Active Allocation
Dynamic Asset Allocation Balanced Fund (Class Y) (PABYX)
A globally diversified fund pursuing a balance of growth and income
Highlights
A globally diversified fund pursuing a balance of growth and income
The fund seeks total return.
Strategy and process
- Global benchmark: The fund starts with a globally diversified benchmark with more efficient exposures relative to a typical 60/40 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 |
$14.50
-0.07% | $-0.01 |
$15.20
10/16/18 |
$12.63
12/24/18 |
Fund facts as of 06/30/19
Total net assets
$2,787.47M
$2,787.47M
Turnover (fiscal year end)
129%
129%
Dividend frequency (view rate)
Quarterly
Quarterly
Number of holdings
1793
1793
Fiscal year-end
September
September
CUSIP / Fund code
746444884 / 1841
746444884 / 1841
Inception date
07/05/94
07/05/94
Category
Asset Allocation
Asset Allocation
Open to new investors
Ticker
PABYX
PABYX
Management team
Chief Investment Officer, Global Asset Allocation
Co-Head of Global Asset Allocation
Co-Head of Global Asset Allocation
Portfolio Manager
Manager commentary | Q2 2019
Growth expectations ease
Jason Vaillancourt, Co-Head of Global Asset Allocation, discusses trends in growth and earnings expectations.
Literature
Fund documents |
| Prospectuses/SAI |
| Fact Sheet (A share) (PDF) |
| Fact Sheet (Y share) (PDF) |
| Annual Fund Report (PDF) |
| Semiannual Fund Report (PDF) |
| Brochure (PDF) |
| Quarterly commentary (PDF) |
| Equity Outlook (PDF) |
Market volatility returns to "old" normal
Our outlook for stock market volatility sees the levels reached in 2018 continuing, in part because these levels were close to the long-term norm.Watch the euro as Italy votes
We are watching the referendum in Italy this weekend for yet another existential crisis for the euro.Performance
Consistency of positive performance over five years
Performance shown above does not reflect the effects of any sales charges. Click on the dots to see specific returns in each five-year period as of the date revealed. Note that returns of 0.00% are counted as positive periods. For complete fund performance, please see below.
17.79%
Best 5-year annualized return
(for period ending 12/31/99)
-3.21%
Worst 5-year annualized return
(for period ending 03/31/09)
6.83%
Average 5-year annualized return
Total return (%) as of 09/30/19
Annual performance as of 09/30/19
Annualized Total return (%) as of 09/30/19
| Annualized performance | 1 yr. | 3 yrs. | 5 yrs. | 10 yrs. |
|---|---|---|---|---|
| Before sales charge | 1.32% | 7.37% | 6.24% | 8.94% |
| After sales charge | N/A | N/A | N/A | N/A |
| Russell 3000 Index | 2.92% | 12.83% | 10.44% | 13.08% |
| Putnam Balanced Blended Benchmark | 5.62% | 8.54% | 7.17% | 8.93% |
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 Putnam Multi-Asset Absolute Return Fund, 4.00% and 3.25% for income funds and 2.25% and 0.75% for 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, which is 3% in the first year, declining to 1% in the fourth 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). 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 and M shares of Putnam money market funds have no initial sales charge. For a portion of the periods, some funds had expense 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 09/30/19 | 0.95% | - | |
| YTD as of 10/11/19 | 12.45% | - | |
Yield
| Distribution rate before sales charge as of 10/11/19 |
2.15% |
|---|---|
| Distribution rate after sales charge as of 10/11/19 |
2.15% |
| 30-day SEC yield as of 09/30/19 | 1.84% |
Risk-adjusted performance as of 06/30/19
| Sharpe ratio (3 yrs.) | 0.88 |
|---|
Volatility as of 06/30/19
| Standard deviation (3 yrs.) | 8.08% |
|---|
Lipper rankings as of 06/30/19
| Time period | Rank/Funds in category | Percentile ranking |
|---|---|---|
| 1 yr. | 439/598 | 74% |
| 3 yrs. | 77/538 | 15% |
| 5 yrs. | 56/484 | 12% |
| 10 yrs. | 13/353 | 4% |
Morningstar Ratings™ as of 06/30/19
| Time period | Funds in category | Morningstar Rating™ |
|---|---|---|
| Overall | 679 | |
| 3 yrs. | 679 | |
| 5 yrs. | 595 | |
| 10 yrs. | 431 |
Distributions
| Record/Ex dividend date | 09/18/19 |
|---|---|
| Payable date | 09/20/19 |
| Income | $0.078 |
| Extra income | -- |
| Short-term cap. gain | -- |
| Long-term cap. gain | -- |
Lipper rankings are based on total return without sales charge relative to all share classes of funds with similar objectives as determined by Lipper. Past performance is not indicative of future results.
The Morningstar RatingTM for funds, or "star rating", is calculated for managed products (including mutual funds, variable annuity and variable life subaccounts, exchange-traded funds, closed-end funds, and separate accounts) with at least a three-year history. Exchange-traded funds and open-ended mutual funds are considered a single population for comparative purposes. It is calculated based on a Morningstar Risk-Adjusted Return measure that accounts for variation in a managed product's monthly excess performance, placing more emphasis on downward variations and rewarding consistent performance. The top 10% of products in each product category receive 5 stars, the next 22.5% receive 4 stars, the next 35% receive 3 stars, the next 22.5% receive 2 stars, and the bottom 10% receive 1 star. The Overall Morningstar Rating for a managed product is derived from a weighted average of the performance figures associated with its three-, five-, and 10-year (if applicable) Morningstar Rating metrics. The weights are: 100% three-year rating for 36-59 months of total returns, 60% five-year rating/40% three-year rating for 60-119 months of total returns, and 50% 10-year rating/30% five-year rating/20% three-year rating for 120 or more months of total returns. While the 10-year overall star rating formula seems to give the most weight to the 10-year period, the most recent three-year period actually has the greatest impact because it is included in all three rating periods.
The up-market capture ratio is used to evaluate how well an investment manager performed relative to an index during periods when that index has risen. The ratio is calculated by dividing the manager’s returns by the returns of the index during the up-market, and multiplying that factor by 100. The down-market capture ratio is used to evaluate how well an investment manager performed relative to an index during periods when that index has dropped. The ratio is calculated by dividing the manager’s returns by the returns of the index during the down-market and multiplying that factor by 100.
Holdings
Top 10 holdings as of 06/30/19
| Gnma Gii30 Ma4652 03.5000 08/20/2047 | 1.92% |
|---|---|
| Alphabet | 1.69% |
| Fhlmc Fh30g G08795 03.0000 01/01/2048 | 1.45% |
| Amazon | 1.33% |
| Fnma Fn30 Tba Umbs 04.0000 08/01/2049 | 1.33% |
| JPMorgan Chase | 1.33% |
| Cisco Systems | 1.12% |
| Chevron | 1.11% |
| Microsoft | 1.04% |
| Verizon Communications | 1.03% |
| Top 10 holdings, percent of portfolio | 13.35% |
Full portfolio holdings as of 09/30/19
| GSGLPWDL R US0001M P 12/15/20 GS | 6.05% |
|---|---|
| US 5YR NOTE (CBT) DEC19 FVZ9 | 4.72% |
| E-MINI RUSS 2000 DEC19 RTYZ9 | 4.01% |
| US 2YR NOTE (CBT) DEC19 TUZ9 | 3.96% |
| S&P500 EMINI FUT DEC19 ESZ9 | 3.11% |
| CGPUTQL2 R US0003M P 11/26/19 CI | 3.00% |
| US ULTRA BOND CBT DEC19 WNZ9 | 2.27% |
| GNMA GII30 MA4652 03.5000 08/20/2047 | 1.83% |
| ALPHABET INC-CL A SEDOL BYVY8G0 | 1.77% |
| US 10YR NOTE (CBT)DEC19 TYZ9 | 1.72% |
| AMAZON.COM INC SEDOL 2000019 | 1.61% |
| JPMORGAN CHASE & CO SEDOL 2190385 | 1.44% |
| FHLMC FR30 ZS4750 UMBS 03.0000 01/01/2048 | 1.43% |
| FNMA FN30 TBA UMBS 04.0000 10/01/2049 | 1.43% |
| FNMA FN15 TBA UMBS 03.0000 10/01/2034 | 1.23% |
| APPLE INC SEDOL 2046251 | 1.18% |
| FNMA FN30 MA3563 UMBS 04.0000 01/01/2049 | 1.17% |
| MICROSOFT CORP SEDOL 2588173 | 1.14% |
| CISCO SYSTEMS INC SEDOL 2198163 | 1.12% |
| VERIZON COMMUNICATIONS INC SEDOL 2090571 | 1.10% |
| CHEVRON CORP | 1.07% |
| CITIGROUP INC SEDOL 2297907 | 1.03% |
| US LONG BOND(CBT) DEC19 USZ9 | 0.90% |
| ORACLE CORP SEDOL 2661568 | 0.90% |
| PROCTER & GAMBLE CO/THE SEDOL 2704407 | 0.89% |
| PAYPAL HOLDINGS INC SEDOL BYW36M8 | 0.88% |
| STARBUCKS CORP SEDOL 2842255 | 0.86% |
| COCA-COLA CO/THE SEDOL 2206657 | 0.84% |
| COMCAST CORP-CLASS A SEDOL 2044545 | 0.81% |
| ADOBE INC SEDOL 2008154 | 0.77% |
| MEDTRONIC PLC SEDOL BTN1Y11 | 0.72% |
| JOHNSON & JOHNSON SEDOL 2475833 | 0.63% |
| ABBOTT LABORATORIES SEDOL 2002305 | 0.61% |
| PEPSICO INC SEDOL 2681511 | 0.61% |
| MERCK & CO. INC. SEDOL 2778844 | 0.61% |
| LOCKHEED MARTIN CORP SEDOL 2522096 | 0.57% |
| AMGEN INC SEDOL 2023607 | 0.55% |
| METLIFE SHORT TERM FUNDING LL 59157UXA3 DCP 10/10/2019 | 0.54% |
| NRW BANK 62939MX93 DCP 10/09/2019 | 0.54% |
| INTUIT INC SEDOL 2459020 | 0.53% |
| HONEYWELL INTERNATIONAL INC SEDOL 2020459 | 0.52% |
| BOOKING HOLDINGS INC SEDOL BDRXDB4 | 0.51% |
| CONOCOPHILLIPS | 0.48% |
| WALMART INC SEDOL 2936921 | 0.47% |
| REGENCY MARKETS NO. 1 LLC 7588R1X91 DCP 10/09/2019 | 0.45% |
| MONDELEZ INTERNATIONAL INC-A SEDOL B8CKK03 | 0.45% |
| ATLANTIC ASSET SECURITIZATION 04821UXU1 DCP 10/28/2019 | 0.45% |
| BARCLAYS BANK PLC CCP 06742QXY3 DCP 11/07/2019 | 0.44% |
| FNMA FN30 TBA UMBS 06.0000 10/01/2049 | 0.44% |
| SIMON PROPERTY GROUP LP 82880XYC8 DCP 11/12/2019 | 0.44% |
| AUTOMATIC DATA PROCESSING SEDOL 2065308 | 0.43% |
| MANHATTAN ASSET FUNDING CO LL 56274MZC9 DCP 12/12/2019 | 0.42% |
| PRUDENTIAL PLC 7443M3XF6 DCP 10/15/2019 | 0.41% |
| DELTA AIR LINES INC SEDOL B1W9D46 | 0.39% |
| EXELON CORP SEDOL 2670519 | 0.38% |
| UNION PACIFIC CORP SEDOL 2914734 | 0.38% |
| METLIFE INC SEDOL 2573209 | 0.38% |
| INTL BUSINESS MACHINES CORP SEDOL 2005973 | 0.37% |
| FNMA FN30 MA2737 UMBS 03.0000 09/01/2046 | 0.36% |
| TREASURY BILL 00.0000 11/21/2019 | 0.36% |
| EBAY INC SEDOL 2293819 | 0.35% |
| XILINX INC SEDOL 2985677 | 0.35% |
| GNMA GII30 MA4837 03.5000 11/20/2047 | 0.34% |
| GNMA GII30 TBA 03.5000 10/01/2049 | 0.34% |
| MORGAN STANLEY | 0.34% |
| PHILLIPS 66 SEDOL B78C4Y8 | 0.33% |
| LOWES COMPANIES INC | 0.32% |
| FNMA FN30 BM5024 UMBS 03.0000 11/01/2048 | 0.32% |
| WASTE MANAGEMENT INC SEDOL 2937667 | 0.32% |
| KINDER MORGAN INC SEDOL B3NQ4P8 | 0.31% |
| DANAHER CORP SEDOL 2250870 | 0.31% |
| FNMA FN30 AL9859 UMBS 03.0000 03/01/2047 | 0.30% |
| GNMA GII30 MA4586 03.5000 07/20/2047 | 0.30% |
| BROADCOM INC SEDOL BDZ78H9 | 0.29% |
| QUALCOMM INC SEDOL 2714923 | 0.29% |
| INGERSOLL-RAND PLC SEDOL B633030 | 0.29% |
| BEST BUY CO INC SEDOL 2094670 | 0.28% |
| CUMMINS INC SEDOL 2240202 | 0.28% |
| ABBVIE INC SEDOL B92SR70 | 0.28% |
| VEEVA SYSTEMS INC-CLASS A SEDOL BFH3N85 | 0.28% |
| CROWN CASTLE INTL CORP SEDOL BTGQCX1 | 0.27% |
| EXPEDIA GROUP INC SEDOL B748CK2 | 0.27% |
| BIOGEN INC SEDOL 2455965 | 0.26% |
| CAPITAL ONE FINANCIAL CORP SEDOL 2654461 | 0.26% |
| MCKESSON CORP SEDOL 2378534 | 0.26% |
| KLA CORP SEDOL 2480138 | 0.25% |
| ROYAL DUTCH SHELL PLC-B SHS SEDOL B03MM40 | 0.25% |
| HERSHEY CO/THE SEDOL 2422806 | 0.24% |
| NORFOLK SOUTHERN CORP SEDOL 2641894 | 0.24% |
| PFIZER INC SEDOL 2684703 | 0.24% |
| PRUDENTIAL FINANCIAL INC SEDOL 2819118 | 0.24% |
| PUBLIC SERVICE ENTERPRISE GP SEDOL 2707677 | 0.24% |
| AGILENT TECHNOLOGIES INC SEDOL 2520153 | 0.24% |
| CORTEVA INC SEDOL BK73B42 | 0.24% |
| ROCHE HOLDING AG-GENUSSCHEIN SEDOL 7110388 | 0.24% |
| SYNCHRONY FINANCIAL SEDOL BP96PS6 | 0.23% |
| HILTON WORLDWIDE HOLDINGS IN SEDOL BYVMW06 | 0.23% |
| EXPORT DEVELOPMENT CANADA 30215HXF2 DCP 10/15/2019 | 0.23% |
| OMNICOM GROUP SEDOL 2279303 | 0.23% |
| AMERIPRISE FINANCIAL INC SEDOL B0J7D57 | 0.22% |
| FORTINET INC SEDOL B5B2106 | 0.22% |
| DISCOVER FINANCIAL SERVICES SEDOL B1YLC43 | 0.22% |
| AFLAC INC SEDOL 2026361 | 0.21% |
| EDWARDS LIFESCIENCES CORP SEDOL 2567116 | 0.20% |
| DARDEN RESTAURANTS INC SEDOL 2289874 | 0.20% |
| ZIMMER BIOMET HOLDINGS INC SEDOL 2783815 | 0.20% |
| SKANDINAVISKA ENSKILDA USD 02.3000 03/11/2020 | 0.20% |
| GILEAD SCIENCES INC SEDOL 2369174 | 0.19% |
| GOLDMAN SACHS GROUP INC SEDOL 2407966 | 0.19% |
| CATERPILLAR INC SEDOL 2180201 | 0.19% |
| HARTFORD FINANCIAL SVCS GRP SEDOL 2476193 | 0.18% |
| ALLSTATE CORP SEDOL 2019952 | 0.18% |
| CADENCE DESIGN SYS INC SEDOL 2302232 | 0.18% |
| EMERSON ELECTRIC CO SEDOL 2313405 | 0.18% |
| E*TRADE FINANCIAL CORPORATION | 0.18% |
| VERIZON COMM 04.3290 09/21/2028 | 0.17% |
| FNMA FN30 BJ9256 UMBS 04.0000 06/01/2048 | 0.17% |
| VISTRA ENERGY CORP SEDOL BZ8VJQ8 | 0.17% |
| LEIDOS HOLDINGS INC SEDOL BDV82B8 | 0.17% |
| CF INDUSTRIES HOLDINGS INC SEDOL B0G4K50 | 0.16% |
| ZEBRA TECHNOLOGIES CORP-CL A SEDOL 2989356 | 0.16% |
| ALLERGAN PLC SEDOL BY9D546 | 0.16% |
| CENTERPOINT ENERGY INC SEDOL 2440637 | 0.16% |
| KEYSIGHT TECHNOLOGIES IN SEDOL BQZJ0Q9 | 0.15% |
| NESTLE SA-REG SEDOL 7123870 | 0.15% |
| TREASURY BILL 00.0000 11/07/2019 | 0.15% |
| ALLIANZ SE-REG SEDOL 5231485 | 0.15% |
| F5 NETWORKS INC SEDOL 2427599 | 0.15% |
| SIEMENS FINANCIERING P/P 144A 02.2000 03/16/2020 | 0.15% |
| UNILEVER NV SEDOL B1527V7 | 0.14% |
| NOVO NORDISK A/S-B SEDOL BHC8X90 | 0.14% |
| NRG ENERGY INC SEDOL 2212922 | 0.14% |
| ALTICE USA INC- A SEDOL BDRY7P9 | 0.14% |
| NOVARTIS AG-REG SEDOL 7103065 | 0.14% |
| AMETEK INC SEDOL 2089212 | 0.14% |
| LINCOLN NATIONAL CORP SEDOL 2516378 | 0.13% |
| AVALONBAY COMMUNITIES INC SEDOL 2131179 | 0.13% |
| JP MORGAN CHASE BANK NA 03.0860 04/26/2021 | 0.13% |
| STACR 2016-DNA2 M3 06.6684 10/25/2028 | 0.13% |
| UNILEVER PLC SEDOL B10RZP7 | 0.13% |
| RIO TINTO PLC SEDOL 0718875 | 0.13% |
| AES CORP SEDOL 2002479 | 0.13% |
| CDW CORP/DE SEDOL BBM5MD6 | 0.13% |
| ENEL SPA SEDOL 7144569 | 0.12% |
| ENTERGY CORP SEDOL 2317087 | 0.12% |
| SONY CORP SEDOL 6821506 | 0.12% |
| CITIGROUP INC 03.6680 07/24/2028 | 0.12% |
| ANNALY CAPITAL MANAGEMENT IN SEDOL 2113456 | 0.12% |
| JPMORGAN CHASE & CO 03.9640 11/15/2048 | 0.12% |
| PINNACLE WEST CAPITAL SEDOL 2048804 | 0.12% |
| BNP PARIBAS SEDOL 7309681 | 0.12% |
| ELI LILLY & CO SEDOL 2516152 | 0.12% |
| NORWEGIAN CRUISE LINE HOLDIN SEDOL B9CGTC3 | 0.12% |
| EVERGY INC SEDOL BFMXGR0 | 0.12% |
| JPMORGAN CHASE & CO 03.6250 12/01/2027 | 0.12% |
| MORGAN STANLEY 03.6250 01/20/2027 | 0.12% |
| SERVICENOW INC SEDOL B80NXX8 | 0.12% |
| SUMITOMO MITSUI FINANCIAL GR SEDOL 6563024 | 0.12% |
| ZOETIS INC SEDOL B95WG16 | 0.12% |
| KDDI CORP SEDOL 6248990 | 0.12% |
| EXXON MOBIL CORPORATION 02.2220 03/01/2021 | 0.11% |
| KONINKLIJKE PHILIPS NV SEDOL 5986622 | 0.11% |
| WESTPAC BANKING CORP USD 02.1500 03/06/2020 | 0.11% |
| AGNC INVESTMENT CORP SEDOL BYYHJL8 | 0.11% |
| INVITATION HOMES INC SEDOL BD81GW9 | 0.11% |
| VERISK ANALYTICS INC SEDOL B4P9W92 | 0.11% |
| THERMO FISHER SCIENTIFIC INC SEDOL 2886907 | 0.11% |
| DISCOVERY INC - A SEDOL B3D7K31 | 0.11% |
| FNMA FN30 AS7003 UMBS 03.0000 04/01/2046 | 0.11% |
| HITACHI LTD SEDOL 6429104 | 0.11% |
| PEUGEOT SA SEDOL 7103526 | 0.11% |
| CBRE GROUP INC - A SEDOL B6WVMH3 | 0.11% |
| ALLY FINANCIAL INC SEDOL B72XK05 | 0.11% |
| GOLDMAN SACHS GROUP INC 03.8500 01/26/2027 | 0.11% |
| BANCO BILBAO VIZCAYA ARGENTA SEDOL 5501906 | 0.10% |
| DOVER CORP SEDOL 2278407 | 0.10% |
| WOOLWORTHS GROUP LTD SEDOL 6981239 | 0.10% |
| HD SUPPLY HOLDINGS INC SEDOL BBL5981 | 0.10% |
| HOYA CORP SEDOL 6441506 | 0.10% |
| REPUBLIC SERVICES INC SEDOL 2262530 | 0.10% |
| BANK OF AMERICA CORP 03.2480 10/21/2027 | 0.10% |
| ITOCHU CORP SEDOL 6467803 | 0.10% |
| AMERISOURCEBERGEN CORP | 0.10% |
| ASTELLAS PHARMA INC SEDOL 6985383 | 0.10% |
| NINTENDO CO LTD SEDOL 6639550 | 0.10% |
| UBS GROUP FUNDIN P/P 144A 03.4910 05/23/2023 | 0.10% |
| FNMA FN30 BC2733 UMBS 03.0000 05/01/2046 | 0.10% |
| AT&T INC 04.1000 02/15/2028 | 0.10% |
| HERMES INTERNATIONAL SEDOL 5253973 | 0.10% |
| LAM RESEARCH CORP SEDOL 2502247 | 0.10% |
| INTERPUBLIC GROUP COS 04.6500 10/01/2028 | 0.10% |
| DBUBS 2011-LC3A D P/P 144A 05.5118 08/10/2044 | 0.10% |
| SHIONOGI & CO LTD SEDOL 6804682 | 0.10% |
| CARLSBERG AS-B SEDOL 4169219 | 0.10% |
| WOLTERS KLUWER SEDOL 5671519 | 0.10% |
| IHS MARKIT LTD P/P 144A 04.7500 02/15/2025 | 0.10% |
| ORIX CORP SEDOL 6661144 | 0.10% |
| VICI PROPERTIES INC SEDOL BYWH073 | 0.10% |
| ASPEN TECHNOLOGY INC SEDOL 2051868 | 0.09% |
| GOLDMAN SACHS GROUP INC 02.6000 12/27/2020 | 0.09% |
| SANDVIK AB SEDOL B1VQ252 | 0.09% |
| VOLVO AB-B SHS SEDOL B1QH830 | 0.09% |
| AVIVA PLC SEDOL 0216238 | 0.09% |
| COVESTRO AG SEDOL BYTBWY9 | 0.09% |
| KERING SEDOL 5505072 | 0.09% |
| PARTNERS GROUP HOLDING AG SEDOL B119QG0 | 0.09% |
| ASHTEAD GROUP PLC SEDOL 0053673 | 0.09% |
| CVS HEALTH CORP 04.7800 03/25/2038 | 0.09% |
| FNMA FN30 AS8056 UMBS 03.0000 10/01/2046 | 0.09% |
| LEGAL & GENERAL GROUP PLC SEDOL 0560399 | 0.09% |
| SALESFORCE.COM INC 03.7000 04/11/2028 | 0.09% |
| SHIN-ETSU CHEMICAL CO LTD SEDOL 6804585 | 0.09% |
| XEROX HOLDINGS CORP SEDOL BJJD5G3 | 0.09% |
| AENA SME SA SEDOL BVRZ8L1 | 0.09% |
| DENTSPLY SIRONA INC SEDOL BYNPPC6 | 0.09% |
| JUNIPER NETWORKS INC SEDOL 2431846 | 0.09% |
| REPUBLIC OF INDONESIA REGS 04.7500 01/08/2026 | 0.09% |
| ROPER TECHNOLOGIES INC SEDOL 2749602 | 0.09% |
| WALT DISNEY COMPANY P/P 144A 07.7500 12/01/2045 | 0.09% |
| SPST 2018-8 A 02.7365 02/24/2020 | 0.09% |
| COOPER COS INC/THE SEDOL 2222631 | 0.09% |
| PETROBRAS GLOBAL FINANCE USD 06.2500 03/17/2024 | 0.09% |
| CK ASSET HOLDINGS LTD SEDOL BYZQ077 | 0.09% |
| DEUTSCHE TELEKOM AG-REG SEDOL 5842359 | 0.09% |
| DUKE REALTY CORP SEDOL 2284084 | 0.09% |
| MEDICAL PROPERTIES TRUST INC SEDOL B0JL5L9 | 0.09% |
| BALL CORP SEDOL 2073022 | 0.09% |
| BF0101 03.5000 06/01/2056 | 0.09% |
| CAS 2016-C02 1M2 08.0184 09/25/2028 | 0.09% |
| EASTMAN CHEMICAL CO SEDOL 2298386 | 0.09% |
| IDEX CORP SEDOL 2456612 | 0.09% |
| STEEL DYNAMICS INC SEDOL 2849472 | 0.09% |
| UNITED TECHNOLOGIES CORP 01.9000 05/04/2020 | 0.09% |
| BRIXMOR PROPERTY GROUP INC SEDOL BFTDJL8 | 0.08% |
| NEW RESIDENTIAL INVESTMENT SEDOL BRJ9GW0 | 0.08% |
| AT&T INC SEDOL 2831811 | 0.08% |
| AT&T INC. 03.8000 02/15/2027 | 0.08% |
| FACEBOOK INC-CLASS A SEDOL B7TL820 | 0.08% |
| ARISTOCRAT LEISURE LTD SEDOL 6253983 | 0.08% |
| GARMIN LTD SEDOL B3Z5T14 | 0.08% |
| MICHELIN (CGDE) SEDOL 4588364 | 0.08% |
| ORACLE CORPORATION 02.2500 10/08/2019 | 0.08% |
| STORE CAPITAL CORP SEDOL BSKRKJ5 | 0.08% |
| BANK OF AMERICA CORP 06.1100 01/29/2037 | 0.08% |
| E.ON SE SEDOL 4942904 | 0.08% |
| EXXON MOBIL CORP SEDOL 2326618 | 0.08% |
| RAYMOND JAMES FINANCIAL INC SEDOL 2718992 | 0.08% |
| FAIRFAX FINL HLDGS USD 04.8500 04/17/2028 | 0.08% |
| TELSTRA CORP LTD SEDOL 6087289 | 0.08% |
| UNITED MEXICAN STATES USD 05.5500 01/21/2045 | 0.08% |
| US FOODS HOLDING CORP SEDOL BYVFC94 | 0.08% |
| EQUINOR ASA SEDOL 7133608 | 0.08% |
| MICROSOFT CORP 02.4000 08/08/2026 | 0.08% |
| ALLISON TRANSMISSION HOLDING SEDOL B4PZ892 | 0.08% |
| ESSITY AKTIEBOLAG-B SEDOL BF1K7P7 | 0.08% |
| HOLOGIC INC SEDOL 2433530 | 0.08% |
| ATHENE HOLDING LTD-CLASS A SEDOL BZ13MZ1 | 0.08% |
| KEURIG DR PEPPER INC 04.5970 05/25/2028 | 0.08% |
| WELLS FARGO & COMPANY 02.6000 07/22/2020 | 0.08% |
| ALPHABET INC 03.6250 05/19/2021 | 0.08% |
| HEICO CORP SEDOL 2419217 | 0.08% |
| US BANK NA CINCINNATI 03.1500 04/26/2021 | 0.08% |
| CDX CDX.NA.IG.33 100.0 12/20/2024 | 0.08% |
| UNUM GROUP SEDOL 2433842 | 0.08% |
| AXALTA COATING SYSTEMS LTD SEDOL BSFWCF5 | 0.08% |
| CIT GROUP INC. 05.2500 03/07/2025 | 0.08% |
| FIAT CHRYSLER AUTOMOBILES NV SEDOL BRJFWP3 | 0.08% |
| MICROSOFT CORP 03.7000 08/08/2046 | 0.08% |
| PROOFPOINT INC SEDOL B6VDQC3 | 0.08% |
| SPST 2019-3 A 02.7365 06/24/2020 | 0.08% |
| ANGLO AMER PLC SEDOL B1XZS82 | 0.07% |
| BERRY GLOBAL GROUP INC SEDOL B8BR3H3 | 0.07% |
| CAS 2016-C01 1M2 08.7684 08/25/2028 | 0.07% |
| TELEFONICA EMISIONES SAU USD 04.8950 03/06/2048 | 0.07% |
| APPLE INC 04.2500 02/09/2047 | 0.07% |
| COCA-COLA HBC AG-DI SEDOL B9895B7 | 0.07% |
| GNMA GII30 MA5019 03.5000 02/20/2048 | 0.07% |
| GOLDMAN SACHS GROUP INC 04.2230 05/01/2029 | 0.07% |
| MICROSOFT CORP 01.5500 08/08/2021 | 0.07% |
| SPST 2019-7 A 02.7365 09/24/2020 | 0.07% |
| BANK LEUMI LE-ISRAEL SEDOL 6076425 | 0.07% |
| DEUTSCHE POST AG-REG SEDOL 4617859 | 0.07% |
| DIAMOND 1 FIN/DIAM P/P 144A 06.0200 06/15/2026 | 0.07% |
| INTERPUBLIC GROUP OF COS INC SEDOL 2466321 | 0.07% |
| WFRBS 2011-C2 D P/P 144A 05.8389 02/15/2044 | 0.07% |
| SPST 2019-11 A 02.7865 10/24/2020 | 0.07% |
| NIELSEN HOLDINGS PLC SEDOL BWFY550 | 0.07% |
| ORACLE CORP 04.0000 11/15/2047 | 0.07% |
| CAMDEN PROPERTY TRUST SEDOL 2166320 | 0.07% |
| FAIR ISAAC CORP SEDOL 2330299 | 0.07% |
| FUJIFILM HOLDINGS CORP SEDOL 6356525 | 0.07% |
| CAS 2015-C04 2M2 07.5684 04/25/2028 | 0.07% |
| CREDIT AGRICOLE SA SEDOL 7262610 | 0.07% |
| HANG SENG BANK LTD SEDOL 6408374 | 0.07% |
| SANTOS LTD SEDOL 6776703 | 0.07% |
| BRISTOL-MYERS P/P 144A 02.9000 07/26/2024 | 0.07% |
| EVEREST RE GROUP LTD SEDOL 2556868 | 0.07% |
| ABN AMRO BANK NV-CVA SEDOL BYQP136 | 0.06% |
| ACS ACTIVIDADES SEDOL B01FLQ6 | 0.06% |
| CHEMED CORP SEDOL 2190084 | 0.06% |
| FNMA FN30 AS7154 UMBS 03.0000 05/01/2046 | 0.06% |
| MITSUBISHI UFJ FIN GRP USD 03.5350 07/26/2021 | 0.06% |
| PPG INDUSTRIES INC SEDOL 2698470 | 0.06% |
| REINSURANCE GROUP OF AMERICA SEDOL 2731193 | 0.06% |
| UNITEDHEALTH GROUP INC 03.8500 06/15/2028 | 0.06% |
| ANZ NEW ZEALAND INT P/P 144A 02.8750 01/25/2022 | 0.06% |
| FEDERATIVE REP OF BRAZIL USD 06.0000 04/07/2026 | 0.06% |
| SUN COMMUNITIES INC SEDOL 2860257 | 0.06% |
| CHARTER COMM OPT LLC 06.4840 10/23/2045 | 0.06% |
| ECOLAB INC 02.7000 11/01/2026 | 0.06% |
| HEIDELBERGCEMENT AG SEDOL 5120679 | 0.06% |
| HILL-ROM HOLDINGS INC SEDOL 2425924 | 0.06% |
| MGIC INVESTMENT CORP SEDOL 2548616 | 0.06% |
| NIPPON TELEGRAPH & TELEPHONE SEDOL 6641373 | 0.06% |
| AURIZON HOLDINGS LTD SEDOL B87CVM3 | 0.06% |
| COMMONWEALTH BK AUST P/P 144A 02.2000 11/09/2020 | 0.06% |
| FAURECIA SEDOL 4400446 | 0.06% |
