Active Allocation
Dynamic Asset Allocation Growth Fund (Class Y) (PAGYX)
A globally diversified fund pursuing growth
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 |
$17.29
0.17% | $0.03 |
$17.29
02/14/20 |
$15.25
05/31/19 |
Consistency of positive performance over five years
Performance shown 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 click on the performance tab.
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)
7.46%
Average 5-year annualized return
Fund facts as of 12/31/19
Total net assets
$2,920.14M
$2,920.14M
Turnover (fiscal year end)
117%
117%
Dividend frequency
Annually
Annually
Number of holdings
1798
1798
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 | Q3 2019
Assessing high-yield returns
Jason Vaillancourt, Co-Head of Global Asset Allocation, explains why he is taking a slightly underweight position in high yield.
Literature
Actively targeting inflation risk for retirement savers
We explain why a dynamic approach to hedging inflation risk in a target-date fund may be a better way to protect a retirement nest egg.Market volatility returns to "old" normal
Our outlook for stock market volatility sees the levels reached in 2018 continuing, in part because these levels were close to the long-term norm.Calibrate equity allocations with higher savings rates
Evidence of higher savings rates by plan participants make it reasonable to consider lower equity allocations across the glide path of target-date funds.Performance
Total return (%) as of 12/31/19
Annual performance as of 12/31/19
Annualized Total return (%) as of 12/31/19
| Annualized performance | 1 yr. | 3 yrs. | 5 yrs. | 10 yrs. |
|---|---|---|---|---|
| Before sales charge | 21.05% | 9.61% | 7.31% | 9.68% |
| After sales charge | N/A | N/A | N/A | N/A |
| Russell 3000 Index | 31.02% | 14.57% | 11.24% | 13.42% |
| Putnam Growth Blended Benchmark | 24.83% | 11.81% | 8.81% | 10.17% |
Current performance may be lower or higher than the quoted past performance, which cannot guarantee future results. Share price, principal value, and return will vary, and you may have a gain or loss when you sell your shares. Performance assumes reinvestment of distributions and does not account for taxes. Returns before sales charge do not reflect the current maximum sales charges as indicated below. Had the sales charge been reflected, returns would be lower. Returns at public offering price (after sales charge) for class A and class M shares reflect the current maximum initial sales charges of 5.75% and 3.50% for equity funds and 4.00% and 3.25% for income funds (2.25% for class A of Putnam Floating Rate Income Fund, Short-Term Municipal Income, Short Duration Bond Fund, and Fixed Income Absolute Return Fund), respectively. Class B share returns reflect the applicable contingent deferred sales charge (CDSC), which is 5% in the first year, declining to 1% in the sixth year, and is eliminated thereafter (except for Putnam Floating Rate Income Fund, Putnam Short Duration Bond Fund, Putnam Fixed Income Absolute Return Fund, and Putnam Short-Term Municipal Income Fund, which is 1% in the first year, declining to 0.5% in the second year, and is eliminated thereafter). Class C shares reflect a 1% CDSC the first year that is eliminated thereafter. Performance for class B, C, M, N, R, and Y shares prior to their inception is derived from the historical performance of class A shares, adjusted for the applicable sales charge (or CDSC) and, except for class Y shares, the higher operating expenses for such shares (with the exception of Putnam Tax-Free High Yield Fund and Putnam AMT-Free Municipal Fund, which are based on the historical performance of class B shares). Performance for class A, C, and Y shares of Putnam Mortgage Opportunities Fund before their inception is derived from the historical performance of class I shares, which have been adjusted for the applicable sales charge (or CDSC) and the higher operating expenses for such shares. Returns at public offering price (after sales charge) for class N shares reflect the current maximum initial sales charge of 1.50%. Class R5/R6 shares, available to qualified employee-benefit plans only, are sold without an initial sales charge and have no CDSC. Class Y shares are generally only available for corporate and institutional clients and have no initial sales charge. Performance for class R5/R6 shares before their inception are derived from the historical performance of class Y shares, which have not been adjusted for the lower expenses; had they, returns would have been higher. Class A shares of Putnam money market funds have no initial sales charge. For a portion of the period, some funds had expenses limitations or had been sold on a limited basis with limited assets and expenses, without which returns would be lower.
Performance snapshot
| Before sales charge | After sales charge | ||
|---|---|---|---|
| 1 mt. as of 01/31/20 | -0.48% | - | |
| YTD as of 02/14/20 | 3.04% | - | |
Risk-adjusted performance as of 12/31/19
| Sharpe ratio (3 yrs.) | 0.78 |
|---|
Volatility as of 12/31/19
| Standard deviation (3 yrs.) | 10.29% |
|---|
Lipper rankings as of 12/31/19
| Time period | Rank/Funds in category | Percentile ranking |
|---|---|---|
| 1 yr. | 233/461 | 51% |
| 3 yrs. | 217/432 | 51% |
| 5 yrs. | 130/388 | 34% |
| 10 yrs. | 34/292 | 12% |
Morningstar Ratings™ as of 12/31/19
| Time period | Funds in category | Morningstar Rating™ |
|---|---|---|
| Overall | 304 | |
| 3 yrs. | 304 | |
| 5 yrs. | 273 | |
| 10 yrs. | 193 |
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.
Compare
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** FundVisualizer comparison based on Putnam fund versus the largest fund in its Morningstar category.
Holdings
| Apple Inc Sedol 2046251 | 1.83% |
|---|---|
| Amazon.Com Inc Sedol 2000019 | 1.78% |
| Alphabet Inc-Cl A Sedol Byvy8g0 | 1.69% |
| Jpmorgan Chase & Co Sedol 2190385 | 1.58% |
| Microsoft Corp Sedol 2588173 | 1.32% |
| Gnma Gii30 Tba 03.5000 01/01/2050 | 1.20% |
| Verizon Communications Inc Sedol 2090571 | 1.11% |
| Chevron Corp | 1.07% |
| Citigroup Inc Sedol 2297907 | 1.06% |
| Cisco Systems Inc Sedol 2198163 | 1.06% |
| Top 10 holdings, percent of portfolio | 13.70% |
| Top 10 holdings as of 12/31/19 | |
|---|---|
| Apple Inc Sedol 2046251 | |
| Amazon.Com Inc Sedol 2000019 | |
| Alphabet Inc-Cl A Sedol Byvy8g0 | |
| Jpmorgan Chase & Co Sedol 2190385 | |
| Microsoft Corp Sedol 2588173 | |
| Gnma Gii30 Tba 03.5000 01/01/2050 | |
| Verizon Communications Inc Sedol 2090571 | |
| Chevron Corp | |
| Citigroup Inc Sedol 2297907 | |
| Cisco Systems Inc Sedol 2198163 | |
| Holdings represent 13.70% of portfolio | |
| Top 10 holdings as of 11/30/19 | |
|---|---|
| Amazon.Com Inc Sedol 2000019 | |
| Apple Inc Sedol 2046251 | |
| Alphabet Inc-Cl A Sedol Byvy8g0 | |
| Jpmorgan Chase & Co Sedol 2190385 | |
| Microsoft Corp Sedol 2588173 | |
| Gnma Gii30 Tba 03.5000 12/01/2049 | |
| Verizon Communications Inc Sedol 2090571 | |
| Chevron Corp | |
| Cisco Systems Inc Sedol 2198163 | |
| Citigroup Inc Sedol 2297907 | |
| Holdings represent 13.32% of portfolio | |
| Top 10 holdings as of 10/31/19 | |
|---|---|
| Amazon.Com Inc Sedol 2000019 | |
| Alphabet Inc-Cl A Sedol Byvy8g0 | |
| Jpmorgan Chase & Co Sedol 2190385 | |
| Apple Inc Sedol 2046251 | |
| Gnma Gii30 Tba 03.5000 11/01/2049 | |
| Microsoft Corp Sedol 2588173 | |
| Verizon Communications Inc Sedol 2090571 | |
| Cisco Systems Inc Sedol 2198163 | |
| Chevron Corp | |
| Citigroup Inc Sedol 2297907 | |
| Holdings represent 12.96% of portfolio | |
| Top 10 holdings as of 09/30/19 | |
|---|---|
| Alphabet | |
| Amazon | |
| JPMorgan Chase | |
| Apple | |
| Microsoft | |
| Cisco Systems | |
| Verizon Communications | |
| Chevron | |
| Citigroup | |
| Procter & Gamble | |
| Holdings represent 12.66% of portfolio | |
| GSGLPWDL R US0001M P 12/15/20 GS | 6.07% |
|---|---|
| E-MINI RUSS 2000 MAR20 RTYH0 | 4.88% |
| CGPUTQL2 R US0003M P 11/25/20 CI | 3.10% |
| APPLE INC SEDOL 2046251 | 2.57% |
| S&P500 EMINI FUT MAR20 ESH0 | 2.48% |
| S&P MID 400 EMINI MAR20 FAH0 | 2.29% |
| US 2YR NOTE (CBT) MAR20 TUH0 | 2.27% |
| AMAZON.COM INC SEDOL 2000019 | 1.94% |
| US 5YR NOTE (CBT) MAR20 FVH0 | 1.92% |
| ALPHABET INC-CL A SEDOL BYVY8G0 | 1.81% |
| JPMORGAN CHASE & CO SEDOL 2190385 | 1.48% |
| MICROSOFT CORP SEDOL 2588173 | 1.42% |
| GNMA GII30 TBA 03.5000 02/01/2050 | 1.22% |
| VERIZON COMMUNICATIONS INC SEDOL 2090571 | 1.07% |
| PROCTER & GAMBLE CO/THE SEDOL 2704407 | 1.06% |
| US 10YR NOTE (CBT)MAR20 TYH0 | 1.02% |
| CISCO SYSTEMS INC SEDOL 2198163 | 1.01% |
| US ULTRA BOND CBT MAR20 WNH0 | 1.00% |
| ADOBE INC SEDOL 2008154 | 0.99% |
| CITIGROUP INC SEDOL 2297907 | 0.98% |
| CHEVRON CORP | 0.95% |
| PAYPAL HOLDINGS INC SEDOL BYW36M8 | 0.91% |
| COCA-COLA CO/THE SEDOL 2206657 | 0.88% |
| QUALCOMM INC SEDOL 2714923 | 0.85% |
| ORACLE CORP SEDOL 2661568 | 0.82% |
| MEDTRONIC PLC SEDOL BTN1Y11 | 0.76% |
| COMCAST CORP-CLASS A SEDOL 2044545 | 0.75% |
| JOHNSON & JOHNSON SEDOL 2475833 | 0.72% |
| PEPSICO INC SEDOL 2681511 | 0.62% |
| LOCKHEED MARTIN CORP SEDOL 2522096 | 0.62% |
| FHLMC FR30 ZS4750 UMBS 03.0000 01/01/2048 | 0.60% |
| MERCK & CO. INC. SEDOL 2778844 | 0.58% |
| HONEYWELL INTERNATIONAL INC SEDOL 2020459 | 0.56% |
| INTUIT INC SEDOL 2459020 | 0.56% |
| BARCLAYS BANK PLC CCP 06742VBQ3 DCP 02/07/2020 | 0.52% |
| NORTHROP GRUMMAN CORP SEDOL 2648806 | 0.52% |
| BPCE SA 05571BC27 DCP 03/02/2020 | 0.52% |
| LIBERTY STREET FUNDING LLC 53127TBT9 DCP 02/27/2020 | 0.52% |
| THUNDER BAY FUNDING LLC 88603HCA4 DCP 05/26/2020 | 0.52% |
| AMGEN INC SEDOL 2023607 | 0.52% |
| TORONTO-DOMINION BANK/THE 89119AD96 DCP 04/09/2020 | 0.51% |
| STARBUCKS CORP SEDOL 2842255 | 0.51% |
| ALIBABA GROUP HOLDING LTD SEDOL BK6YZP5 | 0.49% |
| MONDELEZ INTERNATIONAL INC-A SEDOL B8CKK03 | 0.47% |
| FNMA FN15 TBA UMBS 03.0000 02/01/2035 | 0.47% |
| BOOKING HOLDINGS INC SEDOL BDRXDB4 | 0.47% |
| CHARIOT FUNDING LLC 15963TDD8 DCP 04/13/2020 | 0.45% |
| US LONG BOND(CBT) MAR20 USH0 | 0.44% |
| S&P GLOBAL INC SEDOL BYV2325 | 0.41% |
| MORGAN STANLEY | 0.40% |
| ABBOTT LABORATORIES SEDOL 2002305 | 0.40% |
| DELTA AIR LINES INC SEDOL B1W9D46 | 0.39% |
| EXELON CORP SEDOL 2670519 | 0.39% |
| METLIFE INC SEDOL 2573209 | 0.38% |
| ROCHE HOLDING AG-GENUSSCHEIN SEDOL 7110388 | 0.38% |
| FNMA FN30 MA3563 UMBS 04.0000 01/01/2049 | 0.38% |
| TENCENT HOLDINGS LTD SEDOL BMMV2K8 | 0.37% |
| SAMSUNG ELECTRONICS CO LTD SEDOL 6771720 | 0.37% |
| MANHATTAN ASSET FUNDING CO LL 56274LBA1 DCP 02/10/2020 | 0.36% |
| CHARIOT FUNDING LLC 15963TC56 DCP 03/05/2020 | 0.35% |
| VICTORY RECEIVABLES CORP 92646KC59 DCP 03/05/2020 | 0.35% |
| WASTE MANAGEMENT INC SEDOL 2937667 | 0.34% |
| LOWES COMPANIES INC | 0.34% |
| TREASURY BILL 00.0000 05/21/2020 | 0.34% |
| UNION PACIFIC CORP SEDOL 2914734 | 0.33% |
| DANAHER CORP SEDOL 2250870 | 0.33% |
| EDWARDS LIFESCIENCES CORP SEDOL 2567116 | 0.31% |
| KINDER MORGAN INC SEDOL B3NQ4P8 | 0.31% |
| INGERSOLL-RAND PLC SEDOL B633030 | 0.30% |
| NOVARTIS AG-REG SEDOL 7103065 | 0.30% |
| MATCHPOINT FINANCE PLC 57666ACJ9 DCP 03/18/2020 | 0.30% |
| TAIWAN SEMICONDUCTOR MANUFAC SEDOL 6889106 | 0.30% |
| PHILLIPS 66 SEDOL B78C4Y8 | 0.29% |
| EBAY INC SEDOL 2293819 | 0.29% |
| CROWN CASTLE INTL CORP SEDOL BTGQCX1 | 0.28% |
| CAPITAL ONE FINANCIAL CORP SEDOL 2654461 | 0.28% |
| FNMA FN30 FM1741 UMBS 04.0000 04/01/2049 | 0.28% |
| CAFCO LLC 1247P2CG7 DCP 03/16/2020 | 0.28% |
| CUMMINS INC SEDOL 2240202 | 0.27% |
| MCKESSON CORP SEDOL 2378534 | 0.27% |
| BROADCOM INC SEDOL BDZ78H9 | 0.26% |
| BRISTOL-MYERS SQUIBB CO SEDOL 2126335 | 0.26% |
| HILTON WORLDWIDE HOLDINGS IN SEDOL BYVMW06 | 0.26% |
| BIOGEN INC SEDOL 2455965 | 0.26% |
| LAM RESEARCH CORP SEDOL 2502247 | 0.26% |
| PFIZER INC SEDOL 2684703 | 0.25% |
| VEEVA SYSTEMS INC-CLASS A SEDOL BFH3N85 | 0.25% |
| HERSHEY CO/THE SEDOL 2422806 | 0.25% |
| KERING SEDOL 5505072 | 0.25% |
| AMERIPRISE FINANCIAL INC SEDOL B0J7D57 | 0.24% |
| ALLSTATE CORP SEDOL 2019952 | 0.23% |
| NOVO NORDISK A/S-B SEDOL BHC8X90 | 0.23% |
| TARGET CORP SEDOL 2259101 | 0.22% |
| FACEBOOK INC-CLASS A SEDOL B7TL820 | 0.22% |
| FNMA FN30 TBA UMBS 04.0000 02/01/2050 | 0.22% |
| SONY CORP SEDOL 6821506 | 0.22% |
| SYNCHRONY FINANCIAL SEDOL BP96PS6 | 0.22% |
| FORTINET INC SEDOL B5B2106 | 0.21% |
| GOLDMAN SACHS GROUP INC SEDOL 2407966 | 0.21% |
| EXPEDIA GROUP INC SEDOL B748CK2 | 0.21% |
| ALLIANZ SE-REG SEDOL 5231485 | 0.21% |
| GILEAD SCIENCES INC SEDOL 2369174 | 0.21% |
| UNITED AIRLINES HOLDINGS INC SEDOL B4QG225 | 0.21% |
| ZIMMER BIOMET HOLDINGS INC SEDOL 2783815 | 0.21% |
| LEIDOS HOLDINGS INC SEDOL BDV82B8 | 0.20% |
| ENEL SPA SEDOL 7144569 | 0.20% |
| FNMA FN30 FM1521 UMBS 04.0000 05/01/2049 | 0.20% |
| CADENCE DESIGN SYS INC SEDOL 2302232 | 0.20% |
| UNILEVER NV SEDOL B1527V7 | 0.20% |
| DISCOVER FINANCIAL SERVICES SEDOL B1YLC43 | 0.19% |
| FNMA FN30 TBA UMBS 06.0000 02/01/2050 | 0.19% |
| PULTEGROUP INC SEDOL 2708841 | 0.19% |
| ALLERGAN PLC SEDOL BY9D546 | 0.19% |
| RIO TINTO PLC SEDOL 0718875 | 0.18% |
| KLA CORP SEDOL 2480138 | 0.18% |
| SYNOPSYS INC SEDOL 2867719 | 0.18% |
| EVERGY INC SEDOL BFMXGR0 | 0.18% |
| NESTLE SA-REG SEDOL 7123870 | 0.18% |
| KDDI CORP SEDOL 6248990 | 0.18% |
| ROYAL DUTCH SHELL PLC-B SHS SEDOL B03MM40 | 0.18% |
| AT&T INC SEDOL 2831811 | 0.18% |
| HARTFORD FINANCIAL SVCS GRP SEDOL 2476193 | 0.18% |
| ASTELLAS PHARMA INC SEDOL 6985383 | 0.18% |
| UNILEVER PLC SEDOL B10RZP7 | 0.18% |
| SOCIETE GENERALE SA 83369BC20 DCP 03/02/2020 | 0.17% |
| PUBLIC SERVICE ENTERPRISE GP SEDOL 2707677 | 0.17% |
| HOYA CORP SEDOL 6441506 | 0.17% |
| BNP PARIBAS SEDOL 7309681 | 0.17% |
| E*TRADE FINANCIAL CORPORATION | 0.17% |
| ACTIVISION BLIZZARD INC SEDOL 2575818 | 0.17% |
| LEGAL & GENERAL GROUP PLC SEDOL 0560399 | 0.17% |
| ENTERGY CORP SEDOL 2317087 | 0.16% |
| ITOCHU CORP SEDOL 6467803 | 0.16% |
| KONINKLIJKE PHILIPS NV SEDOL 5986622 | 0.16% |
| SUMITOMO MITSUI FINANCIAL GR SEDOL 6563024 | 0.16% |
| MGM RESORTS INTERNATIONAL SEDOL 2547419 | 0.16% |
| AUTODESK INC SEDOL 2065159 | 0.16% |
| AGILENT TECHNOLOGIES INC SEDOL 2520153 | 0.16% |
| WOOLWORTHS GROUP LTD SEDOL 6981239 | 0.16% |
| CONOCOPHILLIPS | 0.16% |
| HDFC BANK LIMITED SEDOL BK1N461 | 0.15% |
| CRH PLC SEDOL 4182249 | 0.15% |
| FNMA FN30 AL9859 UMBS 03.0000 03/01/2047 | 0.15% |
| HITACHI LTD SEDOL 6429104 | 0.15% |
| PARTNERS GROUP HOLDING AG SEDOL B119QG0 | 0.15% |
| AES CORP SEDOL 2002479 | 0.15% |
| SANDVIK AB SEDOL B1VQ252 | 0.15% |
| WOLTERS KLUWER SEDOL 5671519 | 0.15% |
| COMPASS GROUP PLC SEDOL BD6K457 | 0.15% |
| JOHNSON CONTROLS INTERNATION SEDOL BY7QL61 | 0.15% |
| WILLIAMS COS INC SEDOL 2967181 | 0.15% |
| ASHTEAD GROUP PLC SEDOL 0053673 | 0.15% |
| DEUTSCHE POST AG-REG SEDOL 4617859 | 0.14% |
| FNMA FN30 MA2737 UMBS 03.0000 09/01/2046 | 0.14% |
| HERMES INTERNATIONAL SEDOL 5253973 | 0.14% |
| BANCO BILBAO VIZCAYA ARGENTA SEDOL 5501906 | 0.14% |
| AMETEK INC SEDOL 2089212 | 0.14% |
| DEUTSCHE TELEKOM AG-REG SEDOL 5842359 | 0.14% |
| SHIONOGI & CO LTD SEDOL 6804682 | 0.14% |
| LUKOIL PJSC-SPON ADR SEDOL BYZDW27 | 0.14% |
| NINTENDO CO LTD SEDOL 6639550 | 0.14% |
| ORIX CORP SEDOL 6661144 | 0.14% |
| VISTRA ENERGY CORP SEDOL BZ8VJQ8 | 0.14% |
| CENTERPOINT ENERGY INC SEDOL 2440637 | 0.14% |
| AVIVA PLC SEDOL 0216238 | 0.14% |
| RELIANCE INDUSTRIES LTD SEDOL 6099626 | 0.14% |
| ALLY FINANCIAL INC SEDOL B72XK05 | 0.13% |
| ALTICE USA INC- A SEDOL BDRY7P9 | 0.13% |
| PEUGEOT SA SEDOL 7103526 | 0.13% |
| SHIN-ETSU CHEMICAL CO LTD SEDOL 6804585 | 0.13% |
| ARISTOCRAT LEISURE LTD SEDOL 6253983 | 0.13% |
| CARLSBERG AS-B SEDOL 4169219 | 0.13% |
| CF INDUSTRIES HOLDINGS INC SEDOL B0G4K50 | 0.13% |
| PING AN INSURANCE GROUP CO-H SEDOL B01FLR7 | 0.13% |
| ZOETIS INC SEDOL B95WG16 | 0.13% |
| AVALONBAY COMMUNITIES INC SEDOL 2131179 | 0.13% |
| CK ASSET HOLDINGS LTD SEDOL BYZQ077 | 0.13% |
| ABBVIE INC SEDOL B92SR70 | 0.13% |
| ATLASSIAN CORP PLC-CLASS A SEDOL BZ09BD1 | 0.13% |
| JUBILANT FOODWORKS LTD SEDOL B3PRM66 | 0.13% |
| SKANDINAVISKA ENSKILDA USD 02.3000 03/11/2020 | 0.13% |
| AGNC INVESTMENT CORP SEDOL BYYHJL8 | 0.13% |
| AMERICAN ELECTRIC POWER SEDOL 2026242 | 0.13% |
| EQUINIX INC SEDOL BVLZX12 | 0.13% |
| TREASURY BILL 00.0000 04/23/2020 | 0.13% |
| PINNACLE WEST CAPITAL SEDOL 2048804 | 0.12% |
| INDUSTRIA DE DISENO TEXTIL SEDOL BP9DL90 | 0.12% |
| CIA PARANAENSE DE ENERGI-PFB | 0.12% |
| NORWEGIAN CRUISE LINE HOLDIN SEDOL B9CGTC3 | 0.12% |
| CBRE GROUP INC - A SEDOL B6WVMH3 | 0.12% |
| WALMART DE MEXICO SAB DE CV SEDOL BW1YVH8 | 0.12% |
| MICHELIN (CGDE) SEDOL 4588364 | 0.12% |
| WH GROUP LTD SEDOL BLLHKZ1 | 0.12% |
| LINCOLN NATIONAL CORP SEDOL 2516378 | 0.12% |
| TELSTRA CORP LTD SEDOL 6087289 | 0.12% |
| COVESTRO AG SEDOL BYTBWY9 | 0.12% |
| DAIKIN INDUSTRIES LTD SEDOL 6250724 | 0.12% |
| ESSEX PROPERTY TRUST INC SEDOL 2316619 | 0.12% |
| ESSITY AKTIEBOLAG-B SEDOL BF1K7P7 | 0.12% |
| SYSCO CORP SEDOL 2868165 | 0.12% |
| AENA SME SA SEDOL BVRZ8L1 | 0.12% |
| ANGLO AMER PLC SEDOL B1XZS82 | 0.12% |
| DOVER CORP SEDOL 2278407 | 0.12% |
| HOLOGIC INC SEDOL 2433530 | 0.12% |
| THERMO FISHER SCIENTIFIC INC SEDOL 2886907 | 0.11% |
| VEREIT INC SEDOL BYVVTJ1 | 0.11% |
| DTE ENERGY COMPANY SEDOL 2280220 | 0.11% |
| INVITATION HOMES INC SEDOL BD81GW9 | 0.11% |
| IRB BRASIL RESSEGUROS SA SEDOL BYZ6D56 | 0.11% |
| REPUBLIC SERVICES INC SEDOL 2262530 | 0.11% |
| 3I GROUP PLC SEDOL B1YW440 | 0.11% |
| VERISK ANALYTICS INC SEDOL B4P9W92 | 0.11% |
| HD SUPPLY HOLDINGS INC SEDOL BBL5981 | 0.11% |
| COCA-COLA HBC AG-DI SEDOL B9895B7 | 0.10% |
| FIAT CHRYSLER AUTOMOBILES NV SEDOL BRJFWP3 | 0.10% |
| OMNICOM GROUP SEDOL 2279303 | 0.10% |
| ASSOCIATED BRITISH FOODS PLC SEDOL 0673123 | 0.10% |
| BANK LEUMI LE-ISRAEL SEDOL 6076425 | 0.10% |
| SKANDINAVISKA ENSKILDA BAN-A SEDOL 4813345 | 0.10% |
| CREDIT AGRICOLE SA SEDOL 7262610 | 0.10% |
| VOLKSWAGEN AG PFD SEDOL 5497168 | 0.10% |
| SANTOS LTD SEDOL 6776703 | 0.10% |
| XEROX HOLDINGS CORP SEDOL BJJD5G3 | 0.10% |
| BOOZ ALLEN HAMILTON HOLDINGS SEDOL B5367T7 | 0.10% |
| EASTMAN CHEMICAL CO SEDOL 2298386 | 0.10% |
| TREASURY BILL 00.0000 06/04/2020 | 0.10% |
| CHINA LESSO GROUP HOLDINGS L SEDOL BCDBKF8 | 0.10% |
| FNMA FN30 BM5024 UMBS 03.0000 11/01/2048 | 0.10% |
| AFLAC INC SEDOL 2026361 | 0.10% |
| SIEMENS FINANCIERING P/P 144A 02.2000 03/16/2020 | 0.10% |
| ASIAN PAINTS LTD SEDOL BCRWL65 | 0.10% |
| A-LIVING SVCS CO LTD SEDOL BFWK4M2 | 0.09% |
| ABN AMRO BANK NV-CVA SEDOL BYQP136 | 0.09% |
| NIPPON TELEGRAPH & TELEPHONE SEDOL 6641373 | 0.09% |
| VORNADO REALTY TRUST SEDOL 2933632 | 0.09% |
| DENTSPLY SIRONA INC SEDOL BYNPPC6 | 0.09% |
| DUKE REALTY CORP SEDOL 2284084 | 0.09% |
| GARMIN LTD SEDOL B3Z5T14 | 0.09% |
| BRITISH AMERICAN TOBACCO PLC SEDOL 0287580 | 0.09% |
| HEICO CORP SEDOL 2419217 | 0.09% |
| PRUDENTIAL FINANCIAL INC SEDOL 2819118 | 0.09% |
| WULIANGYE YIBIN CO LTD-A SEDOL BD5CPG2 | 0.09% |
| TELEDYNE TECHNOLOGIES INC SEDOL 2503477 | 0.09% |
| FORTESCUE METALS GROUP LTD SEDOL B2B2B49 | 0.09% |
| WESTPAC BANKING CORP USD 02.1500 03/06/2020 | 0.09% |
| CLICKS GROUP LTD SEDOL 6105578 | 0.09% |
| FAIR ISAAC CORP SEDOL 2330299 | 0.09% |
| FAURECIA SEDOL 4400446 | 0.09% |
| JD.COM INC-ADR SEDOL BMM27D9 | 0.09% |
| VERIZON COMM 04.3290 09/21/2028 | 0.09% |
| DEUTSCHE BOERSE AG SEDOL 7021963 | 0.08% |
| STORE CAPITAL CORP SEDOL BSKRKJ5 | 0.08% |
| GEBERIT AG-REG SEDOL B1WGG93 | 0.08% |
| HENDERSON LAND DEVELOPMENT SEDOL 6420538 | 0.08% |
| STEEL DYNAMICS INC SEDOL 2849472 | 0.08% |
| GLAXOSMITHKLINE PLC SEDOL 0925288 | 0.08% |
| NRG ENERGY INC SEDOL 2212922 | 0.08% |
| AVERY DENNISON CORP SEDOL 2066408 | 0.08% |
| INTL BUSINESS MACHINES CORP SEDOL 2005973 | 0.08% |
| KAKAO CORP SEDOL 6194037 | 0.08% |
| DINO POLSKA SA SEDOL BD0YVN2 | 0.08% |
| BF0101 03.5000 06/01/2056 | 0.08% |
| SBERBANK PJSC -SPONSORED ADR SEDOL B5SC091 | 0.08% |
| TOTVS SA SEDOL B10LQP6 | 0.08% |
| AURIZON HOLDINGS LTD SEDOL B87CVM3 | 0.08% |
| DUPONT DE NEMOURS INC SEDOL BK0VN47 | 0.08% |
| STACR 2016-DNA2 M3 06.3109 10/25/2028 | 0.08% |
| BERRY GLOBAL GROUP INC SEDOL B8BR3H3 | 0.08% |
| BHP GROUP PLC SEDOL BH0P3Z9 | 0.08% |
| NEXON CO LTD SEDOL B63QM77 | 0.08% |
| SAFARICOM PLC SEDOL B2QN3J6 | 0.08% |
| HIKARI TSUSHIN INC SEDOL 6416322 | 0.08% |
| POYA INTERNATIONAL CO LTD SEDOL 6541826 | 0.08% |
| PETROBRAS GLOBAL FINANCE USD 06.2500 03/17/2024 | 0.08% |
| COMMERCIAL INTL BANK-GDR REG SEDOL 5668287 | 0.08% |
| COMPANHIA DE LOCACAO DAS AME SEDOL B82CQN4 | 0.08% |
| HP INC SEDOL BYX4D52 | 0.08% |
| US FOODS HOLDING CORP SEDOL BYVFC94 | 0.08% |
| WALT DISNEY COMPANY 07.7500 12/01/2045 | 0.08% |
| ACS ACTIVIDADES SEDOL B01FLQ6 | 0.07% |
| SPST 2018-8 A 02.3594 02/24/2020 | 0.07% |
| ALLISON TRANSMISSION HOLDING SEDOL B4PZ892 | 0.07% |
| DR HORTON INC SEDOL 2250687 | 0.07% |
| ENI SPA SEDOL 7145056 | 0.07% |
| LEGRAND SA SEDOL B11ZRK9 | 0.07% |
| STMICROELECTRONICS NV SEDOL 5962332 | 0.07% |
| TAISEI CORP SEDOL 6870100 | 0.07% |
| E.ON SE SEDOL 4942904 | 0.07% |
| FIFTH THIRD BANCORP SEDOL 2336747 | 0.07% |
| SHENZHOU INTERNATIONAL GROUP SEDOL B0MP1B0 | 0.07% |
| SUN COMMUNITIES INC SEDOL 2860257 | 0.07% |
| CHAILEASE HOLDING CO LTD SEDOL B58J1S8 | 0.07% |
| BANK TABUNGAN PENSIUNAN NASI SEDOL BFNBJ41 | 0.07% |
| NEW RESIDENTIAL INVESTMENT SEDOL BRJ9GW0 | 0.07% |
| AXALTA COATING SYSTEMS LTD SEDOL BSFWCF5 | 0.07% |
| DISCOVERY INC - A SEDOL B3D7K31 | 0.07% |
| F5 NETWORKS INC SEDOL 2427599 | 0.07% |
| NOMURA RESEARCH INSTITUTE LT SEDOL 6390921 | 0.07% |
| ASPEN TECHNOLOGY INC SEDOL 2051868 | 0.07% |
| CAMDEN PROPERTY TRUST SEDOL 2166320 | 0.07% |
| MEDIATEK INC SEDOL 6372480 | 0.07% |
| UNITED TECHNOLOGIES CORP 01.9000 05/04/2020 | 0.07% |
| DIAMOND 1 FIN/DIAM P/P 144A 06.0200 06/15/2026 | 0.07% |
| GOLDMAN SACHS GROUP INC 02.6000 12/27/2020 | 0.07% |
| LI NING CO LTD SEDOL B01JCK9 | 0.07% |
| ARKEMA SEDOL B0Z5YZ2 | 0.06% |
| IHS MARKIT LTD P/P 144A 04.7500 02/15/2025 | 0.06% |
| NEW ORIENTAL EDUCATIO-SP ADR SEDOL B1CN1G6 | 0.06% |
| WALMART INC SEDOL 2936921 | 0.06% |
| WEST JAPAN RAILWAY CO SEDOL 6957995 | 0.06% |
| CHEMED CORP SEDOL 2190084 | 0.06% |
| PPG INDUSTRIES INC SEDOL 2698470 | 0.06% |
| REINSURANCE GROUP OF AMERICA SEDOL 2731193 | 0.06% |
| RELIANCE STEEL & ALUMINUM SEDOL 2729068 | 0.06% |
| BALL CORP SEDOL 2073022 | 0.06% |
| HILL-ROM HOLDINGS INC SEDOL 2425924 | 0.06% |
| NIELSEN HOLDINGS PLC SEDOL BWFY550 | 0.06% |
| GENPACT LTD SEDOL B23DBK6 | 0.06% |
| HITACHI HIGH-TECHNOLOGY SEDOL 6642804 | 0.06% |
| HOCHTIEF AG SEDOL 5108664 | 0.06% |
| NTT DOCOMO INC SEDOL 6129277 | 0.06% |
| OTSUKA CORP SEDOL 6267058 | 0.06% |
| TAYLOR WIMPEY PLC SEDOL 0878230 | 0.06% |
| ABBVIE INC P/P 144A 03.2000 11/21/2029 | 0.06% |
| JPMORGAN CHASE & CO 03.9640 11/15/2048 | 0.06% |
| COSTAR GROUP INC SEDOL 2262864 | 0.06% |
| ISRAEL DISCOUNT BANK -A SEDOL 6451271 | 0.06% |
| SERVICEMASTER GLOBAL HOLDING SEDOL BNG8BF0 | 0.06% |
| ACCENTURE PLC-CL A SEDOL B4BNMY3 | 0.06% |
| MICROSOFT CORP 01.5500 08/08/2021 | 0.06% |
| VOLTRONIC POWER TECHNOLOGY SEDOL B96HCH8 | 0.06% |
| APARTMENT INVT & MGMT CO -A SEDOL BJLNBG3 | 0.06% |
| DNB NOR ASA SEDOL 4263304 | 0.06% |
| FU SHOU YUAN INTERNATIONAL SEDOL BH4TZ73 | 0.06% |
| MONSTER BEVERAGE CORP SEDOL BZ07BW4 | 0.06% |
| BERKELEY GROUP HOLDINGS/THE SEDOL B02L3W3 | 0.06% |
| CK HUTCHISON HOLDINGS LTD SEDOL BW9P816 | 0.06% |
| COMMONWEALTH BK AUST P/P 144A 02.2000 11/09/2020 | 0.06% |
| FEDERATIVE REP OF BRAZIL USD 04.6250 01/13/2028 | 0.06% |
| FNMA FN30 BM1172 UMBS 03.0000 03/01/2047 | 0.06% |
| MGIC INVESTMENT CORP SEDOL 2548616 | 0.06% |
| SINGAPORE EXCHANGE LTD SEDOL 6303866 | 0.06% |
| DAIWA HOUSE INDUSTRY CO LTD SEDOL 6251363 | 0.06% |
| FNMA FN30 BJ9256 UMBS 04.0000 06/01/2048 | 0.06% |
| GAMING AND LEISURE PROPERTIE SEDOL BFPK4S5 | 0.06% |
| INTERPUBLIC GROUP COS 04.6500 10/01/2028 | 0.06% |
| JAPAN AIRLINES CO LTD SEDOL B8BRV46 | 0.06% |
| JUMBO SA SEDOL 7243530 | 0.06% |
| CATERPILLAR INC SEDOL 2180201 | 0.05% |
| CENTRE TESTING INTL GROUP-A SEDOL BD5C7D3 | 0.05% |
| CITIGROUP INC 03.6680 07/24/2028 | 0.05% |
| DBUBS 2011-LC3A D P/P 144A 05.5121 08/10/2044 | 0.05% |
| OMV AG SEDOL 4651459 | 0.05% |
| CONSOLIDATED EDISON INC SEDOL 2216850 | 0.05% |
| EQUITY LIFESTYLE PROPERTIES SEDOL 2563125 | 0.05% |
| GOODMAN GROUP SEDOL B03FYZ4 | 0.05% |
| PROSUS NV SEDOL BJDS7M4 | 0.05% |
| CME GROUP INC SEDOL 2965839 | 0.05% |
| MORGAN STANLEY 03.6250 01/20/2027 | 0.05% |
| SNAM SPA SEDOL 7251470 | 0.05% |
| YANDEX NV-A SEDOL B5BSZB3 | 0.05% |
| BUPA ARABIA 144A/REGS WARRANT 12/16/2021 | 0.05% |
| CHARLES RIVER LABORATORIES SEDOL 2604336 | 0.05% |
| JARIR MARKETING CO 144A/REGS WARRANT 02/04/2020 | 0.05% |
| JPMORGAN CHASE & CO 03.6250 12/01/2027 | 0.05% |
| SUN HUNG KAI PROPERTIES SEDOL 6859927 | 0.05% |
| UNITED MEXICAN STATES USD 05.5500 01/21/2045 | 0.05% |
| WELLS FARGO & COMPANY 02.6000 07/22/2020 | 0.05% |
| BANK OF AMERICA CORP 06.1100 01/29/2037 | 0.05% |
| CP ALL PCL-FOREIGN SEDOL B08YDF9 | 0.05% |
| FNMA FN30 BC1155 UMBS 03.0000 06/01/2046 | 0.05% |
| AMERICAN TOWER CORP 03.1250 01/15/2027 | 0.05% |
| CELANESE CORP SEDOL B05MZT4 | 0.05% |
| ENERGY TRANSFER OPERATNG 06.6250 02/15/2028 | 0.05% |
| FEDERAL REALTY INVS TRUST SEDOL 2333931 | 0.05% |
| GOLDMAN SACHS GROUP INC 03.8500 01/26/2027 | 0.05% |
| HILTON WORLDWIDE FIN LLC 04.8750 04/01/2027 | 0.05% |
| ITOCHU TECHNO-SOLUTIONS CORP SEDOL 6200194 | 0.05% |
| VOLVO AB-B SHS SEDOL B1QH830 | 0.05% |
| WILCON DEPOT INC SEDOL BYXYHM7 | 0.05% |
| AT&T INC. 03.8000 02/15/2027 | 0.05% |
| CIT GROUP INC. 05.2500 03/07/2025 | 0.05% |
| YANGZIJIANG SHIPBUILDING SEDOL B1VT035 | 0.05% |
| CAS 2016-C02 1M2 07.6609 09/25/2028 | 0.05% |
| DNB BANK ASA P/P 144A 02.1500 12/02/2022 | 0.05% |
| JUNIPER NETWORKS INC SEDOL 2431846 | 0.05% |
| ROKU INC SEDOL BZ1LFG7 | 0.05% |
| SIRIUS XM RADIO INC P/P 144A 05.0000 08/01/2027 | 0.05% |
| WUXI APPTEC CO LTD-H SEDOL BGHH0L6 | 0.05% |
| BRIXMOR PROPERTY GROUP INC SEDOL BFTDJL8 | 0.05% |
| LIBERTY MEDIA CORP-LIBERTY-C SEDOL BD8QGD5 | 0.05% |
| TOKYO ELECTRON LTD SEDOL 6895675 | 0.05% |
| TORONTO-DOMINION BANK USD 01.9000 12/01/2022 | 0.05% |
| AMERICAN FINANCIAL GROUP INC SEDOL 2134532 | 0.04% |
| ARROW ELECTRONICS INC SEDOL 2051404 | 0.04% |
| CAS 2015-C04 2M2 07.2109 04/25/2028 | 0.04% |
| CVS HEALTH CORP 04.7800 03/25/2038 | 0.04% |
| FUJITSU LTD SEDOL 6356945 | 0.04% |
| SPST 2019-3 A 02.3594 06/24/2020 | 0.04% |
| SUNNY FRIEND ENVIRONMENTAL T SEDOL B6RXHJ1 | 0.04% |
| UBS GROUP AG P/P 144A 03.4910 05/23/2023 | 0.04% |
| BROADRIDGE FINANCIAL SOLUTIO SEDOL B1VP7R6 | 0.04% |
| MWST 2019-1 A 02.4609 06/25/2052 | 0.04% |
| POPULAR INC SEDOL B86QM90 | 0.04% |
| SPST 2019-7 A 02.3594 09/24/2020 | 0.04% |
| BOC HONG KONG HOLDINGS LTD SEDOL 6536112 | 0.04% |
| CHARTER COMM OPT LLC 06.4840 10/23/2045 | 0.04% |
| SALESFORCE.COM INC 03.7000 04/11/2028 | 0.04% |
| SARTORIUS STEDIM BIOTECH SEDOL BYZ2QP5 | 0.04% |
| SUMITOMO MITSUI TRUST HOLDIN SEDOL 6431897 | 0.04% |
| DEUTSCHE WOHNEN SE SEDOL B0YZ0Z5 | 0.04% |
| FNMA FN30 AS7003 UMBS 03.0000 04/01/2046 | 0.04% |
| HOME DEPOT INC SEDOL 2434209 | 0.04% |
| NBCUNIVERSAL MEDIA LLC 04.3750 04/01/2021 | 0.04% |
| OUTFRONT MEDIA INC SEDOL BSP6611 | 0.04% |
| SPST 2019-11 A 02.4094 10/24/2020 | 0.04% |
| AT&T INC 04.1000 02/15/2028 | 0.04% |
| CITIZENS BANK NA/RI 02.2500 03/02/2020 | 0.04% |
| EQUITY RESIDENTIAL TR REIT | 0.04% |
| HANA FINANCIAL GROUP SEDOL B0RNRF5 | 0.04% |
| LG HOUSEHOLD & HEALTH CARE SEDOL 6344456 | 0.04% |
| NATIONAL AUSTRALIA BK/NY 02.1250 05/22/2020 | 0.04% |
| SOUTHERN CO/THE SEDOL 2829601 | 0.04% |
| THAI BEVERAGE PCL SEDOL B15F664 | 0.04% |
| TWO HARBORS INVESTMENT CORP SEDOL BD832H2 | 0.04% |
| CAS 2016-C01 1M2 08.4109 08/25/2028 | 0.04% |
| CLP HOLDINGS LTD SEDOL 6097017 | 0.04% |
| FIRSTENERGY TRANSMIS P/P 144A 05.4500 07/15/2044 | 0.04% |
| FNMA FN30 BC2733 UMBS 03.0000 05/01/2046 | 0.04% |
| KAR AUCTION SERVICES INC SEDOL B4Y1MH7 | 0.04% |
| TELEFONICA EMISIONES SAU USD 04.8950 03/06/2048 | 0.04% |
| TENCENT HOLDINGS LTD-UNS ADR SEDOL B3F2DZ7 | 0.04% |
| AIER EYE HOSPITAL GROUP CO-A SEDOL BD5CLQ4 | 0.04% |
| AUST & NZ BANKING GROUP USD 02.1250 08/19/2020 | 0.04% |
| BANK OF AMERICA CORP 03.2480 10/21/2027 | 0.04% |
| LUNDIN PETROLEUM AB SEDOL 7187627 | 0.04% |
| OBAYASHI CORP SEDOL 6656407 | 0.04% |
| PETROLEOS MEXICANOS P/P 144A 06.8400 01/23/2030 | 0.04% |
| SHERWIN-WILLIAMS CO/THE SEDOL 2804211 | 0.04% |
| TREASURY BILL 00.0000 06/18/2020 | 0.04% |
| X 5 RETAIL GROUP NV-REGS GDR SEDOL B07T3T9 | 0.04% |
| CDX CDX.NA.IG.33 100.0 12/20/2024 | 0.04% |
| NEWMARKET CORP SEDOL B01CGF1 | 0.04% |
| ROYAL BANK OF CANADA USD 02.1250 03/02/2020 | 0.04% |
| SEKISUI HOUSE LTD SEDOL 6793906 | 0.04% |
| SMITH & NEPHEW PLC SEDOL 0922320 | 0.04% |
| STANDARD IND INC P/P 144A 05.0000 02/15/2027 | 0.04% |
| TECHTRONIC INDUSTRIES CO LTD SEDOL B0190C7 | 0.04% |
| TELEKOMUNIKASI INDONESIA PER SEDOL BD4T6W7 | 0.04% |
| TEXAS INSTRUMENTS INC SEDOL 2885409 | 0.04% |
| TJX COMPANIES INC SEDOL 2989301 | 0.04% |
| AMDOCS LTD SEDOL 2256908 | 0.04% |
| BOSTON PROPERTIES INC SEDOL 2019479 | 0.04% |
| BPCE SA P/P 144A 04.5000 03/15/2025 | 0.04% |
| EQUINOR ASA SEDOL 7133608 | 0.04% |
| FAIRFAX FINL HLDGS USD 04.8500 04/17/2028 | 0.04% |
| FNMA FN30 AS8056 UMBS 03.0000 10/01/2046 | 0.04% |
| IDACORP INC SEDOL 2296937 | 0.04% |
| LNSTR 2015-3 B P/P 144A 03.2956 04/20/2048 | 0.04% |
| SVENSKA HANDELSBANKEN AB USD 01.9500 09/08/2020 | 0.04% |
| WEST PHARMACEUTICAL SERVICES SEDOL 2950482 | 0.04% |
| BANQUE FED CRED MUTU P/P 144A 02.2000 07/20/2020 | 0.04% |
| CAS 2020-R01 1M2 03.7421 01/25/2040 | 0.04% |
| CHENIERE CORP CHRIST 05.1250 06/30/2027 | 0.04% |
| GENTING SINGAPORE LTD SEDOL BDRTVP2 | 0.04% |
| NITTO DENKO CORP SEDOL 6641801 | 0.04% |
| REPUBLIC OF INDONESIA REGS 04.7500 01/08/2026 | 0.04% |
| WFRBS 2011-C2 D P/P 144A 05.8389 02/15/2044 | 0.04% |
| BT GROUP PLC SEDOL 3091357 | 0.04% |
| CF INDUSTRIES INC P/P 144A 04.5000 12/01/2026 | 0.04% |
| CWALT 2006-OA10 4A1 01.8509 08/25/2046 | 0.04% |
| SINO-AMERICAN SILICON PRODUC SEDOL 6335278 | 0.04% |
| TESCO PLC SEDOL 0884709 | 0.04% |
| WESTERN DIGITAL CORPORATION 04.7500 02/15/2026 | 0.04% |
| CCO HOLDINGS LLC P/P 144A 05.3750 06/01/2029 | 0.03% |
| COMMONWEALTH BK AUST P/P 144A 02.2500 03/10/2020 | 0.03% |
| FNMA FN40 BF0171 UMBS 04.0000 01/01/2057 | 0.03% |
| GOLDMAN SACHS GROUP INC 04.2230 05/01/2029 | 0.03% |
| HOLLYFRONTIER CORP SEDOL B5VX1H6 | 0.03% |
| JONES LANG LASALLE INC SEDOL 2040640 | 0.03% |
| MICROSOFT CORP 02.4000 08/08/2026 | 0.03% |
| SUZUKEN CO LTD SEDOL 6865560 | 0.03% |
| ALFRESA HOLDINGS CORP SEDOL 6687214 | 0.03% |
| AMERISOURCEBERGEN CORP | 0.03% |
| BCE INC SEDOL B188TH2 | 0.03% |
| CACI INTERNATIONAL INC -CL A SEDOL 2159267 | 0.03% |
| CAS 2016-C04 1M2 05.9109 01/25/2029 | 0.03% |
| EXTENDED STAY AMERICA INC SEDOL BGH3F75 | 0.03% |
| MANUF & TRADERS TRUST CO 02.0500 08/17/2020 | 0.03% |
| MICROSOFT CORP 03.7000 08/08/2046 | 0.03% |
| SUNDRUG CO LTD SEDOL 6817895 | 0.03% |
| UNITED MEXICAN STATES USD 03.2500 04/16/2030 | 0.03% |
| UNITED MEXICAN STATES USD 04.5000 04/22/2029 | 0.03% |
| WILMAR INTERNATIONAL LTD SEDOL B17KC69 | 0.03% |
| ASHLAND GLOBAL HOLDINGS INC SEDOL BYND5N1 | 0.03% |
| CAPGEMINI SE SEDOL 4163437 | 0.03% |
| IDEX CORP SEDOL 2456612 | 0.03% |
| JPMCC 2012-C6 E P/P 144A 05.3289 05/15/2045 | 0.03% |
| TREASURY BILL 00.0000 03/12/2020 | 0.03% |
| CAS 2015-C04 1M2 07.3609 04/25/2028 | 0.03% |
| CROWN HOLDINGS INC | 0.03% |
| MICROCHIP TECH INC 04.3330 06/01/2023 | 0.03% |
| NRG ENERGY INC P/P 144A 04.4500 06/15/2029 | 0.03% |
| REPUBLIC OF COLOMBIA USD 03.8750 04/25/2027 | 0.03% |
| SWISS LIFE HOLDING AG-REG SEDOL 7437805 | 0.03% |
| VONOVIA SE SEDOL BBJPFY1 | 0.03% |
| WEINGARTEN REALTY INVESTORS SEDOL 2946618 | 0.03% |
| AXIS CAPITAL HOLDINGS LTD SEDOL 2677606 | 0.03% |
| CARDINAL HEALTH INC SEDOL 2175672 | 0.03% |
| COSTCO WHOLESALE CORP SEDOL 2701271 | 0.03% |
| JPMORGAN CHASE & CO 04.6000 01/23/2050 | 0.03% |
| ORACLE CORP 04.0000 11/15/2047 | 0.03% |
| UCB SA SEDOL 5596991 | 0.03% |
| US 10YR ULTRA FUT MAR20 UXYH0 | 0.03% |
| ABBVIE INC 02.5000 05/14/2020 | 0.03% |
| AIR LEASE CORP 04.6250 10/01/2028 | 0.03% |
| BRDCOM CRP / FIN 03.8750 01/15/2027 | 0.03% |
| BRISTOL-MYERS P/P 144A 02.9000 07/26/2024 | 0.03% |
| CITIGROUP INC 02.6500 10/26/2020 | 0.03% |
| DIGITAL REALTY TRUST LP 04.4500 07/15/2028 | 0.03% |
| GENERAL MOTORS FINL CO 04.0000 10/06/2026 | 0.03% |
| KONINKLIJKE AHOLD DELHAIZE N SEDOL BD0Q398 | 0.03% |
| THALES SA SEDOL 4162791 | 0.03% |
| UNITEDHEALTH GROUP INC 03.8500 06/15/2028 | 0.03% |
| AMERICAN EXPRESS CO SEDOL 2026082 | 0.03% |
| ANZ NEW ZEALAND INT P/P 144A 02.8750 01/25/2022 | 0.03% |
| APPLE INC 04.2500 02/09/2047 | 0.03% |
| CHS/COMMUNITY HEALTH SYS 06.2500 03/31/2023 | 0.03% |
| COMM 2010-C1 D P/P 144A 06.2640 07/10/2046 | 0.03% |
| CURTISS-WRIGHT CORP SEDOL 2241205 | 0.03% |
| FHLMC FR30 ZS4703 UMBS 03.0000 02/01/2047 | 0.03% |
| ISRAEL CHEMICALS LTD SEDOL 6455530 | 0.03% |
| IVORY COAST REGS 06.1250 06/15/2033 | 0.03% |
| JOHNSON CONTROLS INTL PL 04.5000 02/15/2047 | 0.03% |
| MBX.GII30.450.10 R USL1M P 01/12/41 CS | 0.03% |
| NATIONAL BANK OF CANADA SEDOL 2077303 | 0.03% |
| NEC CORP SEDOL 6640400 | 0.03% |
| TPAT 2018-SL1 A P/P 144A 02.3920 01/25/2046 | 0.03% |
| AMAZON.COM INC 03.1500 08/22/2027 | 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% |
| COGNIZANT TECH SOLUTIONS-A SEDOL 2257019 | 0.03% |
| CWALT 2006-OA7 1A2 03.0853 06/25/2046 | 0.03% |
| ECOLAB INC 02.7000 11/01/2026 | 0.03% |
| ENTERPRISE PRODUCTS OPER 04.2500 02/15/2048 | 0.03% |
| FIDELITY NATIONAL INFO SERV SEDOL 2769796 | 0.03% |
| FIDELITY NATL INFO SERV 03.7500 05/21/2029 | 0.03% |
| LIBERTY MEDIA COR-SIRIUSXM A SEDOL BD8QGF7 | 0.03% |
| NOVARTIS CAPITAL CORP 04.0000 11/20/2045 | 0.03% |
| REP OF INDONESIA P/P 144A 04.3500 01/08/2027 | 0.03% |
| UNITEDHEALTH GROUP INC 03.1500 06/15/2021 | 0.03% |
| AECOM SEDOL B1VZ431 | 0.03% |
| DANSKE BANK A/S P/P 144A 02.7000 03/02/2022 | 0.03% |
| GSMS 2011-GC3 D P/P 144A 05.8242 03/10/2044 | 0.03% |
| JAPAN PRIME REALTY INVESTMEN SEDOL 6528175 | 0.03% |
| MSBAM 2014-C17 C 04.6566 08/15/2047 | 0.03% |
| MYLAN NV SEDOL BVFMFG8 | 0.03% |
| UNUM GROUP SEDOL 2433842 | 0.03% |
| AIR LEASE CORP 03.2500 10/01/2029 | 0.02% |
| AMAZON.COM INC. 02.5000 11/29/2022 | 0.02% |
| BAE SYSTEMS PLC SEDOL 0263494 | 0.02% |
| BMW US CAPITAL LLC P/P 144A 02.0000 04/11/2021 | 0.02% |
| BROADCOM CRP / CAYM 03.5000 01/15/2028 | 0.02% |
| CIGNA CORP 03.7500 07/15/2023 | 0.02% |
| DISH DBS CORP 05.8750 11/15/2024 | 0.02% |
| KEYSIGHT TECHNOLOGIES IN SEDOL BQZJ0Q9 | 0.02% |
| LAMB WESTON HOLDINGS P/P 144A 04.8750 11/01/2026 | 0.02% |
| LPL FINANCIAL HOLDINGS INC SEDOL B75JX34 | 0.02% |
| MITSUBISHI UFJ LEASE & FINAN SEDOL 6268976 | 0.02% |
| MOODY S CORP | 0.02% |
| NATIONAL AUSTRALIA BK/NY 02.5000 01/12/2021 | 0.02% |
| NRG P/P 144A 03.7500 06/15/2024 | 0.02% |
| SHOPRITE HOLDINGS LTD SEDOL 6801575 | 0.02% |
| SPST 2019-WL1 A 02.3109 08/25/2052 | 0.02% |
| TORONTO-DOMINION BANK SEDOL 2897222 | 0.02% |
| US BANCORP 02.6250 01/24/2022 | 0.02% |
| ZURICH INSURANCE GROUP AG SEDOL 5983816 | 0.02% |
| AUTOMATIC DATA PROCESSING SEDOL 2065308 | 0.02% |
| BANK OF AMERICA CORP 03.4990 05/17/2022 | 0.02% |
| ENERGY TRANSFER OPERA 05.8750 01/15/2024 | 0.02% |
| EQUINOR ASA USD 02.9000 11/08/2020 | 0.02% |
| FNMA FN30 AS7154 UMBS 03.0000 05/01/2046 | 0.02% |
| GFL ENVIRONMENTAL P/P 144A 07.0000 06/01/2026 | 0.02% |
| GSMS 2014-GC22 C 04.8471 06/10/2047 | 0.02% |
| LIBERTY MEDIA COR-SIRIUSXM C SEDOL BD8QGH9 | 0.02% |
| PNC BANK NA 02.0280 12/09/2022 | 0.02% |
| RUSSIAN FEDERATION P/P 144A 04.3750 03/21/2029 | 0.02% |
| SINGAPORE TECH ENGINEERING SEDOL 6043214 | 0.02% |
| STACR 2015-DNA3 M2 04.5109 04/25/2028 | 0.02% |
| THE BANK OF NOVA SCOTIA USD 02.7000 03/07/2022 | 0.02% |
| TRANSCANADA TRUST USD 05.3000 03/15/2077 | 0.02% |
| TREASURY BILL 00.0000 05/07/2020 | 0.02% |
| WFRBS 2011-C3 D P/P 144A 05.8567 03/15/2044 | 0.02% |
| AIR LIQUIDE SA SEDOL B1YXBJ7 | 0.02% |
| AMUNDI SA SEDOL BYZR014 | 0.02% |
| AXA SA SEDOL 7088429 | 0.02% |
| CAS 2016-C03 2M2 07.5609 10/25/2028 | 0.02% |
| CNP ASSURANCES SEDOL 5543986 | 0.02% |
| COMCAST CORP 03.9690 11/01/2047 | 0.02% |
| COPA HOLDINGS SA-CLASS A SEDOL B0TNJH9 | 0.02% |
| EXXON MOBIL CORP SEDOL 2326618 | 0.02% |
| JPMBB 2014-C22 C 04.7060 09/15/2047 | 0.02% |
| KINDER MORGAN INC 03.1500 01/15/2023 | 0.02% |
| PETROBRAS GLOBAL FINANCE USD 07.3750 01/17/2027 | 0.02% |
| PLAINS GP HOLDINGS LP-CL A SEDOL BDGHN95 | 0.02% |
| QUEST DIAGNOSTICS INC SEDOL 2702791 | 0.02% |
| ROCHE HOLDINGS INC P/P 144A 04.0000 11/28/2044 | 0.02% |
| SPRINT CORP 07.8750 09/15/2023 | 0.02% |
| TAKE-TWO INTERACTIVE SOFTWRE SEDOL 2122117 | 0.02% |
| TENET HEALTHCARE P/P 144A 04.8750 01/01/2026 | 0.02% |
| WFRBS 2014-C22 XA IO 00.9569 09/15/2057 | 0.02% |
| Z HOLDINGS CORP SEDOL 6084848 | 0.02% |
| AT&T INC 04.7500 05/15/2046 | 0.02% |
| COMMONWEALTH BK AUST P/P 144A 03.1500 09/19/2027 | 0.02% |
| CSAIL 2015-C1 D P/P 144A 03.9142 04/15/2050 | 0.02% |
| DASSAULT AVIATION SA SEDOL 4067164 | 0.02% |
| ENERGY TRANSFER OPERATNG 03.7500 05/15/2030 | 0.02% |
| EURONET WORLDWIDE INC | 0.02% |
| HUNTINGTON NATIONAL BANK 02.3750 03/10/2020 | 0.02% |
| KEURIG DR PEPPER INC 04.5970 05/25/2028 | 0.02% |
| LIBERTY PROPERTY TRUST SEDOL 2513681 | 0.02% |
| ROSS STORES INC SEDOL 2746711 | 0.02% |
| SAMI 2007-AR7 1A1 02.5109 05/25/2047 | 0.02% |
| TEMPO ACQ LLC/FI P/P 144A 06.7500 06/01/2025 | 0.02% |
| TEMPUR SEALY INTERNATIONAL I SEDOL 2216991 | 0.02% |
| UBS AG LONDON P/P 144A 02.2000 06/08/2020 | 0.02% |
| WALT DISNEY CO/THE SEDOL 2270726 | 0.02% |
| ALLY FINANCIAL INC 05.7500 11/20/2025 | 0.02% |
| AMER TRANS SYST P/P 144A 05.0000 09/01/2044 | 0.02% |
| AUTOZONE INC SEDOL 2065955 | 0.02% |
| BANK OF MONTREAL SEDOL 2076009 | 0.02% |
| CHOCOLADEFABRIKEN LINDT-PC SEDOL 5962280 | 0.02% |
| ENDEAVOR ENERGY P/P 144A 05.7500 01/30/2028 | 0.02% |
| FNMA FN30 AS8074 UMBS 03.0000 10/01/2046 | 0.02% |
| KIMBERLY-CLARK CORP SEDOL 2491839 | 0.02% |
| MATCH GROUP INC P/P 144A 05.0000 12/15/2027 | 0.02% |
| MBX.FN30.500.10 R USL1M P 01/12/41 BC | 0.02% |
| MET LIFE GLOB P/P 144A 02.4000 06/17/2022 | 0.02% |
| NAVISTAR INTL TLB L+350 05.1700 11/06/2024 | 0.02% |
| OSHKOSH CORP 04.6000 05/15/2028 | 0.02% |
| SHELL INTERNATIONAL FIN USD 02.8750 05/10/2026 | 0.02% |
| STACR 2015-DNA3 M3 06.3609 04/25/2028 | 0.02% |
| VIACOMCBS INC 04.2000 06/01/2029 | 0.02% |
| ALLY FINANCIAL INC 08.0000 11/01/2031 | 0.02% |
| AMERICAN ELECTRIC POWER 04.3000 12/01/2028 | 0.02% |
| BAFC 2005-B 3M1 02.3294 04/20/2035 | 0.02% |
| BROTHER INDUSTRIES LTD SEDOL 6146500 | 0.02% |
| CFCRE 2011-C2 E P/P 144A 05.9327 12/15/2047 | 0.02% |
| FISERV INC 04.2000 10/01/2028 | 0.02% |
| L3HARRIS TECHNOLOGIES INC SEDOL BK9DTN5 | 0.02% |
| MORGAN STANLEY 04.3750 01/22/2047 | 0.02% |
| NORTHROP GRUMMAN CORP 03.2500 01/15/2028 | 0.02% |
| ORACLE CORP 02.6500 07/15/2026 | 0.02% |
| RAYTHEON COMPANY 02.5000 12/15/2022 | 0.02% |
| REPUBLIC OF SENEGAL REGS 06.2500 05/23/2033 | 0.02% |
| SOHGO SECURITY SERVICES CO SEDOL 6546359 | 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% |
| VIACOMCBS INC 02.9000 01/15/2027 | 0.02% |
| WAMU 2005-AR12 1A8 03.8777 10/25/2035 | 0.02% |
| WFCM 2013-LC12 D P/P 144A 04.4195 07/15/2046 | 0.02% |
| AIG GLOBAL FUNDING P/P 144A 02.1500 07/02/2020 | 0.02% |
| AMERICAN INTL GROUP 08.1750 05/15/2058 | 0.02% |
| CAN IMPERIAL BK OF COMMERCE SEDOL 2170525 | 0.02% |
