 0.00% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 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 GS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 CG | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 CG | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 JP | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 JP | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 JP | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 ML | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 GS | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 JP | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 JP | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 JP | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 MS | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 MS | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 MS | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 MS | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 MS | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 BA | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 BA | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 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 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 MS | 0.00% |
| CMB CMBX.NA.BBB-.9 2058-09-17 300.0 09/17/2058 CG | 0.00% |
| CMB CMBX.NA.BBB-.9 2058-09-17 300.0 09/17/2058 ML | 0.00% |
| CMB CMBX.NA.BBB-.9 2058-09-17 300.0 09/17/2058 ML | 0.00% |
| CNH/USD 02/18/2021 JPMCB | 0.00% |
| CNH/USD 02/18/2021 WPAC | 0.00% |
| CROWN CASTLE INTL CORP 04.4500 02/15/2026 | 0.00% |
| CSFB 2003-C3 AX IO P/P 144A 01.7316 05/15/2038 | 0.00% |
| CSMC 2007-C1 AX IO P/P 144A 00.4549 02/15/2040 | 0.00% |
| CSMC 2007-C2 AX IO P/P 144A 00.0142 01/15/2049 | 0.00% |
| CVS PASS-THROUGH TRUST 06.0360 12/10/2028 | 0.00% |
| DKK/USD 03/17/2021 CITI | 0.00% |
| EUR/USD 03/17/2021 CITI | 0.00% |
| EUR/USD 03/17/2021 CSI-FX | 0.00% |
| EUR/USD 03/17/2021 GSFX | 0.00% |
| EUR/USD 03/17/2021 MSCIL | 0.00% |
| EUR/USD 03/17/2021 WPAC | 0.00% |
| FHR 1208 F PO 00.0000 02/15/2022 | 0.00% |
| FHR 3326 WF 00.0000 10/15/2035 | 0.00% |
| FNMA FN30 935058 04.5000 04/01/2039 | 0.00% |
| FNR 2001-50 BI IO 00.3864 10/25/2041 | 0.00% |
| FNR 2001-79 BI IO 00.2693 03/25/2045 | 0.00% |
| FNR 2003-34 P1 PO 00.0000 04/25/2043 | 0.00% |
| FNW 2002-W8 IO1 IO 00.2995 06/25/2042 | 0.00% |
| GBP/USD 03/17/2021 GSFX | 0.00% |
| GBP/USD 03/17/2021 HSBCB | 0.00% |
| GBP/USD 03/17/2021 TDBK | 0.00% |
| GBP/USD 03/17/2021 WPAC | 0.00% |
| GNR 2010-9 QI IO 04.5000 01/20/2040 | 0.00% |
| GNR 2012-141 WI IO 03.5000 11/20/2041 | 0.00% |
| GNR 2018-127 IB IO 04.5000 06/20/2045 | 0.00% |
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| HKD/USD 02/17/2021 BANKAM | 0.00% |
| HKD/USD 02/17/2021 BCAP-FX | 0.00% |
| HKD/USD 02/17/2021 CITI | 0.00% |
| HKD/USD 02/17/2021 GSFX | 0.00% |
| HKD/USD 02/17/2021 HSBCB | 0.00% |
| HKD/USD 02/17/2021 RBSF | 0.00% |
| HKD/USD 02/17/2021 SSBT | 0.00% |
| HKD/USD 02/17/2021 UBS | 0.00% |
| HKD/USD 02/17/2021 WPAC | 0.00% |
| INTELSAT JACKSON HLD P/P 144A 08.0000 02/15/2024 | 0.00% |
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| IOS.FN30.400.11 R USL1M P 01/12/42 BC | 0.00% |
| IOS.FN30.400.11 R USL1M P 01/12/42 GS | 0.00% |
| IOS.FN30.400.11 R USL1M P 01/12/42 GS | 0.00% |
| IOS.FN30.500.10 P USL1M R 01/12/41 BC | 0.00% |
| IOS.FN30.600.08 R USL1M P 01/12/39 GS | 0.00% |
| IOS.FN30.650.67 R USL1M P 01/12/38 BC | 0.00% |
| IOS.FN30.650.67 R USL1M P 01/12/38 GS | 0.00% |
| JPMCC 2006-CB17 X IO 00.6518 12/12/2043 | 0.00% |
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| LBUBS 2006-C6 XCL IO P/P 144A 00.6888 09/15/2039 | 0.00% |
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| MWO HOLDINGS LLC | 0.00% |
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| NOK/USD 03/17/2021 MSCIL | 0.00% |
| NOK/USD 03/17/2021 SSBT | 0.00% |
| NOK/USD 03/17/2021 UBS | 0.00% |
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| SEK/USD 03/17/2021 SSBT | 0.00% |
| SEK/USD 03/17/2021 TDBK | 0.00% |
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| WBCMT 2006-C29 IO IO 00.2655 11/15/2048 | 0.00% |
| AUD/USD 01/20/2021 CITI | -0.00% |
| AUD/USD 01/20/2021 WPAC | -0.00% |
| CAD/USD 01/20/2021 CSI-FX | -0.00% |
| CHF/USD 03/17/2021 GSFX | -0.00% |
| CHF/USD 03/17/2021 HSBCB | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 JP | -0.00% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 MS | -0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 BA | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 CS | -0.00% |
| CNH/USD 02/18/2021 BANKAM | -0.00% |
| EUR/USD 03/17/2021 BCAP-FX | -0.00% |
| EUR/USD 03/17/2021 UBS | -0.00% |
| GBP/USD 03/17/2021 UBS | -0.00% |
| INR/USD 02/17/2021 HSBCB | -0.00% |
| INR/USD 02/17/2021 JPMCB | -0.00% |
| IOS.FN30.400.11 P USL1M R 01/12/42 JP | -0.00% |
| JPY/USD 02/17/2021 GSFX | -0.00% |
| MBX.FN30.600.08 P USL1M R 01/12/39 BC | -0.00% |
| MXN/USD 01/20/2021 BANKAM | -0.00% |
| SEK/USD 03/17/2021 CITI | -0.00% |
| SEK/USD 03/17/2021 RBSF | -0.00% |
| TWD/USD 02/17/2021 JPMCB | -0.00% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 MS | -0.00% |
| EUR/USD 03/17/2021 TDBK | -0.00% |
| GBP/USD 03/17/2021 CSI-FX | -0.00% |
| IOS.FN30.400.10 P USL1M R 01/12/41 JP | -0.00% |
| KRW/USD 02/17/2021 JPMCB | -0.00% |
| NOK/USD 03/17/2021 RBSF | -0.00% |
| NZD/USD 01/20/2021 PSBS | -0.00% |
| NZD/USD 01/20/2021 TDBK | -0.00% |
| SEK/USD 03/17/2021 BCAP-FX | -0.00% |
| TWD/USD 02/17/2021 GSFX | -0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 GS | -0.00% |
| CNH/USD 02/18/2021 HSBCB | -0.00% |
| EUR/USD 03/17/2021 JPMCB | -0.00% |
| EUR/USD 03/17/2021 RBSF | -0.00% |
| GBP/USD 03/17/2021 CITI | -0.00% |
| AUD/USD 01/20/2021 BANKAM | -0.00% |
| CAD/USD 01/20/2021 JPMCB | -0.00% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 CG | -0.00% |
| NZD/USD 01/20/2021 JPMCB | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| EUR/USD 03/17/2021 SSBT | -0.00% |
| NZD/USD 01/20/2021 BANKAM | -0.00% |
| NZD/USD 01/20/2021 HSBCB | -0.00% |
| NZD/USD 01/20/2021 WPAC | -0.00% |
| CAD/USD 01/20/2021 BANKAM | -0.01% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CG | -0.01% |
| MBX.FN30.650.67 P USL1M R 01/12/38 BC | -0.01% |
| SPX 20211217 C 4500.00CITI | -0.01% |
| 1.25 R ISWP FWD US0003M P 03/17/2051 | -0.01% |
| AUD/USD 01/20/2021 PSBS | -0.01% |
| CAD/USD 01/20/2021 TDBK | -0.01% |
| GBP/USD 03/17/2021 SSBT | -0.01% |
| CAD/USD 01/20/2021 RBSF | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% |
| MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.01% |
| NZD/USD 01/20/2021 CITI | -0.01% |
| CNH/USD 02/18/2021 SSBT | -0.01% |
| NZD/USD 01/20/2021 RBSF | -0.01% |
| AUD/USD 01/20/2021 UBS | -0.01% |
| NZD/USD 01/20/2021 GSFX | -0.02% |
| FNMA FN30 TBA UMBS 01.5000 01/01/2051 | -0.07% |
| FNMA FN30 TBA UMBS 03.0000 01/01/2051 | -0.32% |
| US 2YR NOTE (CBT) MAR21 TUH1 | -0.48% |
| GSGLPWDS P US0001M R 12/15/25 GS | -4.07% |
| E-MINI RUSS 2000 DEC20 RTYZ0 | 4.94% |
|---|---|
| S&P500 EMINI FUT DEC20 ESZ0 | 4.28% |
| GSGLPWDL R US0001M P 12/15/25 GS | 3.99% |
| APPLE INC SEDOL 2046251 | 3.19% |
| MICROSOFT CORP SEDOL 2588173 | 2.51% |
| AMAZON.COM INC SEDOL 2000019 | 2.50% |
| US 5YR NOTE (CBT) MAR21 FVH1 | 1.52% |
| ALPHABET INC-CL A SEDOL BYVY8G0 | 1.42% |
| GSGLPHCL R US0001M P 12/15/25 GS | 1.19% |
| FNMA FN30 TBA UMBS 02.0000 01/01/2051 | 1.11% |
| JPMORGAN CHASE & CO SEDOL 2190385 | 1.09% |
| S&P MID 400 EMINI DEC20 FAZ0 | 1.05% |
| US 10YR NOTE (CBT)MAR21 TYH1 | 0.99% |
| QUALCOMM INC SEDOL 2714923 | 0.89% |
| US ULTRA BOND CBT MAR21 WNH1 | 0.89% |
| ADOBE INC SEDOL 2008154 | 0.88% |
| PROCTER & GAMBLE CO/THE SEDOL 2704407 | 0.86% |
| NVIDIA CORP SEDOL 2379504 | 0.79% |
| MSCI EAFE DEC20 MFSZ0 | 0.77% |
| CITIGROUP INC SEDOL 2297907 | 0.70% |
| VERIZON COMMUNICATIONS INC SEDOL 2090571 | 0.67% |
| JOHNSON & JOHNSON SEDOL 2475833 | 0.65% |
| CISCO SYSTEMS INC SEDOL 2198163 | 0.62% |
| ALIBABA GROUP HOLDING LTD SEDOL BK6YZP5 | 0.62% |
| ELI LILLY & CO SEDOL 2516152 | 0.57% |
| INTUIT INC SEDOL 2459020 | 0.55% |
| CHARTER COMMUNICATIONS INC-A SEDOL BZ6VT82 | 0.55% |
| CHARIOT FUNDING LLC 15963TMJ5 DCP 12/18/2020 | 0.54% |
| ALPHABET INC-CL C SEDOL BYY88Y7 | 0.54% |
| FACEBOOK INC-CLASS A SEDOL B7TL820 | 0.52% |
| ATLANTIC ASSET SECURITIZATION 04821TMF9 DCP 12/15/2020 | 0.48% |
| LOCKHEED MARTIN CORP SEDOL 2522096 | 0.48% |
| WALMART INC SEDOL 2936921 | 0.48% |
| MERCK & CO. INC. SEDOL 2778844 | 0.48% |
| PEPSICO INC SEDOL 2681511 | 0.48% |
| TENCENT HOLDINGS LTD SEDOL BMMV2K8 | 0.48% |
| HONEYWELL INTERNATIONAL INC SEDOL 2020459 | 0.48% |
| FNMA FN15 TBA UMBS 02.5000 12/01/2035 | 0.47% |
| COMCAST CORP-CLASS A SEDOL 2044545 | 0.46% |
| MEDTRONIC PLC SEDOL BTN1Y11 | 0.44% |
| TAIWAN SEMICONDUCTOR MANUFAC SEDOL 6889106 | 0.44% |
| ATLANTIC ASSET SECURITIZATION 04821TM77 DCP 12/07/2020 | 0.43% |
| GNMA GII30 MA6766 03.0000 07/20/2050 | 0.43% |
| US LONG BOND(CBT) MAR21 USH1 | 0.43% |
| NORTHROP GRUMMAN CORP SEDOL 2648806 | 0.42% |
| SERVICENOW INC SEDOL B80NXX8 | 0.41% |
| EBAY INC SEDOL 2293819 | 0.40% |
| TARGET CORP SEDOL 2259101 | 0.39% |
| ACTIVISION BLIZZARD INC SEDOL 2575818 | 0.39% |
| MANHATTAN ASSET FUNDING CO LL 56274LMF8 DCP 12/15/2020 | 0.38% |
| FHLMC FR30 ZS4750 UMBS 03.0000 01/01/2048 | 0.38% |
| PAYPAL HOLDINGS INC SEDOL BYW36M8 | 0.37% |
| EXELON CORP SEDOL 2670519 | 0.37% |
| AMERICAN ELECTRIC POWER SEDOL 2026242 | 0.36% |
| FNMA FN30 TBA UMBS 02.5000 12/01/2050 | 0.36% |
| FNMA FN30 TBA UMBS 02.5000 01/01/2051 | 0.36% |
| COCA-COLA CO/THE SEDOL 2206657 | 0.35% |
| VISA INC-CLASS A SHARES SEDOL B2PZN04 | 0.34% |
| AUTODESK INC SEDOL 2065159 | 0.32% |
| ABBVIE INC SEDOL B92SR70 | 0.32% |
| BANK OF AMERICA CORP SEDOL 2295677 | 0.32% |
| MASTERCARD INC - A SEDOL B121557 | 0.31% |
| SAMSUNG ELECTRONICS CO LTD SEDOL 6771720 | 0.31% |
| UNITEDHEALTH GROUP INC SEDOL 2917766 | 0.31% |
| DOCUSIGN INC SEDOL BFYT7B7 | 0.30% |
| TREASURY BILL 00.0000 01/12/2021 | 0.30% |
| MCDONALD'S CORP SEDOL 2550707 | 0.30% |
| UNION PACIFIC CORP SEDOL 2914734 | 0.29% |
| SIMON PROPERTY GROUP INC SEDOL 2812452 | 0.29% |
| METLIFE INC SEDOL 2573209 | 0.29% |
| DANAHER CORP SEDOL 2250870 | 0.28% |
| FIDELITY NATIONAL INFO SERV SEDOL 2769796 | 0.28% |
| FNMA FN30 TBA UMBS 01.5000 12/01/2050 | 0.28% |
| ABBOTT LABORATORIES SEDOL 2002305 | 0.28% |
| JOHNSON CONTROLS INTERNATION SEDOL BY7QL61 | 0.28% |
| HOME DEPOT INC SEDOL 2434209 | 0.27% |
| VEEVA SYSTEMS INC-CLASS A SEDOL BFH3N85 | 0.27% |
| NIKE INC -CL B SEDOL 2640147 | 0.26% |
| FNMA FN30 TBA UMBS 03.5000 01/01/2051 | 0.26% |
| GNMA GII30 MA6932 03.0000 10/20/2050 | 0.26% |
| HILTON WORLDWIDE HOLDINGS IN SEDOL BYVMW06 | 0.25% |
| HUMANA INC SEDOL 2445063 | 0.25% |
| GOLDMAN SACHS GROUP INC SEDOL 2407966 | 0.25% |
| SOUTHERN CO/THE SEDOL 2829601 | 0.25% |
| SONY CORP SEDOL 6821506 | 0.25% |
| TREASURY BILL 00.0000 12/03/2020 | 0.25% |
| NRG ENERGY INC SEDOL 2212922 | 0.24% |
| EDWARDS LIFESCIENCES CORP SEDOL 2567116 | 0.24% |
| AMERICAN TOWER CORP SEDOL B7FBFL2 | 0.24% |
| CRH PLC SEDOL 4182249 | 0.24% |
| AMGEN INC SEDOL 2023607 | 0.24% |
| VERTEX PHARMACEUTICALS INC SEDOL 2931034 | 0.23% |
| ALLSTATE CORP SEDOL 2019952 | 0.23% |
| MORGAN STANLEY | 0.23% |
| CUMMINS INC SEDOL 2240202 | 0.22% |
| BEST BUY CO INC SEDOL 2094670 | 0.22% |
| HALLIBURTON CO SEDOL 2405302 | 0.22% |
| SALESFORCE.COM INC SEDOL 2310525 | 0.22% |
| TESLA INC SEDOL B616C79 | 0.22% |
| FREEPORT-MCMORAN INC SEDOL 2352118 | 0.22% |
| GNMA GII30 MA6820 03.0000 08/20/2050 | 0.22% |
| IDEXX LABORATORIES INC SEDOL 2459202 | 0.21% |
| MONDELEZ INTERNATIONAL INC-A SEDOL B8CKK03 | 0.21% |
| GENERAL MOTORS CO SEDOL B665KZ5 | 0.20% |
| ROCHE HOLDING AG-GENUSSCHEIN SEDOL 7110388 | 0.20% |
| LOWES COMPANIES INC | 0.20% |
| CIGNA CORP SEDOL BHJ0775 | 0.20% |
| LONZA GROUP AG-REG SEDOL 7333378 | 0.20% |
| REGENERON PHARMACEUTICALS SEDOL 2730190 | 0.20% |
| SOUTHWEST AIRLINES CO SEDOL 2831543 | 0.20% |
| ZIMMER BIOMET HOLDINGS INC SEDOL 2783815 | 0.20% |
| ALTRIA GROUP INC | 0.20% |
| PFIZER INC SEDOL 2684703 | 0.20% |
| FNMA FN30 TBA UMBS 06.0000 12/01/2050 | 0.19% |
| TREASURY BILL 00.0000 01/19/2021 | 0.19% |
| SHERWIN-WILLIAMS CO/THE SEDOL 2804211 | 0.19% |
| CADENCE DESIGN SYS INC SEDOL 2302232 | 0.19% |
| TEXAS INSTRUMENTS INC SEDOL 2885409 | 0.19% |
| FNMA FN30 MA3563 UMBS 04.0000 01/01/2049 | 0.18% |
| OTIS WORLDWIDE CORP SEDOL BK531S8 | 0.18% |
| SYNOPSYS INC SEDOL 2867719 | 0.18% |
| COSTAR GROUP INC SEDOL 2262864 | 0.18% |
| COGNIZANT TECH SOLUTIONS-A SEDOL 2257019 | 0.18% |
| GNMA GII30 TBA 03.0000 01/01/2051 | 0.18% |
| FNMA FN30 FM4328 UMBS 02.5000 09/01/2050 | 0.18% |
| AIA GROUP LTD SEDOL B4TX8S1 | 0.18% |
| CROWN CASTLE INTL CORP SEDOL BTGQCX1 | 0.18% |
| OLD DOMINION FREIGHT LINE SEDOL 2656423 | 0.18% |
| ROCKWELL AUTOMATION INC SEDOL 2754060 | 0.18% |
| FORTINET INC SEDOL B5B2106 | 0.17% |
| WASTE MANAGEMENT INC SEDOL 2937667 | 0.17% |
| GAMING AND LEISURE PROPERTIE SEDOL BFPK4S5 | 0.17% |
| AXA SA SEDOL 7088429 | 0.17% |
| RELIANCE INDUSTRIES LTD SEDOL 6099626 | 0.16% |
| YUM BRANDS INC SEDOL 2098876 | 0.16% |
| ESTEE LAUDER COMPANIES-CL A SEDOL 2320524 | 0.16% |
| PINTEREST INC- CLASS A SEDOL BJ2Z0H2 | 0.16% |
| CHEVRON CORP | 0.16% |
| CASH MGMT BILL 00.0000 02/09/2021 | 0.16% |
| NOVARTIS AG-REG SEDOL 7103065 | 0.16% |
| DEERE & CO SEDOL 2261203 | 0.16% |
| SYNCHRONY FINANCIAL SEDOL BP96PS6 | 0.16% |
| AFLAC INC SEDOL 2026361 | 0.15% |
| AMERIPRISE FINANCIAL INC SEDOL B0J7D57 | 0.15% |
| DOW INC SEDOL BHXCF84 | 0.15% |
| BRISTOL-MYERS SQUIBB CO SEDOL 2126335 | 0.15% |
| SEA LTD-ADR SEDOL BYWD7L4 | 0.15% |
| HANA FINANCIAL GROUP SEDOL B0RNRF5 | 0.15% |
| ANGLO AMER PLC SEDOL B1XZS82 | 0.15% |
| FNMA FN30 FM1741 UMBS 04.0000 04/01/2049 | 0.15% |
| EQUINIX INC SEDOL BVLZX12 | 0.14% |
| BJ'S WHOLESALE CLUB HOLDINGS SEDOL BFZNZF8 | 0.14% |
| FNMA FN30 TBA UMBS 02.0000 12/01/2050 | 0.14% |
| GODADDY INC - CLASS A SEDOL BWFRFC6 | 0.14% |
| NESTLE SA-REG SEDOL 7123870 | 0.14% |
| PNC FINANCIAL SERVICES GROUP SEDOL 2692665 | 0.14% |
| SBERBANK PJSC -SPONSORED ADR SEDOL B5SC091 | 0.14% |
| T-MOBILE US INC SEDOL B94Q9V0 | 0.14% |
| HOLOGIC INC SEDOL 2433530 | 0.14% |
| BOSTON PROPERTIES INC SEDOL 2019479 | 0.14% |
| ALBEMARLE CORP SEDOL 2046853 | 0.14% |
| MEITUAN-CLASS B SEDOL BGJW376 | 0.14% |
| PULTEGROUP INC SEDOL 2708841 | 0.14% |
| CONOCOPHILLIPS | 0.13% |
| HDFC BANK LIMITED SEDOL BK1N461 | 0.13% |
| SK HYNIX INC SEDOL 6450267 | 0.13% |
| CASH MGMT BILL 00.0000 02/16/2021 | 0.13% |
| FORD MOTOR CO SEDOL 2615468 | 0.13% |
| TREASURY BILL 00.0000 12/15/2020 | 0.13% |
| UNITED RENTALS INC SEDOL 2134781 | 0.13% |
| AT&T INC SEDOL 2831811 | 0.13% |
| KERING SEDOL 5505072 | 0.13% |
| S&P GLOBAL INC SEDOL BYV2325 | 0.13% |
| ORACLE CORP SEDOL 2661568 | 0.13% |
| ADVANCED MICRO DEVICES SEDOL 2007849 | 0.13% |
| DEUTSCHE BOERSE AG SEDOL 7021963 | 0.13% |
| VALERO ENERGY CORP SEDOL 2041364 | 0.13% |
| ASTRAZENECA PLC-SPONS ADR SEDOL 2989044 | 0.12% |
| LULULEMON ATHLETICA INC SEDOL B23FN39 | 0.12% |
| BIGCOMMERCE HOLDINGS-SER 1 SEDOL BMDCDP2 | 0.12% |
| NOVO NORDISK A/S-B SEDOL BHC8X90 | 0.12% |
| ALLIANZ SE-REG SEDOL 5231485 | 0.12% |
| AVALARA INC SEDOL BZ1NVP4 | 0.12% |
| DEXCOM INC SEDOL B0796X4 | 0.12% |
| FNMA FN30 FM1521 UMBS 04.0000 05/01/2049 | 0.12% |
| WESFARMERS LTD SEDOL 6948836 | 0.12% |
| HOYA CORP SEDOL 6441506 | 0.12% |
| EATON CORP PLC SEDOL B8KQN82 | 0.12% |
| HERSHEY CO/THE SEDOL 2422806 | 0.12% |
| LEIDOS HOLDINGS INC SEDOL BDV82B8 | 0.12% |
| NINTENDO CO LTD SEDOL 6639550 | 0.12% |
| SCHLUMBERGER LTD SEDOL 2779201 | 0.12% |
| T-MOBILE US INC P/P 144A 05.2500 CV PFD | 0.12% |
| DEUTSCHE POST AG-REG SEDOL 4617859 | 0.11% |
| SUMITOMO MITSUI FINANCIAL GR SEDOL 6563024 | 0.11% |
| JD.COM INC-ADR SEDOL BMM27D9 | 0.11% |
| ALLY FINANCIAL INC SEDOL B72XK05 | 0.11% |
| LENNAR CORP-A SEDOL 2511920 | 0.11% |
| RAYTHEON TECHNOLOGIES CORP SEDOL BM5M5Y3 | 0.11% |
| ROYAL DUTCH SHELL PLC-B SHS SEDOL B03MM40 | 0.11% |
| DISCOVER FINANCIAL SERVICES SEDOL B1YLC43 | 0.11% |
| FNMA FN30 AL9859 UMBS 03.0000 03/01/2047 | 0.11% |
| RIO TINTO PLC SEDOL 0718875 | 0.11% |
| EXPEDITORS INTL WASH INC SEDOL 2325507 | 0.11% |
| CARDINAL HEALTH INC SEDOL 2175672 | 0.11% |
| BHP GROUP LTD SEDOL 6144690 | 0.11% |
| HERMES INTERNATIONAL SEDOL 5253973 | 0.11% |
| TOTAL SE SEDOL B15C557 | 0.11% |
| FNMA FN30 BQ1269 UMBS 02.5000 08/01/2050 | 0.10% |
| BANCO ITAU HOLDING PFD SEDOL B037HR3 PCT 0.00 | 0.10% |
| FNMA FN30 MA2737 UMBS 03.0000 09/01/2046 | 0.10% |
| ASSURED GUARANTY LTD SEDOL B00V7H8 | 0.10% |
| PUBLIC SERVICE ENTERPRISE GP SEDOL 2707677 | 0.10% |
| SCHWAB (CHARLES) CORP SEDOL 2779397 | 0.10% |
| THERMO FISHER SCIENTIFIC INC SEDOL 2886907 | 0.10% |
| BOOKING HOLDINGS INC SEDOL BDRXDB4 | 0.10% |
| CHIPOTLE MEXICAN GRILL INC SEDOL B0X7DZ3 | 0.10% |
| DEUTSCHE TELEKOM AG-REG SEDOL 5842359 | 0.10% |
| DNB NOR ASA SEDOL 4263304 | 0.10% |
| FERGUSON PLC SEDOL BJVNSS4 | 0.10% |
| ITOCHU CORP SEDOL 6467803 | 0.10% |
| TJX COMPANIES INC SEDOL 2989301 | 0.10% |
| EXXON MOBIL CORP SEDOL 2326618 | 0.10% |
| KONINKLIJKE AHOLD DELHAIZE N SEDOL BD0Q398 | 0.10% |
| SEAGEN INC SEDOL BLPK4D2 | 0.10% |
| AMETEK INC SEDOL 2089212 | 0.10% |
| LINCOLN NATIONAL CORP SEDOL 2516378 | 0.10% |
| QUANTA SERVICES INC SEDOL 2150204 | 0.10% |
| COCA-COLA HBC AG-DI SEDOL B9895B7 | 0.10% |
| BAXTER INTERNATIONAL INC SEDOL 2085102 | 0.09% |
| BOOZ ALLEN HAMILTON HOLDINGS SEDOL B5367T7 | 0.09% |
| RADIAN GROUP INC SEDOL 2173911 | 0.09% |
| SANDVIK AB SEDOL B1VQ252 | 0.09% |
| ABIOMED INC SEDOL 2003698 | 0.09% |
| AVERY DENNISON CORP SEDOL 2066408 | 0.09% |
| CBRE GROUP INC - A SEDOL B6WVMH3 | 0.09% |
| COMPASS GROUP PLC SEDOL BD6K457 | 0.09% |
| FAIR ISAAC CORP SEDOL 2330299 | 0.09% |
| L OREAL SEDOL 4057808 | 0.09% |
| DYNATRACE INC SEDOL BJV2RD9 | 0.09% |
| DUPONT DE NEMOURS INC SEDOL BK0VN47 | 0.09% |
| INDUSTRIA DE DISENO TEXTIL SEDOL BP9DL90 | 0.09% |
| TAIWAN SEMICONDUCTOR-SP ADR SEDOL 2113382 | 0.09% |
| COMPAGNIE DE SAINT-GOBAIN SEDOL 7380482 | 0.09% |
| ARAMARK SEDOL BH3XG17 | 0.09% |
| COPA HOLDINGS SA-CLASS A SEDOL B0TNJH9 | 0.09% |
| SCHNEIDER ELECTRIC SE SEDOL 4834108 | 0.09% |
| THALES SA SEDOL 4162791 | 0.09% |
| UNILEVER PLC SEDOL BLRB262 | 0.09% |
| AMERICAN INTERNATIONAL GROUP SEDOL 2027342 | 0.09% |
| PRUDENTIAL PLC SEDOL 0709954 | 0.09% |
| DIAGEO PLC SEDOL 0237400 | 0.09% |
| LABORATORY CRP OF AMER HLDGS SEDOL 2586122 | 0.09% |
| LG CHEM LTD SEDOL 6346913 | 0.09% |
| WALMART DE MEXICO SAB DE CV SEDOL BW1YVH8 | 0.09% |
| AGNC INVESTMENT CORP SEDOL BYYHJL8 | 0.08% |
| TRANSDIGM GROUP INC SEDOL B11FJK3 | 0.08% |
| EASTMAN CHEMICAL CO SEDOL 2298386 | 0.08% |
| LI NING CO LTD SEDOL B01JCK9 | 0.08% |
| EQUITABLE HOLDINGS INC SEDOL BKRMR96 | 0.08% |
| DAIKIN INDUSTRIES LTD SEDOL 6250724 | 0.08% |
| FORTUNE BRANDS HOME & SECURI SEDOL B3MC7D6 | 0.08% |
| WASTE CONNECTIONS INC SEDOL BYVG1F6 | 0.08% |
| AMEREN CORPORATION SEDOL 2050832 | 0.08% |
| FEDEX CORP SEDOL 2142784 | 0.08% |
| APOLLO GLOBAL MANAGEMENT INC SEDOL BKRLVD5 | 0.08% |
| CAPITAL ONE FINANCIAL CORP SEDOL 2654461 | 0.08% |
| NEXI SPA SEDOL BJ1F880 | 0.08% |
| DANAHER CORP 05.0000 CV PFD | 0.08% |
| STATE STREET CORP SEDOL 2842040 | 0.08% |
| VERIZON COMM 04.3290 09/21/2028 | 0.08% |
| ENTERGY CORP SEDOL 2317087 | 0.08% |
| KDDI CORP SEDOL 6248990 | 0.08% |
| LONDON STOCK EXCHANGE GROUP SEDOL B0SWJX3 | 0.08% |
| PEUGEOT SA SEDOL 7103526 | 0.08% |
| SAMSUNG ELECTRONICS-PREF SEDOL 6773812 | 0.08% |
| YANDEX NV-A SEDOL B5BSZB3 | 0.08% |
| ALLIANCE DATA SYSTEMS CORP SEDOL 2762030 | 0.08% |
| BOEING CO/THE SEDOL 2108601 | 0.08% |
| JAZZ PHARMACEUTICALS PLC SEDOL B4Q5ZN4 | 0.08% |
| KEURIG DR PEPPER INC SEDOL BD3W133 | 0.08% |
| PARTNERS GROUP HOLDING AG SEDOL B119QG0 | 0.08% |
| SBA COMMUNICATIONS CORP SEDOL BZ6TS23 | 0.08% |
| SHENZHEN INOVANCE TECHNOLO-A SEDOL BD5CMN8 | 0.08% |
| UBS GROUP AG-REG SEDOL BRJL176 | 0.08% |
| BF0101 03.5000 06/01/2056 | 0.07% |
| BNP PARIBAS SEDOL 7309681 | 0.07% |
| MINEBEA CO LTD SEDOL 6642406 | 0.07% |
| SECOM CO LTD SEDOL 6791591 | 0.07% |
| TATA CONSULTANCY SVS LTD SEDOL B01NPJ1 | 0.07% |
| TECHTRONIC INDUSTRIES CO LTD SEDOL B0190C7 | 0.07% |
| FNMA FN30 TBA UMBS 03.5000 12/01/2050 | 0.07% |
| B3 SA-BRASIL BOLSA BALCAO SEDOL BG36ZK1 | 0.07% |
| BANCO BILBAO VIZCAYA ARGENTA SEDOL 5501906 | 0.07% |
| ENTERPRISE PRODUCTS PARTNERS SEDOL 2285388 | 0.07% |
| ORSTED A/S SEDOL BYT16L4 | 0.07% |
| ABB LTD-REG SEDOL 7108899 | 0.07% |
| NXP SEMICONDUCTORS NV SEDOL B505PN7 | 0.07% |
| PRINCIPAL FINANCIAL GROUP SEDOL 2803014 | 0.07% |
| STACR 2016-DNA2 M3 04.8001 10/25/2028 | 0.07% |
| ADIDAS AG SEDOL 4031976 | 0.07% |
| AIRTAC INTERNATIONAL GROUP SEDOL B52J816 | 0.07% |
| CAIXABANK SA SEDOL B283W97 | 0.07% |
| CARLSBERG AS-B SEDOL 4169219 | 0.07% |
| EDP-ENERGIAS DE PORTUGAL SA SEDOL 4103596 | 0.07% |
| KONINKLIJKE DSM NV SEDOL B0HZL93 | 0.07% |
| MEDIATEK INC SEDOL 6372480 | 0.07% |
| DOVER CORP SEDOL 2278407 | 0.07% |
| ESSITY AKTIEBOLAG-B SEDOL BF1K7P7 | 0.07% |
| HINDUSTAN UNILEVER LTD SEDOL 6261674 | 0.07% |
| COVESTRO AG SEDOL BYTBWY9 | 0.07% |
| DRAFTKINGS INC - CL A SEDOL BMYML02 | 0.07% |
| FNMA FN30 BQ0329 UMBS 02.5000 07/01/2050 | 0.07% |
| MORGAN STANLEY 03.1250 01/23/2023 | 0.07% |
| AVIVA PLC SEDOL 0216238 | 0.07% |
| ENEL SPA SEDOL 7144569 | 0.07% |
| ICICI BANK LTD SEDOL BSZ2BY7 | 0.07% |
| ACCENTURE PLC-CL A SEDOL B4BNMY3 | 0.07% |
| GOLDMAN SACHS GROUP INC 02.6000 12/27/2020 | 0.07% |
| JPMORGAN CHASE & CO 03.9640 11/15/2048 | 0.07% |
| MERCK KGAA SEDOL 4741844 | 0.07% |
| SKANDINAVISKA ENSKILDA BAN-A SEDOL 4813345 | 0.07% |
| WULIANGYE YIBIN CO LTD-A SEDOL BD5CPG2 | 0.07% |
| FNMA FN30 BM5024 UMBS 03.0000 11/01/2048 | 0.06% |
| GARMIN LTD SEDOL B3Z5T14 | 0.06% |
| HITACHI LTD SEDOL 6429104 | 0.06% |
| POLARIS INC SEDOL 2692933 | 0.06% |
| WOLTERS KLUWER SEDOL 5671519 | 0.06% |
| ABBVIE INC 03.2000 11/21/2029 | 0.06% |
| DELTA AIR LINES INC SEDOL B1W9D46 | 0.06% |
| JAPAN EXCHANGE GROUP INC SEDOL 6743882 | 0.06% |
| REPUBLIC SERVICES INC SEDOL 2262530 | 0.06% |
| FLUTTER ENTERTAINMENT PLC SEDOL BWXC0Z1 | 0.06% |
| AT&T INC P/P 144A 03.5500 09/15/2055 | 0.06% |
| BRENNTAG AG SEDOL B4YVF56 | 0.06% |
| AKZO NOBEL N.V. SEDOL BJ2KSG2 | 0.06% |
| NIHON M&A CENTER INC SEDOL B1DN466 | 0.06% |
| PINNACLE WEST CAPITAL SEDOL 2048804 | 0.06% |
| BRUNSWICK CORP SEDOL 2149309 | 0.06% |
| CENTRE TESTING INTL GROUP-A SEDOL BD5C7D3 | 0.06% |
| LIBERTY GLOBAL PLC- C SEDOL B8W67B1 | 0.06% |
| ZHONGSHENG GROUP HOLDINGS SEDOL B633D97 | 0.06% |
| MICROSOFT CORP 01.5500 08/08/2021 | 0.06% |
| XINYI SOLAR HOLDINGS LTD SEDOL BGQYNN1 | 0.06% |
| A-LIVING SMART CITY SVCS 144A SEDOL BFWK4M2 | 0.06% |
| AMDOCS LTD SEDOL 2256908 | 0.06% |
| INVITATION HOMES INC SEDOL BD81GW9 | 0.06% |
| KAKAO CORP SEDOL 6194037 | 0.06% |
| MERCADOLIBRE INC SEDOL B23X1H3 | 0.06% |
| NEW YORK LIFE INS P/P 144A 01.1000 05/05/2023 | 0.06% |
| SINGAPORE EXCHANGE LTD SEDOL 6303866 | 0.06% |
| TOKYO ELECTRON LTD SEDOL 6895675 | 0.06% |
| WYNN MACAU LTD SEDOL B4JSTL6 | 0.06% |
| CITIGROUP INC 03.6680 07/24/2028 | 0.06% |
| DOLLAR GENERAL CORP SEDOL B5B1S13 | 0.06% |
| IMPERIAL BRANDS PLC SEDOL 0454492 | 0.06% |
| RENESAS ELECTRONICS CORP SEDOL 6635677 | 0.06% |
| SHIN-ETSU CHEMICAL CO LTD SEDOL 6804585 | 0.06% |
| APTIV PLC SEDOL B783TY6 | 0.06% |
| AVALONBAY COMMUNITIES INC SEDOL 2131179 | 0.06% |
| GOODMAN GROUP SEDOL B03FYZ4 | 0.06% |
| KINGFISHER PLC SEDOL 3319521 | 0.06% |
| NABTESCO CORP SEDOL 6687571 | 0.06% |
| YUM CHINA HOLDINGS INC SEDOL BN2BD13 | 0.06% |
| BERRY GLOBAL GROUP INC SEDOL B8BR3H3 | 0.05% |
| CREDIT AGRICOLE SA SEDOL 7262610 | 0.05% |
| DBS GROUP HOLDINGS LTD SEDOL 6175203 | 0.05% |
| DUKE REALTY CORP SEDOL 2284084 | 0.05% |
| HONG KONG EXCHANGES & CLEAR SEDOL 6267359 | 0.05% |
| MORGAN STANLEY 03.6250 01/20/2027 | 0.05% |
| POYA INTERNATIONAL CO LTD SEDOL 6541826 | 0.05% |
| BROADRIDGE FINANCIAL SOLUTIO SEDOL B1VP7R6 | 0.05% |
| COMPUGROUP MEDICAL SE & CO K SEDOL BMY7CH1 | 0.05% |
| CROWN HOLDINGS INC | 0.05% |
| JPMORGAN CHASE & CO 03.6250 12/01/2027 | 0.05% |
| ORIX CORP SEDOL 6661144 | 0.05% |
| VONOVIA SE SEDOL BBJPFY1 | 0.05% |
| BANK OF AMERICA CORP 06.1100 01/29/2037 | 0.05% |
| BP PLC SEDOL 0798059 | 0.05% |
| CDX CDX.NA.IG.35 100.0 12/20/2025 | 0.05% |
| ELITE MATERIAL CO LTD SEDOL 6316121 | 0.05% |
| JPMORGAN CHASE & CO 03.3750 05/01/2023 | 0.05% |
| PETROBRAS GLOBAL FINANCE USD 06.2500 03/17/2024 | 0.05% |
| TELEDYNE TECHNOLOGIES INC SEDOL 2503477 | 0.05% |
| VISTRA CORP SEDOL BZ8VJQ8 | 0.05% |
| WOOLWORTHS GROUP LTD SEDOL 6981239 | 0.05% |
| FNMA FN30 BM1172 UMBS 03.0000 03/01/2047 | 0.05% |
| GOLDMAN SACHS GROUP INC 03.8500 01/26/2027 | 0.05% |
| MODERNA INC SEDOL BGSXTS3 | 0.05% |
| SHIONOGI & CO LTD SEDOL 6804682 | 0.05% |
| FERRARI NV SEDOL BD6G507 | 0.05% |
| FORTESCUE METALS GROUP LTD SEDOL B2B2B49 | 0.05% |
| IHS MARKIT LTD P/P 144A 04.7500 02/15/2025 | 0.05% |
| NETWORK INTERNATIONAL HOLDIN SEDOL BH3VJ78 | 0.05% |
| UNUM GROUP SEDOL 2433842 | 0.05% |
| VOLKSWAGEN AG PFD SEDOL 5497168 | 0.05% |
| BANK LEUMI LE-ISRAEL SEDOL 6076425 | 0.05% |
| BHP GROUP PLC SEDOL BH0P3Z9 | 0.05% |
| EIFFAGE SEDOL B13X013 | 0.05% |
| JM SMUCKER CO/THE SEDOL 2951452 | 0.05% |
| BRISTOL-MYERS 03.2500 02/20/2023 | 0.05% |
| CASH MGMT BILL 00.0000 02/02/2021 | 0.05% |
| CONSTELLATION BRANDS INC-A SEDOL 2170473 | 0.05% |
| CVS HEALTH CORP 04.7800 03/25/2038 | 0.05% |
| DNB BANK ASA P/P 144A 02.1500 12/02/2022 | 0.05% |
| ELECTRONIC ARTS INC SEDOL 2310194 | 0.05% |
| MOODY S CORP | 0.05% |
| WH GROUP LTD SEDOL BLLHKZ1 | 0.05% |
| KEYCORP SEDOL 2490911 | 0.05% |
| LEGRAND SA SEDOL B11ZRK9 | 0.05% |
| MTN GROUP LTD SEDOL 6563206 | 0.05% |
| NEXON CO LTD SEDOL B63QM77 | 0.05% |
| PALTAC CORPORATION SEDOL B61BG94 | 0.05% |
| ROPER TECHNOLOGIES INC SEDOL 2749602 | 0.05% |
| TOTVS SA SEDOL B10LQP6 | 0.05% |
| UBI SOFT ENTERTA SEDOL B1L3CS6 | 0.05% |
| WUXI APPTEC CO LTD-H SEDOL BGHH0L6 | 0.05% |
| ASAHI GROUP HOLDINGS LTD SEDOL 6054409 | 0.05% |
| AXALTA COATING SYSTEMS LTD SEDOL BSFWCF5 | 0.05% |
| CASEYS GENERAL | 0.05% |
| CK ASSET HOLDINGS LTD SEDOL BYZQ077 | 0.05% |
| COMPANHIA DE LOCACAO DAS AME SEDOL B82CQN4 | 0.05% |
| DIALOG SEMICONDUCTOR PLC SEDOL 5982200 | 0.05% |
| DIASORIN SPA SEDOL B234WN9 | 0.05% |
| NIPPON TELEGRAPH & TELEPHONE SEDOL 6641373 | 0.05% |
| SIRIUS XM RADIO INC P/P 144A 05.0000 08/01/2027 | 0.05% |
| SOFTWARE AG SEDOL BF06WX9 | 0.05% |
| TEMPUR SEALY INTERNATIONAL I SEDOL 2216991 | 0.05% |
| TORONTO-DOMINION BANK USD 01.9000 12/01/2022 | 0.05% |
| UNITED MEXICAN STATES USD 05.5500 01/21/2045 | 0.05% |
| APTARGROUP INC SEDOL 2045247 | 0.04% |
| ASML HOLDING NV SEDOL B929F46 | 0.04% |
| ATLAS COPCO AB-A SHS SEDOL BD97BN2 | 0.04% |
| BAKER HUGHES CO SEDOL BDHLTQ5 | 0.04% |
| BANK BTPN SYARIAH TBK PT SEDOL BFNBJ41 | 0.04% |
| CASH MGMT BILL 00.0000 02/23/2021 | 0.04% |
| FIAT CHRYSLER AUTOMOBILES NV SEDOL BRJFWP3 | 0.04% |
| KION GROUP AG SEDOL BB22L96 | 0.04% |
| NIPPON PROLOGIS REIT INC SEDOL B98BC67 | 0.04% |
| ORACLE CORP 02.5000 10/15/2022 | 0.04% |
| UBS GROUP AG P/P 144A 03.4910 05/23/2023 | 0.04% |
| ZALANDO SE SEDOL BQV0SV7 | 0.04% |
| 3I GROUP PLC SEDOL B1YW440 | 0.04% |
| ALLISON TRANSMISSION HOLDING SEDOL B4PZ892 | 0.04% |
| CI FINANCIAL CORP SEDOL B3KT0S5 | 0.04% |
| DBUBS 2011-LC3A D P/P 144A 05.5131 08/10/2044 | 0.04% |
| LOGITECH INTERNATIONAL-REG SEDOL B18ZRK2 | 0.04% |
| MWST 2019-1 A 00.9501 06/25/2052 | 0.04% |
| PPG INDUSTRIES INC SEDOL 2698470 | 0.04% |
| SPST 2020-2 A 00.9755 03/26/2021 | 0.04% |
| UNIVERSAL VISION BIOTECHNOLO SEDOL 6732051 | 0.04% |
| AT&T INC 04.1000 02/15/2028 | 0.04% |
| CDX CDX.NA.HY.35 500.0 12/20/2025 | 0.04% |
| CHINA LESSO GROUP HOLDINGS L SEDOL BCDBKF8 | 0.04% |
| LAMAR ADVERTISING CO-A SEDOL BSPHGN6 | 0.04% |
| SLM CORP | 0.04% |
| ADECCO GROUP AG-REG SEDOL 7110720 | 0.04% |
| APPLE INC 00.7500 05/11/2023 | 0.04% |
| ASIAN PAINTS LTD SEDOL BCRWL65 | 0.04% |
| CENOVUS ENERGY INC SEDOL B57FG04 | 0.04% |
| CME GROUP INC SEDOL 2965839 | 0.04% |
| E.ON SE SEDOL 4942904 | 0.04% |
| NOMURA RESEARCH INSTITUTE LT SEDOL 6390921 | 0.04% |
| NORTONLIFELOCK INC SEDOL BJN4XN5 | 0.04% |
| SBI HOLDINGS INC SEDOL 6309466 | 0.04% |
| SIG COMBIBLOC GROUP AG SEDOL BD5GN60 | 0.04% |
| BANK OF AMERICA CORP 03.2480 10/21/2027 | 0.04% |
| CIA PARANAENSE DE ENERGI-PFB | 0.04% |
| FNMA FN30 BC1155 UMBS 03.0000 06/01/2046 | 0.04% |
| LVMH MOET HENNESSY LOUIS VUI SEDOL 4061412 | 0.04% |
| 10X GENOMICS INC-CLASS A SEDOL BKS3RS7 | 0.04% |
| LIVE NATION ENTERTAINMENT IN SEDOL B0T7YX2 | 0.04% |
| RELIANC-GDR 144A 144A SEDOL B16CYP9 | 0.04% |
| SALESFORCE.COM INC 03.7000 04/11/2028 | 0.04% |
| VOLVO AB-B SHS SEDOL B1QH830 | 0.04% |
| ZOETIS INC SEDOL B95WG16 | 0.04% |
| BRITISH AMERICAN TOBACCO PLC SEDOL 0287580 | 0.04% |
| CAS 2016-C04 1M2 04.4001 01/25/2029 | 0.04% |
| GLAXOSMITHKLINE PLC SEDOL 0925288 | 0.04% |
| INTERPUBLIC GROUP COS 04.6500 10/01/2028 | 0.04% |
| JUMBO SA SEDOL 7243530 | 0.04% |
| M3 INC SEDOL B02K2M3 | 0.04% |
| NESTLE HOLDINGS INC P/P 144A 00.3750 01/15/2024 | 0.04% |
| SAREPTA THERAPEUTICS INC SEDOL B8DPDT7 | 0.04% |
| SARTORIUS STEDIM BIOTECH SEDOL BYZ2QP5 | 0.04% |
| ABCAM PLC SEDOL B677469 | 0.04% |
| BRAMBLES LTD SEDOL B1FJ0C0 | 0.04% |
| CHINA MOBILE LTD SEDOL 6073556 | 0.04% |
| ENERGY TRANSFER OPERATNG 06.6250 02/15/2028 | 0.04% |
| GENTEX CORP SEDOL 2366799 | 0.04% |
| LEGAL & GENERAL GROUP PLC SEDOL 0560399 | 0.04% |
| LNSTR 2015-3 B P/P 144A 03.3352 04/20/2048 | 0.04% |
| SYMRISE AG SEDOL B1JB4K8 | 0.04% |
| FNMA FN30 TBA UMBS 04.0000 01/01/2051 | 0.04% |
| KBC GROUP NV SEDOL 4497749 | 0.04% |
| LINDE PLC SEDOL BYWD9S5 | 0.04% |
| PANDORA A/S SEDOL B44XTX8 | 0.04% |
| PORSCHE AUTOMOBIL HLDG-PRF SEDOL 7101069 | 0.04% |
| RELIANCE STEEL & ALUMINUM SEDOL 2729068 | 0.04% |
| REPUBLIC OF INDONESIA REGS 04.7500 01/08/2026 | 0.04% |
| CINTAS CORP SEDOL 2197137 | 0.04% |
| DINO POLSKA SA SEDOL BD0YVN2 | 0.04% |
| DISCOVERY INC - A SEDOL B3D7K31 | 0.04% |
| ENI SPA SEDOL 7145056 | 0.04% |
| FUJITSU LTD SEDOL 6356945 | 0.04% |
| ITOCHU TECHNO-SOLUTIONS CORP SEDOL 6200194 | 0.04% |
| MICROSOFT CORP 03.7000 08/08/2046 | 0.04% |
| NITTO DENKO CORP SEDOL 6641801 | 0.04% |
| SHENZHEN MINDRAY BIO-MEDIC-A SEDOL BHQK864 | 0.04% |
| SYSCO CORP SEDOL 2868165 | 0.04% |
| T-MOBILE USA INC P/P 144A 03.7500 04/15/2027 | 0.04% |
| VOLTRONIC POWER TECHNOLOGY SEDOL B96HCH8 | 0.04% |
| AGL ENERGY LTD SEDOL BSS7GP5 | 0.04% |
| ASTRAZENECA PLC SEDOL 0989529 | 0.04% |
| CAS 2020-R01 1M2 02.2001 01/25/2040 | 0.04% |
| CCO HOLDINGS LLC P/P 144A 05.3750 06/01/2029 | 0.04% |
| FAURECIA SEDOL 4400446 | 0.04% |
| GMO INTERNET INC SEDOL 6170167 | 0.04% |
| LASERTEC CORP SEDOL 6506267 | 0.04% |
| MICROSOFT CORP 02.4000 08/08/2026 | 0.04% |
| PETROLEOS MEXICANOS USD 06.8400 01/23/2030 | 0.04% |
| SNAM SPA SEDOL 7251470 | 0.04% |
| SPRINT CAPITAL CORPORATION 06.8750 11/15/2028 | 0.04% |
| SUMITOMO TR&BK P/P 144A 00.8000 09/12/2023 | 0.04% |
| TELEFONICA EMISIONES SAU USD 04.8950 03/06/2048 | 0.04% |
| WFRBS 2011-C2 D P/P 144A 05.6312 02/15/2044 | 0.04% |
| CACI INTERNATIONAL INC -CL A SEDOL 2159267 | 0.03% |
| CELANESE CORP SEDOL B05MZT4 | 0.03% |
| CHARTER COMM OPT LLC 06.4840 10/23/2045 | 0.03% |
| DIRECT LINE INSURANCE GROUP SEDOL BY9D0Y1 | 0.03% |
| REPUBLIC OF INDONESIA REGS 05.1250 01/15/2045 | 0.03% |
| REPUBLIC OF SENEGAL REGS 06.2500 05/23/2033 | 0.03% |
| SPRINT CORP 07.8750 09/15/2023 | 0.03% |
| UBS GROUP AG P/P 144A 03.0000 04/15/2021 | 0.03% |
| AENA SME SA SEDOL BVRZ8L1 | 0.03% |
| DAIWA HOUSE INDUSTRY CO LTD SEDOL 6251363 | 0.03% |
| HILTON WORLDWIDE FIN LLC 04.8750 04/01/2027 | 0.03% |
| JUBILANT FOODWORKS LTD SEDOL B3PRM66 | 0.03% |
| OTSUKA CORP SEDOL 6267058 | 0.03% |
| ASSOCIATED BRITISH FOODS PLC SEDOL 0673123 | 0.03% |
| CAS 2015-C04 2M2 05.7001 04/25/2028 | 0.03% |
| CWALT 2006-OA10 4A1 00.3401 08/25/2046 | 0.03% |
| SMITH & NEPHEW PLC SEDOL 0922320 | 0.03% |
| SUN HUNG KAI PROPERTIES SEDOL 6859927 | 0.03% |
| TRANSDIGM INC. P/P 144A 06.2500 03/15/2026 | 0.03% |
| APPLE INC 04.2500 02/09/2047 | 0.03% |
| ARROW ELECTRONICS INC SEDOL 2051404 | 0.03% |
| BCE INC SEDOL B188TH2 | 0.03% |
| CAS 2016-C02 1M2 06.1501 09/25/2028 | 0.03% |
| COUSINS PROPERTIES INC SEDOL BJP0MF6 | 0.03% |
| EQUINIX INC. 02.9000 11/18/2026 | 0.03% |
| FAIRFAX FINL HLDGS USD 04.8500 04/17/2028 | 0.03% |
| FNMA FN30 AS7003 UMBS 03.0000 04/01/2046 | 0.03% |
| FNMA FN40 BF0171 UMBS 04.0000 01/01/2057 | 0.03% |
| GOLDMAN SACHS GROUP INC 04.2230 05/01/2029 | 0.03% |
| HIKMA PHARMACEUTICALS PLC SEDOL B0LCW08 | 0.03% |
| JUNIPER NETWORKS INC SEDOL 2431846 | 0.03% |
| KOITO MANUFACTURING CO LTD SEDOL 6496324 | 0.03% |
| KONE OYJ-B SEDOL B09M9D2 | 0.03% |
| ORACLE CORP 04.0000 11/15/2047 | 0.03% |
| SUMITOMO MITSUI TRUST HOLDIN SEDOL 6431897 | 0.03% |
| UNITEDHEALTH GROUP INC 03.8500 06/15/2028 | 0.03% |
| ASHLAND GLOBAL HOLDINGS INC SEDOL BYND5N1 | 0.03% |
| AURIZON HOLDINGS LTD SEDOL B87CVM3 | 0.03% |
| CAS 2016-C01 1M2 06.9001 08/25/2028 | 0.03% |
| CIT GROUP INC. 05.2500 03/07/2025 | 0.03% |
| CK HUTCHISON HOLDINGS LTD SEDOL BW9P816 | 0.03% |
| ENTERPRISE PRODUCTS OPER 04.2500 02/15/2048 | 0.03% |
| FNMA FN30 BJ9256 UMBS 04.0000 06/01/2048 | 0.03% |
| GJENSIDIGE FORSIKRING ASA SEDOL B4PH0C5 | 0.03% |
| IVORY COAST REGS 06.1250 06/15/2033 | 0.03% |
| JPMORGAN CHASE & CO 04.6000 02/01/2025 | 0.03% |
| STANDARD IND INC P/P 144A 05.0000 02/15/2027 | 0.03% |
| AMERICAN TOWER CORP 03.1250 01/15/2027 | 0.03% |
| BRISTOL-MYERS 02.9000 07/26/2024 | 0.03% |
| CF INDUSTRIES INC P/P 144A 04.5000 12/01/2026 | 0.03% |
| ECOLAB INC 02.7000 11/01/2026 | 0.03% |
| ING GROEP NV-CVA SEDOL 7154182 | 0.03% |
| KOSE CORP SEDOL 6194468 | 0.03% |
| NOVARTIS CAPITAL CORP 04.0000 11/20/2045 | 0.03% |
| SMC CORP SEDOL 6763965 | 0.03% |
| UNILEVER PLC SEDOL B10RZP7 | 0.03% |
| WILMAR INTERNATIONAL LTD SEDOL B17KC69 | 0.03% |
| AIR LEASE CORP 04.6250 10/01/2028 | 0.03% |
| AMAZON.COM INC 03.1500 08/22/2027 | 0.03% |
| ANZ NEW ZEALAND INT P/P 144A 02.8750 01/25/2022 | 0.03% |
| ASHTEAD CAPITAL INC P/P 144A 04.3750 08/15/2027 | 0.03% |
| BERKELEY GROUP HOLDINGS/THE SEDOL B02L3W3 | 0.03% |
| BOC HONG KONG HOLDINGS LTD SEDOL 6536112 | 0.03% |
| BROADCOM INC 04.1500 11/15/2030 | 0.03% |
| CHS/COMMUNITY HEALTH SYS 06.2500 03/31/2023 | 0.03% |
| DOMINICAN REPUBLIC REGS 05.9500 01/25/2027 | 0.03% |
| FIDELITY NATIONAL FINANCIAL SEDOL BNBRDD4 | 0.03% |
| HENDERSON LAND DEVELOPMENT SEDOL 6420538 | 0.03% |
| INTEL CORP SEDOL 2463247 | 0.03% |
| NATIONAL BANK OF CANADA SEDOL 2077303 | 0.03% |
| REP OF INDONESIA P/P 144A 04.3500 01/08/2027 | 0.03% |
| ARKEMA SEDOL B0Z5YZ2 | 0.03% |
| BROADCOM CRP / CAYM 03.5000 01/15/2028 | 0.03% |
| DISH DBS CORP 05.8750 11/15/2024 | 0.03% |
| GENERAL MOTORS FINL CO 04.0000 10/06/2026 | 0.03% |
| GOODRX HOLDINGS INC-CLASS A SEDOL BMTVQT8 | 0.03% |
| INTL BUSINESS MACHINES CORP SEDOL 2005973 | 0.03% |
| KNORR-BREMSE AG SEDOL BD2P9X9 | 0.03% |
| LPL FINANCIAL HOLDINGS INC SEDOL B75JX34 | 0.03% |
| MGIC INVESTMENT CORP SEDOL 2548616 | 0.03% |
| MRAIT 2020-2 A2 | 0.03% |
| ORACLE CORP 02.5000 05/15/2022 | 0.03% |
| SEI INVESTMENTS COMPANY SEDOL 2793610 | 0.03% |
| SEKISUI HOUSE LTD SEDOL 6793906 | 0.03% |
| SUNDRUG CO LTD SEDOL 6817895 | 0.03% |
| TELSTRA CORP LTD SEDOL 6087289 | 0.03% |
| VODAFONE GROUP PLC SEDOL BH4HKS3 | 0.03% |
| ZURICH INSURANCE GROUP AG SEDOL 5983816 | 0.03% |
| AIR LIQUIDE SA SEDOL B1YXBJ7 | 0.03% |
| BANK OF MONTREAL USD 03.1000 04/13/2021 | 0.03% |
| CHUGAI PHARMACEUTICAL CO LTD SEDOL 6196408 | 0.03% |
| COSTCO WHOLESALE CORP SEDOL 2701271 | 0.03% |
| DANSKE BANK A/S P/P 144A 02.7000 03/02/2022 | 0.03% |
| FNMA FN30 AS8056 UMBS 03.0000 10/01/2046 | 0.03% |
| FNMA FN30 BC2733 UMBS 03.0000 05/01/2046 | 0.03% |
| ISHARES CORE MSCI EMERGING SEDOL B8NDCB6 | 0.03% |
| NRG ENERGY INC P/P 144A 04.4500 06/15/2029 | 0.03% |
| QUEST DIAGNOSTICS INC SEDOL 2702791 | 0.03% |
| REINSURANCE GROUP OF AMERICA SEDOL 2731193 | 0.03% |
| UNITEDHEALTH GROUP INC 03.1500 06/15/2021 | 0.03% |
| AES CORP SEDOL 2002479 | 0.02% |
| ALKERMES PLC SEDOL B3P6D26 | 0.02% |
| AMAZON.COM INC. 02.5000 11/29/2022 | 0.02% |
| BMW US CAPITAL LLC P/P 144A 02.0000 04/11/2021 | 0.02% |
| C.H. ROBINSON WORLDWIDE INC SEDOL 2116228 | 0.02% |
| CAS 2015-C04 1M2 05.8501 04/25/2028 | 0.02% |
| CHEMOURS CO/THE SEDOL BZ0CTP8 | 0.02% |
| COLES GROUP LTD SEDOL BYWR0T5 | 0.02% |
| COMCAST CORP 03.9690 11/01/2047 | 0.02% |
| EOG RESOURCES INC SEDOL 2318024 | 0.02% |
| NATIONAL AUSTRALIA BK/NY 02.5000 01/12/2021 | 0.02% |
| REPUBLIC OF KAZAKHSTAN REGS 04.8750 10/14/2044 | 0.02% |
| REPUBLIC OF PERU USD 02.3920 01/23/2026 | 0.02% |
| ROCHE HOLDINGS INC P/P 144A 04.0000 11/28/2044 | 0.02% |
| TAYLOR WIMPEY PLC SEDOL 0878230 | 0.02% |
| TORONTO-DOMINION BANK SEDOL 2897222 | 0.02% |
| US BANCORP 02.6250 01/24/2022 | 0.02% |
| BANK OF AMERICA CORP 03.4990 05/17/2022 | 0.02% |
| BRISTOL-MYERS 03.2500 08/15/2022 | 0.02% |
| CALPINE CORP P/P 144A 04.5000 02/15/2028 | 0.02% |
| CAPGEMINI SE SEDOL 4163437 | 0.02% |
| CHENIERE CORP CHRIST 05.1250 06/30/2027 | 0.02% |
| CLP HOLDINGS LTD SEDOL 6097017 | 0.02% |
| COMM 2010-C1 D P/P 144A 05.9851 07/10/2046 | 0.02% |
| EQUITY LIFESTYLE PROPERTIES SEDOL 2563125 | 0.02% |
| GSMS 2011-GC3 D P/P 144A 05.7066 03/10/2044 | 0.02% |
| HOSHIZAKI CORP SEDOL B3FF8W8 | 0.02% |
| LAFARGEHOLCIM LTD-REG SEDOL 7110753 | 0.02% |
| MAGELLAN FINANCIAL GROUP LTD SEDOL B015YX4 | 0.02% |
| NIO INC - ADR SEDOL BFZX9H8 | 0.02% |
| NOMURA REAL ESTATE HOLDINGS SEDOL B1CWJM5 | 0.02% |
| ODAKYU ELECTRIC RAILWAY CO SEDOL 6656106 | 0.02% |
| PNC BANK NA 02.0280 12/09/2022 | 0.02% |
| PULTEGROUP INC 05.5000 03/01/2026 | 0.02% |
| SCOTTS MIRACLE-GRO CO SEDOL 2781518 | 0.02% |
| TEMPO ACQ LLC/FI P/P 144A 06.7500 06/01/2025 | 0.02% |
| THE BANK OF NOVA SCOTIA USD 02.7000 03/07/2022 | 0.02% |
| TOSHIBA CORP SEDOL 6897217 | 0.02% |
| TRANSCANADA TRUST USD 05.3000 03/15/2077 | 0.02% |
| WALT DISNEY CO/THE SEDOL 2270726 | 0.02% |
| APARTMENT INVT & MGMT CO -A SEDOL BN2W9T6 | 0.02% |
| AT&T INC 04.7500 05/15/2046 | 0.02% |
| COMMONWEALTH BK AUST P/P 144A 03.1500 09/19/2027 | 0.02% |
| CREDIT SUISSE NEW YORK 02.8000 04/08/2022 | 0.02% |
| CWALT 2006-OA7 1A2 01.6834 06/25/2046 | 0.02% |
| DIGITAL REALTY TRUST LP 04.7500 10/01/2025 | 0.02% |
| DOLLAR TREE INC SEDOL 2272476 | 0.02% |
| HIKARI TSUSHIN INC SEDOL 6416322 | 0.02% |
| KINDER MORGAN INC 03.1500 01/15/2023 | 0.02% |
| MORGAN STANLEY 04.3750 01/22/2047 | 0.02% |
| VERTIV TLB L+300 03.1534 03/02/2027 | 0.02% |
| VOPAK SEDOL 5809428 | 0.02% |
| ALBERTSONS COS/SAFE P/P 144A 04.6250 01/15/2027 | 0.02% |
| AMERICAN EXPRESS COMPANY 02.6500 12/02/2022 | 0.02% |
| BROTHER INDUSTRIES LTD SEDOL 6146500 | 0.02% |
| DAITO TRUST CONSTRUCT CO LTD SEDOL 6250508 | 0.02% |
| ENERGY TRANSFER OPERATNG 03.7500 05/15/2030 | 0.02% |
| GENERAL ELECTRIC CO SEDOL 2380498 | 0.02% |
| GSMS 2014-GC22 C 04.8483 06/10/2047 | 0.02% |
| KRAFT HEINZ FOODS CO 03.0000 06/01/2026 | 0.02% |
| MICHELIN (CGDE) SEDOL 4588364 | 0.02% |
| MSBAM 2014-C17 C 04.6367 08/15/2047 | 0.02% |
| POPULAR INC SEDOL B86QM90 | 0.02% |
| SHELL INTERNATIONAL FIN USD 02.8750 05/10/2026 | 0.02% |
| SPECTRUM BRANDS HOLDINGS INC SEDOL BDRYFB1 | 0.02% |
| SUZUKEN CO LTD SEDOL 6865560 | 0.02% |
| TENET HEALTHCARE P/P 144A 04.8750 01/01/2026 | 0.02% |
| WEST JAPAN RAILWAY CO SEDOL 6957995 | 0.02% |
| A2 MILK CO LTD SEDOL 6287250 | 0.02% |
| AES CORP/THE P/P 144A 02.4500 01/15/2031 | 0.02% |
| AIR LEASE CORP 03.2500 10/01/2029 | 0.02% |
| AMERICAN ELECTRIC POWER 04.3000 12/01/2028 | 0.02% |
| ASTELLAS PHARMA INC SEDOL 6985383 | 0.02% |
| BAE SYSTEMS PLC SEDOL 0263494 | 0.02% |
| BANK OF MONTREAL SEDOL 2076009 | 0.02% |
| BPCE SA P/P 144A 04.5000 03/15/2025 | 0.02% |
