Active Allocation
Dynamic Asset Allocation Growth Fund (Class Y) (PAGYX)
A globally diversified fund pursuing growth
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Q2 2020 | Dynamic Asset Allocation Funds Q&A
- Equity and bond markets prove resilient even as COVID-19 takes a toll on economic growth.
- Risks on the horizon include growth, corporate earnings, and a second wave of the virus.
- We will continue to take a tactical approach and adjust the fund's investments as needed.
How were market conditions in the second quarter?
Global financial markets proved to be surprisingly resilient during the second quarter. The coronavirus pandemic and the collapse in oil prices had sent equity and fixed-income markets into a tailspin during the first few months of the year. Bouncing from their lows in March, the S&P 500 Index, a broad measure of stocks, rose 20.54% and the MSCI World Index (ND) gained 19.36% during the period. The market's resilience has also benefited bondholders. The rate-sensitive Bloomberg Barclays U.S. Aggregate Bond Index advanced 2.90% during the quarter.
Investors, however, are bracing for a global recession and a second wave of the coronavirus outbreak. A flight-to-safety trade has pushed the yields on U.S. Treasuries lower. The yield on the 10-year Treasury note ended the quarter at 0.66% compared with 0.70% on March 31. The Fed cut interest rates to near zero in mid-March, and unleashed a torrent of bond-buying programs to help stabilize the markets. These actions have increased liquidity in the bond markets and, in turn, stabilized spreads. The U.S. Congress has also pumped trillions of stimulus dollars into the economy. Central banks across Europe, Asia, and other regions also rolled out COVID-19 stimulus measures.
The three Dynamic Asset Allocation Funds gained during the quarter. The Conservative Fund, with its more fixed-income-centric investments, rose 7.83%. The more equity-centric Balanced Fund and Growth Fund advanced 13.41% and 17.24%, respectively. The funds performed largely in line with their custom benchmarks.
What strategies affected performance?
All of the Dynamic Asset Allocation funds finished with positive returns, reflecting equity market strength. During the quarter, we continued to actively adjust our allocation mix. On balance, the strategies were slightly underweight equity risk and interest-rate risk, and overweight credit risk. Overall, these asset allocation decisions detracted a bit. The funds were slightly underweight equity risk entering the period, having benefited significantly in the first quarter from defensive positioning. This underweight was a small detractor early in the second quarter as equity markets rebounded sharply from the lows in late March. Equity risk was moved back to neutral in mid-April. In fixed income, the funds were slightly underweight rate risk and overweight credit risk. Still, these positions did not have a significant impact on quarterly performance.
Our active implementation decisions added to benchmark-relative performance. Security selection within equities was positive. We saw strength across U.S. large-cap equity strategies with both quantitative and fundamental sleeves adding value. In the Growth Fund, emerging-market equity selection boosted performance. Opportunistic fixed income, specifically a strategy focused on structured mortgage credit, was also additive, and made back a large portion of first-quarter weakness.
What is the outlook for the remainder of 2020?
Markets rebounded in the second quarter as governments and central banks introduced very significant stimulus measures to reduce the damage caused by the economic shutdown. However, the biggest risk on the horizon is the impact of a coronavirus resurgence on economic growth, corporate earnings growth, and cash flows. Many investors are wary as numerous uncertainties and challenges remain. In equities, we believe that a second wave may not cause a meaningful pullback because investors are prepared. Typically, bad news must be unexpected in order to have a se-vere negative impact, and historically, equity markets have tended to shrug off second waves of pandemics.
In corporate credit, both investment-grade and high-yield bonds advanced and spreads tightened, mirroring the strength seen across equity markets. We believe credit markets will continue to improve as the Fed stands as a backstop to spread widening with the purchase of investment-grade corporates. Interest rates remained range bound. Fed Chair Jerome Powell signaled in June that the central bank plans to keep rates near zero for "as long as it takes to provide some relief and stability." Therefore, we expect short-term rates to remain near record lows this year.
Against this backdrop, we continue to have conviction in our investment strategies based on their strong long-term results. As for asset allocation, we will continue to take a tactical approach, adjusting the fund's exposure across vari-ous markets as conditions warrant. We will continue to monitor equity and fixed-income markets, and add securities when we see more attractive valuation levels.
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 |
$17.12
0.35% | $0.06 |
$17.29
02/14/20 |
$12.35
03/23/20 |
Fund facts as of 07/31/20
Total net assets
$2,744.40M
$2,744.40M
Turnover (fiscal year end)
117%
117%
Dividend frequency
Annually
Annually
Number of holdings
2055
2055
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 | Q2 2020
Day traders not driving market prices
Jason Vaillancourt, Co-Head of Global Asset Allocation, CFA, explains day trading and its effect on stock valuations.
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)
7.38%
Average 5-year annualized return
Total return (%) as of 06/30/20
Annual performance as of 06/30/20
Annualized Total return (%) as of 06/30/20
| Annualized performance | 1 yr. | 3 yrs. | 5 yrs. | 10 yrs. |
|---|---|---|---|---|
| Before sales charge | 1.79% | 5.22% | 5.77% | 9.81% |
| After sales charge | N/A | N/A | N/A | N/A |
| Russell 3000 Index | 6.53% | 10.04% | 10.03% | 13.72% |
| Putnam Growth Blended Benchmark | 4.50% | 7.41% | 7.55% | 10.33% |
Current performance may be lower or higher than the quoted past performance, which cannot guarantee future results. Share price, principal value, and return will vary, and you may have a gain or loss when you sell your shares. Performance assumes reinvestment of distributions and does not account for taxes. Returns before sales charge do not reflect the current maximum sales charges as indicated below. Had the sales charge been reflected, returns would be lower. Returns at public offering price (after sales charge) for class A and class M shares reflect the current maximum initial sales charges of 5.75% and 3.50% for equity funds and 4.00% and 3.25% for income funds (2.25% for class A of Putnam Floating Rate Income Fund, Short-Term Municipal Income, Short Duration Bond Fund, and Fixed Income Absolute Return Fund), respectively. Class B share returns reflect the applicable contingent deferred sales charge (CDSC), which is 5% in the first year, declining to 1% in the sixth year, and is eliminated thereafter (except for Putnam Floating Rate Income Fund, Putnam Short Duration Bond Fund, Putnam Fixed Income Absolute Return Fund, and Putnam Short-Term Municipal Income Fund, which is 1% in the first year, declining to 0.5% in the second year, and is eliminated thereafter). Class C shares reflect a 1% CDSC the first year that is eliminated thereafter. Performance for class B, C, M, N, R, and Y shares prior to their inception is derived from the historical performance of class A shares, adjusted for the applicable sales charge (or CDSC) and, except for class Y shares, the higher operating expenses for such shares (with the exception of Putnam Tax-Free High Yield Fund and Putnam AMT-Free Municipal Fund, which are based on the historical performance of class B shares). Performance for class A, C, R6, and Y shares of Putnam Mortgage Opportunities Fund before their inception is derived from the historical performance of class I shares, which have been adjusted for the applicable sales charge (or CDSC) and the higher operating expenses for such shares. Returns at public offering price (after sales charge) for class N shares reflect the current maximum initial sales charge of 1.50%. Class R5/R6 shares, available to qualified employee-benefit plans only, are sold without an initial sales charge and have no CDSC. Class Y shares are generally only available for corporate and institutional clients and have no initial sales charge. Performance for class R5/R6 shares before their inception are derived from the historical performance of class Y shares, which have not been adjusted for the lower expenses; had they, returns would have been higher. Class A shares of Putnam money market funds have no initial sales charge. For a portion of the period, some funds had expenses limitations or had been sold on a limited basis with limited assets and expenses, without which returns would be lower.
Performance snapshot
| Before sales charge | After sales charge | ||
|---|---|---|---|
| 1 mt. as of 07/31/20 | 5.02% | - | |
| YTD as of 08/03/20 | 1.67% | - | |
Risk-adjusted performance as of 06/30/20
| Sharpe ratio (3 yrs.) | 0.25 |
|---|
Volatility as of 06/30/20
| Standard deviation (3 yrs.) | 14.35% |
|---|
Lipper rankings as of 06/30/20
| Time period | Rank/Funds in category | Percentile ranking |
|---|---|---|
| 1 yr. | 297/475 | 63% |
| 3 yrs. | 261/446 | 59% |
| 5 yrs. | 189/402 | 47% |
| 10 yrs. | 40/297 | 14% |
Morningstar Ratings™ as of 06/30/20
| Time period | Funds in category | Morningstar Rating™ |
|---|---|---|
| Overall | 309 | |
| 3 yrs. | 309 | |
| 5 yrs. | 278 | |
| 10 yrs. | 194 |
Distributions
| Record/Ex dividend date | 12/18/19 |
|---|---|
| Payable date | 12/20/19 |
| Income | $0.298 |
| Extra income | -- |
| Short-term cap. gain | -- |
| Long-term cap. gain | -- |
Lipper rankings are based on total return without sales charge relative to all share classes of funds with similar objectives as determined by Lipper. Past performance is not indicative of future results.
The Morningstar RatingTM for funds, or "star rating", is calculated for managed products (including mutual funds, variable annuity and variable life subaccounts, exchange-traded funds, closed-end funds, and separate accounts) with at least a three-year history. Exchange-traded funds and open-ended mutual funds are considered a single population for comparative purposes. It is calculated based on a Morningstar Risk-Adjusted Return measure that accounts for variation in a managed product's monthly excess performance, placing more emphasis on downward variations and rewarding consistent performance. The top 10% of products in each product category receive 5 stars, the next 22.5% receive 4 stars, the next 35% receive 3 stars, the next 22.5% receive 2 stars, and the bottom 10% receive 1 star. The Overall Morningstar Rating for a managed product is derived from a weighted average of the performance figures associated with its three-, five-, and 10-year (if applicable) Morningstar Rating metrics. The weights are: 100% three-year rating for 36-59 months of total returns, 60% five-year rating/40% three-year rating for 60-119 months of total returns, and 50% 10-year rating/30% five-year rating/20% three-year rating for 120 or more months of total returns. While the 10-year overall star rating formula seems to give the most weight to the 10-year period, the most recent three-year period actually has the greatest impact because it is included in all three rating periods.
The up-market capture ratio is used to evaluate how well an investment manager performed relative to an index during periods when that index has risen. The ratio is calculated by dividing the manager’s returns by the returns of the index during the up-market, and multiplying that factor by 100. The down-market capture ratio is used to evaluate how well an investment manager performed relative to an index during periods when that index has dropped. The ratio is calculated by dividing the manager’s returns by the returns of the index during the down-market and multiplying that factor by 100.
Holdings
| Apple Inc Sedol 2046251 | 2.91% |
|---|---|
| Amazon.Com Inc Sedol 2000019 | 2.60% |
| Microsoft Corp Sedol 2588173 | 2.60% |
| Gnma Gii30 Tba 03.5000 07/01/2050 | 1.48% |
| Alphabet Inc-Cl A Sedol Byvy8g0 | 1.18% |
| Fnma Fn30 Tba Umbs 02.5000 07/01/2050 | 1.10% |
| Adobe Inc Sedol 2008154 | 0.97% |
| Jpmorgan Chase & Co Sedol 2190385 | 0.95% |
| Procter & Gamble Co/The Sedol 2704407 | 0.81% |
| Fnma Fn30 Tba Umbs 04.0000 07/01/2050 | 0.80% |
| Top 10 holdings, percent of portfolio | 15.40% |
| Top 10 holdings as of 06/30/20 | |
|---|---|
| Apple Inc Sedol 2046251 | |
| Amazon.Com Inc Sedol 2000019 | |
| Microsoft Corp Sedol 2588173 | |
| Gnma Gii30 Tba 03.5000 07/01/2050 | |
| Alphabet Inc-Cl A Sedol Byvy8g0 | |
| Fnma Fn30 Tba Umbs 02.5000 07/01/2050 | |
| Adobe Inc Sedol 2008154 | |
| Jpmorgan Chase & Co Sedol 2190385 | |
| Procter & Gamble Co/The Sedol 2704407 | |
| Fnma Fn30 Tba Umbs 04.0000 07/01/2050 | |
| Holdings represent 15.40% of portfolio | |
| Top 10 holdings as of 05/31/20 | |
|---|---|
| Apple Inc Sedol 2046251 | |
| Microsoft Corp Sedol 2588173 | |
| Amazon.Com Inc Sedol 2000019 | |
| Alphabet Inc-Cl A Sedol Byvy8g0 | |
| Fnma Fn30 Tba Umbs 02.5000 06/01/2050 | |
| Jpmorgan Chase & Co Sedol 2190385 | |
| Adobe Inc Sedol 2008154 | |
| Procter & Gamble Co/The Sedol 2704407 | |
| Cisco Systems Inc Sedol 2198163 | |
| Gnma Gii30 Tba 03.5000 06/01/2050 | |
| Holdings represent 14.05% of portfolio | |
| Top 10 holdings as of 04/30/20 | |
|---|---|
| Apple Inc Sedol 2046251 | |
| Microsoft Corp Sedol 2588173 | |
| Amazon.Com Inc Sedol 2000019 | |
| Gnma Gii30 Tba 03.5000 05/01/2050 | |
| Alphabet Inc-Cl A Sedol Byvy8g0 | |
| Jpmorgan Chase & Co Sedol 2190385 | |
| Procter & Gamble Co/The Sedol 2704407 | |
| Adobe Inc Sedol 2008154 | |
| Fnma Fn30 Tba Umbs 02.5000 05/01/2050 | |
| Verizon Communications Inc Sedol 2090571 | |
| Holdings represent 14.14% of portfolio | |
| Top 10 holdings as of 03/31/20 | |
|---|---|
| Apple Inc Sedol 2046251 | |
| Amazon.Com Inc Sedol 2000019 | |
| Alphabet Inc-Cl A Sedol Byvy8g0 | |
| Fnma Fn30 Tba Umbs 02.5000 04/01/2050 | |
| Microsoft Corp Sedol 2588173 | |
| Gnma Gii30 Tba 03.5000 04/01/2050 | |
| Jpmorgan Chase & Co Sedol 2190385 | |
| Verizon Communications Inc Sedol 2090571 | |
| Procter & Gamble Co/The Sedol 2704407 | |
| Adobe Inc Sedol 2008154 | |
| Holdings represent 16.30% of portfolio | |
| GSGLPWDL R US0001M P 12/15/25 GS | 6.06% |
|---|---|
| E-MINI RUSS 2000 SEP20 RTYU0 | 4.50% |
| CGPUTQL2 R US0003M P 06/10/21 CI | 3.08% |
| APPLE INC SEDOL 2046251 | 2.95% |
| AMAZON.COM INC SEDOL 2000019 | 2.64% |
| MICROSOFT CORP SEDOL 2588173 | 2.62% |
| S&P MID 400 EMINI SEP20 FAU0 | 2.13% |
| S&P500 EMINI FUT SEP20 ESU0 | 1.85% |
| US 5YR NOTE (CBT) SEP20 FVU0 | 1.84% |
| GNMA GII30 TBA 03.5000 07/01/2050 | 1.48% |
| GSGLPHCL R US0001M P 12/15/25 GS | 1.22% |
| ALPHABET INC-CL A SEDOL BYVY8G0 | 1.21% |
| FNMA FN30 TBA UMBS 02.5000 07/01/2050 | 1.10% |
| US ULTRA BOND CBT SEP20 WNU0 | 1.01% |
| ADOBE INC SEDOL 2008154 | 0.99% |
| JPMORGAN CHASE & CO SEDOL 2190385 | 0.96% |
| US 10YR NOTE (CBT)SEP20 TYU0 | 0.96% |
| PROCTER & GAMBLE CO/THE SEDOL 2704407 | 0.83% |
| FNMA FN30 TBA UMBS 04.0000 07/01/2050 | 0.80% |
| CISCO SYSTEMS INC SEDOL 2198163 | 0.76% |
| QUALCOMM INC SEDOL 2714923 | 0.72% |
| CITIGROUP INC SEDOL 2297907 | 0.72% |
| VERIZON COMMUNICATIONS INC SEDOL 2090571 | 0.70% |
| JOHNSON & JOHNSON SEDOL 2475833 | 0.70% |
| FNMA FN15 TBA UMBS 03.0000 07/01/2035 | 0.64% |
| NORTHROP GRUMMAN CORP SEDOL 2648806 | 0.59% |
| FHLMC FR30 ZS4750 UMBS 03.0000 01/01/2048 | 0.58% |
| ALIBABA GROUP HOLDING LTD SEDOL BK6YZP5 | 0.57% |
| MERCK & CO. INC. SEDOL 2778844 | 0.56% |
| EBAY INC SEDOL 2293819 | 0.54% |
| TENCENT HOLDINGS LTD SEDOL BMMV2K8 | 0.54% |
| ELI LILLY & CO SEDOL 2516152 | 0.53% |
| AMGEN INC SEDOL 2023607 | 0.52% |
| MATCHPOINT FINANCE PLC 57666AH47 DCP 08/04/2020 | 0.52% |
| CHEVRON CORP | 0.51% |
| INTUIT INC SEDOL 2459020 | 0.50% |
| PEPSICO INC SEDOL 2681511 | 0.49% |
| ALPHABET INC-CL C SEDOL BYY88Y7 | 0.48% |
| LIBERTY STREET FUNDING LLC 53127TGF4 DCP 07/15/2020 | 0.47% |
| VICTORY RECEIVABLES CORP 92646KG97 DCP 07/09/2020 | 0.47% |
| DANAHER CORP SEDOL 2250870 | 0.47% |
| LOCKHEED MARTIN CORP SEDOL 2522096 | 0.46% |
| DOCUSIGN INC SEDOL BFYT7B7 | 0.43% |
| COMCAST CORP-CLASS A SEDOL 2044545 | 0.43% |
| NVIDIA CORP SEDOL 2379504 | 0.42% |
| COCA-COLA CO/THE SEDOL 2206657 | 0.42% |
| WALMART INC SEDOL 2936921 | 0.42% |
| AMERICAN TOWER CORP SEDOL B7FBFL2 | 0.42% |
| ACTIVISION BLIZZARD INC SEDOL 2575818 | 0.41% |
| FACEBOOK INC-CLASS A SEDOL B7TL820 | 0.41% |
| US LONG BOND(CBT) SEP20 USU0 | 0.40% |
| REGENERON PHARMACEUTICALS SEDOL 2730190 | 0.40% |
| MEDTRONIC PLC SEDOL BTN1Y11 | 0.39% |
| HONEYWELL INTERNATIONAL INC SEDOL 2020459 | 0.38% |
| TAIWAN SEMICONDUCTOR MANUFAC SEDOL 6889106 | 0.38% |
| PAYPAL HOLDINGS INC SEDOL BYW36M8 | 0.38% |
| AMERICAN ELECTRIC POWER SEDOL 2026242 | 0.37% |
| FIDELITY NATIONAL INFO SERV SEDOL 2769796 | 0.37% |
| CHARTER COMMUNICATIONS INC-A SEDOL BZ6VT82 | 0.36% |
| FNMA FN30 TBA UMBS 02.5000 08/01/2050 | 0.35% |
| VISA INC-CLASS A SHARES SEDOL B2PZN04 | 0.35% |
| ROCHE HOLDING AG-GENUSSCHEIN SEDOL 7110388 | 0.35% |
| VERTEX PHARMACEUTICALS INC SEDOL 2931034 | 0.34% |
| BOOKING HOLDINGS INC SEDOL BDRXDB4 | 0.33% |
| EXELON CORP SEDOL 2670519 | 0.33% |
| ABBVIE INC SEDOL B92SR70 | 0.32% |
| TREASURY BILL 00.0000 07/14/2020 | 0.32% |
| UNION PACIFIC CORP SEDOL 2914734 | 0.31% |
| FNMA FN30 MA3563 UMBS 04.0000 01/01/2049 | 0.30% |
| UNITEDHEALTH GROUP INC SEDOL 2917766 | 0.29% |
| SERVICENOW INC SEDOL B80NXX8 | 0.29% |
| OTIS WORLDWIDE CORP SEDOL BK531S8 | 0.29% |
| TARGET CORP SEDOL 2259101 | 0.28% |
| TREASURY BILL 00.0000 08/13/2020 | 0.28% |
| SAMSUNG ELECTRONICS CO LTD SEDOL 6771720 | 0.28% |
| BANK OF AMERICA CORP SEDOL 2295677 | 0.28% |
| HOME DEPOT INC SEDOL 2434209 | 0.28% |
| NOVARTIS AG-REG SEDOL 7103065 | 0.28% |
| ABBOTT LABORATORIES SEDOL 2002305 | 0.27% |
| CASH MGMT BILL 00.0000 09/08/2020 | 0.26% |
| FED HOME LN DISCOUNT NT 313384A66 GDC 08/03/2020 | 0.26% |
| METLIFE INC SEDOL 2573209 | 0.26% |
| VEEVA SYSTEMS INC-CLASS A SEDOL BFH3N85 | 0.26% |
| MASTERCARD INC - A SEDOL B121557 | 0.26% |
| STARBUCKS CORP SEDOL 2842255 | 0.26% |
| WASTE MANAGEMENT INC SEDOL 2937667 | 0.26% |
| TEXAS INSTRUMENTS INC SEDOL 2885409 | 0.25% |
| ALLSTATE CORP SEDOL 2019952 | 0.24% |
| HUMANA INC SEDOL 2445063 | 0.24% |
| GOLDMAN SACHS GROUP INC SEDOL 2407966 | 0.23% |
| CRH PLC SEDOL 4182249 | 0.23% |
| FNMA FN30 FM1741 UMBS 04.0000 04/01/2049 | 0.23% |
| LONZA GROUP AG-REG SEDOL 7333378 | 0.23% |
| JOHNSON CONTROLS INTERNATION SEDOL BY7QL61 | 0.23% |
| PFIZER INC SEDOL 2684703 | 0.22% |
| XILINX INC SEDOL 2985677 | 0.22% |
| SONY CORP SEDOL 6821506 | 0.22% |
| FNMA FN30 TBA UMBS 06.0000 07/01/2050 | 0.21% |
| MONDELEZ INTERNATIONAL INC-A SEDOL B8CKK03 | 0.21% |
| NIKE INC -CL B SEDOL 2640147 | 0.21% |
| COSTAR GROUP INC SEDOL 2262864 | 0.20% |
| CROWN CASTLE INTL CORP SEDOL BTGQCX1 | 0.20% |
| MORGAN STANLEY | 0.20% |
| OKTA INC SEDOL BDFZSP1 | 0.20% |
| IDEXX LABORATORIES INC SEDOL 2459202 | 0.20% |
| HILTON WORLDWIDE HOLDINGS IN SEDOL BYVMW06 | 0.20% |
| CLOROX COMPANY SEDOL 2204026 | 0.19% |
| PULTEGROUP INC SEDOL 2708841 | 0.19% |
| CUMMINS INC SEDOL 2240202 | 0.19% |
| EDWARDS LIFESCIENCES CORP SEDOL 2567116 | 0.19% |
| AT&T INC SEDOL 2831811 | 0.18% |
| SALESFORCE.COM INC SEDOL 2310525 | 0.18% |
| CHINA MOBILE LTD SEDOL 6073556 | 0.18% |
| CADENCE DESIGN SYS INC SEDOL 2302232 | 0.18% |
| NINTENDO CO LTD SEDOL 6639550 | 0.18% |
| CIGNA CORP SEDOL BHJ0775 | 0.17% |
| FNMA FN30 FM1521 UMBS 04.0000 05/01/2049 | 0.17% |
| RELIANCE INDUSTRIES LTD SEDOL 6099626 | 0.17% |
| AIA GROUP LTD SEDOL B4TX8S1 | 0.17% |
| EQUINIX INC SEDOL BVLZX12 | 0.17% |
| NESTLE SA-REG SEDOL 7123870 | 0.17% |
| BIOGEN INC SEDOL 2455965 | 0.16% |
| FORTINET INC SEDOL B5B2106 | 0.16% |
| KONINKLIJKE AHOLD DELHAIZE N SEDOL BD0Q398 | 0.16% |
| SHERWIN-WILLIAMS CO/THE SEDOL 2804211 | 0.16% |
| SYNOPSYS INC SEDOL 2867719 | 0.16% |
| CAPITAL ONE FINANCIAL CORP SEDOL 2654461 | 0.16% |
| BJ'S WHOLESALE CLUB HOLDINGS SEDOL BFZNZF8 | 0.16% |
| FNMA FN30 TBA UMBS 03.0000 08/01/2050 | 0.16% |
| S&P GLOBAL INC SEDOL BYV2325 | 0.16% |
| AXA SA SEDOL 7088429 | 0.16% |
| BRISTOL-MYERS SQUIBB CO SEDOL 2126335 | 0.16% |
| KDDI CORP SEDOL 6248990 | 0.16% |
| FNMA FN30 AL9859 UMBS 03.0000 03/01/2047 | 0.15% |
| PHILLIPS 66 SEDOL B78C4Y8 | 0.15% |
| KINDER MORGAN INC SEDOL B3NQ4P8 | 0.15% |
| SUMITOMO MITSUI FINANCIAL GR SEDOL 6563024 | 0.15% |
| TAKE-TWO INTERACTIVE SOFTWRE SEDOL 2122117 | 0.15% |
| NRG ENERGY INC SEDOL 2212922 | 0.15% |
| FNMA FN30 MA2737 UMBS 03.0000 09/01/2046 | 0.14% |
| AFLAC INC SEDOL 2026361 | 0.14% |
| AMERIPRISE FINANCIAL INC SEDOL B0J7D57 | 0.14% |
| ESTEE LAUDER COMPANIES-CL A SEDOL 2320524 | 0.14% |
| DEUTSCHE BOERSE AG SEDOL 7021963 | 0.14% |
| TREASURY BILL 00.0000 07/23/2020 | 0.14% |
| ANGLO AMER PLC SEDOL B1XZS82 | 0.14% |
| HDFC BANK LIMITED SEDOL BK1N461 | 0.14% |
| JD.COM INC-ADR SEDOL BMM27D9 | 0.14% |
| NOVO NORDISK A/S-B SEDOL BHC8X90 | 0.14% |
| DEXCOM INC SEDOL B0796X4 | 0.14% |
| KLA CORP SEDOL 2480138 | 0.14% |
| UNITED RENTALS INC SEDOL 2134781 | 0.14% |
| ASTRAZENECA PLC-SPONS ADR SEDOL 2989044 | 0.13% |
| HOLOGIC INC SEDOL 2433530 | 0.13% |
| SYNCHRONY FINANCIAL SEDOL BP96PS6 | 0.13% |
| GAMING AND LEISURE PROPERTIE SEDOL BFPK4S5 | 0.12% |
| ASTRAZENECA PLC SEDOL 0989529 | 0.12% |
| DELTA AIR LINES INC SEDOL B1W9D46 | 0.12% |
| WASTE CONNECTIONS INC SEDOL BYVG1F6 | 0.12% |
| AKAMAI TECHNOLOGIES INC SEDOL 2507457 | 0.12% |
| ALLIANZ SE-REG SEDOL 5231485 | 0.12% |
| DOW INC SEDOL BHXCF84 | 0.12% |
| EXXON MOBIL CORP SEDOL 2326618 | 0.12% |
| ROYAL DUTCH SHELL PLC-B SHS SEDOL B03MM40 | 0.12% |
| MEDIATEK INC SEDOL 6372480 | 0.12% |
| TREASURY BILL 00.0000 09/03/2020 | 0.12% |
| ATLASSIAN CORP PLC-CLASS A SEDOL BZ09BD1 | 0.12% |
| JACK HENRY & ASSOCIATES INC SEDOL 2469193 | 0.12% |
| WESFARMERS LTD SEDOL 6948836 | 0.12% |
| HERSHEY CO/THE SEDOL 2422806 | 0.12% |
| LAM RESEARCH CORP SEDOL 2502247 | 0.12% |
| KERING SEDOL 5505072 | 0.12% |
| BOSTON PROPERTIES INC SEDOL 2019479 | 0.11% |
| PNC FINANCIAL SERVICES GROUP SEDOL 2692665 | 0.11% |
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| SK HYNIX INC SEDOL 6450267 | 0.11% |
| AIR PRODUCTS & CHEMICALS INC SEDOL 2011602 | 0.11% |
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| RIO TINTO PLC SEDOL 0718875 | 0.11% |
| CONOCOPHILLIPS | 0.11% |
| CIA PARANAENSE DE ENERGI-PFB | 0.11% |
| DEUTSCHE TELEKOM AG-REG SEDOL 5842359 | 0.11% |
| PRUDENTIAL PLC SEDOL 0709954 | 0.11% |
| GODADDY INC - CLASS A SEDOL BWFRFC6 | 0.11% |
| SBA COMMUNICATIONS CORP SEDOL BZ6TS23 | 0.11% |
| ZIMMER BIOMET HOLDINGS INC SEDOL 2783815 | 0.11% |
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| 2020 CASH EXCH TRUST P/P 144A 05.2500 CV PFD | 0.10% |
| SOUTHWEST AIRLINES CO SEDOL 2831543 | 0.10% |
| TATA CONSULTANCY SVS LTD SEDOL B01NPJ1 | 0.10% |
| DEUTSCHE POST AG-REG SEDOL 4617859 | 0.10% |
| TOTAL SA SEDOL B15C557 | 0.10% |
| COMPASS GROUP PLC SEDOL BD6K457 | 0.10% |
| FREEPORT-MCMORAN INC SEDOL 2352118 | 0.10% |
| RAYTHEON TECHNOLOGIES CORP SEDOL BM5M5Y3 | 0.10% |
| VALERO ENERGY CORP SEDOL 2041364 | 0.10% |
| FNMA FN30 BM5024 UMBS 03.0000 11/01/2048 | 0.10% |
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| APOLLO GLOBAL MANAGEMENT INC SEDOL BKRLVD5 | 0.10% |
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| L OREAL SEDOL 4057808 | 0.10% |
| SEATTLE GENETICS INC SEDOL 2738127 | 0.10% |
| LUKOIL PJSC-SPON ADR SEDOL BYZDW27 | 0.09% |
| CHIPOTLE MEXICAN GRILL INC SEDOL B0X7DZ3 | 0.09% |
| ITOCHU CORP SEDOL 6467803 | 0.09% |
| MERCADOLIBRE INC SEDOL B23X1H3 | 0.09% |
| RINGCENTRAL INC-CLASS A SEDOL BDZCRX3 | 0.09% |
| SANDVIK AB SEDOL B1VQ252 | 0.09% |
| LEIDOS HOLDINGS INC SEDOL BDV82B8 | 0.09% |
| VERIZON COMM 04.3290 09/21/2028 | 0.09% |
| EVERBRIDGE INC SEDOL BYY5ZB4 | 0.09% |
| TREASURY BILL 00.0000 07/21/2020 | 0.09% |
| EATON CORP PLC SEDOL B8KQN82 | 0.09% |
| BOOZ ALLEN HAMILTON HOLDINGS SEDOL B5367T7 | 0.09% |
| LIBERTY MEDIA COR-SIRIUSXM C SEDOL BD8QGH9 | 0.09% |
| MEITUAN DIANPING SEDOL BGJW376 | 0.09% |
| TREASURY BILL 00.0000 09/10/2020 | 0.09% |
| ASSURED GUARANTY LTD SEDOL B00V7H8 | 0.08% |
| BF0101 03.5000 06/01/2056 | 0.08% |
| FERGUSON PLC SEDOL BJVNSS4 | 0.08% |
| DUPONT DE NEMOURS INC SEDOL BK0VN47 | 0.08% |
| INDUSTRIA DE DISENO TEXTIL SEDOL BP9DL90 | 0.08% |
| THERMO FISHER SCIENTIFIC INC SEDOL 2886907 | 0.08% |
| AMETEK INC SEDOL 2089212 | 0.08% |
| DISCOVER FINANCIAL SERVICES SEDOL B1YLC43 | 0.08% |
| ESSITY AKTIEBOLAG-B SEDOL BF1K7P7 | 0.08% |
| SCHNEIDER ELECTRIC SE SEDOL 4834108 | 0.08% |
| STACR 2016-DNA2 M3 04.8345 10/25/2028 | 0.08% |
| ALBEMARLE CORP SEDOL 2046853 | 0.08% |
| AVERY DENNISON CORP SEDOL 2066408 | 0.08% |
| HINDUSTAN UNILEVER LTD SEDOL 6261674 | 0.08% |
| ROPER TECHNOLOGIES INC SEDOL 2749602 | 0.08% |
| RADIAN GROUP INC SEDOL 2173911 | 0.08% |
| COCA-COLA HBC AG-DI SEDOL B9895B7 | 0.08% |
| LINDE PLC SEDOL BZ12WP8 | 0.08% |
| NEXI SPA SEDOL BJ1F880 | 0.08% |
| PROSUS NV SEDOL BJDS7M4 | 0.08% |
| TOTVS SA SEDOL B10LQP6 | 0.08% |
| YANDEX NV-A SEDOL B5BSZB3 | 0.08% |
| ASTELLAS PHARMA INC SEDOL 6985383 | 0.08% |
| NEW ORIENTAL EDUCATIO-SP ADR SEDOL B1CN1G6 | 0.08% |
| PETROBRAS GLOBAL FINANCE USD 06.2500 03/17/2024 | 0.08% |
| APTIV PLC SEDOL B783TY6 | 0.08% |
| NAVER CORP SEDOL 6560393 | 0.08% |
| UNILEVER NV SEDOL B1527V7 | 0.08% |
| WUXI APPTEC CO LTD-H SEDOL BGHH0L6 | 0.08% |
| ADIDAS AG SEDOL 4031976 | 0.08% |
| AMEREN CORPORATION SEDOL 2050832 | 0.08% |
| AMERICAN INTERNATIONAL GROUP SEDOL 2027342 | 0.08% |
| ING GROEP NV-CVA SEDOL 7154182 | 0.08% |
| SYSCO CORP SEDOL 2868165 | 0.08% |
| CENTRE TESTING INTL GROUP-A SEDOL BD5C7D3 | 0.08% |
| EDENRED SEDOL B62G1B5 | 0.08% |
| ENTERGY CORP SEDOL 2317087 | 0.08% |
| PARTNERS GROUP HOLDING AG SEDOL B119QG0 | 0.08% |
| STATE STREET CORP SEDOL 2842040 | 0.08% |
| ALIBABA GROUP HOLDING-SP ADR SEDOL BP41ZD1 | 0.07% |
| LONDON STOCK EXCHANGE GROUP SEDOL B0SWJX3 | 0.07% |
| SECOM CO LTD SEDOL 6791591 | 0.07% |
| VOLTRONIC POWER TECHNOLOGY SEDOL B96HCH8 | 0.07% |
| AGNC INVESTMENT CORP SEDOL BYYHJL8 | 0.07% |
| CARLSBERG AS-B SEDOL 4169219 | 0.07% |
| CHINA LESSO GROUP HOLDINGS L SEDOL BCDBKF8 | 0.07% |
| GOLDMAN SACHS GROUP INC 02.6000 12/27/2020 | 0.07% |
| TOP GLOVE CORP BHD SEDOL B05L892 | 0.07% |
| VERISK ANALYTICS INC SEDOL B4P9W92 | 0.07% |
| VISTRA CORP SEDOL BZ8VJQ8 | 0.07% |
| WEST PHARMACEUTICAL SERVICES SEDOL 2950482 | 0.07% |
| ENTERPRISE PRODUCTS PARTNERS SEDOL 2285388 | 0.07% |
| KAKAO CORP SEDOL 6194037 | 0.07% |
| SCHWAB (CHARLES) CORP SEDOL 2779397 | 0.07% |
| POYA INTERNATIONAL CO LTD SEDOL 6541826 | 0.07% |
| WOLTERS KLUWER SEDOL 5671519 | 0.07% |
| AES CORP SEDOL 2002479 | 0.07% |
| ESSEX PROPERTY TRUST INC SEDOL 2316619 | 0.07% |
| TREASURY BILL 00.0000 08/20/2020 | 0.07% |
| WULIANGYE YIBIN CO LTD-A SEDOL BD5CPG2 | 0.07% |
| ABBVIE INC P/P 144A 03.2000 11/21/2029 | 0.07% |
| JPMORGAN CHASE & CO 03.9640 11/15/2048 | 0.07% |
| DAIKIN INDUSTRIES LTD SEDOL 6250724 | 0.07% |
| ENEL SPA SEDOL 7144569 | 0.07% |
| SHIONOGI & CO LTD SEDOL 6804682 | 0.07% |
| UNIVERSAL VISION BIOTECHNOLO SEDOL 6732051 | 0.07% |
| BNP PARIBAS SEDOL 7309681 | 0.07% |
| TECHTRONIC INDUSTRIES CO LTD SEDOL B0190C7 | 0.07% |
| DANAHER CORP 05.0000 CV PFD | 0.07% |
| FIFTH THIRD BANCORP SEDOL 2336747 | 0.06% |
| FU SHOU YUAN INTERNATIONAL SEDOL BH4TZ73 | 0.06% |
| KONINKLIJKE DSM NV SEDOL B0HZL93 | 0.06% |
| SAFARICOM PLC SEDOL B2QN3J6 | 0.06% |
| AKZO NOBEL N.V. SEDOL BJ2KSG2 | 0.06% |
| BP PLC SEDOL 0798059 | 0.06% |
| HITACHI LTD SEDOL 6429104 | 0.06% |
| GENERAL MOTORS CO SEDOL B665KZ5 | 0.06% |
| INVITATION HOMES INC SEDOL BD81GW9 | 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% |
| ORACLE CORP SEDOL 2661568 | 0.06% |
| SKANDINAVISKA ENSKILDA BAN-A SEDOL 4813345 | 0.06% |
| ACCENTURE PLC-CL A SEDOL B4BNMY3 | 0.06% |
| AVIVA PLC SEDOL 0216238 | 0.06% |
| CENTERPOINT ENERGY INC SEDOL 2440637 | 0.06% |
| DOVER CORP SEDOL 2278407 | 0.06% |
| EASTMAN CHEMICAL CO SEDOL 2298386 | 0.06% |
| GARMIN LTD SEDOL B3Z5T14 | 0.06% |
| ORSTED A/S SEDOL BYT16L4 | 0.06% |
| PEUGEOT SA SEDOL 7103526 | 0.06% |
| QUIDEL CORP SEDOL 2717591 | 0.06% |
| SHENZHEN MINDRAY BIO-MEDIC-A SEDOL BHQK864 | 0.06% |
| THALES SA SEDOL 4162791 | 0.06% |
| ZALANDO SE SEDOL BQV0SV7 | 0.06% |
| BANCO BILBAO VIZCAYA ARGENTA SEDOL 5501906 | 0.06% |
| COMMONWEALTH BK AUST P/P 144A 02.2000 11/09/2020 | 0.06% |
| DIAGEO PLC SEDOL 0237400 | 0.06% |
| DIAMOND 1 FIN/DIAM P/P 144A 06.0200 06/15/2026 | 0.06% |
| IHS MARKIT LTD P/P 144A 04.7500 02/15/2025 | 0.06% |
| PINNACLE WEST CAPITAL SEDOL 2048804 | 0.06% |
| REPUBLIC SERVICES INC SEDOL 2262530 | 0.06% |
| UNITED AIRLINES HOLDINGS INC SEDOL B4QG225 | 0.06% |
| ARAMARK SEDOL BH3XG17 | 0.06% |
| CITIGROUP INC 03.6680 07/24/2028 | 0.06% |
| FNMA FN30 BM1172 UMBS 03.0000 03/01/2047 | 0.06% |
| HILL-ROM HOLDINGS INC SEDOL 2425924 | 0.06% |
| SIG COMBIBLOC GROUP AG SEDOL BD5GN60 | 0.06% |
| CHINA RESOURCES GAS GROUP LT SEDOL 6535517 | 0.06% |
| CK ASSET HOLDINGS LTD SEDOL BYZQ077 | 0.06% |
| DASSAULT SYSTEMES SA SEDOL 5330047 | 0.06% |
| SAMSUNG ELECTRONICS-PREF SEDOL 6773812 | 0.06% |
| TENCENT HOLDINGS LTD-UNS ADR SEDOL B3F2DZ7 | 0.06% |
| VODAFONE GROUP PLC SEDOL BH4HKS3 | 0.06% |
| WH GROUP LTD SEDOL BLLHKZ1 | 0.06% |
| AVALONBAY COMMUNITIES INC SEDOL 2131179 | 0.06% |
| CF INDUSTRIES HOLDINGS INC SEDOL B0G4K50 | 0.06% |
| JUMBO SA SEDOL 7243530 | 0.06% |
| LI NING CO LTD SEDOL B01JCK9 | 0.06% |
| MORGAN STANLEY 03.6250 01/20/2027 | 0.06% |
| NETWORK INTERNATIONAL HOLDIN SEDOL BH3VJ78 | 0.06% |
| TREASURY BILL 00.0000 08/06/2020 | 0.06% |
| WOOLWORTHS GROUP LTD SEDOL 6981239 | 0.06% |
| CBRE GROUP INC - A SEDOL B6WVMH3 | 0.06% |
| DUKE REALTY CORP SEDOL 2284084 | 0.06% |
| IMPERIAL BRANDS PLC SEDOL 0454492 | 0.06% |
| PING AN INSURANCE GROUP CO-H SEDOL B01FLR7 | 0.06% |
| DBUBS 2011-LC3A D P/P 144A 05.5126 08/10/2044 | 0.06% |
| GSCBPAND R US0001M P 12/15/25 GS | 0.06% |
| JPMORGAN CHASE & CO 03.6250 12/01/2027 | 0.06% |
| NXP SEMICONDUCTORS NV SEDOL B505PN7 | 0.06% |
| SINGAPORE EXCHANGE LTD SEDOL 6303866 | 0.06% |
| BANK OF AMERICA CORP 06.1100 01/29/2037 | 0.06% |
| COMPUGROUP MEDICAL SE & CO K SEDOL BMY7CH1 | 0.06% |
| COVESTRO AG SEDOL BYTBWY9 | 0.06% |
| DINO POLSKA SA SEDOL BD0YVN2 | 0.06% |
| GOLDMAN SACHS GROUP INC 03.8500 01/26/2027 | 0.06% |
| MGM RESORTS INTERNATIONAL SEDOL 2547419 | 0.06% |
| NTT DOCOMO INC SEDOL 6129277 | 0.06% |
| SAUDI INTL BOND P/P 144A 03.2500 10/22/2030 | 0.06% |
| SBERBANK PJSC -SPONSORED ADR SEDOL B5SC091 | 0.06% |
| TRANSDIGM GROUP INC SEDOL B11FJK3 | 0.06% |
| WELLS FARGO & COMPANY 02.6000 07/22/2020 | 0.06% |
| A-LIVING SVCS CO LTD SEDOL BFWK4M2 | 0.05% |
| AMDOCS LTD SEDOL 2256908 | 0.05% |
| DNB NOR ASA SEDOL 4263304 | 0.05% |
| DOLLAR GENERAL CORP SEDOL B5B1S13 | 0.05% |
| ELECTRONIC ARTS INC SEDOL 2310194 | 0.05% |
| HANA FINANCIAL GROUP SEDOL B0RNRF5 | 0.05% |
| FNMA FN30 BC1155 UMBS 03.0000 06/01/2046 | 0.05% |
| KION GROUP AG SEDOL BB22L96 | 0.05% |
| MTN GROUP LTD SEDOL 6563206 | 0.05% |
| ALLY FINANCIAL INC SEDOL B72XK05 | 0.05% |
| BERRY GLOBAL GROUP INC SEDOL B8BR3H3 | 0.05% |
| COMMERCIAL INTL BANK-GDR REG SEDOL 5668287 | 0.05% |
| CVS HEALTH CORP 04.7800 03/25/2038 | 0.05% |
| DBS GROUP HOLDINGS LTD SEDOL 6175203 | 0.05% |
| DNB BANK ASA P/P 144A 02.1500 12/02/2022 | 0.05% |
| LIVE NATION ENTERTAINMENT IN SEDOL B0T7YX2 | 0.05% |
| NIPPON TELEGRAPH & TELEPHONE SEDOL 6641373 | 0.05% |
| ORIX CORP SEDOL 6661144 | 0.05% |
| TESLA INC SEDOL B616C79 | 0.05% |
| VOLKSWAGEN AG PFD SEDOL 5497168 | 0.05% |
| VONOVIA SE SEDOL BBJPFY1 | 0.05% |
| BHP GROUP PLC SEDOL BH0P3Z9 | 0.05% |
| CLICKS GROUP LTD SEDOL 6105578 | 0.05% |
| TELEKOMUNIKASI INDONESIA PER SEDOL BD4T6W7 | 0.05% |
| TORONTO-DOMINION BANK USD 01.9000 12/01/2022 | 0.05% |
| AIER EYE HOSPITAL GROUP CO-A SEDOL BD5CLQ4 | 0.05% |
| BROADRIDGE FINANCIAL SOLUTIO SEDOL B1VP7R6 | 0.05% |
| CREDIT AGRICOLE SA SEDOL 7262610 | 0.05% |
| EIFFAGE SEDOL B13X013 | 0.05% |
| ELITE MATERIAL CO LTD SEDOL 6316121 | 0.05% |
| EQUITY RESIDENTIAL TR REIT | 0.05% |
| GILEAD SCIENCES INC SEDOL 2369174 | 0.05% |
| GLAXOSMITHKLINE PLC SEDOL 0925288 | 0.05% |
| LINCOLN NATIONAL CORP SEDOL 2516378 | 0.05% |
| ZOETIS INC SEDOL B95WG16 | 0.05% |
| APTARGROUP INC SEDOL 2045247 | 0.05% |
| AT&T INC. 03.8000 02/15/2027 | 0.05% |
| BRITISH AMERICAN TOBACCO PLC SEDOL 0287580 | 0.05% |
| DIASORIN SPA SEDOL B234WN9 | 0.05% |
| E.ON SE SEDOL 4942904 | 0.05% |
| INTERPUBLIC GROUP COS 04.6500 10/01/2028 | 0.05% |
| NORTONLIFELOCK INC SEDOL BJN4XN5 | 0.05% |
| SIRIUS XM RADIO INC P/P 144A 05.0000 08/01/2027 | 0.05% |
| UBS GROUP AG P/P 144A 03.4910 05/23/2023 | 0.05% |
| AGL ENERGY LTD SEDOL BSS7GP5 | 0.05% |
| BANK BTPN SYARIAH TBK PT SEDOL BFNBJ41 | 0.05% |
| BANK LEUMI LE-ISRAEL SEDOL 6076425 | 0.05% |
| JM SMUCKER CO/THE SEDOL 2951452 | 0.05% |
| LEGRAND SA SEDOL B11ZRK9 | 0.05% |
| MOLSON COORS BEVERAGE CO - B SEDOL B067BM3 | 0.05% |
| MWST 2019-1 A 00.9845 06/25/2052 | 0.05% |
| NIPPON PROLOGIS REIT INC SEDOL B98BC67 | 0.05% |
| SPST 2020-2 A 01.0095 03/26/2021 | 0.05% |
| SSE PLC SEDOL 0790873 | 0.05% |
| SUNNY FRIEND ENVIRONMENTAL T SEDOL B6RXHJ1 | 0.05% |
| TELEDYNE TECHNOLOGIES INC SEDOL 2503477 | 0.05% |
| TOKYO ELECTRON LTD SEDOL 6895675 | 0.05% |
| VEREIT INC SEDOL BYVVTJ1 | 0.05% |
| FNMA FN30 BJ9256 UMBS 04.0000 06/01/2048 | 0.05% |
| SHIN-ETSU CHEMICAL CO LTD SEDOL 6804585 | 0.05% |
| SILERGY CORP SEDOL BH4DMW9 | 0.05% |
| SOFTWARE AG SEDOL BF06WX9 | 0.05% |
| SPST 2019-7 A 00.8848 09/24/2020 | 0.05% |
| UNITED MEXICAN STATES USD 05.5500 01/21/2045 | 0.05% |
| AT&T INC 04.1000 02/15/2028 | 0.05% |
| CAS 2016-C02 1M2 06.1845 09/25/2028 | 0.05% |
| DENTSPLY SIRONA INC SEDOL BYNPPC6 | 0.05% |
| GOODMAN GROUP SEDOL B03FYZ4 | 0.05% |
| HEICO CORP SEDOL 2419217 | 0.05% |
| HYPERA SA SEDOL B2QY968 | 0.05% |
| SALESFORCE.COM INC 03.7000 04/11/2028 | 0.05% |
| ALLISON TRANSMISSION HOLDING SEDOL B4PZ892 | 0.04% |
| APPLE INC 00.7500 05/11/2023 | 0.04% |
| COMPANHIA DE LOCACAO DAS AME SEDOL B82CQN4 | 0.04% |
| EXPEDITORS INTL WASH INC SEDOL 2325507 | 0.04% |
| MINEBEA CO LTD SEDOL 6642406 | 0.04% |
| NIHON M&A CENTER INC SEDOL B1DN466 | 0.04% |
| SPST 2019-11 A 00.9348 10/24/2020 | 0.04% |
| ASML HOLDING NV SEDOL B929F46 | 0.04% |
| ATLAS COPCO AB-A SHS SEDOL BD97BN2 | 0.04% |
| BANK OF AMERICA CORP 03.2480 10/21/2027 | 0.04% |
| ITOCHU TECHNO-SOLUTIONS CORP SEDOL 6200194 | 0.04% |
| TELEFONICA EMISIONES SAU USD 04.8950 03/06/2048 | 0.04% |
| CI FINANCIAL CORP SEDOL B3KT0S5 | 0.04% |
| CME GROUP INC SEDOL 2965839 | 0.04% |
| FERRARI NV SEDOL BD6G507 | 0.04% |
| T-MOBILE USA INC P/P 144A 03.7500 04/15/2027 | 0.04% |
| UBI SOFT ENTERTA SEDOL B1L3CS6 | 0.04% |
| AMERICAN TOWER CORP 03.1250 01/15/2027 | 0.04% |
| AUST & NZ BANKING GRP NY 02.1250 08/19/2020 | 0.04% |
| AXALTA COATING SYSTEMS LTD SEDOL BSFWCF5 | 0.04% |
| CROWN HOLDINGS INC | 0.04% |
| ENERGY TRANSFER OPERATNG 06.6250 02/15/2028 | 0.04% |
| FNMA FN30 AS7003 UMBS 03.0000 04/01/2046 | 0.04% |
| LINDE PLC SEDOL BYWD9S5 | 0.04% |
| OTSUKA CORP SEDOL 6267058 | 0.04% |
| WALGREENS BOOTS ALLIANCE INC SEDOL BTN1Y44 | 0.04% |
| BALL CORP SEDOL 2073022 | 0.04% |
| BRAMBLES LTD SEDOL B1FJ0C0 | 0.04% |
| CAS 2016-C01 1M2 06.9345 08/25/2028 | 0.04% |
| KEYCORP SEDOL 2490911 | 0.04% |
| KINGFISHER PLC SEDOL 3319521 | 0.04% |
| LNSTR 2015-3 B P/P 144A 03.3604 04/20/2048 | 0.04% |
| NEXON CO LTD SEDOL B63QM77 | 0.04% |
| PALTAC CORPORATION SEDOL B61BG94 | 0.04% |
| VIRTU FINANCIAL INC-CLASS A SEDOL BWTVWD4 | 0.04% |
| WIWYNN CORP SEDOL BF4QXG5 | 0.04% |
| CHARTER COMM OPT LLC 06.4840 10/23/2045 | 0.04% |
| FORTESCUE METALS GROUP LTD SEDOL B2B2B49 | 0.04% |
| MRAIT 2020-2 A 02.1345 10/22/2020 | 0.04% |
| NOMURA RESEARCH INSTITUTE LT SEDOL 6390921 | 0.04% |
| STANDARD IND INC P/P 144A 05.0000 02/15/2027 | 0.04% |
| SVENSKA HANDELSBANKEN AB USD 01.9500 09/08/2020 | 0.04% |
| WILCON DEPOT INC SEDOL BYXYHM7 | 0.04% |
| BANQUE FED CRED MUTU P/P 144A 02.2000 07/20/2020 | 0.04% |
| CAS 2015-C04 2M2 05.7345 04/25/2028 | 0.04% |
| FAIRFAX FINL HLDGS USD 04.8500 04/17/2028 | 0.04% |
| PORSCHE AUTOMOBIL HLDG-PRF SEDOL 7101069 | 0.04% |
| REPUBLIC OF INDONESIA REGS 04.7500 01/08/2026 | 0.04% |
| SYMRISE AG SEDOL B1JB4K8 | 0.04% |
| VINCI SA SEDOL B1XH026 | 0.04% |
| ADECCO GROUP AG-REG SEDOL 7110720 | 0.04% |
| ASIAN PAINTS LTD SEDOL BCRWL65 | 0.04% |
| AXIS CAPITAL HOLDINGS LTD SEDOL 2677606 | 0.04% |
| CIT GROUP INC. 05.2500 03/07/2025 | 0.04% |
| ENI SPA SEDOL 7145056 | 0.04% |
| INTEL CORP SEDOL 2463247 | 0.04% |
| LOGITECH INTERNATIONAL-REG SEDOL B18ZRK2 | 0.04% |
| MICROSOFT CORP 02.4000 08/08/2026 | 0.04% |
| MICROSOFT CORP 03.7000 08/08/2046 | 0.04% |
| SUN COMMUNITIES INC SEDOL 2860257 | 0.04% |
| WFRBS 2011-C2 D P/P 144A 05.8498 02/15/2044 | 0.04% |
| 3I GROUP PLC SEDOL B1YW440 | 0.04% |
| FNMA FN30 AS8056 UMBS 03.0000 10/01/2046 | 0.04% |
| FNMA FN30 BC2733 UMBS 03.0000 05/01/2046 | 0.04% |
| LVMH MOET HENNESSY LOUIS VUI SEDOL 4061412 | 0.04% |
| MONSTER BEVERAGE CORP SEDOL BZ07BW4 | 0.04% |
| RENESAS ELECTRONICS CORP SEDOL 6635677 | 0.04% |
| SPRINT CORP 07.8750 09/15/2023 | 0.04% |
| UBS GROUP AG P/P 144A 03.0000 04/15/2021 | 0.04% |
| AURIZON HOLDINGS LTD SEDOL B87CVM3 | 0.04% |
| BAIDU INC - SPON ADR SEDOL B0FXT17 | 0.04% |
| CAS 2020-R01 1M2 02.2345 01/25/2040 | 0.04% |
| CCO HOLDINGS LLC P/P 144A 05.3750 06/01/2029 | 0.04% |
| CWALT 2006-OA10 4A1 00.3745 08/25/2046 | 0.04% |
| FIDELITY NATIONAL FINANCIAL SEDOL BNBRDD4 | 0.04% |
| FNMA FN40 BF0171 UMBS 04.0000 01/01/2057 | 0.04% |
| JUNIPER NETWORKS INC SEDOL 2431846 | 0.04% |
| MANUF & TRADERS TRUST CO 02.0500 08/17/2020 | 0.04% |
| PPG INDUSTRIES INC SEDOL 2698470 | 0.04% |
| SUMITOMO MITSUI TRUST HOLDIN SEDOL 6431897 | 0.04% |
| CONSOLIDATED EDISON INC SEDOL 2216850 | 0.04% |
| COOPER COS INC/THE SEDOL 2222631 | 0.04% |
| FLUTTER ENTERTAINMENT PLC SEDOL BWXC0Z1 | 0.04% |
| FUJITSU LTD SEDOL 6356945 | 0.04% |
| LEGAL & GENERAL GROUP PLC SEDOL 0560399 | 0.04% |
| ONEOK INC SEDOL 2130109 | 0.04% |
| PETROLEOS MEXICANOS P/P 144A 06.8400 01/23/2030 | 0.04% |
| REPUBLIC OF SENEGAL REGS 06.2500 05/23/2033 | 0.04% |
| SHENZHOU INTERNATIONAL GROUP SEDOL B0MP1B0 | 0.04% |
| TOYOTA INDUSTRIES CORP SEDOL 6900546 | 0.04% |
| VORNADO REALTY TRUST SEDOL 2933632 | 0.04% |
| ALNYLAM PHARMACEUTICALS INC SEDOL B00FWN1 | 0.03% |
| CACI INTERNATIONAL INC -CL A SEDOL 2159267 | 0.03% |
| CAMDEN PROPERTY TRUST SEDOL 2166320 | 0.03% |
| HILTON WORLDWIDE FIN LLC 04.8750 04/01/2027 | 0.03% |
| KBC GROUP NV SEDOL 4497749 | 0.03% |
| LASERTEC CORP SEDOL 6506267 | 0.03% |
| RELIANCE STEEL & ALUMINUM SEDOL 2729068 | 0.03% |
| SEVEN & I HOLDINGS CO LTD SEDOL B0FS5D6 | 0.03% |
| SNAM SPA SEDOL 7251470 | 0.03% |
| SUN HUNG KAI PROPERTIES SEDOL 6859927 | 0.03% |
| TRANE TECHNOLOGIES PLC SEDOL BK9ZQ96 | 0.03% |
| APPLE INC 04.2500 02/09/2047 | 0.03% |
| BCE INC SEDOL B188TH2 | 0.03% |
| CAS 2016-C04 1M2 04.4345 01/25/2029 | 0.03% |
| CATERPILLAR INC SEDOL 2180201 | 0.03% |
| CENOVUS ENERGY INC SEDOL B57FG04 | 0.03% |
| FIAT CHRYSLER AUTOMOBILES NV SEDOL BRJFWP3 | 0.03% |
| GOLDMAN SACHS GROUP INC 04.2230 05/01/2029 | 0.03% |
| LIBERTY GLOBAL PLC- C SEDOL B8W67B1 | 0.03% |
| NRG ENERGY INC P/P 144A 04.4500 06/15/2029 | 0.03% |
| SMITH & NEPHEW PLC SEDOL 0922320 | 0.03% |
| UNITEDHEALTH GROUP INC 03.8500 06/15/2028 | 0.03% |
| WILMAR INTERNATIONAL LTD SEDOL B17KC69 | 0.03% |
| BRISTOL-MYERS P/P 144A 02.9000 07/26/2024 | 0.03% |
| CAS 2015-C04 1M2 05.8845 04/25/2028 | 0.03% |
| CHUGAI PHARMACEUTICAL CO LTD SEDOL 6196408 | 0.03% |
| CITIGROUP INC 02.6500 10/26/2020 | 0.03% |
| DIRECT LINE INSURANCE GROUP SEDOL BY9D0Y1 | 0.03% |
| DISCOVERY INC - A SEDOL B3D7K31 | 0.03% |
| FIRSTENERGY TRANSMIS P/P 144A 05.4500 07/15/2044 | 0.03% |
| KERRY GROUP PLC-A SEDOL 4519579 | 0.03% |
| ORACLE CORP 04.0000 11/15/2047 | 0.03% |
| SARTORIUS STEDIM BIOTECH SEDOL BYZ2QP5 | 0.03% |
| VOLVO AB-B SHS SEDOL B1QH830 | 0.03% |
| AMAZON.COM INC 03.1500 08/22/2027 | 0.03% |
| BHP GROUP LTD SEDOL 6144690 | 0.03% |
| ECOLAB INC 02.7000 11/01/2026 | 0.03% |
| NOVARTIS CAPITAL CORP 04.0000 11/20/2045 | 0.03% |
| QUILTER PLC SEDOL BDCXV26 | 0.03% |
| SEKISUI HOUSE LTD SEDOL 6793906 | 0.03% |
| SICHUAN LANGUANG JUSTBON -H SEDOL BK8JKG4 | 0.03% |
| AENA SME SA SEDOL BVRZ8L1 | 0.03% |
| ALKERMES PLC SEDOL B3P6D26 | 0.03% |
| ANZ NEW ZEALAND INT P/P 144A 02.8750 01/25/2022 | 0.03% |
| BOC HONG KONG HOLDINGS LTD SEDOL 6536112 | 0.03% |
| BPCE SA P/P 144A 04.5000 03/15/2025 | 0.03% |
| CHENIERE CORP CHRIST 05.1250 06/30/2027 | 0.03% |
| DAIWA HOUSE INDUSTRY CO LTD SEDOL 6251363 | 0.03% |
| EOG RESOURCES INC SEDOL 2318024 | 0.03% |
| FAURECIA SEDOL 4400446 | 0.03% |
| IVORY COAST REGS 06.1250 06/15/2033 | 0.03% |
| JAPAN EXCHANGE GROUP INC SEDOL 6743882 | 0.03% |
| ORACLE CORP 02.5000 05/15/2022 | 0.03% |
| TOSHIBA CORP SEDOL 6897217 | 0.03% |
| A2 MILK CO LTD SEDOL 6287250 | 0.03% |
| AIR LEASE CORP 04.6250 10/01/2028 | 0.03% |
| ASHTEAD CAPITAL INC P/P 144A 04.3750 08/15/2027 | 0.03% |
| ASSOCIATED BRITISH FOODS PLC SEDOL 0673123 | 0.03% |
| BANK OF MONTREAL USD 03.1000 04/13/2021 | 0.03% |
| CF INDUSTRIES INC P/P 144A 04.5000 12/01/2026 | 0.03% |
| CK HUTCHISON HOLDINGS LTD SEDOL BW9P816 | 0.03% |
| ENTERPRISE PRODUCTS OPER 04.2500 02/15/2048 | 0.03% |
| EQUITY LIFESTYLE PROPERTIES SEDOL 2563125 | 0.03% |
| GENERAL MOTORS FINL CO 04.0000 10/06/2026 | 0.03% |
| ISRAEL DISCOUNT BANK -A SEDOL 6451271 | 0.03% |
| JPMORGAN CHASE & CO 04.6000 02/01/2025 | 0.03% |
| NEWMARKET CORP SEDOL B01CGF1 | 0.03% |
| REP OF INDONESIA P/P 144A 04.3500 01/08/2027 | 0.03% |
| ROKU INC SEDOL BZ1LFG7 | 0.03% |
| SLM CORP | 0.03% |
| TELSTRA CORP LTD SEDOL 6087289 | 0.03% |
| UNITEDHEALTH GROUP INC 03.1500 06/15/2021 | 0.03% |
| WEST JAPAN RAILWAY CO SEDOL 6957995 | 0.03% |
| AMAZON.COM INC. 02.5000 11/29/2022 | 0.03% |
| BROADCOM CRP / CAYM 03.5000 01/15/2028 | 0.03% |
| CHS/COMMUNITY HEALTH SYS 06.2500 03/31/2023 | 0.03% |
| COMM 2010-C1 D P/P 144A 06.0497 07/10/2046 | 0.03% |
| DANSKE BANK A/S P/P 144A 02.7000 03/02/2022 | 0.03% |
| DOMINICAN REPUBLIC REGS 05.9500 01/25/2027 | 0.03% |
| DROPBOX INC-CLASS A SEDOL BG0T321 | 0.03% |
| FHLMC FR30 ZS4703 UMBS 03.0000 02/01/2047 | 0.03% |
| GALAPAGOS NV SEDOL B07Q2V5 | 0.03% |
| HENDERSON LAND DEVELOPMENT SEDOL 6420538 | 0.03% |
| JDE PEET'S BV SEDOL BMC4ZZ3 | 0.03% |
| JERONIMO MARTINS SEDOL B1Y1SQ7 | 0.03% |
| NATIONAL AUSTRALIA BK/NY 02.5000 01/12/2021 | 0.03% |
| STANDARD CHARTERED PLC SEDOL 0408284 | 0.03% |
| UNILEVER PLC SEDOL B10RZP7 | 0.03% |
| US BANCORP 02.6250 01/24/2022 | 0.03% |
| WR BERKLEY CORP SEDOL 2093644 | 0.03% |
| BANK OF AMERICA CORP 03.4990 05/17/2022 | 0.03% |
| BMW US CAPITAL LLC P/P 144A 02.0000 04/11/2021 | 0.03% |
| CAMPBELL SOUP CO SEDOL 2162845 | 0.03% |
| CLP HOLDINGS LTD SEDOL 6097017 | 0.03% |
| DISH DBS CORP 05.8750 11/15/2024 | 0.03% |
| GJENSIDIGE FORSIKRING ASA SEDOL B4PH0C5 | 0.03% |
| GSMS 2011-GC3 D P/P 144A 05.8239 03/10/2044 | 0.03% |
| KONE OYJ-B SEDOL B09M9D2 | 0.03% |
| MICROCHIP TECH INC 04.3330 06/01/2023 | 0.03% |
| NETFLIX INC SEDOL 2857817 | 0.03% |
| NITTO DENKO CORP SEDOL 6641801 | 0.03% |
| ORACLE CORP 02.5000 10/15/2022 | 0.03% |
| PNC BANK NA 02.0280 12/09/2022 | 0.03% |
| REPUBLIC OF PERU USD 02.3920 01/23/2026 | 0.03% |
| TEMPUR SEALY INTERNATIONAL I SEDOL 2216991 | 0.03% |
| THE BANK OF NOVA SCOTIA USD 02.7000 03/07/2022 | 0.03% |
| TPAT 2018-SL1 A P/P 144A 00.7683 01/25/2046 | 0.03% |
| APARTMENT INVT & MGMT CO -A SEDOL BJLNBG3 | 0.03% |
| BRISTOL-MYERS P/P 144A 03.2500 08/15/2022 | 0.03% |
| CELANESE CORP SEDOL B05MZT4 | 0.03% |
| COMCAST CORP 03.9690 11/01/2047 | 0.03% |
| CWALT 2006-OA7 1A2 02.4438 06/25/2046 | 0.03% |
| EQUINOR ASA USD 02.9000 11/08/2020 | 0.03% |
| EQUITY COMMONWEALTH SEDOL BPH3N63 | 0.03% |
| HIKARI TSUSHIN INC SEDOL 6416322 | 0.03% |
| HIKMA PHARMACEUTICALS PLC SEDOL B0LCW08 | 0.03% |
| JUBILANT FOODWORKS LTD SEDOL B3PRM66 | 0.03% |
| KEURIG DR PEPPER INC SEDOL BD3W133 | 0.03% |
| LAMB WESTON HOLDINGS P/P 144A 04.8750 11/01/2026 | 0.03% |
| LPL FINANCIAL HOLDINGS INC SEDOL B75JX34 | 0.03% |
| QUEST DIAGNOSTICS INC SEDOL 2702791 | 0.03% |
| REPUBLIC OF KAZAKHSTAN REGS 04.8750 10/14/2044 | 0.03% |
| ROCHE HOLDINGS INC P/P 144A 04.0000 11/28/2044 | 0.03% |
| ZURICH INSURANCE GROUP AG SEDOL 5983816 | 0.03% |
| AIR LIQUIDE SA SEDOL B1YXBJ7 | 0.02% |
| AT&T INC 04.7500 05/15/2046 | 0.02% |
| BERKELEY GROUP HOLDINGS/THE SEDOL B02L3W3 | 0.02% |
| CREDIT SUISSE NEW YORK 02.8000 04/08/2022 | 0.02% |
| DIGITAL REALTY TRUST LP 04.4500 07/15/2028 | 0.02% |
| KINDER MORGAN INC 03.1500 01/15/2023 | 0.02% |
| KOSE CORP SEDOL 6194468 | 0.02% |
| MAGELLAN FINANCIAL GROUP LTD SEDOL B015YX4 | 0.02% |
| MCDONALD'S HOLDINGS CO JAPAN SEDOL 6371863 | 0.02% |
| NATIONAL BANK OF CANADA SEDOL 2077303 | 0.02% |
| SMC CORP SEDOL 6763965 | 0.02% |
| TRANSCANADA TRUST USD 05.3000 03/15/2077 | 0.02% |
| VOPAK SEDOL 5809428 | 0.02% |
| AMERICAN EXPRESS COMPANY 02.6500 12/02/2022 | 0.02% |
| ARKEMA SEDOL B0Z5YZ2 | 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% |
| ELISA OYJ SEDOL 5701513 | 0.02% |
| KNORR-BREMSE AG SEDOL BD2P9X9 | 0.02% |
| MET LIFE GLOB P/P 144A 02.4000 06/17/2022 | 0.02% |
| MSBAM 2014-C17 C 04.6565 08/15/2047 | 0.02% |