| AIR LEASE CORP 03.6250 04/01/2027 | 0.06% |
| ASSOCIATED BRITISH FOODS PLC SEDOL 0673123 | 0.06% |
| EQUINIX INC SEDOL BVLZX12 | 0.06% |
| FNMA FN40 BF0171 UMBS 04.0000 01/01/2057 | 0.06% |
| NOVARTIS CAPITAL CORP 04.0000 11/20/2045 | 0.06% |
| TELEDYNE TECHNOLOGIES INC SEDOL 2503477 | 0.06% |
| UNITED MEXICAN STATES USD 04.1500 03/28/2027 | 0.06% |
| AMAZON.COM INC 03.1500 08/22/2027 | 0.06% |
| AMERICAN TOWER CORP 03.1250 01/15/2027 | 0.06% |
| ENERGY TRANSFER OPERA 05.8750 01/15/2024 | 0.06% |
| ENTERPRISE PRODUCTS OPER 04.2500 02/15/2048 | 0.06% |
| FHLMC FR30 ZS4703 UMBS 03.0000 02/01/2047 | 0.06% |
| FNMA FN30 BM1172 UMBS 03.0000 03/01/2047 | 0.06% |
| HILTON WORLDWIDE FIN LLC 04.8750 04/01/2027 | 0.06% |
| MWST 2019-1 A 02.8184 06/25/2052 | 0.06% |
| SINCLAIR BROADCAST GROUP -A SEDOL 2799351 | 0.06% |
| BLACK KNIGHT INC SEDOL BDG75V1 | 0.06% |
| DANSKE BANK A/S P/P 144A 02.7000 03/02/2022 | 0.06% |
| GAMING AND LEISURE PROPERTIE SEDOL BFPK4S5 | 0.06% |
| NEXON CO LTD SEDOL B63QM77 | 0.06% |
| CBS CORP 04.2000 06/01/2029 | 0.06% |
| CELANESE CORP SEDOL B05MZT4 | 0.06% |
| DEUTSCHE BOERSE AG SEDOL 7021963 | 0.06% |
| KAR AUCTION SERVICES INC SEDOL B4Y1MH7 | 0.06% |
| SHELL INTERNATIONAL FIN USD 02.1250 05/11/2020 | 0.06% |
| TREASURY BILL 00.0000 10/10/2019 | 0.06% |
| GENERAL MOTORS FINL CO 04.0000 10/06/2026 | 0.06% |
| NATIONAL AUSTRALIA B P/P 144A 02.7921 12/09/2019 | 0.06% |
| NATIONAL AUSTRALIA BK/NY 02.1250 05/22/2020 | 0.06% |
| RELIANCE STEEL & ALUMINUM SEDOL 2729068 | 0.06% |
| ROYAL BANK OF CANADA USD 02.1250 03/02/2020 | 0.06% |
| UCB SA SEDOL 5596991 | 0.06% |
| 3I GROUP PLC SEDOL B1YW440 | 0.06% |
| CIGNA CORP 03.7500 07/15/2023 | 0.06% |
| COMMONWEALTH BK AUST P/P 144A 02.2500 03/10/2020 | 0.06% |
| ENI SPA SEDOL 7145056 | 0.06% |
| GENPACT LTD SEDOL B23DBK6 | 0.06% |
| JONES LANG LASALLE INC SEDOL 2040640 | 0.06% |
| SYSCO CORP SEDOL 2868165 | 0.06% |
| BROADCOM CRP / CAYM 03.5000 01/15/2028 | 0.06% |
| CAS 2016-C04 1M2 06.2684 01/25/2029 | 0.06% |
| FEDERAL REALTY INVS TRUST SEDOL 2333931 | 0.06% |
| FIRSTENERGY TRANSMIS P/P 144A 05.4500 07/15/2044 | 0.06% |
| FNMA FN30 AS8074 UMBS 03.0000 10/01/2046 | 0.06% |
| SIRIUS XM RADIO INC P/P 144A 05.0000 08/01/2027 | 0.06% |
| UBS AG LONDON P/P 144A 02.2000 06/08/2020 | 0.06% |
| WESTERN DIGITAL CORPORATION 04.7500 02/15/2026 | 0.06% |
| APARTMENT INVT & MGMT CO -A SEDOL BJLNBG3 | 0.05% |
| BERKSHIRE HATHAWAY FIN 04.2500 01/15/2021 | 0.05% |
| BHP GROUP PLC SEDOL BH0P3Z9 | 0.05% |
| CAS 2015-C04 1M2 07.7184 04/25/2028 | 0.05% |
| GLAXOSMITHKLINE PLC SEDOL 0925288 | 0.05% |
| MICROCHIP TECH INC 04.3330 06/01/2023 | 0.05% |
| WESTLAKE CHEM CORP 03.6000 08/15/2026 | 0.05% |
| BRITISH AMERICAN TOBACCO PLC SEDOL 0287580 | 0.05% |
| CAPGEMINI SE SEDOL 4163437 | 0.05% |
| CITIZENS BANK NA/RI 02.2500 03/02/2020 | 0.05% |
| GEBERIT AG-REG SEDOL B1WGG93 | 0.05% |
| LPL FINANCIAL HOLDINGS INC SEDOL B75JX34 | 0.05% |
| NBCUNIVERSAL MEDIA LLC 04.3750 04/01/2021 | 0.05% |
| TREASURY BILL 00.0000 03/12/2020 | 0.05% |
| COSTAR GROUP INC SEDOL 2262864 | 0.05% |
| HENDERSON LAND DEVELOPMENT SEDOL 6420538 | 0.05% |
| ROCHE HOLDINGS INC P/P 144A 04.0000 11/28/2044 | 0.05% |
| CHENIERE CORP CHRIST 05.1250 06/30/2027 | 0.05% |
| ENERGY TRANSFER OPERATNG 06.6250 02/15/2028 | 0.05% |
| EQUITY LIFESTYLE PROPERTIES SEDOL 2563125 | 0.05% |
| KINDER MORGAN INC 03.1500 01/15/2023 | 0.05% |
| LIBERTY PROPERTY TRUST SEDOL 2513681 | 0.05% |
| TPAT 2018-SL1 A P/P 144A 02.7453 01/25/2046 | 0.05% |
| BPCE SA P/P 144A 04.5000 03/15/2025 | 0.05% |
| CSAIL 2015-C1 C 04.4167 04/15/2050 | 0.05% |
| SVENSKA HANDELSBANKEN AB USD 01.9500 09/08/2020 | 0.05% |
| TAISEI CORP SEDOL 6870100 | 0.05% |
| COMMONWEALTH BK AUST P/P 144A 03.1500 09/19/2027 | 0.05% |
| CSMC 2016-NXSR C 04.5055 12/15/2049 | 0.05% |
| FIDELITY NATL INFO SERV 03.7500 05/21/2029 | 0.05% |
| FORTESCUE METALS GROUP LTD SEDOL B2B2B49 | 0.05% |
| IMPERIAL BRANDS PLC SEDOL 0454492 | 0.05% |
| LAMB WESTON HOLDINGS P/P 144A 04.8750 11/01/2026 | 0.05% |
| UNITED MEXICAN STATES USD 04.5000 04/22/2029 | 0.05% |
| WFRBS 2013-C18 AS 04.3870 12/15/2046 | 0.05% |
| AUST & NZ BANKING GROUP USD 02.1250 08/19/2020 | 0.05% |
| BALOISE HOLDING AG - REG SEDOL 7124594 | 0.05% |
| HIKARI TSUSHIN INC SEDOL 6416322 | 0.05% |
| JPMORGAN CHASE & CO 05.3000 12/29/2049 | 0.05% |
| PFIZER INC 01.7000 12/15/2019 | 0.05% |
| CF INDUSTRIES INC P/P 144A 04.5000 12/01/2026 | 0.05% |
| CONCHO RESOURCES INC 03.7500 10/01/2027 | 0.05% |
| CONSOLIDATED EDISON INC SEDOL 2216850 | 0.05% |
| JAPAN AIRLINES CO LTD SEDOL B8BRV46 | 0.05% |
| NORDEA BANK ABP P/P 144A 02.5000 09/17/2020 | 0.05% |
| NRG ENERGY INC P/P 144A 04.4500 06/15/2029 | 0.05% |
| OMNICOM GP/OMNICOM CAP 03.6000 04/15/2026 | 0.05% |
| ORACLE CORP 02.6500 07/15/2026 | 0.05% |
| PETROBRAS GLOBAL FINANCE USD 07.3750 01/17/2027 | 0.05% |
| SHELL INTERNATIONAL FIN USD 02.8750 05/10/2026 | 0.05% |
| STANDARD IND INC P/P 144A 05.0000 02/15/2027 | 0.05% |
| AMERICAN ELECTRIC POWER 04.3000 12/01/2028 | 0.05% |
| CAS 2016-C01 2M2 08.9684 08/25/2028 | 0.05% |
| COMCAST CORP 03.9690 11/01/2047 | 0.05% |
| DIGITAL REALTY TRUST LP 04.4500 07/15/2028 | 0.05% |
| RAYTHEON COMPANY 02.5000 12/15/2022 | 0.05% |
| WEST JAPAN RAILWAY CO SEDOL 6957995 | 0.05% |
| AMERICAN FINANCIAL GROUP INC SEDOL 2134532 | 0.04% |
| ASHTEAD CAPITAL INC P/P 144A 04.3750 08/15/2027 | 0.04% |
| AT&T INC 04.7500 05/15/2046 | 0.04% |
| BANQUE FED CRED MUTU P/P 144A 02.2000 07/20/2020 | 0.04% |
| CAS 2016-C03 2M2 07.9184 10/25/2028 | 0.04% |
| CHARLES RIVER LABORATORIES SEDOL 2604336 | 0.04% |
| FISERV INC 04.2000 10/01/2028 | 0.04% |
| LEAR CORP 03.8000 09/15/2027 | 0.04% |
| LEGRAND SA SEDOL B11ZRK9 | 0.04% |
| OTSUKA CORP SEDOL 6267058 | 0.04% |
| ARKEMA SEDOL B0Z5YZ2 | 0.04% |
| BANK OF AMERICA CORP 03.4990 05/17/2022 | 0.04% |
| CITIGROUP INC 02.6500 10/26/2020 | 0.04% |
| CRH PLC SEDOL 4182249 | 0.04% |
| CSAIL 2015-C1 AS 03.7910 04/15/2050 | 0.04% |
| CWALT 2006-OA10 4A1 02.2084 08/25/2046 | 0.04% |
| LNSTR 2015-3 B P/P 144A 03.3029 04/20/2048 | 0.04% |
| NORTHROP GRUMMAN CORP 03.2500 01/15/2028 | 0.04% |
| PULTEGROUP INC SEDOL 2708841 | 0.04% |
| ARMSTRONG WORLD INDUSTRIES SEDOL B1FT462 | 0.04% |
| BANK OF MONTREAL USD 03.1000 04/13/2021 | 0.04% |
| GLOBAL PAYMENTS INC 04.0000 06/01/2023 | 0.04% |
| KBC GROUP NV SEDOL 4497749 | 0.04% |
| NEWMARKET CORP SEDOL B01CGF1 | 0.04% |
| NOMURA RESEARCH INSTITUTE LT SEDOL 6390921 | 0.04% |
| POPULAR INC SEDOL B86QM90 | 0.04% |
| EQUINIX INC 05.3750 05/15/2027 | 0.04% |
| HOCHTIEF AG SEDOL 5108664 | 0.04% |
| INDUSTRIA DE DISENO TEXTIL SEDOL BP9DL90 | 0.04% |
| MANUF & TRADERS TRUST CO 02.0500 08/17/2020 | 0.04% |
| SPST 2019-WL1 A 02.6684 08/25/2052 | 0.04% |
| UNITED TECHNOLOGIES CORP 04.1250 11/16/2028 | 0.04% |
| AMAZON.COM INC. 02.5000 11/29/2022 | 0.04% |
| ANALOG DEVICES INC 02.8500 03/12/2020 | 0.04% |
| ANHEUSER-BUSCH CO/IN 03.6500 02/01/2026 | 0.04% |
| BMW US CAPITAL LLC P/P 144A 02.0000 04/11/2021 | 0.04% |
| COMM 2010-C1 D P/P 144A 06.3040 07/10/2046 | 0.04% |
| FEDERATIVE REP OF BRAZIL USD 04.2500 01/07/2025 | 0.04% |
| JPMCC 2012-C6 E P/P 144A 05.3187 05/15/2045 | 0.04% |
| MORGAN STANLEY 04.3750 01/22/2047 | 0.04% |
| MSBAM 2014-C17 C 04.6566 08/15/2047 | 0.04% |
| OCCIDENTAL PETROLEUM COR 04.4000 04/15/2046 | 0.04% |
| OMV AG SEDOL 4651459 | 0.04% |
| OUTFRONT MEDIA INC SEDOL BSP6611 | 0.04% |
| SERVICEMASTER GLOBAL HOLDING SEDOL BNG8BF0 | 0.04% |
| SOFTBANK GROUP CORP SEDOL 6770620 | 0.04% |
| AMER TRANS SYST P/P 144A 05.0000 09/01/2044 | 0.04% |
| ISRAEL DISCOUNT BANK -A SEDOL 6451271 | 0.04% |
| TORONTO-DOMINION BANK USD 03.6250 09/15/2031 | 0.04% |
| BANK OF NOVA SCOTIA USD 02.3500 10/21/2020 | 0.04% |
| CK HUTCHISON HOLDINGS LTD SEDOL BW9P816 | 0.04% |
| DAIWA HOUSE INDUSTRY CO LTD SEDOL 6251363 | 0.04% |
| GSMS 2011-GC3 C P/P 144A 05.8245 03/10/2044 | 0.04% |
| REP OF INDONESIA P/P 144A 04.3500 01/08/2027 | 0.04% |
| RUSSIAN FEDERATION P/P 144A 04.3750 03/21/2029 | 0.04% |
| AMERICAN TOWER CORP 03.5500 07/15/2027 | 0.04% |
| EXTENDED STAY AMERICA INC SEDOL BGH3F75 | 0.04% |
| IDACORP INC SEDOL 2296937 | 0.04% |
| MET LIFE GLOB P/P 144A 02.4000 06/17/2022 | 0.04% |
| MORGAN STANLEY 02.6500 01/27/2020 | 0.04% |
| ACCENTURE PLC-CL A SEDOL B4BNMY3 | 0.04% |
| BIOGEN INC 03.6250 09/15/2022 | 0.04% |
| DOW CHEMICAL CO/THE 03.5000 10/01/2024 | 0.04% |
| DUKE ENERGY CORP 03.1500 08/15/2027 | 0.04% |
| GLENCORE FUNDING LLC P/P 144A 04.6250 04/29/2024 | 0.04% |
| GNMA GII30 MA4900 03.5000 12/20/2047 | 0.04% |
| GOLDMAN SACHS GROUP INC 02.5500 10/23/2019 | 0.04% |
| GSMS 2011-GC3 D P/P 144A 05.8245 03/10/2044 | 0.04% |
| LIBERTY MEDIA COR-SIRIUSXM A SEDOL BD8QGF7 | 0.04% |
| TWO HARBORS INVESTMENT CORP SEDOL BD832H2 | 0.04% |
| CCO HOLDINGS LLC P/P 144A 05.3750 06/01/2029 | 0.04% |
| COMCAST CORPORATION 03.3750 02/15/2025 | 0.04% |
| GOODMAN GROUP SEDOL B03FYZ4 | 0.04% |
| GSMS 2014-GC22 C 04.8474 06/10/2047 | 0.04% |
| HYATT HOTELS CORP 04.8500 03/15/2026 | 0.04% |
| NEWS CORP - CLASS A SEDOL BBGVT40 | 0.04% |
| REPUBLIC OF COLOMBIA USD 03.8750 04/25/2027 | 0.04% |
| BRDCOM CRP / FIN 03.8750 01/15/2027 | 0.04% |
| COMM 2013-LC6 AM 03.2820 01/10/2046 | 0.04% |
| L3HARRIS TECH INC P/P 144A 03.8500 12/15/2026 | 0.04% |
| MBX.GII30.450.10 R USL1M P 01/12/41 CS | 0.04% |
| MERCK & CO INC 03.7000 02/10/2045 | 0.04% |
| OSHKOSH CORP 04.6000 05/15/2028 | 0.04% |
| S&P MID 400 EMINI DEC19 FAZ9 | 0.04% |
| SNAM SPA SEDOL 7251470 | 0.04% |
| STMICROELECTRONICS NV SEDOL 5962332 | 0.04% |
| SUN HUNG KAI PROPERTIES SEDOL 6859927 | 0.04% |
| TELEPHONE AND DATA SYSTEMS SEDOL B6YR5K3 | 0.04% |
| WESTLAKE CHEMICAL CORP 04.3750 11/15/2047 | 0.04% |
| WFRBS 2011-C3 D P/P 144A 05.8556 03/15/2044 | 0.04% |
| YANGZIJIANG SHIPBUILDING SEDOL B1VT035 | 0.04% |
| ABBVIE INC 02.5000 05/14/2020 | 0.03% |
| CME GROUP INC SEDOL 2965839 | 0.03% |
| DUKE ENERGY CORP 04.2000 06/15/2049 | 0.03% |
| DUKE ENERGY OHIO INC 03.6500 02/01/2029 | 0.03% |
| EMIR 2018-1 M1 03.7184 11/25/2028 | 0.03% |
| EOG RESOURCES INC 02.6250 03/15/2023 | 0.03% |
| JOHNSON CONTROLS INTL PL 04.5000 02/15/2047 | 0.03% |
| STACR 2015-DNA3 M3 06.7184 04/25/2028 | 0.03% |
| VERIZON COMMUNICATIONS 04.4000 11/01/2034 | 0.03% |
| WESTROCK MWV LLC 08.2000 01/15/2030 | 0.03% |
| ALLY FINANCIAL INC 05.7500 11/20/2025 | 0.03% |
| AUTONATION INC. 05.5000 02/01/2020 | 0.03% |
| BP CAPITAL MARKETS PLC USD 03.2790 09/19/2027 | 0.03% |
| BROOKFIELD PROPERTY REIT I-A SEDOL BGHFKV0 | 0.03% |
| CHS/COMMUNITY HEALTH SYS 06.2500 03/31/2023 | 0.03% |
| ENBRIDGE INC USD 04.2500 12/01/2026 | 0.03% |
| RAKUTEN INC SEDOL 6229597 | 0.03% |
| SHERWIN-WILLIAMS CO/THE SEDOL 2804211 | 0.03% |
| TRK 2019-1 A1 04.3356 03/25/2022 | 0.03% |
| WAMU 2005-AR12 1A8 03.8756 10/25/2035 | 0.03% |
| APPLE HOSPITALITY REIT INC SEDOL BXRTX56 | 0.03% |
| AXIS CAPITAL HOLDINGS LTD SEDOL 2677606 | 0.03% |
| ENBRIDGE INC USD 04.5000 06/10/2044 | 0.03% |
| GENTING SINGAPORE LTD SEDOL BDRTVP2 | 0.03% |
| PETROBRAS GLOBAL FINANCE USD 06.1250 01/17/2022 | 0.03% |
| STACR 2016-HQA2 M3 07.1684 11/25/2028 | 0.03% |
| WEINGARTEN REALTY INVESTORS SEDOL 2946618 | 0.03% |
| AES CORP/THE 05.5000 04/15/2025 | 0.03% |
| BOC HONG KONG HOLDINGS LTD SEDOL 6536112 | 0.03% |
| BROADRIDGE FINANCIAL SOLUTIO SEDOL B1VP7R6 | 0.03% |
| CISCO SYSTEMS INC 02.2000 02/28/2021 | 0.03% |
| CWALT 2006-OA7 1A2 03.3861 06/25/2046 | 0.03% |
| EQUINOR ASA USD 02.9000 11/08/2020 | 0.03% |
| IBM CORP 01.8750 08/01/2022 | 0.03% |
| LYONDELLBASELL INDU-CL A SEDOL B3SPXZ3 | 0.03% |
| SHIRE ACQ INV IE 03.2000 09/23/2026 | 0.03% |
| VERIZON COMM 04.6720 03/15/2055 | 0.03% |
| WFRBS 2014-C22 XA IO 00.9623 09/15/2057 | 0.03% |
| ABN AMRO BANK NV P/P 144A 02.4500 06/04/2020 | 0.03% |
| AIR LEASE CORP 04.6250 10/01/2028 | 0.03% |
| BECTON DICKINSON AND CO 03.7000 06/06/2027 | 0.03% |
| HOME DEPOT INC 02.6250 06/01/2022 | 0.03% |
| MSBAM 2012-C6 AS 03.4760 11/15/2045 | 0.03% |
| MWST 2018-W1 A 02.8684 11/25/2051 | 0.03% |
| NATIONAL AUSTRALIA BK/NY 02.5000 01/12/2021 | 0.03% |
| NORDEA BANK ABP P/P 144A 02.2500 05/27/2021 | 0.03% |
| ONCOR ELECTRIC DELIV 03.7500 04/01/2045 | 0.03% |
| REGIONS FINANCIAL CORP 02.7500 08/14/2022 | 0.03% |
| S&P GLOBAL INC 02.9500 01/22/2027 | 0.03% |
| SEKISUI HOUSE LTD SEDOL 6793906 | 0.03% |
| WILLIAMS COMPANIES INC 04.3000 03/04/2024 | 0.03% |
| AMGEN INC 02.6000 08/19/2026 | 0.03% |
| APPLE INC 02.0000 05/06/2020 | 0.03% |
| BERKSHIRE HATHAWAY E 03.8000 07/15/2048 | 0.03% |
| HOME DEPOT INC SEDOL 2434209 | 0.03% |
| HUNTINGTON BANCSHARES 04.3500 02/04/2023 | 0.03% |
| HUNTINGTON NATIONAL BANK 02.3750 03/10/2020 | 0.03% |
| INTL FLAVOR & FRAGRANCES 04.4500 09/26/2028 | 0.03% |
| JPMCC 2012-C6 AS 04.1166 05/15/2045 | 0.03% |
| ONEMAIN HOLDINGS INC SEDOL BYSZB89 | 0.03% |
| STACR 2014-HQ3 M3 06.7684 10/25/2024 | 0.03% |
| SUMITOMO MITSUI TRUST HOLDIN SEDOL 6431897 | 0.03% |
| TAYLOR WIMPEY PLC SEDOL 0878230 | 0.03% |
| TOSOH CORP SEDOL 6900289 | 0.03% |
| VIDEOTRON LTD / LTEE P/P 144A 05.1250 04/15/2027 | 0.03% |
| VISTRA OPERATION P/P 144A 03.5500 07/15/2024 | 0.03% |
| ZOETIS INC 03.9000 08/20/2028 | 0.03% |
| CARDINAL HEALTH INC SEDOL 2175672 | 0.03% |
| CHIMERA INVESTMENT CORP SEDOL BVZCNC0 | 0.03% |
| CITIGROUP INC 03.8870 01/10/2028 | 0.03% |
| CLP HOLDINGS LTD SEDOL 6097017 | 0.03% |
| GOOGLE INC 03.3750 02/25/2024 | 0.03% |
| HOLLYFRONTIER CORP SEDOL B5VX1H6 | 0.03% |
| JPMCC 2012-C8 D P/P 144A 04.8070 10/15/2045 | 0.03% |
| MACQUARIE INFRASTRUCTURE COR SEDOL B1Z4VB1 | 0.03% |
| NUANCE COMMUNICATIONS INC SEDOL 2402121 | 0.03% |
| NUTRIEN LTD USD 04.1250 03/15/2035 | 0.03% |
| NUTRIEN LTD. USD 04.2000 04/01/2029 | 0.03% |
| SUZUKEN CO LTD SEDOL 6865560 | 0.03% |
| TEXAS INSTRUMENTS INC SEDOL 2885409 | 0.03% |
| TOKYO ELECTRON LTD SEDOL 6895675 | 0.03% |
| VODAFONE GROUP PLC USD 04.3750 05/30/2028 | 0.03% |
| AMGEN INC 03.4500 10/01/2020 | 0.03% |
| ANHEUSER-BUSCH INBEV WOR 04.7500 01/23/2029 | 0.03% |
| BRISTOL-MYERS SQUIBB CO SEDOL 2126335 | 0.03% |
| CAS 2015-C03 2M2 07.0184 07/25/2025 | 0.03% |
| CROWN CASTLE INTL CORP 03.6500 09/01/2027 | 0.03% |
| FNMA FN30 BC1155 UMBS 03.0000 06/01/2046 | 0.03% |
| GSMS 2010-C1 D P/P 144A 06.1973 08/10/2043 | 0.03% |
| HCA INC 04.1250 06/15/2029 | 0.03% |
| INVESTOR AB-B SHS SEDOL 5679591 | 0.03% |
| NRZT 2018-4A A1M 02.9184 01/25/2048 | 0.03% |
| VISTRA OPERATION P/P 144A 04.3000 07/15/2029 | 0.03% |
| VTB BANK (VTB CAP SA P/P 144A 06.9500 10/17/2022 | 0.03% |
| BMIR 2018-2A M1B P/P 144A 03.3684 08/25/2028 | 0.03% |
| BP CAP MARKETS AMERICA 03.1190 05/04/2026 | 0.03% |
| CROWN CASTLE INTL CORP 03.7000 06/15/2026 | 0.03% |
| CURTISS-WRIGHT CORP SEDOL 2241205 | 0.03% |
| DISH DBS CORP 05.8750 11/15/2024 | 0.03% |
| ERAC USA FINANCE LLC P/P 144A 07.0000 10/15/2037 | 0.03% |
| GLENCORE FUNDING LLC P/P 144A 04.0000 04/16/2025 | 0.03% |
| MSBAM 2012-C5 AS 03.7920 08/15/2045 | 0.03% |
| PFIZER INC 03.0000 12/15/2026 | 0.03% |
| SANTANDER UK PLC P/P 144A 05.0000 11/07/2023 | 0.03% |
| SMITH & NEPHEW PLC SEDOL 0922320 | 0.03% |
| W.R. GRACE & CO | 0.03% |
| ALFRESA HOLDINGS CORP SEDOL 6687214 | 0.02% |
| ANHEUSER-BUSCH INBEV WOR 05.5500 01/23/2049 | 0.02% |
| BT GROUP PLC SEDOL 3091357 | 0.02% |
| CELANESE US HOLDINGS LLC 03.5000 05/08/2024 | 0.02% |
| CISCO SYSTEMS INC 02.5000 09/20/2026 | 0.02% |
| CSC HOLDINGS LLC P/P 144A 07.5000 04/01/2028 | 0.02% |
| DEUTSCHE WOHNEN SE SEDOL B0YZ0Z5 | 0.02% |
| LBMLT 2004-1 A2 02.8184 02/25/2034 | 0.02% |
| MBX.FN30.500.10 R USL1M P 01/12/41 BC | 0.02% |
| OBAYASHI CORP SEDOL 6656407 | 0.02% |
| PNC BANK NA 02.0000 05/19/2020 | 0.02% |
| ROYAL BANK OF CANADA USD 04.6500 01/27/2026 | 0.02% |
| SAIL 2004-10 A10 02.9184 11/25/2034 | 0.02% |
| SHIRE ACQ INV IRELAND DA USD 02.8750 09/23/2023 | 0.02% |
| TARGA RESOURCES PART 05.0000 01/15/2028 | 0.02% |
| UNITEDHEALTH GROUP INC 03.3750 11/15/2021 | 0.02% |
| WFRBS 2013-C12 AS 03.5600 03/15/2048 | 0.02% |
| AIG GLOBAL FUNDING P/P 144A 02.1500 07/02/2020 | 0.02% |
| ALLERGAN FUNDING SCS USD 03.8000 03/15/2025 | 0.02% |
| ALPHABET INC 01.9980 08/15/2026 | 0.02% |
| AMERICAN ELECTRIC POWER SEDOL 2026242 | 0.02% |
| APPLE INC 03.8500 05/04/2043 | 0.02% |
| ARRW 2018-1 A3 04.1570 04/25/2048 | 0.02% |
| BANCO SANTANDER SA USD 04.3790 04/12/2028 | 0.02% |
| BANCO SANTANDER SA USD 05.1790 11/19/2025 | 0.02% |
| CGCMT 2014-GC21 AS 04.0260 05/10/2047 | 0.02% |
| COCA-COLA EUROPEAN PARTNERS SEDOL BYQQ3P5 | 0.02% |
| CREDIT SUISSE GRP AG P/P 144A 06.2500 12/18/2024 | 0.02% |
| FUJITSU LTD SEDOL 6356945 | 0.02% |
| JPMCC 2013-LC11 AS 03.2160 04/15/2046 | 0.02% |
| NRG P/P 144A 03.7500 06/15/2024 | 0.02% |
| PROTECTIVE LIFE GLO P/P 144A 02.2620 04/08/2020 | 0.02% |
| SANTANDER UK GROUP H P/P 144A 04.7500 09/15/2025 | 0.02% |
| TENET HEALTHCARE P/P 144A 04.8750 01/01/2026 | 0.02% |
| TJX COMPANIES INC SEDOL 2989301 | 0.02% |
| UNITEDHEALTH GROUP INC 04.7000 02/15/2021 | 0.02% |
| AMGEN INC 04.6630 06/15/2051 | 0.02% |
| APPLE INC 02.8500 05/06/2021 | 0.02% |
| BCE INC SEDOL B188TH2 | 0.02% |
| BERKELEY GROUP HOLDINGS/THE SEDOL B02L3W3 | 0.02% |
| CFCRE 2011-C1 D P/P 144A 06.2719 04/15/2044 | 0.02% |
| CHEVRON CORP 02.1000 05/16/2021 | 0.02% |
| CITIBANK NA 03.0500 05/01/2020 | 0.02% |
| CONSOLIDATED EDISON INC 02.0000 03/15/2020 | 0.02% |
| CVS HEALTH CORP 03.7000 03/09/2023 | 0.02% |
| CWALT 2006-OA19 A1 02.2243 02/20/2047 | 0.02% |
| DEUTSCHE TELEKOM INT FIN USD 08.7500 06/15/2030 | 0.02% |
| ROYAL BK SCOTLND GRP PLC USD 04.8920 05/18/2029 | 0.02% |
| SARTORIUS STEDIM BIOTECH SEDOL BYZ2QP5 | 0.02% |
| STACR 2016-DNA1 M3 07.5684 07/25/2028 | 0.02% |
| TRANSCANADA TRUST USD 05.3000 03/15/2077 | 0.02% |
| UBS GROUP FUNDIN P/P 144A 04.1250 04/15/2026 | 0.02% |
| UBS GROUP FUNDING SWITZE REGS 06.8750 12/29/2049 | 0.02% |
| WASTE CONNECTIONS INC 03.5000 05/01/2029 | 0.02% |
| APPLE INC 04.3750 05/13/2045 | 0.02% |
| AT&T INC 02.9500 07/15/2026 | 0.02% |
| CITIGROUP INC 02.9000 12/08/2021 | 0.02% |
| ERAC USA FINANCE LLC P/P 144A 04.5000 02/15/2045 | 0.02% |
| GCP APPLIED TECH P/P 144A 05.5000 04/15/2026 | 0.02% |
| KINDER MORGAN ENER PART 03.5000 03/01/2021 | 0.02% |
| MACQUARIE BANK LTD P/P 144A 02.8500 07/29/2020 | 0.02% |
| MASIMO CORP SEDOL B1YWR63 | 0.02% |
| MITSUBISHI UFJ FIN GRP USD 03.8500 03/01/2026 | 0.02% |
| SHERWIN-WILLIAMS CO 03.4500 06/01/2027 | 0.02% |
| STACR 2016-HQA3 M3 05.8684 03/25/2029 | 0.02% |
| TESCO PLC SEDOL 0884709 | 0.02% |
| UNITEDHEALTH GROUP INC 03.9500 10/15/2042 | 0.02% |
| US BANCORP 02.6250 01/24/2022 | 0.02% |
| WILMAR INTERNATIONAL LTD SEDOL B17KC69 | 0.02% |
| APPLE INC 02.8500 05/11/2024 | 0.02% |
| BMW US CAPITAL LLC P/P 144A 03.9500 08/14/2028 | 0.02% |
| BP CAPITAL MARKETS PLC USD 02.3150 02/13/2020 | 0.02% |
| CANTOR FITZGERALD LP P/P 144A 06.5000 06/17/2022 | 0.02% |
| CITIGROUP INC 04.4500 09/29/2027 | 0.02% |
| CREDIT AGRICOLE SA P/P 144A 04.0000 01/10/2033 | 0.02% |
| ERAC USA FINANCE LLC P/P 144A 05.6250 03/15/2042 | 0.02% |
| IVORY COAST REGS 06.1250 06/15/2033 | 0.02% |
| L3HARRIS TECH INC P/P 144A 04.4000 06/15/2028 | 0.02% |
| REPUBLIC OF SOUTH AFRICA USD 04.8500 09/27/2027 | 0.02% |
| ROGERS COMMUNICATIONS IN USD 04.5000 03/15/2043 | 0.02% |
| SAMI 2007-AR7 1A1 02.8684 05/25/2047 | 0.02% |
| T-MOBILE USA INC 06.3750 03/01/2025 | 0.02% |
| THALES SA SEDOL 4162791 | 0.02% |
| TOTAL CAPITAL INTL SA USD 02.7500 06/19/2021 | 0.02% |
| TREASURY BILL 00.0000 11/14/2019 | 0.02% |
| WEYERHAEUSER CO 07.3750 03/15/2032 | 0.02% |
| ALIMENTATION COUCHE-TARD 3.550000 07/26/2027 | 0.02% |
| AMERICAN INTL GROUP 08.1750 05/15/2058 | 0.02% |
| ARRW 2019-3 A3 03.4160 10/25/2048 | 0.02% |
| CMLTI 2005-2 1A2A 04.9300 05/25/2035 | 0.02% |
| COMCAST CORP 02.3500 01/15/2027 | 0.02% |
| CROWN CASTLE INTL CORP 03.8000 02/15/2028 | 0.02% |
| DNB BANK ASA P/P 144A 02.1250 10/02/2020 | 0.02% |
| FEDERATIVE REP OF BRAZIL USD 04.6250 01/13/2028 | 0.02% |
| IVORY COAST REGS 05.3750 07/23/2024 | 0.02% |
| JOHNSON CONTROLS INTL PL 04.9500 07/02/2064 | 0.02% |
| KONINKLIJKE AHOLD DELHAIZE N SEDOL BD0Q398 | 0.02% |
| MORGAN STANLEY 02.7500 05/19/2022 | 0.02% |
| PLAINS GP HOLDINGS LP-CL A SEDOL BDGHN95 | 0.02% |
| PPSI 2004-WCW2 M3 03.0684 10/25/2034 | 0.02% |
| S&P GLOBAL INC 04.4000 02/15/2026 | 0.02% |
| SABINE PASS LIQUEFACTION 04.2000 03/15/2028 | 0.02% |
| STAPLES INC P/P 144A 07.5000 04/15/2026 | 0.02% |
| SWISS LIFE HOLDING AG-REG SEDOL 7437805 | 0.02% |
| UNITEDHEALTH GROUP INC 02.7500 02/15/2023 | 0.02% |
| WESTPAC BANKING CORP USD 02.0000 08/19/2021 | 0.02% |
| WFMBS 2006-AR5 1A1 05.1915 04/25/2036 | 0.02% |
| WFRBS 2012-C9 D P/P 144A 04.9713 11/15/2045 | 0.02% |
| BANK OF AMERICA CORP 06.1000 12/29/2049 | 0.02% |
| CHARTER COMM OPT LLC 04.9080 07/23/2025 | 0.02% |
| CHENIERE CORP CHRIST 05.8750 03/31/2025 | 0.02% |
| CITIGROUP INC 04.7500 05/18/2046 | 0.02% |
| COMM 2014-UBS6 C 04.6006 12/10/2047 | 0.02% |
| CSX CORP 04.1000 03/15/2044 | 0.02% |
| DEERE & COMPANY 02.6000 06/08/2022 | 0.02% |
| DOLLAR GENERAL CORP 03.2500 04/15/2023 | 0.02% |
| FIDELITY NATIONAL INFORM 04.2500 05/15/2028 | 0.02% |
| ING BANK NV P/P 144A 05.8000 09/25/2023 | 0.02% |
| INTELSAT CONNECT FIN P/P 144A 09.5000 02/15/2023 | 0.02% |
| INTELSAT JACKSON HLD P/P 144A 09.7500 07/15/2025 | 0.02% |
| INTERNATIONAL PAPER CO 03.0000 02/15/2027 | 0.02% |
| JACK OHIO FIN LLC/FI P/P 144A 10.2500 11/15/2022 | 0.02% |
| JAPAN PRIME REALTY INVESTMEN SEDOL 6528175 | 0.02% |
| JPMBB 2014-C22 C 04.7086 09/15/2047 | 0.02% |
| MARSH & MCLENNAN COS INC 04.3750 03/15/2029 | 0.02% |
| MARSH & MCLENNAN COS INC 04.9000 03/15/2049 | 0.02% |
| MIDAMERICAN FUNDING LLC 06.9270 03/01/2029 | 0.02% |
| MSBAM 2012-C6 D P/P 144A 04.7617 11/15/2045 | 0.02% |
| NAVISTAR INTL TLB L+350 05.5300 11/06/2024 | 0.02% |
| SABINE PASS LIQUEF 05.0000 03/15/2027 | 0.02% |
| SPRINT SPECTRUM P/P 144A 03.3600 09/20/2021 | 0.02% |
| TCI COMMUNICATIONS INC 07.1250 02/15/2028 | 0.02% |