| CREDIT SUISSE GRP AG P/P 144A 02.1930 06/05/2026 | 0.02% |
| FHLMC FR30 ZS4703 UMBS 03.0000 02/01/2047 | 0.02% |
| FISERV INC 04.2000 10/01/2028 | 0.02% |
| ICL GROUP LTD SEDOL 6455530 | 0.02% |
| ISRAEL DISCOUNT BANK -A SEDOL 6451271 | 0.02% |
| JAPAN POST HOLDINGS CO LTD SEDOL BYT8143 | 0.02% |
| LEVEL 3 FIN INC P/P 144A 04.6250 09/15/2027 | 0.02% |
| LIBERTY MEDIA COR-SIRIUSXM C SEDOL BD8QGH9 | 0.02% |
| MET LIFE GLOB P/P 144A 02.4000 06/17/2022 | 0.02% |
| NORTHROP GRUMMAN CORP 03.2500 01/15/2028 | 0.02% |
| OBAYASHI CORP SEDOL 6656407 | 0.02% |
| ORACLE CORP 02.6500 07/15/2026 | 0.02% |
| PERSIMMON PLC SEDOL 0682538 | 0.02% |
| SILGAN HOLDINGS INC SEDOL 2809324 | 0.02% |
| SPST 2020-6 A 01.9001 09/07/2021 | 0.02% |
| STANLEY ELECTRIC CO LTD SEDOL 6841106 | 0.02% |
| T-MOBILE USA INC P/P 144A 02.2500 11/15/2031 | 0.02% |
| TAKE-TWO INTERACTIVE SOFTWRE SEDOL 2122117 | 0.02% |
| TPAT 2018-SL1 A P/P 144A 00.7493 01/25/2046 | 0.02% |
| AMERICAN FINANCIAL GROUP INC SEDOL 2134532 | 0.02% |
| AUTO TRADER GROUP PLC SEDOL BVYVFW2 | 0.02% |
| CAN IMPERIAL BK OF COMMERCE SEDOL 2170525 | 0.02% |
| CAS 2016-C05 2M2 04.6001 01/25/2029 | 0.02% |
| CITIGROUP INC 04.5000 01/14/2022 | 0.02% |
| CLOROX COMPANY SEDOL 2204026 | 0.02% |
| COMM 2014-CR19 AM 04.0800 08/10/2047 | 0.02% |
| CONSOLIDATED EDISON INC SEDOL 2216850 | 0.02% |
| FINECOBANK SPA SEDOL BNGN9Z1 | 0.02% |
| KIMBERLY-CLARK CORP SEDOL 2491839 | 0.02% |
| KOBE BUSSAN CO LTD SEDOL B14RJB7 | 0.02% |
| LAMB WESTON HOLDINGS P/P 144A 04.8750 11/01/2026 | 0.02% |
| MCDONALD'S HOLDINGS CO JAPAN SEDOL 6371863 | 0.02% |
| MET LIFE GLOB P/P 144A 01.9500 01/13/2023 | 0.02% |
| MICROCHIP TECH INC 04.3330 06/01/2023 | 0.02% |
| NRG P/P 144A 03.7500 06/15/2024 | 0.02% |
| ONO PHARMACEUTICAL CO LTD SEDOL 6660107 | 0.02% |
| ORACLE CORP 01.9000 09/15/2021 | 0.02% |
| PLANTRONICS INC P/P 144A 05.5000 05/31/2023 | 0.02% |
| RAYTHEON TECH CORP P/P 144A 02.5000 12/15/2022 | 0.02% |
| RYOHIN KEIKAKU CO LTD SEDOL 6758455 | 0.02% |
| SPST 2020-WL1 A 01.3001 06/25/2051 | 0.02% |
| TRK 2019-1 A1 04.3356 03/25/2022 | 0.02% |
| VONTIER CORP SEDOL BH4GV32 | 0.02% |
| AMERICAN TOWER CORPORATION 02.7500 01/15/2027 | 0.02% |
| ANHEUSER-BUSCH CO/IN 03.6500 02/01/2026 | 0.02% |
| CENTENE CORP 04.6250 12/15/2029 | 0.02% |
| CREDIT SUISSE GRP AG P/P 144A 06.2500 12/18/2024 | 0.02% |
| CSC HOLDINGS LLC 05.2500 06/01/2024 | 0.02% |
| DIVERSIFIED HEALTHCARE T 09.7500 06/15/2025 | 0.02% |
| ELISA OYJ SEDOL 5701513 | 0.02% |
| EQUITY COMMONWEALTH SEDOL BPH3N63 | 0.02% |
| F5 NETWORKS INC SEDOL 2427599 | 0.02% |
| GLOBAL PAYMENTS INC 04.0000 06/01/2023 | 0.02% |
| HCA INC. 05.3750 09/01/2026 | 0.02% |
| INTERCONTINENTALEXCHANGE 02.6500 09/15/2040 | 0.02% |
| JONES LANG LASALLE INC SEDOL 2040640 | 0.02% |
| JPMBB 2015-C29 B 04.1180 05/15/2048 | 0.02% |
| MRAIT 2020-11 A1X 01.9000 04/23/2021 | 0.02% |
| NORFOLK SOUTHERN CORP SEDOL 2641894 | 0.02% |
| RECRUIT HOLDINGS CO LTD SEDOL BQRRZ00 | 0.02% |
| REPUBLIC OF CHILE USD 02.4500 01/31/2031 | 0.02% |
| SPIRAX-SARCO ENGINEERING PLC SEDOL BWFGQN1 | 0.02% |
| SPST 2020-13 A 01.6501 10/10/2021 | 0.02% |
| SPST 2020-15 A 01.5201 12/10/2021 | 0.02% |
| STAPLES INC P/P 144A 07.5000 04/15/2026 | 0.02% |
| TARGA RESOURCES PART 05.0000 01/15/2028 | 0.02% |
| TORONTO-DOMINION BANK USD 03.6250 09/15/2031 | 0.02% |
| TRADEWEB MARKETS INC-CLASS A SEDOL BJXMVK2 | 0.02% |
| WATCO COS LLC/FI P/P 144A 06.5000 06/15/2027 | 0.02% |
| ACS ACTIVIDADES SEDOL B01FLQ6 | 0.02% |
| AGCO CORP SEDOL 2010278 | 0.02% |
| BANK OF AMERICA CORP 06.1000 12/29/2049 | 0.02% |
| BIOMERIEUX SEDOL BF0LBX7 | 0.02% |
| CAMPBELL SOUP CO SEDOL 2162845 | 0.02% |
| CAS 2017-C01 1M2 03.7001 07/25/2029 | 0.02% |
| CFCRE 2011-C2 E P/P 144A 05.9307 12/15/2047 | 0.02% |
| CIGNA CORP 03.9000 02/15/2022 | 0.02% |
| CISCO SYSTEMS INC 02.2000 02/28/2021 | 0.02% |
| CSAIL 2020-C19 XA IO 01.2419 03/15/2053 | 0.02% |
| EXXON MOBIL CORPORATION 02.2220 03/01/2021 | 0.02% |
| FUJIFILM HOLDINGS CORP SEDOL 6356525 | 0.02% |
| GCP APPLIED TECH P/P 144A 05.5000 04/15/2026 | 0.02% |
| HD SUPPLY HOLDINGS INC SEDOL BBL5981 | 0.02% |
| JAPAN AIRLINES CO LTD SEDOL B8BRV46 | 0.02% |
| JPMBB 2014-C19 C 04.8322 04/15/2047 | 0.02% |
| NETFLIX INC P/P 144A 05.3750 11/15/2029 | 0.02% |
| NOVELIS CORP P/P 144A 04.7500 01/30/2030 | 0.02% |
| RAYTHEON TECH CORP 04.1250 11/16/2028 | 0.02% |
| REPUBLIC OF INDONESIA USD 03.8500 10/15/2030 | 0.02% |
| REPUBLIC OF PARAGUAY REGS 04.7000 03/27/2027 | 0.02% |
| SAMI 2007-AR7 1A1 01.0001 05/25/2047 | 0.02% |
| SHRP 2020-1 NOTE 03.1091 07/25/2024 | 0.02% |
| STACR 2015-DNA3 M3 04.8501 04/25/2028 | 0.02% |
| SWISS LIFE HOLDING AG-REG SEDOL 7437805 | 0.02% |
| WALT DISNEY COMPANY 07.7500 12/01/2045 | 0.02% |
| WILLIS TOWERS WATSON PLC USD 05.7500 03/15/2021 | 0.02% |
| ALLY FINANCIAL INC 08.0000 11/01/2031 | 0.02% |
| ALPHABET INC 03.6250 05/19/2021 | 0.02% |
| BIOGEN INC 03.6250 09/15/2022 | 0.02% |
| BT GROUP PLC SEDOL 3091357 | 0.02% |
| CIGNA CORP 03.7500 07/15/2023 | 0.02% |
| DIGITAL REALTY TRUST LP 04.4500 07/15/2028 | 0.02% |
| DUKE ENERGY CORP 03.1500 08/15/2027 | 0.02% |
| ERAC USA FINANCE LLC P/P 144A 04.5000 02/15/2045 | 0.02% |
| FIRST QUANTUM MINERA P/P 144A 07.5000 04/01/2025 | 0.02% |
| FNMA FN30 AS7154 UMBS 03.0000 05/01/2046 | 0.02% |
| GLOBAL MEDICAL RESPONS L+475 05.7500 10/02/2025 | 0.02% |
| IHEARTCOMMUNICATIONS INC 08.3750 05/01/2027 | 0.02% |
| JOHNSON CONTROLS INTL PL 04.5000 02/15/2047 | 0.02% |
| MBX.FN30.500.10 R USL1M P 01/12/41 BC | 0.02% |
| MERCK & CO INC 03.7000 02/10/2045 | 0.02% |
| MONDELEZ INT HOLD NE P/P 144A 02.1250 09/19/2022 | 0.02% |
| NAVISTAR INTL TLB L+350 03.6500 11/06/2024 | 0.02% |
| NEC CORP SEDOL 6640400 | 0.02% |
| NEUROCRINE BIOSCIENCES INC SEDOL 2623911 | 0.02% |
| ONCOR ELECTRIC DELIV 03.7500 04/01/2045 | 0.02% |
| ORACLE CORP JAPAN SEDOL 6141680 | 0.02% |
| PALO ALTO NETWORKS INC SEDOL B87ZMX0 | 0.02% |
| PULTEGROUP INC. 07.8750 06/15/2032 | 0.02% |
| REPUBLIC OF COLOMBIA USD 03.8750 04/25/2027 | 0.02% |
| TENET HEALTHCARE COR P/P 144A 05.1250 11/01/2027 | 0.02% |
| TEVA PHARMACEUTICALS NE USD 06.0000 04/15/2024 | 0.02% |
| UBS AG LONDON P/P 144A 01.7500 04/21/2022 | 0.02% |
| WFRBS 2014-C22 XA IO 00.9545 09/15/2057 | 0.02% |
| YANGZIJIANG SHIPBUILDING SEDOL B1VT035 | 0.02% |
| AES CORP/THE 05.5000 04/15/2025 | 0.02% |
| CGCMT 2014-GC21 AS 04.0260 05/10/2047 | 0.02% |
| COMCAST CORPORATION 03.3750 02/15/2025 | 0.02% |
| CSC HOLDINGS LLC P/P 144A 07.5000 04/01/2028 | 0.02% |
| DOMINICAN REPUBLIC REGS 06.8750 01/29/2026 | 0.02% |
| DUKE ENERGY CORP 04.2000 06/15/2049 | 0.02% |
| DUKE ENERGY OHIO INC 03.6500 02/01/2029 | 0.02% |
| FISHER PAYKEL SEDOL 6340250 | 0.02% |
| GALAPAGOS NV SEDOL B07Q2V5 | 0.02% |
| HESS MIDSTREAM P P/P 144A 05.6250 02/15/2026 | 0.02% |
| JPMCC 2012-C6 E P/P 144A 05.3237 05/15/2045 | 0.02% |
| KEURIG DR PEPPER INC 04.5970 05/25/2028 | 0.02% |
| LBMLT 2004-1 A2 00.9501 02/25/2034 | 0.02% |
| MATCH GRP HLD II LLC P/P 144A 04.6250 06/01/2028 | 0.02% |
| MIZUHO FINANCIAL GROUP INC SEDOL 6591014 | 0.02% |
| NETFLIX INC. 05.8750 11/15/2028 | 0.02% |
| NOVELIS CORP P/P 144A 05.8750 09/30/2026 | 0.02% |
| ORKLA ASA SEDOL B1VQF42 | 0.02% |
| TRIMBLE INC SEDOL 2903958 | 0.02% |
| WAMU 2005-AR12 1A8 02.9383 10/25/2035 | 0.02% |
| WASTE PRO USA INC P/P 144A 05.5000 02/15/2026 | 0.02% |
| WFRBS 2013-C11 AS 03.3110 03/15/2045 | 0.02% |
| AMUNDI SA SEDOL BYZR014 | 0.02% |
| ARD FINANCE SA P/P 144A 06.5000 06/30/2027 | 0.02% |
| ARES CAPITAL CORP 03.8750 01/15/2026 | 0.02% |
| BANQUE CANTONALE VAUDOIS-REG SEDOL BMFY8R3 | 0.02% |
| BP CAPITAL MARKETS PLC USD 03.2790 09/19/2027 | 0.02% |
| CITIGROUP INC 02.9000 12/08/2021 | 0.02% |
| COMM 2013-CR13 AM 04.4490 11/10/2046 | 0.02% |
| CSAIL 2015-C1 D P/P 144A 03.9104 04/15/2050 | 0.02% |
| EOG RESOURCES INC 02.6250 03/15/2023 | 0.02% |
| FIDELITY NATL INFO SERV 03.7500 05/21/2029 | 0.02% |
| FNMA FN30 AS8074 UMBS 03.0000 10/01/2046 | 0.02% |
| HANKYU HANSHIN HOLDINGS INC SEDOL 6408664 | 0.02% |
| HOME DEPOT INC 02.6250 06/01/2022 | 0.02% |
| JAPAN POST BANK CO LTD SEDOL BYT8165 | 0.02% |
| KAKAKU.COM INC SEDOL 6689533 | 0.02% |
| KOBAYASHI PHARMACEUTICAL CO SEDOL 6149457 | 0.02% |
| MAXIM INTEGRATED PRODUCTS SEDOL 2573760 | 0.02% |
| MSBAM 2012-C6 D P/P 144A 04.6913 11/15/2045 | 0.02% |
| NEWCREST MINING LTD SEDOL 6637101 | 0.02% |
| NEWMARKET CORP SEDOL B01CGF1 | 0.02% |
| OMNICOM GP/OMNICOM CAP 03.6000 04/15/2026 | 0.02% |
| ONEMAIN HOLDINGS INC SEDOL BYSZB89 | 0.02% |
| PERTAMINA PERSERO PT P/P 144A 04.3000 05/20/2023 | 0.02% |
| SOCIETE GENERALE P/P 144A 05.3750 11/18/2050 | 0.02% |
| T-MOBILE USA INC P/P 144A 03.8750 04/15/2030 | 0.02% |
| TRANSUNION SEDOL BYMWL86 | 0.02% |
| VERIZON COMMUNICATIONS 04.4000 11/01/2034 | 0.02% |
| VERIZON COMMUNICATIONS 05.2500 03/16/2037 | 0.02% |
| WESTROCK MWV LLC 08.2000 01/15/2030 | 0.02% |
| WFRBS 2011-C3 D P/P 144A 05.8420 03/15/2044 | 0.02% |
| APPLE INC 02.8500 05/06/2021 | 0.01% |
| APPLE INC 03.8500 05/04/2043 | 0.01% |
| BAFC 2005-B 3M1 00.8215 04/20/2035 | 0.01% |
| BERKSHIRE HATHAWAY FIN 02.8500 10/15/2050 | 0.01% |
| BRAND ENERGY TL L+425 05.2500 06/21/2024 | 0.01% |
| CANTOR FITZGERALD LP P/P 144A 06.5000 06/17/2022 | 0.01% |
| CHEVRON CORP 02.1000 05/16/2021 | 0.01% |
| COX COMM INC P/P 144A 02.9500 10/01/2050 | 0.01% |
| CWALT 2005-59 1A1 00.8065 11/20/2035 | 0.01% |
| DIAMOND 1 FIN/DIAM P/P 144A 06.0200 06/15/2026 | 0.01% |
| ENBRIDGE INC USD 04.5000 06/10/2044 | 0.01% |
| ENDEAVOR ENERGY P/P 144A 05.7500 01/30/2028 | 0.01% |
| ERAC USA FINANCE LLC P/P 144A 07.0000 10/15/2037 | 0.01% |
| FAIRFAX US INC P/P 144A 04.8750 08/13/2024 | 0.01% |
| FISERV INC SEDOL 2342034 | 0.01% |
| GEORGIA-PACIFIC LLC P/P 144A 02.1000 04/30/2027 | 0.01% |
| GLENCORE FUNDING LLC P/P 144A 04.0000 04/16/2025 | 0.01% |
| GOLDEN NUGGET INC P/P 144A 06.7500 10/15/2024 | 0.01% |
| GOLDMAN SACHS GROUP INC 05.7500 01/24/2022 | 0.01% |
| GSMS 2011-GC3 C P/P 144A 05.7066 03/10/2044 | 0.01% |
| IBM CORP 01.8750 08/01/2022 | 0.01% |
| JPMBB 2014-C22 C 04.7054 09/15/2047 | 0.01% |
| KINDER MORGAN INC SEDOL B3NQ4P8 | 0.01% |
| MORGAN STANLEY 05.5000 07/28/2021 | 0.01% |
| MSC 2011-C3 B P/P 144A 05.4191 07/15/2049 | 0.01% |
| PPSI 2004-WCW2 M3 01.2001 10/25/2034 | 0.01% |
| QORVO INC SEDOL BR9YYP4 | 0.01% |
| SOFTBANK GROUP CORP SEDOL 6770620 | 0.01% |
| SOHGO SECURITY SERVICES CO SEDOL 6546359 | 0.01% |
| SPRINT CORP 07.2500 09/15/2021 | 0.01% |
| VIACOMCBS INC 02.9000 01/15/2027 | 0.01% |
| VIACOMCBS INC 04.2000 06/01/2029 | 0.01% |
| WESTPAC BANKING CORP USD 02.9630 11/16/2040 | 0.01% |
| ZOETIS INC 03.9000 08/20/2028 | 0.01% |
| ALLISON TRANSMISSION P/P 144A 04.7500 10/01/2027 | 0.01% |
| ALTICE FRANCE P/P 144A 06.0000 02/15/2028 | 0.01% |
| AMGEN INC 02.6000 08/19/2026 | 0.01% |
| APPLE INC 04.3750 05/13/2045 | 0.01% |
| BMW US CAPITAL LLC P/P 144A 03.9500 08/14/2028 | 0.01% |
| BPCE SA P/P 144A 05.1500 07/21/2024 | 0.01% |
| CAS 2016-C06 1M2 04.4001 04/25/2029 | 0.01% |
| CFCRE 2011-C1 D P/P 144A 06.2553 04/15/2044 | 0.01% |
| CHUBU ELECTRIC POWER CO INC SEDOL 6195609 | 0.01% |
| CITIGROUP INC 03.8870 01/10/2028 | 0.01% |
| COMPASS MIN INTL P/P 144A 06.7500 12/01/2027 | 0.01% |
| CRC ESCROW ISSUER LL P/P 144A 05.2500 10/15/2025 | 0.01% |
| CROWN CASTLE INTL CORP 03.7000 06/15/2026 | 0.01% |
| DELTA/SKYMILES P/P 144A 04.7500 10/20/2028 | 0.01% |
| ENERGY TRANSFER OPERA 05.8750 01/15/2024 | 0.01% |
| FORD MOTOR COMPANY 09.0000 04/22/2025 | 0.01% |
| GNR 2015-H25 BI IO 01.9291 10/20/2065 | 0.01% |
| GOOGLE INC 03.3750 02/25/2024 | 0.01% |
| GRAY TELEVISION INC P/P 144A 07.0000 05/15/2027 | 0.01% |
| GREAT LAKES D&D 08.0000 05/15/2022 | 0.01% |
| GSMS 2015-GC32 AS 04.0180 07/10/2048 | 0.01% |
| GSMS 2017-GS7 AS 03.6630 08/10/2050 | 0.01% |
| GSMS 2019-GC42 AS 03.2117 09/01/2052 | 0.01% |
| HUNTINGTON BANCSHARES 04.3500 02/04/2023 | 0.01% |
| HYATT HOTELS CORP 04.8500 03/15/2026 | 0.01% |
| IRON MOUNTAIN INC P/P 144A 04.8750 09/15/2027 | 0.01% |
| IVORY COAST REGS 05.3750 07/23/2024 | 0.01% |
| JPMCC 2012-C8 D P/P 144A 04.8258 10/15/2045 | 0.01% |
| KRAFT HEINZ FOODS CO 05.0000 07/15/2035 | 0.01% |
| LMAT 2019-GS7 A1 03.2500 11/25/2059 | 0.01% |
| LMAT 2020-GS1 A1 02.8820 10/25/2059 | 0.01% |
| MATTEL INC P/P 144A 05.8750 12/15/2027 | 0.01% |
| MCAS 2019-01 M7 P/P 144A 01.8501 10/15/2049 | 0.01% |
| MTR CORP SEDOL 6290054 | 0.01% |
| NIPPON STEEL CORP SEDOL 6642569 | 0.01% |
| NORDEA BANK ABP P/P 144A 02.2500 05/27/2021 | 0.01% |
| NUCOR CORP SEDOL 2651086 | 0.01% |
| NUTRIEN LTD USD 04.1250 03/15/2035 | 0.01% |
| PACIFIC GAS & ELECTRIC 02.5000 02/01/2031 | 0.01% |
| PETROBRAS GLOBAL FINANCE USD 07.3750 01/17/2027 | 0.01% |
| PM GENERAL PURCHASER P/P 144A 09.5000 10/01/2028 | 0.01% |
| POMEGRANATE MERGER S P/P 144A 09.7500 05/01/2023 | 0.01% |
| REGIONS FINANCIAL CORP 02.7500 08/14/2022 | 0.01% |
| REPUBLIC OF KAZAKHSTAN REGS 05.1250 07/21/2025 | 0.01% |
| REPUBLIC OF SOUTH AFRICA USD 04.8500 09/27/2027 | 0.01% |
| REPUBLICA ORIENT URUGUAY USD 07.6250 03/21/2036 | 0.01% |
| SANOFI SEDOL 5671735 | 0.01% |
| SCIENTIFIC GAMES P/P 144A 07.2500 11/15/2029 | 0.01% |
| SONIC HEALTHCARE LTD SEDOL 6821120 | 0.01% |
| STACR 2016-HQA2 M3 05.3001 11/25/2028 | 0.01% |
| STEVENS HLDG CO INC P/P 144A 06.1250 10/01/2026 | 0.01% |
| TERRIER MEDIA BU P/P 144A 08.8750 12/15/2027 | 0.01% |
| TOWNSQUARE MEDIA INC P/P 144A 06.5000 04/01/2023 | 0.01% |
| TTM TECHNOLOGIES INC P/P 144A 05.6250 10/01/2025 | 0.01% |
| UNIVAR SOLUTIONS P/P 144A 05.1250 12/01/2027 | 0.01% |
| VIATRIS INC P/P 144A 02.3000 06/22/2027 | 0.01% |
| VIDEOTRON LTD USD 05.0000 07/15/2022 | 0.01% |
| VISTRA CORP P/P 144A 04.3000 07/15/2029 | 0.01% |
| VISTRA OPERATION P/P 144A 03.5500 07/15/2024 | 0.01% |
| BAUSCH HLTH COS INC P/P 144A 06.1250 04/15/2025 | 0.01% |
| BECTON DICKINSON AND CO SEDOL 2087807 | 0.01% |
| CARRIAGE SVCS INC P/P 144A 06.6250 06/01/2026 | 0.01% |
| CAS 2016-C03 2M2 06.0501 10/25/2028 | 0.01% |
| CCO HLDGS LLC/CAP C P/P 144A 05.5000 05/01/2026 | 0.01% |
| CELANESE US HOLDINGS LLC 03.5000 05/08/2024 | 0.01% |
| CITIGROUP INC 04.4500 09/29/2027 | 0.01% |
| COMM 2014-CR18 C 04.9015 07/15/2047 | 0.01% |
| CROWN CASTLE INTL CORP 03.6500 09/01/2027 | 0.01% |
| DOMINICAN REPUBLIC REGS 06.5000 02/15/2048 | 0.01% |
| DOW CHEMICAL CO/THE 03.5000 10/01/2024 | 0.01% |
| FHMS K099 X1 IO 01.0055 09/25/2029 | 0.01% |
| FU SHOU YUAN INTERNATIONAL SEDOL BH4TZ73 | 0.01% |
| HARGREAVES LANSDOWN PLC SEDOL B1VZ0M2 | 0.01% |
| HKT TRUST AND HKT LTD-SS SEDOL B4TXDZ3 | 0.01% |
| INTELSAT JACKSON HLD P/P 144A 09.7500 07/15/2025 | 0.01% |
| INTL FLAVOR & FRAGRANCES 04.4500 09/26/2028 | 0.01% |
| KEURIG DR PEPPER INC 04.4170 05/25/2025 | 0.01% |
| LPL HOLDINGS INC P/P 144A 05.7500 09/15/2025 | 0.01% |
| MATTAMY GROUP CORP P/P 144A 05.2500 12/15/2027 | 0.01% |
| MEREDITH CORP 06.8750 02/01/2026 | 0.01% |
| MITSUBISHI UFJ FIN GRP USD 03.5350 07/26/2021 | 0.01% |
| MITSUBISHI UFJ LEASE & FINAN SEDOL 6268976 | 0.01% |
| NEXSTAR ESCROW P/P 144A 05.6250 07/15/2027 | 0.01% |
| NIELSEN CO LUXEM P/P 144A 05.0000 02/01/2025 | 0.01% |
| PARK-OHIO INDUSTRIES INC 06.6250 04/15/2027 | 0.01% |
| PEPTIDREAM INC SEDOL B97SH97 | 0.01% |
| PETROBRAS GLOBAL FINANCE USD 06.1250 01/17/2022 | 0.01% |
| PFIZER INC 03.0000 12/15/2026 | 0.01% |
| REFINITIV US HLDG P/P 144A 06.2500 05/15/2026 | 0.01% |
| ROYAL BANK OF CANADA USD 04.6500 01/27/2026 | 0.01% |
| SABRE GLBL INC P/P 144A 09.2500 04/15/2025 | 0.01% |
| SCOTTS MIRACLE-GRO 04.5000 10/15/2029 | 0.01% |
| SERVICE CORP INTL 05.1250 06/01/2029 | 0.01% |
| SEVEN BANK LTD SEDOL B2NT8S1 | 0.01% |
| SWISS PRIME SITE-REG SEDOL B083BH4 | 0.01% |
| TEVA PHARMACEUTICALS NE USD 06.7500 03/01/2028 | 0.01% |
| THE AES CORPORATION 05.1250 09/01/2027 | 0.01% |
| TOTAL CAPITAL INTL SA USD 02.7500 06/19/2021 | 0.01% |
| UBS GROUP AG P/P 144A 04.1250 04/15/2026 | 0.01% |
| VERTICAL US NEWCO IN P/P 144A 05.2500 07/15/2027 | 0.01% |
| VIDEOTRON LTD / LTEE P/P 144A 05.1250 04/15/2027 | 0.01% |
| WELLS FARGO & COMPANY 05.8750 12/29/2049 | 0.01% |
| WFCM 2013-LC12 C 04.4100 07/15/2046 | 0.01% |
| WFCM 2017-C39 A5 03.4180 09/15/2050 | 0.01% |
| WFRBS 2011-C5 D P/P 144A 05.8443 11/15/2044 | 0.01% |
| WFRBS 2013-C12 AS 03.5600 03/15/2048 | 0.01% |
| WFRBS 2013-UBS1 AS 04.3060 03/15/2046 | 0.01% |
| ALLIANT HOLDINGS P/P 144A 06.7500 10/15/2027 | 0.01% |
| ALPHABET INC 01.9980 08/15/2026 | 0.01% |
| AMGEN INC 04.6630 06/15/2051 | 0.01% |
| ANCESTRY.COM 1L L+400 04.5000 11/24/2027 | 0.01% |
| ARCELORMITTAL USD 07.2500 10/15/2039 | 0.01% |
| BBCMS 2019-C3 B 04.0960 05/15/2052 | 0.01% |
| BMC EAST LLC P/P 144A 05.5000 10/01/2024 | 0.01% |
| BRIDGESTONE CORP SEDOL 6132101 | 0.01% |
| CAS 2016-C01 2M2 07.1001 08/25/2028 | 0.01% |
| CF INDUSTRIES INC 04.9500 06/01/2043 | 0.01% |
| CHUGOKU ELECTRIC POWER CO SEDOL 6195900 | 0.01% |
| CISCO SYSTEMS INC 02.5000 09/20/2026 | 0.01% |
| CITIGROUP INC 04.7500 05/18/2046 | 0.01% |
| CLUBCORP HLDG INC P/P 144A 08.5000 09/15/2025 | 0.01% |
| CMLTI 2005-2 1A2A 03.5546 05/25/2035 | 0.01% |
| CONTINENTAL RES 04.5000 04/15/2023 | 0.01% |
| CREDIT SUISSE GRP AG P/P 144A 03.8690 01/12/2029 | 0.01% |
| DCP MIDSTREAM P/P 144A 06.7500 09/15/2037 | 0.01% |
| DEUTSCHE TELEKOM INT FIN USD 08.7500 06/15/2030 | 0.01% |
| ERAC USA FINANCE LLC P/P 144A 05.6250 03/15/2042 | 0.01% |
| FHLMC FR30 ZS9547 UMBS 04.0000 09/01/2045 | 0.01% |
| FHMS K087 X1 IO 00.5098 12/25/2028 | 0.01% |
| GEBERIT AG-REG SEDOL B1WGG93 | 0.01% |
| GLOBAL PAYMENTS INC 02.9000 05/15/2030 | 0.01% |
| GREIF INC P/P 144A 06.5000 03/01/2027 | 0.01% |
| HOWARD HUGHES CORP P/P 144A 05.3750 03/15/2025 | 0.01% |
| HUSKY III HLDG LTD P/P 144A 13.0000 02/15/2025 | 0.01% |
| HUSKY TLB L+300 03.3614 03/28/2025 | 0.01% |
| ISTAR INC 04.7500 10/01/2024 | 0.01% |
| JOHNSON CONTROLS INTL PL 04.9500 07/02/2064 | 0.01% |
| JPMCC 2013-C16 AS 04.5169 12/15/2046 | 0.01% |
| L3HARRIS TECH INC 04.4000 06/15/2028 | 0.01% |
| MSBAM 2014-C14 C 05.2187 02/15/2047 | 0.01% |
| MSBAM 2014-C15 A4 04.0510 04/15/2047 | 0.01% |
| NZD/USD 01/20/2021 UBS | 0.01% |
| ORTHO-CLINICAL TLB L+325 03.3903 06/30/2025 | 0.01% |
| OSHKOSH CORP 04.6000 05/15/2028 | 0.01% |
| SANTANDER UK GROUP H P/P 144A 04.7500 09/15/2025 | 0.01% |
| SERVICENOW INC 01.4000 09/01/2030 | 0.01% |
| SPRINT CORP 07.6250 03/01/2026 | 0.01% |
| STACR 2017-DNA2 M2 03.6001 10/25/2029 | 0.01% |
| SWEDISH MATCH AB SEDOL 5048566 | 0.01% |
| SWISS RE TREAS P/P 144A 04.2500 12/06/2042 | 0.01% |
| TRANSDIGM INC 05.5000 11/15/2027 | 0.01% |
| TRUIST FINANCIAL CORP 04.8000 12/31/2099 | 0.01% |
| UBSCM 2012-C1 C P/P 144A 05.7545 05/10/2045 | 0.01% |
| UNITEDHEALTH GROUP INC 03.9500 10/15/2042 | 0.01% |
| UNITEDHEALTH GROUP INC 04.7000 02/15/2021 | 0.01% |
| VISTRA OPERATION P/P 144A 05.5000 09/01/2026 | 0.01% |
| WFCM 2013-LC12 AS 04.4100 07/15/2046 | 0.01% |
| WFCM 2014-LC16 XA IO 01.2493 08/15/2050 | 0.01% |
| ZOETIS INC 02.0000 05/15/2030 | 0.01% |
| ABBVIE INC P/P 03.8000 03/15/2025 | 0.01% |
| AIRBUS SE SEDOL 4012250 | 0.01% |
| ALLEGHENY TECHNOLOGIES INC 07.8750 08/15/2023 | 0.01% |
| ALPHABET INC 02.2500 08/15/2060 | 0.01% |
| ALTICE FRANCE P/P 144A 10.5000 05/15/2027 | 0.01% |
| ANALOG DEVICES INC 03.9000 12/15/2025 | 0.01% |
| ANHEUSER-BUSCH INBEV WOR 04.7500 01/23/2029 | 0.01% |
| ANHEUSER-BUSCH INBEV WOR 05.5500 01/23/2049 | 0.01% |
| APPLE INC 02.8500 05/11/2024 | 0.01% |
| ASCEND LEARNING LLC P/P 144A 06.8750 08/01/2025 | 0.01% |
| BANFF MERGER SUB INC P/P 144A 09.7500 09/01/2026 | 0.01% |
| BAUSCH HEALTH COS INC REGS 04.5000 05/15/2023 | 0.01% |
| BAUSCH HLTH AMERICAS P/P 144A 08.5000 01/31/2027 | 0.01% |
| BAUSCH HLTH COS INC P/P 144A 07.0000 03/15/2024 | 0.01% |
| BP CAP MARKETS AMERICA 03.1190 05/04/2026 | 0.01% |
| CD 2017-CD3 A4 03.6310 02/10/2050 | 0.01% |
| CGCMT 2014-GC19 AS 04.3450 03/10/2047 | 0.01% |
| CISCO SYSTEMS INC 05.9000 02/15/2039 | 0.01% |
| COMM 2014-CR17 C 04.9448 05/10/2047 | 0.01% |
| CROWN CASTLE INTL CORP 03.8000 02/15/2028 | 0.01% |
| CSX CORP 04.1000 03/15/2044 | 0.01% |
| DBUBS 2011-LC2A B P/P 144A 04.9980 07/10/2044 | 0.01% |
| DIAMOND SPORTS GR/DI P/P 144A 06.6250 08/15/2027 | 0.01% |
| DISH NETWORK CV 03.3750 08/15/2026 | 0.01% |
| ELANCO ANIMAL HEALTH 05.9000 08/28/2028 | 0.01% |
| EQUINIX INC 03.2000 11/18/2029 | 0.01% |
| HUB INTL LTD P/P 144A 07.0000 05/01/2026 | 0.01% |
| JARDINE MATHESON HLDGS LTD SEDOL 6472119 | 0.01% |
| JPMCC 2013-LC11 X IO 01.3873 04/15/2046 | 0.01% |
| L BRANDS INC 07.5000 06/15/2029 | 0.01% |
| MITSUBISHI UFJ FIN GRP USD 03.8500 03/01/2026 | 0.01% |
| MSBAM 2013-C8 B 03.6941 12/15/2048 | 0.01% |
| NAVISTAR INTL CORP P/P 144A 06.6250 11/01/2025 | 0.01% |
| NOURYON HOLDING BV P/P 144A 08.0000 10/01/2026 | 0.01% |
| NUTRIEN LTD. USD 04.2000 04/01/2029 | 0.01% |
| OSAT 2020-RPL1 A1 03.1990 12/26/2059 | 0.01% |
| PROVIDENT FDG/PFG FI P/P 144A 06.3750 06/15/2025 | 0.01% |
| PRUDENTIAL FINANCIAL INC 05.2000 03/15/2044 | 0.01% |
| REP OF INDONESIA P/P 144A 03.3750 04/15/2023 | 0.01% |
| SHERWIN-WILLIAMS CO 03.4500 06/01/2027 | 0.01% |
| SMURFIT KAPPA TREASURY USD 07.5000 11/20/2025 | 0.01% |
| SOFINA SEDOL 4820301 | 0.01% |
| SOLENIS 1STL L+400 04.2328 06/26/2025 | 0.01% |
| SYNGENTA FINANCE NV P/P 144A 04.8920 04/24/2025 | 0.01% |
| TCI COMMUNICATIONS INC 07.1250 02/15/2028 | 0.01% |
| TREASURY BILL 00.0000 01/26/2021 | 0.01% |
| US BANCORP 02.9500 07/15/2022 | 0.01% |
| WAMU 2004-AR12 A2B 01.0701 10/25/2044 | 0.01% |
| WASTE CONNECTIONS INC 03.5000 05/01/2029 | 0.01% |
| WERNER FINCO LP/INC P/P 144A 08.7500 07/15/2025 | 0.01% |
| WEYERHAEUSER CO 07.3750 03/15/2032 | 0.01% |
| WM MORRISON SUPERMARKETS SEDOL 0604316 | 0.01% |
| WYNN LAS VEGAS P/P 144A 05.2500 05/15/2027 | 0.01% |
| WYNN RESORTS FIN LLC P/P 144A 05.1250 10/01/2029 | 0.01% |
| ALIMENTATION COUCHE-TARD 3.550000 07/26/2027 | 0.01% |
| ALTICE FRANCE P/P 144A 07.3750 05/01/2026 | 0.01% |
| ARDAGH PKG FIN/HLDGS P/P 144A 04.1250 08/15/2026 | 0.01% |
| ARDAGH PKG FIN/HLDGS P/P 144A 05.2500 08/15/2027 | 0.01% |
| BANK 2019-BN20 XA IO 00.9619 09/15/2062 | 0.01% |
| BIG RVR STL/FIN P/P 144A 06.6250 01/31/2029 | 0.01% |
| BOMBARDIER INC P/P 144A 07.8750 04/15/2027 | 0.01% |
| BRISTOL-MYERS 02.2500 08/15/2021 | 0.01% |
| CD 2017-CD6 AM 03.7090 11/13/2050 | 0.01% |
| CHAMPIONX CORP 06.3750 05/01/2026 | 0.01% |
| CHARTER COMM OPT LLC/CAP 04.8000 03/01/2050 | 0.01% |
| CNO FINANCIAL GROUP INC 05.2500 05/30/2029 | 0.01% |
| COMCAST CORP 03.4500 02/01/2050 | 0.01% |
| COMM 2014-LC15 AM 04.1980 04/10/2047 | 0.01% |
| CONSTELLIUM SE P/P 144A 05.8750 02/15/2026 | 0.01% |
| CRED SUIS GP FUN LTD USD 03.4500 04/16/2021 | 0.01% |
| CSAIL 2019-C15 B 04.4757 03/15/2052 | 0.01% |
| CWALT 2006-OA19 A1 00.3265 02/20/2047 | 0.01% |
| DOLLAR GENERAL CORP 03.2500 04/15/2023 | 0.01% |
| DUKE ENERGY PROGRESS LLC 03.3750 09/01/2023 | 0.01% |
| ENDEAVOR ENERGY P/P 144A 06.6250 07/15/2025 | 0.01% |
| ENTERCOM MEDIA CORP P/P 144A 07.2500 11/01/2024 | 0.01% |
| FHMS K104 XAM 01.3839 01/25/2030 | 0.01% |
| FIDELITY NATIONAL INFORM 04.2500 05/15/2028 | 0.01% |
| FIVE CORNERS FUNDING P/P 144A 04.4190 11/15/2023 | 0.01% |
| FORD MOTOR CREDIT CO LLC 04.2710 01/09/2027 | 0.01% |
| FRESENIUS MEDICAL CARE AG & SEDOL 5129074 | 0.01% |
| GSMS 2012-GC6 AS P/P 144A 04.9480 01/12/2045 | 0.01% |
| GSMS 2013-GCJ14 B P/P 144A 04.9013 08/10/2046 | 0.01% |
| GW B-CR SECURITY P/P 144A 09.5000 11/01/2027 | 0.01% |
| HCA INC 04.1250 06/15/2029 | 0.01% |
| HCA INC 05.2500 06/15/2026 | 0.01% |
| ING BANK NV P/P 144A 05.8000 09/25/2023 | 0.01% |
| INTERCONTINENTALEXCHANGE 01.8500 09/15/2032 | 0.01% |
| JPMBB 2013-C12 B 04.2360 07/15/2045 | 0.01% |
| JPMCC 2010-C2 C P/P 144A 05.8430 11/15/2043 | 0.01% |
| JPMCC 2013-LC11 C 03.9582 04/15/2046 | 0.01% |
| KINDER MORGAN ENER PART 03.5000 03/01/2021 | 0.01% |
| L3HARRIS TECH INC 03.8500 12/15/2026 | 0.01% |
| LNSTR 2017-5 AS P/P 144A 04.0210 03/10/2050 | 0.01% |
| MARSH & MCLENNAN COS INC 04.3750 03/15/2029 | 0.01% |
| MARSH & MCLENNAN COS INC 04.9000 03/15/2049 | 0.01% |
| MATCH GRP HLD II LLC P/P 144A 05.0000 12/15/2027 | 0.01% |
| MATTAMY GROUP CORP P/P 144A 04.6250 03/01/2030 | 0.01% |
| MICROCHIP TECH INC P/P 144A 04.2500 09/01/2025 | 0.01% |
| NATIONAL AUSTRALIA BK/NY 02.8750 04/12/2023 | 0.01% |
| NATWEST GROUP PLC USD 04.8920 05/18/2029 | 0.01% |
| ONEMAIN FINANCE CORP 05.3750 11/15/2029 | 0.01% |
| PANTHER BF AGGRE 2 P/P 144A 08.5000 05/15/2027 | 0.01% |
| PUBLICIS GROUPE SEDOL 4380429 | 0.01% |
| RBS GLOBAL/REXNO P/P 144A 04.8750 12/15/2025 | 0.01% |
| ROGERS COMMUNICATIONS IN USD 08.7500 05/01/2032 | 0.01% |
| SABINE PASS LIQUEFACTION 04.2000 03/15/2028 | 0.01% |
| SHIFT4 PAYMENTS LLC P/P 144A 04.6250 11/01/2026 | 0.01% |
| SIX FLAGS THEME PARK P/P 144A 07.0000 07/01/2025 | 0.01% |
| STACR 2014-HQ2 M3 03.9001 09/25/2024 | 0.01% |
| STACR 2016-DNA1 M3 05.6993 07/25/2028 | 0.01% |
| STACR 2016-HQA3 M3 04.0001 03/25/2029 | 0.01% |
| STACR 2017-DNA1 M2 03.4001 07/25/2029 | 0.01% |
| STACR 2020-HQA4 M1 01.4501 09/25/2050 | 0.01% |
| STARWOOD PROP TR 04.7500 03/15/2025 | 0.01% |
| SYNGENTA FINANCE NV P/P 144A 05.1820 04/24/2028 | 0.01% |
| T-MOBILE USA INC 04.7500 02/01/2028 | 0.01% |
| TALLGRASS NRG PRTNR P/P 144A 05.5000 01/15/2028 | 0.01% |
| TRUIST BANK 02.6360 09/17/2029 | 0.01% |
| UNITEDHEALTH GROUP INC 02.7500 02/15/2023 | 0.01% |
| UNIVISION COMM P/P 144A 06.6250 06/01/2027 | 0.01% |
| USI INC/NY P/P 144A 06.8750 05/01/2025 | 0.01% |
| WAMU 2005-AR11 A1B3 00.9501 08/25/2045 | 0.01% |
| WESCO DISTRIBUT P/P 144A 07.2500 06/15/2028 | 0.01% |
| WESTPAC BANKING CORP USD 02.0000 08/19/2021 | 0.01% |
| WFCM 2013-LC12 D P/P 144A 04.4100 07/15/2046 | 0.01% |
| AHM 2007-1 GA1C 00.3401 05/25/2047 | 0.01% |
| AIR METHODS CORP P/P 144A 08.0000 05/15/2025 | 0.01% |
| AKER BP ASA P/P 144A 03.7500 01/15/2030 | 0.01% |
| ALBERTSONS COS LLC P/P 144A 07.5000 03/15/2026 | 0.01% |
| AMERICAN BATH 1L L+450 05.2500 11/19/2027 | 0.01% |
| ANTERO RESOURCES FIN 05.1250 12/01/2022 | 0.01% |
| AUST & NZ BANKING GR P/P 144A 06.7500 12/29/2049 | 0.01% |
| BANCO SANTANDER SA USD 04.3790 04/12/2028 | 0.01% |
| BANCO SANTANDER SA USD 05.1790 11/19/2025 | 0.01% |
| BAUSCH HLTH COS INC P/P 144A 07.2500 05/30/2029 | 0.01% |
| BERKSHIRE HATHAWAY INC-CL B SEDOL 2073390 | 0.01% |
| BGC PARTNERS INC 05.1250 05/27/2021 | 0.01% |
| BMIR 2019-4A M1C P/P 144A 02.6501 10/25/2029 | 0.01% |
| BRISTOL-MYERS SQUIBB CO 01.4500 11/13/2030 | 0.01% |
| BWAY HOLDING CO P/P 144A 07.2500 04/15/2025 | 0.01% |
| CAS 2015-C03 2M2 05.1501 07/25/2025 | 0.01% |
| CAS 2016-C07 2M2 04.5001 05/25/2029 | 0.01% |
| CBRE SERVICES INC 04.8750 03/01/2026 | 0.01% |
| CCO HLDGS LLC/CAP CO P/P 144A 05.7500 02/15/2026 | 0.01% |
| CENOVUS ENERGY INC USD 06.7500 11/15/2039 | 0.01% |
| CHARTER COMM OPT LLC/CAP 03.7000 04/01/2051 | 0.01% |
| CHS/COMMUNITY P/P 144A 06.6250 02/15/2025 | 0.01% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 CS | 0.01% |
| CNO FINANCIAL GROUP INC 05.2500 05/30/2025 | 0.01% |
| COMCAST CORP 04.0490 11/01/2052 | 0.01% |
| COMM 2014-LC15 B 04.5990 04/10/2047 | 0.01% |
| COX COMM INC P/P 144A 03.5000 08/15/2027 | 0.01% |
| DEERE & COMPANY 02.6000 06/08/2022 | 0.01% |
| DEVON ENERGY CORPORATION 07.9500 04/15/2032 | 0.01% |
| DIAMOND SPORTS P/P 144A 05.3750 08/15/2026 | 0.01% |
| DOUBLE EAGLE III MID P/P 144A 07.7500 12/15/2025 | 0.01% |
| DRMT 2020-2 A1 01.6920 05/25/2065 | 0.01% |
| EMIR 2018-1 M1 01.8501 11/25/2028 | 0.01% |
| ENBRIDGE INC USD 04.2500 12/01/2026 | 0.01% |
| ENERGY TRANSFER OPERATNG 05.2000 02/01/2022 | 0.01% |
| FHMS K740 X1 00.7612 09/25/2027 | 0.01% |
| GFL ENVIRON INC P/P 144A 05.1250 12/15/2026 | 0.01% |
| GOEASY LTD P/P 144A 05.3750 12/01/2024 | 0.01% |
| HONGKONG LAND HOLDINGS LTD SEDOL 6434915 | 0.01% |
| HUDBAY MINERALS INC P/P 144A 07.6250 01/15/2025 | 0.01% |
| ICAHN ENTER/FIN 06.2500 05/15/2026 | 0.01% |
| ISTAR INC. 04.2500 08/01/2025 | 0.01% |
| KINDER MORGAN INC/DELAWA 07.7500 01/15/2032 | 0.01% |
| LIONS GATE CAP HOLD P/P 144A 06.3750 02/01/2024 | 0.01% |
| LLOYDS BANKING GROUP PLC USD 04.5000 11/04/2024 | 0.01% |
| LLOYDS BANKING GROUP PLC USD 04.6500 03/24/2026 | 0.01% |
| MASTEC INC P/P 144A 04.5000 08/15/2028 | 0.01% |
| MERCER INTL INC USD 05.5000 01/15/2026 | 0.01% |
| MEREDITH CORP P/P 144A 06.5000 07/01/2025 | 0.01% |
| MSBAM 2015-C24 B 04.4870 05/15/2048 | 0.01% |
| MWST 2020-1 A 01.0501 10/25/2053 | 0.01% |
| NETFLIX INC 04.8750 04/15/2028 | 0.01% |
| NEWELL BRANDS INC 04.7000 04/01/2026 | 0.01% |
| NORDSTROM INC P/P 144A 08.7500 05/15/2025 | 0.01% |
| NZD/USD 01/20/2021 MSCIL | 0.01% |
| OCCIDENTAL PETROLEUM COR 06.4500 09/15/2036 | 0.01% |
| PACIFIC GAS & ELECTRIC 02.9500 03/01/2026 | 0.01% |
| PENNYMAC FIN SVCS IN P/P 144A 05.3750 10/15/2025 | 0.01% |
| PENSKE TRUCK LEASING P/P 144A 03.9000 02/01/2024 | 0.01% |
| PRECISION DRILL P/P 144A 07.1250 01/15/2026 | 0.01% |
| PRIME SECURITY SVCS P/P 144A 06.2500 01/15/2028 | 0.01% |
| REP OF INDONESIA P/P 144A 04.7500 01/08/2026 | 0.01% |
| SERVICE CORPORATION INTL 04.6250 12/15/2027 | 0.01% |
| SHELL INTERNATIONAL FIN USD 01.8750 05/10/2021 | 0.01% |
| SINCLAIR TELE P/P 144A 05.5000 03/01/2030 | 0.01% |
| STACR 2016-HQA1 M3 06.5001 09/25/2028 | 0.01% |
| STATION CASINOS LLC P/P 144A 04.5000 02/15/2028 | 0.01% |
| TRIPADVISOR INC P/P 144A 07.0000 07/15/2025 | 0.01% |
| UBS GROUP AG REGS 06.8750 12/29/2049 | 0.01% |
| UBSCM 2017-C7 XA IO 01.1877 12/15/2050 | 0.01% |
| UBSCM 2018-C8 XA IO 01.0313 02/15/2051 | 0.01% |
| USA COMPRESSION PART 06.8750 04/01/2026 | 0.01% |
| WAMU 2007-HY2 1A1 03.3332 12/25/2036 | 0.01% |
| WESTROCK MWV LLC 07.9500 02/15/2031 | 0.01% |
| WFCM 2015-NXS3 AS 03.9720 09/15/2057 | 0.01% |
| WFCM 2019-C49 AS 04.2440 03/15/2052 | 0.01% |
| WFRBS 2014-C24 XA IO 00.9787 11/15/2047 | 0.01% |
| WR GRACE & CO-CONN P/P 144A 05.6250 10/01/2024 | 0.01% |
| 1011778 BC / NEW RED P/P 144A 03.8750 01/15/2028 | 0.01% |
| ABC-MART INC SEDOL 6292102 | 0.01% |
| AG ISSUER LLC P/P 144A 06.2500 03/01/2028 | 0.01% |
| ALTICE FRANCE SA P/P 144A 05.5000 01/15/2028 | 0.01% |
| AMERICAN AXLE & MFG INC 06.8750 07/01/2028 | 0.01% |
| AROUNDTOWN SA SEDOL BF0CK44 | 0.01% |
| ARRW 2019-3 A3 03.4160 10/25/2048 | 0.01% |
| ASCENT RESOURCES/AEU P/P 144A 10.0000 04/01/2022 | 0.01% |
| ATOTECH ALPHA 2 BV P/P 144A 08.7500 06/01/2023 | 0.01% |
| ATOTECH ALPHA 3 BV P/P 144A 06.2500 02/01/2025 | 0.01% |
| AUD/USD 01/20/2021 HSBCB | 0.01% |
| AUST & NZ BANKING GR P/P 144A 02.5700 11/25/2035 | 0.01% |
| BANK OF AMERICA CORP 02.4960 02/13/2031 | 0.01% |
| BEACON ROOFING SUPP P/P 144A 04.8750 11/01/2025 | 0.01% |
| BECTON DICKINSON AND CO 02.8230 05/20/2030 | 0.01% |
| BOISE CASCADE CO P/P 144A 04.8750 07/01/2030 | 0.01% |
| BOXER PARENT CO INC P/P 144A 09.1250 03/01/2026 | 0.01% |
| BRDCOM CRP / FIN 03.8750 01/15/2027 | 0.01% |
| BRISTOL-MYERS 03.4000 07/26/2029 | 0.01% |
| BUILDERS FIRSTSOURCE P/P 144A 06.7500 06/01/2027 | 0.01% |
| CAMDEN PROPERTY TRUST 04.8750 06/15/2023 | 0.01% |
| CANPACK SA EASTERN L P/P 144A 03.1250 11/01/2025 | 0.01% |
| CAS 2017-C01 1EB1 01.4001 07/25/2029 | 0.01% |
| CHARTER COMM OPT LLC/CAP 03.7500 02/15/2028 | 0.01% |
| COMCAST CORP 03.1500 03/01/2026 | 0.01% |
| CONTINENTAL RESOURCES 04.3750 01/15/2028 | 0.01% |
| CROWN CORK & SEAL CO INC 07.3750 12/15/2026 | 0.01% |
| CSC HOLDINGS LLC P/P 144A 05.7500 01/15/2030 | 0.01% |
| DIAMOND 1 FIN/DIAMON P/P 144A 08.3500 07/15/2046 | 0.01% |
| EPICOR SOFTWARE TLB L+425 05.2500 07/30/2027 | 0.01% |
| EQUINIX INC 05.3750 05/15/2027 | 0.01% |
| ESH HOSPITALITY INC P/P 144A 05.2500 05/01/2025 | 0.01% |
| FISERV INC 03.5000 07/01/2029 | 0.01% |
| FREEDOM MTGE CORP P/P 144A 08.1250 11/15/2024 | 0.01% |
| FREEDOM MTGE CORP P/P 144A 08.2500 04/15/2025 | 0.01% |
| FRONTIER COMM 10.5000 09/15/2022 | 0.01% |
| FRONTIER COMM P/P 144A 05.8750 10/15/2027 | 0.01% |
| GBP/USD 12/16/2020 MSCIL | 0.01% |
| GENERAL MOTORS CO 06.1250 10/01/2025 | 0.01% |
| GLENCORE FUNDING LLC P/P 144A 04.6250 04/29/2024 | 0.01% |
| GLP CAPITAL LP / FIN II 05.2500 06/01/2025 | 0.01% |
| GOLDEN NUGGET INC P/P 144A 08.7500 10/01/2025 | 0.01% |
| GSMS 2014-GC22 XA IO 01.1372 06/10/2047 | 0.01% |
| HESS MIDSTREAM P P/P 144A 05.1250 06/15/2028 | 0.01% |
| HOLLY PAR/FIN P/P 144A 05.0000 02/01/2028 | 0.01% |
| HONEYWELL INTL 03.8120 11/21/2047 | 0.01% |
| IHEARTCOMMUNICATIONS INC 06.3750 05/01/2026 | 0.01% |
| INGEVITY CORP P/P 144A 03.8750 11/01/2028 | 0.01% |
| INTELLIGENT PACK P/P 144A 06.0000 09/15/2028 | 0.01% |
| ISTAR INC 05.5000 02/15/2026 | 0.01% |
| KFC HLD/PIZZA HUT/TA P/P 144A 05.2500 06/01/2026 | 0.01% |
| KKR GROUP FIN CO III P/P 144A 05.1250 06/01/2044 | 0.01% |
| LADDER CAP FINAN P/P 144A 04.2500 02/01/2027 | 0.01% |
| LIONS GATE CAP HOLD P/P 144A 05.8750 11/01/2024 | 0.01% |
| MEG ENERGY CORP P/P 144A 06.5000 01/15/2025 | 0.01% |
| MICROSOFT CORP 02.4000 02/06/2022 | 0.01% |
| MONDELEZ INTL HLDING P/P 144A 02.0000 10/28/2021 | 0.01% |
| MSC 2011-C3 D P/P 144A 05.4191 07/15/2049 | 0.01% |
| NATIONSTAR MTG HLD I P/P 144A 05.5000 08/15/2028 | 0.01% |
| NEWFIELD EXPLORATION CO 05.7500 01/30/2022 | 0.01% |
| NEWS CORP - CLASS A SEDOL BBGVT40 | 0.01% |
| NRG ENERGY INC. 07.2500 05/15/2026 | 0.01% |
| NSTAR ELECTRIC CO 02.3750 10/15/2022 | 0.01% |
| NUTRITION & BIO P/P 144A 02.3000 11/01/2030 | 0.01% |
| ONEMAIN FINANCE CORP 06.8750 03/15/2025 | 0.01% |
| POWER SOLUTIONS TLB L+350 03.6455 04/30/2026 | 0.01% |
| QVC INC 04.8500 04/01/2024 | 0.01% |
| RITE AID CORP P/P 144A 08.0000 11/15/2026 | 0.01% |
| RMLT 2020-2 A2 02.5080 05/25/2060 | 0.01% |
| SPECTRA ENERGY PARTNERS 03.3750 10/15/2026 | 0.01% |
| STACR 2015-HQA2 M3 04.9501 05/25/2028 | 0.01% |
| STACR 2020-HQA1 M2 02.0501 01/25/2050 | 0.01% |
| STANDARD IND INC P/P 144A 03.3750 01/15/2031 | 0.01% |
| SUGAR HSP GAMING P/P 144A 05.8750 05/15/2025 | 0.01% |
| TENNANT CO 05.6250 05/01/2025 | 0.01% |
| TPMT 2016-5 M2 P/P 144A 03.3750 10/25/2056 | 0.01% |
| TRANSDIGM INC 06.3750 06/15/2026 | 0.01% |
| TYLER TECHNOLOGIES INC SEDOL 2909644 | 0.01% |
| UNITED MEXICAN STATES USD 02.6590 05/24/2031 | 0.01% |
| VERTICAL HOLDCO GMBH P/P 144A 07.6250 07/15/2028 | 0.01% |
| WHITE CAP BUYER LLC P/P 144A 06.8750 10/15/2028 | 0.01% |
| WHITE CAP TLB L+400 04.5000 10/19/2027 | 0.01% |
| WPX ENERGY INC 05.2500 10/15/2027 | 0.01% |
| WPX ENERGY INC 05.8750 06/15/2028 | 0.01% |
| 1011778 BC / NEW RED P/P 144A 04.0000 10/15/2030 | 0.01% |
| 1011778 BC ULC / P/P 144A 04.3750 01/15/2028 | 0.01% |
| ADMIRAL GROUP PLC SEDOL B02J639 | 0.01% |
| ALIMEN COUCHE P/P 144A 02.9500 01/25/2030 | 0.01% |
| AMERICAN TOWER CORP 02.9000 01/15/2030 | 0.01% |
| AMSTED INDUSTRIES P/P 144A 04.6250 05/15/2030 | 0.01% |
| AMSTED INDUSTRIES P/P 144A 05.6250 07/01/2027 | 0.01% |
| APPLE INC 03.4500 05/06/2024 | 0.01% |
| ARRW 2019-1 A3 04.2080 01/25/2049 | 0.01% |
| AUD/USD 01/20/2021 RBSF | 0.01% |
| BALL CORP SEDOL 2073022 | 0.01% |
| BAUSCH HLTH COS INC P/P 144A 05.5000 11/01/2025 | 0.01% |
| BAUSCH HLTH COS INC P/P 144A 06.2500 02/15/2029 | 0.01% |
| BLACK KNIGHT INFOSER P/P 144A 03.6250 09/01/2028 | 0.01% |
| BMIR 2020-2A M1A 02.4501 08/26/2030 | 0.01% |
| BRAND ENERGY & I P/P 144A 08.5000 07/15/2025 | 0.01% |
| CAS 2014-C03 2M2 03.0501 07/25/2024 | 0.01% |
| CAS 2014-C04 1M2 05.0501 11/25/2024 | 0.01% |
| CCO HOLDINGS LLC P/P 144A 04.5000 05/01/2032 | 0.01% |
| CENTENE CORP P/P 144A 05.3750 08/15/2026 | 0.01% |
| CHS/COMMUNITY HEALT P/P 144A 08.1250 06/30/2024 | 0.01% |
| CITIGROUP INC 04.6000 03/09/2026 | 0.01% |
| CLARIOS GLOBAL LP P/P 144A 06.7500 05/15/2025 | 0.01% |
| CLEAN HARBORS INC P/P 144A 04.8750 07/15/2027 | 0.01% |
| CLEAR CHANNEL WORLDW P/P 144A 05.1250 08/15/2027 | 0.01% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS | 0.01% |
| COLOPLAST-B SEDOL B8FMRX8 | 0.01% |
| COMCAST CORP 03.9990 11/01/2049 | 0.01% |
| COMM 2013-CR11 XA IO 01.0866 08/10/2050 | 0.01% |
| COMM 2014-CR17 XA IO 01.1300 05/10/2047 | 0.01% |
| COMM 2014-UBS6 XA IO 01.0361 12/10/2047 | 0.01% |
| COMMSCOPE TECH LLC P/P 144A 06.0000 06/15/2025 | 0.01% |
| COMSTOCK RE INC P/P 144A 07.5000 05/15/2025 | 0.01% |
| CONCHO RESOURCES INC 03.7500 10/01/2027 | 0.01% |
| DEVON ENERGY CORPORATION 07.8750 09/30/2031 | 0.01% |
| DH EUROPE FINANCE II USD 03.4000 11/15/2049 | 0.01% |
| DIAMOND 1 FIN/DIAMON P/P 144A 07.1250 06/15/2024 | 0.01% |
| DIAMONDBACK ENERGY INC 03.2500 12/01/2026 | 0.01% |
| DOMINO'S PIZZA INC SEDOL B01SD70 | 0.01% |
| ENERGY TRANSFER OPERATNG 02.9000 05/15/2025 | 0.01% |
| ENERGY TRANSFER OPERATNG 06.1250 12/15/2045 | 0.01% |
| ENTERCOM MEDIA CORP P/P 144A 06.5000 05/01/2027 | 0.01% |
| ENTERPRISE PRODUCTS OPER 02.8000 01/31/2030 | 0.01% |
| ERIE INDEMNITY COMPANY-CL A SEDOL 2311711 | 0.01% |
| GAMESA SEDOL B01CP21 | 0.01% |
| GENESYS TELECOMMUNICAT L+400 04.7500 10/08/2027 | 0.01% |
| GFL ENVIRONMENTA P/P 144A 08.5000 05/01/2027 | 0.01% |
| GMAC CAPITAL TRUST I PCT 06.0070 | 0.01% |
| GNR 2013-99 AS IO 05.9035 06/20/2043 | 0.01% |
| GNR 2015-H26 EI IO 01.7168 10/20/2065 | 0.01% |
| GNR 2017-162 QI IO 05.0000 10/11/2047 | 0.01% |
| GOLDMAN SACHS GROUP INC 06.7500 10/01/2037 | 0.01% |
| HANESBRANDS INC P/P 144A 04.6250 05/15/2024 | 0.01% |
| HCA INC. 05.5000 06/15/2047 | 0.01% |
| HORMEL FOODS CORP SEDOL 2437264 | 0.01% |
| IHEARTCOMMUNICATI L+400 04.7500 05/01/2026 | 0.01% |
| INDIGO NATURAL P/P 144A 06.8750 02/15/2026 | 0.01% |
| ITRON INC P/P 144A 05.0000 01/15/2026 | 0.01% |
| JPALT 2007-S1 A1 00.4301 04/25/2047 | 0.01% |
| JPMORGAN CHASE & CO 02.9560 05/13/2031 | 0.01% |
| KINDER MORGAN ENER PART 03.4500 02/15/2023 | 0.01% |
| KINDER MORGAN ENER PART 05.4000 09/01/2044 | 0.01% |
| LADDER CAP FIN LLLP P/P 144A 05.2500 10/01/2025 | 0.01% |
| LAMB WESTON HLD P/P 144A 04.8750 05/15/2028 | 0.01% |
| LEVEL 3 FIN INC P/P 144A 04.2500 07/01/2028 | 0.01% |
| LMAT 2020-GS5 A1 03.2500 06/25/2060 | 0.01% |
| MARRIOTT INTERNATIONAL 04.6250 06/15/2030 | 0.01% |
| MARRIOTT INTERNATIONAL 05.7500 05/01/2025 | 0.01% |
| MBX.FN30.500.10 R USL1M P 01/12/41 CI | 0.01% |
| MET LIFE GLOB FUND P/P 144A 03.0000 01/10/2023 | 0.01% |
| MOODY'S CORPORATION 02.5500 08/18/2060 | 0.01% |
| NATIONAL GRID PLC SEDOL BDR05C0 | 0.01% |
| NCHET 2003-4 M1 01.2751 10/25/2033 | 0.01% |
| NEUBERGER BERMAN GRP P/P 144A 04.8750 04/15/2045 | 0.01% |
| NIELSEN FIN LLC/CO P/P 144A 05.6250 10/01/2028 | 0.01% |
| NOBLE ENERGY INC 06.0000 03/01/2041 | 0.01% |
| OCCIDENTAL PETROLEUM COR 06.6250 09/01/2030 | 0.01% |
| OUTFRONT MEDIA C P/P 144A 06.2500 06/15/2025 | 0.01% |
| PACKAGING CORP OF AMERIC 04.5000 11/01/2023 | 0.01% |
| PENN NATIONAL GAMING P/P 144A 05.6250 01/15/2027 | 0.01% |
| PNC FINANCIAL SERVICES 03.3000 03/08/2022 | 0.01% |
| PPL CAPITAL FUNDING INC 04.2000 06/15/2022 | 0.01% |
| RATTLER MIDSTREAM LP P/P 144A 05.6250 07/15/2025 | 0.01% |
| REPUBLIC OF PERU USD 05.6250 11/18/2050 | 0.01% |
| SABINE PASS LIQUEFAC 05.7500 05/15/2024 | 0.01% |
| SS&C TECH INC P/P 144A 05.5000 09/30/2027 | 0.01% |
| THE GAP INC. P/P 144A 08.3750 05/15/2023 | 0.01% |
| TMS INTL HLDG CORP P/P 144A 07.2500 08/15/2025 | 0.01% |
| TOPBUILD CORP P/P 144A 05.6250 05/01/2026 | 0.01% |
| TRONOX FINANCE PLC P/P 144A 05.7500 10/01/2025 | 0.01% |
| WAMU 2005-AR9 A1C3 01.1101 07/25/2045 | 0.01% |
| WFRBS 2013-C15 D P/P 144A 04.6431 08/15/2046 | 0.01% |
| WOLVERINE WORLD WIDE P/P 144A 05.0000 09/01/2026 | 0.01% |
| WPX ENERGY INC 08.2500 08/01/2023 | 0.01% |
| WR GRACE & CO-CONN P/P 144A 04.8750 06/15/2027 | 0.01% |
| 0.35 R ISWP FWD US0003M P 12/16/2025 | 0.00% |
| APACHE CORP 04.3750 10/15/2028 | 0.00% |
| ASCEND LEARNING LLC P/P 144A 06.8750 08/01/2025 | 0.00% |
| BWAY CORP TLB L+325 03.4795 04/03/2024 | 0.00% |
| CALPINE CORP P/P 144A 05.2500 06/01/2026 | 0.00% |
| CAS 2015-C02 2M2 04.1501 05/25/2025 | 0.00% |
| CENTENE ESCROW I CO P/P 144A 05.3750 06/01/2026 | 0.00% |
| CFCRE 2011-C2 D P/P 144A 05.9307 12/15/2047 | 0.00% |