| CANTOR FITZGERALD LP P/P 144A 06.5000 06/17/2022 | 0.02% |
| CAS 2016-C01 2M2 08.6109 08/25/2028 | 0.02% |
| CENTENE CORP P/P 144A 04.6250 12/15/2029 | 0.02% |
| CISCO SYSTEMS INC 02.2000 02/28/2021 | 0.02% |
| CREDIT SUISSE GRP AG P/P 144A 06.2500 12/18/2024 | 0.02% |
| CSC HOLDINGS LLC 05.2500 06/01/2024 | 0.02% |
| DIRECT LINE INSURANCE GROUP SEDOL BY9D0Y1 | 0.02% |
| ERAC USA FINANCE LLC P/P 144A 04.5000 02/15/2045 | 0.02% |
| EXXON MOBIL CORPORATION 02.2220 03/01/2021 | 0.02% |
| GCP APPLIED TECH P/P 144A 05.5000 04/15/2026 | 0.02% |
| GLENCORE FUNDING LLC P/P 144A 04.6250 04/29/2024 | 0.02% |
| GLOBAL PAYMENTS INC 04.0000 06/01/2023 | 0.02% |
| JP MORGAN CHASE BANK NA 03.0860 04/26/2021 | 0.02% |
| MET LIFE GLOB P/P 144A 01.9500 01/13/2023 | 0.02% |
| ONEMAIN HOLDINGS INC SEDOL BYSZB89 | 0.02% |
| PLANTRONICS INC P/P 144A 05.5000 05/31/2023 | 0.02% |
| SPRINT CORP 07.2500 09/15/2021 | 0.02% |
| STAPLES INC P/P 144A 07.5000 04/15/2026 | 0.02% |
| TARGA RESOURCES PART 05.0000 01/15/2028 | 0.02% |
| TORONTO-DOMINION BANK USD 03.6250 09/15/2031 | 0.02% |
| WILLIS TOWERS WATSON PLC USD 05.7500 03/15/2021 | 0.02% |
| ALPHABET INC 03.6250 05/19/2021 | 0.02% |
| AMERICAN TOWER CORP 02.7500 01/15/2027 | 0.02% |
| ANALOG DEVICES INC 02.8500 03/12/2020 | 0.02% |
| ANHEUSER-BUSCH CO/IN 03.6500 02/01/2026 | 0.02% |
| AVALARA INC SEDOL BZ1NVP4 | 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% |
| CARLISLE COS INC SEDOL 2176318 | 0.02% |
| CHIMERA INVESTMENT CORP SEDOL BVZCNC0 | 0.02% |
| DOLLAR TREE INC SEDOL 2272476 | 0.02% |
| DOMINICAN REPUBLIC REGS 05.9500 01/25/2027 | 0.02% |
| DOW CHEMICAL CO/THE 03.5000 10/01/2024 | 0.02% |
| EQUINIX INC 03.2000 11/18/2029 | 0.02% |
| GLENCORE FUNDING LLC P/P 144A 04.0000 04/16/2025 | 0.02% |
| HESS MIDSTREAM P P/P 144A 05.6250 02/15/2026 | 0.02% |
| LBMLT 2004-1 A2 02.4609 02/25/2034 | 0.02% |
| MACQUARIE INFRASTRUCTURE COR SEDOL B1Z4VB1 | 0.02% |
| NAVISTAR INTL CORP P/P 144A 06.6250 11/01/2025 | 0.02% |
| NTT DATA CORP SEDOL 6125639 | 0.02% |
| PROTECTIVE LIFE GLO P/P 144A 02.2620 04/08/2020 | 0.02% |
| SONIC HEALTHCARE LTD SEDOL 6821120 | 0.02% |
| SPRINT CAPITAL CORPORATION 06.8750 11/15/2028 | 0.02% |
| TRANSDIGM INC. P/P 144A 06.2500 03/15/2026 | 0.02% |
| UNITED TECHNOLOGIES CORP 04.1250 11/16/2028 | 0.02% |
| WEYERHAEUSER CO 07.3750 03/15/2032 | 0.02% |
| AES CORP/THE 05.1250 09/01/2027 | 0.02% |
| BIOGEN INC 03.6250 09/15/2022 | 0.02% |
| BOISE CASCADE CO P/P 144A 05.6250 09/01/2024 | 0.02% |
| BRAMBLES LTD SEDOL B1FJ0C0 | 0.02% |
| CSC HOLDINGS LLC P/P 144A 07.5000 04/01/2028 | 0.02% |
| CWALT 2005-59 1A1 01.9844 11/20/2035 | 0.02% |
| IHEARTCOMMUNICATIONS INC 08.3750 05/01/2027 | 0.02% |
| KEURIG DR PEPPER INC 04.4170 05/25/2025 | 0.02% |
| MIZUHO FINANCIAL GROUP INC SEDOL 6591014 | 0.02% |
| NORFOLK SOUTHERN CORP SEDOL 2641894 | 0.02% |
| NUTRIEN LTD. USD 04.2000 04/01/2029 | 0.02% |
| OCCIDENTAL PETROLEUM COR 04.4000 04/15/2046 | 0.02% |
| PFIZER INC 01.9500 06/03/2021 | 0.02% |
| STACR 2016-HQA2 M3 06.8109 11/25/2028 | 0.02% |
| STEVENS HLDG CO INC P/P 144A 06.1250 10/01/2026 | 0.02% |
| SWISS PRIME SITE-REG SEDOL B083BH4 | 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% |
| VODAFONE GROUP PLC USD 04.3750 05/30/2028 | 0.02% |
| WELLS FARGO & COMPANY 05.8750 12/29/2049 | 0.02% |
| AES CORP/THE 05.5000 04/15/2025 | 0.02% |
| BANCO SANTANDER SA USD 05.1790 11/19/2025 | 0.02% |
| BMIR 2018-2A M1B P/P 144A 03.0109 08/25/2028 | 0.02% |
| BOLIDEN AB SEDOL BJV12J7 | 0.02% |
| BRIGHT HORIZONS FAMILY SOLUT SEDOL B7MJWP2 | 0.02% |
| CCO HLDGS LLC/CAP CO P/P 144A 05.7500 02/15/2026 | 0.02% |
| CGCMT 2014-GC21 AS 04.0260 05/10/2047 | 0.02% |
| COMCAST CORPORATION 03.3750 02/15/2025 | 0.02% |
| DIAMOND SPORTS GR/DI P/P 144A 06.6250 08/15/2027 | 0.02% |
| DUKE ENERGY CORP 03.1500 08/15/2027 | 0.02% |
| EIFFAGE SEDOL B13X013 | 0.02% |
| FIRST QUANTUM MINERA P/P 144A 07.5000 04/01/2025 | 0.02% |
| FUJIFILM HOLDINGS CORP SEDOL 6356525 | 0.02% |
| HOLLY ENERGY PARTNE P/P 144A 06.0000 08/01/2024 | 0.02% |
| HYATT HOTELS CORP 04.8500 03/15/2026 | 0.02% |
| JPMCC 2012-C8 D P/P 144A 04.8040 10/15/2045 | 0.02% |
| JPMCC 2013-LC11 X IO 01.3971 04/15/2046 | 0.02% |
| MERCK & CO INC 03.7000 02/10/2045 | 0.02% |
| MSBAM 2012-C6 D P/P 144A 04.7611 11/15/2045 | 0.02% |
| NOVELIS CORP P/P 144A 05.8750 09/30/2026 | 0.02% |
| NUANCE COMMUNICATIONS INC SEDOL 2402121 | 0.02% |
| OCCIDENTAL PETROLEUM CORP SEDOL 2655408 | 0.02% |
| ONCOR ELECTRIC DELIV 03.7500 04/01/2045 | 0.02% |
| SERVICE CORP INTL 05.3750 05/15/2024 | 0.02% |
| SHIRE ACQ INV IE 03.2000 09/23/2026 | 0.02% |
| TEVA PHARMACEUTICALS NE USD 06.0000 04/15/2024 | 0.02% |
| TOYOTA MOTOR CORP SEDOL 6900643 | 0.02% |
| UNITEDHEALTH GROUP INC SEDOL 2917766 | 0.02% |
| VISTRA OPERATION P/P 144A 04.3000 07/15/2029 | 0.02% |
| WESFARMERS LTD SEDOL 6948836 | 0.02% |
| WR BERKLEY CORP SEDOL 2093644 | 0.02% |
| ABN AMRO BANK NV P/P 144A 02.4500 06/04/2020 | 0.02% |
| BP CAPITAL MARKETS PLC USD 03.2790 09/19/2027 | 0.02% |
| BRAND ENERGY TL L+425 06.0880 06/21/2024 | 0.02% |
| BWAY HOLDING CO P/P 144A 07.2500 04/15/2025 | 0.02% |
| CAS 2015-C03 2M2 06.6609 07/25/2025 | 0.02% |
| CELANESE US HOLDINGS LLC 03.5000 05/08/2024 | 0.02% |
| CITIGROUP INC 02.9000 12/08/2021 | 0.02% |
| COMM 2013-CR13 AM 04.4490 11/10/2046 | 0.02% |
| DOMINICAN REPUBLIC REGS 06.8750 01/29/2026 | 0.02% |
| DUKE ENERGY OHIO INC 03.6500 02/01/2029 | 0.02% |
| EOG RESOURCES INC 02.6250 03/15/2023 | 0.02% |
| ERAC USA FINANCE LLC P/P 144A 07.0000 10/15/2037 | 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% |
| GOLDEN NUGGET INC P/P 144A 06.7500 10/15/2024 | 0.02% |
| GRAY TELEVISION INC P/P 144A 07.0000 05/15/2027 | 0.02% |
| GSMS 2011-GC3 C P/P 144A 05.8242 03/10/2044 | 0.02% |
| HCA INC 04.1250 06/15/2029 | 0.02% |
| HOME DEPOT INC 02.6250 06/01/2022 | 0.02% |
| INTELSAT JACKSON HLD P/P 144A 09.7500 07/15/2025 | 0.02% |
| INTL FLAVOR & FRAGRANCES 04.4500 09/26/2028 | 0.02% |
| L3HARRIS TECH INC P/P 144A 03.8500 12/15/2026 | 0.02% |
| LEGRAND FRANCE USD 08.5000 02/15/2025 | 0.02% |
| NAVIENT CORP SEDOL BLP5GX1 | 0.02% |
| NETFLIX INC. 05.8750 11/15/2028 | 0.02% |
| NEWCREST MINING LTD SEDOL 6637101 | 0.02% |
| NIPPON STEEL CORP SEDOL 6642569 | 0.02% |
| OMNICOM GP/OMNICOM CAP 03.6000 04/15/2026 | 0.02% |
| ORKLA ASA SEDOL B1VQF42 | 0.02% |
| OSHKOSH CORP 05.3750 03/01/2025 | 0.02% |
| PERTAMINA PERSERO PT P/P 144A 04.3000 05/20/2023 | 0.02% |
| PULTEGROUP INC 05.5000 03/01/2026 | 0.02% |
| PULTEGROUP INC. 07.8750 06/15/2032 | 0.02% |
| RBS GLOBAL/REXNO P/P 144A 04.8750 12/15/2025 | 0.02% |
| RENAISSANCERE HOLDINGS LTD SEDOL 2728429 | 0.02% |
| SABINE PASS LIQUEFACTION 04.2000 03/15/2028 | 0.02% |
| STARFRUIT US/STAR FI P/P 144A 08.0000 10/01/2026 | 0.02% |
| TENET HEALTHCARE CORP 08.1250 04/01/2022 | 0.02% |
| UNIVAR SOLUTIONS P/P 144A 05.1250 12/01/2027 | 0.02% |
| VTB BANK (VTB CAP SA P/P 144A 06.9500 10/17/2022 | 0.02% |
| WESTROCK MWV LLC 08.2000 01/15/2030 | 0.02% |
| WFCM 2013-LC12 C 04.4195 07/15/2046 | 0.02% |
| WYNN LAS VEGAS P/P 144A 05.2500 05/15/2027 | 0.02% |
| APPLE INC 02.8500 05/06/2021 | 0.01% |
| ARD FINANCE SA P/P 144A 06.5000 06/30/2027 | 0.01% |
| AUTONATION INC. 05.5000 02/01/2020 | 0.01% |
| AXA SA P/P 144A 06.3790 12/29/2049 | 0.01% |
| BANFF MERGER SUB INC P/P 144A 09.7500 09/01/2026 | 0.01% |
| BERKSHIRE HATHAWAY E 03.8000 07/15/2048 | 0.01% |
| BRAND ENERGY & I P/P 144A 08.5000 07/15/2025 | 0.01% |
| CHEVRON CORP 02.1000 05/16/2021 | 0.01% |
| CMLTI 2005-2 1A2A 04.5026 05/25/2035 | 0.01% |
| COCA-COLA EUROPEAN PARTNERS SEDOL BYQQ3P5 | 0.01% |
| DUKE ENERGY CORP 04.2000 06/15/2049 | 0.01% |
| ELI LILLY & CO SEDOL 2516152 | 0.01% |
| EMIR 2018-1 M1 03.3609 11/25/2028 | 0.01% |
| ENBRIDGE INC USD 04.5000 06/10/2044 | 0.01% |
| FHLMC FR30 ZS9547 UMBS 04.0000 09/01/2045 | 0.01% |
| FISERV INC SEDOL 2342034 | 0.01% |
| GENERAL DYNAMICS CORP SEDOL 2365161 | 0.01% |
| GNR 2015-H25 BI IO 02.0015 10/20/2065 | 0.01% |
| IBM CORP 01.8750 08/01/2022 | 0.01% |
| INTEL CORP SEDOL 2463247 | 0.01% |
| NIELSEN FIN LLC/CO P/P 144A 05.0000 04/15/2022 | 0.01% |
| PPSI 2004-WCW2 M3 02.7109 10/25/2034 | 0.01% |
| PRUDENTIAL FINANCIAL INC 05.2000 03/15/2044 | 0.01% |
| SCIENTIFIC GAMES P/P 144A 07.2500 11/15/2029 | 0.01% |
| US BANCORP SEDOL 2736035 | 0.01% |
| VERIZON COMMUNICATIONS 04.4000 11/01/2034 | 0.01% |
| VERIZON COMMUNICATIONS 05.2500 03/16/2037 | 0.01% |
| VICI PROPERTIES INC SEDOL BYWH073 | 0.01% |
| VIDEOTRON LTD / LTEE P/P 144A 05.1250 04/15/2027 | 0.01% |
| WFCM 2014-LC16 XA IO 01.2726 08/15/2050 | 0.01% |
| ALLISON TRANSMISSION P/P 144A 04.7500 10/01/2027 | 0.01% |
| APPLE INC 03.8500 05/04/2043 | 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% |
| BOMBARDIER INC P/P 144A 07.8750 04/15/2027 | 0.01% |
| BPCE SA P/P 144A 05.1500 07/21/2024 | 0.01% |
| BROOKFIELD PROPERTY REIT I-A SEDOL BGHFKV0 | 0.01% |
| CBRE SERVICES INC 04.8750 03/01/2026 | 0.01% |
| CEMEX FINANCE LLC P/P 144A 06.0000 04/01/2024 | 0.01% |
| CFCRE 2011-C1 D P/P 144A 06.2916 04/15/2044 | 0.01% |
| COMM 2014-CR18 C 04.8828 07/15/2047 | 0.01% |
| COMPASS MIN INTL P/P 144A 06.7500 12/01/2027 | 0.01% |
| CRC ESCROW ISSUER LL P/P 144A 05.2500 10/15/2025 | 0.01% |
| CROWN CASTLE INTL CORP 03.7000 06/15/2026 | 0.01% |
| DENBURY RESOURCES IN P/P 144A 09.0000 05/15/2021 | 0.01% |
| DOMINICAN REPUBLIC REGS 08.6250 04/20/2027 | 0.01% |
| FHMS K099 X1 IO 01.0058 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% |
| GW B-CR SECURITY P/P 144A 09.5000 11/01/2027 | 0.01% |
| HKT TRUST AND HKT LTD-SS SEDOL B4TXDZ3 | 0.01% |
| HOWARD HUGHES CORP P/P 144A 05.3750 03/15/2025 | 0.01% |
| HUNTINGTON BANCSHARES 04.3500 02/04/2023 | 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% |
| LMAT 2019-GS7 A1 03.2500 11/25/2059 | 0.01% |
| LMAT 2020-GS1 A1 02.8820 10/25/2059 | 0.01% |
| LOEWS CORP SEDOL 2523022 | 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% |
| MTR CORP SEDOL 6290054 | 0.01% |
| NOMURA REAL ESTATE HOLDINGS SEDOL B1CWJM5 | 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% |
| ORACLE CORP 02.5000 10/15/2022 | 0.01% |
| ORACLE CORP JAPAN SEDOL 6141680 | 0.01% |
| REGIONS FINANCIAL CORP 02.7500 08/14/2022 | 0.01% |
| REPUBLIC OF SOUTH AFRICA USD 04.8500 09/27/2027 | 0.01% |
| SANOFI SEDOL 5671735 | 0.01% |
| SANTANDER UK PLC P/P 144A 05.0000 11/07/2023 | 0.01% |
| SEI INVESTMENTS COMPANY SEDOL 2793610 | 0.01% |
| TRANSDIGM INC P/P 144A 05.5000 11/15/2027 | 0.01% |
| TREASURY BILL 00.0000 06/11/2020 | 0.01% |
| TTM TECHNOLOGIES INC P/P 144A 05.6250 10/01/2025 | 0.01% |
| VIDEOTRON LTD USD 05.0000 07/15/2022 | 0.01% |
| WAMU 2004-AR12 A2B 02.5809 10/25/2044 | 0.01% |
| WATCO COS LLC/FI P/P 144A 06.3750 04/01/2023 | 0.01% |
| WFRBS 2011-C5 D P/P 144A 05.8597 11/15/2044 | 0.01% |
| YPSO FINANCE BIS P/P 144A 06.0000 02/15/2028 | 0.01% |
| ZOETIS INC 03.9000 08/20/2028 | 0.01% |
| 2.00 R ISWP FWD US0003M P 03/18/2050 | 0.01% |
| ALKERMES PLC SEDOL B3P6D26 | 0.01% |
| AMGEN INC 02.6000 08/19/2026 | 0.01% |
| AMGEN INC 03.4500 10/01/2020 | 0.01% |
| ARMSTRONG WORLD INDUSTRIES SEDOL B1FT462 | 0.01% |
| BAUSCH HLTH COS INC P/P 144A 06.1250 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% |
| CCO HLDGS LLC/CAP C P/P 144A 05.5000 05/01/2026 | 0.01% |
| CITIGROUP INC 03.8870 01/10/2028 | 0.01% |
| CITIGROUP INC 04.4500 09/29/2027 | 0.01% |
| COMM 2012-CR2 AM 03.7910 08/15/2045 | 0.01% |
| CORNERSTONE BUILDING P/P 144A 08.0000 04/15/2026 | 0.01% |
| CROWN CASTLE INTL CORP 03.6500 09/01/2027 | 0.01% |
| CVS HEALTH CORP 03.7000 03/09/2023 | 0.01% |
| GOLDEN NUGGET INC P/P 144A 08.7500 10/01/2025 | 0.01% |
| GSMS 2010-C1 D P/P 144A 06.1975 08/10/2043 | 0.01% |
| HUSKY TLB L+300 04.6453 03/28/2025 | 0.01% |
| INTERPUBLIC GROUP OF COS INC SEDOL 2466321 | 0.01% |
| L3HARRIS TECH INC P/P 144A 04.4000 06/15/2028 | 0.01% |
| MEREDITH CORP 06.8750 02/01/2026 | 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% |
| NUCOR CORP SEDOL 2651086 | 0.01% |
| PARK-OHIO INDUSTRIES INC 06.6250 04/15/2027 | 0.01% |
| PETROBRAS GLOBAL FINANCE USD 06.1250 01/17/2022 | 0.01% |
| REFINITIV US HLDG P/P 144A 06.2500 05/15/2026 | 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% |
| SCOTTS MIRACLE-GRO P/P 144A 04.5000 10/15/2029 | 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% |
| 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% |
| TOTAL CAPITAL INTL SA USD 02.7500 06/19/2021 | 0.01% |
| UBSCM 2012-C1 C P/P 144A 05.7559 05/10/2045 | 0.01% |
| WAMU 2005-AR11 A1B3 02.0609 08/25/2045 | 0.01% |
| WFCM 2013-LC12 AS 04.4195 07/15/2046 | 0.01% |
| WFRBS 2013-C15 D P/P 144A 04.6433 08/15/2046 | 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% |
| AHM 2007-1 GA1C 01.9820 05/25/2047 | 0.01% |
| ALPHABET INC 01.9980 08/15/2026 | 0.01% |
| APPLE INC 04.3750 05/13/2045 | 0.01% |
| ARCELORMITTAL USD 07.0000 10/15/2039 | 0.01% |
| BMC EAST LLC P/P 144A 05.5000 10/01/2024 | 0.01% |
| BMIR 2019-4A M1C P/P 144A 04.1609 10/25/2029 | 0.01% |
| BP CAPITAL MARKETS PLC USD 02.3150 02/13/2020 | 0.01% |
| BRIDGESTONE CORP SEDOL 6132101 | 0.01% |
| CGCMT 2014-GC19 D P/P 144A 05.2616 03/10/2047 | 0.01% |
| CHARTER COMM OPT LLC 04.9080 07/23/2025 | 0.01% |
| CHS/COMMUNITY P/P 144A 06.6250 02/15/2025 | 0.01% |
| CISCO SYSTEMS INC 02.5000 09/20/2026 | 0.01% |
| CLUBCORP HLDG INC P/P 144A 08.5000 09/15/2025 | 0.01% |
| COMCAST CORP 03.4500 02/01/2050 | 0.01% |
| COMM 2014-CR17 C 04.9455 05/10/2047 | 0.01% |
| COMSTOCK RE INC P/P 144A 07.5000 05/15/2025 | 0.01% |
| CREDIT SUISSE GRP AG P/P 144A 03.8690 01/12/2029 | 0.01% |
| CWALT 2006-OA19 A1 01.8344 02/20/2047 | 0.01% |
| DCP MIDSTREAM P/P 144A 06.7500 09/15/2037 | 0.01% |
| DOMINICAN REPUBLIC REGS 06.5000 02/15/2048 | 0.01% |
| DROPBOX INC-CLASS A SEDOL BG0T321 | 0.01% |
| GREIF INC P/P 144A 06.5000 03/01/2027 | 0.01% |
| HONGKONG LAND HOLDINGS LTD SEDOL 6434915 | 0.01% |
| INGEVITY CORP P/P 144A 04.5000 02/01/2026 | 0.01% |
| ISTAR INC 04.2500 08/01/2025 | 0.01% |
| ISTAR INC 04.7500 10/01/2024 | 0.01% |
| ITRON INC P/P 144A 05.0000 01/15/2026 | 0.01% |
| JFE HOLDINGS INC SEDOL 6543792 | 0.01% |
| JPMBB 2014-C19 C 04.8348 04/15/2047 | 0.01% |
| JPMCC 2013-LC11 C 03.9582 04/15/2046 | 0.01% |
| MACQUARIE BANK LTD P/P 144A 02.8500 07/29/2020 | 0.01% |
| MATTEL INC P/P 144A 05.8750 12/15/2027 | 0.01% |
| MAXIM INTEGRATED PRODUCTS SEDOL 2573760 | 0.01% |
| MIDAMERICAN FUNDING LLC 06.9270 03/01/2029 | 0.01% |
| MSBAM 2014-C14 C 05.0988 02/15/2047 | 0.01% |
| NABORS INDUSTRIES INC. 05.7500 02/01/2025 | 0.01% |
| PFIZER INC 03.0000 12/15/2026 | 0.01% |
| PORSCHE AUTOMOBIL HLDG-PRF SEDOL 7101069 | 0.01% |
| PQ CORP P/P 144A 05.7500 12/15/2025 | 0.01% |
| PRECISION DRILL P/P 144A 07.1250 01/15/2026 | 0.01% |
| ROYAL BANK OF CANADA USD 04.6500 01/27/2026 | 0.01% |
| SANTANDER UK GROUP H P/P 144A 04.7500 09/15/2025 | 0.01% |
| SHIRE ACQ INV IRELAND DA USD 02.8750 09/23/2023 | 0.01% |
| SIX FLAGS ENT P/P 144A 04.8750 07/31/2024 | 0.01% |
| STAPLES INC. P/P 144A 10.7500 04/15/2027 | 0.01% |
| SWISS RE TREAS P/P 144A 04.2500 12/06/2042 | 0.01% |
| TEVA PHARMACEUTICALS NE USD 06.7500 03/01/2028 | 0.01% |
| TRUIST FIN CORP 04.8000 12/31/2099 | 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% |
| WERNER FINCO LP/INC P/P 144A 08.7500 07/15/2025 | 0.01% |
| ALBERTSONS COS/SAFE P/P 144A 04.6250 01/15/2027 | 0.01% |
| ALLEGHENY TECHNOLOGIES INC 07.8750 08/15/2023 | 0.01% |
| ALLERGAN FUNDING SCS USD 03.8000 03/15/2025 | 0.01% |
| ALTICE LUXEMBOURG SA P/P 144A 10.5000 05/15/2027 | 0.01% |
| AMGEN INC 04.6630 06/15/2051 | 0.01% |
| ANHEUSER-BUSCH INBEV WOR 04.7500 01/23/2029 | 0.01% |
| APPLE INC 02.8500 05/11/2024 | 0.01% |
| ASCEND LEARNING LLC P/P 144A 06.8750 08/01/2025 | 0.01% |
| AT&T INC 02.9500 07/15/2026 | 0.01% |
| BAUSCH HLTH AMERICAS P/P 144A 08.5000 01/31/2027 | 0.01% |
| BAUSCH HLTH COS INC P/P 144A 07.0000 03/15/2024 | 0.01% |
| BP CAP MARKETS AMERICA 03.1190 05/04/2026 | 0.01% |
| CF INDUSTRIES INC 04.9500 06/01/2043 | 0.01% |
| CGCMT 2014-GC19 AS 04.3450 03/10/2047 | 0.01% |
| CITIGROUP INC 04.7500 05/18/2046 | 0.01% |
| CNO FINANCIAL GROUP INC 05.2500 05/30/2025 | 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 P/P 144A 05.3750 08/15/2026 | 0.01% |
| DOMINICAN REPUBLIC REGS 06.0000 07/19/2028 | 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% |
| ERAC USA FINANCE LLC P/P 144A 05.6250 03/15/2042 | 0.01% |
| HCA INC 05.3750 09/01/2026 | 0.01% |
| HCA INC 05.5000 06/15/2047 | 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 03.5000 03/01/2021 | 0.01% |
| KINDER MORGAN ENER PART 05.4000 09/01/2044 | 0.01% |
| KLEPIERRE SEDOL 7582556 | 0.01% |
| MITSUBISHI UFJ FIN GRP USD 03.8500 03/01/2026 | 0.01% |
| MORGAN STANLEY 03.7500 02/25/2023 | 0.01% |
| PROVIDENT FDG/PFG FI P/P 144A 06.3750 06/15/2025 | 0.01% |
| REP OF INDONESIA P/P 144A 03.3750 04/15/2023 | 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% |
| STARWOOD PROP TR 04.7500 03/15/2025 | 0.01% |
| SYNGENTA FINANCE NV P/P 144A 04.8920 04/24/2025 | 0.01% |
| SYNGENTA FINANCE NV P/P 144A 05.1820 04/24/2028 | 0.01% |
| TCI COMMUNICATIONS INC 07.1250 02/15/2028 | 0.01% |
| TMS INTL HLDG CORP P/P 144A 07.2500 08/15/2025 | 0.01% |
| TOPBUILD CORP P/P 144A 05.6250 05/01/2026 | 0.01% |
| UNITEDHEALTH GROUP INC 03.9500 10/15/2042 | 0.01% |
| US CONCRETE INC 06.3750 06/01/2024 | 0.01% |
| VIACOMCBS INC 04.6000 01/15/2045 | 0.01% |
| WAMU 2007-HY2 1A1 03.8155 12/25/2036 | 0.01% |
| WASTE CONNECTIONS INC 03.5000 05/01/2029 | 0.01% |
| WESTROCK MWV LLC 07.9500 02/15/2031 | 0.01% |
| WFRBS 2013-C11 AS 03.3110 03/15/2045 | 0.01% |
| WFRBS 2014-C24 XA IO 00.9867 11/15/2047 | 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% |
| ALIMENTATION COUCHE-TARD 3.550000 07/26/2027 | 0.01% |
| ALTICE FRANCE P/P 144A 07.3750 05/01/2026 | 0.01% |
| AMERICAN CAMPUS COMMUNITIES SEDOL B02H871 | 0.01% |
| ANHEUSER-BUSCH INBEV WOR 05.5500 01/23/2049 | 0.01% |
| APERGY CORP 06.3750 05/01/2026 | 0.01% |
| ARDAGH PKG FIN/HLDGS P/P 144A 04.1250 08/15/2026 | 0.01% |
| ARDAGH PKG FIN/HLDGS P/P 144A 05.2500 08/15/2027 | 0.01% |
| AROUNDTOWN SA SEDOL BF0CK44 | 0.01% |
| ARRW 2019-3 A3 03.4160 10/25/2048 | 0.01% |
| BAUSCH HEALTH COS INC REGS 04.5000 05/15/2023 | 0.01% |
| BOMBARDIER INC P/P 144A 07.5000 12/01/2024 | 0.01% |
| CAS 2014-C03 2M2 04.5609 07/25/2024 | 0.01% |
| CAS 2014-C04 1M2 06.5609 11/25/2024 | 0.01% |
| CBRE SERVICES INC 05.2500 03/15/2025 | 0.01% |
| CENOVUS ENERGY INC USD 06.7500 11/15/2039 | 0.01% |
| CHENIERE CORP CHRIST 05.8750 03/31/2025 | 0.01% |
| CISCO SYSTEMS INC 05.9000 02/15/2039 | 0.01% |
| CONSTELLIUM SE P/P 144A 05.8750 02/15/2026 | 0.01% |
| CROWN CASTLE INTL CORP 03.8000 02/15/2028 | 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% |
| DOLLAR GENERAL CORP 03.2500 04/15/2023 | 0.01% |
| EG GLOBAL FIN PLC P/P 144A 06.7500 02/07/2025 | 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% |
| GFL ENVIRONMENTA P/P 144A 08.5000 05/01/2027 | 0.01% |
| GNR 2017-162 QI IO 05.0000 10/11/2047 | 0.01% |
| HCA INC 05.0000 03/15/2024 | 0.01% |
| HCA INC 05.2500 06/15/2026 | 0.01% |
| HEINEKEN HOLDING NV SEDOL B0CCH46 | 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% |
| IPALCO ENTPRS IN 03.7000 09/01/2024 | 0.01% |
| JAPAN TOBACCO INC SEDOL 6474535 | 0.01% |
| JPMCC 2010-C2 C P/P 144A 05.7862 11/15/2043 | 0.01% |
| KEURIG DR PEPPER INC 04.0570 05/25/2023 | 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% |
| NATIONAL AUSTRALIA BK/NY 02.8750 04/12/2023 | 0.01% |
| NRG ENERGY INC P/P 144A 05.2500 06/15/2029 | 0.01% |
| PNC BANK NA 02.7000 11/01/2022 | 0.01% |
| QORVO INC SEDOL BR9YYP4 | 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% |
| S&P GLOBAL INC 04.4000 02/15/2026 | 0.01% |
| SAMPO OYJ-A SHS SEDOL 5226038 | 0.01% |
| SINCLAIR BROADCAST GROUP -A SEDOL 2799351 | 0.01% |
| SIX FLAGS ENT P/P 144A 05.5000 04/15/2027 | 0.01% |
| SPRINGLEAF FINANCE CORP 05.3750 11/15/2029 | 0.01% |
| SPRINT CORP P/P 144A 07.2500 02/01/2028 | 0.01% |
| STACR 2014-HQ2 M3 05.4109 09/25/2024 | 0.01% |
| STACR 2017-DNA1 M2 04.9109 07/25/2029 | 0.01% |
| T-MOBILE USA INC 04.7500 02/01/2028 | 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 01.2098 12/15/2050 | 0.01% |
| UNITEDHEALTH GROUP INC 02.7500 02/15/2023 | 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% |
| WASTE PRO USA INC P/P 144A 05.5000 02/15/2026 | 0.01% |
| WESTPAC BANKING CORP USD 02.0000 08/19/2021 | 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% |
| AMSTED INDUSTRIES P/P 144A 04.6250 05/15/2030 | 0.01% |
| ANTERO RESOURCES FIN 05.1250 12/01/2022 | 0.01% |
| AUST & NZ BANKING GR P/P 144A 06.7500 12/29/2049 | 0.01% |
| BANCO SANTANDER SA USD 04.3790 04/12/2028 | 0.01% |
| 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% |
| CHARTER COMM OPT LLC/CAP 04.8000 03/01/2050 | 0.01% |
| CIGNA CORP P/P 144A 04.5000 03/15/2021 | 0.01% |
| CNO FINANCIAL GROUP INC 05.2500 05/30/2029 | 0.01% |
| COMM 2013-CR11 XA IO 01.0911 08/10/2050 | 0.01% |
| COMM 2014-CR17 XA IO 01.1356 05/10/2047 | 0.01% |
| COMM 2014-UBS6 XA IO 01.0445 12/10/2047 | 0.01% |
| DEERE & COMPANY 02.6000 06/08/2022 | 0.01% |
| DIAMONDBACK ENERGY INC 05.3750 05/31/2025 | 0.01% |
| ECOLAB INC SEDOL 2304227 | 0.01% |
| ENBRIDGE INC USD 04.2500 12/01/2026 | 0.01% |
| ENERGY TRANSFER OPERATNG 05.2000 02/01/2022 | 0.01% |
| EPR PROPERTIES 05.7500 CUM CV PFD | 0.01% |
| FERGUSON PLC SEDOL BJVNSS4 | 0.01% |
| FRESENIUS MEDICAL CARE AG & SEDOL 5129074 | 0.01% |
| GFL ENVIRON INC P/P 144A 05.1250 12/15/2026 | 0.01% |
| GLP CAPITAL LP / FIN II 05.2500 06/01/2025 | 0.01% |
| GNR 2013-99 AS IO 04.3923 06/20/2043 | 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 01.1416 06/10/2047 | 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% |
| KINDER MORGAN INC/DELAWA 07.7500 01/15/2032 | 0.01% |
| L BRANDS INC 07.5000 06/15/2029 | 0.01% |
| LADDER CAP FINAN P/P 144A 04.2500 02/01/2027 | 0.01% |
| LIONS GATE CAP HOLD P/P 144A 06.3750 02/01/2024 | 0.01% |
| LLOYDS BANKING GROUP PLC USD 04.5000 11/04/2024 | 0.01% |
| LLOYDS BANKING GROUP PLC USD 04.6500 03/24/2026 | 0.01% |
| MARSH & MCLENNAN COS INC 04.9000 03/15/2049 | 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% |
| MSC 2011-C3 D P/P 144A 05.4193 07/15/2049 | 0.01% |
| NATIONAL AUSTRALIA BANK LTD SEDOL 6624608 | 0.01% |
| NETFLIX INC 04.8750 04/15/2028 | 0.01% |
| NEWELL BRANDS INC 04.2000 04/01/2026 | 0.01% |
| NEXSTAR BROADC P/P 144A 05.6250 08/01/2024 | 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% |
| PRIME SECURITY SVCS P/P 144A 06.2500 01/15/2028 | 0.01% |
| PUBLICIS GROUPE SEDOL 4380429 | 0.01% |
| REP OF INDONESIA P/P 144A 04.7500 01/08/2026 | 0.01% |
| RTL GROUP SEDOL B1BK209 | 0.01% |
| SABINE PASS LIQUEF 05.0000 03/15/2027 | 0.01% |
| SECOM CO LTD SEDOL 6791591 | 0.01% |
| SERVICE PROPERTIES TRUST 04.3750 02/15/2030 | 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% |
| SM ENERGY CO 06.7500 09/15/2026 | 0.01% |
| STACR 2020-HQA1 M2 03.7350 01/25/2050 | 0.01% |
| STATION CASINOS LLC P/P 144A 04.5000 02/15/2028 | 0.01% |
| SUGAR HSP GAMING P/P 144A 05.8750 05/15/2025 | 0.01% |
| SWEDISH MATCH AB SEDOL 5048566 | 0.01% |
| UBS GROUP AG REGS 06.8750 12/29/2049 | 0.01% |
| USD/JPY PUT 107.00 20200417 JPMCB | 0.01% |
| VIACOMCBS INC 04.5000 03/01/2021 | 0.01% |
| WAMU 2005-AR9 A1C3 02.6209 07/25/2045 | 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% |
| AIB GROUP PLC SEDOL BF0L353 | 0.01% |
| ALTICE FRANCE SA P/P 144A 05.5000 01/15/2028 | 0.01% |
| AMC ENT HOLDIN 05.8750 11/15/2026 | 0.01% |
| AMC ENTERTAINMENT HLDGS 05.7500 06/15/2025 | 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% |
| 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% |
| BEACON ROOFING SUPP P/P 144A 04.8750 11/01/2025 | 0.01% |
| BRISTOL-MYERS P/P 144A 03.4000 07/26/2029 | 0.01% |
| BROOKFIELD RESID PRO P/P 144A 06.1250 07/01/2022 | 0.01% |
| CAMDEN PROPERTY TRUST 04.8750 06/15/2023 | 0.01% |
| CAPITAL ONE FINANCIAL CO 04.2000 10/29/2025 | 0.01% |
| CAS 2017-C01 1EB1 02.9109 07/25/2029 | 0.01% |
| COMCAST CORP 04.0490 11/01/2052 | 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% |
| CROWN CORK & SEAL CO INC 07.3750 12/15/2026 | 0.01% |
| CSC HOLDINGS LLC P/P 144A 05.7500 01/15/2030 | 0.01% |
| CSC HOLDINGS LLC P/P 144A 07.7500 07/15/2025 | 0.01% |
| DISH NETWORK CV 03.3750 08/15/2026 | 0.01% |
| ENDO LTD/FIN LLC/FIN P/P 144A 06.0000 02/01/2025 | 0.01% |
| EQUINIX INC 05.3750 05/15/2027 | 0.01% |
| ESH HOSPITALITY INC P/P 144A 05.2500 05/01/2025 | 0.01% |
| FISERV INC 03.5000 07/01/2029 | 0.01% |
| FREEDOM MTGE CORP P/P 144A 08.1250 11/15/2024 | 0.01% |
| FREEDOM MTGE CORP P/P 144A 08.2500 04/15/2025 | 0.01% |
| FRONTIER COMM 10.5000 09/15/2022 | 0.01% |
| GBP/USD 03/18/2020 JPMCB | 0.01% |
| GNR 2015-H24 BI IO 01.6487 08/20/2065 | 0.01% |
| GNR 2015-H26 EI IO 01.7603 10/20/2065 | 0.01% |
| HMIR 2018-1 M1 P/P 144A 03.2609 10/25/2028 | 0.01% |
| HONEYWELL INTL 03.8120 11/21/2047 | 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% |
| KKR GROUP FIN CO III P/P 144A 05.1250 06/01/2044 | 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% |
| MICROSOFT CORP 02.4000 02/06/2022 | 0.01% |
| MWST 2018-W1 A 02.5109 11/25/2051 | 0.01% |
| NATIONAL GRID PLC SEDOL BDR05C0 | 0.01% |
| NATIONSTAR MORT/ 06.5000 07/01/2021 | 0.01% |
| NATIONSTAR MTG P/P 144A 08.1250 07/15/2023 | 0.01% |
| NCHET 2003-4 M1 02.7859 10/25/2033 | 0.01% |
| NEWFIELD EXPLORATION CO 05.7500 01/30/2022 | 0.01% |
| NRG ENERGY INC. 07.2500 05/15/2026 | 0.01% |
| NSTAR ELECTRIC CO 02.3750 10/15/2022 | 0.01% |
| POWER SOLUTIONS TLB L+350 05.7344 04/30/2026 | 0.01% |
| QVC INC 04.8500 04/01/2024 | 0.01% |
| ROYAL BK SCOTLND GRP PLC USD 07.5000 12/29/2049 | 0.01% |
| SABRE GLBL INC P/P 144A 05.3750 04/15/2023 | 0.01% |
| SPECTRA ENERGY PARTNERS 03.3750 10/15/2026 | 0.01% |
| SPRINGLEAF FINANCE CORP 06.8750 03/15/2025 | 0.01% |
| STACR 2014-HQ3 M3 06.4109 10/25/2024 | 0.01% |
| STEEL DYNAMICS INC 05.5000 10/01/2024 | 0.01% |
| TENNANT CO 05.6250 05/01/2025 | 0.01% |
| TMX FIN LLC/TITLEMAX P/P 144A 11.1250 04/01/2023 | 0.01% |
| TRANSOCEAN INC 07.5000 04/15/2031 | 0.01% |
| TRANSOCEAN SENTR P/P 144A 05.3750 05/15/2023 | 0.01% |
| TRIVIUM PACK FIN P/P 144A 05.5000 08/15/2026 | 0.01% |
| TRONOX FINANCE PLC P/P 144A 05.7500 10/01/2025 | 0.01% |
| USD/JPY PUT 107.00 20200413 UBS | 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% |
| 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% |
| ALTRIA GROUP INC | 0.01% |
| AMSTED INDUSTRIES P/P 144A 05.6250 07/01/2027 | 0.01% |
| APPLE INC 03.4500 05/06/2024 | 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% |
| BECTON DICKINSON AND CO 03.7000 06/06/2027 | 0.01% |
| BUILDERS FIRSTSOURCE P/P 144A 06.7500 06/01/2027 | 0.01% |
| BWAY CORP TLB L+325 05.0840 04/03/2024 | 0.01% |
| CENTENE CORP 04.7500 05/15/2022 | 0.01% |
| CFCRE 2011-C2 D P/P 144A 05.9327 12/15/2047 | 0.01% |
| CHS/COMMUNITY HEALT P/P 144A 08.1250 06/30/2024 | 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% |
| CNH/USD 02/19/2020 HSBCB | 0.01% |
| COMCAST CORP 03.1500 03/01/2026 | 0.01% |
| CROWN CASTLE INTL CORP 04.8750 04/15/2022 | 0.01% |
| CVS PASS-THROUGH P/P 144A 04.7040 01/10/2036 | 0.01% |
| DH EUROPE FINANCE II USD 03.4000 11/15/2049 | 0.01% |
| DIAMONDBACK ENERGY INC 03.2500 12/01/2026 | 0.01% |
| ENERGY TRANSFER OPERATNG 06.1250 12/15/2045 | 0.01% |
| FHR 3829 AS IO 05.2738 03/15/2041 | 0.01% |
| FIFTH THIRD BANCORP 05.1000 12/29/2049 | 0.01% |
| FRONTIER COMM P/P 144A 08.5000 04/01/2026 | 0.01% |
| GMAC CAPITAL TRUST I PCT 07.6948 | 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 2013-GC10 XA IO 01.6479 02/10/2046 | 0.01% |
| HANESBRANDS INC P/P 144A 04.6250 05/15/2024 | 0.01% |
| HSBC HOLDINGS PLC SEDOL 0540528 | 0.01% |
| ICAHN ENTER/FIN 06.7500 02/01/2024 | 0.01% |
| INTERNATIONAL LEASE FIN CORP 05.8750 08/15/2022 | 0.01% |
| JAGUAR HL / PPDI P/P 144A 06.3750 08/01/2023 | 0.01% |
| JELD-WEN INC P/P 144A 04.6250 12/15/2025 | 0.01% |
| JPMCC 2012-LC9 D P/P 144A 04.5650 12/15/2047 | 0.01% |
| JPMORGAN CHASE & CO 06.1000 02/01/2049 | 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 03.8839 02/25/2035 | 0.01% |
| MSRR 2015-R4 CB1 02.6162 08/26/2047 | 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% |
| PACKAGING CORP OF AMERIC 04.5000 11/01/2023 | 0.01% |
| PENN NATIONAL GAMING P/P 144A 05.6250 01/15/2027 | 0.01% |
| PENSKE AUTO GRP INC 05.7500 10/01/2022 | 0.01% |
| PETROBRAS GLOBAL FIN P/P 144A 05.0930 01/15/2030 | 0.01% |
| PETROLEOS MEXICANOS P/P 144A 07.6900 01/23/2050 | 0.01% |
| PPL CAPITAL FUNDING INC 04.2000 06/15/2022 | 0.01% |
| PRUDENTIAL FINANCIAL INC 05.6250 06/15/2043 | 0.01% |
| QORVO INC 05.5000 07/15/2026 | 0.01% |
| SABINE PASS LIQUEFAC 05.7500 05/15/2024 | 0.01% |
| SES SEDOL B00ZQQ2 | 0.01% |
| SPRINT CORP 07.6250 03/01/2026 | 0.01% |
| SS&C TECH INC P/P 144A 05.5000 09/30/2027 | 0.01% |
| TD AMERITRADE HOLDING CORP SEDOL 2983154 | 0.01% |
| TRANSOCEAN INC P/P 144A 08.0000 02/01/2027 | 0.01% |
| TRANSOCEAN PONTUS LT P/P 144A 06.1250 08/01/2025 | 0.01% |
| TRANSOCEAN POSEIDON P/P 144A 06.8750 02/01/2027 | 0.01% |
| TREASURY BILL 00.0000 04/16/2020 | 0.01% |
| UBSBB 2012-C4 XA IO P/P 144A 01.7710 12/10/2045 | 0.01% |
| VERTIV INT HOLD CORP P/P 144A 12.0000 02/15/2022 | 0.01% |
| WESTPAC BANKING CORP USD 04.4210 07/24/2039 | 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% |
| ALIMEN COUCHE P/P 144A 02.9500 01/25/2030 | 0.00% |
| ALLIANT HOLDINGS P/P 144A 06.7500 10/15/2027 | 0.00% |
| AMERICAN TOWER CORP 02.9000 01/15/2030 | 0.00% |
| ASCEND LEARNING LLC P/P 144A 06.8750 08/01/2025 | 0.00% |
| AT&T INC 04.3000 02/15/2030 | 0.00% |
| AZRIELI GROUP LTD SEDOL B5MN1W0 | 0.00% |
| BUCKEYE PARTNERS LP 03.9500 12/01/2026 | 0.00% |
| BUILDERS FIRSTSOURCE P/P 144A 05.6250 09/01/2024 | 0.00% |
| CALPINE CORP P/P 144A 05.2500 06/01/2026 | 0.00% |
| CAS 2015-C01 1M2 05.9609 02/25/2025 | 0.00% |
| CENTENE CORP P/P 144A 05.2500 04/01/2025 | 0.00% |
| CGCMT 2012-GC8 XA IO P/P 144A 01.9327 09/10/2045 | 0.00% |
| CGCMT 2014-GC21 X IO 01.3425 05/10/2047 | 0.00% |
| CHEMOURS CO 07.0000 05/15/2025 | 0.00% |
| CIGNA CORP SEDOL BHJ0775 | 0.00% |
| CLEAR CHANNEL WORLD P/P 144A 09.2500 02/15/2024 | 0.00% |
| CON EDISON CO OF NY INC 04.2000 03/15/2042 | 0.00% |
| CONCHO RESOURCES INC 03.7500 10/01/2027 | 0.00% |
| CROWN AMER/CAP 04.7500 02/01/2026 | 0.00% |
| CSC HOLDINGS LLC 06.7500 11/15/2021 | 0.00% |
| CWALT 2005-27 1A1 02.4611 08/25/2035 | 0.00% |
| DRESDNER FDG TRST I P/P 144A 08.1510 06/30/2031 | 0.00% |
| ENTERPRISE PRODUCTS OPER 02.8000 01/31/2030 | 0.00% |
| EQUINOR ASA USD 05.1000 08/17/2040 | 0.00% |
| FORD MOTOR CO SEDOL 2615468 | 0.00% |
| FOX CORP - CLASS B SEDOL BJJMGY5 | 0.00% |
| GARTNER INC P/P 144A 05.1250 04/01/2025 | 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 BL6161 06.0000 12/20/2048 | 0.00% |
| HSBC USA INC 03.5000 06/23/2024 | 0.00% |
| ICAHN ENTER P/P 144A 04.7500 09/15/2024 | 0.00% |
| ICAHN ENTER/FIN P/P 144A 05.2500 05/15/2027 | 0.00% |
| IHEARTCOMMUNICATIONS INC 06.3750 05/01/2026 | 0.00% |
| INDIGO NATURAL P/P 144A 06.8750 02/15/2026 | 0.00% |
| JELD-WEN INC P/P 144A 04.8750 12/15/2027 | 0.00% |
| KFC HLD/PIZZA HUT/TA P/P 144A 04.7500 06/01/2027 | 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% |
| MOLINA HEALTHCARE IN 05.3750 11/15/2022 | 0.00% |
| MSBAM 2014-C17 XA IO 01.2669 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% |
| OASIS PETROLEUM INC P/P 144A 06.2500 05/01/2026 | 0.00% |
| PENSKE AUTOMOTIVE GROUP 05.3750 12/01/2024 | 0.00% |
| PENSKE AUTOMOTIVE GROUP 05.5000 05/15/2026 | 0.00% |
| RESIDEO FUNDING INC P/P 144A 06.1250 11/01/2026 | 0.00% |
| REVLON CONS TLB L+350 05.4086 09/07/2023 | 0.00% |
| ROBERTSHAW TL 2L L+800 09.6875 02/28/2026 | 0.00% |
| ROBERTSHAW US HOLDING L+325 04.9375 02/28/2025 | 0.00% |
| SEK/USD 03/18/2020 SSBT | 0.00% |
| SESI LLC 07.1250 12/15/2021 | 0.00% |
| SOLENIS 1STL L+400 05.9086 06/26/2025 | 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% |
| SPRINGLEAF FINANCE CORP 06.6250 01/15/2028 | 0.00% |
| STACR 2019-DNA1 M2 04.3109 01/25/2049 | 0.00% |
| TENET HEALTHCARE 04.6250 07/15/2024 | 0.00% |
| TRANSDIGM INC. 06.5000 07/15/2024 | 0.00% |
| UNITEDHEALTH GROUP INC 02.8750 03/15/2022 | 0.00% |
| VERTIV GROUP CORP P/P 144A 09.2500 10/15/2024 | 0.00% |
| VISTRA ENERGY CORP P/P 144A 08.1250 01/30/2026 | 0.00% |
| VISTRA OPERATION P/P 144A 05.0000 07/31/2027 | 0.00% |
| VISTRA OPERATIONS CO P/P 144A 05.6250 02/15/2027 | 0.00% |
| VMWARE INC 03.9000 08/21/2027 | 0.00% |
| WFRBS 2012-C10 XA IO P/P 144A 01.6857 12/15/2045 | 0.00% |
| WFRBS 2012-C9 XA IO P/P 144A 02.0553 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% |
| AES CORP/THE 04.5000 03/15/2023 | 0.00% |
| ALLERGAN FUNDING SCS USD 03.4500 03/15/2022 | 0.00% |
| ALLY FINANCIAL INC 08.0000 03/15/2020 | 0.00% |
| ATHENE HOLDING LTD-CLASS A SEDOL BZ13MZ1 | 0.00% |
| AUTOMATION TOOLING S P/P 144A 06.5000 06/15/2023 | 0.00% |
| BANK OF MONTREAL USD 03.8030 12/15/2032 | 0.00% |
| BAUSCH HLTH COS INC P/P 144A 07.0000 01/15/2028 | 0.00% |
| BAYTEX ENERGY CORP P/P 144A 05.6250 06/01/2024 | 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% |
| BMIR 2017-1 M1 P/P 144A 03.3609 10/25/2027 | 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 CORPORATION 06.0000 08/15/2026 | 0.00% |
| BROOKFIELD RESID P/P 144A 06.2500 09/15/2027 | 0.00% |
| BSCMS 2006-PW11 B P/P 144A 05.8015 03/11/2039 | 0.00% |
| CAS 2015-C02 1M2 05.6609 05/25/2025 | 0.00% |
| CAS 2019-HRP1 M2 03.8109 11/25/2039 | 0.00% |
| CAS 2019-R02 1M2 03.9609 08/25/2031 | 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% |
| CHS/COMMUNITY HEALTH P/P 144A 08.0000 03/15/2026 | 0.00% |
| CINEMARK USA INC 05.1250 12/15/2022 | 0.00% |
| COMCAST CORP 02.3500 01/15/2027 | 0.00% |
| COMMSCOPE INC P/P 144A 06.0000 03/01/2026 | 0.00% |
| CREDIT ACCEPTANC P/P 144A 05.1250 12/31/2024 | 0.00% |
| CREDIT ACCEPTANC P/P 144A 06.6250 03/15/2026 | 0.00% |
| CWALT 2006-24CB A13 02.0109 08/25/2036 | 0.00% |
| DUN & BRADSTREET COR P/P 144A 06.8750 08/15/2026 | 0.00% |
| FREEPORT-MCMORAN INC 05.4500 03/15/2043 | 0.00% |
| GATES GLOBAL TLB L+275 04.3953 03/31/2024 | 0.00% |
| GENERAL DYNAMICS CORP 02.2500 11/15/2022 | 0.00% |
| GETLINK SE SEDOL B292JQ9 | 0.00% |
| GNMA GII30 AY2298 04.7000 05/20/2067 | 0.00% |
| GNMA GII30 AY4779 04.5090 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 BL6216 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% |
| HOLLY PAR/FIN P/P 144A 05.0000 02/01/2028 | 0.00% |
| HOLOGIC INC P/P 144A 04.3750 10/15/2025 | 0.00% |
| IHS MARKIT LTD USD 04.7500 08/01/2028 | 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% |
| JOSEPH T RYERSON & S P/P 144A 11.0000 05/15/2022 | 0.00% |
| L BRANDS INC 06.7500 07/01/2036 | 0.00% |
| MAUSER PACKAGING SOL P/P 144A 05.5000 04/15/2024 | 0.00% |
| MEG ENERGY CORP P/P 144A 06.3750 01/30/2023 | 0.00% |
| MERCER INTL INC USD 05.5000 01/15/2026 | 0.00% |
| MERCK & CO. INC. 02.7500 02/10/2025 | 0.00% |
| MSAC 2004-HE6 M1 02.4859 08/25/2034 | 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 06.0000 01/15/2027 | 0.00% |
| NEIMAN MARCUS TL L+600 07.7344 10/25/2023 | 0.00% |
| NN GROUP NV SEDOL BNG8PQ9 | 0.00% |
| NRG ENERGY INC 05.7500 01/15/2028 | 0.00% |
| OASIS PETROLEUM INC 06.8750 03/15/2022 | 0.00% |
| ONO PHARMACEUTICAL CO LTD SEDOL 6660107 | 0.00% |
| ORTHO-CLINICAL P/P 144A 07.2500 02/01/2028 | 0.00% |
| PANTHER BF AGGREGA P/P 144A 06.2500 05/15/2026 | 0.00% |
| PARTY CITY HLDG INC P/P 144A 06.1250 08/15/2023 | 0.00% |
| PENSKE TRUCK LE P/P 144A 03.4000 11/15/2026 | 0.00% |
| PETROBRAS GLOBAL FIN USD 05.9990 01/27/2028 | 0.00% |
| PUBLIC SERVICE ELECTRIC 05.5000 03/01/2040 | 0.00% |
| QVC INC 04.4500 02/15/2025 | 0.00% |
| SCIENTIFIC GAMES P/P 144A 07.0000 05/15/2028 | 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% |
| SM ENERGY CO 05.0000 01/15/2024 | 0.00% |
| SM ENERGY CO 06.1250 11/15/2022 | 0.00% |
| SPECTRUM BRANDS INC P/P 144A 05.0000 10/01/2029 | 0.00% |
| SPRINGLEAF FINANCE CORP 07.1250 03/15/2026 | 0.00% |
| STACR 2015-HQ2 M2 03.6109 05/25/2025 | 0.00% |
| T-MOBILE USA INC 04.5000 02/01/2026 | 0.00% |
| TARGA RESOURCES PART 06.5000 07/15/2027 | 0.00% |
| TAYLOR MORRISON COMM P/P 144A 05.7500 01/15/2028 | 0.00% |
| TENET HEALTHCARE P/P 144A 06.2500 02/01/2027 | 0.00% |
| TRAVELPORT TLB L+500 07.5413 05/30/2026 | 0.00% |
| TREASURY BILL 00.0000 02/20/2020 | 0.00% |
| WFCM 2016-LC25 XA IO 01.1368 12/15/2059 | 0.00% |
| YUM! BRANDS INC P/P 144A 04.7500 01/15/2030 | 0.00% |
| AIR MEDICAL MERGER S P/P 144A 06.3750 05/15/2023 | 0.00% |
| AKZO NOBEL N.V. SEDOL BJ2KSG2 | 0.00% |
| ANHEUSER-BUSCH INBEV WOR 02.5000 07/15/2022 | 0.00% |
| BANK OF AMERICA CORP 06.5000 10/29/2049 | 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% |
| BERRY GLOBAL INC 05.5000 05/15/2022 | 0.00% |
| BOYD GAMING CORP 06.3750 04/01/2026 | 0.00% |
| CAD/USD 04/15/2020 SSBT | 0.00% |
| CALIFORNIA RESOURC TL L+475 06.4000 12/31/2022 | 0.00% |
| CANADIAN UTILITIES LTD-A SEDOL 2172639 | 0.00% |
| CENTENE CORP P/P 144A 05.3750 08/15/2026 | 0.00% |
| CHF/USD 03/18/2020 JPMCB | 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% |
| COMCAST CORP 03.9990 11/01/2049 | 0.00% |
| COMMSCOPE INC P/P 144A 05.5000 03/01/2024 | 0.00% |
| COMPASS MINERALS INT P/P 144A 04.8750 07/15/2024 | 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% |
| CREDIT ACCEPTANC 07.3750 03/15/2023 | 0.00% |
| ELDORADO RESORTS INC 07.0000 08/01/2023 | 0.00% |
| ENERGIZER HLDG INC P/P 144A 06.3750 07/15/2026 | 0.00% |
| ENTERPRISE MERG P/P 144A 08.7500 10/15/2026 | 0.00% |
| EQUINIX INC 05.8750 01/15/2026 | 0.00% |
| FHR 3072 SM 04.2533 11/15/2035 | 0.00% |
| GBP/USD CALL 1.335 20200402 BCAP-FX | 0.00% |
| GBP/USD CALL 1.335 20200407 CITI | 0.00% |
| GBP/USD CALL 1.335 20200407 UBS | 0.00% |
| GNMA GII30 BL6016 06.0000 02/20/2049 | 0.00% |
| GNMA GII30 BL6184 06.0000 02/20/2049 | 0.00% |
| GNMA GII30 BL6217 06.0000 03/20/2049 | 0.00% |
| GNMA GII30 BL6219 06.0000 03/20/2049 | 0.00% |
| 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% |
| I-SENS INC SEDOL B94K2F7 | 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% |
| JO-ANN STORES 2NDL L+925 10.9095 05/21/2024 | 0.00% |
| JO-ANN STORES TL L+500 06.6595 10/16/2023 | 0.00% |
| JPMBB 2013-C17 XA IO 00.9240 01/15/2047 | 0.00% |
| JPMORGAN CHASE & CO 02.9099 05/15/2047 | 0.00% |
| KYUSHU RAILWAY COMPANY SEDOL BD2BST6 | 0.00% |
| LENNAR CORP 05.8750 11/15/2024 | 0.00% |
| LIVE NATION ENT P/P 144A 04.7500 10/15/2027 | 0.00% |
| MASONITE INTL C P/P 144A 05.3750 02/01/2028 | 0.00% |
| MATTAMY GROUP CORP P/P 144A 06.5000 10/01/2025 | 0.00% |
| MBX.FN30.450.09 R USL1M P 01/12/40 BC | 0.00% |
| MGM GROWTH/MGM FINANCE 04.5000 01/15/2028 | 0.00% |
| MICROSOFT CORP 05.3000 02/08/2041 | 0.00% |
| MOOG INC P/P 144A 04.2500 12/15/2027 | 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% |
| 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% |
| NUTRIEN LTD USD 05.2500 01/15/2045 | 0.00% |
| OUTFRONT MEDIA C P/P 144A 04.6250 03/15/2030 | 0.00% |
| POMEGRANATE MERGER S P/P 144A 09.7500 05/01/2023 | 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% |
| REPSOL SA SEDOL 5669354 | 0.00% |
| REPUBLIC OF VENEZUELA REGS 08.2500 10/13/2024 | 0.00% |
| SPECTRUM BRANDS INC 06.1250 12/15/2024 | 0.00% |
| SPRINT SPECTRUM P/P 144A 03.3600 09/20/2021 | 0.00% |
| SUBARU CORP SEDOL 6356406 | 0.00% |
| T-MOBILE USA INC 06.3750 03/01/2025 | 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% |
| TECK RESOURCES LIMITED USD 03.7500 02/01/2023 | 0.00% |
| TRONOX INC P/P 144A 06.5000 04/15/2026 | 0.00% |