| UBSCM 2012-C1 C P/P 144A 05.7278 05/10/2045 | 0.02% |
| VONOVIA SE SEDOL BBJPFY1 | 0.02% |
| WALGREENS BOOTS ALLIANCE 03.3000 11/18/2021 | 0.02% |
| WAMU 2007-HY2 1A1 03.8226 12/25/2036 | 0.02% |
| WFCM 2013-LC12 C 04.4203 07/15/2046 | 0.02% |
| WFMBS 2006-AR2 1A1 04.9647 03/25/2036 | 0.02% |
| WFRBS 2013-C16 AS 04.6680 09/15/2046 | 0.02% |
| ANHEUSER-BUSCH INBEV WOR 02.5000 07/15/2022 | 0.02% |
| BB&T CORPORATION 04.8000 12/31/2099 | 0.02% |
| BOISE CASCADE CO P/P 144A 05.6250 09/01/2024 | 0.02% |
| CAS 2014-C03 2M2 04.9184 07/25/2024 | 0.02% |
| CBS CORP 04.6000 01/15/2045 | 0.02% |
| CEMEX FINANCE LLC P/P 144A 06.0000 04/01/2024 | 0.02% |
| CIGNA HOLDING CO 04.5000 03/15/2021 | 0.02% |
| COGNIZANT TECH SOLUTIONS-A SEDOL 2257019 | 0.02% |
| CSAIL 2015-C1 D P/P 144A 03.9167 04/15/2050 | 0.02% |
| CSC HOLDINGS LLC 05.2500 06/01/2024 | 0.02% |
| DASSAULT AVIATION SA SEDOL 4067164 | 0.02% |
| ENERGY TRANSFER OPERATNG 05.2000 02/01/2022 | 0.02% |
| LEGRAND FRANCE USD 08.5000 02/15/2025 | 0.02% |
| LLOYDS BANKING GROUP PLC USD 04.5000 11/04/2024 | 0.02% |
| NAVISTAR INTL CORP P/P 144A 06.6250 11/01/2025 | 0.02% |
| NEC CORP SEDOL 6640400 | 0.02% |
| ORACLE CORP 02.5000 10/15/2022 | 0.02% |
| SPRINT CORP 07.2500 09/15/2021 | 0.02% |
| TENET HEALTHCARE COR P/P 144A 05.1250 11/01/2027 | 0.02% |
| TORONTO-DOMINION BANK SEDOL 2897222 | 0.02% |
| WELLS FARGO & COMPANY 05.8750 12/29/2049 | 0.02% |
| WESTPAC BANKING CORP USD 04.8750 11/19/2019 | 0.02% |
| WFCM 2013-LC12 D P/P 144A 04.4203 07/15/2046 | 0.02% |
| WFRBS 2013-C15 D P/P 144A 04.6242 08/15/2046 | 0.02% |
| WYNN LAS VEGAS P/P 144A 05.2500 05/15/2027 | 0.02% |
| ALLY FINANCIAL INC 08.0000 11/01/2031 | 0.02% |
| AMERICAN EXPRESS CO SEDOL 2026082 | 0.02% |
| CCO HLDGS LLC/CAP CO P/P 144A 05.7500 02/15/2026 | 0.02% |
| CLUBCORP HLDG INC P/P 144A 08.5000 09/15/2025 | 0.02% |
| COX COMM INC P/P 144A 03.5000 08/15/2027 | 0.02% |
| DIAMOND SPORTS GR/DI P/P 144A 06.6250 08/15/2027 | 0.02% |
| FISERV INC 03.5000 07/01/2029 | 0.02% |
| FIVE CORNERS FUNDING P/P 144A 04.4190 11/15/2023 | 0.02% |
| FOX CORP P/P 144A 04.0300 01/25/2024 | 0.02% |
| GNR 2015-H25 BI IO 01.8500 10/20/2065 | 0.02% |
| HMIR 2018-1 M1 P/P 144A 03.6184 10/25/2028 | 0.02% |
| HOLLY ENERGY PARTNE P/P 144A 06.0000 08/01/2024 | 0.02% |
| LLOYDS BANKING GROUP PLC USD 04.6500 03/24/2026 | 0.02% |
| MICROSOFT CORP 02.4000 02/06/2022 | 0.02% |
| MSC 2016-BNK2 C 04.0365 11/15/2049 | 0.02% |
| NATIONAL AUSTRALIA BK/NY 02.8000 01/10/2022 | 0.02% |
| NATIONAL BANK OF CANADA SEDOL 2077303 | 0.02% |
| NSTAR ELECTRIC CO 02.3750 10/15/2022 | 0.02% |
| PENSKE TRUCK LEASING P/P 144A 03.9000 02/01/2024 | 0.02% |
| PFIZER INC 01.9500 06/03/2021 | 0.02% |
| STEVENS HLDG CO INC P/P 144A 06.1250 10/01/2026 | 0.02% |
| SUNDRUG CO LTD SEDOL 6817895 | 0.02% |
| TEMPO ACQ LLC/FI P/P 144A 06.7500 06/01/2025 | 0.02% |
| WFCM 2014-LC16 XA IO 01.2745 08/15/2050 | 0.02% |
| AT&T INC 04.3500 03/01/2029 | 0.02% |
| AXA SA P/P 144A 06.3790 12/29/2049 | 0.02% |
| BRISTOL-MYERS P/P 144A 03.4000 07/26/2029 | 0.02% |
| CAS 2014-C04 1M2 06.9184 11/25/2024 | 0.02% |
| CITIGROUP INC 04.6000 03/09/2026 | 0.02% |
| COMM 2013-CR11 AM 04.7150 08/10/2050 | 0.02% |
| DOLLAR TREE INC SEDOL 2272476 | 0.02% |
| DTE ENERGY COMPANY SEDOL 2280220 | 0.02% |
| FHLMC FR30 ZS9547 UMBS 04.0000 09/01/2045 | 0.02% |
| FIDELITY NATIONAL INFO SERV SEDOL 2769796 | 0.02% |
| GNMA GII30 635063 04.0000 03/20/2046 | 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% |
| IPSEN SEDOL B0R7JF1 | 0.02% |
| MITSUBISHI UFJ LEASE & FINAN SEDOL 6268976 | 0.02% |
| NOVELIS CORP P/P 144A 05.8750 09/30/2026 | 0.02% |
| PULTEGROUP INC 05.5000 03/01/2026 | 0.02% |
| REP OF INDONESIA P/P 144A 04.7500 01/08/2026 | 0.02% |
| REPUBLIC OF SENEGAL REGS 06.2500 05/23/2033 | 0.02% |
| SCIENTIFIC GAMES INT 10.0000 12/01/2022 | 0.02% |
| SERVICE PROPERTIES TRUST 04.3750 02/15/2030 | 0.02% |
| SINGAPORE TECH ENGINEERING SEDOL 6043214 | 0.02% |
| SPECTRA ENERGY PARTNERS 03.3750 10/15/2026 | 0.02% |
| SWISS RE TREAS P/P 144A 04.2500 12/06/2042 | 0.02% |
| TENET HEALTHCARE CORP 08.1250 04/01/2022 | 0.02% |
| TRANSDIGM INC P/P 144A 06.2500 03/15/2026 | 0.02% |
| VIACOM INC 04.5000 03/01/2021 | 0.02% |
| AXA SA SEDOL 7088429 | 0.02% |
| BAFC 2005-B 3M1 02.7193 04/20/2035 | 0.02% |
| BRAND ENERGY TL L+425 06.4076 06/21/2024 | 0.02% |
| BRIDGESTONE CORP SEDOL 6132101 | 0.02% |
| BWAY HOLDING CO P/P 144A 07.2500 04/15/2025 | 0.02% |
| CAMDEN PROPERTY TRUST 04.8750 06/15/2023 | 0.02% |
| CBRE SERVICES INC 04.8750 03/01/2026 | 0.02% |
| CEQUEL COM HLDG I/CA P/P 144A 05.1250 12/15/2021 | 0.02% |
| COMCAST CORP 03.1500 03/01/2026 | 0.02% |
| COMPASS MINERALS INT P/P 144A 04.8750 07/15/2024 | 0.02% |
| GFL ENVIRONMENTAL P/P 144A 07.0000 06/01/2026 | 0.02% |
| GOLDEN NUGGET INC P/P 144A 06.7500 10/15/2024 | 0.02% |
| IHS MARKIT LTD USD 04.7500 08/01/2028 | 0.02% |
| NETFLIX INC. 05.8750 11/15/2028 | 0.02% |
| NEUBERGER BERMAN GRP P/P 144A 04.8750 04/15/2045 | 0.02% |
| NIELSEN FIN LLC/CO P/P 144A 05.0000 04/15/2022 | 0.02% |
| PULTEGROUP INC. 07.8750 06/15/2032 | 0.02% |
| QUEST DIAGNOSTICS INC SEDOL 2702791 | 0.02% |
| RBS GLOBAL/REXNO P/P 144A 04.8750 12/15/2025 | 0.02% |
| SIX FLAGS ENT P/P 144A 04.8750 07/31/2024 | 0.02% |
| TEVA PHARMACEUTICALS NE USD 06.0000 04/15/2024 | 0.02% |
| WALT DISNEY COMP P/P 144A 07.7500 01/20/2024 | 0.02% |
| AIR LIQUIDE SA SEDOL B1YXBJ7 | 0.01% |
| ARRW 2019-1 A3 04.2080 01/25/2049 | 0.01% |
| AUTOZONE INC SEDOL 2065955 | 0.01% |
| BAE SYSTEMS PLC SEDOL 0263494 | 0.01% |
| BANFF MERGER SUB INC P/P 144A 09.7500 09/01/2026 | 0.01% |
| BANK OF MONTREAL SEDOL 2076009 | 0.01% |
| BRAND ENERGY & I P/P 144A 08.5000 07/15/2025 | 0.01% |
| CANTOR FITZGERALD LP P/P 144A 07.8750 10/15/2019 | 0.01% |
| CBS CORP 02.9000 01/15/2027 | 0.01% |
| COMCAST CORP 04.0490 11/01/2052 | 0.01% |
| COMPASS GROUP PLC SEDOL BD6K457 | 0.01% |
| DIAMONDBACK ENERGY INC 05.3750 05/31/2025 | 0.01% |
| ENDEAVOR ENERGY P/P 144A 05.7500 01/30/2028 | 0.01% |
| GNMA GN30 635061 04.0000 03/15/2046 | 0.01% |
| GNR 2016-H16 EI IO 02.3966 06/20/2066 | 0.01% |
| GREAT LAKES D&D 08.0000 05/15/2022 | 0.01% |
| KIMBERLY-CLARK CORP SEDOL 2491839 | 0.01% |
| KKR GROUP FIN CO III P/P 144A 05.1250 06/01/2044 | 0.01% |
| LIBERTY MEDIA COR-SIRIUSXM C SEDOL BD8QGH9 | 0.01% |
| METLIFE CAP TRST IV P/P 144A 07.8750 12/15/2037 | 0.01% |
| PPL CAPITAL FUNDING INC 04.2000 06/15/2022 | 0.01% |
| PRUDENTIAL FINANCIAL INC 05.2000 03/15/2044 | 0.01% |
| ROSS STORES INC SEDOL 2746711 | 0.01% |
| SPRINT CAPITAL CORPORATION 06.8750 11/15/2028 | 0.01% |
| WALT DISNEY CO/THE SEDOL 2270726 | 0.01% |
| WAMU 2005-AR9 A1C3 02.9784 07/25/2045 | 0.01% |
| ALLISON TRANSMISSION P/P 144A 04.7500 10/01/2027 | 0.01% |
| APPLE INC 03.4500 05/06/2024 | 0.01% |
| BIG RVR STL/FIN P/P 144A 07.2500 09/01/2025 | 0.01% |
| BOMBARDIER INC P/P 144A 07.5000 12/01/2024 | 0.01% |
| CAN IMPERIAL BK OF COMMERCE SEDOL 2170525 | 0.01% |
| CAS 2014-C02 1M2 04.6184 05/25/2024 | 0.01% |
| CCO HLDGS LLC/CAP C P/P 144A 05.5000 05/01/2026 | 0.01% |
| CHOCOLADEFABRIKEN LINDT-PC SEDOL 5962280 | 0.01% |
| COMM 2014-CR18 C 04.8873 07/15/2047 | 0.01% |
| CRC ESCROW ISSUER LL P/P 144A 05.2500 10/15/2025 | 0.01% |
| CREDIT SUISSE GRP AG P/P 144A 03.8690 01/12/2029 | 0.01% |
| CSC HOLDINGS LLC 06.7500 11/15/2021 | 0.01% |
| GNR 2013-99 AS IO 04.0058 06/20/2043 | 0.01% |
| GNR 2017-162 QI IO 05.0000 10/11/2047 | 0.01% |
| HCA INC 05.5000 06/15/2047 | 0.01% |
| HONEYWELL INTL 03.8120 11/21/2047 | 0.01% |
| HOWARD HUGHES CORP P/P 144A 05.3750 03/15/2025 | 0.01% |
| IRON MOUNTAIN INC P/P 144A 04.8750 09/15/2027 | 0.01% |
| JACK OHIO FIN LLC/FI P/P 144A 06.7500 11/15/2021 | 0.01% |
| L3HARRIS TECHNOLOGIES INC SEDOL BK9DTN5 | 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% |
| MIZUHO FINANCIAL GROUP INC SEDOL 6591014 | 0.01% |
| NIELSEN CO LUXEM P/P 144A 05.0000 02/01/2025 | 0.01% |
| NORTHROP GRUMMAN CORP SEDOL 2648806 | 0.01% |
| NTT DOCOMO INC SEDOL 6129277 | 0.01% |
| OSHKOSH CORP 05.3750 03/01/2025 | 0.01% |
| RAMC 2003-4 A1 02.5384 03/25/2034 | 0.01% |
| REFINITIV US HLDG P/P 144A 06.2500 05/15/2026 | 0.01% |
| REP OF INDONESIA P/P 144A 03.3750 04/15/2023 | 0.01% |
| SCIENTIFIC GAMES P/P 144A 08.2500 03/15/2026 | 0.01% |
| SERVICE CORP INTL 05.3750 05/15/2024 | 0.01% |
| SPRINT CORP 07.8750 09/15/2023 | 0.01% |
| STACR 2014-HQ2 M3 05.7684 09/25/2024 | 0.01% |
| TRANSDIGM INC 06.3750 06/15/2026 | 0.01% |
| TTM TECHNOLOGIES INC P/P 144A 05.6250 10/01/2025 | 0.01% |
| UBSBB 2012-C3 C P/P 144A 05.1983 08/10/2049 | 0.01% |
| UNITEDHEALTH GROUP INC 02.8750 03/15/2022 | 0.01% |
| VIDEOTRON LTD USD 05.0000 07/15/2022 | 0.01% |
| WATCO COS LLC/FI P/P 144A 06.3750 04/01/2023 | 0.01% |
| BAUSCH HLTH COS INC P/P 144A 06.1250 04/15/2025 | 0.01% |
| BGC PARTNERS INC 05.1250 05/27/2021 | 0.01% |
| BPCE SA P/P 144A 05.1500 07/21/2024 | 0.01% |
| BRIGGS & STRATTON CORPORATION 06.8750 12/15/2020 | 0.01% |
| CVS PASS-THROUGH P/P 144A 04.7040 01/10/2036 | 0.01% |
| CWALT 2005-59 1A1 02.3743 11/20/2035 | 0.01% |
| CWALT 2006-24CB A19 02.5184 08/25/2036 | 0.01% |
| GENERAL DYNAMICS CORP 03.6000 11/15/2042 | 0.01% |
| GNR 2016-123 LI IO 03.5000 03/20/2044 | 0.01% |
| GOLDEN NUGGET INC P/P 144A 08.7500 10/01/2025 | 0.01% |
| HUSKY TLB L+300 05.0435 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% |
| KEURIG DR PEPPER INC 04.4170 05/25/2025 | 0.01% |
| MERCK & CO INC 02.9000 03/07/2024 | 0.01% |
| MEREDITH CORP 06.8750 02/01/2026 | 0.01% |
| MSC 2011-C3 D P/P 144A 05.2925 07/15/2049 | 0.01% |
| NEWCREST MINING LTD SEDOL 6637101 | 0.01% |
| NTT DATA CORP SEDOL 6125639 | 0.01% |
| NZD/USD 10/16/2019 JPMCB | 0.01% |
| OCCIDENTAL PETROLEUM CORP SEDOL 2655408 | 0.01% |
| PACKAGING CORP OF AMERIC 04.5000 11/01/2023 | 0.01% |
| PETROLEOS MEXICANOS USD 06.3750 01/23/2045 | 0.01% |
| SERVICE CORP INTL 05.1250 06/01/2029 | 0.01% |
| SERVICE CORPORATION INTL 04.6250 12/15/2027 | 0.01% |
| SIX FLAGS ENT P/P 144A 05.5000 04/15/2027 | 0.01% |
| STACR 2017-DNA1 M2 05.2684 07/25/2029 | 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% |
| WAMU 2005-AR14 1A2 04.1660 12/25/2035 | 0.01% |
| WASTE MANAGEMENT INC. 04.7500 06/30/2020 | 0.01% |
| WESTROCK MWV LLC 07.9500 02/15/2031 | 0.01% |
| Z HOLDINGS CORP SEDOL 6084848 | 0.01% |
| ZURICH INSURANCE GROUP AG SEDOL 5983816 | 0.01% |
| 1011778 BC / NEW RED P/P 144A 05.0000 10/15/2025 | 0.01% |
| ARCELORMITTAL USD 07.0000 10/15/2039 | 0.01% |
| ASCEND LEARNING LLC P/P 144A 06.8750 08/01/2025 | 0.01% |
| AVAYA TLB L+425 06.3343 12/15/2024 | 0.01% |
| BANK OF AMERICA CORP 02.1510 11/09/2020 | 0.01% |
| BAUSCH HLTH AMERICAS P/P 144A 08.5000 01/31/2027 | 0.01% |
| BMC EAST LLC P/P 144A 05.5000 10/01/2024 | 0.01% |
| BMIR 2017-1 M1 P/P 144A 03.7184 10/25/2027 | 0.01% |
| BOLIDEN AB SEDOL BJV12J7 | 0.01% |
| BRAMBLES LTD SEDOL B1FJ0C0 | 0.01% |
| CAS 2015-C01 1M2 06.3184 02/25/2025 | 0.01% |
| CAS 2017-C01 1EB1 03.2684 07/25/2029 | 0.01% |
| CON EDISON CO OF NY INC 04.2000 03/15/2042 | 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% |
| DIAMOND 1 FIN/DIAMON P/P 144A 08.3500 07/15/2046 | 0.01% |
| DIAMOND SPORTS P/P 144A 05.3750 08/15/2026 | 0.01% |
| EQUINOR ASA USD 05.1000 08/17/2040 | 0.01% |
| EUTELSAT COMMUNICATIONS SEDOL B0M7KJ7 | 0.01% |
| GENERAL MOTORS FINL CO 04.3000 07/13/2025 | 0.01% |
| GREIF INC P/P 144A 06.5000 03/01/2027 | 0.01% |
| GSMS 2014-GC18 C 05.1566 01/10/2047 | 0.01% |
| HSBC BANK USA NA 05.6250 08/15/2035 | 0.01% |
| HSBC USA INC 03.5000 06/23/2024 | 0.01% |
| ISTAR INC 04.7500 10/01/2024 | 0.01% |
| JPMCC 2013-C10 AS 03.3715 12/15/2047 | 0.01% |
| JPMORGAN CHASE & CO 06.1000 02/01/2049 | 0.01% |
| KAMIGUMI CO LTD SEDOL 6482668 | 0.01% |
| KINDER MORGAN ENER PART 03.4500 02/15/2023 | 0.01% |
| NEXSTAR BROADC P/P 144A 05.6250 08/01/2024 | 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% |
| RITE AID CORP P/P 144A 06.1250 04/01/2023 | 0.01% |
| SONIC HEALTHCARE LTD SEDOL 6821120 | 0.01% |
| STACR 2015-DN1 M3 06.1684 01/25/2025 | 0.01% |
| VISTRA OPERATIONS CO P/P 144A 05.5000 09/01/2026 | 0.01% |
| WAMU 2005-AR11 A1B3 02.4184 08/25/2045 | 0.01% |
| WFCM 2016-LC25 XA IO 01.1461 12/15/2059 | 0.01% |
| WFRBS 2013-C14 XA IO 00.8668 06/15/2046 | 0.01% |
| AIR LEASE CORP 03.2500 10/01/2029 | 0.01% |
| ALLEGHENY TECHNOLOGIES INC 07.8750 08/15/2023 | 0.01% |
| ALTICE LUXEMBOURG SA P/P 144A 10.5000 05/15/2027 | 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% |
| BROTHER INDUSTRIES LTD SEDOL 6146500 | 0.01% |
| CBRE SERVICES INC 05.2500 03/15/2025 | 0.01% |
| CELANESE US HOLDINGS LLC 04.6250 11/15/2022 | 0.01% |
| CFCRE 2011-C2 D P/P 144A 05.9394 12/15/2047 | 0.01% |
| CGCMT 2012-GC8 XA IO P/P 144A 01.9347 09/10/2045 | 0.01% |
| COMM 2014-CR19 XA IO 01.1920 08/10/2047 | 0.01% |
| DCP MIDSTREAM P/P 144A 06.7500 09/15/2037 | 0.01% |
| DIAMOND 1 FIN/DIAMON P/P 144A 07.1250 06/15/2024 | 0.01% |
| DIRECT LINE INSURANCE GROUP SEDOL BY9D0Y1 | 0.01% |
| EIFFAGE SEDOL B13X013 | 0.01% |
| ENTERCOM MEDIA CORP P/P 144A 07.2500 11/01/2024 | 0.01% |
| FAIRFAX US INC P/P 144A 04.8750 08/13/2024 | 0.01% |
| FHR 3829 AS IO 04.9225 03/15/2041 | 0.01% |
| FRONTIER COMM P/P 144A 08.5000 04/01/2026 | 0.01% |
| GENERAL DYNAMICS CORP SEDOL 2365161 | 0.01% |
| GFL ENVIRONMENTA P/P 144A 08.5000 05/01/2027 | 0.01% |
| HKT TRUST AND HKT LTD-SS SEDOL B4TXDZ3 | 0.01% |
| HSBC HOLDINGS PLC SEDOL 0540528 | 0.01% |
| HUB INTL LTD P/P 144A 07.0000 05/01/2026 | 0.01% |
| IHEARTCOMMUNICATIONS INC 08.3750 05/01/2027 | 0.01% |
| JPMBB 2014-C25 XA IO 01.0133 11/15/2047 | 0.01% |
| NIPPON STEEL CORP SEDOL 6642569 | 0.01% |
| ORACLE CORP 05.3750 07/15/2040 | 0.01% |
| ORKLA ASA SEDOL B1VQF42 | 0.01% |
| PROVIDENT FDG/PFG FI P/P 144A 06.3750 06/15/2025 | 0.01% |
| RENAISSANCERE HOLDINGS LTD SEDOL 2728429 | 0.01% |
| SINGAPORE EXCHANGE LTD SEDOL 6303866 | 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% |
| TOPBUILD CORP P/P 144A 05.6250 05/01/2026 | 0.01% |
| US BANCORP SEDOL 2736035 | 0.01% |
| US CONCRETE INC 06.3750 06/01/2024 | 0.01% |
| VMWARE INC 03.9000 08/21/2027 | 0.01% |
| WERNER FINCO LP/INC P/P 144A 08.7500 07/15/2025 | 0.01% |
| WESFARMERS LTD SEDOL 6948836 | 0.01% |
| WESTPAC BANKING CORP USD 04.4210 07/24/2039 | 0.01% |
| ALLERGAN FUNDING SCS USD 03.4500 03/15/2022 | 0.01% |
| ALTICE FRANCE P/P 144A 07.3750 05/01/2026 | 0.01% |
| APERGY CORP 06.3750 05/01/2026 | 0.01% |
| ARD SECURITIES FIN P/P 144A 08.7500 01/31/2023 | 0.01% |
| ARDAGH PKG FIN/HLDGS P/P 144A 04.1250 08/15/2026 | 0.01% |
| ARDAGH PKG FIN/HLDGS P/P 144A 05.2500 08/15/2027 | 0.01% |
| AUD/JPY PUT 70.00 20200214 CITI | 0.01% |
| AUD/JPY PUT 70.00 20200214 GSFX | 0.01% |
| BAUSCH HEALTH COS INC REGS 04.5000 05/15/2023 | 0.01% |
| BAUSCH HLTH COS INC P/P 144A 07.2500 05/30/2029 | 0.01% |
| BOEING CAPITAL CORPORATION 04.7000 10/27/2019 | 0.01% |
| BOMBARDIER INC P/P 144A 07.8750 04/15/2027 | 0.01% |
| CENTENE CORP 06.1250 02/15/2024 | 0.01% |
| CF INDUSTRIES INC 04.9500 06/01/2043 | 0.01% |
| CNO FINANCIAL GROUP INC 05.2500 05/30/2025 | 0.01% |
| COMM 2014-UBS6 XA IO 01.0704 12/10/2047 | 0.01% |
| CONSTELLIUM SE P/P 144A 05.8750 02/15/2026 | 0.01% |
| ENTERCOM MEDIA CORP P/P 144A 06.5000 05/01/2027 | 0.01% |
| EPR PROPERTIES 05.7500 CUM CV PFD | 0.01% |
| EUR/USD PUT 1.097 20191017 BANKAM | 0.01% |
| FIRST QUANTUM MINERA P/P 144A 07.5000 04/01/2025 | 0.01% |
| FISERV INC SEDOL 2342034 | 0.01% |
| GENERAL DYNAMICS CORP 02.2500 11/15/2022 | 0.01% |
| GNR 2015-H26 EI IO 01.7488 10/20/2065 | 0.01% |
| HCA INC 05.0000 03/15/2024 | 0.01% |
| HCA INC 05.2500 06/15/2026 | 0.01% |
| INDIGO NATURAL P/P 144A 06.8750 02/15/2026 | 0.01% |
| INFOR US INC 06.5000 05/15/2022 | 0.01% |
| IPALCO ENTPRS IN 03.7000 09/01/2024 | 0.01% |
| JOHNSON CONTROLS INTERNATION SEDOL BY7QL61 | 0.01% |
| LIONS GATE CAP HOLD P/P 144A 05.8750 11/01/2024 | 0.01% |
| LIONS GATE CAP HOLD P/P 144A 06.3750 02/01/2024 | 0.01% |
| LOEWS CORP SEDOL 2523022 | 0.01% |
| MTR CORP SEDOL 6290054 | 0.01% |
| NABORS INDUSTRIES INC. 05.7500 02/01/2025 | 0.01% |
| NRG ENERGY INC P/P 144A 05.2500 06/15/2029 | 0.01% |
| ORACLE CORP JAPAN SEDOL 6141680 | 0.01% |
| PENSKE TRUCK LE P/P 144A 03.4000 11/15/2026 | 0.01% |
| PETROBRAS GLOBAL FIN P/P 144A 05.0930 01/15/2030 | 0.01% |
| PNC BANK NA 02.7000 11/01/2022 | 0.01% |
| RIO TINTO LTD SEDOL 6220103 | 0.01% |
| SMURFIT KAPPA TREASURY USD 07.5000 11/20/2025 | 0.01% |
| STACR 2015-DNA2 M3 05.9184 12/25/2027 | 0.01% |
| SWISS PRIME SITE-REG SEDOL B083BH4 | 0.01% |
| SYNOPSYS INC SEDOL 2867719 | 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% |
| 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% |
| WFRBS 2012-C9 XA IO P/P 144A 02.0609 11/15/2045 | 0.01% |
| WH GROUP LTD SEDOL BLLHKZ1 | 0.01% |
| WYNN RESORTS FIN LLC P/P 144A 05.1250 10/01/2029 | 0.01% |
| 1011778 BC / NEW RED P/P 144A 04.2500 05/15/2024 | 0.01% |
| ALBERTSONS COS LLC P/P 144A 07.5000 03/15/2026 | 0.01% |
| ASCENT RESOURCES/AEU P/P 144A 10.0000 04/01/2022 | 0.01% |
| AUST & NZ BANKING GR P/P 144A 06.7500 12/29/2049 | 0.01% |
| BAUSCH HLTH COS INC P/P 144A 09.0000 12/15/2025 | 0.01% |
| BERKSHIRE HATHAWAY ENERG 06.1250 04/01/2036 | 0.01% |
| BERKSHIRE HATHAWAY FIN 04.3000 05/15/2043 | 0.01% |
| BERRY GLOBAL INC 05.1250 07/15/2023 | 0.01% |
| BMW US CAPITAL LLC P/P 144A 03.4000 08/13/2021 | 0.01% |
| BUMT 2005-1 1A1 02.6184 09/25/2045 | 0.01% |
| CAPITAL ONE FINANCIAL CO 04.2000 10/29/2025 | 0.01% |
| CARRIAGE SVCS INC P/P 144A 06.6250 06/01/2026 | 0.01% |
| CAS 2015-C02 2M2 06.0184 05/25/2025 | 0.01% |
| CAS 2019-R02 1M2 04.3184 08/25/2031 | 0.01% |
| CENOVUS ENERGY INC USD 06.7500 11/15/2039 | 0.01% |
| CNO FINANCIAL GROUP INC 05.2500 05/30/2029 | 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% |
| ENERGY TRANSFER OPERATNG 06.1250 12/15/2045 | 0.01% |
| ESH HOSPITALITY INC P/P 144A 05.2500 05/01/2025 | 0.01% |
| GLP CAPITAL LP / FIN II 05.2500 06/01/2025 | 0.01% |
| GOLDMAN SACHS GROUP INC 06.7500 10/01/2037 | 0.01% |
| GSMS 2014-GC24 XA IO 00.8744 09/10/2047 | 0.01% |
| HONGKONG LAND HOLDINGS LTD SEDOL 6434915 | 0.01% |
| HUDBAY MINERALS INC P/P 144A 07.6250 01/15/2025 | 0.01% |
| ICAHN ENTER/FIN P/P 144A 06.2500 05/15/2026 | 0.01% |
| INTEL CORP SEDOL 2463247 | 0.01% |
| JFE HOLDINGS INC SEDOL 6543792 | 0.01% |
| JPMBB 2015-C33 XA IO 01.1338 12/15/2048 | 0.01% |
| JPMORGAN CHASE & CO 02.2500 01/23/2020 | 0.01% |
| LUKOIL INTL FIN BV P/P 144A 04.5630 04/24/2023 | 0.01% |
| MARATHON PETRO CORP 06.5000 03/01/2041 | 0.01% |
| NATIONSTAR MORT/ 06.5000 07/01/2021 | 0.01% |
| NATIONSTAR MTG P/P 144A 08.1250 07/15/2023 | 0.01% |
| NETFLIX INC 04.8750 04/15/2028 | 0.01% |
| NEWELL BRANDS INC 04.2000 04/01/2026 | 0.01% |
| NRG ENERGY INC 06.6250 01/15/2027 | 0.01% |
| NUCOR CORP SEDOL 2651086 | 0.01% |
| ONCOR ELECTRIC DELIVERY 05.3000 06/01/2042 | 0.01% |
| ORACLE CORP 02.5000 05/15/2022 | 0.01% |
| PANTHER BF AGGRE 2 P/P 144A 08.5000 05/15/2027 | 0.01% |
| PERTAMINA PERSERO PT P/P 144A 04.3000 05/20/2023 | 0.01% |
| PORSCHE AUTOMOBIL HLDG-PRF SEDOL 7101069 | 0.01% |
| PUBLIC SERVICE ELECTRIC 05.5000 03/01/2040 | 0.01% |
| SANOFI SEDOL 5671735 | 0.01% |
| SPRINGLEAF FINANCE CORP 06.8750 03/15/2025 | 0.01% |
| STACR 2015-HQ2 M2 03.9684 05/25/2025 | 0.01% |
| STACR 2019-DNA1 M2 04.6684 01/25/2049 | 0.01% |
| TENNANT CO 05.6250 05/01/2025 | 0.01% |
| THE BANK OF NOVA SCOTIA USD 02.7000 03/07/2022 | 0.01% |
| TRAVELPORT TLB L+500 07.5413 05/30/2026 | 0.01% |
| TRIVIUM PACK FIN P/P 144A 05.5000 08/15/2026 | 0.01% |
| UNITEDHEALTH GROUP INC SEDOL 2917766 | 0.01% |
| WR GRACE & CO-CONN P/P 144A 05.6250 10/01/2024 | 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% |
| AMSTED INDUSTRIES P/P 144A 05.6250 07/01/2027 | 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% |
| BEACON ROOFING SUPPL 06.3750 10/01/2023 | 0.01% |
| BROOKFIELD RESID PRO P/P 144A 06.1250 07/01/2022 | 0.01% |
| BUILDERS FIRSTSOURCE P/P 144A 06.7500 06/01/2027 | 0.01% |
| CALPINE CORPORATION 05.7500 01/15/2025 | 0.01% |
| CDX CDX.NA.HY.33 500.0 12/20/2024 | 0.01% |
| CHS/COMMUNITY HEALTH 06.8750 02/01/2022 | 0.01% |
| COMM 2013-CR11 XA IO 01.0981 08/10/2050 | 0.01% |
| COMM 2014-LC17 XA IO 00.9342 10/10/2047 | 0.01% |
| COMMONWEALTH EDISON CO 05.9000 03/15/2036 | 0.01% |
| CROWN CORK & SEAL CO INC 07.3750 12/15/2026 | 0.01% |
| EMIR 2018-1 M2 05.0184 11/25/2028 | 0.01% |
| FREEDOM MTGE CORP P/P 144A 08.2500 04/15/2025 | 0.01% |
| FRONTIER COMM 11.0000 09/15/2025 | 0.01% |
| GATES GLOBAL LLC P/P 144A 06.0000 07/15/2022 | 0.01% |
| GSMS 2013-GC10 XA IO 01.6541 02/10/2046 | 0.01% |
| HARVEY NORMAN HOLDINGS LTD SEDOL 6173508 | 0.01% |
| JPMCC 2012-LC9 D P/P 144A 04.5473 12/15/2047 | 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% |
| KLEPIERRE SEDOL 7582556 | 0.01% |
| KRATON POLYMERS LLC/ P/P 144A 07.0000 04/15/2025 | 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% |
| MASTEC INC 04.8750 03/15/2023 | 0.01% |
| MAXIM INTEGRATED PRODUCTS SEDOL 2573760 | 0.01% |
| MBX.FN30.500.09 R USL1M P 01/12/40 BC | 0.01% |
| MBX.FN30.500.10 R USL1M P 01/12/41 CI | 0.01% |
| MGM RESORTS INTL 06.6250 12/15/2021 | 0.01% |
| MLMI 2005-A2 A2 04.4481 02/25/2035 | 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% |
| QORVO INC 05.5000 07/15/2026 | 0.01% |
| QVC INC 04.8500 04/01/2024 | 0.01% |
| ROYAL BK SCOTLND GRP PLC USD 07.5000 12/29/2049 | 0.01% |
| STACR 2017-DNA3 M2 04.5184 03/25/2030 | 0.01% |
| SUGAR HSP GAMING P/P 144A 05.8750 05/15/2025 | 0.01% |
| TALLGRASS NRG PRTNR P/P 144A 05.5000 01/15/2028 | 0.01% |
| 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% |
| UBSBB 2012-C4 XA IO P/P 144A 01.7803 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-C10 XA IO P/P 144A 01.6986 12/15/2045 | 0.01% |
| WFRBS 2013-C11 AS 03.3110 03/15/2045 | 0.01% |
| WM MORRISON SUPERMARKETS SEDOL 0604316 | 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% |