| NIELSEN HOLDINGS PLC SEDOL BWFY550 | 0.02% |
| NRG P/P 144A 03.7500 06/15/2024 | 0.02% |
| OBAYASHI CORP SEDOL 6656407 | 0.02% |
| SHOPRITE HOLDINGS LTD SEDOL 6801575 | 0.02% |
| SPRINT CAPITAL CORPORATION 06.8750 11/15/2028 | 0.02% |
| SUZUKEN CO LTD SEDOL 6865560 | 0.02% |
| VERTIV TLB L+300 04.6550 03/02/2027 | 0.02% |
| AIR LEASE CORP 03.2500 10/01/2029 | 0.02% |
| AMERICAN ELECTRIC POWER 04.3000 12/01/2028 | 0.02% |
| BROTHER INDUSTRIES LTD SEDOL 6146500 | 0.02% |
| C.H. ROBINSON WORLDWIDE INC SEDOL 2116228 | 0.02% |
| COGNIZANT TECH SOLUTIONS-A SEDOL 2257019 | 0.02% |
| ENERGY TRANSFER OPERATNG 03.7500 05/15/2030 | 0.02% |
| FISERV INC 04.2000 10/01/2028 | 0.02% |
| FNMA FN30 AS7154 UMBS 03.0000 05/01/2046 | 0.02% |
| HOSHIZAKI CORP SEDOL B3FF8W8 | 0.02% |
| KIMBERLY-CLARK CORP SEDOL 2491839 | 0.02% |
| KOITO MANUFACTURING CO LTD SEDOL 6496324 | 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% |
| SHELL INTERNATIONAL FIN USD 02.8750 05/10/2026 | 0.02% |
| SILGAN HOLDINGS INC SEDOL 2809324 | 0.02% |
| SPST 2020-6 A 00.9983 09/07/2021 | 0.02% |
| SUNDRUG CO LTD SEDOL 6817895 | 0.02% |
| TAYLOR WIMPEY PLC SEDOL 0878230 | 0.02% |
| TENET HEALTHCARE P/P 144A 04.8750 01/01/2026 | 0.02% |
| TORONTO-DOMINION BANK SEDOL 2897222 | 0.02% |
| AMER TRANS SYST P/P 144A 05.0000 09/01/2044 | 0.02% |
| CAPGEMINI SE SEDOL 4163437 | 0.02% |
| CITIGROUP INC 04.5000 01/14/2022 | 0.02% |
| COSTCO WHOLESALE CORP SEDOL 2701271 | 0.02% |
| CREDIT SUISSE GRP AG P/P 144A 02.1930 06/05/2026 | 0.02% |
| DAITO TRUST CONSTRUCT CO LTD SEDOL 6250508 | 0.02% |
| DOLLAR TREE INC SEDOL 2272476 | 0.02% |
| GSMS 2014-GC22 C 04.8467 06/10/2047 | 0.02% |
| JAPAN POST HOLDINGS CO LTD SEDOL BYT8143 | 0.02% |
| JOHNSON CONTROLS INTL PL 04.5000 02/15/2047 | 0.02% |
| LAFARGEHOLCIM LTD-REG SEDOL 7110753 | 0.02% |
| MARATHON OIL CORP SEDOL 2910970 | 0.02% |
| MET LIFE GLOB P/P 144A 01.9500 01/13/2023 | 0.02% |
| ORACLE CORP 01.9000 09/15/2021 | 0.02% |
| ORACLE CORP 02.6500 07/15/2026 | 0.02% |
| PANDORA A/S SEDOL B44XTX8 | 0.02% |
| RAYTHEON TECH CORP P/P 144A 02.5000 12/15/2022 | 0.02% |
| SPST 2020-WL1 A 00.8183 06/25/2051 | 0.02% |
| TEMPO ACQ LLC/FI P/P 144A 06.7500 06/01/2025 | 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% |
| WFRBS 2014-C22 XA IO 00.9557 09/15/2057 | 0.02% |
| AMERICAN TOWER CORPORATION 02.7500 01/15/2027 | 0.02% |
| FEDERAL REALTY INVS TRUST SEDOL 2333931 | 0.02% |
| FNMA FN30 AS8074 UMBS 03.0000 10/01/2046 | 0.02% |
| GLOBAL PAYMENTS INC 04.0000 06/01/2023 | 0.02% |
| HALLIBURTON CO SEDOL 2405302 | 0.02% |
| JPMBB 2014-C22 C 04.7057 09/15/2047 | 0.02% |
| MBX.FN30.500.10 R USL1M P 01/12/41 BC | 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% |
| STACR 2015-DNA3 M3 04.8845 04/25/2028 | 0.02% |
| TORONTO-DOMINION BANK USD 03.6250 09/15/2031 | 0.02% |
| TRANSDIGM INC. P/P 144A 06.2500 03/15/2026 | 0.02% |
| AIG GLOBAL FUNDING P/P 144A 02.1500 07/02/2020 | 0.02% |
| ANHEUSER-BUSCH CO/IN 03.6500 02/01/2026 | 0.02% |
| AUD/USD 07/15/2020 RBSF | 0.02% |
| BAE SYSTEMS PLC SEDOL 0263494 | 0.02% |
| CANTOR FITZGERALD LP P/P 144A 06.5000 06/17/2022 | 0.02% |
| CDX CDX.NA.IG.34 100.0 06/20/2025 | 0.02% |
| CENTENE CORP 04.6250 12/15/2029 | 0.02% |
| CIGNA CORP P/P 144A 03.9000 02/15/2022 | 0.02% |
| CISCO SYSTEMS INC 02.2000 02/28/2021 | 0.02% |
| COMPAGNIE DE SAINT-GOBAIN SEDOL 7380482 | 0.02% |
| CORELOGIC INC SEDOL B5541Y2 | 0.02% |
| CSC HOLDINGS LLC 05.2500 06/01/2024 | 0.02% |
| DOW CHEMICAL CO/THE 03.5000 10/01/2024 | 0.02% |
| EXXON MOBIL CORPORATION 02.2220 03/01/2021 | 0.02% |
| HCA INC. 05.3750 09/01/2026 | 0.02% |
| KEURIG DR PEPPER INC 04.5970 05/25/2028 | 0.02% |
| MADISON SQUARE GARDEN ENTERT SEDOL BM8MM05 | 0.02% |
| MICHELIN (CGDE) SEDOL 4588364 | 0.02% |
| RAYTHEON TECH CORP 04.1250 11/16/2028 | 0.02% |
| REINSURANCE GROUP OF AMERICA SEDOL 2731193 | 0.02% |
| REPUBLIC OF CHILE USD 02.4500 01/31/2031 | 0.02% |
| SAMI 2007-AR7 1A1 01.0345 05/25/2047 | 0.02% |
| SEI INVESTMENTS COMPANY SEDOL 2793610 | 0.02% |
| TRADEWEB MARKETS INC-CLASS A SEDOL BJXMVK2 | 0.02% |
| WALT DISNEY CO/THE SEDOL 2270726 | 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% |
| ALLY FINANCIAL INC 08.0000 11/01/2031 | 0.02% |
| ALPHABET INC 03.6250 05/19/2021 | 0.02% |
| ASHLAND GLOBAL HOLDINGS INC SEDOL BYND5N1 | 0.02% |
| AUTO TRADER GROUP PLC SEDOL BVYVFW2 | 0.02% |
| BANK OF AMERICA CORP 06.1000 12/29/2049 | 0.02% |
| BANK OF NOVA SCOTIA USD 02.3500 10/21/2020 | 0.02% |
| BIOGEN INC 03.6250 09/15/2022 | 0.02% |
| BIOMERIEUX SEDOL BF0LBX7 | 0.02% |
| BOEING CO 04.8750 05/01/2025 | 0.02% |
| CARDINAL HEALTH INC SEDOL 2175672 | 0.02% |
| CFCRE 2011-C2 E P/P 144A 05.9305 12/15/2047 | 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% |
| DUKE ENERGY CORP 03.1500 08/15/2027 | 0.02% |
| DYNATRACE INC SEDOL BJV2RD9 | 0.02% |
| ENERGY TRANSFER OPERA 05.8750 01/15/2024 | 0.02% |
| EQUITABLE HOLDINGS INC SEDOL BKRMR96 | 0.02% |
| FIDELITY NATL INFO SERV 03.7500 05/21/2029 | 0.02% |
| FINECOBANK SPA SEDOL BNGN9Z1 | 0.02% |
| GCP APPLIED TECH P/P 144A 05.5000 04/15/2026 | 0.02% |
| GEORGIA-PACIFIC LLC P/P 144A 02.1000 04/30/2027 | 0.02% |
| HESS MIDSTREAM P P/P 144A 05.6250 02/15/2026 | 0.02% |
| INTERCONTINENTAL HOTELS GROU SEDOL BHJYC05 | 0.02% |
| JAPAN AIRLINES CO LTD SEDOL B8BRV46 | 0.02% |
| JPMBB 2014-C19 C 04.8335 04/15/2047 | 0.02% |
| JPMBB 2015-C29 B 04.1180 05/15/2048 | 0.02% |
| M3 INC SEDOL B02K2M3 | 0.02% |
| MONDELEZ INT HOLD NE P/P 144A 02.1250 09/19/2022 | 0.02% |
| ORACLE CORP JAPAN SEDOL 6141680 | 0.02% |
| PERSIMMON PLC SEDOL 0682538 | 0.02% |
| PFIZER INC 01.9500 06/03/2021 | 0.02% |
| PLANTRONICS INC P/P 144A 05.5000 05/31/2023 | 0.02% |
| POPULAR INC SEDOL B86QM90 | 0.02% |
| REPUBLIC OF PARAGUAY REGS 04.7000 03/27/2027 | 0.02% |
| SOUTHERN CO/THE SEDOL 2829601 | 0.02% |
| TARGA RESOURCES PART 05.0000 01/15/2028 | 0.02% |
| WALT DISNEY COMPANY 07.7500 12/01/2045 | 0.02% |
| WAMU 2005-AR12 1A8 03.8615 10/25/2035 | 0.02% |
| YANGZIJIANG SHIPBUILDING SEDOL B1VT035 | 0.02% |
| BAFC 2005-B 3M1 00.8650 04/20/2035 | 0.02% |
| BOISE CASCADE CO P/P 144A 05.6250 09/01/2024 | 0.02% |
| BRIXMOR PROPERTY GROUP INC SEDOL BFTDJL8 | 0.02% |
| BROADCOM INC P/P 144A 04.1500 11/15/2030 | 0.02% |
| CIGNA CORP 03.7500 07/15/2023 | 0.02% |
| COMCAST CORPORATION 03.3750 02/15/2025 | 0.02% |
| ERAC USA FINANCE LLC P/P 144A 04.5000 02/15/2045 | 0.02% |
| EXTENDED STAY AMERICA INC SEDOL BGH3F75 | 0.02% |
| F5 NETWORKS INC SEDOL 2427599 | 0.02% |
| IDACORP INC SEDOL 2296937 | 0.02% |
| LBMLT 2004-1 A2 00.9845 02/25/2034 | 0.02% |
| MERCK & CO INC 03.7000 02/10/2045 | 0.02% |
| MOODY S CORP | 0.02% |
| NEWCREST MINING LTD SEDOL 6637101 | 0.02% |
| ONCOR ELECTRIC DELIV 03.7500 04/01/2045 | 0.02% |
| REPUBLIC OF COLOMBIA USD 03.8750 04/25/2027 | 0.02% |
| STANLEY ELECTRIC CO LTD SEDOL 6841106 | 0.02% |
| T-MOBILE USA INC P/P 144A 03.8750 04/15/2030 | 0.02% |
| TEVA PHARMACEUTICALS NE USD 06.0000 04/15/2024 | 0.02% |
| VIACOMCBS INC 02.9000 01/15/2027 | 0.02% |
| VIACOMCBS INC 04.2000 06/01/2029 | 0.02% |
| WFCM 2013-LC12 D P/P 144A 04.4111 07/15/2046 | 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% |
| BANCO SANTANDER SA USD 05.1790 11/19/2025 | 0.02% |
| BANK OF MONTREAL SEDOL 2076009 | 0.02% |
| BENEFIT ONE INC SEDOL B02JV67 | 0.02% |
| CAN IMPERIAL BK OF COMMERCE SEDOL 2170525 | 0.02% |
| CAS 2016-C03 2M2 06.0845 10/25/2028 | 0.02% |
| CGCMT 2014-GC21 AS 04.0260 05/10/2047 | 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 03.9116 04/15/2050 | 0.02% |
| CSC HOLDINGS LLC P/P 144A 07.5000 04/01/2028 | 0.02% |
| CWALT 2005-59 1A1 00.5200 11/20/2035 | 0.02% |
| DUKE ENERGY OHIO INC 03.6500 02/01/2029 | 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% |
| GLENCORE FUNDING LLC P/P 144A 04.0000 04/16/2025 | 0.02% |
| GLENCORE FUNDING LLC P/P 144A 04.6250 04/29/2024 | 0.02% |
| HANKYU HANSHIN HOLDINGS INC SEDOL 6408664 | 0.02% |
| JPMCC 2012-C6 E P/P 144A 05.3242 05/15/2045 | 0.02% |
| JPMCC 2012-C8 D P/P 144A 04.8263 10/15/2045 | 0.02% |
| KOBE BUSSAN CO LTD SEDOL B14RJB7 | 0.02% |
| MIZUHO FINANCIAL GROUP INC SEDOL 6591014 | 0.02% |
| NAVISTAR INTL TLB L+350 03.7000 11/06/2024 | 0.02% |
| NEC CORP SEDOL 6640400 | 0.02% |
| NETFLIX INC. 05.8750 11/15/2028 | 0.02% |
| RECRUIT HOLDINGS CO LTD SEDOL BQRRZ00 | 0.02% |
| SERVICE CORP INTL 05.3750 05/15/2024 | 0.02% |
| SEVEN BANK LTD SEDOL B2NT8S1 | 0.02% |
| SPIRAX-SARCO ENGINEERING PLC SEDOL BWFGQN1 | 0.02% |
| TENET HEALTHCARE COR P/P 144A 05.1250 11/01/2027 | 0.02% |
| AMERICAN INTL GROUP 08.1750 05/15/2058 | 0.02% |
| AMUNDI SA SEDOL BYZR014 | 0.02% |
| BANQUE CANTONALE VAUDOIS-REG SEDOL BMFY8R3 | 0.02% |
| BP CAPITAL MARKETS PLC USD 03.2790 09/19/2027 | 0.02% |
| BT GROUP PLC SEDOL 3091357 | 0.02% |
| CAS 2016-C01 2M2 07.1345 08/25/2028 | 0.02% |
| DUKE ENERGY CORP 04.2000 06/15/2049 | 0.02% |
| EOG RESOURCES INC 02.6250 03/15/2023 | 0.02% |
| FISHER PAYKEL SEDOL 6340250 | 0.02% |
| GENERAL ELECTRIC CO SEDOL 2380498 | 0.02% |
| GFL ENVIRONMENTAL P/P 144A 07.0000 06/01/2026 | 0.02% |
| GRAY TELEVISION INC P/P 144A 07.0000 05/15/2027 | 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% |
| KEURIG DR PEPPER INC 04.4170 05/25/2025 | 0.02% |
| NEUROCRINE BIOSCIENCES INC SEDOL 2623911 | 0.02% |
| NORFOLK SOUTHERN CORP SEDOL 2641894 | 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% |
| ORKLA ASA SEDOL B1VQF42 | 0.02% |
| OUTFRONT MEDIA INC SEDOL BSP6611 | 0.02% |
| PERTAMINA PERSERO PT P/P 144A 04.3000 05/20/2023 | 0.02% |
| PULTEGROUP INC 05.5000 03/01/2026 | 0.02% |
| RBS GLOBAL/REXNO P/P 144A 04.8750 12/15/2025 | 0.02% |
| SAGE THERAPEUTICS INC SEDOL BP4GNK9 | 0.02% |
| STACR 2016-HQA2 M3 05.3345 11/25/2028 | 0.02% |
| STAPLES INC P/P 144A 07.5000 04/15/2026 | 0.02% |
| SWISS LIFE HOLDING AG-REG SEDOL 7437805 | 0.02% |
| TENET HEALTHCARE CORPORATION 08.1250 04/01/2022 | 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% |
| WASTE PRO USA INC P/P 144A 05.5000 02/15/2026 | 0.02% |
| WEINGARTEN REALTY INVESTORS SEDOL 2946618 | 0.02% |
| WESTROCK MWV LLC 08.2000 01/15/2030 | 0.02% |
| WFRBS 2011-C3 D P/P 144A 05.8524 03/15/2044 | 0.02% |
| ZOETIS INC 02.0000 05/15/2030 | 0.02% |
| ACS ACTIVIDADES SEDOL B01FLQ6 | 0.02% |
| AMERICAN CAMPUS COMMUNITIES SEDOL B02H871 | 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 05.4519 06/21/2024 | 0.02% |
| CHEMED CORP SEDOL 2190084 | 0.02% |
| CHEVRON CORP 02.1000 05/16/2021 | 0.02% |
| CHUBU ELECTRIC POWER CO INC SEDOL 6195609 | 0.02% |
| DOMINICAN REPUBLIC REGS 06.8750 01/29/2026 | 0.02% |
| ELEKTA AB-B SHS SEDOL B0M42T2 | 0.02% |
| ENBRIDGE INC USD 04.5000 06/10/2044 | 0.02% |
| EQUINIX INC 03.2000 11/18/2029 | 0.02% |
| FAIRFAX US INC P/P 144A 04.8750 08/13/2024 | 0.02% |
| FHLMC FR30 ZS9547 UMBS 04.0000 09/01/2045 | 0.02% |
| FUJIFILM HOLDINGS CORP SEDOL 6356525 | 0.02% |
| GLOBAL PAYMENTS INC 02.9000 05/15/2030 | 0.02% |
| GNR 2015-H25 BI IO 02.7630 10/20/2065 | 0.02% |
| GOLDMAN SACHS GROUP INC 05.7500 01/24/2022 | 0.02% |
| GSMS 2011-GC3 C P/P 144A 05.8239 03/10/2044 | 0.02% |
| IBM CORP 01.8750 08/01/2022 | 0.02% |
| ICL GROUP LTD SEDOL 6455530 | 0.02% |
| INTL FLAVOR & FRAGRANCES 04.4500 09/26/2028 | 0.02% |
| KAKAKU.COM INC SEDOL 6689533 | 0.02% |
| MARRIOTT INTERNATIONAL 04.6250 06/15/2030 | 0.02% |
| MORGAN STANLEY 05.5000 07/28/2021 | 0.02% |
| MSBAM 2012-C6 D P/P 144A 04.7604 11/15/2045 | 0.02% |
| NIELSEN FIN LLC/CO P/P 144A 05.0000 04/15/2022 | 0.02% |
| NUTRIEN LTD. USD 04.2000 04/01/2029 | 0.02% |
| NZD/USD 07/15/2020 UBS | 0.02% |
| OSHKOSH CORP 04.6000 05/15/2028 | 0.02% |
| PPSI 2004-WCW2 M3 01.2345 10/25/2034 | 0.02% |
| PRUDENTIAL FINANCIAL INC 05.2000 03/15/2044 | 0.02% |
| PULTEGROUP INC. 07.8750 06/15/2032 | 0.02% |
| RYOHIN KEIKAKU CO LTD SEDOL 6758455 | 0.02% |
| SPRINT CORP 07.2500 09/15/2021 | 0.02% |
| STARWOOD PROPERTY TRUST INC SEDOL B3PQ520 | 0.02% |
| THE AES CORPORATION 05.1250 09/01/2027 | 0.02% |
| UPJOHN INC P/P 144A 02.3000 06/22/2027 | 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% |
| ZOETIS INC 03.9000 08/20/2028 | 0.02% |
| AMGEN INC 02.6000 08/19/2026 | 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% |
| CFCRE 2011-C1 D P/P 144A 06.2917 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% |
| CORPORATE OFFICE PROPERTIES SEDOL 2756152 | 0.01% |
| CROWN CASTLE INTL CORP 03.7000 06/15/2026 | 0.01% |
| CURTISS-WRIGHT CORP SEDOL 2241205 | 0.01% |
| FHMS K099 X1 IO 01.0056 09/25/2029 | 0.01% |
| GOOGLE INC 03.3750 02/25/2024 | 0.01% |
| GREAT LAKES D&D 08.0000 05/15/2022 | 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% |
| HKT TRUST AND HKT LTD-SS SEDOL B4TXDZ3 | 0.01% |
| HUNTINGTON BANCSHARES 04.3500 02/04/2023 | 0.01% |
| LMAT 2019-GS7 A1 03.2500 11/25/2059 | 0.01% |
| LMAT 2020-GS1 A1 02.8820 10/25/2059 | 0.01% |
| MCAS 2019-01 M7 P/P 144A 01.8845 10/15/2049 | 0.01% |
| MITSUBISHI UFJ LEASE & FINAN SEDOL 6268976 | 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% |
| PACIFIC GAS & ELECTRIC 02.5000 02/01/2031 | 0.01% |
| REGIONS FINANCIAL CORP 02.7500 08/14/2022 | 0.01% |
| REPUBLIC OF KAZAKHSTAN REGS 05.1250 07/21/2025 | 0.01% |
| REPUBLICA ORIENT URUGUAY USD 07.6250 03/21/2036 | 0.01% |
| SANOFI SEDOL 5671735 | 0.01% |
| SWISS PRIME SITE-REG SEDOL B083BH4 | 0.01% |
| TOTAL CAPITAL INTL SA USD 02.7500 06/19/2021 | 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% |
| VIDEOTRON LTD USD 05.0000 07/15/2022 | 0.01% |
| WEYERHAEUSER CO 07.3750 03/15/2032 | 0.01% |
| WFCM 2017-C39 A5 03.4180 09/15/2050 | 0.01% |
| WFRBS 2013-UBS1 A4 04.0790 03/15/2046 | 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% |
| BANFF MERGER SUB INC P/P 144A 09.7500 09/01/2026 | 0.01% |
| BAUSCH HLTH COS INC P/P 144A 06.1250 04/15/2025 | 0.01% |
| BECTON DICKINSON AND CO SEDOL 2087807 | 0.01% |
| BRAND ENERGY & I P/P 144A 08.5000 07/15/2025 | 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% |
| 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% |
| CEMEX FINANCE LLC P/P 144A 06.0000 04/01/2024 | 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 04.2660 05/25/2035 | 0.01% |
| COPA HOLDINGS SA-CLASS A SEDOL B0TNJH9 | 0.01% |
| CROWN CASTLE INTL CORP 03.6500 09/01/2027 | 0.01% |
| CVS HEALTH CORP 03.7000 03/09/2023 | 0.01% |
| DOMINICAN REPUBLIC REGS 08.6250 04/20/2027 | 0.01% |
| ERAC USA FINANCE LLC P/P 144A 07.0000 10/15/2037 | 0.01% |
| FISERV INC SEDOL 2342034 | 0.01% |
| FORD MOTOR COMPANY 09.0000 04/22/2025 | 0.01% |
| HCA INC 04.1250 06/15/2029 | 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% |
| JONES LANG LASALLE INC SEDOL 2040640 | 0.01% |
| JPMCC 2013-LC11 X IO 01.3923 04/15/2046 | 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% |
| 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% |
| MITSUBISHI UFJ FIN GRP USD 03.5350 07/26/2021 | 0.01% |
| MTR CORP SEDOL 6290054 | 0.01% |
| NIELSEN CO LUXEM P/P 144A 05.0000 02/01/2025 | 0.01% |
| PETROBRAS GLOBAL FINANCE USD 06.1250 01/17/2022 | 0.01% |
| PETROBRAS GLOBAL FINANCE USD 07.3750 01/17/2027 | 0.01% |
| PFIZER INC 03.0000 12/15/2026 | 0.01% |
| REFINITIV US HLDG P/P 144A 06.2500 05/15/2026 | 0.01% |
| REPUBLIC OF SOUTH AFRICA USD 04.8500 09/27/2027 | 0.01% |
| ROYAL BANK OF CANADA USD 04.6500 01/27/2026 | 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% |
| STANDARD IND INC P/P 144A 05.3750 11/15/2024 | 0.01% |
| STEVENS HLDG CO INC P/P 144A 06.1250 10/01/2026 | 0.01% |
| WELLS FARGO & COMPANY 05.8750 12/29/2049 | 0.01% |
| WFCM 2013-LC12 C 04.4111 07/15/2046 | 0.01% |
| WFCM 2014-LC16 XA IO 01.2653 08/15/2050 | 0.01% |
| WFRBS 2011-C5 D P/P 144A 05.8445 11/15/2044 | 0.01% |
| WFRBS 2013-UBS1 AS 04.3060 03/15/2046 | 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% |
| AMGEN INC 04.6630 06/15/2051 | 0.01% |
| BMC EAST LLC P/P 144A 05.5000 10/01/2024 | 0.01% |
| CAS 2015-C03 2M2 05.1845 07/25/2025 | 0.01% |
| CITIGROUP INC 04.7500 05/18/2046 | 0.01% |
| COMM 2014-CR18 C 04.8821 07/15/2047 | 0.01% |
| CONTINENTAL RES 04.5000 04/15/2023 | 0.01% |
| CRC ESCROW ISSUER LL P/P 144A 05.2500 10/15/2025 | 0.01% |
| CREDIT SUISSE GRP AG P/P 144A 03.8690 01/12/2029 | 0.01% |
| DEUTSCHE TELEKOM INT FIN USD 08.7500 06/15/2030 | 0.01% |
| FHMS K087 X1 IO 00.5099 12/25/2028 | 0.01% |
| GW B-CR SECURITY P/P 144A 09.5000 11/01/2027 | 0.01% |
| HD SUPPLY HOLDINGS INC SEDOL BBL5981 | 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% |
| JPMCC 2013-C16 AS 04.5169 12/15/2046 | 0.01% |
| KOBAYASHI PHARMACEUTICAL CO SEDOL 6149457 | 0.01% |
| MACQUARIE BANK LTD P/P 144A 02.8500 07/29/2020 | 0.01% |
| MATTAMY GROUP CORP P/P 144A 05.2500 12/15/2027 | 0.01% |
| MAXIM INTEGRATED PRODUCTS SEDOL 2573760 | 0.01% |
| NEXSTAR ESCROW P/P 144A 05.6250 07/15/2027 | 0.01% |
| NZD/USD 07/15/2020 SSBT | 0.01% |
| ORTHO-CLINICAL TLB L+325 03.4288 06/30/2025 | 0.01% |
| PEPTIDREAM INC SEDOL B97SH97 | 0.01% |
| SABINE PASS LIQUEFACTION 04.2000 03/15/2028 | 0.01% |
| SONIC HEALTHCARE LTD SEDOL 6821120 | 0.01% |
| SWISS RE TREAS P/P 144A 04.2500 12/06/2042 | 0.01% |
| TALLGRASS NRG PRTNR P/P 144A 05.5000 01/15/2028 | 0.01% |
| TERRIER MEDIA BU P/P 144A 08.8750 12/15/2027 | 0.01% |
| TEVA PHARMACEUTICALS NE USD 06.7500 03/01/2028 | 0.01% |
| TREASURY BILL 00.0000 08/25/2020 | 0.01% |
| UNITEDHEALTH GROUP INC 04.7000 02/15/2021 | 0.01% |
| WAMU 2004-AR12 A2B 01.0883 10/25/2044 | 0.01% |
| WFCM 2013-LC12 AS 04.4111 07/15/2046 | 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% |
| ALTICE FRANCE P/P 144A 10.5000 05/15/2027 | 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% |
| BIG RVR STL/FIN P/P 144A 07.2500 09/01/2025 | 0.01% |
| BP CAP MARKETS AMERICA 03.1190 05/04/2026 | 0.01% |
| BRIDGESTONE CORP SEDOL 6132101 | 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% |
| CHS/COMMUNITY P/P 144A 06.6250 02/15/2025 | 0.01% |
| CLUBCORP HLDG INC P/P 144A 08.5000 09/15/2025 | 0.01% |
| CROWN CASTLE INTL CORP 03.8000 02/15/2028 | 0.01% |
| CSX CORP 04.1000 03/15/2044 | 0.01% |
| DRMT 2020-2 A1 01.6920 05/25/2065 | 0.01% |
| ELANCO ANIMAL HEALTH 05.6500 08/28/2028 | 0.01% |
| GOLDEN NUGGET INC P/P 144A 06.7500 10/15/2024 | 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% |
| ISTAR INC 04.2500 08/01/2025 | 0.01% |
| ISTAR INC 04.7500 10/01/2024 | 0.01% |
| JOHNSON CONTROLS INTL PL 04.9500 07/02/2064 | 0.01% |
| MATCH GROUP INC P/P 144A 05.0000 12/15/2027 | 0.01% |
| MEREDITH CORP 06.8750 02/01/2026 | 0.01% |
| MITSUBISHI UFJ FIN GRP USD 03.8500 03/01/2026 | 0.01% |
| MSBAM 2014-C14 C 05.1111 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% |
| OVINTIV INC SEDOL BL3GRC2 | 0.01% |
| PARK-OHIO INDUSTRIES INC 06.6250 04/15/2027 | 0.01% |
| PQ CORP P/P 144A 05.7500 12/15/2025 | 0.01% |
| QORVO INC SEDOL BR9YYP4 | 0.01% |
| REP OF INDONESIA P/P 144A 03.3750 04/15/2023 | 0.01% |
| S&P GLOBAL INC 04.4000 02/15/2026 | 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% |
| SCIENTIFIC GAMES P/P 144A 07.2500 11/15/2029 | 0.01% |
| SERVICE CORPORATION INTL 04.6250 12/15/2027 | 0.01% |
| SHERWIN-WILLIAMS CO 03.4500 06/01/2027 | 0.01% |
| SOFTBANK GROUP CORP SEDOL 6770620 | 0.01% |
| SPRINT CORP 07.6250 03/01/2026 | 0.01% |
| STACR 2016-DNA1 M3 05.7183 07/25/2028 | 0.01% |
| STANLEY BLACK & DECKER I 05.2500 CV PFD | 0.01% |
| SWEDISH MATCH AB SEDOL 5048566 | 0.01% |
| TCI COMMUNICATIONS INC 07.1250 02/15/2028 | 0.01% |
| TRUIST FIN CORP 04.8000 12/31/2099 | 0.01% |
| UBSCM 2012-C1 C P/P 144A 05.7547 05/10/2045 | 0.01% |
| UNITEDHEALTH GROUP INC 03.9500 10/15/2042 | 0.01% |
| US BANCORP 02.9500 07/15/2022 | 0.01% |
| VISTRA CORP P/P 144A 05.5000 09/01/2026 | 0.01% |
| WAMU 2005-AR11 A1B3 00.5845 08/25/2045 | 0.01% |
| WASTE CONNECTIONS INC 03.5000 05/01/2029 | 0.01% |
| WESTROCK MWV LLC 07.9500 02/15/2031 | 0.01% |
| WFRBS 2013-C15 D P/P 144A 04.6428 08/15/2046 | 0.01% |
| WM MORRISON SUPERMARKETS SEDOL 0604316 | 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% |
| AUD/USD 07/15/2020 HSBCB | 0.01% |
| BAUSCH HEALTH COS INC REGS 04.5000 05/15/2023 | 0.01% |
| BECTON DICKINSON AND CO 02.8230 05/20/2030 | 0.01% |
| BRISTOL-MYERS P/P 144A 02.2500 08/15/2021 | 0.01% |
| BWAY HOLDING CO P/P 144A 07.2500 04/15/2025 | 0.01% |
| CHENIERE CORP CHRIST 05.8750 03/31/2025 | 0.01% |
| 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% |
| COMCAST CORP 03.4500 02/01/2050 | 0.01% |
| COMM 2014-CR17 C 04.9452 05/10/2047 | 0.01% |
| COMM 2015-LC19 A4 03.1830 02/10/2048 | 0.01% |
| CRED SUIS GP FUN LTD USD 03.4500 04/16/2021 | 0.01% |
| CWALT 2006-OA19 A1 00.3700 02/20/2047 | 0.01% |
| DCP MIDSTREAM P/P 144A 06.7500 09/15/2037 | 0.01% |
| DIAMOND SPORTS GR/DI P/P 144A 06.6250 08/15/2027 | 0.01% |
| DOLLAR GENERAL CORP 03.2500 04/15/2023 | 0.01% |
| DOMINICAN REPUBLIC REGS 06.5000 02/15/2048 | 0.01% |
| ERAC USA FINANCE LLC P/P 144A 05.6250 03/15/2042 | 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% |
| FRESENIUS MEDICAL CARE AG & SEDOL 5129074 | 0.01% |
| GEBERIT AG-REG SEDOL B1WGG93 | 0.01% |
| GSMS 2012-GC6 AS P/P 144A 04.9480 01/12/2045 | 0.01% |
| HCA INC 05.2500 06/15/2026 | 0.01% |
| ING BANK NV P/P 144A 05.8000 09/25/2023 | 0.01% |
| INTERNATIONAL PAPER CO 03.0000 02/15/2027 | 0.01% |
| KINDER MORGAN ENER PART 03.5000 03/01/2021 | 0.01% |
| L3HARRIS TECH INC 03.8500 12/15/2026 | 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% |
| PROVIDENT FDG/PFG FI P/P 144A 06.3750 06/15/2025 | 0.01% |
| ROYAL BK SCOTLND GRP PLC USD 04.8920 05/18/2029 | 0.01% |
| SMURFIT KAPPA TREASURY USD 07.5000 11/20/2025 | 0.01% |
| SOLENIS 1STL L+400 04.3625 06/26/2025 | 0.01% |
| STACR 2014-HQ2 M3 03.9345 09/25/2024 | 0.01% |
| STACR 2015-HQA2 M3 04.9845 05/25/2028 | 0.01% |
| STACR 2017-DNA1 M2 03.4345 07/25/2029 | 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% |
| TRANSDIGM INC 05.5000 11/15/2027 | 0.01% |
| UNITEDHEALTH GROUP INC 02.7500 02/15/2023 | 0.01% |
| UNIVISION COMM P/P 144A 05.1250 02/15/2025 | 0.01% |
| US CONCRETE INC 06.3750 06/01/2024 | 0.01% |
| WERNER FINCO LP/INC P/P 144A 08.7500 07/15/2025 | 0.01% |
| WYNN RESORTS FIN LLC P/P 144A 05.1250 10/01/2029 | 0.01% |
| AHM 2007-1 GA1C 00.3745 05/25/2047 | 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% |
| ARRW 2019-3 A3 03.4160 10/25/2048 | 0.01% |
| BAUSCH HLTH COS INC P/P 144A 07.2500 05/30/2029 | 0.01% |
| BERRY GLOBAL INC 05.1250 07/15/2023 | 0.01% |
| BMIR 2019-4A M1C P/P 144A 02.6845 10/25/2029 | 0.01% |
| CAS 2017-C01 1M2 03.7345 07/25/2029 | 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% |
| CONSTELLIUM SE P/P 144A 05.8750 02/15/2026 | 0.01% |
| DEERE & COMPANY 02.6000 06/08/2022 | 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% |
| ENERGY TRANSFER OPERATNG 05.2000 02/01/2022 | 0.01% |
| ENTERCOM MEDIA CORP P/P 144A 07.2500 11/01/2024 | 0.01% |
| GFL ENVIRON INC P/P 144A 05.1250 12/15/2026 | 0.01% |
| GSMS 2010-C1 D P/P 144A 06.1326 08/10/2043 | 0.01% |
| HONGKONG LAND HOLDINGS LTD SEDOL 6434915 | 0.01% |
| JPMCC 2010-C2 C P/P 144A 05.8216 11/15/2043 | 0.01% |
| JPMORGAN CHASE & CO 02.9560 05/13/2031 | 0.01% |
| KINDER MORGAN ENER PART 05.4000 09/01/2044 | 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 04.9000 03/15/2049 | 0.01% |
| MATTAMY GROUP CORP P/P 144A 04.6250 03/01/2030 | 0.01% |
| MSC 2011-C3 D P/P 144A 05.4192 07/15/2049 | 0.01% |
| NEWELL BRANDS INC 04.7000 04/01/2026 | 0.01% |
| OCCIDENTAL PETROLEUM COR 04.1000 02/01/2021 | 0.01% |
| PACIFIC GAS & ELECTRIC 02.1000 08/01/2027 | 0.01% |
| PACIFIC GAS & ELECTRIC 02.9500 03/01/2026 | 0.01% |
| PANTHER BF AGGRE 2 P/P 144A 08.5000 05/15/2027 | 0.01% |
| REP OF INDONESIA P/P 144A 04.7500 01/08/2026 | 0.01% |
| RITE AID CORP P/P 144A 06.1250 04/01/2023 | 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 2016-HQA1 M3 06.5345 09/25/2028 | 0.01% |
| STARWOOD PROP TR 04.7500 03/15/2025 | 0.01% |
| TMS INTL HLDG CORP P/P 144A 07.2500 08/15/2025 | 0.01% |
| TRUIST BANK 02.6360 09/17/2029 | 0.01% |
| UBSCM 2017-C7 XA IO 01.2035 12/15/2050 | 0.01% |
| USI INC/NY P/P 144A 06.8750 05/01/2025 | 0.01% |
| WAMU 2007-HY2 1A1 03.5145 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% |
| WFRBS 2013-C12 AS 03.5600 03/15/2048 | 0.01% |
| WFRBS 2014-C24 XA IO 00.9808 11/15/2047 | 0.01% |
| WR GRACE & CO-CONN P/P 144A 05.6250 10/01/2024 | 0.01% |
| WYNN LAS VEGAS P/P 144A 05.2500 05/15/2027 | 0.01% |
| ABC-MART INC SEDOL 6292102 | 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% |
| ALTICE FRANCE SA P/P 144A 05.5000 01/15/2028 | 0.01% |
| ATOTECH ALPHA 2 BV P/P 144A 08.7500 06/01/2023 | 0.01% |
| AUD/USD 07/15/2020 WPAC | 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% |
| BANK OF AMERICA CORP 02.4960 02/13/2031 | 0.01% |
| BGC PARTNERS INC 05.1250 05/27/2021 | 0.01% |
| BMIR 2018-2A M1B P/P 144A 01.5345 08/25/2028 | 0.01% |
| BOMBARDIER INC P/P 144A 07.8750 04/15/2027 | 0.01% |
| BRISTOL-MYERS P/P 144A 03.4000 07/26/2029 | 0.01% |
| CAMDEN PROPERTY TRUST 04.8750 06/15/2023 | 0.01% |
| CAS 2014-C03 2M2 03.0845 07/25/2024 | 0.01% |
| CAS 2014-C04 1M2 05.0845 11/25/2024 | 0.01% |
| CCO HLDGS LLC/CAP CO P/P 144A 05.7500 02/15/2026 | 0.01% |
| CHARTER COMM OPT LLC 04.9080 07/23/2025 | 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% |
| CSC HOLDINGS LLC P/P 144A 07.7500 07/15/2025 | 0.01% |
| DIAMOND SPORTS P/P 144A 05.3750 08/15/2026 | 0.01% |
| EMIR 2018-1 M1 01.8683 11/25/2028 | 0.01% |
| ENERGY TRANSFER OPERATNG 02.9000 05/15/2025 | 0.01% |
| EUR/GBP CALL 0.90 20200803 UBS | 0.01% |
| FISERV INC 03.5000 07/01/2029 | 0.01% |
| FORD MOTOR CREDIT CO LLC 04.2710 01/09/2027 | 0.01% |
| GLP CAPITAL LP / FIN II 05.2500 06/01/2025 | 0.01% |
| GNR 2013-99 AS IO 05.8600 06/20/2043 | 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% |
| HCA INC 05.5000 06/15/2047 | 0.01% |
| HESS MIDSTREAM P P/P 144A 05.1250 06/15/2028 | 0.01% |
| HUDBAY MINERALS INC P/P 144A 07.6250 01/15/2025 | 0.01% |
| ICAHN ENTER/FIN 06.2500 05/15/2026 | 0.01% |
| JARDINE MATHESON HLDGS LTD SEDOL 6472119 | 0.01% |
| JPMCC 2013-LC11 C 03.9582 04/15/2046 | 0.01% |
| KFC HLD/PIZZA HUT/TA P/P 144A 05.0000 06/01/2024 | 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% |
| L BRANDS INC 07.5000 06/15/2029 | 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% |
| LOUISIANA-PACIFIC CORPORATION 04.8750 09/15/2024 | 0.01% |
| MBX.FN30.500.10 R USL1M P 01/12/41 CI | 0.01% |
| MEREDITH CORP P/P 144A 06.5000 07/01/2025 | 0.01% |
| MICROSOFT CORP 02.4000 02/06/2022 | 0.01% |
| MWST 2018-W1 A 01.0345 11/25/2051 | 0.01% |
| NATIONSTAR MTG P/P 144A 08.1250 07/15/2023 | 0.01% |
| NETFLIX INC 04.8750 04/15/2028 | 0.01% |
| NEXSTAR BROADC P/P 144A 05.6250 08/01/2024 | 0.01% |
| NORDSTROM INC P/P 144A 08.7500 05/15/2025 | 0.01% |
| NSTAR ELECTRIC CO 02.3750 10/15/2022 | 0.01% |
| OCCIDENTAL PETROLEUM COR 06.4500 09/15/2036 | 0.01% |
| OCCIDENTAL PETROLEUM CORP SEDOL 2655408 | 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% |
| ROYAL BK SCOTLND GRP PLC USD 07.5000 12/29/2049 | 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% |
| SPRINGLEAF FINANCE CORP 05.3750 11/15/2029 | 0.01% |
| STACR 2020-HQA1 M2 03.7350 01/25/2050 | 0.01% |
| SUGAR HSP GAMING P/P 144A 05.8750 05/15/2025 | 0.01% |
| TENNANT CO 05.6250 05/01/2025 | 0.01% |
| TREASURY BILL 00.0000 08/11/2020 | 0.01% |
| TRIVIUM PACK FIN P/P 144A 05.5000 08/15/2026 | 0.01% |
| UBS GROUP AG REGS 06.8750 12/29/2049 | 0.01% |
| UNIVISION COMM P/P 144A 06.6250 06/01/2027 | 0.01% |
| USA COMPRESSION PART 06.8750 04/01/2026 | 0.01% |
| 1011778 BC / NEW RED P/P 144A 03.8750 01/15/2028 | 0.01% |
| AG ISSUER LLC P/P 144A 06.2500 03/01/2028 | 0.01% |
| AIR METHODS CORP P/P 144A 08.0000 05/15/2025 | 0.01% |
| AMSTED INDUSTRIES P/P 144A 05.6250 07/01/2027 | 0.01% |
| ANTERO RESOURCES 05.3750 11/01/2021 | 0.01% |
| ARRW 2019-1 A3 04.2080 01/25/2049 | 0.01% |
| ASCENT RESOURCES/AEU P/P 144A 10.0000 04/01/2022 | 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% |
| BERKSHIRE HATHAWAY INC-CL B SEDOL 2073390 | 0.01% |
| BUILDERS FIRSTSOURCE P/P 144A 06.7500 06/01/2027 | 0.01% |
| CAS 2017-C01 1EB1 01.4345 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% |
| 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% |
| COLT 2020-2 A1 01.8530 03/25/2065 | 0.01% |
| COMCAST CORP 03.1500 03/01/2026 | 0.01% |
| COMM 2013-CR11 XA IO 01.0907 08/10/2050 | 0.01% |
| COMM 2014-CR17 XA IO 01.1328 05/10/2047 | 0.01% |
| COMM 2014-UBS6 XA IO 01.0384 12/10/2047 | 0.01% |
| COMMSCOPE TECH LLC P/P 144A 06.0000 06/15/2025 | 0.01% |
| CROWN CASTLE INTL CORP 04.8750 04/15/2022 | 0.01% |
| CROWN CORK & SEAL CO INC 07.3750 12/15/2026 | 0.01% |
| DEVON ENERGY CORPORATION 07.9500 04/15/2032 | 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% |
| DISCOVERY COMMUNICATIONS 03.6250 05/15/2030 | 0.01% |
| DISH NETWORK CV 03.3750 08/15/2026 | 0.01% |
| ENTERCOM MEDIA CORP P/P 144A 06.5000 05/01/2027 | 0.01% |
| EQUINIX INC 05.3750 05/15/2027 | 0.01% |
| ESH HOSPITALITY INC P/P 144A 05.2500 05/01/2025 | 0.01% |
| EUR/USD CALL 1.16 20201118 BANKAM | 0.01% |
| EUR/USD CALL 1.16 20201118 GSFX | 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% |
| GAP INC/THE P/P 144A 08.3750 05/15/2023 | 0.01% |
| GENERAL MOTORS CO 06.1250 10/01/2025 | 0.01% |
| GNR 2015-H24 BI IO 01.5847 08/20/2065 | 0.01% |
| GNR 2015-H26 EI IO 01.6944 10/20/2065 | 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% |
| GSMS 2011-GC5 AS P/P 144A 05.2090 08/10/2044 | 0.01% |
| GSMS 2014-GC22 XA IO 01.1394 06/10/2047 | 0.01% |
| HONEYWELL INTL 03.8120 11/21/2047 | 0.01% |
| IHEARTCOMMUNICATIONS INC 06.3750 05/01/2026 | 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% |
| MARRIOTT INTERNATIONAL 05.7500 05/01/2025 | 0.01% |
| MEG ENERGY CORP P/P 144A 06.5000 01/15/2025 | 0.01% |
| NATIONAL GRID PLC SEDOL BDR05C0 | 0.01% |
| NAVISTAR INTL CORP P/P 144A 09.5000 05/01/2025 | 0.01% |
| NCHET 2003-4 M1 01.3095 10/25/2033 | 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% |
| PENSKE AUTO GRP INC 05.7500 10/01/2022 | 0.01% |
| PNC FINANCIAL SERVICES 03.3000 03/08/2022 | 0.01% |
| POMEGRANATE MERGER S P/P 144A 09.7500 05/01/2023 | 0.01% |
| 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% |
| REPUBLIC OF PERU USD 05.6250 11/18/2050 | 0.01% |
| RMLT 2020-2 A2 02.5080 05/25/2060 | 0.01% |
| SABINE PASS LIQUEF 05.0000 03/15/2027 | 0.01% |
| SABINE PASS LIQUEFAC 05.7500 05/15/2024 | 0.01% |
| SPRINGLEAF FINANCE CORP 06.8750 03/15/2025 | 0.01% |
| STACR 2015-DNA3 M2 03.0345 04/25/2028 | 0.01% |
| STACR 2017-DNA2 M1 01.3845 10/25/2029 | 0.01% |
| STATION CASINOS LLC P/P 144A 04.5000 02/15/2028 | 0.01% |
| STEEL DYNAMICS INC 05.5000 10/01/2024 | 0.01% |
| TMX FIN LLC/TITLEMAX P/P 144A 11.1250 04/01/2023 | 0.01% |
| UNITED MEXICAN STATES USD 03.2500 04/16/2030 | 0.01% |
| WAMU 2005-AR9 A1C3 01.1445 07/25/2045 | 0.01% |
| WMG ACQUISITION CORP P/P 144A 05.0000 08/01/2023 | 0.01% |
| WPX ENERGY INC 05.2500 10/15/2027 | 0.01% |
| WPX ENERGY INC 08.2500 08/01/2023 | 0.01% |
| WYNDHAM HOTELS & RE P/P 144A 05.3750 04/15/2026 | 0.01% |
| 1011778 BC ULC / P/P 144A 04.3750 01/15/2028 | 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% |
| ANTERO RESOURCES FIN 05.1250 12/01/2022 | 0.01% |
| APACHE CORPORATION 03.2500 04/15/2022 | 0.01% |
| APPLE INC 03.4500 05/06/2024 | 0.01% |
| AROUNDTOWN SA SEDOL BF0CK44 | 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% |
| BEACON ROOFING SUPP P/P 144A 04.8750 11/01/2025 | 0.01% |
| BSCMS 2006-PW11 B P/P 144A 05.8015 03/11/2039 | 0.01% |
| BWAY CORP TLB L+325 04.5614 04/03/2024 | 0.01% |
| CALPINE CORP P/P 144A 05.2500 06/01/2026 | 0.01% |
| CAPITAL ONE FINANCIAL CO 04.2000 10/29/2025 | 0.01% |
| CCO HOLDINGS LLC P/P 144A 04.5000 05/01/2032 | 0.01% |
| CFCRE 2011-C2 D P/P 144A 05.9305 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% |
| COMCAST CORP 03.9990 11/01/2049 | 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% |
| DENBURY RESOURCES IN P/P 144A 09.0000 05/15/2021 | 0.01% |
| DIAMONDBACK ENERGY INC 03.2500 12/01/2026 | 0.01% |
| DIAMONDBACK ENERGY INC 05.3750 05/31/2025 | 0.01% |
| DOMINO'S PIZZA INC SEDOL B01SD70 | 0.01% |
| ENERGY TRANSFER OPERATNG 06.1250 12/15/2045 | 0.01% |
| ENTERPRISE PRODUCTS OPER 02.8000 01/31/2030 | 0.01% |
| EQUINOR ASA USD 05.1000 08/17/2040 | 0.01% |
| ERIE INDEMNITY COMPANY-CL A SEDOL 2311711 | 0.01% |
| FHR 3829 AS IO 06.7653 03/15/2041 | 0.01% |
| FRONTIER COMM P/P 144A 08.5000 04/01/2026 | 0.01% |
| GARTNER INC P/P 144A 05.1250 04/01/2025 | 0.01% |
| GFL ENVIRONMENTA P/P 144A 08.5000 05/01/2027 | 0.01% |
| GMAC CAPITAL TRUST I PCT 06.1773 | 0.01% |
| GNMA GII30 BL6161 06.0000 12/20/2048 | 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% |
| IDR/USD 08/19/2020 BCAP-FX | 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% |
| JPMCC 2012-LC9 D P/P 144A 04.5654 12/15/2047 | 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% |
| MLMI 2005-A2 A2 03.7380 02/25/2035 | 0.01% |
| MSRR 2015-R4 CB1 00.9939 08/26/2047 | 0.01% |
| NABORS INDUSTRIES INC. 05.7500 02/01/2025 | 0.01% |
| NEUBERGER BERMAN GRP P/P 144A 04.8750 04/15/2045 | 0.01% |
| NOVELIS CORP P/P 144A 04.7500 01/30/2030 | 0.01% |
| NZD/USD 07/15/2020 BCAP-FX | 0.01% |
| OTIS WORLDWIDE CORP P/P 144A 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% |
| PENN NATIONAL GAMING P/P 144A 05.6250 01/15/2027 | 0.01% |
| PUBLICIS GROUPE SEDOL 4380429 | 0.01% |
| RESIDEO FUNDING INC P/P 144A 06.1250 11/01/2026 | 0.01% |
| SS&C TECH INC P/P 144A 05.5000 09/30/2027 | 0.01% |
| STACR 2014-HQ3 M3 04.9345 10/25/2024 | 0.01% |
| TOPBUILD CORP P/P 144A 05.6250 05/01/2026 | 0.01% |
| TRANSDIGM INC 06.3750 06/15/2026 | 0.01% |
| TRANSOCEAN POSEIDON P/P 144A 06.8750 02/01/2027 | 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% |
| VALVOLINE INC P/P 144A 04.2500 02/15/2030 | 0.01% |
| VISTRA CORP P/P 144A 05.0000 07/31/2027 | 0.01% |
| WEEKLEY HOMES LLC 06.0000 02/01/2023 | 0.01% |
| WFCM 2016-LC25 XA IO 01.1233 12/15/2059 | 0.01% |
| WFRBS 2012-C9 XB IO P/P 144A 00.8754 11/15/2045 | 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 05.8750 06/15/2028 | 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% |
| ADMIRAL GROUP PLC SEDOL B02J639 | 0.00% |
| ALLIANT HOLDINGS P/P 144A 06.7500 10/15/2027 | 0.00% |
| ALTRIA GROUP INC | 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 07/15/2020 TDBK | 0.00% |
| BOXER PARENT CO INC P/P 144A 09.1250 03/01/2026 | 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 2012-GC8 XA IO P/P 144A 01.9252 09/10/2045 | 0.00% |
| CGCMT 2014-GC19 D P/P 144A 05.2614 03/10/2047 | 0.00% |
| CGCMT 2014-GC21 X IO 01.3380 05/10/2047 | 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% |
| 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% |
| COMSTOCK RE INC P/P 144A 07.5000 05/15/2025 | 0.00% |
| CROWN AMER/CAP 04.7500 02/01/2026 | 0.00% |
| CSC HOLDINGS LLC 06.7500 11/15/2021 | 0.00% |
| DEVON ENERGY CORPORATION 07.8750 09/30/2031 | 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% |
| DUN & BRADSTREET COR P/P 144A 06.8750 08/15/2026 | 0.00% |
| ENERGIZER HLDG INC P/P 144A 06.3750 07/15/2026 | 0.00% |
| EUR/CHF CALL 1.10 20201209 CSI-FX | 0.00% |
| FIFTH THIRD BANCORP 05.1000 12/29/2049 | 0.00% |
| FRONTIER COMM 10.5000 09/15/2022 | 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% |
| GOLDMAN SACHS GROUP INC 02.6000 02/07/2030 | 0.00% |
| GSMS 2013-GC10 XA IO 01.6420 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% |
| MATCH GROUP INC P/P 144A 04.6250 06/01/2028 | 0.00% |
| MAUSER PACKAGING SOL P/P 144A 05.5000 04/15/2024 | 0.00% |
| MERCER INTL INC USD 06.5000 02/01/2024 | 0.00% |
| MERCK & CO. INC. 02.7500 02/10/2025 | 0.00% |
| MICROCHIP TECH INC P/P 144A 04.2500 09/01/2025 | 0.00% |
| MSBAM 2014-C17 XA IO 01.2652 08/15/2047 | 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% |
| NEWS CORP - CLASS A SEDOL BBGVT40 | 0.00% |
| NUTRIEN LTD USD 02.9500 05/13/2030 | 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% |
| PRUDENTIAL FINANCIAL INC 05.6250 06/15/2043 | 0.00% |
| RITE AID CORP P/P 144A 07.5000 07/01/2025 | 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 2019-DNA1 M2 02.8345 01/25/2049 | 0.00% |
| TENET HEALTHCARE 04.6250 07/15/2024 | 0.00% |
| TRANSDIGM INC. 06.5000 07/15/2024 | 0.00% |
| TRI POINTE GROUP INC 05.7000 06/15/2028 | 0.00% |
| UBSBB 2012-C4 XA IO P/P 144A 01.7586 12/10/2045 | 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% |
| VISTRA ENERGY CORP. P/P 144A 08.1250 01/30/2026 | 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 XA IO P/P 144A 02.0478 11/15/2045 | 0.00% |
| WPX ENERGY INC 05.7500 06/01/2026 | 0.00% |
| ABC SUPPLY CO INC P/P 144A 04.0000 01/15/2028 | 0.00% |
| ALLY FINANCIAL INC 05.7500 11/20/2025 | 0.00% |
| AMPOL LTD SEDOL BM91201 | 0.00% |
| ANHEUSER-BUSCH INBEV WOR 02.5000 07/15/2022 | 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 P/P 144A 05.6250 07/15/2027 | 0.00% |
| BMW US CAPITAL LLC P/P 144A 03.4000 08/13/2021 | 0.00% |
| BOYD GAMING CORP P/P 144A 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 07/15/2020 RBSF | 0.00% |
| CARNIVAL CORP P/P 144A 11.5000 04/01/2023 | 0.00% |
| CAS 2015-C01 1M2 04.4845 02/25/2025 | 0.00% |
| CAS 2015-C02 1M2 04.1845 05/25/2025 | 0.00% |
| CCO HOLDINGS LLC P/P 144A 04.5000 08/15/2030 | 0.00% |
| CENTENE ESCROW I CO P/P 144A 05.3750 06/01/2026 | 0.00% |
| CHARTER COMM OPT LLC 05.3750 05/01/2047 | 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% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 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 05.0000 09/15/2022 | 0.00% |
| CWALT 2005-27 1A1 02.1614 08/25/2035 | 0.00% |
| CWALT 2006-24CB A13 00.5345 08/25/2036 | 0.00% |
| DEVON ENERGY CORPORATION 05.6000 07/15/2041 | 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% |
| FORD MOTOR CO SEDOL 2615468 | 0.00% |
| FOX CORP - CLASS B SEDOL BJJMGY5 | 0.00% |
| FREEPORT-MCMORAN INC 05.4500 03/15/2043 | 0.00% |
| GAP INC/THE P/P 144A 08.6250 05/15/2025 | 0.00% |
| GATES GLOBAL TLB L+275 03.7500 03/31/2024 | 0.00% |
| GENERAL DYNAMICS CORP 02.2500 11/15/2022 | 0.00% |
| GNMA GII30 AY2298 04.7000 05/20/2067 | 0.00% |
| GNMA GII30 AY4779 04.5100 03/20/2067 | 0.00% |
| GNMA GII30 BA7681 04.6210 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 BL6219 06.0000 03/20/2049 | 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% |
| 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 01.7845 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% |
| ISTAR INC. 05.2500 09/15/2022 | 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% |
| JOSEPH T RYERSON & S P/P 144A 11.0000 05/15/2022 | 0.00% |
| L BRANDS INC 06.7500 07/01/2036 | 0.00% |
| LEVI STRAUSS & CO P/P 144A 05.0000 05/01/2025 | 0.00% |
| LOEWS CORP SEDOL 2523022 | 0.00% |
| MCKESSON CORP SEDOL 2378534 | 0.00% |
| MEG ENERGY CORP P/P 144A 07.1250 02/01/2027 | 0.00% |
| MERCER INTL INC USD 05.5000 01/15/2026 | 0.00% |
| METRO INC/CN SEDOL 2583952 | 0.00% |
| MSAC 2004-HE6 M1 01.0095 08/25/2034 | 0.00% |
| NATIONSTAR MTG P/P 144A 06.0000 01/15/2027 | 0.00% |
| NN GROUP NV SEDOL BNG8PQ9 | 0.00% |
| NOBLE ENERGY INC 06.0000 03/01/2041 | 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 07/15/2020 BANKAM | 0.00% |
| OCCIDENTAL PETROLEUM COR 03.5000 06/15/2025 | 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% |
| PROLOGIS LP 02.2500 04/15/2030 | 0.00% |
| PUBLIC SERVICE ELECTRIC 05.5000 03/01/2040 | 0.00% |
| RIO TINTO LTD SEDOL 6220103 | 0.00% |
| ROBERTSHAW US HOLDING L+325 04.2500 02/28/2025 | 0.00% |
| SAP SE SEDOL 4846288 | 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% |
| SPRINGLEAF FINANCE CORP 06.6250 01/15/2028 | 0.00% |
| SPRINGLEAF FINANCE CORP 07.1250 03/15/2026 | 0.00% |
| SPRINGLEAF FINANCE CORP 08.8750 06/01/2025 | 0.00% |
| STACR 2019-HQA1 M2 02.5183 02/25/2049 | 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% |
| USA COM PART/USA COM 06.8750 09/01/2027 | 0.00% |
| WFRBS 2012-C10 XA IO P/P 144A 01.6790 12/15/2045 | 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% |
| 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% |
| ALBERTSONS COS P/P 144A 04.8750 02/15/2030 | 0.00% |
| AUD/USD 07/15/2020 BANKAM | 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% |
| BAUSCH HLTH COS INC P/P 144A 05.0000 01/30/2028 | 0.00% |
| BAUSCH HLTH COS INC P/P 144A 05.2500 01/30/2030 | 0.00% |
| BAYTEX ENERGY CORP P/P 144A 05.6250 06/01/2024 | 0.00% |
| BEACON ROOFING SUPPL P/P 144A 04.5000 11/15/2026 | 0.00% |
| 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 05.8500 11/15/2043 | 0.00% |
| BUCKEYE PARTNERS LP P/P 144A 04.5000 03/01/2028 | 0.00% |
| CAD/USD 07/15/2020 GSFX | 0.00% |
| CAS 2019-HRP1 M2 02.3345 11/25/2039 | 0.00% |
| CAS 2019-R02 1M2 02.4845 08/25/2031 | 0.00% |
| CBRE SERVICES INC 05.2500 03/15/2025 | 0.00% |
| CENTENE CORP P/P 144A 05.3750 08/15/2026 | 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.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% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 JP | 0.00% |
| COMMSCOPE INC P/P 144A 05.5000 03/01/2024 | 0.00% |
| CONTINENTAL RESOURCES 04.3750 01/15/2028 | 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% |
| DXC TECHNOLOGY CO SEDOL BYXD7B3 | 0.00% |
| ELDORADO RESORTS INC 07.0000 08/01/2023 | 0.00% |
| EQUINIX INC 05.8750 01/15/2026 | 0.00% |
| FHR 3072 SM 04.2533 11/15/2035 | 0.00% |
| FIDELITY NATIONAL INFORM 03.0000 08/15/2026 | 0.00% |
| GAMESA SEDOL B01CP21 | 0.00% |
| GBP/USD 09/16/2020 CITI | 0.00% |
| GBP/USD 09/16/2020 SSBT | 0.00% |
| GNMA GII30 BL6184 06.0000 02/20/2049 | 0.00% |
| GNMA GII30 BL6217 06.0000 03/20/2049 | 0.00% |
| GNMA GII30 BL6218 06.0000 02/20/2049 | 0.00% |
| GNR 2010-9 UI IO 05.0000 01/20/2040 | 0.00% |
| GRIFOLS SEDOL B01SPF2 | 0.00% |
| IHS MARKIT LTD P/P 144A 04.0000 03/01/2026 | 0.00% |
| INCEPTION MRGR/RACK P/P 144A 08.6250 11/15/2024 | 0.00% |
| IOS.FN30.400.10 R USL1M P 01/12/41 BC | 0.00% |
| JAGUAR HL / PPDI P/P 144A 05.0000 06/15/2028 | 0.00% |
| JPMBB 2013-C17 XA IO 00.9174 01/15/2047 | 0.00% |
| JPMORGAN CHASE & CO 01.3924 05/15/2047 | 0.00% |
| KEURIG DR PEPPER INC 04.0570 05/25/2023 | 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% |
| 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% |
| MBX.FN30.450.09 R USL1M P 01/12/40 BC | 0.00% |
| MONDELEZ INTERNATIONAL 02.1250 04/13/2023 | 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% |
| NETFLIX INC. P/P 144A 04.8750 06/15/2030 | 0.00% |
| NUTRIEN LTD USD 05.2500 01/15/2045 | 0.00% |
| NZD/USD 07/15/2020 RBSF | 0.00% |
| NZD/USD 07/15/2020 WPAC | 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% |
| POLYONE CORP P/P 144A 05.7500 05/15/2025 | 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% |
| ROBERTSHAW TL 2L L+800 09.0000 02/28/2026 | 0.00% |
| RUB/USD 09/16/2020 GSFX | 0.00% |
| SCHINDLER HOLDING-PART CERT SEDOL B11TCY0 | 0.00% |
| SCIENTIFIC GAMES P/P 144A 07.0000 05/15/2028 | 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% |
| SPRINT SPECTRUM P/P 144A 03.3600 09/20/2021 | 0.00% |
| STACR 2015-HQ2 M2 02.1345 05/25/2025 | 0.00% |
| SUBARU CORP SEDOL 6356406 | 0.00% |
| T-MOBILE USA INC 06.3750 03/01/2025 | 0.00% |
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| BOMBARDIER INC P/P 144A 07.5000 12/01/2024 | 0.00% |
| BUCKEYE PARTNERS LP 03.9500 12/01/2026 | 0.00% |
| CAD/USD 07/15/2020 HSBCB | 0.00% |
| CAS 2015-C02 2M2 04.1845 05/25/2025 | 0.00% |
| CAS 2016-C07 2M2 04.5345 05/25/2029 | 0.00% |
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| CHF/USD 09/16/2020 JPMCB | 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.7 2047-01-17 500.0 01/17/2047 CS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 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% |
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| COMSTOCK RESOURCES INC 09.7500 08/15/2026 | 0.00% |
| ELDORADO RESORTS INC 06.0000 09/15/2026 | 0.00% |
| EOG RESOURCES INC 04.1500 01/15/2026 | 0.00% |
| EUR/USD CALL 1.1665 20200914 BANKAM | 0.00% |
| EUR/USD CALL 1.1665 20200914 BCAP-FX | 0.00% |
| FHR 3065 DC 19.3058 03/15/2035 | 0.00% |
| FNMA FN30 971053 04.5000 02/01/2039 | 0.00% |
| FNR 2007-53 SP 23.5235 06/25/2037 | 0.00% |
| GARTNER INC P/P 144A 04.5000 07/01/2028 | 0.00% |
| GBP/USD 09/16/2020 HSBCB | 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 BM1953 06.0000 03/20/2049 | 0.00% |
| GNMA GII30 BN1506 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% |
| IOS.FN30.400.09 R USL1M P 01/12/40 GS | 0.00% |
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| 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% |
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| MICROSOFT CORP 02.5250 06/01/2050 | 0.00% |
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| NRG ENERGY INC 06.6250 01/15/2027 | 0.00% |
| ONCOR ELECTRIC DELIVERY 05.3000 06/01/2042 | 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% |
| 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% |
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| ROYAL CARIBBEAN P/P 144A 09.1250 06/15/2023 | 0.00% |
| SM ENERGY CO 06.6250 01/15/2027 | 0.00% |
| STACR 2018-HQA2 M2 02.4845 10/25/2048 | 0.00% |
| STAPLES INC. P/P 144A 10.7500 04/15/2027 | 0.00% |
| T-MOBILE USA INC 06.0000 03/01/2023 | 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% |
| TRONOX FINANCE PLC P/P 144A 05.7500 10/01/2025 | 0.00% |
| VIACOMCBS INC 04.0000 01/15/2026 | 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% |
| 0.8535 R ISWP US0003M P 05/07/2050 | 0.00% |
| AIR LEASE CORP 02.5000 03/01/2021 | 0.00% |
| ALLEGHENY TECHNOLOGIES 05.8750 12/01/2027 | 0.00% |
| BERRY GLOBAL INC 05.5000 05/15/2022 | 0.00% |
| BP CAP MARKETS AMERICA 03.9370 09/21/2028 | 0.00% |
| CAD/USD 07/15/2020 CITI | 0.00% |
| CALIFORNIA RESOURC TL L+475 05.7500 12/31/2022 | 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 JP | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 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 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% |