| TWDC ENTERPRISES 18 CORP 02.7500 08/16/2021 | 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% |
| ZEKELMAN IND INC P/P 144A 09.8750 06/15/2023 | 0.00% |
| ABC SUPPLY CO INC P/P 144A 05.8750 05/15/2026 | 0.00% |
| AKER BP ASA P/P 144A 05.8750 03/31/2025 | 0.00% |
| ALBERTSONS COS P/P 144A 04.8750 02/15/2030 | 0.00% |
| ALLY FINANCIAL INC 03.8750 05/21/2024 | 0.00% |
| APACHE CORPORATION 03.2500 04/15/2022 | 0.00% |
| ASCENT RESOURCES/AR P/P 144A 07.0000 11/01/2026 | 0.00% |
| AUD/USD 04/15/2020 SSBT | 0.00% |
| AUD/USD 04/15/2020 UBS | 0.00% |
| BERRY GLOBAL INC P/P 144A 04.5000 02/15/2026 | 0.00% |
| BUCKEYE PARTNERS LP 05.8500 11/15/2043 | 0.00% |
| CAD/USD 04/15/2020 BANKAM | 0.00% |
| CALIFORNIA RESOURCES P/P 144A 08.0000 12/15/2022 | 0.00% |
| CAS 2015-C02 2M2 05.6609 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% |
| CINEMARK USA INC 04.8750 06/01/2023 | 0.00% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 CS | 0.00% |
| COMCAST CORP 06.5000 11/15/2035 | 0.00% |
| EAGLE HLDG CO II LLC P/P 144A 07.7500 05/15/2022 | 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 14.8313 03/15/2035 | 0.00% |
| FIDELITY NATIONAL INFORM 03.0000 08/15/2026 | 0.00% |
| FNMA FN30 971053 04.5000 02/01/2039 | 0.00% |
| FNR 2007-53 SP 18.1101 06/25/2037 | 0.00% |
| FRAC TECH INTL TLB L+475 06.3953 04/16/2021 | 0.00% |
| GARDA WORLD SECURITY P/P 144A 04.6250 02/15/2027 | 0.00% |
| GENERAL MOTORS FINL CO 04.0000 01/15/2025 | 0.00% |
| GLENCORE PLC SEDOL B4T3BW6 | 0.00% |
| GNMA GII30 BL6218 06.0000 02/20/2049 | 0.00% |
| HCA INC. 07.5000 02/15/2022 | 0.00% |
| IHS MARKIT LTD P/P 144A 04.0000 03/01/2026 | 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% |
| LAMB WESTON HOLDINGS P/P 144A 04.6250 11/01/2024 | 0.00% |
| MERCER INTL INC USD 07.3750 01/15/2025 | 0.00% |
| MERCK & CO INC 01.8500 02/10/2020 | 0.00% |
| MOLINA HEALTHCARE IN P/P 144A 04.8750 06/15/2025 | 0.00% |
| NEW GOLD INC P/P 144A 06.2500 11/15/2022 | 0.00% |
| NOBLE HOLDING INTL LTD USD 07.7500 01/15/2024 | 0.00% |
| NOK/USD 03/18/2020 BCAP-FX | 0.00% |
| NOK/USD 03/18/2020 SSBT | 0.00% |
| NRG ENERGY INC 06.6250 01/15/2027 | 0.00% |
| OASIS PETROLEUM INC CV 02.6250 09/15/2023 | 0.00% |
| ONCOR ELECTRIC DELIVERY 05.3000 06/01/2042 | 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% |
| QUEBECOR MEDIA INC USD 05.7500 01/15/2023 | 0.00% |
| RACKSPACE HOSTING INC L+300 04.7632 11/03/2023 | 0.00% |
| REPUBLIC OF VENEZUELA REGS 09.0000 05/07/2023 | 0.00% |
| SEK/USD 03/18/2020 HSBCB | 0.00% |
| STACR 2018-HQA2 M2 03.9609 10/25/2048 | 0.00% |
| STACR 2019-HQA1 M2 04.0109 02/25/2049 | 0.00% |
| T-MOBILE USA INC 06.0000 03/01/2023 | 0.00% |
| THE AES CORPORATION 04.8750 05/15/2023 | 0.00% |
| THE SHERWIN-WILLIAMS COMPANY 02.7500 06/01/2022 | 0.00% |
| TOWNSQUARE MEDIA INC P/P 144A 06.5000 04/01/2023 | 0.00% |
| VALARIS PLC USD 07.7500 02/01/2026 | 0.00% |
| VIACOMCBS INC 04.0000 01/15/2026 | 0.00% |
| AIR LEASE CORP 02.5000 03/01/2021 | 0.00% |
| ALLEGHENY TECHNOLOGIES 05.8750 12/01/2027 | 0.00% |
| ANTERO MIDSTREAM P/P 144A 05.7500 01/15/2028 | 0.00% |
| AUD/USD 04/15/2020 BCAP-FX | 0.00% |
| BOMBARDIER INC P/P 144A 08.7500 12/01/2021 | 0.00% |
| BP CAP MARKETS AMERICA 03.9370 09/21/2028 | 0.00% |
| CAD/USD 04/15/2020 TDBK | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 JP | 0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS | 0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 JP | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CS | 0.00% |
| 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% |
| DENBURY RESOURCES P/P 144A 09.2500 03/31/2022 | 0.00% |
| ENERGIZER HLDG INC P/P 144A 07.7500 01/15/2027 | 0.00% |
| FEDEX CORP 02.6250 08/01/2022 | 0.00% |
| FHR 2990 LB 12.6613 06/15/2034 | 0.00% |
| FHR 3249 PS 16.7434 12/15/2036 | 0.00% |
| FNR 2005-75 GS 15.2674 08/25/2035 | 0.00% |
| FNR 2006-62 PS 29.9347 07/25/2036 | 0.00% |
| FNR 2006-8 HP 18.4768 03/25/2036 | 0.00% |
| GBP/USD 03/18/2020 BANKAM | 0.00% |
| GBP/USD 03/18/2020 RBSF | 0.00% |
| GNMA GII30 BJ9611 04.5000 05/20/2049 | 0.00% |
| GNMA GII30 BM4196 06.0000 04/20/2049 | 0.00% |
| GNMA GII30 BN1506 04.5000 05/20/2049 | 0.00% |
| GNMA GII30 BN1509 05.0000 05/20/2049 | 0.00% |
| GNMA GII30 BN2618 04.5000 05/20/2049 | 0.00% |
| GNR 2010-9 QI IO 04.5000 01/20/2040 | 0.00% |
| IHEARTMEDIA INC - CLASS A SEDOL BJVR9Y9 | 0.00% |
| IHEARTMEDIA TL L+400 05.6550 05/01/2026 | 0.00% |
| IOS.FN30.350.14 R USL1M P 01/12/45 CS | 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% |
| MERCK & CO INC 02.9000 03/07/2024 | 0.00% |
| MSC 2007-HQ11 C 05.5580 02/12/2044 | 0.00% |
| NOK/USD 03/18/2020 HSBCB | 0.00% |
| NZD/USD 04/15/2020 BCAP-FX | 0.00% |
| NZD/USD 04/15/2020 GSFX | 0.00% |
| NZD/USD 04/15/2020 JPMCB | 0.00% |
| ORACLE CORP 02.5000 05/15/2022 | 0.00% |
| PETROLEOS DE VEN P/P 144A 06.0000 11/15/2026 | 0.00% |
| PPL CAPITAL FUNDING INC 03.4000 06/01/2023 | 0.00% |
| ROYAL BANK OF CANADA USD 02.8000 04/29/2022 | 0.00% |
| S&P GLOBAL INC 02.5000 12/01/2029 | 0.00% |
| SEK/USD 03/18/2020 BCAP-FX | 0.00% |
| SEK/USD 03/18/2020 JPMCB | 0.00% |
| SEK/USD 03/18/2020 RBSF | 0.00% |
| SEK/USD 03/18/2020 TDBK | 0.00% |
| SEK/USD 03/18/2020 UBS | 0.00% |
| SM ENERGY CO 06.6250 01/15/2027 | 0.00% |
| STACR 2019-DNA2 M2 04.1109 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% |
| USD/JPY PUT 101.00 20200413 UBS | 0.00% |
| USD/JPY PUT 101.00 20200417 JPMCB | 0.00% |
| ADVANZ PHARMA CORP LTD SEDOL BG0RYR7 | 0.00% |
| ANHEUSER-BUSCH INBEV WOR 04.1500 01/23/2025 | 0.00% |
| AUD/USD 04/15/2020 GSFX | 0.00% |
| AUD/USD 04/15/2020 RBSF | 0.00% |
| BACM 2005-1 XW IO P/P 144A 00.0000 11/10/2042 | 0.00% |
| BACM 2007-1 XW IO 00.4864 01/15/2049 | 0.00% |
| BACM 2007-5 XW IO P/P 144A 00.0000 02/10/2051 | 0.00% |
| BANK OF NOVA SCOTIA USD 02.0000 11/15/2022 | 0.00% |
| BERKSHIRE HATHAWAY ENERG 06.1250 04/01/2036 | 0.00% |
| BSCMS 04-PR3I X1 IO 00.0000 02/11/2041 | 0.00% |
| BSCMS 06-PW14 X1 IO P/P 144A 00.4981 12/11/2038 | 0.00% |
| BSCMS 2006-PW11 C P/P 144A 05.8015 03/11/2039 | 0.00% |
| CAD/USD 04/15/2020 RBSF | 0.00% |
| CD 2007-CD4 XW IO P/P 144A 01.3816 12/11/2049 | 0.00% |
| CGCMT 2006-C5 XC IO P/P 144A 00.7215 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 CG | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 JP | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 JP | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 ML | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 MS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 MS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 MS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 MS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 MS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 MS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 MS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 MS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 MS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 MS | 0.00% |
| CMB CMBX.NA.A.7 2047-01-17 200.0 01/17/2047 CG | 0.00% |
| CMB CMBX.NA.A.7 2047-01-17 200.0 01/17/2047 CS | 0.00% |
| CMB CMBX.NA.A.7 2047-01-17 200.0 01/17/2047 JP | 0.00% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CG | 0.00% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CG | 0.00% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CS | 0.00% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CS | 0.00% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CS | 0.00% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 JP | 0.00% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 ML | 0.00% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 MS | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 JP | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 JP | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 JP | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 JP | 0.00% |
| CMB CMBX.NA.BB.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.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 JP | 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 CG | 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.6 2063-05-11 500.0 05/11/2063 JP | 0.00% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 JP | 0.00% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 JP | 0.00% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 MS | 0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CG | 0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CG | 0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CG | 0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CG | 0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CG | 0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CS | 0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CS | 0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CS | 0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS | 0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS | 0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 JP | 0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 MS | 0.00% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 CG | 0.00% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 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.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 JP | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 ML | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.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 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 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 CG | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 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 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 JP | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 ML | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | 0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 CS | 0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 GS | 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 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% |
| COMM 2006-C8 XS IO P/P 144A 00.5546 12/10/2046 | 0.00% |
| CSFB 2003-C3 AX IO P/P 144A 02.2074 05/15/2038 | 0.00% |
| CSMC 2007-C1 AX IO P/P 144A 00.6531 02/15/2040 | 0.00% |
| CSMC 2007-C2 AX IO P/P 144A 00.0442 01/15/2049 | 0.00% |
| CVS PASS-THROUGH TRUST 06.0360 12/10/2028 | 0.00% |
| DKK/USD 03/18/2020 CITI | 0.00% |
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| ESC SEVENTYSEVENERG 06.5000 07/15/2022 | 0.00% |
| EUR/NOK PUT 9.60 20200406 GSFX | 0.00% |
| EUR/USD 03/18/2020 BCAP-FX | 0.00% |
| EUR/USD 03/18/2020 CSI-FX | 0.00% |
| EUR/USD 03/18/2020 HSBCB | 0.00% |
| EUR/USD 03/18/2020 JPMCB | 0.00% |
| EUR/USD 03/18/2020 RBSF | 0.00% |
| EUR/USD 03/18/2020 TDBK | 0.00% |
| EUR/USD 03/18/2020 WPAC | 0.00% |
| FEDL01 P ISWP SOFRRATE R 12/05/2020 | 0.00% |
| FHR 1208 F PO 00.0000 02/15/2022 | 0.00% |
| FHR 3326 WF 00.0000 10/15/2035 | 0.00% |
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| FNR 2001-50 BI IO 00.3761 10/25/2041 | 0.00% |
| FNR 2001-79 BI IO 00.2763 03/25/2045 | 0.00% |
| FNR 2003-34 P1 PO 00.0000 04/25/2043 | 0.00% |
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| HC BRILLANT SERVICES GMBH P/P | 0.00% |
| HKD/USD 05/20/2020 BANKAM | 0.00% |
| HKD/USD 05/20/2020 HSBCB | 0.00% |
| HKD/USD 05/20/2020 SSBT | 0.00% |
| HKD/USD 05/20/2020 TDBK | 0.00% |
| HKD/USD 05/20/2020 UBS | 0.00% |
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| IOS.FN30.400.11 R USL1M P 01/12/42 BC | 0.00% |
| IOS.FN30.400.11 R USL1M P 01/12/42 GS | 0.00% |
| IOS.FN30.400.11 R USL1M P 01/12/42 GS | 0.00% |
| IOS.FN30.600.08 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 00.5030 09/12/2037 | 0.00% |
| JPMCC 2006-CB17 X IO 00.8565 12/12/2043 | 0.00% |
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| JPMCC 2007-LDPX X IO 00.2152 01/15/2049 | 0.00% |
| JPY/USD 02/19/2020 BANKAM | 0.00% |
| JPY/USD 02/19/2020 CITI | 0.00% |
| JPY/USD 02/19/2020 GSFX | 0.00% |
| JPY/USD 02/19/2020 JPMCB | 0.00% |
| JPY/USD 02/19/2020 SSBT | 0.00% |
| JPY/USD 02/19/2020 UBS | 0.00% |
| KRW/USD 02/19/2020 JPMCB | 0.00% |
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| LBUBS 2006-C6 XCL IO P/P 144A 00.7730 09/15/2039 | 0.00% |
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| MBX.FN30.650.67 P USL1M R 01/12/38 GS | 0.00% |
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| MEZZ 2006-C4 X IO P/P 144A 06.5268 07/15/2045 | 0.00% |
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| NOK/USD 03/18/2020 GSFX | 0.00% |
| NOK/USD 03/18/2020 JPMCB | 0.00% |
| NOK/USD 03/18/2020 RBSF | 0.00% |
| NOK/USD 03/18/2020 UBS | 0.00% |
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| AUD/USD 04/15/2020 CSI-FX | -0.00% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 CG | -0.00% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 MS | -0.00% |
| EUR/USD 03/18/2020 BANKAM | -0.00% |
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| GBP/USD 03/18/2020 UBS | -0.00% |
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| GBP/USD CALL 1.365 20200407 CITI | -0.00% |
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| GILEAD SCIENCES INC SEDOL 2369174 | 0.20% |
| ALLERGAN PLC SEDOL BY9D546 | 0.19% |
| UNILEVER NV SEDOL B1527V7 | 0.19% |
| CADENCE DESIGN SYS INC SEDOL 2302232 | 0.19% |
| TAKE-TWO INTERACTIVE SOFTWRE SEDOL 2122117 | 0.19% |
| FNMA FN30 TBA UMBS 06.0000 01/01/2050 | 0.19% |
| AT&T INC SEDOL 2831811 | 0.18% |
| BNP PARIBAS SEDOL 7309681 | 0.18% |
| HARTFORD FINANCIAL SVCS GRP SEDOL 2476193 | 0.18% |
| E*TRADE FINANCIAL CORPORATION | 0.18% |
| ENEL SPA SEDOL 7144569 | 0.18% |
| FNMA FN30 TBA UMBS 04.0000 01/01/2050 | 0.18% |
| KDDI CORP SEDOL 6248990 | 0.18% |
| NESTLE SA-REG SEDOL 7123870 | 0.18% |
| SYNOPSYS INC SEDOL 2867719 | 0.17% |
| MGM RESORTS INTERNATIONAL SEDOL 2547419 | 0.17% |
| SOCIETE GENERALE SA 83369BC20 DCP 03/02/2020 | 0.17% |
| KONINKLIJKE PHILIPS NV SEDOL 5986622 | 0.17% |
| ALIBABA GROUP HOLDING-SP ADR SEDOL BP41ZD1 | 0.16% |
| ASTELLAS PHARMA INC SEDOL 6985383 | 0.16% |
| HITACHI LTD SEDOL 6429104 | 0.16% |
| HOYA CORP SEDOL 6441506 | 0.16% |
| PULTEGROUP INC SEDOL 2708841 | 0.16% |
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| LEGAL & GENERAL GROUP PLC SEDOL 0560399 | 0.16% |
| CRH PLC SEDOL 4182249 | 0.16% |
| ITOCHU CORP SEDOL 6467803 | 0.16% |
| SANDVIK AB SEDOL B1VQ252 | 0.16% |
| CF INDUSTRIES HOLDINGS INC SEDOL B0G4K50 | 0.16% |
| DEUTSCHE POST AG-REG SEDOL 4617859 | 0.16% |
| HDFC BANK LIMITED SEDOL BK1N461 | 0.16% |
| KEYSIGHT TECHNOLOGIES IN SEDOL BQZJ0Q9 | 0.16% |
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| AES CORP SEDOL 2002479 | 0.15% |
| ENTERGY CORP SEDOL 2317087 | 0.15% |
| FNMA FN30 AL9859 UMBS 03.0000 03/01/2047 | 0.15% |
| F5 NETWORKS INC SEDOL 2427599 | 0.15% |
| NINTENDO CO LTD SEDOL 6639550 | 0.15% |
| PARTNERS GROUP HOLDING AG SEDOL B119QG0 | 0.15% |
| PEUGEOT SA SEDOL 7103526 | 0.15% |
| COMPASS GROUP PLC SEDOL BD6K457 | 0.15% |
| AMETEK INC SEDOL 2089212 | 0.15% |
| SHIONOGI & CO LTD SEDOL 6804682 | 0.14% |
| CK ASSET HOLDINGS LTD SEDOL BYZQ077 | 0.14% |
| FNMA FN30 MA2737 UMBS 03.0000 09/01/2046 | 0.14% |
| WOLTERS KLUWER SEDOL 5671519 | 0.14% |
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| ASHTEAD GROUP PLC SEDOL 0053673 | 0.14% |
| CENTERPOINT ENERGY INC SEDOL 2440637 | 0.14% |
| VISTRA ENERGY CORP SEDOL BZ8VJQ8 | 0.14% |
| DEUTSCHE TELEKOM AG-REG SEDOL 5842359 | 0.14% |
| HERMES INTERNATIONAL SEDOL 5253973 | 0.14% |
| AVIVA PLC SEDOL 0216238 | 0.14% |
| NRG ENERGY INC SEDOL 2212922 | 0.14% |
| ORIX CORP SEDOL 6661144 | 0.13% |
| PING AN INSURANCE GROUP CO-H SEDOL B01FLR7 | 0.13% |
| NORWEGIAN CRUISE LINE HOLDIN SEDOL B9CGTC3 | 0.13% |
| CARLSBERG AS-B SEDOL 4169219 | 0.13% |
| ARISTOCRAT LEISURE LTD SEDOL 6253983 | 0.13% |
| ALTICE USA INC- A SEDOL BDRY7P9 | 0.13% |
| LINCOLN NATIONAL CORP SEDOL 2516378 | 0.13% |
| LUKOIL PJSC-SPON ADR SEDOL BYZDW27 | 0.13% |
| SERVICENOW INC SEDOL B80NXX8 | 0.13% |
| WH GROUP LTD SEDOL BLLHKZ1 | 0.13% |
| ZOETIS INC SEDOL B95WG16 | 0.13% |
| ALLY FINANCIAL INC SEDOL B72XK05 | 0.13% |
| CHINA LESSO GROUP HOLDINGS L SEDOL BCDBKF8 | 0.12% |
| COVESTRO AG SEDOL BYTBWY9 | 0.12% |
| INDUSTRIA DE DISENO TEXTIL SEDOL BP9DL90 | 0.12% |
| SHIN-ETSU CHEMICAL CO LTD SEDOL 6804585 | 0.12% |
| SKANDINAVISKA ENSKILDA USD 02.3000 03/11/2020 | 0.12% |
| ANGLO AMER PLC SEDOL B1XZS82 | 0.12% |
| AVALONBAY COMMUNITIES INC SEDOL 2131179 | 0.12% |
| MICHELIN (CGDE) SEDOL 4588364 | 0.12% |
| TREASURY BILL 00.0000 04/23/2020 | 0.12% |
| CBRE GROUP INC - A SEDOL B6WVMH3 | 0.12% |
| AGNC INVESTMENT CORP SEDOL BYYHJL8 | 0.12% |
| CIA PARANAENSE DE ENERGI-PFB | 0.12% |
| FIAT CHRYSLER AUTOMOBILES NV SEDOL BRJFWP3 | 0.12% |
| THERMO FISHER SCIENTIFIC INC SEDOL 2886907 | 0.12% |
| A-LIVING SVCS CO LTD SEDOL BFWK4M2 | 0.12% |
| DOVER CORP SEDOL 2278407 | 0.12% |
| AENA SME SA SEDOL BVRZ8L1 | 0.12% |
| ESSITY AKTIEBOLAG-B SEDOL BF1K7P7 | 0.12% |
| DAIKIN INDUSTRIES LTD SEDOL 6250724 | 0.11% |
| EVERGY INC SEDOL BFMXGR0 | 0.11% |
| HOLOGIC INC SEDOL 2433530 | 0.11% |
| PINNACLE WEST CAPITAL SEDOL 2048804 | 0.11% |
| TELSTRA CORP LTD SEDOL 6087289 | 0.11% |
| ASIAN PAINTS LTD SEDOL BCRWL65 | 0.11% |
| RELIANCE INDUSTRIES LTD SEDOL 6099626 | 0.11% |
| VOLKSWAGEN AG PFD SEDOL 5497168 | 0.11% |
| JUBILANT FOODWORKS LTD SEDOL B3PRM66 | 0.11% |
| 3I GROUP PLC SEDOL B1YW440 | 0.11% |
| CREDIT AGRICOLE SA SEDOL 7262610 | 0.11% |
| INVITATION HOMES INC SEDOL BD81GW9 | 0.11% |
| VEREIT INC SEDOL BYVVTJ1 | 0.11% |
| WULIANGYE YIBIN CO LTD-A SEDOL BD5CPG2 | 0.11% |
| HD SUPPLY HOLDINGS INC SEDOL BBL5981 | 0.11% |
| REPUBLIC SERVICES INC SEDOL 2262530 | 0.10% |
| VICI PROPERTIES INC SEDOL BYWH073 | 0.10% |
| WALMART DE MEXICO SAB DE CV SEDOL BW1YVH8 | 0.10% |
| XEROX HOLDINGS CORP SEDOL BJJD5G3 | 0.10% |
| BANK LEUMI LE-ISRAEL SEDOL 6076425 | 0.10% |
| AMERISOURCEBERGEN CORP | 0.10% |
| ASSOCIATED BRITISH FOODS PLC SEDOL 0673123 | 0.10% |
| VERISK ANALYTICS INC SEDOL B4P9W92 | 0.10% |
| SANTOS LTD SEDOL 6776703 | 0.10% |
| DUPONT DE NEMOURS INC SEDOL BK0VN47 | 0.10% |
| FNMA FN30 BM5024 UMBS 03.0000 11/01/2048 | 0.10% |
| SKANDINAVISKA ENSKILDA BAN-A SEDOL 4813345 | 0.10% |
| ABN AMRO BANK NV-CVA SEDOL BYQP136 | 0.10% |
| STEEL DYNAMICS INC SEDOL 2849472 | 0.10% |
| COCA-COLA HBC AG-DI SEDOL B9895B7 | 0.10% |
| EASTMAN CHEMICAL CO SEDOL 2298386 | 0.10% |
| FAURECIA SEDOL 4400446 | 0.10% |
| SIEMENS FINANCIERING P/P 144A 02.2000 03/16/2020 | 0.10% |
| VORNADO REALTY TRUST SEDOL 2933632 | 0.10% |
| CHAILEASE HOLDING CO LTD SEDOL B58J1S8 | 0.09% |
| DISCOVERY INC - A SEDOL B3D7K31 | 0.09% |
| IRB BRASIL RESSEGUROS SA SEDOL BYZ6D56 | 0.09% |
| DENTSPLY SIRONA INC SEDOL BYNPPC6 | 0.09% |
| FACEBOOK INC-CLASS A SEDOL B7TL820 | 0.09% |
| GARMIN LTD SEDOL B3Z5T14 | 0.09% |
| JUNIPER NETWORKS INC SEDOL 2431846 | 0.09% |
| BOOZ ALLEN HAMILTON HOLDINGS SEDOL B5367T7 | 0.09% |
| NIPPON TELEGRAPH & TELEPHONE SEDOL 6641373 | 0.09% |
| HENDERSON LAND DEVELOPMENT SEDOL 6420538 | 0.09% |
| BRIXMOR PROPERTY GROUP INC SEDOL BFTDJL8 | 0.09% |
| ACS ACTIVIDADES SEDOL B01FLQ6 | 0.09% |
| CLICKS GROUP LTD SEDOL 6105578 | 0.09% |
| DUKE REALTY CORP SEDOL 2284084 | 0.09% |
| GEBERIT AG-REG SEDOL B1WGG93 | 0.09% |
| BERRY GLOBAL GROUP INC SEDOL B8BR3H3 | 0.09% |
| FORTESCUE METALS GROUP LTD SEDOL B2B2B49 | 0.09% |
| IDEX CORP SEDOL 2456612 | 0.09% |
| WESTPAC BANKING CORP USD 02.1500 03/06/2020 | 0.09% |
| COMPANHIA DE LOCACAO DAS AME SEDOL B82CQN4 | 0.09% |
| ROPER TECHNOLOGIES INC SEDOL 2749602 | 0.09% |
| BRITISH AMERICAN TOBACCO PLC SEDOL 0287580 | 0.08% |
| NEW RESIDENTIAL INVESTMENT SEDOL BRJ9GW0 | 0.08% |
| HEICO CORP SEDOL 2419217 | 0.08% |
| TELEDYNE TECHNOLOGIES INC SEDOL 2503477 | 0.08% |
| BHP GROUP PLC SEDOL BH0P3Z9 | 0.08% |
| VERIZON COMM 04.3290 09/21/2028 | 0.08% |
| GLAXOSMITHKLINE PLC SEDOL 0925288 | 0.08% |
| AURIZON HOLDINGS LTD SEDOL B87CVM3 | 0.08% |
| DEUTSCHE BOERSE AG SEDOL 7021963 | 0.08% |
| FAIR ISAAC CORP SEDOL 2330299 | 0.08% |
| KAKAO CORP SEDOL 6194037 | 0.08% |
| STORE CAPITAL CORP SEDOL BSKRKJ5 | 0.08% |
| ALLISON TRANSMISSION HOLDING SEDOL B4PZ892 | 0.08% |
| ENI SPA SEDOL 7145056 | 0.08% |
| STACR 2016-DNA2 M3 06.4420 10/25/2028 | 0.08% |
| HOLLYFRONTIER CORP SEDOL B5VX1H6 | 0.08% |
| JD.COM INC-ADR SEDOL BMM27D9 | 0.08% |
| SHENZHOU INTERNATIONAL GROUP SEDOL B0MP1B0 | 0.08% |
| US FOODS HOLDING CORP SEDOL BYVFC94 | 0.08% |
| BF0101 03.5000 06/01/2056 | 0.08% |
| SAFARICOM PLC SEDOL B2QN3J6 | 0.08% |
| HIKARI TSUSHIN INC SEDOL 6416322 | 0.08% |
| MEDIATEK INC SEDOL 6372480 | 0.08% |
| NEXON CO LTD SEDOL B63QM77 | 0.08% |
| TAISEI CORP SEDOL 6870100 | 0.08% |
| ARKEMA SEDOL B0Z5YZ2 | 0.07% |
| INTERPUBLIC GROUP OF COS INC SEDOL 2466321 | 0.07% |
| LI NING CO LTD SEDOL B01JCK9 | 0.07% |
| PETROBRAS GLOBAL FINANCE USD 06.2500 03/17/2024 | 0.07% |
| POYA INTERNATIONAL CO LTD SEDOL 6541826 | 0.07% |
| AXALTA COATING SYSTEMS LTD SEDOL BSFWCF5 | 0.07% |
| SBERBANK PJSC -SPONSORED ADR SEDOL B5SC091 | 0.07% |
| SPST 2018-8 A 02.4799 02/24/2020 | 0.07% |
| UNUM GROUP SEDOL 2433842 | 0.07% |
| AVERY DENNISON CORP SEDOL 2066408 | 0.07% |
| COMMERCIAL INTL BANK-GDR REG SEDOL 5668287 | 0.07% |
| DINO POLSKA SA SEDOL BD0YVN2 | 0.07% |
| LEGRAND SA SEDOL B11ZRK9 | 0.07% |
| TOTVS SA SEDOL B10LQP6 | 0.07% |
| PPG INDUSTRIES INC SEDOL 2698470 | 0.07% |
| WALT DISNEY COMPANY 07.7500 12/01/2045 | 0.07% |
| X 5 RETAIL GROUP NV-REGS GDR SEDOL B07T3T9 | 0.07% |
| NEW ORIENTAL EDUCATIO-SP ADR SEDOL B1CN1G6 | 0.07% |
| JONES LANG LASALLE INC SEDOL 2040640 | 0.07% |
| STMICROELECTRONICS NV SEDOL 5962332 | 0.07% |
| ASPEN TECHNOLOGY INC SEDOL 2051868 | 0.07% |
| CHEMED CORP SEDOL 2190084 | 0.07% |
| MGIC INVESTMENT CORP SEDOL 2548616 | 0.07% |
| HILL-ROM HOLDINGS INC SEDOL 2425924 | 0.07% |
| HOCHTIEF AG SEDOL 5108664 | 0.07% |
| THAI BEVERAGE PCL SEDOL B15F664 | 0.07% |
| BANK TABUNGAN PENSIUNAN NASI SEDOL BFNBJ41 | 0.07% |
| E.ON SE SEDOL 4942904 | 0.07% |
| REINSURANCE GROUP OF AMERICA SEDOL 2731193 | 0.07% |
| RELIANCE STEEL & ALUMINUM SEDOL 2729068 | 0.07% |
| UNITED TECHNOLOGIES CORP 01.9000 05/04/2020 | 0.07% |
| WEST JAPAN RAILWAY CO SEDOL 6957995 | 0.07% |
| GOLDMAN SACHS GROUP INC 02.6000 12/27/2020 | 0.06% |
| NOMURA RESEARCH INSTITUTE LT SEDOL 6390921 | 0.06% |
| DIAMOND 1 FIN/DIAM P/P 144A 06.0200 06/15/2026 | 0.06% |
| SERVICEMASTER GLOBAL HOLDING SEDOL BNG8BF0 | 0.06% |
| CAMDEN PROPERTY TRUST SEDOL 2166320 | 0.06% |
| CP ALL PCL-FOREIGN SEDOL B08YDF9 | 0.06% |
| IHS MARKIT LTD P/P 144A 04.7500 02/15/2025 | 0.06% |
| KAR AUCTION SERVICES INC SEDOL B4Y1MH7 | 0.06% |
| NIELSEN HOLDINGS PLC SEDOL BWFY550 | 0.06% |
| OTSUKA CORP SEDOL 6267058 | 0.06% |
| SUN COMMUNITIES INC SEDOL 2860257 | 0.06% |
| CATERPILLAR INC SEDOL 2180201 | 0.06% |
| CDW CORP/DE SEDOL BBM5MD6 | 0.06% |
| CK HUTCHISON HOLDINGS LTD SEDOL BW9P816 | 0.06% |
| DNB NOR ASA SEDOL 4263304 | 0.06% |
| EQUINIX INC SEDOL BVLZX12 | 0.06% |
| HITACHI HIGH-TECHNOLOGY SEDOL 6642804 | 0.06% |
| JAPAN AIRLINES CO LTD SEDOL B8BRV46 | 0.06% |
| OMV AG SEDOL 4651459 | 0.06% |
| ABBVIE INC P/P 144A 03.2000 11/21/2029 | 0.06% |
| ACCENTURE PLC-CL A SEDOL B4BNMY3 | 0.06% |
| CELANESE CORP SEDOL B05MZT4 | 0.06% |
| GENPACT LTD SEDOL B23DBK6 | 0.06% |
| ISRAEL DISCOUNT BANK -A SEDOL 6451271 | 0.06% |
| NTT DOCOMO INC SEDOL 6129277 | 0.06% |
| SHOPRITE HOLDINGS LTD SEDOL 6801575 | 0.06% |
| JPMORGAN CHASE & CO 03.9640 11/15/2048 | 0.06% |
| LIBERTY PROPERTY TRUST SEDOL 2513681 | 0.06% |
| SYSCO CORP SEDOL 2868165 | 0.06% |
| YANGZIJIANG SHIPBUILDING SEDOL B1VT035 | 0.06% |
| BALL CORP SEDOL 2073022 | 0.06% |
| SINGAPORE EXCHANGE LTD SEDOL 6303866 | 0.06% |
| APARTMENT INVT & MGMT CO -A SEDOL BJLNBG3 | 0.06% |
| JUMBO SA SEDOL 7243530 | 0.06% |
| MICROSOFT CORP 01.5500 08/08/2021 | 0.06% |
| VOLTRONIC POWER TECHNOLOGY SEDOL B96HCH8 | 0.06% |
| COMMONWEALTH BK AUST P/P 144A 02.2000 11/09/2020 | 0.06% |
| COSTAR GROUP INC SEDOL 2262864 | 0.06% |
| FNMA FN30 BJ9256 UMBS 04.0000 06/01/2048 | 0.06% |
| FNMA FN30 BM1172 UMBS 03.0000 03/01/2047 | 0.06% |
| SUN HUNG KAI PROPERTIES SEDOL 6859927 | 0.06% |
| CARLISLE COS INC SEDOL 2176318 | 0.05% |
| DBUBS 2011-LC3A D P/P 144A 05.3343 08/10/2044 | 0.05% |
| MONSTER BEVERAGE CORP SEDOL BZ07BW4 | 0.05% |
| TAYLOR WIMPEY PLC SEDOL 0878230 | 0.05% |
| DAIWA HOUSE INDUSTRY CO LTD SEDOL 6251363 | 0.05% |
| FEDERATIVE REP OF BRAZIL USD 04.6250 01/13/2028 | 0.05% |
| CITIGROUP INC 03.6680 07/24/2028 | 0.05% |
| EQUITY LIFESTYLE PROPERTIES SEDOL 2563125 | 0.05% |
| INTERPUBLIC GROUP COS 04.6500 10/01/2028 | 0.05% |
| JARIR MARKETING CO 144A/REGS WARRANT 02/04/2020 | 0.05% |
| BERKELEY GROUP HOLDINGS/THE SEDOL B02L3W3 | 0.05% |
| CONSOLIDATED EDISON INC SEDOL 2216850 | 0.05% |
| GAMING AND LEISURE PROPERTIE SEDOL BFPK4S5 | 0.05% |
| ALCOA CORP SEDOL BYNF418 | 0.05% |
| BUPA ARABIA 144A/REGS WARRANT 12/16/2021 | 0.05% |
| CHARLES RIVER LABORATORIES SEDOL 2604336 | 0.05% |
| FEDERAL REALTY INVS TRUST SEDOL 2333931 | 0.05% |
| FU SHOU YUAN INTERNATIONAL SEDOL BH4TZ73 | 0.05% |
| MORGAN STANLEY 03.6250 01/20/2027 | 0.05% |
| SNAM SPA SEDOL 7251470 | 0.05% |
| WELLS FARGO & COMPANY 02.6000 07/22/2020 | 0.05% |
| YANDEX NV-A SEDOL B5BSZB3 | 0.05% |
| FNMA FN30 BC1155 UMBS 03.0000 06/01/2046 | 0.05% |
| GOODMAN GROUP SEDOL B03FYZ4 | 0.05% |
| JPMORGAN CHASE & CO 03.6250 12/01/2027 | 0.05% |
| LG HOUSEHOLD & HEALTH CARE SEDOL 6344456 | 0.05% |
| AECOM SEDOL B1VZ431 | 0.05% |
| BANK OF AMERICA CORP 06.1100 01/29/2037 | 0.05% |
| ENERGY TRANSFER OPERA 05.8750 01/15/2024 | 0.05% |
| HILTON WORLDWIDE FIN LLC 04.8750 04/01/2027 | 0.05% |
| UNITED MEXICAN STATES USD 05.5500 01/21/2045 | 0.05% |
| WUXI APPTEC CO LTD-H SEDOL BGHH0L6 | 0.05% |
| AMERICAN TOWER CORP 03.1250 01/15/2027 | 0.05% |
| CAS 2016-C02 1M2 07.7920 09/25/2028 | 0.05% |
| CIT GROUP INC. 05.2500 03/07/2025 | 0.05% |
| CME GROUP INC SEDOL 2965839 | 0.05% |
| GOLDMAN SACHS GROUP INC 03.8500 01/26/2027 | 0.05% |
| HANA FINANCIAL GROUP SEDOL B0RNRF5 | 0.05% |
| VOLVO AB-B SHS SEDOL B1QH830 | 0.05% |
| AT&T INC. 03.8000 02/15/2027 | 0.05% |
| CAS 2015-C04 2M2 07.3420 04/25/2028 | 0.05% |
| DNB BANK ASA P/P 144A 02.1500 12/02/2022 | 0.05% |
| ITOCHU TECHNO-SOLUTIONS CORP SEDOL 6200194 | 0.05% |
| POPULAR INC SEDOL B86QM90 | 0.05% |
| SIRIUS XM RADIO INC P/P 144A 05.0000 08/01/2027 | 0.05% |
| SUMITOMO MITSUI TRUST HOLDIN SEDOL 6431897 | 0.05% |
| WILCON DEPOT INC SEDOL BYXYHM7 | 0.05% |
| AMERICAN FINANCIAL GROUP INC SEDOL 2134532 | 0.04% |
| BOC HONG KONG HOLDINGS LTD SEDOL 6536112 | 0.04% |
| SINCLAIR BROADCAST GROUP -A SEDOL 2799351 | 0.04% |
| TOKYO ELECTRON LTD SEDOL 6895675 | 0.04% |
| TORONTO-DOMINION BANK USD 01.9000 12/01/2022 | 0.04% |
| AFREECATV CO LTD SEDOL 6724508 | 0.04% |
| BROADRIDGE FINANCIAL SOLUTIO SEDOL B1VP7R6 | 0.04% |
| MWST 2019-1 A 02.5920 06/25/2052 | 0.04% |
| SPST 2019-3 A 02.4799 06/24/2020 | 0.04% |
| UBS GROUP AG P/P 144A 03.4910 05/23/2023 | 0.04% |
| CVS HEALTH CORP 04.7800 03/25/2038 | 0.04% |
| LUNDIN PETROLEUM AB SEDOL 7187627 | 0.04% |
| NEWMARKET CORP SEDOL B01CGF1 | 0.04% |
| SPST 2019-7 A 02.4799 09/24/2020 | 0.04% |
| ENERGY TRANSFER OPERATNG 06.6250 02/15/2028 | 0.04% |
| FNMA FN30 AS7003 UMBS 03.0000 04/01/2046 | 0.04% |
| ITAU UNIBANCO H-SPON PRF ADR SEDOL 2849739 | 0.04% |
| BT GROUP PLC SEDOL 3091357 | 0.04% |
| CAS 2016-C01 1M2 08.5420 08/25/2028 | 0.04% |
| NBCUNIVERSAL MEDIA LLC 04.3750 04/01/2021 | 0.04% |
| SALESFORCE.COM INC 03.7000 04/11/2028 | 0.04% |
| SPST 2019-11 A 02.5299 10/24/2020 | 0.04% |
| AIER EYE HOSPITAL GROUP CO-A SEDOL BD5CLQ4 | 0.04% |
| ARMSTRONG WORLD INDUSTRIES SEDOL B1FT462 | 0.04% |
| ARROW ELECTRONICS INC SEDOL 2051404 | 0.04% |
| AT&T INC 04.1000 02/15/2028 | 0.04% |
| CHARTER COMM OPT LLC 06.4840 10/23/2045 | 0.04% |
| CITIZENS BANK NA/RI 02.2500 03/02/2020 | 0.04% |
| CLP HOLDINGS LTD SEDOL 6097017 | 0.04% |
| DEUTSCHE WOHNEN SE SEDOL B0YZ0Z5 | 0.04% |
| HOME DEPOT INC SEDOL 2434209 | 0.04% |
| NATIONAL AUSTRALIA BK/NY 02.1250 05/22/2020 | 0.04% |
| SHERWIN-WILLIAMS CO/THE SEDOL 2804211 | 0.04% |
| TENCENT HOLDINGS LTD-UNS ADR SEDOL B3F2DZ7 | 0.04% |
| TEXAS INSTRUMENTS INC SEDOL 2885409 | 0.04% |
| TWO HARBORS INVESTMENT CORP SEDOL BD832H2 | 0.04% |
| EQUINOR ASA SEDOL 7133608 | 0.04% |
| FNMA FN30 BC2733 UMBS 03.0000 05/01/2046 | 0.04% |
| FUJITSU LTD SEDOL 6356945 | 0.04% |
| GENTING SINGAPORE LTD SEDOL BDRTVP2 | 0.04% |
| OBAYASHI CORP SEDOL 6656407 | 0.04% |
| SARTORIUS STEDIM BIOTECH SEDOL BYZ2QP5 | 0.04% |
| SUNNY FRIEND ENVIRONMENTAL T SEDOL B6RXHJ1 | 0.04% |
| TJX COMPANIES INC SEDOL 2989301 | 0.04% |
| AUST & NZ BANKING GROUP USD 02.1250 08/19/2020 | 0.04% |
| BANK OF AMERICA CORP 03.2480 10/21/2027 | 0.04% |
| CDX CDX.NA.IG.33 100.0 12/20/2024 | 0.04% |
| DROPBOX INC-CLASS A SEDOL BG0T321 | 0.04% |
| EXTENDED STAY AMERICA INC SEDOL BGH3F75 | 0.04% |
| OUTFRONT MEDIA INC SEDOL BSP6611 | 0.04% |
| PETROLEOS MEXICANOS P/P 144A 06.8400 01/23/2030 | 0.04% |
| ROYAL BANK OF CANADA USD 02.1250 03/02/2020 | 0.04% |
| SMITH & NEPHEW PLC SEDOL 0922320 | 0.04% |
| TECHTRONIC INDUSTRIES CO LTD SEDOL B0190C7 | 0.04% |
| TELEFONICA EMISIONES SAU USD 04.8950 03/06/2048 | 0.04% |
| TELEKOMUNIKASI INDONESIA PER SEDOL BD4T6W7 | 0.04% |
| AMDOCS LTD SEDOL 2256908 | 0.04% |
| FIRSTENERGY TRANSMIS P/P 144A 05.4500 07/15/2044 | 0.04% |
| SEKISUI HOUSE LTD SEDOL 6793906 | 0.04% |
| SOUTHERN CO/THE SEDOL 2829601 | 0.04% |
| STANDARD IND INC P/P 144A 05.0000 02/15/2027 | 0.04% |
| BPCE SA P/P 144A 04.5000 03/15/2025 | 0.04% |
| FAIRFAX FINL HLDGS USD 04.8500 04/17/2028 | 0.04% |
| FNMA FN30 AS8056 UMBS 03.0000 10/01/2046 | 0.04% |
| NITTO DENKO CORP SEDOL 6641801 | 0.04% |
| SINO-AMERICAN SILICON PRODUC SEDOL 6335278 | 0.04% |
| SVENSKA HANDELSBANKEN AB USD 01.9500 09/08/2020 | 0.04% |
| TESCO PLC SEDOL 0884709 | 0.04% |
| WFRBS 2011-C2 D P/P 144A 05.6518 02/15/2044 | 0.04% |
| AMERICAN ELECTRIC POWER SEDOL 2026242 | 0.04% |
| BANQUE FED CRED MUTU P/P 144A 02.2000 07/20/2020 | 0.04% |
| CHENIERE CORP CHRIST 05.1250 06/30/2027 | 0.04% |
| IDACORP INC SEDOL 2296937 | 0.04% |
| LNSTR 2015-3 B P/P 144A 03.1494 04/20/2048 | 0.04% |
| REPUBLIC OF INDONESIA REGS 04.7500 01/08/2026 | 0.04% |
| SUZUKEN CO LTD SEDOL 6865560 | 0.04% |
| WILMAR INTERNATIONAL LTD SEDOL B17KC69 | 0.04% |
| CCO HOLDINGS LLC P/P 144A 05.3750 06/01/2029 | 0.03% |
| CF INDUSTRIES INC P/P 144A 04.5000 12/01/2026 | 0.03% |
| COMMONWEALTH BK AUST P/P 144A 02.2500 03/10/2020 | 0.03% |
| CWALT 2006-OA10 4A1 01.9820 08/25/2046 | 0.03% |
| FNMA FN40 BF0171 UMBS 04.0000 01/01/2057 | 0.03% |
| SUNDRUG CO LTD SEDOL 6817895 | 0.03% |
| WESTERN DIGITAL CORPORATION 04.7500 02/15/2026 | 0.03% |
| ALFRESA HOLDINGS CORP SEDOL 6687214 | 0.03% |
| ASHLAND GLOBAL HOLDINGS INC SEDOL BYND5N1 | 0.03% |
| CAS 2016-C04 1M2 06.0420 01/25/2029 | 0.03% |
| GOLDMAN SACHS GROUP INC 04.2230 05/01/2029 | 0.03% |
| WEINGARTEN REALTY INVESTORS SEDOL 2946618 | 0.03% |
| BCE INC SEDOL B188TH2 | 0.03% |
| CHS/COMMUNITY HEALTH SYS 06.2500 03/31/2023 | 0.03% |
| MANUF & TRADERS TRUST CO 02.0500 08/17/2020 | 0.03% |
| MICROSOFT CORP 02.4000 08/08/2026 | 0.03% |
| ONEMAIN HOLDINGS INC SEDOL BYSZB89 | 0.03% |
| UNITED MEXICAN STATES USD 04.1500 03/28/2027 | 0.03% |
| UNITED MEXICAN STATES USD 04.5000 04/22/2029 | 0.03% |
| CAPGEMINI SE SEDOL 4163437 | 0.03% |
| CAS 2015-C04 1M2 07.4920 04/25/2028 | 0.03% |
| EQUINIX INC 05.3750 05/15/2027 | 0.03% |
| ISRAEL CHEMICALS LTD SEDOL 6455530 | 0.03% |
| JPMCC 2012-C6 E P/P 144A 05.1571 05/15/2045 | 0.03% |
| MICROSOFT CORP 03.7000 08/08/2046 | 0.03% |
| TREASURY BILL 00.0000 03/12/2020 | 0.03% |
| MACQUARIE INFRASTRUCTURE COR SEDOL B1Z4VB1 | 0.03% |
| MICROCHIP TECH INC 04.3330 06/01/2023 | 0.03% |
| NRG ENERGY INC P/P 144A 04.4500 06/15/2029 | 0.03% |
| NUANCE COMMUNICATIONS INC SEDOL 2402121 | 0.03% |
| REPUBLIC OF COLOMBIA USD 03.8750 04/25/2027 | 0.03% |
| SWISS LIFE HOLDING AG-REG SEDOL 7437805 | 0.03% |
| CARDINAL HEALTH INC SEDOL 2175672 | 0.03% |
| CITIGROUP INC 02.6500 10/26/2020 | 0.03% |
| GENERAL MOTORS FINL CO 04.0000 10/06/2026 | 0.03% |
| KONINKLIJKE AHOLD DELHAIZE N SEDOL BD0Q398 | 0.03% |
| MORGAN STANLEY 02.6500 01/27/2020 | 0.03% |
| US 10YR ULTRA FUT MAR20 UXYH0 | 0.03% |
| VONOVIA SE SEDOL BBJPFY1 | 0.03% |
| ABBVIE INC 02.5000 05/14/2020 | 0.03% |
| AIR LEASE CORP 04.6250 10/01/2028 | 0.03% |
| AXIS CAPITAL HOLDINGS LTD SEDOL 2677606 | 0.03% |
| BRDCOM CRP / FIN 03.8750 01/15/2027 | 0.03% |
| BRISTOL-MYERS P/P 144A 02.9000 07/26/2024 | 0.03% |
| CHIMERA INVESTMENT CORP SEDOL BVZCNC0 | 0.03% |
| CURTISS-WRIGHT CORP SEDOL 2241205 | 0.03% |
| MBX.GII30.450.10 R USL1M P 01/12/41 CS | 0.03% |
| ORACLE CORP 04.0000 11/15/2047 | 0.03% |
| TPAT 2018-SL1 A P/P 144A 02.3080 01/25/2046 | 0.03% |
| UNITEDHEALTH GROUP INC 03.8500 06/15/2028 | 0.03% |
| ANZ NEW ZEALAND INT P/P 144A 02.8750 01/25/2022 | 0.03% |
| APPLE INC 04.2500 02/09/2047 | 0.03% |
| ASHTEAD CAPITAL INC P/P 144A 04.3750 08/15/2027 | 0.03% |
| CACI INTERNATIONAL INC -CL A SEDOL 2159267 | 0.03% |
| COMM 2010-C1 D P/P 144A 06.1069 07/10/2046 | 0.03% |
| CWALT 2006-OA7 1A2 03.1795 06/25/2046 | 0.03% |
| DIGITAL REALTY TRUST LP 04.4500 07/15/2028 | 0.03% |
| FHLMC FR30 ZS4703 UMBS 03.0000 02/01/2047 | 0.03% |
| IVORY COAST REGS 06.1250 06/15/2033 | 0.03% |
| LIBERTY MEDIA COR-SIRIUSXM A SEDOL BD8QGF7 | 0.03% |
| NATIONAL BANK OF CANADA SEDOL 2077303 | 0.03% |
| THALES SA SEDOL 4162791 | 0.03% |
| WFRBS 2011-C3 D P/P 144A 05.6832 03/15/2044 | 0.03% |
| AMAZON.COM INC 03.1500 08/22/2027 | 0.03% |
| AMERICAN EXPRESS CO SEDOL 2026082 | 0.03% |
| BANK OF MONTREAL USD 03.1000 04/13/2021 | 0.03% |
| COGNIZANT TECH SOLUTIONS-A SEDOL 2257019 | 0.03% |
| ECOLAB INC 02.7000 11/01/2026 | 0.03% |
| ENTERPRISE PRODUCTS OPER 04.2500 02/15/2048 | 0.03% |
| FIDELITY NATIONAL INFO SERV SEDOL 2769796 | 0.03% |
| FIDELITY NATL INFO SERV 03.7500 05/21/2029 | 0.03% |
| GSMS 2011-GC3 D P/P 144A 05.6364 03/10/2044 | 0.03% |
| LYONDELLBASELL INDU-CL A SEDOL B3SPXZ3 | 0.03% |
| NOVARTIS CAPITAL CORP 04.0000 11/20/2045 | 0.03% |
| PLAINS GP HOLDINGS LP-CL A SEDOL BDGHN95 | 0.03% |
| REP OF INDONESIA P/P 144A 04.3500 01/08/2027 | 0.03% |
| STACR 2015-DNA3 M2 04.6420 04/25/2028 | 0.03% |
| UNITEDHEALTH GROUP INC 03.1500 06/15/2021 | 0.03% |
| BERKSHIRE HATHAWAY INC-CL B SEDOL 2073390 | 0.02% |
| CNP ASSURANCES SEDOL 5543986 | 0.02% |
| COPA HOLDINGS SA-CLASS A SEDOL B0TNJH9 | 0.02% |
| DANSKE BANK A/S P/P 144A 02.7000 03/02/2022 | 0.02% |
| DISH DBS CORP 05.8750 11/15/2024 | 0.02% |
| EXXON MOBIL CORP SEDOL 2326618 | 0.02% |
| JAPAN PRIME REALTY INVESTMEN SEDOL 6528175 | 0.02% |
| JOHNSON CONTROLS INTL PL 04.5000 02/15/2047 | 0.02% |
| MITSUBISHI UFJ LEASE & FINAN SEDOL 6268976 | 0.02% |
| MSBAM 2014-C17 C 04.4984 08/15/2047 | 0.02% |
| NATIONAL AUSTRALIA BK/NY 02.5000 01/12/2021 | 0.02% |
| NEC CORP SEDOL 6640400 | 0.02% |
| TORONTO-DOMINION BANK SEDOL 2897222 | 0.02% |
| UCB SA SEDOL 5596991 | 0.02% |
| US BANCORP 02.6250 01/24/2022 | 0.02% |
| AIR LEASE CORP 03.2500 10/01/2029 | 0.02% |
| AMAZON.COM INC. 02.5000 11/29/2022 | 0.02% |
| AXA SA SEDOL 7088429 | 0.02% |
| BANK OF AMERICA CORP 03.4990 05/17/2022 | 0.02% |
| BMW US CAPITAL LLC P/P 144A 02.0000 04/11/2021 | 0.02% |
| BROADCOM CRP / CAYM 03.5000 01/15/2028 | 0.02% |
| BROOKFIELD PROPERTY REIT I-A SEDOL BGHFKV0 | 0.02% |
| CAS 2016-C03 2M2 07.6920 10/25/2028 | 0.02% |
| CIGNA CORP 03.7500 07/15/2023 | 0.02% |
| FNMA FN30 AS7154 UMBS 03.0000 05/01/2046 | 0.02% |
| GFL ENVIRONMENTAL P/P 144A 07.0000 06/01/2026 | 0.02% |
| JPMORGAN CHASE & CO 05.3000 12/29/2049 | 0.02% |
| LAMB WESTON HOLDINGS P/P 144A 04.8750 11/01/2026 | 0.02% |
| MYLAN NV SEDOL BVFMFG8 | 0.02% |
| PNC BANK NA 02.0280 12/09/2022 | 0.02% |
| SINGAPORE TECH ENGINEERING SEDOL 6043214 | 0.02% |
| SPST 2019-WL1 A 02.4420 08/25/2052 | 0.02% |
| THE BANK OF NOVA SCOTIA USD 02.7000 03/07/2022 | 0.02% |
| Z HOLDINGS CORP SEDOL 6084848 | 0.02% |
| ZURICH INSURANCE GROUP AG SEDOL 5983816 | 0.02% |
| AUTOMATIC DATA PROCESSING SEDOL 2065308 | 0.02% |
| AUTOZONE INC SEDOL 2065955 | 0.02% |
| DASSAULT AVIATION SA SEDOL 4067164 | 0.02% |
| EQUINOR ASA USD 02.9000 11/08/2020 | 0.02% |
| GSMS 2014-GC22 C 04.6908 06/10/2047 | 0.02% |
| JPMBB 2014-C22 C 04.5566 09/15/2047 | 0.02% |
| LIBERTY MEDIA COR-SIRIUSXM C SEDOL BD8QGH9 | 0.02% |
| NAVIENT CORP SEDOL BLP5GX1 | 0.02% |
| RUSSIAN FEDERATION P/P 144A 04.3750 03/21/2029 | 0.02% |
| TENET HEALTHCARE P/P 144A 04.8750 01/01/2026 | 0.02% |
| TRANSCANADA TRUST USD 05.3000 03/15/2077 | 0.02% |
| TREASURY BILL 00.0000 05/07/2020 | 0.02% |
| WFRBS 2014-C22 XA IO 00.8088 09/15/2057 | 0.02% |
| AIR LIQUIDE SA SEDOL B1YXBJ7 | 0.02% |
| AMUNDI SA SEDOL BYZR014 | 0.02% |
| BAE SYSTEMS PLC SEDOL 0263494 | 0.02% |
| DTE ENERGY COMPANY SEDOL 2280220 | 0.02% |
| HUNTINGTON NATIONAL BANK 02.3750 03/10/2020 | 0.02% |
| KINDER MORGAN INC 03.1500 01/15/2023 | 0.02% |
| PETROBRAS GLOBAL FINANCE USD 07.3750 01/17/2027 | 0.02% |
| QUEST DIAGNOSTICS INC SEDOL 2702791 | 0.02% |
| ROCHE HOLDINGS INC P/P 144A 04.0000 11/28/2044 | 0.02% |
| ROSS STORES INC SEDOL 2746711 | 0.02% |
| SAMI 2007-AR7 1A1 02.6420 05/25/2047 | 0.02% |
| UBS AG LONDON P/P 144A 02.2000 06/08/2020 | 0.02% |
| WALT DISNEY CO/THE SEDOL 2270726 | 0.02% |
| AT&T INC 04.7500 05/15/2046 | 0.02% |
| BANK OF MONTREAL SEDOL 2076009 | 0.02% |
| BROTHER INDUSTRIES LTD SEDOL 6146500 | 0.02% |
| COMCAST CORP 03.9690 11/01/2047 | 0.02% |
| COMMONWEALTH BK AUST P/P 144A 03.1500 09/19/2027 | 0.02% |
| CSAIL 2015-C1 D P/P 144A 03.7720 04/15/2050 | 0.02% |
| FNMA FN30 AS8074 UMBS 03.0000 10/01/2046 | 0.02% |
| KEURIG DR PEPPER INC 04.5970 05/25/2028 | 0.02% |
| MBX.FN30.500.10 R USL1M P 01/12/41 BC | 0.02% |
| MET LIFE GLOB P/P 144A 02.4000 06/17/2022 | 0.02% |
| NAVISTAR INTL TLB L+350 05.2400 11/06/2024 | 0.02% |
| NRG P/P 144A 03.7500 06/15/2024 | 0.02% |
| OSHKOSH CORP 04.6000 05/15/2028 | 0.02% |
| SOHGO SECURITY SERVICES CO SEDOL 6546359 | 0.02% |
| SPRINT CORP 07.2500 09/15/2021 | 0.02% |
| TEMPO ACQ LLC/FI P/P 144A 06.7500 06/01/2025 | 0.02% |
| ALLY FINANCIAL INC 05.7500 11/20/2025 | 0.02% |
| AMER TRANS SYST P/P 144A 05.0000 09/01/2044 | 0.02% |
| I-SENS INC SEDOL B94K2F7 | 0.02% |
| KIMBERLY-CLARK CORP SEDOL 2491839 | 0.02% |
| MATCH GROUP INC P/P 144A 05.0000 12/15/2027 | 0.02% |
| NOK/USD 03/18/2020 GSFX | 0.02% |
| RAYTHEON COMPANY 02.5000 12/15/2022 | 0.02% |
| SHELL INTERNATIONAL FIN USD 02.8750 05/10/2026 | 0.02% |
| SPRINT CAPITAL CORPORATION 06.8750 11/15/2028 | 0.02% |
| STACR 2015-DNA3 M3 06.4920 04/25/2028 | 0.02% |
| TRK 2019-1 A1 04.3356 03/25/2022 | 0.02% |
| VIACOMCBS INC 04.2000 06/01/2029 | 0.02% |
| WAMU 2005-AR12 1A8 03.8844 10/25/2035 | 0.02% |
| WFCM 2013-LC12 D P/P 144A 04.2843 07/15/2046 | 0.02% |
| AIG GLOBAL FUNDING P/P 144A 02.1500 07/02/2020 | 0.02% |
| ALLY FINANCIAL INC 08.0000 11/01/2031 | 0.02% |
| AMERICAN ELECTRIC POWER 04.3000 12/01/2028 | 0.02% |
| BAFC 2005-B 3M1 02.4396 04/20/2035 | 0.02% |
| CAN IMPERIAL BK OF COMMERCE SEDOL 2170525 | 0.02% |
| CAS 2016-C01 2M2 08.7420 08/25/2028 | 0.02% |
| CFCRE 2011-C2 E P/P 144A 05.7413 12/15/2047 | 0.02% |
| CHOCOLADEFABRIKEN LINDT-PC SEDOL 5962280 | 0.02% |
| CSC HOLDINGS LLC 05.2500 06/01/2024 | 0.02% |
| DOLLAR TREE INC SEDOL 2272476 | 0.02% |
| FISERV INC 04.2000 10/01/2028 | 0.02% |
| GCP APPLIED TECH P/P 144A 05.5000 04/15/2026 | 0.02% |
| MORGAN STANLEY 04.3750 01/22/2047 | 0.02% |
| NORTHROP GRUMMAN CORP 03.2500 01/15/2028 | 0.02% |