| ABC-MART INC SEDOL 6292102 | 0.01% |
| ANHEUSER-BUSCH INBEV WOR 04.1500 01/23/2025 | 0.01% |
| ANTERO RESOURCES FIN 05.1250 12/01/2022 | 0.01% |
| ASP AMC MERGER SUB P/P 144A 08.0000 05/15/2025 | 0.01% |
| AUD/USD 10/16/2019 GSFX | 0.01% |
| BWAY CORP TLB L+325 05.5895 04/03/2024 | 0.01% |
| CBS CORP 04.0000 01/15/2026 | 0.01% |
| CENTENE CORP 04.7500 05/15/2022 | 0.01% |
| CHARTER COMM OPT LLC 05.3750 05/01/2047 | 0.01% |
| CHEMOURS CO 07.0000 05/15/2025 | 0.01% |
| CHS/COMMUNITY HEALT P/P 144A 08.1250 06/30/2024 | 0.01% |
| CLEAN HARBORS INC P/P 144A 04.8750 07/15/2027 | 0.01% |
| CLEAR CHANNEL WORLDW P/P 144A 05.1250 08/15/2027 | 0.01% |
| COMCAST CORP 03.9990 11/01/2049 | 0.01% |
| COMCAST CORP 06.5000 11/15/2035 | 0.01% |
| COMMSCOPE TECH LLC P/P 144A 06.0000 06/15/2025 | 0.01% |
| CWALT 2005-27 1A1 02.5641 08/25/2035 | 0.01% |
| DENBURY RESOURCES IN P/P 144A 09.0000 05/15/2021 | 0.01% |
| DRESDNER FDG TRST I P/P 144A 08.1510 06/30/2031 | 0.01% |
| ECOLAB INC SEDOL 2304227 | 0.01% |
| ENDO LTD/FIN LLC/FIN P/P 144A 06.0000 02/01/2025 | 0.01% |
| FIDELITY NATIONAL INFORM 03.0000 08/15/2026 | 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% |
| GENERAL MOTORS FINL CO 04.0000 01/15/2025 | 0.01% |
| GOEASY LTD P/P 144A 07.8750 11/01/2022 | 0.01% |
| GSMS 2014-GC22 XA IO 01.1432 06/10/2047 | 0.01% |
| HANESBRANDS INC P/P 144A 04.6250 05/15/2024 | 0.01% |
| HEINEKEN HOLDING NV SEDOL B0CCH46 | 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% |
| JAPAN TOBACCO INC SEDOL 6474535 | 0.01% |
| JARDINE MATHESON HLDGS LTD SEDOL 6472119 | 0.01% |
| JELD-WEN INC P/P 144A 04.6250 12/15/2025 | 0.01% |
| KERRY PROPERTIES LTD SEDOL 6486314 | 0.01% |
| KRW/USD 11/20/2019 GSFX | 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% |
| MITSUI AND CO LTD SEDOL 6597302 | 0.01% |
| MSAC 2004-HE6 M1 02.8434 08/25/2034 | 0.01% |
| MSBAM 2014-C17 XA IO 01.2682 08/15/2047 | 0.01% |
| MSRR 2015-R4 CB1 02.9695 08/26/2047 | 0.01% |
| NATIONAL AUSTRALIA BANK LTD SEDOL 6624608 | 0.01% |
| NUTRIEN LTD USD 05.2500 01/15/2045 | 0.01% |
| NZD/USD 10/16/2019 BCAP-FX | 0.01% |
| OMIR 2018-1A M1 03.5684 07/25/2028 | 0.01% |
| PENN NATIONAL GAMING P/P 144A 05.6250 01/15/2027 | 0.01% |
| PUBLICIS GROUPE SEDOL 4380429 | 0.01% |
| RAYTHEON COMPANY 04.8750 10/15/2040 | 0.01% |
| RESIDEO FUNDING INC P/P 144A 06.1250 11/01/2026 | 0.01% |
| ROBERTSHAW US HOLDING L+325 05.3125 02/28/2025 | 0.01% |
| RTL GROUP SEDOL B1BK209 | 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% |
| SECOM CO LTD SEDOL 6791591 | 0.01% |
| SES SEDOL B00ZQQ2 | 0.01% |
| SS&C TECH INC P/P 144A 05.5000 09/30/2027 | 0.01% |
| STEEL DYNAMICS INC 05.5000 10/01/2024 | 0.01% |
| SWIRE PROPERTIES LTD SEDOL B67C2G0 | 0.01% |
| TOYOTA MOTOR CORP SEDOL 6900643 | 0.01% |
| TRANSOCEAN PONTUS LT P/P 144A 06.1250 08/01/2025 | 0.01% |
| TWDC ENTERPRISES 18 CORP 02.7500 08/16/2021 | 0.01% |
| VISTRA OPERATION P/P 144A 05.0000 07/31/2027 | 0.01% |
| WEEKLEY HOMES LLC 06.0000 02/01/2023 | 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% |
| ZF NA CAPITAL P/P 144A 04.5000 04/29/2022 | 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% |
| AIB GROUP PLC SEDOL BF0L353 | 0.00% |
| ALLEGHENY TECHNOLOGIES 05.9500 01/15/2021 | 0.00% |
| AROUNDTOWN SA SEDOL BF0CK44 | 0.00% |
| ASCEND LEARNING LLC P/P 144A 06.8750 08/01/2025 | 0.00% |
| BANK OF MONTREAL USD 03.8030 12/15/2032 | 0.00% |
| BSCMS 2006-PW11 B P/P 144A 05.8095 03/11/2039 | 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% |
| CHESAPEAKE ENERGY CORPORATION 08.0000 01/15/2025 | 0.00% |
| CLEAR CHANNEL WORLD P/P 144A 09.2500 02/15/2024 | 0.00% |
| CNP ASSURANCES SEDOL 5543986 | 0.00% |
| CROWN AMER/CAP 04.7500 02/01/2026 | 0.00% |
| CROWN CASTLE INTL CORP 04.8750 04/15/2022 | 0.00% |
| EP ENER/EVEREST ACQ P/P 144A 07.7500 05/15/2026 | 0.00% |
| FRESENIUS MEDICAL CARE AG & SEDOL 5129074 | 0.00% |
| GARTNER INC P/P 144A 05.1250 04/01/2025 | 0.00% |
| GLP CAPITAL LP / FIN II 05.3750 04/15/2026 | 0.00% |
| GMAC CAPITAL TRUST I PCT 07.9431 | 0.00% |
| GNMA GII30 AY2298 04.7000 05/20/2067 | 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% |
| IOS.FN30.400.10 R USL1M P 01/12/41 BC | 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 05.4000 09/01/2044 | 0.00% |
| KINDER MORGAN INC/DELAWA 07.7500 01/15/2032 | 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% |
| MET LIFE GLOB FUND P/P 144A 03.0000 01/10/2023 | 0.00% |
| MOLINA HEALTHCARE IN 05.3750 11/15/2022 | 0.00% |
| NETFLIX INC. P/P 144A 06.3750 05/15/2029 | 0.00% |
| NZD/USD 10/16/2019 GSFX | 0.00% |
| OASIS PETROLEUM INC 06.8750 03/15/2022 | 0.00% |
| PARK-OHIO INDUSTRIES INC 06.6250 04/15/2027 | 0.00% |
| PENSKE AUTO GRP INC 05.7500 10/01/2022 | 0.00% |
| PENSKE AUTOMOTIVE GROUP 05.5000 05/15/2026 | 0.00% |
| PETROBRAS GLOBAL FIN USD 05.9990 01/27/2028 | 0.00% |
| PETROLEOS MEXICANOS USD 04.8750 01/18/2024 | 0.00% |
| PRUDENTIAL FINANCIAL INC 05.6250 06/15/2043 | 0.00% |
| REPUBLIC OF VENEZUELA REGS 08.2500 10/13/2024 | 0.00% |
| REVLON CONS TLB L+350 05.6241 09/07/2023 | 0.00% |
| ROBERTSHAW TL 2L L+800 10.0625 02/28/2026 | 0.00% |
| ROSE ROCK MIDSTREAM/ 05.6250 07/15/2022 | 0.00% |
| SAMPO OYJ-A SHS SEDOL 5226038 | 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% |
| STARFRUIT US/STAR FI P/P 144A 08.0000 10/01/2026 | 0.00% |
| TAYLOR MORRISON COMM P/P 144A 05.7500 01/15/2028 | 0.00% |
| TENET HEALTHCARE 04.6250 07/15/2024 | 0.00% |
| TRANSDIGM INC. 06.5000 07/15/2024 | 0.00% |
| TRANSOCEAN POSEIDON P/P 144A 06.8750 02/01/2027 | 0.00% |
| 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 OPERATIONS CO P/P 144A 05.6250 02/15/2027 | 0.00% |
| WELLCARE HEALTH PLANS 05.2500 04/01/2025 | 0.00% |
| WFRBS 2011-C4 E P/P 144A 05.3965 06/15/2044 | 0.00% |
| AES CORP/THE 04.5000 03/15/2023 | 0.00% |
| AES CORP/THE 05.1250 09/01/2027 | 0.00% |
| ALLIANT HOLD / CO-IS P/P 144A 08.2500 08/01/2023 | 0.00% |
| AMC ENTERTAINMENT HLDGS 06.1250 05/15/2027 | 0.00% |
| ANTERO RESOURCES 05.3750 11/01/2021 | 0.00% |
| APACHE CORPORATION 03.2500 04/15/2022 | 0.00% |
| AUTOMATION TOOLING S P/P 144A 06.5000 06/15/2023 | 0.00% |
| AVAYA HOLDINGS CORP SEDOL BD9G9B3 | 0.00% |
| BANK OF AMERICA CORP 02.8785 09/15/2026 | 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% |
| BERRY GLOBAL INC P/P 144A 05.6250 07/15/2027 | 0.00% |
| BOMBARDIER INC P/P 144A 08.7500 12/01/2021 | 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% |
| CALIFORNIA RESOURC TL L+475 06.7935 12/31/2022 | 0.00% |
| CAS 2015-C02 1M2 06.0184 05/25/2025 | 0.00% |
| CBS OUT AMER CAP LLC 05.8750 03/15/2025 | 0.00% |
| CENTENE ESCROW I CO P/P 144A 05.3750 06/01/2026 | 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% |
| CINEMARK USA INC 05.1250 12/15/2022 | 0.00% |
| COMMSCOPE INC P/P 144A 06.0000 03/01/2026 | 0.00% |
| CPG INTL TL L+375 05.9333 05/05/2024 | 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% |
| EOG RESOURCES INC 04.1500 01/15/2026 | 0.00% |
| FHR 3408 EK 17.6347 04/15/2037 | 0.00% |
| FNR 2007-53 SP 16.7993 06/25/2037 | 0.00% |
| FORD MOTOR CO SEDOL 2615468 | 0.00% |
| FREEPORT-MCMORAN INC 05.4500 03/15/2043 | 0.00% |
| GATES GLOBAL TLB L+275 04.7935 03/31/2024 | 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% |
| GNR 2012-141 WI IO 03.5000 11/20/2041 | 0.00% |
| GNR 2013-14 IO IO 03.5000 12/20/2042 | 0.00% |
| GO DADDY OPCO/FINCO P/P 144A 05.2500 12/01/2027 | 0.00% |
| GSMS 2013-GC12 XA IO 01.5590 06/10/2046 | 0.00% |
| HOLOGIC INC P/P 144A 04.3750 10/15/2025 | 0.00% |
| INTERNATIONAL LEASE FIN CORP 05.8750 08/15/2022 | 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% |
| JPMBB 2014-C19 XA IO 00.9291 04/15/2047 | 0.00% |
| KRW/USD 11/20/2019 HSBCB | 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% |
| MBX.FN30.450.09 R USL1M P 01/12/40 BC | 0.00% |
| MBX.FN30.500.10 R USL1M P 01/12/41 CI | 0.00% |
| MERCER INTL INC USD 05.5000 01/15/2026 | 0.00% |
| MERCK & CO INC 01.8500 02/10/2020 | 0.00% |
| MGP ESCROW ISSUER/CO 05.6250 05/01/2024 | 0.00% |
| MICROSOFT CORP 05.3000 02/08/2041 | 0.00% |
| NATIONAL GRID PLC SEDOL BDR05C0 | 0.00% |
| NEIMAN MARCUS TL L+600 07.9895 10/25/2023 | 0.00% |
| NOBLE HLDG INTL LTD P/P 144A 07.8750 02/01/2026 | 0.00% |
| NRG ENERGY INC 05.7500 01/15/2028 | 0.00% |
| PENSKE AUTOMOTIVE GROUP 05.3750 12/01/2024 | 0.00% |
| PLANTRONICS INC P/P 144A 05.5000 05/31/2023 | 0.00% |
| POMEGRANATE MERGER S P/P 144A 09.7500 05/01/2023 | 0.00% |
| QORVO INC SEDOL BR9YYP4 | 0.00% |
| SESI LLC 07.1250 12/15/2021 | 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% |
| STACR 2018-HQA2 M2 04.3184 10/25/2048 | 0.00% |
| SWEDISH MATCH AB SEDOL 5048566 | 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% |
| TD AMERITRADE HOLDING CORP SEDOL 2983154 | 0.00% |
| TENET HEALTHCARE P/P 144A 06.2500 02/01/2027 | 0.00% |
| THE SHERWIN-WILLIAMS COMPANY 02.7500 06/01/2022 | 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% |
| ALLY FINANCIAL INC 08.0000 03/15/2020 | 0.00% |
| ALTRIA GROUP INC | 0.00% |
| AMC ENTERTAINMENT HLDGS 05.7500 06/15/2025 | 0.00% |
| ASCENT RESOURCES/AR P/P 144A 07.0000 11/01/2026 | 0.00% |
| AZRIELI GROUP LTD SEDOL B5MN1W0 | 0.00% |
| BAUSCH HLTH COS INC P/P 144A 05.5000 11/01/2025 | 0.00% |
| BAUSCH HLTH COS INC P/P 144A 05.7500 08/15/2027 | 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% |
| BOYD GAMING CORP 06.3750 04/01/2026 | 0.00% |
| BP CAP MARKETS AMERICA 03.9370 09/21/2028 | 0.00% |
| CAD/USD 10/16/2019 BCAP-FX | 0.00% |
| CAS 2016-C06 1M2 06.2684 04/25/2029 | 0.00% |
| CBS OUT AMER CAP LLC 05.6250 02/15/2024 | 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% |
| COMM 2014-CR18 XA IO 01.1624 07/15/2047 | 0.00% |
| COMSTOCK RESOURCES 09.7500 08/15/2026 | 0.00% |
| CREDIT ACCEPTANC 07.3750 03/15/2023 | 0.00% |
| DELTA AIR LINES 2009 1A 07.7500 12/17/2019 | 0.00% |
| DIGICEL LTD P/P 144A 06.7500 03/01/2023 | 0.00% |
| EL PASO NATURAL GAS 08.3750 06/15/2032 | 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% |
| FEDEX CORP 02.6250 08/01/2022 | 0.00% |
| FHR 2990 LB 11.7636 06/15/2034 | 0.00% |
| FHR 3072 SM 04.2533 11/15/2035 | 0.00% |
| FOX CORP - CLASS B SEDOL BJJMGY5 | 0.00% |
| FRAC TECH INTL TLB L+475 06.7935 04/16/2021 | 0.00% |
| GNR 2010-9 UI IO 05.0000 01/20/2040 | 0.00% |
| GNR 2015-124 NI IO 03.5000 06/20/2039 | 0.00% |
| IDR/USD 11/20/2019 GSFX | 0.00% |
| INCEPTION MRGR/RACK P/P 144A 08.6250 11/15/2024 | 0.00% |
| IRON MOUNTAIN INC P/P 144A 05.2500 03/15/2028 | 0.00% |
| JO-ANN STORES 2NDL L+925 11.5094 05/21/2024 | 0.00% |
| JO-ANN STORES TL L+500 07.2516 10/16/2023 | 0.00% |
| LABORATORY CRP OF AMER HLDGS SEDOL 2586122 | 0.00% |
| LBUBS 2008-C1 AM 06.2780 04/15/2041 | 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% |
| MEG ENERGY CORP P/P 144A 06.3750 01/30/2023 | 0.00% |
| MGM GROWTH/MGM FINANCE 04.5000 01/15/2028 | 0.00% |
| NATIONSTAR MTG P/P 144A 09.1250 07/15/2026 | 0.00% |
| NEW GOLD INC P/P 144A 06.2500 11/15/2022 | 0.00% |
| NEXSTAR ESCROW INC P/P 144A 05.6250 07/15/2027 | 0.00% |
| NINE ENERGY SERVICE P/P 144A 08.7500 11/01/2023 | 0.00% |
| NN GROUP NV SEDOL BNG8PQ9 | 0.00% |
| NZD/USD 10/16/2019 CITI | 0.00% |
| PETROBRAS GLOBAL FIN USD 05.2990 01/27/2025 | 0.00% |
| REPUBLIC OF VENEZUELA REGS 09.0000 05/07/2023 | 0.00% |
| SASC 2006-AM1 A4 02.1784 04/25/2036 | 0.00% |
| SM ENERGY CO 05.0000 01/15/2024 | 0.00% |
| SM ENERGY CO 06.6250 01/15/2027 | 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% |
| STERIGENICS-NORDION P/P 144A 06.5000 05/15/2023 | 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% |
| VERTIV INT HOLD CORP P/P 144A 12.0000 02/15/2022 | 0.00% |
| WALGREENS BOOTS ALLIANCE 03.4500 06/01/2026 | 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% |
| 1011778 BC / NEW RED P/P 144A 03.8750 01/15/2028 | 0.00% |
| 1011778 BC / NEW RED P/P 144A 04.6250 01/15/2022 | 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% |
| AKZO NOBEL N.V. SEDOL BJ2KSG2 | 0.00% |
| ANTERO RESOURCES COR 05.6250 06/01/2023 | 0.00% |
| ARCELORMITTAL USD 06.1250 06/01/2025 | 0.00% |
| AUD/USD 10/16/2019 CITI | 0.00% |
| BANK OF AMERICA CORP 06.5000 10/29/2049 | 0.00% |
| BERRY GLOBAL INC 05.5000 05/15/2022 | 0.00% |
| BERRY GLOBAL INC P/P 144A 04.5000 02/15/2026 | 0.00% |
| CAD/USD 10/16/2019 JPMCB | 0.00% |
| CALIFORNIA RESOURCES P/P 144A 08.0000 12/15/2022 | 0.00% |
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| CINEMARK USA INC 04.8750 06/01/2023 | 0.00% |
| CIT GROUP INC 05.0000 08/01/2023 | 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% |
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| FHR 3249 PS 15.5843 12/15/2036 | 0.00% |
| FNR 2005-106 JC 13.8655 12/25/2035 | 0.00% |
| FNR 2006-62 PS 27.7897 07/25/2036 | 0.00% |
| GENON 939CER907 | 0.00% |
| GETLINK SE SEDOL B292JQ9 | 0.00% |
| GLENCORE PLC SEDOL B4T3BW6 | 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% |
| GSMS 2012-GC6 D P/P 144A 05.8397 01/10/2045 | 0.00% |
| H LUNDBECK A/S SEDOL 7085259 | 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% |
| INTERCONTINENTAL EXCHANGE IN SEDOL BFSSDS9 | 0.00% |
| IOS.FN30.400.09 R USL1M P 01/12/40 GS | 0.00% |
| JPY/USD 11/20/2019 JPMCB | 0.00% |
| KYUSHU RAILWAY COMPANY SEDOL BD2BST6 | 0.00% |
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| LENNAR CORP 05.8750 11/15/2024 | 0.00% |
| MERCER INTL INC USD 07.3750 01/15/2025 | 0.00% |
| MOLINA HEALTHCARE IN P/P 144A 04.8750 06/15/2025 | 0.00% |
| NOBLE HOLDING INTL LTD USD 07.7500 01/15/2024 | 0.00% |
| OASIS PETROLEUM INC 06.8750 01/15/2023 | 0.00% |
| OASIS PETROLEUM INC P/P 144A 06.2500 05/01/2026 | 0.00% |
| ONO PHARMACEUTICAL CO LTD SEDOL 6660107 | 0.00% |
| PANTHER BF AGGREGA P/P 144A 06.2500 05/15/2026 | 0.00% |
| PETROLEOS DE VEN P/P 144A 06.0000 11/15/2026 | 0.00% |
| QUEBECOR MEDIA INC USD 05.7500 01/15/2023 | 0.00% |
| RACKSPACE HOSTING INC L+300 05.2868 11/03/2023 | 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% |
| RUB/USD 12/18/2019 BANKAM | 0.00% |
| RUB/USD 12/18/2019 GSFX | 0.00% |
| SESI LLC 07.7500 09/15/2024 | 0.00% |
| SUBARU CORP SEDOL 6356406 | 0.00% |
| T-MOBILE USA INC 06.0000 03/01/2023 | 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% |
| 1.45 R ISWP FWD US0003M P 12/18/2024 | 0.00% |
| AUD/USD 10/16/2019 HSBCB | 0.00% |
| CABLEVISION SYS CORP 08.0000 04/15/2020 | 0.00% |
| CALPINE CORP P/P 144A 05.8750 01/15/2024 | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.00% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 JP | 0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 ML | 0.00% |
| CONTINENTAL RESOURCES 05.0000 09/15/2022 | 0.00% |
| CVS PASS-THROUGH TRUST 06.0360 12/10/2028 | 0.00% |
| ENERGIZER HLDG INC P/P 144A 07.7500 01/15/2027 | 0.00% |
| EUR/USD 12/18/2019 CITI | 0.00% |
| EUR/USD 12/18/2019 SSBT | 0.00% |
| FNMA FN30 BO0212 UMBS 04.5000 05/01/2049 | 0.00% |
| FNR 2005-75 GS 14.1949 08/25/2035 | 0.00% |
| FNR 2005-83 QP 12.1462 11/25/2034 | 0.00% |
| FNR 2007-14 KO PO 00.0000 03/25/2037 | 0.00% |
| GNMA GII30 BN7073 04.5000 05/20/2049 | 0.00% |
| GNR 2010-9 QI IO 04.5000 01/20/2040 | 0.00% |
| GNR 2019-78 SJ IO 04.0058 06/20/2049 | 0.00% |
| HCA INC. 07.5000 02/15/2022 | 0.00% |
| IHEARTMEDIA INC - CLASS A SEDOL BJVR9Y9 | 0.00% |
| IHEARTMEDIA TL L+400 06.0315 05/01/2026 | 0.00% |
| IOS.FN30.350.14 R USL1M P 01/12/45 CS | 0.00% |
| IOS.FN30.400.10 R USL1M P 01/12/41 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% |
| JPY/USD 11/20/2019 GSFX | 0.00% |
| JPY/USD 11/20/2019 HSBCB | 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% |
| MERCER INTL INC USD 07.7500 12/01/2022 | 0.00% |
| METHANEX CORP USD 03.2500 12/15/2019 | 0.00% |
| MSC 2007-HQ11 C 05.5580 02/12/2044 | 0.00% |
| NABORS INDUSTRIES INC. 05.5000 01/15/2023 | 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% |
| SEK/USD 12/18/2019 BANKAM | 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 UBS | 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% |
| T-MOBILE USA INC 05.3750 04/15/2027 | 0.00% |
| THE AES CORPORATION 04.8750 05/15/2023 | 0.00% |
| TIAAC 2003-1A E 144A 08.0000 12/28/2038 | 0.00% |
| TOWNSQUARE MEDIA INC P/P 144A 06.5000 04/01/2023 | 0.00% |
| TRANSDIGM INC 06.5000 05/15/2025 | 0.00% |
| ADVANZ PHARMA CORP SEDOL BH4P601 | 0.00% |
| AUD/USD 10/16/2019 CSI-FX | 0.00% |
| AVAYA INC ESCROW P/P 144A 07.0000 04/01/2020 | 0.00% |
| BACM 2007-1 XW IO 00.4019 01/15/2049 | 0.00% |
| BACM 2007-5 XW IO P/P 144A 00.0000 02/10/2051 | 0.00% |
| BRL/USD 02/04/2020 CITI | 0.00% |
| BRL/USD 02/04/2020 GSFX | 0.00% |
| BSCMS 04-PR3I X1 IO 00.0000 02/11/2041 | 0.00% |
| BSCMS 06-PW14 X1 IO P/P 144A 00.4995 12/11/2038 | 0.00% |
| CAD/USD 10/16/2019 CSI-FX | 0.00% |
| CAD/USD 10/16/2019 GSFX | 0.00% |
| CAD/USD 10/16/2019 WPAC | 0.00% |
| CD 2007-CD4 XW IO P/P 144A 01.0395 12/11/2049 | 0.00% |
| CD 2007-CD5 XS IO 144A 00.0000 11/15/2044 | 0.00% |
| CGCMT 2006-C5 XC IO P/P 144A 00.7224 10/15/2049 | 0.00% |
| CHESAPEAKE ENERGY CORP 05.7500 03/15/2023 | 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 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 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 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.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 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 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.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.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 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 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 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.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 BC | 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 ML | 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 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-.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 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 ML | 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 02.2111 05/15/2038 | 0.00% |
| CSMC 2007-C2 AX IO P/P 144A 00.0444 01/15/2049 | 0.00% |
| DKK/USD 12/18/2019 CITI | 0.00% |
| ESC CHESAPEAKEOILFIELD 06.6250 11/15/2019 | 0.00% |
| ESC SEVENTYSEVENERG 06.5000 07/15/2022 | 0.00% |
| EUR/USD 12/18/2019 BANKAM | 0.00% |
| FHR 3117 AF 00.0000 02/15/2036 | 0.00% |
| FHR 3206 EO PO 00.0000 08/15/2036 | 0.00% |
| FHR 3326 WF 00.0000 10/15/2035 | 0.00% |
| FHR 3391 PO PO 00.0000 04/15/2037 | 0.00% |
| FIRSTENERGY CORP 03.9000 07/15/2027 | 0.00% |
| FIRSTENERGY CORP 04.8500 07/15/2047 | 0.00% |
| FNR 2006-125 OX PO 00.0000 01/25/2037 | 0.00% |
| FNR 2006-46 OC PO 00.0000 06/25/2036 | 0.00% |
| FNR 2006-84 OT PO 00.0000 09/25/2036 | 0.00% |
| GBP/USD 12/18/2019 SSBT | 0.00% |
| GECMC 2007-C1 XC IO P/P 144A 00.2697 12/10/2049 | 0.00% |
| GLOBAL FASHION GRP P/P | 0.00% |
| GNR 2006-36 OD PO 00.0000 07/16/2036 | 0.00% |
| GNR 2018-127 IB IO 04.5000 06/20/2045 | 0.00% |
| HARVEY NORMAN HOLDING-RIGHTS SEDOL BK4Q0B4 | 0.00% |
| HC BRILLANT SERVICES GMBH P/P | 0.00% |
| HKD/USD 11/20/2019 BCAP-FX | 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.FN30.600.08 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 00.5090 09/12/2037 | 0.00% |
| JPMCC 06-LDP6 X1 IO P/P 144A 00.0000 04/15/2043 | 0.00% |
| JPMCC 2006-LDP8 X IO 00.3118 05/15/2045 | 0.00% |
| JPMCC 2007-LDPX X IO 00.3227 01/15/2049 | 0.00% |
| JPY/USD 11/20/2019 UBS | 0.00% |
| LBUBS 2005-C7 XCL IO P/P 144A 00.5070 11/15/2040 | 0.00% |
| LBUBS 2007-C2 XW IO 00.3551 02/15/2040 | 0.00% |
| MEZZ 2005-C3 X IO P/P 144A 07.1366 05/15/2044 | 0.00% |
| MEZZ 2006-C4 X IO P/P 144A 06.5268 07/15/2045 | 0.00% |
| MEZZ 2007-C5 X IO P/P 144A 06.2193 12/15/2049 | 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% |
| PETROLEOS DE VENEZUELA S REGS 05.3750 04/12/2027 | 0.00% |
| REPUBLIC OF VENEZUELA REGS 07.6500 04/21/2025 | 0.00% |
| SEK/USD 12/18/2019 JPMCB | 0.00% |
| SEK/USD 12/18/2019 SSBT | 0.00% |
| SPEC BRNDS ESCROW CO 06.6250 11/15/2022 | 0.00% |
| STEEL DYNAMICS INC 05.2500 04/15/2023 | 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 00.4761 11/15/2048 | 0.00% |
| WBCMT 2007-C34 IO IO 00.0966 05/15/2046 | 0.00% |
| 1.525 R ISWP FWD US0003M P 12/18/2029 | -0.00% |
| 1.58 R ISWP FWD US0003M P 12/18/2021 | -0.00% |
| AUD/USD 10/16/2019 SSBT | -0.00% |
| AUD/USD 10/16/2019 UBS | -0.00% |
| BRL/USD 02/04/2020 BANKAM | -0.00% |
| CAD/USD 10/16/2019 BANKAM | -0.00% |
| CAD/USD 10/16/2019 SSBT | -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.6 2063-05-11 500.0 05/11/2063 MS | -0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CG | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 CS | -0.00% |
| EUR/USD 12/18/2019 CSI-FX | -0.00% |
| EUR/USD 12/18/2019 JPMCB | -0.00% |
| GBP/USD 12/18/2019 BANKAM | -0.00% |
| GBP/USD 12/18/2019 JPMCB | -0.00% |
| IDR/USD 11/20/2019 HSBCB | -0.00% |
| INR/USD 11/20/2019 GSFX | -0.00% |
| IOS.FN30.400.11 P USL1M R 01/12/42 JP | -0.00% |
| IOS.FN30.500.10 P USL1M R 01/12/41 BC | -0.00% |
| MBX.FN30.600.08 P USL1M R 01/12/39 BC | -0.00% |
| MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.00% |
| MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.00% |
| MXN/USD 10/16/2019 BANKAM | -0.00% |
| SGD/USD 11/20/2019 JPMCB | -0.00% |
| CAD/USD 10/16/2019 CITI | -0.00% |
| CAD/USD 10/16/2019 RBSF | -0.00% |
| CHF/USD 12/18/2019 JPMCB | -0.00% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 CG | -0.00% |
| EUR/USD 12/18/2019 BCAP-FX | -0.00% |
| JPY/USD 11/20/2019 BCAP-FX | -0.00% |
| NOK/USD 12/18/2019 GSFX | -0.00% |
| INR/USD 11/20/2019 RBSF | -0.00% |
| NZD/USD 10/16/2019 HSBCB | -0.00% |
| TWD/USD 11/20/2019 GSFX | -0.00% |
| TWD/USD 11/20/2019 RBSF | -0.00% |
| AUD/USD 10/16/2019 JPMCB | -0.00% |
| JPY/USD 11/20/2019 SSBT | -0.00% |
| 1.65 R ISWP FWD US0003M P 12/18/2049 | -0.00% |