| COLORADO INTERSTATE GAS CO 06.8500 06/15/2037 | 0.00% |
| CROWN CASTLE INTL CORP 04.4500 02/15/2026 | 0.00% |
| ENERGIZER HLDG INC P/P 144A 07.7500 01/15/2027 | 0.00% |
| EUR/USD 09/16/2020 BANKAM | 0.00% |
| FEDEX CORP 02.6250 08/01/2022 | 0.00% |
| FHR 2990 LB 16.4735 06/15/2034 | 0.00% |
| FHR 3249 PS 21.6653 12/15/2036 | 0.00% |
| FNR 2005-75 GS 19.6965 08/25/2035 | 0.00% |
| FNR 2006-62 PS 38.7930 07/25/2036 | 0.00% |
| FNR 2006-8 HP 23.8902 03/25/2036 | 0.00% |
| GBP/USD 09/16/2020 UBS | 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% |
| IHEARTMEDIA INC - CLASS A SEDOL BJVR9Y9 | 0.00% |
| JPY/USD 08/19/2020 GSFX | 0.00% |
| MALLINCKRODT FIN/SB P/P 144A 10.0000 04/15/2025 | 0.00% |
| MEG ENERGY CORP P/P 144A 07.0000 03/31/2024 | 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% |
| NEIMAN MARCUS TL L+600 06.2674 10/25/2023 | 0.00% |
| NOBLE HLDG INTL LTD P/P 144A 07.8750 02/01/2026 | 0.00% |
| NZD/USD 07/15/2020 TDBK | 0.00% |
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| OASIS PETROLEUM INC P/P 144A 06.2500 05/01/2026 | 0.00% |
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| S&P GLOBAL INC 02.5000 12/01/2029 | 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% |
| TRANSDIGM INC 06.5000 05/15/2025 | 0.00% |
| TRANSOCEAN INC 07.5000 04/15/2031 | 0.00% |
| TRONOX INC P/P 144A 06.5000 05/01/2025 | 0.00% |
| 0.85 R ISWP FWD US0003M P 06/17/2030 | 0.00% |
| ADVANZ PHARMA CORP LTD SEDOL BG0RYR7 | 0.00% |
| ANHEUSER-BUSCH INBEV WOR 04.1500 01/23/2025 | 0.00% |
| AUD/USD 07/15/2020 GSFX | 0.00% |
| AUD/USD 07/15/2020 JPMCB | 0.00% |
| AUD/USD PUT 0.62 20200715 GSFX | 0.00% |
| BACM 2007-1 XW IO 00.4851 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 00.4957 12/11/2038 | 0.00% |
| BSCMS 2006-PW11 C P/P 144A 05.8015 03/11/2039 | 0.00% |
| CAD/USD 07/15/2020 WPAC | 0.00% |
| CALIFORNIA RESOURCES P/P 144A 08.0000 12/15/2022 | 0.00% |
| CD 2007-CD4 XW IO P/P 144A 01.5135 12/11/2049 | 0.00% |
| CGCMT 2006-C5 XC IO P/P 144A 00.7203 10/15/2049 | 0.00% |
| CLEAR CHANNEL OUTDOOR HOLDIN SEDOL BJHVCH9 | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 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.BBB-.10 2059-11-17 300.0 11/17/2059 JP | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 JP | 0.00% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 CG | 0.00% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 CG | 0.00% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 CG | 0.00% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 CG | 0.00% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 JP | 0.00% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 JP | 0.00% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 MS | 0.00% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 MS | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 GS | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 JP | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 JP | 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 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 02.3863 05/15/2038 | 0.00% |
| CSMC 2007-C1 AX IO P/P 144A 00.6522 02/15/2040 | 0.00% |
| CSMC 2007-C2 AX IO P/P 144A 00.0438 01/15/2049 | 0.00% |
| CVS PASS-THROUGH TRUST 06.0360 12/10/2028 | 0.00% |
| DKK/USD 09/16/2020 CITI | 0.00% |
| EUR/USD 09/16/2020 CITI | 0.00% |
| EUR/USD 09/16/2020 CSI-FX | 0.00% |
| EUR/USD 09/16/2020 GSFX | 0.00% |
| EUR/USD 09/16/2020 HSBCB | 0.00% |
| EUR/USD 09/16/2020 JPMCB | 0.00% |
| EUR/USD 09/16/2020 RBSF | 0.00% |
| EUR/USD 09/16/2020 TDBK | 0.00% |
| EUR/USD 09/16/2020 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 00.3857 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 00.3020 06/25/2042 | 0.00% |
| GBP/USD 09/16/2020 BCAP-FX | 0.00% |
| GBP/USD 09/16/2020 CSI-FX | 0.00% |
| GBP/USD 09/16/2020 RBSF | 0.00% |
| GBP/USD 09/16/2020 TDBK | 0.00% |
| GBP/USD 09/16/2020 WPAC | 0.00% |
| GECMC 2007-C1 XC IO P/P 144A 00.2608 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 08/19/2020 BANKAM | 0.00% |
| HKD/USD 08/19/2020 BCAP-FX | 0.00% |
| HKD/USD 08/19/2020 CITI | 0.00% |
| HKD/USD 08/19/2020 GSFX | 0.00% |
| HKD/USD 08/19/2020 HSBCB | 0.00% |
| HKD/USD 08/19/2020 RBSF | 0.00% |
| HKD/USD 08/19/2020 SSBT | 0.00% |
| HKD/USD 08/19/2020 UBS | 0.00% |
| INR/USD 08/19/2020 HSBCB | 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 00.8563 12/12/2043 | 0.00% |
| JPMCC 2006-LDP8 X IO 00.2887 05/15/2045 | 0.00% |
| JPMCC 2007-LDPX X IO 00.1275 01/15/2049 | 0.00% |
| JPY/USD 08/19/2020 BANKAM | 0.00% |
| JPY/USD 08/19/2020 HSBCB | 0.00% |
| JPY/USD 08/19/2020 JPMCB | 0.00% |
| JPY/USD 08/19/2020 SSBT | 0.00% |
| KRW/USD 08/19/2020 JPMCB | 0.00% |
| LBUBS 2005-C5 XCL IO P/P 144A 0.09 3 09/15/2040 | 0.00% |
| LBUBS 2005-C7 XCL IO P/P 144A 00.4985 11/15/2040 | 0.00% |
| LBUBS 2006-C6 XCL IO P/P 144A 00.7711 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% |
| MEZZ 2006-C4 X IO P/P 144A 06.5268 07/15/2045 | 0.00% |
| MWO HOLDINGS LLC | 0.00% |
| NOBLE HOLDING INTL LTD USD 07.7500 01/15/2024 | 0.00% |
| NOK/USD 09/16/2020 BANKAM | 0.00% |
| NOK/USD 09/16/2020 CITI | 0.00% |
| NOK/USD 09/16/2020 HSBCB | 0.00% |
| NOK/USD 09/16/2020 JPMCB | 0.00% |
| NOK/USD 09/16/2020 SSBT | 0.00% |
| NZD/USD 07/15/2020 CSI-FX | 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% |
| PLN/USD 09/16/2020 BCAP-FX | 0.00% |
| SEK/USD 09/16/2020 BCAP-FX | 0.00% |
| SEK/USD 09/16/2020 CITI | 0.00% |
| SEK/USD 09/16/2020 GSFX | 0.00% |
| SEK/USD 09/16/2020 SSBT | 0.00% |
| SEK/USD 09/16/2020 UBS | 0.00% |
| STACR 2019-DNA2 M2 02.6345 03/25/2049 | 0.00% |
| TERVITA CORP SEDOL BD1DCC4 | 0.00% |
| TEXAS COHLD TCEH ESCROW 11.5000 10/01/2020 | 0.00% |
| THE SHERWIN-WILLIAMS COMPANY 02.7500 06/01/2022 | 0.00% |
| TWD/USD 08/19/2020 BANKAM | 0.00% |
| TXU TCEH RIGHTS | 0.00% |
| VALARIS PLC USD 07.7500 02/01/2026 | 0.00% |
| VIACOMCBS INC 04.2000 05/19/2032 | 0.00% |
| WBCMT 2006-C29 IO IO 00.4589 11/15/2048 | 0.00% |
| 0.257 R ISWP US0003M P 06/02/2022 | -0.00% |
| 0.90 R ISWP FWD US0003M P 06/17/2050 | -0.00% |
| AUD/USD 07/15/2020 CSI-FX | -0.00% |
| CAD/USD 07/15/2020 UBS | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.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 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 MS | -0.00% |
| CNH/USD 08/19/2020 HSBCB | -0.00% |
| EUR/GBP CALL 0.94 20200803 UBS | -0.00% |
| EUR/USD 09/16/2020 BCAP-FX | -0.00% |
| EUR/USD 09/16/2020 UBS | -0.00% |
| EUR/USD CALL 1.19 20200914 BANKAM | -0.00% |
| EUR/USD CALL 1.19 20200914 BCAP-FX | -0.00% |
| GBP/USD 09/16/2020 GSFX | -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 08/19/2020 BCAP-FX | -0.00% |
| JPY/USD 08/19/2020 CITI | -0.00% |
| JPY/USD 08/19/2020 UBS | -0.00% |
| MBX.FN30.600.08 P USL1M R 01/12/39 BC | -0.00% |
| MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.00% |
| NOK/USD 09/16/2020 GSFX | -0.00% |
| NOK/USD 09/16/2020 UBS | -0.00% |
| NZD/USD 07/15/2020 JPMCB | -0.00% |
| CAD/USD 07/15/2020 CSI-FX | -0.00% |
| CAD/USD 07/15/2020 JPMCB | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 JP | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 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 09/16/2020 SSBT | -0.00% |
| EUR/USD CALL 1.20 20201118 BANKAM | -0.00% |
| EUR/USD CALL 1.20 20201118 GSFX | -0.00% |
| SEK/USD 09/16/2020 JPMCB | -0.00% |
| SGD/USD 08/19/2020 JPMCB | -0.00% |
| USD/JPY PUT 100.00 20201124 BANKAM | -0.00% |
| USD/JPY PUT 100.00 20201124 GSFX | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 MS | -0.00% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 MS | -0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 GS | -0.00% |
| EUR/CHF CALL 1.12 20201209 CSI-FX | -0.00% |
| IOS.FN30.400.10 P USL1M R 01/12/41 JP | -0.00% |
| CAD/USD 07/15/2020 TDBK | -0.00% |
| NZD/USD 07/15/2020 HSBCB | -0.00% |
| 0.89632 R ISWP US0003M P 06/10/2030 | -0.00% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 CG | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% |
| JPY/USD 08/19/2020 WPAC | -0.01% |
| NOK/USD 09/16/2020 BCAP-FX | -0.01% |
| NZD/USD 07/15/2020 CITI | -0.01% |
| NZD/USD 07/15/2020 GSFX | -0.01% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CG | -0.01% |
| GBP/USD 09/16/2020 JPMCB | -0.01% |
| CAD/USD 07/15/2020 BANKAM | -0.01% |
| MBX.FN30.650.67 P USL1M R 01/12/38 BC | -0.01% |
| AUD/USD 07/15/2020 SSBT | -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% |
| AUD/USD 07/15/2020 UBS | -0.01% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CS | -0.01% |
| CAD/USD 07/15/2020 SSBT | -0.01% |
| CDX CDX.NA.HY.34 500.0 06/20/2025 | -0.01% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 JP | -0.02% |
| 0.65 R ISWP FWD US0003M P 06/17/2025 | -0.03% |
| FNMA FN30 TBA UMBS 03.5000 07/01/2050 | -0.12% |
| FNMA FN30 TBA UMBS 03.0000 07/01/2050 | -0.24% |
| MSCI EAFE SEP20 MFSU0 | -0.46% |
| US 2YR NOTE (CBT) SEP20 TUU0 | -0.73% |
| US 10YR ULTRA FUT SEP20 UXYU0 | -2.63% |
| RU10INTR P US0003M R 06/10/21 CI | -2.99% |
| GSGLPWDS P US0001M R 12/15/25 GS | -6.01% |
| GSGLPWDL R US0001M P 12/15/25 GS | 5.86% |
|---|---|
| E-MINI RUSS 2000 JUN20 RTYM0 | 4.46% |
| S&P500 EMINI FUT JUN20 ESM0 | 3.54% |
| CGPUTQL2 R US0003M P 11/25/20 CI | 3.07% |
| APPLE INC SEDOL 2046251 | 2.62% |
| MICROSOFT CORP SEDOL 2588173 | 2.44% |
| AMAZON.COM INC SEDOL 2000019 | 2.31% |
| S&P MID 400 EMINI JUN20 FAM0 | 2.14% |
| US 5YR NOTE (CBT) SEP20 FVU0 | 1.65% |
| GNMA GII30 TBA 03.5000 06/01/2050 | 1.26% |
| ALPHABET INC-CL A SEDOL BYVY8G0 | 1.18% |
| FNMA FN30 TBA UMBS 02.5000 07/01/2050 | 1.08% |
| JPMORGAN CHASE & CO SEDOL 2190385 | 1.01% |
| US 10YR NOTE (CBT)SEP20 TYU0 | 0.96% |
| US ULTRA BOND CBT SEP20 WNU0 | 0.95% |
| ADOBE INC SEDOL 2008154 | 0.93% |
| PROCTER & GAMBLE CO/THE SEDOL 2704407 | 0.88% |
| CISCO SYSTEMS INC SEDOL 2198163 | 0.82% |
| VERIZON COMMUNICATIONS INC SEDOL 2090571 | 0.74% |
| JOHNSON & JOHNSON SEDOL 2475833 | 0.73% |
| CITIGROUP INC SEDOL 2297907 | 0.69% |
| QUALCOMM INC SEDOL 2714923 | 0.66% |
| NORTHROP GRUMMAN CORP SEDOL 2648806 | 0.66% |
| MERCK & CO. INC. SEDOL 2778844 | 0.62% |
| SOCIETE GENERALE SA 83369BFJ0 DCP 06/18/2020 | 0.62% |
| FHLMC FR30 ZS4750 UMBS 03.0000 01/01/2048 | 0.61% |
| ALIBABA GROUP HOLDING LTD SEDOL BK6YZP5 | 0.56% |
| CHARIOT FUNDING LLC 15963TF12 DCP 06/01/2020 | 0.55% |
| CHEVRON CORP | 0.53% |
| COLLATERALIZED COMMERCIAL PAP 19423JFC6 DCP 06/12/2020 | 0.52% |
| AMGEN INC SEDOL 2023607 | 0.52% |
| PEPSICO INC SEDOL 2681511 | 0.51% |
| INTUIT INC SEDOL 2459020 | 0.50% |
| ALPHABET INC-CL C SEDOL BYY88Y7 | 0.49% |
| FNMA FN15 TBA UMBS 03.0000 06/01/2035 | 0.49% |
| LIBERTY STREET FUNDING LLC 53127TGF4 DCP 07/15/2020 | 0.48% |
| VICTORY RECEIVABLES CORP 92646KG97 DCP 07/09/2020 | 0.48% |
| COCA-COLA CO/THE SEDOL 2206657 | 0.46% |
| TENCENT HOLDINGS LTD SEDOL BMMV2K8 | 0.46% |
| DANAHER CORP SEDOL 2250870 | 0.45% |
| COMCAST CORP-CLASS A SEDOL 2044545 | 0.44% |
| MEDTRONIC PLC SEDOL BTN1Y11 | 0.43% |
| WALMART INC SEDOL 2936921 | 0.43% |
| FNMA FN30 TBA UMBS 04.0000 07/01/2050 | 0.41% |
| FACEBOOK INC-CLASS A SEDOL B7TL820 | 0.41% |
| AMERICAN ELECTRIC POWER SEDOL 2026242 | 0.41% |
| AMERICAN TOWER CORP SEDOL B7FBFL2 | 0.41% |
| EBAY INC SEDOL 2293819 | 0.41% |
| FNMA FN30 TBA UMBS 02.5000 06/01/2050 | 0.40% |
| ACTIVISION BLIZZARD INC SEDOL 2575818 | 0.40% |
| US LONG BOND(CBT) SEP20 USU0 | 0.39% |
| ORACLE CORP SEDOL 2661568 | 0.39% |
| HONEYWELL INTERNATIONAL INC SEDOL 2020459 | 0.39% |
| ELI LILLY & CO SEDOL 2516152 | 0.39% |
| DOCUSIGN INC SEDOL BFYT7B7 | 0.38% |
| CHARTER COMMUNICATIONS INC-A SEDOL BZ6VT82 | 0.37% |
| LOCKHEED MARTIN CORP SEDOL 2522096 | 0.37% |
| SERVICENOW INC SEDOL B80NXX8 | 0.37% |
| VISA INC-CLASS A SHARES SEDOL B2PZN04 | 0.36% |
| ROCHE HOLDING AG-GENUSSCHEIN SEDOL 7110388 | 0.36% |
| PAYPAL HOLDINGS INC SEDOL BYW36M8 | 0.36% |
| TAKE-TWO INTERACTIVE SOFTWRE SEDOL 2122117 | 0.36% |
| TAIWAN SEMICONDUCTOR MANUFAC SEDOL 6889106 | 0.36% |
| UNION PACIFIC CORP SEDOL 2914734 | 0.36% |
| EXELON CORP SEDOL 2670519 | 0.35% |
| FIDELITY NATIONAL INFO SERV SEDOL 2769796 | 0.34% |
| REGENERON PHARMACEUTICALS SEDOL 2730190 | 0.33% |
| HOME DEPOT INC SEDOL 2434209 | 0.33% |
| FNMA FN30 MA3563 UMBS 04.0000 01/01/2049 | 0.33% |
| TREASURY BILL 00.0000 07/14/2020 | 0.33% |
| STARBUCKS CORP SEDOL 2842255 | 0.32% |
| AT&T INC SEDOL 2831811 | 0.32% |
| ABBVIE INC SEDOL B92SR70 | 0.31% |
| UNITEDHEALTH GROUP INC SEDOL 2917766 | 0.30% |
| TARGET CORP SEDOL 2259101 | 0.30% |
| BANK OF AMERICA CORP SEDOL 2295677 | 0.29% |
| NOVARTIS AG-REG SEDOL 7103065 | 0.28% |
| TREASURY BILL 00.0000 08/13/2020 | 0.28% |
| ABBOTT LABORATORIES SEDOL 2002305 | 0.28% |
| BOOKING HOLDINGS INC SEDOL BDRXDB4 | 0.27% |
| CASH MGMT BILL 00.0000 09/08/2020 | 0.27% |
| MASTERCARD INC - A SEDOL B121557 | 0.27% |
| PFIZER INC SEDOL 2684703 | 0.26% |
| OTIS WORLDWIDE CORP SEDOL BK531S8 | 0.26% |
| SAMSUNG ELECTRONICS CO LTD SEDOL 6771720 | 0.26% |
| METLIFE INC SEDOL 2573209 | 0.26% |
| WASTE MANAGEMENT INC SEDOL 2937667 | 0.26% |
| NVIDIA CORP SEDOL 2379504 | 0.25% |
| FNMA FN30 FM1741 UMBS 04.0000 04/01/2049 | 0.25% |
| VEEVA SYSTEMS INC-CLASS A SEDOL BFH3N85 | 0.24% |
| SONY CORP SEDOL 6821506 | 0.24% |
| GOLDMAN SACHS GROUP INC SEDOL 2407966 | 0.24% |
| CRH PLC SEDOL 4182249 | 0.24% |
| COSTAR GROUP INC SEDOL 2262864 | 0.22% |
| TEXAS INSTRUMENTS INC SEDOL 2885409 | 0.22% |
| FNMA FN30 TBA UMBS 06.0000 06/01/2050 | 0.22% |
| HILTON WORLDWIDE HOLDINGS IN SEDOL BYVMW06 | 0.22% |
| MONDELEZ INTERNATIONAL INC-A SEDOL B8CKK03 | 0.21% |
| LONZA GROUP AG-REG SEDOL 7333378 | 0.21% |
| JOHNSON CONTROLS INTERNATION SEDOL BY7QL61 | 0.21% |
| CROWN CASTLE INTL CORP SEDOL BTGQCX1 | 0.21% |
| XILINX INC SEDOL 2985677 | 0.21% |
| AGNC INVESTMENT CORP SEDOL BYYHJL8 | 0.21% |
| EDWARDS LIFESCIENCES CORP SEDOL 2567116 | 0.21% |
| NIKE INC -CL B SEDOL 2640147 | 0.21% |
| VERTEX PHARMACEUTICALS INC SEDOL 2931034 | 0.20% |
| AUTODESK INC SEDOL 2065159 | 0.20% |
| MCKESSON CORP SEDOL 2378534 | 0.19% |
| SALESFORCE.COM INC SEDOL 2310525 | 0.19% |
| BIOGEN INC SEDOL 2455965 | 0.19% |
| CIGNA CORP SEDOL BHJ0775 | 0.19% |
| IDEXX LABORATORIES INC SEDOL 2459202 | 0.19% |
| CHINA MOBILE LTD SEDOL 6073556 | 0.19% |
| FNMA FN30 FM1521 UMBS 04.0000 05/01/2049 | 0.19% |
| MORGAN STANLEY | 0.19% |
| CUMMINS INC SEDOL 2240202 | 0.19% |
| ANNALY CAPITAL MANAGEMENT IN SEDOL 2113456 | 0.18% |
| CAPITAL ONE FINANCIAL CORP SEDOL 2654461 | 0.18% |
| CADENCE DESIGN SYS INC SEDOL 2302232 | 0.17% |
| NESTLE SA-REG SEDOL 7123870 | 0.17% |
| SHERWIN-WILLIAMS CO/THE SEDOL 2804211 | 0.17% |
| EQUINIX INC SEDOL BVLZX12 | 0.17% |
| FORTINET INC SEDOL B5B2106 | 0.17% |
| S&P GLOBAL INC SEDOL BYV2325 | 0.17% |
| KONINKLIJKE AHOLD DELHAIZE N SEDOL BD0Q398 | 0.17% |
| PHILLIPS 66 SEDOL B78C4Y8 | 0.17% |
| PULTEGROUP INC SEDOL 2708841 | 0.17% |
| BRISTOL-MYERS SQUIBB CO SEDOL 2126335 | 0.16% |
| CLOROX COMPANY SEDOL 2204026 | 0.16% |
| LEIDOS HOLDINGS INC SEDOL BDV82B8 | 0.16% |
| NRG ENERGY INC SEDOL 2212922 | 0.16% |
| NINTENDO CO LTD SEDOL 6639550 | 0.16% |
| FNMA FN30 AL9859 UMBS 03.0000 03/01/2047 | 0.16% |
| ASTELLAS PHARMA INC SEDOL 6985383 | 0.16% |
| SUMITOMO MITSUI FINANCIAL GR SEDOL 6563024 | 0.16% |
| ANGLO AMER PLC SEDOL B1XZS82 | 0.16% |
| KERING SEDOL 5505072 | 0.16% |
| KINDER MORGAN INC SEDOL B3NQ4P8 | 0.16% |
| BJ'S WHOLESALE CLUB HOLDINGS SEDOL BFZNZF8 | 0.16% |
| KDDI CORP SEDOL 6248990 | 0.16% |
| HERSHEY CO/THE SEDOL 2422806 | 0.16% |
| SYNOPSYS INC SEDOL 2867719 | 0.15% |
| FNMA FN30 MA2737 UMBS 03.0000 09/01/2046 | 0.15% |
| AIA GROUP LTD SEDOL B4TX8S1 | 0.15% |
| AXA SA SEDOL 7088429 | 0.15% |
| ESTEE LAUDER COMPANIES-CL A SEDOL 2320524 | 0.15% |
| RELIANCE INDUSTRIES LTD SEDOL 6099626 | 0.15% |
| TREASURY BILL 00.0000 07/23/2020 | 0.14% |
| NOVO NORDISK A/S-B SEDOL BHC8X90 | 0.14% |
| ROYAL DUTCH SHELL PLC-B SHS SEDOL B03MM40 | 0.14% |
| HOYA CORP SEDOL 6441506 | 0.14% |
| ASTRAZENECA PLC-SPONS ADR SEDOL 2989044 | 0.14% |
| AMERIPRISE FINANCIAL INC SEDOL B0J7D57 | 0.13% |
| ALLSTATE CORP SEDOL 2019952 | 0.13% |
| TRANE TECHNOLOGIES PLC SEDOL BK9ZQ96 | 0.13% |
| ASTRAZENECA PLC SEDOL 0989529 | 0.13% |
| DEUTSCHE BOERSE AG SEDOL 7021963 | 0.13% |
| LULULEMON ATHLETICA INC SEDOL B23FN39 | 0.13% |
| DEXCOM INC SEDOL B0796X4 | 0.13% |
| UNITED RENTALS INC SEDOL 2134781 | 0.13% |
| JD.COM INC-ADR SEDOL BMM27D9 | 0.13% |
| EXXON MOBIL CORP SEDOL 2326618 | 0.13% |
| WASTE CONNECTIONS INC SEDOL BYVG1F6 | 0.13% |
| ATLASSIAN CORP PLC-CLASS A SEDOL BZ09BD1 | 0.12% |
| GAMING AND LEISURE PROPERTIE SEDOL BFPK4S5 | 0.12% |
| KLA CORP SEDOL 2480138 | 0.12% |
| PNC FINANCIAL SERVICES GROUP SEDOL 2692665 | 0.12% |
| COMPASS GROUP PLC SEDOL BD6K457 | 0.12% |
| INTEL CORP SEDOL 2463247 | 0.12% |
| TREASURY BILL 00.0000 09/03/2020 | 0.12% |
| BAXTER INTERNATIONAL INC SEDOL 2085102 | 0.12% |
| CIA PARANAENSE DE ENERGI-PFB | 0.12% |
| DOW INC SEDOL BHXCF84 | 0.12% |
| DELTA AIR LINES INC SEDOL B1W9D46 | 0.12% |
| HERMES INTERNATIONAL SEDOL 5253973 | 0.12% |
| HDFC BANK LIMITED SEDOL BK1N461 | 0.11% |
| VALERO ENERGY CORP SEDOL 2041364 | 0.11% |
| ZIMMER BIOMET HOLDINGS INC SEDOL 2783815 | 0.11% |
| AIR PRODUCTS & CHEMICALS INC SEDOL 2011602 | 0.11% |
| CONOCOPHILLIPS | 0.11% |
| TREASURY BILL 00.0000 06/04/2020 | 0.11% |
| ALLIANZ SE-REG SEDOL 5231485 | 0.11% |
| BOSTON PROPERTIES INC SEDOL 2019479 | 0.11% |
| STARWOOD PROPERTY TRUST INC SEDOL B3PQ520 | 0.11% |
| DEUTSCHE TELEKOM AG-REG SEDOL 5842359 | 0.11% |
| ENEL SPA SEDOL 7144569 | 0.11% |
| RIO TINTO PLC SEDOL 0718875 | 0.11% |
| SK HYNIX INC SEDOL 6450267 | 0.11% |
| RAYTHEON TECHNOLOGIES CORP SEDOL BM5M5Y3 | 0.11% |
| SBA COMMUNICATIONS CORP SEDOL BZ6TS23 | 0.11% |
| L OREAL SEDOL 4057808 | 0.11% |
| PRUDENTIAL PLC SEDOL 0709954 | 0.11% |
| WALMART DE MEXICO SAB DE CV SEDOL BW1YVH8 | 0.10% |
| DEUTSCHE POST AG-REG SEDOL 4617859 | 0.10% |
| EVERGY INC SEDOL BFMXGR0 | 0.10% |
| FNMA FN30 BM5024 UMBS 03.0000 11/01/2048 | 0.10% |
| PUBLIC SERVICE ENTERPRISE GP SEDOL 2707677 | 0.10% |
| LAM RESEARCH CORP SEDOL 2502247 | 0.10% |
| TATA CONSULTANCY SVS LTD SEDOL B01NPJ1 | 0.10% |
| DROPBOX INC-CLASS A SEDOL BG0T321 | 0.10% |
| SOUTHWEST AIRLINES CO SEDOL 2831543 | 0.10% |
| LUKOIL PJSC-SPON ADR SEDOL BYZDW27 | 0.10% |
| RINGCENTRAL INC-CLASS A SEDOL BDZCRX3 | 0.10% |
| ROPER TECHNOLOGIES INC SEDOL 2749602 | 0.10% |
| UNILEVER NV SEDOL B1527V7 | 0.10% |
| CHIPOTLE MEXICAN GRILL INC SEDOL B0X7DZ3 | 0.10% |
| ITOCHU CORP SEDOL 6467803 | 0.10% |
| SANDVIK AB SEDOL B1VQ252 | 0.10% |
| APOLLO GLOBAL MANAGEMENT INC SEDOL BKRLVD5 | 0.09% |
| FORTUNE BRANDS HOME & SECURI SEDOL B3MC7D6 | 0.09% |
| SYSCO CORP SEDOL 2868165 | 0.09% |
| WESFARMERS LTD SEDOL 6948836 | 0.09% |
| ASSURED GUARANTY LTD SEDOL B00V7H8 | 0.09% |
| INDUSTRIA DE DISENO TEXTIL SEDOL BP9DL90 | 0.09% |
| STACR 2016-DNA2 M3 04.8183 10/25/2028 | 0.09% |
| VERIZON COMM 04.3290 09/21/2028 | 0.09% |
| MERCADOLIBRE INC SEDOL B23X1H3 | 0.09% |
| PARTNERS GROUP HOLDING AG SEDOL B119QG0 | 0.09% |
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| SYNCHRONY FINANCIAL SEDOL BP96PS6 | 0.09% |
| TREASURY BILL 00.0000 07/21/2020 | 0.09% |
| WOLTERS KLUWER SEDOL 5671519 | 0.09% |
| LINDE PLC SEDOL BZ12WP8 | 0.09% |
| AMETEK INC SEDOL 2089212 | 0.09% |
| BF0101 03.5000 06/01/2056 | 0.09% |
| EVERBRIDGE INC SEDOL BYY5ZB4 | 0.09% |
| MEDIATEK INC SEDOL 6372480 | 0.09% |
| TREASURY BILL 00.0000 09/10/2020 | 0.09% |
| EATON CORP PLC SEDOL B8KQN82 | 0.09% |
| ESSITY AKTIEBOLAG-B SEDOL BF1K7P7 | 0.09% |
| DAIKIN INDUSTRIES LTD SEDOL 6250724 | 0.08% |
| SHIONOGI & CO LTD SEDOL 6804682 | 0.08% |
| COCA-COLA HBC AG-DI SEDOL B9895B7 | 0.08% |
| ENTERGY CORP SEDOL 2317087 | 0.08% |
| FERGUSON PLC SEDOL BJVNSS4 | 0.08% |
| RADIAN GROUP INC SEDOL 2173911 | 0.08% |
| ALBEMARLE CORP SEDOL 2046853 | 0.08% |
| AMEREN CORPORATION SEDOL 2050832 | 0.08% |
| DUPONT DE NEMOURS INC SEDOL BK0VN47 | 0.08% |
| THERMO FISHER SCIENTIFIC INC SEDOL 2886907 | 0.08% |
| VISTRA ENERGY CORP SEDOL BZ8VJQ8 | 0.08% |
| HITACHI LTD SEDOL 6429104 | 0.08% |
| ADIDAS AG SEDOL 4031976 | 0.08% |
| AVERY DENNISON CORP SEDOL 2066408 | 0.08% |
| DISCOVER FINANCIAL SERVICES SEDOL B1YLC43 | 0.08% |
| FREEPORT-MCMORAN INC SEDOL 2352118 | 0.08% |
| BNP PARIBAS SEDOL 7309681 | 0.08% |
| TOTVS SA SEDOL B10LQP6 | 0.08% |
| A-LIVING SVCS CO LTD SEDOL BFWK4M2 | 0.08% |
| HINDUSTAN UNILEVER LTD SEDOL 6261674 | 0.08% |
| PETROBRAS GLOBAL FINANCE USD 06.2500 03/17/2024 | 0.08% |
| SCHWAB (CHARLES) CORP SEDOL 2779397 | 0.08% |
| ENTERPRISE PRODUCTS PARTNERS SEDOL 2285388 | 0.08% |
| TOP GLOVE CORP BHD SEDOL B05L892 | 0.08% |
| ESSEX PROPERTY TRUST INC SEDOL 2316619 | 0.08% |
| POYA INTERNATIONAL CO LTD SEDOL 6541826 | 0.08% |
| SCHNEIDER ELECTRIC SE SEDOL 4834108 | 0.08% |
| APTIV PLC SEDOL B783TY6 | 0.08% |
| MEITUAN DIANPING SEDOL BGJW376 | 0.08% |
| SECOM CO LTD SEDOL 6791591 | 0.08% |
| VERISK ANALYTICS INC SEDOL B4P9W92 | 0.08% |
| AMERICAN INTERNATIONAL GROUP SEDOL 2027342 | 0.07% |
| HOLOGIC INC SEDOL 2433530 | 0.07% |
| ALIBABA GROUP HOLDING-SP ADR SEDOL BP41ZD1 | 0.07% |
| CARLSBERG AS-B SEDOL 4169219 | 0.07% |
| EDENRED SEDOL B62G1B5 | 0.07% |
| GOLDMAN SACHS GROUP INC 02.6000 12/27/2020 | 0.07% |
| NEW ORIENTAL EDUCATIO-SP ADR SEDOL B1CN1G6 | 0.07% |
| STATE STREET CORP SEDOL 2842040 | 0.07% |
| LONDON STOCK EXCHANGE GROUP SEDOL B0SWJX3 | 0.07% |
| COOPER COS INC/THE SEDOL 2222631 | 0.07% |
| LEGAL & GENERAL GROUP PLC SEDOL 0560399 | 0.07% |
| PROSUS NV SEDOL BJDS7M4 | 0.07% |
| SHIN-ETSU CHEMICAL CO LTD SEDOL 6804585 | 0.07% |
| TREASURY BILL 00.0000 08/20/2020 | 0.07% |
| WEST PHARMACEUTICAL SERVICES SEDOL 2950482 | 0.07% |
| ARAMARK SEDOL BH3XG17 | 0.07% |
| CENTRE TESTING INTL GROUP-A SEDOL BD5C7D3 | 0.07% |
| COVESTRO AG SEDOL BYTBWY9 | 0.07% |
| NAVER CORP SEDOL 6560393 | 0.07% |
| VOLTRONIC POWER TECHNOLOGY SEDOL B96HCH8 | 0.07% |
| ABBVIE INC P/P 144A 03.2000 11/21/2029 | 0.07% |
| KAKAO CORP SEDOL 6194037 | 0.07% |
| PEUGEOT SA SEDOL 7103526 | 0.07% |
| CHINA RESOURCES GAS GROUP LT SEDOL 6535517 | 0.07% |
| FU SHOU YUAN INTERNATIONAL SEDOL BH4TZ73 | 0.07% |
| JPMORGAN CHASE & CO 03.9640 11/15/2048 | 0.07% |
| NEXI SPA SEDOL BJ1F880 | 0.07% |
| SAFARICOM PLC SEDOL B2QN3J6 | 0.07% |
| WULIANGYE YIBIN CO LTD-A SEDOL BD5CPG2 | 0.07% |
| BOOZ ALLEN HAMILTON HOLDINGS SEDOL B5367T7 | 0.07% |
| DASSAULT SYSTEMES SA SEDOL 5330047 | 0.07% |
| FIFTH THIRD BANCORP SEDOL 2336747 | 0.07% |
| PING AN INSURANCE GROUP CO-H SEDOL B01FLR7 | 0.07% |
| PINNACLE WEST CAPITAL SEDOL 2048804 | 0.07% |
| UNIVERSAL VISION BIOTECHNOLO SEDOL 6732051 | 0.07% |
| BP PLC SEDOL 0798059 | 0.06% |
| DANAHER CORP 05.0000 CV PFD | 0.06% |
| DIAGEO PLC SEDOL 0237400 | 0.06% |
| DNB NOR ASA SEDOL 4263304 | 0.06% |
| GENERAL MOTORS CO SEDOL B665KZ5 | 0.06% |
| ORSTED A/S SEDOL BYT16L4 | 0.06% |
| REPUBLIC SERVICES INC SEDOL 2262530 | 0.06% |
| SKANDINAVISKA ENSKILDA BAN-A SEDOL 4813345 | 0.06% |
| TOTAL SA SEDOL B15C557 | 0.06% |
| WH GROUP LTD SEDOL BLLHKZ1 | 0.06% |
| DOVER CORP SEDOL 2278407 | 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% |
| YANDEX NV-A SEDOL B5BSZB3 | 0.06% |
| ACCENTURE PLC-CL A SEDOL B4BNMY3 | 0.06% |
| AKZO NOBEL N.V. SEDOL BJ2KSG2 | 0.06% |
| LI NING CO LTD SEDOL B01JCK9 | 0.06% |
| SIG COMBIBLOC GROUP AG SEDOL BD5GN60 | 0.06% |
| THALES SA SEDOL 4162791 | 0.06% |
| WUXI APPTEC CO LTD-H SEDOL BGHH0L6 | 0.06% |
| CF INDUSTRIES HOLDINGS INC SEDOL B0G4K50 | 0.06% |
| COMMONWEALTH BK AUST P/P 144A 02.2000 11/09/2020 | 0.06% |
| EASTMAN CHEMICAL CO SEDOL 2298386 | 0.06% |
| VODAFONE GROUP PLC SEDOL BH4HKS3 | 0.06% |
| AES CORP SEDOL 2002479 | 0.06% |
| AVIVA PLC SEDOL 0216238 | 0.06% |
| DIAMOND 1 FIN/DIAM P/P 144A 06.0200 06/15/2026 | 0.06% |
| FNMA FN30 BM1172 UMBS 03.0000 03/01/2047 | 0.06% |
| IHS MARKIT LTD P/P 144A 04.7500 02/15/2025 | 0.06% |
| INVITATION HOMES INC SEDOL BD81GW9 | 0.06% |
| ORIX CORP SEDOL 6661144 | 0.06% |
| TECHTRONIC INDUSTRIES CO LTD SEDOL B0190C7 | 0.06% |
| BANCO BILBAO VIZCAYA ARGENTA SEDOL 5501906 | 0.06% |
| CENTERPOINT ENERGY INC SEDOL 2440637 | 0.06% |
| CITIGROUP INC 03.6680 07/24/2028 | 0.06% |
| KERRY GROUP PLC-A SEDOL 4519579 | 0.06% |
| NETWORK INTERNATIONAL HOLDIN SEDOL BH3VJ78 | 0.06% |
| AVALONBAY COMMUNITIES INC SEDOL 2131179 | 0.06% |
| JUMBO SA SEDOL 7243530 | 0.06% |
| LIVE NATION ENTERTAINMENT IN SEDOL B0T7YX2 | 0.06% |
| SAMSUNG ELECTRONICS-PREF SEDOL 6773812 | 0.06% |
| TELEDYNE TECHNOLOGIES INC SEDOL 2503477 | 0.06% |
| TRANSDIGM GROUP INC SEDOL B11FJK3 | 0.06% |
| TREASURY BILL 00.0000 08/06/2020 | 0.06% |
| VOLKSWAGEN AG PFD SEDOL 5497168 | 0.06% |
| GARMIN LTD SEDOL B3Z5T14 | 0.06% |
| MORGAN STANLEY 03.6250 01/20/2027 | 0.06% |
| NIPPON TELEGRAPH & TELEPHONE SEDOL 6641373 | 0.06% |
| WELLS FARGO & CO SEDOL 2649100 | 0.06% |
| BRITISH AMERICAN TOBACCO PLC SEDOL 0287580 | 0.06% |
| CLICKS GROUP LTD SEDOL 6105578 | 0.06% |
| COMPUGROUP MEDICAL SE SEDOL 5094536 | 0.06% |
| DUKE REALTY CORP SEDOL 2284084 | 0.06% |
| GILEAD SCIENCES INC SEDOL 2369174 | 0.06% |
| JPMORGAN CHASE & CO 03.6250 12/01/2027 | 0.06% |
| MGM RESORTS INTERNATIONAL SEDOL 2547419 | 0.06% |
| NTT DOCOMO INC SEDOL 6129277 | 0.06% |
| SEVEN & I HOLDINGS CO LTD SEDOL B0FS5D6 | 0.06% |
| SHENZHEN MINDRAY BIO-MEDIC-A SEDOL BHQK864 | 0.06% |
| TESLA INC SEDOL B616C79 | 0.06% |
| AIER EYE HOSPITAL GROUP CO-A SEDOL BD5CLQ4 | 0.06% |
| CBRE GROUP INC - A SEDOL B6WVMH3 | 0.06% |
| CK ASSET HOLDINGS LTD SEDOL BYZQ077 | 0.06% |
| FAIR ISAAC CORP SEDOL 2330299 | 0.06% |
| SBERBANK PJSC -SPONSORED ADR SEDOL B5SC091 | 0.06% |
| WELLS FARGO & COMPANY 02.6000 07/22/2020 | 0.06% |
| DBUBS 2011-LC3A D P/P 144A 05.3347 08/10/2044 | 0.06% |
| IMPERIAL BRANDS PLC SEDOL 0454492 | 0.06% |
| KONINKLIJKE DSM NV SEDOL B0HZL93 | 0.06% |
| AENA SME SA SEDOL BVRZ8L1 | 0.05% |
| BANK OF AMERICA CORP 06.1100 01/29/2037 | 0.05% |
| FNMA FN30 BC1155 UMBS 03.0000 06/01/2046 | 0.05% |
| GOLDMAN SACHS GROUP INC 03.8500 01/26/2027 | 0.05% |
| MOLSON COORS BEVERAGE CO - B SEDOL B067BM3 | 0.05% |
| SAUDI INTL BOND P/P 144A 03.2500 10/22/2030 | 0.05% |
| WOOLWORTHS GROUP LTD SEDOL 6981239 | 0.05% |
| AVALARA INC SEDOL BZ1NVP4 | 0.05% |
| BERRY GLOBAL GROUP INC SEDOL B8BR3H3 | 0.05% |
| CHINA LESSO GROUP HOLDINGS L SEDOL BCDBKF8 | 0.05% |
| DNB BANK ASA P/P 144A 02.1500 12/02/2022 | 0.05% |
| LINCOLN NATIONAL CORP SEDOL 2516378 | 0.05% |
| COMMERCIAL INTL BANK-GDR REG SEDOL 5668287 | 0.05% |
| CVS HEALTH CORP 04.7800 03/25/2038 | 0.05% |
| EQUITY RESIDENTIAL TR REIT | 0.05% |
| GLAXOSMITHKLINE PLC SEDOL 0925288 | 0.05% |
| TELEKOMUNIKASI INDONESIA PER SEDOL BD4T6W7 | 0.05% |
| TORONTO-DOMINION BANK USD 01.9000 12/01/2022 | 0.05% |
| ZALANDO SE SEDOL BQV0SV7 | 0.05% |
| BANK LEUMI LE-ISRAEL SEDOL 6076425 | 0.05% |
| CAS 2016-C02 1M2 06.1683 09/25/2028 | 0.05% |
| EIFFAGE SEDOL B13X013 | 0.05% |
| FNMA FN30 BJ9256 UMBS 04.0000 06/01/2048 | 0.05% |
| SIRIUS XM RADIO INC P/P 144A 05.0000 08/01/2027 | 0.05% |
| TENCENT HOLDINGS LTD-UNS ADR SEDOL B3F2DZ7 | 0.05% |
| ZOETIS INC SEDOL B95WG16 | 0.05% |
| AURIZON HOLDINGS LTD SEDOL B87CVM3 | 0.05% |
| BHP GROUP PLC SEDOL BH0P3Z9 | 0.05% |
| DENTSPLY SIRONA INC SEDOL BYNPPC6 | 0.05% |
| DINO POLSKA SA SEDOL BD0YVN2 | 0.05% |
| ING GROEP NV-CVA SEDOL 7154182 | 0.05% |
| NEXON CO LTD SEDOL B63QM77 | 0.05% |
| SPST 2019-3 A 00.8683 06/24/2020 | 0.05% |
| UBS GROUP AG P/P 144A 03.4910 05/23/2023 | 0.05% |
| UNITED AIRLINES HOLDINGS INC SEDOL B4QG225 | 0.05% |
| APTARGROUP INC SEDOL 2045247 | 0.05% |
| BROADRIDGE FINANCIAL SOLUTIO SEDOL B1VP7R6 | 0.05% |
| DEUTSCHE WOHNEN SE SEDOL B0YZ0Z5 | 0.05% |
| FAURECIA SEDOL 4400446 | 0.05% |
| MWST 2019-1 A 00.9683 06/25/2052 | 0.05% |
| NETFLIX INC SEDOL 2857817 | 0.05% |
| QUIDEL CORP SEDOL 2717591 | 0.05% |
| SPST 2020-2 A 00.9983 03/26/2021 | 0.05% |
| TOKYO ELECTRON LTD SEDOL 6895675 | 0.05% |
| TOSHIBA CORP SEDOL 6897217 | 0.05% |
| ASSOCIATED BRITISH FOODS PLC SEDOL 0673123 | 0.05% |
| AT&T INC. 03.8000 02/15/2027 | 0.05% |
| CME GROUP INC SEDOL 2965839 | 0.05% |
| HEICO CORP SEDOL 2419217 | 0.05% |
| NXP SEMICONDUCTORS NV SEDOL B505PN7 | 0.05% |
| SILERGY CORP SEDOL BH4DMW9 | 0.05% |
| SPST 2019-7 A 00.8683 09/24/2020 | 0.05% |
| SUNNY FRIEND ENVIRONMENTAL T SEDOL B6RXHJ1 | 0.05% |
| ALLISON TRANSMISSION HOLDING SEDOL B4PZ892 | 0.05% |
| ALLY FINANCIAL INC SEDOL B72XK05 | 0.05% |
| CREDIT AGRICOLE SA SEDOL 7262610 | 0.05% |
| E.ON SE SEDOL 4942904 | 0.05% |
| ELITE MATERIAL CO LTD SEDOL 6316121 | 0.05% |
| INTERPUBLIC GROUP COS 04.6500 10/01/2028 | 0.05% |
| UNITED MEXICAN STATES USD 05.5500 01/21/2045 | 0.05% |
| APPLE INC 00.7500 05/11/2023 | 0.05% |
| AT&T INC 04.1000 02/15/2028 | 0.05% |
| BANK TABUNGAN PENSIUNAN NASI SEDOL BFNBJ41 | 0.05% |
| GOODMAN GROUP SEDOL B03FYZ4 | 0.05% |
| HYPERA SA SEDOL B2QY968 | 0.05% |
| SALESFORCE.COM INC 03.7000 04/11/2028 | 0.05% |
| SOFTWARE AG SEDOL BF06WX9 | 0.05% |
| SPST 2019-11 A 00.9183 10/24/2020 | 0.05% |
| STMICROELECTRONICS NV SEDOL 5962332 | 0.05% |
| 3I GROUP PLC SEDOL B1YW440 | 0.04% |
| CAS 2016-C01 1M2 06.9183 08/25/2028 | 0.04% |
| MTN GROUP LTD SEDOL 6563206 | 0.04% |
| NIPPON PROLOGIS REIT INC SEDOL B98BC67 | 0.04% |
| SSE PLC SEDOL 0790873 | 0.04% |
| ARKEMA SEDOL B0Z5YZ2 | 0.04% |
| BANK OF AMERICA CORP 03.2480 10/21/2027 | 0.04% |
| ENERGY TRANSFER OPERATNG 06.6250 02/15/2028 | 0.04% |
| FNMA FN30 AS7003 UMBS 03.0000 04/01/2046 | 0.04% |
| LEGRAND SA SEDOL B11ZRK9 | 0.04% |
| NOMURA RESEARCH INSTITUTE LT SEDOL 6390921 | 0.04% |
| SINGAPORE EXCHANGE LTD SEDOL 6303866 | 0.04% |
| TELEFONICA EMISIONES SAU USD 04.8950 03/06/2048 | 0.04% |
| AUST & NZ BANKING GRP NY 02.1250 08/19/2020 | 0.04% |
| AXALTA COATING SYSTEMS LTD SEDOL BSFWCF5 | 0.04% |
| BALL CORP SEDOL 2073022 | 0.04% |
| BRAMBLES LTD SEDOL B1FJ0C0 | 0.04% |
| CROWN HOLDINGS INC | 0.04% |
| KION GROUP AG SEDOL BB22L96 | 0.04% |
| OTSUKA CORP SEDOL 6267058 | 0.04% |
| T-MOBILE USA INC P/P 144A 03.7500 04/15/2027 | 0.04% |
| TREASURY BILL 00.0000 06/18/2020 | 0.04% |
| WALGREENS BOOTS ALLIANCE INC SEDOL BTN1Y44 | 0.04% |
| WILCON DEPOT INC SEDOL BYXYHM7 | 0.04% |
| CAS 2015-C04 2M2 05.7183 04/25/2028 | 0.04% |
| JERONIMO MARTINS SEDOL B1Y1SQ7 | 0.04% |
| LNSTR 2015-3 B P/P 144A 03.1328 04/20/2048 | 0.04% |
| UBI SOFT ENTERTA SEDOL B1L3CS6 | 0.04% |
| VEREIT INC SEDOL BYVVTJ1 | 0.04% |
| ACS ACTIVIDADES SEDOL B01FLQ6 | 0.04% |
| AMERICAN TOWER CORP 03.1250 01/15/2027 | 0.04% |
| CHARTER COMM OPT LLC 06.4840 10/23/2045 | 0.04% |
| COMPANHIA DE LOCACAO DAS AME SEDOL B82CQN4 | 0.04% |
| ITOCHU TECHNO-SOLUTIONS CORP SEDOL 6200194 | 0.04% |
| MRAIT 2020-2 A 02.1345 10/22/2020 | 0.04% |
| STANDARD IND INC P/P 144A 05.0000 02/15/2027 | 0.04% |
| SVENSKA HANDELSBANKEN AB USD 01.9500 09/08/2020 | 0.04% |
| ASML HOLDING NV SEDOL B929F46 | 0.04% |
| FNMA FN30 BC2733 UMBS 03.0000 05/01/2046 | 0.04% |
| KEYCORP SEDOL 2490911 | 0.04% |
| LINDE PLC SEDOL BYWD9S5 | 0.04% |
| MONSTER BEVERAGE CORP SEDOL BZ07BW4 | 0.04% |
| REPUBLIC OF INDONESIA REGS 04.7500 01/08/2026 | 0.04% |
| SUN COMMUNITIES INC SEDOL 2860257 | 0.04% |
| VINCI SA SEDOL B1XH026 | 0.04% |
| ADECCO GROUP AG-REG SEDOL 7110720 | 0.04% |
| ASPEN TECHNOLOGY INC SEDOL 2051868 | 0.04% |
| BANQUE FED CRED MUTU P/P 144A 02.2000 07/20/2020 | 0.04% |
| FNMA FN30 AS8056 UMBS 03.0000 10/01/2046 | 0.04% |
| FORTESCUE METALS GROUP LTD SEDOL B2B2B49 | 0.04% |
| GALAPAGOS NV SEDOL B07Q2V5 | 0.04% |
| HILL-ROM HOLDINGS INC SEDOL 2425924 | 0.04% |
| MICROSOFT CORP 02.4000 08/08/2026 | 0.04% |
| ONEOK INC SEDOL 2130109 | 0.04% |
| TREASURY BILL 00.0000 06/11/2020 | 0.04% |
| ASIAN PAINTS LTD SEDOL BCRWL65 | 0.04% |
| CCO HOLDINGS LLC P/P 144A 05.3750 06/01/2029 | 0.04% |
| CI FINANCIAL CORP SEDOL B3KT0S5 | 0.04% |
| FIDELITY NATIONAL FINANCIAL SEDOL BNBRDD4 | 0.04% |
| MICROSOFT CORP 03.7000 08/08/2046 | 0.04% |
| MINEBEA CO LTD SEDOL 6642406 | 0.04% |
| SPRINT CORP 07.8750 09/15/2023 | 0.04% |
| TJX COMPANIES INC SEDOL 2989301 | 0.04% |
| UBS GROUP AG P/P 144A 03.0000 04/15/2021 | 0.04% |
| WEST JAPAN RAILWAY CO SEDOL 6957995 | 0.04% |
| CIT GROUP INC. 05.2500 03/07/2025 | 0.04% |
| ENI SPA SEDOL 7145056 | 0.04% |
| FAIRFAX FINL HLDGS USD 04.8500 04/17/2028 | 0.04% |
| FNMA FN40 BF0171 UMBS 04.0000 01/01/2057 | 0.04% |
| HANA FINANCIAL GROUP SEDOL B0RNRF5 | 0.04% |
| AXIS CAPITAL HOLDINGS LTD SEDOL 2677606 | 0.04% |
| CONSOLIDATED EDISON INC SEDOL 2216850 | 0.04% |
| CWALT 2006-OA10 4A1 00.3583 08/25/2046 | 0.04% |
| FIAT CHRYSLER AUTOMOBILES NV SEDOL BRJFWP3 | 0.04% |
| MANUF & TRADERS TRUST CO 02.0500 08/17/2020 | 0.04% |
| SHENZHOU INTERNATIONAL GROUP SEDOL B0MP1B0 | 0.04% |
| SMITH & NEPHEW PLC SEDOL 0922320 | 0.04% |
| UCB SA SEDOL 5596991 | 0.04% |
| CAMDEN PROPERTY TRUST SEDOL 2166320 | 0.04% |
| CAS 2016-C04 1M2 04.4183 01/25/2029 | 0.04% |
| CAS 2020-R01 1M2 02.2183 01/25/2040 | 0.04% |
| HILTON WORLDWIDE FIN LLC 04.8750 04/01/2027 | 0.04% |
| JUST EAT TAKEAWAY SEDOL BYQ7HZ6 | 0.04% |
| PPG INDUSTRIES INC SEDOL 2698470 | 0.04% |
| RELIANCE STEEL & ALUMINUM SEDOL 2729068 | 0.04% |
| SARTORIUS STEDIM BIOTECH SEDOL BYZ2QP5 | 0.04% |
| TOYOTA INDUSTRIES CORP SEDOL 6900546 | 0.04% |
| VONOVIA SE SEDOL BBJPFY1 | 0.04% |
| WIWYNN CORP SEDOL BF4QXG5 | 0.04% |
| ARISTOCRAT LEISURE LTD SEDOL 6253983 | 0.03% |
| BERKELEY GROUP HOLDINGS/THE SEDOL B02L3W3 | 0.03% |
| CAS 2015-C04 1M2 05.8683 04/25/2028 | 0.03% |
| NRG ENERGY INC P/P 144A 04.4500 06/15/2029 | 0.03% |
| PETROLEOS MEXICANOS P/P 144A 06.8400 01/23/2030 | 0.03% |
| UNITEDHEALTH GROUP INC 03.8500 06/15/2028 | 0.03% |
| VORNADO REALTY TRUST SEDOL 2933632 | 0.03% |
| AGL ENERGY LTD SEDOL BSS7GP5 | 0.03% |
| APPLE INC 04.2500 02/09/2047 | 0.03% |
| BRISTOL-MYERS P/P 144A 02.9000 07/26/2024 | 0.03% |
| DISCOVERY INC - A SEDOL B3D7K31 | 0.03% |
| GOLDMAN SACHS GROUP INC 04.2230 05/01/2029 | 0.03% |
| KINGFISHER PLC SEDOL 3319521 | 0.03% |
| ORACLE CORP 04.0000 11/15/2047 | 0.03% |
| PALTAC CORPORATION SEDOL B61BG94 | 0.03% |
| SNAM SPA SEDOL 7251470 | 0.03% |
| ABN AMRO BANK NV-CVA SEDOL BYQP136 | 0.03% |
| BCE INC SEDOL B188TH2 | 0.03% |
| CATERPILLAR INC SEDOL 2180201 | 0.03% |
| CENOVUS ENERGY INC SEDOL B57FG04 | 0.03% |
| CITIGROUP INC 02.6500 10/26/2020 | 0.03% |
| DAIWA HOUSE INDUSTRY CO LTD SEDOL 6251363 | 0.03% |
| ECOLAB INC 02.7000 11/01/2026 | 0.03% |
| FIRSTENERGY TRANSMIS P/P 144A 05.4500 07/15/2044 | 0.03% |
| FUJITSU LTD SEDOL 6356945 | 0.03% |
| INTERCONTINENTAL HOTELS GROU SEDOL BHJYC05 | 0.03% |
| LIBERTY GLOBAL PLC- C SEDOL B8W67B1 | 0.03% |
| NEWMARKET CORP SEDOL B01CGF1 | 0.03% |
| NOVARTIS CAPITAL CORP 04.0000 11/20/2045 | 0.03% |
| REPUBLIC OF SENEGAL REGS 06.2500 05/23/2033 | 0.03% |
| ALNYLAM PHARMACEUTICALS INC SEDOL B00FWN1 | 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% |
| ISRAEL DISCOUNT BANK -A SEDOL 6451271 | 0.03% |
| JAPAN AIRLINES CO LTD SEDOL B8BRV46 | 0.03% |
| KBC GROUP NV SEDOL 4497749 | 0.03% |
| NEC CORP SEDOL 6640400 | 0.03% |
| ORACLE CORP 02.5000 05/15/2022 | 0.03% |
| SEKISUI HOUSE LTD SEDOL 6793906 | 0.03% |
| SUN HUNG KAI PROPERTIES SEDOL 6859927 | 0.03% |
| BPCE SA P/P 144A 04.5000 03/15/2025 | 0.03% |
| CHENIERE CORP CHRIST 05.1250 06/30/2027 | 0.03% |
| CHS/COMMUNITY HEALTH SYS 06.2500 03/31/2023 | 0.03% |
| EOG RESOURCES INC SEDOL 2318024 | 0.03% |
| EQUITY LIFESTYLE PROPERTIES SEDOL 2563125 | 0.03% |
| JPMCC 2012-C6 E P/P 144A 05.1565 05/15/2045 | 0.03% |
| UNITEDHEALTH GROUP INC 03.1500 06/15/2021 | 0.03% |
| VOLVO AB-B SHS SEDOL B1QH830 | 0.03% |
| ASHTEAD CAPITAL INC P/P 144A 04.3750 08/15/2027 | 0.03% |
| BANK OF MONTREAL USD 03.1000 04/13/2021 | 0.03% |
| CF INDUSTRIES INC P/P 144A 04.5000 12/01/2026 | 0.03% |
| CK HUTCHISON HOLDINGS LTD SEDOL BW9P816 | 0.03% |
| COMM 2010-C1 D P/P 144A 05.8545 07/10/2046 | 0.03% |
| DANSKE BANK A/S P/P 144A 02.7000 03/02/2022 | 0.03% |
| DBS GROUP HOLDINGS LTD SEDOL 6175203 | 0.03% |
| ENTERPRISE PRODUCTS OPER 04.2500 02/15/2048 | 0.03% |
| FHLMC FR30 ZS4703 UMBS 03.0000 02/01/2047 | 0.03% |
| JPMORGAN CHASE & CO 04.6000 02/01/2025 | 0.03% |
| QUILTER PLC SEDOL BDCXV26 | 0.03% |
| REP OF INDONESIA P/P 144A 04.3500 01/08/2027 | 0.03% |
| TELSTRA CORP LTD SEDOL 6087289 | 0.03% |
| WR BERKLEY CORP SEDOL 2093644 | 0.03% |
| AMAZON.COM INC. 02.5000 11/29/2022 | 0.03% |
| BROADCOM CRP / CAYM 03.5000 01/15/2028 | 0.03% |
| CELANESE CORP SEDOL B05MZT4 | 0.03% |
| CLP HOLDINGS LTD SEDOL 6097017 | 0.03% |
| GENERAL MOTORS FINL CO 04.0000 10/06/2026 | 0.03% |
| IVORY COAST REGS 06.1250 06/15/2033 | 0.03% |
| M3 INC SEDOL B02K2M3 | 0.03% |
| NATIONAL AUSTRALIA BK/NY 02.5000 01/12/2021 | 0.03% |
| NIELSEN HOLDINGS PLC SEDOL BWFY550 | 0.03% |
| RENESAS ELECTRONICS CORP SEDOL 6635677 | 0.03% |
| UNILEVER PLC SEDOL B10RZP7 | 0.03% |
| US BANCORP 02.6250 01/24/2022 | 0.03% |
| WFRBS 2011-C2 D P/P 144A 05.6623 02/15/2044 | 0.03% |
| YANGZIJIANG SHIPBUILDING SEDOL B1VT035 | 0.03% |
| BANK OF AMERICA CORP 03.4990 05/17/2022 | 0.03% |
| BMW US CAPITAL LLC P/P 144A 02.0000 04/11/2021 | 0.03% |
| BOC HONG KONG HOLDINGS LTD SEDOL 6536112 | 0.03% |
| BRISTOL-MYERS P/P 144A 03.2500 08/15/2022 | 0.03% |
| CWALT 2006-OA7 1A2 02.6305 06/25/2046 | 0.03% |
| DISH DBS CORP 05.8750 11/15/2024 | 0.03% |
| DOMINICAN REPUBLIC REGS 05.9500 01/25/2027 | 0.03% |
| GSMS 2011-GC3 D P/P 144A 05.6361 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% |
| ORACLE CORP 02.5000 10/15/2022 | 0.03% |
| PNC BANK NA 02.0280 12/09/2022 | 0.03% |
| QUEST DIAGNOSTICS INC SEDOL 2702791 | 0.03% |
| REINSURANCE GROUP OF AMERICA SEDOL 2731193 | 0.03% |
| REPUBLIC OF PERU USD 02.3920 01/23/2026 | 0.03% |
| ROKU INC SEDOL BZ1LFG7 | 0.03% |
| STORE CAPITAL CORP SEDOL BSKRKJ5 | 0.03% |
| THE BANK OF NOVA SCOTIA USD 02.7000 03/07/2022 | 0.03% |
| TPAT 2018-SL1 A P/P 144A 00.7683 01/25/2046 | 0.03% |
| ALKERMES PLC SEDOL B3P6D26 | 0.03% |
| APARTMENT INVT & MGMT CO -A SEDOL BJLNBG3 | 0.03% |
| CELLNEX TELECOM SA SEDOL BX90C05 | 0.03% |
| COMCAST CORP 03.9690 11/01/2047 | 0.03% |
| ELEKTA AB-B SHS SEDOL B0M42T2 | 0.03% |
| EQUINOR ASA USD 02.9000 11/08/2020 | 0.03% |
| EXPEDIA GROUP INC SEDOL B748CK2 | 0.03% |
| KEURIG DR PEPPER INC SEDOL BD3W133 | 0.03% |
| KOSE CORP SEDOL 6194468 | 0.03% |
| NITTO DENKO CORP SEDOL 6641801 | 0.03% |
| OMV AG SEDOL 4651459 | 0.03% |
| ONO PHARMACEUTICAL CO LTD SEDOL 6660107 | 0.03% |
| REPUBLIC OF KAZAKHSTAN REGS 04.8750 10/14/2044 | 0.03% |
| ROCHE HOLDINGS INC P/P 144A 04.0000 11/28/2044 | 0.03% |
| Z HOLDINGS CORP SEDOL 6084848 | 0.03% |
| AIR LEASE CORP 04.6250 10/01/2028 | 0.02% |
| AT&T INC 04.7500 05/15/2046 | 0.02% |
| AUTOZONE INC SEDOL 2065955 | 0.02% |
| COGNIZANT TECH SOLUTIONS-A SEDOL 2257019 | 0.02% |
| CREDIT SUISSE NEW YORK 02.8000 04/08/2022 | 0.02% |
| DIGITAL REALTY TRUST LP 04.4500 07/15/2028 | 0.02% |
| FNMA FN30 AS7154 UMBS 03.0000 05/01/2046 | 0.02% |
| HIKARI TSUSHIN INC SEDOL 6416322 | 0.02% |
| HSBC HOLDINGS PLC SEDOL 0540528 | 0.02% |
| JUBILANT FOODWORKS LTD SEDOL B3PRM66 | 0.02% |
| KAO CORP SEDOL 6483809 | 0.02% |
| KINDER MORGAN INC 03.1500 01/15/2023 | 0.02% |
| MSBAM 2014-C17 C 04.4984 08/15/2047 | 0.02% |
| SANTOS LTD SEDOL 6776703 | 0.02% |
| SEK/USD 06/17/2020 SSBT | 0.02% |
| SMC CORP SEDOL 6763965 | 0.02% |
| SPRINT CAPITAL CORPORATION 06.8750 11/15/2028 | 0.02% |
| TEMPUR SEALY INTERNATIONAL I SEDOL 2216991 | 0.02% |
| TENET HEALTHCARE P/P 144A 04.8750 01/01/2026 | 0.02% |
| VERTIV TLB L+300 04.6550 03/02/2027 | 0.02% |
| AIR LIQUIDE SA SEDOL B1YXBJ7 | 0.02% |
| ALFRESA HOLDINGS CORP SEDOL 6687214 | 0.02% |
| AMERICAN EXPRESS COMPANY 02.6500 12/02/2022 | 0.02% |
| BRDCOM CRP / FIN 03.8750 01/15/2027 | 0.02% |
| COMMONWEALTH BK AUST P/P 144A 03.1500 09/19/2027 | 0.02% |
| ENERGY TRANSFER OPERATNG 03.7500 05/15/2030 | 0.02% |
| LPL FINANCIAL HOLDINGS INC SEDOL B75JX34 | 0.02% |
| MET LIFE GLOB P/P 144A 02.4000 06/17/2022 | 0.02% |
| NATIONAL BANK OF CANADA SEDOL 2077303 | 0.02% |
| NRG P/P 144A 03.7500 06/15/2024 | 0.02% |
| OBAYASHI CORP SEDOL 6656407 | 0.02% |
| SHELL INTERNATIONAL FIN USD 02.8750 05/10/2026 | 0.02% |
| STANDARD CHARTERED PLC SEDOL 0408284 | 0.02% |
| SUNDRUG CO LTD SEDOL 6817895 | 0.02% |
| SUZUKEN CO LTD SEDOL 6865560 | 0.02% |
| TAYLOR WIMPEY PLC SEDOL 0878230 | 0.02% |
| TRANSCANADA TRUST USD 05.3000 03/15/2077 | 0.02% |
| WILMAR INTERNATIONAL LTD SEDOL B17KC69 | 0.02% |
| ZURICH INSURANCE GROUP AG SEDOL 5983816 | 0.02% |
| AMERICAN ELECTRIC POWER 04.3000 12/01/2028 | 0.02% |
| CHOCOLADEFABRIKEN LINDT-PC SEDOL 5962280 | 0.02% |
| COSTCO WHOLESALE CORP SEDOL 2701271 | 0.02% |
| DOLLAR TREE INC SEDOL 2272476 | 0.02% |
| FISERV INC 04.2000 10/01/2028 | 0.02% |
| JOHNSON CONTROLS INTL PL 04.5000 02/15/2047 | 0.02% |
| KIMBERLY-CLARK CORP SEDOL 2491839 | 0.02% |
| LUNDIN ENERGY AB SEDOL 7187627 | 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% |
| SHOPRITE HOLDINGS LTD SEDOL 6801575 | 0.02% |
| US FOODS HOLDING CORP SEDOL BYVFC94 | 0.02% |
| WFRBS 2014-C22 XA IO 00.8065 09/15/2057 | 0.02% |
| AMER TRANS SYST P/P 144A 05.0000 09/01/2044 | 0.02% |
| AMERICAN EXPRESS CO SEDOL 2026082 | 0.02% |
| AUTOMATIC DATA PROCESSING SEDOL 2065308 | 0.02% |
| BAIDU INC - SPON ADR SEDOL B0FXT17 | 0.02% |
| CITIGROUP INC 04.5000 01/14/2022 | 0.02% |
| FNMA FN30 AS8074 UMBS 03.0000 10/01/2046 | 0.02% |
| HOSHIZAKI CORP SEDOL B3FF8W8 | 0.02% |
| MBX.FN30.500.10 R USL1M P 01/12/41 BC | 0.02% |
| MET LIFE GLOB P/P 144A 01.9500 01/13/2023 | 0.02% |
| ODAKYU ELECTRIC RAILWAY CO SEDOL 6656106 | 0.02% |
| ORACLE CORP 01.9000 09/15/2021 | 0.02% |
| RAYTHEON COMPANY 02.5000 12/15/2022 | 0.02% |
| SOUTHERN CO/THE SEDOL 2829601 | 0.02% |
| STACR 2015-DNA3 M3 04.8683 04/25/2028 | 0.02% |
| TEMPO ACQ LLC/FI P/P 144A 06.7500 06/01/2025 | 0.02% |
| TESCO PLC SEDOL 0884709 | 0.02% |
| TORONTO-DOMINION BANK SEDOL 2897222 | 0.02% |
| UBS GROUP AG P/P 144A 04.1250 04/15/2026 | 0.02% |
| AIG GLOBAL FUNDING P/P 144A 02.1500 07/02/2020 | 0.02% |
| AMDOCS LTD SEDOL 2256908 | 0.02% |
| AMERICAN TOWER CORPORATION 02.7500 01/15/2027 | 0.02% |
| BAE SYSTEMS PLC SEDOL 0263494 | 0.02% |
| CENTENE CORP 04.6250 12/15/2029 | 0.02% |
| CIGNA CORP P/P 144A 03.9000 02/15/2022 | 0.02% |
| CISCO SYSTEMS INC 02.2000 02/28/2021 | 0.02% |
| CSC HOLDINGS LLC 05.2500 06/01/2024 | 0.02% |
| DTE ENERGY COMPANY SEDOL 2280220 | 0.02% |
| EXXON MOBIL CORPORATION 02.2220 03/01/2021 | 0.02% |
| GLOBAL PAYMENTS INC 04.0000 06/01/2023 | 0.02% |
| GSMS 2014-GC22 C 04.6904 06/10/2047 | 0.02% |
| KEURIG DR PEPPER INC 04.5970 05/25/2028 | 0.02% |
| LAFARGEHOLCIM LTD-REG SEDOL 7110753 | 0.02% |
| MGIC INVESTMENT CORP SEDOL 2548616 | 0.02% |
| ROSS STORES INC SEDOL 2746711 | 0.02% |
| TOYOTA MOTOR CORP SEDOL 6900643 | 0.02% |
| TRANSDIGM INC. P/P 144A 06.2500 03/15/2026 | 0.02% |
| WILLIS TOWERS WATSON PLC USD 05.7500 03/15/2021 | 0.02% |
| AIR LEASE CORP 03.2500 10/01/2029 | 0.02% |
| ALPHABET INC 03.6250 05/19/2021 | 0.02% |
| ANHEUSER-BUSCH CO/IN 03.6500 02/01/2026 | 0.02% |
| ASAHI INTECC CO LTD SEDOL B019MQ5 | 0.02% |
| BANK OF NOVA SCOTIA USD 02.3500 10/21/2020 | 0.02% |
| CAPGEMINI SE SEDOL 4163437 | 0.02% |
| CARDINAL HEALTH INC SEDOL 2175672 | 0.02% |
| CREDIT SUISSE GRP AG P/P 144A 06.2500 12/18/2024 | 0.02% |
| DOW CHEMICAL CO/THE 03.5000 10/01/2024 | 0.02% |
| FEDERAL REALTY INVS TRUST SEDOL 2333931 | 0.02% |
| FERRARI NV SEDOL BD6G507 | 0.02% |
| FIDELITY NATL INFO SERV 03.7500 05/21/2029 | 0.02% |
| HCA INC. 05.3750 09/01/2026 | 0.02% |
| IDACORP INC SEDOL 2296937 | 0.02% |
| JPMBB 2014-C22 C 04.5540 09/15/2047 | 0.02% |
| L3HARRIS TECHNOLOGIES INC SEDOL BK9DTN5 | 0.02% |
| MARATHON OIL CORP SEDOL 2910970 | 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% |
| SAMI 2007-AR7 1A1 01.0183 05/25/2047 | 0.02% |
| SEI INVESTMENTS COMPANY SEDOL 2793610 | 0.02% |
| SPST 2019-WL1 A 00.8183 08/25/2052 | 0.02% |
| TARGA RESOURCES PART 05.0000 01/15/2028 | 0.02% |
| TORONTO-DOMINION BANK USD 03.6250 09/15/2031 | 0.02% |
| TRK 2019-1 A1 04.3356 03/25/2022 | 0.02% |
| WALT DISNEY CO/THE SEDOL 2270726 | 0.02% |
| WAMU 2005-AR12 1A8 03.8612 10/25/2035 | 0.02% |
| ALLY FINANCIAL INC 08.0000 11/01/2031 | 0.02% |
| ASHLAND GLOBAL HOLDINGS INC SEDOL BYND5N1 | 0.02% |
| BAFC 2005-B 3M1 00.8458 04/20/2035 | 0.02% |
| BANK OF AMERICA CORP 06.1000 12/29/2049 | 0.02% |
| BENEFIT ONE INC SEDOL B02JV67 | 0.02% |
| BIOGEN INC 03.6250 09/15/2022 | 0.02% |
| BOEING CO 04.8750 05/01/2025 | 0.02% |
| CANTOR FITZGERALD LP P/P 144A 06.5000 06/17/2022 | 0.02% |
| CAS 2016-C03 2M2 06.0683 10/25/2028 | 0.02% |
| CFCRE 2011-C2 E P/P 144A 05.7391 12/15/2047 | 0.02% |
| CIGNA CORP 03.7500 07/15/2023 | 0.02% |
| DUKE ENERGY CORP 03.1500 08/15/2027 | 0.02% |
| ENERGY TRANSFER OPERA 05.8750 01/15/2024 | 0.02% |
| EXTENDED STAY AMERICA INC SEDOL BGH3F75 | 0.02% |
| GCP APPLIED TECH P/P 144A 05.5000 04/15/2026 | 0.02% |
| GEORGIA-PACIFIC LLC P/P 144A 02.1000 04/30/2027 | 0.02% |
| HALLIBURTON CO SEDOL 2405302 | 0.02% |
| HESS MIDSTREAM P P/P 144A 05.6250 02/15/2026 | 0.02% |
| JPMBB 2014-C19 C 04.6778 04/15/2047 | 0.02% |
| LIBERTY MEDIA COR-SIRIUSXM C SEDOL BD8QGH9 | 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% |
| NEW RESIDENTIAL INVESTMENT SEDOL BRJ9GW0 | 0.02% |
| ORACLE CORP JAPAN SEDOL 6141680 | 0.02% |
| PFIZER INC 01.9500 06/03/2021 | 0.02% |
| REPUBLIC OF PARAGUAY REGS 04.7000 03/27/2027 | 0.02% |
| TENET HEALTHCARE COR P/P 144A 05.1250 11/01/2027 | 0.02% |
| WALT DISNEY COMPANY 07.7500 12/01/2045 | 0.02% |
| BOISE CASCADE CO P/P 144A 05.6250 09/01/2024 | 0.02% |
| BROADCOM INC P/P 144A 04.1500 11/15/2030 | 0.02% |
| COMCAST CORPORATION 03.3750 02/15/2025 | 0.02% |
| CSC HOLDINGS LLC P/P 144A 07.5000 04/01/2028 | 0.02% |
| DIVERSIFIED HEALTHCARE T 09.7500 06/15/2025 | 0.02% |
| F5 NETWORKS INC SEDOL 2427599 | 0.02% |
| LBMLT 2004-1 A2 00.9683 02/25/2034 | 0.02% |
| MOODY S CORP | 0.02% |