| ORACLE CORP 02.6500 07/15/2026 | 0.02% |
| PLANTRONICS INC P/P 144A 05.5000 05/31/2023 | 0.02% |
| REPUBLIC OF SENEGAL REGS 06.2500 05/23/2033 | 0.02% |
| STAPLES INC P/P 144A 07.5000 04/15/2026 | 0.02% |
| TARGA RESOURCES PART 05.0000 01/15/2028 | 0.02% |
| UBS GROUP AG P/P 144A 04.1250 04/15/2026 | 0.02% |
| VIACOMCBS INC 02.9000 01/15/2027 | 0.02% |
| WILLIS TOWERS WATSON PLC USD 05.7500 03/15/2021 | 0.02% |
| AMERICAN INTL GROUP 08.1750 05/15/2058 | 0.02% |
| ANALOG DEVICES INC 02.8500 03/12/2020 | 0.02% |
| ANHEUSER-BUSCH CO/IN 03.6500 02/01/2026 | 0.02% |
| BANK OF AMERICA CORP 06.1000 12/29/2049 | 0.02% |
| BOLIDEN AB SEDOL BJV12J7 | 0.02% |
| CANTOR FITZGERALD LP P/P 144A 06.5000 06/17/2022 | 0.02% |
| CENTENE CORP P/P 144A 04.6250 12/15/2029 | 0.02% |
| CISCO SYSTEMS INC 02.2000 02/28/2021 | 0.02% |
| CREDIT SUISSE GRP AG P/P 144A 06.2500 12/18/2024 | 0.02% |
| DOMINICAN REPUBLIC REGS 05.9500 01/25/2027 | 0.02% |
| DOW CHEMICAL CO/THE 03.5000 10/01/2024 | 0.02% |
| ERAC USA FINANCE LLC P/P 144A 04.5000 02/15/2045 | 0.02% |
| EXXON MOBIL CORPORATION 02.2220 03/01/2021 | 0.02% |
| GLENCORE FUNDING LLC P/P 144A 04.6250 04/29/2024 | 0.02% |
| GLOBAL PAYMENTS INC 04.0000 06/01/2023 | 0.02% |
| JACK OHIO FIN LLC/FI P/P 144A 10.2500 11/15/2022 | 0.02% |
| JP MORGAN CHASE BANK NA 03.0860 04/26/2021 | 0.02% |
| JPMCC 2013-LC11 X IO 01.2591 04/15/2046 | 0.02% |
| L3HARRIS TECHNOLOGIES INC SEDOL BK9DTN5 | 0.02% |
| MIZUHO FINANCIAL GROUP INC SEDOL 6591014 | 0.02% |
| PROTECTIVE LIFE GLO P/P 144A 02.2620 04/08/2020 | 0.02% |
| TORONTO-DOMINION BANK USD 03.6250 09/15/2031 | 0.02% |
| WYNN LAS VEGAS P/P 144A 05.2500 05/15/2027 | 0.02% |
| AES CORP/THE 05.1250 09/01/2027 | 0.02% |
| ALPHABET INC 03.6250 05/19/2021 | 0.02% |
| AMERICAN TOWER CORP 02.7500 01/15/2027 | 0.02% |
| BANK OF NOVA SCOTIA USD 02.3500 10/21/2020 | 0.02% |
| BIOGEN INC 03.6250 09/15/2022 | 0.02% |
| BOISE CASCADE CO P/P 144A 05.6250 09/01/2024 | 0.02% |
| BRAMBLES LTD SEDOL B1FJ0C0 | 0.02% |
| CWALT 2005-59 1A1 02.0946 11/20/2035 | 0.02% |
| DIRECT LINE INSURANCE GROUP SEDOL BY9D0Y1 | 0.02% |
| GLENCORE FUNDING LLC P/P 144A 04.0000 04/16/2025 | 0.02% |
| IHEARTCOMMUNICATIONS INC 08.3750 05/01/2027 | 0.02% |
| KEURIG DR PEPPER INC 04.4170 05/25/2025 | 0.02% |
| LBMLT 2004-1 A2 02.5920 02/25/2034 | 0.02% |
| NAVISTAR INTL CORP P/P 144A 06.6250 11/01/2025 | 0.02% |
| NTT DATA CORP SEDOL 6125639 | 0.02% |
| NUTRIEN LTD. USD 04.2000 04/01/2029 | 0.02% |
| OCCIDENTAL PETROLEUM COR 04.4000 04/15/2046 | 0.02% |
| PFIZER INC 01.9500 06/03/2021 | 0.02% |
| SONIC HEALTHCARE LTD SEDOL 6821120 | 0.02% |
| STEVENS HLDG CO INC P/P 144A 06.1250 10/01/2026 | 0.02% |
| TENET HEALTHCARE COR P/P 144A 05.1250 11/01/2027 | 0.02% |
| TRANSDIGM INC P/P 144A 06.2500 03/15/2026 | 0.02% |
| UNITED TECHNOLOGIES CORP 04.1250 11/16/2028 | 0.02% |
| UNITEDHEALTH GROUP INC SEDOL 2917766 | 0.02% |
| VODAFONE GROUP PLC USD 04.3750 05/30/2028 | 0.02% |
| WELLS FARGO & COMPANY 05.8750 12/29/2049 | 0.02% |
| WEYERHAEUSER CO 07.3750 03/15/2032 | 0.02% |
| BMIR 2018-2A M1B P/P 144A 03.1420 08/25/2028 | 0.02% |
| CCO HLDGS LLC/CAP CO P/P 144A 05.7500 02/15/2026 | 0.02% |
| CSC HOLDINGS LLC P/P 144A 07.5000 04/01/2028 | 0.02% |
| DIAMOND SPORTS GR/DI P/P 144A 06.6250 08/15/2027 | 0.02% |
| DUKE ENERGY CORP 03.1500 08/15/2027 | 0.02% |
| EIFFAGE SEDOL B13X013 | 0.02% |
| HOLLY ENERGY PARTNE P/P 144A 06.0000 08/01/2024 | 0.02% |
| INTELSAT JACKSON HLD P/P 144A 09.7500 07/15/2025 | 0.02% |
| JPMCC 2012-C8 D P/P 144A 04.6491 10/15/2045 | 0.02% |
| MSBAM 2012-C6 D P/P 144A 04.6077 11/15/2045 | 0.02% |
| NIPPON STEEL CORP SEDOL 6642569 | 0.02% |
| NOVELIS CORP P/P 144A 05.8750 09/30/2026 | 0.02% |
| OCCIDENTAL PETROLEUM CORP SEDOL 2655408 | 0.02% |
| ORKLA ASA SEDOL B1VQF42 | 0.02% |
| SERVICE CORP INTL 05.3750 05/15/2024 | 0.02% |
| SPRINT CORP 07.8750 09/15/2023 | 0.02% |
| STACR 2016-HQA2 M3 06.9420 11/25/2028 | 0.02% |
| TEVA PHARMACEUTICALS NE USD 06.0000 04/15/2024 | 0.02% |
| TOYOTA MOTOR CORP SEDOL 6900643 | 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% |
| AES CORP/THE 05.5000 04/15/2025 | 0.02% |
| BANCO SANTANDER SA USD 05.1790 11/19/2025 | 0.02% |
| BRAND ENERGY TL L+425 06.2353 06/21/2024 | 0.02% |
| CAS 2015-C03 2M2 06.7920 07/25/2025 | 0.02% |
| CELANESE US HOLDINGS LLC 03.5000 05/08/2024 | 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% |
| DOMINICAN REPUBLIC REGS 06.8750 01/29/2026 | 0.02% |
| EMIR 2018-1 M1 03.4920 11/25/2028 | 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% |
| FUJIFILM HOLDINGS CORP SEDOL 6356525 | 0.02% |
| GRAY TELEVISION INC P/P 144A 07.0000 05/15/2027 | 0.02% |
| HCA INC 04.1250 06/15/2029 | 0.02% |
| HESS MIDSTREAM P P/P 144A 05.6250 02/15/2026 | 0.02% |
| HYATT HOTELS CORP 04.8500 03/15/2026 | 0.02% |
| L3HARRIS TECH INC P/P 144A 03.8500 12/15/2026 | 0.02% |
| LEGRAND FRANCE USD 08.5000 02/15/2025 | 0.02% |
| MERCK & CO INC 03.7000 02/10/2045 | 0.02% |
| NETFLIX INC. 05.8750 11/15/2028 | 0.02% |
| NEWCREST MINING LTD SEDOL 6637101 | 0.02% |
| NORFOLK SOUTHERN CORP SEDOL 2641894 | 0.02% |
| ONCOR ELECTRIC DELIV 03.7500 04/01/2045 | 0.02% |
| OSHKOSH CORP 05.3750 03/01/2025 | 0.02% |
| PULTEGROUP INC 05.5000 03/01/2026 | 0.02% |
| RENAISSANCERE HOLDINGS LTD SEDOL 2728429 | 0.02% |
| SABINE PASS LIQUEFACTION 04.2000 03/15/2028 | 0.02% |
| SHIRE ACQ INV IE 03.2000 09/23/2026 | 0.02% |
| STARFRUIT US/STAR FI P/P 144A 08.0000 10/01/2026 | 0.02% |
| SWISS PRIME SITE-REG SEDOL B083BH4 | 0.02% |
| TENET HEALTHCARE CORP 08.1250 04/01/2022 | 0.02% |
| TREASURY BILL 00.0000 06/18/2020 | 0.02% |
| US BANCORP SEDOL 2736035 | 0.02% |
| VTB BANK (VTB CAP SA P/P 144A 06.9500 10/17/2022 | 0.02% |
| WESFARMERS LTD SEDOL 6948836 | 0.02% |
| WFCM 2014-LC16 XA IO 01.1131 08/15/2050 | 0.02% |
| ABN AMRO BANK NV P/P 144A 02.4500 06/04/2020 | 0.01% |
| APPLE INC 02.8500 05/06/2021 | 0.01% |
| ARD FINANCE SA P/P 144A 06.5000 06/30/2027 | 0.01% |
| AUTONATION INC. 05.5000 02/01/2020 | 0.01% |
| BANFF MERGER SUB INC P/P 144A 09.7500 09/01/2026 | 0.01% |
| BOMBARDIER INC P/P 144A 07.8750 04/15/2027 | 0.01% |
| BP CAPITAL MARKETS PLC USD 03.2790 09/19/2027 | 0.01% |
| BRAND ENERGY & I P/P 144A 08.5000 07/15/2025 | 0.01% |
| BWAY HOLDING CO P/P 144A 07.2500 04/15/2025 | 0.01% |
| CHEVRON CORP 02.1000 05/16/2021 | 0.01% |
| CMLTI 2005-2 1A2A 04.6394 05/25/2035 | 0.01% |
| DUKE ENERGY OHIO INC 03.6500 02/01/2029 | 0.01% |
| EOG RESOURCES INC 02.6250 03/15/2023 | 0.01% |
| FAIRFAX US INC P/P 144A 04.8750 08/13/2024 | 0.01% |
| FEDERATIVE REP OF BRAZIL USD 04.2500 01/07/2025 | 0.01% |
| FHLMC FR30 ZS9547 UMBS 04.0000 09/01/2045 | 0.01% |
| FISERV INC SEDOL 2342034 | 0.01% |
| GENERAL DYNAMICS CORP SEDOL 2365161 | 0.01% |
| GNR 2015-H25 BI IO 01.7779 10/20/2065 | 0.01% |
| GOLDEN NUGGET INC P/P 144A 06.7500 10/15/2024 | 0.01% |
| GSMS 2011-GC3 C P/P 144A 05.6364 03/10/2044 | 0.01% |
| HOME DEPOT INC 02.6250 06/01/2022 | 0.01% |
| INTL FLAVOR & FRAGRANCES 04.4500 09/26/2028 | 0.01% |
| NIELSEN FIN LLC/CO P/P 144A 05.0000 04/15/2022 | 0.01% |
| OMNICOM GP/OMNICOM CAP 03.6000 04/15/2026 | 0.01% |
| PERTAMINA PERSERO PT P/P 144A 04.3000 05/20/2023 | 0.01% |
| PPSI 2004-WCW2 M3 02.8420 10/25/2034 | 0.01% |
| PRUDENTIAL FINANCIAL INC 05.2000 03/15/2044 | 0.01% |
| PULTEGROUP INC. 07.8750 06/15/2032 | 0.01% |
| RBS GLOBAL/REXNO P/P 144A 04.8750 12/15/2025 | 0.01% |
| SCIENTIFIC GAMES P/P 144A 07.2500 11/15/2029 | 0.01% |
| UNIVAR SOLUTIONS P/P 144A 05.1250 12/01/2027 | 0.01% |
| VIDEOTRON LTD / LTEE P/P 144A 05.1250 04/15/2027 | 0.01% |
| WESTROCK MWV LLC 08.2000 01/15/2030 | 0.01% |
| WFCM 2013-LC12 C 04.2843 07/15/2046 | 0.01% |
| ALLISON TRANSMISSION P/P 144A 04.7500 10/01/2027 | 0.01% |
| AXA SA P/P 144A 06.3790 12/29/2049 | 0.01% |
| BERKSHIRE HATHAWAY E 03.8000 07/15/2048 | 0.01% |
| BIG RVR STL/FIN P/P 144A 07.2500 09/01/2025 | 0.01% |
| CBRE SERVICES INC 04.8750 03/01/2026 | 0.01% |
| CEMEX FINANCE LLC P/P 144A 06.0000 04/01/2024 | 0.01% |
| CFCRE 2011-C1 D P/P 144A 06.0887 04/15/2044 | 0.01% |
| COCA-COLA EUROPEAN PARTNERS SEDOL BYQQ3P5 | 0.01% |
| COMM 2014-CR18 C 04.7254 07/15/2047 | 0.01% |
| COMPASS MIN INTL P/P 144A 06.7500 12/01/2027 | 0.01% |
| CRC ESCROW ISSUER LL P/P 144A 05.2500 10/15/2025 | 0.01% |
| DOMINICAN REPUBLIC REGS 08.6250 04/20/2027 | 0.01% |
| DUKE ENERGY CORP 04.2000 06/15/2049 | 0.01% |
| ELI LILLY & CO SEDOL 2516152 | 0.01% |
| ENBRIDGE INC USD 04.5000 06/10/2044 | 0.01% |
| FHMS K099 X1 IO 01.0058 09/25/2029 | 0.01% |
| GREAT LAKES D&D 08.0000 05/15/2022 | 0.01% |
| IBM CORP 01.8750 08/01/2022 | 0.01% |
| INTEL CORP SEDOL 2463247 | 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% |
| LMAT 2019-GS7 A1 03.2500 11/25/2059 | 0.01% |
| LOEWS CORP SEDOL 2523022 | 0.01% |
| MTR CORP SEDOL 6290054 | 0.01% |
| NOMURA REAL ESTATE HOLDINGS SEDOL B1CWJM5 | 0.01% |
| NORDEA BANK ABP P/P 144A 02.2500 05/27/2021 | 0.01% |
| NUCOR CORP SEDOL 2651086 | 0.01% |
| ORACLE CORP JAPAN SEDOL 6141680 | 0.01% |
| REGIONS FINANCIAL CORP 02.7500 08/14/2022 | 0.01% |
| REPUBLIC OF SOUTH AFRICA USD 04.8500 09/27/2027 | 0.01% |
| SANOFI SEDOL 5671735 | 0.01% |
| SANTANDER UK PLC P/P 144A 05.0000 11/07/2023 | 0.01% |
| TTM TECHNOLOGIES INC P/P 144A 05.6250 10/01/2025 | 0.01% |
| VERIZON COMMUNICATIONS 04.4000 11/01/2034 | 0.01% |
| VERIZON COMMUNICATIONS 05.2500 03/16/2037 | 0.01% |
| VIDEOTRON LTD USD 05.0000 07/15/2022 | 0.01% |
| WAMU 2004-AR12 A2B 02.7120 10/25/2044 | 0.01% |
| AMGEN INC 02.6000 08/19/2026 | 0.01% |
| AMGEN INC 03.4500 10/01/2020 | 0.01% |
| APPLE INC 03.8500 05/04/2043 | 0.01% |
| BAUSCH HLTH COS INC P/P 144A 06.1250 04/15/2025 | 0.01% |
| BMW US CAPITAL LLC P/P 144A 03.9500 08/14/2028 | 0.01% |
| BPCE SA P/P 144A 05.1500 07/21/2024 | 0.01% |
| CALPINE CORP P/P 144A 04.5000 02/15/2028 | 0.01% |
| CARRIAGE SVCS INC P/P 144A 06.6250 06/01/2026 | 0.01% |
| CCO HLDGS LLC/CAP C P/P 144A 05.5000 05/01/2026 | 0.01% |
| CITIGROUP INC 03.8870 01/10/2028 | 0.01% |
| CITIGROUP INC 04.4500 09/29/2027 | 0.01% |
| COMM 2012-CR2 AM 03.7910 08/15/2045 | 0.01% |
| CROWN CASTLE INTL CORP 03.6500 09/01/2027 | 0.01% |
| CROWN CASTLE INTL CORP 03.7000 06/15/2026 | 0.01% |
| DENBURY RESOURCES IN P/P 144A 09.0000 05/15/2021 | 0.01% |
| GOLDEN NUGGET INC P/P 144A 08.7500 10/01/2025 | 0.01% |
| GOOGLE INC 03.3750 02/25/2024 | 0.01% |
| GSMS 2010-C1 D P/P 144A 06.0513 08/10/2043 | 0.01% |
| HKT TRUST AND HKT LTD-SS SEDOL B4TXDZ3 | 0.01% |
| HONGKONG LAND HOLDINGS LTD SEDOL 6434915 | 0.01% |
| HOWARD HUGHES CORP P/P 144A 05.3750 03/15/2025 | 0.01% |
| HUNTINGTON BANCSHARES 04.3500 02/04/2023 | 0.01% |
| JFE HOLDINGS INC SEDOL 6543792 | 0.01% |
| JOHNSON CONTROLS INTERNATION SEDOL BY7QL61 | 0.01% |
| LPL HOLDINGS INC P/P 144A 05.7500 09/15/2025 | 0.01% |
| MATTAMY GROUP CORP P/P 144A 05.2500 12/15/2027 | 0.01% |
| MEREDITH CORP 06.8750 02/01/2026 | 0.01% |
| MITSUBISHI UFJ FIN GRP USD 03.5350 07/26/2021 | 0.01% |
| 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% |
| ORACLE CORP 02.5000 10/15/2022 | 0.01% |
| PETROBRAS GLOBAL FINANCE USD 06.1250 01/17/2022 | 0.01% |
| PORSCHE AUTOMOBIL HLDG-PRF SEDOL 7101069 | 0.01% |
| REFINITIV US HLDG P/P 144A 06.2500 05/15/2026 | 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% |
| SCOTTS MIRACLE-GRO P/P 144A 04.5000 10/15/2029 | 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% |
| TOTAL CAPITAL INTL SA USD 02.7500 06/19/2021 | 0.01% |
| TRANSDIGM INC P/P 144A 05.5000 11/15/2027 | 0.01% |
| UBSCM 2012-C1 C P/P 144A 05.5703 05/10/2045 | 0.01% |
| WAMU 2005-AR11 A1B3 02.1920 08/25/2045 | 0.01% |
| WATCO COS LLC/FI P/P 144A 06.3750 04/01/2023 | 0.01% |
| WFCM 2013-LC12 AS 04.2843 07/15/2046 | 0.01% |
| WFRBS 2011-C5 D P/P 144A 05.6708 11/15/2044 | 0.01% |
| WFRBS 2013-C15 D P/P 144A 04.4936 08/15/2046 | 0.01% |
| ZOETIS INC 03.9000 08/20/2028 | 0.01% |
| 1011778 BC / NEW RED P/P 144A 05.0000 10/15/2025 | 0.01% |
| AHM 2007-1 GA1C 01.9820 05/25/2047 | 0.01% |
| APPLE INC 04.3750 05/13/2045 | 0.01% |
| BMC EAST LLC P/P 144A 05.5000 10/01/2024 | 0.01% |
| BMIR 2019-4A M1C P/P 144A 04.2920 10/25/2029 | 0.01% |
| BP CAPITAL MARKETS PLC USD 02.3150 02/13/2020 | 0.01% |
| BRIDGESTONE CORP SEDOL 6132101 | 0.01% |
| CGCMT 2014-GC19 D P/P 144A 05.0920 03/10/2047 | 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% |
| COMM 2014-CR17 C 04.7861 05/10/2047 | 0.01% |
| CORNERSTONE BUILDING P/P 144A 08.0000 04/15/2026 | 0.01% |
| COVEY PARK ENERGY LL P/P 144A 07.5000 05/15/2025 | 0.01% |
| CVS HEALTH CORP 03.7000 03/09/2023 | 0.01% |
| CWALT 2006-OA19 A1 01.9446 02/20/2047 | 0.01% |
| DOMINICAN REPUBLIC REGS 06.5000 02/15/2048 | 0.01% |
| GREIF INC P/P 144A 06.5000 03/01/2027 | 0.01% |
| HUSKY TLB L+300 04.7994 03/28/2025 | 0.01% |
| INGEVITY CORP P/P 144A 04.5000 02/01/2026 | 0.01% |
| ISTAR INC 04.2500 08/01/2025 | 0.01% |
| ISTAR INC 04.7500 10/01/2024 | 0.01% |
| ITRON INC P/P 144A 05.0000 01/15/2026 | 0.01% |
| KLEPIERRE SEDOL 7582556 | 0.01% |
| L3HARRIS TECH INC P/P 144A 04.4000 06/15/2028 | 0.01% |
| MAXIM INTEGRATED PRODUCTS SEDOL 2573760 | 0.01% |
| MIDAMERICAN FUNDING LLC 06.9270 03/01/2029 | 0.01% |
| MSBAM 2014-C14 C 04.9346 02/15/2047 | 0.01% |
| NABORS INDUSTRIES INC. 05.7500 02/01/2025 | 0.01% |
| PARK-OHIO INDUSTRIES INC 06.6250 04/15/2027 | 0.01% |
| PFIZER INC 03.0000 12/15/2026 | 0.01% |
| PRECISION DRILL P/P 144A 07.1250 01/15/2026 | 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% |
| SIX FLAGS ENT P/P 144A 04.8750 07/31/2024 | 0.01% |
| STAPLES INC. P/P 144A 10.7500 04/15/2027 | 0.01% |
| TRUIST FIN CORP 04.8000 12/31/2099 | 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% |
| WFRBS 2013-UBS1 AS 04.3060 03/15/2046 | 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% |
| ALBERTSONS COS/SAFE P/P 144A 04.6250 01/15/2027 | 0.01% |
| ALLEGHENY TECHNOLOGIES INC 07.8750 08/15/2023 | 0.01% |
| ALLERGAN FUNDING SCS USD 03.8000 03/15/2025 | 0.01% |
| ALPHABET INC 01.9980 08/15/2026 | 0.01% |
| ALTICE LUXEMBOURG SA P/P 144A 10.5000 05/15/2027 | 0.01% |
| APPLE INC 02.8500 05/11/2024 | 0.01% |
| ARCELORMITTAL USD 07.0000 10/15/2039 | 0.01% |
| ASCEND LEARNING LLC P/P 144A 06.8750 08/01/2025 | 0.01% |
| BAUSCH HLTH AMERICAS P/P 144A 08.5000 01/31/2027 | 0.01% |
| BAUSCH HLTH COS INC P/P 144A 07.0000 03/15/2024 | 0.01% |
| BOMBARDIER INC P/P 144A 07.5000 12/01/2024 | 0.01% |
| BP CAP MARKETS AMERICA 03.1190 05/04/2026 | 0.01% |
| CGCMT 2014-GC19 AS 04.3450 03/10/2047 | 0.01% |
| CISCO SYSTEMS INC 02.5000 09/20/2026 | 0.01% |
| CITIGROUP INC 04.7500 05/18/2046 | 0.01% |
| CNO FINANCIAL GROUP INC 05.2500 05/30/2025 | 0.01% |
| COMCAST CORP 03.4500 02/01/2050 | 0.01% |
| CREDIT SUISSE GRP AG P/P 144A 03.8690 01/12/2029 | 0.01% |
| DCP MIDSTREAM P/P 144A 06.7500 09/15/2037 | 0.01% |
| DEUTSCHE TELEKOM INT FIN USD 08.7500 06/15/2030 | 0.01% |
| DIAMOND SPORTS P/P 144A 05.3750 08/15/2026 | 0.01% |
| DOMINICAN REPUBLIC REGS 06.0000 07/19/2028 | 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% |
| ERAC USA FINANCE LLC P/P 144A 05.6250 03/15/2042 | 0.01% |
| GW B-CR SECURITY P/P 144A 09.5000 11/01/2027 | 0.01% |
| JPMBB 2014-C19 C 04.6791 04/15/2047 | 0.01% |
| JPMCC 2013-LC11 C 03.9582 04/15/2046 | 0.01% |
| KINDER MORGAN ENER PART 05.4000 09/01/2044 | 0.01% |
| MACQUARIE BANK LTD P/P 144A 02.8500 07/29/2020 | 0.01% |
| MORGAN STANLEY 02.7500 05/19/2022 | 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% |
| QORVO INC SEDOL BR9YYP4 | 0.01% |
| REP OF INDONESIA P/P 144A 03.3750 04/15/2023 | 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% |
| STARWOOD PROP TR 04.7500 03/15/2025 | 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% |
| TOPBUILD CORP P/P 144A 05.6250 05/01/2026 | 0.01% |
| US CONCRETE INC 06.3750 06/01/2024 | 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% |
| WFRBS 2013-C11 AS 03.3110 03/15/2045 | 0.01% |
| WFRBS 2014-C24 XA IO 00.8414 11/15/2047 | 0.01% |
| AIB GROUP PLC SEDOL BF0L353 | 0.01% |
| ALTICE FRANCE P/P 144A 07.3750 05/01/2026 | 0.01% |
| AMGEN INC 04.6630 06/15/2051 | 0.01% |
| ANHEUSER-BUSCH INBEV WOR 04.7500 01/23/2029 | 0.01% |
| ANHEUSER-BUSCH INBEV WOR 05.5500 01/23/2049 | 0.01% |
| APERGY CORP 06.3750 05/01/2026 | 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% |
| AT&T INC 02.9500 07/15/2026 | 0.01% |
| BAUSCH HEALTH COS INC REGS 04.5000 05/15/2023 | 0.01% |
| CAS 2014-C03 2M2 04.6920 07/25/2024 | 0.01% |
| CAS 2014-C04 1M2 06.6920 11/25/2024 | 0.01% |
| CBRE SERVICES INC 05.2500 03/15/2025 | 0.01% |
| CENOVUS ENERGY INC USD 06.7500 11/15/2039 | 0.01% |
| CF INDUSTRIES INC 04.9500 06/01/2043 | 0.01% |
| CHENIERE CORP CHRIST 05.8750 03/31/2025 | 0.01% |
| CISCO SYSTEMS INC 05.9000 02/15/2039 | 0.01% |
| CONSTELLIUM SE P/P 144A 05.8750 02/15/2026 | 0.01% |
| CROWN CASTLE INTL CORP 03.8000 02/15/2028 | 0.01% |
| CSX CORP 04.1000 03/15/2044 | 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% |
| DOLLAR GENERAL CORP 03.2500 04/15/2023 | 0.01% |
| EG GLOBAL FIN PLC P/P 144A 06.7500 02/07/2025 | 0.01% |
| FIRST QUANTUM MINERA P/P 144A 07.5000 04/01/2025 | 0.01% |
| FIVE CORNERS FUNDING P/P 144A 04.4190 11/15/2023 | 0.01% |
| GFL ENVIRONMENTA P/P 144A 08.5000 05/01/2027 | 0.01% |
| GNR 2017-162 QI IO 05.0000 10/11/2047 | 0.01% |
| HCA INC 05.0000 03/15/2024 | 0.01% |
| HCA INC 05.3750 09/01/2026 | 0.01% |
| HCA INC 05.5000 06/15/2047 | 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% |
| IPALCO ENTPRS IN 03.7000 09/01/2024 | 0.01% |
| JAPAN TOBACCO INC SEDOL 6474535 | 0.01% |
| JARDINE MATHESON HLDGS LTD SEDOL 6472119 | 0.01% |
| JOHNSON CONTROLS INTL PL 04.9500 07/02/2064 | 0.01% |
| JPMCC 2010-C2 C P/P 144A 05.5995 11/15/2043 | 0.01% |
| KEURIG DR PEPPER INC 04.0570 05/25/2023 | 0.01% |
| KINDER MORGAN ENER PART 03.5000 03/01/2021 | 0.01% |
| MITSUBISHI UFJ FIN GRP USD 03.8500 03/01/2026 | 0.01% |
| NATIONAL AUSTRALIA BK/NY 02.8750 04/12/2023 | 0.01% |
| NATIONSTAR MORT/ 06.5000 07/01/2021 | 0.01% |
| NRG ENERGY INC P/P 144A 05.2500 06/15/2029 | 0.01% |
| PNC BANK NA 02.7000 11/01/2022 | 0.01% |
| S&P GLOBAL INC 04.4000 02/15/2026 | 0.01% |
| SHERWIN-WILLIAMS CO 03.4500 06/01/2027 | 0.01% |
| SIX FLAGS ENT P/P 144A 05.5000 04/15/2027 | 0.01% |
| SMURFIT KAPPA TREASURY USD 07.5000 11/20/2025 | 0.01% |
| SPRINGLEAF FINANCE CORP 05.3750 11/15/2029 | 0.01% |
| STACR 2014-HQ2 M3 05.5420 09/25/2024 | 0.01% |
| STACR 2017-DNA1 M2 05.0420 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% |
| TCI COMMUNICATIONS INC 07.1250 02/15/2028 | 0.01% |
| TERRIER MEDIA BU P/P 144A 08.8750 12/15/2027 | 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% |
| 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 01.0583 12/15/2050 | 0.01% |
| UNITEDHEALTH GROUP INC 02.7500 02/15/2023 | 0.01% |
| UNITEDHEALTH GROUP INC 03.9500 10/15/2042 | 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% |
| VIACOMCBS INC 04.6000 01/15/2045 | 0.01% |
| WAMU 2007-HY2 1A1 03.8038 12/25/2036 | 0.01% |
| WASTE PRO USA INC P/P 144A 05.5000 02/15/2026 | 0.01% |
| WESTROCK MWV LLC 07.9500 02/15/2031 | 0.01% |
| 1.75 R ISWP FWD US0003M P 03/18/2030 | 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% |
| AMSTED INDUSTRIES P/P 144A 04.6250 05/15/2030 | 0.01% |
| ANTERO RESOURCES FIN 05.1250 12/01/2022 | 0.01% |
| ARDAGH PKG FIN/HLDGS P/P 144A 04.1250 08/15/2026 | 0.01% |
| AROUNDTOWN SA SEDOL BF0CK44 | 0.01% |
| ARRW 2019-1 A3 04.2080 01/25/2049 | 0.01% |
| AUST & NZ BANKING GR P/P 144A 06.7500 12/29/2049 | 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% |
| CHARTER COMM OPT LLC/CAP 04.8000 03/01/2050 | 0.01% |
| CIGNA CORP P/P 144A 04.5000 03/15/2021 | 0.01% |
| CNO FINANCIAL GROUP INC 05.2500 05/30/2029 | 0.01% |
| COMM 2013-CR11 XA IO 00.9262 08/10/2050 | 0.01% |
| COMM 2014-CR17 XA IO 00.9819 05/10/2047 | 0.01% |
| COMM 2014-UBS6 XA IO 00.8975 12/10/2047 | 0.01% |
| DEERE & COMPANY 02.6000 06/08/2022 | 0.01% |
| DIAMONDBACK ENERGY INC 05.3750 05/31/2025 | 0.01% |
| ECOLAB INC SEDOL 2304227 | 0.01% |
| ENBRIDGE INC USD 04.2500 12/01/2026 | 0.01% |
| ENERGY TRANSFER OPERATNG 05.2000 02/01/2022 | 0.01% |
| EPR PROPERTIES 05.7500 CUM CV PFD | 0.01% |
| FERGUSON PLC SEDOL BJVNSS4 | 0.01% |
| FIDELITY NATIONAL INFORM 04.2500 05/15/2028 | 0.01% |
| FRESENIUS MEDICAL CARE AG & SEDOL 5129074 | 0.01% |
| GBP/USD 03/18/2020 JPMCB | 0.01% |
| GFL ENVIRON INC P/P 144A 05.1250 12/15/2026 | 0.01% |
| GNR 2013-99 AS IO 04.2854 06/20/2043 | 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 00.9856 06/10/2047 | 0.01% |
| HCA INC 05.2500 06/15/2026 | 0.01% |
| HEINEKEN HOLDING NV SEDOL B0CCH46 | 0.01% |
| HMIR 2018-1 M1 P/P 144A 03.3920 10/25/2028 | 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% |
| INTERNATIONAL PAPER CO 03.0000 02/15/2027 | 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% |
| MARSH & MCLENNAN COS INC 04.3750 03/15/2029 | 0.01% |
| MARSH & MCLENNAN COS INC 04.9000 03/15/2049 | 0.01% |
| MBX.FN30.500.10 R USL1M P 01/12/41 CI | 0.01% |
| MSC 2011-C3 D P/P 144A 05.2445 07/15/2049 | 0.01% |
| NATIONAL AUSTRALIA BANK LTD SEDOL 6624608 | 0.01% |
| NEWELL BRANDS INC 04.2000 04/01/2026 | 0.01% |
| NEXSTAR BROADC P/P 144A 05.6250 08/01/2024 | 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% |
| PUBLICIS GROUPE SEDOL 4380429 | 0.01% |
| REP OF INDONESIA P/P 144A 04.7500 01/08/2026 | 0.01% |
| ROGERS COMMUNICATIONS IN USD 08.7500 05/01/2032 | 0.01% |
| ROYAL BK SCOTLND GRP PLC USD 04.8920 05/18/2029 | 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% |
| SECOM CO LTD SEDOL 6791591 | 0.01% |
| SERVICE PROPERTIES TRUST 04.3750 02/15/2030 | 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% |
| SM ENERGY CO 06.7500 09/15/2026 | 0.01% |
| TALLGRASS NRG PRTNR P/P 144A 05.5000 01/15/2028 | 0.01% |
| UBS GROUP AG REGS 06.8750 12/29/2049 | 0.01% |
| WAMU 2005-AR9 A1C3 02.7520 07/25/2045 | 0.01% |
| WEEKLEY HOMES LLC 06.0000 02/01/2023 | 0.01% |
| WESTPAC BANKING CORP USD 02.0000 08/19/2021 | 0.01% |
| WR GRACE & CO-CONN P/P 144A 05.6250 10/01/2024 | 0.01% |
| 1011778 BC / NEW RED P/P 144A 03.8750 01/15/2028 | 0.01% |
| ALTICE FRANCE SA P/P 144A 05.5000 01/15/2028 | 0.01% |
| AMC ENT HOLDIN 05.8750 11/15/2026 | 0.01% |
| ANTERO RESOURCES 05.3750 11/01/2021 | 0.01% |
| ASCENT RESOURCES/AEU P/P 144A 10.0000 04/01/2022 | 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% |
| AUD/USD 01/15/2020 JPMCB | 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% |
| BEACON ROOFING SUPP P/P 144A 04.8750 11/01/2025 | 0.01% |
| BRISTOL-MYERS P/P 144A 03.4000 07/26/2029 | 0.01% |
| BROOKFIELD RESID PRO P/P 144A 06.1250 07/01/2022 | 0.01% |
| CAMDEN PROPERTY TRUST 04.8750 06/15/2023 | 0.01% |
| CAPITAL ONE FINANCIAL CO 04.2000 10/29/2025 | 0.01% |
| COMCAST CORP 04.0490 11/01/2052 | 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% |
| CROWN CORK & SEAL CO INC 07.3750 12/15/2026 | 0.01% |
| CSC HOLDINGS LLC P/P 144A 05.7500 01/15/2030 | 0.01% |
| CSC HOLDINGS LLC P/P 144A 07.7500 07/15/2025 | 0.01% |
| ENDO LTD/FIN LLC/FIN P/P 144A 06.0000 02/01/2025 | 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% |
| FRONTIER COMM 10.5000 09/15/2022 | 0.01% |
| GLP CAPITAL LP / FIN II 05.2500 06/01/2025 | 0.01% |
| GNR 2015-H26 EI IO 01.7656 10/20/2065 | 0.01% |
| GSMS 2013-GC10 XA IO 01.5024 02/10/2046 | 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% |
| 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% |
| LLOYDS BANKING GROUP PLC USD 04.5000 11/04/2024 | 0.01% |
| LOUISIANA-PACIFIC CORPORATION 04.8750 09/15/2024 | 0.01% |
| MATTEL INC P/P 144A 05.8750 12/15/2027 | 0.01% |
| MICROSOFT CORP 02.4000 02/06/2022 | 0.01% |
| MWST 2018-W1 A 02.6420 11/25/2051 | 0.01% |
| NATIONSTAR MTG P/P 144A 08.1250 07/15/2023 | 0.01% |
| NCHET 2003-4 M1 02.9170 10/25/2033 | 0.01% |
| NETFLIX INC 04.8750 04/15/2028 | 0.01% |
| NEWFIELD EXPLORATION CO 05.7500 01/30/2022 | 0.01% |
| NOK/USD 03/18/2020 RBSF | 0.01% |
| NOVELIS CORP P/P 144A 06.2500 08/15/2024 | 0.01% |
| NRG ENERGY INC. 07.2500 05/15/2026 | 0.01% |
| NSTAR ELECTRIC CO 02.3750 10/15/2022 | 0.01% |
| POWER SOLUTIONS TLB L+350 05.7344 04/30/2026 | 0.01% |
| QVC INC 04.8500 04/01/2024 | 0.01% |
| ROYAL BK SCOTLND GRP PLC USD 07.5000 12/29/2049 | 0.01% |
| SES SEDOL B00ZQQ2 | 0.01% |
| SPECTRA ENERGY PARTNERS 03.3750 10/15/2026 | 0.01% |
| SPRINGLEAF FINANCE CORP 06.8750 03/15/2025 | 0.01% |
| STACR 2014-HQ3 M3 06.5420 10/25/2024 | 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% |
| SWEDISH MATCH AB SEDOL 5048566 | 0.01% |
| TD AMERITRADE HOLDING CORP SEDOL 2983154 | 0.01% |
| TENNANT CO 05.6250 05/01/2025 | 0.01% |
| TMX FIN LLC/TITLEMAX P/P 144A 11.1250 04/01/2023 | 0.01% |
| TRANSOCEAN SENTR P/P 144A 05.3750 05/15/2023 | 0.01% |
| TRIVIUM PACK FIN P/P 144A 05.5000 08/15/2026 | 0.01% |
| TRONOX FINANCE PLC P/P 144A 05.7500 10/01/2025 | 0.01% |
| VIACOMCBS INC 04.5000 03/01/2021 | 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% |
| WPX ENERGY INC 05.2500 10/15/2027 | 0.01% |
| WYNDHAM HOTELS & RE P/P 144A 05.3750 04/15/2026 | 0.01% |
| ALTRIA GROUP INC | 0.01% |
| AMSTED INDUSTRIES P/P 144A 05.6250 07/01/2027 | 0.01% |
| ASP AMC MERGER SUB P/P 144A 08.0000 05/15/2025 | 0.01% |
| AUD/USD 01/15/2020 UBS | 0.01% |
| BAUSCH HLTH COS INC P/P 144A 05.5000 11/01/2025 | 0.01% |
| BECTON DICKINSON AND CO 03.7000 06/06/2027 | 0.01% |
| BUILDERS FIRSTSOURCE P/P 144A 06.7500 06/01/2027 | 0.01% |
| BWAY CORP TLB L+325 05.2343 04/03/2024 | 0.01% |
| CAS 2017-C01 1EB1 03.0420 07/25/2029 | 0.01% |
| CENTENE CORP 04.7500 05/15/2022 | 0.01% |
| CFCRE 2011-C2 D P/P 144A 05.7413 12/15/2047 | 0.01% |
| CGCMT 2012-GC8 XA IO P/P 144A 01.7714 09/10/2045 | 0.01% |
| CHS/COMMUNITY HEALT P/P 144A 08.1250 06/30/2024 | 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 03.1500 03/01/2026 | 0.01% |
| CROWN CASTLE INTL CORP 04.8750 04/15/2022 | 0.01% |
| DIAMONDBACK ENERGY INC 03.2500 12/01/2026 | 0.01% |
| ENERGY TRANSFER OPERATNG 06.1250 12/15/2045 | 0.01% |
| FHR 3829 AS IO 05.2103 03/15/2041 | 0.01% |
| FISERV INC 03.5000 07/01/2029 | 0.01% |
| FRONTIER COMM P/P 144A 08.5000 04/01/2026 | 0.01% |
| GMAC CAPITAL TRUST I PCT 07.6948 | 0.01% |
| GNR 2015-H24 BI IO 01.6552 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% |
| HANESBRANDS INC P/P 144A 04.6250 05/15/2024 | 0.01% |
| HONEYWELL INTL 03.8120 11/21/2047 | 0.01% |
| HSBC HOLDINGS PLC SEDOL 0540528 | 0.01% |
| ICAHN ENTER/FIN 06.7500 02/01/2024 | 0.01% |
| JAGUAR HL / PPDI P/P 144A 06.3750 08/01/2023 | 0.01% |
| JPMCC 2012-LC9 D P/P 144A 04.4177 12/15/2047 | 0.01% |
| JPMORGAN CHASE & CO 06.1000 02/01/2049 | 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% |
| MERCER INTL INC USD 06.5000 02/01/2024 | 0.01% |
| MLMI 2005-A2 A2 04.3590 02/25/2035 | 0.01% |
| NATIONAL GRID PLC SEDOL BDR05C0 | 0.01% |
| NEWS CORP - CLASS A SEDOL BBGVT40 | 0.01% |
| NOK/USD 03/18/2020 SSBT | 0.01% |
| NZD/USD 01/15/2020 UBS | 0.01% |
| PENN NATIONAL GAMING P/P 144A 05.6250 01/15/2027 | 0.01% |
| PENSKE AUTO GRP INC 05.7500 10/01/2022 | 0.01% |
| PETROBRAS GLOBAL FIN P/P 144A 05.0930 01/15/2030 | 0.01% |
| PETROLEOS MEXICANOS P/P 144A 07.6900 01/23/2050 | 0.01% |
| PPL CAPITAL FUNDING INC 04.2000 06/15/2022 | 0.01% |
| PRUDENTIAL FINANCIAL INC 05.6250 06/15/2043 | 0.01% |
| QORVO INC 05.5000 07/15/2026 | 0.01% |
| SABINE PASS LIQUEFAC 05.7500 05/15/2024 | 0.01% |
| SABRE GLBL INC P/P 144A 05.3750 04/15/2023 | 0.01% |
| SS&C TECH INC P/P 144A 05.5000 09/30/2027 | 0.01% |
| TREASURY BILL 00.0000 04/16/2020 | 0.01% |
| UBSBB 2012-C4 XA IO P/P 144A 01.6278 12/10/2045 | 0.01% |
| VERTIV INT HOLD CORP P/P 144A 12.0000 02/15/2022 | 0.01% |
| WESTPAC BANKING CORP USD 04.4210 07/24/2039 | 0.01% |
| WFRBS 2012-C9 XA IO P/P 144A 01.8964 11/15/2045 | 0.01% |
| WFRBS 2012-C9 XB IO P/P 144A 00.7152 11/15/2045 | 0.01% |
| WOLVERINE WORLD WIDE P/P 144A 05.0000 09/01/2026 | 0.01% |
| WPX ENERGY INC 05.7500 06/01/2026 | 0.01% |
| WPX ENERGY INC 08.2500 08/01/2023 | 0.01% |
| 1011778 BC ULC / P/P 144A 04.3750 01/15/2028 | 0.00% |
| ALLIANT HOLDINGS P/P 144A 06.7500 10/15/2027 | 0.00% |
| APPLE INC 03.4500 05/06/2024 | 0.00% |
| ASCEND LEARNING LLC P/P 144A 06.8750 08/01/2025 | 0.00% |
| AT&T INC 04.3000 02/15/2030 | 0.00% |
| AZRIELI GROUP LTD SEDOL B5MN1W0 | 0.00% |
| BMIR 2017-1 M1 P/P 144A 03.4920 10/25/2027 | 0.00% |
| CALPINE CORP P/P 144A 05.2500 06/01/2026 | 0.00% |
| CAS 2015-C01 1M2 06.0920 02/25/2025 | 0.00% |
| CGCMT 2014-GC21 X IO 01.1783 05/10/2047 | 0.00% |
| CHEMOURS CO 07.0000 05/15/2025 | 0.00% |
| CIGNA CORP SEDOL BHJ0775 | 0.00% |
| CLEAR CHANNEL WORLD P/P 144A 09.2500 02/15/2024 | 0.00% |
| CON EDISON CO OF NY INC 04.2000 03/15/2042 | 0.00% |
| CONCHO RESOURCES INC 03.7500 10/01/2027 | 0.00% |
| CROWN AMER/CAP 04.7500 02/01/2026 | 0.00% |
| CSC HOLDINGS LLC 06.7500 11/15/2021 | 0.00% |
| CVS PASS-THROUGH P/P 144A 04.7040 01/10/2036 | 0.00% |
| CWALT 2005-27 1A1 02.5120 08/25/2035 | 0.00% |
| DH EUROPE FINANCE II USD 03.4000 11/15/2049 | 0.00% |
| DRESDNER FDG TRST I P/P 144A 08.1510 06/30/2031 | 0.00% |
| EQUINOR ASA USD 05.1000 08/17/2040 | 0.00% |
| FIFTH THIRD BANCORP 05.1000 12/29/2049 | 0.00% |
| FORD MOTOR CO SEDOL 2615468 | 0.00% |
| FOX CORP - CLASS B SEDOL BJJMGY5 | 0.00% |
| GARTNER INC P/P 144A 05.1250 04/01/2025 | 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 BL6161 06.0000 12/20/2048 | 0.00% |
| HSBC USA INC 03.5000 06/23/2024 | 0.00% |
| ICAHN ENTER P/P 144A 04.7500 09/15/2024 | 0.00% |
| ICAHN ENTER/FIN P/P 144A 05.2500 05/15/2027 | 0.00% |
| IHEARTCOMMUNICATIONS INC 06.3750 05/01/2026 | 0.00% |
| INDIGO NATURAL P/P 144A 06.8750 02/15/2026 | 0.00% |
| INTERNATIONAL LEASE FIN CORP 05.8750 08/15/2022 | 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% |
| KFC HLD/PIZZA HUT/TA P/P 144A 04.7500 06/01/2027 | 0.00% |
| KINDER MORGAN ENER PART 03.4500 02/15/2023 | 0.00% |
| KRATON POLYMERS LLC/ P/P 144A 07.0000 04/15/2025 | 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% |
| MEG ENERGY CORP P/P 144A 06.5000 01/15/2025 | 0.00% |
| MERCK & CO INC 02.9000 03/07/2024 | 0.00% |
| MET LIFE GLOB FUND P/P 144A 03.0000 01/10/2023 | 0.00% |
| MOLINA HEALTHCARE IN 05.3750 11/15/2022 | 0.00% |
| MSBAM 2014-C17 XA IO 01.1091 08/15/2047 | 0.00% |
| MSRR 2015-R4 CB1 02.5326 08/26/2047 | 0.00% |
| NETFLIX INC P/P 144A 05.3750 11/15/2029 | 0.00% |
| NEUBERGER BERMAN GRP P/P 144A 04.8750 04/15/2045 | 0.00% |
| NZD/USD 01/15/2020 SSBT | 0.00% |
| PACKAGING CORP OF AMERIC 04.5000 11/01/2023 | 0.00% |
| PENSKE AUTOMOTIVE GROUP 05.3750 12/01/2024 | 0.00% |
| PENSKE AUTOMOTIVE GROUP 05.5000 05/15/2026 | 0.00% |
| RESIDEO FUNDING INC P/P 144A 06.1250 11/01/2026 | 0.00% |
| REVLON CONS TLB L+350 05.4086 09/07/2023 | 0.00% |
| ROBERTSHAW TL 2L L+800 09.8125 02/28/2026 | 0.00% |
| ROBERTSHAW US HOLDING L+325 05.0625 02/28/2025 | 0.00% |
| SESI LLC 07.1250 12/15/2021 | 0.00% |
| SM ENERGY CO 05.0000 01/15/2024 | 0.00% |
| SOLENIS 1STL L+400 05.9086 06/26/2025 | 0.00% |
| SOLERA LLC / SOLERA P/P 144A 10.5000 03/01/2024 | 0.00% |
| SPRINGLEAF FINANCE CORP 06.6250 01/15/2028 | 0.00% |
| STACR 2019-DNA1 M2 04.4420 01/25/2049 | 0.00% |
| TENET HEALTHCARE 04.6250 07/15/2024 | 0.00% |
| TRANSDIGM INC. 06.5000 07/15/2024 | 0.00% |
| TRANSOCEAN INC 07.5000 04/15/2031 | 0.00% |
| TRANSOCEAN PONTUS LT P/P 144A 06.1250 08/01/2025 | 0.00% |
| TRANSOCEAN POSEIDON P/P 144A 06.8750 02/01/2027 | 0.00% |
| UNITEDHEALTH GROUP INC 02.8750 03/15/2022 | 0.00% |
| VERTIV GROUP CORP P/P 144A 09.2500 10/15/2024 | 0.00% |
| VISTRA ENERGY CORP P/P 144A 08.1250 01/30/2026 | 0.00% |
| VISTRA OPERATION P/P 144A 05.0000 07/31/2027 | 0.00% |
| VISTRA OPERATIONS CO P/P 144A 05.6250 02/15/2027 | 0.00% |
| WELLCARE HEALTH PLANS 05.2500 04/01/2025 | 0.00% |
| WFRBS 2012-C10 XA IO P/P 144A 01.5393 12/15/2045 | 0.00% |
| ZIGGO BV P/P 144A 05.5000 01/15/2027 | 0.00% |
| ABC SUPPLY CO INC P/P 144A 04.0000 01/15/2028 | 0.00% |
| AES CORP/THE 04.5000 03/15/2023 | 0.00% |
| ALLERGAN FUNDING SCS USD 03.4500 03/15/2022 | 0.00% |
| ATHENE HOLDING LTD-CLASS A SEDOL BZ13MZ1 | 0.00% |
| AUTOMATION TOOLING S P/P 144A 06.5000 06/15/2023 | 0.00% |
| BANK OF MONTREAL USD 03.8030 12/15/2032 | 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% |
| BOMBARDIER INC P/P 144A 08.7500 12/01/2021 | 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% |
| BSCMS 2006-PW11 B P/P 144A 05.7745 03/11/2039 | 0.00% |
| BUILDERS FIRSTSOURCE P/P 144A 05.6250 09/01/2024 | 0.00% |
| CAS 2015-C02 1M2 05.7920 05/25/2025 | 0.00% |
| CAS 2019-HRP1 M2 03.9420 11/25/2039 | 0.00% |
| CAS 2019-R02 1M2 04.0920 08/25/2031 | 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% |
| CHS/COMMUNITY HEALTH P/P 144A 08.0000 03/15/2026 | 0.00% |
| CINEMARK USA INC 05.1250 12/15/2022 | 0.00% |
| COMCAST CORP 02.3500 01/15/2027 | 0.00% |
| COMMSCOPE INC P/P 144A 06.0000 03/01/2026 | 0.00% |
| CREDIT ACCEPTANC P/P 144A 05.1250 12/31/2024 | 0.00% |
| CREDIT ACCEPTANC P/P 144A 06.6250 03/15/2026 | 0.00% |
| CWALT 2006-24CB A13 02.1420 08/25/2036 | 0.00% |
| DISH NETWORK CV 03.3750 08/15/2026 | 0.00% |
| DUN & BRADSTREET COR P/P 144A 06.8750 08/15/2026 | 0.00% |
| FREEPORT-MCMORAN INC 05.4500 03/15/2043 | 0.00% |
| GATES GLOBAL TLB L+275 04.5494 03/31/2024 | 0.00% |
| GETLINK SE SEDOL B292JQ9 | 0.00% |
| GNMA GII30 AY2298 04.7000 05/20/2067 | 0.00% |
| GNMA GII30 AY4779 04.5090 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 BL6216 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% |
| HESS MIDSTREAM P P/P 144A 05.1250 06/15/2028 | 0.00% |
| HOLOGIC INC P/P 144A 04.3750 10/15/2025 | 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% |
| ISTAR INC. 05.2500 09/15/2022 | 0.00% |
| JOSEPH T RYERSON & S P/P 144A 11.0000 05/15/2022 | 0.00% |
| LABORATORY CRP OF AMER HLDGS SEDOL 2586122 | 0.00% |
| LEVEL 3 FIN INC P/P 144A 04.6250 09/15/2027 | 0.00% |
| MAUSER PACKAGING SOL P/P 144A 05.5000 04/15/2024 | 0.00% |
| MEG ENERGY CORP P/P 144A 06.3750 01/30/2023 | 0.00% |
| MERCER INTL INC USD 05.5000 01/15/2026 | 0.00% |
| MSAC 2004-HE6 M1 02.6170 08/25/2034 | 0.00% |
| NEIMAN MARCUS TL L+600 07.7131 10/25/2023 | 0.00% |
| NETFLIX INC. 06.3750 05/15/2029 | 0.00% |
| NN GROUP NV SEDOL BNG8PQ9 | 0.00% |
| NRG ENERGY INC 05.7500 01/15/2028 | 0.00% |
| OASIS PETROLEUM INC 06.8750 03/15/2022 | 0.00% |
| ONO PHARMACEUTICAL CO LTD SEDOL 6660107 | 0.00% |
| PANTHER BF AGGREGA P/P 144A 06.2500 05/15/2026 | 0.00% |
| PARTY CITY HLDG INC P/P 144A 06.1250 08/15/2023 | 0.00% |
| PENSKE TRUCK LE P/P 144A 03.4000 11/15/2026 | 0.00% |
| QVC INC 04.4500 02/15/2025 | 0.00% |
| SCIENTIFIC GAMES P/P 144A 07.0000 05/15/2028 | 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% |
| SM ENERGY CO 06.1250 11/15/2022 | 0.00% |
| SPECTRUM BRANDS INC P/P 144A 05.0000 10/01/2029 | 0.00% |
| SPRINGLEAF FINANCE CORP 07.1250 03/15/2026 | 0.00% |
| STACR 2015-HQ2 M2 03.7420 05/25/2025 | 0.00% |
| T-MOBILE USA INC 04.5000 02/01/2026 | 0.00% |
| TARGA RESOURCES PART P/P 144A 06.5000 07/15/2027 | 0.00% |
| TAYLOR MORRISON COMM P/P 144A 05.7500 01/15/2028 | 0.00% |
| TENET HEALTHCARE P/P 144A 06.2500 02/01/2027 | 0.00% |
| TRAVELPORT TLB L+500 07.5413 05/30/2026 | 0.00% |
| TREASURY BILL 00.0000 02/20/2020 | 0.00% |
| TREASURY BILL 00.0000 06/04/2020 | 0.00% |
| VMWARE INC 03.9000 08/21/2027 | 0.00% |
| WFCM 2016-LC25 XA IO 00.9923 12/15/2059 | 0.00% |
| YUM! BRANDS INC P/P 144A 04.7500 01/15/2030 | 0.00% |
| 1.625 R ISWP FWD US0003M P 03/18/2025 | 0.00% |
| AIR MEDICAL MERGER S P/P 144A 06.3750 05/15/2023 | 0.00% |
| AKZO NOBEL N.V. SEDOL BJ2KSG2 | 0.00% |
| ALLY FINANCIAL INC 08.0000 03/15/2020 | 0.00% |
| AMC ENTERTAINMENT HLDGS 05.7500 06/15/2025 | 0.00% |
| AMC ENTERTAINMENT HLDGS 06.1250 05/15/2027 | 0.00% |
| ANHEUSER-BUSCH INBEV WOR 02.5000 07/15/2022 | 0.00% |
| BANK OF AMERICA CORP 06.5000 10/29/2049 | 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% |
| 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% |
| BERRY GLOBAL INC 05.5000 05/15/2022 | 0.00% |
| BOYD GAMING CORP 06.3750 04/01/2026 | 0.00% |
| CALIFORNIA RESOURC TL L+475 06.5548 12/31/2022 | 0.00% |
| CANADIAN UTILITIES LTD-A SEDOL 2172639 | 0.00% |
| CAS 2015-C02 2M2 05.7920 05/25/2025 | 0.00% |
| CHF/USD 03/18/2020 JPMCB | 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% |
| COMCAST CORP 03.9990 11/01/2049 | 0.00% |
| COMPASS MINERALS INT P/P 144A 04.8750 07/15/2024 | 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% |
| CREDIT ACCEPTANC 07.3750 03/15/2023 | 0.00% |
| ELDORADO RESORTS INC 07.0000 08/01/2023 | 0.00% |
| ENERGIZER HLDG INC P/P 144A 06.3750 07/15/2026 | 0.00% |
| ENTERPRISE MERG P/P 144A 08.7500 10/15/2026 | 0.00% |
| EQUINIX INC 05.8750 01/15/2026 | 0.00% |
| EUR/NOK PUT 9.85 20200121 GSFX | 0.00% |
| EUR/USD 03/18/2020 BANKAM | 0.00% |
| FHR 3072 SM 04.2533 11/15/2035 | 0.00% |
| GENERAL DYNAMICS CORP 02.2500 11/15/2022 | 0.00% |
| GNMA GII30 BL6016 06.0000 02/20/2049 | 0.00% |
| GNMA GII30 BL6184 06.0000 02/20/2049 | 0.00% |
| GNMA GII30 BL6217 06.0000 03/20/2049 | 0.00% |
| GNMA GII30 BL6219 06.0000 03/20/2049 | 0.00% |
| 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% |
| INCEPTION MRGR/RACK P/P 144A 08.6250 11/15/2024 | 0.00% |
| INTERCONTINENTAL EXCHANGE IN SEDOL BFSSDS9 | 0.00% |
| IOS.FN30.400.10 R USL1M P 01/12/41 BC | 0.00% |
| JO-ANN STORES 2NDL L+925 11.0420 05/21/2024 | 0.00% |
| JO-ANN STORES TL L+500 06.9340 10/16/2023 | 0.00% |
| JPMBB 2013-C17 XA IO 00.7624 01/15/2047 | 0.00% |
| KYUSHU RAILWAY COMPANY SEDOL BD2BST6 | 0.00% |
| LENNAR CORP 05.8750 11/15/2024 | 0.00% |
| MASONITE INTL C P/P 144A 05.3750 02/01/2028 | 0.00% |
| MATTAMY GROUP CORP P/P 144A 06.5000 10/01/2025 | 0.00% |
| MBX.FN30.450.09 R USL1M P 01/12/40 BC | 0.00% |
| MGM GROWTH/MGM FINANCE 04.5000 01/15/2028 | 0.00% |
| MICROSOFT CORP 05.3000 02/08/2041 | 0.00% |
| MOOG INC P/P 144A 04.2500 12/15/2027 | 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% |
| NUTRIEN LTD USD 05.2500 01/15/2045 | 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% |
| PUBLIC SERVICE ELECTRIC 05.5000 03/01/2040 | 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% |
| REPSOL SA SEDOL 5669354 | 0.00% |
| REPUBLIC OF VENEZUELA REGS 08.2500 10/13/2024 | 0.00% |
| SPECTRUM BRANDS INC 06.1250 12/15/2024 | 0.00% |
| SPRINT COMMUNICATIONS INC. 07.0000 08/15/2020 | 0.00% |
| SPRINT SPECTRUM P/P 144A 03.3600 09/20/2021 | 0.00% |
| STEEL DYNAMICS INC 05.0000 12/15/2026 | 0.00% |
| SUBARU CORP SEDOL 6356406 | 0.00% |
| T-MOBILE USA INC 06.3750 03/01/2025 | 0.00% |
| T-MOBILE USA INC. 04.0000 04/15/2022 | 0.00% |
| TARGA RESOURCES PART P/P 144A 06.8750 01/15/2029 | 0.00% |
| TECK RESOURCES LIMITED USD 03.7500 02/01/2023 | 0.00% |
| TWDC ENTERPRISES 18 CORP 02.7500 08/16/2021 | 0.00% |
| WELLCARE HLTH PLANS P/P 144A 05.3750 08/15/2026 | 0.00% |
| WMG ACQUISITION CORP P/P 144A 05.5000 04/15/2026 | 0.00% |
| ZEKELMAN IND INC P/P 144A 09.8750 06/15/2023 | 0.00% |
| 1.60 R ISWP FWD US0003M P 03/18/2022 | 0.00% |
| ABC SUPPLY CO INC P/P 144A 05.8750 05/15/2026 | 0.00% |
| AKER BP ASA P/P 144A 05.8750 03/31/2025 | 0.00% |
| ALLY FINANCIAL INC 03.8750 05/21/2024 | 0.00% |
| APACHE CORPORATION 03.2500 04/15/2022 | 0.00% |
| ASCENT RESOURCES/AR P/P 144A 07.0000 11/01/2026 | 0.00% |
| BERRY GLOBAL INC P/P 144A 04.5000 02/15/2026 | 0.00% |
| CALIFORNIA RESOURCES P/P 144A 08.0000 12/15/2022 | 0.00% |
| CBS OUT AMER CAP LLC 05.6250 02/15/2024 | 0.00% |
| CHEMOURS CO 05.3750 05/15/2027 | 0.00% |
| CINEMARK USA INC 04.8750 06/01/2023 | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 JP | 0.00% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 CS | 0.00% |
| CNH/USD 02/19/2020 HSBCB | 0.00% |