| CGCMT 2014-GC19 D P/P 144A 05.2622 03/10/2047 | 0.00% |
| CLEAR CHANNEL WORLD 09.2500 02/15/2024 | 0.00% |
| COLT 2020-2 A1 01.8530 03/25/2065 | 0.00% |
| COMSTOCK RESOURCES INC 09.7500 08/15/2026 | 0.00% |
| CON EDISON CO OF NY INC 04.2000 03/15/2042 | 0.00% |
| CROWN AMER/CAP 04.7500 02/01/2026 | 0.00% |
| CSC HOLDINGS LLC 06.7500 11/15/2021 | 0.00% |
| CVS HEALTH CORP 03.7000 03/09/2023 | 0.00% |
| CVS PASS-THROUGH P/P 144A 04.7040 01/10/2036 | 0.00% |
| DIAMONDBACK ENERGY INC 04.7500 05/31/2025 | 0.00% |
| DISCOVERY COMMUNICATIONS 03.6250 05/15/2030 | 0.00% |
| DRESDNER FDG TRST I P/P 144A 08.1510 06/30/2031 | 0.00% |
| EQUINOR ASA USD 05.1000 08/17/2040 | 0.00% |
| FIFTH THIRD BANCORP 05.1000 12/29/2049 | 0.00% |
| FREEPORT-MCMORAN INC 05.4500 03/15/2043 | 0.00% |
| GENERAL MOTORS FINL CO 04.3000 07/13/2025 | 0.00% |
| GLENCORE FUNDING LLC P/P 144A 01.6250 09/01/2025 | 0.00% |
| GLP CAPITAL LP / FIN II 05.3750 04/15/2026 | 0.00% |
| GNMA GII30 BL6161 06.0000 12/20/2048 | 0.00% |
| GNR 2015-H24 BI IO 01.6067 08/20/2065 | 0.00% |
| GNR 2016-123 LI IO 03.5000 03/20/2044 | 0.00% |
| GRAPHIC PACKAGIN P/P 144A 03.5000 03/01/2029 | 0.00% |
| HK ELECTRIC INVEST SEDOL BJ3WDZ1 | 0.00% |
| HSBC USA INC 03.5000 06/23/2024 | 0.00% |
| ICAHN ENTER 04.7500 09/15/2024 | 0.00% |
| ICAHN ENTER/FIN 05.2500 05/15/2027 | 0.00% |
| ICAHN ENTER/FIN 06.7500 02/01/2024 | 0.00% |
| IHS MARKIT LTD USD 04.7500 08/01/2028 | 0.00% |
| INTERNATIONAL LEASE FIN CORP 05.8750 08/15/2022 | 0.00% |
| IPALCO ENTPRS IN 03.7000 09/01/2024 | 0.00% |
| IRB HOLDING CORP P/P 144A 07.0000 06/15/2025 | 0.00% |
| JPMORGAN CHASE & CO 06.1000 02/01/2049 | 0.00% |
| KFC HLD/PIZZA HUT/TA P/P 144A 04.7500 06/01/2027 | 0.00% |
| LIVE NATION ENT P/P 144A 06.5000 05/15/2027 | 0.00% |
| LIVE NATION ENTERTAI P/P 144A 05.6250 03/15/2026 | 0.00% |
| LOUISIANA-PACIFIC CORPORATION 04.8750 09/15/2024 | 0.00% |
| MBX.FN30.500.09 R USL1M P 01/12/40 BC | 0.00% |
| MERCK & CO. INC. 02.7500 02/10/2025 | 0.00% |
| MLMI 2005-A2 A2 03.7900 02/25/2035 | 0.00% |
| MSRR 2015-R4 CB1 00.9748 08/26/2047 | 0.00% |
| NETFLIX INC. 06.3750 05/15/2029 | 0.00% |
| NEWELL BRANDS INC 04.8750 06/01/2025 | 0.00% |
| NIELSEN FIN LLC/CO P/P 144A 05.0000 04/15/2022 | 0.00% |
| NN GROUP NV SEDOL BNG8PQ9 | 0.00% |
| NORTHRIVER MIDSTREAM P/P 144A 05.6250 02/15/2026 | 0.00% |
| NZD/USD 01/20/2021 BCAP-FX | 0.00% |
| OASIS PETROLEUM INC SEDOL BLDDYB1 | 0.00% |
| OCCIDENTAL PETROLEUM COR 04.8500 03/15/2021 | 0.00% |
| ONEMAIN FINANCE CORP 06.6250 01/15/2028 | 0.00% |
| OTIS WORLDWIDE CORP 02.5650 02/15/2030 | 0.00% |
| PACIFIC GAS & ELECTRIC 03.3000 03/15/2027 | 0.00% |
| PENSKE AUTOMOTIVE GROUP 05.3750 12/01/2024 | 0.00% |
| PETROLEOS MEXICANOS USD 07.6900 01/23/2050 | 0.00% |
| PHILLIPS 66 SEDOL B78C4Y8 | 0.00% |
| RITE AID CORP P/P 144A 07.5000 07/01/2025 | 0.00% |
| SABINE PASS LIQUEF 05.0000 03/15/2027 | 0.00% |
| SEK/USD 12/16/2020 GSFX | 0.00% |
| SERVICE CORP INTL 03.3750 08/15/2030 | 0.00% |
| SIX FLAGS ENT P/P 144A 05.5000 04/15/2027 | 0.00% |
| SOLENIS 2NDL L+850 08.7330 06/26/2026 | 0.00% |
| SOLERA LLC / SOLERA P/P 144A 10.5000 03/01/2024 | 0.00% |
| TENET HEALTHCARE 04.6250 07/15/2024 | 0.00% |
| TRANSDIGM INC. 06.5000 07/15/2024 | 0.00% |
| TRANSOCEAN POSEIDON P/P 144A 06.8750 02/01/2027 | 0.00% |
| TRI POINTE GROUP / HOMES 05.8750 06/15/2024 | 0.00% |
| TRI POINTE GROUP INC 05.7000 06/15/2028 | 0.00% |
| UNITEDHEALTH GROUP INC 02.8750 03/15/2022 | 0.00% |
| UNIVISION COMM P/P 144A 09.5000 05/01/2025 | 0.00% |
| UNIVISION COMM INC. P/P 144A 05.1250 02/15/2025 | 0.00% |
| VALVOLINE INC P/P 144A 04.2500 02/15/2030 | 0.00% |
| VISTRA CORP P/P 144A 05.0000 07/31/2027 | 0.00% |
| VISTRA CORP P/P 144A 05.6250 02/15/2027 | 0.00% |
| WESCO DISTRIBUT P/P 144A 07.1250 06/15/2025 | 0.00% |
| WESTERN DIGITAL CORPORATION 04.7500 02/15/2026 | 0.00% |
| WFCM 2016-LC25 XA IO 01.1158 12/15/2059 | 0.00% |
| WMG ACQUISITION CORP P/P 144A 03.0000 02/15/2031 | 0.00% |
| WOLVERINE WORLD WIDE P/P 144A 06.3750 05/15/2025 | 0.00% |
| WPX ENERGY INC 05.7500 06/01/2026 | 0.00% |
| ZIGGO BV P/P 144A 05.5000 01/15/2027 | 0.00% |
| ABC SUPPLY CO INC P/P 144A 04.0000 01/15/2028 | 0.00% |
| ALLISON TRANSMISSION P/P 144A 03.7500 01/30/2031 | 0.00% |
| AMPOL LTD SEDOL BM91201 | 0.00% |
| APACHE CORP 05.1000 09/01/2040 | 0.00% |
| AUD/USD 01/20/2021 CSI-FX | 0.00% |
| AZRIELI GROUP LTD SEDOL B5MN1W0 | 0.00% |
| BAUSCH HLTH COS INC P/P 144A 07.0000 01/15/2028 | 0.00% |
| BERKSHIRE HATHAWAY FIN 04.3000 05/15/2043 | 0.00% |
| BERRY GLOBAL INC P/P 144A 05.6250 07/15/2027 | 0.00% |
| BLACKSTONE HLDG FINA P/P 144A 01.6000 03/30/2031 | 0.00% |
| BMW US CAPITAL LLC P/P 144A 03.4000 08/13/2021 | 0.00% |
| BOYD GAMING CORP 04.7500 12/01/2027 | 0.00% |
| BOYD GAMING CORP P/P 144A 08.6250 06/01/2025 | 0.00% |
| BOYD GAMING CORPORATION 06.0000 08/15/2026 | 0.00% |
| BROOKFIELD RESID P/P 144A 06.2500 09/15/2027 | 0.00% |
| CABOT OIL & GAS CORP | 0.00% |
| CAD/USD 01/20/2021 MSCIL | 0.00% |
| CAPITAL ONE FINANCIAL CO 04.2000 10/29/2025 | 0.00% |
| CARNIVAL CORP P/P 144A 11.5000 04/01/2023 | 0.00% |
| CCO HOLDINGS LLC P/P 144A 04.5000 08/15/2030 | 0.00% |
| CELANESE US HOLDINGS LLC 04.6250 11/15/2022 | 0.00% |
| CENTENE CORP 03.0000 10/15/2030 | 0.00% |
| CGCMT 2014-GC21 X IO 01.3347 05/10/2047 | 0.00% |
| CHS/COMMUNITY HEALTH P/P 144A 08.0000 03/15/2026 | 0.00% |
| CINEMARK USA INC 05.1250 12/15/2022 | 0.00% |
| CLEARWATER PAPER COR P/P 144A 04.7500 08/15/2028 | 0.00% |
| CLP/USD 01/20/2021 CITI | 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 CS | 0.00% |
| COMCAST CORP 02.3500 01/15/2027 | 0.00% |
| COMMSCOPE INC P/P 144A 06.0000 03/01/2026 | 0.00% |
| COMMSCOPE INC P/P 144A 08.2500 03/01/2027 | 0.00% |
| COMPASS MINERALS INT P/P 144A 04.8750 07/15/2024 | 0.00% |
| COMSTOCK RESOURCES 09.7500 08/15/2026 | 0.00% |
| CONTINENTAL RESO P/P 144A 05.7500 01/15/2031 | 0.00% |
| CWALT 2005-27 1A1 01.7129 08/25/2035 | 0.00% |
| DCP MIDSTREAM OPERATING 05.6250 07/15/2027 | 0.00% |
| DEVON ENERGY CORPORATION 05.6000 07/15/2041 | 0.00% |
| DUKE ENERGY INDIANA LLC 06.4500 04/01/2039 | 0.00% |
| ENDO DAC/ENDO FI P/P 144A 06.0000 06/30/2028 | 0.00% |
| ENDO DAC/ENDO FI P/P 144A 09.5000 07/31/2027 | 0.00% |
| EPICOR SOFTWARE 2NDL L+775 08.7500 07/30/2028 | 0.00% |
| FHR 3829 AS IO 06.8091 03/15/2041 | 0.00% |
| FOX CORP - CLASS B SEDOL BJJMGY5 | 0.00% |
| FREEPORT-MCMORAN INC 04.3750 08/01/2028 | 0.00% |
| FREEPORT-MCMORAN INC 04.6250 08/01/2030 | 0.00% |
| FRONTIER COMM P/P 144A 06.7500 05/01/2029 | 0.00% |
| GATES GLOBAL TLB L+275 03.7500 03/31/2024 | 0.00% |
| GBP/USD 12/16/2020 SSBT | 0.00% |
| GENERAL DYNAMICS CORP 02.2500 11/15/2022 | 0.00% |
| GLOBAL MEDICAL RESPO P/P 144A 06.5000 10/01/2025 | 0.00% |
| GNMA GII30 AY2298 04.7000 05/20/2067 | 0.00% |
| GNMA GII30 AY4779 04.5110 03/20/2067 | 0.00% |
| GNMA GII30 BB0107 04.7000 08/20/2067 | 0.00% |
| GO DADDY OPCO/FINCO P/P 144A 05.2500 12/01/2027 | 0.00% |
| GOLDMAN SACHS GROUP INC 02.6000 02/07/2030 | 0.00% |
| GRAY TELEVISION INC P/P 144A 04.7500 10/15/2030 | 0.00% |
| GSMS 2013-GC10 XA IO 01.6367 02/10/2046 | 0.00% |
| HANESBRANDS INC P/P 144A 05.3750 05/15/2025 | 0.00% |
| HCA INC 03.5000 09/01/2030 | 0.00% |
| INTERCONTINENTAL EXCHANGE IN SEDOL BFSSDS9 | 0.00% |
| IRON MOUNTAIN INC P/P 144A 05.2500 03/15/2028 | 0.00% |
| JAPAN TOBACCO INC SEDOL 6474535 | 0.00% |
| JELD-WEN INC P/P 144A 04.6250 12/15/2025 | 0.00% |
| JELD-WEN INC P/P 144A 04.8750 12/15/2027 | 0.00% |
| JELD-WEN INC P/P 144A 06.2500 05/15/2025 | 0.00% |
| KRAFT HEINZ FOODS CO P/P 144A 03.8750 05/15/2027 | 0.00% |
| KRW/USD 02/17/2021 HSBCB | 0.00% |
| L BRANDS INC 06.7500 07/01/2036 | 0.00% |
| L BRANDS INC P/P 144A 06.6250 10/01/2030 | 0.00% |
| LEVEL 3 FINANCING IN P/P 144A 03.6250 01/15/2029 | 0.00% |
| LEVI STRAUSS & CO. 05.0000 05/01/2025 | 0.00% |
| LOEWS CORP SEDOL 2523022 | 0.00% |
| MCKESSON CORP SEDOL 2378534 | 0.00% |
| MERCER INTL INC USD 06.5000 02/01/2024 | 0.00% |
| METRO INC/CN SEDOL 2583952 | 0.00% |
| MPH ACQUISITION HLDG P/P 144A 05.7500 11/01/2028 | 0.00% |
| NATIONSTAR MTG P/P 144A 06.0000 01/15/2027 | 0.00% |
| NEXSTAR BROADCASTING P/P 144A 04.7500 11/01/2028 | 0.00% |
| NRG ENERGY INC 05.7500 01/15/2028 | 0.00% |
| NRG ENERGY INC P/P 144A 05.2500 06/15/2029 | 0.00% |
| NUTRIEN LTD USD 02.9500 05/13/2030 | 0.00% |
| NUTRITION & BIO P/P 144A 03.4680 12/01/2050 | 0.00% |
| OCCIDENTAL PETROLEUM COR 03.5000 06/15/2025 | 0.00% |
| ONEMAIN FINANCE CORP 07.1250 03/15/2026 | 0.00% |
| ONEMAIN FINANCE CORP 08.8750 06/01/2025 | 0.00% |
| OWENS-BROCKWAY P/P 144A 06.6250 05/13/2027 | 0.00% |
| PANTHER BF AGGREGA P/P 144A 06.2500 05/15/2026 | 0.00% |
| PENSKE TRUCK LE P/P 144A 03.4000 11/15/2026 | 0.00% |
| PRIME SEC/FIN P/P 144A 03.3750 08/31/2027 | 0.00% |
| PROLOGIS LP 02.2500 04/15/2030 | 0.00% |
| PRUDENTIAL FINANCIAL INC 05.6250 06/15/2043 | 0.00% |
| PUBLIC SERVICE ELECTRIC 05.5000 03/01/2040 | 0.00% |
| QORVO INC P/P 144A 03.3750 04/01/2031 | 0.00% |
| RIO TINTO LTD SEDOL 6220103 | 0.00% |
| ROBERTSHAW TL 2L L+800 09.0000 02/28/2026 | 0.00% |
| ROBERTSHAW US HOLDING L+325 04.5000 02/28/2025 | 0.00% |
| SCIENTIFIC GAMES P/P 144A 07.0000 05/15/2028 | 0.00% |
| SEK/USD 12/16/2020 UBS | 0.00% |
| SINCLAIR TELE P/P 144A 04.1250 12/01/2030 | 0.00% |
| SIRIUS XM RADIO INC. P/P 144A 05.5000 07/01/2029 | 0.00% |
| SM ENERGY CO 06.1250 11/15/2022 | 0.00% |
| SM ENERGY CO 06.7500 09/15/2026 | 0.00% |
| SPECTRUM BRANDS INC P/P 144A 05.0000 10/01/2029 | 0.00% |
| STACR 2017-DNA2 M1 01.3501 10/25/2029 | 0.00% |
| STACR 2019-DNA1 M2 02.8001 01/25/2049 | 0.00% |
| T-MOBILE USA INC 04.5000 02/01/2026 | 0.00% |
| TARGA RESOURCES PART 06.5000 07/15/2027 | 0.00% |
| TAYLOR MORRISON COMM P/P 144A 05.7500 01/15/2028 | 0.00% |
| TEMPO ACQ LLC/FI P/P 144A 05.7500 06/01/2025 | 0.00% |
| UBSBB 2012-C4 XA IO P/P 144A 01.7528 12/10/2045 | 0.00% |
| USA COM PART/USA COM 06.8750 09/01/2027 | 0.00% |
| VIATRIS INC SEDOL BMWS3X9 | 0.00% |
| WESTPAC BANKING CORP USD 04.4210 07/24/2039 | 0.00% |
| WFRBS 2012-C9 XB IO P/P 144A 00.8753 11/15/2045 | 0.00% |
| YUM! BRANDS INC 03.6250 03/15/2031 | 0.00% |
| YUM! BRANDS INC P/P 144A 04.7500 01/15/2030 | 0.00% |
| ZAYO GROUP HLDG INC L+300 03.1455 03/09/2027 | 0.00% |
| ZAYO GROUP HLDG INC P/P 144A 06.1250 03/01/2028 | 0.00% |
| AES CORP/THE P/P 144A 03.3000 07/15/2025 | 0.00% |
| AMERICAN BATH 1L2 L+450 05.2500 11/19/2027 | 0.00% |
| APACHE CORPORATION 04.8750 11/15/2027 | 0.00% |
| ARCHES BUYER INC P/P 144A 04.2500 06/01/2028 | 0.00% |
| AT&T INC 04.3000 02/15/2030 | 0.00% |
| AVIENT CORP P/P 144A 05.7500 05/15/2025 | 0.00% |
| BANK OF AMERICA CORP 06.5000 10/29/2049 | 0.00% |
| BAUSCH HLTH COS INC P/P 144A 05.0000 02/15/2029 | 0.00% |
| BEACON ROOFING SUPPL P/P 144A 04.5000 11/15/2026 | 0.00% |
| BERKSHIRE HATHAWAY FIN 04.2500 01/15/2021 | 0.00% |
| BERRY GLOBAL INC 05.1250 07/15/2023 | 0.00% |
| BOYD GAMING CORP 06.3750 04/01/2026 | 0.00% |
| BUCKEYE PARTNERS LP 05.8500 11/15/2043 | 0.00% |
| BUCKEYE PARTNERS LP P/P 144A 04.5000 03/01/2028 | 0.00% |
| BY CROWN/BY BOND P/P 144A 04.2500 01/31/2026 | 0.00% |
| CAD/USD 01/20/2021 GSFX | 0.00% |
| CAD/USD 01/20/2021 HSBCB | 0.00% |
| CAS 2015-C01 1M2 04.4501 02/25/2025 | 0.00% |
| CAS 2015-C02 1M2 04.1501 05/25/2025 | 0.00% |
| CAS 2019-HRP1 M2 02.3001 11/25/2039 | 0.00% |
| CBRE SERVICES INC 05.2500 03/15/2025 | 0.00% |
| CGCMT 2012-GC8 XA IO P/P 144A 01.9155 09/10/2045 | 0.00% |
| CHARTER COMM OPT LLC 05.3750 05/01/2047 | 0.00% |
| CIT GROUP INC 05.0000 08/01/2023 | 0.00% |
| CIT GROUP INC. 05.0000 08/15/2022 | 0.00% |
| CLEAN HARBORS INC P/P 144A 05.1250 07/15/2029 | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 JP | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP | 0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 JP | 0.00% |
| CORNERSTONE BUILDING P/P 144A 08.0000 04/15/2026 | 0.00% |
| CPG INTL TL L+375 04.7500 05/05/2024 | 0.00% |
| CWALT 2006-24CB A13 00.5001 08/25/2036 | 0.00% |
| DELL INT / EMC P/P 144A 05.8500 07/15/2025 | 0.00% |
| DUN & BRADSTREET COR P/P 144A 06.8750 08/15/2026 | 0.00% |
| EUR/USD 12/16/2020 BANKAM | 0.00% |
| GAP INC/THE P/P 144A 08.6250 05/15/2025 | 0.00% |
| GARTNER INC P/P 144A 03.7500 10/01/2030 | 0.00% |
| GBP/USD 12/16/2020 WPAC | 0.00% |
| GFL ENVIRONMENTAL IN P/P 144A 04.0000 08/01/2028 | 0.00% |
| GNMA GII30 BA7681 04.6120 06/20/2067 | 0.00% |
| GNMA GII30 BL6184 06.0000 02/20/2049 | 0.00% |
| GNMA GII30 BL6185 06.0000 01/20/2049 | 0.00% |
| GNMA GII30 BL6216 06.0000 03/20/2049 | 0.00% |
| GNMA GII30 BL6217 06.0000 03/20/2049 | 0.00% |
| GNMA GII30 BL6219 06.0000 03/20/2049 | 0.00% |
| GNMA GII30 BL6235 06.0000 04/20/2049 | 0.00% |
| GRIFOLS SEDOL B01SPF2 | 0.00% |
| HMIR 2018-1 M1 P/P 144A 01.7501 10/25/2028 | 0.00% |
| INSPIRE BRANDS TLB L+325 04.2500 11/19/2027 | 0.00% |
| JAGUAR HL / PPDI P/P 144A 05.0000 06/15/2028 | 0.00% |
| JPMORGAN CHASE & CO 01.2210 05/15/2047 | 0.00% |
| KEURIG DR PEPPER INC 04.0570 05/25/2023 | 0.00% |
| KRW/USD 02/17/2021 JPMCB | 0.00% |
| LENNAR CORP 05.8750 11/15/2024 | 0.00% |
| LIVE NATION ENT P/P 144A 04.8750 11/01/2024 | 0.00% |
| MASONITE INTL C P/P 144A 05.3750 02/01/2028 | 0.00% |
| MAUSER PACKAGING P/P 144A 08.5000 04/15/2024 | 0.00% |
| MONDELEZ INTERNATIONAL 02.1250 04/13/2023 | 0.00% |
| MSAC 2004-HE6 M1 00.9751 08/25/2034 | 0.00% |
| MSBAM 2014-C17 XA IO 01.2335 08/15/2047 | 0.00% |
| NETFLIX INC. P/P 144A 04.8750 06/15/2030 | 0.00% |
| NUTRIEN LTD USD 05.2500 01/15/2045 | 0.00% |
| ORTHO-CLINICAL P/P 144A 07.3750 06/01/2025 | 0.00% |
| PACIFIC GAS & ELECTRIC 02.1000 08/01/2027 | 0.00% |
| PETROBRAS GLOBAL FIN USD 05.9990 01/27/2028 | 0.00% |
| QVC INC 04.4500 02/15/2025 | 0.00% |
| RAYTHEON TECH CORP P/P 144A 04.8750 10/15/2040 | 0.00% |
| REGENCY ENERGY P 04.5000 11/01/2023 | 0.00% |
| REPSOL SA SEDOL 5669354 | 0.00% |
| S&P GLOBAL INC 01.2500 08/15/2030 | 0.00% |
| SAP SE SEDOL 4846288 | 0.00% |
| SCHINDLER HOLDING-PART CERT SEDOL B11TCY0 | 0.00% |
| SEK/USD 12/16/2020 JPMCB | 0.00% |
| SERVICE PROPERTIES TRUST 07.5000 09/15/2025 | 0.00% |
| SM ENERGY CO 05.0000 01/15/2024 | 0.00% |
| SPECTRUM BRANDS INC 06.1250 12/15/2024 | 0.00% |
| STACR 2014-HQ3 M3 04.9001 10/25/2024 | 0.00% |
| STACR 2019-HQA1 M2 02.5001 02/25/2049 | 0.00% |
| SUBARU CORP SEDOL 6356406 | 0.00% |
| T-MOBILE USA INC. 04.0000 04/15/2022 | 0.00% |
| TARGA RES PRTNRS 05.5000 03/01/2030 | 0.00% |
| TARGA RESOURCES PART 06.8750 01/15/2029 | 0.00% |
| TPMT 2015-1 A2 P/P 144A 03.2500 10/25/2053 | 0.00% |
| TRANSOCEAN PONTUS LT P/P 144A 06.1250 08/01/2025 | 0.00% |
| TWDC ENTERPRISES 18 CORP 02.7500 08/16/2021 | 0.00% |
| US CONCRETE INC 06.3750 06/01/2024 | 0.00% |
| US CONCRETE INC P/P 144A 05.1250 03/01/2029 | 0.00% |
| VALVOLINE INC 04.3750 08/15/2025 | 0.00% |
| VIPER ENERGY P/P 144A 05.3750 11/01/2027 | 0.00% |
| WFRBS 2012-C10 XA IO P/P 144A 01.6721 12/15/2045 | 0.00% |
| WFRBS 2012-C9 XA IO P/P 144A 02.0400 11/15/2045 | 0.00% |
| WMG ACQUISITION CORP P/P 144A 05.5000 04/15/2026 | 0.00% |
| WPX ENERGY INC 04.5000 01/15/2030 | 0.00% |
| WYNN RESORTS FIN LLC P/P 144A 07.7500 04/15/2025 | 0.00% |
| ABC SUPPLY CO INC P/P 144A 05.8750 05/15/2026 | 0.00% |
| AKER BP ASA P/P 144A 05.8750 03/31/2025 | 0.00% |
| ALBERTSONS COS P/P 144A 04.8750 02/15/2030 | 0.00% |
| AMAZON.COM INC 01.5000 06/03/2030 | 0.00% |
| AMERICAN AXLE & MANUF L+225 03.0000 04/06/2024 | 0.00% |
| AMERICAN INTL GROUP 08.1750 05/15/2058 | 0.00% |
| APACHE CORP 04.6250 11/15/2025 | 0.00% |
| AUD/USD 01/20/2021 MSCIL | 0.00% |
| AUD/USD 01/20/2021 TDBK | 0.00% |
| BANK OF MONTREAL USD 03.8030 12/15/2032 | 0.00% |
| BAYTEX ENERGY CORP P/P 144A 05.6250 06/01/2024 | 0.00% |
| BERRY GLOBAL INC P/P 144A 04.5000 02/15/2026 | 0.00% |
| BOMBARDIER INC P/P 144A 07.5000 12/01/2024 | 0.00% |
| BOXER PARENT CO INC P/P 144A 07.1250 10/02/2025 | 0.00% |
| BUCKEYE PARTNERS LP 03.9500 12/01/2026 | 0.00% |
| CAD/USD 01/20/2021 UBS | 0.00% |
| CALPINE CORP P/P 144A 05.0000 02/01/2031 | 0.00% |
| CAS 2014-C04 2M2 05.1501 11/25/2024 | 0.00% |
| CBS OUT AMER CAP LLC 05.6250 02/15/2024 | 0.00% |
| CD&R WATERWORKS MERGER 144A 6.125000 08/15/2025 | 0.00% |
| CINEMARK USA INC 04.8750 06/01/2023 | 0.00% |
| CINEMARK USA INC P/P 144A 08.7500 05/01/2025 | 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.BB.9 2058-09-17 500.0 09/17/2058 ML | 0.00% |
| COMCAST CORP 06.5000 11/15/2035 | 0.00% |
| COMMSCOPE INC P/P 144A 05.5000 03/01/2024 | 0.00% |
| CP ATLAS BUYER INC P/P 144A 07.0000 12/01/2028 | 0.00% |
| DIAMONDBACK ENERGY INC 05.3750 05/31/2025 | 0.00% |
| EMERGENT BIOSOLUTION P/P 144A 03.8750 08/15/2028 | 0.00% |
| EUR/USD 12/16/2020 HSBCB | 0.00% |
| EUR/USD 12/16/2020 RBSF | 0.00% |
| FHR 3065 DC 19.4374 03/15/2035 | 0.00% |
| FHR 3072 SM 04.2533 11/15/2035 | 0.00% |
| FIDELITY NATIONAL INFORM 03.0000 08/15/2026 | 0.00% |
| FNR 2007-53 SP 23.6495 06/25/2037 | 0.00% |
| GARTNER INC P/P 144A 04.5000 07/01/2028 | 0.00% |
| GBP/USD 12/16/2020 RBSF | 0.00% |
| GENERAL MOTORS FINL CO 04.0000 01/15/2025 | 0.00% |
| GNMA GII30 BL6016 06.0000 02/20/2049 | 0.00% |
| GNMA GII30 BL6218 06.0000 02/20/2049 | 0.00% |
| GNMA GII30 BM1953 06.0000 03/20/2049 | 0.00% |
| GNR 2010-9 UI IO 05.0000 01/20/2040 | 0.00% |
| GSMS 2010-C1 D P/P 144A 06.1257 08/10/2043 | 0.00% |
| HUDBAY MINERALS INC P/P 144A 06.1250 04/01/2029 | 0.00% |
| IHS MARKIT LTD P/P 144A 04.0000 03/01/2026 | 0.00% |
| IOS.FN30.400.10 R USL1M P 01/12/41 BC | 0.00% |
| JAGUAR HL / PPDI P/P 144A 04.6250 06/15/2025 | 0.00% |
| JPMBB 2013-C17 XA IO 00.9077 01/15/2047 | 0.00% |
| KYUSHU RAILWAY COMPANY SEDOL BD2BST6 | 0.00% |
| L BRANDS INC P/P 144A 06.8750 07/01/2025 | 0.00% |
| L BRANDS INC P/P 144A 09.3750 07/01/2025 | 0.00% |
| L3HARRIS TECH INC 01.8000 01/15/2031 | 0.00% |
| LAMB WESTON HOLDINGS P/P 144A 04.6250 11/01/2024 | 0.00% |
| MACY'S INC P/P 144A 08.3750 06/15/2025 | 0.00% |
| MALLINCKRODT FIN/SB P/P 144A 10.0000 04/15/2025 | 0.00% |
| MATCH GRP HLD II LLC P/P 144A 04.1250 08/01/2030 | 0.00% |
| MAUSER PACKAGING SOL P/P 144A 05.5000 04/15/2024 | 0.00% |
| MICROSOFT CORP 02.5250 06/01/2050 | 0.00% |
| NABORS IND LTD P/P 144A 07.2500 01/15/2026 | 0.00% |
| NABORS IND LTD P/P 144A 07.5000 01/15/2028 | 0.00% |
| NATIONSTAR MTG P/P 144A 09.1250 07/15/2026 | 0.00% |
| NEWFIELD EXPLORATION CO 05.6250 07/01/2024 | 0.00% |
| NOK/USD 12/16/2020 GSFX | 0.00% |
| NOK/USD 12/16/2020 HSBCB | 0.00% |
| NRG ENERGY INC 06.6250 01/15/2027 | 0.00% |
| OCCIDENTAL PETROLEUM COR 05.8750 09/01/2025 | 0.00% |
| ONCOR ELECTRIC DELIVERY 05.3000 06/01/2042 | 0.00% |
| OSHKOSH CORP 03.1000 03/01/2030 | 0.00% |
| OUTFRONT MEDIA C P/P 144A 04.6250 03/15/2030 | 0.00% |
| PENSKE AUTOMOTIVE GROUP 03.5000 09/01/2025 | 0.00% |
| PETROBRAS GLOBAL FIN USD 05.2990 01/27/2025 | 0.00% |
| PROLOGIS LP 02.1250 04/15/2027 | 0.00% |
| QUEBECOR MEDIA INC USD 05.7500 01/15/2023 | 0.00% |
| RACKSPACE HOSTING INC L+300 04.0000 11/03/2023 | 0.00% |
| REPUBLIC OF VENEZUELA REGS 08.2500 10/13/2024 | 0.00% |
| ROYAL CARIBBEAN P/P 144A 09.1250 06/15/2023 | 0.00% |
| SEK/USD 12/16/2020 SSBT | 0.00% |
| SGD/USD 02/17/2021 JPMCB | 0.00% |
| SM ENERGY CO 06.6250 01/15/2027 | 0.00% |
| SM ENERGY CO P/P 144A 10.0000 01/15/2025 | 0.00% |
| SPRINT SPECTRUM P/P 144A 03.3600 09/20/2021 | 0.00% |
| STACR 2018-HQA2 M2 02.4501 10/25/2048 | 0.00% |
| STACR 2020-DNA5 M1 01.3877 10/25/2050 | 0.00% |
| T-MOBILE USA INC 06.0000 03/01/2023 | 0.00% |
| TALLGRASS NRG PRTNR/ P/P 144A 07.5000 10/01/2025 | 0.00% |
| TAYLOR MORRISON COMM P/P 144A 05.1250 08/01/2030 | 0.00% |
| TENET HEALTHCARE P/P 144A 06.2500 02/01/2027 | 0.00% |
| TENET HEALTHCARE P/P 144A 07.5000 04/01/2025 | 0.00% |
| TOYOTA MOTOR CORP SEDOL 6900643 | 0.00% |
| TRANSDIGM INC P/P 144A 08.0000 12/15/2025 | 0.00% |
| VIACOMCBS INC 04.0000 01/15/2026 | 0.00% |
| WEEKLEY HM LLC/ P/P 144A 04.8750 09/15/2028 | 0.00% |
| WMG ACQUISITION CORP P/P 144A 03.0000 02/15/2031 | 0.00% |
| YUM! BRANDS INC. P/P 144A 07.7500 04/01/2025 | 0.00% |
| ZAYO GROUP HLDG INC P/P 144A 04.0000 03/01/2027 | 0.00% |
| 0.70 R ISWP FWD US0003M P 12/16/2030 | 0.00% |
| AIR LEASE CORP 02.5000 03/01/2021 | 0.00% |
| ALLEGHENY TECHNOLOGIES 05.8750 12/01/2027 | 0.00% |
| ARCHES BUYER INC P/P 144A 06.1250 12/01/2028 | 0.00% |
| BOMBARDIER INC P/P 144A 08.7500 12/01/2021 | 0.00% |
| BP CAP MARKETS AMERICA 03.9370 09/21/2028 | 0.00% |
| BSCMS 2006-PW11 B P/P 144A 05.7021 03/11/2039 | 0.00% |
| CAD/USD 01/20/2021 CITI | 0.00% |
| CAD/USD 01/20/2021 PSBS | 0.00% |
| CAD/USD 01/20/2021 WPAC | 0.00% |
| CALPINE CORP P/P 144A 04.6250 02/01/2029 | 0.00% |
| CDW LLC/CDW FINANCE 03.2500 02/15/2029 | 0.00% |
| CMB CMBX.NA.A.7 2047-01-17 200.0 01/17/2047 CG | 0.00% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CG | 0.00% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CG | 0.00% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CS | 0.00% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 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.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 MS | 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 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.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.BBB-.10 2059-11-17 300.0 11/17/2059 CG | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 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 MS | 0.00% |
| COLORADO INTERSTATE GAS CO 06.8500 06/15/2037 | 0.00% |
| ENERGIZER HLDG INC P/P 144A 07.7500 01/15/2027 | 0.00% |
| EQT CORP 05.0000 01/15/2029 | 0.00% |
| EUR/USD 12/16/2020 MSCIL | 0.00% |
| FEDEX CORP 02.6250 08/01/2022 | 0.00% |
| FHR 2990 LB 16.5856 06/15/2034 | 0.00% |
| FHR 3249 PS 21.8101 12/15/2036 | 0.00% |
| FNMA FN30 971053 04.5000 02/01/2039 | 0.00% |
| FNR 2005-75 GS 19.7996 08/25/2035 | 0.00% |
| FNR 2006-62 PS 38.9992 07/25/2036 | 0.00% |
| FNR 2006-8 HP 24.0162 03/25/2036 | 0.00% |
| GBP/USD 12/16/2020 HSBCB | 0.00% |
| GBP/USD 12/16/2020 JPMCB | 0.00% |
| GBP/USD 12/16/2020 TDBK | 0.00% |
| GBP/USD 12/16/2020 UBS | 0.00% |
| GLOBAL PART/GLP FIN P/P 144A 06.8750 01/15/2029 | 0.00% |
| GNMA GII30 BJ9611 04.5000 05/20/2049 | 0.00% |
| GNMA GII30 BM4196 06.0000 04/20/2049 | 0.00% |
| GNMA GII30 BN1506 04.5000 05/20/2049 | 0.00% |
| GNMA GII30 BN1509 05.0000 05/20/2049 | 0.00% |
| GNMA GII30 BN2618 04.5000 05/20/2049 | 0.00% |
| GNR 2012-141 WI IO 03.5000 11/20/2041 | 0.00% |
| GNR 2015-124 NI IO 03.5000 06/20/2039 | 0.00% |
| IHEARTMEDIA INC - CLASS A SEDOL BJVR9Y9 | 0.00% |
| JPY/USD 02/17/2021 CITI | 0.00% |
| JPY/USD 02/17/2021 HSBCB | 0.00% |
| JPY/USD 02/17/2021 UBS | 0.00% |
| JPY/USD 02/17/2021 WPAC | 0.00% |
| MERCER INTL INC USD 07.3750 01/15/2025 | 0.00% |
| MERCK & CO INC 02.9000 03/07/2024 | 0.00% |
| MOLINA HEALTHCARE IN P/P 144A 04.8750 06/15/2025 | 0.00% |
| MSC 2007-HQ11 C 05.5580 02/12/2044 | 0.00% |
| NABORS INDUSTRIES INC. 05.7500 02/01/2025 | 0.00% |
| NEWFIELD EXPLORATION CO 05.3750 01/01/2026 | 0.00% |
| NOK/USD 12/16/2020 JPMCB | 0.00% |
| NZD/USD 01/20/2021 CSI-FX | 0.00% |
| NZD/USD 01/20/2021 JPMCB | 0.00% |
| PAR PHARMA INC P/P 144A 07.5000 04/01/2027 | 0.00% |
| PETROLEOS DE VEN P/P 144A 06.0000 11/15/2026 | 0.00% |
| PPL CAPITAL FUNDING INC 03.4000 06/01/2023 | 0.00% |
| RACKSPACE TECHNOLOGY P/P 144A 05.3750 12/01/2028 | 0.00% |
| REPUBLIC OF VENEZUELA REGS 09.0000 05/07/2023 | 0.00% |
| ROYAL BANK OF CANADA USD 02.8000 04/29/2022 | 0.00% |
| S&P GLOBAL INC 02.5000 12/01/2029 | 0.00% |
| SEK/USD 12/16/2020 HSBCB | 0.00% |
| STANDARD IND INC P/P 144A 04.7500 01/15/2028 | 0.00% |
| T-MOBILE USA INC 05.3750 04/15/2027 | 0.00% |
| TENNECO INC P/P 144A 07.8750 01/15/2029 | 0.00% |
| TITAN ACQ LTD P/P 144A 07.7500 04/15/2026 | 0.00% |
| TRANSDIGM INC 06.5000 05/15/2025 | 0.00% |
| TRONOX INC P/P 144A 06.5000 05/01/2025 | 0.00% |
| 0.2325 R ISWP US0003M P 11/06/2022 | 0.00% |
| 0.25 R ISWP FWD US0003M P 12/16/2022 | 0.00% |
| 0.258 R ISWP US0003M P 11/20/2022 | 0.00% |
| 0.26 R ISWP US0003M P 11/19/2022 | 0.00% |
| 0.8025 R ISWP US0003M P 11/06/2030 | 0.00% |
| 0.838 R ISWP US0003M P 10/23/2030 | 0.00% |
| 0.876 R ISWP US0003M P 11/19/2030 | 0.00% |
| 0.887 R ISWP US0003M P 11/20/2030 | 0.00% |
| 0.97 R ISWP US0003M P 11/12/2030 | 0.00% |
| 0.97164 R ISWP US0003M P 11/12/2030 | 0.00% |
| 0.9745 R ISWP US0003M P 11/12/2030 | 0.00% |
| 0.977 R ISWP US0003M P 11/12/2030 | 0.00% |
| 0.97881 R ISWP US0003M P 11/12/2030 | 0.00% |
| 1.294 R ISWP US0003M P 11/05/2050 | 0.00% |
| ADVANZ PHARMA CORP LTD SEDOL BG0RYR7 | 0.00% |
| ANHEUSER-BUSCH INBEV WOR 04.1500 01/23/2025 | 0.00% |
| AUD/USD 01/20/2021 CITI | 0.00% |
| BACM 2007-1 XW IO 00.6235 01/15/2049 | 0.00% |
| BANK OF NOVA SCOTIA USD 02.0000 11/15/2022 | 0.00% |
| BSCMS 06-PW14 X1 IO P/P 144A 00.7545 12/11/2038 | 0.00% |
| CD 2007-CD4 XW IO P/P 144A 01.3793 12/11/2049 | 0.00% |
| CGCMT 2006-C5 XC IO P/P 144A 00.7191 10/15/2049 | 0.00% |
| CHF/USD 12/16/2020 GSFX | 0.00% |
| CHF/USD 12/16/2020 JPMCB | 0.00% |
| CHF/USD 12/16/2020 MSCIL | 0.00% |
| CHF/USD 12/16/2020 RBSF | 0.00% |
| CHF/USD 12/16/2020 TDBK | 0.00% |
| CLEAR CHANNEL OUTDOOR HOLDIN SEDOL BJHVCH9 | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 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 JP | 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 ML | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 MS | 0.00% |
| CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 CG | 0.00% |
| CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 GS | 0.00% |
| CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 MS | 0.00% |
| CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 MS | 0.00% |
| CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 MS | 0.00% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 JP | 0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 MS | 0.00% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 CS | 0.00% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 GS | 0.00% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 JP | 0.00% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 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 GS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 CG | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 CG | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 JP | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 JP | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 JP | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 ML | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.00% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 CG | 0.00% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 CG | 0.00% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 CG | 0.00% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 CG | 0.00% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 JP | 0.00% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 JP | 0.00% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 JP | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 GS | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 JP | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 JP | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 JP | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 JP | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 MS | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 MS | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 MS | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 MS | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 MS | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 MS | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 MS | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 BA | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 BA | 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 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 MS | 0.00% |
| CMB CMBX.NA.BBB-.9 2058-09-17 300.0 09/17/2058 CG | 0.00% |
| CMB CMBX.NA.BBB-.9 2058-09-17 300.0 09/17/2058 ML | 0.00% |
| CMB CMBX.NA.BBB-.9 2058-09-17 300.0 09/17/2058 ML | 0.00% |
| CNH/USD 02/18/2021 BANKAM | 0.00% |
| CNH/USD 02/18/2021 JPMCB | 0.00% |
| CNH/USD 02/18/2021 WPAC | 0.00% |
| CROWN CASTLE INTL CORP 04.4500 02/15/2026 | 0.00% |
| CSFB 2003-C3 AX IO P/P 144A 01.9335 05/15/2038 | 0.00% |
| CSMC 2007-C1 AX IO P/P 144A 00.6520 02/15/2040 | 0.00% |
| CSMC 2007-C2 AX IO P/P 144A 00.0428 01/15/2049 | 0.00% |
| CVS PASS-THROUGH TRUST 06.0360 12/10/2028 | 0.00% |
| DKK/USD 12/16/2020 CITI | 0.00% |
| EUR/CHF CALL 1.10 20201209 CSI-FX | 0.00% |
| EUR/CHF CALL 1.12 20201209 CSI-FX | 0.00% |
| EUR/USD 12/16/2020 GSFX | 0.00% |
| EUR/USD 12/16/2020 TDBK | 0.00% |
| EUR/USD 12/16/2020 WPAC | 0.00% |
| FHR 1208 F PO 00.0000 02/15/2022 | 0.00% |
| FHR 3326 WF 00.0000 10/15/2035 | 0.00% |
| FNMA FN30 935058 04.5000 04/01/2039 | 0.00% |
| FNR 2001-50 BI IO 00.3865 10/25/2041 | 0.00% |
| FNR 2001-79 BI IO 00.2684 03/25/2045 | 0.00% |
| FNR 2003-34 P1 PO 00.0000 04/25/2043 | 0.00% |
| FNW 2002-W8 IO1 IO 00.2997 06/25/2042 | 0.00% |
| GBP/USD 12/16/2020 BCAP-FX | 0.00% |
| GBP/USD 12/16/2020 CITI | 0.00% |
| GBP/USD 12/16/2020 CSI-FX | 0.00% |
| GBP/USD 12/16/2020 GSFX | 0.00% |
| GBP/USD PUT 1.20 20201218 BANKAM | 0.00% |
| GBP/USD PUT 1.23 20201218 BANKAM | 0.00% |
| GECMC 2007-C1 XC IO P/P 144A 00.2595 12/10/2049 | 0.00% |
| GNR 2010-9 QI IO 04.5000 01/20/2040 | 0.00% |
| GNR 2018-127 IB IO 04.5000 06/20/2045 | 0.00% |
| HC BRILLANT SERVICES GMBH P/P | 0.00% |
| HKD/USD 02/17/2021 BANKAM | 0.00% |
| HKD/USD 02/17/2021 BCAP-FX | 0.00% |
| HKD/USD 02/17/2021 CITI | 0.00% |
| HKD/USD 02/17/2021 GSFX | 0.00% |
| HKD/USD 02/17/2021 HSBCB | 0.00% |
| HKD/USD 02/17/2021 RBSF | 0.00% |
| HKD/USD 02/17/2021 SSBT | 0.00% |
| HKD/USD 02/17/2021 UBS | 0.00% |
| HKD/USD 02/17/2021 WPAC | 0.00% |
| INTELSAT JACKSON HLD P/P 144A 08.0000 02/15/2024 | 0.00% |
| IOS.FN30.350.12 R USL1M P 01/12/43 BC | 0.00% |
| IOS.FN30.400.11 R USL1M P 01/12/42 BC | 0.00% |
| IOS.FN30.400.11 R USL1M P 01/12/42 GS | 0.00% |
| IOS.FN30.400.11 R USL1M P 01/12/42 GS | 0.00% |
| IOS.FN30.600.08 R USL1M P 01/12/39 GS | 0.00% |
| IOS.FN30.650.67 R USL1M P 01/12/38 BC | 0.00% |
| IOS.FN30.650.67 R USL1M P 01/12/38 GS | 0.00% |
| JPMCC 05-CB12 X1 IO P/P 144A 00.3200 09/12/2037 | 0.00% |
| JPMCC 2006-CB17 X IO 00.8565 12/12/2043 | 0.00% |
| JPMCC 2006-LDP8 X IO 00.2866 05/15/2045 | 0.00% |
| JPMCC 2007-LDPX X IO 00.1264 01/15/2049 | 0.00% |
| JPY/USD 02/17/2021 BANKAM | 0.00% |
| JPY/USD 02/17/2021 BCAP-FX | 0.00% |
| JPY/USD 02/17/2021 GSFX | 0.00% |
| JPY/USD 02/17/2021 JPMCB | 0.00% |
| JPY/USD 02/17/2021 MSCIL | 0.00% |
| JPY/USD 02/17/2021 RBSF | 0.00% |
| JPY/USD 02/17/2021 SSBT | 0.00% |
| JPY/USD 02/17/2021 TDBK | 0.00% |
| KION GROUP AG-RTS SEDOL BMC7422 | 0.00% |
| LBUBS 2006-C6 XCL IO P/P 144A 00.7785 09/15/2039 | 0.00% |
| LBUBS 2007-C2 XW IO 00.3514 02/15/2040 | 0.00% |
| MBX.FN30.650.67 P USL1M R 01/12/38 GS | 0.00% |
| MBX.FN30.650.67 P USL1M R 01/12/38 GS | 0.00% |
| MEZZ 2006-C4 X IO P/P 144A 06.1099 07/15/2045 | 0.00% |
| MWO HOLDINGS LLC | 0.00% |
| NOK/USD 12/16/2020 MSCIL | 0.00% |
| NOK/USD 12/16/2020 UBS | 0.00% |
| OCCIDENTAL PETROLEUM -CW27 SEDOL BMVF784 | 0.00% |
| SEK/USD 12/16/2020 MSCIL | 0.00% |
| STACR 2015-HQ2 M2 02.1001 05/25/2025 | 0.00% |
| STACR 2019-DNA2 M2 02.6001 03/25/2049 | 0.00% |
| TERVITA CORP SEDOL BD1DCC4 | 0.00% |
| TEXAS COHLD TCEH ESCROW 11.5000 10/01/2021 | 0.00% |
| THE SHERWIN-WILLIAMS COMPANY 02.7500 06/01/2022 | 0.00% |
| TXU TCEH RIGHTS | 0.00% |
| VIACOMCBS INC 04.2000 05/19/2032 | 0.00% |
| WBCMT 2006-C29 IO IO 00.4582 11/15/2048 | 0.00% |
| AUD/USD 01/20/2021 GSFX | -0.00% |
| AUD/USD 01/20/2021 JPMCB | -0.00% |
| CAD/USD 01/20/2021 CSI-FX | -0.00% |
| CHF/USD 12/16/2020 HSBCB | -0.00% |
| CHF/USD 12/16/2020 SSBT | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 JP | -0.00% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 JP | -0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | -0.00% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 MS | -0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 BA | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 CS | -0.00% |
| CNH/USD 02/18/2021 GSFX | -0.00% |
| EUR/USD 12/16/2020 BCAP-FX | -0.00% |
| EUR/USD 12/16/2020 CSI-FX | -0.00% |
| EUR/USD 12/16/2020 UBS | -0.00% |
| INR/USD 02/17/2021 HSBCB | -0.00% |
| INR/USD 02/17/2021 JPMCB | -0.00% |
| IOS.FN30.400.11 P USL1M R 01/12/42 JP | -0.00% |
| IOS.FN30.500.10 P USL1M R 01/12/41 BC | -0.00% |
| MBX.FN30.600.08 P USL1M R 01/12/39 BC | -0.00% |
| MXN/USD 01/20/2021 BANKAM | -0.00% |
| NZD/USD 01/20/2021 PSBS | -0.00% |
| NZD/USD 01/20/2021 TDBK | -0.00% |
| NZD/USD 01/20/2021 WPAC | -0.00% |
| SEK/USD 12/16/2020 CITI | -0.00% |
| SEK/USD 12/16/2020 RBSF | -0.00% |
| SEK/USD 12/16/2020 TDBK | -0.00% |
| TWD/USD 02/17/2021 JPMCB | -0.00% |
| AUD/USD 01/20/2021 WPAC | -0.00% |
| CAD/USD 01/20/2021 JPMCB | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CS | -0.00% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 MS | -0.00% |
| CNH/USD 02/18/2021 SSBT | -0.00% |
| EUR/USD 12/16/2020 JPMCB | -0.00% |
| IOS.FN30.400.10 P USL1M R 01/12/41 JP | -0.00% |
| SEK/USD 12/16/2020 BCAP-FX | -0.00% |
| TWD/USD 02/17/2021 GSFX | -0.00% |
| AUD/USD 01/20/2021 BANKAM | -0.00% |
| CAD/USD 01/20/2021 BANKAM | -0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 GS | -0.00% |
| EUR/USD 12/16/2020 CITI | -0.00% |
| EUR/USD 12/16/2020 SSBT | -0.00% |
| NZD/USD 01/20/2021 HSBCB | -0.00% |
| NZD/USD 01/20/2021 RBSF | -0.00% |
| 1.15 R ISWP FWD US0003M P 12/16/2050 | -0.00% |
| CAD/USD 01/20/2021 RBSF | -0.00% |
| CAD/USD 01/20/2021 TDBK | -0.00% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 CG | -0.00% |
| NOK/USD 12/16/2020 SSBT | -0.00% |
| NZD/USD 01/20/2021 BANKAM | -0.00% |
| NZD/USD 01/20/2021 GSFX | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| NZD/USD 01/20/2021 CITI | -0.00% |
| AUD/USD 01/20/2021 PSBS | -0.01% |
| AUD/USD 01/20/2021 UBS | -0.01% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CG | -0.01% |
| MBX.FN30.650.67 P USL1M R 01/12/38 BC | -0.01% |
| CNH/USD 02/18/2021 HSBCB | -0.01% |
| MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% |
| FNMA FN30 TBA UMBS 03.0000 12/01/2050 | -0.32% |
| US 2YR NOTE (CBT) MAR21 TUH1 | -0.78% |
| US 10YR ULTRA FUT MAR21 UXYH1 | -2.40% |
| GSGLPWDS P US0001M R 12/15/25 GS | -4.01% |
| S&P500 EMINI FUT DEC20 ESZ0 | 6.67% |
|---|---|
| GSGLPWDL R US0001M P 12/15/25 GS | 6.05% |
| E-MINI RUSS 2000 DEC20 RTYZ0 | 4.57% |
| APPLE INC SEDOL 2046251 | 3.17% |
| CGPUTQL2 R US0003M P 06/10/21 CI | 2.98% |
| AMAZON.COM INC SEDOL 2000019 | 2.60% |
| MICROSOFT CORP SEDOL 2588173 | 2.58% |
| US 5YR NOTE (CBT) DEC20 FVZ0 | 1.76% |
| ALPHABET INC-CL A SEDOL BYVY8G0 | 1.49% |
| GNMA GII30 TBA 03.5000 11/01/2050 | 1.39% |
| GSGLPHCL R US0001M P 12/15/25 GS | 1.20% |
| US 10YR NOTE (CBT)DEC20 TYZ0 | 1.07% |
| S&P MID 400 EMINI DEC20 FAZ0 | 1.00% |
| JPMORGAN CHASE & CO SEDOL 2190385 | 0.98% |
| ALIBABA GROUP HOLDING LTD SEDOL BK6YZP5 | 0.97% |
| US ULTRA BOND CBT DEC20 WNZ0 | 0.96% |
| PROCTER & GAMBLE CO/THE SEDOL 2704407 | 0.92% |
| ADOBE INC SEDOL 2008154 | 0.88% |
| FNMA FN30 TBA UMBS 02.0000 12/01/2050 | 0.85% |
| NVIDIA CORP SEDOL 2379504 | 0.82% |
| QUALCOMM INC SEDOL 2714923 | 0.81% |
| VERIZON COMMUNICATIONS INC SEDOL 2090571 | 0.75% |
| TENCENT HOLDINGS LTD SEDOL BMMV2K8 | 0.70% |
| JOHNSON & JOHNSON SEDOL 2475833 | 0.67% |
| FNMA FN30 TBA UMBS 02.5000 12/01/2050 | 0.59% |
| CITIGROUP INC SEDOL 2297907 | 0.57% |
| NORTHROP GRUMMAN CORP SEDOL 2648806 | 0.57% |
| CISCO SYSTEMS INC SEDOL 2198163 | 0.56% |
| ELI LILLY & CO SEDOL 2516152 | 0.56% |
| FACEBOOK INC-CLASS A SEDOL B7TL820 | 0.56% |
| TAIWAN SEMICONDUCTOR MANUFAC SEDOL 6889106 | 0.54% |
| ALPHABET INC-CL C SEDOL BYY88Y7 | 0.54% |
| CHARTER COMMUNICATIONS INC-A SEDOL BZ6VT82 | 0.54% |
| INTUIT INC SEDOL 2459020 | 0.54% |
| FNMA FN15 TBA UMBS 02.5000 11/01/2035 | 0.51% |
| LOCKHEED MARTIN CORP SEDOL 2522096 | 0.50% |
| MERCK & CO. INC. SEDOL 2778844 | 0.48% |
| PEPSICO INC SEDOL 2681511 | 0.48% |
| WALMART INC SEDOL 2936921 | 0.48% |
| ATLANTIC ASSET SECURITIZATION 04821TM77 DCP 12/07/2020 | 0.47% |
| SERVICENOW INC SEDOL B80NXX8 | 0.46% |
| COMCAST CORP-CLASS A SEDOL 2044545 | 0.46% |
| US LONG BOND(CBT) DEC20 USZ0 | 0.45% |
| FHLMC FR30 ZS4750 UMBS 03.0000 01/01/2048 | 0.44% |
| MEDTRONIC PLC SEDOL BTN1Y11 | 0.42% |
| HONEYWELL INTERNATIONAL INC SEDOL 2020459 | 0.42% |
| AMERICAN ELECTRIC POWER SEDOL 2026242 | 0.42% |
| EBAY INC SEDOL 2293819 | 0.41% |
| DOCUSIGN INC SEDOL BFYT7B7 | 0.41% |
| ACTIVISION BLIZZARD INC SEDOL 2575818 | 0.40% |
| EXELON CORP SEDOL 2670519 | 0.39% |
| PAYPAL HOLDINGS INC SEDOL BYW36M8 | 0.37% |
| TARGET CORP SEDOL 2259101 | 0.35% |
| COCA-COLA CO/THE SEDOL 2206657 | 0.35% |
| SAMSUNG ELECTRONICS CO LTD SEDOL 6771720 | 0.35% |
| DANAHER CORP SEDOL 2250870 | 0.34% |
| AMERICAN TOWER CORP SEDOL B7FBFL2 | 0.33% |
| CASH MGMT BILL 00.0000 01/12/2021 | 0.32% |
| MCDONALD'S CORP SEDOL 2550707 | 0.32% |
| VISA INC-CLASS A SHARES SEDOL B2PZN04 | 0.30% |
| HOME DEPOT INC SEDOL 2434209 | 0.29% |
| ABBOTT LABORATORIES SEDOL 2002305 | 0.29% |
| REGENERON PHARMACEUTICALS SEDOL 2730190 | 0.29% |
| FIDELITY NATIONAL INFO SERV SEDOL 2769796 | 0.29% |
| UNITEDHEALTH GROUP INC SEDOL 2917766 | 0.28% |
| BANK OF AMERICA CORP SEDOL 2295677 | 0.28% |
| VEEVA SYSTEMS INC-CLASS A SEDOL BFH3N85 | 0.28% |
| CIGNA CORP SEDOL BHJ0775 | 0.28% |
| ABBVIE INC SEDOL B92SR70 | 0.28% |
| TREASURY BILL 00.0000 11/12/2020 | 0.28% |
| UNION PACIFIC CORP SEDOL 2914734 | 0.27% |
| HUMANA INC SEDOL 2445063 | 0.27% |
| JOHNSON CONTROLS INTERNATION SEDOL BY7QL61 | 0.27% |
| MASTERCARD INC - A SEDOL B121557 | 0.27% |
| TREASURY BILL 00.0000 12/03/2020 | 0.27% |
| SOUTHERN CO/THE SEDOL 2829601 | 0.26% |
| METLIFE INC SEDOL 2573209 | 0.26% |
| AMGEN INC SEDOL 2023607 | 0.25% |
| NRG ENERGY INC SEDOL 2212922 | 0.25% |
| NIKE INC -CL B SEDOL 2640147 | 0.25% |
| BEST BUY CO INC SEDOL 2094670 | 0.25% |
| SONY CORP SEDOL 6821506 | 0.24% |
| CRH PLC SEDOL 4182249 | 0.24% |
| HILTON WORLDWIDE HOLDINGS IN SEDOL BYVMW06 | 0.23% |
| TEXAS INSTRUMENTS INC SEDOL 2885409 | 0.23% |
| EDWARDS LIFESCIENCES CORP SEDOL 2567116 | 0.23% |
| FNMA FN30 TBA UMBS 01.5000 12/01/2050 | 0.23% |
| PULTEGROUP INC SEDOL 2708841 | 0.23% |
| CUMMINS INC SEDOL 2240202 | 0.23% |
| SALESFORCE.COM INC SEDOL 2310525 | 0.22% |
| LONZA GROUP AG-REG SEDOL 7333378 | 0.22% |
| VERTEX PHARMACEUTICALS INC SEDOL 2931034 | 0.22% |
| GOLDMAN SACHS GROUP INC SEDOL 2407966 | 0.22% |
| ROCHE HOLDING AG-GENUSSCHEIN SEDOL 7110388 | 0.22% |
| FNMA FN30 MA3563 UMBS 04.0000 01/01/2049 | 0.22% |
| IDEXX LABORATORIES INC SEDOL 2459202 | 0.22% |
| ALLSTATE CORP SEDOL 2019952 | 0.22% |
| CHINA MOBILE LTD SEDOL 6073556 | 0.21% |
| RELIANCE INDUSTRIES LTD SEDOL 6099626 | 0.21% |
| CASH MGMT BILL 00.0000 01/19/2021 | 0.21% |
| FNMA FN30 TBA UMBS 06.0000 11/01/2050 | 0.21% |
| CHEVRON CORP | 0.21% |
| MONDELEZ INTERNATIONAL INC-A SEDOL B8CKK03 | 0.21% |
| NINTENDO CO LTD SEDOL 6639550 | 0.21% |
| FNMA FN30 TBA UMBS 03.5000 11/01/2050 | 0.20% |
| OKTA INC SEDOL BDFZSP1 | 0.20% |
| PFIZER INC SEDOL 2684703 | 0.20% |
| FNMA FN30 FM4328 UMBS 02.5000 09/01/2050 | 0.20% |
| FNMA FN30 TBA UMBS 02.5000 11/01/2050 | 0.20% |
| CADENCE DESIGN SYS INC SEDOL 2302232 | 0.20% |
| ALTRIA GROUP INC | 0.19% |
| SHERWIN-WILLIAMS CO/THE SEDOL 2804211 | 0.19% |
| DOLLAR GENERAL CORP SEDOL B5B1S13 | 0.19% |
| MORGAN STANLEY | 0.19% |
| XILINX INC SEDOL 2985677 | 0.19% |
| SYNOPSYS INC SEDOL 2867719 | 0.19% |
| MEITUAN-CLASS B SEDOL BGJW376 | 0.18% |
| OTIS WORLDWIDE CORP SEDOL BK531S8 | 0.18% |
| COSTAR GROUP INC SEDOL 2262864 | 0.18% |