| NAVISTAR INTL TLB L+350 03.6800 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% |
| SERVICE CORP INTL 05.3750 05/15/2024 | 0.02% |
| SONIC HEALTHCARE LTD SEDOL 6821120 | 0.02% |
| STAPLES INC P/P 144A 07.5000 04/15/2026 | 0.02% |
| STEVENS HLDG CO INC P/P 144A 06.1250 10/01/2026 | 0.02% |
| T-MOBILE USA INC P/P 144A 03.8750 04/15/2030 | 0.02% |
| TEVA PHARMACEUTICALS NE USD 06.0000 04/15/2024 | 0.02% |
| VIACOMCBS INC 04.2000 06/01/2029 | 0.02% |
| WFCM 2013-LC12 D P/P 144A 04.2762 07/15/2046 | 0.02% |
| AES CORP/THE 05.5000 04/15/2025 | 0.02% |
| BANCO SANTANDER SA USD 05.1790 11/19/2025 | 0.02% |
| BP CAPITAL MARKETS PLC USD 03.2790 09/19/2027 | 0.02% |
| BT GROUP PLC SEDOL 3091357 | 0.02% |
| CAS 2016-C01 2M2 07.1183 08/25/2028 | 0.02% |
| CGCMT 2014-GC21 AS 04.0260 05/10/2047 | 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 03.7695 04/15/2050 | 0.02% |
| CWALT 2005-59 1A1 00.5008 11/20/2035 | 0.02% |
| DUKE ENERGY OHIO INC 03.6500 02/01/2029 | 0.02% |
| ENDEAVOR ENERGY P/P 144A 05.7500 01/30/2028 | 0.02% |
| EOG RESOURCES INC 02.6250 03/15/2023 | 0.02% |
| ERAC USA FINANCE LLC P/P 144A 04.5000 02/15/2045 | 0.02% |
| GLENCORE FUNDING LLC P/P 144A 04.0000 04/16/2025 | 0.02% |
| GLENCORE FUNDING LLC P/P 144A 04.6250 04/29/2024 | 0.02% |
| GRAY TELEVISION INC P/P 144A 07.0000 05/15/2027 | 0.02% |
| HARGREAVES LANSDOWN PLC SEDOL B1VZ0M2 | 0.02% |
| ICL GROUP LTD SEDOL 6455530 | 0.02% |
| LIBERTY MEDIA COR-SIRIUSXM A SEDOL BD8QGF7 | 0.02% |
| NETFLIX INC. 05.8750 11/15/2028 | 0.02% |
| NEUROCRINE BIOSCIENCES INC SEDOL 2623911 | 0.02% |
| NEWCREST MINING LTD SEDOL 6637101 | 0.02% |
| NOVELIS CORP P/P 144A 05.8750 09/30/2026 | 0.02% |
| PLANTRONICS INC P/P 144A 05.5000 05/31/2023 | 0.02% |
| STACR 2016-HQA2 M3 05.3183 11/25/2028 | 0.02% |
| TREASURY BILL 00.0000 06/25/2020 | 0.02% |
| VIACOMCBS INC 02.9000 01/15/2027 | 0.02% |
| WASTE PRO USA INC P/P 144A 05.5000 02/15/2026 | 0.02% |
| A2 MILK CO LTD SEDOL 6287250 | 0.02% |
| ABN AMRO BANK NV P/P 144A 02.4500 06/04/2020 | 0.02% |
| AMERICAN FINANCIAL GROUP INC SEDOL 2134532 | 0.02% |
| AMERICAN INTL GROUP 08.1750 05/15/2058 | 0.02% |
| AMUNDI SA SEDOL BYZR014 | 0.02% |
| APPLE INC 02.8500 05/06/2021 | 0.02% |
| BRIXMOR PROPERTY GROUP INC SEDOL BFTDJL8 | 0.02% |
| CAN IMPERIAL BK OF COMMERCE SEDOL 2170525 | 0.02% |
| CHEVRON CORP 02.1000 05/16/2021 | 0.02% |
| CURTISS-WRIGHT CORP SEDOL 2241205 | 0.02% |
| DUKE ENERGY CORP 04.2000 06/15/2049 | 0.02% |
| FIRST QUANTUM MINERA P/P 144A 07.5000 04/01/2025 | 0.02% |
| FUJIFILM HOLDINGS CORP SEDOL 6356525 | 0.02% |
| GENERAL ELECTRIC CO SEDOL 2380498 | 0.02% |
| GFL ENVIRONMENTAL P/P 144A 07.0000 06/01/2026 | 0.02% |
| GNR 2015-H25 BI IO 02.4249 10/20/2065 | 0.02% |
| GOLDMAN SACHS GROUP INC 05.7500 01/24/2022 | 0.02% |
| HOME DEPOT INC 02.6250 06/01/2022 | 0.02% |
| IHEARTCOMMUNICATIONS INC 08.3750 05/01/2027 | 0.02% |
| JPMCC 2012-C8 D P/P 144A 04.6707 10/15/2045 | 0.02% |
| KEURIG DR PEPPER INC 04.4170 05/25/2025 | 0.02% |
| MIZUHO FINANCIAL GROUP INC SEDOL 6591014 | 0.02% |
| MORGAN STANLEY 05.5000 07/28/2021 | 0.02% |
| NIELSEN FIN LLC/CO P/P 144A 05.0000 04/15/2022 | 0.02% |
| NORFOLK SOUTHERN CORP SEDOL 2641894 | 0.02% |
| OMNICOM GP/OMNICOM CAP 03.6000 04/15/2026 | 0.02% |
| ORKLA ASA SEDOL B1VQF42 | 0.02% |
| OUTFRONT MEDIA INC SEDOL BSP6611 | 0.02% |
| PERTAMINA PERSERO PT P/P 144A 04.3000 05/20/2023 | 0.02% |
| PULTEGROUP INC 05.5000 03/01/2026 | 0.02% |
| RBS GLOBAL/REXNO P/P 144A 04.8750 12/15/2025 | 0.02% |
| SWISS LIFE HOLDING AG-REG SEDOL 7437805 | 0.02% |
| TENET HEALTHCARE CORPORATION 08.1250 04/01/2022 | 0.02% |
| VERIZON COMMUNICATIONS 04.4000 11/01/2034 | 0.02% |
| VERIZON COMMUNICATIONS 05.2500 03/16/2037 | 0.02% |
| VIDEOTRON LTD / LTEE P/P 144A 05.1250 04/15/2027 | 0.02% |
| VTB BANK (VTB CAP SA P/P 144A 06.9500 10/17/2022 | 0.02% |
| WEINGARTEN REALTY INVESTORS SEDOL 2946618 | 0.02% |
| WESTROCK MWV LLC 08.2000 01/15/2030 | 0.02% |
| ZOETIS INC 02.0000 05/15/2030 | 0.02% |
| AES CORP/THE 05.1250 09/01/2027 | 0.02% |
| APPLE INC 03.8500 05/04/2043 | 0.02% |
| ARD FINANCE SA P/P 144A 06.5000 06/30/2027 | 0.02% |
| BANK OF MONTREAL SEDOL 2076009 | 0.02% |
| BRAND ENERGY TL L+425 05.4549 06/21/2024 | 0.02% |
| DIRECT LINE INSURANCE GROUP SEDOL BY9D0Y1 | 0.02% |
| DOMINICAN REPUBLIC REGS 06.8750 01/29/2026 | 0.02% |
| EQUINIX INC 03.2000 11/18/2029 | 0.02% |
| FAIRFAX US INC P/P 144A 04.8750 08/13/2024 | 0.02% |
| FHLMC FR30 ZS9547 UMBS 04.0000 09/01/2045 | 0.02% |
| GLOBAL PAYMENTS INC 02.9000 05/15/2030 | 0.02% |
| GSMS 2011-GC3 C P/P 144A 05.6361 03/10/2044 | 0.02% |
| IBM CORP 01.8750 08/01/2022 | 0.02% |
| MARRIOTT INTERNATIONAL 04.6250 06/15/2030 | 0.02% |
| MSBAM 2012-C6 D P/P 144A 04.6070 11/15/2045 | 0.02% |
| NUTRIEN LTD. USD 04.2000 04/01/2029 | 0.02% |
| OSHKOSH CORP 04.6000 05/15/2028 | 0.02% |
| PLAINS GP HOLDINGS LP-CL A SEDOL BDGHN95 | 0.02% |
| PRUDENTIAL FINANCIAL INC 05.2000 03/15/2044 | 0.02% |
| PULTEGROUP INC. 07.8750 06/15/2032 | 0.02% |
| SPRINT CORP 07.2500 09/15/2021 | 0.02% |
| VIDEOTRON LTD USD 05.0000 07/15/2022 | 0.02% |
| VISTRA OPERATION P/P 144A 03.5500 07/15/2024 | 0.02% |
| VISTRA OPERATION P/P 144A 04.3000 07/15/2029 | 0.02% |
| WFRBS 2011-C3 D P/P 144A 05.6803 03/15/2044 | 0.02% |
| ZOETIS INC 03.9000 08/20/2028 | 0.02% |
| AFLAC INC SEDOL 2026361 | 0.01% |
| ALTICE FRANCE P/P 144A 06.0000 02/15/2028 | 0.01% |
| AMERICAN CAMPUS COMMUNITIES SEDOL B02H871 | 0.01% |
| AMGEN INC 02.6000 08/19/2026 | 0.01% |
| BPCE SA P/P 144A 05.1500 07/21/2024 | 0.01% |
| CAS 2015-C03 2M2 05.1683 07/25/2025 | 0.01% |
| CEMEX FINANCE LLC P/P 144A 06.0000 04/01/2024 | 0.01% |
| CFCRE 2011-C1 D P/P 144A 06.0887 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% |
| CROWN CASTLE INTL CORP 03.6500 09/01/2027 | 0.01% |
| CROWN CASTLE INTL CORP 03.7000 06/15/2026 | 0.01% |
| ENBRIDGE INC USD 04.5000 06/10/2044 | 0.01% |
| ERAC USA FINANCE LLC P/P 144A 07.0000 10/15/2037 | 0.01% |
| FHMS K099 X1 IO 01.0058 09/25/2029 | 0.01% |
| FISERV INC SEDOL 2342034 | 0.01% |
| GJENSIDIGE FORSIKRING ASA SEDOL B4PH0C5 | 0.01% |
| GOOGLE INC 03.3750 02/25/2024 | 0.01% |
| GREAT LAKES D&D 08.0000 05/15/2022 | 0.01% |
| GSMS 2017-GS7 AS 03.6630 08/10/2050 | 0.01% |
| GW B-CR SECURITY P/P 144A 09.5000 11/01/2027 | 0.01% |
| HKT TRUST AND HKT LTD-SS SEDOL B4TXDZ3 | 0.01% |
| HUNTINGTON BANCSHARES 04.3500 02/04/2023 | 0.01% |
| INTL FLAVOR & FRAGRANCES 04.4500 09/26/2028 | 0.01% |
| IRON MOUNTAIN INC P/P 144A 04.8750 09/15/2027 | 0.01% |
| JUNIPER NETWORKS INC SEDOL 2431846 | 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% |
| MCAS 2019-01 M7 P/P 144A 01.8683 10/15/2049 | 0.01% |
| MITSUBISHI UFJ LEASE & FINAN SEDOL 6268976 | 0.01% |
| NAVISTAR INTL CORP P/P 144A 06.6250 11/01/2025 | 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% |
| PPSI 2004-WCW2 M3 01.2183 10/25/2034 | 0.01% |
| REFINITIV US HLDG P/P 144A 06.2500 05/15/2026 | 0.01% |
| REGIONS FINANCIAL CORP 02.7500 08/14/2022 | 0.01% |
| RENAISSANCERE HOLDINGS LTD SEDOL 2728429 | 0.01% |
| REPUBLIC OF KAZAKHSTAN REGS 05.1250 07/21/2025 | 0.01% |
| REPUBLICA ORIENT URUGUAY USD 07.6250 03/21/2036 | 0.01% |
| SAGE THERAPEUTICS INC SEDOL BP4GNK9 | 0.01% |
| SANOFI SEDOL 5671735 | 0.01% |
| SOHGO SECURITY SERVICES CO SEDOL 6546359 | 0.01% |
| SWISS PRIME SITE-REG SEDOL B083BH4 | 0.01% |
| TOTAL CAPITAL INTL SA USD 02.7500 06/19/2021 | 0.01% |
| TTM TECHNOLOGIES INC P/P 144A 05.6250 10/01/2025 | 0.01% |
| TWO HARBORS INVESTMENT CORP SEDOL BD832H2 | 0.01% |
| UNIVAR SOLUTIONS P/P 144A 05.1250 12/01/2027 | 0.01% |
| WATCO COS LLC/FI P/P 144A 06.3750 04/01/2023 | 0.01% |
| WELLS FARGO & COMPANY 05.8750 12/29/2049 | 0.01% |
| WEYERHAEUSER CO 07.3750 03/15/2032 | 0.01% |
| WFRBS 2013-UBS1 A4 04.0790 03/15/2046 | 0.01% |
| ALLISON TRANSMISSION P/P 144A 04.7500 10/01/2027 | 0.01% |
| ALPHABET INC 01.9980 08/15/2026 | 0.01% |
| APPLE INC 04.3750 05/13/2045 | 0.01% |
| BANFF MERGER SUB INC P/P 144A 09.7500 09/01/2026 | 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% |
| BRAND ENERGY & I P/P 144A 08.5000 07/15/2025 | 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% |
| 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% |
| CHEMED CORP SEDOL 2190084 | 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 04.2904 05/25/2035 | 0.01% |
| CRC ESCROW ISSUER LL P/P 144A 05.2500 10/15/2025 | 0.01% |
| CVS HEALTH CORP 03.7000 03/09/2023 | 0.01% |
| DOMINICAN REPUBLIC REGS 08.6250 04/20/2027 | 0.01% |
| FHMS K087 X1 IO 00.3626 12/25/2028 | 0.01% |
| FISHER PAYKEL SEDOL 6340250 | 0.01% |
| GENERAL DYNAMICS CORP SEDOL 2365161 | 0.01% |
| GOLDEN NUGGET INC P/P 144A 06.7500 10/15/2024 | 0.01% |
| HCA INC 04.1250 06/15/2029 | 0.01% |
| HYATT HOTELS CORP 04.8500 03/15/2026 | 0.01% |
| IVORY COAST REGS 05.3750 07/23/2024 | 0.01% |
| JONES LANG LASALLE INC SEDOL 2040640 | 0.01% |
| JPMCC 2013-LC11 X IO 01.2543 04/15/2046 | 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% |
| MATTEL INC P/P 144A 05.8750 12/15/2027 | 0.01% |
| MITSUBISHI UFJ FIN GRP USD 03.5350 07/26/2021 | 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% |
| PETROBRAS GLOBAL FINANCE USD 06.1250 01/17/2022 | 0.01% |
| PETROBRAS GLOBAL FINANCE USD 07.3750 01/17/2027 | 0.01% |
| PFIZER INC 03.0000 12/15/2026 | 0.01% |
| REPUBLIC OF SOUTH AFRICA USD 04.8500 09/27/2027 | 0.01% |
| ROYAL BANK OF CANADA USD 04.6500 01/27/2026 | 0.01% |
| SCOTTS MIRACLE-GRO 04.5000 10/15/2029 | 0.01% |
| SERVICE CORP INTL 05.1250 06/01/2029 | 0.01% |
| STACR 2015-DNA3 M2 03.0183 04/25/2028 | 0.01% |
| STANDARD IND INC P/P 144A 05.3750 11/15/2024 | 0.01% |
| TERRIER MEDIA BU P/P 144A 08.8750 12/15/2027 | 0.01% |
| TRANSDIGM INC P/P 144A 05.5000 11/15/2027 | 0.01% |
| WFCM 2013-LC12 AS 04.2762 07/15/2046 | 0.01% |
| WFCM 2013-LC12 C 04.2762 07/15/2046 | 0.01% |
| WFCM 2014-LC16 XA IO 01.1058 08/15/2050 | 0.01% |
| WFRBS 2011-C5 D P/P 144A 05.6560 11/15/2044 | 0.01% |
| WFRBS 2013-UBS1 AS 04.3060 03/15/2046 | 0.01% |
| 1011778 BC / NEW RED P/P 144A 05.0000 10/15/2025 | 0.01% |
| AMGEN INC 04.6630 06/15/2051 | 0.01% |
| BMC EAST LLC P/P 144A 05.5000 10/01/2024 | 0.01% |
| CASH MGMT BILL 00.0000 08/25/2020 | 0.01% |
| CDX CDX.NA.IG.34 100.0 06/20/2025 | 0.01% |
| COMM 2014-CR18 C 04.7248 07/15/2047 | 0.01% |
| COPA HOLDINGS SA-CLASS A SEDOL B0TNJH9 | 0.01% |
| CREDIT SUISSE GRP AG P/P 144A 03.8690 01/12/2029 | 0.01% |
| FORD MOTOR COMPANY 09.0000 04/22/2025 | 0.01% |
| GSMS 2010-C1 D P/P 144A 05.9859 08/10/2043 | 0.01% |
| HOCHTIEF AG SEDOL 5108664 | 0.01% |
| HUSKY TLB L+300 04.4501 03/28/2025 | 0.01% |
| ITRON INC P/P 144A 05.0000 01/15/2026 | 0.01% |
| JPMCC 2013-C16 AS 04.5169 12/15/2046 | 0.01% |
| MACQUARIE BANK LTD P/P 144A 02.8500 07/29/2020 | 0.01% |
| MATTAMY GROUP CORP P/P 144A 05.2500 12/15/2027 | 0.01% |
| MAXIM INTEGRATED PRODUCTS SEDOL 2573760 | 0.01% |
| MEREDITH CORP 06.8750 02/01/2026 | 0.01% |
| MTR CORP SEDOL 6290054 | 0.01% |
| ORTHO-CLINICAL TLB L+325 03.5796 06/01/2025 | 0.01% |
| PEPTIDREAM INC SEDOL B97SH97 | 0.01% |
| SABINE PASS LIQUEFACTION 04.2000 03/15/2028 | 0.01% |
| SABRE GLBL INC P/P 144A 09.2500 04/15/2025 | 0.01% |
| SCIENTIFIC GAMES P/P 144A 07.2500 11/15/2029 | 0.01% |
| SPRINT CORP 07.6250 03/01/2026 | 0.01% |
| STACR 2016-DNA1 M3 05.7183 07/25/2028 | 0.01% |
| SWISS RE TREAS P/P 144A 04.2500 12/06/2042 | 0.01% |
| TALLGRASS NRG PRTNR P/P 144A 05.5000 01/15/2028 | 0.01% |
| TEVA PHARMACEUTICALS NE USD 06.7500 03/01/2028 | 0.01% |
| UNITEDHEALTH GROUP INC 04.7000 02/15/2021 | 0.01% |
| VISTRA OPERATIONS CO P/P 144A 05.5000 09/01/2026 | 0.01% |
| WAMU 2004-AR12 A2B 01.0883 10/25/2044 | 0.01% |
| WFRBS 2013-C11 AS 03.3110 03/15/2045 | 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% |
| ALTICE FRANCE P/P 144A 10.5000 05/15/2027 | 0.01% |
| ANHEUSER-BUSCH INBEV WOR 04.7500 01/23/2029 | 0.01% |
| APERGY CORP 06.3750 05/01/2026 | 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% |
| BECTON DICKINSON AND CO 02.8230 05/20/2030 | 0.01% |
| BIG RVR STL/FIN P/P 144A 07.2500 09/01/2025 | 0.01% |
| BMIR 2018-2A M1B P/P 144A 01.5183 08/25/2028 | 0.01% |
| BP CAP MARKETS AMERICA 03.1190 05/04/2026 | 0.01% |
| BRIDGESTONE CORP SEDOL 6132101 | 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% |
| CHS/COMMUNITY P/P 144A 06.6250 02/15/2025 | 0.01% |
| CITIGROUP INC 04.7500 05/18/2046 | 0.01% |
| CROWN CASTLE INTL CORP 03.8000 02/15/2028 | 0.01% |
| CSX CORP 04.1000 03/15/2044 | 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 05.6500 08/28/2028 | 0.01% |
| GREIF INC P/P 144A 06.5000 03/01/2027 | 0.01% |
| HD SUPPLY HOLDINGS INC SEDOL BBL5981 | 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% |
| INTELSAT JACKSON HLD P/P 144A 09.7500 07/15/2025 | 0.01% |
| ISTAR INC 04.2500 08/01/2025 | 0.01% |
| ISTAR INC 04.7500 10/01/2024 | 0.01% |
| JOHNSON CONTROLS INTL PL 04.9500 07/02/2064 | 0.01% |
| MATCH GROUP INC P/P 144A 05.0000 12/15/2027 | 0.01% |
| MITSUBISHI UFJ FIN GRP USD 03.8500 03/01/2026 | 0.01% |
| NIPPON STEEL CORP SEDOL 6642569 | 0.01% |
| NUCOR CORP SEDOL 2651086 | 0.01% |
| OCCIDENTAL PETROLEUM CORP SEDOL 2655408 | 0.01% |
| OSAT 2020-RPL1 A1 03.1990 12/26/2059 | 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% |
| S&P GLOBAL INC 04.4000 02/15/2026 | 0.01% |
| SANTANDER UK GROUP H P/P 144A 04.7500 09/15/2025 | 0.01% |
| SEK/USD 06/17/2020 GSFX | 0.01% |
| SERVICE CORPORATION INTL 04.6250 12/15/2027 | 0.01% |
| SHERWIN-WILLIAMS CO 03.4500 06/01/2027 | 0.01% |
| STARFRUIT US/STAR FI P/P 144A 08.0000 10/01/2026 | 0.01% |
| SWEDISH MATCH AB SEDOL 5048566 | 0.01% |
| TCI COMMUNICATIONS INC 07.1250 02/15/2028 | 0.01% |
| TRUIST FIN CORP 04.8000 12/31/2099 | 0.01% |
| UBSCM 2012-C1 C P/P 144A 05.5691 05/10/2045 | 0.01% |
| UNITEDHEALTH GROUP INC 03.9500 10/15/2042 | 0.01% |
| US BANCORP 02.9500 07/15/2022 | 0.01% |
| US CONCRETE INC 06.3750 06/01/2024 | 0.01% |
| WAMU 2005-AR11 A1B3 00.5683 08/25/2045 | 0.01% |
| WASTE CONNECTIONS INC 03.5000 05/01/2029 | 0.01% |
| WFRBS 2013-C15 D P/P 144A 04.4932 08/15/2046 | 0.01% |
| WM MORRISON SUPERMARKETS SEDOL 0604316 | 0.01% |
| WYNN RESORTS FIN LLC P/P 144A 05.1250 10/01/2029 | 0.01% |
| ABC-MART INC SEDOL 6292102 | 0.01% |
| AHM 2007-1 GA1C 00.3583 05/25/2047 | 0.01% |
| ALIMENTATION COUCHE-TARD 3.550000 07/26/2027 | 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% |
| BAUSCH HEALTH COS INC REGS 04.5000 05/15/2023 | 0.01% |
| BRISTOL-MYERS P/P 144A 02.2500 08/15/2021 | 0.01% |
| BWAY HOLDING CO P/P 144A 07.2500 04/15/2025 | 0.01% |
| CAS 2017-C01 1M2 03.7183 07/25/2029 | 0.01% |
| CHENIERE CORP CHRIST 05.8750 03/31/2025 | 0.01% |
| CISCO SYSTEMS INC 05.9000 02/15/2039 | 0.01% |
| CLUBCORP HLDG INC P/P 144A 08.5000 09/15/2025 | 0.01% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 CS | 0.01% |
| COMCAST CORP 03.4500 02/01/2050 | 0.01% |
| COMM 2014-CR17 C 04.7837 05/10/2047 | 0.01% |
| COMM 2015-LC19 A4 03.1830 02/10/2048 | 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% |
| CWALT 2006-OA19 A1 00.3508 02/20/2047 | 0.01% |
| DCP MIDSTREAM P/P 144A 06.7500 09/15/2037 | 0.01% |
| DOLLAR GENERAL CORP 03.2500 04/15/2023 | 0.01% |
| DOMINICAN REPUBLIC REGS 06.5000 02/15/2048 | 0.01% |
| DUKE ENERGY PROGRESS LLC 03.3750 09/01/2023 | 0.01% |
| ECOLAB INC SEDOL 2304227 | 0.01% |
| EG GLOBAL FIN PLC P/P 144A 06.7500 02/07/2025 | 0.01% |
| ERAC USA FINANCE LLC P/P 144A 05.6250 03/15/2042 | 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% |
| FRESENIUS MEDICAL CARE AG & SEDOL 5129074 | 0.01% |
| GEBERIT AG-REG SEDOL B1WGG93 | 0.01% |
| GSMS 2012-GC6 AS P/P 144A 04.9480 01/12/2045 | 0.01% |
| HCA INC 05.2500 06/15/2026 | 0.01% |
| HUSKY III HLDG LTD P/P 144A 13.0000 02/15/2025 | 0.01% |
| ING BANK NV P/P 144A 05.8000 09/25/2023 | 0.01% |
| INTERNATIONAL PAPER CO 03.0000 02/15/2027 | 0.01% |
| KINDER MORGAN ENER PART 03.5000 03/01/2021 | 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% |
| MARSH & MCLENNAN COS INC 04.3750 03/15/2029 | 0.01% |
| MSBAM 2014-C14 C 04.9464 02/15/2047 | 0.01% |
| NATIONAL AUSTRALIA BK/NY 02.8750 04/12/2023 | 0.01% |
| NRG ENERGY INC P/P 144A 05.2500 06/15/2029 | 0.01% |
| PARK-OHIO INDUSTRIES INC 06.6250 04/15/2027 | 0.01% |
| PROVIDENT FDG/PFG FI P/P 144A 06.3750 06/15/2025 | 0.01% |
| QORVO INC SEDOL BR9YYP4 | 0.01% |
| ROGERS COMMUNICATIONS IN USD 08.7500 05/01/2032 | 0.01% |
| SEK/USD 06/17/2020 JPMCB | 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% |
| SOLENIS 1STL L+400 04.3620 06/26/2025 | 0.01% |
| STACR 2015-HQA2 M3 04.9683 05/25/2028 | 0.01% |
| STACR 2016-HQA1 M3 06.5183 09/25/2028 | 0.01% |
| STACR 2017-DNA1 M2 03.4183 07/25/2029 | 0.01% |
| STANLEY BLACK & DECKER I 05.2500 CV PFD | 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% |
| TRUIST BANK 02.6360 09/17/2029 | 0.01% |
| UNITEDHEALTH GROUP INC 02.7500 02/15/2023 | 0.01% |
| UNIVISION COMM P/P 144A 05.1250 02/15/2025 | 0.01% |
| US BANCORP SEDOL 2736035 | 0.01% |
| USI INC/NY P/P 144A 06.8750 05/01/2025 | 0.01% |
| WERNER FINCO LP/INC P/P 144A 08.7500 07/15/2025 | 0.01% |
| WESTPAC BANKING CORP USD 02.0000 08/19/2021 | 0.01% |
| WESTROCK MWV LLC 07.9500 02/15/2031 | 0.01% |
| WYNN LAS VEGAS P/P 144A 05.2500 05/15/2027 | 0.01% |
| ALBERTSONS COS LLC P/P 144A 07.5000 03/15/2026 | 0.01% |
| ALLEGHENY TECHNOLOGIES INC 07.8750 08/15/2023 | 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% |
| ARRW 2019-3 A3 03.4160 10/25/2048 | 0.01% |
| AUST & NZ BANKING GR P/P 144A 06.7500 12/29/2049 | 0.01% |
| AZEK CO LLC/THE P/P 144A 09.5000 05/15/2025 | 0.01% |
| BAUSCH HLTH COS INC P/P 144A 07.2500 05/30/2029 | 0.01% |
| BERRY GLOBAL INC 05.1250 07/15/2023 | 0.01% |
| CHARTER COMM OPT LLC/CAP 04.8000 03/01/2050 | 0.01% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | 0.01% |
| CNO FINANCIAL GROUP INC 05.2500 05/30/2025 | 0.01% |
| CONTINENTAL RES 04.5000 04/15/2023 | 0.01% |
| DEERE & COMPANY 02.6000 06/08/2022 | 0.01% |
| DIAMOND SPORTS P/P 144A 05.3750 08/15/2026 | 0.01% |
| ENBRIDGE INC USD 04.2500 12/01/2026 | 0.01% |
| ENDO LTD/FIN LLC/FIN P/P 144A 06.0000 02/01/2025 | 0.01% |
| ENERGY TRANSFER OPERATNG 05.2000 02/01/2022 | 0.01% |
| ENTERCOM MEDIA CORP P/P 144A 07.2500 11/01/2024 | 0.01% |
| GFL ENVIRON INC P/P 144A 05.1250 12/15/2026 | 0.01% |
| GNR 2013-99 AS IO 05.8793 06/20/2043 | 0.01% |
| GNR 2017-162 QI IO 05.0000 10/11/2047 | 0.01% |
| HONGKONG LAND HOLDINGS LTD SEDOL 6434915 | 0.01% |
| JAPAN TOBACCO INC SEDOL 6474535 | 0.01% |
| JPMCC 2010-C2 C P/P 144A 05.6353 11/15/2043 | 0.01% |
| JPMORGAN CHASE & CO 02.9560 05/13/2031 | 0.01% |
| KINDER MORGAN ENER PART 05.4000 09/01/2044 | 0.01% |
| LIONS GATE CAP HOLD P/P 144A 06.3750 02/01/2024 | 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% |
| LOEWS CORP SEDOL 2523022 | 0.01% |
| MARSH & MCLENNAN COS INC 04.9000 03/15/2049 | 0.01% |
| MATTAMY GROUP CORP P/P 144A 04.6250 03/01/2030 | 0.01% |
| NETFLIX INC 04.8750 04/15/2028 | 0.01% |
| NEWELL BRANDS INC 04.7000 04/01/2026 | 0.01% |
| OUTFRONT MEDIA C P/P 144A 06.2500 06/15/2025 | 0.01% |
| OVINTIV INC SEDOL BL3GRC2 | 0.01% |
| PENSKE TRUCK LEASING P/P 144A 03.9000 02/01/2024 | 0.01% |
| REP OF INDONESIA P/P 144A 04.7500 01/08/2026 | 0.01% |
| ROYAL BK SCOTLND GRP PLC USD 04.8920 05/18/2029 | 0.01% |
| SHELL INTERNATIONAL FIN USD 01.8750 05/10/2021 | 0.01% |
| SIX FLAGS ENT P/P 144A 05.5000 04/15/2027 | 0.01% |
| STACR 2017-DNA2 M1 01.3683 10/25/2029 | 0.01% |
| STARWOOD PROP TR 04.7500 03/15/2025 | 0.01% |
| TMS INTL HLDG CORP P/P 144A 07.2500 08/15/2025 | 0.01% |
| TRANSDIGM INC 06.3750 06/15/2026 | 0.01% |
| UBSCM 2017-C7 XA IO 01.0520 12/15/2050 | 0.01% |
| WAMU 2007-HY2 1A1 03.6208 12/25/2036 | 0.01% |
| WFRBS 2013-C12 AS 03.5600 03/15/2048 | 0.01% |
| WFRBS 2014-C24 XA IO 00.8357 11/15/2047 | 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% |
| AKER BP ASA P/P 144A 03.7500 01/15/2030 | 0.01% |
| ALLY FINANCIAL INC 05.7500 11/20/2025 | 0.01% |
| ALTICE FRANCE SA P/P 144A 05.5000 01/15/2028 | 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 07/15/2020 RBSF | 0.01% |
| AXALTA COATING SYS P/P 144A 04.8750 08/15/2024 | 0.01% |
| BANCO SANTANDER SA USD 04.3790 04/12/2028 | 0.01% |
| BGC PARTNERS INC 05.1250 05/27/2021 | 0.01% |
| BMIR 2019-4A M1C P/P 144A 02.6683 10/25/2029 | 0.01% |
| BRISTOL-MYERS P/P 144A 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% |
| CAS 2014-C03 2M2 03.0683 07/25/2024 | 0.01% |
| CAS 2014-C04 1M2 05.0683 11/25/2024 | 0.01% |
| CASH MGMT BILL 00.0000 08/11/2020 | 0.01% |
| CCO HLDGS LLC/CAP CO P/P 144A 05.7500 02/15/2026 | 0.01% |
| CHARTER COMM OPT LLC 04.9080 07/23/2025 | 0.01% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS | 0.01% |
| CNO FINANCIAL GROUP INC 05.2500 05/30/2029 | 0.01% |
| COMCAST CORP 04.0490 11/01/2052 | 0.01% |
| COMM 2014-CR17 XA IO 00.9718 05/10/2047 | 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% |
| CSC HOLDINGS LLC P/P 144A 07.7500 07/15/2025 | 0.01% |
| DIAMONDBACK ENERGY INC 05.3750 05/31/2025 | 0.01% |
| EMIR 2018-1 M1 01.8683 11/25/2028 | 0.01% |
| ENERGY TRANSFER OPERATNG 02.9000 05/15/2025 | 0.01% |
| EUR/GBP CALL 0.90 20200803 UBS | 0.01% |
| FISERV INC 03.5000 07/01/2029 | 0.01% |
| FORD MOTOR CREDIT CO LLC 04.2710 01/09/2027 | 0.01% |
| GLP CAPITAL LP / FIN II 05.2500 06/01/2025 | 0.01% |
| GNR 2016-123 LI IO 03.5000 03/20/2044 | 0.01% |
| GOEASY LTD P/P 144A 05.3750 12/01/2024 | 0.01% |
| GOLDEN NUGGET INC P/P 144A 08.7500 10/01/2025 | 0.01% |
| HCA INC 05.5000 06/15/2047 | 0.01% |
| HEINEKEN HOLDING NV SEDOL B0CCH46 | 0.01% |
| HESS MIDSTREAM P P/P 144A 05.1250 06/15/2028 | 0.01% |
| HUDBAY MINERALS INC P/P 144A 07.6250 01/15/2025 | 0.01% |
| ICAHN ENTER/FIN 06.2500 05/15/2026 | 0.01% |
| IHEARTCOMMUNICATIONS INC 06.3750 05/01/2026 | 0.01% |
| JARDINE MATHESON HLDGS LTD SEDOL 6472119 | 0.01% |
| JFE HOLDINGS INC SEDOL 6543792 | 0.01% |
| JPMCC 2013-LC11 C 03.9582 04/15/2046 | 0.01% |
| KFC HLD/PIZZA HUT/TA P/P 144A 05.0000 06/01/2024 | 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% |
| L BRANDS INC 07.5000 06/15/2029 | 0.01% |
| LIONS GATE CAP HOLD P/P 144A 05.8750 11/01/2024 | 0.01% |
| LLOYDS BANKING GROUP PLC USD 04.5000 11/04/2024 | 0.01% |
| LOUISIANA-PACIFIC CORPORATION 04.8750 09/15/2024 | 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% |
| MICROSOFT CORP 02.4000 02/06/2022 | 0.01% |
| MSC 2011-C3 D P/P 144A 05.2444 07/15/2049 | 0.01% |
| MWST 2018-W1 A 01.0183 11/25/2051 | 0.01% |
| NATIONSTAR MTG P/P 144A 08.1250 07/15/2023 | 0.01% |
| NEXSTAR BROADC P/P 144A 05.6250 08/01/2024 | 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% |
| PANTHER BF AGGRE 2 P/P 144A 08.5000 05/15/2027 | 0.01% |
| PRIME SECURITY SVCS P/P 144A 06.2500 01/15/2028 | 0.01% |
| QVC INC 04.8500 04/01/2024 | 0.01% |
| RITE AID CORP P/P 144A 06.1250 04/01/2023 | 0.01% |
| ROYAL BK SCOTLND GRP PLC USD 07.5000 12/29/2049 | 0.01% |
| SAMPO OYJ-A SHS SEDOL 5226038 | 0.01% |
| SINCLAIR TELE P/P 144A 05.5000 03/01/2030 | 0.01% |
| SPECTRA ENERGY PARTNERS 03.3750 10/15/2026 | 0.01% |
| SPRINGLEAF FINANCE CORP 05.3750 11/15/2029 | 0.01% |
| STACR 2014-HQ2 M3 03.9183 09/25/2024 | 0.01% |
| STAPLES INC. P/P 144A 10.7500 04/15/2027 | 0.01% |
| STATION CASINOS LLC P/P 144A 04.5000 02/15/2028 | 0.01% |
| STEEL DYNAMICS INC 05.5000 10/01/2024 | 0.01% |
| SUGAR HSP GAMING P/P 144A 05.8750 05/15/2025 | 0.01% |
| TENNANT CO 05.6250 05/01/2025 | 0.01% |
| TRIVIUM PACK FIN P/P 144A 05.5000 08/15/2026 | 0.01% |
| UBS GROUP AG REGS 06.8750 12/29/2049 | 0.01% |
| UNITED MEXICAN STATES USD 03.2500 04/16/2030 | 0.01% |
| USA COMPRESSION PART 06.8750 04/01/2026 | 0.01% |
| WAMU 2005-AR9 A1C3 01.1283 07/25/2045 | 0.01% |
| WASTE MANAGEMENT INC. 04.7500 06/30/2020 | 0.01% |
| WMG ACQUISITION CORP P/P 144A 05.0000 08/01/2023 | 0.01% |
| WR GRACE & CO-CONN P/P 144A 05.6250 10/01/2024 | 0.01% |
| AIR METHODS CORP P/P 144A 08.0000 05/15/2025 | 0.01% |
| AMSTED INDUSTRIES P/P 144A 05.6250 07/01/2027 | 0.01% |
| ANTERO RESOURCES 05.3750 11/01/2021 | 0.01% |
| ARRW 2019-1 A3 04.2080 01/25/2049 | 0.01% |
| ASCENT RESOURCES/AEU P/P 144A 10.0000 04/01/2022 | 0.01% |
| AUD/USD 07/15/2020 HSBCB | 0.01% |
| BANK OF AMERICA CORP 02.4960 02/13/2031 | 0.01% |
| BAUSCH HLTH COS INC P/P 144A 06.2500 02/15/2029 | 0.01% |
| BEACON ROOFING SUPP P/P 144A 04.8750 11/01/2025 | 0.01% |
| BOMBARDIER INC P/P 144A 07.8750 04/15/2027 | 0.01% |
| CAS 2017-C01 1EB1 01.4183 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% |
| CITIGROUP INC 04.6000 03/09/2026 | 0.01% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CS | 0.01% |
| COMCAST CORP 03.1500 03/01/2026 | 0.01% |
| COMM 2013-CR11 XA IO 00.9259 08/10/2050 | 0.01% |
| COMM 2014-UBS6 XA IO 00.8907 12/10/2047 | 0.01% |
| COMMSCOPE TECH LLC P/P 144A 06.0000 06/15/2025 | 0.01% |
| CROWN CASTLE INTL CORP 04.8750 04/15/2022 | 0.01% |
| CROWN CORK & SEAL CO INC 07.3750 12/15/2026 | 0.01% |
| DENBURY RESOURCES IN P/P 144A 09.0000 05/15/2021 | 0.01% |
| DEVON ENERGY CORPORATION 07.9500 04/15/2032 | 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% |
| DISCOVERY COMMUNICATIONS 03.6250 05/15/2030 | 0.01% |
| DISH NETWORK CV 03.3750 08/15/2026 | 0.01% |
| ENTERCOM MEDIA CORP P/P 144A 06.5000 05/01/2027 | 0.01% |
| EQUINIX INC 05.3750 05/15/2027 | 0.01% |
| ESH HOSPITALITY INC P/P 144A 05.2500 05/01/2025 | 0.01% |
| EUR/GBP CALL 0.91 20200818 BANKAM | 0.01% |
| FHR 3829 AS IO 06.7664 03/15/2041 | 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% |
| GAP INC/THE P/P 144A 08.3750 05/15/2023 | 0.01% |
| GBP/USD 06/17/2020 SSBT | 0.01% |
| GENERAL MOTORS CO 06.1250 10/01/2025 | 0.01% |
| GNR 2015-H24 BI IO 01.7684 08/20/2065 | 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% |
| GSMS 2014-GC22 XA IO 00.9835 06/10/2047 | 0.01% |
| HONEYWELL INTL 03.8120 11/21/2047 | 0.01% |
| INDIGO NATURAL P/P 144A 06.8750 02/15/2026 | 0.01% |
| INTL BUSINESS MACHINES CORP SEDOL 2005973 | 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% |
| MARRIOTT INTERNATIONAL 05.7500 05/01/2025 | 0.01% |
| MFA FINANCIAL INC SEDOL 2418162 | 0.01% |
| NCHET 2003-4 M1 01.2933 10/25/2033 | 0.01% |
| NEWFIELD EXPLORATION CO 05.7500 01/30/2022 | 0.01% |
| NOBLE ENERGY INC. 03.9000 11/15/2024 | 0.01% |
| OCCIDENTAL PETROLEUM COR 04.8500 03/15/2021 | 0.01% |
| PENSKE AUTO GRP INC 05.7500 10/01/2022 | 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% |
| QORVO INC 05.5000 07/15/2026 | 0.01% |
| REPUBLIC OF PERU USD 05.6250 11/18/2050 | 0.01% |
| RTL GROUP SEDOL B1BK209 | 0.01% |
| SABINE PASS LIQUEF 05.0000 03/15/2027 | 0.01% |
| SABINE PASS LIQUEFAC 05.7500 05/15/2024 | 0.01% |
| SERVICE PROPERTIES TRUST 04.3750 02/15/2030 | 0.01% |
| STACR 2020-HQA1 M2 03.7350 01/25/2050 | 0.01% |
| TMX FIN LLC/TITLEMAX P/P 144A 11.1250 04/01/2023 | 0.01% |
| USD/JPY PUT 105.00 20201124 BANKAM | 0.01% |
| USD/JPY PUT 105.00 20201124 GSFX | 0.01% |
| WPX ENERGY INC 05.2500 10/15/2027 | 0.01% |
| WYNDHAM HOTELS & RE P/P 144A 05.3750 04/15/2026 | 0.01% |
| 1011778 BC ULC / P/P 144A 04.3750 01/15/2028 | 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% |
| ANTERO RESOURCES FIN 05.1250 12/01/2022 | 0.01% |
| APACHE CORPORATION 03.2500 04/15/2022 | 0.01% |
| APPLE INC 03.4500 05/06/2024 | 0.01% |
| AROUNDTOWN SA SEDOL BF0CK44 | 0.01% |
| AUD/USD 07/15/2020 WPAC | 0.01% |
| BAUSCH HLTH COS INC P/P 144A 05.5000 11/01/2025 | 0.01% |
| BWAY CORP TLB L+325 04.5614 04/03/2024 | 0.01% |
| CALPINE CORP P/P 144A 05.2500 06/01/2026 | 0.01% |
| CAPITAL ONE FINANCIAL CO 04.2000 10/29/2025 | 0.01% |
| CCO HOLDINGS LLC P/P 144A 04.5000 05/01/2032 | 0.01% |
| CFCRE 2011-C2 D P/P 144A 05.7391 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.11 2054-11-18 500.0 11/18/2054 JP | 0.01% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 ML | 0.01% |
| COMCAST CORP 03.9990 11/01/2049 | 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% |
| CSC HOLDINGS LLC 06.7500 11/15/2021 | 0.01% |
| CVS PASS-THROUGH P/P 144A 04.7040 01/10/2036 | 0.01% |
| DIAMONDBACK ENERGY INC 03.2500 12/01/2026 | 0.01% |
| ENERGY TRANSFER OPERATNG 06.1250 12/15/2045 | 0.01% |
| ENTERPRISE PRODUCTS OPER 02.8000 01/31/2030 | 0.01% |
| EQUINOR ASA USD 05.1000 08/17/2040 | 0.01% |
| FRONTIER COMM 10.5000 09/15/2022 | 0.01% |
| FRONTIER COMM P/P 144A 08.5000 04/01/2026 | 0.01% |
| GARTNER INC P/P 144A 05.1250 04/01/2025 | 0.01% |
| GFL ENVIRONMENTA P/P 144A 08.5000 05/01/2027 | 0.01% |
| GMAC CAPITAL TRUST I PCT 06.1773 | 0.01% |
| GNMA GII30 BL6161 06.0000 12/20/2048 | 0.01% |
| GNR 2015-H26 EI IO 01.8830 10/20/2065 | 0.01% |
| HANESBRANDS INC P/P 144A 04.6250 05/15/2024 | 0.01% |
| ICAHN ENTER/FIN 06.7500 02/01/2024 | 0.01% |
| INTERNATIONAL LEASE FIN CORP 05.8750 08/15/2022 | 0.01% |
| JPMCC 2012-LC9 D P/P 144A 04.4181 12/15/2047 | 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% |
| MBX.FN30.500.09 R USL1M P 01/12/40 BC | 0.01% |
| MEG ENERGY CORP P/P 144A 07.1250 02/01/2027 | 0.01% |
| MERCER INTL INC USD 06.5000 02/01/2024 | 0.01% |
| MET LIFE GLOB FUND P/P 144A 03.0000 01/10/2023 | 0.01% |
| MLMI 2005-A2 A2 03.7314 02/25/2035 | 0.01% |
| MSRR 2015-R4 CB1 01.3124 08/26/2047 | 0.01% |
| NATIONAL AUSTRALIA BANK LTD SEDOL 6624608 | 0.01% |
| NATIONAL GRID PLC SEDOL BDR05C0 | 0.01% |
| NEUBERGER BERMAN GRP P/P 144A 04.8750 04/15/2045 | 0.01% |
| NOVELIS CORP P/P 144A 04.7500 01/30/2030 | 0.01% |
| NZD/USD 07/15/2020 UBS | 0.01% |
| OTIS WORLDWIDE CORP P/P 144A 02.5650 02/15/2030 | 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% |
| PRECISION DRILL P/P 144A 07.1250 01/15/2026 | 0.01% |
| SPRINGLEAF FINANCE CORP 06.8750 03/15/2025 | 0.01% |
| SS&C TECH INC P/P 144A 05.5000 09/30/2027 | 0.01% |
| STACR 2014-HQ3 M3 04.9183 10/25/2024 | 0.01% |
| TD AMERITRADE HOLDING CORP SEDOL 2983154 | 0.01% |
| TENET HEALTHCARE 04.6250 07/15/2024 | 0.01% |
| TOPBUILD CORP P/P 144A 05.6250 05/01/2026 | 0.01% |
| TRANSOCEAN POSEIDON P/P 144A 06.8750 02/01/2027 | 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 OPERATION P/P 144A 05.0000 07/31/2027 | 0.01% |
| VISTRA OPERATIONS CO P/P 144A 05.6250 02/15/2027 | 0.01% |
| WEEKLEY HOMES LLC 06.0000 02/01/2023 | 0.01% |
| WFRBS 2012-C9 XB IO P/P 144A 00.7151 11/15/2045 | 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% |
| ZIGGO BV P/P 144A 05.5000 01/15/2027 | 0.01% |
| ABBVIE INC P/P 144A 03.4500 03/15/2022 | 0.00% |
| ALTRIA GROUP INC | 0.00% |
| APACHE CORP 04.3750 10/15/2028 | 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% |
| BOXER PARENT CO INC P/P 144A 09.1250 03/01/2026 | 0.00% |
| BSCMS 2006-PW11 B P/P 144A 05.7751 03/11/2039 | 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 2012-GC8 XA IO P/P 144A 01.7641 09/10/2045 | 0.00% |
| CGCMT 2014-GC19 D P/P 144A 05.0917 03/10/2047 | 0.00% |
| CGCMT 2014-GC21 X IO 01.1739 05/10/2047 | 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% |
| CPG INTL TL L+375 05.9333 05/05/2024 | 0.00% |
| CROWN AMER/CAP 04.7500 02/01/2026 | 0.00% |
| DEVON ENERGY CORPORATION 07.8750 09/30/2031 | 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% |
| DUN & BRADSTREET COR P/P 144A 06.8750 08/15/2026 | 0.00% |
| ENERGIZER HLDG INC P/P 144A 06.3750 07/15/2026 | 0.00% |
| FIFTH THIRD BANCORP 05.1000 12/29/2049 | 0.00% |
| FOX CORP - CLASS B SEDOL BJJMGY5 | 0.00% |
| FRONT RANGE BIDCO INC L+300 04.6678 03/09/2027 | 0.00% |
| GATES GLOBAL TLB L+275 03.7500 03/31/2024 | 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% |
| GNMA GII30 AY2298 04.7000 05/20/2067 | 0.00% |
| GO DADDY OPCO/FINCO P/P 144A 05.2500 12/01/2027 | 0.00% |
| GSMS 2013-GC10 XA IO 01.4963 02/10/2046 | 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% |
| LABORATORY CRP OF AMER HLDGS SEDOL 2586122 | 0.00% |
| LEVEL 3 FINANCING INC 05.6250 02/01/2023 | 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% |
| MATCH GROUP INC P/P 144A 04.6250 06/01/2028 | 0.00% |
| MAUSER PACKAGING SOL P/P 144A 05.5000 04/15/2024 | 0.00% |
| MERCK & CO. INC. 02.7500 02/10/2025 | 0.00% |
| MSBAM 2014-C17 XA IO 01.1074 08/15/2047 | 0.00% |
| NABORS INDUSTRIES INC. 05.7500 02/01/2025 | 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% |
| NEWS CORP - CLASS A SEDOL BBGVT40 | 0.00% |
| NUTRIEN LTD USD 02.9500 05/13/2030 | 0.00% |
| NZD/USD 07/15/2020 SSBT | 0.00% |
| OCCIDENTAL PETROLEUM COR 04.1000 02/01/2021 | 0.00% |
| PENSKE AUTOMOTIVE GROUP 05.3750 12/01/2024 | 0.00% |
| PETROLEOS MEXICANOS P/P 144A 07.6900 01/23/2050 | 0.00% |
| POMEGRANATE MERGER S P/P 144A 09.7500 05/01/2023 | 0.00% |
| PRUDENTIAL FINANCIAL INC 05.6250 06/15/2043 | 0.00% |
| PUBLICIS GROUPE SEDOL 4380429 | 0.00% |
| RESIDEO FUNDING INC P/P 144A 06.1250 11/01/2026 | 0.00% |
| RITE AID CORP P/P 144A 07.5000 07/01/2025 | 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 2019-DNA1 M2 02.8183 01/25/2049 | 0.00% |
| TARGA RESOURCES PART 06.5000 07/15/2027 | 0.00% |
| TENET HEALTHCARE P/P 144A 06.2500 02/01/2027 | 0.00% |
| TRANSDIGM INC. 06.5000 07/15/2024 | 0.00% |
| UBSBB 2012-C4 XA IO P/P 144A 01.6174 12/10/2045 | 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 ENERGY CORP P/P 144A 08.1250 01/30/2026 | 0.00% |
| VMWARE INC 03.9000 08/21/2027 | 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 XA IO P/P 144A 01.8890 11/15/2045 | 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% |
| ABC SUPPLY CO INC P/P 144A 04.0000 01/15/2028 | 0.00% |
| AES CORP/THE 04.5000 03/15/2023 | 0.00% |
| ANHEUSER-BUSCH INBEV WOR 02.5000 07/15/2022 | 0.00% |
| APACHE CORP 05.1000 09/01/2040 | 0.00% |
| AT&T INC 04.3000 02/15/2030 | 0.00% |
| AUD/USD 07/15/2020 TDBK | 0.00% |
| AUTOMATION TOOLING S P/P 144A 06.5000 06/15/2023 | 0.00% |
| AZRIELI GROUP LTD SEDOL B5MN1W0 | 0.00% |
| BAUSCH HLTH COS INC P/P 144A 06.5000 03/15/2022 | 0.00% |
| BAUSCH HLTH COS INC P/P 144A 07.0000 01/15/2028 | 0.00% |
| BERKSHIRE HATHAWAY FIN 04.2500 01/15/2021 | 0.00% |
| BERKSHIRE HATHAWAY FIN 04.3000 05/15/2043 | 0.00% |
| BMW US CAPITAL LLC P/P 144A 03.4000 08/13/2021 | 0.00% |
| BOYD GAMING CORP P/P 144A 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% |
| CARNIVAL CORP P/P 144A 11.5000 04/01/2023 | 0.00% |
| CAS 2015-C01 1M2 04.4683 02/25/2025 | 0.00% |
| CAS 2015-C02 1M2 04.1683 05/25/2025 | 0.00% |
| CCO HOLDINGS LLC P/P 144A 04.5000 08/15/2030 | 0.00% |
| CENTENE ESCROW I CO P/P 144A 05.3750 06/01/2026 | 0.00% |
| CHARTER COMM OPT LLC 05.3750 05/01/2047 | 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% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 JP | 0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 JP | 0.00% |
| CNP ASSURANCES SEDOL 5543986 | 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% |
| CORNERSTONE BUILDING P/P 144A 08.0000 04/15/2026 | 0.00% |
| CWALT 2005-27 1A1 02.2321 08/25/2035 | 0.00% |
| CWALT 2006-24CB A13 00.5183 08/25/2036 | 0.00% |
| EUR/USD CALL 1.14 20201118 BANKAM | 0.00% |
| EUR/USD CALL 1.14 20201118 GSFX | 0.00% |
| FORD MOTOR CO SEDOL 2615468 | 0.00% |
| FREEPORT-MCMORAN INC 05.4500 03/15/2043 | 0.00% |
| GAP INC/THE P/P 144A 08.6250 05/15/2025 | 0.00% |
| GENERAL DYNAMICS CORP 02.2500 11/15/2022 | 0.00% |
| GETLINK SE SEDOL B292JQ9 | 0.00% |
| GNMA GII30 AY4779 04.5100 03/20/2067 | 0.00% |
| GNMA GII30 BA7681 04.6220 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 BL6219 06.0000 03/20/2049 | 0.00% |
| GNMA GII30 BL6235 06.0000 04/20/2049 | 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 01.7683 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% |
| ISTAR INC. 05.2500 09/15/2022 | 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% |
| JOSEPH T RYERSON & S P/P 144A 11.0000 05/15/2022 | 0.00% |
| L BRANDS INC 06.7500 07/01/2036 | 0.00% |
| LEVI STRAUSS & CO P/P 144A 05.0000 05/01/2025 | 0.00% |
| MASONITE INTL C P/P 144A 05.3750 02/01/2028 | 0.00% |
| MERCER INTL INC USD 05.5000 01/15/2026 | 0.00% |
| MSAC 2004-HE6 M1 00.9933 08/25/2034 | 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% |
| NN GROUP NV SEDOL BNG8PQ9 | 0.00% |
| NRG ENERGY INC 05.7500 01/15/2028 | 0.00% |
| OCCIDENTAL PETROLEUM COR 03.5000 06/15/2025 | 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% |
| PROLOGIS LP 02.2500 04/15/2030 | 0.00% |
| PUBLIC SERVICE ELECTRIC 05.5000 03/01/2040 | 0.00% |
| ROBERTSHAW US HOLDING L+325 04.2500 02/28/2025 | 0.00% |
| SCIENTIFIC GAMES P/P 144A 07.0000 05/15/2028 | 0.00% |
| SES SEDOL B00ZQQ2 | 0.00% |
| SIRIUS XM RADIO INC. P/P 144A 05.5000 07/01/2029 | 0.00% |
| SM ENERGY CO 06.7500 09/15/2026 | 0.00% |
| SPECTRUM BRANDS INC P/P 144A 05.0000 10/01/2029 | 0.00% |
| SPRINGLEAF FINANCE CORP 06.6250 01/15/2028 | 0.00% |
| SPRINGLEAF FINANCE CORP 07.1250 03/15/2026 | 0.00% |
| SPRINGLEAF FINANCE CORP 08.8750 06/01/2025 | 0.00% |
| STACR 2019-HQA1 M2 02.5183 02/25/2049 | 0.00% |
| T-MOBILE USA INC 04.5000 02/01/2026 | 0.00% |
| T-MOBILE USA INC 06.3750 03/01/2025 | 0.00% |
| T-MOBILE USA INC TLB L+300 04/01/2027 | 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% |
| USA COM PART/USA COM 06.8750 09/01/2027 | 0.00% |
| WFCM 2016-LC25 XA IO 00.9788 12/15/2059 | 0.00% |
| WFRBS 2012-C10 XA IO P/P 144A 01.5328 12/15/2045 | 0.00% |
| ZAYO GROUP HLDG INC P/P 144A 06.1250 03/01/2028 | 0.00% |
| 0.40 R ISWP FWD US0003M P 06/17/2022 | 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% |
| AIB GROUP PLC SEDOL BF0L353 | 0.00% |
| AIR MEDICAL MERGER S P/P 144A 06.3750 05/15/2023 | 0.00% |
| ALBERTSONS COS P/P 144A 04.8750 02/15/2030 | 0.00% |
| ATHENE HOLDING LTD-CLASS A SEDOL BZ13MZ1 | 0.00% |
| BANK OF AMERICA CORP 06.5000 10/29/2049 | 0.00% |
| BANK OF MONTREAL USD 03.8030 12/15/2032 | 0.00% |
| BAUSCH HLTH COS INC P/P 144A 05.0000 01/30/2028 | 0.00% |
| BAUSCH HLTH COS INC P/P 144A 05.2500 01/30/2030 | 0.00% |
| BEACON ROOFING SUPPL P/P 144A 04.5000 11/15/2026 | 0.00% |
| BERRY GLOBAL INC P/P 144A 04.5000 02/15/2026 | 0.00% |
| BOXER PARENT CO INC P/P 144A 07.1250 10/02/2025 | 0.00% |
| BOYD GAMING CORP 06.3750 04/01/2026 | 0.00% |
| BUCKEYE PARTNERS LP 05.8500 11/15/2043 | 0.00% |
| BUCKEYE PARTNERS LP P/P 144A 04.5000 03/01/2028 | 0.00% |
| CANADIAN UTILITIES LTD-A SEDOL 2172639 | 0.00% |
| CAS 2019-HRP1 M2 02.3183 11/25/2039 | 0.00% |
| CAS 2019-R02 1M2 02.4683 08/25/2031 | 0.00% |
| CBRE SERVICES INC 05.2500 03/15/2025 | 0.00% |
| CBS OUT AMER CAP LLC 05.6250 02/15/2024 | 0.00% |
| CENTENE CORP P/P 144A 05.3750 08/15/2026 | 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.11 2054-11-18 500.0 11/18/2054 CG | 0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CS | 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 JP | 0.00% |
| COMMSCOPE INC P/P 144A 05.5000 03/01/2024 | 0.00% |
| CPG MERGER SUB LLC P/P 144A 08.0000 10/01/2021 | 0.00% |
| DELL INT / EMC P/P 144A 05.8500 07/15/2025 | 0.00% |
| DEVON ENERGY CORPORATION 05.6000 07/15/2041 | 0.00% |
| DXC TECHNOLOGY CO SEDOL BYXD7B3 | 0.00% |
| ELDORADO RESORTS INC 07.0000 08/01/2023 | 0.00% |
| EQUINIX INC 05.8750 01/15/2026 | 0.00% |
| FHR 3072 SM 04.2533 11/15/2035 | 0.00% |
| FIDELITY NATIONAL INFORM 03.0000 08/15/2026 | 0.00% |
| GBP/USD 06/17/2020 GSFX | 0.00% |
| GNMA GII30 BL6184 06.0000 02/20/2049 | 0.00% |
| GNMA GII30 BL6217 06.0000 03/20/2049 | 0.00% |
| GNMA GII30 BL6218 06.0000 02/20/2049 | 0.00% |
| GNR 2010-9 UI IO 05.0000 01/20/2040 | 0.00% |
| H LUNDBECK A/S SEDOL 7085259 | 0.00% |
| IDR/USD 08/19/2020 BCAP-FX | 0.00% |
| INCEPTION MRGR/RACK P/P 144A 08.6250 11/15/2024 | 0.00% |
| IOS.FN30.400.10 R USL1M P 01/12/41 BC | 0.00% |
| JAGUAR HL / PPDI P/P 144A 05.0000 06/15/2028 | 0.00% |
| JPMBB 2013-C17 XA IO 00.7560 01/15/2047 | 0.00% |
| JPMORGAN CHASE & CO 01.3924 05/15/2047 | 0.00% |
| KEURIG DR PEPPER INC 04.0570 05/25/2023 | 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% |
| MBX.FN30.450.09 R USL1M P 01/12/40 BC | 0.00% |
| MICROCHIP TECH INC P/P 144A 04.2500 09/01/2025 | 0.00% |
| MICROSOFT CORP 05.3000 02/08/2041 | 0.00% |
| MONDELEZ INTERNATIONAL 02.1250 04/13/2023 | 0.00% |
| NABORS IND LTD P/P 144A 07.2500 01/15/2026 | 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% |
| NZD/USD 07/15/2020 BCAP-FX | 0.00% |
| OCCIDENTAL PETROLEUM COR 02.9000 08/15/2024 | 0.00% |
| OCCIDENTAL PETROLEUM COR 06.4500 09/15/2036 | 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% |
| POLYONE CORP P/P 144A 05.7500 05/15/2025 | 0.00% |
| QVC INC 04.4500 02/15/2025 | 0.00% |
| RAYTHEON COMPANY 04.8750 10/15/2040 | 0.00% |
| REGENCY ENERGY P 04.5000 11/01/2023 | 0.00% |
| ROBERTSHAW TL 2L L+800 09.0000 02/28/2026 | 0.00% |
| RUB/USD 09/16/2020 GSFX | 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 06.1250 12/15/2024 | 0.00% |
| SPRINT SPECTRUM P/P 144A 03.3600 09/20/2021 | 0.00% |
| STACR 2015-HQ2 M2 02.1183 05/25/2025 | 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% |
| TENET HEALTHCARE P/P 144A 07.5000 04/01/2025 | 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% |
| VALVOLINE INC P/P 144A 04.3750 08/15/2025 | 0.00% |
| VIPER ENERGY P/P 144A 05.3750 11/01/2027 | 0.00% |
| WMG ACQUISITION CORP P/P 144A 05.5000 04/15/2026 | 0.00% |
| WPX ENERGY INC 04.5000 01/15/2030 | 0.00% |
| WYNN RESORTS FIN LLC P/P 144A 07.7500 04/15/2025 | 0.00% |
| ZEKELMAN IND INC P/P 144A 09.8750 06/15/2023 | 0.00% |
| 0.8535 R ISWP US0003M P 05/07/2050 | 0.00% |
| AKER BP ASA P/P 144A 05.8750 03/31/2025 | 0.00% |
| AUD/USD 07/15/2020 BANKAM | 0.00% |
| BAYTEX ENERGY CORP P/P 144A 05.6250 06/01/2024 | 0.00% |
| BOMBARDIER INC P/P 144A 07.5000 12/01/2024 | 0.00% |
| BUCKEYE PARTNERS LP 03.9500 12/01/2026 | 0.00% |
| CAD/USD 07/15/2020 GSFX | 0.00% |
| CAS 2015-C02 2M2 04.1683 05/25/2025 | 0.00% |
| CHEMOURS CO 05.3750 05/15/2027 | 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 ML | 0.00% |
| CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 JP | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 CG | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | 0.00% |
| COMCAST CORP 06.5000 11/15/2035 | 0.00% |
| CONTINENTAL RESOURCES 04.3750 01/15/2028 | 0.00% |
| CREDIT ACCEPTANC 06.6250 03/15/2026 | 0.00% |
| CREDIT ACCEPTANC P/P 144A 05.1250 12/31/2024 | 0.00% |
| ELDORADO RESORTS INC 06.0000 09/15/2026 | 0.00% |
| EOG RESOURCES INC 04.1500 01/15/2026 | 0.00% |
| FHR 3065 DC 19.3091 03/15/2035 | 0.00% |
| FHR 3249 PS 21.6690 12/15/2036 | 0.00% |
| FNMA FN30 971053 04.5000 02/01/2039 | 0.00% |
| FNR 2007-53 SP 23.5831 06/25/2037 | 0.00% |
| GBP/USD 06/17/2020 BCAP-FX | 0.00% |
| GBP/USD 06/17/2020 CSI-FX | 0.00% |
| GBP/USD 06/17/2020 TDBK | 0.00% |
| GENERAL MOTORS FINL CO 04.0000 01/15/2025 | 0.00% |
| GNMA GII30 BL6016 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 2012-141 WI IO 03.5000 11/20/2041 | 0.00% |
| GNR 2015-124 NI IO 03.5000 06/20/2039 | 0.00% |
| IHS MARKIT LTD P/P 144A 04.0000 03/01/2026 | 0.00% |
| IOS.FN30.400.09 R USL1M P 01/12/40 GS | 0.00% |
| JAGUAR HL / PPDI P/P 144A 04.6250 06/15/2025 | 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% |
| MOLINA HEALTHCARE IN P/P 144A 04.8750 06/15/2025 | 0.00% |
| NABORS IND LTD P/P 144A 07.5000 01/15/2028 | 0.00% |
| NRG ENERGY INC 06.6250 01/15/2027 | 0.00% |
| NZD/USD 07/15/2020 BANKAM | 0.00% |
| ONCOR ELECTRIC DELIVERY 05.3000 06/01/2042 | 0.00% |
| OUTFRONT MEDIA C P/P 144A 04.6250 03/15/2030 | 0.00% |
| PETROBRAS GLOBAL FIN USD 05.2990 01/27/2025 | 0.00% |
| PROLOGIS LP 02.1250 04/15/2027 | 0.00% |
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| BP CAP MARKETS AMERICA 03.9370 09/21/2028 | 0.00% |
| CALIFORNIA RESOURC TL L+475 05.7500 12/31/2022 | 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 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 MS | 0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CS | 0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 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 GS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 JP | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 JP | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 JP | 0.00% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 CG | 0.00% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 CG | 0.00% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 CG | 0.00% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 JP | 0.00% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 JP | 0.00% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 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 GS | 0.00% |
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| FNR 2005-75 GS 19.7453 08/25/2035 | 0.00% |
| FNR 2006-62 PS 38.8905 07/25/2036 | 0.00% |
| FNR 2006-8 HP 23.9498 03/25/2036 | 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 GS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 JP | 0.00% |
| CMB CMBX.NA.A.7 2047-01-17 200.0 01/17/2047 CS | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.00% |
| CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 CG | 0.00% |
| CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 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.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 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 CG | 0.00% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 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-.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-.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 ML | 0.00% |
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| DKK/USD 06/17/2020 CITI | 0.00% |
| EUR/CHF PUT 1.00 20200615 GSFX | 0.00% |
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| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.00% |
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| 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 MS | -0.00% |
| EUR/USD 06/17/2020 WPAC | -0.00% |
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| JPY/USD 08/19/2020 BCAP-FX | -0.00% |
| JPY/USD 08/19/2020 CITI | -0.00% |
| JPY/USD 08/19/2020 UBS | -0.00% |