| COMCAST CORP 06.5000 11/15/2035 | 0.00% |
| COMMSCOPE INC P/P 144A 05.5000 03/01/2024 | 0.00% |
| EAGLE HLDG CO II LLC P/P 144A 07.7500 05/15/2022 | 0.00% |
| ELDORADO RESORTS INC 06.0000 09/15/2026 | 0.00% |
| EOG RESOURCES INC 04.1500 01/15/2026 | 0.00% |
| EUR/USD 03/18/2020 SSBT | 0.00% |
| FHR 3065 DC 14.6408 03/15/2035 | 0.00% |
| FIDELITY NATIONAL INFORM 03.0000 08/15/2026 | 0.00% |
| FNMA FN30 971053 04.5000 02/01/2039 | 0.00% |
| FNR 2007-53 SP 17.6293 06/25/2037 | 0.00% |
| FRAC TECH INTL TLB L+475 06.5494 04/16/2021 | 0.00% |
| GENERAL MOTORS FINL CO 04.0000 01/15/2025 | 0.00% |
| GLENCORE PLC SEDOL B4T3BW6 | 0.00% |
| GNMA GII30 BL6218 06.0000 02/20/2049 | 0.00% |
| HCA INC. 07.5000 02/15/2022 | 0.00% |
| IHS MARKIT LTD P/P 144A 04.0000 03/01/2026 | 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% |
| LAMB WESTON HOLDINGS P/P 144A 04.6250 11/01/2024 | 0.00% |
| LIVE NATION ENT P/P 144A 04.7500 10/15/2027 | 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 01.8500 02/10/2020 | 0.00% |
| MOLINA HEALTHCARE IN P/P 144A 04.8750 06/15/2025 | 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% |
| NEW GOLD INC P/P 144A 06.2500 11/15/2022 | 0.00% |
| NOBLE HOLDING INTL LTD USD 07.7500 01/15/2024 | 0.00% |
| NRG ENERGY INC 06.6250 01/15/2027 | 0.00% |
| OASIS PETROLEUM INC P/P 144A 06.2500 05/01/2026 | 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% |
| PRESTIGE BRANDS INC P/P 144A 05.1250 01/15/2028 | 0.00% |
| QUEBECOR MEDIA INC USD 05.7500 01/15/2023 | 0.00% |
| RACKSPACE HOSTING INC L+300 04.9023 11/03/2023 | 0.00% |
| REPUBLIC OF VENEZUELA REGS 09.0000 05/07/2023 | 0.00% |
| SM ENERGY CO 06.6250 01/15/2027 | 0.00% |
| STACR 2018-HQA2 M2 04.0920 10/25/2048 | 0.00% |
| STACR 2019-HQA1 M2 04.1420 02/25/2049 | 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% |
| THE SHERWIN-WILLIAMS COMPANY 02.7500 06/01/2022 | 0.00% |
| TOWNSQUARE MEDIA INC P/P 144A 06.5000 04/01/2023 | 0.00% |
| TREASURY BILL 00.0000 06/11/2020 | 0.00% |
| VALARIS PLC USD 07.7500 02/01/2026 | 0.00% |
| VIACOMCBS INC 04.0000 01/15/2026 | 0.00% |
| VIPER ENERGY P/P 144A 05.3750 11/01/2027 | 0.00% |
| AIR LEASE CORP 02.5000 03/01/2021 | 0.00% |
| ALLEGHENY TECHNOLOGIES 05.8750 12/01/2027 | 0.00% |
| ANTERO MIDSTREAM P/P 144A 05.7500 01/15/2028 | 0.00% |
| BP CAP MARKETS AMERICA 03.9370 09/21/2028 | 0.00% |
| BRL/USD 02/04/2020 GSFX | 0.00% |
| CALPINE CORP P/P 144A 05.8750 01/15/2024 | 0.00% |
| CLEAN TEQ HOLDINGS LTD SEDOL B291LT3 | 0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS | 0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 JP | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | 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% |
| ENERGIZER HLDG INC P/P 144A 07.7500 01/15/2027 | 0.00% |
| EQUINIX INC 03.2000 11/18/2029 | 0.00% |
| EUR/USD 03/18/2020 RBSF | 0.00% |
| FEDEX CORP 02.6250 08/01/2022 | 0.00% |
| FHR 2990 LB 12.4990 06/15/2034 | 0.00% |
| FHR 3249 PS 16.5338 12/15/2036 | 0.00% |
| FNR 2005-75 GS 14.8740 08/25/2035 | 0.00% |
| FNR 2006-62 PS 29.1480 07/25/2036 | 0.00% |
| FNR 2006-8 HP 17.9960 03/25/2036 | 0.00% |
| GBP/USD 03/18/2020 BANKAM | 0.00% |
| GBP/USD 03/18/2020 RBSF | 0.00% |
| GNMA GII30 BJ9611 04.5000 05/20/2049 | 0.00% |
| GNMA GII30 BM4196 06.0000 04/20/2049 | 0.00% |
| GNMA GII30 BN1506 04.5000 05/20/2049 | 0.00% |
| GNMA GII30 BN1509 05.0000 05/20/2049 | 0.00% |
| GNMA GII30 BN2618 04.5000 05/20/2049 | 0.00% |
| GNR 2010-9 QI IO 04.5000 01/20/2040 | 0.00% |
| IHEARTMEDIA INC - CLASS A SEDOL BJVR9Y9 | 0.00% |
| IHEARTMEDIA TL L+400 05.7809 05/01/2026 | 0.00% |
| IOS.FN30.350.14 R USL1M P 01/12/45 CS | 0.00% |
| JACK OHIO FIN LLC/FI P/P 144A 06.7500 11/15/2021 | 0.00% |
| LBUBS 2006-C6 XCL IO P/P 144A 00.6848 09/15/2039 | 0.00% |
| MALLINCKRODT FIN/SB P/P 144A 10.0000 04/15/2025 | 0.00% |
| MSC 2007-HQ11 C 05.5580 02/12/2044 | 0.00% |
| NABORS INDUSTRIES INC. 05.5000 01/15/2023 | 0.00% |
| NOK/USD 03/18/2020 CITI | 0.00% |
| ORACLE CORP 02.5000 05/15/2022 | 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 02/19/2020 JPMCB | 0.00% |
| STACR 2019-DNA2 M2 04.2420 03/25/2049 | 0.00% |
| STANDARD IND INC P/P 144A 04.7500 01/15/2028 | 0.00% |
| STEEL DYNAMICS INC 04.1250 09/15/2025 | 0.00% |
| STEEL DYNAMICS INC 05.2500 04/15/2023 | 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% |
| ADVANZ PHARMA CORP SEDOL BH4P601 | 0.00% |
| ANHEUSER-BUSCH INBEV WOR 04.1500 01/23/2025 | 0.00% |
| AUD/JPY PUT 70.00 20200214 CITI | 0.00% |
| AUD/JPY PUT 70.00 20200214 GSFX | 0.00% |
| BACM 2005-1 XW IO P/P 144A 00.0000 11/10/2042 | 0.00% |
| BACM 2007-1 XW IO 00.2916 01/15/2049 | 0.00% |
| BACM 2007-5 XW IO P/P 144A 00.0000 02/10/2051 | 0.00% |
| BANK OF NOVA SCOTIA USD 02.0000 11/15/2022 | 0.00% |
| BERKSHIRE HATHAWAY ENERG 06.1250 04/01/2036 | 0.00% |
| BRL/USD 02/04/2020 CITI | 0.00% |
| BSCMS 04-PR3I X1 IO 00.0000 02/11/2041 | 0.00% |
| BSCMS 06-PW14 X1 IO P/P 144A 00.3082 12/11/2038 | 0.00% |
| BSCMS 2006-PW11 C P/P 144A 05.7745 03/11/2039 | 0.00% |
| CD 2007-CD4 XW IO P/P 144A 01.3015 12/11/2049 | 0.00% |
| CGCMT 2006-C5 XC IO P/P 144A 00.5198 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 CG | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 JP | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 JP | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 ML | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 MS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 MS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 MS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 MS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 MS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 MS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 MS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 MS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 MS | 0.00% |
| CMB CMBX.NA.A.7 2047-01-17 200.0 01/17/2047 CG | 0.00% |
| CMB CMBX.NA.A.7 2047-01-17 200.0 01/17/2047 CS | 0.00% |
| CMB CMBX.NA.A.7 2047-01-17 200.0 01/17/2047 JP | 0.00% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CG | 0.00% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CG | 0.00% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CS | 0.00% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CS | 0.00% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CS | 0.00% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 JP | 0.00% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 ML | 0.00% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 ML | 0.00% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 MS | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 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 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.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.6 2063-05-11 500.0 05/11/2063 CG | 0.00% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 JP | 0.00% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 JP | 0.00% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 JP | 0.00% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 JP | 0.00% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 MS | 0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CG | 0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CG | 0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CG | 0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CS | 0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CS | 0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CS | 0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS | 0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS | 0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 MS | 0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 MS | 0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 MS | 0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 MS | 0.00% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 CG | 0.00% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 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 CS | 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 JP | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 ML | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 ML | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.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 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 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 CG | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | 0.00% |
| 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 JP | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 ML | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | 0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 CS | 0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 GS | 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 JP | 0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 MS | 0.00% |
| COMM 2006-C8 XS IO P/P 144A 00.3595 12/10/2046 | 0.00% |
| CSFB 2003-C3 AX IO P/P 144A 02.0007 05/15/2038 | 0.00% |
| CSMC 2007-C1 AX IO P/P 144A 00.4560 02/15/2040 | 0.00% |
| CSMC 2007-C2 AX IO P/P 144A 00.0159 01/15/2049 | 0.00% |
| CVS PASS-THROUGH TRUST 06.0360 12/10/2028 | 0.00% |
| EL PASO NATURAL GAS 08.3750 06/15/2032 | 0.00% |
| ESC CHESAPEAKEOILFIELD 06.6250 11/15/2020 | 0.00% |
| ESC SEVENTYSEVENERG 06.5000 07/15/2022 | 0.00% |
| EUR/USD 03/18/2020 BCAP-FX | 0.00% |
| EUR/USD 03/18/2020 CSI-FX | 0.00% |
| EUR/USD 03/18/2020 TDBK | 0.00% |
| EUR/USD 03/18/2020 WPAC | 0.00% |
| FEDL01 P ISWP SOFRRATE R 12/05/2020 | 0.00% |
| 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 00.3757 10/25/2041 | 0.00% |
| FNR 2001-79 BI IO 00.2789 03/25/2045 | 0.00% |
| FNR 2003-34 P1 PO 00.0000 04/25/2043 | 0.00% |
| FNW 2002-W8 IO1 IO 00.2993 06/25/2042 | 0.00% |
| GBP/USD 03/18/2020 WPAC | 0.00% |
| GECMC 2007-C1 XC IO P/P 144A 00.0763 12/10/2049 | 0.00% |
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| GNR 2018-127 IB IO 04.5000 06/20/2045 | 0.00% |
| HC BRILLANT SERVICES GMBH P/P | 0.00% |
| INTELSAT JACKSON HLD P/P 144A 08.0000 02/15/2024 | 0.00% |
| IOS.FN30.350.12 R USL1M P 01/12/43 BC | 0.00% |
| IOS.FN30.400.11 R USL1M P 01/12/42 BC | 0.00% |
| IOS.FN30.400.11 R USL1M P 01/12/42 GS | 0.00% |
| IOS.FN30.400.11 R USL1M P 01/12/42 GS | 0.00% |
| IOS.FN30.600.08 R USL1M P 01/12/39 GS | 0.00% |
| IOS.FN30.650.67 R USL1M P 01/12/38 BC | 0.00% |
| IOS.FN30.650.67 R USL1M P 01/12/38 GS | 0.00% |
| JPMCC 05-CB12 X1 IO P/P 144A 00.4486 09/12/2037 | 0.00% |
| JPMCC 2006-CB17 X IO 00.6520 12/12/2043 | 0.00% |
| JPMCC 2006-LDP8 X IO 00.2997 05/15/2045 | 0.00% |
| JPMCC 2007-LDPX X IO 00.0543 01/15/2049 | 0.00% |
| JPY/USD 02/19/2020 BANKAM | 0.00% |
| JPY/USD 02/19/2020 CITI | 0.00% |
| JPY/USD 02/19/2020 GSFX | 0.00% |
| JPY/USD 02/19/2020 JPMCB | 0.00% |
| JPY/USD 02/19/2020 UBS | 0.00% |
| KRW/USD 02/19/2020 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 00.3174 11/15/2040 | 0.00% |
| LBUBS 2007-C2 XW IO 00.1634 02/15/2040 | 0.00% |
| MBX.FN30.650.67 P USL1M R 01/12/38 GS | 0.00% |
| MBX.FN30.650.67 P USL1M R 01/12/38 GS | 0.00% |
| MEZZ 2005-C3 X IO P/P 144A 06.7220 05/15/2044 | 0.00% |
| MEZZ 2006-C4 X IO P/P 144A 06.1110 07/15/2045 | 0.00% |
| MLMT 2005-MCP1 XC IO P/P 144A 00.0012 06/12/2043 | 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% |
| SASC 2006-AM1 A4 01.9520 04/25/2036 | 0.00% |
| SEK/USD 03/18/2020 BANKAM | 0.00% |
| SEK/USD 03/18/2020 BCAP-FX | 0.00% |
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| TEXAS COHLD TCEH ESCROW 11.5000 10/01/2020 | 0.00% |
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| TXU TCEH RIGHTS | 0.00% |
| WBCMT 2006-C29 IO IO 00.3056 11/15/2048 | 0.00% |
| WBCMT 2007-C34 IO IO 00.0852 05/15/2046 | 0.00% |
| CAD/USD 01/15/2020 BANKAM | -0.00% |
| CAD/USD 01/15/2020 SSBT | -0.00% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 CG | -0.00% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 MS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| DKK/USD 03/18/2020 CITI | -0.00% |
| GBP/USD 03/18/2020 SSBT | -0.00% |
| GBP/USD 03/18/2020 UBS | -0.00% |
| HKD/USD 02/19/2020 BCAP-FX | -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 02/19/2020 SSBT | -0.00% |
| MBX.FN30.600.08 P USL1M R 01/12/39 BC | -0.00% |
| NOK/USD 03/18/2020 BCAP-FX | -0.00% |
| NOK/USD 03/18/2020 HSBCB | -0.00% |
| NOK/USD 03/18/2020 JPMCB | -0.00% |
| SEK/USD 03/18/2020 GSFX | -0.00% |
| SEK/USD 03/18/2020 JPMCB | -0.00% |
| SEK/USD 03/18/2020 TDBK | -0.00% |
| SEK/USD 03/18/2020 UBS | -0.00% |
| CAD/USD 01/15/2020 TDBK | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| GBP/USD 03/18/2020 GSFX | -0.00% |
| GBP/USD 03/18/2020 HSBCB | -0.00% |
| SEK/USD 03/18/2020 RBSF | -0.00% |
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| BRL/USD 02/04/2020 BANKAM | -0.00% |
| IOS.FN30.400.10 P USL1M R 01/12/41 JP | -0.00% |
| SEK/USD 03/18/2020 HSBCB | -0.00% |
| SEK/USD 03/18/2020 SSBT | -0.00% |
| AUD/USD 01/15/2020 SSBT | -0.01% |
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| FNMA FN30 TBA UMBS 03.0000 01/01/2050 | -0.28% |
| RU10INTR P US0003M R 11/25/20 CI | -2.64% |
| GSGLPWDS P US0001M R 12/15/20 GS | -5.68% |
| GSGLPWDL R US0001M P 12/15/20 GS | 6.01% |
|---|---|
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| ACCENTURE PLC-CL A SEDOL B4BNMY3 | 0.06% |
| COSTAR GROUP INC SEDOL 2262864 | 0.06% |
| FNMA FN30 BJ9256 UMBS 04.0000 06/01/2048 | 0.06% |
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| COMMONWEALTH BK AUST P/P 144A 02.2000 11/09/2020 | 0.06% |
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| FEDERATIVE REP OF BRAZIL USD 04.6250 01/13/2028 | 0.05% |
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| INTERPUBLIC GROUP COS 04.6500 10/01/2028 | 0.05% |
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| AECOM SEDOL B1VZ431 | 0.05% |
| CAS 2016-C02 1M2 07.7080 09/25/2028 | 0.05% |
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| BANK OF AMERICA CORP 06.1100 01/29/2037 | 0.05% |
| BERKELEY GROUP HOLDINGS/THE SEDOL B02L3W3 | 0.05% |
| CAS 2015-C04 2M2 07.2580 04/25/2028 | 0.05% |
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| CIT GROUP INC. 05.2500 03/07/2025 | 0.05% |
| CME GROUP INC SEDOL 2965839 | 0.05% |
| SNAM SPA SEDOL 7251470 | 0.05% |
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| WILCON DEPOT INC SEDOL BYXYHM7 | 0.05% |
| YANDEX NV-A SEDOL B5BSZB3 | 0.05% |
| ALCOA CORP SEDOL BYNF418 | 0.05% |
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| AT&T INC. 03.8000 02/15/2027 | 0.05% |
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| DNB BANK ASA P/P 144A 02.1500 12/02/2022 | 0.05% |
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| KEI INDUSTRIES LTD SEDOL B1L9PJ6 | 0.04% |
| NEWMARKET CORP SEDOL B01CGF1 | 0.04% |
| SPST 2019-3 A 02.4080 06/24/2020 | 0.04% |
| SUMITOMO MITSUI TRUST HOLDIN SEDOL 6431897 | 0.04% |
| TORONTO-DOMINION BANK USD 01.9000 12/01/2022 | 0.04% |
| WUXI APPTEC CO LTD-H SEDOL BGHH0L6 | 0.04% |
| BOC HONG KONG HOLDINGS LTD SEDOL 6536112 | 0.04% |
| ITOCHU TECHNO-SOLUTIONS CORP SEDOL 6200194 | 0.04% |
| MWST 2019-1 A 02.5080 06/25/2052 | 0.04% |
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| UBS GROUP AG P/P 144A 03.4910 05/23/2023 | 0.04% |
| VOLVO AB-B SHS SEDOL B1QH830 | 0.04% |
| AFREECATV CO LTD SEDOL 6724508 | 0.04% |
| CAS 2016-C01 1M2 08.4580 08/25/2028 | 0.04% |
| CVS HEALTH CORP 04.7800 03/25/2038 | 0.04% |
| FNMA FN30 AS7003 UMBS 03.0000 04/01/2046 | 0.04% |
| SPST 2019-7 A 02.4080 09/24/2020 | 0.04% |
| TOKYO ELECTRON LTD SEDOL 6895675 | 0.04% |
| ARMSTRONG WORLD INDUSTRIES SEDOL B1FT462 | 0.04% |
| SALESFORCE.COM INC 03.7000 04/11/2028 | 0.04% |
| CITIZENS BANK NA/RI 02.2500 03/02/2020 | 0.04% |
| ENERGY TRANSFER OPERATNG 06.6250 02/15/2028 | 0.04% |
| HOME DEPOT INC SEDOL 2434209 | 0.04% |
| NATIONAL AUSTRALIA BK/NY 02.1250 05/22/2020 | 0.04% |
| NBCUNIVERSAL MEDIA LLC 04.3750 04/01/2021 | 0.04% |
| SPST 2019-11 A 02.4580 10/24/2020 | 0.04% |
| AIER EYE HOSPITAL GROUP CO-A SEDOL BD5CLQ4 | 0.04% |
| AT&T INC 04.1000 02/15/2028 | 0.04% |
| BT GROUP PLC SEDOL 3091357 | 0.04% |
| CHARTER COMM OPT LLC 06.4840 10/23/2045 | 0.04% |
| CLP HOLDINGS LTD SEDOL 6097017 | 0.04% |
| FNMA FN30 BC2733 UMBS 03.0000 05/01/2046 | 0.04% |
| SHERWIN-WILLIAMS CO/THE SEDOL 2804211 | 0.04% |
| TJX COMPANIES INC SEDOL 2989301 | 0.04% |
| TWO HARBORS INVESTMENT CORP SEDOL BD832H2 | 0.04% |
| AUST & NZ BANKING GROUP USD 02.1250 08/19/2020 | 0.04% |
| DEUTSCHE WOHNEN SE SEDOL B0YZ0Z5 | 0.04% |
| DROPBOX INC-CLASS A SEDOL BG0T321 | 0.04% |
| GENTING SINGAPORE LTD SEDOL BDRTVP2 | 0.04% |
| LUNDIN PETROLEUM AB SEDOL 7187627 | 0.04% |
| ARROW ELECTRONICS INC SEDOL 2051404 | 0.04% |
| BANK OF AMERICA CORP 03.2480 10/21/2027 | 0.04% |
| EXTENDED STAY AMERICA INC SEDOL BGH3F75 | 0.04% |
| FIRSTENERGY TRANSMIS P/P 144A 05.4500 07/15/2044 | 0.04% |
| FUJITSU LTD SEDOL 6356945 | 0.04% |
| OBAYASHI CORP SEDOL 6656407 | 0.04% |
| ROYAL BANK OF CANADA USD 02.1250 03/02/2020 | 0.04% |
| SARTORIUS STEDIM BIOTECH SEDOL BYZ2QP5 | 0.04% |
| SEKISUI HOUSE LTD SEDOL 6793906 | 0.04% |
| STANDARD IND INC P/P 144A 05.0000 02/15/2027 | 0.04% |
| SUZUKEN CO LTD SEDOL 6865560 | 0.04% |
| TELEFONICA EMISIONES SAU USD 04.8950 03/06/2048 | 0.04% |
| TELEKOMUNIKASI INDONESIA PER SEDOL BD4T6W7 | 0.04% |
| TEXAS INSTRUMENTS INC SEDOL 2885409 | 0.04% |
| EQUINOR ASA SEDOL 7133608 | 0.04% |
| FNMA FN30 AS8056 UMBS 03.0000 10/01/2046 | 0.04% |
| SOUTHERN CO/THE SEDOL 2829601 | 0.04% |
| SVENSKA HANDELSBANKEN AB USD 01.9500 09/08/2020 | 0.04% |
| AMDOCS LTD SEDOL 2256908 | 0.04% |
| BPCE SA P/P 144A 04.5000 03/15/2025 | 0.04% |
| CDX CDX.NA.IG.33 100.0 12/20/2024 | 0.04% |
| FAIRFAX FINL HLDGS USD 04.8500 04/17/2028 | 0.04% |
| LNSTR 2015-3 B P/P 144A 03.2959 04/20/2048 | 0.04% |
| NITTO DENKO CORP SEDOL 6641801 | 0.04% |
| OUTFRONT MEDIA INC SEDOL BSP6611 | 0.04% |
| WFRBS 2011-C2 D P/P 144A 05.8389 02/15/2044 | 0.04% |
| BANQUE FED CRED MUTU P/P 144A 02.2000 07/20/2020 | 0.04% |
| CHENIERE CORP CHRIST 05.1250 06/30/2027 | 0.04% |
| CWALT 2006-OA10 4A1 01.8980 08/25/2046 | 0.04% |
| FNMA FN40 BF0171 UMBS 04.0000 01/01/2057 | 0.04% |
| IDACORP INC SEDOL 2296937 | 0.04% |
| MEGACABLE HOLDINGS-CPO SEDOL B292SM8 | 0.04% |
| REPUBLIC OF INDONESIA REGS 04.7500 01/08/2026 | 0.04% |
| SMITH & NEPHEW PLC SEDOL 0922320 | 0.04% |
| TECHTRONIC INDUSTRIES CO LTD SEDOL B0190C7 | 0.04% |
| TENCENT HOLDINGS LTD-UNS ADR SEDOL B3F2DZ7 | 0.04% |
| WILMAR INTERNATIONAL LTD SEDOL B17KC69 | 0.04% |
| ALFRESA HOLDINGS CORP SEDOL 6687214 | 0.03% |
| AMERICAN ELECTRIC POWER SEDOL 2026242 | 0.03% |
| BCE INC SEDOL B188TH2 | 0.03% |
| CAS 2016-C04 1M2 05.9580 01/25/2029 | 0.03% |
| CCO HOLDINGS LLC P/P 144A 05.3750 06/01/2029 | 0.03% |
| CF INDUSTRIES INC P/P 144A 04.5000 12/01/2026 | 0.03% |
| COMMONWEALTH BK AUST P/P 144A 02.2500 03/10/2020 | 0.03% |
| SUNDRUG CO LTD SEDOL 6817895 | 0.03% |
| WEINGARTEN REALTY INVESTORS SEDOL 2946618 | 0.03% |
| WESTERN DIGITAL CORPORATION 04.7500 02/15/2026 | 0.03% |
| GOLDMAN SACHS GROUP INC 04.2230 05/01/2029 | 0.03% |
| MANUF & TRADERS TRUST CO 02.0500 08/17/2020 | 0.03% |
| MICROSOFT CORP 02.4000 08/08/2026 | 0.03% |
| ONEMAIN HOLDINGS INC SEDOL BYSZB89 | 0.03% |
| ASHLAND GLOBAL HOLDINGS INC SEDOL BYND5N1 | 0.03% |
| CARDINAL HEALTH INC SEDOL 2175672 | 0.03% |
| CAS 2015-C04 1M2 07.4080 04/25/2028 | 0.03% |
| CHS/COMMUNITY HEALTH SYS 06.2500 03/31/2023 | 0.03% |
| ISRAEL CHEMICALS LTD SEDOL 6455530 | 0.03% |
| MICROSOFT CORP 03.7000 08/08/2046 | 0.03% |
| TESCO PLC SEDOL 0884709 | 0.03% |
| TREASURY BILL 00.0000 03/12/2020 | 0.03% |
| UNITED MEXICAN STATES USD 04.1500 03/28/2027 | 0.03% |
| UNITED MEXICAN STATES USD 04.5000 04/22/2029 | 0.03% |
| CAPGEMINI SE SEDOL 4163437 | 0.03% |
| EQUINIX INC 05.3750 05/15/2027 | 0.03% |
| JPMCC 2012-C6 E P/P 144A 05.3290 05/15/2045 | 0.03% |
| NUANCE COMMUNICATIONS INC SEDOL 2402121 | 0.03% |
| SINO-AMERICAN SILICON PRODUC SEDOL 6335278 | 0.03% |
| KONINKLIJKE AHOLD DELHAIZE N SEDOL BD0Q398 | 0.03% |
| MACQUARIE INFRASTRUCTURE COR SEDOL B1Z4VB1 | 0.03% |
| MICROCHIP TECH INC 04.3330 06/01/2023 | 0.03% |
| MORGAN STANLEY 02.6500 01/27/2020 | 0.03% |
| NRG ENERGY INC P/P 144A 04.4500 06/15/2029 | 0.03% |
| REPUBLIC OF COLOMBIA USD 03.8750 04/25/2027 | 0.03% |
| SWISS LIFE HOLDING AG-REG SEDOL 7437805 | 0.03% |
| TPAT 2018-SL1 A P/P 144A 02.3080 01/25/2046 | 0.03% |
| US 10YR ULTRA FUT MAR20 UXYH0 | 0.03% |
| CITIGROUP INC 02.6500 10/26/2020 | 0.03% |
| MBX.GII30.450.10 R USL1M P 01/12/41 CS | 0.03% |
| ORACLE CORP 04.0000 11/15/2047 | 0.03% |
| STACR 2015-DNA3 M2 04.5580 04/25/2028 | 0.03% |
| ABBVIE INC 02.5000 05/14/2020 | 0.03% |
| AIR LEASE CORP 04.6250 10/01/2028 | 0.03% |
| AXIS CAPITAL HOLDINGS LTD SEDOL 2677606 | 0.03% |
| BRDCOM CRP / FIN 03.8750 01/15/2027 | 0.03% |
| BRISTOL-MYERS P/P 144A 02.9000 07/26/2024 | 0.03% |
| CHIMERA INVESTMENT CORP SEDOL BVZCNC0 | 0.03% |
| COGNIZANT TECH SOLUTIONS-A SEDOL 2257019 | 0.03% |
| COMM 2010-C1 D P/P 144A 06.2638 07/10/2046 | 0.03% |
| CWALT 2006-OA7 1A2 03.2664 06/25/2046 | 0.03% |
| DIGITAL REALTY TRUST LP 04.4500 07/15/2028 | 0.03% |
| FHLMC FR30 ZS4703 UMBS 03.0000 02/01/2047 | 0.03% |
| GENERAL MOTORS FINL CO 04.0000 10/06/2026 | 0.03% |
| UNITEDHEALTH GROUP INC 03.8500 06/15/2028 | 0.03% |
| VONOVIA SE SEDOL BBJPFY1 | 0.03% |
| ANZ NEW ZEALAND INT P/P 144A 02.8750 01/25/2022 | 0.03% |
| APPLE INC 04.2500 02/09/2047 | 0.03% |
| ASHTEAD CAPITAL INC P/P 144A 04.3750 08/15/2027 | 0.03% |
| CURTISS-WRIGHT CORP SEDOL 2241205 | 0.03% |
| ECOLAB INC 02.7000 11/01/2026 | 0.03% |
| I-SENS INC SEDOL B94K2F7 | 0.03% |
| IVORY COAST REGS 06.1250 06/15/2033 | 0.03% |
| LIBERTY MEDIA COR-SIRIUSXM A SEDOL BD8QGF7 | 0.03% |
| NOVARTIS CAPITAL CORP 04.0000 11/20/2045 | 0.03% |
| WFRBS 2011-C3 D P/P 144A 05.8557 03/15/2044 | 0.03% |
| AMAZON.COM INC 03.1500 08/22/2027 | 0.03% |
| BANK OF MONTREAL USD 03.1000 04/13/2021 | 0.03% |
| BROOKFIELD PROPERTY REIT I-A SEDOL BGHFKV0 | 0.03% |
| CACI INTERNATIONAL INC -CL A SEDOL 2159267 | 0.03% |
| ENTERPRISE PRODUCTS OPER 04.2500 02/15/2048 | 0.03% |
| FIDELITY NATIONAL INFO SERV SEDOL 2769796 | 0.03% |
| FIDELITY NATL INFO SERV 03.7500 05/21/2029 | 0.03% |
| GSMS 2011-GC3 D P/P 144A 05.8244 03/10/2044 | 0.03% |
| JAPAN PRIME REALTY INVESTMEN SEDOL 6528175 | 0.03% |
| JOHNSON CONTROLS INTL PL 04.5000 02/15/2047 | 0.03% |
| LYONDELLBASELL INDU-CL A SEDOL B3SPXZ3 | 0.03% |
| MITSUBISHI UFJ LEASE & FINAN SEDOL 6268976 | 0.03% |
| NATIONAL BANK OF CANADA SEDOL 2077303 | 0.03% |
| REP OF INDONESIA P/P 144A 04.3500 01/08/2027 | 0.03% |
| THALES SA SEDOL 4162791 | 0.03% |
| TORONTO-DOMINION BANK SEDOL 2897222 | 0.03% |
| UCB SA SEDOL 5596991 | 0.03% |
| UNITEDHEALTH GROUP INC 03.1500 06/15/2021 | 0.03% |
| AMAZON.COM INC. 02.5000 11/29/2022 | 0.02% |
| AMERICAN EXPRESS CO SEDOL 2026082 | 0.02% |
| BMW US CAPITAL LLC P/P 144A 02.0000 04/11/2021 | 0.02% |
| CAS 2016-C03 2M2 07.6080 10/25/2028 | 0.02% |
| CNP ASSURANCES SEDOL 5543986 | 0.02% |
| DANSKE BANK A/S P/P 144A 02.7000 03/02/2022 | 0.02% |
| DISH DBS CORP 05.8750 11/15/2024 | 0.02% |
| EXXON MOBIL CORP SEDOL 2326618 | 0.02% |
| JPMORGAN CHASE & CO 05.3000 12/29/2049 | 0.02% |
| LAMB WESTON HOLDINGS P/P 144A 04.8750 11/01/2026 | 0.02% |
| MSBAM 2014-C17 C 04.6566 08/15/2047 | 0.02% |
| NATIONAL AUSTRALIA B P/P 144A 02.7921 12/09/2019 | 0.02% |
| NATIONAL AUSTRALIA BK/NY 02.5000 01/12/2021 | 0.02% |
| NAVIENT CORP SEDOL BLP5GX1 | 0.02% |
| NEC CORP SEDOL 6640400 | 0.02% |
| SINGAPORE TECH ENGINEERING SEDOL 6043214 | 0.02% |
| US BANCORP 02.6250 01/24/2022 | 0.02% |
| AIR LEASE CORP 03.2500 10/01/2029 | 0.02% |
| AUTOMATIC DATA PROCESSING SEDOL 2065308 | 0.02% |
| BANK OF AMERICA CORP 03.4990 05/17/2022 | 0.02% |
| BERKSHIRE HATHAWAY INC-CL B SEDOL 2073390 | 0.02% |
| BROADCOM CRP / CAYM 03.5000 01/15/2028 | 0.02% |
| CIGNA CORP 03.7500 07/15/2023 | 0.02% |
| COPA HOLDINGS SA-CLASS A SEDOL B0TNJH9 | 0.02% |
| CSC HOLDINGS LLC P/P 144A 07.5000 04/01/2028 | 0.02% |
| DASSAULT AVIATION SA SEDOL 4067164 | 0.02% |
| EQUINOR ASA USD 02.9000 11/08/2020 | 0.02% |
| FNMA FN30 AS7154 UMBS 03.0000 05/01/2046 | 0.02% |
| GSMS 2014-GC22 C 04.8472 06/10/2047 | 0.02% |
| PLAINS GP HOLDINGS LP-CL A SEDOL BDGHN95 | 0.02% |
| SPST 2019-WL1 A 02.3580 08/25/2052 | 0.02% |
| THE BANK OF NOVA SCOTIA USD 02.7000 03/07/2022 | 0.02% |
| TREASURY BILL 00.0000 05/07/2020 | 0.02% |
| WALT DISNEY CO/THE SEDOL 2270726 | 0.02% |
| WFRBS 2014-C22 XA IO 00.9579 09/15/2057 | 0.02% |
| AUTOZONE INC SEDOL 2065955 | 0.02% |
| AXA SA SEDOL 7088429 | 0.02% |
| GFL ENVIRONMENTAL P/P 144A 07.0000 06/01/2026 | 0.02% |
| JPMBB 2014-C22 C 04.7085 09/15/2047 | 0.02% |
| LIBERTY MEDIA COR-SIRIUSXM C SEDOL BD8QGH9 | 0.02% |
| MYLAN NV SEDOL BVFMFG8 | 0.02% |
| RUSSIAN FEDERATION P/P 144A 04.3750 03/21/2029 | 0.02% |
| TENET HEALTHCARE P/P 144A 04.8750 01/01/2026 | 0.02% |
| TRANSCANADA TRUST USD 05.3000 03/15/2077 | 0.02% |
| ZURICH INSURANCE GROUP AG SEDOL 5983816 | 0.02% |
| BAE SYSTEMS PLC SEDOL 0263494 | 0.02% |
| COMCAST CORP 03.9690 11/01/2047 | 0.02% |
| CSAIL 2015-C1 D P/P 144A 03.9163 04/15/2050 | 0.02% |
| DTE ENERGY COMPANY SEDOL 2280220 | 0.02% |
| FNMA FN30 AS8074 UMBS 03.0000 10/01/2046 | 0.02% |
| HUNTINGTON NATIONAL BANK 02.3750 03/10/2020 | 0.02% |
| KEURIG DR PEPPER INC 04.5970 05/25/2028 | 0.02% |
| KINDER MORGAN INC 03.1500 01/15/2023 | 0.02% |
| PETROBRAS GLOBAL FINANCE USD 07.3750 01/17/2027 | 0.02% |
| QUEST DIAGNOSTICS INC SEDOL 2702791 | 0.02% |
| ROCHE HOLDINGS INC P/P 144A 04.0000 11/28/2044 | 0.02% |
| ROSS STORES INC SEDOL 2746711 | 0.02% |
| SPRINT CORP 07.2500 09/15/2021 | 0.02% |
| UBS AG LONDON P/P 144A 02.2000 06/08/2020 | 0.02% |
| AIR LIQUIDE SA SEDOL B1YXBJ7 | 0.02% |
| AMUNDI SA SEDOL BYZR014 | 0.02% |
| AT&T INC 04.7500 05/15/2046 | 0.02% |
| BANK OF MONTREAL SEDOL 2076009 | 0.02% |
| COMMONWEALTH BK AUST P/P 144A 03.1500 09/19/2027 | 0.02% |
| MBX.FN30.500.10 R USL1M P 01/12/41 BC | 0.02% |
| MET LIFE GLOB P/P 144A 02.4000 06/17/2022 | 0.02% |
| NAVISTAR INTL TLB L+350 05.2700 11/06/2024 | 0.02% |
| OSHKOSH CORP 04.6000 05/15/2028 | 0.02% |
| SAMI 2007-AR7 1A1 02.5580 05/25/2047 | 0.02% |
| STACR 2015-DNA3 M3 06.4080 04/25/2028 | 0.02% |
| WAMU 2005-AR12 1A8 03.8769 10/25/2035 | 0.02% |
| WFCM 2013-LC12 D P/P 144A 04.4199 07/15/2046 | 0.02% |
| ALLY FINANCIAL INC 05.7500 11/20/2025 | 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% |
| BAFC 2005-B 3M1 02.3986 04/20/2035 | 0.02% |
| BROTHER INDUSTRIES LTD SEDOL 6146500 | 0.02% |
| CAN IMPERIAL BK OF COMMERCE SEDOL 2170525 | 0.02% |
| CAS 2016-C01 2M2 08.6580 08/25/2028 | 0.02% |
| CBS CORP 04.2000 06/01/2029 | 0.02% |
| CEMEX FINANCE LLC P/P 144A 06.0000 04/01/2024 | 0.02% |
| CFCRE 2011-C2 E P/P 144A 05.9326 12/15/2047 | 0.02% |
| FISERV INC 04.2000 10/01/2028 | 0.02% |
| GBP/USD 12/18/2019 JPMCB | 0.02% |
| KIMBERLY-CLARK CORP SEDOL 2491839 | 0.02% |
| MATCH GROUP INC P/P 144A 05.0000 12/15/2027 | 0.02% |
| MORGAN STANLEY 04.3750 01/22/2047 | 0.02% |
| PNC BANK NA 02.0000 05/19/2020 | 0.02% |
| RAYTHEON COMPANY 02.5000 12/15/2022 | 0.02% |
| SHELL INTERNATIONAL FIN USD 02.8750 05/10/2026 | 0.02% |
| SOHGO SECURITY SERVICES CO SEDOL 6546359 | 0.02% |
| SPRINT CAPITAL CORPORATION 06.8750 11/15/2028 | 0.02% |
| TRK 2019-1 A1 04.3356 03/25/2022 | 0.02% |
| Z HOLDINGS CORP SEDOL 6084848 | 0.02% |
| AIG GLOBAL FUNDING P/P 144A 02.1500 07/02/2020 | 0.02% |
| ALLY FINANCIAL INC 08.0000 11/01/2031 | 0.02% |
| CBS CORP 02.9000 01/15/2027 | 0.02% |
| CHOCOLADEFABRIKEN LINDT-PC SEDOL 5962280 | 0.02% |
| CSC HOLDINGS LLC 05.2500 06/01/2024 | 0.02% |
| DOLLAR TREE INC SEDOL 2272476 | 0.02% |
| GCP APPLIED TECH P/P 144A 05.5000 04/15/2026 | 0.02% |
| GLENCORE FUNDING LLC P/P 144A 04.6250 04/29/2024 | 0.02% |
| JP MORGAN CHASE BANK NA 03.0860 04/26/2021 | 0.02% |
| NORTHROP GRUMMAN CORP 03.2500 01/15/2028 | 0.02% |
| ORACLE CORP 02.6500 07/15/2026 | 0.02% |
| PLANTRONICS INC P/P 144A 05.5000 05/31/2023 | 0.02% |
| REPUBLIC OF SENEGAL REGS 06.2500 05/23/2033 | 0.02% |
| STAPLES INC P/P 144A 07.5000 04/15/2026 | 0.02% |
| UBS GROUP AG P/P 144A 04.1250 04/15/2026 | 0.02% |
| WILLIS TOWERS WATSON PLC USD 05.7500 03/15/2021 | 0.02% |
| ALPHABET INC 03.6250 05/19/2021 | 0.02% |
| AMERICAN INTL GROUP 08.1750 05/15/2058 | 0.02% |
| ANALOG DEVICES INC 02.8500 03/12/2020 | 0.02% |
| ANHEUSER-BUSCH CO/IN 03.6500 02/01/2026 | 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% |
| CANTOR FITZGERALD LP P/P 144A 06.5000 06/17/2022 | 0.02% |
| CENTENE CORP P/P 144A 04.6250 12/15/2029 | 0.02% |
| CISCO SYSTEMS INC 02.2000 02/28/2021 | 0.02% |
| CREDIT SUISSE GRP AG P/P 144A 06.2500 12/18/2024 | 0.02% |
| DOMINICAN REPUBLIC REGS 05.9500 01/25/2027 | 0.02% |
| DOW CHEMICAL CO/THE 03.5000 10/01/2024 | 0.02% |
| ERAC USA FINANCE LLC P/P 144A 04.5000 02/15/2045 | 0.02% |
| EXXON MOBIL CORPORATION 02.2220 03/01/2021 | 0.02% |
| GLOBAL PAYMENTS INC 04.0000 06/01/2023 | 0.02% |
| JACK OHIO FIN LLC/FI P/P 144A 10.2500 11/15/2022 | 0.02% |
| JPMCC 2013-LC11 X IO 01.3989 04/15/2046 | 0.02% |
| L3HARRIS TECHNOLOGIES INC SEDOL BK9DTN5 | 0.02% |
| LBMLT 2004-1 A2 02.5080 02/25/2034 | 0.02% |
| MIZUHO FINANCIAL GROUP INC SEDOL 6591014 | 0.02% |
| PROTECTIVE LIFE GLO P/P 144A 02.2620 04/08/2020 | 0.02% |
| TARGA RESOURCES PART 05.0000 01/15/2028 | 0.02% |
| TORONTO-DOMINION BANK USD 03.6250 09/15/2031 | 0.02% |
| TREASURY BILL 00.0000 12/05/2019 | 0.02% |
| WYNN LAS VEGAS P/P 144A 05.2500 05/15/2027 | 0.02% |
| AES CORP/THE 05.1250 09/01/2027 | 0.02% |
| AMERICAN TOWER CORP 02.7500 01/15/2027 | 0.02% |
| BIOGEN INC 03.6250 09/15/2022 | 0.02% |
| BOISE CASCADE CO P/P 144A 05.6250 09/01/2024 | 0.02% |
| BOLIDEN AB SEDOL BJV12J7 | 0.02% |
| BRAMBLES LTD SEDOL B1FJ0C0 | 0.02% |
| CWALT 2005-59 1A1 02.0536 11/20/2035 | 0.02% |
| EMIR 2018-1 M1 03.4080 11/25/2028 | 0.02% |
| GLENCORE FUNDING LLC P/P 144A 04.0000 04/16/2025 | 0.02% |
| IHEARTCOMMUNICATIONS INC 08.3750 05/01/2027 | 0.02% |
| JPMORGAN CHASE & CO 02.2500 01/23/2020 | 0.02% |
| KEURIG DR PEPPER INC 04.4170 05/25/2025 | 0.02% |
| NAVISTAR INTL CORP P/P 144A 06.6250 11/01/2025 | 0.02% |
| NTT DATA CORP SEDOL 6125639 | 0.02% |
| NUTRIEN LTD. USD 04.2000 04/01/2029 | 0.02% |
| OCCIDENTAL PETROLEUM COR 04.4000 04/15/2046 | 0.02% |
| PFIZER INC 01.9500 06/03/2021 | 0.02% |
| SONIC HEALTHCARE LTD SEDOL 6821120 | 0.02% |
| STEVENS HLDG CO INC P/P 144A 06.1250 10/01/2026 | 0.02% |
| TEMPO ACQ LLC/FI P/P 144A 06.7500 06/01/2025 | 0.02% |
| TENET HEALTHCARE COR P/P 144A 05.1250 11/01/2027 | 0.02% |
| TRANSDIGM INC P/P 144A 06.2500 03/15/2026 | 0.02% |
| UNITED TECHNOLOGIES CORP 04.1250 11/16/2028 | 0.02% |
| VODAFONE GROUP PLC USD 04.3750 05/30/2028 | 0.02% |
| WELLS FARGO & COMPANY 05.8750 12/29/2049 | 0.02% |
| WEYERHAEUSER CO 07.3750 03/15/2032 | 0.02% |
| AES CORP/THE 05.5000 04/15/2025 | 0.02% |
| BMIR 2018-2A M1B P/P 144A 03.0580 08/25/2028 | 0.02% |
| CAS 2015-C03 2M2 06.7080 07/25/2025 | 0.02% |
| CCO HLDGS LLC/CAP CO P/P 144A 05.7500 02/15/2026 | 0.02% |
| CGCMT 2014-GC21 AS 04.0260 05/10/2047 | 0.02% |
| CLUBCORP HLDG INC P/P 144A 08.5000 09/15/2025 | 0.02% |
| DIAMOND SPORTS GR/DI P/P 144A 06.6250 08/15/2027 | 0.02% |
| DIRECT LINE INSURANCE GROUP SEDOL BY9D0Y1 | 0.02% |
| DUKE ENERGY CORP 03.1500 08/15/2027 | 0.02% |
| GRAY TELEVISION INC P/P 144A 07.0000 05/15/2027 | 0.02% |
| HOLLY ENERGY PARTNE P/P 144A 06.0000 08/01/2024 | 0.02% |
| JPMCC 2012-C8 D P/P 144A 04.8041 10/15/2045 | 0.02% |
| MSBAM 2012-C6 D P/P 144A 04.7614 11/15/2045 | 0.02% |
| NIPPON STEEL CORP SEDOL 6642569 | 0.02% |
| NOVELIS CORP P/P 144A 05.8750 09/30/2026 | 0.02% |
| NRG P/P 144A 03.7500 06/15/2024 | 0.02% |
| OCCIDENTAL PETROLEUM CORP SEDOL 2655408 | 0.02% |
| SERVICE CORP INTL 05.3750 05/15/2024 | 0.02% |
| SHIRE ACQ INV IE 03.2000 09/23/2026 | 0.02% |
| SPRINT CORP 07.8750 09/15/2023 | 0.02% |
| STACR 2016-HQA2 M3 06.8580 11/25/2028 | 0.02% |
| TEVA PHARMACEUTICALS NE USD 06.0000 04/15/2024 | 0.02% |
| TOYOTA MOTOR CORP SEDOL 6900643 | 0.02% |
| UNITEDHEALTH GROUP INC SEDOL 2917766 | 0.02% |
| US BANCORP SEDOL 2736035 | 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% |
| 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% |
| BRAND ENERGY TL L+425 06.2356 06/21/2024 | 0.02% |
| CELANESE US HOLDINGS LLC 03.5000 05/08/2024 | 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% |
| DOMINICAN REPUBLIC REGS 06.8750 01/29/2026 | 0.02% |
| DUKE ENERGY OHIO INC 03.6500 02/01/2029 | 0.02% |
| EIFFAGE SEDOL B13X013 | 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 07.0000 10/15/2037 | 0.02% |
| FHLMC FR30 ZS9547 UMBS 04.0000 09/01/2045 | 0.02% |
| FUJIFILM HOLDINGS CORP SEDOL 6356525 | 0.02% |
| GENERAL DYNAMICS CORP SEDOL 2365161 | 0.02% |
| GNR 2015-H25 BI IO 01.6873 10/20/2065 | 0.02% |
| GSMS 2011-GC3 C P/P 144A 05.8244 03/10/2044 | 0.02% |
| HCA INC 04.1250 06/15/2029 | 0.02% |
| HESS INFRASTRUCTURE P/P 144A 05.6250 02/15/2026 | 0.02% |
| HYATT HOTELS CORP 04.8500 03/15/2026 | 0.02% |
| INTELSAT JACKSON HLD P/P 144A 09.7500 07/15/2025 | 0.02% |
| INTL FLAVOR & FRAGRANCES 04.4500 09/26/2028 | 0.02% |
| L3HARRIS TECH INC P/P 144A 03.8500 12/15/2026 | 0.02% |
| LEGRAND FRANCE USD 08.5000 02/15/2025 | 0.02% |
| MERCK & CO INC 03.7000 02/10/2045 | 0.02% |
| NETFLIX INC. 05.8750 11/15/2028 | 0.02% |
| NEWCREST MINING LTD SEDOL 6637101 | 0.02% |
| NORFOLK SOUTHERN CORP SEDOL 2641894 | 0.02% |
| ONCOR ELECTRIC DELIV 03.7500 04/01/2045 | 0.02% |
| ORKLA ASA SEDOL B1VQF42 | 0.02% |
| OSHKOSH CORP 05.3750 03/01/2025 | 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% |
| SABINE PASS LIQUEFACTION 04.2000 03/15/2028 | 0.02% |
| STARFRUIT US/STAR FI P/P 144A 08.0000 10/01/2026 | 0.02% |
| TENET HEALTHCARE CORP 08.1250 04/01/2022 | 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% |
| WESFARMERS LTD SEDOL 6948836 | 0.02% |
| WESTROCK MWV LLC 08.2000 01/15/2030 | 0.02% |
| WFCM 2014-LC16 XA IO 01.2736 08/15/2050 | 0.02% |
| APPLE INC 02.8500 05/06/2021 | 0.01% |
| ARD FINANCE SA P/P 144A 06.5000 06/30/2027 | 0.01% |
| AUTONATION INC. 05.5000 02/01/2020 | 0.01% |
| BWAY HOLDING CO P/P 144A 07.2500 04/15/2025 | 0.01% |
| CHEVRON CORP 02.1000 05/16/2021 | 0.01% |
| CMLTI 2005-2 1A2A 04.7729 05/25/2035 | 0.01% |
| COCA-COLA EUROPEAN PARTNERS SEDOL BYQQ3P5 | 0.01% |
| CONSOLIDATED EDISON INC 02.0000 03/15/2020 | 0.01% |
| DUKE ENERGY CORP 04.2000 06/15/2049 | 0.01% |
| FAIRFAX US INC P/P 144A 04.8750 08/13/2024 | 0.01% |
| FEDERATIVE REP OF BRAZIL USD 04.2500 01/07/2025 | 0.01% |
| FISERV INC SEDOL 2342034 | 0.01% |
| GOLDEN NUGGET INC P/P 144A 06.7500 10/15/2024 | 0.01% |
| HOME DEPOT INC 02.6250 06/01/2022 | 0.01% |
| NIELSEN FIN LLC/CO P/P 144A 05.0000 04/15/2022 | 0.01% |
| NUCOR CORP SEDOL 2651086 | 0.01% |
| OMNICOM GP/OMNICOM CAP 03.6000 04/15/2026 | 0.01% |
| PPSI 2004-WCW2 M3 02.7580 10/25/2034 | 0.01% |
| PRUDENTIAL FINANCIAL INC 05.2000 03/15/2044 | 0.01% |
| PULTEGROUP INC. 07.8750 06/15/2032 | 0.01% |
| RENAISSANCERE HOLDINGS LTD SEDOL 2728429 | 0.01% |
| SWISS PRIME SITE-REG SEDOL B083BH4 | 0.01% |
| VERIZON COMMUNICATIONS 05.2500 03/16/2037 | 0.01% |
| WAMU 2004-AR12 A2B 02.6280 10/25/2044 | 0.01% |
| WFCM 2013-LC12 C 04.4199 07/15/2046 | 0.01% |
| ALLISON TRANSMISSION P/P 144A 04.7500 10/01/2027 | 0.01% |
| AXA SA P/P 144A 06.3790 12/29/2049 | 0.01% |
| BANFF MERGER SUB INC P/P 144A 09.7500 09/01/2026 | 0.01% |
| BERKSHIRE HATHAWAY E 03.8000 07/15/2048 | 0.01% |
| BIG RVR STL/FIN P/P 144A 07.2500 09/01/2025 | 0.01% |
| BRAND ENERGY & I P/P 144A 08.5000 07/15/2025 | 0.01% |
| CBRE SERVICES INC 04.8750 03/01/2026 | 0.01% |
| CFCRE 2011-C1 D P/P 144A 06.2719 04/15/2044 | 0.01% |
| COMM 2014-CR18 C 04.8870 07/15/2047 | 0.01% |
| COMPASS MIN INTL P/P 144A 06.7500 12/01/2027 | 0.01% |
| CRC ESCROW ISSUER LL P/P 144A 05.2500 10/15/2025 | 0.01% |
| DOMINICAN REPUBLIC REGS 08.6250 04/20/2027 | 0.01% |
| ENBRIDGE INC USD 04.5000 06/10/2044 | 0.01% |
| FHMS K099 X1 IO 01.0058 09/25/2029 | 0.01% |
| GREAT LAKES D&D 08.0000 05/15/2022 | 0.01% |
| HKT TRUST AND HKT LTD-SS SEDOL B4TXDZ3 | 0.01% |
| HOWARD HUGHES CORP P/P 144A 05.3750 03/15/2025 | 0.01% |
| HUNTINGTON BANCSHARES 04.3500 02/04/2023 | 0.01% |
| IBM CORP 01.8750 08/01/2022 | 0.01% |
| INTEL CORP SEDOL 2463247 | 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% |
| JACK OHIO FIN LLC/FI P/P 144A 06.7500 11/15/2021 | 0.01% |
| JOHNSON CONTROLS INTERNATION SEDOL BY7QL61 | 0.01% |
| LMAT 2019-GS7 A1 03.2500 06/25/2059 | 0.01% |
| LOEWS CORP SEDOL 2523022 | 0.01% |
| LPL HOLDINGS INC P/P 144A 05.7500 09/15/2025 | 0.01% |
| MTR CORP SEDOL 6290054 | 0.01% |
| NOMURA REAL ESTATE HOLDINGS SEDOL B1CWJM5 | 0.01% |
| NORDEA BANK ABP P/P 144A 02.2500 05/27/2021 | 0.01% |
| ORACLE CORP 02.5000 10/15/2022 | 0.01% |
| ORACLE CORP JAPAN SEDOL 6141680 | 0.01% |
| REGIONS FINANCIAL CORP 02.7500 08/14/2022 | 0.01% |
| REPUBLIC OF SOUTH AFRICA USD 04.8500 09/27/2027 | 0.01% |
| SANTANDER UK PLC P/P 144A 05.0000 11/07/2023 | 0.01% |
| SCIENTIFIC GAMES P/P 144A 07.2500 11/15/2029 | 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% |
| VERIZON COMMUNICATIONS 04.4000 11/01/2034 | 0.01% |
| VIDEOTRON LTD USD 05.0000 07/15/2022 | 0.01% |
| WAMU 2005-AR11 A1B3 02.1080 08/25/2045 | 0.01% |
| WATCO COS LLC/FI P/P 144A 06.3750 04/01/2023 | 0.01% |
| WFRBS 2011-C5 D P/P 144A 05.8516 11/15/2044 | 0.01% |
| ZOETIS INC 03.9000 08/20/2028 | 0.01% |
| AMGEN INC 02.6000 08/19/2026 | 0.01% |
| AMGEN INC 03.4500 10/01/2020 | 0.01% |
| APPLE INC 03.8500 05/04/2043 | 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% |
| BRIDGESTONE CORP SEDOL 6132101 | 0.01% |
| CCO HLDGS LLC/CAP C P/P 144A 05.5000 05/01/2026 | 0.01% |
| CITIGROUP INC 03.8870 01/10/2028 | 0.01% |
| CITIGROUP INC 04.4500 09/29/2027 | 0.01% |
| COMM 2012-CR2 AM 03.7910 08/15/2045 | 0.01% |
| CROWN CASTLE INTL CORP 03.6500 09/01/2027 | 0.01% |
| CROWN CASTLE INTL CORP 03.7000 06/15/2026 | 0.01% |
| CVS HEALTH CORP 03.7000 03/09/2023 | 0.01% |
| ELI LILLY & CO SEDOL 2516152 | 0.01% |
| GOLDEN NUGGET INC P/P 144A 08.7500 10/01/2025 | 0.01% |
| GOOGLE INC 03.3750 02/25/2024 | 0.01% |
| GSMS 2010-C1 D P/P 144A 06.1974 08/10/2043 | 0.01% |
| JFE HOLDINGS INC SEDOL 6543792 | 0.01% |
| L3HARRIS TECH INC P/P 144A 04.4000 06/15/2028 | 0.01% |
| MATTAMY GROUP CORP P/P 144A 05.2500 12/15/2027 | 0.01% |
| MEREDITH CORP 06.8750 02/01/2026 | 0.01% |
| MITSUBISHI UFJ FIN GRP USD 03.5350 07/26/2021 | 0.01% |
| 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% |
| PORSCHE AUTOMOBIL HLDG-PRF SEDOL 7101069 | 0.01% |
| REFINITIV US HLDG P/P 144A 06.2500 05/15/2026 | 0.01% |
| SANOFI SEDOL 5671735 | 0.01% |
| SCIENTIFIC GAMES P/P 144A 08.2500 03/15/2026 | 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% |
| TOTAL CAPITAL INTL SA USD 02.7500 06/19/2021 | 0.01% |
| TRANSDIGM INC P/P 144A 05.5000 11/15/2027 | 0.01% |
| UBSCM 2012-C1 C P/P 144A 05.7560 05/10/2045 | 0.01% |
| WFCM 2013-LC12 AS 04.4199 07/15/2046 | 0.01% |
| WFRBS 2013-C15 D P/P 144A 04.6435 08/15/2046 | 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% |
| APPLE INC 04.3750 05/13/2045 | 0.01% |
| BB&T CORPORATION 04.8000 12/31/2099 | 0.01% |
| BMC EAST LLC P/P 144A 05.5000 10/01/2024 | 0.01% |
| BMIR 2019-4A M1C P/P 144A 04.2080 10/25/2029 | 0.01% |
| BP CAPITAL MARKETS PLC USD 02.3150 02/13/2020 | 0.01% |
| CGCMT 2014-GC19 D P/P 144A 05.2617 03/10/2047 | 0.01% |
| CHARTER COMM OPT LLC 04.9080 07/23/2025 | 0.01% |
| CISCO SYSTEMS INC 02.5000 09/20/2026 | 0.01% |