| AUD/JPY PUT 66.00 20200214 CITI | -0.00% |
| AUD/JPY PUT 66.00 20200214 GSFX | -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% |
| IOS.FN30.400.10 P USL1M R 01/12/41 JP | -0.00% |
| JPY/USD 11/20/2019 CITI | -0.00% |
| AUD/USD 10/16/2019 WPAC | -0.01% |
| JPY/USD 11/20/2019 RBSF | -0.01% |
| AUD/USD 10/16/2019 BANKAM | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP | -0.01% |
| MBX.FN30.650.67 P USL1M R 01/12/38 BC | -0.01% |
| AUD/USD 10/16/2019 RBSF | -0.01% |
| MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.01% |
| US 10YR ULTRA FUT DEC19 UXYZ9 | -0.06% |
| FNMA FN30 TBA UMBS 03.0000 10/01/2049 | -0.11% |
| FNMA FN30 TBA UMBS 03.5000 10/01/2049 | -0.19% |
| RU10INTR P US0003M R 11/26/19 CI | -2.64% |
| GSGLPWDS P US0001M R 12/15/20 GS | -5.61% |
| CGPUTQL2 R US0003M P 11/26/19 CI | 5.07% |
| US 5YR NOTE (CBT) DEC19 FVZ9 | 4.57% |
| E-MINI RUSS 2000 SEP19 RTYU9 | 3.94% |
| GSGLPWDL R US0001M P 12/15/20 GS | 2.93% |
| US 2YR NOTE (CBT) DEC19 TUZ9 | 2.93% |
| US ULTRA BOND CBT DEC19 WNZ9 | 2.46% |
| GNMA GII30 MA4652 03.5000 08/20/2047 | 1.89% |
| ALPHABET INC-CL A SEDOL BYVY8G0 | 1.87% |
| US 10YR NOTE (CBT)DEC19 TYZ9 | 1.74% |
| AMAZON.COM INC SEDOL 2000019 | 1.61% |
| FHLMC FR30 ZS4750 UMBS 03.0000 01/01/2048 | 1.46% |
| FNMA FN30 TBA UMBS 04.0000 09/01/2049 | 1.44% |
| JPMORGAN CHASE & CO SEDOL 2190385 | 1.36% |
| FNMA FN15 TBA UMBS 03.0000 09/01/2034 | 1.31% |
| FNMA FN30 MA3563 UMBS 04.0000 01/01/2049 | 1.25% |
| MICROSOFT CORP SEDOL 2588173 | 1.13% |
| APPLE INC SEDOL 2046251 | 1.11% |
| CHEVRON CORP | 1.07% |
| VERIZON COMMUNICATIONS INC SEDOL 2090571 | 1.07% |
| CISCO SYSTEMS INC SEDOL 2198163 | 0.97% |
| PAYPAL HOLDINGS INC SEDOL BYW36M8 | 0.97% |
| STARBUCKS CORP SEDOL 2842255 | 0.95% |
| US LONG BOND(CBT) DEC19 USZ9 | 0.92% |
| CITIGROUP INC SEDOL 2297907 | 0.91% |
| COCA-COLA CO/THE SEDOL 2206657 | 0.86% |
| ORACLE CORP SEDOL 2661568 | 0.85% |
| COMCAST CORP-CLASS A SEDOL 2044545 | 0.80% |
| ADOBE INC SEDOL 2008154 | 0.80% |
| MEDTRONIC PLC SEDOL BTN1Y11 | 0.72% |
| ABBOTT LABORATORIES SEDOL 2002305 | 0.63% |
| MERCK & CO. INC. SEDOL 2778844 | 0.62% |
| JOHNSON & JOHNSON SEDOL 2475833 | 0.62% |
| PROCTER & GAMBLE CO/THE SEDOL 2704407 | 0.62% |
| PEPSICO INC SEDOL 2681511 | 0.61% |
| AMGEN INC SEDOL 2023607 | 0.60% |
| INTUIT INC SEDOL 2459020 | 0.58% |
| LOCKHEED MARTIN CORP SEDOL 2522096 | 0.57% |
| METLIFE SHORT TERM FUNDING LL 59157UXA3 DCP 10/10/2019 | 0.55% |
| NRW BANK 62939MX93 DCP 10/09/2019 | 0.55% |
| HONEYWELL INTERNATIONAL INC SEDOL 2020459 | 0.50% |
| AUTOMATIC DATA PROCESSING SEDOL 2065308 | 0.46% |
| CHARIOT FUNDING LLC 15963UWD4 DCP 09/13/2019 | 0.46% |
| MANHATTAN ASSET FUNDING CO LL 56274MWA6 DCP 09/10/2019 | 0.46% |
| MONDELEZ INTERNATIONAL INC-A SEDOL B8CKK03 | 0.45% |
| WALMART INC SEDOL 2936921 | 0.45% |
| ATLANTIC ASSET SECURITIZATION 04821UXU1 DCP 10/28/2019 | 0.45% |
| BARCLAYS BANK PLC CCP 06742QXY3 DCP 11/07/2019 | 0.44% |
| FNMA FN30 TBA UMBS 06.0000 09/01/2049 | 0.44% |
| CONOCOPHILLIPS | 0.44% |
| SIMON PROPERTY GROUP LP 82880XYC8 DCP 11/12/2019 | 0.44% |
| PRUDENTIAL PLC 7443M3XF6 DCP 10/15/2019 | 0.41% |
| DELTA AIR LINES INC SEDOL B1W9D46 | 0.39% |
| VICTORY RECEIVABLES CORP 92646LWD8 DCP 09/13/2019 | 0.38% |
| UNION PACIFIC CORP SEDOL 2914734 | 0.38% |
| XILINX INC SEDOL 2985677 | 0.38% |
| EXELON CORP SEDOL 2670519 | 0.38% |
| INTL BUSINESS MACHINES CORP SEDOL 2005973 | 0.37% |
| FNMA FN30 MA2737 UMBS 03.0000 09/01/2046 | 0.37% |
| EBAY INC SEDOL 2293819 | 0.36% |
| TREASURY BILL 00.0000 11/21/2019 | 0.36% |
| METLIFE INC SEDOL 2573209 | 0.36% |
| GNMA GII30 MA4837 03.5000 11/20/2047 | 0.35% |
| BOOKING HOLDINGS INC SEDOL BDRXDB4 | 0.34% |
| LOWES COMPANIES INC | 0.33% |
| MORGAN STANLEY | 0.33% |
| WASTE MANAGEMENT INC SEDOL 2937667 | 0.33% |
| FNMA FN30 BM5024 UMBS 03.0000 11/01/2048 | 0.33% |
| PHILLIPS 66 SEDOL B78C4Y8 | 0.32% |
| SYSCO CORP SEDOL 2868165 | 0.32% |
| FNMA FN30 AL9859 UMBS 03.0000 03/01/2047 | 0.31% |
| GNMA GII30 MA4586 03.5000 07/20/2047 | 0.30% |
| DANAHER CORP SEDOL 2250870 | 0.30% |
| BROADCOM INC SEDOL BDZ78H9 | 0.30% |
| VEEVA SYSTEMS INC-CLASS A SEDOL BFH3N85 | 0.29% |
| CROWN CASTLE INTL CORP SEDOL BTGQCX1 | 0.28% |
| INGERSOLL-RAND PLC SEDOL B633030 | 0.28% |
| MCKESSON CORP SEDOL 2378534 | 0.26% |
| EXPEDIA GROUP INC SEDOL B748CK2 | 0.26% |
| BEST BUY CO INC SEDOL 2094670 | 0.26% |
| CUMMINS INC SEDOL 2240202 | 0.26% |
| BIOGEN INC SEDOL 2455965 | 0.25% |
| CAPITAL ONE FINANCIAL CORP SEDOL 2654461 | 0.25% |
| HERSHEY CO/THE SEDOL 2422806 | 0.25% |
| CORTEVA INC SEDOL BK73B42 | 0.25% |
| QUALCOMM INC SEDOL 2714923 | 0.25% |
| PFIZER INC SEDOL 2684703 | 0.24% |
| ABBVIE INC SEDOL B92SR70 | 0.24% |
| NORFOLK SOUTHERN CORP SEDOL 2641894 | 0.24% |
| PUBLIC SERVICE ENTERPRISE GP SEDOL 2707677 | 0.24% |
| KLA CORP SEDOL 2480138 | 0.23% |
| ROYAL DUTCH SHELL PLC-B SHS SEDOL B03MM40 | 0.23% |
| HILTON WORLDWIDE HOLDINGS IN SEDOL BYVMW06 | 0.23% |
| ROCHE HOLDING AG-GENUSSCHEIN SEDOL 7110388 | 0.23% |
| FORTINET INC SEDOL B5B2106 | 0.23% |
| AGILENT TECHNOLOGIES INC SEDOL 2520153 | 0.22% |
| HOME DEPOT INC SEDOL 2434209 | 0.22% |
| SYNCHRONY FINANCIAL SEDOL BP96PS6 | 0.22% |
| OMNICOM GROUP SEDOL 2279303 | 0.22% |
| ELI LILLY & CO SEDOL 2516152 | 0.22% |
| PRUDENTIAL FINANCIAL INC SEDOL 2819118 | 0.22% |
| DISCOVER FINANCIAL SERVICES SEDOL B1YLC43 | 0.21% |
| AFLAC INC SEDOL 2026361 | 0.20% |
| DARDEN RESTAURANTS INC SEDOL 2289874 | 0.20% |
| ZIMMER BIOMET HOLDINGS INC SEDOL 2783815 | 0.20% |
| SKANDINAVISKA ENSKILDA USD 02.3000 03/11/2020 | 0.20% |
| AMERIPRISE FINANCIAL INC SEDOL B0J7D57 | 0.20% |
| BOEING CO/THE SEDOL 2108601 | 0.19% |
| GILEAD SCIENCES INC SEDOL 2369174 | 0.19% |
| ZEBRA TECHNOLOGIES CORP-CL A SEDOL 2989356 | 0.19% |
| GOLDMAN SACHS GROUP INC SEDOL 2407966 | 0.19% |
| CADENCE DESIGN SYS INC SEDOL 2302232 | 0.19% |
| FNMA FN30 BJ9256 UMBS 04.0000 06/01/2048 | 0.18% |
| HARTFORD FINANCIAL SVCS GRP SEDOL 2476193 | 0.18% |
| VERIZON COMM 04.3290 09/21/2028 | 0.18% |
| ALLSTATE CORP SEDOL 2019952 | 0.17% |
| E*TRADE FINANCIAL CORPORATION | 0.17% |
| CF INDUSTRIES HOLDINGS INC SEDOL B0G4K50 | 0.16% |
| VISTRA ENERGY CORP SEDOL BZ8VJQ8 | 0.16% |
| NESTLE SA-REG SEDOL 7123870 | 0.16% |
| EMERSON ELECTRIC CO SEDOL 2313405 | 0.16% |
| ALLERGAN PLC SEDOL BY9D546 | 0.16% |
| KINDER MORGAN INC SEDOL B3NQ4P8 | 0.15% |
| KEYSIGHT TECHNOLOGIES IN SEDOL BQZJ0Q9 | 0.15% |
| TREASURY BILL 00.0000 11/07/2019 | 0.15% |
| SPST 2018-5 A 02.8453 09/24/2019 | 0.15% |
| VALERO ENERGY CORP SEDOL 2041364 | 0.15% |
| SIEMENS FINANCIERING P/P 144A 02.2000 03/16/2020 | 0.15% |
| CENTERPOINT ENERGY INC SEDOL 2440637 | 0.15% |
| NOVO NORDISK A/S-B SEDOL BHC8X90 | 0.15% |
| NOVARTIS AG-REG SEDOL 7103065 | 0.14% |
| CARDINAL HEALTH INC SEDOL 2175672 | 0.14% |
| ALLIANZ SE-REG SEDOL 5231485 | 0.14% |
| LEIDOS HOLDINGS INC SEDOL BDV82B8 | 0.14% |
| F5 NETWORKS INC SEDOL 2427599 | 0.14% |
| UNILEVER PLC SEDOL B10RZP7 | 0.14% |
| JP MORGAN CHASE BANK NA 03.0860 04/26/2021 | 0.13% |
| AMETEK INC SEDOL 2089212 | 0.13% |
| AVALONBAY COMMUNITIES INC SEDOL 2131179 | 0.13% |
| NRG ENERGY INC SEDOL 2212922 | 0.13% |
| ENEL SPA SEDOL 7144569 | 0.13% |
| STACR 2016-DNA2 M3 06.7953 10/25/2028 | 0.13% |
| JPMORGAN CHASE & CO 03.9640 11/15/2048 | 0.13% |
| CITIGROUP INC 03.6680 07/24/2028 | 0.13% |
| RIO TINTO PLC SEDOL 0718875 | 0.12% |
| DELL TECHNOLOGIES -C SEDOL BHKD3S6 | 0.12% |
| DISCOVERY INC - A SEDOL B3D7K31 | 0.12% |
| PINNACLE WEST CAPITAL SEDOL 2048804 | 0.12% |
| SERVICENOW INC SEDOL B80NXX8 | 0.12% |
| AES CORP SEDOL 2002479 | 0.12% |
| MORGAN STANLEY 03.6250 01/20/2027 | 0.12% |
| CDW CORP/DE SEDOL BBM5MD6 | 0.12% |
| JPMORGAN CHASE & CO 03.6250 12/01/2027 | 0.12% |
| ZOETIS INC SEDOL B95WG16 | 0.12% |
| ANNALY CAPITAL MANAGEMENT IN SEDOL 2113456 | 0.12% |
| BNP PARIBAS SEDOL 7309681 | 0.12% |
| KDDI CORP SEDOL 6248990 | 0.12% |
| LINCOLN NATIONAL CORP SEDOL 2516378 | 0.12% |
| EVERGY INC SEDOL BFMXGR0 | 0.12% |
| LAS VEGAS SANDS CORP SEDOL B02T2J7 | 0.12% |
| EXXON MOBIL CORPORATION 02.2220 03/01/2021 | 0.12% |
| KONINKLIJKE PHILIPS NV SEDOL 5986622 | 0.12% |
| WESTPAC BANKING CORP USD 02.1500 03/06/2020 | 0.11% |
| SUMITOMO MITSUI FINANCIAL GR SEDOL 6563024 | 0.11% |
| FNMA FN30 AS7003 UMBS 03.0000 04/01/2046 | 0.11% |
| ITOCHU CORP SEDOL 6467803 | 0.11% |
| HOYA CORP SEDOL 6441506 | 0.11% |
| THERMO FISHER SCIENTIFIC INC SEDOL 2886907 | 0.11% |
| GOLDMAN SACHS GROUP INC 03.8500 01/26/2027 | 0.11% |
| INVITATION HOMES INC SEDOL BD81GW9 | 0.11% |
| REPUBLIC SERVICES INC SEDOL 2262530 | 0.11% |
| CBRE GROUP INC - A SEDOL B6WVMH3 | 0.11% |
| BANK OF AMERICA CORP 03.2480 10/21/2027 | 0.10% |
| AGNC INVESTMENT CORP SEDOL BYYHJL8 | 0.10% |
| HD SUPPLY HOLDINGS INC SEDOL BBL5981 | 0.10% |
| HITACHI LTD SEDOL 6429104 | 0.10% |
| ASPEN TECHNOLOGY INC SEDOL 2051868 | 0.10% |
| FNMA FN30 BC2733 UMBS 03.0000 05/01/2046 | 0.10% |
| ORIX CORP SEDOL 6661144 | 0.10% |
| PEUGEOT SA SEDOL 7103526 | 0.10% |
| AMERISOURCEBERGEN CORP | 0.10% |
| ENI SPA SEDOL 7145056 | 0.10% |
| TESCO PLC SEDOL 0884709 | 0.10% |
| AT&T INC 04.1000 02/15/2028 | 0.10% |
| UNILEVER NV SEDOL B1527V7 | 0.10% |
| INTERPUBLIC GROUP COS 04.6500 10/01/2028 | 0.10% |
| L OREAL SEDOL 4057808 | 0.10% |
| UBS GROUP FUNDIN P/P 144A 02.6500 02/01/2022 | 0.10% |
| ASTELLAS PHARMA INC SEDOL 6985383 | 0.10% |
| DOVER CORP SEDOL 2278407 | 0.10% |
| DBUBS 2011-LC3A D P/P 144A 05.5117 08/10/2044 | 0.10% |
| HERMES INTERNATIONAL SEDOL 5253973 | 0.10% |
| PARTNERS GROUP HOLDING AG SEDOL B119QG0 | 0.10% |
| BANCO BILBAO VIZCAYA ARGENTA SEDOL 5501906 | 0.10% |
| IHS MARKIT LTD P/P 144A 04.7500 02/15/2025 | 0.10% |
| WOLTERS KLUWER SEDOL 5671519 | 0.10% |
| ASHTEAD GROUP PLC SEDOL 0053673 | 0.10% |
| BALL CORP SEDOL 2073022 | 0.10% |
| CVS HEALTH CORP 04.7800 03/25/2038 | 0.09% |
| FNMA FN30 AS8056 UMBS 03.0000 10/01/2046 | 0.09% |
| GOLDMAN SACHS GROUP INC 02.6000 12/27/2020 | 0.09% |
| ROPER TECHNOLOGIES INC SEDOL 2749602 | 0.09% |
| SALESFORCE.COM INC 03.7000 04/11/2028 | 0.09% |
| SHIONOGI & CO LTD SEDOL 6804682 | 0.09% |
| VICI PROPERTIES INC SEDOL BYWH073 | 0.09% |
| VOLVO AB-B SHS SEDOL B1QH830 | 0.09% |
| JAPAN AIRLINES CO LTD SEDOL B8BRV46 | 0.09% |
| REPUBLIC OF INDONESIA REGS 04.7500 01/08/2026 | 0.09% |
| WALT DISNEY COMPANY P/P 144A 07.7500 12/01/2045 | 0.09% |
| WELLS FARGO & CO SEDOL 2649100 | 0.09% |
| ARISTOCRAT LEISURE LTD SEDOL 6253983 | 0.09% |
| LAM RESEARCH CORP SEDOL 2502247 | 0.09% |
| AENA SME SA SEDOL BVRZ8L1 | 0.09% |
| COVESTRO AG SEDOL BYTBWY9 | 0.09% |
| MASIMO CORP SEDOL B1YWR63 | 0.09% |
| SPST 2018-8 A 02.8453 02/24/2020 | 0.09% |
| XEROX HOLDINGS CORP SEDOL BJJD5G3 | 0.09% |
| DENTSPLY SIRONA INC SEDOL BYNPPC6 | 0.09% |
| HEICO CORP SEDOL 2419217 | 0.09% |
| KERING SEDOL 5505072 | 0.09% |
| BF0101 03.5000 06/01/2056 | 0.09% |
| CAS 2016-C02 1M2 08.1453 09/25/2028 | 0.09% |
| CK ASSET HOLDINGS LTD SEDOL BYZQ077 | 0.09% |
| DEUTSCHE TELEKOM AG-REG SEDOL 5842359 | 0.09% |
| FACEBOOK INC-CLASS A SEDOL B7TL820 | 0.09% |
| PETROBRAS GLOBAL FINANCE USD 06.2500 03/17/2024 | 0.09% |
| DUKE REALTY CORP SEDOL 2284084 | 0.09% |
| SANDVIK AB SEDOL B1VQ252 | 0.09% |
| SHIN-ETSU CHEMICAL CO LTD SEDOL 6804585 | 0.09% |
| AT&T INC. 03.8000 02/15/2027 | 0.09% |
| TELSTRA CORP LTD SEDOL 6087289 | 0.09% |
| UNITED TECHNOLOGIES CORP 01.9000 05/04/2020 | 0.09% |
| ESSITY AKTIEBOLAG-B SEDOL BF1K7P7 | 0.08% |
| HUNTSMAN CORP SEDOL B0650B9 | 0.08% |
| BANK OF AMERICA CORP 06.1100 01/29/2037 | 0.08% |
| GLAXOSMITHKLINE PLC SEDOL 0925288 | 0.08% |
| MEDICAL PROPERTIES TRUST INC SEDOL B0JL5L9 | 0.08% |
| ORACLE CORPORATION 02.2500 10/08/2019 | 0.08% |
| STORE CAPITAL CORP SEDOL BSKRKJ5 | 0.08% |
| UNITED MEXICAN STATES USD 05.5500 01/21/2045 | 0.08% |
| AVIVA PLC SEDOL 0216238 | 0.08% |
| FAIRFAX FINL HLDGS USD 04.8500 04/17/2028 | 0.08% |
| MICROSOFT CORP 02.4000 08/08/2026 | 0.08% |
| NINTENDO CO LTD SEDOL 6639550 | 0.08% |
| JUNIPER NETWORKS INC SEDOL 2431846 | 0.08% |
| LEAR CORP SEDOL B570P91 | 0.08% |
| LEGAL & GENERAL GROUP PLC SEDOL 0560399 | 0.08% |
| EXXON MOBIL CORP SEDOL 2326618 | 0.08% |
| FAIR ISAAC CORP SEDOL 2330299 | 0.08% |
| GARMIN LTD SEDOL B3Z5T14 | 0.08% |
| PACKAGING CORP OF AMERICA SEDOL 2504566 | 0.08% |
| US FOODS HOLDING CORP SEDOL BYVFC94 | 0.08% |
| E.ON SE SEDOL 4942904 | 0.08% |
| KEURIG DR PEPPER INC 04.5970 05/25/2028 | 0.08% |
| MICHELIN (CGDE) SEDOL 4588364 | 0.08% |
| WELLS FARGO & COMPANY 02.6000 07/22/2020 | 0.08% |
| BRIXMOR PROPERTY GROUP INC SEDOL BFTDJL8 | 0.08% |
| MICROSOFT CORP 03.7000 08/08/2046 | 0.08% |
| RAYMOND JAMES FINANCIAL INC SEDOL 2718992 | 0.08% |
| STEEL DYNAMICS INC SEDOL 2849472 | 0.08% |
| ALPHABET INC 03.6250 05/19/2021 | 0.08% |
| CDX CDX.NA.IG.32 100.0 06/20/2024 | 0.08% |
| CIT GROUP INC. 05.2500 03/07/2025 | 0.08% |
| HOLOGIC INC SEDOL 2433530 | 0.08% |
| US BANK NA CINCINNATI 03.1500 04/26/2021 | 0.08% |
| NEW RESIDENTIAL INVESTMENT SEDOL BRJ9GW0 | 0.08% |
| ALLISON TRANSMISSION HOLDING SEDOL B4PZ892 | 0.08% |
| CAS 2016-C01 1M2 08.8953 08/25/2028 | 0.08% |
| FIAT CHRYSLER AUTOMOBILES NV SEDOL BRJFWP3 | 0.08% |
| GNMA GII30 MA5019 03.5000 02/20/2048 | 0.08% |
| SPST 2019-3 A 02.9611 06/24/2020 | 0.08% |
| TELEFONICA EMISIONES SAU USD 04.8950 03/06/2048 | 0.08% |
| APPLE INC 04.2500 02/09/2047 | 0.07% |
| BERRY GLOBAL GROUP INC SEDOL B8BR3H3 | 0.07% |
| GOLDMAN SACHS GROUP INC 04.2230 05/01/2029 | 0.07% |
| MICROSOFT CORP 01.5500 08/08/2021 | 0.07% |
| SPST 2019-7 A 02.8453 09/24/2020 | 0.07% |
| ATHENE HOLDING LTD-CLASS A SEDOL BZ13MZ1 | 0.07% |
| DIAMOND 1 FIN/DIAM P/P 144A 06.0200 06/15/2026 | 0.07% |
| AXALTA COATING SYSTEMS LTD SEDOL BSFWCF5 | 0.07% |
| EQUINOR ASA SEDOL 7133608 | 0.07% |
| DEUTSCHE POST AG-REG SEDOL 4617859 | 0.07% |
| ORACLE CORP 04.0000 11/15/2047 | 0.07% |
| PERSIMMON PLC SEDOL 0682538 | 0.07% |
| ANGLO AMER PLC SEDOL B1XZS82 | 0.07% |
| AT&T INC SEDOL 2831811 | 0.07% |
| CAS 2015-C04 2M2 07.6953 04/25/2028 | 0.07% |
| EVEREST RE GROUP LTD SEDOL 2556868 | 0.07% |
| NIELSEN HOLDINGS PLC SEDOL BWFY550 | 0.07% |
| CAMDEN PROPERTY TRUST SEDOL 2166320 | 0.07% |
| CHEMED CORP SEDOL 2190084 | 0.07% |
| FNMA FN30 AS7154 UMBS 03.0000 05/01/2046 | 0.07% |
| FUJIFILM HOLDINGS CORP SEDOL 6356525 | 0.07% |
| INVESTOR AB-B SHS SEDOL 5679591 | 0.07% |
| ABN AMRO BANK NV-CVA SEDOL BYQP136 | 0.07% |
| AVERY DENNISON CORP SEDOL 2066408 | 0.07% |
| BRISTOL-MYERS P/P 144A 02.9000 07/26/2024 | 0.07% |
| CARLSBERG AS-B SEDOL 4169219 | 0.07% |
| MITSUBISHI UFJ FIN GRP USD 03.5350 07/26/2021 | 0.07% |
| NEXON CO LTD SEDOL B63QM77 | 0.07% |
| PROOFPOINT INC SEDOL B6VDQC3 | 0.07% |
| UNITEDHEALTH GROUP INC 03.8500 06/15/2028 | 0.07% |
| CHARTER COMM OPT LLC 06.4840 10/23/2045 | 0.06% |
| FEDERATIVE REP OF BRAZIL USD 06.0000 04/07/2026 | 0.06% |
| HANG SENG BANK LTD SEDOL 6408374 | 0.06% |
| HILL-ROM HOLDINGS INC SEDOL 2425924 | 0.06% |
| INTERPUBLIC GROUP OF COS INC SEDOL 2466321 | 0.06% |
| UNUM GROUP SEDOL 2433842 | 0.06% |
| ANZ NEW ZEALAND INT P/P 144A 02.8750 01/25/2022 | 0.06% |
| ECOLAB INC 02.7000 11/01/2026 | 0.06% |
| NIPPON TELEGRAPH & TELEPHONE SEDOL 6641373 | 0.06% |
| SUN COMMUNITIES INC SEDOL 2860257 | 0.06% |
| AURIZON HOLDINGS LTD SEDOL B87CVM3 | 0.06% |
| MGIC INVESTMENT CORP SEDOL 2548616 | 0.06% |
| REINSURANCE GROUP OF AMERICA SEDOL 2731193 | 0.06% |
| AIR LEASE CORP 03.6250 04/01/2027 | 0.06% |
| COMMONWEALTH BK AUST P/P 144A 02.2000 11/09/2020 | 0.06% |
| FNMA FN40 BF0171 UMBS 04.0000 01/01/2057 | 0.06% |
| NOVARTIS CAPITAL CORP 04.0000 11/20/2045 | 0.06% |
| S&P MID 400 EMINI SEP19 FAU9 | 0.06% |
| SINCLAIR BROADCAST GROUP -A SEDOL 2799351 | 0.06% |
| UNITED MEXICAN STATES USD 04.1500 03/28/2027 | 0.06% |
| ACS ACTIVIDADES SEDOL B01FLQ6 | 0.06% |
| AMAZON.COM INC 03.1500 08/22/2027 | 0.06% |
| AMERICAN TOWER CORP 03.1250 01/15/2027 | 0.06% |
| ENERGY TRANSFER OPERA 05.8750 01/15/2024 | 0.06% |
| FAURECIA SEDOL 4400446 | 0.06% |
| FHLMC FR30 ZS4703 UMBS 03.0000 02/01/2047 | 0.06% |
| FNMA FN30 BM1172 UMBS 03.0000 03/01/2047 | 0.06% |
| GAMING AND LEISURE PROPERTIE SEDOL BFPK4S5 | 0.06% |
| HEIDELBERGCEMENT AG SEDOL 5120679 | 0.06% |
| ASSOCIATED BRITISH FOODS PLC SEDOL 0673123 | 0.06% |
| BLACK KNIGHT INC SEDOL BDG75V1 | 0.06% |
| CBS CORP 04.2000 06/01/2029 | 0.06% |
| ENTERPRISE PRODUCTS OPER 04.2500 02/15/2048 | 0.06% |
| HILTON WORLDWIDE FIN LLC 04.8750 04/01/2027 | 0.06% |
| MWST 2019-1 A 02.9453 06/25/2052 | 0.06% |
| POST HOLDINGS INC SEDOL B6T0518 | 0.06% |
| WFRBS 2011-C2 D P/P 144A 05.8388 02/15/2044 | 0.06% |
| ALLY FINANCIAL INC SEDOL B72XK05 | 0.06% |
| BANK LEUMI LE-ISRAEL SEDOL 6076425 | 0.06% |
| DANSKE BANK A/S P/P 144A 02.7000 03/02/2022 | 0.06% |
| EQUINIX INC SEDOL BVLZX12 | 0.06% |
| UCB SA SEDOL 5596991 | 0.06% |
| GENERAL MOTORS FINL CO 04.0000 10/06/2026 | 0.06% |
| HEALTHCARE TRUST OF AME-CL A SEDOL BT9QF28 | 0.06% |
| ROYAL BANK OF CANADA USD 02.1250 03/02/2020 | 0.06% |
| SHELL INTERNATIONAL FIN USD 02.1250 05/11/2020 | 0.06% |
| TREASURY BILL 00.0000 10/10/2019 | 0.06% |
| FNMA FN30 AS8074 UMBS 03.0000 10/01/2046 | 0.06% |
| NATIONAL AUSTRALIA B P/P 144A 03.1406 12/09/2019 | 0.06% |
| NATIONAL AUSTRALIA BK/NY 02.1250 05/22/2020 | 0.06% |
| SIRIUS XM RADIO INC P/P 144A 05.0000 08/01/2027 | 0.06% |
| 3I GROUP PLC SEDOL B1YW440 | 0.06% |
| CAS 2015-C04 1M2 07.8453 04/25/2028 | 0.06% |
| CIGNA CORP 03.7500 07/15/2023 | 0.06% |
| COMMONWEALTH BK AUST P/P 144A 02.2500 03/10/2020 | 0.06% |
| FIRSTENERGY TRANSMIS P/P 144A 05.4500 07/15/2044 | 0.06% |
| IMPERIAL BRANDS PLC SEDOL 0454492 | 0.06% |
| TAISEI CORP SEDOL 6870100 | 0.06% |
| WH GROUP LTD SEDOL BLLHKZ1 | 0.06% |
| BERKSHIRE HATHAWAY FIN 04.2500 01/15/2021 | 0.06% |
| BHP GROUP PLC SEDOL BH0P3Z9 | 0.06% |
| BROADCOM CRP / CAYM 03.5000 01/15/2028 | 0.06% |
| LEAR CORP 03.8000 09/15/2027 | 0.06% |
| UBS AG LONDON P/P 144A 02.2000 06/08/2020 | 0.06% |
| WESTERN DIGITAL CORP 04.7500 02/15/2026 | 0.06% |
| WESTLAKE CHEM CORP 03.6000 08/15/2026 | 0.06% |
| CAPGEMINI SE SEDOL 4163437 | 0.05% |
| CELANESE CORP SEDOL B05MZT4 | 0.05% |
| COSTAR GROUP INC SEDOL 2262864 | 0.05% |
| ISRAEL DISCOUNT BANK -A SEDOL 6451271 | 0.05% |
| JONES LANG LASALLE INC SEDOL 2040640 | 0.05% |
| MICROCHIP TECH INC 04.3330 06/01/2023 | 0.05% |
| NBCUNIVERSAL MEDIA LLC 04.3750 04/01/2021 | 0.05% |
| ROCHE HOLDINGS INC P/P 144A 04.0000 11/28/2044 | 0.05% |
| TELEDYNE TECHNOLOGIES INC SEDOL 2503477 | 0.05% |
| CITIZENS BANK NA/RI 02.2500 03/02/2020 | 0.05% |
| FEDERAL REALTY INVS TRUST SEDOL 2333931 | 0.05% |
| TPAT 2018-SL1 A P/P 144A 02.7453 01/25/2046 | 0.05% |
| CHENIERE CORP CHRIST 05.1250 06/30/2027 | 0.05% |
| ENERGY TRANSFER OPERATNG 06.6250 02/15/2028 | 0.05% |
| HENDERSON LAND DEVELOPMENT SEDOL 6420538 | 0.05% |
| HIKARI TSUSHIN INC SEDOL 6416322 | 0.05% |
| KINDER MORGAN INC 03.1500 01/15/2023 | 0.05% |
| LIBERTY PROPERTY TRUST SEDOL 2513681 | 0.05% |
| CSAIL 2015-C1 C 04.4169 04/15/2050 | 0.05% |
| BPCE SA P/P 144A 04.5000 03/15/2025 | 0.05% |
| BRISTOL-MYERS SQUIBB CO SEDOL 2126335 | 0.05% |
| BRITISH AMERICAN TOBACCO PLC SEDOL 0287580 | 0.05% |
| COMMONWEALTH BK AUST P/P 144A 03.1500 09/19/2027 | 0.05% |
| CSMC 2016-NXSR C 04.5056 12/15/2049 | 0.05% |
| FIDELITY NATL INFO SERV 03.7500 05/21/2029 | 0.05% |
| SVENSKA HANDELSBANKEN AB USD 01.9500 09/08/2020 | 0.05% |
| WFRBS 2013-C18 AS 04.3870 12/15/2046 | 0.05% |
| APARTMENT INVT & MGMT CO -A SEDOL BJLNBG3 | 0.05% |
| BT GROUP PLC SEDOL 3091357 | 0.05% |
| LAMB WESTON HOLDINGS P/P 144A 04.8750 11/01/2026 | 0.05% |
| LPL FINANCIAL HOLDINGS INC SEDOL B75JX34 | 0.05% |
| AUST & NZ BANKING GROUP USD 02.1250 08/19/2020 | 0.05% |
| JPMORGAN CHASE & CO 05.3000 12/29/2049 | 0.05% |
| NORDEA BANK ABP P/P 144A 02.5000 09/17/2020 | 0.05% |
| NRG ENERGY INC P/P 144A 04.4500 06/15/2029 | 0.05% |
| PFIZER INC 01.7000 12/15/2019 | 0.05% |
| SOFTBANK GROUP CORP SEDOL 6770620 | 0.05% |
| 2.25 R ISWP FWD US0003M P 09/18/2049 | 0.05% |
| AMERICAN ELECTRIC POWER 04.3000 12/01/2028 | 0.05% |
| CAS 2016-C01 2M2 09.0953 08/25/2028 | 0.05% |
| CAS 2016-C03 2M2 08.0453 10/25/2028 | 0.05% |
| CF INDUSTRIES INC P/P 144A 04.5000 12/01/2026 | 0.05% |
| COMCAST CORP 03.9690 11/01/2047 | 0.05% |
| CONCHO RESOURCES INC 03.7500 10/01/2027 | 0.05% |
| OMNICOM GP/OMNICOM CAP 03.6000 04/15/2026 | 0.05% |
| OMV AG SEDOL 4651459 | 0.05% |
| ORACLE CORP 02.6500 07/15/2026 | 0.05% |
| SHELL INTERNATIONAL FIN USD 02.8750 05/10/2026 | 0.05% |
| STANDARD IND INC P/P 144A 05.0000 02/15/2027 | 0.05% |
| AT&T INC 04.7500 05/15/2046 | 0.05% |
| BALOISE HOLDING AG - REG SEDOL 7124594 | 0.05% |
| BANQUE FED CRED MUTU P/P 144A 02.2000 07/20/2020 | 0.05% |
| DIGITAL REALTY TRUST LP 04.4500 07/15/2028 | 0.05% |
| FISERV INC 04.2000 10/01/2028 | 0.05% |
| GENPACT LTD SEDOL B23DBK6 | 0.05% |
| PETROBRAS GLOBAL FINANCE USD 07.3750 01/17/2027 | 0.05% |
| RAYTHEON COMPANY 02.5000 12/15/2022 | 0.05% |
| WEST JAPAN RAILWAY CO SEDOL 6957995 | 0.05% |
| ASHTEAD CAPITAL INC P/P 144A 04.3750 08/15/2027 | 0.04% |
| BANK OF AMERICA CORP 03.4990 05/17/2022 | 0.04% |
| CHARLES RIVER LABORATORIES SEDOL 2604336 | 0.04% |
| CWALT 2006-OA10 4A1 02.3353 08/25/2046 | 0.04% |
| ENCOMPASS HEALTH CORP SEDOL BYX2YJ7 | 0.04% |
| LNSTR 2015-3 B P/P 144A 03.3031 04/20/2048 | 0.04% |
| MITSUI AND CO LTD SEDOL 6597302 | 0.04% |
| NORTHROP GRUMMAN CORP 03.2500 01/15/2028 | 0.04% |
| OTSUKA CORP SEDOL 6267058 | 0.04% |
| WOOLWORTHS GROUP LTD SEDOL 6981239 | 0.04% |
| BHP GROUP LTD SEDOL 6144690 | 0.04% |
| CITIGROUP INC 02.6500 10/26/2020 | 0.04% |
| CONSOLIDATED EDISON INC SEDOL 2216850 | 0.04% |
| CSAIL 2015-C1 AS 03.7910 04/15/2050 | 0.04% |
| FORTESCUE METALS GROUP LTD SEDOL B2B2B49 | 0.04% |
| ARMSTRONG WORLD INDUSTRIES SEDOL B1FT462 | 0.04% |
| BANK OF MONTREAL USD 03.1000 04/13/2021 | 0.04% |
| CRH PLC SEDOL 4182249 | 0.04% |
| MORGAN STANLEY 04.3750 01/22/2047 | 0.04% |