| CROWN CASTLE INTL CORP SEDOL BTGQCX1 | 0.18% |
| OLD DOMINION FREIGHT LINE SEDOL 2656423 | 0.18% |
| SOUTHWEST AIRLINES CO SEDOL 2831543 | 0.18% |
| FNMA FN30 FM1741 UMBS 04.0000 04/01/2049 | 0.17% |
| WASTE MANAGEMENT INC SEDOL 2937667 | 0.17% |
| FORTINET INC SEDOL B5B2106 | 0.17% |
| EQUINIX INC SEDOL BVLZX12 | 0.16% |
| WALMART DE MEXICO SAB DE CV SEDOL BW1YVH8 | 0.16% |
| AIA GROUP LTD SEDOL B4TX8S1 | 0.16% |
| ESTEE LAUDER COMPANIES-CL A SEDOL 2320524 | 0.16% |
| KONINKLIJKE AHOLD DELHAIZE N SEDOL BD0Q398 | 0.16% |
| NESTLE SA-REG SEDOL 7123870 | 0.16% |
| YUM BRANDS INC SEDOL 2098876 | 0.16% |
| ROCKWELL AUTOMATION INC SEDOL 2754060 | 0.16% |
| BRISTOL-MYERS SQUIBB CO SEDOL 2126335 | 0.15% |
| FREEPORT-MCMORAN INC SEDOL 2352118 | 0.15% |
| HDFC BANK LIMITED SEDOL BK1N461 | 0.15% |
| INPHI CORP SEDOL B5TRVW5 | 0.15% |
| HOLOGIC INC SEDOL 2433530 | 0.15% |
| BIOGEN INC SEDOL 2455965 | 0.15% |
| SEA LTD-ADR SEDOL BYWD7L4 | 0.15% |
| SK HYNIX INC SEDOL 6450267 | 0.15% |
| GENERAL MOTORS CO SEDOL B665KZ5 | 0.15% |
| NOVARTIS AG-REG SEDOL 7103065 | 0.15% |
| TESLA INC SEDOL B616C79 | 0.15% |
| AMERIPRISE FINANCIAL INC SEDOL B0J7D57 | 0.14% |
| HANA FINANCIAL GROUP SEDOL B0RNRF5 | 0.14% |
| BJ'S WHOLESALE CLUB HOLDINGS SEDOL BFZNZF8 | 0.14% |
| TREASURY BILL 00.0000 12/15/2020 | 0.14% |
| GODADDY INC - CLASS A SEDOL BWFRFC6 | 0.14% |
| DOW INC SEDOL BHXCF84 | 0.14% |
| GAMING AND LEISURE PROPERTIE SEDOL BFPK4S5 | 0.14% |
| SYNCHRONY FINANCIAL SEDOL BP96PS6 | 0.14% |
| TATA CONSULTANCY SVS LTD SEDOL B01NPJ1 | 0.14% |
| FNMA FN30 FM1521 UMBS 04.0000 05/01/2049 | 0.14% |
| TAKE-TWO INTERACTIVE SOFTWRE SEDOL 2122117 | 0.14% |
| ORACLE CORP SEDOL 2661568 | 0.13% |
| S&P GLOBAL INC SEDOL BYV2325 | 0.13% |
| AFLAC INC SEDOL 2026361 | 0.13% |
| ANGLO AMER PLC SEDOL B1XZS82 | 0.13% |
| FNMA FN30 AL9859 UMBS 03.0000 03/01/2047 | 0.13% |
| ASTRAZENECA PLC-SPONS ADR SEDOL 2989044 | 0.13% |
| AT&T INC SEDOL 2831811 | 0.13% |
| NOVO NORDISK A/S-B SEDOL BHC8X90 | 0.13% |
| AXA SA SEDOL 7088429 | 0.12% |
| JD.COM INC-ADR SEDOL BMM27D9 | 0.12% |
| PNC FINANCIAL SERVICES GROUP SEDOL 2692665 | 0.12% |
| BIGCOMMERCE HOLDINGS-SER 1 SEDOL BMDCDP2 | 0.12% |
| DEXCOM INC SEDOL B0796X4 | 0.12% |
| PROSUS NV SEDOL BJDS7M4 | 0.12% |
| FNMA FN30 MA2737 UMBS 03.0000 09/01/2046 | 0.12% |
| FNMA FN30 TBA UMBS 03.5000 12/01/2050 | 0.12% |
| KERING SEDOL 5505072 | 0.12% |
| SUMITOMO MITSUI FINANCIAL GR SEDOL 6563024 | 0.12% |
| ADVANCED MICRO DEVICES SEDOL 2007849 | 0.12% |
| EXPEDITORS INTL WASH INC SEDOL 2325507 | 0.12% |
| HERSHEY CO/THE SEDOL 2422806 | 0.12% |
| LULULEMON ATHLETICA INC SEDOL B23FN39 | 0.12% |
| FNMA FN30 BQ1269 UMBS 02.5000 08/01/2050 | 0.12% |
| WESFARMERS LTD SEDOL 6948836 | 0.12% |
| DEUTSCHE POST AG-REG SEDOL 4617859 | 0.11% |
| AVALARA INC SEDOL BZ1NVP4 | 0.11% |
| KINDER MORGAN INC SEDOL B3NQ4P8 | 0.11% |
| LENNAR CORP-A SEDOL 2511920 | 0.11% |
| DEUTSCHE BOERSE AG SEDOL 7021963 | 0.11% |
| LI NING CO LTD SEDOL B01JCK9 | 0.11% |
| ZIMMER BIOMET HOLDINGS INC SEDOL 2783815 | 0.11% |
| HERMES INTERNATIONAL SEDOL 5253973 | 0.11% |
| UNITED RENTALS INC SEDOL 2134781 | 0.11% |
| PUBLIC SERVICE ENTERPRISE GP SEDOL 2707677 | 0.11% |
| HOYA CORP SEDOL 6441506 | 0.11% |
| EATON CORP PLC SEDOL B8KQN82 | 0.10% |
| FEDEX CORP SEDOL 2142784 | 0.10% |
| T-MOBILE US INC P/P 144A 05.2500 CV PFD | 0.10% |
| LEIDOS HOLDINGS INC SEDOL BDV82B8 | 0.10% |
| RIO TINTO PLC SEDOL 0718875 | 0.10% |
| SEAGEN INC SEDOL BLPK4D2 | 0.10% |
| THERMO FISHER SCIENTIFIC INC SEDOL 2886907 | 0.10% |
| BAXTER INTERNATIONAL INC SEDOL 2085102 | 0.10% |
| DISCOVER FINANCIAL SERVICES SEDOL B1YLC43 | 0.10% |
| TECHTRONIC INDUSTRIES CO LTD SEDOL B0190C7 | 0.10% |
| TREASURY BILL 00.0000 11/10/2020 | 0.10% |
| CHIPOTLE MEXICAN GRILL INC SEDOL B0X7DZ3 | 0.10% |
| ALBEMARLE CORP SEDOL 2046853 | 0.10% |
| CARDINAL HEALTH INC SEDOL 2175672 | 0.10% |
| ALLIANZ SE-REG SEDOL 5231485 | 0.10% |
| APTIV PLC SEDOL B783TY6 | 0.10% |
| ITOCHU CORP SEDOL 6467803 | 0.10% |
| FERGUSON PLC SEDOL BJVNSS4 | 0.10% |
| RADIAN GROUP INC SEDOL 2173911 | 0.10% |
| ZHONGSHENG GROUP HOLDINGS SEDOL B633D97 | 0.10% |
| BHP GROUP LTD SEDOL 6144690 | 0.09% |
| ABIOMED INC SEDOL 2003698 | 0.09% |
| AVERY DENNISON CORP SEDOL 2066408 | 0.09% |
| BOOZ ALLEN HAMILTON HOLDINGS SEDOL B5367T7 | 0.09% |
| HINDUSTAN UNILEVER LTD SEDOL 6261674 | 0.09% |
| MEDIATEK INC SEDOL 6372480 | 0.09% |
| BOSTON PROPERTIES INC SEDOL 2019479 | 0.09% |
| DEUTSCHE TELEKOM AG-REG SEDOL 5842359 | 0.09% |
| EXXON MOBIL CORP SEDOL 2326618 | 0.09% |
| UNILEVER NV SEDOL B1527V7 | 0.09% |
| AIRTAC INTERNATIONAL GROUP SEDOL B52J816 | 0.09% |
| ASSURED GUARANTY LTD SEDOL B00V7H8 | 0.09% |
| RAYTHEON TECHNOLOGIES CORP SEDOL BM5M5Y3 | 0.09% |
| ROYAL DUTCH SHELL PLC-B SHS SEDOL B03MM40 | 0.09% |
| SCHLUMBERGER LTD SEDOL 2779201 | 0.09% |
| SCHWAB (CHARLES) CORP SEDOL 2779397 | 0.09% |
| SHENZHEN MINDRAY BIO-MEDIC-A SEDOL BHQK864 | 0.09% |
| WASTE CONNECTIONS INC SEDOL BYVG1F6 | 0.09% |
| AMEREN CORPORATION SEDOL 2050832 | 0.09% |
| L OREAL SEDOL 4057808 | 0.09% |
| DUPONT DE NEMOURS INC SEDOL BK0VN47 | 0.09% |
| SCHNEIDER ELECTRIC SE SEDOL 4834108 | 0.09% |
| AMETEK INC SEDOL 2089212 | 0.09% |
| B3 SA-BRASIL BOLSA BALCAO SEDOL BG36ZK1 | 0.09% |
| COCA-COLA HBC AG-DI SEDOL B9895B7 | 0.09% |
| DNB NOR ASA SEDOL 4263304 | 0.09% |
| WUXI APPTEC CO LTD-H SEDOL BGHH0L6 | 0.09% |
| AGNC INVESTMENT CORP SEDOL BYYHJL8 | 0.08% |
| TAIWAN SEMICONDUCTOR-SP ADR SEDOL 2113382 | 0.08% |
| DANAHER CORP 05.0000 CV PFD | 0.08% |
| FORTUNE BRANDS HOME & SECURI SEDOL B3MC7D6 | 0.08% |
| JAZZ PHARMACEUTICALS PLC SEDOL B4Q5ZN4 | 0.08% |
| FAIR ISAAC CORP SEDOL 2330299 | 0.08% |
| LG CHEM LTD SEDOL 6346913 | 0.08% |
| SBA COMMUNICATIONS CORP SEDOL BZ6TS23 | 0.08% |
| VERIZON COMM 04.3290 09/21/2028 | 0.08% |
| BF0101 03.5000 06/01/2056 | 0.08% |
| LONDON STOCK EXCHANGE GROUP SEDOL B0SWJX3 | 0.08% |
| TOTAL SE SEDOL B15C557 | 0.08% |
| CENTRE TESTING INTL GROUP-A SEDOL BD5C7D3 | 0.08% |
| MERCADOLIBRE INC SEDOL B23X1H3 | 0.08% |
| SANDVIK AB SEDOL B1VQ252 | 0.08% |
| DIAGEO PLC SEDOL 0237400 | 0.08% |
| KAKAO CORP SEDOL 6194037 | 0.08% |
| AMERICAN INTERNATIONAL GROUP SEDOL 2027342 | 0.08% |
| DYNATRACE INC SEDOL BJV2RD9 | 0.08% |
| POYA INTERNATIONAL CO LTD SEDOL 6541826 | 0.08% |
| SHENZHEN INOVANCE TECHNOLO-A SEDOL BD5CMN8 | 0.08% |
| COMPASS GROUP PLC SEDOL BD6K457 | 0.08% |
| ENTERGY CORP SEDOL 2317087 | 0.08% |
| EQUITABLE HOLDINGS INC SEDOL BKRMR96 | 0.08% |
| KDDI CORP SEDOL 6248990 | 0.08% |
| NTT DOCOMO INC SEDOL 6129277 | 0.08% |
| STACR 2016-DNA2 M3 04.7993 10/25/2028 | 0.08% |
| WULIANGYE YIBIN CO LTD-A SEDOL BD5CPG2 | 0.08% |
| ARAMARK SEDOL BH3XG17 | 0.08% |
| CONOCOPHILLIPS | 0.08% |
| EASTMAN CHEMICAL CO SEDOL 2298386 | 0.08% |
| FNMA FN30 BM5024 UMBS 03.0000 11/01/2048 | 0.08% |
| FNMA FN30 BQ0329 UMBS 02.5000 07/01/2050 | 0.08% |
| ORSTED A/S SEDOL BYT16L4 | 0.08% |
| KONINKLIJKE DSM NV SEDOL B0HZL93 | 0.08% |
| MORGAN STANLEY 03.1250 01/23/2023 | 0.08% |
| VOLTRONIC POWER TECHNOLOGY SEDOL B96HCH8 | 0.08% |
| DAIKIN INDUSTRIES LTD SEDOL 6250724 | 0.07% |
| FORD MOTOR CO SEDOL 2615468 | 0.07% |
| TOTVS SA SEDOL B10LQP6 | 0.07% |
| ADIDAS AG SEDOL 4031976 | 0.07% |
| CAPITAL ONE FINANCIAL CORP SEDOL 2654461 | 0.07% |
| INDUSTRIA DE DISENO TEXTIL SEDOL BP9DL90 | 0.07% |
| APOLLO GLOBAL MANAGEMENT INC SEDOL BKRLVD5 | 0.07% |
| CHINA LESSO GROUP HOLDINGS L SEDOL BCDBKF8 | 0.07% |
| GOLDMAN SACHS GROUP INC 02.6000 12/27/2020 | 0.07% |
| HONG KONG EXCHANGES & CLEAR SEDOL 6267359 | 0.07% |
| KEURIG DR PEPPER INC SEDOL BD3W133 | 0.07% |
| ABB LTD-REG SEDOL 7108899 | 0.07% |
| LUKOIL PJSC-SPON ADR SEDOL BYZDW27 | 0.07% |
| NEXI SPA SEDOL BJ1F880 | 0.07% |
| COPA HOLDINGS SA-CLASS A SEDOL B0TNJH9 | 0.07% |
| ELITE MATERIAL CO LTD SEDOL 6316121 | 0.07% |
| PRUDENTIAL PLC SEDOL 0709954 | 0.07% |
| STATE STREET CORP SEDOL 2842040 | 0.07% |
| UBS GROUP AG-REG SEDOL BRJL176 | 0.07% |
| ESSITY AKTIEBOLAG-B SEDOL BF1K7P7 | 0.07% |
| PARTNERS GROUP HOLDING AG SEDOL B119QG0 | 0.07% |
| WOLTERS KLUWER SEDOL 5671519 | 0.07% |
| ABBVIE INC P/P 144A 03.2000 11/21/2029 | 0.07% |
| DOVER CORP SEDOL 2278407 | 0.07% |
| JPMORGAN CHASE & CO 03.9640 11/15/2048 | 0.07% |
| ALLY FINANCIAL INC SEDOL B72XK05 | 0.07% |
| ENTERPRISE PRODUCTS PARTNERS SEDOL 2285388 | 0.07% |
| FU SHOU YUAN INTERNATIONAL SEDOL BH4TZ73 | 0.07% |
| MERCK KGAA SEDOL 4741844 | 0.07% |
| POLARIS INC SEDOL 2692933 | 0.07% |
| EDP-ENERGIAS DE PORTUGAL SA SEDOL 4103596 | 0.07% |
| NXP SEMICONDUCTORS NV SEDOL B505PN7 | 0.07% |
| SAMSUNG ELECTRONICS-PREF SEDOL 6773812 | 0.07% |
| VALERO ENERGY CORP SEDOL 2041364 | 0.07% |
| CARLSBERG AS-B SEDOL 4169219 | 0.06% |
| PINNACLE WEST CAPITAL SEDOL 2048804 | 0.06% |
| VISTRA CORP SEDOL BZ8VJQ8 | 0.06% |
| AKZO NOBEL N.V. SEDOL BJ2KSG2 | 0.06% |
| HITACHI LTD SEDOL 6429104 | 0.06% |
| PEUGEOT SA SEDOL 7103526 | 0.06% |
| SECOM CO LTD SEDOL 6791591 | 0.06% |
| ACCENTURE PLC-CL A SEDOL B4BNMY3 | 0.06% |
| COVESTRO AG SEDOL BYTBWY9 | 0.06% |
| GARMIN LTD SEDOL B3Z5T14 | 0.06% |
| MICROSOFT CORP 01.5500 08/08/2021 | 0.06% |
| A-LIVING SVCS CO LTD SEDOL BFWK4M2 | 0.06% |
| NEW YORK LIFE INS P/P 144A 01.1000 05/05/2023 | 0.06% |
| REPUBLIC SERVICES INC SEDOL 2262530 | 0.06% |
| THALES SA SEDOL 4162791 | 0.06% |
| ASTELLAS PHARMA INC SEDOL 6985383 | 0.06% |
| COMMONWEALTH BK AUST P/P 144A 02.2000 11/09/2020 | 0.06% |
| CBRE GROUP INC - A SEDOL B6WVMH3 | 0.06% |
| CITIGROUP INC 03.6680 07/24/2028 | 0.06% |
| INVITATION HOMES INC SEDOL BD81GW9 | 0.06% |
| SINGAPORE EXCHANGE LTD SEDOL 6303866 | 0.06% |
| TREASURY BILL 00.0000 11/05/2020 | 0.06% |
| ASIAN PAINTS LTD SEDOL BCRWL65 | 0.06% |
| DUKE REALTY CORP SEDOL 2284084 | 0.06% |
| FLUTTER ENTERTAINMENT PLC SEDOL BWXC0Z1 | 0.06% |
| YANDEX NV-A SEDOL B5BSZB3 | 0.06% |
| CDX CDX.NA.HY.35 500.0 12/20/2025 | 0.06% |
| ENEL SPA SEDOL 7144569 | 0.06% |
| MORGAN STANLEY 03.6250 01/20/2027 | 0.06% |
| RENESAS ELECTRONICS CORP SEDOL 6635677 | 0.06% |
| SKANDINAVISKA ENSKILDA BAN-A SEDOL 4813345 | 0.06% |
| AVIVA PLC SEDOL 0216238 | 0.06% |
| FNMA FN30 BM1172 UMBS 03.0000 03/01/2047 | 0.06% |
| JPMORGAN CHASE & CO 03.3750 05/01/2023 | 0.06% |
| JPMORGAN CHASE & CO 03.6250 12/01/2027 | 0.06% |
| WOOLWORTHS GROUP LTD SEDOL 6981239 | 0.06% |
| GOODMAN GROUP SEDOL B03FYZ4 | 0.06% |
| PETROBRAS GLOBAL FINANCE USD 06.2500 03/17/2024 | 0.06% |
| PRINCIPAL FINANCIAL GROUP SEDOL 2803014 | 0.06% |
| BANK OF AMERICA CORP 06.1100 01/29/2037 | 0.06% |
| BNP PARIBAS SEDOL 7309681 | 0.06% |
| BROADRIDGE FINANCIAL SOLUTIO SEDOL B1VP7R6 | 0.06% |
| BRUNSWICK CORP SEDOL 2149309 | 0.06% |
| COMPANHIA DE LOCACAO DAS AME SEDOL B82CQN4 | 0.06% |
| DIAMOND 1 FIN/DIAM P/P 144A 06.0200 06/15/2026 | 0.06% |
| GOLDMAN SACHS GROUP INC 03.8500 01/26/2027 | 0.06% |
| MTN GROUP LTD SEDOL 6563206 | 0.06% |
| SAUDI INTL BOND P/P 144A 03.2500 10/22/2030 | 0.06% |
| UBI SOFT ENTERTA SEDOL B1L3CS6 | 0.06% |
| BRENNTAG AG SEDOL B4YVF56 | 0.05% |
| CF INDUSTRIES HOLDINGS INC SEDOL B0G4K50 | 0.05% |
| IHS MARKIT LTD P/P 144A 04.7500 02/15/2025 | 0.05% |
| LINCOLN NATIONAL CORP SEDOL 2516378 | 0.05% |
| NIHON M&A CENTER INC SEDOL B1DN466 | 0.05% |
| SBERBANK PJSC -SPONSORED ADR SEDOL B5SC091 | 0.05% |
| VONOVIA SE SEDOL BBJPFY1 | 0.05% |
| AMDOCS LTD SEDOL 2256908 | 0.05% |
| BRISTOL-MYERS 03.2500 02/20/2023 | 0.05% |
| DBUBS 2011-LC3A D P/P 144A 05.3351 08/10/2044 | 0.05% |
| UNIVERSAL VISION BIOTECHNOLO SEDOL 6732051 | 0.05% |
| WORLDLINE SA SEDOL BNFWR44 | 0.05% |
| BERRY GLOBAL GROUP INC SEDOL B8BR3H3 | 0.05% |
| CROWN HOLDINGS INC | 0.05% |
| DELTA AIR LINES INC SEDOL B1W9D46 | 0.05% |
| DIASORIN SPA SEDOL B234WN9 | 0.05% |
| DNB BANK ASA P/P 144A 02.1500 12/02/2022 | 0.05% |
| EVERBRIDGE INC SEDOL BYY5ZB4 | 0.05% |
| HYPERA SA SEDOL B2QY968 | 0.05% |
| KINGFISHER PLC SEDOL 3319521 | 0.05% |
| NIPPON PROLOGIS REIT INC SEDOL B98BC67 | 0.05% |
| JM SMUCKER CO/THE SEDOL 2951452 | 0.05% |
| NORTONLIFELOCK INC SEDOL BJN4XN5 | 0.05% |
| TORONTO-DOMINION BANK USD 01.9000 12/01/2022 | 0.05% |
| AVALONBAY COMMUNITIES INC SEDOL 2131179 | 0.05% |
| COMPUGROUP MEDICAL SE & CO K SEDOL BMY7CH1 | 0.05% |
| CVS HEALTH CORP 04.7800 03/25/2038 | 0.05% |
| FORTESCUE METALS GROUP LTD SEDOL B2B2B49 | 0.05% |
| JAPAN EXCHANGE GROUP INC SEDOL 6743882 | 0.05% |
| KION GROUP AG SEDOL BB22L96 | 0.05% |
| PALTAC CORPORATION SEDOL B61BG94 | 0.05% |
| SHIN-ETSU CHEMICAL CO LTD SEDOL 6804585 | 0.05% |
| SIRIUS XM RADIO INC P/P 144A 05.0000 08/01/2027 | 0.05% |
| SNOWFLAKE INC-CLASS A SEDOL BN134B7 | 0.05% |
| WH GROUP LTD SEDOL BLLHKZ1 | 0.05% |
| BANCO BILBAO VIZCAYA ARGENTA SEDOL 5501906 | 0.05% |
| ELECTRONIC ARTS INC SEDOL 2310194 | 0.05% |
| MOODY S CORP | 0.05% |
| ORACLE CORP 02.5000 10/15/2022 | 0.05% |
| ROPER TECHNOLOGIES INC SEDOL 2749602 | 0.05% |
| SHIONOGI & CO LTD SEDOL 6804682 | 0.05% |
| TOKYO ELECTRON LTD SEDOL 6895675 | 0.05% |
| UBS GROUP AG P/P 144A 03.4910 05/23/2023 | 0.05% |
| BANK BTPN SYARIAH TBK PT SEDOL BFNBJ41 | 0.05% |
| CIA PARANAENSE DE ENERGI-PFB | 0.05% |
| DBS GROUP HOLDINGS LTD SEDOL 6175203 | 0.05% |
| LIVE NATION ENTERTAINMENT IN SEDOL B0T7YX2 | 0.05% |
| MWST 2019-1 A 00.9493 06/25/2052 | 0.05% |
| SPST 2020-2 A 00.9793 03/26/2021 | 0.05% |
| UNITED MEXICAN STATES USD 05.5500 01/21/2045 | 0.05% |
| APTARGROUP INC SEDOL 2045247 | 0.05% |
| BOOKING HOLDINGS INC SEDOL BDRXDB4 | 0.05% |
| NEXON CO LTD SEDOL B63QM77 | 0.05% |
| TELEDYNE TECHNOLOGIES INC SEDOL 2503477 | 0.05% |
| VOLKSWAGEN AG PFD SEDOL 5497168 | 0.05% |
| AT&T INC 04.1000 02/15/2028 | 0.05% |
| CASEYS GENERAL | 0.05% |
| FNMA FN30 BC1155 UMBS 03.0000 06/01/2046 | 0.05% |
| JUMBO SA SEDOL 7243530 | 0.05% |
| LIBERTY GLOBAL PLC- C SEDOL B8W67B1 | 0.05% |
| LINDE PLC SEDOL BYWD9S5 | 0.05% |
| LOGITECH INTERNATIONAL-REG SEDOL B18ZRK2 | 0.05% |
| SIG COMBIBLOC GROUP AG SEDOL BD5GN60 | 0.05% |
| ZALANDO SE SEDOL BQV0SV7 | 0.05% |
| APPLE INC 00.7500 05/11/2023 | 0.04% |
| BANK LEUMI LE-ISRAEL SEDOL 6076425 | 0.04% |
| BHP GROUP PLC SEDOL BH0P3Z9 | 0.04% |
| FERRARI NV SEDOL BD6G507 | 0.04% |
| LEGRAND SA SEDOL B11ZRK9 | 0.04% |
| NIPPON TELEGRAPH & TELEPHONE SEDOL 6641373 | 0.04% |
| ORIX CORP SEDOL 6661144 | 0.04% |
| SARTORIUS STEDIM BIOTECH SEDOL BYZ2QP5 | 0.04% |
| TEMPUR SEALY INTERNATIONAL I SEDOL 2216991 | 0.04% |
| TREASURY BILL 00.0000 11/17/2020 | 0.04% |
| AT&T INC. 03.8000 02/15/2027 | 0.04% |
| AXALTA COATING SYSTEMS LTD SEDOL BSFWCF5 | 0.04% |
| BANK OF AMERICA CORP 03.2480 10/21/2027 | 0.04% |
| BP PLC SEDOL 0798059 | 0.04% |
| CK ASSET HOLDINGS LTD SEDOL BYZQ077 | 0.04% |
| E.ON SE SEDOL 4942904 | 0.04% |
| NABTESCO CORP SEDOL 6687571 | 0.04% |
| SALESFORCE.COM INC 03.7000 04/11/2028 | 0.04% |
| ATLAS COPCO AB-A SHS SEDOL BD97BN2 | 0.04% |
| CI FINANCIAL CORP SEDOL B3KT0S5 | 0.04% |
| KEYCORP SEDOL 2490911 | 0.04% |
| NESTLE HOLDINGS INC P/P 144A 00.3750 01/15/2024 | 0.04% |
| ZOETIS INC SEDOL B95WG16 | 0.04% |
| 3I GROUP PLC SEDOL B1YW440 | 0.04% |
| ALLISON TRANSMISSION HOLDING SEDOL B4PZ892 | 0.04% |
| CAS 2016-C04 1M2 04.3993 01/25/2029 | 0.04% |
| CONSTELLATION BRANDS INC-A SEDOL 2170473 | 0.04% |
| INTERPUBLIC GROUP COS 04.6500 10/01/2028 | 0.04% |
| PPG INDUSTRIES INC SEDOL 2698470 | 0.04% |
| SAREPTA THERAPEUTICS INC SEDOL B8DPDT7 | 0.04% |
| ASML HOLDING NV SEDOL B929F46 | 0.04% |
| JUBILANT FOODWORKS LTD SEDOL B3PRM66 | 0.04% |
| LNSTR 2015-3 B P/P 144A 03.2018 04/20/2048 | 0.04% |
| LOWES COMPANIES INC | 0.04% |
| SOFTWARE AG SEDOL BF06WX9 | 0.04% |
| SYMRISE AG SEDOL B1JB4K8 | 0.04% |
| UNUM GROUP SEDOL 2433842 | 0.04% |
| 21VIANET GROUP INC-ADR SEDOL B3Q0VS9 | 0.04% |
| CREDIT AGRICOLE SA SEDOL 7262610 | 0.04% |
| EIFFAGE SEDOL B13X013 | 0.04% |
| FNMA FN30 TBA UMBS 04.0000 11/01/2050 | 0.04% |
| NOMURA RESEARCH INSTITUTE LT SEDOL 6390921 | 0.04% |
| REPUBLIC OF INDONESIA REGS 04.7500 01/08/2026 | 0.04% |
| SLM CORP | 0.04% |
| 10X GENOMICS INC-CLASS A SEDOL BKS3RS7 | 0.04% |
| BAIDU INC - SPON ADR SEDOL B0FXT17 | 0.04% |
| BAKER HUGHES CO SEDOL BDHLTQ5 | 0.04% |
| CME GROUP INC SEDOL 2965839 | 0.04% |
| ENERGY TRANSFER OPERATNG 06.6250 02/15/2028 | 0.04% |
| FIAT CHRYSLER AUTOMOBILES NV SEDOL BRJFWP3 | 0.04% |
| GLAXOSMITHKLINE PLC SEDOL 0925288 | 0.04% |
| STANDARD CHARTERED PLC SEDOL 0408284 | 0.04% |
| BRITISH AMERICAN TOBACCO PLC SEDOL 0287580 | 0.04% |
| CDX CDX.NA.IG.35 100.0 12/20/2025 | 0.04% |
| DINO POLSKA SA SEDOL BD0YVN2 | 0.04% |
| EQUITY RESIDENTIAL TR REIT | 0.04% |
| ITOCHU TECHNO-SOLUTIONS CORP SEDOL 6200194 | 0.04% |
| MICROSOFT CORP 02.4000 08/08/2026 | 0.04% |
| NETWORK INTERNATIONAL HOLDIN SEDOL BH3VJ78 | 0.04% |
| SUMITOMO TR&BK P/P 144A 00.8000 09/12/2023 | 0.04% |
| T-MOBILE USA INC P/P 144A 03.7500 04/15/2027 | 0.04% |
| VODAFONE GROUP PLC SEDOL BH4HKS3 | 0.04% |
| WFRBS 2011-C2 D P/P 144A 05.6725 02/15/2044 | 0.04% |
| ADECCO GROUP AG-REG SEDOL 7110720 | 0.04% |
| ASTRAZENECA PLC SEDOL 0989529 | 0.04% |
| CAS 2020-R01 1M2 02.1993 01/25/2040 | 0.04% |
| CCO HOLDINGS LLC P/P 144A 05.3750 06/01/2029 | 0.04% |
| IMPERIAL BRANDS PLC SEDOL 0454492 | 0.04% |
| LVMH MOET HENNESSY LOUIS VUI SEDOL 4061412 | 0.04% |
| MICROSOFT CORP 03.7000 08/08/2046 | 0.04% |
| MINEBEA CO LTD SEDOL 6642406 | 0.04% |
| RELIANCE STEEL & ALUMINUM SEDOL 2729068 | 0.04% |
| SPRINT CAPITAL CORPORATION 06.8750 11/15/2028 | 0.04% |
| SPRINT CORP 07.8750 09/15/2023 | 0.04% |
| UBS GROUP AG P/P 144A 03.0000 04/15/2021 | 0.04% |
| VOLVO AB-B SHS SEDOL B1QH830 | 0.04% |
| FNMA FN30 AS7003 UMBS 03.0000 04/01/2046 | 0.04% |
| VIRTU FINANCIAL INC-CLASS A SEDOL BWTVWD4 | 0.04% |
| BRAMBLES LTD SEDOL B1FJ0C0 | 0.04% |
| CAS 2015-C04 2M2 05.6993 04/25/2028 | 0.04% |
| CHARTER COMM OPT LLC 06.4840 10/23/2045 | 0.04% |
| CWALT 2006-OA10 4A1 00.3393 08/25/2046 | 0.04% |
| DRAFTKINGS INC - CL A SEDOL BMYML02 | 0.04% |
| FIDELITY NATIONAL FINANCIAL SEDOL BNBRDD4 | 0.04% |
| FNMA FN30 BJ9256 UMBS 04.0000 06/01/2048 | 0.04% |
| GENTEX CORP SEDOL 2366799 | 0.04% |
| HILTON WORLDWIDE FIN LLC 04.8750 04/01/2027 | 0.04% |
| PETROLEOS MEXICANOS USD 06.8400 01/23/2030 | 0.04% |
| REPUBLIC OF SENEGAL REGS 06.2500 05/23/2033 | 0.04% |
| TELEFONICA EMISIONES SAU USD 04.8950 03/06/2048 | 0.04% |
| AKAMAI TECHNOLOGIES INC SEDOL 2507457 | 0.03% |
| FNMA FN40 BF0171 UMBS 04.0000 01/01/2057 | 0.03% |
| NETFLIX INC SEDOL 2857817 | 0.03% |
| OTSUKA CORP SEDOL 6267058 | 0.03% |
| PORSCHE AUTOMOBIL HLDG-PRF SEDOL 7101069 | 0.03% |
| SUN HUNG KAI PROPERTIES SEDOL 6859927 | 0.03% |
| TRANSDIGM INC. P/P 144A 06.2500 03/15/2026 | 0.03% |
| AGL ENERGY LTD SEDOL BSS7GP5 | 0.03% |
| APPLE INC 04.2500 02/09/2047 | 0.03% |
| CAS 2016-C01 1M2 06.8993 08/25/2028 | 0.03% |
| CAS 2016-C02 1M2 06.1493 09/25/2028 | 0.03% |
| CELANESE CORP SEDOL B05MZT4 | 0.03% |
| EQUINIX INC. 02.9000 11/18/2026 | 0.03% |
| FAIRFAX FINL HLDGS USD 04.8500 04/17/2028 | 0.03% |
| GOLDMAN SACHS GROUP INC 04.2230 05/01/2029 | 0.03% |
| NITTO DENKO CORP SEDOL 6641801 | 0.03% |
| SIRIUS XM HOLDINGS INC SEDOL BGLDK10 | 0.03% |
| SNAM SPA SEDOL 7251470 | 0.03% |
| UNITEDHEALTH GROUP INC 03.8500 06/15/2028 | 0.03% |
| WALGREENS BOOTS ALLIANCE INC SEDOL BTN1Y44 | 0.03% |
| BRISTOL-MYERS 02.9000 07/26/2024 | 0.03% |
| CACI INTERNATIONAL INC -CL A SEDOL 2159267 | 0.03% |
| CIT GROUP INC. 05.2500 03/07/2025 | 0.03% |
| DIRECT LINE INSURANCE GROUP SEDOL BY9D0Y1 | 0.03% |
| FUJITSU LTD SEDOL 6356945 | 0.03% |
| JPMORGAN CHASE & CO 04.6000 02/01/2025 | 0.03% |
| KONE OYJ-B SEDOL B09M9D2 | 0.03% |
| ORACLE CORP 04.0000 11/15/2047 | 0.03% |
| PANDORA A/S SEDOL B44XTX8 | 0.03% |
| STANDARD IND INC P/P 144A 05.0000 02/15/2027 | 0.03% |
| AMERICAN TOWER CORP 03.1250 01/15/2027 | 0.03% |
| BCE INC SEDOL B188TH2 | 0.03% |
| CF INDUSTRIES INC P/P 144A 04.5000 12/01/2026 | 0.03% |
| DAIWA HOUSE INDUSTRY CO LTD SEDOL 6251363 | 0.03% |
| ECOLAB INC 02.7000 11/01/2026 | 0.03% |
| HIKMA PHARMACEUTICALS PLC SEDOL B0LCW08 | 0.03% |
| JDE PEET'S BV SEDOL BMC4ZZ3 | 0.03% |
| JUNIPER NETWORKS INC SEDOL 2431846 | 0.03% |
| LASERTEC CORP SEDOL 6506267 | 0.03% |
| M3 INC SEDOL B02K2M3 | 0.03% |
| NOVARTIS CAPITAL CORP 04.0000 11/20/2045 | 0.03% |
| SMITH & NEPHEW PLC SEDOL 0922320 | 0.03% |
| SUMITOMO MITSUI TRUST HOLDIN SEDOL 6431897 | 0.03% |
| AENA SME SA SEDOL BVRZ8L1 | 0.03% |
| AMAZON.COM INC 03.1500 08/22/2027 | 0.03% |
| ANZ NEW ZEALAND INT P/P 144A 02.8750 01/25/2022 | 0.03% |
| ASHTEAD CAPITAL INC P/P 144A 04.3750 08/15/2027 | 0.03% |
| CHS/COMMUNITY HEALTH SYS 06.2500 03/31/2023 | 0.03% |
| DOMINICAN REPUBLIC REGS 05.9500 01/25/2027 | 0.03% |
| ENTERPRISE PRODUCTS OPER 04.2500 02/15/2048 | 0.03% |
| FNMA FN30 AS8056 UMBS 03.0000 10/01/2046 | 0.03% |
| FNMA FN30 BC2733 UMBS 03.0000 05/01/2046 | 0.03% |
| IVORY COAST REGS 06.1250 06/15/2033 | 0.03% |
| LEGAL & GENERAL GROUP PLC SEDOL 0560399 | 0.03% |
| MRAIT 2020-2 A2 | 0.03% |
| ORACLE CORP 02.5000 05/15/2022 | 0.03% |
| REP OF INDONESIA P/P 144A 04.3500 01/08/2027 | 0.03% |
| TREASURY BILL 00.0000 11/19/2020 | 0.03% |
| WILMAR INTERNATIONAL LTD SEDOL B17KC69 | 0.03% |
| ABCAM PLC SEDOL B677469 | 0.03% |
| AIR LEASE CORP 04.6250 10/01/2028 | 0.03% |
| BANK OF MONTREAL USD 03.1000 04/13/2021 | 0.03% |
| BROADCOM CRP / CAYM 03.5000 01/15/2028 | 0.03% |
| COGNIZANT TECH SOLUTIONS-A SEDOL 2257019 | 0.03% |
| DISCOVERY INC - A SEDOL B3D7K31 | 0.03% |
| FAURECIA SEDOL 4400446 | 0.03% |
| KBC GROUP NV SEDOL 4497749 | 0.03% |
| SBI HOLDINGS INC SEDOL 6309466 | 0.03% |
| UNILEVER PLC SEDOL B10RZP7 | 0.03% |
| UNITEDHEALTH GROUP INC 03.1500 06/15/2021 | 0.03% |
| AURIZON HOLDINGS LTD SEDOL B87CVM3 | 0.03% |
| CK HUTCHISON HOLDINGS LTD SEDOL BW9P816 | 0.03% |
| DANSKE BANK A/S P/P 144A 02.7000 03/02/2022 | 0.03% |
| ENI SPA SEDOL 7145056 | 0.03% |
| GENERAL MOTORS FINL CO 04.0000 10/06/2026 | 0.03% |
| GJENSIDIGE FORSIKRING ASA SEDOL B4PH0C5 | 0.03% |
| INTEL CORP SEDOL 2463247 | 0.03% |
| KOITO MANUFACTURING CO LTD SEDOL 6496324 | 0.03% |
| QUEST DIAGNOSTICS INC SEDOL 2702791 | 0.03% |
| SYSCO CORP SEDOL 2868165 | 0.03% |
| AMAZON.COM INC. 02.5000 11/29/2022 | 0.03% |
| ASSOCIATED BRITISH FOODS PLC SEDOL 0673123 | 0.03% |
| BMW US CAPITAL LLC P/P 144A 02.0000 04/11/2021 | 0.03% |
| CAS 2015-C04 1M2 05.8493 04/25/2028 | 0.03% |
| DISH DBS CORP 05.8750 11/15/2024 | 0.03% |
| GMO INTERNET INC SEDOL 6170167 | 0.03% |
| INTL BUSINESS MACHINES CORP SEDOL 2005973 | 0.03% |
| KNORR-BREMSE AG SEDOL BD2P9X9 | 0.03% |
| NATIONAL AUSTRALIA BK/NY 02.5000 01/12/2021 | 0.03% |
| NRG ENERGY INC P/P 144A 04.4500 06/15/2029 | 0.03% |
| REPUBLIC OF KAZAKHSTAN REGS 04.8750 10/14/2044 | 0.03% |
| REPUBLIC OF PERU USD 02.3920 01/23/2026 | 0.03% |
| ROCHE HOLDINGS INC P/P 144A 04.0000 11/28/2044 | 0.03% |
| SEI INVESTMENTS COMPANY SEDOL 2793610 | 0.03% |
| SEKISUI HOUSE LTD SEDOL 6793906 | 0.03% |
| THE BANK OF NOVA SCOTIA USD 02.7000 03/07/2022 | 0.03% |
| US BANCORP 02.6250 01/24/2022 | 0.03% |
| AES CORP SEDOL 2002479 | 0.03% |
| AIR LIQUIDE SA SEDOL B1YXBJ7 | 0.03% |
| BANK OF AMERICA CORP 03.4990 05/17/2022 | 0.03% |
| BERKELEY GROUP HOLDINGS/THE SEDOL B02L3W3 | 0.03% |
| BOC HONG KONG HOLDINGS LTD SEDOL 6536112 | 0.03% |
| BRISTOL-MYERS 03.2500 08/15/2022 | 0.03% |
| CLP HOLDINGS LTD SEDOL 6097017 | 0.03% |
| COLES GROUP LTD SEDOL BYWR0T5 | 0.03% |
| COMCAST CORP 03.9690 11/01/2047 | 0.03% |
| COMM 2010-C1 D P/P 144A 05.8396 07/10/2046 | 0.03% |
| COSTCO WHOLESALE CORP SEDOL 2701271 | 0.03% |
| COUSINS PROPERTIES INC SEDOL BJP0MF6 | 0.03% |
| EQUITY LIFESTYLE PROPERTIES SEDOL 2563125 | 0.03% |
| GSMS 2011-GC3 D P/P 144A 05.6097 03/10/2044 | 0.03% |
| HENDERSON LAND DEVELOPMENT SEDOL 6420538 | 0.03% |
| KOSE CORP SEDOL 6194468 | 0.03% |
| LPL FINANCIAL HOLDINGS INC SEDOL B75JX34 | 0.03% |
| NATIONAL BANK OF CANADA SEDOL 2077303 | 0.03% |
| NEWMARKET CORP SEDOL B01CGF1 | 0.03% |
| PNC BANK NA 02.0280 12/09/2022 | 0.03% |
| SMC CORP SEDOL 6763965 | 0.03% |
| SUNDRUG CO LTD SEDOL 6817895 | 0.03% |
| TEMPO ACQ LLC/FI P/P 144A 06.7500 06/01/2025 | 0.03% |
| C.H. ROBINSON WORLDWIDE INC SEDOL 2116228 | 0.02% |
| CALPINE CORP P/P 144A 04.5000 02/15/2028 | 0.02% |
| CHENIERE CORP CHRIST 05.1250 06/30/2027 | 0.02% |
| CREDIT SUISSE NEW YORK 02.8000 04/08/2022 | 0.02% |
| CWALT 2006-OA7 1A2 01.8225 06/25/2046 | 0.02% |
| DIGITAL REALTY TRUST LP 04.7500 10/01/2025 | 0.02% |
| EQUINOR ASA USD 02.9000 11/08/2020 | 0.02% |
| HIKARI TSUSHIN INC SEDOL 6416322 | 0.02% |
| KINDER MORGAN INC 03.1500 01/15/2023 | 0.02% |
| MGIC INVESTMENT CORP SEDOL 2548616 | 0.02% |
| PULTEGROUP INC 05.5000 03/01/2026 | 0.02% |
| REINSURANCE GROUP OF AMERICA SEDOL 2731193 | 0.02% |
| TELSTRA CORP LTD SEDOL 6087289 | 0.02% |
| TRANSCANADA TRUST USD 05.3000 03/15/2077 | 0.02% |
| VERTIV TLB L+300 04.6550 03/02/2027 | 0.02% |
| VOPAK SEDOL 5809428 | 0.02% |
| ALBERTSONS COS/SAFE P/P 144A 04.6250 01/15/2027 | 0.02% |
| ALKERMES PLC SEDOL B3P6D26 | 0.02% |
| AMERICAN EXPRESS COMPANY 02.6500 12/02/2022 | 0.02% |
| ARKEMA SEDOL B0Z5YZ2 | 0.02% |
| ASHLAND GLOBAL HOLDINGS INC SEDOL BYND5N1 | 0.02% |
| AT&T INC 04.7500 05/15/2046 | 0.02% |
| CAMPBELL SOUP CO SEDOL 2162845 | 0.02% |
| CENOVUS ENERGY INC SEDOL B57FG04 | 0.02% |
| COMMONWEALTH BK AUST P/P 144A 03.1500 09/19/2027 | 0.02% |
| FHLMC FR30 ZS4703 UMBS 03.0000 02/01/2047 | 0.02% |
| GOODRX HOLDINGS INC-CLASS A SEDOL BMTVQT8 | 0.02% |
| KRAFT HEINZ FOODS CO 03.0000 06/01/2026 | 0.02% |
| MAGELLAN FINANCIAL GROUP LTD SEDOL B015YX4 | 0.02% |
| MSBAM 2014-C17 C 04.4792 08/15/2047 | 0.02% |
| SHELL INTERNATIONAL FIN USD 02.8750 05/10/2026 | 0.02% |
| SILGAN HOLDINGS INC SEDOL 2809324 | 0.02% |
| TENET HEALTHCARE P/P 144A 04.8750 01/01/2026 | 0.02% |
| TOSHIBA CORP SEDOL 6897217 | 0.02% |
| TPAT 2018-SL1 A P/P 144A 00.7493 01/25/2046 | 0.02% |
| ZURICH INSURANCE GROUP AG SEDOL 5983816 | 0.02% |
| AMERICAN ELECTRIC POWER 04.3000 12/01/2028 | 0.02% |
| CHUGAI PHARMACEUTICAL CO LTD SEDOL 6196408 | 0.02% |
| CREDIT SUISSE GRP AG P/P 144A 02.1930 06/05/2026 | 0.02% |
| ENERGY TRANSFER OPERATNG 03.7500 05/15/2030 | 0.02% |
| FIRSTENERGY TRANSMIS P/P 144A 05.4500 07/15/2044 | 0.02% |
| FISERV INC 04.2000 10/01/2028 | 0.02% |
| GSMS 2014-GC22 C 04.6920 06/10/2047 | 0.02% |
| MET LIFE GLOB P/P 144A 02.4000 06/17/2022 | 0.02% |
| MORGAN STANLEY 04.3750 01/22/2047 | 0.02% |
| NORTHROP GRUMMAN CORP 03.2500 01/15/2028 | 0.02% |
| ORACLE CORP 02.6500 07/15/2026 | 0.02% |
| SCOTTS MIRACLE-GRO CO SEDOL 2781518 | 0.02% |
| SPST 2020-6 A 01.8993 09/07/2021 | 0.02% |
| SUZUKEN CO LTD SEDOL 6865560 | 0.02% |
| TORONTO-DOMINION BANK SEDOL 2897222 | 0.02% |
| WEST JAPAN RAILWAY CO SEDOL 6957995 | 0.02% |
| AUTO TRADER GROUP PLC SEDOL BVYVFW2 | 0.02% |
| BPCE SA P/P 144A 04.5000 03/15/2025 | 0.02% |
| CAPGEMINI SE SEDOL 4163437 | 0.02% |
| CLOROX COMPANY SEDOL 2204026 | 0.02% |
| COMM 2014-CR19 AM 04.0800 08/10/2047 | 0.02% |
| CONSOLIDATED EDISON INC SEDOL 2216850 | 0.02% |
| DAITO TRUST CONSTRUCT CO LTD SEDOL 6250508 | 0.02% |
| DROPBOX INC-CLASS A SEDOL BG0T321 | 0.02% |
| ING GROEP NV-CVA SEDOL 7154182 | 0.02% |
| LAMB WESTON HOLDINGS P/P 144A 04.8750 11/01/2026 | 0.02% |
| LEVEL 3 FIN INC P/P 144A 04.6250 09/15/2027 | 0.02% |
| MCDONALD'S HOLDINGS CO JAPAN SEDOL 6371863 | 0.02% |
| MICROCHIP TECH INC 04.3330 06/01/2023 | 0.02% |
| NRG P/P 144A 03.7500 06/15/2024 | 0.02% |
| RAYTHEON TECH CORP P/P 144A 02.5000 12/15/2022 | 0.02% |
| RYOHIN KEIKAKU CO LTD SEDOL 6758455 | 0.02% |
| SPST 2020-WL1 A 01.2993 06/25/2051 | 0.02% |
| STANLEY ELECTRIC CO LTD SEDOL 6841106 | 0.02% |
| TRK 2019-1 A1 04.3356 03/25/2022 | 0.02% |
| A2 MILK CO LTD SEDOL 6287250 | 0.02% |
| AIR LEASE CORP 03.2500 10/01/2029 | 0.02% |
| APARTMENT INVT & MGMT CO -A SEDOL BJLNBG3 | 0.02% |
| CENTENE CORP 04.6250 12/15/2029 | 0.02% |
| CITIGROUP INC 04.5000 01/14/2022 | 0.02% |
| COMPAGNIE DE SAINT-GOBAIN SEDOL 7380482 | 0.02% |
| CSC HOLDINGS LLC 05.2500 06/01/2024 | 0.02% |
| DOLLAR TREE INC SEDOL 2272476 | 0.02% |
| GLOBAL PAYMENTS INC 04.0000 06/01/2023 | 0.02% |
| HOSHIZAKI CORP SEDOL B3FF8W8 | 0.02% |
| JAPAN POST HOLDINGS CO LTD SEDOL BYT8143 | 0.02% |
| JPMBB 2015-C29 B 04.1180 05/15/2048 | 0.02% |
| KIMBERLY-CLARK CORP SEDOL 2491839 | 0.02% |
| LAFARGEHOLCIM LTD-REG SEDOL 7110753 | 0.02% |
| MET LIFE GLOB P/P 144A 01.9500 01/13/2023 | 0.02% |
| MICHELIN (CGDE) SEDOL 4588364 | 0.02% |
| NOMURA REAL ESTATE HOLDINGS SEDOL B1CWJM5 | 0.02% |
| OBAYASHI CORP SEDOL 6656407 | 0.02% |
| ODAKYU ELECTRIC RAILWAY CO SEDOL 6656106 | 0.02% |
| ORACLE CORP 01.9000 09/15/2021 | 0.02% |
| PLANTRONICS INC P/P 144A 05.5000 05/31/2023 | 0.02% |
| SPECTRUM BRANDS HOLDINGS INC SEDOL BDRYFB1 | 0.02% |
| SPST 2020-13 A 01.6493 10/10/2021 | 0.02% |
| SPST 2020-15 A 00.0000 12/10/2021 | 0.02% |
| WALT DISNEY CO/THE SEDOL 2270726 | 0.02% |
| AMERICAN TOWER CORPORATION 02.7500 01/15/2027 | 0.02% |
| ANHEUSER-BUSCH CO/IN 03.6500 02/01/2026 | 0.02% |
| BIOMERIEUX SEDOL BF0LBX7 | 0.02% |
| CFCRE 2011-C2 E P/P 144A 05.7394 12/15/2047 | 0.02% |
| CIGNA CORP 03.9000 02/15/2022 | 0.02% |
| CISCO SYSTEMS INC 02.2000 02/28/2021 | 0.02% |
| CREDIT SUISSE GRP AG P/P 144A 06.2500 12/18/2024 | 0.02% |
| CSAIL 2020-C19 XA IO 01.1218 03/15/2053 | 0.02% |
| EOG RESOURCES INC SEDOL 2318024 | 0.02% |
| EQUITY COMMONWEALTH SEDOL BPH3N63 | 0.02% |
| EXXON MOBIL CORPORATION 02.2220 03/01/2021 | 0.02% |
| FNMA FN30 AS7154 UMBS 03.0000 05/01/2046 | 0.02% |
| HALLIBURTON CO SEDOL 2405302 | 0.02% |
| HCA INC. 05.3750 09/01/2026 | 0.02% |
| INTERCONTINENTALEXCHANGE 02.6500 09/15/2040 | 0.02% |
| ISHARES CORE MSCI EMERGING SEDOL B8NDCB6 | 0.02% |
| ONO PHARMACEUTICAL CO LTD SEDOL 6660107 | 0.02% |
| PERSIMMON PLC SEDOL 0682538 | 0.02% |
| POPULAR INC SEDOL B86QM90 | 0.02% |
| RAYTHEON TECH CORP 04.1250 11/16/2028 | 0.02% |
| REPUBLIC OF CHILE USD 02.4500 01/31/2031 | 0.02% |
| REPUBLIC OF PARAGUAY REGS 04.7000 03/27/2027 | 0.02% |
| SAMI 2007-AR7 1A1 00.9993 05/25/2047 | 0.02% |
| SPIRAX-SARCO ENGINEERING PLC SEDOL BWFGQN1 | 0.02% |
| STACR 2015-DNA3 M3 04.8493 04/25/2028 | 0.02% |
| TARGA RESOURCES PART 05.0000 01/15/2028 | 0.02% |
| TORONTO-DOMINION BANK USD 03.6250 09/15/2031 | 0.02% |
| WATCO COS LLC/FI P/P 144A 06.5000 06/15/2027 | 0.02% |
| WILLIS TOWERS WATSON PLC USD 05.7500 03/15/2021 | 0.02% |
| ALPHABET INC 03.6250 05/19/2021 | 0.02% |
| BANK OF AMERICA CORP 06.1000 12/29/2049 | 0.02% |
| BANK OF MONTREAL SEDOL 2076009 | 0.02% |
| BIOGEN INC 03.6250 09/15/2022 | 0.02% |
| BROTHER INDUSTRIES LTD SEDOL 6146500 | 0.02% |
| CAN IMPERIAL BK OF COMMERCE SEDOL 2170525 | 0.02% |
| CAS 2016-C05 2M2 04.5993 01/25/2029 | 0.02% |
| DIVERSIFIED HEALTHCARE T 09.7500 06/15/2025 | 0.02% |
| ELISA OYJ SEDOL 5701513 | 0.02% |
| FINECOBANK SPA SEDOL BNGN9Z1 | 0.02% |
| GCP APPLIED TECH P/P 144A 05.5000 04/15/2026 | 0.02% |
| ISRAEL DISCOUNT BANK -A SEDOL 6451271 | 0.02% |
| JPMBB 2014-C19 C 04.6766 04/15/2047 | 0.02% |
| LIBERTY MEDIA COR-SIRIUSXM C SEDOL BD8QGH9 | 0.02% |
| MBX.FN30.500.10 R USL1M P 01/12/41 BC | 0.02% |
| MONDELEZ INT HOLD NE P/P 144A 02.1250 09/19/2022 | 0.02% |
| NETFLIX INC P/P 144A 05.3750 11/15/2029 | 0.02% |
| NORFOLK SOUTHERN CORP SEDOL 2641894 | 0.02% |
| NOVELIS CORP P/P 144A 04.7500 01/30/2030 | 0.02% |
| PALO ALTO NETWORKS INC SEDOL B87ZMX0 | 0.02% |
| PFIZER INC 01.9500 06/03/2021 | 0.02% |
| RECRUIT HOLDINGS CO LTD SEDOL BQRRZ00 | 0.02% |
| SHRP 2020-1 NOTE 03.1250 07/25/2024 | 0.02% |
| STAPLES INC P/P 144A 07.5000 04/15/2026 | 0.02% |
| TRADEWEB MARKETS INC-CLASS A SEDOL BJXMVK2 | 0.02% |
| WALT DISNEY COMPANY 07.7500 12/01/2045 | 0.02% |
| WFRBS 2014-C22 XA IO 00.8057 09/15/2057 | 0.02% |
| YANGZIJIANG SHIPBUILDING SEDOL B1VT035 | 0.02% |
| ALLY FINANCIAL INC 08.0000 11/01/2031 | 0.02% |
| AMERICAN FINANCIAL GROUP INC SEDOL 2134532 | 0.02% |
| AMERICAN INTL GROUP 08.1750 05/15/2058 | 0.02% |
| BAE SYSTEMS PLC SEDOL 0263494 | 0.02% |
| BRDCOM CRP / FIN 03.8750 01/15/2027 | 0.02% |
| BROADCOM INC 04.1500 11/15/2030 | 0.02% |
| CGCMT 2014-GC21 AS 04.0260 05/10/2047 | 0.02% |
| CHINA RESOURCES GAS GROUP LT SEDOL 6535517 | 0.02% |
| CIGNA CORP 03.7500 07/15/2023 | 0.02% |
| DIGITAL REALTY TRUST LP 04.4500 07/15/2028 | 0.02% |
| DUKE ENERGY CORP 03.1500 08/15/2027 | 0.02% |
| FIRST QUANTUM MINERA P/P 144A 07.5000 04/01/2025 | 0.02% |
| FUJIFILM HOLDINGS CORP SEDOL 6356525 | 0.02% |
| GLOBAL MEDICAL RESPONS L+475 05.5000 10/05/2025 | 0.02% |
| ICL GROUP LTD SEDOL 6455530 | 0.02% |
| IDACORP INC SEDOL 2296937 | 0.02% |
| JAPAN AIRLINES CO LTD SEDOL B8BRV46 | 0.02% |
| JOHNSON CONTROLS INTL PL 04.5000 02/15/2047 | 0.02% |
| LBMLT 2004-1 A2 00.9493 02/25/2034 | 0.02% |
| MERCK & CO INC 03.7000 02/10/2045 | 0.02% |
| NAVISTAR INTL TLB L+350 03.6500 11/06/2024 | 0.02% |
| ONCOR ELECTRIC DELIV 03.7500 04/01/2045 | 0.02% |
| REPUBLIC OF COLOMBIA USD 03.8750 04/25/2027 | 0.02% |
| TAYLOR WIMPEY PLC SEDOL 0878230 | 0.02% |
| TENET HEALTHCARE COR P/P 144A 05.1250 11/01/2027 | 0.02% |
| UBS AG LONDON P/P 144A 01.7500 04/21/2022 | 0.02% |
| WAMU 2005-AR12 1A8 02.9274 10/25/2035 | 0.02% |
| WFRBS 2013-C11 AS 03.3110 03/15/2045 | 0.02% |
| WILCON DEPOT INC SEDOL BYXYHM7 | 0.02% |
| AES CORP/THE 05.5000 04/15/2025 | 0.02% |
| BP CAPITAL MARKETS PLC USD 03.2790 09/19/2027 | 0.02% |
| CAS 2017-C01 1M2 03.6993 07/25/2029 | 0.02% |
| COMCAST CORPORATION 03.3750 02/15/2025 | 0.02% |
| COMM 2013-CR13 AM 04.4490 11/10/2046 | 0.02% |
| CSC HOLDINGS LLC P/P 144A 07.5000 04/01/2028 | 0.02% |
| DUKE ENERGY OHIO INC 03.6500 02/01/2029 | 0.02% |
| ERAC USA FINANCE LLC P/P 144A 04.5000 02/15/2045 | 0.02% |
| F5 NETWORKS INC SEDOL 2427599 | 0.02% |
| FNMA FN30 AS8074 UMBS 03.0000 10/01/2046 | 0.02% |
| GALAPAGOS NV SEDOL B07Q2V5 | 0.02% |
| GENERAL ELECTRIC CO SEDOL 2380498 | 0.02% |
| HESS MIDSTREAM P P/P 144A 05.6250 02/15/2026 | 0.02% |
| IHEARTCOMMUNICATIONS INC 08.3750 05/01/2027 | 0.02% |
| JAPAN POST BANK CO LTD SEDOL BYT8165 | 0.02% |
| JONES LANG LASALLE INC SEDOL 2040640 | 0.02% |
| JPMCC 2012-C6 E P/P 144A 05.1521 05/15/2045 | 0.02% |
| KEURIG DR PEPPER INC 04.5970 05/25/2028 | 0.02% |
| KOBE BUSSAN CO LTD SEDOL B14RJB7 | 0.02% |
| MATCH GRP HLD II LLC P/P 144A 04.6250 06/01/2028 | 0.02% |
| MIZUHO FINANCIAL GROUP INC SEDOL 6591014 | 0.02% |
| NEC CORP SEDOL 6640400 | 0.02% |
| NETFLIX INC. 05.8750 11/15/2028 | 0.02% |
| NEWCREST MINING LTD SEDOL 6637101 | 0.02% |
| NOVELIS CORP P/P 144A 05.8750 09/30/2026 | 0.02% |
| ORKLA ASA SEDOL B1VQF42 | 0.02% |
| PULTEGROUP INC. 07.8750 06/15/2032 | 0.02% |
| SICHUAN LANGUANG JUSTBON -H SEDOL BK8JKG4 | 0.02% |
| TEVA PHARMACEUTICALS NE USD 06.0000 04/15/2024 | 0.02% |
| WASTE PRO USA INC P/P 144A 05.5000 02/15/2026 | 0.02% |
| AGCO CORP SEDOL 2010278 | 0.02% |
| ARES CAPITAL CORP 03.8750 01/15/2026 | 0.02% |
| BAFC 2005-B 3M1 00.8264 04/20/2035 | 0.02% |
| BANQUE CANTONALE VAUDOIS-REG SEDOL BMFY8R3 | 0.02% |
| BASE INC SEDOL BKRQ8Q2 | 0.02% |
| CITIGROUP INC 02.9000 12/08/2021 | 0.02% |
| CSAIL 2015-C1 D P/P 144A 03.7684 04/15/2050 | 0.02% |
| CWALT 2005-59 1A1 00.4814 11/20/2035 | 0.02% |
| DOMINICAN REPUBLIC REGS 06.8750 01/29/2026 | 0.02% |
| DUKE ENERGY CORP 04.2000 06/15/2049 | 0.02% |
| EOG RESOURCES INC 02.6250 03/15/2023 | 0.02% |
| FAIRFAX US INC P/P 144A 04.8750 08/13/2024 | 0.02% |
| FIDELITY NATL INFO SERV 03.7500 05/21/2029 | 0.02% |
| FISHER PAYKEL SEDOL 6340250 | 0.02% |
| GFL ENVIRONMENTAL P/P 144A 07.0000 06/01/2026 | 0.02% |
| HANKYU HANSHIN HOLDINGS INC SEDOL 6408664 | 0.02% |
| HOME DEPOT INC 02.6250 06/01/2022 | 0.02% |
| KAKAKU.COM INC SEDOL 6689533 | 0.02% |
| MSBAM 2012-C6 D P/P 144A 04.6062 11/15/2045 | 0.02% |
| NEUROCRINE BIOSCIENCES INC SEDOL 2623911 | 0.02% |
| OMNICOM GP/OMNICOM CAP 03.6000 04/15/2026 | 0.02% |
| ORACLE CORP JAPAN SEDOL 6141680 | 0.02% |
| PERTAMINA PERSERO PT P/P 144A 04.3000 05/20/2023 | 0.02% |
| T-MOBILE USA INC P/P 144A 03.8750 04/15/2030 | 0.02% |
| VERIZON COMMUNICATIONS 04.4000 11/01/2034 | 0.02% |
| VERIZON COMMUNICATIONS 05.2500 03/16/2037 | 0.02% |
| VTB BANK (VTB CAP SA P/P 144A 06.9500 10/17/2022 | 0.02% |
| WESTROCK MWV LLC 08.2000 01/15/2030 | 0.02% |
| APPLE INC 02.8500 05/06/2021 | 0.02% |
| APPLE INC 03.8500 05/04/2043 | 0.02% |
| ARD FINANCE SA P/P 144A 06.5000 06/30/2027 | 0.02% |
| BRAND ENERGY TL L+425 05.2500 06/21/2024 | 0.02% |
| BT GROUP PLC SEDOL 3091357 | 0.02% |
| CANTOR FITZGERALD LP P/P 144A 06.5000 06/17/2022 | 0.02% |
| CHEVRON CORP 02.1000 05/16/2021 | 0.02% |
| CURTISS-WRIGHT CORP SEDOL 2241205 | 0.02% |
| ENBRIDGE INC USD 04.5000 06/10/2044 | 0.02% |
| ENDEAVOR ENERGY P/P 144A 05.7500 01/30/2028 | 0.02% |
| GEORGIA-PACIFIC LLC P/P 144A 02.1000 04/30/2027 | 0.02% |
| GLENCORE FUNDING LLC P/P 144A 04.0000 04/16/2025 | 0.02% |
| GOLDMAN SACHS GROUP INC 05.7500 01/24/2022 | 0.02% |
| GSMS 2011-GC3 C P/P 144A 05.6097 03/10/2044 | 0.02% |
| GSMS 2017-GS7 AS 03.6630 08/10/2050 | 0.02% |
| GSMS 2019-GC42 AS 03.2117 09/01/2052 | 0.02% |
| IBM CORP 01.8750 08/01/2022 | 0.02% |
| JPMBB 2014-C22 C 04.5537 09/15/2047 | 0.02% |
| MCAS 2019-01 M7 P/P 144A 01.8493 10/15/2049 | 0.02% |
| MORGAN STANLEY 05.5000 07/28/2021 | 0.02% |
| MSC 2011-C3 B P/P 144A 05.2443 07/15/2049 | 0.02% |
| PPSI 2004-WCW2 M3 01.1993 10/25/2034 | 0.02% |
| SPRINT CORP 07.2500 09/15/2021 | 0.02% |
| STACR 2016-HQA2 M3 05.2993 11/25/2028 | 0.02% |
| SWISS LIFE HOLDING AG-REG SEDOL 7437805 | 0.02% |
| VIACOMCBS INC 02.9000 01/15/2027 | 0.02% |
| VIACOMCBS INC 04.2000 06/01/2029 | 0.02% |
| WFRBS 2011-C3 D P/P 144A 05.6734 03/15/2044 | 0.02% |
| ZOETIS INC 03.9000 08/20/2028 | 0.02% |
| ACS ACTIVIDADES SEDOL B01FLQ6 | 0.01% |
| ALLISON TRANSMISSION P/P 144A 04.7500 10/01/2027 | 0.01% |
| AMGEN INC 02.6000 08/19/2026 | 0.01% |
| BERKSHIRE HATHAWAY FIN 02.8500 10/15/2050 | 0.01% |
| BMW US CAPITAL LLC P/P 144A 03.9500 08/14/2028 | 0.01% |
| BPCE SA P/P 144A 05.1500 07/21/2024 | 0.01% |
| CAS 2016-C06 1M2 04.3993 04/25/2029 | 0.01% |
| CFCRE 2011-C1 D P/P 144A 06.0648 04/15/2044 | 0.01% |
| CITIGROUP INC 03.8870 01/10/2028 | 0.01% |
| COMPASS MIN INTL P/P 144A 06.7500 12/01/2027 | 0.01% |
| COX COMM INC P/P 144A 02.9500 10/01/2050 | 0.01% |
| CROWN CASTLE INTL CORP 03.7000 06/15/2026 | 0.01% |
| DOW CHEMICAL CO/THE 03.5000 10/01/2024 | 0.01% |
| ENERGY TRANSFER OPERA 05.8750 01/15/2024 | 0.01% |
| ERAC USA FINANCE LLC P/P 144A 07.0000 10/15/2037 | 0.01% |
| FORD MOTOR COMPANY 09.0000 04/22/2025 | 0.01% |
| GNR 2015-H25 BI IO 02.1340 10/20/2065 | 0.01% |
| GOOGLE INC 03.3750 02/25/2024 | 0.01% |
| GRAY TELEVISION INC P/P 144A 07.0000 05/15/2027 | 0.01% |
| GREAT LAKES D&D 08.0000 05/15/2022 | 0.01% |
| GSMS 2015-GC32 AS 04.0180 07/10/2048 | 0.01% |
| HD SUPPLY HOLDINGS INC SEDOL BBL5981 | 0.01% |
| HUNTINGTON BANCSHARES 04.3500 02/04/2023 | 0.01% |
| HYATT HOTELS CORP 04.8500 03/15/2026 | 0.01% |
| IRON MOUNTAIN INC P/P 144A 04.8750 09/15/2027 | 0.01% |
| JPMCC 2012-C8 D P/P 144A 04.6703 10/15/2045 | 0.01% |
| KOBAYASHI PHARMACEUTICAL CO SEDOL 6149457 | 0.01% |
| LMAT 2019-GS7 A1 03.2500 11/25/2059 | 0.01% |
| LMAT 2020-GS1 A1 02.8820 10/25/2059 | 0.01% |
| MARATHON OIL CORP SEDOL 2910970 | 0.01% |
| MATTEL INC P/P 144A 05.8750 12/15/2027 | 0.01% |
| MAXIM INTEGRATED PRODUCTS SEDOL 2573760 | 0.01% |
| NORDEA BANK ABP P/P 144A 02.2500 05/27/2021 | 0.01% |
| NUTRIEN LTD USD 04.1250 03/15/2035 | 0.01% |
| PETROBRAS GLOBAL FINANCE USD 07.3750 01/17/2027 | 0.01% |
| PM GENERAL PURCHASER P/P 144A 09.5000 10/01/2028 | 0.01% |
| POMEGRANATE MERGER S P/P 144A 09.7500 05/01/2023 | 0.01% |
| REGIONS FINANCIAL CORP 02.7500 08/14/2022 | 0.01% |
| REPUBLIC OF KAZAKHSTAN REGS 05.1250 07/21/2025 | 0.01% |
| REPUBLIC OF SOUTH AFRICA USD 04.8500 09/27/2027 | 0.01% |
| REPUBLICA ORIENT URUGUAY USD 07.6250 03/21/2036 | 0.01% |
| SCIENTIFIC GAMES P/P 144A 07.2500 11/15/2029 | 0.01% |
| SEVEN BANK LTD SEDOL B2NT8S1 | 0.01% |
| SOFTBANK GROUP CORP SEDOL 6770620 | 0.01% |
| SONIC HEALTHCARE LTD SEDOL 6821120 | 0.01% |
| TRANSUNION SEDOL BYMWL86 | 0.01% |