| COMM 2014-CR17 C 04.9478 05/10/2047 | 0.01% |
| CORNERSTONE BUILDING P/P 144A 08.0000 04/15/2026 | 0.01% |
| CREDIT SUISSE GRP AG P/P 144A 03.8690 01/12/2029 | 0.01% |
| CWALT 2006-OA19 A1 01.9036 02/20/2047 | 0.01% |
| DOMINICAN REPUBLIC REGS 06.5000 02/15/2048 | 0.01% |
| GREIF INC P/P 144A 06.5000 03/01/2027 | 0.01% |
| HONGKONG LAND HOLDINGS LTD SEDOL 6434915 | 0.01% |
| HUSKY TLB L+300 04.7016 03/28/2025 | 0.01% |
| INGEVITY CORP P/P 144A 04.5000 02/01/2026 | 0.01% |
| ISTAR INC 04.7500 10/01/2024 | 0.01% |
| ITRON INC P/P 144A 05.0000 01/15/2026 | 0.01% |
| KLEPIERRE SEDOL 7582556 | 0.01% |
| MACQUARIE BANK LTD P/P 144A 02.8500 07/29/2020 | 0.01% |
| MIDAMERICAN FUNDING LLC 06.9270 03/01/2029 | 0.01% |
| MSBAM 2014-C14 C 05.0993 02/15/2047 | 0.01% |
| PFIZER INC 03.0000 12/15/2026 | 0.01% |
| PQ CORP P/P 144A 05.7500 12/15/2025 | 0.01% |
| RITE AID CORP P/P 144A 06.1250 04/01/2023 | 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% |
| SIX FLAGS ENT P/P 144A 04.8750 07/31/2024 | 0.01% |
| STAPLES INC. P/P 144A 10.7500 04/15/2027 | 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% |
| 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% |
| ALLEGHENY TECHNOLOGIES INC 07.8750 08/15/2023 | 0.01% |
| ALLERGAN FUNDING SCS USD 03.8000 03/15/2025 | 0.01% |
| ALTICE LUXEMBOURG SA P/P 144A 10.5000 05/15/2027 | 0.01% |
| APPLE INC 02.8500 05/11/2024 | 0.01% |
| ARCELORMITTAL USD 07.0000 10/15/2039 | 0.01% |
| ASCEND LEARNING LLC P/P 144A 06.8750 08/01/2025 | 0.01% |
| BAUSCH HLTH AMERICAS P/P 144A 08.5000 01/31/2027 | 0.01% |
| BAUSCH HLTH AMERICAS P/P 144A 09.2500 04/01/2026 | 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% |
| CGCMT 2014-GC19 AS 04.3450 03/10/2047 | 0.01% |
| CITIGROUP INC 04.7500 05/18/2046 | 0.01% |
| CNO FINANCIAL GROUP INC 05.2500 05/30/2025 | 0.01% |
| COMCAST CORP 03.4500 02/01/2050 | 0.01% |
| COVEY PARK ENERGY LL P/P 144A 07.5000 05/15/2025 | 0.01% |
| DCP MIDSTREAM P/P 144A 06.7500 09/15/2037 | 0.01% |
| DEUTSCHE TELEKOM INT FIN USD 08.7500 06/15/2030 | 0.01% |
| DIAMOND SPORTS P/P 144A 05.3750 08/15/2026 | 0.01% |
| DOMINICAN REPUBLIC REGS 06.0000 07/19/2028 | 0.01% |
| ENTERCOM MEDIA CORP P/P 144A 07.2500 11/01/2024 | 0.01% |
| ERAC USA FINANCE LLC P/P 144A 05.6250 03/15/2042 | 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 2013-LC11 C 03.9582 04/15/2046 | 0.01% |
| KINDER MORGAN ENER PART 05.4000 09/01/2044 | 0.01% |
| MAXIM INTEGRATED PRODUCTS SEDOL 2573760 | 0.01% |
| MORGAN STANLEY 02.7500 05/19/2022 | 0.01% |
| NABORS INDUSTRIES INC. 05.7500 02/01/2025 | 0.01% |
| PRECISION DRILL P/P 144A 07.1250 01/15/2026 | 0.01% |
| PROVIDENT FDG/PFG FI P/P 144A 06.3750 06/15/2025 | 0.01% |
| REP OF INDONESIA P/P 144A 03.3750 04/15/2023 | 0.01% |
| SANTANDER UK GROUP H P/P 144A 04.7500 09/15/2025 | 0.01% |
| SCOTTS MIRACLE-GRO P/P 144A 04.5000 10/15/2029 | 0.01% |
| SERVICE CORPORATION INTL 04.6250 12/15/2027 | 0.01% |
| SMURFIT KAPPA TREASURY USD 07.5000 11/20/2025 | 0.01% |
| STARWOOD PROP TR 04.7500 03/15/2025 | 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% |
| TOPBUILD CORP P/P 144A 05.6250 05/01/2026 | 0.01% |
| US CONCRETE INC 06.3750 06/01/2024 | 0.01% |
| WAMU 2007-HY2 1A1 03.8129 12/25/2036 | 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-C11 AS 03.3110 03/15/2045 | 0.01% |
| WFRBS 2014-C24 XA IO 00.9926 11/15/2047 | 0.01% |
| ALIMENTATION COUCHE-TARD 3.550000 07/26/2027 | 0.01% |
| ALTICE FRANCE P/P 144A 07.3750 05/01/2026 | 0.01% |
| AMGEN INC 04.6630 06/15/2051 | 0.01% |
| ANHEUSER-BUSCH INBEV WOR 04.7500 01/23/2029 | 0.01% |
| ANHEUSER-BUSCH INBEV WOR 05.5500 01/23/2049 | 0.01% |
| APERGY CORP 06.3750 05/01/2026 | 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% |
| AT&T INC 02.9500 07/15/2026 | 0.01% |
| BAUSCH HEALTH COS INC REGS 04.5000 05/15/2023 | 0.01% |
| BOMBARDIER INC P/P 144A 07.5000 12/01/2024 | 0.01% |
| BOMBARDIER INC P/P 144A 07.8750 04/15/2027 | 0.01% |
| CAS 2014-C03 2M2 04.6080 07/25/2024 | 0.01% |
| CAS 2014-C04 1M2 06.6080 11/25/2024 | 0.01% |
| CBRE SERVICES INC 05.2500 03/15/2025 | 0.01% |
| CBS CORP 04.6000 01/15/2045 | 0.01% |
| CF INDUSTRIES INC 04.9500 06/01/2043 | 0.01% |
| CHENIERE CORP CHRIST 05.8750 03/31/2025 | 0.01% |
| CISCO SYSTEMS INC 05.9000 02/15/2039 | 0.01% |
| CONSTELLIUM SE P/P 144A 05.8750 02/15/2026 | 0.01% |
| CROWN CASTLE INTL CORP 03.8000 02/15/2028 | 0.01% |
| CSX CORP 04.1000 03/15/2044 | 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% |
| DOLLAR GENERAL CORP 03.2500 04/15/2023 | 0.01% |
| ENTERCOM MEDIA CORP P/P 144A 06.5000 05/01/2027 | 0.01% |
| FIRST QUANTUM MINERA P/P 144A 07.5000 04/01/2025 | 0.01% |
| FIVE CORNERS FUNDING P/P 144A 04.4190 11/15/2023 | 0.01% |
| GFL ENVIRONMENTA P/P 144A 08.5000 05/01/2027 | 0.01% |
| GNR 2016-123 LI IO 03.5000 03/20/2044 | 0.01% |
| HCA INC 05.0000 03/15/2024 | 0.01% |
| HCA INC 05.2500 06/15/2026 | 0.01% |
| HCA INC 05.3750 09/01/2026 | 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% |
| IPALCO ENTPRS IN 03.7000 09/01/2024 | 0.01% |
| JOHNSON CONTROLS INTL PL 04.9500 07/02/2064 | 0.01% |
| KEURIG DR PEPPER INC 04.0570 05/25/2023 | 0.01% |
| KINDER MORGAN ENER PART 03.5000 03/01/2021 | 0.01% |
| MITSUBISHI UFJ FIN GRP USD 03.8500 03/01/2026 | 0.01% |
| NATIONAL AUSTRALIA BK/NY 02.8750 04/12/2023 | 0.01% |
| NATIONSTAR MORT/ 06.5000 07/01/2021 | 0.01% |
| NRG ENERGY INC P/P 144A 05.2500 06/15/2029 | 0.01% |
| PNC BANK NA 02.7000 11/01/2022 | 0.01% |
| QORVO INC SEDOL BR9YYP4 | 0.01% |
| S&P GLOBAL INC 04.4000 02/15/2026 | 0.01% |
| SHERWIN-WILLIAMS CO 03.4500 06/01/2027 | 0.01% |
| SIX FLAGS ENT P/P 144A 05.5000 04/15/2027 | 0.01% |
| SPRINGLEAF FINANCE CORP 05.3750 11/15/2029 | 0.01% |
| STACR 2014-HQ2 M3 05.4580 09/25/2024 | 0.01% |
| STACR 2017-DNA1 M2 04.9580 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% |
| TCI COMMUNICATIONS INC 07.1250 02/15/2028 | 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% |
| TRI POINTE GROUP / HOMES 05.8750 06/15/2024 | 0.01% |
| UBSCM 2017-C7 XA IO 01.2121 12/15/2050 | 0.01% |
| UNITEDHEALTH GROUP INC 02.7500 02/15/2023 | 0.01% |
| UNITEDHEALTH GROUP INC 03.9500 10/15/2042 | 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% |
| WASTE PRO USA INC P/P 144A 05.5000 02/15/2026 | 0.01% |
| AHM 2007-1 GA1C 02.0128 05/25/2047 | 0.01% |
| AIB GROUP PLC SEDOL BF0L353 | 0.01% |
| ALBERTSONS COS LLC P/P 144A 07.5000 03/15/2026 | 0.01% |
| ARDAGH PKG FIN/HLDGS P/P 144A 04.1250 08/15/2026 | 0.01% |
| AROUNDTOWN SA SEDOL BF0CK44 | 0.01% |
| ARRW 2019-1 A3 04.2080 01/25/2049 | 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% |
| BAUSCH HLTH COS INC P/P 144A 09.0000 12/15/2025 | 0.01% |
| BERRY GLOBAL INC 05.1250 07/15/2023 | 0.01% |
| BGC PARTNERS INC 05.1250 05/27/2021 | 0.01% |
| CARRIAGE SVCS INC P/P 144A 06.6250 06/01/2026 | 0.01% |
| CENOVUS ENERGY INC USD 06.7500 11/15/2039 | 0.01% |
| CHARTER COMM OPT LLC/CAP 04.8000 03/01/2050 | 0.01% |
| CIGNA CORP P/P 144A 04.5000 03/15/2021 | 0.01% |
| CNO FINANCIAL GROUP INC 05.2500 05/30/2029 | 0.01% |
| COMM 2013-CR11 XA IO 01.0964 08/10/2050 | 0.01% |
| COMM 2014-CR17 XA IO 01.1441 05/10/2047 | 0.01% |
| COMM 2014-UBS6 XA IO 01.0469 12/10/2047 | 0.01% |
| DEERE & COMPANY 02.6000 06/08/2022 | 0.01% |
| DIAMONDBACK ENERGY INC 05.3750 05/31/2025 | 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% |
| ENERGY TRANSFER OPERATNG 05.2000 02/01/2022 | 0.01% |
| EPR PROPERTIES 05.7500 CUM CV PFD | 0.01% |
| FERGUSON PLC SEDOL BJVNSS4 | 0.01% |
| FIDELITY NATIONAL INFORM 04.2500 05/15/2028 | 0.01% |
| FRESENIUS MEDICAL CARE AG & SEDOL 5129074 | 0.01% |
| GATES GLOBAL LLC P/P 144A 06.0000 07/15/2022 | 0.01% |
| GNR 2013-99 AS IO 04.3264 06/20/2043 | 0.01% |
| GOEASY LTD P/P 144A 05.3750 12/01/2024 | 0.01% |
| GSMS 2014-GC22 XA IO 01.1424 06/10/2047 | 0.01% |
| HEINEKEN HOLDING NV SEDOL B0CCH46 | 0.01% |
| HMIR 2018-1 M1 P/P 144A 03.3080 10/25/2028 | 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% |
| INTERNATIONAL PAPER CO 03.0000 02/15/2027 | 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% |
| MARSH & MCLENNAN COS INC 04.3750 03/15/2029 | 0.01% |
| MARSH & MCLENNAN COS INC 04.9000 03/15/2049 | 0.01% |
| MBX.FN30.500.10 R USL1M P 01/12/41 CI | 0.01% |
| MSC 2011-C3 D P/P 144A 05.4193 07/15/2049 | 0.01% |
| NATIONAL AUSTRALIA BANK LTD SEDOL 6624608 | 0.01% |
| NEWELL BRANDS INC 04.2000 04/01/2026 | 0.01% |
| NEXSTAR BROADC P/P 144A 05.6250 08/01/2024 | 0.01% |
| NRG ENERGY INC 06.6250 01/15/2027 | 0.01% |
| PANTHER BF AGGRE 2 P/P 144A 08.5000 05/15/2027 | 0.01% |
| PARK-OHIO INDUSTRIES INC 06.6250 04/15/2027 | 0.01% |
| PENSKE TRUCK LEASING P/P 144A 03.9000 02/01/2024 | 0.01% |
| PUBLICIS GROUPE SEDOL 4380429 | 0.01% |
| REP OF INDONESIA P/P 144A 04.7500 01/08/2026 | 0.01% |
| ROGERS COMMUNICATIONS IN USD 08.7500 05/01/2032 | 0.01% |
| ROYAL BK SCOTLND GRP PLC USD 04.8920 05/18/2029 | 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% |
| SECOM CO LTD SEDOL 6791591 | 0.01% |
| SERVICE PROPERTIES TRUST 04.3750 02/15/2030 | 0.01% |
| SHELL INTERNATIONAL FIN USD 01.8750 05/10/2021 | 0.01% |
| SINCLAIR TELE P/P 144A 05.5000 03/01/2030 | 0.01% |
| STACR 2014-HQ3 M3 06.4580 10/25/2024 | 0.01% |
| UBS GROUP AG REGS 06.8750 12/29/2049 | 0.01% |
| WAMU 2005-AR9 A1C3 02.6680 07/25/2045 | 0.01% |
| WEEKLEY HOMES LLC 06.0000 02/01/2023 | 0.01% |
| WESTPAC BANKING CORP USD 02.0000 08/19/2021 | 0.01% |
| WR GRACE & CO-CONN P/P 144A 05.6250 10/01/2024 | 0.01% |
| 1011778 BC / NEW RED P/P 144A 03.8750 01/15/2028 | 0.01% |
| ALBERTSONS COS/SAFE P/P 144A 04.6250 01/15/2027 | 0.01% |
| ALTICE FRANCE SA P/P 144A 05.5000 01/15/2028 | 0.01% |
| AMC ENT HOLDIN 05.8750 11/15/2026 | 0.01% |
| ANTERO RESOURCES 05.3750 11/01/2021 | 0.01% |
| ASCENT RESOURCES/AEU P/P 144A 10.0000 04/01/2022 | 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% |
| BEACON ROOFING SUPP P/P 144A 04.8750 11/01/2025 | 0.01% |
| BMIR 2017-1 M1 P/P 144A 03.4080 10/25/2027 | 0.01% |
| BRISTOL-MYERS P/P 144A 03.4000 07/26/2029 | 0.01% |
| BROOKFIELD RESID PRO P/P 144A 06.1250 07/01/2022 | 0.01% |
| CAMDEN PROPERTY TRUST 04.8750 06/15/2023 | 0.01% |
| CAPITAL ONE FINANCIAL CO 04.2000 10/29/2025 | 0.01% |
| CAS 2017-C01 1EB1 02.9580 07/25/2029 | 0.01% |
| CLEAN TEQ HOLDINGS LTD SEDOL B291LT3 | 0.01% |
| COMCAST CORP 04.0490 11/01/2052 | 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% |
| CROWN CORK & SEAL CO INC 07.3750 12/15/2026 | 0.01% |
| CSC HOLDINGS LLC P/P 144A 05.7500 01/15/2030 | 0.01% |
| CSC HOLDINGS LLC P/P 144A 07.7500 07/15/2025 | 0.01% |
| ENDO LTD/FIN LLC/FIN P/P 144A 06.0000 02/01/2025 | 0.01% |
| ESH HOSPITALITY INC P/P 144A 05.2500 05/01/2025 | 0.01% |
| FHR 3829 AS IO 05.1846 03/15/2041 | 0.01% |
| FISERV INC 03.5000 07/01/2029 | 0.01% |
| FREEDOM MTGE CORP P/P 144A 08.1250 11/15/2024 | 0.01% |
| FREEDOM MTGE CORP P/P 144A 08.2500 04/15/2025 | 0.01% |
| FRONTIER COMM 11.0000 09/15/2025 | 0.01% |
| GLP CAPITAL LP / FIN II 05.2500 06/01/2025 | 0.01% |
| GNR 2015-H24 BI IO 01.6717 08/20/2065 | 0.01% |
| GNR 2015-H26 EI IO 01.7825 10/20/2065 | 0.01% |
| GSMS 2013-GC10 XA IO 01.6498 02/10/2046 | 0.01% |
| GW B-CR SECURITY P/P 144A 09.5000 11/01/2027 | 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% |
| KKR GROUP FIN CO III P/P 144A 05.1250 06/01/2044 | 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% |
| LLOYDS BANKING GROUP PLC USD 04.5000 11/04/2024 | 0.01% |
| LOUISIANA-PACIFIC CORPORATION 04.8750 09/15/2024 | 0.01% |
| MICROSOFT CORP 02.4000 02/06/2022 | 0.01% |
| MWST 2018-W1 A 02.5580 11/25/2051 | 0.01% |
| NATIONSTAR MTG P/P 144A 08.1250 07/15/2023 | 0.01% |
| NCHET 2003-4 M1 02.8330 10/25/2033 | 0.01% |
| NETFLIX INC 04.8750 04/15/2028 | 0.01% |
| NEWFIELD EXPLORATION CO 05.7500 01/30/2022 | 0.01% |
| NOVELIS CORP P/P 144A 06.2500 08/15/2024 | 0.01% |
| NRG ENERGY INC. 07.2500 05/15/2026 | 0.01% |
| NSTAR ELECTRIC CO 02.3750 10/15/2022 | 0.01% |
| POWER SOLUTIONS TLB L+350 05.7344 04/30/2026 | 0.01% |
| QVC INC 04.8500 04/01/2024 | 0.01% |
| ROYAL BK SCOTLND GRP PLC USD 07.5000 12/29/2049 | 0.01% |
| SABRE GLBL INC P/P 144A 05.3750 04/15/2023 | 0.01% |
| SPECTRA ENERGY PARTNERS 03.3750 10/15/2026 | 0.01% |
| SPRINGLEAF FINANCE CORP 06.8750 03/15/2025 | 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% |
| SWEDISH MATCH AB SEDOL 5048566 | 0.01% |
| TD AMERITRADE HOLDING CORP SEDOL 2983154 | 0.01% |
| TENNANT CO 05.6250 05/01/2025 | 0.01% |
| TMX FIN LLC/TITLEMAX P/P 144A 11.1250 04/01/2023 | 0.01% |
| TRANSOCEAN SENTR P/P 144A 05.3750 05/15/2023 | 0.01% |
| TRIVIUM PACK FIN P/P 144A 05.5000 08/15/2026 | 0.01% |
| UBSBB 2012-C4 XA IO P/P 144A 01.7781 12/10/2045 | 0.01% |
| VIACOM INC 04.5000 03/01/2021 | 0.01% |
| WASTE MANAGEMENT INC. 04.7500 06/30/2020 | 0.01% |
| WFRBS 2012-C9 XB IO P/P 144A 00.8756 11/15/2045 | 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% |
| 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% |
| ALTRIA GROUP INC | 0.01% |
| AMSTED INDUSTRIES P/P 144A 05.6250 07/01/2027 | 0.01% |
| ANTERO RESOURCES FIN 05.1250 12/01/2022 | 0.01% |
| APPLE INC 03.4500 05/06/2024 | 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% |
| BECTON DICKINSON AND CO 03.7000 06/06/2027 | 0.01% |
| BUILDERS FIRSTSOURCE P/P 144A 06.7500 06/01/2027 | 0.01% |
| BWAY CORP TLB L+325 05.2343 04/03/2024 | 0.01% |
| CENTENE CORP 04.7500 05/15/2022 | 0.01% |
| CFCRE 2011-C2 D P/P 144A 05.9326 12/15/2047 | 0.01% |
| CGCMT 2012-GC8 XA IO P/P 144A 01.9355 09/10/2045 | 0.01% |
| CGCMT 2014-GC21 X IO 01.3450 05/10/2047 | 0.01% |
| CHEMOURS CO 07.0000 05/15/2025 | 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 03.1500 03/01/2026 | 0.01% |
| CROWN CASTLE INTL CORP 04.8750 04/15/2022 | 0.01% |
| DENBURY RESOURCES IN P/P 144A 09.0000 05/15/2021 | 0.01% |
| DH EUROPE FINANCE II USD 03.4000 11/15/2049 | 0.01% |
| DIAMONDBACK ENERGY INC 03.2500 12/01/2026 | 0.01% |
| ENERGY TRANSFER OPERATNG 06.1250 12/15/2045 | 0.01% |
| FIFTH THIRD BANCORP 05.1000 12/29/2049 | 0.01% |
| GBP/USD CALL 1.33 20200123 BANKAM | 0.01% |
| GENERAL DYNAMICS CORP 03.6000 11/15/2042 | 0.01% |
| GMAC CAPITAL TRUST I PCT 07.6948 | 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% |
| HANESBRANDS INC P/P 144A 04.6250 05/15/2024 | 0.01% |
| HONEYWELL INTL 03.8120 11/21/2047 | 0.01% |
| HSBC HOLDINGS PLC SEDOL 0540528 | 0.01% |
| ICAHN ENTER/FIN 06.7500 02/01/2024 | 0.01% |
| INTERNATIONAL LEASE FIN CORP 05.8750 08/15/2022 | 0.01% |
| JAGUAR HL / PPDI P/P 144A 06.3750 08/01/2023 | 0.01% |
| JPMCC 2012-LC9 D P/P 144A 04.5825 12/15/2047 | 0.01% |
| JPMORGAN CHASE & CO 06.1000 02/01/2049 | 0.01% |
| KINDER MORGAN ENER PART 03.4500 02/15/2023 | 0.01% |
| MATTAMY GROUP CORP P/P 144A 06.8750 12/15/2023 | 0.01% |
| MBX.FN30.500.09 R USL1M P 01/12/40 BC | 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% |
| MGM RESORTS INTL 06.6250 12/15/2021 | 0.01% |
| MLMI 2005-A2 A2 04.4618 02/25/2035 | 0.01% |
| MSBAM 2014-C17 XA IO 01.2676 08/15/2047 | 0.01% |
| MSRR 2015-R4 CB1 02.6465 08/26/2047 | 0.01% |
| NATIONAL GRID PLC SEDOL BDR05C0 | 0.01% |
| NEUBERGER BERMAN GRP P/P 144A 04.8750 04/15/2045 | 0.01% |
| PENN NATIONAL GAMING P/P 144A 05.6250 01/15/2027 | 0.01% |
| PENSKE AUTO GRP INC 05.7500 10/01/2022 | 0.01% |
| PETROBRAS GLOBAL FIN P/P 144A 05.0930 01/15/2030 | 0.01% |
| PETROLEOS MEXICANOS P/P 144A 06.8400 01/23/2030 | 0.01% |
| PETROLEOS MEXICANOS P/P 144A 07.6900 01/23/2050 | 0.01% |
| PPL CAPITAL FUNDING INC 04.2000 06/15/2022 | 0.01% |
| PRUDENTIAL FINANCIAL INC 05.6250 06/15/2043 | 0.01% |
| QORVO INC 05.5000 07/15/2026 | 0.01% |
| SABINE PASS LIQUEFAC 05.7500 05/15/2024 | 0.01% |
| SES SEDOL B00ZQQ2 | 0.01% |
| SS&C TECH INC P/P 144A 05.5000 09/30/2027 | 0.01% |
| TALLGRASS NRG PRTNR P/P 144A 05.5000 01/15/2028 | 0.01% |
| TREASURY BILL 00.0000 04/16/2020 | 0.01% |
| WESTPAC BANKING CORP USD 04.4210 07/24/2039 | 0.01% |
| WFRBS 2012-C9 XA IO P/P 144A 02.0581 11/15/2045 | 0.01% |
| WOLVERINE WORLD WIDE P/P 144A 05.0000 09/01/2026 | 0.01% |
| WPX ENERGY INC 05.7500 06/01/2026 | 0.01% |
| WPX ENERGY INC 08.2500 08/01/2023 | 0.01% |
| ZIGGO BV P/P 144A 05.5000 01/15/2027 | 0.01% |
| ABC SUPPLY CO INC P/P 144A 05.7500 12/15/2023 | 0.00% |
| ALLEGHENY TECHNOLOGIES 05.9500 01/15/2021 | 0.00% |
| ALLIANT HOLDINGS P/P 144A 06.7500 10/15/2027 | 0.00% |
| ASCEND LEARNING LLC P/P 144A 06.8750 08/01/2025 | 0.00% |
| AT&T INC 04.3000 02/15/2030 | 0.00% |
| AZRIELI GROUP LTD SEDOL B5MN1W0 | 0.00% |
| BUILDERS FIRSTSOURCE P/P 144A 05.6250 09/01/2024 | 0.00% |
| CALPINE CORP P/P 144A 05.2500 06/01/2026 | 0.00% |
| CAS 2015-C01 1M2 06.0080 02/25/2025 | 0.00% |
| CHS/COMMUNITY HEALT P/P 144A 08.1250 06/30/2024 | 0.00% |
| CIGNA CORP SEDOL BHJ0775 | 0.00% |
| CLEAR CHANNEL WORLD P/P 144A 09.2500 02/15/2024 | 0.00% |
| COMMSCOPE INC P/P 144A 08.2500 03/01/2027 | 0.00% |
| CON EDISON CO OF NY INC 04.2000 03/15/2042 | 0.00% |
| CONCHO RESOURCES INC 03.7500 10/01/2027 | 0.00% |
| CROWN AMER/CAP 04.7500 02/01/2026 | 0.00% |
| CSC HOLDINGS LLC 06.7500 11/15/2021 | 0.00% |
| CVS PASS-THROUGH P/P 144A 04.7040 01/10/2036 | 0.00% |
| CWALT 2005-27 1A1 02.5571 08/25/2035 | 0.00% |
| DRESDNER FDG TRST I P/P 144A 08.1510 06/30/2031 | 0.00% |
| EQUINOR ASA USD 05.1000 08/17/2040 | 0.00% |
| FORD MOTOR CO SEDOL 2615468 | 0.00% |
| FOX CORP - CLASS B SEDOL BJJMGY5 | 0.00% |
| FRONTIER COMM P/P 144A 08.5000 04/01/2026 | 0.00% |
| GARTNER INC P/P 144A 05.1250 04/01/2025 | 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 BL6161 06.0000 12/20/2048 | 0.00% |
| HSBC USA INC 03.5000 06/23/2024 | 0.00% |
| ICAHN ENTER P/P 144A 04.7500 09/15/2024 | 0.00% |
| ICAHN ENTERPRISES/FI 06.2500 02/01/2022 | 0.00% |
| IHEARTCOMMUNICATIONS INC 06.3750 05/01/2026 | 0.00% |
| INDIGO NATURAL P/P 144A 06.8750 02/15/2026 | 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% |
| KFC HLD/PIZZA HUT/TA P/P 144A 04.7500 06/01/2027 | 0.00% |
| KRATON POLYMERS LLC/ P/P 144A 07.0000 04/15/2025 | 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% |
| MEG ENERGY CORP P/P 144A 06.5000 01/15/2025 | 0.00% |
| MERCK & CO INC 02.9000 03/07/2024 | 0.00% |
| MOLINA HEALTHCARE IN 05.3750 11/15/2022 | 0.00% |
| NETFLIX INC P/P 144A 05.3750 11/15/2029 | 0.00% |
| NEWS CORP - CLASS A SEDOL BBGVT40 | 0.00% |
| NN GROUP NV SEDOL BNG8PQ9 | 0.00% |
| PACKAGING CORP OF AMERIC 04.5000 11/01/2023 | 0.00% |
| PENSKE AUTOMOTIVE GROUP 05.3750 12/01/2024 | 0.00% |
| PENSKE AUTOMOTIVE GROUP 05.5000 05/15/2026 | 0.00% |
| RESIDEO FUNDING INC P/P 144A 06.1250 11/01/2026 | 0.00% |
| ROBERTSHAW TL 2L L+800 09.7500 02/28/2026 | 0.00% |
| ROBERTSHAW US HOLDING L+325 05.0000 02/28/2025 | 0.00% |
| ROSE ROCK MIDSTREAM/ 05.6250 07/15/2022 | 0.00% |
| SESI LLC 07.1250 12/15/2021 | 0.00% |
| SM ENERGY CO 06.7500 09/15/2026 | 0.00% |
| SOLERA LLC / SOLERA P/P 144A 10.5000 03/01/2024 | 0.00% |
| SPRINGLEAF FINANCE CORP 06.6250 01/15/2028 | 0.00% |
| STACR 2019-DNA1 M2 04.3580 01/25/2049 | 0.00% |
| TENET HEALTHCARE 04.6250 07/15/2024 | 0.00% |
| TRANSDIGM INC. 06.5000 07/15/2024 | 0.00% |
| TRANSOCEAN PONTUS LT P/P 144A 06.1250 08/01/2025 | 0.00% |
| TRANSOCEAN POSEIDON P/P 144A 06.8750 02/01/2027 | 0.00% |
| UNITEDHEALTH GROUP INC 02.8750 03/15/2022 | 0.00% |
| VERTIV GROUP CORP P/P 144A 09.2500 10/15/2024 | 0.00% |
| VERTIV INT HOLD CORP P/P 144A 12.0000 02/15/2022 | 0.00% |
| VISTRA ENERGY CORP P/P 144A 08.1250 01/30/2026 | 0.00% |
| VISTRA OPERATION P/P 144A 05.0000 07/31/2027 | 0.00% |
| VISTRA OPERATIONS CO P/P 144A 05.6250 02/15/2027 | 0.00% |
| VMWARE INC 03.9000 08/21/2027 | 0.00% |
| WELLCARE HEALTH PLANS 05.2500 04/01/2025 | 0.00% |
| WFRBS 2012-C10 XA IO P/P 144A 01.6936 12/15/2045 | 0.00% |
| 1.525 R ISWP FWD US0003M P 12/18/2029 | 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% |
| ALLERGAN FUNDING SCS USD 03.4500 03/15/2022 | 0.00% |
| ALLY FINANCIAL INC 08.0000 03/15/2020 | 0.00% |
| AMC ENTERTAINMENT HLDGS 05.7500 06/15/2025 | 0.00% |
| ATHENE HOLDING LTD-CLASS A SEDOL BZ13MZ1 | 0.00% |
| AUD/USD 01/15/2020 UBS | 0.00% |
| AUTOMATION TOOLING S P/P 144A 06.5000 06/15/2023 | 0.00% |
| BANK OF MONTREAL USD 03.8030 12/15/2032 | 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% |
| BOMBARDIER INC P/P 144A 08.7500 12/01/2021 | 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% |
| BOYD GAMING CORPORATION 06.8750 05/15/2023 | 0.00% |
| BROOKFIELD RESID P/P 144A 06.2500 09/15/2027 | 0.00% |
| BSCMS 2006-PW11 B P/P 144A 05.8095 03/11/2039 | 0.00% |
| CAS 2015-C02 1M2 05.7080 05/25/2025 | 0.00% |
| CAS 2019-HRP1 M2 03.8580 11/25/2039 | 0.00% |
| CAS 2019-R02 1M2 04.0080 08/25/2031 | 0.00% |
| CBS OUT AMER CAP LLC 05.8750 03/15/2025 | 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 06.6250 05/15/2023 | 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% |
| COMCAST CORP 02.3500 01/15/2027 | 0.00% |
| COMMSCOPE INC P/P 144A 06.0000 03/01/2026 | 0.00% |
| CREDIT ACCEPTANC P/P 144A 06.6250 03/15/2026 | 0.00% |
| CWALT 2006-24CB A13 02.0580 08/25/2036 | 0.00% |
| DISH NETWORK CV 03.3750 08/15/2026 | 0.00% |
| DUN & BRADSTREET COR P/P 144A 06.8750 08/15/2026 | 0.00% |
| FREEPORT-MCMORAN INC 05.4500 03/15/2043 | 0.00% |
| GATES GLOBAL TLB L+275 04.4516 03/31/2024 | 0.00% |
| GBP/USD 12/18/2019 SSBT | 0.00% |
| GENERAL DYNAMICS CORP 02.2500 11/15/2022 | 0.00% |
| GETLINK SE SEDOL B292JQ9 | 0.00% |
| GNMA GII30 AY2298 04.7000 05/20/2067 | 0.00% |
| GNMA GII30 AY4779 04.5090 03/20/2067 | 0.00% |
| GNMA GII30 BA7681 04.6260 06/20/2067 | 0.00% |
| GNMA GII30 BB0107 04.7000 08/20/2067 | 0.00% |
| GNMA GII30 BL6016 06.0000 02/20/2049 | 0.00% |
| GNMA GII30 BL6185 06.0000 01/20/2049 | 0.00% |
| GNMA GII30 BL6216 06.0000 03/20/2049 | 0.00% |
| GNMA GII30 BL6235 06.0000 04/20/2049 | 0.00% |
| GO DADDY OPCO/FINCO P/P 144A 05.2500 12/01/2027 | 0.00% |
| HESS MIDSTREAM P P/P 144A 05.1250 06/15/2028 | 0.00% |
| HOLOGIC INC P/P 144A 04.3750 10/15/2025 | 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% |
| ISTAR INC. 05.2500 09/15/2022 | 0.00% |
| JOSEPH T RYERSON & S P/P 144A 11.0000 05/15/2022 | 0.00% |
| LABORATORY CRP OF AMER HLDGS SEDOL 2586122 | 0.00% |
| LEVEL 3 FIN INC P/P 144A 04.6250 09/15/2027 | 0.00% |
| MAUSER PACKAGING SOL P/P 144A 05.5000 04/15/2024 | 0.00% |
| MEG ENERGY CORP P/P 144A 06.3750 01/30/2023 | 0.00% |
| MERCER INTL INC USD 05.5000 01/15/2026 | 0.00% |
| MSAC 2004-HE6 M1 02.5330 08/25/2034 | 0.00% |
| NEIMAN MARCUS TL L+600 07.7710 10/25/2023 | 0.00% |
| NETFLIX INC. 06.3750 05/15/2029 | 0.00% |
| NRG ENERGY INC 05.7500 01/15/2028 | 0.00% |
| OASIS PETROLEUM INC 06.8750 03/15/2022 | 0.00% |
| ONO PHARMACEUTICAL CO LTD SEDOL 6660107 | 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% |
| POMEGRANATE MERGER S P/P 144A 09.7500 05/01/2023 | 0.00% |
| QVC INC 04.4500 02/15/2025 | 0.00% |
| REVLON CONS TLB L+350 05.4091 09/07/2023 | 0.00% |
| SCIENTIFIC GAMES P/P 144A 07.0000 05/15/2028 | 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% |
| SM ENERGY CO 06.1250 11/15/2022 | 0.00% |
| SPECTRUM BRANDS INC P/P 144A 05.0000 10/01/2029 | 0.00% |
| SPRINGLEAF FINANCE CORP 07.1250 03/15/2026 | 0.00% |
| SPRINT SPECTRUM P/P 144A 03.3600 09/20/2021 | 0.00% |
| STACR 2015-HQ2 M2 03.6580 05/25/2025 | 0.00% |
| T-MOBILE USA INC 04.5000 02/01/2026 | 0.00% |
| TARGA RESOURCES PART P/P 144A 06.5000 07/15/2027 | 0.00% |
| TAYLOR MORRISON COMM P/P 144A 05.7500 01/15/2028 | 0.00% |
| TENET HEALTHCARE P/P 144A 06.2500 02/01/2027 | 0.00% |
| TRAVELPORT TLB L+500 07.5413 05/30/2026 | 0.00% |
| TREASURY BILL 00.0000 02/20/2020 | 0.00% |
| WFCM 2016-LC25 XA IO 01.1417 12/15/2059 | 0.00% |
| YUM! BRANDS INC P/P 144A 04.7500 01/15/2030 | 0.00% |
| 1.45 R ISWP FWD US0003M P 12/18/2024 | 0.00% |
| AIR MEDICAL MERGER S P/P 144A 06.3750 05/15/2023 | 0.00% |
| AKZO NOBEL N.V. SEDOL BJ2KSG2 | 0.00% |
| AMC ENTERTAINMENT HLDGS 06.1250 05/15/2027 | 0.00% |
| ANHEUSER-BUSCH INBEV WOR 02.5000 07/15/2022 | 0.00% |
| AUD/USD 01/15/2020 RBSF | 0.00% |
| AUD/USD 01/15/2020 SSBT | 0.00% |
| BANK OF AMERICA CORP 06.5000 10/29/2049 | 0.00% |
| BAUSCH HLTH COS INC P/P 144A 06.5000 03/15/2022 | 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% |
| BERRY GLOBAL INC 05.5000 05/15/2022 | 0.00% |
| BOYD GAMING CORP 06.3750 04/01/2026 | 0.00% |
| CANADIAN UTILITIES LTD-A SEDOL 2172639 | 0.00% |
| CAS 2015-C02 2M2 05.7080 05/25/2025 | 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% |
| COMCAST CORP 03.9990 11/01/2049 | 0.00% |
| COMMSCOPE INC P/P 144A 05.5000 03/01/2024 | 0.00% |
| COMPASS MINERALS INT P/P 144A 04.8750 07/15/2024 | 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% |
| CREDIT ACCEPTANC 07.3750 03/15/2023 | 0.00% |
| ELDORADO RESORTS INC 07.0000 08/01/2023 | 0.00% |
| ENERGIZER HLDG INC P/P 144A 06.3750 07/15/2026 | 0.00% |
| EQUINIX INC 05.8750 01/15/2026 | 0.00% |
| FHR 3072 SM 04.2533 11/15/2035 | 0.00% |
| GENON 939CER907 | 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% |
| GNMA GII30 BL6219 06.0000 03/20/2049 | 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% |
| INCEPTION MRGR/RACK P/P 144A 08.6250 11/15/2024 | 0.00% |
| INTERCONTINENTAL EXCHANGE IN SEDOL BFSSDS9 | 0.00% |
| IOS.FN30.400.10 R USL1M P 01/12/41 BC | 0.00% |
| JO-ANN STORES 2NDL L+925 10.9580 05/21/2024 | 0.00% |
| JO-ANN STORES TL L+500 06.9340 10/16/2023 | 0.00% |
| JPMBB 2013-C17 XA IO 00.9264 01/15/2047 | 0.00% |
| KYUSHU RAILWAY COMPANY SEDOL BD2BST6 | 0.00% |
| LENNAR CORP 05.8750 11/15/2024 | 0.00% |
| MASONITE INTL C P/P 144A 05.3750 02/01/2028 | 0.00% |
| MATTAMY GROUP CORP P/P 144A 06.5000 10/01/2025 | 0.00% |
| MBX.FN30.450.09 R USL1M P 01/12/40 BC | 0.00% |
| MGM GROWTH/MGM FINANCE 04.5000 01/15/2028 | 0.00% |
| MICROSOFT CORP 05.3000 02/08/2041 | 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% |
| NUTRIEN LTD USD 05.2500 01/15/2045 | 0.00% |
| PARTY CITY HLDG INC P/P 144A 06.1250 08/15/2023 | 0.00% |
| PETROBRAS GLOBAL FIN USD 05.9990 01/27/2028 | 0.00% |
| PUBLIC SERVICE ELECTRIC 05.5000 03/01/2040 | 0.00% |
| RAYTHEON COMPANY 04.8750 10/15/2040 | 0.00% |
| REGENCY ENERGY P 04.5000 11/01/2023 | 0.00% |
| REPSOL SA SEDOL 5669354 | 0.00% |
| REPUBLIC OF VENEZUELA REGS 08.2500 10/13/2024 | 0.00% |
| SM ENERGY CO 05.0000 01/15/2024 | 0.00% |
| SPECTRUM BRANDS INC 06.1250 12/15/2024 | 0.00% |
| SPRINT COMMUNICATIONS INC. 07.0000 08/15/2020 | 0.00% |
| STEEL DYNAMICS INC 05.0000 12/15/2026 | 0.00% |
| SUBARU CORP SEDOL 6356406 | 0.00% |
| T-MOBILE USA INC 06.3750 03/01/2025 | 0.00% |
| T-MOBILE USA INC. 04.0000 04/15/2022 | 0.00% |
| TARGA RESOURCES PART P/P 144A 06.8750 01/15/2029 | 0.00% |
| TECK RESOURCES LIMITED USD 03.7500 02/01/2023 | 0.00% |
| TRANSOCEAN INC 07.5000 04/15/2031 | 0.00% |
| TREASURY BILL 00.0000 04/23/2020 | 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% |
| VIPER ENERGY P/P 144A 05.3750 11/01/2027 | 0.00% |
| WELLCARE HLTH PLANS P/P 144A 05.3750 08/15/2026 | 0.00% |
| WEWORK COS INC P/P 144A 07.8750 05/01/2025 | 0.00% |
| WMG ACQUISITION CORP P/P 144A 05.5000 04/15/2026 | 0.00% |
| ZEKELMAN IND INC P/P 144A 09.8750 06/15/2023 | 0.00% |
| ABC SUPPLY CO INC P/P 144A 05.8750 05/15/2026 | 0.00% |
| AKER BP ASA P/P 144A 05.8750 03/31/2025 | 0.00% |
| ALLY FINANCIAL INC 03.8750 05/21/2024 | 0.00% |
| APACHE CORPORATION 03.2500 04/15/2022 | 0.00% |
| ARCELORMITTAL USD 06.1250 06/01/2025 | 0.00% |
| ASCENT RESOURCES/AR P/P 144A 07.0000 11/01/2026 | 0.00% |
| AUD/JPY PUT 70.00 20200214 CITI | 0.00% |
| AUD/JPY PUT 70.00 20200214 GSFX | 0.00% |
| AUD/USD 01/15/2020 JPMCB | 0.00% |
| BERRY GLOBAL INC P/P 144A 04.5000 02/15/2026 | 0.00% |
| CALIFORNIA RESOURC TL L+475 06.4516 12/31/2022 | 0.00% |
| CBS CORP 04.0000 01/15/2026 | 0.00% |
| CBS OUT AMER CAP LLC 05.6250 02/15/2024 | 0.00% |
| CHEMOURS CO 05.3750 05/15/2027 | 0.00% |
| CINEMARK USA INC 04.8750 06/01/2023 | 0.00% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 CS | 0.00% |
| COMCAST CORP 06.5000 11/15/2035 | 0.00% |
| DELTA AIR LINES 2009 1A 07.7500 12/17/2019 | 0.00% |
| EAGLE HLDG CO II LLC P/P 144A 07.7500 05/15/2022 | 0.00% |
| ELDORADO RESORTS INC 06.0000 09/15/2026 | 0.00% |
| EOG RESOURCES INC 04.1500 01/15/2026 | 0.00% |
| FEDEX CORP 02.6250 08/01/2022 | 0.00% |
| FHR 3065 DC 14.5639 03/15/2035 | 0.00% |
| FIDELITY NATIONAL INFORM 03.0000 08/15/2026 | 0.00% |
| FNMA FN30 971053 04.5000 02/01/2039 | 0.00% |
| FNR 2007-53 SP 17.9373 06/25/2037 | 0.00% |
| FRAC TECH INTL TLB L+475 06.4516 04/16/2021 | 0.00% |
| GENERAL MOTORS FINL CO 04.0000 01/15/2025 | 0.00% |
| GLENCORE PLC SEDOL B4T3BW6 | 0.00% |
| HCA INC. 07.5000 02/15/2022 | 0.00% |
| IHS MARKIT LTD P/P 144A 04.0000 03/01/2026 | 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% |
| LAMB WESTON HOLDINGS P/P 144A 04.6250 11/01/2024 | 0.00% |
| LIVE NATION ENT P/P 144A 04.7500 10/15/2027 | 0.00% |
| MATTEL INC P/P 144A 05.8750 12/15/2027 | 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 01.8500 02/10/2020 | 0.00% |
| MOLINA HEALTHCARE IN P/P 144A 04.8750 06/15/2025 | 0.00% |
| MXN/USD 01/15/2020 BANKAM | 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% |
| NEW GOLD INC P/P 144A 06.2500 11/15/2022 | 0.00% |
| NOBLE HOLDING INTL LTD USD 07.7500 01/15/2024 | 0.00% |
| OASIS PETROLEUM INC P/P 144A 06.2500 05/01/2026 | 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% |
| PRESTIGE BRANDS INC P/P 144A 05.1250 01/15/2028 | 0.00% |
| QUEBECOR MEDIA INC USD 05.7500 01/15/2023 | 0.00% |
| RACKSPACE HOSTING INC L+300 04.9021 11/03/2023 | 0.00% |
| REALOGY GRP / CO P/P 144A 09.3750 04/01/2027 | 0.00% |
| REPUBLIC OF VENEZUELA REGS 09.0000 05/07/2023 | 0.00% |
| STACR 2018-HQA2 M2 04.0080 10/25/2048 | 0.00% |
| STACR 2019-HQA1 M2 04.0580 02/25/2049 | 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% |
| THE SHERWIN-WILLIAMS COMPANY 02.7500 06/01/2022 | 0.00% |
| TOWNSQUARE MEDIA INC P/P 144A 06.5000 04/01/2023 | 0.00% |
| VALARIS PLC USD 07.7500 02/01/2026 | 0.00% |
| 1.4925 R ISWP US0003M P 10/04/2029 | 0.00% |
| 1.519 R ISWP US0003M P 10/02/2024 | 0.00% |
| 1.58 R ISWP FWD US0003M P 12/18/2021 | 0.00% |
| AIR LEASE CORP 02.5000 03/01/2021 | 0.00% |
| ALLEGHENY TECHNOLOGIES 05.8750 12/01/2027 | 0.00% |
| BP CAP MARKETS AMERICA 03.9370 09/21/2028 | 0.00% |
| BRL/USD 02/04/2020 GSFX | 0.00% |
| CALIFORNIA RESOURCES P/P 144A 08.0000 12/15/2022 | 0.00% |
| CALPINE CORP P/P 144A 05.8750 01/15/2024 | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 JP | 0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS | 0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 JP | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CS | 0.00% |
| CNH/USD 02/19/2020 HSBCB | 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% |
| ENERGIZER HLDG INC P/P 144A 07.7500 01/15/2027 | 0.00% |
| EQUINIX INC 03.2000 11/18/2029 | 0.00% |
| FHR 2990 LB 12.4335 06/15/2034 | 0.00% |
| FHR 3249 PS 16.4492 12/15/2036 | 0.00% |
| FNR 2005-75 GS 15.1260 08/25/2035 | 0.00% |
| FNR 2006-62 PS 29.6520 07/25/2036 | 0.00% |
| FNR 2006-8 HP 18.3040 03/25/2036 | 0.00% |
| GNMA GII30 BJ9611 04.5000 05/20/2049 | 0.00% |
| GNMA GII30 BM4196 06.0000 04/20/2049 | 0.00% |
| GNMA GII30 BN1506 04.5000 05/20/2049 | 0.00% |
| GNMA GII30 BN1509 05.0000 05/20/2049 | 0.00% |
| GNMA GII30 BN2618 04.5000 05/20/2049 | 0.00% |
| GNR 2010-9 QI IO 04.5000 01/20/2040 | 0.00% |
| IHEARTMEDIA INC - CLASS A SEDOL BJVR9Y9 | 0.00% |
| IHEARTMEDIA TL L+400 05.6911 05/01/2026 | 0.00% |
| IOS.FN30.350.14 R USL1M P 01/12/45 CS | 0.00% |
| LBUBS 2006-C6 XCL IO P/P 144A 00.7770 09/15/2039 | 0.00% |
| MALLINCKRODT FIN/SB P/P 144A 05.5000 04/15/2025 | 0.00% |
| MSC 2007-HQ11 C 05.5580 02/12/2044 | 0.00% |
| NABORS INDUSTRIES INC. 05.5000 01/15/2023 | 0.00% |
| NZD/USD 01/15/2020 UBS | 0.00% |
| ORACLE CORP 02.5000 05/15/2022 | 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% |
| SASC 2006-AM1 A4 01.8680 04/25/2036 | 0.00% |
| STACR 2019-DNA2 M2 04.1580 03/25/2049 | 0.00% |
| STANDARD IND INC P/P 144A 04.7500 01/15/2028 | 0.00% |
| STEEL DYNAMICS INC 04.1250 09/15/2025 | 0.00% |
| STEEL DYNAMICS INC 05.2500 04/15/2023 | 0.00% |
| T-MOBILE USA INC 05.3750 04/15/2027 | 0.00% |
| TOLEDO EDISON COMPANY 07.2500 05/01/2020 | 0.00% |
| TRANSDIGM INC 06.5000 05/15/2025 | 0.00% |
| 1.512 R ISWP US0003M P 10/04/2021 | 0.00% |
| ADVANZ PHARMA CORP SEDOL BH4P601 | 0.00% |
| ANHEUSER-BUSCH INBEV WOR 04.1500 01/23/2025 | 0.00% |
| AUD/USD 01/15/2020 GSFX | 0.00% |
| AVAYA HOLDINGS CORP SEDOL BD9G9B3 | 0.00% |
| BACM 2005-1 XW IO P/P 144A 00.0000 11/10/2042 | 0.00% |
| BACM 2007-1 XW IO 00.4018 01/15/2049 | 0.00% |
| BACM 2007-5 XW IO P/P 144A 00.0000 02/10/2051 | 0.00% |
| BANK OF NOVA SCOTIA USD 02.0000 11/15/2022 | 0.00% |
| BERKSHIRE HATHAWAY ENERG 06.1250 04/01/2036 | 0.00% |
| BRL/USD 02/04/2020 CITI | 0.00% |
| BSCMS 04-PR3I X1 IO 00.0000 02/11/2041 | 0.00% |
| BSCMS 06-PW14 X1 IO P/P 144A 00.4989 12/11/2038 | 0.00% |
| BSCMS 2006-PW11 C P/P 144A 05.8095 03/11/2039 | 0.00% |
| CAD/USD 01/15/2020 BANKAM | 0.00% |
| CAD/USD 01/15/2020 BCAP-FX | 0.00% |
| CAD/USD 01/15/2020 TDBK | 0.00% |
| CD 2007-CD4 XW IO P/P 144A 01.0376 12/11/2049 | 0.00% |
| CGCMT 2006-C5 XC IO P/P 144A 00.7220 10/15/2049 | 0.00% |
| CHINA INTERNATIONAL TRAVEL-A SEDOL BP3R466 | 0.00% |
| CLEAR CHANNEL OUTDOOR HOLDIN SEDOL BJHVCH9 | 0.00% |
| CLP/USD 01/15/2020 GSFX | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 JP | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 JP | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 ML | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 MS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 MS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 MS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 MS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 MS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 MS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 MS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 MS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 MS | 0.00% |
| CMB CMBX.NA.A.7 2047-01-17 200.0 01/17/2047 CG | 0.00% |
| CMB CMBX.NA.A.7 2047-01-17 200.0 01/17/2047 CS | 0.00% |
| CMB CMBX.NA.A.7 2047-01-17 200.0 01/17/2047 JP | 0.00% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CG | 0.00% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CG | 0.00% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CS | 0.00% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CS | 0.00% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CS | 0.00% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 JP | 0.00% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 ML | 0.00% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 ML | 0.00% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 MS | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 JP | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 JP | 0.00% |
| CMB CMBX.NA.BB.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.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.6 2063-05-11 500.0 05/11/2063 CG | 0.00% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 JP | 0.00% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 JP | 0.00% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 JP | 0.00% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 JP | 0.00% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 MS | 0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CG | 0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CG | 0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CG | 0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CS | 0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CS | 0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CS | 0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS | 0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS | 0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 MS | 0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 MS | 0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 MS | 0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 MS | 0.00% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 CG | 0.00% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 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 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 JP | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 ML | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.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 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 CG | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | 0.00% |
| 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 JP | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 ML | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | 0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 CS | 0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 GS | 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 JP | 0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 MS | 0.00% |
| COMM 2006-C8 XS IO P/P 144A 00.5546 12/10/2046 | 0.00% |
| CSFB 2003-C3 AX IO P/P 144A 02.2093 05/15/2038 | 0.00% |
| CSMC 2007-C1 AX IO P/P 144A 00.6533 02/15/2040 | 0.00% |
| CSMC 2007-C2 AX IO P/P 144A 00.0444 01/15/2049 | 0.00% |
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|---|---|
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| SYNCHRONY FINANCIAL SEDOL BP96PS6 | 0.24% |
| HERSHEY CO/THE SEDOL 2422806 | 0.24% |
| AGILENT TECHNOLOGIES INC SEDOL 2520153 | 0.24% |
| HILTON WORLDWIDE HOLDINGS IN SEDOL BYVMW06 | 0.24% |
| TREASURY BILL 00.0000 11/07/2019 | 0.23% |
| KERING SEDOL 5505072 | 0.23% |
| AMERIPRISE FINANCIAL INC SEDOL B0J7D57 | 0.23% |
| CATERPILLAR INC SEDOL 2180201 | 0.23% |
| OMNICOM GROUP SEDOL 2279303 | 0.22% |
| TARGET CORP SEDOL 2259101 | 0.22% |
| AFLAC INC SEDOL 2026361 | 0.22% |
| FNMA FN30 FM1521 UMBS 04.0000 05/01/2049 | 0.22% |
| ALLIANZ SE-REG SEDOL 5231485 | 0.22% |
| EDWARDS LIFESCIENCES CORP SEDOL 2567116 | 0.22% |
| ABBVIE INC SEDOL B92SR70 | 0.22% |
| LAM RESEARCH CORP SEDOL 2502247 | 0.21% |
| ALLSTATE CORP SEDOL 2019952 | 0.21% |
| DISCOVER FINANCIAL SERVICES SEDOL B1YLC43 | 0.21% |
| MATCHPOINT FINANCE PLC 57666BZ52 DCP 12/05/2019 | 0.21% |
| NESTLE SA-REG SEDOL 7123870 | 0.21% |
| CORTEVA INC SEDOL BK73B42 | 0.21% |
| NOVO NORDISK A/S-B SEDOL BHC8X90 | 0.21% |
| FORTINET INC SEDOL B5B2106 | 0.20% |
| ZIMMER BIOMET HOLDINGS INC SEDOL 2783815 | 0.20% |
| GILEAD SCIENCES INC SEDOL 2369174 | 0.20% |
| GOLDMAN SACHS GROUP INC SEDOL 2407966 | 0.20% |
| FNMA FN30 TBA UMBS 06.0000 11/01/2049 | 0.19% |
| NOVARTIS AG-REG SEDOL 7103065 | 0.19% |
| UNILEVER NV SEDOL B1527V7 | 0.19% |
| TAKE-TWO INTERACTIVE SOFTWRE SEDOL 2122117 | 0.19% |
| CADENCE DESIGN SYS INC SEDOL 2302232 | 0.18% |
| FNMA FN30 TBA UMBS 04.0000 11/01/2049 | 0.18% |
| SONY CORP SEDOL 6821506 | 0.18% |
| BNP PARIBAS SEDOL 7309681 | 0.18% |
| ENEL SPA SEDOL 7144569 | 0.18% |
| LEIDOS HOLDINGS INC SEDOL BDV82B8 | 0.18% |
| RIO TINTO PLC SEDOL 0718875 | 0.18% |
| UNILEVER PLC SEDOL B10RZP7 | 0.18% |
| HARTFORD FINANCIAL SVCS GRP SEDOL 2476193 | 0.18% |
| ASTELLAS PHARMA INC SEDOL 6985383 | 0.17% |
| SYNOPSYS INC SEDOL 2867719 | 0.17% |
| VISTRA ENERGY CORP SEDOL BZ8VJQ8 | 0.17% |
| KDDI CORP SEDOL 6248990 | 0.17% |
| ALLERGAN PLC SEDOL BY9D546 | 0.17% |
| E*TRADE FINANCIAL CORPORATION | 0.17% |
| SUMITOMO MITSUI FINANCIAL GR SEDOL 6563024 | 0.17% |
| HOYA CORP SEDOL 6441506 | 0.16% |
| F5 NETWORKS INC SEDOL 2427599 | 0.16% |
| FNMA FN30 AL9859 UMBS 03.0000 03/01/2047 | 0.16% |
| ENTERGY CORP SEDOL 2317087 | 0.16% |
| KEYSIGHT TECHNOLOGIES IN SEDOL BQZJ0Q9 | 0.16% |