| NOMURA RESEARCH INSTITUTE LT SEDOL 6390921 | 0.04% |
| TOTAL SYSTEM SERVICES IN 04.0000 06/01/2023 | 0.04% |
| AIR LEASE CORP 04.6250 10/01/2028 | 0.04% |
| AMAZON.COM INC. 02.5000 11/29/2022 | 0.04% |
| AMERICAN FINANCIAL GROUP INC SEDOL 2134532 | 0.04% |
| EQUINIX INC 05.3750 05/15/2027 | 0.04% |
| FEDERATIVE REP OF BRAZIL USD 04.2500 01/07/2025 | 0.04% |
| MANUF & TRADERS TRUST CO 02.0500 08/17/2020 | 0.04% |
| MSBAM 2014-C17 C 04.6560 08/15/2047 | 0.04% |
| POPULAR INC SEDOL B86QM90 | 0.04% |
| SERVICEMASTER GLOBAL HOLDING SEDOL BNG8BF0 | 0.04% |
| SPST 2019-WL1 A 02.7953 08/25/2052 | 0.04% |
| UNITED TECHNOLOGIES CORP 04.1250 11/16/2028 | 0.04% |
| AMER TRANS SYST P/P 144A 05.0000 09/01/2044 | 0.04% |
| ANALOG DEVICES INC 02.8500 03/12/2020 | 0.04% |
| ANHEUSER-BUSCH CO/IN 03.6500 02/01/2026 | 0.04% |
| ARKEMA SEDOL B0Z5YZ2 | 0.04% |
| BMW US CAPITAL LLC P/P 144A 02.0000 04/11/2021 | 0.04% |
| COMM 2010-C1 D P/P 144A 06.2872 07/10/2046 | 0.04% |
| JPMCC 2012-C6 E P/P 144A 05.3188 05/15/2045 | 0.04% |
| OCCIDENTAL PETROLEUM COR 04.4000 04/15/2046 | 0.04% |
| OUTFRONT MEDIA INC SEDOL BSP6611 | 0.04% |
| PULTEGROUP INC SEDOL 2708841 | 0.04% |
| HOCHTIEF AG SEDOL 5108664 | 0.04% |
| REP OF INDONESIA P/P 144A 04.3500 01/08/2027 | 0.04% |
| TORONTO-DOMINION BANK USD 03.6250 09/15/2031 | 0.04% |
| BANK OF NOVA SCOTIA USD 02.3500 10/21/2020 | 0.04% |
| GENTING SINGAPORE LTD SEDOL BDRTVP2 | 0.04% |
| GNMA GII30 MA4900 03.5000 12/20/2047 | 0.04% |
| GSMS 2011-GC3 C P/P 144A 05.8246 03/10/2044 | 0.04% |
| KAR AUCTION SERVICES INC SEDOL B4Y1MH7 | 0.04% |
| MET LIFE GLOB P/P 144A 02.4000 06/17/2022 | 0.04% |
| RUSSIAN FEDERATION P/P 144A 04.3750 03/21/2029 | 0.04% |
| ACCENTURE PLC-CL A SEDOL B4BNMY3 | 0.04% |
| AMERICAN TOWER CORP 03.5500 07/15/2027 | 0.04% |
| CK HUTCHISON HOLDINGS LTD SEDOL BW9P816 | 0.04% |
| COOPERATIEVE RABOBANK UA USD 05.2500 05/24/2041 | 0.04% |
| DAIWA HOUSE INDUSTRY CO LTD SEDOL 6251363 | 0.04% |
| DUKE ENERGY CORP 03.1500 08/15/2027 | 0.04% |
| GNMA GII30 TBA 03.5000 09/01/2049 | 0.04% |
| KBC GROUP NV SEDOL 4497749 | 0.04% |
| MORGAN STANLEY 02.6500 01/27/2020 | 0.04% |
| BIOGEN INC 03.6250 09/15/2022 | 0.04% |
| COMCAST CORPORATION 03.3750 02/15/2025 | 0.04% |
| DOW CHEMICAL CO/THE 03.5000 10/01/2024 | 0.04% |
| GOLDMAN SACHS GROUP INC 02.5500 10/23/2019 | 0.04% |
| GOODMAN GROUP SEDOL B03FYZ4 | 0.04% |
| GSMS 2011-GC3 D P/P 144A 05.8246 03/10/2044 | 0.04% |
| LIBERTY MEDIA COR-SIRIUSXM A SEDOL BD8QGF7 | 0.04% |
| MAXIM INTEGRATED PRODUCTS SEDOL 2573760 | 0.04% |
| REPUBLIC OF COLOMBIA USD 03.8750 04/25/2027 | 0.04% |
| SANTOS LTD SEDOL 6776703 | 0.04% |
| DOUGLAS EMMETT INC SEDOL B1G3M58 | 0.04% |
| EMIR 2018-1 M1 03.8453 11/25/2028 | 0.04% |
| EXTENDED STAY AMERICA INC SEDOL BGH3F75 | 0.04% |
| GLENCORE FUNDING LLC P/P 144A 04.6250 04/29/2024 | 0.04% |
| GSMS 2014-GC22 C 04.8474 06/10/2047 | 0.04% |
| HYATT HOTELS CORP 04.8500 03/15/2026 | 0.04% |
| MBX.GII30.450.10 R USL1M P 01/12/41 CS | 0.04% |
| MERCK & CO INC 03.7000 02/10/2045 | 0.04% |
| NEWS CORP - CLASS A SEDOL BBGVT40 | 0.04% |
| OSHKOSH CORP 04.6000 05/15/2028 | 0.04% |
| WESTLAKE CHEMICAL CORP 04.3750 11/15/2047 | 0.04% |
| ABBVIE INC 02.5000 05/14/2020 | 0.04% |
| ALTICE USA INC- A SEDOL BDRY7P9 | 0.04% |
| BRDCOM CRP / FIN 03.8750 01/15/2027 | 0.04% |
| CME GROUP INC SEDOL 2965839 | 0.04% |
| COMM 2013-LC6 AM 03.2820 01/10/2046 | 0.04% |
| DUKE ENERGY CORP 04.2000 06/15/2049 | 0.04% |
| DUKE ENERGY OHIO INC 03.6500 02/01/2029 | 0.04% |
| L3HARRIS TECH INC P/P 144A 03.8500 12/15/2026 | 0.04% |
| SNAM SPA SEDOL 7251470 | 0.04% |
| SUN HUNG KAI PROPERTIES SEDOL 6859927 | 0.04% |
| TELEPHONE AND DATA SYSTEMS SEDOL B6YR5K3 | 0.04% |
| TWO HARBORS INVESTMENT CORP SEDOL BD832H2 | 0.04% |
| WESTROCK MWV LLC 08.2000 01/15/2030 | 0.04% |
| WFRBS 2011-C3 D P/P 144A 05.8555 03/15/2044 | 0.04% |
| ALLY FINANCIAL INC 05.7500 11/20/2025 | 0.03% |
| AUTONATION INC. 05.5000 02/01/2020 | 0.03% |
| BP CAPITAL MARKETS PLC USD 03.2790 09/19/2027 | 0.03% |
| ENBRIDGE INC USD 04.2500 12/01/2026 | 0.03% |
| EOG RESOURCES INC 02.6250 03/15/2023 | 0.03% |
| JOHNSON CONTROLS INTL PL 04.5000 02/15/2047 | 0.03% |
| STACR 2015-DNA3 M3 06.8453 04/25/2028 | 0.03% |
| TRK 2019-1 A1 04.3356 03/25/2022 | 0.03% |
| VERIZON COMMUNICATIONS 04.4000 11/01/2034 | 0.03% |
| WAMU 2005-AR12 1A8 04.0030 10/25/2035 | 0.03% |
| CHS/COMMUNITY HEALTH SYS 06.2500 03/31/2023 | 0.03% |
| ENBRIDGE INC USD 04.5000 06/10/2044 | 0.03% |
| TOSOH CORP SEDOL 6900289 | 0.03% |
| WINTRUST FINANCIAL CORP SEDOL 2425258 | 0.03% |
| YANGZIJIANG SHIPBUILDING SEDOL B1VT035 | 0.03% |
| AES CORP/THE 05.5000 04/15/2025 | 0.03% |
| BROADRIDGE FINANCIAL SOLUTIO SEDOL B1VP7R6 | 0.03% |
| CWALT 2006-OA7 1A2 03.4215 06/25/2046 | 0.03% |
| KAJIMA CORP SEDOL 6481320 | 0.03% |
| PETROBRAS GLOBAL FINANCE USD 06.1250 01/17/2022 | 0.03% |
| RAKUTEN INC SEDOL 6229597 | 0.03% |
| STACR 2016-HQA2 M3 07.2953 11/25/2028 | 0.03% |
| VERIZON COMM 04.6720 03/15/2055 | 0.03% |
| WFRBS 2014-C22 XA IO 00.9649 09/15/2057 | 0.03% |
| APPLE HOSPITALITY REIT INC SEDOL BXRTX56 | 0.03% |
| BECTON DICKINSON AND CO 03.7000 06/06/2027 | 0.03% |
| BOC HONG KONG HOLDINGS LTD SEDOL 6536112 | 0.03% |
| BROOKFIELD PROPERTY REIT I-A SEDOL BGHFKV0 | 0.03% |
| CISCO SYSTEMS INC 02.2000 02/28/2021 | 0.03% |
| EQUINOR ASA USD 02.9000 11/08/2020 | 0.03% |
| IBM CORP 01.8750 08/01/2022 | 0.03% |
| MSBAM 2012-C6 AS 03.4760 11/15/2045 | 0.03% |
| NBCUNIVERSAL MEDIA LLC 05.1500 04/30/2020 | 0.03% |
| ONCOR ELECTRIC DELIV 03.7500 04/01/2045 | 0.03% |
| PETROLEOS MEXICANOS USD 05.5000 01/21/2021 | 0.03% |
| S&P GLOBAL INC 02.9500 01/22/2027 | 0.03% |
| SHIRE ACQ INV IE 03.2000 09/23/2026 | 0.03% |
| ABN AMRO BANK NV P/P 144A 02.4500 06/04/2020 | 0.03% |
| AXIS CAPITAL HOLDINGS LTD SEDOL 2677606 | 0.03% |
| BERKSHIRE HATHAWAY E 03.8000 07/15/2048 | 0.03% |
| HOME DEPOT INC 02.6250 06/01/2022 | 0.03% |
| MWST 2018-W1 A 02.9953 11/25/2051 | 0.03% |
| NATIONAL AUSTRALIA BK/NY 02.5000 01/12/2021 | 0.03% |
| NORDEA BANK ABP P/P 144A 02.2500 05/27/2021 | 0.03% |
| REGIONS FINANCIAL CORP 02.7500 08/14/2022 | 0.03% |
| STACR 2014-HQ3 M3 06.8953 10/25/2024 | 0.03% |
| WILLIAMS COMPANIES INC 04.3000 03/04/2024 | 0.03% |
| ZOETIS INC 03.9000 08/20/2028 | 0.03% |
| AMGEN INC 02.6000 08/19/2026 | 0.03% |
| APPLE INC 02.0000 05/06/2020 | 0.03% |
| CITIGROUP INC 03.8870 01/10/2028 | 0.03% |
| DEUTSCHE BOERSE AG SEDOL 7021963 | 0.03% |
| HUNTINGTON BANCSHARES 04.3500 02/04/2023 | 0.03% |
| HUNTINGTON NATIONAL BANK 02.3750 03/10/2020 | 0.03% |
| INTL FLAVOR & FRAGRANCES 04.4500 09/26/2028 | 0.03% |
| JPMCC 2012-C6 AS 04.1166 05/15/2045 | 0.03% |
| NEWMARKET CORP SEDOL B01CGF1 | 0.03% |
| NUANCE COMMUNICATIONS INC SEDOL 2402121 | 0.03% |
| VIDEOTRON LTD / LTEE P/P 144A 05.1250 04/15/2027 | 0.03% |
| VISTRA OPERATION P/P 144A 03.5500 07/15/2024 | 0.03% |
| WEINGARTEN REALTY INVESTORS SEDOL 2946618 | 0.03% |
| CAS 2015-C03 2M2 07.1453 07/25/2025 | 0.03% |
| CAS 2016-C04 1M2 06.3953 01/25/2029 | 0.03% |
| CCO HOLDINGS LLC P/P 144A 05.3750 06/01/2029 | 0.03% |
| CLP HOLDINGS LTD SEDOL 6097017 | 0.03% |
| FNMA FN30 BC1155 UMBS 03.0000 06/01/2046 | 0.03% |
| GOOGLE INC 03.3750 02/25/2024 | 0.03% |
| HCA INC 04.1250 06/15/2029 | 0.03% |
| JAZZ PHARMACEUTICALS PLC SEDOL B4Q5ZN4 | 0.03% |
| JPMCC 2012-C8 D P/P 144A 04.8071 10/15/2045 | 0.03% |
| NRZT 2018-4A A1M 03.0453 01/25/2048 | 0.03% |
| NUTRIEN LTD USD 04.1250 03/15/2035 | 0.03% |
| NUTRIEN LTD. USD 04.2000 04/01/2029 | 0.03% |
| NVENT ELECTRIC PLC SEDOL BDVJJQ5 | 0.03% |
| SUZUKEN CO LTD SEDOL 6865560 | 0.03% |
| UGI CORP SEDOL 2910118 | 0.03% |
| VODAFONE GROUP PLC USD 04.3750 05/30/2028 | 0.03% |
| AMGEN INC 03.4500 10/01/2020 | 0.03% |
| ANHEUSER-BUSCH INBEV WOR 04.7500 01/23/2029 | 0.03% |
| BP CAP MARKETS AMERICA 03.1190 05/04/2026 | 0.03% |
| CHIMERA INVESTMENT CORP SEDOL BVZCNC0 | 0.03% |
| CROWN CASTLE INTL CORP 03.6500 09/01/2027 | 0.03% |
| ERAC USA FINANCE LLC P/P 144A 07.0000 10/15/2037 | 0.03% |
| GSMS 2010-C1 D P/P 144A 06.1972 08/10/2043 | 0.03% |
| LYONDELLBASELL INDU-CL A SEDOL B3SPXZ3 | 0.03% |
| MACQUARIE INFRASTRUCTURE COR SEDOL B1Z4VB1 | 0.03% |
| SEKISUI HOUSE LTD SEDOL 6793906 | 0.03% |
| TEXAS INSTRUMENTS INC SEDOL 2885409 | 0.03% |
| VISTRA OPERATION P/P 144A 04.3000 07/15/2029 | 0.03% |
| VTB BANK (VTB CAP SA P/P 144A 06.9500 10/17/2022 | 0.03% |
| BMIR 2018-2A M1B P/P 144A 03.4953 08/25/2028 | 0.03% |
| CROWN CASTLE INTL CORP 03.7000 06/15/2026 | 0.03% |
| GLENCORE FUNDING LLC P/P 144A 04.0000 04/16/2025 | 0.03% |
| MSBAM 2012-C5 AS 03.7920 08/15/2045 | 0.03% |
| PFIZER INC 03.0000 12/15/2026 | 0.03% |
| PNC BANK NA 02.0000 05/19/2020 | 0.03% |
| SANTANDER UK PLC P/P 144A 05.0000 11/07/2023 | 0.03% |
| SARTORIUS STEDIM BIOTECH SEDOL BYZ2QP5 | 0.03% |
| SMITH & NEPHEW PLC SEDOL 0922320 | 0.03% |
| SUMITOMO MITSUI TRUST HOLDIN SEDOL 6431897 | 0.03% |
| TAYLOR WIMPEY PLC SEDOL 0878230 | 0.03% |
| UNITEDHEALTH GROUP INC 03.3750 11/15/2021 | 0.03% |
| W.R. GRACE & CO | 0.03% |
| ALFRESA HOLDINGS CORP SEDOL 6687214 | 0.02% |
| ALLERGAN FUNDING SCS USD 03.8000 03/15/2025 | 0.02% |
| ALPHABET INC 01.9980 08/15/2026 | 0.02% |
| ANHEUSER-BUSCH INBEV WOR 05.5500 01/23/2049 | 0.02% |
| APPLE INC 03.8500 05/04/2043 | 0.02% |
| ARRW 2018-1 A3 04.1570 04/25/2048 | 0.02% |
| CELANESE US HOLDINGS LLC 03.5000 05/08/2024 | 0.02% |
| CISCO SYSTEMS INC 02.5000 09/20/2026 | 0.02% |
| CSC HOLDINGS LLC P/P 144A 07.5000 04/01/2028 | 0.02% |
| CURTISS-WRIGHT CORP SEDOL 2241205 | 0.02% |
| DISH DBS CORP 05.8750 11/15/2024 | 0.02% |
| LBMLT 2004-1 A2 02.9453 02/25/2034 | 0.02% |
| MBX.FN30.500.10 R USL1M P 01/12/41 BC | 0.02% |
| ROYAL BANK OF CANADA USD 04.6500 01/27/2026 | 0.02% |
| SAIL 2004-10 A10 03.0453 11/25/2034 | 0.02% |
| SHIRE ACQ INV IRELAND DA USD 02.8750 09/23/2023 | 0.02% |
| TARGA RESOURCES PART 05.0000 01/15/2028 | 0.02% |
| WFRBS 2013-C12 AS 03.5600 03/15/2048 | 0.02% |
| AIG GLOBAL FUNDING P/P 144A 02.1500 07/02/2020 | 0.02% |
| AMGEN INC 04.6630 06/15/2051 | 0.02% |
| BANCO SANTANDER SA USD 04.3790 04/12/2028 | 0.02% |
| BANCO SANTANDER SA USD 05.1790 11/19/2025 | 0.02% |
| CFCRE 2011-C1 D P/P 144A 06.2719 04/15/2044 | 0.02% |
| CGCMT 2014-GC21 AS 04.0260 05/10/2047 | 0.02% |
| COCA-COLA EUROPEAN PARTNERS SEDOL BYQQ3P5 | 0.02% |
| CREDIT SUISSE GRP AG P/P 144A 06.2500 12/18/2024 | 0.02% |
| DEUTSCHE TELEKOM INT FIN USD 08.7500 06/15/2030 | 0.02% |
| DEUTSCHE WOHNEN SE SEDOL B0YZ0Z5 | 0.02% |
| JPMCC 2013-LC11 AS 03.2160 04/15/2046 | 0.02% |
| MET LIFE GLOB FUNDIN P/P 144A 01.7500 09/19/2019 | 0.02% |
| NRG P/P 144A 03.7500 06/15/2024 | 0.02% |
| PROTECTIVE LIFE GLO P/P 144A 02.2620 04/08/2020 | 0.02% |
| SANTANDER UK GROUP H P/P 144A 04.7500 09/15/2025 | 0.02% |
| TENET HEALTHCARE P/P 144A 04.8750 01/01/2026 | 0.02% |
| TJX COMPANIES INC SEDOL 2989301 | 0.02% |
| UBS GROUP FUNDIN P/P 144A 04.1250 04/15/2026 | 0.02% |
| UNITEDHEALTH GROUP INC 04.7000 02/15/2021 | 0.02% |
| AMERICAN ELECTRIC POWER SEDOL 2026242 | 0.02% |
| APPLE INC 02.8500 05/06/2021 | 0.02% |
| BCE INC SEDOL B188TH2 | 0.02% |
| CHEVRON CORP 02.1000 05/16/2021 | 0.02% |
| CITIBANK NA 03.0500 05/01/2020 | 0.02% |
| CONSOLIDATED EDISON INC 02.0000 03/15/2020 | 0.02% |
| CVS HEALTH CORP 03.7000 03/09/2023 | 0.02% |
| CWALT 2006-OA19 A1 02.3521 02/20/2047 | 0.02% |
| ERAC USA FINANCE LLC P/P 144A 04.5000 02/15/2045 | 0.02% |
| FUJITSU LTD SEDOL 6356945 | 0.02% |
| MITSUBISHI UFJ FIN GRP USD 03.8500 03/01/2026 | 0.02% |
| OBAYASHI CORP SEDOL 6656407 | 0.02% |
| ROYAL BK SCOTLND GRP PLC USD 04.8920 05/18/2029 | 0.02% |
| STACR 2016-DNA1 M3 07.8160 07/25/2028 | 0.02% |
| TRANSCANADA TRUST USD 05.3000 03/15/2077 | 0.02% |
| UBS GROUP FUNDING SWITZE REGS 06.8750 12/29/2049 | 0.02% |
| US BANCORP 02.6250 01/24/2022 | 0.02% |
| WASTE CONNECTIONS INC 03.5000 05/01/2029 | 0.02% |
| WILMAR INTERNATIONAL LTD SEDOL B17KC69 | 0.02% |
| APPLE INC 04.3750 05/13/2045 | 0.02% |
| AT&T INC 02.9500 07/15/2026 | 0.02% |
| BMW US CAPITAL LLC P/P 144A 03.9500 08/14/2028 | 0.02% |
| CITIGROUP INC 02.9000 12/08/2021 | 0.02% |
| ERAC USA FINANCE LLC P/P 144A 05.6250 03/15/2042 | 0.02% |
| GCP APPLIED TECH P/P 144A 05.5000 04/15/2026 | 0.02% |
| GSMS 2013-GC16 D P/P 144A 05.4877 11/10/2046 | 0.02% |
| KINDER MORGAN ENER PART 03.5000 03/01/2021 | 0.02% |
| MACQUARIE BANK LTD P/P 144A 02.8500 07/29/2020 | 0.02% |
| REPUBLIC OF SOUTH AFRICA USD 04.8500 09/27/2027 | 0.02% |
| ROGERS COMMUNICATIONS IN USD 04.5000 03/15/2043 | 0.02% |
| SHERWIN-WILLIAMS CO 03.4500 06/01/2027 | 0.02% |
| SPRINT SPECTRUM P/P 144A 03.3600 09/20/2021 | 0.02% |
| STACR 2016-HQA3 M3 05.9953 03/25/2029 | 0.02% |
| T-MOBILE USA INC 06.3750 03/01/2025 | 0.02% |
| UNITEDHEALTH GROUP INC 03.9500 10/15/2042 | 0.02% |
| ALIMENTATION COUCHE-TARD 3.550000 07/26/2027 | 0.02% |
| APPLE INC 02.8500 05/11/2024 | 0.02% |
| BERKELEY GROUP HOLDINGS/THE SEDOL B02L3W3 | 0.02% |
| BP CAPITAL MARKETS PLC USD 02.3150 02/13/2020 | 0.02% |
| CANTOR FITZGERALD LP P/P 144A 06.5000 06/17/2022 | 0.02% |
| CITIGROUP INC 04.4500 09/29/2027 | 0.02% |
| CREDIT AGRICOLE SA P/P 144A 04.0000 01/10/2033 | 0.02% |
| CROWN CASTLE INTL CORP 03.8000 02/15/2028 | 0.02% |
| DASSAULT AVIATION SA SEDOL 4067164 | 0.02% |
| HARVEY NORMAN HOLDINGS LTD SEDOL 6173508 | 0.02% |
| L3HARRIS TECH INC P/P 144A 04.4000 06/15/2028 | 0.02% |
| NTT DATA CORP SEDOL 6125639 | 0.02% |
| SAMI 2007-AR7 1A1 02.9953 05/25/2047 | 0.02% |
| TOTAL CAPITAL INTL SA USD 02.7500 06/19/2021 | 0.02% |
| TREASURY BILL 00.0000 11/14/2019 | 0.02% |
| WEYERHAEUSER CO 07.3750 03/15/2032 | 0.02% |
| AMERICAN INTL GROUP 08.1750 05/15/2058 | 0.02% |
| ARRW 2019-3 A3 03.4160 10/25/2048 | 0.02% |
| BP CAPITAL MARKETS PLC USD 01.7680 09/19/2019 | 0.02% |
| CITIGROUP INC 04.7500 05/18/2046 | 0.02% |
| CMLTI 2005-2 1A2A 04.9388 05/25/2035 | 0.02% |
| COMCAST CORP 02.3500 01/15/2027 | 0.02% |
| CSX CORP 04.1000 03/15/2044 | 0.02% |
| DNB BANK ASA P/P 144A 02.1250 10/02/2020 | 0.02% |
| FEDERATIVE REP OF BRAZIL USD 04.6250 01/13/2028 | 0.02% |
| IVORY COAST REGS 05.3750 07/23/2024 | 0.02% |
| IVORY COAST REGS 06.1250 06/15/2033 | 0.02% |
| JOHNSON CONTROLS INTL PL 04.9500 07/02/2064 | 0.02% |
| MARSH & MCLENNAN COS INC 04.3750 03/15/2029 | 0.02% |
| MARSH & MCLENNAN COS INC 04.9000 03/15/2049 | 0.02% |
| MIDAMERICAN FUNDING LLC 06.9270 03/01/2029 | 0.02% |
| MORGAN STANLEY 02.7500 05/19/2022 | 0.02% |
| PLAINS GP HOLDINGS LP-CL A SEDOL BDGHN95 | 0.02% |
| PPSI 2004-WCW2 M3 03.1953 10/25/2034 | 0.02% |
| S&P GLOBAL INC 04.4000 02/15/2026 | 0.02% |
| SABINE PASS LIQUEFACTION 04.2000 03/15/2028 | 0.02% |
| STAPLES INC P/P 144A 07.5000 04/15/2026 | 0.02% |
| SWISS LIFE HOLDING AG-REG SEDOL 7437805 | 0.02% |
| UBSCM 2012-C1 C P/P 144A 05.7279 05/10/2045 | 0.02% |
| UNITEDHEALTH GROUP INC 02.7500 02/15/2023 | 0.02% |
| WESTPAC BANKING CORP USD 02.0000 08/19/2021 | 0.02% |
| WFMBS 2006-AR2 1A1 04.9789 03/25/2036 | 0.02% |
| WFMBS 2006-AR5 1A1 05.1932 04/25/2036 | 0.02% |
| WFRBS 2012-C9 D P/P 144A 04.9713 11/15/2045 | 0.02% |
| WFRBS 2013-C16 AS 04.6680 09/15/2046 | 0.02% |
| BANK OF AMERICA CORP 06.1000 12/29/2049 | 0.02% |
| CBS CORP 04.6000 01/15/2045 | 0.02% |
| CHARTER COMM OPT LLC 04.9080 07/23/2025 | 0.02% |
| CHENIERE CORP CHRIST 05.8750 03/31/2025 | 0.02% |
| COMM 2014-UBS6 C 04.6063 12/10/2047 | 0.02% |
| DEERE & COMPANY 02.6000 06/08/2022 | 0.02% |
| DOLLAR GENERAL CORP 03.2500 04/15/2023 | 0.02% |
| ENERGY TRANSFER OPERATNG 05.2000 02/01/2022 | 0.02% |
| FIDELITY NATIONAL INFORM 04.2500 05/15/2028 | 0.02% |
| HMIR 2018-1 M1 P/P 144A 03.7453 10/25/2028 | 0.02% |
| ING BANK NV P/P 144A 05.8000 09/25/2023 | 0.02% |
| INTELSAT CONNECT FIN P/P 144A 09.5000 02/15/2023 | 0.02% |
| INTELSAT JACKSON HLD P/P 144A 09.7500 07/15/2025 | 0.02% |
| INTERNATIONAL PAPER CO 03.0000 02/15/2027 | 0.02% |
| JACK OHIO FIN LLC/FI P/P 144A 10.2500 11/15/2022 | 0.02% |
| JPMBB 2014-C22 C 04.7087 09/15/2047 | 0.02% |
| KONINKLIJKE AHOLD DELHAIZE N SEDOL BD0Q398 | 0.02% |
| MSBAM 2012-C6 D P/P 144A 04.7618 11/15/2045 | 0.02% |
| NAVISTAR INTL TLB L+350 05.7000 11/06/2024 | 0.02% |
| SABINE PASS LIQUEF 05.0000 03/15/2027 | 0.02% |
| TCI COMMUNICATIONS INC 07.1250 02/15/2028 | 0.02% |
| VONOVIA SE SEDOL BBJPFY1 | 0.02% |
| WALGREENS BOOTS ALLIANCE 03.3000 11/18/2021 | 0.02% |
| WAMU 2007-HY2 1A1 03.8253 12/25/2036 | 0.02% |
| WFCM 2013-LC12 C 04.4205 07/15/2046 | 0.02% |
| ANHEUSER-BUSCH INBEV WOR 02.5000 07/15/2022 | 0.02% |
| AUD/JPY PUT 70.00 20200214 CITI | 0.02% |
| AUD/JPY PUT 70.00 20200214 GSFX | 0.02% |
| BB&T CORPORATION 04.8000 12/31/2099 | 0.02% |
| BOISE CASCADE CO P/P 144A 05.6250 09/01/2024 | 0.02% |
| CAS 2014-C03 2M2 05.0453 07/25/2024 | 0.02% |
| CCO HLDGS LLC/CAP CO P/P 144A 05.7500 02/15/2026 | 0.02% |
| CEMEX FINANCE LLC P/P 144A 06.0000 04/01/2024 | 0.02% |
| CIGNA HOLDING CO 04.5000 03/15/2021 | 0.02% |
| COGNIZANT TECH SOLUTIONS-A SEDOL 2257019 | 0.02% |
| CSAIL 2015-C1 D P/P 144A 03.9169 04/15/2050 | 0.02% |
| CSC HOLDINGS LLC 05.2500 06/01/2024 | 0.02% |
| FISERV INC 03.5000 07/01/2029 | 0.02% |
| FIVE CORNERS FUNDING P/P 144A 04.4190 11/15/2023 | 0.02% |
| FOX CORP P/P 144A 04.0300 01/25/2024 | 0.02% |
| IPSEN SEDOL B0R7JF1 | 0.02% |
| LEGRAND FRANCE USD 08.5000 02/15/2025 | 0.02% |
| LLOYDS BANKING GROUP PLC USD 04.5000 11/04/2024 | 0.02% |
| MICROSOFT CORP 02.4000 02/06/2022 | 0.02% |
| NAVISTAR INTL CORP P/P 144A 06.6250 11/01/2025 | 0.02% |
| NEC CORP SEDOL 6640400 | 0.02% |
| ORACLE CORP 02.5000 10/15/2022 | 0.02% |
| SPRINT CORP 07.2500 09/15/2021 | 0.02% |
| TENET HEALTHCARE COR P/P 144A 05.1250 11/01/2027 | 0.02% |
| WELLS FARGO & COMPANY 05.8750 12/29/2049 | 0.02% |
| WESTPAC BANKING CORP USD 04.8750 11/19/2019 | 0.02% |
| WFCM 2013-LC12 D P/P 144A 04.4205 07/15/2046 | 0.02% |
| WFCM 2014-LC16 XA IO 01.2750 08/15/2050 | 0.02% |
| WFRBS 2013-C15 D P/P 144A 04.6237 08/15/2046 | 0.02% |
| WYNN LAS VEGAS P/P 144A 05.2500 05/15/2027 | 0.02% |
| ALLY FINANCIAL INC 08.0000 11/01/2031 | 0.02% |
| AMERICAN EXPRESS CO SEDOL 2026082 | 0.02% |
| CCO HLDGS LLC/CAP CO P/P 144A 05.8750 04/01/2024 | 0.02% |
| CLUBCORP HLDG INC P/P 144A 08.5000 09/15/2025 | 0.02% |
| COX COMM INC P/P 144A 03.5000 08/15/2027 | 0.02% |
| FHLMC FR30 ZS9547 UMBS 04.0000 09/01/2045 | 0.02% |
| FIDELITY NATIONAL INFO SERV SEDOL 2769796 | 0.02% |
| GNR 2015-H25 BI IO 01.9657 10/20/2065 | 0.02% |
| HOLLY ENERGY PARTNE P/P 144A 06.0000 08/01/2024 | 0.02% |
| LLOYDS BANKING GROUP PLC USD 04.6500 03/24/2026 | 0.02% |
| MSC 2016-BNK2 C 04.0367 11/15/2049 | 0.02% |
| NATIONAL AUSTRALIA BK/NY 02.8000 01/10/2022 | 0.02% |
| NOVELIS CORP P/P 144A 05.8750 09/30/2026 | 0.02% |
| NSTAR ELECTRIC CO 02.3750 10/15/2022 | 0.02% |
| PENSKE TRUCK LEASING P/P 144A 03.9000 02/01/2024 | 0.02% |
| PFIZER INC 01.9500 06/03/2021 | 0.02% |
| STEVENS HLDG CO INC P/P 144A 06.1250 10/01/2026 | 0.02% |
| TAPESTRY INC SEDOL BF09HX3 | 0.02% |
| TEMPO ACQ LLC/FI P/P 144A 06.7500 06/01/2025 | 0.02% |
| TORONTO-DOMINION BANK SEDOL 2897222 | 0.02% |
| AT&T INC 04.3500 03/01/2029 | 0.02% |
| AXA SA P/P 144A 06.3790 12/29/2049 | 0.02% |
| BRISTOL-MYERS P/P 144A 03.4000 07/26/2029 | 0.02% |
| CAMDEN PROPERTY TRUST 04.8750 06/15/2023 | 0.02% |
| CAS 2014-C04 1M2 07.0453 11/25/2024 | 0.02% |
| CITIGROUP INC 04.6000 03/09/2026 | 0.02% |
| COCA-COLA HBC AG-DI SEDOL B9895B7 | 0.02% |
| COMCAST CORP 03.1500 03/01/2026 | 0.02% |
| COMM 2013-CR11 AM 04.7150 08/10/2050 | 0.02% |
| GNMA GII30 635063 04.0000 03/20/2046 | 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% |
| HOSPITALITY PROP TRUST 04.3750 02/15/2030 | 0.02% |
| NATIONAL BANK OF CANADA SEDOL 2077303 | 0.02% |
| NETFLIX INC. 05.8750 11/15/2028 | 0.02% |
| NEUBERGER BERMAN GRP P/P 144A 04.8750 04/15/2045 | 0.02% |
| PULTEGROUP INC 05.5000 03/01/2026 | 0.02% |
| REP OF INDONESIA P/P 144A 04.7500 01/08/2026 | 0.02% |
| REPUBLIC OF SENEGAL REGS 06.2500 05/23/2033 | 0.02% |
| SCIENTIFIC GAMES INT 10.0000 12/01/2022 | 0.02% |
| SPECTRA ENERGY PARTNERS 03.3750 10/15/2026 | 0.02% |
| SWISS RE TREAS P/P 144A 04.2500 12/06/2042 | 0.02% |
| TENET HEALTHCARE CORP 08.1250 04/01/2022 | 0.02% |
| TEVA PHARMACEUTICALS NE USD 06.0000 04/15/2024 | 0.02% |
| TRANSDIGM INC P/P 144A 06.2500 03/15/2026 | 0.02% |
| VIACOM INC 04.5000 03/01/2021 | 0.02% |
| WALT DISNEY COMP P/P 144A 07.7500 01/20/2024 | 0.02% |
| BAFC 2005-B 3M1 02.8471 04/20/2035 | 0.02% |
| BRIDGESTONE CORP SEDOL 6132101 | 0.02% |
| BWAY HOLDING CO P/P 144A 07.2500 04/15/2025 | 0.02% |
| CANTOR FITZGERALD LP P/P 144A 07.8750 10/15/2019 | 0.02% |
| CBRE SERVICES INC 04.8750 03/01/2026 | 0.02% |
| CEQUEL COM HLDG I/CA P/P 144A 05.1250 12/15/2021 | 0.02% |
| DTE ENERGY COMPANY SEDOL 2280220 | 0.02% |
| GFL ENVIRONMENTAL P/P 144A 07.0000 06/01/2026 | 0.02% |
| GOLDEN NUGGET INC P/P 144A 06.7500 10/15/2024 | 0.02% |
| IHS MARKIT LTD USD 04.7500 08/01/2028 | 0.02% |
| KKR GROUP FIN CO III P/P 144A 05.1250 06/01/2044 | 0.02% |
| MITSUBISHI UFJ LEASE & FINAN SEDOL 6268976 | 0.02% |
| NIELSEN FIN LLC/CO P/P 144A 05.0000 04/15/2022 | 0.02% |
| PETROBRAS GLOBAL FIN USD 05.9990 01/27/2028 | 0.02% |
| PULTEGROUP INC. 07.8750 06/15/2032 | 0.02% |
| RBS GLOBAL/REXNO P/P 144A 04.8750 12/15/2025 | 0.02% |
| SIX FLAGS ENT P/P 144A 04.8750 07/31/2024 | 0.02% |
| WALT DISNEY CO/THE SEDOL 2270726 | 0.02% |
| AIR LIQUIDE SA SEDOL B1YXBJ7 | 0.01% |
| ARRW 2019-1 A3 04.2080 01/25/2049 | 0.01% |
| AUTOZONE INC SEDOL 2065955 | 0.01% |
| AXA SA SEDOL 7088429 | 0.01% |
| BAE SYSTEMS PLC SEDOL 0263494 | 0.01% |
| BIG RVR STL/FIN P/P 144A 07.2500 09/01/2025 | 0.01% |
| BRAND ENERGY TL L+425 06.5149 06/21/2024 | 0.01% |
| CBS CORP 02.9000 01/15/2027 | 0.01% |
| COMCAST CORP 04.0490 11/01/2052 | 0.01% |
| COMM 2014-CR18 C 04.8903 07/15/2047 | 0.01% |
| COMPASS GROUP PLC SEDOL BD6K457 | 0.01% |
| COMPASS MINERALS INT P/P 144A 04.8750 07/15/2024 | 0.01% |