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| CAD/USD 07/15/2020 JPMCB | -0.00% |
| CAD/USD 07/15/2020 TDBK | -0.00% |
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| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 JP | -0.00% |
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| EUR/USD 06/17/2020 TDBK | -0.00% |
| NZD/USD 07/15/2020 HSBCB | -0.00% |
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| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 MS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 CS | -0.00% |
| EUR/USD 06/17/2020 CITI | -0.00% |
| EUR/USD 06/17/2020 RBSF | -0.00% |
| IOS.FN30.400.10 P USL1M R 01/12/41 JP | -0.00% |
| NZD/USD 07/15/2020 CITI | -0.00% |
| NZD/USD 07/15/2020 GSFX | -0.00% |
| USD/JPY PUT 100.00 20201124 BANKAM | -0.00% |
| USD/JPY PUT 100.00 20201124 GSFX | -0.00% |
| CHF/USD 06/17/2020 JPMCB | -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.BBB-.7 2047-01-17 300.0 01/17/2047 GS | -0.00% |
| 0.85 R ISWP FWD US0003M P 06/17/2030 | -0.00% |
| CAD/USD 07/15/2020 BANKAM | -0.00% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 CG | -0.00% |
| EUR/USD 06/17/2020 HSBCB | -0.00% |
| EUR/USD 06/17/2020 JPMCB | -0.00% |
| JPY/USD 08/19/2020 WPAC | -0.00% |
| AUD/USD 07/15/2020 UBS | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% |
| AUD/USD 07/15/2020 SSBT | -0.01% |
| CAD/USD 07/15/2020 SSBT | -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% |
| EUR/USD 06/17/2020 UBS | -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% |
| EUR/USD 06/17/2020 SSBT | -0.01% |
| GBP/USD 06/17/2020 JPMCB | -0.01% |
| CDX CDX.NA.HY.34 500.0 06/20/2025 | -0.02% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CS | -0.02% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 JP | -0.02% |
| 0.65 R ISWP FWD US0003M P 06/17/2025 | -0.02% |
| NOK/USD 06/17/2020 GSFX | -0.03% |
| NOK/USD 06/17/2020 JPMCB | -0.03% |
| MSCI EAFE JUN20 MFSM0 | -0.05% |
| FNMA FN30 TBA UMBS 03.5000 06/01/2050 | -0.12% |
| FNMA FN30 TBA UMBS 03.0000 06/01/2050 | -0.32% |
| RU10INTR P US0003M R 11/25/20 CI | -0.35% |
| US 2YR NOTE (CBT) SEP20 TUU0 | -0.96% |
| US 10YR ULTRA FUT SEP20 UXYU0 | -2.68% |
| RU10INTR P US0003M R 11/25/20 CI | -2.82% |
| GSGLPWDS P US0001M R 12/15/25 GS | -5.55% |
| GSGLPWDL R US0001M P 12/15/25 GS | 5.79% |
|---|---|
| S&P500 EMINI FUT JUN20 ESM0 | 5.71% |
| E-MINI RUSS 2000 JUN20 RTYM0 | 4.37% |
| CGPUTQL2 R US0003M P 11/25/20 CI | 3.07% |
| APPLE INC SEDOL 2046251 | 2.51% |
| MICROSOFT CORP SEDOL 2588173 | 2.50% |
| AMAZON.COM INC SEDOL 2000019 | 2.42% |
| S&P MID 400 EMINI JUN20 FAM0 | 2.09% |
| US 5YR NOTE (CBT) JUN20 FVM0 | 1.67% |
| GNMA GII30 TBA 03.5000 05/01/2050 | 1.18% |
| ALPHABET INC-CL A SEDOL BYVY8G0 | 1.15% |
| JPMORGAN CHASE & CO SEDOL 2190385 | 1.03% |
| US 10YR NOTE (CBT)JUN20 TYM0 | 0.96% |
| US ULTRA BOND CBT JUN20 WNM0 | 0.94% |
| PROCTER & GAMBLE CO/THE SEDOL 2704407 | 0.93% |
| ADOBE INC SEDOL 2008154 | 0.88% |
| FNMA FN30 TBA UMBS 02.5000 05/01/2050 | 0.79% |
| VERIZON COMMUNICATIONS INC SEDOL 2090571 | 0.77% |
| JOHNSON & JOHNSON SEDOL 2475833 | 0.76% |
| CISCO SYSTEMS INC SEDOL 2198163 | 0.75% |
| FNMA FN30 TBA UMBS 02.5000 06/01/2050 | 0.75% |
| CITIGROUP INC SEDOL 2297907 | 0.72% |
| NORTHROP GRUMMAN CORP SEDOL 2648806 | 0.67% |
| QUALCOMM INC SEDOL 2714923 | 0.67% |
| FHLMC FR30 ZS4750 UMBS 03.0000 01/01/2048 | 0.66% |
| MERCK & CO. INC. SEDOL 2778844 | 0.64% |
| SOCIETE GENERALE SA 83369BFJ0 DCP 06/18/2020 | 0.64% |
| BARCLAYS BANK PLC CCP 06742VDR9 DCP 05/08/2020 | 0.60% |
| ALIBABA GROUP HOLDING LTD SEDOL BK6YZP5 | 0.58% |
| CHARIOT FUNDING LLC 15963TF12 DCP 06/01/2020 | 0.57% |
| AMGEN INC SEDOL 2023607 | 0.56% |
| CHEVRON CORP | 0.55% |
| COLLATERALIZED COMMERCIAL PAP 19423JFC6 DCP 06/12/2020 | 0.54% |
| PEPSICO INC SEDOL 2681511 | 0.53% |
| LIBERTY STREET FUNDING LLC 53127TGF4 DCP 07/15/2020 | 0.50% |
| VICTORY RECEIVABLES CORP 92646KG97 DCP 07/09/2020 | 0.50% |
| TENCENT HOLDINGS LTD SEDOL BMMV2K8 | 0.49% |
| ATLANTIC ASSET SECURITIZATION 04821TES0 DCP 05/26/2020 | 0.49% |
| INTUIT INC SEDOL 2459020 | 0.48% |
| COCA-COLA CO/THE SEDOL 2206657 | 0.47% |
| DANAHER CORP SEDOL 2250870 | 0.46% |
| ALPHABET INC-CL C SEDOL BYY88Y7 | 0.45% |
| MEDTRONIC PLC SEDOL BTN1Y11 | 0.44% |
| COMCAST CORP-CLASS A SEDOL 2044545 | 0.44% |
| WALMART INC SEDOL 2936921 | 0.43% |
| FNMA FN15 TBA UMBS 03.0000 05/01/2035 | 0.42% |
| AMERICAN ELECTRIC POWER SEDOL 2026242 | 0.41% |
| ELI LILLY & CO SEDOL 2516152 | 0.40% |
| US LONG BOND(CBT) JUN20 USM0 | 0.40% |
| ORACLE CORP SEDOL 2661568 | 0.40% |
| TREASURY BILL 00.0000 05/21/2020 | 0.39% |
| AMERICAN TOWER CORP SEDOL B7FBFL2 | 0.39% |
| HONEYWELL INTERNATIONAL INC SEDOL 2020459 | 0.39% |
| LOCKHEED MARTIN CORP SEDOL 2522096 | 0.38% |
| TAIWAN SEMICONDUCTOR MANUFAC SEDOL 6889106 | 0.38% |
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| FNMA FN30 MA3563 UMBS 04.0000 01/01/2049 | 0.37% |
| ROCHE HOLDING AG-GENUSSCHEIN SEDOL 7110388 | 0.37% |
| EBAY INC SEDOL 2293819 | 0.37% |
| ACTIVISION BLIZZARD INC SEDOL 2575818 | 0.36% |
| EXELON CORP SEDOL 2670519 | 0.35% |
| CHARTER COMMUNICATIONS INC-A SEDOL BZ6VT82 | 0.35% |
| VISA INC-CLASS A SHARES SEDOL B2PZN04 | 0.35% |
| SERVICENOW INC SEDOL B80NXX8 | 0.34% |
| CASH MGMT BILL 00.0000 07/14/2020 | 0.34% |
| FIDELITY NATIONAL INFO SERV SEDOL 2769796 | 0.33% |
| TARGET CORP SEDOL 2259101 | 0.33% |
| STARBUCKS CORP SEDOL 2842255 | 0.33% |
| TAKE-TWO INTERACTIVE SOFTWRE SEDOL 2122117 | 0.33% |
| AT&T INC SEDOL 2831811 | 0.32% |
| PAYPAL HOLDINGS INC SEDOL BYW36M8 | 0.32% |
| FACEBOOK INC-CLASS A SEDOL B7TL820 | 0.31% |
| HOME DEPOT INC SEDOL 2434209 | 0.31% |
| REGENERON PHARMACEUTICALS SEDOL 2730190 | 0.31% |
| DOCUSIGN INC SEDOL BFYT7B7 | 0.30% |
| BANK OF AMERICA CORP SEDOL 2295677 | 0.30% |
| TREASURY BILL 00.0000 08/13/2020 | 0.30% |
| NOVARTIS AG-REG SEDOL 7103065 | 0.29% |
| UNION PACIFIC CORP SEDOL 2914734 | 0.29% |
| UNITEDHEALTH GROUP INC SEDOL 2917766 | 0.29% |
| ABBOTT LABORATORIES SEDOL 2002305 | 0.28% |
| FNMA FN30 FM1741 UMBS 04.0000 04/01/2049 | 0.28% |
| PFIZER INC SEDOL 2684703 | 0.28% |
| METLIFE INC SEDOL 2573209 | 0.27% |
| EDWARDS LIFESCIENCES CORP SEDOL 2567116 | 0.26% |
| BOOKING HOLDINGS INC SEDOL BDRXDB4 | 0.25% |
| SONY CORP SEDOL 6821506 | 0.25% |
| WASTE MANAGEMENT INC SEDOL 2937667 | 0.25% |
| MASTERCARD INC - A SEDOL B121557 | 0.25% |
| OTIS WORLDWIDE CORP SEDOL BK531S8 | 0.24% |
| ABBVIE INC SEDOL B92SR70 | 0.24% |
| CRH PLC SEDOL 4182249 | 0.23% |
| TEXAS INSTRUMENTS INC SEDOL 2885409 | 0.23% |
| GOLDMAN SACHS GROUP INC SEDOL 2407966 | 0.23% |
| NVIDIA CORP SEDOL 2379504 | 0.23% |
| COSTAR GROUP INC SEDOL 2262864 | 0.23% |
| SALESFORCE.COM INC SEDOL 2310525 | 0.22% |
| FNMA FN30 TBA UMBS 06.0000 05/01/2049 | 0.22% |
| VEEVA SYSTEMS INC-CLASS A SEDOL BFH3N85 | 0.22% |
| MONDELEZ INTERNATIONAL INC-A SEDOL B8CKK03 | 0.22% |
| HILTON WORLDWIDE HOLDINGS IN SEDOL BYVMW06 | 0.21% |
| CHINA MOBILE LTD SEDOL 6073556 | 0.21% |
| FNMA FN30 FM1521 UMBS 04.0000 05/01/2049 | 0.21% |
| AGNC INVESTMENT CORP SEDOL BYYHJL8 | 0.21% |
| XILINX INC SEDOL 2985677 | 0.21% |
| JOHNSON CONTROLS INTERNATION SEDOL BY7QL61 | 0.20% |
| CROWN CASTLE INTL CORP SEDOL BTGQCX1 | 0.20% |
| CIGNA CORP SEDOL BHJ0775 | 0.20% |
| LONZA GROUP AG-REG SEDOL 7333378 | 0.20% |
| ANNALY CAPITAL MANAGEMENT IN SEDOL 2113456 | 0.19% |
| BIOGEN INC SEDOL 2455965 | 0.19% |
| NINTENDO CO LTD SEDOL 6639550 | 0.19% |
| CUMMINS INC SEDOL 2240202 | 0.19% |
| AIA GROUP LTD SEDOL B4TX8S1 | 0.18% |
| AUTODESK INC SEDOL 2065159 | 0.18% |
| KONINKLIJKE AHOLD DELHAIZE N SEDOL BD0Q398 | 0.18% |
| NIKE INC -CL B SEDOL 2640147 | 0.18% |
| VERTEX PHARMACEUTICALS INC SEDOL 2931034 | 0.18% |
| MCKESSON CORP SEDOL 2378534 | 0.18% |
| CAPITAL ONE FINANCIAL CORP SEDOL 2654461 | 0.18% |
| BRISTOL-MYERS SQUIBB CO SEDOL 2126335 | 0.17% |
| MORGAN STANLEY | 0.17% |
| NESTLE SA-REG SEDOL 7123870 | 0.17% |
| FNMA FN30 AL9859 UMBS 03.0000 03/01/2047 | 0.17% |
| EQUINIX INC SEDOL BVLZX12 | 0.17% |
| ASTRAZENECA PLC-SPONS ADR SEDOL 2989044 | 0.17% |
| IDEXX LABORATORIES INC SEDOL 2459202 | 0.17% |
| FNMA FN30 MA2737 UMBS 03.0000 09/01/2046 | 0.16% |
| KDDI CORP SEDOL 6248990 | 0.16% |
| PHILLIPS 66 SEDOL B78C4Y8 | 0.16% |
| LEIDOS HOLDINGS INC SEDOL BDV82B8 | 0.16% |
| SHERWIN-WILLIAMS CO/THE SEDOL 2804211 | 0.16% |
| CADENCE DESIGN SYS INC SEDOL 2302232 | 0.16% |
| KINDER MORGAN INC SEDOL B3NQ4P8 | 0.16% |
| NRG ENERGY INC SEDOL 2212922 | 0.16% |
| HERSHEY CO/THE SEDOL 2422806 | 0.16% |
| KERING SEDOL 5505072 | 0.16% |
| AXA SA SEDOL 7088429 | 0.16% |
| RELIANCE INDUSTRIES LTD SEDOL 6099626 | 0.16% |
| ASTELLAS PHARMA INC SEDOL 6985383 | 0.16% |
| HOYA CORP SEDOL 6441506 | 0.15% |
| ROYAL DUTCH SHELL PLC-B SHS SEDOL B03MM40 | 0.15% |
| CLOROX COMPANY SEDOL 2204026 | 0.15% |
| S&P GLOBAL INC SEDOL BYV2325 | 0.15% |
| SUMITOMO MITSUI FINANCIAL GR SEDOL 6563024 | 0.15% |
| ASTRAZENECA PLC SEDOL 0989529 | 0.15% |
| TREASURY BILL 00.0000 07/23/2020 | 0.15% |
| ALLSTATE CORP SEDOL 2019952 | 0.14% |
| COMPASS GROUP PLC SEDOL BD6K457 | 0.14% |
| NOVO NORDISK A/S-B SEDOL BHC8X90 | 0.14% |
| PULTEGROUP INC SEDOL 2708841 | 0.14% |
| ANGLO AMER PLC SEDOL B1XZS82 | 0.14% |
| SYNOPSYS INC SEDOL 2867719 | 0.14% |
| FORTINET INC SEDOL B5B2106 | 0.14% |
| TRANE TECHNOLOGIES PLC SEDOL BK9ZQ96 | 0.13% |
| EXXON MOBIL CORP SEDOL 2326618 | 0.13% |
| ALLERGAN PLC SEDOL BY9D546 | 0.13% |
| FNMA FN30 TBA UMBS 04.0000 07/01/2050 | 0.13% |
| PRUDENTIAL PLC SEDOL 0709954 | 0.13% |
| DEUTSCHE BOERSE AG SEDOL 7021963 | 0.13% |
| TREASURY BILL 00.0000 09/03/2020 | 0.13% |
| DELTA AIR LINES INC SEDOL B1W9D46 | 0.12% |
| HDFC BANK LIMITED SEDOL BK1N461 | 0.12% |
| UNITED RENTALS INC SEDOL 2134781 | 0.12% |
| KLA CORP SEDOL 2480138 | 0.12% |
| PNC FINANCIAL SERVICES GROUP SEDOL 2692665 | 0.12% |
| BAXTER INTERNATIONAL INC SEDOL 2085102 | 0.12% |
| INTEL CORP SEDOL 2463247 | 0.12% |
| WASTE CONNECTIONS INC SEDOL BYVG1F6 | 0.12% |
| BJ'S WHOLESALE CLUB HOLDINGS SEDOL BFZNZF8 | 0.12% |
| ALLIANZ SE-REG SEDOL 5231485 | 0.12% |
| DEXCOM INC SEDOL B0796X4 | 0.12% |
| CONOCOPHILLIPS | 0.12% |
| DOW INC SEDOL BHXCF84 | 0.12% |
| TREASURY BILL 00.0000 06/04/2020 | 0.12% |
| AMERIPRISE FINANCIAL INC SEDOL B0J7D57 | 0.11% |
| VALERO ENERGY CORP SEDOL 2041364 | 0.11% |
| ZIMMER BIOMET HOLDINGS INC SEDOL 2783815 | 0.11% |
| RAYTHEON TECHNOLOGIES CORP SEDOL BM5M5Y3 | 0.11% |
| STARWOOD PROPERTY TRUST INC SEDOL B3PQ520 | 0.11% |
| AIR PRODUCTS & CHEMICALS INC SEDOL 2011602 | 0.11% |
| ASIAN PAINTS LTD SEDOL BCRWL65 | 0.11% |
| FNMA FN30 BM5024 UMBS 03.0000 11/01/2048 | 0.11% |
| L OREAL SEDOL 4057808 | 0.11% |
| ASSURED GUARANTY LTD SEDOL B00V7H8 | 0.11% |
| ATLASSIAN CORP PLC-CLASS A SEDOL BZ09BD1 | 0.11% |
| HERMES INTERNATIONAL SEDOL 5253973 | 0.11% |
| GAMING AND LEISURE PROPERTIE SEDOL BFPK4S5 | 0.11% |
| JD.COM INC-ADR SEDOL BMM27D9 | 0.11% |
| TATA CONSULTANCY SVS LTD SEDOL B01NPJ1 | 0.11% |
| DEUTSCHE TELEKOM AG-REG SEDOL 5842359 | 0.10% |
| PUBLIC SERVICE ENTERPRISE GP SEDOL 2707677 | 0.10% |
| WALMART DE MEXICO SAB DE CV SEDOL BW1YVH8 | 0.10% |
| CIA PARANAENSE DE ENERGI-PFB | 0.10% |
| DEUTSCHE POST AG-REG SEDOL 4617859 | 0.10% |
| UNILEVER NV SEDOL B1527V7 | 0.10% |
| CHIPOTLE MEXICAN GRILL INC SEDOL B0X7DZ3 | 0.10% |
| SK HYNIX INC SEDOL 6450267 | 0.10% |
| EVERGY INC SEDOL BFMXGR0 | 0.10% |
| BOSTON PROPERTIES INC SEDOL 2019479 | 0.10% |
| SOUTHWEST AIRLINES CO SEDOL 2831543 | 0.10% |
| SYSCO CORP SEDOL 2868165 | 0.10% |
| ALIBABA GROUP HOLDING-SP ADR SEDOL BP41ZD1 | 0.10% |
| ENEL SPA SEDOL 7144569 | 0.10% |
| SEATTLE GENETICS INC SEDOL 2738127 | 0.10% |
| LAM RESEARCH CORP SEDOL 2502247 | 0.10% |
| RIO TINTO PLC SEDOL 0718875 | 0.10% |
| COCA-COLA HBC AG-DI SEDOL B9895B7 | 0.10% |
| DROPBOX INC-CLASS A SEDOL BG0T321 | 0.10% |
| STACR 2016-DNA2 M3 05.1373 10/25/2028 | 0.09% |
| A-LIVING SVCS CO LTD SEDOL BFWK4M2 | 0.09% |
| VERIZON COMM 04.3290 09/21/2028 | 0.09% |
| CASH MGMT BILL 00.0000 07/21/2020 | 0.09% |
| LULULEMON ATHLETICA INC SEDOL B23FN39 | 0.09% |
| RINGCENTRAL INC-CLASS A SEDOL BDZCRX3 | 0.09% |
| SBA COMMUNICATIONS CORP SEDOL BZ6TS23 | 0.09% |
| BF0101 03.5000 06/01/2056 | 0.09% |
| SANDVIK AB SEDOL B1VQ252 | 0.09% |
| ITOCHU CORP SEDOL 6467803 | 0.09% |
| TREASURY BILL 00.0000 09/10/2020 | 0.09% |
| SYNCHRONY FINANCIAL SEDOL BP96PS6 | 0.09% |
| EATON CORP PLC SEDOL B8KQN82 | 0.09% |
| ESSITY AKTIEBOLAG-B SEDOL BF1K7P7 | 0.09% |
| LUKOIL PJSC-SPON ADR SEDOL BYZDW27 | 0.09% |
| PARTNERS GROUP HOLDING AG SEDOL B119QG0 | 0.09% |
| WESFARMERS LTD SEDOL 6948836 | 0.09% |
| INDUSTRIA DE DISENO TEXTIL SEDOL BP9DL90 | 0.09% |
| ROPER TECHNOLOGIES INC SEDOL 2749602 | 0.09% |
| WOLTERS KLUWER SEDOL 5671519 | 0.08% |
| SCHWAB (CHARLES) CORP SEDOL 2779397 | 0.08% |
| AMEREN CORPORATION SEDOL 2050832 | 0.08% |
| LINDE PLC SEDOL BZ12WP8 | 0.08% |
| AMETEK INC SEDOL 2089212 | 0.08% |
| APOLLO GLOBAL MANAGEMENT INC SEDOL BKRLVD5 | 0.08% |
| AVERY DENNISON CORP SEDOL 2066408 | 0.08% |
| POYA INTERNATIONAL CO LTD SEDOL 6541826 | 0.08% |
| RADIAN GROUP INC SEDOL 2173911 | 0.08% |
| ENTERGY CORP SEDOL 2317087 | 0.08% |
| FREEPORT-MCMORAN INC SEDOL 2352118 | 0.08% |
| SECOM CO LTD SEDOL 6791591 | 0.08% |
| SHIONOGI & CO LTD SEDOL 6804682 | 0.08% |
| THERMO FISHER SCIENTIFIC INC SEDOL 2886907 | 0.08% |
| VISTRA ENERGY CORP SEDOL BZ8VJQ8 | 0.08% |
| NEW ORIENTAL EDUCATIO-SP ADR SEDOL B1CN1G6 | 0.08% |
| DUPONT DE NEMOURS INC SEDOL BK0VN47 | 0.08% |
| ESSEX PROPERTY TRUST INC SEDOL 2316619 | 0.08% |
| FERGUSON PLC SEDOL BJVNSS4 | 0.08% |
| HITACHI LTD SEDOL 6429104 | 0.08% |
| MEITUAN DIANPING SEDOL BGJW376 | 0.08% |
| TOTVS SA SEDOL B10LQP6 | 0.08% |
| LIVE NATION ENTERTAINMENT IN SEDOL B0T7YX2 | 0.08% |
| PETROBRAS GLOBAL FINANCE USD 06.2500 03/17/2024 | 0.08% |
| STATE STREET CORP SEDOL 2842040 | 0.08% |
| ARAMARK SEDOL BH3XG17 | 0.08% |
| DAIKIN INDUSTRIES LTD SEDOL 6250724 | 0.08% |
| FORTUNE BRANDS HOME & SECURI SEDOL B3MC7D6 | 0.08% |
| LEGAL & GENERAL GROUP PLC SEDOL 0560399 | 0.08% |
| GOLDMAN SACHS GROUP INC 02.6000 12/27/2020 | 0.08% |
| DISCOVER FINANCIAL SERVICES SEDOL B1YLC43 | 0.08% |
| IMPERIAL BRANDS PLC SEDOL 0454492 | 0.07% |
| NETFLIX INC SEDOL 2857817 | 0.07% |
| TREASURY BILL 00.0000 08/20/2020 | 0.07% |
| WH GROUP LTD SEDOL BLLHKZ1 | 0.07% |
| CARLSBERG AS-B SEDOL 4169219 | 0.07% |
| ENTERPRISE PRODUCTS PARTNERS SEDOL 2285388 | 0.07% |
| HOLOGIC INC SEDOL 2433530 | 0.07% |
| SAFARICOM PLC SEDOL B2QN3J6 | 0.07% |
| WULIANGYE YIBIN CO LTD-A SEDOL BD5CPG2 | 0.07% |
| WUXI APPTEC CO LTD-H SEDOL BGHH0L6 | 0.07% |
| APTIV PLC SEDOL B783TY6 | 0.07% |
| BNP PARIBAS SEDOL 7309681 | 0.07% |
| MEDIATEK INC SEDOL 6372480 | 0.07% |
| SCHNEIDER ELECTRIC SE SEDOL 4834108 | 0.07% |
| LONDON STOCK EXCHANGE GROUP SEDOL B0SWJX3 | 0.07% |
| PEUGEOT SA SEDOL 7103526 | 0.07% |
| ABBVIE INC P/P 144A 03.2000 11/21/2029 | 0.07% |
| ADIDAS AG SEDOL 4031976 | 0.07% |
| BP PLC SEDOL 0798059 | 0.07% |
| JPMORGAN CHASE & CO 03.9640 11/15/2048 | 0.07% |
| MERCADOLIBRE INC SEDOL B23X1H3 | 0.07% |
| PING AN INSURANCE GROUP CO-H SEDOL B01FLR7 | 0.07% |
| SHIN-ETSU CHEMICAL CO LTD SEDOL 6804585 | 0.07% |
| CENTRE TESTING INTL GROUP-A SEDOL BD5C7D3 | 0.07% |
| FU SHOU YUAN INTERNATIONAL SEDOL BH4TZ73 | 0.07% |
| KONINKLIJKE DSM NV SEDOL B0HZL93 | 0.07% |
| VERISK ANALYTICS INC SEDOL B4P9W92 | 0.07% |
| AES CORP SEDOL 2002479 | 0.07% |
| ALBEMARLE CORP SEDOL 2046853 | 0.07% |
| DINO POLSKA SA SEDOL BD0YVN2 | 0.07% |
| PINNACLE WEST CAPITAL SEDOL 2048804 | 0.07% |
| MICROSOFT CORP 01.5500 08/08/2021 | 0.07% |
| PROSUS NV SEDOL BJDS7M4 | 0.07% |
| VOLTRONIC POWER TECHNOLOGY SEDOL B96HCH8 | 0.07% |
| COOPER COS INC/THE SEDOL 2222631 | 0.07% |
| COVESTRO AG SEDOL BYTBWY9 | 0.07% |
| FIFTH THIRD BANCORP SEDOL 2336747 | 0.07% |
| TESLA INC SEDOL B616C79 | 0.07% |
| WELLS FARGO & CO SEDOL 2649100 | 0.07% |
| AMERICAN INTERNATIONAL GROUP SEDOL 2027342 | 0.06% |
| BANCO BILBAO VIZCAYA ARGENTA SEDOL 5501906 | 0.06% |
| CK ASSET HOLDINGS LTD SEDOL BYZQ077 | 0.06% |
| COMMONWEALTH BK AUST P/P 144A 02.2000 11/09/2020 | 0.06% |
| DANAHER CORP 04.7500 CUM CV PFD | 0.06% |
| SAMSUNG ELECTRONICS-PREF SEDOL 6773812 | 0.06% |
| AVALONBAY COMMUNITIES INC SEDOL 2131179 | 0.06% |
| DOVER CORP SEDOL 2278407 | 0.06% |
| GILEAD SCIENCES INC SEDOL 2369174 | 0.06% |
| KERRY GROUP PLC-A SEDOL 4519579 | 0.06% |
| NEXI SPA SEDOL BJ1F880 | 0.06% |
| SKANDINAVISKA ENSKILDA BAN-A SEDOL 4813345 | 0.06% |
| TOTAL SA SEDOL B15C557 | 0.06% |
| WEST PHARMACEUTICAL SERVICES SEDOL 2950482 | 0.06% |
| AVIVA PLC SEDOL 0216238 | 0.06% |
| BOOZ ALLEN HAMILTON HOLDINGS SEDOL B5367T7 | 0.06% |
| CHINA LESSO GROUP HOLDINGS L SEDOL BCDBKF8 | 0.06% |
| ESTEE LAUDER COMPANIES-CL A SEDOL 2320524 | 0.06% |
| FNMA FN30 BM1172 UMBS 03.0000 03/01/2047 | 0.06% |
| IHS MARKIT LTD P/P 144A 04.7500 02/15/2025 | 0.06% |
| NTT DOCOMO INC SEDOL 6129277 | 0.06% |
| SIG COMBIBLOC GROUP AG SEDOL BD5GN60 | 0.06% |
| YANDEX NV-A SEDOL B5BSZB3 | 0.06% |
| REPUBLIC SERVICES INC SEDOL 2262530 | 0.06% |
| DIAMOND 1 FIN/DIAM P/P 144A 06.0200 06/15/2026 | 0.06% |
| MOLSON COORS BEVERAGE CO - B SEDOL B067BM3 | 0.06% |
| TREASURY BILL 00.0000 08/06/2020 | 0.06% |
| ACCENTURE PLC-CL A SEDOL B4BNMY3 | 0.06% |
| AIER EYE HOSPITAL GROUP CO-A SEDOL BD5CLQ4 | 0.06% |
| AKZO NOBEL N.V. SEDOL BJ2KSG2 | 0.06% |
| CF INDUSTRIES HOLDINGS INC SEDOL B0G4K50 | 0.06% |
| CITIGROUP INC 03.6680 07/24/2028 | 0.06% |
| DNB NOR ASA SEDOL 4263304 | 0.06% |
| NIPPON TELEGRAPH & TELEPHONE SEDOL 6641373 | 0.06% |
| PERNOD RICARD SA SEDOL 4682329 | 0.06% |
| CENTERPOINT ENERGY INC SEDOL 2440637 | 0.06% |
| DASSAULT SYSTEMES SA SEDOL 5330047 | 0.06% |
| DUKE REALTY CORP SEDOL 2284084 | 0.06% |
| FEDERATIVE REP OF BRAZIL USD 04.6250 01/13/2028 | 0.06% |
| MORGAN STANLEY 03.6250 01/20/2027 | 0.06% |
| VOLKSWAGEN AG PFD SEDOL 5497168 | 0.06% |
| BRITISH AMERICAN TOBACCO PLC SEDOL 0287580 | 0.06% |
| EQUITY RESIDENTIAL TR REIT | 0.06% |
| GENERAL MOTORS CO SEDOL B665KZ5 | 0.06% |
| JPMORGAN CHASE & CO 03.6250 12/01/2027 | 0.06% |
| MGM RESORTS INTERNATIONAL SEDOL 2547419 | 0.06% |
| ORSTED A/S SEDOL BYT16L4 | 0.06% |
| WELLS FARGO & COMPANY 02.6000 07/22/2020 | 0.06% |
| CBRE GROUP INC - A SEDOL B6WVMH3 | 0.06% |
| DBUBS 2011-LC3A D P/P 144A 05.5124 08/10/2044 | 0.06% |
| EASTMAN CHEMICAL CO SEDOL 2298386 | 0.06% |
| FNMA FN30 BC1155 UMBS 03.0000 06/01/2046 | 0.06% |
| FNMA FN30 BJ9256 UMBS 04.0000 06/01/2048 | 0.06% |
| INVITATION HOMES INC SEDOL BD81GW9 | 0.06% |
| ORIX CORP SEDOL 6661144 | 0.06% |
| SEVEN & I HOLDINGS CO LTD SEDOL B0FS5D6 | 0.06% |
| VINCI SA SEDOL B1XH026 | 0.06% |
| GOLDMAN SACHS GROUP INC 03.8500 01/26/2027 | 0.06% |
| JUMBO SA SEDOL 7243530 | 0.06% |
| NETWORK INTERNATIONAL HOLDIN SEDOL BH3VJ78 | 0.06% |
| BANK OF AMERICA CORP 06.1100 01/29/2037 | 0.06% |
| CLICKS GROUP LTD SEDOL 6105578 | 0.06% |
| COMPUGROUP MEDICAL SE SEDOL 5094536 | 0.06% |
| DNB BANK ASA P/P 144A 02.1500 12/02/2022 | 0.06% |
| SBERBANK PJSC -SPONSORED ADR SEDOL B5SC091 | 0.06% |
| SSE PLC SEDOL 0790873 | 0.06% |
| UNITED AIRLINES HOLDINGS INC SEDOL B4QG225 | 0.06% |
| VODAFONE GROUP PLC SEDOL BH4HKS3 | 0.06% |
| WOOLWORTHS GROUP LTD SEDOL 6981239 | 0.06% |
| BANK LEUMI LE-ISRAEL SEDOL 6076425 | 0.05% |
| BARRY CALLEBAUT AG-REG SEDOL 5476929 | 0.05% |
| CAS 2016-C02 1M2 06.4873 09/25/2028 | 0.05% |
| COMMERCIAL INTL BANK-GDR REG SEDOL 5668287 | 0.05% |
| GARMIN LTD SEDOL B3Z5T14 | 0.05% |
| GLAXOSMITHKLINE PLC SEDOL 0925288 | 0.05% |
| LINDE PLC SEDOL BYWD9S5 | 0.05% |
| THALES SA SEDOL 4162791 | 0.05% |
| EDENRED SEDOL B62G1B5 | 0.05% |
| TECHTRONIC INDUSTRIES CO LTD SEDOL B0190C7 | 0.05% |
| TELEDYNE TECHNOLOGIES INC SEDOL 2503477 | 0.05% |
| TELEKOMUNIKASI INDONESIA PER SEDOL BD4T6W7 | 0.05% |
| TOKYO ELECTRON LTD SEDOL 6895675 | 0.05% |
| TORONTO-DOMINION BANK USD 01.9000 12/01/2022 | 0.05% |
| ASSOCIATED BRITISH FOODS PLC SEDOL 0673123 | 0.05% |
| CVS HEALTH CORP 04.7800 03/25/2038 | 0.05% |
| LI NING CO LTD SEDOL B01JCK9 | 0.05% |
| NXP SEMICONDUCTORS NV SEDOL B505PN7 | 0.05% |
| SINGAPORE EXCHANGE LTD SEDOL 6303866 | 0.05% |
| SIRIUS XM RADIO INC P/P 144A 05.0000 08/01/2027 | 0.05% |
| SPST 2019-3 A 01.6285 06/24/2020 | 0.05% |
| SUNNY FRIEND ENVIRONMENTAL T SEDOL B6RXHJ1 | 0.05% |
| EVERBRIDGE INC SEDOL BYY5ZB4 | 0.05% |
| FAIR ISAAC CORP SEDOL 2330299 | 0.05% |
| JERONIMO MARTINS SEDOL B1Y1SQ7 | 0.05% |
| LINCOLN NATIONAL CORP SEDOL 2516378 | 0.05% |
| MWST 2019-1 A 01.2873 06/25/2052 | 0.05% |
| TENCENT HOLDINGS LTD-UNS ADR SEDOL B3F2DZ7 | 0.05% |
| TOP GLOVE CORP BHD SEDOL B05L892 | 0.05% |
| UBS GROUP AG P/P 144A 03.4910 05/23/2023 | 0.05% |
| AENA SME SA SEDOL BVRZ8L1 | 0.05% |
| NAVER CORP SEDOL 6560393 | 0.05% |
| NIPPON PROLOGIS REIT INC SEDOL B98BC67 | 0.05% |
| SPST 2019-7 A 01.6285 09/24/2020 | 0.05% |
| STMICROELECTRONICS NV SEDOL 5962332 | 0.05% |
| APTARGROUP INC SEDOL 2045247 | 0.05% |
| AT&T INC. 03.8000 02/15/2027 | 0.05% |
| AURIZON HOLDINGS LTD SEDOL B87CVM3 | 0.05% |
| BERRY GLOBAL GROUP INC SEDOL B8BR3H3 | 0.05% |
| BROADRIDGE FINANCIAL SOLUTIO SEDOL B1VP7R6 | 0.05% |
| CME GROUP INC SEDOL 2965839 | 0.05% |
| KAKAO CORP SEDOL 6194037 | 0.05% |
| TOYOTA INDUSTRIES CORP SEDOL 6900546 | 0.05% |
| ZOETIS INC SEDOL B95WG16 | 0.05% |
| CAS 2016-C01 1M2 07.2373 08/25/2028 | 0.05% |
| FAURECIA SEDOL 4400446 | 0.05% |
| INTERPUBLIC GROUP COS 04.6500 10/01/2028 | 0.05% |
| SPST 2019-11 A 01.3198 10/24/2020 | 0.05% |
| UNIVERSAL VISION BIOTECHNOLO SEDOL 6732051 | 0.05% |
| ALLISON TRANSMISSION HOLDING SEDOL B4PZ892 | 0.05% |
| AT&T INC 04.1000 02/15/2028 | 0.05% |
| DENTSPLY SIRONA INC SEDOL BYNPPC6 | 0.05% |
| EIFFAGE SEDOL B13X013 | 0.05% |
| FNMA FN30 AS7003 UMBS 03.0000 04/01/2046 | 0.05% |
| NATIONAL AUSTRALIA BK/NY 02.1250 05/22/2020 | 0.05% |
| SALESFORCE.COM INC 03.7000 04/11/2028 | 0.05% |
| UNITED MEXICAN STATES USD 05.5500 01/21/2045 | 0.05% |
| AVALARA INC SEDOL BZ1NVP4 | 0.05% |
| DEUTSCHE WOHNEN SE SEDOL B0YZ0Z5 | 0.05% |
| E.ON SE SEDOL 4942904 | 0.05% |
| TOSHIBA CORP SEDOL 6897217 | 0.05% |
| 3I GROUP PLC SEDOL B1YW440 | 0.04% |
| ALLY FINANCIAL INC SEDOL B72XK05 | 0.04% |
| AUST & NZ BANKING GRP NY 02.1250 08/19/2020 | 0.04% |
| BANK OF AMERICA CORP 03.2480 10/21/2027 | 0.04% |
| LEGRAND SA SEDOL B11ZRK9 | 0.04% |
| TELEFONICA EMISIONES SAU USD 04.8950 03/06/2048 | 0.04% |
| TRANSDIGM GROUP INC SEDOL B11FJK3 | 0.04% |
| TREASURY BILL 00.0000 06/18/2020 | 0.04% |
| WALGREENS BOOTS ALLIANCE INC SEDOL BTN1Y44 | 0.04% |
| BHP GROUP PLC SEDOL BH0P3Z9 | 0.04% |
| CHINA RESOURCES GAS GROUP LT SEDOL 6535517 | 0.04% |
| CREDIT AGRICOLE SA SEDOL 7262610 | 0.04% |
| FNMA FN30 BC2733 UMBS 03.0000 05/01/2046 | 0.04% |
| HILL-ROM HOLDINGS INC SEDOL 2425924 | 0.04% |
| SPST 2020-2 A 01.3173 03/26/2021 | 0.04% |
| T-MOBILE USA INC P/P 144A 03.7500 04/15/2027 | 0.04% |
| ARKEMA SEDOL B0Z5YZ2 | 0.04% |
| COMPANHIA DE LOCACAO DAS AME SEDOL B82CQN4 | 0.04% |
| CROWN HOLDINGS INC | 0.04% |
| FNMA FN30 TBA UMBS 04.0000 06/01/2050 | 0.04% |
| GALAPAGOS NV SEDOL B07Q2V5 | 0.04% |
| HEICO CORP SEDOL 2419217 | 0.04% |
| LNSTR 2015-3 B P/P 144A 03.2802 04/20/2048 | 0.04% |
| MINEBEA CO LTD SEDOL 6642406 | 0.04% |
| MRAIT 2020-2 A 02.1345 10/22/2020 | 0.04% |
| SHENZHOU INTERNATIONAL GROUP SEDOL B0MP1B0 | 0.04% |
| SOFTWARE AG SEDOL BF06WX9 | 0.04% |
| VEREIT INC SEDOL BYVVTJ1 | 0.04% |
| AMERICAN TOWER CORP 03.1250 01/15/2027 | 0.04% |
| BRAMBLES LTD SEDOL B1FJ0C0 | 0.04% |
| CAS 2015-C04 2M2 06.0373 04/25/2028 | 0.04% |
| CHARTER COMM OPT LLC 06.4840 10/23/2045 | 0.04% |
| FNMA FN30 AS8056 UMBS 03.0000 10/01/2046 | 0.04% |
| NOMURA RESEARCH INSTITUTE LT SEDOL 6390921 | 0.04% |
| OTSUKA CORP SEDOL 6267058 | 0.04% |
| STANDARD IND INC P/P 144A 05.0000 02/15/2027 | 0.04% |
| SVENSKA HANDELSBANKEN AB USD 01.9500 09/08/2020 | 0.04% |
| VORNADO REALTY TRUST SEDOL 2933632 | 0.04% |
| WILCON DEPOT INC SEDOL BYXYHM7 | 0.04% |
| ACS ACTIVIDADES SEDOL B01FLQ6 | 0.04% |
| BALL CORP SEDOL 2073022 | 0.04% |
| BANQUE FED CRED MUTU P/P 144A 02.2000 07/20/2020 | 0.04% |
| ENERGY TRANSFER OPERATNG 06.6250 02/15/2028 | 0.04% |
| KEYCORP SEDOL 2490911 | 0.04% |
| UBI SOFT ENTERTA SEDOL B1L3CS6 | 0.04% |
| ENI SPA SEDOL 7145056 | 0.04% |
| GOODMAN GROUP SEDOL B03FYZ4 | 0.04% |
| MICROSOFT CORP 02.4000 08/08/2026 | 0.04% |
| NEXON CO LTD SEDOL B63QM77 | 0.04% |
| REPUBLIC OF INDONESIA REGS 04.7500 01/08/2026 | 0.04% |
| SUN COMMUNITIES INC SEDOL 2860257 | 0.04% |
| TREASURY BILL 00.0000 06/11/2020 | 0.04% |
| WFRBS 2011-C2 D P/P 144A 05.8497 02/15/2044 | 0.04% |
| ASPEN TECHNOLOGY INC SEDOL 2051868 | 0.04% |
| CCO HOLDINGS LLC P/P 144A 05.3750 06/01/2029 | 0.04% |
| CIT GROUP INC. 05.2500 03/07/2025 | 0.04% |
| CONSOLIDATED EDISON INC SEDOL 2216850 | 0.04% |
| FAIRFAX FINL HLDGS USD 04.8500 04/17/2028 | 0.04% |
| MICROSOFT CORP 03.7000 08/08/2046 | 0.04% |
| MTN GROUP LTD SEDOL 6563206 | 0.04% |
| SPRINT CORP 07.8750 09/15/2023 | 0.04% |
| UBS GROUP AG P/P 144A 03.0000 04/15/2021 | 0.04% |
| ASML HOLDING NV SEDOL B929F46 | 0.04% |
| AXALTA COATING SYSTEMS LTD SEDOL BSFWCF5 | 0.04% |
| FNMA FN40 BF0171 UMBS 04.0000 01/01/2057 | 0.04% |
| ITOCHU TECHNO-SOLUTIONS CORP SEDOL 6200194 | 0.04% |
| MANUF & TRADERS TRUST CO 02.0500 08/17/2020 | 0.04% |
| SUN HUNG KAI PROPERTIES SEDOL 6859927 | 0.04% |
| ADECCO GROUP AG-REG SEDOL 7110720 | 0.04% |
| AXIS CAPITAL HOLDINGS LTD SEDOL 2677606 | 0.04% |
| FIAT CHRYSLER AUTOMOBILES NV SEDOL BRJFWP3 | 0.04% |
| HYPERA SA SEDOL B2QY968 | 0.04% |
| INTERCONTINENTAL HOTELS GROU SEDOL BHJYC05 | 0.04% |
| PROSUS NV SEDOL BJDS7L3 | 0.04% |
| TJX COMPANIES INC SEDOL 2989301 | 0.04% |
| WEST JAPAN RAILWAY CO SEDOL 6957995 | 0.04% |
| BANK TABUNGAN PENSIUNAN NASI SEDOL BFNBJ41 | 0.04% |
| BERKELEY GROUP HOLDINGS/THE SEDOL B02L3W3 | 0.04% |
| CWALT 2006-OA10 4A1 00.6773 08/25/2046 | 0.04% |
| DISCOVERY INC - A SEDOL B3D7K31 | 0.04% |
| SMITH & NEPHEW PLC SEDOL 0922320 | 0.04% |
| CAMDEN PROPERTY TRUST SEDOL 2166320 | 0.04% |
| CK HUTCHISON HOLDINGS LTD SEDOL BW9P816 | 0.04% |
| HILTON WORLDWIDE FIN LLC 04.8750 04/01/2027 | 0.04% |
| MONSTER BEVERAGE CORP SEDOL BZ07BW4 | 0.04% |
| ORACLE CORP 04.0000 11/15/2047 | 0.04% |
| APPLE INC 04.2500 02/09/2047 | 0.03% |
| ARISTOCRAT LEISURE LTD SEDOL 6253983 | 0.03% |
| BRISTOL-MYERS P/P 144A 02.9000 07/26/2024 | 0.03% |
| CAS 2016-C04 1M2 04.7373 01/25/2029 | 0.03% |
| CITIGROUP INC 02.6500 10/26/2020 | 0.03% |
| DAIWA HOUSE INDUSTRY CO LTD SEDOL 6251363 | 0.03% |
| FIDELITY NATIONAL FINANCIAL SEDOL BNBRDD4 | 0.03% |
| FORTESCUE METALS GROUP LTD SEDOL B2B2B49 | 0.03% |
| JUST EAT TAKEAWAY SEDOL BYQ7HZ6 | 0.03% |
| KBC GROUP NV SEDOL 4497749 | 0.03% |
| NRG ENERGY INC P/P 144A 04.4500 06/15/2029 | 0.03% |
| RELIANCE STEEL & ALUMINUM SEDOL 2729068 | 0.03% |
| UCB SA SEDOL 5596991 | 0.03% |
| UNITED MEXICAN STATES USD 03.2500 04/16/2030 | 0.03% |
| UNITED MEXICAN STATES USD 04.5000 04/22/2029 | 0.03% |
| UNITEDHEALTH GROUP INC 03.8500 06/15/2028 | 0.03% |
| ABBVIE INC 02.5000 05/14/2020 | 0.03% |
| AGL ENERGY LTD SEDOL BSS7GP5 | 0.03% |
| GOLDMAN SACHS GROUP INC 04.2230 05/01/2029 | 0.03% |
| NOVARTIS CAPITAL CORP 04.0000 11/20/2045 | 0.03% |
| ONEOK INC SEDOL 2130109 | 0.03% |
| PETROLEOS MEXICANOS P/P 144A 06.8400 01/23/2030 | 0.03% |
| PPG INDUSTRIES INC SEDOL 2698470 | 0.03% |
| REINSURANCE GROUP OF AMERICA SEDOL 2731193 | 0.03% |
| SNAM SPA SEDOL 7251470 | 0.03% |
| ABN AMRO BANK NV-CVA SEDOL BYQP136 | 0.03% |
| ALNYLAM PHARMACEUTICALS INC SEDOL B00FWN1 | 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% |
| BCE INC SEDOL B188TH2 | 0.03% |
| CATERPILLAR INC SEDOL 2180201 | 0.03% |
| ECOLAB INC 02.7000 11/01/2026 | 0.03% |
| FIRSTENERGY TRANSMIS P/P 144A 05.4500 07/15/2044 | 0.03% |
| HENDERSON LAND DEVELOPMENT SEDOL 6420538 | 0.03% |
| ING GROEP NV-CVA SEDOL 7154182 | 0.03% |
| ISRAEL DISCOUNT BANK -A SEDOL 6451271 | 0.03% |
| SARTORIUS STEDIM BIOTECH SEDOL BYZ2QP5 | 0.03% |
| BPCE SA P/P 144A 04.5000 03/15/2025 | 0.03% |
| CAS 2020-R01 1M2 02.5373 01/25/2040 | 0.03% |
| CLP HOLDINGS LTD SEDOL 6097017 | 0.03% |
| FHLMC FR30 ZS4703 UMBS 03.0000 02/01/2047 | 0.03% |
| FUJITSU LTD SEDOL 6356945 | 0.03% |
| JPMORGAN CHASE & CO 04.6000 02/01/2025 | 0.03% |
| NEWMARKET CORP SEDOL B01CGF1 | 0.03% |
| NIELSEN HOLDINGS PLC SEDOL BWFY550 | 0.03% |
| ORACLE CORP 02.5000 05/15/2022 | 0.03% |
| ROKU INC SEDOL BZ1LFG7 | 0.03% |
| SINO-AMERICAN SILICON PRODUC SEDOL 6335278 | 0.03% |
| UNITEDHEALTH GROUP INC 03.1500 06/15/2021 | 0.03% |
| VONOVIA SE SEDOL BBJPFY1 | 0.03% |
| YANGZIJIANG SHIPBUILDING SEDOL B1VT035 | 0.03% |
| BANK OF MONTREAL USD 03.1000 04/13/2021 | 0.03% |
| BOC HONG KONG HOLDINGS LTD SEDOL 6536112 | 0.03% |
| CF INDUSTRIES INC P/P 144A 04.5000 12/01/2026 | 0.03% |
| CHS/COMMUNITY HEALTH SYS 06.2500 03/31/2023 | 0.03% |
| COMM 2010-C1 D P/P 144A 06.1149 07/10/2046 | 0.03% |
| DBS GROUP HOLDINGS LTD SEDOL 6175203 | 0.03% |
| EQUITY LIFESTYLE PROPERTIES SEDOL 2563125 | 0.03% |
| JAPAN AIRLINES CO LTD SEDOL B8BRV46 | 0.03% |
| JPMCC 2012-C6 E P/P 144A 05.3286 05/15/2045 | 0.03% |
| AMAZON.COM INC. 02.5000 11/29/2022 | 0.03% |
| ASHTEAD CAPITAL INC P/P 144A 04.3750 08/15/2027 | 0.03% |
| CAS 2015-C04 1M2 06.1873 04/25/2028 | 0.03% |
| COGNIZANT TECH SOLUTIONS-A SEDOL 2257019 | 0.03% |
| DANSKE BANK A/S P/P 144A 02.7000 03/02/2022 | 0.03% |
| EOG RESOURCES INC SEDOL 2318024 | 0.03% |
| HSBC HOLDINGS PLC SEDOL 0540528 | 0.03% |
| LIBERTY GLOBAL PLC- C SEDOL B8W67B1 | 0.03% |
| NATIONAL AUSTRALIA BK/NY 02.5000 01/12/2021 | 0.03% |
| REP OF INDONESIA P/P 144A 04.3500 01/08/2027 | 0.03% |
| SEKISUI HOUSE LTD SEDOL 6793906 | 0.03% |
| SHOPRITE HOLDINGS LTD SEDOL 6801575 | 0.03% |
| STORE CAPITAL CORP SEDOL BSKRKJ5 | 0.03% |
| US BANCORP 02.6250 01/24/2022 | 0.03% |
| BANK OF AMERICA CORP 03.4990 05/17/2022 | 0.03% |
| BMW US CAPITAL LLC P/P 144A 02.0000 04/11/2021 | 0.03% |
| BRISTOL-MYERS P/P 144A 03.2500 08/15/2022 | 0.03% |
| BROADCOM CRP / CAYM 03.5000 01/15/2028 | 0.03% |
| CHENIERE CORP CHRIST 05.1250 06/30/2027 | 0.03% |
| CI FINANCIAL CORP SEDOL B3KT0S5 | 0.03% |
| DISH DBS CORP 05.8750 11/15/2024 | 0.03% |
| ENTERPRISE PRODUCTS OPER 04.2500 02/15/2048 | 0.03% |
| GSMS 2011-GC3 D P/P 144A 05.8240 03/10/2044 | 0.03% |
| MICROCHIP TECH INC 04.3330 06/01/2023 | 0.03% |
| ORACLE CORP 02.5000 10/15/2022 | 0.03% |
| PNC BANK NA 02.0280 12/09/2022 | 0.03% |
| THE BANK OF NOVA SCOTIA USD 02.7000 03/07/2022 | 0.03% |
| TPAT 2018-SL1 A P/P 144A 02.2268 01/25/2046 | 0.03% |
| UNILEVER PLC SEDOL B10RZP7 | 0.03% |
| VOLVO AB-B SHS SEDOL B1QH830 | 0.03% |
| WR BERKLEY CORP SEDOL 2093644 | 0.03% |
| APARTMENT INVT & MGMT CO -A SEDOL BJLNBG3 | 0.03% |
| CELANESE CORP SEDOL B05MZT4 | 0.03% |
| COMCAST CORP 03.9690 11/01/2047 | 0.03% |
| CWALT 2006-OA7 1A2 02.8105 06/25/2046 | 0.03% |
| EQUINOR ASA USD 02.9000 11/08/2020 | 0.03% |
| FNMA FN30 AS7154 UMBS 03.0000 05/01/2046 | 0.03% |
| GENERAL MOTORS FINL CO 04.0000 10/06/2026 | 0.03% |
| IVORY COAST REGS 06.1250 06/15/2033 | 0.03% |
| KOSE CORP SEDOL 6194468 | 0.03% |
| LAMB WESTON HOLDINGS P/P 144A 04.8750 11/01/2026 | 0.03% |
| NEC CORP SEDOL 6640400 | 0.03% |
| OMV AG SEDOL 4651459 | 0.03% |
| ROCHE HOLDINGS INC P/P 144A 04.0000 11/28/2044 | 0.03% |
| TELSTRA CORP LTD SEDOL 6087289 | 0.03% |
| TREASURY BILL 00.0000 05/07/2020 | 0.03% |
| US FOODS HOLDING CORP SEDOL BYVFC94 | 0.03% |
| AIR LEASE CORP 04.6250 10/01/2028 | 0.03% |
| CREDIT SUISSE NEW YORK 02.8000 04/08/2022 | 0.03% |
| DOMINICAN REPUBLIC REGS 05.9500 01/25/2027 | 0.03% |
| KEURIG DR PEPPER INC SEDOL BD3W133 | 0.03% |
| M3 INC SEDOL B02K2M3 | 0.03% |
| QUEST DIAGNOSTICS INC SEDOL 2702791 | 0.03% |
| QUILTER PLC SEDOL BDCXV26 | 0.03% |
| RENESAS ELECTRONICS CORP SEDOL 6635677 | 0.03% |
| SUZUKEN CO LTD SEDOL 6865560 | 0.03% |
| Z HOLDINGS CORP SEDOL 6084848 | 0.03% |
| ALFRESA HOLDINGS CORP SEDOL 6687214 | 0.02% |
| AMERICAN EXPRESS COMPANY 02.6500 12/02/2022 | 0.02% |
| AT&T INC 04.7500 05/15/2046 | 0.02% |
| CELLNEX TELECOM SA SEDOL BX90C05 | 0.02% |
| COMMONWEALTH BK AUST P/P 144A 03.1500 09/19/2027 | 0.02% |
| DIGITAL REALTY TRUST LP 04.4500 07/15/2028 | 0.02% |
| KAO CORP SEDOL 6483809 | 0.02% |
| KINDER MORGAN INC 03.1500 01/15/2023 | 0.02% |
| KION GROUP AG SEDOL BB22L96 | 0.02% |
| LUNDIN ENERGY AB SEDOL 7187627 | 0.02% |
| MSBAM 2014-C17 C 04.6566 08/15/2047 | 0.02% |
| NITTO DENKO CORP SEDOL 6641801 | 0.02% |
| SEK/USD 06/17/2020 SSBT | 0.02% |
| SPRINT CAPITAL CORPORATION 06.8750 11/15/2028 | 0.02% |
| SUNDRUG CO LTD SEDOL 6817895 | 0.02% |
| TAYLOR WIMPEY PLC SEDOL 0878230 | 0.02% |
| TENET HEALTHCARE P/P 144A 04.8750 01/01/2026 | 0.02% |
| UBS AG LONDON P/P 144A 02.2000 06/08/2020 | 0.02% |
| VERTIV TLB L+300 04.6550 03/02/2027 | 0.02% |
| ZURICH INSURANCE GROUP AG SEDOL 5983816 | 0.02% |
| BRDCOM CRP / FIN 03.8750 01/15/2027 | 0.02% |
| EXPEDIA GROUP INC SEDOL B748CK2 | 0.02% |
| FNMA FN30 AS8074 UMBS 03.0000 10/01/2046 | 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% |
| SHELL INTERNATIONAL FIN USD 02.8750 05/10/2026 | 0.02% |
| SMC CORP SEDOL 6763965 | 0.02% |
| TESCO PLC SEDOL 0884709 | 0.02% |
| TRANSCANADA TRUST USD 05.3000 03/15/2077 | 0.02% |
| WFRBS 2014-C22 XA IO 00.9555 09/15/2057 | 0.02% |
| AIR LIQUIDE SA SEDOL B1YXBJ7 | 0.02% |
| ALKERMES PLC SEDOL B3P6D26 | 0.02% |
| AMER TRANS SYST P/P 144A 05.0000 09/01/2044 | 0.02% |
| AMERICAN ELECTRIC POWER 04.3000 12/01/2028 | 0.02% |
| AUTOMATIC DATA PROCESSING SEDOL 2065308 | 0.02% |
| AUTOZONE INC SEDOL 2065955 | 0.02% |
| BAJAJ FINANCE LTD SEDOL BD2N0P2 | 0.02% |
| CITIGROUP INC 04.5000 01/14/2022 | 0.02% |
| COSTCO WHOLESALE CORP SEDOL 2701271 | 0.02% |
| ENERGY TRANSFER OPERATNG 03.7500 05/15/2030 | 0.02% |
| FISERV INC 04.2000 10/01/2028 | 0.02% |
| HIKARI TSUSHIN INC SEDOL 6416322 | 0.02% |
| JOHNSON CONTROLS INTL PL 04.5000 02/15/2047 | 0.02% |
| KIMBERLY-CLARK CORP SEDOL 2491839 | 0.02% |
| MARATHON OIL CORP SEDOL 2910970 | 0.02% |
| MBX.FN30.500.10 R USL1M P 01/12/41 BC | 0.02% |
| MORGAN STANLEY 04.3750 01/22/2047 | 0.02% |
| NATIONAL BANK OF CANADA SEDOL 2077303 | 0.02% |
| NORTHROP GRUMMAN CORP 03.2500 01/15/2028 | 0.02% |
| ONO PHARMACEUTICAL CO LTD SEDOL 6660107 | 0.02% |
| ORACLE CORP 01.9000 09/15/2021 | 0.02% |
| ORACLE CORP 02.6500 07/15/2026 | 0.02% |
| RAYTHEON COMPANY 02.5000 12/15/2022 | 0.02% |
| SANTOS LTD SEDOL 6776703 | 0.02% |
| TEMPO ACQ LLC/FI P/P 144A 06.7500 06/01/2025 | 0.02% |
| WILMAR INTERNATIONAL LTD SEDOL B17KC69 | 0.02% |
| AIG GLOBAL FUNDING P/P 144A 02.1500 07/02/2020 | 0.02% |
| AMDOCS LTD SEDOL 2256908 | 0.02% |
| AMERICAN EXPRESS CO SEDOL 2026082 | 0.02% |
| BAE SYSTEMS PLC SEDOL 0263494 | 0.02% |
| CENTENE CORP P/P 144A 04.6250 12/15/2029 | 0.02% |
| CHOCOLADEFABRIKEN LINDT-PC SEDOL 5962280 | 0.02% |
| FEDERAL REALTY INVS TRUST SEDOL 2333931 | 0.02% |
| GLOBAL PAYMENTS INC 04.0000 06/01/2023 | 0.02% |
| GSMS 2014-GC22 C 04.8469 06/10/2047 | 0.02% |
| HOSHIZAKI CORP SEDOL B3FF8W8 | 0.02% |
| LAFARGEHOLCIM LTD-REG SEDOL 7110753 | 0.02% |
| MET LIFE GLOB P/P 144A 01.9500 01/13/2023 | 0.02% |
| SOUTHERN CO/THE SEDOL 2829601 | 0.02% |
| TORONTO-DOMINION BANK SEDOL 2897222 | 0.02% |
| TOYOTA MOTOR CORP SEDOL 6900643 | 0.02% |
| UBS GROUP AG P/P 144A 04.1250 04/15/2026 | 0.02% |
| AMERICAN TOWER CORPORATION 02.7500 01/15/2027 | 0.02% |
| ANHEUSER-BUSCH CO/IN 03.6500 02/01/2026 | 0.02% |
| CIGNA CORP P/P 144A 03.9000 02/15/2022 | 0.02% |
| CISCO SYSTEMS INC 02.2000 02/28/2021 | 0.02% |
| CSC HOLDINGS LLC 05.2500 06/01/2024 | 0.02% |
| DOW CHEMICAL CO/THE 03.5000 10/01/2024 | 0.02% |
| DTE ENERGY COMPANY SEDOL 2280220 | 0.02% |
| EXXON MOBIL CORPORATION 02.2220 03/01/2021 | 0.02% |
| HCA INC. 05.3750 09/01/2026 | 0.02% |
| JPMBB 2014-C22 C 04.7058 09/15/2047 | 0.02% |
| KEURIG DR PEPPER INC 04.5970 05/25/2028 | 0.02% |
| LPL FINANCIAL HOLDINGS INC SEDOL B75JX34 | 0.02% |
| NOMURA REAL ESTATE HOLDINGS SEDOL B1CWJM5 | 0.02% |
| RAYTHEON TECH CORP 04.1250 11/16/2028 | 0.02% |
| STACR 2015-DNA3 M3 05.1873 04/25/2028 | 0.02% |
| TEMPUR SEALY INTERNATIONAL I SEDOL 2216991 | 0.02% |
| TORONTO-DOMINION BANK USD 03.6250 09/15/2031 | 0.02% |
| TRANSDIGM INC. P/P 144A 06.2500 03/15/2026 | 0.02% |
| WILLIS TOWERS WATSON PLC USD 05.7500 03/15/2021 | 0.02% |
| AIR LEASE CORP 03.2500 10/01/2029 | 0.02% |
| ALPHABET INC 03.6250 05/19/2021 | 0.02% |
| BAFC 2005-B 3M1 01.3933 04/20/2035 | 0.02% |
| BANK OF AMERICA CORP 06.1000 12/29/2049 | 0.02% |
| BANK OF NOVA SCOTIA USD 02.3500 10/21/2020 | 0.02% |
| BIOGEN INC 03.6250 09/15/2022 | 0.02% |
| CANTOR FITZGERALD LP P/P 144A 06.5000 06/17/2022 | 0.02% |
| CAS 2016-C03 2M2 06.3873 10/25/2028 | 0.02% |
| CFCRE 2011-C2 E P/P 144A 05.9304 12/15/2047 | 0.02% |
| CREDIT SUISSE GRP AG P/P 144A 06.2500 12/18/2024 | 0.02% |
| CSAIL 2015-C1 D P/P 144A 03.9121 04/15/2050 | 0.02% |
| FIDELITY NATL INFO SERV 03.7500 05/21/2029 | 0.02% |
| GEORGIA-PACIFIC LLC P/P 144A 02.1000 04/30/2027 | 0.02% |
| IDACORP INC SEDOL 2296937 | 0.02% |
| JUBILANT FOODWORKS LTD SEDOL B3PRM66 | 0.02% |
| L3HARRIS TECHNOLOGIES INC SEDOL BK9DTN5 | 0.02% |
| MGIC INVESTMENT CORP SEDOL 2548616 | 0.02% |
| MONDELEZ INT HOLD NE P/P 144A 02.1250 09/19/2022 | 0.02% |
| ODAKYU ELECTRIC RAILWAY CO SEDOL 6656106 | 0.02% |
| ONCOR ELECTRIC DELIV 03.7500 04/01/2045 | 0.02% |
| PFIZER INC 01.9500 06/03/2021 | 0.02% |
| POPULAR INC SEDOL B86QM90 | 0.02% |
| ROSS STORES INC SEDOL 2746711 | 0.02% |
| SAMI 2007-AR7 1A1 01.3373 05/25/2047 | 0.02% |
| TRK 2019-1 A1 04.3356 03/25/2022 | 0.02% |
| WALT DISNEY CO/THE SEDOL 2270726 | 0.02% |
| WALT DISNEY COMPANY 07.7500 12/01/2045 | 0.02% |
| ALLY FINANCIAL INC 08.0000 11/01/2031 | 0.02% |
| AMERICAN INTL GROUP 08.1750 05/15/2058 | 0.02% |
| BOISE CASCADE CO P/P 144A 05.6250 09/01/2024 | 0.02% |
| CAPGEMINI SE SEDOL 4163437 | 0.02% |
| CARDINAL HEALTH INC SEDOL 2175672 | 0.02% |
| CIGNA CORP 03.7500 07/15/2023 | 0.02% |
| DOLLAR TREE INC SEDOL 2272476 | 0.02% |
| DUKE ENERGY CORP 03.1500 08/15/2027 | 0.02% |
| ENERGY TRANSFER OPERA 05.8750 01/15/2024 | 0.02% |
| ERAC USA FINANCE LLC P/P 144A 04.5000 02/15/2045 | 0.02% |
| FERRARI NV SEDOL BD6G507 | 0.02% |
| GCP APPLIED TECH P/P 144A 05.5000 04/15/2026 | 0.02% |
| HESS MIDSTREAM P P/P 144A 05.6250 02/15/2026 | 0.02% |
| JPMBB 2014-C19 C 04.8340 04/15/2047 | 0.02% |
| LBMLT 2004-1 A2 01.2873 02/25/2034 | 0.02% |
| LIBERTY MEDIA COR-SIRIUSXM C SEDOL BD8QGH9 | 0.02% |
| MERCK & CO INC 03.7000 02/10/2045 | 0.02% |
| OUTFRONT MEDIA INC SEDOL BSP6611 | 0.02% |
| REPUBLIC OF SENEGAL REGS 06.2500 05/23/2033 | 0.02% |
| SEI INVESTMENTS COMPANY SEDOL 2793610 | 0.02% |
| SPST 2019-WL1 A 01.1373 08/25/2052 | 0.02% |
| STANDARD CHARTERED PLC SEDOL 0408284 | 0.02% |
| T-MOBILE USA INC P/P 144A 03.8750 04/15/2030 | 0.02% |
| WAMU 2005-AR12 1A8 03.8589 10/25/2035 | 0.02% |
| WFCM 2013-LC12 D P/P 144A 04.4120 07/15/2046 | 0.02% |
| ZALANDO SE SEDOL BQV0SV7 | 0.02% |
| AES CORP/THE 05.5000 04/15/2025 | 0.02% |
| AMERICAN FINANCIAL GROUP INC SEDOL 2134532 | 0.02% |
| ASAHI INTECC CO LTD SEDOL B019MQ5 | 0.02% |
| ASHLAND GLOBAL HOLDINGS INC SEDOL BYND5N1 | 0.02% |
| BT GROUP PLC SEDOL 3091357 | 0.02% |
| CAS 2016-C01 2M2 07.4373 08/25/2028 | 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% |
| EXTENDED STAY AMERICA INC SEDOL BGH3F75 | 0.02% |
| F5 NETWORKS INC SEDOL 2427599 | 0.02% |
| FUJIFILM HOLDINGS CORP SEDOL 6356525 | 0.02% |
| HALLIBURTON CO SEDOL 2405302 | 0.02% |
| ICL LTD SEDOL 6455530 | 0.02% |
| MATCH GROUP INC P/P 144A 05.0000 12/15/2027 | 0.02% |
| NAVISTAR INTL TLB L+350 04.2200 11/06/2024 | 0.02% |
| PLANTRONICS INC P/P 144A 05.5000 05/31/2023 | 0.02% |
| REPUBLIC OF COLOMBIA USD 03.8750 04/25/2027 | 0.02% |
| SERVICE CORP INTL 05.3750 05/15/2024 | 0.02% |
| STACR 2015-DNA3 M2 03.3373 04/25/2028 | 0.02% |
| STEVENS HLDG CO INC P/P 144A 06.1250 10/01/2026 | 0.02% |
| TARGA RESOURCES PART 05.0000 01/15/2028 | 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% |
| TREASURY BILL 00.0000 06/25/2020 | 0.02% |
| VIACOMCBS INC 04.2000 06/01/2029 | 0.02% |
| WASTE PRO USA INC P/P 144A 05.5000 02/15/2026 | 0.02% |
| A2 MILK CO LTD SEDOL 6287250 | 0.02% |
| ABN AMRO BANK NV P/P 144A 02.4500 06/04/2020 | 0.02% |
| BANCO SANTANDER SA USD 05.1790 11/19/2025 | 0.02% |
| BP CAPITAL MARKETS PLC USD 03.2790 09/19/2027 | 0.02% |
| BRIXMOR PROPERTY GROUP INC SEDOL BFTDJL8 | 0.02% |
| CGCMT 2014-GC21 AS 04.0260 05/10/2047 | 0.02% |
| CITIGROUP INC 02.9000 12/08/2021 | 0.02% |
| CURTISS-WRIGHT CORP SEDOL 2241205 | 0.02% |
| DUKE ENERGY CORP 04.2000 06/15/2049 | 0.02% |
| EOG RESOURCES INC 02.6250 03/15/2023 | 0.02% |
| GENERAL ELECTRIC CO SEDOL 2380498 | 0.02% |
| GFL ENVIRONMENTAL P/P 144A 07.0000 06/01/2026 | 0.02% |
| GLENCORE FUNDING LLC P/P 144A 04.0000 04/16/2025 | 0.02% |
| GLENCORE FUNDING LLC P/P 144A 04.6250 04/29/2024 | 0.02% |
| HKT TRUST AND HKT LTD-SS SEDOL B4TXDZ3 | 0.02% |
| HOME DEPOT INC 02.6250 06/01/2022 | 0.02% |
| MOODY S CORP | 0.02% |
| NETFLIX INC. 05.8750 11/15/2028 | 0.02% |
| NEW RESIDENTIAL INVESTMENT SEDOL BRJ9GW0 | 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% |
| ORACLE CORP JAPAN SEDOL 6141680 | 0.02% |
| SONIC HEALTHCARE LTD SEDOL 6821120 | 0.02% |
| STACR 2016-HQA2 M3 05.6373 11/25/2028 | 0.02% |
| STAPLES INC P/P 144A 07.5000 04/15/2026 | 0.02% |
| SWISS LIFE HOLDING AG-REG SEDOL 7437805 | 0.02% |
| VIACOMCBS INC 02.9000 01/15/2027 | 0.02% |
| VTB BANK (VTB CAP SA P/P 144A 06.9500 10/17/2022 | 0.02% |
| WEINGARTEN REALTY INVESTORS SEDOL 2946618 | 0.02% |
| WESTROCK MWV LLC 08.2000 01/15/2030 | 0.02% |
| AES CORP/THE 05.1250 09/01/2027 | 0.02% |
| APPLE INC 02.8500 05/06/2021 | 0.02% |
| BANK OF MONTREAL SEDOL 2076009 | 0.02% |
| CAN IMPERIAL BK OF COMMERCE SEDOL 2170525 | 0.02% |
| CHEVRON CORP 02.1000 05/16/2021 | 0.02% |
| CWALT 2005-59 1A1 01.0028 11/20/2035 | 0.02% |
| DIRECT LINE INSURANCE GROUP SEDOL BY9D0Y1 | 0.02% |
| ENDEAVOR ENERGY P/P 144A 05.7500 01/30/2028 | 0.02% |
| FAIRFAX US INC P/P 144A 04.8750 08/13/2024 | 0.02% |
| FEDERATIVE REP OF BRAZIL USD 04.2500 01/07/2025 | 0.02% |
| FHLMC FR30 ZS9547 UMBS 04.0000 09/01/2045 | 0.02% |
| FIRST QUANTUM MINERA P/P 144A 07.5000 04/01/2025 | 0.02% |
| GNR 2015-H25 BI IO 02.1211 10/20/2065 | 0.02% |
| GOLDMAN SACHS GROUP INC 05.7500 01/24/2022 | 0.02% |
| GRAY TELEVISION INC P/P 144A 07.0000 05/15/2027 | 0.02% |
| GSMS 2011-GC3 C P/P 144A 05.8240 03/10/2044 | 0.02% |
| IBM CORP 01.8750 08/01/2022 | 0.02% |
| JPMCC 2012-C8 D P/P 144A 04.8265 10/15/2045 | 0.02% |
| KEURIG DR PEPPER INC 04.4170 05/25/2025 | 0.02% |
| LIBERTY MEDIA COR-SIRIUSXM A SEDOL BD8QGF7 | 0.02% |
| MIZUHO FINANCIAL GROUP INC SEDOL 6591014 | 0.02% |
| MORGAN STANLEY 05.5000 07/28/2021 | 0.02% |
| NIELSEN FIN LLC/CO P/P 144A 05.0000 04/15/2022 | 0.02% |
| NORFOLK SOUTHERN CORP SEDOL 2641894 | 0.02% |
| ORKLA ASA SEDOL B1VQF42 | 0.02% |
| PERTAMINA PERSERO PT P/P 144A 04.3000 05/20/2023 | 0.02% |
| PULTEGROUP INC 05.5000 03/01/2026 | 0.02% |
| RBS GLOBAL/REXNO P/P 144A 04.8750 12/15/2025 | 0.02% |
| SAGE THERAPEUTICS INC SEDOL BP4GNK9 | 0.02% |
| SPRINT CORP 07.2500 09/15/2021 | 0.02% |
| TENET HEALTHCARE CORP 08.1250 04/01/2022 | 0.02% |
| UNIVAR SOLUTIONS P/P 144A 05.1250 12/01/2027 | 0.02% |
| VERIZON COMMUNICATIONS 04.4000 11/01/2034 | 0.02% |
| VERIZON COMMUNICATIONS 05.2500 03/16/2037 | 0.02% |
| VIDEOTRON LTD / LTEE P/P 144A 05.1250 04/15/2027 | 0.02% |
| VISTRA OPERATION P/P 144A 03.5500 07/15/2024 | 0.02% |
| AFLAC INC SEDOL 2026361 | 0.02% |
| AMERICAN CAMPUS COMMUNITIES SEDOL B02H871 | 0.02% |
| AMGEN INC 02.6000 08/19/2026 | 0.02% |
| APPLE INC 03.8500 05/04/2043 | 0.02% |
| ARD FINANCE SA P/P 144A 06.5000 06/30/2027 | 0.02% |
| AXA SA P/P 144A 06.3790 12/29/2049 | 0.02% |
| BENEFIT ONE INC SEDOL B02JV67 | 0.02% |
| CENOVUS ENERGY INC SEDOL B57FG04 | 0.02% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | 0.02% |
| CROWN CASTLE INTL CORP 03.7000 06/15/2026 | 0.02% |
| DOMINICAN REPUBLIC REGS 06.8750 01/29/2026 | 0.02% |
| EQUINIX INC 03.2000 11/18/2029 | 0.02% |
| GOOGLE INC 03.3750 02/25/2024 | 0.02% |
| GREAT LAKES D&D 08.0000 05/15/2022 | 0.02% |
| HUNTINGTON BANCSHARES 04.3500 02/04/2023 | 0.02% |
| IHEARTCOMMUNICATIONS INC 08.3750 05/01/2027 | 0.02% |
| MCAS 2019-01 M7 P/P 144A 02.1873 10/15/2049 | 0.02% |
| MITSUBISHI UFJ LEASE & FINAN SEDOL 6268976 | 0.02% |
| MSBAM 2012-C6 D P/P 144A 04.7607 11/15/2045 | 0.02% |
| NEWCREST MINING LTD SEDOL 6637101 | 0.02% |
| NORDEA BANK ABP P/P 144A 02.2500 05/27/2021 | 0.02% |
| NUTRIEN LTD. USD 04.2000 04/01/2029 | 0.02% |
| OCCIDENTAL PETROLEUM CORP SEDOL 2655408 | 0.02% |
| OSHKOSH CORP 04.6000 05/15/2028 | 0.02% |
| PPSI 2004-WCW2 M3 01.5373 10/25/2034 | 0.02% |
| PRUDENTIAL FINANCIAL INC 05.2000 03/15/2044 | 0.02% |
| PULTEGROUP INC. 07.8750 06/15/2032 | 0.02% |
| REGIONS FINANCIAL CORP 02.7500 08/14/2022 | 0.02% |
| SANOFI SEDOL 5671735 | 0.02% |
| STARFRUIT US/STAR FI P/P 144A 08.0000 10/01/2026 | 0.02% |
| SWISS PRIME SITE-REG SEDOL B083BH4 | 0.02% |
| TWO HARBORS INVESTMENT CORP SEDOL BD832H2 | 0.02% |
| VIDEOTRON LTD USD 05.0000 07/15/2022 | 0.02% |
| VISTRA OPERATION P/P 144A 04.3000 07/15/2029 | 0.02% |
| WFRBS 2011-C3 D P/P 144A 05.8523 03/15/2044 | 0.02% |
| ZOETIS INC 03.9000 08/20/2028 | 0.02% |
| AMUNDI SA SEDOL BYZR014 | 0.01% |
| APPLE INC 04.3750 05/13/2045 | 0.01% |
| BANFF MERGER SUB INC P/P 144A 09.7500 09/01/2026 | 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% |
| BRAND ENERGY TL L+425 05.4549 06/21/2024 | 0.01% |
| CAS 2015-C03 2M2 05.4873 07/25/2025 | 0.01% |
| CCO HLDGS LLC/CAP C P/P 144A 05.5000 05/01/2026 | 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% |
| CMLTI 2005-2 1A2A 04.3008 05/25/2035 | 0.01% |
| COMPASS MIN INTL P/P 144A 06.7500 12/01/2027 | 0.01% |
| CROWN CASTLE INTL CORP 03.6500 09/01/2027 | 0.01% |
| CVS HEALTH CORP 03.7000 03/09/2023 | 0.01% |
| ENBRIDGE INC USD 04.5000 06/10/2044 | 0.01% |
| ERAC USA FINANCE LLC P/P 144A 07.0000 10/15/2037 | 0.01% |