| CENTERPOINT ENERGY INC SEDOL 2440637 | 0.16% |
| PEUGEOT SA SEDOL 7103526 | 0.16% |
| HITACHI LTD SEDOL 6429104 | 0.15% |
| CF INDUSTRIES HOLDINGS INC SEDOL B0G4K50 | 0.15% |
| FNMA FN30 MA2737 UMBS 03.0000 09/01/2046 | 0.15% |
| WOOLWORTHS GROUP LTD SEDOL 6981239 | 0.15% |
| BANCO BILBAO VIZCAYA ARGENTA SEDOL 5501906 | 0.15% |
| KONINKLIJKE PHILIPS NV SEDOL 5986622 | 0.15% |
| ALTICE USA INC- A SEDOL BDRY7P9 | 0.15% |
| SANDVIK AB SEDOL B1VQ252 | 0.15% |
| HERMES INTERNATIONAL SEDOL 5253973 | 0.15% |
| ITOCHU CORP SEDOL 6467803 | 0.15% |
| SHIONOGI & CO LTD SEDOL 6804682 | 0.15% |
| HDFC BANK LIMITED SEDOL BK1N461 | 0.15% |
| LEGAL & GENERAL GROUP PLC SEDOL 0560399 | 0.14% |
| NRG ENERGY INC SEDOL 2212922 | 0.14% |
| ASHTEAD GROUP PLC SEDOL 0053673 | 0.14% |
| AVIVA PLC SEDOL 0216238 | 0.14% |
| VOLVO AB-B SHS SEDOL B1QH830 | 0.14% |
| ORIX CORP SEDOL 6661144 | 0.14% |
| AMETEK INC SEDOL 2089212 | 0.14% |
| NINTENDO CO LTD SEDOL 6639550 | 0.14% |
| WOLTERS KLUWER SEDOL 5671519 | 0.14% |
| SHIN-ETSU CHEMICAL CO LTD SEDOL 6804585 | 0.13% |
| AES CORP SEDOL 2002479 | 0.13% |
| PARTNERS GROUP HOLDING AG SEDOL B119QG0 | 0.13% |
| AVALONBAY COMMUNITIES INC SEDOL 2131179 | 0.13% |
| ALLY FINANCIAL INC SEDOL B72XK05 | 0.13% |
| DEUTSCHE TELEKOM AG-REG SEDOL 5842359 | 0.13% |
| FIAT CHRYSLER AUTOMOBILES NV SEDOL BRJFWP3 | 0.13% |
| SKANDINAVISKA ENSKILDA USD 02.3000 03/11/2020 | 0.13% |
| AENA SME SA SEDOL BVRZ8L1 | 0.13% |
| CARLSBERG AS-B SEDOL 4169219 | 0.13% |
| MICHELIN (CGDE) SEDOL 4588364 | 0.13% |
| ANNALY CAPITAL MANAGEMENT IN SEDOL 2113456 | 0.13% |
| CK ASSET HOLDINGS LTD SEDOL BYZQ077 | 0.13% |
| COVESTRO AG SEDOL BYTBWY9 | 0.13% |
| FOMENTO ECONOMICO MEX-SP ADR SEDOL 2246039 | 0.13% |
| ZOETIS INC SEDOL B95WG16 | 0.13% |
| LINCOLN NATIONAL CORP SEDOL 2516378 | 0.12% |
| PING AN INSURANCE GROUP CO-H SEDOL B01FLR7 | 0.12% |
| ARISTOCRAT LEISURE LTD SEDOL 6253983 | 0.12% |
| PINNACLE WEST CAPITAL SEDOL 2048804 | 0.12% |
| AGNC INVESTMENT CORP SEDOL BYYHJL8 | 0.12% |
| ESSITY AKTIEBOLAG-B SEDOL BF1K7P7 | 0.12% |
| LUKOIL PJSC-SPON ADR SEDOL BYZDW27 | 0.12% |
| E.ON SE SEDOL 4942904 | 0.12% |
| NORWEGIAN CRUISE LINE HOLDIN SEDOL B9CGTC3 | 0.12% |
| ANGLO AMER PLC SEDOL B1XZS82 | 0.12% |
| TELSTRA CORP LTD SEDOL 6087289 | 0.12% |
| EVERGY INC SEDOL BFMXGR0 | 0.11% |
| INVITATION HOMES INC SEDOL BD81GW9 | 0.11% |
| SERVICENOW INC SEDOL B80NXX8 | 0.11% |
| THERMO FISHER SCIENTIFIC INC SEDOL 2886907 | 0.11% |
| PULTEGROUP INC SEDOL 2708841 | 0.11% |
| NESTLE INDIA LTD SEDOL 6128605 | 0.11% |
| ASIAN PAINTS LTD SEDOL BCRWL65 | 0.11% |
| CBRE GROUP INC - A SEDOL B6WVMH3 | 0.11% |
| DEUTSCHE POST AG-REG SEDOL 4617859 | 0.11% |
| DISCOVERY INC - A SEDOL B3D7K31 | 0.11% |
| DOVER CORP SEDOL 2278407 | 0.11% |
| EQUINOR ASA SEDOL 7133608 | 0.11% |
| HD SUPPLY HOLDINGS INC SEDOL BBL5981 | 0.11% |
| HOLOGIC INC SEDOL 2433530 | 0.11% |
| BANK LEUMI LE-ISRAEL SEDOL 6076425 | 0.11% |
| AMERISOURCEBERGEN CORP | 0.10% |
| REPUBLIC SERVICES INC SEDOL 2262530 | 0.10% |
| TREASURY BILL 00.0000 12/12/2019 | 0.10% |
| XEROX HOLDINGS CORP SEDOL BJJD5G3 | 0.10% |
| FNMA FN30 BM5024 UMBS 03.0000 11/01/2048 | 0.10% |
| A-LIVING SVCS CO LTD SEDOL BFWK4M2 | 0.10% |
| CREDIT AGRICOLE SA SEDOL 7262610 | 0.10% |
| ABN AMRO BANK NV-CVA SEDOL BYQP136 | 0.10% |
| FUJIFILM HOLDINGS CORP SEDOL 6356525 | 0.10% |
| SANTOS LTD SEDOL 6776703 | 0.10% |
| VERISK ANALYTICS INC SEDOL B4P9W92 | 0.10% |
| VICI PROPERTIES INC SEDOL BYWH073 | 0.10% |
| SIEMENS FINANCIERING P/P 144A 02.2000 03/16/2020 | 0.10% |
| CIA PARANAENSE DE ENERGI-PFB | 0.10% |
| COCA-COLA HBC AG-DI SEDOL B9895B7 | 0.10% |
| JUNIPER NETWORKS INC SEDOL 2431846 | 0.10% |
| VORNADO REALTY TRUST SEDOL 2933632 | 0.10% |
| UCB SA SEDOL 5596991 | 0.10% |
| ACS ACTIVIDADES SEDOL B01FLQ6 | 0.09% |
| HEIDELBERGCEMENT AG SEDOL 5120679 | 0.09% |
| NIPPON TELEGRAPH & TELEPHONE SEDOL 6641373 | 0.09% |
| BOOZ ALLEN HAMILTON HOLDINGS SEDOL B5367T7 | 0.09% |
| BRIXMOR PROPERTY GROUP INC SEDOL BFTDJL8 | 0.09% |
| DENTSPLY SIRONA INC SEDOL BYNPPC6 | 0.09% |
| EASTMAN CHEMICAL CO SEDOL 2298386 | 0.09% |
| HEICO CORP SEDOL 2419217 | 0.09% |
| CHAILEASE HOLDING CO LTD SEDOL B58J1S8 | 0.09% |
| DUKE REALTY CORP SEDOL 2284084 | 0.09% |
| HANG SENG BANK LTD SEDOL 6408374 | 0.09% |
| JUBILANT FOODWORKS LTD SEDOL B3PRM66 | 0.09% |
| MEDICAL PROPERTIES TRUST INC SEDOL B0JL5L9 | 0.09% |
| AURIZON HOLDINGS LTD SEDOL B87CVM3 | 0.09% |
| GARMIN LTD SEDOL B3Z5T14 | 0.09% |
| STORE CAPITAL CORP SEDOL BSKRKJ5 | 0.09% |
| ASSOCIATED BRITISH FOODS PLC SEDOL 0673123 | 0.09% |
| AT&T INC SEDOL 2831811 | 0.09% |
| FACEBOOK INC-CLASS A SEDOL B7TL820 | 0.09% |
| WESTPAC BANKING CORP USD 02.1500 03/06/2020 | 0.09% |
| CHINA LESSO GROUP HOLDINGS L SEDOL BCDBKF8 | 0.09% |
| IRB BRASIL RESSEGUROS SA SEDOL BYZ6D56 | 0.09% |
| STEEL DYNAMICS INC SEDOL 2849472 | 0.09% |
| FAURECIA SEDOL 4400446 | 0.09% |
| NEW RESIDENTIAL INVESTMENT SEDOL BRJ9GW0 | 0.09% |
| STACR 2016-DNA2 M3 06.4728 10/25/2028 | 0.09% |
| VERIZON COMM 04.3290 09/21/2028 | 0.08% |
| BALL CORP SEDOL 2073022 | 0.08% |
| LI NING CO LTD SEDOL B01JCK9 | 0.08% |
| ROPER TECHNOLOGIES INC SEDOL 2749602 | 0.08% |
| BF0101 03.5000 06/01/2056 | 0.08% |
| 3I GROUP PLC SEDOL B1YW440 | 0.08% |
| GEBERIT AG-REG SEDOL B1WGG93 | 0.08% |
| GLAXOSMITHKLINE PLC SEDOL 0925288 | 0.08% |
| TELEDYNE TECHNOLOGIES INC SEDOL 2503477 | 0.08% |
| DEUTSCHE BOERSE AG SEDOL 7021963 | 0.08% |
| IDEX CORP SEDOL 2456612 | 0.08% |
| NEXON CO LTD SEDOL B63QM77 | 0.08% |
| ENI SPA SEDOL 7145056 | 0.08% |
| HENDERSON LAND DEVELOPMENT SEDOL 6420538 | 0.08% |
| SHOPRITE HOLDINGS LTD SEDOL 6801575 | 0.08% |
| WULIANGYE YIBIN CO LTD-A SEDOL BD5CPG2 | 0.08% |
| BERRY GLOBAL GROUP INC SEDOL B8BR3H3 | 0.08% |
| CLICKS GROUP LTD SEDOL 6105578 | 0.08% |
| TELEKOMUNIKASI INDONESIA PER SEDOL BD4T6W7 | 0.08% |
| US FOODS HOLDING CORP SEDOL BYVFC94 | 0.08% |
| BHP GROUP PLC SEDOL BH0P3Z9 | 0.08% |
| YUM CHINA HOLDINGS INC SEDOL BYW4289 | 0.08% |
| MEDIATEK INC SEDOL 6372480 | 0.08% |
| PETROBRAS GLOBAL FINANCE USD 06.2500 03/17/2024 | 0.08% |
| SPST 2018-8 A 02.7459 02/24/2020 | 0.08% |
| WALT DISNEY COMPANY P/P 144A 07.7500 12/01/2045 | 0.08% |
| X 5 RETAIL GROUP NV-REGS GDR SEDOL B07T3T9 | 0.08% |
| ALLISON TRANSMISSION HOLDING SEDOL B4PZ892 | 0.07% |
| CAPGEMINI SE SEDOL 4163437 | 0.07% |
| FORTESCUE METALS GROUP LTD SEDOL B2B2B49 | 0.07% |
| ARKEMA SEDOL B0Z5YZ2 | 0.07% |
| AXALTA COATING SYSTEMS LTD SEDOL BSFWCF5 | 0.07% |
| KAR AUCTION SERVICES INC SEDOL B4Y1MH7 | 0.07% |
| TAISEI CORP SEDOL 6870100 | 0.07% |
| SAFARICOM PLC SEDOL B2QN3J6 | 0.07% |
| BALOISE HOLDING AG - REG SEDOL 7124594 | 0.07% |
| BRITISH AMERICAN TOBACCO PLC SEDOL 0287580 | 0.07% |
| INTERPUBLIC GROUP OF COS INC SEDOL 2466321 | 0.07% |
| JAPAN AIRLINES CO LTD SEDOL B8BRV46 | 0.07% |
| LEGRAND SA SEDOL B11ZRK9 | 0.07% |
| UNUM GROUP SEDOL 2433842 | 0.07% |
| CREDICORP LTD SEDOL 2232878 | 0.07% |
| THAI BEVERAGE PCL SEDOL B15F664 | 0.07% |
| TOTVS SA SEDOL B10LQP6 | 0.07% |
| CAMDEN PROPERTY TRUST SEDOL 2166320 | 0.07% |
| COMMERCIAL INTL BANK-GDR REG SEDOL 5668287 | 0.07% |
| HIKARI TSUSHIN INC SEDOL 6416322 | 0.07% |
| LG HOUSEHOLD & HEALTH CARE SEDOL 6344456 | 0.07% |
| PPG INDUSTRIES INC SEDOL 2698470 | 0.07% |
| SHENZHOU INTERNATIONAL GROUP SEDOL B0MP1B0 | 0.07% |
| SUN COMMUNITIES INC SEDOL 2860257 | 0.07% |
| HOCHTIEF AG SEDOL 5108664 | 0.07% |
| IMPERIAL BRANDS PLC SEDOL 0454492 | 0.07% |
| KBC GROUP NV SEDOL 4497749 | 0.07% |
| REINSURANCE GROUP OF AMERICA SEDOL 2731193 | 0.07% |
| WEST JAPAN RAILWAY CO SEDOL 6957995 | 0.07% |
| ASPEN TECHNOLOGY INC SEDOL 2051868 | 0.07% |
| CRH PLC SEDOL 4182249 | 0.07% |
| FAIR ISAAC CORP SEDOL 2330299 | 0.07% |
| GOLDMAN SACHS GROUP INC 02.6000 12/27/2020 | 0.07% |
| MGIC INVESTMENT CORP SEDOL 2548616 | 0.07% |
| UNITED TECHNOLOGIES CORP 01.9000 05/04/2020 | 0.07% |
| NOMURA RESEARCH INSTITUTE LT SEDOL 6390921 | 0.07% |
| PROOFPOINT INC SEDOL B6VDQC3 | 0.07% |
| RELIANCE STEEL & ALUMINUM SEDOL 2729068 | 0.07% |
| 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% |
| OTSUKA CORP SEDOL 6267058 | 0.06% |
| NIELSEN HOLDINGS PLC SEDOL BWFY550 | 0.06% |
| OMV AG SEDOL 4651459 | 0.06% |
| SINO-AMERICAN SILICON PRODUC SEDOL 6335278 | 0.06% |
| DINO POLSKA SA SEDOL BD0YVN2 | 0.06% |
| GAMING AND LEISURE PROPERTIE SEDOL BFPK4S5 | 0.06% |
| HILL-ROM HOLDINGS INC SEDOL 2425924 | 0.06% |
| CHEMED CORP SEDOL 2190084 | 0.06% |
| KAKAO CORP SEDOL 6194037 | 0.06% |
| APARTMENT INVT & MGMT CO -A SEDOL BJLNBG3 | 0.06% |
| DAIWA HOUSE INDUSTRY CO LTD SEDOL 6251363 | 0.06% |
| FNMA FN30 BJ9256 UMBS 04.0000 06/01/2048 | 0.06% |
| INDUSTRIA DE DISENO TEXTIL SEDOL BP9DL90 | 0.06% |
| EQUINIX INC SEDOL BVLZX12 | 0.06% |
| ISRAEL DISCOUNT BANK -A SEDOL 6451271 | 0.06% |
| SOFTBANK GROUP CORP SEDOL 6770620 | 0.06% |
| STMICROELECTRONICS NV SEDOL 5962332 | 0.06% |
| CELANESE CORP SEDOL B05MZT4 | 0.06% |
| CK HUTCHISON HOLDINGS LTD SEDOL BW9P816 | 0.06% |
| CP ALL PCL-FOREIGN SEDOL B08YDF9 | 0.06% |
| JONES LANG LASALLE INC SEDOL 2040640 | 0.06% |
| LIBERTY PROPERTY TRUST SEDOL 2513681 | 0.06% |
| BUPA ARABIA 144A/REGS WARRANT 12/16/2021 | 0.06% |
| FU SHOU YUAN INTERNATIONAL SEDOL BH4TZ73 | 0.06% |
| JPMORGAN CHASE & CO 03.9640 11/15/2048 | 0.06% |
| MICROSOFT CORP 01.5500 08/08/2021 | 0.06% |
| COMMONWEALTH BK AUST P/P 144A 02.2000 11/09/2020 | 0.06% |
| FNMA FN30 BM1172 UMBS 03.0000 03/01/2047 | 0.06% |
| CDW CORP/DE SEDOL BBM5MD6 | 0.06% |
| GENPACT LTD SEDOL B23DBK6 | 0.06% |
| ITAU UNIBANCO H-SPON PRF ADR SEDOL 2849739 | 0.06% |
| ROKU INC SEDOL BZ1LFG7 | 0.06% |
| SUNNY FRIEND ENVIRONMENTAL T SEDOL B6RXHJ1 | 0.06% |
| DBUBS 2011-LC3A D P/P 144A 05.3341 08/10/2044 | 0.06% |
| NEW ORIENTAL EDUCATIO-SP ADR SEDOL B1CN1G6 | 0.06% |
| SINCLAIR BROADCAST GROUP -A SEDOL 2799351 | 0.06% |
| SUN HUNG KAI PROPERTIES SEDOL 6859927 | 0.06% |
| SYSCO CORP SEDOL 2868165 | 0.06% |
| FEDERAL REALTY INVS TRUST SEDOL 2333931 | 0.05% |
| INTERPUBLIC GROUP COS 04.6500 10/01/2028 | 0.05% |
| VOLTRONIC POWER TECHNOLOGY SEDOL B96HCH8 | 0.05% |
| ACCENTURE PLC-CL A SEDOL B4BNMY3 | 0.05% |
| BANK TABUNGAN PENSIUNAN NASI SEDOL BFNBJ41 | 0.05% |
| CITIGROUP INC 03.6680 07/24/2028 | 0.05% |
| CONSOLIDATED EDISON INC SEDOL 2216850 | 0.05% |
| EQUITY LIFESTYLE PROPERTIES SEDOL 2563125 | 0.05% |
| GOODMAN GROUP SEDOL B03FYZ4 | 0.05% |
| SBERBANK PJSC -SPONSORED ADR SEDOL B5SC091 | 0.05% |
| CHINA INTERNATIONAL TRAVEL-A SEDOL BP3R466 | 0.05% |
| COSTAR GROUP INC SEDOL 2262864 | 0.05% |
| FNMA FN30 BC1155 UMBS 03.0000 06/01/2046 | 0.05% |
| JUMBO SA SEDOL 7243530 | 0.05% |
| KEI INDUSTRIES LTD SEDOL B1L9PJ6 | 0.05% |
| POYA INTERNATIONAL CO LTD SEDOL 6541826 | 0.05% |
| CAS 2015-C04 2M2 07.3728 04/25/2028 | 0.05% |
| CAS 2016-C02 1M2 07.8228 09/25/2028 | 0.05% |
| JARIR MARKETING CO 144A/REGS WARRANT 02/04/2020 | 0.05% |
| MORGAN STANLEY 03.6250 01/20/2027 | 0.05% |
| SNAM SPA SEDOL 7251470 | 0.05% |
| WELLS FARGO & COMPANY 02.6000 07/22/2020 | 0.05% |
| ENERGY TRANSFER OPERA 05.8750 01/15/2024 | 0.05% |
| GENTING SINGAPORE LTD SEDOL BDRTVP2 | 0.05% |
| JPMORGAN CHASE & CO 03.6250 12/01/2027 | 0.05% |
| YANGZIJIANG SHIPBUILDING SEDOL B1VT035 | 0.05% |
| AFREECATV CO LTD SEDOL 6724508 | 0.05% |
| CME GROUP INC SEDOL 2965839 | 0.05% |
| HILTON WORLDWIDE FIN LLC 04.8750 04/01/2027 | 0.05% |
| SINBON ELECTRONICS CO LTD SEDOL 6349354 | 0.05% |
| UNITED MEXICAN STATES USD 05.5500 01/21/2045 | 0.05% |
| AMERICAN TOWER CORP 03.1250 01/15/2027 | 0.05% |
| AT&T INC. 03.8000 02/15/2027 | 0.05% |
| BANK OF AMERICA CORP 06.1100 01/29/2037 | 0.05% |
| CIT GROUP INC. 05.2500 03/07/2025 | 0.05% |
| GOLDMAN SACHS GROUP INC 03.8500 01/26/2027 | 0.05% |
| SEKISUI HOUSE LTD SEDOL 6793906 | 0.05% |
| SIRIUS XM RADIO INC P/P 144A 05.0000 08/01/2027 | 0.05% |
| TAYLOR WIMPEY PLC SEDOL 0878230 | 0.05% |
| BERKELEY GROUP HOLDINGS/THE SEDOL B02L3W3 | 0.05% |
| BROADRIDGE FINANCIAL SOLUTIO SEDOL B1VP7R6 | 0.05% |
| COMPANHIA DE LOCACAO DAS AME SEDOL B82CQN4 | 0.05% |
| RAKUTEN INC SEDOL 6229597 | 0.05% |
| BOC HONG KONG HOLDINGS LTD SEDOL 6536112 | 0.04% |
| MWST 2019-1 A 02.6228 06/25/2052 | 0.04% |
| SPST 2019-3 A 02.7459 06/24/2020 | 0.04% |
| TORONTO-DOMINION BANK USD 01.9000 12/01/2022 | 0.04% |
| UBS GROUP AG P/P 144A 03.4910 05/23/2023 | 0.04% |
| AMERICAN FINANCIAL GROUP INC SEDOL 2134532 | 0.04% |
| CAS 2016-C01 1M2 08.5728 08/25/2028 | 0.04% |
| CHARLES RIVER LABORATORIES SEDOL 2604336 | 0.04% |
| ENERGY TRANSFER OPERATNG 06.6250 02/15/2028 | 0.04% |
| FNMA FN30 AS7003 UMBS 03.0000 04/01/2046 | 0.04% |
| HANA FINANCIAL GROUP SEDOL B0RNRF5 | 0.04% |
| HOME DEPOT INC SEDOL 2434209 | 0.04% |
| NEWMARKET CORP SEDOL B01CGF1 | 0.04% |
| POPULAR INC SEDOL B86QM90 | 0.04% |
| SPST 2019-7 A 02.7459 09/24/2020 | 0.04% |
| BT GROUP PLC SEDOL 3091357 | 0.04% |
| CVS HEALTH CORP 04.7800 03/25/2038 | 0.04% |
| SUMITOMO MITSUI TRUST HOLDIN SEDOL 6431897 | 0.04% |
| TOKYO ELECTRON LTD SEDOL 6895675 | 0.04% |
| TOSOH CORP SEDOL 6900289 | 0.04% |
| MEGACABLE HOLDINGS-CPO SEDOL B292SM8 | 0.04% |
| NBCUNIVERSAL MEDIA LLC 04.3750 04/01/2021 | 0.04% |
| SALESFORCE.COM INC 03.7000 04/11/2028 | 0.04% |
| SPST 2019-11 A 02.5718 10/24/2020 | 0.04% |
| AECOM SEDOL B1VZ431 | 0.04% |
| ARMSTRONG WORLD INDUSTRIES SEDOL B1FT462 | 0.04% |
| AT&T INC 04.1000 02/15/2028 | 0.04% |
| CHARTER COMM OPT LLC 06.4840 10/23/2045 | 0.04% |
| CITIZENS BANK NA/RI 02.2500 03/02/2020 | 0.04% |
| CLP HOLDINGS LTD SEDOL 6097017 | 0.04% |
| FNMA FN30 BC2733 UMBS 03.0000 05/01/2046 | 0.04% |
| NATIONAL AUSTRALIA BK/NY 02.1250 05/22/2020 | 0.04% |
| INVESTOR AB-B SHS SEDOL 5679591 | 0.04% |
| SHERWIN-WILLIAMS CO/THE SEDOL 2804211 | 0.04% |
| SUZUKEN CO LTD SEDOL 6865560 | 0.04% |
| AUST & NZ BANKING GROUP USD 02.1250 08/19/2020 | 0.04% |
| BANK OF AMERICA CORP 03.2480 10/21/2027 | 0.04% |
| FIRSTENERGY TRANSMIS P/P 144A 05.4500 07/15/2044 | 0.04% |
| TWO HARBORS INVESTMENT CORP SEDOL BD832H2 | 0.04% |
| YANDEX NV-A SEDOL B5BSZB3 | 0.04% |
| DEUTSCHE WOHNEN SE SEDOL B0YZ0Z5 | 0.04% |
| FNMA FN30 AS8056 UMBS 03.0000 10/01/2046 | 0.04% |
| FUJITSU LTD SEDOL 6356945 | 0.04% |
| OUTFRONT MEDIA INC SEDOL BSP6611 | 0.04% |
| ROYAL BANK OF CANADA USD 02.1250 03/02/2020 | 0.04% |
| SOUTHERN CO/THE SEDOL 2829601 | 0.04% |
| STANDARD IND INC P/P 144A 05.0000 02/15/2027 | 0.04% |
| TELEFONICA EMISIONES SAU USD 04.8950 03/06/2048 | 0.04% |
| TEXAS INSTRUMENTS INC SEDOL 2885409 | 0.04% |
| TJX COMPANIES INC SEDOL 2989301 | 0.04% |
| WILCON DEPOT INC SEDOL BYXYHM7 | 0.04% |
| ALFRESA HOLDINGS CORP SEDOL 6687214 | 0.04% |
| BPCE SA P/P 144A 04.5000 03/15/2025 | 0.04% |
| EXTENDED STAY AMERICA INC SEDOL BGH3F75 | 0.04% |
| FAIRFAX FINL HLDGS USD 04.8500 04/17/2028 | 0.04% |
| FEDERATIVE REP OF BRAZIL USD 06.0000 04/07/2026 | 0.04% |
| LNSTR 2015-3 B P/P 144A 03.1498 04/20/2048 | 0.04% |
| OBAYASHI CORP SEDOL 6656407 | 0.04% |
| SVENSKA HANDELSBANKEN AB USD 01.9500 09/08/2020 | 0.04% |
| TECHTRONIC INDUSTRIES CO LTD SEDOL B0190C7 | 0.04% |
| WFRBS 2011-C2 D P/P 144A 05.6517 02/15/2044 | 0.04% |
| AMERICAN ELECTRIC POWER SEDOL 2026242 | 0.04% |
| BANQUE FED CRED MUTU P/P 144A 02.2000 07/20/2020 | 0.04% |
| CWALT 2006-OA10 4A1 02.0128 08/25/2046 | 0.04% |
| FNMA FN40 BF0171 UMBS 04.0000 01/01/2057 | 0.04% |
| IDACORP INC SEDOL 2296937 | 0.04% |
| REPUBLIC OF INDONESIA REGS 04.7500 01/08/2026 | 0.04% |
| SARTORIUS STEDIM BIOTECH SEDOL BYZ2QP5 | 0.04% |
| CF INDUSTRIES INC P/P 144A 04.5000 12/01/2026 | 0.04% |
| CHENIERE CORP CHRIST 05.1250 06/30/2027 | 0.04% |
| COMMONWEALTH BK AUST P/P 144A 02.2500 03/10/2020 | 0.04% |
| CAS 2016-C04 1M2 06.0728 01/25/2029 | 0.03% |
| CCO HOLDINGS LLC P/P 144A 05.3750 06/01/2029 | 0.03% |
| KEURIG DR PEPPER INC 04.5970 05/25/2028 | 0.03% |
| SMITH & NEPHEW PLC SEDOL 0922320 | 0.03% |
| TENCENT HOLDINGS LTD-UNS ADR SEDOL B3F2DZ7 | 0.03% |
| WEINGARTEN REALTY INVESTORS SEDOL 2946618 | 0.03% |
| WESTERN DIGITAL CORPORATION 04.7500 02/15/2026 | 0.03% |
| BCE INC SEDOL B188TH2 | 0.03% |
| CAS 2015-C04 1M2 07.5228 04/25/2028 | 0.03% |
| COCA-COLA EUROPEAN PARTNERS SEDOL BYQQ3P5 | 0.03% |
| GOLDMAN SACHS GROUP INC 04.2230 05/01/2029 | 0.03% |
| MANUF & TRADERS TRUST CO 02.0500 08/17/2020 | 0.03% |
| MICROSOFT CORP 02.4000 08/08/2026 | 0.03% |
| STACR 2015-DNA3 M2 04.6728 04/25/2028 | 0.03% |
| TESCO PLC SEDOL 0884709 | 0.03% |
| UNITED MEXICAN STATES USD 04.1500 03/28/2027 | 0.03% |
| UNITED MEXICAN STATES USD 04.5000 04/22/2029 | 0.03% |
| BRISTOL-MYERS SQUIBB CO SEDOL 2126335 | 0.03% |
| CHS/COMMUNITY HEALTH SYS 06.2500 03/31/2023 | 0.03% |
| EQUINIX INC 05.3750 05/15/2027 | 0.03% |
| JPMCC 2012-C6 E P/P 144A 05.1577 05/15/2045 | 0.03% |
| MICROSOFT CORP 03.7000 08/08/2046 | 0.03% |
| TREASURY BILL 00.0000 03/12/2020 | 0.03% |
| WILMAR INTERNATIONAL LTD SEDOL B17KC69 | 0.03% |
| BROOKFIELD PROPERTY REIT I-A SEDOL BGHFKV0 | 0.03% |
| MACQUARIE INFRASTRUCTURE COR SEDOL B1Z4VB1 | 0.03% |
| MICROCHIP TECH INC 04.3330 06/01/2023 | 0.03% |
| NRG ENERGY INC P/P 144A 04.4500 06/15/2029 | 0.03% |
| ONEMAIN HOLDINGS INC SEDOL BYSZB89 | 0.03% |
| REPUBLIC OF COLOMBIA USD 03.8750 04/25/2027 | 0.03% |
| SWISS LIFE HOLDING AG-REG SEDOL 7437805 | 0.03% |
| TPAT 2018-SL1 A P/P 144A 02.4228 01/25/2046 | 0.03% |
| CITIGROUP INC 02.6500 10/26/2020 | 0.03% |
| KONINKLIJKE AHOLD DELHAIZE N SEDOL BD0Q398 | 0.03% |
| MORGAN STANLEY 02.6500 01/27/2020 | 0.03% |
| US 10YR ULTRA FUT DEC19 UXYZ9 | 0.03% |
| ABBVIE INC 02.5000 05/14/2020 | 0.03% |
| AIR LEASE CORP 04.6250 10/01/2028 | 0.03% |
| BRISTOL-MYERS P/P 144A 02.9000 07/26/2024 | 0.03% |
| CARDINAL HEALTH INC SEDOL 2175672 | 0.03% |
| CHIMERA INVESTMENT CORP SEDOL BVZCNC0 | 0.03% |
| CWALT 2006-OA7 1A2 03.3299 06/25/2046 | 0.03% |
| FHLMC FR30 ZS4703 UMBS 03.0000 02/01/2047 | 0.03% |
| GENERAL MOTORS FINL CO 04.0000 10/06/2026 | 0.03% |
| I-SENS INC SEDOL B94K2F7 | 0.03% |
| MBX.GII30.450.10 R USL1M P 01/12/41 CS | 0.03% |
| ORACLE CORP 04.0000 11/15/2047 | 0.03% |
| SERVICEMASTER GLOBAL HOLDING SEDOL BNG8BF0 | 0.03% |
| UNITEDHEALTH GROUP INC 03.8500 06/15/2028 | 0.03% |
| VONOVIA SE SEDOL BBJPFY1 | 0.03% |
| ZEBRA TECHNOLOGIES CORP-CL A SEDOL 2989356 | 0.03% |
| ANZ NEW ZEALAND INT P/P 144A 02.8750 01/25/2022 | 0.03% |
| APPLE INC 04.2500 02/09/2047 | 0.03% |
| AXIS CAPITAL HOLDINGS LTD SEDOL 2677606 | 0.03% |
| BRDCOM CRP / FIN 03.8750 01/15/2027 | 0.03% |
| COMM 2010-C1 D P/P 144A 06.1066 07/10/2046 | 0.03% |
| DIGITAL REALTY TRUST LP 04.4500 07/15/2028 | 0.03% |
| HOLLYFRONTIER CORP SEDOL B5VX1H6 | 0.03% |
| JAPAN PRIME REALTY INVESTMEN SEDOL 6528175 | 0.03% |
| NUANCE COMMUNICATIONS INC SEDOL 2402121 | 0.03% |
| AMAZON.COM INC 03.1500 08/22/2027 | 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% |
| COGNIZANT TECH SOLUTIONS-A SEDOL 2257019 | 0.03% |
| CURTISS-WRIGHT CORP SEDOL 2241205 | 0.03% |
| ECOLAB INC 02.7000 11/01/2026 | 0.03% |
| FIDELITY NATL INFO SERV 03.7500 05/21/2029 | 0.03% |
| NOVARTIS CAPITAL CORP 04.0000 11/20/2045 | 0.03% |
| UNITEDHEALTH GROUP INC 03.1500 06/15/2021 | 0.03% |
| WFRBS 2011-C3 D P/P 144A 05.6831 03/15/2044 | 0.03% |
| CAS 2016-C03 2M2 07.7228 10/25/2028 | 0.03% |
| DANSKE BANK A/S P/P 144A 02.7000 03/02/2022 | 0.03% |
| ENTERPRISE PRODUCTS OPER 04.2500 02/15/2048 | 0.03% |
| GSMS 2011-GC3 D P/P 144A 05.6366 03/10/2044 | 0.03% |
| IPSEN SEDOL B0R7JF1 | 0.03% |
| JOHNSON CONTROLS INTL PL 04.5000 02/15/2047 | 0.03% |
| LIBERTY MEDIA COR-SIRIUSXM A SEDOL BD8QGF7 | 0.03% |
| NATIONAL AUSTRALIA BK/NY 02.5000 01/12/2021 | 0.03% |
| NATIONAL BANK OF CANADA SEDOL 2077303 | 0.03% |
| PLAINS GP HOLDINGS LP-CL A SEDOL BDGHN95 | 0.03% |
| REP OF INDONESIA P/P 144A 04.3500 01/08/2027 | 0.03% |
| THALES SA SEDOL 4162791 | 0.03% |
| TORONTO-DOMINION BANK SEDOL 2897222 | 0.03% |
| AMAZON.COM INC. 02.5000 11/29/2022 | 0.02% |
| AMERICAN EXPRESS CO SEDOL 2026082 | 0.02% |
| BANK OF AMERICA CORP 03.4990 05/17/2022 | 0.02% |
| BMW US CAPITAL LLC P/P 144A 02.0000 04/11/2021 | 0.02% |
| CDX CDX.NA.IG.33 100.0 12/20/2024 | 0.02% |
| CIGNA CORP 03.7500 07/15/2023 | 0.02% |
| CSC HOLDINGS LLC P/P 144A 07.5000 04/01/2028 | 0.02% |
| DASSAULT AVIATION SA SEDOL 4067164 | 0.02% |
| DISH DBS CORP 05.8750 11/15/2024 | 0.02% |
| EXXON MOBIL CORP SEDOL 2326618 | 0.02% |
| FIDELITY NATIONAL INFO SERV SEDOL 2769796 | 0.02% |
| FNMA FN30 AS7154 UMBS 03.0000 05/01/2046 | 0.02% |
| JPMORGAN CHASE & CO 05.3000 12/29/2049 | 0.02% |
| LAMB WESTON HOLDINGS P/P 144A 04.8750 11/01/2026 | 0.02% |
| LYONDELLBASELL INDU-CL A SEDOL B3SPXZ3 | 0.02% |
| MITSUBISHI UFJ LEASE & FINAN SEDOL 6268976 | 0.02% |
| MSBAM 2014-C17 C 04.4984 08/15/2047 | 0.02% |
| NATIONAL AUSTRALIA B P/P 144A 02.7921 12/09/2019 | 0.02% |
| NEC CORP SEDOL 6640400 | 0.02% |
| SPST 2019-WL1 A 02.4728 08/25/2052 | 0.02% |
| SUNDRUG CO LTD SEDOL 6817895 | 0.02% |
| US BANCORP 02.6250 01/24/2022 | 0.02% |
| W.R. GRACE & CO | 0.02% |
| WFRBS 2014-C22 XA IO 00.8133 09/15/2057 | 0.02% |
| AIR LEASE CORP 03.2500 10/01/2029 | 0.02% |
| BRIDGESTONE CORP SEDOL 6132101 | 0.02% |
| BROADCOM CRP / CAYM 03.5000 01/15/2028 | 0.02% |
| EQUINOR ASA USD 02.9000 11/08/2020 | 0.02% |
| GSMS 2014-GC22 C 04.6909 06/10/2047 | 0.02% |
| JPMBB 2014-C22 C 04.5567 09/15/2047 | 0.02% |
| SINGAPORE TECH ENGINEERING SEDOL 6043214 | 0.02% |
| THE BANK OF NOVA SCOTIA USD 02.7000 03/07/2022 | 0.02% |
| TRANSCANADA TRUST USD 05.3000 03/15/2077 | 0.02% |
| AUTOZONE INC SEDOL 2065955 | 0.02% |
| AXA SA SEDOL 7088429 | 0.02% |
| BAE SYSTEMS PLC SEDOL 0263494 | 0.02% |
| DOLLAR TREE INC SEDOL 2272476 | 0.02% |
| GBP/USD 12/18/2019 JPMCB | 0.02% |
| ROCHE HOLDINGS INC P/P 144A 04.0000 11/28/2044 | 0.02% |
| RUSSIAN FEDERATION P/P 144A 04.3750 03/21/2029 | 0.02% |
| SAMI 2007-AR7 1A1 02.6728 05/25/2047 | 0.02% |
| TENET HEALTHCARE P/P 144A 04.8750 01/01/2026 | 0.02% |
| COMCAST CORP 03.9690 11/01/2047 | 0.02% |
| COMMONWEALTH BK AUST P/P 144A 03.1500 09/19/2027 | 0.02% |
| COMPASS GROUP PLC SEDOL BD6K457 | 0.02% |
| CSAIL 2015-C1 D P/P 144A 03.7740 04/15/2050 | 0.02% |
| DTE ENERGY COMPANY SEDOL 2280220 | 0.02% |
| FNMA FN30 AS8074 UMBS 03.0000 10/01/2046 | 0.02% |
| HUNTINGTON NATIONAL BANK 02.3750 03/10/2020 | 0.02% |
| KINDER MORGAN INC 03.1500 01/15/2023 | 0.02% |
| LIBERTY MEDIA COR-SIRIUSXM C SEDOL BD8QGH9 | 0.02% |
| MBX.FN30.500.10 R USL1M P 01/12/41 BC | 0.02% |
| PETROBRAS GLOBAL FINANCE USD 07.3750 01/17/2027 | 0.02% |
| SPRINT CORP 07.2500 09/15/2021 | 0.02% |
| UBS AG LONDON P/P 144A 02.2000 06/08/2020 | 0.02% |
| WAMU 2005-AR12 1A8 03.8686 10/25/2035 | 0.02% |
| WFCM 2013-LC12 D P/P 144A 04.2847 07/15/2046 | 0.02% |
| AIR LIQUIDE SA SEDOL B1YXBJ7 | 0.02% |
| ALLY FINANCIAL INC 05.7500 11/20/2025 | 0.02% |
| AMER TRANS SYST P/P 144A 05.0000 09/01/2044 | 0.02% |
| AT&T INC 04.7500 05/15/2046 | 0.02% |
| BANK OF MONTREAL SEDOL 2076009 | 0.02% |
| CAS 2016-C01 2M2 08.7728 08/25/2028 | 0.02% |
| GCP APPLIED TECH P/P 144A 05.5000 04/15/2026 | 0.02% |
| MET LIFE GLOB P/P 144A 02.4000 06/17/2022 | 0.02% |
| OSHKOSH CORP 04.6000 05/15/2028 | 0.02% |
| QUEST DIAGNOSTICS INC SEDOL 2702791 | 0.02% |
| ROSS STORES INC SEDOL 2746711 | 0.02% |
| SHELL INTERNATIONAL FIN USD 02.8750 05/10/2026 | 0.02% |
| STACR 2015-DNA3 M3 06.5228 04/25/2028 | 0.02% |
| TARGA RESOURCES PART 05.0000 01/15/2028 | 0.02% |
| WALT DISNEY CO/THE SEDOL 2270726 | 0.02% |
| ALLY FINANCIAL INC 08.0000 11/01/2031 | 0.02% |
| AMERICAN ELECTRIC POWER 04.3000 12/01/2028 | 0.02% |
| BAFC 2005-B 3M1 02.5214 04/20/2035 | 0.02% |
| CAN IMPERIAL BK OF COMMERCE SEDOL 2170525 | 0.02% |
| CBS CORP 04.2000 06/01/2029 | 0.02% |
| CEMEX FINANCE LLC P/P 144A 06.0000 04/01/2024 | 0.02% |
| CFCRE 2011-C2 E P/P 144A 05.7412 12/15/2047 | 0.02% |
| FEDERATIVE REP OF BRAZIL USD 04.6250 01/13/2028 | 0.02% |
| FISERV INC 04.2000 10/01/2028 | 0.02% |
| NORTHROP GRUMMAN CORP 03.2500 01/15/2028 | 0.02% |
| NTT DOCOMO INC SEDOL 6129277 | 0.02% |
| ORACLE CORP 02.6500 07/15/2026 | 0.02% |
| PNC BANK NA 02.0000 05/19/2020 | 0.02% |
| RAYTHEON COMPANY 02.5000 12/15/2022 | 0.02% |
| SPRINT CAPITAL CORPORATION 06.8750 11/15/2028 | 0.02% |
| STAPLES INC P/P 144A 07.5000 04/15/2026 | 0.02% |
| TRK 2019-1 A1 04.3356 03/25/2022 | 0.02% |
| AIG GLOBAL FUNDING P/P 144A 02.1500 07/02/2020 | 0.02% |
| AMERICAN TOWER CORP 03.5500 07/15/2027 | 0.02% |
| BROTHER INDUSTRIES LTD SEDOL 6146500 | 0.02% |
| CANTOR FITZGERALD LP P/P 144A 06.5000 06/17/2022 | 0.02% |
| CBS CORP 02.9000 01/15/2027 | 0.02% |
| CHOCOLADEFABRIKEN LINDT-PC SEDOL 5962280 | 0.02% |
| CISCO SYSTEMS INC 02.2000 02/28/2021 | 0.02% |
| CSC HOLDINGS LLC 05.2500 06/01/2024 | 0.02% |
| EMIR 2018-1 M1 03.5228 11/25/2028 | 0.02% |
| EXXON MOBIL CORPORATION 02.2220 03/01/2021 | 0.02% |
| GLENCORE FUNDING LLC P/P 144A 04.6250 04/29/2024 | 0.02% |
| GLOBAL PAYMENTS INC 04.0000 06/01/2023 | 0.02% |
| JACK OHIO FIN LLC/FI P/P 144A 10.2500 11/15/2022 | 0.02% |
| JP MORGAN CHASE BANK NA 03.0860 04/26/2021 | 0.02% |
| KIMBERLY-CLARK CORP SEDOL 2491839 | 0.02% |
| L3HARRIS TECHNOLOGIES INC SEDOL BK9DTN5 | 0.02% |
| MORGAN STANLEY 04.3750 01/22/2047 | 0.02% |
| NAVISTAR INTL TLB L+350 05.4200 11/06/2024 | 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% |
| AES CORP/THE 05.1250 09/01/2027 | 0.02% |
| ALPHABET INC 03.6250 05/19/2021 | 0.02% |
| AMERICAN INTL GROUP 08.1750 05/15/2058 | 0.02% |
| ANALOG DEVICES INC 02.8500 03/12/2020 | 0.02% |
| ANHEUSER-BUSCH CO/IN 03.6500 02/01/2026 | 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% |
| BOLIDEN AB SEDOL BJV12J7 | 0.02% |
| CREDIT SUISSE GRP AG P/P 144A 06.2500 12/18/2024 | 0.02% |
| CWALT 2005-59 1A1 02.1803 11/20/2035 | 0.02% |
| DOW CHEMICAL CO/THE 03.5000 10/01/2024 | 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% |
| INTELSAT JACKSON HLD P/P 144A 09.7500 07/15/2025 | 0.02% |
| JPMCC 2013-LC11 X IO 01.2610 04/15/2046 | 0.02% |
| JPMORGAN CHASE & CO 02.2500 01/23/2020 | 0.02% |
| LBMLT 2004-1 A2 02.6228 02/25/2034 | 0.02% |
| MIZUHO FINANCIAL GROUP INC SEDOL 6591014 | 0.02% |
| NORTHROP GRUMMAN CORP SEDOL 2648806 | 0.02% |
| PROTECTIVE LIFE GLO P/P 144A 02.2620 04/08/2020 | 0.02% |
| TRANSDIGM INC P/P 144A 06.2500 03/15/2026 | 0.02% |
| TREASURY BILL 00.0000 11/14/2019 | 0.02% |
| TREASURY BILL 00.0000 12/05/2019 | 0.02% |
| UNITED TECHNOLOGIES CORP 04.1250 11/16/2028 | 0.02% |
| WYNN LAS VEGAS P/P 144A 05.2500 05/15/2027 | 0.02% |
| Z HOLDINGS CORP SEDOL 6084848 | 0.02% |
| BIOGEN INC 03.6250 09/15/2022 | 0.02% |
| BOISE CASCADE CO P/P 144A 05.6250 09/01/2024 | 0.02% |
| BRAMBLES LTD SEDOL B1FJ0C0 | 0.02% |
| CAS 2015-C03 2M2 06.8228 07/25/2025 | 0.02% |
| CCO HLDGS LLC/CAP CO P/P 144A 05.7500 02/15/2026 | 0.02% |
| DIAMOND SPORTS GR/DI P/P 144A 06.6250 08/15/2027 | 0.02% |
| EUTELSAT COMMUNICATIONS SEDOL B0M7KJ7 | 0.02% |
| NAVISTAR INTL CORP P/P 144A 06.6250 11/01/2025 | 0.02% |
| NTT DATA CORP SEDOL 6125639 | 0.02% |
| NUTRIEN LTD. USD 04.2000 04/01/2029 | 0.02% |
| OCCIDENTAL PETROLEUM COR 04.4000 04/15/2046 | 0.02% |
| OCCIDENTAL PETROLEUM CORP SEDOL 2655408 | 0.02% |
| PFIZER INC 01.9500 06/03/2021 | 0.02% |
| SONIC HEALTHCARE LTD SEDOL 6821120 | 0.02% |
| STACR 2016-HQA2 M3 06.9728 11/25/2028 | 0.02% |
| STEVENS HLDG CO INC P/P 144A 06.1250 10/01/2026 | 0.02% |
| TEMPO ACQ LLC/FI P/P 144A 06.7500 06/01/2025 | 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% |
| VODAFONE GROUP PLC USD 04.3750 05/30/2028 | 0.02% |
| WELLS FARGO & COMPANY 05.8750 12/29/2049 | 0.02% |
| WEYERHAEUSER CO 07.3750 03/15/2032 | 0.02% |
| ZURICH INSURANCE GROUP AG SEDOL 5983816 | 0.02% |
| AES CORP/THE 05.5000 04/15/2025 | 0.02% |
| BANCO SANTANDER SA USD 05.1790 11/19/2025 | 0.02% |
| BMIR 2018-2A M1B P/P 144A 03.1728 08/25/2028 | 0.02% |
| CGCMT 2014-GC21 AS 04.0260 05/10/2047 | 0.02% |
| COMCAST CORPORATION 03.3750 02/15/2025 | 0.02% |
| DUKE ENERGY CORP 03.1500 08/15/2027 | 0.02% |
| GRAY TELEVISION INC P/P 144A 07.0000 05/15/2027 | 0.02% |
| HESS INFRASTRUCTURE P/P 144A 05.6250 02/15/2026 | 0.02% |
| HOLLY ENERGY PARTNE P/P 144A 06.0000 08/01/2024 | 0.02% |
| JPMCC 2012-C8 D P/P 144A 04.6519 10/15/2045 | 0.02% |
| KAMIGUMI CO LTD SEDOL 6482668 | 0.02% |
| MERCK & CO INC 03.7000 02/10/2045 | 0.02% |
| MSBAM 2012-C6 D P/P 144A 04.6080 11/15/2045 | 0.02% |
| NEWCREST MINING LTD SEDOL 6637101 | 0.02% |
| NIPPON STEEL CORP SEDOL 6642569 | 0.02% |
| NOVELIS CORP P/P 144A 05.8750 09/30/2026 | 0.02% |
| NRG P/P 144A 03.7500 06/15/2024 | 0.02% |
| ONCOR ELECTRIC DELIV 03.7500 04/01/2045 | 0.02% |
| SCIENTIFIC GAMES INT 10.0000 12/01/2022 | 0.02% |
| SERVICE CORP INTL 05.3750 05/15/2024 | 0.02% |
| SHIRE ACQ INV IE 03.2000 09/23/2026 | 0.02% |
| SINGAPORE EXCHANGE LTD SEDOL 6303866 | 0.02% |
| SPRINT CORP 07.8750 09/15/2023 | 0.02% |
| VISTRA OPERATION P/P 144A 04.3000 07/15/2029 | 0.02% |
| WFCM 2014-LC16 XA IO 01.1140 08/15/2050 | 0.02% |
| ABN AMRO BANK NV P/P 144A 02.4500 06/04/2020 | 0.02% |
| BP CAPITAL MARKETS PLC USD 03.2790 09/19/2027 | 0.02% |
| BRAND ENERGY TL L+425 06.2356 06/21/2024 | 0.02% |
| CELANESE US HOLDINGS LLC 03.5000 05/08/2024 | 0.02% |
| CITIGROUP INC 02.9000 12/08/2021 | 0.02% |
| CMLTI 2005-2 1A2A 04.8900 05/25/2035 | 0.02% |
| COMM 2013-CR13 AM 04.4490 11/10/2046 | 0.02% |
| DIRECT LINE INSURANCE GROUP SEDOL BY9D0Y1 | 0.02% |
| DUKE ENERGY OHIO INC 03.6500 02/01/2029 | 0.02% |
| EIFFAGE SEDOL B13X013 | 0.02% |
| EOG RESOURCES INC 02.6250 03/15/2023 | 0.02% |
| ERAC USA FINANCE LLC P/P 144A 07.0000 10/15/2037 | 0.02% |
| FHLMC FR30 ZS9547 UMBS 04.0000 09/01/2045 | 0.02% |
| GENERAL DYNAMICS CORP SEDOL 2365161 | 0.02% |
| GFL ENVIRONMENTAL P/P 144A 07.0000 06/01/2026 | 0.02% |
| GNR 2015-H25 BI IO 01.6613 10/20/2065 | 0.02% |
| GOLDEN NUGGET INC P/P 144A 06.7500 10/15/2024 | 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% |
| HOME DEPOT INC 02.6250 06/01/2022 | 0.02% |
| HYATT HOTELS CORP 04.8500 03/15/2026 | 0.02% |
| INTL FLAVOR & FRAGRANCES 04.4500 09/26/2028 | 0.02% |
| L3HARRIS TECH INC P/P 144A 03.8500 12/15/2026 | 0.02% |
| LEGRAND FRANCE USD 08.5000 02/15/2025 | 0.02% |
| NETFLIX INC. 05.8750 11/15/2028 | 0.02% |
| ORKLA ASA SEDOL B1VQF42 | 0.02% |
| OSHKOSH CORP 05.3750 03/01/2025 | 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% |
| RENAISSANCERE HOLDINGS LTD SEDOL 2728429 | 0.02% |
| SABINE PASS LIQUEFACTION 04.2000 03/15/2028 | 0.02% |
| STARFRUIT US/STAR FI P/P 144A 08.0000 10/01/2026 | 0.02% |
| TENET HEALTHCARE CORP 08.1250 04/01/2022 | 0.02% |
| TEVA PHARMACEUTICALS NE USD 06.0000 04/15/2024 | 0.02% |
| UNITEDHEALTH GROUP INC SEDOL 2917766 | 0.02% |
| US BANCORP SEDOL 2736035 | 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% |
| WESFARMERS LTD SEDOL 6948836 | 0.02% |
| WESTROCK MWV LLC 08.2000 01/15/2030 | 0.02% |
| WFCM 2013-LC12 C 04.2847 07/15/2046 | 0.02% |
| APPLE INC 02.8500 05/06/2021 | 0.01% |
| AUTONATION INC. 05.5000 02/01/2020 | 0.01% |
| BERKSHIRE HATHAWAY E 03.8000 07/15/2048 | 0.01% |
| BWAY HOLDING CO P/P 144A 07.2500 04/15/2025 | 0.01% |
| CFCRE 2011-C1 D P/P 144A 06.0696 04/15/2044 | 0.01% |
| CHEVRON CORP 02.1000 05/16/2021 | 0.01% |
| CLUBCORP HLDG INC P/P 144A 08.5000 09/15/2025 | 0.01% |
| COMPASS MINERALS INT P/P 144A 04.8750 07/15/2024 | 0.01% |
| CONSOLIDATED EDISON INC 02.0000 03/15/2020 | 0.01% |
| DUKE ENERGY CORP 04.2000 06/15/2049 | 0.01% |
| ENDEAVOR ENERGY P/P 144A 05.7500 01/30/2028 | 0.01% |
| FAIRFAX US INC P/P 144A 04.8750 08/13/2024 | 0.01% |
| FEDERATIVE REP OF BRAZIL USD 04.2500 01/07/2025 | 0.01% |
| FHMS K099 X1 IO 01.0058 09/25/2029 | 0.01% |
| HKT TRUST AND HKT LTD-SS SEDOL B4TXDZ3 | 0.01% |
| HSBC HOLDINGS PLC SEDOL 0540528 | 0.01% |
| IBM CORP 01.8750 08/01/2022 | 0.01% |
| LMAT 2019-GS7 A1 03.2500 06/25/2059 | 0.01% |
| NIELSEN FIN LLC/CO P/P 144A 05.0000 04/15/2022 | 0.01% |
| OMNICOM GP/OMNICOM CAP 03.6000 04/15/2026 | 0.01% |
| PPSI 2004-WCW2 M3 02.8728 10/25/2034 | 0.01% |
| PRUDENTIAL FINANCIAL INC 05.2000 03/15/2044 | 0.01% |
| PULTEGROUP INC. 07.8750 06/15/2032 | 0.01% |
| SWISS PRIME SITE-REG SEDOL B083BH4 | 0.01% |
| VERIZON COMMUNICATIONS 04.4000 11/01/2034 | 0.01% |
| VERIZON COMMUNICATIONS 05.2500 03/16/2037 | 0.01% |
| VIDEOTRON LTD USD 05.0000 07/15/2022 | 0.01% |
| WAMU 2004-AR12 A2B 02.7428 10/25/2044 | 0.01% |
| WH GROUP LTD SEDOL BLLHKZ1 | 0.01% |
| ALLISON TRANSMISSION P/P 144A 04.7500 10/01/2027 | 0.01% |
| AXA SA P/P 144A 06.3790 12/29/2049 | 0.01% |
| BANFF MERGER SUB INC P/P 144A 09.7500 09/01/2026 | 0.01% |
| BIG RVR STL/FIN P/P 144A 07.2500 09/01/2025 | 0.01% |
| BPCE SA P/P 144A 05.1500 07/21/2024 | 0.01% |
| BRAND ENERGY & I P/P 144A 08.5000 07/15/2025 | 0.01% |
| CBRE SERVICES INC 04.8750 03/01/2026 | 0.01% |
| COMM 2014-CR18 C 04.7295 07/15/2047 | 0.01% |
| CRC ESCROW ISSUER LL P/P 144A 05.2500 10/15/2025 | 0.01% |
| CROWN CASTLE INTL CORP 03.7000 06/15/2026 | 0.01% |
| ENBRIDGE INC USD 04.5000 06/10/2044 | 0.01% |
| FISERV INC SEDOL 2342034 | 0.01% |
| GOOGLE INC 03.3750 02/25/2024 | 0.01% |
| GREAT LAKES D&D 08.0000 05/15/2022 | 0.01% |
| HOWARD HUGHES CORP P/P 144A 05.3750 03/15/2025 | 0.01% |
| HUNTINGTON BANCSHARES 04.3500 02/04/2023 | 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% |
| IVORY COAST REGS 06.1250 06/15/2033 | 0.01% |
| JACK OHIO FIN LLC/FI P/P 144A 06.7500 11/15/2021 | 0.01% |
| JOHNSON CONTROLS INTERNATION SEDOL BY7QL61 | 0.01% |
| LPL HOLDINGS INC P/P 144A 05.7500 09/15/2025 | 0.01% |
| MATCH GROUP INC P/P 144A 05.0000 12/15/2027 | 0.01% |
| MTR CORP SEDOL 6290054 | 0.01% |
| NORDEA BANK ABP P/P 144A 02.2500 05/27/2021 | 0.01% |
| NUCOR CORP SEDOL 2651086 | 0.01% |
| ORACLE CORP 02.5000 10/15/2022 | 0.01% |
| ORACLE CORP JAPAN SEDOL 6141680 | 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% |
| REPUBLIC OF SOUTH AFRICA USD 04.8500 09/27/2027 | 0.01% |
| RIO TINTO LTD SEDOL 6220103 | 0.01% |
| SANTANDER UK PLC P/P 144A 05.0000 11/07/2023 | 0.01% |
| TOTAL CAPITAL INTL SA USD 02.7500 06/19/2021 | 0.01% |
| TRANSDIGM INC 06.3750 06/15/2026 | 0.01% |
| TTM TECHNOLOGIES INC P/P 144A 05.6250 10/01/2025 | 0.01% |
| VERIZON COMM 04.6720 03/15/2055 | 0.01% |
| WAMU 2005-AR11 A1B3 02.2228 08/25/2045 | 0.01% |
| WATCO COS LLC/FI P/P 144A 06.3750 04/01/2023 | 0.01% |
| ZOETIS INC 03.9000 08/20/2028 | 0.01% |
| AMGEN INC 02.6000 08/19/2026 | 0.01% |
| AMGEN INC 03.4500 10/01/2020 | 0.01% |
| APPLE INC 03.8500 05/04/2043 | 0.01% |
| BAUSCH HLTH COS INC P/P 144A 06.1250 04/15/2025 | 0.01% |
| BMC EAST LLC P/P 144A 05.5000 10/01/2024 | 0.01% |
| BMIR 2019-4A M1C P/P 144A 04.4135 10/25/2029 | 0.01% |
| BMW US CAPITAL LLC P/P 144A 03.9500 08/14/2028 | 0.01% |
| CCO HLDGS LLC/CAP C P/P 144A 05.5000 05/01/2026 | 0.01% |
| CITIGROUP INC 03.8870 01/10/2028 | 0.01% |
| CITIGROUP INC 04.4500 09/29/2027 | 0.01% |
| COMM 2012-CR2 AM 03.7910 08/15/2045 | 0.01% |
| CROWN CASTLE INTL CORP 03.6500 09/01/2027 | 0.01% |
| CVS HEALTH CORP 03.7000 03/09/2023 | 0.01% |
| CWALT 2006-OA19 A1 02.0264 02/20/2047 | 0.01% |
| ELI LILLY & CO SEDOL 2516152 | 0.01% |
| GOLDEN NUGGET INC P/P 144A 08.7500 10/01/2025 | 0.01% |
| GSMS 2010-C1 D P/P 144A 06.0513 08/10/2043 | 0.01% |
| INTEL CORP SEDOL 2463247 | 0.01% |
| JFE HOLDINGS INC SEDOL 6543792 | 0.01% |
| L3HARRIS TECH INC P/P 144A 04.4000 06/15/2028 | 0.01% |
| LOEWS CORP SEDOL 2523022 | 0.01% |
| MEREDITH CORP 06.8750 02/01/2026 | 0.01% |
| MITSUBISHI UFJ FIN GRP USD 03.5350 07/26/2021 | 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% |
| PORSCHE AUTOMOBIL HLDG-PRF SEDOL 7101069 | 0.01% |
| SANOFI SEDOL 5671735 | 0.01% |
| SCIENTIFIC GAMES P/P 144A 08.2500 03/15/2026 | 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% |
| STAPLES INC. P/P 144A 10.7500 04/15/2027 | 0.01% |
| SWIRE PROPERTIES LTD SEDOL B67C2G0 | 0.01% |
| UBSCM 2012-C1 C P/P 144A 05.5703 05/10/2045 | 0.01% |
| WFCM 2013-LC12 AS 04.2847 07/15/2046 | 0.01% |
| WFRBS 2013-C15 D P/P 144A 04.4938 08/15/2046 | 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% |
| APPLE INC 04.3750 05/13/2045 | 0.01% |
| ARCELORMITTAL USD 07.0000 10/15/2039 | 0.01% |
| BB&T CORPORATION 04.8000 12/31/2099 | 0.01% |
| BP CAPITAL MARKETS PLC USD 02.3150 02/13/2020 | 0.01% |
| BRIGGS & STRATTON CORPORATION 06.8750 12/15/2020 | 0.01% |
| CGCMT 2014-GC19 D P/P 144A 05.0921 03/10/2047 | 0.01% |
| CHARTER COMM OPT LLC 04.9080 07/23/2025 | 0.01% |
| CISCO SYSTEMS INC 02.5000 09/20/2026 | 0.01% |
| CLEAN TEQ HOLDINGS LTD SEDOL B291LT3 | 0.01% |
| COMM 2014-CR17 C 04.7862 05/10/2047 | 0.01% |
| CORNERSTONE BUILDING P/P 144A 08.0000 04/15/2026 | 0.01% |
| CREDIT SUISSE GRP AG P/P 144A 03.8690 01/12/2029 | 0.01% |
| DIAMOND SPORTS P/P 144A 05.3750 08/15/2026 | 0.01% |
| DIAMONDBACK ENERGY INC 05.3750 05/31/2025 | 0.01% |
| GREIF INC P/P 144A 06.5000 03/01/2027 | 0.01% |
| HONGKONG LAND HOLDINGS LTD SEDOL 6434915 | 0.01% |
| HUSKY TLB L+300 04.7859 03/28/2025 | 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% |
| JPMCC 2013-LC11 C 03.9582 04/15/2046 | 0.01% |
| KLEPIERRE SEDOL 7582556 | 0.01% |
| MACQUARIE BANK LTD P/P 144A 02.8500 07/29/2020 | 0.01% |
| MAXIM INTEGRATED PRODUCTS SEDOL 2573760 | 0.01% |
| MIDAMERICAN FUNDING LLC 06.9270 03/01/2029 | 0.01% |
| MSBAM 2014-C14 C 04.9350 02/15/2047 | 0.01% |
| NEXSTAR BROADC P/P 144A 05.6250 08/01/2024 | 0.01% |
| PFIZER INC 03.0000 12/15/2026 | 0.01% |
| PQ CORP P/P 144A 05.7500 12/15/2025 | 0.01% |
| RITE AID CORP P/P 144A 06.1250 04/01/2023 | 0.01% |
| ROYAL BANK OF CANADA USD 04.6500 01/27/2026 | 0.01% |
| SANTANDER UK GROUP H P/P 144A 04.7500 09/15/2025 | 0.01% |
| SHIRE ACQ INV IRELAND DA USD 02.8750 09/23/2023 | 0.01% |
| SIX FLAGS ENT P/P 144A 04.8750 07/31/2024 | 0.01% |
| UBSBB 2012-C3 C P/P 144A 05.0306 08/10/2049 | 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% |
| WFRBS 2013-C11 AS 03.3110 03/15/2045 | 0.01% |
| WFRBS 2014-C24 XA IO 00.8470 11/15/2047 | 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% |
| ALLEGHENY TECHNOLOGIES INC 07.8750 08/15/2023 | 0.01% |
| ALLERGAN FUNDING SCS USD 03.8000 03/15/2025 | 0.01% |
| ALTICE LUXEMBOURG SA 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% |
| ARRW 2019-3 A3 03.4160 10/25/2048 | 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 AMERICAS P/P 144A 09.2500 04/01/2026 | 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% |
| CAS 2014-C03 2M2 04.7228 07/25/2024 | 0.01% |
| CGCMT 2014-GC19 AS 04.3450 03/10/2047 | 0.01% |
| CITIGROUP INC 04.7500 05/18/2046 | 0.01% |
| CNO FINANCIAL GROUP INC 05.2500 05/30/2025 | 0.01% |
| COMCAST CORP 03.4500 02/01/2050 | 0.01% |
| COVEY PARK ENERGY LL P/P 144A 07.5000 05/15/2025 | 0.01% |
| DCP MIDSTREAM P/P 144A 06.7500 09/15/2037 | 0.01% |
| DEUTSCHE TELEKOM INT FIN USD 08.7500 06/15/2030 | 0.01% |
| ENTERCOM MEDIA CORP P/P 144A 07.2500 11/01/2024 | 0.01% |
| ERAC USA FINANCE LLC P/P 144A 05.6250 03/15/2042 | 0.01% |
| GBP/USD CALL 1.33 20200123 BANKAM | 0.01% |
| GNR 2017-162 QI IO 05.0000 10/11/2047 | 0.01% |
| HCA INC 05.5000 06/15/2047 | 0.01% |
| IHEARTCOMMUNICATIONS INC 08.3750 05/01/2027 | 0.01% |
| ISTAR INC 04.7500 10/01/2024 | 0.01% |
| JAPAN TOBACCO INC SEDOL 6474535 | 0.01% |
| JARDINE MATHESON HLDGS LTD SEDOL 6472119 | 0.01% |
| KERRY PROPERTIES LTD SEDOL 6486314 | 0.01% |
| KINDER MORGAN ENER PART 03.5000 03/01/2021 | 0.01% |
| KINDER MORGAN ENER PART 05.4000 09/01/2044 | 0.01% |
| MITSUBISHI UFJ FIN GRP USD 03.8500 03/01/2026 | 0.01% |
| MORGAN STANLEY 02.7500 05/19/2022 | 0.01% |
| PRECISION DRILL P/P 144A 07.1250 01/15/2026 | 0.01% |
| PROVIDENT FDG/PFG FI P/P 144A 06.3750 06/15/2025 | 0.01% |
| REP OF INDONESIA P/P 144A 03.3750 04/15/2023 | 0.01% |
| REPUBLIC OF SENEGAL REGS 06.2500 05/23/2033 | 0.01% |
| SERVICE CORPORATION INTL 04.6250 12/15/2027 | 0.01% |
| SMURFIT KAPPA TREASURY USD 07.5000 11/20/2025 | 0.01% |