| TTM TECHNOLOGIES INC P/P 144A 05.6250 10/01/2025 | 0.01% |
| UNIVAR SOLUTIONS P/P 144A 05.1250 12/01/2027 | 0.01% |
| UPJOHN INC P/P 144A 02.3000 06/22/2027 | 0.01% |
| VIDEOTRON LTD USD 05.0000 07/15/2022 | 0.01% |
| VISTRA CORP P/P 144A 04.3000 07/15/2029 | 0.01% |
| VISTRA OPERATION P/P 144A 03.5500 07/15/2024 | 0.01% |
| ALTICE FRANCE P/P 144A 06.0000 02/15/2028 | 0.01% |
| AMUNDI SA SEDOL BYZR014 | 0.01% |
| APPLE INC 04.3750 05/13/2045 | 0.01% |
| BAUSCH HLTH COS INC P/P 144A 06.1250 04/15/2025 | 0.01% |
| CARRIAGE SVCS INC P/P 144A 06.6250 06/01/2026 | 0.01% |
| CAS 2016-C03 2M2 06.0493 10/25/2028 | 0.01% |
| CCO HLDGS LLC/CAP C P/P 144A 05.5000 05/01/2026 | 0.01% |
| CELANESE US HOLDINGS LLC 03.5000 05/08/2024 | 0.01% |
| CHUBU ELECTRIC POWER CO INC SEDOL 6195609 | 0.01% |
| COMM 2014-CR18 C 04.7951 07/15/2047 | 0.01% |
| CRC ESCROW ISSUER LL P/P 144A 05.2500 10/15/2025 | 0.01% |
| CROWN CASTLE INTL CORP 03.6500 09/01/2027 | 0.01% |
| DELTA/SKYMILES P/P 144A 04.7500 10/20/2028 | 0.01% |
| FHLMC FR30 ZS9547 UMBS 04.0000 09/01/2045 | 0.01% |
| FHMS K099 X1 IO 00.8861 09/25/2029 | 0.01% |
| FISERV INC SEDOL 2342034 | 0.01% |
| GOLDEN NUGGET INC P/P 144A 06.7500 10/15/2024 | 0.01% |
| HARGREAVES LANSDOWN PLC SEDOL B1VZ0M2 | 0.01% |
| HKT TRUST AND HKT LTD-SS SEDOL B4TXDZ3 | 0.01% |
| INTL FLAVOR & FRAGRANCES 04.4500 09/26/2028 | 0.01% |
| IVORY COAST REGS 05.3750 07/23/2024 | 0.01% |
| KEURIG DR PEPPER INC 04.4170 05/25/2025 | 0.01% |
| KRAFT HEINZ FOODS CO 05.0000 07/15/2035 | 0.01% |
| LPL HOLDINGS INC P/P 144A 05.7500 09/15/2025 | 0.01% |
| MATTAMY GROUP CORP P/P 144A 05.2500 12/15/2027 | 0.01% |
| MITSUBISHI UFJ FIN GRP USD 03.5350 07/26/2021 | 0.01% |
| MTR CORP SEDOL 6290054 | 0.01% |
| NEXSTAR ESCROW P/P 144A 05.6250 07/15/2027 | 0.01% |
| NIELSEN CO LUXEM P/P 144A 05.0000 02/01/2025 | 0.01% |
| NUCOR CORP SEDOL 2651086 | 0.01% |
| PACIFIC GAS & ELECTRIC 02.5000 02/01/2031 | 0.01% |
| PETROBRAS GLOBAL FINANCE USD 06.1250 01/17/2022 | 0.01% |
| PFIZER INC 03.0000 12/15/2026 | 0.01% |
| REFINITIV US HLDG P/P 144A 06.2500 05/15/2026 | 0.01% |
| ROYAL BANK OF CANADA USD 04.6500 01/27/2026 | 0.01% |
| SANOFI SEDOL 5671735 | 0.01% |
| SCOTTS MIRACLE-GRO 04.5000 10/15/2029 | 0.01% |
| SERVICE CORP INTL 05.1250 06/01/2029 | 0.01% |
| SOHGO SECURITY SERVICES CO SEDOL 6546359 | 0.01% |
| STEVENS HLDG CO INC P/P 144A 06.1250 10/01/2026 | 0.01% |
| SWISS PRIME SITE-REG SEDOL B083BH4 | 0.01% |
| TERRIER MEDIA BU P/P 144A 08.8750 12/15/2027 | 0.01% |
| THE AES CORPORATION 05.1250 09/01/2027 | 0.01% |
| TOTAL CAPITAL INTL SA USD 02.7500 06/19/2021 | 0.01% |
| TOWNSQUARE MEDIA INC P/P 144A 06.5000 04/01/2023 | 0.01% |
| UBS GROUP AG P/P 144A 04.1250 04/15/2026 | 0.01% |
| USD/MXN PUT 20.50 20210416 GSFX | 0.01% |
| VERTICAL US NEWCO IN P/P 144A 05.2500 07/15/2027 | 0.01% |
| VIDEOTRON LTD / LTEE P/P 144A 05.1250 04/15/2027 | 0.01% |
| WELLS FARGO & COMPANY 05.8750 12/29/2049 | 0.01% |
| WFCM 2013-LC12 C 04.2751 07/15/2046 | 0.01% |
| WFCM 2017-C39 A5 03.4180 09/15/2050 | 0.01% |
| WFRBS 2011-C5 D P/P 144A 05.6558 11/15/2044 | 0.01% |
| WFRBS 2013-C12 AS 03.5600 03/15/2048 | 0.01% |
| WFRBS 2013-UBS1 AS 04.3060 03/15/2046 | 0.01% |
| ALPHABET INC 01.9980 08/15/2026 | 0.01% |
| BBCMS 2019-C3 B 04.0960 05/15/2052 | 0.01% |
| BECTON DICKINSON AND CO SEDOL 2087807 | 0.01% |
| BMC EAST LLC P/P 144A 05.5000 10/01/2024 | 0.01% |
| CAS 2016-C01 2M2 07.0993 08/25/2028 | 0.01% |
| CF INDUSTRIES INC 04.9500 06/01/2043 | 0.01% |
| CHUGOKU ELECTRIC POWER CO SEDOL 6195900 | 0.01% |
| CISCO SYSTEMS INC 02.5000 09/20/2026 | 0.01% |
| CITIGROUP INC 04.4500 09/29/2027 | 0.01% |
| CMLTI 2005-2 1A2A 03.8044 05/25/2035 | 0.01% |
| CREDIT SUISSE GRP AG P/P 144A 03.8690 01/12/2029 | 0.01% |
| DOMINICAN REPUBLIC REGS 06.5000 02/15/2048 | 0.01% |
| FHMS K087 X1 IO 00.3625 12/25/2028 | 0.01% |
| GEBERIT AG-REG SEDOL B1WGG93 | 0.01% |
| GLOBAL PAYMENTS INC 02.9000 05/15/2030 | 0.01% |
| HOWARD HUGHES CORP P/P 144A 05.3750 03/15/2025 | 0.01% |
| HUSKY III HLDG LTD P/P 144A 13.0000 02/15/2025 | 0.01% |
| HUSKY TLB L+300 03.3614 03/28/2025 | 0.01% |
| INTELSAT JACKSON HLD P/P 144A 09.7500 07/15/2025 | 0.01% |
| JOHNSON CONTROLS INTL PL 04.9500 07/02/2064 | 0.01% |
| JPMCC 2013-C16 AS 04.5169 12/15/2046 | 0.01% |
| L3HARRIS TECH INC 04.4000 06/15/2028 | 0.01% |
| MITSUBISHI UFJ LEASE & FINAN SEDOL 6268976 | 0.01% |
| MSBAM 2014-C14 C 04.9424 02/15/2047 | 0.01% |
| ORTHO-CLINICAL TLB L+325 03.3903 06/30/2025 | 0.01% |
| OSHKOSH CORP 04.6000 05/15/2028 | 0.01% |
| PARK-OHIO INDUSTRIES INC 06.6250 04/15/2027 | 0.01% |
| PEPTIDREAM INC SEDOL B97SH97 | 0.01% |
| QORVO INC SEDOL BR9YYP4 | 0.01% |
| SABRE GLBL INC P/P 144A 09.2500 04/15/2025 | 0.01% |
| SANTANDER UK GROUP H P/P 144A 04.7500 09/15/2025 | 0.01% |
| STACR 2017-DNA2 M2 03.5993 10/25/2029 | 0.01% |
| SWEDISH MATCH AB SEDOL 5048566 | 0.01% |
| SWISS RE TREAS P/P 144A 04.2500 12/06/2042 | 0.01% |
| TEVA PHARMACEUTICALS NE USD 06.7500 03/01/2028 | 0.01% |
| TRUIST FINANCIAL CORP 04.8000 12/31/2099 | 0.01% |
| UBSCM 2012-C1 C P/P 144A 05.5689 05/10/2045 | 0.01% |
| UNITEDHEALTH GROUP INC 04.7000 02/15/2021 | 0.01% |
| VISTRA OPERATION P/P 144A 05.5000 09/01/2026 | 0.01% |
| WFCM 2013-LC12 AS 04.2751 07/15/2046 | 0.01% |
| WFCM 2014-LC16 XA IO 01.0900 08/15/2050 | 0.01% |
| ZOETIS INC 02.0000 05/15/2030 | 0.01% |
| ABBVIE INC P/P 144A 03.8000 03/15/2025 | 0.01% |
| ALLIANT HOLDINGS P/P 144A 06.7500 10/15/2027 | 0.01% |
| ALTICE FRANCE P/P 144A 10.5000 05/15/2027 | 0.01% |
| AMGEN INC 04.6630 06/15/2051 | 0.01% |
| ANALOG DEVICES INC 03.9000 12/15/2025 | 0.01% |
| ANHEUSER-BUSCH INBEV WOR 04.7500 01/23/2029 | 0.01% |
| APPLE INC 02.8500 05/11/2024 | 0.01% |
| ARCELORMITTAL USD 07.2500 10/15/2039 | 0.01% |
| ASCEND LEARNING LLC P/P 144A 06.8750 08/01/2025 | 0.01% |
| AT&T INC 02.9500 07/15/2026 | 0.01% |
| BAUSCH HLTH AMERICAS P/P 144A 08.5000 01/31/2027 | 0.01% |
| BAUSCH HLTH COS INC P/P 144A 07.0000 03/15/2024 | 0.01% |
| BP CAP MARKETS AMERICA 03.1190 05/04/2026 | 0.01% |
| BRAND ENERGY & I P/P 144A 08.5000 07/15/2025 | 0.01% |
| BRIDGESTONE CORP SEDOL 6132101 | 0.01% |
| CASH MGMT BILL 00.0000 01/26/2021 | 0.01% |
| CD 2017-CD3 A4 03.6310 02/10/2050 | 0.01% |
| CGCMT 2014-GC19 AS 04.3450 03/10/2047 | 0.01% |
| CITIGROUP INC 04.7500 05/18/2046 | 0.01% |
| CLUBCORP HLDG INC P/P 144A 08.5000 09/15/2025 | 0.01% |
| COMM 2014-CR17 C 04.7834 05/10/2047 | 0.01% |
| CONTINENTAL RES 04.5000 04/15/2023 | 0.01% |
| CROWN CASTLE INTL CORP 03.8000 02/15/2028 | 0.01% |
| CSX CORP 04.1000 03/15/2044 | 0.01% |
| DBUBS 2011-LC2A B P/P 144A 04.9980 07/10/2044 | 0.01% |
| DCP MIDSTREAM P/P 144A 06.7500 09/15/2037 | 0.01% |
| DEUTSCHE TELEKOM INT FIN USD 08.7500 06/15/2030 | 0.01% |
| ELANCO ANIMAL HEALTH 05.9000 08/28/2028 | 0.01% |
| EQUINIX INC 03.2000 11/18/2029 | 0.01% |
| ERAC USA FINANCE LLC P/P 144A 05.6250 03/15/2042 | 0.01% |
| GREIF INC P/P 144A 06.5000 03/01/2027 | 0.01% |
| HUB INTL LTD P/P 144A 07.0000 05/01/2026 | 0.01% |
| ISTAR INC 04.7500 10/01/2024 | 0.01% |
| JPMCC 2013-LC11 X IO 01.2494 04/15/2046 | 0.01% |
| MEREDITH CORP 06.8750 02/01/2026 | 0.01% |
| MITSUBISHI UFJ FIN GRP USD 03.8500 03/01/2026 | 0.01% |
| MSBAM 2013-C8 B 03.5590 12/15/2048 | 0.01% |
| MSBAM 2014-C15 A4 04.0510 04/15/2047 | 0.01% |
| NIPPON STEEL CORP SEDOL 6642569 | 0.01% |
| NUTRIEN LTD. USD 04.2000 04/01/2029 | 0.01% |
| OSAT 2020-RPL1 A1 03.1990 12/26/2059 | 0.01% |
| PROVIDENT FDG/PFG FI P/P 144A 06.3750 06/15/2025 | 0.01% |
| PRUDENTIAL FINANCIAL INC 05.2000 03/15/2044 | 0.01% |
| REP OF INDONESIA P/P 144A 03.3750 04/15/2023 | 0.01% |
| SERVICENOW INC 01.4000 09/01/2030 | 0.01% |
| SHERWIN-WILLIAMS CO 03.4500 06/01/2027 | 0.01% |
| SPRINT CORP 07.6250 03/01/2026 | 0.01% |
| SYNGENTA FINANCE NV P/P 144A 05.1820 04/24/2028 | 0.01% |
| TCI COMMUNICATIONS INC 07.1250 02/15/2028 | 0.01% |
| TRANSDIGM INC 05.5000 11/15/2027 | 0.01% |
| UNITEDHEALTH GROUP INC 03.9500 10/15/2042 | 0.01% |
| US BANCORP 02.9500 07/15/2022 | 0.01% |
| WAMU 2004-AR12 A2B 01.0693 10/25/2044 | 0.01% |
| WASTE CONNECTIONS INC 03.5000 05/01/2029 | 0.01% |
| WERNER FINCO LP/INC P/P 144A 08.7500 07/15/2025 | 0.01% |
| WEYERHAEUSER CO 07.3750 03/15/2032 | 0.01% |
| ALIMENTATION COUCHE-TARD 3.550000 07/26/2027 | 0.01% |
| ALLEGHENY TECHNOLOGIES INC 07.8750 08/15/2023 | 0.01% |
| ALPHABET INC 02.2500 08/15/2060 | 0.01% |
| ALTICE FRANCE P/P 144A 07.3750 05/01/2026 | 0.01% |
| ANHEUSER-BUSCH INBEV WOR 05.5500 01/23/2049 | 0.01% |
| BANFF MERGER SUB INC P/P 144A 09.7500 09/01/2026 | 0.01% |
| BANK 2019-BN20 XA IO 00.8384 09/15/2062 | 0.01% |
| BAUSCH HEALTH COS INC REGS 04.5000 05/15/2023 | 0.01% |
| BRISTOL-MYERS 02.2500 08/15/2021 | 0.01% |
| CD 2017-CD6 AM 03.7090 11/13/2050 | 0.01% |
| CHAMPIONX CORP 06.3750 05/01/2026 | 0.01% |
| CHENIERE CORP CHRIST 05.8750 03/31/2025 | 0.01% |
| CISCO SYSTEMS INC 05.9000 02/15/2039 | 0.01% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 CS | 0.01% |
| COMM 2014-LC15 AM 04.1980 04/10/2047 | 0.01% |
| CONSTELLIUM SE P/P 144A 05.8750 02/15/2026 | 0.01% |
| CRED SUIS GP FUN LTD USD 03.4500 04/16/2021 | 0.01% |
| CSAIL 2019-C15 B 04.4757 03/15/2052 | 0.01% |
| CWALT 2006-OA19 A1 00.3314 02/20/2047 | 0.01% |
| DOLLAR GENERAL CORP 03.2500 04/15/2023 | 0.01% |
| FHMS K104 XAM 01.3839 01/25/2030 | 0.01% |
| FIDELITY NATIONAL INFORM 04.2500 05/15/2028 | 0.01% |
| FIVE CORNERS FUNDING P/P 144A 04.4190 11/15/2023 | 0.01% |
| GSMS 2012-GC6 AS P/P 144A 04.9480 01/12/2045 | 0.01% |
| GSMS 2013-GCJ14 B P/P 144A 04.7435 08/10/2046 | 0.01% |
| GW B-CR SECURITY P/P 144A 09.5000 11/01/2027 | 0.01% |
| HCA INC 04.1250 06/15/2029 | 0.01% |
| HCA INC 05.2500 06/15/2026 | 0.01% |
| ING BANK NV P/P 144A 05.8000 09/25/2023 | 0.01% |
| INTERCONTINENTALEXCHANGE 01.8500 09/15/2032 | 0.01% |
| JPMBB 2013-C12 B 04.0995 07/15/2045 | 0.01% |
| JPMCC 2013-LC11 C 03.9582 04/15/2046 | 0.01% |
| KINDER MORGAN ENER PART 03.5000 03/01/2021 | 0.01% |
| L BRANDS INC 07.5000 06/15/2029 | 0.01% |
| L3HARRIS TECH INC 03.8500 12/15/2026 | 0.01% |
| LNSTR 2017-5 AS P/P 144A 04.0210 03/10/2050 | 0.01% |
| MARSH & MCLENNAN COS INC 04.3750 03/15/2029 | 0.01% |
| NATIONAL AUSTRALIA BK/NY 02.8750 04/12/2023 | 0.01% |
| NAVISTAR INTL CORP P/P 144A 06.6250 11/01/2025 | 0.01% |
| NOURYON HOLDING BV P/P 144A 08.0000 10/01/2026 | 0.01% |
| PANTHER BF AGGRE 2 P/P 144A 08.5000 05/15/2027 | 0.01% |
| RBS GLOBAL/REXNO P/P 144A 04.8750 12/15/2025 | 0.01% |
| SMURFIT KAPPA TREASURY USD 07.5000 11/20/2025 | 0.01% |
| SOLENIS 1STL L+400 04.2559 06/26/2025 | 0.01% |
| STACR 2014-HQ2 M3 03.8993 09/25/2024 | 0.01% |
| STACR 2016-DNA1 M3 05.6981 07/25/2028 | 0.01% |
| STACR 2016-HQA3 M3 03.9993 03/25/2029 | 0.01% |
| STARWOOD PROP TR 04.7500 03/15/2025 | 0.01% |
| SYNGENTA FINANCE NV P/P 144A 04.8920 04/24/2025 | 0.01% |
| T-MOBILE USA INC 04.7500 02/01/2028 | 0.01% |
| TRUIST BANK 02.6360 09/17/2029 | 0.01% |
| UNITEDHEALTH GROUP INC 02.7500 02/15/2023 | 0.01% |
| UNIVISION COMM INC. P/P 144A 05.1250 02/15/2025 | 0.01% |
| USD/CNH PUT 6.65 20210415 MSCIL | 0.01% |
| WAMU 2005-AR11 A1B3 00.5493 08/25/2045 | 0.01% |
| WESCO DISTRIBUT P/P 144A 07.2500 06/15/2028 | 0.01% |
| WFCM 2013-LC12 D P/P 144A 04.2751 07/15/2046 | 0.01% |
| WM MORRISON SUPERMARKETS SEDOL 0604316 | 0.01% |
| WYNN LAS VEGAS P/P 144A 05.2500 05/15/2027 | 0.01% |
| WYNN RESORTS FIN LLC P/P 144A 05.1250 10/01/2029 | 0.01% |
| AHM 2007-1 GA1C 00.3393 05/25/2047 | 0.01% |
| AKER BP ASA P/P 144A 03.7500 01/15/2030 | 0.01% |
| ALBERTSONS COS LLC P/P 144A 07.5000 03/15/2026 | 0.01% |
| ARDAGH PKG FIN/HLDGS P/P 144A 04.1250 08/15/2026 | 0.01% |
| ARDAGH PKG FIN/HLDGS P/P 144A 05.2500 08/15/2027 | 0.01% |
| AUST & NZ BANKING GR P/P 144A 06.7500 12/29/2049 | 0.01% |
| BANCO SANTANDER SA USD 04.3790 04/12/2028 | 0.01% |
| BANCO SANTANDER SA USD 05.1790 11/19/2025 | 0.01% |
| BAUSCH HLTH COS INC P/P 144A 07.2500 05/30/2029 | 0.01% |
| BIG RVR STL/FIN P/P 144A 06.6250 01/31/2029 | 0.01% |
| BMIR 2019-4A M1C P/P 144A 02.6493 10/25/2029 | 0.01% |
| CAS 2016-C07 2M2 04.4993 05/25/2029 | 0.01% |
| CHARTER COMM OPT LLC/CAP 04.8000 03/01/2050 | 0.01% |
| CNO FINANCIAL GROUP INC 05.2500 05/30/2025 | 0.01% |
| CNO FINANCIAL GROUP INC 05.2500 05/30/2029 | 0.01% |
| COMCAST CORP 03.4500 02/01/2050 | 0.01% |
| COMM 2014-LC15 B 04.5990 04/10/2047 | 0.01% |
| DEERE & COMPANY 02.6000 06/08/2022 | 0.01% |
| DISH NETWORK CV 03.3750 08/15/2026 | 0.01% |
| DRMT 2020-2 A1 01.6920 05/25/2065 | 0.01% |
| DUKE ENERGY PROGRESS LLC 03.3750 09/01/2023 | 0.01% |
| ENBRIDGE INC USD 04.2500 12/01/2026 | 0.01% |
| ENDEAVOR ENERGY P/P 144A 06.6250 07/15/2025 | 0.01% |
| ENTERCOM MEDIA CORP P/P 144A 07.2500 11/01/2024 | 0.01% |
| FORD MOTOR CREDIT CO LLC 04.2710 01/09/2027 | 0.01% |
| FRESENIUS MEDICAL CARE AG & SEDOL 5129074 | 0.01% |
| GBP/USD 12/16/2020 SSBT | 0.01% |
| GFL ENVIRON INC P/P 144A 05.1250 12/15/2026 | 0.01% |
| GOEASY LTD P/P 144A 05.3750 12/01/2024 | 0.01% |
| HUDBAY MINERALS INC P/P 144A 07.6250 01/15/2025 | 0.01% |
| JARDINE MATHESON HLDGS LTD SEDOL 6472119 | 0.01% |
| JPMCC 2010-C2 C P/P 144A 05.6545 11/15/2043 | 0.01% |
| LLOYDS BANKING GROUP PLC USD 04.6500 03/24/2026 | 0.01% |
| MARSH & MCLENNAN COS INC 04.9000 03/15/2049 | 0.01% |
| MASTEC INC P/P 144A 04.5000 08/15/2028 | 0.01% |
| MATCH GRP HLD II LLC P/P 144A 05.0000 12/15/2027 | 0.01% |
| MATTAMY GROUP CORP P/P 144A 04.6250 03/01/2030 | 0.01% |
| MEREDITH CORP P/P 144A 06.5000 07/01/2025 | 0.01% |
| MICROCHIP TECH INC P/P 144A 04.2500 09/01/2025 | 0.01% |
| MSBAM 2015-C24 B 04.3424 05/15/2048 | 0.01% |
| MWST 2020-1 A 01.0493 10/25/2053 | 0.01% |
| NATWEST GROUP PLC USD 04.8920 05/18/2029 | 0.01% |
| NETFLIX INC 04.8750 04/15/2028 | 0.01% |
| NEWELL BRANDS INC 04.7000 04/01/2026 | 0.01% |
| ONEMAIN FINANCE CORP 05.3750 11/15/2029 | 0.01% |
| PENNYMAC FIN SVCS IN P/P 144A 05.3750 10/15/2025 | 0.01% |
| PENSKE TRUCK LEASING P/P 144A 03.9000 02/01/2024 | 0.01% |
| PRIME SECURITY SVCS P/P 144A 06.2500 01/15/2028 | 0.01% |
| REP OF INDONESIA P/P 144A 04.7500 01/08/2026 | 0.01% |
| ROGERS COMMUNICATIONS IN USD 08.7500 05/01/2032 | 0.01% |
| SABINE PASS LIQUEFACTION 04.2000 03/15/2028 | 0.01% |
| SERVICE CORPORATION INTL 04.6250 12/15/2027 | 0.01% |
| SHIFT4 PAYMENTS LLC P/P 144A 04.6250 11/01/2026 | 0.01% |
| SIX FLAGS THEME PARK P/P 144A 07.0000 07/01/2025 | 0.01% |
| SOFINA SEDOL 4820301 | 0.01% |
| STACR 2016-HQA1 M3 06.4993 09/25/2028 | 0.01% |
| STACR 2017-DNA1 M2 03.3993 07/25/2029 | 0.01% |
| STACR 2020-HQA4 M1 01.4493 09/25/2050 | 0.01% |
| TALLGRASS NRG PRTNR P/P 144A 05.5000 01/15/2028 | 0.01% |
| UBS GROUP AG REGS 06.8750 12/29/2049 | 0.01% |
| UBSCM 2018-C8 XA IO 00.8753 02/15/2051 | 0.01% |
| UNIVISION COMM P/P 144A 06.6250 06/01/2027 | 0.01% |
| USI INC/NY P/P 144A 06.8750 05/01/2025 | 0.01% |
| WAMU 2007-HY2 1A1 03.3335 12/25/2036 | 0.01% |
| WESTPAC BANKING CORP USD 02.0000 08/19/2021 | 0.01% |
| WR GRACE & CO-CONN P/P 144A 05.6250 10/01/2024 | 0.01% |
| 0.35 R ISWP FWD US0003M P 12/16/2025 | 0.01% |
| 1011778 BC / NEW RED P/P 144A 03.8750 01/15/2028 | 0.01% |
| AG ISSUER LLC P/P 144A 06.2500 03/01/2028 | 0.01% |
| AIRBUS SE SEDOL 4012250 | 0.01% |
| ALTICE FRANCE SA P/P 144A 05.5000 01/15/2028 | 0.01% |
| ANTERO RESOURCES 05.3750 11/01/2021 | 0.01% |
| ANTERO RESOURCES FIN 05.1250 12/01/2022 | 0.01% |
| ARRW 2019-3 A3 03.4160 10/25/2048 | 0.01% |
| ASCENT RESOURCES/AEU P/P 144A 10.0000 04/01/2022 | 0.01% |
| ATOTECH ALPHA 2 BV P/P 144A 08.7500 06/01/2023 | 0.01% |
| ATOTECH ALPHA 3 BV P/P 144A 06.2500 02/01/2025 | 0.01% |
| BECTON DICKINSON AND CO 02.8230 05/20/2030 | 0.01% |
| BERKSHIRE HATHAWAY INC-CL B SEDOL 2073390 | 0.01% |
| BGC PARTNERS INC 05.1250 05/27/2021 | 0.01% |
| BOMBARDIER INC P/P 144A 07.8750 04/15/2027 | 0.01% |
| BRISTOL-MYERS 03.4000 07/26/2029 | 0.01% |
| BUILDERS FIRSTSOURCE P/P 144A 06.7500 06/01/2027 | 0.01% |
| BWAY HOLDING CO P/P 144A 07.2500 04/15/2025 | 0.01% |
| CAMDEN PROPERTY TRUST 04.8750 06/15/2023 | 0.01% |
| CANPACK SA EASTERN L P/P 144A 03.1250 11/01/2025 | 0.01% |
| CAS 2015-C03 2M2 05.1493 07/25/2025 | 0.01% |
| CBRE SERVICES INC 04.8750 03/01/2026 | 0.01% |
| CCO HLDGS LLC/CAP CO P/P 144A 05.7500 02/15/2026 | 0.01% |
| CENOVUS ENERGY INC USD 06.7500 11/15/2039 | 0.01% |
| CHARTER COMM OPT LLC/CAP 03.7500 02/15/2028 | 0.01% |
| CHS/COMMUNITY P/P 144A 06.6250 02/15/2025 | 0.01% |
| COMCAST CORP 04.0490 11/01/2052 | 0.01% |
| COX COMM INC P/P 144A 03.5000 08/15/2027 | 0.01% |
| CSC HOLDINGS LLC P/P 144A 05.7500 01/15/2030 | 0.01% |
| DEVON ENERGY CORPORATION 07.9500 04/15/2032 | 0.01% |
| EMIR 2018-1 M1 01.8493 11/25/2028 | 0.01% |
| ENERGY TRANSFER OPERATNG 05.2000 02/01/2022 | 0.01% |
| ESH HOSPITALITY INC P/P 144A 05.2500 05/01/2025 | 0.01% |
| FISERV INC 03.5000 07/01/2029 | 0.01% |
| GENERAL MOTORS CO 06.1250 10/01/2025 | 0.01% |
| GLENCORE FUNDING LLC P/P 144A 04.6250 04/29/2024 | 0.01% |
| GLP CAPITAL LP / FIN II 05.2500 06/01/2025 | 0.01% |
| GNR 2017-162 QI IO 05.0000 10/11/2047 | 0.01% |
| GSMS 2014-GC22 XA IO 00.9812 06/10/2047 | 0.01% |
| HESS MIDSTREAM P P/P 144A 05.1250 06/15/2028 | 0.01% |
| HONGKONG LAND HOLDINGS LTD SEDOL 6434915 | 0.01% |
| ICAHN ENTER/FIN 06.2500 05/15/2026 | 0.01% |
| IHEARTCOMMUNICATIONS INC 06.3750 05/01/2026 | 0.01% |
| ISTAR INC. 04.2500 08/01/2025 | 0.01% |
| KFC HLD/PIZZA HUT/TA P/P 144A 05.2500 06/01/2026 | 0.01% |
| KINDER MORGAN INC/DELAWA 07.7500 01/15/2032 | 0.01% |
| LIONS GATE CAP HOLD P/P 144A 06.3750 02/01/2024 | 0.01% |
| LLOYDS BANKING GROUP PLC USD 04.5000 11/04/2024 | 0.01% |
| MEG ENERGY CORP P/P 144A 06.5000 01/15/2025 | 0.01% |
| MICROSOFT CORP 02.4000 02/06/2022 | 0.01% |
| MONDELEZ INTL HLDING P/P 144A 02.0000 10/28/2021 | 0.01% |
| MSC 2011-C3 D P/P 144A 05.2443 07/15/2049 | 0.01% |
| NORDSTROM INC P/P 144A 08.7500 05/15/2025 | 0.01% |
| NSTAR ELECTRIC CO 02.3750 10/15/2022 | 0.01% |
| PACIFIC GAS & ELECTRIC 02.9500 03/01/2026 | 0.01% |
| PRECISION DRILL P/P 144A 07.1250 01/15/2026 | 0.01% |
| QVC INC 04.8500 04/01/2024 | 0.01% |
| SHELL INTERNATIONAL FIN USD 01.8750 05/10/2021 | 0.01% |
| SINCLAIR TELE P/P 144A 05.5000 03/01/2030 | 0.01% |
| SIX FLAGS ENT P/P 144A 05.5000 04/15/2027 | 0.01% |
| SPECTRA ENERGY PARTNERS 03.3750 10/15/2026 | 0.01% |
| STACR 2015-HQA2 M3 04.9493 05/25/2028 | 0.01% |
| STACR 2020-HQA1 M2 02.0493 01/25/2050 | 0.01% |
| STATION CASINOS LLC P/P 144A 04.5000 02/15/2028 | 0.01% |
| SUGAR HSP GAMING P/P 144A 05.8750 05/15/2025 | 0.01% |
| TENNANT CO 05.6250 05/01/2025 | 0.01% |
| TRIPADVISOR INC P/P 144A 07.0000 07/15/2025 | 0.01% |
| UBSCM 2017-C7 XA IO 01.0363 12/15/2050 | 0.01% |
| UNITED MEXICAN STATES USD 03.2500 04/16/2030 | 0.01% |
| USA COMPRESSION PART 06.8750 04/01/2026 | 0.01% |
| VERTICAL HOLDCO GMBH P/P 144A 07.6250 07/15/2028 | 0.01% |
| WESTROCK MWV LLC 07.9500 02/15/2031 | 0.01% |
| WFRBS 2013-C15 D P/P 144A 04.4935 08/15/2046 | 0.01% |
| WFRBS 2014-C24 XA IO 00.8336 11/15/2047 | 0.01% |
| WPX ENERGY INC 05.2500 10/15/2027 | 0.01% |
| ABC-MART INC SEDOL 6292102 | 0.01% |
| AIR METHODS CORP P/P 144A 08.0000 05/15/2025 | 0.01% |
| AMERICAN AXLE & MFG INC 06.8750 07/01/2028 | 0.01% |
| AMSTED INDUSTRIES P/P 144A 05.6250 07/01/2027 | 0.01% |
| AXALTA COATING SYS P/P 144A 04.8750 08/15/2024 | 0.01% |
| BANK OF AMERICA CORP 02.4960 02/13/2031 | 0.01% |
| BEACON ROOFING SUPP P/P 144A 04.8750 11/01/2025 | 0.01% |
| BLACK KNIGHT INFOSER P/P 144A 03.6250 09/01/2028 | 0.01% |
| BOISE CASCADE CO P/P 144A 04.8750 07/01/2030 | 0.01% |
| BOXER PARENT CO INC P/P 144A 09.1250 03/01/2026 | 0.01% |
| CAS 2014-C03 2M2 03.0493 07/25/2024 | 0.01% |
| CAS 2014-C04 1M2 05.0493 11/25/2024 | 0.01% |
| CAS 2017-C01 1EB1 01.3993 07/25/2029 | 0.01% |
| CENTENE CORP P/P 144A 05.3750 08/15/2026 | 0.01% |
| CITIGROUP INC 04.6000 03/09/2026 | 0.01% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS | 0.01% |
| COLOPLAST-B SEDOL B8FMRX8 | 0.01% |
| COMCAST CORP 03.1500 03/01/2026 | 0.01% |
| COMM 2014-CR17 XA IO 00.9691 05/10/2047 | 0.01% |
| CROWN CORK & SEAL CO INC 07.3750 12/15/2026 | 0.01% |
| DH EUROPE FINANCE II USD 03.4000 11/15/2049 | 0.01% |
| DIAMOND 1 FIN/DIAMON P/P 144A 07.1250 06/15/2024 | 0.01% |
| DIAMOND 1 FIN/DIAMON P/P 144A 08.3500 07/15/2046 | 0.01% |
| DIAMOND SPORTS GR/DI P/P 144A 06.6250 08/15/2027 | 0.01% |
| DIAMONDBACK ENERGY INC 03.2500 12/01/2026 | 0.01% |
| EPICOR SOFTWARE TLB L+425 05.2500 07/30/2027 | 0.01% |
| EQUINIX INC 05.3750 05/15/2027 | 0.01% |
| ERIE INDEMNITY COMPANY-CL A SEDOL 2311711 | 0.01% |
| FREEDOM MTGE CORP P/P 144A 08.1250 11/15/2024 | 0.01% |
| FREEDOM MTGE CORP P/P 144A 08.2500 04/15/2025 | 0.01% |
| FRONTIER COMM P/P 144A 05.8750 10/15/2027 | 0.01% |
| GENESYS TELECOMMUNICAT L+400 04.7500 10/08/2027 | 0.01% |
| GMAC CAPITAL TRUST I PCT 06.0651 | 0.01% |
| GNR 2015-H26 EI IO 01.7317 10/20/2065 | 0.01% |
| GOLDMAN SACHS GROUP INC 06.7500 10/01/2037 | 0.01% |
| GSMS 2011-GC5 AS P/P 144A 05.2090 08/10/2044 | 0.01% |
| HONEYWELL INTL 03.8120 11/21/2047 | 0.01% |
| INDIGO NATURAL P/P 144A 06.8750 02/15/2026 | 0.01% |
| INGEVITY CORP P/P 144A 03.8750 11/01/2028 | 0.01% |
| INTELLIGENT PACK P/P 144A 06.0000 09/15/2028 | 0.01% |
| ISTAR INC 05.5000 02/15/2026 | 0.01% |
| JPMORGAN CHASE & CO 02.9560 05/13/2031 | 0.01% |
| KKR GROUP FIN CO III P/P 144A 05.1250 06/01/2044 | 0.01% |
| LADDER CAP FINAN P/P 144A 04.2500 02/01/2027 | 0.01% |
| LAMB WESTON HLD P/P 144A 04.8750 05/15/2028 | 0.01% |
| LIONS GATE CAP HOLD P/P 144A 05.8750 11/01/2024 | 0.01% |
| LMAT 2020-GS5 A1 03.2500 06/25/2060 | 0.01% |
| MBX.FN30.500.10 R USL1M P 01/12/41 CI | 0.01% |
| NATIONSTAR MTG HLD I P/P 144A 05.5000 08/15/2028 | 0.01% |
| NCHET 2003-4 M1 01.2743 10/25/2033 | 0.01% |
| NEWFIELD EXPLORATION CO 05.7500 01/30/2022 | 0.01% |
| NORTHRIVER MIDSTREAM P/P 144A 05.6250 02/15/2026 | 0.01% |
| NRG ENERGY INC. 07.2500 05/15/2026 | 0.01% |
| NUTRITION & BIO P/P 144A 02.3000 11/01/2030 | 0.01% |
| OCCIDENTAL PETROLEUM COR 04.8500 03/15/2021 | 0.01% |
| OCCIDENTAL PETROLEUM COR 06.4500 09/15/2036 | 0.01% |
| ONEMAIN FINANCE CORP 06.8750 03/15/2025 | 0.01% |
| PENN NATIONAL GAMING P/P 144A 05.6250 01/15/2027 | 0.01% |
| PNC FINANCIAL SERVICES 03.3000 03/08/2022 | 0.01% |
| POWER SOLUTIONS TLB L+350 05.7344 04/30/2026 | 0.01% |
| PPL CAPITAL FUNDING INC 04.2000 06/15/2022 | 0.01% |
| PUBLICIS GROUPE SEDOL 4380429 | 0.01% |
| REPUBLIC OF PERU USD 05.6250 11/18/2050 | 0.01% |
| RITE AID CORP P/P 144A 08.0000 11/15/2026 | 0.01% |
| RMLT 2020-2 A2 02.5080 05/25/2060 | 0.01% |
| SABINE PASS LIQUEFAC 05.7500 05/15/2024 | 0.01% |
| STANDARD IND INC P/P 144A 03.3750 01/15/2031 | 0.01% |
| THE GAP INC. P/P 144A 08.3750 05/15/2023 | 0.01% |
| TMS INTL HLDG CORP P/P 144A 07.2500 08/15/2025 | 0.01% |
| TPMT 2016-5 M2 P/P 144A 03.3750 10/25/2056 | 0.01% |
| TRANSDIGM INC 06.3750 06/15/2026 | 0.01% |
| TYLER TECHNOLOGIES INC SEDOL 2909644 | 0.01% |
| WAMU 2005-AR9 A1C3 01.1093 07/25/2045 | 0.01% |
| WHITE CAP BUYER LLC P/P 144A 06.8750 10/15/2028 | 0.01% |
| WHITE CAP TLB L+400 04.5000 10/08/2027 | 0.01% |
| WPX ENERGY INC 05.8750 06/15/2028 | 0.01% |
| WPX ENERGY INC 08.2500 08/01/2023 | 0.01% |
| 1011778 BC / NEW RED P/P 144A 04.0000 10/15/2030 | 0.01% |
| 1011778 BC / NEW RED P/P 144A 05.0000 10/15/2025 | 0.01% |
| 1011778 BC ULC / P/P 144A 04.3750 01/15/2028 | 0.01% |
| ADMIRAL GROUP PLC SEDOL B02J639 | 0.01% |
| ALIMEN COUCHE P/P 144A 02.9500 01/25/2030 | 0.01% |
| AMERICAN TOWER CORP 02.9000 01/15/2030 | 0.01% |
| AMSTED INDUSTRIES P/P 144A 04.6250 05/15/2030 | 0.01% |
| APPLE INC 03.4500 05/06/2024 | 0.01% |
| ARRW 2019-1 A3 04.2080 01/25/2049 | 0.01% |
| BALL CORP SEDOL 2073022 | 0.01% |
| BAUSCH HLTH COS INC P/P 144A 05.5000 11/01/2025 | 0.01% |
| BAUSCH HLTH COS INC P/P 144A 06.2500 02/15/2029 | 0.01% |
| BMIR 2020-2A M1A 02.4493 08/26/2030 | 0.01% |
| BWAY CORP TLB L+325 03.4795 04/03/2024 | 0.01% |
| CALPINE CORP P/P 144A 05.2500 06/01/2026 | 0.01% |
| CAS 2015-C02 2M2 04.1493 05/25/2025 | 0.01% |
| CCO HOLDINGS LLC P/P 144A 04.5000 05/01/2032 | 0.01% |
| CENTENE ESCROW I CO P/P 144A 05.3750 06/01/2026 | 0.01% |
| CFCRE 2011-C2 D P/P 144A 05.7394 12/15/2047 | 0.01% |
| CGCMT 2014-GC19 D P/P 144A 05.0925 03/10/2047 | 0.01% |
| CHS/COMMUNITY HEALT P/P 144A 08.1250 06/30/2024 | 0.01% |
| CLARIOS GLOBAL LP P/P 144A 06.7500 05/15/2025 | 0.01% |
| CLEAN HARBORS INC P/P 144A 04.8750 07/15/2027 | 0.01% |
| CLEAR CHANNEL WORLDW P/P 144A 05.1250 08/15/2027 | 0.01% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | 0.01% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CS | 0.01% |
| COLT 2020-2 A1 01.8530 03/25/2065 | 0.01% |
| COMCAST CORP 03.9990 11/01/2049 | 0.01% |
| COMM 2013-CR11 XA IO 00.9218 08/10/2050 | 0.01% |
| COMM 2014-UBS6 XA IO 00.8884 12/10/2047 | 0.01% |
| COMMSCOPE TECH LLC P/P 144A 06.0000 06/15/2025 | 0.01% |
| COMSTOCK RE INC P/P 144A 07.5000 05/15/2025 | 0.01% |
| CON EDISON CO OF NY INC 04.2000 03/15/2042 | 0.01% |
| CONCHO RESOURCES INC 03.7500 10/01/2027 | 0.01% |
| CVS HEALTH CORP 03.7000 03/09/2023 | 0.01% |
| CVS PASS-THROUGH P/P 144A 04.7040 01/10/2036 | 0.01% |
| DEVON ENERGY CORPORATION 07.8750 09/30/2031 | 0.01% |
| DIAMOND SPORTS P/P 144A 05.3750 08/15/2026 | 0.01% |
| DOMINO'S PIZZA INC SEDOL B01SD70 | 0.01% |
| DRESDNER FDG TRST I P/P 144A 08.1510 06/30/2031 | 0.01% |
| ENERGY TRANSFER OPERATNG 02.9000 05/15/2025 | 0.01% |
| ENERGY TRANSFER OPERATNG 06.1250 12/15/2045 | 0.01% |
| ENTERCOM MEDIA CORP P/P 144A 06.5000 05/01/2027 | 0.01% |
| ENTERPRISE PRODUCTS OPER 02.8000 01/31/2030 | 0.01% |
| EUR/USD 12/16/2020 BCAP-FX | 0.01% |
| EUR/USD 12/16/2020 JPMCB | 0.01% |
| FRONTIER COMM 10.5000 09/15/2022 | 0.01% |
| GBP/USD 12/16/2020 CITI | 0.01% |
| GENERAL MOTORS FINL CO 04.3000 07/13/2025 | 0.01% |
| GFL ENVIRONMENTA P/P 144A 08.5000 05/01/2027 | 0.01% |
| GNMA GII30 BL6161 06.0000 12/20/2048 | 0.01% |
| GNR 2013-99 AS IO 05.8986 06/20/2043 | 0.01% |
| GNR 2015-H24 BI IO 01.6220 08/20/2065 | 0.01% |
| GNR 2016-123 LI IO 03.5000 03/20/2044 | 0.01% |
| GOLDEN NUGGET INC P/P 144A 08.7500 10/01/2025 | 0.01% |
| GRAPHIC PACKAGIN P/P 144A 03.5000 03/01/2029 | 0.01% |
| HANESBRANDS INC P/P 144A 04.6250 05/15/2024 | 0.01% |
| HCA INC. 05.5000 06/15/2047 | 0.01% |
| HORMEL FOODS CORP SEDOL 2437264 | 0.01% |
| ICAHN ENTER/FIN 06.7500 02/01/2024 | 0.01% |
| IHEARTCOMMUNICATI L+400 04.7500 05/01/2026 | 0.01% |
| INTERNATIONAL LEASE FIN CORP 05.8750 08/15/2022 | 0.01% |
| ITRON INC P/P 144A 05.0000 01/15/2026 | 0.01% |
| KFC HLD/PIZZA HUT/TA P/P 144A 04.7500 06/01/2027 | 0.01% |
| KINDER MORGAN ENER PART 03.4500 02/15/2023 | 0.01% |
| KINDER MORGAN ENER PART 05.4000 09/01/2044 | 0.01% |
| LADDER CAP FIN LLLP P/P 144A 05.2500 10/01/2025 | 0.01% |
| LEVEL 3 FIN INC P/P 144A 04.2500 07/01/2028 | 0.01% |
| MARRIOTT INTERNATIONAL 04.6250 06/15/2030 | 0.01% |
| MARRIOTT INTERNATIONAL 05.7500 05/01/2025 | 0.01% |
| MBX.FN30.500.09 R USL1M P 01/12/40 BC | 0.01% |
| MET LIFE GLOB FUND P/P 144A 03.0000 01/10/2023 | 0.01% |
| MLMI 2005-A2 A2 03.7859 02/25/2035 | 0.01% |
| MOODY'S CORPORATION 02.5500 08/18/2060 | 0.01% |
| MSRR 2015-R4 CB1 00.9734 08/26/2047 | 0.01% |
| NATIONAL GRID PLC SEDOL BDR05C0 | 0.01% |
| NEUBERGER BERMAN GRP P/P 144A 04.8750 04/15/2045 | 0.01% |
| NEWELL BRANDS INC 04.8750 06/01/2025 | 0.01% |
| NEWS CORP - CLASS A SEDOL BBGVT40 | 0.01% |
| NIELSEN FIN LLC/CO P/P 144A 05.0000 04/15/2022 | 0.01% |
| NIELSEN FIN LLC/CO P/P 144A 05.6250 10/01/2028 | 0.01% |
| NOBLE ENERGY INC 06.0000 03/01/2041 | 0.01% |
| OTIS WORLDWIDE CORP 02.5650 02/15/2030 | 0.01% |
| OUTFRONT MEDIA C P/P 144A 06.2500 06/15/2025 | 0.01% |
| PACIFIC GAS & ELECTRIC 03.3000 03/15/2027 | 0.01% |
| PACKAGING CORP OF AMERIC 04.5000 11/01/2023 | 0.01% |
| RATTLER MIDSTREAM LP P/P 144A 05.6250 07/15/2025 | 0.01% |
| SERVICE CORP INTL 03.3750 08/15/2030 | 0.01% |
| SS&C TECH INC P/P 144A 05.5000 09/30/2027 | 0.01% |
| SUNNY FRIEND ENVIRONMENTAL T SEDOL B6RXHJ1 | 0.01% |
| TENET HEALTHCARE 04.6250 07/15/2024 | 0.01% |
| TOPBUILD CORP P/P 144A 05.6250 05/01/2026 | 0.01% |
| TRI POINTE GROUP / HOMES 05.8750 06/15/2024 | 0.01% |
| VALVOLINE INC P/P 144A 04.2500 02/15/2030 | 0.01% |
| VISTRA CORP P/P 144A 05.0000 07/31/2027 | 0.01% |
| WFCM 2016-LC25 XA IO 00.9695 12/15/2059 | 0.01% |
| WOLVERINE WORLD WIDE P/P 144A 05.0000 09/01/2026 | 0.01% |
| WOLVERINE WORLD WIDE P/P 144A 06.3750 05/15/2025 | 0.01% |
| WR GRACE & CO-CONN P/P 144A 04.8750 06/15/2027 | 0.01% |
| ZIGGO BV P/P 144A 05.5000 01/15/2027 | 0.01% |
| APACHE CORP 04.3750 10/15/2028 | 0.00% |
| AROUNDTOWN SA SEDOL BF0CK44 | 0.00% |
| ASCEND LEARNING LLC P/P 144A 06.8750 08/01/2025 | 0.00% |
| BERRY GLOBAL INC P/P 144A 05.6250 07/15/2027 | 0.00% |
| CELANESE US HOLDINGS LLC 04.6250 11/15/2022 | 0.00% |
| CLEAR CHANNEL WORLD 09.2500 02/15/2024 | 0.00% |
| COMCAST CORP 02.3500 01/15/2027 | 0.00% |
| COMSTOCK RESOURCES INC 09.7500 08/15/2026 | 0.00% |
| CROWN AMER/CAP 04.7500 02/01/2026 | 0.00% |
| CSC HOLDINGS LLC 06.7500 11/15/2021 | 0.00% |
| DIAMONDBACK ENERGY INC 04.7500 05/31/2025 | 0.00% |
| DISCOVERY COMMUNICATIONS 03.6250 05/15/2030 | 0.00% |
| DUKE ENERGY INDIANA LLC 06.4500 04/01/2039 | 0.00% |
| ENDO DAC/ENDO FI P/P 144A 06.0000 06/30/2028 | 0.00% |
| EPICOR SOFTWARE 2NDL L+775 08.7500 07/30/2028 | 0.00% |
| EQUINOR ASA USD 05.1000 08/17/2040 | 0.00% |
| FHR 3829 AS IO 06.8016 03/15/2041 | 0.00% |
| FIFTH THIRD BANCORP 05.1000 12/29/2049 | 0.00% |
| FREEPORT-MCMORAN INC 04.3750 08/01/2028 | 0.00% |
| FREEPORT-MCMORAN INC 04.6250 08/01/2030 | 0.00% |
| FREEPORT-MCMORAN INC 05.4500 03/15/2043 | 0.00% |
| GAMESA SEDOL B01CP21 | 0.00% |
| GATES GLOBAL TLB L+275 03.7500 03/31/2024 | 0.00% |
| GLENCORE FUNDING LLC P/P 144A 01.6250 09/01/2025 | 0.00% |
| GLP CAPITAL LP / FIN II 05.3750 04/15/2026 | 0.00% |
| GO DADDY OPCO/FINCO P/P 144A 05.2500 12/01/2027 | 0.00% |
| GOLDMAN SACHS GROUP INC 02.6000 02/07/2030 | 0.00% |
| GSMS 2013-GC10 XA IO 01.4911 02/10/2046 | 0.00% |
| HK ELECTRIC INVEST SEDOL BJ3WDZ1 | 0.00% |
| HSBC USA INC 03.5000 06/23/2024 | 0.00% |
| ICAHN ENTER 04.7500 09/15/2024 | 0.00% |
| ICAHN ENTER/FIN 05.2500 05/15/2027 | 0.00% |
| IHS MARKIT LTD USD 04.7500 08/01/2028 | 0.00% |
| IPALCO ENTPRS IN 03.7000 09/01/2024 | 0.00% |
| IRB HOLDING CORP P/P 144A 07.0000 06/15/2025 | 0.00% |
| JELD-WEN INC P/P 144A 04.6250 12/15/2025 | 0.00% |
| JPMORGAN CHASE & CO 06.1000 02/01/2049 | 0.00% |
| L BRANDS INC 06.7500 07/01/2036 | 0.00% |
| LIVE NATION ENT P/P 144A 06.5000 05/15/2027 | 0.00% |
| LIVE NATION ENTERTAI P/P 144A 05.6250 03/15/2026 | 0.00% |
| LOUISIANA-PACIFIC CORPORATION 04.8750 09/15/2024 | 0.00% |
| MERCER INTL INC USD 06.5000 02/01/2024 | 0.00% |
| MERCK & CO. INC. 02.7500 02/10/2025 | 0.00% |
| NETFLIX INC. 06.3750 05/15/2029 | 0.00% |
| NN GROUP NV SEDOL BNG8PQ9 | 0.00% |
| NOK/USD 12/16/2020 JPMCB | 0.00% |
| OCCIDENTAL PETROLEUM COR 05.8750 09/01/2025 | 0.00% |
| OCCIDENTAL PETROLEUM COR 06.6250 09/01/2030 | 0.00% |
| ONEMAIN FINANCE CORP 06.6250 01/15/2028 | 0.00% |
| ONEMAIN FINANCE CORP 07.1250 03/15/2026 | 0.00% |
| PENSKE AUTOMOTIVE GROUP 05.3750 12/01/2024 | 0.00% |
| PENSKE TRUCK LE P/P 144A 03.4000 11/15/2026 | 0.00% |
| PETROLEOS MEXICANOS USD 07.6900 01/23/2050 | 0.00% |
| PQ CORP P/P 144A 05.7500 12/15/2025 | 0.00% |
| PROLOGIS LP 02.2500 04/15/2030 | 0.00% |
| RITE AID CORP P/P 144A 07.5000 07/01/2025 | 0.00% |
| SABINE PASS LIQUEF 05.0000 03/15/2027 | 0.00% |
| SOLENIS 2NDL L+850 10.8314 06/26/2026 | 0.00% |
| SOLERA LLC / SOLERA P/P 144A 10.5000 03/01/2024 | 0.00% |
| SPECTRUM BRANDS INC P/P 144A 05.0000 10/01/2029 | 0.00% |
| STACR 2017-DNA2 M1 01.3493 10/25/2029 | 0.00% |
| STACR 2019-DNA1 M2 02.7993 01/25/2049 | 0.00% |
| TARGA RESOURCES PART 06.5000 07/15/2027 | 0.00% |
| TAYLOR MORRISON COMM P/P 144A 05.7500 01/15/2028 | 0.00% |
| TRANSDIGM INC. 06.5000 07/15/2024 | 0.00% |
| TRANSOCEAN POSEIDON P/P 144A 06.8750 02/01/2027 | 0.00% |
| TRI POINTE GROUP INC 05.7000 06/15/2028 | 0.00% |
| UNITEDHEALTH GROUP INC 02.8750 03/15/2022 | 0.00% |
| UNIVISION COMM P/P 144A 09.5000 05/01/2025 | 0.00% |
| VISTRA CORP P/P 144A 05.6250 02/15/2027 | 0.00% |
| VMWARE INC 03.9000 08/21/2027 | 0.00% |
| WESCO DISTRIBUT P/P 144A 07.1250 06/15/2025 | 0.00% |
| WESTERN DIGITAL CORPORATION 04.7500 02/15/2026 | 0.00% |
| WFRBS 2012-C9 XB IO P/P 144A 00.7149 11/15/2045 | 0.00% |
| WMG ACQUISITION CORP P/P 144A 03.0000 02/15/2031 | 0.00% |
| WPX ENERGY INC 05.7500 06/01/2026 | 0.00% |
| YUM! BRANDS INC P/P 144A 04.7500 01/15/2030 | 0.00% |
| ZAYO GROUP HLDG INC L+300 04.6678 03/09/2027 | 0.00% |
| ABC SUPPLY CO INC P/P 144A 04.0000 01/15/2028 | 0.00% |
| AMPOL LTD SEDOL BM91201 | 0.00% |
| APACHE CORP 05.1000 09/01/2040 | 0.00% |
| AUD/USD PUT 0.695 20201118 BANKAM | 0.00% |
| BAUSCH HLTH COS INC P/P 144A 07.0000 01/15/2028 | 0.00% |
| BERKSHIRE HATHAWAY FIN 04.3000 05/15/2043 | 0.00% |
| BERRY GLOBAL INC 05.1250 07/15/2023 | 0.00% |
| BLACKSTONE HLDG FINA P/P 144A 01.6000 03/30/2031 | 0.00% |
| BMW US CAPITAL LLC P/P 144A 03.4000 08/13/2021 | 0.00% |
| BOYD GAMING CORP 04.7500 12/01/2027 | 0.00% |
| BOYD GAMING CORP P/P 144A 08.6250 06/01/2025 | 0.00% |
| BOYD GAMING CORPORATION 06.0000 08/15/2026 | 0.00% |
| BROOKFIELD RESID P/P 144A 06.2500 09/15/2027 | 0.00% |
| BUCKEYE PARTNERS LP 05.8500 11/15/2043 | 0.00% |
| CABOT OIL & GAS CORP | 0.00% |
| CAPITAL ONE FINANCIAL CO 04.2000 10/29/2025 | 0.00% |
| CARNIVAL CORP P/P 144A 11.5000 04/01/2023 | 0.00% |
| CCO HOLDINGS LLC P/P 144A 04.5000 08/15/2030 | 0.00% |
| CENTENE CORP 03.0000 10/15/2030 | 0.00% |
| CGCMT 2012-GC8 XA IO P/P 144A 01.7564 09/10/2045 | 0.00% |
| CGCMT 2014-GC21 X IO 01.1706 05/10/2047 | 0.00% |
| CHS/COMMUNITY HEALTH P/P 144A 08.0000 03/15/2026 | 0.00% |
| CINEMARK USA INC 05.1250 12/15/2022 | 0.00% |
| CIT GROUP INC 05.0000 08/01/2023 | 0.00% |
| CLEAN HARBORS INC P/P 144A 05.1250 07/15/2029 | 0.00% |
| CLEARWATER PAPER COR P/P 144A 04.7500 08/15/2028 | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 JP | 0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 JP | 0.00% |
| COMMSCOPE INC P/P 144A 06.0000 03/01/2026 | 0.00% |
| COMPASS MINERALS INT P/P 144A 04.8750 07/15/2024 | 0.00% |
| COMSTOCK RESOURCES 09.7500 08/15/2026 | 0.00% |
| CONTINENTAL RESOURCES 04.3750 01/15/2028 | 0.00% |
| CONTINENTAL RESOURCES 05.0000 09/15/2022 | 0.00% |
| CWALT 2005-27 1A1 01.8205 08/25/2035 | 0.00% |
| CWALT 2006-24CB A13 00.4993 08/25/2036 | 0.00% |
| DCP MIDSTREAM OPERATING 05.6250 07/15/2027 | 0.00% |
| DEVON ENERGY CORPORATION 05.6000 07/15/2041 | 0.00% |
| DXC TECHNOLOGY CO SEDOL BYXD7B3 | 0.00% |
| ENDO DAC/ENDO FI P/P 144A 09.5000 07/31/2027 | 0.00% |
| EUR/USD 12/16/2020 SSBT | 0.00% |
| FOX CORP - CLASS B SEDOL BJJMGY5 | 0.00% |
| FRONTIER COMM P/P 144A 08.5000 04/01/2026 | 0.00% |
| GAP INC/THE P/P 144A 08.6250 05/15/2025 | 0.00% |
| GARTNER INC P/P 144A 03.7500 10/01/2030 | 0.00% |
| GBP/USD 12/16/2020 HSBCB | 0.00% |
| GBP/USD 12/16/2020 UBS | 0.00% |
| GENERAL DYNAMICS CORP 02.2500 11/15/2022 | 0.00% |
| GLOBAL MEDICAL RESPO P/P 144A 06.5000 10/01/2025 | 0.00% |
| GNMA GII30 AY2298 04.7000 05/20/2067 | 0.00% |
| GNMA GII30 AY4779 04.5110 03/20/2067 | 0.00% |
| GNMA GII30 BA7681 04.6160 06/20/2067 | 0.00% |
| GNMA GII30 BB0107 04.7000 08/20/2067 | 0.00% |
| GNMA GII30 BL6185 06.0000 01/20/2049 | 0.00% |
| GNMA GII30 BL6216 06.0000 03/20/2049 | 0.00% |
| GNMA GII30 BL6235 06.0000 04/20/2049 | 0.00% |
| GRAY TELEVISION INC P/P 144A 04.7500 10/15/2030 | 0.00% |
| HANESBRANDS INC P/P 144A 05.3750 05/15/2025 | 0.00% |
| HCA INC 03.5000 09/01/2030 | 0.00% |
| HMIR 2018-1 M1 P/P 144A 01.7493 10/25/2028 | 0.00% |
| HOLLY PAR/FIN P/P 144A 05.0000 02/01/2028 | 0.00% |
| INTERCONTINENTAL EXCHANGE IN SEDOL BFSSDS9 | 0.00% |
| IRON MOUNTAIN INC P/P 144A 05.2500 03/15/2028 | 0.00% |
| JAPAN TOBACCO INC SEDOL 6474535 | 0.00% |
| JELD-WEN INC P/P 144A 04.8750 12/15/2027 | 0.00% |
| JELD-WEN INC P/P 144A 06.2500 05/15/2025 | 0.00% |
| JPY/USD 11/18/2020 WPAC | 0.00% |
| KRAFT HEINZ FOODS CO P/P 144A 03.8750 05/15/2027 | 0.00% |
| L BRANDS INC P/P 144A 06.6250 10/01/2030 | 0.00% |
| LEVEL 3 FINANCING IN P/P 144A 03.6250 01/15/2029 | 0.00% |
| LEVI STRAUSS & CO. 05.0000 05/01/2025 | 0.00% |
| LOEWS CORP SEDOL 2523022 | 0.00% |
| MASONITE INTL C P/P 144A 05.3750 02/01/2028 | 0.00% |
| MCKESSON CORP SEDOL 2378534 | 0.00% |
| METRO INC/CN SEDOL 2583952 | 0.00% |
| MPH ACQUISITION HLDG P/P 144A 05.7500 11/01/2028 | 0.00% |
| MSBAM 2014-C17 XA IO 01.0763 08/15/2047 | 0.00% |
| NATIONSTAR MTG P/P 144A 06.0000 01/15/2027 | 0.00% |
| NEXSTAR BROADCASTING P/P 144A 04.7500 11/01/2028 | 0.00% |
| NRG ENERGY INC 05.7500 01/15/2028 | 0.00% |
| NRG ENERGY INC P/P 144A 05.2500 06/15/2029 | 0.00% |
| NUTRIEN LTD USD 02.9500 05/13/2030 | 0.00% |
| NUTRITION & BIO P/P 144A 03.4680 12/01/2050 | 0.00% |
| OCCIDENTAL PETROLEUM COR 03.5000 06/15/2025 | 0.00% |
| OCCIDENTAL PETROLEUM CORP SEDOL 2655408 | 0.00% |
| ONEMAIN FINANCE CORP 08.8750 06/01/2025 | 0.00% |
| OWENS-BROCKWAY P/P 144A 06.6250 05/13/2027 | 0.00% |
| PANTHER BF AGGREGA P/P 144A 06.2500 05/15/2026 | 0.00% |
| PETROBRAS GLOBAL FIN USD 05.9990 01/27/2028 | 0.00% |
| PHILLIPS 66 SEDOL B78C4Y8 | 0.00% |
| PRIME SEC/FIN P/P 144A 03.3750 08/31/2027 | 0.00% |
| PRUDENTIAL FINANCIAL INC 05.6250 06/15/2043 | 0.00% |
| PUBLIC SERVICE ELECTRIC 05.5000 03/01/2040 | 0.00% |
| QORVO INC P/P 144A 03.3750 04/01/2031 | 0.00% |
| ROBERTSHAW TL 2L L+800 09.0000 02/28/2026 | 0.00% |
| ROBERTSHAW US HOLDING L+350 04.5000 02/28/2025 | 0.00% |
| SCHINDLER HOLDING-PART CERT SEDOL B11TCY0 | 0.00% |
| SCIENTIFIC GAMES P/P 144A 07.0000 05/15/2028 | 0.00% |
| SIRIUS XM RADIO INC. P/P 144A 05.5000 07/01/2029 | 0.00% |
| SM ENERGY CO 06.1250 11/15/2022 | 0.00% |
| STACR 2014-HQ3 M3 04.8993 10/25/2024 | 0.00% |
| T-MOBILE USA INC 04.5000 02/01/2026 | 0.00% |
| TEMPO ACQ LLC/FI P/P 144A 05.7500 06/01/2025 | 0.00% |
| TPMT 2015-1 A2 P/P 144A 03.2500 10/25/2053 | 0.00% |
| UBSBB 2012-C4 XA IO P/P 144A 01.6050 12/10/2045 | 0.00% |
| US CONCRETE INC 06.3750 06/01/2024 | 0.00% |
| US CONCRETE INC P/P 144A 05.1250 03/01/2029 | 0.00% |
| USA COM PART/USA COM 06.8750 09/01/2027 | 0.00% |
| WESTPAC BANKING CORP USD 04.4210 07/24/2039 | 0.00% |
| WFRBS 2012-C9 XA IO P/P 144A 01.8813 11/15/2045 | 0.00% |
| YUM! BRANDS INC 03.6250 03/15/2031 | 0.00% |
| ZAYO GROUP HLDG INC P/P 144A 06.1250 03/01/2028 | 0.00% |
| 0.70 R ISWP FWD US0003M P 12/16/2030 | 0.00% |
| ABC SUPPLY CO INC P/P 144A 05.8750 05/15/2026 | 0.00% |
| AES CORP/THE P/P 144A 03.3000 07/15/2025 | 0.00% |
| ALBERTSONS COS P/P 144A 04.8750 02/15/2030 | 0.00% |
| AT&T INC 04.3000 02/15/2030 | 0.00% |
| AUD/USD 01/20/2021 SSBT | 0.00% |
| AUD/USD 01/20/2021 UBS | 0.00% |
| AUD/USD CALL 0.76 20210311 HSBCB | 0.00% |
| AVIENT CORP P/P 144A 05.7500 05/15/2025 | 0.00% |
| AZRIELI GROUP LTD SEDOL B5MN1W0 | 0.00% |
| BANK OF AMERICA CORP 06.5000 10/29/2049 | 0.00% |
| BEACON ROOFING SUPPL P/P 144A 04.5000 11/15/2026 | 0.00% |
| BERKSHIRE HATHAWAY FIN 04.2500 01/15/2021 | 0.00% |
| BOXER PARENT CO INC P/P 144A 07.1250 10/02/2025 | 0.00% |
| BOYD GAMING CORP 06.3750 04/01/2026 | 0.00% |
| BUCKEYE PARTNERS LP P/P 144A 04.5000 03/01/2028 | 0.00% |
| BY CROWN/BY BOND P/P 144A 04.2500 01/31/2026 | 0.00% |
| CAS 2015-C01 1M2 04.4493 02/25/2025 | 0.00% |
| CAS 2015-C02 1M2 04.1493 05/25/2025 | 0.00% |
| CAS 2019-HRP1 M2 02.2993 11/25/2039 | 0.00% |
| CBRE SERVICES INC 05.2500 03/15/2025 | 0.00% |
| CCM MERGER INC P/P 144A 06.3750 05/01/2026 | 0.00% |
| CHARTER COMM OPT LLC 05.3750 05/01/2047 | 0.00% |
| CIT GROUP INC. 05.0000 08/15/2022 | 0.00% |
| CLP/USD 01/20/2021 CITI | 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.BB.9 2058-09-17 500.0 09/17/2058 ML | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP | 0.00% |