| FHMS K099 X1 IO 01.0058 09/25/2029 | 0.01% |
| FISERV INC SEDOL 2342034 | 0.01% |
| GJENSIDIGE FORSIKRING ASA SEDOL B4PH0C5 | 0.01% |
| GSMS 2010-C1 D P/P 144A 06.1690 08/10/2043 | 0.01% |
| GW B-CR SECURITY P/P 144A 09.5000 11/01/2027 | 0.01% |
| HARGREAVES LANSDOWN PLC SEDOL B1VZ0M2 | 0.01% |
| INTL FLAVOR & FRAGRANCES 04.4500 09/26/2028 | 0.01% |
| IRON MOUNTAIN INC P/P 144A 04.8750 09/15/2027 | 0.01% |
| JONES LANG LASALLE INC SEDOL 2040640 | 0.01% |
| JPMCC 2013-LC11 X IO 01.3942 04/15/2046 | 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% |
| LPL HOLDINGS INC P/P 144A 05.7500 09/15/2025 | 0.01% |
| MTR CORP SEDOL 6290054 | 0.01% |
| NEUROCRINE BIOSCIENCES INC SEDOL 2623911 | 0.01% |
| NUTRIEN LTD USD 04.1250 03/15/2035 | 0.01% |
| PFIZER INC 03.0000 12/15/2026 | 0.01% |
| PLAINS GP HOLDINGS LP-CL A SEDOL BDGHN95 | 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% |
| SOHGO SECURITY SERVICES CO SEDOL 6546359 | 0.01% |
| STANDARD IND INC P/P 144A 05.3750 11/15/2024 | 0.01% |
| TOTAL CAPITAL INTL SA USD 02.7500 06/19/2021 | 0.01% |
| TTM TECHNOLOGIES INC P/P 144A 05.6250 10/01/2025 | 0.01% |
| WATCO COS LLC/FI P/P 144A 06.3750 04/01/2023 | 0.01% |
| WELLS FARGO & COMPANY 05.8750 12/29/2049 | 0.01% |
| WEYERHAEUSER CO 07.3750 03/15/2032 | 0.01% |
| WFCM 2013-LC12 C 04.4120 07/15/2046 | 0.01% |
| WFCM 2014-LC16 XA IO 01.2710 08/15/2050 | 0.01% |
| WFRBS 2011-C5 D P/P 144A 05.8446 11/15/2044 | 0.01% |
| WFRBS 2013-UBS1 AS 04.3060 03/15/2046 | 0.01% |
| ALLISON TRANSMISSION P/P 144A 04.7500 10/01/2027 | 0.01% |
| ALPHABET INC 01.9980 08/15/2026 | 0.01% |
| ALTICE FRANCE P/P 144A 06.0000 02/15/2028 | 0.01% |
| BIG RVR STL/FIN P/P 144A 07.2500 09/01/2025 | 0.01% |
| BMIR 2018-2A M1B P/P 144A 01.8373 08/25/2028 | 0.01% |
| BWAY HOLDING CO P/P 144A 07.2500 04/15/2025 | 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% |
| CELANESE US HOLDINGS LLC 03.5000 05/08/2024 | 0.01% |
| CEMEX FINANCE LLC P/P 144A 06.0000 04/01/2024 | 0.01% |
| CISCO SYSTEMS INC 02.5000 09/20/2026 | 0.01% |
| CITIGROUP INC 04.4500 09/29/2027 | 0.01% |
| FHMS K087 X1 IO 00.5100 12/25/2028 | 0.01% |
| GOLDEN NUGGET INC P/P 144A 06.7500 10/15/2024 | 0.01% |
| HCA INC 04.1250 06/15/2029 | 0.01% |
| HYATT HOTELS CORP 04.8500 03/15/2026 | 0.01% |
| ITRON INC P/P 144A 05.0000 01/15/2026 | 0.01% |
| IVORY COAST REGS 05.3750 07/23/2024 | 0.01% |
| JUNIPER NETWORKS INC SEDOL 2431846 | 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% |
| MATTEL INC P/P 144A 05.8750 12/15/2027 | 0.01% |
| MITSUBISHI UFJ FIN GRP USD 03.5350 07/26/2021 | 0.01% |
| NAVISTAR INTL CORP P/P 144A 06.6250 11/01/2025 | 0.01% |
| NIELSEN CO LUXEM P/P 144A 05.0000 02/01/2025 | 0.01% |
| PETROBRAS GLOBAL FINANCE USD 06.1250 01/17/2022 | 0.01% |
| PETROBRAS GLOBAL FINANCE USD 07.3750 01/17/2027 | 0.01% |
| RENAISSANCERE HOLDINGS LTD SEDOL 2728429 | 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% |
| ROYAL BANK OF CANADA USD 04.6500 01/27/2026 | 0.01% |
| SCOTTS MIRACLE-GRO 04.5000 10/15/2029 | 0.01% |
| SERVICE CORP INTL 05.1250 06/01/2029 | 0.01% |
| UBSCM 2012-C1 C P/P 144A 05.7548 05/10/2045 | 0.01% |
| UNITEDHEALTH GROUP INC 04.7000 02/15/2021 | 0.01% |
| WAMU 2004-AR12 A2B 01.4073 10/25/2044 | 0.01% |
| WFCM 2013-LC12 AS 04.4120 07/15/2046 | 0.01% |
| 1011778 BC / NEW RED P/P 144A 05.0000 10/15/2025 | 0.01% |
| ALBERTSONS COS/SAFE P/P 144A 04.6250 01/15/2027 | 0.01% |
| AMGEN INC 04.6630 06/15/2051 | 0.01% |
| APPLE INC 02.8500 05/11/2024 | 0.01% |
| BAUSCH HLTH AMERICAS P/P 144A 08.5000 01/31/2027 | 0.01% |
| BMC EAST LLC P/P 144A 05.5000 10/01/2024 | 0.01% |
| BRAND ENERGY & I P/P 144A 08.5000 07/15/2025 | 0.01% |
| CHEMED CORP SEDOL 2190084 | 0.01% |
| CITIGROUP INC 04.7500 05/18/2046 | 0.01% |
| COMM 2014-CR18 C 04.8824 07/15/2047 | 0.01% |
| COPA HOLDINGS SA-CLASS A SEDOL B0TNJH9 | 0.01% |
| CRC ESCROW ISSUER LL P/P 144A 05.2500 10/15/2025 | 0.01% |
| CREDIT SUISSE GRP AG P/P 144A 03.8690 01/12/2029 | 0.01% |
| DEUTSCHE TELEKOM INT FIN USD 08.7500 06/15/2030 | 0.01% |
| DOMINICAN REPUBLIC REGS 08.6250 04/20/2027 | 0.01% |
| FISHER PAYKEL SEDOL 6340250 | 0.01% |
| FORD MOTOR COMPANY 09.0000 04/22/2025 | 0.01% |
| GENERAL DYNAMICS CORP SEDOL 2365161 | 0.01% |
| GREIF INC P/P 144A 06.5000 03/01/2027 | 0.01% |
| HOCHTIEF AG SEDOL 5108664 | 0.01% |
| HOWARD HUGHES CORP P/P 144A 05.3750 03/15/2025 | 0.01% |
| HUSKY TLB L+300 04.4501 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% |
| MACQUARIE BANK LTD P/P 144A 02.8500 07/29/2020 | 0.01% |
| MATTAMY GROUP CORP P/P 144A 05.2500 12/15/2027 | 0.01% |
| MEREDITH CORP 06.8750 02/01/2026 | 0.01% |
| NEXSTAR ESCROW P/P 144A 05.6250 07/15/2027 | 0.01% |
| OCCIDENTAL PETROLEUM COR 04.4000 04/15/2046 | 0.01% |
| ORTHO-CLINICAL TLB L+325 03.5796 06/01/2025 | 0.01% |
| REP OF INDONESIA P/P 144A 03.3750 04/15/2023 | 0.01% |
| SABINE PASS LIQUEFACTION 04.2000 03/15/2028 | 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% |
| SPRINT CORP 07.6250 03/01/2026 | 0.01% |
| STACR 2016-DNA1 M3 06.0373 07/25/2028 | 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 P/P 144A 05.5000 11/15/2027 | 0.01% |
| US BANCORP 02.9500 07/15/2022 | 0.01% |
| VISTRA OPERATIONS CO P/P 144A 05.5000 09/01/2026 | 0.01% |
| WFRBS 2013-C11 AS 03.3110 03/15/2045 | 0.01% |
| WM MORRISON SUPERMARKETS SEDOL 0604316 | 0.01% |
| ALLERGAN FUNDING SCS USD 03.8000 03/15/2025 | 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% |
| 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 COS INC P/P 144A 07.0000 03/15/2024 | 0.01% |
| BP CAP MARKETS AMERICA 03.1190 05/04/2026 | 0.01% |
| BRIDGESTONE CORP SEDOL 6132101 | 0.01% |
| CAS 2017-C01 1M2 04.0373 07/25/2029 | 0.01% |
| CBRE SERVICES INC 04.8750 03/01/2026 | 0.01% |
| CF INDUSTRIES INC 04.9500 06/01/2043 | 0.01% |
| CGCMT 2014-GC19 AS 04.3450 03/10/2047 | 0.01% |
| CHS/COMMUNITY P/P 144A 06.6250 02/15/2025 | 0.01% |
| CISCO SYSTEMS INC 05.9000 02/15/2039 | 0.01% |
| CNO FINANCIAL GROUP INC 05.2500 05/30/2025 | 0.01% |
| COMM 2014-CR17 C 04.9453 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% |
| DOLLAR GENERAL CORP 03.2500 04/15/2023 | 0.01% |
| ELANCO ANIMAL HEALTH 05.6500 08/28/2028 | 0.01% |
| EMIR 2018-1 M1 02.1873 11/25/2028 | 0.01% |
| HUSKY III HLDG LTD P/P 144A 13.0000 02/15/2025 | 0.01% |
| INGEVITY CORP P/P 144A 04.5000 02/01/2026 | 0.01% |
| JPMCC 2013-LC11 C 03.9582 04/15/2046 | 0.01% |
| KINDER MORGAN ENER PART 03.5000 03/01/2021 | 0.01% |
| MAXIM INTEGRATED PRODUCTS SEDOL 2573760 | 0.01% |
| MITSUBISHI UFJ FIN GRP USD 03.8500 03/01/2026 | 0.01% |
| MSBAM 2014-C14 C 05.1116 02/15/2047 | 0.01% |
| NIPPON STEEL CORP SEDOL 6642569 | 0.01% |
| NOK/USD 06/17/2020 BCAP-FX | 0.01% |
| NUCOR CORP SEDOL 2651086 | 0.01% |
| OSAT 2020-RPL1 A1 03.1990 12/26/2059 | 0.01% |
| PARK-OHIO INDUSTRIES INC 06.6250 04/15/2027 | 0.01% |
| PQ CORP P/P 144A 05.7500 12/15/2025 | 0.01% |
| REPUBLIC OF KAZAKHSTAN REGS 04.8750 10/14/2044 | 0.01% |
| S&P GLOBAL INC 04.4000 02/15/2026 | 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% |
| STACR 2016-HQA1 M3 06.8373 09/25/2028 | 0.01% |
| STACR 2017-DNA2 M1 01.6873 10/25/2029 | 0.01% |
| T-MOBILE USA INC 04.7500 02/01/2028 | 0.01% |
| TCI COMMUNICATIONS INC 07.1250 02/15/2028 | 0.01% |
| TERRIER MEDIA BU P/P 144A 08.8750 12/15/2027 | 0.01% |
| TOPBUILD CORP P/P 144A 05.6250 05/01/2026 | 0.01% |
| TRUIST FIN CORP 04.8000 12/31/2099 | 0.01% |
| UNITEDHEALTH GROUP INC 03.9500 10/15/2042 | 0.01% |
| US BANCORP SEDOL 2736035 | 0.01% |
| US CONCRETE INC 06.3750 06/01/2024 | 0.01% |
| WAMU 2005-AR11 A1B3 00.8873 08/25/2045 | 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% |
| WESTROCK MWV LLC 07.9500 02/15/2031 | 0.01% |
| WFRBS 2013-C15 D P/P 144A 04.6430 08/15/2046 | 0.01% |
| WYNN RESORTS FIN LLC P/P 144A 05.1250 10/01/2029 | 0.01% |
| AHM 2007-1 GA1C 00.6773 05/25/2047 | 0.01% |
| ALIMENTATION COUCHE-TARD 3.550000 07/26/2027 | 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% |
| APERGY CORP 06.3750 05/01/2026 | 0.01% |
| ARCELORMITTAL USD 07.0000 10/15/2039 | 0.01% |
| BAUSCH HEALTH COS INC REGS 04.5000 05/15/2023 | 0.01% |
| BRISTOL-MYERS P/P 144A 02.2500 08/15/2021 | 0.01% |
| CHARTER COMM OPT LLC/CAP 04.8000 03/01/2050 | 0.01% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 CS | 0.01% |
| COMCAST CORP 03.4500 02/01/2050 | 0.01% |
| COMM 2015-LC19 A4 03.1830 02/10/2048 | 0.01% |
| CRED SUIS GP FUN LTD USD 03.4500 04/16/2021 | 0.01% |
| CWALT 2006-OA19 A1 00.8983 02/20/2047 | 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% |
| DOMINICAN REPUBLIC REGS 06.5000 02/15/2048 | 0.01% |
| DUKE ENERGY PROGRESS LLC 03.3750 09/01/2023 | 0.01% |
| ERAC USA FINANCE LLC P/P 144A 05.6250 03/15/2042 | 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% |
| GEBERIT AG-REG SEDOL B1WGG93 | 0.01% |
| HCA INC 05.2500 06/15/2026 | 0.01% |
| HD SUPPLY HOLDINGS INC SEDOL BBL5981 | 0.01% |
| HONGKONG LAND HOLDINGS LTD SEDOL 6434915 | 0.01% |
| HUB INTL LTD P/P 144A 07.0000 05/01/2026 | 0.01% |
| INFOR US INC 06.5000 05/15/2022 | 0.01% |
| ING BANK NV P/P 144A 05.8000 09/25/2023 | 0.01% |
| INTERNATIONAL PAPER CO 03.0000 02/15/2027 | 0.01% |
| ISTAR INC 04.2500 08/01/2025 | 0.01% |
| ISTAR INC 04.7500 10/01/2024 | 0.01% |
| L3HARRIS TECH INC P/P 144A 03.8500 12/15/2026 | 0.01% |
| LEVEL 3 FIN INC P/P 144A 04.6250 09/15/2027 | 0.01% |
| LOEWS CORP SEDOL 2523022 | 0.01% |
| MARSH & MCLENNAN COS INC 04.3750 03/15/2029 | 0.01% |
| MARSH & MCLENNAN COS INC 04.9000 03/15/2049 | 0.01% |
| NATIONAL AUSTRALIA BK/NY 02.8750 04/12/2023 | 0.01% |
| NRG ENERGY INC P/P 144A 05.2500 06/15/2029 | 0.01% |
| PEPTIDREAM INC SEDOL B97SH97 | 0.01% |
| PROVIDENT FDG/PFG FI P/P 144A 06.3750 06/15/2025 | 0.01% |
| ROGERS COMMUNICATIONS IN USD 08.7500 05/01/2032 | 0.01% |
| ROYAL BK SCOTLND GRP PLC USD 04.8920 05/18/2029 | 0.01% |
| SCIENTIFIC GAMES P/P 144A 07.2500 11/15/2029 | 0.01% |
| SCIENTIFIC GAMES P/P 144A 08.2500 03/15/2026 | 0.01% |
| SEK/USD 06/17/2020 HSBCB | 0.01% |
| SEK/USD 06/17/2020 JPMCB | 0.01% |
| SIX FLAGS THEME PARK P/P 144A 07.0000 07/01/2025 | 0.01% |
| SOLENIS 1STL L+400 05.6133 06/26/2025 | 0.01% |
| STACR 2015-HQA2 M3 05.2873 05/25/2028 | 0.01% |
| STANLEY BLACK & DECKER I 05.2500 CV PFD | 0.01% |
| SWEDISH MATCH AB SEDOL 5048566 | 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% |
| 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% |
| USI INC/NY P/P 144A 06.8750 05/01/2025 | 0.01% |
| VIACOMCBS INC 04.6000 01/15/2045 | 0.01% |
| WAMU 2007-HY2 1A1 03.6913 12/25/2036 | 0.01% |
| WESTPAC BANKING CORP USD 02.0000 08/19/2021 | 0.01% |
| WFRBS 2014-C24 XA IO 00.9816 11/15/2047 | 0.01% |
| WYNN LAS VEGAS P/P 144A 05.2500 05/15/2027 | 0.01% |
| ABC-MART INC SEDOL 6292102 | 0.01% |
| ALBERTSONS COS LLC P/P 144A 07.5000 03/15/2026 | 0.01% |
| ALLEGHENY TECHNOLOGIES INC 07.8750 08/15/2023 | 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% |
| ARRW 2019-3 A3 03.4160 10/25/2048 | 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% |
| BERRY GLOBAL INC 05.1250 07/15/2023 | 0.01% |
| BGC PARTNERS INC 05.1250 05/27/2021 | 0.01% |
| CCO HLDGS LLC/CAP CO P/P 144A 05.7500 02/15/2026 | 0.01% |
| CHARTER COMM OPT LLC 04.9080 07/23/2025 | 0.01% |
| CHENIERE CORP CHRIST 05.8750 03/31/2025 | 0.01% |
| CLUBCORP HLDG INC P/P 144A 08.5000 09/15/2025 | 0.01% |
| CNO FINANCIAL GROUP INC 05.2500 05/30/2029 | 0.01% |
| COMCAST CORP 04.0490 11/01/2052 | 0.01% |
| CONSTELLIUM SE P/P 144A 05.8750 02/15/2026 | 0.01% |
| DIAMOND SPORTS P/P 144A 05.3750 08/15/2026 | 0.01% |
| ECOLAB INC SEDOL 2304227 | 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% |
| ENDO LTD/FIN LLC/FIN P/P 144A 06.0000 02/01/2025 | 0.01% |
| ENERGY TRANSFER OPERATNG 05.2000 02/01/2022 | 0.01% |
| FRESENIUS MEDICAL CARE AG & SEDOL 5129074 | 0.01% |
| GFL ENVIRON INC P/P 144A 05.1250 12/15/2026 | 0.01% |
| GNR 2013-99 AS IO 05.3318 06/20/2043 | 0.01% |
| GNR 2017-162 QI IO 05.0000 10/11/2047 | 0.01% |
| HCA INC 05.5000 06/15/2047 | 0.01% |
| JAPAN TOBACCO INC SEDOL 6474535 | 0.01% |
| JARDINE MATHESON HLDGS LTD SEDOL 6472119 | 0.01% |
| JPMCC 2010-C2 C P/P 144A 05.8231 11/15/2043 | 0.01% |
| KINDER MORGAN ENER PART 05.4000 09/01/2044 | 0.01% |
| LIONS GATE CAP HOLD P/P 144A 06.3750 02/01/2024 | 0.01% |
| LLOYDS BANKING GROUP PLC USD 04.6500 03/24/2026 | 0.01% |
| MATTAMY GROUP CORP P/P 144A 04.6250 03/01/2030 | 0.01% |
| MBX.FN30.500.10 R USL1M P 01/12/41 CI | 0.01% |
| MSC 2011-C3 D P/P 144A 05.4192 07/15/2049 | 0.01% |
| NETFLIX INC 04.8750 04/15/2028 | 0.01% |
| NEWELL BRANDS INC 04.7000 04/01/2026 | 0.01% |
| PENSKE TRUCK LEASING P/P 144A 03.9000 02/01/2024 | 0.01% |
| QORVO INC SEDOL BR9YYP4 | 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% |
| SIX FLAGS ENT P/P 144A 05.5000 04/15/2027 | 0.01% |
| STACR 2017-DNA1 M2 03.7373 07/25/2029 | 0.01% |
| STARWOOD PROP TR 04.7500 03/15/2025 | 0.01% |
| TMS INTL HLDG CORP P/P 144A 07.2500 08/15/2025 | 0.01% |
| UBSCM 2017-C7 XA IO 01.2060 12/15/2050 | 0.01% |
| UNIVISION COMM P/P 144A 05.1250 02/15/2025 | 0.01% |
| VIACOMCBS INC 04.5000 03/01/2021 | 0.01% |
| WASTE MANAGEMENT INC. 04.7500 06/30/2020 | 0.01% |
| WEEKLEY HOMES LLC 06.0000 02/01/2023 | 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% |
| AKER BP ASA P/P 144A 03.7500 01/15/2030 | 0.01% |
| ALLY FINANCIAL INC 05.7500 11/20/2025 | 0.01% |
| ALTICE FRANCE SA P/P 144A 05.5000 01/15/2028 | 0.01% |
| AMSTED INDUSTRIES P/P 144A 04.6250 05/15/2030 | 0.01% |
| ARRW 2019-1 A3 04.2080 01/25/2049 | 0.01% |
| ASHTEAD CAPITAL INC P/P 144A 04.2500 11/01/2029 | 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% |
| AXALTA COATING SYS P/P 144A 04.8750 08/15/2024 | 0.01% |
| BANK OF AMERICA CORP 02.4960 02/13/2031 | 0.01% |
| BMIR 2019-4A M1C P/P 144A 02.9873 10/25/2029 | 0.01% |
| BOMBARDIER INC P/P 144A 07.8750 04/15/2027 | 0.01% |
| BRISTOL-MYERS P/P 144A 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% |
| CAS 2014-C03 2M2 03.3873 07/25/2024 | 0.01% |
| CAS 2014-C04 1M2 05.3873 11/25/2024 | 0.01% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS | 0.01% |
| COMCAST CORP 03.1500 03/01/2026 | 0.01% |
| COMM 2013-CR11 XA IO 01.0924 08/10/2050 | 0.01% |
| COMM 2014-CR17 XA IO 01.1339 05/10/2047 | 0.01% |
| COMM 2014-UBS6 XA IO 01.0393 12/10/2047 | 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% |
| CSC HOLDINGS LLC P/P 144A 07.7500 07/15/2025 | 0.01% |
| DIAMONDBACK ENERGY INC 05.3750 05/31/2025 | 0.01% |
| ENERGY TRANSFER OPERATNG 02.9000 05/15/2025 | 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% |
| GLP CAPITAL LP / FIN II 05.2500 06/01/2025 | 0.01% |
| GNR 2016-123 LI IO 03.5000 03/20/2044 | 0.01% |
| GOEASY LTD P/P 144A 05.3750 12/01/2024 | 0.01% |
| GSMS 2014-GC22 XA IO 01.1403 06/10/2047 | 0.01% |
| HEINEKEN HOLDING NV SEDOL B0CCH46 | 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% |
| IPALCO ENTPRS IN 03.7000 09/01/2024 | 0.01% |
| KFC HLD/PIZZA HUT/TA P/P 144A 05.0000 06/01/2024 | 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 05.8750 11/01/2024 | 0.01% |
| LLOYDS BANKING GROUP PLC USD 04.5000 11/04/2024 | 0.01% |
| LOUISIANA-PACIFIC CORPORATION 04.8750 09/15/2024 | 0.01% |
| MFA FINANCIAL INC SEDOL 2418162 | 0.01% |
| MICROSOFT CORP 02.4000 02/06/2022 | 0.01% |
| MWST 2018-W1 A 01.3373 11/25/2051 | 0.01% |
| NATIONSTAR MTG P/P 144A 08.1250 07/15/2023 | 0.01% |
| NEXSTAR BROADC P/P 144A 05.6250 08/01/2024 | 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% |
| OVINTIV INC SEDOL BL3GRC2 | 0.01% |
| PANTHER BF AGGRE 2 P/P 144A 08.5000 05/15/2027 | 0.01% |
| PRIME SECURITY SVCS P/P 144A 06.2500 01/15/2028 | 0.01% |
| QVC INC 04.8500 04/01/2024 | 0.01% |
| RITE AID CORP P/P 144A 06.1250 04/01/2023 | 0.01% |
| ROYAL BK SCOTLND GRP PLC USD 07.5000 12/29/2049 | 0.01% |
| SINCLAIR TELE P/P 144A 05.5000 03/01/2030 | 0.01% |
| SPRINGLEAF FINANCE CORP 05.3750 11/15/2029 | 0.01% |
| STACR 2014-HQ2 M3 04.2373 09/25/2024 | 0.01% |
| STEEL DYNAMICS INC 05.5000 10/01/2024 | 0.01% |
| TENNANT CO 05.6250 05/01/2025 | 0.01% |
| TRANSDIGM INC 06.3750 06/15/2026 | 0.01% |
| TRI POINTE GROUP / HOMES 05.8750 06/15/2024 | 0.01% |
| TRIVIUM PACK FIN P/P 144A 05.5000 08/15/2026 | 0.01% |
| UBS GROUP AG REGS 06.8750 12/29/2049 | 0.01% |
| WAMU 2005-AR9 A1C3 01.4473 07/25/2045 | 0.01% |
| WMG ACQUISITION CORP P/P 144A 05.0000 08/01/2023 | 0.01% |
| AG ISSUER LLC P/P 144A 06.2500 03/01/2028 | 0.01% |
| AMSTED INDUSTRIES P/P 144A 05.6250 07/01/2027 | 0.01% |
| ANTERO RESOURCES 05.3750 11/01/2021 | 0.01% |
| APPLE INC 03.4500 05/06/2024 | 0.01% |
| ASCENT RESOURCES/AEU P/P 144A 10.0000 04/01/2022 | 0.01% |
| BAUSCH HLTH COS INC P/P 144A 05.5000 11/01/2025 | 0.01% |
| BEACON ROOFING SUPP P/P 144A 04.8750 11/01/2025 | 0.01% |
| CAS 2017-C01 1EB1 01.7373 07/25/2029 | 0.01% |
| CENTENE CORP 04.7500 05/15/2022 | 0.01% |
| CITIGROUP INC 04.6000 03/09/2026 | 0.01% |
| CLEAN HARBORS INC P/P 144A 04.8750 07/15/2027 | 0.01% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 JP | 0.01% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CS | 0.01% |
| COMMSCOPE TECH LLC P/P 144A 06.0000 06/15/2025 | 0.01% |
| CROWN CASTLE INTL CORP 04.8750 04/15/2022 | 0.01% |
| CROWN CORK & SEAL CO INC 07.3750 12/15/2026 | 0.01% |
| DCP MIDSTREAM P/P 144A 06.7500 09/15/2037 | 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% |
| DISH NETWORK CV 03.3750 08/15/2026 | 0.01% |
| ENTERCOM MEDIA CORP P/P 144A 07.2500 11/01/2024 | 0.01% |
| EQUINIX INC 05.3750 05/15/2027 | 0.01% |
| FHR 3829 AS IO 06.1360 03/15/2041 | 0.01% |
| FREEDOM MTGE CORP P/P 144A 08.2500 04/15/2025 | 0.01% |
| GAP INC/THE P/P 144A 08.3750 05/15/2023 | 0.01% |
| GNR 2015-H24 BI IO 01.6070 08/20/2065 | 0.01% |
| GNR 2015-H26 EI IO 01.7253 10/20/2065 | 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% |
| GSMS 2011-GC5 AS P/P 144A 05.2090 08/10/2044 | 0.01% |
| HESS MIDSTREAM P P/P 144A 05.1250 06/15/2028 | 0.01% |
| HONEYWELL INTL 03.8120 11/21/2047 | 0.01% |
| INTL BUSINESS MACHINES CORP SEDOL 2005973 | 0.01% |
| JFE HOLDINGS INC SEDOL 6543792 | 0.01% |
| KKR GROUP FIN CO III P/P 144A 05.1250 06/01/2044 | 0.01% |
| L BRANDS INC 07.5000 06/15/2029 | 0.01% |
| MARRIOTT INTERNATIONAL 05.7500 05/01/2025 | 0.01% |
| MBX.FN30.500.09 R USL1M P 01/12/40 BC | 0.01% |
| MEG ENERGY CORP P/P 144A 06.5000 01/15/2025 | 0.01% |
| MLMI 2005-A2 A2 03.7284 02/25/2035 | 0.01% |
| NATIONAL GRID PLC SEDOL BDR05C0 | 0.01% |
| NCHET 2003-4 M1 01.6123 10/25/2033 | 0.01% |
| NEUBERGER BERMAN GRP P/P 144A 04.8750 04/15/2045 | 0.01% |
| PENSKE AUTO GRP INC 05.7500 10/01/2022 | 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% |
| QORVO INC 05.5000 07/15/2026 | 0.01% |
| REPUBLIC OF PERU USD 05.6250 11/18/2050 | 0.01% |
| RTL GROUP SEDOL B1BK209 | 0.01% |
| SABINE PASS LIQUEF 05.0000 03/15/2027 | 0.01% |
| SAMPO OYJ-A SHS SEDOL 5226038 | 0.01% |
| SERVICE PROPERTIES TRUST 04.3750 02/15/2030 | 0.01% |
| SPECTRA ENERGY PARTNERS 03.3750 10/15/2026 | 0.01% |
| SS&C TECH INC P/P 144A 05.5000 09/30/2027 | 0.01% |
| STAPLES INC. P/P 144A 10.7500 04/15/2027 | 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% |
| TMX FIN LLC/TITLEMAX P/P 144A 11.1250 04/01/2023 | 0.01% |
| TRONOX FINANCE PLC P/P 144A 05.7500 10/01/2025 | 0.01% |
| WPX ENERGY INC 05.2500 10/15/2027 | 0.01% |
| WYNDHAM HOTELS & RE P/P 144A 05.3750 04/15/2026 | 0.01% |
| 1011778 BC ULC / P/P 144A 04.3750 01/15/2028 | 0.01% |
| AIR METHODS CORP P/P 144A 08.0000 05/15/2025 | 0.01% |
| 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% |
| ANTERO RESOURCES FIN 05.1250 12/01/2022 | 0.01% |
| APACHE CORPORATION 03.2500 04/15/2022 | 0.01% |
| AROUNDTOWN SA SEDOL BF0CK44 | 0.01% |
| BWAY CORP TLB L+325 04.5614 04/03/2024 | 0.01% |
| CALPINE CORP P/P 144A 05.2500 06/01/2026 | 0.01% |
| CAPITAL ONE FINANCIAL CO 04.2000 10/29/2025 | 0.01% |
| CCO HOLDINGS LLC P/P 144A 04.5000 05/01/2032 | 0.01% |
| CENOVUS ENERGY INC USD 06.7500 11/15/2039 | 0.01% |
| CFCRE 2011-C2 D P/P 144A 05.9304 12/15/2047 | 0.01% |
| CGCMT 2014-GC21 X IO 01.3393 05/10/2047 | 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 ML | 0.01% |
| COMCAST CORP 03.9990 11/01/2049 | 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% |
| CROWN AMER/CAP 04.7500 02/01/2026 | 0.01% |
| CSC HOLDINGS LLC 06.7500 11/15/2021 | 0.01% |
| DIAMONDBACK ENERGY INC 03.2500 12/01/2026 | 0.01% |
| ENERGY TRANSFER OPERATNG 06.1250 12/15/2045 | 0.01% |
| ENTERPRISE PRODUCTS OPER 02.8000 01/31/2030 | 0.01% |
| EQUINOR ASA USD 05.1000 08/17/2040 | 0.01% |
| FIFTH THIRD BANCORP 05.1000 12/29/2049 | 0.01% |
| FREEDOM MTGE CORP P/P 144A 08.1250 11/15/2024 | 0.01% |
| FRONTIER COMM P/P 144A 08.5000 04/01/2026 | 0.01% |
| GARTNER INC P/P 144A 05.1250 04/01/2025 | 0.01% |
| GFL ENVIRONMENTA P/P 144A 08.5000 05/01/2027 | 0.01% |
| GMAC CAPITAL TRUST I PCT 07.4766 | 0.01% |
| GNMA GII30 BL6161 06.0000 12/20/2048 | 0.01% |
| GSMS 2013-GC10 XA IO 01.6441 02/10/2046 | 0.01% |
| HANESBRANDS INC P/P 144A 04.6250 05/15/2024 | 0.01% |
| ICAHN ENTER/FIN 06.7500 02/01/2024 | 0.01% |
| INTERNATIONAL LEASE FIN CORP 05.8750 08/15/2022 | 0.01% |
| JPMCC 2012-LC9 D P/P 144A 04.5653 12/15/2047 | 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% |
| LADDER CAP FINAN P/P 144A 04.2500 02/01/2027 | 0.01% |
| LIVE NATION ENTERTAI P/P 144A 05.6250 03/15/2026 | 0.01% |
| MERCER INTL INC USD 06.5000 02/01/2024 | 0.01% |
| MET LIFE GLOB FUND P/P 144A 03.0000 01/10/2023 | 0.01% |
| MSRR 2015-R4 CB1 01.7716 08/26/2047 | 0.01% |
| NATIONAL AUSTRALIA BANK LTD SEDOL 6624608 | 0.01% |
| NEWFIELD EXPLORATION CO 05.7500 01/30/2022 | 0.01% |
| NOVELIS CORP P/P 144A 04.7500 01/30/2030 | 0.01% |
| OTIS WORLDWIDE CORP P/P 144A 02.5650 02/15/2030 | 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% |
| PUBLICIS GROUPE SEDOL 4380429 | 0.01% |
| SABINE PASS LIQUEFAC 05.7500 05/15/2024 | 0.01% |
| SEK/USD 06/17/2020 RBSF | 0.01% |
| SEK/USD 06/17/2020 TDBK | 0.01% |
| SPRINGLEAF FINANCE CORP 06.8750 03/15/2025 | 0.01% |
| STACR 2014-HQ3 M3 05.2373 10/25/2024 | 0.01% |
| STACR 2020-HQA1 M2 03.7350 01/25/2050 | 0.01% |
| TD AMERITRADE HOLDING CORP SEDOL 2983154 | 0.01% |
| TENET HEALTHCARE 04.6250 07/15/2024 | 0.01% |
| UBSBB 2012-C4 XA IO P/P 144A 01.7676 12/10/2045 | 0.01% |
| UNITEDHEALTH GROUP INC 02.8750 03/15/2022 | 0.01% |
| VALVOLINE INC P/P 144A 04.2500 02/15/2030 | 0.01% |
| VISTRA ENERGY CORP P/P 144A 08.1250 01/30/2026 | 0.01% |
| VISTRA OPERATION P/P 144A 05.0000 07/31/2027 | 0.01% |
| VISTRA OPERATIONS CO P/P 144A 05.6250 02/15/2027 | 0.01% |
| WFRBS 2012-C9 XB IO P/P 144A 00.8755 11/15/2045 | 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% |
| ZIGGO BV P/P 144A 05.5000 01/15/2027 | 0.01% |
| ALLERGAN FUNDING SCS USD 03.4500 03/15/2022 | 0.00% |
| ALTRIA GROUP INC | 0.00% |
| ASCEND LEARNING LLC P/P 144A 06.8750 08/01/2025 | 0.00% |
| AUD/USD PUT 0.62 20200715 GSFX | 0.00% |
| BERRY GLOBAL INC P/P 144A 05.6250 07/15/2027 | 0.00% |
| BSCMS 2006-PW11 B P/P 144A 05.8015 03/11/2039 | 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 2012-GC8 XA IO P/P 144A 01.9282 09/10/2045 | 0.00% |
| CGCMT 2014-GC19 D P/P 144A 05.2615 03/10/2047 | 0.00% |
| CHEMOURS CO 07.0000 05/15/2025 | 0.00% |
| CHS/COMMUNITY HEALT P/P 144A 08.1250 06/30/2024 | 0.00% |
| CLEAR CHANNEL WORLD P/P 144A 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% |
| CVS PASS-THROUGH P/P 144A 04.7040 01/10/2036 | 0.00% |
| DRESDNER FDG TRST I P/P 144A 08.1510 06/30/2031 | 0.00% |
| DUN & BRADSTREET COR P/P 144A 06.8750 08/15/2026 | 0.00% |
| ENERGIZER HLDG INC P/P 144A 06.3750 07/15/2026 | 0.00% |
| FRONT RANGE BIDCO INC L+300 04.6678 03/09/2027 | 0.00% |
| FRONTIER COMM 10.5000 09/15/2022 | 0.00% |
| GATES GLOBAL TLB L+275 03.7500 03/31/2024 | 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% |
| GNMA GII30 AY2298 04.7000 05/20/2067 | 0.00% |
| GNMA GII30 AY4779 04.5100 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% |
| HMIR 2018-1 M1 P/P 144A 02.0873 10/25/2028 | 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% |
| IHEARTCOMMUNICATIONS INC 06.3750 05/01/2026 | 0.00% |
| IHS MARKIT LTD USD 04.7500 08/01/2028 | 0.00% |
| INDIGO NATURAL P/P 144A 06.8750 02/15/2026 | 0.00% |
| JPMORGAN CHASE & CO 06.1000 02/01/2049 | 0.00% |
| KRATON POLYMERS LLC/ P/P 144A 07.0000 04/15/2025 | 0.00% |
| LABORATORY CRP OF AMER HLDGS SEDOL 2586122 | 0.00% |
| LEVEL 3 FINANCING INC 05.6250 02/01/2023 | 0.00% |
| LIVE NATION ENT P/P 144A 04.8750 11/01/2024 | 0.00% |
| MAUSER PACKAGING SOL P/P 144A 05.5000 04/15/2024 | 0.00% |
| MEG ENERGY CORP P/P 144A 07.1250 02/01/2027 | 0.00% |
| MERCK & CO. INC. 02.7500 02/10/2025 | 0.00% |
| MSBAM 2014-C17 XA IO 01.2659 08/15/2047 | 0.00% |
| NETFLIX INC P/P 144A 05.3750 11/15/2029 | 0.00% |
| NETFLIX INC. 06.3750 05/15/2029 | 0.00% |
| NEWS CORP - CLASS A SEDOL BBGVT40 | 0.00% |
| OCCIDENTAL PETROLEUM COR 04.1000 02/01/2021 | 0.00% |
| PANTHER BF AGGREGA P/P 144A 06.2500 05/15/2026 | 0.00% |
| PENSKE AUTOMOTIVE GROUP 05.3750 12/01/2024 | 0.00% |
| PENSKE AUTOMOTIVE GROUP 05.5000 05/15/2026 | 0.00% |
| PENSKE TRUCK LE P/P 144A 03.4000 11/15/2026 | 0.00% |
| POMEGRANATE MERGER S P/P 144A 09.7500 05/01/2023 | 0.00% |
| PRECISION DRILL P/P 144A 07.1250 01/15/2026 | 0.00% |
| PROLOGIS LP 02.2500 04/15/2030 | 0.00% |
| PRUDENTIAL FINANCIAL INC 05.6250 06/15/2043 | 0.00% |
| RESIDEO FUNDING INC P/P 144A 06.1250 11/01/2026 | 0.00% |
| RITE AID CORP P/P 144A 07.5000 07/01/2025 | 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 2019-DNA1 M2 03.1373 01/25/2049 | 0.00% |
| TENET HEALTHCARE P/P 144A 06.2500 02/01/2027 | 0.00% |
| TRANSDIGM INC. 06.5000 07/15/2024 | 0.00% |
| TRANSOCEAN POSEIDON P/P 144A 06.8750 02/01/2027 | 0.00% |
| UNIVISION COMM P/P 144A 09.5000 05/01/2025 | 0.00% |
| USD/JPY PUT 108.00 20200622 BANKAM | 0.00% |
| USD/JPY PUT 108.00 20200622 CITI | 0.00% |
| USD/JPY PUT 108.00 20200622 GSFX | 0.00% |
| VMWARE INC 03.9000 08/21/2027 | 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-C10 XA IO P/P 144A 01.6817 12/15/2045 | 0.00% |
| WFRBS 2012-C9 XA IO P/P 144A 02.0508 11/15/2045 | 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% |
| ABC SUPPLY CO INC P/P 144A 04.0000 01/15/2028 | 0.00% |
| AES CORP/THE 04.5000 03/15/2023 | 0.00% |
| AIB GROUP PLC SEDOL BF0L353 | 0.00% |
| AIR MEDICAL MERGER S P/P 144A 06.3750 05/15/2023 | 0.00% |
| ANHEUSER-BUSCH INBEV WOR 02.5000 07/15/2022 | 0.00% |
| AT&T INC 04.3000 02/15/2030 | 0.00% |
| AUD/USD 07/15/2020 WPAC | 0.00% |
| AUTOMATION TOOLING S P/P 144A 06.5000 06/15/2023 | 0.00% |
| AZRIELI GROUP LTD SEDOL B5MN1W0 | 0.00% |
| BAUSCH HLTH COS INC P/P 144A 05.2500 01/30/2030 | 0.00% |
| BAUSCH HLTH COS INC P/P 144A 06.5000 03/15/2022 | 0.00% |
| BAUSCH HLTH COS INC P/P 144A 07.0000 01/15/2028 | 0.00% |
| BERKSHIRE HATHAWAY FIN 04.2500 01/15/2021 | 0.00% |
| BERKSHIRE HATHAWAY FIN 04.3000 05/15/2043 | 0.00% |
| BMW US CAPITAL LLC P/P 144A 03.4000 08/13/2021 | 0.00% |
| BOYD GAMING CORP P/P 144A 04.7500 12/01/2027 | 0.00% |
| BOYD GAMING CORPORATION 06.0000 08/15/2026 | 0.00% |
| BROOKFIELD RESID P/P 144A 06.2500 09/15/2027 | 0.00% |
| CARNIVAL CORP P/P 144A 11.5000 04/01/2023 | 0.00% |
| CAS 2015-C01 1M2 04.7873 02/25/2025 | 0.00% |
| CAS 2015-C02 1M2 04.4873 05/25/2025 | 0.00% |
| CAS 2019-R02 1M2 02.7873 08/25/2031 | 0.00% |
| CCO HOLDINGS LLC P/P 144A 04.5000 08/15/2030 | 0.00% |
| CENTENE CORP P/P 144A 05.3750 08/15/2026 | 0.00% |
| CENTENE ESCROW I CO P/P 144A 05.3750 06/01/2026 | 0.00% |
| CHARTER COMM OPT LLC 05.3750 05/01/2047 | 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% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 JP | 0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 JP | 0.00% |
| CNP ASSURANCES SEDOL 5543986 | 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% |
| CORNERSTONE BUILDING P/P 144A 08.0000 04/15/2026 | 0.00% |
| CREDIT ACCEPTANC 06.6250 03/15/2026 | 0.00% |
| CREDIT ACCEPTANC P/P 144A 05.1250 12/31/2024 | 0.00% |
| CWALT 2005-27 1A1 02.2821 08/25/2035 | 0.00% |
| CWALT 2006-24CB A13 00.8373 08/25/2036 | 0.00% |
| DXC TECHNOLOGY CO SEDOL BYXD7B3 | 0.00% |
| FOX CORP - CLASS B SEDOL BJJMGY5 | 0.00% |
| FREEPORT-MCMORAN INC 05.4500 03/15/2043 | 0.00% |
| GAP INC/THE P/P 144A 08.6250 05/15/2025 | 0.00% |
| GBP/USD 06/17/2020 GSFX | 0.00% |
| GBP/USD 06/17/2020 SSBT | 0.00% |
| GENERAL DYNAMICS CORP 02.2500 11/15/2022 | 0.00% |
| GNMA GII30 BA7681 04.6250 06/20/2067 | 0.00% |
| GNMA GII30 BL6185 06.0000 01/20/2049 | 0.00% |
| GNMA GII30 BL6216 06.0000 03/20/2049 | 0.00% |
| GNMA GII30 BL6219 06.0000 03/20/2049 | 0.00% |
| GNMA GII30 BL6235 06.0000 04/20/2049 | 0.00% |
| GOLDMAN SACHS GROUP INC 02.6000 02/07/2030 | 0.00% |
| HCA INC 03.5000 09/01/2030 | 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% |
| ISTAR INC. 05.2500 09/15/2022 | 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% |
| JOSEPH T RYERSON & S P/P 144A 11.0000 05/15/2022 | 0.00% |
| JPMORGAN CHASE & CO 02.6918 05/15/2047 | 0.00% |
| LEVI STRAUSS & CO P/P 144A 05.0000 05/01/2025 | 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% |
| MICROSOFT CORP 05.3000 02/08/2041 | 0.00% |
| MOOG INC P/P 144A 04.2500 12/15/2027 | 0.00% |
| MSAC 2004-HE6 M1 01.3123 08/25/2034 | 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% |
| NN GROUP NV SEDOL BNG8PQ9 | 0.00% |
| NRG ENERGY INC 05.7500 01/15/2028 | 0.00% |
| NZD/USD 07/15/2020 SSBT | 0.00% |
| NZD/USD 07/15/2020 UBS | 0.00% |
| OCCIDENTAL PETROLEUM COR 04.8500 03/15/2021 | 0.00% |
| PETROLEOS MEXICANOS P/P 144A 07.6900 01/23/2050 | 0.00% |
| PUBLIC SERVICE ELECTRIC 05.5000 03/01/2040 | 0.00% |
| ROBERTSHAW TL 2L L+800 09.0000 02/28/2026 | 0.00% |
| SES SEDOL B00ZQQ2 | 0.00% |
| SHELL INTERNATIONAL FIN USD 02.1250 05/11/2020 | 0.00% |
| SIRIUS XM RADIO INC. P/P 144A 05.5000 07/01/2029 | 0.00% |
| SPECTRUM BRANDS INC P/P 144A 05.0000 10/01/2029 | 0.00% |
| SPRINGLEAF FINANCE CORP 06.6250 01/15/2028 | 0.00% |
| SPRINGLEAF FINANCE CORP 07.1250 03/15/2026 | 0.00% |
| STACR 2015-HQ2 M2 02.4373 05/25/2025 | 0.00% |
| STACR 2019-HQA1 M2 02.8373 02/25/2049 | 0.00% |
| T-MOBILE USA INC 04.5000 02/01/2026 | 0.00% |
| T-MOBILE USA INC 06.3750 03/01/2025 | 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% |
| WFCM 2016-LC25 XA IO 01.1287 12/15/2059 | 0.00% |
| ZAYO GROUP HLDG INC P/P 144A 06.1250 03/01/2028 | 0.00% |
| ABC SUPPLY CO INC P/P 144A 05.8750 05/15/2026 | 0.00% |
| ALBERTSONS COS P/P 144A 04.8750 02/15/2030 | 0.00% |
| APACHE CORP 04.3750 10/15/2028 | 0.00% |
| APACHE CORP 05.1000 09/01/2040 | 0.00% |
| ATHENE HOLDING LTD-CLASS A SEDOL BZ13MZ1 | 0.00% |
| AUD/USD 07/15/2020 HSBCB | 0.00% |
| AUD/USD 07/15/2020 TDBK | 0.00% |
| BANK OF AMERICA CORP 06.5000 10/29/2049 | 0.00% |
| BANK OF MONTREAL USD 03.8030 12/15/2032 | 0.00% |
| BAUSCH HLTH COS INC P/P 144A 05.0000 01/30/2028 | 0.00% |
| BEACON ROOFING SUPPL P/P 144A 04.5000 11/15/2026 | 0.00% |
| BERRY GLOBAL INC 05.5000 05/15/2022 | 0.00% |
| BERRY GLOBAL INC P/P 144A 04.5000 02/15/2026 | 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% |
| CANADIAN UTILITIES LTD-A SEDOL 2172639 | 0.00% |
| CAS 2019-HRP1 M2 02.6373 11/25/2039 | 0.00% |
| CBRE SERVICES INC 05.2500 03/15/2025 | 0.00% |
| CBS OUT AMER CAP LLC 05.6250 02/15/2024 | 0.00% |
| CHEMOURS CO 05.3750 05/15/2027 | 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.11 2054-11-18 500.0 11/18/2054 CG | 0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CS | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP | 0.00% |
| CNH/USD 05/20/2020 HSBCB | 0.00% |
| COMMSCOPE INC P/P 144A 05.5000 03/01/2024 | 0.00% |
| COMSTOCK RESOURCES 09.7500 08/15/2026 | 0.00% |
| CPG INTL TL L+375 05.9333 05/05/2024 | 0.00% |
| CPG MERGER SUB LLC P/P 144A 08.0000 10/01/2021 | 0.00% |
| DELL INT / EMC P/P 144A 05.8500 07/15/2025 | 0.00% |
| DENBURY RESOURCES IN P/P 144A 09.0000 05/15/2021 | 0.00% |
| DEVON ENERGY CORPORATION 05.6000 07/15/2041 | 0.00% |
| ELDORADO RESORTS INC 07.0000 08/01/2023 | 0.00% |
| EQUINIX INC 05.8750 01/15/2026 | 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 22.4134 06/25/2037 | 0.00% |
| FORD MOTOR CO SEDOL 2615468 | 0.00% |
| GBP/USD 06/17/2020 BCAP-FX | 0.00% |
| GETLINK SE SEDOL B292JQ9 | 0.00% |
| GNMA GII30 BL6184 06.0000 02/20/2049 | 0.00% |
| GNMA GII30 BL6217 06.0000 03/20/2049 | 0.00% |
| GNMA GII30 BL6218 06.0000 02/20/2049 | 0.00% |
| GNR 2010-9 UI IO 05.0000 01/20/2040 | 0.00% |
| GNR 2012-141 WI IO 03.5000 11/20/2041 | 0.00% |
| H LUNDBECK A/S SEDOL 7085259 | 0.00% |
| IHS MARKIT LTD P/P 144A 04.0000 03/01/2026 | 0.00% |
| INCEPTION MRGR/RACK P/P 144A 08.6250 11/15/2024 | 0.00% |
| IOS.FN30.400.10 R USL1M P 01/12/41 BC | 0.00% |
| JPMBB 2013-C17 XA IO 00.9212 01/15/2047 | 0.00% |
| KEURIG DR PEPPER INC 04.0570 05/25/2023 | 0.00% |
| KYUSHU RAILWAY COMPANY SEDOL BD2BST6 | 0.00% |
| L BRANDS INC 06.7500 07/01/2036 | 0.00% |
| LENNAR CORP 05.8750 11/15/2024 | 0.00% |
| MASONITE INTL C P/P 144A 05.3750 02/01/2028 | 0.00% |
| MGM GROWTH/MGM FINANCE 04.5000 01/15/2028 | 0.00% |
| MONDELEZ INTERNATIONAL 02.1250 04/13/2023 | 0.00% |
| NABORS INDUSTRIES INC. 05.7500 02/01/2025 | 0.00% |
| NETFLIX INC. P/P 144A 04.8750 06/15/2030 | 0.00% |
| NEW GOLD INC P/P 144A 06.2500 11/15/2022 | 0.00% |
| NUTRIEN LTD USD 05.2500 01/15/2045 | 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% |
| PETROBRAS GLOBAL FIN USD 05.9990 01/27/2028 | 0.00% |
| POLYONE CORP P/P 144A 05.7500 05/15/2025 | 0.00% |
| QVC INC 04.4500 02/15/2025 | 0.00% |
| RAYTHEON COMPANY 04.8750 10/15/2040 | 0.00% |
| REGENCY ENERGY P 04.5000 11/01/2023 | 0.00% |
| REPUBLIC OF VENEZUELA REGS 08.2500 10/13/2024 | 0.00% |
| ROBERTSHAW US HOLDING L+325 04.2500 02/28/2025 | 0.00% |
| SCIENTIFIC GAMES P/P 144A 07.0000 05/15/2028 | 0.00% |
| SEK/USD 06/17/2020 BANKAM | 0.00% |
| SEK/USD 06/17/2020 CITI | 0.00% |
| SEK/USD 06/17/2020 GSFX | 0.00% |
| SPECTRUM BRANDS INC 06.1250 12/15/2024 | 0.00% |
| SPRINT SPECTRUM P/P 144A 03.3600 09/20/2021 | 0.00% |
| SUBARU CORP SEDOL 6356406 | 0.00% |
| T-MOBILE USA INC. 04.0000 04/15/2022 | 0.00% |
| TARGA RESOURCES PART 06.8750 01/15/2029 | 0.00% |
| TENET HEALTHCARE P/P 144A 07.5000 04/01/2025 | 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% |
| USD/JPY PUT 106.00 20200701 BANKAM | 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% |
| ZEKELMAN IND INC P/P 144A 09.8750 06/15/2023 | 0.00% |
| AKER BP ASA P/P 144A 05.8750 03/31/2025 | 0.00% |
| BAYTEX ENERGY CORP P/P 144A 05.6250 06/01/2024 | 0.00% |
| BOMBARDIER INC P/P 144A 07.5000 12/01/2024 | 0.00% |
| BROOKFIELD RESID P/P 144A 04.8750 02/15/2030 | 0.00% |
| BUCKEYE PARTNERS LP 03.9500 12/01/2026 | 0.00% |
| CAS 2015-C02 2M2 04.4873 05/25/2025 | 0.00% |
| CDX CDX.NA.IG.34 100.0 06/20/2025 | 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 ML | 0.00% |
| CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 JP | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 JP | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 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% |
| ELDORADO RESORTS INC 06.0000 09/15/2026 | 0.00% |
| EOG RESOURCES INC 04.1500 01/15/2026 | 0.00% |
| EUR/CHF PUT 1.03 20200615 GSFX | 0.00% |
| FHR 3065 DC 17.4180 03/15/2035 | 0.00% |
| FHR 3249 PS 19.5888 12/15/2036 | 0.00% |
| FNMA FN30 971053 04.5000 02/01/2039 | 0.00% |
| FNR 2006-8 HP 22.7801 03/25/2036 | 0.00% |
| GBP/USD 06/17/2020 CSI-FX | 0.00% |
| GBP/USD 06/17/2020 TDBK | 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 BM1953 06.0000 03/20/2049 | 0.00% |
| GNMA GII30 BN1506 04.5000 05/20/2049 | 0.00% |
| GNR 2015-124 NI IO 03.5000 06/20/2039 | 0.00% |
| INSTALLED BUILDI P/P 144A 05.7500 02/01/2028 | 0.00% |
| IOS.FN30.400.09 R USL1M P 01/12/40 GS | 0.00% |
| JO-ANN STORES 2NDL L+925 10.2500 05/21/2024 | 0.00% |
| JPY/USD 05/20/2020 CITI | 0.00% |
| LAMB WESTON HOLDINGS P/P 144A 04.6250 11/01/2024 | 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% |
| 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% |
| NEIMAN MARCUS TL L+600 07.5000 10/25/2023 | 0.00% |
| NRG ENERGY INC 06.6250 01/15/2027 | 0.00% |
| NZD/USD 07/15/2020 BCAP-FX | 0.00% |
| PETROBRAS GLOBAL FIN USD 05.2990 01/27/2025 | 0.00% |
| PRESTIGE BRANDS INC P/P 144A 05.1250 01/15/2028 | 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% |
| REALOGY GRP / CO P/P 144A 09.3750 04/01/2027 | 0.00% |
| REPSOL SA SEDOL 5669354 | 0.00% |
| REPUBLIC OF VENEZUELA REGS 09.0000 05/07/2023 | 0.00% |
| SEK/USD 06/17/2020 CSI-FX | 0.00% |
| SEK/USD 06/17/2020 UBS | 0.00% |
| SM ENERGY CO 05.0000 01/15/2024 | 0.00% |
| SM ENERGY CO 06.1250 11/15/2022 | 0.00% |
| SM ENERGY CO 06.7500 09/15/2026 | 0.00% |
| STACR 2018-HQA2 M2 02.7873 10/25/2048 | 0.00% |
| T-MOBILE USA INC 06.0000 03/01/2023 | 0.00% |
| TARGA RES PRTNRS P/P 144A 05.5000 03/01/2030 | 0.00% |
| THE AES CORPORATION 04.8750 05/15/2023 | 0.00% |
| TOWNSQUARE MEDIA INC P/P 144A 06.5000 04/01/2023 | 0.00% |
| TRANSDIGM INC P/P 144A 08.0000 12/15/2025 | 0.00% |
| VAIL RESORTS INC P/P 144A 06.2500 05/15/2025 | 0.00% |
| VIACOMCBS INC 04.0000 01/15/2026 | 0.00% |
| VIPER ENERGY P/P 144A 05.3750 11/01/2027 | 0.00% |
| 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% |
| 0.40 R ISWP FWD US0003M P 06/17/2022 | 0.00% |
| 0.90 R ISWP FWD US0003M P 06/17/2050 | 0.00% |
| AIR LEASE CORP 02.5000 03/01/2021 | 0.00% |
| ALLEGHENY TECHNOLOGIES 05.8750 12/01/2027 | 0.00% |
| AUD/USD 07/15/2020 BANKAM | 0.00% |
| AUD/USD 07/15/2020 RBSF | 0.00% |
| BMIR 2017-1 M1 P/P 144A 02.1873 10/25/2027 | 0.00% |
| BP CAP MARKETS AMERICA 03.9370 09/21/2028 | 0.00% |
| CAD/USD 07/15/2020 GSFX | 0.00% |
| CALIFORNIA RESOURC TL L+475 06.3633 12/31/2022 | 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 CG | 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 MS | 0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CS | 0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 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 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 JP | 0.00% |
| COLORADO INTERSTATE GAS CO 06.8500 06/15/2037 | 0.00% |
| CONTINENTAL RESOURCES 05.0000 09/15/2022 | 0.00% |
| CROWN CASTLE INTL CORP 04.4500 02/15/2026 | 0.00% |
| DKK/USD 06/17/2020 CITI | 0.00% |
| ENERGIZER HLDG INC P/P 144A 07.7500 01/15/2027 | 0.00% |
| EUR/USD 06/17/2020 BCAP-FX | 0.00% |
| FEDEX CORP 02.6250 08/01/2022 | 0.00% |
| FHR 2990 LB 14.8652 06/15/2034 | 0.00% |
| FNR 2005-75 GS 18.7883 08/25/2035 | 0.00% |
| FNR 2006-62 PS 36.9765 07/25/2036 | 0.00% |
| GBP/USD 06/17/2020 RBSF | 0.00% |
| GLENCORE PLC SEDOL B4T3BW6 | 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 2010-9 QI IO 04.5000 01/20/2040 | 0.00% |
| IHEARTMEDIA INC - CLASS A SEDOL BJVR9Y9 | 0.00% |
| JO-ANN STORES TL L+500 06.0000 10/16/2023 | 0.00% |
| MALLINCKRODT FIN/SB P/P 144A 10.0000 04/15/2025 | 0.00% |
| MEG ENERGY CORP P/P 144A 07.0000 03/31/2024 | 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% |
| NOBLE HLDG INTL LTD P/P 144A 07.8750 02/01/2026 | 0.00% |
| NZD/USD 07/15/2020 BANKAM | 0.00% |
| NZD/USD 07/15/2020 CSI-FX | 0.00% |
| NZD/USD 07/15/2020 RBSF | 0.00% |
| NZD/USD 07/15/2020 TDBK | 0.00% |
| NZD/USD 07/15/2020 WPAC | 0.00% |
| OASIS PETROLEUM INC 06.8750 03/15/2022 | 0.00% |
| OASIS PETROLEUM INC P/P 144A 06.2500 05/01/2026 | 0.00% |
| PETROLEOS DE VEN P/P 144A 06.0000 11/15/2026 | 0.00% |
| PPL CAPITAL FUNDING INC 03.4000 06/01/2023 | 0.00% |
| REPUBLIC OF PERU USD 02.3920 01/23/2026 | 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 06/17/2020 BCAP-FX | 0.00% |
| SGD/USD 05/20/2020 JPMCB | 0.00% |
| SM ENERGY CO 06.6250 01/15/2027 | 0.00% |
| STACR 2019-DNA2 M2 02.9373 03/25/2049 | 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% |
| TOLEDO EDISON COMPANY 07.2500 05/01/2020 | 0.00% |
| TRANSDIGM INC 06.5000 05/15/2025 | 0.00% |
| TRANSOCEAN INC 07.5000 04/15/2031 | 0.00% |
| TRONOX INC P/P 144A 06.5000 05/01/2025 | 0.00% |
| USD/CHF PUT 0.94 20200605 GSFX | 0.00% |
| ADVANZ PHARMA CORP LTD SEDOL BG0RYR7 | 0.00% |
| ANHEUSER-BUSCH INBEV WOR 04.1500 01/23/2025 | 0.00% |
| AUD/USD 07/15/2020 JPMCB | 0.00% |
| BACM 2007-1 XW IO 00.4856 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 00.4966 12/11/2038 | 0.00% |
| BSCMS 2006-PW11 C P/P 144A 05.8015 03/11/2039 | 0.00% |
| CAD/USD 07/15/2020 CITI | 0.00% |
| CAD/USD 07/15/2020 HSBCB | 0.00% |
| CAD/USD 07/15/2020 RBSF | 0.00% |
| CAD/USD 07/15/2020 UBS | 0.00% |
| CAD/USD 07/15/2020 WPAC | 0.00% |
| CALIFORNIA RESOURCES P/P 144A 08.0000 12/15/2022 | 0.00% |
| CD 2007-CD4 XW IO P/P 144A 01.3810 12/11/2049 | 0.00% |
| CGCMT 2006-C5 XC IO P/P 144A 00.7208 10/15/2049 | 0.00% |
| CHINA INTERNATIONAL TRAVEL-A SEDOL BP3R466 | 0.00% |
| CLEAR CHANNEL OUTDOOR HOLDIN SEDOL BJHVCH9 | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 JP | 0.00% |
| CMB CMBX.NA.A.7 2047-01-17 200.0 01/17/2047 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.12 2061-08-17 500.0 08/17/2061 CG | 0.00% |
| CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 CG | 0.00% |
| CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 GS | 0.00% |
| CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 MS | 0.00% |
| CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 MS | 0.00% |
| CMB CMBX.NA.BB.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 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 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 ML | 0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 MS | 0.00% |
| CSFB 2003-C3 AX IO P/P 144A 02.3865 05/15/2038 | 0.00% |
| CSMC 2007-C1 AX IO P/P 144A 00.6525 02/15/2040 | 0.00% |
| CSMC 2007-C2 AX IO P/P 144A 00.0439 01/15/2049 | 0.00% |
| CVS PASS-THROUGH TRUST 06.0360 12/10/2028 | 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 00.3852 10/25/2041 | 0.00% |
| FNR 2001-79 BI IO 00.2742 03/25/2045 | 0.00% |
| FNR 2003-34 P1 PO 00.0000 04/25/2043 | 0.00% |
| FNW 2002-W8 IO1 IO 00.3015 06/25/2042 | 0.00% |
| GBP/USD 06/17/2020 WPAC | 0.00% |
| GECMC 2007-C1 XC IO P/P 144A 00.2608 12/10/2049 | 0.00% |
| GNR 2018-127 IB IO 04.5000 06/20/2045 | 0.00% |
| HC BRILLANT SERVICES GMBH P/P | 0.00% |
| HKD/USD 05/20/2020 BANKAM | 0.00% |
| HKD/USD 05/20/2020 BCAP-FX | 0.00% |
| HKD/USD 05/20/2020 GSFX | 0.00% |
| HKD/USD 05/20/2020 HSBCB | 0.00% |
| HKD/USD 05/20/2020 TDBK | 0.00% |
| HKD/USD 05/20/2020 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 00.2892 05/15/2045 | 0.00% |
| JPMCC 2007-LDPX X IO 00.1279 01/15/2049 | 0.00% |
| JPY/USD 05/20/2020 UBS | 0.00% |
| KRW/USD 05/20/2020 JPMCB | 0.00% |
| LBUBS 2005-C5 XCL IO P/P 144A 0.09 3 09/15/2040 | 0.00% |
| LBUBS 2005-C7 XCL IO P/P 144A 00.4985 11/15/2040 | 0.00% |
| LBUBS 2006-C6 XCL IO P/P 144A 00.7717 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% |
| MEZZ 2006-C4 X IO P/P 144A 07.2328 07/15/2045 | 0.00% |
| MWO HOLDINGS LLC | 0.00% |
| NOBLE HOLDING INTL LTD USD 07.7500 01/15/2024 | 0.00% |
| NZD/USD 07/15/2020 HSBCB | 0.00% |
| NZD/USD 07/15/2020 JPMCB | 0.00% |
| OASIS PETROLEUM INC CV 02.6250 09/15/2023 | 0.00% |
| PARTY CITY HLDG INC P/P 144A 06.1250 08/15/2023 | 0.00% |
| TERVITA CORP SEDOL BD1DCC4 | 0.00% |
| TEXAS COHLD TCEH ESCROW 11.5000 10/01/2020 | 0.00% |
| THE SHERWIN-WILLIAMS COMPANY 02.7500 06/01/2022 | 0.00% |
| TXU TCEH RIGHTS | 0.00% |
| USD/CHF PUT 0.91 20200605 CITI | 0.00% |
| VALARIS PLC USD 07.7500 02/01/2026 | 0.00% |
| WBCMT 2006-C29 IO IO 00.4592 11/15/2048 | 0.00% |
| AUD/USD 07/15/2020 CSI-FX | -0.00% |
| AUD/USD PUT 0.59 20200715 GSFX | -0.00% |
| CAD/USD 07/15/2020 CSI-FX | -0.00% |
| CAD/USD 07/15/2020 JPMCB | -0.00% |
| CAD/USD 07/15/2020 TDBK | -0.00% |
| CHF/USD 06/17/2020 CITI | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 BA | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 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 MS | -0.00% |
| EUR/CHF PUT 1.00 20200615 GSFX | -0.00% |
| EUR/USD 06/17/2020 GSFX | -0.00% |
| EUR/USD 06/17/2020 TDBK | -0.00% |
| EUR/USD 06/17/2020 WPAC | -0.00% |
| GBP/USD 06/17/2020 HSBCB | -0.00% |
| GBP/USD 06/17/2020 UBS | -0.00% |
| HKD/USD 05/20/2020 SSBT | -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 05/20/2020 BANKAM | -0.00% |
| JPY/USD 05/20/2020 JPMCB | -0.00% |
| JPY/USD 05/20/2020 WPAC | -0.00% |
| MBX.FN30.600.08 P USL1M R 01/12/39 BC | -0.00% |
| MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.00% |
| NOK/USD 06/17/2020 UBS | -0.00% |
| USD/JPY PUT 102.00 20200701 BANKAM | -0.00% |
| CAD/USD 07/15/2020 BANKAM | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 JP | -0.00% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 MS | -0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| EUR/USD 06/17/2020 CITI | -0.00% |
| EUR/USD 06/17/2020 CSI-FX | -0.00% |
| EUR/USD 06/17/2020 JPMCB | -0.00% |
| EUR/USD 06/17/2020 RBSF | -0.00% |
| GBP/USD 06/17/2020 CITI | -0.00% |
| JPY/USD 05/20/2020 HSBCB | -0.00% |
| JPY/USD 05/20/2020 SSBT | -0.00% |
| NOK/USD 06/17/2020 TDBK | -0.00% |
| NZD/USD 07/15/2020 CITI | -0.00% |
| NZD/USD 07/15/2020 GSFX | -0.00% |
| USD/JPY PUT 105.00 20200622 BANKAM | -0.00% |
| USD/JPY PUT 105.00 20200622 CITI | -0.00% |
| USD/JPY PUT 105.00 20200622 GSFX | -0.00% |
| CAD/USD 07/15/2020 SSBT | -0.00% |
| CHF/USD 06/17/2020 GSFX | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 MS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 CS | -0.00% |
| IOS.FN30.400.10 P USL1M R 01/12/41 JP | -0.00% |
| JPY/USD 05/20/2020 GSFX | -0.00% |
| NOK/USD 06/17/2020 BANKAM | -0.00% |
| CHF/USD 06/17/2020 JPMCB | -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.BBB-.7 2047-01-17 300.0 01/17/2047 GS | -0.00% |
| NOK/USD 06/17/2020 CITI | -0.00% |
| AUD/USD 07/15/2020 UBS | -0.00% |
| AUD/USD 07/15/2020 SSBT | -0.01% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 CG | -0.01% |
| EUR/USD 06/17/2020 HSBCB | -0.01% |
| GBP/USD 06/17/2020 JPMCB | -0.01% |
| NOK/USD 06/17/2020 RBSF | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% |