| STARWOOD PROP TR 04.7500 03/15/2025 | 0.01% |
| SWISS RE TREAS P/P 144A 04.2500 12/06/2042 | 0.01% |
| TCI COMMUNICATIONS INC 07.1250 02/15/2028 | 0.01% |
| TOPBUILD CORP P/P 144A 05.6250 05/01/2026 | 0.01% |
| UBSCM 2017-C7 XA IO 01.0604 12/15/2050 | 0.01% |
| US CONCRETE INC 06.3750 06/01/2024 | 0.01% |
| WAMU 2007-HY2 1A1 03.8189 12/25/2036 | 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% |
| ALIMENTATION COUCHE-TARD 3.550000 07/26/2027 | 0.01% |
| ALTICE FRANCE P/P 144A 07.3750 05/01/2026 | 0.01% |
| AMGEN INC 04.6630 06/15/2051 | 0.01% |
| ANHEUSER-BUSCH INBEV WOR 02.5000 07/15/2022 | 0.01% |
| ANHEUSER-BUSCH INBEV WOR 05.5500 01/23/2049 | 0.01% |
| APERGY CORP 06.3750 05/01/2026 | 0.01% |
| ARDAGH PKG FIN/HLDGS P/P 144A 04.1250 08/15/2026 | 0.01% |
| ARDAGH PKG FIN/HLDGS P/P 144A 05.2500 08/15/2027 | 0.01% |
| AUD/USD 01/15/2020 RBSF | 0.01% |
| BAUSCH HEALTH COS INC REGS 04.5000 05/15/2023 | 0.01% |
| BOMBARDIER INC P/P 144A 07.5000 12/01/2024 | 0.01% |
| BOMBARDIER INC P/P 144A 07.8750 04/15/2027 | 0.01% |
| CAS 2014-C04 1M2 06.7228 11/25/2024 | 0.01% |
| CBRE SERVICES INC 05.2500 03/15/2025 | 0.01% |
| CBS CORP 04.6000 01/15/2045 | 0.01% |
| CENTENE CORP 06.1250 02/15/2024 | 0.01% |
| CF INDUSTRIES INC 04.9500 06/01/2043 | 0.01% |
| CHENIERE CORP CHRIST 05.8750 03/31/2025 | 0.01% |
| CISCO SYSTEMS INC 05.9000 02/15/2039 | 0.01% |
| COMM 2014-CR17 XA IO 00.9829 05/10/2047 | 0.01% |
| CONSTELLIUM SE P/P 144A 05.8750 02/15/2026 | 0.01% |
| CROWN CASTLE INTL CORP 03.8000 02/15/2028 | 0.01% |
| CSX CORP 04.1000 03/15/2044 | 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% |
| DOLLAR GENERAL CORP 03.2500 04/15/2023 | 0.01% |
| EG GLOBAL FIN PLC P/P 144A 06.7500 02/07/2025 | 0.01% |
| ENTERCOM MEDIA CORP P/P 144A 06.5000 05/01/2027 | 0.01% |
| EPR PROPERTIES 05.7500 CUM CV PFD | 0.01% |
| FIDELITY NATIONAL INFORM 04.2500 05/15/2028 | 0.01% |
| FIRST QUANTUM MINERA P/P 144A 07.5000 04/01/2025 | 0.01% |
| FIVE CORNERS FUNDING P/P 144A 04.4190 11/15/2023 | 0.01% |
| GFL ENVIRONMENTA P/P 144A 08.5000 05/01/2027 | 0.01% |
| GNR 2013-99 AS IO 04.2036 06/20/2043 | 0.01% |
| GNR 2016-123 LI IO 03.5000 03/20/2044 | 0.01% |
| GSMS 2014-GC22 XA IO 00.9864 06/10/2047 | 0.01% |
| GW B-CR SECURITY P/P 144A 09.5000 11/01/2027 | 0.01% |
| HARVEY NORMAN HOLDINGS LTD SEDOL 6173508 | 0.01% |
| HCA INC 05.0000 03/15/2024 | 0.01% |
| HCA INC 05.2500 06/15/2026 | 0.01% |
| HMIR 2018-1 M1 P/P 144A 03.4228 10/25/2028 | 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% |
| IPALCO ENTPRS IN 03.7000 09/01/2024 | 0.01% |
| JOHNSON CONTROLS INTL PL 04.9500 07/02/2064 | 0.01% |
| KEURIG DR PEPPER INC 04.0570 05/25/2023 | 0.01% |
| MITSUI AND CO LTD SEDOL 6597302 | 0.01% |
| NABORS INDUSTRIES INC. 05.7500 02/01/2025 | 0.01% |
| NATIONAL AUSTRALIA BANK LTD SEDOL 6624608 | 0.01% |
| NATIONAL AUSTRALIA BK/NY 02.8750 04/12/2023 | 0.01% |
| NATIONSTAR MORT/ 06.5000 07/01/2021 | 0.01% |
| NRG ENERGY INC P/P 144A 05.2500 06/15/2029 | 0.01% |
| PNC BANK NA 02.7000 11/01/2022 | 0.01% |
| ROGERS COMMUNICATIONS IN USD 08.7500 05/01/2032 | 0.01% |
| RTL GROUP SEDOL B1BK209 | 0.01% |
| S&P GLOBAL INC 04.4000 02/15/2026 | 0.01% |
| SECOM CO LTD SEDOL 6791591 | 0.01% |
| SES SEDOL B00ZQQ2 | 0.01% |
| SHERWIN-WILLIAMS CO 03.4500 06/01/2027 | 0.01% |
| SIX FLAGS ENT P/P 144A 05.5000 04/15/2027 | 0.01% |
| STACR 2014-HQ2 M3 05.5728 09/25/2024 | 0.01% |
| STACR 2017-DNA1 M2 05.0728 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% |
| 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% |
| TRI POINTE GROUP / HOMES 05.8750 06/15/2024 | 0.01% |
| UNITEDHEALTH GROUP INC 02.7500 02/15/2023 | 0.01% |
| UNITEDHEALTH GROUP INC 03.9500 10/15/2042 | 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% |
| WAMU 2005-AR9 A1C3 02.7828 07/25/2045 | 0.01% |
| WESTPAC BANKING CORP USD 02.0000 08/19/2021 | 0.01% |
| AHM 2007-1 GA1C 02.0128 05/25/2047 | 0.01% |
| AIB GROUP PLC SEDOL BF0L353 | 0.01% |
| ALBERTSONS COS LLC P/P 144A 07.5000 03/15/2026 | 0.01% |
| ARD SECURITIES FIN P/P 144A 08.7500 01/31/2023 | 0.01% |
| AROUNDTOWN SA SEDOL BF0CK44 | 0.01% |
| ARRW 2019-1 A3 04.2080 01/25/2049 | 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% |
| BAUSCH HLTH COS INC P/P 144A 09.0000 12/15/2025 | 0.01% |
| BERRY GLOBAL INC 05.1250 07/15/2023 | 0.01% |
| BGC PARTNERS INC 05.1250 05/27/2021 | 0.01% |
| BMIR 2017-1 M1 P/P 144A 03.5228 10/25/2027 | 0.01% |
| CARRIAGE SVCS INC P/P 144A 06.6250 06/01/2026 | 0.01% |
| CENOVUS ENERGY INC USD 06.7500 11/15/2039 | 0.01% |
| CHARTER COMM OPT LLC/CAP 04.8000 03/01/2050 | 0.01% |
| CIGNA CORP P/P 144A 04.5000 03/15/2021 | 0.01% |
| CNO FINANCIAL GROUP INC 05.2500 05/30/2029 | 0.01% |
| COMM 2013-CR11 XA IO 00.9315 08/10/2050 | 0.01% |
| COMM 2014-UBS6 XA IO 00.9210 12/10/2047 | 0.01% |
| CSC HOLDINGS LLC P/P 144A 07.7500 07/15/2025 | 0.01% |
| DEERE & COMPANY 02.6000 06/08/2022 | 0.01% |
| ECOLAB INC SEDOL 2304227 | 0.01% |
| ENBRIDGE INC USD 04.2500 12/01/2026 | 0.01% |
| ENERGY TRANSFER OPERATNG 05.2000 02/01/2022 | 0.01% |
| FRESENIUS MEDICAL CARE AG & SEDOL 5129074 | 0.01% |
| GATES GLOBAL LLC P/P 144A 06.0000 07/15/2022 | 0.01% |
| GLP CAPITAL LP / FIN II 05.2500 06/01/2025 | 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% |
| INTELSAT CONNECT FIN P/P 144A 09.5000 02/15/2023 | 0.01% |
| INTERNATIONAL PAPER CO 03.0000 02/15/2027 | 0.01% |
| KINDER MORGAN INC/DELAWA 07.7500 01/15/2032 | 0.01% |
| LIONS GATE CAP HOLD P/P 144A 06.3750 02/01/2024 | 0.01% |
| LLOYDS BANKING GROUP PLC USD 04.6500 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% |
| MBX.FN30.500.10 R USL1M P 01/12/41 CI | 0.01% |
| MSC 2011-C3 D P/P 144A 05.2445 07/15/2049 | 0.01% |
| NETFLIX INC 04.8750 04/15/2028 | 0.01% |
| NEWELL BRANDS INC 04.2000 04/01/2026 | 0.01% |
| NRG ENERGY INC 06.6250 01/15/2027 | 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% |
| ROYAL BK SCOTLND GRP PLC USD 04.8920 05/18/2029 | 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% |
| SHELL INTERNATIONAL FIN USD 01.8750 05/10/2021 | 0.01% |
| SPRINGLEAF FINANCE CORP 06.8750 03/15/2025 | 0.01% |
| STACR 2014-HQ3 M3 06.5728 10/25/2024 | 0.01% |
| TOYOTA MOTOR CORP SEDOL 6900643 | 0.01% |
| TRANSDIGM INC P/P 144A 05.5000 11/15/2027 | 0.01% |
| TRAVELPORT TLB L+500 07.5413 05/30/2026 | 0.01% |
| UBS GROUP AG REGS 06.8750 12/29/2049 | 0.01% |
| VIACOM 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% |
| WESTPAC BANKING CORP USD 04.8750 11/19/2019 | 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% |
| ALTICE FRANCE SA P/P 144A 05.5000 01/15/2028 | 0.01% |
| AMC ENT HOLDIN 05.8750 11/15/2026 | 0.01% |
| ASCENT RESOURCES/AEU P/P 144A 10.0000 04/01/2022 | 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% |
| AUD/USD 01/15/2020 UBS | 0.01% |
| AXALTA COATING SYS P/P 144A 04.8750 08/15/2024 | 0.01% |
| BEACON ROOFING SUPP P/P 144A 04.8750 11/01/2025 | 0.01% |
| BRISTOL-MYERS P/P 144A 03.4000 07/26/2029 | 0.01% |
| BROOKFIELD RESID PRO P/P 144A 06.1250 07/01/2022 | 0.01% |
| CAMDEN PROPERTY TRUST 04.8750 06/15/2023 | 0.01% |
| CAPITAL ONE FINANCIAL CO 04.2000 10/29/2025 | 0.01% |
| CAS 2017-C01 1EB1 03.0728 07/25/2029 | 0.01% |
| CNP ASSURANCES SEDOL 5543986 | 0.01% |
| COMCAST CORP 04.0490 11/01/2052 | 0.01% |
| COX COMM INC P/P 144A 03.5000 08/15/2027 | 0.01% |
| CROWN CORK & SEAL CO INC 07.3750 12/15/2026 | 0.01% |
| CSC HOLDINGS LLC P/P 144A 05.7500 01/15/2030 | 0.01% |
| ENDO LTD/FIN LLC/FIN P/P 144A 06.0000 02/01/2025 | 0.01% |
| ESH HOSPITALITY INC P/P 144A 05.2500 05/01/2025 | 0.01% |
| FHR 3829 AS IO 05.0288 03/15/2041 | 0.01% |
| FISERV INC 03.5000 07/01/2029 | 0.01% |
| FRONTIER COMM 11.0000 09/15/2025 | 0.01% |
| GNR 2015-H24 BI IO 01.6287 08/20/2065 | 0.01% |
| GNR 2015-H26 EI IO 01.7396 10/20/2065 | 0.01% |
| GSMS 2011-GC5 AS P/P 144A 05.2090 08/10/2044 | 0.01% |
| GSMS 2013-GC10 XA IO 01.5042 02/10/2046 | 0.01% |
| JAGUAR HL / PPDI P/P 144A 06.3750 08/01/2023 | 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% |
| KKR GROUP FIN CO III P/P 144A 05.1250 06/01/2044 | 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% |
| LLOYDS BANKING GROUP PLC USD 04.5000 11/04/2024 | 0.01% |
| LOUISIANA-PACIFIC CORPORATION 04.8750 09/15/2024 | 0.01% |
| MASTEC INC 04.8750 03/15/2023 | 0.01% |
| MBX.FN30.500.09 R USL1M P 01/12/40 BC | 0.01% |
| MICROSOFT CORP 02.4000 02/06/2022 | 0.01% |
| MLMI 2005-A2 A2 04.4323 02/25/2035 | 0.01% |
| MWST 2018-W1 A 02.6728 11/25/2051 | 0.01% |
| NATIONSTAR MTG P/P 144A 08.1250 07/15/2023 | 0.01% |
| NCHET 2003-4 M1 02.9478 10/25/2033 | 0.01% |
| NEWFIELD EXPLORATION CO 05.7500 01/30/2022 | 0.01% |
| NOVELIS CORP P/P 144A 06.2500 08/15/2024 | 0.01% |
| NRG ENERGY INC. 07.2500 05/15/2026 | 0.01% |
| NSTAR ELECTRIC CO 02.3750 10/15/2022 | 0.01% |
| POWER SOLUTIONS TLB L+350 05.7344 04/30/2026 | 0.01% |
| PUBLICIS GROUPE SEDOL 4380429 | 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% |
| SABRE GLBL INC P/P 144A 05.3750 04/15/2023 | 0.01% |
| SCOTTS MIRACLE-GRO P/P 144A 04.5000 10/15/2029 | 0.01% |
| SPECTRA ENERGY PARTNERS 03.3750 10/15/2026 | 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% |
| SWEDISH MATCH AB SEDOL 5048566 | 0.01% |
| TENNANT CO 05.6250 05/01/2025 | 0.01% |
| TMX FIN LLC/TITLEMAX P/P 144A 11.1250 04/01/2023 | 0.01% |
| TRANSOCEAN SENTR P/P 144A 05.3750 05/15/2023 | 0.01% |
| TRIVIUM PACK FIN P/P 144A 05.5000 08/15/2026 | 0.01% |
| UBSBB 2012-C4 XA IO P/P 144A 01.6299 12/10/2045 | 0.01% |
| UNIVAR USA INC P/P 144A 06.7500 07/15/2023 | 0.01% |
| USA COMPRESSION PART 06.8750 04/01/2026 | 0.01% |
| WFRBS 2012-C9 XA IO P/P 144A 01.8992 11/15/2045 | 0.01% |
| WFRBS 2012-C9 XB IO P/P 144A 00.7152 11/15/2045 | 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% |
| WYNDHAM HOTELS & RE P/P 144A 05.3750 04/15/2026 | 0.01% |
| AMSTED INDUSTRIES P/P 144A 05.6250 07/01/2027 | 0.01% |
| APPLE INC 03.4500 05/06/2024 | 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% |
| BECTON DICKINSON AND CO 03.7000 06/06/2027 | 0.01% |
| BUILDERS FIRSTSOURCE P/P 144A 06.7500 06/01/2027 | 0.01% |
| BWAY CORP TLB L+325 05.2343 04/03/2024 | 0.01% |
| CENTENE CORP 04.7500 05/15/2022 | 0.01% |
| CFCRE 2011-C2 D P/P 144A 05.7412 12/15/2047 | 0.01% |
| CGCMT 2012-GC8 XA IO P/P 144A 01.7708 09/10/2045 | 0.01% |
| CGCMT 2014-GC21 X IO 01.1808 05/10/2047 | 0.01% |
| CHEMOURS CO 07.0000 05/15/2025 | 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 03.1500 03/01/2026 | 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% |
| CVS PASS-THROUGH P/P 144A 04.7040 01/10/2036 | 0.01% |
| DENBURY RESOURCES IN P/P 144A 09.0000 05/15/2021 | 0.01% |
| DH EUROPE FINANCE II USD 03.4000 11/15/2049 | 0.01% |
| ENERGY TRANSFER OPERATNG 06.1250 12/15/2045 | 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% |
| FREEDOM MTGE CORP P/P 144A 08.2500 04/15/2025 | 0.01% |
| FRONTIER COMM P/P 144A 08.5000 04/01/2026 | 0.01% |
| GENERAL DYNAMICS CORP 03.6000 11/15/2042 | 0.01% |
| GMAC CAPITAL TRUST I PCT 07.9431 | 0.01% |
| GOEASY LTD P/P 144A 07.8750 11/01/2022 | 0.01% |
| GOLDMAN SACHS GROUP INC 06.7500 10/01/2037 | 0.01% |
| HANESBRANDS INC P/P 144A 04.6250 05/15/2024 | 0.01% |
| HONEYWELL INTL 03.8120 11/21/2047 | 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 04.4007 12/15/2047 | 0.01% |
| JPMORGAN CHASE & CO 06.1000 02/01/2049 | 0.01% |
| KEURIG DR PEPPER INC 04.4170 05/25/2025 | 0.01% |
| KINDER MORGAN ENER PART 03.4500 02/15/2023 | 0.01% |
| MATTAMY GROUP CORP P/P 144A 06.8750 12/15/2023 | 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% |
| MGM RESORTS INTL 06.6250 12/15/2021 | 0.01% |
| MSBAM 2014-C17 XA IO 01.1097 08/15/2047 | 0.01% |
| MSRR 2015-R4 CB1 02.8427 08/26/2047 | 0.01% |
| NATIONAL GRID PLC SEDOL BDR05C0 | 0.01% |
| NEUBERGER BERMAN GRP P/P 144A 04.8750 04/15/2045 | 0.01% |
| NEWS CORP - CLASS A SEDOL BBGVT40 | 0.01% |
| PENN NATIONAL GAMING P/P 144A 05.6250 01/15/2027 | 0.01% |
| PENSKE AUTO GRP INC 05.7500 10/01/2022 | 0.01% |
| PETROBRAS GLOBAL FIN P/P 144A 05.0930 01/15/2030 | 0.01% |
| PETROLEOS MEXICANOS P/P 144A 06.8400 01/23/2030 | 0.01% |
| PETROLEOS MEXICANOS P/P 144A 07.6900 01/23/2050 | 0.01% |
| PPL CAPITAL FUNDING INC 04.2000 06/15/2022 | 0.01% |
| PRUDENTIAL FINANCIAL INC 05.6250 06/15/2043 | 0.01% |
| SABINE PASS LIQUEFAC 05.7500 05/15/2024 | 0.01% |
| SS&C TECH INC P/P 144A 05.5000 09/30/2027 | 0.01% |
| TALLGRASS NRG PRTNR P/P 144A 05.5000 01/15/2028 | 0.01% |
| WESTPAC BANKING CORP USD 04.4210 07/24/2039 | 0.01% |
| WOLVERINE WORLD WIDE P/P 144A 05.0000 09/01/2026 | 0.01% |
| WPX ENERGY INC 05.7500 06/01/2026 | 0.01% |
| WPX ENERGY INC 08.2500 08/01/2023 | 0.01% |
| ZIGGO BV P/P 144A 05.5000 01/15/2027 | 0.01% |
| ABC SUPPLY CO INC P/P 144A 05.7500 12/15/2023 | 0.00% |
| ALLEGHENY TECHNOLOGIES 05.9500 01/15/2021 | 0.00% |
| ALLIANT HOLDINGS P/P 144A 06.7500 10/15/2027 | 0.00% |
| ALTRIA GROUP INC | 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% |
| AT&T INC 04.3500 03/01/2029 | 0.00% |
| AUD/USD 01/15/2020 JPMCB | 0.00% |
| AZRIELI GROUP LTD SEDOL B5MN1W0 | 0.00% |
| BOYD GAMING CORPORATION 06.8750 05/15/2023 | 0.00% |
| BUILDERS FIRSTSOURCE P/P 144A 05.6250 09/01/2024 | 0.00% |
| CALPINE CORP P/P 144A 05.2500 06/01/2026 | 0.00% |
| CAS 2015-C01 1M2 06.1228 02/25/2025 | 0.00% |
| CAS 2015-C02 1M2 05.8228 05/25/2025 | 0.00% |
| CHESAPEAKE ENERGY CORPORATION 08.0000 01/15/2025 | 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% |
| CON EDISON CO OF NY INC 04.2000 03/15/2042 | 0.00% |
| CONCHO RESOURCES INC 03.7500 10/01/2027 | 0.00% |
| CROWN AMER/CAP 04.7500 02/01/2026 | 0.00% |
| CSC HOLDINGS LLC 06.7500 11/15/2021 | 0.00% |
| CWALT 2005-27 1A1 02.5527 08/25/2035 | 0.00% |
| CWALT 2006-24CB A13 02.1728 08/25/2036 | 0.00% |
| DRESDNER FDG TRST I P/P 144A 08.1510 06/30/2031 | 0.00% |
| EQUINOR ASA USD 05.1000 08/17/2040 | 0.00% |
| FORD MOTOR CO SEDOL 2615468 | 0.00% |
| FOX CORP - CLASS B SEDOL BJJMGY5 | 0.00% |
| GARTNER INC P/P 144A 05.1250 04/01/2025 | 0.00% |
| GBP/USD 12/18/2019 SSBT | 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% |
| HSBC USA INC 03.5000 06/23/2024 | 0.00% |
| ICAHN ENTER P/P 144A 04.7500 09/15/2024 | 0.00% |
| ICAHN ENTERPRISES/FI 06.2500 02/01/2022 | 0.00% |
| IHEARTCOMMUNICATIONS INC 06.3750 05/01/2026 | 0.00% |
| INDIGO NATURAL P/P 144A 06.8750 02/15/2026 | 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% |
| KFC HLD/PIZZA HUT/TA P/P 144A 04.7500 06/01/2027 | 0.00% |
| KRATON POLYMERS LLC/ P/P 144A 07.0000 04/15/2025 | 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 06.5000 01/15/2025 | 0.00% |
| MERCK & CO INC 02.9000 03/07/2024 | 0.00% |
| MOLINA HEALTHCARE IN 05.3750 11/15/2022 | 0.00% |
| NETFLIX INC P/P 144A 05.3750 11/15/2029 | 0.00% |
| NETFLIX INC. 06.3750 05/15/2029 | 0.00% |
| NN GROUP NV SEDOL BNG8PQ9 | 0.00% |
| OASIS PETROLEUM INC 06.8750 03/15/2022 | 0.00% |
| PACKAGING CORP OF AMERIC 04.5000 11/01/2023 | 0.00% |
| PARK-OHIO INDUSTRIES INC 06.6250 04/15/2027 | 0.00% |
| PENSKE AUTOMOTIVE GROUP 05.3750 12/01/2024 | 0.00% |
| PENSKE AUTOMOTIVE GROUP 05.5000 05/15/2026 | 0.00% |
| PLANTRONICS INC P/P 144A 05.5000 05/31/2023 | 0.00% |
| RESIDEO FUNDING INC P/P 144A 06.1250 11/01/2026 | 0.00% |
| REVLON CONS TLB L+350 05.6241 09/07/2023 | 0.00% |
| ROBERTSHAW TL 2L L+800 09.8125 02/28/2026 | 0.00% |
| ROBERTSHAW US HOLDING L+325 05.0625 02/28/2025 | 0.00% |
| ROSE ROCK MIDSTREAM/ 05.6250 07/15/2022 | 0.00% |
| SESI LLC 07.1250 12/15/2021 | 0.00% |
| SINCLAIR TELEVISION P/P 144A 05.6250 08/01/2024 | 0.00% |
| SOLERA LLC / SOLERA P/P 144A 10.5000 03/01/2024 | 0.00% |
| SPRINGLEAF FINANCE CORP 06.6250 01/15/2028 | 0.00% |
| STACR 2015-HQ2 M2 03.7728 05/25/2025 | 0.00% |
| STACR 2019-DNA1 M2 04.4728 01/25/2049 | 0.00% |
| TD AMERITRADE HOLDING CORP SEDOL 2983154 | 0.00% |
| TENET HEALTHCARE 04.6250 07/15/2024 | 0.00% |
| TRANSDIGM INC. 06.5000 07/15/2024 | 0.00% |
| TRANSOCEAN PONTUS LT P/P 144A 06.1250 08/01/2025 | 0.00% |
| TRANSOCEAN POSEIDON P/P 144A 06.8750 02/01/2027 | 0.00% |
| UNITEDHEALTH GROUP INC 02.8750 03/15/2022 | 0.00% |
| VERTIV INT HOLD CORP P/P 144A 12.0000 02/15/2022 | 0.00% |
| VISTRA ENERGY CORP P/P 144A 08.1250 01/30/2026 | 0.00% |
| VISTRA OPERATION P/P 144A 05.0000 07/31/2027 | 0.00% |
| VISTRA OPERATIONS CO P/P 144A 05.6250 02/15/2027 | 0.00% |
| VMWARE INC 03.9000 08/21/2027 | 0.00% |
| WELLCARE HEALTH PLANS 05.2500 04/01/2025 | 0.00% |
| WFRBS 2012-C10 XA IO P/P 144A 01.5471 12/15/2045 | 0.00% |
| 1011778 BC / NEW RED P/P 144A 04.2500 05/15/2024 | 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% |
| ALLERGAN FUNDING SCS USD 03.4500 03/15/2022 | 0.00% |
| ALLY FINANCIAL INC 08.0000 03/15/2020 | 0.00% |
| AMC ENTERTAINMENT HLDGS 05.7500 06/15/2025 | 0.00% |
| ANTERO RESOURCES 05.3750 11/01/2021 | 0.00% |
| ATHENE HOLDING LTD-CLASS A SEDOL BZ13MZ1 | 0.00% |
| AUD/JPY PUT 70.00 20200214 CITI | 0.00% |
| AUD/JPY PUT 70.00 20200214 GSFX | 0.00% |
| AUTOMATION TOOLING S P/P 144A 06.5000 06/15/2023 | 0.00% |
| BANK OF AMERICA CORP 02.1510 11/09/2020 | 0.00% |
| BANK OF MONTREAL USD 03.8030 12/15/2032 | 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% |
| BOMBARDIER INC P/P 144A 08.7500 12/01/2021 | 0.00% |
| BOYD GAMING CORPORATION 06.0000 08/15/2026 | 0.00% |
| BROOKFIELD RESID P/P 144A 06.2500 09/15/2027 | 0.00% |
| BSCMS 2006-PW11 B P/P 144A 05.7745 03/11/2039 | 0.00% |
| CALIFORNIA RESOURC TL L+475 06.5496 12/31/2022 | 0.00% |
| CAS 2019-R02 1M2 04.1228 08/25/2031 | 0.00% |
| CBS OUT AMER CAP LLC 05.8750 03/15/2025 | 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 05.3750 05/15/2027 | 0.00% |
| CHEMOURS CO 06.6250 05/15/2023 | 0.00% |
| CHS/COMMUNITY HEALTH P/P 144A 08.0000 03/15/2026 | 0.00% |
| CIGNA CORP SEDOL BHJ0775 | 0.00% |
| CINEMARK USA INC 05.1250 12/15/2022 | 0.00% |
| COMCAST CORP 02.3500 01/15/2027 | 0.00% |
| COMMSCOPE INC P/P 144A 06.0000 03/01/2026 | 0.00% |
| CREDIT ACCEPTANC P/P 144A 06.6250 03/15/2026 | 0.00% |
| DISH NETWORK CV 03.3750 08/15/2026 | 0.00% |
| DUN & BRADSTREET COR P/P 144A 06.8750 08/15/2026 | 0.00% |
| EUR/USD 12/18/2019 BANKAM | 0.00% |
| EUR/USD 12/18/2019 BCAP-FX | 0.00% |
| FREEPORT-MCMORAN INC 05.4500 03/15/2043 | 0.00% |
| GATES GLOBAL TLB L+275 04.5359 03/31/2024 | 0.00% |
| GENERAL DYNAMICS CORP 02.2500 11/15/2022 | 0.00% |
| GETLINK SE SEDOL B292JQ9 | 0.00% |
| GNMA GII30 AY2298 04.7000 05/20/2067 | 0.00% |
| GNMA GII30 AY4779 04.5090 03/20/2067 | 0.00% |
| GNMA GII30 BA7681 04.6260 06/20/2067 | 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% |
| HOLOGIC INC P/P 144A 04.3750 10/15/2025 | 0.00% |
| IHS MARKIT LTD USD 04.7500 08/01/2028 | 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% |
| JOSEPH T RYERSON & S P/P 144A 11.0000 05/15/2022 | 0.00% |
| LABORATORY CRP OF AMER HLDGS SEDOL 2586122 | 0.00% |
| LEVEL 3 FIN INC P/P 144A 04.6250 09/15/2027 | 0.00% |
| MERCER INTL INC USD 05.5000 01/15/2026 | 0.00% |
| MGP ESCROW ISSUER/CO 05.6250 05/01/2024 | 0.00% |
| MSAC 2004-HE6 M1 02.6478 08/25/2034 | 0.00% |
| NEIMAN MARCUS TL L+600 07.9895 10/25/2023 | 0.00% |
| NRG ENERGY INC 05.7500 01/15/2028 | 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% |
| PUBLIC SERVICE ELECTRIC 05.5000 03/01/2040 | 0.00% |
| QVC INC 04.4500 02/15/2025 | 0.00% |
| RUB/USD 12/18/2019 BANKAM | 0.00% |
| RUB/USD 12/18/2019 GSFX | 0.00% |
| SHELL INTERNATIONAL FIN USD 02.1250 05/11/2020 | 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 07.1250 03/15/2026 | 0.00% |
| SPRINT SPECTRUM P/P 144A 03.3600 09/20/2021 | 0.00% |
| SUBARU CORP SEDOL 6356406 | 0.00% |
| T-MOBILE USA INC 04.5000 02/01/2026 | 0.00% |
| TARGA RESOURCES PART P/P 144A 06.5000 07/15/2027 | 0.00% |
| TAYLOR MORRISON COMM P/P 144A 05.7500 01/15/2028 | 0.00% |
| TENET HEALTHCARE P/P 144A 06.2500 02/01/2027 | 0.00% |
| TREASURY BILL 00.0000 02/20/2020 | 0.00% |
| VERTIV GROUP CORP P/P 144A 09.2500 10/15/2024 | 0.00% |
| WFCM 2016-LC25 XA IO 00.9967 12/15/2059 | 0.00% |
| YUM! BRANDS INC P/P 144A 04.7500 01/15/2030 | 0.00% |
| 1.525 R ISWP FWD US0003M P 12/18/2029 | 0.00% |
| AIR MEDICAL MERGER S P/P 144A 06.3750 05/15/2023 | 0.00% |
| AKZO NOBEL N.V. SEDOL BJ2KSG2 | 0.00% |
| AMC ENTERTAINMENT HLDGS 06.1250 05/15/2027 | 0.00% |
| BANK OF AMERICA CORP 06.5000 10/29/2049 | 0.00% |
| BAUSCH HLTH COS INC P/P 144A 06.5000 03/15/2022 | 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% |
| BERRY GLOBAL INC 05.5000 05/15/2022 | 0.00% |
| BOYD GAMING CORP 06.3750 04/01/2026 | 0.00% |
| CANADIAN UTILITIES LTD-A SEDOL 2172639 | 0.00% |
| CAS 2015-C02 2M2 05.8228 05/25/2025 | 0.00% |
| CIT GROUP INC 05.0000 08/01/2023 | 0.00% |
| CIT GROUP INC. 05.0000 08/15/2022 | 0.00% |
| CLEAN HARBORS INC P/P 144A 05.1250 07/15/2029 | 0.00% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 CS | 0.00% |
| COMCAST CORP 03.9990 11/01/2049 | 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% |
| CREDIT ACCEPTANC 07.3750 03/15/2023 | 0.00% |
| ELDORADO RESORTS INC 07.0000 08/01/2023 | 0.00% |
| ENERGIZER HLDG INC P/P 144A 06.3750 07/15/2026 | 0.00% |
| EQUINIX INC 05.8750 01/15/2026 | 0.00% |
| FHR 3072 SM 04.2533 11/15/2035 | 0.00% |
| FRAC TECH INTL TLB L+475 06.5359 04/16/2021 | 0.00% |
| GENON 939CER907 | 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% |
| 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% |
| JO-ANN STORES 2NDL L+925 11.0730 05/21/2024 | 0.00% |
| JO-ANN STORES TL L+500 06.9340 10/16/2023 | 0.00% |
| JPMBB 2013-C17 XA IO 00.7633 01/15/2047 | 0.00% |
| KYUSHU RAILWAY COMPANY SEDOL BD2BST6 | 0.00% |
| LENNAR CORP 05.8750 11/15/2024 | 0.00% |
| LIVE NATION ENT P/P 144A 04.7500 10/15/2027 | 0.00% |
| MASONITE INTL C P/P 144A 05.3750 02/01/2028 | 0.00% |
| MATTAMY GROUP CORP P/P 144A 06.5000 10/01/2025 | 0.00% |
| MBX.FN30.450.09 R USL1M P 01/12/40 BC | 0.00% |
| MEG ENERGY CORP P/P 144A 06.3750 01/30/2023 | 0.00% |
| MGM GROWTH/MGM FINANCE 04.5000 01/15/2028 | 0.00% |
| MICROSOFT CORP 05.3000 02/08/2041 | 0.00% |
| NEXSTAR ESCROW P/P 144A 05.6250 07/15/2027 | 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% |
| NUTRIEN LTD USD 05.2500 01/15/2045 | 0.00% |
| ONO PHARMACEUTICAL CO LTD SEDOL 6660107 | 0.00% |
| PETROBRAS GLOBAL FIN USD 05.9990 01/27/2028 | 0.00% |
| RAYTHEON COMPANY 04.8750 10/15/2040 | 0.00% |
| REGENCY ENERGY P 04.5000 11/01/2023 | 0.00% |
| REPSOL SA SEDOL 5669354 | 0.00% |
| REPUBLIC OF VENEZUELA REGS 08.2500 10/13/2024 | 0.00% |
| SM ENERGY CO 05.0000 01/15/2024 | 0.00% |
| SPECTRUM BRANDS INC 06.1250 12/15/2024 | 0.00% |
| SPRINT COMMUNICATIONS INC. 07.0000 08/15/2020 | 0.00% |
| STEEL DYNAMICS INC 05.0000 12/15/2026 | 0.00% |
| T-MOBILE USA INC 06.3750 03/01/2025 | 0.00% |
| T-MOBILE USA INC. 04.0000 04/15/2022 | 0.00% |
| TARGA RESOURCES PART P/P 144A 06.8750 01/15/2029 | 0.00% |
| TECK RESOURCES LIMITED USD 03.7500 02/01/2023 | 0.00% |
| TRANSOCEAN INC 07.5000 04/15/2031 | 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% |
| WELLCARE HLTH PLANS P/P 144A 05.3750 08/15/2026 | 0.00% |
| WEWORK COS INC P/P 144A 07.8750 05/01/2025 | 0.00% |
| WMG ACQUISITION CORP P/P 144A 05.5000 04/15/2026 | 0.00% |
| ZEKELMAN IND INC P/P 144A 09.8750 06/15/2023 | 0.00% |
| ABC SUPPLY CO INC P/P 144A 05.8750 05/15/2026 | 0.00% |
| AKER BP ASA P/P 144A 05.8750 03/31/2025 | 0.00% |
| ALLY FINANCIAL INC 03.8750 05/21/2024 | 0.00% |
| APACHE CORPORATION 03.2500 04/15/2022 | 0.00% |
| ARCELORMITTAL USD 06.1250 06/01/2025 | 0.00% |
| ASCENT RESOURCES/AR P/P 144A 07.0000 11/01/2026 | 0.00% |
| BERRY GLOBAL INC P/P 144A 04.5000 02/15/2026 | 0.00% |
| CABLEVISION SYS CORP 08.0000 04/15/2020 | 0.00% |
| CBS CORP 04.0000 01/15/2026 | 0.00% |
| CBS OUT AMER CAP LLC 05.6250 02/15/2024 | 0.00% |
| CHESAPEAKE ENERGY CORP 08.0000 06/15/2027 | 0.00% |
| CINEMARK USA INC 04.8750 06/01/2023 | 0.00% |
| COMCAST CORP 06.5000 11/15/2035 | 0.00% |
| COMMSCOPE INC P/P 144A 05.5000 03/01/2024 | 0.00% |
| DELTA AIR LINES 2009 1A 07.7500 12/17/2019 | 0.00% |
| EAGLE HLDG CO II LLC P/P 144A 07.7500 05/15/2022 | 0.00% |
| ELDORADO RESORTS INC 06.0000 09/15/2026 | 0.00% |
| EOG RESOURCES INC 04.1500 01/15/2026 | 0.00% |
| FEDEX CORP 02.6250 08/01/2022 | 0.00% |
| FHR 3065 DC 14.0963 03/15/2035 | 0.00% |
| FIDELITY NATIONAL INFORM 03.0000 08/15/2026 | 0.00% |
| FNMA FN30 971053 04.5000 02/01/2039 | 0.00% |
| FNR 2007-53 SP 17.5166 06/25/2037 | 0.00% |
| GENERAL MOTORS FINL CO 04.0000 01/15/2025 | 0.00% |
| GLENCORE PLC SEDOL B4T3BW6 | 0.00% |
| H LUNDBECK A/S SEDOL 7085259 | 0.00% |
| HCA INC. 07.5000 02/15/2022 | 0.00% |
| IHS MARKIT LTD P/P 144A 04.0000 03/01/2026 | 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% |
| JPY/USD 11/20/2019 GSFX | 0.00% |
| LAMB WESTON HOLDINGS P/P 144A 04.6250 11/01/2024 | 0.00% |
| MERCER INTL INC USD 07.3750 01/15/2025 | 0.00% |
| MERCK & CO INC 01.8500 02/10/2020 | 0.00% |
| MOLINA HEALTHCARE IN P/P 144A 04.8750 06/15/2025 | 0.00% |
| MXN/USD 01/15/2020 BANKAM | 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% |
| NEW GOLD INC P/P 144A 06.2500 11/15/2022 | 0.00% |
| NOBLE HOLDING INTL LTD USD 07.7500 01/15/2024 | 0.00% |
| OASIS PETROLEUM INC P/P 144A 06.2500 05/01/2026 | 0.00% |
| ONCOR ELECTRIC DELIVERY 05.3000 06/01/2042 | 0.00% |
| PANTHER BF AGGREGA P/P 144A 06.2500 05/15/2026 | 0.00% |
| PETROBRAS GLOBAL FIN USD 05.2990 01/27/2025 | 0.00% |
| QUEBECOR MEDIA INC USD 05.7500 01/15/2023 | 0.00% |
| RACKSPACE HOSTING INC L+300 04.9021 11/03/2023 | 0.00% |
| REALOGY GRP / CO P/P 144A 09.3750 04/01/2027 | 0.00% |
| REPUBLIC OF VENEZUELA REGS 09.0000 05/07/2023 | 0.00% |
| STACR 2018-HQA2 M2 04.1228 10/25/2048 | 0.00% |
| STACR 2019-HQA1 M2 04.1728 02/25/2049 | 0.00% |
| T-MOBILE USA INC 06.0000 03/01/2023 | 0.00% |
| THE AES CORPORATION 04.8750 05/15/2023 | 0.00% |
| THE SHERWIN-WILLIAMS COMPANY 02.7500 06/01/2022 | 0.00% |
| TOWNSQUARE MEDIA INC P/P 144A 06.5000 04/01/2023 | 0.00% |
| USA COM PART/USA COM P/P 144A 06.8750 09/01/2027 | 0.00% |
| VALARIS PLC USD 07.7500 02/01/2026 | 0.00% |
| VIPER ENERGY P/P 144A 05.3750 11/01/2027 | 0.00% |
| WASTE PRO USA INC P/P 144A 05.5000 02/15/2026 | 0.00% |
| AIR LEASE CORP 02.5000 03/01/2021 | 0.00% |
| ANTERO RESOURCES COR 05.6250 06/01/2023 | 0.00% |
| AUD/USD 01/15/2020 HSBCB | 0.00% |
| AUD/USD 01/15/2020 SSBT | 0.00% |
| BP CAP MARKETS AMERICA 03.9370 09/21/2028 | 0.00% |
| BRL/USD 02/04/2020 GSFX | 0.00% |
| CALIFORNIA RESOURCES P/P 144A 08.0000 12/15/2022 | 0.00% |
| CALPINE CORP P/P 144A 05.8750 01/15/2024 | 0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS | 0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 JP | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CS | 0.00% |
| 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% |
| ENERGIZER HLDG INC P/P 144A 07.7500 01/15/2027 | 0.00% |
| EUR/USD 12/18/2019 CSI-FX | 0.00% |
| EUR/USD PUT 1.08 20200103 BANKAM | 0.00% |
| FHR 2990 LB 12.0351 06/15/2034 | 0.00% |
| FHR 3249 PS 15.9349 12/15/2036 | 0.00% |
| FNR 2005-75 GS 14.7818 08/25/2035 | 0.00% |
| FNR 2006-62 PS 28.9635 07/25/2036 | 0.00% |
| FNR 2006-8 HP 17.8833 03/25/2036 | 0.00% |
| GNMA GII30 BJ9611 04.5000 05/20/2049 | 0.00% |
| GNMA GII30 BN1506 04.5000 05/20/2049 | 0.00% |
| GNMA GII30 BN1509 05.0000 05/20/2049 | 0.00% |
| GNMA GII30 BN2618 04.5000 05/20/2049 | 0.00% |
| GNR 2010-9 QI IO 04.5000 01/20/2040 | 0.00% |
| GSMS 2012-GC6 D P/P 144A 05.6512 01/10/2045 | 0.00% |
| HKD/USD 11/20/2019 BCAP-FX | 0.00% |
| IHEARTMEDIA INC - CLASS A SEDOL BJVR9Y9 | 0.00% |
| IHEARTMEDIA TL L+400 05.7814 05/01/2026 | 0.00% |
| IOS.FN30.350.14 R USL1M P 01/12/45 CS | 0.00% |
| LBUBS 2006-C6 XCL IO P/P 144A 00.6880 09/15/2039 | 0.00% |
| MALLINCKRODT FIN/SB P/P 144A 05.5000 04/15/2025 | 0.00% |
| MEG ENERGY CORP P/P 144A 07.0000 03/31/2024 | 0.00% |
| MSC 2007-HQ11 C 05.5580 02/12/2044 | 0.00% |
| NABORS INDUSTRIES INC. 05.5000 01/15/2023 | 0.00% |
| NZD/USD 01/15/2020 UBS | 0.00% |
| ORACLE CORP 02.5000 05/15/2022 | 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% |
| SASC 2006-AM1 A4 01.9828 04/25/2036 | 0.00% |
| SGD/USD 11/20/2019 JPMCB | 0.00% |
| STACR 2019-DNA2 M2 04.2728 03/25/2049 | 0.00% |
| STANDARD IND INC P/P 144A 04.7500 01/15/2028 | 0.00% |
| STEEL DYNAMICS INC 04.1250 09/15/2025 | 0.00% |
| STEEL DYNAMICS INC 05.2500 04/15/2023 | 0.00% |
| T-MOBILE USA INC 05.3750 04/15/2027 | 0.00% |
| TOLEDO EDISON COMPANY 07.2500 05/01/2020 | 0.00% |
| TRANSDIGM INC 06.5000 05/15/2025 | 0.00% |
| 1.396 R ISWP US0003M P 10/04/2024 | 0.00% |
| 1.45 R ISWP FWD US0003M P 12/18/2024 | 0.00% |
| 1.4925 R ISWP US0003M P 10/04/2029 | 0.00% |
| 1.512 R ISWP US0003M P 10/04/2021 | 0.00% |
| 1.519 R ISWP US0003M P 10/02/2024 | 0.00% |
| ADVANZ PHARMA CORP SEDOL BH4P601 | 0.00% |
| ANHEUSER-BUSCH INBEV WOR 04.1500 01/23/2025 | 0.00% |
| AUD/USD PUT 0.655 20200109 UBS | 0.00% |
| AVAYA INC ESCROW P/P 144A 07.0000 04/01/2020 | 0.00% |
| BACM 2005-1 XW IO P/P 144A 00.0000 11/10/2042 | 0.00% |
| BACM 2007-1 XW IO 00.2109 01/15/2049 | 0.00% |
| BACM 2007-5 XW IO P/P 144A 00.0000 02/10/2051 | 0.00% |
| BANK OF NOVA SCOTIA USD 02.0000 11/15/2022 | 0.00% |
| BERKSHIRE HATHAWAY ENERG 06.1250 04/01/2036 | 0.00% |
| BRL/USD 02/04/2020 CITI | 0.00% |
| BSCMS 04-PR3I X1 IO 00.0000 02/11/2041 | 0.00% |
| BSCMS 06-PW14 X1 IO P/P 144A 00.3088 12/11/2038 | 0.00% |
| BSCMS 2006-PW11 C P/P 144A 05.7745 03/11/2039 | 0.00% |
| CAD/USD 01/15/2020 BANKAM | 0.00% |
| CD 2007-CD4 XW IO P/P 144A 00.9076 12/11/2049 | 0.00% |
| CGCMT 2006-C5 XC IO P/P 144A 00.5203 10/15/2049 | 0.00% |
| CHESAPEAKE ENERGY CORP 05.7500 03/15/2023 | 0.00% |
| CLEAR CHANNEL OUTDOOR HOLDIN SEDOL BJHVCH9 | 0.00% |
| CLP/USD 01/15/2020 GSFX | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 JP | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 JP | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 ML | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 MS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 MS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 MS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 MS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 MS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 MS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 MS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 MS | 0.00% |
| CMB CMBX.NA.A.7 2047-01-17 200.0 01/17/2047 CG | 0.00% |
| CMB CMBX.NA.A.7 2047-01-17 200.0 01/17/2047 CS | 0.00% |
| CMB CMBX.NA.A.7 2047-01-17 200.0 01/17/2047 JP | 0.00% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CG | 0.00% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CG | 0.00% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CS | 0.00% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CS | 0.00% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CS | 0.00% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 JP | 0.00% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 ML | 0.00% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 ML | 0.00% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 MS | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 JP | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 JP | 0.00% |
| CMB CMBX.NA.BB.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.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.6 2063-05-11 500.0 05/11/2063 CG | 0.00% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 JP | 0.00% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 JP | 0.00% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 JP | 0.00% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 JP | 0.00% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 MS | 0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CG | 0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CG | 0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CG | 0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CS | 0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CS | 0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CS | 0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS | 0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS | 0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 MS | 0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 MS | 0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 MS | 0.00% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 CG | 0.00% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 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 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 ML | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.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 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 CG | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | 0.00% |
| 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 JP | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 ML | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | 0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 CS | 0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 GS | 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 JP | 0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 MS | 0.00% |
| COMM 2006-C8 XS IO P/P 144A 00.3595 12/10/2046 | 0.00% |
| CSFB 2003-C3 AX IO P/P 144A 02.0025 05/15/2038 | 0.00% |
| CSMC 2007-C1 AX IO P/P 144A 00.4563 02/15/2040 | 0.00% |
| CSMC 2007-C2 AX IO P/P 144A 00.0161 01/15/2049 | 0.00% |
| CVS PASS-THROUGH TRUST 06.0360 12/10/2028 | 0.00% |
| EL PASO NATURAL GAS 08.3750 06/15/2032 | 0.00% |
| ESC CHESAPEAKEOILFIELD 06.6250 11/15/2020 | 0.00% |
| ESC SEVENTYSEVENERG 06.5000 07/15/2022 | 0.00% |
| EUR/NOK PUT 9.85 20200121 GSFX | 0.00% |
| EUR/SEK PUT 10.50 20191121 CITI | 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 00.3746 10/25/2041 | 0.00% |
| FNR 2001-79 BI IO 00.2781 03/25/2045 | 0.00% |
| FNR 2003-34 P1 PO 00.0000 04/25/2043 | 0.00% |
| FNW 2002-W8 IO1 IO 00.3019 06/25/2042 | 0.00% |
| GECMC 2007-C1 XC IO P/P 144A 00.0871 12/10/2049 | 0.00% |
| GLOBAL FASHION GRP P/P | 0.00% |
| GNR 2018-127 IB IO 04.5000 06/20/2045 | 0.00% |
| HC BRILLANT SERVICES GMBH P/P | 0.00% |
| INTELSAT JACKSON HLD P/P 144A 08.0000 02/15/2024 | 0.00% |
| IOS.FN30.350.12 R USL1M P 01/12/43 BC | 0.00% |
| IOS.FN30.400.11 R USL1M P 01/12/42 BC | 0.00% |
| IOS.FN30.400.11 R USL1M P 01/12/42 GS | 0.00% |
| IOS.FN30.400.11 R USL1M P 01/12/42 GS | 0.00% |
| IOS.FN30.600.08 R USL1M P 01/12/39 GS | 0.00% |
| IOS.FN30.650.67 R USL1M P 01/12/38 BC | 0.00% |
| IOS.FN30.650.67 R USL1M P 01/12/38 GS | 0.00% |
| JPMCC 05-CB12 X1 IO P/P 144A 00.4507 09/12/2037 | 0.00% |
| JPMCC 2006-CB17 X IO 00.6523 12/12/2043 | 0.00% |
| JPMCC 2006-LDP8 X IO 00.3045 05/15/2045 | 0.00% |
| JPMCC 2007-LDPX X IO 00.1356 01/15/2049 | 0.00% |
| KRW/USD 11/20/2019 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 00.3174 11/15/2040 | 0.00% |
| LBUBS 2007-C2 XW IO 00.1634 02/15/2040 | 0.00% |
| MBX.FN30.650.67 P USL1M R 01/12/38 GS | 0.00% |
| MEZZ 2005-C3 X IO P/P 144A 06.7220 05/15/2044 | 0.00% |
| MEZZ 2006-C4 X IO P/P 144A 06.1110 07/15/2045 | 0.00% |
| MLMT 2005-MCP1 XC IO P/P 144A 00.0012 06/12/2043 | 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% |
| NOK/USD 12/18/2019 JPMCB | 0.00% |
| NOK/USD 12/18/2019 SSBT | 0.00% |
| NZD/USD 01/15/2020 HSBCB | 0.00% |
| SEK/USD 12/18/2019 BANKAM | 0.00% |
| SEK/USD 12/18/2019 JPMCB | 0.00% |
| SEK/USD 12/18/2019 UBS | 0.00% |
| SPEC BRNDS ESCROW CO 06.6250 11/15/2022 | 0.00% |
| TERVITA CORP SEDOL BD1DCC4 | 0.00% |
| TEXAS COHLD TCEH ESCROW 11.5000 10/01/2020 | 0.00% |
| TRANSOCEAN INC P/P 144A 09.0000 07/15/2023 | 0.00% |
| TXU TCEH RIGHTS | 0.00% |
| WBCMT 2006-C29 IO IO 00.3058 11/15/2048 | 0.00% |
| WBCMT 2007-C34 IO IO 00.0854 05/15/2046 | 0.00% |
| 1.675 R ISWP US0003M P 10/04/2049 | -0.00% |
| CAD/USD 01/15/2020 BCAP-FX | -0.00% |
| CAD/USD 01/15/2020 SSBT | -0.00% |
| CHF/USD 12/18/2019 BCAP-FX | -0.00% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 CG | -0.00% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 MS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| DKK/USD 12/18/2019 CITI | -0.00% |
| EUR/USD 12/18/2019 CITI | -0.00% |
| EUR/USD 12/18/2019 GSFX | -0.00% |
| EUR/USD 12/18/2019 JPMCB | -0.00% |
| EUR/USD 12/18/2019 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% |
| 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% |
| SEK/USD 12/18/2019 GSFX | -0.00% |
| SEK/USD 12/18/2019 HSBCB | -0.00% |
| SEK/USD 12/18/2019 RBSF | -0.00% |
| SEK/USD 12/18/2019 SSBT | -0.00% |
| 1.58 R ISWP FWD US0003M P 12/18/2021 | -0.00% |
| 1.65 R ISWP FWD US0003M P 12/18/2049 | -0.00% |
| AUD/JPY PUT 66.00 20200214 GSFX | -0.00% |
| AUD/USD CALL 0.6898 20200109 UBS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CNH/USD 11/20/2019 HSBCB | -0.00% |
| NZD/USD 01/15/2020 BCAP-FX | -0.00% |
| BRL/USD 02/04/2020 BANKAM | -0.00% |
| CHF/USD 12/18/2019 JPMCB | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| IOS.FN30.400.10 P USL1M R 01/12/41 JP | -0.00% |
| EUR/USD 12/18/2019 UBS | -0.00% |
| NZD/USD 01/15/2020 GSFX | -0.00% |
| NOK/USD 12/18/2019 GSFX | -0.00% |
| NZD/USD 01/15/2020 JPMCB | -0.00% |
| EUR/USD CALL 1.1291 20200103 BANKAM | -0.01% |
| GBP/USD 12/18/2019 BANKAM | -0.01% |
| GBP/USD CALL 1.36 20200123 BANKAM | -0.01% |
| MBX.FN30.650.67 P USL1M R 01/12/38 BC | -0.01% |
| CDX CDX.NA.HY.33 500.0 12/20/2024 | -0.01% |
| JPY/USD 11/20/2019 CITI | -0.01% |
| JPY/USD 11/20/2019 SSBT | -0.01% |
| MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.01% |
| FNMA FN30 TBA UMBS 03.5000 11/01/2049 | -0.11% |
| FNMA FN30 TBA UMBS 03.0000 12/01/2049 | -0.28% |
| RU10INTR P US0003M R 11/26/19 CI | -2.53% |
| GSGLPWDS P US0001M R 12/15/20 GS | -5.66% |
Portfolio composition as of 12/31/19
| U.S. large-cap equity | 47.99% |
|---|---|
| U.S. Investment-grade bonds | 14.65% |
| International equity | 14.03% |
| U.S. small- and mid-cap equity | 12.38% |
| Emerging-markets equity | 5.44% |
| U.S. money markets | 3.49% |
| U.S. High-yield bonds | 2.02% |
Fixed income statistics as of 12/31/19
| Average effective maturity | 5.33 yrs. |
|---|---|
| Average effective duration | 0.83 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. 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
| Breakpoint | Class A | Class B | Class C | Class R | Class R5 | Class R6 | Class Y |
|---|---|---|---|---|---|---|---|
| $0-$49,999 | 5.75% / 5.00% | 0.00% / 4.00% | 0.00% / 1.00% | -- | -- | -- | -- |
| $50,000-$99,999 | 4.50% / 3.75% | 0.00% / 4.00% | 0.00% / 1.00% | -- | -- | -- | -- |
| $100,000-$249,999 | 3.50% / 2.75% | -- | 0.00% / 1.00% | -- | -- | -- | -- |
| $250,000-$499,999 | 2.50% / 2.00% | -- | 0.00% / 1.00% | -- | -- | -- | -- |
| $500,000-$999,999 | 2.00% / 1.75% | -- | 0.00% / 1.00% | -- | -- | -- | -- |
| $1M-$4M | 0.00% / 1.00% | -- | -- | -- | -- | -- | -- |
| $4M-$50M | 0.00% / 0.50% | -- | -- | -- | -- | -- | -- |
| $50M+ | 0.00% / 0.25% | -- | -- | -- | -- | -- | -- |
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% | -- | -- | -- | -- |
Trail commissions
| Class A | Class B | Class C | Class R | Class R5 | Class R6 | Class Y | |
|---|---|---|---|---|---|---|---|
| 0.25% | 0.25% | 1.00% | 0.50% | 0.00% | 0.00% | 0.00% | |
| NA | NA | NA | NA | NA | NA | NA | |
| NA | NA | NA | NA | NA | NA | NA |
For sales and trail commission information on purchases over $1 million and participant-directed qualified retirement plans, see a Putnam fund prospectus and the statement of additional information.
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. You can lose money by investing in the fund.