| COMMSCOPE INC P/P 144A 05.5000 03/01/2024 | 0.00% |
| CORNERSTONE BUILDING P/P 144A 08.0000 04/15/2026 | 0.00% |
| CPG INTL TL L+375 04.7500 05/05/2024 | 0.00% |
| DELL INT / EMC P/P 144A 05.8500 07/15/2025 | 0.00% |
| DIAMONDBACK ENERGY INC 05.3750 05/31/2025 | 0.00% |
| DUN & BRADSTREET COR P/P 144A 06.8750 08/15/2026 | 0.00% |
| EMERGENT BIOSOLUTION P/P 144A 03.8750 08/15/2028 | 0.00% |
| EUR/USD CALL 1.23 20210215 BANKAM | 0.00% |
| EUR/USD CALL 1.23 20210215 UBS | 0.00% |
| EUR/USD CALL 1.23 20210301 MSCIL | 0.00% |
| FHR 3072 SM 04.2533 11/15/2035 | 0.00% |
| FIDELITY NATIONAL INFORM 03.0000 08/15/2026 | 0.00% |
| GNMA GII30 BL6184 06.0000 02/20/2049 | 0.00% |
| GNMA GII30 BL6217 06.0000 03/20/2049 | 0.00% |
| GNMA GII30 BL6219 06.0000 03/20/2049 | 0.00% |
| GRIFOLS SEDOL B01SPF2 | 0.00% |
| IHS MARKIT LTD P/P 144A 04.0000 03/01/2026 | 0.00% |
| JAGUAR HL / PPDI P/P 144A 05.0000 06/15/2028 | 0.00% |
| JPMORGAN CHASE & CO 01.2801 05/15/2047 | 0.00% |
| KEURIG DR PEPPER INC 04.0570 05/25/2023 | 0.00% |
| KRW/USD 02/17/2021 JPMCB | 0.00% |
| KYUSHU RAILWAY COMPANY SEDOL BD2BST6 | 0.00% |
| LENNAR CORP 05.8750 11/15/2024 | 0.00% |
| LIVE NATION ENT P/P 144A 04.8750 11/01/2024 | 0.00% |
| MAUSER PACKAGING P/P 144A 08.5000 04/15/2024 | 0.00% |
| MERCER INTL INC USD 05.5000 01/15/2026 | 0.00% |
| MONDELEZ INTERNATIONAL 02.1250 04/13/2023 | 0.00% |
| MSAC 2004-HE6 M1 00.9743 08/25/2034 | 0.00% |
| NATIONSTAR MTG P/P 144A 09.1250 07/15/2026 | 0.00% |
| NETFLIX INC. P/P 144A 04.8750 06/15/2030 | 0.00% |
| NUTRIEN LTD USD 05.2500 01/15/2045 | 0.00% |
| OCCIDENTAL PETROLEUM COR 02.9000 08/15/2024 | 0.00% |
| ORTHO-CLINICAL P/P 144A 07.3750 06/01/2025 | 0.00% |
| PACIFIC GAS & ELECTRIC 02.1000 08/01/2027 | 0.00% |
| QVC INC 04.4500 02/15/2025 | 0.00% |
| RAYTHEON TECH CORP P/P 144A 04.8750 10/15/2040 | 0.00% |
| REGENCY ENERGY P 04.5000 11/01/2023 | 0.00% |
| RIO TINTO LTD SEDOL 6220103 | 0.00% |
| S&P GLOBAL INC 01.2500 08/15/2030 | 0.00% |
| SAP SE SEDOL 4846288 | 0.00% |
| SERVICE PROPERTIES TRUST 07.5000 09/15/2025 | 0.00% |
| SM ENERGY CO 05.0000 01/15/2024 | 0.00% |
| SM ENERGY CO 06.7500 09/15/2026 | 0.00% |
| SPECTRUM BRANDS INC 06.1250 12/15/2024 | 0.00% |
| STACR 2019-HQA1 M2 02.4993 02/25/2049 | 0.00% |
| SUBARU CORP SEDOL 6356406 | 0.00% |
| T-MOBILE USA INC. 04.0000 04/15/2022 | 0.00% |
| TARGA RES PRTNRS P/P 144A 05.5000 03/01/2030 | 0.00% |
| TARGA RESOURCES PART 06.8750 01/15/2029 | 0.00% |
| TRANSOCEAN PONTUS LT P/P 144A 06.1250 08/01/2025 | 0.00% |
| TRONOX FINANCE PLC P/P 144A 05.7500 10/01/2025 | 0.00% |
| TWDC ENTERPRISES 18 CORP 02.7500 08/16/2021 | 0.00% |
| USD/CAD PUT 1.285 20210127 GSFX | 0.00% |
| VALVOLINE INC 04.3750 08/15/2025 | 0.00% |
| VIPER ENERGY P/P 144A 05.3750 11/01/2027 | 0.00% |
| WFRBS 2012-C10 XA IO P/P 144A 01.5260 12/15/2045 | 0.00% |
| WMG ACQUISITION CORP P/P 144A 05.5000 04/15/2026 | 0.00% |
| WPX ENERGY INC 04.5000 01/15/2030 | 0.00% |
| WYNN RESORTS FIN LLC P/P 144A 07.7500 04/15/2025 | 0.00% |
| AKER BP ASA P/P 144A 05.8750 03/31/2025 | 0.00% |
| AMAZON.COM INC 01.5000 06/03/2030 | 0.00% |
| AMERICAN AXLE & MANUF L+273 03.4062 04/06/2024 | 0.00% |
| APACHE CORP 04.6250 11/15/2025 | 0.00% |
| APACHE CORPORATION 04.8750 11/15/2027 | 0.00% |
| BANK OF MONTREAL USD 03.8030 12/15/2032 | 0.00% |
| BAYTEX ENERGY CORP P/P 144A 05.6250 06/01/2024 | 0.00% |
| BERRY GLOBAL INC P/P 144A 04.5000 02/15/2026 | 0.00% |
| BOMBARDIER INC P/P 144A 07.5000 12/01/2024 | 0.00% |
| BUCKEYE PARTNERS LP 03.9500 12/01/2026 | 0.00% |
| CALPINE CORP P/P 144A 05.0000 02/01/2031 | 0.00% |
| CAS 2014-C04 2M2 05.1493 11/25/2024 | 0.00% |
| CBS OUT AMER CAP LLC 05.6250 02/15/2024 | 0.00% |
| CD&R WATERWORKS MERGER 144A 6.125000 08/15/2025 | 0.00% |
| CINEMARK USA INC 04.8750 06/01/2023 | 0.00% |
| CINEMARK USA INC P/P 144A 08.7500 05/01/2025 | 0.00% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CS | 0.00% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CS | 0.00% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 ML | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | 0.00% |
| COMCAST CORP 06.5000 11/15/2035 | 0.00% |
| DKK/USD 12/16/2020 CITI | 0.00% |
| EUR/USD 12/16/2020 TDBK | 0.00% |
| EUR/USD CALL 1.22 20210127 BANKAM | 0.00% |
| FHR 3065 DC 19.4149 03/15/2035 | 0.00% |
| FNMA FN30 971053 04.5000 02/01/2039 | 0.00% |
| FNR 2007-53 SP 23.6528 06/25/2037 | 0.00% |
| GARTNER INC P/P 144A 04.5000 07/01/2028 | 0.00% |
| GBP/USD PUT 1.23 20201218 BANKAM | 0.00% |
| GENERAL MOTORS FINL CO 04.0000 01/15/2025 | 0.00% |
| GNMA GII30 BL6016 06.0000 02/20/2049 | 0.00% |
| GNMA GII30 BL6218 06.0000 02/20/2049 | 0.00% |
| GNMA GII30 BM1953 06.0000 03/20/2049 | 0.00% |
| GNMA GII30 BN1506 04.5000 05/20/2049 | 0.00% |
| GNR 2010-9 UI IO 05.0000 01/20/2040 | 0.00% |
| GSMS 2010-C1 D P/P 144A 05.9814 08/10/2043 | 0.00% |
| HUDBAY MINERALS INC P/P 144A 06.1250 04/01/2029 | 0.00% |
| IOS.FN30.400.10 R USL1M P 01/12/41 BC | 0.00% |
| JAGUAR HL / PPDI P/P 144A 04.6250 06/15/2025 | 0.00% |
| JPMBB 2013-C17 XA IO 00.7515 01/15/2047 | 0.00% |
| JPY/USD 11/18/2020 CITI | 0.00% |
| JPY/USD 11/18/2020 UBS | 0.00% |
| KRW/USD 02/17/2021 HSBCB | 0.00% |
| L BRANDS INC P/P 144A 06.8750 07/01/2025 | 0.00% |
| L BRANDS INC P/P 144A 09.3750 07/01/2025 | 0.00% |
| LAMB WESTON HOLDINGS P/P 144A 04.6250 11/01/2024 | 0.00% |
| MACY'S INC P/P 144A 08.3750 06/15/2025 | 0.00% |
| MALLINCKRODT FIN/SB P/P 144A 10.0000 04/15/2025 | 0.00% |
| MATCH GRP HLD II LLC P/P 144A 04.1250 08/01/2030 | 0.00% |
| MAUSER PACKAGING SOL P/P 144A 05.5000 04/15/2024 | 0.00% |
| MICROSOFT CORP 02.5250 06/01/2050 | 0.00% |
| MOLINA HEALTHCARE IN P/P 144A 04.8750 06/15/2025 | 0.00% |
| NABORS IND LTD P/P 144A 07.2500 01/15/2026 | 0.00% |
| NEWFIELD EXPLORATION CO 05.6250 07/01/2024 | 0.00% |
| NRG ENERGY INC 06.6250 01/15/2027 | 0.00% |
| OASIS PETROLEUM INC 06.8750 01/15/2023 | 0.00% |
| ONCOR ELECTRIC DELIVERY 05.3000 06/01/2042 | 0.00% |
| OSHKOSH CORP 03.1000 03/01/2030 | 0.00% |
| OUTFRONT MEDIA C P/P 144A 04.6250 03/15/2030 | 0.00% |
| PAR PHARMA INC P/P 144A 07.5000 04/01/2027 | 0.00% |
| PENSKE AUTOMOTIVE GROUP 03.5000 09/01/2025 | 0.00% |
| PETROBRAS GLOBAL FIN USD 05.2990 01/27/2025 | 0.00% |
| PROLOGIS LP 02.1250 04/15/2027 | 0.00% |
| QUEBECOR MEDIA INC USD 05.7500 01/15/2023 | 0.00% |
| RACKSPACE HOSTING INC L+300 04.0000 11/03/2023 | 0.00% |
| REPSOL SA SEDOL 5669354 | 0.00% |
| REPUBLIC OF VENEZUELA REGS 08.2500 10/13/2024 | 0.00% |
| REPUBLIC OF VENEZUELA REGS 09.0000 05/07/2023 | 0.00% |
| ROYAL CARIBBEAN P/P 144A 09.1250 06/15/2023 | 0.00% |
| SEK/USD 12/16/2020 BCAP-FX | 0.00% |
| SM ENERGY CO P/P 144A 10.0000 01/15/2025 | 0.00% |
| SPRINT SPECTRUM P/P 144A 03.3600 09/20/2021 | 0.00% |
| STACR 2018-HQA2 M2 02.4493 10/25/2048 | 0.00% |
| STACR 2020-DNA5 M1 01.3867 10/25/2050 | 0.00% |
| T-MOBILE USA INC 06.0000 03/01/2023 | 0.00% |
| TALLGRASS NRG PRTNR/ P/P 144A 07.5000 10/01/2025 | 0.00% |
| TAYLOR MORRISON COMM P/P 144A 05.1250 08/01/2030 | 0.00% |
| TENET HEALTHCARE P/P 144A 06.2500 02/01/2027 | 0.00% |
| TENET HEALTHCARE P/P 144A 07.5000 04/01/2025 | 0.00% |
| TOYOTA MOTOR CORP SEDOL 6900643 | 0.00% |
| TRANSDIGM INC 06.5000 05/15/2025 | 0.00% |
| TRANSDIGM INC P/P 144A 08.0000 12/15/2025 | 0.00% |
| VIACOMCBS INC 04.0000 01/15/2026 | 0.00% |
| WEEKLEY HM LLC/ P/P 144A 04.8750 09/15/2028 | 0.00% |
| WMG ACQUISITION CORP P/P 144A 03.0000 02/15/2031 | 0.00% |
| YUM! BRANDS INC. P/P 144A 07.7500 04/01/2025 | 0.00% |
| ZAYO GROUP HLDG INC P/P 144A 04.0000 03/01/2027 | 0.00% |
| AIR LEASE CORP 02.5000 03/01/2021 | 0.00% |
| ALLEGHENY TECHNOLOGIES 05.8750 12/01/2027 | 0.00% |
| BOMBARDIER INC P/P 144A 08.7500 12/01/2021 | 0.00% |
| BP CAP MARKETS AMERICA 03.9370 09/21/2028 | 0.00% |
| BSCMS 2006-PW11 B P/P 144A 05.5182 03/11/2039 | 0.00% |
| CAD/USD 01/20/2021 JPMCB | 0.00% |
| CAD/USD 01/20/2021 RBSF | 0.00% |
| CAD/USD 01/20/2021 TDBK | 0.00% |
| CALPINE CORP P/P 144A 04.6250 02/01/2029 | 0.00% |
| CDW LLC/CDW FINANCE 03.2500 02/15/2029 | 0.00% |
| CMB CMBX.NA.A.7 2047-01-17 200.0 01/17/2047 CG | 0.00% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CG | 0.00% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CG | 0.00% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CS | 0.00% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 MS | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 ML | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 MS | 0.00% |
| CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 JP | 0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CS | 0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS | 0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS | 0.00% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 CG | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 CG | 0.00% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 CG | 0.00% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 JP | 0.00% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 JP | 0.00% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 JP | 0.00% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 MS | 0.00% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 MS | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 MS | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | 0.00% |
| COLORADO INTERSTATE GAS CO 06.8500 06/15/2037 | 0.00% |
| ENERGIZER HLDG INC P/P 144A 07.7500 01/15/2027 | 0.00% |
| EUR/USD 12/16/2020 CSI-FX | 0.00% |
| EUR/USD 12/16/2020 GSFX | 0.00% |
| EUR/USD 12/16/2020 RBSF | 0.00% |
| FEDEX CORP 02.6250 08/01/2022 | 0.00% |
| FHR 2990 LB 16.5664 06/15/2034 | 0.00% |
| FHR 3249 PS 21.7853 12/15/2036 | 0.00% |
| FNR 2005-75 GS 19.8023 08/25/2035 | 0.00% |
| FNR 2006-62 PS 39.0045 07/25/2036 | 0.00% |
| FNR 2006-8 HP 24.0194 03/25/2036 | 0.00% |
| GBP/USD 12/16/2020 CSI-FX | 0.00% |
| GBP/USD 12/16/2020 MSCIL | 0.00% |
| GBP/USD 12/16/2020 TDBK | 0.00% |
| GBP/USD 12/16/2020 WPAC | 0.00% |
| GLOBAL PART/GLP FIN P/P 144A 06.8750 01/15/2029 | 0.00% |
| GNMA GII30 BJ9611 04.5000 05/20/2049 | 0.00% |
| GNMA GII30 BM4196 06.0000 04/20/2049 | 0.00% |
| GNMA GII30 BN1509 05.0000 05/20/2049 | 0.00% |
| GNMA GII30 BN2618 04.5000 05/20/2049 | 0.00% |
| GNR 2012-141 WI IO 03.5000 11/20/2041 | 0.00% |
| GNR 2015-124 NI IO 03.5000 06/20/2039 | 0.00% |
| IHEARTMEDIA INC - CLASS A SEDOL BJVR9Y9 | 0.00% |
| JPY/USD 11/18/2020 BCAP-FX | 0.00% |
| JPY/USD 11/18/2020 HSBCB | 0.00% |
| JPY/USD 11/18/2020 MSCIL | 0.00% |
| KRW/USD 11/18/2020 JPMCB | 0.00% |
| MERCER INTL INC USD 07.3750 01/15/2025 | 0.00% |
| MERCK & CO INC 02.9000 03/07/2024 | 0.00% |
| MSC 2007-HQ11 C 05.5580 02/12/2044 | 0.00% |
| NABORS IND LTD P/P 144A 07.5000 01/15/2028 | 0.00% |
| NABORS INDUSTRIES INC. 05.7500 02/01/2025 | 0.00% |
| NEWFIELD EXPLORATION CO 05.3750 01/01/2026 | 0.00% |
| OASIS PETROLEUM INC 06.8750 03/15/2022 | 0.00% |
| OASIS PETROLEUM INC CV 02.6250 09/15/2023 | 0.00% |
| PETROLEOS DE VEN P/P 144A 06.0000 11/15/2026 | 0.00% |
| PPL CAPITAL FUNDING INC 03.4000 06/01/2023 | 0.00% |
| ROYAL BANK OF CANADA USD 02.8000 04/29/2022 | 0.00% |
| S&P GLOBAL INC 02.5000 12/01/2029 | 0.00% |
| SEK/USD 12/16/2020 CITI | 0.00% |
| SEK/USD 12/16/2020 RBSF | 0.00% |
| SEK/USD 12/16/2020 SSBT | 0.00% |
| SGD/USD 11/18/2020 JPMCB | 0.00% |
| SM ENERGY CO 06.6250 01/15/2027 | 0.00% |
| STACR 2015-HQ2 M2 02.0993 05/25/2025 | 0.00% |
| STANDARD IND INC P/P 144A 04.7500 01/15/2028 | 0.00% |
| T-MOBILE USA INC 05.3750 04/15/2027 | 0.00% |
| TITAN ACQ LTD P/P 144A 07.7500 04/15/2026 | 0.00% |
| TRONOX INC P/P 144A 06.5000 05/01/2025 | 0.00% |
| TWD/USD 02/17/2021 GSFX | 0.00% |
| TWD/USD 02/17/2021 JPMCB | 0.00% |
| 0.25 R ISWP FWD US0003M P 12/16/2022 | 0.00% |
| 0.838 R ISWP US0003M P 10/23/2030 | 0.00% |
| ADVANZ PHARMA CORP LTD SEDOL BG0RYR7 | 0.00% |
| ANHEUSER-BUSCH INBEV WOR 04.1500 01/23/2025 | 0.00% |
| AUD/USD 01/20/2021 CSI-FX | 0.00% |
| AUD/USD 01/20/2021 GSFX | 0.00% |
| AUD/USD 01/20/2021 JPMCB | 0.00% |
| AUD/USD 01/20/2021 WPAC | 0.00% |
| BACM 2007-1 XW IO 00.4255 01/15/2049 | 0.00% |
| BANK OF NOVA SCOTIA USD 02.0000 11/15/2022 | 0.00% |
| BSCMS 06-PW14 X1 IO P/P 144A 00.5546 12/11/2038 | 0.00% |
| CAD/USD 01/20/2021 BANKAM | 0.00% |
| CAD/USD 01/20/2021 CITI | 0.00% |
| CAD/USD 01/20/2021 CSI-FX | 0.00% |
| CAD/USD 01/20/2021 MSCIL | 0.00% |
| CAD/USD 01/20/2021 UBS | 0.00% |
| CAD/USD 01/20/2021 WPAC | 0.00% |
| CALIFORNIA RESOURCES CORP SEDOL BMBK002 | 0.00% |
| CD 2007-CD4 XW IO P/P 144A 01.2957 12/11/2049 | 0.00% |
| CGCMT 2006-C5 XC IO P/P 144A 00.5175 10/15/2049 | 0.00% |
| CHF/USD 12/16/2020 GSFX | 0.00% |
| CHF/USD 12/16/2020 HSBCB | 0.00% |
| CHF/USD 12/16/2020 MSCIL | 0.00% |
| CHF/USD 12/16/2020 RBSF | 0.00% |
| CHF/USD 12/16/2020 TDBK | 0.00% |
| CLEAR CHANNEL OUTDOOR HOLDIN SEDOL BJHVCH9 | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 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 MS | 0.00% |
| CMB CMBX.NA.A.7 2047-01-17 200.0 01/17/2047 CS | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 MS | 0.00% |
| CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 CG | 0.00% |
| CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 GS | 0.00% |
| CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 MS | 0.00% |
| CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 MS | 0.00% |
| CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 MS | 0.00% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 JP | 0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 MS | 0.00% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 CS | 0.00% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 GS | 0.00% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 JP | 0.00% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 CG | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 CG | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 JP | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 JP | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 ML | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.00% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 CG | 0.00% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 CG | 0.00% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 CG | 0.00% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 CG | 0.00% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 CG | 0.00% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 CG | 0.00% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 CG | 0.00% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 GS | 0.00% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 JP | 0.00% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 JP | 0.00% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 MS | 0.00% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 MS | 0.00% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 MS | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 GS | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 JP | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 JP | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 JP | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 JP | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 MS | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 MS | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 MS | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 MS | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 MS | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 MS | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 MS | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 BA | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 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 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 MS | 0.00% |
| CMB CMBX.NA.BBB-.9 2058-09-17 300.0 09/17/2058 CG | 0.00% |
| CMB CMBX.NA.BBB-.9 2058-09-17 300.0 09/17/2058 ML | 0.00% |
| CMB CMBX.NA.BBB-.9 2058-09-17 300.0 09/17/2058 ML | 0.00% |
| CNH/USD 02/18/2021 JPMCB | 0.00% |
| CNH/USD 02/18/2021 WPAC | 0.00% |
| CROWN CASTLE INTL CORP 04.4500 02/15/2026 | 0.00% |
| CSFB 2003-C3 AX IO P/P 144A 02.1725 05/15/2038 | 0.00% |
| CSMC 2007-C1 AX IO P/P 144A 00.4549 02/15/2040 | 0.00% |
| CSMC 2007-C2 AX IO P/P 144A 00.0144 01/15/2049 | 0.00% |
| CVS PASS-THROUGH TRUST 06.0360 12/10/2028 | 0.00% |
| EUR/CHF CALL 1.10 20201209 CSI-FX | 0.00% |
| EUR/CHF CALL 1.12 20201209 CSI-FX | 0.00% |
| EUR/USD 12/16/2020 CITI | 0.00% |
| EUR/USD 12/16/2020 MSCIL | 0.00% |
| EUR/USD 12/16/2020 WPAC | 0.00% |
| FHR 1208 F PO 00.0000 02/15/2022 | 0.00% |
| FHR 3326 WF 00.0000 10/15/2035 | 0.00% |
| FNMA FN30 935058 04.5000 04/01/2039 | 0.00% |
| FNR 2001-50 BI IO 00.3869 10/25/2041 | 0.00% |
| FNR 2001-79 BI IO 00.2680 03/25/2045 | 0.00% |
| FNR 2003-34 P1 PO 00.0000 04/25/2043 | 0.00% |
| FNW 2002-W8 IO1 IO 00.3011 06/25/2042 | 0.00% |
| GBP/USD 12/16/2020 RBSF | 0.00% |
| GECMC 2007-C1 XC IO P/P 144A 00.0682 12/10/2049 | 0.00% |
| GNR 2010-9 QI IO 04.5000 01/20/2040 | 0.00% |
| GNR 2018-127 IB IO 04.5000 06/20/2045 | 0.00% |
| HC BRILLANT SERVICES GMBH P/P | 0.00% |
| HKD/USD 11/18/2020 BANKAM | 0.00% |
| HKD/USD 11/18/2020 BCAP-FX | 0.00% |
| HKD/USD 11/18/2020 CITI | 0.00% |
| HKD/USD 11/18/2020 GSFX | 0.00% |
| HKD/USD 11/18/2020 HSBCB | 0.00% |
| HKD/USD 11/18/2020 RBSF | 0.00% |
| HKD/USD 11/18/2020 SSBT | 0.00% |
| HKD/USD 11/18/2020 UBS | 0.00% |
| HKD/USD 11/18/2020 WPAC | 0.00% |
| INTELSAT JACKSON HLD P/P 144A 08.0000 02/15/2024 | 0.00% |
| IOS.FN30.350.12 R USL1M P 01/12/43 BC | 0.00% |
| IOS.FN30.400.11 R USL1M P 01/12/42 BC | 0.00% |
| IOS.FN30.400.11 R USL1M P 01/12/42 GS | 0.00% |
| IOS.FN30.400.11 R USL1M P 01/12/42 GS | 0.00% |
| IOS.FN30.600.08 R USL1M P 01/12/39 GS | 0.00% |
| IOS.FN30.650.67 R USL1M P 01/12/38 BC | 0.00% |
| IOS.FN30.650.67 R USL1M P 01/12/38 GS | 0.00% |
| JPMCC 05-CB12 X1 IO P/P 144A 00.3200 09/12/2037 | 0.00% |
| JPMCC 2006-CB17 X IO 00.6517 12/12/2043 | 0.00% |
| JPMCC 2006-LDP8 X IO 00.2876 05/15/2045 | 0.00% |
| JPMCC 2007-LDPX X IO 00.0517 01/15/2049 | 0.00% |
| JPY/USD 11/18/2020 BANKAM | 0.00% |
| JPY/USD 11/18/2020 RBSF | 0.00% |
| LBUBS 2005-C5 XCL IO P/P 144A 0.09 3 09/15/2040 | 0.00% |
| LBUBS 2006-C6 XCL IO P/P 144A 00.6893 09/15/2039 | 0.00% |
| LBUBS 2007-C2 XW IO 00.1645 02/15/2040 | 0.00% |
| MBX.FN30.650.67 P USL1M R 01/12/38 GS | 0.00% |
| MBX.FN30.650.67 P USL1M R 01/12/38 GS | 0.00% |
| MEZZ 2006-C4 X IO P/P 144A 06.1110 07/15/2045 | 0.00% |
| MWO HOLDINGS LLC | 0.00% |
| NOK/USD 12/16/2020 GSFX | 0.00% |
| NOK/USD 12/16/2020 UBS | 0.00% |
| NZD/USD 01/20/2021 BCAP-FX | 0.00% |
| NZD/USD 01/20/2021 CITI | 0.00% |
| NZD/USD 01/20/2021 CSI-FX | 0.00% |
| NZD/USD 01/20/2021 GSFX | 0.00% |
| NZD/USD 01/20/2021 HSBCB | 0.00% |
| NZD/USD 01/20/2021 JPMCB | 0.00% |
| NZD/USD 01/20/2021 RBSF | 0.00% |
| NZD/USD 01/20/2021 SSBT | 0.00% |
| NZD/USD 01/20/2021 TDBK | 0.00% |
| NZD/USD 01/20/2021 WPAC | 0.00% |
| OCCIDENTAL PETROLEUM -CW27 SEDOL BMVF784 | 0.00% |
| SEK/USD 12/16/2020 HSBCB | 0.00% |
| SEK/USD 12/16/2020 TDBK | 0.00% |
| STACR 2019-DNA2 M2 02.5993 03/25/2049 | 0.00% |
| TERVITA CORP SEDOL BD1DCC4 | 0.00% |
| TEXAS COHLD TCEH ESCROW 11.5000 10/01/2021 | 0.00% |
| THE SHERWIN-WILLIAMS COMPANY 02.7500 06/01/2022 | 0.00% |
| TXU TCEH RIGHTS | 0.00% |
| VIACOMCBS INC 04.2000 05/19/2032 | 0.00% |
| WBCMT 2006-C29 IO IO 00.2657 11/15/2048 | 0.00% |
| AUD/USD 01/20/2021 MSCIL | -0.00% |
| AUD/USD CALL 0.80 20210311 HSBCB | -0.00% |
| AUD/USD PUT 0.675 20201118 BANKAM | -0.00% |
| CAD/USD 01/20/2021 GSFX | -0.00% |
| CAD/USD 01/20/2021 HSBCB | -0.00% |
| CAD/USD 01/20/2021 SSBT | -0.00% |
| CHF/USD 12/16/2020 JPMCB | -0.00% |
| CHF/USD 12/16/2020 SSBT | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 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.7 2047-01-17 200.0 01/17/2047 JP | -0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | -0.00% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 MS | -0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 BA | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 BA | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 CS | -0.00% |
| EUR/USD CALL 1.27 20210215 BANKAM | -0.00% |
| EUR/USD CALL 1.27 20210215 UBS | -0.00% |
| EUR/USD CALL 1.27 20210301 MSCIL | -0.00% |
| GBP/USD 12/16/2020 BCAP-FX | -0.00% |
| GBP/USD 12/16/2020 GSFX | -0.00% |
| GBP/USD PUT 1.20 20201218 BANKAM | -0.00% |
| INR/USD 02/17/2021 HSBCB | -0.00% |
| INR/USD 02/17/2021 JPMCB | -0.00% |
| IOS.FN30.400.11 P USL1M R 01/12/42 JP | -0.00% |
| IOS.FN30.500.10 P USL1M R 01/12/41 BC | -0.00% |
| JPY/USD 11/18/2020 GSFX | -0.00% |
| JPY/USD 11/18/2020 JPMCB | -0.00% |
| MBX.FN30.600.08 P USL1M R 01/12/39 BC | -0.00% |
| NOK/USD 12/16/2020 HSBCB | -0.00% |
| NOK/USD 12/16/2020 SSBT | -0.00% |
| NZD/USD 01/20/2021 BANKAM | -0.00% |
| NZD/USD 01/20/2021 UBS | -0.00% |
| SEK/USD 12/16/2020 MSCIL | -0.00% |
| USD/CAD PUT 1.26 20210127 GSFX | -0.00% |
| AUD/USD 01/20/2021 TDBK | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 JP | -0.00% |
| EUR/USD 12/16/2020 HSBCB | -0.00% |
| IOS.FN30.400.10 P USL1M R 01/12/41 JP | -0.00% |
| JPY/USD 11/18/2020 SSBT | -0.00% |
| NOK/USD 12/16/2020 MSCIL | -0.00% |
| NZD/USD 01/20/2021 MSCIL | -0.00% |
| SEK/USD 12/16/2020 UBS | -0.00% |
| AUD/USD 01/20/2021 BANKAM | -0.00% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 MS | -0.00% |
| SEK/USD 12/16/2020 JPMCB | -0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 GS | -0.00% |
| EUR/USD 12/16/2020 UBS | -0.00% |
| USD/CNH PUT 6.50 20210415 MSCIL | -0.00% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 CG | -0.00% |
| SEK/USD 12/16/2020 GSFX | -0.00% |
| 1.15 R ISWP FWD US0003M P 12/16/2050 | -0.01% |
| AUD/USD 01/20/2021 HSBCB | -0.01% |
| AUD/USD 01/20/2021 RBSF | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% |
| USD/MXN PUT 19.00 20210416 GSFX | -0.01% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 JP | -0.01% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CG | -0.01% |
| MBX.FN30.650.67 P USL1M R 01/12/38 BC | -0.01% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CS | -0.01% |
| EUR/USD 12/16/2020 BANKAM | -0.01% |
| GBP/USD 12/16/2020 JPMCB | -0.01% |
| MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% |
| CNH/USD 11/18/2020 HSBCB | -0.01% |
| CNH/USD 11/18/2020 SSBT | -0.02% |
| FNMA FN30 TBA UMBS 03.0000 11/01/2050 | -0.36% |
| MSCI EAFE DEC20 MFSZ0 | -0.65% |
| US 2YR NOTE (CBT) DEC20 TUZ0 | -0.82% |
| US 10YR ULTRA FUT DEC20 UXYZ0 | -2.62% |
| RU10INTR P US0003M R 06/10/21 CI | -2.66% |
| GSGLPWDS P US0001M R 12/15/25 GS | -5.93% |
| GSGLPWDL R US0001M P 12/15/25 GS | 6.00% |
|---|---|
| E-MINI RUSS 2000 DEC20 RTYZ0 | 4.41% |
| APPLE INC SEDOL 2046251 | 3.28% |
| CGPUTQL2 R US0003M P 06/10/21 CI | 3.19% |
| AMAZON.COM INC SEDOL 2000019 | 2.63% |
| MICROSOFT CORP SEDOL 2588173 | 2.60% |
| US 5YR NOTE (CBT) DEC20 FVZ0 | 1.89% |
| S&P500 EMINI FUT DEC20 ESZ0 | 1.88% |
| GNMA GII30 TBA 03.5000 10/01/2050 | 1.50% |
| ALPHABET INC-CL A SEDOL BYVY8G0 | 1.32% |
| GSGLPHCL R US0001M P 12/15/25 GS | 1.22% |
| US 10YR NOTE (CBT)DEC20 TYZ0 | 1.04% |
| US ULTRA BOND CBT DEC20 WNZ0 | 1.00% |
| S&P MID 400 EMINI DEC20 FAZ0 | 0.95% |
| ADOBE INC SEDOL 2008154 | 0.94% |
| JPMORGAN CHASE & CO SEDOL 2190385 | 0.94% |
| PROCTER & GAMBLE CO/THE SEDOL 2704407 | 0.91% |
| NVIDIA CORP SEDOL 2379504 | 0.87% |
| ALIBABA GROUP HOLDING LTD SEDOL BK6YZP5 | 0.85% |
| VERIZON COMMUNICATIONS INC SEDOL 2090571 | 0.76% |
| QUALCOMM INC SEDOL 2714923 | 0.76% |
| JOHNSON & JOHNSON SEDOL 2475833 | 0.70% |
| FNMA FN30 TBA UMBS 02.5000 11/01/2050 | 0.69% |
| FNMA FN30 TBA UMBS 02.0000 11/01/2050 | 0.64% |
| ELI LILLY & CO SEDOL 2516152 | 0.60% |
| CISCO SYSTEMS INC SEDOL 2198163 | 0.60% |
| NORTHROP GRUMMAN CORP SEDOL 2648806 | 0.59% |
| TENCENT HOLDINGS LTD SEDOL BMMV2K8 | 0.59% |
| CITIGROUP INC SEDOL 2297907 | 0.58% |
| INTUIT INC SEDOL 2459020 | 0.55% |
| CHARTER COMMUNICATIONS INC-A SEDOL BZ6VT82 | 0.54% |
| LOCKHEED MARTIN CORP SEDOL 2522096 | 0.54% |
| TAIWAN SEMICONDUCTOR MANUFAC SEDOL 6889106 | 0.53% |
| MERCK & CO. INC. SEDOL 2778844 | 0.52% |
| FNMA FN30 TBA UMBS 03.5000 10/01/2050 | 0.50% |
| PEPSICO INC SEDOL 2681511 | 0.49% |
| COMCAST CORP-CLASS A SEDOL 2044545 | 0.48% |
| ALPHABET INC-CL C SEDOL BYY88Y7 | 0.48% |
| WALMART INC SEDOL 2936921 | 0.46% |
| FACEBOOK INC-CLASS A SEDOL B7TL820 | 0.46% |
| FHLMC FR30 ZS4750 UMBS 03.0000 01/01/2048 | 0.46% |
| FNMA FN15 TBA UMBS 02.5000 10/01/2035 | 0.46% |
| US LONG BOND(CBT) DEC20 USZ0 | 0.46% |
| ATLANTIC ASSET SECURITIZATION 04821TM77 DCP 12/07/2020 | 0.46% |
| EBAY INC SEDOL 2293819 | 0.44% |
| MEDTRONIC PLC SEDOL BTN1Y11 | 0.43% |
| DOCUSIGN INC SEDOL BFYT7B7 | 0.43% |
| ACTIVISION BLIZZARD INC SEDOL 2575818 | 0.42% |
| SERVICENOW INC SEDOL B80NXX8 | 0.41% |
| HONEYWELL INTERNATIONAL INC SEDOL 2020459 | 0.41% |
| PAYPAL HOLDINGS INC SEDOL BYW36M8 | 0.38% |
| AMERICAN TOWER CORP SEDOL B7FBFL2 | 0.37% |
| AMERICAN ELECTRIC POWER SEDOL 2026242 | 0.37% |
| MANHATTAN ASSET FUNDING CO LL 56274LKG8 DCP 10/16/2020 | 0.36% |
| TARGET CORP SEDOL 2259101 | 0.36% |
| COCA-COLA CO/THE SEDOL 2206657 | 0.35% |
| REGENERON PHARMACEUTICALS SEDOL 2730190 | 0.35% |
| SAMSUNG ELECTRONICS CO LTD SEDOL 6771720 | 0.34% |
| FIDELITY NATIONAL INFO SERV SEDOL 2769796 | 0.34% |
| VISA INC-CLASS A SHARES SEDOL B2PZN04 | 0.32% |
| UNION PACIFIC CORP SEDOL 2914734 | 0.32% |
| MCDONALD'S CORP SEDOL 2550707 | 0.32% |
| EXELON CORP SEDOL 2670519 | 0.31% |
| MASTERCARD INC - A SEDOL B121557 | 0.31% |
| DANAHER CORP SEDOL 2250870 | 0.31% |
| FNMA FN30 TBA UMBS 02.5000 10/01/2050 | 0.31% |
| HOME DEPOT INC SEDOL 2434209 | 0.30% |
| ABBOTT LABORATORIES SEDOL 2002305 | 0.30% |
| AMGEN INC SEDOL 2023607 | 0.29% |
| VEEVA SYSTEMS INC-CLASS A SEDOL BFH3N85 | 0.29% |
| UNITEDHEALTH GROUP INC SEDOL 2917766 | 0.28% |
| BANK OF AMERICA CORP SEDOL 2295677 | 0.28% |
| CIGNA CORP SEDOL BHJ0775 | 0.28% |
| ABBVIE INC SEDOL B92SR70 | 0.28% |
| HUMANA INC SEDOL 2445063 | 0.28% |
| NOVARTIS AG-REG SEDOL 7103065 | 0.27% |
| VERTEX PHARMACEUTICALS INC SEDOL 2931034 | 0.27% |
| TREASURY BILL 00.0000 11/12/2020 | 0.27% |
| TREASURY BILL 00.0000 12/03/2020 | 0.26% |
| JOHNSON CONTROLS INTERNATION SEDOL BY7QL61 | 0.26% |
| NIKE INC -CL B SEDOL 2640147 | 0.26% |
| PULTEGROUP INC SEDOL 2708841 | 0.25% |
| EDWARDS LIFESCIENCES CORP SEDOL 2567116 | 0.25% |
| METLIFE INC SEDOL 2573209 | 0.25% |
| TEXAS INSTRUMENTS INC SEDOL 2885409 | 0.24% |
| BEST BUY CO INC SEDOL 2094670 | 0.24% |
| SOUTHERN CO/THE SEDOL 2829601 | 0.24% |
| SALESFORCE.COM INC SEDOL 2310525 | 0.24% |
| CRH PLC SEDOL 4182249 | 0.24% |
| ROCHE HOLDING AG-GENUSSCHEIN SEDOL 7110388 | 0.23% |
| RELIANCE INDUSTRIES LTD SEDOL 6099626 | 0.23% |
| FNMA FN30 MA3563 UMBS 04.0000 01/01/2049 | 0.23% |
| GOLDMAN SACHS GROUP INC SEDOL 2407966 | 0.23% |
| PFIZER INC SEDOL 2684703 | 0.22% |
| ALLSTATE CORP SEDOL 2019952 | 0.22% |
| LONZA GROUP AG-REG SEDOL 7333378 | 0.22% |
| SONY CORP SEDOL 6821506 | 0.22% |
| MONDELEZ INTERNATIONAL INC-A SEDOL B8CKK03 | 0.22% |
| HILTON WORLDWIDE HOLDINGS IN SEDOL BYVMW06 | 0.22% |
| CUMMINS INC SEDOL 2240202 | 0.21% |
| NINTENDO CO LTD SEDOL 6639550 | 0.21% |
| NRG ENERGY INC SEDOL 2212922 | 0.21% |
| CHEVRON CORP | 0.21% |
| IDEXX LABORATORIES INC SEDOL 2459202 | 0.21% |
| FNMA FN30 TBA UMBS 06.0000 10/01/2050 | 0.20% |
| CHINA MOBILE LTD SEDOL 6073556 | 0.20% |
| ALTRIA GROUP INC | 0.20% |
| OKTA INC SEDOL BDFZSP1 | 0.20% |
| FNMA FN30 FM4328 UMBS 02.5000 09/01/2050 | 0.19% |
| SHERWIN-WILLIAMS CO/THE SEDOL 2804211 | 0.19% |
| DOLLAR GENERAL CORP SEDOL B5B1S13 | 0.19% |
| MORGAN STANLEY | 0.19% |
| CROWN CASTLE INTL CORP SEDOL BTGQCX1 | 0.19% |
| CADENCE DESIGN SYS INC SEDOL 2302232 | 0.18% |
| FNMA FN30 FM1741 UMBS 04.0000 04/01/2049 | 0.18% |
| SYNOPSYS INC SEDOL 2867719 | 0.18% |
| COSTAR GROUP INC SEDOL 2262864 | 0.18% |
| AIA GROUP LTD SEDOL B4TX8S1 | 0.18% |
| FORTINET INC SEDOL B5B2106 | 0.18% |
| BJ'S WHOLESALE CLUB HOLDINGS SEDOL BFZNZF8 | 0.18% |
| OTIS WORLDWIDE CORP SEDOL BK531S8 | 0.17% |
| WASTE MANAGEMENT INC SEDOL 2937667 | 0.17% |
| EQUINIX INC SEDOL BVLZX12 | 0.17% |
| KONINKLIJKE AHOLD DELHAIZE N SEDOL BD0Q398 | 0.17% |
| OLD DOMINION FREIGHT LINE SEDOL 2656423 | 0.17% |
| NESTLE SA-REG SEDOL 7123870 | 0.16% |
| XILINX INC SEDOL 2985677 | 0.16% |
| S&P GLOBAL INC SEDOL BYV2325 | 0.16% |
| BIOGEN INC SEDOL 2455965 | 0.16% |
| UNITED RENTALS INC SEDOL 2134781 | 0.16% |
| TESLA INC SEDOL B616C79 | 0.16% |
| BRISTOL-MYERS SQUIBB CO SEDOL 2126335 | 0.15% |
| ESTEE LAUDER COMPANIES-CL A SEDOL 2320524 | 0.15% |
| YUM BRANDS INC SEDOL 2098876 | 0.15% |
| MEITUAN DIANPING SEDOL BGJW376 | 0.15% |
| GODADDY INC - CLASS A SEDOL BWFRFC6 | 0.15% |
| DEXCOM INC SEDOL B0796X4 | 0.14% |
| SK HYNIX INC SEDOL 6450267 | 0.14% |
| HOLOGIC INC SEDOL 2433530 | 0.14% |
| ROCKWELL AUTOMATION INC SEDOL 2754060 | 0.14% |
| FNMA FN30 FM1521 UMBS 04.0000 05/01/2049 | 0.14% |
| SYNCHRONY FINANCIAL SEDOL BP96PS6 | 0.14% |
| SUMITOMO MITSUI FINANCIAL GR SEDOL 6563024 | 0.14% |
| TAKE-TWO INTERACTIVE SOFTWRE SEDOL 2122117 | 0.14% |
| WALMART DE MEXICO SAB DE CV SEDOL BW1YVH8 | 0.14% |
| CASH MGMT BILL 00.0000 12/15/2020 | 0.14% |
| DOW INC SEDOL BHXCF84 | 0.14% |
| ORACLE CORP SEDOL 2661568 | 0.14% |
| AXA SA SEDOL 7088429 | 0.14% |
| GAMING AND LEISURE PROPERTIE SEDOL BFPK4S5 | 0.14% |
| NOVO NORDISK A/S-B SEDOL BHC8X90 | 0.14% |
| AIR PRODUCTS & CHEMICALS INC SEDOL 2011602 | 0.14% |
| BIGCOMMERCE HOLDINGS-SER 1 SEDOL BMDCDP2 | 0.14% |
| AFLAC INC SEDOL 2026361 | 0.13% |
| AMERIPRISE FINANCIAL INC SEDOL B0J7D57 | 0.13% |
| FREEPORT-MCMORAN INC SEDOL 2352118 | 0.13% |
| ASTRAZENECA PLC-SPONS ADR SEDOL 2989044 | 0.13% |
| DEUTSCHE BOERSE AG SEDOL 7021963 | 0.13% |
| TREASURY BILL 00.0000 10/27/2020 | 0.13% |
| AT&T INC SEDOL 2831811 | 0.13% |
| FNMA FN30 AL9859 UMBS 03.0000 03/01/2047 | 0.13% |
| KERING SEDOL 5505072 | 0.13% |
| HDFC BANK LIMITED SEDOL BK1N461 | 0.13% |
| LENNAR CORP-A SEDOL 2511920 | 0.13% |
| TATA CONSULTANCY SVS LTD SEDOL B01NPJ1 | 0.13% |
| ANGLO AMER PLC SEDOL B1XZS82 | 0.12% |
| FNMA FN30 MA2737 UMBS 03.0000 09/01/2046 | 0.12% |
| HERSHEY CO/THE SEDOL 2422806 | 0.12% |
| INPHI CORP SEDOL B5TRVW5 | 0.12% |
| DEUTSCHE POST AG-REG SEDOL 4617859 | 0.12% |
| EXPEDITORS INTL WASH INC SEDOL 2325507 | 0.12% |
| SEATTLE GENETICS INC SEDOL 2738127 | 0.12% |
| PNC FINANCIAL SERVICES GROUP SEDOL 2692665 | 0.12% |
| JD.COM INC-ADR SEDOL BMM27D9 | 0.11% |
| KINDER MORGAN INC SEDOL B3NQ4P8 | 0.11% |
| FNMA FN30 BQ1269 UMBS 02.5000 08/01/2050 | 0.11% |
| ZIMMER BIOMET HOLDINGS INC SEDOL 2783815 | 0.11% |
| BOOKING HOLDINGS INC SEDOL BDRXDB4 | 0.11% |
| SOUTHWEST AIRLINES CO SEDOL 2831543 | 0.11% |
| WESFARMERS LTD SEDOL 6948836 | 0.11% |
| ADVANCED MICRO DEVICES SEDOL 2007849 | 0.11% |
| RIO TINTO PLC SEDOL 0718875 | 0.11% |
| SBA COMMUNICATIONS CORP SEDOL BZ6TS23 | 0.11% |
| LEIDOS HOLDINGS INC SEDOL BDV82B8 | 0.11% |
| PROSUS NV SEDOL BJDS7M4 | 0.11% |
| LULULEMON ATHLETICA INC SEDOL B23FN39 | 0.11% |
| ALLIANZ SE-REG SEDOL 5231485 | 0.11% |
| HOYA CORP SEDOL 6441506 | 0.11% |
| T-MOBILE US INC P/P 144A 05.2500 CV PFD | 0.10% |
| ITOCHU CORP SEDOL 6467803 | 0.10% |
| BAXTER INTERNATIONAL INC SEDOL 2085102 | 0.10% |
| CHIPOTLE MEXICAN GRILL INC SEDOL B0X7DZ3 | 0.10% |
| HERMES INTERNATIONAL SEDOL 5253973 | 0.10% |
| PUBLIC SERVICE ENTERPRISE GP SEDOL 2707677 | 0.10% |
| ABIOMED INC SEDOL 2003698 | 0.10% |
| DEUTSCHE TELEKOM AG-REG SEDOL 5842359 | 0.10% |
| EATON CORP PLC SEDOL B8KQN82 | 0.10% |
| CARDINAL HEALTH INC SEDOL 2175672 | 0.10% |
| FEDEX CORP SEDOL 2142784 | 0.10% |
| TREASURY BILL 00.0000 11/10/2020 | 0.10% |
| BHP GROUP LTD SEDOL 6144690 | 0.10% |
| BOSTON PROPERTIES INC SEDOL 2019479 | 0.10% |
| LI NING CO LTD SEDOL B01JCK9 | 0.10% |
| TECHTRONIC INDUSTRIES CO LTD SEDOL B0190C7 | 0.10% |
| BOOZ ALLEN HAMILTON HOLDINGS SEDOL B5367T7 | 0.10% |
| FERGUSON PLC SEDOL BJVNSS4 | 0.10% |
| CDX CDX.NA.HY.34 500.0 06/20/2025 | 0.10% |
| THERMO FISHER SCIENTIFIC INC SEDOL 2886907 | 0.10% |
| TREASURY BILL 00.0000 10/15/2020 | 0.10% |
| UNILEVER NV SEDOL B1527V7 | 0.09% |
| ALBEMARLE CORP SEDOL 2046853 | 0.09% |
| AVALARA INC SEDOL BZ1NVP4 | 0.09% |
| B3 SA-BRASIL BOLSA BALCAO SEDOL BG36ZK1 | 0.09% |
| EXXON MOBIL CORP SEDOL 2326618 | 0.09% |
| RAYTHEON TECHNOLOGIES CORP SEDOL BM5M5Y3 | 0.09% |
| HINDUSTAN UNILEVER LTD SEDOL 6261674 | 0.09% |
| SCHLUMBERGER LTD SEDOL 2779201 | 0.09% |
| WASTE CONNECTIONS INC SEDOL BYVG1F6 | 0.09% |
| ROYAL DUTCH SHELL PLC-B SHS SEDOL B03MM40 | 0.09% |
| TOTAL SE SEDOL B15C557 | 0.09% |
| APTIV PLC SEDOL B783TY6 | 0.09% |
| DISCOVER FINANCIAL SERVICES SEDOL B1YLC43 | 0.09% |
| L OREAL SEDOL 4057808 | 0.09% |
| SANDVIK AB SEDOL B1VQ252 | 0.09% |
| SCHNEIDER ELECTRIC SE SEDOL 4834108 | 0.09% |
| DYNATRACE INC SEDOL BJV2RD9 | 0.09% |
| FAIR ISAAC CORP SEDOL 2330299 | 0.09% |
| FORTUNE BRANDS HOME & SECURI SEDOL B3MC7D6 | 0.09% |
| VERIZON COMM 04.3290 09/21/2028 | 0.09% |
| AMETEK INC SEDOL 2089212 | 0.09% |
| APOLLO GLOBAL MANAGEMENT INC SEDOL BKRLVD5 | 0.08% |
| LONDON STOCK EXCHANGE GROUP SEDOL B0SWJX3 | 0.08% |
| AMEREN CORPORATION SEDOL 2050832 | 0.08% |
| AVERY DENNISON CORP SEDOL 2066408 | 0.08% |
| CONOCOPHILLIPS | 0.08% |
| COMPASS GROUP PLC SEDOL BD6K457 | 0.08% |
| DUPONT DE NEMOURS INC SEDOL BK0VN47 | 0.08% |
| SEA LTD-ADR SEDOL BYWD7L4 | 0.08% |
| AGNC INVESTMENT CORP SEDOL BYYHJL8 | 0.08% |
| INDUSTRIA DE DISENO TEXTIL SEDOL BP9DL90 | 0.08% |
| BF0101 03.5000 06/01/2056 | 0.08% |
| ESSITY AKTIEBOLAG-B SEDOL BF1K7P7 | 0.08% |
| JAZZ PHARMACEUTICALS PLC SEDOL B4Q5ZN4 | 0.08% |
| COCA-COLA HBC AG-DI SEDOL B9895B7 | 0.08% |
| FNMA FN30 BM5024 UMBS 03.0000 11/01/2048 | 0.08% |
| DANAHER CORP 05.0000 CV PFD | 0.08% |
| LUKOIL PJSC-SPON ADR SEDOL BYZDW27 | 0.08% |
| NAVER CORP SEDOL 6560393 | 0.08% |
| ADIDAS AG SEDOL 4031976 | 0.08% |
| CHINA LESSO GROUP HOLDINGS L SEDOL BCDBKF8 | 0.08% |
| FNMA FN30 TBA UMBS 03.5000 11/01/2050 | 0.08% |
| SHENZHEN MINDRAY BIO-MEDIC-A SEDOL BHQK864 | 0.08% |
| FNMA FN30 BQ0329 UMBS 02.5000 07/01/2050 | 0.08% |
| SCHWAB (CHARLES) CORP SEDOL 2779397 | 0.08% |
| WUXI APPTEC CO LTD-H SEDOL BGHH0L6 | 0.08% |
| KONINKLIJKE DSM NV SEDOL B0HZL93 | 0.08% |
| RADIAN GROUP INC SEDOL 2173911 | 0.08% |
| STACR 2016-DNA2 M3 04.7981 10/25/2028 | 0.08% |
| DNB NOR ASA SEDOL 4263304 | 0.07% |
| ENTERGY CORP SEDOL 2317087 | 0.07% |
| NEXI SPA SEDOL BJ1F880 | 0.07% |
| PRUDENTIAL PLC SEDOL 0709954 | 0.07% |
| TOTVS SA SEDOL B10LQP6 | 0.07% |
| ZALANDO SE SEDOL BQV0SV7 | 0.07% |
| ASSURED GUARANTY LTD SEDOL B00V7H8 | 0.07% |
| DAIKIN INDUSTRIES LTD SEDOL 6250724 | 0.07% |
| GENERAL MOTORS CO SEDOL B665KZ5 | 0.07% |
| KDDI CORP SEDOL 6248990 | 0.07% |
| NTT DOCOMO INC SEDOL 6129277 | 0.07% |
| ABB LTD-REG SEDOL 7108899 | 0.07% |
| EASTMAN CHEMICAL CO SEDOL 2298386 | 0.07% |
| HANA FINANCIAL GROUP SEDOL B0RNRF5 | 0.07% |
| KEURIG DR PEPPER INC SEDOL BD3W133 | 0.07% |
| MORGAN STANLEY 03.1250 01/23/2023 | 0.07% |
| VALERO ENERGY CORP SEDOL 2041364 | 0.07% |
| VOLTRONIC POWER TECHNOLOGY SEDOL B96HCH8 | 0.07% |
| WOLTERS KLUWER SEDOL 5671519 | 0.07% |
| ZHONGSHENG GROUP HOLDINGS SEDOL B633D97 | 0.07% |
| ARAMARK SEDOL BH3XG17 | 0.07% |
| CAPITAL ONE FINANCIAL CORP SEDOL 2654461 | 0.07% |
| CENTRE TESTING INTL GROUP-A SEDOL BD5C7D3 | 0.07% |
| GOLDMAN SACHS GROUP INC 02.6000 12/27/2020 | 0.07% |
| LG CHEM LTD SEDOL 6346913 | 0.07% |
| MERCADOLIBRE INC SEDOL B23X1H3 | 0.07% |
| PARTNERS GROUP HOLDING AG SEDOL B119QG0 | 0.07% |
| CARLSBERG AS-B SEDOL 4169219 | 0.07% |
| HONG KONG EXCHANGES & CLEAR SEDOL 6267359 | 0.07% |
| STATE STREET CORP SEDOL 2842040 | 0.07% |
| TREASURY BILL 00.0000 10/22/2020 | 0.07% |
| VISTRA CORP SEDOL BZ8VJQ8 | 0.07% |
| AIRTAC INTERNATIONAL GROUP SEDOL B52J816 | 0.07% |
| DIAGEO PLC SEDOL 0237400 | 0.07% |
| POLARIS INC SEDOL 2692933 | 0.07% |
| TAIWAN SEMICONDUCTOR-SP ADR SEDOL 2113382 | 0.07% |
| ABBVIE INC P/P 144A 03.2000 11/21/2029 | 0.07% |
| AKZO NOBEL N.V. SEDOL BJ2KSG2 | 0.07% |
| ASTELLAS PHARMA INC SEDOL 6985383 | 0.07% |
| POYA INTERNATIONAL CO LTD SEDOL 6541826 | 0.07% |
| SECOM CO LTD SEDOL 6791591 | 0.07% |
| SHENZHEN INOVANCE TECHNOLO-A SEDOL BD5CMN8 | 0.07% |
| AMERICAN INTERNATIONAL GROUP SEDOL 2027342 | 0.07% |
| COVESTRO AG SEDOL BYTBWY9 | 0.07% |
| JPMORGAN CHASE & CO 03.9640 11/15/2048 | 0.07% |
| ORSTED A/S SEDOL BYT16L4 | 0.07% |
| WULIANGYE YIBIN CO LTD-A SEDOL BD5CPG2 | 0.07% |
| 21VIANET GROUP INC-ADR SEDOL B3Q0VS9 | 0.06% |
| DOVER CORP SEDOL 2278407 | 0.06% |
| ELITE MATERIAL CO LTD SEDOL 6316121 | 0.06% |
| REPUBLIC SERVICES INC SEDOL 2262530 | 0.06% |
| YANDEX NV-A SEDOL B5BSZB3 | 0.06% |
| EQUITABLE HOLDINGS INC SEDOL BKRMR96 | 0.06% |
| GSCBPAND R US0001M P 12/15/25 GS | 0.06% |
| HITACHI LTD SEDOL 6429104 | 0.06% |
| IMPERIAL BRANDS PLC SEDOL 0454492 | 0.06% |
| MEDIATEK INC SEDOL 6372480 | 0.06% |
| PEUGEOT SA SEDOL 7103526 | 0.06% |
| ACCENTURE PLC-CL A SEDOL B4BNMY3 | 0.06% |
| AVIVA PLC SEDOL 0216238 | 0.06% |
| ENEL SPA SEDOL 7144569 | 0.06% |
| COPA HOLDINGS SA-CLASS A SEDOL B0TNJH9 | 0.06% |
| FORD MOTOR CO SEDOL 2615468 | 0.06% |
| FU SHOU YUAN INTERNATIONAL SEDOL BH4TZ73 | 0.06% |
| SAMSUNG ELECTRONICS-PREF SEDOL 6773812 | 0.06% |
| ALLY FINANCIAL INC SEDOL B72XK05 | 0.06% |
| ENTERPRISE PRODUCTS PARTNERS SEDOL 2285388 | 0.06% |
| EVERBRIDGE INC SEDOL BYY5ZB4 | 0.06% |
| MICROSOFT CORP 01.5500 08/08/2021 | 0.06% |
| SBERBANK PJSC -SPONSORED ADR SEDOL B5SC091 | 0.06% |
| SINGAPORE EXCHANGE LTD SEDOL 6303866 | 0.06% |
| VODAFONE GROUP PLC SEDOL BH4HKS3 | 0.06% |
| DIAMOND 1 FIN/DIAM P/P 144A 06.0200 06/15/2026 | 0.06% |
| EDP-ENERGIAS DE PORTUGAL SA SEDOL 4103596 | 0.06% |
| IHS MARKIT LTD P/P 144A 04.7500 02/15/2025 | 0.06% |
| INVITATION HOMES INC SEDOL BD81GW9 | 0.06% |
| NEW YORK LIFE INS P/P 144A 01.1000 05/05/2023 | 0.06% |
| SKANDINAVISKA ENSKILDA BAN-A SEDOL 4813345 | 0.06% |
| THALES SA SEDOL 4162791 | 0.06% |
| ALIBABA GROUP HOLDING-SP ADR SEDOL BP41ZD1 | 0.06% |
| CF INDUSTRIES HOLDINGS INC SEDOL B0G4K50 | 0.06% |
| COMMONWEALTH BK AUST P/P 144A 02.2000 11/09/2020 | 0.06% |
| NXP SEMICONDUCTORS NV SEDOL B505PN7 | 0.06% |
| CITIGROUP INC 03.6680 07/24/2028 | 0.06% |
| PINNACLE WEST CAPITAL SEDOL 2048804 | 0.06% |
| SIG COMBIBLOC GROUP AG SEDOL BD5GN60 | 0.06% |
| TREASURY BILL 00.0000 11/05/2020 | 0.06% |
| BNP PARIBAS SEDOL 7309681 | 0.06% |
| COMPUGROUP MEDICAL SE & CO K SEDOL BMY7CH1 | 0.06% |
| LIVE NATION ENTERTAINMENT IN SEDOL B0T7YX2 | 0.06% |
| WORLDLINE SA SEDOL BNFWR44 | 0.06% |
| DUKE REALTY CORP SEDOL 2284084 | 0.06% |
| FLUTTER ENTERTAINMENT PLC SEDOL BWXC0Z1 | 0.06% |
| FNMA FN30 BM1172 UMBS 03.0000 03/01/2047 | 0.06% |
| GARMIN LTD SEDOL B3Z5T14 | 0.06% |
| GOODMAN GROUP SEDOL B03FYZ4 | 0.06% |
| JAPAN EXCHANGE GROUP INC SEDOL 6743882 | 0.06% |
| JUMBO SA SEDOL 7243530 | 0.06% |
| MORGAN STANLEY 03.6250 01/20/2027 | 0.06% |
| PRINCIPAL FINANCIAL GROUP SEDOL 2803014 | 0.06% |
| UBS GROUP AG-REG SEDOL BRJL176 | 0.06% |
| VONOVIA SE SEDOL BBJPFY1 | 0.06% |
| CBRE GROUP INC - A SEDOL B6WVMH3 | 0.06% |
| EDENRED SEDOL B62G1B5 | 0.06% |
| HYPERA SA SEDOL B2QY968 | 0.06% |
| JPMORGAN CHASE & CO 03.3750 05/01/2023 | 0.06% |
| JPMORGAN CHASE & CO 03.6250 12/01/2027 | 0.06% |
| LINDE PLC SEDOL BZ12WP8 | 0.06% |
| SHIONOGI & CO LTD SEDOL 6804682 | 0.06% |
| SOFTWARE AG SEDOL BF06WX9 | 0.06% |
| WOOLWORTHS GROUP LTD SEDOL 6981239 | 0.06% |
| A-LIVING SVCS CO LTD SEDOL BFWK4M2 | 0.05% |
| PETROBRAS GLOBAL FINANCE USD 06.2500 03/17/2024 | 0.05% |
| SAUDI INTL BOND P/P 144A 03.2500 10/22/2030 | 0.05% |
| UBI SOFT ENTERTA SEDOL B1L3CS6 | 0.05% |
| AMDOCS LTD SEDOL 2256908 | 0.05% |
| BANK OF AMERICA CORP 06.1100 01/29/2037 | 0.05% |