| EUR/USD 06/17/2020 BANKAM | -0.01% |
| EUR/USD 06/17/2020 UBS | -0.01% |
| MSCI EAFE JUN20 MFSM0 | -0.01% |
| NOK/USD 06/17/2020 HSBCB | -0.01% |
| EUR/USD 06/17/2020 SSBT | -0.01% |
| MBX.FN30.650.67 P USL1M R 01/12/38 BC | -0.01% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CG | -0.01% |
| 0.85 R ISWP FWD US0003M P 06/17/2030 | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% |
| JPY/USD 05/20/2020 BCAP-FX | -0.01% |
| MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.01% |
| NOK/USD 06/17/2020 CSI-FX | -0.01% |
| NOK/USD 06/17/2020 SSBT | -0.01% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CS | -0.02% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 JP | -0.02% |
| 0.65 R ISWP FWD US0003M P 06/17/2025 | -0.02% |
| NOK/USD 06/17/2020 JPMCB | -0.02% |
| NOK/USD 06/17/2020 GSFX | -0.05% |
| CDX CDX.NA.HY.34 500.0 06/20/2025 | -0.05% |
| FNMA FN30 TBA UMBS 03.5000 05/01/2050 | -0.13% |
| FNMA FN30 TBA UMBS 03.0000 05/01/2050 | -0.34% |
| RU10INTR P US0003M R 11/25/20 CI | -0.34% |
| US 2YR NOTE (CBT) JUN20 TUM0 | -0.97% |
| US 10YR ULTRA FUT JUN20 UXYM0 | -2.77% |
| RU10INTR P US0003M R 11/25/20 CI | -2.77% |
| GSGLPWDS P US0001M R 12/15/25 GS | -5.44% |
| GSGLPWDL R US0001M P 12/15/25 GS | 5.81% |
|---|---|
| E-MINI RUSS 2000 JUN20 RTYM0 | 4.21% |
| CGPUTQL2 R US0003M P 11/25/20 CI | 3.00% |
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| US 2YR NOTE (CBT) JUN20 TUM0 | 2.57% |
| AMAZON.COM INC SEDOL 2000019 | 2.32% |
| US 5YR NOTE (CBT) JUN20 FVM0 | 2.25% |
| S&P MID 400 EMINI JUN20 FAM0 | 2.01% |
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| MICROSOFT CORP SEDOL 2588173 | 1.62% |
| GNMA GII30 TBA 03.5000 04/01/2050 | 1.60% |
| US ULTRA BOND CBT JUN20 WNM0 | 1.28% |
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| US 10YR NOTE (CBT)JUN20 TYM0 | 1.21% |
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| ORACLE CORP SEDOL 2661568 | 0.92% |
| QUALCOMM INC SEDOL 2714923 | 0.82% |
| COCA-COLA CO/THE SEDOL 2206657 | 0.82% |
| CHEVRON CORP | 0.79% |
| FNMA FN30 TBA UMBS 04.0000 04/01/2050 | 0.79% |
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| FHLMC FR30 ZS4750 UMBS 03.0000 01/01/2048 | 0.74% |
| COMCAST CORP-CLASS A SEDOL 2044545 | 0.73% |
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| PEPSICO INC SEDOL 2681511 | 0.65% |
| MERCK & CO. INC. SEDOL 2778844 | 0.65% |
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| LOCKHEED MARTIN CORP SEDOL 2522096 | 0.60% |
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| NOVARTIS AG-REG SEDOL 7103065 | 0.29% |
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| AUTODESK INC SEDOL 2065159 | 0.27% |
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| BROADCOM INC SEDOL BDZ78H9 | 0.25% |
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| INDUSTRIA DE DISENO TEXTIL SEDOL BP9DL90 | 0.15% |
| ENTERGY CORP SEDOL 2317087 | 0.14% |
| SANDVIK AB SEDOL B1VQ252 | 0.14% |
| A-LIVING SVCS CO LTD SEDOL BFWK4M2 | 0.14% |
| HOYA CORP SEDOL 6441506 | 0.14% |
| ZOETIS INC SEDOL B95WG16 | 0.14% |
| SYSCO CORP SEDOL 2868165 | 0.14% |
| TREASURY BILL 00.0000 09/03/2020 | 0.14% |
| WOLTERS KLUWER SEDOL 5671519 | 0.14% |
| ESSITY AKTIEBOLAG-B SEDOL BF1K7P7 | 0.14% |
| EXPEDIA GROUP INC SEDOL B748CK2 | 0.13% |
| SUMITOMO MITSUI FINANCIAL GR SEDOL 6563024 | 0.13% |
| SYNCHRONY FINANCIAL SEDOL BP96PS6 | 0.13% |
| ALTICE USA INC- A SEDOL BDRY7P9 | 0.13% |
| AMETEK INC SEDOL 2089212 | 0.13% |
| ESSEX PROPERTY TRUST INC SEDOL 2316619 | 0.13% |
| HARTFORD FINANCIAL SVCS GRP SEDOL 2476193 | 0.13% |
| RELIANCE INDUSTRIES LTD SEDOL 6099626 | 0.13% |
| AES CORP SEDOL 2002479 | 0.13% |
| HITACHI LTD SEDOL 6429104 | 0.13% |
| PARTNERS GROUP HOLDING AG SEDOL B119QG0 | 0.13% |
| THERMO FISHER SCIENTIFIC INC SEDOL 2886907 | 0.13% |
| TREASURY BILL 00.0000 06/04/2020 | 0.12% |
| LUKOIL PJSC-SPON ADR SEDOL BYZDW27 | 0.12% |
| WESFARMERS LTD SEDOL 6948836 | 0.12% |
| ANGLO AMER PLC SEDOL B1XZS82 | 0.12% |
| FNMA FN30 BM5024 UMBS 03.0000 11/01/2048 | 0.12% |
| SHIONOGI & CO LTD SEDOL 6804682 | 0.12% |
| VISTRA ENERGY CORP SEDOL BZ8VJQ8 | 0.12% |
| DAIKIN INDUSTRIES LTD SEDOL 6250724 | 0.12% |
| WH GROUP LTD SEDOL BLLHKZ1 | 0.12% |
| LEGAL & GENERAL GROUP PLC SEDOL 0560399 | 0.12% |
| PINNACLE WEST CAPITAL SEDOL 2048804 | 0.12% |
| PULTEGROUP INC SEDOL 2708841 | 0.12% |
| BNP PARIBAS SEDOL 7309681 | 0.12% |
| VERISK ANALYTICS INC SEDOL B4P9W92 | 0.12% |
| AVIVA PLC SEDOL 0216238 | 0.11% |
| FERGUSON PLC SEDOL BJVNSS4 | 0.11% |
| ASIAN PAINTS LTD SEDOL BCRWL65 | 0.11% |
| DISCOVER FINANCIAL SERVICES SEDOL B1YLC43 | 0.11% |
| CIA PARANAENSE DE ENERGI-PFB | 0.11% |
| WALMART DE MEXICO SAB DE CV SEDOL BW1YVH8 | 0.11% |
| CARLSBERG AS-B SEDOL 4169219 | 0.11% |
| BOOZ ALLEN HAMILTON HOLDINGS SEDOL B5367T7 | 0.11% |
| CF INDUSTRIES HOLDINGS INC SEDOL B0G4K50 | 0.11% |
| REPUBLIC SERVICES INC SEDOL 2262530 | 0.11% |
| COMPASS GROUP PLC SEDOL BD6K457 | 0.11% |
| UNITED AIRLINES HOLDINGS INC SEDOL B4QG225 | 0.11% |
| AVALONBAY COMMUNITIES INC SEDOL 2131179 | 0.11% |
| BANCO BILBAO VIZCAYA ARGENTA SEDOL 5501906 | 0.11% |
| JD.COM INC-ADR SEDOL BMM27D9 | 0.10% |
| NIPPON TELEGRAPH & TELEPHONE SEDOL 6641373 | 0.10% |
| SHIN-ETSU CHEMICAL CO LTD SEDOL 6804585 | 0.10% |
| VERIZON COMM 04.3290 09/21/2028 | 0.10% |
| DOVER CORP SEDOL 2278407 | 0.10% |
| HDFC BANK LIMITED SEDOL BK1N461 | 0.10% |
| COVESTRO AG SEDOL BYTBWY9 | 0.10% |
| PEUGEOT SA SEDOL 7103526 | 0.10% |
| SK HYNIX INC SEDOL 6450267 | 0.10% |
| DUKE REALTY CORP SEDOL 2284084 | 0.10% |
| EQUITY RESIDENTIAL TR REIT | 0.10% |
| BF0101 03.5000 06/01/2056 | 0.10% |
| CENTERPOINT ENERGY INC SEDOL 2440637 | 0.10% |
| TREASURY BILL 00.0000 09/10/2020 | 0.10% |
| CK ASSET HOLDINGS LTD SEDOL BYZQ077 | 0.10% |
| FIFTH THIRD BANCORP SEDOL 2336747 | 0.10% |
| NTT DOCOMO INC SEDOL 6129277 | 0.10% |
| WEST PHARMACEUTICAL SERVICES SEDOL 2950482 | 0.10% |
| INVITATION HOMES INC SEDOL BD81GW9 | 0.09% |
| ORIX CORP SEDOL 6661144 | 0.09% |
| HOLOGIC INC SEDOL 2433530 | 0.09% |
| HD SUPPLY HOLDINGS INC SEDOL BBL5981 | 0.09% |
| TATA CONSULTANCY SVS LTD SEDOL B01NPJ1 | 0.09% |
| CBRE GROUP INC - A SEDOL B6WVMH3 | 0.09% |
| TELEDYNE TECHNOLOGIES INC SEDOL 2503477 | 0.09% |
| AGNC INVESTMENT CORP SEDOL BYYHJL8 | 0.09% |
| POYA INTERNATIONAL CO LTD SEDOL 6541826 | 0.09% |
| WOOLWORTHS GROUP LTD SEDOL 6981239 | 0.09% |
| CHINA LESSO GROUP HOLDINGS L SEDOL BCDBKF8 | 0.09% |
| GARMIN LTD SEDOL B3Z5T14 | 0.09% |
| KAKAO CORP SEDOL 6194037 | 0.09% |
| PING AN INSURANCE GROUP CO-H SEDOL B01FLR7 | 0.09% |
| DEUTSCHE BOERSE AG SEDOL 7021963 | 0.09% |
| SKANDINAVISKA ENSKILDA BAN-A SEDOL 4813345 | 0.09% |
| WULIANGYE YIBIN CO LTD-A SEDOL BD5CPG2 | 0.08% |
| STACR 2016-DNA2 M3 05.5966 10/25/2028 | 0.08% |
| BANK LEUMI LE-ISRAEL SEDOL 6076425 | 0.08% |
| BRITISH AMERICAN TOBACCO PLC SEDOL 0287580 | 0.08% |
| GOLDMAN SACHS GROUP INC 02.6000 12/27/2020 | 0.08% |
| SAFARICOM PLC SEDOL B2QN3J6 | 0.08% |
| CLICKS GROUP LTD SEDOL 6105578 | 0.08% |
| FAIR ISAAC CORP SEDOL 2330299 | 0.08% |
| PETROBRAS GLOBAL FINANCE USD 06.2500 03/17/2024 | 0.08% |
| VOLKSWAGEN AG PFD SEDOL 5497168 | 0.08% |
| ASSOCIATED BRITISH FOODS PLC SEDOL 0673123 | 0.08% |
| E.ON SE SEDOL 4942904 | 0.08% |
| EASTMAN CHEMICAL CO SEDOL 2298386 | 0.08% |
| GLAXOSMITHKLINE PLC SEDOL 0925288 | 0.08% |
| HITACHI HIGH-TECHNOLOGY SEDOL 6642804 | 0.08% |
| TREASURY BILL 00.0000 08/20/2020 | 0.08% |
| DINO POLSKA SA SEDOL BD0YVN2 | 0.08% |
| WALMART INC SEDOL 2936921 | 0.08% |
| AVERY DENNISON CORP SEDOL 2066408 | 0.08% |
| DENTSPLY SIRONA INC SEDOL BYNPPC6 | 0.08% |
| STEEL DYNAMICS INC SEDOL 2849472 | 0.08% |
| BERRY GLOBAL GROUP INC SEDOL B8BR3H3 | 0.08% |
| FU SHOU YUAN INTERNATIONAL SEDOL BH4TZ73 | 0.08% |
| IHS MARKIT LTD P/P 144A 04.7500 02/15/2025 | 0.08% |
| JPMORGAN CHASE & CO 03.9640 11/15/2048 | 0.08% |
| ABBVIE INC P/P 144A 03.2000 11/21/2029 | 0.07% |
| MGM RESORTS INTERNATIONAL SEDOL 2547419 | 0.07% |
| NEW ORIENTAL EDUCATIO-SP ADR SEDOL B1CN1G6 | 0.07% |
| TOKYO ELECTRON LTD SEDOL 6895675 | 0.07% |
| 3I GROUP PLC SEDOL B1YW440 | 0.07% |
| ALLY FINANCIAL INC SEDOL B72XK05 | 0.07% |
| CRH PLC SEDOL 4182249 | 0.07% |
| HILL-ROM HOLDINGS INC SEDOL 2425924 | 0.07% |
| CROWN HOLDINGS INC | 0.07% |
| DIAMOND 1 FIN/DIAM P/P 144A 06.0200 06/15/2026 | 0.07% |
| MICROSOFT CORP 01.5500 08/08/2021 | 0.07% |
| BOSTON PROPERTIES INC SEDOL 2019479 | 0.07% |
| SINGAPORE EXCHANGE LTD SEDOL 6303866 | 0.07% |
| AVALARA INC SEDOL BZ1NVP4 | 0.07% |
| CHEMED CORP SEDOL 2190084 | 0.07% |
| COMMONWEALTH BK AUST P/P 144A 02.2000 11/09/2020 | 0.07% |
| LEGRAND SA SEDOL B11ZRK9 | 0.07% |
| VEREIT INC SEDOL BYVVTJ1 | 0.07% |
| AURIZON HOLDINGS LTD SEDOL B87CVM3 | 0.07% |
| BALL CORP SEDOL 2073022 | 0.07% |
| FNMA FN30 BM1172 UMBS 03.0000 03/01/2047 | 0.07% |
| LINCOLN NATIONAL CORP SEDOL 2516378 | 0.07% |
| STMICROELECTRONICS NV SEDOL 5962332 | 0.07% |
| SUN COMMUNITIES INC SEDOL 2860257 | 0.07% |
| ALLISON TRANSMISSION HOLDING SEDOL B4PZ892 | 0.07% |
| COMMERCIAL INTL BANK-GDR REG SEDOL 5668287 | 0.07% |
| CREDIT AGRICOLE SA SEDOL 7262610 | 0.07% |
| HEICO CORP SEDOL 2419217 | 0.07% |
| TOSHIBA CORP SEDOL 6897217 | 0.07% |
| AENA SME SA SEDOL BVRZ8L1 | 0.07% |
| ASPEN TECHNOLOGY INC SEDOL 2051868 | 0.07% |
| BHP GROUP PLC SEDOL BH0P3Z9 | 0.07% |
| COSTAR GROUP INC SEDOL 2262864 | 0.07% |
| ENI SPA SEDOL 7145056 | 0.07% |
| FEDERATIVE REP OF BRAZIL USD 04.6250 01/13/2028 | 0.07% |
| NEXON CO LTD SEDOL B63QM77 | 0.07% |
| TOTVS SA SEDOL B10LQP6 | 0.07% |
| TREASURY BILL 00.0000 08/06/2020 | 0.07% |
| WEST JAPAN RAILWAY CO SEDOL 6957995 | 0.07% |
| XEROX HOLDINGS CORP SEDOL BJJD5G3 | 0.07% |
| DUPONT DE NEMOURS INC SEDOL BK0VN47 | 0.06% |
| FAURECIA SEDOL 4400446 | 0.06% |
| FNMA FN30 BJ9256 UMBS 04.0000 06/01/2048 | 0.06% |
| OTSUKA CORP SEDOL 6267058 | 0.06% |
| PROSUS NV SEDOL BJDS7M4 | 0.06% |
| CITIGROUP INC 03.6680 07/24/2028 | 0.06% |
| GALAPAGOS NV SEDOL B07Q2V5 | 0.06% |
| MORGAN STANLEY 03.6250 01/20/2027 | 0.06% |
| SBERBANK PJSC -SPONSORED ADR SEDOL B5SC091 | 0.06% |
| VOLTRONIC POWER TECHNOLOGY SEDOL B96HCH8 | 0.06% |
| VORNADO REALTY TRUST SEDOL 2933632 | 0.06% |
| BRAMBLES LTD SEDOL B1FJ0C0 | 0.06% |
| WELLS FARGO & COMPANY 02.6000 07/22/2020 | 0.06% |
| FNMA FN30 BC1155 UMBS 03.0000 06/01/2046 | 0.06% |
| JPMORGAN CHASE & CO 03.6250 12/01/2027 | 0.06% |
| INGERSOLL-RAND INC SEDOL BL5GZ82 | 0.06% |
| MEDIATEK INC SEDOL 6372480 | 0.06% |
| WUXI APPTEC CO LTD-H SEDOL BGHH0L6 | 0.06% |
| DBUBS 2011-LC3A D P/P 144A 05.3348 08/10/2044 | 0.06% |
| EIFFAGE SEDOL B13X013 | 0.06% |
| INTERPUBLIC GROUP COS 04.6500 10/01/2028 | 0.06% |
| JERONIMO MARTINS SEDOL B1Y1SQ7 | 0.06% |
| NOMURA RESEARCH INSTITUTE LT SEDOL 6390921 | 0.06% |
| RELIANCE STEEL & ALUMINUM SEDOL 2729068 | 0.06% |
| SUN HUNG KAI PROPERTIES SEDOL 6859927 | 0.06% |
| ARKEMA SEDOL B0Z5YZ2 | 0.06% |
| CATERPILLAR INC SEDOL 2180201 | 0.06% |
| CENTRE TESTING INTL GROUP-A SEDOL BD5C7D3 | 0.06% |
| GOODMAN GROUP SEDOL B03FYZ4 | 0.06% |
| ITOCHU TECHNO-SOLUTIONS CORP SEDOL 6200194 | 0.06% |
| MONSTER BEVERAGE CORP SEDOL BZ07BW4 | 0.06% |
| YANDEX NV-A SEDOL B5BSZB3 | 0.06% |
| ACCENTURE PLC-CL A SEDOL B4BNMY3 | 0.06% |
| AT&T INC. 03.8000 02/15/2027 | 0.06% |
| CAMDEN PROPERTY TRUST SEDOL 2166320 | 0.06% |
| DNB BANK ASA P/P 144A 02.1500 12/02/2022 | 0.06% |
| GOLDMAN SACHS GROUP INC 03.8500 01/26/2027 | 0.06% |
| AMERICAN TOWER CORP 03.1250 01/15/2027 | 0.06% |
| CAS 2016-C02 1M2 06.9466 09/25/2028 | 0.06% |
| TORONTO-DOMINION BANK USD 01.9000 12/01/2022 | 0.06% |
| BANK OF AMERICA CORP 06.1100 01/29/2037 | 0.06% |
| DISCOVERY INC - A SEDOL B3D7K31 | 0.06% |
| SIRIUS XM RADIO INC P/P 144A 05.0000 08/01/2027 | 0.06% |
| SNAM SPA SEDOL 7251470 | 0.06% |
| SPST 2019-3 A 01.6285 06/24/2020 | 0.06% |
| UNITED MEXICAN STATES USD 05.5500 01/21/2045 | 0.06% |
| ADECCO GROUP AG-REG SEDOL 7110720 | 0.06% |
| ASML HOLDING NV SEDOL B929F46 | 0.06% |
| ASTRAZENECA PLC SEDOL 0989529 | 0.06% |
| MWST 2019-1 A 01.7466 06/25/2052 | 0.06% |
| PPG INDUSTRIES INC SEDOL 2698470 | 0.06% |
| SERVICEMASTER GLOBAL HOLDING SEDOL BNG8BF0 | 0.06% |
| AGL ENERGY LTD SEDOL BSS7GP5 | 0.05% |
| CONSOLIDATED EDISON INC SEDOL 2216850 | 0.05% |
| DAIWA HOUSE INDUSTRY CO LTD SEDOL 6251363 | 0.05% |
| SPST 2019-7 A 01.6285 09/24/2020 | 0.05% |
| UBS GROUP AG P/P 144A 03.4910 05/23/2023 | 0.05% |
| ABN AMRO BANK NV-CVA SEDOL BYQP136 | 0.05% |
| CIT GROUP INC. 05.2500 03/07/2025 | 0.05% |
| CK HUTCHISON HOLDINGS LTD SEDOL BW9P816 | 0.05% |
| CVS HEALTH CORP 04.7800 03/25/2038 | 0.05% |
| FNMA FN30 AS7003 UMBS 03.0000 04/01/2046 | 0.05% |
| JUMBO SA SEDOL 7243530 | 0.05% |
| SALESFORCE.COM INC 03.7000 04/11/2028 | 0.05% |
| ACS ACTIVIDADES SEDOL B01FLQ6 | 0.05% |
| DR HORTON INC SEDOL 2250687 | 0.05% |
| EQUITY LIFESTYLE PROPERTIES SEDOL 2563125 | 0.05% |
| HSBC HOLDINGS PLC SEDOL 0540528 | 0.05% |
| SPST 2019-11 A 01.6785 10/24/2020 | 0.05% |
| TENCENT HOLDINGS LTD-UNS ADR SEDOL B3F2DZ7 | 0.05% |
| AIER EYE HOSPITAL GROUP CO-A SEDOL BD5CLQ4 | 0.05% |
| AXALTA COATING SYSTEMS LTD SEDOL BSFWCF5 | 0.05% |
| CHARLES RIVER LABORATORIES SEDOL 2604336 | 0.05% |
| CME GROUP INC SEDOL 2965839 | 0.05% |
| NATIONAL AUSTRALIA BK/NY 02.1250 05/22/2020 | 0.05% |
| SUNNY FRIEND ENVIRONMENTAL T SEDOL B6RXHJ1 | 0.05% |
| TECHTRONIC INDUSTRIES CO LTD SEDOL B0190C7 | 0.05% |
| FIAT CHRYSLER AUTOMOBILES NV SEDOL BRJFWP3 | 0.05% |
| GENPACT LTD SEDOL B23DBK6 | 0.05% |
| AT&T INC 04.1000 02/15/2028 | 0.05% |
| AUST & NZ BANKING GROUP USD 02.1250 08/19/2020 | 0.05% |
| CAS 2016-C01 1M2 07.6966 08/25/2028 | 0.05% |
| CHARTER COMM OPT LLC 06.4840 10/23/2045 | 0.05% |
| FNMA FN30 BC2733 UMBS 03.0000 05/01/2046 | 0.05% |
| HENDERSON LAND DEVELOPMENT SEDOL 6420538 | 0.05% |
| TREASURY BILL 00.0000 06/18/2020 | 0.05% |
| WR BERKLEY CORP SEDOL 2093644 | 0.05% |
| DEUTSCHE WOHNEN SE SEDOL B0YZ0Z5 | 0.05% |
| ISRAEL DISCOUNT BANK -A SEDOL 6451271 | 0.05% |
| NIELSEN HOLDINGS PLC SEDOL BWFY550 | 0.05% |
| SPST 2020-2 A 01.7549 03/26/2021 | 0.05% |
| STORE CAPITAL CORP SEDOL BSKRKJ5 | 0.05% |
| APARTMENT INVT & MGMT CO -A SEDOL BJLNBG3 | 0.05% |
| BANK OF AMERICA CORP 03.2480 10/21/2027 | 0.05% |
| DBS GROUP HOLDINGS LTD SEDOL 6175203 | 0.05% |
| FUJITSU LTD SEDOL 6356945 | 0.05% |
| KBC GROUP NV SEDOL 4497749 | 0.05% |
| LNSTR 2015-3 B P/P 144A 03.1423 04/20/2048 | 0.05% |
| MERCADOLIBRE INC SEDOL B23X1H3 | 0.05% |
| BANK TABUNGAN PENSIUNAN NASI SEDOL BFNBJ41 | 0.05% |
| CAD/USD 04/15/2020 SSBT | 0.05% |
| DNB NOR ASA SEDOL 4263304 | 0.05% |
| FNMA FN30 AS8056 UMBS 03.0000 10/01/2046 | 0.05% |
| MRAIT 2020-2 A 02.7311 10/22/2020 | 0.05% |
| REINSURANCE GROUP OF AMERICA SEDOL 2731193 | 0.05% |
| SVENSKA HANDELSBANKEN AB USD 01.9500 09/08/2020 | 0.05% |
| TELEFONICA EMISIONES SAU USD 04.8950 03/06/2048 | 0.05% |
| BERKELEY GROUP HOLDINGS/THE SEDOL B02L3W3 | 0.04% |
| BOC HONG KONG HOLDINGS LTD SEDOL 6536112 | 0.04% |
| CAS 2015-C04 2M2 06.4966 04/25/2028 | 0.04% |
| CLP HOLDINGS LTD SEDOL 6097017 | 0.04% |
| FAIRFAX FINL HLDGS USD 04.8500 04/17/2028 | 0.04% |
| FORTESCUE METALS GROUP LTD SEDOL B2B2B49 | 0.04% |
| JAPAN AIRLINES CO LTD SEDOL B8BRV46 | 0.04% |
| UNILEVER PLC SEDOL B10RZP7 | 0.04% |
| ZURICH INSURANCE GROUP AG SEDOL 5983816 | 0.04% |
| ARISTOCRAT LEISURE LTD SEDOL 6253983 | 0.04% |
| BANQUE FED CRED MUTU P/P 144A 02.2000 07/20/2020 | 0.04% |
| SARTORIUS STEDIM BIOTECH SEDOL BYZ2QP5 | 0.04% |
| SHENZHOU INTERNATIONAL GROUP SEDOL B0MP1B0 | 0.04% |
| TELSTRA CORP LTD SEDOL 6087289 | 0.04% |
| TREASURY BILL 00.0000 06/11/2020 | 0.04% |
| BROADRIDGE FINANCIAL SOLUTIO SEDOL B1VP7R6 | 0.04% |
| CELANESE CORP SEDOL B05MZT4 | 0.04% |
| COCA-COLA HBC AG-DI SEDOL B9895B7 | 0.04% |
| HOME DEPOT INC SEDOL 2434209 | 0.04% |
| KAO CORP SEDOL 6483809 | 0.04% |
| KOSE CORP SEDOL 6194468 | 0.04% |
| MICROSOFT CORP 02.4000 08/08/2026 | 0.04% |
| VOLVO AB-B SHS SEDOL B1QH830 | 0.04% |
| BPCE SA P/P 144A 04.5000 03/15/2025 | 0.04% |
| FIRSTENERGY TRANSMIS P/P 144A 05.4500 07/15/2044 | 0.04% |
| FNMA FN40 BF0171 UMBS 04.0000 01/01/2057 | 0.04% |
| JUST EAT TAKEAWAY SEDOL BYQ7HZ6 | 0.04% |
| LI NING CO LTD SEDOL B01JCK9 | 0.04% |
| MEITUAN DIANPING SEDOL BGJW376 | 0.04% |
| MICROSOFT CORP 03.7000 08/08/2046 | 0.04% |
| NEWMARKET CORP SEDOL B01CGF1 | 0.04% |
| REPUBLIC OF INDONESIA REGS 04.7500 01/08/2026 | 0.04% |
| WFRBS 2011-C2 D P/P 144A 05.6626 02/15/2044 | 0.04% |
| YANGZIJIANG SHIPBUILDING SEDOL B1VT035 | 0.04% |
| CCO HOLDINGS LLC P/P 144A 05.3750 06/01/2029 | 0.04% |
| CF INDUSTRIES INC P/P 144A 04.5000 12/01/2026 | 0.04% |
| MANUF & TRADERS TRUST CO 02.0500 08/17/2020 | 0.04% |
| ROKU INC SEDOL BZ1LFG7 | 0.04% |
| SPRINT CORP 07.8750 09/15/2023 | 0.04% |
| STANDARD IND INC P/P 144A 05.0000 02/15/2027 | 0.04% |
| US 10YR ULTRA FUT JUN20 UXYM0 | 0.04% |
| US FOODS HOLDING CORP SEDOL BYVFC94 | 0.04% |
| WILCON DEPOT INC SEDOL BYXYHM7 | 0.04% |
| GAMING AND LEISURE PROPERTIE SEDOL BFPK4S5 | 0.04% |
| SHERWIN-WILLIAMS CO/THE SEDOL 2804211 | 0.04% |
| SUZUKEN CO LTD SEDOL 6865560 | 0.04% |
| COMPANHIA DE LOCACAO DAS AME SEDOL B82CQN4 | 0.04% |
| LIBERTY MEDIA CORP-LIBERTY-C SEDOL BD8QGD5 | 0.04% |
| SOUTHERN CO/THE SEDOL 2829601 | 0.04% |
| SUNDRUG CO LTD SEDOL 6817895 | 0.04% |
| TEXAS INSTRUMENTS INC SEDOL 2885409 | 0.04% |
| TJX COMPANIES INC SEDOL 2989301 | 0.04% |
| ALFRESA HOLDINGS CORP SEDOL 6687214 | 0.04% |
| ARROW ELECTRONICS INC SEDOL 2051404 | 0.04% |
| CWALT 2006-OA10 4A1 01.1366 08/25/2046 | 0.04% |
| HILTON WORLDWIDE FIN LLC 04.8750 04/01/2027 | 0.04% |
| OBAYASHI CORP SEDOL 6656407 | 0.04% |
| SHOPRITE HOLDINGS LTD SEDOL 6801575 | 0.04% |
| TESCO PLC SEDOL 0884709 | 0.04% |
| UNITED MEXICAN STATES USD 03.2500 04/16/2030 | 0.04% |
| 2.00 R ISWP FWD US0003M P 03/18/2050 | 0.04% |
| CHINA RESOURCES GAS GROUP LT SEDOL 6535517 | 0.04% |
| OMV AG SEDOL 4651459 | 0.04% |
| UNITED MEXICAN STATES USD 04.5000 04/22/2029 | 0.04% |
| ABBVIE INC 02.5000 05/14/2020 | 0.04% |
| APPLE INC 04.2500 02/09/2047 | 0.04% |
| BCE INC SEDOL B188TH2 | 0.04% |
| BRISTOL-MYERS P/P 144A 02.9000 07/26/2024 | 0.04% |
| CAS 2016-C04 1M2 05.1966 01/25/2029 | 0.04% |
| CITIGROUP INC 02.6500 10/26/2020 | 0.04% |
| EURONET WORLDWIDE INC | 0.04% |
| FEDERAL REALTY INVS TRUST SEDOL 2333931 | 0.04% |
| IDACORP INC SEDOL 2296937 | 0.04% |
| LPL FINANCIAL HOLDINGS INC SEDOL B75JX34 | 0.04% |
| MICROCHIP TECH INC 04.3330 06/01/2023 | 0.04% |
| NITTO DENKO CORP SEDOL 6641801 | 0.04% |
| NOVARTIS CAPITAL CORP 04.0000 11/20/2045 | 0.04% |
| NRG ENERGY INC P/P 144A 04.4500 06/15/2029 | 0.04% |
| UNITEDHEALTH GROUP INC 03.8500 06/15/2028 | 0.04% |
| AMERICAN FINANCIAL GROUP INC SEDOL 2134532 | 0.04% |
| BRIGHT HORIZONS FAMILY SOLUT SEDOL B7MJWP2 | 0.04% |
| CELLNEX TELECOM SA SEDOL BX90C05 | 0.04% |
| COSTCO WHOLESALE CORP SEDOL 2701271 | 0.04% |
| FHLMC FR30 ZS4703 UMBS 03.0000 02/01/2047 | 0.04% |
| GOLDMAN SACHS GROUP INC 04.2230 05/01/2029 | 0.04% |
| HOSHIZAKI CORP SEDOL B3FF8W8 | 0.04% |
| M3 INC SEDOL B02K2M3 | 0.04% |
| ORACLE CORP 04.0000 11/15/2047 | 0.04% |
| SMC CORP SEDOL 6763965 | 0.04% |
| SMITH & NEPHEW PLC SEDOL 0922320 | 0.04% |
| TOYOTA MOTOR CORP SEDOL 6900643 | 0.04% |
| UCB SA SEDOL 5596991 | 0.04% |
| AMAZON.COM INC 03.1500 08/22/2027 | 0.03% |
| AMDOCS LTD SEDOL 2256908 | 0.03% |
| ANZ NEW ZEALAND INT P/P 144A 02.8750 01/25/2022 | 0.03% |
| CARDINAL HEALTH INC SEDOL 2175672 | 0.03% |
| CHENIERE CORP CHRIST 05.1250 06/30/2027 | 0.03% |
| COMM 2010-C1 D P/P 144A 05.8948 07/10/2046 | 0.03% |
| DIGITAL REALTY TRUST LP 04.4500 07/15/2028 | 0.03% |
| NOMURA REAL ESTATE HOLDINGS SEDOL B1CWJM5 | 0.03% |
| POPULAR INC SEDOL B86QM90 | 0.03% |
| TELEKOMUNIKASI INDONESIA PER SEDOL BD4T6W7 | 0.03% |
| VONOVIA SE SEDOL BBJPFY1 | 0.03% |
| BANK OF MONTREAL USD 03.1000 04/13/2021 | 0.03% |
| BRDCOM CRP / FIN 03.8750 01/15/2027 | 0.03% |
| CAS 2015-C04 1M2 06.6466 04/25/2028 | 0.03% |
| CHS/COMMUNITY HEALTH SYS 06.2500 03/31/2023 | 0.03% |
| ECOLAB INC 02.7000 11/01/2026 | 0.03% |
| HIKARI TSUSHIN INC SEDOL 6416322 | 0.03% |
| JPMCC 2012-C6 E P/P 144A 05.1571 05/15/2045 | 0.03% |
| ODAKYU ELECTRIC RAILWAY CO SEDOL 6656106 | 0.03% |
| ONO PHARMACEUTICAL CO LTD SEDOL 6660107 | 0.03% |
| PETROLEOS MEXICANOS P/P 144A 06.8400 01/23/2030 | 0.03% |
| TAYLOR WIMPEY PLC SEDOL 0878230 | 0.03% |
| UNITEDHEALTH GROUP INC 03.1500 06/15/2021 | 0.03% |
| WILMAR INTERNATIONAL LTD SEDOL B17KC69 | 0.03% |
| JOHNSON CONTROLS INTL PL 04.5000 02/15/2047 | 0.03% |
| JPMORGAN CHASE & CO 04.6000 01/23/2050 | 0.03% |
| MTN GROUP LTD SEDOL 6563206 | 0.03% |
| NATIONAL AUSTRALIA BK/NY 02.5000 01/12/2021 | 0.03% |
| SEI INVESTMENTS COMPANY SEDOL 2793610 | 0.03% |
| TEMPUR SEALY INTERNATIONAL I SEDOL 2216991 | 0.03% |
| TPAT 2018-SL1 A P/P 144A 02.2268 01/25/2046 | 0.03% |
| AMAZON.COM INC. 02.5000 11/29/2022 | 0.03% |
| CACI INTERNATIONAL INC -CL A SEDOL 2159267 | 0.03% |
| ENERGY TRANSFER OPERATNG 06.6250 02/15/2028 | 0.03% |
| FERRARI NV SEDOL BD6G507 | 0.03% |
| GSMS 2011-GC3 D P/P 144A 05.6366 03/10/2044 | 0.03% |
| LAFARGEHOLCIM LTD-REG SEDOL 7110753 | 0.03% |
| MGIC INVESTMENT CORP SEDOL 2548616 | 0.03% |
| MSBAM 2014-C17 C 04.4986 08/15/2047 | 0.03% |
| REP OF INDONESIA P/P 144A 04.3500 01/08/2027 | 0.03% |
| US BANCORP 02.6250 01/24/2022 | 0.03% |
| ALKERMES PLC SEDOL B3P6D26 | 0.03% |
| ASHTEAD CAPITAL INC P/P 144A 04.3750 08/15/2027 | 0.03% |
| BANK OF AMERICA CORP 03.4990 05/17/2022 | 0.03% |
| BMW US CAPITAL LLC P/P 144A 02.0000 04/11/2021 | 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% |
| FNMA FN30 AS7154 UMBS 03.0000 05/01/2046 | 0.03% |
| GENERAL MOTORS FINL CO 04.0000 10/06/2026 | 0.03% |
| IVORY COAST REGS 06.1250 06/15/2033 | 0.03% |
| LAMB WESTON HOLDINGS P/P 144A 04.8750 11/01/2026 | 0.03% |
| LG HOUSEHOLD & HEALTH CARE SEDOL 6344456 | 0.03% |
| LUNDIN PETROLEUM AB SEDOL 7187627 | 0.03% |
| NORWEGIAN CRUISE LINE HOLDIN SEDOL B9CGTC3 | 0.03% |
| PNC BANK NA 02.0280 12/09/2022 | 0.03% |
| SEKISUI HOUSE LTD SEDOL 6793906 | 0.03% |
| THE BANK OF NOVA SCOTIA USD 02.7000 03/07/2022 | 0.03% |
| TREASURY BILL 00.0000 05/07/2020 | 0.03% |
| BAJAJ FINANCE LTD SEDOL BD2N0P2 | 0.03% |
| BT GROUP PLC SEDOL 3091357 | 0.03% |
| COMCAST CORP 03.9690 11/01/2047 | 0.03% |
| CWALT 2006-OA7 1A2 02.9059 06/25/2046 | 0.03% |
| EQUINOR ASA USD 02.9000 11/08/2020 | 0.03% |
| NRG P/P 144A 03.7500 06/15/2024 | 0.03% |
| SINO-AMERICAN SILICON PRODUC SEDOL 6335278 | 0.03% |
| ASAHI INTECC CO LTD SEDOL B019MQ5 | 0.03% |
| BROADCOM CRP / CAYM 03.5000 01/15/2028 | 0.03% |
| CAPGEMINI SE SEDOL 4163437 | 0.03% |
| CAS 2020-R01 1M2 02.9966 01/25/2040 | 0.03% |
| ENTERPRISE PRODUCTS OPER 04.2500 02/15/2048 | 0.03% |
| FIDELITY NATIONAL INFO SERV SEDOL 2769796 | 0.03% |
| NEC CORP SEDOL 6640400 | 0.03% |
| RUSSIAN FEDERATION P/P 144A 04.3750 03/21/2029 | 0.03% |
| WFRBS 2011-C3 D P/P 144A 05.6807 03/15/2044 | 0.03% |
| ASHLAND GLOBAL HOLDINGS INC SEDOL BYND5N1 | 0.03% |
| ISRAEL CHEMICALS LTD SEDOL 6455530 | 0.03% |
| KINDER MORGAN INC 03.1500 01/15/2023 | 0.03% |
| ROCHE HOLDINGS INC P/P 144A 04.0000 11/28/2044 | 0.03% |
| UBS AG LONDON P/P 144A 02.2000 06/08/2020 | 0.03% |
| WFRBS 2014-C22 XA IO 00.8077 09/15/2057 | 0.03% |
| AIR LEASE CORP 04.6250 10/01/2028 | 0.03% |
| AT&T INC 04.7500 05/15/2046 | 0.03% |
| CHOCOLADEFABRIKEN LINDT-PC SEDOL 5962280 | 0.03% |
| COMMONWEALTH BK AUST P/P 144A 03.1500 09/19/2027 | 0.03% |
| FNMA FN30 AS8074 UMBS 03.0000 10/01/2046 | 0.03% |
| JUBILANT FOODWORKS LTD SEDOL B3PRM66 | 0.03% |
| KEURIG DR PEPPER INC 04.5970 05/25/2028 | 0.03% |
| MET LIFE GLOB P/P 144A 02.4000 06/17/2022 | 0.03% |
| MOODY S CORP | 0.03% |
| SANTOS LTD SEDOL 6776703 | 0.03% |
| SPRINT CAPITAL CORPORATION 06.8750 11/15/2028 | 0.03% |
| SWISS LIFE HOLDING AG-REG SEDOL 7437805 | 0.03% |
| TENET HEALTHCARE P/P 144A 04.8750 01/01/2026 | 0.03% |
| VERTIV TLB L+300 04.6550 03/02/2027 | 0.03% |
| AIR LIQUIDE SA SEDOL B1YXBJ7 | 0.02% |
| COGNIZANT TECH SOLUTIONS-A SEDOL 2257019 | 0.02% |
| ENERGY TRANSFER OPERA 05.8750 01/15/2024 | 0.02% |
| MBX.FN30.500.10 R USL1M P 01/12/41 BC | 0.02% |
| MITSUBISHI UFJ LEASE & FINAN SEDOL 6268976 | 0.02% |
| MORGAN STANLEY 04.3750 01/22/2047 | 0.02% |
| RAYTHEON COMPANY 02.5000 12/15/2022 | 0.02% |
| SHELL INTERNATIONAL FIN USD 02.8750 05/10/2026 | 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% |
| AMERICAN ELECTRIC POWER 04.3000 12/01/2028 | 0.02% |
| AUD/USD 04/15/2020 UBS | 0.02% |
| AUTOMATIC DATA PROCESSING SEDOL 2065308 | 0.02% |
| BAE SYSTEMS PLC SEDOL 0263494 | 0.02% |
| FIDELITY NATL INFO SERV 03.7500 05/21/2029 | 0.02% |
| FISERV INC 04.2000 10/01/2028 | 0.02% |
| MATCH GROUP INC P/P 144A 05.0000 12/15/2027 | 0.02% |
| NATIONAL BANK OF CANADA SEDOL 2077303 | 0.02% |
| NORTHROP GRUMMAN CORP 03.2500 01/15/2028 | 0.02% |
| ORACLE CORP 02.6500 07/15/2026 | 0.02% |
| OUTFRONT MEDIA INC SEDOL BSP6611 | 0.02% |
| SOHGO SECURITY SERVICES CO SEDOL 6546359 | 0.02% |
| STACR 2015-DNA3 M2 03.7966 04/25/2028 | 0.02% |
| TEMPO ACQ LLC/FI P/P 144A 06.7500 06/01/2025 | 0.02% |
| TORONTO-DOMINION BANK SEDOL 2897222 | 0.02% |
| AIG GLOBAL FUNDING P/P 144A 02.1500 07/02/2020 | 0.02% |
| AMER TRANS SYST P/P 144A 05.0000 09/01/2044 | 0.02% |
| AMERICAN EXPRESS CO SEDOL 2026082 | 0.02% |
| BAFC 2005-B 3M1 01.4479 04/20/2035 | 0.02% |
| CISCO SYSTEMS INC 02.2000 02/28/2021 | 0.02% |
| CSAIL 2015-C1 D P/P 144A 03.7705 04/15/2050 | 0.02% |
| EXTENDED STAY AMERICA INC SEDOL BGH3F75 | 0.02% |
| EXXON MOBIL CORPORATION 02.2220 03/01/2021 | 0.02% |
| GJENSIDIGE FORSIKRING ASA SEDOL B4PH0C5 | 0.02% |
| GLOBAL PAYMENTS INC 04.0000 06/01/2023 | 0.02% |
| JP MORGAN CHASE BANK NA 03.0860 04/26/2021 | 0.02% |
| KIMBERLY-CLARK CORP SEDOL 2491839 | 0.02% |
| MET LIFE GLOB P/P 144A 01.9500 01/13/2023 | 0.02% |
| NAVISTAR INTL TLB L+350 04.2800 11/06/2024 | 0.02% |
| PROTECTIVE LIFE GLO P/P 144A 02.2620 04/08/2020 | 0.02% |
| SAMI 2007-AR7 1A1 01.7966 05/25/2047 | 0.02% |
| WALT DISNEY COMPANY 07.7500 12/01/2045 | 0.02% |
| WILLIS TOWERS WATSON PLC USD 05.7500 03/15/2021 | 0.02% |
| Z HOLDINGS CORP SEDOL 6084848 | 0.02% |
| ALPHABET INC 03.6250 05/19/2021 | 0.02% |
| AMERICAN CAMPUS COMMUNITIES SEDOL B02H871 | 0.02% |
| ANHEUSER-BUSCH CO/IN 03.6500 02/01/2026 | 0.02% |
| AXIS CAPITAL HOLDINGS LTD SEDOL 2677606 | 0.02% |
| BANK OF NOVA SCOTIA USD 02.3500 10/21/2020 | 0.02% |
| CANTOR FITZGERALD LP P/P 144A 06.5000 06/17/2022 | 0.02% |
| CAS 2016-C03 2M2 06.8466 10/25/2028 | 0.02% |
| CENTENE CORP P/P 144A 04.6250 12/15/2029 | 0.02% |
| CFCRE 2011-C2 E P/P 144A 05.7436 12/15/2047 | 0.02% |
| CSC HOLDINGS LLC 05.2500 06/01/2024 | 0.02% |
| CURTISS-WRIGHT CORP SEDOL 2241205 | 0.02% |
| FISHER PAYKEL SEDOL 6340250 | 0.02% |
| KOBAYASHI PHARMACEUTICAL CO SEDOL 6149457 | 0.02% |
| LIBERTY MEDIA COR-SIRIUSXM A SEDOL BD8QGF7 | 0.02% |
| MYLAN NV SEDOL BVFMFG8 | 0.02% |
| PFIZER INC 01.9500 06/03/2021 | 0.02% |
| STACR 2015-DNA3 M3 05.6466 04/25/2028 | 0.02% |
| TORONTO-DOMINION BANK USD 03.6250 09/15/2031 | 0.02% |
| UBS GROUP AG P/P 144A 04.1250 04/15/2026 | 0.02% |
| VIACOMCBS INC 02.9000 01/15/2027 | 0.02% |
| VIACOMCBS INC 04.2000 06/01/2029 | 0.02% |
| ALLY FINANCIAL INC 08.0000 11/01/2031 | 0.02% |
| AMERICAN TOWER CORP 02.7500 01/15/2027 | 0.02% |
| AMUNDI SA SEDOL BYZR014 | 0.02% |
| AUTOZONE INC SEDOL 2065955 | 0.02% |
| BIOGEN INC 03.6250 09/15/2022 | 0.02% |
| DOW CHEMICAL CO/THE 03.5000 10/01/2024 | 0.02% |
| ENERGY TRANSFER OPERATNG 03.7500 05/15/2030 | 0.02% |
| GCP APPLIED TECH P/P 144A 05.5000 04/15/2026 | 0.02% |
| GSMS 2014-GC22 C 04.6907 06/10/2047 | 0.02% |
| HARGREAVES LANSDOWN PLC SEDOL B1VZ0M2 | 0.02% |
| HCA INC 05.3750 09/01/2026 | 0.02% |
| JPMBB 2014-C19 C 04.6785 04/15/2047 | 0.02% |
| KEURIG DR PEPPER INC 04.4170 05/25/2025 | 0.02% |
| L3HARRIS TECHNOLOGIES INC SEDOL BK9DTN5 | 0.02% |
| OSHKOSH CORP 04.6000 05/15/2028 | 0.02% |
| QUEST DIAGNOSTICS INC SEDOL 2702791 | 0.02% |
| REPUBLIC OF SENEGAL REGS 06.2500 05/23/2033 | 0.02% |
| ROSS STORES INC SEDOL 2746711 | 0.02% |
| SEK/USD 06/17/2020 SSBT | 0.02% |
| STAPLES INC P/P 144A 07.5000 04/15/2026 | 0.02% |
| TRANSCANADA TRUST USD 05.3000 03/15/2077 | 0.02% |
| UNITED TECHNOLOGIES CORP 04.1250 11/16/2028 | 0.02% |
| WAMU 2005-AR12 1A8 03.8631 10/25/2035 | 0.02% |
| WFCM 2013-LC12 D P/P 144A 04.2825 07/15/2046 | 0.02% |
| AES CORP/THE 05.1250 09/01/2027 | 0.02% |
| AMERICAN INTL GROUP 08.1750 05/15/2058 | 0.02% |
| BANK OF AMERICA CORP 06.1000 12/29/2049 | 0.02% |
| CAS 2016-C01 2M2 07.8966 08/25/2028 | 0.02% |
| CIGNA CORP 03.7500 07/15/2023 | 0.02% |
| CREDIT SUISSE GRP AG P/P 144A 06.2500 12/18/2024 | 0.02% |
| EQUINIX INC 03.2000 11/18/2029 | 0.02% |
| FUJIFILM HOLDINGS CORP SEDOL 6356525 | 0.02% |
| GLENCORE FUNDING LLC P/P 144A 04.0000 04/16/2025 | 0.02% |
| GLENCORE FUNDING LLC P/P 144A 04.6250 04/29/2024 | 0.02% |
| INTL FLAVOR & FRAGRANCES 04.4500 09/26/2028 | 0.02% |
| JONES LANG LASALLE INC SEDOL 2040640 | 0.02% |
| JPMBB 2014-C22 C 04.5543 09/15/2047 | 0.02% |
| LBMLT 2004-1 A2 01.7466 02/25/2034 | 0.02% |
| MERCK & CO INC 03.7000 02/10/2045 | 0.02% |
| NEW RESIDENTIAL INVESTMENT SEDOL BRJ9GW0 | 0.02% |
| NUTRIEN LTD. USD 04.2000 04/01/2029 | 0.02% |
| SERVICE CORP INTL 05.3750 05/15/2024 | 0.02% |
| SPST 2019-WL1 A 01.5966 08/25/2052 | 0.02% |
| TEVA PHARMACEUTICALS NE USD 06.0000 04/15/2024 | 0.02% |
| TRANSDIGM INC. P/P 144A 06.2500 03/15/2026 | 0.02% |
| TREASURY BILL 00.0000 06/25/2020 | 0.02% |
| VODAFONE GROUP PLC USD 04.3750 05/30/2028 | 0.02% |
| BOISE CASCADE CO P/P 144A 05.6250 09/01/2024 | 0.02% |
| CGCMT 2014-GC21 AS 04.0260 05/10/2047 | 0.02% |
| CITIGROUP INC 02.9000 12/08/2021 | 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% |
| DIRECT LINE INSURANCE GROUP SEDOL BY9D0Y1 | 0.02% |
| DOLLAR TREE INC SEDOL 2272476 | 0.02% |
| DOMINICAN REPUBLIC REGS 05.9500 01/25/2027 | 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% |
| FAIRFAX US INC P/P 144A 04.8750 08/13/2024 | 0.02% |
| LIBERTY MEDIA COR-SIRIUSXM C SEDOL BD8QGH9 | 0.02% |
| MCAS 2019-01 M7 P/P 144A 02.6466 10/15/2049 | 0.02% |
| NOVELIS CORP P/P 144A 05.8750 09/30/2026 | 0.02% |
| ONCOR ELECTRIC DELIV 03.7500 04/01/2045 | 0.02% |
| REPUBLIC OF COLOMBIA USD 03.8750 04/25/2027 | 0.02% |
| SHIRE ACQ INV IE 03.2000 09/23/2026 | 0.02% |
| STEVENS HLDG CO INC P/P 144A 06.1250 10/01/2026 | 0.02% |
| TARGA RESOURCES PART 05.0000 01/15/2028 | 0.02% |
| TENET HEALTHCARE COR P/P 144A 05.1250 11/01/2027 | 0.02% |
| VISTRA OPERATION P/P 144A 03.5500 07/15/2024 | 0.02% |
| WALT DISNEY CO/THE SEDOL 2270726 | 0.02% |
| WEINGARTEN REALTY INVESTORS SEDOL 2946618 | 0.02% |
| WELLS FARGO & COMPANY 05.8750 12/29/2049 | 0.02% |
| WESTROCK MWV LLC 08.2000 01/15/2030 | 0.02% |
| ABN AMRO BANK NV P/P 144A 02.4500 06/04/2020 | 0.02% |
| AES CORP/THE 05.5000 04/15/2025 | 0.02% |
| AXA SA SEDOL 7088429 | 0.02% |
| BANCO SANTANDER SA USD 05.1790 11/19/2025 | 0.02% |
| BUPA ARABIA 144A/REGS WARRANT 12/16/2021 | 0.02% |
| CWALT 2005-59 1A1 01.1029 11/20/2035 | 0.02% |
| DUKE ENERGY OHIO INC 03.6500 02/01/2029 | 0.02% |
| ELI LILLY & CO SEDOL 2516152 | 0.02% |
| EOG RESOURCES INC 02.6250 03/15/2023 | 0.02% |
| FEDERATIVE REP OF BRAZIL USD 04.2500 01/07/2025 | 0.02% |
| FHLMC FR30 ZS9547 UMBS 04.0000 09/01/2045 | 0.02% |
| GRAY TELEVISION INC P/P 144A 07.0000 05/15/2027 | 0.02% |
| HOME DEPOT INC 02.6250 06/01/2022 | 0.02% |
| MSBAM 2012-C6 D P/P 144A 04.6075 11/15/2045 | 0.02% |
| NAVISTAR INTL CORP P/P 144A 06.6250 11/01/2025 | 0.02% |
| NETFLIX INC. 05.8750 11/15/2028 | 0.02% |
| PLANTRONICS INC P/P 144A 05.5000 05/31/2023 | 0.02% |
| STACR 2016-HQA2 M3 06.0966 11/25/2028 | 0.02% |
| UNITEDHEALTH GROUP INC SEDOL 2917766 | 0.02% |
| WASTE PRO USA INC P/P 144A 05.5000 02/15/2026 | 0.02% |
| WEYERHAEUSER CO 07.3750 03/15/2032 | 0.02% |
| APPLE INC 02.8500 05/06/2021 | 0.02% |
| BANK OF MONTREAL SEDOL 2076009 | 0.02% |
| BP CAPITAL MARKETS PLC USD 03.2790 09/19/2027 | 0.02% |
| CAN IMPERIAL BK OF COMMERCE SEDOL 2170525 | 0.02% |
| CELANESE US HOLDINGS LLC 03.5000 05/08/2024 | 0.02% |
| CHEVRON CORP 02.1000 05/16/2021 | 0.02% |
| ENDEAVOR ENERGY P/P 144A 05.7500 01/30/2028 | 0.02% |
| ERAC USA FINANCE LLC P/P 144A 07.0000 10/15/2037 | 0.02% |
| EXXON MOBIL CORP SEDOL 2326618 | 0.02% |
| FIRST QUANTUM MINERA P/P 144A 07.5000 04/01/2025 | 0.02% |
| GFL ENVIRONMENTAL P/P 144A 07.0000 06/01/2026 | 0.02% |
| GSMS 2011-GC3 C P/P 144A 05.6366 03/10/2044 | 0.02% |
| HCA INC 04.1250 06/15/2029 | 0.02% |
| IBM CORP 01.8750 08/01/2022 | 0.02% |
| IHEARTCOMMUNICATIONS INC 08.3750 05/01/2027 | 0.02% |
| MIZUHO FINANCIAL GROUP INC SEDOL 6591014 | 0.02% |
| OMNICOM GP/OMNICOM CAP 03.6000 04/15/2026 | 0.02% |
| ORKLA ASA SEDOL B1VQF42 | 0.02% |
| PERTAMINA PERSERO PT P/P 144A 04.3000 05/20/2023 | 0.02% |
| RBS GLOBAL/REXNO P/P 144A 04.8750 12/15/2025 | 0.02% |
| SPRINT CORP 07.2500 09/15/2021 | 0.02% |
| SWISS PRIME SITE-REG SEDOL B083BH4 | 0.02% |
| TENET HEALTHCARE CORP 08.1250 04/01/2022 | 0.02% |
| VERIZON COMMUNICATIONS 04.4000 11/01/2034 | 0.02% |
| VERIZON COMMUNICATIONS 05.2500 03/16/2037 | 0.02% |
| VIDEOTRON LTD / LTEE P/P 144A 05.1250 04/15/2027 | 0.02% |
| VISTRA OPERATION P/P 144A 04.3000 07/15/2029 | 0.02% |
| VTB BANK (VTB CAP SA P/P 144A 06.9500 10/17/2022 | 0.02% |
| APPLE INC 03.8500 05/04/2043 | 0.02% |
| AXA SA P/P 144A 06.3790 12/29/2049 | 0.02% |
| BMIR 2018-2A M1B P/P 144A 02.2966 08/25/2028 | 0.02% |
| DOMINICAN REPUBLIC REGS 06.8750 01/29/2026 | 0.02% |
| GOOGLE INC 03.3750 02/25/2024 | 0.02% |
| HUNTINGTON BANCSHARES 04.3500 02/04/2023 | 0.02% |
| JPMCC 2012-C8 D P/P 144A 04.6748 10/15/2045 | 0.02% |
| JPMCC 2013-LC11 X IO 01.2566 04/15/2046 | 0.02% |
| NIELSEN FIN LLC/CO P/P 144A 05.0000 04/15/2022 | 0.02% |
| NORDEA BANK ABP P/P 144A 02.2500 05/27/2021 | 0.02% |
| ORACLE CORP 02.5000 10/15/2022 | 0.02% |
| ORACLE CORP JAPAN SEDOL 6141680 | 0.02% |
| PEPTIDREAM INC SEDOL B97SH97 | 0.02% |
| PPSI 2004-WCW2 M3 01.9966 10/25/2034 | 0.02% |
| PULTEGROUP INC 05.5000 03/01/2026 | 0.02% |
| REGIONS FINANCIAL CORP 02.7500 08/14/2022 | 0.02% |
| SONIC HEALTHCARE LTD SEDOL 6821120 | 0.02% |
| STARFRUIT US/STAR FI P/P 144A 08.0000 10/01/2026 | 0.02% |
| UNIVAR SOLUTIONS P/P 144A 05.1250 12/01/2027 | 0.02% |
| VIDEOTRON LTD USD 05.0000 07/15/2022 | 0.02% |
| WFCM 2014-LC16 XA IO 01.1118 08/15/2050 | 0.02% |
| AFLAC INC SEDOL 2026361 | 0.02% |
| AMGEN INC 02.6000 08/19/2026 | 0.02% |
| ARD FINANCE SA P/P 144A 06.5000 06/30/2027 | 0.02% |
| BANFF MERGER SUB INC P/P 144A 09.7500 09/01/2026 | 0.02% |
| BAUSCH HLTH COS INC P/P 144A 06.1250 04/15/2025 | 0.02% |
| BRAND ENERGY TL L+425 06.0847 06/21/2024 | 0.02% |
| BWAY HOLDING CO P/P 144A 07.2500 04/15/2025 | 0.02% |
| CAS 2015-C03 2M2 05.9466 07/25/2025 | 0.02% |
| CBRE SERVICES INC 04.8750 03/01/2026 | 0.02% |
| CCO HLDGS LLC/CAP C P/P 144A 05.5000 05/01/2026 | 0.02% |
| CFCRE 2011-C1 D P/P 144A 06.0890 04/15/2044 | 0.02% |
| CMLTI 2005-2 1A2A 04.2979 05/25/2035 | 0.02% |
| CROWN CASTLE INTL CORP 03.7000 06/15/2026 | 0.02% |
| DUKE ENERGY CORP 04.2000 06/15/2049 | 0.02% |
| F5 NETWORKS INC SEDOL 2427599 | 0.02% |
| FHMS K087 X1 IO 00.3626 12/25/2028 | 0.02% |
| FHMS K099 X1 IO 01.0058 09/25/2029 | 0.02% |
| GNR 2015-H25 BI IO 02.0491 10/20/2065 | 0.02% |
| GREAT LAKES D&D 08.0000 05/15/2022 | 0.02% |
| GSMS 2010-C1 D P/P 144A 05.9805 08/10/2043 | 0.02% |
| HESS MIDSTREAM P P/P 144A 05.6250 02/15/2026 | 0.02% |
| HKT TRUST AND HKT LTD-SS SEDOL B4TXDZ3 | 0.02% |
| HOWARD HUGHES CORP P/P 144A 05.3750 03/15/2025 | 0.02% |
| INTEL CORP SEDOL 2463247 | 0.02% |
| IRON MOUNTAIN INC P/P 144A 04.8750 09/15/2027 | 0.02% |
| LMAT 2019-GS7 A1 03.2500 11/25/2059 | 0.02% |
| LMAT 2020-GS1 A1 02.8820 10/25/2059 | 0.02% |
| MATTEL INC P/P 144A 05.8750 12/15/2027 | 0.02% |
| MITSUBISHI UFJ FIN GRP USD 03.5350 07/26/2021 | 0.02% |
| MTR CORP SEDOL 6290054 | 0.02% |
| NORFOLK SOUTHERN CORP SEDOL 2641894 | 0.02% |
| PRUDENTIAL FINANCIAL INC 05.2000 03/15/2044 | 0.02% |
| PULTEGROUP INC. 07.8750 06/15/2032 | 0.02% |
| REFINITIV US HLDG P/P 144A 06.2500 05/15/2026 | 0.02% |
| SABINE PASS LIQUEFACTION 04.2000 03/15/2028 | 0.02% |
| TOTAL CAPITAL INTL SA USD 02.7500 06/19/2021 | 0.02% |
| WATCO COS LLC/FI P/P 144A 06.3750 04/01/2023 | 0.02% |
| WFRBS 2011-C5 D P/P 144A 05.6611 11/15/2044 | 0.02% |
| WFRBS 2013-UBS1 AS 04.3060 03/15/2046 | 0.02% |
| ZOETIS INC 03.9000 08/20/2028 | 0.02% |
| ALLISON TRANSMISSION P/P 144A 04.7500 10/01/2027 | 0.01% |
| ALPHABET INC 01.9980 08/15/2026 | 0.01% |
| ALTICE FRANCE P/P 144A 06.0000 02/15/2028 | 0.01% |
| APPLE INC 04.3750 05/13/2045 | 0.01% |
| BIG RVR STL/FIN P/P 144A 07.2500 09/01/2025 | 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% |
| BRIXMOR PROPERTY GROUP INC SEDOL BFTDJL8 | 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% |
| CISCO SYSTEMS INC 02.5000 09/20/2026 | 0.01% |
| CITIGROUP INC 03.8870 01/10/2028 | 0.01% |
| CITIGROUP INC 04.4500 09/29/2027 | 0.01% |
| COMPASS MIN INTL P/P 144A 06.7500 12/01/2027 | 0.01% |
| CROWN CASTLE INTL CORP 03.6500 09/01/2027 | 0.01% |
| CVS HEALTH CORP 03.7000 03/09/2023 | 0.01% |
| DIAMOND SPORTS GR/DI P/P 144A 06.6250 08/15/2027 | 0.01% |
| DOMINICAN REPUBLIC REGS 08.6250 04/20/2027 | 0.01% |
| EMIR 2018-1 M1 02.6466 11/25/2028 | 0.01% |
| ENBRIDGE INC USD 04.5000 06/10/2044 | 0.01% |
| FISERV INC SEDOL 2342034 | 0.01% |
| GW B-CR SECURITY P/P 144A 09.5000 11/01/2027 | 0.01% |
| HYATT HOTELS CORP 04.8500 03/15/2026 | 0.01% |
| INTELSAT JACKSON HLD P/P 144A 09.7500 07/15/2025 | 0.01% |
| IVORY COAST REGS 05.3750 07/23/2024 | 0.01% |
| KRAFT HEINZ FOODS CO 03.0000 06/01/2026 | 0.01% |
| L3HARRIS TECH INC P/P 144A 04.4000 06/15/2028 | 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% |
| NEXSTAR ESCROW P/P 144A 05.6250 07/15/2027 | 0.01% |
| NIELSEN CO LUXEM P/P 144A 05.0000 02/01/2025 | 0.01% |
| NUTRIEN LTD USD 04.1250 03/15/2035 | 0.01% |
| PETROBRAS GLOBAL FINANCE USD 06.1250 01/17/2022 | 0.01% |
| PETROBRAS GLOBAL FINANCE USD 07.3750 01/17/2027 | 0.01% |
| PFIZER INC 03.0000 12/15/2026 | 0.01% |
| RENAISSANCERE HOLDINGS LTD SEDOL 2728429 | 0.01% |
| REPUBLIC OF SOUTH AFRICA USD 04.8500 09/27/2027 | 0.01% |
| SANOFI SEDOL 5671735 | 0.01% |
| SCOTTS MIRACLE-GRO 04.5000 10/15/2029 | 0.01% |
| SEK/USD 06/17/2020 HSBCB | 0.01% |
| SERVICE CORP INTL 05.1250 06/01/2029 | 0.01% |
| STANDARD IND INC P/P 144A 05.3750 11/15/2024 | 0.01% |
| SWISS RE TREAS P/P 144A 04.2500 12/06/2042 | 0.01% |
| TRANSDIGM INC P/P 144A 05.5000 11/15/2027 | 0.01% |
| TTM TECHNOLOGIES INC P/P 144A 05.6250 10/01/2025 | 0.01% |
| UBSCM 2012-C1 C P/P 144A 05.5725 05/10/2045 | 0.01% |
| UNITEDHEALTH GROUP INC 04.7000 02/15/2021 | 0.01% |
| WAMU 2004-AR12 A2B 01.8666 10/25/2044 | 0.01% |
| WFCM 2013-LC12 AS 04.2825 07/15/2046 | 0.01% |
| WFCM 2013-LC12 C 04.2825 07/15/2046 | 0.01% |
| 1011778 BC / NEW RED P/P 144A 05.0000 10/15/2025 | 0.01% |
| ALBERTSONS COS/SAFE P/P 144A 04.6250 01/15/2027 | 0.01% |
| AMGEN INC 04.6630 06/15/2051 | 0.01% |
| APPLE INC 02.8500 05/11/2024 | 0.01% |
| BMC EAST LLC P/P 144A 05.5000 10/01/2024 | 0.01% |
| BRAND ENERGY & I P/P 144A 08.5000 07/15/2025 | 0.01% |
| CEMEX FINANCE LLC P/P 144A 06.0000 04/01/2024 | 0.01% |
| COPA HOLDINGS SA-CLASS A SEDOL B0TNJH9 | 0.01% |
| CREDIT SUISSE GRP AG P/P 144A 03.8690 01/12/2029 | 0.01% |
| GENERAL DYNAMICS CORP SEDOL 2365161 | 0.01% |
| INGEVITY CORP P/P 144A 04.5000 02/01/2026 | 0.01% |
| ITRON INC P/P 144A 05.0000 01/15/2026 | 0.01% |
| KRAFT HEINZ FOODS CO 05.0000 07/15/2035 | 0.01% |
| MACQUARIE BANK LTD P/P 144A 02.8500 07/29/2020 | 0.01% |
| MEREDITH CORP 06.8750 02/01/2026 | 0.01% |
| NEWCREST MINING LTD SEDOL 6637101 | 0.01% |
| ROYAL BANK OF CANADA USD 04.6500 01/27/2026 | 0.01% |
| SHIRE ACQ INV IRELAND DA USD 02.8750 09/23/2023 | 0.01% |
| STACR 2016-DNA1 M3 06.4966 07/25/2028 | 0.01% |
| TWO HARBORS INVESTMENT CORP SEDOL BD832H2 | 0.01% |
| VISTRA OPERATIONS CO P/P 144A 05.5000 09/01/2026 | 0.01% |
| WFRBS 2013-C11 AS 03.3110 03/15/2045 | 0.01% |
| ALLERGAN FUNDING SCS USD 03.8000 03/15/2025 | 0.01% |
| ALTICE FRANCE P/P 144A 10.5000 05/15/2027 | 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% |
| BMIR 2019-4A M1C P/P 144A 03.4466 10/25/2029 | 0.01% |
| BP CAP MARKETS AMERICA 03.1190 05/04/2026 | 0.01% |
| BRIDGESTONE CORP SEDOL 6132101 | 0.01% |
| CAD/USD 04/15/2020 BANKAM | 0.01% |
| CGCMT 2014-GC19 AS 04.3450 03/10/2047 | 0.01% |
| CHS/COMMUNITY P/P 144A 06.6250 02/15/2025 | 0.01% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | 0.01% |
| CNO FINANCIAL GROUP INC 05.2500 05/30/2025 | 0.01% |
| COMM 2014-CR17 C 04.7840 05/10/2047 | 0.01% |
| COMM 2014-CR18 C 04.7252 07/15/2047 | 0.01% |
| CRC ESCROW ISSUER LL P/P 144A 05.2500 10/15/2025 | 0.01% |
| ELANCO ANIMAL HEALTH 05.6500 08/28/2028 | 0.01% |
| FHMS K104 XAM 01.3839 02/25/2052 | 0.01% |
| GREIF INC P/P 144A 06.5000 03/01/2027 | 0.01% |
| HUSKY TLB L+300 04.4501 03/28/2025 | 0.01% |
| ISTAR INC 04.7500 10/01/2024 | 0.01% |
| JPMCC 2013-LC11 C 03.9582 04/15/2046 | 0.01% |
| JUNIPER NETWORKS INC SEDOL 2431846 | 0.01% |
| KINDER MORGAN ENER PART 03.5000 03/01/2021 | 0.01% |
| NIPPON STEEL CORP SEDOL 6642569 | 0.01% |
| OSAT 2020-RPL1 A1 P/P 144A 03.1990 12/26/2059 | 0.01% |
| PARK-OHIO INDUSTRIES INC 06.6250 04/15/2027 | 0.01% |
| REP OF INDONESIA P/P 144A 03.3750 04/15/2023 | 0.01% |
| S&P GLOBAL INC 04.4000 02/15/2026 | 0.01% |
| SANTANDER UK GROUP H P/P 144A 04.7500 09/15/2025 | 0.01% |
| SERVICE CORPORATION INTL 04.6250 12/15/2027 | 0.01% |
| SMURFIT KAPPA TREASURY USD 07.5000 11/20/2025 | 0.01% |
| SPRINT CORP 07.6250 03/01/2026 | 0.01% |
| SPRINT CORP P/P 144A 07.2500 02/01/2028 | 0.01% |
| T-MOBILE USA INC 04.7500 02/01/2028 | 0.01% |
| TCI COMMUNICATIONS INC 07.1250 02/15/2028 | 0.01% |
| TERRIER MEDIA BU P/P 144A 08.8750 12/15/2027 | 0.01% |
| TEVA PHARMACEUTICALS NE USD 06.7500 03/01/2028 | 0.01% |
| TMS INTL HLDG CORP P/P 144A 07.2500 08/15/2025 | 0.01% |
| UNITEDHEALTH GROUP INC 03.9500 10/15/2042 | 0.01% |
| WAMU 2005-AR11 A1B3 01.3466 08/25/2045 | 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% |
| WESTROCK MWV LLC 07.9500 02/15/2031 | 0.01% |
| WFRBS 2013-C15 D P/P 144A 04.4936 08/15/2046 | 0.01% |
| WM MORRISON SUPERMARKETS SEDOL 0604316 | 0.01% |
| AHM 2007-1 GA1C 01.8168 05/25/2047 | 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 04.7500 01/23/2029 | 0.01% |
| ARCELORMITTAL USD 07.0000 10/15/2039 | 0.01% |
| ARDAGH PKG FIN/HLDGS P/P 144A 05.2500 08/15/2027 | 0.01% |
| AUD/USD 04/15/2020 SSBT | 0.01% |
| BAUSCH HEALTH COS INC REGS 04.5000 05/15/2023 | 0.01% |
| CAS 2017-C01 1M2 04.4966 07/25/2029 | 0.01% |
| CF INDUSTRIES INC 04.9500 06/01/2043 | 0.01% |
| CISCO SYSTEMS INC 05.9000 02/15/2039 | 0.01% |
| CITIGROUP INC 04.7500 05/18/2046 | 0.01% |
| COMCAST CORP 03.4500 02/01/2050 | 0.01% |
| CROWN CASTLE INTL CORP 03.8000 02/15/2028 | 0.01% |
| CSX CORP 04.1000 03/15/2044 | 0.01% |
| CWALT 2006-OA19 A1 00.9529 02/20/2047 | 0.01% |
| DEUTSCHE TELEKOM INT FIN USD 08.7500 06/15/2030 | 0.01% |
| DIAMOND 1 FIN/DIAMON P/P 144A 07.1250 06/15/2024 | 0.01% |
| DOLLAR GENERAL CORP 03.2500 04/15/2023 | 0.01% |
| DOMINICAN REPUBLIC REGS 06.0000 07/19/2028 | 0.01% |
| DOMINICAN REPUBLIC REGS 06.5000 02/15/2048 | 0.01% |
| ERAC USA FINANCE LLC P/P 144A 05.6250 03/15/2042 | 0.01% |
| FIVE CORNERS FUNDING P/P 144A 04.4190 11/15/2023 | 0.01% |
| GEBERIT AG-REG SEDOL B1WGG93 | 0.01% |
| GOLDEN NUGGET INC P/P 144A 06.7500 10/15/2024 | 0.01% |
| HCA INC 05.5000 06/15/2047 | 0.01% |
| HOCHTIEF AG SEDOL 5108664 | 0.01% |
| HUB INTL LTD P/P 144A 07.0000 05/01/2026 | 0.01% |
| INFOR US INC 06.5000 05/15/2022 | 0.01% |
| INTERNATIONAL PAPER CO 03.0000 02/15/2027 | 0.01% |
| IPALCO ENTPRS IN 03.7000 09/01/2024 | 0.01% |
| ISTAR INC 04.2500 08/01/2025 | 0.01% |
| JARDINE MATHESON HLDGS LTD SEDOL 6472119 | 0.01% |
| JOHNSON CONTROLS INTL PL 04.9500 07/02/2064 | 0.01% |
| KINDER MORGAN ENER PART 05.4000 09/01/2044 | 0.01% |
| LEVEL 3 FIN INC P/P 144A 04.6250 09/15/2027 | 0.01% |
| LOEWS CORP SEDOL 2523022 | 0.01% |
| MAXIM INTEGRATED PRODUCTS SEDOL 2573760 | 0.01% |
| MITSUBISHI UFJ FIN GRP USD 03.8500 03/01/2026 | 0.01% |
| MSBAM 2014-C14 C 04.9544 02/15/2047 | 0.01% |
| NATIONAL AUSTRALIA BK/NY 02.8750 04/12/2023 | 0.01% |
| NRG ENERGY INC P/P 144A 05.2500 06/15/2029 | 0.01% |
| NUCOR CORP SEDOL 2651086 | 0.01% |
| PQ CORP P/P 144A 05.7500 12/15/2025 | 0.01% |
| PROVIDENT FDG/PFG FI P/P 144A 06.3750 06/15/2025 | 0.01% |
| ROGERS COMMUNICATIONS IN USD 08.7500 05/01/2032 | 0.01% |
| SHERWIN-WILLIAMS CO 03.4500 06/01/2027 | 0.01% |
| STAPLES INC. P/P 144A 10.7500 04/15/2027 | 0.01% |
| SYNGENTA FINANCE NV P/P 144A 04.8920 04/24/2025 | 0.01% |
| THALES SA SEDOL 4162791 | 0.01% |
| TOPBUILD CORP P/P 144A 05.6250 05/01/2026 | 0.01% |
| TRUIST FIN CORP 04.8000 12/31/2099 | 0.01% |
| UNITEDHEALTH GROUP INC 02.7500 02/15/2023 | 0.01% |
| US BANCORP SEDOL 2736035 | 0.01% |
| US CONCRETE INC 06.3750 06/01/2024 | 0.01% |
| WAMU 2007-HY2 1A1 03.7398 12/25/2036 | 0.01% |
| WESTPAC BANKING CORP USD 02.0000 08/19/2021 | 0.01% |
| WFRBS 2014-C24 XA IO 00.8367 11/15/2047 | 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% |
| ALBERTSONS COS LLC P/P 144A 07.5000 03/15/2026 | 0.01% |
| ALIMENTATION COUCHE-TARD 3.550000 07/26/2027 | 0.01% |
| ANHEUSER-BUSCH INBEV WOR 05.5500 01/23/2049 | 0.01% |
| ARDAGH PKG FIN/HLDGS P/P 144A 04.1250 08/15/2026 | 0.01% |
| ARRW 2019-3 A3 03.4160 10/25/2048 | 0.01% |
| BAUSCH HLTH COS INC P/P 144A 07.2500 05/30/2029 | 0.01% |
| BERRY GLOBAL INC 05.1250 07/15/2023 | 0.01% |
| CAS 2014-C03 2M2 03.8466 07/25/2024 | 0.01% |
| CHARTER COMM OPT LLC/CAP 04.8000 03/01/2050 | 0.01% |
| DEERE & COMPANY 02.6000 06/08/2022 | 0.01% |
| DIAMOND 1 FIN/DIAMON P/P 144A 08.3500 07/15/2046 | 0.01% |
| DIAMOND SPORTS P/P 144A 05.3750 08/15/2026 | 0.01% |
| ENERGY TRANSFER OPERATNG 02.9000 05/15/2025 | 0.01% |