| DIAMONDBACK ENERGY INC 05.3750 05/31/2025 | 0.01% |
| DOLLAR TREE INC SEDOL 2272476 | 0.01% |
| ENDEAVOR ENERGY P/P 144A 05.7500 01/30/2028 | 0.01% |
| GNMA GN30 635061 04.0000 03/15/2046 | 0.01% |
| GNR 2016-H16 EI IO 02.3982 06/20/2066 | 0.01% |
| GREAT LAKES D&D 08.0000 05/15/2022 | 0.01% |
| HONEYWELL INTL 03.8120 11/21/2047 | 0.01% |
| KIMBERLY-CLARK CORP SEDOL 2491839 | 0.01% |
| MET LIFE GLOB FUND P/P 144A 01.5500 09/13/2019 | 0.01% |
| METLIFE CAP TRST IV P/P 144A 07.8750 12/15/2037 | 0.01% |
| PPL CAPITAL FUNDING INC 04.2000 06/15/2022 | 0.01% |
| PRUDENTIAL FINANCIAL INC 05.2000 03/15/2044 | 0.01% |
| QUEST DIAGNOSTICS INC SEDOL 2702791 | 0.01% |
| REP OF INDONESIA P/P 144A 03.3750 04/15/2023 | 0.01% |
| ROSS STORES INC SEDOL 2746711 | 0.01% |
| SPRINT CAPITAL CORPORATION 06.8750 11/15/2028 | 0.01% |
| UNITEDHEALTH GROUP INC 02.8750 03/15/2022 | 0.01% |
| WAMU 2005-AR9 A1C3 03.1053 07/25/2045 | 0.01% |
| ALLISON TRANSMISSION P/P 144A 04.7500 10/01/2027 | 0.01% |
| APPLE INC 03.4500 05/06/2024 | 0.01% |
| BANFF MERGER SUB INC P/P 144A 09.7500 09/01/2026 | 0.01% |
| BANK OF MONTREAL SEDOL 2076009 | 0.01% |
| BMIR 2017-1 M1 P/P 144A 03.8453 10/25/2027 | 0.01% |
| BOLIDEN AB SEDOL BJV12J7 | 0.01% |
| BOMBARDIER INC P/P 144A 07.5000 12/01/2024 | 0.01% |
| BRAND ENERGY & I P/P 144A 08.5000 07/15/2025 | 0.01% |
| CAS 2014-C02 1M2 04.7453 05/25/2024 | 0.01% |
| CCO HLDGS LLC/CAP C P/P 144A 05.5000 05/01/2026 | 0.01% |
| CHOCOLADEFABRIKEN LINDT-PC SEDOL 5962280 | 0.01% |
| CRC ESCROW ISSUER LL P/P 144A 05.2500 10/15/2025 | 0.01% |
| CREDIT SUISSE GRP AG P/P 144A 03.8690 01/12/2029 | 0.01% |
| CSC HOLDINGS LLC 06.7500 11/15/2021 | 0.01% |
| DIAMOND SPORTS GR/DI P/P 144A 06.6250 08/15/2027 | 0.01% |
| GNR 2017-162 QI IO 05.0000 10/11/2047 | 0.01% |
| HCA INC 05.5000 06/15/2047 | 0.01% |
| HOWARD HUGHES CORP P/P 144A 05.3750 03/15/2025 | 0.01% |
| IRON MOUNTAIN INC P/P 144A 04.8750 09/15/2027 | 0.01% |
| JACK OHIO FIN LLC/FI P/P 144A 06.7500 11/15/2021 | 0.01% |
| L3HARRIS TECHNOLOGIES INC SEDOL BK9DTN5 | 0.01% |
| LIBERTY MEDIA COR-SIRIUSXM C SEDOL BD8QGH9 | 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% |
| MERCK & CO INC 02.9000 03/07/2024 | 0.01% |
| MEREDITH CORP 06.8750 02/01/2026 | 0.01% |
| NORTHROP GRUMMAN CORP SEDOL 2648806 | 0.01% |
| NTT DOCOMO INC SEDOL 6129277 | 0.01% |
| OSHKOSH CORP 05.3750 03/01/2025 | 0.01% |
| RAMC 2003-4 A1 02.6653 03/25/2034 | 0.01% |
| REFINITIV US HLDG P/P 144A 06.2500 05/15/2026 | 0.01% |
| SCIENTIFIC GAMES P/P 144A 08.2500 03/15/2026 | 0.01% |
| SERVICE CORP INTL 05.3750 05/15/2024 | 0.01% |
| SPRINT CORP 07.8750 09/15/2023 | 0.01% |
| STACR 2014-HQ2 M3 05.8953 09/25/2024 | 0.01% |
| TRANSDIGM INC 06.3750 06/15/2026 | 0.01% |
| TTM TECHNOLOGIES INC P/P 144A 05.6250 10/01/2025 | 0.01% |
| UBSBB 2012-C3 C P/P 144A 05.1983 08/10/2049 | 0.01% |
| VIDEOTRON LTD USD 05.0000 07/15/2022 | 0.01% |
| WATCO COS LLC/FI P/P 144A 06.3750 04/01/2023 | 0.01% |
| WESTROCK MWV LLC 07.9500 02/15/2031 | 0.01% |
| AVAYA TLB L+425 06.4394 12/15/2024 | 0.01% |
| BAUSCH HLTH COS INC P/P 144A 06.1250 04/15/2025 | 0.01% |
| BGC PARTNERS INC 05.1250 05/27/2021 | 0.01% |
| BPCE SA P/P 144A 05.1500 07/21/2024 | 0.01% |
| BRIGGS & STRATTON CORPORATION 06.8750 12/15/2020 | 0.01% |
| CAN IMPERIAL BK OF COMMERCE SEDOL 2170525 | 0.01% |
| CLEAR CHNL WORLD 06.5000 11/15/2022 | 0.01% |
| CON EDISON CO OF NY INC 04.2000 03/15/2042 | 0.01% |
| CVS PASS-THROUGH P/P 144A 04.7040 01/10/2036 | 0.01% |
| CWALT 2005-59 1A1 02.5021 11/20/2035 | 0.01% |
| CWALT 2006-24CB A19 02.6453 08/01/2036 | 0.01% |
| FRONTIER COMM P/P 144A 08.5000 04/01/2026 | 0.01% |
| GENERAL DYNAMICS CORP 03.6000 11/15/2042 | 0.01% |
| GNR 2016-123 LI IO 03.5000 03/20/2044 | 0.01% |
| GOLDEN NUGGET INC P/P 144A 08.7500 10/01/2025 | 0.01% |
| HSBC BANK USA NA 05.6250 08/15/2035 | 0.01% |
| HSBC HOLDINGS PLC SEDOL 0540528 | 0.01% |
| HUSKY TLB L+300 05.1120 03/28/2025 | 0.01% |
| ITRON INC P/P 144A 05.0000 01/15/2026 | 0.01% |
| KAMIGUMI CO LTD SEDOL 6482668 | 0.01% |
| KEURIG DR PEPPER INC 04.4170 05/25/2025 | 0.01% |
| MIZUHO FINANCIAL GROUP INC SEDOL 6591014 | 0.01% |
| MSC 2011-C3 D P/P 144A 05.2925 07/15/2049 | 0.01% |
| NEWCREST MINING LTD SEDOL 6637101 | 0.01% |
| NIELSEN CO LUXEM P/P 144A 05.0000 02/01/2025 | 0.01% |
| OCCIDENTAL PETROLEUM CORP SEDOL 2655408 | 0.01% |
| PACKAGING CORP OF AMERIC 04.5000 11/01/2023 | 0.01% |
| PETROLEOS MEXICANOS USD 06.3750 01/23/2045 | 0.01% |
| SERVICE CORP INTL 05.1250 06/01/2029 | 0.01% |
| SERVICE CORPORATION INTL 04.6250 12/15/2027 | 0.01% |
| SIX FLAGS ENT P/P 144A 05.5000 04/15/2027 | 0.01% |
| STACR 2015-DN1 M3 06.2953 01/25/2025 | 0.01% |
| STACR 2017-DNA1 M2 05.3953 07/25/2029 | 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% |
| WAMU 2005-AR11 A1B3 02.5453 08/25/2045 | 0.01% |
| WAMU 2005-AR14 1A2 04.1680 12/25/2035 | 0.01% |
| WASTE MANAGEMENT INC. 04.7500 06/30/2020 | 0.01% |
| 1011778 BC / NEW RED P/P 144A 05.0000 10/15/2025 | 0.01% |
| ASCEND LEARNING LLC P/P 144A 06.8750 08/01/2025 | 0.01% |
| BANK OF AMERICA CORP 02.1510 11/09/2020 | 0.01% |
| BAUSCH HLTH AMERICAS P/P 144A 08.5000 01/31/2027 | 0.01% |
| BMC EAST LLC P/P 144A 05.5000 10/01/2024 | 0.01% |
| CAS 2015-C01 1M2 06.4453 02/25/2025 | 0.01% |
| CAS 2017-C01 1EB1 03.3953 07/25/2029 | 0.01% |
| COMM 2014-CR19 XA IO 01.2328 08/10/2047 | 0.01% |
| CORNERSTONE BUILDING P/P 144A 08.0000 04/15/2026 | 0.01% |
| DIAMOND 1 FIN/DIAMON P/P 144A 08.3500 07/15/2046 | 0.01% |
| DIAMOND SPORTS P/P 144A 05.3750 08/15/2026 | 0.01% |
| EQUINOR ASA USD 05.1000 08/17/2040 | 0.01% |
| EUTELSAT COMMUNICATIONS SEDOL B0M7KJ7 | 0.01% |
| GENERAL DYNAMICS CORP SEDOL 2365161 | 0.01% |
| GENERAL MOTORS FINL CO 04.3000 07/13/2025 | 0.01% |
| GREIF INC P/P 144A 06.5000 03/01/2027 | 0.01% |
| HSBC USA INC 03.5000 06/23/2024 | 0.01% |
| INGEVITY CORP P/P 144A 04.5000 02/01/2026 | 0.01% |
| JPMCC 2013-C10 AS 03.3715 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% |
| NEXSTAR BROADC P/P 144A 05.6250 08/01/2024 | 0.01% |
| NZD/USD 10/16/2019 JPMCB | 0.01% |
| ORACLE CORP 05.3750 07/15/2040 | 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% |
| RITE AID CORP P/P 144A 06.1250 04/01/2023 | 0.01% |
| SEK/USD 09/18/2019 GSFX | 0.01% |
| SONIC HEALTHCARE LTD SEDOL 6821120 | 0.01% |
| US CONCRETE INC 06.3750 06/01/2024 | 0.01% |
| VISTRA OPERATIONS CO P/P 144A 05.5000 09/01/2026 | 0.01% |
| WFCM 2016-LC25 XA IO 01.1481 12/15/2059 | 0.01% |
| WFRBS 2013-C14 XA IO 00.8674 06/15/2046 | 0.01% |
| ZURICH INSURANCE GROUP AG SEDOL 5983816 | 0.01% |
| ALLEGHENY TECHNOLOGIES INC 07.8750 08/15/2023 | 0.01% |
| ALTICE LUXEMBOURG SA P/P 144A 10.5000 05/15/2027 | 0.01% |
| ARCELORMITTAL USD 07.0000 10/15/2039 | 0.01% |
| BAUSCH HEALTH COS INC REGS 04.5000 05/15/2023 | 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% |
| BROTHER INDUSTRIES LTD SEDOL 6146500 | 0.01% |
| CBRE SERVICES INC 05.2500 03/15/2025 | 0.01% |
| CELANESE US HOLDINGS LLC 04.6250 11/15/2022 | 0.01% |
| CFCRE 2011-C2 D P/P 144A 05.9394 12/15/2047 | 0.01% |
| CGCMT 2012-GC8 XA IO P/P 144A 01.9360 09/10/2045 | 0.01% |
| CNO FINANCIAL GROUP INC 05.2500 05/30/2025 | 0.01% |
| COMMSCOPE TECH LLC P/P 144A 06.0000 06/15/2025 | 0.01% |
| CONSTELLIUM SE P/P 144A 05.8750 02/15/2026 | 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% |
| DIAMOND 1 FIN/DIAMON P/P 144A 07.1250 06/15/2024 | 0.01% |
| DIRECT LINE INSURANCE GROUP SEDOL BY9D0Y1 | 0.01% |
| EIFFAGE SEDOL B13X013 | 0.01% |
| ENTERCOM MEDIA CORP P/P 144A 07.2500 11/01/2024 | 0.01% |
| FAIRFAX US INC P/P 144A 04.8750 08/13/2024 | 0.01% |
| FHR 3829 AS IO 04.7549 03/15/2041 | 0.01% |
| GFL ENVIRONMENTA P/P 144A 08.5000 05/01/2027 | 0.01% |
| HKT TRUST AND HKT LTD-SS SEDOL B4TXDZ3 | 0.01% |
| IHEARTCOMMUNICATIONS INC 08.3750 05/01/2027 | 0.01% |
| JPMBB 2014-C25 XA IO 01.0775 11/15/2047 | 0.01% |
| MAUSER PACKAGING SOL P/P 144A 05.5000 04/15/2024 | 0.01% |
| NABORS INDUSTRIES INC. 05.7500 02/01/2025 | 0.01% |
| NATIONSTAR MORT/ 06.5000 07/01/2021 | 0.01% |
| NIPPON STEEL CORP SEDOL 6642569 | 0.01% |
| ORKLA ASA SEDOL B1VQF42 | 0.01% |
| PENSKE TRUCK LE P/P 144A 03.4000 11/15/2026 | 0.01% |
| PROVIDENT FDG/PFG FI P/P 144A 06.3750 06/15/2025 | 0.01% |
| RENAISSANCERE HOLDINGS LTD SEDOL 2728429 | 0.01% |
| SINGAPORE EXCHANGE LTD SEDOL 6303866 | 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% |
| 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% |
| TRAVELPORT TLB L+500 07.5413 05/30/2026 | 0.01% |
| VMWARE INC 03.9000 08/21/2027 | 0.01% |
| WERNER FINCO LP/INC P/P 144A 08.7500 07/15/2025 | 0.01% |
| WESFARMERS LTD SEDOL 6948836 | 0.01% |
| WESTPAC BANKING CORP USD 04.4210 07/24/2039 | 0.01% |
| YAHOO JAPAN CORP SEDOL 6084848 | 0.01% |
| ALLERGAN FUNDING SCS USD 03.4500 03/15/2022 | 0.01% |
| ALTICE FRANCE P/P 144A 07.3750 05/01/2026 | 0.01% |
| APERGY CORP 06.3750 05/01/2026 | 0.01% |
| ARD SECURITIES FIN P/P 144A 08.7500 01/31/2023 | 0.01% |
| ARDAGH PKG FIN/HLDGS P/P 144A 04.1250 08/15/2026 | 0.01% |
| ARDAGH PKG FIN/HLDGS P/P 144A 05.2500 08/15/2027 | 0.01% |
| BOEING CAPITAL CORPORATION 04.7000 10/27/2019 | 0.01% |
| BOMBARDIER INC P/P 144A 07.8750 04/15/2027 | 0.01% |
| CAS 2015-C02 2M2 06.1453 05/25/2025 | 0.01% |
| CENOVUS ENERGY INC USD 06.7500 11/15/2039 | 0.01% |
| CENTENE CORP 06.1250 02/15/2024 | 0.01% |
| CF INDUSTRIES INC 04.9500 06/01/2043 | 0.01% |
| COMM 2014-UBS6 XA IO 01.0841 12/10/2047 | 0.01% |
| ENTERCOM MEDIA CORP P/P 144A 06.5000 05/01/2027 | 0.01% |
| EPR PROPERTIES 05.7500 CUM CV PFD | 0.01% |
| FIRST QUANTUM MINERA P/P 144A 07.5000 04/01/2025 | 0.01% |
| FISERV INC SEDOL 2342034 | 0.01% |
| GENERAL DYNAMICS CORP 02.2500 11/15/2022 | 0.01% |
| GNR 2015-H26 EI IO 01.7281 10/20/2065 | 0.01% |
| HCA INC 05.0000 03/15/2024 | 0.01% |
| HCA INC 05.2500 06/15/2026 | 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% |
| IPALCO ENTPRS IN 03.7000 09/01/2024 | 0.01% |
| JOHNSON CONTROLS INTERNATION SEDOL BY7QL61 | 0.01% |
| JPMBB 2015-C33 XA IO 01.1356 12/15/2048 | 0.01% |
| KRW/USD 11/20/2019 GSFX | 0.01% |
| LIONS GATE CAP HOLD P/P 144A 05.8750 11/01/2024 | 0.01% |
| LIONS GATE CAP HOLD P/P 144A 06.3750 02/01/2024 | 0.01% |
| MTR CORP SEDOL 6290054 | 0.01% |
| NRG ENERGY INC P/P 144A 05.2500 06/15/2029 | 0.01% |
| ONCOR ELECTRIC DELIVERY 05.3000 06/01/2042 | 0.01% |
| PNC BANK NA 02.7000 11/01/2022 | 0.01% |
| RIO TINTO LTD SEDOL 6220103 | 0.01% |
| SHERWIN-WILLIAMS CO/THE SEDOL 2804211 | 0.01% |
| SMURFIT KAPPA TREASURY USD 07.5000 11/20/2025 | 0.01% |
| SPRINGLEAF FINANCE CORP 06.8750 03/15/2025 | 0.01% |
| STACR 2015-DNA2 M3 06.0453 12/25/2027 | 0.01% |
| STACR 2015-HQ2 M2 04.0953 05/25/2025 | 0.01% |
| SWISS PRIME SITE-REG SEDOL B083BH4 | 0.01% |
| SYNOPSYS INC SEDOL 2867719 | 0.01% |
| T-MOBILE USA INC 04.7500 02/01/2028 | 0.01% |
| TEVA PHARMACEUTICALS NE USD 06.7500 03/01/2028 | 0.01% |
| TRI POINTE GROUP / HOMES 05.8750 06/15/2024 | 0.01% |
| UNITEDHEALTH GROUP INC SEDOL 2917766 | 0.01% |
| UNIVISION COMM P/P 144A 05.1250 02/15/2025 | 0.01% |
| US BANCORP SEDOL 2736035 | 0.01% |
| USI INC/NY P/P 144A 06.8750 05/01/2025 | 0.01% |
| WFRBS 2012-C9 XA IO P/P 144A 02.0623 11/15/2045 | 0.01% |
| 1011778 BC / NEW RED P/P 144A 04.2500 05/15/2024 | 0.01% |
| 2.0745 R ISWP US0003M P 07/16/2029 | 0.01% |
| ALBERTSONS COS LLC P/P 144A 07.5000 03/15/2026 | 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% |
| AUST & NZ BANKING GR P/P 144A 06.7500 12/29/2049 | 0.01% |
| BARRATT DEVELOPMENTS PLC SEDOL 0081180 | 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% |
| BERKSHIRE HATHAWAY ENERG 06.1250 04/01/2036 | 0.01% |
| BERKSHIRE HATHAWAY FIN 04.3000 05/15/2043 | 0.01% |
| BERRY GLOBAL INC 05.1250 07/15/2023 | 0.01% |
| BMW US CAPITAL LLC P/P 144A 03.4000 08/13/2021 | 0.01% |
| BUMT 2005-1 1A1 02.7453 09/25/2045 | 0.01% |
| CAPITAL ONE FINANCIAL CO 04.2000 10/29/2025 | 0.01% |
| CARRIAGE SVCS INC P/P 144A 06.6250 06/01/2026 | 0.01% |
| CAS 2019-R02 1M2 04.4453 08/25/2031 | 0.01% |
| CNO FINANCIAL GROUP INC 05.2500 05/30/2029 | 0.01% |
| CSC HOLDINGS LLC P/P 144A 07.7500 07/15/2025 | 0.01% |
| ENERGY TRANSFER OPERATNG 06.1250 12/15/2045 | 0.01% |
| ESH HOSPITALITY INC P/P 144A 05.2500 05/01/2025 | 0.01% |
| FREEPORT-MCMORAN INC 06.8750 02/15/2023 | 0.01% |
| FRONTIER COMM 11.0000 09/15/2025 | 0.01% |
| GLP CAPITAL LP / FIN II 05.2500 06/01/2025 | 0.01% |
| GNR 2013-99 AS IO 03.8779 06/20/2043 | 0.01% |
| GOLDMAN SACHS GROUP INC 06.7500 10/01/2037 | 0.01% |
| HONGKONG LAND HOLDINGS LTD SEDOL 6434915 | 0.01% |
| HUDBAY MINERALS INC P/P 144A 07.6250 01/15/2025 | 0.01% |
| INDIGO NATURAL P/P 144A 06.8750 02/15/2026 | 0.01% |
| JFE HOLDINGS INC SEDOL 6543792 | 0.01% |
| JPMORGAN CHASE & CO 02.2500 01/23/2020 | 0.01% |
| JXTG HOLDINGS INC SEDOL B627LW9 | 0.01% |
| LOEWS CORP SEDOL 2523022 | 0.01% |
| LUKOIL INTL FIN BV P/P 144A 04.5630 04/24/2023 | 0.01% |
| MARATHON PETRO CORP 06.5000 03/01/2041 | 0.01% |
| MBX.FN30.500.09 R USL1M P 01/12/40 BC | 0.01% |
| NATIONSTAR MTG P/P 144A 08.1250 07/15/2023 | 0.01% |
| NETFLIX INC 04.8750 04/15/2028 | 0.01% |
| NEWELL BRANDS INC 04.2000 04/01/2026 | 0.01% |
| NRG ENERGY INC 06.6250 01/15/2027 | 0.01% |
| NUCOR CORP SEDOL 2651086 | 0.01% |
| ORACLE CORP 02.5000 05/15/2022 | 0.01% |
| ORACLE CORP JAPAN SEDOL 6141680 | 0.01% |
| PANTHER BF AGGRE 2 P/P 144A 08.5000 05/15/2027 | 0.01% |
| PERTAMINA PERSERO PT P/P 144A 04.3000 05/20/2023 | 0.01% |
| PUBLIC SERVICE ELECTRIC 05.5000 03/01/2040 | 0.01% |
| QVC INC 04.8500 04/01/2024 | 0.01% |
| SANOFI SEDOL 5671735 | 0.01% |
| STACR 2019-DNA1 M2 04.7953 01/25/2049 | 0.01% |
| TALLGRASS NRG PRTNR P/P 144A 05.5000 01/15/2028 | 0.01% |
| TENNANT CO 05.6250 05/01/2025 | 0.01% |
| THALES SA SEDOL 4162791 | 0.01% |
| THE BANK OF NOVA SCOTIA USD 02.7000 03/07/2022 | 0.01% |
| TMX FIN LLC/TITLEMAX P/P 144A 11.1250 04/01/2023 | 0.01% |
| TRIVIUM PACK FIN P/P 144A 05.5000 08/15/2026 | 0.01% |
| WFRBS 2012-C10 XA IO P/P 144A 01.6998 12/15/2045 | 0.01% |
| WPX ENERGY INC 05.7500 06/01/2026 | 0.01% |
| WR GRACE & CO-CONN P/P 144A 05.6250 10/01/2024 | 0.01% |
| ALPHA 2 BV P/P 144A 08.7500 06/01/2023 | 0.01% |
| ALPHA 3 BV / US BID P/P 144A 06.2500 02/01/2025 | 0.01% |
| AMSTED INDUSTRIES P/P 144A 05.6250 07/01/2027 | 0.01% |
| AUD/USD 10/16/2019 GSFX | 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% |
| BEACON ROOFING SUPPL 06.3750 10/01/2023 | 0.01% |
| BROOKFIELD RESID PRO P/P 144A 06.1250 07/01/2022 | 0.01% |
| BUILDERS FIRSTSOURCE P/P 144A 06.7500 06/01/2027 | 0.01% |
| CALPINE CORPORATION 05.7500 01/15/2025 | 0.01% |
| CDX CDX.NA.HY.32 500.0 06/20/2024 | 0.01% |
| CHEMOURS CO 07.0000 05/15/2025 | 0.01% |
| CHS/COMMUNITY HEALTH 06.8750 02/01/2022 | 0.01% |
| COMM 2013-CR11 XA IO 01.0989 08/10/2050 | 0.01% |
| COMM 2014-LC17 XA IO 00.9977 10/10/2047 | 0.01% |
| COMMONWEALTH EDISON CO 05.9000 03/15/2036 | 0.01% |
| CROWN CORK & SEAL CO INC 07.3750 12/15/2026 | 0.01% |
| EMIR 2018-1 M2 05.1453 11/25/2028 | 0.01% |
| ENDO LTD/FIN LLC/FIN P/P 144A 06.0000 02/01/2025 | 0.01% |
| EUR/USD 09/18/2019 JPMCB | 0.01% |
| GATES GLOBAL LLC P/P 144A 06.0000 07/15/2022 | 0.01% |
| GSMS 2013-GC10 XA IO 01.6549 02/10/2046 | 0.01% |
| GSMS 2014-GC18 C 05.1566 01/10/2047 | 0.01% |
| INTEL CORP SEDOL 2463247 | 0.01% |
| JO-ANN STORES 2NDL L+925 11.5094 05/21/2024 | 0.01% |
| JPMCC 2012-LC9 D P/P 144A 04.5472 12/15/2047 | 0.01% |
| KERRY PROPERTIES LTD SEDOL 6486314 | 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% |
| KRATON POLYMERS LLC/ P/P 144A 07.0000 04/15/2025 | 0.01% |
| LEVEL 3 FINANCING INC 05.6250 02/01/2023 | 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% |
| MASTEC INC 04.8750 03/15/2023 | 0.01% |
| MBX.FN30.500.10 R USL1M P 01/12/41 CI | 0.01% |
| MGM RESORTS INTL 06.6250 12/15/2021 | 0.01% |
| MLMI 2005-A2 A2 04.4548 02/25/2035 | 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% |
| NUTRIEN LTD USD 05.2500 01/15/2045 | 0.01% |
| OMIR 2018-1A M1 03.6953 07/25/2028 | 0.01% |
| QORVO INC 05.5000 07/15/2026 | 0.01% |
| REPUBLIC OF VENEZUELA REGS 08.2500 10/13/2024 | 0.01% |
| ROYAL BK SCOTLND GRP PLC USD 07.5000 12/29/2049 | 0.01% |
| SEK/USD 09/18/2019 SSBT | 0.01% |
| STACR 2017-DNA3 M2 04.6453 03/25/2030 | 0.01% |
| SUGAR HSP GAMING P/P 144A 05.8750 05/15/2025 | 0.01% |
| SWIRE PROPERTIES LTD SEDOL B67C2G0 | 0.01% |
| TRANSOCEAN SENTR P/P 144A 05.3750 05/15/2023 | 0.01% |
| UBSBB 2012-C4 XA IO P/P 144A 01.7813 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 2013-C11 AS 03.3110 03/15/2045 | 0.01% |
| WM MORRISON SUPERMARKETS SEDOL 0604316 | 0.01% |
| WMG ACQUISITION CORP P/P 144A 05.0000 08/01/2023 | 0.01% |
| WYNDHAM HOTELS & RE P/P 144A 05.3750 04/15/2026 | 0.01% |
| ABC-MART INC SEDOL 6292102 | 0.01% |
| ANHEUSER-BUSCH INBEV WOR 04.1500 01/23/2025 | 0.01% |
| ANTERO RESOURCES FIN 05.1250 12/01/2022 | 0.01% |
| ASP AMC MERGER SUB P/P 144A 08.0000 05/15/2025 | 0.01% |
| AVAYA HOLDINGS CORP SEDOL BD9G9B3 | 0.01% |
| CBS CORP 04.0000 01/15/2026 | 0.01% |
| CENTENE CORP 04.7500 05/15/2022 | 0.01% |
| CHARTER COMM OPT LLC 05.3750 05/01/2047 | 0.01% |
| CLEAN HARBORS INC P/P 144A 04.8750 07/15/2027 | 0.01% |
| CLEAR CHANNEL WORLDW P/P 144A 05.1250 08/15/2027 | 0.01% |
| COMCAST CORP 03.9990 11/01/2049 | 0.01% |
| COMCAST CORP 06.5000 11/15/2035 | 0.01% |
| CWALT 2005-27 1A1 02.5939 08/25/2035 | 0.01% |
| DENBURY RESOURCES IN P/P 144A 09.0000 05/15/2021 | 0.01% |
| DRESDNER FDG TRST I P/P 144A 08.1510 06/30/2031 | 0.01% |
| ECOLAB INC SEDOL 2304227 | 0.01% |
| FIDELITY NATIONAL INFORM 03.0000 08/15/2026 | 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% |
| GEBERIT AG-REG SEDOL B1WGG93 | 0.01% |
| GENERAL MOTORS FINL CO 04.0000 01/15/2025 | 0.01% |
| GOEASY LTD P/P 144A 07.8750 11/01/2022 | 0.01% |
| GSMS 2014-GC22 XA IO 01.1436 06/10/2047 | 0.01% |
| GSMS 2014-GC24 XA IO 00.8752 09/10/2047 | 0.01% |
| HANESBRANDS INC P/P 144A 04.6250 05/15/2024 | 0.01% |
| HEINEKEN HOLDING NV SEDOL B0CCH46 | 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% |
| JAPAN TOBACCO INC SEDOL 6474535 | 0.01% |
| JARDINE MATHESON HLDGS LTD SEDOL 6472119 | 0.01% |
| JELD-WEN INC P/P 144A 04.6250 12/15/2025 | 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% |
| MSAC 2004-HE6 M1 02.9703 08/25/2034 | 0.01% |
| MSBAM 2014-C17 XA IO 01.2738 08/15/2047 | 0.01% |
| MSRR 2015-R4 CB1 03.0889 08/26/2047 | 0.01% |
| NATIONAL AUSTRALIA BANK LTD SEDOL 6624608 | 0.01% |
| NZD/USD 10/16/2019 BCAP-FX | 0.01% |
| PENN NATIONAL GAMING P/P 144A 05.6250 01/15/2027 | 0.01% |
| PUBLICIS GROUPE SEDOL 4380429 | 0.01% |
| RAYTHEON COMPANY 04.8750 10/15/2040 | 0.01% |
| RESIDEO FUNDING INC P/P 144A 06.1250 11/01/2026 | 0.01% |
| ROBERTSHAW US HOLDING L+325 05.3750 02/28/2025 | 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% |
| SEK/USD 09/18/2019 RBSF | 0.01% |
| SS&C TECH INC P/P 144A 05.5000 09/30/2027 | 0.01% |
| STEEL DYNAMICS INC 05.5000 10/01/2024 | 0.01% |
| TRANSOCEAN PONTUS LT P/P 144A 06.1250 08/01/2025 | 0.01% |
| TWDC ENTERPRISES 18 CORP 02.7500 08/16/2021 | 0.01% |
| VISTRA OPERATION P/P 144A 05.0000 07/31/2027 | 0.01% |
| WEEKLEY HOMES LLC 06.0000 02/01/2023 | 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% |
| ZF NA CAPITAL P/P 144A 04.5000 04/29/2022 | 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% |
| AROUNDTOWN SA SEDOL BF0CK44 | 0.00% |
| ASCEND LEARNING LLC P/P 144A 06.8750 08/01/2025 | 0.00% |
| BANK OF MONTREAL USD 03.8030 12/15/2032 | 0.00% |
| BSCMS 2006-PW11 B P/P 144A 05.8095 03/11/2039 | 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-C02 1M2 06.1453 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% |
| CROWN AMER/CAP 04.7500 02/01/2026 | 0.00% |
| CROWN CASTLE INTL CORP 04.8750 04/15/2022 | 0.00% |
| EP ENER/EVEREST ACQ P/P 144A 07.7500 05/15/2026 | 0.00% |
| FRESENIUS MEDICAL CARE AG & SEDOL 5129074 | 0.00% |
| GARTNER INC P/P 144A 05.1250 04/01/2025 | 0.00% |
| GLP CAPITAL LP / FIN II 05.3750 04/15/2026 | 0.00% |
| GMAC CAPITAL TRUST I PCT 07.9431 | 0.00% |
| GNMA GII30 AY2298 04.7000 05/20/2067 | 0.00% |
| GNMA GII30 BB0107 04.7000 08/20/2067 | 0.00% |
| ICAHN ENTERPRISES/FI 05.8750 02/01/2022 | 0.00% |
| ICAHN ENTERPRISES/FI 06.2500 02/01/2022 | 0.00% |
| IHEARTCOMMUNICATIONS INC 06.3750 05/01/2026 | 0.00% |
| IOS.FN30.400.10 R USL1M P 01/12/41 BC | 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 05.4000 09/01/2044 | 0.00% |
| KINDER MORGAN INC/DELAWA 07.7500 01/15/2032 | 0.00% |
| KRW/USD 11/20/2019 HSBCB | 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% |
| MET LIFE GLOB FUND P/P 144A 03.0000 01/10/2023 | 0.00% |
| MOLINA HEALTHCARE IN 05.3750 11/15/2022 | 0.00% |
| NETFLIX INC. P/P 144A 06.3750 05/15/2029 | 0.00% |
| NZD/USD 10/16/2019 GSFX | 0.00% |
| OASIS PETROLEUM INC 06.8750 03/15/2022 | 0.00% |
| PARK-OHIO INDUSTRIES INC 06.6250 04/15/2027 | 0.00% |
| PENSKE AUTO GRP INC 05.7500 10/01/2022 | 0.00% |
| PENSKE AUTOMOTIVE GROUP 05.5000 05/15/2026 | 0.00% |
| PETROLEOS MEXICANOS USD 04.8750 01/18/2024 | 0.00% |
| PRUDENTIAL FINANCIAL INC 05.6250 06/15/2043 | 0.00% |
| REVLON CONS TLB L+350 05.6241 09/07/2023 | 0.00% |
| ROBERTSHAW TL 2L L+800 10.1250 02/28/2026 | 0.00% |
| ROSE ROCK MIDSTREAM/ 05.6250 07/15/2022 | 0.00% |
| RTL GROUP SEDOL B1BK209 | 0.00% |
| SAMPO OYJ-A SHS SEDOL 5226038 | 0.00% |
| SECOM CO LTD SEDOL 6791591 | 0.00% |
| SES SEDOL B00ZQQ2 | 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% |
| STARFRUIT US/STAR FI P/P 144A 08.0000 10/01/2026 | 0.00% |
| TENET HEALTHCARE 04.6250 07/15/2024 | 0.00% |
| THE SHERWIN-WILLIAMS COMPANY 02.7500 06/01/2022 | 0.00% |
| TOKYO ELECTRON LTD SEDOL 6895675 | 0.00% |
| TOYOTA MOTOR CORP SEDOL 6900643 | 0.00% |
| TRANSDIGM INC. 06.5000 07/15/2024 | 0.00% |
| TRANSOCEAN POSEIDON P/P 144A 06.8750 02/01/2027 | 0.00% |
| VISTRA ENERGY CORP P/P 144A 08.1250 01/30/2026 | 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% |