| BERRY GLOBAL GROUP INC SEDOL B8BR3H3 | 0.05% |
| CDX CDX.NA.IG.35 100.0 12/20/2025 | 0.05% |
| GOLDMAN SACHS GROUP INC 03.8500 01/26/2027 | 0.05% |
| KION GROUP AG SEDOL BB22L96 | 0.05% |
| NIHON M&A CENTER INC SEDOL B1DN466 | 0.05% |
| AVALONBAY COMMUNITIES INC SEDOL 2131179 | 0.05% |
| COMPANHIA DE LOCACAO DAS AME SEDOL B82CQN4 | 0.05% |
| KINGFISHER PLC SEDOL 3319521 | 0.05% |
| MOODY S CORP | 0.05% |
| NIPPON PROLOGIS REIT INC SEDOL B98BC67 | 0.05% |
| UNIVERSAL VISION BIOTECHNOLO SEDOL 6732051 | 0.05% |
| VOLKSWAGEN AG PFD SEDOL 5497168 | 0.05% |
| WH GROUP LTD SEDOL BLLHKZ1 | 0.05% |
| ASIAN PAINTS LTD SEDOL BCRWL65 | 0.05% |
| BRISTOL-MYERS 03.2500 02/20/2023 | 0.05% |
| BROADRIDGE FINANCIAL SOLUTIO SEDOL B1VP7R6 | 0.05% |
| DBUBS 2011-LC3A D P/P 144A 05.5129 08/10/2044 | 0.05% |
| DELTA AIR LINES INC SEDOL B1W9D46 | 0.05% |
| DNB BANK ASA P/P 144A 02.1500 12/02/2022 | 0.05% |
| ELECTRONIC ARTS INC SEDOL 2310194 | 0.05% |
| JM SMUCKER CO/THE SEDOL 2951452 | 0.05% |
| KAKAO CORP SEDOL 6194037 | 0.05% |
| RENESAS ELECTRONICS CORP SEDOL 6635677 | 0.05% |
| BHP GROUP PLC SEDOL BH0P3Z9 | 0.05% |
| BRUNSWICK CORP SEDOL 2149309 | 0.05% |
| MTN GROUP LTD SEDOL 6563206 | 0.05% |
| NORTONLIFELOCK INC SEDOL BJN4XN5 | 0.05% |
| ROPER TECHNOLOGIES INC SEDOL 2749602 | 0.05% |
| BP PLC SEDOL 0798059 | 0.05% |
| CVS HEALTH CORP 04.7800 03/25/2038 | 0.05% |
| INTERPUBLIC GROUP COS 04.6500 10/01/2028 | 0.05% |
| SHIN-ETSU CHEMICAL CO LTD SEDOL 6804585 | 0.05% |
| SIRIUS XM RADIO INC P/P 144A 05.0000 08/01/2027 | 0.05% |
| TORONTO-DOMINION BANK USD 01.9000 12/01/2022 | 0.05% |
| CASEYS GENERAL | 0.05% |
| CIA PARANAENSE DE ENERGI-PFB | 0.05% |
| CONSTELLATION BRANDS INC-A SEDOL 2170473 | 0.05% |
| DIASORIN SPA SEDOL B234WN9 | 0.05% |
| FORTESCUE METALS GROUP LTD SEDOL B2B2B49 | 0.05% |
| LEGRAND SA SEDOL B11ZRK9 | 0.05% |
| LINDE PLC SEDOL BYWD9S5 | 0.05% |
| ORACLE CORP 02.5000 10/15/2022 | 0.05% |
| ORIX CORP SEDOL 6661144 | 0.05% |
| TOKYO ELECTRON LTD SEDOL 6895675 | 0.05% |
| AT&T INC. 03.8000 02/15/2027 | 0.05% |
| BANCO BILBAO VIZCAYA ARGENTA SEDOL 5501906 | 0.05% |
| CHINA RESOURCES GAS GROUP LT SEDOL 6535517 | 0.05% |
| DBS GROUP HOLDINGS LTD SEDOL 6175203 | 0.05% |
| E.ON SE SEDOL 4942904 | 0.05% |
| LINCOLN NATIONAL CORP SEDOL 2516378 | 0.05% |
| SPST 2020-2 A 00.9748 03/26/2021 | 0.05% |
| UBS GROUP AG P/P 144A 03.4910 05/23/2023 | 0.05% |
| APTARGROUP INC SEDOL 2045247 | 0.05% |
| ATLAS COPCO AB-A SHS SEDOL BD97BN2 | 0.05% |
| CK ASSET HOLDINGS LTD SEDOL BYZQ077 | 0.05% |
| CROWN HOLDINGS INC | 0.05% |
| FNMA FN30 BC1155 UMBS 03.0000 06/01/2046 | 0.05% |
| MWST 2019-1 A 00.9481 06/25/2052 | 0.05% |
| UNITED MEXICAN STATES USD 05.5500 01/21/2045 | 0.05% |
| AT&T INC 04.1000 02/15/2028 | 0.04% |
| CI FINANCIAL CORP SEDOL B3KT0S5 | 0.04% |
| CREDIT AGRICOLE SA SEDOL 7262610 | 0.04% |
| FERRARI NV SEDOL BD6G507 | 0.04% |
| MOLSON COORS BEVERAGE CO - B SEDOL B067BM3 | 0.04% |
| SALESFORCE.COM INC 03.7000 04/11/2028 | 0.04% |
| TELEDYNE TECHNOLOGIES INC SEDOL 2503477 | 0.04% |
| APPLE INC 00.7500 05/11/2023 | 0.04% |
| NETWORK INTERNATIONAL HOLDIN SEDOL BH3VJ78 | 0.04% |
| PALTAC CORPORATION SEDOL B61BG94 | 0.04% |
| SPST 2019-11 A 00.9011 10/24/2020 | 0.04% |
| STANDARD CHARTERED PLC SEDOL 0408284 | 0.04% |
| SYMRISE AG SEDOL B1JB4K8 | 0.04% |
| TEMPUR SEALY INTERNATIONAL I SEDOL 2216991 | 0.04% |
| TREASURY BILL 00.0000 11/17/2020 | 0.04% |
| 3I GROUP PLC SEDOL B1YW440 | 0.04% |
| BANK OF AMERICA CORP 03.2480 10/21/2027 | 0.04% |
| BRITISH AMERICAN TOBACCO PLC SEDOL 0287580 | 0.04% |
| EIFFAGE SEDOL B13X013 | 0.04% |
| GLAXOSMITHKLINE PLC SEDOL 0925288 | 0.04% |
| JUBILANT FOODWORKS LTD SEDOL B3PRM66 | 0.04% |
| NIPPON TELEGRAPH & TELEPHONE SEDOL 6641373 | 0.04% |
| ZOETIS INC SEDOL B95WG16 | 0.04% |
| BRENNTAG AG SEDOL B4YVF56 | 0.04% |
| CME GROUP INC SEDOL 2965839 | 0.04% |
| ITOCHU TECHNO-SOLUTIONS CORP SEDOL 6200194 | 0.04% |
| LOGITECH INTERNATIONAL-REG SEDOL B18ZRK2 | 0.04% |
| LOWES COMPANIES INC | 0.04% |
| NEXON CO LTD SEDOL B63QM77 | 0.04% |
| SAREPTA THERAPEUTICS INC SEDOL B8DPDT7 | 0.04% |
| T-MOBILE USA INC P/P 144A 03.7500 04/15/2027 | 0.04% |
| ASML HOLDING NV SEDOL B929F46 | 0.04% |
| BAIDU INC - SPON ADR SEDOL B0FXT17 | 0.04% |
| BANK BTPN SYARIAH TBK PT SEDOL BFNBJ41 | 0.04% |
| BANK LEUMI LE-ISRAEL SEDOL 6076425 | 0.04% |
| EQUITY RESIDENTIAL TR REIT | 0.04% |
| LIBERTY GLOBAL PLC- C SEDOL B8W67B1 | 0.04% |
| NESTLE HOLDINGS INC P/P 144A 00.3750 01/15/2024 | 0.04% |
| TELEFONICA EMISIONES SAU USD 04.8950 03/06/2048 | 0.04% |
| ADECCO GROUP AG-REG SEDOL 7110720 | 0.04% |
| ALLISON TRANSMISSION HOLDING SEDOL B4PZ892 | 0.04% |
| AMERICAN TOWER CORP 03.1250 01/15/2027 | 0.04% |
| ASTRAZENECA PLC SEDOL 0989529 | 0.04% |
| LNSTR 2015-3 B P/P 144A 03.3512 04/20/2048 | 0.04% |
| SARTORIUS STEDIM BIOTECH SEDOL BYZ2QP5 | 0.04% |
| STANDARD IND INC P/P 144A 05.0000 02/15/2027 | 0.04% |
| BRAMBLES LTD SEDOL B1FJ0C0 | 0.04% |
| CHARTER COMM OPT LLC 06.4840 10/23/2045 | 0.04% |
| DINO POLSKA SA SEDOL BD0YVN2 | 0.04% |
| FNMA FN30 TBA UMBS 04.0000 10/01/2050 | 0.04% |
| JDE PEET'S BV SEDOL BMC4ZZ3 | 0.04% |
| MRAIT 2020-2 A 01.3051 07/21/2021 | 0.04% |
| NOMURA RESEARCH INSTITUTE LT SEDOL 6390921 | 0.04% |
| PPG INDUSTRIES INC SEDOL 2698470 | 0.04% |
| REPUBLIC OF INDONESIA REGS 04.7500 01/08/2026 | 0.04% |
| AKAMAI TECHNOLOGIES INC SEDOL 2507457 | 0.04% |
| AXALTA COATING SYSTEMS LTD SEDOL BSFWCF5 | 0.04% |
| CAS 2016-C04 1M2 04.3981 01/25/2029 | 0.04% |
| FAIRFAX FINL HLDGS USD 04.8500 04/17/2028 | 0.04% |
| FIAT CHRYSLER AUTOMOBILES NV SEDOL BRJFWP3 | 0.04% |
| FUJITSU LTD SEDOL 6356945 | 0.04% |
| KEYCORP SEDOL 2490911 | 0.04% |
| MINEBEA CO LTD SEDOL 6642406 | 0.04% |
| OTSUKA CORP SEDOL 6267058 | 0.04% |
| PORSCHE AUTOMOBIL HLDG-PRF SEDOL 7101069 | 0.04% |
| UNUM GROUP SEDOL 2433842 | 0.04% |
| VIRTU FINANCIAL INC-CLASS A SEDOL BWTVWD4 | 0.04% |
| AGL ENERGY LTD SEDOL BSS7GP5 | 0.04% |
| CIT GROUP INC. 05.2500 03/07/2025 | 0.04% |
| FNMA FN30 TBA UMBS 01.5000 10/01/2050 | 0.04% |
| LVMH MOET HENNESSY LOUIS VUI SEDOL 4061412 | 0.04% |
| MICROSOFT CORP 02.4000 08/08/2026 | 0.04% |
| MICROSOFT CORP 03.7000 08/08/2046 | 0.04% |
| SNOWFLAKE INC-CLASS A SEDOL BN134B7 | 0.04% |
| SUMITOMO TR&BK P/P 144A 00.8000 09/12/2023 | 0.04% |
| VOLVO AB-B SHS SEDOL B1QH830 | 0.04% |
| WFRBS 2011-C2 D P/P 144A 05.8558 02/15/2044 | 0.04% |
| CAS 2016-C02 1M2 06.1481 09/25/2028 | 0.04% |
| CAS 2020-R01 1M2 02.1981 01/25/2040 | 0.04% |
| CCO HOLDINGS LLC P/P 144A 05.3750 06/01/2029 | 0.04% |
| ENERGY TRANSFER OPERATNG 06.6250 02/15/2028 | 0.04% |
| FNMA FN30 AS7003 UMBS 03.0000 04/01/2046 | 0.04% |
| FNMA FN30 BJ9256 UMBS 04.0000 06/01/2048 | 0.04% |
| SPRINT CORP 07.8750 09/15/2023 | 0.04% |
| UBS GROUP AG P/P 144A 03.0000 04/15/2021 | 0.04% |
| 10X GENOMICS INC-CLASS A SEDOL BKS3RS7 | 0.04% |
| CWALT 2006-OA10 4A1 00.3381 08/25/2046 | 0.04% |
| NETFLIX INC SEDOL 2857817 | 0.04% |
| SLM CORP | 0.04% |
| SNAM SPA SEDOL 7251470 | 0.04% |
| BAKER HUGHES CO SEDOL BDHLTQ5 | 0.03% |
| CAS 2015-C04 2M2 05.6981 04/25/2028 | 0.03% |
| FIDELITY NATIONAL FINANCIAL SEDOL BNBRDD4 | 0.03% |
| HILTON WORLDWIDE FIN LLC 04.8750 04/01/2027 | 0.03% |
| KONE OYJ-B SEDOL B09M9D2 | 0.03% |
| PETROLEOS MEXICANOS P/P 144A 06.8400 01/23/2030 | 0.03% |
| RELIANCE STEEL & ALUMINUM SEDOL 2729068 | 0.03% |
| SICHUAN LANGUANG JUSTBON -H SEDOL BK8JKG4 | 0.03% |
| SMITH & NEPHEW PLC SEDOL 0922320 | 0.03% |
| WALGREENS BOOTS ALLIANCE INC SEDOL BTN1Y44 | 0.03% |
| WILCON DEPOT INC SEDOL BYXYHM7 | 0.03% |
| FNMA FN40 BF0171 UMBS 04.0000 01/01/2057 | 0.03% |
| JUNIPER NETWORKS INC SEDOL 2431846 | 0.03% |
| NRG ENERGY INC P/P 144A 04.4500 06/15/2029 | 0.03% |
| SUN HUNG KAI PROPERTIES SEDOL 6859927 | 0.03% |
| WILMAR INTERNATIONAL LTD SEDOL B17KC69 | 0.03% |
| APPLE INC 04.2500 02/09/2047 | 0.03% |
| CACI INTERNATIONAL INC -CL A SEDOL 2159267 | 0.03% |
| DIRECT LINE INSURANCE GROUP SEDOL BY9D0Y1 | 0.03% |
| EQUINIX INC. 02.9000 11/18/2026 | 0.03% |
| FAURECIA SEDOL 4400446 | 0.03% |
| GENTEX CORP SEDOL 2366799 | 0.03% |
| GOLDMAN SACHS GROUP INC 04.2230 05/01/2029 | 0.03% |
| INTEL CORP SEDOL 2463247 | 0.03% |
| ORACLE CORP 04.0000 11/15/2047 | 0.03% |
| REPUBLIC OF SENEGAL REGS 06.2500 05/23/2033 | 0.03% |
| SUMITOMO MITSUI TRUST HOLDIN SEDOL 6431897 | 0.03% |
| SUNNY FRIEND ENVIRONMENTAL T SEDOL B6RXHJ1 | 0.03% |
| UNITEDHEALTH GROUP INC 03.8500 06/15/2028 | 0.03% |
| AURIZON HOLDINGS LTD SEDOL B87CVM3 | 0.03% |
| BCE INC SEDOL B188TH2 | 0.03% |
| BRISTOL-MYERS 02.9000 07/26/2024 | 0.03% |
| CAS 2016-C01 1M2 06.8981 08/25/2028 | 0.03% |
| CITIGROUP INC 02.6500 10/26/2020 | 0.03% |
| DAIWA HOUSE INDUSTRY CO LTD SEDOL 6251363 | 0.03% |
| DISCOVERY INC - A SEDOL B3D7K31 | 0.03% |
| ECOLAB INC 02.7000 11/01/2026 | 0.03% |
| FIRSTENERGY TRANSMIS P/P 144A 05.4500 07/15/2044 | 0.03% |
| FNMA FN30 AS8056 UMBS 03.0000 10/01/2046 | 0.03% |
| FNMA FN30 BC2733 UMBS 03.0000 05/01/2046 | 0.03% |
| HIKMA PHARMACEUTICALS PLC SEDOL B0LCW08 | 0.03% |
| JPMORGAN CHASE & CO 04.6000 02/01/2025 | 0.03% |
| NOVARTIS CAPITAL CORP 04.0000 11/20/2045 | 0.03% |
| UNILEVER PLC SEDOL B10RZP7 | 0.03% |
| AENA SME SA SEDOL BVRZ8L1 | 0.03% |
| AMAZON.COM INC 03.1500 08/22/2027 | 0.03% |
| CELANESE CORP SEDOL B05MZT4 | 0.03% |
| ENI SPA SEDOL 7145056 | 0.03% |
| MERCK KGAA SEDOL 4741844 | 0.03% |
| NITTO DENKO CORP SEDOL 6641801 | 0.03% |
| SIRIUS XM HOLDINGS INC SEDOL BGLDK10 | 0.03% |
| SYSCO CORP SEDOL 2868165 | 0.03% |
| ANZ NEW ZEALAND INT P/P 144A 02.8750 01/25/2022 | 0.03% |
| ASHTEAD CAPITAL INC P/P 144A 04.3750 08/15/2027 | 0.03% |
| ASSOCIATED BRITISH FOODS PLC SEDOL 0673123 | 0.03% |
| BPCE SA P/P 144A 04.5000 03/15/2025 | 0.03% |
| CF INDUSTRIES INC P/P 144A 04.5000 12/01/2026 | 0.03% |
| CHENIERE CORP CHRIST 05.1250 06/30/2027 | 0.03% |
| CHS/COMMUNITY HEALTH SYS 06.2500 03/31/2023 | 0.03% |
| ENTERPRISE PRODUCTS OPER 04.2500 02/15/2048 | 0.03% |
| GENERAL MOTORS FINL CO 04.0000 10/06/2026 | 0.03% |
| GJENSIDIGE FORSIKRING ASA SEDOL B4PH0C5 | 0.03% |
| LASERTEC CORP SEDOL 6506267 | 0.03% |
| LEGAL & GENERAL GROUP PLC SEDOL 0560399 | 0.03% |
| ORACLE CORP 02.5000 05/15/2022 | 0.03% |
| REP OF INDONESIA P/P 144A 04.3500 01/08/2027 | 0.03% |
| TREASURY BILL 00.0000 11/19/2020 | 0.03% |
| AIR LEASE CORP 04.6250 10/01/2028 | 0.03% |
| BANK OF MONTREAL USD 03.1000 04/13/2021 | 0.03% |
| BROADCOM CRP / CAYM 03.5000 01/15/2028 | 0.03% |
| C.H. ROBINSON WORLDWIDE INC SEDOL 2116228 | 0.03% |
| COMM 2010-C1 D P/P 144A 06.0498 07/10/2046 | 0.03% |
| COUSINS PROPERTIES INC SEDOL BJP0MF6 | 0.03% |
| DOMINICAN REPUBLIC REGS 05.9500 01/25/2027 | 0.03% |
| INTL BUSINESS MACHINES CORP SEDOL 2005973 | 0.03% |
| KBC GROUP NV SEDOL 4497749 | 0.03% |
| KOITO MANUFACTURING CO LTD SEDOL 6496324 | 0.03% |
| PANDORA A/S SEDOL B44XTX8 | 0.03% |
| SEKISUI HOUSE LTD SEDOL 6793906 | 0.03% |
| SILERGY CORP SEDOL BH4DMW9 | 0.03% |
| UNITEDHEALTH GROUP INC 03.1500 06/15/2021 | 0.03% |
| AIR LIQUIDE SA SEDOL B1YXBJ7 | 0.03% |
| AMAZON.COM INC. 02.5000 11/29/2022 | 0.03% |
| CK HUTCHISON HOLDINGS LTD SEDOL BW9P816 | 0.03% |
| COGNIZANT TECH SOLUTIONS-A SEDOL 2257019 | 0.03% |
| DANSKE BANK A/S P/P 144A 02.7000 03/02/2022 | 0.03% |
| DISH DBS CORP 05.8750 11/15/2024 | 0.03% |
| EQUITY LIFESTYLE PROPERTIES SEDOL 2563125 | 0.03% |
| IVORY COAST REGS 06.1250 06/15/2033 | 0.03% |
| KNORR-BREMSE AG SEDOL BD2P9X9 | 0.03% |
| M3 INC SEDOL B02K2M3 | 0.03% |
| NATIONAL AUSTRALIA BK/NY 02.5000 01/12/2021 | 0.03% |
| NATIONAL BANK OF CANADA SEDOL 2077303 | 0.03% |
| ROCHE HOLDINGS INC P/P 144A 04.0000 11/28/2044 | 0.03% |
| SEI INVESTMENTS COMPANY SEDOL 2793610 | 0.03% |
| US BANCORP 02.6250 01/24/2022 | 0.03% |
| ARKEMA SEDOL B0Z5YZ2 | 0.03% |
| BANK OF AMERICA CORP 03.4990 05/17/2022 | 0.03% |
| BERKELEY GROUP HOLDINGS/THE SEDOL B02L3W3 | 0.03% |
| BMW US CAPITAL LLC P/P 144A 02.0000 04/11/2021 | 0.03% |
| CAS 2015-C04 1M2 05.8481 04/25/2028 | 0.03% |
| CHUGAI PHARMACEUTICAL CO LTD SEDOL 6196408 | 0.03% |
| CLICKS GROUP LTD SEDOL 6105578 | 0.03% |
| GMO INTERNET INC SEDOL 6170167 | 0.03% |
| GSMS 2011-GC3 D P/P 144A 05.7514 03/10/2044 | 0.03% |
| HENDERSON LAND DEVELOPMENT SEDOL 6420538 | 0.03% |
| LAMB WESTON HOLDINGS P/P 144A 04.8750 11/01/2026 | 0.03% |
| MICROCHIP TECH INC 04.3330 06/01/2023 | 0.03% |
| PNC BANK NA 02.0280 12/09/2022 | 0.03% |
| REPUBLIC OF KAZAKHSTAN REGS 04.8750 10/14/2044 | 0.03% |
| REPUBLIC OF PERU USD 02.3920 01/23/2026 | 0.03% |
| SMC CORP SEDOL 6763965 | 0.03% |
| THE BANK OF NOVA SCOTIA USD 02.7000 03/07/2022 | 0.03% |
| VOPAK SEDOL 5809428 | 0.03% |
| BRISTOL-MYERS 03.2500 08/15/2022 | 0.02% |
| CAMPBELL SOUP CO SEDOL 2162845 | 0.02% |
| CLP HOLDINGS LTD SEDOL 6097017 | 0.02% |
| COMCAST CORP 03.9690 11/01/2047 | 0.02% |
| COSTCO WHOLESALE CORP SEDOL 2701271 | 0.02% |
| DIGITAL REALTY TRUST LP 04.7500 10/01/2025 | 0.02% |
| EQUINOR ASA USD 02.9000 11/08/2020 | 0.02% |
| QUEST DIAGNOSTICS INC SEDOL 2702791 | 0.02% |
| SILGAN HOLDINGS INC SEDOL 2809324 | 0.02% |
| SUNDRUG CO LTD SEDOL 6817895 | 0.02% |
| TELSTRA CORP LTD SEDOL 6087289 | 0.02% |
| TEMPO ACQ LLC/FI P/P 144A 06.7500 06/01/2025 | 0.02% |
| WEST JAPAN RAILWAY CO SEDOL 6957995 | 0.02% |
| ZURICH INSURANCE GROUP AG SEDOL 5983816 | 0.02% |
| AES CORP SEDOL 2002479 | 0.02% |
| ALKERMES PLC SEDOL B3P6D26 | 0.02% |
| ASHLAND GLOBAL HOLDINGS INC SEDOL BYND5N1 | 0.02% |
| BOC HONG KONG HOLDINGS LTD SEDOL 6536112 | 0.02% |
| BRDCOM CRP / FIN 03.8750 01/15/2027 | 0.02% |
| COLES GROUP LTD SEDOL BYWR0T5 | 0.02% |
| COMMONWEALTH BK AUST P/P 144A 03.1500 09/19/2027 | 0.02% |
| CREDIT SUISSE NEW YORK 02.8000 04/08/2022 | 0.02% |
| CWALT 2006-OA7 1A2 01.9593 06/25/2046 | 0.02% |
| DIGITAL REALTY TRUST LP 04.4500 07/15/2028 | 0.02% |
| FHLMC FR30 ZS4703 UMBS 03.0000 02/01/2047 | 0.02% |
| HIKARI TSUSHIN INC SEDOL 6416322 | 0.02% |
| KINDER MORGAN INC 03.1500 01/15/2023 | 0.02% |
| KOSE CORP SEDOL 6194468 | 0.02% |
| LPL FINANCIAL HOLDINGS INC SEDOL B75JX34 | 0.02% |
| MAGELLAN FINANCIAL GROUP LTD SEDOL B015YX4 | 0.02% |
| MSBAM 2014-C17 C 04.6367 08/15/2047 | 0.02% |
| NEWMARKET CORP SEDOL B01CGF1 | 0.02% |
| SPRINT CAPITAL CORPORATION 06.8750 11/15/2028 | 0.02% |
| TPAT 2018-SL1 A P/P 144A 00.7751 01/25/2046 | 0.02% |
| TRANSCANADA TRUST USD 05.3000 03/15/2077 | 0.02% |
| VERTIV TLB L+300 04.6550 03/02/2027 | 0.02% |
| AMERICAN EXPRESS COMPANY 02.6500 12/02/2022 | 0.02% |
| AT&T INC 04.7500 05/15/2046 | 0.02% |
| CAPGEMINI SE SEDOL 4163437 | 0.02% |
| DROPBOX INC-CLASS A SEDOL BG0T321 | 0.02% |
| ELISA OYJ SEDOL 5701513 | 0.02% |
| GSMS 2014-GC22 C 04.8485 06/10/2047 | 0.02% |
| ING GROEP NV-CVA SEDOL 7154182 | 0.02% |
| JOHNSON CONTROLS INTL PL 04.5000 02/15/2047 | 0.02% |
| KIMBERLY-CLARK CORP SEDOL 2491839 | 0.02% |
| MET LIFE GLOB P/P 144A 02.4000 06/17/2022 | 0.02% |
| NRG P/P 144A 03.7500 06/15/2024 | 0.02% |
| OBAYASHI CORP SEDOL 6656407 | 0.02% |
| REINSURANCE GROUP OF AMERICA SEDOL 2731193 | 0.02% |
| SHELL INTERNATIONAL FIN USD 02.8750 05/10/2026 | 0.02% |
| SUZUKEN CO LTD SEDOL 6865560 | 0.02% |
| TENET HEALTHCARE P/P 144A 04.8750 01/01/2026 | 0.02% |
| TORONTO-DOMINION BANK SEDOL 2897222 | 0.02% |
| TOSHIBA CORP SEDOL 6897217 | 0.02% |
| A2 MILK CO LTD SEDOL 6287250 | 0.02% |
| AIR LEASE CORP 03.2500 10/01/2029 | 0.02% |
| AMERICAN ELECTRIC POWER 04.3000 12/01/2028 | 0.02% |
| APARTMENT INVT & MGMT CO -A SEDOL BJLNBG3 | 0.02% |
| CENOVUS ENERGY INC SEDOL B57FG04 | 0.02% |
| COMPAGNIE DE SAINT-GOBAIN SEDOL 7380482 | 0.02% |
| CREDIT SUISSE GRP AG P/P 144A 02.1930 06/05/2026 | 0.02% |
| ENERGY TRANSFER OPERATNG 03.7500 05/15/2030 | 0.02% |
| FISERV INC 04.2000 10/01/2028 | 0.02% |
| INTERCONTINENTALEXCHANGE 02.6500 09/15/2040 | 0.02% |
| LAFARGEHOLCIM LTD-REG SEDOL 7110753 | 0.02% |
| MCDONALD'S HOLDINGS CO JAPAN SEDOL 6371863 | 0.02% |
| MORGAN STANLEY 04.3750 01/22/2047 | 0.02% |
| NOMURA REAL ESTATE HOLDINGS SEDOL B1CWJM5 | 0.02% |
| NORTHROP GRUMMAN CORP 03.2500 01/15/2028 | 0.02% |
| ORACLE CORP 02.6500 07/15/2026 | 0.02% |
| SCOTTS MIRACLE-GRO CO SEDOL 2781518 | 0.02% |
| SPST 2020-6 A 01.9011 09/07/2021 | 0.02% |
| ARES CAPITAL CORP 03.8750 01/15/2026 | 0.02% |
| BIOMERIEUX SEDOL BF0LBX7 | 0.02% |
| CITIGROUP INC 04.5000 01/14/2022 | 0.02% |
| CLOROX COMPANY SEDOL 2204026 | 0.02% |
| COMM 2014-CR19 AM 04.0800 08/10/2047 | 0.02% |
| CONSOLIDATED EDISON INC SEDOL 2216850 | 0.02% |
| DAITO TRUST CONSTRUCT CO LTD SEDOL 6250508 | 0.02% |
| DOLLAR TREE INC SEDOL 2272476 | 0.02% |
| HOSHIZAKI CORP SEDOL B3FF8W8 | 0.02% |
| MET LIFE GLOB P/P 144A 01.9500 01/13/2023 | 0.02% |
| MGIC INVESTMENT CORP SEDOL 2548616 | 0.02% |
| ODAKYU ELECTRIC RAILWAY CO SEDOL 6656106 | 0.02% |
| ONO PHARMACEUTICAL CO LTD SEDOL 6660107 | 0.02% |
| ORACLE CORP 01.9000 09/15/2021 | 0.02% |
| PALO ALTO NETWORKS INC SEDOL B87ZMX0 | 0.02% |
| RAYTHEON TECH CORP P/P 144A 02.5000 12/15/2022 | 0.02% |
| SPST 2020-WL1 A 01.2981 06/25/2051 | 0.02% |
| STANLEY ELECTRIC CO LTD SEDOL 6841106 | 0.02% |
| TRANSDIGM INC. P/P 144A 06.2500 03/15/2026 | 0.02% |
| TRK 2019-1 A1 04.3356 03/25/2022 | 0.02% |
| UBS GROUP AG P/P 144A 04.1250 04/15/2026 | 0.02% |
| WALT DISNEY CO/THE SEDOL 2270726 | 0.02% |
| AMERICAN TOWER CORPORATION 02.7500 01/15/2027 | 0.02% |
| ANHEUSER-BUSCH CO/IN 03.6500 02/01/2026 | 0.02% |
| AUTO TRADER GROUP PLC SEDOL BVYVFW2 | 0.02% |
| BAE SYSTEMS PLC SEDOL 0263494 | 0.02% |
| CENTENE CORP 04.6250 12/15/2029 | 0.02% |
| CIGNA CORP 03.9000 02/15/2022 | 0.02% |
| CSC HOLDINGS LLC 05.2500 06/01/2024 | 0.02% |
| EOG RESOURCES INC SEDOL 2318024 | 0.02% |
| EQUITY COMMONWEALTH SEDOL BPH3N63 | 0.02% |
| ERAC USA FINANCE LLC P/P 144A 04.5000 02/15/2045 | 0.02% |
| FNMA FN30 AS7154 UMBS 03.0000 05/01/2046 | 0.02% |
| GLOBAL PAYMENTS INC 04.0000 06/01/2023 | 0.02% |
| JAPAN POST HOLDINGS CO LTD SEDOL BYT8143 | 0.02% |
| JPMBB 2014-C22 C 04.7055 09/15/2047 | 0.02% |
| JPMBB 2015-C29 B 04.1180 05/15/2048 | 0.02% |
| KEURIG DR PEPPER INC 04.5970 05/25/2028 | 0.02% |
| MICHELIN (CGDE) SEDOL 4588364 | 0.02% |
| PERSIMMON PLC SEDOL 0682538 | 0.02% |
| REPUBLIC OF CHILE USD 02.4500 01/31/2031 | 0.02% |
| SPECTRUM BRANDS HOLDINGS INC SEDOL BDRYFB1 | 0.02% |
| SPST 2020-13 A 01.6511 10/10/2021 | 0.02% |
| TORONTO-DOMINION BANK USD 03.6250 09/15/2031 | 0.02% |
| TRADEWEB MARKETS INC-CLASS A SEDOL BJXMVK2 | 0.02% |
| YANGZIJIANG SHIPBUILDING SEDOL B1VT035 | 0.02% |
| BANK OF AMERICA CORP 06.1000 12/29/2049 | 0.02% |
| BROTHER INDUSTRIES LTD SEDOL 6146500 | 0.02% |
| CANTOR FITZGERALD LP P/P 144A 06.5000 06/17/2022 | 0.02% |
| CFCRE 2011-C2 E P/P 144A 05.9306 12/15/2047 | 0.02% |
| CISCO SYSTEMS INC 02.2000 02/28/2021 | 0.02% |
| CREDIT SUISSE GRP AG P/P 144A 06.2500 12/18/2024 | 0.02% |
| DIVERSIFIED HEALTHCARE T 09.7500 06/15/2025 | 0.02% |
| ENERGY TRANSFER OPERA 05.8750 01/15/2024 | 0.02% |
| EXXON MOBIL CORPORATION 02.2220 03/01/2021 | 0.02% |
| FIDELITY NATL INFO SERV 03.7500 05/21/2029 | 0.02% |
| FINECOBANK SPA SEDOL BNGN9Z1 | 0.02% |
| GALAPAGOS NV SEDOL B07Q2V5 | 0.02% |
| GEORGIA-PACIFIC LLC P/P 144A 02.1000 04/30/2027 | 0.02% |
| HALLIBURTON CO SEDOL 2405302 | 0.02% |
| HCA INC. 05.3750 09/01/2026 | 0.02% |
| HESS MIDSTREAM P P/P 144A 05.6250 02/15/2026 | 0.02% |
| JAPAN AIRLINES CO LTD SEDOL B8BRV46 | 0.02% |
| JPMBB 2014-C19 C 04.8327 04/15/2047 | 0.02% |
| MBX.FN30.500.10 R USL1M P 01/12/41 BC | 0.02% |
| NEC CORP SEDOL 6640400 | 0.02% |
| PLANTRONICS INC P/P 144A 05.5000 05/31/2023 | 0.02% |
| RAYTHEON TECH CORP 04.1250 11/16/2028 | 0.02% |
| RECRUIT HOLDINGS CO LTD SEDOL BQRRZ00 | 0.02% |
| REPUBLIC OF PARAGUAY REGS 04.7000 03/27/2027 | 0.02% |
| SAFARICOM PLC SEDOL B2QN3J6 | 0.02% |
| SAMI 2007-AR7 1A1 00.9981 05/25/2047 | 0.02% |
| SHRP 2020-1 NOTE 03.1250 07/25/2024 | 0.02% |
| SPIRAX-SARCO ENGINEERING PLC SEDOL BWFGQN1 | 0.02% |
| STACR 2015-DNA3 M3 04.8481 04/25/2028 | 0.02% |
| TARGA RESOURCES PART 05.0000 01/15/2028 | 0.02% |
| WATCO COS LLC/FI P/P 144A 06.5000 06/15/2027 | 0.02% |
| WFRBS 2011-C3 D P/P 144A 05.8526 03/15/2044 | 0.02% |
| WFRBS 2014-C22 XA IO 00.9543 09/15/2057 | 0.02% |
| WILLIS TOWERS WATSON PLC USD 05.7500 03/15/2021 | 0.02% |
| ALPHABET INC 03.6250 05/19/2021 | 0.02% |
| BANK OF MONTREAL SEDOL 2076009 | 0.02% |
| BANK OF NOVA SCOTIA USD 02.3500 10/21/2020 | 0.02% |
| BIOGEN INC 03.6250 09/15/2022 | 0.02% |
| BROADCOM INC 04.1500 11/15/2030 | 0.02% |
| CAN IMPERIAL BK OF COMMERCE SEDOL 2170525 | 0.02% |
| CIGNA CORP 03.7500 07/15/2023 | 0.02% |
| DUKE ENERGY CORP 03.1500 08/15/2027 | 0.02% |
| GCP APPLIED TECH P/P 144A 05.5000 04/15/2026 | 0.02% |
| ISRAEL DISCOUNT BANK -A SEDOL 6451271 | 0.02% |
| LBMLT 2004-1 A2 00.9481 02/25/2034 | 0.02% |
| LIBERTY MEDIA COR-SIRIUSXM C SEDOL BD8QGH9 | 0.02% |
| MONDELEZ INT HOLD NE P/P 144A 02.1250 09/19/2022 | 0.02% |
| NAVISTAR INTL TLB L+350 03.6600 11/06/2024 | 0.02% |
| NEWCREST MINING LTD SEDOL 6637101 | 0.02% |
| NORFOLK SOUTHERN CORP SEDOL 2641894 | 0.02% |
| ONCOR ELECTRIC DELIV 03.7500 04/01/2045 | 0.02% |
| ORKLA ASA SEDOL B1VQF42 | 0.02% |
| PFIZER INC 01.9500 06/03/2021 | 0.02% |
| REPUBLIC OF COLOMBIA USD 03.8750 04/25/2027 | 0.02% |
| STAPLES INC P/P 144A 07.5000 04/15/2026 | 0.02% |
| T-MOBILE USA INC P/P 144A 03.8750 04/15/2030 | 0.02% |
| TAYLOR WIMPEY PLC SEDOL 0878230 | 0.02% |
| UBS AG LONDON P/P 144A 01.7500 04/21/2022 | 0.02% |
| VIACOMCBS INC 04.2000 06/01/2029 | 0.02% |
| WALT DISNEY COMPANY 07.7500 12/01/2045 | 0.02% |
| WAMU 2005-AR12 1A8 02.9538 10/25/2035 | 0.02% |
| ALLY FINANCIAL INC 08.0000 11/01/2031 | 0.02% |
| AMERICAN INTL GROUP 08.1750 05/15/2058 | 0.02% |
| BANCO SANTANDER SA USD 05.1790 11/19/2025 | 0.02% |
| CGCMT 2014-GC21 AS 04.0260 05/10/2047 | 0.02% |
| COMCAST CORPORATION 03.3750 02/15/2025 | 0.02% |
| COX COMM INC P/P 144A 02.9500 10/01/2050 | 0.02% |
| CSAIL 2015-C1 D P/P 144A 03.9109 04/15/2050 | 0.02% |
| CSC HOLDINGS LLC P/P 144A 07.5000 04/01/2028 | 0.02% |
| ENDEAVOR ENERGY P/P 144A 05.7500 01/30/2028 | 0.02% |
| FIRST QUANTUM MINERA P/P 144A 07.5000 04/01/2025 | 0.02% |
| FNMA FN30 AS8074 UMBS 03.0000 10/01/2046 | 0.02% |
| FUJIFILM HOLDINGS CORP SEDOL 6356525 | 0.02% |
| GLENCORE FUNDING LLC P/P 144A 04.0000 04/16/2025 | 0.02% |
| GLOBAL MEDICAL RESPONS L+475 05.5000 10/05/2025 | 0.02% |
| ICL GROUP LTD SEDOL 6455530 | 0.02% |
| JPMCC 2012-C6 E P/P 144A 05.3239 05/15/2045 | 0.02% |
| MERCK & CO INC 03.7000 02/10/2045 | 0.02% |
| NETFLIX INC. 05.8750 11/15/2028 | 0.02% |
| ORACLE CORP JAPAN SEDOL 6141680 | 0.02% |
| POPULAR INC SEDOL B86QM90 | 0.02% |
| RYOHIN KEIKAKU CO LTD SEDOL 6758455 | 0.02% |
| TENET HEALTHCARE COR P/P 144A 05.1250 11/01/2027 | 0.02% |
| TEVA PHARMACEUTICALS NE USD 06.0000 04/15/2024 | 0.02% |
| VIACOMCBS INC 02.9000 01/15/2027 | 0.02% |
| WFRBS 2013-C11 AS 03.3110 03/15/2045 | 0.02% |
| AES CORP/THE 05.5000 04/15/2025 | 0.02% |
| AMERICAN FINANCIAL GROUP INC SEDOL 2134532 | 0.02% |
| BAFC 2005-B 3M1 00.8313 04/20/2035 | 0.02% |
| BANQUE CANTONALE VAUDOIS-REG SEDOL BMFY8R3 | 0.02% |
| BP CAPITAL MARKETS PLC USD 03.2790 09/19/2027 | 0.02% |
| CITIGROUP INC 02.9000 12/08/2021 | 0.02% |
| COMM 2013-CR13 AM 04.4490 11/10/2046 | 0.02% |
| CURTISS-WRIGHT CORP SEDOL 2241205 | 0.02% |
| DOMINICAN REPUBLIC REGS 06.8750 01/29/2026 | 0.02% |
| DUKE ENERGY CORP 04.2000 06/15/2049 | 0.02% |
| DUKE ENERGY OHIO INC 03.6500 02/01/2029 | 0.02% |
| EOG RESOURCES INC 02.6250 03/15/2023 | 0.02% |
| GRAY TELEVISION INC P/P 144A 07.0000 05/15/2027 | 0.02% |
| HANKYU HANSHIN HOLDINGS INC SEDOL 6408664 | 0.02% |
| HOME DEPOT INC 02.6250 06/01/2022 | 0.02% |
| IHEARTCOMMUNICATIONS INC 08.3750 05/01/2027 | 0.02% |
| JAPAN POST BANK CO LTD SEDOL BYT8165 | 0.02% |
| KOBE BUSSAN CO LTD SEDOL B14RJB7 | 0.02% |
| MIZUHO FINANCIAL GROUP INC SEDOL 6591014 | 0.02% |
| NOVELIS CORP P/P 144A 05.8750 09/30/2026 | 0.02% |
| OMNICOM GP/OMNICOM CAP 03.6000 04/15/2026 | 0.02% |
| PERTAMINA PERSERO PT P/P 144A 04.3000 05/20/2023 | 0.02% |
| PULTEGROUP INC 05.5000 03/01/2026 | 0.02% |
| PULTEGROUP INC. 07.8750 06/15/2032 | 0.02% |
| SWISS LIFE HOLDING AG-REG SEDOL 7437805 | 0.02% |
| TENET HEALTHCARE CORPORATION 08.1250 04/01/2022 | 0.02% |
| VERIZON COMMUNICATIONS 05.2500 03/16/2037 | 0.02% |
| WASTE PRO USA INC P/P 144A 05.5000 02/15/2026 | 0.02% |
| WESTROCK MWV LLC 08.2000 01/15/2030 | 0.02% |
| AGCO CORP SEDOL 2010278 | 0.02% |
| APPLE INC 02.8500 05/06/2021 | 0.02% |
| ARD FINANCE SA P/P 144A 06.5000 06/30/2027 | 0.02% |
| CHEVRON CORP 02.1000 05/16/2021 | 0.02% |
| CWALT 2005-59 1A1 00.4858 11/20/2035 | 0.02% |
| ENBRIDGE INC USD 04.5000 06/10/2044 | 0.02% |
| EQUINIX INC 03.2000 11/18/2029 | 0.02% |
| ERAC USA FINANCE LLC P/P 144A 07.0000 10/15/2037 | 0.02% |
| F5 NETWORKS INC SEDOL 2427599 | 0.02% |
| FAIRFAX US INC P/P 144A 04.8750 08/13/2024 | 0.02% |
| FISHER PAYKEL SEDOL 6340250 | 0.02% |
| GFL ENVIRONMENTAL P/P 144A 07.0000 06/01/2026 | 0.02% |
| GLOBAL PAYMENTS INC 02.9000 05/15/2030 | 0.02% |
| GOLDMAN SACHS GROUP INC 05.7500 01/24/2022 | 0.02% |
| GSMS 2011-GC3 C P/P 144A 05.7514 03/10/2044 | 0.02% |
| IBM CORP 01.8750 08/01/2022 | 0.02% |
| IDACORP INC SEDOL 2296937 | 0.02% |
| KAKAKU.COM INC SEDOL 6689533 | 0.02% |
| KEURIG DR PEPPER INC 04.4170 05/25/2025 | 0.02% |
| MORGAN STANLEY 05.5000 07/28/2021 | 0.02% |
| MSBAM 2012-C6 D P/P 144A 04.7599 11/15/2045 | 0.02% |
| MSC 2011-C3 B P/P 144A 05.4192 07/15/2049 | 0.02% |
| NEUROCRINE BIOSCIENCES INC SEDOL 2623911 | 0.02% |
| OSHKOSH CORP 04.6000 05/15/2028 | 0.02% |
| THE AES CORPORATION 05.1250 09/01/2027 | 0.02% |
| UPJOHN INC P/P 144A 02.3000 06/22/2027 | 0.02% |
| VERIZON COMMUNICATIONS 04.4000 11/01/2034 | 0.02% |
| VIDEOTRON LTD / LTEE P/P 144A 05.1250 04/15/2027 | 0.02% |
| VISTRA CORP P/P 144A 04.3000 07/15/2029 | 0.02% |
| VISTRA OPERATION P/P 144A 03.5500 07/15/2024 | 0.02% |
| VTB BANK (VTB CAP SA P/P 144A 06.9500 10/17/2022 | 0.02% |
| ZOETIS INC 02.0000 05/15/2030 | 0.02% |
| ZOETIS INC 03.9000 08/20/2028 | 0.02% |
| AMGEN INC 02.6000 08/19/2026 | 0.01% |
| AMUNDI SA SEDOL BYZR014 | 0.01% |
| APPLE INC 03.8500 05/04/2043 | 0.01% |
| BRAND ENERGY TL L+425 05.2500 06/21/2024 | 0.01% |
| BT GROUP PLC SEDOL 3091357 | 0.01% |
| CAS 2016-C06 1M2 04.3981 04/25/2029 | 0.01% |
| CAS 2017-C01 1M2 03.6981 07/25/2029 | 0.01% |
| CHUBU ELECTRIC POWER CO INC SEDOL 6195609 | 0.01% |
| COMPASS MIN INTL P/P 144A 06.7500 12/01/2027 | 0.01% |
| CROWN CASTLE INTL CORP 03.7000 06/15/2026 | 0.01% |
| FISERV INC SEDOL 2342034 | 0.01% |
| GENERAL ELECTRIC CO SEDOL 2380498 | 0.01% |
| GNR 2015-H25 BI IO 03.0807 10/20/2065 | 0.01% |
| GSMS 2017-GS7 AS 03.6630 08/10/2050 | 0.01% |
| GSMS 2019-GC42 AS 03.2117 09/01/2052 | 0.01% |
| HARGREAVES LANSDOWN PLC SEDOL B1VZ0M2 | 0.01% |
| HD SUPPLY HOLDINGS INC SEDOL BBL5981 | 0.01% |
| HUNTINGTON BANCSHARES 04.3500 02/04/2023 | 0.01% |
| INTL FLAVOR & FRAGRANCES 04.4500 09/26/2028 | 0.01% |
| JONES LANG LASALLE INC SEDOL 2040640 | 0.01% |
| JPMCC 2012-C8 D P/P 144A 04.8261 10/15/2045 | 0.01% |
| LMAT 2019-GS7 A1 03.2500 11/25/2059 | 0.01% |
| MARATHON OIL CORP SEDOL 2910970 | 0.01% |
| MCAS 2019-01 M7 P/P 144A 01.8481 10/15/2049 | 0.01% |
| NUTRIEN LTD USD 04.1250 03/15/2035 | 0.01% |
| NUTRIEN LTD. USD 04.2000 04/01/2029 | 0.01% |
| PETROBRAS GLOBAL FINANCE USD 07.3750 01/17/2027 | 0.01% |
| PPSI 2004-WCW2 M3 01.1981 10/25/2034 | 0.01% |
| PRUDENTIAL FINANCIAL INC 05.2000 03/15/2044 | 0.01% |
| REGIONS FINANCIAL CORP 02.7500 08/14/2022 | 0.01% |
| REPUBLICA ORIENT URUGUAY USD 07.6250 03/21/2036 | 0.01% |
| SANOFI SEDOL 5671735 | 0.01% |
| SCIENTIFIC GAMES P/P 144A 07.2500 11/15/2029 | 0.01% |
| SEVEN BANK LTD SEDOL B2NT8S1 | 0.01% |
| SONIC HEALTHCARE LTD SEDOL 6821120 | 0.01% |
| SPRINT CORP 07.2500 09/15/2021 | 0.01% |
| STACR 2016-HQA2 M3 05.2981 11/25/2028 | 0.01% |
| TRANSUNION SEDOL BYMWL86 | 0.01% |
| TTM TECHNOLOGIES INC P/P 144A 05.6250 10/01/2025 | 0.01% |
| VIDEOTRON LTD USD 05.0000 07/15/2022 | 0.01% |
| WEYERHAEUSER CO 07.3750 03/15/2032 | 0.01% |
| ACS ACTIVIDADES SEDOL B01FLQ6 | 0.01% |
| ALLISON TRANSMISSION P/P 144A 04.7500 10/01/2027 | 0.01% |
| ALTICE FRANCE P/P 144A 06.0000 02/15/2028 | 0.01% |
| APPLE INC 04.3750 05/13/2045 | 0.01% |
| BAUSCH HLTH COS INC P/P 144A 06.1250 04/15/2025 | 0.01% |
| BMW US CAPITAL LLC P/P 144A 03.9500 08/14/2028 | 0.01% |
| BPCE SA P/P 144A 05.1500 07/21/2024 | 0.01% |
| CALPINE CORP P/P 144A 04.5000 02/15/2028 | 0.01% |
| CARRIAGE SVCS INC P/P 144A 06.6250 06/01/2026 | 0.01% |
| CAS 2016-C03 2M2 06.0481 10/25/2028 | 0.01% |
| CCO HLDGS LLC/CAP C P/P 144A 05.5000 05/01/2026 | 0.01% |
| CEMEX FINANCE LLC P/P 144A 06.0000 04/01/2024 | 0.01% |
| CFCRE 2011-C1 D P/P 144A 06.2917 04/15/2044 | 0.01% |
| CITIGROUP INC 03.8870 01/10/2028 | 0.01% |
| CITIGROUP INC 04.4500 09/29/2027 | 0.01% |
| COMM 2014-CR18 C 04.8817 07/15/2047 | 0.01% |
| CRC ESCROW ISSUER LL P/P 144A 05.2500 10/15/2025 | 0.01% |
| CROWN CASTLE INTL CORP 03.6500 09/01/2027 | 0.01% |
| DELTA/SKYMILES P/P 144A 04.7500 10/20/2028 | 0.01% |
| DOW CHEMICAL CO/THE 03.5000 10/01/2024 | 0.01% |
| FHLMC FR30 ZS9547 UMBS 04.0000 09/01/2045 | 0.01% |
| FHMS K099 X1 IO 01.0055 09/25/2029 | 0.01% |
| FORD MOTOR COMPANY 09.0000 04/22/2025 | 0.01% |
| GOOGLE INC 03.3750 02/25/2024 | 0.01% |
| GREAT LAKES D&D 08.0000 05/15/2022 | 0.01% |
| HYATT HOTELS CORP 04.8500 03/15/2026 | 0.01% |
| IRON MOUNTAIN INC P/P 144A 04.8750 09/15/2027 | 0.01% |
| IVORY COAST REGS 05.3750 07/23/2024 | 0.01% |
| KOBAYASHI PHARMACEUTICAL CO SEDOL 6149457 | 0.01% |
| KRAFT HEINZ FOODS CO 03.0000 06/01/2026 | 0.01% |
| KRAFT HEINZ FOODS CO 05.0000 07/15/2035 | 0.01% |
| L3HARRIS TECH INC 04.4000 06/15/2028 | 0.01% |
| LMAT 2020-GS1 A1 02.8820 10/25/2059 | 0.01% |
| LPL HOLDINGS INC P/P 144A 05.7500 09/15/2025 | 0.01% |
| MATTEL INC P/P 144A 05.8750 12/15/2027 | 0.01% |
| MAXIM INTEGRATED PRODUCTS SEDOL 2573760 | 0.01% |
| MITSUBISHI UFJ LEASE & FINAN SEDOL 6268976 | 0.01% |
| NIELSEN CO LUXEM P/P 144A 05.0000 02/01/2025 | 0.01% |
| NORDEA BANK ABP P/P 144A 02.2500 05/27/2021 | 0.01% |
| PACIFIC GAS & ELECTRIC 02.5000 02/01/2031 | 0.01% |
| PFIZER INC 03.0000 12/15/2026 | 0.01% |
| PM GENERAL PURCHASER P/P 144A 09.5000 10/01/2028 | 0.01% |
| REFINITIV US HLDG P/P 144A 06.2500 05/15/2026 | 0.01% |
| REPUBLIC OF KAZAKHSTAN REGS 05.1250 07/21/2025 | 0.01% |
| REPUBLIC OF SOUTH AFRICA USD 04.8500 09/27/2027 | 0.01% |
| SCOTTS MIRACLE-GRO 04.5000 10/15/2029 | 0.01% |
| SERVICE CORP INTL 05.1250 06/01/2029 | 0.01% |
| SOFTBANK GROUP CORP SEDOL 6770620 | 0.01% |
| SOHGO SECURITY SERVICES CO SEDOL 6546359 | 0.01% |
| STEVENS HLDG CO INC P/P 144A 06.1250 10/01/2026 | 0.01% |
| SWISS PRIME SITE-REG SEDOL B083BH4 | 0.01% |
| TERRIER MEDIA BU P/P 144A 08.8750 12/15/2027 | 0.01% |
| TOTAL CAPITAL INTL SA USD 02.7500 06/19/2021 | 0.01% |
| UNIVAR SOLUTIONS P/P 144A 05.1250 12/01/2027 | 0.01% |
| WELLS FARGO & COMPANY 05.8750 12/29/2049 | 0.01% |
| WFCM 2013-LC12 C 04.4105 07/15/2046 | 0.01% |
| WFCM 2017-C39 A5 03.4180 09/15/2050 | 0.01% |
| WFRBS 2011-C5 D P/P 144A 05.8444 11/15/2044 | 0.01% |
| WFRBS 2013-C12 AS 03.5600 03/15/2048 | 0.01% |
| 1011778 BC / NEW RED P/P 144A 05.0000 10/15/2025 | 0.01% |
| ALPHABET INC 01.9980 08/15/2026 | 0.01% |
| AUD/USD 10/21/2020 RBSF | 0.01% |
| BECTON DICKINSON AND CO SEDOL 2087807 | 0.01% |
| BMC EAST LLC P/P 144A 05.5000 10/01/2024 | 0.01% |
| CELANESE US HOLDINGS LLC 03.5000 05/08/2024 | 0.01% |
| CHUGOKU ELECTRIC POWER CO SEDOL 6195900 | 0.01% |
| CISCO SYSTEMS INC 02.5000 09/20/2026 | 0.01% |
| CMLTI 2005-2 1A2A 03.9686 05/25/2035 | 0.01% |
| CREDIT SUISSE GRP AG P/P 144A 03.8690 01/12/2029 | 0.01% |
| FHMS K087 X1 IO 00.5099 12/25/2028 | 0.01% |
| GEBERIT AG-REG SEDOL B1WGG93 | 0.01% |
| GOLDEN NUGGET INC P/P 144A 06.7500 10/15/2024 | 0.01% |
| HCA INC 04.1250 06/15/2029 | 0.01% |
| HKT TRUST AND HKT LTD-SS SEDOL B4TXDZ3 | 0.01% |
| HUSKY TLB L+300 03.3614 03/28/2025 | 0.01% |
| INTELSAT JACKSON HLD P/P 144A 09.7500 07/15/2025 | 0.01% |
| JOHNSON CONTROLS INTL PL 04.9500 07/02/2064 | 0.01% |
| MATTAMY GROUP CORP P/P 144A 05.2500 12/15/2027 | 0.01% |
| MITSUBISHI UFJ FIN GRP USD 03.5350 07/26/2021 | 0.01% |
| MTR CORP SEDOL 6290054 | 0.01% |
| NEXSTAR ESCROW P/P 144A 05.6250 07/15/2027 | 0.01% |
| ORTHO-CLINICAL TLB L+325 03.4056 06/30/2025 | 0.01% |
| PARK-OHIO INDUSTRIES INC 06.6250 04/15/2027 | 0.01% |
| PEPTIDREAM INC SEDOL B97SH97 | 0.01% |
| PETROBRAS GLOBAL FINANCE USD 06.1250 01/17/2022 | 0.01% |
| QORVO INC SEDOL BR9YYP4 | 0.01% |
| ROYAL BANK OF CANADA USD 04.6500 01/27/2026 | 0.01% |
| SABINE PASS LIQUEFACTION 04.2000 03/15/2028 | 0.01% |
| SWEDISH MATCH AB SEDOL 5048566 | 0.01% |
| SWISS RE TREAS P/P 144A 04.2500 12/06/2042 | 0.01% |
| VERTICAL US NEWCO IN P/P 144A 05.2500 07/15/2027 | 0.01% |
| WFCM 2013-LC12 AS 04.4105 07/15/2046 | 0.01% |
| WFCM 2014-LC16 XA IO 01.2504 08/15/2050 | 0.01% |
| WFRBS 2013-UBS1 AS 04.3060 03/15/2046 | 0.01% |
| ABBVIE INC P/P 144A 03.8000 03/15/2025 | 0.01% |
| ALBERTSONS COS/SAFE P/P 144A 04.6250 01/15/2027 | 0.01% |
| AMGEN INC 04.6630 06/15/2051 | 0.01% |
| ANALOG DEVICES INC 03.9000 12/15/2025 | 0.01% |
| APPLE INC 02.8500 05/11/2024 | 0.01% |
| ARCELORMITTAL USD 07.2500 10/15/2039 | 0.01% |
| ASCEND LEARNING LLC P/P 144A 06.8750 08/01/2025 | 0.01% |
| AT&T INC 02.9500 07/15/2026 | 0.01% |
| BAUSCH HLTH AMERICAS P/P 144A 08.5000 01/31/2027 | 0.01% |
| BP CAP MARKETS AMERICA 03.1190 05/04/2026 | 0.01% |
| BRAND ENERGY & I P/P 144A 08.5000 07/15/2025 | 0.01% |
| CAS 2016-C01 2M2 07.0981 08/25/2028 | 0.01% |
| CAS 2016-C05 2M2 04.5981 01/25/2029 | 0.01% |
| CBRE SERVICES INC 04.8750 03/01/2026 | 0.01% |
| CD 2017-CD3 A4 03.6310 02/10/2050 | 0.01% |
| CF INDUSTRIES INC 04.9500 06/01/2043 | 0.01% |
| CGCMT 2014-GC19 AS 04.3450 03/10/2047 | 0.01% |
| CHAMPIONX CORP 06.3750 05/01/2026 | 0.01% |
| CITIGROUP INC 04.7500 05/18/2046 | 0.01% |
| CLUBCORP HLDG INC P/P 144A 08.5000 09/15/2025 | 0.01% |
| COMM 2014-CR17 C 04.9450 05/10/2047 | 0.01% |
| CONTINENTAL RES 04.5000 04/15/2023 | 0.01% |
| CSX CORP 04.1000 03/15/2044 | 0.01% |
| DBUBS 2011-LC2A B P/P 144A 04.9980 07/10/2044 | 0.01% |
| DCP MIDSTREAM P/P 144A 06.7500 09/15/2037 | 0.01% |
| DEUTSCHE TELEKOM INT FIN USD 08.7500 06/15/2030 | 0.01% |
| DOMINICAN REPUBLIC REGS 06.5000 02/15/2048 | 0.01% |
| ELANCO ANIMAL HEALTH 05.9000 08/28/2028 | 0.01% |
| ERAC USA FINANCE LLC P/P 144A 05.6250 03/15/2042 | 0.01% |
| GREIF INC P/P 144A 06.5000 03/01/2027 | 0.01% |
| HOWARD HUGHES CORP P/P 144A 05.3750 03/15/2025 | 0.01% |
| HUB INTL LTD P/P 144A 07.0000 05/01/2026 | 0.01% |
| HUSKY III HLDG LTD P/P 144A 13.0000 02/15/2025 | 0.01% |
| INTERCONTINENTALEXCHANGE 01.8500 09/15/2032 | 0.01% |
| ISTAR INC 04.7500 10/01/2024 | 0.01% |
| JPMCC 2013-C16 AS 04.5169 12/15/2046 | 0.01% |
| JPMCC 2013-LC11 X IO 01.3893 04/15/2046 | 0.01% |
| MITSUBISHI UFJ FIN GRP USD 03.8500 03/01/2026 | 0.01% |
| MSBAM 2014-C14 C 05.1073 02/15/2047 | 0.01% |
| MSBAM 2014-C15 A4 04.0510 04/15/2047 | 0.01% |
| NIPPON STEEL CORP SEDOL 6642569 | 0.01% |
| NUCOR CORP SEDOL 2651086 | 0.01% |
| OSAT 2020-RPL1 A1 03.1990 12/26/2059 | 0.01% |
| POMEGRANATE MERGER S P/P 144A 09.7500 05/01/2023 | 0.01% |
| PQ CORP P/P 144A 05.7500 12/15/2025 | 0.01% |
| REP OF INDONESIA P/P 144A 03.3750 04/15/2023 | 0.01% |
| SABRE GLBL INC P/P 144A 09.2500 04/15/2025 | 0.01% |
| SANTANDER UK GROUP H P/P 144A 04.7500 09/15/2025 | 0.01% |
| SERVICENOW INC 01.4000 09/01/2030 | 0.01% |
| SPRINT CORP 07.6250 03/01/2026 | 0.01% |
| TEVA PHARMACEUTICALS NE USD 06.7500 03/01/2028 | 0.01% |
| TRANSDIGM INC 05.5000 11/15/2027 | 0.01% |
| TRUIST FINANCIAL CORP 04.8000 12/31/2099 | 0.01% |
| UBSCM 2012-C1 C P/P 144A 05.7546 05/10/2045 | 0.01% |
| UNITEDHEALTH GROUP INC 03.9500 10/15/2042 | 0.01% |
| UNITEDHEALTH GROUP INC 04.7000 02/15/2021 | 0.01% |
| US BANCORP 02.9500 07/15/2022 | 0.01% |
| VISTRA OPERATION P/P 144A 05.5000 09/01/2026 | 0.01% |
| WAMU 2004-AR12 A2B 01.0681 10/25/2044 | 0.01% |
| WASTE CONNECTIONS INC 03.5000 05/01/2029 | 0.01% |
| WERNER FINCO LP/INC P/P 144A 08.7500 07/15/2025 | 0.01% |
| ALIMENTATION COUCHE-TARD 3.550000 07/26/2027 | 0.01% |
| ALLEGHENY TECHNOLOGIES INC 07.8750 08/15/2023 | 0.01% |
| ALPHABET INC 02.2500 08/15/2060 | 0.01% |
| ALTICE FRANCE P/P 144A 07.3750 05/01/2026 | 0.01% |
| ALTICE FRANCE P/P 144A 10.5000 05/15/2027 | 0.01% |
| ANHEUSER-BUSCH INBEV WOR 04.7500 01/23/2029 | 0.01% |
| ANHEUSER-BUSCH INBEV WOR 05.5500 01/23/2049 | 0.01% |
| BANFF MERGER SUB INC P/P 144A 09.7500 09/01/2026 | 0.01% |
| BANK 2019-BN20 XA IO 00.9625 09/15/2062 | 0.01% |
| BAUSCH HEALTH COS INC REGS 04.5000 05/15/2023 | 0.01% |
| BAUSCH HLTH COS INC P/P 144A 07.0000 03/15/2024 | 0.01% |
| BECTON DICKINSON AND CO 02.8230 05/20/2030 | 0.01% |
| BRIDGESTONE CORP SEDOL 6132101 | 0.01% |
| CHENIERE CORP CHRIST 05.8750 03/31/2025 | 0.01% |
| CISCO SYSTEMS INC 05.9000 02/15/2039 | 0.01% |
| CROWN CASTLE INTL CORP 03.8000 02/15/2028 | 0.01% |
| CWALT 2006-OA19 A1 00.3363 02/20/2047 | 0.01% |
| DISH NETWORK CV 03.3750 08/15/2026 | 0.01% |
| DOLLAR GENERAL CORP 03.2500 04/15/2023 | 0.01% |
| FHMS K104 XAM 01.3839 01/25/2030 | 0.01% |
| FIDELITY NATIONAL INFORM 04.2500 05/15/2028 | 0.01% |
| GBP/USD 12/16/2020 SSBT | 0.01% |
| GLENCORE FUNDING LLC P/P 144A 04.6250 04/29/2024 | 0.01% |
| GSMS 2013-GCJ14 B P/P 144A 04.9018 08/10/2046 | 0.01% |
| JPMBB 2013-C12 B 04.2362 07/15/2045 | 0.01% |
| KINDER MORGAN ENER PART 03.5000 03/01/2021 | 0.01% |
| L BRANDS INC 07.5000 06/15/2029 | 0.01% |
| MEREDITH CORP 06.8750 02/01/2026 | 0.01% |
| NATIONAL AUSTRALIA BK/NY 02.8750 04/12/2023 | 0.01% |
| NAVISTAR INTL CORP P/P 144A 06.6250 11/01/2025 | 0.01% |
| NIELSEN FIN LLC/CO P/P 144A 05.0000 04/15/2022 | 0.01% |
| NOURYON HOLDING BV P/P 144A 08.0000 10/01/2026 | 0.01% |
| PROVIDENT FDG/PFG FI P/P 144A 06.3750 06/15/2025 | 0.01% |
| QUILTER PLC SEDOL BDCXV26 | 0.01% |
| RBS GLOBAL/REXNO P/P 144A 04.8750 12/15/2025 | 0.01% |
| SERVICE CORPORATION INTL 04.6250 12/15/2027 | 0.01% |
| SHERWIN-WILLIAMS CO 03.4500 06/01/2027 | 0.01% |
| SMURFIT KAPPA TREASURY USD 07.5000 11/20/2025 | 0.01% |
| SOLENIS 1STL L+400 04.2559 06/26/2025 | 0.01% |
| SYNGENTA FINANCE NV P/P 144A 04.8920 04/24/2025 | 0.01% |
| SYNGENTA FINANCE NV P/P 144A 05.1820 04/24/2028 | 0.01% |
| T-MOBILE USA INC 04.7500 02/01/2028 | 0.01% |
| TALLGRASS NRG PRTNR P/P 144A 05.5000 01/15/2028 | 0.01% |
| TCI COMMUNICATIONS INC 07.1250 02/15/2028 | 0.01% |
| WAMU 2005-AR11 A1B3 00.5481 08/25/2045 | 0.01% |
| WESTROCK MWV LLC 07.9500 02/15/2031 | 0.01% |
| WFCM 2013-LC12 D P/P 144A 04.4105 07/15/2046 | 0.01% |
| WM MORRISON SUPERMARKETS SEDOL 0604316 | 0.01% |
| WYNN LAS VEGAS P/P 144A 05.2500 05/15/2027 | 0.01% |
| WYNN RESORTS FIN LLC P/P 144A 05.1250 10/01/2029 | 0.01% |
| ARDAGH PKG FIN/HLDGS P/P 144A 04.1250 08/15/2026 | 0.01% |
| ARDAGH PKG FIN/HLDGS P/P 144A 05.2500 08/15/2027 | 0.01% |
| BIG RVR STL/FIN P/P 144A 06.6250 01/31/2029 | 0.01% |
| BMIR 2019-4A M1C P/P 144A 02.6751 10/25/2029 | 0.01% |
| BRISTOL-MYERS 02.2500 08/15/2021 | 0.01% |
| CAS 2015-C03 2M2 05.1481 07/25/2025 | 0.01% |
| CHARTER COMM OPT LLC/CAP 04.8000 03/01/2050 | 0.01% |
| CHS/COMMUNITY P/P 144A 06.6250 02/15/2025 | 0.01% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 CS | 0.01% |
| CNO FINANCIAL GROUP INC 05.2500 05/30/2025 | 0.01% |
| CNO FINANCIAL GROUP INC 05.2500 05/30/2029 | 0.01% |
| COMCAST CORP 03.4500 02/01/2050 | 0.01% |
| COMM 2014-LC15 AM 04.1980 04/10/2047 | 0.01% |
| COMM 2014-LC15 B 04.5990 04/10/2047 | 0.01% |
| CONSTELLIUM SE P/P 144A 05.8750 02/15/2026 | 0.01% |
| CRED SUIS GP FUN LTD USD 03.4500 04/16/2021 | 0.01% |
| DEERE & COMPANY 02.6000 06/08/2022 | 0.01% |
| DIAMOND SPORTS GR/DI P/P 144A 06.6250 08/15/2027 | 0.01% |
| DRMT 2020-2 A1 01.6920 05/25/2065 | 0.01% |
| DUKE ENERGY PROGRESS LLC 03.3750 09/01/2023 | 0.01% |
| EG GLOBAL FIN PLC P/P 144A 06.7500 02/07/2025 | 0.01% |