| ENTERCOM MEDIA CORP P/P 144A 06.5000 05/01/2027 | 0.01% |
| ENTERCOM MEDIA CORP P/P 144A 07.2500 11/01/2024 | 0.01% |
| FIDELITY NATIONAL INFORM 04.2500 05/15/2028 | 0.01% |
| GFL ENVIRON INC P/P 144A 05.1250 12/15/2026 | 0.01% |
| HCA INC 05.2500 06/15/2026 | 0.01% |
| HONGKONG LAND HOLDINGS LTD SEDOL 6434915 | 0.01% |
| ING BANK NV P/P 144A 05.8000 09/25/2023 | 0.01% |
| JAPAN TOBACCO INC SEDOL 6474535 | 0.01% |
| JPMCC 2010-C2 C P/P 144A 05.6356 11/15/2043 | 0.01% |
| L3HARRIS TECH INC P/P 144A 03.8500 12/15/2026 | 0.01% |
| LLOYDS BANKING GROUP PLC USD 04.6500 03/24/2026 | 0.01% |
| MARSH & MCLENNAN COS INC 04.3750 03/15/2029 | 0.01% |
| MARSH & MCLENNAN COS INC 04.9000 03/15/2049 | 0.01% |
| MATTAMY GROUP CORP P/P 144A 04.6250 03/01/2030 | 0.01% |
| MBX.FN30.500.10 R USL1M P 01/12/41 CI | 0.01% |
| NOK/USD 06/17/2020 BCAP-FX | 0.01% |
| NZD/USD 04/15/2020 GSFX | 0.01% |
| PLAINS GP HOLDINGS LP-CL A SEDOL BDGHN95 | 0.01% |
| ROYAL BK SCOTLND GRP PLC USD 04.8920 05/18/2029 | 0.01% |
| SCIENTIFIC GAMES P/P 144A 07.2500 11/15/2029 | 0.01% |
| SECOM CO LTD SEDOL 6791591 | 0.01% |
| SEK/USD 06/17/2020 JPMCB | 0.01% |
| SOLENIS 1STL L+400 05.6133 06/26/2025 | 0.01% |
| SPRINGLEAF FINANCE CORP 05.3750 11/15/2029 | 0.01% |
| STACR 2014-HQ2 M3 04.6966 09/25/2024 | 0.01% |
| STACR 2017-DNA1 M2 04.1966 07/25/2029 | 0.01% |
| STARWOOD PROP TR 04.7500 03/15/2025 | 0.01% |
| SWEDISH MATCH AB SEDOL 5048566 | 0.01% |
| TRANSDIGM INC 06.3750 06/15/2026 | 0.01% |
| TRI POINTE GROUP / HOMES 05.8750 06/15/2024 | 0.01% |
| TRUIST BANK 02.6360 09/17/2029 | 0.01% |
| UBSCM 2017-C7 XA IO 01.0547 12/15/2050 | 0.01% |
| UNIVISION COMM P/P 144A 05.1250 02/15/2025 | 0.01% |
| USI INC/NY P/P 144A 06.8750 05/01/2025 | 0.01% |
| WEEKLEY HOMES LLC 06.0000 02/01/2023 | 0.01% |
| ABC-MART INC SEDOL 6292102 | 0.01% |
| AMSTED INDUSTRIES P/P 144A 04.6250 05/15/2030 | 0.01% |
| APERGY CORP 06.3750 05/01/2026 | 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% |
| BGC PARTNERS INC 05.1250 05/27/2021 | 0.01% |
| BOMBARDIER INC P/P 144A 07.8750 04/15/2027 | 0.01% |
| BRISTOL-MYERS P/P 144A 03.4000 07/26/2029 | 0.01% |
| CAMDEN PROPERTY TRUST 04.8750 06/15/2023 | 0.01% |
| CAS 2014-C04 1M2 05.8466 11/25/2024 | 0.01% |
| CCO HLDGS LLC/CAP CO P/P 144A 05.7500 02/15/2026 | 0.01% |
| CHARTER COMM OPT LLC 04.9080 07/23/2025 | 0.01% |
| CLUBCORP HLDG INC P/P 144A 08.5000 09/15/2025 | 0.01% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 CS | 0.01% |
| CNO FINANCIAL GROUP INC 05.2500 05/30/2029 | 0.01% |
| COMCAST CORP 04.0490 11/01/2052 | 0.01% |
| COMM 2013-CR11 XA IO 00.9315 08/10/2050 | 0.01% |
| COMM 2014-CR17 XA IO 00.9732 05/10/2047 | 0.01% |
| COMM 2014-UBS6 XA IO 00.8918 12/10/2047 | 0.01% |
| CONSTELLIUM SE P/P 144A 05.8750 02/15/2026 | 0.01% |
| CORNERSTONE BUILDING P/P 144A 08.0000 04/15/2026 | 0.01% |
| CSC HOLDINGS LLC P/P 144A 05.7500 01/15/2030 | 0.01% |
| CSC HOLDINGS LLC P/P 144A 07.7500 07/15/2025 | 0.01% |
| EG GLOBAL FIN PLC P/P 144A 06.7500 02/07/2025 | 0.01% |
| ENDO LTD/FIN LLC/FIN P/P 144A 06.0000 02/01/2025 | 0.01% |
| ENERGY TRANSFER OPERATNG 05.2000 02/01/2022 | 0.01% |
| FRESENIUS MEDICAL CARE AG & SEDOL 5129074 | 0.01% |
| GNR 2013-99 AS IO 05.2771 06/20/2043 | 0.01% |
| GNR 2016-123 LI IO 03.5000 03/20/2044 | 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 00.9846 06/10/2047 | 0.01% |
| HUDBAY MINERALS INC P/P 144A 07.6250 01/15/2025 | 0.01% |
| HUSKY III HLDG LTD P/P 144A 13.0000 02/15/2025 | 0.01% |
| ICAHN ENTER/FIN 06.2500 05/15/2026 | 0.01% |
| KFC HLD/PIZZA HUT/TA P/P 144A 05.0000 06/01/2024 | 0.01% |
| KFC HLD/PIZZA HUT/TA P/P 144A 05.2500 06/01/2026 | 0.01% |
| L BRANDS INC 07.5000 06/15/2029 | 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% |
| MICROSOFT CORP 02.4000 02/06/2022 | 0.01% |
| MSC 2011-C3 D P/P 144A 05.2448 07/15/2049 | 0.01% |
| MWST 2018-W1 A 01.7966 11/25/2051 | 0.01% |
| NATIONSTAR MTG P/P 144A 08.1250 07/15/2023 | 0.01% |
| NETFLIX INC 04.8750 04/15/2028 | 0.01% |
| NEWELL BRANDS INC 04.4500 04/01/2026 | 0.01% |
| NEXSTAR BROADC P/P 144A 05.6250 08/01/2024 | 0.01% |
| NSTAR ELECTRIC CO 02.3750 10/15/2022 | 0.01% |
| NZD/USD 04/15/2020 CITI | 0.01% |
| OCCIDENTAL PETROLEUM COR 04.4000 04/15/2046 | 0.01% |
| PANTHER BF AGGRE 2 P/P 144A 08.5000 05/15/2027 | 0.01% |
| PENSKE TRUCK LEASING P/P 144A 03.9000 02/01/2024 | 0.01% |
| REP OF INDONESIA P/P 144A 04.7500 01/08/2026 | 0.01% |
| RITE AID CORP P/P 144A 06.1250 04/01/2023 | 0.01% |
| SCIENTIFIC GAMES P/P 144A 08.2500 03/15/2026 | 0.01% |
| SHELL INTERNATIONAL FIN USD 01.8750 05/10/2021 | 0.01% |
| SIX FLAGS ENT P/P 144A 05.5000 04/15/2027 | 0.01% |
| SYNGENTA FINANCE NV P/P 144A 05.1820 04/24/2028 | 0.01% |
| TRIVIUM PACK FIN P/P 144A 05.5000 08/15/2026 | 0.01% |
| USD/JPY PUT 108.00 20200622 BANKAM | 0.01% |
| USD/JPY PUT 108.00 20200622 CITI | 0.01% |
| USD/JPY PUT 108.00 20200622 GSFX | 0.01% |
| VIACOMCBS INC 04.5000 03/01/2021 | 0.01% |
| VIACOMCBS INC 04.6000 01/15/2045 | 0.01% |
| WAMU 2005-AR9 A1C3 01.9066 07/25/2045 | 0.01% |
| WASTE MANAGEMENT INC. 04.7500 06/30/2020 | 0.01% |
| WR GRACE & CO-CONN P/P 144A 05.6250 10/01/2024 | 0.01% |
| 1011778 BC / NEW RED P/P 144A 03.8750 01/15/2028 | 0.01% |
| AG ISSUER LLC P/P 144A 06.2500 03/01/2028 | 0.01% |
| AKER BP ASA P/P 144A 03.7500 01/15/2030 | 0.01% |
| ALLY FINANCIAL INC 05.7500 11/20/2025 | 0.01% |
| ALTICE FRANCE SA P/P 144A 05.5000 01/15/2028 | 0.01% |
| ARRW 2019-1 A3 04.2080 01/25/2049 | 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 04/15/2020 GSFX | 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% |
| CAD/USD 04/15/2020 HSBCB | 0.01% |
| CAD/USD 04/15/2020 TDBK | 0.01% |
| CAPITAL ONE FINANCIAL CO 04.2000 10/29/2025 | 0.01% |
| CENTENE CORP 04.7500 05/15/2022 | 0.01% |
| CHENIERE CORP CHRIST 05.8750 03/31/2025 | 0.01% |
| COMCAST CORP 03.1500 03/01/2026 | 0.01% |
| COMMSCOPE TECH LLC P/P 144A 06.0000 06/15/2025 | 0.01% |
| COX COMM INC P/P 144A 03.5000 08/15/2027 | 0.01% |
| ECOLAB INC SEDOL 2304227 | 0.01% |
| ENBRIDGE INC USD 04.2500 12/01/2026 | 0.01% |
| EQUINIX INC 05.3750 05/15/2027 | 0.01% |
| FHR 3829 AS IO 06.2454 03/15/2041 | 0.01% |
| FISERV INC 03.5000 07/01/2029 | 0.01% |
| GLP CAPITAL LP / FIN II 05.2500 06/01/2025 | 0.01% |
| GNR 2015-H24 BI IO 01.6789 08/20/2065 | 0.01% |
| GSMS 2011-GC5 AS P/P 144A 05.2090 08/10/2044 | 0.01% |
| HEINEKEN HOLDING NV SEDOL B0CCH46 | 0.01% |
| JFE HOLDINGS INC SEDOL 6543792 | 0.01% |
| KINDER MORGAN INC/DELAWA 07.7500 01/15/2032 | 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% |
| LIVE NATION ENTERTAI P/P 144A 05.6250 03/15/2026 | 0.01% |
| LOUISIANA-PACIFIC CORPORATION 04.8750 09/15/2024 | 0.01% |
| NCHET 2003-4 M1 02.0716 10/25/2033 | 0.01% |
| NRG ENERGY INC. 07.2500 05/15/2026 | 0.01% |
| POWER SOLUTIONS TLB L+350 05.7344 04/30/2026 | 0.01% |
| PRIME SECURITY SVCS P/P 144A 06.2500 01/15/2028 | 0.01% |
| QORVO INC 05.5000 07/15/2026 | 0.01% |
| QORVO INC SEDOL BR9YYP4 | 0.01% |
| QVC INC 04.8500 04/01/2024 | 0.01% |
| ROYAL BK SCOTLND GRP PLC USD 07.5000 12/29/2049 | 0.01% |
| SABINE PASS LIQUEF 05.0000 03/15/2027 | 0.01% |
| SINCLAIR TELE P/P 144A 05.5000 03/01/2030 | 0.01% |
| SPECTRA ENERGY PARTNERS 03.3750 10/15/2026 | 0.01% |
| STACR 2014-HQ3 M3 05.6966 10/25/2024 | 0.01% |
| STATION CASINOS LLC P/P 144A 04.5000 02/15/2028 | 0.01% |
| STEEL DYNAMICS INC 05.5000 10/01/2024 | 0.01% |
| SUGAR HSP GAMING P/P 144A 05.8750 05/15/2025 | 0.01% |
| TALLGRASS NRG PRTNR P/P 144A 05.5000 01/15/2028 | 0.01% |
| TENNANT CO 05.6250 05/01/2025 | 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% |
| WMG ACQUISITION CORP P/P 144A 05.0000 08/01/2023 | 0.01% |
| AMSTED INDUSTRIES P/P 144A 05.6250 07/01/2027 | 0.01% |
| APPLE INC 03.4500 05/06/2024 | 0.01% |
| ASHTEAD CAPITAL INC P/P 144A 04.2500 11/01/2029 | 0.01% |
| ASP AMC MERGER SUB P/P 144A 08.0000 05/15/2025 | 0.01% |
| BAUSCH HLTH COS INC P/P 144A 05.5000 11/01/2025 | 0.01% |
| BUILDERS FIRSTSOURCE P/P 144A 06.7500 06/01/2027 | 0.01% |
| CCO HOLDINGS LLC P/P 144A 04.5000 05/01/2032 | 0.01% |
| CFCRE 2011-C2 D P/P 144A 05.7436 12/15/2047 | 0.01% |
| CITIGROUP INC 04.6000 03/09/2026 | 0.01% |
| CLEAN HARBORS INC P/P 144A 04.8750 07/15/2027 | 0.01% |
| CLEAR CHANNEL WORLDW P/P 144A 05.1250 08/15/2027 | 0.01% |
| COMCAST CORP 03.9990 11/01/2049 | 0.01% |
| CROWN CASTLE INTL CORP 04.8750 04/15/2022 | 0.01% |
| CROWN CORK & SEAL CO INC 07.3750 12/15/2026 | 0.01% |
| CVS PASS-THROUGH P/P 144A 04.7040 01/10/2036 | 0.01% |
| DCP MIDSTREAM P/P 144A 06.7500 09/15/2037 | 0.01% |
| DH EUROPE FINANCE II USD 03.4000 11/15/2049 | 0.01% |
| DIAMONDBACK ENERGY INC 05.3750 05/31/2025 | 0.01% |
| DISH NETWORK CV 03.3750 08/15/2026 | 0.01% |
| ESH HOSPITALITY INC P/P 144A 05.2500 05/01/2025 | 0.01% |
| FREEDOM MTGE CORP P/P 144A 08.1250 11/15/2024 | 0.01% |
| FREEDOM MTGE CORP P/P 144A 08.2500 04/15/2025 | 0.01% |
| GNMA GII30 BL6161 06.0000 12/20/2048 | 0.01% |
| GNR 2015-H26 EI IO 01.7903 10/20/2065 | 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% |
| GSMS 2013-GC10 XA IO 01.4987 02/10/2046 | 0.01% |
| HANESBRANDS INC P/P 144A 04.6250 05/15/2024 | 0.01% |
| HMIR 2018-1 M1 P/P 144A 02.5466 10/25/2028 | 0.01% |
| HONEYWELL INTL 03.8120 11/21/2047 | 0.01% |
| ICAHN ENTER/FIN 06.7500 02/01/2024 | 0.01% |
| INTL BUSINESS MACHINES CORP SEDOL 2005973 | 0.01% |
| JPMORGAN CHASE & CO 06.1000 02/01/2049 | 0.01% |
| KINDER MORGAN ENER PART 03.4500 02/15/2023 | 0.01% |
| KKR GROUP FIN CO III P/P 144A 05.1250 06/01/2044 | 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 03.7323 02/25/2035 | 0.01% |
| NATIONAL GRID PLC SEDOL BDR05C0 | 0.01% |
| NEUBERGER BERMAN GRP P/P 144A 04.8750 04/15/2045 | 0.01% |
| PACKAGING CORP OF AMERIC 04.5000 11/01/2023 | 0.01% |
| PENSKE AUTO GRP INC 05.7500 10/01/2022 | 0.01% |
| PPL CAPITAL FUNDING INC 04.2000 06/15/2022 | 0.01% |
| PRUDENTIAL FINANCIAL INC 05.6250 06/15/2043 | 0.01% |
| RTL GROUP SEDOL B1BK209 | 0.01% |
| SAMPO OYJ-A SHS SEDOL 5226038 | 0.01% |
| SEK/USD 06/17/2020 RBSF | 0.01% |
| SERVICE PROPERTIES TRUST 04.3750 02/15/2030 | 0.01% |
| SPRINGLEAF FINANCE CORP 06.8750 03/15/2025 | 0.01% |
| SS&C TECH INC P/P 144A 05.5000 09/30/2027 | 0.01% |
| TMX FIN LLC/TITLEMAX P/P 144A 11.1250 04/01/2023 | 0.01% |
| TREASURY BILL 00.0000 04/16/2020 | 0.01% |
| UBSBB 2012-C4 XA IO P/P 144A 01.6199 12/10/2045 | 0.01% |
| VISTRA OPERATION P/P 144A 05.0000 07/31/2027 | 0.01% |
| WFRBS 2012-C9 XB IO P/P 144A 00.7155 11/15/2045 | 0.01% |
| WOLVERINE WORLD WIDE P/P 144A 05.0000 09/01/2026 | 0.01% |
| WYNDHAM HOTELS & RE P/P 144A 05.3750 04/15/2026 | 0.01% |
| ZIGGO BV P/P 144A 05.5000 01/15/2027 | 0.01% |
| 0.933 R ISWP US0003M P 03/17/2030 | 0.01% |
| 1011778 BC ULC / P/P 144A 04.3750 01/15/2028 | 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% |
| ALTRIA GROUP INC | 0.01% |
| AMERICAN TOWER CORP 02.9000 01/15/2030 | 0.01% |
| ANTERO RESOURCES 05.3750 11/01/2021 | 0.01% |
| AROUNDTOWN SA SEDOL BF0CK44 | 0.01% |
| AT&T INC 04.3000 02/15/2030 | 0.01% |
| BWAY CORP TLB L+325 05.0840 04/03/2024 | 0.01% |
| CALPINE CORP P/P 144A 05.2500 06/01/2026 | 0.01% |
| CAS 2017-C01 1EB1 02.1966 07/25/2029 | 0.01% |
| CENTENE CORP P/P 144A 05.2500 04/01/2025 | 0.01% |
| CGCMT 2012-GC8 XA IO P/P 144A 01.7674 09/10/2045 | 0.01% |
| CGCMT 2014-GC19 D P/P 144A 05.0921 03/10/2047 | 0.01% |
| CGCMT 2014-GC21 X IO 01.1768 05/10/2047 | 0.01% |
| CHS/COMMUNITY HEALT P/P 144A 08.1250 06/30/2024 | 0.01% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS | 0.01% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 JP | 0.01% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CS | 0.01% |
| CON EDISON CO OF NY INC 04.2000 03/15/2042 | 0.01% |
| CROWN AMER/CAP 04.7500 02/01/2026 | 0.01% |
| CSC HOLDINGS LLC 06.7500 11/15/2021 | 0.01% |
| ENERGY TRANSFER OPERATNG 06.1250 12/15/2045 | 0.01% |
| ENTERPRISE PRODUCTS OPER 02.8000 01/31/2030 | 0.01% |
| EQUINOR ASA USD 05.1000 08/17/2040 | 0.01% |
| FRONTIER COMM P/P 144A 08.5000 04/01/2026 | 0.01% |
| GARTNER INC P/P 144A 05.1250 04/01/2025 | 0.01% |
| GBP/USD 06/17/2020 SSBT | 0.01% |
| GFL ENVIRONMENTA P/P 144A 08.5000 05/01/2027 | 0.01% |
| GMAC CAPITAL TRUST I PCT 07.4766 | 0.01% |
| HESS MIDSTREAM P P/P 144A 05.1250 06/15/2028 | 0.01% |
| HSBC USA INC 03.5000 06/23/2024 | 0.01% |
| INTERNATIONAL LEASE FIN CORP 05.8750 08/15/2022 | 0.01% |
| JELD-WEN INC P/P 144A 04.6250 12/15/2025 | 0.01% |
| JPMCC 2012-LC9 D P/P 144A 04.4181 12/15/2047 | 0.01% |
| KFC HLD/PIZZA HUT/TA P/P 144A 04.7500 06/01/2027 | 0.01% |
| LEVEL 3 FINANCING INC 05.6250 02/01/2023 | 0.01% |
| LIVE NATION ENT P/P 144A 04.8750 11/01/2024 | 0.01% |
| MEG ENERGY CORP P/P 144A 06.5000 01/15/2025 | 0.01% |
| MERCER INTL INC USD 06.5000 02/01/2024 | 0.01% |
| MERCK & CO. INC. 02.7500 02/10/2025 | 0.01% |
| MOLINA HEALTHCARE IN 05.3750 11/15/2022 | 0.01% |
| MSBAM 2014-C17 XA IO 01.1083 08/15/2047 | 0.01% |
| MSRR 2015-R4 CB1 02.4514 08/26/2047 | 0.01% |
| NATIONAL AUSTRALIA BANK LTD SEDOL 6624608 | 0.01% |
| NETFLIX INC P/P 144A 05.3750 11/15/2029 | 0.01% |
| NOVELIS CORP P/P 144A 04.7500 01/30/2030 | 0.01% |
| OCCIDENTAL PETROLEUM CORP SEDOL 2655408 | 0.01% |
| OTIS WORLDWIDE CORP P/P 144A 02.5650 02/15/2030 | 0.01% |
| PENN NATIONAL GAMING P/P 144A 05.6250 01/15/2027 | 0.01% |
| PENSKE AUTOMOTIVE GROUP 05.5000 05/15/2026 | 0.01% |
| PUBLICIS GROUPE SEDOL 4380429 | 0.01% |
| RESIDEO FUNDING INC P/P 144A 06.1250 11/01/2026 | 0.01% |
| RITE AID CORP P/P 144A 07.5000 07/01/2025 | 0.01% |
| SABINE PASS LIQUEFAC 05.7500 05/15/2024 | 0.01% |
| SOLERA LLC / SOLERA P/P 144A 10.5000 03/01/2024 | 0.01% |
| STACR 2020-HQA1 M2 03.7350 01/25/2050 | 0.01% |
| TD AMERITRADE HOLDING CORP SEDOL 2983154 | 0.01% |
| TENET HEALTHCARE 04.6250 07/15/2024 | 0.01% |
| TRANSOCEAN POSEIDON P/P 144A 06.8750 02/01/2027 | 0.01% |
| UNITEDHEALTH GROUP INC 02.8750 03/15/2022 | 0.01% |
| VALVOLINE INC P/P 144A 04.2500 02/15/2030 | 0.01% |
| VISTRA ENERGY CORP P/P 144A 08.1250 01/30/2026 | 0.01% |
| VISTRA OPERATIONS CO P/P 144A 05.6250 02/15/2027 | 0.01% |
| WESTERN DIGITAL CORPORATION 04.7500 02/15/2026 | 0.01% |
| WESTPAC BANKING CORP USD 04.4210 07/24/2039 | 0.01% |
| WFRBS 2012-C9 XA IO P/P 144A 01.8924 11/15/2045 | 0.01% |
| ABC SUPPLY CO INC P/P 144A 04.0000 01/15/2028 | 0.00% |
| ALLERGAN FUNDING SCS USD 03.4500 03/15/2022 | 0.00% |
| ANTERO RESOURCES FIN 05.1250 12/01/2022 | 0.00% |
| ASCEND LEARNING LLC P/P 144A 06.8750 08/01/2025 | 0.00% |
| ASCENT RESOURCES/AEU P/P 144A 10.0000 04/01/2022 | 0.00% |
| AUTOMATION TOOLING S P/P 144A 06.5000 06/15/2023 | 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% |
| BSCMS 2006-PW11 B P/P 144A 05.7487 03/11/2039 | 0.00% |
| CAS 2015-C01 1M2 05.2466 02/25/2025 | 0.00% |
| CAS 2015-C02 1M2 04.9466 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 ESCROW I CO P/P 144A 05.3750 06/01/2026 | 0.00% |
| CHARTER COMM OPT LLC 05.3750 05/01/2047 | 0.00% |
| CHEMOURS CO 07.0000 05/15/2025 | 0.00% |
| CHS/COMMUNITY HEALTH P/P 144A 08.0000 03/15/2026 | 0.00% |
| CIGNA CORP SEDOL BHJ0775 | 0.00% |
| CLEAR CHANNEL WORLD P/P 144A 09.2500 02/15/2024 | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 ML | 0.00% |
| COMCAST CORP 02.3500 01/15/2027 | 0.00% |
| COMMSCOPE INC P/P 144A 06.0000 03/01/2026 | 0.00% |
| COMSTOCK RE INC P/P 144A 07.5000 05/15/2025 | 0.00% |
| CONCHO RESOURCES INC 03.7500 10/01/2027 | 0.00% |
| CREDIT ACCEPTANC 06.6250 03/15/2026 | 0.00% |
| CREDIT ACCEPTANC P/P 144A 05.1250 12/31/2024 | 0.00% |
| CWALT 2005-27 1A1 02.3391 08/25/2035 | 0.00% |
| CWALT 2006-24CB A13 01.2966 08/25/2036 | 0.00% |
| DENBURY RESOURCES IN P/P 144A 09.0000 05/15/2021 | 0.00% |
| DIAMONDBACK ENERGY INC 03.2500 12/01/2026 | 0.00% |
| DRESDNER FDG TRST I P/P 144A 08.1510 06/30/2031 | 0.00% |
| DUN & BRADSTREET COR P/P 144A 06.8750 08/15/2026 | 0.00% |
| FIFTH THIRD BANCORP 05.1000 12/29/2049 | 0.00% |
| FRONT RANGE BIDCO INC L+300 04.6678 03/09/2027 | 0.00% |
| FRONTIER COMM 10.5000 09/15/2022 | 0.00% |
| GATES GLOBAL TLB L+275 03.7500 03/31/2024 | 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% |
| GNMA GII30 AY2298 04.7000 05/20/2067 | 0.00% |
| GNMA GII30 AY4779 04.5100 03/20/2067 | 0.00% |
| GNMA GII30 BA7681 04.6250 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 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% |
| HOLOGIC INC P/P 144A 04.3750 10/15/2025 | 0.00% |
| ICAHN ENTER 04.7500 09/15/2024 | 0.00% |
| ICAHN ENTER/FIN 05.2500 05/15/2027 | 0.00% |
| IHEARTCOMMUNICATIONS INC 06.3750 05/01/2026 | 0.00% |
| IHS MARKIT LTD USD 04.7500 08/01/2028 | 0.00% |
| IRON MOUNTAIN INC P/P 144A 05.2500 03/15/2028 | 0.00% |
| JELD-WEN INC P/P 144A 04.8750 12/15/2027 | 0.00% |
| KRATON POLYMERS LLC/ P/P 144A 07.0000 04/15/2025 | 0.00% |
| MAUSER PACKAGING SOL P/P 144A 05.5000 04/15/2024 | 0.00% |
| MSAC 2004-HE6 M1 01.7716 08/25/2034 | 0.00% |
| NETFLIX INC. 06.3750 05/15/2029 | 0.00% |
| NEWFIELD EXPLORATION CO 05.7500 01/30/2022 | 0.00% |
| NZD/USD 04/15/2020 HSBCB | 0.00% |
| PANTHER BF AGGREGA P/P 144A 06.2500 05/15/2026 | 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 P/P 144A 07.6900 01/23/2050 | 0.00% |
| PRECISION DRILL P/P 144A 07.1250 01/15/2026 | 0.00% |
| SEK/USD 06/17/2020 TDBK | 0.00% |
| SHELL INTERNATIONAL FIN USD 02.1250 05/11/2020 | 0.00% |
| SPRINGLEAF FINANCE CORP 06.6250 01/15/2028 | 0.00% |
| SPRINGLEAF FINANCE CORP 07.1250 03/15/2026 | 0.00% |
| STACR 2019-DNA1 M2 03.5966 01/25/2049 | 0.00% |
| STACR 2019-HQA1 M2 03.2966 02/25/2049 | 0.00% |
| TENET HEALTHCARE P/P 144A 06.2500 02/01/2027 | 0.00% |
| TRANSDIGM INC. 06.5000 07/15/2024 | 0.00% |
| VMWARE INC 03.9000 08/21/2027 | 0.00% |
| WFCM 2016-LC25 XA IO 00.9846 12/15/2059 | 0.00% |
| WFRBS 2012-C10 XA IO P/P 144A 01.5358 12/15/2045 | 0.00% |
| WPX ENERGY INC 05.2500 10/15/2027 | 0.00% |
| WPX ENERGY INC 08.2500 08/01/2023 | 0.00% |
| YUM! BRANDS INC P/P 144A 04.7500 01/15/2030 | 0.00% |
| AES CORP/THE 04.5000 03/15/2023 | 0.00% |
| AIB GROUP PLC SEDOL BF0L353 | 0.00% |
| ANHEUSER-BUSCH INBEV WOR 02.5000 07/15/2022 | 0.00% |
| AUD/USD 04/15/2020 CITI | 0.00% |
| BANK OF MONTREAL USD 03.8030 12/15/2032 | 0.00% |
| BAUSCH HLTH COS INC P/P 144A 05.0000 01/30/2028 | 0.00% |
| BAUSCH HLTH COS INC P/P 144A 05.2500 01/30/2030 | 0.00% |
| BAUSCH HLTH COS INC P/P 144A 06.5000 03/15/2022 | 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% |
| BMW US CAPITAL LLC P/P 144A 03.4000 08/13/2021 | 0.00% |
| BOYD GAMING CORP P/P 144A 04.7500 12/01/2027 | 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 04/15/2020 JPMCB | 0.00% |
| CAD/USD 04/15/2020 RBSF | 0.00% |
| CAD/USD 04/15/2020 UBS | 0.00% |
| CAS 2019-HRP1 M2 03.0966 11/25/2039 | 0.00% |
| CAS 2019-R02 1M2 03.2466 08/25/2031 | 0.00% |
| CBRE SERVICES INC 05.2500 03/15/2025 | 0.00% |
| CENOVUS ENERGY INC USD 06.7500 11/15/2039 | 0.00% |
| CENTENE CORP P/P 144A 05.3750 08/15/2026 | 0.00% |
| CINEMARK USA INC 05.1250 12/15/2022 | 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% |
| CNP ASSURANCES SEDOL 5543986 | 0.00% |
| COMPASS MINERALS INT P/P 144A 04.8750 07/15/2024 | 0.00% |
| CPG MERGER SUB LLC P/P 144A 08.0000 10/01/2021 | 0.00% |
| ENERGIZER HLDG INC P/P 144A 06.3750 07/15/2026 | 0.00% |
| EPR PROPERTIES 05.7500 CUM CV PFD | 0.00% |
| FORD MOTOR CO SEDOL 2615468 | 0.00% |
| FOX CORP - CLASS B SEDOL BJJMGY5 | 0.00% |
| FREEPORT-MCMORAN INC 05.4500 03/15/2043 | 0.00% |
| FRONT RANGE BIDC P/P 144A 06.1250 03/01/2028 | 0.00% |
| GENERAL DYNAMICS CORP 02.2500 11/15/2022 | 0.00% |
| GNMA GII30 BL6184 06.0000 02/20/2049 | 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% |
| HCA INC 03.5000 09/01/2030 | 0.00% |
| HOLLY PAR/FIN P/P 144A 05.0000 02/01/2028 | 0.00% |
| INDIGO NATURAL P/P 144A 06.8750 02/15/2026 | 0.00% |
| INTERCONTINENTAL EXCHANGE IN SEDOL BFSSDS9 | 0.00% |
| ISTAR INC. 05.2500 09/15/2022 | 0.00% |
| JOSEPH T RYERSON & S P/P 144A 11.0000 05/15/2022 | 0.00% |
| L BRANDS INC 06.7500 07/01/2036 | 0.00% |
| LABORATORY CRP OF AMER HLDGS SEDOL 2586122 | 0.00% |
| MASONITE INTL C P/P 144A 05.3750 02/01/2028 | 0.00% |
| MBX.FN30.450.09 R USL1M P 01/12/40 BC | 0.00% |
| MEG ENERGY CORP P/P 144A 07.1250 02/01/2027 | 0.00% |
| MERCER INTL INC USD 05.5000 01/15/2026 | 0.00% |
| MICROSOFT CORP 05.3000 02/08/2041 | 0.00% |
| MOOG INC P/P 144A 04.2500 12/15/2027 | 0.00% |
| NABORS INDUSTRIES INC. 05.7500 02/01/2025 | 0.00% |
| NATIONSTAR MTG P/P 144A 06.0000 01/15/2027 | 0.00% |
| NEWS CORP - CLASS A SEDOL BBGVT40 | 0.00% |
| NN GROUP NV SEDOL BNG8PQ9 | 0.00% |
| NRG ENERGY INC 05.7500 01/15/2028 | 0.00% |
| NZD/USD 04/15/2020 JPMCB | 0.00% |
| ORTHO-CLINICAL P/P 144A 07.2500 02/01/2028 | 0.00% |
| PETROBRAS GLOBAL FIN USD 05.9990 01/27/2028 | 0.00% |
| POMEGRANATE MERGER S P/P 144A 09.7500 05/01/2023 | 0.00% |
| PROLOGIS LP 02.2500 04/15/2030 | 0.00% |
| PUBLIC SERVICE ELECTRIC 05.5000 03/01/2040 | 0.00% |
| QVC INC 04.4500 02/15/2025 | 0.00% |
| ROBERTSHAW TL 2L L+800 09.0000 02/28/2026 | 0.00% |
| ROBERTSHAW US HOLDING L+325 04.2500 02/28/2025 | 0.00% |
| SES SEDOL B00ZQQ2 | 0.00% |
| SIRIUS XM RADIO INC. P/P 144A 05.5000 07/01/2029 | 0.00% |
| SOLENIS 2NDL L+850 10.8314 06/26/2026 | 0.00% |
| SPECTRUM BRANDS INC 06.1250 12/15/2024 | 0.00% |
| SPECTRUM BRANDS INC P/P 144A 05.0000 10/01/2029 | 0.00% |
| STACR 2015-HQ2 M2 02.8966 05/25/2025 | 0.00% |
| T-MOBILE USA INC 04.5000 02/01/2026 | 0.00% |
| T-MOBILE USA INC 06.3750 03/01/2025 | 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% |
| TWDC ENTERPRISES 18 CORP 02.7500 08/16/2021 | 0.00% |
| ABC SUPPLY CO INC P/P 144A 05.8750 05/15/2026 | 0.00% |
| AIR MEDICAL MERGER S P/P 144A 06.3750 05/15/2023 | 0.00% |
| AKZO NOBEL N.V. SEDOL BJ2KSG2 | 0.00% |
| ALBERTSONS COS P/P 144A 04.8750 02/15/2030 | 0.00% |
| ALLY FINANCIAL INC 03.8750 05/21/2024 | 0.00% |
| AMC ENTERTAINMENT HLDGS 05.7500 06/15/2025 | 0.00% |
| ATHENE HOLDING LTD-CLASS A SEDOL BZ13MZ1 | 0.00% |
| AUD/USD 04/15/2020 HSBCB | 0.00% |
| BANK OF AMERICA CORP 06.5000 10/29/2049 | 0.00% |
| BERRY GLOBAL INC 05.5000 05/15/2022 | 0.00% |
| BERRY GLOBAL INC P/P 144A 04.5000 02/15/2026 | 0.00% |
| BMIR 2017-1 M1 P/P 144A 02.6466 10/25/2027 | 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% |
| CANADIAN UTILITIES LTD-A SEDOL 2172639 | 0.00% |
| CAS 2015-C02 2M2 04.9466 05/25/2025 | 0.00% |
| CBS OUT AMER CAP LLC 05.6250 02/15/2024 | 0.00% |
| CHEMOURS CO 05.3750 05/15/2027 | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 JP | 0.00% |
| CNH/USD 05/20/2020 HSBCB | 0.00% |
| COMMSCOPE INC P/P 144A 05.5000 03/01/2024 | 0.00% |
| COMSTOCK RESOURCES 09.7500 08/15/2026 | 0.00% |
| CPG INTL TL L+375 05.9333 05/05/2024 | 0.00% |
| ELDORADO RESORTS INC 07.0000 08/01/2023 | 0.00% |
| EQUINIX INC 05.8750 01/15/2026 | 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 20.7290 06/25/2037 | 0.00% |
| GBP/USD 06/17/2020 BCAP-FX | 0.00% |
| GBP/USD 06/17/2020 GSFX | 0.00% |
| GETLINK SE SEDOL B292JQ9 | 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% |
| GNR 2012-141 WI IO 03.5000 11/20/2041 | 0.00% |
| GNR 2015-124 NI IO 03.5000 06/20/2039 | 0.00% |
| H LUNDBECK A/S SEDOL 7085259 | 0.00% |
| IHS MARKIT LTD P/P 144A 04.0000 03/01/2026 | 0.00% |
| INCEPTION MRGR/RACK P/P 144A 08.6250 11/15/2024 | 0.00% |
| IOS.FN30.400.10 R USL1M P 01/12/41 BC | 0.00% |
| JPMBB 2013-C17 XA IO 00.7596 01/15/2047 | 0.00% |
| JPMORGAN CHASE & CO 02.6918 05/15/2047 | 0.00% |
| JPY/USD 05/20/2020 CITI | 0.00% |
| KEURIG DR PEPPER INC 04.0570 05/25/2023 | 0.00% |
| KYUSHU RAILWAY COMPANY SEDOL BD2BST6 | 0.00% |
| LAMB WESTON HOLDINGS P/P 144A 04.6250 11/01/2024 | 0.00% |
| LENNAR CORP 05.8750 11/15/2024 | 0.00% |
| MGM GROWTH/MGM FINANCE 04.5000 01/15/2028 | 0.00% |
| NATIONSTAR MTG P/P 144A 09.1250 07/15/2026 | 0.00% |
| NEIMAN MARCUS TL L+600 07.5000 10/25/2023 | 0.00% |
| NETFLIX INC. P/P 144A 04.8750 06/15/2030 | 0.00% |
| NEW GOLD INC P/P 144A 06.2500 11/15/2022 | 0.00% |
| NUTRIEN LTD USD 05.2500 01/15/2045 | 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% |
| RAYTHEON COMPANY 04.8750 10/15/2040 | 0.00% |
| REALOGY GRP / CO P/P 144A 09.3750 04/01/2027 | 0.00% |
| REGENCY ENERGY P 04.5000 11/01/2023 | 0.00% |
| REPUBLIC OF VENEZUELA REGS 08.2500 10/13/2024 | 0.00% |
| REVLON CONS TLB L+350 05.1128 09/07/2023 | 0.00% |
| SCIENTIFIC GAMES P/P 144A 07.0000 05/15/2028 | 0.00% |
| SEK/USD 06/17/2020 UBS | 0.00% |
| SPRINT SPECTRUM P/P 144A 03.3600 09/20/2021 | 0.00% |
| SUBARU CORP SEDOL 6356406 | 0.00% |
| T-MOBILE USA INC 06.0000 03/01/2023 | 0.00% |
| T-MOBILE USA INC. 04.0000 04/15/2022 | 0.00% |
| TRANSOCEAN PONTUS LT P/P 144A 06.1250 08/01/2025 | 0.00% |
| TRONOX INC P/P 144A 06.5000 04/15/2026 | 0.00% |
| USD/CHF PUT 0.94 20200605 GSFX | 0.00% |
| USD/JPY PUT 106.00 20200416 BANKAM | 0.00% |
| VIPER ENERGY P/P 144A 05.3750 11/01/2027 | 0.00% |
| WMG ACQUISITION CORP P/P 144A 05.5000 04/15/2026 | 0.00% |
| WPX ENERGY INC 05.7500 06/01/2026 | 0.00% |
| ZEKELMAN IND INC P/P 144A 09.8750 06/15/2023 | 0.00% |
| AKER BP ASA P/P 144A 05.8750 03/31/2025 | 0.00% |
| APACHE CORPORATION 03.2500 04/15/2022 | 0.00% |
| AUD/USD 04/15/2020 WPAC | 0.00% |
| BAYTEX ENERGY CORP P/P 144A 05.6250 06/01/2024 | 0.00% |
| BOMBARDIER INC P/P 144A 07.5000 12/01/2024 | 0.00% |
| BROOKFIELD RESID P/P 144A 04.8750 02/15/2030 | 0.00% |
| BUCKEYE PARTNERS LP 03.9500 12/01/2026 | 0.00% |
| CINEMARK USA INC 04.8750 06/01/2023 | 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 JP | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 JP | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 ML | 0.00% |
| CMB CMBX.NA.BB.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.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.BBB-.6 2063-05-11 300.0 05/11/2063 JP | 0.00% |
| COMCAST CORP 06.5000 11/15/2035 | 0.00% |
| ELDORADO RESORTS INC 06.0000 09/15/2026 | 0.00% |
| ENTERPRISE MERG P/P 144A 08.7500 10/15/2026 | 0.00% |
| EOG RESOURCES INC 04.1500 01/15/2026 | 0.00% |
| FEDEX CORP 02.6250 08/01/2022 | 0.00% |
| FHR 2990 LB 15.1447 06/15/2034 | 0.00% |
| FHR 3065 DC 17.7461 03/15/2035 | 0.00% |
| FHR 3249 PS 19.9497 12/15/2036 | 0.00% |
| FNMA FN30 971053 04.5000 02/01/2039 | 0.00% |
| FNR 2005-75 GS 17.4101 08/25/2035 | 0.00% |
| FNR 2006-8 HP 21.0957 03/25/2036 | 0.00% |
| FRONT RANGE BIDC P/P 144A 04.0000 03/01/2027 | 0.00% |
| GBP/USD 06/17/2020 CSI-FX | 0.00% |
| GBP/USD 06/17/2020 TDBK | 0.00% |
| GENERAL MOTORS FINL CO 04.0000 01/15/2025 | 0.00% |
| GNMA GII30 BM4196 06.0000 04/20/2049 | 0.00% |
| GNMA GII30 BN1506 04.5000 05/20/2049 | 0.00% |
| INSTALLED BUILDI P/P 144A 05.7500 02/01/2028 | 0.00% |
| IOS.FN30.400.09 R USL1M P 01/12/40 GS | 0.00% |
| JO-ANN STORES TL L+500 06.0000 10/16/2023 | 0.00% |
| MALLINCKRODT FIN/SB P/P 144A 10.0000 04/15/2025 | 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% |
| NABORS IND LTD P/P 144A 07.5000 01/15/2028 | 0.00% |
| NRG ENERGY INC 06.6250 01/15/2027 | 0.00% |
| PETROBRAS GLOBAL FIN USD 05.2990 01/27/2025 | 0.00% |
| PRESTIGE BRANDS INC P/P 144A 05.1250 01/15/2028 | 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 04.7633 11/03/2023 | 0.00% |
| REPSOL SA SEDOL 5669354 | 0.00% |
| REPUBLIC OF VENEZUELA REGS 09.0000 05/07/2023 | 0.00% |
| SEK/USD 06/17/2020 BANKAM | 0.00% |
| SEK/USD 06/17/2020 CITI | 0.00% |
| SEK/USD 06/17/2020 CSI-FX | 0.00% |
| SM ENERGY CO 05.0000 01/15/2024 | 0.00% |
| SM ENERGY CO 06.1250 11/15/2022 | 0.00% |
| SM ENERGY CO 06.7500 09/15/2026 | 0.00% |
| STACR 2018-HQA2 M2 03.2466 10/25/2048 | 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% |
| THE AES CORPORATION 04.8750 05/15/2023 | 0.00% |
| TOWNSQUARE MEDIA INC P/P 144A 06.5000 04/01/2023 | 0.00% |
| TRANSDIGM INC 06.5000 05/15/2025 | 0.00% |
| TREASURY BILL 00.0000 04/21/2020 | 0.00% |
| VIACOMCBS INC 04.0000 01/15/2026 | 0.00% |
| WPX ENERGY INC 04.5000 01/15/2030 | 0.00% |
| YUM! BRANDS INC P/P 144A 07.7500 04/01/2025 | 0.00% |
| AIR LEASE CORP 02.5000 03/01/2021 | 0.00% |
| ALLEGHENY TECHNOLOGIES 05.8750 12/01/2027 | 0.00% |
| ANHEUSER-BUSCH INBEV WOR 04.1500 01/23/2025 | 0.00% |
| AUD/USD 04/15/2020 TDBK | 0.00% |
| BP CAP MARKETS AMERICA 03.9370 09/21/2028 | 0.00% |
| CALIFORNIA RESOURC TL L+475 06.3633 12/31/2022 | 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 CG | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 JP | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 JP | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 JP | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 JP | 0.00% |
| CMB CMBX.NA.BB.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.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 JP | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 JP | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | 0.00% |
| COLORADO INTERSTATE GAS CO 06.8500 06/15/2037 | 0.00% |
| CONTINENTAL RESOURCES 05.0000 09/15/2022 | 0.00% |
| CROWN CASTLE INTL CORP 04.4500 02/15/2026 | 0.00% |
| DKK/USD 06/17/2020 CITI | 0.00% |
| ENERGIZER HLDG INC P/P 144A 07.7500 01/15/2027 | 0.00% |
| FNR 2006-62 PS 34.2202 07/25/2036 | 0.00% |
| GBP/USD 06/17/2020 HSBCB | 0.00% |
| GBP/USD 06/17/2020 UBS | 0.00% |
| GLENCORE PLC SEDOL B4T3BW6 | 0.00% |
| GNMA GII30 BJ9611 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 2010-9 QI IO 04.5000 01/20/2040 | 0.00% |
| IHEARTMEDIA INC - CLASS A SEDOL BJVR9Y9 | 0.00% |
| INTELSAT JACKSON HLD P/P 144A 08.0000 02/15/2024 | 0.00% |
| JO-ANN STORES 2NDL L+925 10.2500 05/21/2024 | 0.00% |
| LBUBS 2006-C6 XCL IO P/P 144A 00.6845 09/15/2039 | 0.00% |
| MEG ENERGY CORP P/P 144A 07.0000 03/31/2024 | 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% |
| NINE ENERGY SERVICE P/P 144A 08.7500 11/01/2023 | 0.00% |
| NOBLE HLDG INTL LTD P/P 144A 07.8750 02/01/2026 | 0.00% |
| NZD/USD 04/15/2020 CSI-FX | 0.00% |
| NZD/USD 07/15/2020 HSBCB | 0.00% |
| OASIS PETROLEUM INC 06.8750 03/15/2022 | 0.00% |
| OASIS PETROLEUM INC P/P 144A 06.2500 05/01/2026 | 0.00% |
| ORACLE CORP 02.5000 05/15/2022 | 0.00% |
| PARTY CITY HLDG INC P/P 144A 06.1250 08/15/2023 | 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% |
| SGD/USD 05/20/2020 JPMCB | 0.00% |
| SM ENERGY CO 06.6250 01/15/2027 | 0.00% |
| STACR 2019-DNA2 M2 03.3966 03/25/2049 | 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% |
| TOLEDO EDISON COMPANY 07.2500 05/01/2020 | 0.00% |
| TRANSOCEAN INC 07.5000 04/15/2031 | 0.00% |
| TXU TCEH RIGHTS | 0.00% |
| USD/CHF PUT 0.91 20200605 CITI | 0.00% |
| 0.745 R ISWP US0003M P 03/17/2025 | 0.00% |
| ADVANZ PHARMA CORP LTD SEDOL BG0RYR7 | 0.00% |
| AUD/USD 04/15/2020 BCAP-FX | 0.00% |
| AUD/USD 07/15/2020 CSI-FX | 0.00% |
| AUD/USD 07/15/2020 HSBCB | 0.00% |
| BACM 2007-1 XW IO 00.2286 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 00.2832 12/11/2038 | 0.00% |
| BSCMS 2006-PW11 C P/P 144A 05.7487 03/11/2039 | 0.00% |
| CAD/USD 04/15/2020 WPAC | 0.00% |
| CAD/USD 07/15/2020 CSI-FX | 0.00% |
| CAD/USD 07/15/2020 HSBCB | 0.00% |
| CALIFORNIA RESOURCES P/P 144A 08.0000 12/15/2022 | 0.00% |
| CD 2007-CD4 XW IO P/P 144A 01.3000 12/11/2049 | 0.00% |
| CGCMT 2006-C5 XC IO P/P 144A 00.5026 10/15/2049 | 0.00% |
| CHINA INTERNATIONAL TRAVEL-A SEDOL BP3R466 | 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 JP | 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 JP | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 JP | 0.00% |
| CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 CG | 0.00% |
| CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 CG | 0.00% |
| CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 GS | 0.00% |
| CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 JP | 0.00% |
| CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 MS | 0.00% |
| CMB CMBX.NA.BB.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 JP | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.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 ML | 0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 JP | 0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 MS | 0.00% |
| CNH/USD 05/20/2020 BANKAM | 0.00% |
| CNH/USD 05/20/2020 GSFX | 0.00% |
| CSFB 2003-C3 AX IO P/P 144A 02.1712 05/15/2038 | 0.00% |
| CSMC 2007-C1 AX IO P/P 144A 00.2585 02/15/2040 | 0.00% |
| CSMC 2007-C2 AX IO P/P 144A 00.0089 01/15/2049 | 0.00% |
| CVS PASS-THROUGH TRUST 06.0360 12/10/2028 | 0.00% |
| DENBURY RESOURCES P/P 144A 09.2500 03/31/2022 | 0.00% |
| EUR/NOK PUT 9.60 20200406 GSFX | 0.00% |
| EUR/USD 06/17/2020 BCAP-FX | 0.00% |
| EUR/USD 06/17/2020 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 00.3770 10/25/2041 | 0.00% |
| FNR 2001-79 BI IO 00.2731 03/25/2045 | 0.00% |
| FNR 2003-34 P1 PO 00.0000 04/25/2043 | 0.00% |
| FNW 2002-W8 IO1 IO 00.3018 06/25/2042 | 0.00% |
| GBP/USD CALL 1.335 20200402 BCAP-FX | 0.00% |
| GBP/USD CALL 1.335 20200407 UBS | 0.00% |
| GECMC 2007-C1 XC IO P/P 144A 00.0029 12/10/2049 | 0.00% |
| GNR 2018-127 IB IO 04.5000 06/20/2045 | 0.00% |
| HC BRILLANT SERVICES GMBH P/P | 0.00% |
| HKD/USD 05/20/2020 BANKAM | 0.00% |
| HKD/USD 05/20/2020 BCAP-FX | 0.00% |
| HKD/USD 05/20/2020 GSFX | 0.00% |
| HKD/USD 05/20/2020 HSBCB | 0.00% |
| HKD/USD 05/20/2020 TDBK | 0.00% |
| HKD/USD 05/20/2020 UBS | 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 00.6522 12/12/2043 | 0.00% |
| JPMCC 2006-LDP8 X IO 00.2897 05/15/2045 | 0.00% |
| JPMCC 2007-LDPX X IO 00.0305 01/15/2049 | 0.00% |
| JPY/USD 05/20/2020 UBS | 0.00% |
| KRW/USD 05/20/2020 JPMCB | 0.00% |
| LBUBS 2005-C5 XCL IO P/P 144A 0.09 3 09/15/2040 | 0.00% |
| LBUBS 2005-C7 XCL IO P/P 144A 00.3130 11/15/2040 | 0.00% |
| LBUBS 2007-C2 XW IO 00.1419 02/15/2040 | 0.00% |
| MEZZ 2006-C4 X IO P/P 144A 06.4012 07/15/2045 | 0.00% |
| MWO HOLDINGS LLC | 0.00% |
| NEW BIGFOOT OTHER ASSETS GMBH P/P | 0.00% |
| NEW MIDDLE EAST OTHER ASSETS GMBH P/P | 0.00% |
| NINE POINT ENERGY CNV PRF | 0.00% |
| NINE POINT ENERGY COM | 0.00% |
| NOBLE HOLDING INTL LTD USD 07.7500 01/15/2024 | 0.00% |
| NZD/USD 04/15/2020 TDBK | 0.00% |
| OASIS PETROLEUM INC CV 02.6250 09/15/2023 | 0.00% |
| SEK/USD 06/17/2020 BCAP-FX | 0.00% |
| SEK/USD 06/17/2020 GSFX | 0.00% |
| TERVITA CORP SEDOL BD1DCC4 | 0.00% |
| TEXAS COHLD TCEH ESCROW 11.5000 10/01/2020 | 0.00% |
| THE SHERWIN-WILLIAMS COMPANY 02.7500 06/01/2022 | 0.00% |
| VALARIS PLC USD 07.7500 02/01/2026 | 0.00% |
| WBCMT 2006-C29 IO IO 00.1166 11/15/2048 | 0.00% |
| 0.609 R ISWP US0003M P 03/26/2025 | -0.00% |
| 0.7475 R ISWP FWD US0003M P 05/01/2050 | -0.00% |
| CAD/USD 04/15/2020 CITI | -0.00% |
| CHF/USD 06/17/2020 CITI | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 JP | -0.00% |
| CMB CMBX.NA.A.7 2047-01-17 200.0 01/17/2047 JP | -0.00% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 MS | -0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CS | -0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 JP | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 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-.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% |
| EUR/USD 06/17/2020 CSI-FX | -0.00% |
| HKD/USD 05/20/2020 SSBT | -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 05/20/2020 BANKAM | -0.00% |
| JPY/USD 05/20/2020 JPMCB | -0.00% |
| JPY/USD 05/20/2020 WPAC | -0.00% |
| MBX.FN30.600.08 P USL1M R 01/12/39 BC | -0.00% |
| MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.00% |
| MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.00% |
| USD/JPY PUT 103.00 20200416 BANKAM | -0.00% |
| AUD/USD 04/15/2020 CSI-FX | -0.00% |
| AUD/USD 04/15/2020 RBSF | -0.00% |
| CAD/USD 04/15/2020 GSFX | -0.00% |
| CHF/USD 06/17/2020 GSFX | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 JP | -0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 JP | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 CS | -0.00% |
| EUR/USD 06/17/2020 GSFX | -0.00% |
| EUR/USD 06/17/2020 JPMCB | -0.00% |
| EUR/USD 06/17/2020 RBSF | -0.00% |
| EUR/USD 06/17/2020 TDBK | -0.00% |
| JPY/USD 05/20/2020 HSBCB | -0.00% |
| NOK/USD 06/17/2020 BANKAM | -0.00% |
| NOK/USD 06/17/2020 TDBK | -0.00% |
| NOK/USD 06/17/2020 UBS | -0.00% |
| TWD/USD 05/20/2020 BANKAM | -0.00% |
| TWD/USD 05/20/2020 GSFX | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 MS | -0.00% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 MS | -0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 GS | -0.00% |
| EUR/USD 06/17/2020 CITI | -0.00% |
| IOS.FN30.400.10 P USL1M R 01/12/41 JP | -0.00% |
| JPY/USD 05/20/2020 GSFX | -0.00% |
| JPY/USD 05/20/2020 SSBT | -0.00% |
| USD/CHF PUT 0.91 20200605 GSFX | -0.00% |
| CHF/USD 06/17/2020 JPMCB | -0.00% |
| EUR/USD 06/17/2020 HSBCB | -0.00% |
| EUR/USD 06/17/2020 UBS | -0.00% |
| NOK/USD 06/17/2020 CITI | -0.00% |
| NZD/USD 04/15/2020 BCAP-FX | -0.00% |
| 0.742 R ISWP US0003M P 03/23/2025 | -0.00% |
| 0.7525 R ISWP US0003M P 03/23/2025 | -0.00% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 CG | -0.00% |
| EUR/USD 06/17/2020 BANKAM | -0.00% |
| EUR/USD 06/17/2020 SSBT | -0.00% |
| NOK/USD 06/17/2020 RBSF | -0.00% |
| NZD/USD 04/15/2020 BANKAM | -0.00% |
| NZD/USD 04/15/2020 RBSF | -0.00% |
| NZD/USD 04/15/2020 WPAC | -0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CG | -0.01% |
| USD/JPY PUT 105.00 20200622 BANKAM | -0.01% |
| USD/JPY PUT 105.00 20200622 CITI | -0.01% |
| USD/JPY PUT 105.00 20200622 GSFX | -0.01% |
| AUD/USD 04/15/2020 BANKAM | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% |
| NOK/USD 06/17/2020 HSBCB | -0.01% |
| CDX CDX.NA.IG.34 100.0 06/20/2025 | -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 BC | -0.01% |
| NOK/USD 06/17/2020 CSI-FX | -0.01% |
| NZD/USD 04/15/2020 UBS | -0.01% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CS | -0.01% |
| JPY/USD 05/20/2020 BCAP-FX | -0.01% |
| MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.01% |
| GBP/USD 06/17/2020 JPMCB | -0.01% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 JP | -0.01% |
| NZD/USD 04/15/2020 SSBT | -0.01% |
| NOK/USD 06/17/2020 SSBT | -0.02% |
| NOK/USD 06/17/2020 JPMCB | -0.02% |
| AUD/USD 04/15/2020 JPMCB | -0.03% |
| 1.625 R ISWP FWD US0003M P 03/18/2025 | -0.05% |
| NOK/USD 06/17/2020 GSFX | -0.06% |
| 1.60 R ISWP FWD US0003M P 03/18/2022 | -0.06% |
| 1.75 R ISWP FWD US0003M P 03/18/2030 | -0.07% |
| FNMA FN30 TBA UMBS 03.5000 04/01/2050 | -0.14% |
| RU10INTR P US0003M R 11/25/20 CI | -0.33% |
| FNMA FN30 TBA UMBS 03.0000 04/01/2050 | -0.36% |
| S&P500 EMINI FUT JUN20 ESM0 | -1.22% |
| RU10INTR P US0003M R 11/25/20 CI | -2.67% |
| GSGLPWDS P US0001M R 12/15/25 GS | -5.38% |
Portfolio composition as of 06/30/20
| U.S. large-cap equity | 48.07% |
|---|---|
| International equity | 14.63% |
| U.S. Investment-grade bonds | 12.37% |
| U.S. small- and mid-cap equity | 10.73% |
| U.S. High-yield bonds | 6.00% |
| Emerging-markets equity | 5.83% |
| U.S. money markets | 2.38% |
Fixed income statistics as of 06/30/20
| Average effective maturity | 5.65 yrs. |
|---|---|
| Average effective duration | 0.79 yrs. |
Fund characteristics will vary over time.
Due to rounding, percentages may not equal 100%.
Consider these risks before investing: Allocation of assets among asset classes may hurt performance. The value of investments in the fund's portfolio may fall or fail to rise over extended periods of time for a variety of reasons, including general economic, political or financial market conditions, investor sentiment and market perceptions, government actions, geopolitical events or changes, and factors related to a specific issuer, asset class, geography, industry or sector. These and other factors may lead to increased volatility and reduced liquidity in the fund's portfolio holdings. International investing involves currency, economic, and political risks. Emerging-market securities carry illiquidity and volatility risks. Investments in small and/or midsize companies increase the risk of greater price fluctuations. Growth stocks may be more susceptible to earnings disappointments, and value stocks may fail to rebound. Funds that invest in government securities are not guaranteed. Mortgage-backed investments, unlike traditional debt investments, are also subject to prepayment risk, which means that they may increase in value less than other bonds when interest rates decline and decline in value more than other bonds when interest rates rise. Bond investments are subject to interest-rate risk (the risk of bond prices falling if interest rates rise) and credit risk (the risk of an issuer defaulting on interest or principal payments). Default risk is generally higher for non-qualified mortgages. Interest-rate risk is generally greater for longer-term bonds, and credit risk is generally greater for below-investment-grade bonds. Unlike bonds, funds that invest in bonds have fees and expenses. The use of derivatives may increase these risks by increasing investment exposure (which may be considered leverage) or, in the case of over-the-counter instruments, because of the potential inability to terminate or sell derivatives positions and the potential failure of the other party to the instrument to meet its obligations. Our investment techniques, analyses, and judgments may not produce the outcome we intend. The investments we select for the fund may not perform as well as other securities that we do not select for the fund. We, or the fund's other service providers, may experience disruptions or operating errors that could have a negative effect on the fund. You can lose money by investing in the fund.
Expenses
Expense ratio |
Class A | Class B | Class C | Class R | Class R5 | Class R6 | Class Y |
|---|---|---|---|---|---|---|---|
| Total expense ratio | 1.07% | 1.82% | 1.82% | 1.32% | 0.80% | 0.70% | 0.82% |
| What you pay | 1.07% | 1.82% | 1.82% | 1.32% | 0.80% | 0.70% | 0.82% |
Sales charge
| Investment Breakpoint | Class A | Class B | Class C | Class R | Class R5 | Class R6 | Class Y |
|---|---|---|---|---|---|---|---|
| $0-$49,999 | 5.75% | 0.00% | 0.00% | -- | -- | -- | -- |
| $50,000-$99,999 | 4.50% | 0.00% | 0.00% | -- | -- | -- | -- |
| $100,000-$249,999 | 3.50% | -- | 0.00% | -- | -- | -- | -- |
| $250,000-$499,999 | 2.50% | -- | 0.00% | -- | -- | -- | -- |
| $500,000-$999,999 | 2.00% | -- | 0.00% | -- | -- | -- | -- |
| $1M-$4M | 0.00% | -- | -- | -- | -- | -- | -- |
| $4M-$50M | 0.00% | -- | -- | -- | -- | -- | -- |
| $50M+ | 0.00% | -- | -- | -- | -- | -- | -- |
CDSC
| Class A (sales for $1,000,000+) | Class B | Class C | Class R | Class R5 | Class R6 | Class Y | |
|---|---|---|---|---|---|---|---|
| 0 to 9 mts. | 1.00% | 5.00% | 1.00% | -- | -- | -- | -- |
| 9 to 12 mts. | 1.00% | 5.00% | 1.00% | -- | -- | -- | -- |
| 2 yrs. | 0.00% | 4.00% | 0.00% | -- | -- | -- | -- |
| 3 yrs. | 0.00% | 3.00% | 0.00% | -- | -- | -- | -- |
| 4 yrs. | 0.00% | 3.00% | 0.00% | -- | -- | -- | -- |
| 5 yrs. | 0.00% | 2.00% | 0.00% | -- | -- | -- | -- |
| 6 yrs. | 0.00% | 1.00% | 0.00% | -- | -- | -- | -- |
| 7+ yrs. | 0.00% | 0.00% | 0.00% | -- | -- | -- | -- |
The Russell 3000 Index is an unmanaged index of the 3,000 largest U.S. companies. The Putnam Growth Blended Benchmark is a benchmark administered by Putnam Management, comprising 60% the Russell 3000 Index, 15% the MSCI EAFE Index (ND), 15% the Bloomberg Barclays U.S. Aggregate Bond Index, 5% the JPMorgan Developed High Yield Index, and 5% the MSCI Emerging Markets Index (GD). You cannot invest directly in an index.
Consider these risks before investing: Allocation of assets among asset classes may hurt performance. The value of investments in the fund's portfolio may fall or fail to rise over extended periods of time for a variety of reasons, including general economic, political or financial market conditions, investor sentiment and market perceptions, government actions, geopolitical events or changes, and factors related to a specific issuer, asset class, geography, industry or sector. These and other factors may lead to increased volatility and reduced liquidity in the fund's portfolio holdings. International investing involves currency, economic, and political risks. Emerging-market securities carry illiquidity and volatility risks. Investments in small and/or midsize companies increase the risk of greater price fluctuations. Growth stocks may be more susceptible to earnings disappointments, and value stocks may fail to rebound. Funds that invest in government securities are not guaranteed. Mortgage-backed investments, unlike traditional debt investments, are also subject to prepayment risk, which means that they may increase in value less than other bonds when interest rates decline and decline in value more than other bonds when interest rates rise. Bond investments are subject to interest-rate risk (the risk of bond prices falling if interest rates rise) and credit risk (the risk of an issuer defaulting on interest or principal payments). Default risk is generally higher for non-qualified mortgages. Interest-rate risk is generally greater for longer-term bonds, and credit risk is generally greater for below-investment-grade bonds. Unlike bonds, funds that invest in bonds have fees and expenses. The use of derivatives may increase these risks by increasing investment exposure (which may be considered leverage) or, in the case of over-the-counter instruments, because of the potential inability to terminate or sell derivatives positions and the potential failure of the other party to the instrument to meet its obligations. Our investment techniques, analyses, and judgments may not produce the outcome we intend. The investments we select for the fund may not perform as well as other securities that we do not select for the fund. We, or the fund's other service providers, may experience disruptions or operating errors that could have a negative effect on the fund. You can lose money by investing in the fund.