| WEWORK COS INC P/P 144A 07.8750 05/01/2025 | 0.00% |
| WFRBS 2011-C4 E P/P 144A 05.3966 06/15/2044 | 0.00% |
| AES CORP/THE 04.5000 03/15/2023 | 0.00% |
| AES CORP/THE 05.1250 09/01/2027 | 0.00% |
| AIB GROUP PLC SEDOL BF0L353 | 0.00% |
| ALLIANT HOLD / CO-IS P/P 144A 08.2500 08/01/2023 | 0.00% |
| ALTRIA GROUP INC | 0.00% |
| AMC ENTERTAINMENT HLDGS 06.1250 05/15/2027 | 0.00% |
| APACHE CORPORATION 03.2500 04/15/2022 | 0.00% |
| AUTOMATION TOOLING S P/P 144A 06.5000 06/15/2023 | 0.00% |
| BANK OF AMERICA CORP 03.1703 09/15/2026 | 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% |
| BERRY GLOBAL INC P/P 144A 05.6250 07/15/2027 | 0.00% |
| BOMBARDIER INC P/P 144A 08.7500 12/01/2021 | 0.00% |
| BOYD GAMING CORPORATION 06.0000 08/15/2026 | 0.00% |
| BOYD GAMING CORPORATION 06.8750 05/15/2023 | 0.00% |
| CAD/USD 10/16/2019 BCAP-FX | 0.00% |
| CALIFORNIA RESOURC TL L+475 06.8659 12/31/2022 | 0.00% |
| CBS OUT AMER CAP LLC 05.8750 03/15/2025 | 0.00% |
| CENTENE ESCROW I CO P/P 144A 05.3750 06/01/2026 | 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% |
| CINEMARK USA INC 05.1250 12/15/2022 | 0.00% |
| CNP ASSURANCES SEDOL 5543986 | 0.00% |
| COMMSCOPE INC P/P 144A 06.0000 03/01/2026 | 0.00% |
| CPG INTL TL L+375 05.9333 05/05/2024 | 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% |
| EOG RESOURCES INC 04.1500 01/15/2026 | 0.00% |
| FEDEX CORP 02.6250 08/01/2022 | 0.00% |
| FHR 3408 EK 16.9602 04/15/2037 | 0.00% |
| FNR 2007-53 SP 16.3341 06/25/2037 | 0.00% |
| FORD MOTOR CO SEDOL 2615468 | 0.00% |
| FREEPORT-MCMORAN INC 05.4500 03/15/2043 | 0.00% |
| GATES GLOBAL TLB L+275 04.8620 03/31/2024 | 0.00% |
| GNMA GII30 AY4779 04.5080 03/20/2067 | 0.00% |
| GNMA GII30 BA7681 04.6260 06/20/2067 | 0.00% |
| GNR 2013-14 IO IO 03.5000 12/20/2042 | 0.00% |
| GO DADDY OPCO/FINCO P/P 144A 05.2500 12/01/2027 | 0.00% |
| GSMS 2013-GC12 XA IO 01.5598 06/10/2046 | 0.00% |
| HOLOGIC INC P/P 144A 04.3750 10/15/2025 | 0.00% |
| ICAHN ENTER/FIN P/P 144A 06.2500 05/15/2026 | 0.00% |
| INTERNATIONAL LEASE FIN CORP 05.8750 08/15/2022 | 0.00% |
| ISTAR INC 06.0000 04/01/2022 | 0.00% |
| ISTAR INC. 05.2500 09/15/2022 | 0.00% |
| JO-ANN STORES TL L+500 07.2560 10/16/2023 | 0.00% |
| JOSEPH T RYERSON & S P/P 144A 11.0000 05/15/2022 | 0.00% |
| JPMBB 2014-C19 XA IO 00.9299 04/15/2047 | 0.00% |
| MBX.FN30.450.09 R USL1M P 01/12/40 BC | 0.00% |
| MBX.FN30.500.10 R USL1M P 01/12/41 CI | 0.00% |
| MERCER INTL INC USD 05.5000 01/15/2026 | 0.00% |
| MERCK & CO INC 01.8500 02/10/2020 | 0.00% |
| MGP ESCROW ISSUER/CO 05.6250 05/01/2024 | 0.00% |
| MICROSOFT CORP 05.3000 02/08/2041 | 0.00% |
| NATIONAL GRID PLC SEDOL BDR05C0 | 0.00% |
| NEIMAN MARCUS TL L+600 08.2285 10/25/2023 | 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% |
| NRG ENERGY INC 05.7500 01/15/2028 | 0.00% |
| PENSKE AUTOMOTIVE GROUP 05.3750 12/01/2024 | 0.00% |
| PLANTRONICS INC P/P 144A 05.5000 05/31/2023 | 0.00% |
| POMEGRANATE MERGER S P/P 144A 09.7500 05/01/2023 | 0.00% |
| QORVO INC SEDOL BR9YYP4 | 0.00% |
| REPUBLIC OF VENEZUELA REGS 09.0000 05/07/2023 | 0.00% |
| SASC 2006-AM1 A4 02.3053 04/25/2036 | 0.00% |
| SEK/USD 09/18/2019 HSBCB | 0.00% |
| SEK/USD 09/18/2019 UBS | 0.00% |
| SM ENERGY CO 06.1250 11/15/2022 | 0.00% |
| SM ENERGY CO 06.7500 09/15/2026 | 0.00% |
| SPRINGLEAF FINANCE CORP 07.1250 03/15/2026 | 0.00% |
| STACR 2018-HQA2 M2 04.4453 10/25/2048 | 0.00% |
| STMICROELECTRONICS NV SEDOL 5962332 | 0.00% |
| SWEDISH MATCH AB SEDOL 5048566 | 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% |
| TD AMERITRADE HOLDING CORP SEDOL 2983154 | 0.00% |
| TENET HEALTHCARE P/P 144A 06.2500 02/01/2027 | 0.00% |
| TRIBUNE MEDIA CO 05.8750 07/15/2022 | 0.00% |
| VALARIS PLC USD 07.7500 02/01/2026 | 0.00% |
| VERTIV GROUP CORP P/P 144A 09.2500 10/15/2024 | 0.00% |
| ZEKELMAN IND INC P/P 144A 09.8750 06/15/2023 | 0.00% |
| 1.512 R ISWP US0003M P 08/28/2029 | 0.00% |
| ABC SUPPLY CO INC P/P 144A 05.8750 05/15/2026 | 0.00% |
| AIR MEDICAL MERGER S P/P 144A 06.3750 05/15/2023 | 0.00% |
| 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% |
| ASCENT RESOURCES/AR P/P 144A 07.0000 11/01/2026 | 0.00% |
| AZRIELI GROUP LTD SEDOL B5MN1W0 | 0.00% |
| BAUSCH HLTH COS INC P/P 144A 05.5000 11/01/2025 | 0.00% |
| BAUSCH HLTH COS INC P/P 144A 05.7500 08/15/2027 | 0.00% |
| BAUSCH HLTH COS INC P/P 144A 06.5000 03/15/2022 | 0.00% |
| BOYD GAMING CORP 06.3750 04/01/2026 | 0.00% |
| BP CAP MARKETS AMERICA 03.9370 09/21/2028 | 0.00% |
| CAD/USD 10/16/2019 JPMCB | 0.00% |
| CALIFORNIA RESOURCES P/P 144A 08.0000 12/15/2022 | 0.00% |
| CAS 2016-C06 1M2 06.3953 04/25/2029 | 0.00% |
| CBS OUT AMER CAP LLC 05.6250 02/15/2024 | 0.00% |
| CIGNA CORP SEDOL BHJ0775 | 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% |
| 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% |
| COMM 2014-CR18 XA IO 01.1675 07/15/2047 | 0.00% |
| COMSTOCK RESOURCES 09.7500 08/15/2026 | 0.00% |
| CREDIT ACCEPTANC 07.3750 03/15/2023 | 0.00% |
| DELTA AIR LINES 2009 1A 07.7500 12/17/2019 | 0.00% |
| DIGICEL LTD P/P 144A 06.7500 03/01/2023 | 0.00% |
| EL PASO NATURAL GAS 08.3750 06/15/2032 | 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 2990 LB 11.3351 06/15/2034 | 0.00% |
| FHR 3072 SM 04.2533 11/15/2035 | 0.00% |
| FOX CORP - CLASS B SEDOL BJJMGY5 | 0.00% |
| FRAC TECH INTL TLB L+475 06.8620 04/16/2021 | 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% |
| LABORATORY CRP OF AMER HLDGS SEDOL 2586122 | 0.00% |
| LBUBS 2008-C1 AM 06.2782 04/15/2041 | 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% |
| MEG ENERGY CORP P/P 144A 06.3750 01/30/2023 | 0.00% |
| MGM GROWTH/MGM FINANCE 04.5000 01/15/2028 | 0.00% |
| NATIONSTAR MTG P/P 144A 09.1250 07/15/2026 | 0.00% |
| NEW GOLD INC P/P 144A 06.2500 11/15/2022 | 0.00% |
| NEXSTAR ESCROW INC P/P 144A 05.6250 07/15/2027 | 0.00% |
| NN GROUP NV SEDOL BNG8PQ9 | 0.00% |
| NOBLE HOLDING INTL LTD USD 07.7500 01/15/2024 | 0.00% |
| NZD/USD 10/16/2019 CITI | 0.00% |
| ORTHO-CLINICAL INC/S P/P 144A 06.6250 05/15/2022 | 0.00% |
| PETROBRAS GLOBAL FIN USD 05.2990 01/27/2025 | 0.00% |
| PETROLEOS DE VEN P/P 144A 06.0000 11/15/2026 | 0.00% |
| SM ENERGY CO 05.0000 01/15/2024 | 0.00% |
| SM ENERGY CO 06.6250 01/15/2027 | 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% |
| STERIGENICS-NORDION P/P 144A 06.5000 05/15/2023 | 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% |
| VERTIV INT HOLD CORP P/P 144A 12.0000 02/15/2022 | 0.00% |
| WALGREENS BOOTS ALLIANCE 03.4500 06/01/2026 | 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% |
| 1.4075 R ISWP US0003M P 08/19/2024 | 0.00% |
| 1011778 BC / NEW RED P/P 144A 04.6250 01/15/2022 | 0.00% |
| AKER BP ASA P/P 144A 05.8750 03/31/2025 | 0.00% |
| AKZO NOBEL N.V. SEDOL BJ2KSG2 | 0.00% |
| ANTERO RESOURCES COR 05.6250 06/01/2023 | 0.00% |
| ARCELORMITTAL USD 06.1250 06/01/2025 | 0.00% |
| AUD/USD 10/16/2019 CITI | 0.00% |
| BANK OF AMERICA CORP 06.5000 10/29/2049 | 0.00% |
| BERRY GLOBAL INC 05.5000 05/15/2022 | 0.00% |
| BERRY GLOBAL INC P/P 144A 04.5000 02/15/2026 | 0.00% |
| CABLEVISION SYS CORP 08.0000 04/15/2020 | 0.00% |
| CANADIAN UTILITIES LTD-A SEDOL 2172639 | 0.00% |
| CHESAPEAKE ENERGY CORP 08.0000 06/15/2027 | 0.00% |
| CINEMARK USA INC 04.8750 06/01/2023 | 0.00% |
| CIT GROUP INC 05.0000 08/01/2023 | 0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CS | 0.00% |
| COLORADO INTERSTATE GAS CO 06.8500 06/15/2037 | 0.00% |
| COMMSCOPE INC P/P 144A 05.5000 03/01/2024 | 0.00% |
| CPG MERGER SUB LLC P/P 144A 08.0000 10/01/2021 | 0.00% |
| 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% |
| FHR 3249 PS 15.0311 12/15/2036 | 0.00% |
| FNR 2005-106 JC 13.4721 12/25/2035 | 0.00% |
| FNR 2006-62 PS 27.0285 07/25/2036 | 0.00% |
| GENON 939CER907 | 0.00% |
| GETLINK SE SEDOL B292JQ9 | 0.00% |
| GLENCORE PLC SEDOL B4T3BW6 | 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% |
| GSMS 2012-GC6 D P/P 144A 05.8397 01/10/2045 | 0.00% |
| H LUNDBECK A/S SEDOL 7085259 | 0.00% |
| IDR/USD 11/20/2019 GSFX | 0.00% |
| IHS MARKIT LTD P/P 144A 04.0000 03/01/2026 | 0.00% |
| INTERCONTINENTAL EXCHANGE IN SEDOL BFSSDS9 | 0.00% |
| IOS.FN30.400.09 R USL1M P 01/12/40 GS | 0.00% |
| IRON MOUNTAIN INC P/P 144A 05.2500 03/15/2028 | 0.00% |
| KYUSHU RAILWAY COMPANY SEDOL BD2BST6 | 0.00% |
| LAMB WESTON HOLDINGS P/P 144A 04.6250 11/01/2024 | 0.00% |
| LENNAR CORP 05.8750 11/15/2024 | 0.00% |
| MALLINCKRODT FIN/SB P/P 144A 05.5000 04/15/2025 | 0.00% |
| MERCER INTL INC USD 07.3750 01/15/2025 | 0.00% |
| MITSUBISHI GAS CHEMICAL CO SEDOL 6596923 | 0.00% |
| MOLINA HEALTHCARE IN P/P 144A 04.8750 06/15/2025 | 0.00% |
| OASIS PETROLEUM INC 06.8750 01/15/2023 | 0.00% |
| OASIS PETROLEUM INC P/P 144A 06.2500 05/01/2026 | 0.00% |
| ONO PHARMACEUTICAL CO LTD SEDOL 6660107 | 0.00% |
| PANTHER BF AGGREGA P/P 144A 06.2500 05/15/2026 | 0.00% |
| QUEBECOR MEDIA INC USD 05.7500 01/15/2023 | 0.00% |
| RACKSPACE HOSTING INC L+300 05.2867 11/03/2023 | 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% |
| SEK/USD 09/18/2019 BANKAM | 0.00% |
| SEK/USD 09/18/2019 JPMCB | 0.00% |
| SESI LLC 07.7500 09/15/2024 | 0.00% |
| SUBARU CORP SEDOL 6356406 | 0.00% |
| T-MOBILE USA INC 05.3750 04/15/2027 | 0.00% |
| T-MOBILE USA INC 06.0000 03/01/2023 | 0.00% |
| THE AES CORPORATION 04.8750 05/15/2023 | 0.00% |
| USA COM PART/USA COM P/P 144A 06.8750 09/01/2027 | 0.00% |
| WPX ENERGY INC 06.0000 01/15/2022 | 0.00% |
| AUD/USD 10/16/2019 HSBCB | 0.00% |
| CAD/USD 10/16/2019 CSI-FX | 0.00% |
| CALPINE CORP P/P 144A 05.8750 01/15/2024 | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.00% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 JP | 0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 ML | 0.00% |
| CONTINENTAL RESOURCES 05.0000 09/15/2022 | 0.00% |
| CVS PASS-THROUGH TRUST 06.0360 12/10/2028 | 0.00% |
| DKK/USD 09/18/2019 CITI | 0.00% |
| ENERGIZER HLDG INC P/P 144A 07.7500 01/15/2027 | 0.00% |
| FNMA FN30 BO0212 UMBS 04.5000 05/01/2049 | 0.00% |
| FNR 2005-75 GS 13.8143 08/25/2035 | 0.00% |
| FNR 2005-83 QP 11.8164 11/25/2034 | 0.00% |
| FNR 2007-14 KO PO 00.0000 03/25/2037 | 0.00% |
| GBP/USD 09/18/2019 BANKAM | 0.00% |
| GNMA GII30 BN7073 04.5000 05/20/2049 | 0.00% |
| GNR 2010-9 QI IO 04.5000 01/20/2040 | 0.00% |
| GNR 2019-78 SJ IO 03.8779 06/20/2049 | 0.00% |
| HCA INC. 07.5000 02/15/2022 | 0.00% |
| IHEARTMEDIA INC - CLASS A SEDOL BJVR9Y9 | 0.00% |
| IHEARTMEDIA TL L+400 06.1003 05/01/2026 | 0.00% |
| IOS.FN30.350.14 R USL1M P 01/12/45 CS | 0.00% |
| IOS.FN30.400.10 R USL1M P 01/12/41 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% |
| JPY/USD 11/20/2019 CITI | 0.00% |
| MEG ENERGY CORP P/P 144A 07.0000 03/31/2024 | 0.00% |
| MERCER INTL INC USD 07.7500 12/01/2022 | 0.00% |
| METHANEX CORP USD 03.2500 12/15/2019 | 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 10/16/2019 SSBT | 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% |
| STANDARD IND INC P/P 144A 04.7500 01/15/2028 | 0.00% |
| STEEL DYNAMICS INC 04.1250 09/15/2025 | 0.00% |
| TIAAC 2003-1A E 144A 08.0000 12/28/2038 | 0.00% |
| TOWNSQUARE MEDIA INC P/P 144A 06.5000 04/01/2023 | 0.00% |
| TRANSDIGM INC 06.5000 05/15/2025 | 0.00% |
| 1.9002 R ISWP US0003M P 07/16/2021 | 0.00% |
| ADVANZ PHARMA CORP SEDOL BH4P601 | 0.00% |
| AVAYA INC ESCROW P/P 144A 07.0000 04/01/2020 | 0.00% |
| BACM 2007-1 XW IO 00.4019 01/15/2049 | 0.00% |
| BACM 2007-5 XW IO P/P 144A 00.0000 02/10/2051 | 0.00% |
| BSCMS 04-PR3I X1 IO 00.0000 02/11/2041 | 0.00% |
| BSCMS 06-PW14 X1 IO P/P 144A 00.4998 12/11/2038 | 0.00% |
| CAD/USD 10/16/2019 WPAC | 0.00% |
| CD 2007-CD4 XW IO P/P 144A 00.7562 12/11/2049 | 0.00% |
| CD 2007-CD5 XS IO 144A 00.0000 11/15/2044 | 0.00% |
| CGCMT 2006-C5 XC IO P/P 144A 00.7226 10/15/2049 | 0.00% |
| CHESAPEAKE ENERGY CORP 05.7500 03/15/2023 | 0.00% |
| CHF/USD 09/18/2019 JPMCB | 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 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 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 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.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 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 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 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.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.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 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 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.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 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 GS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 JP | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 JP | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 JP | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 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 BC | 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 ML | 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 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-.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 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 ML | 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 00.6969 12/10/2046 | 0.00% |
| CSFB 2003-C3 AX IO P/P 144A 02.2120 05/15/2038 | 0.00% |
| CSMC 2007-C2 AX IO P/P 144A 00.0481 01/15/2049 | 0.00% |
| ESC CHESAPEAKEOILFIELD 06.6250 11/15/2019 | 0.00% |
| ESC SEVENTYSEVENERG 06.5000 07/15/2022 | 0.00% |
| FHR 3117 AF 00.0000 02/15/2036 | 0.00% |
| FHR 3206 EO PO 00.0000 08/15/2036 | 0.00% |
| FHR 3326 WF 00.0000 10/15/2035 | 0.00% |
| FHR 3391 PO PO 00.0000 04/15/2037 | 0.00% |
| FIRSTENERGY CORP 03.9000 07/15/2027 | 0.00% |
| FIRSTENERGY CORP 04.8500 07/15/2047 | 0.00% |
| FNR 2006-125 OX PO 00.0000 01/25/2037 | 0.00% |
| FNR 2006-46 OC PO 00.0000 06/25/2036 | 0.00% |
| FNR 2006-84 OT PO 00.0000 09/25/2036 | 0.00% |
| GBP/USD 09/18/2019 SSBT | 0.00% |
| GECMC 2007-C1 XC IO P/P 144A 00.2697 12/10/2049 | 0.00% |
| GLOBAL FASHION GRP P/P | 0.00% |
| GNR 2006-36 OD PO 00.0000 07/16/2036 | 0.00% |
| GNR 2018-127 IB IO 04.5000 06/20/2045 | 0.00% |
| HC BRILLANT SERVICES GMBH P/P | 0.00% |
| HKD/USD 11/20/2019 BCAP-FX | 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.FN30.600.08 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 00.5104 09/12/2037 | 0.00% |
| JPMCC 06-LDP6 X1 IO P/P 144A 00.0000 04/15/2043 | 0.00% |
| JPMCC 2006-LDP8 X IO 00.2854 05/15/2045 | 0.00% |
| JPMCC 2007-LDPX X IO 00.3228 01/15/2049 | 0.00% |
| JPY/USD 11/20/2019 BCAP-FX | 0.00% |
| JPY/USD 11/20/2019 JPMCB | 0.00% |
| KEANE GROUP TLB L+375 05.8750 05/25/2025 | 0.00% |
| LBUBS 2005-C7 XCL IO P/P 144A 00.5070 11/15/2040 | 0.00% |
| LBUBS 2007-C2 XW IO 00.4810 02/15/2040 | 0.00% |
| MEZZ 2005-C3 X IO P/P 144A 07.1366 05/15/2044 | 0.00% |
| MEZZ 2006-C4 X IO P/P 144A 06.5268 07/15/2045 | 0.00% |
| MEZZ 2007-C5 X IO P/P 144A 06.2193 12/15/2049 | 0.00% |
| MLMT 2004-KEY2 XC IO P/P 144A 00.8657 08/12/2039 | 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% |
| NZD/USD 10/16/2019 BANKAM | 0.00% |
| PETROLEOS DE VENEZUELA S REGS 05.3750 04/12/2027 | 0.00% |
| REPUBLIC OF VENEZUELA REGS 07.6500 04/21/2025 | 0.00% |
| SPEC BRNDS ESCROW CO 06.6250 11/15/2022 | 0.00% |
| STEEL DYNAMICS INC 05.2500 04/15/2023 | 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% |
| TWD/USD 11/20/2019 GSFX | 0.00% |
| TXU TCEH RIGHTS | 0.00% |
| WBCMT 2006-C29 IO IO 00.4767 11/15/2048 | 0.00% |
| WBCMT 2007-C34 IO IO 00.0966 05/15/2046 | 0.00% |
| AUD/USD 10/16/2019 SSBT | -0.00% |
| AUD/USD 10/16/2019 UBS | -0.00% |
| CAD/USD 10/16/2019 BANKAM | -0.00% |
| CAD/USD 10/16/2019 SSBT | -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.6 2063-05-11 500.0 05/11/2063 MS | -0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CG | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 CS | -0.00% |
| EUR/USD 09/18/2019 BCAP-FX | -0.00% |
| IDR/USD 11/20/2019 HSBCB | -0.00% |
| IOS.FN30.400.11 P USL1M R 01/12/42 JP | -0.00% |
| IOS.FN30.500.10 P USL1M R 01/12/41 BC | -0.00% |
| JPY/USD 11/20/2019 HSBCB | -0.00% |
| JPY/USD 11/20/2019 UBS | -0.00% |
| MBX.FN30.600.08 P USL1M R 01/12/39 BC | -0.00% |
| MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.00% |
| MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.00% |
| NOK/USD 09/18/2019 JPMCB | -0.00% |
| SGD/USD 11/20/2019 JPMCB | -0.00% |
| CAD/USD 10/16/2019 CITI | -0.00% |
| CAD/USD 10/16/2019 RBSF | -0.00% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 CG | -0.00% |
| EUR/USD 09/18/2019 BANKAM | -0.00% |
| INR/USD 11/20/2019 GSFX | -0.00% |
| INR/USD 11/20/2019 RBSF | -0.00% |
| JPY/USD 11/20/2019 RBSF | -0.00% |
| MXN/USD 10/16/2019 JPMCB | -0.00% |
| TWD/USD 11/20/2019 RBSF | -0.00% |
| AUD/USD 10/16/2019 JPMCB | -0.00% |
| JPY/USD 11/20/2019 GSFX | -0.00% |
| MXN/USD 10/16/2019 BANKAM | -0.00% |
| NZD/USD 10/16/2019 HSBCB | -0.00% |
| 1.797 R ISWP US0003M P 07/02/2021 | -0.00% |
| JPY/USD 11/20/2019 SSBT | -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% |
| IOS.FN30.400.10 P USL1M R 01/12/41 JP | -0.00% |
| RUB/USD 09/18/2019 BANKAM | -0.00% |
| RUB/USD 09/18/2019 GSFX | -0.00% |
| AUD/USD 10/16/2019 WPAC | -0.01% |
| BRL/USD 10/02/2019 CITI | -0.01% |
| AUD/USD 10/16/2019 BANKAM | -0.01% |
| 1.70 R ISWP FWD US0003M P 09/18/2021 | -0.01% |
| MBX.FN30.650.67 P USL1M R 01/12/38 BC | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP | -0.01% |
| AUD/JPY PUT 66.00 20200214 CITI | -0.01% |
| AUD/JPY PUT 66.00 20200214 GSFX | -0.01% |
| BRL/USD 10/02/2019 BANKAM | -0.01% |
| AUD/USD 10/16/2019 RBSF | -0.01% |
| MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.01% |
| 2.05 R ISWP FWD US0003M P 09/18/2029 | -0.02% |
| NOK/USD 09/18/2019 GSFX | -0.02% |
| 1.80 R ISWP FWD US0003M P 09/18/2024 | -0.02% |
| US 10YR ULTRA FUT DEC19 UXYZ9 | -0.06% |
| FNMA FN30 TBA UMBS 03.0000 09/01/2049 | -0.11% |
| FNMA FN30 TBA UMBS 03.5000 09/01/2049 | -0.19% |
| S&P500 EMINI FUT SEP19 ESU9 | -2.17% |
| GSGLPWDS P US0001M R 12/15/20 GS | -2.78% |
| RU10INTR P US0003M R 11/26/19 CI | -4.36% |
Prior top 10 holdings
| Top 10 holdings as of 06/30/19 | |
|---|---|
| Gnma Gii30 Ma4652 03.5000 08/20/2047 | |
| Alphabet | |
| Fhlmc Fh30g G08795 03.0000 01/01/2048 | |
| Amazon | |
| Fnma Fn30 Tba Umbs 04.0000 08/01/2049 | |
| JPMorgan Chase | |
| Cisco Systems | |
| Chevron | |
| Microsoft | |
| Verizon Communications | |
| Holdings represent 13.35% of portfolio | |
| Top 10 holdings as of 05/31/19 | |
|---|---|
| Gnma Gii30 Ma4652 Umbs 03.5000 08/20/2047 | |
| Alphabet | |
| Fhlmc Fh30g G08795 03.0000 01/01/2048 | |
| JPMorgan Chase | |
| Cisco Systems | |
| Chevron | |
| Verizon Communications | |
| Microsoft | |
| Apple | |
| Amazon | |
| Holdings represent 12.83% of portfolio | |
| Top 10 holdings as of 04/30/19 | |
|---|---|
| Gnma Gii30 Ma4652 03.5000 08/20/2047 | |
| Alphabet | |
| Fhlmc Fh30g G08795 03.0000 01/01/2048 | |
| JPMorgan Chase | |
| Cisco Systems | |
| Apple | |
| Verizon Communications | |
| Boeing | |
| Amazon | |
| Chevron | |
| Holdings represent 13.15% of portfolio | |
| Top 10 holdings as of 03/31/19 | |
|---|---|
| Gnma Gii30 Ma4652 03.5000 08/20/2047 | |
| Alphabet | |
| Fnma Fn30 Ma3238 03.5000 01/01/2048 | |
| JPMorgan Chase | |
| Cisco Systems | |
| Verizon Communications | |
| Boeing | |
| Apple | |
| Chevron | |
| Amazon | |
| Holdings represent 13.31% of portfolio | |
Portfolio composition as of 06/30/19
| U.S. large-cap equity | 41.28% |
|---|---|
| U.S. Investment-grade bonds | 24.52% |
| U.S. money markets | 11.38% |
| International equity | 9.79% |
| U.S. small- and mid-cap equity | 9.34% |
| U.S. High-yield bonds | 3.70% |
Fixed income statistics as of 06/30/19
| Average effective maturity | 6.44 yrs. |
|---|---|
| Average effective duration | 1.37 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 M | Class R | Class R5 | Class R6 | Class Y |
|---|---|---|---|---|---|---|---|---|
| Total expense ratio | 0.97% | 1.72% | 1.72% | 1.47% | 1.22% | 0.72% | 0.62% | 0.72% |
| What you pay | 0.97% | 1.72% | 1.72% | 1.47% | 1.22% | 0.72% | 0.62% | 0.72% |
Sales charge
| Investment Breakpoint | Class A | Class B | Class C | Class M | Class R | Class R5 | Class R6 | Class Y |
|---|---|---|---|---|---|---|---|---|
| $0-$49,999 | 5.75% | 0.00% | 0.00% | 3.50% | -- | -- | -- | -- |
| $50,000-$99,999 | 4.50% | 0.00% | 0.00% | 2.50% | -- | -- | -- | -- |
| $100,000-$249,999 | 3.50% | -- | 0.00% | 1.50% | -- | -- | -- | -- |
| $250,000-$499,999 | 2.50% | -- | 0.00% | 1.00% | -- | -- | -- | -- |
| $500,000-$999,999 | 2.00% | -- | 0.00% | 1.00% | -- | -- | -- | -- |
| $1M-$4M | 0.00% | -- | -- | -- | -- | -- | -- | -- |
| $4M-$50M | 0.00% | -- | -- | -- | -- | -- | -- | -- |
| $50M+ | 0.00% | -- | -- | -- | -- | -- | -- | -- |
CDSC
| Class A (sales for $1,000,000+) | Class B | Class C | Class M | Class R | Class R5 | Class R6 | Class Y | |
|---|---|---|---|---|---|---|---|---|
| 0 to 9 mts. | 1.00% | 5.00% | 1.00% | -- | -- | -- | -- | -- |
| 9 to 12 mts. | 1.00% | 5.00% | 1.00% | -- | -- | -- | -- | -- |
| 2 yrs. | 0.00% | 4.00% | 0.00% | -- | -- | -- | -- | -- |
| 3 yrs. | 0.00% | 3.00% | 0.00% | -- | -- | -- | -- | -- |
| 4 yrs. | 0.00% | 3.00% | 0.00% | -- | -- | -- | -- | -- |
| 5 yrs. | 0.00% | 2.00% | 0.00% | -- | -- | -- | -- | -- |
| 6 yrs. | 0.00% | 1.00% | 0.00% | -- | -- | -- | -- | -- |
| 7+ yrs. | 0.00% | 0.00% | 0.00% | -- | -- | -- | -- | -- |
The Russell 3000 Index is an unmanaged index of the 3,000 largest U.S. companies. The Putnam Balanced Blended Benchmark is a benchmark administered by Putnam Management, comprising 50% the Russell 3000 Index, 35% the Bloomberg Barclays U.S. Aggregate Bond Index, 10% the MSCI EAFE Index (ND), and 5% the JPMorgan Developed High Yield Index. 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.