| ENBRIDGE INC USD 04.2500 12/01/2026 | 0.01% |
| ENDEAVOR ENERGY P/P 144A 06.6250 07/15/2025 | 0.01% |
| ENTERCOM MEDIA CORP P/P 144A 07.2500 11/01/2024 | 0.01% |
| FIVE CORNERS FUNDING P/P 144A 04.4190 11/15/2023 | 0.01% |
| FORD MOTOR CREDIT CO LLC 04.2710 01/09/2027 | 0.01% |
| FRESENIUS MEDICAL CARE AG & SEDOL 5129074 | 0.01% |
| GSMS 2012-GC6 AS P/P 144A 04.9480 01/12/2045 | 0.01% |
| GW B-CR SECURITY P/P 144A 09.5000 11/01/2027 | 0.01% |
| HCA INC 05.2500 06/15/2026 | 0.01% |
| ING BANK NV P/P 144A 05.8000 09/25/2023 | 0.01% |
| JPMCC 2010-C2 C P/P 144A 05.8407 11/15/2043 | 0.01% |
| JPMCC 2013-LC11 C 03.9582 04/15/2046 | 0.01% |
| JPMORGAN CHASE & CO 02.9560 05/13/2031 | 0.01% |
| L3HARRIS TECH INC 03.8500 12/15/2026 | 0.01% |
| LEVEL 3 FIN INC P/P 144A 04.6250 09/15/2027 | 0.01% |
| LLOYDS BANKING GROUP PLC USD 04.6500 03/24/2026 | 0.01% |
| LNSTR 2017-5 AS P/P 144A 04.0210 03/10/2050 | 0.01% |
| MARSH & MCLENNAN COS INC 04.3750 03/15/2029 | 0.01% |
| MARSH & MCLENNAN COS INC 04.9000 03/15/2049 | 0.01% |
| MASTEC INC P/P 144A 04.5000 08/15/2028 | 0.01% |
| MATCH GRP HLD II LLC P/P 144A 05.0000 12/15/2027 | 0.01% |
| MATTAMY GROUP CORP P/P 144A 04.6250 03/01/2030 | 0.01% |
| MICROCHIP TECH INC P/P 144A 04.2500 09/01/2025 | 0.01% |
| NATWEST GROUP PLC USD 04.8920 05/18/2029 | 0.01% |
| NETFLIX INC 04.8750 04/15/2028 | 0.01% |
| ONEMAIN FINANCE CORP 05.3750 11/15/2029 | 0.01% |
| PANTHER BF AGGRE 2 P/P 144A 08.5000 05/15/2027 | 0.01% |
| ROGERS COMMUNICATIONS IN USD 08.7500 05/01/2032 | 0.01% |
| SIX FLAGS THEME PARK P/P 144A 07.0000 07/01/2025 | 0.01% |
| SOFINA SEDOL 4820301 | 0.01% |
| STACR 2014-HQ2 M3 03.8981 09/25/2024 | 0.01% |
| STACR 2016-DNA1 M3 05.7251 07/25/2028 | 0.01% |
| STACR 2016-HQA3 M3 03.9981 03/25/2029 | 0.01% |
| STACR 2017-DNA1 M2 03.3981 07/25/2029 | 0.01% |
| STACR 2020-HQA4 M1 01.5510 09/25/2050 | 0.01% |
| STARWOOD PROP TR 04.7500 03/15/2025 | 0.01% |
| TRUIST BANK 02.6360 09/17/2029 | 0.01% |
| UNITEDHEALTH GROUP INC 02.7500 02/15/2023 | 0.01% |
| UNIVISION COMM INC. P/P 144A 05.1250 02/15/2025 | 0.01% |
| USD/CNH PUT 6.75 20210301 GSFX | 0.01% |
| USI INC/NY P/P 144A 06.8750 05/01/2025 | 0.01% |
| WAMU 2007-HY2 1A1 03.3527 12/25/2036 | 0.01% |
| WESCO DISTRIBUT P/P 144A 07.2500 06/15/2028 | 0.01% |
| WESTPAC BANKING CORP USD 02.0000 08/19/2021 | 0.01% |
| AG ISSUER LLC P/P 144A 06.2500 03/01/2028 | 0.01% |
| AHM 2007-1 GA1C 00.3651 05/25/2047 | 0.01% |
| AIR METHODS CORP P/P 144A 08.0000 05/15/2025 | 0.01% |
| AIRBUS SE SEDOL 4012250 | 0.01% |
| AKER BP ASA P/P 144A 03.7500 01/15/2030 | 0.01% |
| ALBERTSONS COS LLC P/P 144A 07.5000 03/15/2026 | 0.01% |
| ARRW 2019-3 A3 03.4160 10/25/2048 | 0.01% |
| ASCENT RESOURCES/AEU P/P 144A 10.0000 04/01/2022 | 0.01% |
| ATOTECH ALPHA 2 BV P/P 144A 08.7500 06/01/2023 | 0.01% |
| AUST & NZ BANKING GR P/P 144A 06.7500 12/29/2049 | 0.01% |
| BANCO SANTANDER SA USD 04.3790 04/12/2028 | 0.01% |
| BAUSCH HLTH COS INC P/P 144A 07.2500 05/30/2029 | 0.01% |
| BERKSHIRE HATHAWAY INC-CL B SEDOL 2073390 | 0.01% |
| BGC PARTNERS INC 05.1250 05/27/2021 | 0.01% |
| BOMBARDIER INC P/P 144A 07.8750 04/15/2027 | 0.01% |
| BRISTOL-MYERS 03.4000 07/26/2029 | 0.01% |
| BWAY HOLDING CO P/P 144A 07.2500 04/15/2025 | 0.01% |
| CAMDEN PROPERTY TRUST 04.8750 06/15/2023 | 0.01% |
| CCO HLDGS LLC/CAP CO P/P 144A 05.7500 02/15/2026 | 0.01% |
| CHARTER COMM OPT LLC/CAP 03.7500 02/15/2028 | 0.01% |
| COMCAST CORP 04.0490 11/01/2052 | 0.01% |
| COX COMM INC P/P 144A 03.5000 08/15/2027 | 0.01% |
| CSC HOLDINGS LLC P/P 144A 05.7500 01/15/2030 | 0.01% |
| DEVON ENERGY CORPORATION 07.9500 04/15/2032 | 0.01% |
| DIAMOND SPORTS P/P 144A 05.3750 08/15/2026 | 0.01% |
| EMIR 2018-1 M1 01.8751 11/25/2028 | 0.01% |
| ENERGY TRANSFER OPERATNG 02.9000 05/15/2025 | 0.01% |
| ENERGY TRANSFER OPERATNG 05.2000 02/01/2022 | 0.01% |
| GFL ENVIRON INC P/P 144A 05.1250 12/15/2026 | 0.01% |
| GLP CAPITAL LP / FIN II 05.2500 06/01/2025 | 0.01% |
| GNR 2017-162 QI IO 05.0000 10/11/2047 | 0.01% |
| GOEASY LTD P/P 144A 05.3750 12/01/2024 | 0.01% |
| GSMS 2014-GC22 XA IO 01.1381 06/10/2047 | 0.01% |
| HCA INC. 05.5000 06/15/2047 | 0.01% |
| HESS MIDSTREAM P P/P 144A 05.1250 06/15/2028 | 0.01% |
| HONGKONG LAND HOLDINGS LTD SEDOL 6434915 | 0.01% |
| HUDBAY MINERALS INC P/P 144A 07.6250 01/15/2025 | 0.01% |
| ICAHN ENTER/FIN 06.2500 05/15/2026 | 0.01% |
| IHEARTCOMMUNICATIONS INC 06.3750 05/01/2026 | 0.01% |
| ISTAR INC. 04.2500 08/01/2025 | 0.01% |
| JARDINE MATHESON HLDGS LTD SEDOL 6472119 | 0.01% |
| KFC HLD/PIZZA HUT/TA P/P 144A 05.2500 06/01/2026 | 0.01% |
| KINDER MORGAN ENER PART 05.4000 09/01/2044 | 0.01% |
| KINDER MORGAN INC/DELAWA 07.7500 01/15/2032 | 0.01% |
| LIONS GATE CAP HOLD P/P 144A 05.8750 11/01/2024 | 0.01% |
| LIONS GATE CAP HOLD P/P 144A 06.3750 02/01/2024 | 0.01% |
| LLOYDS BANKING GROUP PLC USD 04.5000 11/04/2024 | 0.01% |
| MARRIOTT INTERNATIONAL 04.6250 06/15/2030 | 0.01% |
| MEREDITH CORP P/P 144A 06.5000 07/01/2025 | 0.01% |
| MICROSOFT CORP 02.4000 02/06/2022 | 0.01% |
| MSBAM 2015-C24 B 04.4874 05/15/2048 | 0.01% |
| MSC 2011-C3 D P/P 144A 05.4192 07/15/2049 | 0.01% |
| MWST 2018-W1 A 00.9981 11/25/2051 | 0.01% |
| NEWELL BRANDS INC 04.7000 04/01/2026 | 0.01% |
| NORDSTROM INC P/P 144A 08.7500 05/15/2025 | 0.01% |
| NSTAR ELECTRIC CO 02.3750 10/15/2022 | 0.01% |
| NUTRITION & BIO P/P 144A 02.3000 11/01/2030 | 0.01% |
| PACIFIC GAS & ELECTRIC 02.1000 08/01/2027 | 0.01% |
| PACIFIC GAS & ELECTRIC 02.9500 03/01/2026 | 0.01% |
| PENSKE TRUCK LEASING P/P 144A 03.9000 02/01/2024 | 0.01% |
| PRECISION DRILL P/P 144A 07.1250 01/15/2026 | 0.01% |
| PRIME SECURITY SVCS P/P 144A 06.2500 01/15/2028 | 0.01% |
| QVC INC 04.8500 04/01/2024 | 0.01% |
| REP OF INDONESIA P/P 144A 04.7500 01/08/2026 | 0.01% |
| SHELL INTERNATIONAL FIN USD 01.8750 05/10/2021 | 0.01% |
| SINCLAIR TELE P/P 144A 05.5000 03/01/2030 | 0.01% |
| SIX FLAGS ENT P/P 144A 05.5000 04/15/2027 | 0.01% |
| SPECTRA ENERGY PARTNERS 03.3750 10/15/2026 | 0.01% |
| STACR 2015-HQA2 M3 04.9481 05/25/2028 | 0.01% |
| STACR 2016-HQA1 M3 06.4981 09/25/2028 | 0.01% |
| STACR 2020-HQA1 M2 02.0481 01/25/2050 | 0.01% |
| STATION CASINOS LLC P/P 144A 04.5000 02/15/2028 | 0.01% |
| SUGAR HSP GAMING P/P 144A 05.8750 05/15/2025 | 0.01% |
| TENNANT CO 05.6250 05/01/2025 | 0.01% |
| TRIPADVISOR INC P/P 144A 07.0000 07/15/2025 | 0.01% |
| UBS GROUP AG REGS 06.8750 12/29/2049 | 0.01% |
| UBSCM 2017-C7 XA IO 01.1997 12/15/2050 | 0.01% |
| UNIVISION COMM P/P 144A 06.6250 06/01/2027 | 0.01% |
| USA COMPRESSION PART 06.8750 04/01/2026 | 0.01% |
| VERTICAL HOLDCO GMBH P/P 144A 07.6250 07/15/2028 | 0.01% |
| WFRBS 2013-C15 D P/P 144A 04.6435 08/15/2046 | 0.01% |
| WFRBS 2014-C24 XA IO 00.9795 11/15/2047 | 0.01% |
| WR GRACE & CO-CONN P/P 144A 05.6250 10/01/2024 | 0.01% |
| 1011778 BC / NEW RED P/P 144A 03.8750 01/15/2028 | 0.01% |
| ABC-MART INC SEDOL 6292102 | 0.01% |
| ALTICE FRANCE SA P/P 144A 05.5000 01/15/2028 | 0.01% |
| AMERICAN AXLE & MFG INC 06.8750 07/01/2028 | 0.01% |
| AMSTED INDUSTRIES P/P 144A 05.6250 07/01/2027 | 0.01% |
| ANTERO RESOURCES 05.3750 11/01/2021 | 0.01% |
| ANTERO RESOURCES FIN 05.1250 12/01/2022 | 0.01% |
| ATOTECH ALPHA 3 BV P/P 144A 06.2500 02/01/2025 | 0.01% |
| AXALTA COATING SYS P/P 144A 04.8750 08/15/2024 | 0.01% |
| BANK OF AMERICA CORP 02.4960 02/13/2031 | 0.01% |
| BEACON ROOFING SUPP P/P 144A 04.8750 11/01/2025 | 0.01% |
| BLACK KNIGHT INFOSER P/P 144A 03.6250 09/01/2028 | 0.01% |
| BOISE CASCADE CO P/P 144A 04.8750 07/01/2030 | 0.01% |
| BOXER PARENT CO INC P/P 144A 09.1250 03/01/2026 | 0.01% |
| BUILDERS FIRSTSOURCE P/P 144A 06.7500 06/01/2027 | 0.01% |
| CAS 2014-C03 2M2 03.0481 07/25/2024 | 0.01% |
| CAS 2014-C04 1M2 05.0481 11/25/2024 | 0.01% |
| CAS 2017-C01 1EB1 01.3981 07/25/2029 | 0.01% |
| CENOVUS ENERGY INC USD 06.7500 11/15/2039 | 0.01% |
| CENTENE CORP 04.7500 05/15/2022 | 0.01% |
| CENTENE CORP P/P 144A 05.3750 08/15/2026 | 0.01% |
| CITIGROUP INC 04.6000 03/09/2026 | 0.01% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS | 0.01% |
| COLOPLAST-B SEDOL B8FMRX8 | 0.01% |
| COMCAST CORP 03.1500 03/01/2026 | 0.01% |
| COMM 2014-CR17 XA IO 01.1312 05/10/2047 | 0.01% |
| COMMSCOPE TECH LLC P/P 144A 06.0000 06/15/2025 | 0.01% |
| CROWN CORK & SEAL CO INC 07.3750 12/15/2026 | 0.01% |
| DIAMOND 1 FIN/DIAMON P/P 144A 08.3500 07/15/2046 | 0.01% |
| DISCOVERY COMMUNICATIONS 03.6250 05/15/2030 | 0.01% |
| DOMINO'S PIZZA INC SEDOL B01SD70 | 0.01% |
| EPICOR SOFTWARE TLB L+425 05.2500 07/30/2027 | 0.01% |
| EQUINIX INC 05.3750 05/15/2027 | 0.01% |
| ESH HOSPITALITY INC P/P 144A 05.2500 05/01/2025 | 0.01% |
| FISERV INC 03.5000 07/01/2029 | 0.01% |
| FREEDOM MTGE CORP P/P 144A 08.1250 11/15/2024 | 0.01% |
| FREEDOM MTGE CORP P/P 144A 08.2500 04/15/2025 | 0.01% |
| GENERAL MOTORS CO 06.1250 10/01/2025 | 0.01% |
| GLENCORE FUNDING LLC P/P 144A 01.6250 09/01/2025 | 0.01% |
| GNR 2015-H26 EI IO 01.7280 10/20/2065 | 0.01% |
| GSMS 2011-GC5 AS P/P 144A 05.2090 08/10/2044 | 0.01% |
| HONEYWELL INTL 03.8120 11/21/2047 | 0.01% |
| INDIGO NATURAL P/P 144A 06.8750 02/15/2026 | 0.01% |
| IPALCO ENTPRS IN 03.7000 09/01/2024 | 0.01% |
| KKR GROUP FIN CO III P/P 144A 05.1250 06/01/2044 | 0.01% |
| LADDER CAP FINAN P/P 144A 04.2500 02/01/2027 | 0.01% |
| LAMB WESTON HLD P/P 144A 04.8750 05/15/2028 | 0.01% |
| LMAT 2020-GS5 A1 03.2500 06/25/2060 | 0.01% |
| MARRIOTT INTERNATIONAL 05.7500 05/01/2025 | 0.01% |
| MBX.FN30.500.10 R USL1M P 01/12/41 CI | 0.01% |
| MEG ENERGY CORP P/P 144A 06.5000 01/15/2025 | 0.01% |
| MONDELEZ INTL HLDING P/P 144A 02.0000 10/28/2021 | 0.01% |
| NATIONSTAR MTG HLD I P/P 144A 05.5000 08/15/2028 | 0.01% |
| NEWFIELD EXPLORATION CO 05.7500 01/30/2022 | 0.01% |
| NOBLE ENERGY INC. 03.9000 11/15/2024 | 0.01% |
| NRG ENERGY INC. 07.2500 05/15/2026 | 0.01% |
| OCCIDENTAL PETROLEUM COR 04.8500 03/15/2021 | 0.01% |
| OCCIDENTAL PETROLEUM COR 06.4500 09/15/2036 | 0.01% |
| ONEMAIN FINANCE CORP 06.8750 03/15/2025 | 0.01% |
| PENN NATIONAL GAMING P/P 144A 05.6250 01/15/2027 | 0.01% |
| PENNYMAC FIN SVCS IN P/P 144A 05.3750 10/15/2025 | 0.01% |
| POWER SOLUTIONS TLB L+350 05.7344 04/30/2026 | 0.01% |
| PPL CAPITAL FUNDING INC 04.2000 06/15/2022 | 0.01% |
| QORVO INC 05.5000 07/15/2026 | 0.01% |
| RITE AID CORP P/P 144A 08.0000 11/15/2026 | 0.01% |
| RMLT 2020-2 A2 02.5080 05/25/2060 | 0.01% |
| SABINE PASS LIQUEF 05.0000 03/15/2027 | 0.01% |
| STANDARD IND INC P/P 144A 03.3750 01/15/2031 | 0.01% |
| TPMT 2016-5 M2 P/P 144A 03.3750 10/25/2056 | 0.01% |
| TRANSDIGM INC 06.3750 06/15/2026 | 0.01% |
| UNITED MEXICAN STATES USD 03.2500 04/16/2030 | 0.01% |
| WAMU 2005-AR9 A1C3 01.1081 07/25/2045 | 0.01% |
| WPX ENERGY INC 05.2500 10/15/2027 | 0.01% |
| WPX ENERGY INC 05.8750 06/15/2028 | 0.01% |
| 1011778 BC ULC / P/P 144A 04.3750 01/15/2028 | 0.01% |
| ADMIRAL GROUP PLC SEDOL B02J639 | 0.01% |
| ALIMEN COUCHE P/P 144A 02.9500 01/25/2030 | 0.01% |
| ALLIANT HOLDINGS P/P 144A 06.7500 10/15/2027 | 0.01% |
| AMERICAN TOWER CORP 02.9000 01/15/2030 | 0.01% |
| AMSTED INDUSTRIES P/P 144A 04.6250 05/15/2030 | 0.01% |
| APPLE INC 03.4500 05/06/2024 | 0.01% |
| ARRW 2019-1 A3 04.2080 01/25/2049 | 0.01% |
| AUD/USD 10/21/2020 HSBCB | 0.01% |
| AUD/USD CALL 0.76 20210311 HSBCB | 0.01% |
| BALL CORP SEDOL 2073022 | 0.01% |
| BAUSCH HLTH COS INC P/P 144A 05.5000 11/01/2025 | 0.01% |
| BAUSCH HLTH COS INC P/P 144A 06.2500 02/15/2029 | 0.01% |
| BMIR 2020-2A M1A 02.4481 08/26/2030 | 0.01% |
| BWAY CORP TLB L+325 03.5229 04/03/2024 | 0.01% |
| CAPITAL ONE FINANCIAL CO 04.2000 10/29/2025 | 0.01% |
| CAS 2015-C02 2M2 04.1481 05/25/2025 | 0.01% |
| CAS 2016-C07 2M2 04.4981 05/25/2029 | 0.01% |
| CCO HOLDINGS LLC P/P 144A 04.5000 05/01/2032 | 0.01% |
| CENTENE ESCROW I CO P/P 144A 05.3750 06/01/2026 | 0.01% |
| CFCRE 2011-C2 D P/P 144A 05.9306 12/15/2047 | 0.01% |
| CLARIOS GLOBAL LP P/P 144A 06.7500 05/15/2025 | 0.01% |
| CLEAN HARBORS INC P/P 144A 04.8750 07/15/2027 | 0.01% |
| CLEAR CHANNEL WORLDW P/P 144A 05.1250 08/15/2027 | 0.01% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | 0.01% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CS | 0.01% |
| COLT 2020-2 A1 01.8530 03/25/2065 | 0.01% |
| COMCAST CORP 03.9990 11/01/2049 | 0.01% |
| COMM 2013-CR11 XA IO 01.0883 08/10/2050 | 0.01% |
| COMM 2014-UBS6 XA IO 01.0371 12/10/2047 | 0.01% |
| CON EDISON CO OF NY INC 04.2000 03/15/2042 | 0.01% |
| CONCHO RESOURCES INC 03.7500 10/01/2027 | 0.01% |
| CVS PASS-THROUGH P/P 144A 04.7040 01/10/2036 | 0.01% |
| DCP MIDSTREAM OPERATING 05.6250 07/15/2027 | 0.01% |
| DEVON ENERGY CORPORATION 07.8750 09/30/2031 | 0.01% |
| DH EUROPE FINANCE II USD 03.4000 11/15/2049 | 0.01% |
| DIAMOND 1 FIN/DIAMON P/P 144A 07.1250 06/15/2024 | 0.01% |
| DIAMONDBACK ENERGY INC 03.2500 12/01/2026 | 0.01% |
| ENERGY TRANSFER OPERATNG 06.1250 12/15/2045 | 0.01% |
| ENTERCOM MEDIA CORP P/P 144A 06.5000 05/01/2027 | 0.01% |
| ENTERPRISE PRODUCTS OPER 02.8000 01/31/2030 | 0.01% |
| ERIE INDEMNITY COMPANY-CL A SEDOL 2311711 | 0.01% |
| EUR/USD CALL 1.23 20210215 BANKAM | 0.01% |
| EUR/USD CALL 1.23 20210215 UBS | 0.01% |
| FRONTIER COMM 10.5000 09/15/2022 | 0.01% |
| GBP/USD 12/16/2020 CITI | 0.01% |
| GFL ENVIRONMENTA P/P 144A 08.5000 05/01/2027 | 0.01% |
| GMAC CAPITAL TRUST I PCT 06.0651 | 0.01% |
| GNMA GII30 BL6161 06.0000 12/20/2048 | 0.01% |
| GNR 2013-99 AS IO 05.8938 06/20/2043 | 0.01% |
| GNR 2015-H24 BI IO 01.6199 08/20/2065 | 0.01% |
| GNR 2016-123 LI IO 03.5000 03/20/2044 | 0.01% |
| GOLDEN NUGGET INC P/P 144A 08.7500 10/01/2025 | 0.01% |
| GOLDMAN SACHS GROUP INC 06.7500 10/01/2037 | 0.01% |
| GRAPHIC PACKAGIN P/P 144A 03.5000 03/01/2029 | 0.01% |
| GSMS 2010-C1 D P/P 144A 06.1251 08/10/2043 | 0.01% |
| HANESBRANDS INC P/P 144A 04.6250 05/15/2024 | 0.01% |
| HORMEL FOODS CORP SEDOL 2437264 | 0.01% |
| ICAHN ENTER/FIN 06.7500 02/01/2024 | 0.01% |
| IHEARTCOMMUNICATI L+400 04.7500 05/01/2026 | 0.01% |
| INTELLIGENT PACK P/P 144A 06.0000 09/15/2028 | 0.01% |
| INTERNATIONAL LEASE FIN CORP 05.8750 08/15/2022 | 0.01% |
| ISTAR INC 05.5000 02/15/2026 | 0.01% |
| ITRON INC P/P 144A 05.0000 01/15/2026 | 0.01% |
| KFC HLD/PIZZA HUT/TA P/P 144A 04.7500 06/01/2027 | 0.01% |
| KINDER MORGAN ENER PART 03.4500 02/15/2023 | 0.01% |
| LEVEL 3 FIN INC P/P 144A 04.2500 07/01/2028 | 0.01% |
| MBX.FN30.500.09 R USL1M P 01/12/40 BC | 0.01% |
| MET LIFE GLOB FUND P/P 144A 03.0000 01/10/2023 | 0.01% |
| MOODY'S CORPORATION 02.5500 08/18/2060 | 0.01% |
| MSRR 2015-R4 CB1 01.0008 08/26/2047 | 0.01% |
| NATIONAL GRID PLC SEDOL BDR05C0 | 0.01% |
| NCHET 2003-4 M1 01.2731 10/25/2033 | 0.01% |
| NEUBERGER BERMAN GRP P/P 144A 04.8750 04/15/2045 | 0.01% |
| NEWS CORP - CLASS A SEDOL BBGVT40 | 0.01% |
| NIELSEN FIN LLC/CO P/P 144A 05.6250 10/01/2028 | 0.01% |
| NOBLE ENERGY INC 06.0000 03/01/2041 | 0.01% |
| NOVELIS CORP P/P 144A 04.7500 01/30/2030 | 0.01% |
| OTIS WORLDWIDE CORP 02.5650 02/15/2030 | 0.01% |
| OUTFRONT MEDIA C P/P 144A 06.2500 06/15/2025 | 0.01% |
| PACKAGING CORP OF AMERIC 04.5000 11/01/2023 | 0.01% |
| PENSKE AUTO GRP INC 05.7500 10/01/2022 | 0.01% |
| PNC FINANCIAL SERVICES 03.3000 03/08/2022 | 0.01% |
| PUBLICIS GROUPE SEDOL 4380429 | 0.01% |
| RATTLER MIDSTREAM LP P/P 144A 05.6250 07/15/2025 | 0.01% |
| REPUBLIC OF PERU USD 05.6250 11/18/2050 | 0.01% |
| SABINE PASS LIQUEFAC 05.7500 05/15/2024 | 0.01% |
| SS&C TECH INC P/P 144A 05.5000 09/30/2027 | 0.01% |
| THE GAP INC. P/P 144A 08.3750 05/15/2023 | 0.01% |
| TMS INTL HLDG CORP P/P 144A 07.2500 08/15/2025 | 0.01% |
| TOPBUILD CORP P/P 144A 05.6250 05/01/2026 | 0.01% |
| TRI POINTE GROUP / HOMES 05.8750 06/15/2024 | 0.01% |
| TYLER TECHNOLOGIES INC SEDOL 2909644 | 0.01% |
| USD/JPY PUT 105.00 20201124 BANKAM | 0.01% |
| USD/JPY PUT 105.00 20201124 GSFX | 0.01% |
| USD/MXN PUT 21.00 20201130 GSFX | 0.01% |
| VALVOLINE INC P/P 144A 04.2500 02/15/2030 | 0.01% |
| VISTRA CORP P/P 144A 05.0000 07/31/2027 | 0.01% |
| WFCM 2016-LC25 XA IO 01.1176 12/15/2059 | 0.01% |
| WOLVERINE WORLD WIDE P/P 144A 05.0000 09/01/2026 | 0.01% |
| WOLVERINE WORLD WIDE P/P 144A 06.3750 05/15/2025 | 0.01% |
| WPX ENERGY INC 08.2500 08/01/2023 | 0.01% |
| WR GRACE & CO-CONN P/P 144A 04.8750 06/15/2027 | 0.01% |
| ZIGGO BV P/P 144A 05.5000 01/15/2027 | 0.01% |
| ABBVIE INC P/P 144A 03.4500 03/15/2022 | 0.00% |
| APACHE CORP 04.3750 10/15/2028 | 0.00% |
| AROUNDTOWN SA SEDOL BF0CK44 | 0.00% |
| ASCEND LEARNING LLC P/P 144A 06.8750 08/01/2025 | 0.00% |
| CALPINE CORP P/P 144A 05.2500 06/01/2026 | 0.00% |
| CELANESE US HOLDINGS LLC 04.6250 11/15/2022 | 0.00% |
| CENTENE CORP P/P 144A 05.2500 04/01/2025 | 0.00% |
| CGCMT 2014-GC19 D P/P 144A 05.2623 03/10/2047 | 0.00% |
| CHS/COMMUNITY HEALT P/P 144A 08.1250 06/30/2024 | 0.00% |
| CLEAR CHANNEL WORLD 09.2500 02/15/2024 | 0.00% |
| COMCAST CORP 02.3500 01/15/2027 | 0.00% |
| COMSTOCK RE INC P/P 144A 07.5000 05/15/2025 | 0.00% |
| COMSTOCK RESOURCES INC 09.7500 08/15/2026 | 0.00% |
| CROWN AMER/CAP 04.7500 02/01/2026 | 0.00% |
| CSC HOLDINGS LLC 06.7500 11/15/2021 | 0.00% |
| CVS HEALTH CORP 03.7000 03/09/2023 | 0.00% |
| DIAMONDBACK ENERGY INC 04.7500 05/31/2025 | 0.00% |
| DRESDNER FDG TRST I P/P 144A 08.1510 06/30/2031 | 0.00% |
| ENERGIZER HLDG INC P/P 144A 06.3750 07/15/2026 | 0.00% |
| EQUINOR ASA USD 05.1000 08/17/2040 | 0.00% |
| FHR 3829 AS IO 06.7976 03/15/2041 | 0.00% |
| FIFTH THIRD BANCORP 05.1000 12/29/2049 | 0.00% |
| FREEPORT-MCMORAN INC 05.4500 03/15/2043 | 0.00% |
| GAMESA SEDOL B01CP21 | 0.00% |
| GENERAL MOTORS FINL CO 04.3000 07/13/2025 | 0.00% |
| GLP CAPITAL LP / FIN II 05.3750 04/15/2026 | 0.00% |
| GSMS 2013-GC10 XA IO 01.6389 02/10/2046 | 0.00% |
| HK ELECTRIC INVEST SEDOL BJ3WDZ1 | 0.00% |
| HOLOGIC INC P/P 144A 04.3750 10/15/2025 | 0.00% |
| HSBC USA INC 03.5000 06/23/2024 | 0.00% |
| ICAHN ENTER 04.7500 09/15/2024 | 0.00% |
| ICAHN ENTER/FIN 05.2500 05/15/2027 | 0.00% |
| IHS MARKIT LTD USD 04.7500 08/01/2028 | 0.00% |
| IRB HOLDING CORP P/P 144A 07.0000 06/15/2025 | 0.00% |
| JELD-WEN INC P/P 144A 04.6250 12/15/2025 | 0.00% |
| JPMORGAN CHASE & CO 06.1000 02/01/2049 | 0.00% |
| KRAFT HEINZ FOODS CO P/P 144A 03.8750 05/15/2027 | 0.00% |
| LIVE NATION ENT P/P 144A 06.5000 05/15/2027 | 0.00% |
| LIVE NATION ENTERTAI P/P 144A 05.6250 03/15/2026 | 0.00% |
| LOUISIANA-PACIFIC CORPORATION 04.8750 09/15/2024 | 0.00% |
| MATCH GRP HLD II LLC P/P 144A 04.6250 06/01/2028 | 0.00% |
| MERCER INTL INC USD 06.5000 02/01/2024 | 0.00% |
| MERCK & CO. INC. 02.7500 02/10/2025 | 0.00% |
| MLMI 2005-A2 A2 03.7759 02/25/2035 | 0.00% |
| NETFLIX INC P/P 144A 05.3750 11/15/2029 | 0.00% |
| NETFLIX INC. 06.3750 05/15/2029 | 0.00% |
| NEWELL BRANDS INC 04.8750 06/01/2025 | 0.00% |
| NN GROUP NV SEDOL BNG8PQ9 | 0.00% |
| NUTRIEN LTD USD 02.9500 05/13/2030 | 0.00% |
| NUTRITION & BIO P/P 144A 03.4680 12/01/2050 | 0.00% |
| OCCIDENTAL PETROLEUM COR 05.8750 09/01/2025 | 0.00% |
| OCCIDENTAL PETROLEUM COR 06.6250 09/01/2030 | 0.00% |
| ONEMAIN FINANCE CORP 06.6250 01/15/2028 | 0.00% |
| PENSKE AUTOMOTIVE GROUP 05.3750 12/01/2024 | 0.00% |
| PENSKE TRUCK LE P/P 144A 03.4000 11/15/2026 | 0.00% |
| PETROLEOS MEXICANOS P/P 144A 07.6900 01/23/2050 | 0.00% |
| PHILLIPS 66 SEDOL B78C4Y8 | 0.00% |
| PRUDENTIAL FINANCIAL INC 05.6250 06/15/2043 | 0.00% |
| RITE AID CORP P/P 144A 07.5000 07/01/2025 | 0.00% |
| SERVICE CORP INTL 03.3750 08/15/2030 | 0.00% |
| SOLENIS 2NDL L+850 10.8314 06/26/2026 | 0.00% |
| SOLERA LLC / SOLERA P/P 144A 10.5000 03/01/2024 | 0.00% |
| STACR 2014-HQ3 M3 04.8981 10/25/2024 | 0.00% |
| STACR 2017-DNA2 M1 01.3481 10/25/2029 | 0.00% |
| TENET HEALTHCARE 04.6250 07/15/2024 | 0.00% |
| TRANSDIGM INC. 06.5000 07/15/2024 | 0.00% |
| TRANSOCEAN POSEIDON P/P 144A 06.8750 02/01/2027 | 0.00% |
| TRI POINTE GROUP INC 05.7000 06/15/2028 | 0.00% |
| UNITEDHEALTH GROUP INC 02.8750 03/15/2022 | 0.00% |
| UNIVISION COMM P/P 144A 09.5000 05/01/2025 | 0.00% |
| US CONCRETE INC 06.3750 06/01/2024 | 0.00% |
| VISTRA CORP P/P 144A 05.6250 02/15/2027 | 0.00% |
| VMWARE INC 03.9000 08/21/2027 | 0.00% |
| WESCO DISTRIBUT P/P 144A 07.1250 06/15/2025 | 0.00% |
| WESTERN DIGITAL CORPORATION 04.7500 02/15/2026 | 0.00% |
| WESTPAC BANKING CORP USD 04.4210 07/24/2039 | 0.00% |
| WFRBS 2012-C9 XB IO P/P 144A 00.8753 11/15/2045 | 0.00% |
| WPX ENERGY INC 05.7500 06/01/2026 | 0.00% |
| WYNDHAM HOTELS & RE P/P 144A 05.3750 04/15/2026 | 0.00% |
| YUM! BRANDS INC P/P 144A 04.7500 01/15/2030 | 0.00% |
| 1011778 BC / NEW RED P/P 144A 04.0000 10/15/2030 | 0.00% |
| ABC SUPPLY CO INC P/P 144A 04.0000 01/15/2028 | 0.00% |
| APACHE CORP 05.1000 09/01/2040 | 0.00% |
| AT&T INC 04.3000 02/15/2030 | 0.00% |
| BAUSCH HLTH COS INC P/P 144A 07.0000 01/15/2028 | 0.00% |
| BERKSHIRE HATHAWAY FIN 04.3000 05/15/2043 | 0.00% |
| BERRY GLOBAL INC 05.1250 07/15/2023 | 0.00% |
| BERRY GLOBAL INC P/P 144A 05.6250 07/15/2027 | 0.00% |
| BLACKSTONE HLDG FINA P/P 144A 01.6000 03/30/2031 | 0.00% |
| BMW US CAPITAL LLC P/P 144A 03.4000 08/13/2021 | 0.00% |
| BOYD GAMING CORP 04.7500 12/01/2027 | 0.00% |
| BOYD GAMING CORP P/P 144A 08.6250 06/01/2025 | 0.00% |
| BOYD GAMING CORPORATION 06.0000 08/15/2026 | 0.00% |
| BROOKFIELD RESID P/P 144A 06.2500 09/15/2027 | 0.00% |
| BUCKEYE PARTNERS LP 05.8500 11/15/2043 | 0.00% |
| CABOT OIL & GAS CORP | 0.00% |
| CARNIVAL CORP P/P 144A 11.5000 04/01/2023 | 0.00% |
| CAS 2015-C01 1M2 04.4481 02/25/2025 | 0.00% |
| CCO HOLDINGS LLC P/P 144A 04.5000 08/15/2030 | 0.00% |
| CENTENE CORP 03.0000 10/15/2030 | 0.00% |
| CGCMT 2012-GC8 XA IO P/P 144A 01.9206 09/10/2045 | 0.00% |
| CGCMT 2014-GC21 X IO 01.3360 05/10/2047 | 0.00% |
| CHS/COMMUNITY HEALTH P/P 144A 08.0000 03/15/2026 | 0.00% |
| CINEMARK USA INC 05.1250 12/15/2022 | 0.00% |
| CLEAN HARBORS INC P/P 144A 05.1250 07/15/2029 | 0.00% |
| CLEARWATER PAPER COR P/P 144A 04.7500 08/15/2028 | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 JP | 0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 JP | 0.00% |
| COMMSCOPE INC P/P 144A 06.0000 03/01/2026 | 0.00% |
| COMPASS MINERALS INT P/P 144A 04.8750 07/15/2024 | 0.00% |
| COMSTOCK RESOURCES 09.7500 08/15/2026 | 0.00% |
| CWALT 2005-27 1A1 01.9009 08/25/2035 | 0.00% |
| CWALT 2006-24CB A13 00.4981 08/25/2036 | 0.00% |
| DEVON ENERGY CORPORATION 05.6000 07/15/2041 | 0.00% |
| DUKE ENERGY INDIANA LLC 06.4500 04/01/2039 | 0.00% |
| ENDO DAC/ENDO FI P/P 144A 06.0000 06/30/2028 | 0.00% |
| ENDO DAC/ENDO FI P/P 144A 09.5000 07/31/2027 | 0.00% |
| EPICOR SOFTWARE 2NDL L+775 08.7500 07/30/2028 | 0.00% |
| EUR/USD CALL 1.22 20210127 BANKAM | 0.00% |
| EUR/USD CALL 1.23 20210301 MSCIL | 0.00% |
| FOX CORP - CLASS B SEDOL BJJMGY5 | 0.00% |
| FREEPORT-MCMORAN INC 04.3750 08/01/2028 | 0.00% |
| FREEPORT-MCMORAN INC 04.6250 08/01/2030 | 0.00% |
| FRONTIER COMM P/P 144A 08.5000 04/01/2026 | 0.00% |
| GAP INC/THE P/P 144A 08.6250 05/15/2025 | 0.00% |
| GARTNER INC P/P 144A 03.7500 10/01/2030 | 0.00% |
| GATES GLOBAL TLB L+275 03.7500 03/31/2024 | 0.00% |
| GBP/USD 12/16/2020 HSBCB | 0.00% |
| GBP/USD 12/16/2020 UBS | 0.00% |
| GBP/USD PUT 1.23 20201218 BANKAM | 0.00% |
| GENERAL DYNAMICS CORP 02.2500 11/15/2022 | 0.00% |
| GLOBAL MEDICAL RESPO P/P 144A 06.5000 10/01/2025 | 0.00% |
| GNMA GII30 AY2298 04.7000 05/20/2067 | 0.00% |
| GNMA GII30 AY4779 04.5110 03/20/2067 | 0.00% |
| GNMA GII30 BA7681 04.6160 06/20/2067 | 0.00% |
| GNMA GII30 BB0107 04.7000 08/20/2067 | 0.00% |
| GNMA GII30 BL6235 06.0000 04/20/2049 | 0.00% |
| GO DADDY OPCO/FINCO P/P 144A 05.2500 12/01/2027 | 0.00% |
| GOLDMAN SACHS GROUP INC 02.6000 02/07/2030 | 0.00% |
| HANESBRANDS INC P/P 144A 05.3750 05/15/2025 | 0.00% |
| HCA INC 03.5000 09/01/2030 | 0.00% |
| HMIR 2018-1 M1 P/P 144A 01.7481 10/25/2028 | 0.00% |
| HOLLY PAR/FIN P/P 144A 05.0000 02/01/2028 | 0.00% |
| INTERCONTINENTAL EXCHANGE IN SEDOL BFSSDS9 | 0.00% |
| IRON MOUNTAIN INC P/P 144A 05.2500 03/15/2028 | 0.00% |
| JAPAN TOBACCO INC SEDOL 6474535 | 0.00% |
| JELD-WEN INC P/P 144A 04.8750 12/15/2027 | 0.00% |
| JELD-WEN INC P/P 144A 06.2500 05/15/2025 | 0.00% |
| L BRANDS INC 06.7500 07/01/2036 | 0.00% |
| L BRANDS INC P/P 144A 06.6250 10/01/2030 | 0.00% |
| LEVEL 3 FINANCING IN P/P 144A 03.6250 01/15/2029 | 0.00% |
| LEVI STRAUSS & CO. 05.0000 05/01/2025 | 0.00% |
| LOEWS CORP SEDOL 2523022 | 0.00% |
| MASONITE INTL C P/P 144A 05.3750 02/01/2028 | 0.00% |
| MCKESSON CORP SEDOL 2378534 | 0.00% |
| METRO INC/CN SEDOL 2583952 | 0.00% |
| MSBAM 2014-C17 XA IO 01.2342 08/15/2047 | 0.00% |
| NATIONSTAR MTG P/P 144A 06.0000 01/15/2027 | 0.00% |
| NAVISTAR INTL CORP P/P 144A 09.5000 05/01/2025 | 0.00% |
| NEXSTAR BROADCASTING P/P 144A 04.7500 11/01/2028 | 0.00% |
| NRG ENERGY INC 05.7500 01/15/2028 | 0.00% |
| NRG ENERGY INC P/P 144A 05.2500 06/15/2029 | 0.00% |
| NZD/USD 10/21/2020 SSBT | 0.00% |
| OCCIDENTAL PETROLEUM COR 03.5000 06/15/2025 | 0.00% |
| OCCIDENTAL PETROLEUM CORP SEDOL 2655408 | 0.00% |
| ONEMAIN FINANCE CORP 07.1250 03/15/2026 | 0.00% |
| ONEMAIN FINANCE CORP 08.8750 06/01/2025 | 0.00% |
| OWENS-BROCKWAY P/P 144A 06.6250 05/13/2027 | 0.00% |
| PANTHER BF AGGREGA P/P 144A 06.2500 05/15/2026 | 0.00% |
| PRIME SEC/FIN P/P 144A 03.3750 08/31/2027 | 0.00% |
| PROLOGIS LP 02.2500 04/15/2030 | 0.00% |
| PUBLIC SERVICE ELECTRIC 05.5000 03/01/2040 | 0.00% |
| QORVO INC P/P 144A 03.3750 04/01/2031 | 0.00% |
| ROBERTSHAW TL 2L L+800 09.0000 02/28/2026 | 0.00% |
| ROBERTSHAW US HOLDING L+325 04.2478 02/28/2025 | 0.00% |
| SAP SE SEDOL 4846288 | 0.00% |
| SCHINDLER HOLDING-PART CERT SEDOL B11TCY0 | 0.00% |
| SCIENTIFIC GAMES P/P 144A 07.0000 05/15/2028 | 0.00% |
| SIRIUS XM RADIO INC. P/P 144A 05.5000 07/01/2029 | 0.00% |
| SM ENERGY CO 06.1250 11/15/2022 | 0.00% |
| SPECTRUM BRANDS INC P/P 144A 05.0000 10/01/2029 | 0.00% |
| STACR 2019-DNA1 M2 02.7981 01/25/2049 | 0.00% |
| T-MOBILE USA INC 04.5000 02/01/2026 | 0.00% |
| T-MOBILE USA INC TLB L+300 04/01/2027 | 0.00% |
| TARGA RESOURCES PART 06.5000 07/15/2027 | 0.00% |
| TAYLOR MORRISON COMM P/P 144A 05.7500 01/15/2028 | 0.00% |
| TEMPO ACQ LLC/FI P/P 144A 05.7500 06/01/2025 | 0.00% |
| TOWNSQUARE MEDIA INC P/P 144A 06.5000 04/01/2023 | 0.00% |
| TPMT 2015-1 A2 P/P 144A 03.2500 10/25/2053 | 0.00% |
| UBSBB 2012-C4 XA IO P/P 144A 01.7552 12/10/2045 | 0.00% |
| USA COM PART/USA COM 06.8750 09/01/2027 | 0.00% |
| WFRBS 2012-C9 XA IO P/P 144A 02.0432 11/15/2045 | 0.00% |
| YUM! BRANDS INC 03.6250 03/15/2031 | 0.00% |
| ZAYO GROUP HLDG INC L+300 04.6678 03/09/2027 | 0.00% |
| ZAYO GROUP HLDG INC P/P 144A 06.1250 03/01/2028 | 0.00% |
| AES CORP/THE P/P 144A 03.3000 07/15/2025 | 0.00% |
| AMPOL LTD SEDOL BM91201 | 0.00% |
| AUD/USD 10/21/2020 WPAC | 0.00% |
| AVIENT CORP P/P 144A 05.7500 05/15/2025 | 0.00% |
| AZRIELI GROUP LTD SEDOL B5MN1W0 | 0.00% |
| BANK OF AMERICA CORP 06.5000 10/29/2049 | 0.00% |
| BANK OF MONTREAL USD 03.8030 12/15/2032 | 0.00% |
| BEACON ROOFING SUPPL P/P 144A 04.5000 11/15/2026 | 0.00% |
| BERKSHIRE HATHAWAY FIN 04.2500 01/15/2021 | 0.00% |
| BOXER PARENT CO INC P/P 144A 07.1250 10/02/2025 | 0.00% |
| BOYD GAMING CORP 06.3750 04/01/2026 | 0.00% |
| BUCKEYE PARTNERS LP P/P 144A 04.5000 03/01/2028 | 0.00% |
| BY CROWN/BY BOND P/P 144A 04.2500 01/31/2026 | 0.00% |
| CAS 2015-C02 1M2 04.1481 05/25/2025 | 0.00% |
| CAS 2019-HRP1 M2 02.2981 11/25/2039 | 0.00% |
| CBRE SERVICES INC 05.2500 03/15/2025 | 0.00% |
| CHARTER COMM OPT LLC 05.3750 05/01/2047 | 0.00% |
| CIT GROUP INC 05.0000 08/01/2023 | 0.00% |
| CIT GROUP INC. 05.0000 08/15/2022 | 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 JP | 0.00% |
| COMMSCOPE INC P/P 144A 05.5000 03/01/2024 | 0.00% |
| CONTINENTAL RESOURCES 04.3750 01/15/2028 | 0.00% |
| CONTINENTAL RESOURCES 05.0000 09/15/2022 | 0.00% |
| CORNERSTONE BUILDING P/P 144A 08.0000 04/15/2026 | 0.00% |
| CPG INTL TL L+375 04.7500 05/05/2024 | 0.00% |
| DELL INT / EMC P/P 144A 05.8500 07/15/2025 | 0.00% |
| DUN & BRADSTREET COR P/P 144A 06.8750 08/15/2026 | 0.00% |
| DXC TECHNOLOGY CO SEDOL BYXD7B3 | 0.00% |
| EMERGENT BIOSOLUTION P/P 144A 03.8750 08/15/2028 | 0.00% |
| EUR/CHF CALL 1.10 20201209 CSI-FX | 0.00% |
| EUR/USD 12/16/2020 BCAP-FX | 0.00% |
| EUR/USD 12/16/2020 JPMCB | 0.00% |
| FHR 3072 SM 04.2533 11/15/2035 | 0.00% |
| GNMA GII30 BL6184 06.0000 02/20/2049 | 0.00% |
| GNMA GII30 BL6185 06.0000 01/20/2049 | 0.00% |
| GNMA GII30 BL6216 06.0000 03/20/2049 | 0.00% |
| GNMA GII30 BL6217 06.0000 03/20/2049 | 0.00% |
| GNMA GII30 BL6219 06.0000 03/20/2049 | 0.00% |
| GRIFOLS SEDOL B01SPF2 | 0.00% |
| JAGUAR HL / PPDI P/P 144A 05.0000 06/15/2028 | 0.00% |
| JPMBB 2013-C17 XA IO 00.9156 01/15/2047 | 0.00% |
| JPMORGAN CHASE & CO 01.2801 05/15/2047 | 0.00% |
| KEURIG DR PEPPER INC 04.0570 05/25/2023 | 0.00% |
| LENNAR CORP 05.8750 11/15/2024 | 0.00% |
| LIVE NATION ENT P/P 144A 04.8750 11/01/2024 | 0.00% |
| MAUSER PACKAGING P/P 144A 08.5000 04/15/2024 | 0.00% |
| MBX.FN30.450.09 R USL1M P 01/12/40 BC | 0.00% |
| MERCER INTL INC USD 05.5000 01/15/2026 | 0.00% |
| MONDELEZ INTERNATIONAL 02.1250 04/13/2023 | 0.00% |
| MSAC 2004-HE6 M1 00.9731 08/25/2034 | 0.00% |
| NATIONSTAR MTG P/P 144A 09.1250 07/15/2026 | 0.00% |
| NETFLIX INC. P/P 144A 04.8750 06/15/2030 | 0.00% |
| NOK/USD 12/16/2020 JPMCB | 0.00% |
| NUTRIEN LTD USD 05.2500 01/15/2045 | 0.00% |
| NZD/USD 10/21/2020 UBS | 0.00% |
| OCCIDENTAL PETROLEUM COR 02.9000 08/15/2024 | 0.00% |
| ORTHO-CLINICAL P/P 144A 07.3750 06/01/2025 | 0.00% |
| OSHKOSH CORP 03.1000 03/01/2030 | 0.00% |
| PETROBRAS GLOBAL FIN USD 05.9990 01/27/2028 | 0.00% |
| QVC INC 04.4500 02/15/2025 | 0.00% |
| RAYTHEON TECH CORP P/P 144A 04.8750 10/15/2040 | 0.00% |
| REGENCY ENERGY P 04.5000 11/01/2023 | 0.00% |
| RIO TINTO LTD SEDOL 6220103 | 0.00% |
| S&P GLOBAL INC 01.2500 08/15/2030 | 0.00% |
| SEK/USD 12/16/2020 BCAP-FX | 0.00% |
| SERVICE PROPERTIES TRUST 07.5000 09/15/2025 | 0.00% |
| SM ENERGY CO 05.0000 01/15/2024 | 0.00% |
| SM ENERGY CO 06.7500 09/15/2026 | 0.00% |
| SPECTRUM BRANDS INC 06.1250 12/15/2024 | 0.00% |
| STACR 2019-HQA1 M2 02.4981 02/25/2049 | 0.00% |
| SUBARU CORP SEDOL 6356406 | 0.00% |
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| AUD/USD 10/21/2020 SSBT | 0.00% |
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| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.00% |
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| 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% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | 0.00% |
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| DIAMONDBACK ENERGY INC 05.3750 05/31/2025 | 0.00% |
| EOG RESOURCES INC 04.1500 01/15/2026 | 0.00% |
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| AUD/USD 10/21/2020 JPMCB | 0.00% |
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| CAD/USD 10/21/2020 HSBCB | 0.00% |
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| CMB CMBX.NA.A.7 2047-01-17 200.0 01/17/2047 CG | 0.00% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CG | 0.00% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CG | 0.00% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CS | 0.00% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 MS | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 ML | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 MS | 0.00% |
| CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 JP | 0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CS | 0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS | 0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS | 0.00% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 CG | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 CG | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 JP | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 ML | 0.00% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 CG | 0.00% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 JP | 0.00% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 JP | 0.00% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 JP | 0.00% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 MS | 0.00% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 MS | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 GS | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | 0.00% |
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| DKK/USD 12/16/2020 CITI | 0.00% |
| ENERGIZER HLDG INC P/P 144A 07.7500 01/15/2027 | 0.00% |
| EUR/USD 12/16/2020 CSI-FX | 0.00% |
| EUR/USD 12/16/2020 RBSF | 0.00% |
| EUR/USD 12/16/2020 TDBK | 0.00% |
| FEDEX CORP 02.6250 08/01/2022 | 0.00% |
| FHR 2990 LB 16.5562 06/15/2034 | 0.00% |
| FHR 3249 PS 21.7721 12/15/2036 | 0.00% |
| FNR 2005-75 GS 19.8056 08/25/2035 | 0.00% |
| FNR 2006-62 PS 39.0112 07/25/2036 | 0.00% |
| FNR 2006-8 HP 24.0235 03/25/2036 | 0.00% |
| GBP/USD 12/16/2020 CSI-FX | 0.00% |
| GBP/USD 12/16/2020 TDBK | 0.00% |
| GBP/USD 12/16/2020 WPAC | 0.00% |
| GLOBAL PART/GLP FIN P/P 144A 06.8750 01/15/2029 | 0.00% |
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| GNMA GII30 BN2618 04.5000 05/20/2049 | 0.00% |
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| CAD/USD 10/21/2020 UBS | 0.00% |
| CD 2007-CD4 XW IO P/P 144A 01.3798 12/11/2049 | 0.00% |
| CGCMT 2006-C5 XC IO P/P 144A 00.7196 10/15/2049 | 0.00% |
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| CHF/USD 12/16/2020 MSCIL | 0.00% |
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| 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 JP | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 MS | 0.00% |
| CMB CMBX.NA.A.7 2047-01-17 200.0 01/17/2047 CS | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 MS | 0.00% |
| CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 CG | 0.00% |
| CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 GS | 0.00% |
| CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 MS | 0.00% |
| CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 MS | 0.00% |
| CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 MS | 0.00% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 JP | 0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 MS | 0.00% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 CS | 0.00% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 GS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 JP | 0.00% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 CG | 0.00% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 CG | 0.00% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 CG | 0.00% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 CG | 0.00% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 CG | 0.00% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 CG | 0.00% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 CG | 0.00% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 GS | 0.00% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 JP | 0.00% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 JP | 0.00% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 MS | 0.00% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 MS | 0.00% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 MS | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 JP | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 JP | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 JP | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 MS | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 MS | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 MS | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 MS | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 MS | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 MS | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 MS | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 BA | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 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 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 MS | 0.00% |
| CMB CMBX.NA.BBB-.9 2058-09-17 300.0 09/17/2058 CG | 0.00% |
| CMB CMBX.NA.BBB-.9 2058-09-17 300.0 09/17/2058 ML | 0.00% |
| CMB CMBX.NA.BBB-.9 2058-09-17 300.0 09/17/2058 ML | 0.00% |
| CMB CMBX.NA.BBB-.9 2058-09-17 300.0 09/17/2058 MS | 0.00% |
| CSFB 2003-C3 AX IO P/P 144A 02.3861 05/15/2038 | 0.00% |
| CSMC 2007-C1 AX IO P/P 144A 00.6520 02/15/2040 | 0.00% |
| CSMC 2007-C2 AX IO P/P 144A 00.0000 01/15/2049 | 0.00% |
| CVS PASS-THROUGH TRUST 06.0360 12/10/2028 | 0.00% |
| EUR/USD 12/16/2020 GSFX | 0.00% |
| EUR/USD 12/16/2020 HSBCB | 0.00% |
| EUR/USD 12/16/2020 MSCIL | 0.00% |
| EUR/USD 12/16/2020 WPAC | 0.00% |
| EUR/USD CALL 1.21 20201028 BANKAM | 0.00% |
| EUR/USD CALL 1.21 20201028 MSCIL | 0.00% |
| EUR/USD CALL 1.24 20201028 BANKAM | 0.00% |
| EUR/USD CALL 1.24 20201028 MSCIL | 0.00% |
| FHR 1208 F PO 00.0000 02/15/2022 | 0.00% |
| FHR 3326 WF 00.0000 10/15/2035 | 0.00% |
| FNMA FN30 935058 04.5000 04/01/2039 | 0.00% |
| FNR 2001-50 BI IO 00.3869 10/25/2041 | 0.00% |
| FNR 2001-79 BI IO 00.2668 03/25/2045 | 0.00% |
| FNR 2003-34 P1 PO 00.0000 04/25/2043 | 0.00% |
| FNW 2002-W8 IO1 IO 00.3011 06/25/2042 | 0.00% |
| GBP/USD 12/16/2020 RBSF | 0.00% |
| GECMC 2007-C1 XC IO P/P 144A 00.2606 12/10/2049 | 0.00% |
| GNR 2010-9 QI IO 04.5000 01/20/2040 | 0.00% |
| GNR 2018-127 IB IO 04.5000 06/20/2045 | 0.00% |
| HC BRILLANT SERVICES GMBH P/P | 0.00% |
| HKD/USD 11/18/2020 BANKAM | 0.00% |
| HKD/USD 11/18/2020 BCAP-FX | 0.00% |
| HKD/USD 11/18/2020 CITI | 0.00% |
| HKD/USD 11/18/2020 GSFX | 0.00% |
| HKD/USD 11/18/2020 HSBCB | 0.00% |
| HKD/USD 11/18/2020 RBSF | 0.00% |
| HKD/USD 11/18/2020 SSBT | 0.00% |
| HKD/USD 11/18/2020 UBS | 0.00% |
| INTELSAT JACKSON HLD P/P 144A 08.0000 02/15/2024 | 0.00% |
| IOS.FN30.350.12 R USL1M P 01/12/43 BC | 0.00% |
| IOS.FN30.350.14 R USL1M P 01/12/45 CS | 0.00% |
| IOS.FN30.400.11 R USL1M P 01/12/42 BC | 0.00% |
| IOS.FN30.400.11 R USL1M P 01/12/42 GS | 0.00% |
| IOS.FN30.400.11 R USL1M P 01/12/42 GS | 0.00% |
| IOS.FN30.600.08 R USL1M P 01/12/39 GS | 0.00% |
| IOS.FN30.650.67 R USL1M P 01/12/38 BC | 0.00% |
| IOS.FN30.650.67 R USL1M P 01/12/38 GS | 0.00% |
| JPMCC 05-CB12 X1 IO P/P 144A 00.3200 09/12/2037 | 0.00% |
| JPMCC 2006-CB17 X IO 00.8564 12/12/2043 | 0.00% |
| JPMCC 2006-LDP8 X IO 00.2879 05/15/2045 | 0.00% |
| JPMCC 2007-LDPX X IO 00.1268 01/15/2049 | 0.00% |
| JPY/USD 11/18/2020 BANKAM | 0.00% |
| JPY/USD 11/18/2020 BCAP-FX | 0.00% |
| JPY/USD 11/18/2020 CITI | 0.00% |
| JPY/USD 11/18/2020 GSFX | 0.00% |
| JPY/USD 11/18/2020 HSBCB | 0.00% |
| JPY/USD 11/18/2020 MSCIL | 0.00% |
| JPY/USD 11/18/2020 RBSF | 0.00% |
| JPY/USD 11/18/2020 SSBT | 0.00% |
| JPY/USD 11/18/2020 UBS | 0.00% |
| JPY/USD 11/18/2020 WPAC | 0.00% |
| KRW/USD 11/18/2020 JPMCB | 0.00% |
| LBUBS 2005-C5 XCL IO P/P 144A 0.09 3 09/15/2040 | 0.00% |
| LBUBS 2006-C6 XCL IO P/P 144A 00.7304 09/15/2039 | 0.00% |
| LBUBS 2007-C2 XW IO 00.3586 02/15/2040 | 0.00% |
| MBX.FN30.650.67 P USL1M R 01/12/38 GS | 0.00% |
| MBX.FN30.650.67 P USL1M R 01/12/38 GS | 0.00% |
| MEZZ 2006-C4 X IO P/P 144A 07.2328 07/15/2045 | 0.00% |
| MWO HOLDINGS LLC | 0.00% |
| MXN/USD 10/21/2020 BANKAM | 0.00% |
| MXN/USD 10/21/2020 UBS | 0.00% |
| NOK/USD 12/16/2020 UBS | 0.00% |
| NZD/USD 10/21/2020 CSI-FX | 0.00% |
| NZD/USD 10/21/2020 HSBCB | 0.00% |
| NZD/USD 10/21/2020 JPMCB | 0.00% |
| NZD/USD 10/21/2020 MSCIL | 0.00% |
| NZD/USD 10/21/2020 TDBK | 0.00% |
| NZD/USD 10/21/2020 WPAC | 0.00% |
| OCCIDENTAL PETROLEUM -CW27 SEDOL BMVF784 | 0.00% |
| SEK/USD 12/16/2020 TDBK | 0.00% |
| STACR 2019-DNA2 M2 02.5981 03/25/2049 | 0.00% |
| TERVITA CORP SEDOL BD1DCC4 | 0.00% |
| TEXAS COHLD TCEH ESCROW 11.5000 10/01/2021 | 0.00% |
| THE SHERWIN-WILLIAMS COMPANY 02.7500 06/01/2022 | 0.00% |
| TXU TCEH RIGHTS | 0.00% |
| VIACOMCBS INC 04.2000 05/19/2032 | 0.00% |
| WBCMT 2006-C29 IO IO 00.4585 11/15/2048 |